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 27,440 1,439,762 SH   DFND 1,2 1,439,762 0 0
ALIBABA GROUP HOLDING LTD COMMON STOCK 01609W102 75,975 390,681 SH   DFND 1,2 390,681 0 0
ALLSCRIPTS HEALTHCARE SOLUTIONS INC CONVERTIBLE BOND 01988PAD0 10,854 11,268,000 PRN   DFND 1,2 11,268,000 0 0
ALLY FINANCIAL INC COMMON STOCK 02005N100 206,616 14,318,541 SH   DFND 1,2 14,318,541 0 0
AMPLIFY ENERGY CORP COMMON STOCK 03212B103 232 410,041 SH   DFND 1,2 410,041 0 0
ANGLOGOLD ASHANTI LTD COMMON STOCK 035128206 41,991 2,525,181 SH   DFND 1,2 2,525,181 0 0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC CONVERTIBLE BOND 03762UAB1 2,441 3,510,000 PRN   DFND 1,2 3,510,000 0 0
ARDMORE SHIPPING CORP COMMON STOCK Y0207T100 2,765 526,694 SH   DFND 1,2 526,694 0 0
ARES CAPITAL CORP CONVERTIBLE BOND 04010LAW3 3,472 3,989,000 PRN   DFND 1,2 3,989,000 0 0
ASSERTIO THERAPEUTICS INC COMMON STOCK 04545L107 970 1,492,455 SH   DFND 1,2 1,492,455 0 0
ATLAS AIR WORLDWIDE HOLDINGS INC CONVERTIBLE BOND 049164BH8 2,004 2,254,000 PRN   DFND 1,2 2,254,000 0 0
AVAYA HOLDINGS CORP CONVERTIBLE BOND 05351XAB7 6,029 7,512,000 PRN   DFND 1,2 7,512,000 0 0
AZUL SA COMMON STOCK 05501U106 13,568 1,331,638 SH   DFND 1,2 1,331,638 0 0
BAIDU INC COMMON STOCK 056752108 33,502 332,415 SH   DFND 1,2 332,415 0 0
BANCO BRADESCO SA COMMON STOCK 059460303 24,901 6,133,753 SH   DFND 1,2 6,133,753 0 0
BATTALION OIL CORP COMMON STOCK 07134L107 14,071 3,009,912 SH   DFND 1,2 3,009,912 0 0
BEL FUSE INC COMMON STOCK 077347201 542 71,613 SH   DFND 1,2 71,613 0 0
BEL FUSE INC COMMON STOCK 077347300 4,506 462,679 SH   DFND 1,2 462,679 0 0
BERRY PETROLEUM CORP COMMON STOCK 08579X101 31,121 12,913,313 SH   DFND 1,2 12,913,313 0 0
BIOMARIN PHARMACEUTICAL INC CONVERTIBLE BOND 09061GAF8 3,718 3,500,000 PRN   DFND 1,2 3,500,000 0 0
BIOMARIN PHARMACEUTICAL INC CONVERTIBLE BOND 09061GAH4 493 470,000 PRN   DFND 1,2 470,000 0 0
BLACKROCK FLOATING RATE INCOME STRATEGIES FUND INC COMMON STOCK 09255X100 2,602 260,000 SH   DFND 1,2 260,000 0 0
BLACKROCK TCP CAPITAL CORP CONVERTIBLE BOND 87238QAD5 5,385 6,000,000 PRN   DFND 1,2 6,000,000 0 0
BOINGO WIRELESS INC CONVERTIBLE BOND 09739CAB8 9,833 11,005,000 PRN   DFND 1,2 11,005,000 0 0
BONANZA CREEK ENERGY INC COMMON STOCK 097793400 8,344 741,726 SH   DFND 1,2 741,726 0 0
