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 |
3M CO | COM | 88579Y101 | 233 | 1,340 | SH | SOLE | 1,340 | 0 | 0 | ||
ABBOTT LABS | COM | 002824100 | 454 | 5,388 | SH | SOLE | 5,388 | 0 | 0 | ||
ABBVIE INC | COM | 00287Y109 | 245 | 3,393 | SH | SOLE | 3,393 | 0 | 0 | ||
ACCENTURE PLC IRELAND | SHS CLASS A | G1151C101 | 238 | 1,281 | SH | SOLE | 1,281 | 0 | 0 | ||
ADOBE INC | COM | 00724F101 | 444 | 1,514 | SH | SOLE | 1,514 | 0 | 0 | ||
ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 3,137 | 810,000 | PRN | DFND | 1 | 810,000 | 0 | 0 | |
ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 14,835 | 3,831,000 | PRN | SOLE | 3,831,000 | 0 | 0 | ||
AEROJET ROCKETDYNE HLDGS INC | NOTE 2.250%12/1 | 007800AB1 | 3,127 | 1,748,000 | PRN | DFND | 3 | 1,748,000 | 0 | 0 | |
AEROJET ROCKETDYNE HLDGS INC | NOTE 2.250%12/1 | 007800AB1 | 3,139 | 1,755,000 | PRN | SOLE | 1,755,000 | 0 | 0 | ||
AEROJET ROCKETDYNE HLDGS INC | NOTE 2.250%12/1 | 007800AB1 | 442 | 247,000 | PRN | DFND | 2 | 247,000 | 0 | 0 | |
AIR TRANSPORT SERVICES GRP I | NOTE 1.125%10/1 | 00922RAB1 | 6,970 | 6,845,000 | PRN | SOLE | 6,845,000 | 0 | 0 | ||
AIR TRANSPORT SERVICES GRP I | NOTE 1.125%10/1 | 00922RAB1 | 1,553 | 1,525,000 | PRN | DFND | 1 | 1,525,000 | 0 | 0 | |
AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 2,516 | 2,355,000 | PRN | DFND | 1 | 2,355,000 | 0 | 0 | |
AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 12,131 | 11,355,000 | PRN | SOLE | 11,355,000 | 0 | 0 | ||
ALDER BIOPHARMACEUTICALS INC | NOTE 2.500% 2/0 | 014339AA3 | 177 | 190,000 | PRN | DFND | 2 | 190,000 | 0 | 0 | |
ALDER BIOPHARMACEUTICALS INC | NOTE 2.500% 2/0 | 014339AA3 | 1,285 | 1,383,000 | PRN | DFND | 3 | 1,383,000 | 0 | 0 | |
ALDER BIOPHARMACEUTICALS INC | NOTE 2.500% 2/0 | 014339AA3 | 1,093 | 1,177,000 | PRN | SOLE | 1,177,000 | 0 | 0 | ||
ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741RAG7 | 809 | 434,000 | PRN | SOLE | 434,000 | 0 | 0 | ||
ALPHABET INC | CAP STK CL A | 02079K305 | 1,311 | 1,213 | SH | SOLE | 1,213 | 0 | 0 | ||
ALZA CORP | SDCV 7/2 | 02261WAB5 | 193 | 101,000 | PRN | SOLE | 101,000 | 0 | 0 | ||
AMAZON COM INC | COM | 023135106 | 1,698 | 896 | SH | SOLE | 896 | 0 | 0 | ||
AMERICAN ELEC PWR CO INC | UNIT 03/15/2022 | 025537127 | 970 | 18,200 | SH | DFND | 1 | 18,200 | 0 | 0 | |
AMERICAN ELEC PWR CO INC | UNIT 03/15/2022 | 025537127 | 4,674 | 87,640 | SH | SOLE | 87,640 | 0 | 0 | ||
AMERICAN RLTY CAP PPTYS INC | NOTE 3.750%12/1 | 02917TAB0 | 4,650 | 4,622,000 | PRN | SOLE | 4,622,000 | 0 | 0 | ||
AMGEN INC | COM | 031162100 | 397 | 2,142 | SH | SOLE | 2,142 | 0 | 0 | ||
AMPHENOL CORP NEW | CL A | 032095101 | 221 | 2,284 | SH | SOLE | 2,284 | 0 | 0 | ||
ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 995 | 255,000 | PRN | DFND | 1 | 255,000 | 0 | 0 | |
ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 18,553 | 4,754,000 | PRN | SOLE | 4,754,000 | 0 | 0 | ||
APOLLO COML REAL EST FIN INC | NOTE 4.750% 8/2 | 03762UAB1 | 810 | 810,000 | PRN | DFND | 3 | 810,000 | 0 | 0 | |
APOLLO COML REAL EST FIN INC | NOTE 4.750% 8/2 | 03762UAB1 | 593 | 593,000 | PRN | SOLE | 593,000 | 0 | 0 | ||
APOLLO COML REAL EST FIN INC | NOTE 4.750% 8/2 | 03762UAB1 | 97 | 97,000 | PRN | DFND | 2 | 97,000 | 0 | 0 | |
APOLLO COML REAL EST FIN INC | NOTE 5.375%10/1 | 03762UAC9 | 347 | 348,000 | PRN | DFND | 2 | 348,000 | 0 | 0 | |
APOLLO COML REAL EST FIN INC | NOTE 5.375%10/1 | 03762UAC9 | 2,034 | 2,043,000 | PRN | DFND | 3 | 2,043,000 | 0 | 0 | |
APOLLO COML REAL EST FIN INC | NOTE 5.375%10/1 | 03762UAC9 | 1,976 | 1,984,000 | PRN | SOLE | 1,984,000 | 0 | 0 | ||
APPLE INC | COM | 037833100 | 1,753 | 8,851 | SH | SOLE | 8,851 | 0 | 0 | ||
AQUA AMERICA INC | UNIT 04/30/2022 | 03836W202 | 4,584 | 80,200 | SH | SOLE | 80,200 | 0 | 0 | ||
AQUA AMERICA INC | UNIT 04/30/2022 | 03836W202 | 328 | 5,731 | SH | DFND | 3 | 5,731 | 0 | 0 | |
AQUA AMERICA INC | UNIT 04/30/2022 | 03836W202 | 944 | 16,515 | SH | DFND | 1 | 16,515 | 0 | 0 | |
AQUA AMERICA INC | UNIT 04/30/2022 | 03836W202 | 42 | 734 | SH | DFND | 2 | 734 | 0 | 0 | |
ARES CAP CORP | COM | 04010L103 | 209 | 11,497 | SH | SOLE | 11,497 | 0 | 0 | ||
ARES CAP CORP | NOTE 3.750% 2/0 | 04010LAT0 | 5,282 | 5,242,000 | PRN | SOLE | 5,242,000 | 0 | 0 | ||
ARES CAP CORP | NOTE 4.625% 3/0 | 04010LAW3 | 2,311 | 2,250,000 | PRN | SOLE | 2,250,000 | 0 | 0 | ||
ASML HOLDING N V | N Y REGISTRY SHS | N07059210 | 212 | 1,021 | SH | SOLE | 1,021 | 0 | 0 | ||
ASSURANT INC | 6.50% CONV PFD D | 04621X207 | 594 | 5,325 | SH | SOLE | 5,325 | 0 | 0 | ||
AT&T INC | COM | 00206R102 | 553 | 16,561 | SH | SOLE | 16,561 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 400 | 390,000 | PRN | DFND | 2 | 390,000 | 0 | 0 | |
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 2,430 | 2,367,000 | PRN | SOLE | 2,367,000 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 2,919 | 2,843,000 | PRN | DFND | 3 | 2,843,000 | 0 | 0 | |
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164BH8 | 1,358 | 1,375,000 | PRN | DFND | 1 | 1,375,000 | 0 | 0 | |
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164BH8 | 5,800 | 5,866,000 | PRN | SOLE | 5,866,000 | 0 | 0 | ||
AVANTOR INC | 6.25 PFD CNV SR | 05352A209 | 1,214 | 18,440 | SH | DFND | 1 | 18,440 | 0 | 0 | |
AVANTOR INC | 6.25 PFD CNV SR | 05352A209 | 5,555 | 84,345 | SH | SOLE | 84,345 | 0 | 0 | ||
BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 4,816 | 3,510 | SH | DFND | 1 | 3,510 | 0 | 0 | |
BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 22,546 | 16,433 | SH | SOLE | 16,433 | 0 | 0 | ||
BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 1,707 | 1,244 | SH | DFND | 3 | 1,244 | 0 | 0 | |
BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 261 | 190 | SH | DFND | 2 | 190 | 0 | 0 | |
BANK AMER CORP | COM | 060505104 | 723 | 24,921 | SH | SOLE | 24,921 | 0 | 0 | ||
BECTON DICKINSON & CO | COM | 075887109 | 214 | 839 | SH | SOLE | 839 | 0 | 0 | ||
BECTON DICKINSON & CO | PFD SHS CONV A | 075887208 | 3,170 | 51,200 | SH | DFND | 1 | 51,200 | 0 | 0 | |
BECTON DICKINSON & CO | PFD SHS CONV A | 075887208 | 15,690 | 253,422 | SH | SOLE | 253,422 | 0 | 0 | ||
BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 827 | 3,872 | SH | SOLE | 3,872 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 1,583 | 1,525,000 | PRN | DFND | 1 | 1,525,000 | 0 | 0 | |
BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 5,824 | 5,610,000 | PRN | SOLE | 5,610,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 1.500%10/1 | 09061GAF8 | 1,168 | 1,041,000 | PRN | SOLE | 1,041,000 | 0 | 0 | ||
BLACKROCK TCP CAPITAL CORP | NOTE 5.250%12/1 | 87238QAB9 | 168 | 167,000 | PRN | DFND | 2 | 167,000 | 0 | 0 | |
BLACKROCK TCP CAPITAL CORP | NOTE 5.250%12/1 | 87238QAB9 | 1,307 | 1,297,000 | PRN | DFND | 3 | 1,297,000 | 0 | 0 | |
BLACKROCK TCP CAPITAL CORP | NOTE 5.250%12/1 | 87238QAB9 | 1,034 | 1,026,000 | PRN | SOLE | 1,026,000 | 0 | 0 | ||
BLACKSTONE MTG TR INC | NOTE 4.375% 5/0 | 09257WAB6 | 11,785 | 11,310,000 | PRN | SOLE | 11,310,000 | 0 | 0 | ||
BLACKSTONE MTG TR INC | NOTE 4.375% 5/0 | 09257WAB6 | 1,980 | 1,900,000 | PRN | DFND | 1 | 1,900,000 | 0 | 0 | |
BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 919 | 883,000 | PRN | SOLE | 883,000 | 0 | 0 | ||
BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 1,064 | 1,022,000 | PRN | DFND | 3 | 1,022,000 | 0 | 0 | |
BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 99 | 95,000 | PRN | DFND | 2 | 95,000 | 0 | 0 | |
BOEING CO | COM | 097023105 | 300 | 826 | SH | SOLE | 826 | 0 | 0 | ||
BOOKING HLDGS INC | COM | 09857L108 | 228 | 121 | SH | SOLE | 121 | 0 | 0 | ||
BROADCOM INC | COM | 11135F101 | 288 | 995 | SH | SOLE | 995 | 0 | 0 | ||
CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686AA1 | 1,840 | 1,075,000 | PRN | DFND | 1 | 1,075,000 | 0 | 0 | |
CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686AA1 | 8,505 | 4,969,000 | PRN | SOLE | 4,969,000 | 0 | 0 | ||
CEMEX SAB DE CV | NOTE 3.720% 3/1 | 151290BT9 | 242 | 243,000 | PRN | DFND | 2 | 243,000 | 0 | 0 | |
CEMEX SAB DE CV | NOTE 3.720% 3/1 | 151290BT9 | 1,178 | 1,182,000 | PRN | DFND | 3 | 1,182,000 | 0 | 0 | |
CEMEX SAB DE CV | NOTE 3.720% 3/1 | 151290BT9 | 1,470 | 1,475,000 | PRN | SOLE | 1,475,000 | 0 | 0 | ||
CENTERPOINT ENERGY INC | DEP RP PFD CV B | 15189T503 | 929 | 18,500 | SH | DFND | 1 | 18,500 | 0 | 0 | |
CENTERPOINT ENERGY INC | DEP RP PFD CV B | 15189T503 | 171 | 3,398 | SH | DFND | 2 | 3,398 | 0 | 0 | |
CENTERPOINT ENERGY INC | DEP RP PFD CV B | 15189T503 | 1,288 | 25,643 | SH | DFND | 3 | 25,643 | 0 | 0 | |
CENTERPOINT ENERGY INC | DEP RP PFD CV B | 15189T503 | 5,223 | 103,964 | SH | SOLE | 103,964 | 0 | 0 | ||
CHANGE HEALTHCARE INC | UNIT 99/99/9999 | 15912K209 | 4,658 | 82,805 | SH | SOLE | 82,805 | 0 | 0 | ||
CHANGE HEALTHCARE INC | UNIT 99/99/9999 | 15912K209 | 81 | 1,440 | SH | DFND | 3 | 1,440 | 0 | 0 | |
CHANGE HEALTHCARE INC | UNIT 99/99/9999 | 15912K209 | 13 | 230 | SH | DFND | 2 | 230 | 0 | 0 | |
CHANGE HEALTHCARE INC | UNIT 99/99/9999 | 15912K209 | 1,023 | 18,195 | SH | DFND | 1 | 18,195 | 0 | 0 | |
CHEGG INC | NOTE 0.250% 5/1 | 163092AB5 | 2,227 | 1,454,000 | PRN | DFND | 3 | 1,454,000 | 0 | 0 | |
CHEGG INC | NOTE 0.250% 5/1 | 163092AB5 | 3,023 | 1,973,000 | PRN | SOLE | 1,973,000 | 0 | 0 | ||
CHEGG INC | NOTE 0.250% 5/1 | 163092AB5 | 340 | 222,000 | PRN | DFND | 2 | 222,000 | 0 | 0 | |
CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 10,883 | 13,899,000 | PRN | SOLE | 13,899,000 | 0 | 0 | ||
CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 1,782 | 2,275,000 | PRN | DFND | 1 | 2,275,000 | 0 | 0 | |
CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 309 | 395,000 | PRN | DFND | 2 | 395,000 | 0 | 0 | |
CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 2,306 | 2,945,000 | PRN | DFND | 3 | 2,945,000 | 0 | 0 | |
CHESAPEAKE ENERGY CORP | NOTE 5.500% 9/1 | 165167CY1 | 866 | 1,085,000 | PRN | DFND | 1 | 1,085,000 | 0 | 0 | |
CHESAPEAKE ENERGY CORP | NOTE 5.500% 9/1 | 165167CY1 | 4,328 | 5,422,000 | PRN | SOLE | 5,422,000 | 0 | 0 | ||
CHEVRON CORP NEW | COM | 166764100 | 431 | 3,470 | SH | SOLE | 3,470 | 0 | 0 | ||
CISCO SYS INC | COM | 17275R102 | 654 | 11,929 | SH | SOLE | 11,929 | 0 | 0 | ||
CITIGROUP INC | COM NEW | 172967424 | 572 | 8,165 | SH | SOLE | 8,165 | 0 | 0 | ||
CLEVELAND CLIFFS INC | DBCV 1.500% 1/1 | 185899AA9 | 5,024 | 3,481,000 | PRN | SOLE | 3,481,000 | 0 | 0 | ||
CLEVELAND CLIFFS INC | DBCV 1.500% 1/1 | 185899AA9 | 520 | 360,000 | PRN | DFND | 1 | 360,000 | 0 | 0 | |
CLEVELAND CLIFFS INC | DBCV 1.500% 1/1 | 185899AA9 | 378 | 262,000 | PRN | DFND | 2 | 262,000 | 0 | 0 | |
CLEVELAND CLIFFS INC | DBCV 1.500% 1/1 | 185899AA9 | 2,730 | 1,892,000 | PRN | DFND | 3 | 1,892,000 | 0 | 0 | |
COCA COLA CO | COM | 191216100 | 539 | 10,572 | SH | SOLE | 10,572 | 0 | 0 | ||
COLFAX CORP | UNIT 01/15/2022T | 194014205 | 304 | 2,401 | SH | DFND | 2 | 2,401 | 0 | 0 | |
COLFAX CORP | UNIT 01/15/2022T | 194014205 | 2,176 | 17,197 | SH | DFND | 3 | 17,197 | 0 | 0 | |
COLFAX CORP | UNIT 01/15/2022T | 194014205 | 1,855 | 14,652 | SH | SOLE | 14,652 | 0 | 0 | ||
COLONY CAP INC | NOTE 5.000% 4/1 | 19624RAA4 | 149 | 155,000 | PRN | SOLE | 155,000 | 0 | 0 | ||
COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625XAB8 | 2,352 | 1,929,000 | PRN | DFND | 3 | 1,929,000 | 0 | 0 | |
COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625XAB8 | 6,590 | 5,404,000 | PRN | SOLE | 5,404,000 | 0 | 0 | ||
COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625XAB8 | 373 | 306,000 | PRN | DFND | 2 | 306,000 | 0 | 0 | |
COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625XAB8 | 1,012 | 830,000 | PRN | DFND | 1 | 830,000 | 0 | 0 | |
COMCAST CORP NEW | CL A | 20030N101 | 481 | 11,406 | SH | SOLE | 11,406 | 0 | 0 | ||
COSTCO WHSL CORP NEW | COM | 22160K105 | 365 | 1,372 | SH | SOLE | 1,372 | 0 | 0 | ||
CROWN CASTLE INTL CORP NEW | 6.875% CON PFD A | 22822V309 | 2,266 | 1,890 | SH | DFND | 1 | 1,890 | 0 | 0 | |
CROWN CASTLE INTL CORP NEW | 6.875% CON PFD A | 22822V309 | 10,664 | 8,893 | SH | SOLE | 8,893 | 0 | 0 | ||
CSG SYS INTL INC | NOTE 4.250% 3/1 | 126349AF6 | 1,662 | 1,503,000 | PRN | SOLE | 1,503,000 | 0 | 0 | ||
CTRIP COM INTL LTD | NOTE 1.990% 7/0 | 22943FAH3 | 1,982 | 1,829,000 | PRN | SOLE | 1,829,000 | 0 | 0 | ||
CYPRESS SEMICONDUCTOR CORP | NOTE 2.000% 2/0 | 232806AP4 | 484 | 410,000 | PRN | SOLE | 410,000 | 0 | 0 | ||
CYPRESS SEMICONDUCTOR CORP | NOTE 4.500% 1/1 | 232806AM1 | 78 | 47,000 | PRN | SOLE | 47,000 | 0 | 0 | ||
D R HORTON INC | COM | 23331A109 | 261 | 6,032 | SH | SOLE | 6,032 | 0 | 0 | ||
DANAHER CORPORATION | 4.75 MND CV PFD | 235851300 | 2,504 | 2,275 | SH | DFND | 1 | 2,275 | 0 | 0 | |
DANAHER CORPORATION | 4.75 MND CV PFD | 235851300 | 12,557 | 11,414 | SH | SOLE | 11,414 | 0 | 0 | ||
DANAHER CORPORATION | COM | 235851102 | 329 | 2,300 | SH | SOLE | 2,300 | 0 | 0 | ||
DANAHER CORPORATION | DBCV 1/2 | 235851AF9 | 1,309 | 240,000 | PRN | SOLE | 240,000 | 0 | 0 | ||
DBX ETF TR | XTRACK USD HIGH | 233051432 | 210 | 4,174 | SH | SOLE | 4,174 | 0 | 0 | ||
DELTA AIR LINES INC DEL | COM NEW | 247361702 | 320 | 5,644 | SH | SOLE | 5,644 | 0 | 0 | ||
DEXCOM INC | NOTE 0.750% 5/1 | 252131AF4 | 581 | 365,000 | PRN | SOLE | 365,000 | 0 | 0 | ||
DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470MAB5 | 2,936 | 3,020,000 | PRN | DFND | 1 | 3,020,000 | 0 | 0 | |
DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470MAB5 | 13,422 | 13,805,000 | PRN | SOLE | 13,805,000 | 0 | 0 | ||
DISNEY WALT CO | COM DISNEY | 254687106 | 624 | 4,472 | SH | SOLE | 4,472 | 0 | 0 | ||
DOLLAR TREE INC | COM | 256746108 | 202 | 1,857 | SH | SOLE | 1,857 | 0 | 0 | ||
DOMINION ENERGY INC | UNIT 08/15/2019 | 25746U836 | 1,350 | 27,000 | SH | DFND | 1 | 27,000 | 0 | 0 | |
DOMINION ENERGY INC | UNIT 08/15/2019 | 25746U836 | 5,718 | 114,200 | SH | SOLE | 114,200 | 0 | 0 | ||
DOMINION ENERGY INC | UNIT 99/99/9999 | 25746U133 | 75 | 723 | SH | DFND | 2 | 723 | 0 | 0 | |
DOMINION ENERGY INC | UNIT 99/99/9999 | 25746U133 | 508 | 4,912 | SH | DFND | 3 | 4,912 | 0 | 0 | |
DOMINION ENERGY INC | UNIT 99/99/9999 | 25746U133 | 452 | 4,365 | SH | SOLE | 4,365 | 0 | 0 | ||
DTE ENERGY CO | UNIT 99/99/9999 | 233331883 | 826 | 14,700 | SH | DFND | 1 | 14,700 | 0 | 0 | |
DTE ENERGY CO | UNIT 99/99/9999 | 233331883 | 4,064 | 72,320 | SH | SOLE | 72,320 | 0 | 0 | ||
EATON CORP PLC | SHS | G29183103 | 206 | 2,480 | SH | SOLE | 2,480 | 0 | 0 | ||
ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 138 | 136,000 | PRN | DFND | 2 | 136,000 | 0 | 0 | |
ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 980 | 963,000 | PRN | DFND | 3 | 963,000 | 0 | 0 | |
ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 835 | 820,000 | PRN | SOLE | 820,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 2.875% 3/1 | 292554AH5 | 129 | 136,000 | PRN | DFND | 2 | 136,000 | 0 | 0 | |
ENCORE CAP GROUP INC | NOTE 2.875% 3/1 | 292554AH5 | 761 | 804,000 | PRN | SOLE | 804,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 2.875% 3/1 | 292554AH5 | 1,138 | 1,203,000 | PRN | DFND | 3 | 1,203,000 | 0 | 0 | |
ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 508 | 508,000 | PRN | DFND | 3 | 508,000 | 0 | 0 | |
ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 43 | 43,000 | PRN | DFND | 2 | 43,000 | 0 | 0 | |
ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 449 | 449,000 | PRN | SOLE | 449,000 | 0 | 0 | ||
ENERGIZER HLDGS INC NEW | 7.5 MCNV PFD A | 29272W208 | 263 | 3,042 | SH | DFND | 2 | 3,042 | 0 | 0 | |
ENERGIZER HLDGS INC NEW | 7.5 MCNV PFD A | 29272W208 | 1,671 | 19,342 | SH | DFND | 3 | 19,342 | 0 | 0 | |
ENERGIZER HLDGS INC NEW | 7.5 MCNV PFD A | 29272W208 | 1,522 | 17,616 | SH | SOLE | 17,616 | 0 | 0 | ||
ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 1,251 | 1,051,000 | PRN | DFND | 1 | 1,051,000 | 0 | 0 | |
ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 6,695 | 5,627,000 | PRN | SOLE | 5,627,000 | 0 | 0 | ||
ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 1,961 | 1,648,000 | PRN | DFND | 3 | 1,648,000 | 0 | 0 | |
ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 330 | 277,000 | PRN | DFND | 2 | 277,000 | 0 | 0 | |
ENVESTNET INC | NOTE 1.750%12/1 | 29404KAA4 | 569 | 503,000 | PRN | SOLE | 503,000 | 0 | 0 | ||
ETSY INC | NOTE 3/0 | 29786AAC0 | 633 | 350,000 | PRN | DFND | 1 | 350,000 | 0 | 0 | |
ETSY INC | NOTE 3/0 | 29786AAC0 | 3,060 | 1,693,000 | PRN | SOLE | 1,693,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 2,259 | 1,790,000 | PRN | DFND | 1 | 1,790,000 | 0 | 0 | |
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 9,481 | 7,514,000 | PRN | SOLE | 7,514,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 2,683 | 1,554,000 | PRN | DFND | 3 | 1,554,000 | 0 | 0 | |
EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 354 | 205,000 | PRN | DFND | 2 | 205,000 | 0 | 0 | |
EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 3,250 | 1,882,000 | PRN | SOLE | 1,882,000 | 0 | 0 | ||
EXXON MOBIL CORP | COM | 30231G102 | 489 | 6,370 | SH | SOLE | 6,370 | 0 | 0 | ||
EZCORP INC | NOTE 2.375% 5/0 | 302301AE6 | 187 | 207,000 | PRN | DFND | 2 | 207,000 | 0 | 0 | |
EZCORP INC | NOTE 2.375% 5/0 | 302301AE6 | 1,506 | 1,669,000 | PRN | DFND | 3 | 1,669,000 | 0 | 0 | |
EZCORP INC | NOTE 2.375% 5/0 | 302301AE6 | 1,014 | 1,124,000 | PRN | SOLE | 1,124,000 | 0 | 0 | ||
FACEBOOK INC | CL A | 30303M102 | 1,118 | 5,794 | SH | SOLE | 5,794 | 0 | 0 | ||
FIREEYE INC | NOTE 0.875% 6/0 | 31816QAF8 | 409 | 420,000 | PRN | DFND | 1 | 420,000 | 0 | 0 | |
FIREEYE INC | NOTE 0.875% 6/0 | 31816QAF8 | 2,853 | 2,929,000 | PRN | SOLE | 2,929,000 | 0 | 0 | ||
FIREEYE INC | NOTE 1.625% 6/0 | 31816QAD3 | 1,036 | 1,102,000 | PRN | DFND | 3 | 1,102,000 | 0 | 0 | |
FIREEYE INC | NOTE 1.625% 6/0 | 31816QAD3 | 247 | 263,000 | PRN | DFND | 2 | 263,000 | 0 | 0 | |
FIREEYE INC | NOTE 1.625% 6/0 | 31816QAD3 | 1,067 | 1,135,000 | PRN | SOLE | 1,135,000 | 0 | 0 | ||
FIRST MAJESTIC SILVER CORP | NOTE 1.875% 3/0 | 32076VAB9 | 277 | 259,000 | PRN | DFND | 2 | 259,000 | 0 | 0 | |
FIRST MAJESTIC SILVER CORP | NOTE 1.875% 3/0 | 32076VAB9 | 1,937 | 1,809,000 | PRN | DFND | 3 | 1,809,000 | 0 | 0 | |
FIRST MAJESTIC SILVER CORP | NOTE 1.875% 3/0 | 32076VAB9 | 1,721 | 1,607,000 | PRN | SOLE | 1,607,000 | 0 | 0 | ||
FIRST TR EXCHANGE TRADED FD | FST LOW OPPT EFT | 33739Q200 | 7,227 | 139,867 | SH | SOLE | 139,867 | 0 | 0 | ||
FIRST TR EXCHANGE TRADED FD | SSI STRG ETF | 33739Q507 | 323 | 10,295 | SH | SOLE | 10,295 | 0 | 0 | ||
FIVE9 INC | NOTE 0.125% 5/0 | 338307AB7 | 1,402 | 1,011,000 | PRN | SOLE | 1,011,000 | 0 | 0 | ||
FLEXION THERAPEUTICS INC | NOTE 3.375% 5/0 | 33938JAB2 | 1,060 | 1,220,000 | PRN | SOLE | 1,220,000 | 0 | 0 | ||
FLEXION THERAPEUTICS INC | NOTE 3.375% 5/0 | 33938JAB2 | 174 | 201,000 | PRN | DFND | 2 | 201,000 | 0 | 0 | |
FLEXION THERAPEUTICS INC | NOTE 3.375% 5/0 | 33938JAB2 | 1,154 | 1,329,000 | PRN | DFND | 3 | 1,329,000 | 0 | 0 | |
FORESTAR GROUP INC | NOTE 3.750% 3/0 | 346232AB7 | 164 | 165,000 | PRN | DFND | 2 | 165,000 | 0 | 0 | |
FORESTAR GROUP INC | NOTE 3.750% 3/0 | 346232AB7 | 1,084 | 1,091,000 | PRN | DFND | 3 | 1,091,000 | 0 | 0 | |
FORESTAR GROUP INC | NOTE 3.750% 3/0 | 346232AB7 | 988 | 994,000 | PRN | SOLE | 994,000 | 0 | 0 | ||
FORTIVE CORP | 5% PFD CNV SER A | 34959J207 | 1,822 | 1,775 | SH | DFND | 1 | 1,775 | 0 | 0 | |
FORTIVE CORP | 5% PFD CNV SER A | 34959J207 | 8,552 | 8,333 | SH | SOLE | 8,333 | 0 | 0 | ||
GENERAL ELECTRIC CO | COM | 369604103 | 128 | 11,974 | SH | SOLE | 11,974 | 0 | 0 | ||
GILEAD SCIENCES INC | COM | 375558103 | 219 | 3,246 | SH | SOLE | 3,246 | 0 | 0 | ||
GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 104 | 101,000 | PRN | DFND | 2 | 101,000 | 0 | 0 | |
GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 761 | 737,000 | PRN | DFND | 3 | 737,000 | 0 | 0 | |
GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 684 | 662,000 | PRN | SOLE | 662,000 | 0 | 0 | ||
GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 1,284 | 1,145,000 | PRN | DFND | 1 | 1,145,000 | 0 | 0 | |
GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 5,581 | 4,976,000 | PRN | SOLE | 4,976,000 | 0 | 0 | ||
HANNON ARMSTRONG SUST INFR C | NOTE 4.125% 9/0 | 41068XAB6 | 970 | 889,000 | PRN | SOLE | 889,000 | 0 | 0 | ||
HARMONIC INC | NOTE 4.000%12/0 | 413160AB8 | 1,215 | 1,043,000 | PRN | DFND | 3 | 1,043,000 | 0 | 0 | |
HARMONIC INC | NOTE 4.000%12/0 | 413160AB8 | 1,040 | 893,000 | PRN | SOLE | 893,000 | 0 | 0 | ||
HARMONIC INC | NOTE 4.000%12/0 | 413160AB8 | 75 | 64,000 | PRN | DFND | 2 | 64,000 | 0 | 0 | |
HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 1,395 | 1,147,000 | PRN | DFND | 3 | 1,147,000 | 0 | 0 | |
HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 1,984 | 1,632,000 | PRN | SOLE | 1,632,000 | 0 | 0 | ||
HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 198 | 163,000 | PRN | DFND | 2 | 163,000 | 0 | 0 | |
HERBALIFE LTD | NOTE 2.625% 3/1 | 42703MAD5 | 2,401 | 2,475,000 | PRN | DFND | 1 | 2,475,000 | 0 | 0 | |
HERBALIFE LTD | NOTE 2.625% 3/1 | 42703MAD5 | 10,429 | 10,750,000 | PRN | SOLE | 10,750,000 | 0 | 0 | ||
HERCULES CAPITAL INC | DBCV 4.375% 2/0 | 427096AF9 | 200 | 200,000 | PRN | DFND | 2 | 200,000 | 0 | 0 | |
HERCULES CAPITAL INC | DBCV 4.375% 2/0 | 427096AF9 | 1,340 | 1,340,000 | PRN | DFND | 3 | 1,340,000 | 0 | 0 | |
HERCULES CAPITAL INC | DBCV 4.375% 2/0 | 427096AF9 | 4,497 | 4,496,000 | PRN | SOLE | 4,496,000 | 0 | 0 | ||
HOME DEPOT INC | COM | 437076102 | 790 | 3,803 | SH | SOLE | 3,803 | 0 | 0 | ||
HONEYWELL INTL INC | COM | 438516106 | 330 | 1,893 | SH | SOLE | 1,893 | 0 | 0 | ||
HOPE BANCORP INC | NOTE 2.000% 5/1 | 43940TAB5 | 2,556 | 2,799,000 | PRN | DFND | 3 | 2,799,000 | 0 | 0 | |
