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 |
HDFC BANK LTD | COMMON STOCK | 40415F101 | 3,375,909 | 52,478 | SH | | DFND | 1,2 | 52,478 | 0 | 0 |
ECD AUTOMOTIVE DESIGN INC | COMMON STOCK | 27877D104 | 90,750 | 75,000 | SH | | DFND | 1,2 | 75,000 | 0 | 0 |
ALIBABA GROUP HOLDING LTD | COMMON STOCK | 01609W102 | 8,825,399 | 122,575 | SH | | DFND | 1,2 | 122,575 | 0 | 0 |
CONSTELLATION ENERGY CORP | COMMON STOCK | 21037T109 | 36,048,600 | 180,000 | SH | Put | DFND | 1,2 | 180,000 | 0 | 0 |
VISTRA CORP | COMMON STOCK | 92840M102 | 17,196,000 | 200,000 | SH | Put | DFND | 1,2 | 200,000 | 0 | 0 |
PAMPA ENERGIA SA | COMMON STOCK | 697660207 | 9,018,727 | 203,767 | SH | | DFND | 1,2 | 203,767 | 0 | 0 |
ONITY GROUP INC | COMMON STOCK | 675746606 | 10,815,675 | 451,029 | SH | | DFND | 1,2 | 451,029 | 0 | 0 |
BANCO MACRO SA | COMMON STOCK | 05961W105 | 26,618,319 | 464,300 | SH | | DFND | 1,2 | 464,300 | 0 | 0 |
TRIP.COM GROUP LTD | COMMON STOCK | 89677Q107 | 27,525,314 | 585,645 | SH | | DFND | 1,2 | 585,645 | 0 | 0 |
HIMS & HERS HEALTH INC | COMMON STOCK | 433000106 | 13,465,962 | 666,962 | SH | | DFND | 1,2 | 666,962 | 0 | 0 |
JOYY INC | COMMON STOCK | 46591M109 | 20,444,319 | 679,439 | SH | | DFND | 1,2 | 679,439 | 0 | 0 |
STATE STREET CORP | ETF | 78462F103 | 378,232,900 | 695,000 | SH | Put | DFND | 1,2 | 695,000 | 0 | 0 |
XOMETRY INC | CONVERTIBLE BOND | 98423FAB5 | 536,511 | 713,000 | PRN | | DFND | 1,2 | 713,000 | 0 | 0 |
NRG ENERGY INC | COMMON STOCK | 629377508 | 62,288,000 | 800,000 | SH | Put | DFND | 1,2 | 800,000 | 0 | 0 |
TERNIUM SA | COMMON STOCK | 880890108 | 35,084,466 | 934,340 | SH | | DFND | 1,2 | 934,340 | 0 | 0 |
YPF SA | COMMON STOCK | 984245100 | 19,208,141 | 954,679 | SH | | DFND | 1,2 | 954,679 | 0 | 0 |
STAR HOLDINGS | COMMON STOCK | 85512G106 | 11,660,428 | 966,868 | SH | | DFND | 1,2 | 966,868 | 0 | 0 |
TRANSPORTADORA DE GAS DEL SUR SA | COMMON STOCK | 893870204 | 18,471,013 | 973,183 | SH | | DFND | 1,2 | 973,183 | 0 | 0 |
LENDINGTREE INC | CONVERTIBLE BOND | 52603BAD9 | 995,506 | 1,069,000 | PRN | | DFND | 1,2 | 1,069,000 | 0 | 0 |
EVENTBRITE INC | CONVERTIBLE BOND | 29975EAB5 | 1,132,584 | 1,151,000 | PRN | | DFND | 1,2 | 1,151,000 | 0 | 0 |
ZILLOW GROUP INC | CONVERTIBLE BOND | 98954MAG6 | 1,519,514 | 1,250,000 | PRN | | DFND | 1,2 | 1,250,000 | 0 | 0 |
BAUSCH HEALTH COS INC | COMMON STOCK | 071734107 | 8,851,900 | 1,270,000 | SH | | DFND | 1,2 | 1,270,000 | 0 | 0 |
I3 VERTICALS INC | CONVERTIBLE BOND | 44933TAB2 | 1,229,795 | 1,273,000 | PRN | | DFND | 1,2 | 1,273,000 | 0 | 0 |
