The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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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 | 821 | 499,000 | PRN | DFND | 3 | 499,000 | 0 | 0 | |
| 2U INC | NOTE 2.250% 5/0 | 90214JAB7 | 516 | 314,000 | PRN | DFND | 4 | 314,000 | 0 | 0 | |
| 2U INC | NOTE 2.250% 5/0 | 90214JAB7 | 151 | 92,000 | PRN | SOLE | 92,000 | 0 | 0 | ||
| 2U INC | NOTE 2.250% 5/0 | 90214JAB7 | 567 | 345,000 | PRN | DFND | 2 | 345,000 | 0 | 0 | |
| 3M CO | COM | 88579Y101 | 251 | 1,250 | SH | SOLE | 1,250 | 0 | 0 | ||
| 8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 552 | 446,000 | PRN | DFND | 2 | 446,000 | 0 | 0 | |
| 8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 775 | 626,000 | PRN | DFND | 3 | 626,000 | 0 | 0 | |
| 8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 310 | 250,000 | PRN | DFND | 4 | 250,000 | 0 | 0 | |
| 8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 221 | 178,000 | PRN | SOLE | 178,000 | 0 | 0 | ||
| ABBOTT LABS | COM | 002824100 | 592 | 5,091 | SH | SOLE | 5,091 | 0 | 0 | ||
| ABBVIE INC | COM | 00287Y109 | 400 | 3,537 | SH | SOLE | 3,537 | 0 | 0 | ||
| ACCENTURE PLC IRELAND | SHS CLASS A | G1151C101 | 340 | 1,151 | SH | SOLE | 1,151 | 0 | 0 | ||
| ADOBE SYSTEMS INCORPORATED | COM | 00724F101 | 519 | 891 | SH | SOLE | 891 | 0 | 0 | ||
| AIR PRODS & CHEMS INC | COM | 009158106 | 227 | 789 | SH | SOLE | 789 | 0 | 0 | ||
| AIR TRANSPORT SERVICES GRP I | NOTE 1.125%10/1 | 00922RAB1 | 665 | 656,000 | PRN | DFND | 2 | 656,000 | 0 | 0 | |
| AIR TRANSPORT SERVICES GRP I | NOTE 1.125%10/1 | 00922RAB1 | 686 | 677,000 | PRN | DFND | 3 | 677,000 | 0 | 0 | |
| AIR TRANSPORT SERVICES GRP I | NOTE 1.125%10/1 | 00922RAB1 | 507 | 500,000 | PRN | DFND | 4 | 500,000 | 0 | 0 | |
| AIR TRANSPORT SERVICES GRP I | NOTE 1.125%10/1 | 00922RAB1 | 169 | 167,000 | PRN | SOLE | 167,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 6,807 | 5,207,000 | PRN | SOLE | 5,207,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 1,516 | 1,160,000 | PRN | DFND | 1 | 1,160,000 | 0 | 0 | |
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 3,102 | 2,681,000 | PRN | SOLE | 2,681,000 | 0 | 0 | ||
| ALGONQUIN PWR UTILS CORP | UNIT 99/99/9999 | 015857873 | 571 | 11,531 | SH | DFND | 2 | 11,531 | 0 | 0 | |
| ALGONQUIN PWR UTILS CORP | UNIT 99/99/9999 | 015857873 | 702 | 14,183 | SH | DFND | 3 | 14,183 | 0 | 0 | |
| ALGONQUIN PWR UTILS CORP | UNIT 99/99/9999 | 015857873 | 335 | 6,766 | SH | DFND | 4 | 6,766 | 0 | 0 | |
| ALGONQUIN PWR UTILS CORP | UNIT 99/99/9999 | 015857873 | 125 | 2,520 | SH | SOLE | 2,520 | 0 | 0 | ||
| ALPHABET INC | CAP STK CL A | 02079K305 | 2,795 | 1,145 | SH | SOLE | 1,145 | 0 | 0 | ||
| AMAZON COM INC | COM | 023135106 | 2,932 | 852 | SH | SOLE | 852 | 0 | 0 | ||
| AMERICAN AIRLS GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 1,278 | 815,000 | PRN | DFND | 1 | 815,000 | 0 | 0 | |
| AMERICAN AIRLS GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 6,050 | 3,861,000 | PRN | SOLE | 3,861,000 | 0 | 0 | ||
| AMERICAN EAGLE OUTFITTERS IN | NOTE 3.750% 4/1 | 02553EAB2 | 1,877 | 430,000 | PRN | DFND | 1 | 430,000 | 0 | 0 | |
| AMERICAN EAGLE OUTFITTERS IN | NOTE 3.750% 4/1 | 02553EAB2 | 8,807 | 2,018,000 | PRN | SOLE | 2,018,000 | 0 | 0 | ||
| AMERICAN ELEC PWR CO INC | UNIT 08/01/2021 | 025537127 | 1,749 | 35,605 | SH | SOLE | 35,605 | 0 | 0 | ||
| AMERICAN INTL GROUP INC | COM NEW | 026874784 | 225 | 4,704 | SH | SOLE | 4,704 | 0 | 0 | ||
| AMGEN INC | COM | 031162100 | 488 | 2,014 | SH | SOLE | 2,014 | 0 | 0 | ||
| APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 5,481 | 2,972,000 | PRN | SOLE | 2,972,000 | 0 | 0 | ||
| APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 1,023 | 555,000 | PRN | DFND | 1 | 555,000 | 0 | 0 | |
| APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 627 | 340,000 | PRN | DFND | 2 | 340,000 | 0 | 0 | |
| APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 688 | 373,000 | PRN | DFND | 3 | 373,000 | 0 | 0 | |
| APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 328 | 178,000 | PRN | DFND | 4 | 178,000 | 0 | 0 | |
| APOLLO COML REAL EST FIN INC | NOTE 5.375%10/1 | 03762UAC9 | 331 | 329,000 | PRN | SOLE | 329,000 | 0 | 0 | ||
| APOLLO COML REAL EST FIN INC | NOTE 5.375%10/1 | 03762UAC9 | 2,227 | 2,213,000 | PRN | DFND | 3 | 2,213,000 | 0 | 0 | |
| APOLLO COML REAL EST FIN INC | NOTE 5.375%10/1 | 03762UAC9 | 1,467 | 1,458,000 | PRN | DFND | 2 | 1,458,000 | 0 | 0 | |
| APPLE INC | COM | 037833100 | 4,513 | 32,956 | SH | SOLE | 32,956 | 0 | 0 | ||
| APPLIED MATLS INC | COM | 038222105 | 477 | 3,350 | SH | SOLE | 3,350 | 0 | 0 | ||
| ARCELORMITTAL SA LUXEMBOURG | NY REGISTRY SH | 03938L203 | 261 | 8,381 | SH | SOLE | 8,381 | 0 | 0 | ||
| ARES CAPITAL CORP | COM | 04010L103 | 207 | 10,445 | SH | SOLE | 10,445 | 0 | 0 | ||
| ARES CAPITAL CORP | NOTE 3.750% 2/0 | 04010LAT0 | 7,632 | 7,304,000 | PRN | SOLE | 7,304,000 | 0 | 0 | ||
| ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 13,564 | 12,465,000 | PRN | SOLE | 12,465,000 | 0 | 0 | ||
| AT&T INC | COM | 00206R102 | 408 | 14,173 | SH | SOLE | 14,173 | 0 | 0 | ||
| ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 22 | 17,000 | PRN | SOLE | 17,000 | 0 | 0 | ||
| AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 665 | 570,000 | PRN | DFND | 3 | 570,000 | 0 | 0 | |
| AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 350 | 300,000 | PRN | DFND | 4 | 300,000 | 0 | 0 | |
| AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 188 | 161,000 | PRN | SOLE | 161,000 | 0 | 0 | ||
| AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 606 | 519,000 | PRN | DFND | 2 | 519,000 | 0 | 0 | |
| BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 1,127 | 4,054 | SH | SOLE | 4,054 | 0 | 0 | ||
| BILIBILI INC | NOTE 1.250% 6/1 | 090040AD8 | 1,052 | 349,000 | PRN | DFND | 1 | 349,000 | 0 | 0 | |
| BILIBILI INC | NOTE 1.250% 6/1 | 090040AD8 | 4,766 | 1,582,000 | PRN | SOLE | 1,582,000 | 0 | 0 | ||
| BIOGEN INC | COM | 09062X103 | 200 | 570 | SH | SOLE | 570 | 0 | 0 | ||
| BK OF AMERICA CORP | COM | 060505104 | 968 | 23,489 | SH | SOLE | 23,489 | 0 | 0 | ||
| BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 722 | 450,000 | PRN | DFND | 1 | 450,000 | 0 | 0 | |
| BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 3,452 | 2,152,000 | PRN | SOLE | 2,152,000 | 0 | 0 | ||
| BLOOMIN BRANDS INC | COM | 094235108 | 206 | 7,548 | SH | SOLE | 7,548 | 0 | 0 | ||
| BOEING CO | COM | 097023105 | 409 | 1,705 | SH | SOLE | 1,705 | 0 | 0 | ||
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 2,227 | 1,575,000 | PRN | DFND | 1 | 1,575,000 | 0 | 0 | |
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 37,319 | 26,391,000 | PRN | SOLE | 26,391,000 | 0 | 0 | ||
| BRIDGEBIO PHARMA INC | NOTE 2.500% 3/1 | 10806XAB8 | 458 | 279,000 | PRN | SOLE | 279,000 | 0 | 0 | ||
| BRISTOL-MYERS SQUIBB CO | COM | 110122108 | 288 | 4,318 | SH | SOLE | 4,318 | 0 | 0 | ||
| BROADCOM INC | COM | 11135F101 | 444 | 933 | SH | SOLE | 933 | 0 | 0 | ||
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 10,698 | 6,735,000 | PRN | SOLE | 6,735,000 | 0 | 0 | ||
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 636 | 400,000 | PRN | DFND | 4 | 400,000 | 0 | 0 | |
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 969 | 610,000 | PRN | DFND | 3 | 610,000 | 0 | 0 | |
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 1,493 | 940,000 | PRN | DFND | 1 | 940,000 | 0 | 0 | |
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 914 | 575,000 | PRN | DFND | 2 | 575,000 | 0 | 0 | |
| CALLAWAY GOLF CO | NOTE 2.750% 5/0 | 131193AE4 | 6,791 | 3,333,000 | PRN | SOLE | 3,333,000 | 0 | 0 | ||
| CALLAWAY GOLF CO | NOTE 2.750% 5/0 | 131193AE4 | 1,162 | 570,000 | PRN | DFND | 1 | 570,000 | 0 | 0 | |
| CALLAWAY GOLF CO | NOTE 2.750% 5/0 | 131193AE4 | 921 | 452,000 | PRN | DFND | 2 | 452,000 | 0 | 0 | |
