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 | 203 | 1,258 | SH | SOLE | 1,258 | 0 | 0 | ||
ABBOTT LABS | COM | 002824100 | 559 | 5,147 | SH | SOLE | 5,147 | 0 | 0 | ||
ABBVIE INC | COM | 00287Y109 | 313 | 3,559 | SH | SOLE | 3,559 | 0 | 0 | ||
ACCENTURE PLC IRELAND | SHS CLASS A | G1151C101 | 262 | 1,158 | SH | SOLE | 1,158 | 0 | 0 | ||
ADOBE SYSTEMS INCORPORATED | COM | 00724F101 | 437 | 892 | SH | SOLE | 892 | 0 | 0 | ||
ADVANCED MICRO DEVICES INC | COM | 007903107 | 298 | 3,651 | SH | SOLE | 3,651 | 0 | 0 | ||
ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 2,301 | 225,000 | PRN | DFND | 1 | 225,000 | 0 | 0 | |
ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 9,437 | 923,000 | PRN | SOLE | 923,000 | 0 | 0 | ||
AERIE PHARMACEUTICALS INC | NOTE 1.500%10/0 | 00771VAB4 | 345 | 431,000 | PRN | DFND | 2 | 431,000 | 0 | 0 | |
AERIE PHARMACEUTICALS INC | NOTE 1.500%10/0 | 00771VAB4 | 637 | 796,000 | PRN | DFND | 3 | 796,000 | 0 | 0 | |
AERIE PHARMACEUTICALS INC | NOTE 1.500%10/0 | 00771VAB4 | 118 | 148,000 | PRN | SOLE | 148,000 | 0 | 0 | ||
AIR PRODS & CHEMS INC | COM | 009158106 | 378 | 1,271 | SH | SOLE | 1,271 | 0 | 0 | ||
AIR TRANSPORT SERVICES GRP I | NOTE 1.125%10/1 | 00922RAB1 | 528 | 501,000 | PRN | DFND | 2 | 501,000 | 0 | 0 | |
AIR TRANSPORT SERVICES GRP I | NOTE 1.125%10/1 | 00922RAB1 | 877 | 832,000 | PRN | DFND | 3 | 832,000 | 0 | 0 | |
AIR TRANSPORT SERVICES GRP I | NOTE 1.125%10/1 | 00922RAB1 | 659 | 625,000 | PRN | DFND | 1 | 625,000 | 0 | 0 | |
AIR TRANSPORT SERVICES GRP I | NOTE 1.125%10/1 | 00922RAB1 | 2,908 | 2,758,000 | PRN | SOLE | 2,758,000 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 3,401 | 2,645,000 | PRN | DFND | 1 | 2,645,000 | 0 | 0 | |
AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 19,574 | 15,222,000 | PRN | SOLE | 15,222,000 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 1,977 | 1,716,000 | PRN | SOLE | 1,716,000 | 0 | 0 | ||
ALPHABET INC | CAP STK CL A | 02079K305 | 1,687 | 1,151 | SH | SOLE | 1,151 | 0 | 0 | ||
AMAZON COM INC | COM | 023135106 | 2,687 | 853 | SH | SOLE | 853 | 0 | 0 | ||
AMERICAN ELEC PWR CO INC | UNIT 03/15/2022 | 025537127 | 1,449 | 29,885 | SH | SOLE | 29,885 | 0 | 0 | ||
AMERICAN RLTY CAP PPTYS INC | NOTE 3.750%12/1 | 02917TAB0 | 1,280 | 1,280,000 | PRN | SOLE | 1,280,000 | 0 | 0 | ||
AMGEN INC | COM | 031162100 | 515 | 2,026 | SH | SOLE | 2,026 | 0 | 0 | ||
APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 340 | 314,000 | PRN | DFND | 2 | 314,000 | 0 | 0 | |
APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 743 | 686,000 | PRN | DFND | 3 | 686,000 | 0 | 0 | |
APOLLO COML REAL EST FIN INC | NOTE 4.750% 8/2 | 03762UAB1 | 963 | 1,032,000 | PRN | DFND | 3 | 1,032,000 | 0 | 0 | |
APOLLO COML REAL EST FIN INC | NOTE 4.750% 8/2 | 03762UAB1 | 79 | 85,000 | PRN | SOLE | 85,000 | 0 | 0 | ||
APOLLO COML REAL EST FIN INC | NOTE 4.750% 8/2 | 03762UAB1 | 487 | 522,000 | PRN | DFND | 2 | 522,000 | 0 | 0 | |
APOLLO COML REAL EST FIN INC | NOTE 5.375%10/1 | 03762UAC9 | 1,649 | 1,811,000 | PRN | DFND | 3 | 1,811,000 | 0 | 0 | |
APOLLO COML REAL EST FIN INC | NOTE 5.375%10/1 | 03762UAC9 | 242 | 266,000 | PRN | SOLE | 266,000 | 0 | 0 | ||
APOLLO COML REAL EST FIN INC | NOTE 5.375%10/1 | 03762UAC9 | 977 | 1,073,000 | PRN | DFND | 2 | 1,073,000 | 0 | 0 | |
APPLE INC | COM | 037833100 | 3,834 | 33,100 | SH | SOLE | 33,100 | 0 | 0 | ||
APPLIED MATLS INC | COM | 038222105 | 201 | 3,370 | SH | SOLE | 3,370 | 0 | 0 | ||
ARCELORMITTAL SA LUXEMBOURG | NY REGISTRY SH | 03938L203 | 224 | 16,840 | SH | SOLE | 16,840 | 0 | 0 | ||
ARES CAPITAL CORP | COM | 04010L103 | 146 | 10,434 | SH | SOLE | 10,434 | 0 | 0 | ||
ARES CAPITAL CORP | NOTE 3.750% 2/0 | 04010LAT0 | 7,797 | 7,719,000 | PRN | SOLE | 7,719,000 | 0 | 0 | ||
ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 7,781 | 7,505,000 | PRN | SOLE | 7,505,000 | 0 | 0 | ||
ASSURANT INC | 6.50% CONV PFD D | 04621X207 | 299 | 2,540 | SH | SOLE | 2,540 | 0 | 0 | ||
AT&T INC | COM | 00206R102 | 406 | 14,259 | SH | SOLE | 14,259 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 3,770 | 3,134,000 | PRN | SOLE | 3,134,000 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 686 | 570,000 | PRN | DFND | 1 | 570,000 | 0 | 0 | |
AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 107 | 114,000 | PRN | SOLE | 114,000 | 0 | 0 | ||
AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 314 | 334,000 | PRN | DFND | 2 | 334,000 | 0 | 0 | |
AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 518 | 552,000 | PRN | DFND | 3 | 552,000 | 0 | 0 | |
BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 779 | 3,652 | SH | SOLE | 3,652 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 1,102 | 1,050,000 | PRN | DFND | 1 | 1,050,000 | 0 | 0 | |
BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 5,977 | 5,697,000 | PRN | SOLE | 5,697,000 | 0 | 0 | ||
BK OF AMERICA CORP | 7.25%CNV PFD L | 060505682 | 3,729 | 2,506 | SH | SOLE | 2,506 | 0 | 0 | ||
BK OF AMERICA CORP | COM | 060505104 | 569 | 23,625 | SH | SOLE | 23,625 | 0 | 0 | ||
BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 1,420 | 1,030,000 | PRN | DFND | 1 | 1,030,000 | 0 | 0 | |
BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 5,705 | 4,140,000 | PRN | SOLE | 4,140,000 | 0 | 0 | ||
BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 612 | 650,000 | PRN | DFND | 2 | 650,000 | 0 | 0 | |
BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 1,213 | 1,288,000 | PRN | DFND | 3 | 1,288,000 | 0 | 0 | |
BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 200 | 212,000 | PRN | SOLE | 212,000 | 0 | 0 | ||
BLOOMIN BRANDS INC | COM | 094235108 | 225 | 14,665 | SH | SOLE | 14,665 | 0 | 0 | ||
