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
ACRES COMMERCIAL REALTY CORP CONVERTIBLE BOND 76120WAC8 51,006 53,691,000 PRN   DFND 1,2 53,691,000 0 0
AERIE PHARMACEUTICALS INC CONVERTIBLE BOND 00771VAB4 4,151 4,000,000 PRN   DFND 1,2 4,000,000 0 0
AFYA LTD COMMON STOCK G01125106 30,895 1,661,906 SH   DFND 1,2 1,661,906 0 0
AIR TRANSPORT SERVICES GROUP INC CONVERTIBLE BOND 00922RAB1 4,000 3,564,000 PRN   DFND 1,2 3,564,000 0 0
AKAMAI TECHNOLOGIES INC CONVERTIBLE BOND 00971TAL5 8,709 7,995,000 PRN   DFND 1,2 7,995,000 0 0
ALLY FINANCIAL INC COMMON STOCK 02005N100 505,207 11,174,687 SH   DFND 1,2 11,174,687 0 0
ALTERYX INC CONVERTIBLE BOND 02156BAD5 11,290 11,956,000 PRN   DFND 1,2 11,956,000 0 0
AMERICAN AIRLINES GROUP INC CONVERTIBLE BOND 02376RAF9 1,894 1,100,000 PRN   DFND 1,2 1,100,000 0 0
AMERICOLD REALTY TRUST COMMON STOCK 03064D108 452,855 11,771,646 SH   DFND 1,2 11,771,646 0 0
AMPLIFY ENERGY CORP COMMON STOCK 03212B103 1,139 410,041 SH   DFND 1,2 410,041 0 0
ANGLOGOLD ASHANTI LTD COMMON STOCK 035128206 74,041 3,370,107 SH   DFND 1,2 3,370,107 0 0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC CONVERTIBLE BOND 03762UAB1 18,100 17,987,000 PRN   DFND 1,2 17,987,000 0 0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC CONVERTIBLE BOND 03762UAC9 2,695 2,723,000 PRN   DFND 1,2 2,723,000 0 0
ARBOR REALTY TRUST INC CONVERTIBLE BOND 038923AP3 27,268 26,063,000 PRN   DFND 1,2 26,063,000 0 0
ARDMORE SHIPPING CORP COMMON STOCK Y0207T100 7,264 1,600,000 SH   DFND 1,2 1,600,000 0 0
ARES CAPITAL CORP CONVERTIBLE BOND 04010LAT0 10,659 10,336,000 PRN   DFND 1,2 10,336,000 0 0
ARES CAPITAL CORP CONVERTIBLE BOND 04010LAW3 14,665 13,431,000 PRN   DFND 1,2 13,431,000 0 0
ATLAS AIR WORLDWIDE HOLDINGS INC CONVERTIBLE BOND 049164BH8 5,081 4,783,000 PRN   DFND 1,2 4,783,000 0 0
ATLAS AIR WORLDWIDE HOLDINGS INC CONVERTIBLE BOND 049164BJ4 2,286 1,914,000 PRN   DFND 1,2 1,914,000 0 0
AURORA CANNABIS INC CONVERTIBLE BOND 05156XAG3 7,618 8,608,000 PRN   DFND 1,2 8,608,000 0 0
AVAYA HOLDINGS CORP CONVERTIBLE BOND 05351XAB7 4,600 3,713,000 PRN   DFND 1,2 3,713,000 0 0
AZUL SA COMMON STOCK 05501U106 43,085 2,133,957 SH   DFND 1,2 2,133,957 0 0
BANCO BRADESCO SA COMMON STOCK 059460303 74,335 15,815,882 SH   DFND 1,2 15,815,882 0 0
BATTALION OIL CORP COMMON STOCK 07134L107 32,747 3,009,912 SH   DFND 1,2 3,009,912 0 0
BEL FUSE INC COMMON STOCK 077347201 1,334 71,613 SH   DFND 1,2 71,613 0 0