| CALLAWAY GOLF CO | NOTE 2.750% 5/0 | 131193AE4 | 1,166 | 572,000 | PRN | DFND | 3 | 572,000 | 0 | 0 | |
| CALLAWAY GOLF CO | NOTE 2.750% 5/0 | 131193AE4 | 538 | 264,000 | PRN | DFND | 4 | 264,000 | 0 | 0 | |
| CATERPILLAR INC | COM | 149123101 | 205 | 941 | SH | SOLE | 941 | 0 | 0 | ||
| CENTENNIAL RESOURCE DEV INC | NOTE 3.250% 4/0 | 15136AAA0 | 849 | 640,000 | PRN | DFND | 1 | 640,000 | 0 | 0 | |
| CENTENNIAL RESOURCE DEV INC | NOTE 3.250% 4/0 | 15136AAA0 | 1,155 | 871,000 | PRN | DFND | 2 | 871,000 | 0 | 0 | |
| CENTENNIAL RESOURCE DEV INC | NOTE 3.250% 4/0 | 15136AAA0 | 1,507 | 1,136,000 | PRN | DFND | 3 | 1,136,000 | 0 | 0 | |
| CENTENNIAL RESOURCE DEV INC | NOTE 3.250% 4/0 | 15136AAA0 | 663 | 500,000 | PRN | DFND | 4 | 500,000 | 0 | 0 | |
| CENTENNIAL RESOURCE DEV INC | NOTE 3.250% 4/0 | 15136AAA0 | 4,875 | 3,676,000 | PRN | SOLE | 3,676,000 | 0 | 0 | ||
| CERENCE INC | NOTE 3.000% 6/0 | 156727AB5 | 1,077 | 366,000 | PRN | DFND | 1 | 366,000 | 0 | 0 | |
| CERENCE INC | NOTE 3.000% 6/0 | 156727AB5 | 5,692 | 1,934,000 | PRN | SOLE | 1,934,000 | 0 | 0 | ||
| CHAMPIONX CORPORATION | COM | 15872M104 | 205 | 7,977 | SH | SOLE | 7,977 | 0 | 0 | ||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 960 | 975,000 | PRN | DFND | 1 | 975,000 | 0 | 0 | |
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 4,845 | 4,919,000 | PRN | SOLE | 4,919,000 | 0 | 0 | ||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 281 | 285,000 | PRN | DFND | 4 | 285,000 | 0 | 0 | |
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 479 | 487,000 | PRN | DFND | 2 | 487,000 | 0 | 0 | |
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 594 | 603,000 | PRN | DFND | 3 | 603,000 | 0 | 0 | |
| CHEFS WHSE INC | NOTE 1.875%12/0 | 163086AB7 | 843 | 813,000 | PRN | DFND | 2 | 813,000 | 0 | 0 | |
| CHEFS WHSE INC | NOTE 1.875%12/0 | 163086AB7 | 1,034 | 997,000 | PRN | DFND | 3 | 997,000 | 0 | 0 | |
| CHEFS WHSE INC | NOTE 1.875%12/0 | 163086AB7 | 519 | 500,000 | PRN | DFND | 4 | 500,000 | 0 | 0 | |
| CHEFS WHSE INC | NOTE 1.875%12/0 | 163086AB7 | 2,176 | 2,094,000 | PRN | SOLE | 2,094,000 | 0 | 0 | ||
| CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 1,242 | 738,000 | PRN | SOLE | 738,000 | 0 | 0 | ||
| CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 317 | 381,000 | PRN | SOLE | 381,000 | 0 | 0 | ||
| CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 870 | 1,043,000 | PRN | DFND | 4 | 1,043,000 | 0 | 0 | |
| CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 1,438 | 1,725,000 | PRN | DFND | 3 | 1,725,000 | 0 | 0 | |
| CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 1,126 | 1,351,000 | PRN | DFND | 2 | 1,351,000 | 0 | 0 | |
| CHEVRON CORP NEW | COM | 166764100 | 382 | 3,639 | SH | SOLE | 3,639 | 0 | 0 | ||
| CISCO SYS INC | COM | 17275R102 | 595 | 11,260 | SH | SOLE | 11,260 | 0 | 0 | ||
| CITIGROUP INC | COM NEW | 172967424 | 297 | 4,186 | SH | SOLE | 4,186 | 0 | 0 | ||
| CLEVELAND-CLIFFS INC NEW | COM | 185899101 | 261 | 12,154 | SH | SOLE | 12,154 | 0 | 0 | ||
| CLEVELAND-CLIFFS INC NEW | DBCV 1.500% 1/1 | 185899AA9 | 2,481 | 890,000 | PRN | DFND | 1 | 890,000 | 0 | 0 | |
| CLEVELAND-CLIFFS INC NEW | DBCV 1.500% 1/1 | 185899AA9 | 12,189 | 4,372,000 | PRN | SOLE | 4,372,000 | 0 | 0 | ||
| CNX RES CORP | NOTE 2.250% 5/0 | 12653CAG3 | 978 | 755,000 | PRN | DFND | 1 | 755,000 | 0 | 0 | |
| CNX RES CORP | NOTE 2.250% 5/0 | 12653CAG3 | 4,768 | 3,679,000 | PRN | SOLE | 3,679,000 | 0 | 0 | ||
| COCA COLA CO | COM | 191216100 | 538 | 9,952 | SH | SOLE | 9,952 | 0 | 0 | ||
| COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 | 633 | 619,000 | PRN | DFND | 2 | 619,000 | 0 | 0 | |
| COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 | 736 | 720,000 | PRN | DFND | 3 | 720,000 | 0 | 0 | |
| COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 | 523 | 512,000 | PRN | DFND | 4 | 512,000 | 0 | 0 | |
| COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 | 152 | 149,000 | PRN | SOLE | 149,000 | 0 | 0 | ||
| COLFAX CORP | UNIT 01/15/2022T | 194014205 | 1,448 | 7,775 | SH | DFND | 1 | 7,775 | 0 | 0 | |
| COLFAX CORP | UNIT 01/15/2022T | 194014205 | 7,628 | 40,981 | SH | SOLE | 40,981 | 0 | 0 | ||
| COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625XAB8 | 683 | 419,000 | PRN | SOLE | 419,000 | 0 | 0 | ||
| COMCAST CORP NEW | CL A | 20030N101 | 613 | 10,762 | SH | SOLE | 10,762 | 0 | 0 | ||
| CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 8,922 | 5,539,000 | PRN | SOLE | 5,539,000 | 0 | 0 | ||
| CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 1,474 | 915,000 | PRN | DFND | 1 | 915,000 | 0 | 0 | |
| COPA HOLDINGS SA | NOTE 4.500% 4/1 | 21720AAB8 | 1,070 | 655,000 | PRN | DFND | 1 | 655,000 | 0 | 0 | |
| COPA HOLDINGS SA | NOTE 4.500% 4/1 | 21720AAB8 | 5,176 | 3,169,000 | PRN | SOLE | 3,169,000 | 0 | 0 | ||
| COSTCO WHSL CORP NEW | COM | 22160K105 | 512 | 1,295 | SH | SOLE | 1,295 | 0 | 0 | ||
| COUPA SOFTWARE INC | NOTE 0.375% 6/1 | 22266LAF3 | 1,817 | 1,575,000 | PRN | DFND | 1 | 1,575,000 | 0 | 0 | |
| COUPA SOFTWARE INC | NOTE 0.375% 6/1 | 22266LAF3 | 9,586 | 8,311,000 | PRN | SOLE | 8,311,000 | 0 | 0 | ||
| CREE INC | NOTE 0.875% 9/0 | 225447AB7 | 560 | 336,000 | PRN | SOLE | 336,000 | 0 | 0 | ||
| CREE INC | NOTE 1.750% 5/0 | 225447AD3 | 5,284 | 2,435,000 | PRN | SOLE | 2,435,000 | 0 | 0 | ||
| CREE INC | NOTE 1.750% 5/0 | 225447AD3 | 1,085 | 500,000 | PRN | DFND | 1 | 500,000 | 0 | 0 | |
| CSG SYS INTL INC | NOTE 4.250% 3/1 | 126349AF6 | 110 | 106,000 | PRN | SOLE | 106,000 | 0 | 0 | ||
| CUMMINS INC | COM | 231021106 | 239 | 979 | SH | SOLE | 979 | 0 | 0 | ||
| CVS HEALTH CORP | COM | 126650100 | 239 | 2,852 | SH | SOLE | 2,852 | 0 | 0 | ||
| D R HORTON INC | COM | 23331A109 | 296 | 3,276 | SH | SOLE | 3,276 | 0 | 0 | ||
| DANAHER CORPORATION | COM | 235851102 | 582 | 2,163 | SH | SOLE | 2,163 | 0 | 0 | ||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 1,152 | 865,000 | PRN | DFND | 1 | 865,000 | 0 | 0 | |
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 5,709 | 4,284,000 | PRN | SOLE | 4,284,000 | 0 | 0 | ||
| DBX ETF TR | XTRACK HRVST CSI | 233051879 | 1,736 | 42,850 | SH | SOLE | 42,850 | 0 | 0 | ||
| DEERE & CO | COM | 244199105 | 256 | 728 | SH | SOLE | 728 | 0 | 0 | ||
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 15,558 | 14,895,000 | PRN | SOLE | 14,895,000 | 0 | 0 | ||
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 3,211 | 3,075,000 | PRN | DFND | 1 | 3,075,000 | 0 | 0 | |
| DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 3,512 | 1,351,000 | PRN | SOLE | 1,351,000 | 0 | 0 | ||
| DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 676 | 260,000 | PRN | DFND | 1 | 260,000 | 0 | 0 | |
| DICKS SPORTING GOODS INC | COM | 253393102 | 247 | 2,454 | SH | SOLE | 2,454 | 0 | 0 | ||
| DICKS SPORTING GOODS INC | NOTE 3.250% 4/1 | 253393AD4 | 2,234 | 755,000 | PRN | DFND | 1 | 755,000 | 0 | 0 | |
| DICKS SPORTING GOODS INC | NOTE 3.250% 4/1 | 253393AD4 | 11,714 | 3,958,000 | PRN | SOLE | 3,958,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 1,715 | 1,684,000 | PRN | SOLE | 1,684,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 1,047 | 1,026,000 | PRN | DFND | 2 | 1,026,000 | 0 | 0 | |
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 1,324 | 1,297,000 | PRN | DFND | 3 | 1,297,000 | 0 | 0 | |
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 612 | 600,000 | PRN | DFND | 4 | 600,000 | 0 | 0 | |
| DISNEY WALT CO | COM | 254687106 | 733 | 4,169 | SH | SOLE | 4,169 | 0 | 0 | ||
| DOMINION ENERGY INC | UNIT 99/99/9999 | 25746U133 | 1,806 | 18,590 | SH | SOLE | 18,590 | 0 | 0 | ||
| DOVER CORP | COM | 260003108 | 245 | 1,636 | SH | SOLE | 1,636 | 0 | 0 | ||
| DTE ENERGY CO | UNIT 11/01/2022S | 233331842 | 2,278 | 46,070 | SH | SOLE | 46,070 | 0 | 0 | ||
| EATON CORP PLC | SHS | G29183103 | 326 | 2,195 | SH | SOLE | 2,195 | 0 | 0 | ||
| ELANCO ANIMAL HEALTH INC | UNIT 02/01/2023T | 28414H202 | 530 | 9,875 | SH | DFND | 1 | 9,875 | 0 | 0 | |