H WORLD GROUP LTD | COMMON STOCK | 44332N106 | 43,063,100 | 1,292,410 | SH | | DFND | 1,2 | 1,292,410 | 0 | 0 |
VACASA INC | COMMON STOCK | 91854V206 | 6,698,431 | 1,375,448 | SH | | DFND | 1,2 | 1,375,448 | 0 | 0 |
NORTHERN OIL & GAS INC | CONVERTIBLE BOND | 665531AJ8 | 1,616,650 | 1,400,000 | PRN | | DFND | 1,2 | 1,400,000 | 0 | 0 |
INSULET CORP | CONVERTIBLE BOND | 45784PAK7 | 1,641,375 | 1,500,000 | PRN | | DFND | 1,2 | 1,500,000 | 0 | 0 |
INSMED INC | CONVERTIBLE BOND | 457669AB5 | 3,466,735 | 1,642,000 | PRN | | DFND | 1,2 | 1,642,000 | 0 | 0 |
CYTOKINETICS INC | CONVERTIBLE BOND | 23282WAC4 | 2,221,831 | 1,700,000 | PRN | | DFND | 1,2 | 1,700,000 | 0 | 0 |
BENTLEY SYSTEMS INC | CONVERTIBLE BOND | 08265TAD1 | 1,549,050 | 1,725,000 | PRN | | DFND | 1,2 | 1,725,000 | 0 | 0 |
DEXCOM INC | CONVERTIBLE BOND | 252131AM9 | 1,767,600 | 1,800,000 | PRN | | DFND | 1,2 | 1,800,000 | 0 | 0 |
BLOCK INC | CONVERTIBLE BOND | 852234AF0 | 1,747,887 | 1,807,000 | PRN | | DFND | 1,2 | 1,807,000 | 0 | 0 |
KILROY REALTY CORP | COMMON STOCK | 49427F108 | 57,664,842 | 1,850,011 | SH | | DFND | 1,2 | 1,850,011 | 0 | 0 |
OAKTREE SPECIALTY LENDING CORP | COMMON STOCK | 67401P405 | 34,844,697 | 1,852,456 | SH | | DFND | 1,2 | 1,852,456 | 0 | 0 |
PENNYMAC MORTGAGE INVESTMENT TRUST | CONVERTIBLE BOND | 70932AAD5 | 2,081,625 | 2,100,000 | PRN | | DFND | 1,2 | 2,100,000 | 0 | 0 |
TYLER TECHNOLOGIES INC | CONVERTIBLE BOND | 902252AB1 | 2,310,000 | 2,100,000 | PRN | | DFND | 1,2 | 2,100,000 | 0 | 0 |
BLOCK INC | CONVERTIBLE BOND | 852234AJ2 | 1,960,282 | 2,181,000 | PRN | | DFND | 1,2 | 2,181,000 | 0 | 0 |
ETSY INC | CONVERTIBLE BOND | 29786AAJ5 | 2,183,500 | 2,200,000 | PRN | | DFND | 1,2 | 2,200,000 | 0 | 0 |
NIO INC | CONVERTIBLE BOND | 62914VAF3 | 2,213,598 | 2,324,000 | PRN | | DFND | 1,2 | 2,324,000 | 0 | 0 |
FREEPORT-MCMORAN INC | COMMON STOCK | 35671D857 | 117,510,280 | 2,417,907 | SH | | DFND | 1,2 | 2,417,907 | 0 | 0 |
BRASKEM SA | COMMON STOCK | 105532105 | 15,759,078 | 2,443,268 | SH | | DFND | 1,2 | 2,443,268 | 0 | 0 |
AZUL SA | COMMON STOCK | 05501U106 | 9,783,400 | 2,445,850 | SH | | DFND | 1,2 | 2,445,850 | 0 | 0 |
ESPERION THERAPEUTICS INC | CONVERTIBLE BOND | 29664WAB1 | 2,326,597 | 2,495,000 | PRN | | DFND | 1,2 | 2,495,000 | 0 | 0 |
VISTA ENERGY SAB DE CV | COMMON STOCK | 92837L109 | 113,868,912 | 2,503,714 | SH | | DFND | 1,2 | 2,503,714 | 0 | 0 |
ALVOTECH SA | COMMON STOCK | L01800108 | 30,789,448 | 2,532,027 | SH | | DFND | 1,2 | 2,532,027 | 0 | 0 |
