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
8X8 INC NEW NOTE 0.500% 2/0 282914AB6 698 758,000 PRN   DFND 2 758,000 0 0
8X8 INC NEW NOTE 0.500% 2/0 282914AB6 999 1,084,000 PRN   DFND 3 1,084,000 0 0
8X8 INC NEW NOTE 0.500% 2/0 282914AB6 442 480,000 PRN   DFND 4 480,000 0 0
8X8 INC NEW NOTE 0.500% 2/0 282914AB6 164 178,000 PRN   SOLE   178,000 0 0
ABBOTT LABS COM 002824100 596 5,028 SH   SOLE   5,028 0 0
ABBVIE INC COM 00287Y109 570 3,507 SH   SOLE   3,507 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 386 1,143 SH   SOLE   1,143 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 401 883 SH   SOLE   883 0 0
AIR TRANS SVCS GROUP INC NOTE 1.125%10/1 00922RAB1 1,078 910,000 PRN   DFND 2 910,000 0 0
AIR TRANS SVCS GROUP INC NOTE 1.125%10/1 00922RAB1 850 717,000 PRN   DFND 4 717,000 0 0
AIR TRANS SVCS GROUP INC NOTE 1.125%10/1 00922RAB1 1,663 1,403,000 PRN   DFND 3 1,403,000 0 0
AIR TRANS SVCS GROUP INC NOTE 1.125%10/1 00922RAB1 261 220,000 PRN   SOLE   220,000 0 0
AIRBNB INC NOTE 3/1 009066AB7 1,436 1,485,000 PRN   DFND 1 1,485,000 0 0
AIRBNB INC NOTE 3/1 009066AB7 12,015 12,428,000 PRN   SOLE   12,428,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 1,544 1,175,000 PRN   DFND 1 1,175,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 9,656 7,347,000 PRN   SOLE   7,347,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 3,877 3,373,000 PRN   SOLE   3,373,000 0 0
ALGONQUIN PWR UTILS CORP UNIT 99/99/9999 015857873 566 11,531 SH   DFND 2 11,531 0 0
ALGONQUIN PWR UTILS CORP UNIT 99/99/9999 015857873 697 14,183 SH   DFND 3 14,183 0 0
ALGONQUIN PWR UTILS CORP UNIT 99/99/9999 015857873 332 6,766 SH   DFND 4 6,766 0 0
ALGONQUIN PWR UTILS CORP UNIT 99/99/9999 015857873 124 2,520 SH   SOLE   2,520 0 0
ALPHABET INC CAP STK CL A 02079K305 3,148 1,132 SH   SOLE   1,132 0 0
AMAZON COM INC COM 023135106 2,747 842 SH   SOLE   842 0 0
AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9 848 620,000 PRN   DFND 1 620,000 0 0
AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9 5,409 3,952,000 PRN   SOLE   3,952,000 0 0
AMERICAN ELEC PWR CO INC UNIT 08/15/2025 02557T307 1,467 26,100 SH   DFND 1 26,100 0 0
AMERICAN ELEC PWR CO INC UNIT 08/15/2025 02557T307 10,008 178,150 SH   SOLE   178,150 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 292 4,633 SH   SOLE   4,633 0 0
AMGEN INC COM 031162100 483 1,996 SH   SOLE   1,996 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 1,431 205,000 PRN   DFND 1 205,000 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 27,606 3,955,000 PRN   SOLE   3,955,000 0 0
APOLLO COML REAL ESTATE FIN NOTE 5.375%10/1 03762UAC9 1,530 1,538,000 PRN   DFND 2 1,538,000 0 0
APOLLO COML REAL ESTATE FIN NOTE 5.375%10/1 03762UAC9 2,202 2,213,000 PRN   DFND 3 2,213,000 0 0
APOLLO COML REAL ESTATE FIN NOTE 5.375%10/1 03762UAC9 915 920,000 PRN   DFND 4 920,000 0 0
APOLLO COML REAL ESTATE FIN NOTE 5.375%10/1 03762UAC9 328 329,000 PRN   SOLE   329,000 0 0
APPLE INC COM 037833100 5,674 32,504 SH   SOLE   32,504 0 0
APPLIED MATLS INC COM 038222105 437 3,310 SH   SOLE   3,310 0 0
APTIV PLC 5.5% CNV PFD A G6095L117 1,197 8,765 SH   DFND 1 8,765 0 0
APTIV PLC 5.5% CNV PFD A G6095L117 7,443 54,485 SH   SOLE   54,485 0 0
ARBOR REALTY TRUST INC NOTE 4.750%11/0 038923AP3 771 745,000 PRN   SOLE   745,000 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 265 8,255 SH   SOLE   8,255 0 0
ARES CAPITAL CORP COM 04010L103 208 9,914 SH   SOLE   9,914 0 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 14,647 12,973,000 PRN   SOLE   12,973,000 0 0
AT&T INC COM 00206R102 230 9,743 SH   SOLE   9,743 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 25 17,000 PRN   SOLE   17,000 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 204 899 SH   SOLE   899 0 0
AVANTOR INC 6.25 PFD CNV SR 05352A209 2,127 20,575 SH   DFND 1 20,575 0 0
AVANTOR INC 6.25 PFD CNV SR 05352A209 12,672 122,595 SH   SOLE   122,595 0 0
AVANTOR INC COM 05352A100 202 5,966 SH   SOLE   5,966 0 0
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 630 650,000 PRN   DFND 2 650,000 0 0
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 764 789,000 PRN   DFND 3 789,000 0 0
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 381 393,000 PRN   DFND 4 393,000 0 0
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 163 168,000 PRN   SOLE   168,000 0 0
BAKER HUGHES COMPANY CL A 05722G100 255 6,971 SH   SOLE   6,971 0 0
BECTON DICKINSON & CO 6% DP CONV PFD B 075887406 1,299 24,445 SH   DFND 1 24,445 0 0
BECTON DICKINSON & CO 6% DP CONV PFD B 075887406 8,610 162,070 SH   SOLE   162,070 0 0
BENTLEY SYS INC NOTE 0.125% 1/1 08265TAB5 992 1,015,000 PRN   DFND 1 1,015,000 0 0
BENTLEY SYS INC NOTE 0.125% 1/1 08265TAB5 6,979 7,136,000 PRN   SOLE   7,136,000 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1,402 3,972 SH   SOLE   3,972 0 0
BILL COM HLDGS INC NOTE 12/0 090043AB6 1,454 915,000 PRN   DFND 1 915,000 0 0
BILL COM HLDGS INC NOTE 12/0 090043AB6 4,425 2,784,000 PRN   SOLE   2,784,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 1,069 1,070,000 PRN   DFND 1 1,070,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 7,999 8,001,000 PRN   SOLE   8,001,000 0 0
BK OF AMERICA CORP 7.25%CNV PFD L 060505682 3,095 2,359 SH   SOLE   2,359 0 0
BK OF AMERICA CORP COM 060505104 960 23,314 SH   SOLE   23,314 0 0
BLACKSTONE MORTGAGE TRUST IN NOTE 5.500% 3/1 09257WAE0 177 180,000 PRN   DFND 2 180,000 0 0
BLACKSTONE MORTGAGE TRUST IN NOTE 5.500% 3/1 09257WAE0 90 91,000 PRN   DFND 4 91,000 0 0
BLACKSTONE MORTGAGE TRUST IN NOTE 5.500% 3/1 09257WAE0 203 206,000 PRN   DFND 3 206,000 0 0
BLACKSTONE MORTGAGE TRUST IN NOTE 5.500% 3/1 09257WAE0 23 23,000 PRN   SOLE   23,000 0 0
BLOCK INC NOTE 0.250%11/0 852234AK9 1,906 2,105,000 PRN   DFND 1 2,105,000 0 0
BLOCK INC NOTE 0.125% 3/0 852234AF0 1,442 1,100,000 PRN   DFND 1 1,100,000 0 0
BLOCK INC NOTE 0.250%11/0 852234AK9 13,092 14,451,000 PRN   SOLE   14,451,000 0 0
BLOCK INC NOTE 0.125% 3/0 852234AF0 9,441 7,202,000 PRN   SOLE   7,202,000 0 0
BLOOM ENERGY CORP NOTE 2.500% 8/1 093712AH0 662 401,000 PRN   DFND 2 401,000 0 0
BLOOM ENERGY CORP NOTE 2.500% 8/1 093712AH0 806 488,000 PRN   DFND 3 488,000 0 0
BLOOM ENERGY CORP NOTE 2.500% 8/1 093712AH0 400 242,000 PRN   DFND 4 242,000 0 0
BLOOM ENERGY CORP NOTE 2.500% 8/1 093712AH0 197 119,000 PRN   SOLE   119,000 0 0
