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 45,035 1,780,040 SH   DFND 1,2 1,780,040 0 0
AIR TRANSPORT SERVICES GROUP INC CONVERTIBLE BOND 00922RAB1 1,753 1,465,000 PRN   DFND 1,2 1,465,000 0 0
AKAMAI TECHNOLOGIES INC CONVERTIBLE BOND 00971TAL5 7,605 6,794,999 PRN   DFND 1,2 6,794,999 0 0
ALLEGHENY TECHNOLOGIES INC CONVERTIBLE BOND 01741RAG7 1,417 1,036,000 PRN   DFND 1,2 1,036,000 0 0
ALLY FINANCIAL INC COMMON STOCK 02005N100 500,186 14,026,541 SH   DFND 1,2 14,026,541 0 0
AMERICA MOVIL SAB DE CV COMMON STOCK 02364W105 40,398 2,778,470 SH   DFND 1,2 2,778,470 0 0
AMERICAN AIRLINES GROUP INC CONVERTIBLE BOND 02376RAF9 3,775 3,000,000 PRN   DFND 1,2 3,000,000 0 0
AMERICOLD REALTY TRUST COMMON STOCK 03064D108 439,435 11,771,646 SH   DFND 1,2 11,771,646 0 0
AMPLIFY ENERGY CORP COMMON STOCK 03212B103 537 410,041 SH   DFND 1,2 410,041 0 0
ANGLOGOLD ASHANTI LTD COMMON STOCK 035128206 70,166 3,101,986 SH   DFND 1,2 3,101,986 0 0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC CONVERTIBLE BOND 03762UAB1 14,351 14,987,000 PRN   DFND 1,2 14,987,000 0 0
ARBOR REALTY TRUST INC CONVERTIBLE BOND 038923AP3 28,658 28,489,999 PRN   DFND 1,2 28,489,999 0 0
ARDMORE SHIPPING CORP COMMON STOCK Y0207T100 5,232 1,600,000 SH   DFND 1,2 1,600,000 0 0
ARES CAPITAL CORP CONVERTIBLE BOND 04010LAW3 16,437 15,544,000 PRN   DFND 1,2 15,544,000 0 0
ATLAS AIR WORLDWIDE HOLDINGS INC CONVERTIBLE BOND 049164BH8 3,342 3,190,000 PRN   DFND 1,2 3,190,000 0 0
AURORA CANNABIS INC CONVERTIBLE BOND 05156XAG3 7,426 9,804,000 PRN   DFND 1,2 9,804,000 0 0
AVAYA HOLDINGS CORP CONVERTIBLE BOND 05351XAB7 8,878 8,483,000 PRN   DFND 1,2 8,483,000 0 0
AZUL SA COMMON STOCK 05501U106 51,629 2,262,454 SH   DFND 1,2 2,262,454 0 0
BANCO BRADESCO SA COMMON STOCK 059460303 75,013 14,261,189 SH   DFND 1,2 14,261,189 0 0
BATTALION OIL CORP COMMON STOCK 07134L107 24,982 3,009,912 SH   DFND 1,2 3,009,912 0 0
BEL FUSE INC COMMON STOCK 077347201 951 71,613 SH   DFND 1,2 71,613 0 0
BEL FUSE INC COMMON STOCK 077347300 6,954 462,679 SH   DFND 1,2 462,679 0 0
BENEFITFOCUS INC CONVERTIBLE BOND 08180DAB2 7,406 8,369,000 PRN   DFND 1,2 8,369,000 0 0
BERRY PETROLEUM CO LLC COMMON STOCK 08579X101 47,520 12,913,313 SH   DFND 1,2 12,913,313 0 0
BLACKLINE INC CONVERTIBLE BOND 09239BAB5 2,823 1,499,999 PRN   DFND 1,2 1,499,999 0 0
BLACKSTONE MORTGAGE TRUST INC CONVERTIBLE BOND 09257WAB6 10,562 10,530,000 PRN   DFND 1,2 10,530,000 0 0
