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 |
8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 698 | 758,000 | PRN | DFND | 2 | 758,000 | 0 | 0 | |
8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 999 | 1,084,000 | PRN | DFND | 3 | 1,084,000 | 0 | 0 | |
8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 442 | 480,000 | PRN | DFND | 4 | 480,000 | 0 | 0 | |
8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 164 | 178,000 | PRN | SOLE | 178,000 | 0 | 0 | ||
ABBOTT LABS | COM | 002824100 | 596 | 5,028 | SH | SOLE | 5,028 | 0 | 0 | ||
ABBVIE INC | COM | 00287Y109 | 570 | 3,507 | SH | SOLE | 3,507 | 0 | 0 | ||
ACCENTURE PLC IRELAND | SHS CLASS A | G1151C101 | 386 | 1,143 | SH | SOLE | 1,143 | 0 | 0 | ||
ADOBE SYSTEMS INCORPORATED | COM | 00724F101 | 401 | 883 | SH | SOLE | 883 | 0 | 0 | ||
AIR TRANS SVCS GROUP INC | NOTE 1.125%10/1 | 00922RAB1 | 1,078 | 910,000 | PRN | DFND | 2 | 910,000 | 0 | 0 | |
AIR TRANS SVCS GROUP INC | NOTE 1.125%10/1 | 00922RAB1 | 850 | 717,000 | PRN | DFND | 4 | 717,000 | 0 | 0 | |
AIR TRANS SVCS GROUP INC | NOTE 1.125%10/1 | 00922RAB1 | 1,663 | 1,403,000 | PRN | DFND | 3 | 1,403,000 | 0 | 0 | |
AIR TRANS SVCS GROUP INC | NOTE 1.125%10/1 | 00922RAB1 | 261 | 220,000 | PRN | SOLE | 220,000 | 0 | 0 | ||
AIRBNB INC | NOTE 3/1 | 009066AB7 | 1,436 | 1,485,000 | PRN | DFND | 1 | 1,485,000 | 0 | 0 | |
AIRBNB INC | NOTE 3/1 | 009066AB7 | 12,015 | 12,428,000 | PRN | SOLE | 12,428,000 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 1,544 | 1,175,000 | PRN | DFND | 1 | 1,175,000 | 0 | 0 | |
AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 9,656 | 7,347,000 | PRN | SOLE | 7,347,000 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 3,877 | 3,373,000 | PRN | SOLE | 3,373,000 | 0 | 0 | ||
ALGONQUIN PWR UTILS CORP | UNIT 99/99/9999 | 015857873 | 566 | 11,531 | SH | DFND | 2 | 11,531 | 0 | 0 | |
ALGONQUIN PWR UTILS CORP | UNIT 99/99/9999 | 015857873 | 697 | 14,183 | SH | DFND | 3 | 14,183 | 0 | 0 | |
ALGONQUIN PWR UTILS CORP | UNIT 99/99/9999 | 015857873 | 332 | 6,766 | SH | DFND | 4 | 6,766 | 0 | 0 | |
ALGONQUIN PWR UTILS CORP | UNIT 99/99/9999 | 015857873 | 124 | 2,520 | SH | SOLE | 2,520 | 0 | 0 | ||
ALPHABET INC | CAP STK CL A | 02079K305 | 3,148 | 1,132 | SH | SOLE | 1,132 | 0 | 0 | ||
AMAZON COM INC | COM | 023135106 | 2,747 | 842 | SH | SOLE | 842 | 0 | 0 | ||
AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 848 | 620,000 | PRN | DFND | 1 | 620,000 | 0 | 0 | |
AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 5,409 | 3,952,000 | PRN | SOLE | 3,952,000 | 0 | 0 | ||
AMERICAN ELEC PWR CO INC | UNIT 08/15/2025 | 02557T307 | 1,467 | 26,100 | SH | DFND | 1 | 26,100 | 0 | 0 | |
AMERICAN ELEC PWR CO INC | UNIT 08/15/2025 | 02557T307 | 10,008 | 178,150 | SH | SOLE | 178,150 | 0 | 0 | ||
AMERICAN INTL GROUP INC | COM NEW | 026874784 | 292 | 4,633 | SH | SOLE | 4,633 | 0 | 0 | ||
AMGEN INC | COM | 031162100 | 483 | 1,996 | SH | SOLE | 1,996 | 0 | 0 | ||
ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 1,431 | 205,000 | PRN | DFND | 1 | 205,000 | 0 | 0 | |
ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 27,606 | 3,955,000 | PRN | SOLE | 3,955,000 | 0 | 0 | ||
APOLLO COML REAL ESTATE FIN | NOTE 5.375%10/1 | 03762UAC9 | 1,530 | 1,538,000 | PRN | DFND | 2 | 1,538,000 | 0 | 0 | |
APOLLO COML REAL ESTATE FIN | NOTE 5.375%10/1 | 03762UAC9 | 2,202 | 2,213,000 | PRN | DFND | 3 | 2,213,000 | 0 | 0 | |
APOLLO COML REAL ESTATE FIN | NOTE 5.375%10/1 | 03762UAC9 | 915 | 920,000 | PRN | DFND | 4 | 920,000 | 0 | 0 | |
APOLLO COML REAL ESTATE FIN | NOTE 5.375%10/1 | 03762UAC9 | 328 | 329,000 | PRN | SOLE | 329,000 | 0 | 0 | ||
APPLE INC | COM | 037833100 | 5,674 | 32,504 | SH | SOLE | 32,504 | 0 | 0 | ||
APPLIED MATLS INC | COM | 038222105 | 437 | 3,310 | SH | SOLE | 3,310 | 0 | 0 | ||
APTIV PLC | 5.5% CNV PFD A | G6095L117 | 1,197 | 8,765 | SH | DFND | 1 | 8,765 | 0 | 0 | |
APTIV PLC | 5.5% CNV PFD A | G6095L117 | 7,443 | 54,485 | SH | SOLE | 54,485 | 0 | 0 | ||
ARBOR REALTY TRUST INC | NOTE 4.750%11/0 | 038923AP3 | 771 | 745,000 | PRN | SOLE | 745,000 | 0 | 0 | ||
ARCELORMITTAL SA LUXEMBOURG | NY REGISTRY SH | 03938L203 | 265 | 8,255 | SH | SOLE | 8,255 | 0 | 0 | ||
ARES CAPITAL CORP | COM | 04010L103 | 208 | 9,914 | SH | SOLE | 9,914 | 0 | 0 | ||
ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 14,647 | 12,973,000 | PRN | SOLE | 12,973,000 | 0 | 0 | ||
AT&T INC | COM | 00206R102 | 230 | 9,743 | SH | SOLE | 9,743 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 25 | 17,000 | PRN | SOLE | 17,000 | 0 | 0 | ||
AUTOMATIC DATA PROCESSING IN | COM | 053015103 | 204 | 899 | SH | SOLE | 899 | 0 | 0 | ||
AVANTOR INC | 6.25 PFD CNV SR | 05352A209 | 2,127 | 20,575 | SH | DFND | 1 | 20,575 | 0 | 0 | |
AVANTOR INC | 6.25 PFD CNV SR | 05352A209 | 12,672 | 122,595 | SH | SOLE | 122,595 | 0 | 0 | ||
AVANTOR INC | COM | 05352A100 | 202 | 5,966 | SH | SOLE | 5,966 | 0 | 0 | ||
AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 630 | 650,000 | PRN | DFND | 2 | 650,000 | 0 | 0 | |
AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 764 | 789,000 | PRN | DFND | 3 | 789,000 | 0 | 0 | |
AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 381 | 393,000 | PRN | DFND | 4 | 393,000 | 0 | 0 | |
AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 163 | 168,000 | PRN | SOLE | 168,000 | 0 | 0 | ||
BAKER HUGHES COMPANY | CL A | 05722G100 | 255 | 6,971 | SH | SOLE | 6,971 | 0 | 0 | ||
BECTON DICKINSON & CO | 6% DP CONV PFD B | 075887406 | 1,299 | 24,445 | SH | DFND | 1 | 24,445 | 0 | 0 | |
BECTON DICKINSON & CO | 6% DP CONV PFD B | 075887406 | 8,610 | 162,070 | SH | SOLE | 162,070 | 0 | 0 | ||
BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 992 | 1,015,000 | PRN | DFND | 1 | 1,015,000 | 0 | 0 | |
BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 6,979 | 7,136,000 | PRN | SOLE | 7,136,000 | 0 | 0 | ||
BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 1,402 | 3,972 | SH | SOLE | 3,972 | 0 | 0 | ||
BILL COM HLDGS INC | NOTE 12/0 | 090043AB6 | 1,454 | 915,000 | PRN | DFND | 1 | 915,000 | 0 | 0 | |
BILL COM HLDGS INC | NOTE 12/0 | 090043AB6 | 4,425 | 2,784,000 | PRN | SOLE | 2,784,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 1,069 | 1,070,000 | PRN | DFND | 1 | 1,070,000 | 0 | 0 | |
BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 7,999 | 8,001,000 | PRN | SOLE | 8,001,000 | 0 | 0 | ||
BK OF AMERICA CORP | 7.25%CNV PFD L | 060505682 | 3,095 | 2,359 | SH | SOLE | 2,359 | 0 | 0 | ||
BK OF AMERICA CORP | COM | 060505104 | 960 | 23,314 | SH | SOLE | 23,314 | 0 | 0 | ||
BLACKSTONE MORTGAGE TRUST IN | NOTE 5.500% 3/1 | 09257WAE0 | 177 | 180,000 | PRN | DFND | 2 | 180,000 | 0 | 0 | |
BLACKSTONE MORTGAGE TRUST IN | NOTE 5.500% 3/1 | 09257WAE0 | 90 | 91,000 | PRN | DFND | 4 | 91,000 | 0 | 0 | |
BLACKSTONE MORTGAGE TRUST IN | NOTE 5.500% 3/1 | 09257WAE0 | 203 | 206,000 | PRN | DFND | 3 | 206,000 | 0 | 0 | |
BLACKSTONE MORTGAGE TRUST IN | NOTE 5.500% 3/1 | 09257WAE0 | 23 | 23,000 | PRN | SOLE | 23,000 | 0 | 0 | ||
BLOCK INC | NOTE 0.250%11/0 | 852234AK9 | 1,906 | 2,105,000 | PRN | DFND | 1 | 2,105,000 | 0 | 0 | |
BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 1,442 | 1,100,000 | PRN | DFND | 1 | 1,100,000 | 0 | 0 | |
BLOCK INC | NOTE 0.250%11/0 | 852234AK9 | 13,092 | 14,451,000 | PRN | SOLE | 14,451,000 | 0 | 0 | ||
BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 9,441 | 7,202,000 | PRN | SOLE | 7,202,000 | 0 | 0 | ||
BLOOM ENERGY CORP | NOTE 2.500% 8/1 | 093712AH0 | 662 | 401,000 | PRN | DFND | 2 | 401,000 | 0 | 0 | |
BLOOM ENERGY CORP | NOTE 2.500% 8/1 | 093712AH0 | 806 | 488,000 | PRN | DFND | 3 | 488,000 | 0 | 0 | |
BLOOM ENERGY CORP | NOTE 2.500% 8/1 | 093712AH0 | 400 | 242,000 | PRN | DFND | 4 | 242,000 | 0 | 0 | |
BLOOM ENERGY CORP | NOTE 2.500% 8/1 | 093712AH0 | 197 | 119,000 | PRN | SOLE | 119,000 | 0 | 0 | ||
BOEING CO | COM | 097023105 | 322 | 1,689 | SH | SOLE | 1,689 | 0 | 0 | ||
BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 2,165 | 1,500,000 | PRN | DFND | 1 | 1,500,000 | 0 | 0 | |
BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 37,586 | 26,048,000 | PRN | SOLE | 26,048,000 | 0 | 0 | ||
BOSTON SCIENTIFIC CORP | 5.50% CNV PFD A | 101137206 | 1,571 | 13,500 | SH | DFND | 1 | 13,500 | 0 | 0 | |
BOSTON SCIENTIFIC CORP | 5.50% CNV PFD A | 101137206 | 10,461 | 89,885 | SH | SOLE | 89,885 | 0 | 0 | ||
BOX INC | NOTE 1/1 | 10316TAB0 | 1,214 | 962,000 | PRN | DFND | 1 | 962,000 | 0 | 0 | |
BOX INC | NOTE 1/1 | 10316TAB0 | 6,077 | 4,818,000 | PRN | SOLE | 4,818,000 | 0 | 0 | ||
BRISTOL-MYERS SQUIBB CO | COM | 110122108 | 291 | 3,962 | SH | SOLE | 3,962 | 0 | 0 | ||
BROADCOM INC | 8% MCNV PFD SR A | 11135F200 | 6,211 | 3,165 | SH | DFND | 1 | 3,165 | 0 | 0 | |
BROADCOM INC | COM | 11135F101 | 586 | 932 | SH | SOLE | 932 | 0 | 0 | ||
BROADCOM INC | 8% MCNV PFD SR A | 11135F200 | 38,236 | 19,483 | SH | SOLE | 19,483 | 0 | 0 | ||
BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 772 | 676,000 | PRN | DFND | 2 | 676,000 | 0 | 0 | |
BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 934 | 818,000 | PRN | DFND | 1 | 818,000 | 0 | 0 | |
BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 457 | 400,000 | PRN | DFND | 4 | 400,000 | 0 | 0 | |
BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 1,150 | 1,007,000 | PRN | DFND | 3 | 1,007,000 | 0 | 0 | |
BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 4,617 | 4,042,000 | PRN | SOLE | 4,042,000 | 0 | 0 | ||
CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 894 | 1,000,000 | PRN | DFND | 2 | 1,000,000 | 0 | 0 | |
CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 1,280 | 1,432,000 | PRN | DFND | 3 | 1,432,000 | 0 | 0 | |
CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 567 | 634,000 | PRN | DFND | 4 | 634,000 | 0 | 0 | |
CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 164 | 184,000 | PRN | SOLE | 184,000 | 0 | 0 | ||
CALLAWAY GOLF COMPANY | NOTE 2.750% 5/0 | 131193AE4 | 681 | 452,000 | PRN | DFND | 2 | 452,000 | 0 | 0 | |
CALLAWAY GOLF COMPANY | NOTE 2.750% 5/0 | 131193AE4 | 398 | 264,000 | PRN | DFND | 4 | 264,000 | 0 | 0 | |
CALLAWAY GOLF COMPANY | NOTE 2.750% 5/0 | 131193AE4 | 862 | 572,000 | PRN | DFND | 3 | 572,000 | 0 | 0 | |
CALLAWAY GOLF COMPANY | NOTE 2.750% 5/0 | 131193AE4 | 131 | 87,000 | PRN | SOLE | 87,000 | 0 | 0 | ||
CATERPILLAR INC | COM | 149123101 | 356 | 1,596 | SH | SOLE | 1,596 | 0 | 0 | ||
CENTENNIAL RESOURCE DEV INC | NOTE 3.250% 4/0 | 15136AAA0 | 1,538 | 1,016,000 | PRN | DFND | 1 | 1,016,000 | 0 | 0 | |
CENTENNIAL RESOURCE DEV INC | NOTE 3.250% 4/0 | 15136AAA0 | 1,319 | 871,000 | PRN | DFND | 2 | 871,000 | 0 | 0 | |
CENTENNIAL RESOURCE DEV INC | NOTE 3.250% 4/0 | 15136AAA0 | 1,720 | 1,136,000 | PRN | DFND | 3 | 1,136,000 | 0 | 0 | |
CENTENNIAL RESOURCE DEV INC | NOTE 3.250% 4/0 | 15136AAA0 | 757 | 500,000 | PRN | DFND | 4 | 500,000 | 0 | 0 | |
CENTENNIAL RESOURCE DEV INC | NOTE 3.250% 4/0 | 15136AAA0 | 7,647 | 5,050,000 | PRN | SOLE | 5,050,000 | 0 | 0 | ||
CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 1,253 | 1,437,000 | PRN | DFND | 2 | 1,437,000 | 0 | 0 | |
CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 1,434 | 1,645,000 | PRN | DFND | 3 | 1,645,000 | 0 | 0 | |
CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 637 | 731,000 | PRN | DFND | 4 | 731,000 | 0 | 0 | |
CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 163 | 187,000 | PRN | SOLE | 187,000 | 0 | 0 | ||
CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 436 | 487,000 | PRN | DFND | 2 | 487,000 | 0 | 0 | |
CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 540 | 603,000 | PRN | DFND | 3 | 603,000 | 0 | 0 | |
CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 255 | 285,000 | PRN | DFND | 4 | 285,000 | 0 | 0 | |
CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 112 | 125,000 | PRN | SOLE | 125,000 | 0 | 0 | ||
CHEFS WHSE INC | NOTE 1.875%12/0 | 163086AB7 | 852 | 813,000 | PRN | DFND | 2 | 813,000 | 0 | 0 | |
CHEFS WHSE INC | NOTE 1.875%12/0 | 163086AB7 | 1,044 | 997,000 | PRN | DFND | 3 | 997,000 | 0 | 0 | |
CHEFS WHSE INC | NOTE 1.875%12/0 | 163086AB7 | 524 | 500,000 | PRN | DFND | 4 | 500,000 | 0 | 0 | |
CHEFS WHSE INC | NOTE 1.875%12/0 | 163086AB7 | 726 | 693,000 | PRN | SOLE | 693,000 | 0 | 0 | ||
CHEGG INC | NOTE 9/0 | 163092AF6 | 1,203 | 1,472,000 | PRN | DFND | 2 | 1,472,000 | 0 | 0 | |
CHEGG INC | NOTE 9/0 | 163092AF6 | 1,689 | 2,067,000 | PRN | DFND | 3 | 2,067,000 | 0 | 0 | |
CHEGG INC | NOTE 9/0 | 163092AF6 | 684 | 837,000 | PRN | DFND | 4 | 837,000 | 0 | 0 | |
CHEGG INC | NOTE 9/0 | 163092AF6 | 225 | 276,000 | PRN | SOLE | 276,000 | 0 | 0 | ||
CHENIERE ENERGY INC | COM NEW | 16411R208 | 271 | 1,958 | SH | SOLE | 1,958 | 0 | 0 | ||
CHEVRON CORP NEW | COM | 166764100 | 582 | 3,582 | SH | SOLE | 3,582 | 0 | 0 | ||
CISCO SYS INC | COM | 17275R102 | 615 | 10,994 | SH | SOLE | 10,994 | 0 | 0 | ||
CLEVELAND-CLIFFS INC NEW | COM | 185899101 | 386 | 11,984 | SH | SOLE | 11,984 | 0 | 0 | ||
COCA COLA CO | COM | 191216100 | 610 | 9,829 | SH | SOLE | 9,829 | 0 | 0 | ||
COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 | 703 | 728,000 | PRN | DFND | 2 | 728,000 | 0 | 0 | |
COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 | 494 | 512,000 | PRN | DFND | 4 | 512,000 | 0 | 0 | |
COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 | 1,071 | 1,110,000 | PRN | DFND | 3 | 1,110,000 | 0 | 0 | |
COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 | 145 | 150,000 | PRN | SOLE | 150,000 | 0 | 0 | ||
COMCAST CORP NEW | CL A | 20030N101 | 498 | 10,622 | SH | SOLE | 10,622 | 0 | 0 | ||
CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 1,572 | 915,000 | PRN | DFND | 1 | 915,000 | 0 | 0 | |
CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 9,506 | 5,533,000 | PRN | SOLE | 5,533,000 | 0 | 0 | ||
COSTCO WHSL CORP NEW | COM | 22160K105 | 736 | 1,278 | SH | SOLE | 1,278 | 0 | 0 | ||
COUPA SOFTWARE INC | NOTE 0.375% 6/1 | 22266LAF3 | 1,259 | 1,500,000 | PRN | DFND | 1 | 1,500,000 | 0 | 0 | |
COUPA SOFTWARE INC | NOTE 0.375% 6/1 | 22266LAF3 | 8,208 | 9,786,000 | PRN | SOLE | 9,786,000 | 0 | 0 | ||
CSX CORP | COM | 126408103 | 221 | 5,886 | SH | SOLE | 5,886 | 0 | 0 | ||
CUMMINS INC | COM | 231021106 | 201 | 972 | SH | SOLE | 972 | 0 | 0 | ||
CUTERA INC | NOTE 2.250% 3/1 | 232109AB4 | 1,828 | 843,000 | PRN | DFND | 1 | 843,000 | 0 | 0 | |
CUTERA INC | NOTE 2.250% 3/1 | 232109AB4 | 9,230 | 4,254,000 | PRN | SOLE | 4,254,000 | 0 | 0 | ||
CVS HEALTH CORP | COM | 126650100 | 287 | 2,820 | SH | SOLE | 2,820 | 0 | 0 | ||
D R HORTON INC | COM | 23331A109 | 242 | 3,260 | SH | SOLE | 3,260 | 0 | 0 | ||
DANAHER CORPORATION | 5% CONV PFD B | 235851409 | 5,153 | 3,281 | SH | DFND | 1 | 3,281 | 0 | 0 | |
DANAHER CORPORATION | 5% CONV PFD B | 235851409 | 30,661 | 19,522 | SH | SOLE | 19,522 | 0 | 0 | ||
DANAHER CORPORATION | COM | 235851102 | 626 | 2,138 | SH | SOLE | 2,138 | 0 | 0 | ||
DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 1,283 | 725,000 | PRN | DFND | 1 | 725,000 | 0 | 0 | |
DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 7,667 | 4,332,000 | PRN | SOLE | 4,332,000 | 0 | 0 | ||
DBX ETF TR | XTRACK HRVST CSI | 233051879 | 1,122 | 33,901 | SH | SOLE | 33,901 | 0 | 0 | ||
DEERE & CO | COM | 244199105 | 300 | 726 | SH | SOLE | 726 | 0 | 0 | ||
DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 5,949 | 5,210,000 | PRN | DFND | 1 | 5,210,000 | 0 | 0 | |
DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 33,540 | 29,369,000 | PRN | SOLE | 29,369,000 | 0 | 0 | ||
DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 751 | 242,000 | PRN | SOLE | 242,000 | 0 | 0 | ||
DICKS SPORTING GOODS INC | NOTE 3.250% 4/1 | 253393AD4 | 1,254 | 403,000 | PRN | DFND | 1 | 403,000 | 0 | 0 | |
DICKS SPORTING GOODS INC | COM | 253393102 | 244 | 2,423 | SH | SOLE | 2,423 | 0 | 0 | ||
DICKS SPORTING GOODS INC | NOTE 3.250% 4/1 | 253393AD4 | 7,837 | 2,518,000 | PRN | SOLE | 2,518,000 | 0 | 0 | ||
DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 923 | 1,026,000 | PRN | DFND | 2 | 1,026,000 | 0 | 0 | |
DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 2,357 | 2,430,000 | PRN | DFND | 1 | 2,430,000 | 0 | 0 | |
DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 1,167 | 1,297,000 | PRN | DFND | 3 | 1,297,000 | 0 | 0 | |
DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 540 | 600,000 | PRN | DFND | 4 | 600,000 | 0 | 0 | |
DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 1,477 | 1,642,000 | PRN | SOLE | 1,642,000 | 0 | 0 | ||
DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 12,661 | 13,050,000 | PRN | SOLE | 13,050,000 | 0 | 0 | ||
DISNEY WALT CO | COM | 254687106 | 566 | 4,112 | SH | SOLE | 4,112 | 0 | 0 | ||
DOCUSIGN INC | NOTE 1/1 | 256163AD8 | 78 | 84,000 | PRN | SOLE | 84,000 | 0 | 0 | ||
DOMINION ENERGY INC | DEBT 7.250% 6/0 | 25746U133 | 1,892 | 18,590 | SH | SOLE | 18,590 | 0 | 0 | ||
DOVER CORP | COM | 260003108 | 254 | 1,612 | SH | SOLE | 1,612 | 0 | 0 | ||
DROPBOX INC | NOTE 3/0 | 26210CAD6 | 1,319 | 1,400,000 | PRN | DFND | 1 | 1,400,000 | 0 | 0 | |
DROPBOX INC | NOTE 3/0 | 26210CAD6 | 7,300 | 7,749,000 | PRN | SOLE | 7,749,000 | 0 | 0 | ||
DTE ENERGY CO | UNIT 11/01/2022S | 233331842 | 3,238 | 60,735 | SH | SOLE | 60,735 | 0 | 0 | ||
EATON CORP PLC | SHS | G29183103 | 329 | 2,169 | SH | SOLE | 2,169 | 0 | 0 | ||
ELANCO ANIMAL HEALTH INC | UNIT 02/01/2023T | 28414H202 | 630 | 15,325 | SH | DFND | 1 | 15,325 | 0 | 0 | |
ELANCO ANIMAL HEALTH INC | UNIT 02/01/2023T | 28414H202 | 3,900 | 95,010 | SH | SOLE | 95,010 | 0 | 0 | ||
ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 1,215 | 812,000 | PRN | DFND | 2 | 812,000 | 0 | 0 | |
ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 594 | 397,000 | PRN | DFND | 4 | 397,000 | 0 | 0 | |
ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 1,337 | 894,000 | PRN | DFND | 3 | 894,000 | 0 | 0 | |
ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 220 | 147,000 | PRN | SOLE | 147,000 | 0 | 0 | ||
ENPHASE ENERGY INC | NOTE 3/0 | 29355AAK3 | 1,444 | 1,390,000 | PRN | DFND | 2 | 1,390,000 | 0 | 0 | |
ENPHASE ENERGY INC | NOTE 3/0 | 29355AAK3 | 3,247 | 3,125,000 | PRN | DFND | 1 | 3,125,000 | 0 | 0 | |
ENPHASE ENERGY INC | NOTE 3/0 | 29355AAK3 | 1,727 | 1,662,000 | PRN | DFND | 3 | 1,662,000 | 0 | 0 | |
ENPHASE ENERGY INC | NOTE 3/0 | 29355AAK3 | 764 | 735,000 | PRN | DFND | 4 | 735,000 | 0 | 0 | |
ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 1,637 | 1,612,000 | PRN | SOLE | 1,612,000 | 0 | 0 | ||
ENPHASE ENERGY INC | NOTE 3/0 | 29355AAK3 | 20,661 | 19,887,000 | PRN | SOLE | 19,887,000 | 0 | 0 | ||
ENVISTA HOLDINGS CORPORATION | NOTE 2.375% 6/0 | 29415FAB0 | 1,434 | 605,000 | PRN | DFND | 1 | 605,000 | 0 | 0 | |
ENVISTA HOLDINGS CORPORATION | NOTE 2.375% 6/0 | 29415FAB0 | 7,439 | 3,140,000 | PRN | SOLE | 3,140,000 | 0 | 0 | ||
EQT CORP | NOTE 1.750% 5/0 | 26884LAK5 | 1,872 | 790,000 | PRN | DFND | 1 | 790,000 | 0 | 0 | |
EQT CORP | COM | 26884L109 | 215 | 6,260 | SH | SOLE | 6,260 | 0 | 0 | ||
EQT CORP | NOTE 1.750% 5/0 | 26884LAK5 | 10,577 | 4,463,000 | PRN | SOLE | 4,463,000 | 0 | 0 | ||
ETSY INC | NOTE 0.125% 9/0 | 29786AAL0 | 2,972 | 3,000,000 | PRN | DFND | 1 | 3,000,000 | 0 | 0 | |
ETSY INC | NOTE 0.125% 9/0 | 29786AAL0 | 17,624 | 17,787,000 | PRN | SOLE | 17,787,000 | 0 | 0 | ||
ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 447 | 280,000 | PRN | SOLE | 280,000 | 0 | 0 | ||
EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 16,443 | 14,780,000 | PRN | SOLE | 14,780,000 | 0 | 0 | ||
EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 533 | 595,000 | PRN | DFND | 2 | 595,000 | 0 | 0 | |
EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 766 | 854,000 | PRN | DFND | 3 | 854,000 | 0 | 0 | |
EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 344 | 384,000 | PRN | DFND | 4 | 384,000 | 0 | 0 | |
EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 150 | 167,000 | PRN | SOLE | 167,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 1,438 | 1,525,000 | PRN | DFND | 1 | 1,525,000 | 0 | 0 | |
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 1,414 | 1,499,000 | PRN | DFND | 2 | 1,499,000 | 0 | 0 | |
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 1,625 | 1,723,000 | PRN | DFND | 3 | 1,723,000 | 0 | 0 | |
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 717 | 760,000 | PRN | DFND | 4 | 760,000 | 0 | 0 | |
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 9,205 | 9,759,000 | PRN | SOLE | 9,759,000 | 0 | 0 | ||
EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 1,699 | 1,397,000 | PRN | DFND | 1 | 1,397,000 | 0 | 0 | |
EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 27,074 | 22,257,000 | PRN | SOLE | 22,257,000 | 0 | 0 | ||
EXPEDIA GROUP INC | COM NEW | 30212P303 | 269 | 1,371 | SH | SOLE | 1,371 | 0 | 0 | ||
FASTLY INC | NOTE 3/1 | 31188VAB6 | 537 | 719,000 | PRN | DFND | 2 | 719,000 | 0 | 0 | |
FASTLY INC | NOTE 3/1 | 31188VAB6 | 340 | 456,000 | PRN | DFND | 4 | 456,000 | 0 | 0 | |
FASTLY INC | NOTE 3/1 | 31188VAB6 | 765 | 1,025,000 | PRN | DFND | 3 | 1,025,000 | 0 | 0 | |
FIRST TR EXCH TRADED FD III | PFD SECS INC ETF | 33739E108 | 7,699 | 404,946 | SH | SOLE | 404,946 | 0 | 0 | ||
FIRST TR EXCHANGE TRAD FD VI | FST TR GLB FD | 33739H101 | 5,823 | 204,802 | SH | SOLE | 204,802 | 0 | 0 | ||
FIRST TR EXCHANGE-TRADED FD | SENIOR LN FD | 33738D309 | 8,890 | 188,930 | SH | SOLE | 188,930 | 0 | 0 | ||
FIRST TR EXCHANGE-TRADED FD | MULTI ASSET DI | 33738R100 | 537 | 31,823 | SH | SOLE | 31,823 | 0 | 0 | ||
FIRST TR EXCHANGE-TRADED FD | FST LOW OPPT EFT | 33739Q200 | 5,133 | 104,827 | SH | SOLE | 104,827 | 0 | 0 | ||
FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 2,382 | 2,015,000 | PRN | DFND | 1 | 2,015,000 | 0 | 0 | |
FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 20,359 | 17,223,000 | PRN | SOLE | 17,223,000 | 0 | 0 | ||
FREEPORT-MCMORAN INC | CL B | 35671D857 | 316 | 6,328 | SH | SOLE | 6,328 | 0 | 0 | ||
FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 1,151 | 725,000 | PRN | DFND | 1 | 725,000 | 0 | 0 | |
FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 5,923 | 3,731,000 | PRN | SOLE | 3,731,000 | 0 | 0 | ||
GENERAL MTRS CO | COM | 37045V100 | 250 | 5,698 | SH | SOLE | 5,698 | 0 | 0 | ||
GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 1,156 | 1,174,000 | PRN | DFND | 2 | 1,174,000 | 0 | 0 | |
GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 1,300 | 1,320,000 | PRN | DFND | 3 | 1,320,000 | 0 | 0 | |
GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 1,404 | 1,425,000 | PRN | DFND | 4 | 1,425,000 | 0 | 0 | |
GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 391 | 397,000 | PRN | SOLE | 397,000 | 0 | 0 | ||
GREEN PLAINS INC | NOTE 2.250% 3/1 | 393222AK0 | 1,062 | 859,000 | PRN | DFND | 1 | 859,000 | 0 | 0 | |
GREEN PLAINS INC | NOTE 2.250% 3/1 | 393222AK0 | 6,688 | 5,410,000 | PRN | SOLE | 5,410,000 | 0 | 0 | ||
HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 995 | 1,188,000 | PRN | DFND | 2 | 1,188,000 | 0 | 0 | |
HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 1,095 | 1,307,000 | PRN | DFND | 3 | 1,307,000 | 0 | 0 | |
HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 486 | 580,000 | PRN | DFND | 4 | 580,000 | 0 | 0 | |
HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 147 | 175,000 | PRN | SOLE | 175,000 | 0 | 0 | ||
HALOZYME THERAPEUTICS INC | NOTE 0.250% 3/0 | 40637HAD1 | 1,327 | 1,523,000 | PRN | DFND | 2 | 1,523,000 | 0 | 0 | |
HALOZYME THERAPEUTICS INC | NOTE 0.250% 3/0 | 40637HAD1 | 1,580 | 1,813,000 | PRN | DFND | 3 | 1,813,000 | 0 | 0 | |
HALOZYME THERAPEUTICS INC | NOTE 0.250% 3/0 | 40637HAD1 | 714 | 819,000 | PRN | DFND | 4 | 819,000 | 0 | 0 | |
HALOZYME THERAPEUTICS INC | NOTE 0.250% 3/0 | 40637HAD1 | 170 | 195,000 | PRN | SOLE | 195,000 | 0 | 0 | ||
HANNON ARMSTRONG SUST INFR C | NOTE 8/1 | 41068XAD2 | 876 | 800,000 | PRN | DFND | 1 | 800,000 | 0 | 0 | |
HANNON ARMSTRONG SUST INFR C | NOTE 8/1 | 41068XAD2 | 4,630 | 4,229,000 | PRN | SOLE | 4,229,000 | 0 | 0 | ||
HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 550 | 488,000 | PRN | DFND | 2 | 488,000 | 0 | 0 | |
HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 327 | 330,000 | PRN | DFND | 2 | 330,000 | 0 | 0 | |
HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 408 | 412,000 | PRN | DFND | 3 | 412,000 | 0 | 0 | |
HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 663 | 588,000 | PRN | DFND | 3 | 588,000 | 0 | 0 | |
HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 282 | 250,000 | PRN | DFND | 4 | 250,000 | 0 | 0 | |
HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 191 | 193,000 | PRN | DFND | 4 | 193,000 | 0 | 0 | |
HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 197 | 174,000 | PRN | SOLE | 174,000 | 0 | 0 | ||
HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 64 | 65,000 | PRN | SOLE | 65,000 | 0 | 0 | ||
HOME DEPOT INC | COM | 437076102 | 1,052 | 3,513 | SH | SOLE | 3,513 | 0 | 0 | ||
HONEYWELL INTL INC | COM | 438516106 | 346 | 1,768 | SH | SOLE | 1,768 | 0 | 0 | ||
HOPE BANCORP INC | NOTE 2.000% 5/1 | 43940TAB5 | 1,924 | 1,950,000 | PRN | SOLE | 1,950,000 | 0 | 0 | ||
HUBSPOT INC | NOTE 0.375% 6/0 | 443573AD2 | 1,220 | 684,000 | PRN | DFND | 1 | 684,000 | 0 | 0 | |
HUBSPOT INC | NOTE 0.375% 6/0 | 443573AD2 | 7,541 | 4,228,000 | PRN | SOLE | 4,228,000 | 0 | 0 | ||
I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 660 | 673,000 | PRN | DFND | 2 | 673,000 | 0 | 0 | |
I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 950 | 968,000 | PRN | DFND | 3 | 968,000 | 0 | 0 | |
I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 428 | 436,000 | PRN | DFND | 4 | 436,000 | 0 | 0 | |
I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 170 | 173,000 | PRN | SOLE | 173,000 | 0 | 0 | ||
II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 827 | 536,000 | PRN | DFND | 3 | 536,000 | 0 | 0 | |
II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 864 | 560,000 | PRN | DFND | 2 | 560,000 | 0 | 0 | |
II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 386 | 250,000 | PRN | DFND | 4 | 250,000 | 0 | 0 | |
II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 238 | 154,000 | PRN | SOLE | 154,000 | 0 | 0 | ||
ILLINOIS TOOL WKS INC | COM | 452308109 | 214 | 1,017 | SH | SOLE | 1,017 | 0 | 0 | ||
ILLUMINA INC | NOTE 8/1 | 452327AK5 | 410 | 375,000 | PRN | DFND | 1 | 375,000 | 0 | 0 | |
ILLUMINA INC | NOTE 8/1 | 452327AK5 | 16,058 | 14,689,000 | PRN | SOLE | 14,689,000 | 0 | 0 | ||
INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 1,342 | 1,192,000 | PRN | DFND | 2 | 1,192,000 | 0 | 0 | |
INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 1,267 | 1,125,000 | PRN | DFND | 3 | 1,125,000 | 0 | 0 | |
INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 545 | 484,000 | PRN | DFND | 4 | 484,000 | 0 | 0 | |
INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 224 | 199,000 | PRN | SOLE | 199,000 | 0 | 0 | ||
INNOVIVA INC | NOTE 2.125% 1/1 | 88338TAB0 | 1,279 | 1,158,000 | PRN | DFND | 2 | 1,158,000 | 0 | 0 | |
INNOVIVA INC | NOTE 2.125% 1/1 | 88338TAB0 | 1,533 | 1,388,000 | PRN | DFND | 3 | 1,388,000 | 0 | 0 | |
INNOVIVA INC | NOTE 2.125% 1/1 | 88338TAB0 | 579 | 524,000 | PRN | DFND | 4 | 524,000 | 0 | 0 | |
INNOVIVA INC | NOTE 2.125% 1/1 | 88338TAB0 | 928 | 840,000 | PRN | SOLE | 840,000 | 0 | 0 | ||
INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 433 | 270,000 | PRN | SOLE | 270,000 | 0 | 0 | ||
INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 1,379 | 1,431,000 | PRN | DFND | 2 | 1,431,000 | 0 | 0 | |
INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 848 | 880,000 | PRN | DFND | 1 | 880,000 | 0 | 0 | |
INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 1,573 | 1,632,000 | PRN | DFND | 3 | 1,632,000 | 0 | 0 | |
INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 700 | 726,000 | PRN | DFND | 4 | 726,000 | 0 | 0 | |
INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 5,129 | 5,319,000 | PRN | SOLE | 5,319,000 | 0 | 0 | ||
INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 1,988 | 1,500,000 | PRN | DFND | 1 | 1,500,000 | 0 | 0 | |
INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 10,852 | 8,188,000 | PRN | SOLE | 8,188,000 | 0 | 0 | ||
INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 824 | 785,000 | PRN | DFND | 1 | 785,000 | 0 | 0 | |
INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 4,745 | 4,523,000 | PRN | SOLE | 4,523,000 | 0 | 0 | ||
INTEL CORP | COM | 458140100 | 444 | 8,956 | SH | SOLE | 8,956 | 0 | 0 | ||
INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 568 | 4,303 | SH | SOLE | 4,303 | 0 | 0 | ||
INTUIT | COM | 461202103 | 248 | 518 | SH | SOLE | 518 | 0 | 0 | ||
ISHARES INC | CORE MSCI EMKT | 46434G103 | 2,248 | 40,463 | SH | SOLE | 40,463 | 0 | 0 | ||
ISHARES TR | RUS 1000 VAL ETF | 464287598 | 676 | 4,077 | SH | SOLE | 4,077 | 0 | 0 | ||
ISHARES TR | MORTGE REL ETF | 46435G342 | 269 | 8,288 | SH | SOLE | 8,288 | 0 | 0 | ||
ISHARES TR | U.S. TECH ETF | 464287721 | 7,324 | 71,110 | SH | SOLE | 71,110 | 0 | 0 | ||
ISHARES TR | FLTG RATE NT ETF | 46429B655 | 528 | 10,429 | SH | SOLE | 10,429 | 0 | 0 | ||
ISHARES TR | U.S. REAL ES ETF | 464287739 | 803 | 7,419 | SH | SOLE | 7,419 | 0 | 0 | ||
ISHARES TR | JPMORGAN USD EMG | 464288281 | 1,388 | 14,209 | SH | SOLE | 14,209 | 0 | 0 | ||
ISHARES TR | CORE S&P500 ETF | 464287200 | 73,368 | 161,707 | SH | SOLE | 161,707 | 0 | 0 | ||
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 4,908 | 23,910 | SH | SOLE | 23,910 | 0 | 0 | ||
ISHARES TR | 1 3 YR TREAS BD | 464287457 | 457 | 5,481 | SH | SOLE | 5,481 | 0 | 0 | ||
ISHARES TR | CORE US AGGBD ET | 464287226 | 23,849 | 222,699 | SH | SOLE | 222,699 | 0 | 0 | ||
ISHARES TR | U.S. BAS MTL ETF | 464287838 | 260 | 1,729 | SH | SOLE | 1,729 | 0 | 0 | ||
ISTAR INC | NOTE 3.125% 9/1 | 45031UCB5 | 778 | 458,000 | PRN | DFND | 2 | 458,000 | 0 | 0 | |
ISTAR INC | NOTE 3.125% 9/1 | 45031UCB5 | 678 | 399,000 | PRN | DFND | 3 | 399,000 | 0 | 0 | |
ISTAR INC | NOTE 3.125% 9/1 | 45031UCB5 | 509 | 300,000 | PRN | DFND | 4 | 300,000 | 0 | 0 | |
ISTAR INC | NOTE 3.125% 9/1 | 45031UCB5 | 243 | 143,000 | PRN | SOLE | 143,000 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 907 | 889,000 | PRN | DFND | 2 | 889,000 | 0 | 0 | |
JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 1,726 | 1,424,000 | PRN | DFND | 1 | 1,424,000 | 0 | 0 | |
JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 1,426 | 1,398,000 | PRN | DFND | 3 | 1,398,000 | 0 | 0 | |
JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 538 | 527,000 | PRN | DFND | 4 | 527,000 | 0 | 0 | |
JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 189 | 186,000 | PRN | SOLE | 186,000 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 11,263 | 9,291,000 | PRN | SOLE | 9,291,000 | 0 | 0 | ||
JOHNSON & JOHNSON | COM | 478160104 | 1,048 | 5,907 | SH | SOLE | 5,907 | 0 | 0 | ||
JPMORGAN CHASE & CO | COM | 46625H100 | 1,448 | 10,621 | SH | SOLE | 10,621 | 0 | 0 | ||
KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 621 | 605,000 | PRN | DFND | 2 | 605,000 | 0 | 0 | |
KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 738 | 719,000 | PRN | DFND | 3 | 719,000 | 0 | 0 | |
KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 375 | 365,000 | PRN | DFND | 4 | 365,000 | 0 | 0 | |
KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 131 | 128,000 | PRN | SOLE | 128,000 | 0 | 0 | ||
KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 1,465 | 675,000 | PRN | DFND | 1 | 675,000 | 0 | 0 | |
KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 7,997 | 3,684,000 | PRN | SOLE | 3,684,000 | 0 | 0 | ||
KEYCORP | COM | 493267108 | 296 | 13,201 | SH | SOLE | 13,201 | 0 | 0 | ||
KIMBERLY-CLARK CORP | COM | 494368103 | 1,070 | 8,685 | SH | SOLE | 8,685 | 0 | 0 | ||
KKR & CO INC | 6% MCONV PFD C | 48251W401 | 1,297 | 17,620 | SH | DFND | 1 | 17,620 | 0 | 0 | |
KKR & CO INC | 6% MCONV PFD C | 48251W401 | 14,187 | 192,702 | SH | SOLE | 192,702 | 0 | 0 | ||
LABORATORY CORP AMER HLDGS | COM NEW | 50540R409 | 254 | 958 | SH | SOLE | 958 | 0 | 0 | ||
