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 | 1,005 | 1,190,000 | PRN | DFND | 2 | 1,190,000 | 0 | 0 | |
| 8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 916 | 1,084,000 | PRN | DFND | 3 | 1,084,000 | 0 | 0 | |
| 8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 461 | 546,000 | PRN | DFND | 4 | 546,000 | 0 | 0 | |
| 8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 152 | 180,000 | PRN | SOLE | 180,000 | 0 | 0 | ||
| ABBOTT LABS | COM | 002824100 | 487 | 5,041 | SH | SOLE | 5,041 | 0 | 0 | ||
| ABBVIE INC | COM | 00287Y109 | 473 | 3,507 | SH | SOLE | 3,507 | 0 | 0 | ||
| ACCENTURE PLC IRELAND | SHS CLASS A | G1151C101 | 295 | 1,143 | SH | SOLE | 1,143 | 0 | 0 | ||
| ADOBE SYSTEMS INCORPORATED | COM | 00724F101 | 243 | 883 | SH | SOLE | 883 | 0 | 0 | ||
| AIR TRANS SVCS GROUP INC | NOTE 1.125%10/1 | 00922RAB1 | 665 | 667,000 | PRN | DFND | 1 | 667,000 | 0 | 0 | |
| AIR TRANS SVCS GROUP INC | NOTE 1.125%10/1 | 00922RAB1 | 1,598 | 1,602,000 | PRN | DFND | 2 | 1,602,000 | 0 | 0 | |
| AIR TRANS SVCS GROUP INC | NOTE 1.125%10/1 | 00922RAB1 | 901 | 903,000 | PRN | DFND | 3 | 903,000 | 0 | 0 | |
| AIR TRANS SVCS GROUP INC | NOTE 1.125%10/1 | 00922RAB1 | 272 | 273,000 | PRN | DFND | 4 | 273,000 | 0 | 0 | |
| AIR TRANS SVCS GROUP INC | NOTE 1.125%10/1 | 00922RAB1 | 4,318 | 4,326,000 | PRN | SOLE | 4,326,000 | 0 | 0 | ||
| AIRBNB INC | NOTE 3/1 | 009066AB7 | 1,230 | 1,485,000 | PRN | DFND | 1 | 1,485,000 | 0 | 0 | |
| AIRBNB INC | NOTE 3/1 | 009066AB7 | 9,423 | 11,382,000 | PRN | SOLE | 11,382,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 1,698 | 1,825,000 | PRN | DFND | 1 | 1,825,000 | 0 | 0 | |
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 12,885 | 13,844,000 | PRN | SOLE | 13,844,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 1,021 | 1,005,000 | PRN | SOLE | 1,005,000 | 0 | 0 | ||
| ALGONQUIN PWR UTILS CORP | UNIT 06/15/2024 | 015857873 | 432 | 11,531 | SH | DFND | 2 | 11,531 | 0 | 0 | |
| ALGONQUIN PWR UTILS CORP | UNIT 06/15/2024 | 015857873 | 532 | 14,183 | SH | DFND | 3 | 14,183 | 0 | 0 | |
| ALGONQUIN PWR UTILS CORP | UNIT 06/15/2024 | 015857873 | 254 | 6,766 | SH | DFND | 4 | 6,766 | 0 | 0 | |
| ALGONQUIN PWR UTILS CORP | UNIT 06/15/2024 | 015857873 | 95 | 2,520 | SH | SOLE | 2,520 | 0 | 0 | ||
| ALPHABET INC | CAP STK CL A | 02079K305 | 2,148 | 22,452 | SH | SOLE | 22,452 | 0 | 0 | ||
| ALTERYX INC | NOTE 1.000% 8/0 | 02156BAF0 | 1,119 | 1,390,000 | PRN | DFND | 1 | 1,390,000 | 0 | 0 | |
| ALTERYX INC | NOTE 1.000% 8/0 | 02156BAF0 | 3,447 | 4,279,000 | PRN | SOLE | 4,279,000 | 0 | 0 | ||
| AMAZON COM INC | COM | 023135106 | 1,890 | 16,714 | SH | SOLE | 16,714 | 0 | 0 | ||
| AMERICAN ELEC PWR CO INC | UNIT 08/15/2023 | 02557T307 | 940 | 19,025 | SH | DFND | 1 | 19,025 | 0 | 0 | |
| AMERICAN ELEC PWR CO INC | UNIT 08/15/2023 | 02557T307 | 9,146 | 185,165 | SH | SOLE | 185,165 | 0 | 0 | ||
| AMERICAN INTL GROUP INC | COM NEW | 026874784 | 221 | 4,633 | SH | SOLE | 4,633 | 0 | 0 | ||
| AMGEN INC | COM | 031162100 | 450 | 1,996 | SH | SOLE | 1,996 | 0 | 0 | ||
| APOLLO COML REAL ESTATE FIN | NOTE 5.375%10/1 | 03762UAC9 | 2,542 | 2,612,000 | PRN | DFND | 2 | 2,612,000 | 0 | 0 | |
| APOLLO COML REAL ESTATE FIN | NOTE 5.375%10/1 | 03762UAC9 | 2,154 | 2,213,000 | PRN | DFND | 3 | 2,213,000 | 0 | 0 | |
| APOLLO COML REAL ESTATE FIN | NOTE 5.375%10/1 | 03762UAC9 | 1,067 | 1,096,000 | PRN | DFND | 4 | 1,096,000 | 0 | 0 | |
| APOLLO COML REAL ESTATE FIN | NOTE 5.375%10/1 | 03762UAC9 | 320 | 329,000 | PRN | SOLE | 329,000 | 0 | 0 | ||
| APPLE INC | COM | 037833100 | 3,485 | 25,218 | SH | SOLE | 25,218 | 0 | 0 | ||
| APPLIED MATLS INC | COM | 038222105 | 271 | 3,310 | SH | SOLE | 3,310 | 0 | 0 | ||
| ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 11,839 | 11,599,000 | PRN | SOLE | 11,599,000 | 0 | 0 | ||
| ATI INC | NOTE 3.500% 6/1 | 01741RAK8 | 722 | 397,000 | PRN | DFND | 1 | 397,000 | 0 | 0 | |
| ATI INC | NOTE 3.500% 6/1 | 01741RAK8 | 3,993 | 2,194,000 | PRN | SOLE | 2,194,000 | 0 | 0 | ||
| AUTOMATIC DATA PROCESSING IN | COM | 053015103 | 203 | 899 | SH | SOLE | 899 | 0 | 0 | ||
| BANDWIDTH INC | NOTE 0.500% 4/0 | 05988JAD5 | 455 | 782,000 | PRN | DFND | 2 | 782,000 | 0 | 0 | |
| BANDWIDTH INC | NOTE 0.500% 4/0 | 05988JAD5 | 729 | 1,254,000 | PRN | DFND | 3 | 1,254,000 | 0 | 0 | |
| BANDWIDTH INC | NOTE 0.500% 4/0 | 05988JAD5 | 270 | 464,000 | PRN | DFND | 4 | 464,000 | 0 | 0 | |
| BECTON DICKINSON & CO | 6% DP CONV PFD B | 075887406 | 1,019 | 21,840 | SH | DFND | 1 | 21,840 | 0 | 0 | |
| BECTON DICKINSON & CO | 6% DP CONV PFD B | 075887406 | 6,621 | 141,885 | SH | SOLE | 141,885 | 0 | 0 | ||
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 995 | 1,321,000 | PRN | DFND | 2 | 1,321,000 | 0 | 0 | |
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 847 | 1,015,000 | PRN | DFND | 1 | 1,015,000 | 0 | 0 | |
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 878 | 1,165,000 | PRN | DFND | 3 | 1,165,000 | 0 | 0 | |
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 457 | 606,000 | PRN | DFND | 4 | 606,000 | 0 | 0 | |
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 6,268 | 7,507,000 | PRN | SOLE | 7,507,000 | 0 | 0 | ||
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 119 | 158,000 | PRN | SOLE | 158,000 | 0 | 0 | ||
| BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 1,061 | 3,972 | SH | SOLE | 3,972 | 0 | 0 | ||
| BIGCOMMERCE HLDGS INC | NOTE 0.250%10/0 | 08975PAB4 | 1,182 | 1,619,000 | PRN | DFND | 2 | 1,619,000 | 0 | 0 | |
| BIGCOMMERCE HLDGS INC | NOTE 0.250%10/0 | 08975PAB4 | 1,032 | 1,414,000 | PRN | DFND | 3 | 1,414,000 | 0 | 0 | |
| BIGCOMMERCE HLDGS INC | NOTE 0.250%10/0 | 08975PAB4 | 505 | 691,000 | PRN | DFND | 4 | 691,000 | 0 | 0 | |
| BIGCOMMERCE HLDGS INC | NOTE 0.250%10/0 | 08975PAB4 | 202 | 276,000 | PRN | SOLE | 276,000 | 0 | 0 | ||
| BILL COM HLDGS INC | NOTE 12/0 | 090043AB6 | 1,207 | 1,100,000 | PRN | DFND | 1 | 1,100,000 | 0 | 0 | |
| BILL COM HLDGS INC | NOTE 12/0 | 090043AB6 | 7,794 | 7,104,000 | PRN | SOLE | 7,104,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 1,729 | 1,745,000 | PRN | DFND | 1 | 1,745,000 | 0 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 12,399 | 12,512,000 | PRN | SOLE | 12,512,000 | 0 | 0 | ||
| BK OF AMERICA CORP | COM | 060505104 | 699 | 23,164 | SH | SOLE | 23,164 | 0 | 0 | ||
| BK OF AMERICA CORP | 7.25%CNV PFD L | 060505682 | 3,273 | 2,790 | SH | SOLE | 2,790 | 0 | 0 | ||
| BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 1,057 | 1,306,000 | PRN | DFND | 2 | 1,306,000 | 0 | 0 | |
| BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 862 | 1,065,000 | PRN | DFND | 3 | 1,065,000 | 0 | 0 | |
| BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 383 | 474,000 | PRN | DFND | 4 | 474,000 | 0 | 0 | |
| BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 126 | 155,000 | PRN | SOLE | 155,000 | 0 | 0 | ||
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 1,760 | 1,942,000 | PRN | DFND | 1 | 1,942,000 | 0 | 0 | |
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 10,600 | 11,699,000 | PRN | SOLE | 11,699,000 | 0 | 0 | ||
| BLOOM ENERGY CORP | NOTE 2.500% 8/1 | 093712AH0 | 688 | 495,000 | PRN | DFND | 1 | 495,000 | 0 | 0 | |
| BLOOM ENERGY CORP | NOTE 2.500% 8/1 | 093712AH0 | 558 | 401,000 | PRN | DFND | 2 | 401,000 | 0 | 0 | |
| BLOOM ENERGY CORP | NOTE 2.500% 8/1 | 093712AH0 | 679 | 488,000 | PRN | DFND | 3 | 488,000 | 0 | 0 | |
| BLOOM ENERGY CORP | NOTE 2.500% 8/1 | 093712AH0 | 337 | 242,000 | PRN | DFND | 4 | 242,000 | 0 | 0 | |
| BLOOM ENERGY CORP | NOTE 2.500% 8/1 | 093712AH0 | 4,627 | 3,326,000 | PRN | SOLE | 3,326,000 | 0 | 0 | ||
| BOEING CO | COM | 097023105 | 205 | 1,692 | SH | SOLE | 1,692 | 0 | 0 | ||
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 1,420 | 1,182,000 | PRN | DFND | 1 | 1,182,000 | 0 | 0 | |
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 29,541 | 24,596,000 | PRN | SOLE | 24,596,000 | 0 | 0 | ||
| BOSTON SCIENTIFIC CORP | 5.50% CNV PFD A | 101137206 | 1,480 | 14,465 | SH | DFND | 1 | 14,465 | 0 | 0 | |
| BOSTON SCIENTIFIC CORP | 5.50% CNV PFD A | 101137206 | 6,275 | 61,315 | SH | SOLE | 61,315 | 0 | 0 | ||
| BOX INC | NOTE 1/1 | 10316TAB0 | 952 | 865,000 | PRN | DFND | 1 | 865,000 | 0 | 0 | |
