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 |
|
||||||||||||||||
| 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 ESTATE FIN | NOTE 4.750% 8/2 | 03762UAB1 | 23,207 | 23,006,000 | PRN | DFND | 23,006,000 | 0 | 0 | ||
| APOLLO COML REAL ESTATE FIN | NOTE 5.375%10/1 | 03762UAC9 | 6,038 | 5,935,000 | PRN | DFND | 5,935,000 | 0 | 0 | ||
| BERRY CORP | COM | 08579X101 | 10,270 | 1,219,773 | SH | DFND | 1,219,773 | 0 | 0 | ||
| BLACKSTONE MORTGAGE TRUST IN | NOTE 4.375% 5/0 | 09257WAB6 | 44,817 | 44,635,000 | PRN | DFND | 44,635,000 | 0 | 0 | ||
| BLACKSTONE MORTGAGE TRUST IN | NOTE 4.750% 3/1 | 09257WAC4 | 7,040 | 6,900,000 | PRN | DFND | 6,900,000 | 0 | 0 | ||
| CHEGG INC | NOTE9/0 | 163092AF6 | 1,665 | 2,000,000 | PRN | DFND | 2,000,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 48,886 | 51,510,000 | PRN | DFND | 51,510,000 | 0 | 0 | ||
| EG ACQUISITION CORP | COM CL A | 26846A100 | 5,928 | 609,840 | SH | DFND | 609,840 | 0 | 0 | ||
| EG ACQUISITION CORP | *W EXP 05/28/202 | 26846A118 | 190 | 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 | 7,694 | 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 | 5,170 | 12,994 | SH | DFND | 12,994 | 0 | 0 | ||
| ISHARES TR | IBOXX INV CP ETF | 464287242 | 1,020,821 | 7,703,150 | SH | DFND | 7,703,150 | 0 | 0 | ||
| LIBERTY LATIN AMERICA LTD | NOTE 2.000% 7/1 | 53069QAB5 | 3,689 | 3,680,000 | PRN | DFND | 3,680,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | DEB4.000%11/1 | 530715AG6 | 3,793 | 5,023,605 | PRN | DFND | 5,023,605 | 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 | 5,675 | 45,042 | SH | DFND | 45,042 | 0 | 0 | ||
| OPTION CARE HEALTH INC | COM NEW | 68404L201 | 1,263 | 44,396 | SH | DFND | 44,396 | 0 | 0 | ||
| PARTY CITY HOLDCO INC | COM | 702149105 | 815 | 146,282 | SH | DFND | 146,282 | 0 | 0 | ||
| SPDR SER TR | BLOOMBERG SHT TE | 78468R408 | 2,680 | 98,697 | SH | DFND | 98,697 | 0 | 0 | ||
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 33,765 | 38,943,000 | PRN | DFND | 38,943,000 | 0 | 0 | ||
| SSGA ACTIVE ETF TR | BLACKSTONE SENR | 78467V608 | 9,834 | 215,512 | SH | DFND | 215,512 | 0 | 0 | ||
| VANECK ETF TRUST | JP MRGAN EM LOC | 92189H300 | 86,495 | 3,024,300 | SH | DFND | 3,024,300 | 0 | 0 | ||
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 10,232 | 6,865 | SH | DFND | 6,865 | 0 | 0 | ||