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 41,223 1,758,666 SH   DFND 1,2 1,758,666 0 0
AGORA INC COMMON STOCK 00851L103 4,357 98,645 SH   DFND 1,2 98,645 0 0
AIR TRANSPORT SERVICES GROUP INC CONVERTIBLE BOND 00922RAB1 5,474 5,753,000 PRN   DFND 1,2 5,753,000 0 0
ALIBABA GROUP HOLDING LTD COMMON STOCK 01609W102 60,945 282,547 SH   DFND 1,2 282,547 0 0
ALLEGHENY TECHNOLOGIES INC CONVERTIBLE BOND 01741RAG7 3,999 3,740,000 PRN   DFND 1,2 3,740,000 0 0
ALLY FINANCIAL INC COMMON STOCK 02005N100 283,936 14,318,541 SH   DFND 1,2 14,318,541 0 0
AMAG PHARMACEUTICALS INC CONVERTIBLE BOND 00163UAD8 5,023 6,407,000 PRN   DFND 1,2 6,407,000 0 0
AMPLIFY ENERGY CORP COMMON STOCK 03212B103 504 410,041 SH   DFND 1,2 410,041 0 0
ANGLOGOLD ASHANTI LTD COMMON STOCK 035128206 94,730 3,212,281 SH   DFND 1,2 3,212,281 0 0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC CONVERTIBLE BOND 03762UAB1 4,172 4,761,000 PRN   DFND 1,2 4,761,000 0 0
ARDMORE SHIPPING CORP COMMON STOCK Y0207T100 4,885 1,125,709 SH   DFND 1,2 1,125,709 0 0
ARES CAPITAL CORP CONVERTIBLE BOND 04010LAW3 4,363 4,458,000 PRN   DFND 1,2 4,458,000 0 0
ATLAS AIR WORLDWIDE HOLDINGS INC CONVERTIBLE BOND 049164BH8 12,197 12,778,000 PRN   DFND 1,2 12,778,000 0 0
ATLAS AIR WORLDWIDE HOLDINGS INC CONVERTIBLE BOND 049164BJ4 1,038 1,074,000 PRN   DFND 1,2 1,074,000 0 0
AVAYA HOLDINGS CORP CONVERTIBLE BOND 05351XAB7 7,825 9,456,000 PRN   DFND 1,2 9,456,000 0 0
AZUL SA COMMON STOCK 05501U106 18,938 1,693,938 SH   DFND 1,2 1,693,938 0 0
BAIDU INC COMMON STOCK 056752108 50,750 423,307 SH   DFND 1,2 423,307 0 0
BANCO BRADESCO SA COMMON STOCK 059460303 28,327 7,435,056 SH   DFND 1,2 7,435,056 0 0
BANK OF AMERICA CORP CONVERTIBLE PRFD 060505682 5,111 3,808 SH   DFND 1,2 3,808 0 0
BATTALION OIL CORP COMMON STOCK 07134L107 28,594 3,009,912 SH   DFND 1,2 3,009,912 0 0
BEL FUSE INC COMMON STOCK 077347201 717 71,613 SH   DFND 1,2 71,613 0 0
BEL FUSE INC COMMON STOCK 077347300 4,964 462,679 SH   DFND 1,2 462,679 0 0
BENEFITFOCUS INC CONVERTIBLE BOND 08180DAB2 5,400 6,821,000 PRN   DFND 1,2 6,821,000 0 0
BERRY PETROLEUM CORP COMMON STOCK 08579X101 62,371 12,913,313 SH   DFND 1,2 12,913,313 0 0
BLACKROCK FLOATING RATE INCOME STRATEGIES FUND INC COMMON STOCK 09255X100 5,895 527,327 SH   DFND 1,2 527,327 0 0
BLACKSTONE MORTGAGE TRUST INC CONVERTIBLE BOND 09257WAB6 6,955 7,380,000 PRN   DFND 1,2 7,380,000 0 0
BOINGO WIRELESS INC CONVERTIBLE BOND 09739CAB8 7,703 8,631,000 PRN   DFND 1,2 8,631,000 0 0