| ELANCO ANIMAL HEALTH INC | UNIT 02/01/2023T | 28414H202 | 3,031 | 56,510 | SH | SOLE | 56,510 | 0 | 0 | ||
| ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 459 | 366,000 | PRN | DFND | 4 | 366,000 | 0 | 0 | |
| ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 179 | 143,000 | PRN | SOLE | 143,000 | 0 | 0 | ||
| ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 773 | 617,000 | PRN | DFND | 2 | 617,000 | 0 | 0 | |
| ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 1,095 | 874,000 | PRN | DFND | 3 | 874,000 | 0 | 0 | |
| ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 584 | 477,000 | PRN | DFND | 2 | 477,000 | 0 | 0 | |
| ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 675 | 551,000 | PRN | DFND | 3 | 551,000 | 0 | 0 | |
| ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 306 | 250,000 | PRN | DFND | 4 | 250,000 | 0 | 0 | |
| ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 186 | 152,000 | PRN | SOLE | 152,000 | 0 | 0 | ||
| ENVISTA HOLDINGS CORPORATION | NOTE 2.375% 6/0 | 29415FAB0 | 1,289 | 605,000 | PRN | DFND | 1 | 605,000 | 0 | 0 | |
| ENVISTA HOLDINGS CORPORATION | NOTE 2.375% 6/0 | 29415FAB0 | 6,700 | 3,144,000 | PRN | SOLE | 3,144,000 | 0 | 0 | ||
| EQT CORP | NOTE 1.750% 5/0 | 26884LAK5 | 833 | 500,000 | PRN | DFND | 1 | 500,000 | 0 | 0 | |
| EQT CORP | NOTE 1.750% 5/0 | 26884LAK5 | 4,113 | 2,469,000 | PRN | SOLE | 2,469,000 | 0 | 0 | ||
| ESSENTIAL UTILS INC | UNIT 04/30/2022 | 29670G201 | 425 | 7,430 | SH | SOLE | 7,430 | 0 | 0 | ||
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 1,014 | 422,000 | PRN | SOLE | 422,000 | 0 | 0 | ||
| EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 19,167 | 16,832,000 | PRN | SOLE | 16,832,000 | 0 | 0 | ||
| EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 600 | 440,000 | PRN | DFND | 2 | 440,000 | 0 | 0 | |
| EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 578 | 424,000 | PRN | DFND | 3 | 424,000 | 0 | 0 | |
| EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 341 | 250,000 | PRN | DFND | 4 | 250,000 | 0 | 0 | |
| EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 186 | 136,000 | PRN | SOLE | 136,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 1,171 | 885,000 | PRN | DFND | 2 | 885,000 | 0 | 0 | |
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 12,994 | 9,823,000 | PRN | SOLE | 9,823,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 662 | 500,000 | PRN | DFND | 4 | 500,000 | 0 | 0 | |
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 2,534 | 1,915,000 | PRN | DFND | 1 | 1,915,000 | 0 | 0 | |
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 1,285 | 971,000 | PRN | DFND | 3 | 971,000 | 0 | 0 | |
| FACEBOOK INC | CL A | 30303M102 | 1,902 | 5,473 | SH | SOLE | 5,473 | 0 | 0 | ||
| FARFETCH LTD | NOTE 3.750% 5/0 | 30744WAD9 | 876 | 270,000 | PRN | DFND | 1 | 270,000 | 0 | 0 | |
| FARFETCH LTD | NOTE 3.750% 5/0 | 30744WAD9 | 4,441 | 1,370,000 | PRN | SOLE | 1,370,000 | 0 | 0 | ||
| FEDEX CORP | COM | 31428X106 | 213 | 715 | SH | SOLE | 715 | 0 | 0 | ||
| FIREEYE INC | NOTE 0.875% 6/0 | 31816QAF8 | 5,094 | 4,511,000 | PRN | SOLE | 4,511,000 | 0 | 0 | ||
| FIREEYE INC | NOTE 0.875% 6/0 | 31816QAF8 | 1,214 | 1,075,000 | PRN | DFND | 1 | 1,075,000 | 0 | 0 | |
| FIRST TR EXCH TRADED FD III | PFD SECS INC ETF | 33739E108 | 7,514 | 364,809 | SH | SOLE | 364,809 | 0 | 0 | ||
| FIRST TR EXCHANGE TRADED FD | INTL EQUITY OPP | 33734X853 | 2,511 | 36,730 | SH | SOLE | 36,730 | 0 | 0 | ||
| FIRST TR EXCHANGE-TRADED FD | FST LOW OPPT EFT | 33739Q200 | 9,137 | 179,557 | SH | SOLE | 179,557 | 0 | 0 | ||
| FIRST TR EXCHANGE-TRADED FD | MULTI ASSET DI | 33738R100 | 535 | 31,521 | SH | SOLE | 31,521 | 0 | 0 | ||
| FIRST TR EXCHANGE-TRADED FD | SENIOR LN FD | 33738D309 | 7,753 | 161,525 | SH | SOLE | 161,525 | 0 | 0 | ||
| FLEXION THERAPEUTICS INC | NOTE 3.375% 5/0 | 33938JAB2 | 902 | 1,005,000 | PRN | DFND | 2 | 1,005,000 | 0 | 0 | |
| FLEXION THERAPEUTICS INC | NOTE 3.375% 5/0 | 33938JAB2 | 1,351 | 1,505,000 | PRN | DFND | 3 | 1,505,000 | 0 | 0 | |
| FLEXION THERAPEUTICS INC | NOTE 3.375% 5/0 | 33938JAB2 | 449 | 500,000 | PRN | DFND | 4 | 500,000 | 0 | 0 | |
| FLEXION THERAPEUTICS INC | NOTE 3.375% 5/0 | 33938JAB2 | 216 | 240,000 | PRN | SOLE | 240,000 | 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 | 240 | 6,423 | SH | SOLE | 6,423 | 0 | 0 | ||
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 745 | 522,000 | PRN | DFND | 2 | 522,000 | 0 | 0 | |
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 778 | 545,000 | PRN | DFND | 3 | 545,000 | 0 | 0 | |
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 464 | 325,000 | PRN | DFND | 4 | 325,000 | 0 | 0 | |
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 5,588 | 3,914,000 | PRN | SOLE | 3,914,000 | 0 | 0 | ||
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 1,035 | 725,000 | PRN | DFND | 1 | 725,000 | 0 | 0 | |
| GENERAL MTRS CO | COM | 37045V100 | 341 | 5,786 | SH | SOLE | 5,786 | 0 | 0 | ||
| GILEAD SCIENCES INC | COM | 375558103 | 209 | 3,034 | SH | SOLE | 3,034 | 0 | 0 | ||
| GLOBAL X FDS | US INFR DEV ETF | 37954Y673 | 1,739 | 67,622 | SH | SOLE | 67,622 | 0 | 0 | ||
| GOLAR LNG LTD | NOTE 2.750% 2/1 | 38046YAB7 | 617 | 622,000 | PRN | DFND | 2 | 622,000 | 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 | 694 | 700,000 | PRN | DFND | 3 | 700,000 | 0 | 0 | |
| GOLAR LNG LTD | NOTE 2.750% 2/1 | 38046YAB7 | 297 | 300,000 | PRN | DFND | 4 | 300,000 | 0 | 0 | |
| GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 691 | 861,000 | PRN | DFND | 2 | 861,000 | 0 | 0 | |
| GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 964 | 1,200,000 | PRN | DFND | 3 | 1,200,000 | 0 | 0 | |
| GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 410 | 510,000 | PRN | DFND | 4 | 510,000 | 0 | 0 | |
| GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 144 | 179,000 | PRN | SOLE | 179,000 | 0 | 0 | ||
| GRANITE CONSTR INC | NOTE 2.750%11/0 | 387328AB3 | 2,667 | 1,845,000 | PRN | SOLE | 1,845,000 | 0 | 0 | ||
| GRANITE CONSTR INC | NOTE 2.750%11/0 | 387328AB3 | 505 | 350,000 | PRN | DFND | 1 | 350,000 | 0 | 0 | |
| GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 386 | 397,000 | PRN | SOLE | 397,000 | 0 | 0 | ||
| GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 1,386 | 1,425,000 | PRN | DFND | 4 | 1,425,000 | 0 | 0 | |
| GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 1,142 | 1,174,000 | PRN | DFND | 2 | 1,174,000 | 0 | 0 | |
| GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 1,284 | 1,320,000 | PRN | DFND | 3 | 1,320,000 | 0 | 0 | |
| GREEN PLAINS INC | NOTE 2.250% 3/1 | 393222AK0 | 731 | 569,000 | PRN | SOLE | 569,000 | 0 | 0 | ||
| GUESS INC | NOTE 2.000% 4/1 | 401617AD7 | 1,111 | 895,000 | PRN | DFND | 1 | 895,000 | 0 | 0 | |
| GUESS INC | NOTE 2.000% 4/1 | 401617AD7 | 5,668 | 4,567,000 | PRN | SOLE | 4,567,000 | 0 | 0 | ||
| HALOZYME THERAPEUTICS INC | NOTE 1.250%12/0 | 40637HAB5 | 1,308 | 670,000 | PRN | DFND | 1 | 670,000 | 0 | 0 | |
| HALOZYME THERAPEUTICS INC | NOTE 1.250%12/0 | 40637HAB5 | 5,665 | 2,903,000 | PRN | SOLE | 2,903,000 | 0 | 0 | ||
| HANNON ARMSTRONG SUST INFR C | NOTE 8/1 | 41068XAD2 | 4,014 | 3,259,000 | PRN | SOLE | 3,259,000 | 0 | 0 | ||
| HANNON ARMSTRONG SUST INFR C | NOTE 8/1 | 41068XAD2 | 695 | 565,000 | PRN | DFND | 1 | 565,000 | 0 | 0 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 65 | 65,000 | PRN | SOLE | 65,000 | 0 | 0 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 192 | 193,000 | PRN | DFND | 4 | 193,000 | 0 | 0 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 328 | 330,000 | PRN | DFND | 2 | 330,000 | 0 | 0 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 409 | 412,000 | PRN | DFND | 3 | 412,000 | 0 | 0 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 5,976 | 4,855,000 | PRN | SOLE | 4,855,000 | 0 | 0 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 898 | 730,000 | PRN | DFND | 1 | 730,000 | 0 | 0 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 600 | 488,000 | PRN | DFND | 2 | 488,000 | 0 | 0 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 723 | 588,000 | PRN | DFND | 3 | 588,000 | 0 | 0 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 308 | 250,000 | PRN | DFND | 4 | 250,000 | 0 | 0 | |