BOINGO WIRELESS INC CONVERTIBLE BOND 09739CAB8 2,576 2,785,000 PRN   DFND 1,2 2,785,000 0 0
BOOKING HOLDINGS INC CONVERTIBLE BOND 741503AX4 6,659 5,733,000 PRN   DFND 1,2 5,733,000 0 0
BRASKEM SA COMMON STOCK 105532105 4,681 519,550 SH   DFND 1,2 519,550 0 0
CALAMP CORP CONVERTIBLE BOND 128126AD1 4,258 4,782,000 PRN   DFND 1,2 4,782,000 0 0
CALIFORNIA RESOURCES CORP COMMON STOCK 13057Q305 4,068 172,465 SH   DFND 1,2 172,465 0 0
CEMEX SAB DE CV COMMON STOCK 151290889 126,599 24,487,334 SH   DFND 1,2 24,487,334 0 0
CHEFS WAREHOUSE INC/THE CONVERTIBLE BOND 163086AB7 3,033 3,134,000 PRN   DFND 1,2 3,134,000 0 0
CIMAREX ENERGY CO COMMON STOCK 171798101 15,594 415,735 SH   DFND 1,2 415,735 0 0
CLEVELAND-CLIFFS INC CONVERTIBLE BOND 185899AA9 1,946 1,000,000 PRN   DFND 1,2 1,000,000 0 0
COLONY CAPITAL INC CONVERTIBLE BOND 19624RAA4 10,526 10,683,000 PRN   DFND 1,2 10,683,000 0 0
COLONY CAPITAL INC CONVERTIBLE BOND 19624RAB2 328 326,000 PRN   DFND 1,2 326,000 0 0
CONMED CORP CONVERTIBLE BOND 207410AF8 4,910 3,500,000 PRN   DFND 1,2 3,500,000 0 0
CREE INC CONVERTIBLE BOND 225447AB7 2,819 1,550,000 PRN   DFND 1,2 1,550,000 0 0
CYBERARK SOFTWARE LTD CONVERTIBLE BOND 23248VAB1 11,731 9,631,000 PRN   DFND 1,2 9,631,000 0 0
DISH NETWORK CORP CONVERTIBLE BOND 25470MAB5 31,160 32,604,000 PRN   DFND 1,2 32,604,000 0 0
DISH NETWORK CORP CONVERTIBLE BOND 25470MAD1 15,662 16,739,000 PRN   DFND 1,2 16,739,000 0 0
DYCOM INDUSTRIES INC CONVERTIBLE BOND 267475AB7 12,566 12,155,000 PRN   DFND 1,2 12,155,000 0 0
EAGLE BULK SHIPPING INC COMMON STOCK Y2187A150 80,191 4,220,591 SH   DFND 1,2 4,220,591 0 0
EAGLE BULK SHIPPING INC CONVERTIBLE BOND 269442AB5 40,573 49,480,000 PRN   DFND 1,2 49,480,000 0 0
ENCORE CAPITAL GROUP INC CONVERTIBLE BOND 292554AH5 14,688 14,608,000 PRN   DFND 1,2 14,608,000 0 0
EQUITY RESIDENTIAL COMMON STOCK 29476L107 28,276 477,000 SH   DFND 1,2 477,000 0 0
EURONET WORLDWIDE INC CONVERTIBLE BOND 298736AL3 6,244 5,500,000 PRN   DFND 1,2 5,500,000 0 0
EVOLENT HEALTH INC CONVERTIBLE BOND 30050BAB7 8,210 8,126,000 PRN   DFND 1,2 8,126,000 0 0
EXACT SCIENCES CORP CONVERTIBLE BOND 30063PAB1 8,124 5,850,000 PRN   DFND 1,2 5,850,000 0 0
EXANTAS CAPITAL CORP CONVERTIBLE BOND 76120WAC8 67,318 72,675,000 PRN   DFND 1,2 72,675,000 0 0
EZCORP INC CONVERTIBLE BOND 302301AE6 7,770 9,565,000 PRN   DFND 1,2 9,565,000 0 0
