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 |
ACORDA THERAPEUTICS INC | CV SR UNSEC NT PNC | 00484MAA4 | 6,088 | 7,114,000 | PRN | DFND | 1,2,3,4 | 7,114,000 | 0 | 0 | |
AIR TRANSPORT SERVICES GROUP INC | CV SR UNSEC NT | 00922RAB1 | 3,465 | 3,385,000 | PRN | DFND | 1,2,3,4 | 3,385,000 | 0 | 0 | |
AK STEEL CORP | CV SR UNSEC NT | 001546AP5 | 3,967 | 3,950,000 | PRN | DFND | 1,2,3,4 | 3,950,000 | 0 | 0 | |
AKAMAI TECHNOLOGIES INC | CV SR UNSEC NT | 00971TAJ0 | 5,501 | 5,125,000 | PRN | DFND | 1,2,3,4 | 5,125,000 | 0 | 0 | |
ALLY FINANCIAL INC | COMMON STOCK | 02005N100 | 339,140 | 10,943,541 | SH | DFND | 1,2,3,4 | 10,943,541 | 0 | 0 | |
ALTABA INC | COMMON STOCK | 021346101 | 16,783 | 241,933 | SH | DFND | 1,2,3,4 | 241,933 | 0 | 0 | |
AMAG PHARMACEUTICALS INC | CV SR UNSEC NT | 00163UAD8 | 1,263 | 1,575,000 | PRN | DFND | 1,2,3,4 | 1,575,000 | 0 | 0 | |
AMERICAN ELECTRIC POWER CO INC | 6.125% CV PFD | 025537127 | 511 | 9,550 | SH | DFND | 1,2,3,4 | 9,550 | 0 | 0 | |
ANGLOGOLD ASHANTI-SPON ADR | ADR | 035128206 | 53,399 | 2,998,204 | SH | DFND | 1,2,3,4 | 2,998,204 | 0 | 0 | |
APOLLO COMMERCIAL REAL ESTATE FINANCE INC | CV SR UNSEC NT | 03762UAB1 | 6,687 | 6,669,000 | PRN | DFND | 1,2,3,4 | 6,669,000 | 0 | 0 | |
ARES CAPITAL CORP | CV SR UNSEC NT | 04010LAW3 | 3,612 | 3,499,000 | PRN | DFND | 1,2,3,4 | 3,499,000 | 0 | 0 | |
ASSERTIO THERAPEUTICS INC | CV SR UNSEC NT PNC | 249908AA2 | 19,126 | 26,583,000 | PRN | DFND | 1,2,3,4 | 26,583,000 | 0 | 0 | |
ATLAS AIR WORLDWIDE HOLDINGS INC | CV SR UNSEC NT | 049164BH8 | 5,709 | 5,750,000 | PRN | DFND | 1,2,3,4 | 5,750,000 | 0 | 0 | |
AZUL SA-ADR | ADR | 05501U106 | 50,718 | 1,516,668 | SH | DFND | 1,2,3,4 | 1,516,668 | 0 | 0 | |
BANK OF AMERICA CORP | 7.250000% CV PFD PERPETUAL PNC | 060505682 | 2,688 | 1,960 | SH | DFND | 1,2,3,4 | 1,960 | 0 | 0 | |
BECTON DICKINSON AND CO | 6.125% CV PFD | 075887208 | 3,161 | 51,050 | SH | DFND | 1,2,3,4 | 51,050 | 0 | 0 | |
BEIGENE LTD-ADR | ADR | 07725L102 | 3,310 | 26,700 | SH | DFND | 1,2,3,4 | 26,700 | 0 | 0 | |
BEL FUSE INC | COMMON STOCK | 077347201 | 1,092 | 71,613 | SH | DFND | 1,2,3,4 | 71,613 | 0 | 0 | |
BEL FUSE INC | COMMON STOCK | 077347300 | 3,006 | 175,060 | SH | DFND | 1,2,3,4 | 175,060 | 0 | 0 | |
BERRY PETROLEUM CORP | COMMON STOCK | 08579X101 | 136,653 | 12,891,717 | SH | DFND | 1,2,3,4 | 12,891,717 | 0 | 0 | |
BLACKROCK CAPITAL INVESTMENT CORP | CV SR UNSEC NT | 092533AC2 | 11,673 | 11,630,000 | PRN | DFND | 1,2,3,4 | 11,630,000 | 0 | 0 | |
BLACKROCK TCP CAPITAL CORP | CV SR UNSEC NT | 87238QAB9 | 8,829 | 8,733,000 | PRN | DFND | 1,2,3,4 | 8,733,000 | 0 | 0 | |
BLACKSTONE MORTGAGE TRUST INC | CV SR UNSEC NT | 09257WAB6 | 1,995 | 1,905,000 | PRN | DFND | 1,2,3,4 | 1,905,000 | 0 | 0 | |
BONANZA CREEK ENERGY INC | COMMON STOCK | 097793400 | 33,125 | 1,586,383 | SH | DFND | 1,2,3,4 | 1,586,383 | 0 | 0 | |
BOOKING HOLDINGS INC | CV SR UNSEC NT | 741503AX4 | 4,012 | 3,500,000 | PRN | DFND | 1,2,3,4 | 3,500,000 | 0 | 0 | |
