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 |
| ||||||||||||||||||||
| COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
| VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| 3M CO | COM | 88579Y101 | 244 | 1,257 | SH | SOLE | 1,257 | 0 | 0 | ||
| 8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 620 | 446,000 | PRN | DFND | 2 | 446,000 | 0 | 0 | |
| 8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 1,912 | 1,376,000 | PRN | DFND | 3 | 1,376,000 | 0 | 0 | |
| 8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 247 | 178,000 | PRN | SOLE | 178,000 | 0 | 0 | ||
| ABBOTT LABS | COM | 002824100 | 613 | 5,108 | SH | SOLE | 5,108 | 0 | 0 | ||
| ABBVIE INC | COM | 00287Y109 | 385 | 3,553 | SH | SOLE | 3,553 | 0 | 0 | ||
| ACCENTURE PLC IRELAND | SHS CLASS A | G1151C101 | 321 | 1,157 | SH | SOLE | 1,157 | 0 | 0 | ||
| ADOBE SYSTEMS INCORPORATED | COM | 00724F101 | 422 | 892 | SH | SOLE | 892 | 0 | 0 | ||
| AES CORP | UNIT 99/99/9999 | 00130H204 | 339 | 3,284 | SH | SOLE | 3,284 | 0 | 0 | ||
| AES CORP | UNIT 99/99/9999 | 00130H204 | 1,284 | 12,433 | SH | DFND | 2 | 12,433 | 0 | 0 | |
| AES CORP | UNIT 99/99/9999 | 00130H204 | 3,541 | 34,283 | SH | DFND | 3 | 34,283 | 0 | 0 | |
| AIR PRODS & CHEMS INC | COM | 009158106 | 224 | 789 | SH | SOLE | 789 | 0 | 0 | ||
| AIR TRANSPORT SERVICES GRP I | NOTE 1.125%10/1 | 00922RAB1 | 733 | 656,000 | PRN | DFND | 2 | 656,000 | 0 | 0 | |
| AIR TRANSPORT SERVICES GRP I | NOTE 1.125%10/1 | 00922RAB1 | 1,874 | 1,677,000 | PRN | DFND | 3 | 1,677,000 | 0 | 0 | |
| AIR TRANSPORT SERVICES GRP I | NOTE 1.125%10/1 | 00922RAB1 | 464 | 416,000 | PRN | SOLE | 416,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 6,528 | 5,396,000 | PRN | SOLE | 5,396,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 1,340 | 1,236,000 | PRN | SOLE | 1,236,000 | 0 | 0 | ||
| ALPHABET INC | CAP STK CL A | 02079K305 | 2,375 | 1,151 | SH | SOLE | 1,151 | 0 | 0 | ||
| AMAZON COM INC | COM | 023135106 | 2,637 | 853 | SH | SOLE | 853 | 0 | 0 | ||
| AMERICAN AIRLS GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 1,400 | 815,000 | PRN | DFND | 1 | 815,000 | 0 | 0 | |
| AMERICAN AIRLS GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 6,990 | 4,069,000 | PRN | SOLE | 4,069,000 | 0 | 0 | ||
| AMERICAN ELEC PWR CO INC | UNIT 08/01/2021 | 025537127 | 1,743 | 36,110 | SH | SOLE | 36,110 | 0 | 0 | ||
| AMERICAN INTL GROUP INC | COM NEW | 026874784 | 220 | 4,729 | SH | SOLE | 4,729 | 0 | 0 | ||
| AMGEN INC | COM | 031162100 | 500 | 2,023 | SH | SOLE | 2,023 | 0 | 0 | ||
| APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 153 | 109,000 | PRN | SOLE | 109,000 | 0 | 0 | ||
| APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 477 | 340,000 | PRN | DFND | 2 | 340,000 | 0 | 0 | |
| APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 1,476 | 1,051,000 | PRN | DFND | 3 | 1,051,000 | 0 | 0 | |
| APOLLO COML REAL EST FIN INC | NOTE 4.750% 8/2 | 03762UAB1 | 523 | 522,000 | PRN | DFND | 2 | 522,000 | 0 | 0 | |
| APOLLO COML REAL EST FIN INC | NOTE 4.750% 8/2 | 03762UAB1 | 1,033 | 1,032,000 | PRN | DFND | 3 | 1,032,000 | 0 | 0 | |
| APOLLO COML REAL EST FIN INC | NOTE 4.750% 8/2 | 03762UAB1 | 85 | 85,000 | PRN | SOLE | 85,000 | 0 | 0 | ||
| APOLLO COML REAL EST FIN INC | NOTE 5.375%10/1 | 03762UAC9 | 260 | 266,000 | PRN | SOLE | 266,000 | 0 | 0 | ||
| APOLLO COML REAL EST FIN INC | NOTE 5.375%10/1 | 03762UAC9 | 2,755 | 2,811,000 | PRN | DFND | 3 | 2,811,000 | 0 | 0 | |
| APOLLO COML REAL EST FIN INC | NOTE 5.375%10/1 | 03762UAC9 | 1,052 | 1,073,000 | PRN | DFND | 2 | 1,073,000 | 0 | 0 | |
| APPLE INC | COM | 037833100 | 4,038 | 33,057 | SH | SOLE | 33,057 | 0 | 0 | ||
| APPLIED MATLS INC | COM | 038222105 | 449 | 3,366 | SH | SOLE | 3,366 | 0 | 0 | ||
| ARBOR REALTY TRUST INC | NOTE 4.750%11/0 | 038923AP3 | 892 | 857,000 | PRN | DFND | 2 | 857,000 | 0 | 0 | |
| ARBOR REALTY TRUST INC | NOTE 4.750%11/0 | 038923AP3 | 2,494 | 2,395,000 | PRN | DFND | 3 | 2,395,000 | 0 | 0 | |
| ARBOR REALTY TRUST INC | NOTE 4.750%11/0 | 038923AP3 | 258 | 248,000 | PRN | SOLE | 248,000 | 0 | 0 | ||
| ARCELORMITTAL SA LUXEMBOURG | NY REGISTRY SH | 03938L203 | 246 | 8,418 | SH | SOLE | 8,418 | 0 | 0 | ||
| ARES CAPITAL CORP | COM | 04010L103 | 195 | 10,420 | SH | SOLE | 10,420 | 0 | 0 | ||
| ARES CAPITAL CORP | NOTE 3.750% 2/0 | 04010LAT0 | 7,552 | 7,340,000 | PRN | SOLE | 7,340,000 | 0 | 0 | ||
| ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 10,842 | 9,975,000 | PRN | SOLE | 9,975,000 | 0 | 0 | ||
| AT&T INC | COM | 00206R102 | 429 | 14,240 | SH | SOLE | 14,240 | 0 | 0 | ||
| ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 331 | 278,000 | PRN | SOLE | 278,000 | 0 | 0 | ||
| AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 640 | 519,000 | PRN | DFND | 2 | 519,000 | 0 | 0 | |
| AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 1,629 | 1,320,000 | PRN | DFND | 3 | 1,320,000 | 0 | 0 | |
| AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 621 | 504,000 | PRN | SOLE | 504,000 | 0 | 0 | ||
| BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 1,042 | 4,070 | SH | SOLE | 4,070 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 448 | 444,000 | PRN | SOLE | 444,000 | 0 | 0 | ||
| BK OF AMERICA CORP | COM | 060505104 | 911 | 23,555 | SH | SOLE | 23,555 | 0 | 0 | ||
| BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 712 | 450,000 | PRN | DFND | 1 | 450,000 | 0 | 0 | |
| BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 3,415 | 2,156,000 | PRN | SOLE | 2,156,000 | 0 | 0 | ||
| BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 665 | 650,000 | PRN | DFND | 2 | 650,000 | 0 | 0 | |
| BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 1,831 | 1,788,000 | PRN | DFND | 3 | 1,788,000 | 0 | 0 | |
| BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 217 | 212,000 | PRN | SOLE | 212,000 | 0 | 0 | ||
| BLOOMIN BRANDS INC | COM | 094235108 | 207 | 7,581 | SH | SOLE | 7,581 | 0 | 0 | ||
| BOEING CO | COM | 097023105 | 438 | 1,713 | SH | SOLE | 1,713 | 0 | 0 | ||
| BOINGO WIRELESS INC | NOTE 1.000%10/0 | 09739CAB8 | 1,643 | 1,677,000 | PRN | DFND | 3 | 1,677,000 | 0 | 0 | |
| BOINGO WIRELESS INC | NOTE 1.000%10/0 | 09739CAB8 | 185 | 188,000 | PRN | SOLE | 188,000 | 0 | 0 | ||
| BOINGO WIRELESS INC | NOTE 1.000%10/0 | 09739CAB8 | 647 | 660,000 | PRN | DFND | 2 | 660,000 | 0 | 0 | |
| BRISTOL-MYERS SQUIBB CO | COM | 110122108 | 273 | 4,315 | SH | SOLE | 4,315 | 0 | 0 | ||
| BROADCOM INC | COM | 11135F101 | 436 | 939 | SH | SOLE | 939 | 0 | 0 | ||
| CATERPILLAR INC | COM | 149123101 | 219 | 947 | SH | SOLE | 947 | 0 | 0 | ||
| CENTENNIAL RESOURCE DEV INC | NOTE 3.250% 4/0 | 15136AAA0 | 1,310 | 1,370,000 | PRN | DFND | 3 | 1,370,000 | 0 | 0 | |
| CENTENNIAL RESOURCE DEV INC | NOTE 3.250% 4/0 | 15136AAA0 | 492 | 514,000 | PRN | SOLE | 514,000 | 0 | 0 | ||