FIREEYE INC CONVERTIBLE BOND 31816QAD3 13,233 13,418,000 PRN   DFND 1,2 13,418,000 0 0
FIREEYE INC CONVERTIBLE BOND 31816QAF8 1,558 1,278,000 PRN   DFND 1,2 1,278,000 0 0
FLEXION THERAPEUTICS INC CONVERTIBLE BOND 33938JAB2 2,493 2,794,000 PRN   DFND 1,2 2,794,000 0 0
FORTIVE CORP CONVERTIBLE BOND 34959JAK4 19,919 19,270,000 PRN   DFND 1,2 19,270,000 0 0
GOLAR LNG LTD CONVERTIBLE BOND 38046YAB7 6,094 6,595,000 PRN   DFND 1,2 6,595,000 0 0
GOLDMAN SACHS BDC INC CONVERTIBLE BOND 38147UAB3 11,554 11,204,000 PRN   DFND 1,2 11,204,000 0 0
GREEN PLAINS INC CONVERTIBLE BOND 393222AF1 6,524 6,775,000 PRN   DFND 1,2 6,775,000 0 0
GREENBRIER COS INC/THE CONVERTIBLE BOND 393657AK7 19,586 19,288,000 PRN   DFND 1,2 19,288,000 0 0
GRUPO TELEVISA SAB COMMON STOCK 40049J206 22,249 2,700,150 SH   DFND 1,2 2,700,150 0 0
GUESS INC CONVERTIBLE BOND 401617AD7 8,018 7,179,000 PRN   DFND 1,2 7,179,000 0 0
HCI GROUP INC CONVERTIBLE BOND 40416EAD5 4,062 3,889,000 PRN   DFND 1,2 3,889,000 0 0
HELIX ENERGY SOLUTIONS GROUP INC CONVERTIBLE BOND 42330PAH0 9,507 9,855,000 PRN   DFND 1,2 9,855,000 0 0
HERBALIFE NUTRITION LTD CONVERTIBLE BOND 42703MAD5 15,548 14,562,000 PRN   DFND 1,2 14,562,000 0 0
HERCULES CAPITAL INC CONVERTIBLE BOND 427096AF9 12,100 11,756,000 PRN   DFND 1,2 11,756,000 0 0
HIGHLAND INCOME FUND COMMON STOCK 43010E404 4,112 400,000 SH   DFND 1,2 400,000 0 0
HOPE BANCORP INC CONVERTIBLE BOND 43940TAB5 17,413 18,568,000 PRN   DFND 1,2 18,568,000 0 0
HUAZHU GROUP LTD CONVERTIBLE BOND 16949NAC3 1,144 1,000,000 PRN   DFND 1,2 1,000,000 0 0
ICICI BANK LTD COMMON STOCK 45104G104 91,449 6,154,053 SH   DFND 1,2 6,154,053 0 0
II-VI INC CONVERTIBLE BOND 902104AB4 3,419 2,045,000 PRN   DFND 1,2 2,045,000 0 0
ILLUMINA INC CONVERTIBLE BOND 452327AK5 5,685 5,000,000 PRN   DFND 1,2 5,000,000 0 0
INFINERA CORP COMMON STOCK 45667G103 263,838 25,175,384 SH   DFND 1,2 25,175,384 0 0
INFRASTRUCTURE & ENERGY ALTERNATIVES LLC COMMON STOCK 45686J104 777 46,904 SH   DFND 1,2 46,904 0 0
INNOVIVA INC CONVERTIBLE BOND 88338TAB0 7,163 7,175,000 PRN   DFND 1,2 7,175,000 0 0
INSMED INC CONVERTIBLE BOND 457669AA7 5,317 4,717,000 PRN   DFND 1,2 4,717,000 0 0
INSULET CORP CONVERTIBLE BOND 45784PAK7 4,518 3,415,000 PRN   DFND 1,2 3,415,000 0 0
INTERCEPT PHARMACEUTICALS INC CONVERTIBLE BOND 45845PAA6 15,079 19,435,000 PRN   DFND 1,2 19,435,000 0 0