BOEING CO COM 097023105 322 1,689 SH   SOLE   1,689 0 0
BOOKING HOLDINGS INC NOTE 0.750% 5/0 09857LAN8 2,165 1,500,000 PRN   DFND 1 1,500,000 0 0
BOOKING HOLDINGS INC NOTE 0.750% 5/0 09857LAN8 37,586 26,048,000 PRN   SOLE   26,048,000 0 0
BOSTON SCIENTIFIC CORP 5.50% CNV PFD A 101137206 1,571 13,500 SH   DFND 1 13,500 0 0
BOSTON SCIENTIFIC CORP 5.50% CNV PFD A 101137206 10,461 89,885 SH   SOLE   89,885 0 0
BOX INC NOTE 1/1 10316TAB0 1,214 962,000 PRN   DFND 1 962,000 0 0
BOX INC NOTE 1/1 10316TAB0 6,077 4,818,000 PRN   SOLE   4,818,000 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 291 3,962 SH   SOLE   3,962 0 0
BROADCOM INC 8% MCNV PFD SR A 11135F200 6,211 3,165 SH   DFND 1 3,165 0 0
BROADCOM INC COM 11135F101 586 932 SH   SOLE   932 0 0
BROADCOM INC 8% MCNV PFD SR A 11135F200 38,236 19,483 SH   SOLE   19,483 0 0
BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 772 676,000 PRN   DFND 2 676,000 0 0
BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 934 818,000 PRN   DFND 1 818,000 0 0
BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 457 400,000 PRN   DFND 4 400,000 0 0
BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 1,150 1,007,000 PRN   DFND 3 1,007,000 0 0
BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 4,617 4,042,000 PRN   SOLE   4,042,000 0 0
CABLE ONE INC NOTE 1.125% 3/1 12685JAG0 894 1,000,000 PRN   DFND 2 1,000,000 0 0
CABLE ONE INC NOTE 1.125% 3/1 12685JAG0 1,280 1,432,000 PRN   DFND 3 1,432,000 0 0
CABLE ONE INC NOTE 1.125% 3/1 12685JAG0 567 634,000 PRN   DFND 4 634,000 0 0
CABLE ONE INC NOTE 1.125% 3/1 12685JAG0 164 184,000 PRN   SOLE   184,000 0 0
CALLAWAY GOLF COMPANY NOTE 2.750% 5/0 131193AE4 681 452,000 PRN   DFND 2 452,000 0 0
CALLAWAY GOLF COMPANY NOTE 2.750% 5/0 131193AE4 398 264,000 PRN   DFND 4 264,000 0 0
CALLAWAY GOLF COMPANY NOTE 2.750% 5/0 131193AE4 862 572,000 PRN   DFND 3 572,000 0 0
CALLAWAY GOLF COMPANY NOTE 2.750% 5/0 131193AE4 131 87,000 PRN   SOLE   87,000 0 0
CATERPILLAR INC COM 149123101 356 1,596 SH   SOLE   1,596 0 0
CENTENNIAL RESOURCE DEV INC NOTE 3.250% 4/0 15136AAA0 1,538 1,016,000 PRN   DFND 1 1,016,000 0 0
CENTENNIAL RESOURCE DEV INC NOTE 3.250% 4/0 15136AAA0 1,319 871,000 PRN   DFND 2 871,000 0 0
CENTENNIAL RESOURCE DEV INC NOTE 3.250% 4/0 15136AAA0 1,720 1,136,000 PRN   DFND 3 1,136,000 0 0
CENTENNIAL RESOURCE DEV INC NOTE 3.250% 4/0 15136AAA0 757 500,000 PRN   DFND 4 500,000 0 0
CENTENNIAL RESOURCE DEV INC NOTE 3.250% 4/0 15136AAA0 7,647 5,050,000 PRN   SOLE   5,050,000 0 0
CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0 1,253 1,437,000 PRN   DFND 2 1,437,000 0 0
CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0 1,434 1,645,000 PRN   DFND 3 1,645,000 0 0
CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0 637 731,000 PRN   DFND 4 731,000 0 0
CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0 163 187,000 PRN   SOLE   187,000 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
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 112 125,000 PRN   SOLE   125,000 0 0
CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 852 813,000 PRN   DFND 2 813,000 0 0
CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 1,044 997,000 PRN   DFND 3 997,000 0 0
CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 524 500,000 PRN   DFND 4 500,000 0 0
CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 726 693,000 PRN   SOLE   693,000 0 0
CHEGG INC NOTE 9/0 163092AF6 1,203 1,472,000 PRN   DFND 2 1,472,000 0 0
CHEGG INC NOTE 9/0 163092AF6 1,689 2,067,000 PRN   DFND 3 2,067,000 0 0
CHEGG INC NOTE 9/0 163092AF6 684 837,000 PRN   DFND 4 837,000 0 0
CHEGG INC NOTE 9/0 163092AF6 225 276,000 PRN   SOLE   276,000 0 0
CHENIERE ENERGY INC COM NEW 16411R208 271 1,958 SH   SOLE   1,958 0 0
CHEVRON CORP NEW COM 166764100 582 3,582 SH   SOLE   3,582 0 0
CISCO SYS INC COM 17275R102 615 10,994 SH   SOLE   10,994 0 0
CLEVELAND-CLIFFS INC NEW COM 185899101 386 11,984 SH   SOLE   11,984 0 0
COCA COLA CO COM 191216100 610 9,829 SH   SOLE   9,829 0 0
COHERUS BIOSCIENCES INC NOTE 1.500% 4/1 19249HAB9 703 728,000 PRN   DFND 2 728,000 0 0
COHERUS BIOSCIENCES INC NOTE 1.500% 4/1 19249HAB9 494 512,000 PRN   DFND 4 512,000 0 0
COHERUS BIOSCIENCES INC NOTE 1.500% 4/1 19249HAB9 1,071 1,110,000 PRN   DFND 3 1,110,000 0 0
COHERUS BIOSCIENCES INC NOTE 1.500% 4/1 19249HAB9 145 150,000 PRN   SOLE   150,000 0 0
COMCAST CORP NEW CL A 20030N101 498 10,622 SH   SOLE   10,622 0 0
CONMED CORP NOTE 2.625% 2/0 207410AF8 1,572 915,000 PRN   DFND 1 915,000 0 0
CONMED CORP NOTE 2.625% 2/0 207410AF8 9,506 5,533,000 PRN   SOLE   5,533,000 0 0
COSTCO WHSL CORP NEW COM 22160K105 736 1,278 SH   SOLE   1,278 0 0
COUPA SOFTWARE INC NOTE 0.375% 6/1 22266LAF3 1,259 1,500,000 PRN   DFND 1 1,500,000 0 0
COUPA SOFTWARE INC NOTE 0.375% 6/1 22266LAF3 8,208 9,786,000 PRN   SOLE   9,786,000 0 0
CSX CORP COM 126408103 221 5,886 SH   SOLE   5,886 0 0
CUMMINS INC COM 231021106 201 972 SH   SOLE   972 0 0
CUTERA INC NOTE 2.250% 3/1 232109AB4 1,828 843,000 PRN   DFND 1 843,000 0 0
CUTERA INC NOTE 2.250% 3/1 232109AB4 9,230 4,254,000 PRN   SOLE   4,254,000 0 0
CVS HEALTH CORP COM 126650100 287 2,820 SH   SOLE   2,820 0 0
D R HORTON INC COM 23331A109 242 3,260 SH   SOLE   3,260 0 0
DANAHER CORPORATION 5% CONV PFD B 235851409 5,153 3,281 SH   DFND 1 3,281 0 0
DANAHER CORPORATION 5% CONV PFD B 235851409 30,661 19,522 SH   SOLE   19,522 0 0
DANAHER CORPORATION COM 235851102 626 2,138 SH   SOLE   2,138 0 0
DATADOG INC NOTE 0.125% 6/1 23804LAB9 1,283 725,000 PRN   DFND 1 725,000 0 0
DATADOG INC NOTE 0.125% 6/1 23804LAB9 7,667 4,332,000 PRN   SOLE   4,332,000 0 0
DBX ETF TR XTRACK HRVST CSI 233051879 1,122 33,901 SH   SOLE   33,901 0 0
DEERE & CO COM 244199105 300 726 SH   SOLE   726 0 0
DEXCOM INC NOTE 0.250%11/1 252131AK3 5,949 5,210,000 PRN   DFND 1 5,210,000 0 0
DEXCOM INC NOTE 0.250%11/1 252131AK3 33,540 29,369,000 PRN   SOLE   29,369,000 0 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 751 242,000 PRN   SOLE   242,000 0 0
DICKS SPORTING GOODS INC NOTE 3.250% 4/1 253393AD4 1,254 403,000 PRN   DFND 1 403,000 0 0
DICKS SPORTING GOODS INC COM 253393102 244 2,423 SH   SOLE   2,423 0 0
DICKS SPORTING GOODS INC NOTE 3.250% 4/1 253393AD4 7,837 2,518,000 PRN   SOLE   2,518,000 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 923 1,026,000 PRN   DFND 2 1,026,000 0 0
DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 2,357 2,430,000 PRN   DFND 1 2,430,000 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 1,167 1,297,000 PRN   DFND 3 1,297,000 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 540 600,000 PRN   DFND 4 600,000 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 1,477 1,642,000 PRN   SOLE   1,642,000 0 0
DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 12,661 13,050,000 PRN   SOLE   13,050,000 0 0
DISNEY WALT CO COM 254687106 566 4,112 SH   SOLE   4,112 0 0
DOCUSIGN INC NOTE 1/1 256163AD8 78 84,000 PRN   SOLE   84,000 0 0
DOMINION ENERGY INC DEBT 7.250% 6/0 25746U133 1,892 18,590 SH   SOLE   18,590 0 0
DOVER CORP COM 260003108 254 1,612 SH   SOLE   1,612 0 0
DROPBOX INC NOTE 3/0 26210CAD6 1,319 1,400,000 PRN   DFND 1 1,400,000 0 0
DROPBOX INC NOTE 3/0 26210CAD6 7,300 7,749,000 PRN   SOLE   7,749,000 0 0
DTE ENERGY CO UNIT 11/01/2022S 233331842 3,238 60,735 SH   SOLE   60,735 0 0
EATON CORP PLC SHS G29183103 329 2,169 SH   SOLE   2,169 0 0
ELANCO ANIMAL HEALTH INC UNIT 02/01/2023T 28414H202 630 15,325 SH   DFND 1 15,325 0 0
ELANCO ANIMAL HEALTH INC UNIT 02/01/2023T 28414H202 3,900 95,010 SH   SOLE   95,010 0 0
ENCORE CAP EUROPE FIN LTD NOTE 4.500% 9/0 29260UAA5 1,215 812,000 PRN   DFND 2 812,000 0 0
ENCORE CAP EUROPE FIN LTD NOTE 4.500% 9/0 29260UAA5 594 397,000 PRN   DFND 4 397,000 0 0
ENCORE CAP EUROPE FIN LTD NOTE 4.500% 9/0 29260UAA5 1,337 894,000 PRN   DFND 3 894,000 0 0
ENCORE CAP EUROPE FIN LTD NOTE 4.500% 9/0 29260UAA5 220 147,000 PRN   SOLE   147,000 0 0
ENPHASE ENERGY INC NOTE 3/0 29355AAK3 1,444 1,390,000 PRN   DFND 2 1,390,000 0 0
ENPHASE ENERGY INC NOTE 3/0 29355AAK3 3,247 3,125,000 PRN   DFND 1 3,125,000 0 0
ENPHASE ENERGY INC NOTE 3/0 29355AAK3 1,727 1,662,000 PRN   DFND 3 1,662,000 0 0
ENPHASE ENERGY INC NOTE 3/0 29355AAK3 764 735,000 PRN   DFND 4 735,000 0 0
ENPHASE ENERGY INC NOTE 3/0 29355AAH0 1,637 1,612,000 PRN   SOLE   1,612,000 0 0
ENPHASE ENERGY INC NOTE 3/0 29355AAK3 20,661 19,887,000 PRN   SOLE   19,887,000 0 0
ENVISTA HOLDINGS CORPORATION NOTE 2.375% 6/0 29415FAB0 1,434 605,000 PRN   DFND 1 605,000 0 0
ENVISTA HOLDINGS CORPORATION NOTE 2.375% 6/0 29415FAB0 7,439 3,140,000 PRN   SOLE   3,140,000 0 0
EQT CORP NOTE 1.750% 5/0 26884LAK5 1,872 790,000 PRN   DFND 1 790,000 0 0
EQT CORP COM 26884L109 215 6,260 SH   SOLE   6,260 0 0
EQT CORP NOTE 1.750% 5/0 26884LAK5 10,577 4,463,000 PRN   SOLE   4,463,000 0 0
ETSY INC NOTE 0.125% 9/0 29786AAL0 2,972 3,000,000 PRN   DFND 1 3,000,000 0 0
ETSY INC NOTE 0.125% 9/0 29786AAL0 17,624 17,787,000 PRN   SOLE   17,787,000 0 0
ETSY INC NOTE 0.125%10/0 29786AAJ5 447 280,000 PRN   SOLE   280,000 0 0
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 16,443 14,780,000 PRN   SOLE   14,780,000 0 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 533 595,000 PRN   DFND 2 595,000 0 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 766 854,000 PRN   DFND 3 854,000 0 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 344 384,000 PRN   DFND 4 384,000 0 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 150 167,000 PRN   SOLE   167,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 1,438 1,525,000 PRN   DFND 1 1,525,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 1,414 1,499,000 PRN   DFND 2 1,499,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 1,625 1,723,000 PRN   DFND 3 1,723,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 717 760,000 PRN   DFND 4 760,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 9,205 9,759,000 PRN   SOLE   9,759,000 0 0
EXPEDIA GROUP INC NOTE 2/1 30212PBE4 1,699 1,397,000 PRN   DFND 1 1,397,000 0 0
EXPEDIA GROUP INC NOTE 2/1 30212PBE4 27,074 22,257,000 PRN   SOLE   22,257,000 0 0
EXPEDIA GROUP INC COM NEW 30212P303 269 1,371 SH   SOLE   1,371 0 0
FASTLY INC NOTE 3/1 31188VAB6 537 719,000 PRN   DFND 2 719,000 0 0
FASTLY INC NOTE 3/1 31188VAB6 340 456,000 PRN   DFND 4 456,000 0 0
FASTLY INC NOTE 3/1 31188VAB6 765 1,025,000 PRN   DFND 3 1,025,000 0 0
FIRST TR EXCH TRADED FD III PFD SECS INC ETF 33739E108 7,699 404,946 SH   SOLE   404,946 0 0
FIRST TR EXCHANGE TRAD FD VI FST TR GLB FD 33739H101 5,823 204,802 SH   SOLE   204,802 0 0
FIRST TR EXCHANGE-TRADED FD SENIOR LN FD 33738D309 8,890 188,930 SH   SOLE   188,930 0 0
FIRST TR EXCHANGE-TRADED FD MULTI ASSET DI 33738R100 537 31,823 SH   SOLE   31,823 0 0
FIRST TR EXCHANGE-TRADED FD FST LOW OPPT EFT 33739Q200 5,133 104,827 SH   SOLE   104,827 0 0
FORD MTR CO DEL NOTE 3/1 345370CZ1 2,382 2,015,000 PRN   DFND 1 2,015,000 0 0
FORD MTR CO DEL NOTE 3/1 345370CZ1 20,359 17,223,000 PRN   SOLE   17,223,000 0 0
FREEPORT-MCMORAN INC CL B 35671D857 316 6,328 SH   SOLE   6,328 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 1,151 725,000 PRN   DFND 1 725,000 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 5,923 3,731,000 PRN   SOLE   3,731,000 0 0
GENERAL MTRS CO COM 37045V100 250 5,698 SH   SOLE   5,698 0 0
GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 1,156 1,174,000 PRN   DFND 2 1,174,000 0 0
GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 1,300 1,320,000 PRN   DFND 3 1,320,000 0 0
GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 1,404 1,425,000 PRN   DFND 4 1,425,000 0 0
GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 391 397,000 PRN   SOLE   397,000 0 0
GREEN PLAINS INC NOTE 2.250% 3/1 393222AK0 1,062 859,000 PRN   DFND 1 859,000 0 0
GREEN PLAINS INC NOTE 2.250% 3/1 393222AK0 6,688 5,410,000 PRN   SOLE   5,410,000 0 0
HAEMONETICS CORP MASS NOTE 3/0 405024AB6 995 1,188,000 PRN   DFND 2 1,188,000 0 0
HAEMONETICS CORP MASS NOTE 3/0 405024AB6 1,095 1,307,000 PRN   DFND 3 1,307,000 0 0
HAEMONETICS CORP MASS NOTE 3/0 405024AB6 486 580,000 PRN   DFND 4 580,000 0 0
HAEMONETICS CORP MASS NOTE 3/0 405024AB6 147 175,000 PRN   SOLE   175,000 0 0
HALOZYME THERAPEUTICS INC NOTE 0.250% 3/0 40637HAD1 1,327 1,523,000 PRN   DFND 2 1,523,000 0 0
HALOZYME THERAPEUTICS INC NOTE 0.250% 3/0 40637HAD1 1,580 1,813,000 PRN   DFND 3 1,813,000 0 0
HALOZYME THERAPEUTICS INC NOTE 0.250% 3/0 40637HAD1 714 819,000 PRN   DFND 4 819,000 0 0
HALOZYME THERAPEUTICS INC NOTE 0.250% 3/0 40637HAD1 170 195,000 PRN   SOLE   195,000 0 0
HANNON ARMSTRONG SUST INFR C NOTE 8/1 41068XAD2 876 800,000 PRN   DFND 1 800,000 0 0