BOOKING HOLDINGS INC CONVERTIBLE BOND 741503AX4 759 760,000 PRN   DFND 1,2 760,000 0 0
BRASKEM SA COMMON STOCK 105532105 1,856 279,550 SH   DFND 1,2 279,550 0 0
BRF SA COMMON STOCK 10552T107 4,129 1,423,969 SH   DFND 1,2 1,423,969 0 0
CAESARS ENTERTAINMENT CORP COMMON STOCK 127686103 103,090 15,250,000 SH   DFND 1,2 15,250,000 0 0
CALAMP CORP CONVERTIBLE BOND 128126AB5 8,488 8,568,000 PRN   DFND 1,2 8,568,000 0 0
CAPITAL PRODUCT PARTNERS LP COMMON STOCK Y11082206 235 32,142 SH   DFND 1,2 32,142 0 0
CARDTRONICS PLC CONVERTIBLE BOND 14161HAG3 14,332 15,001,000 PRN   DFND 1,2 15,001,000 0 0
CEMEX SAB DE CV COMMON STOCK 151290889 32,212 15,194,909 SH   DFND 1,2 15,194,909 0 0
CENTURY COMMUNITIES INC COMMON STOCK 156504300 26,393 1,819,003 SH   DFND 1,2 1,819,003 0 0
CIMAREX ENERGY CO COMMON STOCK 171798101 6,996 415,735 SH   DFND 1,2 415,735 0 0
CLEAR CHANNEL OUTDOOR HOLDINGS INC COMMON STOCK 18453H106 1,076 1,681,898 SH   DFND 1,2 1,681,898 0 0
CNOOC LTD COMMON STOCK 126132109 30,346 293,304 SH   DFND 1,2 293,304 0 0
COLONY CAPITAL INC CONVERTIBLE BOND 19624RAB2 16,320 20,337,000 PRN   DFND 1,2 20,337,000 0 0
CROWN CASTLE INTERNATIONAL CORP CONVERTIBLE PRFD 22822V309 1,032 826 SH   DFND 1,2 826 0 0
CTRIP.COM INTERNATIONAL LTD CONVERTIBLE BOND 22943FAF7 12,681 12,975,000 PRN   DFND 1,2 12,975,000 0 0
DANAHER CORP CONVERTIBLE PRFD 235851300 476 461 SH   DFND 1,2 461 0 0
DIAMOND S SHIPPING INC COMMON STOCK Y20676105 260 22,076 SH   DFND 1,2 22,076 0 0
DISH NETWORK CORP CONVERTIBLE BOND 25470MAB5 28,955 35,556,000 PRN   DFND 1,2 35,556,000 0 0
DISH NETWORK CORP CONVERTIBLE BOND 25470MAD1 13,459 16,903,000 PRN   DFND 1,2 16,903,000 0 0
DOCUSIGN INC CONVERTIBLE BOND 256163AB2 2,855 2,026,000 PRN   DFND 1,2 2,026,000 0 0
EAGLE BULK SHIPPING INC COMMON STOCK Y2187A143 54,656 29,544,139 SH   DFND 1,2 29,544,139 0 0
EATON VANCE FLOATING-RATE INCOME TRUST COMMON STOCK 278279104 5,842 570,000 SH   DFND 1,2 570,000 0 0
EATON VANCE SENIOR FLOATING-RATE TRUST COMMON STOCK 27828Q105 1,679 170,000 SH   DFND 1,2 170,000 0 0
EATON VANCE SENIOR INCOME TRUST COMMON STOCK 27826S103 783 170,000 SH   DFND 1,2 170,000 0 0
ECHO GLOBAL LOGISTICS INC CONVERTIBLE BOND 27875TAA9 7,515 7,512,000 PRN   DFND 1,2 7,512,000 0 0
ELDORADO RESORTS INC COMMON STOCK 28470R102 14,400 1,000,000 SH   DFND 1,2 1,000,000 0 0
