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 |
ABERCROMBIE & FITCH CO | CL A | 002896207 | 333 | 21,375 | SH | DFND | 1 | 21,375 | 0 | 0 | |
ACUITY BRANDS INC | COM | 00508Y102 | 363 | 2,700 | SH | DFND | 1 | 2,700 | 0 | 0 | |
ACUITY BRANDS INC | COM | 00508Y102 | 40 | 300 | SH | OTR | 1,2 | 0 | 300 | 0 | |
AIR TRANSPORT SE | NOTE 1.125%10/1 | 00922RAB1 | 57 | 61,000 | PRN | DFND | 1 | 61,000 | 0 | 0 | |
AKAMAI TECHNOLOGIES INC | COM | 00971T101 | 2,768 | 30,300 | SH | DFND | 1 | 30,300 | 0 | 0 | |
AKAMAI TECHNOLOGIES INC | COM | 00971T101 | 1,060 | 11,600 | SH | OTR | 1,2 | 0 | 11,600 | 0 | |
AKORN INC | COM | 009728106 | 238 | 62,681 | SH | DFND | 1 | 62,681 | 0 | 0 | |
ALEXION PHARMACEUTICALS INC | COM | 015351109 | 2,448 | 25,000 | SH | DFND | 1 | 25,000 | 0 | 0 | |
ALPHABET INC | CAP STK CL A | 02079K305 | 17,995 | 14,737 | SH | DFND | 1 | 14,737 | 0 | 0 | |
ALTICE USA INC | CL A | 02156K103 | 45 | 1,581 | SH | DFND | 1 | 1,581 | 0 | 0 | |
AMAZON.COM INC | COM | 023135106 | 9,880 | 5,692 | SH | DFND | 1 | 5,692 | 0 | 0 | |
AMERICAN AIRLS GROUP INC | COM | 02376R102 | 749 | 27,800 | SH | DFND | 1 | 27,800 | 0 | 0 | |
AMGEN INC | COM | 031162100 | 13,839 | 71,518 | SH | DFND | 1 | 71,518 | 0 | 0 | |
AMGEN INC | COM | 031162100 | 1,655 | 8,553 | SH | OTR | 1,2 | 0 | 8,553 | 0 | |
APPLE INC | COM | 037833100 | 18,762 | 83,773 | SH | DFND | 1 | 83,773 | 0 | 0 | |
APPLE INC | COM | 037833100 | 488 | 2,180 | SH | OTR | 1,2 | 0 | 2,180 | 0 | |
AT&T INC | COM | 00206R102 | 19,874 | 525,212 | SH | DFND | 1 | 525,212 | 0 | 0 | |
AT&T INC | COM | 00206R102 | 5,811 | 153,580 | SH | OTR | 1,2 | 0 | 153,580 | 0 | |
AXALTA COATING SYS LTD | COM | G0750C108 | 340 | 11,300 | SH | DFND | 1 | 11,300 | 0 | 0 | |
BALLARD PWR SYS INC NEW | COM | 058586108 | 295 | 60,458 | SH | DFND | 1 | 60,458 | 0 | 0 | |
BANK NEW YORK MELLON CORP | COM | 064058100 | 400 | 8,850 | SH | DFND | 1 | 8,850 | 0 | 0 | |
BIOGEN INC | COM | 09062X103 | 6,305 | 27,081 | SH | DFND | 1 | 27,081 | 0 | 0 | |
BIOGEN INC | COM | 09062X103 | 768 | 3,300 | SH | OTR | 1,2 | 0 | 3,300 | 0 | |
BORGWARNER INC | COM | 099724106 | 161 | 4,400 | SH | DFND | 1 | 4,400 | 0 | 0 | |
BORGWARNER INC | COM | 099724106 | 22 | 600 | SH | OTR | 1,2 | 0 | 600 | 0 | |
BUNGE LIMITED | COM | G16962105 | 5,310 | 93,800 | SH | DFND | 1 | 93,800 | 0 | 0 | |
BUNGE LIMITED | COM | G16962105 | 753 | 13,300 | SH | OTR | 1,2 | 0 | 13,300 | 0 | |
CELGENE CORP | COM | 151020104 | 4,962 | 49,971 | SH | DFND | 1 | 49,971 | 0 | 0 | |
CELGENE CORP | COM | 151020104 | 946 | 9,529 | SH | OTR | 1,2 | 0 | 9,529 | 0 | |
CIENA CORP | COM NEW | 171779309 | 6,410 | 163,400 | SH | DFND | 1 | 163,400 | 0 | 0 | |