BONANZA CREEK ENERGY INC COMMON STOCK 097793400 414 28,000 SH   DFND 1,2 28,000 0 0
BOOKING HOLDINGS INC CONVERTIBLE BOND 741503AX4 3,653 3,431,000 PRN   DFND 1,2 3,431,000 0 0
BRASKEM SA COMMON STOCK 105532105 4,494 519,550 SH   DFND 1,2 519,550 0 0
CAESARS ENTERTAINMENT CORP COMMON STOCK 127686103 184,982 15,250,000 SH   DFND 1,2 15,250,000 0 0
CALAMP CORP CONVERTIBLE BOND 128126AD1 1,169 1,497,000 PRN   DFND 1,2 1,497,000 0 0
CAPITAL PRODUCT PARTNERS LP COMMON STOCK Y11082206 259 32,142 SH   DFND 1,2 32,142 0 0
CARDTRONICS PLC CONVERTIBLE BOND 14161HAG3 7,811 7,880,000 PRN   DFND 1,2 7,880,000 0 0
CEMEX SAB DE CV COMMON STOCK 151290889 68,941 23,938,116 SH   DFND 1,2 23,938,116 0 0
CENTURY COMMUNITIES INC COMMON STOCK 156504300 41,850 1,365,000 SH   DFND 1,2 1,365,000 0 0
CHEGG INC CONVERTIBLE BOND 163092AD1 3,340 2,354,000 PRN   DFND 1,2 2,354,000 0 0
CIMAREX ENERGY CO COMMON STOCK 171798101 11,428 415,735 SH   DFND 1,2 415,735 0 0
CLEAR CHANNEL OUTDOOR HOLDINGS INC COMMON STOCK 18453H106 1,749 1,681,898 SH   DFND 1,2 1,681,898 0 0
COLONY CAPITAL INC CONVERTIBLE BOND 19624RAB2 12,064 12,626,000 PRN   DFND 1,2 12,626,000 0 0
CREE INC CONVERTIBLE BOND 225447AB7 4,949 4,200,000 PRN   DFND 1,2 4,200,000 0 0
CROWN CASTLE INTERNATIONAL CORP CONVERTIBLE PRFD 22822V309 484 326 SH   DFND 1,2 326 0 0
DANAHER CORP CONVERTIBLE PRFD 235851300 574 461 SH   DFND 1,2 461 0 0
DIAMOND S SHIPPING INC COMMON STOCK Y20676105 176 22,076 SH   DFND 1,2 22,076 0 0
DISH NETWORK CORP CONVERTIBLE BOND 25470MAB5 43,209 46,910,000 PRN   DFND 1,2 46,910,000 0 0
DISH NETWORK CORP CONVERTIBLE BOND 25470MAD1 11,895 13,238,000 PRN   DFND 1,2 13,238,000 0 0
DOCUSIGN INC CONVERTIBLE BOND 256163AB2 241 99,000 PRN   DFND 1,2 99,000 0 0
DYCOM INDUSTRIES INC CONVERTIBLE BOND 267475AB7 12,040 12,708,000 PRN   DFND 1,2 12,708,000 0 0
EAGLE BULK SHIPPING INC COMMON STOCK Y2187A143 64,701 29,544,139 SH   DFND 1,2 29,544,139 0 0
EATON VANCE FLOATING-RATE INCOME TRUST COMMON STOCK 278279104 3,396 297,900 SH   DFND 1,2 297,900 0 0
EATON VANCE SENIOR FLOATING-RATE TRUST COMMON STOCK 27828Q105 2,876 254,100 SH   DFND 1,2 254,100 0 0
ELDORADO RESORTS INC COMMON STOCK 28470R102 18,027 450,000 SH   DFND 1,2 450,000 0 0
ENCORE CAPITAL GROUP INC CONVERTIBLE BOND 292554AH5 13,193 13,661,000 PRN   DFND 1,2 13,661,000 0 0
ENVESTNET INC CONVERTIBLE BOND 29404KAB2 2,717 2,200,000 PRN   DFND 1,2 2,200,000 0 0