BRF SA-ADR | ADR | 10552T107 | 42,544 | 5,597,803 | SH | DFND | 1,2,3,4 | 5,597,803 | 0 | 0 | |
CAESARS ENTERTAINMENT CORP | COMMON STOCK | 127686103 | 180,255 | 15,250,000 | SH | DFND | 1,2,3,4 | 15,250,000 | 0 | 0 | |
CALAMP CORP | CV SR UNSEC NT | 128126AB5 | 3,752 | 3,844,000 | PRN | DFND | 1,2,3,4 | 3,844,000 | 0 | 0 | |
CAPITAL PRODUCT PARTNERS LP | COMMON STOCK | Y11082206 | 338 | 32,142 | SH | DFND | 1,2,3,4 | 32,142 | 0 | 0 | |
CARDTRONICS INC | CV SR UNSEC NT | 14161HAG3 | 24,500 | 25,174,000 | PRN | DFND | 1,2,3,4 | 25,174,000 | 0 | 0 | |
CEMEX SAB DE CV | COMMON STOCK ADR | 151290889 | 3,435 | 810,000 | SH | DFND | 1,2,3,4 | 810,000 | 0 | 0 | |
CEMEX SAB DE CV | CV SUB NT | 151290BR3 | 8,338 | 8,335,000 | PRN | DFND | 1,2,3,4 | 8,335,000 | 0 | 0 | |
CEMEX SAB DE CV | CV SUB NT | 151290BT9 | 6,805 | 6,805,000 | PRN | DFND | 1,2,3,4 | 6,805,000 | 0 | 0 | |
CEMEX SAB-SPONS ADR PART CER | ADR | 151290889 | 27,023 | 6,373,331 | SH | DFND | 1,2,3,4 | 6,373,331 | 0 | 0 | |
CENTURY COMMUNITIES INC | COMMON STOCK | 156504300 | 48,349 | 1,819,003 | SH | DFND | 1,2,3,4 | 1,819,003 | 0 | 0 | |
CHENIERE ENERGY INC | CV SR UNSEC NT PNC | 16411RAG4 | 666 | 845,000 | PRN | DFND | 1,2,3,4 | 845,000 | 0 | 0 | |
CIMAREX ENERGY CO | COMMON STOCK | 171798101 | 24,665 | 415,735 | SH | DFND | 1,2,3,4 | 415,735 | 0 | 0 | |
CLEAR CHANNEL OUTDOOR HOLDINGS INC | COMMON STOCK | 18453H106 | 7,938 | 1,681,898 | SH | DFND | 1,2,3,4 | 1,681,898 | 0 | 0 | |
CLOVIS ONCOLOGY INC | CV SR UNSEC NT PNC | 189464AB6 | 5,634 | 6,315,000 | PRN | DFND | 1,2,3,4 | 6,315,000 | 0 | 0 | |
CNOOC LTD-SPON ADR | ADR | 126132109 | 59,112 | 346,997 | SH | DFND | 1,2,3,4 | 346,997 | 0 | 0 | |
COLONY CAPITAL INC | CV SR UNSEC NT REIT PNC | 19624RAB2 | 27,691 | 28,328,000 | PRN | DFND | 1,2,3,4 | 28,328,000 | 0 | 0 | |
CONTURA ENERGY INC | COMMON STOCK | 21241B100 | 5,191 | 100,000 | SH | DFND | 1,2,3,4 | 100,000 | 0 | 0 | |
CROWN CASTLE INTERNATIONAL CORP | 6.875% CV PFD | 22822V309 | 2,887 | 2,402 | SH | DFND | 1,2,3,4 | 2,402 | 0 | 0 | |
CSG SYSTEMS INTERNATIONAL INC | CV SR UNSEC NT PNC | 126349AF6 | 2,223 | 2,000,000 | PRN | DFND | 1,2,3,4 | 2,000,000 | 0 | 0 | |
CTRIP.COM INTERNATIONAL LTD | CV SR UNSEC NT (SERIES: C) | 22943FAF7 | 1,137 | 1,150,000 | PRN | DFND | 1,2,3,4 | 1,150,000 | 0 | 0 | |
CTRIP.COM INTERNATIONAL LTD | CV SR UNSEC NT | 22943FAM2 | 15,353 | 15,416,000 | PRN | DFND | 1,2,3,4 | 15,416,000 | 0 | 0 | |
CYPRESS SEMICONDUCTOR CORP | CV SR UNSEC NT | 232806AM1 | 424 | 252,000 | PRN | DFND | 1,2,3,4 | 252,000 | 0 | 0 | |
DANAHER CORP | 4.75% CV PFD | 235851300 | 3,237 | 2,930 | SH | DFND | 1,2,3,4 | 2,930 | 0 | 0 | |
DERMIRA INC | CV SR UNSEC NT | 24983LAB0 | 5,521 | 6,380,000 | PRN | DFND | 1,2,3,4 | 6,380,000 | 0 | 0 | |
DHT HOLDINGS INC | CV SR UNSEC NT PNC | 23335SAB2 | 2,068 | 1,973,000 | PRN | DFND | 1,2,3,4 | 1,973,000 | 0 | 0 | |
DIAMOND S SHIPPING INC | COMMON STOCK | Y20676105 | 282 | 22,076 | SH | DFND | 1,2,3,4 | 22,076 | 0 | 0 | |