CIENA CORP | COM NEW | 171779309 | 1,777 | 45,300 | SH | OTR | 1,2 | 0 | 45,300 | 0 | |
COTY INC | COM CL A | 222070203 | 1,801 | 171,447 | SH | DFND | 1 | 171,447 | 0 | 0 | |
CREE INC | COM | 225447101 | 451 | 9,200 | SH | DFND | 1 | 9,200 | 0 | 0 | |
CREE INC | COM | 225447101 | 63 | 1,300 | SH | OTR | 1,2 | 0 | 1,300 | 0 | |
CYPRESS SEMICONDUCTOR CORP | COM | 232806109 | 1,017 | 43,613 | SH | DFND | 1 | 43,613 | 0 | 0 | |
DELTA AIR LINES INC DEL | COM NEW | 247361702 | 1,428 | 24,800 | SH | DFND | 1 | 24,800 | 0 | 0 | |
DISH NETWORK | NOTE 3.375% 8/1 | 25470MAB5 | 1,385 | 1,500,000 | PRN | DFND | 1 | 1,500,000 | 0 | 0 | |
DR HORTON INC | COM | 23331A109 | 16,436 | 311,826 | SH | DFND | 1 | 311,826 | 0 | 0 | |
DR HORTON INC | COM | 23331A109 | 2,579 | 48,929 | SH | OTR | 1,2 | 0 | 48,929 | 0 | |
ELANCO ANIMAL HEALTH INC | COM | 28414H103 | 2,127 | 80,000 | SH | DFND | 1 | 80,000 | 0 | 0 | |
EMERSON ELEC CO | COM | 291011104 | 13,424 | 200,784 | SH | DFND | 1 | 200,784 | 0 | 0 | |
EMERSON ELEC CO | COM | 291011104 | 1,317 | 19,712 | SH | OTR | 1,2 | 0 | 19,712 | 0 | |
ENERSYS | COM | 29275Y102 | 263 | 4,000 | SH | DFND | 1 | 4,000 | 0 | 0 | |
EVERCORE INC | CLASS A | 29977A105 | 9,667 | 120,696 | SH | DFND | 1 | 120,696 | 0 | 0 | |
FACEBOOK INC | CL A | 30303M102 | 9,282 | 52,124 | SH | DFND | 1 | 52,124 | 0 | 0 | |
FORD MTR CO DEL | COM | 345370860 | 10,587 | 1,155,879 | SH | DFND | 1 | 1,155,879 | 0 | 0 | |
FORD MTR CO DEL | COM | 345370860 | 1,546 | 168,854 | SH | OTR | 1,2 | 0 | 168,854 | 0 | |
GARRETT MOTION INC | COM | 366505105 | 2,490 | 250,000 | SH | DFND | 1 | 250,000 | 0 | 0 | |
GENERAL ELECTRIC CO | COM | 369604103 | 2,339 | 261,701 | SH | DFND | 1 | 250,000 | 0 | 0 | |
GENERAL ELECTRIC CO | COM | 369604103 | 253 | 28,307 | SH | OTR | 1,2 | 0 | 261,701 | 0 | |
GENERAL MOTORS CO. | COM | 37045V100 | 14,330 | 382,344 | SH | DFND | 1 | 382,344 | 0 | 0 | |
GENERAL MOTORS CO. | COM | 37045V100 | 2,037 | 54,356 | SH | OTR | 1,2 | 0 | 54,356 | 0 | |
GENESEE & WYO INC | CL A | 371559105 | 842 | 7,628 | SH | DFND | 1 | 7,628 | 0 | 0 | |
GILEAD SCIENCES INC. | COM | 375558103 | 2,222 | 35,071 | SH | DFND | 1 | 35,071 | 0 | 0 | |
GILEAD SCIENCES INC. | COM | 375558103 | 314 | 4,969 | SH | OTR | 1,2 | 0 | 4,969 | 0 | |
GOLAR LNG LTD | NOTE 2.750% 2/1 | 38046YAB7 | 1,981 | 2,250,000 | PRN | DFND | 1 | 2,250,000 | 0 | 0 | |
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 13,701 | 66,116 | SH | DFND | 1 | 66,116 | 0 | 0 | |
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 1,109 | 5,355 | SH | OTR | 1,2 | 0 | 5,355 | 0 | |
