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 | FIGI | (to the nearest dollar) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| AMERICAN ELEC POWER CO | UNIT 08/15/2023 | 02557T307 | 4,984,461 | 95,087 | SH | DFND | 1 | 95,087 | 0 | 0 | ||
| ARES CAPITAL CORPORATION | NOTE 4.625% 3/0 | 04010LAW3 | 1,134,874 | 1,070,000 | PRN | DFND | 1 | 1,070,000 | 0 | 0 | ||
| AVAYA HOLDINGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 254,475 | 6,786,000 | PRN | DFND | 1 | 6,786,000 | 0 | 0 | ||
| BLACKROCK CORP HY | COM | 09255P107 | 585,528 | 66,994 | SH | DFND | 1 | 66,994 | 0 | 0 | ||
| BLACKROCK DEBT STRAT | COM NEW | 09255R202 | 304,925 | 33,144 | SH | DFND | 1 | 33,144 | 0 | 0 | ||
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 3,063,370 | 2,300,000 | PRN | DFND | 1 | 2,300,000 | 0 | 0 | ||
| CBL & ASSOCIATES PROP | COMMON STOCK | 124830878 | 1,365,067 | 59,145 | SH | DFND | 1 | 59,145 | 0 | 0 | ||
| CLEAR CHANNEL OUTDOOR | COM | 18453H106 | 295,702 | 281,621 | SH | DFND | 1 | 281,621 | 0 | 0 | ||
| CSI COMPRESSCO LP | COM UNIT | 12637A103 | 2,208,530 | 1,660,549 | SH | DFND | 1 | 1,660,549 | 0 | 0 | ||
| EATON VANCE FLOATING | COM | 278279104 | 819,484 | 73,894 | SH | DFND | 1 | 73,894 | 0 | 0 | ||
| EATON VANCE SENIOR FLOATING | COM | 27828Q105 | 706,111 | 64,544 | SH | DFND | 1 | 64,544 | 0 | 0 | ||
| EQT CORP | NOTE 1.750% 5/0 | 26884LAK5 | 3,018,600 | 1,300,000 | PRN | DFND | 1 | 1,300,000 | 0 | 0 | ||
| EURONET WORLDWIDE | NOTE 0.750% 3/1 | 298736AL3 | 1,380,620 | 1,460,000 | PRN | DFND | 1 | 1,460,000 | 0 | 0 | ||
| EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 2,264,418 | 2,600,000 | PRN | DFND | 1 | 2,600,000 | 0 | 0 | ||
| FIRST TRUST SENIOR FLOATING | COM | 33733U108 | 257,472 | 27,017 | SH | DFND | 1 | 27,017 | 0 | 0 | ||
| IHEARTMEDIA INC | COM CL A | 45174J509 | 298,065 | 48,624 | SH | DFND | 1 | 48,624 | 0 | 0 | ||
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 2,337,672 | 2,420,000 | PRN | DFND | 1 | 2,420,000 | 0 | 0 | ||
| INVESCO SENIOR INCOME TRUST | COM | 46131H107 | 1,010,982 | 263,964 | SH | DFND | 1 | 263,964 | 0 | 0 | ||
| KKR GROUP CO INC | 6% MCONV PFD C | 48251W401 | 4,881,960 | 85,200 | SH | DFND | 1 | 85,200 | 0 | 0 | ||
| NATIONAL CINEMEDIA INC | COM | 635309107 | 74,304 | 337,746 | SH | DFND | 1 | 337,746 | 0 | 0 | ||
| NEUBERGER BERMAN HY | COM | 64128C106 | 205,400 | 24,108 | SH | DFND | 1 | 24,108 | 0 | 0 | ||
| NEW AMERICA HIGH INCOME | COM NEW | 641876800 | 287,351 | 43,538 | SH | DFND | 1 | 43,538 | 0 | 0 | ||
| NEXTERA ENERGY INC | UNIT 03/01/2023 | 65339F770 | 9,201,920 | 182,000 | SH | DFND | 1 | 182,000 | 0 | 0 | ||
| NISOURCE INC | UNIT 12/01/2023 | 65473P121 | 4,460,478 | 42,684 | SH | DFND | 1 | 42,684 | 0 | 0 | ||
| PGIM HY BOND FUND | COM | 69346H100 | 248,712 | 20,953 | SH | DFND | 1 | 20,953 | 0 | 0 | ||
| PIONEER DIVERSIFIED HIGH | COM | 723653101 | 194,141 | 19,260 | SH | DFND | 1 | 19,260 | 0 | 0 | ||
| PIONEER FLOATING RATE | COM | 72369J102 | 118,641 | 13,528 | SH | DFND | 1 | 13,528 | 0 | 0 | ||
| PIONEER NATURAL RESOURCES | NOTE 0.250% 5/1 | 723787AP2 | 8,252,948 | 3,539,000 | PRN | DFND | 1 | 3,539,000 | 0 | 0 | ||
| PROSPECT CAPITAL CORP | NOTE 6.375% 3/0 | 74348TAT9 | 996,300 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | ||
| SOUTHWEST AIRLINES CO | NOTE 1.250% 5/0 | 844741BG2 | 6,455,375 | 5,375,000 | PRN | DFND | 1 | 5,375,000 | 0 | 0 | ||
| SPDR BLACKSTONE / GSO SENIOR | BLACKSTONE SENR | 78467V608 | 1,314,608 | 32,142 | SH | DFND | 1 | 32,142 | 0 | 0 | ||
| SPDR PORTFOLIO ST CORP BOND | PORTFOLIO SHORT | 78464A474 | 276,113 | 9,398 | SH | DFND | 1 | 9,398 | 0 | 0 | ||
| SUMMIT MIDSTREAM PARTNERS LP | COM UNIT LTD | 866142409 | 432,562 | 25,933 | SH | DFND | 1 | 25,933 | 0 | 0 | ||
| VANGUARD IDX FUND | TOTAL STK MKT | 922908769 | 77,048,996 | 402,997 | SH | DFND | 1 | 402,997 | 0 | 0 | ||
| VANGUARD ST BOND INDEX | SHORT TRM BOND | 921937827 | 247,144 | 3,283 | SH | DFND | 1 | 3,283 | 0 | 0 | ||
| VANGUARD ST CORP BOND | SHRT TRM CORP BD | 92206C409 | 464,449 | 6,177 | SH | DFND | 1 | 6,177 | 0 | 0 | ||
| VANGUARD TOTAL BOND MARKET | TOTAL BND MRKT | 921937835 | 7,945,360 | 110,598 | SH | DFND | 1 | 110,598 | 0 | 0 | ||
| WELLS FARGO & COMPANY | PERP PFD CNV A | 949746804 | 9,480,000 | 8,000 | SH | DFND | 1 | 8,000 | 0 | 0 | ||
| WESTERN ASSET HIGH INCOME | COM | 95766J102 | 204,292 | 42,209 | SH | DFND | 1 | 42,209 | 0 | 0 | ||
| WESTERN DIGITAL CORPORATION | NOTE 1.500% 2/0 | 958102AP0 | 3,376,613 | 3,545,000 | PRN | DFND | 1 | 3,545,000 | 0 | 0 | ||