DISH NETWORK CORP | CV SR UNSEC NT | 25470MAB5 | 32,734 | 33,584,000 | PRN | DFND | 1,2,3,4 | 33,584,000 | 0 | 0 | |
DISH NETWORK CORP | CV SR UNSEC NT | 25470MAD1 | 26,046 | 28,081,000 | PRN | DFND | 1,2,3,4 | 28,081,000 | 0 | 0 | |
DTE ENERGY CO | 6.5% CV PFD | 233331883 | 1,534 | 27,300 | SH | DFND | 1,2,3,4 | 27,300 | 0 | 0 | |
DYCOM INDUSTRIES INC | CV SR UNSEC NT | 267475AB7 | 17,229 | 17,576,000 | PRN | DFND | 1,2,3,4 | 17,576,000 | 0 | 0 | |
EAGLE BULK SHIPPING INC | COMMON STOCK | Y2187A143 | 141,658 | 27,034,083 | SH | DFND | 1,2,3,4 | 27,034,083 | 0 | 0 | |
ECHO GLOBAL LOGISTICS INC | CV SR UNSEC NT | 27875TAA9 | 16,715 | 16,810,000 | PRN | DFND | 1,2,3,4 | 16,810,000 | 0 | 0 | |
ENCORE CAPITAL GROUP INC | CV SR UNSEC NT | 292554AH5 | 19,348 | 20,353,000 | PRN | DFND | 1,2,3,4 | 20,353,000 | 0 | 0 | |
ENVESTNET INC | CV SR UNSEC NT PNC | 29404KAB2 | 2,706 | 2,265,000 | PRN | DFND | 1,2,3,4 | 2,265,000 | 0 | 0 | |
EURONAV NV | COMMON STOCK | B38564108 | 76,532 | 8,107,246 | SH | DFND | 1,2,3,4 | 8,107,246 | 0 | 0 | |
EXACT SCIENCES CORP | CV SR UNSEC NT | 30063PAB1 | 5,056 | 3,992,000 | PRN | DFND | 1,2,3,4 | 3,992,000 | 0 | 0 | |
EXANTAS CAPITAL CORP | CV SR UNSEC NT | 76120WAC8 | 72,815 | 71,093,000 | PRN | DFND | 1,2,3,4 | 71,093,000 | 0 | 0 | |
EXTRACTION OIL & GAS INC | COMMON STOCK | 30227M105 | 749 | 172,787 | SH | DFND | 1,2,3,4 | 172,787 | 0 | 0 | |
FARMLAND PARTNERS INC | COMMON STOCK REIT | 31154R109 | 1,410 | 200,000 | SH | DFND | 1,2,3,4 | 200,000 | 0 | 0 | |
FIREEYE INC | CV SR UNSEC NT | 31816QAB7 | 4,206 | 4,314,000 | PRN | DFND | 1,2,3,4 | 4,314,000 | 0 | 0 | |
FLEXION THERAPEUTICS INC | CV SR UNSEC NT PNC | 33938JAB2 | 3,012 | 3,449,000 | PRN | DFND | 1,2,3,4 | 3,449,000 | 0 | 0 | |
FORESTAR GROUP INC | CV SR UNSEC NT | 346232AB7 | 17,083 | 17,060,000 | PRN | DFND | 1,2,3,4 | 17,060,000 | 0 | 0 | |
GCI LIBERTY INC | COMMON STOCK | 36164V305 | 9,219 | 150,000 | SH | DFND | 1,2,3,4 | 150,000 | 0 | 0 | |
GNC HOLDINGS INC | CV SR UNSEC NT | 36191GAB3 | 3,150 | 3,694,000 | PRN | DFND | 1,2,3,4 | 3,694,000 | 0 | 0 | |
GOLAR LNG LTD | CV SR UNSEC NT | 38046YAB7 | 13,483 | 14,555,000 | PRN | DFND | 1,2,3,4 | 14,555,000 | 0 | 0 | |
GOLDMAN SACHS BDC INC | CV SR UNSEC NT | 38147UAB3 | 11,603 | 11,520,000 | PRN | DFND | 1,2,3,4 | 11,520,000 | 0 | 0 | |
GOPRO INC | CV SR UNSEC NT | 38268TAB9 | 1,523 | 1,535,000 | PRN | DFND | 1,2,3,4 | 1,535,000 | 0 | 0 | |
GREEN PLAINS INC | CV SR UNSEC NT PNC | 393222AF1 | 15,249 | 17,636,000 | PRN | DFND | 1,2,3,4 | 17,636,000 | 0 | 0 | |
GRUPO TELEVISA SAB | COMMON STOCK ADR | 40049J206 | 3,250 | 385,000 | SH | DFND | 1,2,3,4 | 385,000 | 0 | 0 | |
GUIDEWIRE SOFTWARE INC | CV SR UNSEC NT PNC | 40171VAA8 | 3,381 | 3,000,000 | PRN | DFND | 1,2,3,4 | 3,000,000 | 0 | 0 | |
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC | CV SR UNSEC NT | 41068XAB6 | 3,132 | 2,845,000 | PRN | DFND | 1,2,3,4 | 2,845,000 | 0 | 0 | |
HCI GROUP INC | CV SR UNSEC NT | 40416EAD5 | 3,806 | 3,862,000 | PRN | DFND | 1,2,3,4 | 3,862,000 | 0 | 0 | |