LENDINGTREE INC | NOTE 0.500% 7/1 | 52603BAD9 | 1,342 | 1,639,000 | PRN | DFND | 2 | 1,639,000 | 0 | 0 | |
LENDINGTREE INC | NOTE 0.500% 7/1 | 52603BAD9 | 1,478 | 1,805,000 | PRN | DFND | 3 | 1,805,000 | 0 | 0 | |
LENDINGTREE INC | NOTE 0.500% 7/1 | 52603BAD9 | 655 | 800,000 | PRN | DFND | 4 | 800,000 | 0 | 0 | |
LENDINGTREE INC | NOTE 0.500% 7/1 | 52603BAD9 | 210 | 256,000 | PRN | SOLE | 256,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | NOTE 1.000% 1/3 | 531229AF9 | 1,515 | 800,000 | PRN | DFND | 1 | 800,000 | 0 | 0 | |
LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 1,917 | 1,360,000 | PRN | DFND | 1 | 1,360,000 | 0 | 0 | |
LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 10,785 | 7,651,000 | PRN | SOLE | 7,651,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | NOTE 1.000% 1/3 | 531229AF9 | 10,325 | 5,453,000 | PRN | SOLE | 5,453,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | COM SER C FRMLA | 531229854 | 365 | 5,196 | SH | SOLE | 5,196 | 0 | 0 | ||
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 510 | 525,000 | PRN | DFND | 2 | 525,000 | 0 | 0 | |
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 918 | 945,000 | PRN | DFND | 3 | 945,000 | 0 | 0 | |
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 302 | 311,000 | PRN | DFND | 4 | 311,000 | 0 | 0 | |
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 212 | 219,000 | PRN | SOLE | 219,000 | 0 | 0 | ||
LINDE PLC | SHS | G5494J103 | 266 | 825 | SH | SOLE | 825 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 3,278 | 1,858,000 | PRN | DFND | 1 | 1,858,000 | 0 | 0 | |
LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 19,919 | 11,288,000 | PRN | SOLE | 11,288,000 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT IN | NOTE 2.000% 2/1 | 538034AU3 | 112 | 87,000 | PRN | SOLE | 87,000 | 0 | 0 | ||
LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 717 | 231,000 | PRN | DFND | 1 | 231,000 | 0 | 0 | |
LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 3,688 | 1,189,000 | PRN | SOLE | 1,189,000 | 0 | 0 | ||
LIVEPERSON INC | NOTE 12/1 | 538146AD3 | 831 | 1,048,000 | PRN | DFND | 2 | 1,048,000 | 0 | 0 | |
LIVEPERSON INC | NOTE 12/1 | 538146AD3 | 1,199 | 1,513,000 | PRN | DFND | 3 | 1,513,000 | 0 | 0 | |
LIVEPERSON INC | NOTE 12/1 | 538146AD3 | 538 | 679,000 | PRN | DFND | 4 | 679,000 | 0 | 0 | |
LIVEPERSON INC | NOTE 12/1 | 538146AD3 | 206 | 260,000 | PRN | SOLE | 260,000 | 0 | 0 | ||
LOCKHEED MARTIN CORP | COM | 539830109 | 290 | 653 | SH | SOLE | 653 | 0 | 0 | ||
LOEWS CORP | COM | 540424108 | 858 | 13,232 | SH | SOLE | 13,232 | 0 | 0 | ||
LOWES COS INC | COM | 548661107 | 254 | 1,248 | SH | SOLE | 1,248 | 0 | 0 | ||
LPL FINL HLDGS INC | COM | 50212V100 | 345 | 1,884 | SH | SOLE | 1,884 | 0 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 391 | 337,000 | PRN | DFND | 2 | 337,000 | 0 | 0 | |
LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 1,354 | 1,168,000 | PRN | DFND | 1 | 1,168,000 | 0 | 0 | |
LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 476 | 411,000 | PRN | DFND | 3 | 411,000 | 0 | 0 | |
LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 236 | 204,000 | PRN | DFND | 4 | 204,000 | 0 | 0 | |
LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 10,043 | 8,669,000 | PRN | SOLE | 8,669,000 | 0 | 0 | ||
LYFT INC | NOTE 1.500% 5/1 | 55087PAB0 | 1,570 | 1,268,000 | PRN | DFND | 1 | 1,268,000 | 0 | 0 | |
LYFT INC | NOTE 1.500% 5/1 | 55087PAB0 | 8,324 | 6,722,000 | PRN | SOLE | 6,722,000 | 0 | 0 | ||
MAGNITE INC | NOTE 0.250% 3/1 | 55955DAB6 | 1,255 | 1,589,000 | PRN | DFND | 2 | 1,589,000 | 0 | 0 | |
MAGNITE INC | NOTE 0.250% 3/1 | 55955DAB6 | 1,540 | 1,949,000 | PRN | DFND | 3 | 1,949,000 | 0 | 0 | |
MAGNITE INC | NOTE 0.250% 3/1 | 55955DAB6 | 760 | 962,000 | PRN | DFND | 4 | 962,000 | 0 | 0 | |
MAKEMYTRIP LIMITED MAURITIUS | NOTE 2/1 | 56087FAB0 | 1,182 | 1,195,000 | PRN | DFND | 1 | 1,195,000 | 0 | 0 | |
MAKEMYTRIP LIMITED MAURITIUS | NOTE 2/1 | 56087FAB0 | 6,791 | 6,858,000 | PRN | SOLE | 6,858,000 | 0 | 0 | ||
MARRIOTT VACATIONS WORLDWIDE | NOTE 1.500% 9/1 | 57164YAB3 | 723 | 640,000 | PRN | SOLE | 640,000 | 0 | 0 | ||
MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 57164YAD9 | 1,275 | 1,175,000 | PRN | DFND | 1 | 1,175,000 | 0 | 0 | |
MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 57164YAD9 | 7,462 | 6,877,000 | PRN | SOLE | 6,877,000 | 0 | 0 | ||
MARVELL TECHNOLOGY INC | COM | 573874104 | 252 | 3,477 | SH | SOLE | 3,477 | 0 | 0 | ||
MASTERCARD INCORPORATED | CL A | 57636Q104 | 539 | 1,511 | SH | SOLE | 1,511 | 0 | 0 | ||
MCDONALDS CORP | COM | 580135101 | 516 | 2,094 | SH | SOLE | 2,094 | 0 | 0 | ||
MEDTRONIC PLC | SHS | G5960L103 | 353 | 3,188 | SH | SOLE | 3,188 | 0 | 0 | ||
MERCK & CO INC | COM | 58933Y105 | 517 | 6,313 | SH | SOLE | 6,313 | 0 | 0 | ||
MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 47 | 43,000 | PRN | SOLE | 43,000 | 0 | 0 | ||
META PLATFORMS INC | CL A | 30303M102 | 1,021 | 4,577 | SH | SOLE | 4,577 | 0 | 0 | ||
MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 1,939 | 1,931,000 | PRN | DFND | 2 | 1,931,000 | 0 | 0 | |
MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 2,564 | 2,553,000 | PRN | DFND | 3 | 2,553,000 | 0 | 0 | |
MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 1,159 | 1,154,000 | PRN | DFND | 4 | 1,154,000 | 0 | 0 | |
MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 363 | 362,000 | PRN | SOLE | 362,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 2,496 | 2,200,000 | PRN | DFND | 1 | 2,200,000 | 0 | 0 | |
MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 15,785 | 13,915,000 | PRN | SOLE | 13,915,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | COM | 595112103 | 272 | 3,485 | SH | SOLE | 3,485 | 0 | 0 | ||
MICROSOFT CORP | COM | 594918104 | 4,915 | 15,945 | SH | SOLE | 15,945 | 0 | 0 | ||
MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 1,437 | 2,011,000 | PRN | DFND | 2 | 2,011,000 | 0 | 0 | |
MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 1,706 | 2,388,000 | PRN | DFND | 3 | 2,388,000 | 0 | 0 | |
MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 753 | 1,054,000 | PRN | DFND | 4 | 1,054,000 | 0 | 0 | |
MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 212 | 297,000 | PRN | SOLE | 297,000 | 0 | 0 | ||
MIDDLEBY CORP | NOTE 1.000% 9/0 | 596278AB7 | 1,046 | 760,000 | PRN | DFND | 1 | 760,000 | 0 | 0 | |
MIDDLEBY CORP | NOTE 1.000% 9/0 | 596278AB7 | 5,540 | 4,023,000 | PRN | SOLE | 4,023,000 | 0 | 0 | ||
MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 1,778 | 821,000 | PRN | DFND | 1 | 821,000 | 0 | 0 | |
MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 10,826 | 4,999,000 | PRN | SOLE | 4,999,000 | 0 | 0 | ||
MORGAN STANLEY | COM NEW | 617446448 | 249 | 2,843 | SH | SOLE | 2,843 | 0 | 0 | ||
MOTOROLA SOLUTIONS INC | COM NEW | 620076307 | 215 | 889 | SH | SOLE | 889 | 0 | 0 | ||
NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 2,298 | 1,590,000 | PRN | DFND | 1 | 1,590,000 | 0 | 0 | |
NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 12,325 | 8,531,000 | PRN | SOLE | 8,531,000 | 0 | 0 | ||
NETFLIX INC | COM | 64110L106 | 235 | 628 | SH | SOLE | 628 | 0 | 0 | ||
NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 840 | 838,000 | PRN | DFND | 2 | 838,000 | 0 | 0 | |
NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 1,280 | 1,277,000 | PRN | DFND | 3 | 1,277,000 | 0 | 0 | |
NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 496 | 495,000 | PRN | DFND | 4 | 495,000 | 0 | 0 | |
NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 140 | 140,000 | PRN | SOLE | 140,000 | 0 | 0 | ||
NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944P307 | 777 | 15,900 | SH | DFND | 2 | 15,900 | 0 | 0 | |
NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944P307 | 1,244 | 25,467 | SH | DFND | 3 | 25,467 | 0 | 0 | |
NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944P307 | 454 | 9,291 | SH | DFND | 4 | 9,291 | 0 | 0 | |
NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944P307 | 212 | 4,342 | SH | SOLE | 4,342 | 0 | 0 | ||
