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 | 237 | 1,333 | SH | SOLE | 1,333 | 0 | 0 | ||
| ABBOTT LABS | COM | 002824100 | 465 | 5,348 | SH | SOLE | 5,348 | 0 | 0 | ||
| ABBVIE INC | COM | 00287Y109 | 300 | 3,380 | SH | SOLE | 3,380 | 0 | 0 | ||
| ACCENTURE PLC IRELAND | SHS CLASS A | G1151C101 | 269 | 1,275 | SH | SOLE | 1,275 | 0 | 0 | ||
| ADOBE INC | COM | 00724F101 | 310 | 941 | SH | SOLE | 941 | 0 | 0 | ||
| ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 1,507 | 260,000 | PRN | DFND | 1 | 260,000 | 0 | 0 | |
| ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 6,875 | 1,186,000 | PRN | SOLE | 1,186,000 | 0 | 0 | ||
| AEROJET ROCKETDYNE HLDGS INC | NOTE 2.250%12/1 | 007800AB1 | 287 | 158,000 | PRN | DFND | 2 | 158,000 | 0 | 0 | |
| AEROJET ROCKETDYNE HLDGS INC | NOTE 2.250%12/1 | 007800AB1 | 1,142 | 629,000 | PRN | DFND | 3 | 629,000 | 0 | 0 | |
| AEROJET ROCKETDYNE HLDGS INC | NOTE 2.250%12/1 | 007800AB1 | 1,559 | 858,000 | PRN | SOLE | 858,000 | 0 | 0 | ||
| AIR PRODS & CHEMS INC | COM | 009158106 | 325 | 1,388 | SH | SOLE | 1,388 | 0 | 0 | ||
| AIR TRANSPORT SERVICES GRP I | NOTE 1.125%10/1 | 00922RAB1 | 1,484 | 1,525,000 | PRN | DFND | 1 | 1,525,000 | 0 | 0 | |
| AIR TRANSPORT SERVICES GRP I | NOTE 1.125%10/1 | 00922RAB1 | 6,712 | 6,898,000 | PRN | SOLE | 6,898,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 3,745 | 3,390,000 | PRN | DFND | 1 | 3,390,000 | 0 | 0 | |
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 17,596 | 15,928,000 | PRN | SOLE | 15,928,000 | 0 | 0 | ||
| ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741RAG7 | 682 | 429,000 | PRN | SOLE | 429,000 | 0 | 0 | ||
| ALPHABET INC | CAP STK CL A | 02079K305 | 1,619 | 1,208 | SH | SOLE | 1,208 | 0 | 0 | ||
| ALZA CORP | SDCV 7/2 | 02261WAB5 | 202 | 101,000 | PRN | SOLE | 101,000 | 0 | 0 | ||
| AMAZON COM INC | COM | 023135106 | 1,648 | 892 | SH | SOLE | 892 | 0 | 0 | ||
| AMERICAN ELEC PWR CO INC | UNIT 03/15/2022 | 025537127 | 985 | 18,200 | SH | DFND | 1 | 18,200 | 0 | 0 | |
| AMERICAN ELEC PWR CO INC | UNIT 03/15/2022 | 025537127 | 5,372 | 99,290 | SH | SOLE | 99,290 | 0 | 0 | ||
| AMERICAN RLTY CAP PPTYS INC | NOTE 3.750%12/1 | 02917TAB0 | 5,713 | 5,645,000 | PRN | SOLE | 5,645,000 | 0 | 0 | ||
| AMGEN INC | COM | 031162100 | 512 | 2,128 | SH | SOLE | 2,128 | 0 | 0 | ||
| AMPHENOL CORP NEW | CL A | 032095101 | 244 | 2,275 | SH | SOLE | 2,275 | 0 | 0 | ||
| ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 24,101 | 5,738,000 | PRN | SOLE | 5,738,000 | 0 | 0 | ||
| ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 1,260 | 300,000 | PRN | DFND | 1 | 300,000 | 0 | 0 | |
| APOLLO COML REAL EST FIN INC | NOTE 4.750% 8/2 | 03762UAB1 | 978 | 974,000 | PRN | SOLE | 974,000 | 0 | 0 | ||
| APOLLO COML REAL EST FIN INC | NOTE 4.750% 8/2 | 03762UAB1 | 234 | 233,000 | PRN | DFND | 2 | 233,000 | 0 | 0 | |
| APOLLO COML REAL EST FIN INC | NOTE 4.750% 8/2 | 03762UAB1 | 861 | 857,000 | PRN | DFND | 3 | 857,000 | 0 | 0 | |
| APOLLO COML REAL EST FIN INC | NOTE 5.375%10/1 | 03762UAC9 | 611 | 603,000 | PRN | DFND | 2 | 603,000 | 0 | 0 | |
| APOLLO COML REAL EST FIN INC | NOTE 5.375%10/1 | 03762UAC9 | 2,070 | 2,043,000 | PRN | DFND | 3 | 2,043,000 | 0 | 0 | |
| APOLLO COML REAL EST FIN INC | NOTE 5.375%10/1 | 03762UAC9 | 2,132 | 2,104,000 | PRN | SOLE | 2,104,000 | 0 | 0 | ||
| APPLE INC | COM | 037833100 | 2,583 | 8,797 | SH | SOLE | 8,797 | 0 | 0 | ||
| APPLIED MATLS INC | COM | 038222105 | 216 | 3,504 | SH | SOLE | 3,504 | 0 | 0 | ||
| AQUA AMERICA INC | UNIT 04/30/2022 | 03836W202 | 1,030 | 16,515 | SH | DFND | 1 | 16,515 | 0 | 0 | |
| AQUA AMERICA INC | UNIT 04/30/2022 | 03836W202 | 4,743 | 76,050 | SH | SOLE | 76,050 | 0 | 0 | ||
| ARES CAP CORP | COM | 04010L103 | 213 | 11,460 | SH | SOLE | 11,460 | 0 | 0 | ||
| ARES CAP CORP | NOTE 3.750% 2/0 | 04010LAT0 | 8,180 | 7,893,000 | PRN | SOLE | 7,893,000 | 0 | 0 | ||
| ARES CAP CORP | NOTE 4.625% 3/0 | 04010LAW3 | 3,621 | 3,414,000 | PRN | SOLE | 3,414,000 | 0 | 0 | ||
| ASSURANT INC | 6.50% CONV PFD D | 04621X207 | 652 | 5,070 | SH | SOLE | 5,070 | 0 | 0 | ||
| AT&T INC | COM | 00206R102 | 644 | 16,471 | SH | SOLE | 16,471 | 0 | 0 | ||
| AVANTOR INC | 6.25 PFD CNV SR | 05352A209 | 596 | 9,458 | SH | DFND | 2 | 9,458 | 0 | 0 | |
| AVANTOR INC | 6.25 PFD CNV SR | 05352A209 | 1,720 | 27,308 | SH | DFND | 3 | 27,308 | 0 | 0 | |
| AVANTOR INC | 6.25 PFD CNV SR | 05352A209 | 1,162 | 18,440 | SH | DFND | 1 | 18,440 | 0 | 0 | |
| AVANTOR INC | 6.25 PFD CNV SR | 05352A209 | 7,783 | 123,534 | SH | SOLE | 123,534 | 0 | 0 | ||
| BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 5,600 | 3,865 | SH | DFND | 1 | 3,865 | 0 | 0 | |
| BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 22,499 | 15,527 | SH | SOLE | 15,527 | 0 | 0 | ||
| BANK AMER CORP | COM | 060505104 | 875 | 24,807 | SH | SOLE | 24,807 | 0 | 0 | ||
| BANK NEW YORK MELLON CORP | COM | 064058100 | 202 | 4,014 | SH | SOLE | 4,014 | 0 | 0 | ||
| BECTON DICKINSON & CO | COM | 075887109 | 228 | 836 | SH | SOLE | 836 | 0 | 0 | ||
| BECTON DICKINSON & CO | PFD SHS CONV A | 075887208 | 16,465 | 251,497 | SH | SOLE | 251,497 | 0 | 0 | ||
| BECTON DICKINSON & CO | PFD SHS CONV A | 075887208 | 3,600 | 55,000 | SH | DFND | 1 | 55,000 | 0 | 0 | |
| BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 867 | 3,826 | SH | SOLE | 3,826 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 1,611 | 1,525,000 | PRN | DFND | 1 | 1,525,000 | 0 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 6,321 | 5,986,000 | PRN | SOLE | 5,986,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.500%10/1 | 09061GAF8 | 589 | 543,000 | PRN | SOLE | 543,000 | 0 | 0 | ||
| BLACKSTONE MTG TR INC | NOTE 4.375% 5/0 | 09257WAB6 | 2,388 | 2,250,000 | PRN | DFND | 1 | 2,250,000 | 0 | 0 | |
| BLACKSTONE MTG TR INC | NOTE 4.375% 5/0 | 09257WAB6 | 12,208 | 11,500,000 | PRN | SOLE | 11,500,000 | 0 | 0 | ||
| BOEING CO | COM | 097023105 | 269 | 823 | SH | SOLE | 823 | 0 | 0 | ||
| BOINGO WIRELESS INC | NOTE 1.000%10/0 | 09739CAB8 | 921 | 1,042,000 | PRN | DFND | 3 | 1,042,000 | 0 | 0 | |
| BOINGO WIRELESS INC | NOTE 1.000%10/0 | 09739CAB8 | 1,040 | 1,177,000 | PRN | SOLE | 1,177,000 | 0 | 0 | ||
| BOINGO WIRELESS INC | NOTE 1.000%10/0 | 09739CAB8 | 248 | 281,000 | PRN | DFND | 2 | 281,000 | 0 | 0 | |
| BOOKING HLDGS INC | COM | 09857L108 | 246 | 120 | SH | SOLE | 120 | 0 | 0 | ||
| BRISTOL MYERS SQUIBB CO | COM | 110122108 | 297 | 4,616 | SH | SOLE | 4,616 | 0 | 0 | ||
| BROADCOM INC | 8% CNV PFD SER A | 11135F200 | 4,319 | 3,700 | SH | DFND | 1 | 3,700 | 0 | 0 | |
| BROADCOM INC | 8% CNV PFD SER A | 11135F200 | 19,771 | 16,939 | SH | SOLE | 16,939 | 0 | 0 | ||
| BROADCOM INC | COM | 11135F101 | 316 | 992 | SH | SOLE | 992 | 0 | 0 | ||
| CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686AA1 | 1,403 | 730,000 | PRN | DFND | 1 | 730,000 | 0 | 0 | |
| CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686AA1 | 5,910 | 3,076,000 | PRN | SOLE | 3,076,000 | 0 | 0 | ||
| CEMEX SAB DE CV | NOTE 3.720% 3/1 | 151290BT9 | 125 | 125,000 | PRN | DFND | 2 | 125,000 | 0 | 0 | |
| CEMEX SAB DE CV | NOTE 3.720% 3/1 | 151290BT9 | 522 | 521,000 | PRN | SOLE | 521,000 | 0 | 0 | ||
| CEMEX SAB DE CV | NOTE 3.720% 3/1 | 151290BT9 | 355 | 354,000 | PRN | DFND | 3 | 354,000 | 0 | 0 | |