BOINGO WIRELESS INC | NOTE 1.000%10/0 | 09739CAB8 | 115 | 132,000 | PRN | SOLE | 132,000 | 0 | 0 | ||
BOINGO WIRELESS INC | NOTE 1.000%10/0 | 09739CAB8 | 949 | 1,086,000 | PRN | DFND | 3 | 1,086,000 | 0 | 0 | |
BOINGO WIRELESS INC | NOTE 1.000%10/0 | 09739CAB8 | 487 | 557,000 | PRN | DFND | 2 | 557,000 | 0 | 0 | |
BRISTOL-MYERS SQUIBB CO | COM | 110122108 | 259 | 4,321 | SH | SOLE | 4,321 | 0 | 0 | ||
BROADCOM INC | COM | 11135F101 | 342 | 939 | SH | SOLE | 939 | 0 | 0 | ||
CHANGE HEALTHCARE INC | UNIT 99/99/9999 | 15912K209 | 417 | 7,890 | SH | SOLE | 7,890 | 0 | 0 | ||
CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 2,016 | 1,325,000 | PRN | DFND | 1 | 1,325,000 | 0 | 0 | |
CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 11,395 | 7,491,000 | PRN | SOLE | 7,491,000 | 0 | 0 | ||
CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 755 | 1,056,000 | PRN | DFND | 2 | 1,056,000 | 0 | 0 | |
CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 1,284 | 1,795,000 | PRN | DFND | 3 | 1,795,000 | 0 | 0 | |
CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 249 | 349,000 | PRN | SOLE | 349,000 | 0 | 0 | ||
CHIMERA INVT CORP | NOTE 7.000% 4/0 | 16934QAA7 | 206 | 162,000 | PRN | SOLE | 162,000 | 0 | 0 | ||
CISCO SYS INC | COM | 17275R102 | 445 | 11,322 | SH | SOLE | 11,322 | 0 | 0 | ||
CITIGROUP INC | COM NEW | 172967424 | 312 | 7,231 | SH | SOLE | 7,231 | 0 | 0 | ||
CLEVELAND-CLIFFS INC NEW | DBCV 1.500% 1/1 | 185899AA9 | 775 | 750,000 | PRN | DFND | 1 | 750,000 | 0 | 0 | |
CLEVELAND-CLIFFS INC NEW | DBCV 1.500% 1/1 | 185899AA9 | 3,936 | 3,812,000 | PRN | SOLE | 3,812,000 | 0 | 0 | ||
COCA COLA CO | COM | 191216100 | 492 | 9,989 | SH | SOLE | 9,989 | 0 | 0 | ||
COLFAX CORP | UNIT 01/15/2022T | 194014205 | 1,221 | 9,100 | SH | DFND | 1 | 9,100 | 0 | 0 | |
COLFAX CORP | UNIT 01/15/2022T | 194014205 | 5,082 | 37,888 | SH | SOLE | 37,888 | 0 | 0 | ||
COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625XAB8 | 581 | 450,000 | PRN | SOLE | 450,000 | 0 | 0 | ||
COMCAST CORP NEW | CL A | 20030N101 | 499 | 10,787 | SH | SOLE | 10,787 | 0 | 0 | ||
CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 991 | 885,000 | PRN | DFND | 1 | 885,000 | 0 | 0 | |
CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 5,129 | 4,581,000 | PRN | SOLE | 4,581,000 | 0 | 0 | ||
COSTCO WHSL CORP NEW | COM | 22160K105 | 463 | 1,302 | SH | SOLE | 1,302 | 0 | 0 | ||
COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 1,512 | 830,000 | PRN | DFND | 1 | 830,000 | 0 | 0 | |
COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 6,515 | 3,576,000 | PRN | SOLE | 3,576,000 | 0 | 0 | ||
CREE INC | NOTE 0.875% 9/0 | 225447AB7 | 690 | 557,000 | PRN | DFND | 3 | 557,000 | 0 | 0 | |
CREE INC | NOTE 0.875% 9/0 | 225447AB7 | 984 | 795,000 | PRN | SOLE | 795,000 | 0 | 0 | ||
CREE INC | NOTE 0.875% 9/0 | 225447AB7 | 373 | 301,000 | PRN | DFND | 2 | 301,000 | 0 | 0 | |
CSG SYS INTL INC | NOTE 4.250% 3/1 | 126349AF6 | 267 | 257,000 | PRN | SOLE | 257,000 | 0 | 0 | ||
CUMMINS INC | COM | 231021106 | 209 | 985 | SH | SOLE | 985 | 0 | 0 | ||
D R HORTON INC | COM | 23331A109 | 250 | 3,287 | SH | SOLE | 3,287 | 0 | 0 | ||
DANAHER CORPORATION | 4.75 MND CV PFD | 235851300 | 2,841 | 1,925 | SH | DFND | 1 | 1,925 | 0 | 0 | |
DANAHER CORPORATION | 4.75 MND CV PFD | 235851300 | 15,455 | 10,473 | SH | SOLE | 10,473 | 0 | 0 | ||
DANAHER CORPORATION | COM | 235851102 | 470 | 2,173 | SH | SOLE | 2,173 | 0 | 0 | ||
DBX ETF TR | XTRACK HRVST CSI | 233051879 | 2,838 | 82,402 | SH | SOLE | 82,402 | 0 | 0 | ||
DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 2,817 | 1,115,000 | PRN | DFND | 1 | 1,115,000 | 0 | 0 | |
DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 12,111 | 4,795,000 | PRN | SOLE | 4,795,000 | 0 | 0 | ||
DICKS SPORTING GOODS INC | COM | 253393102 | 258 | 4,463 | SH | SOLE | 4,463 | 0 | 0 | ||
DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 757 | 825,000 | PRN | DFND | 1 | 825,000 | 0 | 0 | |
DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 3,873 | 4,218,000 | PRN | SOLE | 4,218,000 | 0 | 0 | ||
DISNEY WALT CO | COM DISNEY | 254687106 | 520 | 4,189 | SH | SOLE | 4,189 | 0 | 0 | ||
DOCUSIGN INC | NOTE 0.500% 9/1 | 256163AB2 | 2,445 | 810,000 | PRN | DFND | 1 | 810,000 | 0 | 0 | |
DOCUSIGN INC | NOTE 0.500% 9/1 | 256163AB2 | 10,578 | 3,505,000 | PRN | SOLE | 3,505,000 | 0 | 0 | ||
DOMINION ENERGY INC | UNIT 99/99/9999 | 25746U133 | 2,296 | 22,575 | SH | SOLE | 22,575 | 0 | 0 | ||
DTE ENERGY CO | UNIT 11/01/2022S | 233331842 | 876 | 19,400 | SH | SOLE | 19,400 | 0 | 0 | ||
EATON CORP PLC | SHS | G29183103 | 225 | 2,205 | SH | SOLE | 2,205 | 0 | 0 | ||
ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 436 | 400,000 | PRN | DFND | 2 | 400,000 | 0 | 0 | |
ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 770 | 707,000 | PRN | DFND | 3 | 707,000 | 0 | 0 | |
ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 156 | 143,000 | PRN | SOLE | 143,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 2.875% 3/1 | 292554AH5 | 337 | 339,000 | PRN | DFND | 2 | 339,000 | 0 | 0 | |
ENCORE CAP GROUP INC | NOTE 2.875% 3/1 | 292554AH5 | 551 | 554,000 | PRN | DFND | 3 | 554,000 | 0 | 0 | |
ENCORE CAP GROUP INC | NOTE 2.875% 3/1 | 292554AH5 | 107 | 107,000 | PRN | SOLE | 107,000 | 0 | 0 | ||
ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 860 | 671,000 | PRN | SOLE | 671,000 | 0 | 0 | ||
ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 611 | 477,000 | PRN | DFND | 2 | 477,000 | 0 | 0 | |
ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 1,115 | 871,000 | PRN | DFND | 3 | 871,000 | 0 | 0 | |
