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
MAXEON SOLAR TECHNOLOGIES LT NOTE 6.500% 7/1 57779BAB0   206 200,000 SH   DFND   200,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8   630 600,000 SH   DFND   600,000 0 0
MID-AMER APT CMNTYS INC COM 59522J103   1,442 11,209 SH   DFND 7 11,209 0 0
MIDDLEBY CORP NOTE 1.000% 9/0 596278AB7   2,441 2,180,000 SH   DFND   2,180,000 0 0
MONGODB INC NOTE 0.250% 1/1 60937PAD8   1,897 1,110,000 SH   DFND   1,110,000 0 0
OKTA INC NOTE 0.375% 6/1 679295AF2   718 825,000 SH   DFND   825,000 0 0
OMEGA HEALTHCARE INVS INC COM 681936100   1,460 44,044 SH   DFND 7 44,044 0 0
ON SEMICONDUCTOR CORP NOTE 5/0 682189AS4   1,143 635,000 SH   DFND   635,000 0 0
OPENDOOR TECHNOLOGIES INC COM 683712103   28 10,428 SH   DFND 7 10,428 0 0
OPENDOOR TECHNOLOGIES INC COM 683712103   83 31,283 SH   DFND   31,283 0 0
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2   471 200,000 SH   DFND   200,000 0 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8   1,306 1,575,000 SH   DFND   1,575,000 0 0
PEGASYSTEMS INC NOTE 0.750% 3/0 705573AB9   1,074 1,175,000 SH   DFND   1,175,000 0 0
PHYSICIANS RLTY TR COM 71943U104   1,864 152,937 SH   DFND 7 152,937 0 0
SHIFT4 PMTS INC NOTE 12/1 82452JAB5   2,165 2,200,000 SH   DFND   2,200,000 0 0
SHOPIFY INC NOTE 0.125%11/0 82509LAA5   669 750,000 SH   DFND   750,000 0 0
SIMON PPTY GROUP INC NEW COM 828806109   3,927 36,348 SH   DFND 7 36,348 0 0
SNAP INC NOTE 0.125% 3/0 83304AAH9   1,384 2,009,000 SH   DFND   2,009,000 0 0
SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6   1,873 2,055,000 SH   DFND   2,055,000 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2   3,315 3,340,000 SH   DFND   3,340,000 0 0
SPIRIT RLTY CAP INC NEW COM NEW 84860W300   1,763 52,579 SH   DFND 7 52,579 0 0
SPLUNK INC NOTE 1.125% 6/1 848637AF1   1,297 1,375,000 SH   DFND   1,375,000 0 0
SPOTIFY USA INC NOTE 3/1 84921RAB6   702 825,000 SH   DFND   825,000 0 0
SPRINKLR INC CL A 85208T107   144 10,422 SH   DFND 7 10,422 0 0
SPRINKLR INC CL A 85208T107   928 67,039 SH   DFND   67,039 0 0
BLOCK INC NOTE 0.125% 3/0 852234AF0   3,489 3,760,000 SH   DFND   3,760,000 0 0
STAG INDL INC COM 85254J102   2,259 65,455 SH   DFND 7 65,455 0 0
SUMMIT MIDSTREAM PARTNERS LP COM UNIT LTD 866142409   705 50,940 SH   DFND   50,940 0 0
SUMMIT MIDSTREAM PARTNERS LP COM UNIT LTD 866142409   469 33,900 SH   DFND   33,900 0 0
SUN CMNTYS INC COM 866674104   3,015 25,476 SH   DFND 7 25,476 0 0
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2   279 350,000 SH   DFND   350,000 0 0
3D SYS CORP DEL NOTE 11/1 88554DAD8   271 375,000 SH   DFND   375,000 0 0
UDR INC COM 902653104   1,589 44,548 SH   DFND 7 44,548 0 0
UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9   3,498 3,750,000 SH   DFND   3,750,000 0 0
VENTAS INC COM 92276F100   2,853 67,728 SH   DFND 7 67,728 0 0
VESTA REAL ESTATE CORP ADS 92540K109   665 20,222 SH   DFND 7 20,222 0 0
VICI PPTYS INC COM 925652109   5,737 197,134 SH   DFND 7 197,134 0 1
WELLTOWER INC COM 95040Q104   4,509 55,046 SH   DFND 7 55,046 0 2
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0   737 750,000 SH   DFND   750,000 0 3