| CENTERPOINT ENERGY INC | DEP RP PFD CV B | 15189T503 | 902 | 18,500 | SH | DFND | 1 | 18,500 | 0 | 0 | |
| CENTERPOINT ENERGY INC | DEP RP PFD CV B | 15189T503 | 480 | 9,856 | SH | DFND | 2 | 9,856 | 0 | 0 | |
| CENTERPOINT ENERGY INC | DEP RP PFD CV B | 15189T503 | 1,320 | 27,091 | SH | DFND | 3 | 27,091 | 0 | 0 | |
| CENTERPOINT ENERGY INC | DEP RP PFD CV B | 15189T503 | 5,466 | 112,113 | SH | SOLE | 112,113 | 0 | 0 | ||
| CHANGE HEALTHCARE INC | UNIT 99/99/9999 | 15912K209 | 500 | 8,327 | SH | DFND | 2 | 8,327 | 0 | 0 | |
| CHANGE HEALTHCARE INC | UNIT 99/99/9999 | 15912K209 | 1,420 | 23,664 | SH | DFND | 3 | 23,664 | 0 | 0 | |
| CHANGE HEALTHCARE INC | UNIT 99/99/9999 | 15912K209 | 1,092 | 18,195 | SH | DFND | 1 | 18,195 | 0 | 0 | |
| CHANGE HEALTHCARE INC | UNIT 99/99/9999 | 15912K209 | 6,500 | 108,374 | SH | SOLE | 108,374 | 0 | 0 | ||
| CHEGG INC | NOTE 0.250% 5/1 | 163092AB5 | 489 | 322,000 | PRN | DFND | 2 | 322,000 | 0 | 0 | |
| CHEGG INC | NOTE 0.250% 5/1 | 163092AB5 | 1,449 | 954,000 | PRN | DFND | 3 | 954,000 | 0 | 0 | |
| CHEGG INC | NOTE 0.250% 5/1 | 163092AB5 | 2,352 | 1,549,000 | PRN | SOLE | 1,549,000 | 0 | 0 | ||
| CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 10,829 | 13,747,000 | PRN | SOLE | 13,747,000 | 0 | 0 | ||
| CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 1,792 | 2,275,000 | PRN | DFND | 1 | 2,275,000 | 0 | 0 | |
| CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 629 | 799,000 | PRN | DFND | 2 | 799,000 | 0 | 0 | |
| CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 1,921 | 2,439,000 | PRN | DFND | 3 | 2,439,000 | 0 | 0 | |
| CHEVRON CORP NEW | COM | 166764100 | 414 | 3,436 | SH | SOLE | 3,436 | 0 | 0 | ||
| CHUBB LIMITED | COM | H1467J104 | 205 | 1,315 | SH | SOLE | 1,315 | 0 | 0 | ||
| CISCO SYS INC | COM | 17275R102 | 569 | 11,863 | SH | SOLE | 11,863 | 0 | 0 | ||
| CITIGROUP INC | COM NEW | 172967424 | 649 | 8,131 | SH | SOLE | 8,131 | 0 | 0 | ||
| CLEVELAND CLIFFS INC | DBCV 1.500% 1/1 | 185899AA9 | 700 | 585,000 | PRN | DFND | 1 | 585,000 | 0 | 0 | |
| CLEVELAND CLIFFS INC | DBCV 1.500% 1/1 | 185899AA9 | 602 | 503,000 | PRN | DFND | 2 | 503,000 | 0 | 0 | |
| CLEVELAND CLIFFS INC | DBCV 1.500% 1/1 | 185899AA9 | 1,711 | 1,431,000 | PRN | DFND | 3 | 1,431,000 | 0 | 0 | |
| CLEVELAND CLIFFS INC | DBCV 1.500% 1/1 | 185899AA9 | 4,356 | 3,643,000 | PRN | SOLE | 3,643,000 | 0 | 0 | ||
| COCA COLA CO | COM | 191216100 | 579 | 10,482 | SH | SOLE | 10,482 | 0 | 0 | ||
| COLFAX CORP | UNIT 01/15/2022T | 194014205 | 5,649 | 35,878 | SH | SOLE | 35,878 | 0 | 0 | ||
| COLFAX CORP | UNIT 01/15/2022T | 194014205 | 1,699 | 10,786 | SH | DFND | 3 | 10,786 | 0 | 0 | |
| COLFAX CORP | UNIT 01/15/2022T | 194014205 | 853 | 5,415 | SH | DFND | 1 | 5,415 | 0 | 0 | |
| COLFAX CORP | UNIT 01/15/2022T | 194014205 | 523 | 3,321 | SH | DFND | 2 | 3,321 | 0 | 0 | |
| COLONY CAP INC | NOTE 5.000% 4/1 | 19624RAA4 | 154 | 155,000 | PRN | SOLE | 155,000 | 0 | 0 | ||
| COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625XAB8 | 6,937 | 5,155,000 | PRN | SOLE | 5,155,000 | 0 | 0 | ||
| COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625XAB8 | 1,117 | 830,000 | PRN | DFND | 1 | 830,000 | 0 | 0 | |
| COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625XAB8 | 681 | 506,000 | PRN | DFND | 2 | 506,000 | 0 | 0 | |
| COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625XAB8 | 1,696 | 1,261,000 | PRN | DFND | 3 | 1,261,000 | 0 | 0 | |
| COMCAST CORP NEW | CL A | 20030N101 | 509 | 11,358 | SH | SOLE | 11,358 | 0 | 0 | ||
| CONOCOPHILLIPS | COM | 20825C104 | 203 | 3,099 | SH | SOLE | 3,099 | 0 | 0 | ||
| COSTCO WHSL CORP NEW | COM | 22160K105 | 403 | 1,366 | SH | SOLE | 1,366 | 0 | 0 | ||
| COUPA SOFTWARE INC | NOTE 0.375% 1/1 | 22266LAB2 | 227 | 69,000 | PRN | SOLE | 69,000 | 0 | 0 | ||
| CREE INC | NOTE 0.875% 9/0 | 225447AB7 | 4,458 | 4,209,000 | PRN | SOLE | 4,209,000 | 0 | 0 | ||
| CREE INC | NOTE 0.875% 9/0 | 225447AB7 | 662 | 625,000 | PRN | DFND | 1 | 625,000 | 0 | 0 | |
| CREE INC | NOTE 0.875% 9/0 | 225447AB7 | 431 | 407,000 | PRN | DFND | 2 | 407,000 | 0 | 0 | |
| CREE INC | NOTE 0.875% 9/0 | 225447AB7 | 1,279 | 1,208,000 | PRN | DFND | 3 | 1,208,000 | 0 | 0 | |
| CROWN CASTLE INTL CORP NEW | 6.875% CON PFD A | 22822V309 | 2,589 | 2,020 | SH | DFND | 1 | 2,020 | 0 | 0 | |
| CROWN CASTLE INTL CORP NEW | 6.875% CON PFD A | 22822V309 | 11,516 | 8,987 | SH | SOLE | 8,987 | 0 | 0 | ||
| CSG SYS INTL INC | NOTE 4.250% 3/1 | 126349AF6 | 1,718 | 1,503,000 | PRN | SOLE | 1,503,000 | 0 | 0 | ||
| CVS HEALTH CORP | COM | 126650100 | 228 | 3,068 | SH | SOLE | 3,068 | 0 | 0 | ||
| DANAHER CORPORATION | 4.75 MND CV PFD | 235851300 | 2,977 | 2,525 | SH | DFND | 1 | 2,525 | 0 | 0 | |
| DANAHER CORPORATION | 4.75 MND CV PFD | 235851300 | 13,850 | 11,750 | SH | SOLE | 11,750 | 0 | 0 | ||
| DANAHER CORPORATION | COM | 235851102 | 351 | 2,291 | SH | SOLE | 2,291 | 0 | 0 | ||
| DANAHER CORPORATION | DBCV 1/2 | 235851AF9 | 978 | 167,000 | PRN | SOLE | 167,000 | 0 | 0 | ||
| DBX ETF TR | XTRACK USD HIGH | 233051432 | 205 | 4,071 | SH | SOLE | 4,071 | 0 | 0 | ||
| DELTA AIR LINES INC DEL | COM NEW | 247361702 | 329 | 5,619 | SH | SOLE | 5,619 | 0 | 0 | ||
| DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 14,619 | 9,870,000 | PRN | SOLE | 9,870,000 | 0 | 0 | ||
| DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 3,533 | 2,385,000 | PRN | DFND | 1 | 2,385,000 | 0 | 0 | |
| DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470MAB5 | 3,367 | 3,500,000 | PRN | DFND | 1 | 3,500,000 | 0 | 0 | |
| DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470MAB5 | 13,282 | 13,806,000 | PRN | SOLE | 13,806,000 | 0 | 0 | ||
| DISNEY WALT CO | COM DISNEY | 254687106 | 638 | 4,436 | SH | SOLE | 4,436 | 0 | 0 | ||
| DOCUSIGN INC | NOTE 0.500% 9/1 | 256163AB2 | 1,273 | 1,025,000 | PRN | DFND | 1 | 1,025,000 | 0 | 0 | |
| DOCUSIGN INC | NOTE 0.500% 9/1 | 256163AB2 | 4,384 | 3,531,000 | PRN | SOLE | 3,531,000 | 0 | 0 | ||
| DOMINION ENERGY INC | UNIT 99/99/9999 | 25746U133 | 1,805 | 16,900 | SH | DFND | 1 | 16,900 | 0 | 0 | |
| DOMINION ENERGY INC | UNIT 99/99/9999 | 25746U133 | 7,388 | 69,173 | SH | SOLE | 69,173 | 0 | 0 | ||
| DOMINION ENERGY INC | UNIT 99/99/9999 | 25746U133 | 77 | 723 | SH | DFND | 2 | 723 | 0 | 0 | |
| DOMINION ENERGY INC | UNIT 99/99/9999 | 25746U133 | 525 | 4,912 | SH | DFND | 3 | 4,912 | 0 | 0 | |
| DTE ENERGY CO | UNIT 11/01/2022S | 233331842 | 302 | 5,898 | SH | DFND | 2 | 5,898 | 0 | 0 | |
| DTE ENERGY CO | UNIT 11/01/2022S | 233331842 | 859 | 16,762 | SH | DFND | 3 | 16,762 | 0 | 0 | |
| DTE ENERGY CO | UNIT 11/01/2022S | 233331842 | 1,017 | 19,840 | SH | SOLE | 19,840 | 0 | 0 | ||
| EATON CORP PLC | SHS | G29183103 | 233 | 2,471 | SH | SOLE | 2,471 | 0 | 0 | ||
| ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 947 | 890,000 | PRN | SOLE | 890,000 | 0 | 0 | ||
| ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 829 | 778,000 | PRN | DFND | 3 | 778,000 | 0 | 0 | |
| ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 267 | 251,000 | PRN | DFND | 2 | 251,000 | 0 | 0 | |
| ENCORE CAP GROUP INC | NOTE 2.875% 3/1 | 292554AH5 | 260 | 265,000 | PRN | DFND | 2 | 265,000 | 0 | 0 | |
| ENCORE CAP GROUP INC | NOTE 2.875% 3/1 | 292554AH5 | 887 | 903,000 | PRN | DFND | 3 | 903,000 | 0 | 0 | |
