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 (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 1,665 2,000,000 PRN   DFND   2,000,000 0 0
ADOBE INC COM 00724F101 597 2,639 SH   DFND   2,639 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 252 10,523 SH   DFND 1 10,507 0 16
AFLAC INC COM 001055102 653 14,328 SH   DFND   14,328 0 0
AIR PRODS & CHEMS INC COM 009158106 711 4,443 SH   DFND   4,443 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 650 67,444 SH   DFND 1 67,416 0 28
ALPHABET INC CAP STK CL A 02079K305 2,899 2,774 SH   DFND   2,774 0 0
ALTRIA GROUP INC COM 02209S103 361 7,313 SH   DFND   7,313 0 0
AMAZON COM INC COM 023135106 297 198 SH   DFND   198 0 0
AMDOCS LTD SHS G02602103 923 15,755 SH   DFND   15,755 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 375 11,681 SH   DFND   11,681 0 0
AMERICAN EXPRESS CO COM 025816109 425 4,457 SH   DFND   4,457 0 0
ANADARKO PETE CORP COM 032511107 321 7,326 SH   DFND   7,326 0 0
ANSYS INC COM 03662Q105 682 4,774 SH   DFND   4,774 0 0
ARCONIC INC COM 03965L100 837 49,647 SH   DFND   49,647 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 230 3,425 SH   DFND 1 3,420 0 5
ARISTA NETWORKS INC COM 040413106 724 3,435 SH   DFND   3,435 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 242 5,770 SH   DFND 1 5,761 0 9
AVAYA HLDGS CORP COM 05351X101 44,139 3,031,524 SH   DFND   3,031,524 0 0
AVID TECHNOLOGY INC NOTE 2.000% 6/1 05367PAB6 8,145 9,000,000 PRN   DFND   9,000,000 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 201 3,896 SH   DFND 1 3,890 0 6
BALCHEM CORP COM 057665200 390 4,980 SH   DFND   4,980 0 0
BGC PARTNERS INC CL A 05541T101 116 22,519 SH   DFND 1 22,482 0 37
BOEING CO COM 097023105 652 2,023 SH   DFND   2,023 0 0
BOTTOMLINE TECH DEL INC COM 101388106 215 4,483 SH   DFND 1 4,476 0 7
BROADCOM INC COM 11135F101 684 2,688 SH   DFND   2,688 0 0
BRUKER CORP COM 116794108 233 7,816 SH   DFND 1 7,804 0 12
C&J ENERGY SVCS INC NEW COM 12674R100 2,798 207,248 SH   DFND   207,248 0 0
CANADA GOOSE HOLDINGS INC SHS SUB VTG 135086106 248 5,664 SH   DFND   5,664 0 0
CARETRUST REIT INC COM 14174T107 292 15,792 SH   DFND 1 15,768 0 24
CATERPILLAR INC DEL COM 149123101 284 2,234 SH   DFND   2,234 0 0
CECO ENVIRONMENTAL CORP COM 125141101 145 21,516 SH   DFND 1 21,480 0 36
CENTERPOINT ENERGY INC COM 15189T107 434 15,374 SH   DFND   15,374 0 0
CHARLES RIV LABS INTL INC COM 159864107 256 2,266 SH   DFND 1 2,263 0 3
CHENIERE ENERGY INC COM NEW 16411R208 831 14,041 SH   DFND   14,041 0 0
CIGNA CORP NEW COM 125523100 1,548 8,153 SH   DFND   8,153 0 0
CINTAS CORP COM 172908105 434 2,583 SH   DFND   2,583 0 0
CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464AC4 351 500,000 PRN   DFND   500,000 0 0
CMS ENERGY CORP COM 125896100 458 9,215 SH   DFND   9,215 0 0
CTRIP COM INTL LTD NOTE 1.250% 9/1 22943FAM2 15,611 16,104,000 PRN   DFND   16,104,000 0 0