ENCORE CAPITAL GROUP INC CONVERTIBLE BOND 292554AH5 11,063 12,286,000 PRN   DFND 1,2 12,286,000 0 0
ENVESTNET INC CONVERTIBLE BOND 29404KAB2 1,232 1,200,000 PRN   DFND 1,2 1,200,000 0 0
EURONET WORLDWIDE INC CONVERTIBLE BOND 298736AL3 766 839,000 PRN   DFND 1,2 839,000 0 0
EXANTAS CAPITAL CORP CONVERTIBLE BOND 76120WAC8 48,565 80,137,000 PRN   DFND 1,2 80,137,000 0 0
EZCORP INC CONVERTIBLE BOND 302301AE6 2,200 2,933,000 PRN   DFND 1,2 2,933,000 0 0
FIREEYE INC CONVERTIBLE BOND 31816QAB7 3,770 3,845,000 PRN   DFND 1,2 3,845,000 0 0
FIREEYE INC CONVERTIBLE BOND 31816QAD3 17,191 18,939,000 PRN   DFND 1,2 18,939,000 0 0
FIREEYE INC CONVERTIBLE BOND 31816QAF8 130 155,000 PRN   DFND 1,2 155,000 0 0
FLEXION THERAPEUTICS INC CONVERTIBLE BOND 33938JAB2 584 752,000 PRN   DFND 1,2 752,000 0 0
FORTIVE CORP CONVERTIBLE BOND 34959JAK4 16,223 17,409,999 PRN   DFND 1,2 17,409,999 0 0
FTI CONSULTING INC CONVERTIBLE BOND 302941AP4 1,882 1,438,000 PRN   DFND 1,2 1,438,000 0 0
GCI LIBERTY INC COMMON STOCK 36164V305 8,545 150,000 SH   DFND 1,2 150,000 0 0
GNC HOLDINGS INC CONVERTIBLE BOND 36191GAB3 2,734 4,557,000 PRN   DFND 1,2 4,557,000 0 0
GOLAR LNG LTD CONVERTIBLE BOND 38046YAB7 2,629 4,104,000 PRN   DFND 1,2 4,104,000 0 0
GOLDMAN SACHS BDC INC CONVERTIBLE BOND 38147UAB3 13,464 14,715,000 PRN   DFND 1,2 14,715,000 0 0
GREEN PLAINS INC CONVERTIBLE BOND 393222AF1 1,333 1,978,000 PRN   DFND 1,2 1,978,000 0 0
GREENBRIER COS INC/THE CONVERTIBLE BOND 393657AK7 11,778 14,411,000 PRN   DFND 1,2 14,411,000 0 0
GRUPO TELEVISA SAB COMMON STOCK 40049J206 10,602 1,828,000 SH   DFND 1,2 1,828,000 0 0
GUIDEWIRE SOFTWARE INC CONVERTIBLE BOND 40171VAA8 830 858,000 PRN   DFND 1,2 858,000 0 0
HCI GROUP INC CONVERTIBLE BOND 40416EAD5 4,078 4,023,000 PRN   DFND 1,2 4,023,000 0 0
HELIX ENERGY SOLUTIONS GROUP INC CONVERTIBLE BOND 42330PAH0 2,210 2,930,000 PRN   DFND 1,2 2,930,000 0 0
HERBALIFE NUTRITION LTD CONVERTIBLE BOND 42703MAD5 1,282 1,593,000 PRN   DFND 1,2 1,593,000 0 0
HERCULES CAPITAL INC CONVERTIBLE BOND 427096AF9 13,507 14,682,000 PRN   DFND 1,2 14,682,000 0 0
HIGHLAND INCOME FUND COMMON STOCK 43010E404 4,009 470,000 SH   DFND 1,2 470,000 0 0
HOPE BANCORP INC CONVERTIBLE BOND 43940TAB5 12,964 15,489,000 PRN   DFND 1,2 15,489,000 0 0
HUAZHU GROUP LTD CONVERTIBLE BOND 16949NAC3 3,847 4,000,000 PRN   DFND 1,2 4,000,000 0 0
