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 | 3,488 | 72,300 | SH | DFND | 1 | 72,300 | 0 | 0 | |
AMERICAN RLTY CAP PP | NOTE 3.750%12/1 | 02917TAB0 | 975 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
ARES CAPITAL CORP | NOTE 3.750% 2/0 | 04010LAT0 | 1,442 | 1,600,000 | PRN | DFND | 1 | 1,600,000 | 0 | 0 | |
ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 519 | 600,000 | PRN | DFND | 1 | 600,000 | 0 | 0 | |
AVAYA HLDGS CORP | COM | 05351X101 | 868 | 107,324 | SH | DFND | 1 | 107,324 | 0 | 0 | |
BK OF AMERICA CORP | 7.25%CNV PFD L | 060505682 | 9,951 | 7,860 | SH | DFND | 1 | 7,860 | 0 | 0 | |
BLACKROCK CORPOR HI | COM | 09255P107 | 974 | 110,702 | SH | DFND | 1 | 110,702 | 0 | 0 | |
BLACKROCK DEBT STRAT | COM NEW | 09255R202 | 639 | 75,578 | SH | DFND | 1 | 75,578 | 0 | 0 | |
BLACKROCK FLOATING R | COM | 09255X100 | 1,983 | 198,061 | SH | DFND | 1 | 198,061 | 0 | 0 | |
BLACKROCK TCP CAPITA | NOTE 4.625% 3/0 | 87238QAD5 | 405 | 454,000 | PRN | DFND | 1 | 454,000 | 0 | 0 | |
CLEAR CHANNEL OUTDOO | COM | 18453H106 | 193 | 301,118 | SH | DFND | 1 | 301,118 | 0 | 0 | |
COMMUNITY HEALTH SYS | COM | 203668108 | 317 | 95,006 | SH | DFND | 1 | 95,006 | 0 | 0 | |
CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 186 | 200,000 | PRN | DFND | 1 | 200,000 | 0 | 0 | |
CORNERSTONE BLDG BRA | COM | 21925D109 | 271 | 59,342 | SH | DFND | 1 | 59,342 | 0 | 0 | |
CREE INC | NOTE 0.875% 9/0 | 225447AB7 | 228 | 250,000 | PRN | DFND | 1 | 250,000 | 0 | 0 | |
DOMINION ENERGY INC | UNIT 99/99/9999 | 25746U133 | 5,383 | 58,500 | SH | DFND | 1 | 58,500 | 0 | 0 | |
DTE ENERGY CO | UNIT 11/01/2022S | 233331842 | 2,260 | 60,000 | SH | DFND | 1 | 60,000 | 0 | 0 | |
EURONET WORLDWIDE IN | NOTE 0.750% 3/1 | 298736AL3 | 1,816 | 2,000,000 | PRN | DFND | 1 | 2,000,000 | 0 | 0 | |
EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 197 | 250,000 | PRN | DFND | 1 | 250,000 | 0 | 0 | |
FERRELLGAS PARTNERS | UNIT LTD PART | 315293100 | 11 | 54,876 | SH | DFND | 1 | 54,876 | 0 | 0 | |
FORTIVE CORP | NOTE 0.875% 2/1 | 34959JAK4 | 4,820 | 5,200,000 | PRN | DFND | 1 | 5,200,000 | 0 | 0 | |
IHEARTMEDIA INC | COM CL A | 45174J509 | 317 | 43,386 | SH | DFND | 1 | 43,386 | 0 | 0 | |
II VI INC | NOTE 0.250% 9/0 | 902104AB4 | 366 | 400,000 | PRN | DFND | 1 | 400,000 | 0 | 0 | |
ILLUMINA INC | NOTE 8/1 | 452327AK5 | 6,221 | 6,500,000 | PRN | DFND | 1 | 6,500,000 | 0 | 0 | |
INTELSAT S A | NOTE 4.500% 6/1 | 45790VAB6 | 26 | 132,000 | PRN | DFND | 1 | 132,000 | 0 | 0 | |
INVESCO EXCHANGE-TRA | SR LN ETF | 46138G508 | 1,469 | 71,800 | SH | DFND | 1 | 71,800 | 0 | 0 | |
INVESCO HIGH INCOME | COM | 46131F101 | 442 | 41,234 | SH | DFND | 1 | 41,234 | 0 | 0 | |
INVESCO SR INCOME TR | COM | 46131H107 | 1,896 | 588,721 | SH | DFND | 1 | 588,721 | 0 | 0 | |
JAZZ INVESTMENTS I L | NOTE 1.500% 8/1 | 472145AD3 | 352 | 400,000 | PRN | DFND | 1 | 400,000 | 0 | 0 | |
KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 403 | 412,000 | PRN | DFND | 1 | 412,000 | 0 | 0 | |
KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 416 | 400,000 | PRN | DFND | 1 | 400,000 | 0 | 0 | |
LIVE NATION ENTERTAI | NOTE 2.500% 3/1 | 538034AQ2 | 191 | 200,000 | PRN | DFND | 1 | 200,000 | 0 | 0 | |
