The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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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 | FIGI | (to the nearest dollar) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| 8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 1,059,100 | 1,190,000 | PRN | DFND | 2 | 1,190,000 | 0 | 0 | ||
| 8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 964,760 | 1,084,000 | PRN | DFND | 3 | 1,084,000 | 0 | 0 | ||
| 8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 485,940 | 546,000 | PRN | DFND | 4 | 546,000 | 0 | 0 | ||
| 8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 160,200 | 180,000 | PRN | SOLE | 180,000 | 0 | 0 | |||
| ABBOTT LABS | COM | 002824100 | 553,450 | 5,041 | SH | SOLE | 5,041 | 0 | 0 | |||
| ABBVIE INC | COM | 00287Y109 | 566,765 | 3,507 | SH | SOLE | 3,507 | 0 | 0 | |||
| ACCENTURE PLC IRELAND | SHS CLASS A | G1151C101 | 304,999 | 1,143 | SH | SOLE | 1,143 | 0 | 0 | |||
| ADOBE SYSTEMS INCORPORATED | COM | 00724F101 | 297,157 | 883 | SH | SOLE | 883 | 0 | 0 | |||
| AES CORP | UNIT 02/15/2024 | 00130H204 | 710,384 | 6,955 | SH | DFND | 1 | 6,955 | 0 | 0 | ||
| AES CORP | UNIT 02/15/2024 | 00130H204 | 4,595,789 | 44,995 | SH | SOLE | 44,995 | 0 | 0 | |||
| AIR TRANS SVCS GROUP INC | NOTE 1.125%10/1 | 00922RAB1 | 677,405 | 667,000 | PRN | DFND | 1 | 667,000 | 0 | 0 | ||
| AIR TRANS SVCS GROUP INC | NOTE 1.125%10/1 | 00922RAB1 | 917,087 | 903,000 | PRN | DFND | 3 | 903,000 | 0 | 0 | ||
| AIR TRANS SVCS GROUP INC | NOTE 1.125%10/1 | 00922RAB1 | 611,391 | 602,000 | PRN | DFND | 2 | 602,000 | 0 | 0 | ||
| AIR TRANS SVCS GROUP INC | NOTE 1.125%10/1 | 00922RAB1 | 277,259 | 273,000 | PRN | DFND | 4 | 273,000 | 0 | 0 | ||
| AIR TRANS SVCS GROUP INC | NOTE 1.125%10/1 | 00922RAB1 | 4,386,376 | 4,319,000 | PRN | SOLE | 4,319,000 | 0 | 0 | |||
| AIRBNB INC | NOTE 3/1 | 009066AB7 | 962,910 | 1,170,000 | PRN | DFND | 1 | 1,170,000 | 0 | 0 | ||
| AIRBNB INC | NOTE 3/1 | 009066AB7 | 7,658,838 | 9,306,000 | PRN | SOLE | 9,306,000 | 0 | 0 | |||
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 1,285,605 | 1,335,000 | PRN | DFND | 1 | 1,335,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 1,039,500 | 990,000 | PRN | SOLE | 990,000 | 0 | 0 | |||
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 13,288,437 | 13,799,000 | PRN | SOLE | 13,799,000 | 0 | 0 | |||
| ALPHABET INC | CAP STK CL A | 02079K305 | 1,979,794 | 22,439 | SH | SOLE | 22,439 | 0 | 0 | |||
| ALTERYX INC | NOTE 1.000% 8/0 | 02156BAF0 | 543,650 | 655,000 | PRN | DFND | 1 | 655,000 | 0 | 0 | ||
| ALTERYX INC | NOTE 1.000% 8/0 | 02156BAF0 | 3,545,760 | 4,272,000 | PRN | SOLE | 4,272,000 | 0 | 0 | |||
| AMAZON COM INC | COM | 023135106 | 1,402,884 | 16,701 | SH | SOLE | 16,701 | 0 | 0 | |||
| AMERICAN ELEC PWR CO INC | UNIT 08/15/2023 | 02557T307 | 987,778 | 19,025 | SH | DFND | 1 | 19,025 | 0 | 0 | ||
| AMERICAN ELEC PWR CO INC | UNIT 08/15/2023 | 02557T307 | 9,601,565 | 184,930 | SH | SOLE | 184,930 | 0 | 0 | |||
| AMERICAN INTL GROUP INC | COM NEW | 026874784 | 292,990 | 4,633 | SH | SOLE | 4,633 | 0 | 0 | |||
| AMGEN INC | COM | 031162100 | 524,228 | 1,996 | SH | SOLE | 1,996 | 0 | 0 | |||
| APOLLO COML REAL ESTATE FIN | NOTE 5.375%10/1 | 03762UAC9 | 2,152,143 | 2,213,000 | PRN | DFND | 3 | 2,213,000 | 0 | 0 | ||
| APOLLO COML REAL ESTATE FIN | NOTE 5.375%10/1 | 03762UAC9 | 2,540,170 | 2,612,000 | PRN | DFND | 2 | 2,612,000 | 0 | 0 | ||
| APOLLO COML REAL ESTATE FIN | NOTE 5.375%10/1 | 03762UAC9 | 1,065,860 | 1,096,000 | PRN | DFND | 4 | 1,096,000 | 0 | 0 | ||
| APOLLO COML REAL ESTATE FIN | NOTE 5.375%10/1 | 03762UAC9 | 319,953 | 329,000 | PRN | SOLE | 329,000 | 0 | 0 | |||
| APPLE INC | COM | 037833100 | 3,273,716 | 25,196 | SH | SOLE | 25,196 | 0 | 0 | |||
| APPLIED MATLS INC | COM | 038222105 | 322,329 | 3,310 | SH | SOLE | 3,310 | 0 | 0 | |||
| ARCELORMITTAL SA LUXEMBOURG | NY REGISTRY SH | 03938L203 | 216,759 | 8,267 | SH | SOLE | 8,267 | 0 | 0 | |||
| ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 12,620,378 | 11,899,000 | PRN | SOLE | 11,899,000 | 0 | 0 | |||
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 681,055 | 670,000 | PRN | DFND | 1 | 670,000 | 0 | 0 | ||
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 815,233 | 802,000 | PRN | DFND | 2 | 802,000 | 0 | 0 | ||
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 1,004,302 | 988,000 | PRN | DFND | 3 | 988,000 | 0 | 0 | ||
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 467,590 | 460,000 | PRN | DFND | 4 | 460,000 | 0 | 0 | ||
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 5,300,041 | 5,214,000 | PRN | SOLE | 5,214,000 | 0 | 0 | |||
| ATI INC | NOTE 3.500% 6/1 | 01741RAK8 | 797,573 | 397,000 | PRN | DFND | 1 | 397,000 | 0 | 0 | ||
| ATI INC | NOTE 3.500% 6/1 | 01741RAK8 | 4,399,710 | 2,190,000 | PRN | SOLE | 2,190,000 | 0 | 0 | |||
| AUTOMATIC DATA PROCESSING IN | COM | 053015103 | 214,737 | 899 | SH | SOLE | 899 | 0 | 0 | |||
| BANDWIDTH INC | NOTE 0.500% 4/0 | 05988JAD5 | 486,326 | 782,000 | PRN | DFND | 2 | 782,000 | 0 | 0 | ||
| BANDWIDTH INC | NOTE 0.500% 4/0 | 05988JAD5 | 779,863 | 1,254,000 | PRN | DFND | 3 | 1,254,000 | 0 | 0 | ||
| BANDWIDTH INC | NOTE 0.500% 4/0 | 05988JAD5 | 288,562 | 464,000 | PRN | DFND | 4 | 464,000 | 0 | 0 | ||
| BANK AMERICA CORP | COM | 060505104 | 766,595 | 23,146 | SH | SOLE | 23,146 | 0 | 0 | |||
| BECTON DICKINSON & CO | 6% DP CONV PFD B | 075887406 | 747,242 | 14,915 | SH | DFND | 1 | 14,915 | 0 | 0 | ||
| BECTON DICKINSON & CO | 6% DP CONV PFD B | 075887406 | 7,097,177 | 141,660 | SH | SOLE | 141,660 | 0 | 0 | |||
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 925,680 | 1,015,000 | PRN | DFND | 1 | 1,015,000 | 0 | 0 | ||
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 1,075,294 | 1,321,000 | PRN | DFND | 2 | 1,321,000 | 0 | 0 | ||
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 330,484 | 406,000 | PRN | DFND | 4 | 406,000 | 0 | 0 | ||
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 948,310 | 1,165,000 | PRN | DFND | 3 | 1,165,000 | 0 | 0 | ||
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 6,809,904 | 7,467,000 | PRN | SOLE | 7,467,000 | 0 | 0 | |||
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 128,612 | 158,000 | PRN | SOLE | 158,000 | 0 | 0 | |||
| BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 1,226,951 | 3,972 | SH | SOLE | 3,972 | 0 | 0 | |||
| BIGCOMMERCE HLDGS INC | NOTE 0.250%10/0 | 08975PAB4 | 1,149,490 | 1,619,000 | PRN | DFND | 2 | 1,619,000 | 0 | 0 | ||
| BIGCOMMERCE HLDGS INC | NOTE 0.250%10/0 | 08975PAB4 | 1,003,940 | 1,414,000 | PRN | DFND | 3 | 1,414,000 | 0 | 0 | ||
| BIGCOMMERCE HLDGS INC | NOTE 0.250%10/0 | 08975PAB4 | 490,610 | 691,000 | PRN | DFND | 4 | 691,000 | 0 | 0 | ||
| BIGCOMMERCE HLDGS INC | NOTE 0.250%10/0 | 08975PAB4 | 195,960 | 276,000 | PRN | SOLE | 276,000 | 0 | 0 | |||
| BILIBILI INC | NOTE 1.375% 4/0 | 090040AB2 | 353,187 | 304,000 | PRN | DFND | 1 | 304,000 | 0 | 0 | ||
| BILIBILI INC | NOTE 1.375% 4/0 | 090040AB2 | 2,718,614 | 2,340,000 | PRN | SOLE | 2,340,000 | 0 | 0 | |||
| BILL COM HLDGS INC | NOTE 12/0 | 090043AB6 | 1,125,300 | 1,100,000 | PRN | DFND | 1 | 1,100,000 | 0 | 0 | ||
| BILL COM HLDGS INC | NOTE 12/0 | 090043AB6 | 7,413,681 | 7,247,000 | PRN | SOLE | 7,247,000 | 0 | 0 | |||
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 1,533,579 | 1,445,000 | PRN | DFND | 1 | 1,445,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 13,247,151 | 12,482,000 | PRN | SOLE | 12,482,000 | 0 | 0 | |||
| BK OF AMERICA CORP | 7.25%CNV PFD L | 060505682 | 3,909,200 | 3,370 | SH | SOLE | 3,370 | 0 | 0 | |||
| BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 1,112,549 | 1,306,000 | PRN | DFND | 2 | 1,306,000 | 0 | 0 | ||
| BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 907,247 | 1,065,000 | PRN | DFND | 3 | 1,065,000 | 0 | 0 | ||
| BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 403,789 | 474,000 | PRN | DFND | 4 | 474,000 | 0 | 0 | ||
| BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 132,041 | 155,000 | PRN | SOLE | 155,000 | 0 | 0 | |||
| BLACKSTONE MORTGAGE TRUST IN | NOTE 4.750% 3/1 | 09257WAC4 | 1,457,209 | 1,486,000 | PRN | DFND | 2 | 1,486,000 | 0 | 0 | ||
| BLACKSTONE MORTGAGE TRUST IN | NOTE 4.750% 3/1 | 09257WAC4 | 1,284,619 | 1,310,000 | PRN | DFND | 3 | 1,310,000 | 0 | 0 | ||
| BLACKSTONE MORTGAGE TRUST IN | NOTE 4.750% 3/1 | 09257WAC4 | 498,158 | 508,000 | PRN | DFND | 4 | 508,000 | 0 | 0 | ||
| BLACKSTONE MORTGAGE TRUST IN | NOTE 4.750% 3/1 | 09257WAC4 | 192,203 | 196,000 | PRN | SOLE | 196,000 | 0 | 0 | |||
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 1,640,906 | 1,725,000 | PRN | DFND | 1 | 1,725,000 | 0 | 0 | ||
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 11,091,581 | 11,660,000 | PRN | SOLE | 11,660,000 | 0 | 0 | |||
| BLOOM ENERGY CORP | NOTE 2.500% 8/1 | 093712AH0 | 318,907 | 237,000 | PRN | DFND | 1 | 237,000 | 0 | 0 | ||
| BLOOM ENERGY CORP | NOTE 2.500% 8/1 | 093712AH0 | 2,310,396 | 1,717,000 | PRN | SOLE | 1,717,000 | 0 | 0 | |||
