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 |
ABBVIE INC | COM | 00287Y109 | 448 | 5,881 | SH | DFND | 1 | 5,881 | 0 | 0 | |
ACUITY BRANDS INC | COM | 00508Y102 | 60 | 700 | SH | DFND | 1 | 700 | 0 | 0 | |
ACUITY BRANDS INC | COM | 00508Y102 | 26 | 300 | SH | OTR | 1,2 | 0 | 300 | 0 | |
AGNC INVT CORP | COM | 00123Q104 | 293 | 27,620 | SH | DFND | 1 | 27,620 | 0 | 0 | |
AIR TRANSPORT SERVICES GRP I | NOTE 1.125%10/1 | 00922RAB1 | 53 | 61,000 | PRN | DFND | 1 | 61,000 | 0 | 0 | |
AKAMAI TECHNOLOGIES INC | COM | 00971T101 | 238 | 2,600 | SH | DFND | 1 | 2,600 | 0 | 0 | |
AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 325 | 285,000 | PRN | DFND | 1 | 285,000 | 0 | 0 | |
ALPHABET INC | CAP STK CL A | 02079K305 | 4,855 | 4,178 | SH | DFND | 1 | 4,178 | 0 | 0 | |
ALTICE USA INC | CL A | 02156K103 | 35 | 1,581 | SH | DFND | 1 | 1,581 | 0 | 0 | |
ALTRIA GROUP INC | COM | 02209S103 | 404 | 10,468 | SH | DFND | 1 | 10,468 | 0 | 0 | |
AMERICAN AIRLS GROUP INC | COM | 02376R102 | 288 | 23,663 | SH | DFND | 1 | 23,663 | 0 | 0 | |
AT&T INC | COM | 00206R102 | 3,176 | 108,954 | SH | DFND | 1 | 108,954 | 0 | 0 | |
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 1,975 | 2,500,000 | PRN | DFND | 1 | 2,500,000 | 0 | 0 | |
BIOGEN INC | COM | 09062X103 | 1,150 | 3,635 | SH | DFND | 1 | 3,635 | 0 | 0 | |
BRISTOL-MYERS SQUIBB CO | COM | 110122108 | 677 | 12,142 | SH | DFND | 1 | 12,142 | 0 | 0 | |
BRISTOL-MYERS SQUIBB CO | RIGHT 99/99/9999 | 110122157 | 173 | 45,902 | SH | DFND | 1 | 45,902 | 0 | 0 | |
BRISTOL-MYERS SQUIBB CO | RIGHT 99/99/9999 | 110122157 | 36 | 9,529 | SH | OTR | 1,2 | 0 | 9,529 | 0 | |
BROADCOM INC | COM | 11135F101 | 402 | 1,697 | SH | DFND | 1 | 1,697 | 0 | 0 | |
CAPRI HOLDINGS LIMITED | SHS | G1890L107 | 547 | 50,775 | SH | DFND | 1 | 50,775 | 0 | 0 | |
CARDINAL HEALTH INC | COM | 14149Y108 | 413 | 8,613 | SH | DFND | 1 | 8,613 | 0 | 0 | |
CARNIVAL CORP | UNIT 99/99/9999 | 143658300 | 167 | 12,728 | PRN | DFND | 1 | 12,728 | 0 | 0 | |
CBRE GROUP INC | CL A | 12504L109 | 318 | 8,421 | SH | DFND | 1 | 8,421 | 0 | 0 | |
CENTERPOINT ENERGY INC | COM | 15189T107 | 323 | 20,933 | SH | DFND | 1 | 20,933 | 0 | 0 | |
CENTURYLINK INC | COM | 156700106 | 406 | 42,824 | SH | DFND | 1 | 42,824 | 0 | 0 | |
CHINA LODGING GROUP LTD | NOTE 0.375%11/0 | 16949NAC3 | 113 | 118,000 | PRN | DFND | 1 | 118,000 | 0 | 0 | |
CIENA CORP | COM NEW | 171779309 | 874 | 21,951 | SH | DFND | 1 | 21,951 | 0 | 0 | |
CISCO SYS INC | COM | 17275R102 | 440 | 11,183 | SH | DFND | 1 | 11,183 | 0 | 0 | |
CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 54 | 58,000 | PRN | DFND | 1 | 58,000 | 0 | 0 | |
CREE INC | COM | 225447101 | 82 | 2,300 | SH | DFND | 1 | 2,300 | 0 | 0 | |
CREE INC | COM | 225447101 | 46 | 1,300 | SH | OTR | 1,2 | 0 | 1,300 | 0 | |
