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
3M CO COM 88579Y101 278 1,344 SH   SOLE   1,344 0 0
ABBOTT LABS COM 002824100 432 5,407 SH   SOLE   5,407 0 0
ABBVIE INC COM 00287Y109 272 3,407 SH   SOLE   3,407 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 229 1,286 SH   SOLE   1,286 0 0
ADOBE INC COM 00724F101 405 1,520 SH   SOLE   1,520 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 2,644 810,000 PRN   DFND 1 810,000 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 12,050 3,692,000 PRN   SOLE   3,692,000 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 128 86,000 PRN   DFND 2 86,000 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 5,529 3,727,000 PRN   SOLE   3,727,000 0 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 1,057 1,060,000 PRN   DFND 1 1,060,000 0 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 4,754 4,764,000 PRN   SOLE   4,764,000 0 0
ALDER BIOPHARMACEUTICALS INC NOTE 2.500% 2/0 014339AA3 2,560 2,681,000 PRN   SOLE   2,681,000 0 0
ALDER BIOPHARMACEUTICALS INC NOTE 2.500% 2/0 014339AA3 66 69,000 PRN   DFND 2 69,000 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 1,060 556,000 PRN   SOLE   556,000 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 980 1,006,000 PRN   SOLE   1,006,000 0 0
ALPHABET INC CAP STK CL A 02079K305 1,713 1,456 SH   SOLE   1,456 0 0
ALTRIA GROUP INC COM 02209S103 351 6,145 SH   SOLE   6,145 0 0
ALZA CORP SDCV 7/2 02261WAB5 193 101,000 PRN   SOLE   101,000 0 0
AMAZON COM INC COM 023135106 1,600 900 SH   SOLE   900 0 0
AMERICAN ELEC PWR CO INC UNIT 03/15/2022 025537127 927 18,200 SH   DFND 1 18,200 0 0
AMERICAN ELEC PWR CO INC UNIT 03/15/2022 025537127 4,497 88,300 SH   SOLE   88,300 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 3,061 3,067,000 PRN   SOLE   3,067,000 0 0
AMGEN INC COM 031162100 408 2,153 SH   SOLE   2,153 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 1,012 255,000 PRN   DFND 1 255,000 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 19,657 4,953,000 PRN   SOLE   4,953,000 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 41 42,000 PRN   DFND 2 42,000 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 1,298 1,331,000 PRN   SOLE   1,331,000 0 0
APOLLO COML REAL EST FIN INC NOTE 5.375%10/1 03762UAC9 4,195 4,300,000 PRN   SOLE   4,300,000 0 0
APOLLO COML REAL EST FIN INC NOTE 5.375%10/1 03762UAC9 98 100,000 PRN   DFND 2 100,000 0 0
APPLE INC COM 037833100 1,687 8,890 SH   SOLE   8,890 0 0
ARES CAP CORP COM 04010L103 200 11,544 SH   SOLE   11,544 0 0
ARES CAP CORP NOTE 3.750% 2/0 04010LAT0 4,137 4,146,000 PRN   SOLE   4,146,000 0 0
ARES CAP CORP NOTE 4.625% 3/0 04010LAW3 396 400,000 PRN   SOLE   400,000 0 0
ASSURANT INC 6.50% CONV PFD D 04621X207 582 5,615 SH   SOLE   5,615 0 0
AT&T INC COM 00206R102 521 16,625 SH   SOLE   16,625 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 5,915 5,546,000 PRN   SOLE   5,546,000 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 164 154,000 PRN   DFND 2 154,000 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 2,009 1,935,000 PRN   DFND 1 1,935,000 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 9,051 8,721,000 PRN   SOLE   8,721,000 0 0
BANK AMER CORP 7.25%CNV PFD L 060505682 25,684 19,729 SH   SOLE   19,729 0 0
BANK AMER CORP 7.25%CNV PFD L 060505682 117 90 SH   DFND 2 90 0 0
BANK AMER CORP 7.25%CNV PFD L 060505682 4,570 3,510 SH   DFND 1 3,510 0 0
BANK AMER CORP COM 060505104 691 25,025 SH   SOLE   25,025 0 0
BECTON DICKINSON & CO COM 075887109 210 843 SH   SOLE   843 0 0
BECTON DICKINSON & CO PFD SHS CONV A 075887208 3,406 55,100 SH   DFND 1 55,100 0 0
BECTON DICKINSON & CO PFD SHS CONV A 075887208 18,021 291,577 SH   SOLE   291,577 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 778 3,887 SH   SOLE   3,887 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 1,560 1,525,000 PRN   DFND 1 1,525,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 4,768 4,660,000 PRN   SOLE   4,660,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 2,042 1,798,000 PRN   SOLE   1,798,000 0 0
BLACKROCK TCP CAPITAL CORP NOTE 5.250%12/1 87238QAB9 67 67,000 PRN   DFND 2 67,000 0 0
BLACKROCK TCP CAPITAL CORP NOTE 5.250%12/1 87238QAB9 2,703 2,683,000 PRN   SOLE   2,683,000 0 0
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 1,915 1,900,000 PRN   DFND 1 1,900,000 0 0
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 14,021 13,920,000 PRN   SOLE   13,920,000 0 0
