The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
BOSTON PROPERTIES INC | COM | 101121101 | 2,544 | 38,946 | SH | DFND | 7 | 38,946 | 0 | 0 | |
CABLE ONE INC | NOTE 3/1 | 12685JAE5 | 631 | 725,000 | SH | DFND | 725,000 | 0 | 0 | ||
CARETRUST REIT INC | COM | 14174T107 | 1,464 | 60,087 | SH | DFND | 7 | 60,087 | 0 | 0 | |
DAYFORCE INC | NOTE 0.250% 3/1 | 15677JAD0 | 2,859 | 3,125,000 | SH | DFND | 3,125,000 | 0 | 0 | ||
CONCORD ACQUISITION CORP II | *W EXP 99/99/999 | 20607U116 | 6 | 50,000 | SH | DFND | 50,000 | 0 | 0 | ||
CONFLUENT INC | CLASS A COM | 20717M103 | 508 | 16,646 | SH | DFND | 16,646 | 0 | 0 | ||
COUSINS PPTYS INC | COM NEW | 222795502 | 1,634 | 67,966 | SH | DFND | 7 | 67,966 | 0 | 0 | |
CRACKER BARREL OLD CTRY STOR | NOTE 0.625% 6/1 | 22410JAB2 | 680 | 775,000 | SH | DFND | 775,000 | 0 | 0 | ||
CROWN CASTLE INC | COM | 22822V101 | 3,215 | 30,382 | SH | DFND | 7 | 30,382 | 0 | 0 | |
CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 937 | 550,000 | SH | DFND | 550,000 | 0 | 0 | ||
DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 2,268 | 1,610,000 | SH | DFND | 1,610,000 | 0 | 0 | ||
DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 4,473 | 4,075,000 | SH | DFND | 4,075,000 | 0 | 0 | ||
DIGITAL RLTY TR INC | COM | 253868103 | 5,801 | 40,272 | SH | DFND | 7 | 40,272 | 0 | 0 | |
DIGITALOCEAN HLDGS INC | NOTE 12/0 | 25402DAB8 | 356 | 425,000 | SH | DFND | 425,000 | 0 | 0 | ||
DRAFTKINGS INC NEW | NOTE 3/1 | 26142RAB0 | 714 | 828,000 | SH | DFND | 828,000 | 0 | 0 | ||
AFFIRM HLDGS INC | COM CL A | 00827B106 | 603 | 16,190 | SH | DFND | 7 | 16,190 | 0 | 0 | |
AFFIRM HLDGS INC | COM CL A | 00827B106 | 1,982 | 53,184 | SH | DFND | 53,184 | 0 | 0 | ||
AGREE RLTY CORP | COM | 008492100 | 4,955 | 86,753 | SH | DFND | 7 | 86,753 | 0 | 0 | |
AIRBNB INC | NOTE 3/1 | 009066AB7 | 1,209 | 1,300,000 | SH | DFND | 1,300,000 | 0 | 0 | ||
ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 755 | 825,000 | SH | DFND | 825,000 | 0 | 0 | ||
ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 | 1,433 | 1,525,000 | SH | DFND | 1,525,000 | 0 | 0 | ||
ALTUS POWER INC | COM CL A | 02217A102 | 14,340 | 3,000,000 | SH | DFND | 3,000,000 | 0 | 0 | ||
AMERICAN TOWER CORP NEW | COM | 03027X100 | 11,440 | 57,899 | SH | DFND | 7 | 57,899 | 0 | 0 | |
AVALONBAY CMNTYS INC | COM | 053484101 | 6,155 | 33,171 | SH | DFND | 7 | 33,171 | 0 | 0 | |
AXON ENTERPRISE INC | NOTE 0.500%12/1 | 05464CAB7 | 1,962 | 1,350,000 | SH | DFND | 1,350,000 | 0 | 0 | ||
BANDWIDTH INC | NOTE 0.250% 3/0 | 05988JAB9 | 307 | 350,000 | SH | DFND | 350,000 | 0 | 0 | ||
BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 3,111 | 3,100,000 | SH | DFND | 3,100,000 | 0 | 0 | ||
BILL HOLDINGS INC | NOTE 12/0 | 090043AB6 | 1,564 | 1,675,000 | SH | DFND | 1,675,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 1.250% 5/1 | 09061GAK7 | 1,011 | 1,025,000 | SH | DFND | 1,025,000 | 0 | 0 | ||
BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 1,708 | 885,000 | SH | DFND | 885,000 | 0 | 0 | ||