| BOX INC | NOTE 1/1 | 10316TAB0 | 6,196 | 5,625,000 | PRN | SOLE | 5,625,000 | 0 | 0 | ||
| BRISTOL-MYERS SQUIBB CO | COM | 110122108 | 283 | 3,970 | SH | SOLE | 3,970 | 0 | 0 | ||
| BROADCOM INC | COM | 11135F101 | 414 | 932 | SH | SOLE | 932 | 0 | 0 | ||
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 802 | 844,000 | PRN | DFND | 1 | 844,000 | 0 | 0 | |
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 5,254 | 5,529,000 | PRN | SOLE | 5,529,000 | 0 | 0 | ||
| CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 1,327 | 1,843,000 | PRN | DFND | 2 | 1,843,000 | 0 | 0 | |
| CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 1,031 | 1,432,000 | PRN | DFND | 3 | 1,432,000 | 0 | 0 | |
| CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 548 | 761,000 | PRN | DFND | 4 | 761,000 | 0 | 0 | |
| CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 154 | 214,000 | PRN | SOLE | 214,000 | 0 | 0 | ||
| CATERPILLAR INC | COM | 149123101 | 264 | 1,601 | SH | SOLE | 1,601 | 0 | 0 | ||
| CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 1,159 | 1,437,000 | PRN | DFND | 2 | 1,437,000 | 0 | 0 | |
| CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 923 | 1,145,000 | PRN | DFND | 3 | 1,145,000 | 0 | 0 | |
| CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 186 | 231,000 | PRN | DFND | 4 | 231,000 | 0 | 0 | |
| CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 151 | 187,000 | PRN | SOLE | 187,000 | 0 | 0 | ||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 1,031 | 1,333,000 | PRN | DFND | 2 | 1,333,000 | 0 | 0 | |
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 1,091 | 1,411,000 | PRN | DFND | 3 | 1,411,000 | 0 | 0 | |
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 583 | 754,000 | PRN | DFND | 4 | 754,000 | 0 | 0 | |
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 195 | 252,000 | PRN | SOLE | 252,000 | 0 | 0 | ||
| CHEFS WHSE INC | NOTE 1.875%12/0 | 163086AB7 | 797 | 813,000 | PRN | DFND | 2 | 813,000 | 0 | 0 | |
| CHEFS WHSE INC | NOTE 1.875%12/0 | 163086AB7 | 580 | 592,000 | PRN | DFND | 3 | 592,000 | 0 | 0 | |
| CHEFS WHSE INC | NOTE 1.875%12/0 | 163086AB7 | 397 | 405,000 | PRN | DFND | 4 | 405,000 | 0 | 0 | |
| CHEFS WHSE INC | NOTE 1.875%12/0 | 163086AB7 | 699 | 712,000 | PRN | SOLE | 712,000 | 0 | 0 | ||
| CHEGG INC | NOTE 9/0 | 163092AF6 | 1,735 | 2,301,000 | PRN | DFND | 2 | 2,301,000 | 0 | 0 | |
| CHEGG INC | NOTE 9/0 | 163092AF6 | 1,314 | 1,743,000 | PRN | DFND | 3 | 1,743,000 | 0 | 0 | |
| CHEGG INC | NOTE 9/0 | 163092AF6 | 456 | 605,000 | PRN | DFND | 4 | 605,000 | 0 | 0 | |
| CHEGG INC | NOTE 9/0 | 163092AF6 | 265 | 351,000 | PRN | SOLE | 351,000 | 0 | 0 | ||
| CHENIERE ENERGY INC | COM NEW | 16411R208 | 326 | 1,958 | SH | SOLE | 1,958 | 0 | 0 | ||
| CHEVRON CORP NEW | COM | 166764100 | 516 | 3,591 | SH | SOLE | 3,591 | 0 | 0 | ||
| CISCO SYS INC | COM | 17275R102 | 439 | 11,006 | SH | SOLE | 11,006 | 0 | 0 | ||
| CLEVELAND-CLIFFS INC NEW | COM | 185899101 | 162 | 11,984 | SH | SOLE | 11,984 | 0 | 0 | ||
| CLOUDFLARE INC | NOTE 8/1 | 18915MAC1 | 2,459 | 3,165,000 | PRN | DFND | 1 | 3,165,000 | 0 | 0 | |
| CLOUDFLARE INC | NOTE 8/1 | 18915MAC1 | 15,946 | 20,520,000 | PRN | SOLE | 20,520,000 | 0 | 0 | ||
| COCA COLA CO | COM | 191216100 | 552 | 9,841 | SH | SOLE | 9,841 | 0 | 0 | ||
| COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 | 623 | 798,000 | PRN | DFND | 1 | 798,000 | 0 | 0 | |
| COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 | 959 | 1,228,000 | PRN | DFND | 2 | 1,228,000 | 0 | 0 | |
| COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 | 867 | 1,110,000 | PRN | DFND | 3 | 1,110,000 | 0 | 0 | |
| COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 | 400 | 512,000 | PRN | DFND | 4 | 512,000 | 0 | 0 | |
| COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 | 4,133 | 5,291,000 | PRN | SOLE | 5,291,000 | 0 | 0 | ||
| COMCAST CORP NEW | CL A | 20030N101 | 310 | 10,642 | SH | SOLE | 10,642 | 0 | 0 | ||
| COSTCO WHSL CORP NEW | COM | 22160K105 | 602 | 1,278 | SH | SOLE | 1,278 | 0 | 0 | ||
| COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 1,271 | 1,507,000 | PRN | DFND | 1 | 1,507,000 | 0 | 0 | |
| COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 8,300 | 9,841,000 | PRN | SOLE | 9,841,000 | 0 | 0 | ||
| COUPA SOFTWARE INC | NOTE 0.375% 6/1 | 22266LAF3 | 1,261 | 1,640,000 | PRN | SOLE | 1,640,000 | 0 | 0 | ||
| CUMMINS INC | COM | 231021106 | 200 | 972 | SH | SOLE | 972 | 0 | 0 | ||
| CUTERA INC | NOTE 2.250% 3/1 | 232109AB4 | 382 | 247,000 | PRN | SOLE | 247,000 | 0 | 0 | ||
| CVS HEALTH CORP | COM | 126650100 | 270 | 2,820 | SH | SOLE | 2,820 | 0 | 0 | ||
| CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 1,720 | 1,512,000 | PRN | DFND | 1 | 1,512,000 | 0 | 0 | |
| CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 7,435 | 6,534,000 | PRN | SOLE | 6,534,000 | 0 | 0 | ||
| D R HORTON INC | COM | 23331A109 | 220 | 3,260 | SH | SOLE | 3,260 | 0 | 0 | ||
| DANAHER CORPORATION | 5% CONV PFD B | 235851409 | 1,829 | 1,365 | SH | DFND | 1 | 1,365 | 0 | 0 | |
| DANAHER CORPORATION | 5% CONV PFD B | 235851409 | 11,419 | 8,522 | SH | SOLE | 8,522 | 0 | 0 | ||
| DANAHER CORPORATION | COM | 235851102 | 551 | 2,138 | SH | SOLE | 2,138 | 0 | 0 | ||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 597 | 503,000 | PRN | DFND | 1 | 503,000 | 0 | 0 | |
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 3,695 | 3,110,000 | PRN | SOLE | 3,110,000 | 0 | 0 | ||
| DEERE & CO | COM | 244199105 | 243 | 728 | SH | SOLE | 728 | 0 | 0 | ||
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 4,606 | 5,000,000 | PRN | DFND | 1 | 5,000,000 | 0 | 0 | |
| DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 222 | 111,000 | PRN | SOLE | 111,000 | 0 | 0 | ||
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 26,876 | 29,177,000 | PRN | SOLE | 29,177,000 | 0 | 0 | ||
| DICKS SPORTING GOODS INC | NOTE 3.250% 4/1 | 253393AD4 | 1,012 | 310,000 | PRN | DFND | 1 | 310,000 | 0 | 0 | |
| DICKS SPORTING GOODS INC | NOTE 3.250% 4/1 | 253393AD4 | 6,190 | 1,896,000 | PRN | SOLE | 1,896,000 | 0 | 0 | ||
| DIGITALBRIDGE GROUP INC | NOTE 5.000% 4/1 | 19624RAA4 | 694 | 705,000 | PRN | DFND | 2 | 705,000 | 0 | 0 | |
| DIGITALBRIDGE GROUP INC | NOTE 5.000% 4/1 | 19624RAA4 | 734 | 746,000 | PRN | DFND | 3 | 746,000 | 0 | 0 | |
| DIGITALBRIDGE GROUP INC | NOTE 5.000% 4/1 | 19624RAA4 | 393 | 399,000 | PRN | DFND | 4 | 399,000 | 0 | 0 | |
| DIGITALBRIDGE GROUP INC | NOTE 5.000% 4/1 | 19624RAA4 | 148 | 150,000 | PRN | SOLE | 150,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 1,091 | 1,586,000 | PRN | DFND | 2 | 1,586,000 | 0 | 0 | |
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 892 | 1,297,000 | PRN | DFND | 3 | 1,297,000 | 0 | 0 | |
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 442 | 642,000 | PRN | DFND | 4 | 642,000 | 0 | 0 | |
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 155 | 225,000 | PRN | SOLE | 225,000 | 0 | 0 | ||
| DISNEY WALT CO | COM | 254687106 | 389 | 4,121 | SH | SOLE | 4,121 | 0 | 0 | ||
| DROPBOX INC | NOTE 3/0 | 26210CAD6 | 1,054 | 1,240,000 | PRN | DFND | 1 | 1,240,000 | 0 | 0 | |
| DROPBOX INC | NOTE 3/0 | 26210CAD6 | 6,475 | 7,617,000 | PRN | SOLE | 7,617,000 | 0 | 0 | ||
| DTE ENERGY CO | UNIT 11/01/2022 | 233331842 | 7,600 | 152,360 | SH | SOLE | 152,360 | 0 | 0 | ||
| EATON CORP PLC | SHS | G29183103 | 291 | 2,173 | SH | SOLE | 2,173 | 0 | 0 | ||
| ELEVANCE HEALTH INC | NOTE 2.750%10/1 | 94973VBG1 | 1,325 | 205,000 | PRN | DFND | 1 | 205,000 | 0 | 0 | |
| ELEVANCE HEALTH INC | NOTE 2.750%10/1 | 94973VBG1 | 25,454 | 3,938,000 | PRN | SOLE | 3,938,000 | 0 | 0 | ||
| ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 846 | 728,000 | PRN | DFND | 2 | 728,000 | 0 | 0 | |
| ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 558 | 480,000 | PRN | DFND | 3 | 480,000 | 0 | 0 | |
| ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 254 | 219,000 | PRN | DFND | 4 | 219,000 | 0 | 0 | |
| ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 85 | 73,000 | PRN | SOLE | 73,000 | 0 | 0 | ||
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAK3 | 678 | 571,000 | PRN | DFND | 2 | 571,000 | 0 | 0 | |