HERTZ GLOBAL HLDGS INC | COM | 42806J106 | 791 | 57,168 | SH | DFND | 1 | 57,168 | 0 | 0 | |
HEXCEL CORP | COM | 428291108 | 1,634 | 19,900 | SH | DFND | 1 | 19,900 | 0 | 0 | |
HEXCEL CORP | COM | 428291108 | 221 | 2,700 | SH | OTR | 1,2 | 0 | 2,700 | 0 | |
HORIZON THERAPEUTICS PLC | SHS | G46188101 | 2,682 | 98,526 | SH | DFND | 1 | 98,526 | 0 | 0 | |
HORIZON THERAPEUTICS PLC | SHS | G46188101 | 422 | 15,521 | SH | OTR | 1,2 | 0 | 15,521 | 0 | |
HOULIHAN LOKEY INC | CL A | 441593100 | 11,198 | 248,308 | SH | DFND | 1 | 248,308 | 0 | 0 | |
ILLUMINA INC | COM | 452327109 | 1,994 | 6,555 | SH | DFND | 1 | 6,555 | 0 | 0 | |
ILLUMINA INC | COM | 452327109 | 328 | 1,079 | SH | OTR | 1,2 | 0 | 1,079 | 0 | |
ITRON INC | COM | 465741106 | 443 | 6,000 | SH | DFND | 1 | 6,000 | 0 | 0 | |
ITRON INC | COM | 465741106 | 59 | 800 | SH | OTR | 1,2 | 0 | 800 | 0 | |
JUMIA TECHNOLOGIES AG | SPONSORED ADS | 48138M105 | 1,348 | 169,997 | SH | DFND | 1 | 169,997 | 0 | 0 | |
KB HOME | COM | 48666K109 | 2,302 | 67,731 | SH | DFND | 1 | 67,731 | 0 | 0 | |
KB HOME | COM | 48666K109 | 724 | 21,300 | SH | OTR | 1,2 | 0 | 21,300 | 0 | |
LAZARD LTD | SHS A | G54050102 | 11,093 | 316,949 | SH | DFND | 1 | 316,949 | 0 | 0 | |
LENNAR CORP | CL A | 526057104 | 13,832 | 247,670 | SH | DFND | 1 | 247,670 | 0 | 0 | |
LENNAR CORP | CL A | 526057104 | 2,290 | 41,252 | SH | OTR | 1,2 | 0 | 41,252 | 0 | |
LIVONGO HEALTH INC | COM | 539183103 | 437 | 25,083 | SH | DFND | 1 | 25,083 | 0 | 0 | |
LYONDELLBASELL INDUSTRIES N | SHS - A - | N53745100 | 998 | 11,165 | SH | DFND | 1 | 11,165 | 0 | 0 | |
MACYS INC | COM | 55616P104 | 812 | 52,293 | SH | DFND | 1 | 52,293 | 0 | 0 | |
MACYS INC | COM | 55616P104 | 87 | 5,636 | SH | OTR | 1,2 | 0 | 5,636 | 0 | |
MDC HOLDINGS INC | COM | 552676108 | 2,111 | 48,996 | SH | DFND | 1 | 48,996 | 0 | 0 | |
MDC HOLDINGS INC | COM | 552676108 | 57 | 1,329 | SH | OTR | 1,2 | 0 | 1,329 | 0 | |
MELLANOX TECHNOLOGIES LTD US USD | SHS | M51363113 | 766 | 6,997 | SH | DFND | 1 | 6,997 | 0 | 0 | |
MERITAGE HOMES CORP | COM | 59001A102 | 2,304 | 32,760 | SH | DFND | 1 | 32,760 | 0 | 0 | |
MERITAGE HOMES CORP | COM | 59001A102 | 44 | 632 | SH | OTR | 1,2 | 0 | 632 | 0 | |
METLIFE INC | COM | 59156R108 | 13,889 | 294,519 | SH | DFND | 1 | 294,519 | 0 | 0 | |
METLIFE INC | COM | 59156R108 | 1,513 | 32,091 | SH | OTR | 1,2 | 0 | 32,091 | 0 | |
MICROCHIP TECH | NOTE 1.625% 2/1 | 595017AF1 | 233 | 181,000 | PRN | DFND | 1 | 181,000 | 0 | 0 | |
MONSTER BEVERAGE CORP NEW | COM | 61174X109 | 2,020 | 34,800 | SH | DFND | 1 | 34,800 | 0 | 0 | |
MORGAN STANLEY | COM NEW | 617446448 | 1,903 | 44,600 | SH | DFND | 1 | 44,600 | 0 | 0 | |