HANNON ARMSTRONG SUST INFR C NOTE 8/1 41068XAD2 4,630 4,229,000 PRN   SOLE   4,229,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 550 488,000 PRN   DFND 2 488,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 327 330,000 PRN   DFND 2 330,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 408 412,000 PRN   DFND 3 412,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 663 588,000 PRN   DFND 3 588,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 282 250,000 PRN   DFND 4 250,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 191 193,000 PRN   DFND 4 193,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 197 174,000 PRN   SOLE   174,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 64 65,000 PRN   SOLE   65,000 0 0
HOME DEPOT INC COM 437076102 1,052 3,513 SH   SOLE   3,513 0 0
HONEYWELL INTL INC COM 438516106 346 1,768 SH   SOLE   1,768 0 0
HOPE BANCORP INC NOTE 2.000% 5/1 43940TAB5 1,924 1,950,000 PRN   SOLE   1,950,000 0 0
HUBSPOT INC NOTE 0.375% 6/0 443573AD2 1,220 684,000 PRN   DFND 1 684,000 0 0
HUBSPOT INC NOTE 0.375% 6/0 443573AD2 7,541 4,228,000 PRN   SOLE   4,228,000 0 0
I3 VERTICALS LLC NOTE 1.000% 2/1 44933TAB2 660 673,000 PRN   DFND 2 673,000 0 0
I3 VERTICALS LLC NOTE 1.000% 2/1 44933TAB2 950 968,000 PRN   DFND 3 968,000 0 0
I3 VERTICALS LLC NOTE 1.000% 2/1 44933TAB2 428 436,000 PRN   DFND 4 436,000 0 0
I3 VERTICALS LLC NOTE 1.000% 2/1 44933TAB2 170 173,000 PRN   SOLE   173,000 0 0
II-VI INC NOTE 0.250% 9/0 902104AB4 827 536,000 PRN   DFND 3 536,000 0 0
II-VI INC NOTE 0.250% 9/0 902104AB4 864 560,000 PRN   DFND 2 560,000 0 0
II-VI INC NOTE 0.250% 9/0 902104AB4 386 250,000 PRN   DFND 4 250,000 0 0
II-VI INC NOTE 0.250% 9/0 902104AB4 238 154,000 PRN   SOLE   154,000 0 0
ILLINOIS TOOL WKS INC COM 452308109 214 1,017 SH   SOLE   1,017 0 0
ILLUMINA INC NOTE 8/1 452327AK5 410 375,000 PRN   DFND 1 375,000 0 0
ILLUMINA INC NOTE 8/1 452327AK5 16,058 14,689,000 PRN   SOLE   14,689,000 0 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 1,342 1,192,000 PRN   DFND 2 1,192,000 0 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 1,267 1,125,000 PRN   DFND 3 1,125,000 0 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 545 484,000 PRN   DFND 4 484,000 0 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 224 199,000 PRN   SOLE   199,000 0 0
INNOVIVA INC NOTE 2.125% 1/1 88338TAB0 1,279 1,158,000 PRN   DFND 2 1,158,000 0 0
INNOVIVA INC NOTE 2.125% 1/1 88338TAB0 1,533 1,388,000 PRN   DFND 3 1,388,000 0 0
INNOVIVA INC NOTE 2.125% 1/1 88338TAB0 579 524,000 PRN   DFND 4 524,000 0 0
INNOVIVA INC NOTE 2.125% 1/1 88338TAB0 928 840,000 PRN   SOLE   840,000 0 0
INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 433 270,000 PRN   SOLE   270,000 0 0
INSMED INC NOTE 0.750% 6/0 457669AB5 1,379 1,431,000 PRN   DFND 2 1,431,000 0 0
INSMED INC NOTE 0.750% 6/0 457669AB5 848 880,000 PRN   DFND 1 880,000 0 0
INSMED INC NOTE 0.750% 6/0 457669AB5 1,573 1,632,000 PRN   DFND 3 1,632,000 0 0
INSMED INC NOTE 0.750% 6/0 457669AB5 700 726,000 PRN   DFND 4 726,000 0 0
INSMED INC NOTE 0.750% 6/0 457669AB5 5,129 5,319,000 PRN   SOLE   5,319,000 0 0
INSULET CORP NOTE 0.375% 9/0 45784PAK7 1,988 1,500,000 PRN   DFND 1 1,500,000 0 0
INSULET CORP NOTE 0.375% 9/0 45784PAK7 10,852 8,188,000 PRN   SOLE   8,188,000 0 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 824 785,000 PRN   DFND 1 785,000 0 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 4,745 4,523,000 PRN   SOLE   4,523,000 0 0
INTEL CORP COM 458140100 444 8,956 SH   SOLE   8,956 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 568 4,303 SH   SOLE   4,303 0 0
INTUIT COM 461202103 248 518 SH   SOLE   518 0 0
ISHARES INC CORE MSCI EMKT 46434G103 2,248 40,463 SH   SOLE   40,463 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 676 4,077 SH   SOLE   4,077 0 0
ISHARES TR MORTGE REL ETF 46435G342 269 8,288 SH   SOLE   8,288 0 0
ISHARES TR U.S. TECH ETF 464287721 7,324 71,110 SH   SOLE   71,110 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 528 10,429 SH   SOLE   10,429 0 0
ISHARES TR U.S. REAL ES ETF 464287739 803 7,419 SH   SOLE   7,419 0 0
ISHARES TR JPMORGAN USD EMG 464288281 1,388 14,209 SH   SOLE   14,209 0 0
ISHARES TR CORE S&P500 ETF 464287200 73,368 161,707 SH   SOLE   161,707 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 4,908 23,910 SH   SOLE   23,910 0 0
ISHARES TR 1 3 YR TREAS BD 464287457 457 5,481 SH   SOLE   5,481 0 0
ISHARES TR CORE US AGGBD ET 464287226 23,849 222,699 SH   SOLE   222,699 0 0
ISHARES TR U.S. BAS MTL ETF 464287838 260 1,729 SH   SOLE   1,729 0 0
ISTAR INC NOTE 3.125% 9/1 45031UCB5 778 458,000 PRN   DFND 2 458,000 0 0
ISTAR INC NOTE 3.125% 9/1 45031UCB5 678 399,000 PRN   DFND 3 399,000 0 0
ISTAR INC NOTE 3.125% 9/1 45031UCB5 509 300,000 PRN   DFND 4 300,000 0 0
ISTAR INC NOTE 3.125% 9/1 45031UCB5 243 143,000 PRN   SOLE   143,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 907 889,000 PRN   DFND 2 889,000 0 0
JAZZ INVESTMENTS I LTD NOTE 2.000% 6/1 472145AF8 1,726 1,424,000 PRN   DFND 1 1,424,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 1,426 1,398,000 PRN   DFND 3 1,398,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 538 527,000 PRN   DFND 4 527,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 189 186,000 PRN   SOLE   186,000 0 0
JAZZ INVESTMENTS I LTD NOTE 2.000% 6/1 472145AF8 11,263 9,291,000 PRN   SOLE   9,291,000 0 0
JOHNSON & JOHNSON COM 478160104 1,048 5,907 SH   SOLE   5,907 0 0
JPMORGAN CHASE & CO COM 46625H100 1,448 10,621 SH   SOLE   10,621 0 0
KAMAN CORP NOTE 3.250% 5/0 483548AF0 621 605,000 PRN   DFND 2 605,000 0 0
KAMAN CORP NOTE 3.250% 5/0 483548AF0 738 719,000 PRN   DFND 3 719,000 0 0
KAMAN CORP NOTE 3.250% 5/0 483548AF0 375 365,000 PRN   DFND 4 365,000 0 0
KAMAN CORP NOTE 3.250% 5/0 483548AF0 131 128,000 PRN   SOLE   128,000 0 0
KBR INC NOTE 2.500%11/0 48242WAB2 1,465 675,000 PRN   DFND 1 675,000 0 0
KBR INC NOTE 2.500%11/0 48242WAB2 7,997 3,684,000 PRN   SOLE   3,684,000 0 0
KEYCORP COM 493267108 296 13,201 SH   SOLE   13,201 0 0
KIMBERLY-CLARK CORP COM 494368103 1,070 8,685 SH   SOLE   8,685 0 0
KKR & CO INC 6% MCONV PFD C 48251W401 1,297 17,620 SH   DFND 1 17,620 0 0
KKR & CO INC 6% MCONV PFD C 48251W401 14,187 192,702 SH   SOLE   192,702 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 254 958 SH   SOLE   958 0 0
LENDINGTREE INC NOTE 0.500% 7/1 52603BAD9 1,342 1,639,000 PRN   DFND 2 1,639,000 0 0