| ENCORE CAP GROUP INC | NOTE 2.875% 3/1 | 292554AH5 | 982 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 512 | 508,000 | PRN | DFND | 3 | 508,000 | 0 | 0 | |
| ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 452 | 449,000 | PRN | SOLE | 449,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 43 | 43,000 | PRN | DFND | 2 | 43,000 | 0 | 0 | |
| ENERGIZER HLDGS INC NEW | 7.5 MCNV PFD A | 29272W208 | 774 | 7,400 | SH | DFND | 1 | 7,400 | 0 | 0 | |
| ENERGIZER HLDGS INC NEW | 7.5 MCNV PFD A | 29272W208 | 5,576 | 53,309 | SH | SOLE | 53,309 | 0 | 0 | ||
| ENERGIZER HLDGS INC NEW | 7.5 MCNV PFD A | 29272W208 | 672 | 6,429 | SH | DFND | 2 | 6,429 | 0 | 0 | |
| ENERGIZER HLDGS INC NEW | 7.5 MCNV PFD A | 29272W208 | 2,023 | 19,342 | SH | DFND | 3 | 19,342 | 0 | 0 | |
| ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 1,258 | 1,051,000 | PRN | DFND | 1 | 1,051,000 | 0 | 0 | |
| ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 451 | 377,000 | PRN | DFND | 2 | 377,000 | 0 | 0 | |
| ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 1,332 | 1,113,000 | PRN | DFND | 3 | 1,113,000 | 0 | 0 | |
| ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 7,078 | 5,914,000 | PRN | SOLE | 5,914,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 2,024 | 1,790,000 | PRN | DFND | 1 | 1,790,000 | 0 | 0 | |
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 8,414 | 7,442,000 | PRN | SOLE | 7,442,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 1,978 | 1,370,000 | PRN | SOLE | 1,370,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 318 | 220,000 | PRN | DFND | 2 | 220,000 | 0 | 0 | |
| EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 1,178 | 816,000 | PRN | DFND | 3 | 816,000 | 0 | 0 | |
| EXXON MOBIL CORP | COM | 30231G102 | 388 | 5,578 | SH | SOLE | 5,578 | 0 | 0 | ||
| FACEBOOK INC | CL A | 30303M102 | 1,183 | 5,774 | SH | SOLE | 5,774 | 0 | 0 | ||
| FIREEYE INC | NOTE 0.875% 6/0 | 31816QAF8 | 849 | 845,000 | PRN | DFND | 1 | 845,000 | 0 | 0 | |
| FIREEYE INC | NOTE 0.875% 6/0 | 31816QAF8 | 2,571 | 2,558,000 | PRN | SOLE | 2,558,000 | 0 | 0 | ||
| FIREEYE INC | NOTE 1.625% 6/0 | 31816QAD3 | 846 | 876,000 | PRN | SOLE | 876,000 | 0 | 0 | ||
| FIREEYE INC | NOTE 1.625% 6/0 | 31816QAD3 | 363 | 376,000 | PRN | DFND | 3 | 376,000 | 0 | 0 | |
| FIREEYE INC | NOTE 1.625% 6/0 | 31816QAD3 | 239 | 248,000 | PRN | DFND | 2 | 248,000 | 0 | 0 | |
| FIRST MAJESTIC SILVER CORP | NOTE 1.875% 3/0 | 32076VAB9 | 1,264 | 893,000 | PRN | DFND | 3 | 893,000 | 0 | 0 | |
| FIRST MAJESTIC SILVER CORP | NOTE 1.875% 3/0 | 32076VAB9 | 1,554 | 1,098,000 | PRN | SOLE | 1,098,000 | 0 | 0 | ||
| FIRST MAJESTIC SILVER CORP | NOTE 1.875% 3/0 | 32076VAB9 | 367 | 259,000 | PRN | DFND | 2 | 259,000 | 0 | 0 | |
| FIRST TR EXCHANGE TRADED FD | CAP STRENGTH ETF | 33733E104 | 2,811 | 46,561 | SH | SOLE | 46,561 | 0 | 0 | ||
| FIRST TR EXCHANGE TRADED FD | FST LOW OPPT EFT | 33739Q200 | 8,321 | 160,717 | SH | SOLE | 160,717 | 0 | 0 | ||
| FIRST TR EXCHANGE TRADED FD | SSI STRG ETF | 33739Q507 | 314 | 9,490 | SH | SOLE | 9,490 | 0 | 0 | ||
| FIVE9 INC | NOTE 0.125% 5/0 | 338307AB7 | 2,185 | 1,296,000 | PRN | SOLE | 1,296,000 | 0 | 0 | ||
| FORESTAR GROUP INC | NOTE 3.750% 3/0 | 346232AB7 | 165 | 165,000 | PRN | DFND | 2 | 165,000 | 0 | 0 | |
| FORESTAR GROUP INC | NOTE 3.750% 3/0 | 346232AB7 | 920 | 920,000 | PRN | DFND | 3 | 920,000 | 0 | 0 | |
| FORESTAR GROUP INC | NOTE 3.750% 3/0 | 346232AB7 | 915 | 915,000 | PRN | SOLE | 915,000 | 0 | 0 | ||
| FORTIVE CORP | 5% PFD CNV SER A | 34959J207 | 1,294 | 1,330 | SH | DFND | 1 | 1,330 | 0 | 0 | |
| FORTIVE CORP | 5% PFD CNV SER A | 34959J207 | 460 | 473 | SH | DFND | 2 | 473 | 0 | 0 | |
| FORTIVE CORP | 5% PFD CNV SER A | 34959J207 | 1,322 | 1,359 | SH | DFND | 3 | 1,359 | 0 | 0 | |
| FORTIVE CORP | 5% PFD CNV SER A | 34959J207 | 7,833 | 8,051 | SH | SOLE | 8,051 | 0 | 0 | ||
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 1,775 | 1,419,000 | PRN | DFND | 3 | 1,419,000 | 0 | 0 | |
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 10,965 | 8,760,000 | PRN | SOLE | 8,760,000 | 0 | 0 | ||
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 591 | 472,000 | PRN | DFND | 2 | 472,000 | 0 | 0 | |
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 2,315 | 1,850,000 | PRN | DFND | 1 | 1,850,000 | 0 | 0 | |
| GILEAD SCIENCES INC | COM | 375558103 | 207 | 3,231 | SH | SOLE | 3,231 | 0 | 0 | ||
| GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 228 | 219,000 | PRN | DFND | 2 | 219,000 | 0 | 0 | |
| GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 843 | 810,000 | PRN | DFND | 3 | 810,000 | 0 | 0 | |
| GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 1,011 | 971,000 | PRN | SOLE | 971,000 | 0 | 0 | ||
| GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 1,216 | 1,035,000 | PRN | DFND | 1 | 1,035,000 | 0 | 0 | |
| GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 5,685 | 4,838,000 | PRN | SOLE | 4,838,000 | 0 | 0 | ||
| HANNON ARMSTRONG SUST INFR C | NOTE 4.125% 9/0 | 41068XAB6 | 1,453 | 1,203,000 | PRN | SOLE | 1,203,000 | 0 | 0 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 5,228 | 4,051,000 | PRN | SOLE | 4,051,000 | 0 | 0 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 1,099 | 852,000 | PRN | DFND | 3 | 852,000 | 0 | 0 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 210 | 163,000 | PRN | DFND | 2 | 163,000 | 0 | 0 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 1,051 | 815,000 | PRN | DFND | 1 | 815,000 | 0 | 0 | |
| HERBALIFE LTD | NOTE 2.625% 3/1 | 42703MAD5 | 1,763 | 1,700,000 | PRN | DFND | 1 | 1,700,000 | 0 | 0 | |
| HERBALIFE LTD | NOTE 2.625% 3/1 | 42703MAD5 | 6,772 | 6,530,000 | PRN | SOLE | 6,530,000 | 0 | 0 | ||
| HERCULES CAPITAL INC | DBCV 4.375% 2/0 | 427096AF9 | 5,236 | 5,127,000 | PRN | SOLE | 5,127,000 | 0 | 0 | ||
| HOME DEPOT INC | COM | 437076102 | 823 | 3,782 | SH | SOLE | 3,782 | 0 | 0 | ||
| HONEYWELL INTL INC | COM | 438516106 | 333 | 1,885 | SH | SOLE | 1,885 | 0 | 0 | ||
| HOPE BANCORP INC | NOTE 2.000% 5/1 | 43940TAB5 | 691 | 735,000 | PRN | DFND | 2 | 735,000 | 0 | 0 | |
| HOPE BANCORP INC | NOTE 2.000% 5/1 | 43940TAB5 | 2,150 | 2,285,000 | PRN | DFND | 3 | 2,285,000 | 0 | 0 | |
| HOPE BANCORP INC | NOTE 2.000% 5/1 | 43940TAB5 | 2,333 | 2,480,000 | PRN | SOLE | 2,480,000 | 0 | 0 | ||
| HORIZON PHARMA INVT LTD | NOTE 2.500% 3/1 | 44052TAB7 | 1,664 | 1,260,000 | PRN | DFND | 1 | 1,260,000 | 0 | 0 | |
| HORIZON PHARMA INVT LTD | NOTE 2.500% 3/1 | 44052TAB7 | 6,784 | 5,137,000 | PRN | SOLE | 5,137,000 | 0 | 0 | ||
| HUBSPOT INC | NOTE 0.250% 6/0 | 443573AB6 | 597 | 345,000 | PRN | DFND | 1 | 345,000 | 0 | 0 | |
| HUBSPOT INC | NOTE 0.250% 6/0 | 443573AB6 | 2,985 | 1,726,000 | PRN | SOLE | 1,726,000 | 0 | 0 | ||
| II VI INC | NOTE 0.250% 9/0 | 902104AB4 | 1,195 | 1,173,000 | PRN | DFND | 3 | 1,173,000 | 0 | 0 | |
| II VI INC | NOTE 0.250% 9/0 | 902104AB4 | 419 | 411,000 | PRN | DFND | 2 | 411,000 | 0 | 0 | |
| II VI INC | NOTE 0.250% 9/0 | 902104AB4 | 759 | 745,000 | PRN | DFND | 1 | 745,000 | 0 | 0 | |
| II VI INC | NOTE 0.250% 9/0 | 902104AB4 | 4,905 | 4,820,000 | PRN | SOLE | 4,820,000 | 0 | 0 | ||
| ILLINOIS TOOL WKS INC | COM | 452308109 | 218 | 1,215 | SH | SOLE | 1,215 | 0 | 0 | ||
| ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 925 | 665,000 | PRN | DFND | 1 | 665,000 | 0 | 0 | |
| ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 13,813 | 9,934,000 | PRN | SOLE | 9,934,000 | 0 | 0 | ||
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 959 | 870,000 | PRN | DFND | 1 | 870,000 | 0 | 0 | |
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 22,242 | 20,183,000 | PRN | SOLE | 20,183,000 | 0 | 0 | ||
| INPHI CORP | NOTE 0.750% 9/0 | 45772FAC1 | 1,555 | 1,100,000 | PRN | DFND | 1 | 1,100,000 | 0 | 0 | |
| INPHI CORP | NOTE 0.750% 9/0 | 45772FAC1 | 5,572 | 3,944,000 | PRN | SOLE | 3,944,000 | 0 | 0 | ||
| INPHI CORP | NOTE 1.125%12/0 | 45772FAB3 | 36 | 19,000 | PRN | SOLE | 19,000 | 0 | 0 | ||
| INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 881 | 915,000 | PRN | DFND | 1 | 915,000 | 0 | 0 | |
| INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 226 | 235,000 | PRN | DFND | 2 | 235,000 | 0 | 0 | |
| INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 889 | 923,000 | PRN | DFND | 3 | 923,000 | 0 | 0 | |
| INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 4,423 | 4,593,000 | PRN | SOLE | 4,593,000 | 0 | 0 | ||
| INSULET CORP | NOTE 1.375%11/1 | 45784PAH4 | 5,241 | 2,760,000 | PRN | SOLE | 2,760,000 | 0 | 0 | ||
| INSULET CORP | NOTE 1.375%11/1 | 45784PAH4 | 978 | 515,000 | PRN | DFND | 1 | 515,000 | 0 | 0 | |
| INTEL CORP | COM | 458140100 | 584 | 9,767 | SH | SOLE | 9,767 | 0 | 0 | ||
| INTERCEPT PHARMACEUTICALS IN | NOTE 2.000% 5/1 | 45845PAB4 | 6,440 | 4,868,000 | PRN | SOLE | 4,868,000 | 0 | 0 | ||
| INTERCEPT PHARMACEUTICALS IN | NOTE 2.000% 5/1 | 45845PAB4 | 1,488 | 1,125,000 | PRN | DFND | 1 | 1,125,000 | 0 | 0 | |
| INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 422 | 4,566 | SH | SOLE | 4,566 | 0 | 0 | ||
| INTERDIGITAL INC | NOTE 1.500% 3/0 | 458660AD9 | 754 | 755,000 | PRN | SOLE | 755,000 | 0 | 0 | ||
| INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 272 | 2,034 | SH | SOLE | 2,034 | 0 | 0 | ||
| INTERNATIONAL FLAVORS&FRAGRA | UNIT 09/15/2021 | 459506309 | 3,580 | 74,525 | SH | SOLE | 74,525 | 0 | 0 | ||
| INTERNATIONAL FLAVORS&FRAGRA | UNIT 09/15/2021 | 459506309 | 798 | 16,625 | SH | DFND | 1 | 16,625 | 0 | 0 | |
| IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333XAD0 | 1,673 | 1,437,000 | PRN | SOLE | 1,437,000 | 0 | 0 | ||
| IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333XAD0 | 523 | 449,000 | PRN | DFND | 2 | 449,000 | 0 | 0 | |
| IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333XAD0 | 1,500 | 1,289,000 | PRN | DFND | 3 | 1,289,000 | 0 | 0 | |
| ISHARES INC | CORE MSCI EMKT | 46434G103 | 512 | 9,501 | SH | SOLE | 9,501 | 0 | 0 | ||
| ISHARES TR | 1 3 YR TREAS BD | 464287457 | 475 | 5,622 | SH | SOLE | 5,622 | 0 | 0 | ||
| ISHARES TR | CORE S&P500 ETF | 464287200 | 84,495 | 261,404 | SH | SOLE | 261,404 | 0 | 0 | ||
| ISHARES TR | CORE US AGGBD ET | 464287226 | 20,525 | 182,653 | SH | SOLE | 182,653 | 0 | 0 | ||
| ISHARES TR | FLTG RATE NT ETF | 46429B655 | 565 | 11,074 | SH | SOLE | 11,074 | 0 | 0 | ||
| ISHARES TR | MSCI ACWI EX US | 464288240 | 4,234 | 86,165 | SH | SOLE | 86,165 | 0 | 0 | ||
| ISHARES TR | RUS 1000 VAL ETF | 464287598 | 3,412 | 24,991 | SH | SOLE | 24,991 | 0 | 0 | ||
| ISHARES TR | U.S. BAS MTL ETF | 464287838 | 384 | 3,900 | SH | SOLE | 3,900 | 0 | 0 | ||
| ISHARES TR | U.S. REAL ES ETF | 464287739 | 1,272 | 13,689 | SH | SOLE | 13,689 | 0 | 0 | ||
| ISHARES TR | U.S. TECH ETF | 464287721 | 5,407 | 23,259 | SH | SOLE | 23,259 | 0 | 0 | ||
| ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 692 | 606,000 | PRN | SOLE | 606,000 | 0 | 0 | ||
| ISTAR INC | NOTE 3.125% 9/1 | 45031UCB5 | 376 | 335,000 | PRN | DFND | 2 | 335,000 | 0 | 0 | |
| ISTAR INC | NOTE 3.125% 9/1 | 45031UCB5 | 1,107 | 987,000 | PRN | DFND | 3 | 987,000 | 0 | 0 | |
| ISTAR INC | NOTE 3.125% 9/1 | 45031UCB5 | 1,321 | 1,178,000 | PRN | SOLE | 1,178,000 | 0 | 0 | ||
| J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 311 | 215,000 | PRN | DFND | 2 | 215,000 | 0 | 0 | |
| J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 1,211 | 838,000 | PRN | DFND | 3 | 838,000 | 0 | 0 | |
| J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 1,368 | 947,000 | PRN | SOLE | 947,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 255 | 248,000 | PRN | DFND | 2 | 248,000 | 0 | 0 | |
| JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 946 | 920,000 | PRN | DFND | 3 | 920,000 | 0 | 0 | |
| JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 1,380 | 1,345,000 | PRN | SOLE | 1,345,000 | 0 | 0 | ||
| JOHNSON & JOHNSON | COM | 478160104 | 922 | 6,326 | SH | SOLE | 6,326 | 0 | 0 | ||
| JPMORGAN CHASE & CO | COM | 46625H100 | 1,572 | 11,271 | SH | SOLE | 11,271 | 0 | 0 | ||
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 861 | 719,000 | PRN | DFND | 3 | 719,000 | 0 | 0 | |
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 7,970 | 6,658,000 | PRN | SOLE | 6,658,000 | 0 | 0 | ||
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 1,436 | 1,200,000 | PRN | DFND | 1 | 1,200,000 | 0 | 0 | |
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 305 | 255,000 | PRN | DFND | 2 | 255,000 | 0 | 0 | |
| KIMBERLY CLARK CORP | COM | 494368103 | 1,195 | 8,685 | SH | SOLE | 8,685 | 0 | 0 | ||
| KKR REAL ESTATE FIN TR INC | NOTE 6.125% 5/1 | 48251KAB6 | 622 | 595,000 | PRN | DFND | 2 | 595,000 | 0 | 0 | |
| KKR REAL ESTATE FIN TR INC | NOTE 6.125% 5/1 | 48251KAB6 | 1,756 | 1,680,000 | PRN | DFND | 3 | 1,680,000 | 0 | 0 | |
| KKR REAL ESTATE FIN TR INC | NOTE 6.125% 5/1 | 48251KAB6 | 2,065 | 1,975,000 | PRN | SOLE | 1,975,000 | 0 | 0 | ||
| KNOWLES CORP | NOTE 3.250%11/0 | 49926DAB5 | 463 | 357,000 | PRN | DFND | 2 | 357,000 | 0 | 0 | |
| KNOWLES CORP | NOTE 3.250%11/0 | 49926DAB5 | 1,224 | 944,000 | PRN | DFND | 3 | 944,000 | 0 | 0 | |
| KNOWLES CORP | NOTE 3.250%11/0 | 49926DAB5 | 1,426 | 1,099,000 | PRN | SOLE | 1,099,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP | DEB 3.500% 1/1 | 530715AN1 | 854 | 984,000 | PRN | DFND | 2 | 984,000 | 0 | 0 | |
| LIBERTY MEDIA CORP | DEB 3.500% 1/1 | 530715AN1 | 2,503 | 2,885,000 | PRN | DFND | 3 | 2,885,000 | 0 | 0 | |
| LIBERTY MEDIA CORP | DEB 3.500% 1/1 | 530715AN1 | 2,933 | 3,381,000 | PRN | SOLE | 3,381,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.000% 1/3 | 531229AF9 | 1,018 | 765,000 | PRN | DFND | 1 | 765,000 | 0 | 0 | |
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.000% 1/3 | 531229AF9 | 4,521 | 3,398,000 | PRN | SOLE | 3,398,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 1,850 | 1,375,000 | PRN | DFND | 1 | 1,375,000 | 0 | 0 | |
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 7,195 | 5,345,000 | PRN | SOLE | 5,345,000 | 0 | 0 | ||
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 702 | 813,000 | PRN | DFND | 2 | 813,000 | 0 | 0 | |
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 2,008 | 2,327,000 | PRN | DFND | 3 | 2,327,000 | 0 | 0 | |
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 2,209 | 2,560,000 | PRN | SOLE | 2,560,000 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 5,796 | 4,754,000 | PRN | SOLE | 4,754,000 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 1,207 | 990,000 | PRN | DFND | 1 | 990,000 | 0 | 0 | |
| LOCKHEED MARTIN CORP | COM | 539830109 | 272 | 691 | SH | SOLE | 691 | 0 | 0 | ||
