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 53,269 53,691,000 PRN   DFND 1,2 53,691,000 0 0
AERIE PHARMACEUTICALS INC CONVERTIBLE BOND 00771VAB4 4,477 4,500,000 PRN   DFND 1,2 4,500,000 0 0
AFYA LTD COMMON STOCK G01125106 42,090 1,632,680 SH   DFND 1,2 1,632,680 0 0
AIHUISHOU INTERNATIONAL CO LTD COMMON STOCK 00138L108 5,347 357,722 SH   DFND 1,2 357,722 0 0
AKAMAI TECHNOLOGIES INC CONVERTIBLE BOND 00971TAL5 8,476 7,295,000 PRN   DFND 1,2 7,295,000 0 0
ALLY FINANCIAL INC COMMON STOCK 02005N100 342,634 6,874,687 SH   DFND 1,2 6,874,687 0 0
ALTERYX INC CONVERTIBLE BOND 02156BAD5 14,930 15,593,000 PRN   DFND 1,2 15,593,000 0 0
AMERICOLD REALTY TRUST COMMON STOCK 03064D108 445,556 11,771,646 SH   DFND 1,2 11,771,646 0 0
AMPLIFY ENERGY CORP COMMON STOCK 03212B103 1,660 410,041 SH   DFND 1,2 410,041 0 0
ANGLOGOLD ASHANTI LTD COMMON STOCK 035128206 61,440 3,306,807 SH   DFND 1,2 3,306,807 0 0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC CONVERTIBLE BOND 03762UAB1 16,745 16,599,000 PRN   DFND 1,2 16,599,000 0 0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC CONVERTIBLE BOND 03762UAC9 8,778 8,638,000 PRN   DFND 1,2 8,638,000 0 0
ARBOR REALTY TRUST INC CONVERTIBLE BOND 038923AP3 10,099 9,225,000 PRN   DFND 1,2 9,225,000 0 0
ARDMORE SHIPPING CORP COMMON STOCK Y0207T100 6,752 1,600,000 SH   DFND 1,2 1,600,000 0 0
ARES CAPITAL CORP CONVERTIBLE BOND 04010LAW3 16,385 14,990,000 PRN   DFND 1,2 14,990,000 0 0
ARK Innovation ETF ETF 00214Q104 16,609 127,000 SH Put DFND 1,2 127,000 0 0
ARK Next Generation Internet ETF ETF 00214Q401 20,568 133,500 SH Put DFND 1,2 133,500 0 0
ATLAS AIR WORLDWIDE HOLDINGS INC CONVERTIBLE BOND 049164BJ4 225 176,000 PRN   DFND 1,2 176,000 0 0
AURORA CANNABIS INC CONVERTIBLE BOND 05156XAG3 8,258 9,659,000 PRN   DFND 1,2 9,659,000 0 0
AVAYA HOLDINGS CORP CONVERTIBLE BOND 05351XAB7 2,008 1,713,000 PRN   DFND 1,2 1,713,000 0 0
AZUL SA COMMON STOCK 05501U106 49,033 1,857,339 SH   DFND 1,2 1,857,339 0 0
BANCO BRADESCO SA COMMON STOCK 059460303 87,538 17,064,064 SH   DFND 1,2 17,064,064 0 0
BATTALION OIL CORP COMMON STOCK 07134L107 40,332 3,009,912 SH   DFND 1,2 3,009,912 0 0
BEL FUSE INC COMMON STOCK 077347201 1,016 71,613 SH   DFND 1,2 71,613 0 0
BEL FUSE INC COMMON STOCK 077347300 6,662 462,679 SH   DFND 1,2 462,679 0 0
BENEFITFOCUS INC CONVERTIBLE BOND 08180DAB2 7,903 8,331,000 PRN   DFND 1,2 8,331,000 0 0
BERRY CORP COMMON STOCK 08579X101 86,777 12,913,313 SH   DFND 1,2 12,913,313 0 0