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAK3 | 3,620 | 3,050,000 | PRN | DFND | 1 | 3,050,000 | 0 | 0 | |
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAK3 | 537 | 452,000 | PRN | DFND | 3 | 452,000 | 0 | 0 | |
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAK3 | 260 | 219,000 | PRN | DFND | 4 | 219,000 | 0 | 0 | |
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAK3 | 22,861 | 19,259,000 | PRN | SOLE | 19,259,000 | 0 | 0 | ||
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 1,232 | 1,067,000 | PRN | SOLE | 1,067,000 | 0 | 0 | ||
| ENVESTNET INC | NOTE 0.750% 8/1 | 29404KAE6 | 832 | 995,000 | PRN | DFND | 1 | 995,000 | 0 | 0 | |
| ENVESTNET INC | NOTE 0.750% 8/1 | 29404KAE6 | 1,141 | 1,364,000 | PRN | DFND | 2 | 1,364,000 | 0 | 0 | |
| ENVESTNET INC | NOTE 0.750% 8/1 | 29404KAE6 | 973 | 1,164,000 | PRN | DFND | 3 | 1,164,000 | 0 | 0 | |
| ENVESTNET INC | NOTE 0.750% 8/1 | 29404KAE6 | 651 | 779,000 | PRN | DFND | 4 | 779,000 | 0 | 0 | |
| ENVESTNET INC | NOTE 0.750% 8/1 | 29404KAE6 | 5,577 | 6,670,000 | PRN | SOLE | 6,670,000 | 0 | 0 | ||
| ENVISTA HOLDINGS CORPORATION | NOTE 2.375% 6/0 | 29415FAB0 | 608 | 370,000 | PRN | DFND | 1 | 370,000 | 0 | 0 | |
| ENVISTA HOLDINGS CORPORATION | NOTE 2.375% 6/0 | 29415FAB0 | 3,691 | 2,244,000 | PRN | SOLE | 2,244,000 | 0 | 0 | ||
| EQT CORP | NOTE 1.750% 5/0 | 26884LAK5 | 1,667 | 605,000 | PRN | DFND | 1 | 605,000 | 0 | 0 | |
| EQT CORP | COM | 26884L109 | 255 | 6,255 | SH | SOLE | 6,255 | 0 | 0 | ||
| EQT CORP | NOTE 1.750% 5/0 | 26884LAK5 | 11,556 | 4,193,000 | PRN | SOLE | 4,193,000 | 0 | 0 | ||
| ETSY INC | NOTE 0.125% 9/0 | 29786AAL0 | 2,864 | 3,260,000 | PRN | DFND | 1 | 3,260,000 | 0 | 0 | |
| ETSY INC | NOTE 0.250% 6/1 | 29786AAN6 | 789 | 1,023,000 | PRN | DFND | 2 | 1,023,000 | 0 | 0 | |
| ETSY INC | NOTE 0.250% 6/1 | 29786AAN6 | 697 | 904,000 | PRN | DFND | 3 | 904,000 | 0 | 0 | |
| ETSY INC | NOTE 0.250% 6/1 | 29786AAN6 | 362 | 469,000 | PRN | DFND | 4 | 469,000 | 0 | 0 | |
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 388 | 291,000 | PRN | SOLE | 291,000 | 0 | 0 | ||
| ETSY INC | NOTE 0.125% 9/0 | 29786AAL0 | 17,090 | 19,452,000 | PRN | SOLE | 19,452,000 | 0 | 0 | ||
| ETSY INC | NOTE 0.250% 6/1 | 29786AAN6 | 80 | 104,000 | PRN | SOLE | 104,000 | 0 | 0 | ||
| EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 9,572 | 10,651,000 | PRN | SOLE | 10,651,000 | 0 | 0 | ||
| EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 528 | 595,000 | PRN | DFND | 2 | 595,000 | 0 | 0 | |
| EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 758 | 854,000 | PRN | DFND | 3 | 854,000 | 0 | 0 | |
| EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 341 | 384,000 | PRN | DFND | 4 | 384,000 | 0 | 0 | |
| EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 149 | 167,000 | PRN | SOLE | 167,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 1,383 | 1,999,000 | PRN | DFND | 2 | 1,999,000 | 0 | 0 | |
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 1,192 | 1,723,000 | PRN | DFND | 3 | 1,723,000 | 0 | 0 | |
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 526 | 760,000 | PRN | DFND | 4 | 760,000 | 0 | 0 | |
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 185 | 268,000 | PRN | SOLE | 268,000 | 0 | 0 | ||
| EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 1,208 | 1,397,000 | PRN | DFND | 1 | 1,397,000 | 0 | 0 | |
| EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 23,242 | 26,869,000 | PRN | SOLE | 26,869,000 | 0 | 0 | ||
| FIRST TR EXCH TRADED FD III | PFD SECS INC ETF | 33739E108 | 4,257 | 254,970 | SH | SOLE | 254,970 | 0 | 0 | ||
| FIRST TR EXCHANGE-TRADED FD | FST LOW OPPT EFT | 33739Q200 | 9,140 | 193,009 | SH | SOLE | 193,009 | 0 | 0 | ||
| FIRST TR EXCHANGE-TRADED FD | MULTI ASSET DI | 33738R100 | 458 | 31,823 | SH | SOLE | 31,823 | 0 | 0 | ||
| FIRST TR EXCHANGE-TRADED FD | SENIOR LN FD | 33738D309 | 4,187 | 94,963 | SH | SOLE | 94,963 | 0 | 0 | ||
| FIVE9 INC | NOTE 0.500% 6/0 | 338307AD3 | 1,778 | 1,960,000 | PRN | DFND | 1 | 1,960,000 | 0 | 0 | |
| FIVE9 INC | NOTE 0.500% 6/0 | 338307AD3 | 6,503 | 7,171,000 | PRN | SOLE | 7,171,000 | 0 | 0 | ||
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 2,085 | 2,280,000 | PRN | DFND | 1 | 2,280,000 | 0 | 0 | |
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 13,731 | 15,016,000 | PRN | SOLE | 15,016,000 | 0 | 0 | ||
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 344 | 210,000 | PRN | SOLE | 210,000 | 0 | 0 | ||
| GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 1,144 | 1,174,000 | PRN | DFND | 2 | 1,174,000 | 0 | 0 | |
| GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 1,286 | 1,320,000 | PRN | DFND | 3 | 1,320,000 | 0 | 0 | |
| GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 1,389 | 1,425,000 | PRN | DFND | 4 | 1,425,000 | 0 | 0 | |
| GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 387 | 397,000 | PRN | SOLE | 397,000 | 0 | 0 | ||
| GREEN PLAINS INC | NOTE 2.250% 3/1 | 393222AK0 | 1,388 | 1,214,000 | PRN | DFND | 1 | 1,214,000 | 0 | 0 | |
| GREEN PLAINS INC | NOTE 2.250% 3/1 | 393222AK0 | 7,903 | 6,911,000 | PRN | SOLE | 6,911,000 | 0 | 0 | ||
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 1,301 | 1,645,000 | PRN | DFND | 2 | 1,645,000 | 0 | 0 | |
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 909 | 1,150,000 | PRN | DFND | 1 | 1,150,000 | 0 | 0 | |
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 1,106 | 1,399,000 | PRN | DFND | 3 | 1,399,000 | 0 | 0 | |
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 596 | 754,000 | PRN | DFND | 4 | 754,000 | 0 | 0 | |
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 4,231 | 5,350,000 | PRN | SOLE | 5,350,000 | 0 | 0 | ||
| GROUPON INC | NOTE 1.125% 3/1 | 399473AF4 | 650 | 1,035,000 | PRN | DFND | 2 | 1,035,000 | 0 | 0 | |
| GROUPON INC | NOTE 1.125% 3/1 | 399473AF4 | 553 | 880,000 | PRN | DFND | 3 | 880,000 | 0 | 0 | |
| GROUPON INC | NOTE 1.125% 3/1 | 399473AF4 | 447 | 711,000 | PRN | DFND | 4 | 711,000 | 0 | 0 | |
| GROUPON INC | NOTE 1.125% 3/1 | 399473AF4 | 78 | 124,000 | PRN | SOLE | 124,000 | 0 | 0 | ||
| H WORLD GROUP LTD | NOTE 3.000% 5/0 | 44332NAB2 | 884 | 812,000 | PRN | DFND | 1 | 812,000 | 0 | 0 | |
| H WORLD GROUP LTD | NOTE 3.000% 5/0 | 44332NAB2 | 5,373 | 4,938,000 | PRN | SOLE | 4,938,000 | 0 | 0 | ||
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 1,279 | 1,609,000 | PRN | DFND | 2 | 1,609,000 | 0 | 0 | |
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 826 | 1,039,000 | PRN | DFND | 1 | 1,039,000 | 0 | 0 | |
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 1,039 | 1,307,000 | PRN | DFND | 3 | 1,307,000 | 0 | 0 | |
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 461 | 580,000 | PRN | DFND | 4 | 580,000 | 0 | 0 | |
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 5,401 | 6,792,000 | PRN | SOLE | 6,792,000 | 0 | 0 | ||
| HALOZYME THERAPEUTICS INC | NOTE 0.250% 3/0 | 40637HAD1 | 1,199 | 1,417,000 | PRN | DFND | 2 | 1,417,000 | 0 | 0 | |
| HALOZYME THERAPEUTICS INC | NOTE 0.250% 3/0 | 40637HAD1 | 1,069 | 1,263,000 | PRN | DFND | 3 | 1,263,000 | 0 | 0 | |
| HALOZYME THERAPEUTICS INC | NOTE 0.250% 3/0 | 40637HAD1 | 550 | 650,000 | PRN | DFND | 4 | 650,000 | 0 | 0 | |
| HALOZYME THERAPEUTICS INC | NOTE 0.250% 3/0 | 40637HAD1 | 2,118 | 2,503,000 | PRN | SOLE | 2,503,000 | 0 | 0 | ||
| HANNON ARMSTRONG SUST INFR C | NOTE 8/1 | 41068XAD2 | 752 | 800,000 | PRN | DFND | 1 | 800,000 | 0 | 0 | |
| HANNON ARMSTRONG SUST INFR C | NOTE 8/1 | 41068XAD2 | 3,975 | 4,229,000 | PRN | SOLE | 4,229,000 | 0 | 0 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 323 | 330,000 | PRN | DFND | 2 | 330,000 | 0 | 0 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 492 | 488,000 | PRN | DFND | 2 | 488,000 | 0 | 0 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 404 | 412,000 | PRN | DFND | 3 | 412,000 | 0 | 0 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 592 | 588,000 | PRN | DFND | 3 | 588,000 | 0 | 0 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 252 | 250,000 | PRN | DFND | 4 | 250,000 | 0 | 0 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 189 | 193,000 | PRN | DFND | 4 | 193,000 | 0 | 0 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 175 | 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 | ||
