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 08/15/2023 | 02557T307 | 4,278 | 86,426 | SH | DFND | 1 | 86,426 | 0 | 0 | |
| ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 1,097 | 1,070,000 | PRN | DFND | 1 | 1,070,000 | 0 | 0 | |
| AVAYA HLDGS CORP | COM | 05351X101 | 64 | 39,959 | SH | DFND | 1 | 39,959 | 0 | 0 | |
| AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 2,969 | 6,786,000 | PRN | DFND | 1 | 6,786,000 | 0 | 0 | |
| BK OF AMERICA CORP | 7.25%CNV PFD L | 060505682 | 9,325 | 7,950 | SH | DFND | 1 | 7,950 | 0 | 0 | |
| BLACKROCK CORPOR HI | RIGHT 10/13/2022 | 09255L114 | 0 | 31,425 | SH | DFND | 1 | 31,425 | 0 | 0 | |
| BLACKROCK CORPOR HI | COM | 09255P107 | 424 | 49,591 | SH | DFND | 1 | 49,591 | 0 | 0 | |
| BLACKROCK DEBT STRAT | COM NEW | 09255R202 | 296 | 33,144 | SH | DFND | 1 | 33,144 | 0 | 0 | |
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 2,774 | 2,300,000 | PRN | DFND | 1 | 2,300,000 | 0 | 0 | |
| CBL & ASSOC PPTYS IN | COMMON STOCK | 124830878 | 1,515 | 59,145 | SH | DFND | 1 | 59,145 | 0 | 0 | |
| CLEAR CHANNEL OUTDOO | COM | 18453H106 | 386 | 281,621 | SH | DFND | 1 | 281,621 | 0 | 0 | |
| CSI COMPRESSCO LP | COM UNIT | 12637A103 | 1,997 | 1,706,411 | SH | DFND | 1 | 1,706,411 | 0 | 0 | |
| DTE ENERGY CO | UNIT 11/01/2022 | 233331842 | 5,816 | 116,000 | SH | DFND | 1 | 116,000 | 0 | 0 | |
| EATON VANCE FLOATING | COM | 27831H100 | 404 | 46,973 | SH | DFND | 1 | 46,973 | 0 | 0 | |
| EATON VANCE FLTING R | COM | 278279104 | 771 | 67,882 | SH | DFND | 1 | 67,882 | 0 | 0 | |
| EATON VANCE SR FLTNG | COM | 27828Q105 | 613 | 55,191 | SH | DFND | 1 | 55,191 | 0 | 0 | |
| EQT CORP | NOTE 1.750% 5/0 | 26884LAK5 | 3,589 | 1,300,000 | PRN | DFND | 1 | 1,300,000 | 0 | 0 | |
| EURONET WORLDWIDE IN | NOTE 0.750% 3/1 | 298736AL3 | 1,327 | 1,460,000 | PRN | DFND | 1 | 1,460,000 | 0 | 0 | |
| EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 2,262 | 2,600,000 | PRN | DFND | 1 | 2,600,000 | 0 | 0 | |
| FIRST TR SR FLTG RAT | COM | 33733U108 | 149 | 14,889 | SH | DFND | 1 | 14,889 | 0 | 0 | |
| IHEARTMEDIA INC | COM CL A | 45174J509 | 356 | 48,624 | SH | DFND | 1 | 48,624 | 0 | 0 | |
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 2,045 | 2,130,000 | PRN | DFND | 1 | 2,130,000 | 0 | 0 | |
| INVESCO SR INCOME TR | COM | 46131H107 | 982 | 263,964 | SH | DFND | 1 | 263,964 | 0 | 0 | |
| KKR & CO INC | 6% MCONV PFD C | 48251W401 | 3,833 | 70,200 | SH | DFND | 1 | 70,200 | 0 | 0 | |
| NATIONAL CINEMEDIA I | COM | 635309107 | 167 | 256,578 | SH | DFND | 1 | 256,578 | 0 | 0 | |
| NEUBERGER BERMAN HIG | COM | 64128C106 | 190 | 24,108 | SH | DFND | 1 | 24,108 | 0 | 0 | |
| NEW AMER HIGH INCOME | COM NEW | 641876800 | 283 | 43,538 | SH | DFND | 1 | 43,538 | 0 | 0 | |
| NEXTERA ENERGY INC | UNIT 03/01/2023 | 65339F770 | 8,175 | 164,221 | SH | DFND | 1 | 164,221 | 0 | 0 | |
| NISOURCE INC | UNIT 12/01/2023 | 65473P121 | 4,074 | 40,500 | SH | DFND | 1 | 40,500 | 0 | 0 | |
| PGIM HIGH YIELD BOND | COM | 69346H100 | 242 | 20,953 | SH | DFND | 1 | 20,953 | 0 | 0 | |
| PIONEER FLOATING RAT | COM | 72369J102 | 117 | 13,528 | SH | DFND | 1 | 13,528 | 0 | 0 | |
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 7,683 | 3,539,000 | PRN | DFND | 1 | 3,539,000 | 0 | 0 | |
| PROSPECT CAP CORP | NOTE 6.375% 3/0 | 74348TAT9 | 1,026 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 6,156 | 5,375,000 | PRN | DFND | 1 | 5,375,000 | 0 | 0 | |
| SPDR SER TR | PORTFOLIO SHORT | 78464A474 | 275 | 9,398 | SH | DFND | 1 | 9,398 | 0 | 0 | |
| SSGA ACTIVE ETF TR | BLACKSTONE SENR | 78467V608 | 292 | 7,142 | SH | DFND | 1 | 7,142 | 0 | 0 | |
| STANLEY BLACK & DECK | UNIT 11/15/2022 | 854502846 | 1,134 | 23,000 | SH | DFND | 1 | 23,000 | 0 | 0 | |
| SUMMIT MIDSTREAM PAR | COM UNIT LTD | 866142409 | 390 | 25,933 | SH | DFND | 1 | 25,933 | 0 | 0 | |
| VANGUARD BD INDEX FD | SHORT TRM BOND | 921937827 | 246 | 3,283 | SH | DFND | 1 | 3,283 | 0 | 0 | |
| VANGUARD BD INDEX FD | TOTAL BND MRKT | 921937835 | 7,942 | 111,338 | SH | DFND | 1 | 111,338 | 0 | 0 | |
| VANGUARD INDEX FDS | TOTAL STK MKT | 922908769 | 72,521 | 404,084 | SH | DFND | 1 | 404,084 | 0 | 0 | |
| VANGUARD SCOTTSDALE | SHRT TRM CORP BD | 92206C409 | 459 | 6,177 | SH | DFND | 1 | 6,177 | 0 | 0 | |
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 9,370 | 8,000 | SH | DFND | 1 | 8,000 | 0 | 0 | |
| WESTERN ASSET HIGH I | COM | 95766J102 | 226 | 51,880 | SH | DFND | 1 | 51,880 | 0 | 0 | |
| WESTERN DIGITAL CORP | NOTE 1.500% 2/0 | 958102AP0 | 3,032 | 3,185,000 | PRN | DFND | 1 | 3,185,000 | 0 | 0 | |