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 21,091 23,820,000 PRN   DFND 0 23,820,000 0 0
ADVANCED DISP SVCS INC DEL COM SHS 00790X101 282 10,053 SH   DFND 1 10,037 0 16
ALLSCRIPTS HEALTHCARE SOLUTICO SHS 01988P108 867 90,885 SH   DFND 1 90,857 0 28
ALPHABET INC SHS 02079K305 2,732 2,321 SH   DFND 0 2,321 0 0
AMAZON.COM INC SHS 023135106 1,174 659 SH   DFND 0 659 0 0
AMDOCS LTD SHS G02602103 920 16,994 SH   DFND 0 16,994 0 0
AMERICAN EXPRESS CO SHS 025816109 818 7,484 SH   DFND 0 7,484 0 0
AMERICOLD RLTY TR COM SHS 03064D108 857 28,108 SH   DFND 1 28,101 0 7
ANADARKO PETROLEUM CORP SHS 032511107 1,090 23,973 SH   DFND 0 23,973 0 0
ANSYS INC SHS 03662Q105 805 4,408 SH   DFND 0 4,408 0 0
APERGY CORP COM SHS 03755L104 208 5,076 SH   DFND 1 5,068 0 8
APTIV PLC SHS G6095L109 425 5,350 SH   DFND 0 5,350 0 0
ARGO GROUP INTL HLDGS LTD COM SHS G0464B107 234 3,299 SH   DFND 1 3,294 0 5
ARISTA NETWORKS INC SHS 040413106 896 2,849 SH   DFND 0 2,849 0 0
ARMSTRONG WORLD INDUSTRIES INC SHS 04247X102 224 2,825 SH   DFND 0 2,825 0 0
AVAYA HOLDINGS CORP SHS 05351X101 44,844 2,664,538 SH   DFND 0 2,664,538 0 0
AVID TECHNOLOGY INC NOTE 2.000% 6/1 05367PAB6 8,637 9,140,000 PRN   DFND 0 9,140,000 0 0
AXIS CAPITAL HLDGS LTD SHS SHS G0692U109 218 3,973 SH   DFND 1 3,967 0 6
BALCHEM CORP CL B SHS 057665200 713 7,676 SH   DFND 1 7,673 0 3
BGC PARTNERS INC CL A SHS 05541T101 127 23,794 SH   DFND 1 23,757 0 37
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 2,303 2,250,000 PRN   DFND 0 2,250,000 0 0
BLOOM ENERGY CORP SHS 093712107 496 38,362 SH   DFND 0 38,362 0 0
BOEING CO/THE SHS 097023105 1,075 2,819 SH   DFND 0 2,819 0 0
BOTTOMLINE TECH DEL INC COM SHS 101388106 216 4,316 SH   DFND 1 4,309 0 7
BROADCOM INC SHS 11135F101 1,392 4,628 SH   DFND 0 4,628 0 0
BRUKER CORP COM SHS 116794108 252 6,555 SH   DFND 1 6,545 0 10
C&J ENERGY SERVICES INC SHS 12674R100 3,216 207,248 SH   DFND 0 207,248 0 0
CARDTRONICS PLC SHS CL A SHS G1991C105 242 6,809 SH   DFND 1 6,798 0 11
CARETRUST REIT INC COM SHS 14174T107 998 42,530 SH   DFND 1 42,506 0 24
CECO ENVIRONMENTAL CORP COM SHS 125141101 164 22,790 SH   DFND 1 22,754 0 36
CHARLES RIV LABORATORIES INTCO SHS 159864107 232 1,596 SH   DFND 1 1,593 0 3
CHEGG INC SHS 163092109 2,435 63,874 SH   DFND 0 63,874 0 0
CIENA CORP SHS 171779309 1,324 35,463 SH   DFND 0 35,463 0 0
CIGNA CORP SHS 125523100 1,057 6,571 SH   DFND 0 6,571 0 0
CINTAS CORP SHS 172908105 523 2,588 SH   DFND 0 2,588 0 0
