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 |
AMERICAN ELEC PWR CO | UNIT 03/15/2022 | 025537127 | 1,636 | 31,800 | SH | DFND | 1 | 31,800 | 0 | 0 | |
AMERICAN RLTY CAP PP | NOTE 3.750%12/1 | 02917TAB0 | 1,496 | 1,500,000 | PRN | DFND | 1 | 1,500,000 | 0 | 0 | |
ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 12,004 | 3,025,000 | PRN | DFND | 1 | 3,025,000 | 0 | 0 | |
ASCENT CAP GROUP INC | COM SER A | 043632108 | 286 | 379,689 | SH | DFND | 1 | 379,689 | 0 | 0 | |
AVAYA HLDGS CORP | COM | 05351X101 | 2,831 | 168,184 | SH | DFND | 1 | 168,184 | 0 | 0 | |
BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 10,915 | 8,360 | SH | DFND | 1 | 8,360 | 0 | 0 | |
BECTON DICKINSON & C | PFD SHS CONV A | 075887208 | 3,180 | 51,200 | SH | DFND | 1 | 51,200 | 0 | 0 | |
BLACKROCK CORPOR HI | COM | 09255P107 | 3,594 | 350,264 | SH | DFND | 1 | 350,264 | 0 | 0 | |
BLACKROCK DEBT STRAT | COM NEW | 09255R202 | 3,677 | 343,013 | SH | DFND | 1 | 343,013 | 0 | 0 | |
BLACKROCK FLOAT RATE | COM | 09255X100 | 5,483 | 438,641 | SH | DFND | 1 | 438,641 | 0 | 0 | |
CLEAR CHANNEL OUTDOO | CL A | 18451C109 | 333 | 62,169 | SH | DFND | 1 | 62,169 | 0 | 0 | |
COMMUNITY HEALTH SYS | COM | 203668108 | 423 | 113,347 | SH | DFND | 1 | 113,347 | 0 | 0 | |
DANAHER CORPORATION | DBCV 1/2 | 235851AF9 | 5,172 | 1,025,000 | PRN | DFND | 1 | 1,025,000 | 0 | 0 | |
DOMINION ENERGY INC | UNIT 08/15/2019 | 25746U836 | 4,501 | 90,000 | SH | DFND | 1 | 90,000 | 0 | 0 | |
DTE ENERGY CO | UNIT 99/99/9999 | 233331883 | 1,997 | 36,000 | SH | DFND | 1 | 36,000 | 0 | 0 | |
DYCOM INDS INC | NOTE 0.750% 9/1 | 267475AB7 | 184 | 200,000 | PRN | DFND | 1 | 200,000 | 0 | 0 | |
FERRELLGAS PARTNERS | UNIT LTD PART | 315293100 | 134 | 102,340 | SH | DFND | 1 | 102,340 | 0 | 0 | |
II VI INC | NOTE 0.250% 9/0 | 902104AB4 | 418 | 400,000 | PRN | DFND | 1 | 400,000 | 0 | 0 | |
ISIS PHARMACEUTICALS | NOTE 1.000%11/1 | 464337AJ3 | 270 | 200,000 | PRN | DFND | 1 | 200,000 | 0 | 0 | |
JAZZ INVESTMENTS I L | NOTE 1.875% 8/1 | 472145AB7 | 203 | 200,000 | PRN | DFND | 1 | 200,000 | 0 | 0 | |
KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 453 | 412,000 | PRN | DFND | 1 | 412,000 | 0 | 0 | |
LIVE NATION ENTERTAI | NOTE 2.500% 3/1 | 538034AQ2 | 461 | 400,000 | PRN | DFND | 1 | 400,000 | 0 | 0 | |
LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 | 365 | 310,000 | PRN | DFND | 1 | 310,000 | 0 | 0 | |
MARRIOTT VACTINS WOR | NOTE 1.500% 9/1 | 57164YAB3 | 285 | 300,000 | PRN | DFND | 1 | 300,000 | 0 | 0 | |
NEW AMER HIGH INCOME | COM NEW | 641876800 | 2,060 | 242,405 | SH | DFND | 1 | 242,405 | 0 | 0 | |
NEXTERA ENERGY INC | UNIT 09/01/2019 | 65339F820 | 3,105 | 50,000 | SH | DFND | 1 | 50,000 | 0 | 0 | |
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 6,514 | 1,180,000 | PRN | DFND | 1 | 1,180,000 | 0 | 0 | |
NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 278 | 250,000 | PRN | DFND | 1 | 250,000 | 0 | 0 | |
NXP SEMICONDUCTORS N | NOTE 1.000%12/0 | 62952QAB6 | 3,584 | 3,500,000 | PRN | DFND | 1 | 3,500,000 | 0 | 0 | |
ON SEMICONDUCTOR COR | NOTE 1.625%10/1 | 682189AP0 | 246 | 200,000 | PRN | DFND | 1 | 200,000 | 0 | 0 | |
PIONEER DIV HIGH INC | COM | 723653101 | 1,408 | 98,887 | SH | DFND | 1 | 98,887 | 0 | 0 | |
PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 5,069 | 3,750,000 | PRN | DFND | 1 | 3,750,000 | 0 | 0 | |
PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 4,415 | 4,000,000 | PRN | DFND | 1 | 4,000,000 | 0 | 0 | |
RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 10,051 | 4,050,000 | PRN | DFND | 1 | 4,050,000 | 0 | 0 | |
SSGA ACTIVE ETF TR | BLKSTN GSOSRLN | 78467V608 | 1,566 | 34,000 | SH | DFND | 1 | 34,000 | 0 | 0 | |
STANLEY BLACK & DECK | UNIT 05/15/2020 | 854502887 | 1,662 | 17,000 | SH | DFND | 1 | 17,000 | 0 | 0 | |
TRANSOCEAN INC | DEB 0.500% 1/3 | 893830BJ7 | 447 | 400,000 | PRN | DFND | 1 | 400,000 | 0 | 0 | |
TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 282 | 300,000 | PRN | DFND | 1 | 300,000 | 0 | 0 | |
VANGUARD BD INDEX FD | TOTAL BND MRKT | 921937835 | 10,892 | 134,165 | SH | DFND | 1 | 134,165 | 0 | 0 | |
VANGUARD INDEX FDS | TOTAL STK MKT | 922908769 | 187,252 | 1,293,980 | SH | DFND | 1 | 1,293,980 | 0 | 0 | |
VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 441 | 400,000 | PRN | DFND | 1 | 400,000 | 0 | 0 | |
WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 12,823 | 9,898 | SH | DFND | 1 | 9,898 | 0 | 0 | |
WHITING PETE CORP NE | NOTE 1.250% 4/0 | 966387AL6 | 86 | 89,000 | PRN | DFND | 1 | 89,000 | 0 | 0 |