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 82 81,000 PRN   DFND 2 81,000 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 96 95,000 PRN   DFND 2 95,000 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 2,524 2,505,000 PRN   SOLE   2,505,000 0 0
BOEING CO COM 097023105 502 1,318 SH   SOLE   1,318 0 0
BOOKING HLDGS INC COM 09857L108 214 121 SH   SOLE   121 0 0
BROADCOM INC COM 11135F101 302 999 SH   SOLE   999 0 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 1,528 1,075,000 PRN   DFND 1 1,075,000 0 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 6,986 4,915,000 PRN   SOLE   4,915,000 0 0
CEMEX SAB DE CV NOTE 3.720% 3/1 151290BT9 75 76,000 PRN   DFND 2 76,000 0 0
CEMEX SAB DE CV NOTE 3.720% 3/1 151290BT9 3,233 3,259,000 PRN   SOLE   3,259,000 0 0
CENTERPOINT ENERGY INC DEP RP PFD CV B 15189T503 83 1,579 SH   DFND 2 1,579 0 0
CENTERPOINT ENERGY INC DEP RP PFD CV B 15189T503 7,019 132,836 SH   SOLE   132,836 0 0
CENTERPOINT ENERGY INC DEP RP PFD CV B 15189T503 1,127 21,325 SH   DFND 1 21,325 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 117 150,000 PRN   DFND 2 150,000 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 13,537 17,318,000 PRN   SOLE   17,318,000 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 1,779 2,275,000 PRN   DFND 1 2,275,000 0 0
CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167CY1 1,005 1,085,000 PRN   DFND 1 1,085,000 0 0
CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167CY1 5,057 5,460,000 PRN   SOLE   5,460,000 0 0
CHEVRON CORP NEW COM 166764100 431 3,492 SH   SOLE   3,492 0 0
CISCO SYS INC COM 17275R102 648 11,984 SH   SOLE   11,984 0 0
CITIGROUP INC COM NEW 172967424 510 8,200 SH   SOLE   8,200 0 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 492 360,000 PRN   DFND 1 360,000 0 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 102 75,000 PRN   DFND 2 75,000 0 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 7,606 5,571,000 PRN   SOLE   5,571,000 0 0
COCA COLA CO COM 191216100 498 10,612 SH   SOLE   10,612 0 0
COLFAX CORP UNIT 01/15/2022T 194014205 4,694 35,186 SH   SOLE   35,186 0 0
COLFAX CORP UNIT 01/15/2022T 194014205 147 1,104 SH   DFND 2 1,104 0 0
COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625XAB8 949 830,000 PRN   DFND 1 830,000 0 0
COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625XAB8 115 101,000 PRN   DFND 2 101,000 0 0
COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625XAB8 7,964 6,966,000 PRN   SOLE   6,966,000 0 0
COMCAST CORP NEW CL A 20030N101 319 8,004 SH   SOLE   8,004 0 0
CONOCOPHILLIPS COM 20825C104 208 3,126 SH   SOLE   3,126 0 0
COSTCO WHSL CORP NEW COM 22160K105 333 1,376 SH   SOLE   1,376 0 0
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 2,238 1,890 SH   DFND 1 1,890 0 0
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 10,377 8,765 SH   SOLE   8,765 0 0
CSG SYS INTL INC NOTE 4.250% 3/1 126349AF6 1,036 987,000 PRN   SOLE   987,000 0 0
CYPRESS SEMICONDUCTOR CORP NOTE 2.000% 2/0 232806AP4 419 410,000 PRN   SOLE   410,000 0 0
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 79 62,000 PRN   DFND 2 62,000 0 0
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 862 675,000 PRN   DFND 1 675,000 0 0
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 6,550 5,130,000 PRN   SOLE   5,130,000 0 0
D R HORTON INC COM 23331A109 249 6,059 SH   SOLE   6,059 0 0
DANAHER CORPORATION 4.75 MND CV PFD 235851300 2,386 2,275 SH   DFND 1 2,275 0 0
DANAHER CORPORATION 4.75 MND CV PFD 235851300 12,140 11,574 SH   SOLE   11,574 0 0
DANAHER CORPORATION COM 235851102 305 2,309 SH   SOLE   2,309 0 0
DANAHER CORPORATION DBCV 1/2 235851AF9 2,407 477,000 PRN   SOLE   477,000 0 0
DBX ETF TR XTRACK USD HIGH 233051432 966 19,470 SH   SOLE   19,470 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 293 5,673 SH   SOLE   5,673 0 0
DEXCOM INC NOTE 0.750% 5/1 252131AF4 727 542,000 PRN   SOLE   542,000 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 1,720 2,025,000 PRN   DFND 1 2,025,000 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 7,435 8,756,000 PRN   SOLE   8,756,000 0 0
DISNEY WALT CO COM DISNEY 254687106 429 3,850 SH   SOLE   3,850 0 0
DOMINION ENERGY INC UNIT 08/15/2019 25746U836 1,348 27,000 SH   DFND 1 27,000 0 0
DOMINION ENERGY INC UNIT 08/15/2019 25746U836 5,799 116,235 SH   SOLE   116,235 0 0
DTE ENERGY CO UNIT 99/99/9999 233331883 814 14,700 SH   DFND 1 14,700 0 0