CREE INC | NOTE 0.875% 9/0 | 225447AB7 | 134 | 143,000 | PRN | DFND | 1 | 143,000 | 0 | 0 | |
CROWDSTRIKE HLDGS INC | CL A | 22788C105 | 10 | 175 | SH | DFND | 1 | 175 | 0 | 0 | |
D R HORTON INC | COM | 23331A109 | 1,066 | 31,343 | SH | DFND | 1 | 31,343 | 0 | 0 | |
DELL TECHNOLOGIES INC | CL C | 24703L202 | 418 | 10,587 | SH | DFND | 1 | 10,587 | 0 | 0 | |
DELTA AIR LINES INC DEL | COM NEW | 247361702 | 367 | 12,843 | SH | DFND | 1 | 12,843 | 0 | 0 | |
DISCOVERY INC | COM SER A | 25470F104 | 336 | 17,279 | SH | DFND | 1 | 17,279 | 0 | 0 | |
DISH NETWORK CORPORATION | CL A | 25470M109 | 25 | 1,245 | SH | DFND | 1 | 1,245 | 0 | 0 | |
DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 602 | 741,000 | PRN | DFND | 1 | 741,000 | 0 | 0 | |
DISNEY WALT CO | COM DISNEY | 254687106 | 1,522 | 15,761 | SH | DFND | 1 | 15,761 | 0 | 0 | |
DISNEY WALT CO | COM DISNEY | 254687106 | 630 | 6,512 | SH | OTR | 1,2 | 0 | 6,512 | 0 | |
DOCUSIGN INC | NOTE 0.500% 9/1 | 256163AB2 | 194 | 143,000 | PRN | DFND | 1 | 143,000 | 0 | 0 | |
DOMINION ENERGY INC | COM | 25746U109 | 431 | 5,974 | SH | DFND | 1 | 5,974 | 0 | 0 | |
DOW INC | COM | 260557103 | 346 | 11,826 | SH | DFND | 1 | 11,826 | 0 | 0 | |
DXC TECHNOLOGY CO | COM | 23355L106 | 232 | 17,723 | SH | DFND | 1 | 17,723 | 0 | 0 | |
EASTMAN CHEM CO | COM | 277432100 | 345 | 7,424 | SH | DFND | 1 | 7,424 | 0 | 0 | |
EMERSON ELEC CO | COM | 291011104 | 4,184 | 87,805 | SH | DFND | 1 | 87,805 | 0 | 0 | |
EMERSON ELEC CO | COM | 291011104 | 939 | 19,712 | SH | OTR | 1,2 | 0 | 19,712 | 0 | |
ENERSYS | COM | 29275Y102 | 994 | 20,055 | SH | DFND | 1 | 20,055 | 0 | 0 | |
EVERCORE INC | CLASS A | 29977A105 | 2,058 | 44,698 | SH | DFND | 1 | 44,698 | 0 | 0 | |
EVOQUA WATER TECHNOLOGIES CO | COM | 30057T105 | 1,345 | 120,000 | SH | DFND | 1 | 120,000 | 0 | 0 | |
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 156 | 185,000 | PRN | DFND | 1 | 185,000 | 0 | 0 | |
FACEBOOK INC | CL A | 30303M102 | 2,017 | 12,090 | SH | DFND | 1 | 12,090 | 0 | 0 | |
FIREEYE INC | NOTE 0.875% 6/0 | 31816QAF8 | 127 | 150,000 | PRN | DFND | 1 | 150,000 | 0 | 0 | |
FORD MTR CO DEL | COM | 345370860 | 2,539 | 525,809 | SH | DFND | 1 | 525,809 | 0 | 0 | |
FORD MTR CO DEL | COM | 345370860 | 816 | 168,854 | SH | OTR | 1,2 | 0 | 168,854 | 0 | |
FORTIVE CORP | NOTE 0.875% 2/1 | 34959JAK4 | 328 | 354,000 | PRN | DFND | 1 | 354,000 | 0 | 0 | |
FRANKLIN RESOURCES INC | COM | 354613101 | 341 | 20,459 | SH | DFND | 1 | 20,459 | 0 | 0 | |
FUELCELL ENERGY INC | COM | 35952H601 | 0 | 150 | SH | DFND | 1 | 150 | 0 | 0 | |
GAP INC | COM | 364760108 | 506 | 71,963 | SH | DFND | 1 | 71,963 | 0 | 0 | |
GENERAL ELECTRIC CO | COM | 369604103 | 763 | 96,070 | SH | DFND | 1 | 96,070 | 0 | 0 | |
