The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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| COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
| VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| 2U INC | NOTE 2.250% 5/0 | 90214JAB7 | 528 | 499,000 | PRN | DFND | 3 | 499,000 | 0 | 0 | |
| 2U INC | NOTE 2.250% 5/0 | 90214JAB7 | 332 | 314,000 | PRN | DFND | 4 | 314,000 | 0 | 0 | |
| 2U INC | NOTE 2.250% 5/0 | 90214JAB7 | 137 | 129,000 | PRN | SOLE | 129,000 | 0 | 0 | ||
| 2U INC | NOTE 2.250% 5/0 | 90214JAB7 | 590 | 558,000 | PRN | DFND | 2 | 558,000 | 0 | 0 | |
| 3M CO | COM | 88579Y101 | 224 | 1,245 | SH | SOLE | 1,245 | 0 | 0 | ||
| 8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 177 | 178,000 | PRN | SOLE | 178,000 | 0 | 0 | ||
| 8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 444 | 446,000 | PRN | DFND | 2 | 446,000 | 0 | 0 | |
| 8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 623 | 626,000 | PRN | DFND | 3 | 626,000 | 0 | 0 | |
| 8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 249 | 250,000 | PRN | DFND | 4 | 250,000 | 0 | 0 | |
| ABBOTT LABS | COM | 002824100 | 714 | 5,076 | SH | SOLE | 5,076 | 0 | 0 | ||
| ABBVIE INC | COM | 00287Y109 | 482 | 3,550 | SH | SOLE | 3,550 | 0 | 0 | ||
| ACCENTURE PLC IRELAND | SHS CLASS A | G1151C101 | 478 | 1,151 | SH | SOLE | 1,151 | 0 | 0 | ||
| ADOBE SYSTEMS INCORPORATED | COM | 00724F101 | 504 | 891 | SH | SOLE | 891 | 0 | 0 | ||
| ADVANCED MICRO DEVICES INC | COM | 007903107 | 244 | 1,699 | SH | SOLE | 1,699 | 0 | 0 | ||
| AIR TRANS SVCS GROUP INC | NOTE 1.125%10/1 | 00922RAB1 | 737 | 656,000 | PRN | DFND | 2 | 656,000 | 0 | 0 | |
| AIR TRANS SVCS GROUP INC | NOTE 1.125%10/1 | 00922RAB1 | 761 | 677,000 | PRN | DFND | 3 | 677,000 | 0 | 0 | |
| AIR TRANS SVCS GROUP INC | NOTE 1.125%10/1 | 00922RAB1 | 562 | 500,000 | PRN | DFND | 4 | 500,000 | 0 | 0 | |
| AIR TRANS SVCS GROUP INC | NOTE 1.125%10/1 | 00922RAB1 | 188 | 167,000 | PRN | SOLE | 167,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 1,538 | 1,175,000 | PRN | DFND | 1 | 1,175,000 | 0 | 0 | |
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 9,447 | 7,218,000 | PRN | SOLE | 7,218,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 3,944 | 3,373,000 | PRN | SOLE | 3,373,000 | 0 | 0 | ||
| ALGONQUIN PWR UTILS CORP | UNIT 99/99/9999 | 015857873 | 543 | 11,531 | SH | DFND | 2 | 11,531 | 0 | 0 | |
| ALGONQUIN PWR UTILS CORP | UNIT 99/99/9999 | 015857873 | 667 | 14,183 | SH | DFND | 3 | 14,183 | 0 | 0 | |
| ALGONQUIN PWR UTILS CORP | UNIT 99/99/9999 | 015857873 | 318 | 6,766 | SH | DFND | 4 | 6,766 | 0 | 0 | |
| ALGONQUIN PWR UTILS CORP | UNIT 99/99/9999 | 015857873 | 118 | 2,520 | SH | SOLE | 2,520 | 0 | 0 | ||
| ALPHABET INC | CAP STK CL A | 02079K305 | 3,315 | 1,144 | SH | SOLE | 1,144 | 0 | 0 | ||
| AMAZON COM INC | COM | 023135106 | 2,833 | 850 | SH | SOLE | 850 | 0 | 0 | ||
| AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 1,603 | 1,161,000 | PRN | DFND | 1 | 1,161,000 | 0 | 0 | |
| AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 8,248 | 5,970,000 | PRN | SOLE | 5,970,000 | 0 | 0 | ||
| AMERICAN ELEC PWR CO INC | UNIT 08/01/2021 | 025537127 | 1,781 | 35,605 | SH | SOLE | 35,605 | 0 | 0 | ||
| AMERICAN INTL GROUP INC | COM NEW | 026874784 | 267 | 4,689 | SH | SOLE | 4,689 | 0 | 0 | ||
| AMGEN INC | COM | 031162100 | 454 | 2,019 | SH | SOLE | 2,019 | 0 | 0 | ||
| ANTERO RESOURCES CORP | NOTE 4.250% 9/0 | 03674XAM8 | 172 | 42,000 | PRN | SOLE | 42,000 | 0 | 0 | ||
| ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 1,925 | 293,000 | PRN | DFND | 1 | 293,000 | 0 | 0 | |
| ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 25,991 | 3,955,000 | PRN | SOLE | 3,955,000 | 0 | 0 | ||
| APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 250 | 165,000 | PRN | SOLE | 165,000 | 0 | 0 | ||
| APOLLO COML REAL ESTATE FIN | NOTE 5.375%10/1 | 03762UAC9 | 1,557 | 1,538,000 | PRN | DFND | 2 | 1,538,000 | 0 | 0 | |
| APOLLO COML REAL ESTATE FIN | NOTE 5.375%10/1 | 03762UAC9 | 333 | 329,000 | PRN | SOLE | 329,000 | 0 | 0 | ||
| APOLLO COML REAL ESTATE FIN | NOTE 5.375%10/1 | 03762UAC9 | 2,241 | 2,213,000 | PRN | DFND | 3 | 2,213,000 | 0 | 0 | |
| APOLLO COML REAL ESTATE FIN | NOTE 5.375%10/1 | 03762UAC9 | 932 | 920,000 | PRN | DFND | 4 | 920,000 | 0 | 0 | |
| APPLE INC | COM | 037833100 | 5,840 | 32,885 | SH | SOLE | 32,885 | 0 | 0 | ||
| APPLIED MATLS INC | COM | 038222105 | 525 | 3,340 | SH | SOLE | 3,340 | 0 | 0 | ||
| APTIV PLC | 5.5% CNV PFD A | G6095L117 | 2,054 | 11,180 | SH | DFND | 1 | 11,180 | 0 | 0 | |
| APTIV PLC | 5.5% CNV PFD A | G6095L117 | 16,309 | 88,780 | SH | SOLE | 88,780 | 0 | 0 | ||
| ARBOR REALTY TRUST INC | NOTE 4.750%11/0 | 038923AP3 | 477 | 435,000 | PRN | SOLE | 435,000 | 0 | 0 | ||
| ARCELORMITTAL SA LUXEMBOURG | NY REGISTRY SH | 03938L203 | 267 | 8,356 | SH | SOLE | 8,356 | 0 | 0 | ||
| ARES CAPITAL CORP | COM | 04010L103 | 221 | 10,415 | SH | SOLE | 10,415 | 0 | 0 | ||
| ARES CAPITAL CORP | NOTE 3.750% 2/0 | 04010LAT0 | 5,572 | 5,088,000 | PRN | SOLE | 5,088,000 | 0 | 0 | ||
| ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 14,057 | 12,611,000 | PRN | SOLE | 12,611,000 | 0 | 0 | ||
| AT&T INC | COM | 00206R102 | 251 | 10,265 | SH | SOLE | 10,265 | 0 | 0 | ||
| ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 27 | 17,000 | PRN | SOLE | 17,000 | 0 | 0 | ||
| AUTOMATIC DATA PROCESSING IN | COM | 053015103 | 223 | 906 | SH | SOLE | 906 | 0 | 0 | ||
| AVANTOR INC | 6.25 PFD CNV SR | 05352A209 | 2,550 | 19,775 | SH | DFND | 1 | 19,775 | 0 | 0 | |
| AVANTOR INC | 6.25 PFD CNV SR | 05352A209 | 19,367 | 150,200 | SH | SOLE | 150,200 | 0 | 0 | ||
| AVANTOR INC | COM | 05352A100 | 253 | 6,035 | SH | SOLE | 6,035 | 0 | 0 | ||
| AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 685 | 650,000 | PRN | DFND | 2 | 650,000 | 0 | 0 | |
| AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 177 | 168,000 | PRN | SOLE | 168,000 | 0 | 0 | ||
| AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 414 | 393,000 | PRN | DFND | 4 | 393,000 | 0 | 0 | |
| AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 831 | 789,000 | PRN | DFND | 3 | 789,000 | 0 | 0 | |
| BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 1,208 | 4,044 | SH | SOLE | 4,044 | 0 | 0 | ||
| BILL COM HLDGS INC | NOTE 12/0 | 090043AB6 | 1,563 | 915,000 | PRN | DFND | 1 | 915,000 | 0 | 0 | |
| BILL COM HLDGS INC | NOTE 12/0 | 090043AB6 | 955 | 558,000 | PRN | SOLE | 558,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 1,119 | 1,070,000 | PRN | DFND | 1 | 1,070,000 | 0 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 8,232 | 7,874,000 | PRN | SOLE | 7,874,000 | 0 | 0 | ||
| BK OF AMERICA CORP | 7.25%CNV PFD L | 060505682 | 3,434 | 2,373 | SH | SOLE | 2,373 | 0 | 0 | ||
| BK OF AMERICA CORP | COM | 060505104 | 1,049 | 23,534 | SH | SOLE | 23,534 | 0 | 0 | ||
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 225 | 153,000 | PRN | SOLE | 153,000 | 0 | 0 | ||
| BLOCK INC | NOTE 0.250%11/0 | 852234AK9 | 3,012 | 2,840,000 | PRN | DFND | 1 | 2,840,000 | 0 | 0 | |
| BLOCK INC | NOTE 0.250%11/0 | 852234AK9 | 19,710 | 18,581,000 | PRN | SOLE | 18,581,000 | 0 | 0 | ||
| BLOOM ENERGY CORP | NOTE 2.500% 8/1 | 093712AH0 | 622 | 401,000 | PRN | DFND | 2 | 401,000 | 0 | 0 | |
| BLOOM ENERGY CORP | NOTE 2.500% 8/1 | 093712AH0 | 757 | 488,000 | PRN | DFND | 3 | 488,000 | 0 | 0 | |
| BLOOM ENERGY CORP | NOTE 2.500% 8/1 | 093712AH0 | 375 | 242,000 | PRN | DFND | 4 | 242,000 | 0 | 0 | |
| BLOOM ENERGY CORP | NOTE 2.500% 8/1 | 093712AH0 | 185 | 119,000 | PRN | SOLE | 119,000 | 0 | 0 | ||
| BOEING CO | COM | 097023105 | 344 | 1,708 | SH | SOLE | 1,708 | 0 | 0 | ||