| CENTENNIAL RESOURCE DEV INC | NOTE 3.250% 4/0 | 15136AAA0 | 470 | 492,000 | PRN | DFND | 2 | 492,000 | 0 | 0 | |
| CHEFS WHSE INC | NOTE 1.875%12/0 | 163086AB7 | 2,537 | 2,497,000 | PRN | DFND | 3 | 2,497,000 | 0 | 0 | |
| CHEFS WHSE INC | NOTE 1.875%12/0 | 163086AB7 | 2,110 | 2,080,000 | PRN | SOLE | 2,080,000 | 0 | 0 | ||
| CHEFS WHSE INC | NOTE 1.875%12/0 | 163086AB7 | 826 | 813,000 | PRN | DFND | 2 | 813,000 | 0 | 0 | |
| CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 1,695 | 976,000 | PRN | SOLE | 976,000 | 0 | 0 | ||
| CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 285 | 349,000 | PRN | SOLE | 349,000 | 0 | 0 | ||
| CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 863 | 1,056,000 | PRN | DFND | 2 | 1,056,000 | 0 | 0 | |
| CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 2,283 | 2,795,000 | PRN | DFND | 3 | 2,795,000 | 0 | 0 | |
| CHEVRON CORP NEW | COM | 166764100 | 381 | 3,636 | SH | SOLE | 3,636 | 0 | 0 | ||
| CHIMERA INVT CORP | NOTE 7.000% 4/0 | 16934QAA7 | 35 | 18,000 | PRN | SOLE | 18,000 | 0 | 0 | ||
| CISCO SYS INC | COM | 17275R102 | 586 | 11,308 | SH | SOLE | 11,308 | 0 | 0 | ||
| CITIGROUP INC | COM NEW | 172967424 | 305 | 4,182 | SH | SOLE | 4,182 | 0 | 0 | ||
| CLEVELAND-CLIFFS INC NEW | COM | 185899101 | 245 | 12,211 | SH | SOLE | 12,211 | 0 | 0 | ||
| CLEVELAND-CLIFFS INC NEW | DBCV 1.500% 1/1 | 185899AA9 | 2,253 | 865,000 | PRN | DFND | 1 | 865,000 | 0 | 0 | |
| CLEVELAND-CLIFFS INC NEW | DBCV 1.500% 1/1 | 185899AA9 | 10,409 | 3,997,000 | PRN | SOLE | 3,997,000 | 0 | 0 | ||
| COCA COLA CO | COM | 191216100 | 523 | 9,938 | SH | SOLE | 9,938 | 0 | 0 | ||
| COLFAX CORP | UNIT 01/15/2022T | 194014205 | 9,540 | 52,938 | SH | SOLE | 52,938 | 0 | 0 | ||
| COLFAX CORP | UNIT 01/15/2022T | 194014205 | 1,901 | 10,550 | SH | DFND | 1 | 10,550 | 0 | 0 | |
| COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625XAB8 | 595 | 421,000 | PRN | SOLE | 421,000 | 0 | 0 | ||
| COMCAST CORP NEW | CL A | 20030N101 | 582 | 10,773 | SH | SOLE | 10,773 | 0 | 0 | ||
| CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 2,032 | 1,300,000 | PRN | DFND | 1 | 1,300,000 | 0 | 0 | |
| CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 11,112 | 7,108,000 | PRN | SOLE | 7,108,000 | 0 | 0 | ||
| COSTCO WHSL CORP NEW | COM | 22160K105 | 458 | 1,301 | SH | SOLE | 1,301 | 0 | 0 | ||
| COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 1,001 | 588,000 | PRN | SOLE | 588,000 | 0 | 0 | ||
| COWEN INC | NOTE 3.000%12/1 | 223622AE1 | 934 | 455,000 | PRN | DFND | 1 | 455,000 | 0 | 0 | |
| COWEN INC | NOTE 3.000%12/1 | 223622AE1 | 4,288 | 2,091,000 | PRN | SOLE | 2,091,000 | 0 | 0 | ||
| CREE INC | NOTE 0.875% 9/0 | 225447AB7 | 555 | 301,000 | PRN | DFND | 2 | 301,000 | 0 | 0 | |
| CREE INC | NOTE 0.875% 9/0 | 225447AB7 | 1,027 | 557,000 | PRN | DFND | 3 | 557,000 | 0 | 0 | |
| CREE INC | NOTE 0.875% 9/0 | 225447AB7 | 1,347 | 731,000 | PRN | SOLE | 731,000 | 0 | 0 | ||
| CSG SYS INTL INC | NOTE 4.250% 3/1 | 126349AF6 | 111 | 106,000 | PRN | SOLE | 106,000 | 0 | 0 | ||
| CUMMINS INC | COM | 231021106 | 257 | 985 | SH | SOLE | 985 | 0 | 0 | ||
| CVS HEALTH CORP | COM | 126650100 | 217 | 2,866 | SH | SOLE | 2,866 | 0 | 0 | ||
| D R HORTON INC | COM | 23331A109 | 293 | 3,284 | SH | SOLE | 3,284 | 0 | 0 | ||
| DANAHER CORPORATION | COM | 235851102 | 488 | 2,170 | SH | SOLE | 2,170 | 0 | 0 | ||
| DBX ETF TR | XTRACK HRVST CSI | 233051879 | 2,259 | 58,434 | SH | SOLE | 58,434 | 0 | 0 | ||
| DEERE & CO | COM | 244199105 | 272 | 729 | SH | SOLE | 729 | 0 | 0 | ||
| DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 573 | 260,000 | PRN | DFND | 1 | 260,000 | 0 | 0 | |
| DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 3,469 | 1,574,000 | PRN | SOLE | 1,574,000 | 0 | 0 | ||
| DICKS SPORTING GOODS INC | COM | 253393102 | 338 | 4,457 | SH | SOLE | 4,457 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 1,014 | 1,054,000 | PRN | SOLE | 1,054,000 | 0 | 0 | ||
| DISNEY WALT CO | COM | 254687106 | 771 | 4,184 | SH | SOLE | 4,184 | 0 | 0 | ||
| DOCUSIGN INC | NOTE 0.500% 9/1 | 256163AB2 | 753 | 267,000 | PRN | DFND | 1 | 267,000 | 0 | 0 | |
| DOCUSIGN INC | NOTE 0.500% 9/1 | 256163AB2 | 6,182 | 2,192,000 | PRN | SOLE | 2,192,000 | 0 | 0 | ||
| DOMINION ENERGY INC | UNIT 99/99/9999 | 25746U133 | 1,932 | 19,540 | SH | SOLE | 19,540 | 0 | 0 | ||
| DOVER CORP | COM | 260003108 | 224 | 1,643 | SH | SOLE | 1,643 | 0 | 0 | ||
| DTE ENERGY CO | UNIT 11/01/2022S | 233331842 | 1,650 | 33,200 | SH | SOLE | 33,200 | 0 | 0 | ||
| EATON CORP PLC | SHS | G29183103 | 306 | 2,202 | SH | SOLE | 2,202 | 0 | 0 | ||
| ELANCO ANIMAL HEALTH INC | UNIT 02/01/2023T | 28414H202 | 513 | 11,215 | SH | SOLE | 11,215 | 0 | 0 | ||
| ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 550 | 483,000 | PRN | DFND | 2 | 483,000 | 0 | 0 | |
| ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 1,778 | 1,562,000 | PRN | DFND | 3 | 1,562,000 | 0 | 0 | |
| ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 163 | 143,000 | PRN | SOLE | 143,000 | 0 | 0 | ||
| ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 586 | 477,000 | PRN | DFND | 2 | 477,000 | 0 | 0 | |
| ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 1,513 | 1,231,000 | PRN | DFND | 3 | 1,231,000 | 0 | 0 | |
| ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 186 | 152,000 | PRN | SOLE | 152,000 | 0 | 0 | ||
| ESSENTIAL UTILS INC | UNIT 04/30/2022 | 29670G201 | 440 | 7,690 | SH | SOLE | 7,690 | 0 | 0 | ||
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 1,127 | 477,000 | PRN | SOLE | 477,000 | 0 | 0 | ||
| EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 14,129 | 12,400,000 | PRN | SOLE | 12,400,000 | 0 | 0 | ||
| EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 173 | 136,000 | PRN | SOLE | 136,000 | 0 | 0 | ||
| EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 560 | 440,000 | PRN | DFND | 2 | 440,000 | 0 | 0 | |
| EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 1,430 | 1,124,000 | PRN | DFND | 3 | 1,124,000 | 0 | 0 | |
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 2,243 | 1,640,000 | PRN | DFND | 1 | 1,640,000 | 0 | 0 | |
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 848 | 620,000 | PRN | DFND | 2 | 620,000 | 0 | 0 | |
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 2,695 | 1,971,000 | PRN | DFND | 3 | 1,971,000 | 0 | 0 | |
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 13,802 | 10,095,000 | PRN | SOLE | 10,095,000 | 0 | 0 | ||
| FACEBOOK INC | CL A | 30303M102 | 1,619 | 5,497 | SH | SOLE | 5,497 | 0 | 0 | ||
| FEDEX CORP | COM | 31428X106 | 204 | 715 | SH | SOLE | 715 | 0 | 0 | ||
| FIREEYE INC | NOTE 0.875% 6/0 | 31816QAF8 | 5,293 | 4,698,000 | PRN | SOLE | 4,698,000 | 0 | 0 | ||
| FIREEYE INC | NOTE 0.875% 6/0 | 31816QAF8 | 732 | 650,000 | PRN | DFND | 1 | 650,000 | 0 | 0 | |
