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 221 1,257 SH   SOLE   1,257 0 0
8X8 INC NEW NOTE 0.500% 2/0 282914AB6 647 446,000 PRN   DFND 2 446,000 0 0
8X8 INC NEW NOTE 0.500% 2/0 282914AB6 1,997 1,376,000 PRN   DFND 3 1,376,000 0 0
8X8 INC NEW NOTE 0.500% 2/0 282914AB6 258 178,000 PRN   SOLE   178,000 0 0
ABBOTT LABS COM 002824100 560 5,110 SH   SOLE   5,110 0 0
ABBVIE INC COM 00287Y109 381 3,555 SH   SOLE   3,555 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 303 1,157 SH   SOLE   1,157 0 0
ACIES ACQUISITION CORP UNIT 11/30/2027 G0103T121 107 10,000 SH   SOLE   10,000 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 449 892 SH   SOLE   892 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 985 86,000 PRN   DFND 1 86,000 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 4,974 435,000 PRN   SOLE   435,000 0 0
AIR PRODS & CHEMS INC COM 009158106 218 789 SH   SOLE   789 0 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 983 832,000 PRN   DFND 3 832,000 0 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 3,228 2,734,000 PRN   SOLE   2,734,000 0 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 592 501,000 PRN   DFND 2 501,000 0 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 738 625,000 PRN   DFND 1 625,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 7,235 5,846,000 PRN   SOLE   5,846,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 755 610,000 PRN   DFND 1 610,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 2,581 2,316,000 PRN   SOLE   2,316,000 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 1,122 825,000 PRN   SOLE   825,000 0 0
ALPHABET INC CAP STK CL A 02079K305 2,020 1,151 SH   SOLE   1,151 0 0
AMAZON COM INC COM 023135106 2,778 853 SH   SOLE   853 0 0
AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 426 340,000 PRN   DFND 1 340,000 0 0
AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 1,960 1,563,000 PRN   SOLE   1,563,000 0 0
AMERICAN ELEC PWR CO INC UNIT 08/01/2021 025537127 1,790 36,110 SH   SOLE   36,110 0 0
AMGEN INC COM 031162100 465 2,024 SH   SOLE   2,024 0 0
APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 570 340,000 PRN   DFND 2 340,000 0 0
APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 1,763 1,051,000 PRN   DFND 3 1,051,000 0 0
APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 183 109,000 PRN   SOLE   109,000 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 497 522,000 PRN   DFND 2 522,000 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 983 1,032,000 PRN   DFND 3 1,032,000 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 81 85,000 PRN   SOLE   85,000 0 0
APOLLO COML REAL EST FIN INC NOTE 5.375%10/1 03762UAC9 996 1,073,000 PRN   DFND 2 1,073,000 0 0
APOLLO COML REAL EST FIN INC NOTE 5.375%10/1 03762UAC9 2,610 2,811,000 PRN   DFND 3 2,811,000 0 0
APOLLO COML REAL EST FIN INC NOTE 5.375%10/1 03762UAC9 247 266,000 PRN   SOLE   266,000 0 0
APPLE INC COM 037833100 4,386 33,072 SH   SOLE   33,072 0 0
APPLIED MATLS INC COM 038222105 292 3,367 SH   SOLE   3,367 0 0
ARBOR REALTY TRUST INC NOTE 4.750%11/0 038923AP3 980 979,000 PRN   DFND 2 979,000 0 0
ARBOR REALTY TRUST INC NOTE 4.750%11/0 038923AP3 3,172 3,169,000 PRN   DFND 3 3,169,000 0 0
ARBOR REALTY TRUST INC NOTE 4.750%11/0 038923AP3 284 284,000 PRN   SOLE   284,000 0 0
ARES CAPITAL CORP COM 04010L103 175 10,424 SH   SOLE   10,424 0 0
ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 7,617 7,430,000 PRN   SOLE   7,430,000 0 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 9,447 8,975,000 PRN   SOLE   8,975,000 0 0
AT&T INC COM 00206R102 409 14,246 SH   SOLE   14,246 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 2,697 2,380,000 PRN   SOLE   2,380,000 0 0
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 119 114,000 PRN   SOLE   114,000 0 0
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 348 334,000 PRN   DFND 2 334,000 0 0
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 575 552,000 PRN   DFND 3 552,000 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 943 4,072 SH   SOLE   4,072 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 559 522,000 PRN   SOLE   522,000 0 0
BK OF AMERICA CORP COM 060505104 715 23,565 SH   SOLE   23,565 0 0
BLACKLINE INC NOTE 0.125% 8/0 09239BAB5 1,596 850,000 PRN   DFND 1 850,000 0 0
BLACKLINE INC NOTE 0.125% 8/0 09239BAB5 7,801 4,155,000 PRN   SOLE   4,155,000 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 647 650,000 PRN   DFND 2 650,000 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 1,780 1,788,000 PRN   DFND 3 1,788,000 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 211 212,000 PRN   SOLE   212,000 0 0
BLOOMIN BRANDS INC COM 094235108 287 14,651 SH   SOLE   14,651 0 0
BOEING CO COM 097023105 365 1,714 SH   SOLE   1,714 0 0
BOINGO WIRELESS INC NOTE 1.000%10/0 09739CAB8 121 132,000 PRN   SOLE   132,000 0 0
BOINGO WIRELESS INC NOTE 1.000%10/0 09739CAB8 510 557,000 PRN   DFND 2 557,000 0 0
