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
ABBOTT LABS COM 002824100 418 5,293 SH   SOLE   5,293 0 0
ABBVIE INC COM 00287Y109 256 3,341 SH   SOLE   3,341 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 206 1,261 SH   SOLE   1,261 0 0
ADOBE INC COM 00724F101 298 931 SH   SOLE   931 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 1,347 235,000 PRN   DFND 1 235,000 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 7,944 1,386,000 PRN   SOLE   1,386,000 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 266 161,000 PRN   DFND 2 161,000 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 574 348,000 PRN   DFND 3 348,000 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 1,053 636,000 PRN   SOLE   636,000 0 0
AIR PRODS & CHEMS INC COM 009158106 266 1,326 SH   SOLE   1,326 0 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 188 222,000 PRN   DFND 2 222,000 0 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 452 535,000 PRN   DFND 3 535,000 0 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 206 243,000 PRN   SOLE   243,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 2,729 2,445,000 PRN   DFND 1 2,445,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 18,193 16,300,000 PRN   SOLE   16,300,000 0 0
ALPHABET INC CAP STK CL A 02079K305 1,387 1,194 SH   SOLE   1,194 0 0
ALZA CORP SDCV 7/2 02261WAB5 182 101,000 PRN   SOLE   101,000 0 0
AMAZON COM INC COM 023135106 1,724 884 SH   SOLE   884 0 0
AMERICAN ELEC PWR CO INC UNIT 03/15/2022 025537127 884 18,325 SH   DFND 1 18,325 0 0
AMERICAN ELEC PWR CO INC UNIT 03/15/2022 025537127 5,602 116,105 SH   SOLE   116,105 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 5,491 5,631,000 PRN   SOLE   5,631,000 0 0
AMGEN INC COM 031162100 427 2,101 SH   SOLE   2,101 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 162 233,000 PRN   DFND 2 233,000 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 594 857,000 PRN   DFND 3 857,000 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 675 974,000 PRN   SOLE   974,000 0 0
APOLLO COML REAL EST FIN INC NOTE 5.375%10/1 03762UAC9 1,405 2,104,000 PRN   SOLE   2,104,000 0 0
APOLLO COML REAL EST FIN INC NOTE 5.375%10/1 03762UAC9 403 603,000 PRN   DFND 2 603,000 0 0
APOLLO COML REAL EST FIN INC NOTE 5.375%10/1 03762UAC9 1,097 1,643,000 PRN   DFND 3 1,643,000 0 0
APPLE INC COM 037833100 2,212 8,698 SH   SOLE   8,698 0 0
ARES CAPITAL CORP COM 04010L103 122 11,338 SH   SOLE   11,338 0 0
ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 7,246 8,043,000 PRN   SOLE   8,043,000 0 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 6,283 7,258,000 PRN   SOLE   7,258,000 0 0
ASSURANT INC 6.50% CONV PFD D 04621X207 510 4,825 SH   SOLE   4,825 0 0
AT&T INC COM 00206R102 449 15,381 SH   SOLE   15,381 0 0
AVANTOR INC 6.25 PFD CNV SR 05352A209 761 16,940 SH   DFND 1 16,940 0 0
AVANTOR INC 6.25 PFD CNV SR 05352A209 4,087 90,998 SH   SOLE   90,998 0 0
BECTON DICKINSON & CO PFD SHS CONV A 075887208 2,018 36,750 SH   DFND 1 36,750 0 0
BECTON DICKINSON & CO PFD SHS CONV A 075887208 12,648 230,370 SH   SOLE   230,370 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 694 3,787 SH   SOLE   3,787 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 5,679 5,456,000 PRN   SOLE   5,456,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 1,379 1,325,000 PRN   DFND 1 1,325,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 1,224 1,155,000 PRN   SOLE   1,155,000 0 0
BK OF AMERICA CORP 7.25%CNV PFD L 060505682 21,064 16,640 SH   SOLE   16,640 0 0
BK OF AMERICA CORP 7.25%CNV PFD L 060505682 3,703 2,925 SH   DFND 1 2,925 0 0
BK OF AMERICA CORP COM 060505104 520 24,535 SH   SOLE   24,535 0 0
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 1,147 1,475,000 PRN   DFND 1 1,475,000 0 0
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 6,536 8,406,000 PRN   SOLE   8,406,000 0 0
BOINGO WIRELESS INC NOTE 1.000%10/0 09739CAB8 250 281,000 PRN   DFND 2 281,000 0 0
BOINGO WIRELESS INC NOTE 1.000%10/0 09739CAB8 784 882,000 PRN   DFND 3 882,000 0 0
BOINGO WIRELESS INC NOTE 1.000%10/0 09739CAB8 988 1,112,000 PRN   SOLE   1,112,000 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 253 4,516 SH   SOLE   4,516 0 0
BROADCOM INC 8% CNV PFD SER A 11135F200 2,906 3,110 SH   DFND 1 3,110 0 0
BROADCOM INC 8% CNV PFD SER A 11135F200 19,544 20,919 SH   SOLE   20,919 0 0
BROADCOM INC COM 11135F101 232 979 SH   SOLE   979 0 0
CHANGE HEALTHCARE INC UNIT 99/99/9999 15912K209 3,938 95,857 SH   SOLE   95,857 0 0
CHANGE HEALTHCARE INC UNIT 99/99/9999 15912K209 426 10,356 SH   DFND 3 10,356 0 0
CHANGE HEALTHCARE INC UNIT 99/99/9999 15912K209 194 4,717 SH   DFND 2 4,717 0 0
CHANGE HEALTHCARE INC UNIT 99/99/9999 15912K209 772 18,778 SH   DFND 1 18,778 0 0
CHEGG INC NOTE 0.250% 5/1 163092AB5 678 476,000 PRN   DFND 3 476,000 0 0
