The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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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 | 20,726,126 | 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 |