EVOLENT HEALTH INC CONVERTIBLE BOND 30050BAB7 3,631 4,147,000 PRN   DFND 1,2 4,147,000 0 0
EXACT SCIENCES CORP CONVERTIBLE BOND 30063PAB1 4,684 4,500,000 PRN   DFND 1,2 4,500,000 0 0
EXANTAS CAPITAL CORP CONVERTIBLE BOND 76120WAC8 58,570 76,314,000 PRN   DFND 1,2 76,314,000 0 0
EZCORP INC CONVERTIBLE BOND 302301AE6 5,584 7,130,000 PRN   DFND 1,2 7,130,000 0 0
FIREEYE INC CONVERTIBLE BOND 31816QAD3 14,729 15,543,000 PRN   DFND 1,2 15,543,000 0 0
FLEXION THERAPEUTICS INC CONVERTIBLE BOND 33938JAB2 7,532 8,987,000 PRN   DFND 1,2 8,987,000 0 0
FORTIVE CORP CONVERTIBLE BOND 34959JAK4 19,276 19,527,000 PRN   DFND 1,2 19,527,000 0 0
GCI LIBERTY INC COMMON STOCK 36164V305 10,668 150,000 SH   DFND 1,2 150,000 0 0
GENETRON HOLDINGS LTD COMMON STOCK 37186H100 7,887 653,441 SH   DFND 1,2 653,441 0 0
GOLAR LNG LTD CONVERTIBLE BOND 38046YAB7 2,537 3,423,000 PRN   DFND 1,2 3,423,000 0 0
GOLDMAN SACHS BDC INC CONVERTIBLE BOND 38147UAB3 8,209 8,251,000 PRN   DFND 1,2 8,251,000 0 0
GREEN PLAINS INC CONVERTIBLE BOND 393222AF1 1,583 1,978,000 PRN   DFND 1,2 1,978,000 0 0
GREENBRIER COS INC/THE CONVERTIBLE BOND 393657AK7 11,879 14,369,000 PRN   DFND 1,2 14,369,000 0 0
GRUPO TELEVISA SAB COMMON STOCK 40049J206 11,203 2,138,000 SH   DFND 1,2 2,138,000 0 0
GUESS INC CONVERTIBLE BOND 401617AD7 7,355 10,877,000 PRN   DFND 1,2 10,877,000 0 0
GUIDEWIRE SOFTWARE INC CONVERTIBLE BOND 40171VAA8 4,857 4,158,000 PRN   DFND 1,2 4,158,000 0 0
HCI GROUP INC CONVERTIBLE BOND 40416EAD5 4,015 4,042,000 PRN   DFND 1,2 4,042,000 0 0
HELIX ENERGY SOLUTIONS GROUP INC CONVERTIBLE BOND 42330PAH0 5,828 6,815,000 PRN   DFND 1,2 6,815,000 0 0
HERBALIFE NUTRITION LTD CONVERTIBLE BOND 42703MAD5 20,181 20,437,000 PRN   DFND 1,2 20,437,000 0 0
HERCULES CAPITAL INC CONVERTIBLE BOND 427096AF9 10,584 10,836,000 PRN   DFND 1,2 10,836,000 0 0
HIGHLAND INCOME FUND COMMON STOCK 43010E404 3,783 470,000 SH   DFND 1,2 470,000 0 0
HOPE BANCORP INC CONVERTIBLE BOND 43940TAB5 14,695 17,731,000 PRN   DFND 1,2 17,731,000 0 0
HUAZHU GROUP LTD CONVERTIBLE BOND 16949NAC3 502 500,000 PRN   DFND 1,2 500,000 0 0
ICICI BANK LTD COMMON STOCK 45104G104 48,781 5,251,011 SH   DFND 1,2 5,251,011 0 0
IHEARTMEDIA INC COMMON STOCK 45174J509 5,972 715,247 SH   DFND 1,2 715,247 0 0
II-VI INC CONVERTIBLE BOND 902104AB4 3,563 3,000,000 PRN   DFND 1,2 3,000,000 0 0
ILLUMINA INC CONVERTIBLE BOND 452327AK5 4,898 4,470,000 PRN   DFND 1,2 4,470,000 0 0