| BOEING CO | COM | 097023105 | 489,177 | 2,568 | SH | SOLE | 2,568 | 0 | 0 | |||
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 1,485,073 | 1,115,000 | PRN | DFND | 1 | 1,115,000 | 0 | 0 | ||
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 35,300,782 | 26,504,000 | PRN | SOLE | 26,504,000 | 0 | 0 | |||
| BOSTON SCIENTIFIC CORP | 5.50% CNV PFD A | 101137206 | 1,166,901 | 10,160 | SH | DFND | 1 | 10,160 | 0 | 0 | ||
| BOSTON SCIENTIFIC CORP | 5.50% CNV PFD A | 101137206 | 9,459,255 | 82,360 | SH | SOLE | 82,360 | 0 | 0 | |||
| BOX INC | NOTE 1/1 | 10316TAB0 | 843,295 | 643,000 | PRN | DFND | 1 | 643,000 | 0 | 0 | ||
| BOX INC | NOTE 1/1 | 10316TAB0 | 6,561,441 | 5,003,000 | PRN | SOLE | 5,003,000 | 0 | 0 | |||
| BRISTOL-MYERS SQUIBB CO | COM | 110122108 | 285,642 | 3,970 | SH | SOLE | 3,970 | 0 | 0 | |||
| BROADCOM INC | COM | 11135F101 | 521,107 | 932 | SH | SOLE | 932 | 0 | 0 | |||
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 1,363,900 | 1,186,000 | PRN | DFND | 1 | 1,186,000 | 0 | 0 | ||
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 8,830,850 | 7,679,000 | PRN | SOLE | 7,679,000 | 0 | 0 | |||
| CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 997,849 | 1,343,000 | PRN | DFND | 2 | 1,343,000 | 0 | 0 | ||
| CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 1,063,976 | 1,432,000 | PRN | DFND | 3 | 1,432,000 | 0 | 0 | ||
| CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 379,673 | 511,000 | PRN | DFND | 4 | 511,000 | 0 | 0 | ||
| CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 159,002 | 214,000 | PRN | SOLE | 214,000 | 0 | 0 | |||
| CATERPILLAR INC | COM | 149123101 | 383,535 | 1,601 | SH | SOLE | 1,601 | 0 | 0 | |||
| CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 821,281 | 937,000 | PRN | DFND | 2 | 937,000 | 0 | 0 | ||
| CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 202,472 | 231,000 | PRN | DFND | 4 | 231,000 | 0 | 0 | ||
| CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 1,003,593 | 1,145,000 | PRN | DFND | 3 | 1,145,000 | 0 | 0 | ||
| CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 163,906 | 187,000 | PRN | SOLE | 187,000 | 0 | 0 | |||
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | 473,616 | 9,360 | SH | SOLE | 9,360 | 0 | 0 | |||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 1,092,227 | 1,333,000 | PRN | DFND | 2 | 1,333,000 | 0 | 0 | ||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 331,028 | 404,000 | PRN | DFND | 4 | 404,000 | 0 | 0 | ||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 1,156,138 | 1,411,000 | PRN | DFND | 3 | 1,411,000 | 0 | 0 | ||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 206,483 | 252,000 | PRN | SOLE | 252,000 | 0 | 0 | |||
| CHEGG INC | NOTE 9/0 | 163092AF6 | 1,216,604 | 1,551,000 | PRN | DFND | 2 | 1,551,000 | 0 | 0 | ||
| CHEGG INC | NOTE 9/0 | 163092AF6 | 474,562 | 605,000 | PRN | DFND | 4 | 605,000 | 0 | 0 | ||
| CHEGG INC | NOTE 9/0 | 163092AF6 | 1,367,209 | 1,743,000 | PRN | DFND | 3 | 1,743,000 | 0 | 0 | ||
| CHEGG INC | NOTE 9/0 | 163092AF6 | 275,324 | 351,000 | PRN | SOLE | 351,000 | 0 | 0 | |||
| CHEVRON CORP NEW | COM | 166764100 | 644,189 | 3,589 | SH | SOLE | 3,589 | 0 | 0 | |||
| CISCO SYS INC | COM | 17275R102 | 523,992 | 10,999 | SH | SOLE | 10,999 | 0 | 0 | |||
| CLEVELAND-CLIFFS INC NEW | COM | 185899101 | 193,064 | 11,984 | SH | SOLE | 11,984 | 0 | 0 | |||
| CLOUDFLARE INC | NOTE 8/1 | 18915MAC1 | 2,070,100 | 2,540,000 | PRN | DFND | 1 | 2,540,000 | 0 | 0 | ||
| CLOUDFLARE INC | NOTE 8/1 | 18915MAC1 | 16,614,590 | 20,386,000 | PRN | SOLE | 20,386,000 | 0 | 0 | |||
| COCA COLA CO | COM | 191216100 | 625,412 | 9,832 | SH | SOLE | 9,832 | 0 | 0 | |||
| COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 | 801,270 | 1,228,000 | PRN | DFND | 2 | 1,228,000 | 0 | 0 | ||
| COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 | 724,275 | 1,110,000 | PRN | DFND | 3 | 1,110,000 | 0 | 0 | ||
| COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 | 334,080 | 512,000 | PRN | DFND | 4 | 512,000 | 0 | 0 | ||
| COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 | 97,875 | 150,000 | PRN | SOLE | 150,000 | 0 | 0 | |||
| COMCAST CORP NEW | CL A | 20030N101 | 372,154 | 10,642 | SH | SOLE | 10,642 | 0 | 0 | |||
| CONFLUENT INC | NOTE 1/1 | 20717MAB9 | 632,690 | 838,000 | PRN | DFND | 1 | 838,000 | 0 | 0 | ||
| CONFLUENT INC | NOTE 1/1 | 20717MAB9 | 6,518,670 | 8,634,000 | PRN | SOLE | 8,634,000 | 0 | 0 | |||
| CONOCOPHILLIPS | COM | 20825C104 | 206,736 | 1,752 | SH | SOLE | 1,752 | 0 | 0 | |||
| COSTCO WHSL CORP NEW | COM | 22160K105 | 583,411 | 1,278 | SH | SOLE | 1,278 | 0 | 0 | |||
| COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 1,456,214 | 1,507,000 | PRN | DFND | 1 | 1,507,000 | 0 | 0 | ||
| COUPA SOFTWARE INC | NOTE 0.375% 6/1 | 22266LAF3 | 1,576,861 | 1,640,000 | PRN | SOLE | 1,640,000 | 0 | 0 | |||
| COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 9,436,886 | 9,766,000 | PRN | SOLE | 9,766,000 | 0 | 0 | |||
| CUMMINS INC | COM | 231021106 | 235,506 | 972 | SH | SOLE | 972 | 0 | 0 | |||
| CUTERA INC | NOTE 2.250% 3/1 | 232109AB4 | 365,195 | 247,000 | PRN | SOLE | 247,000 | 0 | 0 | |||
| CVS HEALTH CORP | COM | 126650100 | 262,796 | 2,820 | SH | SOLE | 2,820 | 0 | 0 | |||
| CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 1,300,493 | 1,229,000 | PRN | DFND | 1 | 1,229,000 | 0 | 0 | ||
| CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 9,055,835 | 8,558,000 | PRN | SOLE | 8,558,000 | 0 | 0 | |||
| D R HORTON INC | COM | 23331A109 | 290,598 | 3,260 | SH | SOLE | 3,260 | 0 | 0 | |||
| DANAHER CORPORATION | 5% CONV PFD B | 235851409 | 1,848,678 | 1,362 | SH | DFND | 1 | 1,362 | 0 | 0 | ||
| DANAHER CORPORATION | 5% CONV PFD B | 235851409 | 13,718,495 | 10,107 | SH | SOLE | 10,107 | 0 | 0 | |||
| DANAHER CORPORATION | COM | 235851102 | 567,468 | 2,138 | SH | SOLE | 2,138 | 0 | 0 | |||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 769,331 | 705,000 | PRN | DFND | 1 | 705,000 | 0 | 0 | ||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 4,846,245 | 4,441,000 | PRN | SOLE | 4,441,000 | 0 | 0 | |||
| DEERE & CO | COM | 244199105 | 312,139 | 728 | SH | SOLE | 728 | 0 | 0 | |||
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 4,186,875 | 3,850,000 | PRN | DFND | 1 | 3,850,000 | 0 | 0 | ||
| DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 305,694 | 111,000 | PRN | SOLE | 111,000 | 0 | 0 | |||
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 31,875,723 | 29,311,000 | PRN | SOLE | 29,311,000 | 0 | 0 | |||
| DIGITALBRIDGE GROUP INC | NOTE 5.000% 4/1 | 19624RAA4 | 694,425 | 705,000 | PRN | DFND | 2 | 705,000 | 0 | 0 | ||
| DIGITALBRIDGE GROUP INC | NOTE 5.000% 4/1 | 19624RAA4 | 734,810 | 746,000 | PRN | DFND | 3 | 746,000 | 0 | 0 | ||
| DIGITALBRIDGE GROUP INC | NOTE 5.000% 4/1 | 19624RAA4 | 393,015 | 399,000 | PRN | DFND | 4 | 399,000 | 0 | 0 | ||
| DIGITALBRIDGE GROUP INC | NOTE 5.000% 4/1 | 19624RAA4 | 147,750 | 150,000 | PRN | SOLE | 150,000 | 0 | 0 | |||
| DIGITALOCEAN HLDGS INC | NOTE 12/0 | 25402DAB8 | 1,056,965 | 1,414,000 | PRN | DFND | 1 | 1,414,000 | 0 | 0 | ||
| DIGITALOCEAN HLDGS INC | NOTE 12/0 | 25402DAB8 | 7,009,318 | 9,377,000 | PRN | SOLE | 9,377,000 | 0 | 0 | |||
| DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 878,526 | 1,377,000 | PRN | DFND | 2 | 1,377,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 290,928 | 456,000 | PRN | DFND | 4 | 456,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 772,618 | 1,211,000 | PRN | DFND | 3 | 1,211,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 131,428 | 206,000 | PRN | SOLE | 206,000 | 0 | 0 | |||
| DISNEY WALT CO | COM | 254687106 | 358,032 | 4,121 | SH | SOLE | 4,121 | 0 | 0 | |||
| DOVER CORP | COM | 260003108 | 218,280 | 1,612 | SH | SOLE | 1,612 | 0 | 0 | |||
| DROPBOX INC | NOTE 3/0 | 26210CAD6 | 1,104,840 | 1,240,000 | PRN | DFND | 1 | 1,240,000 | 0 | 0 | ||
| DROPBOX INC | NOTE 3/0 | 26210CAD6 | 6,786,747 | 7,617,000 | PRN | SOLE | 7,617,000 | 0 | 0 | |||
| EATON CORP PLC | SHS | G29183103 | 341,056 | 2,173 | SH | SOLE | 2,173 | 0 | 0 | |||
| ELEVANCE HEALTH INC | NOTE 2.750%10/1 | 94973VBG1 | 1,170,032 | 160,000 | PRN | DFND | 1 | 160,000 | 0 | 0 | ||
| ELEVANCE HEALTH INC | NOTE 2.750%10/1 | 94973VBG1 | 28,709,661 | 3,926,000 | PRN | SOLE | 3,926,000 | 0 | 0 | |||
| ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 858,312 | 728,000 | PRN | DFND | 2 | 728,000 | 0 | 0 | ||
| ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 565,920 | 480,000 | PRN | DFND | 3 | 480,000 | 0 | 0 | ||
| ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 258,201 | 219,000 | PRN | DFND | 4 | 219,000 | 0 | 0 | ||
| ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 86,067 | 73,000 | PRN | SOLE | 73,000 | 0 | 0 | |||
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAK3 | 3,075,522 | 2,630,000 | PRN | DFND | 1 | 2,630,000 | 0 | 0 | ||
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 1,201,977 | 1,067,000 | PRN | SOLE | 1,067,000 | 0 | 0 | |||
