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 244 1,257 SH   SOLE   1,257 0 0
8X8 INC NEW NOTE 0.500% 2/0 282914AB6 620 446,000 PRN   DFND 2 446,000 0 0
8X8 INC NEW NOTE 0.500% 2/0 282914AB6 1,912 1,376,000 PRN   DFND 3 1,376,000 0 0
8X8 INC NEW NOTE 0.500% 2/0 282914AB6 247 178,000 PRN   SOLE   178,000 0 0
ABBOTT LABS COM 002824100 613 5,108 SH   SOLE   5,108 0 0
ABBVIE INC COM 00287Y109 385 3,553 SH   SOLE   3,553 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 321 1,157 SH   SOLE   1,157 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 422 892 SH   SOLE   892 0 0
AES CORP UNIT 99/99/9999 00130H204 339 3,284 SH   SOLE   3,284 0 0
AES CORP UNIT 99/99/9999 00130H204 1,284 12,433 SH   DFND 2 12,433 0 0
AES CORP UNIT 99/99/9999 00130H204 3,541 34,283 SH   DFND 3 34,283 0 0
AIR PRODS & CHEMS INC COM 009158106 224 789 SH   SOLE   789 0 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 733 656,000 PRN   DFND 2 656,000 0 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 1,874 1,677,000 PRN   DFND 3 1,677,000 0 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 464 416,000 PRN   SOLE   416,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 6,528 5,396,000 PRN   SOLE   5,396,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 1,340 1,236,000 PRN   SOLE   1,236,000 0 0
ALPHABET INC CAP STK CL A 02079K305 2,375 1,151 SH   SOLE   1,151 0 0
AMAZON COM INC COM 023135106 2,637 853 SH   SOLE   853 0 0
AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 1,400 815,000 PRN   DFND 1 815,000 0 0
AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 6,990 4,069,000 PRN   SOLE   4,069,000 0 0
AMERICAN ELEC PWR CO INC UNIT 08/01/2021 025537127 1,743 36,110 SH   SOLE   36,110 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 220 4,729 SH   SOLE   4,729 0 0
AMGEN INC COM 031162100 500 2,023 SH   SOLE   2,023 0 0
APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 153 109,000 PRN   SOLE   109,000 0 0
APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 477 340,000 PRN   DFND 2 340,000 0 0
APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 1,476 1,051,000 PRN   DFND 3 1,051,000 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 523 522,000 PRN   DFND 2 522,000 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 1,033 1,032,000 PRN   DFND 3 1,032,000 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 85 85,000 PRN   SOLE   85,000 0 0
APOLLO COML REAL EST FIN INC NOTE 5.375%10/1 03762UAC9 260 266,000 PRN   SOLE   266,000 0 0
APOLLO COML REAL EST FIN INC NOTE 5.375%10/1 03762UAC9 2,755 2,811,000 PRN   DFND 3 2,811,000 0 0
APOLLO COML REAL EST FIN INC NOTE 5.375%10/1 03762UAC9 1,052 1,073,000 PRN   DFND 2 1,073,000 0 0
APPLE INC COM 037833100 4,038 33,057 SH   SOLE   33,057 0 0
APPLIED MATLS INC COM 038222105 449 3,366 SH   SOLE   3,366 0 0
ARBOR REALTY TRUST INC NOTE 4.750%11/0 038923AP3 892 857,000 PRN   DFND 2 857,000 0 0
ARBOR REALTY TRUST INC NOTE 4.750%11/0 038923AP3 2,494 2,395,000 PRN   DFND 3 2,395,000 0 0
ARBOR REALTY TRUST INC NOTE 4.750%11/0 038923AP3 258 248,000 PRN   SOLE   248,000 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 246 8,418 SH   SOLE   8,418 0 0
ARES CAPITAL CORP COM 04010L103 195 10,420 SH   SOLE   10,420 0 0
ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 7,552 7,340,000 PRN   SOLE   7,340,000 0 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 10,842 9,975,000 PRN   SOLE   9,975,000 0 0
AT&T INC COM 00206R102 429 14,240 SH   SOLE   14,240 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 331 278,000 PRN   SOLE   278,000 0 0
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 640 519,000 PRN   DFND 2 519,000 0 0
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 1,629 1,320,000 PRN   DFND 3 1,320,000 0 0
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 621 504,000 PRN   SOLE   504,000 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1,042 4,070 SH   SOLE   4,070 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 448 444,000 PRN   SOLE   444,000 0 0
BK OF AMERICA CORP COM 060505104 911 23,555 SH   SOLE   23,555 0 0
BLACKLINE INC NOTE 0.125% 8/0 09239BAB5 712 450,000 PRN   DFND 1 450,000 0 0
BLACKLINE INC NOTE 0.125% 8/0 09239BAB5 3,415 2,156,000 PRN   SOLE   2,156,000 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 665 650,000 PRN   DFND 2 650,000 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 1,831 1,788,000 PRN   DFND 3 1,788,000 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 217 212,000 PRN   SOLE   212,000 0 0
BLOOMIN BRANDS INC COM 094235108 207 7,581 SH   SOLE   7,581 0 0
BOEING CO COM 097023105 438 1,713 SH   SOLE   1,713 0 0
BOINGO WIRELESS INC NOTE 1.000%10/0 09739CAB8 1,643 1,677,000 PRN   DFND 3 1,677,000 0 0
BOINGO WIRELESS INC NOTE 1.000%10/0 09739CAB8 185 188,000 PRN   SOLE   188,000 0 0
BOINGO WIRELESS INC NOTE 1.000%10/0 09739CAB8 647 660,000 PRN   DFND 2 660,000 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 273 4,315 SH   SOLE   4,315 0 0
BROADCOM INC COM 11135F101 436 939 SH   SOLE   939 0 0
CATERPILLAR INC COM 149123101 219 947 SH   SOLE   947 0 0
CENTENNIAL RESOURCE DEV INC NOTE 3.250% 4/0 15136AAA0 1,310 1,370,000 PRN   DFND 3 1,370,000 0 0
CENTENNIAL RESOURCE DEV INC NOTE 3.250% 4/0 15136AAA0 492 514,000 PRN   SOLE   514,000 0 0
CENTENNIAL RESOURCE DEV INC NOTE 3.250% 4/0 15136AAA0 470 492,000 PRN   DFND 2 492,000 0 0
CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 2,537 2,497,000 PRN   DFND 3 2,497,000 0 0
CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 2,110 2,080,000 PRN   SOLE   2,080,000 0 0
CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 826 813,000 PRN   DFND 2 813,000 0 0
CHEGG INC NOTE 0.125% 3/1 163092AD1 1,695 976,000 PRN   SOLE   976,000 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 285 349,000 PRN   SOLE   349,000 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 863 1,056,000 PRN   DFND 2 1,056,000 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 2,283 2,795,000 PRN   DFND 3 2,795,000 0 0
CHEVRON CORP NEW COM 166764100 381 3,636 SH   SOLE   3,636 0 0
CHIMERA INVT CORP NOTE 7.000% 4/0 16934QAA7 35 18,000 PRN   SOLE   18,000 0 0
CISCO SYS INC COM 17275R102 586 11,308 SH   SOLE   11,308 0 0
CITIGROUP INC COM NEW 172967424 305 4,182 SH   SOLE   4,182 0 0
CLEVELAND-CLIFFS INC NEW COM 185899101 245 12,211 SH   SOLE   12,211 0 0
CLEVELAND-CLIFFS INC NEW DBCV 1.500% 1/1 185899AA9 2,253 865,000 PRN   DFND 1 865,000 0 0
CLEVELAND-CLIFFS INC NEW DBCV 1.500% 1/1 185899AA9 10,409 3,997,000 PRN   SOLE   3,997,000 0 0
COCA COLA CO COM 191216100 523 9,938 SH   SOLE   9,938 0 0
COLFAX CORP UNIT 01/15/2022T 194014205 9,540 52,938 SH   SOLE   52,938 0 0
COLFAX CORP UNIT 01/15/2022T 194014205 1,901 10,550 SH   DFND 1 10,550 0 0
COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625XAB8 595 421,000 PRN   SOLE   421,000 0 0
COMCAST CORP NEW CL A 20030N101 582 10,773 SH   SOLE   10,773 0 0
CONMED CORP NOTE 2.625% 2/0 207410AF8 2,032 1,300,000 PRN   DFND 1 1,300,000 0 0
CONMED CORP NOTE 2.625% 2/0 207410AF8 11,112 7,108,000 PRN   SOLE   7,108,000 0 0
COSTCO WHSL CORP NEW COM 22160K105 458 1,301 SH   SOLE   1,301 0 0
COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 1,001 588,000 PRN   SOLE   588,000 0 0
COWEN INC NOTE 3.000%12/1 223622AE1 934 455,000 PRN   DFND 1 455,000 0 0
COWEN INC NOTE 3.000%12/1 223622AE1 4,288 2,091,000 PRN   SOLE   2,091,000 0 0
CREE INC NOTE 0.875% 9/0 225447AB7 555 301,000 PRN   DFND 2 301,000 0 0
CREE INC NOTE 0.875% 9/0 225447AB7 1,027 557,000 PRN   DFND 3 557,000 0 0
CREE INC NOTE 0.875% 9/0 225447AB7 1,347 731,000 PRN   SOLE   731,000 0 0
CSG SYS INTL INC NOTE 4.250% 3/1 126349AF6 111 106,000 PRN   SOLE   106,000 0 0
CUMMINS INC COM 231021106 257 985 SH   SOLE   985 0 0
CVS HEALTH CORP COM 126650100 217 2,866 SH   SOLE   2,866 0 0
D R HORTON INC COM 23331A109 293 3,284 SH   SOLE   3,284 0 0
DANAHER CORPORATION COM 235851102 488 2,170 SH   SOLE   2,170 0 0
DBX ETF TR XTRACK HRVST CSI 233051879 2,259 58,434 SH   SOLE   58,434 0 0
DEERE & CO COM 244199105 272 729 SH   SOLE   729 0 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 573 260,000 PRN   DFND 1 260,000 0 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 3,469 1,574,000 PRN   SOLE   1,574,000 0 0
DICKS SPORTING GOODS INC COM 253393102 338 4,457 SH   SOLE   4,457 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 1,014 1,054,000 PRN   SOLE   1,054,000 0 0
DISNEY WALT CO COM 254687106 771 4,184 SH   SOLE   4,184 0 0
DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 753 267,000 PRN   DFND 1 267,000 0 0
DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 6,182 2,192,000 PRN   SOLE   2,192,000 0 0
DOMINION ENERGY INC UNIT 99/99/9999 25746U133 1,932 19,540 SH   SOLE   19,540 0 0
DOVER CORP COM 260003108 224 1,643 SH   SOLE   1,643 0 0
DTE ENERGY CO UNIT 11/01/2022S 233331842 1,650 33,200 SH   SOLE   33,200 0 0
EATON CORP PLC SHS G29183103 306 2,202 SH   SOLE   2,202 0 0
ELANCO ANIMAL HEALTH INC UNIT 02/01/2023T 28414H202 513 11,215 SH   SOLE   11,215 0 0
ENCORE CAP EUROPE FIN LTD NOTE 4.500% 9/0 29260UAA5 550 483,000 PRN   DFND 2 483,000 0 0
ENCORE CAP EUROPE FIN LTD NOTE 4.500% 9/0 29260UAA5 1,778 1,562,000 PRN   DFND 3 1,562,000 0 0
ENCORE CAP EUROPE FIN LTD NOTE 4.500% 9/0 29260UAA5 163 143,000 PRN   SOLE   143,000 0 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 586 477,000 PRN   DFND 2 477,000 0 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 1,513 1,231,000 PRN   DFND 3 1,231,000 0 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 186 152,000 PRN   SOLE   152,000 0 0
ESSENTIAL UTILS INC UNIT 04/30/2022 29670G201 440 7,690 SH   SOLE   7,690 0 0
ETSY INC NOTE 0.125%10/0 29786AAJ5 1,127 477,000 PRN   SOLE   477,000 0 0
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 14,129 12,400,000 PRN   SOLE   12,400,000 0 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 173 136,000 PRN   SOLE   136,000 0 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 560 440,000 PRN   DFND 2 440,000 0 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 1,430 1,124,000 PRN   DFND 3 1,124,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 2,243 1,640,000 PRN   DFND 1 1,640,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 848 620,000 PRN   DFND 2 620,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 2,695 1,971,000 PRN   DFND 3 1,971,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 13,802 10,095,000 PRN   SOLE   10,095,000 0 0
FACEBOOK INC CL A 30303M102 1,619 5,497 SH   SOLE   5,497 0 0
FEDEX CORP COM 31428X106 204 715 SH   SOLE   715 0 0
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 5,293 4,698,000 PRN   SOLE   4,698,000 0 0
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 732 650,000 PRN   DFND 1 650,000 0 0
FIRST TR EXCH TRADED FD III PFD SECS INC ETF 33739E108 5,959 295,827 SH   SOLE   295,827 0 0