ESSENTIAL UTILS INC | UNIT 04/30/2022 | 29670G201 | 1,866 | 34,880 | SH | SOLE | 34,880 | 0 | 0 | ||
ETSY INC | NOTE 3/0 | 29786AAC0 | 321 | 96,000 | PRN | SOLE | 96,000 | 0 | 0 | ||
EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 6,997 | 7,312,000 | PRN | SOLE | 7,312,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 1,785 | 1,525,000 | PRN | DFND | 1 | 1,525,000 | 0 | 0 | |
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 726 | 620,000 | PRN | DFND | 2 | 620,000 | 0 | 0 | |
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 1,148 | 981,000 | PRN | DFND | 3 | 981,000 | 0 | 0 | |
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 9,090 | 7,765,000 | PRN | SOLE | 7,765,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 673 | 435,000 | PRN | SOLE | 435,000 | 0 | 0 | ||
FACEBOOK INC | CL A | 30303M102 | 1,440 | 5,503 | SH | SOLE | 5,503 | 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 | 40 | 41,000 | PRN | DFND | 3 | 41,000 | 0 | 0 | |
FIREEYE INC | NOTE 1.625% 6/0 | 31816QAD3 | 136 | 141,000 | PRN | SOLE | 141,000 | 0 | 0 | ||
FIRST TR EXCH TRADED FD III | PFD SECS INC ETF | 33739E108 | 4,326 | 225,705 | SH | SOLE | 225,705 | 0 | 0 | ||
FIRST TR EXCHANGE-TRADED FD | DJ INTERNT IDX | 33733E302 | 2,828 | 15,030 | SH | SOLE | 15,030 | 0 | 0 | ||
FIRST TR EXCHANGE-TRADED FD | FST LOW OPPT EFT | 33739Q200 | 5,251 | 101,636 | SH | SOLE | 101,636 | 0 | 0 | ||
FIRST TR EXCHANGE-TRADED FD | MULTI ASSET DI | 33738R100 | 414 | 30,675 | SH | SOLE | 30,675 | 0 | 0 | ||
FIRST TR EXCHANGE-TRADED FD | SSI STRG ETF | 33739Q507 | 321 | 7,967 | SH | SOLE | 7,967 | 0 | 0 | ||
FLEXION THERAPEUTICS INC | NOTE 3.375% 5/0 | 33938JAB2 | 312 | 395,000 | PRN | DFND | 2 | 395,000 | 0 | 0 | |
FLEXION THERAPEUTICS INC | NOTE 3.375% 5/0 | 33938JAB2 | 557 | 704,000 | PRN | DFND | 3 | 704,000 | 0 | 0 | |
FLEXION THERAPEUTICS INC | NOTE 3.375% 5/0 | 33938JAB2 | 119 | 151,000 | PRN | SOLE | 151,000 | 0 | 0 | ||
FORTIVE CORP | NOTE 0.875% 2/1 | 34959JAK4 | 609 | 608,000 | PRN | SOLE | 608,000 | 0 | 0 | ||
FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 637 | 520,000 | PRN | DFND | 2 | 520,000 | 0 | 0 | |
FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 1,019 | 832,000 | PRN | DFND | 3 | 832,000 | 0 | 0 | |
FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 599 | 490,000 | PRN | SOLE | 490,000 | 0 | 0 | ||
GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 329 | 322,000 | PRN | DFND | 2 | 322,000 | 0 | 0 | |
GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 624 | 611,000 | PRN | DFND | 3 | 611,000 | 0 | 0 | |
GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 68 | 67,000 | PRN | SOLE | 67,000 | 0 | 0 | ||
GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 384 | 418,000 | PRN | DFND | 2 | 418,000 | 0 | 0 | |
GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 254 | 276,000 | PRN | SOLE | 276,000 | 0 | 0 | ||
GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 763 | 830,000 | PRN | DFND | 3 | 830,000 | 0 | 0 | |
GUESS INC | NOTE 2.000% 4/1 | 401617AD7 | 555 | 697,000 | PRN | SOLE | 697,000 | 0 | 0 | ||
GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 29 | 25,000 | PRN | SOLE | 25,000 | 0 | 0 | ||
HANNON ARMSTRONG SUST INFR C | NOTE 8/1 | 41068XAD2 | 846 | 815,000 | PRN | DFND | 1 | 815,000 | 0 | 0 | |
HANNON ARMSTRONG SUST INFR C | NOTE 8/1 | 41068XAD2 | 3,404 | 3,284,000 | PRN | SOLE | 3,284,000 | 0 | 0 | ||
HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 247 | 273,000 | PRN | DFND | 2 | 273,000 | 0 | 0 | |
HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 599 | 662,000 | PRN | DFND | 3 | 662,000 | 0 | 0 | |
HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 59 | 65,000 | PRN | SOLE | 65,000 | 0 | 0 | ||
HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 633 | 785,000 | PRN | DFND | 1 | 785,000 | 0 | 0 | |
HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 277 | 344,000 | PRN | DFND | 2 | 344,000 | 0 | 0 | |
HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 392 | 486,000 | PRN | DFND | 3 | 486,000 | 0 | 0 | |
HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 2,718 | 3,373,000 | PRN | SOLE | 3,373,000 | 0 | 0 | ||
HERCULES CAPITAL INC | DBCV 4.375% 2/0 | 427096AF9 | 4,103 | 4,088,000 | PRN | SOLE | 4,088,000 | 0 | 0 | ||
HOME DEPOT INC | COM | 437076102 | 1,002 | 3,613 | SH | SOLE | 3,613 | 0 | 0 | ||
HONEYWELL INTL INC | COM | 438516106 | 297 | 1,801 | SH | SOLE | 1,801 | 0 | 0 | ||
II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 817 | 725,000 | PRN | DFND | 1 | 725,000 | 0 | 0 | |
II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 631 | 560,000 | PRN | DFND | 2 | 560,000 | 0 | 0 | |
II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 1,208 | 1,073,000 | PRN | DFND | 3 | 1,073,000 | 0 | 0 | |
II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 4,405 | 3,911,000 | PRN | SOLE | 3,911,000 | 0 | 0 | ||
ILLINOIS TOOL WKS INC | COM | 452308109 | 201 | 1,033 | SH | SOLE | 1,033 | 0 | 0 | ||
ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 1,046 | 815,000 | PRN | DFND | 1 | 815,000 | 0 | 0 | |
ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 13,746 | 10,715,000 | PRN | SOLE | 10,715,000 | 0 | 0 | ||
ILLUMINA INC | NOTE 8/1 | 452327AK5 | 21,357 | 20,190,000 | PRN | SOLE | 20,190,000 | 0 | 0 | ||
INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 337 | 365,000 | PRN | DFND | 2 | 365,000 | 0 | 0 | |
INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 668 | 724,000 | PRN | DFND | 3 | 724,000 | 0 | 0 | |
INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 149 | 161,000 | PRN | SOLE | 161,000 | 0 | 0 | ||
