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 |
|
||||||||||||||||
| 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 08/01/2021 | 025537127 | 2,538 | 53,250 | SH | DFND | 1 | 53,250 | 0 | 0 | |
| AMERICAN ELEC PWR CO | UNIT 08/15/2025 | 02557T307 | 1,849 | 37,180 | SH | DFND | 1 | 37,180 | 0 | 0 | |
| ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 2,113 | 400,000 | PRN | DFND | 1 | 400,000 | 0 | 0 | |
| ARES CAPITAL CORP | NOTE 3.750% 2/0 | 04010LAT0 | 1,609 | 1,500,000 | PRN | DFND | 1 | 1,500,000 | 0 | 0 | |
| ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 666 | 600,000 | PRN | DFND | 1 | 600,000 | 0 | 0 | |
| AVAYA HLDGS CORP | COM | 05351X101 | 525 | 26,527 | SH | DFND | 1 | 26,527 | 0 | 0 | |
| AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 1,880 | 1,786,000 | PRN | DFND | 1 | 1,786,000 | 0 | 0 | |
| BLACKROCK FLOATING R | COM | 09255X100 | 613 | 45,900 | SH | DFND | 1 | 45,900 | 0 | 0 | |
| BONANZA CREEK ENERGY | COM NEW | 097793400 | 8,310 | 173,487 | SH | DFND | 1 | 173,487 | 0 | 0 | |
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 3,389 | 2,300,000 | PRN | DFND | 1 | 2,300,000 | 0 | 0 | |
| CLEAR CHANNEL OUTDOO | COM | 18453H106 | 479 | 176,595 | SH | DFND | 1 | 176,595 | 0 | 0 | |
| CORNERSTONE BLDG BRA | COM | 21925D109 | 629 | 43,079 | SH | DFND | 1 | 43,079 | 0 | 0 | |
| CSI COMPRESSCO LP | COM UNIT | 12637A103 | 741 | 412,587 | SH | DFND | 1 | 412,587 | 0 | 0 | |
| DOMINION ENERGY INC | UNIT 99/99/9999 | 25746U133 | 4,264 | 43,900 | SH | DFND | 1 | 43,900 | 0 | 0 | |
| DTE ENERGY CO | UNIT 11/01/2022S | 233331842 | 3,543 | 70,500 | SH | DFND | 1 | 70,500 | 0 | 0 | |
| EURONET WORLDWIDE IN | NOTE 0.750% 3/1 | 298736AL3 | 1,619 | 1,460,000 | PRN | DFND | 1 | 1,460,000 | 0 | 0 | |
| FORTIVE CORP | NOTE 0.875% 2/1 | 34959JAK4 | 4,080 | 4,050,000 | PRN | DFND | 1 | 4,050,000 | 0 | 0 | |
| HIGHLAND INCOME FD | HIGHLAND INCOME | 43010E404 | 803 | 74,565 | SH | DFND | 1 | 74,565 | 0 | 0 | |
| IHEARTMEDIA INC | COM CL A | 45174J509 | 258 | 10,296 | SH | DFND | 1 | 10,296 | 0 | 0 | |
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 2,129 | 1,825,000 | PRN | DFND | 1 | 1,825,000 | 0 | 0 | |
| INVESCO EXCH TRADED | SR LN ETF | 46138G508 | 1,789 | 80,900 | SH | DFND | 1 | 80,900 | 0 | 0 | |
| INVESCO SR INCOME TR | COM | 46131H107 | 1,345 | 302,238 | SH | DFND | 1 | 302,238 | 0 | 0 | |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 216 | 2,465 | SH | DFND | 1 | 2,465 | 0 | 0 | |
| NEXTERA ENERGY INC | UNIT 99/99/9999 | 65339F770 | 5,334 | 104,666 | SH | DFND | 1 | 104,666 | 0 | 0 | |
| NEXTERA ENERGY INC | UNIT 09/01/2022S | 65339F796 | 5,949 | 101,500 | SH | DFND | 1 | 101,500 | 0 | 0 | |
| NISOURCE INC | UNIT 12/01/2023 | 65473P121 | 2,462 | 23,800 | SH | DFND | 1 | 23,800 | 0 | 0 | |
| OASIS PETROLEUM INC | COM NEW | 674215207 | 15,828 | 159,203 | SH | DFND | 1 | 159,203 | 0 | 0 | |
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 5,812 | 3,590,000 | PRN | DFND | 1 | 3,590,000 | 0 | 0 | |
| PROSPECT CAP CORP | NOTE 6.375% 3/0 | 74348TAT9 | 1,085 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
| SOUTHERN CO | UNIT 08/01/2022 | 842587602 | 4,795 | 94,000 | SH | DFND | 1 | 94,000 | 0 | 0 | |
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 9,172 | 6,125,000 | PRN | DFND | 1 | 6,125,000 | 0 | 0 | |
| SPDR SER TR | PORTFOLIO SHORT | 78464A474 | 294 | 9,398 | SH | DFND | 1 | 9,398 | 0 | 0 | |
| SSGA ACTIVE ETF TR | BLACKSTONE SENR | 78467V608 | 2,043 | 44,402 | SH | DFND | 1 | 44,402 | 0 | 0 | |
| STANLEY BLACK & DECK | UNIT 11/15/2022 | 854502846 | 2,631 | 25,000 | SH | DFND | 1 | 25,000 | 0 | 0 | |
| STARWOOD WAYPOINT HO | NOTE 3.500% 1/1 | 19625XAB8 | 708 | 420,000 | PRN | DFND | 1 | 420,000 | 0 | 0 | |
| SUMMIT MIDSTREAM PAR | COM UNIT LTD | 866142409 | 334 | 9,388 | SH | DFND | 1 | 9,388 | 0 | 0 | |
| TPG SPECIALTY LENDIN | NOTE 4.500% 8/0 | 87265KAD4 | 423 | 366,000 | PRN | DFND | 1 | 366,000 | 0 | 0 | |
| VANGUARD BD INDEX FD | SHORT TRM BOND | 921937827 | 269 | 3,283 | SH | DFND | 1 | 3,283 | 0 | 0 | |
| VANGUARD BD INDEX FD | TOTAL BND MRKT | 921937835 | 9,865 | 115,452 | SH | DFND | 1 | 115,452 | 0 | 0 | |
| VANGUARD INDEX FDS | TOTAL STK MKT | 922908769 | 215,072 | 968,531 | SH | DFND | 1 | 968,531 | 0 | 0 | |
| VANGUARD SCOTTSDALE | SHRT TRM CORP BD | 92206C409 | 509 | 6,177 | SH | DFND | 1 | 6,177 | 0 | 0 | |
| WESTERN DIGITAL CORP | NOTE 1.500% 2/0 | 958102AP0 | 3,004 | 2,965,000 | PRN | DFND | 1 | 2,965,000 | 0 | 0 | |