INFINERA CORP COMMON STOCK 45667G103 149,038 25,175,384 SH   DFND 1,2 25,175,384 0 0
INFRASTRUCTURE & ENERGY ALTERNATIVES LLC COMMON STOCK 45686J104 187 46,904 SH   DFND 1,2 46,904 0 0
INSMED INC CONVERTIBLE BOND 457669AA7 8,132 8,325,000 PRN   DFND 1,2 8,325,000 0 0
INTERCEPT PHARMACEUTICALS INC CONVERTIBLE BOND 45845PAA6 20,172 26,629,000 PRN   DFND 1,2 26,629,000 0 0
INVACARE CORP CONVERTIBLE BOND 461203AF8 2,154 2,272,000 PRN   DFND 1,2 2,272,000 0 0
INVACARE CORP CONVERTIBLE BOND 461203AJ0 3,160 3,709,000 PRN   DFND 1,2 3,709,000 0 0
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND COMMON STOCK 46132R104 1,655 185,968 SH   DFND 1,2 185,968 0 0
INVESCO SENIOR INCOME TRUST COMMON STOCK 46131H107 10,273 2,969,177 SH   DFND 1,2 2,969,177 0 0
IQIYI INC CONVERTIBLE BOND 46267XAD0 5,182 5,200,000 PRN   DFND 1,2 5,200,000 0 0
ISHARES MSCI INDIA ETF ETF 46429B598 4,013 138,300 SH   DFND 1,2 138,300 0 0
ITAU UNIBANCO HOLDING SA COMMON STOCK 465562106 89,162 19,011,118 SH   DFND 1,2 19,011,118 0 0
JAZZ PHARMACEUTICALS PLC CONVERTIBLE BOND 472145AB7 4,451 4,557,000 PRN   DFND 1,2 4,557,000 0 0
JAZZ PHARMACEUTICALS PLC CONVERTIBLE BOND 472145AD3 4,758 5,183,000 PRN   DFND 1,2 5,183,000 0 0
JOYY INC CONVERTIBLE BOND 98426TAD8 2,197 2,000,000 PRN   DFND 1,2 2,000,000 0 0
KINGSOFT CORP LTD COMMON STOCK 49639K101 17,927 568,756 SH   DFND 1,2 568,756 0 0
KKR REAL ESTATE FINANCE TRUST INC CONVERTIBLE BOND 48251KAB6 7,602 7,882,000 PRN   DFND 1,2 7,882,000 0 0
Liberty Global PLC COMMON STOCK G5480U120 43,020 2,000,000 SH   DFND 1,2 2,000,000 0 0
LIGAND PHARMACEUTICALS INC CONVERTIBLE BOND 53220KAF5 17,437 19,826,000 PRN   DFND 1,2 19,826,000 0 0
LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA COMMON STOCK 54150E104 1,456 342,000 SH   DFND 1,2 342,000 0 0
MACQUARIE INFRASTRUCTURE CORP CONVERTIBLE BOND 55608BAB1 13,147 15,157,000 PRN   DFND 1,2 15,157,000 0 0
MADISON SQUARE GARDEN ENTERTAINMENT CORP COMMON STOCK 55826T102 2,250 30,000 SH   DFND 1,2 30,000 0 0
MAGNACHIP SEMICONDUCTOR CORP COMMON STOCK 55933J203 30,277 2,939,537 SH   DFND 1,2 2,939,537 0 0
MARRIOTT VACATIONS WORLDWIDE CORP CONVERTIBLE BOND 57164YAB3 13,842 14,953,000 PRN   DFND 1,2 14,953,000 0 0
MERCADOLIBRE INC COMMON STOCK 58733R102 32,234 32,700 SH   DFND 1,2 32,700 0 0
MGIC INVESTMENT CORP COMMON STOCK 552848103 24,733 3,020,000 SH   DFND 1,2 3,020,000 0 0
MICROCHIP TECHNOLOGY INC CONVERTIBLE BOND 595017AF1 5,333 3,610,000 PRN   DFND 1,2 3,610,000 0 0