BIOMARIN PHARMACEUTICAL INC CONVERTIBLE BOND 09061GAH4 8,829 8,500,000 PRN   DFND 1,2 8,500,000 0 0
BLACKROCK TCP CAPITAL CORP CONVERTIBLE BOND 87238QAD5 10,575 10,330,000 PRN   DFND 1,2 10,330,000 0 0
BLACKSTONE MORTGAGE TRUST INC CONVERTIBLE BOND 09257WAB6 15,762 15,472,000 PRN   DFND 1,2 15,472,000 0 0
BLACKSTONE MORTGAGE TRUST INC CONVERTIBLE BOND 09257WAC4 3,668 3,566,000 PRN   DFND 1,2 3,566,000 0 0
BOOKING HOLDINGS INC CONVERTIBLE BOND 741503AX4 143 132,000 PRN   DFND 1,2 132,000 0 0
BRASKEM SA COMMON STOCK 105532105 12,386 519,550 SH   DFND 1,2 519,550 0 0
BURLINGTON STORES INC CONVERTIBLE BOND 122017AB2 3,984 2,500,000 PRN   DFND 1,2 2,500,000 0 0
CALAMP CORP CONVERTIBLE BOND 128126AD1 5,469 5,878,000 PRN   DFND 1,2 5,878,000 0 0
CEMEX SAB DE CV COMMON STOCK 151290889 200,539 23,873,758 SH   DFND 1,2 23,873,758 0 0
CHESAPEAKE ENERGY CORP COMMON STOCK 165167735 619,878 11,939,117 SH   DFND 1,2 11,939,117 0 0
CHESAPEAKE ENERGY CORP WARRANT 165167164 2,038 75,810 SH   DFND 1,2 75,810 0 0
CHESAPEAKE ENERGY CORP WARRANT 165167172 3,666 150,000 SH   DFND 1,2 150,000 0 0
CHESAPEAKE ENERGY CORP WARRANT 165167180 14,420 690,931 SH   DFND 1,2 690,931 0 0
CIMAREX ENERGY CO COMMON STOCK 171798101 22,604 312,000 SH   DFND 1,2 312,000 0 0
CLOVIS ONCOLOGY INC CONVERTIBLE BOND 189464AC4 3,839 5,165,000 PRN   DFND 1,2 5,165,000 0 0
COLISEUM ACQUISITION CORP COMMON STOCK G2263T115 1,976 200,000 SH   DFND 1,2 200,000 0 0
COLOMBIER ACQUISITION CORP COMMON STOCK 19533H207 1,984 200,000 SH   DFND 1,2 200,000 0 0
COLUMBIA PROPERTY TRUST INC COMMON STOCK 198287203 22,954 1,320,000 SH   DFND 1,2 1,320,000 0 0
CONMED CORP CONVERTIBLE BOND 207410AF8 3,232 2,000,000 PRN   DFND 1,2 2,000,000 0 0
CYBERARK SOFTWARE LTD CONVERTIBLE BOND 23248VAB1 3,652 3,362,000 PRN   DFND 1,2 3,362,000 0 0
DEXCOM INC CONVERTIBLE BOND 252131AK3 9,234 8,800,000 PRN   DFND 1,2 8,800,000 0 0
DIGITALBRIDGE GROUP INC CONVERTIBLE BOND 19624RAA4 16,234 15,683,000 PRN   DFND 1,2 15,683,000 0 0
DISH NETWORK CORP CONVERTIBLE BOND 25470MAB5 43,583 42,604,000 PRN   DFND 1,2 42,604,000 0 0
DISH NETWORK CORP CONVERTIBLE BOND 25470MAD1 17,841 18,334,000 PRN   DFND 1,2 18,334,000 0 0
DYCOM INDUSTRIES INC CONVERTIBLE BOND 267475AB7 14,512 14,549,000 PRN   DFND 1,2 14,549,000 0 0
EAGLE BULK SHIPPING INC COMMON STOCK Y2187A150 178,943 3,781,561 SH   DFND 1,2 3,781,561 0 0
ELLIOTT OPPORTUNITY II CORP COMMON STOCK G30092129 2,002 200,000 SH   DFND 1,2 200,000 0 0
EURONET WORLDWIDE INC CONVERTIBLE BOND 298736AL3 6,696 5,855,000 PRN   DFND 1,2 5,855,000 0 0