CHEGG INC NOTE 0.250% 5/1 163092AB5 1,427 1,003,000 PRN   SOLE   1,003,000 0 0
CHEGG INC NOTE 0.250% 5/1 163092AB5 350 246,000 PRN   DFND 2 246,000 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 322 715,000 PRN   DFND 1 715,000 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 360 799,000 PRN   DFND 2 799,000 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 974 2,164,000 PRN   DFND 3 2,164,000 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 3,448 7,661,000 PRN   SOLE   7,661,000 0 0
CHEVRON CORP NEW COM 166764100 240 3,302 SH   SOLE   3,302 0 0
CISCO SYS INC COM 17275R102 461 11,728 SH   SOLE   11,728 0 0
CITIGROUP INC COM NEW 172967424 320 7,562 SH   SOLE   7,562 0 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 1,066 1,570,000 PRN   SOLE   1,570,000 0 0
COCA COLA CO COM 191216100 459 10,354 SH   SOLE   10,354 0 0
COLFAX CORP UNIT 01/15/2022T 194014205 497 5,415 SH   DFND 1 5,415 0 0
COLFAX CORP UNIT 01/15/2022T 194014205 2,306 25,098 SH   SOLE   25,098 0 0
COLONY CAP INC NOTE 5.000% 4/1 19624RAA4 239 310,000 PRN   SOLE   310,000 0 0
COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625XAB8 884 830,000 PRN   DFND 1 830,000 0 0
COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625XAB8 3,917 3,677,000 PRN   SOLE   3,677,000 0 0
COMCAST CORP NEW CL A 20030N101 385 11,229 SH   SOLE   11,229 0 0
CONMED CORP NOTE 2.625% 2/0 207410AF8 819 885,000 PRN   DFND 1 885,000 0 0
CONMED CORP NOTE 2.625% 2/0 207410AF8 4,394 4,746,000 PRN   SOLE   4,746,000 0 0
COSTCO WHSL CORP NEW COM 22160K105 386 1,350 SH   SOLE   1,350 0 0
COUPA SOFTWARE INC NOTE 0.375% 1/1 22266LAB2 214 69,000 PRN   SOLE   69,000 0 0
CREE INC NOTE 0.875% 9/0 225447AB7 564 618,000 PRN   DFND 2 618,000 0 0
CREE INC NOTE 0.875% 9/0 225447AB7 1,362 1,493,000 PRN   DFND 3 1,493,000 0 0
CREE INC NOTE 0.875% 9/0 225447AB7 3,176 3,484,000 PRN   SOLE   3,484,000 0 0
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 11,543 8,912 SH   SOLE   8,912 0 0
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 2,248 1,735 SH   DFND 1 1,735 0 0
CSG SYS INTL INC NOTE 4.250% 3/1 126349AF6 1,552 1,537,000 PRN   SOLE   1,537,000 0 0
DANAHER CORPORATION 4.75 MND CV PFD 235851300 1,903 1,825 SH   DFND 1 1,825 0 0
DANAHER CORPORATION 4.75 MND CV PFD 235851300 12,270 11,770 SH   SOLE   11,770 0 0
DANAHER CORPORATION COM 235851102 314 2,266 SH   SOLE   2,266 0 0
DANAHER CORPORATION DBCV 1/2 235851AF9 880 167,000 PRN   SOLE   167,000 0 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 2,768 1,600,000 PRN   DFND 1 1,600,000 0 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 15,436 8,922,000 PRN   SOLE   8,922,000 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 1,969 2,425,000 PRN   DFND 1 2,425,000 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 10,826 13,336,000 PRN   SOLE   13,336,000 0 0
DISNEY WALT CO COM DISNEY 254687106 425 4,383 SH   SOLE   4,383 0 0
DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 1,194 850,000 PRN   DFND 1 850,000 0 0
DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 4,994 3,556,000 PRN   SOLE   3,556,000 0 0
DOMINION ENERGY INC UNIT 99/99/9999 25746U133 1,406 15,000 SH   DFND 1 15,000 0 0
DOMINION ENERGY INC UNIT 99/99/9999 25746U133 7,425 79,208 SH   SOLE   79,208 0 0
DTE ENERGY CO UNIT 11/01/2022S 233331842 534 13,550 SH   SOLE   13,550 0 0
ELANCO ANIMAL HEALTH INC UNIT 02/01/2023T 28414H202 668 16,240 SH   DFND 1 16,240 0 0
ELANCO ANIMAL HEALTH INC UNIT 02/01/2023T 28414H202 3,524 85,680 SH   SOLE   85,680 0 0
ENCORE CAP EUROPE FIN LTD NOTE 4.500% 9/0 29260UAA5 187 251,000 PRN   DFND 2 251,000 0 0
ENCORE CAP EUROPE FIN LTD NOTE 4.500% 9/0 29260UAA5 579 778,000 PRN   DFND 3 778,000 0 0
ENCORE CAP EUROPE FIN LTD NOTE 4.500% 9/0 29260UAA5 662 890,000 PRN   SOLE   890,000 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 304 339,000 PRN   DFND 2 339,000 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 809 903,000 PRN   DFND 3 903,000 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 1,053 1,176,000 PRN   SOLE   1,176,000 0 0
ENERGIZER HLDGS INC NEW 7.5 MCNV PFD A 29272W208 485 7,150 SH   DFND 1 7,150 0 0
ENERGIZER HLDGS INC NEW 7.5 MCNV PFD A 29272W208 2,214 32,615 SH   SOLE   32,615 0 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 1,073 1,050,000 PRN   DFND 1 1,050,000 0 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 385 377,000 PRN   DFND 2 377,000 0 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 933 913,000 PRN   DFND 3 913,000 0 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 5,201 5,091,000 PRN   SOLE   5,091,000 0 0
ESSENTIAL UTILS INC UNIT 04/30/2022 29670G201 899 16,515 SH   DFND 1 16,515 0 0
ESSENTIAL UTILS INC UNIT 04/30/2022 29670G201 4,124 75,735 SH   SOLE   75,735 0 0