MR COOPER GROUP INC COMMON STOCK 62482R107 23,978 1,927,544 SH   DFND 1,2 1,927,544 0 0
NABORS INDUSTRIES LTD CONVERTIBLE BOND 62957HAB1 17,263 46,598,000 PRN   DFND 1,2 46,598,000 0 0
NEOGENOMICS INC CONVERTIBLE BOND 64049MAA8 1,075 1,000,000 PRN   DFND 1,2 1,000,000 0 0
NEW MOUNTAIN FINANCE CORP CONVERTIBLE BOND 647551AC4 7,530 8,001,000 PRN   DFND 1,2 8,001,000 0 0
NEW RELIC INC CONVERTIBLE BOND 64829BAB6 11,534 11,907,000 PRN   DFND 1,2 11,907,000 0 0
NEW YORK MORTGAGE TRUST INC CONVERTIBLE BOND 649604AD7 1,658 1,823,000 PRN   DFND 1,2 1,823,000 0 0
NEWPARK RESOURCES INC CONVERTIBLE BOND 651718AE8 1,308 1,459,000 PRN   DFND 1,2 1,459,000 0 0
NMI HOLDINGS INC COMMON STOCK 629209305 70,752 4,400,000 SH   DFND 1,2 4,400,000 0 0
NUANCE COMMUNICATIONS INC CONVERTIBLE BOND 67020YAG5 3,043 2,343,000 PRN   DFND 1,2 2,343,000 0 0
NUANCE COMMUNICATIONS INC CONVERTIBLE BOND 67020YAK6 591 500,000 PRN   DFND 1,2 500,000 0 0
NUTANIX INC CONVERTIBLE BOND 67059NAB4 7,587 8,545,000 PRN   DFND 1,2 8,545,000 0 0
NUVEEN CREDIT STRATEGIES INCOME FUND COMMON STOCK 67073D102 8,064 1,380,972 SH   DFND 1,2 1,380,972 0 0
NUVEEN FLOATING RATE INCOME FUND COMMON STOCK 67072T108 7,380 934,302 SH   DFND 1,2 934,302 0 0
OAKTREE SPECIALTY LENDING CORP COMMON STOCK 67401P108 1,233 276,000 SH   DFND 1,2 276,000 0 0
OAKTREE STRATEGIC INCOME CORP COMMON STOCK 67402D104 2,485 392,000 SH   DFND 1,2 392,000 0 0
OI SA COMMON STOCK 670851500 2,311 2,201,646 SH   DFND 1,2 2,201,646 0 0
OIL STATES INTERNATIONAL INC CONVERTIBLE BOND 678026AH8 4,129 8,188,000 PRN   DFND 1,2 8,188,000 0 0
ON SEMICONDUCTOR CORP CONVERTIBLE BOND 682189AK1 1,606 1,376,000 PRN   DFND 1,2 1,376,000 0 0
ON SEMICONDUCTOR CORP CONVERTIBLE BOND 682189AP0 4,256 3,500,000 PRN   DFND 1,2 3,500,000 0 0
PACIRA BIOSCIENCES INC CONVERTIBLE BOND 695127AD2 2,187 2,000,000 PRN   DFND 1,2 2,000,000 0 0
PALO ALTO NETWORKS INC CONVERTIBLE BOND 697435AD7 4,712 4,397,999 PRN   DFND 1,2 4,397,999 0 0
PAMPA ENERGIA SA COMMON STOCK 697660207 8,906 849,000 SH   DFND 1,2 849,000 0 0
PATRICK INDUSTRIES INC CONVERTIBLE BOND 703343AB9 11,086 11,010,000 PRN   DFND 1,2 11,010,000 0 0
PDC ENERGY INC CONVERTIBLE BOND 69327RAD3 3,498 3,758,000 PRN   DFND 1,2 3,758,000 0 0
PETROLEO BRASILEIRO SA COMMON STOCK 71654V408 33,995 4,110,666 SH   DFND 1,2 4,110,666 0 0
PG&E CORP COMMON STOCK 69331C108 199,575 22,500,000 SH   DFND 1,2 22,500,000 0 0
PLURALSIGHT INC CONVERTIBLE BOND 72941BAB2 7,995 9,006,000 PRN   DFND 1,2 9,006,000 0 0