LUMENTUM HLDGS INC | COM | 55024U109 | 324 | 4,400 | SH | DFND | 1 | 4,400 | 0 | 0 | |
MARRIOTT VACTINS WOR | NOTE 1.500% 9/1 | 57164YAB3 | 233 | 300,000 | PRN | DFND | 1 | 300,000 | 0 | 0 | |
MCDERMOTT INTL INC | COM | 580037703 | 1 | 23,538 | SH | DFND | 1 | 23,538 | 0 | 0 | |
MICRON TECHNOLOGY IN | NOTE 3.125% 5/0 | 595112AX1 | 1,856 | 440,000 | PRN | DFND | 1 | 440,000 | 0 | 0 | |
MOMO INC | NOTE 1.250% 7/0 | 60879BAB3 | 239 | 300,000 | PRN | DFND | 1 | 300,000 | 0 | 0 | |
NEUBERGER BERMAN HIG | COM | 64128C106 | 1,362 | 156,907 | SH | DFND | 1 | 156,907 | 0 | 0 | |
NEW AMER HIGH INCOME | COM NEW | 641876800 | 196 | 28,307 | SH | DFND | 1 | 28,307 | 0 | 0 | |
NEXTERA ENERGY INC | UNIT 99/99/9999 | 65339F770 | 3,704 | 84,000 | SH | DFND | 1 | 84,000 | 0 | 0 | |
NEXTERA ENERGY INC | UNIT 09/01/2022S | 65339F796 | 5,302 | 112,000 | SH | DFND | 1 | 112,000 | 0 | 0 | |
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 2,645 | 351,000 | PRN | DFND | 1 | 351,000 | 0 | 0 | |
ON SEMICONDUCTOR COR | NOTE 1.625%10/1 | 682189AP0 | 398 | 400,000 | PRN | DFND | 1 | 400,000 | 0 | 0 | |
PALO ALTO NETWORKS I | NOTE 0.750% 7/0 | 697435AD7 | 290 | 300,000 | PRN | DFND | 1 | 300,000 | 0 | 0 | |
PGIM GLOBAL HIGH YIE | COM | 69346J106 | 265 | 24,000 | SH | DFND | 1 | 24,000 | 0 | 0 | |
PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 9,570 | 9,600,000 | PRN | DFND | 1 | 9,600,000 | 0 | 0 | |
PROSPECT CAPITAL COR | NOTE 6.375% 3/0 | 74348TAT9 | 850 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 106 | 100,000 | PRN | DFND | 1 | 100,000 | 0 | 0 | |
RIVERNORTH OPPORTUNI | COM | 76881Y109 | 642 | 51,661 | SH | DFND | 1 | 51,661 | 0 | 0 | |
SIRIUS XM HLDGS INC | COM | 82968B103 | 51 | 10,400 | SH | DFND | 1 | 10,400 | 0 | 0 | |
SOUTHERN CO | UNIT 08/01/2022 | 842587602 | 5,417 | 122,000 | SH | DFND | 1 | 122,000 | 0 | 0 | |
SPIRIT RLTY CAP INC | NOTE 3.750% 5/1 | 84860WAB8 | 1,043 | 1,100,000 | PRN | DFND | 1 | 1,100,000 | 0 | 0 | |
SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 207 | 200,000 | PRN | DFND | 1 | 200,000 | 0 | 0 | |
STANLEY BLACK & DECK | UNIT 11/15/2022 | 854502846 | 1,749 | 25,000 | SH | DFND | 1 | 25,000 | 0 | 0 | |
STANLEY BLACK & DECK | UNIT 05/15/2020 | 854502887 | 1,235 | 17,000 | SH | DFND | 1 | 17,000 | 0 | 0 | |
TPG SPECIALTY LENDIN | NOTE 4.500% 8/0 | 87265KAD4 | 452 | 486,000 | PRN | DFND | 1 | 486,000 | 0 | 0 | |
TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 359 | 400,000 | PRN | DFND | 1 | 400,000 | 0 | 0 | |
VANGUARD BD INDEX FD | TOTAL BND MRKT | 921937835 | 10,638 | 124,645 | SH | DFND | 1 | 124,645 | 0 | 0 | |
VANGUARD INDEX FDS | TOTAL STK MKT | 922908769 | 129,432 | 1,004,050 | SH | DFND | 1 | 1,004,050 | 0 | 0 | |
VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 337 | 350,000 | PRN | DFND | 1 | 350,000 | 0 | 0 | |
WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 2,748 | 870,000 | PRN | DFND | 1 | 870,000 | 0 | 0 | |
WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 9,937 | 7,800 | SH | DFND | 1 | 7,800 | 0 | 0 | |
WESTERN DIGITAL CORP | NOTE 1.500% 2/0 | 958102AP0 | 3,305 | 3,800,000 | PRN | DFND | 1 | 3,800,000 | 0 | 0 |