MORGAN STANLEY | COM NEW | 617446448 | 759 | 17,800 | SH | OTR | 1,2 | 0 | 17,800 | 0 | |
NETAPP INC | COM | 64110D104 | 4,993 | 95,100 | SH | DFND | 1 | 95,100 | 0 | 0 | |
NETAPP INC | COM | 64110D104 | 798 | 15,200 | SH | OTR | 1,2 | 0 | 15,200 | 0 | |
NETFLIX INC | COM | 64110L106 | 8,863 | 33,119 | SH | DFND | 1 | 33,119 | 0 | 0 | |
NEUROCRINE BIO | NOTE 2.250% 5/1 | 64125CAD1 | 2,070 | 1,500,000 | PRN | DFND | 1 | 1,500,000 | 0 | 0 | |
NEXTERA ENERGY | UNIT 09/01/2022S | 65339F796 | 6,303 | 1,250,000 | PRN | DFND | 1 | 1,250,000 | 0 | 0 | |
NIKE INC | CL B | 654106103 | 10,617 | 113,044 | SH | DFND | 1 | 19,761 | 0 | 0 | |
NUANCE COMMUNIC | NOTE 1.250% 4/0 | 67020YAN0 | 2,471 | 2,500,000 | PRN | DFND | 1 | 2,500,000 | 0 | 0 | |
NVR INC | COM | 62944T105 | 9,523 | 2,562 | SH | DFND | 1 | 2,562 | 0 | 0 | |
NVR INC | COM | 62944T105 | 1,858 | 500 | SH | OTR | 1,2 | 0 | 500 | 0 | |
ORACLE CORP | COM | 68389X105 | 27,396 | 497,842 | SH | DFND | 1 | 497,842 | 0 | 0 | |
PALO ALTO NET | NOTE 0.750% 7/0 | 697435AD7 | 1,600 | 1,515,000 | PRN | DFND | 1 | 1,515,000 | 0 | 0 | |
PFIZER INC | COM | 717081103 | 13,446 | 374,252 | SH | DFND | 1 | 374,252 | 0 | 0 | |
PLUG POWER INC | COM NEW | 72919P202 | 195 | 74,200 | SH | DFND | 1 | 74,200 | 0 | 0 | |
PRUDENTIAL FINL INC | COM | 744320102 | 16,263 | 180,802 | SH | DFND | 1 | 180,802 | 0 | 0 | |
PRUDENTIAL FINL INC | COM | 744320102 | 1,723 | 19,166 | SH | OTR | 1,2 | 0 | 19,166 | 0 | |
PULTE GROUP INC | COM | 745867101 | 7,911 | 216,456 | SH | DFND | 1 | 216,456 | 0 | 0 | |
PULTE GROUP INC | COM | 745867101 | 1,239 | 33,900 | SH | OTR | 1,2 | 0 | 33,900 | 0 | |
REGENERON PHARMACEUTICALS | COM | 75886F107 | 9,804 | 35,345 | SH | DFND | 1 | 35,345 | 0 | 0 | |
REGENERON PHARMACEUTICALS | COM | 75886F107 | 1,067 | 3,848 | SH | OTR | 1,2 | 0 | 3,848 | 0 | |
SALESFORCE COM INC | COM | 79466L302 | 5,343 | 36,000 | SH | DFND | 1 | 36,000 | 0 | 0 | |
SALESFORCE COM INC | COM | 79466L302 | 1,439 | 9,700 | SH | OTR | 1,2 | 0 | 9,700 | 0 | |
SHOCKWAVE MED INC | COM | 82489T104 | 2,095 | 70,000 | SH | DFND | 1 | 70,000 | 0 | 0 | |
SILICON LABS | NOTE 1.375% 3/0 | 826919AB8 | 1,299 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
SOCIEDAD QUIMICA MINERA DE C | SPON ADR SER B | 833635105 | 4,168 | 150,000 | SH | DFND | 1 | 150,000 | 0 | 0 | |
SPRINT CORPORATION | COM | 85207U105 | 4,469 | 724,378 | SH | DFND | 1 | 724,378 | 0 | 0 | |
SPRINT CORPORATION | COM | 85207U105 | 579 | 94,000 | SH | OTR | 1,2 | 0 | 94,000 | 0 | |
SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 333 | 299,000 | PRN | DFND | 1 | 299,000 | 0 | 0 | |
SYMANTEC CORP | COM | 871503108 | 9,375 | 396,746 | SH | DFND | 1 | 348,000 | 0 | 0 | |