INVACARE CORP CONVERTIBLE BOND 461203AJ0 5,537 5,780,000 PRN   DFND 1,2 5,780,000 0 0
INVITAE CORP CONVERTIBLE BOND 46185LAB9 1,597 1,000,000 PRN   DFND 1,2 1,000,000 0 0
INVITATION HOMES INC CONVERTIBLE BOND 19625XAB8 3,819 2,850,000 PRN   DFND 1,2 2,850,000 0 0
IQIYI INC CONVERTIBLE BOND 46267XAD0 1,683 1,900,000 PRN   DFND 1,2 1,900,000 0 0
ISHARES MSCI INDIA ETF ETF 46429B598 3,249 80,800 SH   DFND 1,2 80,800 0 0
ITAU UNIBANCO HOLDING SA COMMON STOCK 465562106 156,685 25,728,310 SH   DFND 1,2 25,728,310 0 0
JAZZ PHARMACEUTICALS PLC CONVERTIBLE BOND 472145AB7 12,809 12,479,000 PRN   DFND 1,2 12,479,000 0 0
JAZZ PHARMACEUTICALS PLC CONVERTIBLE BOND 472145AD3 5,671 5,317,000 PRN   DFND 1,2 5,317,000 0 0
JOYY INC CONVERTIBLE BOND 98426TAD8 509 500,000 PRN   DFND 1,2 500,000 0 0
KINGSOFT CORP LTD COMMON STOCK 49639K101 22,022 505,676 SH   DFND 1,2 505,676 0 0
KKR REAL ESTATE FINANCE TRUST INC CONVERTIBLE BOND 48251KAB6 14,402 14,237,000 PRN   DFND 1,2 14,237,000 0 0
LEAR CORP COMMON STOCK 521865204 2,319 14,587 SH   DFND 1,2 14,587 0 0
LIBERTY BROADBAND CORP COMMON STOCK 530307305 13,778 86,999 SH   DFND 1,2 86,999 0 0
Liberty Global PLC COMMON STOCK G5480U120 47,773 2,020,000 SH   DFND 1,2 2,020,000 0 0
LIBERTY LATIN AMERICA LTD CONVERTIBLE BOND 53069QAB5 7,614 7,971,000 PRN   DFND 1,2 7,971,000 0 0
LIBERTY MEDIA CORP-LIBERTY FORMULA ONE CONVERTIBLE BOND 531229AF9 3,773 2,951,000 PRN   DFND 1,2 2,951,000 0 0
LIGAND PHARMACEUTICALS INC CONVERTIBLE BOND 53220KAF5 15,931 16,797,000 PRN   DFND 1,2 16,797,000 0 0
LIVE NATION ENTERTAINMENT INC CONVERTIBLE BOND 538034AQ2 2,462 1,900,000 PRN   DFND 1,2 1,900,000 0 0
LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA COMMON STOCK 54150E104 2,103 342,000 SH   DFND 1,2 342,000 0 0
LUFAX HOLDING LTD COMMON STOCK 54975P102 37,568 2,645,651 SH   DFND 1,2 2,645,651 0 0
LUMENTUM HOLDINGS INC CONVERTIBLE BOND 55024UAD1 6,304 5,149,000 PRN   DFND 1,2 5,149,000 0 0
MACQUARIE INFRASTRUCTURE CORP CONVERTIBLE BOND 55608BAB1 13,915 13,950,000 PRN   DFND 1,2 13,950,000 0 0
MAGNACHIP SEMICONDUCTOR CORP COMMON STOCK 55933J203 43,460 3,214,537 SH   DFND 1,2 3,214,537 0 0
MARRIOTT VACATIONS WORLDWIDE CORP CONVERTIBLE BOND 57164YAB3 13,859 12,190,000 PRN   DFND 1,2 12,190,000 0 0
MERCADOLIBRE INC COMMON STOCK 58733R102 21,600 12,894 SH   DFND 1,2 12,894 0 0
MFA FINANCIAL INC CONVERTIBLE BOND 55272XAA0 12,127 12,067,000 PRN   DFND 1,2 12,067,000 0 0