BOINGO WIRELESS INC NOTE 1.000%10/0 09739CAB8 994 1,086,000 PRN   DFND 3 1,086,000 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 268 4,317 SH   SOLE   4,317 0 0
BROADCOM INC COM 11135F101 412 939 SH   SOLE   939 0 0
CELANESE CORP DEL COM 150870103 209 1,608 SH   SOLE   1,608 0 0
CERBERUS TELECOM ACQUISITION UNIT 99/99/9999 G2040C112 72 6,719 SH   DFND 2 6,719 0 0
CERBERUS TELECOM ACQUISITION UNIT 99/99/9999 G2040C112 134 12,572 SH   DFND 3 12,572 0 0
CERBERUS TELECOM ACQUISITION UNIT 99/99/9999 G2040C112 8 709 SH   SOLE   709 0 0
CHANGE HEALTHCARE INC UNIT 99/99/9999 15912K209 1,072 16,500 SH   DFND 1 16,500 0 0
CHANGE HEALTHCARE INC UNIT 99/99/9999 15912K209 4,405 67,805 SH   SOLE   67,805 0 0
CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 612 636,000 PRN   DFND 2 636,000 0 0
CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 1,795 1,864,000 PRN   DFND 3 1,864,000 0 0
CHEGG INC NOTE 0.125% 3/1 163092AD1 1,708 942,000 PRN   SOLE   942,000 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 825 1,056,000 PRN   DFND 2 1,056,000 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 2,184 2,795,000 PRN   DFND 3 2,795,000 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 273 349,000 PRN   SOLE   349,000 0 0
CHIMERA INVT CORP NOTE 7.000% 4/0 16934QAA7 28 18,000 PRN   SOLE   18,000 0 0
CISCO SYS INC COM 17275R102 507 11,313 SH   SOLE   11,313 0 0
CITIGROUP INC COM NEW 172967424 257 4,184 SH   SOLE   4,184 0 0
CLEVELAND-CLIFFS INC NEW DBCV 1.500% 1/1 185899AA9 1,456 750,000 PRN   DFND 1 750,000 0 0
CLEVELAND-CLIFFS INC NEW DBCV 1.500% 1/1 185899AA9 7,450 3,836,000 PRN   SOLE   3,836,000 0 0
COCA COLA CO COM 191216100 544 9,942 SH   SOLE   9,942 0 0
COLFAX CORP UNIT 01/15/2022T 194014205 1,688 10,550 SH   DFND 1 10,550 0 0
COLFAX CORP UNIT 01/15/2022T 194014205 8,260 51,618 SH   SOLE   51,618 0 0
COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625XAB8 593 444,000 PRN   SOLE   444,000 0 0
COMCAST CORP NEW CL A 20030N101 565 10,778 SH   SOLE   10,778 0 0
CONMED CORP NOTE 2.625% 2/0 207410AF8 1,817 1,300,000 PRN   DFND 1 1,300,000 0 0
CONMED CORP NOTE 2.625% 2/0 207410AF8 9,856 7,049,000 PRN   SOLE   7,049,000 0 0
CONX CORP UNIT 10/30/2027 212873202 44 4,186 SH   DFND 2 4,186 0 0
CONX CORP UNIT 10/30/2027 212873202 88 8,416 SH   DFND 3 8,416 0 0
CONX CORP UNIT 10/30/2027 212873202 77 7,398 SH   SOLE   7,398 0 0
COSTCO WHSL CORP NEW COM 22160K105 492 1,301 SH   SOLE   1,301 0 0
COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 1,132 520,000 PRN   SOLE   520,000 0 0
CREE INC NOTE 0.875% 9/0 225447AB7 546 301,000 PRN   DFND 2 301,000 0 0
CREE INC NOTE 0.875% 9/0 225447AB7 1,011 557,000 PRN   DFND 3 557,000 0 0
CREE INC NOTE 0.875% 9/0 225447AB7 1,351 743,000 PRN   SOLE   743,000 0 0
CSG SYS INTL INC NOTE 4.250% 3/1 126349AF6 160 153,000 PRN   SOLE   153,000 0 0
CUMMINS INC COM 231021106 223 985 SH   SOLE   985 0 0
D R HORTON INC COM 23331A109 227 3,285 SH   SOLE   3,285 0 0
DANAHER CORPORATION COM 235851102 483 2,171 SH   SOLE   2,171 0 0
DBX ETF TR XTRACK HRVST CSI 233051879 518 12,951 SH   SOLE   12,951 0 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 859 378,000 PRN   SOLE   378,000 0 0
DICKS SPORTING GOODS INC COM 253393102 251 4,459 SH   SOLE   4,459 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 1,191 1,249,000 PRN   SOLE   1,249,000 0 0
DISNEY WALT CO COM 254687106 757 4,185 SH   SOLE   4,185 0 0
DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 7,536 2,419,000 PRN   SOLE   2,419,000 0 0
DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 1,636 525,000 PRN   DFND 1 525,000 0 0
DOMINION ENERGY INC UNIT 99/99/9999 25746U133 2,378 23,950 SH   SOLE   23,950 0 0
DTE ENERGY CO UNIT 11/01/2022S 233331842 1,572 33,200 SH   SOLE   33,200 0 0
EATON CORP PLC SHS G29183103 264 2,203 SH   SOLE   2,203 0 0
ELANCO ANIMAL HEALTH INC UNIT 02/01/2023T 28414H202 440 9,250 SH   DFND 1 9,250 0 0
ELANCO ANIMAL HEALTH INC UNIT 02/01/2023T 28414H202 3,889 81,800 SH   SOLE   81,800 0 0
EMPOWER LTD UNIT 99/99/9999 G3R39W128 104 10,000 SH   SOLE   10,000 0 0
ENCORE CAP EUROPE FIN LTD NOTE 4.500% 9/0 29260UAA5 1,361 1,207,000 PRN   DFND 3 1,207,000 0 0
ENCORE CAP EUROPE FIN LTD NOTE 4.500% 9/0 29260UAA5 161 143,000 PRN   SOLE   143,000 0 0
ENCORE CAP EUROPE FIN LTD NOTE 4.500% 9/0 29260UAA5 451 400,000 PRN   DFND 2 400,000 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 552 554,000 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
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 337 339,000 PRN   DFND 2 339,000 0 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 630 477,000 PRN   DFND 2 477,000 0 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 1,626 1,231,000 PRN   DFND 3 1,231,000 0 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 799 605,000 PRN   SOLE   605,000 0 0
ESSENTIAL UTILS INC UNIT 04/30/2022 29670G201 2,112 34,880 SH   SOLE   34,880 0 0
ETSY INC COM 29786A106 284 1,592 SH   SOLE   1,592 0 0
ETSY INC NOTE 0.125%10/0 29786AAJ5 905 426,000 PRN   SOLE   426,000 0 0
