The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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
AFYA LTD COMMON STOCK G01125106 19,876 732,913 SH   DFND 1,2 732,913 0 0
ALIBABA GROUP HOLDING LTD COMMON STOCK 01609W102 34,356 161,982 SH   DFND 1,2 161,982 0 0
ALLSCRIPTS HEALTHCARE SOLUTIONS INC CONVERTIBLE BOND 01988PAD0 5,219 5,259,000 PRN   DFND 1,2 5,259,000 0 0
ALLY FINANCIAL INC COMMON STOCK 02005N100 334,434 10,943,541 SH   DFND 1,2 10,943,541 0 0
AMPLIFY ENERGY CORP COMMON STOCK 03212B103 2,710 410,041 SH   DFND 1,2 410,041 0 0
ANGLOGOLD ASHANTI LTD COMMON STOCK 035128206 53,047 2,374,581 SH   DFND 1,2 2,374,581 0 0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC CONVERTIBLE BOND 03762UAB1 6,685 6,642,000 PRN   DFND 1,2 6,642,000 0 0
AQUA AMERICA INC CONVERTIBLE PRFD 03836W202 810 13,000 SH   DFND 1,2 13,000 0 0
ARES CAPITAL CORP CONVERTIBLE BOND 04010LAW3 2,802 2,630,000 PRN   DFND 1,2 2,630,000 0 0
ASSERTIO THERAPEUTICS INC COMMON STOCK 04545L107 1,865 1,492,455 SH   DFND 1,2 1,492,455 0 0
ASSERTIO THERAPEUTICS INC CONVERTIBLE BOND 249908AA2 1,888 2,530,000 PRN   DFND 1,2 2,530,000 0 0
AZUL SA COMMON STOCK 05501U106 46,807 1,093,638 SH   DFND 1,2 1,093,638 0 0
BANCO BRADESCO SA COMMON STOCK 059460303 51,615 5,767,107 SH   DFND 1,2 5,767,107 0 0
BANK OF AMERICA CORP CONVERTIBLE PRFD 060505682 2,116 1,461 SH   DFND 1,2 1,461 0 0
BECTON DICKINSON AND CO CONVERTIBLE PRFD 075887208 1,377 21,050 SH   DFND 1,2 21,050 0 0
BEL FUSE INC COMMON STOCK 077347201 1,160 71,613 SH   DFND 1,2 71,613 0 0
BEL FUSE INC COMMON STOCK 077347300 9,484 462,679 SH   DFND 1,2 462,679 0 0
BERRY PETROLEUM CORP COMMON STOCK 08579X101 121,772 12,913,313 SH   DFND 1,2 12,913,313 0 0
BIOMARIN PHARMACEUTICAL INC CONVERTIBLE BOND 09061GAH4 3,706 3,500,000 PRN   DFND 1,2 3,500,000 0 0
BOINGO WIRELESS INC CONVERTIBLE BOND 09739CAB8 9,777 11,005,000 PRN   DFND 1,2 11,005,000 0 0
BONANZA CREEK ENERGY INC COMMON STOCK 097793400 23,496 1,006,726 SH   DFND 1,2 1,006,726 0 0
BOOKING HOLDINGS INC CONVERTIBLE BOND 741503AX4 5,833 5,051,000 PRN   DFND 1,2 5,051,000 0 0
BRF SA COMMON STOCK 10552T107 49,185 5,653,531 SH   DFND 1,2 5,653,531 0 0
BROADCOM INC CONVERTIBLE PRFD 11135F200 5,889 5,000 SH   DFND 1,2 5,000 0 0
CAESARS ENTERTAINMENT CORP COMMON STOCK 127686103 207,400 15,250,000 SH   DFND 1,2 15,250,000 0 0
CALAMP CORP CONVERTIBLE BOND 128126AB5 7,918 7,996,000 PRN   DFND 1,2 7,996,000 0 0
CALAMP CORP CONVERTIBLE BOND 128126AD1 2,944 3,535,000 PRN   DFND 1,2 3,535,000 0 0