| LOEWS CORP | COM | 540424108 | 868 | 16,540 | SH | SOLE | 16,540 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 | 560 | 385,000 | PRN | SOLE | 385,000 | 0 | 0 | ||
| MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608BAB1 | 85 | 88,000 | PRN | SOLE | 88,000 | 0 | 0 | ||
| MASTERCARD INC | CL A | 57636Q104 | 839 | 2,812 | SH | SOLE | 2,812 | 0 | 0 | ||
| MCDONALDS CORP | COM | 580135101 | 452 | 2,273 | SH | SOLE | 2,273 | 0 | 0 | ||
| MEDICINES CO | NOTE 2.750% 7/1 | 584688AG0 | 571 | 328,000 | PRN | SOLE | 328,000 | 0 | 0 | ||
| MEDTRONIC PLC | SHS | G5960L103 | 383 | 3,395 | SH | SOLE | 3,395 | 0 | 0 | ||
| MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 | 2,257 | 1,514,000 | PRN | SOLE | 1,514,000 | 0 | 0 | ||
| MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 | 602 | 404,000 | PRN | DFND | 2 | 404,000 | 0 | 0 | |
| MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 | 2,045 | 1,372,000 | PRN | DFND | 3 | 1,372,000 | 0 | 0 | |
| MERCK & CO INC | COM | 58933Y105 | 614 | 6,756 | SH | SOLE | 6,756 | 0 | 0 | ||
| MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 1,860 | 1,710,000 | PRN | DFND | 1 | 1,710,000 | 0 | 0 | |
| MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 376 | 346,000 | PRN | DFND | 2 | 346,000 | 0 | 0 | |
| MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 1,303 | 1,198,000 | PRN | DFND | 3 | 1,198,000 | 0 | 0 | |
| MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 10,060 | 9,248,000 | PRN | SOLE | 9,248,000 | 0 | 0 | ||
| MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 1,232 | 1,183,000 | PRN | SOLE | 1,183,000 | 0 | 0 | ||
| MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 282 | 271,000 | PRN | DFND | 2 | 271,000 | 0 | 0 | |
| MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 1,090 | 1,046,000 | PRN | DFND | 3 | 1,046,000 | 0 | 0 | |
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 3,603 | 1,675,000 | PRN | DFND | 1 | 1,675,000 | 0 | 0 | |
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 15,435 | 7,175,000 | PRN | SOLE | 7,175,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AF1 | 23,931 | 16,791,000 | PRN | SOLE | 16,791,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AF1 | 4,425 | 3,105,000 | PRN | DFND | 1 | 3,105,000 | 0 | 0 | |
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AF1 | 708 | 497,000 | PRN | DFND | 2 | 497,000 | 0 | 0 | |
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AF1 | 2,038 | 1,430,000 | PRN | DFND | 3 | 1,430,000 | 0 | 0 | |
| MICRON TECHNOLOGY INC | NOTE 2.125% 2/1 | 595112AV5 | 776 | 158,000 | PRN | DFND | 1 | 158,000 | 0 | 0 | |
| MICRON TECHNOLOGY INC | NOTE 2.125% 2/1 | 595112AV5 | 2,983 | 607,000 | PRN | SOLE | 607,000 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | NOTE 3.125% 5/0 | 595112AX1 | 2,634 | 489,000 | PRN | SOLE | 489,000 | 0 | 0 | ||
| MICROSOFT CORP | COM | 594918104 | 2,685 | 17,019 | SH | SOLE | 17,019 | 0 | 0 | ||
| MOMO INC | NOTE 1.250% 7/0 | 60879BAB3 | 584 | 630,000 | PRN | DFND | 2 | 630,000 | 0 | 0 | |
| MOMO INC | NOTE 1.250% 7/0 | 60879BAB3 | 1,913 | 2,064,000 | PRN | DFND | 3 | 2,064,000 | 0 | 0 | |
| MOMO INC | NOTE 1.250% 7/0 | 60879BAB3 | 2,138 | 2,306,000 | PRN | SOLE | 2,306,000 | 0 | 0 | ||
| MONGODB INC | NOTE 0.750% 6/1 | 60937PAB2 | 1,779 | 881,000 | PRN | SOLE | 881,000 | 0 | 0 | ||
| MONGODB INC | NOTE 0.750% 6/1 | 60937PAB2 | 1,431 | 708,000 | PRN | DFND | 3 | 708,000 | 0 | 0 | |
| MONGODB INC | NOTE 0.750% 6/1 | 60937PAB2 | 471 | 233,000 | PRN | DFND | 2 | 233,000 | 0 | 0 | |
| NABORS INDUSTRIES LTD | 6% PFD CNV SR A | G6359F129 | 1,272 | 56,493 | SH | DFND | 3 | 56,493 | 0 | 0 | |
| NABORS INDUSTRIES LTD | 6% PFD CNV SR A | G6359F129 | 1,374 | 61,087 | SH | SOLE | 61,087 | 0 | 0 | ||
| NABORS INDUSTRIES LTD | 6% PFD CNV SR A | G6359F129 | 392 | 17,420 | SH | DFND | 2 | 17,420 | 0 | 0 | |
| NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 1,608 | 1,050,000 | PRN | DFND | 1 | 1,050,000 | 0 | 0 | |
| NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 247 | 161,000 | PRN | DFND | 2 | 161,000 | 0 | 0 | |
| NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 923 | 603,000 | PRN | DFND | 3 | 603,000 | 0 | 0 | |
| NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 6,897 | 4,503,000 | PRN | SOLE | 4,503,000 | 0 | 0 | ||
| NEW MTN FIN CORP | NOTE 5.750% 8/1 | 647551AC4 | 423 | 403,000 | PRN | DFND | 2 | 403,000 | 0 | 0 | |
| NEW MTN FIN CORP | NOTE 5.750% 8/1 | 647551AC4 | 1,382 | 1,318,000 | PRN | DFND | 3 | 1,318,000 | 0 | 0 | |
| NEW MTN FIN CORP | NOTE 5.750% 8/1 | 647551AC4 | 1,499 | 1,429,000 | PRN | SOLE | 1,429,000 | 0 | 0 | ||
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 361 | 371,000 | PRN | DFND | 2 | 371,000 | 0 | 0 | |
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 1,060 | 1,091,000 | PRN | DFND | 3 | 1,091,000 | 0 | 0 | |
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 1,252 | 1,288,000 | PRN | SOLE | 1,288,000 | 0 | 0 | ||
| NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944P307 | 799 | 15,754 | SH | DFND | 2 | 15,754 | 0 | 0 | |
| NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944P307 | 2,210 | 43,588 | SH | DFND | 3 | 43,588 | 0 | 0 | |
| NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944P307 | 2,518 | 49,658 | SH | SOLE | 49,658 | 0 | 0 | ||
| NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604AD7 | 446 | 438,000 | PRN | DFND | 2 | 438,000 | 0 | 0 | |
| NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604AD7 | 1,571 | 1,542,000 | PRN | SOLE | 1,542,000 | 0 | 0 | ||
| NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604AD7 | 1,294 | 1,270,000 | PRN | DFND | 3 | 1,270,000 | 0 | 0 | |
| NEWPARK RES INC | NOTE 4.000%12/0 | 651718AE8 | 267 | 260,000 | PRN | DFND | 2 | 260,000 | 0 | 0 | |
| NEWPARK RES INC | NOTE 4.000%12/0 | 651718AE8 | 779 | 759,000 | PRN | DFND | 3 | 759,000 | 0 | 0 | |
| NEWPARK RES INC | NOTE 4.000%12/0 | 651718AE8 | 904 | 881,000 | PRN | SOLE | 881,000 | 0 | 0 | ||
| NEXTERA ENERGY INC | UNIT 09/01/2022S | 65339F796 | 1,923 | 37,500 | SH | DFND | 1 | 37,500 | 0 | 0 | |
| NEXTERA ENERGY INC | UNIT 09/01/2022S | 65339F796 | 7,767 | 151,450 | SH | SOLE | 151,450 | 0 | 0 | ||
| NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 2,014 | 1,056,000 | PRN | SOLE | 1,056,000 | 0 | 0 | ||
| NIKE INC | CL B | 654106103 | 289 | 2,833 | SH | SOLE | 2,833 | 0 | 0 | ||
| NORTHROP GRUMMAN CORP | COM | 666807102 | 200 | 581 | SH | SOLE | 581 | 0 | 0 | ||
| NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 29,934 | 3,283,000 | PRN | SOLE | 3,283,000 | 0 | 0 | ||
| NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 1,596 | 175,000 | PRN | DFND | 1 | 175,000 | 0 | 0 | |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 1,389 | 1,225,000 | PRN | DFND | 1 | 1,225,000 | 0 | 0 | |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 319 | 281,000 | PRN | DFND | 2 | 281,000 | 0 | 0 | |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 1,010 | 891,000 | PRN | DFND | 3 | 891,000 | 0 | 0 | |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 7,500 | 6,617,000 | PRN | SOLE | 6,617,000 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 412 | 410,000 | PRN | SOLE | 410,000 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | NOTE 1.250% 4/0 | 67020YAN0 | 1,666 | 1,500,000 | PRN | DFND | 1 | 1,500,000 | 0 | 0 | |