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 12,155 10,753,000 PRN   SOLE   10,753,000 0 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 650 440,000 PRN   DFND 2 440,000 0 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 1,660 1,124,000 PRN   DFND 3 1,124,000 0 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 201 136,000 PRN   SOLE   136,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 2,754 1,990,000 PRN   DFND 1 1,990,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 858 620,000 PRN   DFND 2 620,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 2,728 1,971,000 PRN   DFND 3 1,971,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 13,756 9,941,000 PRN   SOLE   9,941,000 0 0
FACEBOOK INC CL A 30303M102 1,502 5,499 SH   SOLE   5,499 0 0
FAR PEAK ACQUISITION CORP UNIT 99/99/9999 G3312L129 104 10,000 SH   DFND 3 10,000 0 0
FAR PEAK ACQUISITION CORP UNIT 99/99/9999 G3312L129 104 10,000 SH   SOLE   10,000 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 139 141,000 PRN   SOLE   141,000 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 18 18,000 PRN   DFND 2 18,000 0 0
FIRST MAJESTIC SILVER CORP NOTE 1.875% 3/0 32076VAB9 604 409,000 PRN   DFND 3 409,000 0 0
FIRST MAJESTIC SILVER CORP NOTE 1.875% 3/0 32076VAB9 149 101,000 PRN   SOLE   101,000 0 0
FIRST MAJESTIC SILVER CORP NOTE 1.875% 3/0 32076VAB9 354 240,000 PRN   DFND 2 240,000 0 0
FIRST TR EXCH TRADED FD III PFD SECS INC ETF 33739E108 5,442 269,420 SH   SOLE   269,420 0 0
FIRST TR EXCHANGE-TRADED FD DJ INTERNT IDX 33733E302 3,216 15,154 PRN   SOLE   15,154 0 0
FIRST TR EXCHANGE-TRADED FD FST LOW OPPT EFT 33739Q200 8,326 161,790 SH   SOLE   161,790 0 0
FIRST TR EXCHANGE-TRADED FD MULTI ASSET DI 33738R100 455 30,249 SH   SOLE   30,249 0 0
FIRST TR EXCHANGE-TRADED FD SSI STRG ETF 33739Q507 333 6,808 SH   SOLE   6,808 0 0
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 569 645,000 PRN   DFND 2 645,000 0 0
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 1,463 1,658,000 PRN   DFND 3 1,658,000 0 0
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 174 197,000 PRN   SOLE   197,000 0 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 625 608,000 PRN   SOLE   608,000 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 1,629 1,297,000 PRN   DFND 3 1,297,000 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 619 493,000 PRN   SOLE   493,000 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 528 420,000 PRN   DFND 2 420,000 0 0
GENERAL MTRS CO COM 37045V100 240 5,787 SH   SOLE   5,787 0 0
GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 290 322,000 PRN   DFND 2 322,000 0 0
GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 550 611,000 PRN   DFND 3 611,000 0 0
GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 60 67,000 PRN   SOLE   67,000 0 0
GRANITE CONSTR INC NOTE 2.750%11/0 387328AB3 216 201,000 PRN   SOLE   201,000 0 0
GRANITE CONSTR INC NOTE 2.750%11/0 387328AB3 764 710,000 PRN   DFND 2 710,000 0 0
GRANITE CONSTR INC NOTE 2.750%11/0 387328AB3 2,041 1,897,000 PRN   DFND 3 1,897,000 0 0
GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 340 372,000 PRN   SOLE   372,000 0 0
GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 569 624,000 PRN   DFND 2 624,000 0 0
GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 1,205 1,320,000 PRN   DFND 3 1,320,000 0 0
GUESS INC NOTE 2.000% 4/1 401617AD7 1,112 1,000,000 PRN   DFND 1 1,000,000 0 0
GUESS INC NOTE 2.000% 4/1 401617AD7 5,137 4,620,000 PRN   SOLE   4,620,000 0 0
HANNON ARMSTRONG SUST INFR C NOTE 8/1 41068XAD2 4,439 3,297,000 PRN   SOLE   3,297,000 0 0
HANNON ARMSTRONG SUST INFR C NOTE 8/1 41068XAD2 1,097 815,000 PRN   DFND 1 815,000 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 4.125% 9/1 42330PAJ6 260 273,000 PRN   DFND 2 273,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 631 662,000 PRN   DFND 3 662,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 391 376,000 PRN   DFND 2 376,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 987 950,000 PRN   DFND 3 950,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 1,562 1,504,000 PRN   SOLE   1,504,000 0 0
HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 3,095 3,013,000 PRN   SOLE   3,013,000 0 0
HOME DEPOT INC COM 437076102 958 3,607 SH   SOLE   3,607 0 0
HONEYWELL INTL INC COM 438516106 383 1,799 SH   SOLE   1,799 0 0
II-VI INC NOTE 0.250% 9/0 902104AB4 1,211 725,000 PRN   DFND 1 725,000 0 0
II-VI INC NOTE 0.250% 9/0 902104AB4 935 560,000 PRN   DFND 2 560,000 0 0
II-VI INC NOTE 0.250% 9/0 902104AB4 2,565 1,536,000 PRN   DFND 3 1,536,000 0 0
II-VI INC NOTE 0.250% 9/0 902104AB4 6,723 4,027,000 PRN   SOLE   4,027,000 0 0
ILLINOIS TOOL WKS INC COM 452308109 212 1,031 SH   SOLE   1,031 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 13,974 9,564,000 PRN   SOLE   9,564,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 965 660,000 PRN   DFND 1 660,000 0 0