FIRST TR EXCHANGE TRADED FD INTL EQUITY OPP 33734X853 1,964 29,783 SH   SOLE   29,783 0 0
FIRST TR EXCHANGE-TRADED FD DJ INTERNT IDX 33733E302 3,304 15,154 SH   SOLE   15,154 0 0
FIRST TR EXCHANGE-TRADED FD FST LOW OPPT EFT 33739Q200 8,940 175,078 SH   SOLE   175,078 0 0
FIRST TR EXCHANGE-TRADED FD MULTI ASSET DI 33738R100 464 28,716 SH   SOLE   28,716 0 0
FIRST TR EXCHANGE-TRADED FD SENIOR LN FD 33738D309 3,886 81,154 SH   SOLE   81,154 0 0
FIRST TR EXCHANGE-TRADED FD SSI STRG ETF 33739Q507 642 12,808 SH   SOLE   12,808 0 0
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 2,496 2,755,000 PRN   DFND 3 2,755,000 0 0
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 217 240,000 PRN   SOLE   240,000 0 0
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 910 1,005,000 PRN   DFND 2 1,005,000 0 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 616 608,000 PRN   SOLE   608,000 0 0
FREEPORT-MCMORAN INC CL B 35671D857 211 6,413 SH   SOLE   6,413 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 2,471 1,695,000 PRN   DFND 3 1,695,000 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 761 522,000 PRN   DFND 2 522,000 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 1,203 825,000 PRN   DFND 1 825,000 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 5,809 3,986,000 PRN   SOLE   3,986,000 0 0
GENERAL MTRS CO COM 37045V100 332 5,784 SH   SOLE   5,784 0 0
GOLAR LNG LTD NOTE 2.750% 2/1 38046YAB7 500 518,000 PRN   DFND 2 518,000 0 0
GOLAR LNG LTD NOTE 2.750% 2/1 38046YAB7 1,272 1,318,000 PRN   DFND 3 1,318,000 0 0
GOLAR LNG LTD NOTE 2.750% 2/1 38046YAB7 158 164,000 PRN   SOLE   164,000 0 0
GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 332 368,000 PRN   DFND 2 368,000 0 0
GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 925 1,026,000 PRN   DFND 3 1,026,000 0 0
GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 1,062 1,178,000 PRN   DFND 1 1,178,000 0 0
GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 4,916 5,453,000 PRN   SOLE   5,453,000 0 0
GRANITE CONSTR INC NOTE 2.750%11/0 387328AB3 986 710,000 PRN   DFND 2 710,000 0 0
GRANITE CONSTR INC NOTE 2.750%11/0 387328AB3 2,634 1,897,000 PRN   DFND 3 1,897,000 0 0
GRANITE CONSTR INC NOTE 2.750%11/0 387328AB3 552 398,000 PRN   SOLE   398,000 0 0
GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 593 624,000 PRN   DFND 2 624,000 0 0
GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 1,254 1,320,000 PRN   DFND 3 1,320,000 0 0
GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 353 372,000 PRN   SOLE   372,000 0 0
GREEN PLAINS INC NOTE 2.250% 3/1 393222AK0 1,743 1,559,000 PRN   SOLE   1,559,000 0 0
GREENBRIER COS INC NOTE 2.875% 2/0 393657AK7 1,438 1,324,000 PRN   SOLE   1,324,000 0 0
GUESS INC NOTE 2.000% 4/1 401617AD7 1,281 1,125,000 PRN   DFND 1 1,125,000 0 0
GUESS INC NOTE 2.000% 4/1 401617AD7 6,641 5,832,000 PRN   SOLE   5,832,000 0 0
HALOZYME THERAPEUTICS INC NOTE 1.250%12/0 40637HAB5 943 515,000 PRN   DFND 1 515,000 0 0
HALOZYME THERAPEUTICS INC NOTE 1.250%12/0 40637HAB5 1,046 571,000 PRN   DFND 2 571,000 0 0
HALOZYME THERAPEUTICS INC NOTE 1.250%12/0 40637HAB5 2,617 1,429,000 PRN   DFND 3 1,429,000 0 0
HALOZYME THERAPEUTICS INC NOTE 1.250%12/0 40637HAB5 5,485 2,996,000 PRN   SOLE   2,996,000 0 0
HANNON ARMSTRONG SUST INFR C NOTE 8/1 41068XAD2 705 565,000 PRN   DFND 1 565,000 0 0
HANNON ARMSTRONG SUST INFR C NOTE 8/1 41068XAD2 4,135 3,318,000 PRN   SOLE   3,318,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 633 662,000 PRN   DFND 3 662,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 63 65,000 PRN   SOLE   65,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 261 273,000 PRN   DFND 2 273,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 5,538 4,811,000 PRN   SOLE   4,811,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 840 730,000 PRN   DFND 1 730,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 562 488,000 PRN   DFND 2 488,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 1,540 1,338,000 PRN   DFND 3 1,338,000 0 0
HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 540 528,000 PRN   SOLE   528,000 0 0
HOME DEPOT INC COM 437076102 1,101 3,606 SH   SOLE   3,606 0 0
HONEYWELL INTL INC COM 438516106 390 1,798 SH   SOLE   1,798 0 0
HOPE BANCORP INC NOTE 2.000% 5/1 43940TAB5 1,569 1,600,000 PRN   SOLE   1,600,000 0 0
II-VI INC NOTE 0.250% 9/0 902104AB4 6,174 4,044,000 PRN   SOLE   4,044,000 0 0
II-VI INC NOTE 0.250% 9/0 902104AB4 1,106 725,000 PRN   DFND 1 725,000 0 0
II-VI INC NOTE 0.250% 9/0 902104AB4 854 560,000 PRN   DFND 2 560,000 0 0
II-VI INC NOTE 0.250% 9/0 902104AB4 2,343 1,536,000 PRN   DFND 3 1,536,000 0 0
ILLINOIS TOOL WKS INC COM 452308109 229 1,031 SH   SOLE   1,031 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 13,727 9,127,000 PRN   SOLE   9,127,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 992 660,000 PRN   DFND 1 660,000 0 0
ILLUMINA INC NOTE 8/1 452327AK5 23,316 19,653,000 PRN   SOLE   19,653,000 0 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 656 552,000 PRN   DFND 2 552,000 0 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 1,808 1,522,000 PRN   DFND 3 1,522,000 0 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 209 176,000 PRN   SOLE   176,000 0 0
INPHI CORP COM 45772F107 272 1,529 SH   SOLE   1,529 0 0
INPHI CORP NOTE 0.750% 9/0 45772FAC1 794 252,000 PRN   SOLE   252,000 0 0
INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 488 332,000 PRN   SOLE   332,000 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 485 436,000 PRN   DFND 2 436,000 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 1,239 1,113,000 PRN   DFND 3 1,113,000 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 991 891,000 PRN   SOLE   891,000 0 0
INSULET CORP NOTE 0.375% 9/0 45784PAK7 1,761 1,325,000 PRN   DFND 1 1,325,000 0 0
INSULET CORP NOTE 0.375% 9/0 45784PAK7 11,487 8,645,000 PRN   SOLE   8,645,000 0 0
INTEL CORP COM 458140100 593 9,246 SH   SOLE   9,246 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 486 4,349 SH   SOLE   4,349 0 0
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 136 2,777 SH   DFND 2 2,777 0 0
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 292 5,948 SH   DFND 3 5,948 0 0
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 511 10,410 SH   SOLE   10,410 0 0
INTUIT COM 461202103 202 523 SH   SOLE   523 0 0
INVITAE CORP NOTE 2.000% 9/0 46185LAB9 745 495,000 PRN   DFND 1 495,000 0 0
INVITAE CORP NOTE 2.000% 9/0 46185LAB9 3,494 2,315,000 PRN   SOLE   2,315,000 0 0
IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 1,421 1,488,000 PRN   DFND 3 1,488,000 0 0
IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 1,597 1,672,000 PRN   SOLE   1,672,000 0 0
IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 558 585,000 PRN   DFND 2 585,000 0 0
IQIYI INC NOTE 2.000% 4/0 46267XAD0 918 995,000 PRN   DFND 2 995,000 0 0
IQIYI INC NOTE 2.000% 4/0 46267XAD0 2,517 2,727,000 PRN   DFND 3 2,727,000 0 0
IQIYI INC NOTE 2.000% 4/0 46267XAD0 257 278,000 PRN   SOLE   278,000 0 0
ISHARES INC CORE MSCI EMKT 46434G103 4,500 69,902 SH   SOLE   69,902 0 0
ISHARES TR 1 3 YR TREAS BD 464287457 453 5,257 SH   SOLE   5,257 0 0
ISHARES TR CORE S&P500 ETF 464287200 66,188 166,377 SH   SOLE   166,377 0 0
ISHARES TR CORE US AGGBD ET 464287226 19,887 174,734 SH   SOLE   174,734 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 502 9,864 SH   SOLE   9,864 0 0
ISHARES TR JPMORGAN USD EMG 464288281 3,341 30,695 SH   SOLE   30,695 0 0
ISHARES TR MORTGE REL ETF 46435G342 572 16,238 SH   SOLE   16,238 0 0
ISHARES TR MSCI ACWI EX US 464288240 4,611 83,603 SH   SOLE   83,603 0 0
ISHARES TR MSCI EURO FL ETF 464289180 1,989 103,282 SH   SOLE   103,282 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 6,742 44,492 SH   SOLE   44,492 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 3,644 16,497 SH   SOLE   16,497 0 0
ISHARES TR U.S. BAS MTL ETF 464287838 224 1,761 SH   SOLE   1,761 0 0
ISHARES TR U.S. REAL ES ETF 464287739 693 7,524 SH   SOLE   7,524 0 0
ISHARES TR U.S. TECH ETF 464287721 2,705 30,820 SH   SOLE   30,820 0 0
ISTAR INC NOTE 3.125% 9/1 45031UCB5 1,514 1,149,000 PRN   DFND 3 1,149,000 0 0
ISTAR INC NOTE 3.125% 9/1 45031UCB5 188 143,000 PRN   SOLE   143,000 0 0
ISTAR INC NOTE 3.125% 9/1 45031UCB5 603 458,000 PRN   DFND 2 458,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 1,840 1,703,000 PRN   DFND 3 1,703,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 1,073 992,000 PRN   SOLE   992,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 667 617,000 PRN   DFND 2 617,000 0 0
JOHNSON & JOHNSON COM 478160104 981 5,989 SH   SOLE   5,989 0 0
JPMORGAN CHASE & CO COM 46625H100 1,632 10,725 SH   SOLE   10,725 0 0
KAMAN CORP NOTE 3.250% 5/0 483548AF0 383 353,000 PRN   DFND 2 353,000 0 0
KAMAN CORP NOTE 3.250% 5/0 483548AF0 779 719,000 PRN   DFND 3 719,000 0 0
KAMAN CORP NOTE 3.250% 5/0 483548AF0 139 128,000 PRN   SOLE   128,000 0 0
KBR INC NOTE 2.500%11/0 48242WAB2 1,222 775,000 PRN   DFND 1 775,000 0 0
KBR INC NOTE 2.500%11/0 48242WAB2 6,114 3,877,000 PRN   SOLE   3,877,000 0 0
KIMBERLY-CLARK CORP COM 494368103 1,208 8,685 SH   SOLE   8,685 0 0
KKR REAL ESTATE FIN TR INC NOTE 6.125% 5/1 48251KAB6 711 694,000 PRN   DFND 2 694,000 0 0
KKR REAL ESTATE FIN TR INC NOTE 6.125% 5/1 48251KAB6 1,899 1,853,000 PRN   DFND 3 1,853,000 0 0
KKR REAL ESTATE FIN TR INC NOTE 6.125% 5/1 48251KAB6 210 205,000 PRN   SOLE   205,000 0 0
KNOWLES CORP NOTE 3.250%11/0 49926DAB5 417 357,000 PRN   DFND 2 357,000 0 0
KNOWLES CORP NOTE 3.250%11/0 49926DAB5 948 811,000 PRN   DFND 3 811,000 0 0
KNOWLES CORP NOTE 3.250%11/0 49926DAB5 96 82,000 PRN   SOLE   82,000 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 249 972 SH   SOLE   972 0 0
LIBERTY MEDIA CORP DEL COM SER C FRMLA 531229854 232 5,298 SH   SOLE   5,298 0 0
LIBERTY MEDIA CORP DEL DEB 3.500% 1/1 530715AN1 220 221,000 PRN   DFND 2 221,000 0 0
LIBERTY MEDIA CORP DEL DEB 3.500% 1/1 530715AN1 483 485,000 PRN   DFND 3 485,000 0 0
LIBERTY MEDIA CORP DEL DEB 3.500% 1/1 530715AN1 293 294,000 PRN   SOLE   294,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 1,446 1,140,000 PRN   DFND 1 1,140,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 8,636 6,811,000 PRN   SOLE   6,811,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 1,273 1,000,000 PRN   DFND 1 1,000,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 6,470 5,079,000 PRN   SOLE   5,079,000 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 2,634 2,545,000 PRN   DFND 3 2,545,000 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 824 796,000 PRN   DFND 2 796,000 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 268 259,000 PRN   SOLE   259,000 0 0
LINDE PLC SHS G5494J103 244 869 SH   SOLE   869 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 1,956 1,400,000 PRN   DFND 1 1,400,000 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 14,168 10,141,000 PRN   SOLE   10,141,000 0 0