| HERCULES CAPITAL INC | DBCV 4.375% 2/0 | 427096AF9 | 517 | 488,000 | PRN | SOLE | 488,000 | 0 | 0 | ||
| HOME DEPOT INC | COM | 437076102 | 1,149 | 3,593 | SH | SOLE | 3,593 | 0 | 0 | ||
| HONEYWELL INTL INC | COM | 438516106 | 393 | 1,792 | SH | SOLE | 1,792 | 0 | 0 | ||
| HOPE BANCORP INC | NOTE 2.000% 5/1 | 43940TAB5 | 1,565 | 1,600,000 | PRN | SOLE | 1,600,000 | 0 | 0 | ||
| HUBSPOT INC | NOTE 0.375% 6/0 | 443573AD2 | 1,979 | 935,000 | PRN | DFND | 1 | 935,000 | 0 | 0 | |
| HUBSPOT INC | NOTE 0.375% 6/0 | 443573AD2 | 9,820 | 4,639,000 | PRN | SOLE | 4,639,000 | 0 | 0 | ||
| I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 175 | 173,000 | PRN | SOLE | 173,000 | 0 | 0 | ||
| I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 740 | 732,000 | PRN | DFND | 2 | 732,000 | 0 | 0 | |
| I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 1,013 | 1,002,000 | PRN | DFND | 3 | 1,002,000 | 0 | 0 | |
| I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 600 | 593,000 | PRN | DFND | 4 | 593,000 | 0 | 0 | |
| II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 5,734 | 3,634,000 | PRN | SOLE | 3,634,000 | 0 | 0 | ||
| II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 394 | 250,000 | PRN | DFND | 4 | 250,000 | 0 | 0 | |
| II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 845 | 536,000 | PRN | DFND | 3 | 536,000 | 0 | 0 | |
| II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 1,143 | 725,000 | PRN | DFND | 1 | 725,000 | 0 | 0 | |
| II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 883 | 560,000 | PRN | DFND | 2 | 560,000 | 0 | 0 | |
| ILLINOIS TOOL WKS INC | COM | 452308109 | 231 | 1,030 | SH | SOLE | 1,030 | 0 | 0 | ||
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 702 | 558,000 | PRN | DFND | 1 | 558,000 | 0 | 0 | |
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 19,697 | 15,649,000 | PRN | SOLE | 15,649,000 | 0 | 0 | ||
| INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 675 | 552,000 | PRN | DFND | 2 | 552,000 | 0 | 0 | |
| INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 216 | 176,000 | PRN | SOLE | 176,000 | 0 | 0 | ||
| INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 489 | 400,000 | PRN | DFND | 4 | 400,000 | 0 | 0 | |
| INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 638 | 522,000 | PRN | DFND | 3 | 522,000 | 0 | 0 | |
| INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 260 | 170,000 | PRN | SOLE | 170,000 | 0 | 0 | ||
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 5,308 | 4,829,000 | PRN | SOLE | 4,829,000 | 0 | 0 | ||
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 1,264 | 1,150,000 | PRN | DFND | 1 | 1,150,000 | 0 | 0 | |
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 834 | 759,000 | PRN | DFND | 2 | 759,000 | 0 | 0 | |
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 1,065 | 969,000 | PRN | DFND | 3 | 969,000 | 0 | 0 | |
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 674 | 613,000 | PRN | DFND | 4 | 613,000 | 0 | 0 | |
| INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 696 | 667,000 | PRN | SOLE | 667,000 | 0 | 0 | ||
| INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 1,815 | 1,335,000 | PRN | DFND | 1 | 1,335,000 | 0 | 0 | |
| INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 9,143 | 6,725,000 | PRN | SOLE | 6,725,000 | 0 | 0 | ||
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 480 | 435,000 | PRN | DFND | 1 | 435,000 | 0 | 0 | |
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 2,620 | 2,374,000 | PRN | SOLE | 2,374,000 | 0 | 0 | ||
| INTEL CORP | COM | 458140100 | 521 | 9,262 | SH | SOLE | 9,262 | 0 | 0 | ||
| INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 517 | 4,359 | SH | SOLE | 4,359 | 0 | 0 | ||
| INTERNATIONAL FLAVORS&FRAGRA | UNIT 09/15/2021 | 459506309 | 457 | 9,030 | SH | SOLE | 9,030 | 0 | 0 | ||
| INTUIT | COM | 461202103 | 256 | 523 | SH | SOLE | 523 | 0 | 0 | ||
| INVITAE CORP | NOTE 2.000% 9/0 | 46185LAB9 | 665 | 495,000 | PRN | DFND | 1 | 495,000 | 0 | 0 | |
| INVITAE CORP | NOTE 2.000% 9/0 | 46185LAB9 | 3,108 | 2,312,000 | PRN | SOLE | 2,312,000 | 0 | 0 | ||
| IONIS PHARMACEUTICALS INC | NOTE 0.125%12/1 | 462222AB6 | 540 | 585,000 | PRN | DFND | 2 | 585,000 | 0 | 0 | |
| IONIS PHARMACEUTICALS INC | NOTE 0.125%12/1 | 462222AB6 | 450 | 488,000 | PRN | DFND | 3 | 488,000 | 0 | 0 | |
| IONIS PHARMACEUTICALS INC | NOTE 0.125%12/1 | 462222AB6 | 461 | 500,000 | PRN | DFND | 4 | 500,000 | 0 | 0 | |
| IONIS PHARMACEUTICALS INC | NOTE 0.125%12/1 | 462222AB6 | 306 | 332,000 | PRN | SOLE | 332,000 | 0 | 0 | ||
| IQIYI INC | NOTE 2.000% 4/0 | 46267XAD0 | 529 | 568,000 | PRN | DFND | 4 | 568,000 | 0 | 0 | |
| IQIYI INC | NOTE 2.000% 4/0 | 46267XAD0 | 259 | 278,000 | PRN | SOLE | 278,000 | 0 | 0 | ||
| IQIYI INC | NOTE 2.000% 4/0 | 46267XAD0 | 1,143 | 1,227,000 | PRN | DFND | 3 | 1,227,000 | 0 | 0 | |
| IQIYI INC | NOTE 2.000% 4/0 | 46267XAD0 | 927 | 995,000 | PRN | DFND | 2 | 995,000 | 0 | 0 | |
| ISHARES INC | CORE MSCI EMKT | 46434G103 | 1,669 | 24,902 | SH | SOLE | 24,902 | 0 | 0 | ||
| ISHARES TR | 1 3 YR TREAS BD | 464287457 | 457 | 5,302 | SH | SOLE | 5,302 | 0 | 0 | ||
| ISHARES TR | CORE S&P500 ETF | 464287200 | 74,802 | 173,988 | SH | SOLE | 173,988 | 0 | 0 | ||
| ISHARES TR | CORE US AGGBD ET | 464287226 | 20,232 | 175,419 | SH | SOLE | 175,419 | 0 | 0 | ||
| ISHARES TR | FLTG RATE NT ETF | 46429B655 | 545 | 10,689 | SH | SOLE | 10,689 | 0 | 0 | ||
| ISHARES TR | JPMORGAN USD EMG | 464288281 | 6,444 | 57,290 | SH | SOLE | 57,290 | 0 | 0 | ||
| ISHARES TR | MORTGE REL ETF | 46435G342 | 533 | 14,363 | SH | SOLE | 14,363 | 0 | 0 | ||
| ISHARES TR | MSCI ACWI EX US | 464288240 | 2,217 | 38,551 | SH | SOLE | 38,551 | 0 | 0 | ||
| ISHARES TR | MSCI EURO FL ETF | 464289180 | 2,361 | 120,787 | SH | SOLE | 120,787 | 0 | 0 | ||
| ISHARES TR | RUS 1000 VAL ETF | 464287598 | 5,815 | 36,660 | SH | SOLE | 36,660 | 0 | 0 | ||
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 3,127 | 13,640 | SH | SOLE | 13,640 | 0 | 0 | ||
| ISHARES TR | U.S. BAS MTL ETF | 464287838 | 230 | 1,753 | SH | SOLE | 1,753 | 0 | 0 | ||
| ISHARES TR | U.S. REAL ES ETF | 464287739 | 763 | 7,491 | SH | SOLE | 7,491 | 0 | 0 | ||
| ISHARES TR | U.S. TECH ETF | 464287721 | 4,675 | 47,043 | SH | SOLE | 47,043 | 0 | 0 | ||
| ISTAR INC | NOTE 3.125% 9/1 | 45031UCB5 | 692 | 458,000 | PRN | DFND | 2 | 458,000 | 0 | 0 | |
| ISTAR INC | NOTE 3.125% 9/1 | 45031UCB5 | 603 | 399,000 | PRN | DFND | 3 | 399,000 | 0 | 0 | |
| ISTAR INC | NOTE 3.125% 9/1 | 45031UCB5 | 453 | 300,000 | PRN | DFND | 4 | 300,000 | 0 | 0 | |
| ISTAR INC | NOTE 3.125% 9/1 | 45031UCB5 | 216 | 143,000 | PRN | SOLE | 143,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 677 | 617,000 | PRN | DFND | 2 | 617,000 | 0 | 0 | |
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 772 | 703,000 | PRN | DFND | 3 | 703,000 | 0 | 0 | |
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 2,281 | 2,079,000 | PRN | SOLE | 2,079,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 2,328 | 1,750,000 | PRN | DFND | 1 | 1,750,000 | 0 | 0 | |
| JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 618 | 465,000 | PRN | DFND | 2 | 465,000 | 0 | 0 | |
| JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 712 | 535,000 | PRN | DFND | 3 | 535,000 | 0 | 0 | |
| JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 665 | 500,000 | PRN | DFND | 4 | 500,000 | 0 | 0 | |
| JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 10,043 | 7,549,000 | PRN | SOLE | 7,549,000 | 0 | 0 | ||
| JOHNSON & JOHNSON | COM | 478160104 | 986 | 5,994 | SH | SOLE | 5,994 | 0 | 0 | ||
| JOYY INC | NOTE 1.375% 6/1 | 98426TAF3 | 438 | 442,000 | PRN | DFND | 4 | 442,000 | 0 | 0 | |
