ALLERGAN PLC 5.5% CNV PFD A G0177J116 1268 2150 SH DFND 1 2150 0 0 AMERICAN RLTY CAP PP NOTE 3.750%12/1 02917TAB0 1540 1500000 PRN DFND 1 1500000 0 0 ANTHEM INC NOTE 2.750%10/1 94973VBG1 14840 4825000 PRN DFND 1 4825000 0 0 BANK AMER CORP 7.25%CNV PFD L 060505682 4435 3360 SH DFND 1 3360 0 0 BECTON DICKINSON & C PFD SHS CONV A 075887208 4527 75000 SH DFND 1 75000 0 0 CLEAR CHANNEL OUTDOO CL A 18451C109 2378 517047 PRN DFND 1 517047 0 0 DANAHER CORP DEL DBCV 1/2 235851AF9 5318 1500000 SH DFND 1 1500000 0 0 DOMINION ENERGY INC UNIT 08/15/2019 25746U836 4649 90000 SH DFND 1 90000 0 0 DTE ENERGY CO UNIT 99/99/9999 233331883 1964 36000 PRN DFND 1 36000 0 0 FIDELITY NATIONAL FI NOTE 4.250% 8/1 31620RAE5 4281 1400000 SH DFND 1 1400000 0 0 HUNTINGTON BANCSHARE PFD CONV SER A 446150401 1417 1000 PRN DFND 1 1000 0 0 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 1182 1000000 PRN DFND 1 1000000 0 0 INTEL CORP SDCV 3.250% 8/0 458140AF7 11106 5000000 PRN DFND 1 5000000 0 0 ISHARES TR IBOXX HI YD ETF 464288513 1500 17194 PRN DFND 1 17194 0 0 NEXTERA ENERGY INC UNIT 09/01/2019 65339F820 2810 50000 SH DFND 1 50000 0 0 NEXTERA ENERGY INC UNIT 08/31/2018 65339F846 5318 76300 PRN DFND 1 76300 0 0 NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 13096 2380000 PRN DFND 1 2380000 0 0 NXP SEMICONDUCTORS N DBCV 1.000%12/0 62952QAB6 2466 2000000 PRN DFND 1 2000000 0 0 OCEAN RIG UDW INC COM CL A G66964118 1144 42703 PRN DFND 1 42703 0 0 POWERSHARES ETF TRUS SENIOR LN PORT 73936Q769 9458 410500 PRN DFND 1 410500 0 0 PRICELINE GRP INC NOTE 1.000% 3/1 741503AX4 5501 3000000 PRN DFND 1 3000000 0 0 PRICELINE GRP INC NOTE 0.350% 6/1 741503AQ9 5170 3750000 PRN DFND 1 3750000 0 0 PRICELINE GRP INC NOTE 0.900% 9/1 741503AS5 1462 1250000 PRN DFND 1 1250000 0 0 REAL IND INC COM 75601W104 341 1175000 PRN DFND 1 1175000 0 0 RED HAT INC NOTE 0.250%10/0 756577AD4 6662 4050000 PRN DFND 1 4050000 0 0 SPDR SER TR BLOOMBERG SRT TR 78468R408 2952 107100 PRN DFND 1 107100 0 0 SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 1501 40870 PRN DFND 1 40870 0 0 SPIRIT RLTY CAP INC NOTE 3.750% 5/1 84860WAB8 1917 1850000 SH DFND 1 1850000 0 0 SSGA ACTIVE ETF TR BLKSTN GSOSRLN 78467V608 4718 100000 SH DFND 1 100000 0 0 STANLEY BLACK & DECK UNIT 05/15/2020 854502887 2092 17000 PRN DFND 1 17000 0 0 TEVA PHARMACEUTICAL DBCV 0.250% 2/0 88163VAE9 702 800000 PRN DFND 1 800000 0 0 VANGUARD INDEX FDS TOTAL STK MKT 922908769 213024 1552085 SH DFND 1 1552085 0 0 VERIZON COMMUNICATIO COM 92343V104 371 7000 PRN DFND 1 7000 0 0 WELLS FARGO CO NEW *W EXP 10/28/201 949746119 693 25210 SH DFND 1 25210 0 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 14299 10915 SH DFND 1 10915 0 0 WELLTOWER INC 6.50% PFD PREPET 95040Q203 3025 50000 SH DFND 1 50000 0 0