ICICI BANK LTD COMMON STOCK 45104G104 40,538 4,769,444 SH   DFND 1,2 4,769,444 0 0
IHEARTMEDIA INC COMMON STOCK 45174J509 5,228 715,247 SH   DFND 1,2 715,247 0 0
INFINERA CORP COMMON STOCK 45667G103 133,429 25,175,384 SH   DFND 1,2 25,175,384 0 0
INFRASTRUCTURE & ENERGY ALTERNATIVES LLC COMMON STOCK 45686J104 38 18,926 SH   DFND 1,2 18,926 0 0
INPHI CORP CONVERTIBLE BOND 45772FAC1 1,117 765,000 PRN   DFND 1,2 765,000 0 0
INSMED INC CONVERTIBLE BOND 457669AA7 3,783 4,504,000 PRN   DFND 1,2 4,504,000 0 0
INTERCEPT PHARMACEUTICALS INC CONVERTIBLE BOND 45845PAA6 5,268 6,386,000 PRN   DFND 1,2 6,386,000 0 0
INVACARE CORP CONVERTIBLE BOND 461203AF8 2,182 2,272,000 PRN   DFND 1,2 2,272,000 0 0
INVACARE CORP CONVERTIBLE BOND 461203AJ0 3,345 3,709,000 PRN   DFND 1,2 3,709,000 0 0
INVESCO MUNICIPAL OPPORTUNITY TRUST COMMON STOCK 46132C107 5,106 446,000 SH   DFND 1,2 446,000 0 0
INVESCO SENIOR INCOME TRUST COMMON STOCK 46131H107 7,836 2,433,800 SH   DFND 1,2 2,433,800 0 0
INVESCO VALUE MUNICIPAL INCOME TRUST COMMON STOCK 46132P108 5,161 365,000 SH   DFND 1,2 365,000 0 0
IONIS PHARMACEUTICALS INC CONVERTIBLE BOND 464337AJ3 1,014 1,000,000 PRN   DFND 1,2 1,000,000 0 0
iShares ETFs/USA ETF 464287655 83,293 727,700 SH Put DFND 1,2 727,700 0 0
ISHARES MSCI INDIA ETF ETF 46429B598 2,634 109,500 SH   DFND 1,2 109,500 0 0
ITAU UNIBANCO HOLDING SA COMMON STOCK 465562106 58,633 13,059,310 SH   DFND 1,2 13,059,310 0 0
JAZZ PHARMACEUTICALS PLC CONVERTIBLE BOND 472145AB7 18,109 19,038,000 PRN   DFND 1,2 19,038,000 0 0
KKR REAL ESTATE FINANCE TRUST INC CONVERTIBLE BOND 48251KAB6 11,505 13,616,000 PRN   DFND 1,2 13,616,000 0 0
Liberty Global PLC COMMON STOCK G5480U120 31,420 2,000,000 SH   DFND 1,2 2,000,000 0 0
LIBERTY MEDIA CORP-LIBERTY FORMULA ONE CONVERTIBLE BOND 531229AF9 922 975,000 PRN   DFND 1,2 975,000 0 0
LIGAND PHARMACEUTICALS INC CONVERTIBLE BOND 53220KAF5 15,622 18,865,000 PRN   DFND 1,2 18,865,000 0 0
LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA COMMON STOCK 54150E104 1,214 342,000 SH   DFND 1,2 342,000 0 0
MACQUARIE INFRASTRUCTURE CORP CONVERTIBLE BOND 55608BAB1 12,301 15,329,000 PRN   DFND 1,2 15,329,000 0 0
MAGNACHIP SEMICONDUCTOR CORP COMMON STOCK 55933J203 32,481 2,939,537 SH   DFND 1,2 2,939,537 0 0
MCDERMOTT INTERNATIONAL INC COMMON STOCK 580037703 2 49,653 SH   DFND 1,2 49,653 0 0
MERCADOLIBRE INC COMMON STOCK 58733R102 12,409 25,400 SH   DFND 1,2 25,400 0 0