LOCKHEED MARTIN CORP COM 539830109 244 659 SH   SOLE   659 0 0
LOEWS CORP COM 540424108 679 13,232 SH   SOLE   13,232 0 0
LOWES COS INC COM 548661107 242 1,267 SH   SOLE   1,267 0 0
LPL FINL HLDGS INC COM 50212V100 272 1,916 SH   SOLE   1,916 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 1,483 1,275,000 PRN   DFND 1 1,275,000 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 10,606 9,123,000 PRN   SOLE   9,123,000 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 711 611,000 PRN   DFND 2 611,000 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 2,042 1,756,000 PRN   DFND 3 1,756,000 0 0
MARCUS CORP DEL COM 566330106 221 11,052 SH   SOLE   11,052 0 0
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 828 640,000 PRN   SOLE   640,000 0 0
MASTERCARD INCORPORATED CL A 57636Q104 549 1,542 SH   SOLE   1,542 0 0
MCDONALDS CORP COM 580135101 483 2,153 SH   SOLE   2,153 0 0
MEDTRONIC PLC SHS G5960L103 382 3,234 SH   SOLE   3,234 0 0
MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 9,487 2,837,000 PRN   SOLE   2,837,000 0 0
MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 2,492 745,000 PRN   DFND 1 745,000 0 0
MERCK & CO. INC COM 58933Y105 494 6,400 SH   SOLE   6,400 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 1,470 1,275,000 PRN   DFND 1 1,275,000 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 399 346,000 PRN   DFND 2 346,000 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 869 754,000 PRN   DFND 3 754,000 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 9,196 7,972,000 PRN   SOLE   7,972,000 0 0
MFA FINL INC NOTE 6.250% 6/1 55272XAA0 1,094 1,105,000 PRN   DFND 2 1,105,000 0 0
MFA FINL INC NOTE 6.250% 6/1 55272XAA0 3,022 3,053,000 PRN   DFND 3 3,053,000 0 0
MFA FINL INC NOTE 6.250% 6/1 55272XAA0 293 296,000 PRN   SOLE   296,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 130 110,000 PRN   SOLE   110,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AD6 38 11,000 PRN   SOLE   11,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AF1 4,015 1,765,000 PRN   DFND 1 1,765,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AF1 20,699 9,096,000 PRN   SOLE   9,096,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 2.250% 2/1 595017AH7 1,611 705,000 PRN   SOLE   705,000 0 0
MICRON TECHNOLOGY INC COM 595112103 311 3,533 SH   SOLE   3,533 0 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 2,092 237,000 PRN   DFND 1 237,000 0 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 11,438 1,296,000 PRN   SOLE   1,296,000 0 0
MICROSOFT CORP COM 594918104 3,826 16,232 SH   SOLE   16,232 0 0
MOMO INC NOTE 1.250% 7/0 60879BAB3 768 878,000 PRN   DFND 2 878,000 0 0
MOMO INC NOTE 1.250% 7/0 60879BAB3 2,190 2,504,000 PRN   DFND 3 2,504,000 0 0
MOMO INC NOTE 1.250% 7/0 60879BAB3 278 318,000 PRN   SOLE   318,000 0 0
MONGODB INC NOTE 0.250% 1/1 60937PAD8 1,181 820,000 PRN   DFND 1 820,000 0 0
MONGODB INC NOTE 0.250% 1/1 60937PAD8 6,090 4,231,000 PRN   SOLE   4,231,000 0 0
MORGAN STANLEY COM NEW 617446448 230 2,961 SH   SOLE   2,961 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 212 1,111 SH   SOLE   1,111 0 0
NEOGENOMICS INC NOTE 0.250% 1/1 64049MAB6 342 340,000 PRN   DFND 2 340,000 0 0
NEOGENOMICS INC NOTE 0.250% 1/1 64049MAB6 1,014 1,008,000 PRN   DFND 3 1,008,000 0 0
NEOGENOMICS INC NOTE 0.250% 1/1 64049MAB6 4,920 4,896,000 PRN   SOLE   4,896,000 0 0
NEOGENOMICS INC NOTE 0.250% 1/1 64049MAB6 996 990,000 PRN   DFND 1 990,000 0 0
NETFLIX INC COM 64110L106 330 629 SH   SOLE   629 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 280 209,000 PRN   SOLE   209,000 0 0
NEW MTN FIN CORP NOTE 5.750% 8/1 647551AC4 243 233,000 PRN   DFND 2 233,000 0 0
NEW MTN FIN CORP NOTE 5.750% 8/1 647551AC4 720 690,000 PRN   DFND 3 690,000 0 0
NEW MTN FIN CORP NOTE 5.750% 8/1 647551AC4 80 77,000 PRN   SOLE   77,000 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 700 718,000 PRN   DFND 2 718,000 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 2,060 2,113,000 PRN   DFND 3 2,113,000 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 165 169,000 PRN   SOLE   169,000 0 0
NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944P307 245 4,907 SH   SOLE   4,907 0 0
NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944P307 838 16,768 SH   DFND 2 16,768 0 0
NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944P307 1,974 39,483 SH   DFND 3 39,483 0 0
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 235 232,000 PRN   SOLE   232,000 0 0
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 454 447,000 PRN   DFND 2 447,000 0 0
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 1,342 1,321,000 PRN   DFND 3 1,321,000 0 0
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 4,477 77,995 SH   SOLE   77,995 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 2,353 47,500 SH   DFND 1 47,500 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 12,656 255,490 SH   SOLE   255,490 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 65 25,000 PRN   SOLE   25,000 0 0