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAK3 | 22,326,184 | 19,092,000 | PRN | SOLE | 19,092,000 | 0 | 0 | |||
| ENVESTNET INC | NOTE 0.750% 8/1 | 29404KAE6 | 897,988 | 995,000 | PRN | DFND | 1 | 995,000 | 0 | 0 | ||
| ENVESTNET INC | NOTE 0.750% 8/1 | 29404KAE6 | 779,760 | 864,000 | PRN | DFND | 2 | 864,000 | 0 | 0 | ||
| ENVESTNET INC | NOTE 0.750% 8/1 | 29404KAE6 | 251,798 | 279,000 | PRN | DFND | 4 | 279,000 | 0 | 0 | ||
| ENVESTNET INC | NOTE 0.750% 8/1 | 29404KAE6 | 1,050,510 | 1,164,000 | PRN | DFND | 3 | 1,164,000 | 0 | 0 | ||
| ENVESTNET INC | NOTE 0.750% 8/1 | 29404KAE6 | 6,009,761 | 6,659,000 | PRN | SOLE | 6,659,000 | 0 | 0 | |||
| EQT CORP | NOTE 1.750% 5/0 | 26884LAK5 | 694,278 | 299,000 | PRN | DFND | 1 | 299,000 | 0 | 0 | ||
| EQT CORP | NOTE 1.750% 5/0 | 26884LAK5 | 6,633,954 | 2,857,000 | PRN | SOLE | 2,857,000 | 0 | 0 | |||
| EQT CORP | COM | 26884L109 | 211,608 | 6,255 | SH | SOLE | 6,255 | 0 | 0 | |||
| ETSY INC | NOTE 0.125% 9/0 | 29786AAL0 | 2,892,750 | 2,900,000 | PRN | DFND | 1 | 2,900,000 | 0 | 0 | ||
| ETSY INC | NOTE 0.250% 6/1 | 29786AAN6 | 873,437 | 1,023,000 | PRN | DFND | 2 | 1,023,000 | 0 | 0 | ||
| ETSY INC | NOTE 0.250% 6/1 | 29786AAN6 | 400,432 | 469,000 | PRN | DFND | 4 | 469,000 | 0 | 0 | ||
| ETSY INC | NOTE 0.250% 6/1 | 29786AAN6 | 771,835 | 904,000 | PRN | DFND | 3 | 904,000 | 0 | 0 | ||
| ETSY INC | NOTE 0.125% 9/0 | 29786AAL0 | 24,972,423 | 25,035,000 | PRN | SOLE | 25,035,000 | 0 | 0 | |||
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 449,454 | 291,000 | PRN | SOLE | 291,000 | 0 | 0 | |||
| ETSY INC | NOTE 0.250% 6/1 | 29786AAN6 | 88,795 | 104,000 | PRN | SOLE | 104,000 | 0 | 0 | |||
| EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 8,123,865 | 8,591,000 | PRN | SOLE | 8,591,000 | 0 | 0 | |||
| EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 533,239 | 595,000 | PRN | DFND | 2 | 595,000 | 0 | 0 | ||
| EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 496,495 | 554,000 | PRN | DFND | 3 | 554,000 | 0 | 0 | ||
| EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 164,901 | 184,000 | PRN | DFND | 4 | 184,000 | 0 | 0 | ||
| EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 149,666 | 167,000 | PRN | SOLE | 167,000 | 0 | 0 | |||
| EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 601,524 | 558,000 | PRN | DFND | 1 | 558,000 | 0 | 0 | ||
| EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 3,748,206 | 3,477,000 | PRN | SOLE | 3,477,000 | 0 | 0 | |||
| EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 558,898 | 545,000 | PRN | DFND | 1 | 545,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 1,236,675 | 1,499,000 | PRN | DFND | 2 | 1,499,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 1,421,475 | 1,723,000 | PRN | DFND | 3 | 1,723,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 627,000 | 760,000 | PRN | DFND | 4 | 760,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 4,409,662 | 4,300,000 | PRN | SOLE | 4,300,000 | 0 | 0 | |||
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 221,100 | 268,000 | PRN | SOLE | 268,000 | 0 | 0 | |||
| EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 968,473 | 1,112,000 | PRN | DFND | 1 | 1,112,000 | 0 | 0 | ||
| EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 21,966,572 | 25,222,000 | PRN | SOLE | 25,222,000 | 0 | 0 | |||
| EXXON MOBIL CORP | COM | 30231G102 | 245,970 | 2,230 | SH | SOLE | 2,230 | 0 | 0 | |||
| FIRST TR EXCH TRADED FD III | PFD SECS INC ETF | 33739E108 | 4,275,213 | 254,477 | SH | SOLE | 254,477 | 0 | 0 | |||
| FIRST TR EXCHANGE-TRADED FD | MULTI ASSET DI | 33738R100 | 475,313 | 31,751 | SH | SOLE | 31,751 | 0 | 0 | |||
| FIRST TR EXCHANGE-TRADED FD | SENIOR LN FD | 33738D309 | 4,234,401 | 94,963 | SH | SOLE | 94,963 | 0 | 0 | |||
| FIRST TR EXCHANGE-TRADED FD | FST LOW OPPT EFT | 33739Q200 | 9,137,283 | 192,729 | SH | SOLE | 192,729 | 0 | 0 | |||
| FIVE9 INC | NOTE 0.500% 6/0 | 338307AD3 | 1,021,340 | 1,115,000 | PRN | DFND | 1 | 1,115,000 | 0 | 0 | ||
| FIVE9 INC | NOTE 0.500% 6/0 | 338307AD3 | 401,208 | 438,000 | PRN | DFND | 2 | 438,000 | 0 | 0 | ||
| FIVE9 INC | NOTE 0.500% 6/0 | 338307AD3 | 149,308 | 163,000 | PRN | DFND | 4 | 163,000 | 0 | 0 | ||
| FIVE9 INC | NOTE 0.500% 6/0 | 338307AD3 | 318,768 | 348,000 | PRN | DFND | 3 | 348,000 | 0 | 0 | ||
| FIVE9 INC | NOTE 0.500% 6/0 | 338307AD3 | 6,604,360 | 7,210,000 | PRN | SOLE | 7,210,000 | 0 | 0 | |||
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 934,065 | 990,000 | PRN | DFND | 1 | 990,000 | 0 | 0 | ||
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 12,218,339 | 12,950,000 | PRN | SOLE | 12,950,000 | 0 | 0 | |||
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 330,330 | 210,000 | PRN | SOLE | 210,000 | 0 | 0 | |||
| GDS HLDGS LTD | NOTE 2.000% 6/0 | 36165LAB4 | 551,396 | 577,000 | PRN | DFND | 2 | 577,000 | 0 | 0 | ||
| GDS HLDGS LTD | NOTE 2.000% 6/0 | 36165LAB4 | 226,483 | 237,000 | PRN | DFND | 4 | 237,000 | 0 | 0 | ||
| GDS HLDGS LTD | NOTE 2.000% 6/0 | 36165LAB4 | 567,641 | 594,000 | PRN | DFND | 3 | 594,000 | 0 | 0 | ||
| GDS HLDGS LTD | NOTE 2.000% 6/0 | 36165LAB4 | 87,918 | 92,000 | PRN | SOLE | 92,000 | 0 | 0 | |||
| GILEAD SCIENCES INC | COM | 375558103 | 256,606 | 2,989 | SH | SOLE | 2,989 | 0 | 0 | |||
| GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 1,372,736 | 1,424,000 | PRN | DFND | 2 | 1,424,000 | 0 | 0 | ||
| GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 1,272,480 | 1,320,000 | PRN | DFND | 3 | 1,320,000 | 0 | 0 | ||
| GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 650,700 | 675,000 | PRN | DFND | 4 | 675,000 | 0 | 0 | ||
| GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 382,708 | 397,000 | PRN | SOLE | 397,000 | 0 | 0 | |||
| GREEN PLAINS INC | NOTE 2.250% 3/1 | 393222AK0 | 1,165,220 | 980,000 | PRN | DFND | 1 | 980,000 | 0 | 0 | ||
| GREEN PLAINS INC | NOTE 2.250% 3/1 | 393222AK0 | 8,151,784 | 6,856,000 | PRN | SOLE | 6,856,000 | 0 | 0 | |||
| GREEN PLAINS INC | COM | 393222104 | 204,659 | 6,710 | SH | SOLE | 6,710 | 0 | 0 | |||
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 617,050 | 700,000 | PRN | DFND | 1 | 700,000 | 0 | 0 | ||
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 1,009,318 | 1,145,000 | PRN | DFND | 2 | 1,145,000 | 0 | 0 | ||
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 444,276 | 504,000 | PRN | DFND | 4 | 504,000 | 0 | 0 | ||
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 1,233,219 | 1,399,000 | PRN | DFND | 3 | 1,399,000 | 0 | 0 | ||
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 4,904,678 | 5,564,000 | PRN | SOLE | 5,564,000 | 0 | 0 | |||
| GROUPON INC | NOTE 1.125% 3/1 | 399473AF4 | 595,125 | 1,035,000 | PRN | DFND | 2 | 1,035,000 | 0 | 0 | ||
| GROUPON INC | NOTE 1.125% 3/1 | 399473AF4 | 506,000 | 880,000 | PRN | DFND | 3 | 880,000 | 0 | 0 | ||
| GROUPON INC | NOTE 1.125% 3/1 | 399473AF4 | 207,575 | 361,000 | PRN | DFND | 4 | 361,000 | 0 | 0 | ||
| GROUPON INC | NOTE 1.125% 3/1 | 399473AF4 | 71,300 | 124,000 | PRN | SOLE | 124,000 | 0 | 0 | |||
| H WORLD GROUP LTD | NOTE 3.000% 5/0 | 44332NAB2 | 986,986 | 812,000 | PRN | DFND | 1 | 812,000 | 0 | 0 | ||
| H WORLD GROUP LTD | NOTE 3.000% 5/0 | 44332NAB2 | 5,992,427 | 4,930,000 | PRN | SOLE | 4,930,000 | 0 | 0 | |||
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 858,526 | 1,039,000 | PRN | DFND | 1 | 1,039,000 | 0 | 0 | ||
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 1,329,517 | 1,609,000 | PRN | DFND | 2 | 1,609,000 | 0 | 0 | ||
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 479,254 | 580,000 | PRN | DFND | 4 | 580,000 | 0 | 0 | ||
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 1,079,974 | 1,307,000 | PRN | DFND | 3 | 1,307,000 | 0 | 0 | ||
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 5,603,145 | 6,781,000 | PRN | SOLE | 6,781,000 | 0 | 0 | |||
| HALOZYME THERAPEUTICS INC | NOTE 0.250% 3/0 | 40637HAD1 | 887,771 | 917,000 | PRN | DFND | 2 | 917,000 | 0 | 0 | ||
| HALOZYME THERAPEUTICS INC | NOTE 0.250% 3/0 | 40637HAD1 | 1,222,742 | 1,263,000 | PRN | DFND | 3 | 1,263,000 | 0 | 0 | ||
| HALOZYME THERAPEUTICS INC | NOTE 0.250% 3/0 | 40637HAD1 | 387,250 | 400,000 | PRN | DFND | 4 | 400,000 | 0 | 0 | ||
| HALOZYME THERAPEUTICS INC | NOTE 0.250% 3/0 | 40637HAD1 | 3,004,094 | 3,103,000 | PRN | SOLE | 3,103,000 | 0 | 0 | |||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 552,647 | 400,000 | PRN | DFND | 1 | 400,000 | 0 | 0 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 674,230 | 488,000 | PRN | DFND | 2 | 488,000 | 0 | 0 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 812,391 | 588,000 | PRN | DFND | 3 | 588,000 | 0 | 0 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 345,405 | 250,000 | PRN | DFND | 4 | 250,000 | 0 | 0 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 6,037,670 | 4,370,000 | PRN | SOLE | 4,370,000 | 0 | 0 | |||
| HERBALIFE NUTRITION LTD | NOTE 2.625% 3/1 | 42703MAD5 | 1,059,378 | 1,149,000 | PRN | DFND | 2 | 1,149,000 | 0 | 0 | ||