CAPITAL PRODUCT PARTNERS LP COMMON STOCK Y11082206 431 32,142 SH   DFND 1,2 32,142 0 0
CARDTRONICS PLC CONVERTIBLE BOND 14161HAG3 16,379 15,334,000 PRN   DFND 1,2 15,334,000 0 0
CEMEX SAB DE CV COMMON STOCK 151290889 32,726 8,657,927 SH   DFND 1,2 8,657,927 0 0
CENTURY COMMUNITIES INC COMMON STOCK 156504300 49,749 1,819,003 SH   DFND 1,2 1,819,003 0 0
CIMAREX ENERGY CO COMMON STOCK 171798101 21,821 415,735 SH   DFND 1,2 415,735 0 0
CLEAR CHANNEL OUTDOOR HOLDINGS INC COMMON STOCK 18453H106 4,810 1,681,898 SH   DFND 1,2 1,681,898 0 0
CLEVELAND-CLIFFS INC CONVERTIBLE BOND 185899AA9 2,395 2,000,000 PRN   DFND 1,2 2,000,000 0 0
CNOOC LTD COMMON STOCK 126132109 59,440 356,638 SH   DFND 1,2 356,638 0 0
COLONY CAPITAL INC CONVERTIBLE BOND 19624RAB2 21,040 21,307,000 PRN   DFND 1,2 21,307,000 0 0
CROWN CASTLE INTERNATIONAL CORP CONVERTIBLE PRFD 22822V309 3,078 2,402 SH   DFND 1,2 2,402 0 0
CTRIP.COM INTERNATIONAL LTD CONVERTIBLE BOND 22943FAF7 13,341 13,526,000 PRN   DFND 1,2 13,526,000 0 0
DANAHER CORP CONVERTIBLE PRFD 235851300 2,275 1,930 SH   DFND 1,2 1,930 0 0
DERMIRA INC CONVERTIBLE BOND 24983LAB0 8,544 9,241,000 PRN   DFND 1,2 9,241,000 0 0
DEXCOM INC CONVERTIBLE BOND 252131AH0 2,173 1,465,000 PRN   DFND 1,2 1,465,000 0 0
DIAMOND S SHIPPING INC COMMON STOCK Y20676105 369 22,076 SH   DFND 1,2 22,076 0 0
DISH NETWORK CORP CONVERTIBLE BOND 25470MAB5 40,558 42,056,000 PRN   DFND 1,2 42,056,000 0 0
DISH NETWORK CORP CONVERTIBLE BOND 25470MAD1 22,328 24,354,000 PRN   DFND 1,2 24,354,000 0 0
DOCUSIGN INC CONVERTIBLE BOND 256163AB2 5,851 4,694,000 PRN   DFND 1,2 4,694,000 0 0
DOMINION ENERGY INC CONVERTIBLE PRFD 25746U133 1,069 10,000 SH   DFND 1,2 10,000 0 0
DYCOM INDUSTRIES INC CONVERTIBLE BOND 267475AB7 19,758 20,282,000 PRN   DFND 1,2 20,282,000 0 0
EAGLE BULK SHIPPING INC COMMON STOCK Y2187A143 135,903 29,544,139 SH   DFND 1,2 29,544,139 0 0
ECHO GLOBAL LOGISTICS INC CONVERTIBLE BOND 27875TAA9 7,711 7,700,000 PRN   DFND 1,2 7,700,000 0 0
ENCORE CAPITAL GROUP INC CONVERTIBLE BOND 292554AH5 15,378 15,584,000 PRN   DFND 1,2 15,584,000 0 0
ENCORE CAPITAL GROUP INC CONVERTIBLE BOND 29260UAA5 2,408 2,250,000 PRN   DFND 1,2 2,250,000 0 0
ENVESTNET INC CONVERTIBLE BOND 29404KAB2 3,604 3,000,000 PRN   DFND 1,2 3,000,000 0 0
EXACT SCIENCES CORP CONVERTIBLE BOND 30063PAB1 3,965 3,492,000 PRN   DFND 1,2 3,492,000 0 0
EXANTAS CAPITAL CORP CONVERTIBLE BOND 76120WAC8 76,537 73,367,000 PRN   DFND 1,2 73,367,000 0 0
EXTRACTION OIL & GAS INC COMMON STOCK 30227M105 366 172,787 SH   DFND 1,2 172,787 0 0