NEVRO CORP | CONVERTIBLE BOND | 64157FAC7 | 2,596,821 | 2,673,000 | PRN | | DFND | 1,2 | 2,673,000 | 0 | 0 |
JD.COM INC | COMMON STOCK | 47215P106 | 72,886,758 | 2,820,695 | SH | | DFND | 1,2 | 2,820,695 | 0 | 0 |
MAGNACHIP SEMICONDUCTOR CORP | COMMON STOCK | 55933J203 | 13,878,808 | 2,849,858 | SH | | DFND | 1,2 | 2,849,858 | 0 | 0 |
FIVE9 INC | CONVERTIBLE BOND | 338307AD3 | 2,713,679 | 2,850,000 | PRN | | DFND | 1,2 | 2,850,000 | 0 | 0 |
POST HOLDINGS INC | CONVERTIBLE BOND | 737446AT1 | 3,187,741 | 2,894,000 | PRN | | DFND | 1,2 | 2,894,000 | 0 | 0 |
BIOMARIN PHARMACEUTICAL INC | CONVERTIBLE BOND | 09061GAH4 | 2,919,260 | 2,936,000 | PRN | | DFND | 1,2 | 2,936,000 | 0 | 0 |
NEOGENOMICS INC | CONVERTIBLE BOND | 64049MAB6 | 2,301,282 | 2,948,000 | PRN | | DFND | 1,2 | 2,948,000 | 0 | 0 |
SHIFT4 PAYMENTS INC | CONVERTIBLE BOND | 82452JAB5 | 3,315,711 | 2,950,000 | PRN | | DFND | 1,2 | 2,950,000 | 0 | 0 |
BATTALION OIL CORP | COMMON STOCK | 07134L107 | 10,053,106 | 3,009,912 | SH | | DFND | 1,2 | 3,009,912 | 0 | 0 |
TELECOM ARGENTINA SA | COMMON STOCK | 879273209 | 21,828,006 | 3,019,088 | SH | | DFND | 1,2 | 3,019,088 | 0 | 0 |
MANNKIND CORP | CONVERTIBLE BOND | 56400PAQ5 | 3,731,704 | 3,093,000 | PRN | | DFND | 1,2 | 3,093,000 | 0 | 0 |
ATLANTICA SUSTAINABLE INFRASTRUCTURE JERSEY LTD | CONVERTIBLE BOND | 04916EAB0 | 3,104,788 | 3,161,000 | PRN | | DFND | 1,2 | 3,161,000 | 0 | 0 |
BRIDGEBIO PHARMA INC | CONVERTIBLE BOND | 10806XAB8 | 3,239,212 | 3,191,000 | PRN | | DFND | 1,2 | 3,191,000 | 0 | 0 |
CARDLYTICS INC | CONVERTIBLE BOND | 14161WAB1 | 2,979,977 | 3,206,000 | PRN | | DFND | 1,2 | 3,206,000 | 0 | 0 |
TURNING POINT BRANDS INC | CONVERTIBLE BOND | 90041LAE5 | 3,232,153 | 3,210,000 | PRN | | DFND | 1,2 | 3,210,000 | 0 | 0 |
SHIFT4 PAYMENTS INC | CONVERTIBLE BOND | 82452JAD1 | 3,166,582 | 3,335,000 | PRN | | DFND | 1,2 | 3,335,000 | 0 | 0 |
UNITI GROUP INC | COMMON STOCK | 91325V108 | 9,920,968 | 3,397,592 | SH | | DFND | 1,2 | 3,397,592 | 0 | 0 |
NORWEGIAN CRUISE LINE HOLDINGS LTD | CONVERTIBLE BOND | 62886HAX9 | 4,250,474 | 3,489,000 | PRN | | DFND | 1,2 | 3,489,000 | 0 | 0 |
COHERUS BIOSCIENCES INC | CONVERTIBLE BOND | 19249HAB9 | 2,572,509 | 3,500,000 | PRN | | DFND | 1,2 | 3,500,000 | 0 | 0 |
CHEGG INC | CONVERTIBLE BOND | 163092AF6 | 2,788,661 | 3,502,000 | PRN | | DFND | 1,2 | 3,502,000 | 0 | 0 |
ARBOR REALTY TRUST INC | CONVERTIBLE BOND | 038923BA5 | 3,517,140 | 3,504,000 | PRN | | DFND | 1,2 | 3,504,000 | 0 | 0 |