| HERBALIFE NUTRITION LTD | NOTE 2.625% 3/1 | 42703MAD5 | 1,103,634 | 1,197,000 | PRN | DFND | 3 | 1,197,000 | 0 | 0 | ||
| HERBALIFE NUTRITION LTD | NOTE 2.625% 3/1 | 42703MAD5 | 435,184 | 472,000 | PRN | DFND | 4 | 472,000 | 0 | 0 | ||
| HERBALIFE NUTRITION LTD | NOTE 2.625% 3/1 | 42703MAD5 | 167,804 | 182,000 | PRN | SOLE | 182,000 | 0 | 0 | |||
| HOME DEPOT INC | COM | 437076102 | 578,972 | 1,833 | SH | SOLE | 1,833 | 0 | 0 | |||
| HONEYWELL INTL INC | COM | 438516106 | 378,884 | 1,768 | SH | SOLE | 1,768 | 0 | 0 | |||
| HOPE BANCORP INC | NOTE 2.000% 5/1 | 43940TAB5 | 2,203,135 | 2,255,000 | PRN | SOLE | 2,255,000 | 0 | 0 | |||
| I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 604,018 | 673,000 | PRN | DFND | 2 | 673,000 | 0 | 0 | ||
| I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 391,310 | 436,000 | PRN | DFND | 4 | 436,000 | 0 | 0 | ||
| I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 868,780 | 968,000 | PRN | DFND | 3 | 968,000 | 0 | 0 | ||
| I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 155,268 | 173,000 | PRN | SOLE | 173,000 | 0 | 0 | |||
| ILLINOIS TOOL WKS INC | COM | 452308109 | 224,048 | 1,017 | SH | SOLE | 1,017 | 0 | 0 | |||
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 12,123,965 | 12,551,000 | PRN | SOLE | 12,551,000 | 0 | 0 | |||
| IMPINJ INC | NOTE 1.125% 5/1 | 453204AD1 | 540,000 | 450,000 | PRN | DFND | 2 | 450,000 | 0 | 0 | ||
| IMPINJ INC | NOTE 1.125% 5/1 | 453204AD1 | 184,800 | 154,000 | PRN | DFND | 4 | 154,000 | 0 | 0 | ||
| IMPINJ INC | NOTE 1.125% 5/1 | 453204AD1 | 475,200 | 396,000 | PRN | DFND | 3 | 396,000 | 0 | 0 | ||
| INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 1,166,968 | 1,192,000 | PRN | DFND | 2 | 1,192,000 | 0 | 0 | ||
| INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 473,836 | 484,000 | PRN | DFND | 4 | 484,000 | 0 | 0 | ||
| INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 1,101,375 | 1,125,000 | PRN | DFND | 3 | 1,125,000 | 0 | 0 | ||
| INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 194,821 | 199,000 | PRN | SOLE | 199,000 | 0 | 0 | |||
| INNOVIVA INC | NOTE 2.125% 1/1 | 88338TAB0 | 743,107 | 744,000 | PRN | DFND | 2 | 744,000 | 0 | 0 | ||
| INNOVIVA INC | NOTE 2.125% 1/1 | 88338TAB0 | 1,111,664 | 1,113,000 | PRN | DFND | 3 | 1,113,000 | 0 | 0 | ||
| INNOVIVA INC | NOTE 2.125% 1/1 | 88338TAB0 | 210,747 | 211,000 | PRN | DFND | 4 | 211,000 | 0 | 0 | ||
| INNOVIVA INC | NOTE 2.125% 1/1 | 88338TAB0 | 206,752 | 207,000 | PRN | SOLE | 207,000 | 0 | 0 | |||
| INNOVIVA INC | NOTE 2.500% 8/1 | 45781MAB7 | 1,884,225 | 1,850,000 | PRN | SOLE | 1,850,000 | 0 | 0 | |||
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 944,625 | 1,145,000 | PRN | DFND | 1 | 1,145,000 | 0 | 0 | ||
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 850,575 | 1,031,000 | PRN | DFND | 2 | 1,031,000 | 0 | 0 | ||
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 351,450 | 426,000 | PRN | DFND | 4 | 426,000 | 0 | 0 | ||
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 892,650 | 1,082,000 | PRN | DFND | 3 | 1,082,000 | 0 | 0 | ||
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 6,336,000 | 7,680,000 | PRN | SOLE | 7,680,000 | 0 | 0 | |||
| INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 1,328,692 | 941,000 | PRN | DFND | 1 | 941,000 | 0 | 0 | ||
| INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 8,861,712 | 6,276,000 | PRN | SOLE | 6,276,000 | 0 | 0 | |||
| INTEL CORP | COM | 458140100 | 236,917 | 8,964 | SH | SOLE | 8,964 | 0 | 0 | |||
| INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 441,855 | 4,307 | SH | SOLE | 4,307 | 0 | 0 | |||
| INTUIT | COM | 461202103 | 201,615 | 518 | SH | SOLE | 518 | 0 | 0 | |||
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 900,047 | 975,000 | PRN | DFND | 1 | 975,000 | 0 | 0 | ||
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 5,501,827 | 5,960,000 | PRN | SOLE | 5,960,000 | 0 | 0 | |||
| IRONWOOD PHARMACEUTICALS INC | NOTE 1.500% 6/1 | 46333XAH1 | 698,000 | 640,000 | PRN | DFND | 1 | 640,000 | 0 | 0 | ||
| IRONWOOD PHARMACEUTICALS INC | NOTE 1.500% 6/1 | 46333XAH1 | 5,648,352 | 5,179,000 | PRN | SOLE | 5,179,000 | 0 | 0 | |||
| ISHARES INC | CORE MSCI EMKT | 46434G103 | 4,264,507 | 91,317 | SH | SOLE | 91,317 | 0 | 0 | |||
| ISHARES TR | RUS 1000 VAL ETF | 464287598 | 618,277 | 4,077 | SH | SOLE | 4,077 | 0 | 0 | |||
| ISHARES TR | CORE S&P500 ETF | 464287200 | 76,407,075 | 198,868 | SH | SOLE | 198,868 | 0 | 0 | |||
| ISHARES TR | 1 3 YR TREAS BD | 464287457 | 428,334 | 5,277 | SH | SOLE | 5,277 | 0 | 0 | |||
| ISHARES TR | U.S. BAS MTL ETF | 464287838 | 215,727 | 1,729 | SH | SOLE | 1,729 | 0 | 0 | |||
| ISHARES TR | U.S. REAL ES ETF | 464287739 | 788,355 | 9,364 | SH | SOLE | 9,364 | 0 | 0 | |||
| ISHARES TR | 7-10 YR TRSY BD | 464287440 | 16,825,962 | 175,673 | SH | SOLE | 175,673 | 0 | 0 | |||
| ISHARES TR | CORE US AGGBD ET | 464287226 | 400,568 | 4,130 | SH | SOLE | 4,130 | 0 | 0 | |||
| ISHARES TR | HDG MSCI EAFE | 46434V803 | 1,173,555 | 43,465 | SH | SOLE | 43,465 | 0 | 0 | |||
| ISHARES TR | ISHARES BIOTECH | 464287556 | 2,832,845 | 21,577 | SH | SOLE | 21,577 | 0 | 0 | |||
| ISHARES TR | FLTG RATE NT ETF | 46429B655 | 9,243,154 | 183,651 | SH | SOLE | 183,651 | 0 | 0 | |||
| ITRON INC | NOTE 3/1 | 465741AN6 | 874,478 | 1,068,000 | PRN | DFND | 1 | 1,068,000 | 0 | 0 | ||
| ITRON INC | NOTE 3/1 | 465741AN6 | 5,219,850 | 6,375,000 | PRN | SOLE | 6,375,000 | 0 | 0 | |||
| JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 2,312,119 | 1,945,000 | PRN | DFND | 1 | 1,945,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 756,000 | 768,000 | PRN | DFND | 2 | 768,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 367,172 | 373,000 | PRN | DFND | 4 | 373,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 892,828 | 907,000 | PRN | DFND | 3 | 907,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 198,844 | 202,000 | PRN | SOLE | 202,000 | 0 | 0 | |||
| JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 18,328,152 | 15,418,000 | PRN | SOLE | 15,418,000 | 0 | 0 | |||
| JETBLUE AIRWAYS CORP | NOTE 0.500% 4/0 | 477143AP6 | 610,237 | 837,000 | PRN | DFND | 2 | 837,000 | 0 | 0 | ||
| JETBLUE AIRWAYS CORP | NOTE 0.500% 4/0 | 477143AP6 | 482,649 | 662,000 | PRN | DFND | 3 | 662,000 | 0 | 0 | ||
| JETBLUE AIRWAYS CORP | NOTE 0.500% 4/0 | 477143AP6 | 260,280 | 357,000 | PRN | DFND | 4 | 357,000 | 0 | 0 | ||
| JETBLUE AIRWAYS CORP | NOTE 0.500% 4/0 | 477143AP6 | 104,987 | 144,000 | PRN | SOLE | 144,000 | 0 | 0 | |||
| JOHN BEAN TECHNOLOGIES CORP | NOTE 0.250% 5/1 | 477839AB0 | 6,607,884 | 7,697,000 | PRN | SOLE | 7,697,000 | 0 | 0 | |||
| JOHNSON & JOHNSON | COM | 478160104 | 1,027,928 | 5,819 | SH | SOLE | 5,819 | 0 | 0 | |||
| JOYY INC | NOTE 0.750% 6/1 | 98426TAD8 | 551,035 | 577,000 | PRN | DFND | 2 | 577,000 | 0 | 0 | ||
| JOYY INC | NOTE 0.750% 6/1 | 98426TAD8 | 567,270 | 594,000 | PRN | DFND | 3 | 594,000 | 0 | 0 | ||
| JOYY INC | NOTE 0.750% 6/1 | 98426TAD8 | 226,335 | 237,000 | PRN | DFND | 4 | 237,000 | 0 | 0 | ||
| JOYY INC | NOTE 0.750% 6/1 | 98426TAD8 | 87,860 | 92,000 | PRN | SOLE | 92,000 | 0 | 0 | |||
| JPMORGAN CHASE & CO | COM | 46625H100 | 1,400,944 | 10,447 | SH | SOLE | 10,447 | 0 | 0 | |||
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 562,348 | 605,000 | PRN | DFND | 2 | 605,000 | 0 | 0 | ||
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 668,311 | 719,000 | PRN | DFND | 3 | 719,000 | 0 | 0 | ||
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 339,268 | 365,000 | PRN | DFND | 4 | 365,000 | 0 | 0 | ||
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 118,976 | 128,000 | PRN | SOLE | 128,000 | 0 | 0 | |||
| KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 1,092,203 | 518,000 | PRN | DFND | 1 | 518,000 | 0 | 0 | ||
| KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 7,689,709 | 3,647,000 | PRN | SOLE | 3,647,000 | 0 | 0 | |||
| KEYCORP | COM | 493267108 | 230,278 | 13,219 | SH | SOLE | 13,219 | 0 | 0 | |||
| KIMBERLY-CLARK CORP | COM | 494368103 | 1,178,989 | 8,685 | SH | SOLE | 8,685 | 0 | 0 | |||
| KKR & CO INC | 6% MCONV PFD C | 48251W401 | 504,856 | 8,800 | SH | DFND | 1 | 8,800 | 0 | 0 | ||
| KKR & CO INC | 6% MCONV PFD C | 48251W401 | 6,693,470 | 116,672 | SH | SOLE | 116,672 | 0 | 0 | |||
| KKR & CO INC | COM | 48251W104 | 274,438 | 5,912 | SH | SOLE | 5,912 | 0 | 0 | |||
| KKR REAL ESTATE FIN TR INC | NOTE 6.125% 5/1 | 48251KAB6 | 1,507,461 | 1,536,000 | PRN | DFND | 2 | 1,536,000 | 0 | 0 | ||
| KKR REAL ESTATE FIN TR INC | NOTE 6.125% 5/1 | 48251KAB6 | 1,323,936 | 1,349,000 | PRN | DFND | 3 | 1,349,000 | 0 | 0 | ||
| KKR REAL ESTATE FIN TR INC | NOTE 6.125% 5/1 | 48251KAB6 | 515,246 | 525,000 | PRN | DFND | 4 | 525,000 | 0 | 0 | ||
| KKR REAL ESTATE FIN TR INC | NOTE 6.125% 5/1 | 48251KAB6 | 200,209 | 204,000 | PRN | SOLE | 204,000 | 0 | 0 | |||
| LABORATORY CORP AMER HLDGS | COM NEW | 50540R409 | 225,589 | 958 | SH | SOLE | 958 | 0 | 0 | |||
| LAUDER ESTEE COS INC | CL A | 518439104 | 204,688 | 825 | SH | SOLE | 825 | 0 | 0 | |||