CUMULUS MEDIA INC COM CLASS A 231082801 10,152 939,968 SH   DFND   939,968 0 0
CVR PARTNERS LP COM 126633106 127 37,307 SH   DFND 1 37,246 0 61
DEERE & CO COM 244199105 242 1,622 SH   DFND   1,622 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 244 4,883 SH   DFND   4,883 0 0
DENNYS CORP COM 24869P104 320 19,720 SH   DFND   19,720 0 0
DINE BRANDS GLOBAL INC COM 254423106 518 7,686 SH   DFND 1 7,683 0 3
DOLLAR TREE INC COM 256746108 493 5,454 SH   DFND   5,454 0 0
DTE ENERGY CO COM 233331107 421 3,819 SH   DFND   3,819 0 0
EATON VANCE FLTING RATE INC COM 278279104 4,477 353,668 SH   DFND   353,668 0 0
EATON VANCE SR INCOME TR SH BEN INT 27826S103 5,812 968,586 SH   DFND   968,586 0 0
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 15,674 16,059,000 PRN   DFND   16,059,000 0 0
EMPLOYERS HOLDINGS INC COM 292218104 200 4,759 SH   DFND 1 4,752 0 7
ENOVA INTL INC COM 29357K103 237 12,201 SH   DFND 1 12,182 0 19
EQUINIX INC COM PAR $0.001 29444U700 903 2,560 SH   DFND   2,560 0 0
EQUITRANS MIDSTREAM CORPORAT COM 294600101 367 18,323 SH   DFND   18,323 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 534 5,497 SH   DFND   5,497 0 0
ESSENT GROUP LTD COM G3198U102 663 19,383 SH   DFND 1 19,378 0 5
EURONET WORLDWIDE INC COM 298736109 618 6,040 SH   DFND 1 6,038 0 2
EVERSPIN TECHNOLOGIES INC COM 30041T104 180 32,168 SH   DFND   32,168 0 0
EVERTEC INC COM 30040P103 220 7,666 SH   DFND 1 7,654 0 12
EVO PMTS INC CL A COM 26927E104 313 12,695 SH   DFND 1 12,676 0 19
FACTSET RESH SYS INC COM 303075105 504 2,519 SH   DFND   2,519 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 2,740 3,000,000 PRN   DFND   3,000,000 0 0
FIREEYE INC COM 31816Q101 563 34,703 SH   DFND   34,703 0 0
FISERV INC COM 337738108 569 7,739 SH   DFND   7,739 0 0
FIVE BELOW INC COM 33829M101 306 2,994 SH   DFND   2,994 0 0
FLUIDIGM CORP DEL NOTE 2.750% 2/0 34385PAA6 7,841 8,475,000 PRN   DFND   8,475,000 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 863 32,953 SH   DFND 1 32,935 0 18
GENESEE & WYO INC CL A 371559105 272 3,669 SH   DFND 1 3,663 0 6
GREEN DOT CORP CL A 39304D102 484 6,092 SH   DFND 1 6,087 0 5
HALCON RESOURCES CORP COM 40537Q118 1 21,569 SH   DFND   21,569 0 0
HALCON RESOURCES CORP COM 40537Q605 336 197,401 SH   DFND   197,401 0 0
HASBRO INC COM 418056107 224 2,760 SH   DFND   2,760 0 0
HEXCEL CORP NEW COM 428291108 244 4,252 SH   DFND 1 4,245 0 7
HONEYWELL INTL INC COM 438516106 527 3,992 SH   DFND   3,992 0 0
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 9,994 10,000,000 PRN   DFND   10,000,000 0 0
INGEVITY CORP COM 45688C107 275 3,285 SH   DFND 1 3,280 0 5
INPHI CORP COM 45772F107 355 11,028 SH   DFND   11,028 0 0
INTERXION HOLDING N.V SHS N47279109 534 9,862 SH   DFND   9,862 0 0
INTUIT COM 461202103 990 5,028 SH   DFND   5,028 0 0
INVESCO EXCHNG TRADED FD TR SR LN ETF 46138G508 44,503 2,043,313 SH   DFND   2,043,313 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 505 3,771 SH   DFND 1 3,770 0 1