MGIC INVESTMENT CORP COMMON STOCK 552848103 19,177 3,020,000 SH   DFND 1,2 3,020,000 0 0
MICRON TECHNOLOGY INC COMMON STOCK 595112103 12,408 295,000 SH Put DFND 1,2 295,000 0 0
MOMO INC CONVERTIBLE BOND 60879BAB3 7,599 9,463,000 PRN   DFND 1,2 9,463,000 0 0
MR COOPER GROUP INC COMMON STOCK 62482R107 14,128 1,927,544 SH   DFND 1,2 1,927,544 0 0
NABORS INDUSTRIES LTD CONVERTIBLE BOND 62957HAB1 12,021 61,622,000 PRN   DFND 1,2 61,622,000 0 0
NEW MOUNTAIN FINANCE CORP CONVERTIBLE BOND 647551AC4 7,736 9,433,000 PRN   DFND 1,2 9,433,000 0 0
NEW YORK MORTGAGE TRUST INC CONVERTIBLE BOND 649604AD7 4,226 7,311,000 PRN   DFND 1,2 7,311,000 0 0
NEWPARK RESOURCES INC CONVERTIBLE BOND 651718AE8 2,519 3,381,000 PRN   DFND 1,2 3,381,000 0 0
NEXTERA ENERGY INC CONVERTIBLE PRFD 65339F796 272 5,766 SH   DFND 1,2 5,766 0 0
NMI HOLDINGS INC COMMON STOCK 629209305 51,084 4,400,000 SH   DFND 1,2 4,400,000 0 0
NUANCE COMMUNICATIONS INC CONVERTIBLE BOND 67020YAG5 2,480 2,343,000 PRN   DFND 1,2 2,343,000 0 0
NUANCE COMMUNICATIONS INC CONVERTIBLE BOND 67020YAK6 4,093 4,272,000 PRN   DFND 1,2 4,272,000 0 0
NUVASIVE INC CONVERTIBLE BOND 670704AG0 1,246 1,186,000 PRN   DFND 1,2 1,186,000 0 0
NUVEEN FLOATING RATE INCOME FUND COMMON STOCK 67072T108 4,379 580,000 SH   DFND 1,2 580,000 0 0
OAKTREE SPECIALTY LENDING CORP COMMON STOCK 67401P108 894 276,000 SH   DFND 1,2 276,000 0 0
OAKTREE STRATEGIC INCOME CORP COMMON STOCK 67402D104 2,171 392,000 SH   DFND 1,2 392,000 0 0
OI SA COMMON STOCK 670851500 966 2,201,646 SH   DFND 1,2 2,201,646 0 0
OIL STATES INTERNATIONAL INC CONVERTIBLE BOND 678026AH8 3,757 8,789,000 PRN   DFND 1,2 8,789,000 0 0
ON SEMICONDUCTOR CORP CONVERTIBLE BOND 682189AK1 1,868 1,876,000 PRN   DFND 1,2 1,876,000 0 0
OWL ROCK CAPITAL CORP COMMON STOCK 69121K104 496 43,000 SH   DFND 1,2 43,000 0 0
PACIRA BIOSCIENCES INC CONVERTIBLE BOND 695127AD2 1,932 2,000,000 PRN   DFND 1,2 2,000,000 0 0
PALO ALTO NETWORKS INC CONVERTIBLE BOND 697435AD7 4,449 4,597,999 PRN   DFND 1,2 4,597,999 0 0
PAMPA ENERGIA SA COMMON STOCK 697660207 9,593 849,000 SH   DFND 1,2 849,000 0 0
PATRICK INDUSTRIES INC CONVERTIBLE BOND 703343AB9 5,351 6,768,000 PRN   DFND 1,2 6,768,000 0 0
PDC ENERGY INC CONVERTIBLE BOND 69327RAD3 11,713 14,273,000 PRN   DFND 1,2 14,273,000 0 0
