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 |
AKAMAI TECHNOLOGIES | COM | 00971T101 | 930 | 11,600 | SH | OTR | 1,2 | 0 | 11,600 | 0 | |
AKAMAI TECHNOLOGIES | COM | 00971T101 | 2,896 | 36,163 | SH | DFND | 1 | 36,163 | 0 | 0 | |
ALPHABET- A | CAP STK CL A | 02079K305 | 28,743 | 26,413 | SH | DFND | 1 | 26,413 | 0 | 0 | |
ABERCROMBIE AND FITCH -A- | CL A | 002896207 | 455 | 26,614 | SH | DFND | 1 | 26,614 | 0 | 0 | |
AKAMAI TECHNOLOGIES | COM | 00971T101 | 930 | 11,600 | SH | OTR | 1,2 | 0 | 11,600 | 0 | |
AKAMAI TECHNOLOGIES | COM | 00971T101 | 2,896 | 36,163 | SH | DFND | 1 | 36,163 | 0 | 0 | |
AKORN | COM | 009728106 | 495 | 96,052 | SH | DFND | 1 | 96,052 | 0 | 0 | |
ALPHABET- A | CAP STK CL A | 02079K305 | 28,743 | 26,413 | SH | DFND | 1 | 26,413 | 0 | 0 | |
ALTAIR ENGINEERING | NOTE 0.250% 6/0 | 021369AA1 | 22,788 | 18,894,609 | PRN | DFND | 1 | 18,894,609 | 0 | 0 | |
ALTICE USA INC- A | CL A | 02156K103 | 663 | 27,249 | SH | DFND | 1 | 27,249 | 0 | 0 | |
AMERICAN AIRLINES GROUP INC-REGS | COM | 02376R102 | 1,967 | 84,550 | SH | DFND | 1 | 84,550 | 0 | 0 | |
AMGEN | COM | 031162100 | 1,576 | 8,553 | SH | OTR | 1,2 | 0 | 8,553 | 0 | |
AMGEN INC | COM | 031162100 | 17,313 | 83,534 | SH | DFND | 1 | 83,534 | 0 | 0 | |
APPLE INC / EX - APPLE SHS | COM | 037833100 | 23,936 | 107,672 | SH | DFND | 1 | 107,672 | 0 | 0 | |
AT AND T INC | COM | 00206R102 | 5,577 | 155,760 | SH | OTR | 1,2 | 0 | 155,760 | 0 | |
AT AND T INC | COM | 00206R102 | 29,866 | 893,206 | SH | DFND | 1 | 893,206 | 0 | 0 | |
AXALTA COATING SYSTEMS LTD | COM | G0750C108 | 418 | 14,012 | SH | DFND | 1 | 14,012 | 0 | 0 | |
BALLARD POWER SYSTEMS | COM | 058586108 | 286 | 70,058 | SH | DFND | 1 | 70,058 | 0 | 0 | |
BANK OF NEW YORK MELLON CORP | COM | 064058100 | 598 | 15,635 | SH | DFND | 1 | 15,635 | 0 | 0 | |
BIOGEN IDEC INC | COM | 09062X103 | 771 | 3,300 | SH | OTR | 1,2 | 0 | 3,300 | 0 | |
BIOGEN IDEC INC | COM | 09062X103 | 8,885 | 37,986 | SH | DFND | 1 | 37,986 | 0 | 0 | |
BUNGE LTD | COM | G16962105 | 741 | 13,300 | SH | OTR | 1,2 | 0 | 13,300 | 0 | |
BUNGE LTD | COM | G16962105 | 7,041 | 126,313 | SH | DFND | 1 | 126,313 | 0 | 0 | |
CELGENE | COM | 151020104 | 881 | 9,529 | SH | OTR | 1,2 | 0 | 9,529 | 0 | |
CELGENE CORP | COM | 151020104 | 6,355 | 68,656 | SH | DFND | 1 | 68,656 | 0 | 0 | |
CIENA | COM NEW | 171779309 | 1,864 | 45,300 | SH | OTR | 1,2 | 0 | 45,300 | 0 | |
CIENA CORP | COM NEW | 171779309 | 8,816 | 213,775 | SH | DFND | 1 | 213,775 | 0 | 0 | |
CITIGROUP | COM NEW | 172967424 | 3,161 | 45,151 | SH | DFND | 1 | 45,151 | 0 | 0 | |
CLEVELANDCLIFFS | DBCV 1.500% 1/1 | 185899AA9 | 21,614 | 17,320,257 | PRN | DFND | 1 | 17,320,257 | 0 | 0 | |
COTY INC-CL A | COM CL A | 222070203 | 4,656 | 545,199 | SH | DFND | 1 | 545,199 | 0 | 0 | |