WEYERHAEUSER CO MTN BE COM NEW 962166104   1,923 62,735 SH   DFND 7 62,735 0 4
ZILLOW GROUP INC NOTE 1.375% 9/0 98954MAG6   3,068 2,575,000 SH   DFND   2,575,000 0 5
ZTO EXPRESS CAYMAN INC NOTE 1.500% 9/0 98980AAB1   898 925,000 SH   DFND   925,000 0 6
ZSCALER INC NOTE 0.125% 7/0 98980GAB8   2,552 2,125,000 SH   DFND   2,125,000 0 7
DROPBOX INC NOTE 3/0 26210CAD6   1,278 1,350,000 SH   DFND   1,350,000 0 8
EPR PPTYS COM SH BEN INT 26884U109   2,384 57,402 SH   DFND 7 57,402 0 9
ENPHASE ENERGY INC NOTE 3/0 29355AAK3   1,634 1,975,000 SH   DFND   1,975,000 0 10
ENVESTNET INC NOTE 0.750% 8/1 29404KAE6   2,072 2,250,000 SH   DFND   2,250,000 0 11
EQUINIX INC COM 29444U700   8,353 11,502 SH   DFND 7 11,502 0 12
EQUITY RESIDENTIAL SH BEN INT 29476L107   2,999 51,089 SH   DFND 7 51,089 0 13
ETSY INC NOTE 0.125%10/0 29786AAJ5   231 228,000 SH   DFND   228,000 0 14
ETSY INC NOTE 0.250% 6/1 29786AAN6   2,720 3,600,000 SH   DFND   3,600,000 0 15
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3   2,595 2,825,000 SH   DFND   2,825,000 0 16
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1   1,584 1,750,000 SH   DFND   1,750,000 0 17
EXTRA SPACE STORAGE INC COM 30225T102   5,516 45,368 SH   DFND 7 45,368 0 18
FEDERAL RLTY INVT TR NEW SH BEN INT NEW 313745101   1,579 17,419 SH   DFND 7 17,419 0 19
FORD MTR CO DEL NOTE 3/1 345370CZ1   3,983 4,054,000 SH   DFND   4,054,000 0 20
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8   329 325,000 SH   DFND   325,000 0 21
AFFIRM HLDGS INC COM CL A 00827B106   344 16,190 SH   DFND 7 16,190 0 22
AFFIRM HLDGS INC COM CL A 00827B106   1,131 53,184 SH   DFND   53,184 0 23
AIRBNB INC NOTE 3/1 009066AB7   1,914 2,175,000 SH   DFND   2,175,000 0 24
ALARM COM HLDGS INC NOTE 1/1 011642AB1   713 825,000 SH   DFND   825,000 0 25
ALNYLAM PHARMACEUTICALS INC NOTE 1.000% 9/1 02043QAB3   1,407 1,525,000 SH   DFND   1,525,000 0 26
ALTUS POWER INC COM CL A 02217A102   15,750 3,000,000 SH   DFND   3,000,000 0 27
AMERICAN TOWER CORP NEW COM 03027X100   10,024 60,952 SH   DFND 7 60,952 0 28
ASCENDIS PHARMA A/S NOTE 2.250% 4/0 04351PAD3   467 512,000 SH   DFND   512,000 0 29
BANDWIDTH INC NOTE 0.250% 3/0 05988JAB9   279 350,000 SH   DFND   350,000 0 30
BENTLEY SYS INC NOTE 0.125% 1/1 08265TAB5   2,992 3,100,000 SH   DFND   3,100,000 0 31
BILL HOLDINGS INC NOTE 12/0 090043AB6   1,910 1,900,000 SH   DFND   1,900,000 0 32
BIOMARIN PHARMACEUTICAL INC NOTE 1.250% 5/1 09061GAK7   1,015 1,025,000 SH   DFND   1,025,000 0 33
BOOKING HOLDINGS INC NOTE 0.750% 5/0 09857LAN8   2,522 1,510,000 SH   DFND   1,510,000 0 34
BOSTON PROPERTIES INC COM 101121101   2,167 36,440 SH   DFND 7 36,440 0 35
HOST HOTELS & RESORTS INC COM 44107P104   1,803 112,223 SH   DFND 7 112,223 0 36
INSULET CORP NOTE 0.375% 9/0 45784PAK7   848 867,000 SH   DFND   867,000 0 37
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1   2,554 2,800,000 SH   DFND   2,800,000 0 38
INVITATION HOMES INC COM 46187W107   3,798 119,859 SH   DFND 7 119,859 0 39
ISHARES TR IBOXX HI YD ETF 464288513   17,564 238,254 SH   DFND   238,254 0 40