HALOZYME THERAPEUTICS INC | CONVERTIBLE BOND | 40637HAF6 | 4,001,811 | 3,592,000 | PRN | | DFND | 1,2 | 3,592,000 | 0 | 0 |
GREEN PLAINS INC | CONVERTIBLE BOND | 393222AK0 | 3,240,250 | 3,638,000 | PRN | | DFND | 1,2 | 3,638,000 | 0 | 0 |
BERRY CORP | COMMON STOCK | 08579X101 | 23,882,620 | 3,697,000 | SH | | DFND | 1,2 | 3,697,000 | 0 | 0 |
LIBERTY GLOBAL LTD | COMMON STOCK | G61188101 | 66,262,532 | 3,801,637 | SH | | DFND | 1,2 | 3,801,637 | 0 | 0 |
BRIDGEBIO PHARMA INC | CONVERTIBLE BOND | 10806XAD4 | 3,042,383 | 3,818,000 | PRN | | DFND | 1,2 | 3,818,000 | 0 | 0 |
LANTHEUS HOLDINGS INC | CONVERTIBLE BOND | 516544AB9 | 4,866,032 | 3,901,000 | PRN | | DFND | 1,2 | 3,901,000 | 0 | 0 |
BILIBILI INC | CONVERTIBLE BOND | 090040AF3 | 3,817,137 | 3,905,000 | PRN | | DFND | 1,2 | 3,905,000 | 0 | 0 |
HAEMONETICS CORP | CONVERTIBLE BOND | 405024AB6 | 3,532,978 | 3,919,000 | PRN | | DFND | 1,2 | 3,919,000 | 0 | 0 |
CBL & ASSOCIATES PROPERTIES INC | COMMON STOCK | 124830878 | 93,639,869 | 4,005,126 | SH | | DFND | 1,2 | 4,005,126 | 0 | 0 |
MARRIOTT VACATIONS WORLDWIDE CORP | CONVERTIBLE BOND | 57164YAF4 | 3,843,915 | 4,201,000 | PRN | | DFND | 1,2 | 4,201,000 | 0 | 0 |
MARATHON DIGITAL HOLDINGS INC | CONVERTIBLE BOND | 565788AB2 | 3,693,610 | 4,276,000 | PRN | | DFND | 1,2 | 4,276,000 | 0 | 0 |
CHEGG INC | CONVERTIBLE BOND | 163092AD1 | 4,022,250 | 4,325,000 | PRN | | DFND | 1,2 | 4,325,000 | 0 | 0 |
SAREPTA THERAPEUTICS INC | CONVERTIBLE BOND | 803607AD2 | 5,657,420 | 4,389,000 | PRN | | DFND | 1,2 | 4,389,000 | 0 | 0 |
IQIYI INC | CONVERTIBLE BOND | G4939KAF3 | 4,197,997 | 4,400,000 | PRN | | DFND | 1,2 | 4,400,000 | 0 | 0 |
BLACKSTONE MORTGAGE TRUST INC | CONVERTIBLE BOND | 09257WAE0 | 4,014,000 | 4,460,000 | PRN | | DFND | 1,2 | 4,460,000 | 0 | 0 |
INDIVIOR PLC | COMMON STOCK | G4766E116 | 70,429,767 | 4,493,173 | SH | | DFND | 1,2 | 4,493,173 | 0 | 0 |
PETROLEO BRASILEIRO SA | COMMON STOCK | 71654V408 | 65,298,503 | 4,506,453 | SH | | DFND | 1,2 | 4,506,453 | 0 | 0 |
TPI COMPOSITES INC | COMMON STOCK | 87266J104 | 18,356,561 | 4,600,642 | SH | | DFND | 1,2 | 4,600,642 | 0 | 0 |
TWO HARBORS INVESTMENT CORP | CONVERTIBLE BOND | 90187BAB7 | 4,440,000 | 4,625,000 | PRN | | DFND | 1,2 | 4,625,000 | 0 | 0 |
ALVOTECH SA | WARRANT | L01800116 | 13,953,334 | 4,666,667 | SH | | DFND | 1,2 | 4,666,667 | 0 | 0 |
ALPHATEC HOLDINGS INC | CONVERTIBLE BOND | 02081GAB8 | 4,595,591 | 4,731,000 | PRN | | DFND | 1,2 | 4,731,000 | 0 | 0 |
EZCORP INC | CONVERTIBLE BOND | 302301AE6 | 4,659,493 | 4,780,000 | PRN | | DFND | 1,2 | 4,780,000 | 0 | 0 |