EVOLENT HEALTH INC CONVERTIBLE BOND 30050BAB7 5,899 5,526,000 PRN   DFND 1,2 5,526,000 0 0
EXACT SCIENCES CORP CONVERTIBLE BOND 30063PAB1 5,312 4,000,000 PRN   DFND 1,2 4,000,000 0 0
EXTRACTION OIL & GAS INC COMMON STOCK 30227M303 61,169 1,113,995 SH   DFND 1,2 1,113,995 0 0
EZCORP INC CONVERTIBLE BOND 302301AE6 8,165 9,161,000 PRN   DFND 1,2 9,161,000 0 0
FINTECH ACQUISITION CORP VI COMMON STOCK 31811H205 1,009 100,000 SH   DFND 1,2 100,000 0 0
FIREEYE INC CONVERTIBLE BOND 31816QAD3 22,500 22,598,000 PRN   DFND 1,2 22,598,000 0 0
FIREEYE INC CONVERTIBLE BOND 31816QAF8 1,676 1,478,000 PRN   DFND 1,2 1,478,000 0 0
FLEXION THERAPEUTICS INC CONVERTIBLE BOND 33938JAB2 3,060 3,372,000 PRN   DFND 1,2 3,372,000 0 0
FORTIVE CORP CONVERTIBLE BOND 34959JAK4 23,887 23,710,000 PRN   DFND 1,2 23,710,000 0 0
FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC COMMON STOCK 34960P101 61,836 1,843,110 SH   DFND 1,2 1,843,110 0 0
FRONTIER COMMUNICATIONS PARENT INC COMMON STOCK 35909D109 105,147 3,982,849 SH   DFND 1,2 3,982,849 0 0
GARRETT MOTION INC COMMON STOCK 366505105 28,673 3,593,111 SH   DFND 1,2 3,593,111 0 0
GOLAR LNG LTD CONVERTIBLE BOND 38046YAB7 4,562 4,580,000 PRN   DFND 1,2 4,580,000 0 0
GOLDMAN SACHS BDC INC CONVERTIBLE BOND 38147UAB3 15,900 15,455,000 PRN   DFND 1,2 15,455,000 0 0
GREEN PLAINS INC CONVERTIBLE BOND 393222AK0 2,905 2,250,000 PRN   DFND 1,2 2,250,000 0 0
GREENBRIER COS INC/THE CONVERTIBLE BOND 393657AK7 8,019 7,468,000 PRN   DFND 1,2 7,468,000 0 0
GREENLIGHT CAPITAL RE LTD CONVERTIBLE BOND 395366AB3 5,918 6,221,000 PRN   DFND 1,2 6,221,000 0 0
GRUPO TELEVISA SAB COMMON STOCK 40049J206 37,867 2,651,801 SH   DFND 1,2 2,651,801 0 0
HELIX ENERGY SOLUTIONS GROUP INC CONVERTIBLE BOND 42330PAH0 9,671 9,855,000 PRN   DFND 1,2 9,855,000 0 0
HELIX ENERGY SOLUTIONS GROUP INC CONVERTIBLE BOND 42330PAJ6 5,779 5,761,000 PRN   DFND 1,2 5,761,000 0 0
HERBALIFE NUTRITION LTD CONVERTIBLE BOND 42703MAD5 12,048 11,047,000 PRN   DFND 1,2 11,047,000 0 0
HERITAGE INSURANCE HOLDINGS INC CONVERTIBLE BOND 42727JAB8 2,986 3,111,000 PRN   DFND 1,2 3,111,000 0 0
HIMS & HERS HEALTH INC COMMON STOCK 433000106 41,093 3,773,437 SH   DFND 1,2 3,773,437 0 0
HOPE BANCORP INC CONVERTIBLE BOND 43940TAB5 21,736 22,107,000 PRN   DFND 1,2 22,107,000 0 0
HORIZON GLOBAL CORP CONVERTIBLE BOND 44052WAA2 2,443 2,500,000 PRN   DFND 1,2 2,500,000 0 0
HUAZHU GROUP LTD CONVERTIBLE BOND 16949NAC3 1,256 1,000,000 PRN   DFND 1,2 1,000,000 0 0