DTE ENERGY CO UNIT 99/99/9999 233331883 4,029 72,800 SH   SOLE   72,800 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 580 630,000 PRN   DFND 1 630,000 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 2,449 2,661,000 PRN   SOLE   2,661,000 0 0
EATON CORP PLC SHS G29183103 201 2,490 SH   SOLE   2,490 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 815 819,000 PRN   SOLE   819,000 0 0
ENCORE CAP EUROPE FIN LTD NOTE 4.500% 9/0 29260UAA5 41 46,000 PRN   DFND 2 46,000 0 0
ENCORE CAP EUROPE FIN LTD NOTE 4.500% 9/0 29260UAA5 1,650 1,873,000 PRN   SOLE   1,873,000 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 1,926 2,096,000 PRN   SOLE   2,096,000 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 43 47,000 PRN   DFND 2 47,000 0 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 41 43,000 PRN   DFND 2 43,000 0 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 1,530 1,607,000 PRN   SOLE   1,607,000 0 0
ENERGIZER HLDGS INC NEW 7.5 MCNV PFD A 29272W208 84 865 SH   DFND 2 865 0 0
ENERGIZER HLDGS INC NEW 7.5 MCNV PFD A 29272W208 3,319 34,135 SH   SOLE   34,135 0 0
ENVESTNET INC NOTE 1.750%12/1 29404KAA4 1,485 1,333,000 PRN   SOLE   1,333,000 0 0
ETSY INC NOTE 3/0 29786AAC0 675 350,000 PRN   DFND 1 350,000 0 0
ETSY INC NOTE 3/0 29786AAC0 3,288 1,705,000 PRN   SOLE   1,705,000 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 1,180 599,000 PRN   SOLE   599,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 1,829 1,790,000 PRN   DFND 1 1,790,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 7,415 7,254,000 PRN   SOLE   7,254,000 0 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 109 80,000 PRN   DFND 2 80,000 0 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 5,272 3,861,000 PRN   SOLE   3,861,000 0 0
EXXON MOBIL CORP COM 30231G102 517 6,406 SH   SOLE   6,406 0 0
FACEBOOK INC CL A 30303M102 972 5,818 SH   SOLE   5,818 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 54 58,000 PRN   DFND 2 58,000 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 2,231 2,392,000 PRN   SOLE   2,392,000 0 0
FIRST MAJESTIC SILVER CORP NOTE 1.875% 3/0 32076VAB9 123 127,000 PRN   DFND 2 127,000 0 0
FIRST MAJESTIC SILVER CORP NOTE 1.875% 3/0 32076VAB9 3,764 3,873,000 PRN   SOLE   3,873,000 0 0
FIRST TR EXCHANGE TRADED FD FST LOW OPPT EFT 33739Q200 7,088 138,203 SH   SOLE   138,203 0 0
FIRST TR EXCHANGE TRADED FD SSI STRG ETF 33739Q507 288 9,477 SH   SOLE   9,477 0 0
FIRST TR LRGE CP CORE ALPHA COM SHS 33734K109 4,332 72,795 SH   SOLE   72,795 0 0
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 42 48,000 PRN   DFND 2 48,000 0 0
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 1,952 2,236,000 PRN   SOLE   2,236,000 0 0
FORESTAR GROUP INC NOTE 3.750% 3/0 346232AB7 74 75,000 PRN   DFND 2 75,000 0 0
FORESTAR GROUP INC NOTE 3.750% 3/0 346232AB7 3,764 3,796,000 PRN   SOLE   3,796,000 0 0
FORTIVE CORP 5% PFD CNV SER A 34959J207 1,869 1,775 SH   DFND 1 1,775 0 0
FORTIVE CORP 5% PFD CNV SER A 34959J207 8,834 8,390 SH   SOLE   8,390 0 0
GENERAL ELECTRIC CO COM 369604103 119 12,046 SH   SOLE   12,046 0 0
GILEAD SCIENCES INC COM 375558103 211 3,264 SH   SOLE   3,264 0 0
GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 1,295 1,286,000 PRN   SOLE   1,286,000 0 0
GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 25 25,000 PRN   DFND 2 25,000 0 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 1,243 1,145,000 PRN   DFND 1 1,145,000 0 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 5,454 5,021,000 PRN   SOLE   5,021,000 0 0
HANNON ARMSTRONG SUST INFR C NOTE 4.125% 9/0 41068XAB6 113 112,000 PRN   DFND 2 112,000 0 0
HANNON ARMSTRONG SUST INFR C NOTE 4.125% 9/0 41068XAB6 5,407 5,345,000 PRN   SOLE   5,345,000 0 0
HARMONIC INC NOTE 4.000%12/0 413160AB8 73 64,000 PRN   DFND 2 64,000 0 0
HARMONIC INC NOTE 4.000%12/0 413160AB8 2,883 2,536,000 PRN   SOLE   2,536,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 70 63,000 PRN   DFND 2 63,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 3,256 2,911,000 PRN   SOLE   2,911,000 0 0
HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 2,609 2,475,000 PRN   DFND 1 2,475,000 0 0
HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 11,435 10,847,000 PRN   SOLE   10,847,000 0 0
HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 76 78,000 PRN   DFND 2 78,000 0 0
HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 5,347 5,474,000 PRN   SOLE   5,474,000 0 0