PENN VIRGINIA CORP COMMON STOCK 70788V102 383 124,000 SH   DFND 1,2 124,000 0 0
PENNYMAC MORTGAGE INVESTMENT TRUST CONVERTIBLE BOND 70932AAB9 8,438 8,733,000 PRN   DFND 1,2 8,733,000 0 0
PETROLEO BRASILEIRO SA COMMON STOCK 71654V101 32,969 6,117,097 SH   DFND 1,2 6,117,097 0 0
PETROLEO BRASILEIRO SA COMMON STOCK 71654V408 20,503 3,728,093 SH   DFND 1,2 3,728,093 0 0
PRA GROUP INC CONVERTIBLE BOND 73640QAB1 21,336 21,901,000 PRN   DFND 1,2 21,901,000 0 0
QIAGEN NV CONVERTIBLE BOND N72482AT4 4,953 5,000,000 PRN   DFND 1,2 5,000,000 0 0
QTS REALTY TRUST INC CONVERTIBLE PRFD 74736A301 532 4,140 SH   DFND 1,2 4,140 0 0
RADIUS HEALTH INC CONVERTIBLE BOND 750469AA6 1,041 1,464,000 PRN   DFND 1,2 1,464,000 0 0
REPLIGEN CORP CONVERTIBLE BOND 759916AB5 3,234 3,056,000 PRN   DFND 1,2 3,056,000 0 0
SEACOR HOLDINGS INC CONVERTIBLE BOND 81170YAB5 1,547 1,563,000 PRN   DFND 1,2 1,563,000 0 0
SFL CORP LTD CONVERTIBLE BOND G81075AF3 10,706 12,058,000 PRN   DFND 1,2 12,058,000 0 0
SIGA TECHNOLOGIES INC COMMON STOCK 826917106 763 159,782 SH   DFND 1,2 159,782 0 0
SM ENERGY CO CONVERTIBLE BOND 78454LAM2 3,985 10,740,000 PRN   DFND 1,2 10,740,000 0 0
SOCIEDAD QUIMICA Y MINERA DE CHILE SA COMMON STOCK 833635105 10,681 473,720 SH   DFND 1,2 473,720 0 0
SPLUNK INC CONVERTIBLE BOND 848637AC8 5,115 4,745,000 PRN   DFND 1,2 4,745,000 0 0
SPRAGUE RESOURCES LP COMMON STOCK 849343108 17,658 1,350,000 SH   DFND 1,2 1,350,000 0 0
SQUARE INC CONVERTIBLE BOND 852234AD5 4,662 4,500,000 PRN   DFND 1,2 4,500,000 0 0
STAR BULK CARRIERS CORP COMMON STOCK Y8162K204 219,993 39,006,017 SH   DFND 1,2 39,006,017 0 0
STARWOOD PROPERTY TRUST INC CONVERTIBLE BOND 85571BAH8 2,994 3,450,000 PRN   DFND 1,2 3,450,000 0 0
SUNOPTA INC COMMON STOCK 8676EP108 13,919 8,092,699 SH   DFND 1,2 8,092,699 0 0
SUNPOWER CORP CONVERTIBLE BOND 867652AL3 1,696 2,157,000 PRN   DFND 1,2 2,157,000 0 0
SUPER MICRO COMPUTER INC COMMON STOCK 86800U104 73,831 3,469,505 SH   DFND 1,2 3,469,505 0 0
SYNAPTICS INC CONVERTIBLE BOND 87157DAD1 2,709 2,600,000 PRN   DFND 1,2 2,600,000 0 0
TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD COMMON STOCK 874039100 165,245 3,457,927 SH   DFND 1,2 3,457,927 0 0
TAYLOR MORRISON HOME CORP COMMON STOCK 87724P106 53,075 4,825,000 SH   DFND 1,2 4,825,000 0 0
TELECOM ARGENTINA SA COMMON STOCK 879273209 18,075 1,960,500 SH   DFND 1,2 1,960,500 0 0