ISHARES TR 10+ YR INVST GRD 464289511   116,134 2,463,599 SH   DFND 7 2,463,599 0 41
JAZZ INVESTMENTS I LTD NOTE 2.000% 6/1 472145AF8   3,940 3,870,000 SH   DFND   3,870,000 0 42
JETBLUE AIRWAYS CORP NOTE 0.500% 4/0 477143AP6   2,435 3,150,000 SH   DFND   3,150,000 0 43
JOHN BEAN TECHNOLOGIES CORP NOTE 0.250% 5/1 477839AB0   292 325,000 SH   DFND   325,000 0 44
KORE GROUP HLDGS INC COMMON STOCK 50066V107   967 1,598,000 SH   DFND   1,598,000 0 45
LCI INDS NOTE 1.125% 5/1 501812AB7   952 1,025,000 SH   DFND   1,025,000 0 46
LIVONGO HEALTH INC NOTE 0.875% 6/0 539183AA1   571 625,000 SH   DFND   625,000 0 47
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1   1,813 2,163,000 SH   DFND   2,163,000 0 48
LUMENTUM HLDGS INC NOTE 0.500% 6/1 55024UAF6   436 600,000 SH   DFND   600,000 0 49
VERIS RESIDENTIAL INC COM 554489104   604 36,623 SH   DFND 7 36,623 0 50
BRIXMOR PPTY GROUP INC COM 11120U105   1,489 71,657 SH   DFND 7 71,657 0 51
CABLE ONE INC NOTE 3/1 12685JAE5   1,247 1,525,000 SH   DFND   1,525,000 0 52
CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0   2,748 3,125,000 SH   DFND   3,125,000 0 53
CONCORD ACQUISITION CORP II *W EXP 99/99/999 20607U116   5 50,000 SH   DFND   50,000 0 54
CONCORD ACQUISITION CORP III *W EXP 99/99/999 20607V114   8 125,000 SH   DFND   125,000 0 55
COUSINS PPTYS INC COM NEW 222795502   1,362 66,865 SH   DFND 7 66,865 0 56
CRACKER BARREL OLD CTRY STOR NOTE 0.625% 6/1 22410JAB2   640 775,000 SH   DFND   775,000 0 57
CROWN CASTLE INC COM 22822V101   2,642 28,707 SH   DFND 7 28,707 0 58
CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1   1,671 1,450,000 SH   DFND   1,450,000 0 59
DATADOG INC NOTE 0.125% 6/1 23804LAB9   1,643 1,400,000 SH   DFND   1,400,000 0 60
DEXCOM INC NOTE 0.250%11/1 252131AK3   3,841 4,075,000 SH   DFND   4,075,000 0 61
DIGITAL RLTY TR INC COM 253868103   4,795 39,619 SH   DFND 7 39,619 0 62
DIGITALOCEAN HLDGS INC NOTE 12/0 25402DAB8   325 425,000 SH   DFND   425,000 0 63
DRAFTKINGS INC NEW NOTE 3/1 26142RAB0   324 428,000 SH   DFND   428,000 0 64
PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2   490 200,000 SH   DFND   200,000 0 65
POST HLDGS INC NOTE 2.500% 8/1 737446AT1   1,288 1,299,000 SH   DFND   1,299,000 0 66
PROLOGIS INC. COM 74340W103   9,333 83,173 SH   DFND 7 83,173 0 67
PUBLIC STORAGE COM 74460D109   2,893 10,978 SH   DFND 7 10,978 0 68
RAPID7 INC NOTE 0.250% 3/1 753422AF1   1,682 1,975,000 SH   DFND   1,975,000 0 69
REDFIN CORP NOTE 0.500% 4/0 75737FAE8   740 1,275,000 SH   DFND   1,275,000 0 70
REGENCY CTRS CORP COM 758849103   3,256 54,781 SH   DFND 7 54,781 0 71
REXFORD INDL RLTY INC COM 76169C100   4,907 99,426 SH   DFND 7 99,426 0 72
ROYAL CARIBBEAN GROUP NOTE 6.000% 8/1 780153BQ4   641 325,000 SH   DFND   325,000 0 73
RYMAN HOSPITALITY PPTYS INC COM 78377T107   1,653 19,845 SH   DFND 7 19,845 0 74
SL GREEN RLTY CORP COM 78440X887   1,743 46,739 SH   DFND 7 46,739 0 75
SEA LTD NOTE 2.375%12/0 81141RAF7   1,168 1,225,000 SH   DFND   1,225,000 0 76
SEA LTD NOTE 0.250% 9/1 81141RAG5   1,339 1,679,000 SH   DFND   1,679,000 0 77
SHAKE SHACK INC NOTE 3/0 819047AB7   334 450,000 SH   DFND   450,000 0 78