INPHI CORP | NOTE 0.750% 9/0 | 45772FAC1 | 1,673 | 834,000 | PRN | SOLE | 834,000 | 0 | 0 | ||
INSEEGO CORP | NOTE 3.250% 5/0 | 45782BAD6 | 809 | 841,000 | PRN | SOLE | 841,000 | 0 | 0 | ||
INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 1,058 | 975,000 | PRN | DFND | 1 | 975,000 | 0 | 0 | |
INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 537 | 495,000 | PRN | DFND | 2 | 495,000 | 0 | 0 | |
INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 771 | 710,000 | PRN | DFND | 3 | 710,000 | 0 | 0 | |
INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 4,960 | 4,573,000 | PRN | SOLE | 4,573,000 | 0 | 0 | ||
INSULET CORP | NOTE 1.375%11/1 | 45784PAH4 | 525 | 205,000 | PRN | DFND | 1 | 205,000 | 0 | 0 | |
INSULET CORP | NOTE 1.375%11/1 | 45784PAH4 | 3,097 | 1,210,000 | PRN | SOLE | 1,210,000 | 0 | 0 | ||
INTEL CORP | COM | 458140100 | 480 | 9,258 | SH | SOLE | 9,258 | 0 | 0 | ||
INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 438 | 4,360 | SH | SOLE | 4,360 | 0 | 0 | ||
INTERNATIONAL FLAVORS&FRAGRA | UNIT 09/15/2021 | 459506309 | 123 | 2,777 | SH | DFND | 2 | 2,777 | 0 | 0 | |
INTERNATIONAL FLAVORS&FRAGRA | UNIT 09/15/2021 | 459506309 | 263 | 5,948 | SH | DFND | 3 | 5,948 | 0 | 0 | |
INTERNATIONAL FLAVORS&FRAGRA | UNIT 09/15/2021 | 459506309 | 115 | 2,585 | SH | SOLE | 2,585 | 0 | 0 | ||
INVITAE CORP | NOTE 2.000% 9/0 | 46185LAB9 | 3,162 | 1,916,000 | PRN | SOLE | 1,916,000 | 0 | 0 | ||
INVITAE CORP | NOTE 2.000% 9/0 | 46185LAB9 | 990 | 600,000 | PRN | DFND | 1 | 600,000 | 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 | 76,608 | 227,955 | SH | SOLE | 227,955 | 0 | 0 | ||
ISHARES TR | CORE US AGGBD ET | 464287226 | 25,264 | 214,006 | SH | SOLE | 214,006 | 0 | 0 | ||
ISHARES TR | FLTG RATE NT ETF | 46429B655 | 533 | 10,464 | SH | SOLE | 10,464 | 0 | 0 | ||
ISHARES TR | MORTGE REL ETF | 46435G342 | 3,155 | 122,405 | SH | SOLE | 122,405 | 0 | 0 | ||
ISHARES TR | MSCI ACWI EX US | 464288240 | 2,820 | 61,388 | SH | SOLE | 61,388 | 0 | 0 | ||
ISHARES TR | RUS 1000 VAL ETF | 464287598 | 3,295 | 27,889 | SH | SOLE | 27,889 | 0 | 0 | ||
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 2,868 | 19,151 | SH | SOLE | 19,151 | 0 | 0 | ||
ISHARES TR | U.S. TECH ETF | 464287721 | 3,801 | 12,627 | SH | SOLE | 12,627 | 0 | 0 | ||
ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 620 | 600,000 | PRN | SOLE | 600,000 | 0 | 0 | ||
ISTAR INC | NOTE 3.125% 9/1 | 45031UCB5 | 356 | 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 | 727 | 719,000 | PRN | DFND | 2 | 719,000 | 0 | 0 | |
JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 182 | 180,000 | PRN | SOLE | 180,000 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 1,412 | 1,397,000 | PRN | DFND | 3 | 1,397,000 | 0 | 0 | |
JOHNSON & JOHNSON | COM | 478160104 | 894 | 6,005 | SH | SOLE | 6,005 | 0 | 0 | ||
JPMORGAN CHASE & CO | COM | 46625H100 | 1,033 | 10,738 | SH | SOLE | 10,738 | 0 | 0 | ||
KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 347 | 353,000 | PRN | DFND | 2 | 353,000 | 0 | 0 | |
KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 707 | 719,000 | PRN | DFND | 3 | 719,000 | 0 | 0 | |
KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 126 | 128,000 | PRN | SOLE | 128,000 | 0 | 0 | ||
KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 1,043 | 925,000 | PRN | DFND | 1 | 925,000 | 0 | 0 | |
KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 4,897 | 4,342,000 | PRN | SOLE | 4,342,000 | 0 | 0 | ||
KIMBERLY CLARK CORP | COM | 494368103 | 1,282 | 8,685 | SH | SOLE | 8,685 | 0 | 0 | ||
KKR REAL ESTATE FIN TR INC | NOTE 6.125% 5/1 | 48251KAB6 | 679 | 694,000 | PRN | DFND | 2 | 694,000 | 0 | 0 | |
KKR REAL ESTATE FIN TR INC | NOTE 6.125% 5/1 | 48251KAB6 | 1,323 | 1,353,000 | PRN | DFND | 3 | 1,353,000 | 0 | 0 | |
KKR REAL ESTATE FIN TR INC | NOTE 6.125% 5/1 | 48251KAB6 | 201 | 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 | 88 | 82,000 | PRN | SOLE | 82,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | DEB 3.500% 1/1 | 530715AN1 | 184 | 221,000 | PRN | DFND | 2 | 221,000 | 0 | 0 | |
LIBERTY MEDIA CORP DEL | DEB 3.500% 1/1 | 530715AN1 | 403 | 485,000 | PRN | DFND | 3 | 485,000 | 0 | 0 | |
LIBERTY MEDIA CORP DEL | DEB 3.500% 1/1 | 530715AN1 | 244 | 294,000 | PRN | SOLE | 294,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | NOTE 1.000% 1/3 | 531229AF9 | 830 | 700,000 | PRN | DFND | 1 | 700,000 | 0 | 0 | |
LIBERTY MEDIA CORP DEL | NOTE 1.000% 1/3 | 531229AF9 | 6,361 | 5,367,000 | PRN | SOLE | 5,367,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 735 | 675,000 | PRN | DFND | 1 | 675,000 | 0 | 0 | |
LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 5,585 | 5,132,000 | PRN | SOLE | 5,132,000 | 0 | 0 | ||
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 718 | 796,000 | PRN | DFND | 2 | 796,000 | 0 | 0 | |
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 1,078 | 1,195,000 | PRN | DFND | 3 | 1,195,000 | 0 | 0 | |
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 234 | 259,000 | PRN | SOLE | 259,000 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 1,392 | 1,250,000 | PRN | DFND | 1 | 1,250,000 | 0 | 0 | |
LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 5,788 | 5,197,000 | PRN | SOLE | 5,197,000 | 0 | 0 | ||
LOCKHEED MARTIN CORP | COM | 539830109 | 253 | 659 | SH | SOLE | 659 | 0 | 0 | ||
LOEWS CORP | COM | 540424108 | 460 | 13,232 | SH | SOLE | 13,232 | 0 | 0 | ||
LOWES COS INC | COM | 548661107 | 211 | 1,269 | SH | SOLE | 1,269 | 0 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 | 1,126 | 804,000 | PRN | SOLE | 804,000 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608BAB1 | 306 | 338,000 | PRN | SOLE | 338,000 | 0 | 0 | ||
