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 08/01/2021 | 025537127 | 2,768 | 55,250 | SH | DFND | 1 | 55,250 | 0 | 0 | |
| AMERICAN ELEC PWR CO | UNIT 08/15/2025 | 02557T307 | 1,751 | 34,580 | SH | DFND | 1 | 34,580 | 0 | 0 | |
| ARES CAPITAL CORP | NOTE 3.750% 2/0 | 04010LAT0 | 1,644 | 1,600,000 | PRN | DFND | 1 | 1,600,000 | 0 | 0 | |
| ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 635 | 600,000 | PRN | DFND | 1 | 600,000 | 0 | 0 | |
| AVAYA HLDGS CORP | COM | 05351X101 | 404 | 21,073 | SH | DFND | 1 | 21,073 | 0 | 0 | |
| BK OF AMERICA CORP | 7.25%CNV PFD L | 060505682 | 12,073 | 7,950 | SH | DFND | 1 | 7,950 | 0 | 0 | |
| BLACKROCK DEBT STRAT | COM NEW | 09255R202 | 851 | 81,476 | SH | DFND | 1 | 81,476 | 0 | 0 | |
| BLACKROCK FLOATING R | COM | 09255X100 | 1,819 | 150,230 | SH | DFND | 1 | 150,230 | 0 | 0 | |
| CLEAR CHANNEL OUTDOO | COM | 18453H106 | 545 | 330,597 | SH | DFND | 1 | 330,597 | 0 | 0 | |
| CORNERSTONE BLDG BRA | COM | 21925D109 | 387 | 41,705 | SH | DFND | 1 | 41,705 | 0 | 0 | |
| CSI COMPRESSCO LP | COM UNIT | 12637A103 | 224 | 210,990 | SH | DFND | 1 | 210,990 | 0 | 0 | |
| DOMINION ENERGY INC | UNIT 99/99/9999 | 25746U133 | 4,415 | 44,000 | SH | DFND | 1 | 44,000 | 0 | 0 | |
| DTE ENERGY CO | UNIT 11/01/2022S | 233331842 | 2,888 | 60,000 | SH | DFND | 1 | 60,000 | 0 | 0 | |
| EURONET WORLDWIDE IN | NOTE 0.750% 3/1 | 298736AL3 | 1,987 | 1,750,000 | PRN | DFND | 1 | 1,750,000 | 0 | 0 | |
| FORTIVE CORP | NOTE 0.875% 2/1 | 34959JAK4 | 4,186 | 4,050,000 | PRN | DFND | 1 | 4,050,000 | 0 | 0 | |
| IHEARTMEDIA INC | COM CL A | 45174J509 | 338 | 26,056 | SH | DFND | 1 | 26,056 | 0 | 0 | |
| ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 2,200 | 1,500,000 | PRN | DFND | 1 | 1,500,000 | 0 | 0 | |
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 2,502 | 2,200,000 | PRN | DFND | 1 | 2,200,000 | 0 | 0 | |
| INVESCO EXCH TRADED | SR LN ETF | 46138G508 | 693 | 31,100 | SH | DFND | 1 | 31,100 | 0 | 0 | |
| INVESCO HIGH INCOME | COM | 46131F101 | 264 | 19,422 | SH | DFND | 1 | 19,422 | 0 | 0 | |
| INVESCO SR INCOME TR | COM | 46131H107 | 1,868 | 469,248 | SH | DFND | 1 | 469,248 | 0 | 0 | |
| MICRON TECHNOLOGY IN | NOTE 3.125% 5/0 | 595112AX1 | 2,560 | 340,000 | PRN | DFND | 1 | 340,000 | 0 | 0 | |
| NEUBERGER BERMAN HIG | COM | 64128C106 | 516 | 44,119 | SH | DFND | 1 | 44,119 | 0 | 0 | |
| NEW AMER HIGH INCOME | COM NEW | 641876800 | 390 | 44,908 | SH | DFND | 1 | 44,908 | 0 | 0 | |
| NEXTERA ENERGY INC | UNIT 99/99/9999 | 65339F770 | 5,237 | 103,000 | SH | DFND | 1 | 103,000 | 0 | 0 | |
| NEXTERA ENERGY INC | UNIT 09/01/2022S | 65339F796 | 6,630 | 112,000 | SH | DFND | 1 | 112,000 | 0 | 0 | |
| OASIS PETROLEUM INC | COM NEW | 674215207 | 26,416 | 712,798 | SH | DFND | 1 | 712,798 | 0 | 0 | |
| PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 3,485 | 3,000,000 | PRN | DFND | 1 | 3,000,000 | 0 | 0 | |
| PROSPECT CAP CORP | NOTE 6.375% 3/0 | 74348TAT9 | 1,032 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
| SOUTHERN CO | UNIT 08/01/2022 | 842587602 | 4,827 | 93,000 | SH | DFND | 1 | 93,000 | 0 | 0 | |
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 9,241 | 6,340,000 | PRN | DFND | 1 | 6,340,000 | 0 | 0 | |
| SSGA ACTIVE ETF TR | BLKSTN GSOSRLN | 78467V608 | 685 | 15,000 | SH | DFND | 1 | 15,000 | 0 | 0 | |
| STANLEY BLACK & DECK | UNIT 11/15/2022 | 854502846 | 2,796 | 25,000 | SH | DFND | 1 | 25,000 | 0 | 0 | |
| SUMMIT MIDSTREAM PAR | COM UNIT LTD | 866142409 | 286 | 22,859 | SH | DFND | 1 | 22,859 | 0 | 0 | |
| TPG SPECIALTY LENDIN | NOTE 4.500% 8/0 | 87265KAD4 | 526 | 486,000 | PRN | DFND | 1 | 486,000 | 0 | 0 | |
| VANGUARD BD INDEX FD | TOTAL BND MRKT | 921937835 | 10,545 | 119,568 | SH | DFND | 1 | 119,568 | 0 | 0 | |
| VANGUARD INDEX FDS | TOTAL STK MKT | 922908769 | 192,156 | 987,240 | SH | DFND | 1 | 987,240 | 0 | 0 | |
| WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 2,242 | 500,000 | PRN | DFND | 1 | 500,000 | 0 | 0 | |
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 12,163 | 8,000 | SH | DFND | 1 | 8,000 | 0 | 0 | |
| WESTERN DIGITAL CORP | NOTE 1.500% 2/0 | 958102AP0 | 3,147 | 3,150,000 | PRN | DFND | 1 | 3,150,000 | 0 | 0 | |