BEL FUSE INC COMMON STOCK 077347300 9,202 462,679 SH   DFND 1,2 462,679 0 0
BENEFITFOCUS INC CONVERTIBLE BOND 08180DAB2 8,063 8,769,000 PRN   DFND 1,2 8,769,000 0 0
BERRY CORP COMMON STOCK 08579X101 71,152 12,913,313 SH   DFND 1,2 12,913,313 0 0
BLACKROCK TCP CAPITAL CORP CONVERTIBLE BOND 87238QAD5 9,375 9,113,000 PRN   DFND 1,2 9,113,000 0 0
BLACKSTONE MORTGAGE TRUST INC CONVERTIBLE BOND 09257WAB6 20,824 20,279,000 PRN   DFND 1,2 20,279,000 0 0
BLACKSTONE MORTGAGE TRUST INC CONVERTIBLE BOND 09257WAC4 2,158 2,088,000 PRN   DFND 1,2 2,088,000 0 0
BOINGO WIRELESS INC CONVERTIBLE BOND 09739CAB8 3,551 3,587,000 PRN   DFND 1,2 3,587,000 0 0
BOOKING HOLDINGS INC CONVERTIBLE BOND 741503AX4 9,082 7,733,000 PRN   DFND 1,2 7,733,000 0 0
BRASKEM SA COMMON STOCK 105532105 7,388 519,550 SH   DFND 1,2 519,550 0 0
CALAMP CORP CONVERTIBLE BOND 128126AD1 5,333 5,878,000 PRN   DFND 1,2 5,878,000 0 0
CALIFORNIA RESOURCES CORP COMMON STOCK 13057Q305 653 27,162 SH   DFND 1,2 27,162 0 0
CEMEX SAB DE CV COMMON STOCK 151290889 166,943 23,951,583 SH   DFND 1,2 23,951,583 0 0
CHESAPEAKE ENERGY CORP WARRANT 165167180 15,581 916,741 SH Call DFND 1,2 916,741 0 0
CHESAPEAKE ENERGY CORP COMMON STOCK 165167735 518,038 11,939,117 SH   DFND 1,2 11,939,117 0 0
CIMAREX ENERGY CO COMMON STOCK 171798101 24,690 415,735 SH   DFND 1,2 415,735 0 0
CLOVIS ONCOLOGY INC CONVERTIBLE BOND 189464AC4 4,860 6,349,000 PRN   DFND 1,2 6,349,000 0 0
COLONY CAPITAL INC CONVERTIBLE BOND 19624RAA4 15,062 14,915,000 PRN   DFND 1,2 14,915,000 0 0
CONMED CORP CONVERTIBLE BOND 207410AF8 5,174 3,300,000 PRN   DFND 1,2 3,300,000 0 0
CORENERGY INFRASTRUCTURE TRUST INC CONVERTIBLE BOND 21870UAC0 538 581,000 PRN   DFND 1,2 581,000 0 0
CYBERARK SOFTWARE LTD CONVERTIBLE BOND 23248VAB1 5,415 5,000,000 PRN   DFND 1,2 5,000,000 0 0
DISH NETWORK CORP CONVERTIBLE BOND 25470MAB5 32,387 33,604,000 PRN   DFND 1,2 33,604,000 0 0
DISH NETWORK CORP CONVERTIBLE BOND 25470MAD1 17,692 18,334,000 PRN   DFND 1,2 18,334,000 0 0
DYCOM INDUSTRIES INC CONVERTIBLE BOND 267475AB7 6,318 5,780,000 PRN   DFND 1,2 5,780,000 0 0
EAGLE BULK SHIPPING INC COMMON STOCK Y2187A150 140,406 3,887,224 SH   DFND 1,2 3,887,224 0 0
EAGLE BULK SHIPPING INC CONVERTIBLE BOND 269442AB5 54,591 49,130,000 PRN   DFND 1,2 49,130,000 0 0
EQUITY RESIDENTIAL COMMON STOCK 29476L107 66,401 927,000 SH   DFND 1,2 927,000 0 0
EURONET WORLDWIDE INC CONVERTIBLE BOND 298736AL3 8,010 7,000,000 PRN   DFND 1,2 7,000,000 0 0