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 10,282 11,469,000 PRN   SOLE   11,469,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 1,239 1,475,000 PRN   DFND 1 1,475,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 187 222,000 PRN   DFND 2 222,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 450 535,000 PRN   DFND 3 535,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 6,452 7,676,000 PRN   SOLE   7,676,000 0 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 239 220,000 PRN   DFND 2 220,000 0 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 722 666,000 PRN   DFND 3 666,000 0 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 1,394 1,287,000 PRN   SOLE   1,287,000 0 0
FACEBOOK INC CL A 30303M102 953 5,709 SH   SOLE   5,709 0 0
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 325 385,000 PRN   SOLE   385,000 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 224 248,000 PRN   DFND 2 248,000 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 339 376,000 PRN   DFND 3 376,000 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 877 972,000 PRN   SOLE   972,000 0 0
FIRST TR EXCHANGE-TRADED FD CAP STRENGTH ETF 33733E104 2,342 47,096 SH   SOLE   47,096 0 0
FIRST TR EXCHANGE-TRADED FD FST LOW OPPT EFT 33739Q200 539 10,563 SH   SOLE   10,563 0 0
FIRST TR EXCHANGE-TRADED FD SSI STRG ETF 33739Q507 284 9,930 SH   SOLE   9,930 0 0
FORTIVE CORP 5% PFD CNV SER A 34959J207 950 1,300 SH   DFND 1 1,300 0 0
FORTIVE CORP 5% PFD CNV SER A 34959J207 4,696 6,427 SH   SOLE   6,427 0 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 109 119,000 PRN   DFND 2 119,000 0 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 237 258,000 PRN   DFND 3 258,000 0 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 21,257 23,107,000 PRN   SOLE   23,107,000 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 1,369 1,050,000 PRN   DFND 1 1,050,000 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 678 520,000 PRN   DFND 2 520,000 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 1,797 1,378,000 PRN   DFND 3 1,378,000 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 9,080 6,964,000 PRN   SOLE   6,964,000 0 0
GILEAD SCIENCES INC COM 375558103 237 3,188 SH   SOLE   3,188 0 0
GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 534 971,000 PRN   SOLE   971,000 0 0
GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 446 810,000 PRN   DFND 3 810,000 0 0
GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 120 219,000 PRN   DFND 2 219,000 0 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 4,138 4,295,000 PRN   SOLE   4,295,000 0 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 1,021 1,060,000 PRN   DFND 1 1,060,000 0 0
HANNON ARMSTRONG SUST INFR C NOTE 4.125% 9/0 41068XAB6 296 312,000 PRN   SOLE   312,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 334 510,000 PRN   DFND 1 510,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 179 273,000 PRN   DFND 2 273,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 486 742,000 PRN   DFND 3 742,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 2,095 3,194,000 PRN   SOLE   3,194,000 0 0
HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 2,597 3,236,000 PRN   SOLE   3,236,000 0 0
HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 4,840 5,377,000 PRN   SOLE   5,377,000 0 0
HOME DEPOT INC COM 437076102 698 3,740 SH   SOLE   3,740 0 0
HONEYWELL INTL INC COM 438516106 251 1,863 SH   SOLE   1,863 0 0
HOPE BANCORP INC NOTE 2.000% 5/1 43940TAB5 2,204 2,691,000 PRN   SOLE   2,691,000 0 0
HOPE BANCORP INC NOTE 2.000% 5/1 43940TAB5 634 774,000 PRN   DFND 2 774,000 0 0
HOPE BANCORP INC NOTE 2.000% 5/1 43940TAB5 1,748 2,135,000 PRN   DFND 3 2,135,000 0 0
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 1,266 1,085,000 PRN   DFND 1 1,085,000 0 0
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 5,831 5,001,000 PRN   SOLE   5,001,000 0 0
II VI INC NOTE 0.250% 9/0 902104AB4 664 725,000 PRN   DFND 1 725,000 0 0
II VI INC NOTE 0.250% 9/0 902104AB4 558 609,000 PRN   DFND 2 609,000 0 0
II VI INC NOTE 0.250% 9/0 902104AB4 1,346 1,470,000 PRN   DFND 3 1,470,000 0 0
II VI INC NOTE 0.250% 9/0 902104AB4 3,873 4,227,000 PRN   SOLE   4,227,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 812 665,000 PRN   DFND 1 665,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 12,152 9,949,000 PRN   SOLE   9,949,000 0 0
ILLUMINA INC NOTE 8/1 452327AK5 689 720,000 PRN   DFND 1 720,000 0 0
ILLUMINA INC NOTE 8/1 452327AK5 19,342 20,209,000 PRN   SOLE   20,209,000 0 0
INPHI CORP NOTE 0.750% 9/0 45772FAC1 5,791 3,949,000 PRN   SOLE   3,949,000 0 0
INPHI CORP NOTE 0.750% 9/0 45772FAC1 1,210 825,000 PRN   DFND 1 825,000 0 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 38 19,000 PRN   SOLE   19,000 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 4,079 4,881,000 PRN   SOLE   4,881,000 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 771 923,000 PRN   DFND 3 923,000 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 196 235,000 PRN   DFND 2 235,000 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 493 590,000 PRN   DFND 1 590,000 0 0