AMERICAN HEALTHCARE REIT INC | COM SHS | 398182303 | 1,108 | 75,135 | SH | DFND | 7 | 75,135 | 0 | 0 | |
GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 375 | 325,000 | SH | DFND | 325,000 | 0 | 0 | ||
HEALTHPEAK PROPERTIES INC | COM | 42250P103 | 3,331 | 177,654 | SH | DFND | 7 | 177,654 | 0 | 0 | |
HOST HOTELS & RESORTS INC | COM | 44107P104 | 929 | 44,903 | SH | DFND | 7 | 44,903 | 0 | 0 | |
INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 1,707 | 1,642,000 | SH | DFND | 1,642,000 | 0 | 0 | ||
INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 1,405 | 1,475,000 | SH | DFND | 1,475,000 | 0 | 0 | ||
INTEGER HLDGS CORP | NOTE 2.125% 2/1 | 45826HAB5 | 1,659 | 1,150,000 | SH | DFND | 1,150,000 | 0 | 0 | ||
INVITATION HOMES INC | COM | 46187W107 | 3,747 | 105,218 | SH | DFND | 7 | 105,218 | 0 | 0 | |
ISHARES TR | IBOXX HI YD ETF | 464288513 | 18,519 | 238,254 | SH | DFND | 238,254 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 2,446 | 2,470,000 | SH | DFND | 2,470,000 | 0 | 0 | ||
JETBLUE AIRWAYS CORP | NOTE 0.500% 4/0 | 477143AP6 | 1,462 | 1,675,000 | SH | DFND | 1,675,000 | 0 | 0 | ||
JOHN BEAN TECHNOLOGIES CORP | NOTE 0.250% 5/1 | 477839AB0 | 301 | 325,000 | SH | DFND | 325,000 | 0 | 0 | ||
KORE GROUP HLDGS INC | COMMON STOCK | 50066V107 | 1,258 | 1,598,000 | SH | DFND | 1,598,000 | 0 | 0 | ||
LCI INDS | NOTE 1.125% 5/1 | 501812AB7 | 1,007 | 1,025,000 | SH | DFND | 1,025,000 | 0 | 0 | ||
LANTHEUS HLDGS INC | NOTE 2.625%12/1 | 516544AB9 | 802 | 725,000 | SH | DFND | 725,000 | 0 | 0 | ||
LIVONGO HEALTH INC | NOTE 0.875% 6/0 | 539183AA1 | 591 | 625,000 | SH | DFND | 625,000 | 0 | 0 | ||
SHAKE SHACK INC | NOTE 3/0 | 819047AB7 | 408 | 450,000 | SH | DFND | 450,000 | 0 | 0 | ||
SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 2,354 | 2,200,000 | SH | DFND | 2,200,000 | 0 | 0 | ||
SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 712 | 750,000 | SH | DFND | 750,000 | 0 | 0 | ||
SIMON PPTY GROUP INC NEW | COM | 828806109 | 4,168 | 26,637 | SH | DFND | 7 | 26,637 | 0 | 0 | |
SITE CTRS CORP | COM | 82981J109 | 1,831 | 124,949 | SH | DFND | 7 | 124,949 | 0 | 0 | |
SNAP INC | NOTE 0.125% 3/0 | 83304AAH9 | 1,184 | 1,559,000 | SH | DFND | 1,559,000 | 0 | 0 | ||
SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 1,463 | 1,605,000 | SH | DFND | 1,605,000 | 0 | 0 | ||
SOUTHERN CO | NOTE 3.875%12/1 | 842587DP9 | 3,134 | 3,150,000 | SH | DFND | 3,150,000 | 0 | 0 | ||
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 3,380 | 3,340,000 | SH | DFND | 3,340,000 | 0 | 0 | ||
SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 390 | 425,000 | SH | DFND | 425,000 | 0 | 0 | ||
BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 1,979 | 1,935,000 | SH | DFND | 1,935,000 | 0 | 0 | ||
STAG INDL INC | COM | 85254J102 | 2,516 | 65,455 | SH | DFND | 7 | 65,455 | 0 | 0 | |
SUMMIT MIDSTREAM PARTNERS LP | COM UNIT LTD | 866142409 | 1,430 | 50,940 | SH | DFND | 50,940 | 0 | 0 | ||
SUMMIT MIDSTREAM PARTNERS LP | COM UNIT LTD | 866142409 | 952 | 33,900 | SH | DFND | 33,900 | 0 | 0 | ||
SUN CMNTYS INC | COM | 866674104 | 4,067 | 31,628 | SH | DFND | 7 | 31,628 | 0 | 0 | |