EVOLENT HEALTH INC CONVERTIBLE BOND 30050BAB7 5,967 5,526,000 PRN   DFND 1,2 5,526,000 0 0
EXACT SCIENCES CORP CONVERTIBLE BOND 30063PAB1 3,088 2,250,000 PRN   DFND 1,2 2,250,000 0 0
EXTRACTION OIL & GAS INC COMMON STOCK 30227M303 40,036 1,113,995 SH   DFND 1,2 1,113,995 0 0
EZCORP INC CONVERTIBLE BOND 302301AE6 9,145 11,161,000 PRN   DFND 1,2 11,161,000 0 0
FIREEYE INC CONVERTIBLE BOND 31816QAD3 27,255 27,378,000 PRN   DFND 1,2 27,378,000 0 0
FIREEYE INC CONVERTIBLE BOND 31816QAF8 2,237 1,978,000 PRN   DFND 1,2 1,978,000 0 0
FORTIVE CORP CONVERTIBLE BOND 34959JAK4 22,715 22,298,000 PRN   DFND 1,2 22,298,000 0 0
FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC COMMON STOCK 34960P101 46,319 1,643,110 SH   DFND 1,2 1,643,110 0 0
GOLAR LNG LTD CONVERTIBLE BOND 38046YAB7 8,271 8,493,000 PRN   DFND 1,2 8,493,000 0 0
GOLDMAN SACHS BDC INC CONVERTIBLE BOND 38147UAB3 15,499 14,993,000 PRN   DFND 1,2 14,993,000 0 0
GREEN PLAINS INC CONVERTIBLE BOND 393222AF1 3,581 2,989,000 PRN   DFND 1,2 2,989,000 0 0
GREEN PLAINS INC CONVERTIBLE BOND 393222AK0 3,371 3,000,000 PRN   DFND 1,2 3,000,000 0 0
GREENBRIER COS INC/THE CONVERTIBLE BOND 393657AK7 17,531 16,047,000 PRN   DFND 1,2 16,047,000 0 0
GREENLIGHT CAPITAL RE LTD CONVERTIBLE BOND 395366AB3 5,766 6,221,000 PRN   DFND 1,2 6,221,000 0 0
GRUPO TELEVISA SAB COMMON STOCK 40049J206 23,007 2,596,801 SH   DFND 1,2 2,596,801 0 0
HCI GROUP INC CONVERTIBLE BOND 40416EAD5 1,001 777,000 PRN   DFND 1,2 777,000 0 0
HELIX ENERGY SOLUTIONS GROUP INC CONVERTIBLE BOND 42330PAH0 9,627 9,855,000 PRN   DFND 1,2 9,855,000 0 0
HELIX ENERGY SOLUTIONS GROUP INC CONVERTIBLE BOND 42330PAJ6 5,586 5,780,000 PRN   DFND 1,2 5,780,000 0 0
HERBALIFE NUTRITION LTD CONVERTIBLE BOND 42703MAD5 5,578 5,341,000 PRN   DFND 1,2 5,341,000 0 0
HERCULES CAPITAL INC CONVERTIBLE BOND 427096AF9 14,911 14,548,000 PRN   DFND 1,2 14,548,000 0 0
HERITAGE INSURANCE HOLDINGS INC CONVERTIBLE BOND 42727JAB8 3,232 3,111,000 PRN   DFND 1,2 3,111,000 0 0
HIMS & HERS HEALTH INC COMMON STOCK 433000106 49,923 3,773,437 SH   DFND 1,2 3,773,437 0 0
HOPE BANCORP INC CONVERTIBLE BOND 43940TAB5 19,067 19,342,000 PRN   DFND 1,2 19,342,000 0 0
HUAZHU GROUP LTD CONVERTIBLE BOND 16949NAC3 1,307 1,000,000 PRN   DFND 1,2 1,000,000 0 0
ICICI BANK LTD COMMON STOCK 45104G104 82,831 5,167,262 SH   DFND 1,2 5,167,262 0 0
ILLUMINA INC CONVERTIBLE BOND 452327AK5 1,196 1,000,000 PRN   DFND 1,2 1,000,000 0 0