NEXTERA ENERGY INC | UNIT 99/99/9999 | 65339F770 | 4,020 | 76,800 | SH | DFND | 1 | 76,800 | 0 | 0 | |
NEXTERA ENERGY INC | UNIT 09/01/2022S | 65339F796 | 3,948 | 64,040 | SH | SOLE | 64,040 | 0 | 0 | ||
NEXTERA ENERGY INC | UNIT 99/99/9999 | 65339F770 | 23,155 | 442,280 | SH | SOLE | 442,280 | 0 | 0 | ||
NICE LTD | NOTE 9/1 | 653656AB4 | 37 | 35,000 | PRN | SOLE | 35,000 | 0 | 0 | ||
NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 26 | 10,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
NIKE INC | CL B | 654106103 | 359 | 2,660 | SH | SOLE | 2,660 | 0 | 0 | ||
NISOURCE INC | UNIT 12/01/2023 | 65473P121 | 1,616 | 13,500 | SH | DFND | 1 | 13,500 | 0 | 0 | |
NISOURCE INC | UNIT 12/01/2023 | 65473P121 | 10,882 | 90,895 | SH | SOLE | 90,895 | 0 | 0 | ||
NORTHROP GRUMMAN CORP | COM | 666807102 | 209 | 470 | SH | SOLE | 470 | 0 | 0 | ||
NORWEGIAN CRUISE LINE HLDG L | SHS | G66721104 | 203 | 9,330 | SH | SOLE | 9,330 | 0 | 0 | ||
NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 809 | 755,000 | PRN | DFND | 1 | 755,000 | 0 | 0 | |
NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 3,804 | 3,546,000 | PRN | SOLE | 3,546,000 | 0 | 0 | ||
NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 1,716 | 1,566,000 | PRN | DFND | 2 | 1,566,000 | 0 | 0 | |
NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 1,779 | 1,623,000 | PRN | DFND | 3 | 1,623,000 | 0 | 0 | |
NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 902 | 823,000 | PRN | DFND | 4 | 823,000 | 0 | 0 | |
NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 261 | 238,000 | PRN | SOLE | 238,000 | 0 | 0 | ||
NVIDIA CORPORATION | COM | 67066G104 | 1,386 | 5,079 | SH | SOLE | 5,079 | 0 | 0 | ||
OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 1,715 | 1,600,000 | PRN | DFND | 1 | 1,600,000 | 0 | 0 | |
OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 10,170 | 9,483,000 | PRN | SOLE | 9,483,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 2,227 | 738,000 | PRN | SOLE | 738,000 | 0 | 0 | ||
ORACLE CORP | COM | 68389X105 | 436 | 5,284 | SH | SOLE | 5,284 | 0 | 0 | ||
OREILLY AUTOMOTIVE INC | COM | 67103H107 | 304 | 444 | SH | SOLE | 444 | 0 | 0 | ||
OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 757 | 751,000 | PRN | DFND | 2 | 751,000 | 0 | 0 | |
OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 832 | 825,000 | PRN | DFND | 3 | 825,000 | 0 | 0 | |
OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 449 | 445,000 | PRN | DFND | 4 | 445,000 | 0 | 0 | |
OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 231 | 229,000 | PRN | SOLE | 229,000 | 0 | 0 | ||
PACIRA BIOSCIENCES INC | NOTE 0.750% 8/0 | 695127AF7 | 1,431 | 1,155,000 | PRN | DFND | 1 | 1,155,000 | 0 | 0 | |
PACIRA BIOSCIENCES INC | NOTE 0.750% 8/0 | 695127AF7 | 9,289 | 7,499,000 | PRN | SOLE | 7,499,000 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 7,724 | 3,300,000 | PRN | DFND | 1 | 3,300,000 | 0 | 0 | |
PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 67 | 32,000 | PRN | SOLE | 32,000 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 45,299 | 19,354,000 | PRN | SOLE | 19,354,000 | 0 | 0 | ||
PARKER-HANNIFIN CORP | COM | 701094104 | 232 | 811 | SH | SOLE | 811 | 0 | 0 | ||
PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 | 1,877 | 1,783,000 | PRN | SOLE | 1,783,000 | 0 | 0 | ||
PAYPAL HLDGS INC | COM | 70450Y103 | 261 | 2,253 | SH | SOLE | 2,253 | 0 | 0 | ||
PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 1,104 | 963,000 | PRN | DFND | 2 | 963,000 | 0 | 0 | |
PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 1,594 | 1,390,000 | PRN | DFND | 1 | 1,390,000 | 0 | 0 | |
PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 1,416 | 1,235,000 | PRN | DFND | 3 | 1,235,000 | 0 | 0 | |
PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 673 | 587,000 | PRN | DFND | 4 | 587,000 | 0 | 0 | |
PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 11,846 | 10,331,000 | PRN | SOLE | 10,331,000 | 0 | 0 | ||
PENNYMAC CORP | NOTE 5.500% 3/1 | 70932AAF0 | 881 | 923,000 | PRN | DFND | 2 | 923,000 | 0 | 0 | |
PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 1,514 | 1,530,000 | PRN | DFND | 2 | 1,530,000 | 0 | 0 | |
PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 2,653 | 2,681,000 | PRN | DFND | 3 | 2,681,000 | 0 | 0 | |
PENNYMAC CORP | NOTE 5.500% 3/1 | 70932AAF0 | 789 | 827,000 | PRN | DFND | 3 | 827,000 | 0 | 0 | |
PENNYMAC CORP | NOTE 5.500% 3/1 | 70932AAF0 | 954 | 1,000,000 | PRN | DFND | 4 | 1,000,000 | 0 | 0 | |
PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 495 | 500,000 | PRN | DFND | 4 | 500,000 | 0 | 0 | |
PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 283 | 286,000 | PRN | SOLE | 286,000 | 0 | 0 | ||
PEPSICO INC | COM | 713448108 | 562 | 3,347 | SH | SOLE | 3,347 | 0 | 0 | ||
PERKINELMER INC | COM | 714046109 | 371 | 2,130 | SH | SOLE | 2,130 | 0 | 0 | ||
PFIZER INC | COM | 717081103 | 954 | 18,464 | SH | SOLE | 18,464 | 0 | 0 | ||
PG&E CORP | UNIT 99/99/9999 | 69331C140 | 1,451 | 12,900 | SH | DFND | 1 | 12,900 | 0 | 0 | |
PG&E CORP | UNIT 99/99/9999 | 69331C140 | 6,907 | 61,405 | SH | SOLE | 61,405 | 0 | 0 | ||
PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 831 | 350,000 | PRN | DFND | 2 | 350,000 | 0 | 0 | |
PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 4,238 | 1,785,000 | PRN | DFND | 1 | 1,785,000 | 0 | 0 | |
PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 993 | 418,000 | PRN | DFND | 3 | 418,000 | 0 | 0 | |
PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 439 | 185,000 | PRN | DFND | 4 | 185,000 | 0 | 0 | |
PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 66,147 | 27,859,000 | PRN | SOLE | 27,859,000 | 0 | 0 | ||
PIONEER NAT RES CO | COM | 723787107 | 474 | 1,891 | SH | SOLE | 1,891 | 0 | 0 | ||
PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 868 | 785,000 | PRN | DFND | 2 | 785,000 | 0 | 0 | |
PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 1,076 | 973,000 | PRN | DFND | 3 | 973,000 | 0 | 0 | |
PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 553 | 500,000 | PRN | DFND | 4 | 500,000 | 0 | 0 | |
PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 268 | 242,000 | PRN | SOLE | 242,000 | 0 | 0 | ||
PROCTER AND GAMBLE CO | COM | 742718109 | 1,026 | 6,717 | SH | SOLE | 6,717 | 0 | 0 | ||
PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 8 | 430 | SH | SOLE | 430 | 0 | 0 | ||
PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 518 | 29,259 | SH | DFND | 2 | 29,259 | 0 | 0 | |
PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 589 | 33,304 | SH | DFND | 3 | 33,304 | 0 | 0 | |
PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 301 | 17,007 | SH | DFND | 4 | 17,007 | 0 | 0 | |
PROSPECT CAP CORP | NOTE 6.375% 3/0 | 74348TAT9 | 7,027 | 6,661,000 | PRN | SOLE | 6,661,000 | 0 | 0 | ||
PRUDENTIAL FINL INC | COM | 744320102 | 295 | 2,497 | SH | SOLE | 2,497 | 0 | 0 | ||
PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 963 | 690,000 | PRN | DFND | 1 | 690,000 | 0 | 0 | |
PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 5,533 | 3,963,000 | PRN | SOLE | 3,963,000 | 0 | 0 | ||
Q2 HLDGS INC | NOTE 0.125%11/1 | 74736LAF6 | 1,071 | 1,247,000 | PRN | DFND | 2 | 1,247,000 | 0 | 0 | |
Q2 HLDGS INC | NOTE 0.125%11/1 | 74736LAF6 | 1,225 | 1,427,000 | PRN | DFND | 3 | 1,427,000 | 0 | 0 | |
Q2 HLDGS INC | NOTE 0.125%11/1 | 74736LAF6 | 544 | 634,000 | PRN | DFND | 4 | 634,000 | 0 | 0 | |
Q2 HLDGS INC | NOTE 0.125%11/1 | 74736LAF6 | 165 | 192,000 | PRN | SOLE | 192,000 | 0 | 0 | ||
QUALCOMM INC | COM | 747525103 | 266 | 1,729 | SH | SOLE | 1,729 | 0 | 0 | ||
RAPID7 INC | NOTE 0.250% 3/1 | 753422AF1 | 1,313 | 1,056,000 | PRN | DFND | 1 | 1,056,000 | 0 | 0 | |
RAPID7 INC | NOTE 0.250% 3/1 | 753422AF1 | 8,257 | 6,640,000 | PRN | SOLE | 6,640,000 | 0 | 0 | ||
RAYTHEON TECHNOLOGIES CORP | COM | 75513E101 | 230 | 2,319 | SH | SOLE | 2,319 | 0 | 0 | ||
RBC BEARINGS INC | 5% CNV PFD SR A | 75524B203 | 315 | 3,169 | SH | DFND | 2 | 3,169 | 0 | 0 | |