CIVEO CORP CDA COM SHS 17878Y108 124 59,107 SH   DFND 1 59,016 0 91
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 13,039 14,000,000 PRN   DFND 0 14,000,000 0 0
CONNS INC COM SHS 208242107 247 10,800 SH   DFND 1 10,783 0 17
COREPOINT LODGING INC SHS 21872L104 124 11,121 SH   DFND 0 11,121 0 0
CTRIP.COM INTERNATIONAL LTD NOTE 1.000% 7/0 22943FAF7 10,728 10,524,000 PRN   DFND 0 10,524,000 0 0
CUMULUS MEDIA INC SHS 231082801 12,144 674,302 SH   DFND 0 674,302 0 0
CVR PARTNERS LP COM SHS 126633106 152 38,259 SH   DFND 1 38,198 0 61
DELTA AIR LINES INC SHS 247361702 264 5,121 SH   DFND 0 5,121 0 0
DINEEQUITY INC COM SHS 254423106 603 6,602 SH   DFND 1 6,599 0 3
DOCUSIGN INC COM SHS 256163106 258 4,971 SH   DFND 1 4,963 0 8
DOMINO'S PIZZA INC SHS 25754A201 1,147 4,444 SH   DFND 0 4,444 0 0
DTE ENERGY CO SHS 233331107 432 3,461 SH   DFND 0 3,461 0 0
EATON VANCE FLOATING-RATE INCOME TRUST ETF 278279104 4,665 353,668 SH   DFND 0 353,668 0 0
EATON VANCE SENIOR INCOME TRUST ETF 27826S103 5,957 968,586 SH   DFND 0 968,586 0 0
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 9,879 10,000,000 PRN   DFND 0 10,000,000 0 0
ENOVA INTL INC COM SHS 29357K103 273 11,951 SH   DFND 1 11,932 0 19
EQUINIX INC SHS 29444U700 1,198 2,644 SH   DFND 0 2,644 0 0
EQUITY LIFESTYLE PROPERTIES INC SHS 29472R108 837 7,327 SH   DFND 0 7,327 0 0
ESSENT GROUP LTD COM SHS G3198U102 1,076 24,763 SH   DFND 1 24,757 0 6
EURONET WORLDWIDE INC COM SHS 298736109 4,317 30,273 SH   DFND 1 30,271 0 2
EVERSPIN TECHNOLOGIES INC SHS 30041T104 212 27,706 SH   DFND 0 27,706 0 0
EVERTEC INC COM SHS 30040P103 260 9,380 SH   DFND 1 9,366 0 14
EVO PMTS INC CL A COM SHS 26927E104 355 12,225 SH   DFND 1 12,206 0 19
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 2,814 3,000,000 PRN   DFND 0 300,000 0 0
FIREEYE INC SHS 31816Q101 714 42,502 SH   DFND 0 42,502 0 0
FISERV INC SHS 337738108 687 7,782 SH   DFND 0 7,782 0 0
FLUIDIGM CORP NOTE 2.750% 2/0 34385PAA6 7,162 7,575,000 PRN   DFND 0 7,575,000 0 0
FOUR CORNERS PPTY TR INC COM SHS 35086T109 1,171 39,571 SH   DFND 1 39,554 0 17
GENESEE & WYO INC CL A SHS 371559105 307 3,528 SH   DFND 1 3,523 0 5
GREEN DOT CORP CL A SHS 39304D102 633 10,438 SH   DFND 1 10,433 0 5
GUIDEWIRE SOFTWARE INC COM SHS 40171V100 207 2,128 SH   DFND 1 2,125 0 3
HAWAIIAN ELEC. SHS 419870100 215 5,277 SH   DFND 1 5,269 0 8
HCP INC SHS 40414L109 624 19,927 SH   DFND 0 19,927 0 0
HEALTHCARE RLTY TR SHS 421946104 595 18,522 SH   DFND 1 18,514 0 8