LENDINGTREE INC NOTE 0.500% 7/1 52603BAD9 1,478 1,805,000 PRN   DFND 3 1,805,000 0 0
LENDINGTREE INC NOTE 0.500% 7/1 52603BAD9 655 800,000 PRN   DFND 4 800,000 0 0
LENDINGTREE INC NOTE 0.500% 7/1 52603BAD9 210 256,000 PRN   SOLE   256,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 1,515 800,000 PRN   DFND 1 800,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 1,917 1,360,000 PRN   DFND 1 1,360,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 10,785 7,651,000 PRN   SOLE   7,651,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 10,325 5,453,000 PRN   SOLE   5,453,000 0 0
LIBERTY MEDIA CORP DEL COM SER C FRMLA 531229854 365 5,196 SH   SOLE   5,196 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 510 525,000 PRN   DFND 2 525,000 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 918 945,000 PRN   DFND 3 945,000 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 302 311,000 PRN   DFND 4 311,000 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 212 219,000 PRN   SOLE   219,000 0 0
LINDE PLC SHS G5494J103 266 825 SH   SOLE   825 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 3,278 1,858,000 PRN   DFND 1 1,858,000 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 19,919 11,288,000 PRN   SOLE   11,288,000 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.000% 2/1 538034AU3 112 87,000 PRN   SOLE   87,000 0 0
LIVENT CORP NOTE 4.125% 7/1 53814LAB4 717 231,000 PRN   DFND 1 231,000 0 0
LIVENT CORP NOTE 4.125% 7/1 53814LAB4 3,688 1,189,000 PRN   SOLE   1,189,000 0 0
LIVEPERSON INC NOTE 12/1 538146AD3 831 1,048,000 PRN   DFND 2 1,048,000 0 0
LIVEPERSON INC NOTE 12/1 538146AD3 1,199 1,513,000 PRN   DFND 3 1,513,000 0 0
LIVEPERSON INC NOTE 12/1 538146AD3 538 679,000 PRN   DFND 4 679,000 0 0
LIVEPERSON INC NOTE 12/1 538146AD3 206 260,000 PRN   SOLE   260,000 0 0
LOCKHEED MARTIN CORP COM 539830109 290 653 SH   SOLE   653 0 0
LOEWS CORP COM 540424108 858 13,232 SH   SOLE   13,232 0 0
LOWES COS INC COM 548661107 254 1,248 SH   SOLE   1,248 0 0
LPL FINL HLDGS INC COM 50212V100 345 1,884 SH   SOLE   1,884 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 391 337,000 PRN   DFND 2 337,000 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 1,354 1,168,000 PRN   DFND 1 1,168,000 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 476 411,000 PRN   DFND 3 411,000 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 236 204,000 PRN   DFND 4 204,000 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 10,043 8,669,000 PRN   SOLE   8,669,000 0 0
LYFT INC NOTE 1.500% 5/1 55087PAB0 1,570 1,268,000 PRN   DFND 1 1,268,000 0 0
LYFT INC NOTE 1.500% 5/1 55087PAB0 8,324 6,722,000 PRN   SOLE   6,722,000 0 0
MAGNITE INC NOTE 0.250% 3/1 55955DAB6 1,255 1,589,000 PRN   DFND 2 1,589,000 0 0
MAGNITE INC NOTE 0.250% 3/1 55955DAB6 1,540 1,949,000 PRN   DFND 3 1,949,000 0 0
MAGNITE INC NOTE 0.250% 3/1 55955DAB6 760 962,000 PRN   DFND 4 962,000 0 0
MAKEMYTRIP LIMITED MAURITIUS NOTE 2/1 56087FAB0 1,182 1,195,000 PRN   DFND 1 1,195,000 0 0
MAKEMYTRIP LIMITED MAURITIUS NOTE 2/1 56087FAB0 6,791 6,858,000 PRN   SOLE   6,858,000 0 0
MARRIOTT VACATIONS WORLDWIDE NOTE 1.500% 9/1 57164YAB3 723 640,000 PRN   SOLE   640,000 0 0
MARRIOTT VACATIONS WORLDWIDE NOTE 1/1 57164YAD9 1,275 1,175,000 PRN   DFND 1 1,175,000 0 0
MARRIOTT VACATIONS WORLDWIDE NOTE 1/1 57164YAD9 7,462 6,877,000 PRN   SOLE   6,877,000 0 0
MARVELL TECHNOLOGY INC COM 573874104 252 3,477 SH   SOLE   3,477 0 0
MASTERCARD INCORPORATED CL A 57636Q104 539 1,511 SH   SOLE   1,511 0 0
MCDONALDS CORP COM 580135101 516 2,094 SH   SOLE   2,094 0 0
MEDTRONIC PLC SHS G5960L103 353 3,188 SH   SOLE   3,188 0 0
MERCK & CO INC COM 58933Y105 517 6,313 SH   SOLE   6,313 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 47 43,000 PRN   SOLE   43,000 0 0
META PLATFORMS INC CL A 30303M102 1,021 4,577 SH   SOLE   4,577 0 0
MFA FINL INC NOTE 6.250% 6/1 55272XAA0 1,939 1,931,000 PRN   DFND 2 1,931,000 0 0
MFA FINL INC NOTE 6.250% 6/1 55272XAA0 2,564 2,553,000 PRN   DFND 3 2,553,000 0 0
MFA FINL INC NOTE 6.250% 6/1 55272XAA0 1,159 1,154,000 PRN   DFND 4 1,154,000 0 0
MFA FINL INC NOTE 6.250% 6/1 55272XAA0 363 362,000 PRN   SOLE   362,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 2,496 2,200,000 PRN   DFND 1 2,200,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 15,785 13,915,000 PRN   SOLE   13,915,000 0 0
MICRON TECHNOLOGY INC COM 595112103 272 3,485 SH   SOLE   3,485 0 0
MICROSOFT CORP COM 594918104 4,915 15,945 SH   SOLE   15,945 0 0
MICROSTRATEGY INC NOTE 2/1 594972AE1 1,437 2,011,000 PRN   DFND 2 2,011,000 0 0
MICROSTRATEGY INC NOTE 2/1 594972AE1 1,706 2,388,000 PRN   DFND 3 2,388,000 0 0
MICROSTRATEGY INC NOTE 2/1 594972AE1 753 1,054,000 PRN   DFND 4 1,054,000 0 0
MICROSTRATEGY INC NOTE 2/1 594972AE1 212 297,000 PRN   SOLE   297,000 0 0
MIDDLEBY CORP NOTE 1.000% 9/0 596278AB7 1,046 760,000 PRN   DFND 1 760,000 0 0
MIDDLEBY CORP NOTE 1.000% 9/0 596278AB7 5,540 4,023,000 PRN   SOLE   4,023,000 0 0
MONGODB INC NOTE 0.250% 1/1 60937PAD8 1,778 821,000 PRN   DFND 1 821,000 0 0
MONGODB INC NOTE 0.250% 1/1 60937PAD8 10,826 4,999,000 PRN   SOLE   4,999,000 0 0
MORGAN STANLEY COM NEW 617446448 249 2,843 SH   SOLE   2,843 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 215 889 SH   SOLE   889 0 0
NCL CORP LTD NOTE 5.375% 8/0 62886HAX9 2,298 1,590,000 PRN   DFND 1 1,590,000 0 0
NCL CORP LTD NOTE 5.375% 8/0 62886HAX9 12,325 8,531,000 PRN   SOLE   8,531,000 0 0
NETFLIX INC COM 64110L106 235 628 SH   SOLE   628 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 840 838,000 PRN   DFND 2 838,000 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 1,280 1,277,000 PRN   DFND 3 1,277,000 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 496 495,000 PRN   DFND 4 495,000 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 140 140,000 PRN   SOLE   140,000 0 0
NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944P307 777 15,900 SH   DFND 2 15,900 0 0
NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944P307 1,244 25,467 SH   DFND 3 25,467 0 0
NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944P307 454 9,291 SH   DFND 4 9,291 0 0
NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944P307 212 4,342 SH   SOLE   4,342 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 4,020 76,800 SH   DFND 1 76,800 0 0
