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 875 1,033,000 PRN   DFND 1 1,033,000 0 0
8X8 INC NEW NOTE 0.500% 2/0 282914AB6 919 1,084,000 PRN   DFND 3 1,084,000 0 0
8X8 INC NEW NOTE 0.500% 2/0 282914AB6 642 758,000 PRN   DFND 2 758,000 0 0
8X8 INC NEW NOTE 0.500% 2/0 282914AB6 407 480,000 PRN   DFND 4 480,000 0 0
8X8 INC NEW NOTE 0.500% 2/0 282914AB6 5,595 6,603,000 PRN   SOLE   6,603,000 0 0
ABBOTT LABS COM 002824100 547 5,028 SH   SOLE   5,028 0 0
ABBVIE INC COM 00287Y109 536 3,507 SH   SOLE   3,507 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 319 1,143 SH   SOLE   1,143 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 322 883 SH   SOLE   883 0 0
AIR TRANS SVCS GROUP INC NOTE 1.125%10/1 00922RAB1 1,515 1,403,000 PRN   DFND 3 1,403,000 0 0
AIR TRANS SVCS GROUP INC NOTE 1.125%10/1 00922RAB1 774 717,000 PRN   DFND 4 717,000 0 0
AIR TRANS SVCS GROUP INC NOTE 1.125%10/1 00922RAB1 720 667,000 PRN   DFND 1 667,000 0 0
AIR TRANS SVCS GROUP INC NOTE 1.125%10/1 00922RAB1 982 910,000 PRN   DFND 2 910,000 0 0
AIR TRANS SVCS GROUP INC NOTE 1.125%10/1 00922RAB1 4,654 4,312,000 PRN   SOLE   4,312,000 0 0
AIRBNB INC NOTE 3/1 009066AB7 1,225 1,485,000 PRN   DFND 1 1,485,000 0 0
AIRBNB INC NOTE 3/1 009066AB7 9,411 11,405,000 PRN   SOLE   11,405,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 2,250 2,265,000 PRN   DFND 1 2,265,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 13,753 13,844,000 PRN   SOLE   13,844,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 1,107 1,010,000 PRN   SOLE   1,010,000 0 0
ALGONQUIN PWR UTILS CORP UNIT 99/99/9999 015857873 504 11,531 SH   DFND 2 11,531 0 0
ALGONQUIN PWR UTILS CORP UNIT 99/99/9999 015857873 296 6,766 SH   DFND 4 6,766 0 0
ALGONQUIN PWR UTILS CORP UNIT 99/99/9999 015857873 621 14,183 SH   DFND 3 14,183 0 0
ALGONQUIN PWR UTILS CORP UNIT 99/99/9999 015857873 110 2,520 SH   SOLE   2,520 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 3.500% 6/1 01741RAK8 645 397,000 PRN   DFND 1 397,000 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 3.500% 6/1 01741RAK8 3,560 2,194,000 PRN   SOLE   2,194,000 0 0
ALPHABET INC CAP STK CL A 02079K305 2,444 1,122 SH   SOLE   1,122 0 0
ALTERYX INC NOTE 1.000% 8/0 02156BAF0 546 690,000 PRN   DFND 1 690,000 0 0
ALTERYX INC NOTE 1.000% 8/0 02156BAF0 3,387 4,279,000 PRN   SOLE   4,279,000 0 0
AMAZON COM INC COM 023135106 1,771 16,690 SH   SOLE   16,690 0 0
AMERICAN ELEC PWR CO INC UNIT 08/15/2025 02557T307 1,780 33,050 SH   DFND 1 33,050 0 0
AMERICAN ELEC PWR CO INC UNIT 08/15/2025 02557T307 9,948 184,680 SH   SOLE   184,680 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 235 4,633 SH   SOLE   4,633 0 0
AMGEN INC COM 031162100 485 1,996 SH   SOLE   1,996 0 0
APOLLO COML REAL ESTATE FIN NOTE 5.375%10/1 03762UAC9 2,151 2,213,000 PRN   DFND 3 2,213,000 0 0
APOLLO COML REAL ESTATE FIN NOTE 5.375%10/1 03762UAC9 894 920,000 PRN   DFND 4 920,000 0 0
APOLLO COML REAL ESTATE FIN NOTE 5.375%10/1 03762UAC9 1,495 1,538,000 PRN   DFND 2 1,538,000 0 0
APOLLO COML REAL ESTATE FIN NOTE 5.375%10/1 03762UAC9 320 329,000 PRN   SOLE   329,000 0 0
APPLE INC COM 037833100 3,438 25,143 SH   SOLE   25,143 0 0
APPLIED MATLS INC COM 038222105 301 3,310 SH   SOLE   3,310 0 0
APTIV PLC 5.5% CNV PFD A G6095L117 993 9,390 SH   DFND 1 9,390 0 0
APTIV PLC 5.5% CNV PFD A G6095L117 6,170 58,365 SH   SOLE   58,365 0 0
ARBOR REALTY TRUST INC NOTE 4.750%11/0 038923AP3 734 745,000 PRN   SOLE   745,000 0 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 12,345 11,884,000 PRN   SOLE   11,884,000 0 0
AT&T INC COM 00206R102 204 9,743 SH   SOLE   9,743 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 20 17,000 PRN   SOLE   17,000 0 0
BAKER HUGHES COMPANY CL A 05722G100 201 6,971 SH   SOLE   6,971 0 0
BANDWIDTH INC NOTE 0.500% 4/0 05988JAD5 275 464,000 PRN   DFND 4 464,000 0 0
BANDWIDTH INC NOTE 0.500% 4/0 05988JAD5 742 1,254,000 PRN   DFND 3 1,254,000 0 0
BANDWIDTH INC NOTE 0.500% 4/0 05988JAD5 463 782,000 PRN   DFND 2 782,000 0 0
BECTON DICKINSON & CO 6% DP CONV PFD B 075887406 1,523 30,690 SH   DFND 1 30,690 0 0
BECTON DICKINSON & CO 6% DP CONV PFD B 075887406 9,779 197,110 SH   SOLE   197,110 0 0
BENTLEY SYS INC NOTE 0.125% 1/1 08265TAB5 874 1,015,000 PRN   DFND 1 1,015,000 0 0
BENTLEY SYS INC NOTE 0.125% 1/1 08265TAB5 6,129 7,119,000 PRN   SOLE   7,119,000 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1,084 3,972 SH   SOLE   3,972 0 0
BILIBILI INC NOTE 1.250% 6/1 090040AD8 899 863,000 PRN   DFND 1 863,000 0 0
BILIBILI INC NOTE 1.250% 6/1 090040AD8 5,523 5,301,000 PRN   SOLE   5,301,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 1,728 1,745,000 PRN   DFND 1 1,745,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 10,033 10,133,000 PRN   SOLE   10,133,000 0 0
BK OF AMERICA CORP 7.25%CNV PFD L 060505682 2,820 2,345 SH   SOLE   2,345 0 0
BK OF AMERICA CORP COM 060505104 722 23,134 SH   SOLE   23,134 0 0
BLACKLINE INC NOTE 3/1 09239BAD1 843 1,065,000 PRN   DFND 3 1,065,000 0 0
BLACKLINE INC NOTE 3/1 09239BAD1 375 474,000 PRN   DFND 4 474,000 0 0
BLACKLINE INC NOTE 3/1 09239BAD1 638 806,000 PRN   DFND 2 806,000 0 0
BLACKLINE INC NOTE 3/1 09239BAD1 122 155,000 PRN   SOLE   155,000 0 0
BLOCK INC NOTE 0.125% 3/0 852234AF0 1,779 1,898,000 PRN   DFND 1 1,898,000 0 0
BLOCK INC NOTE 0.250%11/0 852234AK9 1,139 1,554,000 PRN   DFND 1 1,554,000 0 0
BLOCK INC NOTE 0.125% 3/0 852234AF0 9,985 10,650,000 PRN   SOLE   10,650,000 0 0
BLOCK INC NOTE 0.250%11/0 852234AK9 7,882 10,749,000 PRN   SOLE   10,749,000 0 0
BLOOM ENERGY CORP NOTE 2.500% 8/1 093712AH0 604 488,000 PRN   DFND 3 488,000 0 0
BLOOM ENERGY CORP NOTE 2.500% 8/1 093712AH0 299 242,000 PRN   DFND 4 242,000 0 0
BLOOM ENERGY CORP NOTE 2.500% 8/1 093712AH0 496 401,000 PRN   DFND 2 401,000 0 0
BLOOM ENERGY CORP NOTE 2.500% 8/1 093712AH0 147 119,000 PRN   SOLE   119,000 0 0
BOEING CO COM 097023105 231 1,689 SH   SOLE   1,689 0 0
BOOKING HOLDINGS INC NOTE 0.750% 5/0 09857LAN8 1,417 1,182,000 PRN   DFND 1 1,182,000 0 0
BOOKING HOLDINGS INC NOTE 0.750% 5/0 09857LAN8 29,561 24,658,000 PRN   SOLE   24,658,000 0 0
BOSTON SCIENTIFIC CORP 5.50% CNV PFD A 101137206 1,396 13,750 SH   DFND 1 13,750 0 0
BOSTON SCIENTIFIC CORP 5.50% CNV PFD A 101137206 9,059 89,255 SH   SOLE   89,255 0 0
BOX INC NOTE 1/1 10316TAB0 732 645,000 PRN   DFND 1 645,000 0 0
BOX INC NOTE 1/1 10316TAB0 5,448 4,798,000 PRN   SOLE   4,798,000 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 306 3,962 SH   SOLE   3,962 0 0
