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 |
AT&T INC | COM | 00206R102 | 12,211 | 312,453 | SH | DFND | 1 | 312,453 | 0 | 0 | |
AT&T INC | COM | 00206R102 | 6,002 | 153,580 | SH | OTR | 1,2 | 0 | 153,580 | 0 | |
ACUITY BRANDS INC | COM | 00508Y102 | 330 | 2,400 | SH | DFND | 1 | 2,400 | 0 | 0 | |
ACUITY BRANDS INC | COM | 00508Y102 | 42 | 300 | SH | OTR | 1,2 | 0 | 300 | 0 | |
AIR TRANSPORT SERVICES GRP I | NOTE 1.125%10/1 | 00922RAB1 | 60 | 61,000 | PRN | DFND | 1 | 61,000 | 0 | 0 | |
AKAMAI TECHNOLOGIES INC | COM | 00971T101 | 2,557 | 29,600 | SH | DFND | 1 | 29,600 | 0 | 0 | |
AKAMAI TECHNOLOGIES INC | COM | 00971T101 | 1,002 | 11,600 | SH | OTR | 1,2 | 0 | 11,600 | 0 | |
ALPHABET INC | CAP STK CL A | 02079K305 | 10,741 | 8,019 | SH | DFND | 1 | 8,019 | 0 | 0 | |
AMERICAN AIRLS GROUP INC | COM | 02376R102 | 771 | 26,900 | SH | DFND | 1 | 26,900 | 0 | 0 | |
BIOGEN INC | COM | 09062X103 | 6,382 | 21,507 | SH | DFND | 1 | 21,507 | 0 | 0 | |
BIOGEN INC | COM | 09062X103 | 979 | 3,300 | SH | OTR | 1,2 | 0 | 3,300 | 0 | |
BRIGHT HORIZONS FAM SOL IN D | COM | 109194100 | 1,127 | 7,500 | SH | DFND | 1 | 7,500 | 0 | 0 | |
BRISTOL MYERS SQUIBB CO | COM | 110122108 | 2,438 | 37,988 | SH | DFND | 1 | 37,988 | 0 | 0 | |
BRISTOL MYERS SQUIBB CO | COM | 110122108 | 612 | 9,529 | SH | OTR | 1,2 | 0 | 9,529 | 0 | |
BRISTOL MYERS SQUIBB CO | RIGHT 99/99/9999 | 110122157 | 114 | 37,988 | SH | DFND | 1 | 37,988 | 0 | 0 | |
BRISTOL MYERS SQUIBB CO | RIGHT 99/99/9999 | 110122157 | 29 | 9,529 | SH | OTR | 1,2 | 0 | 9,529 | 0 | |
CENTURYLINK INC | COM | 156700106 | 68 | 5,138 | SH | DFND | 1 | 5,138 | 0 | 0 | |
CIENA CORP | COM NEW | 171779309 | 6,771 | 158,600 | SH | DFND | 1 | 158,600 | 0 | 0 | |
CIENA CORP | COM NEW | 171779309 | 1,933 | 45,300 | SH | OTR | 1,2 | 0 | 45,300 | 0 | |
COTY INC | COM CL A | 222070203 | 1,666 | 148,049 | SH | DFND | 1 | 148,049 | 0 | 0 | |
CREE INC | COM | 225447101 | 384 | 8,300 | SH | DFND | 1 | 8,300 | 0 | 0 | |
CREE INC | COM | 225447101 | 60 | 1,300 | SH | OTR | 1,2 | 0 | 1,300 | 0 | |
CROWDSTRIKE HLDGS INC | CL A | 22788C105 | 9 | 175 | SH | DFND | 1 | 175 | 0 | 0 | |
CYPRESS SEMICONDUCTOR CORP | COM | 232806109 | 1,018 | 43,613 | SH | DFND | 1 | 43,613 | 0 | 0 | |
D R HORTON INC | COM | 23331A109 | 13,098 | 248,314 | SH | DFND | 1 | 248,314 | 0 | 0 | |
D R HORTON INC | COM | 23331A109 | 2,581 | 48,929 | SH | OTR | 1,2 | 0 | 48,929 | 0 | |
DTE ENERGY CO | UNIT 11/01/2022S | 233331842 | 2,563 | 50,000 | PRN | DFND | 1 | 50,000 | 0 | 0 | |