ILLUMINA INC NOTE 8/1 452327AK5 27,582 24,472,000 PRN   SOLE   24,472,000 0 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 898 724,000 PRN   DFND 3 724,000 0 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 200 161,000 PRN   SOLE   161,000 0 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 453 365,000 PRN   DFND 2 365,000 0 0
INPHI CORP COM 45772F107 244 1,530 SH   SOLE   1,530 0 0
INPHI CORP NOTE 0.750% 9/0 45772FAC1 940 331,000 PRN   SOLE   331,000 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 331 295,000 PRN   DFND 2 295,000 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 797 710,000 PRN   DFND 3 710,000 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 858 765,000 PRN   DFND 1 765,000 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 5,342 4,762,000 PRN   SOLE   4,762,000 0 0
INSULET CORP NOTE 0.375% 9/0 45784PAK7 3,368 2,555,000 PRN   DFND 1 2,555,000 0 0
INSULET CORP NOTE 0.375% 9/0 45784PAK7 16,422 12,458,000 PRN   SOLE   12,458,000 0 0
INTEL CORP COM 458140100 462 9,250 SH   SOLE   9,250 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 503 4,350 SH   SOLE   4,350 0 0
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 241 5,948 SH   DFND 3 5,948 0 0
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 51 1,275 SH   SOLE   1,275 0 0
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 112 2,777 SH   DFND 2 2,777 0 0
INVITAE CORP NOTE 2.000% 9/0 46185LAB9 4,652 2,906,000 PRN   SOLE   2,906,000 0 0
INVITAE CORP NOTE 2.000% 9/0 46185LAB9 1,160 725,000 PRN   DFND 1 725,000 0 0
IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 597 585,000 PRN   DFND 2 585,000 0 0
IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 1,519 1,488,000 PRN   DFND 3 1,488,000 0 0
IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 180 177,000 PRN   SOLE   177,000 0 0
ISHARES INC CORE MSCI EMKT 46434G103 2,709 43,649 SH   SOLE   43,649 0 0
ISHARES TR 1 3 YR TREAS BD 464287457 454 5,257 SH   SOLE   5,257 0 0
ISHARES TR CORE S&P500 ETF 464287200 81,299 216,579 SH   SOLE   216,579 0 0
ISHARES TR CORE US AGGBD ET 464287226 27,811 235,323 SH   SOLE   235,323 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 502 9,864 SH   SOLE   9,864 0 0
ISHARES TR JPMORGAN USD EMG 464288281 251 2,170 SH   SOLE   2,170 0 0
ISHARES TR MORTGE REL ETF 46435G342 3,921 123,210 SH   SOLE   123,210 0 0
ISHARES TR MSCI ACWI EX US 464288240 3,400 64,125 SH   SOLE   64,125 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 3,846 28,115 SH   SOLE   28,115 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 3,355 17,102 SH   SOLE   17,102 0 0
ISHARES TR U.S. BAS MTL ETF 464287838 200 1,762 SH   SOLE   1,762 0 0
ISHARES TR U.S. REAL ES ETF 464287739 212 2,477 SH   SOLE   2,477 0 0
ISHARES TR U.S. TECH ETF 464287721 2,671 31,424 SH   SOLE   31,424 0 0
ISTAR INC NOTE 3.125% 9/1 45031UCB5 539 458,000 PRN   DFND 2 458,000 0 0
ISTAR INC NOTE 3.125% 9/1 45031UCB5 1,352 1,149,000 PRN   DFND 3 1,149,000 0 0
ISTAR INC NOTE 3.125% 9/1 45031UCB5 168 143,000 PRN   SOLE   143,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 764 719,000 PRN   DFND 2 719,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 2,233 2,101,000 PRN   DFND 3 2,101,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 191 180,000 PRN   SOLE   180,000 0 0
JOHNSON & JOHNSON COM 478160104 943 5,991 SH   SOLE   5,991 0 0
JPMORGAN CHASE & CO COM 46625H100 1,363 10,729 SH   SOLE   10,729 0 0
KAMAN CORP NOTE 3.250% 5/0 483548AF0 147 128,000 PRN   SOLE   128,000 0 0
KAMAN CORP NOTE 3.250% 5/0 483548AF0 407 353,000 PRN   DFND 2 353,000 0 0
KAMAN CORP NOTE 3.250% 5/0 483548AF0 828 719,000 PRN   DFND 3 719,000 0 0
KBR INC NOTE 2.500%11/0 48242WAB2 1,060 775,000 PRN   DFND 1 775,000 0 0
KBR INC NOTE 2.500%11/0 48242WAB2 5,159 3,771,000 PRN   SOLE   3,771,000 0 0
KIMBERLY-CLARK CORP COM 494368103 1,171 8,685 SH   SOLE   8,685 0 0
KKR REAL ESTATE FIN TR INC NOTE 6.125% 5/1 48251KAB6 699 694,000 PRN   DFND 2 694,000 0 0
KKR REAL ESTATE FIN TR INC NOTE 6.125% 5/1 48251KAB6 1,362 1,353,000 PRN   DFND 3 1,353,000 0 0
KKR REAL ESTATE FIN TR INC NOTE 6.125% 5/1 48251KAB6 206 205,000 PRN   SOLE   205,000 0 0
KNOWLES CORP NOTE 3.250%11/0 49926DAB5 404 357,000 PRN   DFND 2 357,000 0 0
KNOWLES CORP NOTE 3.250%11/0 49926DAB5 918 811,000 PRN   DFND 3 811,000 0 0
KNOWLES CORP NOTE 3.250%11/0 49926DAB5 93 82,000 PRN   SOLE   82,000 0 0
LIBERTY MEDIA CORP DEL COM SER C FRMLA 531229854 227 5,301 SH   SOLE   5,301 0 0
LIBERTY MEDIA CORP DEL DEB 3.500% 1/1 530715AN1 199 221,000 PRN   DFND 2 221,000 0 0
LIBERTY MEDIA CORP DEL DEB 3.500% 1/1 530715AN1 436 485,000 PRN   DFND 3 485,000 0 0
LIBERTY MEDIA CORP DEL DEB 3.500% 1/1 530715AN1 264 294,000 PRN   SOLE   294,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 1,147 900,000 PRN   DFND 1 900,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 6,881 5,400,000 PRN   SOLE   5,400,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 6,442 5,097,000 PRN   SOLE   5,097,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 1,264 1,000,000 PRN   DFND 1 1,000,000 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 749 796,000 PRN   DFND 2 796,000 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 2,395 2,545,000 PRN   DFND 3 2,545,000 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 244 259,000 PRN   SOLE   259,000 0 0