| HERBALIFE NUTRITION LTD | NOTE 2.625% 3/1 | 42703MAD5 | 795 | 879,000 | PRN | DFND | 2 | 879,000 | 0 | 0 | |
| HERBALIFE NUTRITION LTD | NOTE 2.625% 3/1 | 42703MAD5 | 627 | 693,000 | PRN | DFND | 3 | 693,000 | 0 | 0 | |
| HERBALIFE NUTRITION LTD | NOTE 2.625% 3/1 | 42703MAD5 | 337 | 373,000 | PRN | DFND | 4 | 373,000 | 0 | 0 | |
| HERBALIFE NUTRITION LTD | NOTE 2.625% 3/1 | 42703MAD5 | 50 | 55,000 | PRN | SOLE | 55,000 | 0 | 0 | ||
| HOME DEPOT INC | COM | 437076102 | 505 | 1,833 | SH | SOLE | 1,833 | 0 | 0 | ||
| HONEYWELL INTL INC | COM | 438516106 | 298 | 1,768 | SH | SOLE | 1,768 | 0 | 0 | ||
| HOPE BANCORP INC | NOTE 2.000% 5/1 | 43940TAB5 | 2,149 | 2,255,000 | PRN | SOLE | 2,255,000 | 0 | 0 | ||
| I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 573 | 673,000 | PRN | DFND | 2 | 673,000 | 0 | 0 | |
| I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 825 | 968,000 | PRN | DFND | 3 | 968,000 | 0 | 0 | |
| I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 371 | 436,000 | PRN | DFND | 4 | 436,000 | 0 | 0 | |
| I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 148 | 173,000 | PRN | SOLE | 173,000 | 0 | 0 | ||
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 11,988 | 12,551,000 | PRN | SOLE | 12,551,000 | 0 | 0 | ||
| INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 1,089 | 1,192,000 | PRN | DFND | 2 | 1,192,000 | 0 | 0 | |
| INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 1,028 | 1,125,000 | PRN | DFND | 3 | 1,125,000 | 0 | 0 | |
| INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 442 | 484,000 | PRN | DFND | 4 | 484,000 | 0 | 0 | |
| INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 182 | 199,000 | PRN | SOLE | 199,000 | 0 | 0 | ||
| INNOVIVA INC | NOTE 2.125% 1/1 | 88338TAB0 | 1,222 | 1,244,000 | PRN | DFND | 2 | 1,244,000 | 0 | 0 | |
| INNOVIVA INC | NOTE 2.125% 1/1 | 88338TAB0 | 1,093 | 1,113,000 | PRN | DFND | 3 | 1,113,000 | 0 | 0 | |
| INNOVIVA INC | NOTE 2.125% 1/1 | 88338TAB0 | 207 | 211,000 | PRN | DFND | 4 | 211,000 | 0 | 0 | |
| INNOVIVA INC | NOTE 2.125% 1/1 | 88338TAB0 | 828 | 842,000 | PRN | SOLE | 842,000 | 0 | 0 | ||
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 798 | 880,000 | PRN | DFND | 1 | 880,000 | 0 | 0 | |
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 1,297 | 1,431,000 | PRN | DFND | 2 | 1,431,000 | 0 | 0 | |
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 800 | 882,000 | PRN | DFND | 3 | 882,000 | 0 | 0 | |
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 205 | 226,000 | PRN | DFND | 4 | 226,000 | 0 | 0 | |
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 4,831 | 5,330,000 | PRN | SOLE | 5,330,000 | 0 | 0 | ||
| INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 1,379 | 1,170,000 | PRN | DFND | 1 | 1,170,000 | 0 | 0 | |
| INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 9,635 | 8,175,000 | PRN | SOLE | 8,175,000 | 0 | 0 | ||
| INTEL CORP | COM | 458140100 | 230 | 8,964 | SH | SOLE | 8,964 | 0 | 0 | ||
| INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 388 | 4,307 | SH | SOLE | 4,307 | 0 | 0 | ||
| INTUIT | COM | 461202103 | 202 | 518 | SH | SOLE | 518 | 0 | 0 | ||
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 963 | 975,000 | PRN | DFND | 1 | 975,000 | 0 | 0 | |
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 5,902 | 5,970,000 | PRN | SOLE | 5,970,000 | 0 | 0 | ||
| IRONWOOD PHARMACEUTICALS INC | NOTE 1.500% 6/1 | 46333XAH1 | 650 | 640,000 | PRN | DFND | 1 | 640,000 | 0 | 0 | |
| IRONWOOD PHARMACEUTICALS INC | NOTE 1.500% 6/1 | 46333XAH1 | 4,088 | 4,031,000 | PRN | SOLE | 4,031,000 | 0 | 0 | ||
| ISHARES INC | CORE MSCI EMKT | 46434G103 | 3,694 | 85,957 | SH | SOLE | 85,957 | 0 | 0 | ||
| ISHARES TR | CORE US AGGBD ET | 464287226 | 399 | 4,156 | SH | SOLE | 4,156 | 0 | 0 | ||
| ISHARES TR | ISHARES BIOTECH | 464287556 | 2,523 | 21,577 | SH | SOLE | 21,577 | 0 | 0 | ||
| ISHARES TR | FLTG RATE NT ETF | 46429B655 | 515 | 10,279 | SH | SOLE | 10,279 | 0 | 0 | ||
| ISHARES TR | U.S. TECH ETF | 464287721 | 2,838 | 38,699 | SH | SOLE | 38,699 | 0 | 0 | ||
| ISHARES TR | U.S. REAL ES ETF | 464287739 | 763 | 9,371 | SH | SOLE | 9,371 | 0 | 0 | ||
| ISHARES TR | 7-10 YR TRSY BD | 464287440 | 19,764 | 205,890 | SH | SOLE | 205,890 | 0 | 0 | ||
| ISHARES TR | RUS 1000 VAL ETF | 464287598 | 555 | 4,077 | SH | SOLE | 4,077 | 0 | 0 | ||
| ISHARES TR | 1 3 YR TREAS BD | 464287457 | 435 | 5,356 | SH | SOLE | 5,356 | 0 | 0 | ||
| ISHARES TR | CORE S&P500 ETF | 464287200 | 71,458 | 199,236 | SH | SOLE | 199,236 | 0 | 0 | ||
| ITRON INC | NOTE 3/1 | 465741AN6 | 834 | 1,068,000 | PRN | DFND | 1 | 1,068,000 | 0 | 0 | |
| ITRON INC | NOTE 3/1 | 465741AN6 | 4,985 | 6,386,000 | PRN | SOLE | 6,386,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 2,456 | 2,295,000 | PRN | DFND | 1 | 2,295,000 | 0 | 0 | |
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 1,290 | 1,368,000 | PRN | DFND | 2 | 1,368,000 | 0 | 0 | |
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 921 | 977,000 | PRN | DFND | 3 | 977,000 | 0 | 0 | |
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 427 | 453,000 | PRN | DFND | 4 | 453,000 | 0 | 0 | |
| JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 15,414 | 14,406,000 | PRN | SOLE | 14,406,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 191 | 202,000 | PRN | SOLE | 202,000 | 0 | 0 | ||
| JETBLUE AIRWAYS CORP | NOTE 0.500% 4/0 | 477143AP6 | 594 | 837,000 | PRN | DFND | 2 | 837,000 | 0 | 0 | |
| JETBLUE AIRWAYS CORP | NOTE 0.500% 4/0 | 477143AP6 | 470 | 662,000 | PRN | DFND | 3 | 662,000 | 0 | 0 | |
| JETBLUE AIRWAYS CORP | NOTE 0.500% 4/0 | 477143AP6 | 253 | 357,000 | PRN | DFND | 4 | 357,000 | 0 | 0 | |
| JETBLUE AIRWAYS CORP | NOTE 0.500% 4/0 | 477143AP6 | 102 | 144,000 | PRN | SOLE | 144,000 | 0 | 0 | ||
| JOHN BEAN TECHNOLOGIES CORP | NOTE 0.250% 5/1 | 477839AB0 | 4,907 | 5,932,000 | PRN | SOLE | 5,932,000 | 0 | 0 | ||
| JOHNSON & JOHNSON | COM | 478160104 | 953 | 5,823 | SH | SOLE | 5,823 | 0 | 0 | ||
| JPMORGAN CHASE & CO | COM | 46625H100 | 1,092 | 10,453 | SH | SOLE | 10,453 | 0 | 0 | ||
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 568 | 605,000 | PRN | DFND | 2 | 605,000 | 0 | 0 | |
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 675 | 719,000 | PRN | DFND | 3 | 719,000 | 0 | 0 | |
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 343 | 365,000 | PRN | DFND | 4 | 365,000 | 0 | 0 | |
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 120 | 128,000 | PRN | SOLE | 128,000 | 0 | 0 | ||
| KEYCORP | COM | 493267108 | 212 | 13,219 | SH | SOLE | 13,219 | 0 | 0 | ||
| KIMBERLY-CLARK CORP | COM | 494368103 | 977 | 8,685 | SH | SOLE | 8,685 | 0 | 0 | ||
| KKR & CO INC | 6% MCONV PFD C | 48251W401 | 3,280 | 60,282 | SH | SOLE | 60,282 | 0 | 0 | ||
| KKR REAL ESTATE FIN TR INC | NOTE 6.125% 5/1 | 48251KAB6 | 548 | 555,000 | PRN | DFND | 2 | 555,000 | 0 | 0 | |
| KKR REAL ESTATE FIN TR INC | NOTE 6.125% 5/1 | 48251KAB6 | 578 | 585,000 | PRN | DFND | 3 | 585,000 | 0 | 0 | |
| KKR REAL ESTATE FIN TR INC | NOTE 6.125% 5/1 | 48251KAB6 | 313 | 317,000 | PRN | DFND | 4 | 317,000 | 0 | 0 | |
| KKR REAL ESTATE FIN TR INC | NOTE 6.125% 5/1 | 48251KAB6 | 43 | 43,000 | PRN | SOLE | 43,000 | 0 | 0 | ||
| LENDINGTREE INC | NOTE 0.500% 7/1 | 52603BAD9 | 1,451 | 2,036,000 | PRN | DFND | 2 | 2,036,000 | 0 | 0 | |
| LENDINGTREE INC | NOTE 0.500% 7/1 | 52603BAD9 | 1,287 | 1,805,000 | PRN | DFND | 3 | 1,805,000 | 0 | 0 | |
| LENDINGTREE INC | NOTE 0.500% 7/1 | 52603BAD9 | 636 | 892,000 | PRN | DFND | 4 | 892,000 | 0 | 0 | |
| LENDINGTREE INC | NOTE 0.500% 7/1 | 52603BAD9 | 190 | 267,000 | PRN | SOLE | 267,000 | 0 | 0 | ||
| LI AUTO INC | NOTE 0.250% 5/0 | 50202MAB8 | 636 | 620,000 | PRN | DFND | 1 | 620,000 | 0 | 0 | |
| LI AUTO INC | NOTE 0.250% 5/0 | 50202MAB8 | 3,516 | 3,427,000 | PRN | SOLE | 3,427,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 1,060 | 885,000 | PRN | DFND | 1 | 885,000 | 0 | 0 | |
| LIBERTY MEDIA CORP DEL | COM SER C FRMLA | 531229854 | 305 | 5,200 | SH | SOLE | 5,200 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 6,318 | 5,276,000 | PRN | SOLE | 5,276,000 | 0 | 0 | ||
