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 47,711 1,751,540 SH   DFND 1,2 1,751,540 0 0
AGORA INC COMMON STOCK 00851L103 4,126 96,010 SH   DFND 1,2 96,010 0 0
AIR TRANSPORT SERVICES GROUP INC CONVERTIBLE BOND 00922RAB1 5,069 4,766,000 PRN   DFND 1,2 4,766,000 0 0
AKAMAI TECHNOLOGIES INC CONVERTIBLE BOND 00971TAL5 10,219 8,795,000 PRN   DFND 1,2 8,795,000 0 0
ALLEGHENY TECHNOLOGIES INC CONVERTIBLE BOND 01741RAG7 1,926 1,869,000 PRN   DFND 1,2 1,869,000 0 0
ALLY FINANCIAL INC COMMON STOCK 02005N100 358,965 14,318,541 SH   DFND 1,2 14,318,541 0 0
AMAG PHARMACEUTICALS INC CONVERTIBLE BOND 00163UAD8 4,843 5,350,000 PRN   DFND 1,2 5,350,000 0 0
AMERICA MOVIL SAB DE CV COMMON STOCK 02364W105 34,110 2,731,037 SH   DFND 1,2 2,731,037 0 0
AMPLIFY ENERGY CORP COMMON STOCK 03212B103 349 410,041 SH   DFND 1,2 410,041 0 0
ANGLOGOLD ASHANTI LTD COMMON STOCK 035128206 75,762 2,871,986 SH   DFND 1,2 2,871,986 0 0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC CONVERTIBLE BOND 03762UAB1 7,253 7,653,000 PRN   DFND 1,2 7,653,000 0 0
ARDMORE SHIPPING CORP COMMON STOCK Y0207T100 5,696 1,600,000 SH   DFND 1,2 1,600,000 0 0
ARES CAPITAL CORP CONVERTIBLE BOND 04010LAW3 9,229 8,858,000 PRN   DFND 1,2 8,858,000 0 0
ATLAS AIR WORLDWIDE HOLDINGS INC CONVERTIBLE BOND 049164BH8 8,909 8,090,000 PRN   DFND 1,2 8,090,000 0 0
AVAYA HOLDINGS CORP CONVERTIBLE BOND 05351XAB7 7,108 7,491,000 PRN   DFND 1,2 7,491,000 0 0
AZUL SA COMMON STOCK 05501U106 22,005 1,672,154 SH   DFND 1,2 1,672,154 0 0
BAIDU INC COMMON STOCK 056752108 53,078 419,297 SH   DFND 1,2 419,297 0 0
BANCO BRADESCO SA COMMON STOCK 059460303 25,183 7,342,002 SH   DFND 1,2 7,342,002 0 0
BANK OF AMERICA CORP CONVERTIBLE PRFD 060505682 7,006 4,709 SH   DFND 1,2 4,709 0 0
BATTALION OIL CORP COMMON STOCK 07134L107 23,778 3,009,912 SH   DFND 1,2 3,009,912 0 0
BEL FUSE INC COMMON STOCK 077347201 838 71,613 SH   DFND 1,2 71,613 0 0
BEL FUSE INC COMMON STOCK 077347300 4,941 462,679 SH   DFND 1,2 462,679 0 0
BENEFITFOCUS INC CONVERTIBLE BOND 08180DAB2 5,512 6,743,000 PRN   DFND 1,2 6,743,000 0 0
BERRY PETROLEUM CORP COMMON STOCK 08579X101 40,935 12,913,313 SH   DFND 1,2 12,913,313 0 0
BIOMARIN PHARMACEUTICAL INC CONVERTIBLE BOND 09061GAF8 13,444 13,428,000 PRN   DFND 1,2 13,428,000 0 0
BLACKLINE INC CONVERTIBLE BOND 09239BAB5 4,141 3,000,000 PRN   DFND 1,2 3,000,000 0 0
BLACKROCK FLOATING RATE INCOME STRATEGIES FUND INC COMMON STOCK 09255X100 5,846 508,353 SH   DFND 1,2 508,353 0 0
