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
3M CO COM 88579Y101 203 1,258 SH   SOLE   1,258 0 0
ABBOTT LABS COM 002824100 559 5,147 SH   SOLE   5,147 0 0
ABBVIE INC COM 00287Y109 313 3,559 SH   SOLE   3,559 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 262 1,158 SH   SOLE   1,158 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 437 892 SH   SOLE   892 0 0
ADVANCED MICRO DEVICES INC COM 007903107 298 3,651 SH   SOLE   3,651 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 2,301 225,000 PRN   DFND 1 225,000 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 9,437 923,000 PRN   SOLE   923,000 0 0
AERIE PHARMACEUTICALS INC NOTE 1.500%10/0 00771VAB4 345 431,000 PRN   DFND 2 431,000 0 0
AERIE PHARMACEUTICALS INC NOTE 1.500%10/0 00771VAB4 637 796,000 PRN   DFND 3 796,000 0 0
AERIE PHARMACEUTICALS INC NOTE 1.500%10/0 00771VAB4 118 148,000 PRN   SOLE   148,000 0 0
AIR PRODS & CHEMS INC COM 009158106 378 1,271 SH   SOLE   1,271 0 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 528 501,000 PRN   DFND 2 501,000 0 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 877 832,000 PRN   DFND 3 832,000 0 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 659 625,000 PRN   DFND 1 625,000 0 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 2,908 2,758,000 PRN   SOLE   2,758,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 3,401 2,645,000 PRN   DFND 1 2,645,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 19,574 15,222,000 PRN   SOLE   15,222,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 1,977 1,716,000 PRN   SOLE   1,716,000 0 0
ALPHABET INC CAP STK CL A 02079K305 1,687 1,151 SH   SOLE   1,151 0 0
AMAZON COM INC COM 023135106 2,687 853 SH   SOLE   853 0 0
AMERICAN ELEC PWR CO INC UNIT 03/15/2022 025537127 1,449 29,885 SH   SOLE   29,885 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 1,280 1,280,000 PRN   SOLE   1,280,000 0 0
AMGEN INC COM 031162100 515 2,026 SH   SOLE   2,026 0 0
APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 340 314,000 PRN   DFND 2 314,000 0 0
APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 743 686,000 PRN   DFND 3 686,000 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 963 1,032,000 PRN   DFND 3 1,032,000 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 79 85,000 PRN   SOLE   85,000 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 487 522,000 PRN   DFND 2 522,000 0 0
APOLLO COML REAL EST FIN INC NOTE 5.375%10/1 03762UAC9 1,649 1,811,000 PRN   DFND 3 1,811,000 0 0
APOLLO COML REAL EST FIN INC NOTE 5.375%10/1 03762UAC9 242 266,000 PRN   SOLE   266,000 0 0
APOLLO COML REAL EST FIN INC NOTE 5.375%10/1 03762UAC9 977 1,073,000 PRN   DFND 2 1,073,000 0 0
APPLE INC COM 037833100 3,834 33,100 SH   SOLE   33,100 0 0
APPLIED MATLS INC COM 038222105 201 3,370 SH   SOLE   3,370 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 224 16,840 SH   SOLE   16,840 0 0
ARES CAPITAL CORP COM 04010L103 146 10,434 SH   SOLE   10,434 0 0
ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 7,797 7,719,000 PRN   SOLE   7,719,000 0 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 7,781 7,505,000 PRN   SOLE   7,505,000 0 0
ASSURANT INC 6.50% CONV PFD D 04621X207 299 2,540 SH   SOLE   2,540 0 0
AT&T INC COM 00206R102 406 14,259 SH   SOLE   14,259 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 3,770 3,134,000 PRN   SOLE   3,134,000 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 686 570,000 PRN   DFND 1 570,000 0 0
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 107 114,000 PRN   SOLE   114,000 0 0
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 314 334,000 PRN   DFND 2 334,000 0 0
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 518 552,000 PRN   DFND 3 552,000 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 779 3,652 SH   SOLE   3,652 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 1,102 1,050,000 PRN   DFND 1 1,050,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 5,977 5,697,000 PRN   SOLE   5,697,000 0 0
BK OF AMERICA CORP 7.25%CNV PFD L 060505682 3,729 2,506 SH   SOLE   2,506 0 0
BK OF AMERICA CORP COM 060505104 569 23,625 SH   SOLE   23,625 0 0
BLACKLINE INC NOTE 0.125% 8/0 09239BAB5 1,420 1,030,000 PRN   DFND 1 1,030,000 0 0
BLACKLINE INC NOTE 0.125% 8/0 09239BAB5 5,705 4,140,000 PRN   SOLE   4,140,000 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 612 650,000 PRN   DFND 2 650,000 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 1,213 1,288,000 PRN   DFND 3 1,288,000 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 200 212,000 PRN   SOLE   212,000 0 0
BLOOMIN BRANDS INC COM 094235108 225 14,665 SH   SOLE   14,665 0 0