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 670 | 692,000 | PRN | DFND | 2 | 692,000 | 0 | 0 | |
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 381 | 394,000 | PRN | DFND | 4 | 394,000 | 0 | 0 | |
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 672 | 695,000 | PRN | DFND | 3 | 695,000 | 0 | 0 | |
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 212 | 219,000 | PRN | SOLE | 219,000 | 0 | 0 | ||
| LINDE PLC | SHS | G5494J103 | 224 | 826 | SH | SOLE | 826 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 1,182 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
| LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 33 | 28,000 | PRN | SOLE | 28,000 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.000% 2/1 | 538034AU3 | 7,662 | 7,746,000 | PRN | SOLE | 7,746,000 | 0 | 0 | ||
| LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 832 | 231,000 | PRN | DFND | 1 | 231,000 | 0 | 0 | |
| LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 4,287 | 1,190,000 | PRN | SOLE | 1,190,000 | 0 | 0 | ||
| LIVEPERSON INC | NOTE 12/1 | 538146AD3 | 1,127 | 1,661,000 | PRN | DFND | 2 | 1,661,000 | 0 | 0 | |
| LIVEPERSON INC | NOTE 12/1 | 538146AD3 | 516 | 760,000 | PRN | DFND | 4 | 760,000 | 0 | 0 | |
| LIVEPERSON INC | NOTE 12/1 | 538146AD3 | 891 | 1,313,000 | PRN | DFND | 3 | 1,313,000 | 0 | 0 | |
| LIVEPERSON INC | NOTE 12/1 | 538146AD3 | 180 | 266,000 | PRN | SOLE | 266,000 | 0 | 0 | ||
| LOCKHEED MARTIN CORP | COM | 539830109 | 252 | 653 | SH | SOLE | 653 | 0 | 0 | ||
| LOEWS CORP | COM | 540424108 | 659 | 13,232 | SH | SOLE | 13,232 | 0 | 0 | ||
| LOWES COS INC | COM | 548661107 | 235 | 1,248 | SH | SOLE | 1,248 | 0 | 0 | ||
| LPL FINL HLDGS INC | COM | 50212V100 | 413 | 1,889 | SH | SOLE | 1,889 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 1,091 | 1,170,000 | PRN | DFND | 2 | 1,170,000 | 0 | 0 | |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 1,501 | 1,610,000 | PRN | DFND | 1 | 1,610,000 | 0 | 0 | |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 666 | 714,000 | PRN | DFND | 3 | 714,000 | 0 | 0 | |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 435 | 467,000 | PRN | DFND | 4 | 467,000 | 0 | 0 | |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 9,808 | 10,520,000 | PRN | SOLE | 10,520,000 | 0 | 0 | ||
| LYFT INC | NOTE 1.500% 5/1 | 55087PAB0 | 844 | 990,000 | PRN | DFND | 1 | 990,000 | 0 | 0 | |
| LYFT INC | NOTE 1.500% 5/1 | 55087PAB0 | 5,693 | 6,680,000 | PRN | SOLE | 6,680,000 | 0 | 0 | ||
| MACOM TECH SOLUTIONS HLDGS I | NOTE 0.250% 3/1 | 55405YAB6 | 1,740 | 1,900,000 | PRN | DFND | 1 | 1,900,000 | 0 | 0 | |
| MACOM TECH SOLUTIONS HLDGS I | NOTE 0.250% 3/1 | 55405YAB6 | 761 | 831,000 | PRN | DFND | 2 | 831,000 | 0 | 0 | |
| MACOM TECH SOLUTIONS HLDGS I | NOTE 0.250% 3/1 | 55405YAB6 | 673 | 735,000 | PRN | DFND | 3 | 735,000 | 0 | 0 | |
| MACOM TECH SOLUTIONS HLDGS I | NOTE 0.250% 3/1 | 55405YAB6 | 348 | 380,000 | PRN | DFND | 4 | 380,000 | 0 | 0 | |
| MACOM TECH SOLUTIONS HLDGS I | NOTE 0.250% 3/1 | 55405YAB6 | 6,554 | 7,158,000 | PRN | SOLE | 7,158,000 | 0 | 0 | ||
| MAGNITE INC | NOTE 0.250% 3/1 | 55955DAB6 | 1,701 | 2,326,000 | PRN | DFND | 2 | 2,326,000 | 0 | 0 | |
| MAGNITE INC | NOTE 0.250% 3/1 | 55955DAB6 | 1,425 | 1,949,000 | PRN | DFND | 3 | 1,949,000 | 0 | 0 | |
| MAGNITE INC | NOTE 0.250% 3/1 | 55955DAB6 | 724 | 990,000 | PRN | DFND | 4 | 990,000 | 0 | 0 | |
| MAGNITE INC | NOTE 0.250% 3/1 | 55955DAB6 | 172 | 235,000 | PRN | SOLE | 235,000 | 0 | 0 | ||
| MAKEMYTRIP LIMITED MAURITIUS | NOTE 2/1 | 56087FAB0 | 1,245 | 1,195,000 | PRN | DFND | 1 | 1,195,000 | 0 | 0 | |
| MAKEMYTRIP LIMITED MAURITIUS | NOTE 2/1 | 56087FAB0 | 7,149 | 6,862,000 | PRN | SOLE | 6,862,000 | 0 | 0 | ||
| MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 57164YAD9 | 680 | 740,000 | PRN | DFND | 1 | 740,000 | 0 | 0 | |
| MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 57164YAD9 | 4,251 | 4,626,000 | PRN | SOLE | 4,626,000 | 0 | 0 | ||
| MASTERCARD INCORPORATED | CL A | 57636Q104 | 430 | 1,511 | SH | SOLE | 1,511 | 0 | 0 | ||
| MCDONALDS CORP | COM | 580135101 | 483 | 2,094 | SH | SOLE | 2,094 | 0 | 0 | ||
| MEDTRONIC PLC | SHS | G5960L103 | 259 | 3,192 | SH | SOLE | 3,192 | 0 | 0 | ||
| MERCK & CO INC | COM | 58933Y105 | 544 | 6,319 | SH | SOLE | 6,319 | 0 | 0 | ||
| META PLATFORMS INC | CL A | 30303M102 | 623 | 4,581 | SH | SOLE | 4,581 | 0 | 0 | ||
| MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 2,658 | 3,082,000 | PRN | DFND | 2 | 3,082,000 | 0 | 0 | |
| MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 1,256 | 1,456,000 | PRN | DFND | 4 | 1,456,000 | 0 | 0 | |
| MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 2,237 | 2,594,000 | PRN | DFND | 3 | 2,594,000 | 0 | 0 | |
| MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 318 | 368,000 | PRN | SOLE | 368,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 1,418 | 1,400,000 | PRN | DFND | 1 | 1,400,000 | 0 | 0 | |
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 13,652 | 13,485,000 | PRN | SOLE | 13,485,000 | 0 | 0 | ||
| MICROSOFT CORP | COM | 594918104 | 3,695 | 15,868 | SH | SOLE | 15,868 | 0 | 0 | ||
| MITEK SYS INC | NOTE 0.750% 2/0 | 606710AA9 | 666 | 825,000 | PRN | DFND | 2 | 825,000 | 0 | 0 | |
| MITEK SYS INC | NOTE 0.750% 2/0 | 606710AA9 | 304 | 377,000 | PRN | DFND | 4 | 377,000 | 0 | 0 | |
| MITEK SYS INC | NOTE 0.750% 2/0 | 606710AA9 | 565 | 700,000 | PRN | DFND | 3 | 700,000 | 0 | 0 | |
| MITEK SYS INC | NOTE 0.750% 2/0 | 606710AA9 | 79 | 98,000 | PRN | SOLE | 98,000 | 0 | 0 | ||
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 624 | 535,000 | PRN | DFND | 1 | 535,000 | 0 | 0 | |
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 3,991 | 3,422,000 | PRN | SOLE | 3,422,000 | 0 | 0 | ||
| MORGAN STANLEY | COM NEW | 617446448 | 223 | 2,849 | SH | SOLE | 2,849 | 0 | 0 | ||
| MOTOROLA SOLUTIONS INC | COM NEW | 620076307 | 200 | 889 | SH | SOLE | 889 | 0 | 0 | ||
| NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 555 | 565,000 | PRN | DFND | 1 | 565,000 | 0 | 0 | |
| NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 3,320 | 3,376,000 | PRN | SOLE | 3,376,000 | 0 | 0 | ||
| NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 643 | 458,000 | PRN | DFND | 1 | 458,000 | 0 | 0 | |
| NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 4,160 | 2,965,000 | PRN | SOLE | 2,965,000 | 0 | 0 | ||
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 817 | 838,000 | PRN | DFND | 2 | 838,000 | 0 | 0 | |
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 327 | 336,000 | PRN | DFND | 4 | 336,000 | 0 | 0 | |
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 680 | 698,000 | PRN | DFND | 3 | 698,000 | 0 | 0 | |
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 125 | 128,000 | PRN | SOLE | 128,000 | 0 | 0 | ||
| NEW YORK CMNTY CAP TR V | UNIT 05/07/2051 | 64944P307 | 671 | 15,668 | SH | DFND | 2 | 15,668 | 0 | 0 | |
| NEW YORK CMNTY CAP TR V | UNIT 05/07/2051 | 64944P307 | 874 | 20,409 | SH | DFND | 3 | 20,409 | 0 | 0 | |
| NEW YORK CMNTY CAP TR V | UNIT 05/07/2051 | 64944P307 | 371 | 8,655 | SH | DFND | 4 | 8,655 | 0 | 0 | |
| NEW YORK CMNTY CAP TR V | UNIT 05/07/2051 | 64944P307 | 104 | 2,425 | SH | SOLE | 2,425 | 0 | 0 | ||
| NEXTERA ENERGY INC | UNIT 03/01/2023 | 65339F770 | 4,294 | 86,625 | SH | DFND | 1 | 86,625 | 0 | 0 | |
| NEXTERA ENERGY INC | UNIT 03/01/2023 | 65339F770 | 25,523 | 514,845 | SH | SOLE | 514,845 | 0 | 0 | ||
| NEXTERA ENERGY INC | UNIT 09/01/2023 | 65339F739 | 1,833 | 37,780 | SH | SOLE | 37,780 | 0 | 0 | ||
| NICE LTD | NOTE 9/1 | 653656AB4 | 32 | 35,000 | PRN | SOLE | 35,000 | 0 | 0 | ||
| NIKE INC | CL B | 654106103 | 221 | 2,665 | SH | SOLE | 2,665 | 0 | 0 | ||
| NISOURCE INC | UNIT 12/01/2023 | 65473P121 | 1,022 | 10,200 | SH | DFND | 1 | 10,200 | 0 | 0 | |
| NISOURCE INC | UNIT 12/01/2023 | 65473P121 | 9,349 | 93,275 | SH | SOLE | 93,275 | 0 | 0 | ||
| NORTHROP GRUMMAN CORP | COM | 666807102 | 220 | 470 | SH | SOLE | 470 | 0 | 0 | ||
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 1,667 | 1,566,000 | PRN | DFND | 2 | 1,566,000 | 0 | 0 | |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 1,195 | 1,123,000 | PRN | DFND | 3 | 1,123,000 | 0 | 0 | |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 610 | 573,000 | PRN | DFND | 4 | 573,000 | 0 | 0 | |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 253 | 238,000 | PRN | SOLE | 238,000 | 0 | 0 | ||