MGIC INVESTMENT CORP COMMON STOCK 552848103 38,817 3,093,000 SH   DFND 1,2 3,093,000 0 0
MOMO INC CONVERTIBLE BOND 60879BAB3 4,826 5,819,000 PRN   DFND 1,2 5,819,000 0 0
MR COOPER GROUP INC COMMON STOCK 62482R107 46,771 1,507,286 SH   DFND 1,2 1,507,286 0 0
NEOGENOMICS INC CONVERTIBLE BOND 64049MAA8 1,636 1,000,000 PRN   DFND 1,2 1,000,000 0 0
NEW MOUNTAIN FINANCE CORP CONVERTIBLE BOND 647551AC4 13,548 13,138,000 PRN   DFND 1,2 13,138,000 0 0
NEW RELIC INC CONVERTIBLE BOND 64829BAB6 9,801 9,979,000 PRN   DFND 1,2 9,979,000 0 0
NEW YORK MORTGAGE TRUST INC CONVERTIBLE BOND 649604AD7 2,379 2,391,000 PRN   DFND 1,2 2,391,000 0 0
NEWPARK RESOURCES INC CONVERTIBLE BOND 651718AE8 2,382 2,617,000 PRN   DFND 1,2 2,617,000 0 0
NMI HOLDINGS INC COMMON STOCK 629209305 112,434 4,964,000 SH   DFND 1,2 4,964,000 0 0
NUTANIX INC CONVERTIBLE BOND 67059NAB4 14,818 14,646,000 PRN   DFND 1,2 14,646,000 0 0
NUVASIVE INC CONVERTIBLE BOND 670704AG0 10,761 10,577,000 PRN   DFND 1,2 10,577,000 0 0
OAKTREE SPECIALTY LENDING CORP COMMON STOCK 67401P108 1,537 276,000 SH   DFND 1,2 276,000 0 0
OAKTREE STRATEGIC INCOME CORP COMMON STOCK 67402D104 3,038 392,000 SH   DFND 1,2 392,000 0 0
OASIS PETROLEUM INC COMMON STOCK 674215207 10,596 285,918 SH   DFND 1,2 285,918 0 0
OI SA COMMON STOCK 670851500 4,469 2,201,646 SH   DFND 1,2 2,201,646 0 0
ON SEMICONDUCTOR CORP CONVERTIBLE BOND 682189AP0 3,523 2,100,000 PRN   DFND 1,2 2,100,000 0 0
PAMPA ENERGIA SA COMMON STOCK 697660207 11,699 849,000 SH   DFND 1,2 849,000 0 0
PARATEK PHARMACEUTICALS INC CONVERTIBLE BOND 699374AB0 2,776 3,189,000 PRN   DFND 1,2 3,189,000 0 0
PATRICK INDUSTRIES INC CONVERTIBLE BOND 703343AB9 10,926 10,252,000 PRN   DFND 1,2 10,252,000 0 0
PEBBLEBROOK HOTEL TRUST CONVERTIBLE BOND 70509VAA8 3,204 3,000,000 PRN   DFND 1,2 3,000,000 0 0
PENNYMAC MORTGAGE INVESTMENT TRUST CONVERTIBLE BOND 70932AAD5 15,759 15,959,000 PRN   DFND 1,2 15,959,000 0 0
PETROLEO BRASILEIRO SA COMMON STOCK 71654V408 70,874 6,311,209 SH   DFND 1,2 6,311,209 0 0
PG&E CORP COMMON STOCK 69331C108 280,350 22,500,000 SH   DFND 1,2 22,500,000 0 0
PINDUODUO INC CONVERTIBLE BOND 722304AB8 871 209,000 PRN   DFND 1,2 209,000 0 0
PINDUODUO INC CONVERTIBLE BOND 722304AC6 10,215 8,250,000 PRN   DFND 1,2 8,250,000 0 0
PLURALSIGHT INC CONVERTIBLE BOND 72941BAB2 15,588 15,689,999 PRN   DFND 1,2 15,689,999 0 0