RBC BEARINGS INC | 5% CNV PFD SR A | 75524B203 | 728 | 7,315 | SH | DFND | 1 | 7,315 | 0 | 0 | |
RBC BEARINGS INC | 5% CNV PFD SR A | 75524B203 | 383 | 3,847 | SH | DFND | 3 | 3,847 | 0 | 0 | |
RBC BEARINGS INC | 5% CNV PFD SR A | 75524B203 | 191 | 1,916 | SH | DFND | 4 | 1,916 | 0 | 0 | |
RBC BEARINGS INC | 5% CNV PFD SR A | 75524B203 | 4,924 | 49,493 | SH | SOLE | 49,493 | 0 | 0 | ||
READY CAPITAL CORP | 7% CN SR NT 2023 | 75574U200 | 510 | 19,284 | SH | DFND | 2 | 19,284 | 0 | 0 | |
READY CAPITAL CORP | 7% CN SR NT 2023 | 75574U200 | 641 | 24,242 | SH | DFND | 3 | 24,242 | 0 | 0 | |
READY CAPITAL CORP | 7% CN SR NT 2023 | 75574U200 | 304 | 11,500 | SH | DFND | 4 | 11,500 | 0 | 0 | |
READY CAPITAL CORP | 7% CN SR NT 2023 | 75574U200 | 172 | 6,474 | SH | SOLE | 6,474 | 0 | 0 | ||
REDWOOD TRUST INC | NOTE 5.625% 7/1 | 758075AD7 | 744 | 750,000 | PRN | DFND | 2 | 750,000 | 0 | 0 | |
REDWOOD TRUST INC | NOTE 5.625% 7/1 | 758075AD7 | 1,640 | 1,652,000 | PRN | DFND | 3 | 1,652,000 | 0 | 0 | |
REDWOOD TRUST INC | NOTE 5.625% 7/1 | 758075AD7 | 226 | 228,000 | PRN | DFND | 4 | 228,000 | 0 | 0 | |
REDWOOD TRUST INC | NOTE 5.625% 7/1 | 758075AD7 | 64 | 64,000 | PRN | SOLE | 64,000 | 0 | 0 | ||
REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 533 | 310,000 | PRN | DFND | 1 | 310,000 | 0 | 0 | |
REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 3,658 | 2,129,000 | PRN | SOLE | 2,129,000 | 0 | 0 | ||
RINGCENTRAL INC | NOTE 3/1 | 76680RAH0 | 654 | 800,000 | PRN | DFND | 2 | 800,000 | 0 | 0 | |
RINGCENTRAL INC | NOTE 3/1 | 76680RAH0 | 746 | 912,000 | PRN | DFND | 3 | 912,000 | 0 | 0 | |
RINGCENTRAL INC | NOTE 3/1 | 76680RAH0 | 332 | 406,000 | PRN | DFND | 4 | 406,000 | 0 | 0 | |
RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 1,431 | 1,645,000 | PRN | SOLE | 1,645,000 | 0 | 0 | ||
RINGCENTRAL INC | NOTE 3/1 | 76680RAH0 | 108 | 132,000 | PRN | SOLE | 132,000 | 0 | 0 | ||
ROYAL CARIBBEAN GROUP | NOTE 4.250% 6/1 | 780153BB7 | 2,600 | 1,990,000 | PRN | DFND | 1 | 1,990,000 | 0 | 0 | |
ROYAL CARIBBEAN GROUP | NOTE 4.250% 6/1 | 780153BB7 | 1,032 | 790,000 | PRN | DFND | 2 | 790,000 | 0 | 0 | |
ROYAL CARIBBEAN GROUP | NOTE 4.250% 6/1 | 780153BB7 | 1,297 | 993,000 | PRN | DFND | 3 | 993,000 | 0 | 0 | |
ROYAL CARIBBEAN GROUP | NOTE 4.250% 6/1 | 780153BB7 | 610 | 467,000 | PRN | DFND | 4 | 467,000 | 0 | 0 | |
ROYAL CARIBBEAN GROUP | NOTE 4.250% 6/1 | 780153BB7 | 16,938 | 12,964,000 | PRN | SOLE | 12,964,000 | 0 | 0 | ||
RWT HLDGS INC | NOTE 5.750%10/0 | 749772AD1 | 550 | 573,000 | PRN | DFND | 2 | 573,000 | 0 | 0 | |
RWT HLDGS INC | NOTE 5.750%10/0 | 749772AD1 | 690 | 719,000 | PRN | DFND | 3 | 719,000 | 0 | 0 | |
RWT HLDGS INC | NOTE 5.750%10/0 | 749772AD1 | 854 | 890,000 | PRN | DFND | 4 | 890,000 | 0 | 0 | |
RWT HLDGS INC | NOTE 5.750%10/0 | 749772AD1 | 305 | 318,000 | PRN | SOLE | 318,000 | 0 | 0 | ||
SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 948 | 578,000 | PRN | DFND | 2 | 578,000 | 0 | 0 | |
SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 1,155 | 704,000 | PRN | DFND | 3 | 704,000 | 0 | 0 | |
SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 574 | 350,000 | PRN | DFND | 4 | 350,000 | 0 | 0 | |
SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 194 | 118,000 | PRN | SOLE | 118,000 | 0 | 0 | ||
SALESFORCE COM INC | COM | 79466L302 | 499 | 2,345 | SH | SOLE | 2,345 | 0 | 0 | ||
SCHLUMBERGER LTD | COM STK | 806857108 | 381 | 9,173 | SH | SOLE | 9,173 | 0 | 0 | ||
SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | 388 | 245,000 | PRN | DFND | 1 | 245,000 | 0 | 0 | |
SEA LTD | NOTE 0.250% 9/1 | 81141RAG5 | 13,786 | 17,269,000 | PRN | SOLE | 17,269,000 | 0 | 0 | ||
SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 2,917 | 38,167 | SH | SOLE | 38,167 | 0 | 0 | ||
SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 | 3,234 | 84,467 | SH | SOLE | 84,467 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 | 1,726 | 23,173 | SH | SOLE | 23,173 | 0 | 0 | ||
SERVICENOW INC | COM | 81762P102 | 307 | 551 | SH | SOLE | 551 | 0 | 0 | ||
SFL CORPORATION LTD | NOTE 4.875% 5/0 | 824689AG8 | 493 | 486,000 | PRN | DFND | 2 | 486,000 | 0 | 0 | |
SFL CORPORATION LTD | NOTE 4.875% 5/0 | 824689AG8 | 703 | 693,000 | PRN | DFND | 3 | 693,000 | 0 | 0 | |
SFL CORPORATION LTD | NOTE 4.875% 5/0 | 824689AG8 | 433 | 427,000 | PRN | DFND | 4 | 427,000 | 0 | 0 | |
SFL CORPORATION LTD | NOTE 4.875% 5/0 | 824689AG8 | 146 | 144,000 | PRN | SOLE | 144,000 | 0 | 0 | ||
SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 1,393 | 1,330,000 | PRN | DFND | 1 | 1,330,000 | 0 | 0 | |
SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 8,139 | 7,775,000 | PRN | SOLE | 7,775,000 | 0 | 0 | ||
SMART GLOBAL HLDGS INC | NOTE 2.250% 2/1 | 83205YAB0 | 931 | 640,000 | PRN | DFND | 1 | 640,000 | 0 | 0 | |
SMART GLOBAL HLDGS INC | NOTE 2.250% 2/1 | 83205YAB0 | 4,776 | 3,281,000 | PRN | SOLE | 3,281,000 | 0 | 0 | ||
SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 874 | 502,000 | PRN | SOLE | 502,000 | 0 | 0 | ||
SOUTHERN CO | UNIT 08/01/2022 | 842587602 | 3,062 | 55,975 | SH | SOLE | 55,975 | 0 | 0 | ||
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 532 | 392,000 | PRN | DFND | 2 | 392,000 | 0 | 0 | |
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 3,528 | 2,600,000 | PRN | DFND | 1 | 2,600,000 | 0 | 0 | |
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 719 | 530,000 | PRN | DFND | 3 | 530,000 | 0 | 0 | |
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 315 | 232,000 | PRN | DFND | 4 | 232,000 | 0 | 0 | |
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 55,443 | 40,858,000 | PRN | SOLE | 40,858,000 | 0 | 0 | ||
SOUTHWEST AIRLS CO | COM | 844741108 | 256 | 5,593 | SH | SOLE | 5,593 | 0 | 0 | ||
SPDR SER TR | BLOOMBERG CONV | 78464A359 | 10,071 | 130,892 | SH | SOLE | 130,892 | 0 | 0 | ||
SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 480 | 535,000 | PRN | DFND | 2 | 535,000 | 0 | 0 | |
SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 586 | 653,000 | PRN | DFND | 3 | 653,000 | 0 | 0 | |
SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 291 | 324,000 | PRN | DFND | 4 | 324,000 | 0 | 0 | |
SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 124 | 138,000 | PRN | SOLE | 138,000 | 0 | 0 | ||
SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 2,581 | 2,270,000 | PRN | DFND | 1 | 2,270,000 | 0 | 0 | |
SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 | 571 | 598,000 | PRN | DFND | 2 | 598,000 | 0 | 0 | |
SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 | 905 | 948,000 | PRN | DFND | 3 | 948,000 | 0 | 0 | |
SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 | 339 | 355,000 | PRN | DFND | 4 | 355,000 | 0 | 0 | |
SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 | 1,479 | 1,549,000 | PRN | SOLE | 1,549,000 | 0 | 0 | ||
SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 13,691 | 12,041,000 | PRN | SOLE | 12,041,000 | 0 | 0 | ||
SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 1,288 | 1,075,000 | PRN | SOLE | 1,075,000 | 0 | 0 | ||
SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 998 | 1,171,000 | PRN | DFND | 2 | 1,171,000 | 0 | 0 | |
SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 1,135 | 1,332,000 | PRN | DFND | 3 | 1,332,000 | 0 | 0 | |
SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 507 | 595,000 | PRN | DFND | 4 | 595,000 | 0 | 0 | |
SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 1,855 | 2,177,000 | PRN | SOLE | 2,177,000 | 0 | 0 | ||
SSR MNG INC | NOTE 2.500% 4/0 | 784730AB9 | 734 | 528,000 | PRN | DFND | 1 | 528,000 | 0 | 0 | |
SSR MNG INC | NOTE 2.500% 4/0 | 784730AB9 | 4,529 | 3,258,000 | PRN | SOLE | 3,258,000 | 0 | 0 | ||
STANLEY BLACK & DECKER INC | UNIT 11/15/2022 | 854502846 | 949 | 10,870 | SH | DFND | 1 | 10,870 | 0 | 0 | |
STANLEY BLACK & DECKER INC | UNIT 11/15/2022 | 854502846 | 8,521 | 97,605 | SH | SOLE | 97,605 | 0 | 0 | ||
STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 878 | 885,000 | PRN | DFND | 2 | 885,000 | 0 | 0 | |
STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 1,223 | 1,233,000 | PRN | DFND | 3 | 1,233,000 | 0 | 0 | |
STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 701 | 707,000 | PRN | DFND | 4 | 707,000 | 0 | 0 | |
STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 174 | 175,000 | PRN | SOLE | 175,000 | 0 | 0 | ||
SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 1,365 | 1,305,000 | PRN | DFND | 1 | 1,305,000 | 0 | 0 | |
SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 1,291 | 1,234,000 | PRN | DFND | 2 | 1,234,000 | 0 | 0 | |
SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 1,541 | 1,473,000 | PRN | DFND | 3 | 1,473,000 | 0 | 0 | |
SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 683 | 653,000 | PRN | DFND | 4 | 653,000 | 0 | 0 | |
SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 10,009 | 9,570,000 | PRN | SOLE | 9,570,000 | 0 | 0 | ||
TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADS | 874039100 | 291 | 2,798 | SH | SOLE | 2,798 | 0 | 0 | ||
TEMPUR SEALY INTL INC | COM | 88023U101 | 222 | 7,968 | SH | SOLE | 7,968 | 0 | 0 | ||
TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 1,215 | 70,000 | PRN | DFND | 1 | 70,000 | 0 | 0 | |
TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 7,406 | 427,000 | PRN | SOLE | 427,000 | 0 | 0 | ||
TESLA INC | COM | 88160R101 | 1,080 | 1,003 | SH | SOLE | 1,003 | 0 | 0 | ||
THE BEAUTY HEALTH COMPANY | COM CL A | 88331L108 | 208 | 12,300 | SH | SOLE | 12,300 | 0 | 0 | ||
THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 515 | 873 | SH | SOLE | 873 | 0 | 0 | ||
TRAVERE THERAPEUTICS INC | NOTE 2.500% 9/1 | 761299AB2 | 900 | 886,000 | PRN | DFND | 2 | 886,000 | 0 | 0 | |
TRAVERE THERAPEUTICS INC | NOTE 2.500% 9/1 | 761299AB2 | 1,132 | 1,114,000 | PRN | DFND | 3 | 1,114,000 | 0 | 0 | |
TRAVERE THERAPEUTICS INC | NOTE 2.500% 9/1 | 761299AB2 | 532 | 524,000 | PRN | DFND | 4 | 524,000 | 0 | 0 | |
TRAVERE THERAPEUTICS INC | NOTE 2.500% 9/1 | 761299AB2 | 229 | 226,000 | PRN | SOLE | 226,000 | 0 | 0 | ||
TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 1,475 | 1,450,000 | PRN | DFND | 1 | 1,450,000 | 0 | 0 | |
TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 8,863 | 8,712,000 | PRN | SOLE | 8,712,000 | 0 | 0 | ||
TWO HARBORS INVENTMENT CORPO | NOTE 6.250% 1/1 | 90187BAB7 | 1,693 | 1,712,000 | PRN | DFND | 3 | 1,712,000 | 0 | 0 | |
TWO HARBORS INVENTMENT CORPO | NOTE 6.250% 1/1 | 90187BAB7 | 1,180 | 1,193,000 | PRN | DFND | 2 | 1,193,000 | 0 | 0 | |
TWO HARBORS INVENTMENT CORPO | NOTE 6.250% 1/1 | 90187BAB7 | 798 | 807,000 | PRN | DFND | 4 | 807,000 | 0 | 0 | |
TWO HARBORS INVENTMENT CORPO | NOTE 6.250% 1/1 | 90187BAB7 | 285 | 288,000 | PRN | SOLE | 288,000 | 0 | 0 | ||
TYLER TEX INDPT SCH DIST | NOTE 0.250% 3/1 | 902252AB1 | 759 | 690,000 | PRN | DFND | 1 | 690,000 | 0 | 0 | |
TYLER TEX INDPT SCH DIST | NOTE 0.250% 3/1 | 902252AB1 | 7,317 | 6,645,000 | PRN | SOLE | 6,645,000 | 0 | 0 | ||
UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 1,414 | 1,580,000 | PRN | DFND | 1 | 1,580,000 | 0 | 0 | |
UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 8,349 | 9,329,000 | PRN | SOLE | 9,329,000 | 0 | 0 | ||
UNION PAC CORP | COM | 907818108 | 742 | 2,720 | SH | SOLE | 2,720 | 0 | 0 | ||
UNITED PARCEL SERVICE INC | CL B | 911312106 | 283 | 1,319 | SH | SOLE | 1,319 | 0 | 0 | ||
UNITEDHEALTH GROUP INC | COM | 91324P102 | 1,128 | 2,210 | SH | SOLE | 2,210 | 0 | 0 | ||
VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 1,041 | 1,075,000 | PRN | DFND | 1 | 1,075,000 | 0 | 0 | |
VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 7,024 | 7,252,000 | PRN | SOLE | 7,252,000 | 0 | 0 | ||
VALERO ENERGY CORP | COM | 91913Y100 | 231 | 2,264 | SH | SOLE | 2,264 | 0 | 0 | ||
VANECK ETF TRUST | FALLEN ANGEL HG | 92189F437 | 4,372 | 143,829 | SH | SOLE | 143,829 | 0 | 0 | ||
VANGUARD STAR FDS | VG TL INTL STK F | 921909768 | 18,375 | 307,599 | SH | SOLE | 307,599 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 565 | 11,089 | SH | SOLE | 11,089 | 0 | 0 | ||
VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 500 | 386,000 | PRN | SOLE | 386,000 | 0 | 0 | ||
VISA INC | COM CL A | 92826C839 | 772 | 3,483 | SH | SOLE | 3,483 | 0 | 0 | ||
VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 195 | 195,000 | PRN | SOLE | 195,000 | 0 | 0 | ||
WALMART INC | COM | 931142103 | 348 | 2,340 | SH | SOLE | 2,340 | 0 | 0 | ||
WAYFAIR INC | NOTE 0.625%10/0 | 94419LAM3 | 1,071 | 1,304,000 | PRN | DFND | 3 | 1,304,000 | 0 | 0 | |
WAYFAIR INC | NOTE 0.625%10/0 | 94419LAM3 | 749 | 912,000 | PRN | DFND | 2 | 912,000 | 0 | 0 | |
WAYFAIR INC | NOTE 0.625%10/0 | 94419LAM3 | 475 | 578,000 | PRN | DFND | 4 | 578,000 | 0 | 0 | |
WAYFAIR INC | NOTE 0.625%10/0 | 94419LAM3 | 169 | 206,000 | PRN | SOLE | 206,000 | 0 | 0 | ||
WELLS FARGO CO NEW | COM | 949746101 | 503 | 10,367 | SH | SOLE | 10,367 | 0 | 0 | ||
WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 3,018 | 2,297 | SH | SOLE | 2,297 | 0 | 0 | ||
WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 5,559 | 5,760,000 | PRN | SOLE | 5,760,000 | 0 | 0 | ||
WILLIAMS COS INC | COM | 969457100 | 265 | 7,889 | SH | SOLE | 7,889 | 0 | 0 | ||
WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 1,251 | 1,147,000 | PRN | DFND | 3 | 1,147,000 | 0 | 0 | |
WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 865 | 793,000 | PRN | DFND | 2 | 793,000 | 0 | 0 | |
WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 651 | 597,000 | PRN | DFND | 4 | 597,000 | 0 | 0 | |
WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 233 | 213,000 | PRN | SOLE | 213,000 | 0 | 0 | ||
WISDOMTREE INVTS INC | NOTE 4.250% 6/1 | 97717PAB0 | 1,009 | 885,000 | PRN | DFND | 1 | 885,000 | 0 | 0 | |
WISDOMTREE INVTS INC | NOTE 4.250% 6/1 | 97717PAB0 | 799 | 701,000 | PRN | DFND | 2 | 701,000 | 0 | 0 | |
WISDOMTREE INVTS INC | NOTE 4.250% 6/1 | 97717PAB0 | 1,024 | 898,000 | PRN | DFND | 3 | 898,000 | 0 | 0 | |
WISDOMTREE INVTS INC | NOTE 4.250% 6/1 | 97717PAB0 | 513 | 450,000 | PRN | DFND | 4 | 450,000 | 0 | 0 | |
WISDOMTREE INVTS INC | NOTE 4.250% 6/1 | 97717PAB0 | 7,737 | 6,787,000 | PRN | SOLE | 6,787,000 | 0 | 0 | ||
WOLFSPEED INC | NOTE 1.750% 5/0 | 225447AD3 | 555 | 223,000 | PRN | SOLE | 223,000 | 0 | 0 | ||
WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 2,233 | 1,360,000 | PRN | DFND | 1 | 1,360,000 | 0 | 0 | |
WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 12,676 | 7,720,000 | PRN | SOLE | 7,720,000 | 0 | 0 | ||
WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 693 | 431,000 | PRN | DFND | 2 | 431,000 | 0 | 0 | |
WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 1,113 | 692,000 | PRN | DFND | 3 | 692,000 | 0 | 0 | |
WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 412 | 256,000 | PRN | DFND | 4 | 256,000 | 0 | 0 | |
WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 194 | 121,000 | PRN | SOLE | 121,000 | 0 | 0 | ||
WORLD GOLD TR | SPDR GLD MINIS | 98149E303 | 2,435 | 63,284 | SH | SOLE | 63,284 | 0 | 0 | ||
ZENDESK INC | NOTE 0.625% 6/1 | 98936JAD3 | 1,305 | 1,035,000 | PRN | DFND | 1 | 1,035,000 | 0 | 0 | |
ZENDESK INC | NOTE 0.625% 6/1 | 98936JAD3 | 8,269 | 6,562,000 | PRN | SOLE | 6,562,000 | 0 | 0 | ||
ZIFF DAVIS INC | COM | 48123V102 | 316 | 3,262 | SH | SOLE | 3,262 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 1,535 | 1,360,000 | PRN | DFND | 1 | 1,360,000 | 0 | 0 | |
ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 1,367 | 1,211,000 | PRN | DFND | 3 | 1,211,000 | 0 | 0 | |
ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 862 | 764,000 | PRN | DFND | 2 | 764,000 | 0 | 0 | |
ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 511 | 453,000 | PRN | DFND | 4 | 453,000 | 0 | 0 | |
ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 10,079 | 8,932,000 | PRN | SOLE | 8,932,000 | 0 | 0 | ||
ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 1,684 | 990,000 | PRN | DFND | 1 | 990,000 | 0 | 0 | |
ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 9,470 | 5,567,000 | PRN | SOLE | 5,567,000 | 0 | 0 |