ICICI BANK LTD COMMON STOCK 45104G104 86,702 5,070,309 SH   DFND 1,2 5,070,309 0 0
ILLUMINA INC CONVERTIBLE BOND 452327AK5 6,318 5,000,000 PRN   DFND 1,2 5,000,000 0 0
INFINERA CORP COMMON STOCK 45667G103 256,788 25,175,384 SH   DFND 1,2 25,175,384 0 0
INNOVIVA INC CONVERTIBLE BOND 88338TAB0 16,348 16,028,000 PRN   DFND 1,2 16,028,000 0 0
INSULET CORP CONVERTIBLE BOND 45784PAK7 6,296 4,615,000 PRN   DFND 1,2 4,615,000 0 0
INTEGRA LIFESCIENCES HOLDINGS CORP CONVERTIBLE BOND 457985AM1 5,211 4,700,000 PRN   DFND 1,2 4,700,000 0 0
INTERCEPT PHARMACEUTICALS INC CONVERTIBLE BOND 45845PAA6 14,816 16,435,000 PRN   DFND 1,2 16,435,000 0 0
INTERDIGITAL INC CONVERTIBLE BOND 45867GAB7 693 623,000 PRN   DFND 1,2 623,000 0 0
INVACARE CORP CONVERTIBLE BOND 461203AJ0 3,309 3,394,000 PRN   DFND 1,2 3,394,000 0 0
INVITAE CORP CONVERTIBLE BOND 46185LAB9 5,415 4,000,000 PRN   DFND 1,2 4,000,000 0 0
IONIS PHARMACEUTICALS INC CONVERTIBLE BOND 462222AB6 12,855 13,759,000 PRN   DFND 1,2 13,759,000 0 0
IONIS PHARMACEUTICALS INC CONVERTIBLE BOND 464337AJ3 12,199 12,116,000 PRN   DFND 1,2 12,116,000 0 0
IQIYI INC CONVERTIBLE BOND 46267XAD0 2,716 2,900,000 PRN   DFND 1,2 2,900,000 0 0
IRONWOOD PHARMACEUTICALS INC CONVERTIBLE BOND 46333XAF5 2,371 2,000,000 PRN   DFND 1,2 2,000,000 0 0
ITAU UNIBANCO HOLDING SA COMMON STOCK 465562106 125,030 20,803,792 SH   DFND 1,2 20,803,792 0 0
JAZZ PHARMACEUTICALS PLC CONVERTIBLE BOND 472145AB7 11,577 11,520,000 PRN   DFND 1,2 11,520,000 0 0
JAZZ PHARMACEUTICALS PLC CONVERTIBLE BOND 472145AD3 4,938 4,484,000 PRN   DFND 1,2 4,484,000 0 0
JAZZ PHARMACEUTICALS PLC CONVERTIBLE BOND 472145AF8 3,437 2,575,000 PRN   DFND 1,2 2,575,000 0 0
KILROY REALTY CORP COMMON STOCK 49427F108 63,373 910,011 SH   DFND 1,2 910,011 0 0
KKR REAL ESTATE FINANCE TRUST INC CONVERTIBLE BOND 48251KAB6 10,713 9,976,000 PRN   DFND 1,2 9,976,000 0 0
LIBERTY BROADBAND CORP COMMON STOCK 530307305 15,108 86,999 SH   DFND 1,2 86,999 0 0
Liberty Global PLC COMMON STOCK G5480U120 50,700 1,875,000 SH   DFND 1,2 1,875,000 0 0
LIBERTY LATIN AMERICA LTD CONVERTIBLE BOND 53069QAB5 13,245 12,940,000 PRN   DFND 1,2 12,940,000 0 0
LIBERTY MEDIA CORP-LIBERTY FORMULA ONE CONVERTIBLE BOND 531229AF9 5,661 4,151,000 PRN   DFND 1,2 4,151,000 0 0
LIGAND PHARMACEUTICALS INC CONVERTIBLE BOND 53220KAF5 18,372 18,449,999 PRN   DFND 1,2 18,449,999 0 0
LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA COMMON STOCK 54150E104 2,329 342,000 SH   DFND 1,2 342,000 0 0
LUMINEX CORP CONVERTIBLE BOND 55027EAA0 6,636 6,603,000 PRN   DFND 1,2 6,603,000 0 0