JOHNSON & JOHNSON COM 478160104 594 4,599 SH   DFND   4,599 0 0
JPMORGAN CHASE & CO COM 46625H100 468 4,796 SH   DFND   4,796 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 471 4,938 SH   DFND   4,938 0 0
KENNAMETAL INC COM 489170100 587 17,648 SH   DFND 1 17,639 0 9
LAMB WESTON HLDGS INC COM 513272104 206 2,800 SH   DFND 1 2,796 0 4
LENDINGTREE INC NEW COM 52603B107 790 3,600 SH   DFND   3,600 0 0
LIBERTY PPTY TR SH BEN INT 531172104 291 6,953 SH   DFND 1 6,943 0 10
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 402 27,001 SH   DFND 1 26,994 0 7
MAGELLAN HEALTH INC COM NEW 559079207 457 8,025 SH   DFND 1 8,020 0 5
MARATHON PETE CORP COM 56585A102 558 9,461 SH   DFND   9,461 0 0
MARSH & MCLENNAN COS INC COM 571748102 672 8,426 SH   DFND   8,426 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 680 42,014 SH   DFND   42,014 0 0
MASTERCARD INCORPORATED CL A 57636Q104 647 3,429 SH   DFND   3,429 0 0
MEDTRONIC PLC SHS G5960L103 709 7,796 SH   DFND   7,796 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 729 7,887 SH   DFND   7,887 0 0
METROPOLITAN BK HLDG CORP COM 591774104 200 6,473 SH   DFND 1 6,466 0 7
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 12,014 8,500,000 PRN   DFND   8,500,000 0 0
MICROSOFT CORP COM 594918104 1,971 19,406 SH   DFND   19,406 0 0
MOLINA HEALTHCARE INC COM 60855R100 255 2,193 SH   DFND 1 2,190 0 3
MORGAN STANLEY COM NEW 617446448 702 17,701 SH   DFND   17,701 0 0
NAVIGANT CONSULTING INC COM 63935N107 221 9,186 SH   DFND 1 9,172 0 14
NAVISTAR INTERNATIONAL CORP BOND 63934EAS7 20,006 20,006,000 PRN   DFND   20,006,000 0 0
NEWMARK GROUP INC CL A 65158N102 141 17,586 SH   DFND 1 17,556 0 30
NEWMARKET CORP COM 651587107 433 1,051 SH   DFND   1,051 0 0
NEXTERA ENERGY INC COM 65339F101 428 2,463 SH   DFND   2,463 0 0
NORFOLK SOUTHERN CORP COM 655844108 648 4,330 SH   DFND   4,330 0 0
NORTHWEST NAT HLDG CO COM 66765N105 278 4,604 SH   DFND 1 4,597 0 7
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 1,838 3,000,000 PRN   DFND   3,000,000 0 0
NUTANIX INC CL A 67059N108 418 10,053 SH   DFND   10,053 0 0
OFG BANCORP COM 67103X102 165 10,007 SH   DFND 1 9,992 0 15
OGE ENERGY CORP COM 670837103 423 10,794 SH   DFND   10,794 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 294 4,417 SH   DFND   4,417 0 0
ONEOK INC NEW COM 682680103 742 13,752 SH   DFND   13,752 0 0
PALO ALTO NETWORKS INC COM 697435105 952 5,053 SH   DFND   5,053 0 0
PERSPECTA INC COM 715347100 247 14,338 SH   DFND 1 14,315 0 23
PHILIP MORRIS INTL INC COM 718172109 423 6,331 SH   DFND   6,331 0 0
POPULAR INC COM NEW 733174700 273 5,772 SH   DFND 1 5,763 0 9
PRIMERICA INC COM 74164M108 269 2,752 SH   DFND 1 2,748 0 4
PROGRESSIVE CORP OHIO COM 743315103 607 10,056 SH   DFND   10,056 0 0
PTC INC COM 69370C100 917 11,065 SH   DFND 1 11,062 0 3
RADIAN GROUP INC COM 750236101 282 17,248 SH   DFND 1 17,222 0 26