HOPE BANCORP INC | NOTE 2.000% 5/1 | 43940TAB5 | 2,213 | 2,422,000 | PRN | SOLE | 2,422,000 | 0 | 0 | ||
HOPE BANCORP INC | NOTE 2.000% 5/1 | 43940TAB5 | 392 | 429,000 | PRN | DFND | 2 | 429,000 | 0 | 0 | |
HORIZON PHARMA INVT LTD | NOTE 2.500% 3/1 | 44052TAB7 | 1,396 | 1,260,000 | PRN | DFND | 1 | 1,260,000 | 0 | 0 | |
HORIZON PHARMA INVT LTD | NOTE 2.500% 3/1 | 44052TAB7 | 166 | 150,000 | PRN | DFND | 2 | 150,000 | 0 | 0 | |
HORIZON PHARMA INVT LTD | NOTE 2.500% 3/1 | 44052TAB7 | 1,306 | 1,179,000 | PRN | DFND | 3 | 1,179,000 | 0 | 0 | |
HORIZON PHARMA INVT LTD | NOTE 2.500% 3/1 | 44052TAB7 | 6,872 | 6,204,000 | PRN | SOLE | 6,204,000 | 0 | 0 | ||
HUBSPOT INC | NOTE 0.250% 6/0 | 443573AB6 | 643 | 345,000 | PRN | DFND | 1 | 345,000 | 0 | 0 | |
HUBSPOT INC | NOTE 0.250% 6/0 | 443573AB6 | 3,375 | 1,811,000 | PRN | SOLE | 1,811,000 | 0 | 0 | ||
HURON CONSULTING GROUP INC | NOTE 1.250%10/0 | 447462AB8 | 1,688 | 1,704,000 | PRN | DFND | 3 | 1,704,000 | 0 | 0 | |
HURON CONSULTING GROUP INC | NOTE 1.250%10/0 | 447462AB8 | 1,531 | 1,546,000 | PRN | SOLE | 1,546,000 | 0 | 0 | ||
HURON CONSULTING GROUP INC | NOTE 1.250%10/0 | 447462AB8 | 248 | 250,000 | PRN | DFND | 2 | 250,000 | 0 | 0 | |
II VI INC | NOTE 0.250% 9/0 | 902104AB4 | 785 | 745,000 | PRN | DFND | 1 | 745,000 | 0 | 0 | |
II VI INC | NOTE 0.250% 9/0 | 902104AB4 | 192 | 182,000 | PRN | DFND | 2 | 182,000 | 0 | 0 | |
II VI INC | NOTE 0.250% 9/0 | 902104AB4 | 1,355 | 1,287,000 | PRN | DFND | 3 | 1,287,000 | 0 | 0 | |
II VI INC | NOTE 0.250% 9/0 | 902104AB4 | 5,864 | 5,568,000 | PRN | SOLE | 5,568,000 | 0 | 0 | ||
ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 1,026 | 665,000 | PRN | DFND | 1 | 665,000 | 0 | 0 | |
ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 13,761 | 8,921,000 | PRN | SOLE | 8,921,000 | 0 | 0 | ||
INPHI CORP | NOTE 0.750% 9/0 | 45772FAC1 | 965 | 870,000 | PRN | DFND | 1 | 870,000 | 0 | 0 | |
INPHI CORP | NOTE 0.750% 9/0 | 45772FAC1 | 4,575 | 4,124,000 | PRN | SOLE | 4,124,000 | 0 | 0 | ||
INPHI CORP | NOTE 1.125%12/0 | 45772FAB3 | 54 | 41,000 | PRN | SOLE | 41,000 | 0 | 0 | ||
INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 889 | 915,000 | PRN | DFND | 1 | 915,000 | 0 | 0 | |
INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 159 | 164,000 | PRN | DFND | 2 | 164,000 | 0 | 0 | |
INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 1,208 | 1,244,000 | PRN | DFND | 3 | 1,244,000 | 0 | 0 | |
INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 4,919 | 5,063,000 | PRN | SOLE | 5,063,000 | 0 | 0 | ||
INSULET CORP | NOTE 1.375%11/1 | 45784PAH4 | 2,654 | 1,870,000 | PRN | DFND | 1 | 1,870,000 | 0 | 0 | |
INSULET CORP | NOTE 1.375%11/1 | 45784PAH4 | 11,339 | 7,989,000 | PRN | SOLE | 7,989,000 | 0 | 0 | ||
INTEL CORP | COM | 458140100 | 471 | 9,809 | SH | SOLE | 9,809 | 0 | 0 | ||
INTERCEPT PHARMACEUTICALS IN | NOTE 2.000% 5/1 | 45845PAB4 | 1,112 | 1,125,000 | PRN | DFND | 1 | 1,125,000 | 0 | 0 | |
INTERCEPT PHARMACEUTICALS IN | NOTE 2.000% 5/1 | 45845PAB4 | 4,977 | 5,029,000 | PRN | SOLE | 5,029,000 | 0 | 0 | ||
INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 397 | 4,599 | SH | SOLE | 4,599 | 0 | 0 | ||
INTERDIGITAL INC | NOTE 1.500% 3/0 | 458660AD9 | 783 | 755,000 | PRN | SOLE | 755,000 | 0 | 0 | ||
INTERNATIONAL FLAVORS&FRAGRA | UNIT 09/15/2021 | 459506309 | 7,174 | 133,915 | SH | SOLE | 133,915 | 0 | 0 | ||
INTERNATIONAL FLAVORS&FRAGRA | UNIT 09/15/2021 | 459506309 | 1,664 | 31,060 | SH | DFND | 1 | 31,060 | 0 | 0 | |
IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333XAD0 | 2,428 | 2,278,000 | PRN | SOLE | 2,278,000 | 0 | 0 | ||
IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333XAD0 | 387 | 363,000 | PRN | DFND | 2 | 363,000 | 0 | 0 | |
IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333XAD0 | 2,728 | 2,559,000 | PRN | DFND | 3 | 2,559,000 | 0 | 0 | |
ISHARES INC | MIN VOL EMRG MKT | 464286533 | 644 | 10,922 | SH | SOLE | 10,922 | 0 | 0 | ||
ISHARES TR | 1 3 YR TREAS BD | 464287457 | 6,546 | 77,221 | SH | SOLE | 77,221 | 0 | 0 | ||
ISHARES TR | 20 YR TR BD ETF | 464287432 | 2,448 | 18,416 | SH | SOLE | 18,416 | 0 | 0 | ||
ISHARES TR | CORE S&P500 ETF | 464287200 | 59,502 | 201,875 | SH | SOLE | 201,875 | 0 | 0 | ||
ISHARES TR | CORE US AGGBD ET | 464287226 | 18,154 | 163,030 | SH | SOLE | 163,030 | 0 | 0 | ||
ISHARES TR | FLTG RATE NT ETF | 46429B655 | 2,682 | 52,645 | SH | SOLE | 52,645 | 0 | 0 | ||
ISHARES TR | RUS 1000 VAL ETF | 464287598 | 657 | 5,167 | SH | SOLE | 5,167 | 0 | 0 | ||
ISHARES TR | U.S. BAS MTL ETF | 464287838 | 580 | 6,109 | SH | SOLE | 6,109 | 0 | 0 | ||
ISHARES TR | U.S. ENERGY ETF | 464287796 | 225 | 6,550 | SH | SOLE | 6,550 | 0 | 0 | ||
ISHARES TR | U.S. REAL ES ETF | 464287739 | 1,420 | 16,269 | SH | SOLE | 16,269 | 0 | 0 | ||
ISHARES TR | U.S. TECH ETF | 464287721 | 3,647 | 18,423 | SH | SOLE | 18,423 | 0 | 0 | ||
ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 11,044 | 9,341,000 | PRN | SOLE | 9,341,000 | 0 | 0 | ||
ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 1,963 | 1,660,000 | PRN | DFND | 1 | 1,660,000 | 0 | 0 | |
ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 354 | 299,000 | PRN | DFND | 2 | 299,000 | 0 | 0 | |
ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 2,532 | 2,141,000 | PRN | DFND | 3 | 2,141,000 | 0 | 0 | |
ISTAR INC | NOTE 3.125% 9/1 | 45031UCB5 | 1,113 | 1,085,000 | PRN | SOLE | 1,085,000 | 0 | 0 | ||
ISTAR INC | NOTE 3.125% 9/1 | 45031UCB5 | 1,372 | 1,337,000 | PRN | DFND | 3 | 1,337,000 | 0 | 0 | |
ISTAR INC | NOTE 3.125% 9/1 | 45031UCB5 | 183 | 178,000 | PRN | DFND | 2 | 178,000 | 0 | 0 | |
J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 300 | 215,000 | PRN | DFND | 2 | 215,000 | 0 | 0 | |
J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 2,084 | 1,495,000 | PRN | DFND | 3 | 1,495,000 | 0 | 0 | |
J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 1,797 | 1,290,000 | PRN | SOLE | 1,290,000 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 1,750 | 1,720,000 | PRN | DFND | 1 | 1,720,000 | 0 | 0 | |
JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 8,953 | 8,797,000 | PRN | SOLE | 8,797,000 | 0 | 0 | ||
JOHNSON & JOHNSON | COM | 478160104 | 886 | 6,364 | SH | SOLE | 6,364 | 0 | 0 | ||
JPMORGAN CHASE & CO | COM | 46625H100 | 1,268 | 11,342 | SH | SOLE | 11,342 | 0 | 0 | ||
KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 6,179 | 5,300,000 | PRN | SOLE | 5,300,000 | 0 | 0 | ||
KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 1,400 | 1,200,000 | PRN | DFND | 1 | 1,200,000 | 0 | 0 | |
KIMBERLY CLARK CORP | COM | 494368103 | 1,158 | 8,685 | SH | SOLE | 8,685 | 0 | 0 | ||
KKR REAL ESTATE FIN TR INC | NOTE 6.125% 5/1 | 48251KAB6 | 281 | 272,000 | PRN | DFND | 2 | 272,000 | 0 | 0 | |
KKR REAL ESTATE FIN TR INC | NOTE 6.125% 5/1 | 48251KAB6 | 1,892 | 1,830,000 | PRN | DFND | 3 | 1,830,000 | 0 | 0 | |
KKR REAL ESTATE FIN TR INC | NOTE 6.125% 5/1 | 48251KAB6 | 1,626 | 1,573,000 | PRN | SOLE | 1,573,000 | 0 | 0 | ||
KNOWLES CORP | NOTE 3.250%11/0 | 49926DAB5 | 1,693 | 1,410,000 | PRN | DFND | 3 | 1,410,000 | 0 | 0 | |
KNOWLES CORP | NOTE 3.250%11/0 | 49926DAB5 | 1,510 | 1,258,000 | PRN | SOLE | 1,258,000 | 0 | 0 | ||