INSULET CORP NOTE 1.375%11/1 45784PAH4 597 325,000 PRN   DFND 1 325,000 0 0
INSULET CORP NOTE 1.375%11/1 45784PAH4 3,951 2,150,000 PRN   SOLE   2,150,000 0 0
INTEL CORP COM 458140100 523 9,653 SH   SOLE   9,653 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 2.000% 5/1 45845PAB4 851 1,000,000 PRN   DFND 1 1,000,000 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 2.000% 5/1 45845PAB4 4,163 4,896,000 PRN   SOLE   4,896,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 363 4,516 SH   SOLE   4,516 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 223 2,009 SH   SOLE   2,009 0 0
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 553 14,500 SH   DFND 1 14,500 0 0
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 2,856 74,780 SH   SOLE   74,780 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 555 527,000 PRN   SOLE   527,000 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 473 449,000 PRN   DFND 2 449,000 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 1,288 1,224,000 PRN   DFND 3 1,224,000 0 0
ISHARES TR 1 3 YR TREAS BD 464287457 488 5,622 SH   SOLE   5,622 0 0
ISHARES TR CORE S&P500 ETF 464287200 60,447 233,921 SH   SOLE   233,921 0 0
ISHARES TR CORE US AGGBD ET 464287226 27,748 240,544 SH   SOLE   240,544 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 541 11,074 SH   SOLE   11,074 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 413 4,162 SH   SOLE   4,162 0 0
ISHARES TR U.S. REAL ES ETF 464287739 992 14,260 SH   SOLE   14,260 0 0
ISHARES TR U.S. TECH ETF 464287721 4,795 23,468 SH   SOLE   23,468 0 0
ISHARES TR US HLTHCARE ETF 464287762 2,440 12,993 SH   SOLE   12,993 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 610 606,000 PRN   SOLE   606,000 0 0
ISTAR INC NOTE 3.125% 9/1 45031UCB5 328 335,000 PRN   DFND 2 335,000 0 0
ISTAR INC NOTE 3.125% 9/1 45031UCB5 966 987,000 PRN   DFND 3 987,000 0 0
ISTAR INC NOTE 3.125% 9/1 45031UCB5 419 428,000 PRN   SOLE   428,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 872 920,000 PRN   DFND 3 920,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 1,025 1,082,000 PRN   SOLE   1,082,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 235 248,000 PRN   DFND 2 248,000 0 0
JOHNSON & JOHNSON COM 478160104 821 6,251 SH   SOLE   6,251 0 0
JPMORGAN CHASE & CO COM 46625H100 1,005 11,150 SH   SOLE   11,150 0 0
KAMAN CORP NOTE 3.250% 5/0 483548AF0 1,116 1,175,000 PRN   DFND 1 1,175,000 0 0
KAMAN CORP NOTE 3.250% 5/0 483548AF0 242 255,000 PRN   DFND 2 255,000 0 0
KAMAN CORP NOTE 3.250% 5/0 483548AF0 683 719,000 PRN   DFND 3 719,000 0 0
KAMAN CORP NOTE 3.250% 5/0 483548AF0 6,058 6,371,000 PRN   SOLE   6,371,000 0 0
KBR INC NOTE 2.500%11/0 48242WAB2 959 925,000 PRN   DFND 1 925,000 0 0
KBR INC NOTE 2.500%11/0 48242WAB2 4,020 3,878,000 PRN   SOLE   3,878,000 0 0
KIMBERLY CLARK CORP COM 494368103 1,111 8,685 SH   SOLE   8,685 0 0
KKR REAL ESTATE FIN TR INC NOTE 6.125% 5/1 48251KAB6 265 323,000 PRN   DFND 2 323,000 0 0
KKR REAL ESTATE FIN TR INC NOTE 6.125% 5/1 48251KAB6 726 885,000 PRN   DFND 3 885,000 0 0
KKR REAL ESTATE FIN TR INC NOTE 6.125% 5/1 48251KAB6 855 1,042,000 PRN   SOLE   1,042,000 0 0
KNOWLES CORP NOTE 3.250%11/0 49926DAB5 367 357,000 PRN   DFND 2 357,000 0 0
KNOWLES CORP NOTE 3.250%11/0 49926DAB5 969 944,000 PRN   DFND 3 944,000 0 0
KNOWLES CORP NOTE 3.250%11/0 49926DAB5 2,390 2,329,000 PRN   SOLE   2,329,000 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 692 984,000 PRN   DFND 2 984,000 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 1,772 2,522,000 PRN   DFND 3 2,522,000 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 699 994,000 PRN   SOLE   994,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 543 575,000 PRN   DFND 1 575,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 3,355 3,555,000 PRN   SOLE   3,555,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 1,016 1,075,000 PRN   DFND 1 1,075,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 4,961 5,247,000 PRN   SOLE   5,247,000 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 678 821,000 PRN   DFND 2 821,000 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 1,839 2,227,000 PRN   DFND 3 2,227,000 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 786 952,000 PRN   SOLE   952,000 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 832 875,000 PRN   DFND 1 875,000 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 4,527 4,757,000 PRN   SOLE   4,757,000 0 0
LOCKHEED MARTIN CORP COM 539830109 232 685 SH   SOLE   685 0 0