BROADCOM INC 8% MCNV PFD SR A 11135F200 3,919 2,582 SH   DFND 1 2,582 0 0
BROADCOM INC COM 11135F101 450 932 SH   SOLE   932 0 0
BROADCOM INC 8% MCNV PFD SR A 11135F200 24,337 16,033 SH   SOLE   16,033 0 0
BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 606 615,000 PRN   DFND 1 615,000 0 0
BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 3,842 3,893,000 PRN   SOLE   3,893,000 0 0
CABLE ONE INC NOTE 1.125% 3/1 12685JAG0 838 1,000,000 PRN   DFND 2 1,000,000 0 0
CABLE ONE INC NOTE 1.125% 3/1 12685JAG0 1,200 1,432,000 PRN   DFND 3 1,432,000 0 0
CABLE ONE INC NOTE 1.125% 3/1 12685JAG0 531 634,000 PRN   DFND 4 634,000 0 0
CABLE ONE INC NOTE 1.125% 3/1 12685JAG0 154 184,000 PRN   SOLE   184,000 0 0
CALLAWAY GOLF COMPANY NOTE 2.750% 5/0 131193AE4 354 264,000 PRN   DFND 4 264,000 0 0
CALLAWAY GOLF COMPANY NOTE 2.750% 5/0 131193AE4 766 572,000 PRN   DFND 3 572,000 0 0
CALLAWAY GOLF COMPANY NOTE 2.750% 5/0 131193AE4 605 452,000 PRN   DFND 2 452,000 0 0
CALLAWAY GOLF COMPANY NOTE 2.750% 5/0 131193AE4 116 87,000 PRN   SOLE   87,000 0 0
CATERPILLAR INC COM 149123101 286 1,596 SH   SOLE   1,596 0 0
CENTENNIAL RESOURCE DEV INC NOTE 3.250% 4/0 15136AAA0 1,083 871,000 PRN   DFND 2 871,000 0 0
CENTENNIAL RESOURCE DEV INC NOTE 3.250% 4/0 15136AAA0 1,413 1,136,000 PRN   DFND 3 1,136,000 0 0
CENTENNIAL RESOURCE DEV INC NOTE 3.250% 4/0 15136AAA0 622 500,000 PRN   DFND 4 500,000 0 0
CENTENNIAL RESOURCE DEV INC NOTE 3.250% 4/0 15136AAA0 572 460,000 PRN   DFND 1 460,000 0 0
CENTENNIAL RESOURCE DEV INC NOTE 3.250% 4/0 15136AAA0 3,709 2,982,000 PRN   SOLE   2,982,000 0 0
CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0 1,133 1,437,000 PRN   DFND 2 1,437,000 0 0
CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0 1,297 1,645,000 PRN   DFND 3 1,645,000 0 0
CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0 576 731,000 PRN   DFND 4 731,000 0 0
CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0 147 187,000 PRN   SOLE   187,000 0 0
CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 1,076 1,411,000 PRN   DFND 3 1,411,000 0 0
CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 1,016 1,333,000 PRN   DFND 2 1,333,000 0 0
CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 575 754,000 PRN   DFND 4 754,000 0 0
CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 193 252,000 PRN   SOLE   252,000 0 0
CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 553 500,000 PRN   DFND 4 500,000 0 0
CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 898 813,000 PRN   DFND 2 813,000 0 0
CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 1,102 997,000 PRN   DFND 3 997,000 0 0
CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 766 693,000 PRN   SOLE   693,000 0 0
CHEGG INC NOTE 9/0 163092AF6 783 1,068,000 PRN   DFND 4 1,068,000 0 0
CHEGG INC NOTE 9/0 163092AF6 1,755 2,395,000 PRN   DFND 3 2,395,000 0 0
CHEGG INC NOTE 9/0 163092AF6 1,347 1,838,000 PRN   DFND 2 1,838,000 0 0
CHEGG INC NOTE 9/0 163092AF6 257 351,000 PRN   SOLE   351,000 0 0
CHENIERE ENERGY INC COM NEW 16411R208 262 1,958 SH   SOLE   1,958 0 0
CHEVRON CORP NEW COM 166764100 518 3,582 SH   SOLE   3,582 0 0
CISCO SYS INC COM 17275R102 468 10,994 SH   SOLE   10,994 0 0
CLEVELAND-CLIFFS INC NEW COM 185899101 185 11,984 SH   SOLE   11,984 0 0
COCA COLA CO COM 191216100 618 9,829 SH   SOLE   9,829 0 0
COHERUS BIOSCIENCES INC NOTE 1.500% 4/1 19249HAB9 724 1,110,000 PRN   DFND 3 1,110,000 0 0
COHERUS BIOSCIENCES INC NOTE 1.500% 4/1 19249HAB9 334 512,000 PRN   DFND 4 512,000 0 0
COHERUS BIOSCIENCES INC NOTE 1.500% 4/1 19249HAB9 475 728,000 PRN   DFND 2 728,000 0 0
COHERUS BIOSCIENCES INC NOTE 1.500% 4/1 19249HAB9 98 150,000 PRN   SOLE   150,000 0 0
COMCAST CORP NEW CL A 20030N101 418 10,622 SH   SOLE   10,622 0 0
CONMED CORP NOTE 2.625% 2/0 207410AF8 333 276,000 PRN   SOLE   276,000 0 0
COSTCO WHSL CORP NEW COM 22160K105 610 1,278 SH   SOLE   1,278 0 0
COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 961 1,164,000 PRN   DFND 1 1,164,000 0 0
COUPA SOFTWARE INC NOTE 0.375% 6/1 22266LAF3 1,230 1,640,000 PRN   SOLE   1,640,000 0 0
COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 5,453 6,603,000 PRN   SOLE   6,603,000 0 0
CUTERA INC NOTE 2.250% 3/1 232109AB4 236 180,000 PRN   DFND 1 180,000 0 0
CUTERA INC NOTE 2.250% 3/1 232109AB4 1,641 1,248,000 PRN   SOLE   1,248,000 0 0
CVS HEALTH CORP COM 126650100 264 2,820 SH   SOLE   2,820 0 0
CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 770 729,000 PRN   DFND 1 729,000 0 0
CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 4,241 4,015,000 PRN   SOLE   4,015,000 0 0
D R HORTON INC COM 23331A109 215 3,260 SH   SOLE   3,260 0 0
DANAHER CORPORATION 5% CONV PFD B 235851409 1,823 1,365 SH   DFND 1 1,365 0 0
DANAHER CORPORATION 5% CONV PFD B 235851409 11,383 8,525 SH   SOLE   8,525 0 0
DANAHER CORPORATION COM 235851102 753 2,970 SH   SOLE   2,970 0 0
DATADOG INC NOTE 0.125% 6/1 23804LAB9 1,119 885,000 PRN   DFND 1 885,000 0 0
DATADOG INC NOTE 0.125% 6/1 23804LAB9 6,833 5,403,000 PRN   SOLE   5,403,000 0 0
DBX ETF TR XTRACK HRVST CSI 233051879 503 14,687 SH   SOLE   14,687 0 0
DEERE & CO COM 244199105 217 726 SH   SOLE   726 0 0
DEXCOM INC NOTE 0.250%11/1 252131AK3 4,612 5,040,000 PRN   DFND 1 5,040,000 0 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 216 117,000 PRN   SOLE   117,000 0 0
DEXCOM INC NOTE 0.250%11/1 252131AK3 26,789 29,278,000 PRN   SOLE   29,278,000 0 0
DICKS SPORTING GOODS INC NOTE 3.250% 4/1 253393AD4 738 310,000 PRN   DFND 1 310,000 0 0
DICKS SPORTING GOODS INC NOTE 3.250% 4/1 253393AD4 4,499 1,888,000 PRN   SOLE   1,888,000 0 0
DIGITALBRIDGE GROUP INC NOTE 5.000% 4/1 19624RAA4 733 746,000 PRN   DFND 3 746,000 0 0
DIGITALBRIDGE GROUP INC NOTE 5.000% 4/1 19624RAA4 693 705,000 PRN   DFND 2 705,000 0 0
DIGITALBRIDGE GROUP INC NOTE 5.000% 4/1 19624RAA4 392 399,000 PRN   DFND 4 399,000 0 0
DIGITALBRIDGE GROUP INC NOTE 5.000% 4/1 19624RAA4 148 150,000 PRN   SOLE   150,000 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 693 1,026,000 PRN   DFND 2 1,026,000 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 405 600,000 PRN   DFND 4 600,000 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 876 1,297,000 PRN   DFND 3 1,297,000 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 120 177,000 PRN   SOLE   177,000 0 0
DISNEY WALT CO COM 254687106 388 4,112 SH   SOLE   4,112 0 0