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 3,948 64,040 SH   SOLE   64,040 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 23,155 442,280 SH   SOLE   442,280 0 0
NICE LTD NOTE 9/1 653656AB4 37 35,000 PRN   SOLE   35,000 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 26 10,000 PRN   SOLE   10,000 0 0
NIKE INC CL B 654106103 359 2,660 SH   SOLE   2,660 0 0
NISOURCE INC UNIT 12/01/2023 65473P121 1,616 13,500 SH   DFND 1 13,500 0 0
NISOURCE INC UNIT 12/01/2023 65473P121 10,882 90,895 SH   SOLE   90,895 0 0
NORTHROP GRUMMAN CORP COM 666807102 209 470 SH   SOLE   470 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 203 9,330 SH   SOLE   9,330 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 809 755,000 PRN   DFND 1 755,000 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 3,804 3,546,000 PRN   SOLE   3,546,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 1,716 1,566,000 PRN   DFND 2 1,566,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 1,779 1,623,000 PRN   DFND 3 1,623,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 902 823,000 PRN   DFND 4 823,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 261 238,000 PRN   SOLE   238,000 0 0
NVIDIA CORPORATION COM 67066G104 1,386 5,079 SH   SOLE   5,079 0 0
OKTA INC NOTE 0.125% 9/0 679295AD7 1,715 1,600,000 PRN   DFND 1 1,600,000 0 0
OKTA INC NOTE 0.125% 9/0 679295AD7 10,170 9,483,000 PRN   SOLE   9,483,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 2,227 738,000 PRN   SOLE   738,000 0 0
ORACLE CORP COM 68389X105 436 5,284 SH   SOLE   5,284 0 0
OREILLY AUTOMOTIVE INC COM 67103H107 304 444 SH   SOLE   444 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 757 751,000 PRN   DFND 2 751,000 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 832 825,000 PRN   DFND 3 825,000 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 449 445,000 PRN   DFND 4 445,000 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 231 229,000 PRN   SOLE   229,000 0 0
PACIRA BIOSCIENCES INC NOTE 0.750% 8/0 695127AF7 1,431 1,155,000 PRN   DFND 1 1,155,000 0 0
PACIRA BIOSCIENCES INC NOTE 0.750% 8/0 695127AF7 9,289 7,499,000 PRN   SOLE   7,499,000 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 7,724 3,300,000 PRN   DFND 1 3,300,000 0 0
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 67 32,000 PRN   SOLE   32,000 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 45,299 19,354,000 PRN   SOLE   19,354,000 0 0
PARKER-HANNIFIN CORP COM 701094104 232 811 SH   SOLE   811 0 0
PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8 1,877 1,783,000 PRN   SOLE   1,783,000 0 0
PAYPAL HLDGS INC COM 70450Y103 261 2,253 SH   SOLE   2,253 0 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 1,104 963,000 PRN   DFND 2 963,000 0 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 1,594 1,390,000 PRN   DFND 1 1,390,000 0 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 1,416 1,235,000 PRN   DFND 3 1,235,000 0 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 673 587,000 PRN   DFND 4 587,000 0 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 11,846 10,331,000 PRN   SOLE   10,331,000 0 0
PENNYMAC CORP NOTE 5.500% 3/1 70932AAF0 881 923,000 PRN   DFND 2 923,000 0 0
PENNYMAC CORP NOTE 5.500%11/0 70932AAD5 1,514 1,530,000 PRN   DFND 2 1,530,000 0 0
PENNYMAC CORP NOTE 5.500%11/0 70932AAD5 2,653 2,681,000 PRN   DFND 3 2,681,000 0 0
PENNYMAC CORP NOTE 5.500% 3/1 70932AAF0 789 827,000 PRN   DFND 3 827,000 0 0
PENNYMAC CORP NOTE 5.500% 3/1 70932AAF0 954 1,000,000 PRN   DFND 4 1,000,000 0 0
PENNYMAC CORP NOTE 5.500%11/0 70932AAD5 495 500,000 PRN   DFND 4 500,000 0 0
PENNYMAC CORP NOTE 5.500%11/0 70932AAD5 283 286,000 PRN   SOLE   286,000 0 0
PEPSICO INC COM 713448108 562 3,347 SH   SOLE   3,347 0 0
PERKINELMER INC COM 714046109 371 2,130 SH   SOLE   2,130 0 0
PFIZER INC COM 717081103 954 18,464 SH   SOLE   18,464 0 0
PG&E CORP UNIT 99/99/9999 69331C140 1,451 12,900 SH   DFND 1 12,900 0 0
PG&E CORP UNIT 99/99/9999 69331C140 6,907 61,405 SH   SOLE   61,405 0 0
PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 831 350,000 PRN   DFND 2 350,000 0 0
PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 4,238 1,785,000 PRN   DFND 1 1,785,000 0 0
PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 993 418,000 PRN   DFND 3 418,000 0 0
PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 439 185,000 PRN   DFND 4 185,000 0 0
PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 66,147 27,859,000 PRN   SOLE   27,859,000 0 0
PIONEER NAT RES CO COM 723787107 474 1,891 SH   SOLE   1,891 0 0
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 868 785,000 PRN   DFND 2 785,000 0 0
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 1,076 973,000 PRN   DFND 3 973,000 0 0
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 553 500,000 PRN   DFND 4 500,000 0 0
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 268 242,000 PRN   SOLE   242,000 0 0
PROCTER AND GAMBLE CO COM 742718109 1,026 6,717 SH   SOLE   6,717 0 0
PROSHARES TR SHRT 20+YR TRE 74347X849 8 430 SH   SOLE   430 0 0
PROSHARES TR SHRT 20+YR TRE 74347X849 518 29,259 SH   DFND 2 29,259 0 0
PROSHARES TR SHRT 20+YR TRE 74347X849 589 33,304 SH   DFND 3 33,304 0 0
PROSHARES TR SHRT 20+YR TRE 74347X849 301 17,007 SH   DFND 4 17,007 0 0
PROSPECT CAP CORP NOTE 6.375% 3/0 74348TAT9 7,027 6,661,000 PRN   SOLE   6,661,000 0 0
PRUDENTIAL FINL INC COM 744320102 295 2,497 SH   SOLE   2,497 0 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 963 690,000 PRN   DFND 1 690,000 0 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 5,533 3,963,000 PRN   SOLE   3,963,000 0 0
Q2 HLDGS INC NOTE 0.125%11/1 74736LAF6 1,071 1,247,000 PRN   DFND 2 1,247,000 0 0
Q2 HLDGS INC NOTE 0.125%11/1 74736LAF6 1,225 1,427,000 PRN   DFND 3 1,427,000 0 0
Q2 HLDGS INC NOTE 0.125%11/1 74736LAF6 544 634,000 PRN   DFND 4 634,000 0 0
Q2 HLDGS INC NOTE 0.125%11/1 74736LAF6 165 192,000 PRN   SOLE   192,000 0 0
QUALCOMM INC COM 747525103 266 1,729 SH   SOLE   1,729 0 0
RAPID7 INC NOTE 0.250% 3/1 753422AF1 1,313 1,056,000 PRN   DFND 1 1,056,000 0 0
RAPID7 INC NOTE 0.250% 3/1 753422AF1 8,257 6,640,000 PRN   SOLE   6,640,000 0 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101 230 2,319 SH   SOLE   2,319 0 0
RBC BEARINGS INC 5% CNV PFD SR A 75524B203 315 3,169 SH   DFND 2 3,169 0 0
RBC BEARINGS INC 5% CNV PFD SR A 75524B203 728 7,315 SH   DFND 1 7,315 0 0