EZCORP INC CONVERTIBLE BOND 302301AE6 6,766 8,264,000 PRN   DFND 1,2 8,264,000 0 0
FARMLAND PARTNERS INC COMMON STOCK 31154R109 881 130,000 SH   DFND 1,2 130,000 0 0
FIREEYE INC CONVERTIBLE BOND 31816QAB7 7,331 7,353,000 PRN   DFND 1,2 7,353,000 0 0
FIREEYE INC CONVERTIBLE BOND 31816QAD3 13,734 14,156,000 PRN   DFND 1,2 14,156,000 0 0
FLEXION THERAPEUTICS INC CONVERTIBLE BOND 33938JAB2 6,839 6,381,000 PRN   DFND 1,2 6,381,000 0 0
FORESTAR GROUP INC CONVERTIBLE BOND 346232AB7 10,756 10,676,000 PRN   DFND 1,2 10,676,000 0 0
FORTIVE CORP CONVERTIBLE PRFD 34959J207 2,431 2,500 SH   DFND 1,2 2,500 0 0
FTI CONSULTING INC CONVERTIBLE BOND 302941AP4 3,136 2,497,000 PRN   DFND 1,2 2,497,000 0 0
GCI LIBERTY INC COMMON STOCK 36164V305 10,627 150,000 SH   DFND 1,2 150,000 0 0
GNC HOLDINGS INC CONVERTIBLE BOND 36191GAB3 5,065 5,239,000 PRN   DFND 1,2 5,239,000 0 0
GOLAR LNG LTD CONVERTIBLE BOND 38046YAB7 10,784 12,021,000 PRN   DFND 1,2 12,021,000 0 0
GOLDMAN SACHS BDC INC CONVERTIBLE BOND 38147UAB3 14,514 14,038,000 PRN   DFND 1,2 14,038,000 0 0
GREEN PLAINS INC CONVERTIBLE BOND 393222AF1 12,470 13,303,000 PRN   DFND 1,2 13,303,000 0 0
GREENBRIER COS INC/THE CONVERTIBLE BOND 393657AK7 22,664 23,298,000 PRN   DFND 1,2 23,298,000 0 0
GRUPO TELEVISA SAB COMMON STOCK 40049J206 9,395 801,000 SH   DFND 1,2 801,000 0 0
GUIDEWIRE SOFTWARE INC CONVERTIBLE BOND 40171VAA8 3,186 2,700,000 PRN   DFND 1,2 2,700,000 0 0
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC CONVERTIBLE BOND 41068XAB6 1,136 940,000 PRN   DFND 1,2 940,000 0 0
HCI GROUP INC CONVERTIBLE BOND 40416EAD5 3,874 3,766,000 PRN   DFND 1,2 3,766,000 0 0
HELIX ENERGY SOLUTIONS GROUP INC CONVERTIBLE BOND 42330PAH0 10,456 9,761,000 PRN   DFND 1,2 9,761,000 0 0
HERBALIFE NUTRITION LTD CONVERTIBLE BOND 42703MAD5 4,159 4,000,000 PRN   DFND 1,2 4,000,000 0 0
HERCULES CAPITAL INC CONVERTIBLE BOND 427096AF9 16,272 15,893,000 PRN   DFND 1,2 15,893,000 0 0
HOPE BANCORP INC CONVERTIBLE BOND 43940TAB5 20,174 21,389,000 PRN   DFND 1,2 21,389,000 0 0
HORIZON PHARMA PLC CONVERTIBLE BOND 44052TAB7 5,534 4,175,000 PRN   DFND 1,2 4,175,000 0 0
HUAZHU GROUP LTD CONVERTIBLE BOND 16949NAC3 4,933 4,400,000 PRN   DFND 1,2 4,400,000 0 0
HUYA INC COMMON STOCK 44852D108 13,482 751,125 SH   DFND 1,2 751,125 0 0
ICICI BANK LTD COMMON STOCK 45104G104 87,655 5,808,890 SH   DFND 1,2 5,808,890 0 0
IHEARTMEDIA INC COMMON STOCK 45174J509 12,087 715,247 SH   DFND 1,2 715,247 0 0