DROPBOX INC NOTE 3/0 26210CAD6 1,084 1,240,000 PRN   DFND 1 1,240,000 0 0
DROPBOX INC NOTE 3/0 26210CAD6 6,636 7,587,000 PRN   SOLE   7,587,000 0 0
DTE ENERGY CO UNIT 11/01/2022 233331842 810 15,725 SH   DFND 1 15,725 0 0
DTE ENERGY CO UNIT 11/01/2022 233331842 7,831 151,980 SH   SOLE   151,980 0 0
EATON CORP PLC SHS G29183103 275 2,169 SH   SOLE   2,169 0 0
ELANCO ANIMAL HEALTH INC UNIT 02/01/2023 28414H202 489 15,325 SH   DFND 1 15,325 0 0
ELANCO ANIMAL HEALTH INC UNIT 02/01/2023 28414H202 3,027 94,970 SH   SOLE   94,970 0 0
ELEVANCE HEALTH INC NOTE 2.750%10/1 94973VBG1 1,406 205,000 PRN   DFND 1 205,000 0 0
ELEVANCE HEALTH INC NOTE 2.750%10/1 94973VBG1 27,362 3,988,000 PRN   SOLE   3,988,000 0 0
ENCORE CAP EUROPE FIN LTD NOTE 4.500% 9/0 29260UAA5 1,120 812,000 PRN   DFND 2 812,000 0 0
ENCORE CAP EUROPE FIN LTD NOTE 4.500% 9/0 29260UAA5 547 397,000 PRN   DFND 4 397,000 0 0
ENCORE CAP EUROPE FIN LTD NOTE 4.500% 9/0 29260UAA5 1,233 894,000 PRN   DFND 3 894,000 0 0
ENCORE CAP EUROPE FIN LTD NOTE 4.500% 9/0 29260UAA5 203 147,000 PRN   SOLE   147,000 0 0
ENPHASE ENERGY INC NOTE 3/0 29355AAK3 3,027 3,050,000 PRN   DFND 1 3,050,000 0 0
ENPHASE ENERGY INC NOTE 3/0 29355AAK3 1,271 1,281,000 PRN   DFND 3 1,281,000 0 0
ENPHASE ENERGY INC NOTE 3/0 29355AAK3 975 982,000 PRN   DFND 2 982,000 0 0
ENPHASE ENERGY INC NOTE 3/0 29355AAK3 567 571,000 PRN   DFND 4 571,000 0 0
ENPHASE ENERGY INC NOTE 3/0 29355AAK3 19,602 19,748,000 PRN   SOLE   19,748,000 0 0
ENPHASE ENERGY INC NOTE 3/0 29355AAH0 1,599 1,612,000 PRN   SOLE   1,612,000 0 0
ENVESTNET INC NOTE 0.750% 8/1 29404KAE6 448 525,000 PRN   DFND 4 525,000 0 0
ENVESTNET INC NOTE 0.750% 8/1 29404KAE6 993 1,164,000 PRN   DFND 3 1,164,000 0 0
ENVESTNET INC NOTE 0.750% 8/1 29404KAE6 692 811,000 PRN   DFND 2 811,000 0 0
ENVISTA HOLDINGS CORPORATION NOTE 2.375% 6/0 29415FAB0 707 370,000 PRN   DFND 1 370,000 0 0
ENVISTA HOLDINGS CORPORATION NOTE 2.375% 6/0 29415FAB0 4,266 2,235,000 PRN   SOLE   2,235,000 0 0
EQT CORP NOTE 1.750% 5/0 26884LAK5 1,861 790,000 PRN   DFND 1 790,000 0 0
EQT CORP NOTE 1.750% 5/0 26884LAK5 13,034 5,535,000 PRN   SOLE   5,535,000 0 0
EQT CORP COM 26884L109 214 6,255 SH   SOLE   6,255 0 0
ETSY INC NOTE 0.250% 6/1 29786AAN6 295 403,000 PRN   DFND 4 403,000 0 0
ETSY INC NOTE 0.125% 9/0 29786AAL0 2,379 3,075,000 PRN   DFND 1 3,075,000 0 0
ETSY INC NOTE 0.250% 6/1 29786AAN6 508 693,000 PRN   DFND 2 693,000 0 0
ETSY INC NOTE 0.250% 6/1 29786AAN6 662 904,000 PRN   DFND 3 904,000 0 0
ETSY INC NOTE 0.125%10/0 29786AAJ5 316 280,000 PRN   SOLE   280,000 0 0
ETSY INC NOTE 0.125% 9/0 29786AAL0 13,638 17,633,000 PRN   SOLE   17,633,000 0 0
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 15,084 14,915,000 PRN   SOLE   14,915,000 0 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 742 854,000 PRN   DFND 3 854,000 0 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 517 595,000 PRN   DFND 2 595,000 0 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 334 384,000 PRN   DFND 4 384,000 0 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 145 167,000 PRN   SOLE   167,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 1,256 1,723,000 PRN   DFND 3 1,723,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 554 760,000 PRN   DFND 4 760,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 1,111 1,525,000 PRN   DFND 1 1,525,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 1,092 1,499,000 PRN   DFND 2 1,499,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 7,018 9,633,000 PRN   SOLE   9,633,000 0 0
EXPEDIA GROUP INC NOTE 2/1 30212PBE4 1,261 1,397,000 PRN   DFND 1 1,397,000 0 0
EXPEDIA GROUP INC NOTE 2/1 30212PBE4 22,475 24,904,000 PRN   SOLE   24,904,000 0 0
FIRST TR EXCH TRADED FD III PFD SECS INC ETF 33739E108 5,542 321,677 SH   SOLE   321,677 0 0
FIRST TR EXCHANGE TRAD FD VI FST TR GLB FD 33739H101 3,100 115,796 SH   SOLE   115,796 0 0
FIRST TR EXCHANGE-TRADED FD SENIOR LN FD 33738D309 4,854 110,065 SH   SOLE   110,065 0 0
FIRST TR EXCHANGE-TRADED FD MULTI ASSET DI 33738R100 484 31,823 SH   SOLE   31,823 0 0
FIRST TR EXCHANGE-TRADED FD FST LOW OPPT EFT 33739Q200 8,518 176,320 SH   SOLE   176,320 0 0
FIVE9 INC NOTE 0.500% 6/0 338307AD3 726 744,000 PRN   DFND 1 744,000 0 0
FIVE9 INC NOTE 0.500% 6/0 338307AD3 4,339 4,447,000 PRN   SOLE   4,447,000 0 0
FORD MTR CO DEL NOTE 3/1 345370CZ1 1,623 1,780,000 PRN   DFND 1 1,780,000 0 0
FORD MTR CO DEL NOTE 3/1 345370CZ1 13,660 14,976,000 PRN   SOLE   14,976,000 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 1,099 610,000 PRN   DFND 1 610,000 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 6,902 3,833,000 PRN   SOLE   3,833,000 0 0
GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 1,269 1,320,000 PRN   DFND 3 1,320,000 0 0
GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 1,370 1,425,000 PRN   DFND 4 1,425,000 0 0
GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 1,129 1,174,000 PRN   DFND 2 1,174,000 0 0
GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 382 397,000 PRN   SOLE   397,000 0 0
GREEN PLAINS INC NOTE 2.250% 3/1 393222AK0 1,363 1,214,000 PRN   DFND 1 1,214,000 0 0
GREEN PLAINS INC NOTE 2.250% 3/1 393222AK0 7,730 6,886,000 PRN   SOLE   6,886,000 0 0
GREENBRIER COS INC NOTE 2.875% 4/1 393657AM3 1,070 1,150,000 PRN   DFND 1 1,150,000 0 0
GREENBRIER COS INC NOTE 2.875% 4/1 393657AM3 1,237 1,330,000 PRN   DFND 3 1,330,000 0 0
GREENBRIER COS INC NOTE 2.875% 4/1 393657AM3 830 893,000 PRN   DFND 2 893,000 0 0
GREENBRIER COS INC NOTE 2.875% 4/1 393657AM3 490 527,000 PRN   DFND 4 527,000 0 0
GREENBRIER COS INC NOTE 2.875% 4/1 393657AM3 5,634 6,058,000 PRN   SOLE   6,058,000 0 0
GROUPON INC NOTE 1.125% 3/1 399473AF4 355 562,000 PRN   DFND 2 562,000 0 0
GROUPON INC NOTE 1.125% 3/1 399473AF4 312 493,000 PRN   DFND 4 493,000 0 0
GROUPON INC NOTE 1.125% 3/1 399473AF4 440 695,000 PRN   DFND 3 695,000 0 0
HAEMONETICS CORP MASS NOTE 3/0 405024AB6 813 1,039,000 PRN   DFND 1 1,039,000 0 0
HAEMONETICS CORP MASS NOTE 3/0 405024AB6 454 580,000 PRN   DFND 4 580,000 0 0
HAEMONETICS CORP MASS NOTE 3/0 405024AB6 930 1,188,000 PRN   DFND 2 1,188,000 0 0
HAEMONETICS CORP MASS NOTE 3/0 405024AB6 1,023 1,307,000 PRN   DFND 3 1,307,000 0 0
HAEMONETICS CORP MASS NOTE 3/0 405024AB6 5,239 6,694,000 PRN   SOLE   6,694,000 0 0
HALOZYME THERAPEUTICS INC NOTE 0.250% 3/0 40637HAD1 1,131 1,282,000 PRN   DFND 1 1,282,000 0 0
HALOZYME THERAPEUTICS INC NOTE 0.250% 3/0 40637HAD1 895 1,014,000 PRN   DFND 2 1,014,000 0 0