HELIX ENERGY SOLUTIONS GROUP INC | CV SR UNSEC NT PNC | 42330PAH0 | 9,420 | 9,340,000 | PRN | DFND | 1,2,3,4 | 9,340,000 | 0 | 0 | |
HERCULES CAPITAL INC | CV SR UNSEC NT | 427096AF9 | 11,540 | 11,507,000 | PRN | DFND | 1,2,3,4 | 11,507,000 | 0 | 0 | |
HOPE BANCORP INC | CV SR UNSEC NT | 43940TAB5 | 21,063 | 23,000,000 | PRN | DFND | 1,2,3,4 | 23,000,000 | 0 | 0 | |
HORIZON PHARMA INVESTMENT LTD | CV SR UNSEC NT PNC | 44052TAB7 | 2,584 | 2,325,000 | PRN | DFND | 1,2,3,4 | 2,325,000 | 0 | 0 | |
HURON CONSULTING GROUP INC | CV SR UNSEC NT | 447462AB8 | 23,672 | 23,784,000 | PRN | DFND | 1,2,3,4 | 23,784,000 | 0 | 0 | |
HUYA INC-ADR | ADR | 44852D108 | 13,346 | 540,100 | SH | DFND | 1,2,3,4 | 540,100 | 0 | 0 | |
ICICI BANK LTD-SPON ADR | ADR | 45104G104 | 108,728 | 8,635,910 | SH | DFND | 1,2,3,4 | 8,635,910 | 0 | 0 | |
ILLUMINA INC | CV SR UNSEC NT | 452327AH2 | 5,571 | 3,600,000 | PRN | DFND | 1,2,3,4 | 3,600,000 | 0 | 0 | |
INFINERA CORP | COMMON STOCK | 45667G103 | 61,038 | 20,975,384 | SH | DFND | 1,2,3,4 | 20,975,384 | 0 | 0 | |
INFOSYS LTD-SP ADR | ADR | 456788108 | 39,301 | 3,672,938 | SH | DFND | 1,2,3,4 | 3,672,938 | 0 | 0 | |
INFRASTRUCTURE AND ENERGY ALTERNATIVES INC | COMMON STOCK | 45686J104 | 39 | 18,926 | SH | DFND | 1,2,3,4 | 18,926 | 0 | 0 | |
INPHI CORP | CV SR UNSEC NT | 45772FAB3 | 2,825 | 2,100,000 | PRN | DFND | 1,2,3,4 | 2,100,000 | 0 | 0 | |
INSMED INC | CV SR UNSEC NT PNC | 457669AA7 | 3,778 | 3,875,000 | PRN | DFND | 1,2,3,4 | 3,875,000 | 0 | 0 | |
INSULET CORP | CV SR UNSEC NT PNC | 45784PAH4 | 1,607 | 1,128,000 | PRN | DFND | 1,2,3,4 | 1,128,000 | 0 | 0 | |
INTERCEPT PHARMACEUTICALS INC | CV SR UNSEC NT PNC | 45845PAA6 | 5,342 | 5,959,000 | PRN | DFND | 1,2,3,4 | 5,959,000 | 0 | 0 | |
INVACARE CORP | CV SR UNSEC NT | 461203AF8 | 1,426 | 1,745,000 | PRN | DFND | 1,2,3,4 | 1,745,000 | 0 | 0 | |
INVITATION HOMES (IH MERGER SUB LLC) | CV SR UNSEC NT | 19625XAB8 | 2,732 | 2,236,000 | PRN | DFND | 1,2,3,4 | 2,236,000 | 0 | 0 | |
IONIS PHARMACEUTICALS INC | CV SR UNSEC NT | 464337AJ3 | 2,828 | 2,386,000 | PRN | DFND | 1,2,3,4 | 2,386,000 | 0 | 0 | |
IRONWOOD PHARMACEUTICALS INC | CV SR UNSEC NT | 46333XAD0 | 1,071 | 1,000,000 | PRN | DFND | 1,2,3,4 | 1,000,000 | 0 | 0 | |
ISHARES MSCI INDIA ETF | ETP | 46429B598 | 2,114 | 59,800 | SH | DFND | 1,2,3,4 | 59,800 | 0 | 0 | |
ITAU UNIBANCO H-SPON PRF ADR | ADR | 465562106 | 112,323 | 11,923,666 | SH | DFND | 1,2,3,4 | 11,923,666 | 0 | 0 | |
J2 GLOBAL INC | CV SR UNSEC NT CPDI | 48123VAC6 | 4,063 | 2,910,000 | PRN | DFND | 1,2,3,4 | 2,910,000 | 0 | 0 | |
JAZZ INVESTMENTS I LTD | CV SR UNSEC NT PNC | 472145AB7 | 2,236 | 2,190,000 | PRN | DFND | 1,2,3,4 | 2,190,000 | 0 | 0 | |
KKR REAL ESTATE FINANCE TRUST INC | CV SR UNSEC NT | 48251KAB6 | 20,137 | 19,385,000 | PRN | DFND | 1,2,3,4 | 19,385,000 | 0 | 0 | |
LAM RESEARCH CORP | COMMON STOCK | 512807108 | 18,784 | 100,000 | SH | Put | DFND | 1,2,3,4 | 100,000 | 0 | 0 |
LIBERTY MEDIA CORP-LIBERTY BRAVES | COMMON STOCK | 531229888 | 5,113 | 182,800 | SH | DFND | 1,2,3,4 | 182,800 | 0 | 0 | |