ILLUMINA INC CONVERTIBLE BOND 452327AH2 4,011 2,875,000 PRN   DFND 1,2 2,875,000 0 0
INFINERA CORP COMMON STOCK 45667G103 166,544 20,975,384 SH   DFND 1,2 20,975,384 0 0
INFRASTRUCTURE & ENERGY ALTERNATIVES LLC COMMON STOCK 45686J104 60 18,926 SH   DFND 1,2 18,926 0 0
INPHI CORP CONVERTIBLE BOND 45772FAC1 4,247 3,000,000 PRN   DFND 1,2 3,000,000 0 0
INSMED INC CONVERTIBLE BOND 457669AA7 8,331 8,626,000 PRN   DFND 1,2 8,626,000 0 0
INTERCEPT PHARMACEUTICALS INC CONVERTIBLE BOND 45845PAA6 3,902 3,861,000 PRN   DFND 1,2 3,861,000 0 0
INTERDIGITAL INC CONVERTIBLE BOND 458660AD9 3,784 3,782,000 PRN   DFND 1,2 3,782,000 0 0
INVACARE CORP CONVERTIBLE BOND 461203AF8 1,498 1,524,000 PRN   DFND 1,2 1,524,000 0 0
IONIS PHARMACEUTICALS INC CONVERTIBLE BOND 464337AJ3 1,719 1,500,000 PRN   DFND 1,2 1,500,000 0 0
ISHARES MSCI INDIA ETF ETF 46429B598 3,024 86,100 SH   DFND 1,2 86,100 0 0
ITAU UNIBANCO HOLDING SA COMMON STOCK 465562106 112,719 12,319,157 SH   DFND 1,2 12,319,157 0 0
JAZZ PHARMACEUTICALS PLC CONVERTIBLE BOND 472145AB7 4,247 4,115,000 PRN   DFND 1,2 4,115,000 0 0
KKR REAL ESTATE FINANCE TRUST INC CONVERTIBLE BOND 48251KAB6 17,383 16,555,000 PRN   DFND 1,2 16,555,000 0 0
LIBERTY MEDIA CORP-LIBERTY FORMULA ONE CONVERTIBLE BOND 531229AF9 2,028 1,522,000 PRN   DFND 1,2 1,522,000 0 0
LIGAND PHARMACEUTICALS INC CONVERTIBLE BOND 53220KAF5 20,688 23,903,000 PRN   DFND 1,2 23,903,000 0 0
LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA COMMON STOCK 54150E104 1,970 252,000 SH   DFND 1,2 252,000 0 0
LUMENTUM HOLDINGS INC CONVERTIBLE BOND 55024UAB5 1,968 1,346,000 PRN   DFND 1,2 1,346,000 0 0
MACQUARIE INFRASTRUCTURE CORP CONVERTIBLE BOND 55608BAB1 18,955 19,770,000 PRN   DFND 1,2 19,770,000 0 0
MAGNACHIP SEMICONDUCTOR CORP COMMON STOCK 55933J203 36,812 3,170,729 SH   DFND 1,2 3,170,729 0 0
MARRIOTT VACATIONS WORLDWIDE CORP CONVERTIBLE BOND 57164YAB3 3,214 3,000,000 PRN   DFND 1,2 3,000,000 0 0
MERITOR INC CONVERTIBLE BOND 59001KAF7 1,739 1,595,000 PRN   DFND 1,2 1,595,000 0 0
MGIC INVESTMENT CORP COMMON STOCK 552848103 31,457 2,220,000 SH   DFND 1,2 2,220,000 0 0
MICROCHIP TECHNOLOGY INC CONVERTIBLE BOND 595017AF1 8,517 5,967,000 PRN   DFND 1,2 5,967,000 0 0
MICRON TECHNOLOGY INC COMMON STOCK 595112103 150,315 2,795,000 SH Put DFND 1,2 2,795,000 0 0
MOMO INC CONVERTIBLE BOND 60879BAB3 3,261 3,500,000 PRN   DFND 1,2 3,500,000 0 0
MR COOPER GROUP INC COMMON STOCK 62482R107 24,113 1,927,544 SH   DFND 1,2 1,927,544 0 0
NABORS INDUSTRIES LTD CONVERTIBLE BOND 62957HAB1 36,631 48,853,000 PRN   DFND 1,2 48,853,000 0 0