PRA GROUP INC CONVERTIBLE BOND 69354NAB2 2,073 2,000,000 PRN   DFND 1,2 2,000,000 0 0
PRA GROUP INC CONVERTIBLE BOND 73640QAB1 11,615 11,654,000 PRN   DFND 1,2 11,654,000 0 0
PURE STORAGE INC CONVERTIBLE BOND 74624MAB8 6,976 7,078,000 PRN   DFND 1,2 7,078,000 0 0
Q2 HOLDINGS INC CONVERTIBLE BOND 74736LAD1 3,421 3,000,000 PRN   DFND 1,2 3,000,000 0 0
Qiagen NV CONVERTIBLE BOND N72482AT4 2,818 2,600,000 PRN   DFND 1,2 2,600,000 0 0
QUOTIENT TECHNOLOGY INC CONVERTIBLE BOND 749119AB9 373 412,000 PRN   DFND 1,2 412,000 0 0
RADIUS HEALTH INC CONVERTIBLE BOND 750469AA6 4,099 5,565,000 PRN   DFND 1,2 5,565,000 0 0
RAMBUS INC CONVERTIBLE BOND 750917AG1 2,148 2,054,000 PRN   DFND 1,2 2,054,000 0 0
REALPAGE INC CONVERTIBLE BOND 75606NAC3 3,564 3,300,000 PRN   DFND 1,2 3,300,000 0 0
REPLIGEN CORP CONVERTIBLE BOND 759916AB5 2,901 2,306,000 PRN   DFND 1,2 2,306,000 0 0
RETROPHIN INC CONVERTIBLE BOND 761299AB2 11,836 14,178,000 PRN   DFND 1,2 14,178,000 0 0
SEACOR HOLDINGS INC CONVERTIBLE BOND 81170YAB5 1,548 1,563,000 PRN   DFND 1,2 1,563,000 0 0
SEACOR HOLDINGS INC CONVERTIBLE BOND 811904AM3 1,485 1,700,000 PRN   DFND 1,2 1,700,000 0 0
SFL CORP LTD CONVERTIBLE BOND G81075AF3 8,335 8,742,000 PRN   DFND 1,2 8,742,000 0 0
SIGA TECHNOLOGIES INC COMMON STOCK 826917106 944 159,782 SH   DFND 1,2 159,782 0 0
SOCIEDAD QUIMICA Y MINERA DE CHILE SA COMMON STOCK 833635105 15,746 604,020 SH   DFND 1,2 604,020 0 0
SORRENTO THERAPEUTICS INC COMMON STOCK 83587F202 631 100,500 SH   DFND 1,2 100,500 0 0
SOUTHWEST AIRLINES CO CONVERTIBLE BOND 844741BG2 3,738 3,100,000 PRN   DFND 1,2 3,100,000 0 0
SPLUNK INC CONVERTIBLE BOND 848637AC8 6,345 4,395,000 PRN   DFND 1,2 4,395,000 0 0
SQUARE INC CONVERTIBLE BOND 852234AD5 5,959 4,000,000 PRN   DFND 1,2 4,000,000 0 0
SSR MINING INC CONVERTIBLE BOND 784730AB9 12,319 8,849,000 PRN   DFND 1,2 8,849,000 0 0
STAR BULK CARRIERS CORP COMMON STOCK Y8162K204 257,439 39,006,017 SH   DFND 1,2 39,006,017 0 0
STARWOOD PROPERTY TRUST INC CONVERTIBLE BOND 85571BAH8 1,926 2,006,000 PRN   DFND 1,2 2,006,000 0 0
SUNOPTA INC COMMON STOCK 8676EP108 38,035 8,092,699 SH   DFND 1,2 8,092,699 0 0
SUNPOWER CORP CONVERTIBLE BOND 867652AL3 2,214 2,726,000 PRN   DFND 1,2 2,726,000 0 0
SUPER MICRO COMPUTER INC COMMON STOCK 86800U104 93,250 3,284,636 SH   DFND 1,2 3,284,636 0 0
SUPERNUS PHARMACEUTICALS INC CONVERTIBLE BOND 868459AD0 14,613 16,511,000 PRN   DFND 1,2 16,511,000 0 0