BOINGO WIRELESS INC NOTE 1.000%10/0 09739CAB8 115 132,000 PRN   SOLE   132,000 0 0
BOINGO WIRELESS INC NOTE 1.000%10/0 09739CAB8 949 1,086,000 PRN   DFND 3 1,086,000 0 0
BOINGO WIRELESS INC NOTE 1.000%10/0 09739CAB8 487 557,000 PRN   DFND 2 557,000 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 259 4,321 SH   SOLE   4,321 0 0
BROADCOM INC COM 11135F101 342 939 SH   SOLE   939 0 0
CHANGE HEALTHCARE INC UNIT 99/99/9999 15912K209 417 7,890 SH   SOLE   7,890 0 0
CHEGG INC NOTE 0.125% 3/1 163092AD1 2,016 1,325,000 PRN   DFND 1 1,325,000 0 0
CHEGG INC NOTE 0.125% 3/1 163092AD1 11,395 7,491,000 PRN   SOLE   7,491,000 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 755 1,056,000 PRN   DFND 2 1,056,000 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 1,284 1,795,000 PRN   DFND 3 1,795,000 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 249 349,000 PRN   SOLE   349,000 0 0
CHIMERA INVT CORP NOTE 7.000% 4/0 16934QAA7 206 162,000 PRN   SOLE   162,000 0 0
CISCO SYS INC COM 17275R102 445 11,322 SH   SOLE   11,322 0 0
CITIGROUP INC COM NEW 172967424 312 7,231 SH   SOLE   7,231 0 0
CLEVELAND-CLIFFS INC NEW DBCV 1.500% 1/1 185899AA9 775 750,000 PRN   DFND 1 750,000 0 0
CLEVELAND-CLIFFS INC NEW DBCV 1.500% 1/1 185899AA9 3,936 3,812,000 PRN   SOLE   3,812,000 0 0
COCA COLA CO COM 191216100 492 9,989 SH   SOLE   9,989 0 0
COLFAX CORP UNIT 01/15/2022T 194014205 1,221 9,100 SH   DFND 1 9,100 0 0
COLFAX CORP UNIT 01/15/2022T 194014205 5,082 37,888 SH   SOLE   37,888 0 0
COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625XAB8 581 450,000 PRN   SOLE   450,000 0 0
COMCAST CORP NEW CL A 20030N101 499 10,787 SH   SOLE   10,787 0 0
CONMED CORP NOTE 2.625% 2/0 207410AF8 991 885,000 PRN   DFND 1 885,000 0 0
CONMED CORP NOTE 2.625% 2/0 207410AF8 5,129 4,581,000 PRN   SOLE   4,581,000 0 0
COSTCO WHSL CORP NEW COM 22160K105 463 1,302 SH   SOLE   1,302 0 0
COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 1,512 830,000 PRN   DFND 1 830,000 0 0
COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 6,515 3,576,000 PRN   SOLE   3,576,000 0 0
CREE INC NOTE 0.875% 9/0 225447AB7 690 557,000 PRN   DFND 3 557,000 0 0
CREE INC NOTE 0.875% 9/0 225447AB7 984 795,000 PRN   SOLE   795,000 0 0
CREE INC NOTE 0.875% 9/0 225447AB7 373 301,000 PRN   DFND 2 301,000 0 0
CSG SYS INTL INC NOTE 4.250% 3/1 126349AF6 267 257,000 PRN   SOLE   257,000 0 0
CUMMINS INC COM 231021106 209 985 SH   SOLE   985 0 0
D R HORTON INC COM 23331A109 250 3,287 SH   SOLE   3,287 0 0
DANAHER CORPORATION 4.75 MND CV PFD 235851300 2,841 1,925 SH   DFND 1 1,925 0 0
DANAHER CORPORATION 4.75 MND CV PFD 235851300 15,455 10,473 SH   SOLE   10,473 0 0
DANAHER CORPORATION COM 235851102 470 2,173 SH   SOLE   2,173 0 0
DBX ETF TR XTRACK HRVST CSI 233051879 2,838 82,402 SH   SOLE   82,402 0 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 2,817 1,115,000 PRN   DFND 1 1,115,000 0 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 12,111 4,795,000 PRN   SOLE   4,795,000 0 0
DICKS SPORTING GOODS INC COM 253393102 258 4,463 SH   SOLE   4,463 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 757 825,000 PRN   DFND 1 825,000 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 3,873 4,218,000 PRN   SOLE   4,218,000 0 0
DISNEY WALT CO COM DISNEY 254687106 520 4,189 SH   SOLE   4,189 0 0
DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 2,445 810,000 PRN   DFND 1 810,000 0 0
DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 10,578 3,505,000 PRN   SOLE   3,505,000 0 0
DOMINION ENERGY INC UNIT 99/99/9999 25746U133 2,296 22,575 SH   SOLE   22,575 0 0
DTE ENERGY CO UNIT 11/01/2022S 233331842 876 19,400 SH   SOLE   19,400 0 0
EATON CORP PLC SHS G29183103 225 2,205 SH   SOLE   2,205 0 0
ENCORE CAP EUROPE FIN LTD NOTE 4.500% 9/0 29260UAA5 436 400,000 PRN   DFND 2 400,000 0 0
ENCORE CAP EUROPE FIN LTD NOTE 4.500% 9/0 29260UAA5 770 707,000 PRN   DFND 3 707,000 0 0
ENCORE CAP EUROPE FIN LTD NOTE 4.500% 9/0 29260UAA5 156 143,000 PRN   SOLE   143,000 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 337 339,000 PRN   DFND 2 339,000 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 551 554,000 PRN   DFND 3 554,000 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 107 107,000 PRN   SOLE   107,000 0 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 860 671,000 PRN   SOLE   671,000 0 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 611 477,000 PRN   DFND 2 477,000 0 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 1,115 871,000 PRN   DFND 3 871,000 0 0
ESSENTIAL UTILS INC UNIT 04/30/2022 29670G201 1,866 34,880 SH   SOLE   34,880 0 0