BLACKSTONE MORTGAGE TRUST INC CONVERTIBLE BOND 09257WAB6 10,212 10,569,000 PRN   DFND 1,2 10,569,000 0 0
BOINGO WIRELESS INC CONVERTIBLE BOND 09739CAB8 3,291 3,746,000 PRN   DFND 1,2 3,746,000 0 0
BOOKING HOLDINGS INC CONVERTIBLE BOND 741503AX4 1,848 1,733,000 PRN   DFND 1,2 1,733,000 0 0
BRASKEM SA COMMON STOCK 105532105 3,881 519,550 SH   DFND 1,2 519,550 0 0
CALAMP CORP CONVERTIBLE BOND 128126AD1 2,763 3,369,000 PRN   DFND 1,2 3,369,000 0 0
CAPITAL PRODUCT PARTNERS LP COMMON STOCK Y11082206 212 32,142 SH   DFND 1,2 32,142 0 0
CARDTRONICS PLC CONVERTIBLE BOND 14161HAG3 14,716 14,717,000 PRN   DFND 1,2 14,717,000 0 0
CEMEX SAB DE CV COMMON STOCK 151290889 90,961 23,937,114 SH   DFND 1,2 23,937,114 0 0
CENTURY COMMUNITIES INC COMMON STOCK 156504300 13,968 330,000 SH   DFND 1,2 330,000 0 0
CIMAREX ENERGY CO COMMON STOCK 171798101 10,114 415,735 SH   DFND 1,2 415,735 0 0
CLEVELAND-CLIFFS INC CONVERTIBLE BOND 185899AA9 1,038 1,000,000 PRN   DFND 1,2 1,000,000 0 0
CNOOC LTD COMMON STOCK 126132109 30,920 321,925 SH   DFND 1,2 321,925 0 0
COLONY CAPITAL INC CONVERTIBLE BOND 19624RAA4 9,685 9,945,000 PRN   DFND 1,2 9,945,000 0 0
COLONY CAPITAL INC CONVERTIBLE BOND 19624RAB2 328 326,000 PRN   DFND 1,2 326,000 0 0
CONMED CORP CONVERTIBLE BOND 207410AF8 3,373 3,000,000 PRN   DFND 1,2 3,000,000 0 0
DIAMOND S SHIPPING INC COMMON STOCK Y20676105 151 22,076 SH   DFND 1,2 22,076 0 0
DISH NETWORK CORP CONVERTIBLE BOND 25470MAB5 35,810 38,904,000 PRN   DFND 1,2 38,904,000 0 0
DISH NETWORK CORP CONVERTIBLE BOND 25470MAD1 12,314 13,627,000 PRN   DFND 1,2 13,627,000 0 0
DYCOM INDUSTRIES INC CONVERTIBLE BOND 267475AB7 14,131 14,438,000 PRN   DFND 1,2 14,438,000 0 0
EAGLE BULK SHIPPING INC COMMON STOCK Y2187A150 69,091 4,220,591 SH   DFND 1,2 4,220,591 0 0
EAGLE BULK SHIPPING INC CONVERTIBLE BOND 269442AB5 33,427 45,480,000 PRN   DFND 1,2 45,480,000 0 0
EATON VANCE SENIOR FLOATING-RATE TRUST COMMON STOCK 27828Q105 2,594 223,098 SH   DFND 1,2 223,098 0 0
ENCORE CAPITAL GROUP INC CONVERTIBLE BOND 292554AH5 12,796 12,733,000 PRN   DFND 1,2 12,733,000 0 0
EQUITY RESIDENTIAL COMMON STOCK 29476L107 14,629 285,000 SH   DFND 1,2 285,000 0 0
EVOLENT HEALTH INC CONVERTIBLE BOND 30050BAB7 8,039 8,126,000 PRN   DFND 1,2 8,126,000 0 0
EXACT SCIENCES CORP CONVERTIBLE BOND 30063PAB1 4,819 4,100,000 PRN   DFND 1,2 4,100,000 0 0
EXANTAS CAPITAL CORP CONVERTIBLE BOND 76120WAC8 65,861 72,675,000 PRN   DFND 1,2 72,675,000 0 0