KNOWLES CORP | NOTE 3.250%11/0 | 49926DAB5 | 248 | 207,000 | PRN | DFND | 2 | 207,000 | 0 | 0 | |
LABORATORY CORP AMER HLDGS | COM NEW | 50540R409 | 201 | 1,151 | SH | SOLE | 1,151 | 0 | 0 | ||
LIBERTY MEDIA CORP | DEB 3.500% 1/1 | 530715AN1 | 540 | 609,000 | PRN | DFND | 2 | 609,000 | 0 | 0 | |
LIBERTY MEDIA CORP | DEB 3.500% 1/1 | 530715AN1 | 3,542 | 3,997,000 | PRN | DFND | 3 | 3,997,000 | 0 | 0 | |
LIBERTY MEDIA CORP | DEB 3.500% 1/1 | 530715AN1 | 3,097 | 3,494,000 | PRN | SOLE | 3,494,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 5,674 | 5,057,000 | PRN | SOLE | 5,057,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 1,179 | 1,050,000 | PRN | DFND | 1 | 1,050,000 | 0 | 0 | |
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 2,054 | 2,379,000 | PRN | SOLE | 2,379,000 | 0 | 0 | ||
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 342 | 396,000 | PRN | DFND | 2 | 396,000 | 0 | 0 | |
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 2,439 | 2,825,000 | PRN | DFND | 3 | 2,825,000 | 0 | 0 | |
LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 1,349 | 1,140,000 | PRN | DFND | 1 | 1,140,000 | 0 | 0 | |
LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 5,796 | 4,896,000 | PRN | SOLE | 4,896,000 | 0 | 0 | ||
LOCKHEED MARTIN CORP | COM | 539830109 | 252 | 694 | SH | SOLE | 694 | 0 | 0 | ||
LOEWS CORP | COM | 540424108 | 904 | 16,540 | SH | SOLE | 16,540 | 0 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 | 4,312 | 3,672,000 | PRN | SOLE | 3,672,000 | 0 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 | 922 | 785,000 | PRN | DFND | 1 | 785,000 | 0 | 0 | |
MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608BAB1 | 832 | 943,000 | PRN | SOLE | 943,000 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608BAA3 | 233 | 233,000 | PRN | SOLE | 233,000 | 0 | 0 | ||
MASTERCARD INC | CL A | 57636Q104 | 747 | 2,827 | SH | SOLE | 2,827 | 0 | 0 | ||
MCDONALDS CORP | COM | 580135101 | 473 | 2,282 | SH | SOLE | 2,282 | 0 | 0 | ||
MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 1,513 | 1,260,000 | PRN | DFND | 1 | 1,260,000 | 0 | 0 | |
MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 5,505 | 4,585,000 | PRN | SOLE | 4,585,000 | 0 | 0 | ||
MEDICINES CO | NOTE 2.750% 7/1 | 584688AG0 | 2,312 | 2,318,000 | PRN | SOLE | 2,318,000 | 0 | 0 | ||
MEDICINES CO | NOTE 2.750% 7/1 | 584688AG0 | 383 | 384,000 | PRN | DFND | 2 | 384,000 | 0 | 0 | |
MEDICINES CO | NOTE 2.750% 7/1 | 584688AG0 | 2,791 | 2,798,000 | PRN | DFND | 3 | 2,798,000 | 0 | 0 | |
MEDTRONIC PLC | SHS | G5960L103 | 333 | 3,408 | SH | SOLE | 3,408 | 0 | 0 | ||
MERCK & CO INC | COM | 58933Y105 | 490 | 5,852 | SH | SOLE | 5,852 | 0 | 0 | ||
MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 1,548 | 1,485,000 | PRN | DFND | 1 | 1,485,000 | 0 | 0 | |
MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 256 | 246,000 | PRN | DFND | 2 | 246,000 | 0 | 0 | |
MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 2,021 | 1,939,000 | PRN | DFND | 3 | 1,939,000 | 0 | 0 | |
MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 9,717 | 9,324,000 | PRN | SOLE | 9,324,000 | 0 | 0 | ||
MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 1,119 | 1,112,000 | PRN | SOLE | 1,112,000 | 0 | 0 | ||
MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 193 | 192,000 | PRN | DFND | 2 | 192,000 | 0 | 0 | |
MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 1,203 | 1,196,000 | PRN | DFND | 3 | 1,196,000 | 0 | 0 | |
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 15,103 | 8,627,000 | PRN | SOLE | 8,627,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 3,343 | 1,910,000 | PRN | DFND | 1 | 1,910,000 | 0 | 0 | |
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AF1 | 3,446 | 2,925,000 | PRN | DFND | 1 | 2,925,000 | 0 | 0 | |
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AF1 | 438 | 372,000 | PRN | DFND | 2 | 372,000 | 0 | 0 | |
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AF1 | 3,129 | 2,656,000 | PRN | DFND | 3 | 2,656,000 | 0 | 0 | |
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AF1 | 19,826 | 16,827,000 | PRN | SOLE | 16,827,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 2.125% 2/1 | 595112AV5 | 3,550 | 1,006,000 | PRN | SOLE | 1,006,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 2.125% 2/1 | 595112AV5 | 669 | 190,000 | PRN | DFND | 1 | 190,000 | 0 | 0 | |
MICROSOFT CORP | COM | 594918104 | 2,301 | 17,179 | SH | SOLE | 17,179 | 0 | 0 | ||
MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855RAC4 | 4,143 | 1,192,000 | PRN | SOLE | 1,192,000 | 0 | 0 | ||
MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855RAC4 | 921 | 265,000 | PRN | DFND | 1 | 265,000 | 0 | 0 | |
NABORS INDUSTRIES LTD | 6% PFD CNV SR A | G6359F129 | 191 | 8,317 | SH | DFND | 2 | 8,317 | 0 | 0 | |
NABORS INDUSTRIES LTD | 6% PFD CNV SR A | G6359F129 | 1,296 | 56,493 | SH | DFND | 3 | 56,493 | 0 | 0 | |
NABORS INDUSTRIES LTD | 6% PFD CNV SR A | G6359F129 | 1,152 | 50,190 | SH | SOLE | 50,190 | 0 | 0 | ||
NETFLIX INC | COM | 64110L106 | 307 | 834 | SH | SOLE | 834 | 0 | 0 | ||
NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 230 | 175,000 | PRN | DFND | 2 | 175,000 | 0 | 0 | |
NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 1,720 | 1,311,000 | PRN | DFND | 3 | 1,311,000 | 0 | 0 | |
NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 1,050 | 800,000 | PRN | DFND | 1 | 800,000 | 0 | 0 | |
NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 6,450 | 4,916,000 | PRN | SOLE | 4,916,000 | 0 | 0 | ||
NEW MTN FIN CORP | NOTE 5.750% 8/1 | 647551AC4 | 261 | 253,000 | PRN | DFND | 2 | 253,000 | 0 | 0 | |
NEW MTN FIN CORP | NOTE 5.750% 8/1 | 647551AC4 | 1,793 | 1,741,000 | PRN | DFND | 3 | 1,741,000 | 0 | 0 | |
NEW MTN FIN CORP | NOTE 5.750% 8/1 | 647551AC4 | 1,573 | 1,528,000 | PRN | SOLE | 1,528,000 | 0 | 0 | ||
NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 5,907 | 5,552,000 | PRN | SOLE | 5,552,000 | 0 | 0 | ||
NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 1,080 | 1,015,000 | PRN | DFND | 1 | 1,015,000 | 0 | 0 | |
NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 182 | 171,000 | PRN | DFND | 2 | 171,000 | 0 | 0 | |
NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 1,161 | 1,091,000 | PRN | DFND | 3 | 1,091,000 | 0 | 0 | |
NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944P307 | 2,514 | 52,639 | SH | SOLE | 52,639 | 0 | 0 | ||
NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944P307 | 418 | 8,754 | SH | DFND | 2 | 8,754 | 0 | 0 | |
NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944P307 | 2,800 | 58,607 | SH | DFND | 3 | 58,607 | 0 | 0 | |
NEWPARK RES INC | NOTE 4.000%12/0 | 651718AE8 | 162 | 148,000 | PRN | DFND | 2 | 148,000 | 0 | 0 | |
NEWPARK RES INC | NOTE 4.000%12/0 | 651718AE8 | 1,064 | 970,000 | PRN | DFND | 3 | 970,000 | 0 | 0 | |
NEWPARK RES INC | NOTE 4.000%12/0 | 651718AE8 | 968 | 882,000 | PRN | SOLE | 882,000 | 0 | 0 | ||
NEXTERA ENERGY INC | UNIT 09/01/2019 | 65339F820 | 1,981 | 30,300 | SH | DFND | 1 | 30,300 | 0 | 0 | |
NEXTERA ENERGY INC | UNIT 09/01/2019 | 65339F820 | 8,806 | 134,690 | SH | SOLE | 134,690 | 0 | 0 | ||
NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 1,603 | 942,000 | PRN | SOLE | 942,000 | 0 | 0 | ||
