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 | 201 | 1,288 | SH | SOLE | 1,288 | 0 | 0 | ||
ABBOTT LABS | COM | 002824100 | 480 | 5,247 | SH | SOLE | 5,247 | 0 | 0 | ||
ABBVIE INC | COM | 00287Y109 | 360 | 3,659 | SH | SOLE | 3,659 | 0 | 0 | ||
ACCENTURE PLC IRELAND | SHS CLASS A | G1151C101 | 256 | 1,190 | SH | SOLE | 1,190 | 0 | 0 | ||
ADOBE INC | COM | 00724F101 | 400 | 917 | SH | SOLE | 917 | 0 | 0 | ||
ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 2,626 | 400,000 | PRN | DFND | 1 | 400,000 | 0 | 0 | |
ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 10,716 | 1,632,000 | PRN | SOLE | 1,632,000 | 0 | 0 | ||
AEROJET ROCKETDYNE HLDGS INC | NOTE 2.250%12/1 | 007800AB1 | 237 | 148,000 | PRN | SOLE | 148,000 | 0 | 0 | ||
AIR PRODS & CHEMS INC | COM | 009158106 | 314 | 1,301 | SH | SOLE | 1,301 | 0 | 0 | ||
AIR TRANSPORT SERVICES GRP I | NOTE 1.125%10/1 | 00922RAB1 | 428 | 455,000 | PRN | DFND | 2 | 455,000 | 0 | 0 | |
AIR TRANSPORT SERVICES GRP I | NOTE 1.125%10/1 | 00922RAB1 | 1,009 | 1,072,000 | PRN | DFND | 3 | 1,072,000 | 0 | 0 | |
AIR TRANSPORT SERVICES GRP I | NOTE 1.125%10/1 | 00922RAB1 | 75 | 80,000 | PRN | SOLE | 80,000 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 4,041 | 3,245,000 | PRN | DFND | 1 | 3,245,000 | 0 | 0 | |
AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 18,615 | 14,947,000 | PRN | SOLE | 14,947,000 | 0 | 0 | ||
ALPHABET INC | CAP STK CL A | 02079K305 | 1,676 | 1,181 | SH | SOLE | 1,181 | 0 | 0 | ||
ALZA CORP | SDCV 7/2 | 02261WAB5 | 195 | 101,000 | PRN | SOLE | 101,000 | 0 | 0 | ||
AMAZON COM INC | COM | 023135106 | 2,414 | 875 | SH | SOLE | 875 | 0 | 0 | ||
AMERICAN ELEC PWR CO INC | UNIT 03/15/2022 | 025537127 | 1,994 | 41,175 | SH | SOLE | 41,175 | 0 | 0 | ||
AMERICAN RLTY CAP PPTYS INC | NOTE 3.750%12/1 | 02917TAB0 | 1,277 | 1,280,000 | PRN | SOLE | 1,280,000 | 0 | 0 | ||
AMGEN INC | COM | 031162100 | 487 | 2,071 | SH | SOLE | 2,071 | 0 | 0 | ||
APOLLO COML REAL EST FIN INC | NOTE 4.750% 8/2 | 03762UAB1 | 433 | 498,000 | PRN | DFND | 2 | 498,000 | 0 | 0 | |
APOLLO COML REAL EST FIN INC | NOTE 4.750% 8/2 | 03762UAB1 | 859 | 989,000 | PRN | DFND | 3 | 989,000 | 0 | 0 | |
APOLLO COML REAL EST FIN INC | NOTE 4.750% 8/2 | 03762UAB1 | 67 | 77,000 | PRN | SOLE | 77,000 | 0 | 0 | ||
APOLLO COML REAL EST FIN INC | NOTE 5.375%10/1 | 03762UAC9 | 870 | 1,073,000 | PRN | DFND | 2 | 1,073,000 | 0 | 0 | |
APOLLO COML REAL EST FIN INC | NOTE 5.375%10/1 | 03762UAC9 | 1,729 | 2,131,000 | PRN | DFND | 3 | 2,131,000 | 0 | 0 | |
APOLLO COML REAL EST FIN INC | NOTE 5.375%10/1 | 03762UAC9 | 216 | 266,000 | PRN | SOLE | 266,000 | 0 | 0 | ||
APPLE INC | COM | 037833100 | 3,098 | 8,492 | SH | SOLE | 8,492 | 0 | 0 | ||
APPLIED MATLS INC | COM | 038222105 | 209 | 3,465 | SH | SOLE | 3,465 | 0 | 0 | ||
ARES CAPITAL CORP | COM | 04010L103 | 161 | 11,199 | SH | SOLE | 11,199 | 0 | 0 | ||
ARES CAPITAL CORP | NOTE 3.750% 2/0 | 04010LAT0 | 7,904 | 8,033,000 | PRN | SOLE | 8,033,000 | 0 | 0 | ||
ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 7,307 | 7,505,000 | PRN | SOLE | 7,505,000 | 0 | 0 | ||
ASSURANT INC | 6.50% CONV PFD D | 04621X207 | 263 | 2,540 | SH | SOLE | 2,540 | 0 | 0 | ||
AT&T INC | COM | 00206R102 | 454 | 15,018 | SH | SOLE | 15,018 | 0 | 0 | ||
BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 665 | 3,732 | SH | SOLE | 3,732 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 265 | 2,149 | SH | SOLE | 2,149 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 2,963 | 2,425,000 | PRN | DFND | 1 | 2,425,000 | 0 | 0 | |
BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 10,107 | 8,270,000 | PRN | SOLE | 8,270,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 1.500%10/1 | 09061GAF8 | 1,603 | 1,220,000 | PRN | SOLE | 1,220,000 | 0 | 0 | ||
BK OF AMERICA CORP | 7.25%CNV PFD L | 060505682 | 3,294 | 2,454 | SH | SOLE | 2,454 | 0 | 0 | ||
BK OF AMERICA CORP | COM | 060505104 | 574 | 24,175 | SH | SOLE | 24,175 | 0 | 0 | ||
BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 144 | 158,000 | PRN | SOLE | 158,000 | 0 | 0 | ||
BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 525 | 577,000 | PRN | DFND | 2 | 577,000 | 0 | 0 | |
BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 1,150 | 1,265,000 | PRN | DFND | 3 | 1,265,000 | 0 | 0 | |
BLOOMIN BRANDS INC | COM | 094235108 | 161 | 15,065 | SH | SOLE | 15,065 | 0 | 0 | ||
BOINGO WIRELESS INC | NOTE 1.000%10/0 | 09739CAB8 | 494 | 557,000 | PRN | DFND | 2 | 557,000 | 0 | 0 | |
BOINGO WIRELESS INC | NOTE 1.000%10/0 | 09739CAB8 | 964 | 1,086,000 | PRN | DFND | 3 | 1,086,000 | 0 | 0 | |
BOINGO WIRELESS INC | NOTE 1.000%10/0 | 09739CAB8 | 117 | 132,000 | PRN | SOLE | 132,000 | 0 | 0 | ||
BRISTOL-MYERS SQUIBB CO | COM | 110122108 | 261 | 4,441 | SH | SOLE | 4,441 | 0 | 0 | ||
BROADCOM INC | COM | 11135F101 | 305 | 965 | SH | SOLE | 965 | 0 | 0 | ||
CABOT OIL & GAS CORP | COM | 127097103 | 32,018 | 5,600 | SH | SOLE | 5,600 | 0 | 0 | ||
CHANGE HEALTHCARE INC | UNIT 99/99/9999 | 15912K209 | 487 | 11,295 | SH | DFND | 1 | 11,295 | 0 | 0 | |
CHANGE HEALTHCARE INC | UNIT 99/99/9999 | 15912K209 | 1,785 | 41,280 | SH | SOLE | 41,280 | 0 | 0 | ||
CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 884 | 626,000 | PRN | DFND | 3 | 626,000 | 0 | 0 | |
CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 403 | 285,000 | PRN | DFND | 2 | 285,000 | 0 | 0 | |
CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 2,366 | 1,675,000 | PRN | DFND | 1 | 1,675,000 | 0 | 0 | |
CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 10,560 | 7,475,000 | PRN | SOLE | 7,475,000 | 0 | 0 | ||
CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 505 | 799,000 | PRN | DFND | 2 | 799,000 | 0 | 0 | |
CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 1,265 | 2,001,000 | PRN | DFND | 3 | 2,001,000 | 0 | 0 | |
CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 127 | 200,000 | PRN | SOLE | 200,000 | 0 | 0 | ||
CHIMERA INVT CORP | NOTE 7.000% 4/0 | 16934QAA7 | 700 | 480,000 | PRN | DFND | 1 | 480,000 | 0 | 0 | |
CHIMERA INVT CORP | NOTE 7.000% 4/0 | 16934QAA7 | 2,717 | 1,865,000 | PRN | SOLE | 1,865,000 | 0 | 0 | ||
CISCO SYS INC | COM | 17275R102 | 542 | 11,577 | SH | SOLE | 11,577 | 0 | 0 | ||
CITIGROUP INC | COM NEW | 172967424 | 379 | 7,431 | SH | SOLE | 7,431 | 0 | 0 | ||
CLEVELAND CLIFFS INC | DBCV 1.500% 1/1 | 185899AA9 | 683 | 750,000 | PRN | DFND | 1 | 750,000 | 0 | 0 | |
CLEVELAND CLIFFS INC | DBCV 1.500% 1/1 | 185899AA9 | 3,172 | 3,482,000 | PRN | SOLE | 3,482,000 | 0 | 0 | ||
COCA COLA CO | COM | 191216100 | 456 | 10,189 | SH | SOLE | 10,189 | 0 | 0 | ||
COLFAX CORP | UNIT 01/15/2022T | 194014205 | 661 | 5,415 | SH | DFND | 1 | 5,415 | 0 | 0 | |
COLFAX CORP | UNIT 01/15/2022T | 194014205 | 3,079 | 25,218 | SH | SOLE | 25,218 | 0 | 0 | ||
COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625XAB8 | 4,570 | 3,554,000 | PRN | SOLE | 3,554,000 | 0 | 0 | ||
COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625XAB8 | 1,221 | 950,000 | PRN | DFND | 1 | 950,000 | 0 | 0 | |
COMCAST CORP NEW | CL A | 20030N101 | 432 | 11,082 | SH | SOLE | 11,082 | 0 | 0 | ||
CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 926 | 885,000 | PRN | DFND | 1 | 885,000 | 0 | 0 | |
CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 5,691 | 5,439,000 | PRN | SOLE | 5,439,000 | 0 | 0 | ||
COSTCO WHSL CORP NEW | COM | 22160K105 | 405 | 1,332 | SH | SOLE | 1,332 | 0 | 0 | ||
COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 3,941 | 2,175,000 | PRN | DFND | 1 | 2,175,000 | 0 | 0 | |
COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 17,753 | 9,801,000 | PRN | SOLE | 9,801,000 | 0 | 0 | ||
CREE INC | NOTE 0.875% 9/0 | 225447AB7 | 143 | 122,000 | PRN | DFND | 2 | 122,000 | 0 | 0 | |
CREE INC | NOTE 0.875% 9/0 | 225447AB7 | 315 | 268,000 | PRN | DFND | 3 | 268,000 | 0 | 0 | |
CREE INC | NOTE 0.875% 9/0 | 225447AB7 | 987 | 841,000 | PRN | SOLE | 841,000 | 0 | 0 | ||
CROWN CASTLE INTL CORP NEW | 6.875% CON PFD A | 22822V309 | 11,511 | 7,751 | SH | SOLE | 7,751 | 0 | 0 | ||
CROWN CASTLE INTL CORP NEW | 6.875% CON PFD A | 22822V309 | 2,458 | 1,655 | SH | DFND | 1 | 1,655 | 0 | 0 | |
CSG SYS INTL INC | NOTE 4.250% 3/1 | 126349AF6 | 823 | 813,000 | PRN | SOLE | 813,000 | 0 | 0 | ||
DANAHER CORPORATION | 4.75 MND CV PFD | 235851300 | 2,618 | 2,100 | SH | DFND | 1 | 2,100 | 0 | 0 | |
DANAHER CORPORATION | 4.75 MND CV PFD | 235851300 | 13,265 | 10,639 | SH | SOLE | 10,639 | 0 | 0 | ||
DANAHER CORPORATION | COM | 235851102 | 395 | 2,228 | SH | SOLE | 2,228 | 0 | 0 | ||
DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 3,014 | 1,215,000 | PRN | DFND | 1 | 1,215,000 | 0 | 0 | |
DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 12,350 | 4,980,000 | PRN | SOLE | 4,980,000 | 0 | 0 | ||
DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 2,756 | 3,000,000 | PRN | DFND | 1 | 3,000,000 | 0 | 0 | |
DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 10,198 | 11,099,000 | PRN | SOLE | 11,099,000 | 0 | 0 | ||
DISNEY WALT CO | COM DISNEY | 254687106 | 484 | 4,324 | SH | SOLE | 4,324 | 0 | 0 | ||
DOCUSIGN INC | NOTE 0.500% 9/1 | 256163AB2 | 1,762 | 725,000 | PRN | DFND | 1 | 725,000 | 0 | 0 | |
DOCUSIGN INC | NOTE 0.500% 9/1 | 256163AB2 | 8,682 | 3,571,000 | PRN | SOLE | 3,571,000 | 0 | 0 | ||
DOMINION ENERGY INC | UNIT 99/99/9999 | 25746U133 | 5,849 | 57,668 | SH | SOLE | 57,668 | 0 | 0 | ||
DOMINION ENERGY INC | UNIT 99/99/9999 | 25746U133 | 854 | 8,425 | SH | DFND | 1 | 8,425 | 0 | 0 | |
DTE ENERGY CO | UNIT 11/01/2022S | 233331842 | 573 | 13,550 | SH | SOLE | 13,550 | 0 | 0 | ||
EATON CORP PLC | SHS | G29183103 | 200 | 2,265 | SH | SOLE | 2,265 | 0 | 0 | ||
ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 386 | 400,000 | PRN | DFND | 2 | 400,000 | 0 | 0 | |
ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 844 | 876,000 | PRN | DFND | 3 | 876,000 | 0 | 0 | |
ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 138 | 143,000 | PRN | SOLE | 143,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 2.875% 3/1 | 292554AH5 | 326 | 339,000 | PRN | DFND | 2 | 339,000 | 0 | 0 | |
ENCORE CAP GROUP INC | NOTE 2.875% 3/1 | 292554AH5 | 868 | 903,000 | PRN | DFND | 3 | 903,000 | 0 | 0 | |
ENCORE CAP GROUP INC | NOTE 2.875% 3/1 | 292554AH5 | 103 | 107,000 | PRN | SOLE | 107,000 | 0 | 0 | ||
ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 923 | 750,000 | PRN | DFND | 1 | 750,000 | 0 | 0 | |
ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 464 | 377,000 | PRN | DFND | 2 | 377,000 | 0 | 0 | |
ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 955 | 776,000 | PRN | DFND | 3 | 776,000 | 0 | 0 | |
ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 3,568 | 2,903,000 | PRN | SOLE | 2,903,000 | 0 | 0 | ||
ESSENTIAL UTILS INC | UNIT 04/30/2022 | 29670G201 | 3,469 | 61,365 | SH | SOLE | 61,365 | 0 | 0 | ||
ESSENTIAL UTILS INC | UNIT 04/30/2022 | 29670G201 | 708 | 12,515 | SH | DFND | 1 | 12,515 | 0 | 0 | |
EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 7,328 | 7,625,000 | PRN | SOLE | 7,625,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 1,942 | 1,875,000 | PRN | DFND | 1 | 1,875,000 | 0 | 0 | |
