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 |
| APOLLO COML REAL EST FIN INC | NOTE 4.750% 8/2 | 03762UAB1 | 57,003 | 55,954,000 | PRN | DFND | 55,954,000 | 0 | 0 | ||
| APOLLO COML REAL EST FIN INC | NOTE 5.375%10/1 | 03762UAC9 | 20,821 | 20,223,000 | PRN | DFND | 20,223,000 | 0 | 0 | ||
| BERRY CORP | COM | 08579X101 | 8,613 | 1,281,628 | SH | DFND | 1,281,628 | 0 | 0 | ||
| BLACKSTONE MTG TR INC | NOTE 4.375% 5/0 | 09257WAB6 | 49,591 | 48,725,000 | PRN | DFND | 48,725,000 | 0 | 0 | ||
| BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 7,133 | 6,900,000 | PRN | DFND | 6,900,000 | 0 | 0 | ||
| CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 39,470 | 46,988,000 | PRN | DFND | 46,988,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 53,053 | 51,860,000 | PRN | DFND | 51,860,000 | 0 | 0 | ||
| EG ACQUISITION CORP | UNIT 99/99/9999 | 26846A209 | 10,000 | 1,000,000 | SH | DFND | 1,000,000 | 0 | 0 | ||
| INVESCO EXCH TRADED FD TR II | SR LN ETF | 46138G508 | 2,868 | 129,485 | SH | DFND | 129,485 | 0 | 0 | ||
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 4,605 | 12,994 | SH | DFND | 12,994 | 0 | 0 | ||
| ISHARES TR | IBOXX INV CP ETF | 464287242 | 1,034,995 | 7,703,150 | SH | DFND | 7,703,150 | 0 | 0 | ||
| LIBERTY LATIN AMERICA LTD | NOTE 2.000% 7/1 | 53069QAB5 | 7,104 | 7,016,000 | PRN | DFND | 7,016,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | DEB4.000%11/1 | 530715AG6 | 1,540 | 2,000,001 | PRN | DFND | 2,000,001 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | DEB3.750% 2/1 | 530715AL5 | 29 | 37,562 | PRN | DFND | 37,562 | 0 | 0 | ||
| OASIS PETROLEUM INC | COM NEW | 674215207 | 8,567 | 85,201 | SH | DFND | 85,201 | 0 | 0 | ||
| OPTION CARE HEALTH INC | COM NEW | 68404L201 | 971 | 44,396 | SH | DFND | 44,396 | 0 | 0 | ||
| PARTY CITY HOLDCO INC | COM | 702149105 | 1,365 | 146,282 | SH | DFND | 146,282 | 0 | 0 | ||
| PDC ENERGY INC | NOTE 1.125% 9/1 | 69327RAD3 | 21,305 | 21,243,000 | PRN | DFND | 21,243,000 | 0 | 0 | ||
| SOUTHWESTERN ENERGY CO | COM | 845467109 | 7,482 | 1,319,541 | SH | DFND | 1,319,541 | 0 | 0 | ||
| SPDR SER TR | BLOOMBERG SRT TR | 78468R408 | 8,657 | 313,897 | SH | DFND | 313,897 | 0 | 0 | ||
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 5,006 | 5,210,000 | PRN | DFND | 5,210,000 | 0 | 0 | ||
| SSGA ACTIVE ETF TR | BLACKSTONE SENR | 78467V608 | 10,087 | 217,917 | SH | DFND | 217,917 | 0 | 0 | ||
| VANECK VECTORS ETF TR | JP MORGAN MKTS | 92189H300 | 32,143 | 1,024,300 | SH | DFND | 1,024,300 | 0 | 0 | ||