HOME DEPOT INC COM 437076102 732 3,816 SH   SOLE   3,816 0 0
HONEYWELL INTL INC COM 438516106 299 1,901 SH   SOLE   1,901 0 0
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 1,428 1,260,000 PRN   DFND 1 1,260,000 0 0
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 57 50,000 PRN   DFND 2 50,000 0 0
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 8,714 7,688,000 PRN   SOLE   7,688,000 0 0
HUBSPOT INC NOTE 0.250% 6/0 443573AB6 622 345,000 PRN   DFND 1 345,000 0 0
HUBSPOT INC NOTE 0.250% 6/0 443573AB6 3,176 1,762,000 PRN   SOLE   1,762,000 0 0
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 111 113,000 PRN   DFND 2 113,000 0 0
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 4,233 4,309,000 PRN   SOLE   4,309,000 0 0
II VI INC NOTE 0.250% 9/0 902104AB4 7,604 7,270,000 PRN   SOLE   7,270,000 0 0
II VI INC NOTE 0.250% 9/0 902104AB4 779 745,000 PRN   DFND 1 745,000 0 0
II VI INC NOTE 0.250% 9/0 902104AB4 58 55,000 PRN   DFND 2 55,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 11,988 8,871,000 PRN   SOLE   8,871,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 899 665,000 PRN   DFND 1 665,000 0 0
ILLUMINA INC NOTE 6/1 452327AF6 7,253 5,927,000 PRN   SOLE   5,927,000 0 0
INPHI CORP NOTE 0.750% 9/0 45772FAC1 910 870,000 PRN   DFND 1 870,000 0 0
INPHI CORP NOTE 0.750% 9/0 45772FAC1 3,694 3,530,000 PRN   SOLE   3,530,000 0 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 441 358,000 PRN   SOLE   358,000 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 80 79,000 PRN   DFND 2 79,000 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 2,950 2,921,000 PRN   SOLE   2,921,000 0 0
INSULET CORP NOTE 1.250% 9/1 45784PAF8 101 61,000 PRN   DFND 2 61,000 0 0
INSULET CORP NOTE 1.250% 9/1 45784PAF8 3,981 2,414,000 PRN   SOLE   2,414,000 0 0
INTEL CORP COM 458140100 743 13,830 SH   SOLE   13,830 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 1,440 1,455,000 PRN   DFND 1 1,455,000 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 6,002 6,060,000 PRN   SOLE   6,060,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 352 4,615 SH   SOLE   4,615 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 649 620,000 PRN   SOLE   620,000 0 0
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 1,561 31,060 SH   DFND 1 31,060 0 0
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 6,781 134,965 SH   SOLE   134,965 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 173 157,000 PRN   DFND 2 157,000 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 6,288 5,718,000 PRN   SOLE   5,718,000 0 0
ISHARES INC CORE MSCI EMKT 46434G103 2,409 46,567 SH   SOLE   46,567 0 0
ISHARES INC MIN VOL EMRG MKT 464286533 653 10,968 SH   SOLE   10,968 0 0
ISHARES INC MSCI EURZONE ETF 464286608 459 11,909 SH   SOLE   11,909 0 0
ISHARES TR 1 3 YR TREAS BD 464287457 474 5,647 SH   SOLE   5,647 0 0
ISHARES TR 20 YR TR BD ETF 464287432 2,309 18,253 SH   SOLE   18,253 0 0
ISHARES TR CORE S&P500 ETF 464287200 57,564 202,301 SH   SOLE   202,301 0 0
ISHARES TR CORE US AGGBD ET 464287226 15,565 142,701 SH   SOLE   142,701 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 3,584 70,409 SH   SOLE   70,409 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 639 5,167 SH   SOLE   5,167 0 0
ISHARES TR U.S. BAS MTL ETF 464287838 561 6,134 SH   SOLE   6,134 0 0
ISHARES TR U.S. ENERGY ETF 464287796 236 6,550 SH   SOLE   6,550 0 0
ISHARES TR U.S. REAL ES ETF 464287739 1,421 16,341 SH   SOLE   16,341 0 0
ISHARES TR U.S. TECH ETF 464287721 2,902 15,224 SH   SOLE   15,224 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 2,244 1,660,000 PRN   DFND 1 1,660,000 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 168 124,000 PRN   DFND 2 124,000 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 16,167 11,961,000 PRN   SOLE   11,961,000 0 0
ISTAR INC NOTE 3.125% 9/1 45031UCB5 76 83,000 PRN   DFND 2 83,000 0 0
ISTAR INC NOTE 3.125% 9/1 45031UCB5 2,421 2,639,000 PRN   SOLE   2,639,000 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 160 120,000 PRN   DFND 2 120,000 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 5,574 4,180,000 PRN   SOLE   4,180,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 9,961 9,840,000 PRN   SOLE   9,840,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 2,090 2,065,000 PRN   DFND 1 2,065,000 0 0
JOHNSON & JOHNSON COM 478160104 891 6,391 SH   SOLE   6,391 0 0