LINDE PLC SHS G5494J103 231 869 SH   SOLE   869 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 1,781 1,380,000 PRN   DFND 1 1,380,000 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 8,704 6,741,000 PRN   SOLE   6,741,000 0 0
LOCKHEED MARTIN CORP COM 539830109 237 659 SH   SOLE   659 0 0
LOEWS CORP COM 540424108 596 13,232 SH   SOLE   13,232 0 0
LOWES COS INC COM 548661107 204 1,267 SH   SOLE   1,267 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 19,551 16,034,000 PRN   SOLE   16,034,000 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 3,689 3,025,000 PRN   DFND 1 3,025,000 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 694 569,000 PRN   DFND 2 569,000 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 2,141 1,756,000 PRN   DFND 3 1,756,000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 59 59,000 PRN   SOLE   59,000 0 0
MARCUS CORP DEL COM 566330106 150 11,057 SH   SOLE   11,057 0 0
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 724 640,000 PRN   SOLE   640,000 0 0
MASTERCARD INCORPORATED CL A 57636Q104 550 1,543 SH   SOLE   1,543 0 0
MCDONALDS CORP COM 580135101 463 2,154 SH   SOLE   2,154 0 0
MEDTRONIC PLC SHS G5960L103 378 3,235 SH   SOLE   3,235 0 0
MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 4,056 1,070,000 PRN   DFND 1 1,070,000 0 0
MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 14,336 3,781,000 PRN   SOLE   3,781,000 0 0
MERCK & CO. INC COM 58933Y105 525 6,403 SH   SOLE   6,403 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 1,463 1,275,000 PRN   DFND 1 1,275,000 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 397 346,000 PRN   DFND 2 346,000 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 865 754,000 PRN   DFND 3 754,000 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 8,119 7,075,000 PRN   SOLE   7,075,000 0 0
MFA FINL INC NOTE 6.250% 6/1 55272XAA0 1,160 1,166,000 PRN   SOLE   1,166,000 0 0
MFA FINL INC NOTE 6.250% 6/1 55272XAA0 2,301 2,313,000 PRN   DFND 3 2,313,000 0 0
MFA FINL INC NOTE 6.250% 6/1 55272XAA0 907 912,000 PRN   DFND 2 912,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AD6 33 11,000 PRN   SOLE   11,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AF1 4,318 2,135,000 PRN   DFND 1 2,135,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AF1 21,096 10,431,000 PRN   SOLE   10,431,000 0 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 828 110,000 PRN   DFND 1 110,000 0 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 5,103 677,000 PRN   SOLE   677,000 0 0
MICROSOFT CORP COM 594918104 3,613 16,239 SH   SOLE   16,239 0 0
MOMO INC NOTE 1.250% 7/0 60879BAB3 733 878,000 PRN   DFND 2 878,000 0 0
MOMO INC NOTE 1.250% 7/0 60879BAB3 2,091 2,504,000 PRN   DFND 3 2,504,000 0 0
MOMO INC NOTE 1.250% 7/0 60879BAB3 265 318,000 PRN   SOLE   318,000 0 0
NETFLIX INC COM 64110L106 341 629 SH   SOLE   629 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 288 209,000 PRN   SOLE   209,000 0 0
NEW MTN FIN CORP NOTE 5.750% 8/1 647551AC4 190 184,000 PRN   SOLE   184,000 0 0
NEW MTN FIN CORP NOTE 5.750% 8/1 647551AC4 427 416,000 PRN   DFND 2 416,000 0 0
NEW MTN FIN CORP NOTE 5.750% 8/1 647551AC4 1,284 1,250,000 PRN   DFND 3 1,250,000 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 166 169,000 PRN   SOLE   169,000 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 703 718,000 PRN   DFND 2 718,000 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 2,070 2,113,000 PRN   DFND 3 2,113,000 0 0
NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944P307 769 16,768 SH   DFND 2 16,768 0 0
NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944P307 1,810 39,483 SH   DFND 3 39,483 0 0
NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944P307 225 4,907 SH   SOLE   4,907 0 0
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 634 644,000 PRN   DFND 2 644,000 0 0
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 1,450 1,472,000 PRN   DFND 3 1,472,000 0 0
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 293 297,000 PRN   SOLE   297,000 0 0
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 4,607 78,350 SH   SOLE   78,350 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 763 15,000 SH   DFND 1 15,000 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 8,010 157,485 SH   SOLE   157,485 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 1,983 583,000 PRN   SOLE   583,000 0 0