LIVE NATION ENTERTAINMENT INC | CONVERTIBLE BOND | 538034BA6 | 5,315,808 | 4,798,000 | PRN | | DFND | 1,2 | 4,798,000 | 0 | 0 |
8X8 INC | CONVERTIBLE BOND | 282914AE0 | 3,677,245 | 4,810,000 | PRN | | DFND | 1,2 | 4,810,000 | 0 | 0 |
GROUPON INC | CONVERTIBLE BOND | 399473AF4 | 4,129,931 | 4,835,000 | PRN | | DFND | 1,2 | 4,835,000 | 0 | 0 |
AIR TRANSPORT SERVICES GROUP INC | CONVERTIBLE BOND | 00922RAB1 | 5,035,317 | 5,112,000 | PRN | | DFND | 1,2 | 5,112,000 | 0 | 0 |
REALREAL INC/THE | CONVERTIBLE BOND | 88339PAD3 | 2,532,117 | 5,249,000 | PRN | | DFND | 1,2 | 5,249,000 | 0 | 0 |
PERFICIENT INC | CONVERTIBLE BOND | 71375UAF8 | 5,260,307 | 5,415,000 | PRN | | DFND | 1,2 | 5,415,000 | 0 | 0 |
CRACKER BARREL OLD COUNTRY STORE INC | CONVERTIBLE BOND | 22410JAB2 | 4,904,559 | 5,520,000 | PRN | | DFND | 1,2 | 5,520,000 | 0 | 0 |
SSR MINING INC | CONVERTIBLE BOND | 784730AB9 | 5,053,795 | 5,568,000 | PRN | | DFND | 1,2 | 5,568,000 | 0 | 0 |
NEW MOUNTAIN FINANCE CORP | CONVERTIBLE BOND | 647551AE0 | 5,642,215 | 5,576,000 | PRN | | DFND | 1,2 | 5,576,000 | 0 | 0 |
CHEESECAKE FACTORY INC/THE | CONVERTIBLE BOND | 163072AA9 | 5,169,608 | 5,698,000 | PRN | | DFND | 1,2 | 5,698,000 | 0 | 0 |
UPWORK INC | CONVERTIBLE BOND | 91688FAB0 | 5,084,890 | 5,700,000 | PRN | | DFND | 1,2 | 5,700,000 | 0 | 0 |
EAGLE BULK SHIPPING INC | CONVERTIBLE BOND | 269442AA7 | 12,128,267 | 5,745,000 | PRN | | DFND | 1,2 | 5,745,000 | 0 | 0 |
GERDAU SA | COMMON STOCK | 373737105 | 19,433,224 | 5,888,855 | SH | | DFND | 1,2 | 5,888,855 | 0 | 0 |
ALTICE USA INC | COMMON STOCK | 02156K103 | 12,115,682 | 5,939,060 | SH | | DFND | 1,2 | 5,939,060 | 0 | 0 |
PENNYMAC MORTGAGE INVESTMENT TRUST | CONVERTIBLE BOND | 70932AAF0 | 5,748,319 | 6,011,000 | PRN | | DFND | 1,2 | 6,011,000 | 0 | 0 |
SUMMIT HOTEL PROPERTIES INC | CONVERTIBLE BOND | 866082AA8 | 5,473,440 | 6,048,000 | PRN | | DFND | 1,2 | 6,048,000 | 0 | 0 |
BANDWIDTH INC | CONVERTIBLE BOND | 05988JAD5 | 4,600,704 | 6,056,000 | PRN | | DFND | 1,2 | 6,056,000 | 0 | 0 |
NUTANIX INC | CONVERTIBLE BOND | 67059NAH1 | 7,330,460 | 6,260,000 | PRN | | DFND | 1,2 | 6,260,000 | 0 | 0 |
ANGLOGOLD ASHANTI PLC | COMMON STOCK | G0378L100 | 159,044,955 | 6,328,888 | SH | | DFND | 1,2 | 6,328,888 | 0 | 0 |
PACIRA BIOSCIENCES INC | CONVERTIBLE BOND | 695127AF7 | 6,031,426 | 6,413,000 | PRN | | DFND | 1,2 | 6,413,000 | 0 | 0 |
ITAU UNIBANCO HOLDING SA | COMMON STOCK | 465562106 | 38,813,609 | 6,646,166 | SH | | DFND | 1,2 | 6,646,166 | 0 | 0 |