| JOYY INC | NOTE 1.375% 6/1 | 98426TAF3 | 496 | 500,000 | PRN | DFND | 2 | 500,000 | 0 | 0 | |
| JOYY INC | NOTE 1.375% 6/1 | 98426TAF3 | 187 | 189,000 | PRN | SOLE | 189,000 | 0 | 0 | ||
| JOYY INC | NOTE 1.375% 6/1 | 98426TAF3 | 614 | 619,000 | PRN | DFND | 3 | 619,000 | 0 | 0 | |
| JPMORGAN CHASE & CO | COM | 46625H100 | 1,664 | 10,684 | SH | SOLE | 10,684 | 0 | 0 | ||
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 425 | 403,000 | PRN | DFND | 2 | 403,000 | 0 | 0 | |
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 759 | 719,000 | PRN | DFND | 3 | 719,000 | 0 | 0 | |
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 369 | 350,000 | PRN | DFND | 4 | 350,000 | 0 | 0 | |
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 135 | 128,000 | PRN | SOLE | 128,000 | 0 | 0 | ||
| KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 1,058 | 675,000 | PRN | DFND | 1 | 675,000 | 0 | 0 | |
| KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 5,794 | 3,697,000 | PRN | SOLE | 3,697,000 | 0 | 0 | ||
| KIMBERLY-CLARK CORP | COM | 494368103 | 1,162 | 8,685 | SH | SOLE | 8,685 | 0 | 0 | ||
| LABORATORY CORP AMER HLDGS | COM NEW | 50540R409 | 268 | 971 | SH | SOLE | 971 | 0 | 0 | ||
| LAM RESEARCH CORP | COM | 512807108 | 215 | 327 | SH | SOLE | 327 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | COM SER C FRMLA | 531229854 | 254 | 5,273 | SH | SOLE | 5,273 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | DEB 3.500% 1/1 | 530715AN1 | 337 | 294,000 | PRN | SOLE | 294,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | DEB 3.500% 1/1 | 530715AN1 | 236 | 206,000 | PRN | DFND | 2 | 206,000 | 0 | 0 | |
| LIBERTY MEDIA CORP DEL | NOTE 1.000% 1/3 | 531229AF9 | 1,550 | 1,140,000 | PRN | DFND | 1 | 1,140,000 | 0 | 0 | |
| LIBERTY MEDIA CORP DEL | NOTE 1.000% 1/3 | 531229AF9 | 9,034 | 6,644,000 | PRN | SOLE | 6,644,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 1,329 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
| LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 6,619 | 4,980,000 | PRN | SOLE | 4,980,000 | 0 | 0 | ||
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 787 | 796,000 | PRN | DFND | 2 | 796,000 | 0 | 0 | |
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 256 | 259,000 | PRN | SOLE | 259,000 | 0 | 0 | ||
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 934 | 945,000 | PRN | DFND | 3 | 945,000 | 0 | 0 | |
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 494 | 500,000 | PRN | DFND | 4 | 500,000 | 0 | 0 | |
| LINDE PLC | SHS | G5494J103 | 252 | 869 | SH | SOLE | 869 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 3,561 | 2,550,000 | PRN | DFND | 1 | 2,550,000 | 0 | 0 | |
| LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 16,338 | 11,700,000 | PRN | SOLE | 11,700,000 | 0 | 0 | ||
| LOCKHEED MARTIN CORP | COM | 539830109 | 249 | 659 | SH | SOLE | 659 | 0 | 0 | ||
| LOEWS CORP | COM | 540424108 | 723 | 13,232 | SH | SOLE | 13,232 | 0 | 0 | ||
| LOWES COS INC | COM | 548661107 | 246 | 1,261 | SH | SOLE | 1,261 | 0 | 0 | ||
| LPL FINL HLDGS INC | COM | 50212V100 | 256 | 1,909 | SH | SOLE | 1,909 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 8,703 | 8,071,000 | PRN | SOLE | 8,071,000 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 647 | 600,000 | PRN | DFND | 4 | 600,000 | 0 | 0 | |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 816 | 756,000 | PRN | DFND | 3 | 756,000 | 0 | 0 | |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 1,273 | 1,180,000 | PRN | DFND | 1 | 1,180,000 | 0 | 0 | |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 1,096 | 1,016,000 | PRN | DFND | 2 | 1,016,000 | 0 | 0 | |
| LYFT INC | NOTE 1.500% 5/1 | 55087PAB0 | 964 | 565,000 | PRN | DFND | 1 | 565,000 | 0 | 0 | |
| LYFT INC | NOTE 1.500% 5/1 | 55087PAB0 | 4,817 | 2,823,000 | PRN | SOLE | 2,823,000 | 0 | 0 | ||
| MARCUS CORP DEL | COM | 566330106 | 233 | 11,003 | SH | SOLE | 11,003 | 0 | 0 | ||
| MARRIOTT VACATIONS WORLDWIDE | NOTE 1.500% 9/1 | 57164YAB3 | 763 | 640,000 | PRN | SOLE | 640,000 | 0 | 0 | ||
| MARVELL TECHNOLOGY INC | COM | 573874104 | 207 | 3,529 | SH | SOLE | 3,529 | 0 | 0 | ||
| MASTERCARD INCORPORATED | CL A | 57636Q104 | 558 | 1,535 | SH | SOLE | 1,535 | 0 | 0 | ||
| MCDONALDS CORP | COM | 580135101 | 494 | 2,145 | SH | SOLE | 2,145 | 0 | 0 | ||
| MEDTRONIC PLC | SHS | G5960L103 | 400 | 3,226 | SH | SOLE | 3,226 | 0 | 0 | ||
| MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 | 1,024 | 290,000 | PRN | DFND | 1 | 290,000 | 0 | 0 | |
| MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 | 5,098 | 1,443,000 | PRN | SOLE | 1,443,000 | 0 | 0 | ||
| MERCK & CO INC | COM | 58933Y105 | 500 | 6,402 | SH | SOLE | 6,402 | 0 | 0 | ||
| MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 800 | 754,000 | PRN | DFND | 3 | 754,000 | 0 | 0 | |
| MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 334 | 315,000 | PRN | DFND | 4 | 315,000 | 0 | 0 | |
| MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 564 | 531,000 | PRN | DFND | 2 | 531,000 | 0 | 0 | |
| MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 1,799 | 1,694,000 | PRN | SOLE | 1,694,000 | 0 | 0 | ||
| MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 1,858 | 1,835,000 | PRN | DFND | 2 | 1,835,000 | 0 | 0 | |
| MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 3,091 | 3,053,000 | PRN | DFND | 3 | 3,053,000 | 0 | 0 | |
| MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 759 | 750,000 | PRN | DFND | 4 | 750,000 | 0 | 0 | |
| MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 366 | 362,000 | PRN | SOLE | 362,000 | 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 | 36 | 11,000 | PRN | SOLE | 11,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | NOTE 1.625% 2/1 | 595017AF1 | 2,838 | 1,275,000 | PRN | DFND | 1 | 1,275,000 | 0 | 0 | |
| MICROCHIP TECHNOLOGY INC. | NOTE 1.625% 2/1 | 595017AF1 | 14,736 | 6,620,000 | PRN | SOLE | 6,620,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | NOTE 2.250% 2/1 | 595017AH7 | 2,358 | 1,060,000 | PRN | SOLE | 1,060,000 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | COM | 595112103 | 300 | 3,537 | SH | SOLE | 3,537 | 0 | 0 | ||
| MICROSOFT CORP | COM | 594918104 | 4,378 | 16,168 | SH | SOLE | 16,168 | 0 | 0 | ||
| MOMO INC | NOTE 1.250% 7/0 | 60879BAB3 | 1,041 | 1,170,000 | PRN | DFND | 2 | 1,170,000 | 0 | 0 | |
| MOMO INC | NOTE 1.250% 7/0 | 60879BAB3 | 1,377 | 1,548,000 | PRN | DFND | 3 | 1,548,000 | 0 | 0 | |
| MOMO INC | NOTE 1.250% 7/0 | 60879BAB3 | 615 | 692,000 | PRN | DFND | 4 | 692,000 | 0 | 0 | |
| MOMO INC | NOTE 1.250% 7/0 | 60879BAB3 | 302 | 340,000 | PRN | SOLE | 340,000 | 0 | 0 | ||
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 947 | 525,000 | PRN | DFND | 1 | 525,000 | 0 | 0 | |
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 5,147 | 2,853,000 | PRN | SOLE | 2,853,000 | 0 | 0 | ||
| MORGAN STANLEY | COM NEW | 617446448 | 273 | 2,966 | SH | SOLE | 2,966 | 0 | 0 | ||
| MOTOROLA SOLUTIONS INC | COM NEW | 620076307 | 241 | 1,110 | SH | SOLE | 1,110 | 0 | 0 | ||
| NANOSTRING TECHNOLOGIES INC | NOTE 2.625% 3/0 | 63009RAD1 | 2,552 | 1,618,000 | PRN | SOLE | 1,618,000 | 0 | 0 | ||
| NANOSTRING TECHNOLOGIES INC | NOTE 2.625% 3/0 | 63009RAD1 | 552 | 350,000 | PRN | DFND | 1 | 350,000 | 0 | 0 | |
| NCL CORP LTD | NOTE 6.000% 5/1 | 62886HAT8 | 1,351 | 582,000 | PRN | SOLE | 582,000 | 0 | 0 | ||
| NEOGENOMICS INC | NOTE 0.250% 1/1 | 64049MAB6 | 962 | 990,000 | PRN | DFND | 1 | 990,000 | 0 | 0 | |
| NEOGENOMICS INC | NOTE 0.250% 1/1 | 64049MAB6 | 4,521 | 4,653,000 | PRN | SOLE | 4,653,000 | 0 | 0 | ||
| NETFLIX INC | COM | 64110L106 | 334 | 629 | SH | SOLE | 629 | 0 | 0 | ||
| NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 274 | 207,000 | PRN | SOLE | 207,000 | 0 | 0 | ||
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 167 | 169,000 | PRN | SOLE | 169,000 | 0 | 0 | ||