ETSY INC NOTE 3/0 29786AAC0 321 96,000 PRN   SOLE   96,000 0 0
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 6,997 7,312,000 PRN   SOLE   7,312,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 1,785 1,525,000 PRN   DFND 1 1,525,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 726 620,000 PRN   DFND 2 620,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 1,148 981,000 PRN   DFND 3 981,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 9,090 7,765,000 PRN   SOLE   7,765,000 0 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 673 435,000 PRN   SOLE   435,000 0 0
FACEBOOK INC CL A 30303M102 1,440 5,503 SH   SOLE   5,503 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 17 18,000 PRN   DFND 2 18,000 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 40 41,000 PRN   DFND 3 41,000 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 136 141,000 PRN   SOLE   141,000 0 0
FIRST TR EXCH TRADED FD III PFD SECS INC ETF 33739E108 4,326 225,705 SH   SOLE   225,705 0 0
FIRST TR EXCHANGE-TRADED FD DJ INTERNT IDX 33733E302 2,828 15,030 SH   SOLE   15,030 0 0
FIRST TR EXCHANGE-TRADED FD FST LOW OPPT EFT 33739Q200 5,251 101,636 SH   SOLE   101,636 0 0
FIRST TR EXCHANGE-TRADED FD MULTI ASSET DI 33738R100 414 30,675 SH   SOLE   30,675 0 0
FIRST TR EXCHANGE-TRADED FD SSI STRG ETF 33739Q507 321 7,967 SH   SOLE   7,967 0 0
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 312 395,000 PRN   DFND 2 395,000 0 0
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 557 704,000 PRN   DFND 3 704,000 0 0
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 119 151,000 PRN   SOLE   151,000 0 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 609 608,000 PRN   SOLE   608,000 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 637 520,000 PRN   DFND 2 520,000 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 1,019 832,000 PRN   DFND 3 832,000 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 599 490,000 PRN   SOLE   490,000 0 0
GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 329 322,000 PRN   DFND 2 322,000 0 0
GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 624 611,000 PRN   DFND 3 611,000 0 0
GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 68 67,000 PRN   SOLE   67,000 0 0
GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 384 418,000 PRN   DFND 2 418,000 0 0
GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 254 276,000 PRN   SOLE   276,000 0 0
GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 763 830,000 PRN   DFND 3 830,000 0 0
GUESS INC NOTE 2.000% 4/1 401617AD7 555 697,000 PRN   SOLE   697,000 0 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 29 25,000 PRN   SOLE   25,000 0 0
HANNON ARMSTRONG SUST INFR C NOTE 8/1 41068XAD2 846 815,000 PRN   DFND 1 815,000 0 0
HANNON ARMSTRONG SUST INFR C NOTE 8/1 41068XAD2 3,404 3,284,000 PRN   SOLE   3,284,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 247 273,000 PRN   DFND 2 273,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 599 662,000 PRN   DFND 3 662,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 59 65,000 PRN   SOLE   65,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 633 785,000 PRN   DFND 1 785,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 277 344,000 PRN   DFND 2 344,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 392 486,000 PRN   DFND 3 486,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 2,718 3,373,000 PRN   SOLE   3,373,000 0 0
HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 4,103 4,088,000 PRN   SOLE   4,088,000 0 0
HOME DEPOT INC COM 437076102 1,002 3,613 SH   SOLE   3,613 0 0
HONEYWELL INTL INC COM 438516106 297 1,801 SH   SOLE   1,801 0 0
II-VI INC NOTE 0.250% 9/0 902104AB4 817 725,000 PRN   DFND 1 725,000 0 0
II-VI INC NOTE 0.250% 9/0 902104AB4 631 560,000 PRN   DFND 2 560,000 0 0
II-VI INC NOTE 0.250% 9/0 902104AB4 1,208 1,073,000 PRN   DFND 3 1,073,000 0 0
II-VI INC NOTE 0.250% 9/0 902104AB4 4,405 3,911,000 PRN   SOLE   3,911,000 0 0
ILLINOIS TOOL WKS INC COM 452308109 201 1,033 SH   SOLE   1,033 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 1,046 815,000 PRN   DFND 1 815,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 13,746 10,715,000 PRN   SOLE   10,715,000 0 0
ILLUMINA INC NOTE 8/1 452327AK5 21,357 20,190,000 PRN   SOLE   20,190,000 0 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 337 365,000 PRN   DFND 2 365,000 0 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 668 724,000 PRN   DFND 3 724,000 0 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 149 161,000 PRN   SOLE   161,000 0 0
INPHI CORP NOTE 0.750% 9/0 45772FAC1 1,673 834,000 PRN   SOLE   834,000 0 0