| LENDINGTREE INC | NOTE 0.500% 7/1 | 52603BAD9 | 1,285,920 | 1,786,000 | PRN | DFND | 2 | 1,786,000 | 0 | 0 | ||
| LENDINGTREE INC | NOTE 0.500% 7/1 | 52603BAD9 | 1,299,600 | 1,805,000 | PRN | DFND | 3 | 1,805,000 | 0 | 0 | ||
| LENDINGTREE INC | NOTE 0.500% 7/1 | 52603BAD9 | 642,240 | 892,000 | PRN | DFND | 4 | 892,000 | 0 | 0 | ||
| LENDINGTREE INC | NOTE 0.500% 7/1 | 52603BAD9 | 192,240 | 267,000 | PRN | SOLE | 267,000 | 0 | 0 | |||
| LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 689,640 | 560,000 | PRN | DFND | 1 | 560,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | COM SER C FRMLA | 531229854 | 310,857 | 5,200 | SH | SOLE | 5,200 | 0 | 0 | |||
| LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 6,486,320 | 5,267,000 | PRN | SOLE | 5,267,000 | 0 | 0 | |||
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 673,403 | 692,000 | PRN | DFND | 2 | 692,000 | 0 | 0 | ||
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 676,322 | 695,000 | PRN | DFND | 3 | 695,000 | 0 | 0 | ||
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 383,411 | 394,000 | PRN | DFND | 4 | 394,000 | 0 | 0 | ||
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 213,115 | 219,000 | PRN | SOLE | 219,000 | 0 | 0 | |||
| LILLY ELI & CO | COM | 532457108 | 259,016 | 708 | SH | SOLE | 708 | 0 | 0 | |||
| LINDE PLC | SHS | G5494J103 | 269,426 | 826 | SH | SOLE | 826 | 0 | 0 | |||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 12,757 | 12,000 | PRN | SOLE | 12,000 | 0 | 0 | |||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.000% 2/1 | 538034AU3 | 357,270 | 364,000 | PRN | SOLE | 364,000 | 0 | 0 | |||
| LIVEPERSON INC | NOTE 12/1 | 538146AD3 | 863,564 | 1,211,000 | PRN | DFND | 2 | 1,211,000 | 0 | 0 | ||
| LIVEPERSON INC | NOTE 12/1 | 538146AD3 | 936,300 | 1,313,000 | PRN | DFND | 3 | 1,313,000 | 0 | 0 | ||
| LIVEPERSON INC | NOTE 12/1 | 538146AD3 | 328,026 | 460,000 | PRN | DFND | 4 | 460,000 | 0 | 0 | ||
| LIVEPERSON INC | NOTE 12/1 | 538146AD3 | 189,685 | 266,000 | PRN | SOLE | 266,000 | 0 | 0 | |||
| LOCKHEED MARTIN CORP | COM | 539830109 | 317,678 | 653 | SH | SOLE | 653 | 0 | 0 | |||
| LOEWS CORP | COM | 540424108 | 771,823 | 13,232 | SH | SOLE | 13,232 | 0 | 0 | |||
| LOWES COS INC | COM | 548661107 | 248,651 | 1,248 | SH | SOLE | 1,248 | 0 | 0 | |||
| LPL FINL HLDGS INC | COM | 50212V100 | 408,346 | 1,889 | SH | SOLE | 1,889 | 0 | 0 | |||
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 1,029,000 | 1,200,000 | PRN | DFND | 1 | 1,200,000 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 467,338 | 545,000 | PRN | DFND | 2 | 545,000 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 547,943 | 639,000 | PRN | DFND | 3 | 639,000 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 186,078 | 217,000 | PRN | DFND | 4 | 217,000 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 8,952,314 | 10,440,000 | PRN | SOLE | 10,440,000 | 0 | 0 | |||
| LYFT INC | NOTE 1.500% 5/1 | 55087PAB0 | 871,655 | 990,000 | PRN | DFND | 1 | 990,000 | 0 | 0 | ||
| LYFT INC | NOTE 1.500% 5/1 | 55087PAB0 | 5,871,787 | 6,669,000 | PRN | SOLE | 6,669,000 | 0 | 0 | |||
| MACOM TECH SOLUTIONS HLDGS I | NOTE 0.250% 3/1 | 55405YAB6 | 1,027,101 | 1,038,000 | PRN | DFND | 1 | 1,038,000 | 0 | 0 | ||
| MACOM TECH SOLUTIONS HLDGS I | NOTE 0.250% 3/1 | 55405YAB6 | 822,275 | 831,000 | PRN | DFND | 2 | 831,000 | 0 | 0 | ||
| MACOM TECH SOLUTIONS HLDGS I | NOTE 0.250% 3/1 | 55405YAB6 | 727,283 | 735,000 | PRN | DFND | 3 | 735,000 | 0 | 0 | ||
| MACOM TECH SOLUTIONS HLDGS I | NOTE 0.250% 3/1 | 55405YAB6 | 376,010 | 380,000 | PRN | DFND | 4 | 380,000 | 0 | 0 | ||
| MACOM TECH SOLUTIONS HLDGS I | NOTE 0.250% 3/1 | 55405YAB6 | 7,458,861 | 7,538,000 | PRN | SOLE | 7,538,000 | 0 | 0 | |||
| MAGNITE INC | NOTE 0.250% 3/1 | 55955DAB6 | 1,246,979 | 1,626,000 | PRN | DFND | 2 | 1,626,000 | 0 | 0 | ||
| MAGNITE INC | NOTE 0.250% 3/1 | 55955DAB6 | 1,494,688 | 1,949,000 | PRN | DFND | 3 | 1,949,000 | 0 | 0 | ||
| MAGNITE INC | NOTE 0.250% 3/1 | 55955DAB6 | 529,161 | 690,000 | PRN | DFND | 4 | 690,000 | 0 | 0 | ||
| MAGNITE INC | NOTE 0.250% 3/1 | 55955DAB6 | 180,222 | 235,000 | PRN | SOLE | 235,000 | 0 | 0 | |||
| MAKEMYTRIP LIMITED MAURITIUS | NOTE 2/1 | 56087FAB0 | 918,840 | 930,000 | PRN | DFND | 1 | 930,000 | 0 | 0 | ||
| MAKEMYTRIP LIMITED MAURITIUS | NOTE 2/1 | 56087FAB0 | 6,765,824 | 6,848,000 | PRN | SOLE | 6,848,000 | 0 | 0 | |||
| MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 57164YAD9 | 721,500 | 740,000 | PRN | DFND | 1 | 740,000 | 0 | 0 | ||
| MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 57164YAD9 | 4,502,550 | 4,618,000 | PRN | SOLE | 4,618,000 | 0 | 0 | |||
| MASTERCARD INCORPORATED | CL A | 57636Q104 | 525,421 | 1,511 | SH | SOLE | 1,511 | 0 | 0 | |||
| MCDONALDS CORP | COM | 580135101 | 553,151 | 2,099 | SH | SOLE | 2,099 | 0 | 0 | |||
| MEDTRONIC PLC | SHS | G5960L103 | 248,080 | 3,192 | SH | SOLE | 3,192 | 0 | 0 | |||
| MERCK & CO INC | COM | 58933Y105 | 701,093 | 6,319 | SH | SOLE | 6,319 | 0 | 0 | |||
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 558,556 | 622,000 | PRN | DFND | 2 | 622,000 | 0 | 0 | ||
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 446,306 | 497,000 | PRN | DFND | 3 | 497,000 | 0 | 0 | ||
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 210,132 | 234,000 | PRN | DFND | 4 | 234,000 | 0 | 0 | ||
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 132,006 | 147,000 | PRN | SOLE | 147,000 | 0 | 0 | |||
| META PLATFORMS INC | CL A | 30303M102 | 551,277 | 4,581 | SH | SOLE | 4,581 | 0 | 0 | |||
| MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 2,087,140 | 2,332,000 | PRN | DFND | 2 | 2,332,000 | 0 | 0 | ||
| MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 2,321,630 | 2,594,000 | PRN | DFND | 3 | 2,594,000 | 0 | 0 | ||
| MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 855,620 | 956,000 | PRN | DFND | 4 | 956,000 | 0 | 0 | ||
| MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 329,360 | 368,000 | PRN | SOLE | 368,000 | 0 | 0 | |||
| MGP INGREDIENTS INC NEW | NOTE 1.875%11/1 | 55303JAB2 | 629,400 | 500,000 | PRN | DFND | 1 | 500,000 | 0 | 0 | ||
| MGP INGREDIENTS INC NEW | NOTE 1.875%11/1 | 55303JAB2 | 5,359,969 | 4,258,000 | PRN | SOLE | 4,258,000 | 0 | 0 | |||
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 1,501,500 | 1,400,000 | PRN | DFND | 1 | 1,400,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 14,226,723 | 13,265,000 | PRN | SOLE | 13,265,000 | 0 | 0 | |||
| MICROSOFT CORP | COM | 594918104 | 3,803,065 | 15,858 | SH | SOLE | 15,858 | 0 | 0 | |||
| MITEK SYS INC | NOTE 0.750% 2/0 | 606710AA9 | 676,500 | 825,000 | PRN | DFND | 2 | 825,000 | 0 | 0 | ||
| MITEK SYS INC | NOTE 0.750% 2/0 | 606710AA9 | 574,000 | 700,000 | PRN | DFND | 3 | 700,000 | 0 | 0 | ||
| MITEK SYS INC | NOTE 0.750% 2/0 | 606710AA9 | 309,140 | 377,000 | PRN | DFND | 4 | 377,000 | 0 | 0 | ||
| MITEK SYS INC | NOTE 0.750% 2/0 | 606710AA9 | 80,360 | 98,000 | PRN | SOLE | 98,000 | 0 | 0 | |||
| MORGAN STANLEY | COM NEW | 617446448 | 242,221 | 2,849 | SH | SOLE | 2,849 | 0 | 0 | |||
| MOTOROLA SOLUTIONS INC | COM NEW | 620076307 | 229,104 | 889 | SH | SOLE | 889 | 0 | 0 | |||
| NATIONAL VISION HLDGS INC | NOTE 2.500% 5/1 | 63845RAB3 | 631,159 | 460,000 | PRN | DFND | 1 | 460,000 | 0 | 0 | ||
| NATIONAL VISION HLDGS INC | NOTE 2.500% 5/1 | 63845RAB3 | 4,053,140 | 2,954,000 | PRN | SOLE | 2,954,000 | 0 | 0 | |||
| NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 942,747 | 598,000 | PRN | DFND | 1 | 598,000 | 0 | 0 | ||
| NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 6,805,759 | 4,317,000 | PRN | SOLE | 4,317,000 | 0 | 0 | |||
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 819,564 | 838,000 | PRN | DFND | 2 | 838,000 | 0 | 0 | ||
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 682,644 | 698,000 | PRN | DFND | 3 | 698,000 | 0 | 0 | ||
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 328,608 | 336,000 | PRN | DFND | 4 | 336,000 | 0 | 0 | ||
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 125,184 | 128,000 | PRN | SOLE | 128,000 | 0 | 0 | |||
| NEW YORK CMNTY CAP TR V | UNIT 05/07/2051 | 64944P307 | 673,567 | 15,668 | SH | DFND | 2 | 15,668 | 0 | 0 | ||
| NEW YORK CMNTY CAP TR V | UNIT 05/07/2051 | 64944P307 | 877,383 | 20,409 | SH | DFND | 3 | 20,409 | 0 | 0 | ||
| NEW YORK CMNTY CAP TR V | UNIT 05/07/2051 | 64944P307 | 372,078 | 8,655 | SH | DFND | 4 | 8,655 | 0 | 0 | ||
| NEW YORK CMNTY CAP TR V | UNIT 05/07/2051 | 64944P307 | 104,251 | 2,425 | SH | SOLE | 2,425 | 0 | 0 | |||
| NEXTERA ENERGY INC | UNIT 03/01/2023 | 65339F770 | 3,128,147 | 61,870 | SH | DFND | 1 | 61,870 | 0 | 0 | ||
| NEXTERA ENERGY INC | UNIT 09/01/2025 | 65339F713 | 909,082 | 18,530 | SH | DFND | 1 | 18,530 | 0 | 0 | ||
| NEXTERA ENERGY INC | UNIT 09/01/2025 | 65339F713 | 11,025,500 | 224,735 | SH | SOLE | 224,735 | 0 | 0 | |||
| NEXTERA ENERGY INC | UNIT 09/01/2023 | 65339F739 | 1,262,520 | 25,195 | SH | SOLE | 25,195 | 0 | 0 | |||
