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 |
2U INC | NOTE 2.250% 5/0 | 90214JAB7 | 693 | 499,000 | PRN | DFND | 3 | 499,000 | 0 | 0 | |
2U INC | NOTE 2.250% 5/0 | 90214JAB7 | 436 | 314,000 | PRN | DFND | 4 | 314,000 | 0 | 0 | |
2U INC | NOTE 2.250% 5/0 | 90214JAB7 | 128 | 92,000 | PRN | SOLE | 92,000 | 0 | 0 | ||
2U INC | NOTE 2.250% 5/0 | 90214JAB7 | 479 | 345,000 | PRN | DFND | 2 | 345,000 | 0 | 0 | |
3M CO | COM | 88579Y101 | 222 | 1,250 | SH | SOLE | 1,250 | 0 | 0 | ||
8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 200 | 178,000 | PRN | SOLE | 178,000 | 0 | 0 | ||
8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 501 | 446,000 | PRN | DFND | 2 | 446,000 | 0 | 0 | |
8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 704 | 626,000 | PRN | DFND | 3 | 626,000 | 0 | 0 | |
8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 281 | 250,000 | PRN | DFND | 4 | 250,000 | 0 | 0 | |
ABBOTT LABS | COM | 002824100 | 603 | 5,091 | SH | SOLE | 5,091 | 0 | 0 | ||
ABBVIE INC | COM | 00287Y109 | 386 | 3,560 | SH | SOLE | 3,560 | 0 | 0 | ||
ACCENTURE PLC IRELAND | SHS CLASS A | G1151C101 | 369 | 1,151 | SH | SOLE | 1,151 | 0 | 0 | ||
ADOBE SYSTEMS INCORPORATED | COM | 00724F101 | 511 | 891 | SH | SOLE | 891 | 0 | 0 | ||
AIR PRODS & CHEMS INC | COM | 009158106 | 203 | 789 | SH | SOLE | 789 | 0 | 0 | ||
AIR TRANS SVCS GROUP INC | NOTE 1.125%10/1 | 00922RAB1 | 179 | 167,000 | PRN | SOLE | 167,000 | 0 | 0 | ||
AIR TRANS SVCS GROUP INC | NOTE 1.125%10/1 | 00922RAB1 | 706 | 656,000 | PRN | DFND | 2 | 656,000 | 0 | 0 | |
AIR TRANS SVCS GROUP INC | NOTE 1.125%10/1 | 00922RAB1 | 729 | 677,000 | PRN | DFND | 3 | 677,000 | 0 | 0 | |
AIR TRANS SVCS GROUP INC | NOTE 1.125%10/1 | 00922RAB1 | 538 | 500,000 | PRN | DFND | 4 | 500,000 | 0 | 0 | |
AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 6,225 | 5,127,000 | PRN | SOLE | 5,127,000 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 1,408 | 1,160,000 | PRN | DFND | 1 | 1,160,000 | 0 | 0 | |
AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 3,682 | 3,373,000 | PRN | SOLE | 3,373,000 | 0 | 0 | ||
ALGONQUIN PWR UTILS CORP | UNIT 99/99/9999 | 015857873 | 560 | 11,531 | SH | DFND | 2 | 11,531 | 0 | 0 | |
ALGONQUIN PWR UTILS CORP | UNIT 99/99/9999 | 015857873 | 689 | 14,183 | SH | DFND | 3 | 14,183 | 0 | 0 | |
ALGONQUIN PWR UTILS CORP | UNIT 99/99/9999 | 015857873 | 329 | 6,766 | SH | DFND | 4 | 6,766 | 0 | 0 | |
ALGONQUIN PWR UTILS CORP | UNIT 99/99/9999 | 015857873 | 123 | 2,520 | SH | SOLE | 2,520 | 0 | 0 | ||
ALLEGHENY TECHNOLOGIES INC | NOTE 3.500% 6/1 | 01741RAK8 | 7,174 | 5,377,000 | PRN | SOLE | 5,377,000 | 0 | 0 | ||
ALLEGHENY TECHNOLOGIES INC | NOTE 3.500% 6/1 | 01741RAK8 | 994 | 745,000 | PRN | DFND | 1 | 745,000 | 0 | 0 | |
ALPHABET INC | CAP STK CL A | 02079K305 | 3,062 | 1,145 | SH | SOLE | 1,145 | 0 | 0 | ||
AMAZON COM INC | COM | 023135106 | 2,799 | 852 | SH | SOLE | 852 | 0 | 0 | ||
AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 1,774 | 1,161,000 | PRN | DFND | 1 | 1,161,000 | 0 | 0 | |
AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 9,124 | 5,970,000 | PRN | SOLE | 5,970,000 | 0 | 0 | ||
AMERICAN EAGLE OUTFITTERS IN | NOTE 3.750% 4/1 | 02553EAB2 | 1,179 | 385,000 | PRN | DFND | 1 | 385,000 | 0 | 0 | |
AMERICAN EAGLE OUTFITTERS IN | NOTE 3.750% 4/1 | 02553EAB2 | 6,188 | 2,022,000 | PRN | SOLE | 2,022,000 | 0 | 0 | ||
AMERICAN ELEC PWR CO INC | UNIT 08/01/2021 | 025537127 | 1,704 | 35,605 | SH | SOLE | 35,605 | 0 | 0 | ||
AMERICAN INTL GROUP INC | COM NEW | 026874784 | 259 | 4,704 | SH | SOLE | 4,704 | 0 | 0 | ||
AMGEN INC | COM | 031162100 | 432 | 2,024 | SH | SOLE | 2,024 | 0 | 0 | ||
ANTERO RESOURCES CORP | NOTE 4.250% 9/0 | 03674XAM8 | 1,367 | 313,000 | PRN | DFND | 1 | 313,000 | 0 | 0 | |
ANTERO RESOURCES CORP | NOTE 4.250% 9/0 | 03674XAM8 | 6,350 | 1,454,000 | PRN | SOLE | 1,454,000 | 0 | 0 | ||
ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 1,546 | 293,000 | PRN | DFND | 1 | 293,000 | 0 | 0 | |
ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 23,747 | 4,499,000 | PRN | SOLE | 4,499,000 | 0 | 0 | ||
APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 681 | 555,000 | PRN | DFND | 1 | 555,000 | 0 | 0 | |
APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 3,511 | 2,863,000 | PRN | SOLE | 2,863,000 | 0 | 0 | ||
APOLLO COML REAL ESTATE FIN | NOTE 5.375%10/1 | 03762UAC9 | 1,461 | 1,458,000 | PRN | DFND | 2 | 1,458,000 | 0 | 0 | |
APOLLO COML REAL ESTATE FIN | NOTE 5.375%10/1 | 03762UAC9 | 2,217 | 2,213,000 | PRN | DFND | 3 | 2,213,000 | 0 | 0 | |
APOLLO COML REAL ESTATE FIN | NOTE 5.375%10/1 | 03762UAC9 | 330 | 329,000 | PRN | SOLE | 329,000 | 0 | 0 | ||
APPLE INC | COM | 037833100 | 4,669 | 32,997 | SH | SOLE | 32,997 | 0 | 0 | ||
APPLIED MATLS INC | COM | 038222105 | 432 | 3,350 | SH | SOLE | 3,350 | 0 | 0 | ||
ARBOR REALTY TRUST INC | NOTE 4.750%11/0 | 038923AP3 | 484 | 435,000 | PRN | SOLE | 435,000 | 0 | 0 | ||
ARCELORMITTAL SA LUXEMBOURG | NY REGISTRY SH | 03938L203 | 253 | 8,381 | SH | SOLE | 8,381 | 0 | 0 | ||
ARES CAPITAL CORP | COM | 04010L103 | 213 | 10,445 | SH | SOLE | 10,445 | 0 | 0 | ||
ARES CAPITAL CORP | NOTE 3.750% 2/0 | 04010LAT0 | 7,633 | 7,133,000 | PRN | SOLE | 7,133,000 | 0 | 0 | ||
ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 13,950 | 12,625,000 | PRN | SOLE | 12,625,000 | 0 | 0 | ||
AT&T INC | COM | 00206R102 | 352 | 12,959 | SH | SOLE | 12,959 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 25 | 17,000 | PRN | SOLE | 17,000 | 0 | 0 | ||
AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 826 | 789,000 | PRN | DFND | 3 | 789,000 | 0 | 0 | |
AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 412 | 393,000 | PRN | DFND | 4 | 393,000 | 0 | 0 | |
AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 176 | 168,000 | PRN | SOLE | 168,000 | 0 | 0 | ||
AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 681 | 650,000 | PRN | DFND | 2 | 650,000 | 0 | 0 | |
BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 1,107 | 4,054 | SH | SOLE | 4,054 | 0 | 0 | ||
BILIBILI INC | NOTE 1.250% 6/1 | 090040AD8 | 1,766 | 985,000 | PRN | DFND | 1 | 985,000 | 0 | 0 | |
BK OF AMERICA CORP | COM | 060505104 | 1,004 | 23,624 | SH | SOLE | 23,624 | 0 | 0 | ||
BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 753 | 450,000 | PRN | DFND | 1 | 450,000 | 0 | 0 | |
BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 3,601 | 2,152,000 | PRN | SOLE | 2,152,000 | 0 | 0 | ||
BLOOM ENERGY CORP | NOTE 2.500% 8/1 | 093712AH0 | 672 | 488,000 | PRN | DFND | 3 | 488,000 | 0 | 0 | |
BLOOM ENERGY CORP | NOTE 2.500% 8/1 | 093712AH0 | 333 | 242,000 | PRN | DFND | 4 | 242,000 | 0 | 0 | |
BLOOM ENERGY CORP | NOTE 2.500% 8/1 | 093712AH0 | 552 | 401,000 | PRN | DFND | 2 | 401,000 | 0 | 0 | |
BLOOM ENERGY CORP | NOTE 2.500% 8/1 | 093712AH0 | 163 | 119,000 | PRN | SOLE | 119,000 | 0 | 0 | ||
BOEING CO | COM | 097023105 | 377 | 1,713 | SH | SOLE | 1,713 | 0 | 0 | ||
BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 2,607 | 1,775,000 | PRN | DFND | 1 | 1,775,000 | 0 | 0 | |
BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 39,856 | 27,137,000 | PRN | SOLE | 27,137,000 | 0 | 0 | ||
BRIDGEBIO PHARMA INC | NOTE 2.500% 3/1 | 10806XAB8 | 386 | 279,000 | PRN | SOLE | 279,000 | 0 | 0 | ||
BRISTOL-MYERS SQUIBB CO | COM | 110122108 | 237 | 4,013 | SH | SOLE | 4,013 | 0 | 0 | ||
BROADCOM INC | COM | 11135F101 | 454 | 939 | SH | SOLE | 939 | 0 | 0 | ||
BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 13,037 | 8,974,000 | PRN | SOLE | 8,974,000 | 0 | 0 | ||
BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 581 | 400,000 | PRN | DFND | 4 | 400,000 | 0 | 0 | |
BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 1,954 | 1,345,000 | PRN | DFND | 1 | 1,345,000 | 0 | 0 | |
BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 835 | 575,000 | PRN | DFND | 2 | 575,000 | 0 | 0 | |
BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 886 | 610,000 | PRN | DFND | 3 | 610,000 | 0 | 0 | |
CALLAWAY GOLF CO | NOTE 2.750% 5/0 | 131193AE4 | 791 | 452,000 | PRN | DFND | 2 | 452,000 | 0 | 0 | |
CALLAWAY GOLF CO | NOTE 2.750% 5/0 | 131193AE4 | 1,001 | 572,000 | PRN | DFND | 3 | 572,000 | 0 | 0 | |
CALLAWAY GOLF CO | NOTE 2.750% 5/0 | 131193AE4 | 462 | 264,000 | PRN | DFND | 4 | 264,000 | 0 | 0 | |
CALLAWAY GOLF CO | NOTE 2.750% 5/0 | 131193AE4 | 5,860 | 3,353,000 | PRN | SOLE | 3,353,000 | 0 | 0 | ||
CALLAWAY GOLF CO | NOTE 2.750% 5/0 | 131193AE4 | 997 | 570,000 | PRN | DFND | 1 | 570,000 | 0 | 0 | |
CENTENNIAL RESOURCE DEV INC | NOTE 3.250% 4/0 | 15136AAA0 | 1,142 | 871,000 | PRN | DFND | 2 | 871,000 | 0 | 0 | |
CENTENNIAL RESOURCE DEV INC | NOTE 3.250% 4/0 | 15136AAA0 | 4,820 | 3,676,000 | PRN | SOLE | 3,676,000 | 0 | 0 | ||
CENTENNIAL RESOURCE DEV INC | NOTE 3.250% 4/0 | 15136AAA0 | 1,489 | 1,136,000 | PRN | DFND | 3 | 1,136,000 | 0 | 0 | |
CENTENNIAL RESOURCE DEV INC | NOTE 3.250% 4/0 | 15136AAA0 | 839 | 640,000 | PRN | DFND | 1 | 640,000 | 0 | 0 | |
CENTENNIAL RESOURCE DEV INC | NOTE 3.250% 4/0 | 15136AAA0 | 655 | 500,000 | PRN | DFND | 4 | 500,000 | 0 | 0 | |
CERENCE INC | NOTE 3.000% 6/0 | 156727AB5 | 976 | 366,000 | PRN | DFND | 1 | 366,000 | 0 | 0 | |
CERENCE INC | NOTE 3.000% 6/0 | 156727AB5 | 5,157 | 1,934,000 | PRN | SOLE | 1,934,000 | 0 | 0 | ||
CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 464 | 487,000 | PRN | DFND | 2 | 487,000 | 0 | 0 | |
CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 574 | 603,000 | PRN | DFND | 3 | 603,000 | 0 | 0 | |
CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 271 | 285,000 | PRN | DFND | 4 | 285,000 | 0 | 0 | |
CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 119 | 125,000 | PRN | SOLE | 125,000 | 0 | 0 | ||
CHEFS WHSE INC | NOTE 1.875%12/0 | 163086AB7 | 862 | 813,000 | PRN | DFND | 2 | 813,000 | 0 | 0 | |
CHEFS WHSE INC | NOTE 1.875%12/0 | 163086AB7 | 1,760 | 1,658,000 | PRN | SOLE | 1,658,000 | 0 | 0 | ||
CHEFS WHSE INC | NOTE 1.875%12/0 | 163086AB7 | 530 | 500,000 | PRN | DFND | 4 | 500,000 | 0 | 0 | |
CHEFS WHSE INC | NOTE 1.875%12/0 | 163086AB7 | 1,058 | 997,000 | PRN | DFND | 3 | 997,000 | 0 | 0 | |
CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 415 | 289,000 | PRN | SOLE | 289,000 | 0 | 0 | ||
CHEGG INC | NOTE 9/0 | 163092AF6 | 2,730 | 2,770,000 | PRN | DFND | 1 | 2,770,000 | 0 | 0 | |
CHEGG INC | NOTE 9/0 | 163092AF6 | 12,275 | 12,451,000 | PRN | SOLE | 12,451,000 | 0 | 0 | ||
CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 1,159 | 1,351,000 | PRN | DFND | 2 | 1,351,000 | 0 | 0 | |
CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 1,480 | 1,725,000 | PRN | DFND | 3 | 1,725,000 | 0 | 0 | |
CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 895 | 1,043,000 | PRN | DFND | 4 | 1,043,000 | 0 | 0 | |
CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 327 | 381,000 | PRN | SOLE | 381,000 | 0 | 0 | ||
CHEVRON CORP NEW | COM | 166764100 | 369 | 3,639 | SH | SOLE | 3,639 | 0 | 0 | ||
CISCO SYS INC | COM | 17275R102 | 614 | 11,317 | SH | SOLE | 11,317 | 0 | 0 | ||
CITIGROUP INC | COM NEW | 172967424 | 295 | 4,186 | SH | SOLE | 4,186 | 0 | 0 | ||
CLEVELAND-CLIFFS INC NEW | COM | 185899101 | 240 | 12,154 | SH | SOLE | 12,154 | 0 | 0 | ||
CLEVELAND-CLIFFS INC NEW | DBCV 1.500% 1/1 | 185899AA9 | 2,023 | 790,000 | PRN | DFND | 1 | 790,000 | 0 | 0 | |
CLEVELAND-CLIFFS INC NEW | DBCV 1.500% 1/1 | 185899AA9 | 9,629 | 3,761,000 | PRN | SOLE | 3,761,000 | 0 | 0 | ||
CNX RES CORP | NOTE 2.250% 5/0 | 12653CAG3 | 716 | 575,000 | PRN | DFND | 1 | 575,000 | 0 | 0 | |
CNX RES CORP | NOTE 2.250% 5/0 | 12653CAG3 | 4,578 | 3,679,000 | PRN | SOLE | 3,679,000 | 0 | 0 | ||
COCA COLA CO | COM | 191216100 | 521 | 9,952 | SH | SOLE | 9,952 | 0 | 0 | ||
COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 | 679 | 619,000 | PRN | DFND | 2 | 619,000 | 0 | 0 | |
COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 | 163 | 149,000 | PRN | SOLE | 149,000 | 0 | 0 | ||
COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 | 790 | 720,000 | PRN | DFND | 3 | 720,000 | 0 | 0 | |
COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 | 562 | 512,000 | PRN | DFND | 4 | 512,000 | 0 | 0 | |
COLFAX CORP | UNIT 01/15/2022T | 194014205 | 1,331 | 7,150 | SH | DFND | 1 | 7,150 | 0 | 0 | |
COLFAX CORP | UNIT 01/15/2022T | 194014205 | 7,569 | 40,656 | SH | SOLE | 40,656 | 0 | 0 | ||
COMCAST CORP NEW | CL A | 20030N101 | 602 | 10,762 | SH | SOLE | 10,762 | 0 | 0 | ||
CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 1,777 | 1,150,000 | PRN | DFND | 1 | 1,150,000 | 0 | 0 | |
CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 8,550 | 5,533,000 | PRN | SOLE | 5,533,000 | 0 | 0 | ||
COSTCO WHSL CORP NEW | COM | 22160K105 | 582 | 1,295 | SH | SOLE | 1,295 | 0 | 0 | ||
COUPA SOFTWARE INC | NOTE 0.375% 6/1 | 22266LAF3 | 8,794 | 8,146,000 | PRN | SOLE | 8,146,000 | 0 | 0 | ||
COUPA SOFTWARE INC | NOTE 0.375% 6/1 | 22266LAF3 | 1,619 | 1,500,000 | PRN | DFND | 1 | 1,500,000 | 0 | 0 | |
CSG SYS INTL INC | NOTE 4.250% 3/1 | 126349AF6 | 109 | 106,000 | PRN | SOLE | 106,000 | 0 | 0 | ||
CUMMINS INC | COM | 231021106 | 221 | 979 | SH | SOLE | 979 | 0 | 0 | ||
CVS HEALTH CORP | COM | 126650100 | 243 | 2,852 | SH | SOLE | 2,852 | 0 | 0 | ||
D R HORTON INC | COM | 23331A109 | 276 | 3,293 | SH | SOLE | 3,293 | 0 | 0 | ||
DANAHER CORPORATION | COM | 235851102 | 659 | 2,163 | SH | SOLE | 2,163 | 0 | 0 | ||
DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 1,527 | 925,000 | PRN | DFND | 1 | 925,000 | 0 | 0 | |
DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 7,060 | 4,278,000 | PRN | SOLE | 4,278,000 | 0 | 0 | ||
DBX ETF TR | XTRACK HRVST CSI | 233051879 | 1,243 | 32,611 | SH | SOLE | 32,611 | 0 | 0 | ||
DEERE & CO | COM | 244199105 | 246 | 732 | SH | SOLE | 732 | 0 | 0 | ||
DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 22,882 | 19,308,000 | PRN | SOLE | 19,308,000 | 0 | 0 | ||
DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 4,503 | 3,800,000 | PRN | DFND | 1 | 3,800,000 | 0 | 0 | |
DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 4,493 | 1,351,000 | PRN | SOLE | 1,351,000 | 0 | 0 | ||
DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 864 | 260,000 | PRN | DFND | 1 | 260,000 | 0 | 0 | |
DICKS SPORTING GOODS INC | COM | 253393102 | 295 | 2,454 | SH | SOLE | 2,454 | 0 | 0 | ||
DICKS SPORTING GOODS INC | NOTE 3.250% 4/1 | 253393AD4 | 2,714 | 740,000 | PRN | DFND | 1 | 740,000 | 0 | 0 | |
DICKS SPORTING GOODS INC | NOTE 3.250% 4/1 | 253393AD4 | 14,429 | 3,934,000 | PRN | SOLE | 3,934,000 | 0 | 0 | ||
DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 1,707 | 1,642,000 | PRN | SOLE | 1,642,000 | 0 | 0 | ||
DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 1,067 | 1,026,000 | PRN | DFND | 2 | 1,026,000 | 0 | 0 | |
DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 1,348 | 1,297,000 | PRN | DFND | 3 | 1,297,000 | 0 | 0 | |
DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 624 | 600,000 | PRN | DFND | 4 | 600,000 | 0 | 0 | |
DISNEY WALT CO | COM | 254687106 | 706 | 4,169 | SH | SOLE | 4,169 | 0 | 0 | ||
DOMINION ENERGY INC | UNIT 99/99/9999 | 25746U133 | 1,809 | 18,590 | SH | SOLE | 18,590 | 0 | 0 | ||
DOVER CORP | COM | 260003108 | 253 | 1,636 | SH | SOLE | 1,636 | 0 | 0 | ||
DTE ENERGY CO | UNIT 11/01/2022S | 233331842 | 2,671 | 53,520 | SH | SOLE | 53,520 | 0 | 0 | ||
EATON CORP PLC | SHS | G29183103 | 328 | 2,195 | SH | SOLE | 2,195 | 0 | 0 | ||
ELANCO ANIMAL HEALTH INC | UNIT 02/01/2023T | 28414H202 | 1,066 | 21,725 | SH | DFND | 1 | 21,725 | 0 | 0 | |
ELANCO ANIMAL HEALTH INC | UNIT 02/01/2023T | 28414H202 | 4,662 | 95,010 | SH | SOLE | 95,010 | 0 | 0 | ||
ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 466 | 366,000 | PRN | DFND | 4 | 366,000 | 0 | 0 | |
ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 182 | 143,000 | PRN | SOLE | 143,000 | 0 | 0 | ||
ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 786 | 617,000 | PRN | DFND | 2 | 617,000 | 0 | 0 | |
ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 1,113 | 874,000 | PRN | DFND | 3 | 874,000 | 0 | 0 | |
ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 602 | 477,000 | PRN | DFND | 2 | 477,000 | 0 | 0 | |
ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 695 | 551,000 | PRN | DFND | 3 | 551,000 | 0 | 0 | |
ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 315 | 250,000 | PRN | DFND | 4 | 250,000 | 0 | 0 | |
ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 192 | 152,000 | PRN | SOLE | 152,000 | 0 | 0 | ||
ENVISTA HOLDINGS CORPORATION | NOTE 2.375% 6/0 | 29415FAB0 | 1,255 | 605,000 | PRN | DFND | 1 | 605,000 | 0 | 0 | |
ENVISTA HOLDINGS CORPORATION | NOTE 2.375% 6/0 | 29415FAB0 | 6,514 | 3,140,000 | PRN | SOLE | 3,140,000 | 0 | 0 | ||
EQT CORP | NOTE 1.750% 5/0 | 26884LAK5 | 6,843 | 4,340,000 | PRN | SOLE | 4,340,000 | 0 | 0 | ||
EQT CORP | NOTE 1.750% 5/0 | 26884LAK5 | 1,245 | 790,000 | PRN | DFND | 1 | 790,000 | 0 | 0 | |
ESSENTIAL UTILS INC | UNIT 04/30/2022 | 29670G201 | 426 | 7,430 | SH | SOLE | 7,430 | 0 | 0 | ||
ETSY INC | NOTE 0.125% 9/0 | 29786AAL0 | 3,845 | 2,925,000 | PRN | DFND | 1 | 2,925,000 | 0 | 0 | |
ETSY INC | NOTE 0.125% 9/0 | 29786AAL0 | 16,128 | 12,267,000 | PRN | SOLE | 12,267,000 | 0 | 0 | ||
ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 1,022 | 422,000 | PRN | SOLE | 422,000 | 0 | 0 | ||
EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 18,665 | 16,982,000 | PRN | SOLE | 16,982,000 | 0 | 0 | ||
EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 199 | 136,000 | PRN | SOLE | 136,000 | 0 | 0 | ||
EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 645 | 440,000 | PRN | DFND | 2 | 440,000 | 0 | 0 | |
EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 622 | 424,000 | PRN | DFND | 3 | 424,000 | 0 | 0 | |
EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 367 | 250,000 | PRN | DFND | 4 | 250,000 | 0 | 0 | |
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 10,931 | 9,650,000 | PRN | SOLE | 9,650,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 566 | 500,000 | PRN | DFND | 4 | 500,000 | 0 | 0 | |
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 1,727 | 1,525,000 | PRN | DFND | 1 | 1,525,000 | 0 | 0 | |
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 1,002 | 885,000 | PRN | DFND | 2 | 885,000 | 0 | 0 | |
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 1,100 | 971,000 | PRN | DFND | 3 | 971,000 | 0 | 0 | |
FACEBOOK INC | CL A | 30303M102 | 1,857 | 5,473 | SH | SOLE | 5,473 | 0 | 0 | ||
FIRST TR EXCH TRADED FD III | PFD SECS INC ETF | 33739E108 | 9,700 | 472,235 | SH | SOLE | 472,235 | 0 | 0 | ||
FIRST TR EXCHANGE TRADED FD | INTL EQUITY OPP | 33734X853 | 2,395 | 37,410 | SH | SOLE | 37,410 | 0 | 0 | ||
FIRST TR EXCHANGE TRADED FD | WTR ETF | 33733B100 | 3,740 | 43,900 | SH | SOLE | 43,900 | 0 | 0 | ||
FIRST TR EXCHANGE-TRADED FD | FST LOW OPPT EFT | 33739Q200 | 7,033 | 139,091 | SH | SOLE | 139,091 | 0 | 0 | ||
FIRST TR EXCHANGE-TRADED FD | MULTI ASSET DI | 33738R100 | 515 | 31,521 | SH | SOLE | 31,521 | 0 | 0 | ||
FIRST TR EXCHANGE-TRADED FD | SENIOR LN FD | 33738D309 | 8,053 | 168,280 | SH | SOLE | 168,280 | 0 | 0 | ||
FLEXION THERAPEUTICS INC | NOTE 3.375% 5/0 | 33938JAB2 | 1,332 | 1,505,000 | PRN | DFND | 3 | 1,505,000 | 0 | 0 | |
FLEXION THERAPEUTICS INC | NOTE 3.375% 5/0 | 33938JAB2 | 443 | 500,000 | PRN | DFND | 4 | 500,000 | 0 | 0 | |
FLEXION THERAPEUTICS INC | NOTE 3.375% 5/0 | 33938JAB2 | 213 | 240,000 | PRN | SOLE | 240,000 | 0 | 0 | ||
FLEXION THERAPEUTICS INC | NOTE 3.375% 5/0 | 33938JAB2 | 889 | 1,005,000 | PRN | DFND | 2 | 1,005,000 | 0 | 0 | |
FORTIVE CORP | NOTE 0.875% 2/1 | 34959JAK4 | 596 | 595,000 | PRN | SOLE | 595,000 | 0 | 0 | ||
FREEPORT-MCMORAN INC | CL B | 35671D857 | 209 | 6,423 | SH | SOLE | 6,423 | 0 | 0 | ||
FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 5,479 | 3,914,000 | PRN | SOLE | 3,914,000 | 0 | 0 | ||
FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 455 | 325,000 | PRN | DFND | 4 | 325,000 | 0 | 0 | |
FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 1,014 | 725,000 | PRN | DFND | 1 | 725,000 | 0 | 0 | |
FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 730 | 522,000 | PRN | DFND | 2 | 522,000 | 0 | 0 | |
FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 762 | 545,000 | PRN | DFND | 3 | 545,000 | 0 | 0 | |
GENERAL MTRS CO | COM | 37045V100 | 305 | 5,786 | SH | SOLE | 5,786 | 0 | 0 | ||
GILEAD SCIENCES INC | COM | 375558103 | 211 | 3,034 | SH | SOLE | 3,034 | 0 | 0 | ||
GOLAR LNG LTD | NOTE 2.750% 2/1 | 38046YAB7 | 298 | 300,000 | PRN | DFND | 4 | 300,000 | 0 | 0 | |
GOLAR LNG LTD | NOTE 2.750% 2/1 | 38046YAB7 | 177 | 178,000 | PRN | SOLE | 178,000 | 0 | 0 | ||
GOLAR LNG LTD | NOTE 2.750% 2/1 | 38046YAB7 | 695 | 700,000 | PRN | DFND | 3 | 700,000 | 0 | 0 | |
GOLAR LNG LTD | NOTE 2.750% 2/1 | 38046YAB7 | 617 | 622,000 | PRN | DFND | 2 | 622,000 | 0 | 0 | |
GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 1,246 | 1,200,000 | PRN | DFND | 3 | 1,200,000 | 0 | 0 | |
GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 530 | 510,000 | PRN | DFND | 4 | 510,000 | 0 | 0 | |
GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 186 | 179,000 | PRN | SOLE | 179,000 | 0 | 0 | ||
GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 894 | 861,000 | PRN | DFND | 2 | 861,000 | 0 | 0 | |
GRANITE CONSTR INC | NOTE 2.750%11/0 | 387328AB3 | 1,210 | 870,000 | PRN | DFND | 1 | 870,000 | 0 | 0 | |
GRANITE CONSTR INC | NOTE 2.750%11/0 | 387328AB3 | 5,648 | 4,061,000 | PRN | SOLE | 4,061,000 | 0 | 0 | ||
GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 1,418 | 1,425,000 | PRN | DFND | 4 | 1,425,000 | 0 | 0 | |
GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 395 | 397,000 | PRN | SOLE | 397,000 | 0 | 0 | ||
GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 1,168 | 1,174,000 | PRN | DFND | 2 | 1,174,000 | 0 | 0 | |
GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 1,313 | 1,320,000 | PRN | DFND | 3 | 1,320,000 | 0 | 0 | |
GREEN PLAINS INC | NOTE 2.250% 3/1 | 393222AK0 | 723 | 569,000 | PRN | SOLE | 569,000 | 0 | 0 | ||
HALOZYME THERAPEUTICS INC | NOTE 1.250%12/0 | 40637HAB5 | 1,191 | 670,000 | PRN | DFND | 1 | 670,000 | 0 | 0 | |
HALOZYME THERAPEUTICS INC | NOTE 1.250%12/0 | 40637HAB5 | 5,160 | 2,903,000 | PRN | SOLE | 2,903,000 | 0 | 0 | ||
HANNON ARMSTRONG SUST INFR C | NOTE 8/1 | 41068XAD2 | 960 | 800,000 | PRN | DFND | 1 | 800,000 | 0 | 0 | |
HANNON ARMSTRONG SUST INFR C | NOTE 8/1 | 41068XAD2 | 3,910 | 3,259,000 | PRN | SOLE | 3,259,000 | 0 | 0 | ||
HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 389 | 412,000 | PRN | DFND | 3 | 412,000 | 0 | 0 | |
HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 182 | 193,000 | PRN | DFND | 4 | 193,000 | 0 | 0 | |
HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 311 | 330,000 | PRN | DFND | 2 | 330,000 | 0 | 0 | |
HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 62 | 65,000 | PRN | SOLE | 65,000 | 0 | 0 | ||
HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 505 | 488,000 | PRN | DFND | 2 | 488,000 | 0 | 0 | |
HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 609 | 588,000 | PRN | DFND | 3 | 588,000 | 0 | 0 | |
HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 259 | 250,000 | PRN | DFND | 4 | 250,000 | 0 | 0 | |
HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 1,570 | 1,517,000 | PRN | SOLE | 1,517,000 | 0 | 0 | ||
HELLO GROUP INC | NOTE 1.250% 7/0 | 60879BAB3 | 286 | 340,000 | PRN | SOLE | 340,000 | 0 | 0 | ||
HELLO GROUP INC | NOTE 1.250% 7/0 | 60879BAB3 | 986 | 1,170,000 | PRN | DFND | 2 | 1,170,000 | 0 | 0 | |
HELLO GROUP INC | NOTE 1.250% 7/0 | 60879BAB3 | 1,305 | 1,548,000 | PRN | DFND | 3 | 1,548,000 | 0 | 0 | |
