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
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