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 08/15/2025 | 02557T307 | 3,420 | 63,000 | SH | DFND | 1 | 63,000 | 0 | 0 | |
| ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 1,117 | 1,070,000 | PRN | DFND | 1 | 1,070,000 | 0 | 0 | |
| AVAYA HLDGS CORP | COM | 05351X101 | 90 | 39,959 | SH | DFND | 1 | 39,959 | 0 | 0 | |
| AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 6,607 | 6,786,000 | PRN | DFND | 1 | 6,786,000 | 0 | 0 | |
| BK OF AMERICA CORP | 7.25%CNV PFD L | 060505682 | 9,576 | 7,950 | SH | DFND | 1 | 7,950 | 0 | 0 | |
| BLACKROCK CORPOR HI | COM | 09255P107 | 476 | 49,995 | SH | DFND | 1 | 49,995 | 0 | 0 | |
| BLACKROCK DEBT STRAT | COM NEW | 09255R202 | 303 | 33,144 | SH | DFND | 1 | 33,144 | 0 | 0 | |
| BLACKROCK FLOATING R | COM | 09255X100 | 145 | 12,719 | SH | DFND | 1 | 12,719 | 0 | 0 | |
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 2,769 | 2,300,000 | PRN | DFND | 1 | 2,300,000 | 0 | 0 | |
| CBL & ASSOC PPTYS IN | COMMON STOCK | 124830878 | 1,542 | 65,645 | SH | DFND | 1 | 65,645 | 0 | 0 | |
| CLEAR CHANNEL OUTDOO | COM | 18453H106 | 303 | 283,044 | SH | DFND | 1 | 283,044 | 0 | 0 | |
| CSI COMPRESSCO LP | COM UNIT | 12637A103 | 2,235 | 1,706,411 | SH | DFND | 1 | 1,706,411 | 0 | 0 | |
| DTE ENERGY CO | UNIT 11/01/2022 | 233331842 | 4,499 | 87,500 | SH | DFND | 1 | 87,500 | 0 | 0 | |
| EATON VANCE FLOATING | COM | 27831H100 | 401 | 46,973 | SH | DFND | 1 | 46,973 | 0 | 0 | |
| EATON VANCE FLTING R | COM | 278279104 | 800 | 67,882 | SH | DFND | 1 | 67,882 | 0 | 0 | |
| EATON VANCE SR FLTNG | COM | 27828Q105 | 764 | 62,291 | SH | DFND | 1 | 62,291 | 0 | 0 | |
| ELEVANCE HEALTH INC | NOTE 2.750%10/1 | 94973VBG1 | 1,730 | 252,000 | PRN | DFND | 1 | 252,000 | 0 | 0 | |
| EQT CORP | NOTE 1.750% 5/0 | 26884LAK5 | 3,069 | 1,300,000 | PRN | DFND | 1 | 1,300,000 | 0 | 0 | |
| EURONET WORLDWIDE IN | NOTE 0.750% 3/1 | 298736AL3 | 1,491 | 1,460,000 | PRN | DFND | 1 | 1,460,000 | 0 | 0 | |
| EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 1,997 | 2,200,000 | PRN | DFND | 1 | 2,200,000 | 0 | 0 | |
| IHEARTMEDIA INC | COM CL A | 45174J509 | 327 | 41,414 | SH | DFND | 1 | 41,414 | 0 | 0 | |
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 1,854 | 1,940,000 | PRN | DFND | 1 | 1,940,000 | 0 | 0 | |
| INVESCO SR INCOME TR | COM | 46131H107 | 1,027 | 263,964 | SH | DFND | 1 | 263,964 | 0 | 0 | |
| KKR & CO INC | 6% MCONV PFD C | 48251W401 | 3,638 | 61,200 | SH | DFND | 1 | 61,200 | 0 | 0 | |
| NATIONAL CINEMEDIA I | COM | 635309107 | 225 | 245,121 | SH | DFND | 1 | 245,121 | 0 | 0 | |
| NEUBERGER BERMAN HIG | COM | 64128C106 | 369 | 43,981 | SH | DFND | 1 | 43,981 | 0 | 0 | |
| NEW AMER HIGH INCOME | COM NEW | 641876800 | 296 | 43,538 | SH | DFND | 1 | 43,538 | 0 | 0 | |
| NEXTERA ENERGY INC | UNIT 99/99/9999 | 65339F770 | 5,064 | 102,000 | SH | DFND | 1 | 102,000 | 0 | 0 | |
| NEXTERA ENERGY INC | UNIT 09/01/2022S | 65339F796 | 5,378 | 95,500 | SH | DFND | 1 | 95,500 | 0 | 0 | |
| NISOURCE INC | UNIT 12/01/2023 | 65473P121 | 3,582 | 31,500 | SH | DFND | 1 | 31,500 | 0 | 0 | |
| PGIM HIGH YIELD BOND | COM | 69346H100 | 258 | 20,953 | SH | DFND | 1 | 20,953 | 0 | 0 | |
| PIONEER FLOATING RAT | COM | 72369J102 | 120 | 13,528 | SH | DFND | 1 | 13,528 | 0 | 0 | |
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 7,669 | 3,539,000 | PRN | DFND | 1 | 3,539,000 | 0 | 0 | |
| PROSPECT CAP CORP | NOTE 6.375% 3/0 | 74348TAT9 | 1,027 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
| SOUTHERN CO | UNIT 08/01/2022 | 842587602 | 5,748 | 108,500 | SH | DFND | 1 | 108,500 | 0 | 0 | |
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 6,349 | 5,375,000 | PRN | DFND | 1 | 5,375,000 | 0 | 0 | |
| SPDR SER TR | PORTFOLIO SHORT | 78464A474 | 279 | 9,398 | SH | DFND | 1 | 9,398 | 0 | 0 | |
| SSGA ACTIVE ETF TR | BLACKSTONE SENR | 78467V608 | 297 | 7,142 | SH | DFND | 1 | 7,142 | 0 | 0 | |
| STANLEY BLACK & DECK | UNIT 11/15/2022 | 854502846 | 1,361 | 20,200 | SH | DFND | 1 | 20,200 | 0 | 0 | |
| SUMMIT MIDSTREAM PAR | COM UNIT LTD | 866142409 | 330 | 25,933 | SH | DFND | 1 | 25,933 | 0 | 0 | |
| VANGUARD BD INDEX FD | SHORT TRM BOND | 921937827 | 252 | 3,283 | SH | DFND | 1 | 3,283 | 0 | 0 | |
| VANGUARD BD INDEX FD | TOTAL BND MRKT | 921937835 | 8,421 | 111,893 | SH | DFND | 1 | 111,893 | 0 | 0 | |
| VANGUARD INDEX FDS | TOTAL STK MKT | 922908769 | 75,077 | 398,033 | SH | DFND | 1 | 398,033 | 0 | 0 | |
| VANGUARD SCOTTSDALE | SHRT TRM CORP BD | 92206C409 | 471 | 6,177 | SH | DFND | 1 | 6,177 | 0 | 0 | |
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 9,660 | 8,000 | SH | DFND | 1 | 8,000 | 0 | 0 | |
| WESTERN ASSET HIGH I | COM | 95766J102 | 507 | 102,779 | SH | DFND | 1 | 102,779 | 0 | 0 | |
| WESTERN DIGITAL CORP | NOTE 1.500% 2/0 | 958102AP0 | 2,832 | 2,965,000 | PRN | DFND | 1 | 2,965,000 | 0 | 0 | |