| FIRST TR EXCH TRADED FD III | PFD SECS INC ETF | 33739E108 | 5,959 | 295,827 | SH | SOLE | 295,827 | 0 | 0 | ||
| FIRST TR EXCHANGE TRADED FD | INTL EQUITY OPP | 33734X853 | 1,964 | 29,783 | SH | SOLE | 29,783 | 0 | 0 | ||
| FIRST TR EXCHANGE-TRADED FD | DJ INTERNT IDX | 33733E302 | 3,304 | 15,154 | SH | SOLE | 15,154 | 0 | 0 | ||
| FIRST TR EXCHANGE-TRADED FD | FST LOW OPPT EFT | 33739Q200 | 8,940 | 175,078 | SH | SOLE | 175,078 | 0 | 0 | ||
| FIRST TR EXCHANGE-TRADED FD | MULTI ASSET DI | 33738R100 | 464 | 28,716 | SH | SOLE | 28,716 | 0 | 0 | ||
| FIRST TR EXCHANGE-TRADED FD | SENIOR LN FD | 33738D309 | 3,886 | 81,154 | SH | SOLE | 81,154 | 0 | 0 | ||
| FIRST TR EXCHANGE-TRADED FD | SSI STRG ETF | 33739Q507 | 642 | 12,808 | SH | SOLE | 12,808 | 0 | 0 | ||
| FLEXION THERAPEUTICS INC | NOTE 3.375% 5/0 | 33938JAB2 | 2,496 | 2,755,000 | PRN | DFND | 3 | 2,755,000 | 0 | 0 | |
| FLEXION THERAPEUTICS INC | NOTE 3.375% 5/0 | 33938JAB2 | 217 | 240,000 | PRN | SOLE | 240,000 | 0 | 0 | ||
| FLEXION THERAPEUTICS INC | NOTE 3.375% 5/0 | 33938JAB2 | 910 | 1,005,000 | PRN | DFND | 2 | 1,005,000 | 0 | 0 | |
| FORTIVE CORP | NOTE 0.875% 2/1 | 34959JAK4 | 616 | 608,000 | PRN | SOLE | 608,000 | 0 | 0 | ||
| FREEPORT-MCMORAN INC | CL B | 35671D857 | 211 | 6,413 | SH | SOLE | 6,413 | 0 | 0 | ||
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 2,471 | 1,695,000 | PRN | DFND | 3 | 1,695,000 | 0 | 0 | |
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 761 | 522,000 | PRN | DFND | 2 | 522,000 | 0 | 0 | |
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 1,203 | 825,000 | PRN | DFND | 1 | 825,000 | 0 | 0 | |
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 5,809 | 3,986,000 | PRN | SOLE | 3,986,000 | 0 | 0 | ||
| GENERAL MTRS CO | COM | 37045V100 | 332 | 5,784 | SH | SOLE | 5,784 | 0 | 0 | ||
| GOLAR LNG LTD | NOTE 2.750% 2/1 | 38046YAB7 | 500 | 518,000 | PRN | DFND | 2 | 518,000 | 0 | 0 | |
| GOLAR LNG LTD | NOTE 2.750% 2/1 | 38046YAB7 | 1,272 | 1,318,000 | PRN | DFND | 3 | 1,318,000 | 0 | 0 | |
| GOLAR LNG LTD | NOTE 2.750% 2/1 | 38046YAB7 | 158 | 164,000 | PRN | SOLE | 164,000 | 0 | 0 | ||
| GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 332 | 368,000 | PRN | DFND | 2 | 368,000 | 0 | 0 | |
| GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 925 | 1,026,000 | PRN | DFND | 3 | 1,026,000 | 0 | 0 | |
| GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 1,062 | 1,178,000 | PRN | DFND | 1 | 1,178,000 | 0 | 0 | |
| GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 4,916 | 5,453,000 | PRN | SOLE | 5,453,000 | 0 | 0 | ||
| GRANITE CONSTR INC | NOTE 2.750%11/0 | 387328AB3 | 986 | 710,000 | PRN | DFND | 2 | 710,000 | 0 | 0 | |
| GRANITE CONSTR INC | NOTE 2.750%11/0 | 387328AB3 | 2,634 | 1,897,000 | PRN | DFND | 3 | 1,897,000 | 0 | 0 | |
| GRANITE CONSTR INC | NOTE 2.750%11/0 | 387328AB3 | 552 | 398,000 | PRN | SOLE | 398,000 | 0 | 0 | ||
| GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 593 | 624,000 | PRN | DFND | 2 | 624,000 | 0 | 0 | |
| GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 1,254 | 1,320,000 | PRN | DFND | 3 | 1,320,000 | 0 | 0 | |
| GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 353 | 372,000 | PRN | SOLE | 372,000 | 0 | 0 | ||
| GREEN PLAINS INC | NOTE 2.250% 3/1 | 393222AK0 | 1,743 | 1,559,000 | PRN | SOLE | 1,559,000 | 0 | 0 | ||
| GREENBRIER COS INC | NOTE 2.875% 2/0 | 393657AK7 | 1,438 | 1,324,000 | PRN | SOLE | 1,324,000 | 0 | 0 | ||
| GUESS INC | NOTE 2.000% 4/1 | 401617AD7 | 1,281 | 1,125,000 | PRN | DFND | 1 | 1,125,000 | 0 | 0 | |
| GUESS INC | NOTE 2.000% 4/1 | 401617AD7 | 6,641 | 5,832,000 | PRN | SOLE | 5,832,000 | 0 | 0 | ||
| HALOZYME THERAPEUTICS INC | NOTE 1.250%12/0 | 40637HAB5 | 943 | 515,000 | PRN | DFND | 1 | 515,000 | 0 | 0 | |
| HALOZYME THERAPEUTICS INC | NOTE 1.250%12/0 | 40637HAB5 | 1,046 | 571,000 | PRN | DFND | 2 | 571,000 | 0 | 0 | |
| HALOZYME THERAPEUTICS INC | NOTE 1.250%12/0 | 40637HAB5 | 2,617 | 1,429,000 | PRN | DFND | 3 | 1,429,000 | 0 | 0 | |
| HALOZYME THERAPEUTICS INC | NOTE 1.250%12/0 | 40637HAB5 | 5,485 | 2,996,000 | PRN | SOLE | 2,996,000 | 0 | 0 | ||
| HANNON ARMSTRONG SUST INFR C | NOTE 8/1 | 41068XAD2 | 705 | 565,000 | PRN | DFND | 1 | 565,000 | 0 | 0 | |
| HANNON ARMSTRONG SUST INFR C | NOTE 8/1 | 41068XAD2 | 4,135 | 3,318,000 | PRN | SOLE | 3,318,000 | 0 | 0 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 633 | 662,000 | PRN | DFND | 3 | 662,000 | 0 | 0 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 63 | 65,000 | PRN | SOLE | 65,000 | 0 | 0 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 261 | 273,000 | PRN | DFND | 2 | 273,000 | 0 | 0 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 5,538 | 4,811,000 | PRN | SOLE | 4,811,000 | 0 | 0 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 840 | 730,000 | PRN | DFND | 1 | 730,000 | 0 | 0 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 562 | 488,000 | PRN | DFND | 2 | 488,000 | 0 | 0 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 1,540 | 1,338,000 | PRN | DFND | 3 | 1,338,000 | 0 | 0 | |
| HERCULES CAPITAL INC | DBCV 4.375% 2/0 | 427096AF9 | 540 | 528,000 | PRN | SOLE | 528,000 | 0 | 0 | ||
| HOME DEPOT INC | COM | 437076102 | 1,101 | 3,606 | SH | SOLE | 3,606 | 0 | 0 | ||
| HONEYWELL INTL INC | COM | 438516106 | 390 | 1,798 | SH | SOLE | 1,798 | 0 | 0 | ||
| HOPE BANCORP INC | NOTE 2.000% 5/1 | 43940TAB5 | 1,569 | 1,600,000 | PRN | SOLE | 1,600,000 | 0 | 0 | ||
| II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 6,174 | 4,044,000 | PRN | SOLE | 4,044,000 | 0 | 0 | ||
| II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 1,106 | 725,000 | PRN | DFND | 1 | 725,000 | 0 | 0 | |
| II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 854 | 560,000 | PRN | DFND | 2 | 560,000 | 0 | 0 | |
| II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 2,343 | 1,536,000 | PRN | DFND | 3 | 1,536,000 | 0 | 0 | |
| ILLINOIS TOOL WKS INC | COM | 452308109 | 229 | 1,031 | SH | SOLE | 1,031 | 0 | 0 | ||
| ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 13,727 | 9,127,000 | PRN | SOLE | 9,127,000 | 0 | 0 | ||
| ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 992 | 660,000 | PRN | DFND | 1 | 660,000 | 0 | 0 | |
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 23,316 | 19,653,000 | PRN | SOLE | 19,653,000 | 0 | 0 | ||
| INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 656 | 552,000 | PRN | DFND | 2 | 552,000 | 0 | 0 | |
| INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 1,808 | 1,522,000 | PRN | DFND | 3 | 1,522,000 | 0 | 0 | |
| INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 209 | 176,000 | PRN | SOLE | 176,000 | 0 | 0 | ||
| INPHI CORP | COM | 45772F107 | 272 | 1,529 | SH | SOLE | 1,529 | 0 | 0 | ||
| INPHI CORP | NOTE 0.750% 9/0 | 45772FAC1 | 794 | 252,000 | PRN | SOLE | 252,000 | 0 | 0 | ||
| INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 488 | 332,000 | PRN | SOLE | 332,000 | 0 | 0 | ||
| INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 485 | 436,000 | PRN | DFND | 2 | 436,000 | 0 | 0 | |
| INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 1,239 | 1,113,000 | PRN | DFND | 3 | 1,113,000 | 0 | 0 | |
| INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 991 | 891,000 | PRN | SOLE | 891,000 | 0 | 0 | ||
| INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 1,761 | 1,325,000 | PRN | DFND | 1 | 1,325,000 | 0 | 0 | |
| INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 11,487 | 8,645,000 | PRN | SOLE | 8,645,000 | 0 | 0 | ||
| INTEL CORP | COM | 458140100 | 593 | 9,246 | SH | SOLE | 9,246 | 0 | 0 | ||
| INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 486 | 4,349 | SH | SOLE | 4,349 | 0 | 0 | ||
| INTERNATIONAL FLAVORS&FRAGRA | UNIT 09/15/2021 | 459506309 | 136 | 2,777 | SH | DFND | 2 | 2,777 | 0 | 0 | |
| INTERNATIONAL FLAVORS&FRAGRA | UNIT 09/15/2021 | 459506309 | 292 | 5,948 | SH | DFND | 3 | 5,948 | 0 | 0 | |
| INTERNATIONAL FLAVORS&FRAGRA | UNIT 09/15/2021 | 459506309 | 511 | 10,410 | SH | SOLE | 10,410 | 0 | 0 | ||
| INTUIT | COM | 461202103 | 202 | 523 | SH | SOLE | 523 | 0 | 0 | ||
| INVITAE CORP | NOTE 2.000% 9/0 | 46185LAB9 | 745 | 495,000 | PRN | DFND | 1 | 495,000 | 0 | 0 | |
| INVITAE CORP | NOTE 2.000% 9/0 | 46185LAB9 | 3,494 | 2,315,000 | PRN | SOLE | 2,315,000 | 0 | 0 | ||
| IONIS PHARMACEUTICALS INC | NOTE 0.125%12/1 | 462222AB6 | 1,421 | 1,488,000 | PRN | DFND | 3 | 1,488,000 | 0 | 0 | |
| IONIS PHARMACEUTICALS INC | NOTE 0.125%12/1 | 462222AB6 | 1,597 | 1,672,000 | PRN | SOLE | 1,672,000 | 0 | 0 | ||
| IONIS PHARMACEUTICALS INC | NOTE 0.125%12/1 | 462222AB6 | 558 | 585,000 | PRN | DFND | 2 | 585,000 | 0 | 0 | |
| IQIYI INC | NOTE 2.000% 4/0 | 46267XAD0 | 918 | 995,000 | PRN | DFND | 2 | 995,000 | 0 | 0 | |
| IQIYI INC | NOTE 2.000% 4/0 | 46267XAD0 | 2,517 | 2,727,000 | PRN | DFND | 3 | 2,727,000 | 0 | 0 | |
| IQIYI INC | NOTE 2.000% 4/0 | 46267XAD0 | 257 | 278,000 | PRN | SOLE | 278,000 | 0 | 0 | ||
| ISHARES INC | CORE MSCI EMKT | 46434G103 | 4,500 | 69,902 | SH | SOLE | 69,902 | 0 | 0 | ||
| ISHARES TR | 1 3 YR TREAS BD | 464287457 | 453 | 5,257 | SH | SOLE | 5,257 | 0 | 0 | ||
| ISHARES TR | CORE S&P500 ETF | 464287200 | 66,188 | 166,377 | SH | SOLE | 166,377 | 0 | 0 | ||
| ISHARES TR | CORE US AGGBD ET | 464287226 | 19,887 | 174,734 | SH | SOLE | 174,734 | 0 | 0 | ||
| ISHARES TR | FLTG RATE NT ETF | 46429B655 | 502 | 9,864 | SH | SOLE | 9,864 | 0 | 0 | ||
| ISHARES TR | JPMORGAN USD EMG | 464288281 | 3,341 | 30,695 | SH | SOLE | 30,695 | 0 | 0 | ||
| ISHARES TR | MORTGE REL ETF | 46435G342 | 572 | 16,238 | SH | SOLE | 16,238 | 0 | 0 | ||
| ISHARES TR | MSCI ACWI EX US | 464288240 | 4,611 | 83,603 | SH | SOLE | 83,603 | 0 | 0 | ||
| ISHARES TR | MSCI EURO FL ETF | 464289180 | 1,989 | 103,282 | SH | SOLE | 103,282 | 0 | 0 | ||
| ISHARES TR | RUS 1000 VAL ETF | 464287598 | 6,742 | 44,492 | SH | SOLE | 44,492 | 0 | 0 | ||
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 3,644 | 16,497 | SH | SOLE | 16,497 | 0 | 0 | ||
| ISHARES TR | U.S. BAS MTL ETF | 464287838 | 224 | 1,761 | SH | SOLE | 1,761 | 0 | 0 | ||
| ISHARES TR | U.S. REAL ES ETF | 464287739 | 693 | 7,524 | SH | SOLE | 7,524 | 0 | 0 | ||
| ISHARES TR | U.S. TECH ETF | 464287721 | 2,705 | 30,820 | SH | SOLE | 30,820 | 0 | 0 | ||
| ISTAR INC | NOTE 3.125% 9/1 | 45031UCB5 | 1,514 | 1,149,000 | PRN | DFND | 3 | 1,149,000 | 0 | 0 | |
| ISTAR INC | NOTE 3.125% 9/1 | 45031UCB5 | 188 | 143,000 | PRN | SOLE | 143,000 | 0 | 0 | ||
| ISTAR INC | NOTE 3.125% 9/1 | 45031UCB5 | 603 | 458,000 | PRN | DFND | 2 | 458,000 | 0 | 0 | |
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 1,840 | 1,703,000 | PRN | DFND | 3 | 1,703,000 | 0 | 0 | |
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 1,073 | 992,000 | PRN | SOLE | 992,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 667 | 617,000 | PRN | DFND | 2 | 617,000 | 0 | 0 | |
| JOHNSON & JOHNSON | COM | 478160104 | 981 | 5,989 | SH | SOLE | 5,989 | 0 | 0 | ||
| JPMORGAN CHASE & CO | COM | 46625H100 | 1,632 | 10,725 | SH | SOLE | 10,725 | 0 | 0 | ||
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 383 | 353,000 | PRN | DFND | 2 | 353,000 | 0 | 0 | |
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 779 | 719,000 | PRN | DFND | 3 | 719,000 | 0 | 0 | |
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 139 | 128,000 | PRN | SOLE | 128,000 | 0 | 0 | ||
| KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 1,222 | 775,000 | PRN | DFND | 1 | 775,000 | 0 | 0 | |
| KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 6,114 | 3,877,000 | PRN | SOLE | 3,877,000 | 0 | 0 | ||
| KIMBERLY-CLARK CORP | COM | 494368103 | 1,208 | 8,685 | SH | SOLE | 8,685 | 0 | 0 | ||
| KKR REAL ESTATE FIN TR INC | NOTE 6.125% 5/1 | 48251KAB6 | 711 | 694,000 | PRN | DFND | 2 | 694,000 | 0 | 0 | |
| KKR REAL ESTATE FIN TR INC | NOTE 6.125% 5/1 | 48251KAB6 | 1,899 | 1,853,000 | PRN | DFND | 3 | 1,853,000 | 0 | 0 | |
| KKR REAL ESTATE FIN TR INC | NOTE 6.125% 5/1 | 48251KAB6 | 210 | 205,000 | PRN | SOLE | 205,000 | 0 | 0 | ||
| KNOWLES CORP | NOTE 3.250%11/0 | 49926DAB5 | 417 | 357,000 | PRN | DFND | 2 | 357,000 | 0 | 0 | |
| KNOWLES CORP | NOTE 3.250%11/0 | 49926DAB5 | 948 | 811,000 | PRN | DFND | 3 | 811,000 | 0 | 0 | |
| KNOWLES CORP | NOTE 3.250%11/0 | 49926DAB5 | 96 | 82,000 | PRN | SOLE | 82,000 | 0 | 0 | ||
| LABORATORY CORP AMER HLDGS | COM NEW | 50540R409 | 249 | 972 | SH | SOLE | 972 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | COM SER C FRMLA | 531229854 | 232 | 5,298 | SH | SOLE | 5,298 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | DEB 3.500% 1/1 | 530715AN1 | 220 | 221,000 | PRN | DFND | 2 | 221,000 | 0 | 0 | |
| LIBERTY MEDIA CORP DEL | DEB 3.500% 1/1 | 530715AN1 | 483 | 485,000 | PRN | DFND | 3 | 485,000 | 0 | 0 | |
| LIBERTY MEDIA CORP DEL | DEB 3.500% 1/1 | 530715AN1 | 293 | 294,000 | PRN | SOLE | 294,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | NOTE 1.000% 1/3 | 531229AF9 | 1,446 | 1,140,000 | PRN | DFND | 1 | 1,140,000 | 0 | 0 | |
| LIBERTY MEDIA CORP DEL | NOTE 1.000% 1/3 | 531229AF9 | 8,636 | 6,811,000 | PRN | SOLE | 6,811,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 1,273 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
| LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 6,470 | 5,079,000 | PRN | SOLE | 5,079,000 | 0 | 0 | ||
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 2,634 | 2,545,000 | PRN | DFND | 3 | 2,545,000 | 0 | 0 | |
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 824 | 796,000 | PRN | DFND | 2 | 796,000 | 0 | 0 | |
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 268 | 259,000 | PRN | SOLE | 259,000 | 0 | 0 | ||