EZCORP INC CONVERTIBLE BOND 302301AE6 8,603 10,899,000 PRN   DFND 1,2 10,899,000 0 0
FIREEYE INC CONVERTIBLE BOND 31816QAD3 11,270 11,611,000 PRN   DFND 1,2 11,611,000 0 0
FIREEYE INC CONVERTIBLE BOND 31816QAF8 259 278,000 PRN   DFND 1,2 278,000 0 0
FLEXION THERAPEUTICS INC CONVERTIBLE BOND 33938JAB2 1,955 2,457,000 PRN   DFND 1,2 2,457,000 0 0
FORTIVE CORP CONVERTIBLE BOND 34959JAK4 22,777 22,621,000 PRN   DFND 1,2 22,621,000 0 0
GARRETT MOTION INC COMMON STOCK 366505105 12,396 3,593,111 SH   DFND 1,2 3,593,111 0 0
GCI LIBERTY INC COMMON STOCK 36164V305 12,294 150,000 SH   DFND 1,2 150,000 0 0
GENETRON HOLDINGS LTD COMMON STOCK 37186H100 7,713 646,012 SH   DFND 1,2 646,012 0 0
GOLAR LNG LTD CONVERTIBLE BOND 38046YAB7 4,984 6,506,000 PRN   DFND 1,2 6,506,000 0 0
GOLDMAN SACHS BDC INC CONVERTIBLE BOND 38147UAB3 4,543 4,487,000 PRN   DFND 1,2 4,487,000 0 0
GREEN PLAINS INC CONVERTIBLE BOND 393222AF1 9,133 9,384,000 PRN   DFND 1,2 9,384,000 0 0
GREENBRIER COS INC/THE CONVERTIBLE BOND 393657AK7 20,227 22,022,000 PRN   DFND 1,2 22,022,000 0 0
GRUPO TELEVISA SAB COMMON STOCK 40049J206 13,398 2,168,000 SH   DFND 1,2 2,168,000 0 0
GUESS INC CONVERTIBLE BOND 401617AD7 5,460 6,740,000 PRN   DFND 1,2 6,740,000 0 0
GUIDEWIRE SOFTWARE INC CONVERTIBLE BOND 40171VAA8 3,753 3,258,000 PRN   DFND 1,2 3,258,000 0 0
HCI GROUP INC CONVERTIBLE BOND 40416EAD5 4,084 4,042,000 PRN   DFND 1,2 4,042,000 0 0
HELIX ENERGY SOLUTIONS GROUP INC CONVERTIBLE BOND 42330PAH0 9,137 9,634,000 PRN   DFND 1,2 9,634,000 0 0
HERBALIFE NUTRITION LTD CONVERTIBLE BOND 42703MAD5 15,335 15,307,000 PRN   DFND 1,2 15,307,000 0 0
HERCULES CAPITAL INC CONVERTIBLE BOND 427096AF9 10,989 10,921,000 PRN   DFND 1,2 10,921,000 0 0
HIGHLAND INCOME FUND COMMON STOCK 43010E404 4,037 470,000 SH   DFND 1,2 470,000 0 0
HOPE BANCORP INC CONVERTIBLE BOND 43940TAB5 10,473 12,725,000 PRN   DFND 1,2 12,725,000 0 0
HUAZHU GROUP LTD CONVERTIBLE BOND 16949NAC3 1,692 1,500,000 PRN   DFND 1,2 1,500,000 0 0
ICICI BANK LTD COMMON STOCK 45104G104 59,476 6,050,513 SH   DFND 1,2 6,050,513 0 0
II-VI INC CONVERTIBLE BOND 902104AB4 163 145,000 PRN   DFND 1,2 145,000 0 0
ILLUMINA INC CONVERTIBLE BOND 452327AK5 2,103 1,970,000 PRN   DFND 1,2 1,970,000 0 0
INFINERA CORP COMMON STOCK 45667G103 155,080 25,175,384 SH   DFND 1,2 25,175,384 0 0
INFRASTRUCTURE & ENERGY ALTERNATIVES LLC COMMON STOCK 45686J104 279 46,904 SH   DFND 1,2 46,904 0 0