LOEWS CORP COM 540424108 461 13,232 SH   SOLE   13,232 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 510 378,000 PRN   SOLE   378,000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 70 88,000 PRN   SOLE   88,000 0 0
MASTERCARD INC CL A 57636Q104 670 2,784 SH   SOLE   2,784 0 0
MCDONALDS CORP COM 580135101 372 2,247 SH   SOLE   2,247 0 0
MEDTRONIC PLC SHS G5960L103 301 3,357 SH   SOLE   3,357 0 0
MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 581 446,000 PRN   DFND 2 446,000 0 0
MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 1,374 1,054,000 PRN   DFND 3 1,054,000 0 0
MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 652 500,000 PRN   SOLE   500,000 0 0
MERCK & CO. INC COM 58933Y105 514 6,680 SH   SOLE   6,680 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 777 916,000 PRN   DFND 3 916,000 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 5,432 6,397,000 PRN   SOLE   6,397,000 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 294 346,000 PRN   DFND 2 346,000 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 900 1,060,000 PRN   DFND 1 1,060,000 0 0
MFA FINL INC NOTE 6.250% 6/1 55272XAA0 630 1,046,000 PRN   DFND 3 1,046,000 0 0
MFA FINL INC NOTE 6.250% 6/1 55272XAA0 712 1,183,000 PRN   SOLE   1,183,000 0 0
MFA FINL INC NOTE 6.250% 6/1 55272XAA0 163 271,000 PRN   DFND 2 271,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 1,388 970,000 PRN   DFND 1 970,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 7,580 5,299,000 PRN   SOLE   5,299,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 2,412 2,350,000 PRN   DFND 1 2,350,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 13,789 13,435,000 PRN   SOLE   13,435,000 0 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 5,438 1,289,000 PRN   SOLE   1,289,000 0 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 865 205,000 PRN   DFND 1 205,000 0 0
MICROSOFT CORP COM 594918104 2,654 16,834 SH   SOLE   16,834 0 0
MOMO INC NOTE 1.250% 7/0 60879BAB3 643 806,000 PRN   SOLE   806,000 0 0
MOMO INC NOTE 1.250% 7/0 60879BAB3 503 630,000 PRN   DFND 2 630,000 0 0
MOMO INC NOTE 1.250% 7/0 60879BAB3 1,448 1,814,000 PRN   DFND 3 1,814,000 0 0
MONGODB INC NOTE 0.750% 6/1 60937PAB2 1,609 784,000 PRN   SOLE   784,000 0 0
MONGODB INC NOTE 0.750% 6/1 60937PAB2 479 233,000 PRN   DFND 2 233,000 0 0
MONGODB INC NOTE 0.750% 6/1 60937PAB2 1,454 708,000 PRN   DFND 3 708,000 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 538 420,000 PRN   DFND 1 420,000 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 206 161,000 PRN   DFND 2 161,000 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 773 603,000 PRN   DFND 3 603,000 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 4,037 3,150,000 PRN   SOLE   3,150,000 0 0
NEW MTN FIN CORP NOTE 5.750% 8/1 647551AC4 329 403,000 PRN   DFND 2 403,000 0 0
NEW MTN FIN CORP NOTE 5.750% 8/1 647551AC4 913 1,118,000 PRN   DFND 3 1,118,000 0 0
NEW MTN FIN CORP NOTE 5.750% 8/1 647551AC4 1,167 1,429,000 PRN   SOLE   1,429,000 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 604 718,000 PRN   DFND 2 718,000 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 1,460 1,735,000 PRN   DFND 3 1,735,000 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 1,091 1,297,000 PRN   SOLE   1,297,000 0 0
NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944P307 1,801 43,588 SH   DFND 3 43,588 0 0
NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944P307 812 19,658 SH   SOLE   19,658 0 0
NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944P307 651 15,754 SH   DFND 2 15,754 0 0
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 508 1,270,000 PRN   DFND 3 1,270,000 0 0
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 617 1,542,000 PRN   SOLE   1,542,000 0 0
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 175 438,000 PRN   DFND 2 438,000 0 0
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 1,376 28,000 SH   DFND 1 28,000 0 0
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 10,170 206,910 SH   SOLE   206,910 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 1,720 39,000 SH   DFND 1 39,000 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 7,983 181,005 SH   SOLE   181,005 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 1,410 801,000 PRN   SOLE   801,000 0 0
NIKE INC CL B 654106103 232 2,800 SH   SOLE   2,800 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 904 120,000 PRN   DFND 1 120,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 19,665 2,609,000 PRN   SOLE   2,609,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 1,342 1,407,000 PRN   SOLE   1,407,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 1,338 1,405,000 PRN   DFND 3 1,405,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 555 583,000 PRN   DFND 2 583,000 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 761 797,000 PRN   DFND 3 797,000 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 760 796,000 PRN   SOLE   796,000 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 321 336,000 PRN   DFND 2 336,000 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 1,184 1,100,000 PRN   DFND 1 1,100,000 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 5,853 5,435,000 PRN   SOLE   5,435,000 0 0