HEXCEL CORP NEW COM SHS 428291108 306 4,413 SH   DFND 1 4,406 0 7
HILTON GRAND VACATIONS INC COM SHS 43283X105 210 6,778 SH   DFND 1 6,767 0 11
HOME DEPOT INC/THE SHS 437076102 762 3,973 SH   DFND 0 3,973 0 0
HONEYWELL INTERNATIONAL INC SHS 438516106 722 4,542 SH   DFND 0 4,542 0 0
INGEVITY CORP COM SHS 45688C107 334 3,167 SH   DFND 1 3,162 0 5
INTERCEPT PHARMACEUTICALS INC SHS 45845P958 308 2,800 SH Put DFND 0 2,800 0 0
INTUIT INC SHS 461202103 1,140 4,360 SH   DFND 0 4,360 0 0
INVESCO SENIOR LOAN ETF ETF 46138G508 8,225 363,313 SH   DFND 0 363,313 0 0
ITAU UNIBANCO HOLDING SA ADR 465562106 849 96,315 SH   DFND 0 96,315 0 0
ITT INC COM SHS 45073V108 230 3,965 SH   DFND 1 3,959 0 6
JACK IN THE BOX INC SHS 466367109 261 3,226 SH   DFND 0 3,226 0 0
JOHNSON & JOHNSON SHS 478160104 899 6,434 SH   DFND 0 6,434 0 0
KENNAMETAL INC SHS 489170100 216 5,885 SH   DFND 1 5,876 0 9
L BRANDS INC SHS 501797104 420 15,216 SH   DFND 0 15,216 0 0
LAMAR ADVERTISING CO SHS 512816109 614 7,745 SH   DFND 0 7,745 0 0
LAMB WESTON HLDGS INC COM SHS 513272104 200 2,671 SH   DFND 1 2,667 0 4
LANCASTER COLONY CORP SHS 513847103 1,451 9,261 SH   DFND 1 9,260 0 1
LIBERTY PPTY TR SH BEN INT SHS 531172104 240 4,957 SH   DFND 1 4,949 0 8
LIONS GATE ENTMNT CORP CL B NO SHS 535919500 599 39,688 SH   DFND 1 39,672 0 16
MAGELLAN HEALTH SVCS INC COM N SHS 559079207 410 6,231 SH   DFND 1 6,226 0 5
MARATHON PETROLEUM CORP SHS 56585A102 869 14,524 SH   DFND 0 14,524 0 0
MARVELL TECHNOLOGY GROUP LTD SHS G5876H105 495 24,888 SH   DFND 0 24,888 0 0
MASTERCARD INC SHS 57636Q104 821 3,485 SH   DFND 0 3,485 0 0
MEDPACE HOLDINGS INC SHS 58506Q109 605 10,253 SH   DFND 0 10,253 0 0
MEDTRONIC INC SHS G5960L103 615 6,750 SH   DFND 0 6,750 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 1,808 15,275 SH   DFND 0 15,275 0 0
MICROSOFT CORP SHS 594918104 2,726 23,114 SH   DFND 0 23,114 0 0
MOHAWK INDUSTRIES INC SHS 608190104 438 3,471 SH   DFND 0 3,471 0 0
MOLINA HEALTHCARE INC COM SHS 60855R100 250 1,760 SH   DFND 1 1,757 0 3
MORNINGSTAR INC COM SHS 617700109 218 1,731 SH   DFND 1 1,728 0 3
MYLAN INC SHS N59465909 488 15,000 SH Call DFND 0 15,000 0 0
NATIONAL INSTRUMENTS CORP SHS 636518102 644 14,519 SH   DFND 0 14,519 0 0
NAVISTAR INTERNATIONAL CORP Note 4.750% 4/1 63934EAS7 29,000 29,000,000 PRN   DFND 0 29,000,000 0 0
NEWMARK GROUP INC CL A SHS 65158N102 156 18,702 SH   DFND 1 18,673 0 29
NEWMARKET CORP SHS 651587107 309 712 SH   DFND 0 712 0 0
NEXSTAR BROADCASTING GROUP ICL SHS 65336K103 229 2,109 SH   DFND 1 2,106 0 3
