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
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