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 641 | 650,000 | PRN | DFND | 4 | 650,000 | 0 | 0 | |
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 1,246 | 1,263,000 | PRN | DFND | 3 | 1,263,000 | 0 | 0 | |
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 1,054 | 1,068,000 | PRN | DFND | 2 | 1,068,000 | 0 | 0 | |
| NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944P307 | 1,333 | 26,325 | SH | DFND | 3 | 26,325 | 0 | 0 | |
| NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944P307 | 780 | 15,402 | SH | DFND | 4 | 15,402 | 0 | 0 | |
| NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944P307 | 252 | 4,959 | SH | SOLE | 4,959 | 0 | 0 | ||
| NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944P307 | 1,029 | 20,314 | SH | DFND | 2 | 20,314 | 0 | 0 | |
| NEXTERA ENERGY INC | UNIT 09/01/2022S | 65339F796 | 4,273 | 76,095 | SH | SOLE | 76,095 | 0 | 0 | ||
| NEXTERA ENERGY INC | UNIT 99/99/9999 | 65339F770 | 2,091 | 42,700 | SH | DFND | 1 | 42,700 | 0 | 0 | |
| NEXTERA ENERGY INC | UNIT 99/99/9999 | 65339F770 | 12,163 | 248,420 | SH | SOLE | 248,420 | 0 | 0 | ||
| NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 74 | 25,000 | PRN | SOLE | 25,000 | 0 | 0 | ||
| NIKE INC | CL B | 654106103 | 417 | 2,687 | SH | SOLE | 2,687 | 0 | 0 | ||
| NORTHROP GRUMMAN CORP | COM | 666807102 | 200 | 551 | SH | SOLE | 551 | 0 | 0 | ||
| NORWEGIAN CRUISE LINE HLDG L | SHS | G66721104 | 254 | 8,565 | SH | SOLE | 8,565 | 0 | 0 | ||
| NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 873 | 490,000 | PRN | DFND | 1 | 490,000 | 0 | 0 | |
| NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 4,325 | 2,424,000 | PRN | SOLE | 2,424,000 | 0 | 0 | ||
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 1,047 | 901,000 | PRN | DFND | 2 | 901,000 | 0 | 0 | |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 1,324 | 1,139,000 | PRN | DFND | 3 | 1,139,000 | 0 | 0 | |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 697 | 600,000 | PRN | DFND | 4 | 600,000 | 0 | 0 | |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 244 | 210,000 | PRN | SOLE | 210,000 | 0 | 0 | ||
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 931 | 945,000 | PRN | DFND | 1 | 945,000 | 0 | 0 | |
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 4,208 | 4,266,000 | PRN | SOLE | 4,266,000 | 0 | 0 | ||
| NVIDIA CORPORATION | COM | 67066G104 | 1,028 | 1,285 | SH | SOLE | 1,285 | 0 | 0 | ||
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 1,936 | 1,345,000 | PRN | DFND | 1 | 1,345,000 | 0 | 0 | |
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 9,819 | 6,819,000 | PRN | SOLE | 6,819,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 1,986 | 1,045,000 | PRN | DFND | 1 | 1,045,000 | 0 | 0 | |
| ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 12,465 | 6,557,000 | PRN | SOLE | 6,557,000 | 0 | 0 | ||
| ORACLE CORP | COM | 68389X105 | 413 | 5,337 | SH | SOLE | 5,337 | 0 | 0 | ||
| OREILLY AUTOMOTIVE INC | COM | 67103H107 | 251 | 444 | SH | SOLE | 444 | 0 | 0 | ||
| OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 876 | 825,000 | PRN | DFND | 3 | 825,000 | 0 | 0 | |
| OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 472 | 445,000 | PRN | DFND | 4 | 445,000 | 0 | 0 | |
| OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 797 | 751,000 | PRN | DFND | 2 | 751,000 | 0 | 0 | |
| OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 243 | 229,000 | PRN | SOLE | 229,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 91 | 67,000 | PRN | SOLE | 67,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 4,773 | 3,275,000 | PRN | DFND | 1 | 3,275,000 | 0 | 0 | |
| PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 23,918 | 16,412,000 | PRN | SOLE | 16,412,000 | 0 | 0 | ||
| PARKER-HANNIFIN CORP | COM | 701094104 | 252 | 817 | SH | SOLE | 817 | 0 | 0 | ||
| PATRICK INDS INC | DBCV 1.000% 2/0 | 703343AB9 | 841 | 780,000 | PRN | DFND | 1 | 780,000 | 0 | 0 | |
| PATRICK INDS INC | DBCV 1.000% 2/0 | 703343AB9 | 3,787 | 3,509,000 | PRN | SOLE | 3,509,000 | 0 | 0 | ||
| PAYPAL HLDGS INC | COM | 70450Y103 | 665 | 2,279 | SH | SOLE | 2,279 | 0 | 0 | ||
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 7,866 | 6,935,000 | PRN | SOLE | 6,935,000 | 0 | 0 | ||
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 666 | 587,000 | PRN | DFND | 4 | 587,000 | 0 | 0 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 1,304 | 1,150,000 | PRN | DFND | 1 | 1,150,000 | 0 | 0 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 1,092 | 963,000 | PRN | DFND | 2 | 963,000 | 0 | 0 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 1,400 | 1,235,000 | PRN | DFND | 3 | 1,235,000 | 0 | 0 | |
| PENN NATL GAMING INC | NOTE 2.750% 5/1 | 707569AU3 | 624 | 187,000 | PRN | DFND | 1 | 187,000 | 0 | 0 | |
| PENN NATL GAMING INC | NOTE 2.750% 5/1 | 707569AU3 | 3,095 | 928,000 | PRN | SOLE | 928,000 | 0 | 0 | ||
| PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 292 | 286,000 | PRN | SOLE | 286,000 | 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 | |
| PEPSICO INC | COM | 713448108 | 501 | 3,387 | SH | SOLE | 3,387 | 0 | 0 | ||
| PERKINELMER INC | COM | 714046109 | 332 | 2,154 | SH | SOLE | 2,154 | 0 | 0 | ||
| PFIZER INC | COM | 717081103 | 733 | 18,704 | SH | SOLE | 18,704 | 0 | 0 | ||
| PHILLIPS 66 | COM | 718546104 | 252 | 2,941 | SH | SOLE | 2,941 | 0 | 0 | ||
| PIONEER NAT RES CO | COM | 723787107 | 310 | 1,915 | SH | SOLE | 1,915 | 0 | 0 | ||
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 3,055 | 1,915,000 | PRN | DFND | 1 | 1,915,000 | 0 | 0 | |
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 51,434 | 32,237,000 | PRN | SOLE | 32,237,000 | 0 | 0 | ||
| PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 537 | 500,000 | PRN | DFND | 4 | 500,000 | 0 | 0 | |
| PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 259 | 242,000 | PRN | SOLE | 242,000 | 0 | 0 | ||
| PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 843 | 785,000 | PRN | DFND | 2 | 785,000 | 0 | 0 | |
| PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 1,045 | 973,000 | PRN | DFND | 3 | 973,000 | 0 | 0 | |
| PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 10,019 | 9,227,000 | PRN | SOLE | 9,227,000 | 0 | 0 | ||
| PROCTER AND GAMBLE CO | COM | 742718109 | 916 | 6,805 | SH | SOLE | 6,805 | 0 | 0 | ||
| PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 2,293 | 135,857 | SH | DFND | 2 | 135,857 | 0 | 0 | |
| PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 3,471 | 205,613 | SH | DFND | 3 | 205,613 | 0 | 0 | |
| PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 1,342 | 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 | ||
| PROSPECT CAP CORP | NOTE 6.375% 3/0 | 74348TAT9 | 7,508 | 6,961,000 | PRN | SOLE | 6,961,000 | 0 | 0 | ||
| PRUDENTIAL FINL INC | COM | 744320102 | 260 | 2,528 | SH | SOLE | 2,528 | 0 | 0 | ||
| PUBMATIC INC | COM CL A | 74467Q103 | 251 | 6,416 | SH | SOLE | 6,416 | 0 | 0 | ||
| PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 3,977 | 3,807,000 | PRN | SOLE | 3,807,000 | 0 | 0 | ||
| PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 722 | 690,000 | PRN | DFND | 1 | 690,000 | 0 | 0 | |
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 682 | 522,000 | PRN | DFND | 2 | 522,000 | 0 | 0 | |
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 565 | 432,000 | PRN | DFND | 3 | 432,000 | 0 | 0 | |
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 358 | 274,000 | PRN | DFND | 4 | 274,000 | 0 | 0 | |
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 1,045 | 800,000 | PRN | SOLE | 800,000 | 0 | 0 | ||
| QUALCOMM INC | COM | 747525103 | 251 | 1,755 | SH | SOLE | 1,755 | 0 | 0 | ||
| RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 1,152 | 1,248,000 | PRN | DFND | 2 | 1,248,000 | 0 | 0 | |
| RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 296 | 321,000 | PRN | SOLE | 321,000 | 0 | 0 | ||
| RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 688 | 745,000 | PRN | DFND | 4 | 745,000 | 0 | 0 | |
| RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 1,557 | 1,686,000 | PRN | DFND | 3 | 1,686,000 | 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 | 734 | 410,000 | PRN | DFND | 1 | 410,000 | 0 | 0 | |
| REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 3,810 | 2,129,000 | PRN | SOLE | 2,129,000 | 0 | 0 | ||
| RETROPHIN INC | NOTE 2.500% 9/1 | 761299AB2 | 740 | 886,000 | PRN | DFND | 2 | 886,000 | 0 | 0 | |
| RETROPHIN INC | NOTE 2.500% 9/1 | 761299AB2 | 189 | 226,000 | PRN | SOLE | 226,000 | 0 | 0 | ||
| RETROPHIN INC | NOTE 2.500% 9/1 | 761299AB2 | 930 | 1,114,000 | PRN | DFND | 3 | 1,114,000 | 0 | 0 | |
| RETROPHIN INC | NOTE 2.500% 9/1 | 761299AB2 | 437 | 524,000 | PRN | DFND | 4 | 524,000 | 0 | 0 | |
| REVANCE THERAPEUTICS INC | NOTE 1.750% 2/1 | 761330AB5 | 951 | 815,000 | PRN | DFND | 1 | 815,000 | 0 | 0 | |
| REVANCE THERAPEUTICS INC | NOTE 1.750% 2/1 | 761330AB5 | 4,280 | 3,672,000 | PRN | SOLE | 3,672,000 | 0 | 0 | ||
| RH | NOTE 6/1 | 74967XAA1 | 2,479 | 710,000 | PRN | DFND | 1 | 710,000 | 0 | 0 | |
| RH | NOTE 6/1 | 74967XAA1 | 7,481 | 2,144,000 | PRN | SOLE | 2,144,000 | 0 | 0 | ||
| RH | NOTE 9/1 | 74967XAD5 | 5,271 | 1,647,000 | PRN | SOLE | 1,647,000 | 0 | 0 | ||
| RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 7,557 | 6,839,000 | PRN | SOLE | 6,839,000 | 0 | 0 | ||
| RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 1,712 | 1,550,000 | PRN | DFND | 1 | 1,550,000 | 0 | 0 | |
| ROSECLIFF ACQUISITION CORP I | UNIT 99/99/9999 | 77732R202 | 100 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| RWT HLDGS INC | NOTE 5.750%10/0 | 749772AD1 | 578 | 573,000 | PRN | DFND | 2 | 573,000 | 0 | 0 | |
| RWT HLDGS INC | NOTE 5.750%10/0 | 749772AD1 | 725 | 719,000 | PRN | DFND | 3 | 719,000 | 0 | 0 | |
| RWT HLDGS INC | NOTE 5.750%10/0 | 749772AD1 | 898 | 890,000 | PRN | DFND | 4 | 890,000 | 0 | 0 | |
| RWT HLDGS INC | NOTE 5.750%10/0 | 749772AD1 | 321 | 318,000 | PRN | SOLE | 318,000 | 0 | 0 | ||
| SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 111 | 61,000 | PRN | SOLE | 61,000 | 0 | 0 | ||
| SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 440 | 242,000 | PRN | DFND | 2 | 242,000 | 0 | 0 | |
| SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 1,269 | 697,000 | PRN | DFND | 3 | 697,000 | 0 | 0 | |
| SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 455 | 250,000 | PRN | DFND | 4 | 250,000 | 0 | 0 | |
| SAILPOINT TECHNOLOGIES HLDGS | NOTE 0.125% 9/1 | 78781PAB1 | 720 | 385,000 | PRN | DFND | 1 | 385,000 | 0 | 0 | |
| SAILPOINT TECHNOLOGIES HLDGS | NOTE 0.125% 9/1 | 78781PAB1 | 3,301 | 1,765,000 | PRN | SOLE | 1,765,000 | 0 | 0 | ||
| SALESFORCE COM INC | COM | 79466L302 | 382 | 1,561 | SH | SOLE | 1,561 | 0 | 0 | ||
| SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | 1,697 | 550,000 | PRN | DFND | 1 | 550,000 | 0 | 0 | |
| SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | 7,245 | 2,348,000 | PRN | SOLE | 2,348,000 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 2,961 | 54,923 | SH | SOLE | 54,923 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 | 2,855 | 77,801 | SH | SOLE | 77,801 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 | 1,495 | 23,619 | SH | SOLE | 23,619 | 0 | 0 | ||
| SERVICENOW INC | COM | 81762P102 | 303 | 551 | SH | SOLE | 551 | 0 | 0 | ||
| SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 956 | 235,000 | PRN | DFND | 1 | 235,000 | 0 | 0 | |
| SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 4,436 | 1,091,000 | PRN | SOLE | 1,091,000 | 0 | 0 | ||
| SHIP FIN INTL LTD | NOTE 4.875% 5/0 | 824689AG8 | 464 | 486,000 | PRN | DFND | 2 | 486,000 | 0 | 0 | |
| SHIP FIN INTL LTD | NOTE 4.875% 5/0 | 824689AG8 | 662 | 693,000 | PRN | DFND | 3 | 693,000 | 0 | 0 | |
| SHIP FIN INTL LTD | NOTE 4.875% 5/0 | 824689AG8 | 408 | 427,000 | PRN | DFND | 4 | 427,000 | 0 | 0 | |
| SHIP FIN INTL LTD | NOTE 4.875% 5/0 | 824689AG8 | 138 | 144,000 | PRN | SOLE | 144,000 | 0 | 0 | ||
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 1,758 | 1,350,000 | PRN | DFND | 1 | 1,350,000 | 0 | 0 | |
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 8,382 | 6,436,000 | PRN | SOLE | 6,436,000 | 0 | 0 | ||
| SMART GLOBAL HLDGS INC | NOTE 2.250% 2/1 | 83205YAB0 | 878 | 640,000 | PRN | DFND | 1 | 640,000 | 0 | 0 | |
| SMART GLOBAL HLDGS INC | NOTE 2.250% 2/1 | 83205YAB0 | 4,499 | 3,281,000 | PRN | SOLE | 3,281,000 | 0 | 0 | ||
| SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 17,476 | 5,806,000 | PRN | SOLE | 5,806,000 | 0 | 0 | ||
| SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 3,373 | 1,120,000 | PRN | DFND | 1 | 1,120,000 | 0 | 0 | |
| SOUTHERN CO | UNIT 08/01/2022 | 842587602 | 2,146 | 42,400 | SH | SOLE | 42,400 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | COM | 844741108 | 311 | 5,878 | SH | SOLE | 5,878 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 2,506 | 1,655,000 | PRN | DFND | 1 | 1,655,000 | 0 | 0 | |
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 53,420 | 35,277,000 | PRN | SOLE | 35,277,000 | 0 | 0 | ||
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 334 | 350,000 | PRN | DFND | 4 | 350,000 | 0 | 0 | |
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 12,106 | 12,703,000 | PRN | SOLE | 12,703,000 | 0 | 0 | ||
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 537 | 563,000 | PRN | DFND | 2 | 563,000 | 0 | 0 | |
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 2,311 | 2,425,000 | PRN | DFND | 1 | 2,425,000 | 0 | 0 | |
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 665 | 698,000 | PRN | DFND | 3 | 698,000 | 0 | 0 | |
| SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 1,076 | 925,000 | PRN | DFND | 1 | 925,000 | 0 | 0 | |
| SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 4,226 | 3,631,000 | PRN | SOLE | 3,631,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 | 855 | 877,000 | PRN | DFND | 2 | 877,000 | 0 | 0 | |
| SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 | 1,076 | 1,104,000 | PRN | DFND | 3 | 1,104,000 | 0 | 0 | |
| SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 | 506 | 519,000 | PRN | DFND | 4 | 519,000 | 0 | 0 | |
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 585 | 479,000 | PRN | SOLE | 479,000 | 0 | 0 | ||
| SQUARE INC | NOTE 0.125% 3/0 | 852234AF0 | 314 | 153,000 | PRN | SOLE | 153,000 | 0 | 0 | ||
| SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 15,972 | 5,105,000 | PRN | SOLE | 5,105,000 | 0 | 0 | ||
| SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 3,098 | 990,000 | PRN | DFND | 1 | 990,000 | 0 | 0 | |
| STANLEY BLACK & DECKER INC | UNIT 11/15/2022 | 854502846 | 16,423 | 136,038 | SH | SOLE | 136,038 | 0 | 0 | ||
| STANLEY BLACK & DECKER INC | UNIT 11/15/2022 | 854502846 | 2,354 | 19,500 | SH | DFND | 1 | 19,500 | 0 | 0 | |
| STARBUCKS CORP | COM | 855244109 | 200 | 1,780 | SH | SOLE | 1,780 | 0 | 0 | ||
| STEEL DYNAMICS INC | COM | 858119100 | 223 | 3,741 | SH | SOLE | 3,741 | 0 | 0 | ||
| SUMMIT HOTEL PPTYS INC | NOTE 1.500% 2/1 | 866082AA8 | 1,077 | 1,045,000 | PRN | DFND | 1 | 1,045,000 | 0 | 0 | |
| SUMMIT HOTEL PPTYS INC | NOTE 1.500% 2/1 | 866082AA8 | 513 | 498,000 | PRN | DFND | 2 | 498,000 | 0 | 0 | |
| SUMMIT HOTEL PPTYS INC | NOTE 1.500% 2/1 | 866082AA8 | 633 | 614,000 | PRN | DFND | 3 | 614,000 | 0 | 0 | |
| SUMMIT HOTEL PPTYS INC | NOTE 1.500% 2/1 | 866082AA8 | 515 | 500,000 | PRN | DFND | 4 | 500,000 | 0 | 0 | |
| SUMMIT HOTEL PPTYS INC | NOTE 1.500% 2/1 | 866082AA8 | 5,412 | 5,253,000 | PRN | SOLE | 5,253,000 | 0 | 0 | ||
| SYNAPTICS INC | NOTE 0.500% 6/1 | 87157DAD1 | 1,537 | 730,000 | PRN | DFND | 1 | 730,000 | 0 | 0 | |
| SYNAPTICS INC | NOTE 0.500% 6/1 | 87157DAD1 | 7,605 | 3,613,000 | PRN | SOLE | 3,613,000 | 0 | 0 | ||
| TABULA RASA HEALTHCARE INC | NOTE 1.750% 2/1 | 873379AA9 | 693 | 677,000 | PRN | DFND | 2 | 677,000 | 0 | 0 | |
| TABULA RASA HEALTHCARE INC | NOTE 1.750% 2/1 | 873379AA9 | 653 | 638,000 | PRN | DFND | 3 | 638,000 | 0 | 0 | |