HALOZYME THERAPEUTICS INC NOTE 0.250% 3/0 40637HAD1 501 568,000 PRN   DFND 4 568,000 0 0
HALOZYME THERAPEUTICS INC NOTE 0.250% 3/0 40637HAD1 1,114 1,263,000 PRN   DFND 3 1,263,000 0 0
HALOZYME THERAPEUTICS INC NOTE 0.250% 3/0 40637HAD1 8,427 9,550,000 PRN   SOLE   9,550,000 0 0
HANNON ARMSTRONG SUST INFR C NOTE 8/1 41068XAD2 784 800,000 PRN   DFND 1 800,000 0 0
HANNON ARMSTRONG SUST INFR C NOTE 8/1 41068XAD2 4,136 4,218,000 PRN   SOLE   4,218,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 562 588,000 PRN   DFND 3 588,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 239 250,000 PRN   DFND 4 250,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 393 412,000 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 315 330,000 PRN   DFND 2 330,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 467 488,000 PRN   DFND 2 488,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 166 174,000 PRN   SOLE   174,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 62 65,000 PRN   SOLE   65,000 0 0
HOME DEPOT INC COM 437076102 500 1,828 SH   SOLE   1,828 0 0
HONEYWELL INTL INC COM 438516106 308 1,768 SH   SOLE   1,768 0 0
HOPE BANCORP INC NOTE 2.000% 5/1 43940TAB5 1,898 1,950,000 PRN   SOLE   1,950,000 0 0
HUAZHU GROUP LTD NOTE 3.000% 5/0 44332NAB2 958 812,000 PRN   DFND 1 812,000 0 0
HUAZHU GROUP LTD NOTE 3.000% 5/0 44332NAB2 5,804 4,917,000 PRN   SOLE   4,917,000 0 0
HUBSPOT INC NOTE 0.375% 6/0 443573AD2 871 684,000 PRN   DFND 1 684,000 0 0
HUBSPOT INC NOTE 0.375% 6/0 443573AD2 5,369 4,218,000 PRN   SOLE   4,218,000 0 0
I3 VERTICALS LLC NOTE 1.000% 2/1 44933TAB2 625 673,000 PRN   DFND 2 673,000 0 0
I3 VERTICALS LLC NOTE 1.000% 2/1 44933TAB2 899 968,000 PRN   DFND 3 968,000 0 0
I3 VERTICALS LLC NOTE 1.000% 2/1 44933TAB2 405 436,000 PRN   DFND 4 436,000 0 0
I3 VERTICALS LLC NOTE 1.000% 2/1 44933TAB2 161 173,000 PRN   SOLE   173,000 0 0
II-VI INC NOTE 0.250% 9/0 902104AB4 595 536,000 PRN   DFND 3 536,000 0 0
II-VI INC NOTE 0.250% 9/0 902104AB4 277 250,000 PRN   DFND 4 250,000 0 0
II-VI INC NOTE 0.250% 9/0 902104AB4 621 560,000 PRN   DFND 2 560,000 0 0
II-VI INC NOTE 0.250% 9/0 902104AB4 170 154,000 PRN   SOLE   154,000 0 0
ILLUMINA INC NOTE 8/1 452327AK5 10,729 11,287,000 PRN   SOLE   11,287,000 0 0
IMAX CORP NOTE 0.500% 4/0 45245EAJ8 962 1,085,000 PRN   DFND 1 1,085,000 0 0
IMAX CORP NOTE 0.500% 4/0 45245EAJ8 6,090 6,869,000 PRN   SOLE   6,869,000 0 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 1,091 1,192,000 PRN   DFND 2 1,192,000 0 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 1,030 1,125,000 PRN   DFND 3 1,125,000 0 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 443 484,000 PRN   DFND 4 484,000 0 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 183 199,000 PRN   SOLE   199,000 0 0
INNOVIVA INC NOTE 2.125% 1/1 88338TAB0 516 524,000 PRN   DFND 4 524,000 0 0
INNOVIVA INC NOTE 2.125% 1/1 88338TAB0 1,141 1,158,000 PRN   DFND 2 1,158,000 0 0
INNOVIVA INC NOTE 2.125% 1/1 88338TAB0 1,368 1,388,000 PRN   DFND 3 1,388,000 0 0
INNOVIVA INC NOTE 2.125% 1/1 88338TAB0 828 840,000 PRN   SOLE   840,000 0 0
INSMED INC NOTE 0.750% 6/0 457669AB5 604 726,000 PRN   DFND 4 726,000 0 0
INSMED INC NOTE 0.750% 6/0 457669AB5 1,191 1,431,000 PRN   DFND 2 1,431,000 0 0
INSMED INC NOTE 0.750% 6/0 457669AB5 732 880,000 PRN   DFND 1 880,000 0 0
INSMED INC NOTE 0.750% 6/0 457669AB5 1,358 1,632,000 PRN   DFND 3 1,632,000 0 0
INSMED INC NOTE 0.750% 6/0 457669AB5 4,414 5,309,000 PRN   SOLE   5,309,000 0 0
INSULET CORP NOTE 0.375% 9/0 45784PAK7 1,334 1,170,000 PRN   DFND 1 1,170,000 0 0
INSULET CORP NOTE 0.375% 9/0 45784PAK7 9,284 8,141,000 PRN   SOLE   8,141,000 0 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 742 785,000 PRN   DFND 1 785,000 0 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 4,161 4,404,000 PRN   SOLE   4,404,000 0 0
INTEL CORP COM 458140100 335 8,954 SH   SOLE   8,954 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 404 4,301 SH   SOLE   4,301 0 0
INTUIT COM 461202103 201 518 SH   SOLE   518 0 0
IRONWOOD PHARMACEUTICALS INC NOTE 1.500% 6/1 46333XAH1 691 640,000 PRN   DFND 1 640,000 0 0
IRONWOOD PHARMACEUTICALS INC NOTE 1.500% 6/1 46333XAH1 4,339 4,019,000 PRN   SOLE   4,019,000 0 0
ISHARES INC CORE MSCI EMKT 46434G103 4,239 86,464 SH   SOLE   86,464 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 512 10,279 SH   SOLE   10,279 0 0
ISHARES TR CORE S&P500 ETF 464287200 61,427 162,011 SH   SOLE   162,011 0 0
ISHARES TR 1 3 YR TREAS BD 464287457 444 5,356 SH   SOLE   5,356 0 0
ISHARES TR U.S. TECH ETF 464287721 7,669 95,933 SH   SOLE   95,933 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 591 4,077 SH   SOLE   4,077 0 0
ISHARES TR CORE US AGGBD ET 464287226 423 4,156 SH   SOLE   4,156 0 0
ISHARES TR MORTGE REL ETF 46435G342 222 8,288 SH   SOLE   8,288 0 0
ISHARES TR U.S. BAS MTL ETF 464287838 202 1,729 SH   SOLE   1,729 0 0
ISHARES TR U.S. REAL ES ETF 464287739 861 9,356 SH   SOLE   9,356 0 0
ISHARES TR 7-10 YR TRSY BD 464287440 17,600 172,050 SH   SOLE   172,050 0 0
ISTAR INC NOTE 3.125% 9/1 45031UCB5 478 458,000 PRN   DFND 2 458,000 0 0
ISTAR INC NOTE 3.125% 9/1 45031UCB5 313 300,000 PRN   DFND 4 300,000 0 0
ISTAR INC NOTE 3.125% 9/1 45031UCB5 417 399,000 PRN   DFND 3 399,000 0 0
ISTAR INC NOTE 3.125% 9/1 45031UCB5 150 143,000 PRN   SOLE   143,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 880 889,000 PRN   DFND 2 889,000 0 0
JAZZ INVESTMENTS I LTD NOTE 2.000% 6/1 472145AF8 2,111 1,800,000 PRN   DFND 1 1,800,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 521 527,000 PRN   DFND 4 527,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 1,383 1,398,000 PRN   DFND 3 1,398,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 184 186,000 PRN   SOLE   186,000 0 0
JAZZ INVESTMENTS I LTD NOTE 2.000% 6/1 472145AF8 13,525 11,534,000 PRN   SOLE   11,534,000 0 0
JOHN BEAN TECHNOLOGIES CORP NOTE 0.250% 5/1 477839AB0 5,446 5,914,000 PRN   SOLE   5,914,000 0 0
JOHNSON & JOHNSON COM 478160104 1,034 5,817 SH   SOLE   5,817 0 0
JPMORGAN CHASE & CO COM 46625H100 1,175 10,441 SH   SOLE   10,441 0 0
KAMAN CORP NOTE 3.250% 5/0 483548AF0 672 719,000 PRN   DFND 3 719,000 0 0
KAMAN CORP NOTE 3.250% 5/0 483548AF0 341 365,000 PRN   DFND 4 365,000 0 0
KAMAN CORP NOTE 3.250% 5/0 483548AF0 566 605,000 PRN   DFND 2 605,000 0 0
KAMAN CORP NOTE 3.250% 5/0 483548AF0 120 128,000 PRN   SOLE   128,000 0 0