NEUROCRINE BIOSCIENCES INC CONVERTIBLE BOND 64125CAD1 3,456 2,250,000 PRN   DFND 1,2 2,250,000 0 0
NEW MOUNTAIN FINANCE CORP CONVERTIBLE BOND 647551AC4 6,686 6,353,000 PRN   DFND 1,2 6,353,000 0 0
NEW YORK MORTGAGE TRUST INC CONVERTIBLE BOND 649604AD7 15,192 14,840,000 PRN   DFND 1,2 14,840,000 0 0
NEWPARK RESOURCES INC CONVERTIBLE BOND 651718AE8 1,989 1,930,000 PRN   DFND 1,2 1,930,000 0 0
NEXTERA ENERGY INC CONVERTIBLE PRFD 65339F796 2,307 45,000 SH   DFND 1,2 45,000 0 0
NMI HOLDINGS INC COMMON STOCK 629209305 145,992 4,400,000 SH   DFND 1,2 4,400,000 0 0
NRG ENERGY INC CONVERTIBLE BOND 629377CG5 5,033 4,430,000 PRN   DFND 1,2 4,430,000 0 0
NUANCE COMMUNICATIONS INC CONVERTIBLE BOND 67020YAF7 11,292 11,494,000 PRN   DFND 1,2 11,494,000 0 0
NUANCE COMMUNICATIONS INC CONVERTIBLE BOND 67020YAG5 3,176 3,000,000 PRN   DFND 1,2 3,000,000 0 0
NUANCE COMMUNICATIONS INC CONVERTIBLE BOND 67020YAK6 5,256 5,208,000 PRN   DFND 1,2 5,208,000 0 0
NUVASIVE INC CONVERTIBLE BOND 670704AG0 6,453 4,835,000 PRN   DFND 1,2 4,835,000 0 0
OAKTREE SPECIALTY LENDING CORP COMMON STOCK 67401P108 1,506 276,000 SH   DFND 1,2 276,000 0 0
OAKTREE STRATEGIC INCOME CORP COMMON STOCK 67402D104 3,210 392,000 SH   DFND 1,2 392,000 0 0
OI SA COMMON STOCK 670851500 2,051 2,201,646 SH   DFND 1,2 2,201,646 0 0
OIL STATES INTERNATIONAL INC CONVERTIBLE BOND 678026AH8 15,903 17,620,000 PRN   DFND 1,2 17,620,000 0 0
ON SEMICONDUCTOR CORP CONVERTIBLE BOND 682189AK1 8,400 6,170,000 PRN   DFND 1,2 6,170,000 0 0
OSI SYSTEMS INC CONVERTIBLE BOND 671044AD7 2,032 1,855,000 PRN   DFND 1,2 1,855,000 0 0
PALO ALTO NETWORKS INC CONVERTIBLE BOND 697435AD7 5,527 5,000,000 PRN   DFND 1,2 5,000,000 0 0
PAMPA ENERGIA SA COMMON STOCK 697660207 12,388 754,000 SH   DFND 1,2 754,000 0 0
PATRICK INDUSTRIES INC CONVERTIBLE BOND 703343AB9 11,839 12,261,000 PRN   DFND 1,2 12,261,000 0 0
PATTERN ENERGY GROUP INC CONVERTIBLE BOND 70338PAB6 7,877 7,819,000 PRN   DFND 1,2 7,819,000 0 0
PDC ENERGY INC CONVERTIBLE BOND 69327RAD3 10,459 11,081,000 PRN   DFND 1,2 11,081,000 0 0
PENN VIRGINIA CORP COMMON STOCK 70788V102 3,763 124,000 SH   DFND 1,2 124,000 0 0
PENNYMAC MORTGAGE INVESTMENT TRUST CONVERTIBLE BOND 70932AAB9 16,914 16,727,000 PRN   DFND 1,2 16,727,000 0 0
PETROLEO BRASILEIRO SA COMMON STOCK 71654V101 85,916 5,758,517 SH   DFND 1,2 5,758,517 0 0
PRA GROUP INC CONVERTIBLE BOND 69354NAB2 2,093 2,000,000 PRN   DFND 1,2 2,000,000 0 0
PRA GROUP INC CONVERTIBLE BOND 73640QAB1 19,274 19,249,000 PRN   DFND 1,2 19,249,000 0 0