| TABULA RASA HEALTHCARE INC | NOTE 1.750% 2/1 | 873379AA9 | 512 | 500,000 | PRN | DFND | 4 | 500,000 | 0 | 0 | |
| TABULA RASA HEALTHCARE INC | NOTE 1.750% 2/1 | 873379AA9 | 189 | 185,000 | PRN | SOLE | 185,000 | 0 | 0 | ||
| TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADS | 874039100 | 341 | 2,836 | SH | SOLE | 2,836 | 0 | 0 | ||
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 1,459 | 1,303,000 | PRN | DFND | 1 | 1,303,000 | 0 | 0 | |
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 7,663 | 6,843,000 | PRN | SOLE | 6,843,000 | 0 | 0 | ||
| TEMPUR SEALY INTL INC | COM | 88023U101 | 317 | 8,075 | SH | SOLE | 8,075 | 0 | 0 | ||
| TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 2,542 | 600,000 | PRN | DFND | 1 | 600,000 | 0 | 0 | |
| TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 13,100 | 3,092,000 | PRN | SOLE | 3,092,000 | 0 | 0 | ||
| TESLA INC | COM | 88160R101 | 412 | 607 | SH | SOLE | 607 | 0 | 0 | ||
| TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 2,679 | 245,000 | PRN | DFND | 1 | 245,000 | 0 | 0 | |
| TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 13,309 | 1,217,000 | PRN | SOLE | 1,217,000 | 0 | 0 | ||
| TEXAS INSTRS INC | COM | 882508104 | 236 | 1,223 | SH | SOLE | 1,223 | 0 | 0 | ||
| THE REALREAL INC | NOTE 3.000% 6/1 | 88339PAB7 | 1,256 | 925,000 | PRN | DFND | 1 | 925,000 | 0 | 0 | |
| THE REALREAL INC | NOTE 3.000% 6/1 | 88339PAB7 | 5,159 | 3,800,000 | PRN | SOLE | 3,800,000 | 0 | 0 | ||
| THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 304 | 321,000 | PRN | DFND | 4 | 321,000 | 0 | 0 | |
| THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 643 | 679,000 | PRN | DFND | 3 | 679,000 | 0 | 0 | |
| THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 519 | 548,000 | PRN | DFND | 2 | 548,000 | 0 | 0 | |
| THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 192 | 202,000 | PRN | SOLE | 202,000 | 0 | 0 | ||
| THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 796 | 783,000 | PRN | DFND | 2 | 783,000 | 0 | 0 | |
| THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 1,009 | 993,000 | PRN | DFND | 3 | 993,000 | 0 | 0 | |
| THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 528 | 520,000 | PRN | DFND | 4 | 520,000 | 0 | 0 | |
| THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 207 | 204,000 | PRN | SOLE | 204,000 | 0 | 0 | ||
| THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 443 | 876 | SH | SOLE | 876 | 0 | 0 | ||
| TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 1,406 | 1,025,000 | PRN | DFND | 1 | 1,025,000 | 0 | 0 | |
| TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 6,778 | 4,942,000 | PRN | SOLE | 4,942,000 | 0 | 0 | ||
| UNDER ARMOUR INC | NOTE 1.500% 6/0 | 904311AC1 | 766 | 390,000 | PRN | DFND | 1 | 390,000 | 0 | 0 | |
| UNDER ARMOUR INC | NOTE 1.500% 6/0 | 904311AC1 | 3,837 | 1,952,000 | PRN | SOLE | 1,952,000 | 0 | 0 | ||
| UNION PAC CORP | COM | 907818108 | 607 | 2,752 | SH | SOLE | 2,752 | 0 | 0 | ||
| UNITED PARCEL SERVICE INC | CL B | 911312106 | 277 | 1,333 | SH | SOLE | 1,333 | 0 | 0 | ||
| UNITED STATES STL CORP NEW | NOTE 5.000%11/0 | 912909AT5 | 776 | 385,000 | PRN | DFND | 1 | 385,000 | 0 | 0 | |
| UNITED STATES STL CORP NEW | NOTE 5.000%11/0 | 912909AT5 | 3,836 | 1,907,000 | PRN | SOLE | 1,907,000 | 0 | 0 | ||
| UNITEDHEALTH GROUP INC | COM | 91324P102 | 905 | 2,261 | SH | SOLE | 2,261 | 0 | 0 | ||
| VANECK VECTORS ETF TR | FALLEN ANGEL HG | 92189F437 | 3,140 | 95,499 | SH | SOLE | 95,499 | 0 | 0 | ||
| VANGUARD STAR FDS | VG TL INTL STK F | 921909768 | 19,201 | 292,327 | SH | SOLE | 292,327 | 0 | 0 | ||
| VERIZON COMMUNICATIONS INC | COM | 92343V104 | 628 | 11,223 | SH | SOLE | 11,223 | 0 | 0 | ||
| VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 817 | 580,000 | PRN | DFND | 1 | 580,000 | 0 | 0 | |
| VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 4,413 | 3,135,000 | PRN | SOLE | 3,135,000 | 0 | 0 | ||
| VISA INC | COM CL A | 92826C839 | 831 | 3,556 | SH | SOLE | 3,556 | 0 | 0 | ||
| VONAGE HLDGS CORP | NOTE 1.750% 6/0 | 92886TAJ1 | 664 | 596,000 | PRN | DFND | 2 | 596,000 | 0 | 0 | |
| VONAGE HLDGS CORP | NOTE 1.750% 6/0 | 92886TAJ1 | 817 | 733,000 | PRN | DFND | 3 | 733,000 | 0 | 0 | |
| VONAGE HLDGS CORP | NOTE 1.750% 6/0 | 92886TAJ1 | 390 | 350,000 | PRN | DFND | 4 | 350,000 | 0 | 0 | |
| VONAGE HLDGS CORP | NOTE 1.750% 6/0 | 92886TAJ1 | 191 | 171,000 | PRN | SOLE | 171,000 | 0 | 0 | ||
| WALMART INC | COM | 931142103 | 333 | 2,369 | SH | SOLE | 2,369 | 0 | 0 | ||
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 4,540 | 2,063,000 | PRN | SOLE | 2,063,000 | 0 | 0 | ||
| WAYFAIR INC | NOTE 1.125%11/0 | 94419LAD3 | 6,416 | 2,344,000 | PRN | SOLE | 2,344,000 | 0 | 0 | ||
| WAYFAIR INC | NOTE 1.125%11/0 | 94419LAD3 | 1,916 | 700,000 | PRN | DFND | 1 | 700,000 | 0 | 0 | |
| WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 24,282 | 4,499,000 | PRN | SOLE | 4,499,000 | 0 | 0 | ||
| WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 1,258 | 233,000 | PRN | DFND | 1 | 233,000 | 0 | 0 | |
| WELLS FARGO CO NEW | COM | 949746101 | 474 | 10,473 | SH | SOLE | 10,473 | 0 | 0 | ||
| WESTERN ASSET MTG CAP CORP | NOTE 6.750%10/0 | 95790DAA3 | 698 | 727,000 | PRN | DFND | 2 | 727,000 | 0 | 0 | |
| WESTERN ASSET MTG CAP CORP | NOTE 6.750%10/0 | 95790DAA3 | 896 | 933,000 | PRN | DFND | 3 | 933,000 | 0 | 0 | |
| WESTERN ASSET MTG CAP CORP | NOTE 6.750%10/0 | 95790DAA3 | 408 | 425,000 | PRN | DFND | 4 | 425,000 | 0 | 0 | |
| WESTERN ASSET MTG CAP CORP | NOTE 6.750%10/0 | 95790DAA3 | 203 | 212,000 | PRN | SOLE | 212,000 | 0 | 0 | ||
| WESTERN DIGITAL CORP. | COM | 958102105 | 219 | 3,064 | SH | SOLE | 3,064 | 0 | 0 | ||
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 10,869 | 10,175,000 | PRN | SOLE | 10,175,000 | 0 | 0 | ||
| WILLIAMS COS INC | COM | 969457100 | 212 | 7,992 | SH | SOLE | 7,992 | 0 | 0 | ||
| WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 819 | 639,000 | PRN | DFND | 2 | 639,000 | 0 | 0 | |
| WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 1,006 | 785,000 | PRN | DFND | 3 | 785,000 | 0 | 0 | |
| WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 481 | 375,000 | PRN | DFND | 4 | 375,000 | 0 | 0 | |
| WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 845 | 659,000 | PRN | SOLE | 659,000 | 0 | 0 | ||
| WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 2,810 | 1,700,000 | PRN | DFND | 1 | 1,700,000 | 0 | 0 | |
| WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 14,580 | 8,819,000 | PRN | SOLE | 8,819,000 | 0 | 0 | ||
| WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 761 | 500,000 | PRN | DFND | 4 | 500,000 | 0 | 0 | |
| WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 278 | 183,000 | PRN | SOLE | 183,000 | 0 | 0 | ||
| WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 1,082 | 711,000 | PRN | DFND | 3 | 711,000 | 0 | 0 | |
| WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 922 | 606,000 | PRN | DFND | 2 | 606,000 | 0 | 0 | |
| WORLD WRESTLING ENTMT INC | NOTE 3.375%12/1 | 98156QAB4 | 283 | 118,000 | PRN | SOLE | 118,000 | 0 | 0 | ||
| ZENDESK INC | COM | 98936J101 | 214 | 1,475 | SH | SOLE | 1,475 | 0 | 0 | ||
| ZENDESK INC | NOTE 0.625% 6/1 | 98936JAD3 | 2,599 | 1,785,000 | PRN | DFND | 1 | 1,785,000 | 0 | 0 | |
| ZENDESK INC | NOTE 0.625% 6/1 | 98936JAD3 | 12,808 | 8,794,000 | PRN | SOLE | 8,794,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 18,795 | 9,532,000 | PRN | SOLE | 9,532,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 3,944 | 2,000,000 | PRN | DFND | 1 | 2,000,000 | 0 | 0 | |
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 992 | 503,000 | PRN | DFND | 2 | 503,000 | 0 | 0 | |
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 1,232 | 625,000 | PRN | DFND | 3 | 625,000 | 0 | 0 | |
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 641 | 325,000 | PRN | DFND | 4 | 325,000 | 0 | 0 | |