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 |
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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 | 2,669 | 53,250 | SH | DFND | 1 | 53,250 | 0 | 0 | |
AMERICAN ELEC PWR CO | UNIT 08/15/2025 | 02557T307 | 1,956 | 37,180 | SH | DFND | 1 | 37,180 | 0 | 0 | |
ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 1,907 | 290,000 | PRN | DFND | 1 | 290,000 | 0 | 0 | |
ARES CAPITAL CORP | NOTE 3.750% 2/0 | 04010LAT0 | 1,646 | 1,500,000 | PRN | DFND | 1 | 1,500,000 | 0 | 0 | |
ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 689 | 600,000 | PRN | DFND | 1 | 600,000 | 0 | 0 | |
AVAYA HLDGS CORP | COM | 05351X101 | 563 | 28,449 | SH | DFND | 1 | 28,449 | 0 | 0 | |
AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 1,890 | 1,786,000 | PRN | DFND | 1 | 1,786,000 | 0 | 0 | |
BK OF AMERICA CORP | 7.25%CNV PFD L | 060505682 | 11,491 | 7,950 | SH | DFND | 1 | 7,950 | 0 | 0 | |
BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 3,389 | 2,300,000 | PRN | DFND | 1 | 2,300,000 | 0 | 0 | |
CBL & ASSOC PPTYS IN | COMMON STOCK | 124830878 | 2,305 | 73,891 | SH | DFND | 1 | 73,891 | 0 | 0 | |
CIVITAS RESOURCES IN | COM NEW | 17888H103 | 4,510 | 92,104 | SH | DFND | 1 | 92,104 | 0 | 0 | |
CLEAR CHANNEL OUTDOO | COM | 18453H106 | 470 | 141,908 | SH | DFND | 1 | 141,908 | 0 | 0 | |
CORNERSTONE BLDG BRA | COM | 21925D109 | 689 | 39,511 | SH | DFND | 1 | 39,511 | 0 | 0 | |
CSI COMPRESSCO LP | COM UNIT | 12637A103 | 554 | 465,670 | SH | DFND | 1 | 465,670 | 0 | 0 | |
DOMINION ENERGY INC | UNIT 99/99/9999 | 25746U133 | 4,418 | 43,900 | SH | DFND | 1 | 43,900 | 0 | 0 | |
DTE ENERGY CO | UNIT 11/01/2022S | 233331842 | 3,619 | 70,500 | SH | DFND | 1 | 70,500 | 0 | 0 | |
EATON VANCE FLOATING | COM | 27831H100 | 185 | 20,000 | SH | DFND | 1 | 20,000 | 0 | 0 | |
EURONET WORLDWIDE IN | NOTE 0.750% 3/1 | 298736AL3 | 1,591 | 1,460,000 | PRN | DFND | 1 | 1,460,000 | 0 | 0 | |
EXTERRAN CORP | COM | 30227H106 | 405 | 135,811 | SH | DFND | 1 | 135,811 | 0 | 0 | |
FORTIVE CORP | NOTE 0.875% 2/1 | 34959JAK4 | 2,940 | 2,925,000 | PRN | DFND | 1 | 2,925,000 | 0 | 0 | |
HIGHLAND INCOME FD | HIGHLAND INCOME | 43010E404 | 819 | 74,565 | SH | DFND | 1 | 74,565 | 0 | 0 | |
IHEARTMEDIA INC | COM CL A | 45174J509 | 456 | 21,658 | SH | DFND | 1 | 21,658 | 0 | 0 | |
ILLUMINA INC | NOTE 8/1 | 452327AK5 | 2,223 | 1,940,000 | PRN | DFND | 1 | 1,940,000 | 0 | 0 | |
INVESCO EXCH TRADED | SR LN ETF | 46138G508 | 2,237 | 101,200 | SH | DFND | 1 | 101,200 | 0 | 0 | |
INVESCO SR INCOME TR | COM | 46131H107 | 1,199 | 276,964 | SH | DFND | 1 | 276,964 | 0 | 0 | |
ISHARES TR | IBOXX HI YD ETF | 464288513 | 214 | 2,465 | SH | DFND | 1 | 2,465 | 0 | 0 | |
KKR & CO INC | 6% MCONV PFD C | 48251W401 | 5,363 | 57,500 | SH | DFND | 1 | 57,500 | 0 | 0 | |
NATIONAL CINEMEDIA I | COM | 635309107 | 233 | 83,063 | SH | DFND | 1 | 83,063 | 0 | 0 | |
NEXTERA ENERGY INC | UNIT 99/99/9999 | 65339F770 | 5,869 | 102,000 | SH | DFND | 1 | 102,000 | 0 | 0 | |
NEXTERA ENERGY INC | UNIT 09/01/2022S | 65339F796 | 6,537 | 96,000 | SH | DFND | 1 | 96,000 | 0 | 0 | |
NISOURCE INC | UNIT 12/01/2023 | 65473P121 | 2,665 | 23,800 | SH | DFND | 1 | 23,800 | 0 | 0 | |
PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 6,040 | 3,380,000 | PRN | DFND | 1 | 3,380,000 | 0 | 0 | |
PROSPECT CAP CORP | NOTE 6.375% 3/0 | 74348TAT9 | 1,101 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
RIVERNORTH OPPORTUNI | COM | 76881Y109 | 762 | 47,765 | SH | DFND | 1 | 47,765 | 0 | 0 | |
SIXTH STREET SPECIAL | NOTE 4.500% 8/0 | 87265KAD4 | 457 | 366,000 | PRN | DFND | 1 | 366,000 | 0 | 0 | |
SOUTHERN CO | UNIT 08/01/2022 | 842587602 | 4,687 | 87,200 | SH | DFND | 1 | 87,200 | 0 | 0 | |
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 7,853 | 5,875,000 | PRN | DFND | 1 | 5,875,000 | 0 | 0 | |
SPDR SER TR | PORTFOLIO SHORT | 78464A474 | 291 | 9,398 | SH | DFND | 1 | 9,398 | 0 | 0 | |
SSGA ACTIVE ETF TR | BLACKSTONE SENR | 78467V608 | 2,557 | 56,042 | SH | DFND | 1 | 56,042 | 0 | 0 | |
STANLEY BLACK & DECK | UNIT 11/15/2022 | 854502846 | 2,206 | 20,200 | SH | DFND | 1 | 20,200 | 0 | 0 | |
SUMMIT MIDSTREAM PAR | COM UNIT LTD | 866142409 | 428 | 19,288 | SH | DFND | 1 | 19,288 | 0 | 0 | |
VANGUARD BD INDEX FD | SHORT TRM BOND | 921937827 | 265 | 3,283 | SH | DFND | 1 | 3,283 | 0 | 0 | |
VANGUARD BD INDEX FD | TOTAL BND MRKT | 921937835 | 9,672 | 114,118 | SH | DFND | 1 | 114,118 | 0 | 0 | |
VANGUARD INDEX FDS | TOTAL STK MKT | 922908769 | 232,341 | 962,312 | SH | DFND | 1 | 962,312 | 0 | 0 | |
VANGUARD SCOTTSDALE | SHRT TRM CORP BD | 92206C409 | 502 | 6,177 | SH | DFND | 1 | 6,177 | 0 | 0 | |
WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 11,944 | 8,000 | SH | DFND | 1 | 8,000 | 0 | 0 | |
WESTERN DIGITAL CORP | NOTE 1.500% 2/0 | 958102AP0 | 3,008 | 2,965,000 | PRN | DFND | 1 | 2,965,000 | 0 | 0 |