| NEXTERA ENERGY INC | UNIT 03/01/2023 | 65339F770 | 22,559,111 | 446,185 | SH | SOLE | 446,185 | 0 | 0 | |||
| NICE LTD | NOTE 9/1 | 653656AB4 | 32,988 | 35,000 | PRN | SOLE | 35,000 | 0 | 0 | |||
| NIKE INC | CL B | 654106103 | 311,832 | 2,665 | SH | SOLE | 2,665 | 0 | 0 | |||
| NISOURCE INC | UNIT 12/01/2023 | 65473P121 | 1,063,350 | 10,200 | SH | DFND | 1 | 10,200 | 0 | 0 | ||
| NISOURCE INC | UNIT 12/01/2023 | 65473P121 | 9,979,334 | 95,725 | SH | SOLE | 95,725 | 0 | 0 | |||
| NORTHROP GRUMMAN CORP | COM | 666807102 | 256,437 | 470 | SH | SOLE | 470 | 0 | 0 | |||
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 757,191 | 766,000 | PRN | DFND | 2 | 766,000 | 0 | 0 | ||
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 1,110,086 | 1,123,000 | PRN | DFND | 3 | 1,123,000 | 0 | 0 | ||
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 368,711 | 373,000 | PRN | DFND | 4 | 373,000 | 0 | 0 | ||
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 235,263 | 238,000 | PRN | SOLE | 238,000 | 0 | 0 | |||
| NVIDIA CORPORATION | COM | 67066G104 | 732,746 | 5,014 | SH | SOLE | 5,014 | 0 | 0 | |||
| OIL STS INTL INC | NOTE 4.750% 4/0 | 678026AK1 | 517,364 | 481,000 | PRN | DFND | 1 | 481,000 | 0 | 0 | ||
| OIL STS INTL INC | NOTE 4.750% 4/0 | 678026AK1 | 3,975,418 | 3,696,000 | PRN | SOLE | 3,696,000 | 0 | 0 | |||
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 1,091,097 | 1,242,000 | PRN | DFND | 1 | 1,242,000 | 0 | 0 | ||
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 11,493,426 | 13,083,000 | PRN | SOLE | 13,083,000 | 0 | 0 | |||
| ON SEMICONDUCTOR CORP | NOTE 5/0 | 682189AS4 | 1,245,500 | 940,000 | PRN | DFND | 1 | 940,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 5/0 | 682189AS4 | 9,701,650 | 7,322,000 | PRN | SOLE | 7,322,000 | 0 | 0 | |||
| ORACLE CORP | COM | 68389X105 | 432,405 | 5,290 | SH | SOLE | 5,290 | 0 | 0 | |||
| OREILLY AUTOMOTIVE INC | COM | 67103H107 | 374,750 | 444 | SH | SOLE | 444 | 0 | 0 | |||
| PACIRA BIOSCIENCES INC | NOTE 0.750% 8/0 | 695127AF7 | 508,853 | 565,000 | PRN | DFND | 1 | 565,000 | 0 | 0 | ||
| PACIRA BIOSCIENCES INC | NOTE 0.750% 8/0 | 695127AF7 | 3,959,150 | 4,396,000 | PRN | SOLE | 4,396,000 | 0 | 0 | |||
| PAGERDUTY INC | NOTE 1.250% 7/0 | 69553PAB6 | 580,751 | 577,000 | PRN | DFND | 1 | 577,000 | 0 | 0 | ||
| PAGERDUTY INC | NOTE 1.250% 7/0 | 69553PAB6 | 4,476,922 | 4,448,000 | PRN | SOLE | 4,448,000 | 0 | 0 | |||
| PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 2,433,200 | 1,540,000 | PRN | DFND | 1 | 1,540,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 671,808 | 455,000 | PRN | DFND | 1 | 455,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 23,199,140 | 14,683,000 | PRN | SOLE | 14,683,000 | 0 | 0 | |||
| PARKER-HANNIFIN CORP | COM | 701094104 | 236,292 | 812 | SH | SOLE | 812 | 0 | 0 | |||
| PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 | 892,153 | 785,000 | PRN | DFND | 1 | 785,000 | 0 | 0 | ||
| PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 | 7,685,030 | 6,762,000 | PRN | SOLE | 6,762,000 | 0 | 0 | |||
| PATRICK INDS INC | DBCV 1.000% 2/0 | 703343AB9 | 651,815 | 658,000 | PRN | DFND | 2 | 658,000 | 0 | 0 | ||
| PATRICK INDS INC | DBCV 1.000% 2/0 | 703343AB9 | 516,103 | 521,000 | PRN | DFND | 3 | 521,000 | 0 | 0 | ||
| PATRICK INDS INC | DBCV 1.000% 2/0 | 703343AB9 | 241,706 | 244,000 | PRN | DFND | 4 | 244,000 | 0 | 0 | ||
| PATRICK INDS INC | DBCV 1.000% 2/0 | 703343AB9 | 76,276 | 77,000 | PRN | SOLE | 77,000 | 0 | 0 | |||
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 732,025 | 890,000 | PRN | DFND | 1 | 890,000 | 0 | 0 | ||
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 1,172,885 | 1,426,000 | PRN | DFND | 2 | 1,426,000 | 0 | 0 | ||
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 1,015,788 | 1,235,000 | PRN | DFND | 3 | 1,235,000 | 0 | 0 | ||
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 348,740 | 424,000 | PRN | DFND | 4 | 424,000 | 0 | 0 | ||
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 7,116,279 | 8,652,000 | PRN | SOLE | 8,652,000 | 0 | 0 | |||
| PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 1,874,250 | 2,100,000 | PRN | DFND | 2 | 2,100,000 | 0 | 0 | ||
| PENNYMAC CORP | NOTE 5.500% 3/1 | 70932AAF0 | 756,306 | 923,000 | PRN | DFND | 2 | 923,000 | 0 | 0 | ||
| PENNYMAC CORP | NOTE 5.500% 3/1 | 70932AAF0 | 677,644 | 827,000 | PRN | DFND | 3 | 827,000 | 0 | 0 | ||
| PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 1,946,543 | 2,181,000 | PRN | DFND | 3 | 2,181,000 | 0 | 0 | ||
| PENNYMAC CORP | NOTE 5.500% 3/1 | 70932AAF0 | 204,850 | 250,000 | PRN | DFND | 4 | 250,000 | 0 | 0 | ||
| PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 816,638 | 915,000 | PRN | DFND | 4 | 915,000 | 0 | 0 | ||
| PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 4,882,878 | 5,471,000 | PRN | SOLE | 5,471,000 | 0 | 0 | |||
| PEPSICO INC | COM | 713448108 | 606,115 | 3,355 | SH | SOLE | 3,355 | 0 | 0 | |||
| PERFICIENT INC | NOTE 0.125%11/1 | 71375UAF8 | 927,000 | 1,200,000 | PRN | DFND | 1 | 1,200,000 | 0 | 0 | ||
| PERFICIENT INC | NOTE 0.125%11/1 | 71375UAF8 | 1,132,485 | 1,466,000 | PRN | DFND | 2 | 1,466,000 | 0 | 0 | ||
| PERFICIENT INC | NOTE 0.125%11/1 | 71375UAF8 | 1,241,408 | 1,607,000 | PRN | DFND | 3 | 1,607,000 | 0 | 0 | ||
| PERFICIENT INC | NOTE 0.125%11/1 | 71375UAF8 | 520,665 | 674,000 | PRN | DFND | 4 | 674,000 | 0 | 0 | ||
| PERFICIENT INC | NOTE 0.125%11/1 | 71375UAF8 | 5,674,796 | 7,346,000 | PRN | SOLE | 7,346,000 | 0 | 0 | |||
| PERKINELMER INC | COM | 714046109 | 299,089 | 2,133 | SH | SOLE | 2,133 | 0 | 0 | |||
| PERMIAN RESOURCES CORP | NOTE 3.250% 4/0 | 15136AAA0 | 584,221 | 346,000 | PRN | DFND | 2 | 346,000 | 0 | 0 | ||
| PERMIAN RESOURCES CORP | NOTE 3.250% 4/0 | 15136AAA0 | 947,249 | 561,000 | PRN | DFND | 3 | 561,000 | 0 | 0 | ||
| PERMIAN RESOURCES CORP | NOTE 3.250% 4/0 | 15136AAA0 | 337,700 | 200,000 | PRN | DFND | 4 | 200,000 | 0 | 0 | ||
| PERMIAN RESOURCES CORP | NOTE 3.250% 4/0 | 15136AAA0 | 241,456 | 143,000 | PRN | SOLE | 143,000 | 0 | 0 | |||
| PFIZER INC | COM | 717081103 | 942,867 | 18,401 | SH | SOLE | 18,401 | 0 | 0 | |||
| PG&E CORP | UNIT 08/16/2023 | 69331C140 | 1,266,816 | 8,775 | SH | DFND | 1 | 8,775 | 0 | 0 | ||
| PG&E CORP | UNIT 08/16/2023 | 69331C140 | 9,027,235 | 62,530 | SH | SOLE | 62,530 | 0 | 0 | |||
| PINDUODUO INC | NOTE 12/0 | 722304AC6 | 396,970 | 428,000 | PRN | DFND | 2 | 428,000 | 0 | 0 | ||
| PINDUODUO INC | NOTE 12/0 | 722304AC6 | 314,423 | 339,000 | PRN | DFND | 3 | 339,000 | 0 | 0 | ||
| PINDUODUO INC | NOTE 12/0 | 722304AC6 | 169,733 | 183,000 | PRN | DFND | 4 | 183,000 | 0 | 0 | ||
| PINDUODUO INC | NOTE 12/0 | 722304AC6 | 46,376 | 50,000 | PRN | SOLE | 50,000 | 0 | 0 | |||
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 816,200 | 350,000 | PRN | DFND | 2 | 350,000 | 0 | 0 | ||
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 1,700,028 | 729,000 | PRN | DFND | 1 | 729,000 | 0 | 0 | ||
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 916,476 | 393,000 | PRN | DFND | 3 | 393,000 | 0 | 0 | ||
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 256,520 | 110,000 | PRN | DFND | 4 | 110,000 | 0 | 0 | ||
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 46,318,184 | 19,862,000 | PRN | SOLE | 19,862,000 | 0 | 0 | |||
| PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 925,430 | 940,000 | PRN | DFND | 2 | 940,000 | 0 | 0 | ||
| PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 995,330 | 1,011,000 | PRN | DFND | 3 | 1,011,000 | 0 | 0 | ||
| PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 389,862 | 396,000 | PRN | DFND | 4 | 396,000 | 0 | 0 | ||
| PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 150,629 | 153,000 | PRN | SOLE | 153,000 | 0 | 0 | |||
| PROCTER AND GAMBLE CO | COM | 742718109 | 1,012,268 | 6,679 | SH | SOLE | 6,679 | 0 | 0 | |||
| PROGRESS SOFTWARE CORP | NOTE 1.000% 4/1 | 743312AB6 | 985,208 | 964,000 | PRN | DFND | 2 | 964,000 | 0 | 0 | ||
| PROGRESS SOFTWARE CORP | NOTE 1.000% 4/1 | 743312AB6 | 1,212,092 | 1,186,000 | PRN | DFND | 3 | 1,186,000 | 0 | 0 | ||
| PROGRESS SOFTWARE CORP | NOTE 1.000% 4/1 | 743312AB6 | 430,262 | 421,000 | PRN | DFND | 4 | 421,000 | 0 | 0 | ||
| PROGRESS SOFTWARE CORP | NOTE 1.000% 4/1 | 743312AB6 | 182,938 | 179,000 | PRN | SOLE | 179,000 | 0 | 0 | |||
| PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 1,378,853 | 60,796 | SH | DFND | 2 | 60,796 | 0 | 0 | ||
| PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 1,484,655 | 65,461 | SH | DFND | 3 | 65,461 | 0 | 0 | ||
| PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 1,043,031 | 45,989 | SH | DFND | 4 | 45,989 | 0 | 0 | ||
| PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 175,861 | 7,754 | SH | SOLE | 7,754 | 0 | 0 | |||
| PROSPECT CAP CORP | NOTE 6.375% 3/0 | 74348TAT9 | 5,586,254 | 5,607,000 | PRN | SOLE | 5,607,000 | 0 | 0 | |||
| PRUDENTIAL FINL INC | COM | 744320102 | 249,049 | 2,504 | SH | SOLE | 2,504 | 0 | 0 | |||
| PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 565,163 | 525,000 | PRN | DFND | 1 | 525,000 | 0 | 0 | ||
| PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 3,801,133 | 3,531,000 | PRN | SOLE | 3,531,000 | 0 | 0 | |||
| RAYTHEON TECHNOLOGIES CORP | COM | 75513E101 | 234,740 | 2,326 | SH | SOLE | 2,326 | 0 | 0 | |||
| RBC BEARINGS INC | 5% CNV PFD SR A | 75524B203 | 325,868 | 3,169 | SH | DFND | 2 | 3,169 | 0 | 0 | ||
| RBC BEARINGS INC | 5% CNV PFD SR A | 75524B203 | 395,587 | 3,847 | SH | DFND | 3 | 3,847 | 0 | 0 | ||
| RBC BEARINGS INC | 5% CNV PFD SR A | 75524B203 | 197,022 | 1,916 | SH | DFND | 4 | 1,916 | 0 | 0 | ||
| RBC BEARINGS INC | 5% CNV PFD SR A | 75524B203 | 84,115 | 818 | SH | SOLE | 818 | 0 | 0 | |||
| READY CAPITAL CORP | 7% CN SR NT 2023 | 75574U200 | 870,589 | 35,062 | SH | DFND | 2 | 35,062 | 0 | 0 | ||
| READY CAPITAL CORP | 7% CN SR NT 2023 | 75574U200 | 688,312 | 27,721 | SH | DFND | 3 | 27,721 | 0 | 0 | ||
| READY CAPITAL CORP | 7% CN SR NT 2023 | 75574U200 | 370,836 | 14,935 | SH | DFND | 4 | 14,935 | 0 | 0 | ||
| READY CAPITAL CORP | 7% CN SR NT 2023 | 75574U200 | 218,057 | 8,782 | SH | SOLE | 8,782 | 0 | 0 | |||
| REALOGY GRP LLC/REALOGY CO | NOTE 0.250% 6/1 | 75606DAP6 | 860,469 | 1,231,000 | PRN | DFND | 2 | 1,231,000 | 0 | 0 | ||
| REALOGY GRP LLC/REALOGY CO | NOTE 0.250% 6/1 | 75606DAP6 | 921,981 | 1,319,000 | PRN | DFND | 3 | 1,319,000 | 0 | 0 | ||
| REALOGY GRP LLC/REALOGY CO | NOTE 0.250% 6/1 | 75606DAP6 | 499,785 | 715,000 | PRN | DFND | 4 | 715,000 | 0 | 0 | ||
| REALOGY GRP LLC/REALOGY CO | NOTE 0.250% 6/1 | 75606DAP6 | 164,265 | 235,000 | PRN | SOLE | 235,000 | 0 | 0 | |||
| REDWOOD TRUST INC | NOTE 5.625% 7/1 | 758075AD7 | 1,131,250 | 1,250,000 | PRN | DFND | 2 | 1,250,000 | 0 | 0 | ||
| REDWOOD TRUST INC | NOTE 4.750% 8/1 | 758075AC9 | 408,525 | 419,000 | PRN | DFND | 2 | 419,000 | 0 | 0 | ||
| REDWOOD TRUST INC | NOTE 4.750% 8/1 | 758075AC9 | 308,100 | 316,000 | PRN | DFND | 3 | 316,000 | 0 | 0 | ||
| REDWOOD TRUST INC | NOTE 5.625% 7/1 | 758075AD7 | 1,495,060 | 1,652,000 | PRN | DFND | 3 | 1,652,000 | 0 | 0 | ||
| REDWOOD TRUST INC | NOTE 4.750% 8/1 | 758075AC9 | 234,000 | 240,000 | PRN | DFND | 4 | 240,000 | 0 | 0 | ||
| REDWOOD TRUST INC | NOTE 5.625% 7/1 | 758075AD7 | 206,340 | 228,000 | PRN | DFND | 4 | 228,000 | 0 | 0 | ||
| REDWOOD TRUST INC | NOTE 5.625% 7/1 | 758075AD7 | 57,920 | 64,000 | PRN | SOLE | 64,000 | 0 | 0 | |||
| REDWOOD TRUST INC | NOTE 4.750% 8/1 | 758075AC9 | 24,375 | 25,000 | PRN | SOLE | 25,000 | 0 | 0 | |||
| REVANCE THERAPEUTICS INC | NOTE 1.750% 2/1 | 761330AB5 | 1,259,940 | 1,380,000 | PRN | DFND | 1 | 1,380,000 | 0 | 0 | ||
| REVANCE THERAPEUTICS INC | NOTE 1.750% 2/1 | 761330AB5 | 7,775,108 | 8,516,000 | PRN | SOLE | 8,516,000 | 0 | 0 | |||
| RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 1,286,408 | 1,498,000 | PRN | DFND | 2 | 1,498,000 | 0 | 0 | ||
| RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 712,763 | 830,000 | PRN | DFND | 1 | 830,000 | 0 | 0 | ||
| RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 1,132,691 | 1,319,000 | PRN | DFND | 3 | 1,319,000 | 0 | 0 | ||
| RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 396,743 | 462,000 | PRN | DFND | 4 | 462,000 | 0 | 0 | ||
| RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 7,616,260 | 8,869,000 | PRN | SOLE | 8,869,000 | 0 | 0 | |||
| ROYAL CARIBBEAN GROUP | NOTE 4.250% 6/1 | 780153BB7 | 1,088,503 | 1,097,000 | PRN | SOLE | 1,097,000 | 0 | 0 | |||
| RWT HLDGS INC | NOTE 5.750%10/0 | 749772AD1 | 899,979 | 1,073,000 | PRN | DFND | 2 | 1,073,000 | 0 | 0 | ||
| RWT HLDGS INC | NOTE 5.750%10/0 | 749772AD1 | 603,061 | 719,000 | PRN | DFND | 3 | 719,000 | 0 | 0 | ||
| RWT HLDGS INC | NOTE 5.750%10/0 | 749772AD1 | 327,113 | 390,000 | PRN | DFND | 4 | 390,000 | 0 | 0 | ||
| RWT HLDGS INC | NOTE 5.750%10/0 | 749772AD1 | 266,723 | 318,000 | PRN | SOLE | 318,000 | 0 | 0 | |||
| SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 619,558 | 578,000 | PRN | DFND | 2 | 578,000 | 0 | 0 | ||
| SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 754,618 | 704,000 | PRN | DFND | 3 | 704,000 | 0 | 0 | ||
| SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 375,165 | 350,000 | PRN | DFND | 4 | 350,000 | 0 | 0 | ||
| SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 126,484 | 118,000 | PRN | SOLE | 118,000 | 0 | 0 | |||
| SALESFORCE INC | COM | 79466L302 | 311,454 | 2,349 | SH | SOLE | 2,349 | 0 | 0 | |||
| SAREPTA THERAPEUTICS INC | DEBT 1.250% 9/1 | 803607AC4 | 2,770,610 | 2,404,000 | PRN | DFND | 1 | 2,404,000 | 0 | 0 | ||
| SAREPTA THERAPEUTICS INC | DEBT 1.250% 9/1 | 803607AC4 | 19,668,570 | 17,066,000 | PRN | SOLE | 17,066,000 | 0 | 0 | |||
| SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 | 829,392 | 444,000 | PRN | SOLE | 444,000 | 0 | 0 | |||
| SCHLUMBERGER LTD | COM STK | 806857108 | 491,245 | 9,189 | SH | SOLE | 9,189 | 0 | 0 | |||
| SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 | 1,836,952 | 26,056 | SH | SOLE | 26,056 | 0 | 0 | |||
| SERVICENOW INC | COM | 81762P102 | 213,937 | 551 | SH | SOLE | 551 | 0 | 0 | |||
| SFL CORPORATION LTD | NOTE 4.875% 5/0 | 824689AG8 | 475,988 | 486,000 | PRN | DFND | 2 | 486,000 | 0 | 0 | ||
| SFL CORPORATION LTD | NOTE 4.875% 5/0 | 824689AG8 | 628,468 | 643,000 | PRN | DFND | 3 | 643,000 | 0 | 0 | ||
| SFL CORPORATION LTD | NOTE 4.875% 5/0 | 824689AG8 | 222,324 | 227,000 | PRN | DFND | 4 | 227,000 | 0 | 0 | ||
| SFL CORPORATION LTD | NOTE 4.875% 5/0 | 824689AG8 | 141,033 | 144,000 | PRN | SOLE | 144,000 | 0 | 0 | |||
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 1,218,469 | 1,230,000 | PRN | DFND | 1 | 1,230,000 | 0 | 0 | ||
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 11,699,287 | 11,810,000 | PRN | SOLE | 11,810,000 | 0 | 0 | |||
| SNAP INC | NOTE 5/0 | 83304AAF3 | 901,764 | 1,291,000 | PRN | DFND | 2 | 1,291,000 | 0 | 0 | ||
| SNAP INC | NOTE 5/0 | 83304AAF3 | 834,009 | 1,194,000 | PRN | DFND | 3 | 1,194,000 | 0 | 0 | ||
| SNAP INC | NOTE 5/0 | 83304AAF3 | 228,410 | 327,000 | PRN | DFND | 4 | 327,000 | 0 | 0 | ||
| SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 442,134 | 522,000 | PRN | SOLE | 522,000 | 0 | 0 | |||
| SNAP INC | NOTE 5/0 | 83304AAF3 | 131,318 | 188,000 | PRN | SOLE | 188,000 | 0 | 0 | |||
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 1,243,035 | 1,035,000 | PRN | DFND | 1 | 1,035,000 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 39,664,226 | 33,026,000 | PRN | SOLE | 33,026,000 | 0 | 0 | |||
| SPDR SER TR | BBG CONV SEC ETF | 78464A359 | 8,464,829 | 131,564 | SH | SOLE | 131,564 | 0 | 0 | |||
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 430,675 | 535,000 | PRN | DFND | 2 | 535,000 | 0 | 0 | ||
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 525,665 | 653,000 | PRN | DFND | 3 | 653,000 | 0 | 0 | ||
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 260,820 | 324,000 | PRN | DFND | 4 | 324,000 | 0 | 0 | ||
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 111,090 | 138,000 | PRN | SOLE | 138,000 | 0 | 0 | |||
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 2,236,063 | 2,375,000 | PRN | DFND | 1 | 2,375,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 | 926,492 | 1,098,000 | PRN | DFND | 2 | 1,098,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 | 799,922 | 948,000 | PRN | DFND | 3 | 948,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 | 299,549 | 355,000 | PRN | DFND | 4 | 355,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 | 977,964 | 1,159,000 | PRN | SOLE | 1,159,000 | 0 | 0 | |||
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 17,758,581 | 18,862,000 | PRN | SOLE | 18,862,000 | 0 | 0 | |||
| SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 1,283,975 | 1,595,000 | PRN | SOLE | 1,595,000 | 0 | 0 | |||
| SSR MNG INC | NOTE 2.500% 4/0 | 784730AB9 | 739,785 | 662,000 | PRN | DFND | 1 | 662,000 | 0 | 0 | ||
| SSR MNG INC | NOTE 2.500% 4/0 | 784730AB9 | 7,011,205 | 6,274,000 | PRN | SOLE | 6,274,000 | 0 | 0 | |||
| STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 | 636,879 | 657,000 | PRN | DFND | 2 | 657,000 | 0 | 0 | ||
| STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 | 506,014 | 522,000 | PRN | DFND | 3 | 522,000 | 0 | 0 | ||
| STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 | 236,528 | 244,000 | PRN | DFND | 4 | 244,000 | 0 | 0 | ||
| STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 | 74,642 | 77,000 | PRN | SOLE | 77,000 | 0 | 0 | |||
| STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 993,019 | 1,115,000 | PRN | DFND | 2 | 1,115,000 | 0 | 0 | ||
| STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 765,916 | 860,000 | PRN | DFND | 1 | 860,000 | 0 | 0 | ||
| STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 1,098,110 | 1,233,000 | PRN | DFND | 3 | 1,233,000 | 0 | 0 | ||
| STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 407,004 | 457,000 | PRN | DFND | 4 | 457,000 | 0 | 0 | ||
| STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 4,951,738 | 5,560,000 | PRN | SOLE | 5,560,000 | 0 | 0 | |||