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 642 | 620,000 | PRN | DFND | 2 | 620,000 | 0 | 0 | |
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 1,275 | 1,231,000 | PRN | DFND | 3 | 1,231,000 | 0 | 0 | |
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 7,820 | 7,550,000 | PRN | SOLE | 7,550,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 593 | 435,000 | PRN | SOLE | 435,000 | 0 | 0 | ||
FACEBOOK INC | CL A | 30303M102 | 1,279 | 5,631 | SH | SOLE | 5,631 | 0 | 0 | ||
FIREEYE INC | NOTE 1.625% 6/0 | 31816QAD3 | 17 | 18,000 | PRN | DFND | 2 | 18,000 | 0 | 0 | |
FIREEYE INC | NOTE 1.625% 6/0 | 31816QAD3 | 39 | 41,000 | PRN | DFND | 3 | 41,000 | 0 | 0 | |
FIREEYE INC | NOTE 1.625% 6/0 | 31816QAD3 | 133 | 141,000 | PRN | SOLE | 141,000 | 0 | 0 | ||
FIRST TR EXCHANGE-TRADED FD | FST LOW OPPT EFT | 33739Q200 | 4,684 | 90,658 | SH | SOLE | 90,658 | 0 | 0 | ||
FIRST TR EXCHANGE-TRADED FD | MULTI ASSET DI | 33738R100 | 3,221 | 235,173 | SH | SOLE | 235,173 | 0 | 0 | ||
FIRST TR EXCHANGE-TRADED FD | SSI STRG ETF | 33739Q507 | 352 | 9,930 | SH | SOLE | 9,930 | 0 | 0 | ||
FIRST TR NASDAQ-100 TECH IND | CAP STRENGTH ETF | 33733E104 | 2,932 | 159,147 | SH | SOLE | 159,147 | 0 | 0 | ||
FORTIVE CORP | NOTE 0.875% 2/1 | 34959JAK4 | 593 | 608,000 | PRN | SOLE | 608,000 | 0 | 0 | ||
FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 1,131 | 890,000 | PRN | DFND | 1 | 890,000 | 0 | 0 | |
FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 661 | 520,000 | PRN | DFND | 2 | 520,000 | 0 | 0 | |
FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 1,058 | 832,000 | PRN | DFND | 3 | 832,000 | 0 | 0 | |
FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 5,468 | 4,303,000 | PRN | SOLE | 4,303,000 | 0 | 0 | ||
GILEAD SCIENCES INC | COM | 375558103 | 240 | 3,130 | SH | SOLE | 3,130 | 0 | 0 | ||
GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 324 | 322,000 | PRN | DFND | 2 | 322,000 | 0 | 0 | |
GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 614 | 611,000 | PRN | DFND | 3 | 611,000 | 0 | 0 | |
GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 67 | 67,000 | PRN | SOLE | 67,000 | 0 | 0 | ||
GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 297 | 418,000 | PRN | DFND | 2 | 418,000 | 0 | 0 | |
GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 590 | 830,000 | PRN | DFND | 3 | 830,000 | 0 | 0 | |
GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 179 | 252,000 | PRN | SOLE | 252,000 | 0 | 0 | ||
GUESS INC | NOTE 2.000% 4/1 | 401617AD7 | 287 | 431,000 | PRN | SOLE | 431,000 | 0 | 0 | ||
GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 29 | 25,000 | PRN | SOLE | 25,000 | 0 | 0 | ||
HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 547 | 662,000 | PRN | DFND | 3 | 662,000 | 0 | 0 | |
HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 54 | 65,000 | PRN | SOLE | 65,000 | 0 | 0 | ||
HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 226 | 273,000 | PRN | DFND | 2 | 273,000 | 0 | 0 | |
HERBALIFE LTD | NOTE 2.625% 3/1 | 42703MAD5 | 287 | 289,000 | PRN | SOLE | 289,000 | 0 | 0 | ||
HERCULES CAPITAL INC | DBCV 4.375% 2/0 | 427096AF9 | 4,113 | 4,222,000 | PRN | SOLE | 4,222,000 | 0 | 0 | ||
HOME DEPOT INC | COM | 437076102 | 927 | 3,693 | SH | SOLE | 3,693 | 0 | 0 | ||
HONEYWELL INTL INC | COM | 438516106 | 269 | 1,847 | SH | SOLE | 1,847 | 0 | 0 | ||
HOPE BANCORP INC | NOTE 2.000% 5/1 | 43940TAB5 | 636 | 774,000 | PRN | DFND | 2 | 774,000 | 0 | 0 | |
HOPE BANCORP INC | NOTE 2.000% 5/1 | 43940TAB5 | 1,589 | 1,935,000 | PRN | DFND | 3 | 1,935,000 | 0 | 0 | |
HOPE BANCORP INC | NOTE 2.000% 5/1 | 43940TAB5 | 201 | 244,000 | PRN | SOLE | 244,000 | 0 | 0 | ||
HORIZON PHARMA INVT LTD | NOTE 2.500% 3/1 | 44052TAB7 | 780 | 405,000 | PRN | DFND | 1 | 405,000 | 0 | 0 | |
HORIZON PHARMA INVT LTD | NOTE 2.500% 3/1 | 44052TAB7 | 3,936 | 2,045,000 | PRN | SOLE | 2,045,000 | 0 | 0 | ||
II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 859 | 725,000 | PRN | DFND | 1 | 725,000 | 0 | 0 | |
II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 4,365 | 3,683,000 | PRN | SOLE | 3,683,000 | 0 | 0 | ||
II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 722 | 609,000 | PRN | DFND | 2 | 609,000 | 0 | 0 | |
II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 1,742 | 1,470,000 | PRN | DFND | 3 | 1,470,000 | 0 | 0 | |
ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 721 | 485,000 | PRN | DFND | 1 | 485,000 | 0 | 0 | |
ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 15,201 | 10,220,000 | PRN | SOLE | 10,220,000 | 0 | 0 | ||
ILLUMINA INC | NOTE 8/1 | 452327AK5 | 1,189 | 1,095,000 | PRN | DFND | 1 | 1,095,000 | 0 | 0 | |
ILLUMINA INC | NOTE 8/1 | 452327AK5 | 20,413 | 18,800,000 | PRN | SOLE | 18,800,000 | 0 | 0 | ||
INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 270 | 315,000 | PRN | DFND | 2 | 315,000 | 0 | 0 | |
INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 535 | 624,000 | PRN | DFND | 3 | 624,000 | 0 | 0 | |
INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 52 | 61,000 | PRN | SOLE | 61,000 | 0 | 0 | ||
INPHI CORP | NOTE 0.750% 9/0 | 45772FAC1 | 1,744 | 834,000 | PRN | SOLE | 834,000 | 0 | 0 | ||
INSEEGO CORP | NOTE 3.250% 5/0 | 45782BAD6 | 878 | 841,000 | PRN | SOLE | 841,000 | 0 | 0 | ||
INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 948 | 975,000 | PRN | DFND | 1 | 975,000 | 0 | 0 | |
INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 4,175 | 4,296,000 | PRN | SOLE | 4,296,000 | 0 | 0 | ||
INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 481 | 495,000 | PRN | DFND | 2 | 495,000 | 0 | 0 | |
INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 1,054 | 1,085,000 | PRN | DFND | 3 | 1,085,000 | 0 | 0 | |
INSULET CORP | NOTE 1.375%11/1 | 45784PAH4 | 688 | 325,000 | PRN | DFND | 1 | 325,000 | 0 | 0 | |
INSULET CORP | NOTE 1.375%11/1 | 45784PAH4 | 4,565 | 2,157,000 | PRN | SOLE | 2,157,000 | 0 | 0 | ||
INTEL CORP | COM | 458140100 | 566 | 9,483 | SH | SOLE | 9,483 | 0 | 0 | ||
INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 409 | 4,460 | SH | SOLE | 4,460 | 0 | 0 | ||
INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 241 | 1,984 | SH | SOLE | 1,984 | 0 | 0 | ||
INTERNATIONAL FLAVORS&FRAGRA | UNIT 09/15/2021 | 459506309 | 3,966 | 89,545 | SH | SOLE | 89,545 | 0 | 0 | ||
ISHARES TR | 1 3 YR TREAS BD | 464287457 | 456 | 5,257 | SH | SOLE | 5,257 | 0 | 0 | ||
ISHARES TR | CORE S&P500 ETF | 464287200 | 70,472 | 227,558 | SH | SOLE | 227,558 | 0 | 0 | ||
ISHARES TR | CORE US AGGBD ET | 464287226 | 25,815 | 218,373 | SH | SOLE | 218,373 | 0 | 0 | ||
ISHARES TR | FLTG RATE NT ETF | 46429B655 | 542 | 10,684 | SH | SOLE | 10,684 | 0 | 0 | ||
ISHARES TR | MORTGE REL ETF | 46435G342 | 3,126 | 125,755 | SH | SOLE | 125,755 | 0 | 0 | ||
ISHARES TR | MSCI ACWI EX US | 464288240 | 2,732 | 63,178 | SH | SOLE | 63,178 | 0 | 0 | ||
ISHARES TR | RUS 1000 VAL ETF | 464287598 | 3,217 | 28,554 | SH | SOLE | 28,554 | 0 | 0 | ||
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 4,361 | 30,468 | SH | SOLE | 30,468 | 0 | 0 | ||
ISHARES TR | U.S. REAL ES ETF | 464287739 | 1,108 | 14,047 | SH | SOLE | 14,047 | 0 | 0 | ||
ISHARES TR | U.S. TECH ETF | 464287721 | 2,832 | 10,502 | SH | SOLE | 10,502 | 0 | 0 | ||
ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 667 | 606,000 | PRN | SOLE | 606,000 | 0 | 0 | ||
ISTAR INC | NOTE 3.125% 9/1 | 45031UCB5 | 357 | 335,000 | PRN | DFND | 2 | 335,000 | 0 | 0 | |
ISTAR INC | NOTE 3.125% 9/1 | 45031UCB5 | 832 | 782,000 | PRN | DFND | 3 | 782,000 | 0 | 0 | |
ISTAR INC | NOTE 3.125% 9/1 | 45031UCB5 | 142 | 133,000 | PRN | SOLE | 133,000 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 657 | 719,000 | PRN | DFND | 2 | 719,000 | 0 | 0 | |
JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 1,277 | 1,397,000 | PRN | DFND | 3 | 1,397,000 | 0 | 0 | |
JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 164 | 180,000 | PRN | SOLE | 180,000 | 0 | 0 | ||
JOHNSON & JOHNSON | COM | 478160104 | 865 | 6,153 | SH | SOLE | 6,153 | 0 | 0 | ||
JPMORGAN CHASE & CO | COM | 46625H100 | 1,034 | 10,988 | SH | SOLE | 10,988 | 0 | 0 | ||
KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 121 | 128,000 | PRN | SOLE | 128,000 | 0 | 0 | ||
KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 682 | 719,000 | PRN | DFND | 3 | 719,000 | 0 | 0 | |
KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 335 | 353,000 | PRN | DFND | 2 | 353,000 | 0 | 0 | |
KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 1,039 | 925,000 | PRN | DFND | 1 | 925,000 | 0 | 0 | |
KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 4,586 | 4,083,000 | PRN | SOLE | 4,083,000 | 0 | 0 | ||
KIMBERLY CLARK CORP | COM | 494368103 | 1,228 | 8,685 | SH | SOLE | 8,685 | 0 | 0 | ||
KKR REAL ESTATE FIN TR INC | NOTE 6.125% 5/1 | 48251KAB6 | 666 | 694,000 | PRN | DFND | 2 | 694,000 | 0 | 0 | |
KKR REAL ESTATE FIN TR INC | NOTE 6.125% 5/1 | 48251KAB6 | 1,298 | 1,353,000 | PRN | DFND | 3 | 1,353,000 | 0 | 0 | |
KKR REAL ESTATE FIN TR INC | NOTE 6.125% 5/1 | 48251KAB6 | 196 | 205,000 | PRN | SOLE | 205,000 | 0 | 0 | ||
KNOWLES CORP | NOTE 3.250%11/0 | 49926DAB5 | 379 | 357,000 | PRN | DFND | 2 | 357,000 | 0 | 0 | |
KNOWLES CORP | NOTE 3.250%11/0 | 49926DAB5 | 861 | 811,000 | PRN | DFND | 3 | 811,000 | 0 | 0 | |
KNOWLES CORP | NOTE 3.250%11/0 | 49926DAB5 | 87 | 82,000 | PRN | SOLE | 82,000 | 0 | 0 | ||
LIBERTY MEDIA CORP | DEB 3.500% 1/1 | 530715AN1 | 357 | 485,000 | PRN | DFND | 3 | 485,000 | 0 | 0 | |
LIBERTY MEDIA CORP | DEB 3.500% 1/1 | 530715AN1 | 217 | 294,000 | PRN | SOLE | 294,000 | 0 | 0 | ||
LIBERTY MEDIA CORP | DEB 3.500% 1/1 | 530715AN1 | 163 | 221,000 | PRN | DFND | 2 | 221,000 | 0 | 0 | |
LIBERTY MEDIA CORP DEL | NOTE 1.000% 1/3 | 531229AF9 | 1,139 | 1,050,000 | PRN | DFND | 1 | 1,050,000 | 0 | 0 | |
LIBERTY MEDIA CORP DEL | NOTE 1.000% 1/3 | 531229AF9 | 5,446 | 5,024,000 | PRN | SOLE | 5,024,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 5,437 | 5,182,000 | PRN | SOLE | 5,182,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 1,312 | 1,250,000 | PRN | DFND | 1 | 1,250,000 | 0 | 0 | |
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 720 | 821,000 | PRN | DFND | 2 | 821,000 | 0 | 0 | |
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 1,903 | 2,170,000 | PRN | DFND | 3 | 2,170,000 | 0 | 0 | |
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 227 | 259,000 | PRN | SOLE | 259,000 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 1,496 | 1,475,000 | PRN | DFND | 1 | 1,475,000 | 0 | 0 | |
LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 5,281 | 5,207,000 | PRN | SOLE | 5,207,000 | 0 | 0 | ||
LOCKHEED MARTIN CORP | COM | 539830109 | 248 | 674 | SH | SOLE | 674 | 0 | 0 | ||
LOEWS CORP | COM | 540424108 | 454 | 13,232 | SH | SOLE | 13,232 | 0 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 | 936 | 644,000 | PRN | SOLE | 644,000 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608BAB1 | 75 | 88,000 | PRN | SOLE | 88,000 | 0 | 0 | ||
MASTERCARD INCORPORATED | CL A | 57636Q104 | 810 | 2,739 | SH | SOLE | 2,739 | 0 | 0 | ||
MCDONALDS CORP | COM | 580135101 | 405 | 2,211 | SH | SOLE | 2,211 | 0 | 0 | ||