CREE | COM | 225447101 | 773 | 13,644 | SH | DFND | 1 | 12,344 | 1,300 | 0 | |
DELTA AIR LINES | COM NEW | 247361702 | 3,728 | 139,186 | SH | DFND | 1 | 139,186 | 0 | 0 | |
DOMINION ENERGY | UNIT 99/99/9999 | 25746U133 | 38,521 | 375,000 | SH | DFND | 1 | 375,000 | 0 | 0 | |
DR HORTON INC | COM | 23331A109 | 18,736 | 433,478 | SH | DFND | 1 | 433,478 | 0 | 0 | |
EMERSON ELECTRIC | COM | 291011104 | 3,426 | 68,641 | SH | OTR | 1,2 | 0 | 68,641 | 0 | |
EMERSON ELECTRIC CO | COM | 291011104 | 18,448 | 280,338 | SH | DFND | 1 | 280,338 | 0 | 0 | |
EVERCORE-A RG REGISTERED SHS -A | CLASS A | 29977A105 | 14,484 | 163,832 | SH | DFND | 1 | 163,832 | 0 | 0 | |
EXACT SCIENCES | NOTE 0.375% 3/1 | 30063PAB1 | 14,550 | 11,928,756 | PRN | DFND | 1 | 11,928,756 | 0 | 0 | |
FACEBOOK INC-A | CL A | 30303M102 | 14,569 | 75,561 | SH | DFND | 1 | 75,561 | 0 | 0 | |
FIVE9 | NOTE 0.125% 5/0 | 338307AB7 | 6,251 | 5,475,981 | PRN | DFND | 1 | 5,475,981 | 0 | 0 | |
FORD MOTOR COMPANY | COM | 345370860 | 16,195 | 1,590,488 | SH | DFND | 1 | 1,590,488 | 0 | 0 | |
FORD MOTOR COMPANY | COM | 345370860 | 1,728 | 168,854 | SH | OTR | 1,2 | 0 | 168,854 | 0 | |
GENERAL ELECTRIC CO USD | COM | 369604103 | 3,709 | 706,000 | SH | DFND | 1 | 706,000 | 0 | 0 | |
GENERAL MOTORS CO | COM | 37045V100 | 22,272 | 628,082 | SH | DFND | 1 | 517,112 | 110,970 | 0 | |
GILEAD SCIENCES INC | COM | 375558103 | 336 | 4,969 | SH | OTR | 1,2 | 0 | 4,969 | 0 | |
GILEAD SCIENCES INC | COM | 375558103 | 3,120 | 46,141 | SH | DFND | 1 | 46,141 | 0 | 0 | |
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 19,320 | 94,429 | SH | DFND | 1 | 89,074 | 5,355 | 0 | |
HERBALIFE NUTRITION | NOTE 2.625% 3/1 | 42703MAD5 | 2,188 | 1,930,758 | PRN | DFND | 1 | 1,930,758 | 0 | 0 | |
HEXCEL CORP | COM | 428291108 | 218 | 2,700 | SH | OTR | 1,2 | 0 | 2,700 | 0 | |
HEXCEL CORPORATION | COM | 428291108 | 2,153 | 26,650 | SH | DFND | 1 | 26,650 | 0 | 0 | |
HOULIHAN LOKEY INC | CL A | 441593100 | 14,995 | 337,113 | SH | DFND | 1 | 337,113 | 0 | 0 | |
ILLUMINA | COM | 452327109 | 397 | 1,079 | SH | OTR | 1,2 | 0 | 1,079 | 0 | |
ILLUMINA INC | COM | 452327109 | 3,306 | 8,985 | SH | DFND | 1 | 8,985 | 0 | 0 | |
IRONWOOD PHARMACEUTICALS | DBCV 2.250% 6/1 | 46333XAD0 | 11,105 | 10,250,853 | PRN | DFND | 1 | 10,250,853 | 0 | 0 | |
ISIS PHARMACEUTICALS | NOTE 1.000%11/1 | 464337AJ3 | 9,523 | 8,349,362 | PRN | DFND | 1 | 8,349,362 | 0 | 0 | |
J2 GLOBAL | NOTE 3.250% 6/1 | 48123VAC6 | 56,187 | 48,786,537 | PRN | DFND | 1 | 48,786,537 | 0 | 0 | |
JAZZ INVESTMENTS | NOTE 1.875% 8/1 | 472145AB7 | 4,590 | 4,055,649 | PRN | DFND | 1 | 4,055,649 | 0 | 0 | |
JAZZ INVESTMENTS | NOTE 1.500% 8/1 | 472145AD3 | 7,370 | 6,384,042 | PRN | DFND | 1 | 6,384,042 | 0 | 0 | |
KB HOME | COM | 48666K109 | 548 | 21,300 | SH | OTR | 1,2 | 0 | 21,300 | 0 | |