INSEEGO CORP NOTE 3.250% 5/0 45782BAD6 809 841,000 PRN   SOLE   841,000 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 1,058 975,000 PRN   DFND 1 975,000 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 537 495,000 PRN   DFND 2 495,000 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 771 710,000 PRN   DFND 3 710,000 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 4,960 4,573,000 PRN   SOLE   4,573,000 0 0
INSULET CORP NOTE 1.375%11/1 45784PAH4 525 205,000 PRN   DFND 1 205,000 0 0
INSULET CORP NOTE 1.375%11/1 45784PAH4 3,097 1,210,000 PRN   SOLE   1,210,000 0 0
INTEL CORP COM 458140100 480 9,258 SH   SOLE   9,258 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 438 4,360 SH   SOLE   4,360 0 0
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 123 2,777 SH   DFND 2 2,777 0 0
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 263 5,948 SH   DFND 3 5,948 0 0
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 115 2,585 SH   SOLE   2,585 0 0
INVITAE CORP NOTE 2.000% 9/0 46185LAB9 3,162 1,916,000 PRN   SOLE   1,916,000 0 0
INVITAE CORP NOTE 2.000% 9/0 46185LAB9 990 600,000 PRN   DFND 1 600,000 0 0
ISHARES TR 1 3 YR TREAS BD 464287457 456 5,257 SH   SOLE   5,257 0 0
ISHARES TR CORE S&P500 ETF 464287200 76,608 227,955 SH   SOLE   227,955 0 0
ISHARES TR CORE US AGGBD ET 464287226 25,264 214,006 SH   SOLE   214,006 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 533 10,464 SH   SOLE   10,464 0 0
ISHARES TR MORTGE REL ETF 46435G342 3,155 122,405 SH   SOLE   122,405 0 0
ISHARES TR MSCI ACWI EX US 464288240 2,820 61,388 SH   SOLE   61,388 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 3,295 27,889 SH   SOLE   27,889 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 2,868 19,151 SH   SOLE   19,151 0 0
ISHARES TR U.S. TECH ETF 464287721 3,801 12,627 SH   SOLE   12,627 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 620 600,000 PRN   SOLE   600,000 0 0
ISTAR INC NOTE 3.125% 9/1 45031UCB5 356 335,000 PRN   DFND 2 335,000 0 0
ISTAR INC NOTE 3.125% 9/1 45031UCB5 832 782,000 PRN   DFND 3 782,000 0 0
ISTAR INC NOTE 3.125% 9/1 45031UCB5 142 133,000 PRN   SOLE   133,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 727 719,000 PRN   DFND 2 719,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 182 180,000 PRN   SOLE   180,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 1,412 1,397,000 PRN   DFND 3 1,397,000 0 0
JOHNSON & JOHNSON COM 478160104 894 6,005 SH   SOLE   6,005 0 0
JPMORGAN CHASE & CO COM 46625H100 1,033 10,738 SH   SOLE   10,738 0 0
KAMAN CORP NOTE 3.250% 5/0 483548AF0 347 353,000 PRN   DFND 2 353,000 0 0
KAMAN CORP NOTE 3.250% 5/0 483548AF0 707 719,000 PRN   DFND 3 719,000 0 0
KAMAN CORP NOTE 3.250% 5/0 483548AF0 126 128,000 PRN   SOLE   128,000 0 0
KBR INC NOTE 2.500%11/0 48242WAB2 1,043 925,000 PRN   DFND 1 925,000 0 0
KBR INC NOTE 2.500%11/0 48242WAB2 4,897 4,342,000 PRN   SOLE   4,342,000 0 0
KIMBERLY CLARK CORP COM 494368103 1,282 8,685 SH   SOLE   8,685 0 0
KKR REAL ESTATE FIN TR INC NOTE 6.125% 5/1 48251KAB6 679 694,000 PRN   DFND 2 694,000 0 0
KKR REAL ESTATE FIN TR INC NOTE 6.125% 5/1 48251KAB6 1,323 1,353,000 PRN   DFND 3 1,353,000 0 0
KKR REAL ESTATE FIN TR INC NOTE 6.125% 5/1 48251KAB6 201 205,000 PRN   SOLE   205,000 0 0
KNOWLES CORP NOTE 3.250%11/0 49926DAB5 379 357,000 PRN   DFND 2 357,000 0 0
KNOWLES CORP NOTE 3.250%11/0 49926DAB5 861 811,000 PRN   DFND 3 811,000 0 0
KNOWLES CORP NOTE 3.250%11/0 49926DAB5 88 82,000 PRN   SOLE   82,000 0 0
LIBERTY MEDIA CORP DEL DEB 3.500% 1/1 530715AN1 184 221,000 PRN   DFND 2 221,000 0 0
LIBERTY MEDIA CORP DEL DEB 3.500% 1/1 530715AN1 403 485,000 PRN   DFND 3 485,000 0 0
LIBERTY MEDIA CORP DEL DEB 3.500% 1/1 530715AN1 244 294,000 PRN   SOLE   294,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 830 700,000 PRN   DFND 1 700,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 6,361 5,367,000 PRN   SOLE   5,367,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 735 675,000 PRN   DFND 1 675,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 5,585 5,132,000 PRN   SOLE   5,132,000 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 718 796,000 PRN   DFND 2 796,000 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 1,078 1,195,000 PRN   DFND 3 1,195,000 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 234 259,000 PRN   SOLE   259,000 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 1,392 1,250,000 PRN   DFND 1 1,250,000 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 5,788 5,197,000 PRN   SOLE   5,197,000 0 0
LOCKHEED MARTIN CORP COM 539830109 253 659 SH   SOLE   659 0 0
LOEWS CORP COM 540424108 460 13,232 SH   SOLE   13,232 0 0
