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 | 3,062 | 63,250 | SH | DFND | 1 | 63,250 | 0 | 0 | |
| AMERICAN RLTY CAP PP | NOTE 3.750%12/1 | 02917TAB0 | 500 | 500,000 | PRN | DFND | 1 | 500,000 | 0 | 0 | |
| ARES CAPITAL CORP | NOTE 3.750% 2/0 | 04010LAT0 | 1,578 | 1,600,000 | PRN | DFND | 1 | 1,600,000 | 0 | 0 | |
| ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 587 | 600,000 | PRN | DFND | 1 | 600,000 | 0 | 0 | |
| AVAYA HLDGS CORP | COM | 05351X101 | 398 | 32,200 | SH | DFND | 1 | 32,200 | 0 | 0 | |
| BK OF AMERICA CORP | 7.25%CNV PFD L | 060505682 | 10,550 | 7,860 | SH | DFND | 1 | 7,860 | 0 | 0 | |
| BLACKROCK DEBT STRAT | COM NEW | 09255R202 | 1,061 | 113,762 | SH | DFND | 1 | 113,762 | 0 | 0 | |
| BLACKROCK FLOATING R | COM | 09255X100 | 2,494 | 223,061 | SH | DFND | 1 | 223,061 | 0 | 0 | |
| CLEAR CHANNEL OUTDOO | COM | 18453H106 | 530 | 509,372 | SH | DFND | 1 | 509,372 | 0 | 0 | |
| COMMUNITY HEALTH SYS | COM | 203668108 | 408 | 135,385 | SH | DFND | 1 | 135,385 | 0 | 0 | |
| CORNERSTONE BLDG BRA | COM | 21925D109 | 479 | 79,042 | SH | DFND | 1 | 79,042 | 0 | 0 | |
| CSI COMPRESSCO LP | COM UNIT | 12637A103 | 160 | 210,481 | SH | DFND | 1 | 210,481 | 0 | 0 | |
| DOMINION ENERGY INC | UNIT 99/99/9999 | 25746U133 | 5,746 | 56,700 | SH | DFND | 1 | 56,700 | 0 | 0 | |
| DTE ENERGY CO | UNIT 11/01/2022S | 233331842 | 2,539 | 60,000 | SH | DFND | 1 | 60,000 | 0 | 0 | |
| EURONET WORLDWIDE IN | NOTE 0.750% 3/1 | 298736AL3 | 1,701 | 1,750,000 | PRN | DFND | 1 | 1,750,000 | 0 | 0 | |
| FORTIVE CORP | NOTE 0.875% 2/1 | 34959JAK4 | 4,442 | 4,500,000 | PRN | DFND | 1 | 4,500,000 | 0 | 0 | |
| IHEARTMEDIA INC | COM CL A | 45174J509 | 534 | 63,903 | SH | DFND | 1 | 63,903 | 0 | 0 | |
| ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 2,239 | 1,500,000 | PRN | DFND | 1 | 1,500,000 | 0 | 0 | |
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 2,411 | 2,200,000 | PRN | DFND | 1 | 2,200,000 | 0 | 0 | |
| INVESCO EXCHANGE-TRA | SR LN ETF | 46138G508 | 2,897 | 135,700 | SH | DFND | 1 | 135,700 | 0 | 0 | |
| INVESCO HIGH INCOME | COM | 46131F101 | 459 | 38,411 | SH | DFND | 1 | 38,411 | 0 | 0 | |
| INVESCO SR INCOME TR | COM | 46131H107 | 2,497 | 721,550 | SH | DFND | 1 | 721,550 | 0 | 0 | |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 1,273 | 15,594 | SH | DFND | 1 | 15,594 | 0 | 0 | |
| MICRON TECHNOLOGY IN | NOTE 3.125% 5/0 | 595112AX1 | 2,251 | 440,000 | PRN | DFND | 1 | 440,000 | 0 | 0 | |
| NEUBERGER BERMAN HIG | COM | 64128C106 | 1,852 | 178,984 | SH | DFND | 1 | 178,984 | 0 | 0 | |
| NEW AMER HIGH INCOME | COM NEW | 641876800 | 440 | 56,472 | SH | DFND | 1 | 56,472 | 0 | 0 | |
| NEXTERA ENERGY INC | UNIT 99/99/9999 | 65339F770 | 3,566 | 84,000 | SH | DFND | 1 | 84,000 | 0 | 0 | |
| NEXTERA ENERGY INC | UNIT 09/01/2022S | 65339F796 | 5,436 | 112,000 | SH | DFND | 1 | 112,000 | 0 | 0 | |
| NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 3,052 | 300,000 | PRN | DFND | 1 | 300,000 | 0 | 0 | |
| PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 3,195 | 3,000,000 | PRN | DFND | 1 | 3,000,000 | 0 | 0 | |
| PROSPECT CAP CORP | NOTE 6.375% 3/0 | 74348TAT9 | 985 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
| SOUTHERN CO | UNIT 08/01/2022 | 842587602 | 4,935 | 112,000 | SH | DFND | 1 | 112,000 | 0 | 0 | |
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 8,382 | 6,950,000 | PRN | DFND | 1 | 6,950,000 | 0 | 0 | |
| STANLEY BLACK & DECK | UNIT 11/15/2022 | 854502846 | 2,237 | 25,000 | SH | DFND | 1 | 25,000 | 0 | 0 | |
| SUMMIT MIDSTREAM PAR | COM UNIT LTD | 866142102 | 310 | 313,050 | SH | DFND | 1 | 313,050 | 0 | 0 | |
| TPG SPECIALTY LENDIN | NOTE 4.500% 8/0 | 87265KAD4 | 490 | 486,000 | PRN | DFND | 1 | 486,000 | 0 | 0 | |
| VANGUARD BD INDEX FD | TOTAL BND MRKT | 921937835 | 10,854 | 122,870 | SH | DFND | 1 | 122,870 | 0 | 0 | |
| VANGUARD INDEX FDS | TOTAL STK MKT | 922908769 | 156,460 | 999,550 | SH | DFND | 1 | 999,550 | 0 | 0 | |
| WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 2,820 | 770,000 | PRN | DFND | 1 | 770,000 | 0 | 0 | |
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 10,120 | 7,800 | SH | DFND | 1 | 7,800 | 0 | 0 | |
| WESTERN DIGITAL CORP | NOTE 1.500% 2/0 | 958102AP0 | 3,355 | 3,550,000 | PRN | DFND | 1 | 3,550,000 | 0 | 0 | |