MACQUARIE INFRASTRUCTURE CORP CONVERTIBLE BOND 55608BAB1 12,693 12,725,000 PRN   DFND 1,2 12,725,000 0 0
MAGNACHIP SEMICONDUCTOR CORP COMMON STOCK 55933J203 47,875 2,006,537 SH   DFND 1,2 2,006,537 0 0
MFA FINANCIAL INC CONVERTIBLE BOND 55272XAA0 20,147 19,704,000 PRN   DFND 1,2 19,704,000 0 0
MGIC INVESTMENT CORP COMMON STOCK 552848103 41,072 3,020,000 SH   DFND 1,2 3,020,000 0 0
MICROCHIP TECHNOLOGY INC CONVERTIBLE BOND 595017AU8 1,130 1,000,000 PRN   DFND 1,2 1,000,000 0 0
MOMO INC CONVERTIBLE BOND 60879BAB3 9,311 10,411,000 PRN   DFND 1,2 10,411,000 0 0
MR COOPER GROUP INC COMMON STOCK 62482R107 49,830 1,507,286 SH   DFND 1,2 1,507,286 0 0
NANOSTRING TECHNOLOGIES INC CONVERTIBLE BOND 63009RAD1 3,163 2,000,000 PRN   DFND 1,2 2,000,000 0 0
NEUROCRINE BIOSCIENCES INC CONVERTIBLE BOND 64125CAD1 2,693 2,000,000 PRN   DFND 1,2 2,000,000 0 0
NEW MOUNTAIN FINANCE CORP CONVERTIBLE BOND 647551AC4 15,160 14,168,000 PRN   DFND 1,2 14,168,000 0 0
NEW RELIC INC CONVERTIBLE BOND 64829BAB6 10,728 10,843,000 PRN   DFND 1,2 10,843,000 0 0
NEW YORK COMMUNITY BANCORP INC CONVERTIBLE PRFD 64944P307 4,637 89,250 SH   DFND 1,2 89,250 0 0
NEW YORK MORTGAGE TRUST INC CONVERTIBLE BOND 649604AD7 11,126 10,829,000 PRN   DFND 1,2 10,829,000 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 109,365 4,865,000 SH   DFND 1,2 4,865,000 0 0
NOBLE CORP COMMON STOCK G6610J209 494 19,979 SH   DFND 1,2 19,979 0 0
NUTANIX INC CONVERTIBLE BOND 67059NAB4 16,505 15,589,999 PRN   DFND 1,2 15,589,999 0 0
NUVASIVE INC CONVERTIBLE BOND 670704AJ4 7,794 7,868,000 PRN   DFND 1,2 7,868,000 0 0
OAKTREE ACQUISITION CORP II WARRANT G6715X111 5,740 4,666,667 SH   DFND 1,2 4,666,667 0 0
OAKTREE SPECIALTY LENDING CORP COMMON STOCK 67401P108 1,846 276,000 SH   DFND 1,2 276,000 0 0
OCWEN FINANCIAL CORP COMMON STOCK 675746606 18,491 596,870 SH   DFND 1,2 596,870 0 0
OI SA COMMON STOCK 670851500 3,280 2,201,646 SH   DFND 1,2 2,201,646 0 0
OKTA INC CONVERTIBLE BOND 679295AF2 4,621 3,694,000 PRN   DFND 1,2 3,694,000 0 0
PALO ALTO NETWORKS INC CONVERTIBLE BOND 697435AF2 12,967 9,500,000 PRN   DFND 1,2 9,500,000 0 0
PAMPA ENERGIA SA COMMON STOCK 697660207 12,575 829,000 SH   DFND 1,2 829,000 0 0
PAR PACIFIC HOLDINGS INC COMMON STOCK 69888T207 21,866 1,300,000 SH   DFND 1,2 1,300,000 0 0
PARATEK PHARMACEUTICALS INC CONVERTIBLE BOND 699374AB0 5,060 5,414,000 PRN   DFND 1,2 5,414,000 0 0
PATRICK INDUSTRIES INC CONVERTIBLE BOND 703343AB9 1,359 1,249,000 PRN   DFND 1,2 1,249,000 0 0