INSMED INC CONVERTIBLE BOND 457669AA7 10,166 9,325,000 PRN   DFND 1,2 9,325,000 0 0
INTERCEPT PHARMACEUTICALS INC CONVERTIBLE BOND 45845PAA6 21,933 27,113,000 PRN   DFND 1,2 27,113,000 0 0
INVACARE CORP CONVERTIBLE BOND 461203AJ0 4,841 5,618,000 PRN   DFND 1,2 5,618,000 0 0
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND COMMON STOCK 46132R104 1,724 187,296 SH   DFND 1,2 187,296 0 0
INVESCO SENIOR INCOME TRUST COMMON STOCK 46131H107 3,660 1,000,000 SH   DFND 1,2 1,000,000 0 0
INVITAE CORP CONVERTIBLE BOND 46185LAB9 4,948 3,000,000 PRN   DFND 1,2 3,000,000 0 0
INVITATION HOMES INC CONVERTIBLE BOND 19625XAB8 3,694 2,850,000 PRN   DFND 1,2 2,850,000 0 0
IQIYI INC CONVERTIBLE BOND 46267XAD0 1,812 1,900,000 PRN   DFND 1,2 1,900,000 0 0
ISHARES MSCI INDIA ETF ETF 46429B598 4,110 121,400 SH   DFND 1,2 121,400 0 0
ITAU UNIBANCO HOLDING SA COMMON STOCK 465562106 78,886 19,820,607 SH   DFND 1,2 19,820,607 0 0
JAZZ PHARMACEUTICALS PLC CONVERTIBLE BOND 472145AB7 13,041 12,848,000 PRN   DFND 1,2 12,848,000 0 0
JAZZ PHARMACEUTICALS PLC CONVERTIBLE BOND 472145AD3 3,064 3,021,000 PRN   DFND 1,2 3,021,000 0 0
JOYY INC CONVERTIBLE BOND 98426TAD8 2,163 2,000,000 PRN   DFND 1,2 2,000,000 0 0
KINGSOFT CORP LTD COMMON STOCK 49639K101 21,777 737,476 SH   DFND 1,2 737,476 0 0
KKR REAL ESTATE FINANCE TRUST INC CONVERTIBLE BOND 48251KAB6 13,031 13,255,000 PRN   DFND 1,2 13,255,000 0 0
LEAR CORP COMMON STOCK 521865204 1,472 13,498 SH   DFND 1,2 13,498 0 0
LIBERTY LATIN AMERICA LTD CONVERTIBLE BOND 53069QAB5 3,585 4,359,000 PRN   DFND 1,2 4,359,000 0 0
LIBERTY MEDIA CORP-LIBERTY FORMULA ONE CONVERTIBLE BOND 531229AF9 3,515 2,951,000 PRN   DFND 1,2 2,951,000 0 0
LIGAND PHARMACEUTICALS INC CONVERTIBLE BOND 53220KAF5 16,940 18,629,000 PRN   DFND 1,2 18,629,000 0 0
LIVE NATION ENTERTAINMENT INC CONVERTIBLE BOND 538034AQ2 4,699 4,200,000 PRN   DFND 1,2 4,200,000 0 0
LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA COMMON STOCK 54150E104 1,474 342,000 SH   DFND 1,2 342,000 0 0
MACQUARIE INFRASTRUCTURE CORP CONVERTIBLE BOND 55608BAB1 9,360 10,300,000 PRN   DFND 1,2 10,300,000 0 0
MADISON SQUARE GARDEN ENTERTAINMENT CORP COMMON STOCK 55826T102 2,054 30,000 SH   DFND 1,2 30,000 0 0
MAGNACHIP SEMICONDUCTOR CORP COMMON STOCK 55933J203 40,271 2,939,537 SH   DFND 1,2 2,939,537 0 0
MARRIOTT VACATIONS WORLDWIDE CORP CONVERTIBLE BOND 57164YAB3 16,103 16,300,000 PRN   DFND 1,2 16,300,000 0 0
MERCADOLIBRE INC COMMON STOCK 58733R102 28,360 26,200 SH   DFND 1,2 26,200 0 0