LOWES COS INC COM 548661107 211 1,269 SH   SOLE   1,269 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 1,126 804,000 PRN   SOLE   804,000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 306 338,000 PRN   SOLE   338,000 0 0
MARCUS CORP DEL COM 566330106 84 11,067 SH   SOLE   11,067 0 0
MASTERCARD INCORPORATED CL A 57636Q104 904 2,678 SH   SOLE   2,678 0 0
MCDONALDS CORP COM 580135101 473 2,156 SH   SOLE   2,156 0 0
MEDTRONIC PLC SHS G5960L103 337 3,237 SH   SOLE   3,237 0 0
MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 2,304 915,000 PRN   DFND 1 915,000 0 0
MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 6,274 2,490,000 PRN   SOLE   2,490,000 0 0
MERCK & CO. INC COM 58933Y105 532 6,408 SH   SOLE   6,408 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 359 346,000 PRN   DFND 2 346,000 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 782 754,000 PRN   DFND 3 754,000 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 1,063 1,025,000 PRN   DFND 1 1,025,000 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 6,424 6,192,000 PRN   SOLE   6,192,000 0 0
MFA FINL INC NOTE 6.250% 6/1 55272XAA0 851 912,000 PRN   DFND 2 912,000 0 0
MFA FINL INC NOTE 6.250% 6/1 55272XAA0 1,692 1,813,000 PRN   DFND 3 1,813,000 0 0
MFA FINL INC NOTE 6.250% 6/1 55272XAA0 804 861,000 PRN   SOLE   861,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AD6 1,259 565,000 PRN   DFND 1 565,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AD6 5,197 2,332,000 PRN   SOLE   2,332,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AF1 3,058 1,985,000 PRN   DFND 1 1,985,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AF1 15,784 10,243,000 PRN   SOLE   10,243,000 0 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 719 154,000 PRN   SOLE   154,000 0 0
MICROSOFT CORP COM 594918104 3,425 16,277 SH   SOLE   16,277 0 0
MOMO INC NOTE 1.250% 7/0 60879BAB3 240 306,000 PRN   SOLE   306,000 0 0
MOMO INC NOTE 1.250% 7/0 60879BAB3 687 878,000 PRN   DFND 2 878,000 0 0
MOMO INC NOTE 1.250% 7/0 60879BAB3 1,108 1,416,000 PRN   DFND 3 1,416,000 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 6,917 5,028,000 PRN   SOLE   5,028,000 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 1,183 860,000 PRN   DFND 1 860,000 0 0
NEW MTN FIN CORP NOTE 5.750% 8/1 647551AC4 667 666,000 PRN   DFND 2 666,000 0 0
NEW MTN FIN CORP NOTE 5.750% 8/1 647551AC4 1,252 1,250,000 PRN   DFND 3 1,250,000 0 0
NEW MTN FIN CORP NOTE 5.750% 8/1 647551AC4 184 184,000 PRN   SOLE   184,000 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 686 718,000 PRN   DFND 2 718,000 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 1,099 1,150,000 PRN   DFND 3 1,150,000 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 126 132,000 PRN   SOLE   132,000 0 0
NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944P307 766 17,820 SH   DFND 2 17,820 0 0
NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944P307 1,379 32,075 SH   DFND 3 32,075 0 0
NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944P307 224 5,215 SH   SOLE   5,215 0 0
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 285 297,000 PRN   SOLE   297,000 0 0
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 618 644,000 PRN   DFND 2 644,000 0 0
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 1,375 1,432,000 PRN   DFND 3 1,432,000 0 0
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 3,709 68,475 SH   SOLE   68,475 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 3,423 73,300 SH   SOLE   73,300 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 1,584 583,000 PRN   SOLE   583,000 0 0
NIKE INC CL B 654106103 338 2,698 SH   SOLE   2,698 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 296 247,000 PRN   DFND 2 247,000 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 507 424,000 PRN   DFND 3 424,000 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 95 79,000 PRN   SOLE   79,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 417 40,000 PRN   DFND 1 40,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 8,848 850,000 PRN   SOLE   850,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 674 651,000 PRN   DFND 2 651,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 1,128 1,089,000 PRN   DFND 3 1,089,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 218 210,000 PRN   SOLE   210,000 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 832 573,000 PRN   SOLE   573,000 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 1,193 821,000 PRN   DFND 3 821,000 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 577 397,000 PRN   DFND 2 397,000 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 9,411 5,312,000 PRN   SOLE   5,312,000 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 1,754 990,000 PRN   DFND 1 990,000 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 430 420,000 PRN   SOLE   420,000 0 0