NUTANIX INC NOTE 1/1 67059NAB4 227 276,000 PRN   SOLE   276,000 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 526 506,000 PRN   SOLE   506,000 0 0
NVIDIA CORP COM 67066G104 421 1,599 SH   SOLE   1,599 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 6,151 6,187,000 PRN   SOLE   6,187,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 220 221,000 PRN   DFND 2 221,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 648 652,000 PRN   DFND 3 652,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 2,300 2,314,000 PRN   SOLE   2,314,000 0 0
ORACLE CORP COM 68389X105 270 5,604 SH   SOLE   5,604 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 1,187 1,288,000 PRN   DFND 3 1,288,000 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 3,977 4,308,000 PRN   SOLE   4,308,000 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 761 825,000 PRN   DFND 1 825,000 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 441 478,000 PRN   DFND 2 478,000 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 1,460 1,525,000 PRN   DFND 1 1,525,000 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 332 347,000 PRN   DFND 2 347,000 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 800 836,000 PRN   DFND 3 836,000 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 12,630 13,188,000 PRN   SOLE   13,188,000 0 0
PAYPAL HLDGS INC COM 70450Y103 347 3,640 SH   SOLE   3,640 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 331 344,000 PRN   DFND 2 344,000 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 499 519,000 PRN   DFND 3 519,000 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 1,093 1,137,000 PRN   SOLE   1,137,000 0 0
PEPSICO INC COM 713448108 424 3,535 SH   SOLE   3,535 0 0
PERFICIENT INC NOTE 2.375% 9/1 71375UAB7 920 966,000 PRN   DFND 3 966,000 0 0
PERFICIENT INC NOTE 2.375% 9/1 71375UAB7 352 369,000 PRN   DFND 2 369,000 0 0
PERFICIENT INC NOTE 2.375% 9/1 71375UAB7 762 800,000 PRN   DFND 1 800,000 0 0
PERFICIENT INC NOTE 2.375% 9/1 71375UAB7 3,831 4,020,000 PRN   SOLE   4,020,000 0 0
PFIZER INC COM 717081103 633 19,483 SH   SOLE   19,483 0 0
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 297 306,000 PRN   DFND 2 306,000 0 0
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 715 737,000 PRN   DFND 3 737,000 0 0
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 929 957,000 PRN   SOLE   957,000 0 0
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 822 950,000 PRN   DFND 1 950,000 0 0
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 409 473,000 PRN   DFND 2 473,000 0 0
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 1,086 1,255,000 PRN   DFND 3 1,255,000 0 0
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 5,047 5,835,000 PRN   SOLE   5,835,000 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 952 860,000 PRN   DFND 1 860,000 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 11,426 10,326,000 PRN   SOLE   10,326,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 25,545 25,619,000 PRN   SOLE   25,619,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 673 675,000 PRN   DFND 1 675,000 0 0
PROCTER & GAMBLE CO COM 742718109 776 7,058 SH   SOLE   7,058 0 0
Q2 HLDGS INC NOTE 0.750% 2/1 74736LAB5 353 299,000 PRN   SOLE   299,000 0 0
QTS RLTY TR INC 6.50% CON PFD B 74736A301 606 4,625 SH   DFND 1 4,625 0 0
QTS RLTY TR INC 6.50% CON PFD B 74736A301 655 4,994 SH   DFND 2 4,994 0 0
QTS RLTY TR INC 6.50% CON PFD B 74736A301 1,267 9,664 SH   DFND 3 9,664 0 0
QTS RLTY TR INC 6.50% CON PFD B 74736A301 3,425 26,141 SH   SOLE   26,141 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 457 647,000 PRN   DFND 2 647,000 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 1,251 1,771,000 PRN   DFND 3 1,771,000 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 587 832,000 PRN   SOLE   832,000 0 0
RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 361 375,000 PRN   SOLE   375,000 0 0
RAPID7 INC NOTE 1.250% 8/0 753422AB0 267 220,000 PRN   DFND 2 220,000 0 0
RAPID7 INC NOTE 1.250% 8/0 753422AB0 665 549,000 PRN   DFND 3 549,000 0 0
RAPID7 INC NOTE 1.250% 8/0 753422AB0 280 231,000 PRN   SOLE   231,000 0 0
RAYTHEON CO COM NEW 755111507 274 2,086 SH   SOLE   2,086 0 0
REALPAGE INC NOTE 1.500%11/1 75606NAB5 150 110,000 PRN   DFND 2 110,000 0 0
REALPAGE INC NOTE 1.500%11/1 75606NAB5 468 343,000 PRN   SOLE   343,000 0 0
REALPAGE INC NOTE 1.500%11/1 75606NAB5 406 297,000 PRN   DFND 3 297,000 0 0