KB HOME | COM | 48666K109 | 2,437 | 94,621 | SH | DFND | 1 | 94,621 | 0 | 0 | |
LAZARD -A- | SHS A | G54050102 | 14,754 | 428,418 | SH | DFND | 1 | 428,418 | 0 | 0 | |
LENNAR CORP COM | CL A | 526057104 | 1,942 | 40,060 | SH | OTR | 1,2 | 0 | 40,060 | 0 | |
LENNAR CORP -A- | CL A | 526057104 | 16,515 | 341,846 | SH | DFND | 1 | 341,846 | 0 | 0 | |
LIBERTY MEDIA GROUP | NOTE 1.000% 1/3 | 531229AF9 | 8,737 | 7,831,635 | PRN | DFND | 1 | 7,831,635 | 0 | 0 | |
M D C HOLDINGS | COM | 552676108 | 44 | 1,329 | SH | OTR | 1,2 | 0 | 1,329 | 0 | |
M D C HOLDINGS | COM | 552676108 | 1,873 | 57,037 | SH | DFND | 1 | 57,037 | 0 | 0 | |
MACYS INC. | COM | 55616P104 | 1,558 | 126,332 | SH | DFND | 1 | 126,332 | 0 | 0 | |
MACYS INC. | COM | 55616P104 | 123 | 11,272 | SH | OTR | 2 | 0 | 11,272 | 0 | |
MEDICINES CO | NOTE 2.750% 7/1 | 584688AG0 | 10,199 | 8,814,714 | PRN | DFND | 1 | 8,814,714 | 0 | 0 | |
MERITAGE HOMES | COM | 59001A102 | 2,359 | 45,797 | SH | DFND | 1 | 45,797 | 0 | 0 | |
METLIFE INC | COM | 59156R108 | 29,397 | 591,257 | SH | DFND | 1 | 558,534 | 32,723 | 0 | |
MICROCHIP TECHNOLOGY | NOTE 1.625% 2/1 | 595017AF1 | 30,581 | 25,321,887 | PRN | DFND | 1 | 25,321,887 | 0 | 0 | |
MICROCHIP TECHNOLOGY | NOTE 2.250% 2/1 | 595017AH7 | 36,572 | 29,859,303 | PRN | DFND | 1 | 29,859,303 | 0 | 0 | |
MONSTER BEVERAGE CORP | COM | 61174X109 | 1,892 | 29,616 | SH | DFND | 1 | 29,616 | 0 | 0 | |
MORGAN STANLEY | COM NEW | 617446448 | 780 | 17,800 | SH | OTR | 1,2 | 0 | 17,800 | 0 | |
MORGAN STANLEY | COM NEW | 617446448 | 1,568 | 35,826 | SH | DFND | 1 | 35,826 | 0 | 0 | |
NETFLIX INC | COM | 64110L106 | 21,127 | 57,205 | SH | DFND | 1 | 57,205 | 0 | 0 | |
NETWORK APPLIANCE INC | COM | 64110D104 | 8,515 | 137,944 | SH | DFND | 1 | 122,744 | 15,200 | 0 | |
NIKE INC CLASS B COM NPV | CL B | 654106103 | 10,777 | 190,793 | SH | DFND | 1 | 190,793 | 0 | 0 | |
NUTANIX INC ZCP 15-01-23 CV | NOTE 1/1 | 67059NAB4 | 9,295 | 8,321,956 | PRN | DFND | 1 | 8,321,956 | 0 | 0 | |
ON SEMICONDUCTOR | NOTE 1.000%12/0 | 682189AK1 | 25,710 | 21,848,103 | PRN | DFND | 1 | 21,848,103 | 0 | 0 | |
ON SEMICONDUCTOR | NOTE 1.625%10/1 | 682189AP0 | 9,457 | 8,328,027 | PRN | DFND | 1 | 8,328,027 | 0 | 0 | |
ORACLE CORP COM | COM | 68389X105 | 44,630 | 780,394 | SH | DFND | 1 | 780,394 | 0 | 0 | |
PFIZER INC | COM | 717081103 | 32,045 | 737,818 | SH | DFND | 1 | 737,818 | 0 | 0 | |
PRUDENTIAL FINANCIAL INC | COM | 744320102 | 1,936 | 19,166 | SH | OTR | 1,2 | 0 | 19,166 | 0 | |
PRUDENTIAL FINANCIAL INC | COM | 744320102 | 34,560 | 342,763 | SH | DFND | 1 | 342,763 | 0 | 0 | |
PULTE GROUP | COM | 745867101 | 1,075 | 67,800 | SH | OTR | 1,2 | 0 | 67,800 | 0 | |
PULTEGROUP | COM | 745867101 | 9,356 | 766,135 | SH | DFND | 1 | 766,135 | 0 | 0 | |