NIKE INC CL B 654106103 381 2,696 SH   SOLE   2,696 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 220 8,575 SH   SOLE   8,575 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 311 247,000 PRN   DFND 2 247,000 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 534 424,000 PRN   DFND 3 424,000 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 99 79,000 PRN   SOLE   79,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 592 40,000 PRN   DFND 1 40,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 8,727 589,000 PRN   SOLE   589,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 740 651,000 PRN   DFND 2 651,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 2,146 1,889,000 PRN   DFND 3 1,889,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 238 210,000 PRN   SOLE   210,000 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 2,364 1,270,000 PRN   DFND 1 1,270,000 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 739 397,000 PRN   DFND 2 397,000 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 1,528 821,000 PRN   DFND 3 821,000 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 10,467 5,623,000 PRN   SOLE   5,623,000 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 2,150 945,000 PRN   SOLE   945,000 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 371 371,000 PRN   SOLE   371,000 0 0
NVIDIA CORPORATION COM 67066G104 675 1,293 SH   SOLE   1,293 0 0
OKTA INC NOTE 0.125% 9/0 679295AD7 2,865 1,925,000 PRN   DFND 1 1,925,000 0 0
OKTA INC NOTE 0.125% 9/0 679295AD7 12,622 8,481,000 PRN   SOLE   8,481,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 15,086 8,929,000 PRN   SOLE   8,929,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 2,789 1,650,000 PRN   DFND 1 1,650,000 0 0
ORACLE CORP COM 68389X105 347 5,363 SH   SOLE   5,363 0 0
OREILLY AUTOMOTIVE INC COM 67103H107 201 444 SH   SOLE   444 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 244 229,000 PRN   SOLE   229,000 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 743 696,000 PRN   DFND 2 696,000 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 2,294 2,150,000 PRN   DFND 3 2,150,000 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 23,203 16,450,000 PRN   SOLE   16,450,000 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 1,715 1,216,000 PRN   DFND 3 1,216,000 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 4,104 2,910,000 PRN   DFND 1 2,910,000 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 801 568,000 PRN   DFND 2 568,000 0 0
PARKER-HANNIFIN CORP COM 701094104 223 818 SH   SOLE   818 0 0
PAYPAL HLDGS INC COM 70450Y103 817 3,489 SH   SOLE   3,489 0 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 1,072 1,012,000 PRN   DFND 1 1,012,000 0 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 5,229 4,938,000 PRN   SOLE   4,938,000 0 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 138 130,000 PRN   DFND 3 130,000 0 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 53 50,000 PRN   DFND 2 50,000 0 0
PENN NATL GAMING INC NOTE 2.750% 5/1 707569AU3 1,754 465,000 PRN   DFND 1 465,000 0 0
PENN NATL GAMING INC NOTE 2.750% 5/1 707569AU3 8,606 2,281,000 PRN   SOLE   2,281,000 0 0
PENNYMAC CORP NOTE 5.500%11/0 70932AAD5 1,066 1,085,000 PRN   DFND 2 1,085,000 0 0
PENNYMAC CORP NOTE 5.500%11/0 70932AAD5 2,634 2,681,000 PRN   DFND 3 2,681,000 0 0
PENNYMAC CORP NOTE 5.500%11/0 70932AAD5 227 231,000 PRN   SOLE   231,000 0 0
PEPSICO INC COM 713448108 504 3,405 SH   SOLE   3,405 0 0
PERKINELMER INC COM 714046109 310 2,163 SH   SOLE   2,163 0 0
PFIZER INC COM 717081103 691 18,792 SH   SOLE   18,792 0 0
PINDUODUO INC NOTE 12/0 722304AC6 3,774 3,060,000 PRN   DFND 1 3,060,000 0 0
PINDUODUO INC NOTE 12/0 722304AC6 16,680 13,524,000 PRN   SOLE   13,524,000 0 0
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 263 242,000 PRN   SOLE   242,000 0 0
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 852 785,000 PRN   DFND 2 785,000 0 0
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 2,140 1,973,000 PRN   DFND 3 1,973,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 10,790 9,310,000 PRN   SOLE   9,310,000 0 0
PROCTER AND GAMBLE CO COM 742718109 946 6,801 SH   SOLE   6,801 0 0
PROSPECT CAP CORP NOTE 6.375% 3/0 74348TAT9 8,774 8,545,000 PRN   SOLE   8,545,000 0 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 566 515,000 PRN   DFND 1 515,000 0 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 2,717 2,474,000 PRN   SOLE   2,474,000 0 0
Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 766 500,000 PRN   DFND 2 500,000 0 0
Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 2,049 1,338,000 PRN   DFND 3 1,338,000 0 0
Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 1,261 822,000 PRN   SOLE   822,000 0 0
QUALCOMM INC COM 747525103 267 1,764 SH   SOLE   1,764 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 720 806,000 PRN   DFND 2 806,000 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 1,284 1,436,000 PRN   DFND 3 1,436,000 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 230 258,000 PRN   SOLE   258,000 0 0
RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 420 375,000 PRN   SOLE   375,000 0 0
REALPAGE INC NOTE 1.500% 5/1 75606NAC3 651 508,000 PRN   SOLE   508,000 0 0
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 1,108 1,174,000 PRN   SOLE   1,174,000 0 0