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 16,495 | 2,842,000 | PRN | SOLE | 2,842,000 | 0 | 0 | ||
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 1,016 | 175,000 | PRN | DFND | 1 | 175,000 | 0 | 0 | |
NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 1,453 | 1,360,000 | PRN | DFND | 1 | 1,360,000 | 0 | 0 | |
NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 160 | 150,000 | PRN | DFND | 2 | 150,000 | 0 | 0 | |
NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 1,219 | 1,141,000 | PRN | DFND | 3 | 1,141,000 | 0 | 0 | |
NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 6,301 | 5,899,000 | PRN | SOLE | 5,899,000 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | NOTE 1.250% 4/0 | 67020YAN0 | 805 | 825,000 | PRN | SOLE | 825,000 | 0 | 0 | ||
NUTANIX INC | NOTE 1/1 | 67059NAB4 | 272 | 292,000 | PRN | SOLE | 292,000 | 0 | 0 | ||
NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 1,185 | 1,045,000 | PRN | DFND | 1 | 1,045,000 | 0 | 0 | |
NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 4,869 | 4,291,000 | PRN | SOLE | 4,291,000 | 0 | 0 | ||
NVIDIA CORP | COM | 67066G104 | 265 | 1,628 | SH | SOLE | 1,628 | 0 | 0 | ||
OASIS PETE INC NEW | NOTE 2.625% 9/1 | 674215AJ7 | 627 | 685,000 | PRN | DFND | 1 | 685,000 | 0 | 0 | |
OASIS PETE INC NEW | NOTE 2.625% 9/1 | 674215AJ7 | 3,159 | 3,454,000 | PRN | SOLE | 3,454,000 | 0 | 0 | ||
OIL STS INTL INC | NOTE 1.500% 2/1 | 678026AH8 | 774 | 870,000 | PRN | DFND | 1 | 870,000 | 0 | 0 | |
OIL STS INTL INC | NOTE 1.500% 2/1 | 678026AH8 | 3,683 | 4,143,000 | PRN | SOLE | 4,143,000 | 0 | 0 | ||
OKTA INC | NOTE 0.250% 2/1 | 679295AB1 | 4,374 | 1,687,000 | PRN | SOLE | 1,687,000 | 0 | 0 | ||
OKTA INC | NOTE 0.250% 2/1 | 679295AB1 | 920 | 355,000 | PRN | DFND | 1 | 355,000 | 0 | 0 | |
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 7,712 | 6,280,000 | PRN | SOLE | 6,280,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 1,708 | 1,390,000 | PRN | DFND | 1 | 1,390,000 | 0 | 0 | |
ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 269 | 221,000 | PRN | DFND | 2 | 221,000 | 0 | 0 | |
ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 1,187 | 974,000 | PRN | DFND | 3 | 974,000 | 0 | 0 | |
ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 1,468 | 1,205,000 | PRN | SOLE | 1,205,000 | 0 | 0 | ||
ORACLE CORP | COM | 68389X105 | 324 | 5,697 | SH | SOLE | 5,697 | 0 | 0 | ||
OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 1,881 | 1,587,000 | PRN | SOLE | 1,587,000 | 0 | 0 | ||
OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 290 | 245,000 | PRN | DFND | 2 | 245,000 | 0 | 0 | |
OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 2,036 | 1,718,000 | PRN | DFND | 3 | 1,718,000 | 0 | 0 | |
PACIRA BIOSCIENCES | NOTE 2.375% 4/0 | 695127AD2 | 1,034 | 1,010,000 | PRN | DFND | 1 | 1,010,000 | 0 | 0 | |
PACIRA BIOSCIENCES | NOTE 2.375% 4/0 | 695127AD2 | 6,110 | 5,966,000 | PRN | SOLE | 5,966,000 | 0 | 0 | ||
PARKER HANNIFIN CORP | COM | 701094104 | 227 | 1,320 | SH | SOLE | 1,320 | 0 | 0 | ||
PAYPAL HLDGS INC | COM | 70450Y103 | 422 | 3,699 | SH | SOLE | 3,699 | 0 | 0 | ||
PDC ENERGY INC | NOTE 1.125% 9/1 | 69327RAD3 | 731 | 780,000 | PRN | DFND | 1 | 780,000 | 0 | 0 | |
PDC ENERGY INC | NOTE 1.125% 9/1 | 69327RAD3 | 3,581 | 3,826,000 | PRN | SOLE | 3,826,000 | 0 | 0 | ||
PENNYMAC CORP | NOTE 5.375% 5/0 | 70932AAB9 | 2,140 | 2,121,000 | PRN | SOLE | 2,121,000 | 0 | 0 | ||
PENNYMAC CORP | NOTE 5.375% 5/0 | 70932AAB9 | 347 | 344,000 | PRN | DFND | 2 | 344,000 | 0 | 0 | |
PENNYMAC CORP | NOTE 5.375% 5/0 | 70932AAB9 | 2,357 | 2,335,000 | PRN | DFND | 3 | 2,335,000 | 0 | 0 | |
PEPSICO INC | COM | 713448108 | 470 | 3,596 | SH | SOLE | 3,596 | 0 | 0 | ||
PERKINELMER INC | COM | 714046109 | 223 | 2,291 | SH | SOLE | 2,291 | 0 | 0 | ||
PFIZER INC | COM | 717081103 | 858 | 19,851 | SH | SOLE | 19,851 | 0 | 0 | ||
PIONEER NAT RES CO | COM | 723787107 | 315 | 2,041 | SH | SOLE | 2,041 | 0 | 0 | ||
PNC FINL SVCS GROUP INC | COM | 693475105 | 218 | 1,583 | SH | SOLE | 1,583 | 0 | 0 | ||
PORTFOLIO RECOVERY ASSOCS IN | NOTE 3.000% 8/0 | 73640QAB1 | 1,209 | 1,220,000 | PRN | SOLE | 1,220,000 | 0 | 0 | ||
PORTFOLIO RECOVERY ASSOCS IN | NOTE 3.000% 8/0 | 73640QAB1 | 198 | 200,000 | PRN | DFND | 2 | 200,000 | 0 | 0 | |
PORTFOLIO RECOVERY ASSOCS IN | NOTE 3.000% 8/0 | 73640QAB1 | 1,466 | 1,480,000 | PRN | DFND | 3 | 1,480,000 | 0 | 0 | |
PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 1,229 | 1,318,000 | PRN | SOLE | 1,318,000 | 0 | 0 | ||
PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 202 | 217,000 | PRN | DFND | 2 | 217,000 | 0 | 0 | |
PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 1,599 | 1,715,000 | PRN | DFND | 3 | 1,715,000 | 0 | 0 | |
PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 1,238 | 860,000 | PRN | DFND | 1 | 860,000 | 0 | 0 | |
PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 21,267 | 14,778,000 | PRN | SOLE | 14,778,000 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 1,384 | 1,210,000 | PRN | DFND | 1 | 1,210,000 | 0 | 0 | |
PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 22,160 | 19,372,000 | PRN | SOLE | 19,372,000 | 0 | 0 | ||
PROCTER AND GAMBLE CO | COM | 742718109 | 786 | 7,163 | SH | SOLE | 7,163 | 0 | 0 | ||
PROSHARES TR | PSHS ULTSH 20YRS | 74347B201 | 127 | 4,403 | SH | DFND | 2 | 4,403 | 0 | 0 | |
PROSHARES TR | PSHS ULTSH 20YRS | 74347B201 | 813 | 28,097 | SH | SOLE | 28,097 | 0 | 0 | ||
PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 2,447 | 120,000 | SH | DFND | 3 | 120,000 | 0 | 0 | |
PROSPECT CAPITAL CORPORATION | NOTE 6.375% 3/0 | 74348TAT9 | 343 | 336,000 | PRN | DFND | 2 | 336,000 | 0 | 0 | |
PROSPECT CAPITAL CORPORATION | NOTE 6.375% 3/0 | 74348TAT9 | 2,423 | 2,372,000 | PRN | DFND | 3 | 2,372,000 | 0 | 0 | |
PROSPECT CAPITAL CORPORATION | NOTE 6.375% 3/0 | 74348TAT9 | 2,085 | 2,042,000 | PRN | SOLE | 2,042,000 | 0 | 0 | ||
PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 6,642 | 6,938,000 | PRN | SOLE | 6,938,000 | 0 | 0 | ||
PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 991 | 1,035,000 | PRN | DFND | 1 | 1,035,000 | 0 | 0 | |
PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 252 | 263,000 | PRN | DFND | 2 | 263,000 | 0 | 0 | |
PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 1,227 | 1,281,000 | PRN | DFND | 3 | 1,281,000 | 0 | 0 | |
Q2 HLDGS INC | NOTE 0.750% 2/1 | 74736LAB5 | 465 | 326,000 | PRN | SOLE | 326,000 | 0 | 0 | ||
QTS RLTY TR INC | 6.50% CON PFD B | 74736A301 | 1,877 | 16,943 | SH | DFND | 3 | 16,943 | 0 | 0 | |
QTS RLTY TR INC | 6.50% CON PFD B | 74736A301 | 1,482 | 13,386 | SH | SOLE | 13,386 | 0 | 0 | ||
QTS RLTY TR INC | 6.50% CON PFD B | 74736A301 | 241 | 2,171 | SH | DFND | 2 | 2,171 | 0 | 0 | |
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 255 | 282,000 | PRN | DFND | 2 | 282,000 | 0 | 0 | |
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 1,765 | 1,951,000 | PRN | DFND | 3 | 1,951,000 | 0 | 0 | |
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 1,577 | 1,742,000 | PRN | SOLE | 1,742,000 | 0 | 0 | ||
RAYTHEON CO | COM NEW | 755111507 | 370 | 2,124 | SH | SOLE | 2,124 | 0 | 0 | ||
REALPAGE INC | NOTE 1.500%11/1 | 75606NAB5 | 1,091 | 728,000 | PRN | SOLE | 728,000 | 0 | 0 | ||