NIKE INC CL B 654106103 359 2,695 SH   SOLE   2,695 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 237 8,571 SH   SOLE   8,571 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 8,353 441,000 PRN   SOLE   441,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 757 40,000 PRN   DFND 1 40,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 758 651,000 PRN   DFND 2 651,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 2,200 1,889,000 PRN   DFND 3 1,889,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 245 210,000 PRN   SOLE   210,000 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 1,516 821,000 PRN   DFND 3 821,000 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 10,456 5,663,000 PRN   SOLE   5,663,000 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 733 397,000 PRN   DFND 2 397,000 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 1,929 1,045,000 PRN   DFND 1 1,045,000 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 2,083 916,000 PRN   SOLE   916,000 0 0
NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 963 945,000 PRN   DFND 1 945,000 0 0
NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 4,444 4,364,000 PRN   SOLE   4,364,000 0 0
NVIDIA CORPORATION COM 67066G104 690 1,292 SH   SOLE   1,292 0 0
OKTA INC NOTE 0.125% 9/0 679295AD7 2,598 1,925,000 PRN   DFND 1 1,925,000 0 0
OKTA INC NOTE 0.125% 9/0 679295AD7 11,522 8,538,000 PRN   SOLE   8,538,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 2,913 1,405,000 PRN   DFND 1 1,405,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 17,867 8,619,000 PRN   SOLE   8,619,000 0 0
ORACLE CORP COM 68389X105 375 5,361 SH   SOLE   5,361 0 0
OREILLY AUTOMOTIVE INC COM 67103H107 226 444 SH   SOLE   444 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 750 696,000 PRN   DFND 2 696,000 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 2,318 2,150,000 PRN   DFND 3 2,150,000 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 247 229,000 PRN   SOLE   229,000 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 817 618,000 PRN   DFND 2 618,000 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 2,863 2,166,000 PRN   DFND 3 2,166,000 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 3,569 2,700,000 PRN   DFND 1 2,700,000 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 20,916 15,819,000 PRN   SOLE   15,819,000 0 0
PARKER-HANNIFIN CORP COM 701094104 260 818 SH   SOLE   818 0 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 910 780,000 PRN   DFND 1 780,000 0 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 4,166 3,575,000 PRN   SOLE   3,575,000 0 0
PAYPAL HLDGS INC COM 70450Y103 847 3,488 SH   SOLE   3,488 0 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 1,032 882,000 PRN   DFND 3 882,000 0 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 6,891 5,886,000 PRN   SOLE   5,886,000 0 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 1,346 1,150,000 PRN   DFND 1 1,150,000 0 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 349 298,000 PRN   DFND 2 298,000 0 0
PENN NATL GAMING INC NOTE 2.750% 5/1 707569AU3 2,097 465,000 PRN   DFND 1 465,000 0 0
PENN NATL GAMING INC NOTE 2.750% 5/1 707569AU3 10,326 2,289,000 PRN   SOLE   2,289,000 0 0
PENNYMAC CORP NOTE 5.500%11/0 70932AAD5 1,092 1,085,000 PRN   DFND 2 1,085,000 0 0
PENNYMAC CORP NOTE 5.500%11/0 70932AAD5 2,699 2,681,000 PRN   DFND 3 2,681,000 0 0
PENNYMAC CORP NOTE 5.500%11/0 70932AAD5 232 231,000 PRN   SOLE   231,000 0 0
PEPSICO INC COM 713448108 482 3,403 SH   SOLE   3,403 0 0
PERKINELMER INC COM 714046109 277 2,162 SH   SOLE   2,162 0 0
PFIZER INC COM 717081103 681 18,784 SH   SOLE   18,784 0 0
PHILLIPS 66 COM 718546104 241 2,955 SH   SOLE   2,955 0 0
PINDUODUO INC NOTE 12/0 722304AC6 1,233 1,165,000 PRN   DFND 1 1,165,000 0 0
PINDUODUO INC NOTE 12/0 722304AC6 8,654 8,174,000 PRN   SOLE   8,174,000 0 0
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 840 785,000 PRN   DFND 2 785,000 0 0
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 2,112 1,973,000 PRN   DFND 3 1,973,000 0 0
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 259 242,000 PRN   SOLE   242,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 10,886 9,287,000 PRN   SOLE   9,287,000 0 0
PROCTER AND GAMBLE CO COM 742718109 921 6,799 SH   SOLE   6,799 0 0
PROSHARES TR SHRT 20+YR TRE 74347X849 2,654 146,449 SH   DFND 3 146,449 0 0
PROSHARES TR SHRT 20+YR TRE 74347X849 16 885 SH   SOLE   885 0 0
PROSHARES TR SHRT 20+YR TRE 74347X849 954 52,666 SH   DFND 2 52,666 0 0
PROSPECT CAP CORP NOTE 6.375% 3/0 74348TAT9 7,492 6,961,000 PRN   SOLE   6,961,000 0 0
PRUDENTIAL FINL INC COM 744320102 231 2,536 SH   SOLE   2,536 0 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 4,338 3,955,000 PRN   SOLE   3,955,000 0 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 757 690,000 PRN   DFND 1 690,000 0 0
Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 1,059 813,000 PRN   SOLE   813,000 0 0
Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 652 500,000 PRN   DFND 2 500,000 0 0
Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 1,744 1,338,000 PRN   DFND 3 1,338,000 0 0
QUALCOMM INC COM 747525103 235 1,763 SH   SOLE   1,763 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 749 806,000 PRN   DFND 2 806,000 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 1,566 1,686,000 PRN   DFND 3 1,686,000 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 240 258,000 PRN   SOLE   258,000 0 0
RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 438 367,000 PRN   SOLE   367,000 0 0
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 274 275,000 PRN   SOLE   275,000 0 0
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 2,717 2,724,000 PRN   DFND 3 2,724,000 0 0
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 881 883,000 PRN   DFND 2 883,000 0 0
REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 1,334 760,000 PRN   DFND 1 760,000 0 0
REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 6,147 3,501,000 PRN   SOLE   3,501,000 0 0
RETROPHIN INC NOTE 2.500% 9/1 761299AB2 487 476,000 PRN   DFND 2 476,000 0 0
RETROPHIN INC NOTE 2.500% 9/1 761299AB2 1,094 1,069,000 PRN   DFND 3 1,069,000 0 0
RETROPHIN INC NOTE 2.500% 9/1 761299AB2 198 194,000 PRN   SOLE   194,000 0 0
REVANCE THERAPEUTICS INC NOTE 1.750% 2/1 761330AB5 616 550,000 PRN   DFND 1 550,000 0 0
REVANCE THERAPEUTICS INC NOTE 1.750% 2/1 761330AB5 4,184 3,737,000 PRN   SOLE   3,737,000 0 0
RH NOTE 6/1 74967XAA1 6,965 2,264,000 PRN   SOLE   2,264,000 0 0
RH NOTE 6/1 74967XAA1 2,185 710,000 PRN   DFND 1 710,000 0 0
RH NOTE 9/1 74967XAD5 4,798 1,700,000 PRN   SOLE   1,700,000 0 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 1,233 1,125,000 PRN   DFND 1 1,125,000 0 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 8,039 7,340,000 PRN   SOLE   7,340,000 0 0
ROSECLIFF ACQUISITION CORP I UNIT 99/99/9999 77732R202 99 10,000 SH   SOLE   10,000 0 0
SAILPOINT TECHNOLOGIES HLDGS NOTE 0.125% 9/1 78781PAB1 715 385,000 PRN   DFND 1 385,000 0 0
SAILPOINT TECHNOLOGIES HLDGS NOTE 0.125% 9/1 78781PAB1 3,335 1,797,000 PRN   SOLE   1,797,000 0 0
SALESFORCE COM INC COM 79466L302 332 1,568 SH   SOLE   1,568 0 0
SEACOR HOLDINGS INC NOTE 3.250% 5/1 811904AN1 467 489,000 PRN   DFND 2 489,000 0 0
SEACOR HOLDINGS INC NOTE 3.250% 5/1 811904AN1 1,444 1,511,000 PRN   DFND 3 1,511,000 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 2,524 51,478 SH   SOLE   51,478 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 2,478 72,826 SH   SOLE   72,826 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 1,517 23,718 SH   SOLE   23,718 0 0
SERVICENOW INC COM 81762P102 279 551 SH   SOLE   551 0 0
SERVICENOW INC NOTE 6/0 81762PAC6 871 235,000 PRN   DFND 1 235,000 0 0
SERVICENOW INC NOTE 6/0 81762PAC6 4,118 1,111,000 PRN   SOLE   1,111,000 0 0
SHIP FIN INTL LTD NOTE 4.875% 5/0 824689AG8 379 394,000 PRN   DFND 2 394,000 0 0
SHIP FIN INTL LTD NOTE 4.875% 5/0 824689AG8 1,171 1,218,000 PRN   DFND 3 1,218,000 0 0
SHIP FIN INTL LTD NOTE 4.875% 5/0 824689AG8 133 138,000 PRN   SOLE   138,000 0 0
SHOPIFY INC NOTE 0.125%11/0 82509LAA5 866 760,000 PRN   DFND 1 760,000 0 0
SHOPIFY INC NOTE 0.125%11/0 82509LAA5 7,494 6,574,000 PRN   SOLE   6,574,000 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 4,186 1,775,000 PRN   DFND 1 1,775,000 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 23,905 10,137,000 PRN   SOLE   10,137,000 0 0
SOUTH JERSEY INDS INC UNIT 04/01/2024 838518306 489 9,850 SH   DFND 2 9,850 0 0
SOUTH JERSEY INDS INC UNIT 04/01/2024 838518306 1,361 27,386 SH   DFND 3 27,386 0 0
SOUTH JERSEY INDS INC UNIT 04/01/2024 838518306 137 2,764 SH   SOLE   2,764 0 0
SOUTHERN CO UNIT 08/01/2022 842587602 1,850 36,315 SH   SOLE   36,315 0 0
SOUTHWEST AIRLS CO COM 844741108 359 5,884 SH   SOLE   5,884 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 594 346,000 PRN   DFND 2 346,000 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 1,777 1,035,000 PRN   DFND 3 1,035,000 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 3,563 2,075,000 PRN   DFND 1 2,075,000 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 65,566 38,190,000 PRN   SOLE   38,190,000 0 0
SPDR SER TR BLMBRG BRC CNVRT 78464A359 3,734 44,798 SH   SOLE   44,798 0 0
SPIRIT AIRLS INC NOTE 4.750% 5/1 848577AA0 1,976 645,000 PRN   DFND 1 645,000 0 0
SPIRIT AIRLS INC NOTE 4.750% 5/1 848577AA0 9,282 3,029,000 PRN   SOLE   3,029,000 0 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 1,154 1,010,000 PRN   DFND 1 1,010,000 0 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 4,789 4,190,000 PRN   SOLE   4,190,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 685 582,000 PRN   SOLE   582,000 0 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 4,465 1,530,000 PRN   DFND 1 1,530,000 0 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 25,484 8,734,000 PRN   SOLE   8,734,000 0 0
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 1,829 15,500 SH   DFND 1 15,500 0 0
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 14,602 123,756 SH   SOLE   123,756 0 0
SUMMIT HOTEL PPTYS INC NOTE 1.500% 2/1 866082AA8 5,841 5,299,000 PRN   SOLE   5,299,000 0 0
SUMMIT HOTEL PPTYS INC NOTE 1.500% 2/1 866082AA8 1,151 1,045,000 PRN   DFND 1 1,045,000 0 0
SUMMIT HOTEL PPTYS INC NOTE 1.500% 2/1 866082AA8 286 260,000 PRN   DFND 2 260,000 0 0
SUMMIT HOTEL PPTYS INC NOTE 1.500% 2/1 866082AA8 728 661,000 PRN   DFND 3 661,000 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 378 240,000 PRN   SOLE   240,000 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 486 309,000 PRN   DFND 2 309,000 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 1,356 862,000 PRN   DFND 3 862,000 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 2,073 1,125,000 PRN   DFND 1 1,125,000 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 13,342 7,240,000 PRN   SOLE   7,240,000 0 0
TABULA RASA HEALTHCARE INC NOTE 1.750% 2/1 873379AA9 618 612,000 PRN   DFND 2 612,000 0 0
TABULA RASA HEALTHCARE INC NOTE 1.750% 2/1 873379AA9 1,907 1,888,000 PRN   DFND 3 1,888,000 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 337 2,852 SH   SOLE   2,852 0 0
TELADOC HEALTH INC NOTE 1.375% 5/1 87918AAC9 722 212,000 PRN   SOLE   212,000 0 0