RED HAT INC COM 756577102 1,687 9,607 SH   DFND   9,607 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 630 4,496 SH   DFND   4,496 0 0
ROAN RES INC CL A COM 769755109 267 31,873 SH   DFND   31,873 0 0
ROCKWELL AUTOMATION INC COM 773903109 258 1,715 SH   DFND   1,715 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 940 18,341 SH   DFND   18,341 0 0
ROSS STORES INC COM 778296103 588 7,072 SH   DFND   7,072 0 0
ROVI CORP NOTE 0.500% 3/0 779376AD4 14,783 15,500,000 PRN   DFND   15,500,000 0 0
ROYAL GOLD INC COM 780287108 578 6,751 SH   DFND   6,751 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 258 14,690 SH   DFND 1 14,667 0 23
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 302 3,047 SH   DFND   3,047 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 304 5,984 SH   DFND   5,984 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 348 9,460 SH   DFND   9,460 0 0
SOUTHERN COPPER CORP COM 84265V105 348 11,317 SH   DFND   11,317 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 493 4,070 SH   DFND   4,070 0 0
SPIRE INC COM 84857L101 274 3,697 SH   DFND 1 3,691 0 6
STAG INDL INC COM 85254J102 298 11,983 SH   DFND 1 11,965 0 18
SUN CMNTYS INC COM 866674104 568 5,584 SH   DFND   5,584 0 0
SYNOPSYS INC COM 871607107 1,043 12,387 SH   DFND   12,387 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 295 2,861 SH   DFND 1 2,857 0 4
TELADOC HEALTH INC NOTE 3.000%12/1 87918AAB1 9,839 7,149,000 PRN   DFND   7,149,000 0 0
TELIGENT INC NEW NOTE 4.750% 5/0 87960WAA2 4,425 6,088,000 PRN   DFND   6,088,000 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 17,822 15,000,000 PRN   DFND   15,000,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 667 2,981 SH   DFND   2,981 0 0
TRANSOCEAN LTD REG SHS H8817H100 4,583 660,445 SH   DFND   660,445 0 0
UNION PAC CORP COM 907818108 557 4,032 SH   DFND   4,032 0 0
UNITEDHEALTH GROUP INC COM 91324P102 1,151 4,620 SH   DFND   4,620 0 0
UNITIL CORP COM 913259107 279 5,519 SH   DFND 1 5,510 0 9
VALVOLINE INC COM 92047W101 234 12,117 SH   DFND 1 12,097 0 20
VERIZON COMMUNICATIONS INC COM 92343V104 840 14,941 SH   DFND   14,941 0 0
VIRTU FINL INC CL A 928254101 891 34,582 SH   DFND 1 34,560 0 22
VISA INC COM CL A 92826C839 874 6,622 SH   DFND   6,622 0 0
VMWARE INC CL A COM 928563402 574 4,189 SH   DFND   4,189 0 0
WALMART INC COM 931142103 852 9,149 SH   DFND   9,149 0 0
WASTE MGMT INC DEL COM 94106L109 234 2,635 SH   DFND   2,635 0 0
WD-40 CO COM 929236107 241 1,315 SH   DFND 1 1,313 0 2
WEIBO CORP SPONSORED ADR 948596101 695 11,900 SH   DFND   11,900 0 0
WILLSCOT CORP COM 971375126 136 14,417 SH   DFND   14,417 0 0
WINGSTOP INC COM 974155103 239 3,726 SH   DFND   3,726 0 0
WINTRUST FINL CORP COM 97650W108 200 3,001 SH   DFND 1 2,996 0 5
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 7,325 7,500,000 PRN   DFND   7,500,000 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 1,084 10,456 SH   DFND   10,456 0 0