| NVIDIA CORPORATION | COM | 67066G104 | 610 | 5,014 | SH | SOLE | 5,014 | 0 | 0 | ||
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 1,663 | 1,992,000 | PRN | DFND | 1 | 1,992,000 | 0 | 0 | |
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 11,000 | 13,174,000 | PRN | SOLE | 13,174,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 5/0 | 682189AS4 | 2,158 | 1,637,000 | PRN | DFND | 1 | 1,637,000 | 0 | 0 | |
| ON SEMICONDUCTOR CORP | NOTE 5/0 | 682189AS4 | 13,114 | 9,944,000 | PRN | SOLE | 9,944,000 | 0 | 0 | ||
| ORACLE CORP | COM | 68389X105 | 321 | 5,290 | SH | SOLE | 5,290 | 0 | 0 | ||
| OREILLY AUTOMOTIVE INC | COM | 67103H107 | 312 | 444 | SH | SOLE | 444 | 0 | 0 | ||
| PACIRA BIOSCIENCES INC | NOTE 0.750% 8/0 | 695127AF7 | 1,330 | 1,355,000 | PRN | DFND | 1 | 1,355,000 | 0 | 0 | |
| PACIRA BIOSCIENCES INC | NOTE 0.750% 8/0 | 695127AF7 | 7,364 | 7,504,000 | PRN | SOLE | 7,504,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 4,190 | 2,260,000 | PRN | DFND | 1 | 2,260,000 | 0 | 0 | |
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 769 | 455,000 | PRN | DFND | 1 | 455,000 | 0 | 0 | |
| PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 31,929 | 17,223,000 | PRN | SOLE | 17,223,000 | 0 | 0 | ||
| PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 | 1,029 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
| PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 | 6,774 | 6,586,000 | PRN | SOLE | 6,586,000 | 0 | 0 | ||
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 1,186 | 1,390,000 | PRN | DFND | 1 | 1,390,000 | 0 | 0 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 1,216 | 1,426,000 | PRN | DFND | 2 | 1,426,000 | 0 | 0 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 1,053 | 1,235,000 | PRN | DFND | 3 | 1,235,000 | 0 | 0 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 532 | 624,000 | PRN | DFND | 4 | 624,000 | 0 | 0 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 7,395 | 8,670,000 | PRN | SOLE | 8,670,000 | 0 | 0 | ||
| PENNYMAC CORP | NOTE 5.500% 3/1 | 70932AAF0 | 750 | 923,000 | PRN | DFND | 2 | 923,000 | 0 | 0 | |
| PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 2,429 | 2,600,000 | PRN | DFND | 2 | 2,600,000 | 0 | 0 | |
| PENNYMAC CORP | NOTE 5.500% 3/1 | 70932AAF0 | 813 | 1,000,000 | PRN | DFND | 4 | 1,000,000 | 0 | 0 | |
| PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 855 | 915,000 | PRN | DFND | 4 | 915,000 | 0 | 0 | |
| PENNYMAC CORP | NOTE 5.500% 3/1 | 70932AAF0 | 672 | 827,000 | PRN | DFND | 3 | 827,000 | 0 | 0 | |
| PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 2,038 | 2,181,000 | PRN | DFND | 3 | 2,181,000 | 0 | 0 | |
| PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 284 | 304,000 | PRN | SOLE | 304,000 | 0 | 0 | ||
| PEPSICO INC | COM | 713448108 | 548 | 3,355 | SH | SOLE | 3,355 | 0 | 0 | ||
| PERKINELMER INC | COM | 714046109 | 256 | 2,133 | SH | SOLE | 2,133 | 0 | 0 | ||
| PERMIAN RESOURCES CORP | NOTE 3.250% 4/0 | 15136AAA0 | 1,160 | 871,000 | PRN | DFND | 2 | 871,000 | 0 | 0 | |
| PERMIAN RESOURCES CORP | NOTE 3.250% 4/0 | 15136AAA0 | 1,513 | 1,136,000 | PRN | DFND | 3 | 1,136,000 | 0 | 0 | |
| PERMIAN RESOURCES CORP | NOTE 3.250% 4/0 | 15136AAA0 | 666 | 500,000 | PRN | DFND | 4 | 500,000 | 0 | 0 | |
| PERMIAN RESOURCES CORP | NOTE 3.250% 4/0 | 15136AAA0 | 324 | 243,000 | PRN | SOLE | 243,000 | 0 | 0 | ||
| PFIZER INC | COM | 717081103 | 805 | 18,413 | SH | SOLE | 18,413 | 0 | 0 | ||
| PG&E CORP | UNIT 08/16/2023 | 69331C140 | 1,557 | 13,575 | SH | DFND | 1 | 13,575 | 0 | 0 | |
| PG&E CORP | UNIT 08/16/2023 | 69331C140 | 7,078 | 61,735 | SH | SOLE | 61,735 | 0 | 0 | ||
| PINDUODUO INC | NOTE 12/0 | 722304AC6 | 384 | 428,000 | PRN | DFND | 2 | 428,000 | 0 | 0 | |
| PINDUODUO INC | NOTE 12/0 | 722304AC6 | 304 | 339,000 | PRN | DFND | 3 | 339,000 | 0 | 0 | |
| PINDUODUO INC | NOTE 12/0 | 722304AC6 | 164 | 183,000 | PRN | DFND | 4 | 183,000 | 0 | 0 | |
| PINDUODUO INC | NOTE 12/0 | 722304AC6 | 44 | 50,000 | PRN | SOLE | 50,000 | 0 | 0 | ||
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 2,346 | 1,083,000 | PRN | DFND | 1 | 1,083,000 | 0 | 0 | |
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 758 | 350,000 | PRN | DFND | 2 | 350,000 | 0 | 0 | |
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 851 | 393,000 | PRN | DFND | 3 | 393,000 | 0 | 0 | |
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 238 | 110,000 | PRN | DFND | 4 | 110,000 | 0 | 0 | |
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 44,824 | 20,695,000 | PRN | SOLE | 20,695,000 | 0 | 0 | ||
| PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 1,214 | 1,240,000 | PRN | DFND | 2 | 1,240,000 | 0 | 0 | |
| PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 294 | 300,000 | PRN | DFND | 4 | 300,000 | 0 | 0 | |
| PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 802 | 819,000 | PRN | DFND | 3 | 819,000 | 0 | 0 | |
| PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 138 | 141,000 | PRN | SOLE | 141,000 | 0 | 0 | ||
| PROCTER AND GAMBLE CO | COM | 742718109 | 843 | 6,679 | SH | SOLE | 6,679 | 0 | 0 | ||
| PROGRESS SOFTWARE CORP | NOTE 1.000% 4/1 | 743312AB6 | 1,373 | 1,464,000 | PRN | DFND | 2 | 1,464,000 | 0 | 0 | |
| PROGRESS SOFTWARE CORP | NOTE 1.000% 4/1 | 743312AB6 | 395 | 421,000 | PRN | DFND | 4 | 421,000 | 0 | 0 | |
| PROGRESS SOFTWARE CORP | NOTE 1.000% 4/1 | 743312AB6 | 1,112 | 1,186,000 | PRN | DFND | 3 | 1,186,000 | 0 | 0 | |
| PROGRESS SOFTWARE CORP | NOTE 1.000% 4/1 | 743312AB6 | 168 | 179,000 | PRN | SOLE | 179,000 | 0 | 0 | ||
| PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 1,802 | 80,796 | SH | DFND | 2 | 80,796 | 0 | 0 | |
| PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 1,026 | 45,989 | SH | DFND | 4 | 45,989 | 0 | 0 | |
| PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 1,460 | 65,461 | SH | DFND | 3 | 65,461 | 0 | 0 | |
| PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 173 | 7,754 | SH | SOLE | 7,754 | 0 | 0 | ||
| PROSPECT CAP CORP | NOTE 6.375% 3/0 | 74348TAT9 | 5,552 | 5,607,000 | PRN | SOLE | 5,607,000 | 0 | 0 | ||
| PRUDENTIAL FINL INC | COM | 744320102 | 215 | 2,504 | SH | SOLE | 2,504 | 0 | 0 | ||
| PTC THERAPEUTICS INC | NOTE 1.500% 9/1 | 69366JAD3 | 849 | 725,000 | PRN | DFND | 1 | 725,000 | 0 | 0 | |
| PTC THERAPEUTICS INC | NOTE 1.500% 9/1 | 69366JAD3 | 5,279 | 4,503,000 | PRN | SOLE | 4,503,000 | 0 | 0 | ||
| PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 779 | 690,000 | PRN | DFND | 1 | 690,000 | 0 | 0 | |
| PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 3,994 | 3,538,000 | PRN | SOLE | 3,538,000 | 0 | 0 | ||
| RBC BEARINGS INC | 5% CNV PFD SR A | 75524B203 | 618 | 6,000 | SH | DFND | 1 | 6,000 | 0 | 0 | |
| RBC BEARINGS INC | 5% CNV PFD SR A | 75524B203 | 327 | 3,169 | SH | DFND | 2 | 3,169 | 0 | 0 | |
| RBC BEARINGS INC | 5% CNV PFD SR A | 75524B203 | 396 | 3,847 | SH | DFND | 3 | 3,847 | 0 | 0 | |
| RBC BEARINGS INC | 5% CNV PFD SR A | 75524B203 | 197 | 1,916 | SH | DFND | 4 | 1,916 | 0 | 0 | |
| RBC BEARINGS INC | 5% CNV PFD SR A | 75524B203 | 84 | 818 | SH | SOLE | 818 | 0 | 0 | ||
| READY CAPITAL CORP | 7% CN SR NT 2023 | 75574U200 | 874 | 35,062 | SH | DFND | 2 | 35,062 | 0 | 0 | |
| READY CAPITAL CORP | 7% CN SR NT 2023 | 75574U200 | 691 | 27,721 | SH | DFND | 3 | 27,721 | 0 | 0 | |
| READY CAPITAL CORP | 7% CN SR NT 2023 | 75574U200 | 372 | 14,935 | SH | DFND | 4 | 14,935 | 0 | 0 | |
| READY CAPITAL CORP | 7% CN SR NT 2023 | 75574U200 | 219 | 8,782 | SH | SOLE | 8,782 | 0 | 0 | ||
| REALOGY GRP LLC/REALOGY CO | NOTE 0.250% 6/1 | 75606DAP6 | 1,208 | 1,731,000 | PRN | DFND | 2 | 1,731,000 | 0 | 0 | |
| REALOGY GRP LLC/REALOGY CO | NOTE 0.250% 6/1 | 75606DAP6 | 499 | 715,000 | PRN | DFND | 4 | 715,000 | 0 | 0 | |
| REALOGY GRP LLC/REALOGY CO | NOTE 0.250% 6/1 | 75606DAP6 | 921 | 1,319,000 | PRN | DFND | 3 | 1,319,000 | 0 | 0 | |
| REALOGY GRP LLC/REALOGY CO | NOTE 0.250% 6/1 | 75606DAP6 | 164 | 235,000 | PRN | SOLE | 235,000 | 0 | 0 | ||