PEGASYSTEMS INC | NOTE 0.750% 3/0 | 705573AB9 | 334 | 350,000 | SH | DFND | 350,000 | 0 | 0 | ||
PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 358 | 125,000 | SH | DFND | 125,000 | 0 | 0 | ||
POST HLDGS INC | NOTE 2.500% 8/1 | 737446AT1 | 1,461 | 1,299,000 | SH | DFND | 1,299,000 | 0 | 0 | ||
POTLATCHDELTIC CORPORATION | COM | 737630103 | 2,228 | 47,383 | SH | DFND | 7 | 47,383 | 0 | 0 | |
PROLOGIS INC. | COM | 74340W103 | 10,831 | 83,173 | SH | DFND | 7 | 83,173 | 0 | 0 | |
PUBLIC STORAGE | COM | 74460D109 | 2,667 | 9,193 | SH | DFND | 7 | 9,193 | 0 | 0 | |
RAPID7 INC | NOTE 0.250% 3/1 | 753422AF1 | 1,729 | 1,975,000 | SH | DFND | 1,975,000 | 0 | 0 | ||
REDFIN CORP | NOTE 0.500% 4/0 | 75737FAE8 | 701 | 1,275,000 | SH | DFND | 1,275,000 | 0 | 0 | ||
REGENCY CTRS CORP | COM | 758849103 | 4,838 | 79,888 | SH | DFND | 7 | 79,888 | 0 | 0 | |
REXFORD INDL RLTY INC | COM | 76169C100 | 5,472 | 108,779 | SH | DFND | 7 | 108,779 | 0 | 0 | |
ROYAL CARIBBEAN GROUP | NOTE 6.000% 8/1 | 780153BQ4 | 497 | 175,000 | SH | DFND | 175,000 | 0 | 0 | ||
RYMAN HOSPITALITY PPTYS INC | COM | 78377T107 | 3,791 | 32,792 | SH | DFND | 7 | 32,792 | 0 | 0 | |
SL GREEN RLTY CORP | COM | 78440X887 | 1,517 | 27,508 | SH | DFND | 7 | 27,508 | 0 | 0 | |
SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | 1,228 | 1,225,000 | SH | DFND | 1,225,000 | 0 | 0 | ||
SEA LTD | NOTE 0.250% 9/1 | 81141RAG5 | 730 | 854,000 | SH | DFND | 854,000 | 0 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 1,898 | 2,163,000 | SH | DFND | 2,163,000 | 0 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.500% 6/1 | 55024UAF6 | 463 | 600,000 | SH | DFND | 600,000 | 0 | 0 | ||
MARRIOTT VACATIONS WORLDWIDE | NOTE 3.250%12/1 | 57164YAF4 | 1,088 | 1,160,000 | SH | DFND | 1,160,000 | 0 | 0 | ||
MAXEON SOLAR TECHNOLOGIES LT | NOTE 6.500% 7/1 | 57779BAB0 | 104 | 200,000 | SH | DFND | 200,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 637 | 600,000 | SH | DFND | 600,000 | 0 | 0 | ||
MID-AMER APT CMNTYS INC | COM | 59522J103 | 3,196 | 24,291 | SH | DFND | 7 | 24,291 | 0 | 0 | |
MIDDLEBY CORP | NOTE 1.000% 9/0 | 596278AB7 | 2,863 | 2,180,000 | SH | DFND | 2,180,000 | 0 | 0 | ||
MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 1,663 | 950,000 | SH | DFND | 950,000 | 0 | 0 | ||
NORTHERN OIL & GAS INC | NOTE 3.625% 4/1 | 665531AJ8 | 1,826 | 1,500,000 | SH | DFND | 1,500,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 5/0 | 682189AS4 | 932 | 635,000 | SH | DFND | 635,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 0.500% 3/0 | 682189AU9 | 1,924 | 1,955,000 | SH | DFND | 1,955,000 | 0 | 0 | ||
OPENDOOR TECHNOLOGIES INC | COM | 683712103 | 32 | 10,428 | SH | DFND | 7 | 10,428 | 0 | 0 | |
OPENDOOR TECHNOLOGIES INC | COM | 683712103 | 95 | 31,283 | SH | DFND | 31,283 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 571 | 200,000 | SH | DFND | 200,000 | 0 | 0 | ||
PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 1,413 | 1,575,000 | SH | DFND | 1,575,000 | 0 | 0 | ||
TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 295 | 350,000 | SH | DFND | 350,000 | 0 | 0 | ||
3D SYS CORP DEL | NOTE 11/1 | 88554DAD8 | 292 | 375,000 | SH | DFND | 375,000 | 0 | 0 | ||
UDR INC | COM | 902653104 | 3,795 | 101,455 | SH | DFND | 7 | 101,455 | 0 | 0 | |
UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 2,301 | 2,050,000 | SH | DFND | 2,050,000 | 0 | 0 | ||
UNITY SOFTWARE INC | COM | 91332U101 | 661 | 24,770 | SH | DFND | 7 | 24,770 | 0 | 0 | |
UNITY SOFTWARE INC | COM | 91332U101 | 949 | 35,536 | SH | DFND | 35,536 | 0 | 0 | ||
UNITY SOFTWARE INC | NOTE 11/1 | 91332UAB7 | 703 | 830,000 | SH | DFND | 830,000 | 0 | 0 | ||
VANGUARD SCOTTSDALE FDS | INT-TERM CORP | 92206C870 | 71,654 | 890,000 | SH | DFND | 7 | 890,000 | 0 | 0 | |
VESTA REAL ESTATE CORP | ADS | 92540K109 | 1,018 | 25,931 | SH | DFND | 7 | 25,931 | 0 | 0 | |
VICI PPTYS INC | COM | 925652109 | 6,202 | 208,176 | SH | DFND | 7 | 208,176 | 0 | 0 | |
WEAVE COMMUNICATIONS INC | COM | 94724R108 | 769 | 66,979 | SH | DFND | 66,979 | 0 | 0 | ||
WELLTOWER INC | COM | 95040Q104 | 7,877 | 84,296 | SH | DFND | 7 | 84,296 | 0 | 0 | |
WEYERHAEUSER CO MTN BE | COM NEW | 962166104 | 1,478 | 41,159 | SH | DFND | 7 | 41,159 | 0 | 0 | |
ZILLOW GROUP INC | NOTE 1.375% 9/0 | 98954MAG6 | 3,172 | 2,575,000 | SH | DFND | 2,575,000 | 0 | 0 | ||
ZTO EXPRESS CAYMAN INC | NOTE 1.500% 9/0 | 98980AAB1 | 895 | 925,000 | SH | DFND | 925,000 | 0 | 0 | ||
ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 1,192 | 875,000 | SH | DFND | 875,000 | 0 | 0 | ||
DROPBOX INC | NOTE 3/0 | 26210CAD6 | 1,260 | 1,350,000 | SH | DFND | 1,350,000 | 0 | 0 | ||
EPR PPTYS | COM SH BEN INT | 26884U109 | 2,056 | 48,430 | SH | DFND | 7 | 48,430 | 0 | 0 | |
ENPHASE ENERGY INC | NOTE 3/0 | 29355AAK3 | 1,695 | 1,975,000 | SH | DFND | 1,975,000 | 0 | 0 | ||
ENSIGN GROUP INC | COM | 29358P101 | 1,461 | 11,741 | SH | DFND | 7 | 11,741 | 0 | 0 | |
ENVESTNET INC | NOTE 2.625%12/0 | 29404KAG1 | 1,136 | 1,075,000 | SH | DFND | 1,075,000 | 0 | 0 | ||
EQUINIX INC | COM | 29444U700 | 8,314 | 10,074 | SH | DFND | 7 | 10,074 | 0 | 0 | |
ESSENTIAL PPTYS RLTY TR INC | COM | 29670E107 | 2,523 | 94,644 | SH | DFND | 7 | 94,644 | 0 | 0 | |
ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 241 | 228,000 | SH | DFND | 228,000 | 0 | 0 | ||
ETSY INC | NOTE 0.250% 6/1 | 29786AAN6 | 2,618 | 3,325,000 | SH | DFND | 3,325,000 | 0 | 0 | ||
EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 1,575 | 1,625,000 | SH | DFND | 1,625,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 1,672 | 1,750,000 | SH | DFND | 1,750,000 | 0 | 0 | ||
EXTRA SPACE STORAGE INC | COM | 30225T102 | 7,537 | 51,274 | SH | DFND | 7 | 51,274 | 0 | 0 | |
FEDERAL RLTY INVT TR NEW | SH BEN INT NEW | 313745101 | 2,916 | 28,551 | SH | DFND | 7 | 28,551 | 0 | 0 | |
FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 4,190 | 4,054,000 | SH | DFND | 4,054,000 | 0 | 0 | ||
GCT SEMICONDUCTOR HLDG INC | *W EXP 03/01/202 | 36170N115 | 48 | 125,000 | SH | DFND | 125,000 | 0 | 0 | ||
CRESCENT ENERGY COMPANY | CL A COM | 44952J104 | 217 | 18,262 | SH | DFND | 18,262 | 0 | 0 |