DELTA AIR LINES INC DEL | COM NEW | 247361702 | 1,403 | 24,000 | SH | DFND | 1 | 24,000 | 0 | 0 | |
DISNEY WALT CO | COM DISNEY | 254687106 | 5,122 | 35,412 | SH | DFND | 1 | 35,412 | 0 | 0 | |
DISNEY WALT CO | COM DISNEY | 254687106 | 942 | 6,512 | SH | OTR | 1,2 | 0 | 6,512 | 0 | |
DISH NETWORK CORP | CL A | 25470M109 | 44 | 1,245 | SH | DFND | 1 | 1,245 | 0 | 0 | |
DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470MAB5 | 1,748 | 1,784,000 | PRN | DFND | 1 | 1,784,000 | 0 | 0 | |
ELANCO ANIMAL HEALTH INC | COM | 28414H103 | 2,356 | 80,000 | SH | DFND | 1 | 80,000 | 0 | 0 | |
EMERSON ELEC CO | COM | 291011104 | 12,396 | 162,553 | SH | DFND | 1 | 162,553 | 0 | 0 | |
EMERSON ELEC CO | COM | 291011104 | 1,503 | 19,712 | SH | OTR | 1,2 | 0 | 19,712 | 0 | |
ENERSYS | COM | 29275Y102 | 300 | 4,000 | SH | DFND | 1 | 4,000 | 0 | 0 | |
EVERCORE INC | CLASS A | 29977A105 | 6,992 | 93,520 | SH | DFND | 1 | 93,520 | 0 | 0 | |
FACEBOOK INC | CL A | 30303M102 | 8,857 | 43,148 | SH | DFND | 1 | 43,148 | 0 | 0 | |
FORD MTR CO DEL | COM | 345370860 | 8,053 | 865,870 | SH | DFND | 1 | 865,870 | 0 | 0 | |
FORD MTR CO DEL | COM | 345370860 | 1,570 | 168,854 | SH | OTR | 1,2 | 0 | 168,854 | 0 | |
FUELCELL ENERGY INC | COM | 35952H601 | 2 | 967 | SH | DFND | 1 | 967 | 0 | 0 | |
GENERAL ELECTRIC CO | COM | 369604103 | 2,281 | 204,375 | SH | DFND | 1 | 204,375 | 0 | 0 | |
GENERAL ELECTRIC CO | COM | 369604103 | 316 | 28,307 | SH | OTR | 1,2 | 0 | 28,307 | 0 | |
GENERAL MTRS CO | COM | 37045V100 | 10,483 | 286,414 | SH | DFND | 1 | 286,414 | 0 | 0 | |
GENERAL MTRS CO | COM | 37045V100 | 1,990 | 54,356 | SH | OTR | 1,2 | 0 | 54,356 | 0 | |
GILEAD SCIENCES INC | COM | 375558103 | 1,724 | 26,530 | SH | DFND | 1 | 26,530 | 0 | 0 | |
GILEAD SCIENCES INC | COM | 375558103 | 323 | 4,969 | SH | OTR | 1,2 | 0 | 4,969 | 0 | |
GOLAR LNG LTD | NOTE 2.750% 2/1 | 38046YAB7 | 2,022 | 2,250,000 | PRN | DFND | 1 | 2,250,000 | 0 | 0 | |
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 15,143 | 65,863 | SH | DFND | 1 | 65,863 | 0 | 0 | |
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 1,232 | 5,355 | SH | OTR | 1,2 | 0 | 5,355 | 0 | |
HEXCEL CORP NEW | COM | 428291108 | 1,312 | 17,900 | SH | DFND | 1 | 17,900 | 0 | 0 | |
HEXCEL CORP NEW | COM | 428291108 | 198 | 2,700 | SH | OTR | 1,2 | 0 | 2,700 | 0 | |
HOULIHAN LOKEY INC | CL A | 441593100 | 9,402 | 192,399 | SH | DFND | 1 | 192,399 | 0 | 0 | |