HELLO GROUP INC | NOTE 1.250% 7/0 | 60879BAB3 | 583 | 692,000 | PRN | DFND | 4 | 692,000 | 0 | 0 | |
HERCULES CAPITAL INC | DBCV 4.375% 2/0 | 427096AF9 | 478 | 458,000 | PRN | SOLE | 458,000 | 0 | 0 | ||
HOME DEPOT INC | COM | 437076102 | 1,180 | 3,593 | SH | SOLE | 3,593 | 0 | 0 | ||
HONEYWELL INTL INC | COM | 438516106 | 380 | 1,792 | SH | SOLE | 1,792 | 0 | 0 | ||
HOPE BANCORP INC | NOTE 2.000% 5/1 | 43940TAB5 | 1,750 | 1,775,000 | PRN | SOLE | 1,775,000 | 0 | 0 | ||
HUAZHU GROUP LTD | NOTE 3.000% 5/0 | 44332NAB2 | 821 | 633,000 | PRN | DFND | 2 | 633,000 | 0 | 0 | |
HUAZHU GROUP LTD | NOTE 3.000% 5/0 | 44332NAB2 | 962 | 742,000 | PRN | DFND | 3 | 742,000 | 0 | 0 | |
HUAZHU GROUP LTD | NOTE 3.000% 5/0 | 44332NAB2 | 486 | 375,000 | PRN | DFND | 4 | 375,000 | 0 | 0 | |
HUBSPOT INC | NOTE 0.375% 6/0 | 443573AD2 | 2,299 | 950,000 | PRN | DFND | 1 | 950,000 | 0 | 0 | |
HUBSPOT INC | NOTE 0.375% 6/0 | 443573AD2 | 11,164 | 4,612,000 | PRN | SOLE | 4,612,000 | 0 | 0 | ||
I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 677 | 732,000 | PRN | DFND | 2 | 732,000 | 0 | 0 | |
I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 160 | 173,000 | PRN | SOLE | 173,000 | 0 | 0 | ||
I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 927 | 1,002,000 | PRN | DFND | 3 | 1,002,000 | 0 | 0 | |
I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 549 | 593,000 | PRN | DFND | 4 | 593,000 | 0 | 0 | |
II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 930 | 700,000 | PRN | DFND | 1 | 700,000 | 0 | 0 | |
II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 744 | 560,000 | PRN | DFND | 2 | 560,000 | 0 | 0 | |
II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 712 | 536,000 | PRN | DFND | 3 | 536,000 | 0 | 0 | |
II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 332 | 250,000 | PRN | DFND | 4 | 250,000 | 0 | 0 | |
II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 4,827 | 3,634,000 | PRN | SOLE | 3,634,000 | 0 | 0 | ||
ILLINOIS TOOL WKS INC | COM | 452308109 | 214 | 1,030 | SH | SOLE | 1,030 | 0 | 0 | ||
ILLUMINA INC | NOTE 8/1 | 452327AK5 | 648 | 558,000 | PRN | DFND | 1 | 558,000 | 0 | 0 | |
ILLUMINA INC | NOTE 8/1 | 452327AK5 | 18,181 | 15,649,000 | PRN | SOLE | 15,649,000 | 0 | 0 | ||
INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 612 | 552,000 | PRN | DFND | 2 | 552,000 | 0 | 0 | |
INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 579 | 522,000 | PRN | DFND | 3 | 522,000 | 0 | 0 | |
INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 443 | 400,000 | PRN | DFND | 4 | 400,000 | 0 | 0 | |
INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 195 | 176,000 | PRN | SOLE | 176,000 | 0 | 0 | ||
INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 670 | 613,000 | PRN | DFND | 4 | 613,000 | 0 | 0 | |
INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 5,171 | 4,731,000 | PRN | SOLE | 4,731,000 | 0 | 0 | ||
INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 1,059 | 969,000 | PRN | DFND | 3 | 969,000 | 0 | 0 | |
INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 830 | 759,000 | PRN | DFND | 2 | 759,000 | 0 | 0 | |
INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 1,006 | 920,000 | PRN | DFND | 1 | 920,000 | 0 | 0 | |
INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 595 | 574,000 | PRN | SOLE | 574,000 | 0 | 0 | ||
INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 11,384 | 8,188,000 | PRN | SOLE | 8,188,000 | 0 | 0 | ||
INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 2,364 | 1,700,000 | PRN | DFND | 1 | 1,700,000 | 0 | 0 | |
INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 1,214 | 1,105,000 | PRN | DFND | 1 | 1,105,000 | 0 | 0 | |
INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 4,961 | 4,517,000 | PRN | SOLE | 4,517,000 | 0 | 0 | ||
INTEL CORP | COM | 458140100 | 495 | 9,262 | SH | SOLE | 9,262 | 0 | 0 | ||
INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 501 | 4,359 | SH | SOLE | 4,359 | 0 | 0 | ||
INTUIT | COM | 461202103 | 283 | 523 | SH | SOLE | 523 | 0 | 0 | ||
IONIS PHARMACEUTICALS INC | NOTE 0.125%12/1 | 462222AB6 | 302 | 332,000 | PRN | SOLE | 332,000 | 0 | 0 | ||
IONIS PHARMACEUTICALS INC | NOTE 0.125%12/1 | 462222AB6 | 456 | 500,000 | PRN | DFND | 4 | 500,000 | 0 | 0 | |
IONIS PHARMACEUTICALS INC | NOTE 0.125%12/1 | 462222AB6 | 445 | 488,000 | PRN | DFND | 3 | 488,000 | 0 | 0 | |
IONIS PHARMACEUTICALS INC | NOTE 0.125%12/1 | 462222AB6 | 533 | 585,000 | PRN | DFND | 2 | 585,000 | 0 | 0 | |
IQIYI INC | NOTE 2.000% 4/0 | 46267XAD0 | 871 | 995,000 | PRN | DFND | 2 | 995,000 | 0 | 0 | |
IQIYI INC | NOTE 2.000% 4/0 | 46267XAD0 | 1,074 | 1,227,000 | PRN | DFND | 3 | 1,227,000 | 0 | 0 | |
IQIYI INC | NOTE 2.000% 4/0 | 46267XAD0 | 497 | 568,000 | PRN | DFND | 4 | 568,000 | 0 | 0 | |
IQIYI INC | NOTE 2.000% 4/0 | 46267XAD0 | 243 | 278,000 | PRN | SOLE | 278,000 | 0 | 0 | ||
ISHARES INC | CORE MSCI EMKT | 46434G103 | 1,221 | 19,787 | SH | SOLE | 19,787 | 0 | 0 | ||
ISHARES TR | 1 3 YR TREAS BD | 464287457 | 472 | 5,481 | SH | SOLE | 5,481 | 0 | 0 | ||
ISHARES TR | CORE S&P500 ETF | 464287200 | 81,279 | 188,661 | SH | SOLE | 188,661 | 0 | 0 | ||
ISHARES TR | CORE US AGGBD ET | 464287226 | 20,591 | 179,305 | SH | SOLE | 179,305 | 0 | 0 | ||
ISHARES TR | FLTG RATE NT ETF | 46429B655 | 545 | 10,689 | SH | SOLE | 10,689 | 0 | 0 | ||
ISHARES TR | JPMORGAN USD EMG | 464288281 | 2,869 | 26,040 | SH | SOLE | 26,040 | 0 | 0 | ||
ISHARES TR | MORTGE REL ETF | 46435G342 | 518 | 14,363 | SH | SOLE | 14,363 | 0 | 0 | ||
ISHARES TR | MSCI ACWI EX US | 464288240 | 1,398 | 25,237 | SH | SOLE | 25,237 | 0 | 0 | ||
ISHARES TR | MSCI EURO FL ETF | 464289180 | 2,973 | 151,541 | SH | SOLE | 151,541 | 0 | 0 | ||
ISHARES TR | RUS 1000 VAL ETF | 464287598 | 5,892 | 37,656 | SH | SOLE | 37,656 | 0 | 0 | ||
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 3,123 | 14,270 | SH | SOLE | 14,270 | 0 | 0 | ||
ISHARES TR | U.S. BAS MTL ETF | 464287838 | 218 | 1,753 | SH | SOLE | 1,753 | 0 | 0 | ||
ISHARES TR | U.S. REAL ES ETF | 464287739 | 769 | 7,528 | SH | SOLE | 7,528 | 0 | 0 | ||
ISHARES TR | U.S. TECH ETF | 464287721 | 6,851 | 67,661 | SH | SOLE | 67,661 | 0 | 0 | ||
ISTAR INC | NOTE 3.125% 9/1 | 45031UCB5 | 260 | 143,000 | PRN | SOLE | 143,000 | 0 | 0 | ||
ISTAR INC | NOTE 3.125% 9/1 | 45031UCB5 | 832 | 458,000 | PRN | DFND | 2 | 458,000 | 0 | 0 | |
ISTAR INC | NOTE 3.125% 9/1 | 45031UCB5 | 725 | 399,000 | PRN | DFND | 3 | 399,000 | 0 | 0 | |
ISTAR INC | NOTE 3.125% 9/1 | 45031UCB5 | 545 | 300,000 | PRN | DFND | 4 | 300,000 | 0 | 0 | |
J2 GLOBAL INC | COM | 48123V102 | 218 | 1,589 | SH | SOLE | 1,589 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 711 | 703,000 | PRN | DFND | 3 | 703,000 | 0 | 0 | |
JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 989 | 979,000 | PRN | SOLE | 979,000 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 624 | 617,000 | PRN | DFND | 2 | 617,000 | 0 | 0 | |
JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 1,558 | 1,350,000 | PRN | DFND | 1 | 1,350,000 | 0 | 0 | |
JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 537 | 465,000 | PRN | DFND | 2 | 465,000 | 0 | 0 | |
JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 618 | 535,000 | PRN | DFND | 3 | 535,000 | 0 | 0 | |
JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 577 | 500,000 | PRN | DFND | 4 | 500,000 | 0 | 0 | |
JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 8,704 | 7,540,000 | PRN | SOLE | 7,540,000 | 0 | 0 | ||
JOHNSON & JOHNSON | COM | 478160104 | 967 | 5,994 | SH | SOLE | 5,994 | 0 | 0 | ||
JPMORGAN CHASE & CO | COM | 46625H100 | 1,758 | 10,751 | SH | SOLE | 10,751 | 0 | 0 | ||
KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 729 | 719,000 | PRN | DFND | 3 | 719,000 | 0 | 0 | |
KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 355 | 350,000 | PRN | DFND | 4 | 350,000 | 0 | 0 | |
KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 130 | 128,000 | PRN | SOLE | 128,000 | 0 | 0 | ||
KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 409 | 403,000 | PRN | DFND | 2 | 403,000 | 0 | 0 | |
KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 1,082 | 675,000 | PRN | DFND | 1 | 675,000 | 0 | 0 | |
KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 5,901 | 3,684,000 | PRN | SOLE | 3,684,000 | 0 | 0 | ||
KIMBERLY-CLARK CORP | COM | 494368103 | 1,150 | 8,685 | SH | SOLE | 8,685 | 0 | 0 | ||
LABORATORY CORP AMER HLDGS | COM NEW | 50540R409 | 273 | 971 | SH | SOLE | 971 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | COM SER C FRMLA | 531229854 | 273 | 5,273 | SH | SOLE | 5,273 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | DEB 3.500% 1/1 | 530715AN1 | 360 | 294,000 | PRN | SOLE | 294,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | DEB 3.500% 1/1 | 530715AN1 | 253 | 206,000 | PRN | DFND | 2 | 206,000 | 0 | 0 | |
LIBERTY MEDIA CORP DEL | NOTE 1.000% 1/3 | 531229AF9 | 1,617 | 1,140,000 | PRN | DFND | 1 | 1,140,000 | 0 | 0 | |
LIBERTY MEDIA CORP DEL | NOTE 1.000% 1/3 | 531229AF9 | 9,378 | 6,608,000 | PRN | SOLE | 6,608,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 6,686 | 4,909,000 | PRN | SOLE | 4,909,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 1,361 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 259 | 259,000 | PRN | SOLE | 259,000 | 0 | 0 | ||
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 797 | 796,000 | PRN | DFND | 2 | 796,000 | 0 | 0 | |
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 947 | 945,000 | PRN | DFND | 3 | 945,000 | 0 | 0 | |
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 501 | 500,000 | PRN | DFND | 4 | 500,000 | 0 | 0 | |
LINDE PLC | SHS | G5494J103 | 244 | 831 | SH | SOLE | 831 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 3,273 | 2,269,000 | PRN | DFND | 1 | 2,269,000 | 0 | 0 | |
LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 16,790 | 11,639,000 | PRN | SOLE | 11,639,000 | 0 | 0 | ||
LOCKHEED MARTIN CORP | COM | 539830109 | 228 | 659 | SH | SOLE | 659 | 0 | 0 | ||
LOEWS CORP | COM | 540424108 | 714 | 13,232 | SH | SOLE | 13,232 | 0 | 0 | ||
LOWES COS INC | COM | 548661107 | 257 | 1,261 | SH | SOLE | 1,261 | 0 | 0 | ||
LPL FINL HLDGS INC | COM | 50212V100 | 299 | 1,909 | SH | SOLE | 1,909 | 0 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 830 | 756,000 | PRN | DFND | 3 | 756,000 | 0 | 0 | |
LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 659 | 600,000 | PRN | DFND | 4 | 600,000 | 0 | 0 | |
LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 1,116 | 1,016,000 | PRN | DFND | 2 | 1,016,000 | 0 | 0 | |
LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 1,170 | 1,065,000 | PRN | SOLE | 1,065,000 | 0 | 0 | ||
LYFT INC | NOTE 1.500% 5/1 | 55087PAB0 | 2,192 | 1,410,000 | PRN | DFND | 1 | 1,410,000 | 0 | 0 | |
LYFT INC | NOTE 1.500% 5/1 | 55087PAB0 | 10,281 | 6,611,000 | PRN | SOLE | 6,611,000 | 0 | 0 | ||
MARRIOTT VACATIONS WORLDWIDE | NOTE 1.500% 9/1 | 57164YAB3 | 756 | 640,000 | PRN | SOLE | 640,000 | 0 | 0 | ||
MARVELL TECHNOLOGY INC | COM | 573874104 | 214 | 3,529 | SH | SOLE | 3,529 | 0 | 0 | ||
MASTERCARD INCORPORATED | CL A | 57636Q104 | 530 | 1,535 | SH | SOLE | 1,535 | 0 | 0 | ||
MCDONALDS CORP | COM | 580135101 | 519 | 2,154 | SH | SOLE | 2,154 | 0 | 0 | ||
MEDTRONIC PLC | SHS | G5960L103 | 406 | 3,226 | SH | SOLE | 3,226 | 0 | 0 | ||
MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 | 1,815 | 475,000 | PRN | DFND | 1 | 475,000 | 0 | 0 | |
MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 | 8,331 | 2,180,000 | PRN | SOLE | 2,180,000 | 0 | 0 | ||
MERCK & CO INC | COM | 58933Y105 | 482 | 6,402 | SH | SOLE | 6,402 | 0 | 0 | ||
MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 557 | 531,000 | PRN | DFND | 2 | 531,000 | 0 | 0 | |
MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 791 | 754,000 | PRN | DFND | 3 | 754,000 | 0 | 0 | |
MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 330 | 315,000 | PRN | DFND | 4 | 315,000 | 0 | 0 | |
MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 1,733 | 1,653,000 | PRN | SOLE | 1,653,000 | 0 | 0 | ||
MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 766 | 750,000 | PRN | DFND | 4 | 750,000 | 0 | 0 | |
MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 370 | 362,000 | PRN | SOLE | 362,000 | 0 | 0 | ||
MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 3,117 | 3,053,000 | PRN | DFND | 3 | 3,053,000 | 0 | 0 | |
MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 1,873 | 1,835,000 | PRN | DFND | 2 | 1,835,000 | 0 | 0 | |
MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 181 | 160,000 | PRN | SOLE | 160,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC. | NOTE 1.625% 2/1 | 595017AD6 | 37 | 11,000 | PRN | SOLE | 11,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC. | NOTE 1.625% 2/1 | 595017AF1 | 2,706 | 1,185,000 | PRN | DFND | 1 | 1,185,000 | 0 | 0 | |
MICROCHIP TECHNOLOGY INC. | NOTE 1.625% 2/1 | 595017AF1 | 14,997 | 6,568,000 | PRN | SOLE | 6,568,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC. | NOTE 2.250% 2/1 | 595017AH7 | 2,412 | 1,060,000 | PRN | SOLE | 1,060,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | COM | 595112103 | 251 | 3,537 | SH | SOLE | 3,537 | 0 | 0 | ||
MICROSOFT CORP | COM | 594918104 | 4,565 | 16,180 | SH | SOLE | 16,180 | 0 | 0 | ||
MIDDLEBY CORP | NOTE 1.000% 9/0 | 596278AB7 | 802 | 562,000 | PRN | DFND | 2 | 562,000 | 0 | 0 | |
MIDDLEBY CORP | NOTE 1.000% 9/0 | 596278AB7 | 5,765 | 4,043,000 | PRN | SOLE | 4,043,000 | 0 | 0 | ||
MIDDLEBY CORP | NOTE 1.000% 9/0 | 596278AB7 | 1,084 | 760,000 | PRN | DFND | 1 | 760,000 | 0 | 0 | |
MIDDLEBY CORP | NOTE 1.000% 9/0 | 596278AB7 | 499 | 350,000 | PRN | DFND | 4 | 350,000 | 0 | 0 | |
MIDDLEBY CORP | NOTE 1.000% 9/0 | 596278AB7 | 659 | 462,000 | PRN | DFND | 3 | 462,000 | 0 | 0 | |
MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 1,196 | 525,000 | PRN | DFND | 1 | 525,000 | 0 | 0 | |
MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 6,765 | 2,968,000 | PRN | SOLE | 2,968,000 | 0 | 0 | ||
MORGAN STANLEY | COM NEW | 617446448 | 290 | 2,966 | SH | SOLE | 2,966 | 0 | 0 | ||
MOTOROLA SOLUTIONS INC | COM NEW | 620076307 | 210 | 902 | SH | SOLE | 902 | 0 | 0 | ||
NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 4,063 | 2,380,000 | PRN | DFND | 1 | 2,380,000 | 0 | 0 | |
NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 18,609 | 10,901,000 | PRN | SOLE | 10,901,000 | 0 | 0 | ||
NCL CORP LTD | NOTE 6.000% 5/1 | 62886HAT8 | 782 | 365,000 | PRN | SOLE | 365,000 | 0 | 0 | ||
NEOGENOMICS INC | NOTE 0.250% 1/1 | 64049MAB6 | 4,687 | 4,639,000 | PRN | SOLE | 4,639,000 | 0 | 0 | ||
NEOGENOMICS INC | NOTE 0.250% 1/1 | 64049MAB6 | 1,001 | 990,000 | PRN | DFND | 1 | 990,000 | 0 | 0 | |
NETFLIX INC | COM | 64110L106 | 383 | 629 | SH | SOLE | 629 | 0 | 0 | ||
NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 1,082 | 1,068,000 | PRN | DFND | 2 | 1,068,000 | 0 | 0 | |
NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 1,280 | 1,263,000 | PRN | DFND | 3 | 1,263,000 | 0 | 0 | |
NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 659 | 650,000 | PRN | DFND | 4 | 650,000 | 0 | 0 | |
NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 171 | 169,000 | PRN | SOLE | 169,000 | 0 | 0 | ||
NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944P307 | 260 | 4,959 | SH | SOLE | 4,959 | 0 | 0 | ||
NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944P307 | 808 | 15,402 | SH | DFND | 4 | 15,402 | 0 | 0 | |
NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944P307 | 1,382 | 26,325 | SH | DFND | 3 | 26,325 | 0 | 0 | |
NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944P307 | 1,066 | 20,314 | SH | DFND | 2 | 20,314 | 0 | 0 | |
NEXTERA ENERGY INC | UNIT 09/01/2022S | 65339F796 | 4,447 | 76,095 | SH | SOLE | 76,095 | 0 | 0 | ||