GENERAL ELECTRIC CO | COM | 369604103 | 224 | 28,307 | SH | OTR | 1,2 | 0 | 28,307 | 0 | |
GENERAL MTRS CO | COM | 37045V100 | 3,390 | 163,108 | SH | DFND | 1 | 163,108 | 0 | 0 | |
GENERAL MTRS CO | COM | 37045V100 | 1,130 | 54,356 | SH | OTR | 1,2 | 0 | 54,356 | 0 | |
GFL ENVIRONMENTAL INC | UNIT 99/99/9999T | 36168Q120 | 4,141 | 100,000 | PRN | DFND | 1 | 100,000 | 0 | 0 | |
GILEAD SCIENCES INC | COM | 375558103 | 991 | 13,253 | SH | DFND | 1 | 13,253 | 0 | 0 | |
GOLAR LNG LTD | NOTE 2.750% 2/1 | 38046YAB7 | 831 | 1,250,000 | PRN | DFND | 1 | 1,250,000 | 0 | 0 | |
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 2,193 | 14,190 | SH | DFND | 1 | 14,190 | 0 | 0 | |
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 828 | 5,355 | SH | OTR | 1,2 | 0 | 5,355 | 0 | |
GUESS INC | COM | 401617105 | 272 | 40,301 | SH | DFND | 1 | 40,301 | 0 | 0 | |
HANESBRANDS INC | COM | 410345102 | 300 | 38,212 | SH | DFND | 1 | 38,212 | 0 | 0 | |
HARLEY DAVIDSON INC | COM | 412822108 | 53 | 2,820 | SH | DFND | 1 | 2,820 | 0 | 0 | |
HD SUPPLY HLDGS INC | COM | 40416M105 | 354 | 12,452 | SH | DFND | 1 | 12,452 | 0 | 0 | |
HERBALIFE LTD | NOTE 2.625% 3/1 | 42703MAD5 | 1,718 | 2,137,000 | PRN | DFND | 1 | 2,137,000 | 0 | 0 | |
HEWLETT PACKARD ENTERPRISE C | COM | 42824C109 | 366 | 37,613 | SH | DFND | 1 | 37,613 | 0 | 0 | |
HEXCEL CORP NEW | COM | 428291108 | 186 | 5,000 | SH | DFND | 1 | 5,000 | 0 | 0 | |
HEXCEL CORP NEW | COM | 428291108 | 100 | 2,700 | SH | OTR | 1,2 | 0 | 2,700 | 0 | |
HILTON WORLDWIDE HLDGS INC | COM | 43300A203 | 135 | 1,982 | SH | DFND | 1 | 1,982 | 0 | 0 | |
HOLLYFRONTIER CORP | COM | 436106108 | 303 | 12,356 | SH | DFND | 1 | 12,356 | 0 | 0 | |
HOST HOTELS & RESORTS INC | COM | 44107P104 | 355 | 32,101 | SH | DFND | 1 | 32,101 | 0 | 0 | |
HOULIHAN LOKEY INC | CL A | 441593100 | 2,489 | 47,760 | SH | DFND | 1 | 47,760 | 0 | 0 | |
HP INC | COM | 40434L105 | 420 | 24,207 | SH | DFND | 1 | 24,207 | 0 | 0 | |
HYATT HOTELS CORP | COM CL A | 448579102 | 125 | 2,614 | SH | DFND | 1 | 2,614 | 0 | 0 | |
ILLUMINA INC | COM | 452327109 | 337 | 1,235 | SH | DFND | 1 | 1,235 | 0 | 0 | |
ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 160 | 130,000 | PRN | DFND | 1 | 130,000 | 0 | 0 | |
INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 410 | 3,695 | SH | DFND | 1 | 3,695 | 0 | 0 | |
INTERPUBLIC GROUP COS INC | COM | 460690100 | 364 | 22,509 | SH | DFND | 1 | 22,509 | 0 | 0 | |
INTL PAPER CO | COM | 460146103 | 396 | 12,744 | SH | DFND | 1 | 12,744 | 0 | 0 | |
INVESCO LTD | SHS | G491BT108 | 287 | 31,589 | SH | DFND | 1 | 31,589 | 0 | 0 | |
IQIYI INC | NOTE 3.750%12/0 | 46267XAB4 | 195 | 188,000 | PRN | DFND | 1 | 188,000 | 0 | 0 | |
IRON MTN INC NEW | COM | 46284V101 | 383 | 16,091 | SH | DFND | 1 | 16,091 | 0 | 0 | |
ITRON INC | COM | 465741106 | 83 | 1,500 | SH | DFND | 1 | 1,500 | 0 | 0 | |
