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 | 2,680 | 55,250 | SH | DFND | 1 | 55,250 | 0 | 0 | |
| AMERICAN ELEC PWR CO | UNIT 99/99/9999 | 02557T307 | 1,695 | 34,580 | SH | DFND | 1 | 34,580 | 0 | 0 | |
| AMERICAN RLTY CAP PP | NOTE 3.750%12/1 | 02917TAB0 | 501 | 500,000 | PRN | DFND | 1 | 500,000 | 0 | 0 | |
| ARES CAPITAL CORP | NOTE 3.750% 2/0 | 04010LAT0 | 1,621 | 1,600,000 | PRN | DFND | 1 | 1,600,000 | 0 | 0 | |
| ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 625 | 600,000 | PRN | DFND | 1 | 600,000 | 0 | 0 | |
| AVAYA HLDGS CORP | COM | 05351X101 | 474 | 31,179 | SH | DFND | 1 | 31,179 | 0 | 0 | |
| AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 712 | 750,000 | PRN | DFND | 1 | 750,000 | 0 | 0 | |
| BK OF AMERICA CORP | 7.25%CNV PFD L | 060505682 | 12,090 | 8,125 | SH | DFND | 1 | 8,125 | 0 | 0 | |
| BLACKROCK DEBT STRAT | COM NEW | 09255R202 | 1,131 | 113,762 | SH | DFND | 1 | 113,762 | 0 | 0 | |
| BLACKROCK FLOATING R | COM | 09255X100 | 2,242 | 194,961 | SH | DFND | 1 | 194,961 | 0 | 0 | |
| CLEAR CHANNEL OUTDOO | COM | 18453H106 | 530 | 529,838 | SH | DFND | 1 | 529,838 | 0 | 0 | |
| COMMUNITY HEALTH SYS | COM | 203668108 | 266 | 62,973 | SH | DFND | 1 | 62,973 | 0 | 0 | |
| CORNERSTONE BLDG BRA | COM | 21925D109 | 560 | 70,217 | SH | DFND | 1 | 70,217 | 0 | 0 | |
| CSI COMPRESSCO LP | COM UNIT | 12637A103 | 187 | 210,481 | SH | DFND | 1 | 210,481 | 0 | 0 | |
| DENBURY INC | COM | 24790A101 | 20,469 | 1,163,034 | SH | DFND | 1 | 1,163,034 | 0 | 0 | |
| DOMINION ENERGY INC | UNIT 99/99/9999 | 25746U133 | 4,650 | 45,700 | SH | DFND | 1 | 45,700 | 0 | 0 | |
| DTE ENERGY CO | UNIT 11/01/2022S | 233331842 | 2,710 | 60,000 | SH | DFND | 1 | 60,000 | 0 | 0 | |
| EURONET WORLDWIDE IN | NOTE 0.750% 3/1 | 298736AL3 | 1,683 | 1,750,000 | PRN | DFND | 1 | 1,750,000 | 0 | 0 | |
| FORTIVE CORP | NOTE 0.875% 2/1 | 34959JAK4 | 4,078 | 4,050,000 | PRN | DFND | 1 | 4,050,000 | 0 | 0 | |
| IHEARTMEDIA INC | COM CL A | 45174J509 | 486 | 59,891 | SH | DFND | 1 | 59,891 | 0 | 0 | |
| ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 1,932 | 1,500,000 | PRN | DFND | 1 | 1,500,000 | 0 | 0 | |
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 2,349 | 2,200,000 | PRN | DFND | 1 | 2,200,000 | 0 | 0 | |
| INVESCO EXCH TRADED | SR LN ETF | 46138G508 | 1,757 | 80,799 | SH | DFND | 1 | 80,799 | 0 | 0 | |
| INVESCO HIGH INCOME | COM | 46131F101 | 471 | 38,411 | SH | DFND | 1 | 38,411 | 0 | 0 | |
| INVESCO SR INCOME TR | COM | 46131H107 | 2,641 | 721,550 | SH | DFND | 1 | 721,550 | 0 | 0 | |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 1,308 | 15,594 | SH | DFND | 1 | 15,594 | 0 | 0 | |
| MICRON TECHNOLOGY IN | NOTE 3.125% 5/0 | 595112AX1 | 1,730 | 370,000 | PRN | DFND | 1 | 370,000 | 0 | 0 | |
| NEUBERGER BERMAN HIG | COM | 64128C106 | 1,924 | 173,458 | SH | DFND | 1 | 173,458 | 0 | 0 | |
| NEW AMER HIGH INCOME | COM NEW | 641876800 | 468 | 57,272 | SH | DFND | 1 | 57,272 | 0 | 0 | |
| NEXTERA ENERGY INC | UNIT 99/99/9999 | 65339F770 | 4,808 | 103,000 | SH | DFND | 1 | 103,000 | 0 | 0 | |
| NEXTERA ENERGY INC | UNIT 09/01/2022S | 65339F796 | 6,066 | 112,000 | SH | DFND | 1 | 112,000 | 0 | 0 | |
| PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 3,200 | 3,000,000 | PRN | DFND | 1 | 3,000,000 | 0 | 0 | |
| PROSPECT CAP CORP | NOTE 6.375% 3/0 | 74348TAT9 | 1,025 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
| RIVERNORTH OPPORTUNI | COM | 76881Y109 | 175 | 12,200 | SH | DFND | 1 | 12,200 | 0 | 0 | |
| SOUTHERN CO | UNIT 08/01/2022 | 842587602 | 4,701 | 101,000 | SH | DFND | 1 | 101,000 | 0 | 0 | |
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 8,941 | 6,825,000 | PRN | DFND | 1 | 6,825,000 | 0 | 0 | |
| SSGA ACTIVE ETF TR | BLKSTN GSOSRLN | 78467V608 | 671 | 15,000 | SH | DFND | 1 | 15,000 | 0 | 0 | |
| STANLEY BLACK & DECK | UNIT 11/15/2022 | 854502846 | 2,523 | 25,000 | SH | DFND | 1 | 25,000 | 0 | 0 | |
| SUMMIT MIDSTREAM PAR | COM UNIT LTD | 866142102 | 240 | 367,275 | SH | DFND | 1 | 367,275 | 0 | 0 | |
| TPG SPECIALTY LENDIN | NOTE 4.500% 8/0 | 87265KAD4 | 502 | 486,000 | PRN | DFND | 1 | 486,000 | 0 | 0 | |
| VANGUARD BD INDEX FD | TOTAL BND MRKT | 921937835 | 10,693 | 121,203 | SH | DFND | 1 | 121,203 | 0 | 0 | |
| VANGUARD INDEX FDS | TOTAL STK MKT | 922908769 | 169,041 | 992,550 | SH | DFND | 1 | 992,550 | 0 | 0 | |
| WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 2,401 | 640,000 | PRN | DFND | 1 | 640,000 | 0 | 0 | |
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 11,819 | 8,800 | SH | DFND | 1 | 8,800 | 0 | 0 | |
| WESTERN DIGITAL CORP | NOTE 1.500% 2/0 | 958102AP0 | 3,006 | 3,150,000 | PRN | DFND | 1 | 3,150,000 | 0 | 0 | |
| WHITING PETE CORP NE | COM NEW | 966387508 | 239 | 13,798 | SH | DFND | 1 | 13,798 | 0 | 0 | |