SYMANTEC CORP | COM | 871503108 | 1,154 | 48,854 | SH | OTR | 1,2 | 0 | 48,854 | 0 | |
TAYLOR MORRISON HOME CORP | COM | 87724P106 | 2,848 | 109,820 | SH | DFND | 1 | 109,820 | 0 | 0 | |
TAYLOR MORRISON HOME CORP | COM | 87724P106 | 357 | 13,800 | SH | OTR | 1,2 | 0 | 13,800 | 0 | |
TESLA INC | COM | 88160R101 | 253 | 1,052 | SH | DFND | 1 | 1,052 | 0 | 0 | |
T-MOBILE US INC | COM | 872590104 | 20,774 | 263,741 | SH | DFND | 1 | 263,741 | 0 | 0 | |
T-MOBILE US INC | COM | 872590104 | 2,931 | 37,215 | SH | OTR | 1,2 | 0 | 37,215 | 0 | |
TOLL BROTHERS INC | COM | 889478103 | 4,786 | 116,604 | SH | DFND | 1 | 116,604 | 0 | 0 | |
TOLL BROTHERS INC | COM | 889478103 | 915 | 22,300 | SH | OTR | 1,2 | 0 | 22,300 | 0 | |
TRI POINTE GROUP INC | COM | 87265H109 | 2,133 | 141,827 | SH | DFND | 1 | 141,827 | 0 | 0 | |
TRI POINTE GROUP INC | COM | 87265H109 | 302 | 20,100 | SH | OTR | 1,2 | 0 | 20,100 | 0 | |
TWITTER INC | COM | 90184L102 | 11,910 | 289,100 | SH | DFND | 1 | 289,100 | 0 | 0 | |
TWITTER INC | COM | 90184L102 | 1,293 | 31,400 | SH | OTR | 1,2 | 0 | 31,400 | 0 | |
UNITED AIRLINES HLDGS INC | COM | 910047109 | 1,502 | 17,000 | SH | DFND | 1 | 17,000 | 0 | 0 | |
VERIZON COMMUNICATIONS INC. | COM | 92343V104 | 20,680 | 342,619 | SH | DFND | 1 | 342,619 | 0 | 0 | |
VERIZON COMMUNICATIONS INC. | COM | 92343V104 | 5,973 | 98,958 | SH | OTR | 1,2 | 0 | 98,958 | 0 | |
VERTEX PHARMACEUTICALS INC | COM | 92532F100 | 4,388 | 25,901 | SH | DFND | 1 | 25,901 | 0 | 0 | |
VERTEX PHARMACEUTICALS INC | COM | 92532F100 | 590 | 3,485 | SH | OTR | 1,2 | 0 | 3,485 | 0 | |
VOYA FINL INC | COM | 929089100 | 9,081 | 166,822 | SH | DFND | 1 | 166,822 | 0 | 0 | |
VOYA FINL INC | COM | 929089100 | 434 | 7,973 | SH | OTR | 1,2 | 0 | 7,973 | 0 | |
WABTEC CORP | COM | 929740108 | 130 | 1,817 | SH | DFND | 1 | 1,817 | 0 | 0 | |
WABTEC CORP | COM | 929740108 | 23 | 325 | SH | OTR | 1,2 | 0 | 325 | 0 | |
WAYFAIR INC | NOTE 0.375% 9/0 | 94419LAB7 | 433 | 348,000 | PRN | DFND | 1 | 348,000 | 0 | 0 | |
WENDYS CO | COM | 95058W100 | 5,232 | 261,900 | SH | DFND | 1 | 261,900 | 0 | 0 | |
WENDYS CO | COM | 95058W100 | 1,156 | 57,900 | SH | OTR | 1,2 | 0 | 57,900 | 0 | |
WHIRLPOOL CORP | COM | 963320106 | 4,101 | 25,900 | SH | DFND | 1 | 25,900 | 0 | 0 | |
WHIRLPOOL CORP | COM | 963320106 | 855 | 5,400 | SH | OTR | 1,2 | 0 | 5,400 | 0 | |
XYLEM INC | COM | 98419M100 | 1,194 | 15,000 | SH | DFND | 1 | 15,000 | 0 | 0 | |
ZAYO GROUP HLDGS INC | COM | 98919V105 | 668 | 19,723 | SH | DFND | 1 | 19,723 | 0 | 0 | |
ZSCALER INC | COM | 98980G102 | 1,181 | 25,000 | SH | DFND | 1 | 25,000 | 0 | 0 |