JPMORGAN CHASE & CO COM 46625H100 1,151 11,387 SH   SOLE   11,387 0 0
KAMAN CORP NOTE 3.250% 5/0 483548AF0 1,320 1,200,000 PRN   DFND 1 1,200,000 0 0
KAMAN CORP NOTE 3.250% 5/0 483548AF0 5,863 5,335,000 PRN   SOLE   5,335,000 0 0
KEYCORP NEW COM 493267108 297 18,932 SH   SOLE   18,932 0 0
KIMBERLY CLARK CORP COM 494368103 1,076 8,685 SH   SOLE   8,685 0 0
KNOWLES CORP NOTE 3.250%11/0 49926DAB5 58 50,000 PRN   DFND 2 50,000 0 0
KNOWLES CORP NOTE 3.250%11/0 49926DAB5 3,153 2,700,000 PRN   SOLE   2,700,000 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 113 150,000 PRN   DFND 2 150,000 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 6,505 8,643,000 PRN   SOLE   8,643,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 1,177 1,050,000 PRN   DFND 1 1,050,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 5,870 5,235,000 PRN   SOLE   5,235,000 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 1,315 1,140,000 PRN   DFND 1 1,140,000 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 5,401 4,684,000 PRN   SOLE   4,684,000 0 0
LOCKHEED MARTIN CORP COM 539830109 211 696 SH   SOLE   696 0 0
LOEWS CORP COM 540424108 793 16,540 SH   SOLE   16,540 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 924 785,000 PRN   DFND 1 785,000 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 4,455 3,788,000 PRN   SOLE   3,788,000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 832 943,000 PRN   SOLE   943,000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 1,548 1,553,000 PRN   SOLE   1,553,000 0 0
MASTERCARD INC CL A 57636Q104 668 2,837 SH   SOLE   2,837 0 0
MCDONALDS CORP COM 580135101 375 1,978 SH   SOLE   1,978 0 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 1,259 1,260,000 PRN   DFND 1 1,260,000 0 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 4,614 4,616,000 PRN   SOLE   4,616,000 0 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 4,131 4,912,000 PRN   SOLE   4,912,000 0 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 100 119,000 PRN   DFND 2 119,000 0 0
MEDTRONIC PLC SHS G5960L103 312 3,419 SH   SOLE   3,419 0 0
MERCK & CO INC COM 58933Y105 489 5,879 SH   SOLE   5,879 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 1,429 1,485,000 PRN   DFND 1 1,485,000 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 99 103,000 PRN   DFND 2 103,000 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 10,382 10,790,000 PRN   SOLE   10,790,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 2,962 1,810,000 PRN   DFND 1 1,810,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 13,977 8,540,000 PRN   SOLE   8,540,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 3,211 2,925,000 PRN   DFND 1 2,925,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 187 170,000 PRN   DFND 2 170,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 22,566 20,559,000 PRN   SOLE   20,559,000 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 717 190,000 PRN   DFND 1 190,000 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 3,822 1,013,000 PRN   SOLE   1,013,000 0 0
MICROSOFT CORP COM 594918104 2,034 17,253 SH   SOLE   17,253 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 921 265,000 PRN   DFND 1 265,000 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 4,281 1,233,000 PRN   SOLE   1,233,000 0 0
NABORS INDUSTRIES LTD 6% PFD CNV SR A G6359F129 90 3,346 SH   DFND 2 3,346 0 0
NABORS INDUSTRIES LTD 6% PFD CNV SR A G6359F129 2,854 106,460 SH   SOLE   106,460 0 0
NATIONAL HEALTH INVS INC NOTE 3.250% 4/0 63633DAE4 683 596,000 PRN   SOLE   596,000 0 0
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 77 77,000 PRN   DFND 2 77,000 0 0
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 7,459 7,452,000 PRN   SOLE   7,452,000 0 0
NETFLIX INC COM 64110L106 295 838 SH   SOLE   838 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 1,081 800,000 PRN   DFND 1 800,000 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 104 77,000 PRN   DFND 2 77,000 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 8,873 6,563,000 PRN   SOLE   6,563,000 0 0
NEW MTN FIN CORP NOTE 5.750% 8/1 647551AC4 65 65,000 PRN   DFND 2 65,000 0 0
NEW MTN FIN CORP NOTE 5.750% 8/1 647551AC4 2,461 2,457,000 PRN   SOLE   2,457,000 0 0
NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944P307 129 2,699 SH   DFND 2 2,699 0 0
NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944P307 5,048 105,733 SH   SOLE   105,733 0 0