QIAGEN NV CONVERTIBLE BOND N72482AB3 3,529 3,000,000 PRN   DFND 1,2 3,000,000 0 0
QIAGEN NV CONVERTIBLE BOND N72482AT4 2,065 2,200,000 PRN   DFND 1,2 2,200,000 0 0
QTS REALTY TRUST INC CONVERTIBLE PRFD 74736A301 2,323 17,990 SH   DFND 1,2 17,990 0 0
RADIUS HEALTH INC CONVERTIBLE BOND 750469AA6 1,967 2,316,000 PRN   DFND 1,2 2,316,000 0 0
REDFIN CORP CONVERTIBLE BOND 75737FAA6 3,647 3,681,000 PRN   DFND 1,2 3,681,000 0 0
REPLIGEN CORP CONVERTIBLE BOND 759916AB5 4,334 4,000,000 PRN   DFND 1,2 4,000,000 0 0
RH CONVERTIBLE BOND 74967XAA1 2,542 2,000,000 PRN   DFND 1,2 2,000,000 0 0
SCORPIO TANKERS INC CONVERTIBLE BOND 80918TAB5 2,797 2,272,000 PRN   DFND 1,2 2,272,000 0 0
SEACOR HOLDINGS INC CONVERTIBLE BOND 81170YAB5 10,045 10,198,000 PRN   DFND 1,2 10,198,000 0 0
SEMPRA ENERGY CONVERTIBLE PRFD 816851505 2,423 20,350 SH   DFND 1,2 20,350 0 0
SFL CORP LTD CONVERTIBLE BOND G81075AF3 20,307 19,017,000 PRN   DFND 1,2 19,017,000 0 0
SIGA TECHNOLOGIES INC COMMON STOCK 826917106 762 159,782 SH   DFND 1,2 159,782 0 0
SILICON LABORATORIES INC CONVERTIBLE BOND 826919AB8 2,882 2,165,000 PRN   DFND 1,2 2,165,000 0 0
SM ENERGY CO CONVERTIBLE BOND 78454LAM2 8,228 8,601,000 PRN   DFND 1,2 8,601,000 0 0
SOUTHERN CO/THE CONVERTIBLE PRFD 842587602 1,617 30,000 SH   DFND 1,2 30,000 0 0
SPLUNK INC CONVERTIBLE BOND 848637AC8 9,535 7,905,000 PRN   DFND 1,2 7,905,000 0 0
SQUARE INC CONVERTIBLE BOND 852234AD5 1,679 1,500,000 PRN   DFND 1,2 1,500,000 0 0
SSR MINING INC CONVERTIBLE BOND 82823LAC0 12,079 11,886,000 PRN   DFND 1,2 11,886,000 0 0
STANLEY BLACK & DECKER INC CONVERTIBLE PRFD 854502846 2,724 25,000 SH   DFND 1,2 25,000 0 0
STAR BULK CARRIERS CORP COMMON STOCK Y8162K204 449,532 38,063,697 SH   DFND 1,2 38,063,697 0 0
STARWOOD PROPERTY TRUST INC CONVERTIBLE BOND 85571BAH8 2,607 2,500,000 PRN   DFND 1,2 2,500,000 0 0
SUNOPTA INC COMMON STOCK 8676EP108 20,231 8,092,699 SH   DFND 1,2 8,092,699 0 0
SUNPOWER CORP CONVERTIBLE BOND 867652AL3 1,851 2,253,000 PRN   DFND 1,2 2,253,000 0 0
SUPER MICRO COMPUTER INC COMMON STOCK 86800U104 57,648 2,400,000 SH   DFND 1,2 2,400,000 0 0
SYNAPTICS INC CONVERTIBLE BOND 87157DAD1 18,133 16,318,000 PRN   DFND 1,2 16,318,000 0 0
TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD COMMON STOCK 874039100 174,657 3,006,193 SH   DFND 1,2 3,006,193 0 0
TELECOM ARGENTINA SA COMMON STOCK 879273209 20,776 1,830,500 SH   DFND 1,2 1,830,500 0 0
TESLA INC CONVERTIBLE BOND 88160RAC5 4,876 3,818,000 PRN   DFND 1,2 3,818,000 0 0
