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 |
| ALLERGAN PLC | PFD CONV SER A | G0177J116 | 1,866 | 2,150 | SH | DFND | 1 | 2,150 | 0 | 0 | |
| ANTHEM INC | UNIT 05/01/20188 | 036752202 | 315 | 6,000 | SH | DFND | 1 | 6,000 | 0 | 0 | |
| ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 14,166 | 5,500,000 | PRN | DFND | 1 | 5,500,000 | 0 | 0 | |
| BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 4,678 | 3,700 | SH | DFND | 1 | 3,700 | 0 | 0 | |
| BARCLAYS PLC | NOTE 8.250%12/3 | 06738EAA3 | 22,663 | 21,380,000 | PRN | DFND | 1 | 21,380,000 | 0 | 0 | |
| BARCLAYS PLC | NOTE 6.625%12/3 | 06738EAB1 | 25,421 | 24,953,000 | PRN | DFND | 1 | 24,953,000 | 0 | 0 | |
| BECTON DICKINSON & C | PFD SHS CONV A | 075887208 | 4,163 | 75,000 | SH | DFND | 1 | 75,000 | 0 | 0 | |
| BLACKROCK DEBT STRAT | COM NEW | 09255R202 | 1,474 | 127,741 | SH | DFND | 1 | 127,741 | 0 | 0 | |
| CLEAR CHANNEL OUTDOO | CL A | 18451C109 | 2,274 | 468,819 | SH | DFND | 1 | 468,819 | 0 | 0 | |
| CREDIT SUISSE GROUP | DEBT 6.250%12/3 | H3698DAL8 | 1,063 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
| DANAHER CORP DEL | NOTE 1/2 | 235851AF9 | 8,059 | 2,500,000 | PRN | DFND | 1 | 2,500,000 | 0 | 0 | |
| DOMINION ENERGY INC | UNIT 08/15/2019 | 25746U836 | 4,529 | 90,000 | SH | DFND | 1 | 90,000 | 0 | 0 | |
| DTE ENERGY CO | UNIT 99/99/9999 | 233331883 | 1,950 | 36,000 | SH | DFND | 1 | 36,000 | 0 | 0 | |
| FIDELITY NATIONAL FI | NOTE 4.250% 8/1 | 31620RAE5 | 3,520 | 1,400,000 | PRN | DFND | 1 | 1,400,000 | 0 | 0 | |
| HSBC HLDGS PLC | DBCV 5.625%12/3 | 404280AR0 | 11,240 | 11,000,000 | PRN | DFND | 1 | 11,000,000 | 0 | 0 | |
| HSBC HLDGS PLC | DBCV 6.375%12/3 | 404280AS8 | 26,092 | 24,875,000 | PRN | DFND | 1 | 24,875,000 | 0 | 0 | |
| HUNTINGTON BANCSHARE | PFD CONV SER A | 446150401 | 1,420 | 1,000 | SH | DFND | 1 | 1,000 | 0 | 0 | |
| ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 1,064 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
| INTEL CORP | SDCV 12/1 | 458140AD2 | 2,091 | 1,600,000 | PRN | DFND | 1 | 1,600,000 | 0 | 0 | |
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 8,263 | 5,000,000 | PRN | DFND | 1 | 5,000,000 | 0 | 0 | |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 15,507 | 175,444 | PRN | DFND | 1 | 175,444 | 0 | 0 | |
| LLOYDS BANKING GROUP | DBCV 7.500%12/3 | 539439AG4 | 31,363 | 28,431,000 | PRN | DFND | 1 | 28,431,000 | 0 | 0 | |
| NEXTERA ENERGY INC | UNIT 09/01/2019 | 65339F820 | 2,701 | 50,000 | SH | DFND | 1 | 50,000 | 0 | 0 | |
| NEXTERA ENERGY INC | UNIT 08/31/2018 | 65339F846 | 4,879 | 76,300 | SH | DFND | 1 | 76,300 | 0 | 0 | |
| NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 13,671 | 3,275,000 | PRN | DFND | 1 | 3,275,000 | 0 | 0 | |
| NXP SEMICONDUCTORS N | DBCV 1.000%12/0 | 62952QAB6 | 2,385 | 2,000,000 | PRN | DFND | 1 | 2,000,000 | 0 | 0 | |
| PORTMARNOCK LEASING | NOTE 1.741%10/2 | 736879AA5 | 1,905 | 1,945,861 | PRN | DFND | 1 | 1,945,861 | 0 | 0 | |
| POWERSHARES ETF TRUS | SENIOR LN PORT | 73936Q769 | 11,174 | 482,900 | PRN | DFND | 1 | 482,900 | 0 | 0 | |
| PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 1,431 | 1,250,000 | PRN | DFND | 1 | 1,250,000 | 0 | 0 | |
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 5,508 | 3,750,000 | PRN | DFND | 1 | 3,750,000 | 0 | 0 | |
| PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503AQ9 | 5,916 | 3,000,000 | PRN | DFND | 1 | 3,000,000 | 0 | 0 | |
| RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 5,592 | 4,050,000 | PRN | DFND | 1 | 4,050,000 | 0 | 0 | |
| ROYAL BK OF SCOTLAND | NOTE 8.000%12/3 | 780099CK1 | 543 | 500,000 | PRN | DFND | 1 | 500,000 | 0 | 0 | |
| ROYAL BK SCOTLAND GR | NOTE 8.625%12/3 | 780097BB6 | 15,478 | 14,200,000 | PRN | DFND | 1 | 14,200,000 | 0 | 0 | |
| SPDR SER TR | BLOOMBERG SRT TR | 78468R408 | 3,362 | 120,200 | PRN | DFND | 1 | 120,200 | 0 | 0 | |
| SPDR SERIES TRUST | BLOOMBERG BRCLYS | 78464A417 | 13,237 | 355,846 | PRN | DFND | 1 | 355,846 | 0 | 0 | |
| SPIRIT RLTY CAP INC | NOTE 3.750% 5/1 | 84860WAB8 | 1,836 | 1,850,000 | PRN | DFND | 1 | 1,850,000 | 0 | 0 | |
| SSGA ACTIVE ETF TR | BLKSTN GSOSRLN | 78467V608 | 4,553 | 96,000 | SH | DFND | 1 | 96,000 | 0 | 0 | |
| TEVA PHARMACEUTICAL | DBCV 0.250% 2/0 | 88163VAE9 | 4,290 | 4,000,000 | PRN | DFND | 1 | 4,000,000 | 0 | 0 | |
| TORONTO DOMINION BK | NOTE 3.625% 9/1 | 891160MJ9 | 15,561 | 15,680,000 | PRN | DFND | 1 | 15,680,000 | 0 | 0 | |
| VANGUARD INDEX FDS | TOTAL STK MKT | 922908769 | 194,959 | 1,566,561 | PRN | DFND | 1 | 1,566,561 | 0 | 0 | |
| VERIZON COMMUNICATIO | COM | 92343V104 | 313 | 7,000 | SH | DFND | 1 | 7,000 | 0 | 0 | |
| WELLS FARGO CO NEW | *W EXP 10/28/201 | 949746119 | 560 | 25,210 | PRN | DFND | 1 | 25,210 | 0 | 0 | |
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 11,690 | 8,915 | SH | DFND | 1 | 8,915 | 0 | 0 | |
| WELLTOWER INC | 6.50% PFD PREPET | 95040Q203 | 3,323 | 50,000 | SH | DFND | 1 | 50,000 | 0 | 0 | |