| REDWOOD TRUST INC | NOTE 4.750% 8/1 | 758075AC9 | 410 | 419,000 | PRN | DFND | 2 | 419,000 | 0 | 0 | |
| REDWOOD TRUST INC | NOTE 5.625% 7/1 | 758075AD7 | 1,122 | 1,250,000 | PRN | DFND | 2 | 1,250,000 | 0 | 0 | |
| REDWOOD TRUST INC | NOTE 5.625% 7/1 | 758075AD7 | 1,483 | 1,652,000 | PRN | DFND | 3 | 1,652,000 | 0 | 0 | |
| REDWOOD TRUST INC | NOTE 4.750% 8/1 | 758075AC9 | 309 | 316,000 | PRN | DFND | 3 | 316,000 | 0 | 0 | |
| REDWOOD TRUST INC | NOTE 5.625% 7/1 | 758075AD7 | 205 | 228,000 | PRN | DFND | 4 | 228,000 | 0 | 0 | |
| REDWOOD TRUST INC | NOTE 4.750% 8/1 | 758075AC9 | 235 | 240,000 | PRN | DFND | 4 | 240,000 | 0 | 0 | |
| REDWOOD TRUST INC | NOTE 4.750% 8/1 | 758075AC9 | 25 | 25,000 | PRN | SOLE | 25,000 | 0 | 0 | ||
| REDWOOD TRUST INC | NOTE 5.625% 7/1 | 758075AD7 | 58 | 64,000 | PRN | SOLE | 64,000 | 0 | 0 | ||
| REVANCE THERAPEUTICS INC | NOTE 1.750% 2/1 | 761330AB5 | 1,497 | 1,380,000 | PRN | DFND | 1 | 1,380,000 | 0 | 0 | |
| REVANCE THERAPEUTICS INC | NOTE 1.750% 2/1 | 761330AB5 | 9,258 | 8,530,000 | PRN | SOLE | 8,530,000 | 0 | 0 | ||
| RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 1,616 | 1,921,000 | PRN | DFND | 1 | 1,921,000 | 0 | 0 | |
| RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 1,260 | 1,498,000 | PRN | DFND | 2 | 1,498,000 | 0 | 0 | |
| RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 1,110 | 1,319,000 | PRN | DFND | 3 | 1,319,000 | 0 | 0 | |
| RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 389 | 462,000 | PRN | DFND | 4 | 462,000 | 0 | 0 | |
| RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 7,471 | 8,880,000 | PRN | SOLE | 8,880,000 | 0 | 0 | ||
| ROYAL CARIBBEAN GROUP | NOTE 4.250% 6/1 | 780153BB7 | 1,759 | 1,809,000 | PRN | DFND | 2 | 1,809,000 | 0 | 0 | |
| ROYAL CARIBBEAN GROUP | NOTE 4.250% 6/1 | 780153BB7 | 422 | 434,000 | PRN | DFND | 4 | 434,000 | 0 | 0 | |
| ROYAL CARIBBEAN GROUP | NOTE 4.250% 6/1 | 780153BB7 | 1,507 | 1,550,000 | PRN | DFND | 3 | 1,550,000 | 0 | 0 | |
| ROYAL CARIBBEAN GROUP | NOTE 4.250% 6/1 | 780153BB7 | 1,138 | 1,170,000 | PRN | SOLE | 1,170,000 | 0 | 0 | ||
| RWT HLDGS INC | NOTE 5.750%10/0 | 749772AD1 | 1,336 | 1,573,000 | PRN | DFND | 2 | 1,573,000 | 0 | 0 | |
| RWT HLDGS INC | NOTE 5.750%10/0 | 749772AD1 | 611 | 719,000 | PRN | DFND | 3 | 719,000 | 0 | 0 | |
| RWT HLDGS INC | NOTE 5.750%10/0 | 749772AD1 | 756 | 890,000 | PRN | DFND | 4 | 890,000 | 0 | 0 | |
| RWT HLDGS INC | NOTE 5.750%10/0 | 749772AD1 | 270 | 318,000 | PRN | SOLE | 318,000 | 0 | 0 | ||
| SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 548 | 578,000 | PRN | DFND | 2 | 578,000 | 0 | 0 | |
| SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 332 | 350,000 | PRN | DFND | 4 | 350,000 | 0 | 0 | |
| SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 668 | 704,000 | PRN | DFND | 3 | 704,000 | 0 | 0 | |
| SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 112 | 118,000 | PRN | SOLE | 118,000 | 0 | 0 | ||
| SALESFORCE INC | COM | 79466L302 | 338 | 2,349 | SH | SOLE | 2,349 | 0 | 0 | ||
| SAREPTA THERAPEUTICS INC | DEBT 1.250% 9/1 | 803607AC4 | 2,147 | 2,085,000 | PRN | DFND | 1 | 2,085,000 | 0 | 0 | |
| SAREPTA THERAPEUTICS INC | DEBT 1.250% 9/1 | 803607AC4 | 372 | 361,000 | PRN | DFND | 2 | 361,000 | 0 | 0 | |
| SAREPTA THERAPEUTICS INC | DEBT 1.250% 9/1 | 803607AC4 | 293 | 285,000 | PRN | DFND | 3 | 285,000 | 0 | 0 | |
| SAREPTA THERAPEUTICS INC | DEBT 1.250% 9/1 | 803607AC4 | 159 | 154,000 | PRN | DFND | 4 | 154,000 | 0 | 0 | |
| SAREPTA THERAPEUTICS INC | DEBT 1.250% 9/1 | 803607AC4 | 12,067 | 11,720,000 | PRN | SOLE | 11,720,000 | 0 | 0 | ||
| SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 | 391 | 235,000 | PRN | SOLE | 235,000 | 0 | 0 | ||
| SCHLUMBERGER LTD | COM STK | 806857108 | 331 | 9,196 | SH | SOLE | 9,196 | 0 | 0 | ||
| SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | 578 | 579,000 | PRN | DFND | 1 | 579,000 | 0 | 0 | |
| SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | 3,736 | 3,741,000 | PRN | SOLE | 3,741,000 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 1,776 | 24,674 | SH | SOLE | 24,674 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 | 1,708 | 26,076 | SH | SOLE | 26,076 | 0 | 0 | ||
| SERVICENOW INC | COM | 81762P102 | 208 | 551 | SH | SOLE | 551 | 0 | 0 | ||
| SFL CORPORATION LTD | NOTE 4.875% 5/0 | 824689AG8 | 477 | 486,000 | PRN | DFND | 2 | 486,000 | 0 | 0 | |
| SFL CORPORATION LTD | NOTE 4.875% 5/0 | 824689AG8 | 632 | 643,000 | PRN | DFND | 3 | 643,000 | 0 | 0 | |
| SFL CORPORATION LTD | NOTE 4.875% 5/0 | 824689AG8 | 223 | 227,000 | PRN | DFND | 4 | 227,000 | 0 | 0 | |
| SFL CORPORATION LTD | NOTE 4.875% 5/0 | 824689AG8 | 142 | 144,000 | PRN | SOLE | 144,000 | 0 | 0 | ||
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 1,174 | 1,330,000 | PRN | DFND | 1 | 1,330,000 | 0 | 0 | |
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 6,865 | 7,778,000 | PRN | SOLE | 7,778,000 | 0 | 0 | ||
| SILICON LABORATORIES INC | NOTE 0.625% 6/1 | 826919AD4 | 548 | 463,000 | PRN | DFND | 1 | 463,000 | 0 | 0 | |
| SILICON LABORATORIES INC | NOTE 0.625% 6/1 | 826919AD4 | 3,540 | 2,990,000 | PRN | SOLE | 2,990,000 | 0 | 0 | ||
| SNAP INC | NOTE 5/0 | 83304AAF3 | 890 | 1,291,000 | PRN | DFND | 2 | 1,291,000 | 0 | 0 | |
| SNAP INC | NOTE 5/0 | 83304AAF3 | 823 | 1,194,000 | PRN | DFND | 3 | 1,194,000 | 0 | 0 | |
| SNAP INC | NOTE 5/0 | 83304AAF3 | 225 | 327,000 | PRN | DFND | 4 | 327,000 | 0 | 0 | |
| SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 448 | 522,000 | PRN | SOLE | 522,000 | 0 | 0 | ||
| SNAP INC | NOTE 5/0 | 83304AAF3 | 130 | 188,000 | PRN | SOLE | 188,000 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 2,317 | 2,030,000 | PRN | DFND | 1 | 2,030,000 | 0 | 0 | |
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 43,263 | 37,904,000 | PRN | SOLE | 37,904,000 | 0 | 0 | ||
| SPDR SER TR | BBG CONV SEC ETF | 78464A359 | 8,335 | 131,686 | SH | SOLE | 131,686 | 0 | 0 | ||
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 447 | 535,000 | PRN | DFND | 2 | 535,000 | 0 | 0 | |
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 271 | 324,000 | PRN | DFND | 4 | 324,000 | 0 | 0 | |
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 545 | 653,000 | PRN | DFND | 3 | 653,000 | 0 | 0 | |
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 115 | 138,000 | PRN | SOLE | 138,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 2,607 | 2,963,000 | PRN | DFND | 1 | 2,963,000 | 0 | 0 | |
| SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 | 864 | 1,098,000 | PRN | DFND | 2 | 1,098,000 | 0 | 0 | |
| SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 | 746 | 948,000 | PRN | DFND | 3 | 948,000 | 0 | 0 | |
| SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 | 279 | 355,000 | PRN | DFND | 4 | 355,000 | 0 | 0 | |
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 16,708 | 18,988,000 | PRN | SOLE | 18,988,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 | 912 | 1,159,000 | PRN | SOLE | 1,159,000 | 0 | 0 | ||
| SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 1,252 | 1,595,000 | PRN | SOLE | 1,595,000 | 0 | 0 | ||
| SSR MNG INC | NOTE 2.500% 4/0 | 784730AB9 | 287 | 265,000 | PRN | SOLE | 265,000 | 0 | 0 | ||
| STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 1,638 | 1,615,000 | PRN | DFND | 2 | 1,615,000 | 0 | 0 | |
| STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 464 | 457,000 | PRN | DFND | 4 | 457,000 | 0 | 0 | |
| STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 1,251 | 1,233,000 | PRN | DFND | 3 | 1,233,000 | 0 | 0 | |
| STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 198 | 195,000 | PRN | SOLE | 195,000 | 0 | 0 | ||
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 978 | 1,180,000 | PRN | DFND | 1 | 1,180,000 | 0 | 0 | |
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 1,023 | 1,234,000 | PRN | DFND | 2 | 1,234,000 | 0 | 0 | |
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 807 | 973,000 | PRN | DFND | 3 | 973,000 | 0 | 0 | |
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 293 | 353,000 | PRN | DFND | 4 | 353,000 | 0 | 0 | |
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 6,512 | 7,854,000 | PRN | SOLE | 7,854,000 | 0 | 0 | ||