ITRON INC | COM | 465741106 | 45 | 800 | SH | OTR | 1,2 | 0 | 800 | 0 | |
JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 175 | 200,000 | PRN | DFND | 1 | 200,000 | 0 | 0 | |
JUNIPER NETWORKS INC | COM | 48203R104 | 413 | 21,576 | SH | DFND | 1 | 21,576 | 0 | 0 | |
KB HOME | COM | 48666K109 | 99 | 5,504 | SH | DFND | 1 | 5,504 | 0 | 0 | |
KOHLS CORP | COM | 500255104 | 187 | 12,827 | SH | DFND | 1 | 12,827 | 0 | 0 | |
KRAFT HEINZ CO | COM | 500754106 | 429 | 17,354 | SH | DFND | 1 | 17,354 | 0 | 0 | |
LAZARD LTD | SHS A | G54050102 | 2,409 | 102,248 | SH | DFND | 1 | 102,248 | 0 | 0 | |
LENNAR CORP | CL A | 526057104 | 1,129 | 29,563 | SH | DFND | 1 | 29,563 | 0 | 0 | |
LENNAR CORP | CL A | 526057104 | 41 | 1,073 | SH | OTR | 1,2 | 0 | 1,073 | 0 | |
LIBERTY MEDIA CORP DEL | NOTE 1.000% 1/3 | 531229AF9 | 106 | 112,000 | PRN | DFND | 1 | 112,000 | 0 | 0 | |
LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 231 | 247,000 | PRN | DFND | 1 | 247,000 | 0 | 0 | |
LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 129 | 136,000 | PRN | DFND | 1 | 136,000 | 0 | 0 | |
LIVONGO HEALTH INC | COM | 539183103 | 136 | 4,756 | SH | DFND | 1 | 4,756 | 0 | 0 | |
LULULEMON ATHLETICA INC | COM | 550021109 | 486 | 2,564 | SH | DFND | 1 | 2,564 | 0 | 0 | |
M D C HLDGS INC | COM | 552676108 | 109 | 4,716 | SH | DFND | 1 | 4,716 | 0 | 0 | |
MACYS INC | COM | 55616P104 | 94 | 19,301 | SH | DFND | 1 | 19,301 | 0 | 0 | |
MACYS INC | COM | 55616P104 | 28 | 5,636 | SH | OTR | 1,2 | 0 | 5,636 | 0 | |
MERITAGE HOMES CORP | COM | 59001A102 | 108 | 2,943 | SH | DFND | 1 | 2,943 | 0 | 0 | |
METLIFE INC | COM | 59156R108 | 347 | 11,324 | SH | DFND | 1 | 11,324 | 0 | 0 | |
MOLSON COORS BEVERAGE CO | CL B | 60871R209 | 360 | 9,235 | SH | DFND | 1 | 9,235 | 0 | 0 | |
MONSTER BEVERAGE CORP NEW | COM | 61174X109 | 135 | 2,400 | SH | DFND | 1 | 2,400 | 0 | 0 | |
MORGAN STANLEY | COM NEW | 617446448 | 509 | 14,970 | SH | DFND | 1 | 14,970 | 0 | 0 | |
MORGAN STANLEY | COM NEW | 617446448 | 605 | 17,800 | SH | OTR | 1,2 | 0 | 17,800 | 0 | |
NETAPP INC | COM | 64110D104 | 867 | 20,810 | SH | DFND | 1 | 20,810 | 0 | 0 | |
NETAPP INC | COM | 64110D104 | 634 | 15,200 | SH | OTR | 1,2 | 0 | 15,200 | 0 | |
NETFLIX INC | COM | 64110L106 | 347 | 923 | SH | DFND | 1 | 923 | 0 | 0 | |
NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 106 | 124,000 | PRN | DFND | 1 | 124,000 | 0 | 0 | |
NEWELL BRANDS INC | COM | 651229106 | 354 | 26,696 | SH | DFND | 1 | 26,696 | 0 | 0 | |
NIKE INC | CL B | 654106103 | 1,260 | 15,227 | SH | DFND | 1 | 15,227 | 0 | 0 | |
NORTONLIFELOCK INC | COM | 668771108 | 2,124 | 113,542 | SH | DFND | 1 | 113,542 | 0 | 0 | |
NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 138 | 141,000 | PRN | DFND | 1 | 141,000 | 0 | 0 | |
NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 161 | 167,000 | PRN | DFND | 1 | 167,000 | 0 | 0 | |
NUTANIX INC | NOTE 1/1 | 67059NAB4 | 115 | 142,000 | PRN | DFND | 1 | 142,000 | 0 | 0 | |
NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 167 | 161,000 | PRN | DFND | 1 | 161,000 | 0 | 0 | |
NVR INC | COM | 62944T105 | 737 | 287 | SH | DFND | 1 | 287 | 0 | 0 | |
OMEGA HEALTHCARE INVS INC | COM | 681936100 | 354 | 13,341 | SH | DFND | 1 | 13,341 | 0 | 0 | |
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 172 | 170,000 | PRN | DFND | 1 | 170,000 | 0 | 0 | |
ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 143 | 142,000 | PRN | DFND | 1 | 142,000 | 0 | 0 | |
ORACLE CORP | COM | 68389X105 | 6,934 | 143,456 | SH | DFND | 1 | 143,456 | 0 | 0 | |
PACCAR INC | COM | 693718108 | 412 | 6,749 | SH | DFND | 1 | 6,749 | 0 | 0 | |
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 403 | 417,000 | PRN | DFND | 1 | 417,000 | 0 | 0 | |
PFIZER INC | COM | 717081103 | 9,440 | 289,235 | SH | DFND | 1 | 289,235 | 0 | 0 | |
PHILIP MORRIS INTL INC | COM | 718172109 | 440 | 6,032 | SH | DFND | 1 | 6,032 | 0 | 0 | |
PLUG POWER INC | COM NEW | 72919P202 | 273 | 77,087 | SH | DFND | 1 | 77,087 | 0 | 0 | |
PPL CORP | COM | 69351T106 | 354 | 14,365 | SH | DFND | 1 | 14,365 | 0 | 0 | |
PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 250 | 247,000 | PRN | DFND | 1 | 247,000 | 0 | 0 | |
PRUDENTIAL FINL INC | COM | 744320102 | 623 | 11,962 | SH | DFND | 1 | 11,962 | 0 | 0 | |
PULTE GROUP INC | COM | 745867101 | 446 | 20,000 | SH | DFND | 1 | 20,000 | 0 | 0 | |
PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 124 | 142,000 | PRN | DFND | 1 | 142,000 | 0 | 0 | |
RALPH LAUREN CORP | CL A | 751212101 | 482 | 7,214 | SH | DFND | 1 | 7,214 | 0 | 0 | |
REGENERON PHARMACEUTICALS | COM | 75886F107 | 2,281 | 4,673 | SH | DFND | 1 | 4,673 | 0 | 0 | |
SALESFORCE COM INC | COM | 79466L302 | 383 | 2,659 | SH | DFND | 1 | 2,659 | 0 | 0 | |
SALESFORCE COM INC | COM | 79466L302 | 1,396 | 9,700 | SH | OTR | 1,2 | 0 | 9,700 | 0 | |
SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 | 52 | 33,000 | PRN | DFND | 1 | 33,000 | 0 | 0 | |
SIMON PPTY GROUP INC NEW | COM | 828806109 | 222 | 4,044 | SH | DFND | 1 | 4,044 | 0 | 0 | |
SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 338 | 311,000 | PRN | DFND | 1 | 311,000 | 0 | 0 | |
SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 237 | 213,000 | PRN | DFND | 1 | 213,000 | 0 | 0 | |
SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 219 | 212,000 | PRN | DFND | 1 | 212,000 | 0 | 0 | |
SYNAPTICS INC | NOTE 0.500% 6/1 | 87157DAD1 | 135 | 130,000 | PRN | DFND | 1 | 130,000 | 0 | 0 | |
T MOBILE US INC | COM | 872590104 | 2,369 | 28,225 | SH | DFND | 1 | 28,225 | 0 | 0 | |