INFINERA CORP COMMON STOCK 45667G103 242,438 25,175,384 SH   DFND 1,2 25,175,384 0 0
INFRASTRUCTURE AND ENERGY ALTERNATIVES INC COMMON STOCK 45686J104 7,028 431,184 SH   DFND 1,2 431,184 0 0
INNOVIVA INC CONVERTIBLE BOND 88338TAB0 13,689 13,630,000 PRN   DFND 1,2 13,630,000 0 0
INSMED INC CONVERTIBLE BOND 457669AA7 1,747 1,562,999 PRN   DFND 1,2 1,562,999 0 0
INSULET CORP CONVERTIBLE BOND 45784PAK7 2,821 2,115,000 PRN   DFND 1,2 2,115,000 0 0
INTEGRA LIFESCIENCES HOLDINGS CORP CONVERTIBLE BOND 457985AM1 6,031 5,400,000 PRN   DFND 1,2 5,400,000 0 0
INTERCEPT PHARMACEUTICALS INC CONVERTIBLE BOND 45845PAA6 17,550 21,435,000 PRN   DFND 1,2 21,435,000 0 0
INVACARE CORP CONVERTIBLE BOND 461203AJ0 4,842 4,981,000 PRN   DFND 1,2 4,981,000 0 0
IQIYI INC CONVERTIBLE BOND 46267XAD0 5,475 5,900,000 PRN   DFND 1,2 5,900,000 0 0
IQIYI INC CONVERTIBLE BOND 46267XAE8 3,114 3,000,000 PRN   DFND 1,2 3,000,000 0 0
iShares 20 Year Treasury Bond ETF ETF 464287432 542 4,000 SH Put DFND 1,2 4,000 0 0
ISHARES MSCI INDIA ETF ETF 46429B598 3,665 86,900 SH   DFND 1,2 86,900 0 0
ITAU UNIBANCO HOLDING SA COMMON STOCK 465562106 124,430 25,086,742 SH   DFND 1,2 25,086,742 0 0
JAZZ PHARMACEUTICALS PLC CONVERTIBLE BOND 472145AB7 12,798 12,479,000 PRN   DFND 1,2 12,479,000 0 0
JAZZ PHARMACEUTICALS PLC CONVERTIBLE BOND 472145AD3 7,799 7,193,000 PRN   DFND 1,2 7,193,000 0 0
JOYY INC CONVERTIBLE BOND 98426TAD8 3,592 3,000,000 PRN   DFND 1,2 3,000,000 0 0
KILROY REALTY CORP COMMON STOCK 49427F108 59,724 910,011 SH   DFND 1,2 910,011 0 0
KKR REAL ESTATE FINANCE TRUST INC CONVERTIBLE BOND 48251KAB6 14,647 14,221,000 PRN   DFND 1,2 14,221,000 0 0
LIBERTY BROADBAND CORP COMMON STOCK 530307305 13,062 86,999 SH   DFND 1,2 86,999 0 0
Liberty Global PLC COMMON STOCK G5480U120 51,080 2,000,000 SH   DFND 1,2 2,000,000 0 0
LIBERTY LATIN AMERICA LTD CONVERTIBLE BOND 53069QAB5 10,369 10,479,000 PRN   DFND 1,2 10,479,000 0 0
LIBERTY MEDIA CORP-LIBERTY FORMULA ONE CONVERTIBLE BOND 531229AF9 5,027 3,951,000 PRN   DFND 1,2 3,951,000 0 0
LIGAND PHARMACEUTICALS INC CONVERTIBLE BOND 53220KAF5 15,908 15,259,000 PRN   DFND 1,2 15,259,000 0 0
LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA COMMON STOCK 54150E104 2,164 342,000 SH   DFND 1,2 342,000 0 0
LUMENTUM HOLDINGS INC CONVERTIBLE BOND 55024UAD1 1,926 1,649,000 PRN   DFND 1,2 1,649,000 0 0
MACQUARIE INFRASTRUCTURE CORP CONVERTIBLE BOND 55608BAB1 14,121 14,373,000 PRN   DFND 1,2 14,373,000 0 0
