The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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
TWITTER 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