PRA GROUP INC CONVERTIBLE BOND 69354NAB2 1,798 1,650,000 PRN   DFND 1,2 1,650,000 0 0
PRECIGEN INC CONVERTIBLE BOND 46122TAA0 2,385 2,790,000 PRN   DFND 1,2 2,790,000 0 0
PRETIUM RESOURCES INC CONVERTIBLE BOND 74139CAB8 8,610 8,010,000 PRN   DFND 1,2 8,010,000 0 0
PROOFPOINT INC CONVERTIBLE BOND 743424AF0 5,060 4,500,000 PRN   DFND 1,2 4,500,000 0 0
PURE STORAGE INC CONVERTIBLE BOND 74624MAB8 6,806 6,162,000 PRN   DFND 1,2 6,162,000 0 0
Q2 HOLDINGS INC CONVERTIBLE BOND 74736LAD1 4,533 2,950,000 PRN   DFND 1,2 2,950,000 0 0
Qiagen NV CONVERTIBLE BOND N72482AT4 10,284 8,600,000 PRN   DFND 1,2 8,600,000 0 0
QUOTIENT TECHNOLOGY INC CONVERTIBLE BOND 749119AB9 7,199 7,174,000 PRN   DFND 1,2 7,174,000 0 0
RADIUS HEALTH INC CONVERTIBLE BOND 750469AA6 6,447 7,173,000 PRN   DFND 1,2 7,173,000 0 0
REDWOOD TRUST INC CONVERTIBLE BOND 749772AD1 12,094 12,680,000 PRN   DFND 1,2 12,680,000 0 0
SCORPIO TANKERS INC CONVERTIBLE BOND 80918TAB5 1,901 1,977,000 PRN   DFND 1,2 1,977,000 0 0
SEACOR HOLDINGS INC CONVERTIBLE BOND 811904AM3 6,339 6,404,000 PRN   DFND 1,2 6,404,000 0 0
SFL CORP LTD CONVERTIBLE BOND G81075AF3 3,538 3,575,000 PRN   DFND 1,2 3,575,000 0 0
SHOPIFY INC CONVERTIBLE BOND 82509LAA5 5,912 5,000,000 PRN   DFND 1,2 5,000,000 0 0
SOUTHWEST AIRLINES CO CONVERTIBLE BOND 844741BG2 2,640 1,812,000 PRN   DFND 1,2 1,812,000 0 0
SPIRIT REALTY CAPITAL INC CONVERTIBLE BOND 84860WAB8 3,450 3,397,000 PRN   DFND 1,2 3,397,000 0 0
SSR MINING INC CONVERTIBLE BOND 784730AB9 8,493 6,108,000 PRN   DFND 1,2 6,108,000 0 0
STAR BULK CARRIERS CORP COMMON STOCK Y8162K204 344,423 39,006,017 SH   DFND 1,2 39,006,017 0 0
STARWOOD PROPERTY TRUST INC CONVERTIBLE BOND 85571BAH8 18,112 18,189,000 PRN   DFND 1,2 18,189,000 0 0
SUNOPTA INC COMMON STOCK 8676EP108 94,441 8,092,699 SH   DFND 1,2 8,092,699 0 0
SUNPOWER CORP CONVERTIBLE BOND 867652AJ8 1,383 1,345,000 PRN   DFND 1,2 1,345,000 0 0
SUNPOWER CORP CONVERTIBLE BOND 867652AL3 9,992 7,670,000 PRN   DFND 1,2 7,670,000 0 0
SUPER MICRO COMPUTER INC COMMON STOCK 86800U104 105,085 3,319,176 SH   DFND 1,2 3,319,176 0 0
SUPERNUS PHARMACEUTICALS INC CONVERTIBLE BOND 868459AD0 15,957 16,738,000 PRN   DFND 1,2 16,738,000 0 0
SYNAPTICS INC CONVERTIBLE BOND 87157DAD1 3,729 2,699,999 PRN   DFND 1,2 2,699,999 0 0
TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD COMMON STOCK 874039100 43,501 398,949 SH   DFND 1,2 398,949 0 0