MEDTRONIC PLC | SHS | G5960L103 | 304 | 3,312 | SH | SOLE | 3,312 | 0 | 0 | ||
MERCK & CO. INC | COM | 58933Y105 | 511 | 6,588 | SH | SOLE | 6,588 | 0 | 0 | ||
MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 1,056 | 1,060,000 | PRN | DFND | 1 | 1,060,000 | 0 | 0 | |
MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 345 | 346,000 | PRN | DFND | 2 | 346,000 | 0 | 0 | |
MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 751 | 754,000 | PRN | DFND | 3 | 754,000 | 0 | 0 | |
MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 5,107 | 5,124,000 | PRN | SOLE | 5,124,000 | 0 | 0 | ||
MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 798 | 912,000 | PRN | DFND | 2 | 912,000 | 0 | 0 | |
MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 1,586 | 1,813,000 | PRN | DFND | 3 | 1,813,000 | 0 | 0 | |
MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 1,238 | 1,415,000 | PRN | SOLE | 1,415,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC. | NOTE 1.625% 2/1 | 595017AD6 | 9,964 | 4,468,000 | PRN | SOLE | 4,468,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC. | NOTE 1.625% 2/1 | 595017AD6 | 2,387 | 1,070,000 | PRN | DFND | 1 | 1,070,000 | 0 | 0 | |
MICROCHIP TECHNOLOGY INC. | NOTE 1.625% 2/1 | 595017AF1 | 3,429 | 2,325,000 | PRN | DFND | 1 | 2,325,000 | 0 | 0 | |
MICROCHIP TECHNOLOGY INC. | NOTE 1.625% 2/1 | 595017AF1 | 15,000 | 10,169,000 | PRN | SOLE | 10,169,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 3.125% 5/0 | 595112AX1 | 1,912 | 370,000 | PRN | DFND | 1 | 370,000 | 0 | 0 | |
MICRON TECHNOLOGY INC | NOTE 3.125% 5/0 | 595112AX1 | 8,726 | 1,689,000 | PRN | SOLE | 1,689,000 | 0 | 0 | ||
MICROSOFT CORP | COM | 594918104 | 3,389 | 16,654 | SH | SOLE | 16,654 | 0 | 0 | ||
MOMO INC | NOTE 1.250% 7/0 | 60879BAB3 | 618 | 802,000 | PRN | DFND | 2 | 802,000 | 0 | 0 | |
MOMO INC | NOTE 1.250% 7/0 | 60879BAB3 | 1,397 | 1,814,000 | PRN | DFND | 3 | 1,814,000 | 0 | 0 | |
MOMO INC | NOTE 1.250% 7/0 | 60879BAB3 | 135 | 175,000 | PRN | SOLE | 175,000 | 0 | 0 | ||
NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 1,887 | 1,135,000 | PRN | DFND | 1 | 1,135,000 | 0 | 0 | |
NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 8,467 | 5,091,000 | PRN | SOLE | 5,091,000 | 0 | 0 | ||
NEW MTN FIN CORP | NOTE 5.750% 8/1 | 647551AC4 | 173 | 184,000 | PRN | SOLE | 184,000 | 0 | 0 | ||
NEW MTN FIN CORP | NOTE 5.750% 8/1 | 647551AC4 | 624 | 666,000 | PRN | DFND | 2 | 666,000 | 0 | 0 | |
NEW MTN FIN CORP | NOTE 5.750% 8/1 | 647551AC4 | 1,389 | 1,482,000 | PRN | DFND | 3 | 1,482,000 | 0 | 0 | |
NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 127 | 132,000 | PRN | SOLE | 132,000 | 0 | 0 | ||
NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 1,594 | 1,650,000 | PRN | DFND | 3 | 1,650,000 | 0 | 0 | |
NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 694 | 718,000 | PRN | DFND | 2 | 718,000 | 0 | 0 | |
NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944P307 | 687 | 15,754 | SH | DFND | 2 | 15,754 | 0 | 0 | |
NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944P307 | 1,893 | 43,399 | SH | DFND | 3 | 43,399 | 0 | 0 | |
NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944P307 | 168 | 3,847 | SH | SOLE | 3,847 | 0 | 0 | ||
NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604AD7 | 576 | 644,000 | PRN | DFND | 2 | 644,000 | 0 | 0 | |
NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604AD7 | 1,282 | 1,432,000 | PRN | DFND | 3 | 1,432,000 | 0 | 0 | |
NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604AD7 | 266 | 297,000 | PRN | SOLE | 297,000 | 0 | 0 | ||
NEXTERA ENERGY INC | UNIT 09/01/2022S | 65339F796 | 3,092 | 63,740 | SH | SOLE | 63,740 | 0 | 0 | ||
NEXTERA ENERGY INC | UNIT 99/99/9999 | 65339F770 | 911 | 21,450 | SH | DFND | 1 | 21,450 | 0 | 0 | |
NEXTERA ENERGY INC | UNIT 99/99/9999 | 65339F770 | 3,291 | 77,590 | SH | SOLE | 77,590 | 0 | 0 | ||
NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 1,332 | 583,000 | PRN | SOLE | 583,000 | 0 | 0 | ||
NIKE INC | CL B | 654106103 | 271 | 2,768 | SH | SOLE | 2,768 | 0 | 0 | ||
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 407 | 40,000 | PRN | DFND | 1 | 40,000 | 0 | 0 | |
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 11,954 | 1,177,000 | PRN | SOLE | 1,177,000 | 0 | 0 | ||
NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 589 | 583,000 | PRN | DFND | 2 | 583,000 | 0 | 0 | |
NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 1,328 | 1,314,000 | PRN | DFND | 3 | 1,314,000 | 0 | 0 | |
NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 552 | 548,000 | PRN | SOLE | 548,000 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 396 | 336,000 | PRN | DFND | 2 | 336,000 | 0 | 0 | |
NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 940 | 797,000 | PRN | DFND | 3 | 797,000 | 0 | 0 | |
NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 592 | 501,000 | PRN | SOLE | 501,000 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | NOTE 1.250% 4/0 | 67020YAN0 | 1,813 | 1,300,000 | PRN | DFND | 1 | 1,300,000 | 0 | 0 | |
NUANCE COMMUNICATIONS INC | NOTE 1.250% 4/0 | 67020YAN0 | 7,450 | 5,343,000 | PRN | SOLE | 5,343,000 | 0 | 0 | ||
NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 716 | 656,000 | PRN | SOLE | 656,000 | 0 | 0 | ||
NVIDIA CORPORATION | COM | 67066G104 | 600 | 1,577 | SH | SOLE | 1,577 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 1,699 | 1,400,000 | PRN | DFND | 1 | 1,400,000 | 0 | 0 | |
ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 8,396 | 6,920,000 | PRN | SOLE | 6,920,000 | 0 | 0 | ||