MGIC INVESTMENT CORP COMMON STOCK 552848103 26,757 3,020,000 SH   DFND 1,2 3,020,000 0 0
MICROCHIP TECHNOLOGY INC CONVERTIBLE BOND 595017AF1 462 300,000 PRN   DFND 1,2 300,000 0 0
MOMO INC CONVERTIBLE BOND 60879BAB3 2,597 3,299,000 PRN   DFND 1,2 3,299,000 0 0
MONTROSE ENVIRONMENTAL GROUP INC COMMON STOCK 615111101 102,965 4,322,644 SH   DFND 1,2 4,322,644 0 0
MR COOPER GROUP INC COMMON STOCK 62482R107 38,720 1,734,789 SH   DFND 1,2 1,734,789 0 0
NABORS INDUSTRIES LTD CONVERTIBLE BOND 62957HAB1 12,930 46,598,000 PRN   DFND 1,2 46,598,000 0 0
NEOGENOMICS INC CONVERTIBLE BOND 64049MAA8 1,254 1,000,000 PRN   DFND 1,2 1,000,000 0 0
NEW MOUNTAIN FINANCE CORP CONVERTIBLE BOND 647551AC4 11,668 11,610,000 PRN   DFND 1,2 11,610,000 0 0
NEW RELIC INC CONVERTIBLE BOND 64829BAB6 8,463 8,834,000 PRN   DFND 1,2 8,834,000 0 0
NEW YORK MORTGAGE TRUST INC CONVERTIBLE BOND 649604AD7 1,772 1,823,000 PRN   DFND 1,2 1,823,000 0 0
NEWPARK RESOURCES INC CONVERTIBLE BOND 651718AE8 2,507 2,843,000 PRN   DFND 1,2 2,843,000 0 0
NMI HOLDINGS INC COMMON STOCK 629209305 86,597 4,865,000 SH   DFND 1,2 4,865,000 0 0
NUANCE COMMUNICATIONS INC CONVERTIBLE BOND 67020YAG5 2,543 1,543,000 PRN   DFND 1,2 1,543,000 0 0
NUANCE COMMUNICATIONS INC CONVERTIBLE BOND 67020YAK6 2,330 1,600,000 PRN   DFND 1,2 1,600,000 0 0
NUTANIX INC CONVERTIBLE BOND 67059NAB4 8,952 9,524,000 PRN   DFND 1,2 9,524,000 0 0
NUVEEN CREDIT STRATEGIES INCOME FUND COMMON STOCK 67073D102 16,538 2,798,386 SH   DFND 1,2 2,798,386 0 0
NUVEEN FLOATING RATE INCOME FUND COMMON STOCK 67072T108 3,819 459,633 SH   DFND 1,2 459,633 0 0
OAKTREE SPECIALTY LENDING CORP COMMON STOCK 67401P108 1,335 276,000 SH   DFND 1,2 276,000 0 0
OAKTREE STRATEGIC INCOME CORP COMMON STOCK 67402D104 2,551 392,000 SH   DFND 1,2 392,000 0 0
OI SA COMMON STOCK 670851500 3,192 2,201,646 SH   DFND 1,2 2,201,646 0 0
ON SEMICONDUCTOR CORP CONVERTIBLE BOND 682189AK1 1,651 1,376,000 PRN   DFND 1,2 1,376,000 0 0
ON SEMICONDUCTOR CORP CONVERTIBLE BOND 682189AP0 4,630 3,500,000 PRN   DFND 1,2 3,500,000 0 0
PAMPA ENERGIA SA COMMON STOCK 697660207 8,770 849,000 SH   DFND 1,2 849,000 0 0
PATRICK INDUSTRIES INC CONVERTIBLE BOND 703343AB9 8,783 8,839,000 PRN   DFND 1,2 8,839,000 0 0
PDC ENERGY INC CONVERTIBLE BOND 69327RAD3 2,870 2,995,000 PRN   DFND 1,2 2,995,000 0 0
PETROLEO BRASILEIRO SA COMMON STOCK 71654V408 28,891 4,057,859 SH   DFND 1,2 4,057,859 0 0