NEXTERA ENERGY INC SHS 65339F101 468 2,423 SH   DFND 0 2,423 0 0
NORFOLK SOUTHERN CORP SHS 655844108 726 3,884 SH   DFND 0 3,884 0 0
NORTHWEST NAT HLDG CO COM SHS 66765N105 291 4,434 SH   DFND 1 4,427 0 7
NVIDIA CORP SHS 67066G104 462 2,571 SH   DFND 0 2,571 0 0
OASIS PETE INC NEW COM SHS 674215108 98 16,181 SH   DFND 1 16,156 0 25
OFG BANCORP SHS 67103X102 246 12,423 SH   DFND 1 12,404 0 19
OGE ENERGY CORP SHS 670837103 421 9,758 SH   DFND 0 9,758 0 0
ONEMAIN HLDGS INC COM SHS 68268W103 743 23,405 SH   DFND 1 23,395 0 10
ONEOK INC SHS 682680103 609 8,715 SH   DFND 0 8,715 0 0
PALO ALTO NETWORKS INC SHS 697435105 934 3,846 SH   DFND 0 3,846 0 0
PERSPECTA INC SHS 715347100 302 14,915 SH   DFND 1 14,892 0 23
PLANET FITNESS INC SHS 72703H101 261 3,799 SH   DFND 0 3,799 0 0
PLURALSIGHT INC SHS 72941B106 749 23,596 SH   DFND 0 23,596 0 0
POPULAR INC COM SHS 733174700 914 17,544 SH   DFND 1 17,535 0 9
PRIMERICA INC COM SHS 74164M108 319 2,611 SH   DFND 1 2,607 0 4
PROGRESSIVE CORP/THE SHS 743315103 735 10,190 SH   DFND 0 10,190 0 0
PTC INC COM SHS 69370C100 1,516 16,450 SH   DFND 1 16,447 0 3
RADIAN GROUP INC COM SHS 750236101 911 43,913 SH   DFND 1 43,887 0 26
RADWARE LTD SHS M81873107 616 23,590 SH   DFND 0 23,590 0 0
RED HAT INC SHS 756577102 2,137 11,695 SH   DFND 0 11,695 0 0
REDFIN CORP NOTE 1.750% 7/1 75737FAA6 7,077 7,356,000 PRN   DFND 0 7,356,000 0 0
REINSURANCE GROUP OF AMERICA INC SHS 759351604 809 5,698 SH   DFND 0 5,698 0 0
RINGCENTRAL INC NOTE 3/1 76680RAD9 25,649 18,000,000 PRN   DFND 0 18,000,000 0 0
ROCKWELL AUTOMATION INC SHS 773903109 674 3,840 SH   DFND 0 3,840 0 0
ROGERS COMMUNICATIONS INC SHS 775109200 1,099 20,422 SH   DFND 0 20,422 0 0
ROVI CORP NOTE 0.500% 3/0 779376AD4 13,129 13,500,000 PRN   DFND 0 13,500,000 0 0
SANTANDER CONSUMER USA HDG ICO SHS 80283M101 250 11,860 SH   DFND 1 11,842 0 18
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 10,411 5,750,000 PRN   DFND 0 5,750,000 0 0
SIGNATURE BANK/NEW YORK NY SHS 82669G104 999 7,797 SH   DFND 0 7,797 0 0
SPDR S&P OIL & GAS EXPLORATION & PRODUCTION ETF ETF 78464A730 200 6,497 SH   DFND 0 6,497 0 0
SPIRE INC COM SHS 84857L101 292 3,551 SH   DFND 1 3,545 0 6
SPLUNK INC SHS 848637104 1,632 13,100 SH   DFND 0 13,100 0 0
STAG INDL INC COM SHS 85254J102 342 11,541 SH   DFND 1 11,523 0 18
SUN COMMUNITIES INC SHS 866674104 764 6,449 SH   DFND 0 6,449 0 0
SYNEOS HEALTH INC CL A SHS 87166B102 226 4,369 SH   DFND 1 4,362 0 7