KBR INC NOTE 2.500%11/0 48242WAB2 777 403,000 PRN   DFND 1 403,000 0 0
KBR INC NOTE 2.500%11/0 48242WAB2 4,926 2,553,000 PRN   SOLE   2,553,000 0 0
KEYCORP COM 493267108 228 13,201 SH   SOLE   13,201 0 0
KIMBERLY-CLARK CORP COM 494368103 1,174 8,685 SH   SOLE   8,685 0 0
KKR & CO INC 6% MCONV PFD C 48251W401 1,091 18,420 SH   DFND 1 18,420 0 0
KKR & CO INC 6% MCONV PFD C 48251W401 10,475 176,812 SH   SOLE   176,812 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 225 958 SH   SOLE   958 0 0
LENDINGTREE INC NOTE 0.500% 7/1 52603BAD9 1,105 1,639,000 PRN   DFND 2 1,639,000 0 0
LENDINGTREE INC NOTE 0.500% 7/1 52603BAD9 1,217 1,805,000 PRN   DFND 3 1,805,000 0 0
LENDINGTREE INC NOTE 0.500% 7/1 52603BAD9 539 800,000 PRN   DFND 4 800,000 0 0
LENDINGTREE INC NOTE 0.500% 7/1 52603BAD9 172 256,000 PRN   SOLE   256,000 0 0
LI AUTO INC NOTE 0.250% 5/0 50202MAB8 924 620,000 PRN   DFND 1 620,000 0 0
LI AUTO INC NOTE 0.250% 5/0 50202MAB8 5,088 3,417,000 PRN   SOLE   3,417,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 1,036 885,000 PRN   DFND 1 885,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 795 461,000 PRN   DFND 1 461,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 5,251 3,047,000 PRN   SOLE   3,047,000 0 0
LIBERTY MEDIA CORP DEL COM SER C FRMLA 531229854 330 5,196 SH   SOLE   5,196 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 6,155 5,259,000 PRN   SOLE   5,259,000 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 503 525,000 PRN   DFND 2 525,000 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 905 945,000 PRN   DFND 3 945,000 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 298 311,000 PRN   DFND 4 311,000 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 210 219,000 PRN   SOLE   219,000 0 0
LINDE PLC SHS G5494J103 237 825 SH   SOLE   825 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 1,917 1,485,000 PRN   DFND 1 1,485,000 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 136 105,000 PRN   SOLE   105,000 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.000% 2/1 538034AU3 10,272 9,878,000 PRN   SOLE   9,878,000 0 0
LIVENT CORP NOTE 4.125% 7/1 53814LAB4 630 231,000 PRN   DFND 1 231,000 0 0
LIVENT CORP NOTE 4.125% 7/1 53814LAB4 3,239 1,186,000 PRN   SOLE   1,186,000 0 0
LIVEPERSON INC NOTE 12/1 538146AD3 488 679,000 PRN   DFND 4 679,000 0 0
LIVEPERSON INC NOTE 12/1 538146AD3 1,087 1,513,000 PRN   DFND 3 1,513,000 0 0
LIVEPERSON INC NOTE 12/1 538146AD3 753 1,048,000 PRN   DFND 2 1,048,000 0 0
LIVEPERSON INC NOTE 12/1 538146AD3 187 260,000 PRN   SOLE   260,000 0 0
LOCKHEED MARTIN CORP COM 539830109 282 653 SH   SOLE   653 0 0
LOEWS CORP COM 540424108 784 13,232 SH   SOLE   13,232 0 0
LOWES COS INC COM 548661107 221 1,248 SH   SOLE   1,248 0 0
LPL FINL HLDGS INC COM 50212V100 348 1,884 SH   SOLE   1,884 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 2,266 2,212,000 PRN   DFND 1 2,212,000 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 345 337,000 PRN   DFND 2 337,000 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 209 204,000 PRN   DFND 4 204,000 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 421 411,000 PRN   DFND 3 411,000 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 11,626 11,350,000 PRN   SOLE   11,350,000 0 0
LYFT INC NOTE 1.500% 5/1 55087PAB0 1,073 1,268,000 PRN   DFND 1 1,268,000 0 0
LYFT INC NOTE 1.500% 5/1 55087PAB0 5,670 6,698,000 PRN   SOLE   6,698,000 0 0
MACOM TECH SOLUTIONS HLDGS I NOTE 0.250% 3/1 55405YAB6 361 415,000 PRN   DFND 2 415,000 0 0
MACOM TECH SOLUTIONS HLDGS I NOTE 0.250% 3/1 55405YAB6 305 350,000 PRN   DFND 4 350,000 0 0
MACOM TECH SOLUTIONS HLDGS I NOTE 0.250% 3/1 55405YAB6 639 735,000 PRN   DFND 3 735,000 0 0
MAGNITE INC NOTE 0.250% 3/1 55955DAB6 1,172 1,589,000 PRN   DFND 2 1,589,000 0 0
MAGNITE INC NOTE 0.250% 3/1 55955DAB6 1,437 1,949,000 PRN   DFND 3 1,949,000 0 0
MAGNITE INC NOTE 0.250% 3/1 55955DAB6 709 962,000 PRN   DFND 4 962,000 0 0
MAKEMYTRIP LIMITED MAURITIUS NOTE 2/1 56087FAB0 1,175 1,195,000 PRN   DFND 1 1,195,000 0 0
MAKEMYTRIP LIMITED MAURITIUS NOTE 2/1 56087FAB0 6,731 6,842,000 PRN   SOLE   6,842,000 0 0
MARRIOTT VACATIONS WORLDWIDE NOTE 1/1 57164YAD9 672 740,000 PRN   DFND 1 740,000 0 0
MARRIOTT VACATIONS WORLDWIDE NOTE 1/1 57164YAD9 4,187 4,613,000 PRN   SOLE   4,613,000 0 0
MASTERCARD INCORPORATED CL A 57636Q104 478 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 288 3,188 SH   SOLE   3,188 0 0
MERCK & CO INC COM 58933Y105 576 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 738 4,577 SH   SOLE   4,577 0 0
MFA FINL INC NOTE 6.250% 6/1 55272XAA0 2,334 2,594,000 PRN   DFND 3 2,594,000 0 0
MFA FINL INC NOTE 6.250% 6/1 55272XAA0 1,310 1,456,000 PRN   DFND 4 1,456,000 0 0
MFA FINL INC NOTE 6.250% 6/1 55272XAA0 2,323 2,582,000 PRN   DFND 2 2,582,000 0 0
MFA FINL INC NOTE 6.250% 6/1 55272XAA0 331 368,000 PRN   SOLE   368,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 13,434 13,497,000 PRN   SOLE   13,497,000 0 0
MICROSOFT CORP COM 594918104 4,071 15,850 SH   SOLE   15,850 0 0
MITEK SYS INC NOTE 0.750% 2/0 606710AA9 502 621,000 PRN   DFND 3 621,000 0 0
MITEK SYS INC NOTE 0.750% 2/0 606710AA9 419 519,000 PRN   DFND 2 519,000 0 0
MITEK SYS INC NOTE 0.750% 2/0 606710AA9 291 360,000 PRN   DFND 4 360,000 0 0
MONGODB INC NOTE 0.250% 1/1 60937PAD8 1,148 821,000 PRN   DFND 1 821,000 0 0
MONGODB INC NOTE 0.250% 1/1 60937PAD8 6,974 4,987,000 PRN   SOLE   4,987,000 0 0
MORGAN STANLEY COM NEW 617446448 218 2,843 SH   SOLE   2,843 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 1,234 1,277,000 PRN   DFND 3 1,277,000 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 810 838,000 PRN   DFND 2 838,000 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 478 495,000 PRN   DFND 4 495,000 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 135 140,000 PRN   SOLE   140,000 0 0
NEW YORK CMNTY CAP TR V UNIT 05/07/2051 64944P307 909 20,409 SH   DFND 3 20,409 0 0
NEW YORK CMNTY CAP TR V UNIT 05/07/2051 64944P307 385 8,655 SH   DFND 4 8,655 0 0
NEW YORK CMNTY CAP TR V UNIT 05/07/2051 64944P307 698 15,668 SH   DFND 2 15,668 0 0
NEW YORK CMNTY CAP TR V UNIT 05/07/2051 64944P307 108 2,425 SH   SOLE   2,425 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 4,541 91,800 SH   DFND 1 91,800 0 0
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 3,156 56,095 SH   SOLE   56,095 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 23,429 473,630 SH   SOLE   473,630 0 0