| LINDE PLC | SHS | G5494J103 | 244 | 869 | SH | SOLE | 869 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 1,956 | 1,400,000 | PRN | DFND | 1 | 1,400,000 | 0 | 0 | |
| LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 14,168 | 10,141,000 | PRN | SOLE | 10,141,000 | 0 | 0 | ||
| LOCKHEED MARTIN CORP | COM | 539830109 | 244 | 659 | SH | SOLE | 659 | 0 | 0 | ||
| LOEWS CORP | COM | 540424108 | 679 | 13,232 | SH | SOLE | 13,232 | 0 | 0 | ||
| LOWES COS INC | COM | 548661107 | 242 | 1,267 | SH | SOLE | 1,267 | 0 | 0 | ||
| LPL FINL HLDGS INC | COM | 50212V100 | 272 | 1,916 | SH | SOLE | 1,916 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 1,483 | 1,275,000 | PRN | DFND | 1 | 1,275,000 | 0 | 0 | |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 10,606 | 9,123,000 | PRN | SOLE | 9,123,000 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 711 | 611,000 | PRN | DFND | 2 | 611,000 | 0 | 0 | |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 2,042 | 1,756,000 | PRN | DFND | 3 | 1,756,000 | 0 | 0 | |
| MARCUS CORP DEL | COM | 566330106 | 221 | 11,052 | SH | SOLE | 11,052 | 0 | 0 | ||
| MARRIOTT VACTINS WORLDWID CO | NOTE 1.500% 9/1 | 57164YAB3 | 828 | 640,000 | PRN | SOLE | 640,000 | 0 | 0 | ||
| MASTERCARD INCORPORATED | CL A | 57636Q104 | 549 | 1,542 | SH | SOLE | 1,542 | 0 | 0 | ||
| MCDONALDS CORP | COM | 580135101 | 483 | 2,153 | SH | SOLE | 2,153 | 0 | 0 | ||
| MEDTRONIC PLC | SHS | G5960L103 | 382 | 3,234 | SH | SOLE | 3,234 | 0 | 0 | ||
| MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 | 9,487 | 2,837,000 | PRN | SOLE | 2,837,000 | 0 | 0 | ||
| MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 | 2,492 | 745,000 | PRN | DFND | 1 | 745,000 | 0 | 0 | |
| MERCK & CO. INC | COM | 58933Y105 | 494 | 6,400 | SH | SOLE | 6,400 | 0 | 0 | ||
| MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 1,470 | 1,275,000 | PRN | DFND | 1 | 1,275,000 | 0 | 0 | |
| MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 399 | 346,000 | PRN | DFND | 2 | 346,000 | 0 | 0 | |
| MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 869 | 754,000 | PRN | DFND | 3 | 754,000 | 0 | 0 | |
| MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 9,196 | 7,972,000 | PRN | SOLE | 7,972,000 | 0 | 0 | ||
| MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 1,094 | 1,105,000 | PRN | DFND | 2 | 1,105,000 | 0 | 0 | |
| MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 3,022 | 3,053,000 | PRN | DFND | 3 | 3,053,000 | 0 | 0 | |
| MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 293 | 296,000 | PRN | SOLE | 296,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 130 | 110,000 | PRN | SOLE | 110,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | NOTE 1.625% 2/1 | 595017AD6 | 38 | 11,000 | PRN | SOLE | 11,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | NOTE 1.625% 2/1 | 595017AF1 | 4,015 | 1,765,000 | PRN | DFND | 1 | 1,765,000 | 0 | 0 | |
| MICROCHIP TECHNOLOGY INC. | NOTE 1.625% 2/1 | 595017AF1 | 20,699 | 9,096,000 | PRN | SOLE | 9,096,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | NOTE 2.250% 2/1 | 595017AH7 | 1,611 | 705,000 | PRN | SOLE | 705,000 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | COM | 595112103 | 311 | 3,533 | SH | SOLE | 3,533 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | NOTE 3.125% 5/0 | 595112AX1 | 2,092 | 237,000 | PRN | DFND | 1 | 237,000 | 0 | 0 | |
| MICRON TECHNOLOGY INC | NOTE 3.125% 5/0 | 595112AX1 | 11,438 | 1,296,000 | PRN | SOLE | 1,296,000 | 0 | 0 | ||
| MICROSOFT CORP | COM | 594918104 | 3,826 | 16,232 | SH | SOLE | 16,232 | 0 | 0 | ||
| MOMO INC | NOTE 1.250% 7/0 | 60879BAB3 | 768 | 878,000 | PRN | DFND | 2 | 878,000 | 0 | 0 | |
| MOMO INC | NOTE 1.250% 7/0 | 60879BAB3 | 2,190 | 2,504,000 | PRN | DFND | 3 | 2,504,000 | 0 | 0 | |
| MOMO INC | NOTE 1.250% 7/0 | 60879BAB3 | 278 | 318,000 | PRN | SOLE | 318,000 | 0 | 0 | ||
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 1,181 | 820,000 | PRN | DFND | 1 | 820,000 | 0 | 0 | |
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 6,090 | 4,231,000 | PRN | SOLE | 4,231,000 | 0 | 0 | ||
| MORGAN STANLEY | COM NEW | 617446448 | 230 | 2,961 | SH | SOLE | 2,961 | 0 | 0 | ||
| MOTOROLA SOLUTIONS INC | COM NEW | 620076307 | 212 | 1,111 | SH | SOLE | 1,111 | 0 | 0 | ||
| NEOGENOMICS INC | NOTE 0.250% 1/1 | 64049MAB6 | 342 | 340,000 | PRN | DFND | 2 | 340,000 | 0 | 0 | |
| NEOGENOMICS INC | NOTE 0.250% 1/1 | 64049MAB6 | 1,014 | 1,008,000 | PRN | DFND | 3 | 1,008,000 | 0 | 0 | |
| NEOGENOMICS INC | NOTE 0.250% 1/1 | 64049MAB6 | 4,920 | 4,896,000 | PRN | SOLE | 4,896,000 | 0 | 0 | ||
| NEOGENOMICS INC | NOTE 0.250% 1/1 | 64049MAB6 | 996 | 990,000 | PRN | DFND | 1 | 990,000 | 0 | 0 | |
| NETFLIX INC | COM | 64110L106 | 330 | 629 | SH | SOLE | 629 | 0 | 0 | ||
| NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 280 | 209,000 | PRN | SOLE | 209,000 | 0 | 0 | ||
| NEW MTN FIN CORP | NOTE 5.750% 8/1 | 647551AC4 | 243 | 233,000 | PRN | DFND | 2 | 233,000 | 0 | 0 | |
| NEW MTN FIN CORP | NOTE 5.750% 8/1 | 647551AC4 | 720 | 690,000 | PRN | DFND | 3 | 690,000 | 0 | 0 | |
| NEW MTN FIN CORP | NOTE 5.750% 8/1 | 647551AC4 | 80 | 77,000 | PRN | SOLE | 77,000 | 0 | 0 | ||
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 700 | 718,000 | PRN | DFND | 2 | 718,000 | 0 | 0 | |
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 2,060 | 2,113,000 | PRN | DFND | 3 | 2,113,000 | 0 | 0 | |
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 165 | 169,000 | PRN | SOLE | 169,000 | 0 | 0 | ||
| NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944P307 | 245 | 4,907 | SH | SOLE | 4,907 | 0 | 0 | ||
| NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944P307 | 838 | 16,768 | SH | DFND | 2 | 16,768 | 0 | 0 | |
| NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944P307 | 1,974 | 39,483 | SH | DFND | 3 | 39,483 | 0 | 0 | |
| NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604AD7 | 235 | 232,000 | PRN | SOLE | 232,000 | 0 | 0 | ||
| NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604AD7 | 454 | 447,000 | PRN | DFND | 2 | 447,000 | 0 | 0 | |
| NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604AD7 | 1,342 | 1,321,000 | PRN | DFND | 3 | 1,321,000 | 0 | 0 | |
| NEXTERA ENERGY INC | UNIT 09/01/2022S | 65339F796 | 4,477 | 77,995 | SH | SOLE | 77,995 | 0 | 0 | ||
| NEXTERA ENERGY INC | UNIT 99/99/9999 | 65339F770 | 2,353 | 47,500 | SH | DFND | 1 | 47,500 | 0 | 0 | |
| NEXTERA ENERGY INC | UNIT 99/99/9999 | 65339F770 | 12,656 | 255,490 | SH | SOLE | 255,490 | 0 | 0 | ||
| NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 65 | 25,000 | PRN | SOLE | 25,000 | 0 | 0 | ||
| NIKE INC | CL B | 654106103 | 359 | 2,695 | SH | SOLE | 2,695 | 0 | 0 | ||
| NORWEGIAN CRUISE LINE HLDG L | SHS | G66721104 | 237 | 8,571 | SH | SOLE | 8,571 | 0 | 0 | ||
| NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 8,353 | 441,000 | PRN | SOLE | 441,000 | 0 | 0 | ||
| NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 757 | 40,000 | PRN | DFND | 1 | 40,000 | 0 | 0 | |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 758 | 651,000 | PRN | DFND | 2 | 651,000 | 0 | 0 | |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 2,200 | 1,889,000 | PRN | DFND | 3 | 1,889,000 | 0 | 0 | |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 245 | 210,000 | PRN | SOLE | 210,000 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 1,516 | 821,000 | PRN | DFND | 3 | 821,000 | 0 | 0 | |
| NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 10,456 | 5,663,000 | PRN | SOLE | 5,663,000 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 733 | 397,000 | PRN | DFND | 2 | 397,000 | 0 | 0 | |
| NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 1,929 | 1,045,000 | PRN | DFND | 1 | 1,045,000 | 0 | 0 | |
| NUANCE COMMUNICATIONS INC | NOTE 1.250% 4/0 | 67020YAN0 | 2,083 | 916,000 | PRN | SOLE | 916,000 | 0 | 0 | ||
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 963 | 945,000 | PRN | DFND | 1 | 945,000 | 0 | 0 | |
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 4,444 | 4,364,000 | PRN | SOLE | 4,364,000 | 0 | 0 | ||
| NVIDIA CORPORATION | COM | 67066G104 | 690 | 1,292 | SH | SOLE | 1,292 | 0 | 0 | ||
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 2,598 | 1,925,000 | PRN | DFND | 1 | 1,925,000 | 0 | 0 | |
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 11,522 | 8,538,000 | PRN | SOLE | 8,538,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 2,913 | 1,405,000 | PRN | DFND | 1 | 1,405,000 | 0 | 0 | |
| ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 17,867 | 8,619,000 | PRN | SOLE | 8,619,000 | 0 | 0 | ||
| ORACLE CORP | COM | 68389X105 | 375 | 5,361 | SH | SOLE | 5,361 | 0 | 0 | ||
| OREILLY AUTOMOTIVE INC | COM | 67103H107 | 226 | 444 | SH | SOLE | 444 | 0 | 0 | ||
| OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 750 | 696,000 | PRN | DFND | 2 | 696,000 | 0 | 0 | |
| OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 2,318 | 2,150,000 | PRN | DFND | 3 | 2,150,000 | 0 | 0 | |
| OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 247 | 229,000 | PRN | SOLE | 229,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 817 | 618,000 | PRN | DFND | 2 | 618,000 | 0 | 0 | |
| PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 2,863 | 2,166,000 | PRN | DFND | 3 | 2,166,000 | 0 | 0 | |
| PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 3,569 | 2,700,000 | PRN | DFND | 1 | 2,700,000 | 0 | 0 | |
| PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 20,916 | 15,819,000 | PRN | SOLE | 15,819,000 | 0 | 0 | ||
| PARKER-HANNIFIN CORP | COM | 701094104 | 260 | 818 | SH | SOLE | 818 | 0 | 0 | ||
| PATRICK INDS INC | DBCV 1.000% 2/0 | 703343AB9 | 910 | 780,000 | PRN | DFND | 1 | 780,000 | 0 | 0 | |
| PATRICK INDS INC | DBCV 1.000% 2/0 | 703343AB9 | 4,166 | 3,575,000 | PRN | SOLE | 3,575,000 | 0 | 0 | ||
| PAYPAL HLDGS INC | COM | 70450Y103 | 847 | 3,488 | SH | SOLE | 3,488 | 0 | 0 | ||
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 1,032 | 882,000 | PRN | DFND | 3 | 882,000 | 0 | 0 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 6,891 | 5,886,000 | PRN | SOLE | 5,886,000 | 0 | 0 | ||
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 1,346 | 1,150,000 | PRN | DFND | 1 | 1,150,000 | 0 | 0 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 349 | 298,000 | PRN | DFND | 2 | 298,000 | 0 | 0 | |
| PENN NATL GAMING INC | NOTE 2.750% 5/1 | 707569AU3 | 2,097 | 465,000 | PRN | DFND | 1 | 465,000 | 0 | 0 | |
| PENN NATL GAMING INC | NOTE 2.750% 5/1 | 707569AU3 | 10,326 | 2,289,000 | PRN | SOLE | 2,289,000 | 0 | 0 | ||
| PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 1,092 | 1,085,000 | PRN | DFND | 2 | 1,085,000 | 0 | 0 | |
| PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 2,699 | 2,681,000 | PRN | DFND | 3 | 2,681,000 | 0 | 0 | |
| PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 232 | 231,000 | PRN | SOLE | 231,000 | 0 | 0 | ||
| PEPSICO INC | COM | 713448108 | 482 | 3,403 | SH | SOLE | 3,403 | 0 | 0 | ||
| PERKINELMER INC | COM | 714046109 | 277 | 2,162 | SH | SOLE | 2,162 | 0 | 0 | ||
| PFIZER INC | COM | 717081103 | 681 | 18,784 | SH | SOLE | 18,784 | 0 | 0 | ||
| PHILLIPS 66 | COM | 718546104 | 241 | 2,955 | SH | SOLE | 2,955 | 0 | 0 | ||
| PINDUODUO INC | NOTE 12/0 | 722304AC6 | 1,233 | 1,165,000 | PRN | DFND | 1 | 1,165,000 | 0 | 0 | |
| PINDUODUO INC | NOTE 12/0 | 722304AC6 | 8,654 | 8,174,000 | PRN | SOLE | 8,174,000 | 0 | 0 | ||
| PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 840 | 785,000 | PRN | DFND | 2 | 785,000 | 0 | 0 | |
| PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 2,112 | 1,973,000 | PRN | DFND | 3 | 1,973,000 | 0 | 0 | |
| PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 259 | 242,000 | PRN | SOLE | 242,000 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 10,886 | 9,287,000 | PRN | SOLE | 9,287,000 | 0 | 0 | ||
| PROCTER AND GAMBLE CO | COM | 742718109 | 921 | 6,799 | SH | SOLE | 6,799 | 0 | 0 | ||
| PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 2,654 | 146,449 | SH | DFND | 3 | 146,449 | 0 | 0 | |
| PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 16 | 885 | SH | SOLE | 885 | 0 | 0 | ||
| PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 954 | 52,666 | SH | DFND | 2 | 52,666 | 0 | 0 | |
| PROSPECT CAP CORP | NOTE 6.375% 3/0 | 74348TAT9 | 7,492 | 6,961,000 | PRN | SOLE | 6,961,000 | 0 | 0 | ||
| PRUDENTIAL FINL INC | COM | 744320102 | 231 | 2,536 | SH | SOLE | 2,536 | 0 | 0 | ||
| PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 4,338 | 3,955,000 | PRN | SOLE | 3,955,000 | 0 | 0 | ||
| PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 757 | 690,000 | PRN | DFND | 1 | 690,000 | 0 | 0 | |
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 1,059 | 813,000 | PRN | SOLE | 813,000 | 0 | 0 | ||
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 652 | 500,000 | PRN | DFND | 2 | 500,000 | 0 | 0 | |
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 1,744 | 1,338,000 | PRN | DFND | 3 | 1,338,000 | 0 | 0 | |
| QUALCOMM INC | COM | 747525103 | 235 | 1,763 | SH | SOLE | 1,763 | 0 | 0 | ||
| RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 749 | 806,000 | PRN | DFND | 2 | 806,000 | 0 | 0 | |
| RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 1,566 | 1,686,000 | PRN | DFND | 3 | 1,686,000 | 0 | 0 | |
| RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 240 | 258,000 | PRN | SOLE | 258,000 | 0 | 0 | ||
| RAMBUS INC DEL | NOTE 1.375% 2/0 | 750917AG1 | 438 | 367,000 | PRN | SOLE | 367,000 | 0 | 0 | ||
| REDWOOD TR INC | NOTE 4.750% 8/1 | 758075AC9 | 274 | 275,000 | PRN | SOLE | 275,000 | 0 | 0 | ||
| REDWOOD TR INC | NOTE 4.750% 8/1 | 758075AC9 | 2,717 | 2,724,000 | PRN | DFND | 3 | 2,724,000 | 0 | 0 | |