NEXTERA ENERGY INC | UNIT 99/99/9999 | 65339F770 | 16,344 | 320,550 | SH | SOLE | 320,550 | 0 | 0 | ||
NEXTERA ENERGY INC | UNIT 99/99/9999 | 65339F770 | 3,094 | 60,670 | SH | DFND | 1 | 60,670 | 0 | 0 | |
NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 85 | 25,000 | PRN | SOLE | 25,000 | 0 | 0 | ||
NIKE INC | CL B | 654106103 | 390 | 2,687 | SH | SOLE | 2,687 | 0 | 0 | ||
NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 6,121 | 3,546,000 | PRN | SOLE | 3,546,000 | 0 | 0 | ||
NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 1,303 | 755,000 | PRN | DFND | 1 | 755,000 | 0 | 0 | |
NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 246 | 210,000 | PRN | SOLE | 210,000 | 0 | 0 | ||
NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 704 | 600,000 | PRN | DFND | 4 | 600,000 | 0 | 0 | |
NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 1,057 | 901,000 | PRN | DFND | 2 | 901,000 | 0 | 0 | |
NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 1,336 | 1,139,000 | PRN | DFND | 3 | 1,139,000 | 0 | 0 | |
NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 867 | 900,000 | PRN | DFND | 1 | 900,000 | 0 | 0 | |
NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 4,095 | 4,252,000 | PRN | SOLE | 4,252,000 | 0 | 0 | ||
NVIDIA CORPORATION | COM | 67066G104 | 1,064 | 5,140 | SH | SOLE | 5,140 | 0 | 0 | ||
OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 13,383 | 9,483,000 | PRN | SOLE | 9,483,000 | 0 | 0 | ||
OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 2,894 | 2,050,000 | PRN | DFND | 1 | 2,050,000 | 0 | 0 | |
ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 14,699 | 6,526,000 | PRN | SOLE | 6,526,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 2,240 | 995,000 | PRN | DFND | 1 | 995,000 | 0 | 0 | |
ORACLE CORP | COM | 68389X105 | 466 | 5,337 | SH | SOLE | 5,337 | 0 | 0 | ||
OREILLY AUTOMOTIVE INC | COM | 67103H107 | 271 | 444 | SH | SOLE | 444 | 0 | 0 | ||
OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 775 | 751,000 | PRN | DFND | 2 | 751,000 | 0 | 0 | |
OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 851 | 825,000 | PRN | DFND | 3 | 825,000 | 0 | 0 | |
OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 459 | 445,000 | PRN | DFND | 4 | 445,000 | 0 | 0 | |
OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 237 | 229,000 | PRN | SOLE | 229,000 | 0 | 0 | ||
PACIRA BIOSCIENCES INC | NOTE 0.750% 8/0 | 695127AF7 | 1,561 | 1,450,000 | PRN | DFND | 1 | 1,450,000 | 0 | 0 | |
PACIRA BIOSCIENCES INC | NOTE 0.750% 8/0 | 695127AF7 | 8,394 | 7,797,000 | PRN | SOLE | 7,797,000 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 53 | 32,000 | PRN | SOLE | 32,000 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 31,723 | 17,454,000 | PRN | SOLE | 17,454,000 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 6,606 | 3,635,000 | PRN | DFND | 1 | 3,635,000 | 0 | 0 | |
PAR TECHNOLOGY CORP | NOTE 1.500%10/1 | 698884AE3 | 909 | 849,000 | PRN | DFND | 1 | 849,000 | 0 | 0 | |
PAR TECHNOLOGY CORP | NOTE 1.500%10/1 | 698884AE3 | 4,371 | 4,080,000 | PRN | SOLE | 4,080,000 | 0 | 0 | ||
PARKER-HANNIFIN CORP | COM | 701094104 | 230 | 817 | SH | SOLE | 817 | 0 | 0 | ||
PAYPAL HLDGS INC | COM | 70450Y103 | 593 | 2,279 | SH | SOLE | 2,279 | 0 | 0 | ||
PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 655 | 587,000 | PRN | DFND | 4 | 587,000 | 0 | 0 | |
PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 1,379 | 1,235,000 | PRN | DFND | 3 | 1,235,000 | 0 | 0 | |
PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 1,075 | 963,000 | PRN | DFND | 2 | 963,000 | 0 | 0 | |
PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 1,552 | 1,390,000 | PRN | DFND | 1 | 1,390,000 | 0 | 0 | |
PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 9,534 | 8,538,000 | PRN | SOLE | 8,538,000 | 0 | 0 | ||
PENN NATL GAMING INC | NOTE 2.750% 5/1 | 707569AU3 | 941 | 295,000 | PRN | DFND | 1 | 295,000 | 0 | 0 | |
PENN NATL GAMING INC | NOTE 2.750% 5/1 | 707569AU3 | 4,249 | 1,331,000 | PRN | SOLE | 1,331,000 | 0 | 0 | ||
PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 1,561 | 1,530,000 | PRN | DFND | 2 | 1,530,000 | 0 | 0 | |
PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 2,735 | 2,681,000 | PRN | DFND | 3 | 2,681,000 | 0 | 0 | |
PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 510 | 500,000 | PRN | DFND | 4 | 500,000 | 0 | 0 | |
PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 292 | 286,000 | PRN | SOLE | 286,000 | 0 | 0 | ||
PEPSICO INC | COM | 713448108 | 510 | 3,387 | SH | SOLE | 3,387 | 0 | 0 | ||
PERKINELMER INC | COM | 714046109 | 374 | 2,154 | SH | SOLE | 2,154 | 0 | 0 | ||
PFIZER INC | COM | 717081103 | 805 | 18,704 | SH | SOLE | 18,704 | 0 | 0 | ||
PHILLIPS 66 | COM | 718546104 | 205 | 2,941 | SH | SOLE | 2,941 | 0 | 0 | ||
PIONEER NAT RES CO | COM | 723787107 | 318 | 1,915 | SH | SOLE | 1,915 | 0 | 0 | ||
PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 4,172 | 2,585,000 | PRN | DFND | 1 | 2,585,000 | 0 | 0 | |
PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 56,089 | 34,752,000 | PRN | SOLE | 34,752,000 | 0 | 0 | ||
PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 267 | 242,000 | PRN | SOLE | 242,000 | 0 | 0 | ||
PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 868 | 785,000 | PRN | DFND | 2 | 785,000 | 0 | 0 | |
PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 1,075 | 973,000 | PRN | DFND | 3 | 973,000 | 0 | 0 | |
PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 553 | 500,000 | PRN | DFND | 4 | 500,000 | 0 | 0 | |
PROCTER AND GAMBLE CO | COM | 742718109 | 952 | 6,805 | SH | SOLE | 6,805 | 0 | 0 | ||
PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 3,430 | 205,613 | SH | DFND | 3 | 205,613 | 0 | 0 | |
PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 1,326 | 79,498 | SH | DFND | 4 | 79,498 | 0 | 0 | |
PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 34 | 2,032 | SH | SOLE | 2,032 | 0 | 0 | ||
PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 2,266 | 135,857 | SH | DFND | 2 | 135,857 | 0 | 0 | |
PROSPECT CAP CORP | NOTE 6.375% 3/0 | 74348TAT9 | 7,519 | 6,961,000 | PRN | SOLE | 6,961,000 | 0 | 0 | ||
PRUDENTIAL FINL INC | COM | 744320102 | 267 | 2,528 | SH | SOLE | 2,528 | 0 | 0 | ||
PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 798 | 690,000 | PRN | DFND | 1 | 690,000 | 0 | 0 | |
PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 4,288 | 3,705,000 | PRN | SOLE | 3,705,000 | 0 | 0 | ||
Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 585 | 522,000 | PRN | DFND | 2 | 522,000 | 0 | 0 | |
Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 179 | 160,000 | PRN | SOLE | 160,000 | 0 | 0 | ||
Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 484 | 432,000 | PRN | DFND | 3 | 432,000 | 0 | 0 | |
Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 307 | 274,000 | PRN | DFND | 4 | 274,000 | 0 | 0 | |
QUALCOMM INC | COM | 747525103 | 227 | 1,755 | SH | SOLE | 1,755 | 0 | 0 | ||
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 605 | 666,000 | PRN | DFND | 2 | 666,000 | 0 | 0 | |
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 724 | 797,000 | PRN | DFND | 3 | 797,000 | 0 | 0 | |
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 355 | 391,000 | PRN | DFND | 4 | 391,000 | 0 | 0 | |
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 133 | 146,000 | PRN | SOLE | 146,000 | 0 | 0 | ||
RBC BEARINGS INC | 5% CNV PFD SR A | 75524B203 | 424 | 3,847 | SH | DFND | 3 | 3,847 | 0 | 0 | |
RBC BEARINGS INC | 5% CNV PFD SR A | 75524B203 | 211 | 1,916 | SH | DFND | 4 | 1,916 | 0 | 0 | |
RBC BEARINGS INC | 5% CNV PFD SR A | 75524B203 | 349 | 3,169 | SH | DFND | 2 | 3,169 | 0 | 0 | |
RBC BEARINGS INC | 5% CNV PFD SR A | 75524B203 | 1,110 | 10,065 | SH | DFND | 1 | 10,065 | 0 | 0 | |
RBC BEARINGS INC | 5% CNV PFD SR A | 75524B203 | 5,457 | 49,493 | SH | SOLE | 49,493 | 0 | 0 | ||