PDC ENERGY INC CONVERTIBLE BOND 69327RAD3 8,277 8,267,000 PRN   DFND 1,2 8,267,000 0 0
PEBBLEBROOK HOTEL TRUST CONVERTIBLE BOND 70509VAA8 7,745 6,800,000 PRN   DFND 1,2 6,800,000 0 0
PENNYMAC MORTGAGE INVESTMENT TRUST CONVERTIBLE BOND 70932AAD5 17,566 17,138,000 PRN   DFND 1,2 17,138,000 0 0
PETROLEO BRASILEIRO SA COMMON STOCK 71654V408 103,639 8,474,167 SH   DFND 1,2 8,474,167 0 0
PG&E CORP COMMON STOCK 69331C108 305,100 30,000,000 SH   DFND 1,2 30,000,000 0 0
PINDUODUO INC CONVERTIBLE BOND 722304AC6 9,391 9,100,000 PRN   DFND 1,2 9,100,000 0 0
PRECIGEN INC CONVERTIBLE BOND 46122TAA0 23,197 26,631,000 PRN   DFND 1,2 26,631,000 0 0
PRETIUM RESOURCES INC CONVERTIBLE BOND 74139CAB8 8,160 8,010,000 PRN   DFND 1,2 8,010,000 0 0
PROOFPOINT INC CONVERTIBLE BOND 743424AF0 6,924 5,500,000 PRN   DFND 1,2 5,500,000 0 0
Qiagen NV CONVERTIBLE BOND N72482AT4 8,517 7,000,000 PRN   DFND 1,2 7,000,000 0 0
QUOTIENT TECHNOLOGY INC CONVERTIBLE BOND 749119AB9 3,362 3,331,000 PRN   DFND 1,2 3,331,000 0 0
RADIUS HEALTH INC CONVERTIBLE BOND 750469AA6 6,960 7,498,000 PRN   DFND 1,2 7,498,000 0 0
REDWOOD TRUST INC CONVERTIBLE BOND 749772AD1 16,904 16,674,000 PRN   DFND 1,2 16,674,000 0 0
REDWOOD TRUST INC CONVERTIBLE BOND 758075AC9 6,305 6,274,000 PRN   DFND 1,2 6,274,000 0 0
RINGCENTRAL INC CONVERTIBLE BOND 76680RAF4 6,101 5,500,000 PRN   DFND 1,2 5,500,000 0 0
SAREPTA THERAPEUTICS INC CONVERTIBLE BOND 803607AB6 3,961 3,000,000 PRN   DFND 1,2 3,000,000 0 0
SCORPIO TANKERS INC CONVERTIBLE BOND 80918TAB5 547 544,000 PRN   DFND 1,2 544,000 0 0
SFL CORP LTD CONVERTIBLE BOND 824689AG8 12,331 12,347,000 PRN   DFND 1,2 12,347,000 0 0
SFL CORP LTD CONVERTIBLE BOND G81075AF3 1,079 1,060,000 PRN   DFND 1,2 1,060,000 0 0
SHELTER ACQUISITION CORP I COMMON STOCK 822821203 1,498 150,000 SH   DFND 1,2 150,000 0 0
SHOALS TECHNOLOGIES GROUP INC COMMON STOCK 82489W107 176,710 4,977,751 SH   DFND 1,2 4,977,751 0 0
SHOPIFY INC CONVERTIBLE BOND 82509LAA5 5,162 3,950,000 PRN   DFND 1,2 3,950,000 0 0
SORRENTO THERAPEUTICS INC COMMON STOCK 83587F202 1,297 134,000 SH   DFND 1,2 134,000 0 0
SPLUNK INC CONVERTIBLE BOND 848637AD6 6,723 5,500,000 PRN   DFND 1,2 5,500,000 0 0
SSR MINING INC CONVERTIBLE BOND 784730AB9 4,900 4,029,000 PRN   DFND 1,2 4,029,000 0 0
STAR BULK CARRIERS CORP COMMON STOCK Y8162K204 596,544 25,993,242 SH   DFND 1,2 25,993,242 0 0
STARWOOD PROPERTY TRUST INC CONVERTIBLE BOND 85571BAH8 16,023 14,888,000 PRN   DFND 1,2 14,888,000 0 0
