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 |
| ALTERYX INC | NOTE 0.500% 8/0 | 02156BAD5 | 1,907 | 2,000,000 | PRN | DFND | 2,000,000 | 0 | 0 | ||
| ALTERYX INC | NOTE 1.000% 8/0 | 02156BAF0 | 2,319 | 2,500,000 | PRN | DFND | 2,500,000 | 0 | 0 | ||
| APOLLO COML REAL EST FIN INC | NOTE 4.750% 8/2 | 03762UAB1 | 24,737 | 24,506,000 | PRN | DFND | 24,506,000 | 0 | 0 | ||
| APOLLO COML REAL ESTATE FIN | NOTE 5.375%10/1 | 03762UAC9 | 20,381 | 20,223,000 | PRN | DFND | 20,223,000 | 0 | 0 | ||
| BERRY CORP | COM | 08579X101 | 9,241 | 1,281,628 | SH | DFND | 1,281,628 | 0 | 0 | ||
| BLACKSTONE MORTGAGE TRUST IN | NOTE 4.375% 5/0 | 09257WAB6 | 46,098 | 45,485,000 | PRN | DFND | 45,485,000 | 0 | 0 | ||
| BLACKSTONE MORTGAGE TRUST IN | NOTE 4.750% 3/1 | 09257WAC4 | 7,025 | 6,900,000 | PRN | DFND | 6,900,000 | 0 | 0 | ||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 6,813 | 7,172,000 | PRN | DFND | 7,172,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 53,486 | 51,330,000 | PRN | DFND | 51,330,000 | 0 | 0 | ||
| EG ACQUISITION CORP | COM CL A | 26846A100 | 6,465 | 665,830 | SH | DFND | 665,830 | 0 | 0 | ||
| EG ACQUISITION CORP | *W EXP 05/28/202 | 26846A118 | 181 | 307,277 | SH | DFND | 307,277 | 0 | 0 | ||
| EG ACQUISITION CORP | UNIT 99/99/9999 | 26846A209 | 774 | 78,150 | SH | DFND | 78,150 | 0 | 0 | ||
| GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 7,420 | 7,554,000 | PRN | DFND | 7,554,000 | 0 | 0 | ||
| INVESCO EXCH TRADED FD TR II | SR LN ETF | 46138G508 | 323 | 14,600 | SH | DFND | 14,600 | 0 | 0 | ||
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 4,651 | 12,994 | SH | DFND | 12,994 | 0 | 0 | ||
| ISHARES TR | IBOXX INV CP ETF | 464287242 | 1,024,750 | 7,703,150 | SH | DFND | 7,703,150 | 0 | 0 | ||
| ISHARES TR | 0-5YR HI YL CP | 46434V407 | 6,398 | 140,000 | SH | DFND | 140,000 | 0 | 0 | ||
| LIBERTY LATIN AMERICA LTD | NOTE 2.000% 7/1 | 53069QAB5 | 4,023 | 4,000,000 | PRN | DFND | 4,000,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | DEB4.000%11/1 | 530715AG6 | 4,318 | 5,500,003 | PRN | DFND | 5,500,003 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | DEB3.750% 2/1 | 530715AL5 | 29 | 37,516 | PRN | DFND | 37,516 | 0 | 0 | ||
| OASIS PETROLEUM INC | COM NEW | 674215207 | 8,471 | 85,201 | SH | DFND | 85,201 | 0 | 0 | ||
| OPTION CARE HEALTH INC | COM NEW | 68404L201 | 1,077 | 44,396 | SH | DFND | 44,396 | 0 | 0 | ||
| PARTY CITY HOLDCO INC | COM | 702149105 | 1,039 | 146,282 | SH | DFND | 146,282 | 0 | 0 | ||
| SPDR SER TR | BLOOMBERG SRT TR | 78468R408 | 2,703 | 98,697 | SH | DFND | 98,697 | 0 | 0 | ||
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 33,871 | 35,960,000 | PRN | DFND | 35,960,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 | 1,971 | 2,000,000 | PRN | DFND | 2,000,000 | 0 | 0 | ||
| SSGA ACTIVE ETF TR | BLACKSTONE SENR | 78467V608 | 9,918 | 215,512 | SH | DFND | 215,512 | 0 | 0 | ||
| VANECK ETF TRUST | JP MRGAN EM LOC | 92189H300 | 90,638 | 3,024,300 | SH | DFND | 3,024,300 | 0 | 0 | ||