REALPAGE INC | NOTE 1.500%11/1 | 75606NAB5 | 1,354 | 904,000 | PRN | DFND | 3 | 904,000 | 0 | 0 | |
REALPAGE INC | NOTE 1.500%11/1 | 75606NAB5 | 177 | 118,000 | PRN | DFND | 2 | 118,000 | 0 | 0 | |
RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 6,564 | 2,581,000 | PRN | SOLE | 2,581,000 | 0 | 0 | ||
REDFIN CORP | NOTE 1.750% 7/1 | 75737FAA6 | 640 | 690,000 | PRN | SOLE | 690,000 | 0 | 0 | ||
REDWOOD TR INC | NOTE 4.750% 8/1 | 758075AC9 | 245 | 251,000 | PRN | DFND | 2 | 251,000 | 0 | 0 | |
REDWOOD TR INC | NOTE 4.750% 8/1 | 758075AC9 | 1,916 | 1,965,000 | PRN | DFND | 3 | 1,965,000 | 0 | 0 | |
REDWOOD TR INC | NOTE 4.750% 8/1 | 758075AC9 | 1,496 | 1,534,000 | PRN | SOLE | 1,534,000 | 0 | 0 | ||
REDWOOD TR INC | NOTE 5.625% 7/1 | 758075AD7 | 157 | 158,000 | PRN | DFND | 2 | 158,000 | 0 | 0 | |
REDWOOD TR INC | NOTE 5.625% 7/1 | 758075AD7 | 1,208 | 1,215,000 | PRN | DFND | 3 | 1,215,000 | 0 | 0 | |
REDWOOD TR INC | NOTE 5.625% 7/1 | 758075AD7 | 971 | 977,000 | PRN | SOLE | 977,000 | 0 | 0 | ||
RESTORATION HARDWARE HLDGS I | DBCV 7/1 | 761283AC4 | 473 | 411,000 | PRN | SOLE | 411,000 | 0 | 0 | ||
RETROPHIN INC | NOTE 2.500% 9/1 | 761299AB2 | 167 | 186,000 | PRN | DFND | 2 | 186,000 | 0 | 0 | |
RETROPHIN INC | NOTE 2.500% 9/1 | 761299AB2 | 1,253 | 1,399,000 | PRN | DFND | 3 | 1,399,000 | 0 | 0 | |
RETROPHIN INC | NOTE 2.500% 9/1 | 761299AB2 | 1,044 | 1,165,000 | PRN | SOLE | 1,165,000 | 0 | 0 | ||
RINGCENTRAL INC | NOTE 3/1 | 76680RAD9 | 1,336 | 890,000 | PRN | DFND | 1 | 890,000 | 0 | 0 | |
RINGCENTRAL INC | NOTE 3/1 | 76680RAD9 | 7,589 | 5,050,000 | PRN | SOLE | 5,050,000 | 0 | 0 | ||
RTI INTL METALS INC | NOTE 1.625%10/1 | 74973WAB3 | 667 | 664,000 | PRN | SOLE | 664,000 | 0 | 0 | ||
RWT HLDGS INC | NOTE 5.625%11/1 | 749772AB5 | 287 | 287,000 | PRN | SOLE | 287,000 | 0 | 0 | ||
SALESFORCE COM INC | COM | 79466L302 | 365 | 2,411 | SH | SOLE | 2,411 | 0 | 0 | ||
SAREPTA THERAPEUTICS INC | COM | 803607100 | 237 | 1,556 | SH | SOLE | 1,556 | 0 | 0 | ||
SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 | 1,336 | 600,000 | PRN | DFND | 1 | 600,000 | 0 | 0 | |
SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 | 7,020 | 3,154,000 | PRN | SOLE | 3,154,000 | 0 | 0 | ||
SEACOR HOLDINGS INC | NOTE 3.000%11/1 | 81170YAB5 | 398 | 405,000 | PRN | SOLE | 405,000 | 0 | 0 | ||
SEACOR HOLDINGS INC | NOTE 3.250% 5/1 | 811904AN1 | 2,409 | 2,550,000 | PRN | DFND | 3 | 2,550,000 | 0 | 0 | |
SEACOR HOLDINGS INC | NOTE 3.250% 5/1 | 811904AN1 | 1,858 | 1,967,000 | PRN | SOLE | 1,967,000 | 0 | 0 | ||
SEACOR HOLDINGS INC | NOTE 3.250% 5/1 | 811904AN1 | 314 | 332,000 | PRN | DFND | 2 | 332,000 | 0 | 0 | |
SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 | 1,846 | 30,926 | SH | SOLE | 30,926 | 0 | 0 | ||
SEMPRA ENERGY | 6% PFD CONV A | 816851406 | 2,481 | 22,250 | SH | DFND | 1 | 22,250 | 0 | 0 | |
SEMPRA ENERGY | 6% PFD CONV A | 816851406 | 11,194 | 100,394 | SH | SOLE | 100,394 | 0 | 0 | ||
SERVICENOW INC | COM | 81762P102 | 226 | 823 | SH | SOLE | 823 | 0 | 0 | ||
SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 2,346 | 1,140,000 | PRN | DFND | 1 | 1,140,000 | 0 | 0 | |
SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 11,123 | 5,408,000 | PRN | SOLE | 5,408,000 | 0 | 0 | ||
SHIP FIN INTL LTD | NOTE 4.875% 5/0 | 824689AG8 | 1,400 | 1,386,000 | PRN | SOLE | 1,386,000 | 0 | 0 | ||
SHIP FIN INTL LTD | NOTE 4.875% 5/0 | 824689AG8 | 1,333 | 1,319,000 | PRN | DFND | 3 | 1,319,000 | 0 | 0 | |
SHIP FIN INTL LTD | NOTE 4.875% 5/0 | 824689AG8 | 248 | 245,000 | PRN | DFND | 2 | 245,000 | 0 | 0 | |
SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919AB8 | 5,345 | 4,301,000 | PRN | SOLE | 4,301,000 | 0 | 0 | ||
SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919AB8 | 1,118 | 900,000 | PRN | DFND | 1 | 900,000 | 0 | 0 | |
SOLARCITY CORP | NOTE 1.625%11/0 | 83416TAC4 | 130 | 135,000 | PRN | DFND | 2 | 135,000 | 0 | 0 | |
SOLARCITY CORP | NOTE 1.625%11/0 | 83416TAC4 | 991 | 1,028,000 | PRN | DFND | 3 | 1,028,000 | 0 | 0 | |
SOLARCITY CORP | NOTE 1.625%11/0 | 83416TAC4 | 808 | 837,000 | PRN | SOLE | 837,000 | 0 | 0 | ||
SOUTH JERSEY INDS INC | UNIT 99/99/9999 | 838518116 | 1,224 | 23,059 | SH | SOLE | 23,059 | 0 | 0 | ||
SOUTH JERSEY INDS INC | UNIT 99/99/9999 | 838518116 | 182 | 3,435 | SH | DFND | 2 | 3,435 | 0 | 0 | |
SOUTH JERSEY INDS INC | UNIT 99/99/9999 | 838518116 | 1,354 | 25,506 | SH | DFND | 3 | 25,506 | 0 | 0 | |
SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 671 | 660,000 | PRN | SOLE | 660,000 | 0 | 0 | ||
SQUARE INC | NOTE 0.375% 3/0 | 852234AB9 | 607 | 193,000 | PRN | SOLE | 193,000 | 0 | 0 | ||
SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 2,190 | 1,835,000 | PRN | DFND | 1 | 1,835,000 | 0 | 0 | |
SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 322 | 270,000 | PRN | DFND | 2 | 270,000 | 0 | 0 | |
SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 2,275 | 1,906,000 | PRN | DFND | 3 | 1,906,000 | 0 | 0 | |
SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 11,913 | 9,983,000 | PRN | SOLE | 9,983,000 | 0 | 0 | ||
STANLEY BLACK & DECKER INC | UNIT 05/15/2020 | 854502887 | 4,441 | 43,609 | SH | SOLE | 43,609 | 0 | 0 | ||
STANLEY BLACK & DECKER INC | UNIT 05/15/2020 | 854502887 | 1,069 | 10,500 | SH | DFND | 1 | 10,500 | 0 | 0 | |
SUNPOWER CORP | DBCV 4.000% 1/1 | 867652AL3 | 2,060 | 2,324,000 | PRN | SOLE | 2,324,000 | 0 | 0 | ||
SUNPOWER CORP | DBCV 4.000% 1/1 | 867652AL3 | 327 | 369,000 | PRN | DFND | 2 | 369,000 | 0 | 0 | |
SUNPOWER CORP | DBCV 4.000% 1/1 | 867652AL3 | 2,266 | 2,557,000 | PRN | DFND | 3 | 2,557,000 | 0 | 0 | |
SYNAPTICS INC | NOTE 0.500% 6/1 | 87157DAD1 | 238 | 267,000 | PRN | DFND | 2 | 267,000 | 0 | 0 | |
SYNAPTICS INC | NOTE 0.500% 6/1 | 87157DAD1 | 1,662 | 1,861,000 | PRN | DFND | 3 | 1,861,000 | 0 | 0 | |
SYNAPTICS INC | NOTE 0.500% 6/1 | 87157DAD1 | 1,449 | 1,622,000 | PRN | SOLE | 1,622,000 | 0 | 0 | ||
TEAM INC | NOTE 5.000% 8/0 | 878155AE0 | 949 | 933,000 | PRN | SOLE | 933,000 | 0 | 0 | ||
TEAM INC | NOTE 5.000% 8/0 | 878155AE0 | 154 | 151,000 | PRN | DFND | 2 | 151,000 | 0 | 0 | |
TEAM INC | NOTE 5.000% 8/0 | 878155AE0 | 1,185 | 1,166,000 | PRN | DFND | 3 | 1,166,000 | 0 | 0 | |
TELADOC HEALTH INC | NOTE 1.375% 5/1 | 87918AAC9 | 4,085 | 2,758,000 | PRN | SOLE | 2,758,000 | 0 | 0 | ||
TELADOC HEALTH INC | NOTE 1.375% 5/1 | 87918AAC9 | 1,112 | 750,000 | PRN | DFND | 1 | 750,000 | 0 | 0 | |
TELADOC HEALTH INC | NOTE 3.000%12/1 | 87918AAB1 | 602 | 355,000 | PRN | SOLE | 355,000 | 0 | 0 | ||
TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 811 | 500,000 | PRN | DFND | 1 | 500,000 | 0 | 0 | |
TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 3,683 | 2,269,000 | PRN | SOLE | 2,269,000 | 0 | 0 | ||
TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 86 | 90,000 | PRN | SOLE | 90,000 | 0 | 0 | ||
TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 929 | 950,000 | PRN | DFND | 1 | 950,000 | 0 | 0 | |
TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 4,314 | 4,411,000 | PRN | SOLE | 4,411,000 | 0 | 0 | ||
TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 1,089 | 1,105,000 | PRN | DFND | 1 | 1,105,000 | 0 | 0 | |
TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 4,730 | 4,798,000 | PRN | SOLE | 4,798,000 | 0 | 0 | ||