SUNOPTA INC COMMON STOCK 8676EP108 218,868 20,726,126 SH   DFND 1,2 20,726,126 0 0
SUPER MICRO COMPUTER INC COMMON STOCK 86800U104 79,633 2,263,610 SH   DFND 1,2 2,263,610 0 0
SUPERNUS PHARMACEUTICALS INC CONVERTIBLE BOND 868459AD0 22,220 22,488,000 PRN   DFND 1,2 22,488,000 0 0
TABULA RASA HEALTHCARE INC CONVERTIBLE BOND 873379AA9 2,950 2,875,000 PRN   DFND 1,2 2,875,000 0 0
TELECOM ARGENTINA SA COMMON STOCK 879273209 12,025 2,260,500 SH   DFND 1,2 2,260,500 0 0
THERAVANCE BIOPHARMA INC CONVERTIBLE BOND 88339KAA0 5,949 6,246,000 PRN   DFND 1,2 6,246,000 0 0
THUNDER BRIDGE CAPITAL PARTNERS IV INC COMMON STOCK 88605L206 1,489 150,000 SH   DFND 1,2 150,000 0 0
TILRAY INC CONVERTIBLE BOND 88688TAB6 13,989 14,200,000 PRN   DFND 1,2 14,200,000 0 0
TORM PLC COMMON STOCK G89479102 476,293 53,812,988 SH   DFND 1,2 53,812,988 0 0
TRANSPORTADORA DE GAS DEL SUR SA COMMON STOCK 893870204 9,091 1,963,575 SH   DFND 1,2 1,963,575 0 0
TRAVERE THERAPEUTICS INC CONVERTIBLE BOND 761299AB2 1,771 2,082,000 PRN   DFND 1,2 2,082,000 0 0
TRIP.COM GROUP LTD CONVERTIBLE BOND 22943FAM2 4,853 4,978,000 PRN   DFND 1,2 4,978,000 0 0
TWITTER INC CONVERTIBLE BOND 90184LAD4 11,232 10,999,000 PRN   DFND 1,2 10,999,000 0 0
TWITTER INC CONVERTIBLE BOND 90184LAF9 4,123 3,000,000 PRN   DFND 1,2 3,000,000 0 0
TWO HARBORS INVESTMENT CORP CONVERTIBLE BOND 90187BAA9 1,082 1,061,000 PRN   DFND 1,2 1,061,000 0 0
UNITI GROUP INC COMMON STOCK 91325V108 35,980 3,397,592 SH   DFND 1,2 3,397,592 0 0
US WELL SERVICES INC WARRANT 91274U119 272 1,500,000 SH   DFND 1,2 1,500,000 0 0
VALARIS LTD COMMON STOCK G9460G101 31,195 1,080,184 SH   DFND 1,2 1,080,184 0 0
VALE SA COMMON STOCK 91912E105 142,462 6,245,576 SH   DFND 1,2 6,245,576 0 0
VEECO INSTRUMENTS INC CONVERTIBLE BOND 922417AD2 8,533 8,482,000 PRN   DFND 1,2 8,482,000 0 0
VEON LTD COMMON STOCK 91822M106 3,070 1,677,722 SH   DFND 1,2 1,677,722 0 0
VIAVI SOLUTIONS INC CONVERTIBLE BOND 925550AB1 938 664,000 PRN   DFND 1,2 664,000 0 0
VISHAY INTERTECHNOLOGY INC CONVERTIBLE BOND 928298AP3 5,008 4,753,000 PRN   DFND 1,2 4,753,000 0 0
VISTA OIL & GAS SAB DE CV COMMON STOCK 92837L109 12,845 3,133,000 SH   DFND 1,2 3,133,000 0 0
VISTRA CORP COMMON STOCK 92840M102 555,323 29,936,602 SH   DFND 1,2 29,936,602 0 0
VONAGE HOLDINGS CORP CONVERTIBLE BOND 92886TAJ1 4,571 4,083,000 PRN   DFND 1,2 4,083,000 0 0
WEIBO CORP CONVERTIBLE BOND 948596AC5 9,517 9,792,000 PRN   DFND 1,2 9,792,000 0 0
WESTERN DIGITAL CORP CONVERTIBLE BOND 958102AP0 17,300 16,122,000 PRN   DFND 1,2 16,122,000 0 0