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 38,204 | 26,015,000 | PRN | SOLE | 26,015,000 | 0 | 0 | ||
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 2,203 | 1,500,000 | PRN | DFND | 1 | 1,500,000 | 0 | 0 | |
| BOSTON SCIENTIFIC CORP | 5.50% CNV PFD A | 101137206 | 1,473 | 12,950 | SH | DFND | 1 | 12,950 | 0 | 0 | |
| BOSTON SCIENTIFIC CORP | 5.50% CNV PFD A | 101137206 | 10,218 | 89,840 | SH | SOLE | 89,840 | 0 | 0 | ||
| BRISTOL-MYERS SQUIBB CO | COM | 110122108 | 248 | 4,003 | SH | SOLE | 4,003 | 0 | 0 | ||
| BROADCOM INC | 8% MCNV PFD SR A | 11135F200 | 42,169 | 20,344 | SH | SOLE | 20,344 | 0 | 0 | ||
| BROADCOM INC | 8% MCNV PFD SR A | 11135F200 | 6,146 | 2,965 | SH | DFND | 1 | 2,965 | 0 | 0 | |
| BROADCOM INC | COM | 11135F101 | 626 | 939 | SH | SOLE | 939 | 0 | 0 | ||
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 6,047 | 4,071,000 | PRN | SOLE | 4,071,000 | 0 | 0 | ||
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 594 | 400,000 | PRN | DFND | 4 | 400,000 | 0 | 0 | |
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 906 | 610,000 | PRN | DFND | 3 | 610,000 | 0 | 0 | |
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 1,215 | 818,000 | PRN | DFND | 1 | 818,000 | 0 | 0 | |
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 854 | 575,000 | PRN | DFND | 2 | 575,000 | 0 | 0 | |
| CALLAWAY GOLF CO | COM | 131193104 | 203 | 7,413 | SH | SOLE | 7,413 | 0 | 0 | ||
| CALLAWAY GOLF COMPANY | NOTE 2.750% 5/0 | 131193AE4 | 5,046 | 2,928,000 | PRN | SOLE | 2,928,000 | 0 | 0 | ||
| CALLAWAY GOLF COMPANY | NOTE 2.750% 5/0 | 131193AE4 | 455 | 264,000 | PRN | DFND | 4 | 264,000 | 0 | 0 | |
| CALLAWAY GOLF COMPANY | NOTE 2.750% 5/0 | 131193AE4 | 779 | 452,000 | PRN | DFND | 2 | 452,000 | 0 | 0 | |
| CALLAWAY GOLF COMPANY | NOTE 2.750% 5/0 | 131193AE4 | 982 | 570,000 | PRN | DFND | 1 | 570,000 | 0 | 0 | |
| CALLAWAY GOLF COMPANY | NOTE 2.750% 5/0 | 131193AE4 | 986 | 572,000 | PRN | DFND | 3 | 572,000 | 0 | 0 | |
| CARNIVAL CORP | NOTE 5.750% 4/0 | 143658BE1 | 290 | 138,000 | PRN | SOLE | 138,000 | 0 | 0 | ||
| CENTENNIAL RESOURCE DEV INC | NOTE 3.250% 4/0 | 15136AAA0 | 1,274 | 1,016,000 | PRN | DFND | 1 | 1,016,000 | 0 | 0 | |
| CENTENNIAL RESOURCE DEV INC | NOTE 3.250% 4/0 | 15136AAA0 | 1,092 | 871,000 | PRN | DFND | 2 | 871,000 | 0 | 0 | |
| CENTENNIAL RESOURCE DEV INC | NOTE 3.250% 4/0 | 15136AAA0 | 1,424 | 1,136,000 | PRN | DFND | 3 | 1,136,000 | 0 | 0 | |
| CENTENNIAL RESOURCE DEV INC | NOTE 3.250% 4/0 | 15136AAA0 | 627 | 500,000 | PRN | DFND | 4 | 500,000 | 0 | 0 | |
| CENTENNIAL RESOURCE DEV INC | NOTE 3.250% 4/0 | 15136AAA0 | 6,332 | 5,050,000 | PRN | SOLE | 5,050,000 | 0 | 0 | ||
| CERENCE INC | NOTE 3.000% 6/0 | 156727AB5 | 4,215 | 1,934,000 | PRN | SOLE | 1,934,000 | 0 | 0 | ||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 112 | 125,000 | PRN | SOLE | 125,000 | 0 | 0 | ||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 255 | 285,000 | PRN | DFND | 4 | 285,000 | 0 | 0 | |
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 436 | 487,000 | PRN | DFND | 2 | 487,000 | 0 | 0 | |
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 540 | 603,000 | PRN | DFND | 3 | 603,000 | 0 | 0 | |
| CHEFS WHSE INC | NOTE 1.875%12/0 | 163086AB7 | 861 | 813,000 | PRN | DFND | 2 | 813,000 | 0 | 0 | |
| CHEFS WHSE INC | NOTE 1.875%12/0 | 163086AB7 | 1,056 | 997,000 | PRN | DFND | 3 | 997,000 | 0 | 0 | |
| CHEFS WHSE INC | NOTE 1.875%12/0 | 163086AB7 | 530 | 500,000 | PRN | DFND | 4 | 500,000 | 0 | 0 | |
| CHEFS WHSE INC | NOTE 1.875%12/0 | 163086AB7 | 734 | 693,000 | PRN | SOLE | 693,000 | 0 | 0 | ||
| CHEGG INC | NOTE 9/0 | 163092AF6 | 412 | 498,000 | PRN | DFND | 4 | 498,000 | 0 | 0 | |
| CHEGG INC | NOTE 9/0 | 163092AF6 | 146 | 177,000 | PRN | SOLE | 177,000 | 0 | 0 | ||
| CHEGG INC | NOTE 9/0 | 163092AF6 | 680 | 822,000 | PRN | DFND | 2 | 822,000 | 0 | 0 | |
| CHEGG INC | NOTE 9/0 | 163092AF6 | 830 | 1,003,000 | PRN | DFND | 3 | 1,003,000 | 0 | 0 | |
| CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 989 | 1,175,000 | PRN | DFND | 3 | 1,175,000 | 0 | 0 | |
| CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 508 | 604,000 | PRN | DFND | 4 | 604,000 | 0 | 0 | |
| CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 313 | 372,000 | PRN | SOLE | 372,000 | 0 | 0 | ||
| CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 1,135 | 1,349,000 | PRN | DFND | 2 | 1,349,000 | 0 | 0 | |
| CHEVRON CORP NEW | COM | 166764100 | 426 | 3,629 | SH | SOLE | 3,629 | 0 | 0 | ||
| CINEMARK HLDGS INC | NOTE 4.500% 8/1 | 17243VAB8 | 796 | 557,000 | PRN | DFND | 1 | 557,000 | 0 | 0 | |
| CINEMARK HLDGS INC | NOTE 4.500% 8/1 | 17243VAB8 | 4,166 | 2,915,000 | PRN | SOLE | 2,915,000 | 0 | 0 | ||
| CISCO SYS INC | COM | 17275R102 | 715 | 11,259 | SH | SOLE | 11,259 | 0 | 0 | ||
| CLARIVATE PLC | 5.25% PFD CONV A | G21810208 | 129 | 1,425 | SH | SOLE | 1,425 | 0 | 0 | ||
| CLARIVATE PLC | 5.25% PFD CONV A | G21810208 | 254 | 2,815 | SH | DFND | 4 | 2,815 | 0 | 0 | |
| CLARIVATE PLC | 5.25% PFD CONV A | G21810208 | 434 | 4,810 | SH | DFND | 2 | 4,810 | 0 | 0 | |
| CLARIVATE PLC | 5.25% PFD CONV A | G21810208 | 537 | 5,950 | SH | DFND | 3 | 5,950 | 0 | 0 | |
| CLEVELAND-CLIFFS INC NEW | COM | 185899101 | 264 | 12,119 | SH | SOLE | 12,119 | 0 | 0 | ||
| CNX RES CORP | NOTE 2.250% 5/0 | 12653CAG3 | 752 | 575,000 | PRN | DFND | 1 | 575,000 | 0 | 0 | |
| CNX RES CORP | NOTE 2.250% 5/0 | 12653CAG3 | 4,811 | 3,679,000 | PRN | SOLE | 3,679,000 | 0 | 0 | ||
| COCA COLA CO | COM | 191216100 | 587 | 9,932 | SH | SOLE | 9,932 | 0 | 0 | ||
| COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 | 681 | 619,000 | PRN | DFND | 2 | 619,000 | 0 | 0 | |
| COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 | 164 | 149,000 | PRN | SOLE | 149,000 | 0 | 0 | ||
| COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 | 564 | 512,000 | PRN | DFND | 4 | 512,000 | 0 | 0 | |
| COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 | 792 | 720,000 | PRN | DFND | 3 | 720,000 | 0 | 0 | |
| COMCAST CORP NEW | CL A | 20030N101 | 541 | 10,732 | SH | SOLE | 10,732 | 0 | 0 | ||
| CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 1,521 | 915,000 | PRN | DFND | 1 | 915,000 | 0 | 0 | |
| CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 9,202 | 5,533,000 | PRN | SOLE | 5,533,000 | 0 | 0 | ||
| COSTCO WHSL CORP NEW | COM | 22160K105 | 734 | 1,292 | SH | SOLE | 1,292 | 0 | 0 | ||
| COUPA SOFTWARE INC | NOTE 0.375% 6/1 | 22266LAF3 | 1,418 | 1,500,000 | PRN | DFND | 1 | 1,500,000 | 0 | 0 | |
| COUPA SOFTWARE INC | NOTE 0.375% 6/1 | 22266LAF3 | 9,246 | 9,786,000 | PRN | SOLE | 9,786,000 | 0 | 0 | ||
| CSG SYS INTL INC | NOTE 4.250% 3/1 | 126349AF6 | 112 | 106,000 | PRN | SOLE | 106,000 | 0 | 0 | ||
| CSX CORP | COM | 126408103 | 225 | 5,955 | SH | SOLE | 5,955 | 0 | 0 | ||
| CUMMINS INC | COM | 231021106 | 215 | 979 | SH | SOLE | 979 | 0 | 0 | ||
| CVS HEALTH CORP | COM | 126650100 | 294 | 2,847 | SH | SOLE | 2,847 | 0 | 0 | ||
| CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 400 | 316,000 | PRN | SOLE | 316,000 | 0 | 0 | ||
| D R HORTON INC | COM | 23331A109 | 357 | 3,288 | SH | SOLE | 3,288 | 0 | 0 | ||
| DANAHER CORPORATION | 4.75 MND CV PFD | 235851300 | 4,069 | 1,854 | SH | SOLE | 1,854 | 0 | 0 | ||
| DANAHER CORPORATION | 5% CONV PFD B | 235851409 | 5,384 | 3,081 | SH | DFND | 1 | 3,081 | 0 | 0 | |
| DANAHER CORPORATION | 5% CONV PFD B | 235851409 | 33,046 | 18,912 | SH | SOLE | 18,912 | 0 | 0 | ||
| DANAHER CORPORATION | COM | 235851102 | 712 | 2,158 | SH | SOLE | 2,158 | 0 | 0 | ||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 1,052 | 525,000 | PRN | DFND | 1 | 525,000 | 0 | 0 | |
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 8,678 | 4,332,000 | PRN | SOLE | 4,332,000 | 0 | 0 | ||