TESLA INC CONVERTIBLE BOND 88160RAD3 14,168 10,000,000 PRN   DFND 1,2 10,000,000 0 0
TEVA PHARMACEUTICAL INDUSTRIES LTD CONVERTIBLE BOND 88163VAE9 12,389 13,001,000 PRN   DFND 1,2 13,001,000 0 0
TILRAY INC CONVERTIBLE BOND 88688TAB6 2,003 3,745,000 PRN   DFND 1,2 3,745,000 0 0
TIMKENSTEEL CORP CONVERTIBLE BOND 887399AA1 2,400 2,317,000 PRN   DFND 1,2 2,317,000 0 0
TORM PLC COMMON STOCK G89479102 540,133 48,263,921 SH   DFND 1,2 48,263,921 0 0
TOWNSQUARE MEDIA INC COMMON STOCK 892231101 15,904 1,595,224 SH   DFND 1,2 1,595,224 0 0
TRANSOCEAN LTD CONVERTIBLE BOND 893830BJ7 10,137 10,125,000 PRN   DFND 1,2 10,125,000 0 0
TRANSPORTADORA DE GAS DEL SUR SA COMMON STOCK 893870204 13,441 1,874,729 SH   DFND 1,2 1,874,729 0 0
TUTOR PERINI CORP CONVERTIBLE BOND 901109AD0 10,051 10,526,000 PRN   DFND 1,2 10,526,000 0 0
TWITTER INC CONVERTIBLE BOND 90184LAD4 18,696 19,176,000 PRN   DFND 1,2 19,176,000 0 0
TWO HARBORS INVESTMENT CORP CONVERTIBLE BOND 90187BAA9 23,209 22,312,000 PRN   DFND 1,2 22,312,000 0 0
US WELL SERVICES INC WARRANT 91274U119 195 1,500,000 SH   DFND 1,2 1,500,000 0 0
VEECO INSTRUMENTS INC CONVERTIBLE BOND 922417AD2 18,102 19,151,000 PRN   DFND 1,2 19,151,000 0 0
VEON LTD COMMON STOCK 91822M106 4,247 1,678,900 SH   DFND 1,2 1,678,900 0 0
VERSO CORP COMMON STOCK 92531L207 12,170 675,000 SH   DFND 1,2 675,000 0 0
VIAVI SOLUTIONS INC CONVERTIBLE BOND 925550AB1 1,699 1,315,000 PRN   DFND 1,2 1,315,000 0 0
VISHAY INTERTECHNOLOGY INC CONVERTIBLE BOND 928298AP3 10,753 10,708,000 PRN   DFND 1,2 10,708,000 0 0
VISTA OIL & GAS SAB DE CV COMMON STOCK 92837L109 19,844 2,528,000 SH   DFND 1,2 2,528,000 0 0
VISTRA ENERGY CORP COMMON STOCK 92840M102 627,122 27,278,055 SH   DFND 1,2 27,278,055 0 0
VITAMIN SHOPPE INC CONVERTIBLE BOND 92849EAB7 4,295 4,261,000 PRN   DFND 1,2 4,261,000 0 0
WEIBO CORP CONVERTIBLE BOND 948596AC5 4,479 4,762,000 PRN   DFND 1,2 4,762,000 0 0
WELLS FARGO & CO CONVERTIBLE PRFD 949746804 1,045 721 SH   DFND 1,2 721 0 0
WESTERN ASSET MORTGAGE CAPITAL CORP CONVERTIBLE BOND 95790DAA3 28,502 27,969,000 PRN   DFND 1,2 27,969,000 0 0
WESTERN DIGITAL CORP CONVERTIBLE BOND 958102AP0 8,875 9,016,000 PRN   DFND 1,2 9,016,000 0 0
WHITING PETROLEUM CORP CONVERTIBLE BOND 966387AL6 5,954 6,069,000 PRN   DFND 1,2 6,069,000 0 0
YETI HOLDINGS INC COMMON STOCK 98585X104 14,533 417,866 SH   DFND 1,2 417,866 0 0
YPF SA COMMON STOCK 984245100 15,709 1,356,600 SH   DFND 1,2 1,356,600 0 0
ZILLOW GROUP INC CONVERTIBLE BOND 98954MAC5 21,012 21,833,000 PRN   DFND 1,2 21,833,000 0 0