REDWOOD TR INC | NOTE 5.625% 7/1 | 758075AD7 | 771 | 750,000 | PRN | DFND | 2 | 750,000 | 0 | 0 | |
REDWOOD TR INC | NOTE 5.625% 7/1 | 758075AD7 | 984 | 958,000 | PRN | DFND | 3 | 958,000 | 0 | 0 | |
REDWOOD TR INC | NOTE 5.625% 7/1 | 758075AD7 | 234 | 228,000 | PRN | DFND | 4 | 228,000 | 0 | 0 | |
REDWOOD TR INC | NOTE 5.625% 7/1 | 758075AD7 | 66 | 64,000 | PRN | SOLE | 64,000 | 0 | 0 | ||
REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 1,037 | 410,000 | PRN | DFND | 1 | 410,000 | 0 | 0 | |
REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 5,383 | 2,129,000 | PRN | SOLE | 2,129,000 | 0 | 0 | ||
REVANCE THERAPEUTICS INC | NOTE 1.750% 2/1 | 761330AB5 | 4,219 | 3,672,000 | PRN | SOLE | 3,672,000 | 0 | 0 | ||
REVANCE THERAPEUTICS INC | NOTE 1.750% 2/1 | 761330AB5 | 936 | 815,000 | PRN | DFND | 1 | 815,000 | 0 | 0 | |
RH | NOTE 6/1 | 74967XAA1 | 2,710 | 790,000 | PRN | DFND | 1 | 790,000 | 0 | 0 | |
RH | NOTE 6/1 | 74967XAA1 | 7,343 | 2,141,000 | PRN | SOLE | 2,141,000 | 0 | 0 | ||
RH | NOTE 9/1 | 74967XAD5 | 5,180 | 1,647,000 | PRN | SOLE | 1,647,000 | 0 | 0 | ||
ROSECLIFF ACQUISITION CORP I | UNIT 99/99/9999 | 77732R202 | 99 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
ROYAL CARIBBEAN GROUP | NOTE 4.250% 6/1 | 780153BB7 | 15,480 | 11,016,000 | PRN | SOLE | 11,016,000 | 0 | 0 | ||
ROYAL CARIBBEAN GROUP | NOTE 4.250% 6/1 | 780153BB7 | 656 | 467,000 | PRN | DFND | 4 | 467,000 | 0 | 0 | |
ROYAL CARIBBEAN GROUP | NOTE 4.250% 6/1 | 780153BB7 | 1,110 | 790,000 | PRN | DFND | 2 | 790,000 | 0 | 0 | |
ROYAL CARIBBEAN GROUP | NOTE 4.250% 6/1 | 780153BB7 | 3,077 | 2,190,000 | PRN | DFND | 1 | 2,190,000 | 0 | 0 | |
ROYAL CARIBBEAN GROUP | NOTE 4.250% 6/1 | 780153BB7 | 1,395 | 993,000 | PRN | DFND | 3 | 993,000 | 0 | 0 | |
RWT HLDGS INC | NOTE 5.750%10/0 | 749772AD1 | 584 | 573,000 | PRN | DFND | 2 | 573,000 | 0 | 0 | |
RWT HLDGS INC | NOTE 5.750%10/0 | 749772AD1 | 733 | 719,000 | PRN | DFND | 3 | 719,000 | 0 | 0 | |
RWT HLDGS INC | NOTE 5.750%10/0 | 749772AD1 | 908 | 890,000 | PRN | DFND | 4 | 890,000 | 0 | 0 | |
RWT HLDGS INC | NOTE 5.750%10/0 | 749772AD1 | 325 | 318,000 | PRN | SOLE | 318,000 | 0 | 0 | ||
SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 603 | 350,000 | PRN | DFND | 4 | 350,000 | 0 | 0 | |
SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 204 | 118,000 | PRN | SOLE | 118,000 | 0 | 0 | ||
SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 1,214 | 704,000 | PRN | DFND | 3 | 704,000 | 0 | 0 | |
SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 996 | 578,000 | PRN | DFND | 2 | 578,000 | 0 | 0 | |
SALESFORCE COM INC | COM | 79466L302 | 422 | 1,561 | SH | SOLE | 1,561 | 0 | 0 | ||
SCHLUMBERGER LTD | COM STK | 806857108 | 277 | 9,305 | SH | SOLE | 9,305 | 0 | 0 | ||
SEA LTD | NOTE 0.250% 9/1 | 81141RAG5 | 3,714 | 3,670,000 | PRN | DFND | 1 | 3,670,000 | 0 | 0 | |
SEA LTD | NOTE 0.250% 9/1 | 81141RAG5 | 18,883 | 18,662,000 | PRN | SOLE | 18,662,000 | 0 | 0 | ||
SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | 1,626 | 458,000 | PRN | DFND | 1 | 458,000 | 0 | 0 | |
SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | 7,621 | 2,147,000 | PRN | SOLE | 2,147,000 | 0 | 0 | ||
SEA LTD | SPONSORD ADS | 81141R100 | 212 | 664 | SH | SOLE | 664 | 0 | 0 | ||
SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 2,944 | 56,530 | SH | SOLE | 56,530 | 0 | 0 | ||
SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 | 3,008 | 80,186 | SH | SOLE | 80,186 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 | 1,508 | 23,619 | SH | SOLE | 23,619 | 0 | 0 | ||
SERVICENOW INC | COM | 81762P102 | 343 | 551 | SH | SOLE | 551 | 0 | 0 | ||
SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 1,084 | 235,000 | PRN | DFND | 1 | 235,000 | 0 | 0 | |
SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 5,028 | 1,091,000 | PRN | SOLE | 1,091,000 | 0 | 0 | ||
SFL CORPORATION LTD | NOTE 4.875% 5/0 | 824689AG8 | 489 | 486,000 | PRN | DFND | 2 | 486,000 | 0 | 0 | |
SFL CORPORATION LTD | NOTE 4.875% 5/0 | 824689AG8 | 698 | 693,000 | PRN | DFND | 3 | 693,000 | 0 | 0 | |
SFL CORPORATION LTD | NOTE 4.875% 5/0 | 824689AG8 | 430 | 427,000 | PRN | DFND | 4 | 427,000 | 0 | 0 | |
SFL CORPORATION LTD | NOTE 4.875% 5/0 | 824689AG8 | 145 | 144,000 | PRN | SOLE | 144,000 | 0 | 0 | ||
SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 9,494 | 7,755,000 | PRN | SOLE | 7,755,000 | 0 | 0 | ||
SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 1,457 | 1,190,000 | PRN | DFND | 1 | 1,190,000 | 0 | 0 | |
SMART GLOBAL HLDGS INC | NOTE 2.250% 2/1 | 83205YAB0 | 837 | 640,000 | PRN | DFND | 1 | 640,000 | 0 | 0 | |
SMART GLOBAL HLDGS INC | NOTE 2.250% 2/1 | 83205YAB0 | 4,288 | 3,281,000 | PRN | SOLE | 3,281,000 | 0 | 0 | ||
SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 3,653 | 1,120,000 | PRN | DFND | 1 | 1,120,000 | 0 | 0 | |
SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 18,792 | 5,760,000 | PRN | SOLE | 5,760,000 | 0 | 0 | ||
SOUTHERN CO | UNIT 08/01/2022 | 842587602 | 2,853 | 55,975 | SH | SOLE | 55,975 | 0 | 0 | ||
SOUTHWEST AIRLS CO | COM | 844741108 | 302 | 5,878 | SH | SOLE | 5,878 | 0 | 0 | ||
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 5,587 | 3,740,000 | PRN | DFND | 1 | 3,740,000 | 0 | 0 | |
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 64,187 | 42,969,000 | PRN | SOLE | 42,969,000 | 0 | 0 | ||
SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 612 | 653,000 | PRN | DFND | 3 | 653,000 | 0 | 0 | |
SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 304 | 324,000 | PRN | DFND | 4 | 324,000 | 0 | 0 | |
SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 129 | 138,000 | PRN | SOLE | 138,000 | 0 | 0 | ||
SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 501 | 535,000 | PRN | DFND | 2 | 535,000 | 0 | 0 | |
SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 2,910 | 2,490,000 | PRN | DFND | 1 | 2,490,000 | 0 | 0 | |
SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 12,239 | 10,473,000 | PRN | SOLE | 10,473,000 | 0 | 0 | ||
SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 | 870 | 877,000 | PRN | DFND | 2 | 877,000 | 0 | 0 | |
SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 | 1,095 | 1,104,000 | PRN | DFND | 3 | 1,104,000 | 0 | 0 | |
SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 | 515 | 519,000 | PRN | DFND | 4 | 519,000 | 0 | 0 | |
SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 | 1,439 | 1,450,000 | PRN | SOLE | 1,450,000 | 0 | 0 | ||
SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 1,188 | 973,000 | PRN | SOLE | 973,000 | 0 | 0 | ||
SQUARE INC | NOTE 0.125% 3/0 | 852234AF0 | 308 | 153,000 | PRN | SOLE | 153,000 | 0 | 0 | ||
SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 2,860 | 930,000 | PRN | DFND | 1 | 930,000 | 0 | 0 | |
SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 15,569 | 5,063,000 | PRN | SOLE | 5,063,000 | 0 | 0 | ||
STANLEY BLACK & DECKER INC | UNIT 11/15/2022 | 854502846 | 1,400 | 13,300 | SH | DFND | 1 | 13,300 | 0 | 0 | |
STANLEY BLACK & DECKER INC | UNIT 11/15/2022 | 854502846 | 10,289 | 97,768 | SH | SOLE | 97,768 | 0 | 0 | ||
STARWOOD WAYPOINT HOMES | NOTE 3.500% 1/1 | 19625XAB8 | 239 | 142,000 | PRN | SOLE | 142,000 | 0 | 0 | ||
STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 963 | 969,000 | PRN | DFND | 2 | 969,000 | 0 | 0 | |
STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 1,314 | 1,322,000 | PRN | DFND | 3 | 1,322,000 | 0 | 0 | |
STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 586 | 590,000 | PRN | DFND | 4 | 590,000 | 0 | 0 | |
SUMMIT HOTEL PPTYS INC | NOTE 1.500% 2/1 | 866082AA8 | 523 | 498,000 | PRN | DFND | 2 | 498,000 | 0 | 0 | |
SUMMIT HOTEL PPTYS INC | NOTE 1.500% 2/1 | 866082AA8 | 5,586 | 5,320,000 | PRN | SOLE | 5,320,000 | 0 | 0 | ||
SUMMIT HOTEL PPTYS INC | NOTE 1.500% 2/1 | 866082AA8 | 525 | 500,000 | PRN | DFND | 4 | 500,000 | 0 | 0 | |
