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 RLTY CAP PP | NOTE 3.750%12/1 | 02917TAB0 | 1,513 | 1,500,000 | PRN | DFND | 1 | 1,500,000 | 0 | 0 | |
ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 13,305 | 3,525,000 | PRN | DFND | 1 | 3,525,000 | 0 | 0 | |
ASCENT CAP GROUP INC | COM SER A | 043632108 | 762 | 430,723 | SH | DFND | 1 | 430,723 | 0 | 0 | |
AVAYA HLDGS CORP | COM | 05351X101 | 4,132 | 186,644 | SH | DFND | 1 | 186,644 | 0 | 0 | |
BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 10,820 | 8,360 | SH | DFND | 1 | 8,360 | 0 | 0 | |
BECTON DICKINSON & C | PFD SHS CONV A | 075887208 | 4,118 | 63,000 | SH | DFND | 1 | 63,000 | 0 | 0 | |
BIOMARIN PHARMACEUTI | NOTE 1.500%10/1 | 09061GAF8 | 300 | 250,000 | PRN | DFND | 1 | 250,000 | 0 | 0 | |
BLACKROCK CORPOR HI | COM | 09255P107 | 2,791 | 265,549 | SH | DFND | 1 | 265,549 | 0 | 0 | |
BLACKROCK DEBT STRAT | COM NEW | 09255R202 | 2,509 | 225,247 | PRN | DFND | 1 | 225,247 | 0 | 0 | |
BLACKROCK FLOAT RATE | COM | 09255X100 | 502 | 36,385 | SH | DFND | 1 | 36,385 | 0 | 0 | |
CLEAR CHANNEL OUTDOO | CL A | 18451C109 | 688 | 115,612 | SH | DFND | 1 | 115,612 | 0 | 0 | |
CTRIP COM INTL LTD | NOTE 1.250% 9/1 | 22943FAM2 | 294 | 300,000 | PRN | DFND | 1 | 300,000 | 0 | 0 | |
DANAHER CORP DEL | DBCV 1/2 | 235851AF9 | 6,222 | 1,500,000 | PRN | DFND | 1 | 1,500,000 | 0 | 0 | |
DOMINION ENERGY INC | UNIT 08/15/2019 | 25746U836 | 4,257 | 90,000 | SH | DFND | 1 | 90,000 | 0 | 0 | |
DTE ENERGY CO | UNIT 99/99/9999 | 233331883 | 1,869 | 36,000 | SH | DFND | 1 | 36,000 | 0 | 0 | |
EXACT SCIENCES CORP | DBCV 1.000% 1/1 | 30063PAA3 | 247 | 200,000 | PRN | DFND | 1 | 200,000 | 0 | 0 | |
FERRELLGAS PARTNERS | UNIT LTD PART | 315293100 | 283 | 128,024 | SH | DFND | 1 | 128,024 | 0 | 0 | |
ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 1,508 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
INTEGRATED DEVICE TE | NOTE 0.875%11/1 | 458118AC0 | 601 | 400,000 | PRN | DFND | 1 | 400,000 | 0 | 0 | |
INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 11,475 | 5,000,000 | PRN | DFND | 1 | 5,000,000 | 0 | 0 | |
INVESCO EXCHNG TRADE | SR LN ETF | 46138G508 | 4,935 | 213,000 | SH | DFND | 1 | 213,000 | 0 | 0 | |
ISIS PHARMACEUTICALS | NOTE 1.000%11/1 | 464337AJ3 | 210 | 200,000 | PRN | DFND | 1 | 200,000 | 0 | 0 | |
JAZZ INVESTMENTS I L | NOTE 1.875% 8/1 | 472145AB7 | 481 | 450,000 | PRN | DFND | 1 | 450,000 | 0 | 0 | |
KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 469 | 400,000 | PRN | DFND | 1 | 400,000 | 0 | 0 | |
MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 334 | 350,000 | PRN | DFND | 1 | 350,000 | 0 | 0 | |
NEUBERGER BERMAN HGH | COM | 64128C106 | 2,909 | 265,626 | SH | DFND | 1 | 265,626 | 0 | 0 | |
NEW AMER HIGH INCOME | COM NEW | 641876800 | 3,400 | 396,298 | SH | DFND | 1 | 396,298 | 0 | 0 | |
NEXTERA ENERGY INC | UNIT 09/01/2019 | 65339F820 | 2,848 | 50,000 | SH | DFND | 1 | 50,000 | 0 | 0 | |
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 9,987 | 2,180,000 | PRN | DFND | 1 | 2,180,000 | 0 | 0 | |
NXP SEMICONDUCTORS N | NOTE 1.000%12/0 | 62952QAB6 | 3,644 | 3,500,000 | PRN | DFND | 1 | 3,500,000 | 0 | 0 | |
ON SEMICONDUCTOR COR | NOTE 1.625%10/1 | 682189AP0 | 449 | 400,000 | PRN | DFND | 1 | 400,000 | 0 | 0 | |
PIONEER DIV HIGH INC | COM | 723653101 | 1,603 | 109,637 | PRN | DFND | 1 | 109,637 | 0 | 0 | |
PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 5,691 | 3,750,000 | PRN | DFND | 1 | 3,750,000 | 0 | 0 | |
PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 1,483 | 1,250,000 | PRN | DFND | 1 | 1,250,000 | 0 | 0 | |
RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 7,482 | 4,050,000 | PRN | DFND | 1 | 4,050,000 | 0 | 0 | |
SILICON LABORATORIES | NOTE 1.375% 3/0 | 826919AB8 | 457 | 400,000 | PRN | DFND | 1 | 400,000 | 0 | 0 | |
SPDR SER TR | BLOOMBERG SRT TR | 78468R408 | 3,700 | 134,100 | SH | DFND | 1 | 134,100 | 0 | 0 | |
SSGA ACTIVE ETF TR | BLKSTN GSOSRLN | 78467V608 | 4,986 | 105,300 | SH | DFND | 1 | 105,300 | 0 | 0 | |
STANLEY BLACK & DECK | UNIT 05/15/2020 | 854502887 | 1,864 | 17,000 | SH | DFND | 1 | 17,000 | 0 | 0 | |
TEVA PHARMACEUTICAL | DBCV 0.250% 2/0 | 88163VAE9 | 748 | 800,000 | PRN | DFND | 1 | 800,000 | 0 | 0 | |
TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 230 | 250,000 | PRN | DFND | 1 | 250,000 | 0 | 0 | |
VANGUARD INDEX FDS | TOTAL STK MK | 922908769 | 195,215 | 1,304,480 | SH | DFND | 1 | 1,304,480 | 0 | 0 | |
WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 13,761 | 10,698 | SH | DFND | 1 | 10,698 | 0 | 0 | |
WHITING PETE CORP NE | NOTE 1.250% 4/0 | 966387AL6 | 85 | 89,000 | PRN | DFND | 1 | 89,000 | 0 | 0 |