| REDWOOD TR INC | NOTE 4.750% 8/1 | 758075AC9 | 881 | 883,000 | PRN | DFND | 2 | 883,000 | 0 | 0 | |
| REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 1,334 | 760,000 | PRN | DFND | 1 | 760,000 | 0 | 0 | |
| REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 6,147 | 3,501,000 | PRN | SOLE | 3,501,000 | 0 | 0 | ||
| RETROPHIN INC | NOTE 2.500% 9/1 | 761299AB2 | 487 | 476,000 | PRN | DFND | 2 | 476,000 | 0 | 0 | |
| RETROPHIN INC | NOTE 2.500% 9/1 | 761299AB2 | 1,094 | 1,069,000 | PRN | DFND | 3 | 1,069,000 | 0 | 0 | |
| RETROPHIN INC | NOTE 2.500% 9/1 | 761299AB2 | 198 | 194,000 | PRN | SOLE | 194,000 | 0 | 0 | ||
| REVANCE THERAPEUTICS INC | NOTE 1.750% 2/1 | 761330AB5 | 616 | 550,000 | PRN | DFND | 1 | 550,000 | 0 | 0 | |
| REVANCE THERAPEUTICS INC | NOTE 1.750% 2/1 | 761330AB5 | 4,184 | 3,737,000 | PRN | SOLE | 3,737,000 | 0 | 0 | ||
| RH | NOTE 6/1 | 74967XAA1 | 6,965 | 2,264,000 | PRN | SOLE | 2,264,000 | 0 | 0 | ||
| RH | NOTE 6/1 | 74967XAA1 | 2,185 | 710,000 | PRN | DFND | 1 | 710,000 | 0 | 0 | |
| RH | NOTE 9/1 | 74967XAD5 | 4,798 | 1,700,000 | PRN | SOLE | 1,700,000 | 0 | 0 | ||
| RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 1,233 | 1,125,000 | PRN | DFND | 1 | 1,125,000 | 0 | 0 | |
| RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 8,039 | 7,340,000 | PRN | SOLE | 7,340,000 | 0 | 0 | ||
| ROSECLIFF ACQUISITION CORP I | UNIT 99/99/9999 | 77732R202 | 99 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| SAILPOINT TECHNOLOGIES HLDGS | NOTE 0.125% 9/1 | 78781PAB1 | 715 | 385,000 | PRN | DFND | 1 | 385,000 | 0 | 0 | |
| SAILPOINT TECHNOLOGIES HLDGS | NOTE 0.125% 9/1 | 78781PAB1 | 3,335 | 1,797,000 | PRN | SOLE | 1,797,000 | 0 | 0 | ||
| SALESFORCE COM INC | COM | 79466L302 | 332 | 1,568 | SH | SOLE | 1,568 | 0 | 0 | ||
| SEACOR HOLDINGS INC | NOTE 3.250% 5/1 | 811904AN1 | 467 | 489,000 | PRN | DFND | 2 | 489,000 | 0 | 0 | |
| SEACOR HOLDINGS INC | NOTE 3.250% 5/1 | 811904AN1 | 1,444 | 1,511,000 | PRN | DFND | 3 | 1,511,000 | 0 | 0 | |
| SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 2,524 | 51,478 | SH | SOLE | 51,478 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | SBI INT-FINL | 81369Y605 | 2,478 | 72,826 | SH | SOLE | 72,826 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 | 1,517 | 23,718 | SH | SOLE | 23,718 | 0 | 0 | ||
| SERVICENOW INC | COM | 81762P102 | 279 | 551 | SH | SOLE | 551 | 0 | 0 | ||
| SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 871 | 235,000 | PRN | DFND | 1 | 235,000 | 0 | 0 | |
| SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 4,118 | 1,111,000 | PRN | SOLE | 1,111,000 | 0 | 0 | ||
| SHIP FIN INTL LTD | NOTE 4.875% 5/0 | 824689AG8 | 379 | 394,000 | PRN | DFND | 2 | 394,000 | 0 | 0 | |
| SHIP FIN INTL LTD | NOTE 4.875% 5/0 | 824689AG8 | 1,171 | 1,218,000 | PRN | DFND | 3 | 1,218,000 | 0 | 0 | |
| SHIP FIN INTL LTD | NOTE 4.875% 5/0 | 824689AG8 | 133 | 138,000 | PRN | SOLE | 138,000 | 0 | 0 | ||
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 866 | 760,000 | PRN | DFND | 1 | 760,000 | 0 | 0 | |
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 7,494 | 6,574,000 | PRN | SOLE | 6,574,000 | 0 | 0 | ||
| SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 4,186 | 1,775,000 | PRN | DFND | 1 | 1,775,000 | 0 | 0 | |
| SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 23,905 | 10,137,000 | PRN | SOLE | 10,137,000 | 0 | 0 | ||
| SOUTH JERSEY INDS INC | UNIT 04/01/2024 | 838518306 | 489 | 9,850 | SH | DFND | 2 | 9,850 | 0 | 0 | |
| SOUTH JERSEY INDS INC | UNIT 04/01/2024 | 838518306 | 1,361 | 27,386 | SH | DFND | 3 | 27,386 | 0 | 0 | |
| SOUTH JERSEY INDS INC | UNIT 04/01/2024 | 838518306 | 137 | 2,764 | SH | SOLE | 2,764 | 0 | 0 | ||
| SOUTHERN CO | UNIT 08/01/2022 | 842587602 | 1,850 | 36,315 | SH | SOLE | 36,315 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | COM | 844741108 | 359 | 5,884 | SH | SOLE | 5,884 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 594 | 346,000 | PRN | DFND | 2 | 346,000 | 0 | 0 | |
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 1,777 | 1,035,000 | PRN | DFND | 3 | 1,035,000 | 0 | 0 | |
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 3,563 | 2,075,000 | PRN | DFND | 1 | 2,075,000 | 0 | 0 | |
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 65,566 | 38,190,000 | PRN | SOLE | 38,190,000 | 0 | 0 | ||
| SPDR SER TR | BLMBRG BRC CNVRT | 78464A359 | 3,734 | 44,798 | SH | SOLE | 44,798 | 0 | 0 | ||
| SPIRIT AIRLS INC | NOTE 4.750% 5/1 | 848577AA0 | 1,976 | 645,000 | PRN | DFND | 1 | 645,000 | 0 | 0 | |
| SPIRIT AIRLS INC | NOTE 4.750% 5/1 | 848577AA0 | 9,282 | 3,029,000 | PRN | SOLE | 3,029,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 1,154 | 1,010,000 | PRN | DFND | 1 | 1,010,000 | 0 | 0 | |
| SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 4,789 | 4,190,000 | PRN | SOLE | 4,190,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 685 | 582,000 | PRN | SOLE | 582,000 | 0 | 0 | ||
| SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 4,465 | 1,530,000 | PRN | DFND | 1 | 1,530,000 | 0 | 0 | |
| SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 25,484 | 8,734,000 | PRN | SOLE | 8,734,000 | 0 | 0 | ||
| STANLEY BLACK & DECKER INC | UNIT 11/15/2022 | 854502846 | 1,829 | 15,500 | SH | DFND | 1 | 15,500 | 0 | 0 | |
| STANLEY BLACK & DECKER INC | UNIT 11/15/2022 | 854502846 | 14,602 | 123,756 | SH | SOLE | 123,756 | 0 | 0 | ||
| SUMMIT HOTEL PPTYS INC | NOTE 1.500% 2/1 | 866082AA8 | 5,841 | 5,299,000 | PRN | SOLE | 5,299,000 | 0 | 0 | ||
| SUMMIT HOTEL PPTYS INC | NOTE 1.500% 2/1 | 866082AA8 | 1,151 | 1,045,000 | PRN | DFND | 1 | 1,045,000 | 0 | 0 | |
| SUMMIT HOTEL PPTYS INC | NOTE 1.500% 2/1 | 866082AA8 | 286 | 260,000 | PRN | DFND | 2 | 260,000 | 0 | 0 | |
| SUMMIT HOTEL PPTYS INC | NOTE 1.500% 2/1 | 866082AA8 | 728 | 661,000 | PRN | DFND | 3 | 661,000 | 0 | 0 | |
| SUNPOWER CORP | DBCV 4.000% 1/1 | 867652AL3 | 378 | 240,000 | PRN | SOLE | 240,000 | 0 | 0 | ||
| SUNPOWER CORP | DBCV 4.000% 1/1 | 867652AL3 | 486 | 309,000 | PRN | DFND | 2 | 309,000 | 0 | 0 | |
| SUNPOWER CORP | DBCV 4.000% 1/1 | 867652AL3 | 1,356 | 862,000 | PRN | DFND | 3 | 862,000 | 0 | 0 | |
| SYNAPTICS INC | NOTE 0.500% 6/1 | 87157DAD1 | 2,073 | 1,125,000 | PRN | DFND | 1 | 1,125,000 | 0 | 0 | |
| SYNAPTICS INC | NOTE 0.500% 6/1 | 87157DAD1 | 13,342 | 7,240,000 | PRN | SOLE | 7,240,000 | 0 | 0 | ||
| TABULA RASA HEALTHCARE INC | NOTE 1.750% 2/1 | 873379AA9 | 618 | 612,000 | PRN | DFND | 2 | 612,000 | 0 | 0 | |
| TABULA RASA HEALTHCARE INC | NOTE 1.750% 2/1 | 873379AA9 | 1,907 | 1,888,000 | PRN | DFND | 3 | 1,888,000 | 0 | 0 | |
| TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADS | 874039100 | 337 | 2,852 | SH | SOLE | 2,852 | 0 | 0 | ||
| TELADOC HEALTH INC | NOTE 1.375% 5/1 | 87918AAC9 | 722 | 212,000 | PRN | SOLE | 212,000 | 0 | 0 | ||
| TEMPUR SEALY INTL INC | COM | 88023U101 | 296 | 8,109 | SH | SOLE | 8,109 | 0 | 0 | ||
| TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 10,827 | 2,815,000 | PRN | SOLE | 2,815,000 | 0 | 0 | ||
| TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 1,942 | 505,000 | PRN | DFND | 1 | 505,000 | 0 | 0 | |
| TESLA INC | COM | 88160R101 | 404 | 607 | SH | SOLE | 607 | 0 | 0 | ||
| TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 6,232 | 580,000 | PRN | DFND | 1 | 580,000 | 0 | 0 | |
| TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 34,123 | 3,176,000 | PRN | SOLE | 3,176,000 | 0 | 0 | ||
| TEXAS INSTRS INC | COM | 882508104 | 232 | 1,218 | SH | SOLE | 1,218 | 0 | 0 | ||
| THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 385 | 380,000 | PRN | DFND | 2 | 380,000 | 0 | 0 | |
| THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 1,189 | 1,174,000 | PRN | DFND | 3 | 1,174,000 | 0 | 0 | |
| THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 198 | 196,000 | PRN | SOLE | 196,000 | 0 | 0 | ||
| THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 558 | 558,000 | PRN | DFND | 2 | 558,000 | 0 | 0 | |
| THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 994 | 993,000 | PRN | DFND | 3 | 993,000 | 0 | 0 | |
| THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 204 | 204,000 | PRN | SOLE | 204,000 | 0 | 0 | ||
| THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 398 | 877 | SH | SOLE | 877 | 0 | 0 | ||
| TRUIST FINL CORP | COM | 89832Q109 | 206 | 3,515 | SH | SOLE | 3,515 | 0 | 0 | ||
| TWILIO INC | NOTE 0.250% 6/0 | 90138FAB8 | 14,292 | 2,982,000 | PRN | SOLE | 2,982,000 | 0 | 0 | ||
| TWILIO INC | NOTE 0.250% 6/0 | 90138FAB8 | 3,307 | 690,000 | PRN | DFND | 1 | 690,000 | 0 | 0 | |
| TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 6,756 | 5,084,000 | PRN | SOLE | 5,084,000 | 0 | 0 | ||
| TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 1,362 | 1,025,000 | PRN | DFND | 1 | 1,025,000 | 0 | 0 | |
| TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAB7 | 530 | 487,000 | PRN | DFND | 2 | 487,000 | 0 | 0 | |
| TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAB7 | 1,470 | 1,350,000 | PRN | DFND | 3 | 1,350,000 | 0 | 0 | |
| TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAB7 | 177 | 163,000 | PRN | SOLE | 163,000 | 0 | 0 | ||
| UNION PAC CORP | COM | 907818108 | 609 | 2,762 | SH | SOLE | 2,762 | 0 | 0 | ||
| UNITED PARCEL SERVICE INC | CL B | 911312106 | 227 | 1,328 | SH | SOLE | 1,328 | 0 | 0 | ||
| UNITEDHEALTH GROUP INC | COM | 91324P102 | 844 | 2,269 | SH | SOLE | 2,269 | 0 | 0 | ||
| VANECK VECTORS ETF TR | FALLEN ANGEL HG | 92189F437 | 3,105 | 97,251 | SH | SOLE | 97,251 | 0 | 0 | ||
| VANGUARD STAR FDS | VG TL INTL STK F | 921909768 | 12,407 | 197,883 | SH | SOLE | 197,883 | 0 | 0 | ||
| VERIZON COMMUNICATIONS INC | COM | 92343V104 | 657 | 11,269 | SH | SOLE | 11,269 | 0 | 0 | ||
| VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 524 | 399,000 | PRN | SOLE | 399,000 | 0 | 0 | ||
| VISA INC | COM CL A | 92826C839 | 786 | 3,711 | SH | SOLE | 3,711 | 0 | 0 | ||
| VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 186 | 171,000 | PRN | SOLE | 171,000 | 0 | 0 | ||
| VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 353 | 325,000 | PRN | DFND | 2 | 325,000 | 0 | 0 | |
| VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 1,092 | 1,004,000 | PRN | DFND | 3 | 1,004,000 | 0 | 0 | |
| VONAGE HLDGS CORP | NOTE 1.750% 6/0 | 92886TAJ1 | 179 | 171,000 | PRN | SOLE | 171,000 | 0 | 0 | ||
| VONAGE HLDGS CORP | NOTE 1.750% 6/0 | 92886TAJ1 | 1,817 | 1,733,000 | PRN | DFND | 3 | 1,733,000 | 0 | 0 | |
| VONAGE HLDGS CORP | NOTE 1.750% 6/0 | 92886TAJ1 | 625 | 596,000 | PRN | DFND | 2 | 596,000 | 0 | 0 | |
| WALMART INC | COM | 931142103 | 323 | 2,384 | SH | SOLE | 2,384 | 0 | 0 | ||
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 4,589 | 2,071,000 | PRN | SOLE | 2,071,000 | 0 | 0 | ||
| WAYFAIR INC | NOTE 1.125%11/0 | 94419LAD3 | 1,644 | 600,000 | PRN | DFND | 1 | 600,000 | 0 | 0 | |
| WAYFAIR INC | NOTE 1.125%11/0 | 94419LAD3 | 6,632 | 2,420,000 | PRN | SOLE | 2,420,000 | 0 | 0 | ||
| WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 21,020 | 4,195,000 | PRN | SOLE | 4,195,000 | 0 | 0 | ||
| WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 987 | 197,000 | PRN | DFND | 1 | 197,000 | 0 | 0 | |
| WELLS FARGO CO NEW | COM | 949746101 | 411 | 10,522 | SH | SOLE | 10,522 | 0 | 0 | ||
| WESTERN ASSET MTG CAP CORP | NOTE 6.750%10/0 | 95790DAA3 | 1,455 | 1,583,000 | PRN | DFND | 3 | 1,583,000 | 0 | 0 | |
| WESTERN ASSET MTG CAP CORP | NOTE 6.750%10/0 | 95790DAA3 | 186 | 202,000 | PRN | SOLE | 202,000 | 0 | 0 | ||
| WESTERN ASSET MTG CAP CORP | NOTE 6.750%10/0 | 95790DAA3 | 471 | 512,000 | PRN | DFND | 2 | 512,000 | 0 | 0 | |
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 930 | 910,000 | PRN | SOLE | 910,000 | 0 | 0 | ||
| WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 2,616 | 1,890,000 | PRN | SOLE | 1,890,000 | 0 | 0 | ||
| WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 778 | 562,000 | PRN | DFND | 2 | 562,000 | 0 | 0 | |
| WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 2,406 | 1,737,000 | PRN | DFND | 3 | 1,737,000 | 0 | 0 | |
| WIX COM LTD | NOTE 7/0 | 92940WAB5 | 312 | 156,000 | PRN | SOLE | 156,000 | 0 | 0 | ||
| WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 2,926 | 1,700,000 | PRN | DFND | 1 | 1,700,000 | 0 | 0 | |
| WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 16,992 | 9,871,000 | PRN | SOLE | 9,871,000 | 0 | 0 | ||
| WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 799 | 606,000 | PRN | DFND | 2 | 606,000 | 0 | 0 | |
| WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 2,631 | 1,995,000 | PRN | DFND | 3 | 1,995,000 | 0 | 0 | |
| WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 241 | 183,000 | PRN | SOLE | 183,000 | 0 | 0 | ||
| YY INC | NOTE 1.375% 6/1 | 98426TAF3 | 1,636 | 1,387,000 | PRN | DFND | 3 | 1,387,000 | 0 | 0 | |
| YY INC | NOTE 1.375% 6/1 | 98426TAF3 | 170 | 144,000 | PRN | SOLE | 144,000 | 0 | 0 | ||
| YY INC | NOTE 1.375% 6/1 | 98426TAF3 | 553 | 469,000 | PRN | DFND | 2 | 469,000 | 0 | 0 | |
| ZENDESK INC | NOTE 0.250% 3/1 | 98936JAB7 | 957 | 450,000 | PRN | SOLE | 450,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 1.500% 7/0 | 98954MAC5 | 958 | 570,000 | PRN | SOLE | 570,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 4,347 | 2,095,000 | PRN | DFND | 1 | 2,095,000 | 0 | 0 | |
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 1,044 | 503,000 | PRN | DFND | 2 | 503,000 | 0 | 0 | |
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 3,372 | 1,625,000 | PRN | DFND | 3 | 1,625,000 | 0 | 0 | |
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 22,385 | 10,786,000 | PRN | SOLE | 10,786,000 | 0 | 0 | ||
| ZYNGA INC | NOTE 0.250% 6/0 | 98986TAB4 | 840 | 614,000 | PRN | SOLE | 614,000 | 0 | 0 | ||