ORACLE CORP | COM | 68389X105 | 303 | 5,518 | SH | SOLE | 5,518 | 0 | 0 | ||
OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 645 | 674,000 | PRN | DFND | 2 | 674,000 | 0 | 0 | |
OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 1,411 | 1,475,000 | PRN | DFND | 3 | 1,475,000 | 0 | 0 | |
OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 517 | 541,000 | PRN | SOLE | 541,000 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 2,806 | 2,625,000 | PRN | DFND | 1 | 2,625,000 | 0 | 0 | |
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 607 | 568,000 | PRN | DFND | 2 | 568,000 | 0 | 0 | |
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 1,424 | 1,332,000 | PRN | DFND | 3 | 1,332,000 | 0 | 0 | |
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 12,695 | 11,875,000 | PRN | SOLE | 11,875,000 | 0 | 0 | ||
PAYPAL HLDGS INC | COM | 70450Y103 | 622 | 3,577 | SH | SOLE | 3,577 | 0 | 0 | ||
PENN NATL GAMING INC | NOTE 2.750% 5/1 | 707569AU3 | 736 | 491,000 | PRN | DFND | 3 | 491,000 | 0 | 0 | |
PENN NATL GAMING INC | NOTE 2.750% 5/1 | 707569AU3 | 4,487 | 2,999,000 | PRN | SOLE | 2,999,000 | 0 | 0 | ||
PENN NATL GAMING INC | NOTE 2.750% 5/1 | 707569AU3 | 387 | 258,000 | PRN | DFND | 2 | 258,000 | 0 | 0 | |
PENN NATL GAMING INC | NOTE 2.750% 5/1 | 707569AU3 | 997 | 665,000 | PRN | DFND | 1 | 665,000 | 0 | 0 | |
PEPSICO INC | COM | 713448108 | 460 | 3,489 | SH | SOLE | 3,489 | 0 | 0 | ||
PERFICIENT INC | NOTE 2.375% 9/1 | 71375UAB7 | 519 | 452,000 | PRN | DFND | 2 | 452,000 | 0 | 0 | |
PERFICIENT INC | NOTE 2.375% 9/1 | 71375UAB7 | 1,110 | 966,000 | PRN | DFND | 3 | 966,000 | 0 | 0 | |
PERFICIENT INC | NOTE 2.375% 9/1 | 71375UAB7 | 535 | 466,000 | PRN | SOLE | 466,000 | 0 | 0 | ||
PERKINELMER INC | COM | 714046109 | 220 | 2,225 | SH | SOLE | 2,225 | 0 | 0 | ||
PFIZER INC | COM | 717081103 | 627 | 19,235 | SH | SOLE | 19,235 | 0 | 0 | ||
PORTFOLIO RECOVERY ASSOCS IN | NOTE 3.000% 8/0 | 73640QAB1 | 304 | 306,000 | PRN | DFND | 2 | 306,000 | 0 | 0 | |
PORTFOLIO RECOVERY ASSOCS IN | NOTE 3.000% 8/0 | 73640QAB1 | 619 | 623,000 | PRN | DFND | 3 | 623,000 | 0 | 0 | |
PORTFOLIO RECOVERY ASSOCS IN | NOTE 3.000% 8/0 | 73640QAB1 | 71 | 71,000 | PRN | SOLE | 71,000 | 0 | 0 | ||
PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 484 | 473,000 | PRN | DFND | 2 | 473,000 | 0 | 0 | |
PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 1,145 | 1,118,000 | PRN | DFND | 3 | 1,118,000 | 0 | 0 | |
PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 163 | 159,000 | PRN | SOLE | 159,000 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 9,904 | 9,322,000 | PRN | SOLE | 9,322,000 | 0 | 0 | ||
PROCTER AND GAMBLE CO | COM | 742718109 | 835 | 6,968 | SH | SOLE | 6,968 | 0 | 0 | ||
PROSPECT CAP CORP | NOTE 6.375% 3/0 | 74348TAT9 | 2,881 | 2,940,000 | PRN | SOLE | 2,940,000 | 0 | 0 | ||
Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 1,384 | 1,225,000 | PRN | DFND | 1 | 1,225,000 | 0 | 0 | |
Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 522 | 462,000 | PRN | DFND | 2 | 462,000 | 0 | 0 | |
Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 1,172 | 1,038,000 | PRN | DFND | 3 | 1,038,000 | 0 | 0 | |
Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 5,618 | 4,976,000 | PRN | SOLE | 4,976,000 | 0 | 0 | ||
QTS RLTY TR INC | 6.50% CON PFD B | 74736A301 | 712 | 4,994 | SH | DFND | 2 | 4,994 | 0 | 0 | |
QTS RLTY TR INC | 6.50% CON PFD B | 74736A301 | 1,242 | 8,713 | SH | DFND | 3 | 8,713 | 0 | 0 | |
QTS RLTY TR INC | 6.50% CON PFD B | 74736A301 | 449 | 3,148 | SH | SOLE | 3,148 | 0 | 0 | ||
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 473 | 647,000 | PRN | DFND | 2 | 647,000 | 0 | 0 | |
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 1,197 | 1,636,000 | PRN | DFND | 3 | 1,636,000 | 0 | 0 | |
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 159 | 217,000 | PRN | SOLE | 217,000 | 0 | 0 | ||
RAMBUS INC DEL | NOTE 1.375% 2/0 | 750917AG1 | 392 | 375,000 | PRN | SOLE | 375,000 | 0 | 0 | ||
RAYTHEON TECHNOLOGIES CORP | COM | 75513E101 | 406 | 6,601 | SH | SOLE | 6,601 | 0 | 0 | ||
REALPAGE INC | NOTE 1.500% 5/1 | 75606NAC3 | 944 | 875,000 | PRN | DFND | 1 | 875,000 | 0 | 0 | |
REALPAGE INC | NOTE 1.500% 5/1 | 75606NAC3 | 4,252 | 3,942,000 | PRN | SOLE | 3,942,000 | 0 | 0 | ||
REDFIN CORP | NOTE 1.750% 7/1 | 75737FAA6 | 766 | 521,000 | PRN | SOLE | 521,000 | 0 | 0 | ||
REDWOOD TR INC | NOTE 4.750% 8/1 | 758075AC9 | 321 | 359,000 | PRN | DFND | 2 | 359,000 | 0 | 0 | |
REDWOOD TR INC | NOTE 4.750% 8/1 | 758075AC9 | 715 | 800,000 | PRN | DFND | 3 | 800,000 | 0 | 0 | |
REDWOOD TR INC | NOTE 4.750% 8/1 | 758075AC9 | 1,724 | 1,929,000 | PRN | SOLE | 1,929,000 | 0 | 0 | ||
REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 1,159 | 925,000 | PRN | DFND | 1 | 925,000 | 0 | 0 | |
REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 5,714 | 4,558,000 | PRN | SOLE | 4,558,000 | 0 | 0 | ||
RETROPHIN INC | NOTE 2.500% 9/1 | 761299AB2 | 304 | 368,000 | PRN | DFND | 2 | 368,000 | 0 | 0 | |
RETROPHIN INC | NOTE 2.500% 9/1 | 761299AB2 | 783 | 949,000 | PRN | DFND | 3 | 949,000 | 0 | 0 | |
RETROPHIN INC | NOTE 2.500% 9/1 | 761299AB2 | 142 | 172,000 | PRN | SOLE | 172,000 | 0 | 0 | ||
RH | NOTE 6/1 | 74967XAA1 | 1,511 | 1,080,000 | PRN | DFND | 1 | 1,080,000 | 0 | 0 | |
RH | NOTE 6/1 | 74967XAA1 | 9,468 | 6,767,000 | PRN | SOLE | 6,767,000 | 0 | 0 | ||
RINGCENTRAL INC | NOTE 3/1 | 76680RAD9 | 716 | 205,000 | PRN | DFND | 1 | 205,000 | 0 | 0 | |
RINGCENTRAL INC | NOTE 3/1 | 76680RAD9 | 5,685 | 1,630,000 | PRN | SOLE | 1,630,000 | 0 | 0 | ||
SALESFORCE COM INC | COM | 79466L302 | 436 | 2,332 | SH | SOLE | 2,332 | 0 | 0 | ||