TAPESTRY INC | COM | 876030107 | 281 | 21,716 | SH | DFND | 1 | 21,716 | 0 | 0 | |
TARGA RES CORP | COM | 87612G101 | 108 | 15,630 | SH | DFND | 1 | 15,630 | 0 | 0 | |
TAYLOR MORRISON HOME CORP | COM | 87724P106 | 60 | 5,498 | SH | DFND | 1 | 5,498 | 0 | 0 | |
TEAM INC | NOTE 5.000% 8/0 | 878155AE0 | 775 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
TECK RESOURCES LTD | CL B | 878742204 | 571 | 53,470 | SH | DFND | 1 | 53,470 | 0 | 0 | |
TESLA INC | COM | 88160R101 | 86 | 164 | SH | DFND | 1 | 164 | 0 | 0 | |
TOLL BROTHERS INC | COM | 889478103 | 229 | 11,882 | SH | DFND | 1 | 11,882 | 0 | 0 | |
TRI POINTE GROUP INC | COM | 87265H109 | 112 | 12,724 | SH | DFND | 1 | 12,724 | 0 | 0 | |
TWITTER INC | COM | 90184L102 | 1,937 | 78,899 | SH | DFND | 1 | 78,899 | 0 | 0 | |
TWITTER INC | COM | 90184L102 | 771 | 31,400 | SH | OTR | 1,2 | 0 | 31,400 | 0 | |
TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 255 | 285,000 | PRN | DFND | 1 | 285,000 | 0 | 0 | |
UNITED AIRLS HLDGS INC | COM | 910047109 | 82 | 2,600 | SH | DFND | 1 | 2,600 | 0 | 0 | |
UNITED RENTALS INC | COM | 911363109 | 384 | 3,730 | SH | DFND | 1 | 3,730 | 0 | 0 | |
UNUM GROUP | COM | 91529Y106 | 310 | 20,648 | SH | DFND | 1 | 20,648 | 0 | 0 | |
VEREIT INC | COM | 92339V100 | 265 | 54,226 | SH | DFND | 1 | 54,226 | 0 | 0 | |
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 3,632 | 67,589 | SH | DFND | 1 | 67,589 | 0 | 0 | |
VERTEX PHARMACEUTICALS INC | COM | 92532F100 | 783 | 3,290 | SH | DFND | 1 | 3,290 | 0 | 0 | |
VIACOMCBS INC | CL B | 92556H206 | 234 | 16,649 | SH | DFND | 1 | 16,649 | 0 | 0 | |
VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 122 | 114,000 | PRN | DFND | 1 | 114,000 | 0 | 0 | |
VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 134 | 148,000 | PRN | DFND | 1 | 148,000 | 0 | 0 | |
VOYA FINANCIAL INC | COM | 929089100 | 594 | 14,653 | SH | DFND | 1 | 14,653 | 0 | 0 | |
WABTEC | COM | 929740108 | 0 | 2 | SH | DFND | 1 | 2 | 0 | 0 | |
WALGREENS BOOTS ALLIANCE INC | COM | 931427108 | 453 | 9,920 | SH | DFND | 1 | 9,920 | 0 | 0 | |
WAYFAIR INC | NOTE 1.125%11/0 | 94419LAD3 | 1,534 | 2,141,000 | PRN | DFND | 1 | 2,141,000 | 0 | 0 | |
WENDYS CO | COM | 95058W100 | 604 | 40,600 | SH | DFND | 1 | 40,600 | 0 | 0 | |
WENDYS CO | COM | 95058W100 | 861 | 57,900 | SH | OTR | 1,2 | 0 | 57,900 | 0 | |
WESTROCK CO | COM | 96145D105 | 389 | 13,742 | SH | DFND | 1 | 13,742 | 0 | 0 | |
WHIRLPOOL CORP | COM | 963320106 | 409 | 4,770 | SH | DFND | 1 | 4,770 | 0 | 0 | |
WHIRLPOOL CORP | COM | 963320106 | 463 | 5,400 | SH | OTR | 1,2 | 0 | 5,400 | 0 | |
WIX COM LTD | NOTE 7/0 | 92940WAB5 | 108 | 109,000 | PRN | DFND | 1 | 109,000 | 0 | 0 | |
ZILLOW GROUP INC | NOTE 2.000%12/0 | 98954MAB7 | 116 | 113,000 | PRN | DFND | 1 | 113,000 | 0 | 0 |