TESLA INC CONVERTIBLE BOND 88160RAD3 707 413,000 PRN   DFND 1,2 413,000 0 0
TEVA PHARMACEUTICAL INDUSTRIES LTD CONVERTIBLE BOND 88163VAE9 11,883 12,771,000 PRN   DFND 1,2 12,771,000 0 0
TIMKENSTEEL CORP CONVERTIBLE BOND 887399AA1 3,065 3,756,000 PRN   DFND 1,2 3,756,000 0 0
TORM PLC COMMON STOCK G89479102 415,605 48,900,506 SH   DFND 1,2 48,900,506 0 0
TOWNSQUARE MEDIA INC COMMON STOCK 892231101 7,353 1,595,224 SH   DFND 1,2 1,595,224 0 0
TRANSPORTADORA DE GAS DEL SUR SA COMMON STOCK 893870204 9,083 1,974,729 SH   DFND 1,2 1,974,729 0 0
TUTOR PERINI CORP CONVERTIBLE BOND 901109AD0 2,776 3,004,000 PRN   DFND 1,2 3,004,000 0 0
TWITTER INC CONVERTIBLE BOND 90184LAD4 24,468 25,823,000 PRN   DFND 1,2 25,823,000 0 0
TWITTER INC CONVERTIBLE BOND 90184LAF9 2,063 2,295,000 PRN   DFND 1,2 2,295,000 0 0
TWO HARBORS INVESTMENT CORP CONVERTIBLE BOND 90187BAA9 9,905 11,722,000 PRN   DFND 1,2 11,722,000 0 0
US WELL SERVICES INC WARRANT 91274U119 27 1,500,000 SH   DFND 1,2 1,500,000 0 0
VEECO INSTRUMENTS INC CONVERTIBLE BOND 922417AD2 9,938 12,049,000 PRN   DFND 1,2 12,049,000 0 0
VEON LTD COMMON STOCK 91822M106 2,837 1,878,900 SH   DFND 1,2 1,878,900 0 0
VISHAY INTERTECHNOLOGY INC CONVERTIBLE BOND 928298AP3 1,975 2,218,000 PRN   DFND 1,2 2,218,000 0 0
VISTA OIL & GAS SAB DE CV COMMON STOCK 92837L109 6,266 3,133,000 SH   DFND 1,2 3,133,000 0 0
VISTRA ENERGY CORP COMMON STOCK 92840M102 483,237 30,278,055 SH   DFND 1,2 30,278,055 0 0
VOCERA COMMUNICATIONS INC CONVERTIBLE BOND 92857FAB3 1,489 1,500,000 PRN   DFND 1,2 1,500,000 0 0
WAYFAIR INC CONVERTIBLE BOND 94419LAB7 7,291 9,500,000 PRN   DFND 1,2 9,500,000 0 0
WAYFAIR INC CONVERTIBLE BOND 94419LAD3 1,372 2,000,000 PRN   DFND 1,2 2,000,000 0 0
WEIBO CORP CONVERTIBLE BOND 948596AC5 10,104 11,888,000 PRN   DFND 1,2 11,888,000 0 0
WESTERN ASSET MORTGAGE CAPITAL CORP CONVERTIBLE BOND 95790DAA3 6,647 15,593,000 PRN   DFND 1,2 15,593,000 0 0
WESTERN DIGITAL CORP CONVERTIBLE BOND 958102AP0 11,068 12,652,000 PRN   DFND 1,2 12,652,000 0 0
WILLIAMS COS INC/THE COMMON STOCK 969457100 14,150 1,000,000 SH   DFND 1,2 1,000,000 0 0
WIX.COM LTD CONVERTIBLE BOND 92940WAB5 1,487 1,500,000 PRN   DFND 1,2 1,500,000 0 0
WORKDAY INC CONVERTIBLE BOND 98138HAF8 556 500,000 PRN   DFND 1,2 500,000 0 0
ZILLOW GROUP INC CONVERTIBLE BOND 98954MAC5 4,558 5,376,999 PRN   DFND 1,2 5,376,999 0 0