| DBX ETF TR | XTRACK HRVST CSI | 233051879 | 1,326 | 33,901 | SH | SOLE | 33,901 | 0 | 0 | ||
| DEERE & CO | COM | 244199105 | 253 | 732 | SH | SOLE | 732 | 0 | 0 | ||
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 5,204 | 4,385,000 | PRN | DFND | 1 | 4,385,000 | 0 | 0 | |
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 30,563 | 25,751,000 | PRN | SOLE | 25,751,000 | 0 | 0 | ||
| DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 849 | 260,000 | PRN | DFND | 1 | 260,000 | 0 | 0 | |
| DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 791 | 242,000 | PRN | SOLE | 242,000 | 0 | 0 | ||
| DICKS SPORTING GOODS INC | COM | 253393102 | 282 | 2,449 | SH | SOLE | 2,449 | 0 | 0 | ||
| DICKS SPORTING GOODS INC | NOTE 3.250% 4/1 | 253393AD4 | 2,014 | 570,000 | PRN | DFND | 1 | 570,000 | 0 | 0 | |
| DICKS SPORTING GOODS INC | NOTE 3.250% 4/1 | 253393AD4 | 13,859 | 3,923,000 | PRN | SOLE | 3,923,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 1,362 | 1,355,000 | PRN | DFND | 1 | 1,355,000 | 0 | 0 | |
| DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 13,109 | 13,050,000 | PRN | SOLE | 13,050,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 1,219 | 1,297,000 | PRN | DFND | 3 | 1,297,000 | 0 | 0 | |
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 564 | 600,000 | PRN | DFND | 4 | 600,000 | 0 | 0 | |
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 1,543 | 1,642,000 | PRN | SOLE | 1,642,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 964 | 1,026,000 | PRN | DFND | 2 | 1,026,000 | 0 | 0 | |
| DISNEY WALT CO | COM | 254687106 | 644 | 4,159 | SH | SOLE | 4,159 | 0 | 0 | ||
| DOMINION ENERGY INC | UNIT 99/99/9999 | 25746U133 | 1,867 | 18,590 | SH | SOLE | 18,590 | 0 | 0 | ||
| DOVER CORP | COM | 260003108 | 296 | 1,631 | SH | SOLE | 1,631 | 0 | 0 | ||
| DTE ENERGY CO | UNIT 11/01/2022S | 233331842 | 3,121 | 60,735 | SH | SOLE | 60,735 | 0 | 0 | ||
| EATON CORP PLC | SHS | G29183103 | 378 | 2,190 | SH | SOLE | 2,190 | 0 | 0 | ||
| ELANCO ANIMAL HEALTH INC | UNIT 02/01/2023T | 28414H202 | 4,250 | 95,010 | SH | SOLE | 95,010 | 0 | 0 | ||
| ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 912 | 617,000 | PRN | DFND | 2 | 617,000 | 0 | 0 | |
| ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 1,291 | 874,000 | PRN | DFND | 3 | 874,000 | 0 | 0 | |
| ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 541 | 366,000 | PRN | DFND | 4 | 366,000 | 0 | 0 | |
| ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 211 | 143,000 | PRN | SOLE | 143,000 | 0 | 0 | ||
| ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 692 | 551,000 | PRN | DFND | 3 | 551,000 | 0 | 0 | |
| ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 314 | 250,000 | PRN | DFND | 4 | 250,000 | 0 | 0 | |
| ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 599 | 477,000 | PRN | DFND | 2 | 477,000 | 0 | 0 | |
| ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 191 | 152,000 | PRN | SOLE | 152,000 | 0 | 0 | ||
| ENVISTA HOLDINGS CORPORATION | NOTE 2.375% 6/0 | 29415FAB0 | 1,339 | 605,000 | PRN | DFND | 1 | 605,000 | 0 | 0 | |
| ENVISTA HOLDINGS CORPORATION | NOTE 2.375% 6/0 | 29415FAB0 | 6,951 | 3,140,000 | PRN | SOLE | 3,140,000 | 0 | 0 | ||
| EQT CORP | NOTE 1.750% 5/0 | 26884LAK5 | 1,317 | 790,000 | PRN | DFND | 1 | 790,000 | 0 | 0 | |
| EQT CORP | NOTE 1.750% 5/0 | 26884LAK5 | 7,436 | 4,463,000 | PRN | SOLE | 4,463,000 | 0 | 0 | ||
| ESSENTIAL UTILS INC | UNIT 04/30/2022 | 29670G201 | 483 | 7,430 | SH | SOLE | 7,430 | 0 | 0 | ||
| ETSY INC | NOTE 0.125% 9/0 | 29786AAL0 | 21,690 | 16,169,000 | PRN | SOLE | 16,169,000 | 0 | 0 | ||
| ETSY INC | NOTE 0.125% 9/0 | 29786AAL0 | 3,240 | 2,415,000 | PRN | DFND | 1 | 2,415,000 | 0 | 0 | |
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 712 | 280,000 | PRN | SOLE | 280,000 | 0 | 0 | ||
| EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 11,819 | 10,944,000 | PRN | SOLE | 10,944,000 | 0 | 0 | ||
| EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 412 | 424,000 | PRN | DFND | 3 | 424,000 | 0 | 0 | |
| EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 243 | 250,000 | PRN | DFND | 4 | 250,000 | 0 | 0 | |
| EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 132 | 136,000 | PRN | SOLE | 136,000 | 0 | 0 | ||
| EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 427 | 440,000 | PRN | DFND | 2 | 440,000 | 0 | 0 | |
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 9,815 | 9,650,000 | PRN | SOLE | 9,650,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 1,552 | 1,525,000 | PRN | DFND | 1 | 1,525,000 | 0 | 0 | |
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 900 | 885,000 | PRN | DFND | 2 | 885,000 | 0 | 0 | |
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 988 | 971,000 | PRN | DFND | 3 | 971,000 | 0 | 0 | |
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 509 | 500,000 | PRN | DFND | 4 | 500,000 | 0 | 0 | |
| EXPEDIA GROUP INC | COM NEW | 30212P303 | 252 | 1,385 | SH | SOLE | 1,385 | 0 | 0 | ||
| FIRST TR EXCH TRADED FD III | PFD SECS INC ETF | 33739E108 | 10,496 | 516,440 | SH | SOLE | 516,440 | 0 | 0 | ||
| FIRST TR EXCHANGE TRADED FD | WTR ETF | 33733B100 | 4,371 | 46,111 | SH | SOLE | 46,111 | 0 | 0 | ||
| FIRST TR EXCHANGE-TRADED FD | FST LOW OPPT EFT | 33739Q200 | 7,122 | 142,504 | SH | SOLE | 142,504 | 0 | 0 | ||
| FIRST TR EXCHANGE-TRADED FD | MULTI ASSET DI | 33738R100 | 529 | 31,823 | SH | SOLE | 31,823 | 0 | 0 | ||
| FIRST TR EXCHANGE-TRADED FD | SENIOR LN FD | 33738D309 | 8,933 | 186,439 | SH | SOLE | 186,439 | 0 | 0 | ||
| FORTIVE CORP | NOTE 0.875% 2/1 | 34959JAK4 | 595 | 595,000 | PRN | SOLE | 595,000 | 0 | 0 | ||
| FREEPORT-MCMORAN INC | CL B | 35671D857 | 269 | 6,408 | SH | SOLE | 6,408 | 0 | 0 | ||
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 1,122 | 725,000 | PRN | DFND | 1 | 725,000 | 0 | 0 | |
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 6,058 | 3,914,000 | PRN | SOLE | 3,914,000 | 0 | 0 | ||
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 503 | 325,000 | PRN | DFND | 4 | 325,000 | 0 | 0 | |
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 844 | 545,000 | PRN | DFND | 3 | 545,000 | 0 | 0 | |
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 808 | 522,000 | PRN | DFND | 2 | 522,000 | 0 | 0 | |
| GENERAL MTRS CO | COM | 37045V100 | 338 | 5,771 | SH | SOLE | 5,771 | 0 | 0 | ||
| GILEAD SCIENCES INC | COM | 375558103 | 219 | 3,024 | SH | SOLE | 3,024 | 0 | 0 | ||
| GOLAR LNG LTD | NOTE 2.750% 2/1 | 38046YAB7 | 178 | 178,000 | PRN | SOLE | 178,000 | 0 | 0 | ||
| GOLAR LNG LTD | NOTE 2.750% 2/1 | 38046YAB7 | 621 | 622,000 | PRN | DFND | 2 | 622,000 | 0 | 0 | |
| GOLAR LNG LTD | NOTE 2.750% 2/1 | 38046YAB7 | 699 | 700,000 | PRN | DFND | 3 | 700,000 | 0 | 0 | |
| GOLAR LNG LTD | NOTE 2.750% 2/1 | 38046YAB7 | 299 | 300,000 | PRN | DFND | 4 | 300,000 | 0 | 0 | |
| GOLDMAN SACHS GROUP INC | COM | 38141G104 | 201 | 521 | SH | SOLE | 521 | 0 | 0 | ||
| GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 1,170 | 1,200,000 | PRN | DFND | 3 | 1,200,000 | 0 | 0 | |
| GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 497 | 510,000 | PRN | DFND | 4 | 510,000 | 0 | 0 | |
| GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 175 | 179,000 | PRN | SOLE | 179,000 | 0 | 0 | ||
| GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 839 | 861,000 | PRN | DFND | 2 | 861,000 | 0 | 0 | |
| GRANITE CONSTR INC | NOTE 2.750%11/0 | 387328AB3 | 1,181 | 870,000 | PRN | DFND | 1 | 870,000 | 0 | 0 | |
| GRANITE CONSTR INC | NOTE 2.750%11/0 | 387328AB3 | 5,519 | 4,061,000 | PRN | SOLE | 4,061,000 | 0 | 0 | ||
| GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 1,185 | 1,174,000 | PRN | DFND | 2 | 1,174,000 | 0 | 0 | |
| GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 400 | 397,000 | PRN | SOLE | 397,000 | 0 | 0 | ||
| GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 1,438 | 1,425,000 | PRN | DFND | 4 | 1,425,000 | 0 | 0 | |
| GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 1,332 | 1,320,000 | PRN | DFND | 3 | 1,320,000 | 0 | 0 | |
| GREEN PLAINS INC | NOTE 2.250% 3/1 | 393222AK0 | 758 | 569,000 | PRN | SOLE | 569,000 | 0 | 0 | ||
| GUARDANT HEALTH INC | NOTE 11/1 | 40131MAB5 | 1,163 | 1,150,000 | PRN | DFND | 1 | 1,150,000 | 0 | 0 | |
| GUARDANT HEALTH INC | NOTE 11/1 | 40131MAB5 | 5,609 | 5,552,000 | PRN | SOLE | 5,552,000 | 0 | 0 | ||
| HANNON ARMSTRONG SUST INFR C | NOTE 8/1 | 41068XAD2 | 947 | 800,000 | PRN | DFND | 1 | 800,000 | 0 | 0 | |
| HANNON ARMSTRONG SUST INFR C | NOTE 8/1 | 41068XAD2 | 5,002 | 4,229,000 | PRN | SOLE | 4,229,000 | 0 | 0 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 392 | 412,000 | PRN | DFND | 3 | 412,000 | 0 | 0 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 184 | 193,000 | PRN | DFND | 4 | 193,000 | 0 | 0 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 314 | 330,000 | PRN | DFND | 2 | 330,000 | 0 | 0 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 62 | 65,000 | PRN | SOLE | 65,000 | 0 | 0 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 482 | 488,000 | PRN | DFND | 2 | 488,000 | 0 | 0 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 581 | 588,000 | PRN | DFND | 3 | 588,000 | 0 | 0 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 247 | 250,000 | PRN | DFND | 4 | 250,000 | 0 | 0 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 172 | 174,000 | PRN | SOLE | 174,000 | 0 | 0 | ||
| HERCULES CAPITAL INC | DBCV 4.375% 2/0 | 427096AF9 | 471 | 458,000 | PRN | SOLE | 458,000 | 0 | 0 | ||
| HOME DEPOT INC | COM | 437076102 | 1,486 | 3,583 | SH | SOLE | 3,583 | 0 | 0 | ||
| HONEYWELL INTL INC | COM | 438516106 | 374 | 1,787 | SH | SOLE | 1,787 | 0 | 0 | ||
| HOPE BANCORP INC | NOTE 2.000% 5/1 | 43940TAB5 | 1,727 | 1,775,000 | PRN | SOLE | 1,775,000 | 0 | 0 | ||
| HUBSPOT INC | NOTE 0.375% 6/0 | 443573AD2 | 1,629 | 685,000 | PRN | DFND | 1 | 685,000 | 0 | 0 | |
| HUBSPOT INC | NOTE 0.375% 6/0 | 443573AD2 | 10,926 | 4,595,000 | PRN | SOLE | 4,595,000 | 0 | 0 | ||
| I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 674 | 732,000 | PRN | DFND | 2 | 732,000 | 0 | 0 | |
| I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 923 | 1,002,000 | PRN | DFND | 3 | 1,002,000 | 0 | 0 | |
| I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 546 | 593,000 | PRN | DFND | 4 | 593,000 | 0 | 0 | |
| I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 160 | 173,000 | PRN | SOLE | 173,000 | 0 | 0 | ||
| II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 793 | 536,000 | PRN | DFND | 3 | 536,000 | 0 | 0 | |
| II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 370 | 250,000 | PRN | DFND | 4 | 250,000 | 0 | 0 | |
| II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 829 | 560,000 | PRN | DFND | 2 | 560,000 | 0 | 0 | |
| II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 228 | 154,000 | PRN | SOLE | 154,000 | 0 | 0 | ||
| ILLINOIS TOOL WKS INC | COM | 452308109 | 254 | 1,030 | SH | SOLE | 1,030 | 0 | 0 | ||
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 16,755 | 14,689,000 | PRN | SOLE | 14,689,000 | 0 | 0 | ||
| INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 655 | 552,000 | PRN | DFND | 2 | 552,000 | 0 | 0 | |
| INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 619 | 522,000 | PRN | DFND | 3 | 522,000 | 0 | 0 | |
| INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 475 | 400,000 | PRN | DFND | 4 | 400,000 | 0 | 0 | |
| INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 209 | 176,000 | PRN | SOLE | 176,000 | 0 | 0 | ||
| INNOVIVA INC | NOTE 2.125% 1/1 | 88338TAB0 | 1,081 | 993,000 | PRN | DFND | 3 | 993,000 | 0 | 0 | |
| INNOVIVA INC | NOTE 2.125% 1/1 | 88338TAB0 | 566 | 520,000 | PRN | DFND | 4 | 520,000 | 0 | 0 | |
| INNOVIVA INC | NOTE 2.125% 1/1 | 88338TAB0 | 223 | 204,000 | PRN | SOLE | 204,000 | 0 | 0 | ||
| INNOVIVA INC | NOTE 2.125% 1/1 | 88338TAB0 | 852 | 783,000 | PRN | DFND | 2 | 783,000 | 0 | 0 | |
| INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 431 | 270,000 | PRN | SOLE | 270,000 | 0 | 0 | ||
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 5,126 | 4,731,000 | PRN | SOLE | 4,731,000 | 0 | 0 | ||
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 818 | 755,000 | PRN | DFND | 1 | 755,000 | 0 | 0 | |
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 822 | 759,000 | PRN | DFND | 2 | 759,000 | 0 | 0 | |
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 1,050 | 969,000 | PRN | DFND | 3 | 969,000 | 0 | 0 | |
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 664 | 613,000 | PRN | DFND | 4 | 613,000 | 0 | 0 | |
| INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 589 | 574,000 | PRN | SOLE | 574,000 | 0 | 0 | ||
| INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 2,249 | 1,700,000 | PRN | DFND | 1 | 1,700,000 | 0 | 0 | |
| INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 10,829 | 8,188,000 | PRN | SOLE | 8,188,000 | 0 | 0 | ||
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 812 | 750,000 | PRN | DFND | 1 | 750,000 | 0 | 0 | |
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 4,882 | 4,509,000 | PRN | SOLE | 4,509,000 | 0 | 0 | ||
| INTEL CORP | COM | 458140100 | 476 | 9,237 | SH | SOLE | 9,237 | 0 | 0 | ||
| INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 593 | 4,349 | SH | SOLE | 4,349 | 0 | 0 | ||
| INTUIT | COM | 461202103 | 336 | 523 | SH | SOLE | 523 | 0 | 0 | ||
| IONIS PHARMACEUTICALS INC | NOTE 0.125%12/1 | 462222AB6 | 436 | 488,000 | PRN | DFND | 3 | 488,000 | 0 | 0 | |
| IONIS PHARMACEUTICALS INC | NOTE 0.125%12/1 | 462222AB6 | 447 | 500,000 | PRN | DFND | 4 | 500,000 | 0 | 0 | |
| IONIS PHARMACEUTICALS INC | NOTE 0.125%12/1 | 462222AB6 | 523 | 585,000 | PRN | DFND | 2 | 585,000 | 0 | 0 | |
| IONIS PHARMACEUTICALS INC | NOTE 0.125%12/1 | 462222AB6 | 158 | 177,000 | PRN | SOLE | 177,000 | 0 | 0 | ||
| ISHARES INC | CORE MSCI EMKT | 46434G103 | 1,233 | 20,582 | SH | SOLE | 20,582 | 0 | 0 | ||
| ISHARES TR | 1 3 YR TREAS BD | 464287457 | 470 | 5,481 | SH | SOLE | 5,481 | 0 | 0 | ||
| ISHARES TR | CORE S&P500 ETF | 464287200 | 96,580 | 202,472 | SH | SOLE | 202,472 | 0 | 0 | ||
| ISHARES TR | CORE US AGGBD ET | 464287226 | 25,747 | 225,706 | SH | SOLE | 225,706 | 0 | 0 | ||
| ISHARES TR | FLTG RATE NT ETF | 46429B655 | 539 | 10,594 | SH | SOLE | 10,594 | 0 | 0 | ||
| ISHARES TR | JPMORGAN USD EMG | 464288281 | 2,959 | 27,140 | SH | SOLE | 27,140 | 0 | 0 | ||
| ISHARES TR | MORTGE REL ETF | 46435G342 | 287 | 8,302 | SH | SOLE | 8,302 | 0 | 0 | ||
| ISHARES TR | MSCI EURO FL ETF | 464289180 | 3,168 | 157,991 | SH | SOLE | 157,991 | 0 | 0 | ||
| ISHARES TR | RUS 1000 VAL ETF | 464287598 | 685 | 4,077 | SH | SOLE | 4,077 | 0 | 0 | ||
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 5,311 | 23,869 | SH | SOLE | 23,869 | 0 | 0 | ||
| ISHARES TR | U.S. BAS MTL ETF | 464287838 | 248 | 1,748 | SH | SOLE | 1,748 | 0 | 0 | ||
| ISHARES TR | U.S. REAL ES ETF | 464287739 | 873 | 7,508 | SH | SOLE | 7,508 | 0 | 0 | ||
| ISHARES TR | U.S. TECH ETF | 464287721 | 8,153 | 71,001 | SH | SOLE | 71,001 | 0 | 0 | ||
| ISTAR INC | NOTE 3.125% 9/1 | 45031UCB5 | 563 | 300,000 | PRN | DFND | 4 | 300,000 | 0 | 0 | |
| ISTAR INC | NOTE 3.125% 9/1 | 45031UCB5 | 860 | 458,000 | PRN | DFND | 2 | 458,000 | 0 | 0 | |
| ISTAR INC | NOTE 3.125% 9/1 | 45031UCB5 | 749 | 399,000 | PRN | DFND | 3 | 399,000 | 0 | 0 | |