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 1,053,836 | 1,234,000 | PRN | DFND | 2 | 1,234,000 | 0 | 0 | ||
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 636,230 | 745,000 | PRN | DFND | 1 | 745,000 | 0 | 0 | ||
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 830,942 | 973,000 | PRN | DFND | 3 | 973,000 | 0 | 0 | ||
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 301,462 | 353,000 | PRN | DFND | 4 | 353,000 | 0 | 0 | ||
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 6,203,456 | 7,264,000 | PRN | SOLE | 7,264,000 | 0 | 0 | |||
| SUNNOVA ENERGY INTL INC. | NOTE 0.250%12/0 | 86745KAF1 | 794,385 | 1,027,000 | PRN | DFND | 2 | 1,027,000 | 0 | 0 | ||
| SUNNOVA ENERGY INTL INC. | NOTE 0.250%12/0 | 86745KAF1 | 680,680 | 880,000 | PRN | DFND | 3 | 880,000 | 0 | 0 | ||
| SUNNOVA ENERGY INTL INC. | NOTE 0.250%12/0 | 86745KAF1 | 364,319 | 471,000 | PRN | DFND | 4 | 471,000 | 0 | 0 | ||
| SUNNOVA ENERGY INTL INC. | NOTE 0.250%12/0 | 86745KAF1 | 94,368 | 122,000 | PRN | SOLE | 122,000 | 0 | 0 | |||
| TEMPUR SEALY INTL INC | COM | 88023U101 | 274,160 | 7,986 | SH | SOLE | 7,986 | 0 | 0 | |||
| TESLA INC | COM | 88160R101 | 433,594 | 3,520 | SH | SOLE | 3,520 | 0 | 0 | |||
| THE BEAUTY HEALTH COMPANY | COM CL A | 88331L108 | 112,205 | 12,330 | SH | SOLE | 12,330 | 0 | 0 | |||
| THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 480,752 | 873 | SH | SOLE | 873 | 0 | 0 | |||
| TOPGOLF CALLAWAY BRANDS CORP | NOTE 2.750% 5/0 | 131193AE4 | 654,214 | 503,000 | PRN | DFND | 2 | 503,000 | 0 | 0 | ||
| TOPGOLF CALLAWAY BRANDS CORP | NOTE 2.750% 5/0 | 131193AE4 | 743,958 | 572,000 | PRN | DFND | 3 | 572,000 | 0 | 0 | ||
| TOPGOLF CALLAWAY BRANDS CORP | NOTE 2.750% 5/0 | 131193AE4 | 374,580 | 288,000 | PRN | DFND | 4 | 288,000 | 0 | 0 | ||
| TOPGOLF CALLAWAY BRANDS CORP | NOTE 2.750% 5/0 | 131193AE4 | 113,155 | 87,000 | PRN | SOLE | 87,000 | 0 | 0 | |||
| TRANSOCEAN INC | DEB 4.000%12/1 | 893830BT5 | 981,179 | 815,000 | PRN | DFND | 1 | 815,000 | 0 | 0 | ||
| TRANSOCEAN INC | DEB 4.000%12/1 | 893830BT5 | 7,540,028 | 6,263,000 | PRN | SOLE | 6,263,000 | 0 | 0 | |||
| TWO HARBORS INVENTMENT CORPO | NOTE 6.250% 1/1 | 90187BAB7 | 1,444,441 | 1,693,000 | PRN | DFND | 2 | 1,693,000 | 0 | 0 | ||
| TWO HARBORS INVENTMENT CORPO | NOTE 6.250% 1/1 | 90187BAB7 | 1,460,651 | 1,712,000 | PRN | DFND | 3 | 1,712,000 | 0 | 0 | ||
| TWO HARBORS INVENTMENT CORPO | NOTE 6.250% 1/1 | 90187BAB7 | 688,519 | 807,000 | PRN | DFND | 4 | 807,000 | 0 | 0 | ||
| TWO HARBORS INVENTMENT CORPO | NOTE 6.250% 1/1 | 90187BAB7 | 245,717 | 288,000 | PRN | SOLE | 288,000 | 0 | 0 | |||
| TYLER TEX INDPT SCH DIST | NOTE 0.250% 3/1 | 902252AB1 | 659,590 | 710,000 | PRN | DFND | 1 | 710,000 | 0 | 0 | ||
| TYLER TEX INDPT SCH DIST | NOTE 0.250% 3/1 | 902252AB1 | 6,994,441 | 7,529,000 | PRN | SOLE | 7,529,000 | 0 | 0 | |||
| UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 1,722,414 | 2,045,000 | PRN | DFND | 1 | 2,045,000 | 0 | 0 | ||
| UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 13,379,236 | 15,885,000 | PRN | SOLE | 15,885,000 | 0 | 0 | |||
| UNION PAC CORP | COM | 907818108 | 564,265 | 2,725 | SH | SOLE | 2,725 | 0 | 0 | |||
| UNITED PARCEL SERVICE INC | CL B | 911312106 | 229,297 | 1,319 | SH | SOLE | 1,319 | 0 | 0 | |||
| UNITEDHEALTH GROUP INC | COM | 91324P102 | 1,173,289 | 2,213 | SH | SOLE | 2,213 | 0 | 0 | |||
| UPSTART HLDGS INC | NOTE 0.250% 8/1 | 91680MAB3 | 1,081,500 | 2,060,000 | PRN | DFND | 2 | 2,060,000 | 0 | 0 | ||
| UPSTART HLDGS INC | NOTE 0.250% 8/1 | 91680MAB3 | 916,125 | 1,745,000 | PRN | DFND | 3 | 1,745,000 | 0 | 0 | ||
| UPSTART HLDGS INC | NOTE 0.250% 8/1 | 91680MAB3 | 364,875 | 695,000 | PRN | DFND | 4 | 695,000 | 0 | 0 | ||
| UPWORK INC | NOTE 0.250% 8/1 | 91688FAB0 | 1,123,289 | 1,498,000 | PRN | DFND | 2 | 1,498,000 | 0 | 0 | ||
| UPWORK INC | NOTE 0.250% 8/1 | 91688FAB0 | 1,229,769 | 1,640,000 | PRN | DFND | 3 | 1,640,000 | 0 | 0 | ||
| UPWORK INC | NOTE 0.250% 8/1 | 91688FAB0 | 466,412 | 622,000 | PRN | DFND | 4 | 622,000 | 0 | 0 | ||
| UPWORK INC | NOTE 0.250% 8/1 | 91688FAB0 | 179,966 | 240,000 | PRN | SOLE | 240,000 | 0 | 0 | |||
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 997,063 | 1,075,000 | PRN | DFND | 1 | 1,075,000 | 0 | 0 | ||
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 6,970,175 | 7,515,000 | PRN | SOLE | 7,515,000 | 0 | 0 | |||
| VALERO ENERGY CORP | COM | 91913Y100 | 287,846 | 2,269 | SH | SOLE | 2,269 | 0 | 0 | |||
| VANGUARD SCOTTSDALE FDS | SHRT TRM CORP BD | 92206C409 | 4,608,246 | 61,288 | SH | SOLE | 61,288 | 0 | 0 | |||
| VANGUARD STAR FDS | VG TL INTL STK F | 921909768 | 25,361,163 | 490,355 | SH | SOLE | 490,355 | 0 | 0 | |||
| VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 1,012,680 | 1,164,000 | PRN | DFND | 2 | 1,164,000 | 0 | 0 | ||
| VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 778,650 | 895,000 | PRN | DFND | 1 | 895,000 | 0 | 0 | ||
| VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 1,157,100 | 1,330,000 | PRN | DFND | 3 | 1,330,000 | 0 | 0 | ||
| VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 410,640 | 472,000 | PRN | DFND | 4 | 472,000 | 0 | 0 | ||
| VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 8,840,940 | 10,162,000 | PRN | SOLE | 10,162,000 | 0 | 0 | |||
| VERIZON COMMUNICATIONS INC | COM | 92343V104 | 435,804 | 11,061 | SH | SOLE | 11,061 | 0 | 0 | |||
| VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 386,540 | 385,000 | PRN | SOLE | 385,000 | 0 | 0 | |||
| VISA INC | COM CL A | 92826C839 | 724,874 | 3,489 | SH | SOLE | 3,489 | 0 | 0 | |||
| VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 812,616 | 842,000 | PRN | DFND | 1 | 842,000 | 0 | 0 | ||
| VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 6,998,923 | 7,252,000 | PRN | SOLE | 7,252,000 | 0 | 0 | |||
| WALMART INC | COM | 931142103 | 333,063 | 2,349 | SH | SOLE | 2,349 | 0 | 0 | |||
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 2,209,951 | 1,865 | SH | DFND | 1 | 1,865 | 0 | 0 | ||
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 25,429,249 | 21,460 | SH | SOLE | 21,460 | 0 | 0 | |||
| WELLS FARGO CO NEW | COM | 949746101 | 425,453 | 10,304 | SH | SOLE | 10,304 | 0 | 0 | |||
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 728,663 | 765,000 | PRN | DFND | 2 | 765,000 | 0 | 0 | ||
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 580,073 | 609,000 | PRN | DFND | 3 | 609,000 | 0 | 0 | ||
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 272,415 | 286,000 | PRN | DFND | 4 | 286,000 | 0 | 0 | ||
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 14,346,568 | 15,062,000 | PRN | SOLE | 15,062,000 | 0 | 0 | |||
| WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 446,768 | 426,000 | PRN | DFND | 2 | 426,000 | 0 | 0 | ||
| WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 500,254 | 477,000 | PRN | DFND | 3 | 477,000 | 0 | 0 | ||
| WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 219,189 | 209,000 | PRN | DFND | 4 | 209,000 | 0 | 0 | ||
| WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 144,728 | 138,000 | PRN | SOLE | 138,000 | 0 | 0 | |||
| WISDOMTREE INC | NOTE 3.250% 6/1 | 97717PAD6 | 163,814 | 177,000 | PRN | DFND | 2 | 177,000 | 0 | 0 | ||
| WISDOMTREE INC | NOTE 4.250% 6/1 | 97717PAB0 | 728,199 | 701,000 | PRN | DFND | 2 | 701,000 | 0 | 0 | ||
| WISDOMTREE INC | NOTE 3.250% 6/1 | 97717PAD6 | 202,685 | 219,000 | PRN | DFND | 3 | 219,000 | 0 | 0 | ||
| WISDOMTREE INC | NOTE 4.250% 6/1 | 97717PAB0 | 932,842 | 898,000 | PRN | DFND | 3 | 898,000 | 0 | 0 | ||
| WISDOMTREE INC | NOTE 4.250% 6/1 | 97717PAB0 | 207,760 | 200,000 | PRN | DFND | 4 | 200,000 | 0 | 0 | ||
| WISDOMTREE INC | NOTE 3.250% 6/1 | 97717PAD6 | 96,252 | 104,000 | PRN | DFND | 4 | 104,000 | 0 | 0 | ||
| WISDOMTREE INC | NOTE 4.250% 6/1 | 97717PAB0 | 208,799 | 201,000 | PRN | SOLE | 201,000 | 0 | 0 | |||
| WOLFSPEED INC | NOTE 1.750% 5/0 | 225447AD3 | 372,711 | 232,000 | PRN | SOLE | 232,000 | 0 | 0 | |||
| WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 660,888 | 536,000 | PRN | DFND | 2 | 536,000 | 0 | 0 | ||
| WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 668,286 | 542,000 | PRN | DFND | 3 | 542,000 | 0 | 0 | ||
| WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 371,133 | 301,000 | PRN | DFND | 4 | 301,000 | 0 | 0 | ||
| WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 149,193 | 121,000 | PRN | SOLE | 121,000 | 0 | 0 | |||
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 507,834 | 534,000 | PRN | DFND | 2 | 534,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 555,384 | 584,000 | PRN | DFND | 3 | 584,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 217,779 | 229,000 | PRN | DFND | 4 | 229,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 776,016 | 816,000 | PRN | SOLE | 816,000 | 0 | 0 | |||
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 1,076,250 | 1,025,000 | PRN | DFND | 1 | 1,025,000 | 0 | 0 | ||
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 6,835,500 | 6,510,000 | PRN | SOLE | 6,510,000 | 0 | 0 | |||