PG&E CORP COMMON STOCK 69331C108 211,275 22,500,000 SH   DFND 1,2 22,500,000 0 0
PINDUODUO INC CONVERTIBLE BOND 722304AB8 379 209,000 PRN   DFND 1,2 209,000 0 0
PLURALSIGHT INC CONVERTIBLE BOND 72941BAB2 9,234 10,399,000 PRN   DFND 1,2 10,399,000 0 0
PRA GROUP INC CONVERTIBLE BOND 69354NAB2 2,917 2,649,999 PRN   DFND 1,2 2,649,999 0 0
PURE STORAGE INC CONVERTIBLE BOND 74624MAB8 2,009 2,064,000 PRN   DFND 1,2 2,064,000 0 0
Q2 HOLDINGS INC CONVERTIBLE BOND 74736LAD1 1,475 1,200,000 PRN   DFND 1,2 1,200,000 0 0
QUOTIENT TECHNOLOGY INC CONVERTIBLE BOND 749119AB9 7,191 7,489,000 PRN   DFND 1,2 7,489,000 0 0
REPLIGEN CORP CONVERTIBLE BOND 759916AB5 3,577 2,506,000 PRN   DFND 1,2 2,506,000 0 0
RETROPHIN INC CONVERTIBLE BOND 761299AB2 9,455 11,060,000 PRN   DFND 1,2 11,060,000 0 0
SCORPIO TANKERS INC CONVERTIBLE BOND 80918TAB5 5,802 6,238,000 PRN   DFND 1,2 6,238,000 0 0
SEACOR HOLDINGS INC CONVERTIBLE BOND 811904AM3 1,522 1,700,000 PRN   DFND 1,2 1,700,000 0 0
SFL CORP LTD CONVERTIBLE BOND G81075AF3 9,152 9,266,000 PRN   DFND 1,2 9,266,000 0 0
SIGA TECHNOLOGIES INC COMMON STOCK 826917106 1,097 159,782 SH   DFND 1,2 159,782 0 0
SOCIEDAD QUIMICA Y MINERA DE CHILE SA COMMON STOCK 833635105 19,331 596,273 SH   DFND 1,2 596,273 0 0
SOUTHWEST AIRLINES CO CONVERTIBLE BOND 844741BG2 10,233 7,812,000 PRN   DFND 1,2 7,812,000 0 0
SSR MINING INC CONVERTIBLE BOND 784730AB9 11,321 8,449,000 PRN   DFND 1,2 8,449,000 0 0
STAR BULK CARRIERS CORP COMMON STOCK Y8162K204 268,751 39,006,017 SH   DFND 1,2 39,006,017 0 0
STARWOOD PROPERTY TRUST INC CONVERTIBLE BOND 85571BAH8 12,442 12,912,000 PRN   DFND 1,2 12,912,000 0 0
SUNOPTA INC COMMON STOCK 8676EP108 60,047 8,092,699 SH   DFND 1,2 8,092,699 0 0
SUNPOWER CORP CONVERTIBLE BOND 867652AL3 6,853 7,150,000 PRN   DFND 1,2 7,150,000 0 0
SUPER MICRO COMPUTER INC COMMON STOCK 86800U104 86,714 3,284,636 SH   DFND 1,2 3,284,636 0 0
SUPERNUS PHARMACEUTICALS INC CONVERTIBLE BOND 868459AD0 7,708 8,324,000 PRN   DFND 1,2 8,324,000 0 0
SYNAPTICS INC CONVERTIBLE BOND 87157DAD1 5,204 4,199,999 PRN   DFND 1,2 4,199,999 0 0
TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD COMMON STOCK 874039100 205,758 2,538,033 SH   DFND 1,2 2,538,033 0 0
TEAM INC CONVERTIBLE BOND 878155AE0 1,902 2,263,000 PRN   DFND 1,2 2,263,000 0 0
TELECOM ARGENTINA SA COMMON STOCK 879273209 14,783 2,260,500 SH   DFND 1,2 2,260,500 0 0
TESLA INC CONVERTIBLE BOND 88160RAD3 1,393 213,000 PRN   DFND 1,2 213,000 0 0