NICE LTD NOTE 9/1 653656AB4 34 35,000 PRN   SOLE   35,000 0 0
NIKE INC CL B 654106103 272 2,660 SH   SOLE   2,660 0 0
NISOURCE INC UNIT 12/01/2023 65473P121 1,919 17,000 SH   DFND 1 17,000 0 0
NISOURCE INC UNIT 12/01/2023 65473P121 10,426 92,365 SH   SOLE   92,365 0 0
NORTHROP GRUMMAN CORP COM 666807102 224 470 SH   SOLE   470 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 754 755,000 PRN   DFND 1 755,000 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 3,543 3,546,000 PRN   SOLE   3,546,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 1,681 1,566,000 PRN   DFND 2 1,566,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 883 823,000 PRN   DFND 4 823,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 1,742 1,623,000 PRN   DFND 3 1,623,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 256 238,000 PRN   SOLE   238,000 0 0
NVIDIA CORPORATION COM 67066G104 759 5,009 SH   SOLE   5,009 0 0
OKTA INC NOTE 0.125% 9/0 679295AD7 1,418 1,600,000 PRN   DFND 1 1,600,000 0 0
OKTA INC NOTE 0.125% 9/0 679295AD7 8,356 9,427,000 PRN   SOLE   9,427,000 0 0
ON SEMICONDUCTOR CORP NOTE 5/0 682189AS4 2,498 2,170,000 PRN   DFND 1 2,170,000 0 0
ON SEMICONDUCTOR CORP NOTE 5/0 682189AS4 15,256 13,255,000 PRN   SOLE   13,255,000 0 0
ORACLE CORP COM 68389X105 369 5,284 SH   SOLE   5,284 0 0
OREILLY AUTOMOTIVE INC COM 67103H107 281 444 SH   SOLE   444 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 750 751,000 PRN   DFND 2 751,000 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 444 445,000 PRN   DFND 4 445,000 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 824 825,000 PRN   DFND 3 825,000 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 229 229,000 PRN   SOLE   229,000 0 0
PACIRA BIOSCIENCES INC NOTE 0.750% 8/0 695127AF7 1,400 1,355,000 PRN   DFND 1 1,355,000 0 0
PACIRA BIOSCIENCES INC NOTE 0.750% 8/0 695127AF7 7,729 7,481,000 PRN   SOLE   7,481,000 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 5,168 2,758,000 PRN   DFND 1 2,758,000 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 31,538 16,832,000 PRN   SOLE   16,832,000 0 0
PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8 1,051 1,000,000 PRN   DFND 1 1,000,000 0 0
PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8 6,904 6,572,000 PRN   SOLE   6,572,000 0 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 1,100 1,235,000 PRN   DFND 3 1,235,000 0 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 858 963,000 PRN   DFND 2 963,000 0 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 523 587,000 PRN   DFND 4 587,000 0 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 1,238 1,390,000 PRN   DFND 1 1,390,000 0 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 7,693 8,640,000 PRN   SOLE   8,640,000 0 0
PENNYMAC CORP NOTE 5.500% 3/1 70932AAF0 871 1,000,000 PRN   DFND 4 1,000,000 0 0
PENNYMAC CORP NOTE 5.500%11/0 70932AAD5 1,478 1,530,000 PRN   DFND 2 1,530,000 0 0
PENNYMAC CORP NOTE 5.500%11/0 70932AAD5 483 500,000 PRN   DFND 4 500,000 0 0
PENNYMAC CORP NOTE 5.500%11/0 70932AAD5 2,591 2,681,000 PRN   DFND 3 2,681,000 0 0
PENNYMAC CORP NOTE 5.500% 3/1 70932AAF0 721 827,000 PRN   DFND 3 827,000 0 0
PENNYMAC CORP NOTE 5.500% 3/1 70932AAF0 804 923,000 PRN   DFND 2 923,000 0 0
PENNYMAC CORP NOTE 5.500%11/0 70932AAD5 276 286,000 PRN   SOLE   286,000 0 0
PEPSICO INC COM 713448108 557 3,347 SH   SOLE   3,347 0 0
PERKINELMER INC COM 714046109 303 2,130 SH   SOLE   2,130 0 0
PFIZER INC COM 717081103 962 18,361 SH   SOLE   18,361 0 0
PG&E CORP UNIT 99/99/9999 69331C140 1,573 16,400 SH   DFND 1 16,400 0 0
PG&E CORP UNIT 99/99/9999 69331C140 5,896 61,495 SH   SOLE   61,495 0 0
PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 400 185,000 PRN   DFND 4 185,000 0 0
PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 3,892 1,800,000 PRN   DFND 1 1,800,000 0 0
PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 757 350,000 PRN   DFND 2 350,000 0 0
PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 904 418,000 PRN   DFND 3 418,000 0 0
PIONEER NAT RES CO COM 723787107 421 1,891 SH   SOLE   1,891 0 0
PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 55,932 25,870,000 PRN   SOLE   25,870,000 0 0
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 789 785,000 PRN   DFND 2 785,000 0 0
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 978 973,000 PRN   DFND 3 973,000 0 0
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 503 500,000 PRN   DFND 4 500,000 0 0
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 243 242,000 PRN   SOLE   242,000 0 0
PROCTER AND GAMBLE CO COM 742718109 957 6,667 SH   SOLE   6,667 0 0
PROGRESS SOFTWARE CORP NOTE 1.000% 4/1 743312AB6 1,001 1,037,000 PRN   DFND 2 1,037,000 0 0
PROGRESS SOFTWARE CORP NOTE 1.000% 4/1 743312AB6 509 527,000 PRN   DFND 4 527,000 0 0
PROGRESS SOFTWARE CORP NOTE 1.000% 4/1 743312AB6 1,145 1,186,000 PRN   DFND 3 1,186,000 0 0
PROSHARES TR SHRT 20+YR TRE 74347X849 3,004 149,835 SH   DFND 2 149,835 0 0
PROSHARES TR SHRT 20+YR TRE 74347X849 3,466 172,866 SH   DFND 3 172,866 0 0
PROSHARES TR SHRT 20+YR TRE 74347X849 1,701 84,818 SH   DFND 4 84,818 0 0
PROSHARES TR SHRT 20+YR TRE 74347X849 311 15,481 SH   SOLE   15,481 0 0
PROSPECT CAP CORP NOTE 6.375% 3/0 74348TAT9 6,372 6,236,000 PRN   SOLE   6,236,000 0 0
PRUDENTIAL FINL INC COM 744320102 238 2,497 SH   SOLE   2,497 0 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 773 690,000 PRN   DFND 1 690,000 0 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 3,951 3,526,000 PRN   SOLE   3,526,000 0 0
Q2 HLDGS INC NOTE 0.125%11/1 74736LAF6 506 634,000 PRN   DFND 4 634,000 0 0
Q2 HLDGS INC NOTE 0.125%11/1 74736LAF6 1,139 1,427,000 PRN   DFND 3 1,427,000 0 0
Q2 HLDGS INC NOTE 0.125%11/1 74736LAF6 996 1,247,000 PRN   DFND 2 1,247,000 0 0
Q2 HLDGS INC NOTE 0.125%11/1 74736LAF6 153 192,000 PRN   SOLE   192,000 0 0
QUALCOMM INC COM 747525103 221 1,729 SH   SOLE   1,729 0 0
RAPID7 INC NOTE 0.250% 3/1 753422AF1 951 1,056,000 PRN   DFND 1 1,056,000 0 0
RAPID7 INC NOTE 0.250% 3/1 753422AF1 5,969 6,624,000 PRN   SOLE   6,624,000 0 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101 221 2,319 SH   SOLE   2,319 0 0
RBC BEARINGS INC 5% CNV PFD SR A 75524B203 182 1,916 SH   DFND 4 1,916 0 0
RBC BEARINGS INC 5% CNV PFD SR A 75524B203 366 3,847 SH   DFND 3 3,847 0 0
RBC BEARINGS INC 5% CNV PFD SR A 75524B203 302 3,169 SH   DFND 2 3,169 0 0