RBC BEARINGS INC 5% CNV PFD SR A 75524B203 383 3,847 SH   DFND 3 3,847 0 0
RBC BEARINGS INC 5% CNV PFD SR A 75524B203 191 1,916 SH   DFND 4 1,916 0 0
RBC BEARINGS INC 5% CNV PFD SR A 75524B203 4,924 49,493 SH   SOLE   49,493 0 0
READY CAPITAL CORP 7% CN SR NT 2023 75574U200 510 19,284 SH   DFND 2 19,284 0 0
READY CAPITAL CORP 7% CN SR NT 2023 75574U200 641 24,242 SH   DFND 3 24,242 0 0
READY CAPITAL CORP 7% CN SR NT 2023 75574U200 304 11,500 SH   DFND 4 11,500 0 0
READY CAPITAL CORP 7% CN SR NT 2023 75574U200 172 6,474 SH   SOLE   6,474 0 0
REDWOOD TRUST INC NOTE 5.625% 7/1 758075AD7 744 750,000 PRN   DFND 2 750,000 0 0
REDWOOD TRUST INC NOTE 5.625% 7/1 758075AD7 1,640 1,652,000 PRN   DFND 3 1,652,000 0 0
REDWOOD TRUST INC NOTE 5.625% 7/1 758075AD7 226 228,000 PRN   DFND 4 228,000 0 0
REDWOOD TRUST INC NOTE 5.625% 7/1 758075AD7 64 64,000 PRN   SOLE   64,000 0 0
REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 533 310,000 PRN   DFND 1 310,000 0 0
REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 3,658 2,129,000 PRN   SOLE   2,129,000 0 0
RINGCENTRAL INC NOTE 3/1 76680RAH0 654 800,000 PRN   DFND 2 800,000 0 0
RINGCENTRAL INC NOTE 3/1 76680RAH0 746 912,000 PRN   DFND 3 912,000 0 0
RINGCENTRAL INC NOTE 3/1 76680RAH0 332 406,000 PRN   DFND 4 406,000 0 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 1,431 1,645,000 PRN   SOLE   1,645,000 0 0
RINGCENTRAL INC NOTE 3/1 76680RAH0 108 132,000 PRN   SOLE   132,000 0 0
ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 2,600 1,990,000 PRN   DFND 1 1,990,000 0 0
ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 1,032 790,000 PRN   DFND 2 790,000 0 0
ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 1,297 993,000 PRN   DFND 3 993,000 0 0
ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 610 467,000 PRN   DFND 4 467,000 0 0
ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 16,938 12,964,000 PRN   SOLE   12,964,000 0 0
RWT HLDGS INC NOTE 5.750%10/0 749772AD1 550 573,000 PRN   DFND 2 573,000 0 0
RWT HLDGS INC NOTE 5.750%10/0 749772AD1 690 719,000 PRN   DFND 3 719,000 0 0
RWT HLDGS INC NOTE 5.750%10/0 749772AD1 854 890,000 PRN   DFND 4 890,000 0 0
RWT HLDGS INC NOTE 5.750%10/0 749772AD1 305 318,000 PRN   SOLE   318,000 0 0
SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2 948 578,000 PRN   DFND 2 578,000 0 0
SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2 1,155 704,000 PRN   DFND 3 704,000 0 0
SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2 574 350,000 PRN   DFND 4 350,000 0 0
SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2 194 118,000 PRN   SOLE   118,000 0 0
SALESFORCE COM INC COM 79466L302 499 2,345 SH   SOLE   2,345 0 0
SCHLUMBERGER LTD COM STK 806857108 381 9,173 SH   SOLE   9,173 0 0
SEA LTD NOTE 2.375%12/0 81141RAF7 388 245,000 PRN   DFND 1 245,000 0 0
SEA LTD NOTE 0.250% 9/1 81141RAG5 13,786 17,269,000 PRN   SOLE   17,269,000 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 2,917 38,167 SH   SOLE   38,167 0 0
SELECT SECTOR SPDR TR FINANCIAL 81369Y605 3,234 84,467 SH   SOLE   84,467 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 1,726 23,173 SH   SOLE   23,173 0 0
SERVICENOW INC COM 81762P102 307 551 SH   SOLE   551 0 0
SFL CORPORATION LTD NOTE 4.875% 5/0 824689AG8 493 486,000 PRN   DFND 2 486,000 0 0
SFL CORPORATION LTD NOTE 4.875% 5/0 824689AG8 703 693,000 PRN   DFND 3 693,000 0 0
SFL CORPORATION LTD NOTE 4.875% 5/0 824689AG8 433 427,000 PRN   DFND 4 427,000 0 0
SFL CORPORATION LTD NOTE 4.875% 5/0 824689AG8 146 144,000 PRN   SOLE   144,000 0 0
SHIFT4 PMTS INC NOTE 12/1 82452JAB5 1,393 1,330,000 PRN   DFND 1 1,330,000 0 0
SHIFT4 PMTS INC NOTE 12/1 82452JAB5 8,139 7,775,000 PRN   SOLE   7,775,000 0 0
SMART GLOBAL HLDGS INC NOTE 2.250% 2/1 83205YAB0 931 640,000 PRN   DFND 1 640,000 0 0
SMART GLOBAL HLDGS INC NOTE 2.250% 2/1 83205YAB0 4,776 3,281,000 PRN   SOLE   3,281,000 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 874 502,000 PRN   SOLE   502,000 0 0
SOUTHERN CO UNIT 08/01/2022 842587602 3,062 55,975 SH   SOLE   55,975 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 532 392,000 PRN   DFND 2 392,000 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 3,528 2,600,000 PRN   DFND 1 2,600,000 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 719 530,000 PRN   DFND 3 530,000 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 315 232,000 PRN   DFND 4 232,000 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 55,443 40,858,000 PRN   SOLE   40,858,000 0 0
SOUTHWEST AIRLS CO COM 844741108 256 5,593 SH   SOLE   5,593 0 0
SPDR SER TR BLOOMBERG CONV 78464A359 10,071 130,892 SH   SOLE   130,892 0 0
SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 480 535,000 PRN   DFND 2 535,000 0 0
SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 586 653,000 PRN   DFND 3 653,000 0 0
SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 291 324,000 PRN   DFND 4 324,000 0 0
SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 124 138,000 PRN   SOLE   138,000 0 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 2,581 2,270,000 PRN   DFND 1 2,270,000 0 0
SPLUNK INC NOTE 1.125% 6/1 848637AF1 571 598,000 PRN   DFND 2 598,000 0 0
SPLUNK INC NOTE 1.125% 6/1 848637AF1 905 948,000 PRN   DFND 3 948,000 0 0
SPLUNK INC NOTE 1.125% 6/1 848637AF1 339 355,000 PRN   DFND 4 355,000 0 0
SPLUNK INC NOTE 1.125% 6/1 848637AF1 1,479 1,549,000 PRN   SOLE   1,549,000 0 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 13,691 12,041,000 PRN   SOLE   12,041,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 1,288 1,075,000 PRN   SOLE   1,075,000 0 0
SPOTIFY USA INC NOTE 3/1 84921RAB6 998 1,171,000 PRN   DFND 2 1,171,000 0 0
SPOTIFY USA INC NOTE 3/1 84921RAB6 1,135 1,332,000 PRN   DFND 3 1,332,000 0 0
SPOTIFY USA INC NOTE 3/1 84921RAB6 507 595,000 PRN   DFND 4 595,000 0 0
SPOTIFY USA INC NOTE 3/1 84921RAB6 1,855 2,177,000 PRN   SOLE   2,177,000 0 0
SSR MNG INC NOTE 2.500% 4/0 784730AB9 734 528,000 PRN   DFND 1 528,000 0 0
SSR MNG INC NOTE 2.500% 4/0 784730AB9 4,529 3,258,000 PRN   SOLE   3,258,000 0 0
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 949 10,870 SH   DFND 1 10,870 0 0
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 8,521 97,605 SH   SOLE   97,605 0 0
STRIDE INC NOTE 1.125% 9/0 86333MAA6 878 885,000 PRN   DFND 2 885,000 0 0