| NUANCE COMMUNICATIONS INC | NOTE 1.250% 4/0 | 67020YAN0 | 6,038 | 5,436,000 | PRN | SOLE | 5,436,000 | 0 | 0 | ||
| NUTANIX INC | NOTE 1/1 | 67059NAB4 | 276 | 276,000 | PRN | SOLE | 276,000 | 0 | 0 | ||
| NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 1,391 | 1,045,000 | PRN | DFND | 1 | 1,045,000 | 0 | 0 | |
| NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 6,049 | 4,545,000 | PRN | SOLE | 4,545,000 | 0 | 0 | ||
| NVIDIA CORP | COM | 67066G104 | 380 | 1,620 | SH | SOLE | 1,620 | 0 | 0 | ||
| OIL STS INTL INC | NOTE 1.500% 2/1 | 678026AH8 | 781 | 870,000 | PRN | DFND | 1 | 870,000 | 0 | 0 | |
| OIL STS INTL INC | NOTE 1.500% 2/1 | 678026AH8 | 3,608 | 4,020,000 | PRN | SOLE | 4,020,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 8,413 | 6,189,000 | PRN | SOLE | 6,189,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 1,889 | 1,390,000 | PRN | DFND | 1 | 1,390,000 | 0 | 0 | |
| ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 1,537 | 1,115,000 | PRN | SOLE | 1,115,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 305 | 221,000 | PRN | DFND | 2 | 221,000 | 0 | 0 | |
| ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 1,150 | 834,000 | PRN | DFND | 3 | 834,000 | 0 | 0 | |
| ORACLE CORP | COM | 68389X105 | 300 | 5,669 | SH | SOLE | 5,669 | 0 | 0 | ||
| OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 900 | 825,000 | PRN | DFND | 1 | 825,000 | 0 | 0 | |
| OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 521 | 478,000 | PRN | DFND | 2 | 478,000 | 0 | 0 | |
| OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 1,677 | 1,538,000 | PRN | DFND | 3 | 1,538,000 | 0 | 0 | |
| OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 5,964 | 5,468,000 | PRN | SOLE | 5,468,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 2,813 | 2,550,000 | PRN | DFND | 1 | 2,550,000 | 0 | 0 | |
| PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 14,152 | 12,830,000 | PRN | SOLE | 12,830,000 | 0 | 0 | ||
| PAYPAL HLDGS INC | COM | 70450Y103 | 399 | 3,684 | SH | SOLE | 3,684 | 0 | 0 | ||
| PDC ENERGY INC | NOTE 1.125% 9/1 | 69327RAD3 | 377 | 401,000 | PRN | SOLE | 401,000 | 0 | 0 | ||
| PENNYMAC CORP | NOTE 5.375% 5/0 | 70932AAB9 | 346 | 344,000 | PRN | DFND | 2 | 344,000 | 0 | 0 | |
| PENNYMAC CORP | NOTE 5.375% 5/0 | 70932AAB9 | 1,357 | 1,349,000 | PRN | DFND | 3 | 1,349,000 | 0 | 0 | |
| PENNYMAC CORP | NOTE 5.375% 5/0 | 70932AAB9 | 1,567 | 1,557,000 | PRN | SOLE | 1,557,000 | 0 | 0 | ||
| PEPSICO INC | COM | 713448108 | 490 | 3,577 | SH | SOLE | 3,577 | 0 | 0 | ||
| PERFICIENT INC | NOTE 2.375% 9/1 | 71375UAB7 | 500 | 369,000 | PRN | DFND | 2 | 369,000 | 0 | 0 | |
| PERFICIENT INC | NOTE 2.375% 9/1 | 71375UAB7 | 1,308 | 966,000 | PRN | DFND | 3 | 966,000 | 0 | 0 | |
| PERFICIENT INC | NOTE 2.375% 9/1 | 71375UAB7 | 1,523 | 1,125,000 | PRN | DFND | 1 | 1,125,000 | 0 | 0 | |
| PERFICIENT INC | NOTE 2.375% 9/1 | 71375UAB7 | 7,048 | 5,204,000 | PRN | SOLE | 5,204,000 | 0 | 0 | ||
| PERKINELMER INC | COM | 714046109 | 223 | 2,282 | SH | SOLE | 2,282 | 0 | 0 | ||
| PFIZER INC | COM | 717081103 | 771 | 19,702 | SH | SOLE | 19,702 | 0 | 0 | ||
| PHILIP MORRIS INTL INC | COM | 718172109 | 206 | 2,416 | SH | SOLE | 2,416 | 0 | 0 | ||
| PHILLIPS 66 | COM | 718546104 | 230 | 2,066 | SH | SOLE | 2,066 | 0 | 0 | ||
| PIONEER NAT RES CO | COM | 723787107 | 253 | 1,666 | SH | SOLE | 1,666 | 0 | 0 | ||
| PNC FINL SVCS GROUP INC | COM | 693475105 | 250 | 1,576 | SH | SOLE | 1,576 | 0 | 0 | ||
| PORTFOLIO RECOVERY ASSOCS IN | NOTE 3.000% 8/0 | 73640QAB1 | 954 | 956,000 | PRN | SOLE | 956,000 | 0 | 0 | ||
| PORTFOLIO RECOVERY ASSOCS IN | NOTE 3.000% 8/0 | 73640QAB1 | 593 | 594,000 | PRN | DFND | 3 | 594,000 | 0 | 0 | |
| PORTFOLIO RECOVERY ASSOCS IN | NOTE 3.000% 8/0 | 73640QAB1 | 268 | 269,000 | PRN | DFND | 2 | 269,000 | 0 | 0 | |
| PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 990 | 950,000 | PRN | DFND | 1 | 950,000 | 0 | 0 | |
| PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 348 | 334,000 | PRN | DFND | 2 | 334,000 | 0 | 0 | |
| PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 1,307 | 1,255,000 | PRN | DFND | 3 | 1,255,000 | 0 | 0 | |
| PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 5,236 | 5,024,000 | PRN | SOLE | 5,024,000 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 23,935 | 15,430,000 | PRN | SOLE | 15,430,000 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 1,334 | 860,000 | PRN | DFND | 1 | 860,000 | 0 | 0 | |
| PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 2,576 | 2,235,000 | PRN | DFND | 1 | 2,235,000 | 0 | 0 | |
| PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 29,033 | 25,195,000 | PRN | SOLE | 25,195,000 | 0 | 0 | ||
| PROCTER & GAMBLE CO | COM | 742718109 | 891 | 7,137 | SH | SOLE | 7,137 | 0 | 0 | ||
| PROSHARES TR | PSHS ULTSH 20YRS | 74347B201 | 337 | 12,710 | SH | DFND | 2 | 12,710 | 0 | 0 | |
| PROSHARES TR | PSHS ULTSH 20YRS | 74347B201 | 1,315 | 49,565 | SH | SOLE | 49,565 | 0 | 0 | ||
| PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 2,180 | 111,150 | SH | DFND | 3 | 111,150 | 0 | 0 | |
| PROSPECT CAPITAL CORPORATION | NOTE 6.375% 3/0 | 74348TAT9 | 2,007 | 1,891,000 | PRN | SOLE | 1,891,000 | 0 | 0 | ||
| PROSPECT CAPITAL CORPORATION | NOTE 6.375% 3/0 | 74348TAT9 | 569 | 536,000 | PRN | DFND | 2 | 536,000 | 0 | 0 | |
| PROSPECT CAPITAL CORPORATION | NOTE 6.375% 3/0 | 74348TAT9 | 1,670 | 1,573,000 | PRN | DFND | 3 | 1,573,000 | 0 | 0 | |
| Q2 HLDGS INC | NOTE 0.750% 2/1 | 74736LAB5 | 453 | 299,000 | PRN | SOLE | 299,000 | 0 | 0 | ||
| QTS RLTY TR INC | 6.50% CON PFD B | 74736A301 | 644 | 4,994 | SH | DFND | 2 | 4,994 | 0 | 0 | |
| QTS RLTY TR INC | 6.50% CON PFD B | 74736A301 | 1,793 | 13,914 | SH | DFND | 3 | 13,914 | 0 | 0 | |
| QTS RLTY TR INC | 6.50% CON PFD B | 74736A301 | 4,701 | 36,492 | SH | SOLE | 36,492 | 0 | 0 | ||
| QTS RLTY TR INC | 6.50% CON PFD B | 74736A301 | 596 | 4,625 | SH | DFND | 1 | 4,625 | 0 | 0 | |
| RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 4,237 | 5,004,000 | PRN | SOLE | 5,004,000 | 0 | 0 | ||
| RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 528 | 624,000 | PRN | DFND | 1 | 624,000 | 0 | 0 | |
| RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 548 | 647,000 | PRN | DFND | 2 | 647,000 | 0 | 0 | |
| RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 1,500 | 1,771,000 | PRN | DFND | 3 | 1,771,000 | 0 | 0 | |
| RAPID7 INC | NOTE 1.250% 8/0 | 753422AB0 | 1,238 | 831,000 | PRN | SOLE | 831,000 | 0 | 0 | ||
| RAPID7 INC | NOTE 1.250% 8/0 | 753422AB0 | 328 | 220,000 | PRN | DFND | 2 | 220,000 | 0 | 0 | |
| RAPID7 INC | NOTE 1.250% 8/0 | 753422AB0 | 1,042 | 699,000 | PRN | DFND | 3 | 699,000 | 0 | 0 | |
| RAYTHEON CO | COM NEW | 755111507 | 466 | 2,114 | SH | SOLE | 2,114 | 0 | 0 | ||
| REALPAGE INC | NOTE 1.500%11/1 | 75606NAB5 | 164 | 118,000 | PRN | DFND | 2 | 118,000 | 0 | 0 | |
| REALPAGE INC | NOTE 1.500%11/1 | 75606NAB5 | 791 | 568,000 | PRN | DFND | 3 | 568,000 | 0 | 0 | |
| REALPAGE INC | NOTE 1.500%11/1 | 75606NAB5 | 855 | 614,000 | PRN | SOLE | 614,000 | 0 | 0 | ||
| REDFIN CORP | NOTE 1.750% 7/1 | 75737FAA6 | 590 | 595,000 | PRN | SOLE | 595,000 | 0 | 0 | ||
| REDWOOD TR INC | NOTE 4.750% 8/1 | 758075AC9 | 1,460 | 1,429,000 | PRN | SOLE | 1,429,000 | 0 | 0 | ||
| REDWOOD TR INC | NOTE 4.750% 8/1 | 758075AC9 | 1,349 | 1,320,000 | PRN | DFND | 3 | 1,320,000 | 0 | 0 | |