NEWPARK RES INC NOTE 4.000%12/0 651718AE8 81 66,000 PRN   DFND 2 66,000 0 0
NEWPARK RES INC NOTE 4.000%12/0 651718AE8 2,595 2,112,000 PRN   SOLE   2,112,000 0 0
NEXTERA ENERGY INC UNIT 09/01/2019 65339F820 2,488 40,000 SH   DFND 1 40,000 0 0
NEXTERA ENERGY INC UNIT 09/01/2019 65339F820 10,660 171,370 SH   SOLE   171,370 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 1,437 942,000 PRN   SOLE   942,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 959 175,000 PRN   DFND 1 175,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 13,856 2,528,000 PRN   SOLE   2,528,000 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 897 901,000 PRN   SOLE   901,000 0 0
NUTANIX INC NOTE 1/1 67059NAB4 776 731,000 PRN   DFND 1 731,000 0 0
NUTANIX INC NOTE 1/1 67059NAB4 3,533 3,331,000 PRN   SOLE   3,331,000 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 4,800 4,320,000 PRN   SOLE   4,320,000 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 1,162 1,045,000 PRN   DFND 1 1,045,000 0 0
NVIDIA CORP COM 67066G104 294 1,636 SH   SOLE   1,636 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 3,724 3,989,000 PRN   SOLE   3,989,000 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 640 685,000 PRN   DFND 1 685,000 0 0
OCCIDENTAL PETE CORP COM 674599105 204 3,038 SH   SOLE   3,038 0 0
OKTA INC NOTE 0.250% 2/1 679295AB1 643 355,000 PRN   DFND 1 355,000 0 0
OKTA INC NOTE 0.250% 2/1 679295AB1 2,988 1,651,000 PRN   SOLE   1,651,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 1,718 1,390,000 PRN   DFND 1 1,390,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 7,447 6,023,000 PRN   SOLE   6,023,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 63 51,000 PRN   DFND 2 51,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 2,438 1,982,000 PRN   SOLE   1,982,000 0 0
ORACLE CORP COM 68389X105 307 5,723 SH   SOLE   5,723 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 121 120,000 PRN   DFND 2 120,000 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 3,988 3,944,000 PRN   SOLE   3,944,000 0 0
PACIRA PHARMACEUTICALS INC NOTE 2.375% 4/0 695127AD2 1,191 1,210,000 PRN   DFND 1 1,210,000 0 0
PACIRA PHARMACEUTICALS INC NOTE 2.375% 4/0 695127AD2 5,933 6,028,000 PRN   SOLE   6,028,000 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 625 284,000 PRN   SOLE   284,000 0 0
PAYPAL HLDGS INC COM 70450Y103 388 3,716 SH   SOLE   3,716 0 0
PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 726 780,000 PRN   DFND 1 780,000 0 0
PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 3,597 3,865,000 PRN   SOLE   3,865,000 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 110 110,000 PRN   DFND 2 110,000 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 5,138 5,140,000 PRN   SOLE   5,140,000 0 0
PEPSICO INC COM 713448108 444 3,616 SH   SOLE   3,616 0 0
PERKINELMER INC COM 714046109 224 2,300 SH   SOLE   2,300 0 0
PFIZER INC COM 717081103 848 19,931 SH   SOLE   19,931 0 0
PHILIP MORRIS INTL INC COM 718172109 216 2,433 SH   SOLE   2,433 0 0
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 2,936 3,050,000 PRN   SOLE   3,050,000 0 0
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 72 75,000 PRN   DFND 2 75,000 0 0
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 72 80,000 PRN   DFND 2 80,000 0 0
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 2,616 2,920,000 PRN   SOLE   2,920,000 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 1,162 860,000 PRN   DFND 1 860,000 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 19,777 14,634,000 PRN   SOLE   14,634,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 1,601 1,450,000 PRN   DFND 1 1,450,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 19,642 17,793,000 PRN   SOLE   17,793,000 0 0
PROCTER AND GAMBLE CO COM 742718109 749 7,189 SH   SOLE   7,189 0 0
PROSHARES TR PSHS ULTSH 20YRS 74347B201 27 845 SH   DFND 2 845 0 0
PROSHARES TR PSHS ULTSH 20YRS 74347B201 618 19,160 SH   SOLE   19,160 0 0
PROSHARES TR SHRT 20+YR TRE 74347X849 1,936 90,000 SH   SOLE   90,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 6.375% 3/0 74348TAT9 123 125,000 PRN   DFND 2 125,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 6.375% 3/0 74348TAT9 4,784 4,875,000 PRN   SOLE   4,875,000 0 0
Q2 HLDGS INC NOTE 0.750% 2/1 74736LAB5 4,650 3,539,000 PRN   SOLE   3,539,000 0 0
Q2 HLDGS INC NOTE 0.750% 2/1 74736LAB5 1,156 880,000 PRN   DFND 1 880,000 0 0