MAGNACHIP SEMICONDUCTOR CORP COMMON STOCK 55933J203 70,505 2,831,537 SH   DFND 1,2 2,831,537 0 0
MERCADOLIBRE INC COMMON STOCK 58733R102 17,663 11,998 SH   DFND 1,2 11,998 0 0
MERITOR INC CONVERTIBLE BOND 59001KAF7 4,776 4,067,000 PRN   DFND 1,2 4,067,000 0 0
MFA FINANCIAL INC CONVERTIBLE BOND 55272XAA0 17,395 17,395,000 PRN   DFND 1,2 17,395,000 0 0
MGIC INVESTMENT CORP COMMON STOCK 552848103 41,827 3,020,000 SH   DFND 1,2 3,020,000 0 0
MICROCHIP TECHNOLOGY INC CONVERTIBLE BOND 595017AU8 4,747 4,000,000 PRN   DFND 1,2 4,000,000 0 0
MOMO INC CONVERTIBLE BOND 60879BAB3 6,307 7,173,000 PRN   DFND 1,2 7,173,000 0 0
MR COOPER GROUP INC COMMON STOCK 62482R107 52,393 1,507,286 SH   DFND 1,2 1,507,286 0 0
NEOGENOMICS INC CONVERTIBLE BOND 64049MAB6 3,336 3,300,000 PRN   DFND 1,2 3,300,000 0 0
NEW MOUNTAIN FINANCE CORP CONVERTIBLE BOND 647551AC4 14,179 13,536,000 PRN   DFND 1,2 13,536,000 0 0
NEW RELIC INC CONVERTIBLE BOND 64829BAB6 11,500 11,765,000 PRN   DFND 1,2 11,765,000 0 0
NEW YORK COMMUNITY BANCORP INC CONVERTIBLE PRFD 64944P307 4,462 89,250 SH   DFND 1,2 89,250 0 0
NEW YORK MORTGAGE TRUST INC CONVERTIBLE BOND 649604AD7 10,080 9,829,000 PRN   DFND 1,2 9,829,000 0 0
NEWPARK RESOURCES INC CONVERTIBLE BOND 651718AE8 4,798 4,823,000 PRN   DFND 1,2 4,823,000 0 0
NMI HOLDINGS INC COMMON STOCK 629209305 115,008 4,865,000 SH   DFND 1,2 4,865,000 0 0
NRG ENERGY INC CONVERTIBLE BOND 629377CG5 5,264 4,500,000 PRN   DFND 1,2 4,500,000 0 0
NUTANIX INC CONVERTIBLE BOND 67059NAB4 16,024 16,341,000 PRN   DFND 1,2 16,341,000 0 0
NUVASIVE INC CONVERTIBLE BOND 670704AJ4 11,187 10,928,000 PRN   DFND 1,2 10,928,000 0 0
OAKTREE ACQUISITION CORP II WARRANT G6715X111 5,833 4,666,667 SH   DFND 1,2 4,666,667 0 0
OAKTREE SPECIALTY LENDING CORP COMMON STOCK 67401P108 1,711 276,000 SH   DFND 1,2 276,000 0 0
OAKTREE STRATEGIC INCOME CORP COMMON STOCK 67402D104 3,332 392,000 SH   DFND 1,2 392,000 0 0
OI SA COMMON STOCK 670851500 3,654 2,201,646 SH   DFND 1,2 2,201,646 0 0
PAMPA ENERGIA SA COMMON STOCK 697660207 12,599 849,000 SH   DFND 1,2 849,000 0 0
PARATEK PHARMACEUTICALS INC CONVERTIBLE BOND 699374AB0 5,227 5,780,000 PRN   DFND 1,2 5,780,000 0 0
PATRICK INDUSTRIES INC CONVERTIBLE BOND 703343AB9 7,375 6,270,000 PRN   DFND 1,2 6,270,000 0 0
PDC ENERGY INC CONVERTIBLE BOND 69327RAD3 6,775 6,767,000 PRN   DFND 1,2 6,767,000 0 0