| ISTAR INC | NOTE 3.125% 9/1 | 45031UCB5 | 268 | 143,000 | PRN | SOLE | 143,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 703 | 703,000 | PRN | DFND | 3 | 703,000 | 0 | 0 | |
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 920 | 920,000 | PRN | SOLE | 920,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 617 | 617,000 | PRN | DFND | 2 | 617,000 | 0 | 0 | |
| JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 525 | 465,000 | PRN | DFND | 2 | 465,000 | 0 | 0 | |
| JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 604 | 535,000 | PRN | DFND | 3 | 535,000 | 0 | 0 | |
| JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 564 | 500,000 | PRN | DFND | 4 | 500,000 | 0 | 0 | |
| JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 8,452 | 7,490,000 | PRN | SOLE | 7,490,000 | 0 | 0 | ||
| JOHNSON & JOHNSON | COM | 478160104 | 1,024 | 5,979 | SH | SOLE | 5,979 | 0 | 0 | ||
| JPMORGAN CHASE & CO | COM | 46625H100 | 1,698 | 10,721 | SH | SOLE | 10,721 | 0 | 0 | ||
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 132 | 128,000 | PRN | SOLE | 128,000 | 0 | 0 | ||
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 377 | 365,000 | PRN | DFND | 4 | 365,000 | 0 | 0 | |
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 624 | 605,000 | PRN | DFND | 2 | 605,000 | 0 | 0 | |
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 742 | 719,000 | PRN | DFND | 3 | 719,000 | 0 | 0 | |
| KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 1,284 | 675,000 | PRN | DFND | 1 | 675,000 | 0 | 0 | |
| KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 7,006 | 3,684,000 | PRN | SOLE | 3,684,000 | 0 | 0 | ||
| KIMBERLY-CLARK CORP | COM | 494368103 | 1,241 | 8,685 | SH | SOLE | 8,685 | 0 | 0 | ||
| KKR & CO INC | 6% MCONV PFD C | 48251W401 | 3,125 | 33,590 | SH | DFND | 1 | 33,590 | 0 | 0 | |
| KKR & CO INC | 6% MCONV PFD C | 48251W401 | 25,627 | 275,517 | SH | SOLE | 275,517 | 0 | 0 | ||
| LABORATORY CORP AMER HLDGS | COM NEW | 50540R409 | 305 | 971 | SH | SOLE | 971 | 0 | 0 | ||
| LAM RESEARCH CORP | COM | 512807108 | 236 | 327 | SH | SOLE | 327 | 0 | 0 | ||
| LCI INDS | NOTE 1.125% 5/1 | 501812AB7 | 5,316 | 4,842,000 | PRN | SOLE | 4,842,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | COM SER C FRMLA | 531229854 | 333 | 5,258 | SH | SOLE | 5,258 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | NOTE 1.000% 1/3 | 531229AF9 | 1,965 | 1,140,000 | PRN | DFND | 1 | 1,140,000 | 0 | 0 | |
| LIBERTY MEDIA CORP DEL | NOTE 1.000% 1/3 | 531229AF9 | 9,398 | 5,453,000 | PRN | SOLE | 5,453,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 1,407 | 935,000 | PRN | DFND | 1 | 935,000 | 0 | 0 | |
| LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 11,516 | 7,651,000 | PRN | SOLE | 7,651,000 | 0 | 0 | ||
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 941 | 945,000 | PRN | DFND | 3 | 945,000 | 0 | 0 | |
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 498 | 500,000 | PRN | DFND | 4 | 500,000 | 0 | 0 | |
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 793 | 796,000 | PRN | DFND | 2 | 796,000 | 0 | 0 | |
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 258 | 259,000 | PRN | SOLE | 259,000 | 0 | 0 | ||
| LINDE PLC | SHS | G5494J103 | 287 | 831 | SH | SOLE | 831 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.000% 2/1 | 538034AU3 | 114 | 87,000 | PRN | SOLE | 87,000 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 4,498 | 2,492,000 | PRN | DFND | 1 | 2,492,000 | 0 | 0 | |
| LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 23,142 | 12,823,000 | PRN | SOLE | 12,823,000 | 0 | 0 | ||
| LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 676 | 231,000 | PRN | DFND | 1 | 231,000 | 0 | 0 | |
| LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 3,482 | 1,189,000 | PRN | SOLE | 1,189,000 | 0 | 0 | ||
| LIVEPERSON INC | NOTE 12/1 | 538146AD3 | 529 | 627,000 | PRN | DFND | 2 | 627,000 | 0 | 0 | |
| LIVEPERSON INC | NOTE 12/1 | 538146AD3 | 129 | 153,000 | PRN | SOLE | 153,000 | 0 | 0 | ||
| LIVEPERSON INC | NOTE 12/1 | 538146AD3 | 312 | 370,000 | PRN | DFND | 4 | 370,000 | 0 | 0 | |
| LIVEPERSON INC | NOTE 12/1 | 538146AD3 | 717 | 850,000 | PRN | DFND | 3 | 850,000 | 0 | 0 | |
| LOCKHEED MARTIN CORP | COM | 539830109 | 237 | 659 | SH | SOLE | 659 | 0 | 0 | ||
| LOEWS CORP | COM | 540424108 | 764 | 13,232 | SH | SOLE | 13,232 | 0 | 0 | ||
| LOWES COS INC | COM | 548661107 | 326 | 1,261 | SH | SOLE | 1,261 | 0 | 0 | ||
| LPL FINL HLDGS INC | COM | 50212V100 | 305 | 1,904 | SH | SOLE | 1,904 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 511 | 411,000 | PRN | DFND | 3 | 411,000 | 0 | 0 | |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 254 | 204,000 | PRN | DFND | 4 | 204,000 | 0 | 0 | |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 419 | 337,000 | PRN | DFND | 2 | 337,000 | 0 | 0 | |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 951 | 765,000 | PRN | DFND | 1 | 765,000 | 0 | 0 | |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 6,181 | 4,970,000 | PRN | SOLE | 4,970,000 | 0 | 0 | ||
| LYFT INC | NOTE 1.500% 5/1 | 55087PAB0 | 1,323 | 993,000 | PRN | DFND | 1 | 993,000 | 0 | 0 | |
| LYFT INC | NOTE 1.500% 5/1 | 55087PAB0 | 8,940 | 6,710,000 | PRN | SOLE | 6,710,000 | 0 | 0 | ||
| MARRIOTT VACATIONS WORLDWIDE | NOTE 1.500% 9/1 | 57164YAB3 | 778 | 640,000 | PRN | SOLE | 640,000 | 0 | 0 | ||
| MARVELL TECHNOLOGY INC | COM | 573874104 | 308 | 3,519 | SH | SOLE | 3,519 | 0 | 0 | ||
| MASTERCARD INCORPORATED | CL A | 57636Q104 | 550 | 1,530 | SH | SOLE | 1,530 | 0 | 0 | ||
| MCDONALDS CORP | COM | 580135101 | 577 | 2,149 | SH | SOLE | 2,149 | 0 | 0 | ||
| MEDTRONIC PLC | SHS | G5960L103 | 334 | 3,221 | SH | SOLE | 3,221 | 0 | 0 | ||
| MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 | 664 | 214,000 | PRN | DFND | 1 | 214,000 | 0 | 0 | |
| MERCK & CO INC | COM | 58933Y105 | 491 | 6,387 | SH | SOLE | 6,387 | 0 | 0 | ||
| MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 578 | 531,000 | PRN | DFND | 2 | 531,000 | 0 | 0 | |
| MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 821 | 754,000 | PRN | DFND | 3 | 754,000 | 0 | 0 | |
| MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 343 | 315,000 | PRN | DFND | 4 | 315,000 | 0 | 0 | |
| MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 210 | 193,000 | PRN | SOLE | 193,000 | 0 | 0 | ||
| META PLATFORMS INC | CL A | 30303M102 | 1,834 | 5,455 | SH | SOLE | 5,455 | 0 | 0 | ||
| MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 2,630 | 2,553,000 | PRN | DFND | 3 | 2,553,000 | 0 | 0 | |
| MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 1,189 | 1,154,000 | PRN | DFND | 4 | 1,154,000 | 0 | 0 | |
| MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 1,989 | 1,931,000 | PRN | DFND | 2 | 1,931,000 | 0 | 0 | |
| MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 373 | 362,000 | PRN | SOLE | 362,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 3,020 | 2,440,000 | PRN | DFND | 1 | 2,440,000 | 0 | 0 | |
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 19,436 | 15,705,000 | PRN | SOLE | 15,705,000 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | COM | 595112103 | 328 | 3,527 | SH | SOLE | 3,527 | 0 | 0 | ||
| MICROSOFT CORP | COM | 594918104 | 5,424 | 16,128 | SH | SOLE | 16,128 | 0 | 0 | ||
| MIDDLEBY CORP | NOTE 1.000% 9/0 | 596278AB7 | 1,215 | 760,000 | PRN | DFND | 1 | 760,000 | 0 | 0 | |
| MIDDLEBY CORP | NOTE 1.000% 9/0 | 596278AB7 | 6,429 | 4,023,000 | PRN | SOLE | 4,023,000 | 0 | 0 | ||
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 654 | 256,000 | PRN | DFND | 1 | 256,000 | 0 | 0 | |
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 11,025 | 4,315,000 | PRN | SOLE | 4,315,000 | 0 | 0 | ||
| MORGAN STANLEY | COM NEW | 617446448 | 291 | 2,961 | SH | SOLE | 2,961 | 0 | 0 | ||