REDFIN CORP NOTE 1.750% 7/1 75737FAA6 529 583,000 PRN   SOLE   583,000 0 0
REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 974 925,000 PRN   DFND 1 925,000 0 0
REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 4,649 4,414,000 PRN   SOLE   4,414,000 0 0
RETROPHIN INC NOTE 2.500% 9/1 761299AB2 281 368,000 PRN   DFND 2 368,000 0 0
RETROPHIN INC NOTE 2.500% 9/1 761299AB2 725 949,000 PRN   DFND 3 949,000 0 0
RETROPHIN INC NOTE 2.500% 9/1 761299AB2 942 1,233,000 PRN   SOLE   1,233,000 0 0
RH NOTE 6/1 74967XAA1 990 1,230,000 PRN   DFND 1 1,230,000 0 0
RH NOTE 6/1 74967XAA1 5,279 6,556,000 PRN   SOLE   6,556,000 0 0
RINGCENTRAL INC NOTE 3/1 76680RAD9 1,105 427,000 PRN   DFND 1 427,000 0 0
RINGCENTRAL INC NOTE 3/1 76680RAD9 6,390 2,470,000 PRN   SOLE   2,470,000 0 0
SALESFORCE COM INC COM 79466L302 342 2,374 SH   SOLE   2,374 0 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 662 436,000 PRN   DFND 1 436,000 0 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 3,910 2,573,000 PRN   SOLE   2,573,000 0 0
SEACOR HOLDINGS INC NOTE 3.000%11/1 81170YAB5 148 150,000 PRN   SOLE   150,000 0 0
SEACOR HOLDINGS INC NOTE 3.250% 5/1 811904AN1 527 694,000 PRN   DFND 2 694,000 0 0
SEACOR HOLDINGS INC NOTE 3.250% 5/1 811904AN1 1,442 1,900,000 PRN   DFND 3 1,900,000 0 0
SEACOR HOLDINGS INC NOTE 3.250% 5/1 811904AN1 1,523 2,006,000 PRN   SOLE   2,006,000 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 1,372 24,750 SH   SOLE   24,750 0 0
SEMPRA ENERGY 6% PFD CONV A 816851406 1,830 19,500 SH   DFND 1 19,500 0 0
SEMPRA ENERGY 6% PFD CONV A 816851406 8,901 94,852 SH   SOLE   94,852 0 0
SERVICENOW INC COM 81762P102 234 814 SH   SOLE   814 0 0
SERVICENOW INC NOTE 6/0 81762PAC6 1,309 615,000 PRN   DFND 1 615,000 0 0
SERVICENOW INC NOTE 6/0 81762PAC6 8,602 4,041,000 PRN   SOLE   4,041,000 0 0
SHIP FIN INTL LTD NOTE 4.875% 5/0 824689AG8 1,102 1,217,000 PRN   SOLE   1,217,000 0 0
SHIP FIN INTL LTD NOTE 4.875% 5/0 824689AG8 304 336,000 PRN   DFND 2 336,000 0 0
SHIP FIN INTL LTD NOTE 4.875% 5/0 824689AG8 857 947,000 PRN   DFND 3 947,000 0 0
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 2,607 2,358,000 PRN   SOLE   2,358,000 0 0
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 304 275,000 PRN   DFND 1 275,000 0 0
SOUTHERN CO UNIT 08/01/2022 842587602 1,328 28,875 SH   DFND 1 28,875 0 0
SOUTHERN CO UNIT 08/01/2022 842587602 7,333 159,500 SH   SOLE   159,500 0 0
SPDR SER TR BLMBRG BRC CNVRT 78464A359 7,365 153,929 SH   SOLE   153,929 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 613 660,000 PRN   SOLE   660,000 0 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 2,039 1,900,000 PRN   DFND 1 1,900,000 0 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 12,801 11,930,000 PRN   SOLE   11,930,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 385 352,000 PRN   DFND 2 352,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 1,108 1,014,000 PRN   DFND 3 1,014,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 2,091 1,915,000 PRN   SOLE   1,915,000 0 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 1,481 1,435,000 PRN   DFND 3 1,435,000 0 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 11,215 10,866,000 PRN   SOLE   10,866,000 0 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 1,419 1,375,000 PRN   DFND 1 1,375,000 0 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 613 594,000 PRN   DFND 2 594,000 0 0
STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 1,326 18,250 SH   SOLE   18,250 0 0
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 1,569 22,425 SH   DFND 1 22,425 0 0
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 7,857 112,251 SH   SOLE   112,251 0 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 474 572,000 PRN   SOLE   572,000 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 1,832 2,207,000 PRN   DFND 3 2,207,000 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 2,104 2,534,000 PRN   SOLE   2,534,000 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 630 759,000 PRN   DFND 2 759,000 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 7,872 7,572,000 PRN   SOLE   7,572,000 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 1,076 1,035,000 PRN   DFND 1 1,035,000 0 0
TELADOC HEALTH INC NOTE 1.375% 5/1 87918AAC9 1,625 560,000 PRN   DFND 1 560,000 0 0
TELADOC HEALTH INC NOTE 1.375% 5/1 87918AAC9 6,907 2,380,000 PRN   SOLE   2,380,000 0 0