TEXAS INSTRS INC | COM | 882508104 | 366 | 3,204 | SH | SOLE | 3,204 | 0 | 0 | ||
THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 163 | 189,000 | PRN | DFND | 2 | 189,000 | 0 | 0 | |
THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 1,207 | 1,397,000 | PRN | DFND | 3 | 1,397,000 | 0 | 0 | |
THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 1,006 | 1,164,000 | PRN | SOLE | 1,164,000 | 0 | 0 | ||
THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 2,240 | 2,136,000 | PRN | SOLE | 2,136,000 | 0 | 0 | ||
THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 298 | 284,000 | PRN | DFND | 2 | 284,000 | 0 | 0 | |
THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 2,706 | 2,580,000 | PRN | DFND | 3 | 2,580,000 | 0 | 0 | |
THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 447 | 1,520 | SH | SOLE | 1,520 | 0 | 0 | ||
TJX COS INC NEW | COM | 872540109 | 321 | 6,070 | SH | SOLE | 6,070 | 0 | 0 | ||
TRANSOCEAN INC | DEB 0.500% 1/3 | 893830BJ7 | 836 | 845,000 | PRN | DFND | 1 | 845,000 | 0 | 0 | |
TRANSOCEAN INC | DEB 0.500% 1/3 | 893830BJ7 | 3,351 | 3,383,000 | PRN | SOLE | 3,383,000 | 0 | 0 | ||
TWILIO INC | NOTE 0.250% 6/0 | 90138FAB8 | 1,284 | 640,000 | PRN | DFND | 1 | 640,000 | 0 | 0 | |
TWILIO INC | NOTE 0.250% 6/0 | 90138FAB8 | 195 | 97,000 | PRN | DFND | 2 | 97,000 | 0 | 0 | |
TWILIO INC | NOTE 0.250% 6/0 | 90138FAB8 | 1,392 | 694,000 | PRN | DFND | 3 | 694,000 | 0 | 0 | |
TWILIO INC | NOTE 0.250% 6/0 | 90138FAB8 | 7,143 | 3,563,000 | PRN | SOLE | 3,563,000 | 0 | 0 | ||
TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 1,578 | 1,620,000 | PRN | DFND | 1 | 1,620,000 | 0 | 0 | |
TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 8,291 | 8,514,000 | PRN | SOLE | 8,514,000 | 0 | 0 | ||
TWITTER INC | NOTE 0.250% 9/1 | 90184LAB8 | 120 | 120,000 | PRN | SOLE | 120,000 | 0 | 0 | ||
TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAA9 | 1,143 | 1,135,000 | PRN | DFND | 1 | 1,135,000 | 0 | 0 | |
TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAA9 | 335 | 333,000 | PRN | DFND | 2 | 333,000 | 0 | 0 | |
TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAA9 | 2,256 | 2,241,000 | PRN | DFND | 3 | 2,241,000 | 0 | 0 | |
TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAA9 | 7,173 | 7,130,000 | PRN | SOLE | 7,130,000 | 0 | 0 | ||
UNION PACIFIC CORP | COM | 907818108 | 495 | 2,921 | SH | SOLE | 2,921 | 0 | 0 | ||
UNITED TECHNOLOGIES CORP | COM | 913017109 | 246 | 1,888 | SH | SOLE | 1,888 | 0 | 0 | ||
UNITEDHEALTH GROUP INC | COM | 91324P102 | 855 | 3,500 | SH | SOLE | 3,500 | 0 | 0 | ||
VEECO INSTRS INC DEL | NOTE 2.700% 1/1 | 922417AD2 | 1,025 | 1,155,000 | PRN | SOLE | 1,155,000 | 0 | 0 | ||
VEECO INSTRS INC DEL | NOTE 2.700% 1/1 | 922417AD2 | 169 | 190,000 | PRN | DFND | 2 | 190,000 | 0 | 0 | |
VEECO INSTRS INC DEL | NOTE 2.700% 1/1 | 922417AD2 | 1,335 | 1,505,000 | PRN | DFND | 3 | 1,505,000 | 0 | 0 | |
VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 1,350 | 1,260,000 | PRN | DFND | 1 | 1,260,000 | 0 | 0 | |
VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 7,084 | 6,609,000 | PRN | SOLE | 6,609,000 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 681 | 11,879 | SH | SOLE | 11,879 | 0 | 0 | ||
VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 6,360 | 5,420,000 | PRN | SOLE | 5,420,000 | 0 | 0 | ||
VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 1,497 | 1,275,000 | PRN | DFND | 1 | 1,275,000 | 0 | 0 | |
VIRTUS INVT PARTNERS INC | PFD CV SER D | 92828Q208 | 915 | 9,685 | SH | SOLE | 9,685 | 0 | 0 | ||
VIRTUS INVT PARTNERS INC | PFD CV SER D | 92828Q208 | 1,131 | 11,971 | SH | DFND | 3 | 11,971 | 0 | 0 | |
VIRTUS INVT PARTNERS INC | PFD CV SER D | 92828Q208 | 151 | 1,594 | SH | DFND | 2 | 1,594 | 0 | 0 | |
VISA INC | COM CL A | 92826C839 | 687 | 3,954 | SH | SOLE | 3,954 | 0 | 0 | ||
WALMART INC | COM | 931142103 | 287 | 2,602 | SH | SOLE | 2,602 | 0 | 0 | ||
WAYFAIR INC | NOTE 0.375% 9/0 | 94419LAB7 | 481 | 318,000 | PRN | DFND | 2 | 318,000 | 0 | 0 | |
WAYFAIR INC | NOTE 0.375% 9/0 | 94419LAB7 | 3,636 | 2,402,000 | PRN | DFND | 3 | 2,402,000 | 0 | 0 | |
WAYFAIR INC | NOTE 0.375% 9/0 | 94419LAB7 | 3,677 | 2,428,000 | PRN | SOLE | 2,428,000 | 0 | 0 | ||
WEIBO CORP | NOTE 1.250%11/1 | 948596AC5 | 187 | 198,000 | PRN | DFND | 2 | 198,000 | 0 | 0 | |
WEIBO CORP | NOTE 1.250%11/1 | 948596AC5 | 1,411 | 1,495,000 | PRN | DFND | 3 | 1,495,000 | 0 | 0 | |
WEIBO CORP | NOTE 1.250%11/1 | 948596AC5 | 1,139 | 1,207,000 | PRN | SOLE | 1,207,000 | 0 | 0 | ||
WELLS FARGO & CO | MTNF 0.125% 2/2 | 94986RVY4 | 1,012 | 1,031,000 | PRN | SOLE | 1,031,000 | 0 | 0 | ||
WELLS FARGO CO NEW | COM | 949746101 | 376 | 7,923 | SH | SOLE | 7,923 | 0 | 0 | ||
WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 5,416 | 3,970 | SH | DFND | 1 | 3,970 | 0 | 0 | |
WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 246 | 180 | SH | DFND | 2 | 180 | 0 | 0 | |
WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 1,896 | 1,390 | SH | DFND | 3 | 1,390 | 0 | 0 | |
WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 25,927 | 19,001 | SH | SOLE | 19,001 | 0 | 0 | ||
WESTERN ASSET MTG CAP CORP | NOTE 6.750%10/0 | 95790DAA3 | 111 | 112,000 | PRN | SOLE | 112,000 | 0 | 0 | ||
WHITING PETE CORP NEW | NOTE 1.250% 4/0 | 966387AL6 | 4,651 | 4,806,000 | PRN | SOLE | 4,806,000 | 0 | 0 | ||
WHITING PETE CORP NEW | NOTE 1.250% 4/0 | 966387AL6 | 1,335 | 1,380,000 | PRN | DFND | 1 | 1,380,000 | 0 | 0 | |
WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 3,055 | 2,040,000 | PRN | DFND | 1 | 2,040,000 | 0 | 0 | |
WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 343 | 229,000 | PRN | DFND | 2 | 229,000 | 0 | 0 | |
WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 2,290 | 1,529,000 | PRN | DFND | 3 | 1,529,000 | 0 | 0 | |
WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 17,174 | 11,471,000 | PRN | SOLE | 11,471,000 | 0 | 0 | ||
WORLD WRESTLING ENTMT INC | NOTE 3.375%12/1 | 98156QAB4 | 731 | 245,000 | PRN | DFND | 1 | 245,000 | 0 | 0 | |
WORLD WRESTLING ENTMT INC | NOTE 3.375%12/1 | 98156QAB4 | 3,557 | 1,190,000 | PRN | SOLE | 1,190,000 | 0 | 0 | ||
WRIGHT MED GROUP N V | NOTE 2.250%11/1 | 98236JAB4 | 397 | 268,000 | PRN | DFND | 2 | 268,000 | 0 | 0 | |
WRIGHT MED GROUP N V | NOTE 2.250%11/1 | 98236JAB4 | 2,635 | 1,779,000 | PRN | DFND | 3 | 1,779,000 | 0 | 0 | |
WRIGHT MED GROUP N V | NOTE 2.250%11/1 | 98236JAB4 | 2,496 | 1,685,000 | PRN | SOLE | 1,685,000 | 0 | 0 | ||
ZENDESK INC | NOTE 0.250% 3/1 | 98936JAB7 | 1,423 | 930,000 | PRN | DFND | 1 | 930,000 | 0 | 0 | |
ZENDESK INC | NOTE 0.250% 3/1 | 98936JAB7 | 7,374 | 4,819,000 | PRN | SOLE | 4,819,000 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 1.500% 7/0 | 98954MAC5 | 86 | 87,000 | PRN | SOLE | 87,000 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 2.000%12/0 | 98954MAB7 | 798 | 705,000 | PRN | DFND | 1 | 705,000 | 0 | 0 | |
ZILLOW GROUP INC | NOTE 2.000%12/0 | 98954MAB7 | 319 | 282,000 | PRN | DFND | 2 | 282,000 | 0 | 0 | |
ZILLOW GROUP INC | NOTE 2.000%12/0 | 98954MAB7 | 2,158 | 1,907,000 | PRN | DFND | 3 | 1,907,000 | 0 | 0 | |
ZILLOW GROUP INC | NOTE 2.000%12/0 | 98954MAB7 | 5,205 | 4,600,000 | PRN | SOLE | 4,600,000 | 0 | 0 |