SUMMIT HOTEL PPTYS INC | NOTE 1.500% 2/1 | 866082AA8 | 1,098 | 1,045,000 | PRN | DFND | 1 | 1,045,000 | 0 | 0 | |
SUMMIT HOTEL PPTYS INC | NOTE 1.500% 2/1 | 866082AA8 | 645 | 614,000 | PRN | DFND | 3 | 614,000 | 0 | 0 | |
TABULA RASA HEALTHCARE INC | NOTE 1.750% 2/1 | 873379AA9 | 560 | 677,000 | PRN | DFND | 2 | 677,000 | 0 | 0 | |
TABULA RASA HEALTHCARE INC | NOTE 1.750% 2/1 | 873379AA9 | 528 | 638,000 | PRN | DFND | 3 | 638,000 | 0 | 0 | |
TABULA RASA HEALTHCARE INC | NOTE 1.750% 2/1 | 873379AA9 | 414 | 500,000 | PRN | DFND | 4 | 500,000 | 0 | 0 | |
TABULA RASA HEALTHCARE INC | NOTE 1.750% 2/1 | 873379AA9 | 153 | 185,000 | PRN | SOLE | 185,000 | 0 | 0 | ||
TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADS | 874039100 | 317 | 2,836 | SH | SOLE | 2,836 | 0 | 0 | ||
TEMPUR SEALY INTL INC | COM | 88023U101 | 374 | 8,075 | SH | SOLE | 8,075 | 0 | 0 | ||
TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 1,337 | 387,000 | PRN | DFND | 1 | 387,000 | 0 | 0 | |
TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 6,408 | 1,855,000 | PRN | SOLE | 1,855,000 | 0 | 0 | ||
TESLA INC | COM | 88160R101 | 677 | 869 | SH | SOLE | 869 | 0 | 0 | ||
TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 2,845 | 228,000 | PRN | DFND | 1 | 228,000 | 0 | 0 | |
TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 15,094 | 1,210,000 | PRN | SOLE | 1,210,000 | 0 | 0 | ||
TEXAS INSTRS INC | COM | 882508104 | 236 | 1,223 | SH | SOLE | 1,223 | 0 | 0 | ||
THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 219 | 204,000 | PRN | SOLE | 204,000 | 0 | 0 | ||
THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 841 | 783,000 | PRN | DFND | 2 | 783,000 | 0 | 0 | |
THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 1,067 | 993,000 | PRN | DFND | 3 | 993,000 | 0 | 0 | |
THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 559 | 520,000 | PRN | DFND | 4 | 520,000 | 0 | 0 | |
THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 504 | 880 | SH | SOLE | 880 | 0 | 0 | ||
TRAVERE THERAPEUTICS INC | NOTE 2.500% 9/1 | 761299AB2 | 1,120 | 1,114,000 | PRN | DFND | 3 | 1,114,000 | 0 | 0 | |
TRAVERE THERAPEUTICS INC | NOTE 2.500% 9/1 | 761299AB2 | 527 | 524,000 | PRN | DFND | 4 | 524,000 | 0 | 0 | |
TRAVERE THERAPEUTICS INC | NOTE 2.500% 9/1 | 761299AB2 | 227 | 226,000 | PRN | SOLE | 226,000 | 0 | 0 | ||
TRAVERE THERAPEUTICS INC | NOTE 2.500% 9/1 | 761299AB2 | 891 | 886,000 | PRN | DFND | 2 | 886,000 | 0 | 0 | |
TRUIST FINL CORP | COM | 89832Q109 | 206 | 3,499 | SH | SOLE | 3,499 | 0 | 0 | ||
TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 1,637 | 1,300,000 | PRN | DFND | 1 | 1,300,000 | 0 | 0 | |
TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 8,631 | 6,855,000 | PRN | SOLE | 6,855,000 | 0 | 0 | ||
TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAB7 | 837 | 818,000 | PRN | DFND | 2 | 818,000 | 0 | 0 | |
TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAB7 | 215 | 210,000 | PRN | SOLE | 210,000 | 0 | 0 | ||
TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAB7 | 1,015 | 992,000 | PRN | DFND | 3 | 992,000 | 0 | 0 | |
TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAB7 | 491 | 480,000 | PRN | DFND | 4 | 480,000 | 0 | 0 | |
UNION PAC CORP | COM | 907818108 | 539 | 2,752 | SH | SOLE | 2,752 | 0 | 0 | ||
UNITED PARCEL SERVICE INC | CL B | 911312106 | 245 | 1,333 | SH | SOLE | 1,333 | 0 | 0 | ||
UNITEDHEALTH GROUP INC | COM | 91324P102 | 883 | 2,261 | SH | SOLE | 2,261 | 0 | 0 | ||
VANECK ETF TRUST | FALLEN ANGEL HG | 92189F437 | 3,351 | 101,461 | SH | SOLE | 101,461 | 0 | 0 | ||
VANGUARD STAR FDS | VG TL INTL STK F | 921909768 | 17,462 | 276,064 | SH | SOLE | 276,064 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 606 | 11,223 | SH | SOLE | 11,223 | 0 | 0 | ||
VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 499 | 383,000 | PRN | SOLE | 383,000 | 0 | 0 | ||
VISA INC | COM CL A | 92826C839 | 792 | 3,556 | SH | SOLE | 3,556 | 0 | 0 | ||
VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 1,584 | 1,538,000 | PRN | SOLE | 1,538,000 | 0 | 0 | ||
VONAGE HLDGS CORP | NOTE 1.750% 6/0 | 92886TAJ1 | 694 | 596,000 | PRN | DFND | 2 | 596,000 | 0 | 0 | |
VONAGE HLDGS CORP | NOTE 1.750% 6/0 | 92886TAJ1 | 853 | 733,000 | PRN | DFND | 3 | 733,000 | 0 | 0 | |
VONAGE HLDGS CORP | NOTE 1.750% 6/0 | 92886TAJ1 | 407 | 350,000 | PRN | DFND | 4 | 350,000 | 0 | 0 | |
VONAGE HLDGS CORP | NOTE 1.750% 6/0 | 92886TAJ1 | 199 | 171,000 | PRN | SOLE | 171,000 | 0 | 0 | ||
WALMART INC | COM | 931142103 | 333 | 2,386 | SH | SOLE | 2,386 | 0 | 0 | ||
WAYFAIR INC | NOTE 0.625%10/0 | 94419LAM3 | 1,999 | 2,000,000 | PRN | DFND | 1 | 2,000,000 | 0 | 0 | |
WAYFAIR INC | NOTE 0.625%10/0 | 94419LAM3 | 7,746 | 7,748,000 | PRN | SOLE | 7,748,000 | 0 | 0 | ||
WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 3,824 | 2,063,000 | PRN | SOLE | 2,063,000 | 0 | 0 | ||
WAYFAIR INC | NOTE 1.125%11/0 | 94419LAD3 | 4,899 | 2,182,000 | PRN | SOLE | 2,182,000 | 0 | 0 | ||
WAYFAIR INC | NOTE 1.125%11/0 | 94419LAD3 | 1,572 | 700,000 | PRN | DFND | 1 | 700,000 | 0 | 0 | |
WELLS FARGO CO NEW | COM | 949746101 | 488 | 10,517 | SH | SOLE | 10,517 | 0 | 0 | ||
WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 10,256 | 10,175,000 | PRN | SOLE | 10,175,000 | 0 | 0 | ||
WILLIAMS COS INC | COM | 969457100 | 208 | 7,992 | SH | SOLE | 7,992 | 0 | 0 | ||
WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 874 | 659,000 | PRN | SOLE | 659,000 | 0 | 0 | ||
WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 846 | 639,000 | PRN | DFND | 2 | 639,000 | 0 | 0 | |
WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 1,040 | 785,000 | PRN | DFND | 3 | 785,000 | 0 | 0 | |
WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 497 | 375,000 | PRN | DFND | 4 | 375,000 | 0 | 0 | |
WISDOMTREE INVTS INC | NOTE 4.250% 6/1 | 97717PAB0 | 7,914 | 6,787,000 | PRN | SOLE | 6,787,000 | 0 | 0 | ||
WISDOMTREE INVTS INC | NOTE 4.250% 6/1 | 97717PAB0 | 525 | 450,000 | PRN | DFND | 4 | 450,000 | 0 | 0 | |
WISDOMTREE INVTS INC | NOTE 4.250% 6/1 | 97717PAB0 | 1,633 | 1,400,000 | PRN | DFND | 1 | 1,400,000 | 0 | 0 | |
WISDOMTREE INVTS INC | NOTE 4.250% 6/1 | 97717PAB0 | 818 | 701,000 | PRN | DFND | 2 | 701,000 | 0 | 0 | |
WISDOMTREE INVTS INC | NOTE 4.250% 6/1 | 97717PAB0 | 1,047 | 898,000 | PRN | DFND | 3 | 898,000 | 0 | 0 | |
WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 2,328 | 1,360,000 | PRN | DFND | 1 | 1,360,000 | 0 | 0 | |
WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 11,916 | 6,960,000 | PRN | SOLE | 6,960,000 | 0 | 0 | ||
WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 340 | 183,000 | PRN | SOLE | 183,000 | 0 | 0 | ||
WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 1,126 | 606,000 | PRN | DFND | 2 | 606,000 | 0 | 0 | |
WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 1,321 | 711,000 | PRN | DFND | 3 | 711,000 | 0 | 0 | |
WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 929 | 500,000 | PRN | DFND | 4 | 500,000 | 0 | 0 | |
ZENDESK INC | NOTE 0.625% 6/1 | 98936JAD3 | 2,416 | 1,900,000 | PRN | DFND | 1 | 1,900,000 | 0 | 0 | |
ZENDESK INC | NOTE 0.625% 6/1 | 98936JAD3 | 12,679 | 9,971,000 | PRN | SOLE | 9,971,000 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 2,102 | 1,350,000 | PRN | DFND | 1 | 1,350,000 | 0 | 0 | |
ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 783 | 503,000 | PRN | DFND | 2 | 503,000 | 0 | 0 | |
ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 973 | 625,000 | PRN | DFND | 3 | 625,000 | 0 | 0 | |
ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 506 | 325,000 | PRN | DFND | 4 | 325,000 | 0 | 0 | |
ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 11,352 | 7,294,000 | PRN | SOLE | 7,294,000 | 0 | 0 | ||
ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 10,176 | 5,579,000 | PRN | SOLE | 5,579,000 | 0 | 0 | ||
ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 1,805 | 990,000 | PRN | DFND | 1 | 990,000 | 0 | 0 |