LIBERTY MEDIA CORP-LIBERTY FORMULA ONE | CV SR UNSEC NT (LMCK/FWONK) | 531229AF9 | 2,976 | 2,522,000 | PRN | DFND | 1,2,3,4 | 2,522,000 | 0 | 0 | |
LIGAND PHARMACEUTICALS INC | CV SR UNSEC NT | 53220KAF5 | 17,013 | 19,648,000 | PRN | DFND | 1,2,3,4 | 19,648,000 | 0 | 0 | |
LIVE NATION ENTERTAINMENT INC | CV SR UNSEC NT | 538034AQ2 | 1,335 | 1,125,000 | PRN | DFND | 1,2,3,4 | 1,125,000 | 0 | 0 | |
LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA | COMMON STOCK ADR | 54150E104 | 1,252 | 107,000 | SH | DFND | 1,2,3,4 | 107,000 | 0 | 0 | |
LUMENTUM HOLDINGS INC | CV SR UNSEC NT | 55024UAB5 | 1,882 | 1,596,000 | PRN | DFND | 1,2,3,4 | 1,596,000 | 0 | 0 | |
MACQUARIE INFRASTRUCTURE CORP | CV SR UNSEC NT | 55608BAB1 | 22,724 | 25,711,000 | PRN | DFND | 1,2,3,4 | 25,711,000 | 0 | 0 | |
MAGNACHIP SEMICONDUCTOR CORP | COMMON STOCK | 55933J203 | 33,638 | 3,250,000 | SH | DFND | 1,2,3,4 | 3,250,000 | 0 | 0 | |
MEDICINES CO/THE | CV SR UNSEC NT PNC | 584688AG0 | 3,549 | 3,530,000 | PRN | DFND | 1,2,3,4 | 3,530,000 | 0 | 0 | |
MERITOR INC | CV SR UNSEC NT | 59001KAF7 | 2,712 | 2,595,000 | PRN | DFND | 1,2,3,4 | 2,595,000 | 0 | 0 | |
MGIC INVESTMENT CORP | COMMON STOCK | 552848103 | 29,171 | 2,220,000 | SH | DFND | 1,2,3,4 | 2,220,000 | 0 | 0 | |
MICROCHIP TECHNOLOGY INC | CV SR SUB NT | 595017AF1 | 11,294 | 9,567,000 | PRN | DFND | 1,2,3,4 | 9,567,000 | 0 | 0 | |
MICRON TECHNOLOGY INC | COMMON STOCK | 595112103 | 57,885 | 1,500,000 | SH | Put | DFND | 1,2,3,4 | 1,500,000 | 0 | 0 |
MIDSTATES PETROLEUM CO INC | COMMON STOCK | 59804T407 | 821 | 139,473 | SH | DFND | 1,2,3,4 | 139,473 | 0 | 0 | |
MOBILE TELESYSTEMS PJSC | COMMON STOCK ADR | 607409109 | 2,779 | 298,500 | SH | DFND | 1,2,3,4 | 298,500 | 0 | 0 | |
MR COOPER GROUP INC | COMMON STOCK | 62482R107 | 15,440 | 1,927,544 | SH | DFND | 1,2,3,4 | 1,927,544 | 0 | 0 | |
NEUROCRINE BIOSCIENCES INC | CV SR UNSEC NT PNC | 64125CAD1 | 3,952 | 3,000,000 | PRN | DFND | 1,2,3,4 | 3,000,000 | 0 | 0 | |
NEVRO CORP | CV SR UNSEC NT | 64157FAA1 | 8,721 | 8,429,000 | PRN | DFND | 1,2,3,4 | 8,429,000 | 0 | 0 | |
NEW MOUNTAIN FINANCE CORP | CV SR UNSEC NT | 647551AC4 | 4,698 | 4,545,000 | PRN | DFND | 1,2,3,4 | 4,545,000 | 0 | 0 | |
NEW YORK MORTGAGE TRUST INC | CV SR UNSEC NT | 649604AD7 | 16,611 | 16,504,000 | PRN | DFND | 1,2,3,4 | 16,504,000 | 0 | 0 | |
NEXTERA ENERGY INC | 6.123% CV PFD | 65339F820 | 1,557 | 23,980 | SH | DFND | 1,2,3,4 | 23,980 | 0 | 0 | |
NMI HOLDINGS INC | COMMON STOCK | 629209305 | 141,266 | 4,975,911 | SH | DFND | 1,2,3,4 | 4,975,911 | 0 | 0 | |
NRG ENERGY INC | CV SR UNSEC NT | 629377CG5 | 1,531 | 1,430,000 | PRN | DFND | 1,2,3,4 | 1,430,000 | 0 | 0 | |
NUANCE COMMUNICATIONS INC | CV SR UNSEC NT | 67020YAF7 | 6,019 | 6,318,000 | PRN | DFND | 1,2,3,4 | 6,318,000 | 0 | 0 | |
NUVASIVE INC | CV SR UNSEC NT PNC | 670704AG0 | 2,373 | 2,085,000 | PRN | DFND | 1,2,3,4 | 2,085,000 | 0 | 0 | |
NXP SEMICONDUCTORS NV | CV SR UNSEC NT | 62952QAB6 | 3,616 | 3,424,000 | PRN | DFND | 1,2,3,4 | 3,424,000 | 0 | 0 | |