MARCUS CORP DEL | COM | 566330106 | 84 | 11,067 | SH | SOLE | 11,067 | 0 | 0 | ||
MASTERCARD INCORPORATED | CL A | 57636Q104 | 904 | 2,678 | SH | SOLE | 2,678 | 0 | 0 | ||
MCDONALDS CORP | COM | 580135101 | 473 | 2,156 | SH | SOLE | 2,156 | 0 | 0 | ||
MEDTRONIC PLC | SHS | G5960L103 | 337 | 3,237 | SH | SOLE | 3,237 | 0 | 0 | ||
MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 | 2,304 | 915,000 | PRN | DFND | 1 | 915,000 | 0 | 0 | |
MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 | 6,274 | 2,490,000 | PRN | SOLE | 2,490,000 | 0 | 0 | ||
MERCK & CO. INC | COM | 58933Y105 | 532 | 6,408 | SH | SOLE | 6,408 | 0 | 0 | ||
MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 359 | 346,000 | PRN | DFND | 2 | 346,000 | 0 | 0 | |
MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 782 | 754,000 | PRN | DFND | 3 | 754,000 | 0 | 0 | |
MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 1,063 | 1,025,000 | PRN | DFND | 1 | 1,025,000 | 0 | 0 | |
MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 6,424 | 6,192,000 | PRN | SOLE | 6,192,000 | 0 | 0 | ||
MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 851 | 912,000 | PRN | DFND | 2 | 912,000 | 0 | 0 | |
MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 1,692 | 1,813,000 | PRN | DFND | 3 | 1,813,000 | 0 | 0 | |
MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 804 | 861,000 | PRN | SOLE | 861,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC. | NOTE 1.625% 2/1 | 595017AD6 | 1,259 | 565,000 | PRN | DFND | 1 | 565,000 | 0 | 0 | |
MICROCHIP TECHNOLOGY INC. | NOTE 1.625% 2/1 | 595017AD6 | 5,197 | 2,332,000 | PRN | SOLE | 2,332,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC. | NOTE 1.625% 2/1 | 595017AF1 | 3,058 | 1,985,000 | PRN | DFND | 1 | 1,985,000 | 0 | 0 | |
MICROCHIP TECHNOLOGY INC. | NOTE 1.625% 2/1 | 595017AF1 | 15,784 | 10,243,000 | PRN | SOLE | 10,243,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 3.125% 5/0 | 595112AX1 | 719 | 154,000 | PRN | SOLE | 154,000 | 0 | 0 | ||
MICROSOFT CORP | COM | 594918104 | 3,425 | 16,277 | SH | SOLE | 16,277 | 0 | 0 | ||
MOMO INC | NOTE 1.250% 7/0 | 60879BAB3 | 240 | 306,000 | PRN | SOLE | 306,000 | 0 | 0 | ||
MOMO INC | NOTE 1.250% 7/0 | 60879BAB3 | 687 | 878,000 | PRN | DFND | 2 | 878,000 | 0 | 0 | |
MOMO INC | NOTE 1.250% 7/0 | 60879BAB3 | 1,108 | 1,416,000 | PRN | DFND | 3 | 1,416,000 | 0 | 0 | |
NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 6,917 | 5,028,000 | PRN | SOLE | 5,028,000 | 0 | 0 | ||
NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 1,183 | 860,000 | PRN | DFND | 1 | 860,000 | 0 | 0 | |
NEW MTN FIN CORP | NOTE 5.750% 8/1 | 647551AC4 | 667 | 666,000 | PRN | DFND | 2 | 666,000 | 0 | 0 | |
NEW MTN FIN CORP | NOTE 5.750% 8/1 | 647551AC4 | 1,252 | 1,250,000 | PRN | DFND | 3 | 1,250,000 | 0 | 0 | |
NEW MTN FIN CORP | NOTE 5.750% 8/1 | 647551AC4 | 184 | 184,000 | PRN | SOLE | 184,000 | 0 | 0 | ||
NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 686 | 718,000 | PRN | DFND | 2 | 718,000 | 0 | 0 | |
NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 1,099 | 1,150,000 | PRN | DFND | 3 | 1,150,000 | 0 | 0 | |
NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 126 | 132,000 | PRN | SOLE | 132,000 | 0 | 0 | ||
NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944P307 | 766 | 17,820 | SH | DFND | 2 | 17,820 | 0 | 0 | |
NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944P307 | 1,379 | 32,075 | SH | DFND | 3 | 32,075 | 0 | 0 | |
NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944P307 | 224 | 5,215 | SH | SOLE | 5,215 | 0 | 0 | ||
NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604AD7 | 285 | 297,000 | PRN | SOLE | 297,000 | 0 | 0 | ||
NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604AD7 | 618 | 644,000 | PRN | DFND | 2 | 644,000 | 0 | 0 | |
NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604AD7 | 1,375 | 1,432,000 | PRN | DFND | 3 | 1,432,000 | 0 | 0 | |
NEXTERA ENERGY INC | UNIT 09/01/2022S | 65339F796 | 3,709 | 68,475 | SH | SOLE | 68,475 | 0 | 0 | ||
NEXTERA ENERGY INC | UNIT 99/99/9999 | 65339F770 | 3,423 | 73,300 | SH | SOLE | 73,300 | 0 | 0 | ||
NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 1,584 | 583,000 | PRN | SOLE | 583,000 | 0 | 0 | ||
NIKE INC | CL B | 654106103 | 338 | 2,698 | SH | SOLE | 2,698 | 0 | 0 | ||
NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 296 | 247,000 | PRN | DFND | 2 | 247,000 | 0 | 0 | |
NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 507 | 424,000 | PRN | DFND | 3 | 424,000 | 0 | 0 | |
NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 95 | 79,000 | PRN | SOLE | 79,000 | 0 | 0 | ||
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 417 | 40,000 | PRN | DFND | 1 | 40,000 | 0 | 0 | |
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 8,848 | 850,000 | PRN | SOLE | 850,000 | 0 | 0 | ||
NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 674 | 651,000 | PRN | DFND | 2 | 651,000 | 0 | 0 | |
NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 1,128 | 1,089,000 | PRN | DFND | 3 | 1,089,000 | 0 | 0 | |
NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 218 | 210,000 | PRN | SOLE | 210,000 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 832 | 573,000 | PRN | SOLE | 573,000 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 1,193 | 821,000 | PRN | DFND | 3 | 821,000 | 0 | 0 | |
NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 577 | 397,000 | PRN | DFND | 2 | 397,000 | 0 | 0 | |
NUANCE COMMUNICATIONS INC | NOTE 1.250% 4/0 | 67020YAN0 | 9,411 | 5,312,000 | PRN | SOLE | 5,312,000 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | NOTE 1.250% 4/0 | 67020YAN0 | 1,754 | 990,000 | PRN | DFND | 1 | 990,000 | 0 | 0 | |
NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 430 | 420,000 | PRN | SOLE | 420,000 | 0 | 0 | ||
NVIDIA CORPORATION | COM | 67066G104 | 700 | 1,295 | SH | SOLE | 1,295 | 0 | 0 | ||
OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 2,975 | 2,250,000 | PRN | DFND | 1 | 2,250,000 | 0 | 0 | |
OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 11,932 | 9,025,000 | PRN | SOLE | 9,025,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 1,644 | 1,245,000 | PRN | DFND | 1 | 1,245,000 | 0 | 0 | |
ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 10,108 | 7,654,000 | PRN | SOLE | 7,654,000 | 0 | 0 | ||
ORACLE CORP | COM | 68389X105 | 320 | 5,368 | SH | SOLE | 5,368 | 0 | 0 | ||
OREILLY AUTOMOTIVE INC | COM | 67103H107 | 204 | 444 | SH | SOLE | 444 | 0 | 0 | ||
OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 229 | 229,000 | PRN | SOLE | 229,000 | 0 | 0 | ||
OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 696 | 696,000 | PRN | DFND | 2 | 696,000 | 0 | 0 | |
OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 1,151 | 1,150,000 | PRN | DFND | 3 | 1,150,000 | 0 | 0 | |
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 15,072 | 13,368,000 | PRN | SOLE | 13,368,000 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 938 | 832,000 | PRN | DFND | 3 | 832,000 | 0 | 0 | |
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 2,322 | 2,060,000 | PRN | DFND | 1 | 2,060,000 | 0 | 0 | |
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 640 | 568,000 | PRN | DFND | 2 | 568,000 | 0 | 0 | |
PAYPAL HLDGS INC | COM | 70450Y103 | 691 | 3,492 | SH | SOLE | 3,492 | 0 | 0 | ||
PENN NATL GAMING INC | NOTE 2.750% 5/1 | 707569AU3 | 1,781 | 555,000 | PRN | DFND | 1 | 555,000 | 0 | 0 | |
PENN NATL GAMING INC | NOTE 2.750% 5/1 | 707569AU3 | 828 | 258,000 | PRN | DFND | 2 | 258,000 | 0 | 0 | |
PENN NATL GAMING INC | NOTE 2.750% 5/1 | 707569AU3 | 1,576 | 491,000 | PRN | DFND | 3 | 491,000 | 0 | 0 | |
PENN NATL GAMING INC | NOTE 2.750% 5/1 | 707569AU3 | 7,466 | 2,326,000 | PRN | SOLE | 2,326,000 | 0 | 0 | ||
PEPSICO INC | COM | 713448108 | 475 | 3,414 | SH | SOLE | 3,414 | 0 | 0 | ||
PERFICIENT INC | NOTE 2.375% 9/1 | 71375UAB7 | 204 | 157,000 | PRN | DFND | 2 | 157,000 | 0 | 0 | |
PERFICIENT INC | NOTE 2.375% 9/1 | 71375UAB7 | 274 | 211,000 | PRN | DFND | 3 | 211,000 | 0 | 0 | |
PERFICIENT INC | NOTE 2.375% 9/1 | 71375UAB7 | 172 | 132,000 | PRN | SOLE | 132,000 | 0 | 0 | ||
PERKINELMER INC | COM | 714046109 | 274 | 2,165 | SH | SOLE | 2,165 | 0 | 0 | ||
PFIZER INC | COM | 717081103 | 691 | 18,855 | SH | SOLE | 18,855 | 0 | 0 | ||
PINDUODUO INC | NOTE 10/0 | 722304AB8 | 3,842 | 2,128,000 | PRN | SOLE | 2,128,000 | 0 | 0 | ||
PINDUODUO INC | NOTE 10/0 | 722304AB8 | 1,399 | 775,000 | PRN | DFND | 1 | 775,000 | 0 | 0 | |
PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 644 | 589,000 | PRN | DFND | 2 | 589,000 | 0 | 0 | |
PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 1,059 | 968,000 | PRN | DFND | 3 | 968,000 | 0 | 0 | |
PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 211 | 193,000 | PRN | SOLE | 193,000 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 9,910 | 9,314,000 | PRN | SOLE | 9,314,000 | 0 | 0 | ||
PROCTER AND GAMBLE CO | COM | 742718109 | 948 | 6,816 | SH | SOLE | 6,816 | 0 | 0 | ||
PROSPECT CAP CORP | NOTE 6.375% 3/0 | 74348TAT9 | 2,948 | 2,890,000 | PRN | SOLE | 2,890,000 | 0 | 0 | ||
Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 1,102 | 900,000 | PRN | DFND | 1 | 900,000 | 0 | 0 | |
Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 612 | 500,000 | PRN | DFND | 2 | 500,000 | 0 | 0 | |
Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 1,026 | 838,000 | PRN | DFND | 3 | 838,000 | 0 | 0 | |
Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 6,262 | 5,117,000 | PRN | SOLE | 5,117,000 | 0 | 0 | ||
QUALCOMM INC | COM | 747525103 | 209 | 1,766 | SH | SOLE | 1,766 | 0 | 0 | ||
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 211 | 258,000 | PRN | SOLE | 258,000 | 0 | 0 | ||
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 660 | 806,000 | PRN | DFND | 2 | 806,000 | 0 | 0 | |
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 1,177 | 1,436,000 | PRN | DFND | 3 | 1,436,000 | 0 | 0 | |
RAMBUS INC DEL | NOTE 1.375% 2/0 | 750917AG1 | 391 | 375,000 | PRN | SOLE | 375,000 | 0 | 0 | ||
REALPAGE INC | NOTE 1.500% 5/1 | 75606NAC3 | 626 | 608,000 | PRN | SOLE | 608,000 | 0 | 0 | ||
REDFIN CORP | NOTE 1.750% 7/1 | 75737FAA6 | 541 | 312,000 | PRN | SOLE | 312,000 | 0 | 0 | ||
REDWOOD TR INC | NOTE 4.750% 8/1 | 758075AC9 | 328 | 359,000 | PRN | DFND | 2 | 359,000 | 0 | 0 | |
REDWOOD TR INC | NOTE 4.750% 8/1 | 758075AC9 | 730 | 800,000 | PRN | DFND | 3 | 800,000 | 0 | 0 | |
REDWOOD TR INC | NOTE 4.750% 8/1 | 758075AC9 | 978 | 1,072,000 | PRN | SOLE | 1,072,000 | 0 | 0 | ||
REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 1,316 | 925,000 | PRN | DFND | 1 | 925,000 | 0 | 0 | |
REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 6,693 | 4,709,000 | PRN | SOLE | 4,709,000 | 0 | 0 | ||
RETROPHIN INC | NOTE 2.500% 9/1 | 761299AB2 | 164 | 194,000 | PRN | SOLE | 194,000 | 0 | 0 | ||
RETROPHIN INC | NOTE 2.500% 9/1 | 761299AB2 | 402 | 476,000 | PRN | DFND | 2 | 476,000 | 0 | 0 | |
RETROPHIN INC | NOTE 2.500% 9/1 | 761299AB2 | 692 | 819,000 | PRN | DFND | 3 | 819,000 | 0 | 0 | |
RH | NOTE 6/1 | 74967XAA1 | 13,592 | 6,697,000 | PRN | SOLE | 6,697,000 | 0 | 0 | ||
RH | NOTE 6/1 | 74967XAA1 | 2,598 | 1,280,000 | PRN | DFND | 1 | 1,280,000 | 0 | 0 | |
RINGCENTRAL INC | NOTE 3/1 | 76680RAD9 | 470 | 140,000 | PRN | DFND | 1 | 140,000 | 0 | 0 | |
