The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP FIGI (to the nearest dollar) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
AFFIRM HLDGS INC COM CL A 00827B106   796 16,190 SH   DFND 7 16,190 0 0
AFFIRM HLDGS INC COM CL A 00827B106   2,613 53,184 SH   DFND   53,184 0 0
AIRBNB INC NOTE 3/1 009066AB7   1,370 1,525,000 SH   DFND   1,525,000 0 0
ALARM COM HLDGS INC NOTE 1/1 011642AB1   732 825,000 SH   DFND   825,000 0 0
ALNYLAM PHARMACEUTICALS INC NOTE 1.000% 9/1 02043QAB3   1,498 1,525,000 SH   DFND   1,525,000 0 0
ALTUS POWER INC COM CL A 02217A102   20,490 3,000,000 SH   DFND   3,000,000 0 0
AMERICAN TOWER CORP NEW COM 03027X100   13,039 60,399 SH   DFND 7 60,399 0 0
AXON ENTERPRISE INC NOTE 0.500%12/1 05464CAB7   1,702 1,350,000 SH   DFND   1,350,000 0 0
BANDWIDTH INC NOTE 0.250% 3/0 05988JAB9   289 350,000 SH   DFND   350,000 0 0
BENTLEY SYS INC NOTE 0.125% 1/1 08265TAB5   3,063 3,100,000 SH   DFND   3,100,000 0 0
BILL HOLDINGS INC NOTE 12/0 090043AB6   1,787 1,900,000 SH   DFND   1,900,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.250% 5/1 09061GAK7   1,053 1,025,000 SH   DFND   1,025,000 0 0
BOOKING HOLDINGS INC NOTE 0.750% 5/0 09857LAN8   2,468 1,310,000 SH   DFND   1,310,000 0 0
BOSTON PROPERTIES INC COM 101121101   2,733 38,946 SH   DFND 7 38,946 0 0
CABLE ONE INC NOTE 3/1 12685JAE5   615 725,000 SH   DFND   725,000 0 0
CARETRUST REIT INC COM 14174T107   1,298 58,010 SH   DFND 7 58,010 0 0
CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0   2,805 3,125,000 SH   DFND   3,125,000 0 0
CONCORD ACQUISITION CORP II *W EXP 99/99/999 20607U116   7 50,000 SH   DFND   50,000 0 0
CONCORD ACQUISITION CORP III *W EXP 99/99/999 20607V114   13 125,000 SH   DFND   125,000 0 0
COUSINS PPTYS INC COM NEW 222795502   1,728 70,972 SH   DFND 7 70,972 0 0
CRACKER BARREL OLD CTRY STOR NOTE 0.625% 6/1 22410JAB2   668 775,000 SH   DFND   775,000 0 0
CROWN CASTLE INC COM 22822V101   3,500 30,382 SH   DFND 7 30,382 0 0
CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1   2,053 1,450,000 SH   DFND   1,450,000 0 0
DATADOG INC NOTE 0.125% 6/1 23804LAB9   2,248 1,610,000 SH   DFND   1,610,000 0 0
DEXCOM INC NOTE 0.250%11/1 252131AK3   4,254 4,075,000 SH   DFND   4,075,000 0 0
DIGITAL RLTY TR INC COM 253868103   5,438 40,404 SH   DFND 7 40,404 0 0
DIGITALOCEAN HLDGS INC NOTE 12/0 25402DAB8   350 425,000 SH   DFND   425,000 0 0
DRAFTKINGS INC NEW NOTE 3/1 26142RAB0   343 428,000 SH   DFND   428,000 0 0
DROPBOX INC NOTE 3/0 26210CAD6   1,358 1,350,000 SH   DFND   1,350,000 0 0
SHIFT4 PMTS INC NOTE 12/1 82452JAB5   2,441 2,200,000 SH   DFND   2,200,000 0 0
SHOPIFY INC NOTE 0.125%11/0 82509LAA5   707 750,000 SH   DFND   750,000 0 0
SIMON PPTY GROUP INC NEW COM 828806109   3,800 26,637 SH   DFND 7 26,637 0 0
SITE CTRS CORP COM 82981J109   1,703 124,949 SH   DFND 7 124,949 0 0
SNAP INC NOTE 0.125% 3/0 83304AAH9   1,219 1,559,000 SH   DFND   1,559,000 0 0
SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6   1,460 1,605,000 SH   DFND   1,605,000 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2   3,375 3,340,000 SH   DFND   3,340,000 0 0
SPIRIT RLTY CAP INC NEW COM NEW 84860W300   782 17,908 SH   DFND 7 17,908 0 0