OAKTREE SPECIALTY LENDING CORP | COMMON STOCK | 67401P108 | 1,496 | 276,000 | SH | DFND | 1,2,3,4 | 276,000 | 0 | 0 | |
OAKTREE STRATEGIC INCOME CORP | COMMON STOCK | 67402D104 | 3,328 | 392,000 | SH | DFND | 1,2,3,4 | 392,000 | 0 | 0 | |
OI SA | COMMON STOCK ADR | 670851500 | 4,425 | 2,201,646 | SH | DFND | 1,2,3,4 | 2,201,646 | 0 | 0 | |
ON SEMICONDUCTOR CORP | CV SR UNSEC NT | 682189AK1 | 3,532 | 2,870,000 | PRN | DFND | 1,2,3,4 | 2,870,000 | 0 | 0 | |
OSI SYSTEMS INC | CV SR UNSEC NT PNC | 671044AD7 | 3,391 | 2,855,000 | PRN | DFND | 1,2,3,4 | 2,855,000 | 0 | 0 | |
PAMPA ENERGIA SA | COMMON STOCK ADR | 697660207 | 18,306 | 528,000 | SH | DFND | 1,2,3,4 | 528,000 | 0 | 0 | |
PATRICK INDUSTRIES INC | CV SR UNSEC NT | 703343AB9 | 14,174 | 15,547,000 | PRN | DFND | 1,2,3,4 | 15,547,000 | 0 | 0 | |
PATTERN ENERGY GROUP INC | CV SR UNSEC NT | 70338PAB6 | 21,836 | 21,567,000 | PRN | DFND | 1,2,3,4 | 21,567,000 | 0 | 0 | |
PDC ENERGY INC | CV SR UNSEC NT | 69327RAD3 | 5,730 | 6,086,000 | PRN | DFND | 1,2,3,4 | 6,086,000 | 0 | 0 | |
PDL BIOPHARMA INC | CV SR UNSEC NT | 69329YAG9 | 964 | 914,000 | PRN | DFND | 1,2,3,4 | 914,000 | 0 | 0 | |
PENN VIRGINIA CORP | COMMON STOCK | 70788V102 | 7,639 | 248,979 | SH | DFND | 1,2,3,4 | 248,979 | 0 | 0 | |
PENNYMAC CORP | CV SR UNSEC NT REIT | 70932AAB9 | 26,497 | 26,125,000 | PRN | DFND | 1,2,3,4 | 26,125,000 | 0 | 0 | |
PETROLEO BRASILEIRO-SPON ADR | ADR | 71654V408 | 34,268 | 2,200,848 | SH | DFND | 1,2,3,4 | 2,200,848 | 0 | 0 | |
PETROLEO BRASIL-SP PREF ADR | ADR | 71654V101 | 79,349 | 5,587,814 | SH | DFND | 1,2,3,4 | 5,587,814 | 0 | 0 | |
PG&E CORP | COMMON STOCK | 69331C108 | 27,848 | 1,215,000 | SH | DFND | 1,2,3,4 | 1,215,000 | 0 | 0 | |
PRA GROUP INC | CV SR UNSEC NT | 73640QAB1 | 26,067 | 26,192,000 | PRN | DFND | 1,2,3,4 | 26,192,000 | 0 | 0 | |
PRETIUM RESOURCES INC | CV SR SUB NT PNC | 74139CAB8 | 1,366 | 1,395,000 | PRN | DFND | 1,2,3,4 | 1,395,000 | 0 | 0 | |
PTC THERAPEUTICS INC | CV SR UNSEC NT PNC | 69366JAB7 | 2,219 | 2,000,000 | PRN | DFND | 1,2,3,4 | 2,000,000 | 0 | 0 | |
QIAGEN NV | CV SR UNSEC NT REG S | N72482AT4 | 13,121 | 11,800,000 | PRN | DFND | 1,2,3,4 | 11,800,000 | 0 | 0 | |
QTS REALTY TRUST INC | 6.500000% CV PFD PERPETUAL PNC | 74736A301 | 1,860 | 16,790 | SH | DFND | 1,2,3,4 | 16,790 | 0 | 0 | |
RADIUS HEALTH INC | CV SR UNSEC NT PNC | 750469AA6 | 10,399 | 11,460,000 | PRN | DFND | 1,2,3,4 | 11,460,000 | 0 | 0 | |
REDFIN CORP | CV SR UNSEC NT PNC | 75737FAA6 | 5,488 | 5,901,000 | PRN | DFND | 1,2,3,4 | 5,901,000 | 0 | 0 | |
REDWOOD TRUST INC | CV SR UNSEC NT | 749772AB5 | 18,735 | 18,577,000 | PRN | DFND | 1,2,3,4 | 18,577,000 | 0 | 0 | |
SANDRIDGE ENERGY INC | COMMON STOCK | 80007P869 | 934 | 135,000 | SH | DFND | 1,2,3,4 | 135,000 | 0 | 0 | |
SAREPTA THERAPEUTICS INC | CV SR UNSEC NT | 803607AB6 | 691 | 310,000 | PRN | DFND | 1,2,3,4 | 310,000 | 0 | 0 | |
SCORPIO TANKERS INC | CV SR UNSEC NT | 80918TAB5 | 3,001 | 2,875,000 | PRN | DFND | 1,2,3,4 | 2,875,000 | 0 | 0 | |
