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 |
| AMERICAN ELEC PWR CO | UNIT 03/15/2022 | 025537127 | 4,834 | 89,300 | SH | DFND | 1 | 89,300 | 0 | 0 | |
| AMERICAN RLTY CAP PP | NOTE 3.750%12/1 | 02917TAB0 | 1,012 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
| ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 8,819 | 2,100,000 | PRN | DFND | 1 | 2,100,000 | 0 | 0 | |
| AVAYA HLDGS CORP | COM | 05351X101 | 1,936 | 143,397 | SH | DFND | 1 | 143,397 | 0 | 0 | |
| BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 11,679 | 8,060 | SH | DFND | 1 | 8,060 | 0 | 0 | |
| BECTON DICKINSON & C | PFD SHS CONV A | 075887208 | 1,637 | 25,000 | SH | DFND | 1 | 25,000 | 0 | 0 | |
| BLACKROCK DEBT STRAT | COM NEW | 09255R202 | 805 | 71,849 | SH | DFND | 1 | 71,849 | 0 | 0 | |
| BLACKROCK FLOAT RATE | COM | 09255X100 | 3,458 | 257,325 | SH | DFND | 1 | 257,325 | 0 | 0 | |
| CLEAR CHANNEL OUTDOO | COM | 18453H106 | 575 | 201,171 | SH | DFND | 1 | 201,171 | 0 | 0 | |
| COMMUNITY HEALTH SYS | COM | 203668108 | 315 | 108,469 | SH | DFND | 1 | 108,469 | 0 | 0 | |
| CORNERSTONE BLDG BRA | COM | 21925D109 | 180 | 21,170 | SH | DFND | 1 | 21,170 | 0 | 0 | |
| CREE INC | NOTE 0.875% 9/0 | 225447AB7 | 265 | 250,000 | PRN | DFND | 1 | 250,000 | 0 | 0 | |
| DOMINION ENERGY INC | UNIT 99/99/9999 | 25746U133 | 6,259 | 58,500 | SH | DFND | 1 | 58,500 | 0 | 0 | |
| DTE ENERGY CO | UNIT 11/01/2022S | 233331842 | 3,076 | 60,000 | SH | DFND | 1 | 60,000 | 0 | 0 | |
| DYCOM INDS INC | NOTE 0.750% 9/1 | 267475AB7 | 388 | 400,000 | PRN | DFND | 1 | 400,000 | 0 | 0 | |
| FERRELLGAS PARTNERS | UNIT LTD PART | 315293100 | 34 | 102,340 | SH | DFND | 1 | 102,340 | 0 | 0 | |
| IHEARTMEDIA INC | COM CL A | 45174J509 | 211 | 12,510 | SH | DFND | 1 | 12,510 | 0 | 0 | |
| II VI INC | NOTE 0.250% 9/0 | 902104AB4 | 408 | 400,000 | PRN | DFND | 1 | 400,000 | 0 | 0 | |
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 4,408 | 4,000,000 | PRN | DFND | 1 | 4,000,000 | 0 | 0 | |
| INVESCO EXCHNG TRADE | SR LN ETF | 46138G508 | 4,936 | 216,300 | SH | DFND | 1 | 216,300 | 0 | 0 | |
| INVESCO SR INCOME TR | COM | 46131H107 | 3,027 | 705,585 | SH | DFND | 1 | 705,585 | 0 | 0 | |
| ISIS PHARMACEUTICALS | NOTE 1.000%11/1 | 464337AJ3 | 229 | 200,000 | PRN | DFND | 1 | 200,000 | 0 | 0 | |
| JAZZ INVESTMENTS I L | NOTE 1.500% 8/1 | 472145AD3 | 402 | 400,000 | PRN | DFND | 1 | 400,000 | 0 | 0 | |
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 493 | 412,000 | PRN | DFND | 1 | 412,000 | 0 | 0 | |
| LIVE NATION ENTERTAI | NOTE 2.500% 3/1 | 538034AQ2 | 244 | 200,000 | PRN | DFND | 1 | 200,000 | 0 | 0 | |
| LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 | 452 | 310,000 | PRN | DFND | 1 | 310,000 | 0 | 0 | |
| MARRIOTT VACTINS WOR | NOTE 1.500% 9/1 | 57164YAB3 | 320 | 300,000 | PRN | DFND | 1 | 300,000 | 0 | 0 | |
| MOMO INC | NOTE 1.250% 7/0 | 60879BAB3 | 279 | 300,000 | PRN | DFND | 1 | 300,000 | 0 | 0 | |
| NEUBERGER BERMAN HGH | COM | 64128C106 | 3,174 | 256,981 | PRN | DFND | 1 | 256,981 | 0 | 0 | |
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 194 | 200,000 | PRN | DFND | 1 | 200,000 | 0 | 0 | |
| NEXTERA ENERGY INC | UNIT 09/01/2022S | 65339F796 | 5,743 | 112,000 | SH | DFND | 1 | 112,000 | 0 | 0 | |
| NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 9,392 | 1,030,000 | PRN | DFND | 1 | 1,030,000 | 0 | 0 | |
| ON SEMICONDUCTOR COR | NOTE 1.625%10/1 | 682189AP0 | 552 | 400,000 | PRN | DFND | 1 | 400,000 | 0 | 0 | |
| PALO ALTO NETWORKS I | NOTE 0.750% 7/0 | 697435AD7 | 386 | 350,000 | PRN | DFND | 1 | 350,000 | 0 | 0 | |
| PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 11,063 | 9,600,000 | PRN | DFND | 1 | 9,600,000 | 0 | 0 | |
| REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 108 | 100,000 | PRN | DFND | 1 | 100,000 | 0 | 0 | |
| SIRIUS XM HLDGS INC | COM | 82968B103 | 74 | 10,400 | SH | DFND | 1 | 10,400 | 0 | 0 | |
| SOUTHERN CO | UNIT 08/01/2022 | 842587602 | 6,576 | 122,000 | SH | DFND | 1 | 122,000 | 0 | 0 | |
| SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 223 | 200,000 | PRN | DFND | 1 | 200,000 | 0 | 0 | |
| STANLEY BLACK & DECK | UNIT 11/15/2022 | 854502846 | 2,724 | 25,000 | SH | DFND | 1 | 25,000 | 0 | 0 | |
| STANLEY BLACK & DECK | UNIT 05/15/2020 | 854502887 | 1,855 | 17,000 | SH | DFND | 1 | 17,000 | 0 | 0 | |
| TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 193 | 200,000 | PRN | DFND | 1 | 200,000 | 0 | 0 | |
| VANGUARD BD INDEX FD | TOTAL BND MRKT | 921937835 | 10,604 | 126,445 | SH | DFND | 1 | 126,445 | 0 | 0 | |
| VANGUARD INDEX FDS | TOTAL STK MKT | 922908769 | 165,199 | 1,009,650 | SH | DFND | 1 | 1,009,650 | 0 | 0 | |
| VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 377 | 350,000 | PRN | DFND | 1 | 350,000 | 0 | 0 | |
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 11,310 | 7,800 | SH | DFND | 1 | 7,800 | 0 | 0 | |
| WESTERN DIGITAL CORP | NOTE 1.500% 2/0 | 958102AP0 | 2,938 | 3,000,000 | PRN | DFND | 1 | 3,000,000 | 0 | 0 | |
| WHITING PETE CORP NE | NOTE 1.250% 4/0 | 966387AL6 | 38 | 39,000 | PRN | DFND | 1 | 39,000 | 0 | 0 | |