| SUNNOVA ENERGY INTL INC. | NOTE 0.250%12/0 | 86745KAF1 | 862 | 1,027,000 | PRN | DFND | 2 | 1,027,000 | 0 | 0 | |
| SUNNOVA ENERGY INTL INC. | NOTE 0.250%12/0 | 86745KAF1 | 739 | 880,000 | PRN | DFND | 3 | 880,000 | 0 | 0 | |
| SUNNOVA ENERGY INTL INC. | NOTE 0.250%12/0 | 86745KAF1 | 395 | 471,000 | PRN | DFND | 4 | 471,000 | 0 | 0 | |
| SUNNOVA ENERGY INTL INC. | NOTE 0.250%12/0 | 86745KAF1 | 439 | 523,000 | PRN | SOLE | 523,000 | 0 | 0 | ||
| TESLA INC | COM | 88160R101 | 799 | 3,016 | SH | SOLE | 3,016 | 0 | 0 | ||
| THE BEAUTY HEALTH COMPANY | COM CL A | 88331L108 | 144 | 12,330 | SH | SOLE | 12,330 | 0 | 0 | ||
| THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 446 | 874 | SH | SOLE | 874 | 0 | 0 | ||
| TOPGOLF CALLAWAY BRANDS CORP | NOTE 2.750% 5/0 | 131193AE4 | 455 | 353,000 | PRN | DFND | 1 | 353,000 | 0 | 0 | |
| TOPGOLF CALLAWAY BRANDS CORP | NOTE 2.750% 5/0 | 131193AE4 | 649 | 503,000 | PRN | DFND | 2 | 503,000 | 0 | 0 | |
| TOPGOLF CALLAWAY BRANDS CORP | NOTE 2.750% 5/0 | 131193AE4 | 738 | 572,000 | PRN | DFND | 3 | 572,000 | 0 | 0 | |
| TOPGOLF CALLAWAY BRANDS CORP | NOTE 2.750% 5/0 | 131193AE4 | 372 | 288,000 | PRN | DFND | 4 | 288,000 | 0 | 0 | |
| TOPGOLF CALLAWAY BRANDS CORP | NOTE 2.750% 5/0 | 131193AE4 | 3,083 | 2,389,000 | PRN | SOLE | 2,389,000 | 0 | 0 | ||
| TRAVERE THERAPEUTICS INC | NOTE 2.250% 3/0 | 89422GAA5 | 908 | 892,000 | PRN | DFND | 1 | 892,000 | 0 | 0 | |
| TRAVERE THERAPEUTICS INC | NOTE 2.250% 3/0 | 89422GAA5 | 5,541 | 5,449,000 | PRN | SOLE | 5,449,000 | 0 | 0 | ||
| TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 1,080 | 1,065,000 | PRN | DFND | 1 | 1,065,000 | 0 | 0 | |
| TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 6,563 | 6,470,000 | PRN | SOLE | 6,470,000 | 0 | 0 | ||
| TWO HARBORS INVENTMENT CORPO | NOTE 6.250% 1/1 | 90187BAB7 | 1,416 | 1,693,000 | PRN | DFND | 2 | 1,693,000 | 0 | 0 | |
| TWO HARBORS INVENTMENT CORPO | NOTE 6.250% 1/1 | 90187BAB7 | 675 | 807,000 | PRN | DFND | 4 | 807,000 | 0 | 0 | |
| TWO HARBORS INVENTMENT CORPO | NOTE 6.250% 1/1 | 90187BAB7 | 1,432 | 1,712,000 | PRN | DFND | 3 | 1,712,000 | 0 | 0 | |
| TWO HARBORS INVENTMENT CORPO | NOTE 6.250% 1/1 | 90187BAB7 | 240 | 288,000 | PRN | SOLE | 288,000 | 0 | 0 | ||
| TYLER TEX INDPT SCH DIST | NOTE 0.250% 3/1 | 902252AB1 | 671 | 710,000 | PRN | DFND | 1 | 710,000 | 0 | 0 | |
| TYLER TEX INDPT SCH DIST | NOTE 0.250% 3/1 | 902252AB1 | 7,122 | 7,536,000 | PRN | SOLE | 7,536,000 | 0 | 0 | ||
| UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 2,357 | 2,840,000 | PRN | DFND | 1 | 2,840,000 | 0 | 0 | |
| UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 13,274 | 15,995,000 | PRN | SOLE | 15,995,000 | 0 | 0 | ||
| UNION PAC CORP | COM | 907818108 | 531 | 2,727 | SH | SOLE | 2,727 | 0 | 0 | ||
| UNITED PARCEL SERVICE INC | CL B | 911312106 | 212 | 1,319 | SH | SOLE | 1,319 | 0 | 0 | ||
| UNITEDHEALTH GROUP INC | COM | 91324P102 | 1,119 | 2,215 | SH | SOLE | 2,215 | 0 | 0 | ||
| UPSTART HLDGS INC | NOTE 0.250% 8/1 | 91680MAB3 | 1,159 | 2,060,000 | PRN | DFND | 2 | 2,060,000 | 0 | 0 | |
| UPSTART HLDGS INC | NOTE 0.250% 8/1 | 91680MAB3 | 532 | 945,000 | PRN | DFND | 4 | 945,000 | 0 | 0 | |
| UPSTART HLDGS INC | NOTE 0.250% 8/1 | 91680MAB3 | 982 | 1,745,000 | PRN | DFND | 3 | 1,745,000 | 0 | 0 | |
| UPWORK INC | NOTE 0.250% 8/1 | 91688FAB0 | 1,471 | 2,011,000 | PRN | DFND | 2 | 2,011,000 | 0 | 0 | |
| UPWORK INC | NOTE 0.250% 8/1 | 91688FAB0 | 1,336 | 1,827,000 | PRN | DFND | 3 | 1,827,000 | 0 | 0 | |
| UPWORK INC | NOTE 0.250% 8/1 | 91688FAB0 | 674 | 922,000 | PRN | DFND | 4 | 922,000 | 0 | 0 | |
| UPWORK INC | NOTE 0.250% 8/1 | 91688FAB0 | 175 | 240,000 | PRN | SOLE | 240,000 | 0 | 0 | ||
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 936 | 1,075,000 | PRN | DFND | 1 | 1,075,000 | 0 | 0 | |
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 6,545 | 7,515,000 | PRN | SOLE | 7,515,000 | 0 | 0 | ||
| VALERO ENERGY CORP | COM | 91913Y100 | 242 | 2,269 | SH | SOLE | 2,269 | 0 | 0 | ||
| VANGUARD SCOTTSDALE FDS | SHRT TRM CORP BD | 92206C409 | 4,555 | 61,288 | SH | SOLE | 61,288 | 0 | 0 | ||
| VANGUARD STAR FDS | VG TL INTL STK F | 921909768 | 15,211 | 332,359 | SH | SOLE | 332,359 | 0 | 0 | ||
| VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 1,203 | 1,445,000 | PRN | DFND | 1 | 1,445,000 | 0 | 0 | |
| VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 1,469 | 1,764,000 | PRN | DFND | 2 | 1,764,000 | 0 | 0 | |
| VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 601 | 722,000 | PRN | DFND | 4 | 722,000 | 0 | 0 | |
| VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 1,107 | 1,330,000 | PRN | DFND | 3 | 1,330,000 | 0 | 0 | |
| VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 7,193 | 8,645,000 | PRN | SOLE | 8,645,000 | 0 | 0 | ||
| VERIZON COMMUNICATIONS INC | COM | 92343V104 | 420 | 11,068 | SH | SOLE | 11,068 | 0 | 0 | ||
| VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 431 | 385,000 | PRN | SOLE | 385,000 | 0 | 0 | ||
| VISA INC | COM CL A | 92826C839 | 620 | 3,491 | SH | SOLE | 3,491 | 0 | 0 | ||
| VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 783 | 842,000 | PRN | DFND | 1 | 842,000 | 0 | 0 | |
| VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 5,020 | 5,401,000 | PRN | SOLE | 5,401,000 | 0 | 0 | ||
| WALMART INC | COM | 931142103 | 305 | 2,349 | SH | SOLE | 2,349 | 0 | 0 | ||
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 2,496 | 2,085 | SH | DFND | 1 | 2,085 | 0 | 0 | |
| WELLS FARGO CO NEW | COM | 949746101 | 414 | 10,312 | SH | SOLE | 10,312 | 0 | 0 | ||
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 19,558 | 16,340 | SH | SOLE | 16,340 | 0 | 0 | ||
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 5,846 | 6,172,000 | PRN | SOLE | 6,172,000 | 0 | 0 | ||
| WILLIAMS COS INC | COM | 969457100 | 225 | 7,856 | SH | SOLE | 7,856 | 0 | 0 | ||
| WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 1,230 | 1,176,000 | PRN | DFND | 2 | 1,176,000 | 0 | 0 | |
| WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 219 | 209,000 | PRN | DFND | 4 | 209,000 | 0 | 0 | |
| WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 499 | 477,000 | PRN | DFND | 3 | 477,000 | 0 | 0 | |
| WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 145 | 138,000 | PRN | SOLE | 138,000 | 0 | 0 | ||
| WISDOMTREE INVTS INC | NOTE 4.250% 6/1 | 97717PAB0 | 703 | 701,000 | PRN | DFND | 2 | 701,000 | 0 | 0 | |
| WISDOMTREE INVTS INC | NOTE 3.250% 6/1 | 97717PAD6 | 158 | 177,000 | PRN | DFND | 2 | 177,000 | 0 | 0 | |
| WISDOMTREE INVTS INC | NOTE 3.250% 6/1 | 97717PAD6 | 195 | 219,000 | PRN | DFND | 3 | 219,000 | 0 | 0 | |
| WISDOMTREE INVTS INC | NOTE 4.250% 6/1 | 97717PAB0 | 900 | 898,000 | PRN | DFND | 3 | 898,000 | 0 | 0 | |
| WISDOMTREE INVTS INC | NOTE 3.250% 6/1 | 97717PAD6 | 93 | 104,000 | PRN | DFND | 4 | 104,000 | 0 | 0 | |
| WISDOMTREE INVTS INC | NOTE 4.250% 6/1 | 97717PAB0 | 201 | 200,000 | PRN | DFND | 4 | 200,000 | 0 | 0 | |
| WISDOMTREE INVTS INC | NOTE 4.250% 6/1 | 97717PAB0 | 201 | 201,000 | PRN | SOLE | 201,000 | 0 | 0 | ||
| WOLFSPEED INC | NOTE 1.750% 5/0 | 225447AD3 | 528 | 232,000 | PRN | SOLE | 232,000 | 0 | 0 | ||
| WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 628 | 536,000 | PRN | DFND | 2 | 536,000 | 0 | 0 | |
| WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 635 | 542,000 | PRN | DFND | 3 | 542,000 | 0 | 0 | |
| WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 353 | 301,000 | PRN | DFND | 4 | 301,000 | 0 | 0 | |
| WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 142 | 121,000 | PRN | SOLE | 121,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 1,108 | 1,204,000 | PRN | DFND | 2 | 1,204,000 | 0 | 0 | |
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 559 | 608,000 | PRN | DFND | 3 | 608,000 | 0 | 0 | |
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 254 | 276,000 | PRN | DFND | 4 | 276,000 | 0 | 0 | |
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 768 | 836,000 | PRN | SOLE | 836,000 | 0 | 0 | ||
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 1,305 | 1,025,000 | PRN | DFND | 1 | 1,025,000 | 0 | 0 | |
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 8,304 | 6,521,000 | PRN | SOLE | 6,521,000 | 0 | 0 | ||