SAREPTA THERAPEUTICS INC | COM | 803607100 | 237 | 1,479 | SH | SOLE | 1,479 | 0 | 0 | ||
SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 | 2,146 | 935,000 | PRN | DFND | 1 | 935,000 | 0 | 0 | |
SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 | 9,712 | 4,232,000 | PRN | SOLE | 4,232,000 | 0 | 0 | ||
SEACOR HOLDINGS INC | NOTE 3.000%11/1 | 81170YAB5 | 148 | 150,000 | PRN | SOLE | 150,000 | 0 | 0 | ||
SEACOR HOLDINGS INC | NOTE 3.250% 5/1 | 811904AN1 | 644 | 894,000 | PRN | DFND | 2 | 894,000 | 0 | 0 | |
SEACOR HOLDINGS INC | NOTE 3.250% 5/1 | 811904AN1 | 1,408 | 1,956,000 | PRN | DFND | 3 | 1,956,000 | 0 | 0 | |
SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 254 | 6,710 | SH | SOLE | 6,710 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 | 1,376 | 24,373 | SH | SOLE | 24,373 | 0 | 0 | ||
SEMPRA ENERGY | 6% PFD CONV A | 816851406 | 1,062 | 10,860 | SH | SOLE | 10,860 | 0 | 0 | ||
SERVICENOW INC | COM | 81762P102 | 325 | 801 | SH | SOLE | 801 | 0 | 0 | ||
SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 2,367 | 790,000 | PRN | DFND | 1 | 790,000 | 0 | 0 | |
SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 11,843 | 3,952,000 | PRN | SOLE | 3,952,000 | 0 | 0 | ||
SHIP FIN INTL LTD | NOTE 4.875% 5/0 | 824689AG8 | 691 | 787,000 | PRN | DFND | 3 | 787,000 | 0 | 0 | |
SHIP FIN INTL LTD | NOTE 4.875% 5/0 | 824689AG8 | 112 | 127,000 | PRN | SOLE | 127,000 | 0 | 0 | ||
SHIP FIN INTL LTD | NOTE 4.875% 5/0 | 824689AG8 | 295 | 336,000 | PRN | DFND | 2 | 336,000 | 0 | 0 | |
SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919AB8 | 1,310 | 1,092,000 | PRN | SOLE | 1,092,000 | 0 | 0 | ||
SOUTHERN CO | UNIT 08/01/2022 | 842587602 | 1,065 | 24,165 | SH | SOLE | 24,165 | 0 | 0 | ||
SOUTHWEST AIRLS CO | COM | 844741108 | 209 | 6,058 | SH | SOLE | 6,058 | 0 | 0 | ||
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 1,282 | 1,075,000 | PRN | DFND | 1 | 1,075,000 | 0 | 0 | |
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 725 | 608,000 | PRN | DFND | 2 | 608,000 | 0 | 0 | |
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 1,410 | 1,182,000 | PRN | DFND | 3 | 1,182,000 | 0 | 0 | |
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 40,624 | 34,053,000 | PRN | SOLE | 34,053,000 | 0 | 0 | ||
SPDR GOLD TR | GOLD SHS | 78463V107 | 2,782 | 16,607 | SH | SOLE | 16,607 | 0 | 0 | ||
SPDR SER TR | BLMBRG BRC CNVRT | 78464A359 | 9,447 | 156,113 | SH | SOLE | 156,113 | 0 | 0 | ||
SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 655 | 660,000 | PRN | SOLE | 660,000 | 0 | 0 | ||
SPLUNK INC | COM | 848637104 | 267 | 1,334 | SH | SOLE | 1,334 | 0 | 0 | ||
SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 2,072 | 1,440,000 | PRN | DFND | 1 | 1,440,000 | 0 | 0 | |
SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 10,444 | 7,260,000 | PRN | SOLE | 7,260,000 | 0 | 0 | ||
SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 2,155 | 1,466,000 | PRN | SOLE | 1,466,000 | 0 | 0 | ||
SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 2,824 | 1,900,000 | PRN | DFND | 1 | 1,900,000 | 0 | 0 | |
SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 12,722 | 8,561,000 | PRN | SOLE | 8,561,000 | 0 | 0 | ||
SSR MNG INC | NOTE 2.500% 4/0 | 784730AB9 | 1,147 | 820,000 | PRN | DFND | 1 | 820,000 | 0 | 0 | |
SSR MNG INC | NOTE 2.500% 4/0 | 784730AB9 | 5,046 | 3,606,000 | PRN | SOLE | 3,606,000 | 0 | 0 | ||
STANLEY BLACK & DECKER INC | UNIT 11/15/2022 | 854502846 | 15,237 | 170,271 | SH | SOLE | 170,271 | 0 | 0 | ||
STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 | 500 | 522,000 | PRN | SOLE | 522,000 | 0 | 0 | ||
SUNPOWER CORP | DBCV 4.000% 1/1 | 867652AL3 | 251 | 313,000 | PRN | SOLE | 313,000 | 0 | 0 | ||
SUNPOWER CORP | DBCV 4.000% 1/1 | 867652AL3 | 827 | 1,031,000 | PRN | DFND | 2 | 1,031,000 | 0 | 0 | |
SUNPOWER CORP | DBCV 4.000% 1/1 | 867652AL3 | 1,810 | 2,256,000 | PRN | DFND | 3 | 2,256,000 | 0 | 0 | |
SYNAPTICS INC | NOTE 0.500% 6/1 | 87157DAD1 | 1,716 | 1,610,000 | PRN | DFND | 1 | 1,610,000 | 0 | 0 | |
SYNAPTICS INC | NOTE 0.500% 6/1 | 87157DAD1 | 7,800 | 7,321,000 | PRN | SOLE | 7,321,000 | 0 | 0 | ||
TELADOC HEALTH INC | NOTE 1.375% 5/1 | 87918AAC9 | 1,186 | 333,000 | PRN | DFND | 1 | 333,000 | 0 | 0 | |
TELADOC HEALTH INC | NOTE 1.375% 5/1 | 87918AAC9 | 5,911 | 1,660,000 | PRN | SOLE | 1,660,000 | 0 | 0 | ||
TELADOC HEALTH INC | NOTE 3.000%12/1 | 87918AAB1 | 979 | 226,000 | PRN | SOLE | 226,000 | 0 | 0 | ||
TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 1,690 | 630,000 | PRN | DFND | 1 | 630,000 | 0 | 0 | |
TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 9,368 | 3,491,000 | PRN | SOLE | 3,491,000 | 0 | 0 | ||
TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 3,071 | 1,025,000 | PRN | DFND | 1 | 1,025,000 | 0 | 0 | |
TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 13,465 | 4,493,000 | PRN | SOLE | 4,493,000 | 0 | 0 | ||
TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 5,631 | 1,605,000 | PRN | DFND | 1 | 1,605,000 | 0 | 0 | |
TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 25,255 | 7,198,000 | PRN | SOLE | 7,198,000 | 0 | 0 | ||
TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 3,926 | 1,185,000 | PRN | DFND | 1 | 1,185,000 | 0 | 0 | |
TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 16,217 | 4,894,000 | PRN | SOLE | 4,894,000 | 0 | 0 | ||
THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 310 | 322,000 | PRN | DFND | 2 | 322,000 | 0 | 0 | |
THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 131 | 136,000 | PRN | SOLE | 136,000 | 0 | 0 | ||
THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 715 | 742,000 | PRN | DFND | 3 | 742,000 | 0 | 0 | |
THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 551 | 558,000 | PRN | DFND | 2 | 558,000 | 0 | 0 | |
THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 1,222 | 1,238,000 | PRN | DFND | 3 | 1,238,000 | 0 | 0 | |
THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 202 | 204,000 | PRN | SOLE | 204,000 | 0 | 0 | ||
THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 536 | 1,482 | SH | SOLE | 1,482 | 0 | 0 | ||
TJX COS INC NEW | COM | 872540109 | 298 | 5,878 | SH | SOLE | 5,878 | 0 | 0 | ||
TWILIO INC | NOTE 0.250% 6/0 | 90138FAB8 | 1,055 | 340,000 | PRN | DFND | 1 | 340,000 | 0 | 0 | |
TWILIO INC | NOTE 0.250% 6/0 | 90138FAB8 | 5,137 | 1,656,000 | PRN | SOLE | 1,656,000 | 0 | 0 | ||
TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 999 | 1,063,000 | PRN | SOLE | 1,063,000 | 0 | 0 | ||
TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAA9 | 151 | 154,000 | PRN | SOLE | 154,000 | 0 | 0 | ||
TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAA9 | 650 | 664,000 | PRN | DFND | 2 | 664,000 | 0 | 0 | |
TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAA9 | 1,242 | 1,268,000 | PRN | DFND | 3 | 1,268,000 | 0 | 0 | |
UNION PAC CORP | COM | 907818108 | 480 | 2,825 | SH | SOLE | 2,825 | 0 | 0 | ||
UNITEDHEALTH GROUP INC | COM | 91324P102 | 999 | 3,387 | SH | SOLE | 3,387 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 634 | 11,533 | SH | SOLE | 11,533 | 0 | 0 | ||
VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 1,650 | 1,435,000 | PRN | DFND | 1 | 1,435,000 | 0 | 0 | |
VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 6,013 | 5,232,000 | PRN | SOLE | 5,232,000 | 0 | 0 | ||
VISA INC | COM CL A | 92826C839 | 733 | 3,799 | SH | SOLE | 3,799 | 0 | 0 | ||
VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 363 | 389,000 | PRN | DFND | 2 | 389,000 | 0 | 0 | |
VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 796 | 854,000 | PRN | DFND | 3 | 854,000 | 0 | 0 | |
VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 708 | 759,000 | PRN | SOLE | 759,000 | 0 | 0 | ||
VONAGE HLDGS CORP | NOTE 1.750% 6/0 | 92886TAJ1 | 331 | 356,000 | PRN | DFND | 2 | 356,000 | 0 | 0 | |
VONAGE HLDGS CORP | NOTE 1.750% 6/0 | 92886TAJ1 | 831 | 894,000 | PRN | DFND | 3 | 894,000 | 0 | 0 | |
WALMART INC | COM | 931142103 | 296 | 2,471 | SH | SOLE | 2,471 | 0 | 0 | ||
WAYFAIR INC | NOTE 0.375% 9/0 | 94419LAB7 | 881 | 463,000 | PRN | SOLE | 463,000 | 0 | 0 | ||
WAYFAIR INC | NOTE 1.125%11/0 | 94419LAD3 | 2,915 | 1,635,000 | PRN | DFND | 1 | 1,635,000 | 0 | 0 | |
WAYFAIR INC | NOTE 1.125%11/0 | 94419LAD3 | 7,029 | 3,943,000 | PRN | SOLE | 3,943,000 | 0 | 0 | ||
WEIBO CORP | NOTE 1.250%11/1 | 948596AC5 | 677 | 728,000 | PRN | DFND | 2 | 728,000 | 0 | 0 | |
WEIBO CORP | NOTE 1.250%11/1 | 948596AC5 | 1,418 | 1,525,000 | PRN | DFND | 3 | 1,525,000 | 0 | 0 | |
WEIBO CORP | NOTE 1.250%11/1 | 948596AC5 | 157 | 168,000 | PRN | SOLE | 168,000 | 0 | 0 | ||
WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 841 | 230,000 | PRN | DFND | 1 | 230,000 | 0 | 0 | |
WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 17,861 | 4,882,000 | PRN | SOLE | 4,882,000 | 0 | 0 | ||
WELLS FARGO CO NEW | COM | 949746101 | 278 | 10,829 | SH | SOLE | 10,829 | 0 | 0 | ||
WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 4,315 | 3,326 | SH | SOLE | 3,326 | 0 | 0 | ||
WESTERN ASSET MTG CAP CORP | NOTE 6.750%10/0 | 95790DAA3 | 349 | 491,000 | PRN | DFND | 2 | 491,000 | 0 | 0 | |
WESTERN ASSET MTG CAP CORP | NOTE 6.750%10/0 | 95790DAA3 | 817 | 1,151,000 | PRN | DFND | 3 | 1,151,000 | 0 | 0 | |
WESTERN ASSET MTG CAP CORP | NOTE 6.750%10/0 | 95790DAA3 | 110 | 155,000 | PRN | SOLE | 155,000 | 0 | 0 | ||
WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 2,204 | 2,345,000 | PRN | SOLE | 2,345,000 | 0 | 0 | ||
WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 289 | 210,000 | PRN | DFND | 2 | 210,000 | 0 | 0 | |
WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 774 | 563,000 | PRN | DFND | 3 | 563,000 | 0 | 0 | |
WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 2,289 | 1,665,000 | PRN | DFND | 1 | 1,665,000 | 0 | 0 | |
WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 11,128 | 8,100,000 | PRN | SOLE | 8,100,000 | 0 | 0 | ||
YY INC | NOTE 1.375% 6/1 | 98426TAF3 | 923 | 840,000 | PRN | DFND | 1 | 840,000 | 0 | 0 | |
YY INC | NOTE 1.375% 6/1 | 98426TAF3 | 732 | 666,000 | PRN | DFND | 2 | 666,000 | 0 | 0 | |
YY INC | NOTE 1.375% 6/1 | 98426TAF3 | 2,015 | 1,834,000 | PRN | DFND | 3 | 1,834,000 | 0 | 0 | |
YY INC | NOTE 1.375% 6/1 | 98426TAF3 | 2,465 | 2,246,000 | PRN | SOLE | 2,246,000 | 0 | 0 | ||
ZENDESK INC | NOTE 0.250% 3/1 | 98936JAB7 | 1,538 | 1,034,000 | PRN | SOLE | 1,034,000 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 1.500% 7/0 | 98954MAC5 | 362 | 347,000 | PRN | SOLE | 347,000 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 1,865 | 1,595,000 | PRN | DFND | 1 | 1,595,000 | 0 | 0 | |
ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 750 | 642,000 | PRN | DFND | 2 | 642,000 | 0 | 0 | |
ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 1,443 | 1,234,000 | PRN | DFND | 3 | 1,234,000 | 0 | 0 | |
ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 7,323 | 6,264,000 | PRN | SOLE | 6,264,000 | 0 | 0 | ||
ZYNGA INC | NOTE 0.250% 6/0 | 98986TAB4 | 8,142 | 6,375,000 | PRN | SOLE | 6,375,000 | 0 | 0 | ||
ZYNGA INC | NOTE 0.250% 6/0 | 98986TAB4 | 2,010 | 1,575,000 | PRN | DFND | 1 | 1,575,000 | 0 | 0 |