SPOTIFY USA INC NOTE 3/1 84921RAB6   726 825,000 SH   DFND   825,000 0 0
BLOCK INC NOTE 0.125% 3/0 852234AF0   2,110 2,160,000 SH   DFND   2,160,000 0 0
STAG INDL INC COM 85254J102   2,570 65,455 SH   DFND 7 65,455 0 0
SUMMIT MIDSTREAM PARTNERS LP COM UNIT LTD 866142409   912 50,940 SH   DFND   50,940 0 0
SUMMIT MIDSTREAM PARTNERS LP COM UNIT LTD 866142409   607 33,900 SH   DFND   33,900 0 0
SUN CMNTYS INC COM 866674104   3,379 25,283 SH   DFND 7 25,283 0 0
EPR PPTYS COM SH BEN INT 26884U109   2,346 48,430 SH   DFND 7 48,430 0 0
ENPHASE ENERGY INC NOTE 3/0 29355AAK3   1,757 1,975,000 SH   DFND   1,975,000 0 0
ENSIGN GROUP INC COM 29358P101   2,160 19,252 SH   DFND 7 19,252 0 0
ENVESTNET INC NOTE 2.625%12/0 29404KAG1   1,060 1,075,000 SH   DFND   1,075,000 0 0
EQUINIX INC COM 29444U700   9,446 11,728 SH   DFND 7 11,728 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107   1,120 18,307 SH   DFND 7 18,307 0 0
ETSY INC NOTE 0.125%10/0 29786AAJ5   262 228,000 SH   DFND   228,000 0 0
ETSY INC NOTE 0.250% 6/1 29786AAN6   2,882 3,600,000 SH   DFND   3,600,000 0 0
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3   1,987 2,125,000 SH   DFND   2,125,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1   1,693 1,750,000 SH   DFND   1,750,000 0 0
EXTRA SPACE STORAGE INC COM 30225T102   8,221 51,274 SH   DFND 7 51,274 0 0
FEDERAL RLTY INVT TR NEW SH BEN INT NEW 313745101   2,942 28,551 SH   DFND 7 28,551 0 0
FORD MTR CO DEL NOTE 3/1 345370CZ1   4,034 4,054,000 SH   DFND   4,054,000 0 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8   356 325,000 SH   DFND   325,000 0 0
PHYSICIANS RLTY TR COM 71943U104   2,410 181,036 SH   DFND 7 181,036 0 0
PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2   304 125,000 SH   DFND   125,000 0 0
POST HLDGS INC NOTE 2.500% 8/1 737446AT1   1,313 1,299,000 SH   DFND   1,299,000 0 0
PROLOGIS INC. COM 74340W103   11,087 83,173 SH   DFND 7 83,173 0 0
PUBLIC STORAGE COM 74460D109   2,804 9,193 SH   DFND 7 9,193 0 0
RAPID7 INC NOTE 0.250% 3/1 753422AF1   1,774 1,975,000 SH   DFND   1,975,000 0 0
REDFIN CORP NOTE 0.500% 4/0 75737FAE8   818 1,275,000 SH   DFND   1,275,000 0 0
REGENCY CTRS CORP COM 758849103   4,717 70,396 SH   DFND 7 70,396 0 0
REXFORD INDL RLTY INC COM 76169C100   6,103 108,779 SH   DFND 7 108,779 0 0
ROYAL CARIBBEAN GROUP NOTE 6.000% 8/1 780153BQ4   466 175,000 SH   DFND   175,000 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107   3,899 35,426 SH   DFND 7 35,426 0 0
SL GREEN RLTY CORP COM 78440X887   2,111 46,739 SH   DFND 7 46,739 0 0
SEA LTD NOTE 2.375%12/0 81141RAF7   1,164 1,225,000 SH   DFND   1,225,000 0 0
SEA LTD NOTE 0.250% 9/1 81141RAG5   702 854,000 SH   DFND   854,000 0 0
SHAKE SHACK INC NOTE 3/0 819047AB7   365 450,000 SH   DFND   450,000 0 0
HEALTHPEAK PROPERTIES INC COM 42250P103   1,646 83,128 SH   DFND 7 83,128 0 0
HOST HOTELS & RESORTS INC COM 44107P104   833 42,760 SH   DFND 7 42,760 0 0
INSULET CORP NOTE 0.375% 9/0 45784PAK7   1,887 1,642,000 SH   DFND   1,642,000 0 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1   2,629 2,800,000 SH   DFND   2,800,000 0 0
INVITATION HOMES INC COM 46187W107   4,312 126,416 SH   DFND 7 126,416 0 0
ISHARES TR IBOXX HI YD ETF 464288513   18,438 238,254 SH   DFND   238,254 0 0