| MOTOROLA SOLUTIONS INC | COM NEW | 620076307 | 13 | 47 | SH | DFND | 2 | 47 | 0 | 0 | |
| MOTOROLA SOLUTIONS INC | COM NEW | 620076307 | 263 | 967 | SH | SOLE | 967 | 0 | 0 | ||
| NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 2,258 | 1,590,000 | PRN | DFND | 1 | 1,590,000 | 0 | 0 | |
| NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 11,973 | 8,431,000 | PRN | SOLE | 8,431,000 | 0 | 0 | ||
| NETFLIX INC | COM | 64110L106 | 377 | 629 | SH | SOLE | 629 | 0 | 0 | ||
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 680 | 571,000 | PRN | DFND | 3 | 571,000 | 0 | 0 | |
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 575 | 483,000 | PRN | DFND | 4 | 483,000 | 0 | 0 | |
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 960 | 806,000 | PRN | DFND | 2 | 806,000 | 0 | 0 | |
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 167 | 140,000 | PRN | SOLE | 140,000 | 0 | 0 | ||
| NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944P307 | 1,056 | 20,314 | SH | DFND | 2 | 20,314 | 0 | 0 | |
| NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944P307 | 1,369 | 26,325 | SH | DFND | 3 | 26,325 | 0 | 0 | |
| NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944P307 | 801 | 15,402 | SH | DFND | 4 | 15,402 | 0 | 0 | |
| NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944P307 | 258 | 4,959 | SH | SOLE | 4,959 | 0 | 0 | ||
| NEXTERA ENERGY INC | UNIT 09/01/2022S | 65339F796 | 5,071 | 74,595 | SH | SOLE | 74,595 | 0 | 0 | ||
| NEXTERA ENERGY INC | UNIT 99/99/9999 | 65339F770 | 2,973 | 51,840 | SH | DFND | 1 | 51,840 | 0 | 0 | |
| NEXTERA ENERGY INC | UNIT 99/99/9999 | 65339F770 | 22,009 | 383,840 | SH | SOLE | 383,840 | 0 | 0 | ||
| NICE LTD | NOTE 9/1 | 653656AB4 | 407 | 334,000 | PRN | SOLE | 334,000 | 0 | 0 | ||
| NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 36 | 10,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
| NIKE INC | CL B | 654106103 | 448 | 2,682 | SH | SOLE | 2,682 | 0 | 0 | ||
| NISOURCE INC | UNIT 12/01/2023 | 65473P121 | 1,474 | 13,170 | SH | SOLE | 13,170 | 0 | 0 | ||
| NOVA LTD | NOTE 10/1 | 66980MAB2 | 1,471 | 740,000 | PRN | DFND | 1 | 740,000 | 0 | 0 | |
| NOVA LTD | NOTE 10/1 | 66980MAB2 | 507 | 254,000 | PRN | SOLE | 254,000 | 0 | 0 | ||
| NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 1,034 | 755,000 | PRN | DFND | 1 | 755,000 | 0 | 0 | |
| NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 4,856 | 3,546,000 | PRN | SOLE | 3,546,000 | 0 | 0 | ||
| NOVOCURE LTD | NOTE 11/0 | 67011XAB9 | 5,354 | 5,859,000 | PRN | SOLE | 5,859,000 | 0 | 0 | ||
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 1,351 | 1,139,000 | PRN | DFND | 3 | 1,139,000 | 0 | 0 | |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 712 | 600,000 | PRN | DFND | 4 | 600,000 | 0 | 0 | |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 1,069 | 901,000 | PRN | DFND | 2 | 901,000 | 0 | 0 | |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 249 | 210,000 | PRN | SOLE | 210,000 | 0 | 0 | ||
| NVIDIA CORPORATION | COM | 67066G104 | 1,507 | 5,123 | SH | SOLE | 5,123 | 0 | 0 | ||
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 1,763 | 1,300,000 | PRN | DFND | 1 | 1,300,000 | 0 | 0 | |
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 12,859 | 9,483,000 | PRN | SOLE | 9,483,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 3,832 | 1,167,000 | PRN | SOLE | 1,167,000 | 0 | 0 | ||
| ORACLE CORP | COM | 68389X105 | 466 | 5,322 | SH | SOLE | 5,322 | 0 | 0 | ||
| OREILLY AUTOMOTIVE INC | COM | 67103H107 | 312 | 444 | SH | SOLE | 444 | 0 | 0 | ||
| OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 234 | 229,000 | PRN | SOLE | 229,000 | 0 | 0 | ||
| OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 455 | 445,000 | PRN | DFND | 4 | 445,000 | 0 | 0 | |
| OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 843 | 825,000 | PRN | DFND | 3 | 825,000 | 0 | 0 | |
| OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 767 | 751,000 | PRN | DFND | 2 | 751,000 | 0 | 0 | |
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 61 | 32,000 | PRN | SOLE | 32,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 5,723 | 2,730,000 | PRN | DFND | 1 | 2,730,000 | 0 | 0 | |
| PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 40,564 | 19,351,000 | PRN | SOLE | 19,351,000 | 0 | 0 | ||
| PAR TECHNOLOGY CORP | NOTE 1.500%10/1 | 698884AE3 | 852 | 849,000 | PRN | DFND | 1 | 849,000 | 0 | 0 | |
| PAR TECHNOLOGY CORP | NOTE 1.500%10/1 | 698884AE3 | 4,377 | 4,368,000 | PRN | SOLE | 4,368,000 | 0 | 0 | ||
| PARKER-HANNIFIN CORP | COM | 701094104 | 261 | 817 | SH | SOLE | 817 | 0 | 0 | ||
| PAYPAL HLDGS INC | COM | 70450Y103 | 430 | 2,274 | SH | SOLE | 2,274 | 0 | 0 | ||
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 11,376 | 10,331,000 | PRN | SOLE | 10,331,000 | 0 | 0 | ||
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 646 | 587,000 | PRN | DFND | 4 | 587,000 | 0 | 0 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 1,360 | 1,235,000 | PRN | DFND | 3 | 1,235,000 | 0 | 0 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 1,531 | 1,390,000 | PRN | DFND | 1 | 1,390,000 | 0 | 0 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 1,060 | 963,000 | PRN | DFND | 2 | 963,000 | 0 | 0 | |
| PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 286 | 286,000 | PRN | SOLE | 286,000 | 0 | 0 | ||
| PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 1,528 | 1,530,000 | PRN | DFND | 2 | 1,530,000 | 0 | 0 | |
| PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 2,678 | 2,681,000 | PRN | DFND | 3 | 2,681,000 | 0 | 0 | |
| PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 499 | 500,000 | PRN | DFND | 4 | 500,000 | 0 | 0 | |
| PEPSICO INC | COM | 713448108 | 588 | 3,382 | SH | SOLE | 3,382 | 0 | 0 | ||
| PERKINELMER INC | COM | 714046109 | 433 | 2,149 | SH | SOLE | 2,149 | 0 | 0 | ||
| PFIZER INC | COM | 717081103 | 1,102 | 18,649 | SH | SOLE | 18,649 | 0 | 0 | ||
| PIONEER NAT RES CO | COM | 723787107 | 347 | 1,910 | SH | SOLE | 1,910 | 0 | 0 | ||
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 4,606 | 2,585,000 | PRN | DFND | 1 | 2,585,000 | 0 | 0 | |
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 57,914 | 32,502,000 | PRN | SOLE | 32,502,000 | 0 | 0 | ||
| PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 582 | 500,000 | PRN | DFND | 4 | 500,000 | 0 | 0 | |
| PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 281 | 242,000 | PRN | SOLE | 242,000 | 0 | 0 | ||
| PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 1,133 | 973,000 | PRN | DFND | 3 | 973,000 | 0 | 0 | |
| PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 914 | 785,000 | PRN | DFND | 2 | 785,000 | 0 | 0 | |
| PROCTER AND GAMBLE CO | COM | 742718109 | 1,110 | 6,790 | SH | SOLE | 6,790 | 0 | 0 | ||
| PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 468 | 29,259 | SH | DFND | 2 | 29,259 | 0 | 0 | |
| PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 533 | 33,304 | SH | DFND | 3 | 33,304 | 0 | 0 | |
| PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 272 | 17,007 | SH | DFND | 4 | 17,007 | 0 | 0 | |
| PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 7 | 430 | SH | SOLE | 430 | 0 | 0 | ||
| PROSPECT CAP CORP | NOTE 6.375% 3/0 | 74348TAT9 | 6,535 | 5,961,000 | PRN | SOLE | 5,961,000 | 0 | 0 | ||
| PRUDENTIAL FINL INC | COM | 744320102 | 274 | 2,523 | SH | SOLE | 2,523 | 0 | 0 | ||
| PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 921 | 690,000 | PRN | DFND | 1 | 690,000 | 0 | 0 | |
| PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 5,287 | 3,963,000 | PRN | SOLE | 3,963,000 | 0 | 0 | ||
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 585 | 522,000 | PRN | DFND | 2 | 522,000 | 0 | 0 | |