INNOVIVA INC | CONVERTIBLE BOND | 45781MAD3 | 6,108,120 | 6,768,000 | PRN | | DFND | 1,2 | 6,768,000 | 0 | 0 |
CHESAPEAKE ENERGY CORP | COMMON STOCK | 165167735 | 564,717,976 | 6,870,884 | SH | | DFND | 1,2 | 6,870,884 | 0 | 0 |
EVENTBRITE INC | CONVERTIBLE BOND | 29975EAD1 | 5,950,295 | 6,921,000 | PRN | | DFND | 1,2 | 6,921,000 | 0 | 0 |
TECHTARGET INC | CONVERTIBLE BOND | 87874RAD2 | 6,785,167 | 7,012,000 | PRN | | DFND | 1,2 | 7,012,000 | 0 | 0 |
FIVERR INTERNATIONAL LTD | CONVERTIBLE BOND | 33835LAA3 | 6,759,656 | 7,303,000 | PRN | | DFND | 1,2 | 7,303,000 | 0 | 0 |
MESA LABORATORIES INC | CONVERTIBLE BOND | 59064RAA7 | 7,065,435 | 7,480,000 | PRN | | DFND | 1,2 | 7,480,000 | 0 | 0 |
SMARTRENT INC | COMMON STOCK | 83193G107 | 17,937,655 | 7,505,294 | SH | | DFND | 1,2 | 7,505,294 | 0 | 0 |
ETSY INC | CONVERTIBLE BOND | 29786AAN6 | 5,941,534 | 7,531,000 | PRN | | DFND | 1,2 | 7,531,000 | 0 | 0 |
SOUTHERN CO/THE | CONVERTIBLE BOND | 842587DP9 | 7,942,319 | 7,766,000 | PRN | | DFND | 1,2 | 7,766,000 | 0 | 0 |
STAR BULK CARRIERS CORP | COMMON STOCK | Y8162K204 | 194,221,465 | 7,966,426 | SH | | DFND | 1,2 | 7,966,426 | 0 | 0 |
AKAMAI TECHNOLOGIES INC | CONVERTIBLE BOND | 00971TAL5 | 7,940,608 | 8,176,000 | PRN | | DFND | 1,2 | 8,176,000 | 0 | 0 |
NUVASIVE INC | CONVERTIBLE BOND | 670704AJ4 | 7,896,967 | 8,194,000 | PRN | | DFND | 1,2 | 8,194,000 | 0 | 0 |
SOLAREDGE TECHNOLOGIES INC | CONVERTIBLE BOND | 83417MAD6 | 7,535,463 | 8,222,000 | PRN | | DFND | 1,2 | 8,222,000 | 0 | 0 |
UNITY SOFTWARE INC | CONVERTIBLE BOND | 91332UAB7 | 7,193,683 | 8,302,000 | PRN | | DFND | 1,2 | 8,302,000 | 0 | 0 |
ON SEMICONDUCTOR CORP | CONVERTIBLE BOND | 682189AU9 | 8,041,191 | 8,361,000 | PRN | | DFND | 1,2 | 8,361,000 | 0 | 0 |
LUMENTUM HOLDINGS INC | CONVERTIBLE BOND | 55024UAF6 | 6,629,073 | 8,372,000 | PRN | | DFND | 1,2 | 8,372,000 | 0 | 0 |
AFFIRM HOLDINGS INC | CONVERTIBLE BOND | 00827BAB2 | 6,990,620 | 8,372,000 | PRN | | DFND | 1,2 | 8,372,000 | 0 | 0 |
ASCENDIS PHARMA A/S | CONVERTIBLE BOND | 04351PAD3 | 9,465,260 | 8,476,000 | PRN | | DFND | 1,2 | 8,476,000 | 0 | 0 |
SNAP INC | CONVERTIBLE BOND | 83304AAH9 | 6,846,948 | 8,548,000 | PRN | | DFND | 1,2 | 8,548,000 | 0 | 0 |
PEBBLEBROOK HOTEL TRUST | CONVERTIBLE BOND | 70509VAA8 | 8,141,924 | 9,174,000 | PRN | | DFND | 1,2 | 9,174,000 | 0 | 0 |
TELADOC HEALTH INC | CONVERTIBLE BOND | 87918AAF2 | 7,844,837 | 9,438,000 | PRN | | DFND | 1,2 | 9,438,000 | 0 | 0 |
H WORLD GROUP LTD | CONVERTIBLE BOND | 44332NAB2 | 10,109,312 | 9,465,648 | PRN | | DFND | 1,2 | 9,465,648 | 0 | 0 |