NVIDIA CORPORATION COM 67066G104 700 1,295 SH   SOLE   1,295 0 0
OKTA INC NOTE 0.125% 9/0 679295AD7 2,975 2,250,000 PRN   DFND 1 2,250,000 0 0
OKTA INC NOTE 0.125% 9/0 679295AD7 11,932 9,025,000 PRN   SOLE   9,025,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 1,644 1,245,000 PRN   DFND 1 1,245,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 10,108 7,654,000 PRN   SOLE   7,654,000 0 0
ORACLE CORP COM 68389X105 320 5,368 SH   SOLE   5,368 0 0
OREILLY AUTOMOTIVE INC COM 67103H107 204 444 SH   SOLE   444 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 229 229,000 PRN   SOLE   229,000 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 696 696,000 PRN   DFND 2 696,000 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 1,151 1,150,000 PRN   DFND 3 1,150,000 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 15,072 13,368,000 PRN   SOLE   13,368,000 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 938 832,000 PRN   DFND 3 832,000 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 2,322 2,060,000 PRN   DFND 1 2,060,000 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 640 568,000 PRN   DFND 2 568,000 0 0
PAYPAL HLDGS INC COM 70450Y103 691 3,492 SH   SOLE   3,492 0 0
PENN NATL GAMING INC NOTE 2.750% 5/1 707569AU3 1,781 555,000 PRN   DFND 1 555,000 0 0
PENN NATL GAMING INC NOTE 2.750% 5/1 707569AU3 828 258,000 PRN   DFND 2 258,000 0 0
PENN NATL GAMING INC NOTE 2.750% 5/1 707569AU3 1,576 491,000 PRN   DFND 3 491,000 0 0
PENN NATL GAMING INC NOTE 2.750% 5/1 707569AU3 7,466 2,326,000 PRN   SOLE   2,326,000 0 0
PEPSICO INC COM 713448108 475 3,414 SH   SOLE   3,414 0 0
PERFICIENT INC NOTE 2.375% 9/1 71375UAB7 204 157,000 PRN   DFND 2 157,000 0 0
PERFICIENT INC NOTE 2.375% 9/1 71375UAB7 274 211,000 PRN   DFND 3 211,000 0 0
PERFICIENT INC NOTE 2.375% 9/1 71375UAB7 172 132,000 PRN   SOLE   132,000 0 0
PERKINELMER INC COM 714046109 274 2,165 SH   SOLE   2,165 0 0
PFIZER INC COM 717081103 691 18,855 SH   SOLE   18,855 0 0
PINDUODUO INC NOTE 10/0 722304AB8 3,842 2,128,000 PRN   SOLE   2,128,000 0 0
PINDUODUO INC NOTE 10/0 722304AB8 1,399 775,000 PRN   DFND 1 775,000 0 0
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 644 589,000 PRN   DFND 2 589,000 0 0
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 1,059 968,000 PRN   DFND 3 968,000 0 0
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 211 193,000 PRN   SOLE   193,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 9,910 9,314,000 PRN   SOLE   9,314,000 0 0
PROCTER AND GAMBLE CO COM 742718109 948 6,816 SH   SOLE   6,816 0 0
PROSPECT CAP CORP NOTE 6.375% 3/0 74348TAT9 2,948 2,890,000 PRN   SOLE   2,890,000 0 0
Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 1,102 900,000 PRN   DFND 1 900,000 0 0
Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 612 500,000 PRN   DFND 2 500,000 0 0
Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 1,026 838,000 PRN   DFND 3 838,000 0 0
Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 6,262 5,117,000 PRN   SOLE   5,117,000 0 0
QUALCOMM INC COM 747525103 209 1,766 SH   SOLE   1,766 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 211 258,000 PRN   SOLE   258,000 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 660 806,000 PRN   DFND 2 806,000 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 1,177 1,436,000 PRN   DFND 3 1,436,000 0 0
RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 391 375,000 PRN   SOLE   375,000 0 0
REALPAGE INC NOTE 1.500% 5/1 75606NAC3 626 608,000 PRN   SOLE   608,000 0 0
REDFIN CORP NOTE 1.750% 7/1 75737FAA6 541 312,000 PRN   SOLE   312,000 0 0
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 328 359,000 PRN   DFND 2 359,000 0 0
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 730 800,000 PRN   DFND 3 800,000 0 0
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 978 1,072,000 PRN   SOLE   1,072,000 0 0
REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 1,316 925,000 PRN   DFND 1 925,000 0 0
REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 6,693 4,709,000 PRN   SOLE   4,709,000 0 0
RETROPHIN INC NOTE 2.500% 9/1 761299AB2 164 194,000 PRN   SOLE   194,000 0 0
RETROPHIN INC NOTE 2.500% 9/1 761299AB2 402 476,000 PRN   DFND 2 476,000 0 0
RETROPHIN INC NOTE 2.500% 9/1 761299AB2 692 819,000 PRN   DFND 3 819,000 0 0
RH NOTE 6/1 74967XAA1 13,592 6,697,000 PRN   SOLE   6,697,000 0 0
RH NOTE 6/1 74967XAA1 2,598 1,280,000 PRN   DFND 1 1,280,000 0 0
