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 08/15/2025 | 02557T307 | 2,676 | 47,891 | SH | DFND | 1 | 47,891 | 0 | 0 | |
| ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 2,025 | 290,000 | PRN | DFND | 1 | 290,000 | 0 | 0 | |
| ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 1,213 | 1,070,000 | PRN | DFND | 1 | 1,070,000 | 0 | 0 | |
| AVAYA HLDGS CORP | COM | 05351X101 | 433 | 34,196 | SH | DFND | 1 | 34,196 | 0 | 0 | |
| AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 2,712 | 2,786,000 | PRN | DFND | 1 | 2,786,000 | 0 | 0 | |
| BK OF AMERICA CORP | 7.25%CNV PFD L | 060505682 | 10,434 | 7,950 | SH | DFND | 1 | 7,950 | 0 | 0 | |
| BLACKROCK CORPOR HI | COM | 09255P107 | 443 | 41,106 | SH | DFND | 1 | 41,106 | 0 | 0 | |
| BLACKROCK DEBT STRAT | COM NEW | 09255R202 | 215 | 20,641 | PRN | DFND | 1 | 20,641 | 0 | 0 | |
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 3,330 | 2,300,000 | PRN | DFND | 1 | 2,300,000 | 0 | 0 | |
| CBL & ASSOC PPTYS IN | COMMON STOCK | 124830878 | 1,978 | 60,130 | SH | DFND | 1 | 60,130 | 0 | 0 | |
| CLEAR CHANNEL OUTDOO | COM | 18453H106 | 373 | 107,752 | SH | DFND | 1 | 107,752 | 0 | 0 | |
| CSI COMPRESSCO LP | COM UNIT | 12637A103 | 2,389 | 1,706,411 | SH | DFND | 1 | 1,706,411 | 0 | 0 | |
| DOMINION ENERGY INC | DEBT 7.250% 6/0 | 25746U133 | 5,471 | 53,750 | SH | DFND | 1 | 53,750 | 0 | 0 | |
| DTE ENERGY CO | UNIT 11/01/2022S | 233331842 | 4,343 | 81,500 | SH | DFND | 1 | 81,500 | 0 | 0 | |
| EATON VANCE FLOATING | COM | 27831H100 | 568 | 62,573 | SH | DFND | 1 | 62,573 | 0 | 0 | |
| EATON VANCE FLTING R | COM | 278279104 | 697 | 52,735 | SH | DFND | 1 | 52,735 | 0 | 0 | |
| EATON VANCE SR FLTNG | COM | 27828Q105 | 732 | 54,581 | SH | DFND | 1 | 54,581 | 0 | 0 | |
| EURONET WORLDWIDE IN | NOTE 0.750% 3/1 | 298736AL3 | 1,639 | 1,460,000 | PRN | DFND | 1 | 1,460,000 | 0 | 0 | |
| EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 2,687 | 2,200,000 | PRN | DFND | 1 | 2,200,000 | 0 | 0 | |
| IHEARTMEDIA INC | COM CL A | 45174J509 | 386 | 20,372 | SH | DFND | 1 | 20,372 | 0 | 0 | |
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 2,130 | 1,940,000 | PRN | DFND | 1 | 1,940,000 | 0 | 0 | |
| INVESCO EXCH TRADED | SR LN ETF | 46138G508 | 2,403 | 110,400 | SH | DFND | 1 | 110,400 | 0 | 0 | |
| INVESCO SR INCOME TR | COM | 46131H107 | 1,124 | 263,964 | SH | DFND | 1 | 263,964 | 0 | 0 | |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 203 | 2,465 | SH | DFND | 1 | 2,465 | 0 | 0 | |
| KKR & CO INC | 6% MCONV PFD C | 48251W401 | 4,248 | 57,500 | SH | DFND | 1 | 57,500 | 0 | 0 | |
| NATIONAL CINEMEDIA I | COM | 635309107 | 195 | 76,708 | SH | DFND | 1 | 76,708 | 0 | 0 | |
| NEUBERGER BERMAN HIG | COM | 64128C106 | 339 | 29,711 | SH | DFND | 1 | 29,711 | 0 | 0 | |
| NEW AMER HIGH INCOME | COM NEW | 641876800 | 330 | 40,638 | SH | DFND | 1 | 40,638 | 0 | 0 | |
| NEXTERA ENERGY INC | UNIT 99/99/9999 | 65339F770 | 5,319 | 102,000 | SH | DFND | 1 | 102,000 | 0 | 0 | |
| NEXTERA ENERGY INC | UNIT 09/01/2022S | 65339F796 | 5,901 | 95,500 | SH | DFND | 1 | 95,500 | 0 | 0 | |
| NISOURCE INC | UNIT 12/01/2023 | 65473P121 | 2,832 | 23,800 | SH | DFND | 1 | 23,800 | 0 | 0 | |
| PGIM HIGH YIELD BOND | COM | 69346H100 | 301 | 20,953 | SH | DFND | 1 | 20,953 | 0 | 0 | |
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 8,207 | 3,449,000 | PRN | DFND | 1 | 3,449,000 | 0 | 0 | |
| PROSPECT CAP CORP | NOTE 6.375% 3/0 | 74348TAT9 | 1,060 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
| SIXTH STREET SPECIAL | NOTE 4.500% 8/0 | 87265KAD4 | 454 | 366,000 | PRN | DFND | 1 | 366,000 | 0 | 0 | |
| SOUTHERN CO | UNIT 08/01/2022 | 842587602 | 5,522 | 101,118 | SH | DFND | 1 | 101,118 | 0 | 0 | |
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 7,994 | 5,875,000 | PRN | DFND | 1 | 5,875,000 | 0 | 0 | |
| SPDR SER TR | PORTFOLIO SHORT | 78464A474 | 283 | 9,398 | SH | DFND | 1 | 9,398 | 0 | 0 | |
| SSGA ACTIVE ETF TR | BLACKSTONE SENR | 78467V608 | 2,717 | 60,442 | SH | DFND | 1 | 60,442 | 0 | 0 | |
| STANLEY BLACK & DECK | UNIT 11/15/2022 | 854502846 | 1,776 | 20,200 | SH | DFND | 1 | 20,200 | 0 | 0 | |
| SUMMIT MIDSTREAM PAR | COM UNIT LTD | 866142409 | 409 | 27,496 | SH | DFND | 1 | 27,496 | 0 | 0 | |
| VANGUARD BD INDEX FD | SHORT TRM BOND | 921937827 | 256 | 3,283 | SH | DFND | 1 | 3,283 | 0 | 0 | |
| VANGUARD BD INDEX FD | TOTAL BND MRKT | 921937835 | 8,987 | 112,988 | SH | DFND | 1 | 112,988 | 0 | 0 | |
| VANGUARD INDEX FDS | TOTAL STK MKT | 922908769 | 92,323 | 405,514 | SH | DFND | 1 | 405,514 | 0 | 0 | |
| VANGUARD SCOTTSDALE | SHRT TRM CORP BD | 92206C409 | 482 | 6,177 | SH | DFND | 1 | 6,177 | 0 | 0 | |
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 10,440 | 8,000 | SH | DFND | 1 | 8,000 | 0 | 0 | |
| WESTERN ASSET HIGH I | COM | 95766J102 | 259 | 43,022 | SH | DFND | 1 | 43,022 | 0 | 0 | |
| WESTERN DIGITAL CORP | NOTE 1.500% 2/0 | 958102AP0 | 2,876 | 2,965,000 | PRN | DFND | 1 | 2,965,000 | 0 | 0 | |