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 2,569 2,724,000 PRN   DFND 3 2,724,000 0 0
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 833 883,000 PRN   DFND 2 883,000 0 0
REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 1,619 925,000 PRN   DFND 1 925,000 0 0
REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 8,151 4,655,000 PRN   SOLE   4,655,000 0 0
RETROPHIN INC NOTE 2.500% 9/1 761299AB2 480 476,000 PRN   DFND 2 476,000 0 0
RETROPHIN INC NOTE 2.500% 9/1 761299AB2 826 819,000 PRN   DFND 3 819,000 0 0
RETROPHIN INC NOTE 2.500% 9/1 761299AB2 196 194,000 PRN   SOLE   194,000 0 0
RH NOTE 6/1 74967XAA1 1,875 800,000 PRN   DFND 1 800,000 0 0
RH NOTE 6/1 74967XAA1 9,980 4,259,000 PRN   SOLE   4,259,000 0 0
RINGCENTRAL INC NOTE 3/1 76680RAD9 427 91,000 PRN   SOLE   91,000 0 0
SALESFORCE COM INC COM 79466L302 351 1,569 SH   SOLE   1,569 0 0
SAREPTA THERAPEUTICS INC COM 803607100 247 1,437 SH   SOLE   1,437 0 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 2,820 1,150,000 PRN   DFND 1 1,150,000 0 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 12,902 5,262,000 PRN   SOLE   5,262,000 0 0
SEACOR HOLDINGS INC NOTE 3.250% 5/1 811904AN1 473 489,000 PRN   DFND 2 489,000 0 0
SEACOR HOLDINGS INC NOTE 3.250% 5/1 811904AN1 1,463 1,511,000 PRN   DFND 3 1,511,000 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 1,489 23,728 SH   SOLE   23,728 0 0
SERVICENOW INC COM 81762P102 303 551 SH   SOLE   551 0 0
SERVICENOW INC NOTE 6/0 81762PAC6 1,549 380,000 PRN   DFND 1 380,000 0 0
SERVICENOW INC NOTE 6/0 81762PAC6 7,985 1,959,000 PRN   SOLE   1,959,000 0 0
SHIP FIN INTL LTD NOTE 4.875% 5/0 824689AG8 347 394,000 PRN   DFND 2 394,000 0 0
SHIP FIN INTL LTD NOTE 4.875% 5/0 824689AG8 1,073 1,218,000 PRN   DFND 3 1,218,000 0 0
SHIP FIN INTL LTD NOTE 4.875% 5/0 824689AG8 122 138,000 PRN   SOLE   138,000 0 0
SHOPIFY INC NOTE 0.125%11/0 82509LAA5 1,395 1,185,000 PRN   DFND 1 1,185,000 0 0
SHOPIFY INC NOTE 0.125%11/0 82509LAA5 7,467 6,342,000 PRN   SOLE   6,342,000 0 0
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 272 199,000 PRN   SOLE   199,000 0 0
SILVER SPIKE ACQUISITION COR CL A SHS G8136L106 205 15,840 SH   SOLE   15,840 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 4,834 2,135,000 PRN   DFND 1 2,135,000 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 23,194 10,243,000 PRN   SOLE   10,243,000 0 0
SOUTHERN CO UNIT 08/01/2022 842587602 1,914 36,870 SH   SOLE   36,870 0 0
SOUTHWEST AIRLS CO COM 844741108 275 5,887 SH   SOLE   5,887 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 2,760 1,900,000 PRN   DFND 1 1,900,000 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 503 346,000 PRN   DFND 2 346,000 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 1,503 1,035,000 PRN   DFND 3 1,035,000 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 55,059 37,906,000 PRN   SOLE   37,906,000 0 0
SPDR SER TR BLMBRG BRC CNVRT 78464A359 3,725 44,993 SH   SOLE   44,993 0 0
SPIRIT AIRLS INC NOTE 4.750% 5/1 848577AA0 1,367 635,000 PRN   DFND 1 635,000 0 0
SPIRIT AIRLS INC NOTE 4.750% 5/1 848577AA0 6,221 2,889,000 PRN   SOLE   2,889,000 0 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 1,866 1,430,000 PRN   DFND 1 1,430,000 0 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 7,659 5,869,000 PRN   SOLE   5,869,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 1,196 886,000 PRN   SOLE   886,000 0 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 5,124 1,830,000 PRN   DFND 1 1,830,000 0 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 24,368 8,702,000 PRN   SOLE   8,702,000 0 0
SSR MNG INC NOTE 2.500% 4/0 784730AB9 531 385,000 PRN   SOLE   385,000 0 0
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 1,975 18,000 SH   DFND 1 18,000 0 0
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 20,361 185,592 SH   SOLE   185,592 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 2,249 1,740,000 PRN   DFND 3 1,740,000 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 255 197,000 PRN   SOLE   197,000 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 728 563,000 PRN   DFND 2 563,000 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 1,551 1,125,000 PRN   DFND 1 1,125,000 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 9,920 7,194,000 PRN   SOLE   7,194,000 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 312 2,853 SH   SOLE   2,853 0 0
TELADOC HEALTH INC NOTE 1.375% 5/1 87918AAC9 714 191,000 PRN   SOLE   191,000 0 0
TEMPUR SEALY INTL INC COM 88023U101 219 8,113 SH   SOLE   8,113 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 2,344 620,000 PRN   DFND 1 620,000 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 10,589 2,801,000 PRN   SOLE   2,801,000 0 0