SYNOPSYS INC SHS 871607107 973 8,447 SH   DFND 0 8,447 0 0
SYSCO CORP SHS 871829107 883 13,221 SH   DFND 0 13,221 0 0
TAKE-TWO INTERACTIVE SOFTWARCO SHS 874054109 260 2,763 SH   DFND 1 2,759 0 4
TELADOC HEALTH INC NOTE 3.000%12/1 87918AAB1 23,407 15,732,000 PRN   DFND 0 15,732,000 0 0
TELADOC HEALTH INC SHS 87918A105 264 4,744 SH   DFND 0 4,744 0 0
TELIGENT INC/NJ NOTE 4.750% 5/0 87960WAA2 4,232 6,088,000 PRN   DFND 0 6,088,000 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 4,199 3,000,000 PRN   DFND 0 3,000,000 0 0
TERRENO REALTY CORP SHS 88146M101 353 8,404 SH   DFND 0 8,404 0 0
THERMO FISHER SCIENTIFIC INC SHS 883556102 828 3,026 SH   DFND 0 3,026 0 0
TOTAL SYSTEM SERVICES INC SHS 891906109 800 8,422 SH   DFND 0 8,422 0 0
TRANSOCEAN LTD SHS H8817H100 3,871 444,434 SH   DFND 0 444,434 0 0
TRIMBLE INC SHS 896239100 561 13,882 SH   DFND 0 13,882 0 0
TTM TECHNOLOGIES INC COM SHS 87305R109 152 12,938 SH   DFND 1 12,918 0 20
TWITTER INC NOTE 0.250% 9/1 90184LAB8 4,930 5,000,000 PRN   DFND 0 5,000,000 0 0
UNIFIRST CORP COM SHS 904708104 213 1,386 SH   DFND 1 1,384 0 2
UNION PACIFIC CORP SHS 907818108 682 4,079 SH   DFND 0 4,079 0 0
UNITED RENTALS INC SHS 911363109 343 3,005 SH   DFND 0 3,005 0 0
UNITEDHEALTH GROUP INC SHS 91324P102 1,121 4,532 SH   DFND 0 4,532 0 0
UNITIL CORP COM SHS 913259107 288 5,315 SH   DFND 1 5,307 0 8
US FOODS HOLDING CORP SHS 912008109 968 27,734 SH   DFND 0 27,734 0 0
VERIZON COMMUNICATIONS INC SHS 92343V104 1,039 17,566 SH   DFND 0 17,566 0 0
VIRTU FINL INC CL A SHS 928254101 817 34,381 SH   DFND 1 34,360 0 21
VISA INC SHS 92826C839 1,277 8,174 SH   DFND 0 8,174 0 0
WASTE MANAGEMENT INC SHS 94106L109 303 2,917 SH   DFND 0 2,917 0 0
WAYFAIR INC SHS 94419L101 594 4,000 SH   DFND 0 4,000 0 0
WEIGHT WATCHERS INTERNATIONAL INC SHS 948626106 299 14,850 SH   DFND 0 14,850 0 0
WEST PHARMACEUTICAL SVCS INCCO SHS 955306105 200 1,813 SH   DFND 1 1,810 0 3
WEX INC SHS 96208T104 830 4,326 SH   DFND 1 4,325 0 1
WEYERHAEUSER CO SHS 962166104 906 34,414 SH   DFND 0 34,414 0 0
WHITING PETROLEUM CORP BOND 966387AL6 2,050 2,115,000 PRN   DFND 0 2,115,000 0 0
WILLSCOT CORP SHS 971375126 160 14,417 SH   DFND 0 14,417 0 0
WYNDHAM HOTELS & RESORTS INCCO SHS 98311A105 803 16,047 SH   DFND 1 16,042 0 5
ZAYO GROUP HOLDINGS INC SHS 98919V105 725 25,519 SH   DFND 0 25,519 0 0
ZENDESK INC BOND 98936JAB7 6,941 4,750,000 PRN   DFND 0 4,750,000 0 0
ZIMMER BIOMET HOLDINGS INC SHS 98956P102 1,192 9,337 SH   DFND 0 9,337 0 0