TEAM INC CONVERTIBLE BOND 878155AE0 3,730 3,769,000 PRN   DFND 1,2 3,769,000 0 0
TELECOM ARGENTINA SA COMMON STOCK 879273209 14,828 2,260,500 SH   DFND 1,2 2,260,500 0 0
TESLA INC CONVERTIBLE BOND 88160RAD3 1,216 113,000 PRN   DFND 1,2 113,000 0 0
TEVA PHARMACEUTICAL INDUSTRIES LTD CONVERTIBLE BOND 88163VAE9 10,013 9,964,000 PRN   DFND 1,2 9,964,000 0 0
TILRAY INC CONVERTIBLE BOND 88688TAB6 5,759 6,776,000 PRN   DFND 1,2 6,776,000 0 0
TORM PLC COMMON STOCK G89479102 398,058 53,812,988 SH   DFND 1,2 53,812,988 0 0
TOWNSQUARE MEDIA INC COMMON STOCK 892231101 10,624 1,595,224 SH   DFND 1,2 1,595,224 0 0
TRANSPORTADORA DE GAS DEL SUR SA COMMON STOCK 893870204 10,372 1,994,729 SH   DFND 1,2 1,994,729 0 0
TRAVERE THERAPEUTICS INC CONVERTIBLE BOND 761299AB2 12,149 11,925,000 PRN   DFND 1,2 11,925,000 0 0
TURNING POINT BRANDS INC CONVERTIBLE BOND 90041LAE5 6,826 6,018,000 PRN   DFND 1,2 6,018,000 0 0
TWITTER INC CONVERTIBLE BOND 90184LAD4 14,646 14,352,000 PRN   DFND 1,2 14,352,000 0 0
TWITTER INC CONVERTIBLE BOND 90184LAF9 7,829 6,465,000 PRN   DFND 1,2 6,465,000 0 0
TWO HARBORS INVESTMENT CORP CONVERTIBLE BOND 90187BAA9 15,221 15,184,000 PRN   DFND 1,2 15,184,000 0 0
UNITI GROUP INC COMMON STOCK 91325V108 39,853 3,397,592 SH   DFND 1,2 3,397,592 0 0
VALE SA COMMON STOCK 91912E105 113,247 6,756,996 SH   DFND 1,2 6,756,996 0 0
VEECO INSTRUMENTS INC CONVERTIBLE BOND 922417AD2 7,014 7,199,000 PRN   DFND 1,2 7,199,000 0 0
VEON LTD COMMON STOCK 91822M106 2,837 1,878,900 SH   DFND 1,2 1,878,900 0 0
VERINT SYSTEMS INC CONVERTIBLE BOND 92343XAA8 16,626 15,094,000 PRN   DFND 1,2 15,094,000 0 0
VIAVI SOLUTIONS INC CONVERTIBLE BOND 925550AB1 853 664,000 PRN   DFND 1,2 664,000 0 0
VISHAY INTERTECHNOLOGY INC CONVERTIBLE BOND 928298AP3 15,549 14,893,000 PRN   DFND 1,2 14,893,000 0 0
VISTA OIL & GAS SAB DE CV COMMON STOCK 92837L109 8,020 3,133,000 SH   DFND 1,2 3,133,000 0 0
VISTRA CORP COMMON STOCK 92840M102 595,266 30,278,055 SH   DFND 1,2 30,278,055 0 0
VONAGE HOLDINGS CORP CONVERTIBLE BOND 92886TAJ1 14,130 12,963,000 PRN   DFND 1,2 12,963,000 0 0
WEIBO CORP CONVERTIBLE BOND 948596AC5 6,799 6,974,000 PRN   DFND 1,2 6,974,000 0 0
WESTERN DIGITAL CORP CONVERTIBLE BOND 958102AP0 17,271 17,290,000 PRN   DFND 1,2 17,290,000 0 0
WORKDAY INC CONVERTIBLE BOND 98138HAF8 3,351 2,000,000 PRN   DFND 1,2 2,000,000 0 0
WORKIVA INC CONVERTIBLE BOND 98139AAB1 3,905 2,900,000 PRN   DFND 1,2 2,900,000 0 0