TESLA INC COM 88160R101 427 607 SH   SOLE   607 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 421 43,000 PRN   SOLE   43,000 0 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 19,840 1,745,000 PRN   DFND 1 1,745,000 0 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 85,086 7,484,000 PRN   SOLE   7,484,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 6,727 625,000 PRN   DFND 1 625,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 42,538 3,952,000 PRN   SOLE   3,952,000 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 358 380,000 PRN   DFND 2 380,000 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 1,106 1,174,000 PRN   DFND 3 1,174,000 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 184 196,000 PRN   SOLE   196,000 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 555 558,000 PRN   DFND 2 558,000 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 988 993,000 PRN   DFND 3 993,000 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 203 204,000 PRN   SOLE   204,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 407 877 SH   SOLE   877 0 0
TWILIO INC NOTE 0.250% 6/0 90138FAB8 3,862 810,000 PRN   DFND 1 810,000 0 0
TWILIO INC NOTE 0.250% 6/0 90138FAB8 14,245 2,988,000 PRN   SOLE   2,988,000 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 641 530,000 PRN   DFND 1 530,000 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 3,494 2,891,000 PRN   SOLE   2,891,000 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
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 662 664,000 PRN   DFND 2 664,000 0 0
UNION PAC CORP COM 907818108 576 2,763 SH   SOLE   2,763 0 0
UNITED PARCEL SERVICE INC CL B 911312106 224 1,329 SH   SOLE   1,329 0 0
UNITEDHEALTH GROUP INC COM 91324P102 797 2,270 SH   SOLE   2,270 0 0
VANECK VECTORS ETF TR FALLEN ANGEL HG 92189F437 4,241 132,105 SH   SOLE   132,105 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 663 11,274 SH   SOLE   11,274 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 515 402,000 PRN   SOLE   402,000 0 0
VISA INC COM CL A 92826C839 811 3,712 SH   SOLE   3,712 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 178 171,000 PRN   SOLE   171,000 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 339 325,000 PRN   DFND 2 325,000 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 1,046 1,004,000 PRN   DFND 3 1,004,000 0 0
VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 555 514,000 PRN   DFND 2 514,000 0 0
VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 934 865,000 PRN   DFND 3 865,000 0 0
VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 184 171,000 PRN   SOLE   171,000 0 0
WALMART INC COM 931142103 342 2,386 SH   SOLE   2,386 0 0
WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 3,327 1,986,000 PRN   SOLE   1,986,000 0 0
WAYFAIR INC NOTE 1.125%11/0 94419LAD3 4,842 2,380,000 PRN   SOLE   2,380,000 0 0
WAYFAIR INC NOTE 1.125%11/0 94419LAD3 1,557 765,000 PRN   DFND 1 765,000 0 0
WEIBO CORP NOTE 1.250%11/1 948596AC5 258 266,000 PRN   DFND 3 266,000 0 0
WEIBO CORP NOTE 1.250%11/1 948596AC5 130 134,000 PRN   SOLE   134,000 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 358 80,000 PRN   DFND 1 80,000 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 15,919 3,555,000 PRN   SOLE   3,555,000 0 0
WELLS FARGO CO NEW COM 949746101 318 10,527 SH   SOLE   10,527 0 0
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 449 512,000 PRN   DFND 2 512,000 0 0
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 1,389 1,583,000 PRN   DFND 3 1,583,000 0 0
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 177 202,000 PRN   SOLE   202,000 0 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 2,257 2,270,000 PRN   SOLE   2,270,000 0 0
WILLIS TOWERS WATSON PLC LTD SHS G96629103 204 959 SH   SOLE   959 0 0
WINNEBAGO INDS INC NOTE 1.500% 4/0 974637AB6 2,242 1,893,000 PRN   SOLE   1,893,000 0 0
WINNEBAGO INDS INC NOTE 1.500% 4/0 974637AB6 666 562,000 PRN   DFND 2 562,000 0 0
WINNEBAGO INDS INC NOTE 1.500% 4/0 974637AB6 2,057 1,737,000 PRN   DFND 3 1,737,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 3,342 2,000,000 PRN   DFND 1 2,000,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 16,722 10,008,000 PRN   SOLE   10,008,000 0 0
WORKIVA INC NOTE 1.125% 8/1 98139AAB1 810 606,000 PRN   DFND 2 606,000 0 0
WORKIVA INC NOTE 1.125% 8/1 98139AAB1 2,667 1,995,000 PRN   DFND 3 1,995,000 0 0
WORKIVA INC NOTE 1.125% 8/1 98139AAB1 245 183,000 PRN   SOLE   183,000 0 0
YY INC NOTE 1.375% 6/1 98426TAF3 740 731,000 PRN   DFND 2 731,000 0 0
YY INC NOTE 1.375% 6/1 98426TAF3 2,003 1,979,000 PRN   DFND 3 1,979,000 0 0
YY INC NOTE 1.375% 6/1 98426TAF3 210 208,000 PRN   SOLE   208,000 0 0
ZENDESK INC NOTE 0.250% 3/1 98936JAB7 2,403 1,053,000 PRN   SOLE   1,053,000 0 0
ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 1,072 629,000 PRN   SOLE   629,000 0 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 4,989 2,400,000 PRN   DFND 1 2,400,000 0 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 1,335 642,000 PRN   DFND 2 642,000 0 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 3,605 1,734,000 PRN   DFND 3 1,734,000 0 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 23,288 11,204,000 PRN   SOLE   11,204,000 0 0
ZYNGA INC NOTE 0.250% 6/0 98986TAB4 866 650,000 PRN   SOLE   650,000 0 0