The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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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 |
| ALEXANDER & BALDWIN INC NEW | COM | 014491104 | 1 | 1 | SH | DFND | 1 | 1 | 0 | 0 | |
| ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741RAG7 | 2 | 1,000 | PRN | DFND | 1 | 1,000 | 0 | 0 | |
| BERRY PETE CORP | COM | 08579X101 | 22,730 | 2,486,781 | SH | DFND | 1 | 2,486,781 | 0 | 0 | |
| BLACKROCK MUNIVEST FD INC | COM | 09253R105 | 1 | 4 | SH | DFND | 1 | 4 | 0 | 0 | |
| BRITISH AMERN TOB PLC | SPONSORED ADR | 110448107 | 1 | 1 | SH | DFND | 1 | 1 | 0 | 0 | |
| CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 8,231 | 10,453,000 | PRN | DFND | 1 | 10,453,000 | 0 | 0 | |
| CHESAPEAKE ENERGY CORP | NOTE 5.500% 9/1 | 165167CY1 | 1,926 | 3,810,000 | PRN | DFND | 1 | 3,810,000 | 0 | 0 | |
| COMSTOCK RES INC | COM | 205768302 | 3 | 316 | SH | DFND | 1 | 316 | 0 | 0 | |
| CREE INC | NOTE 0.875% 9/0 | 225447AB7 | 11 | 10,000 | PRN | DFND | 1 | 10,000 | 0 | 0 | |
| DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470MAB5 | 24,400 | 25,135,000 | PRN | DFND | 1 | 25,135,000 | 0 | 0 | |
| DISH NETWORK CORP | NOTE 2.375% 3/1 | 25470MAD1 | 24,860 | 27,075,000 | PRN | DFND | 1 | 27,075,000 | 0 | 0 | |
| EATON VANCE TX MGD DIV EQ IN | COM | 27828N102 | 1 | 2 | SH | DFND | 1 | 2 | 0 | 0 | |
| EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 5,288 | 7,500,000 | PRN | DFND | 1 | 7,500,000 | 0 | 0 | |
| GENERAL MLS INC | COM | 370334104 | 1 | 4 | SH | DFND | 1 | 4 | 0 | 0 | |
| HERCULES CAPITAL INC | COM | 427096508 | 1 | 2 | SH | DFND | 1 | 2 | 0 | 0 | |
| INVESCO EXCHNG TRADED FD TR | SR LN ETF | 46138G508 | 96,844 | 4,234,516 | SH | DFND | 1 | 0 | 0 | 4,234,516 | |
| LIBERTY MEDIA CORP | DEB 3.750% 2/1 | 530715AL5 | 27 | 37,694 | PRN | DFND | 1 | 37,694 | 0 | 0 | |
| MONTAGE RES CORP | COM | 61179L100 | 6,836 | 933,790 | SH | DFND | 1 | 933,790 | 0 | 0 | |
| OPTION CARE HEALTH INC | COM | 68404L102 | 322 | 84,352 | SH | DFND | 1 | 84,352 | 0 | 0 | |
| SPDR SERIES TRUST | BLOOMBERG SRT TR | 78468R408 | 10,318 | 382,000 | SH | DFND | 1 | 0 | 0 | 382,000 | |
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 25,269 | 26,536,000 | PRN | DFND | 1 | 26,536,000 | 0 | 0 | |
| TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 2,915 | 3,000,000 | PRN | DFND | 1 | 3,000,000 | 0 | 0 | |
| VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 21,534 | 21,380,000 | PRN | DFND | 1 | 21,380,000 | 0 | 0 | |