| REDWOOD TR INC | NOTE 4.750% 8/1 | 758075AC9 | 359 | 351,000 | PRN | DFND | 2 | 351,000 | 0 | 0 | |
| REDWOOD TR INC | NOTE 5.625% 7/1 | 758075AD7 | 233 | 229,000 | PRN | DFND | 2 | 229,000 | 0 | 0 | |
| REDWOOD TR INC | NOTE 5.625% 7/1 | 758075AD7 | 932 | 915,000 | PRN | DFND | 3 | 915,000 | 0 | 0 | |
| REDWOOD TR INC | NOTE 5.625% 7/1 | 758075AD7 | 1,025 | 1,006,000 | PRN | SOLE | 1,006,000 | 0 | 0 | ||
| REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 1,305 | 1,210,000 | PRN | DFND | 1 | 1,210,000 | 0 | 0 | |
| REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 4,721 | 4,381,000 | PRN | SOLE | 4,381,000 | 0 | 0 | ||
| RESTORATION HARDWARE HLDGS I | DBCV 7/1 | 761283AC4 | 390 | 216,000 | PRN | SOLE | 216,000 | 0 | 0 | ||
| RETROPHIN INC | NOTE 2.500% 9/1 | 761299AB2 | 900 | 1,165,000 | PRN | SOLE | 1,165,000 | 0 | 0 | ||
| RETROPHIN INC | NOTE 2.500% 9/1 | 761299AB2 | 144 | 186,000 | PRN | DFND | 2 | 186,000 | 0 | 0 | |
| RETROPHIN INC | NOTE 2.500% 9/1 | 761299AB2 | 888 | 1,149,000 | PRN | DFND | 3 | 1,149,000 | 0 | 0 | |
| RH | NOTE 6/1 | 74967XAA1 | 1,941 | 1,530,000 | PRN | DFND | 1 | 1,530,000 | 0 | 0 | |
| RH | NOTE 6/1 | 74967XAA1 | 7,559 | 5,956,000 | PRN | SOLE | 5,956,000 | 0 | 0 | ||
| RINGCENTRAL INC | NOTE 3/1 | 76680RAD9 | 1,195 | 570,000 | PRN | DFND | 1 | 570,000 | 0 | 0 | |
| RINGCENTRAL INC | NOTE 3/1 | 76680RAD9 | 6,908 | 3,293,000 | PRN | SOLE | 3,293,000 | 0 | 0 | ||
| SALESFORCE COM INC | COM | 79466L302 | 389 | 2,401 | SH | SOLE | 2,401 | 0 | 0 | ||
| SAREPTA THERAPEUTICS INC | COM | 803607100 | 201 | 1,549 | SH | SOLE | 1,549 | 0 | 0 | ||
| SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 | 6,230 | 3,203,000 | PRN | SOLE | 3,203,000 | 0 | 0 | ||
| SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 | 1,167 | 600,000 | PRN | DFND | 1 | 600,000 | 0 | 0 | |
| SCORPIO TANKERS INC | NOTE 3.000% 5/1 | 80918TAB5 | 1,069 | 872,000 | PRN | DFND | 1 | 872,000 | 0 | 0 | |
| SCORPIO TANKERS INC | NOTE 3.000% 5/1 | 80918TAB5 | 4,790 | 3,905,000 | PRN | SOLE | 3,905,000 | 0 | 0 | ||
| SEACOR HOLDINGS INC | NOTE 3.000%11/1 | 81170YAB5 | 215 | 220,000 | PRN | SOLE | 220,000 | 0 | 0 | ||
| SEACOR HOLDINGS INC | NOTE 3.250% 5/1 | 811904AN1 | 629 | 694,000 | PRN | DFND | 2 | 694,000 | 0 | 0 | |
| SEACOR HOLDINGS INC | NOTE 3.250% 5/1 | 811904AN1 | 1,723 | 1,900,000 | PRN | DFND | 3 | 1,900,000 | 0 | 0 | |
| SEACOR HOLDINGS INC | NOTE 3.250% 5/1 | 811904AN1 | 1,855 | 2,045,000 | PRN | SOLE | 2,045,000 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 403 | 6,710 | SH | SOLE | 6,710 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 | 1,619 | 25,029 | SH | SOLE | 25,029 | 0 | 0 | ||
| SEMPRA ENERGY | 6% PFD CONV A | 816851406 | 11,403 | 94,999 | SH | SOLE | 94,999 | 0 | 0 | ||
| SEMPRA ENERGY | 6% PFD CONV A | 816851406 | 2,910 | 24,250 | SH | DFND | 1 | 24,250 | 0 | 0 | |
| SERVICENOW INC | COM | 81762P102 | 230 | 820 | SH | SOLE | 820 | 0 | 0 | ||
| SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 1,593 | 755,000 | PRN | DFND | 1 | 755,000 | 0 | 0 | |
| SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 8,475 | 4,017,000 | PRN | SOLE | 4,017,000 | 0 | 0 | ||
| SHIP FIN INTL LTD | NOTE 4.875% 5/0 | 824689AG8 | 1,634 | 1,445,000 | PRN | SOLE | 1,445,000 | 0 | 0 | ||
| SHIP FIN INTL LTD | NOTE 4.875% 5/0 | 824689AG8 | 380 | 336,000 | PRN | DFND | 2 | 336,000 | 0 | 0 | |
| SHIP FIN INTL LTD | NOTE 4.875% 5/0 | 824689AG8 | 1,491 | 1,319,000 | PRN | DFND | 3 | 1,319,000 | 0 | 0 | |
| SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919AB8 | 531 | 400,000 | PRN | DFND | 1 | 400,000 | 0 | 0 | |
| SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919AB8 | 3,140 | 2,363,000 | PRN | SOLE | 2,363,000 | 0 | 0 | ||
| SOUTH JERSEY INDS INC | UNIT 99/99/9999 | 838518116 | 178 | 3,435 | SH | DFND | 2 | 3,435 | 0 | 0 | |
| SOUTH JERSEY INDS INC | UNIT 99/99/9999 | 838518116 | 901 | 17,361 | SH | DFND | 3 | 17,361 | 0 | 0 | |
| SOUTH JERSEY INDS INC | UNIT 99/99/9999 | 838518116 | 997 | 19,204 | SH | SOLE | 19,204 | 0 | 0 | ||
| SOUTHERN CO | UNIT 08/01/2022 | 842587602 | 9,612 | 178,803 | SH | SOLE | 178,803 | 0 | 0 | ||
| SOUTHERN CO | UNIT 08/01/2022 | 842587602 | 2,284 | 42,500 | SH | DFND | 1 | 42,500 | 0 | 0 | |
| SOUTHERN CO | UNIT 08/01/2022 | 842587602 | 310 | 5,767 | SH | DFND | 2 | 5,767 | 0 | 0 | |
| SOUTHERN CO | UNIT 08/01/2022 | 842587602 | 919 | 17,105 | SH | DFND | 3 | 17,105 | 0 | 0 | |
| SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 686 | 660,000 | PRN | SOLE | 660,000 | 0 | 0 | ||
| SPLUNK INC | COM | 848637104 | 205 | 1,369 | SH | SOLE | 1,369 | 0 | 0 | ||
| SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 3,153 | 2,625,000 | PRN | DFND | 1 | 2,625,000 | 0 | 0 | |
| SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 13,280 | 11,054,000 | PRN | SOLE | 11,054,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 434 | 352,000 | PRN | DFND | 2 | 352,000 | 0 | 0 | |
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 1,250 | 1,014,000 | PRN | DFND | 3 | 1,014,000 | 0 | 0 | |
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 3,514 | 2,849,000 | PRN | SOLE | 2,849,000 | 0 | 0 | ||
| SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 2,512 | 2,250,000 | PRN | DFND | 1 | 2,250,000 | 0 | 0 | |
| SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 11,867 | 10,633,000 | PRN | SOLE | 10,633,000 | 0 | 0 | ||
| SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 1,222 | 1,095,000 | PRN | DFND | 3 | 1,095,000 | 0 | 0 | |
| SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 384 | 344,000 | PRN | DFND | 2 | 344,000 | 0 | 0 | |
| STANLEY BLACK & DECKER INC | UNIT 05/15/2020 | 854502887 | 1,992 | 18,250 | SH | SOLE | 18,250 | 0 | 0 | ||
| STANLEY BLACK & DECKER INC | UNIT 11/15/2022 | 854502846 | 2,030 | 18,630 | SH | DFND | 1 | 18,630 | 0 | 0 | |
| STANLEY BLACK & DECKER INC | UNIT 11/15/2022 | 854502846 | 8,997 | 82,540 | SH | SOLE | 82,540 | 0 | 0 | ||
| STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 | 603 | 581,000 | PRN | SOLE | 581,000 | 0 | 0 | ||
| SUNPOWER CORP | DBCV 4.000% 1/1 | 867652AL3 | 1,811 | 2,207,000 | PRN | DFND | 3 | 2,207,000 | 0 | 0 | |
| SUNPOWER CORP | DBCV 4.000% 1/1 | 867652AL3 | 2,079 | 2,534,000 | PRN | SOLE | 2,534,000 | 0 | 0 | ||
| SUNPOWER CORP | DBCV 4.000% 1/1 | 867652AL3 | 623 | 759,000 | PRN | DFND | 2 | 759,000 | 0 | 0 | |
| SYNAPTICS INC | NOTE 0.500% 6/1 | 87157DAD1 | 518 | 467,000 | PRN | DFND | 2 | 467,000 | 0 | 0 | |
| SYNAPTICS INC | NOTE 0.500% 6/1 | 87157DAD1 | 1,342 | 1,210,000 | PRN | DFND | 3 | 1,210,000 | 0 | 0 | |
| SYNAPTICS INC | NOTE 0.500% 6/1 | 87157DAD1 | 6,369 | 5,745,000 | PRN | SOLE | 5,745,000 | 0 | 0 | ||
| SYNAPTICS INC | NOTE 0.500% 6/1 | 87157DAD1 | 1,076 | 970,000 | PRN | DFND | 1 | 970,000 | 0 | 0 | |
| TEAM INC | NOTE 5.000% 8/0 | 878155AE0 | 256 | 245,000 | PRN | DFND | 2 | 245,000 | 0 | 0 | |
| TEAM INC | NOTE 5.000% 8/0 | 878155AE0 | 986 | 944,000 | PRN | DFND | 3 | 944,000 | 0 | 0 | |
| TEAM INC | NOTE 5.000% 8/0 | 878155AE0 | 1,108 | 1,061,000 | PRN | SOLE | 1,061,000 | 0 | 0 | ||
| TELADOC HEALTH INC | NOTE 1.375% 5/1 | 87918AAC9 | 1,301 | 750,000 | PRN | DFND | 1 | 750,000 | 0 | 0 | |
| TELADOC HEALTH INC | NOTE 1.375% 5/1 | 87918AAC9 | 4,808 | 2,772,000 | PRN | SOLE | 2,772,000 | 0 | 0 | ||