QTS RLTY TR INC 6.50% CON PFD B 74736A301 2,925 26,815 SH   SOLE   26,815 0 0
QTS RLTY TR INC 6.50% CON PFD B 74736A301 64 585 SH   DFND 2 585 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 99 119,000 PRN   DFND 2 119,000 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 3,072 3,701,000 PRN   SOLE   3,701,000 0 0
RAYTHEON CO COM NEW 755111507 386 2,135 SH   SOLE   2,135 0 0
REALPAGE INC NOTE 1.500%11/1 75606NAB5 86 56,000 PRN   DFND 2 56,000 0 0
REALPAGE INC NOTE 1.500%11/1 75606NAB5 2,731 1,774,000 PRN   SOLE   1,774,000 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 7,755 3,125,000 PRN   SOLE   3,125,000 0 0
REDFIN CORP NOTE 1.750% 7/1 75737FAA6 696 726,000 PRN   SOLE   726,000 0 0
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 96 101,000 PRN   DFND 2 101,000 0 0
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 3,091 3,241,000 PRN   SOLE   3,241,000 0 0
REDWOOD TR INC NOTE 5.625% 7/1 758075AD7 1,752 1,795,000 PRN   SOLE   1,795,000 0 0
REDWOOD TR INC NOTE 5.625% 7/1 758075AD7 54 55,000 PRN   DFND 2 55,000 0 0
RESTORATION HARDWARE HLDGS I DBCV 7/1 761283AC4 706 647,000 PRN   SOLE   647,000 0 0
RETROPHIN INC NOTE 2.500% 9/1 761299AB2 2,609 2,799,000 PRN   SOLE   2,799,000 0 0
RETROPHIN INC NOTE 2.500% 9/1 761299AB2 80 86,000 PRN   DFND 2 86,000 0 0
RINGCENTRAL INC NOTE 3/1 76680RAD9 1,269 890,000 PRN   DFND 1 890,000 0 0
RINGCENTRAL INC NOTE 3/1 76680RAD9 7,013 4,918,000 PRN   SOLE   4,918,000 0 0
ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 3,450 3,454,000 PRN   SOLE   3,454,000 0 0
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 950 958,000 PRN   SOLE   958,000 0 0
RWT HLDGS INC NOTE 5.625%11/1 749772AB5 287 287,000 PRN   SOLE   287,000 0 0
SALESFORCE COM INC COM 79466L302 386 2,422 SH   SOLE   2,422 0 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 1,083 600,000 PRN   DFND 1 600,000 0 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 5,725 3,172,000 PRN   SOLE   3,172,000 0 0
SEACOR HOLDINGS INC NOTE 3.000%11/1 81170YAB5 395 405,000 PRN   SOLE   405,000 0 0
SEACOR HOLDINGS INC NOTE 3.250% 5/1 811904AN1 92 102,000 PRN   DFND 2 102,000 0 0
SEACOR HOLDINGS INC NOTE 3.250% 5/1 811904AN1 4,925 5,481,000 PRN   SOLE   5,481,000 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 1,660 28,553 SH   SOLE   28,553 0 0
SEMPRA ENERGY 6% PFD CONV A 816851406 2,352 22,250 SH   DFND 1 22,250 0 0
SEMPRA ENERGY 6% PFD CONV A 816851406 10,322 97,655 SH   SOLE   97,655 0 0
SERVICENOW INC COM 81762P102 204 826 SH   SOLE   826 0 0
SERVICENOW INC NOTE 6/0 81762PAC6 2,112 1,140,000 PRN   DFND 1 1,140,000 0 0
SERVICENOW INC NOTE 6/0 81762PAC6 9,760 5,267,000 PRN   SOLE   5,267,000 0 0
SHIP FIN INTL LTD NOTE 4.875% 5/0 824689AG8 43 44,000 PRN   DFND 2 44,000 0 0
SHIP FIN INTL LTD NOTE 4.875% 5/0 824689AG8 2,172 2,197,000 PRN   SOLE   2,197,000 0 0
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 977 900,000 PRN   DFND 1 900,000 0 0
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 4,702 4,333,000 PRN   SOLE   4,333,000 0 0
SOUTH JERSEY INDS INC UNIT 99/99/9999 838518116 2,658 51,658 SH   SOLE   51,658 0 0
SOUTH JERSEY INDS INC UNIT 99/99/9999 838518116 64 1,253 SH   DFND 2 1,253 0 0
SPDR SERIES TRUST S&P RETAIL ETF 78464A714 214 4,691 SH   SOLE   4,691 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 2,172 2,176,000 PRN   SOLE   2,176,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 659 660,000 PRN   SOLE   660,000 0 0
SQUARE INC NOTE 0.375% 3/0 852234AB9 990 303,000 PRN   SOLE   303,000 0 0
STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 842 8,625 SH   DFND 1 8,625 0 0
STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 4,124 42,179 SH   SOLE   42,179 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 128 156,000 PRN   DFND 2 156,000 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 4,806 5,844,000 PRN   SOLE   5,844,000 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 73 79,000 PRN   DFND 2 79,000 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 3,157 3,421,000 PRN   SOLE   3,421,000 0 0
TEAM INC NOTE 5.000% 8/0 878155AE0 81 75,000 PRN   DFND 2 75,000 0 0
TEAM INC NOTE 5.000% 8/0 878155AE0 2,590 2,400,000 PRN   SOLE   2,400,000 0 0
TELADOC HEALTH INC NOTE 3.000%12/1 87918AAB1 890 601,000 PRN   SOLE   601,000 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 2,104 2,047,000 PRN   SOLE   2,047,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 4,583 4,200,000 PRN   SOLE   4,200,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 1,206 1,105,000 PRN   DFND 1 1,105,000 0 0