SEACOR HOLDINGS INC | CV SR UNSEC NT CPDI | 81170YAB5 | 15,322 | 15,468,000 | PRN | DFND | 1,2,3,4 | 15,468,000 | 0 | 0 | |
SEMPRA ENERGY | 6.75% CV PFD | 816851505 | 1,593 | 14,350 | SH | DFND | 1,2,3,4 | 14,350 | 0 | 0 | |
SHIP FINANCE INTERNATIONAL LTD | CV SR UNSEC NT | G81075AF3 | 22,302 | 21,993,000 | PRN | DFND | 1,2,3,4 | 21,993,000 | 0 | 0 | |
SIGA TECHNOLOGIES INC | COMMON STOCK | 826917106 | 908 | 159,782 | SH | DFND | 1,2,3,4 | 159,782 | 0 | 0 | |
SILICON LABORATORIES INC | CV SR UNSEC NT PNC | 826919AB8 | 2,449 | 1,965,000 | PRN | DFND | 1,2,3,4 | 1,965,000 | 0 | 0 | |
SM ENERGY CO | CV SR UNSEC NT | 78454LAM2 | 8,369 | 9,047,000 | PRN | DFND | 1,2,3,4 | 9,047,000 | 0 | 0 | |
SOLARCITY CORP | CV SR UNSEC NT | 83416TAC4 | 26,140 | 27,039,000 | PRN | DFND | 1,2,3,4 | 27,039,000 | 0 | 0 | |
SPDR S&P 500 ETF TRUST | ETF | 78462F103 | 237,330 | 810,000 | SH | Put | DFND | 1,2,3,4 | 810,000 | 0 | 0 |
SQUARE INC | CV SR UNSEC NT | 852234AD5 | 4,793 | 4,000,000 | PRN | DFND | 1,2,3,4 | 4,000,000 | 0 | 0 | |
SSR MINING INC | CV SR UNSEC NT PNC | 82823LAC0 | 13,760 | 13,744,000 | PRN | DFND | 1,2,3,4 | 13,744,000 | 0 | 0 | |
STANLEY BLACK & DECKER INC | 5.375% CV PFD | 854502887 | 2,862 | 28,300 | SH | DFND | 1,2,3,4 | 28,300 | 0 | 0 | |
STAR BULK CARRIERS CORP | COMMON STOCK | Y8162K204 | 361,043 | 37,413,697 | SH | DFND | 1,2,3,4 | 37,413,697 | 0 | 0 | |
STONEMOR PARTNERS LP | COMMON STOCK | 86183Q100 | 9,851 | 4,477,857 | SH | DFND | 1,2,3,4 | 4,477,857 | 0 | 0 | |
SUNOPTA INC | COMMON STOCK | 8676EP108 | 26,625 | 8,092,699 | SH | DFND | 1,2,3,4 | 8,092,699 | 0 | 0 | |
SUNPOWER CORP | CV SR UNSEC NT | 867652AL3 | 2,115 | 2,374,000 | PRN | DFND | 1,2,3,4 | 2,374,000 | 0 | 0 | |
SUPER MICRO COMPUTER INC | COMMON STOCK | 86800U104 | 46,440 | 2,400,000 | SH | DFND | 1,2,3,4 | 2,400,000 | 0 | 0 | |
SYNAPTICS INC | CV SR UNSEC NT PNC | 87157DAD1 | 15,380 | 17,170,000 | PRN | DFND | 1,2,3,4 | 17,170,000 | 0 | 0 | |
TAIWAN SEMICONDUCTOR-SP ADR | ADR | 874039100 | 114,362 | 2,919,573 | SH | DFND | 1,2,3,4 | 2,919,573 | 0 | 0 | |
TELECOM ARGENTINA SA | COMMON STOCK ADR | 879273209 | 21,169 | 1,198,000 | SH | DFND | 1,2,3,4 | 1,198,000 | 0 | 0 | |
TESLA INC | CV SR UNSEC NT | 88160RAC5 | 875 | 920,000 | PRN | DFND | 1,2,3,4 | 920,000 | 0 | 0 | |
TESLA INC | CV SR UNSEC NT | 88160RAD3 | 7,901 | 8,000,000 | PRN | DFND | 1,2,3,4 | 8,000,000 | 0 | 0 | |
TEVA PHARMACEUTICAL FINANCE CO LLC | CV SR UNSEC NT | 88163VAE9 | 6,907 | 7,511,000 | PRN | DFND | 1,2,3,4 | 7,511,000 | 0 | 0 | |
TORM PLC | COMMON STOCK | G89479102 | 413,978 | 47,600,172 | SH | DFND | 1,2,3,4 | 47,600,172 | 0 | 0 | |
TOWNSQUARE MEDIA INC | COMMON STOCK | 892231101 | 8,583 | 1,595,224 | SH | DFND | 1,2,3,4 | 1,595,224 | 0 | 0 | |
TPG SPECIALTY LENDING INC | CV SR UNSEC NT | 87265KAB8 | 10,765 | 10,686,000 | PRN | DFND | 1,2,3,4 | 10,686,000 | 0 | 0 | |
TRANSPORTADORA DE GAS DEL SUR SA | COMMON STOCK ADR | 893870204 | 15,082 | 1,043,000 | SH | DFND | 1,2,3,4 | 1,043,000 | 0 | 0 | |