| TELADOC HEALTH INC | NOTE 3.000%12/1 | 87918AAB1 | 711 | 355,000 | PRN | SOLE | 355,000 | 0 | 0 | ||
| TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 1,097 | 500,000 | PRN | DFND | 1 | 500,000 | 0 | 0 | |
| TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 5,814 | 2,651,000 | PRN | SOLE | 2,651,000 | 0 | 0 | ||
| TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 91 | 72,000 | PRN | SOLE | 72,000 | 0 | 0 | ||
| TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 2,268 | 1,500,000 | PRN | DFND | 1 | 1,500,000 | 0 | 0 | |
| TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 8,843 | 5,849,000 | PRN | SOLE | 5,849,000 | 0 | 0 | ||
| TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 2,065 | 1,460,000 | PRN | DFND | 3 | 1,460,000 | 0 | 0 | |
| TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 734 | 519,000 | PRN | DFND | 2 | 519,000 | 0 | 0 | |
| TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 1,563 | 1,105,000 | PRN | DFND | 1 | 1,105,000 | 0 | 0 | |
| TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 9,450 | 6,682,000 | PRN | SOLE | 6,682,000 | 0 | 0 | ||
| TEXAS INSTRS INC | COM | 882508104 | 408 | 3,189 | SH | SOLE | 3,189 | 0 | 0 | ||
| THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 333 | 322,000 | PRN | DFND | 2 | 322,000 | 0 | 0 | |
| THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 1,006 | 971,000 | PRN | DFND | 3 | 971,000 | 0 | 0 | |
| THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 1,188 | 1,147,000 | PRN | SOLE | 1,147,000 | 0 | 0 | ||
| THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 1,093 | 1,091,000 | PRN | DFND | 3 | 1,091,000 | 0 | 0 | |
| THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 1,631 | 1,628,000 | PRN | SOLE | 1,628,000 | 0 | 0 | ||
| THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 282 | 281,000 | PRN | DFND | 2 | 281,000 | 0 | 0 | |
| THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 490 | 1,513 | SH | SOLE | 1,513 | 0 | 0 | ||
| TJX COS INC NEW | COM | 872540109 | 368 | 6,023 | SH | SOLE | 6,023 | 0 | 0 | ||
| TRANSOCEAN INC | DEB 0.500% 1/3 | 893830BJ7 | 843 | 845,000 | PRN | DFND | 1 | 845,000 | 0 | 0 | |
| TRANSOCEAN INC | DEB 0.500% 1/3 | 893830BJ7 | 3,364 | 3,370,000 | PRN | SOLE | 3,370,000 | 0 | 0 | ||
| TRUIST FINL CORP | COM | 89832Q109 | 224 | 3,959 | SH | SOLE | 3,959 | 0 | 0 | ||
| TWILIO INC | NOTE 0.250% 6/0 | 90138FAB8 | 519 | 340,000 | PRN | DFND | 1 | 340,000 | 0 | 0 | |
| TWILIO INC | NOTE 0.250% 6/0 | 90138FAB8 | 2,994 | 1,960,000 | PRN | SOLE | 1,960,000 | 0 | 0 | ||
| TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 2,251 | 2,330,000 | PRN | DFND | 1 | 2,330,000 | 0 | 0 | |
| TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 13,039 | 13,494,000 | PRN | SOLE | 13,494,000 | 0 | 0 | ||
| UNION PACIFIC CORP | COM | 907818108 | 527 | 2,910 | SH | SOLE | 2,910 | 0 | 0 | ||
| UNITED RENTALS INC | COM | 911363109 | 212 | 1,276 | SH | SOLE | 1,276 | 0 | 0 | ||
| UNITED TECHNOLOGIES CORP | COM | 913017109 | 281 | 1,879 | SH | SOLE | 1,879 | 0 | 0 | ||
| UNITEDHEALTH GROUP INC | COM | 91324P102 | 1,020 | 3,462 | SH | SOLE | 3,462 | 0 | 0 | ||
| US BANCORP DEL | COM NEW | 902973304 | 218 | 3,666 | SH | SOLE | 3,666 | 0 | 0 | ||
| VERIZON COMMUNICATIONS INC | COM | 92343V104 | 725 | 11,813 | SH | SOLE | 11,813 | 0 | 0 | ||
| VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 6,764 | 5,251,000 | PRN | SOLE | 5,251,000 | 0 | 0 | ||
| VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 1,643 | 1,275,000 | PRN | DFND | 1 | 1,275,000 | 0 | 0 | |
| VISA INC | COM CL A | 92826C839 | 729 | 3,871 | SH | SOLE | 3,871 | 0 | 0 | ||
| VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 1,513 | 1,510,000 | PRN | DFND | 1 | 1,510,000 | 0 | 0 | |
| VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 390 | 389,000 | PRN | DFND | 2 | 389,000 | 0 | 0 | |
| VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 1,235 | 1,233,000 | PRN | DFND | 3 | 1,233,000 | 0 | 0 | |
| VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 7,348 | 7,339,000 | PRN | SOLE | 7,339,000 | 0 | 0 | ||
| WALMART INC | COM | 931142103 | 306 | 2,578 | SH | SOLE | 2,578 | 0 | 0 | ||
| WAYFAIR INC | NOTE 0.375% 9/0 | 94419LAB7 | 1,792 | 1,650,000 | PRN | DFND | 3 | 1,650,000 | 0 | 0 | |
| WAYFAIR INC | NOTE 0.375% 9/0 | 94419LAB7 | 2,506 | 2,309,000 | PRN | SOLE | 2,309,000 | 0 | 0 | ||
| WAYFAIR INC | NOTE 0.375% 9/0 | 94419LAB7 | 651 | 599,000 | PRN | DFND | 2 | 599,000 | 0 | 0 | |
| WAYFAIR INC | NOTE 1.125%11/0 | 94419LAD3 | 5,468 | 5,276,000 | PRN | SOLE | 5,276,000 | 0 | 0 | ||
| WAYFAIR INC | NOTE 1.125%11/0 | 94419LAD3 | 1,358 | 1,310,000 | PRN | DFND | 1 | 1,310,000 | 0 | 0 | |
| WEIBO CORP | NOTE 1.250%11/1 | 948596AC5 | 238 | 254,000 | PRN | DFND | 2 | 254,000 | 0 | 0 | |
| WEIBO CORP | NOTE 1.250%11/1 | 948596AC5 | 923 | 987,000 | PRN | DFND | 3 | 987,000 | 0 | 0 | |
| WEIBO CORP | NOTE 1.250%11/1 | 948596AC5 | 1,014 | 1,084,000 | PRN | SOLE | 1,084,000 | 0 | 0 | ||
| WELLS FARGO & CO | MTNF 0.125% 2/2 | 94986RVY4 | 1,026 | 1,031,000 | PRN | SOLE | 1,031,000 | 0 | 0 | ||
| WELLS FARGO CO NEW | COM | 949746101 | 508 | 9,464 | SH | SOLE | 9,464 | 0 | 0 | ||
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 6,098 | 4,220 | SH | DFND | 1 | 4,220 | 0 | 0 | |
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 26,804 | 18,548 | SH | SOLE | 18,548 | 0 | 0 | ||
| WESTERN ASSET MTG CAP CORP | NOTE 6.750%10/0 | 95790DAA3 | 465 | 459,000 | PRN | DFND | 2 | 459,000 | 0 | 0 | |
| WESTERN ASSET MTG CAP CORP | NOTE 6.750%10/0 | 95790DAA3 | 1,223 | 1,206,000 | PRN | DFND | 3 | 1,206,000 | 0 | 0 | |
| WESTERN ASSET MTG CAP CORP | NOTE 6.750%10/0 | 95790DAA3 | 1,468 | 1,447,000 | PRN | SOLE | 1,447,000 | 0 | 0 | ||
| WESTERN DIGITAL CORP | NOTE 1.500% 2/0 | 958102AP0 | 12,134 | 12,390,000 | PRN | SOLE | 12,390,000 | 0 | 0 | ||
| WILLIS TOWERS WATSON PUB LTD | SHS | G96629103 | 204 | 1,004 | SH | SOLE | 1,004 | 0 | 0 | ||
| WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 1,058 | 828,000 | PRN | DFND | 3 | 828,000 | 0 | 0 | |
| WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 10,596 | 8,296,000 | PRN | SOLE | 8,296,000 | 0 | 0 | ||
| WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 293 | 229,000 | PRN | DFND | 2 | 229,000 | 0 | 0 | |
| WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 2,440 | 1,910,000 | PRN | DFND | 1 | 1,910,000 | 0 | 0 | |
| WORLD WRESTLING ENTMT INC | NOTE 3.375%12/1 | 98156QAB4 | 2,659 | 990,000 | PRN | SOLE | 990,000 | 0 | 0 | ||
| WORLD WRESTLING ENTMT INC | NOTE 3.375%12/1 | 98156QAB4 | 578 | 215,000 | PRN | DFND | 1 | 215,000 | 0 | 0 | |
| WRIGHT MED GROUP N V | NOTE 2.250%11/1 | 98236JAB4 | 323 | 223,000 | PRN | DFND | 2 | 223,000 | 0 | 0 | |
| WRIGHT MED GROUP N V | NOTE 2.250%11/1 | 98236JAB4 | 847 | 584,000 | PRN | DFND | 3 | 584,000 | 0 | 0 | |
| WRIGHT MED GROUP N V | NOTE 2.250%11/1 | 98236JAB4 | 1,005 | 693,000 | PRN | SOLE | 693,000 | 0 | 0 | ||
| ZENDESK INC | NOTE 0.250% 3/1 | 98936JAB7 | 777 | 570,000 | PRN | DFND | 1 | 570,000 | 0 | 0 | |
| ZENDESK INC | NOTE 0.250% 3/1 | 98936JAB7 | 3,807 | 2,794,000 | PRN | SOLE | 2,794,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 2.000%12/0 | 98954MAB7 | 168 | 150,000 | PRN | SOLE | 150,000 | 0 | 0 | ||