TEXAS INSTRS INC COM 882508104 340 3,219 SH   SOLE   3,219 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 50 52,000 PRN   DFND 2 52,000 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 2,626 2,711,000 PRN   SOLE   2,711,000 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 136 134,000 PRN   DFND 2 134,000 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 5,469 5,391,000 PRN   SOLE   5,391,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 416 1,525 SH   SOLE   1,525 0 0
TJX COS INC NEW COM 872540109 323 6,091 SH   SOLE   6,091 0 0
TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 944 845,000 PRN   DFND 1 845,000 0 0
TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 3,806 3,403,000 PRN   SOLE   3,403,000 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 1,603 1,631,000 PRN   SOLE   1,631,000 0 0
UNION PACIFIC CORP COM 907818108 492 2,934 SH   SOLE   2,934 0 0
UNITED TECHNOLOGIES CORP COM 913017109 245 1,898 SH   SOLE   1,898 0 0
UNITEDHEALTH GROUP INC COM 91324P102 868 3,513 SH   SOLE   3,513 0 0
V F CORP COM 918204108 211 2,418 SH   SOLE   2,418 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 51 60,000 PRN   DFND 2 60,000 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 2,039 2,390,000 PRN   SOLE   2,390,000 0 0
VERASTEM INC NOTE 5.000%11/0 92337CAA2 39 50,000 PRN   DFND 2 50,000 0 0
VERASTEM INC NOTE 5.000%11/0 92337CAA2 1,754 2,232,000 PRN   SOLE   2,232,000 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 1,388 1,260,000 PRN   DFND 1 1,260,000 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 6,498 5,902,000 PRN   SOLE   5,902,000 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 706 11,928 SH   SOLE   11,928 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 1,435 1,275,000 PRN   DFND 1 1,275,000 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 5,996 5,325,000 PRN   SOLE   5,325,000 0 0
VIRTUS INVT PARTNERS INC PFD CV SER D 92828Q208 2,707 30,807 SH   SOLE   30,807 0 0
VIRTUS INVT PARTNERS INC PFD CV SER D 92828Q208 83 945 SH   DFND 2 945 0 0
VISA INC COM CL A 92826C839 619 3,968 SH   SOLE   3,968 0 0
VISTRA ENERGY CORP UNIT 02/02/2024 92840M300 108 1,100 SH   DFND 2 1,100 0 0
VISTRA ENERGY CORP UNIT 02/02/2024 92840M300 4,325 43,900 SH   SOLE   43,900 0 0
WALMART INC COM 931142103 256 2,622 SH   SOLE   2,622 0 0
WAYFAIR INC NOTE 0.375% 9/0 94419LAB7 216 141,000 PRN   DFND 2 141,000 0 0
WAYFAIR INC NOTE 0.375% 9/0 94419LAB7 8,840 5,768,000 PRN   SOLE   5,768,000 0 0
WELLS FARGO & CO MTNF 0.125% 2/2 94986RVY4 1,002 1,031,000 PRN   SOLE   1,031,000 0 0
WELLS FARGO CO NEW COM 949746101 385 7,954 SH   SOLE   7,954 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 5,131 3,970 SH   DFND 1 3,970 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 111 86 SH   DFND 2 86 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 27,640 21,387 SH   SOLE   21,387 0 0
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 108 112,000 PRN   SOLE   112,000 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 1,334 1,380,000 PRN   DFND 1 1,380,000 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 4,698 4,862,000 PRN   SOLE   4,862,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 151 107,000 PRN   DFND 2 107,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 19,307 13,676,000 PRN   SOLE   13,676,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 2,598 1,840,000 PRN   DFND 1 1,840,000 0 0
WORLD WRESTLING ENTMT INC NOTE 3.375%12/1 98156QAB4 864 245,000 PRN   DFND 1 245,000 0 0
WORLD WRESTLING ENTMT INC NOTE 3.375%12/1 98156QAB4 4,212 1,195,000 PRN   SOLE   1,195,000 0 0
WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 108 70,000 PRN   DFND 2 70,000 0 0
WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 6,859 4,424,000 PRN   SOLE   4,424,000 0 0
ZENDESK INC NOTE 0.250% 3/1 98936JAB7 1,485 1,020,000 PRN   DFND 1 1,020,000 0 0
ZENDESK INC NOTE 0.250% 3/1 98936JAB7 7,329 5,033,000 PRN   SOLE   5,033,000 0 0
ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 79 87,000 PRN   SOLE   87,000 0 0
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 719 705,000 PRN   DFND 1 705,000 0 0
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 116 114,000 PRN   DFND 2 114,000 0 0
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 6,910 6,771,000 PRN   SOLE   6,771,000 0 0