TEVA PHARMACEUTICAL INDUSTRIES LTD CONVERTIBLE BOND 88163VAE9 10,942 11,160,000 PRN   DFND 1,2 11,160,000 0 0
TOWNSQUARE MEDIA INC COMMON STOCK 892231101 7,433 1,595,224 SH   DFND 1,2 1,595,224 0 0
TRANSPORTADORA DE GAS DEL SUR SA COMMON STOCK 893870204 8,298 1,994,729 SH   DFND 1,2 1,994,729 0 0
TURNING POINT BRANDS INC CONVERTIBLE BOND 90041LAE5 8,733 9,785,000 PRN   DFND 1,2 9,785,000 0 0
TWITTER INC CONVERTIBLE BOND 90184LAD4 14,796 14,851,000 PRN   DFND 1,2 14,851,000 0 0
TWITTER INC CONVERTIBLE BOND 90184LAF9 8,011 7,165,000 PRN   DFND 1,2 7,165,000 0 0
TWO HARBORS INVESTMENT CORP CONVERTIBLE BOND 90187BAA9 6,571 6,555,000 PRN   DFND 1,2 6,555,000 0 0
UNITI GROUP INC COMMON STOCK 91325V108 47,140 4,474,624 SH   DFND 1,2 4,474,624 0 0
VALE SA COMMON STOCK 91912E105 46,059 4,353,472 SH   DFND 1,2 4,353,472 0 0
VEECO INSTRUMENTS INC CONVERTIBLE BOND 922417AD2 5,936 6,342,000 PRN   DFND 1,2 6,342,000 0 0
VEON LTD COMMON STOCK 91822M106 2,367 1,878,900 SH   DFND 1,2 1,878,900 0 0
VEREIT INC CONVERTIBLE BOND 02917TAB0 8,154 8,140,000 PRN   DFND 1,2 8,140,000 0 0
VERINT SYSTEMS INC CONVERTIBLE BOND 92343XAA8 11,418 11,250,000 PRN   DFND 1,2 11,250,000 0 0
VIAVI SOLUTIONS INC CONVERTIBLE BOND 925550AB1 750 664,000 PRN   DFND 1,2 664,000 0 0
VISHAY INTERTECHNOLOGY INC CONVERTIBLE BOND 928298AP3 4,185 4,314,000 PRN   DFND 1,2 4,314,000 0 0
VISTA OIL & GAS SAB DE CV COMMON STOCK 92837L109 7,049 3,133,000 SH   DFND 1,2 3,133,000 0 0
VISTRA ENERGY CORP COMMON STOCK 92840M102 571,044 30,278,055 SH   DFND 1,2 30,278,055 0 0
VONAGE HOLDINGS CORP CONVERTIBLE BOND 92886TAJ1 10,810 11,163,000 PRN   DFND 1,2 11,163,000 0 0
WEIBO CORP CONVERTIBLE BOND 948596AC5 5,303 5,550,000 PRN   DFND 1,2 5,550,000 0 0
WESTERN DIGITAL CORP CONVERTIBLE BOND 958102AP0 14,798 15,506,000 PRN   DFND 1,2 15,506,000 0 0
WORKDAY INC CONVERTIBLE BOND 98138HAF8 3,852 2,500,000 PRN   DFND 1,2 2,500,000 0 0
WORKIVA INC CONVERTIBLE BOND 98139AAB1 3,403 3,400,000 PRN   DFND 1,2 3,400,000 0 0
XPENG INC COMMON STOCK 98422D105 5,442 271,170 SH   DFND 1,2 271,170 0 0
ZILLOW GROUP INC CONVERTIBLE BOND 98954MAC5 1,875 1,312,000 PRN   DFND 1,2 1,312,000 0 0
ZYNGA INC CONVERTIBLE BOND 98986TAB4 2,102 1,655,000 PRN   DFND 1,2 1,655,000 0 0
TORM PLC COMMON STOCK G89479102 361,372 53,346,436 SH   DFND 1,2 53,346,436 0 0
Liberty Global PLC COMMON STOCK G5480U120 41,070 2,000,000 SH   DFND 1,2 2,000,000 0 0
Qiagen NV CONVERTIBLE BOND N72482AT4 9,850 8,000,000 PRN   DFND 1,2 8,000,000 0 0