The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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