STRIDE INC NOTE 1.125% 9/0 86333MAA6 1,223 1,233,000 PRN   DFND 3 1,233,000 0 0
STRIDE INC NOTE 1.125% 9/0 86333MAA6 701 707,000 PRN   DFND 4 707,000 0 0
STRIDE INC NOTE 1.125% 9/0 86333MAA6 174 175,000 PRN   SOLE   175,000 0 0
SUMMIT HOTEL PPTYS NOTE 1.500% 2/1 866082AA8 1,365 1,305,000 PRN   DFND 1 1,305,000 0 0
SUMMIT HOTEL PPTYS NOTE 1.500% 2/1 866082AA8 1,291 1,234,000 PRN   DFND 2 1,234,000 0 0
SUMMIT HOTEL PPTYS NOTE 1.500% 2/1 866082AA8 1,541 1,473,000 PRN   DFND 3 1,473,000 0 0
SUMMIT HOTEL PPTYS NOTE 1.500% 2/1 866082AA8 683 653,000 PRN   DFND 4 653,000 0 0
SUMMIT HOTEL PPTYS NOTE 1.500% 2/1 866082AA8 10,009 9,570,000 PRN   SOLE   9,570,000 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 291 2,798 SH   SOLE   2,798 0 0
TEMPUR SEALY INTL INC COM 88023U101 222 7,968 SH   SOLE   7,968 0 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 1,215 70,000 PRN   DFND 1 70,000 0 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 7,406 427,000 PRN   SOLE   427,000 0 0
TESLA INC COM 88160R101 1,080 1,003 SH   SOLE   1,003 0 0
THE BEAUTY HEALTH COMPANY COM CL A 88331L108 208 12,300 SH   SOLE   12,300 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 515 873 SH   SOLE   873 0 0
TRAVERE THERAPEUTICS INC NOTE 2.500% 9/1 761299AB2 900 886,000 PRN   DFND 2 886,000 0 0
TRAVERE THERAPEUTICS INC NOTE 2.500% 9/1 761299AB2 1,132 1,114,000 PRN   DFND 3 1,114,000 0 0
TRAVERE THERAPEUTICS INC NOTE 2.500% 9/1 761299AB2 532 524,000 PRN   DFND 4 524,000 0 0
TRAVERE THERAPEUTICS INC NOTE 2.500% 9/1 761299AB2 229 226,000 PRN   SOLE   226,000 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 1,475 1,450,000 PRN   DFND 1 1,450,000 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 8,863 8,712,000 PRN   SOLE   8,712,000 0 0
TWO HARBORS INVENTMENT CORPO NOTE 6.250% 1/1 90187BAB7 1,693 1,712,000 PRN   DFND 3 1,712,000 0 0
TWO HARBORS INVENTMENT CORPO NOTE 6.250% 1/1 90187BAB7 1,180 1,193,000 PRN   DFND 2 1,193,000 0 0
TWO HARBORS INVENTMENT CORPO NOTE 6.250% 1/1 90187BAB7 798 807,000 PRN   DFND 4 807,000 0 0
TWO HARBORS INVENTMENT CORPO NOTE 6.250% 1/1 90187BAB7 285 288,000 PRN   SOLE   288,000 0 0
TYLER TEX INDPT SCH DIST NOTE 0.250% 3/1 902252AB1 759 690,000 PRN   DFND 1 690,000 0 0
TYLER TEX INDPT SCH DIST NOTE 0.250% 3/1 902252AB1 7,317 6,645,000 PRN   SOLE   6,645,000 0 0
UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9 1,414 1,580,000 PRN   DFND 1 1,580,000 0 0
UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9 8,349 9,329,000 PRN   SOLE   9,329,000 0 0
UNION PAC CORP COM 907818108 742 2,720 SH   SOLE   2,720 0 0
UNITED PARCEL SERVICE INC CL B 911312106 283 1,319 SH   SOLE   1,319 0 0
UNITEDHEALTH GROUP INC COM 91324P102 1,128 2,210 SH   SOLE   2,210 0 0
VAIL RESORTS INC NOTE 1/0 91879QAN9 1,041 1,075,000 PRN   DFND 1 1,075,000 0 0
VAIL RESORTS INC NOTE 1/0 91879QAN9 7,024 7,252,000 PRN   SOLE   7,252,000 0 0
VALERO ENERGY CORP COM 91913Y100 231 2,264 SH   SOLE   2,264 0 0
VANECK ETF TRUST FALLEN ANGEL HG 92189F437 4,372 143,829 SH   SOLE   143,829 0 0
VANGUARD STAR FDS VG TL INTL STK F 921909768 18,375 307,599 SH   SOLE   307,599 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 565 11,089 SH   SOLE   11,089 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 500 386,000 PRN   SOLE   386,000 0 0
VISA INC COM CL A 92826C839 772 3,483 SH   SOLE   3,483 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 195 195,000 PRN   SOLE   195,000 0 0
WALMART INC COM 931142103 348 2,340 SH   SOLE   2,340 0 0
WAYFAIR INC NOTE 0.625%10/0 94419LAM3 1,071 1,304,000 PRN   DFND 3 1,304,000 0 0
WAYFAIR INC NOTE 0.625%10/0 94419LAM3 749 912,000 PRN   DFND 2 912,000 0 0
WAYFAIR INC NOTE 0.625%10/0 94419LAM3 475 578,000 PRN   DFND 4 578,000 0 0
WAYFAIR INC NOTE 0.625%10/0 94419LAM3 169 206,000 PRN   SOLE   206,000 0 0
WELLS FARGO CO NEW COM 949746101 503 10,367 SH   SOLE   10,367 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 3,018 2,297 SH   SOLE   2,297 0 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 5,559 5,760,000 PRN   SOLE   5,760,000 0 0
WILLIAMS COS INC COM 969457100 265 7,889 SH   SOLE   7,889 0 0
WINNEBAGO INDS INC NOTE 1.500% 4/0 974637AB6 1,251 1,147,000 PRN   DFND 3 1,147,000 0 0
WINNEBAGO INDS INC NOTE 1.500% 4/0 974637AB6 865 793,000 PRN   DFND 2 793,000 0 0
WINNEBAGO INDS INC NOTE 1.500% 4/0 974637AB6 651 597,000 PRN   DFND 4 597,000 0 0
WINNEBAGO INDS INC NOTE 1.500% 4/0 974637AB6 233 213,000 PRN   SOLE   213,000 0 0
WISDOMTREE INVTS INC NOTE 4.250% 6/1 97717PAB0 1,009 885,000 PRN   DFND 1 885,000 0 0
WISDOMTREE INVTS INC NOTE 4.250% 6/1 97717PAB0 799 701,000 PRN   DFND 2 701,000 0 0
WISDOMTREE INVTS INC NOTE 4.250% 6/1 97717PAB0 1,024 898,000 PRN   DFND 3 898,000 0 0
WISDOMTREE INVTS INC NOTE 4.250% 6/1 97717PAB0 513 450,000 PRN   DFND 4 450,000 0 0
WISDOMTREE INVTS INC NOTE 4.250% 6/1 97717PAB0 7,737 6,787,000 PRN   SOLE   6,787,000 0 0
WOLFSPEED INC NOTE 1.750% 5/0 225447AD3 555 223,000 PRN   SOLE   223,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 2,233 1,360,000 PRN   DFND 1 1,360,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 12,676 7,720,000 PRN   SOLE   7,720,000 0 0
WORKIVA INC NOTE 1.125% 8/1 98139AAB1 693 431,000 PRN   DFND 2 431,000 0 0
WORKIVA INC NOTE 1.125% 8/1 98139AAB1 1,113 692,000 PRN   DFND 3 692,000 0 0
WORKIVA INC NOTE 1.125% 8/1 98139AAB1 412 256,000 PRN   DFND 4 256,000 0 0
WORKIVA INC NOTE 1.125% 8/1 98139AAB1 194 121,000 PRN   SOLE   121,000 0 0
WORLD GOLD TR SPDR GLD MINIS 98149E303 2,435 63,284 SH   SOLE   63,284 0 0
ZENDESK INC NOTE 0.625% 6/1 98936JAD3 1,305 1,035,000 PRN   DFND 1 1,035,000 0 0
ZENDESK INC NOTE 0.625% 6/1 98936JAD3 8,269 6,562,000 PRN   SOLE   6,562,000 0 0
ZIFF DAVIS INC COM 48123V102 316 3,262 SH   SOLE   3,262 0 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 1,535 1,360,000 PRN   DFND 1 1,360,000 0 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 1,367 1,211,000 PRN   DFND 3 1,211,000 0 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 862 764,000 PRN   DFND 2 764,000 0 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 511 453,000 PRN   DFND 4 453,000 0 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 10,079 8,932,000 PRN   SOLE   8,932,000 0 0
ZSCALER INC NOTE 0.125% 7/0 98980GAB8 1,684 990,000 PRN   DFND 1 990,000 0 0
ZSCALER INC NOTE 0.125% 7/0 98980GAB8 9,470 5,567,000 PRN   SOLE   5,567,000 0 0