RINGCENTRAL INC | NOTE 3/1 | 76680RAD9 | 3,681 | 1,096,000 | PRN | SOLE | 1,096,000 | 0 | 0 | ||
SALESFORCE COM INC | COM | 79466L302 | 574 | 2,277 | SH | SOLE | 2,277 | 0 | 0 | ||
SAREPTA THERAPEUTICS INC | COM | 803607100 | 204 | 1,439 | SH | SOLE | 1,439 | 0 | 0 | ||
SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 | 2,353 | 1,135,000 | PRN | DFND | 1 | 1,135,000 | 0 | 0 | |
SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 | 10,953 | 5,283,000 | PRN | SOLE | 5,283,000 | 0 | 0 | ||
SEACOR HOLDINGS INC | NOTE 3.250% 5/1 | 811904AN1 | 671 | 894,000 | PRN | DFND | 2 | 894,000 | 0 | 0 | |
SEACOR HOLDINGS INC | NOTE 3.250% 5/1 | 811904AN1 | 1,206 | 1,606,000 | PRN | DFND | 3 | 1,606,000 | 0 | 0 | |
SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 200 | 6,710 | SH | SOLE | 6,710 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 | 1,409 | 23,748 | SH | SOLE | 23,748 | 0 | 0 | ||
SEMPRA ENERGY | 6% PFD CONV A | 816851406 | 993 | 10,070 | SH | SOLE | 10,070 | 0 | 0 | ||
SERVICENOW INC | COM | 81762P102 | 378 | 780 | SH | SOLE | 780 | 0 | 0 | ||
SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 2,350 | 650,000 | PRN | DFND | 1 | 650,000 | 0 | 0 | |
SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 12,116 | 3,352,000 | PRN | SOLE | 3,352,000 | 0 | 0 | ||
SHIP FIN INTL LTD | NOTE 4.875% 5/0 | 824689AG8 | 292 | 336,000 | PRN | DFND | 2 | 336,000 | 0 | 0 | |
SHIP FIN INTL LTD | NOTE 4.875% 5/0 | 824689AG8 | 683 | 787,000 | PRN | DFND | 3 | 787,000 | 0 | 0 | |
SHIP FIN INTL LTD | NOTE 4.875% 5/0 | 824689AG8 | 110 | 127,000 | PRN | SOLE | 127,000 | 0 | 0 | ||
SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919AB8 | 238 | 199,000 | PRN | SOLE | 199,000 | 0 | 0 | ||
SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 1,841 | 1,330,000 | PRN | DFND | 1 | 1,330,000 | 0 | 0 | |
SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 11,605 | 8,382,000 | PRN | SOLE | 8,382,000 | 0 | 0 | ||
SOUTHERN CO | UNIT 08/01/2022 | 842587602 | 581 | 12,490 | SH | SOLE | 12,490 | 0 | 0 | ||
SOUTHWEST AIRLS CO | COM | 844741108 | 223 | 5,893 | SH | SOLE | 5,893 | 0 | 0 | ||
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 44,750 | 34,289,000 | PRN | SOLE | 34,289,000 | 0 | 0 | ||
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 2,062 | 1,580,000 | PRN | DFND | 1 | 1,580,000 | 0 | 0 | |
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 793 | 608,000 | PRN | DFND | 2 | 608,000 | 0 | 0 | |
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 1,543 | 1,182,000 | PRN | DFND | 3 | 1,182,000 | 0 | 0 | |
SPDR GOLD TR | GOLD SHS | 78463V107 | 2,856 | 16,132 | SH | SOLE | 16,132 | 0 | 0 | ||
SPDR SER TR | BLMBRG BRC CNVRT | 78464A359 | 3,390 | 49,199 | SH | SOLE | 49,199 | 0 | 0 | ||
SPIRIT AIRLS INC | NOTE 4.750% 5/1 | 848577AA0 | 756 | 520,000 | PRN | DFND | 1 | 520,000 | 0 | 0 | |
SPIRIT AIRLS INC | NOTE 4.750% 5/1 | 848577AA0 | 3,454 | 2,378,000 | PRN | SOLE | 2,378,000 | 0 | 0 | ||
SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 670 | 660,000 | PRN | SOLE | 660,000 | 0 | 0 | ||
SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 1,828 | 1,315,000 | PRN | DFND | 1 | 1,315,000 | 0 | 0 | |
SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 8,235 | 5,925,000 | PRN | SOLE | 5,925,000 | 0 | 0 | ||
SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 2,692 | 1,865,000 | PRN | SOLE | 1,865,000 | 0 | 0 | ||
SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 4,547 | 2,100,000 | PRN | DFND | 1 | 2,100,000 | 0 | 0 | |
SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 18,499 | 8,545,000 | PRN | SOLE | 8,545,000 | 0 | 0 | ||
STANLEY BLACK & DECKER INC | UNIT 11/15/2022 | 854502846 | 2,548 | 25,250 | SH | DFND | 1 | 25,250 | 0 | 0 | |
STANLEY BLACK & DECKER INC | UNIT 11/15/2022 | 854502846 | 16,793 | 166,397 | SH | SOLE | 166,397 | 0 | 0 | ||
SUNPOWER CORP | DBCV 4.000% 1/1 | 867652AL3 | 1,666 | 1,756,000 | PRN | DFND | 3 | 1,756,000 | 0 | 0 | |
SUNPOWER CORP | DBCV 4.000% 1/1 | 867652AL3 | 297 | 313,000 | PRN | SOLE | 313,000 | 0 | 0 | ||
SUNPOWER CORP | DBCV 4.000% 1/1 | 867652AL3 | 978 | 1,031,000 | PRN | DFND | 2 | 1,031,000 | 0 | 0 | |
SYNAPTICS INC | NOTE 0.500% 6/1 | 87157DAD1 | 9,001 | 7,277,000 | PRN | SOLE | 7,277,000 | 0 | 0 | ||
SYNAPTICS INC | NOTE 0.500% 6/1 | 87157DAD1 | 1,991 | 1,610,000 | PRN | DFND | 1 | 1,610,000 | 0 | 0 | |
TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADS | 874039100 | 233 | 2,856 | SH | SOLE | 2,856 | 0 | 0 | ||
TELADOC HEALTH INC | NOTE 1.375% 5/1 | 87918AAC9 | 1,038 | 255,000 | PRN | SOLE | 255,000 | 0 | 0 | ||
TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 2,016 | 790,000 | PRN | DFND | 1 | 790,000 | 0 | 0 | |
TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 8,726 | 3,421,000 | PRN | SOLE | 3,421,000 | 0 | 0 | ||
TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 4,849 | 815,000 | PRN | DFND | 1 | 815,000 | 0 | 0 | |
TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 20,647 | 3,470,000 | PRN | SOLE | 3,470,000 | 0 | 0 | ||
TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 10,680 | 1,545,000 | PRN | DFND | 1 | 1,545,000 | 0 | 0 | |
TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 48,933 | 7,079,000 | PRN | SOLE | 7,079,000 | 0 | 0 | ||
TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 4,872 | 745,000 | PRN | DFND | 1 | 745,000 | 0 | 0 | |
TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 27,606 | 4,222,000 | PRN | SOLE | 4,222,000 | 0 | 0 | ||
THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 282 | 322,000 | PRN | DFND | 2 | 322,000 | 0 | 0 | |
THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 119 | 136,000 | PRN | SOLE | 136,000 | 0 | 0 | ||
THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 649 | 742,000 | PRN | DFND | 3 | 742,000 | 0 | 0 | |
THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 534 | 558,000 | PRN | DFND | 2 | 558,000 | 0 | 0 | |
THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 950 | 993,000 | PRN | DFND | 3 | 993,000 | 0 | 0 | |
THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 195 | 204,000 | PRN | SOLE | 204,000 | 0 | 0 | ||
THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 387 | 877 | SH | SOLE | 877 | 0 | 0 | ||
TWILIO INC | NOTE 0.250% 6/0 | 90138FAB8 | 2,556 | 735,000 | PRN | DFND | 1 | 735,000 | 0 | 0 | |
TWILIO INC | NOTE 0.250% 6/0 | 90138FAB8 | 8,996 | 2,587,000 | PRN | SOLE | 2,587,000 | 0 | 0 | ||
TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 638 | 574,000 | PRN | SOLE | 574,000 | 0 | 0 | ||
TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAA9 | 662 | 664,000 | PRN | DFND | 2 | 664,000 | 0 | 0 | |
TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAA9 | 1,265 | 1,268,000 | PRN | DFND | 3 | 1,268,000 | 0 | 0 | |
TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAA9 | 154 | 154,000 | PRN | SOLE | 154,000 | 0 | 0 | ||
UNION PAC CORP | COM | 907818108 | 543 | 2,765 | SH | SOLE | 2,765 | 0 | 0 | ||
UNITED RENTALS INC | COM | 911363109 | 202 | 1,150 | SH | SOLE | 1,150 | 0 | 0 | ||
UNITEDHEALTH GROUP INC | COM | 91324P102 | 710 | 2,272 | SH | SOLE | 2,272 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 670 | 11,283 | SH | SOLE | 11,283 | 0 | 0 | ||
VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 473 | 420,000 | PRN | SOLE | 420,000 | 0 | 0 | ||
VISA INC | COM CL A | 92826C839 | 741 | 3,714 | SH | SOLE | 3,714 | 0 | 0 | ||
VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 376 | 389,000 | PRN | DFND | 2 | 389,000 | 0 | 0 | |
VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 584 | 604,000 | PRN | DFND | 3 | 604,000 | 0 | 0 | |
VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 152 | 157,000 | PRN | SOLE | 157,000 | 0 | 0 | ||
VONAGE HLDGS CORP | NOTE 1.750% 6/0 | 92886TAJ1 | 495 | 514,000 | PRN | DFND | 2 | 514,000 | 0 | 0 | |
VONAGE HLDGS CORP | NOTE 1.750% 6/0 | 92886TAJ1 | 833 | 865,000 | PRN | DFND | 3 | 865,000 | 0 | 0 | |
VONAGE HLDGS CORP | NOTE 1.750% 6/0 | 92886TAJ1 | 164 | 171,000 | PRN | SOLE | 171,000 | 0 | 0 | ||
WALMART INC | COM | 931142103 | 335 | 2,401 | SH | SOLE | 2,401 | 0 | 0 | ||
WAYFAIR INC | NOTE 0.375% 9/0 | 94419LAB7 | 1,162 | 416,000 | PRN | SOLE | 416,000 | 0 | 0 | ||
WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 3,886 | 1,875,000 | PRN | SOLE | 1,875,000 | 0 | 0 | ||
WAYFAIR INC | NOTE 1.125%11/0 | 94419LAD3 | 6,521 | 2,538,000 | PRN | SOLE | 2,538,000 | 0 | 0 | ||
WAYFAIR INC | NOTE 1.125%11/0 | 94419LAD3 | 2,454 | 955,000 | PRN | DFND | 1 | 955,000 | 0 | 0 | |
WEIBO CORP | NOTE 1.250%11/1 | 948596AC5 | 266 | 280,000 | PRN | DFND | 2 | 280,000 | 0 | 0 | |
WEIBO CORP | NOTE 1.250%11/1 | 948596AC5 | 491 | 517,000 | PRN | DFND | 3 | 517,000 | 0 | 0 | |
WEIBO CORP | NOTE 1.250%11/1 | 948596AC5 | 160 | 168,000 | PRN | SOLE | 168,000 | 0 | 0 | ||
WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 10,968 | 2,928,000 | PRN | SOLE | 2,928,000 | 0 | 0 | ||
WELLS FARGO CO NEW | COM | 949746101 | 247 | 10,537 | SH | SOLE | 10,537 | 0 | 0 | ||
WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 3,823 | 2,848 | SH | SOLE | 2,848 | 0 | 0 | ||
WESTERN ASSET MTG CAP CORP | NOTE 6.750%10/0 | 95790DAA3 | 422 | 491,000 | PRN | DFND | 2 | 491,000 | 0 | 0 | |
WESTERN ASSET MTG CAP CORP | NOTE 6.750%10/0 | 95790DAA3 | 990 | 1,151,000 | PRN | DFND | 3 | 1,151,000 | 0 | 0 | |
WESTERN ASSET MTG CAP CORP | NOTE 6.750%10/0 | 95790DAA3 | 133 | 155,000 | PRN | SOLE | 155,000 | 0 | 0 | ||
WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 2,227 | 2,345,000 | PRN | SOLE | 2,345,000 | 0 | 0 | ||
WILLIS TOWERS WATSON PLC LTD | SHS | G96629103 | 201 | 959 | SH | SOLE | 959 | 0 | 0 | ||
WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 15,572 | 10,139,000 | PRN | SOLE | 10,139,000 | 0 | 0 | ||
WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 3,195 | 2,080,000 | PRN | DFND | 1 | 2,080,000 | 0 | 0 | |
WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 602 | 606,000 | PRN | DFND | 2 | 606,000 | 0 | 0 | |
WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 1,171 | 1,178,000 | PRN | DFND | 3 | 1,178,000 | 0 | 0 | |
YY INC | NOTE 1.375% 6/1 | 98426TAF3 | 398 | 370,000 | PRN | DFND | 1 | 370,000 | 0 | 0 | |
YY INC | NOTE 1.375% 6/1 | 98426TAF3 | 817 | 760,000 | PRN | DFND | 2 | 760,000 | 0 | 0 | |
YY INC | NOTE 1.375% 6/1 | 98426TAF3 | 1,621 | 1,509,000 | PRN | DFND | 3 | 1,509,000 | 0 | 0 | |
YY INC | NOTE 1.375% 6/1 | 98426TAF3 | 2,969 | 2,764,000 | PRN | SOLE | 2,764,000 | 0 | 0 | ||
ZENDESK INC | NOTE 0.250% 3/1 | 98936JAB7 | 1,806 | 1,054,000 | PRN | SOLE | 1,054,000 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 1.500% 7/0 | 98954MAC5 | 1,106 | 777,000 | PRN | SOLE | 777,000 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 2,756 | 1,595,000 | PRN | DFND | 1 | 1,595,000 | 0 | 0 | |
ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 1,109 | 642,000 | PRN | DFND | 2 | 642,000 | 0 | 0 | |
ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 2,132 | 1,234,000 | PRN | DFND | 3 | 1,234,000 | 0 | 0 | |
ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 11,614 | 6,722,000 | PRN | SOLE | 6,722,000 | 0 | 0 | ||
ZYNGA INC | NOTE 0.250% 6/0 | 98986TAB4 | 6,850 | 5,412,000 | PRN | SOLE | 5,412,000 | 0 | 0 | ||
ZYNGA INC | NOTE 0.250% 6/0 | 98986TAB4 | 1,272 | 1,005,000 | PRN | DFND | 1 | 1,005,000 | 0 | 0 |