TELADOC HEALTH INC NOTE 3.000%12/1 87918AAB1 1,017 287,000 PRN   SOLE   287,000 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 4,776 2,669,000 PRN   SOLE   2,669,000 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 725 405,000 PRN   DFND 1 405,000 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 469 300,000 PRN   DFND 1 300,000 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 3,853 2,462,000 PRN   SOLE   2,462,000 0 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 2,426 1,330,000 PRN   DFND 1 1,330,000 0 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 11,881 6,515,000 PRN   SOLE   6,515,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 2,028 1,185,000 PRN   DFND 1 1,185,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 808 472,000 PRN   DFND 2 472,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 1,773 1,036,000 PRN   DFND 3 1,036,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 8,913 5,209,000 PRN   SOLE   5,209,000 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 309 322,000 PRN   DFND 2 322,000 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 932 971,000 PRN   DFND 3 971,000 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 1,102 1,147,000 PRN   SOLE   1,147,000 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 519 558,000 PRN   DFND 2 558,000 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 1,420 1,527,000 PRN   DFND 3 1,527,000 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 665 715,000 PRN   SOLE   715,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 425 1,496 SH   SOLE   1,496 0 0
TJX COS INC NEW COM 872540109 286 5,956 SH   SOLE   5,956 0 0
TWILIO INC NOTE 0.250% 6/0 90138FAB8 474 340,000 PRN   DFND 1 340,000 0 0
TWILIO INC NOTE 0.250% 6/0 90138FAB8 2,100 1,506,000 PRN   SOLE   1,506,000 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 1,067 1,200,000 PRN   DFND 1 1,200,000 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 9,769 10,992,000 PRN   SOLE   10,992,000 0 0
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 1,695 2,068,000 PRN   SOLE   2,068,000 0 0
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 544 664,000 PRN   DFND 2 664,000 0 0
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 1,040 1,268,000 PRN   DFND 3 1,268,000 0 0
UNION PAC CORP COM 907818108 407 2,877 SH   SOLE   2,877 0 0
UNITEDHEALTH GROUP INC COM 91324P102 852 3,424 SH   SOLE   3,424 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 627 11,683 SH   SOLE   11,683 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 1,107 1,050,000 PRN   DFND 1 1,050,000 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 5,563 5,279,000 PRN   SOLE   5,279,000 0 0
VISA INC COM CL A 92826C839 618 3,832 SH   SOLE   3,832 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 5,734 6,456,000 PRN   SOLE   6,456,000 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 917 1,033,000 PRN   DFND 3 1,033,000 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 345 389,000 PRN   DFND 2 389,000 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 688 775,000 PRN   DFND 1 775,000 0 0
WALMART INC COM 931142103 287 2,532 SH   SOLE   2,532 0 0
WAYFAIR INC NOTE 0.375% 9/0 94419LAB7 289 376,000 PRN   SOLE   376,000 0 0
WAYFAIR INC NOTE 1.125%11/0 94419LAD3 3,184 4,660,000 PRN   SOLE   4,660,000 0 0
WEIBO CORP NOTE 1.250%11/1 948596AC5 598 708,000 PRN   DFND 2 708,000 0 0
WEIBO CORP NOTE 1.250%11/1 948596AC5 1,289 1,525,000 PRN   DFND 3 1,525,000 0 0
WEIBO CORP NOTE 1.250%11/1 948596AC5 648 767,000 PRN   SOLE   767,000 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 947 300,000 PRN   DFND 1 300,000 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 17,244 5,460,000 PRN   SOLE   5,460,000 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 4,166 3,270 SH   DFND 1 3,270 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 25,124 19,719 SH   SOLE   19,719 0 0
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 228 491,000 PRN   DFND 2 491,000 0 0
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 611 1,318,000 PRN   DFND 3 1,318,000 0 0
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 790 1,703,000 PRN   SOLE   1,703,000 0 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 10,911 12,545,000 PRN   SOLE   12,545,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 1,539 1,390,000 PRN   DFND 1 1,390,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 233 210,000 PRN   DFND 2 210,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 624 563,000 PRN   DFND 3 563,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 8,558 7,727,000 PRN   SOLE   7,727,000 0 0
WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 286 208,000 PRN   DFND 2 208,000 0 0
WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 675 491,000 PRN   DFND 3 491,000 0 0
WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 70 51,000 PRN   SOLE   51,000 0 0
ZENDESK INC NOTE 0.250% 3/1 98936JAB7 673 570,000 PRN   DFND 1 570,000 0 0
ZENDESK INC NOTE 0.250% 3/1 98936JAB7 4,177 3,534,000 PRN   SOLE   3,534,000 0 0
ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 291 352,000 PRN   SOLE   352,000 0 0
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 151 150,000 PRN   SOLE   150,000 0 0