TUTOR PERINI CORP | CV SR UNSEC NT PNC | 901109AD0 | 17,235 | 18,135,000 | PRN | DFND | 1,2,3,4 | 18,135,000 | 0 | 0 | |
TWILIO INC | CV SR UNSEC NT PNC | 90138FAB8 | 824 | 410,000 | PRN | DFND | 1,2,3,4 | 410,000 | 0 | 0 | |
TWITTER INC | CV SR UNSEC NT | 90184LAB8 | 6,659 | 6,680,000 | PRN | DFND | 1,2,3,4 | 6,680,000 | 0 | 0 | |
TWITTER INC | CV SR UNSEC NT | 90184LAD4 | 20,151 | 21,000,000 | PRN | DFND | 1,2,3,4 | 21,000,000 | 0 | 0 | |
TWITTER INC | CV SR UNSEC NT | 90184LAF9 | 5,397 | 5,514,000 | PRN | DFND | 1,2,3,4 | 5,514,000 | 0 | 0 | |
TWO HARBORS INVESTMENT CORP | CV SR UNSEC NT | 90187BAA9 | 18,841 | 18,646,000 | PRN | DFND | 1,2,3,4 | 18,646,000 | 0 | 0 | |
ULTRA PETROLEUM CORP | COMMON STOCK | 903914208 | 109 | 590,799 | SH | DFND | 1,2,3,4 | 590,799 | 0 | 0 | |
US WELL SERVICES INC | WARRANT STRIKE 5.75 EXP 11/09/2023 | 91274U119 | 950 | 1,500,000 | SH | DFND | 1,2,3,4 | 1,500,000 | 0 | 0 | |
VANECK VECTORS SEMICONDUCTOR ETF | ETF | 92189F676 | 82,635 | 750,000 | SH | Put | DFND | 1,2,3,4 | 750,000 | 0 | 0 |
VEECO INSTRUMENTS INC | CV SR UNSEC NT PNC | 922417AD2 | 14,778 | 16,560,000 | PRN | DFND | 1,2,3,4 | 16,560,000 | 0 | 0 | |
VEON LTD | COMMON STOCK ADR | 91822M106 | 4,700 | 1,678,900 | SH | DFND | 1,2,3,4 | 1,678,900 | 0 | 0 | |
VERINT SYSTEMS INC | CV SR UNSEC NT | 92343XAA8 | 2,614 | 2,428,000 | PRN | DFND | 1,2,3,4 | 2,428,000 | 0 | 0 | |
VERSO CORP | COMMON STOCK | 92531L207 | 25,361 | 1,331,319 | SH | DFND | 1,2,3,4 | 1,331,319 | 0 | 0 | |
VIAVI SOLUTIONS INC | CV SR UNSEC NT | 925550AB1 | 3,904 | 3,315,000 | PRN | DFND | 1,2,3,4 | 3,315,000 | 0 | 0 | |
VISTRA ENERGY CORP | COMMON STOCK | 92840M102 | 637,347 | 28,151,399 | SH | DFND | 1,2,3,4 | 28,151,399 | 0 | 0 | |
VITAMIN SHOPPE INC | CV SR UNSEC NT | 92849EAB7 | 8,487 | 9,525,000 | PRN | DFND | 1,2,3,4 | 9,525,000 | 0 | 0 | |
WEIBO CORP | CV SR UNSEC NT | 948596AC5 | 4,698 | 4,950,000 | PRN | DFND | 1,2,3,4 | 4,950,000 | 0 | 0 | |
WEIBO CORP-SPON ADR | ADR | 948596101 | 23,165 | 531,918 | SH | DFND | 1,2,3,4 | 531,918 | 0 | 0 | |
WELLS FARGO & CO | 7.500000% CV PFD PERPETUAL PNC | 949746804 | 984 | 721 | SH | DFND | 1,2,3,4 | 721 | 0 | 0 | |
WESTERN ASSET MORTGAGE CAPITAL CORP | CV SR UNSEC NT | 95790DAA3 | 7,376 | 7,452,000 | PRN | DFND | 1,2,3,4 | 7,452,000 | 0 | 0 | |
WHITING PETROLEUM CORP | CV SR UNSEC NT | 966387AL6 | 27,137 | 27,975,000 | PRN | DFND | 1,2,3,4 | 27,975,000 | 0 | 0 | |
WORKDAY INC | CV SR UNSEC NT | 98138HAF8 | 2,516 | 1,675,000 | PRN | DFND | 1,2,3,4 | 1,675,000 | 0 | 0 | |
YANDEX NV-A | Common Stock | N97284108 | 22,155 | 583,020 | SH | DFND | 1,2,3,4 | 583,020 | 0 | 0 | |
YETI HOLDINGS INC | COMMON STOCK | 98585X104 | 15,564 | 537,629 | SH | DFND | 1,2,3,4 | 537,629 | 0 | 0 | |
ZILLOW GROUP INC | CV SR UNSEC NT PNC | 98954MAB7 | 9,703 | 8,554,000 | PRN | DFND | 1,2,3,4 | 8,554,000 | 0 | 0 | |
ZILLOW GROUP INC | CV SR UNSEC NT PNC | 98954MAC5 | 18,048 | 18,289,000 | PRN | DFND | 1,2,3,4 | 18,289,000 | 0 | 0 |