The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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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 |
ASCENT CAP GROUP INC | COM SER A | 043632108 | 1,138 | 309,109 | SH | DFND | 1 | 309,109 | 0 | 0 | |
AVAYA HLDGS CORP | COM | 05351X101 | 5,501 | 244,510 | SH | DFND | 1 | 244,510 | 0 | 0 | |
BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 4,321 | 3,360 | SH | DFND | 1 | 3,360 | 0 | 0 | |
BECTON DICKINSON & C | PFD SHS CONV A | 075887208 | 4,090 | 70,000 | SH | DFND | 1 | 70,000 | 0 | 0 | |
BLACKROCK CORPOR HI | COM | 09255P107 | 3,268 | 308,569 | SH | DFND | 1 | 308,569 | 0 | 0 | |
CLEAR CHANNEL OUTDOO | CL A | 18451C109 | 2,449 | 499,747 | PRN | DFND | 1 | 499,747 | 0 | 0 | |
DANAHER CORP DEL | DBCV 1/2 | 235851AF9 | 5,618 | 1,500,000 | SH | DFND | 1 | 1,500,000 | 0 | 0 | |
DOMINION ENERGY INC | UNIT 08/15/2019 | 25746U836 | 4,177 | 90,000 | SH | DFND | 1 | 90,000 | 0 | 0 | |
DTE ENERGY CO | UNIT 99/99/9999 | 233331883 | 1,871 | 36,000 | PRN | DFND | 1 | 36,000 | 0 | 0 | |
FIDELITY NATIONAL FI | NOTE 4.250% 8/1 | 31620RAE5 | 4,345 | 1,400,000 | PRN | DFND | 1 | 1,400,000 | 0 | 0 | |
HUNTINGTON BANCSHARE | COM | 446150104 | 1,263 | 83,668 | PRN | DFND | 1 | 83,668 | 0 | 0 | |
ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 1,219 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 12,437 | 5,000,000 | PRN | DFND | 1 | 5,000,000 | 0 | 0 | |
NEUBERGER BERMAN HGH | COM | 64128C106 | 595 | 53,450 | SH | DFND | 1 | 53,450 | 0 | 0 | |
NEW AMER HIGH INCOME | COM NEW | 641876800 | 2,200 | 252,913 | SH | DFND | 1 | 252,913 | 0 | 0 | |
NEXTERA ENERGY INC | UNIT 09/01/2019 | 65339F820 | 2,883 | 50,000 | SH | DFND | 1 | 50,000 | 0 | 0 | |
NEXTERA ENERGY INC | UNIT 08/31/2018 | 65339F846 | 5,547 | 76,300 | PRN | DFND | 1 | 76,300 | 0 | 0 | |
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 13,195 | 2,180,000 | PRN | DFND | 1 | 2,180,000 | 0 | 0 | |
NXP SEMICONDUCTORS N | DBCV 1.000%12/0 | 62952QAB6 | 2,475 | 2,000,000 | PRN | DFND | 1 | 2,000,000 | 0 | 0 | |
OCEAN RIG UDW INC | COM CL A | G66964118 | 1,077 | 42,703 | SH | DFND | 1 | 42,703 | 0 | 0 | |
POWERSHARES ETF TRUS | SENIOR LN PORT | 73936Q769 | 4,927 | 213,000 | PRN | DFND | 1 | 213,000 | 0 | 0 | |
PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 6,021 | 3,750,000 | PRN | DFND | 1 | 3,750,000 | 0 | 0 | |
PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 1,560 | 1,250,000 | PRN | DFND | 1 | 1,250,000 | 0 | 0 | |
RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 8,189 | 4,050,000 | PRN | DFND | 1 | 4,050,000 | 0 | 0 | |
SPDR SER TR | BLOOMBERG SRT TR | 78468R408 | 3,670 | 134,100 | SH | DFND | 1 | 134,100 | 0 | 0 | |
SPDR SERIES TRUST | BLOOMBERG BRCLYS | 78464A417 | 1,601 | 44,650 | SH | DFND | 1 | 44,650 | 0 | 0 | |
SPIRIT RLTY CAP INC | NOTE 3.750% 5/1 | 84860WAB8 | 1,876 | 1,850,000 | PRN | DFND | 1 | 1,850,000 | 0 | 0 | |
SSGA ACTIVE ETF TR | BLKSTN GSOSRLN | 78467V608 | 4,742 | 100,000 | SH | DFND | 1 | 100,000 | 0 | 0 | |
STANLEY BLACK & DECK | UNIT 05/15/2020 | 854502887 | 1,957 | 17,000 | SH | DFND | 1 | 17,000 | 0 | 0 | |
TEVA PHARMACEUTICAL | DBCV 0.250% 2/0 | 88163VAE9 | 701 | 800,000 | PRN | DFND | 1 | 800,000 | 0 | 0 | |
VANGUARD INDEX FDS | TOTAL STK MKT | 922908769 | 210,335 | 1,549,770 | SH | DFND | 1 | 1,549,770 | 0 | 0 | |
VERIZON COMMUNICATIO | COM | 92343V104 | 335 | 7,000 | SH | DFND | 1 | 7,000 | 0 | 0 | |
WELLS FARGO CO NEW | *W EXP 10/28/201 | 949746119 | 484 | 25,210 | SH | DFND | 1 | 25,210 | 0 | 0 | |
WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 14,080 | 10,915 | SH | DFND | 1 | 10,915 | 0 | 0 | |
WELLTOWER INC | 6.50% PFD PREPET | 95040Q203 | 2,803 | 50,000 | SH | DFND | 1 | 50,000 | 0 | 0 |