SHAKE SHACK INC | CONVERTIBLE BOND | 819047AB7 | 8,441,610 | 9,703,000 | PRN | | DFND | 1,2 | 9,703,000 | 0 | 0 |
DIGITALOCEAN HOLDINGS INC | CONVERTIBLE BOND | 25402DAB8 | 8,422,455 | 9,938,000 | PRN | | DFND | 1,2 | 9,938,000 | 0 | 0 |
LIBERTY MEDIA CORP-LIBERTY FORMULA ONE | CONVERTIBLE BOND | 531229AQ5 | 10,676,868 | 10,019,000 | PRN | | DFND | 1,2 | 10,019,000 | 0 | 0 |
REDWOOD TRUST INC | CONVERTIBLE BOND | 749772AD1 | 10,337,380 | 10,602,000 | PRN | | DFND | 1,2 | 10,602,000 | 0 | 0 |
RUNWAY GROWTH FINANCE CORP | COMMON STOCK | 78163D100 | 126,768,894 | 10,779,667 | SH | | DFND | 1,2 | 10,779,667 | 0 | 0 |
ENVESTNET INC | CONVERTIBLE BOND | 29404KAG1 | 11,894,248 | 11,049,000 | PRN | | DFND | 1,2 | 11,049,000 | 0 | 0 |
FORD MOTOR CO | CONVERTIBLE BOND | 345370CZ1 | 11,467,752 | 11,315,000 | PRN | | DFND | 1,2 | 11,315,000 | 0 | 0 |
SUNNOVA ENERGY INTERNATIONAL INC | CONVERTIBLE BOND | 86745KAF1 | 6,245,235 | 12,750,000 | PRN | | DFND | 1,2 | 12,750,000 | 0 | 0 |
VALE SA | COMMON STOCK | 91912E105 | 142,453,277 | 12,753,203 | SH | | DFND | 1,2 | 12,753,203 | 0 | 0 |
SITIO ROYALTIES CORP | COMMON STOCK | 82983N108 | 305,398,183 | 12,935,120 | SH | | DFND | 1,2 | 12,935,120 | 0 | 0 |
CEMEX SAB DE CV | COMMON STOCK | 151290889 | 93,862,914 | 14,689,032 | SH | | DFND | 1,2 | 14,689,032 | 0 | 0 |
FIRST MAJESTIC SILVER CORP | CONVERTIBLE BOND | 32076VAD5 | 16,282,559 | 19,627,000 | PRN | | DFND | 1,2 | 19,627,000 | 0 | 0 |
GUARDANT HEALTH INC | CONVERTIBLE BOND | 40131MAB5 | 15,606,437 | 20,116,000 | PRN | | DFND | 1,2 | 20,116,000 | 0 | 0 |
SUNOPTA INC | COMMON STOCK | 8676EP108 | 111,926,282 | 20,726,126 | SH | | DFND | 1,2 | 20,726,126 | 0 | 0 |
SEA LTD | CONVERTIBLE BOND | 81141RAG5 | 19,180,313 | 21,958,000 | PRN | | DFND | 1,2 | 21,958,000 | 0 | 0 |
INFINERA CORP | COMMON STOCK | 45667G103 | 153,318,088 | 25,175,384 | SH | | DFND | 1,2 | 25,175,384 | 0 | 0 |
JETBLUE AIRWAYS CORP | CONVERTIBLE BOND | 477143AP6 | 25,603,284 | 29,024,000 | PRN | | DFND | 1,2 | 29,024,000 | 0 | 0 |
BANCO BRADESCO SA | COMMON STOCK | 059460303 | 77,978,382 | 34,811,777 | SH | | DFND | 1,2 | 34,811,777 | 0 | 0 |
CABLE ONE INC | CONVERTIBLE BOND | 12685JAE5 | 34,559,360 | 39,272,000 | PRN | | DFND | 1,2 | 39,272,000 | 0 | 0 |
GARRETT MOTION INC | COMMON STOCK | 366505105 | 378,671,389 | 44,082,816 | SH | | DFND | 1,2 | 44,082,816 | 0 | 0 |
TORM PLC | COMMON STOCK | G89479102 | 1,724,284,468 | 44,109,986 | SH | | DFND | 1,2 | 44,109,986 | 0 | 0 |