RINGCENTRAL INC NOTE 3/1 76680RAD9 470 140,000 PRN   DFND 1 140,000 0 0
RINGCENTRAL INC NOTE 3/1 76680RAD9 3,681 1,096,000 PRN   SOLE   1,096,000 0 0
SALESFORCE COM INC COM 79466L302 574 2,277 SH   SOLE   2,277 0 0
SAREPTA THERAPEUTICS INC COM 803607100 204 1,439 SH   SOLE   1,439 0 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 2,353 1,135,000 PRN   DFND 1 1,135,000 0 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 10,953 5,283,000 PRN   SOLE   5,283,000 0 0
SEACOR HOLDINGS INC NOTE 3.250% 5/1 811904AN1 671 894,000 PRN   DFND 2 894,000 0 0
SEACOR HOLDINGS INC NOTE 3.250% 5/1 811904AN1 1,206 1,606,000 PRN   DFND 3 1,606,000 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 200 6,710 SH   SOLE   6,710 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 1,409 23,748 SH   SOLE   23,748 0 0
SEMPRA ENERGY 6% PFD CONV A 816851406 993 10,070 SH   SOLE   10,070 0 0
SERVICENOW INC COM 81762P102 378 780 SH   SOLE   780 0 0
SERVICENOW INC NOTE 6/0 81762PAC6 2,350 650,000 PRN   DFND 1 650,000 0 0
SERVICENOW INC NOTE 6/0 81762PAC6 12,116 3,352,000 PRN   SOLE   3,352,000 0 0
SHIP FIN INTL LTD NOTE 4.875% 5/0 824689AG8 292 336,000 PRN   DFND 2 336,000 0 0
SHIP FIN INTL LTD NOTE 4.875% 5/0 824689AG8 683 787,000 PRN   DFND 3 787,000 0 0
SHIP FIN INTL LTD NOTE 4.875% 5/0 824689AG8 110 127,000 PRN   SOLE   127,000 0 0
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 238 199,000 PRN   SOLE   199,000 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 1,841 1,330,000 PRN   DFND 1 1,330,000 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 11,605 8,382,000 PRN   SOLE   8,382,000 0 0
SOUTHERN CO UNIT 08/01/2022 842587602 581 12,490 SH   SOLE   12,490 0 0
SOUTHWEST AIRLS CO COM 844741108 223 5,893 SH   SOLE   5,893 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 44,750 34,289,000 PRN   SOLE   34,289,000 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 2,062 1,580,000 PRN   DFND 1 1,580,000 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 793 608,000 PRN   DFND 2 608,000 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 1,543 1,182,000 PRN   DFND 3 1,182,000 0 0
SPDR GOLD TR GOLD SHS 78463V107 2,856 16,132 SH   SOLE   16,132 0 0
SPDR SER TR BLMBRG BRC CNVRT 78464A359 3,390 49,199 SH   SOLE   49,199 0 0
SPIRIT AIRLS INC NOTE 4.750% 5/1 848577AA0 756 520,000 PRN   DFND 1 520,000 0 0
SPIRIT AIRLS INC NOTE 4.750% 5/1 848577AA0 3,454 2,378,000 PRN   SOLE   2,378,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 670 660,000 PRN   SOLE   660,000 0 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 1,828 1,315,000 PRN   DFND 1 1,315,000 0 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 8,235 5,925,000 PRN   SOLE   5,925,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 2,692 1,865,000 PRN   SOLE   1,865,000 0 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 4,547 2,100,000 PRN   DFND 1 2,100,000 0 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 18,499 8,545,000 PRN   SOLE   8,545,000 0 0
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 2,548 25,250 SH   DFND 1 25,250 0 0
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 16,793 166,397 SH   SOLE   166,397 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 1,666 1,756,000 PRN   DFND 3 1,756,000 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 297 313,000 PRN   SOLE   313,000 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 978 1,031,000 PRN   DFND 2 1,031,000 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 9,001 7,277,000 PRN   SOLE   7,277,000 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 1,991 1,610,000 PRN   DFND 1 1,610,000 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 233 2,856 SH   SOLE   2,856 0 0
TELADOC HEALTH INC NOTE 1.375% 5/1 87918AAC9 1,038 255,000 PRN   SOLE   255,000 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 2,016 790,000 PRN   DFND 1 790,000 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 8,726 3,421,000 PRN   SOLE   3,421,000 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 4,849 815,000 PRN   DFND 1 815,000 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 20,647 3,470,000 PRN   SOLE   3,470,000 0 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 10,680 1,545,000 PRN   DFND 1 1,545,000 0 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 48,933 7,079,000 PRN   SOLE   7,079,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 4,872 745,000 PRN   DFND 1 745,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 27,606 4,222,000 PRN   SOLE   4,222,000 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 282 322,000 PRN   DFND 2 322,000 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 119 136,000 PRN   SOLE   136,000 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 649 742,000 PRN   DFND 3 742,000 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 534 558,000 PRN   DFND 2 558,000 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 950 993,000 PRN   DFND 3 993,000 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 195 204,000 PRN   SOLE   204,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 387 877 SH   SOLE   877 0 0