RBC BEARINGS INC 5% CNV PFD SR A 75524B203 78 818 SH   SOLE   818 0 0
READY CAPITAL CORP 7% CN SR NT 2023 75574U200 481 19,284 SH   DFND 2 19,284 0 0
READY CAPITAL CORP 7% CN SR NT 2023 75574U200 605 24,242 SH   DFND 3 24,242 0 0
READY CAPITAL CORP 7% CN SR NT 2023 75574U200 287 11,500 SH   DFND 4 11,500 0 0
READY CAPITAL CORP 7% CN SR NT 2023 75574U200 162 6,474 SH   SOLE   6,474 0 0
REALOGY GRP LLC/REALOGY CO NOTE 0.250% 6/1 75606DAP6 388 534,000 PRN   DFND 4 534,000 0 0
REALOGY GRP LLC/REALOGY CO NOTE 0.250% 6/1 75606DAP6 918 1,262,000 PRN   DFND 2 1,262,000 0 0
REALOGY GRP LLC/REALOGY CO NOTE 0.250% 6/1 75606DAP6 876 1,204,000 PRN   DFND 3 1,204,000 0 0
REALOGY GRP LLC/REALOGY CO NOTE 0.250% 6/1 75606DAP6 826 1,135,000 PRN   DFND 1 1,135,000 0 0
REALOGY GRP LLC/REALOGY CO NOTE 0.250% 6/1 75606DAP6 4,352 5,983,000 PRN   SOLE   5,983,000 0 0
REDWOOD TRUST INC NOTE 5.625% 7/1 758075AD7 1,479 1,652,000 PRN   DFND 3 1,652,000 0 0
REDWOOD TRUST INC NOTE 5.625% 7/1 758075AD7 204 228,000 PRN   DFND 4 228,000 0 0
REDWOOD TRUST INC NOTE 5.625% 7/1 758075AD7 1,119 1,250,000 PRN   DFND 2 1,250,000 0 0
REDWOOD TRUST INC NOTE 5.625% 7/1 758075AD7 58 64,000 PRN   SOLE   64,000 0 0
REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 3,223 2,122,000 PRN   SOLE   2,122,000 0 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 1,386 1,696,000 PRN   DFND 1 1,696,000 0 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 1,225 1,498,000 PRN   DFND 2 1,498,000 0 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 1,344 1,644,000 PRN   DFND 3 1,644,000 0 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 725 887,000 PRN   DFND 4 887,000 0 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 6,921 8,466,000 PRN   SOLE   8,466,000 0 0
ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 1,265 1,325,000 PRN   DFND 1 1,325,000 0 0
ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 1,480 1,550,000 PRN   DFND 3 1,550,000 0 0
ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 796 834,000 PRN   DFND 4 834,000 0 0
ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 1,346 1,409,000 PRN   DFND 2 1,409,000 0 0
ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 8,091 8,472,000 PRN   SOLE   8,472,000 0 0
RWT HLDGS INC NOTE 5.750%10/0 749772AD1 787 890,000 PRN   DFND 4 890,000 0 0
RWT HLDGS INC NOTE 5.750%10/0 749772AD1 507 573,000 PRN   DFND 2 573,000 0 0
RWT HLDGS INC NOTE 5.750%10/0 749772AD1 636 719,000 PRN   DFND 3 719,000 0 0
RWT HLDGS INC NOTE 5.750%10/0 749772AD1 697 788,000 PRN   SOLE   788,000 0 0
SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2 594 578,000 PRN   DFND 2 578,000 0 0
SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2 360 350,000 PRN   DFND 4 350,000 0 0
SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2 724 704,000 PRN   DFND 3 704,000 0 0
SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2 121 118,000 PRN   SOLE   118,000 0 0
SALESFORCE INC COM 79466L302 388 2,345 SH   SOLE   2,345 0 0
SCHLUMBERGER LTD COM STK 806857108 330 9,171 SH   SOLE   9,171 0 0
SEA LTD NOTE 0.250% 9/1 81141RAG5 12,020 16,462,000 PRN   SOLE   16,462,000 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 1,823 26,014 SH   SOLE   26,014 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 3,616 50,556 SH   SOLE   50,556 0 0
SERVICENOW INC COM 81762P102 260 551 SH   SOLE   551 0 0
SFL CORPORATION LTD NOTE 4.875% 5/0 824689AG8 684 693,000 PRN   DFND 3 693,000 0 0
SFL CORPORATION LTD NOTE 4.875% 5/0 824689AG8 422 427,000 PRN   DFND 4 427,000 0 0
SFL CORPORATION LTD NOTE 4.875% 5/0 824689AG8 480 486,000 PRN   DFND 2 486,000 0 0
SFL CORPORATION LTD NOTE 4.875% 5/0 824689AG8 142 144,000 PRN   SOLE   144,000 0 0
SHIFT4 PMTS INC NOTE 12/1 82452JAB5 1,066 1,330,000 PRN   DFND 1 1,330,000 0 0
SHIFT4 PMTS INC NOTE 12/1 82452JAB5 6,216 7,756,000 PRN   SOLE   7,756,000 0 0
SNAP INC NOTE 5/0 83304AAF3 910 1,294,000 PRN   DFND 3 1,294,000 0 0
SNAP INC NOTE 5/0 83304AAF3 882 1,255,000 PRN   DFND 1 1,255,000 0 0
SNAP INC NOTE 5/0 83304AAF3 511 727,000 PRN   DFND 4 727,000 0 0
SNAP INC NOTE 5/0 83304AAF3 908 1,291,000 PRN   DFND 2 1,291,000 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 477 502,000 PRN   SOLE   502,000 0 0
SNAP INC NOTE 5/0 83304AAF3 5,624 7,998,000 PRN   SOLE   7,998,000 0 0
SOUTHERN CO UNIT 08/01/2022 842587602 2,961 55,975 SH   SOLE   55,975 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 3,157 2,681,000 PRN   DFND 1 2,681,000 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 273 232,000 PRN   DFND 4 232,000 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 462 392,000 PRN   DFND 2 392,000 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 624 530,000 PRN   DFND 3 530,000 0 0
SOUTHWEST AIRLS CO COM 844741108 204 5,593 SH   SOLE   5,593 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 49,576 42,101,000 PRN   SOLE   42,101,000 0 0
SPDR SER TR BBG CONV SEC ETF 78464A359 8,735 135,327 SH   SOLE   135,327 0 0
SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 589 653,000 PRN   DFND 3 653,000 0 0
SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 292 324,000 PRN   DFND 4 324,000 0 0
SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 482 535,000 PRN   DFND 2 535,000 0 0
SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 125 138,000 PRN   SOLE   138,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 2,595 2,768,000 PRN   DFND 1 2,768,000 0 0
SPLUNK INC NOTE 1.125% 6/1 848637AF1 293 355,000 PRN   DFND 4 355,000 0 0
SPLUNK INC NOTE 1.125% 6/1 848637AF1 782 948,000 PRN   DFND 3 948,000 0 0
SPLUNK INC NOTE 1.125% 6/1 848637AF1 493 598,000 PRN   DFND 2 598,000 0 0
SPLUNK INC NOTE 1.125% 6/1 848637AF1 956 1,159,000 PRN   SOLE   1,159,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 15,582 16,621,000 PRN   SOLE   16,621,000 0 0
SPOTIFY USA INC NOTE 3/1 84921RAB6 1,051 1,332,000 PRN   DFND 3 1,332,000 0 0
SPOTIFY USA INC NOTE 3/1 84921RAB6 924 1,171,000 PRN   DFND 2 1,171,000 0 0
SPOTIFY USA INC NOTE 3/1 84921RAB6 469 595,000 PRN   DFND 4 595,000 0 0
SPOTIFY USA INC NOTE 3/1 84921RAB6 1,378 1,747,000 PRN   SOLE   1,747,000 0 0
SSR MNG INC NOTE 2.500% 4/0 784730AB9 601 528,000 PRN   DFND 1 528,000 0 0
SSR MNG INC NOTE 2.500% 4/0 784730AB9 3,699 3,250,000 PRN   SOLE   3,250,000 0 0
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 1,821 27,000 SH   SOLE   27,000 0 0
STRIDE INC NOTE 1.125% 9/0 86333MAA6 874 885,000 PRN   DFND 2 885,000 0 0