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 484 | 432,000 | PRN | DFND | 3 | 432,000 | 0 | 0 | |
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 307 | 274,000 | PRN | DFND | 4 | 274,000 | 0 | 0 | |
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 179 | 160,000 | PRN | SOLE | 160,000 | 0 | 0 | ||
| QUALCOMM INC | COM | 747525103 | 319 | 1,750 | SH | SOLE | 1,750 | 0 | 0 | ||
| RBC BEARINGS INC | 5% CNV PFD SR A | 75524B203 | 331 | 3,169 | SH | DFND | 2 | 3,169 | 0 | 0 | |
| RBC BEARINGS INC | 5% CNV PFD SR A | 75524B203 | 5,166 | 49,493 | SH | SOLE | 49,493 | 0 | 0 | ||
| RBC BEARINGS INC | 5% CNV PFD SR A | 75524B203 | 402 | 3,847 | SH | DFND | 3 | 3,847 | 0 | 0 | |
| RBC BEARINGS INC | 5% CNV PFD SR A | 75524B203 | 1,051 | 10,065 | SH | DFND | 1 | 10,065 | 0 | 0 | |
| RBC BEARINGS INC | 5% CNV PFD SR A | 75524B203 | 200 | 1,916 | SH | DFND | 4 | 1,916 | 0 | 0 | |
| READY CAPITAL CORP | 7% CN SR NT 2023 | 75574U200 | 519 | 19,284 | SH | DFND | 2 | 19,284 | 0 | 0 | |
| READY CAPITAL CORP | 7% CN SR NT 2023 | 75574U200 | 652 | 24,242 | SH | DFND | 3 | 24,242 | 0 | 0 | |
| READY CAPITAL CORP | 7% CN SR NT 2023 | 75574U200 | 309 | 11,500 | SH | DFND | 4 | 11,500 | 0 | 0 | |
| READY CAPITAL CORP | 7% CN SR NT 2023 | 75574U200 | 174 | 6,474 | SH | SOLE | 6,474 | 0 | 0 | ||
| REDWOOD TRUST INC | NOTE 5.625% 7/1 | 758075AD7 | 65 | 64,000 | PRN | SOLE | 64,000 | 0 | 0 | ||
| REDWOOD TRUST INC | NOTE 5.625% 7/1 | 758075AD7 | 232 | 228,000 | PRN | DFND | 4 | 228,000 | 0 | 0 | |
| REDWOOD TRUST INC | NOTE 5.625% 7/1 | 758075AD7 | 976 | 958,000 | PRN | DFND | 3 | 958,000 | 0 | 0 | |
| REDWOOD TRUST INC | NOTE 5.625% 7/1 | 758075AD7 | 764 | 750,000 | PRN | DFND | 2 | 750,000 | 0 | 0 | |
| REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 4,974 | 2,129,000 | PRN | SOLE | 2,129,000 | 0 | 0 | ||
| REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 724 | 310,000 | PRN | DFND | 1 | 310,000 | 0 | 0 | |
| RH | NOTE 6/1 | 74967XAA1 | 2,954 | 1,070,000 | PRN | SOLE | 1,070,000 | 0 | 0 | ||
| RH | NOTE 9/1 | 74967XAD5 | 2,306 | 912,000 | PRN | SOLE | 912,000 | 0 | 0 | ||
| RINGCENTRAL INC | CL A | 76680R206 | 248 | 1,317 | SH | SOLE | 1,317 | 0 | 0 | ||
| RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 2,102 | 2,237,000 | PRN | SOLE | 2,237,000 | 0 | 0 | ||
| ROYAL CARIBBEAN GROUP | NOTE 2.875%11/1 | 780153BF8 | 33 | 28,000 | PRN | SOLE | 28,000 | 0 | 0 | ||
| ROYAL CARIBBEAN GROUP | NOTE 4.250% 6/1 | 780153BB7 | 1,005 | 790,000 | PRN | DFND | 2 | 790,000 | 0 | 0 | |
| ROYAL CARIBBEAN GROUP | NOTE 4.250% 6/1 | 780153BB7 | 16,798 | 13,198,000 | PRN | SOLE | 13,198,000 | 0 | 0 | ||
| ROYAL CARIBBEAN GROUP | NOTE 4.250% 6/1 | 780153BB7 | 1,264 | 993,000 | PRN | DFND | 3 | 993,000 | 0 | 0 | |
| ROYAL CARIBBEAN GROUP | NOTE 4.250% 6/1 | 780153BB7 | 2,291 | 1,800,000 | PRN | DFND | 1 | 1,800,000 | 0 | 0 | |
| ROYAL CARIBBEAN GROUP | NOTE 4.250% 6/1 | 780153BB7 | 594 | 467,000 | PRN | DFND | 4 | 467,000 | 0 | 0 | |
| RWT HLDGS INC | NOTE 5.750%10/0 | 749772AD1 | 586 | 573,000 | PRN | DFND | 2 | 573,000 | 0 | 0 | |
| RWT HLDGS INC | NOTE 5.750%10/0 | 749772AD1 | 735 | 719,000 | PRN | DFND | 3 | 719,000 | 0 | 0 | |
| RWT HLDGS INC | NOTE 5.750%10/0 | 749772AD1 | 910 | 890,000 | PRN | DFND | 4 | 890,000 | 0 | 0 | |
| RWT HLDGS INC | NOTE 5.750%10/0 | 749772AD1 | 326 | 318,000 | PRN | SOLE | 318,000 | 0 | 0 | ||
| SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 961 | 704,000 | PRN | DFND | 3 | 704,000 | 0 | 0 | |
| SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 478 | 350,000 | PRN | DFND | 4 | 350,000 | 0 | 0 | |
| SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 789 | 578,000 | PRN | DFND | 2 | 578,000 | 0 | 0 | |
| SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 161 | 118,000 | PRN | SOLE | 118,000 | 0 | 0 | ||
| SALESFORCE COM INC | COM | 79466L302 | 396 | 1,556 | SH | SOLE | 1,556 | 0 | 0 | ||
| SCHLUMBERGER LTD | COM STK | 806857108 | 279 | 9,280 | SH | SOLE | 9,280 | 0 | 0 | ||
| SEA LTD | NOTE 0.250% 9/1 | 81141RAG5 | 15,910 | 17,302,000 | PRN | SOLE | 17,302,000 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 2,113 | 38,107 | SH | SOLE | 38,107 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 | 3,292 | 84,335 | SH | SOLE | 84,335 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 | 1,686 | 23,549 | SH | SOLE | 23,549 | 0 | 0 | ||
| SERVICENOW INC | COM | 81762P102 | 357 | 551 | SH | SOLE | 551 | 0 | 0 | ||
| SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 1,131 | 235,000 | PRN | DFND | 1 | 235,000 | 0 | 0 | |
| SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 5,246 | 1,091,000 | PRN | SOLE | 1,091,000 | 0 | 0 | ||
| SFL CORPORATION LTD | NOTE 4.875% 5/0 | 824689AG8 | 487 | 486,000 | PRN | DFND | 2 | 486,000 | 0 | 0 | |
| SFL CORPORATION LTD | NOTE 4.875% 5/0 | 824689AG8 | 695 | 693,000 | PRN | DFND | 3 | 693,000 | 0 | 0 | |
| SFL CORPORATION LTD | NOTE 4.875% 5/0 | 824689AG8 | 428 | 427,000 | PRN | DFND | 4 | 427,000 | 0 | 0 | |
| SFL CORPORATION LTD | NOTE 4.875% 5/0 | 824689AG8 | 144 | 144,000 | PRN | SOLE | 144,000 | 0 | 0 | ||
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 2,514 | 2,015,000 | PRN | DFND | 1 | 2,015,000 | 0 | 0 | |
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 13,156 | 10,548,000 | PRN | SOLE | 10,548,000 | 0 | 0 | ||
| SMART GLOBAL HLDGS INC | NOTE 2.250% 2/1 | 83205YAB0 | 6,096 | 3,281,000 | PRN | SOLE | 3,281,000 | 0 | 0 | ||
| SMART GLOBAL HLDGS INC | NOTE 2.250% 2/1 | 83205YAB0 | 1,189 | 640,000 | PRN | DFND | 1 | 640,000 | 0 | 0 | |
| SNAP INC | CL A | 83304A106 | 250 | 5,308 | SH | SOLE | 5,308 | 0 | 0 | ||
| SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 1,388 | 641,000 | PRN | SOLE | 641,000 | 0 | 0 | ||
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 393 | 309,000 | PRN | SOLE | 309,000 | 0 | 0 | ||
| SOUTHERN CO | UNIT 08/01/2022 | 842587602 | 2,992 | 55,975 | SH | SOLE | 55,975 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | COM | 844741108 | 253 | 5,863 | SH | SOLE | 5,863 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 4,199 | 3,150,000 | PRN | DFND | 1 | 3,150,000 | 0 | 0 | |
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 54,347 | 40,769,000 | PRN | SOLE | 40,769,000 | 0 | 0 | ||
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 563 | 653,000 | PRN | DFND | 3 | 653,000 | 0 | 0 | |
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 279 | 324,000 | PRN | DFND | 4 | 324,000 | 0 | 0 | |
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 461 | 535,000 | PRN | DFND | 2 | 535,000 | 0 | 0 | |
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 119 | 138,000 | PRN | SOLE | 138,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 2,144 | 2,010,000 | PRN | DFND | 1 | 2,010,000 | 0 | 0 | |
| SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 12,842 | 12,041,000 | PRN | SOLE | 12,041,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 | 495 | 531,000 | PRN | DFND | 2 | 531,000 | 0 | 0 | |
| SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 | 603 | 647,000 | PRN | DFND | 3 | 647,000 | 0 | 0 | |
| SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 | 300 | 322,000 | PRN | DFND | 4 | 322,000 | 0 | 0 | |
| SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 | 1,352 | 1,450,000 | PRN | SOLE | 1,450,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 1,184 | 1,075,000 | PRN | SOLE | 1,075,000 | 0 | 0 | ||
| STANLEY BLACK & DECKER INC | UNIT 11/15/2022 | 854502846 | 2,754 | 25,320 | SH | SOLE | 25,320 | 0 | 0 | ||
| STARBUCKS CORP | COM | 855244109 | 208 | 1,775 | SH | SOLE | 1,775 | 0 | 0 | ||
| STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 861 | 885,000 | PRN | DFND | 2 | 885,000 | 0 | 0 | |
| STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 1,050 | 1,079,000 | PRN | DFND | 3 | 1,079,000 | 0 | 0 | |
| STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 521 | 536,000 | PRN | DFND | 4 | 536,000 | 0 | 0 | |
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 9,853 | 9,447,000 | PRN | SOLE | 9,447,000 | 0 | 0 | ||
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 1,361 | 1,305,000 | PRN | DFND | 1 | 1,305,000 | 0 | 0 | |
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 859 | 824,000 | PRN | DFND | 2 | 824,000 | 0 | 0 | |
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 799 | 766,000 | PRN | DFND | 3 | 766,000 | 0 | 0 | |
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 522 | 500,000 | PRN | DFND | 4 | 500,000 | 0 | 0 | |
| TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADS | 874039100 | 341 | 2,831 | SH | SOLE | 2,831 | 0 | 0 | ||
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 1,548 | 1,700,000 | PRN | SOLE | 1,700,000 | 0 | 0 | ||
| TEMPUR SEALY INTL INC | COM | 88023U101 | 378 | 8,055 | SH | SOLE | 8,055 | 0 | 0 | ||
| TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 6,346 | 1,227,000 | PRN | SOLE | 1,227,000 | 0 | 0 | ||
| TESLA INC | COM | 88160R101 | 1,067 | 1,011 | SH | SOLE | 1,011 | 0 | 0 | ||
| TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 14,069 | 827,000 | PRN | SOLE | 827,000 | 0 | 0 | ||
| TEXAS INSTRS INC | COM | 882508104 | 233 | 1,223 | SH | SOLE | 1,223 | 0 | 0 | ||
| THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 588 | 880 | SH | SOLE | 880 | 0 | 0 | ||
| TRAVERE THERAPEUTICS INC | NOTE 2.500% 9/1 | 761299AB2 | 970 | 886,000 | PRN | DFND | 2 | 886,000 | 0 | 0 | |
| TRAVERE THERAPEUTICS INC | NOTE 2.500% 9/1 | 761299AB2 | 248 | 226,000 | PRN | SOLE | 226,000 | 0 | 0 | ||
| TRAVERE THERAPEUTICS INC | NOTE 2.500% 9/1 | 761299AB2 | 573 | 524,000 | PRN | DFND | 4 | 524,000 | 0 | 0 | |
| TRAVERE THERAPEUTICS INC | NOTE 2.500% 9/1 | 761299AB2 | 1,219 | 1,114,000 | PRN | DFND | 3 | 1,114,000 | 0 | 0 | |
| TRUIST FINL CORP | COM | 89832Q109 | 206 | 3,499 | SH | SOLE | 3,499 | 0 | 0 | ||
| TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 1,580 | 1,450,000 | PRN | DFND | 1 | 1,450,000 | 0 | 0 | |
| TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 9,492 | 8,712,000 | PRN | SOLE | 8,712,000 | 0 | 0 | ||
| TWO HARBORS INVENTMENT CORPO | NOTE 6.250% 1/1 | 90187BAB7 | 211 | 210,000 | PRN | SOLE | 210,000 | 0 | 0 | ||
| TWO HARBORS INVENTMENT CORPO | NOTE 6.250% 1/1 | 90187BAB7 | 824 | 818,000 | PRN | DFND | 2 | 818,000 | 0 | 0 | |
| TWO HARBORS INVENTMENT CORPO | NOTE 6.250% 1/1 | 90187BAB7 | 999 | 992,000 | PRN | DFND | 3 | 992,000 | 0 | 0 | |
| TWO HARBORS INVENTMENT CORPO | NOTE 6.250% 1/1 | 90187BAB7 | 484 | 480,000 | PRN | DFND | 4 | 480,000 | 0 | 0 | |
| UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 1,232 | 1,255,000 | PRN | DFND | 1 | 1,255,000 | 0 | 0 | |
| UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 9,148 | 9,316,000 | PRN | SOLE | 9,316,000 | 0 | 0 | ||
| UNION PAC CORP | COM | 907818108 | 693 | 2,747 | SH | SOLE | 2,747 | 0 | 0 | ||
| UNITED PARCEL SERVICE INC | CL B | 911312106 | 286 | 1,333 | SH | SOLE | 1,333 | 0 | 0 | ||
| UNITEDHEALTH GROUP INC | COM | 91324P102 | 1,135 | 2,256 | SH | SOLE | 2,256 | 0 | 0 | ||
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 1,503 | 1,410,000 | PRN | DFND | 1 | 1,410,000 | 0 | 0 | |
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 8,617 | 8,086,000 | PRN | SOLE | 8,086,000 | 0 | 0 | ||
| VANECK ETF TRUST | FALLEN ANGEL HG | 92189F437 | 7,431 | 225,306 | SH | SOLE | 225,306 | 0 | 0 | ||
| VANGUARD STAR FDS | VG TL INTL STK F | 921909768 | 16,072 | 252,828 | SH | SOLE | 252,828 | 0 | 0 | ||
| VERIZON COMMUNICATIONS INC | COM | 92343V104 | 583 | 11,203 | SH | SOLE | 11,203 | 0 | 0 | ||
| VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 547 | 386,000 | PRN | SOLE | 386,000 | 0 | 0 | ||
| VISA INC | COM CL A | 92826C839 | 769 | 3,551 | SH | SOLE | 3,551 | 0 | 0 | ||
| VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 209 | 203,000 | PRN | SOLE | 203,000 | 0 | 0 | ||
| WALMART INC | COM | 931142103 | 346 | 2,381 | SH | SOLE | 2,381 | 0 | 0 | ||
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 275 | 188,000 | PRN | SOLE | 188,000 | 0 | 0 | ||
| WAYFAIR INC | NOTE 1.125%11/0 | 94419LAD3 | 884 | 502,000 | PRN | SOLE | 502,000 | 0 | 0 | ||
| WELLS FARGO CO NEW | COM | 949746101 | 503 | 10,487 | SH | SOLE | 10,487 | 0 | 0 | ||
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 3,424 | 2,297 | SH | SOLE | 2,297 | 0 | 0 | ||
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 4,701 | 4,657,000 | PRN | SOLE | 4,657,000 | 0 | 0 | ||
| WILLIAMS COS INC | COM | 969457100 | 208 | 7,977 | SH | SOLE | 7,977 | 0 | 0 | ||
| WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 852 | 639,000 | PRN | DFND | 2 | 639,000 | 0 | 0 | |
| WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 1,047 | 785,000 | PRN | DFND | 3 | 785,000 | 0 | 0 | |
| WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 500 | 375,000 | PRN | DFND | 4 | 375,000 | 0 | 0 | |
| WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 878 | 659,000 | PRN | SOLE | 659,000 | 0 | 0 | ||
| WISDOMTREE INVTS INC | NOTE 4.250% 6/1 | 97717PAB0 | 539 | 450,000 | PRN | DFND | 4 | 450,000 | 0 | 0 | |
| WISDOMTREE INVTS INC | NOTE 4.250% 6/1 | 97717PAB0 | 8,137 | 6,787,000 | PRN | SOLE | 6,787,000 | 0 | 0 | ||
| WISDOMTREE INVTS INC | NOTE 4.250% 6/1 | 97717PAB0 | 840 | 701,000 | PRN | DFND | 2 | 701,000 | 0 | 0 | |
| WISDOMTREE INVTS INC | NOTE 4.250% 6/1 | 97717PAB0 | 1,061 | 885,000 | PRN | DFND | 1 | 885,000 | 0 | 0 | |
| WISDOMTREE INVTS INC | NOTE 4.250% 6/1 | 97717PAB0 | 1,076 | 898,000 | PRN | DFND | 3 | 898,000 | 0 | 0 | |
| WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 2,530 | 1,360,000 | PRN | DFND | 1 | 1,360,000 | 0 | 0 | |
| WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 12,907 | 6,939,000 | PRN | SOLE | 6,939,000 | 0 | 0 | ||
| WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 1,069 | 606,000 | PRN | DFND | 2 | 606,000 | 0 | 0 | |
| WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 1,255 | 711,000 | PRN | DFND | 3 | 711,000 | 0 | 0 | |
| WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 882 | 500,000 | PRN | DFND | 4 | 500,000 | 0 | 0 | |
| WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 323 | 183,000 | PRN | SOLE | 183,000 | 0 | 0 | ||
| ZENDESK INC | NOTE 0.625% 6/1 | 98936JAD3 | 752 | 630,000 | PRN | DFND | 1 | 630,000 | 0 | 0 | |
| ZENDESK INC | NOTE 0.625% 6/1 | 98936JAD3 | 5,589 | 4,684,000 | PRN | SOLE | 4,684,000 | 0 | 0 | ||
| ZIFF DAVIS INC | COM | 48123V102 | 367 | 3,307 | SH | SOLE | 3,307 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 647 | 503,000 | PRN | DFND | 2 | 503,000 | 0 | 0 | |
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 804 | 625,000 | PRN | DFND | 3 | 625,000 | 0 | 0 | |
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 418 | 325,000 | PRN | DFND | 4 | 325,000 | 0 | 0 | |
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 157 | 122,000 | PRN | SOLE | 122,000 | 0 | 0 | ||
| ZOGENIX INC | NOTE 2.750%10/0 | 98978LAB1 | 493 | 500,000 | PRN | DFND | 2 | 500,000 | 0 | 0 | |
| ZOGENIX INC | NOTE 2.750%10/0 | 98978LAB1 | 640 | 650,000 | PRN | DFND | 3 | 650,000 | 0 | 0 | |
| ZOGENIX INC | NOTE 2.750%10/0 | 98978LAB1 | 345 | 350,000 | PRN | DFND | 4 | 350,000 | 0 | 0 | |
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 12,168 | 5,567,000 | PRN | SOLE | 5,567,000 | 0 | 0 | ||
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 2,164 | 990,000 | PRN | DFND | 1 | 990,000 | 0 | 0 | |