REALPAGE | NOTE 1.500%11/1 | 75606NAB5 | 8,210 | 7,234,416 | PRN | DFND | 1 | 7,234,416 | 0 | 0 | |
REGENERON PHARMACEUTICALS | COM | 75886F107 | 1,204 | 3,848 | SH | OTR | 1,2 | 0 | 3,848 | 0 | |
REGENERON PHARMACEUTICALS INC | COM | 75886F107 | 15,032 | 48,015 | SH | DFND | 1 | 48,015 | 0 | 0 | |
SALESFORCE.COM INC | COM | 79466L302 | 6,665 | 43,898 | SH | DFND | 1 | 43,898 | 0 | 0 | |
SILICON LABORATORIES | NOTE 1.375% 3/0 | 826919AB8 | 32,015 | 26,368,330 | PRN | DFND | 1 | 26,358,630 | 9,700 | 0 | |
SPRINT CORP-W/I | COM | 85207U105 | 618 | 94,000 | SH | OTR | 1,2 | 0 | 94,000 | 0 | |
SPRINT SERIES -1- | COM | 85207U105 | 6,878 | 1,043,095 | SH | DFND | 1 | 1,043,095 | 0 | 0 | |
SQUARE | NOTE 0.500% 5/1 | 852234AD5 | 10,778 | 9,096,372 | PRN | DFND | 1 | 9,096,372 | 0 | 0 | |
TAYLOR MORRISON HOME CORP | COM | 87724P106 | 290 | 13,800 | SH | OTR | 1,2 | 0 | 13,800 | 0 | |
TAYLOR MORRISON HOME CORP -A- | COM | 87724P106 | 3,141 | 149,940 | SH | DFND | 1 | 149,940 | 0 | 0 | |
TMOBILE US INC | COM | 872590104 | 2,759 | 37,215 | SH | OTR | 1,2 | 0 | 37,215 | 0 | |
TMOBILE US INC | COM | 872590104 | 22,421 | 302,402 | SH | DFND | 1 | 302,402 | 0 | 0 | |
TOLL BROTHERS INC | COM | 889478103 | 7,089 | 193,597 | SH | DFND | 1 | 171,297 | 22,300 | 0 | |
TRI POINTE GROUP SHS | COM | 87265H109 | 241 | 20,100 | SH | OTR | 1,2 | 0 | 20,100 | 0 | |
TRI POINTE HOMES INC | COM | 87265H109 | 2,380 | 198,334 | SH | DFND | 1 | 198,334 | 0 | 0 | |
NOTE 0.250% 6/1 | 90184LAF9 | 14,697 | 12,947,535 | PRN | DFND | 1 | 12,947,535 | 0 | 0 | ||
TWITTER INC | COM | 90184L102 | 14,944 | 425,688 | SH | DFND | 1 | 394,288 | 31,400 | 0 | |
UNITED CONTINENTAL HOLDINGS | COM | 910047109 | 3,217 | 36,729 | SH | DFND | 1 | 36,729 | 0 | 0 | |
VERIZON COMMUNICATIONS EX BELL ATLANTIC | COM | 92343V104 | 5,653 | 98,958 | SH | OTR | 1,2 | 0 | 98,958 | 0 | |
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 33,793 | 589,097 | SH | DFND | 1 | 589,097 | 0 | 0 | |
VERTEX PHARMACEUTICALS INC | COM | 92532F100 | 7,135 | 39,123 | SH | DFND | 1 | 35,638 | 3,485 | 0 | |
VOYA FINANCIAL INC | COM | 929089100 | 441 | 7,973 | SH | OTR | 1,2 | 0 | 7,973 | 0 | |
VOYA FINANCIAL INC | COM | 929089100 | 12,907 | 233,418 | SH | DFND | 1 | 233,418 | 0 | 0 | |
WAYFAIR | NOTE 0.375% 9/0 | 94419LAB7 | 16,873 | 15,930,858 | PRN | DFND | 1 | 15,930,858 | 0 | 0 | |
WENDY'S COMPANY (THE) | COM | 95058W100 | 6,716 | 344,532 | SH | DFND | 1 | 344,532 | 0 | 0 | |
WHIRLPOOL CORP | COM | 963320106 | 1,902 | 63,300 | SH | OTR | 1,2 | 0 | 63,300 | 0 | |
WHIRLPOOL CORP | COM | 963320106 | 4,947 | 34,663 | SH | DFND | 1 | 34,663 | 0 | 0 | |
WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 17,398 | 14,915,238 | PRN | DFND | 1 | 14,915,238 | 0 | 0 | |
ZENDESK | NOTE 0.250% 3/1 | 98936JAB7 | 16,122 | 14,185,689 | PRN | DFND | 1 | 14,185,689 | 0 | 0 |