TEMPUR SEALY INTL INC COM 88023U101 296 8,109 SH   SOLE   8,109 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 10,827 2,815,000 PRN   SOLE   2,815,000 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 1,942 505,000 PRN   DFND 1 505,000 0 0
TESLA INC COM 88160R101 404 607 SH   SOLE   607 0 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 6,232 580,000 PRN   DFND 1 580,000 0 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 34,123 3,176,000 PRN   SOLE   3,176,000 0 0
TEXAS INSTRS INC COM 882508104 232 1,218 SH   SOLE   1,218 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 385 380,000 PRN   DFND 2 380,000 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 1,189 1,174,000 PRN   DFND 3 1,174,000 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 198 196,000 PRN   SOLE   196,000 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 558 558,000 PRN   DFND 2 558,000 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 994 993,000 PRN   DFND 3 993,000 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 204 204,000 PRN   SOLE   204,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 398 877 SH   SOLE   877 0 0
TRUIST FINL CORP COM 89832Q109 206 3,515 SH   SOLE   3,515 0 0
TWILIO INC NOTE 0.250% 6/0 90138FAB8 14,292 2,982,000 PRN   SOLE   2,982,000 0 0
TWILIO INC NOTE 0.250% 6/0 90138FAB8 3,307 690,000 PRN   DFND 1 690,000 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 6,756 5,084,000 PRN   SOLE   5,084,000 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 1,362 1,025,000 PRN   DFND 1 1,025,000 0 0
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAB7 530 487,000 PRN   DFND 2 487,000 0 0
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAB7 1,470 1,350,000 PRN   DFND 3 1,350,000 0 0
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAB7 177 163,000 PRN   SOLE   163,000 0 0
UNION PAC CORP COM 907818108 609 2,762 SH   SOLE   2,762 0 0
UNITED PARCEL SERVICE INC CL B 911312106 227 1,328 SH   SOLE   1,328 0 0
UNITEDHEALTH GROUP INC COM 91324P102 844 2,269 SH   SOLE   2,269 0 0
VANECK VECTORS ETF TR FALLEN ANGEL HG 92189F437 3,105 97,251 SH   SOLE   97,251 0 0
VANGUARD STAR FDS VG TL INTL STK F 921909768 12,407 197,883 SH   SOLE   197,883 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 657 11,269 SH   SOLE   11,269 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 524 399,000 PRN   SOLE   399,000 0 0
VISA INC COM CL A 92826C839 786 3,711 SH   SOLE   3,711 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 186 171,000 PRN   SOLE   171,000 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 353 325,000 PRN   DFND 2 325,000 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 1,092 1,004,000 PRN   DFND 3 1,004,000 0 0
VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 179 171,000 PRN   SOLE   171,000 0 0
VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 1,817 1,733,000 PRN   DFND 3 1,733,000 0 0
VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 625 596,000 PRN   DFND 2 596,000 0 0
WALMART INC COM 931142103 323 2,384 SH   SOLE   2,384 0 0
WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 4,589 2,071,000 PRN   SOLE   2,071,000 0 0
WAYFAIR INC NOTE 1.125%11/0 94419LAD3 1,644 600,000 PRN   DFND 1 600,000 0 0
WAYFAIR INC NOTE 1.125%11/0 94419LAD3 6,632 2,420,000 PRN   SOLE   2,420,000 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 21,020 4,195,000 PRN   SOLE   4,195,000 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 987 197,000 PRN   DFND 1 197,000 0 0
WELLS FARGO CO NEW COM 949746101 411 10,522 SH   SOLE   10,522 0 0
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 1,455 1,583,000 PRN   DFND 3 1,583,000 0 0
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 186 202,000 PRN   SOLE   202,000 0 0
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 471 512,000 PRN   DFND 2 512,000 0 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 930 910,000 PRN   SOLE   910,000 0 0
WINNEBAGO INDS INC NOTE 1.500% 4/0 974637AB6 2,616 1,890,000 PRN   SOLE   1,890,000 0 0
WINNEBAGO INDS INC NOTE 1.500% 4/0 974637AB6 778 562,000 PRN   DFND 2 562,000 0 0
WINNEBAGO INDS INC NOTE 1.500% 4/0 974637AB6 2,406 1,737,000 PRN   DFND 3 1,737,000 0 0
WIX COM LTD NOTE 7/0 92940WAB5 312 156,000 PRN   SOLE   156,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 2,926 1,700,000 PRN   DFND 1 1,700,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 16,992 9,871,000 PRN   SOLE   9,871,000 0 0
WORKIVA INC NOTE 1.125% 8/1 98139AAB1 799 606,000 PRN   DFND 2 606,000 0 0
WORKIVA INC NOTE 1.125% 8/1 98139AAB1 2,631 1,995,000 PRN   DFND 3 1,995,000 0 0
WORKIVA INC NOTE 1.125% 8/1 98139AAB1 241 183,000 PRN   SOLE   183,000 0 0
YY INC NOTE 1.375% 6/1 98426TAF3 1,636 1,387,000 PRN   DFND 3 1,387,000 0 0
YY INC NOTE 1.375% 6/1 98426TAF3 170 144,000 PRN   SOLE   144,000 0 0
YY INC NOTE 1.375% 6/1 98426TAF3 553 469,000 PRN   DFND 2 469,000 0 0
ZENDESK INC NOTE 0.250% 3/1 98936JAB7 957 450,000 PRN   SOLE   450,000 0 0
ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 958 570,000 PRN   SOLE   570,000 0 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 4,347 2,095,000 PRN   DFND 1 2,095,000 0 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 1,044 503,000 PRN   DFND 2 503,000 0 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 3,372 1,625,000 PRN   DFND 3 1,625,000 0 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 22,385 10,786,000 PRN   SOLE   10,786,000 0 0
ZYNGA INC NOTE 0.250% 6/0 98986TAB4 840 614,000 PRN   SOLE   614,000 0 0