ILLUMINA INC | COM | 452327109 | 1,631 | 4,916 | SH | DFND | 1 | 4,916 | 0 | 0 | |
ILLUMINA INC | COM | 452327109 | 358 | 1,079 | SH | OTR | 1,2 | 0 | 1,079 | 0 | |
INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 1,464 | 1,500,000 | PRN | DFND | 1 | 1,500,000 | 0 | 0 | |
ISHARES TR | CHINA LG-CAP ETF | 464287184 | 70 | 490 | SH | DFND | 1 | 490 | 0 | 0 | |
ITRON INC | COM | 465741106 | 454 | 5,400 | SH | DFND | 1 | 5,400 | 0 | 0 | |
ITRON INC | COM | 465741106 | 67 | 800 | SH | OTR | 1,2 | 0 | 800 | 0 | |
JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 507 | 500,000 | PRN | DFND | 1 | 500,000 | 0 | 0 | |
JUMIA TECHNOLOGIES AG | SPONSORED ADS | 48138M105 | 1,514 | 225,000 | SH | DFND | 1 | 225,000 | 0 | 0 | |
KB HOME | COM | 48666K109 | 1,776 | 51,821 | SH | DFND | 1 | 51,821 | 0 | 0 | |
KB HOME | COM | 48666K109 | 730 | 21,300 | SH | OTR | 1,2 | 0 | 21,300 | 0 | |
LENNAR CORP | CL A | 526057104 | 11,082 | 198,643 | SH | DFND | 1 | 198,643 | 0 | 0 | |
LENNAR CORP | CL A | 526057104 | 2,235 | 40,060 | SH | OTR | 1,2 | 0 | 40,060 | 0 | |
LENNAR CORP | CL B | 526057302 | 53 | 1,192 | SH | OTR | 1,2 | 0 | 1,192 | 0 | |
LIVONGO HEALTH INC | COM | 539183103 | 538 | 21,465 | SH | DFND | 1 | 21,465 | 0 | 0 | |
M D C HLDGS INC | COM | 552676108 | 1,533 | 40,156 | SH | DFND | 1 | 40,156 | 0 | 0 | |
M D C HLDGS INC | COM | 552676108 | 51 | 1,329 | SH | OTR | 1,2 | 0 | 1,329 | 0 | |
MACYS INC | COM | 55616P104 | 717 | 42,228 | SH | DFND | 1 | 42,228 | 0 | 0 | |
MACYS INC | COM | 55616P104 | 96 | 5,636 | SH | OTR | 1,2 | 0 | 5,636 | 0 | |
MERITAGE HOMES CORP | COM | 59001A102 | 1,541 | 25,208 | SH | DFND | 1 | 25,208 | 0 | 0 | |
MERITAGE HOMES CORP | COM | 59001A102 | 39 | 632 | SH | OTR | 1,2 | 0 | 632 | 0 | |
METLIFE INC | COM | 59156R108 | 474 | 9,307 | SH | DFND | 1 | 9,307 | 0 | 0 | |
MONSTER BEVERAGE CORP NEW | COM | 61174X109 | 2,193 | 34,500 | SH | DFND | 1 | 34,500 | 0 | 0 | |
MORGAN STANLEY | COM NEW | 617446448 | 2,229 | 43,600 | SH | DFND | 1 | 43,600 | 0 | 0 | |
MORGAN STANLEY | COM NEW | 617446448 | 910 | 17,800 | SH | OTR | 1,2 | 0 | 17,800 | 0 | |
NVR INC | COM | 62944T105 | 7,792 | 2,046 | SH | DFND | 1 | 2,046 | 0 | 0 | |
NVR INC | COM | 62944T105 | 1,905 | 500 | SH | OTR | 1,2 | 0 | 500 | 0 | |
NETAPP INC | COM | 64110D104 | 5,697 | 91,500 | SH | DFND | 1 | 91,500 | 0 | 0 | |
NETAPP INC | COM | 64110D104 | 946 | 15,200 | SH | OTR | 1,2 | 0 | 15,200 | 0 | |
NETFLIX INC | COM | 64110L106 | 1,776 | 5,487 | SH | DFND | 1 | 5,487 | 0 | 0 | |