STRIDE INC NOTE 1.125% 9/0 86333MAA6 698 707,000 PRN   DFND 4 707,000 0 0
STRIDE INC NOTE 1.125% 9/0 86333MAA6 1,218 1,233,000 PRN   DFND 3 1,233,000 0 0
STRIDE INC NOTE 1.125% 9/0 86333MAA6 173 175,000 PRN   SOLE   175,000 0 0
SUMMIT HOTEL PPTYS NOTE 1.500% 2/1 866082AA8 552 653,000 PRN   DFND 4 653,000 0 0
SUMMIT HOTEL PPTYS NOTE 1.500% 2/1 866082AA8 997 1,180,000 PRN   DFND 1 1,180,000 0 0
SUMMIT HOTEL PPTYS NOTE 1.500% 2/1 866082AA8 1,245 1,473,000 PRN   DFND 3 1,473,000 0 0
SUMMIT HOTEL PPTYS NOTE 1.500% 2/1 866082AA8 1,043 1,234,000 PRN   DFND 2 1,234,000 0 0
SUMMIT HOTEL PPTYS NOTE 1.500% 2/1 866082AA8 8,074 9,553,000 PRN   SOLE   9,553,000 0 0
SUNNOVA ENERGY INTL INC. NOTE 0.250%12/0 86745KAF1 326 419,000 PRN   DFND 4 419,000 0 0
SUNNOVA ENERGY INTL INC. NOTE 0.250%12/0 86745KAF1 685 880,000 PRN   DFND 3 880,000 0 0
SUNNOVA ENERGY INTL INC. NOTE 0.250%12/0 86745KAF1 546 701,000 PRN   DFND 2 701,000 0 0
TESLA INC COM 88160R101 674 1,003 SH   SOLE   1,003 0 0
THE BEAUTY HEALTH COMPANY COM CL A 88331L108 157 12,300 SH   SOLE   12,300 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 476 873 SH   SOLE   873 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 1,045 1,065,000 PRN   DFND 1 1,065,000 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 6,325 6,446,000 PRN   SOLE   6,446,000 0 0
TWO HARBORS INVENTMENT CORPO NOTE 6.250% 1/1 90187BAB7 1,066 1,193,000 PRN   DFND 2 1,193,000 0 0
TWO HARBORS INVENTMENT CORPO NOTE 6.250% 1/1 90187BAB7 721 807,000 PRN   DFND 4 807,000 0 0
TWO HARBORS INVENTMENT CORPO NOTE 6.250% 1/1 90187BAB7 1,529 1,712,000 PRN   DFND 3 1,712,000 0 0
TWO HARBORS INVENTMENT CORPO NOTE 6.250% 1/1 90187BAB7 258 288,000 PRN   SOLE   288,000 0 0
TYLER TEX INDPT SCH DIST NOTE 0.250% 3/1 902252AB1 666 710,000 PRN   DFND 1 710,000 0 0
TYLER TEX INDPT SCH DIST NOTE 0.250% 3/1 902252AB1 5,925 6,319,000 PRN   SOLE   6,319,000 0 0
UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9 1,260 1,580,000 PRN   DFND 1 1,580,000 0 0
UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9 7,385 9,256,000 PRN   SOLE   9,256,000 0 0
UNION PAC CORP COM 907818108 580 2,720 SH   SOLE   2,720 0 0
UNITED PARCEL SERVICE INC CL B 911312106 242 1,319 SH   SOLE   1,319 0 0
UNITEDHEALTH GROUP INC COM 91324P102 1,136 2,210 SH   SOLE   2,210 0 0
VAIL RESORTS INC NOTE 1/0 91879QAN9 935 1,075,000 PRN   DFND 1 1,075,000 0 0
VAIL RESORTS INC NOTE 1/0 91879QAN9 6,211 7,137,000 PRN   SOLE   7,137,000 0 0
VALERO ENERGY CORP COM 91913Y100 241 2,264 SH   SOLE   2,264 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 5,393 70,670 SH   SOLE   70,670 0 0
VANGUARD STAR FDS VG TL INTL STK F 921909768 17,338 335,930 SH   SOLE   335,930 0 0
VERINT SYSTEMS INC NOTE 0.250% 4/1 92343XAC4 1,319 1,445,000 PRN   DFND 1 1,445,000 0 0
VERINT SYSTEMS INC NOTE 0.250% 4/1 92343XAC4 481 527,000 PRN   DFND 4 527,000 0 0
VERINT SYSTEMS INC NOTE 0.250% 4/1 92343XAC4 1,214 1,330,000 PRN   DFND 3 1,330,000 0 0
VERINT SYSTEMS INC NOTE 0.250% 4/1 92343XAC4 815 893,000 PRN   DFND 2 893,000 0 0
VERINT SYSTEMS INC NOTE 0.250% 4/1 92343XAC4 9,399 10,302,000 PRN   SOLE   10,302,000 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 561 11,044 SH   SOLE   11,044 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 420 371,000 PRN   SOLE   371,000 0 0
VISA INC COM CL A 92826C839 687 3,483 SH   SOLE   3,483 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 797 842,000 PRN   DFND 1 842,000 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 5,164 5,457,000 PRN   SOLE   5,457,000 0 0
WALMART INC COM 931142103 285 2,340 SH   SOLE   2,340 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 635 527 SH   DFND 1 527 0 0
WELLS FARGO CO NEW COM 949746101 404 10,287 SH   SOLE   10,287 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 6,889 5,713 SH   SOLE   5,713 0 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 6,028 6,345,000 PRN   SOLE   6,345,000 0 0
WILLIAMS COS INC COM 969457100 243 7,836 SH   SOLE   7,836 0 0
WINNEBAGO INDS INC NOTE 1.500% 4/0 974637AB6 611 597,000 PRN   DFND 4 597,000 0 0
WINNEBAGO INDS INC NOTE 1.500% 4/0 974637AB6 1,174 1,147,000 PRN   DFND 3 1,147,000 0 0
WINNEBAGO INDS INC NOTE 1.500% 4/0 974637AB6 812 793,000 PRN   DFND 2 793,000 0 0
WINNEBAGO INDS INC NOTE 1.500% 4/0 974637AB6 218 213,000 PRN   SOLE   213,000 0 0
WISDOMTREE INVTS INC NOTE 4.250% 6/1 97717PAB0 1,265 1,220,000 PRN   DFND 1 1,220,000 0 0
WISDOMTREE INVTS INC NOTE 3.250% 6/1 97717PAD6 161 177,000 PRN   DFND 2 177,000 0 0
WISDOMTREE INVTS INC NOTE 3.250% 6/1 97717PAD6 199 219,000 PRN   DFND 3 219,000 0 0
WISDOMTREE INVTS INC NOTE 4.250% 6/1 97717PAB0 467 450,000 PRN   DFND 4 450,000 0 0
WISDOMTREE INVTS INC NOTE 4.250% 6/1 97717PAB0 931 898,000 PRN   DFND 3 898,000 0 0
WISDOMTREE INVTS INC NOTE 4.250% 6/1 97717PAB0 727 701,000 PRN   DFND 2 701,000 0 0
WISDOMTREE INVTS INC NOTE 3.250% 6/1 97717PAD6 94 104,000 PRN   DFND 4 104,000 0 0
WISDOMTREE INVTS INC NOTE 4.250% 6/1 97717PAB0 7,021 6,771,000 PRN   SOLE   6,771,000 0 0
WOLFSPEED INC NOTE 1.750% 5/0 225447AD3 339 223,000 PRN   SOLE   223,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 1,422 1,360,000 PRN   DFND 1 1,360,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 8,021 7,674,000 PRN   SOLE   7,674,000 0 0
WORKIVA INC NOTE 1.125% 8/1 98139AAB1 747 692,000 PRN   DFND 3 692,000 0 0
WORKIVA INC NOTE 1.125% 8/1 98139AAB1 465 431,000 PRN   DFND 2 431,000 0 0
WORKIVA INC NOTE 1.125% 8/1 98139AAB1 276 256,000 PRN   DFND 4 256,000 0 0
WORKIVA INC NOTE 1.125% 8/1 98139AAB1 131 121,000 PRN   SOLE   121,000 0 0
WORLD GOLD TR SPDR GLD MINIS 98149E303 2,330 64,928 SH   SOLE   64,928 0 0
ZENDESK INC NOTE 0.625% 6/1 98936JAD3 1,690 1,745,000 PRN   DFND 1 1,745,000 0 0
ZENDESK INC NOTE 0.625% 6/1 98936JAD3 9,256 9,555,000 PRN   SOLE   9,555,000 0 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 1,055 1,120,000 PRN   DFND 1 1,120,000 0 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 1,141 1,211,000 PRN   DFND 3 1,211,000 0 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 427 453,000 PRN   DFND 4 453,000 0 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 720 764,000 PRN   DFND 2 764,000 0 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 8,359 8,876,000 PRN   SOLE   8,876,000 0 0
ZSCALER INC NOTE 0.125% 7/0 98980GAB8 1,604 1,325,000 PRN   DFND 1 1,325,000 0 0
ZSCALER INC NOTE 0.125% 7/0 98980GAB8 9,879 8,161,000 PRN   SOLE   8,161,000 0 0