PEBBLEBROOK HOTEL TRUST CONVERTIBLE BOND 70509VAA8 7,637 6,500,000 PRN   DFND 1,2 6,500,000 0 0
PENNYMAC MORTGAGE INVESTMENT TRUST CONVERTIBLE BOND 70932AAD5 15,832 15,647,000 PRN   DFND 1,2 15,647,000 0 0
PETROLEO BRASILEIRO SA COMMON STOCK 71654V408 80,974 9,548,807 SH   DFND 1,2 9,548,807 0 0
PG&E CORP COMMON STOCK 69331C108 263,475 22,500,000 SH   DFND 1,2 22,500,000 0 0
PINDUODUO INC CONVERTIBLE BOND 722304AC6 5,051 4,750,000 PRN   DFND 1,2 4,750,000 0 0
PLURALSIGHT INC CONVERTIBLE BOND 72941BAB2 15,493 15,689,999 PRN   DFND 1,2 15,689,999 0 0
PRECIGEN INC CONVERTIBLE BOND 46122TAA0 11,114 12,950,000 PRN   DFND 1,2 12,950,000 0 0
PRETIUM RESOURCES INC CONVERTIBLE BOND 74139CAB8 8,260 8,010,000 PRN   DFND 1,2 8,010,000 0 0
PROOFPOINT INC CONVERTIBLE BOND 743424AF0 6,431 6,000,000 PRN   DFND 1,2 6,000,000 0 0
PURE STORAGE INC CONVERTIBLE BOND 74624MAB8 3,800 3,429,000 PRN   DFND 1,2 3,429,000 0 0
Qiagen NV CONVERTIBLE BOND N72482AT4 9,383 7,800,000 PRN   DFND 1,2 7,800,000 0 0
QUOTIENT TECHNOLOGY INC CONVERTIBLE BOND 749119AB9 5,052 4,383,000 PRN   DFND 1,2 4,383,000 0 0
RADIUS HEALTH INC CONVERTIBLE BOND 750469AA6 6,697 7,173,000 PRN   DFND 1,2 7,173,000 0 0
REDWOOD TRUST INC CONVERTIBLE BOND 749772AD1 12,696 12,680,000 PRN   DFND 1,2 12,680,000 0 0
RINGCENTRAL INC CONVERTIBLE BOND 76680RAF4 1,100 1,000,000 PRN   DFND 1,2 1,000,000 0 0
SCORPIO TANKERS INC CONVERTIBLE BOND 80918TAB5 6,329 6,361,000 PRN   DFND 1,2 6,361,000 0 0
SEACOR HOLDINGS INC CONVERTIBLE BOND 811904AM3 9,461 9,593,000 PRN   DFND 1,2 9,593,000 0 0
SFL CORP LTD CONVERTIBLE BOND 824689AG8 5,855 5,990,000 PRN   DFND 1,2 5,990,000 0 0
SFL CORP LTD CONVERTIBLE BOND G81075AF3 12,923 12,859,000 PRN   DFND 1,2 12,859,000 0 0
SHOALS TECHNOLOGIES GROUP INC COMMON STOCK 82489W107 173,126 4,977,751 SH   DFND 1,2 4,977,751 0 0
SHOPIFY INC CONVERTIBLE BOND 82509LAA5 4,580 4,000,000 PRN   DFND 1,2 4,000,000 0 0
SORRENTO THERAPEUTICS INC COMMON STOCK 83587F202 2,646 320,000 SH   DFND 1,2 320,000 0 0
SOUTHWEST AIRLINES CO CONVERTIBLE BOND 844741BG2 5,186 3,012,000 PRN   DFND 1,2 3,012,000 0 0
SPIRIT REALTY CAPITAL INC CONVERTIBLE BOND 84860WAB8 12,624 12,385,000 PRN   DFND 1,2 12,385,000 0 0
SSR MINING INC CONVERTIBLE BOND 784730AB9 6,295 5,357,999 PRN   DFND 1,2 5,357,999 0 0
STAR BULK CARRIERS CORP COMMON STOCK Y8162K204 572,608 39,006,017 SH   DFND 1,2 39,006,017 0 0
STARWOOD PROPERTY TRUST INC CONVERTIBLE BOND 85571BAH8 19,354 18,487,000 PRN   DFND 1,2 18,487,000 0 0