NORTONLIFELOCK INC | COM | 668771108 | 6,848 | 268,300 | SH | DFND | 1 | 268,300 | 0 | 0 | |
NORTONLIFELOCK INC | COM | 668771108 | 1,247 | 48,854 | SH | OTR | 1,2 | 0 | 48,854 | 0 | |
ORACLE CORP | COM | 68389X105 | 22,738 | 429,161 | SH | DFND | 1 | 429,161 | 0 | 0 | |
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 17 | 15,000 | PRN | DFND | 1 | 15,000 | 0 | 0 | |
PFIZER INC | COM | 717081103 | 8,066 | 205,887 | SH | DFND | 1 | 205,887 | 0 | 0 | |
PLUG POWER INC | COM NEW | 72919P202 | 235 | 74,200 | SH | DFND | 1 | 74,200 | 0 | 0 | |
PRUDENTIAL FINL INC | COM | 744320102 | 421 | 4,493 | SH | DFND | 1 | 4,493 | 0 | 0 | |
PULTE GROUP INC | COM | 745867101 | 6,549 | 168,785 | SH | DFND | 1 | 168,785 | 0 | 0 | |
PULTE GROUP INC | COM | 745867101 | 1,315 | 33,900 | SH | OTR | 1,2 | 0 | 33,900 | 0 | |
REGENERON PHARMACEUTICALS | COM | 75886F107 | 10,229 | 27,244 | SH | DFND | 1 | 27,244 | 0 | 0 | |
REGENERON PHARMACEUTICALS | COM | 75886F107 | 1,445 | 3,848 | SH | OTR | 1,2 | 0 | 3,848 | 0 | |
SALESFORCE COM INC | COM | 79466L302 | 5,709 | 35,100 | SH | DFND | 1 | 35,100 | 0 | 0 | |
SALESFORCE COM INC | COM | 79466L302 | 1,578 | 9,700 | SH | OTR | 1,2 | 0 | 9,700 | 0 | |
SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 | 64 | 33,000 | PRN | DFND | 1 | 33,000 | 0 | 0 | |
SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919AB8 | 1,341 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
SOCIEDAD QUIMICA MINERA DE C | SPON ADR SER B | 833635105 | 4,004 | 150,000 | SH | DFND | 1 | 150,000 | 0 | 0 | |
SPRINT CORPORATION | COM | 85207U105 | 4,534 | 870,196 | SH | DFND | 1 | 870,196 | 0 | 0 | |
SPRINT CORPORATION | COM | 85207U105 | 490 | 94,000 | SH | OTR | 1,2 | 0 | 94,000 | 0 | |
T MOBILE US INC | COM | 872590104 | 18,756 | 239,163 | SH | DFND | 1 | 239,163 | 0 | 0 | |
T MOBILE US INC | COM | 872590104 | 2,918 | 37,215 | SH | OTR | 1,2 | 0 | 37,215 | 0 | |
TRI POINTE GROUP INC | COM | 87265H109 | 1,697 | 108,951 | SH | DFND | 1 | 108,951 | 0 | 0 | |
TRI POINTE GROUP INC | COM | 87265H109 | 313 | 20,100 | SH | OTR | 1,2 | 0 | 20,100 | 0 | |
TAYLOR MORRISON HOME CORP | COM | 87724P106 | 1,904 | 87,093 | SH | DFND | 1 | 87,093 | 0 | 0 | |
TAYLOR MORRISON HOME CORP | COM | 87724P106 | 302 | 13,800 | SH | OTR | 1,2 | 0 | 13,800 | 0 | |
TESLA INC | COM | 88160R101 | 441 | 1,052 | SH | DFND | 1 | 1,052 | 0 | 0 | |
TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 2,644 | 2,070,000 | PRN | DFND | 1 | 2,070,000 | 0 | 0 | |