JAZZ INVESTMENTS I LTD NOTE 2.000% 6/1 472145AF8   2,718 2,695,000 SH   DFND   2,695,000 0 0
JETBLUE AIRWAYS CORP NOTE 0.500% 4/0 477143AP6   2,070 2,875,000 SH   DFND   2,875,000 0 0
JOHN BEAN TECHNOLOGIES CORP NOTE 0.250% 5/1 477839AB0   293 325,000 SH   DFND   325,000 0 0
KORE GROUP HLDGS INC COMMON STOCK 50066V107   1,566 1,598,000 SH   DFND   1,598,000 0 0
LCI INDS NOTE 1.125% 5/1 501812AB7   1,002 1,025,000 SH   DFND   1,025,000 0 0
LANTHEUS HLDGS INC NOTE 2.625%12/1 516544AB9   1,037 925,000 SH   DFND   925,000 0 0
LIVONGO HEALTH INC NOTE 0.875% 6/0 539183AA1   584 625,000 SH   DFND   625,000 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1   1,927 2,163,000 SH   DFND   2,163,000 0 0
LUMENTUM HLDGS INC NOTE 0.500% 6/1 55024UAF6   472 600,000 SH   DFND   600,000 0 0
MARRIOTT VACATIONS WORLDWIDE NOTE 3.250%12/1 57164YAF4   1,026 1,160,000 SH   DFND   1,160,000 0 0
MAXEON SOLAR TECHNOLOGIES LT NOTE 6.500% 7/1 57779BAB0   160 200,000 SH   DFND   200,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8   656 600,000 SH   DFND   600,000 0 0
MID-AMER APT CMNTYS INC COM 59522J103   1,507 11,209 SH   DFND 7 11,209 0 0
MIDDLEBY CORP NOTE 1.000% 9/0 596278AB7   2,655 2,180,000 SH   DFND   2,180,000 0 0
MONGODB INC NOTE 0.250% 1/1 60937PAD8   2,192 1,110,000 SH   DFND   1,110,000 0 0
NORTHERN OIL & GAS INC NOTE 3.625% 4/1 665531AJ8   1,769 1,500,000 SH   DFND   1,500,000 0 0
OKTA INC NOTE 0.375% 6/1 679295AF2   729 825,000 SH   DFND   825,000 0 0
ON SEMICONDUCTOR CORP NOTE 5/0 682189AS4   1,038 635,000 SH   DFND   635,000 0 0
OPENDOOR TECHNOLOGIES INC COM 683712103   47 10,428 SH   DFND 7 10,428 0 0
OPENDOOR TECHNOLOGIES INC COM 683712103   140 31,283 SH   DFND   31,283 0 0
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2   593 200,000 SH   DFND   200,000 0 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8   1,403 1,575,000 SH   DFND   1,575,000 0 0
PEGASYSTEMS INC NOTE 0.750% 3/0 705573AB9   323 350,000 SH   DFND   350,000 0 0
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2   288 350,000 SH   DFND   350,000 0 0
3D SYS CORP DEL NOTE 11/1 88554DAD8   285 375,000 SH   DFND   375,000 0 0
UDR INC COM 902653104   3,885 101,455 SH   DFND 7 101,455 0 0
UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9   2,085 2,050,000 SH   DFND   2,050,000 0 0
UIPATH INC CL A 90364P105   84 3,398 SH   DFND 7 3,398 0 0
UIPATH INC CL A 90364P105   135 5,439 SH   DFND   5,439 0 0
UNITY SOFTWARE INC NOTE 11/1 91332UAB7   690 830,000 SH   DFND   830,000 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870   72,339 890,000 SH   DFND 7 890,000 0 0
VESTA REAL ESTATE CORP ADS 92540K109   1,465 36,971 SH   DFND 7 36,971 0 0
VICI PPTYS INC COM 925652109   6,637 208,176 SH   DFND 7 208,176 0 0
WELLTOWER INC COM 95040Q104   5,747 63,733 SH   DFND 7 63,733 0 0
WEYERHAEUSER CO MTN BE COM NEW 962166104   2,181 62,735 SH   DFND 7 62,735 0 0
ZILLOW GROUP INC NOTE 1.375% 9/0 98954MAG6   3,510 2,575,000 SH   DFND   2,575,000 0 0
ZTO EXPRESS CAYMAN INC NOTE 1.500% 9/0 98980AAB1   883 925,000 SH   DFND   925,000 0 0
ZSCALER INC NOTE 0.125% 7/0 98980GAB8   3,220 2,125,000 SH   DFND   2,125,000 0 0
CRESCENT ENERGY COMPANY CL A COM 44952J104   241 18,262 SH   DFND   18,262 0 0