TWILIO INC NOTE 0.250% 6/0 90138FAB8 2,556 735,000 PRN   DFND 1 735,000 0 0
TWILIO INC NOTE 0.250% 6/0 90138FAB8 8,996 2,587,000 PRN   SOLE   2,587,000 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 638 574,000 PRN   SOLE   574,000 0 0
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 662 664,000 PRN   DFND 2 664,000 0 0
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 1,265 1,268,000 PRN   DFND 3 1,268,000 0 0
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 154 154,000 PRN   SOLE   154,000 0 0
UNION PAC CORP COM 907818108 543 2,765 SH   SOLE   2,765 0 0
UNITED RENTALS INC COM 911363109 202 1,150 SH   SOLE   1,150 0 0
UNITEDHEALTH GROUP INC COM 91324P102 710 2,272 SH   SOLE   2,272 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 670 11,283 SH   SOLE   11,283 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 473 420,000 PRN   SOLE   420,000 0 0
VISA INC COM CL A 92826C839 741 3,714 SH   SOLE   3,714 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 376 389,000 PRN   DFND 2 389,000 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 584 604,000 PRN   DFND 3 604,000 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 152 157,000 PRN   SOLE   157,000 0 0
VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 495 514,000 PRN   DFND 2 514,000 0 0
VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 833 865,000 PRN   DFND 3 865,000 0 0
VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 164 171,000 PRN   SOLE   171,000 0 0
WALMART INC COM 931142103 335 2,401 SH   SOLE   2,401 0 0
WAYFAIR INC NOTE 0.375% 9/0 94419LAB7 1,162 416,000 PRN   SOLE   416,000 0 0
WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 3,886 1,875,000 PRN   SOLE   1,875,000 0 0
WAYFAIR INC NOTE 1.125%11/0 94419LAD3 6,521 2,538,000 PRN   SOLE   2,538,000 0 0
WAYFAIR INC NOTE 1.125%11/0 94419LAD3 2,454 955,000 PRN   DFND 1 955,000 0 0
WEIBO CORP NOTE 1.250%11/1 948596AC5 266 280,000 PRN   DFND 2 280,000 0 0
WEIBO CORP NOTE 1.250%11/1 948596AC5 491 517,000 PRN   DFND 3 517,000 0 0
WEIBO CORP NOTE 1.250%11/1 948596AC5 160 168,000 PRN   SOLE   168,000 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 10,968 2,928,000 PRN   SOLE   2,928,000 0 0
WELLS FARGO CO NEW COM 949746101 247 10,537 SH   SOLE   10,537 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 3,823 2,848 SH   SOLE   2,848 0 0
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 422 491,000 PRN   DFND 2 491,000 0 0
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 990 1,151,000 PRN   DFND 3 1,151,000 0 0
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 133 155,000 PRN   SOLE   155,000 0 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 2,227 2,345,000 PRN   SOLE   2,345,000 0 0
WILLIS TOWERS WATSON PLC LTD SHS G96629103 201 959 SH   SOLE   959 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 15,572 10,139,000 PRN   SOLE   10,139,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 3,195 2,080,000 PRN   DFND 1 2,080,000 0 0
WORKIVA INC NOTE 1.125% 8/1 98139AAB1 602 606,000 PRN   DFND 2 606,000 0 0
WORKIVA INC NOTE 1.125% 8/1 98139AAB1 1,171 1,178,000 PRN   DFND 3 1,178,000 0 0
YY INC NOTE 1.375% 6/1 98426TAF3 398 370,000 PRN   DFND 1 370,000 0 0
YY INC NOTE 1.375% 6/1 98426TAF3 817 760,000 PRN   DFND 2 760,000 0 0
YY INC NOTE 1.375% 6/1 98426TAF3 1,621 1,509,000 PRN   DFND 3 1,509,000 0 0
YY INC NOTE 1.375% 6/1 98426TAF3 2,969 2,764,000 PRN   SOLE   2,764,000 0 0
ZENDESK INC NOTE 0.250% 3/1 98936JAB7 1,806 1,054,000 PRN   SOLE   1,054,000 0 0
ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 1,106 777,000 PRN   SOLE   777,000 0 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 2,756 1,595,000 PRN   DFND 1 1,595,000 0 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 1,109 642,000 PRN   DFND 2 642,000 0 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 2,132 1,234,000 PRN   DFND 3 1,234,000 0 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 11,614 6,722,000 PRN   SOLE   6,722,000 0 0
ZYNGA INC NOTE 0.250% 6/0 98986TAB4 6,850 5,412,000 PRN   SOLE   5,412,000 0 0
ZYNGA INC NOTE 0.250% 6/0 98986TAB4 1,272 1,005,000 PRN   DFND 1 1,005,000 0 0