SYNAPTICS INC CONVERTIBLE BOND 87157DAD1 2,242 2,100,000 PRN   DFND 1,2 2,100,000 0 0
TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD COMMON STOCK 874039100 215,923 3,803,479 SH   DFND 1,2 3,803,479 0 0
TAYLOR MORRISON HOME CORP COMMON STOCK 87724P106 124,095 6,433,140 SH   DFND 1,2 6,433,140 0 0
TELECOM ARGENTINA SA COMMON STOCK 879273209 20,231 2,260,500 SH   DFND 1,2 2,260,500 0 0
TESLA INC CONVERTIBLE BOND 88160RAD3 1,369 413,000 PRN   DFND 1,2 413,000 0 0
TEVA PHARMACEUTICAL INDUSTRIES LTD CONVERTIBLE BOND 88163VAE9 15,034 15,366,000 PRN   DFND 1,2 15,366,000 0 0
TORM PLC COMMON STOCK G89479102 355,596 51,804,925 SH   DFND 1,2 51,804,925 0 0
TOWNSQUARE MEDIA INC COMMON STOCK 892231101 7,130 1,595,224 SH   DFND 1,2 1,595,224 0 0
TRANSOCEAN LTD CONVERTIBLE BOND 893830BJ7 2,202 5,278,000 PRN   DFND 1,2 5,278,000 0 0
TRANSPORTADORA DE GAS DEL SUR SA COMMON STOCK 893870204 11,230 1,994,729 SH   DFND 1,2 1,994,729 0 0
TUTOR PERINI CORP CONVERTIBLE BOND 901109AD0 3,898 4,095,000 PRN   DFND 1,2 4,095,000 0 0
TWITTER INC CONVERTIBLE BOND 90184LAD4 15,505 15,805,000 PRN   DFND 1,2 15,805,000 0 0
TWITTER INC CONVERTIBLE BOND 90184LAF9 656 695,000 PRN   DFND 1,2 695,000 0 0
TWO HARBORS INVESTMENT CORP CONVERTIBLE BOND 90187BAA9 4,046 4,029,000 PRN   DFND 1,2 4,029,000 0 0
VEECO INSTRUMENTS INC CONVERTIBLE BOND 922417AD2 8,259 9,017,000 PRN   DFND 1,2 9,017,000 0 0
VEON LTD COMMON STOCK 91822M106 3,382 1,878,900 SH   DFND 1,2 1,878,900 0 0
VEREIT INC CONVERTIBLE BOND 02917TAB0 2,064 2,066,000 PRN   DFND 1,2 2,066,000 0 0
VERINT SYSTEMS INC CONVERTIBLE BOND 92343XAA8 11,820 11,909,000 PRN   DFND 1,2 11,909,000 0 0
VISHAY INTERTECHNOLOGY INC CONVERTIBLE BOND 928298AP3 6,968 7,452,000 PRN   DFND 1,2 7,452,000 0 0
VISTA OIL & GAS SAB DE CV COMMON STOCK 92837L109 9,555 3,133,000 SH   DFND 1,2 3,133,000 0 0
VISTRA ENERGY CORP COMMON STOCK 92840M102 563,777 30,278,055 SH   DFND 1,2 30,278,055 0 0
VONAGE HOLDINGS CORP CONVERTIBLE BOND 92886TAJ1 11,883 12,673,000 PRN   DFND 1,2 12,673,000 0 0
WEIBO CORP CONVERTIBLE BOND 948596AC5 7,534 8,059,000 PRN   DFND 1,2 8,059,000 0 0
WESTERN DIGITAL CORP CONVERTIBLE BOND 958102AP0 10,640 11,259,000 PRN   DFND 1,2 11,259,000 0 0
WORKDAY INC CONVERTIBLE BOND 98138HAF8 6,897 5,000,000 PRN   DFND 1,2 5,000,000 0 0
ZILLOW GROUP INC CONVERTIBLE BOND 98954MAC5 7,991 7,673,000 PRN   DFND 1,2 7,673,000 0 0
ZYNGA INC CONVERTIBLE BOND 98986TAB4 4,741 3,655,000 PRN   DFND 1,2 3,655,000 0 0