TIFFANY & CO NEW | COM | 886547108 | 5,801 | 43,399 | SH | DFND | 1 | 43,399 | 0 | 0 | |
TOLL BROTHERS INC | COM | 889478103 | 3,904 | 98,818 | SH | DFND | 1 | 98,818 | 0 | 0 | |
TOLL BROTHERS INC | COM | 889478103 | 881 | 22,300 | SH | OTR | 1,2 | 0 | 22,300 | 0 | |
TRICIDA INC | COM | 89610F101 | 2,566 | 67,991 | SH | DFND | 1 | 67,991 | 0 | 0 | |
TWITTER INC | COM | 90184L102 | 8,086 | 252,300 | SH | DFND | 1 | 252,300 | 0 | 0 | |
TWITTER INC | COM | 90184L102 | 1,006 | 31,400 | SH | OTR | 1,2 | 0 | 31,400 | 0 | |
UBER TECHNOLOGIES INC | COM | 90353T100 | 5,391 | 181,282 | SH | DFND | 1 | 181,282 | 0 | 0 | |
UNITED AIRLINES HLDGS INC | COM | 910047109 | 1,454 | 16,500 | SH | DFND | 1 | 16,500 | 0 | 0 | |
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 15,658 | 255,022 | SH | DFND | 1 | 255,022 | 0 | 0 | |
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 6,076 | 98,958 | SH | OTR | 1,2 | 0 | 98,958 | 0 | |
VERTEX PHARMACEUTICALS INC | COM | 92532F100 | 4,260 | 19,459 | SH | DFND | 1 | 19,459 | 0 | 0 | |
VERTEX PHARMACEUTICALS INC | COM | 92532F100 | 763 | 3,485 | SH | OTR | 1,2 | 0 | 3,485 | 0 | |
VOYA FINL INC | COM | 929089100 | 1,933 | 31,693 | SH | DFND | 1 | 31,693 | 0 | 0 | |
WABTEC CORP | COM | 929740108 | 0 | 2 | SH | DFND | 1 | 2 | 0 | 0 | |
WAYFAIR INC | NOTE 1.125%11/0 | 94419LAD3 | 2,079 | 2,000,000 | PRN | DFND | 1 | 2,000,000 | 0 | 0 | |
WENDYS CO | COM | 95058W100 | 5,643 | 254,100 | SH | DFND | 1 | 254,100 | 0 | 0 | |
WENDYS CO | COM | 95058W100 | 1,286 | 57,900 | SH | OTR | 1,2 | 0 | 57,900 | 0 | |
WHIRLPOOL CORP | COM | 963320106 | 3,688 | 25,000 | SH | DFND | 1 | 25,000 | 0 | 0 | |
WHIRLPOOL CORP | COM | 963320106 | 796 | 5,400 | SH | OTR | 1,2 | 0 | 5,400 | 0 | |
XYLEM INC | COM | 98419M100 | 2,364 | 30,000 | SH | DFND | 1 | 30,000 | 0 | 0 | |
ZAYO GROUP HLDGS INC | COM | 98919V105 | 683 | 19,723 | SH | DFND | 1 | 19,723 | 0 | 0 | |
ZENDESK INC | NOTE 0.250% 3/1 | 98936JAB7 | 921 | 672,000 | PRN | DFND | 1 | 672,000 | 0 | 0 | |
ZSCALER INC | COM | 98980G102 | 1,395 | 30,000 | SH | DFND | 1 | 30,000 | 0 | 0 | |
AXALTA COATING SYS LTD | COM | G0750C108 | 343 | 11,300 | SH | DFND | 1 | 11,300 | 0 | 0 | |
BUNGE LIMITED | COM | G16962105 | 4,817 | 83,700 | SH | DFND | 1 | 83,700 | 0 | 0 | |
BUNGE LIMITED | COM | G16962105 | 765 | 13,300 | SH | OTR | 1,2 | 0 | 13,300 | 0 | |
LAZARD LTD | SHS A | G54050102 | 9,942 | 248,803 | SH | DFND | 1 | 248,803 | 0 | 0 |