SUNOPTA INC COMMON STOCK 8676EP108 306,125 20,726,126 SH   DFND 1,2 20,651,812 0 0
SUPER MICRO COMPUTER INC COMMON STOCK 86800U104 111,321 2,850,000 SH   DFND 1,2 2,850,000 0 0
SUPERNUS PHARMACEUTICALS INC CONVERTIBLE BOND 868459AD0 22,095 22,802,000 PRN   DFND 1,2 22,802,000 0 0
TABULA RASA HEALTHCARE INC CONVERTIBLE BOND 873379AA9 3,980 3,922,000 PRN   DFND 1,2 3,922,000 0 0
TEAM INC CONVERTIBLE BOND 878155AE0 5,874 5,926,000 PRN   DFND 1,2 5,926,000 0 0
TELECOM ARGENTINA SA COMMON STOCK 879273209 12,477 2,260,500 SH   DFND 1,2 2,260,500 0 0
THERAVANCE BIOPHARMA INC CONVERTIBLE BOND 88339KAA0 6,657 6,543,000 PRN   DFND 1,2 6,543,000 0 0
TILRAY INC CONVERTIBLE BOND 88688TAB6 9,987 10,761,000 PRN   DFND 1,2 10,761,000 0 0
TIMKENSTEEL CORP CONVERTIBLE BOND 887399AA1 1,978 1,933,000 PRN   DFND 1,2 1,933,000 0 0
TORM PLC COMMON STOCK G89479102 491,532 53,812,988 SH   DFND 1,2 53,812,988 0 0
TRANSPORTADORA DE GAS DEL SUR SA COMMON STOCK 893870204 9,634 1,994,729 SH   DFND 1,2 1,994,729 0 0
TRAVERE THERAPEUTICS INC CONVERTIBLE BOND 761299AB2 9,289 8,986,000 PRN   DFND 1,2 8,986,000 0 0
TRIP.COM GROUP LTD CONVERTIBLE BOND 22943FAM2 4,878 4,978,000 PRN   DFND 1,2 4,978,000 0 0
TWITTER INC CONVERTIBLE BOND 90184LAD4 7,664 7,374,000 PRN   DFND 1,2 7,374,000 0 0
TWO HARBORS INVESTMENT CORP CONVERTIBLE BOND 90187BAA9 985 961,000 PRN   DFND 1,2 961,000 0 0
UNITI GROUP INC COMMON STOCK 91325V108 37,475 3,397,592 SH   DFND 1,2 3,397,592 0 0
US WELL SERVICES INC WARRANT 91274U119 270 1,500,000 SH Call DFND 1,2 1,500,000 0 0
VALE SA COMMON STOCK 91912E105 110,679 6,368,157 SH   DFND 1,2 6,368,157 0 0
VEECO INSTRUMENTS INC CONVERTIBLE BOND 922417AD2 7,654 7,806,000 PRN   DFND 1,2 7,806,000 0 0
VEON LTD COMMON STOCK 91822M106 2,969 1,677,722 SH   DFND 1,2 1,677,722 0 0
VIAVI SOLUTIONS INC CONVERTIBLE BOND 925550AB1 876 664,000 PRN   DFND 1,2 664,000 0 0
VISHAY INTERTECHNOLOGY INC CONVERTIBLE BOND 928298AP3 10,377 9,520,999 PRN   DFND 1,2 9,520,999 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 529,279 29,936,602 SH   DFND 1,2 29,936,602 0 0
VONAGE HOLDINGS CORP CONVERTIBLE BOND 92886TAJ1 3,248 3,083,000 PRN   DFND 1,2 3,083,000 0 0
WEIBO CORP CONVERTIBLE BOND 948596AC5 8,978 9,292,000 PRN   DFND 1,2 9,292,000 0 0
WESTERN DIGITAL CORP CONVERTIBLE BOND 958102AP0 17,684 17,230,000 PRN   DFND 1,2 17,230,000 0 0
WORKDAY INC CONVERTIBLE BOND 98138HAF8 1,035 600,000 PRN   DFND 1,2 600,000 0 0