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
ABBVIE INC COM 00287Y109 448 5,881 SH   DFND 1 5,881 0 0
ACUITY BRANDS INC COM 00508Y102 60 700 SH   DFND 1 700 0 0
ACUITY BRANDS INC COM 00508Y102 26 300 SH   OTR 1,2 0 300 0
AGNC INVT CORP COM 00123Q104 293 27,620 SH   DFND 1 27,620 0 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 53 61,000 PRN   DFND 1 61,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 238 2,600 SH   DFND 1 2,600 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 325 285,000 PRN   DFND 1 285,000 0 0
ALPHABET INC CAP STK CL A 02079K305 4,855 4,178 SH   DFND 1 4,178 0 0
ALTICE USA INC CL A 02156K103 35 1,581 SH   DFND 1 1,581 0 0
ALTRIA GROUP INC COM 02209S103 404 10,468 SH   DFND 1 10,468 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 288 23,663 SH   DFND 1 23,663 0 0
AT&T INC COM 00206R102 3,176 108,954 SH   DFND 1 108,954 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 1,975 2,500,000 PRN   DFND 1 2,500,000 0 0
BIOGEN INC COM 09062X103 1,150 3,635 SH   DFND 1 3,635 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 677 12,142 SH   DFND 1 12,142 0 0
BRISTOL-MYERS SQUIBB CO RIGHT 99/99/9999 110122157 173 45,902 SH   DFND 1 45,902 0 0
BRISTOL-MYERS SQUIBB CO RIGHT 99/99/9999 110122157 36 9,529 SH   OTR 1,2 0 9,529 0
BROADCOM INC COM 11135F101 402 1,697 SH   DFND 1 1,697 0 0
CAPRI HOLDINGS LIMITED SHS G1890L107 547 50,775 SH   DFND 1 50,775 0 0
CARDINAL HEALTH INC COM 14149Y108 413 8,613 SH   DFND 1 8,613 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 167 12,728 PRN   DFND 1 12,728 0 0
CBRE GROUP INC CL A 12504L109 318 8,421 SH   DFND 1 8,421 0 0
CENTERPOINT ENERGY INC COM 15189T107 323 20,933 SH   DFND 1 20,933 0 0
CENTURYLINK INC COM 156700106 406 42,824 SH   DFND 1 42,824 0 0
CHINA LODGING GROUP LTD NOTE 0.375%11/0 16949NAC3 113 118,000 PRN   DFND 1 118,000 0 0
CIENA CORP COM NEW 171779309 874 21,951 SH   DFND 1 21,951 0 0
CISCO SYS INC COM 17275R102 440 11,183 SH   DFND 1 11,183 0 0
CONMED CORP NOTE 2.625% 2/0 207410AF8 54 58,000 PRN   DFND 1 58,000 0 0
CREE INC COM 225447101 82 2,300 SH   DFND 1 2,300 0 0
CREE INC COM 225447101 46 1,300 SH   OTR 1,2 0 1,300 0
CREE INC NOTE 0.875% 9/0 225447AB7 134 143,000 PRN   DFND 1 143,000 0 0
CROWDSTRIKE HLDGS INC CL A 22788C105 10 175 SH   DFND 1 175 0 0
D R HORTON INC COM 23331A109 1,066 31,343 SH   DFND 1 31,343 0 0
DELL TECHNOLOGIES INC CL C 24703L202 418 10,587 SH   DFND 1 10,587 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 367 12,843 SH   DFND 1 12,843 0 0
DISCOVERY INC COM SER A 25470F104 336 17,279 SH   DFND 1 17,279 0 0
DISH NETWORK CORPORATION CL A 25470M109 25 1,245 SH   DFND 1 1,245 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 602 741,000 PRN   DFND 1 741,000 0 0
DISNEY WALT CO COM DISNEY 254687106 1,522 15,761 SH   DFND 1 15,761 0 0
DISNEY WALT CO COM DISNEY 254687106 630 6,512 SH   OTR 1,2 0 6,512 0
DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 194 143,000 PRN   DFND 1 143,000 0 0
DOMINION ENERGY INC COM 25746U109 431 5,974 SH   DFND 1 5,974 0 0
DOW INC COM 260557103 346 11,826 SH   DFND 1 11,826 0 0
DXC TECHNOLOGY CO COM 23355L106 232 17,723 SH   DFND 1 17,723 0 0
EASTMAN CHEM CO COM 277432100 345 7,424 SH   DFND 1 7,424 0 0
EMERSON ELEC CO COM 291011104 4,184 87,805 SH   DFND 1 87,805 0 0
EMERSON ELEC CO COM 291011104 939 19,712 SH   OTR 1,2 0 19,712 0
ENERSYS COM 29275Y102 994 20,055 SH   DFND 1 20,055 0 0
EVERCORE INC CLASS A 29977A105 2,058 44,698 SH   DFND 1 44,698 0 0
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 1,345 120,000 SH   DFND 1 120,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 156 185,000 PRN   DFND 1 185,000 0 0
FACEBOOK INC CL A 30303M102 2,017 12,090 SH   DFND 1 12,090 0 0
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 127 150,000 PRN   DFND 1 150,000 0 0
FORD MTR CO DEL COM 345370860 2,539 525,809 SH   DFND 1 525,809 0 0
FORD MTR CO DEL COM 345370860 816 168,854 SH   OTR 1,2 0 168,854 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 328 354,000 PRN   DFND 1 354,000 0 0
FRANKLIN RESOURCES INC COM 354613101 341 20,459 SH   DFND 1 20,459 0 0
FUELCELL ENERGY INC COM 35952H601 0 150 SH   DFND 1 150 0 0
GAP INC COM 364760108 506 71,963 SH   DFND 1 71,963 0 0
GENERAL ELECTRIC CO COM 369604103 763 96,070 SH   DFND 1 96,070 0 0
GENERAL ELECTRIC CO COM 369604103 224 28,307 SH   OTR 1,2 0 28,307 0
GENERAL MTRS CO COM 37045V100 3,390 163,108 SH   DFND 1 163,108 0 0
GENERAL MTRS CO COM 37045V100 1,130 54,356 SH   OTR 1,2 0 54,356 0
GFL ENVIRONMENTAL INC UNIT 99/99/9999T 36168Q120 4,141 100,000 PRN   DFND 1 100,000 0 0
GILEAD SCIENCES INC COM 375558103 991 13,253 SH   DFND 1 13,253 0 0
GOLAR LNG LTD NOTE 2.750% 2/1 38046YAB7 831 1,250,000 PRN   DFND 1 1,250,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 2,193 14,190 SH   DFND 1 14,190 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 828 5,355 SH   OTR 1,2 0 5,355 0
GUESS INC COM 401617105 272 40,301 SH   DFND 1 40,301 0 0
HANESBRANDS INC COM 410345102 300 38,212 SH   DFND 1 38,212 0 0
HARLEY DAVIDSON INC COM 412822108 53 2,820 SH   DFND 1 2,820 0 0
HD SUPPLY HLDGS INC COM 40416M105 354 12,452 SH   DFND 1 12,452 0 0
HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 1,718 2,137,000 PRN   DFND 1 2,137,000 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 366 37,613 SH   DFND 1 37,613 0 0
HEXCEL CORP NEW COM 428291108 186 5,000 SH   DFND 1 5,000 0 0
HEXCEL CORP NEW COM 428291108 100 2,700 SH   OTR 1,2 0 2,700 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 135 1,982 SH   DFND 1 1,982 0 0
HOLLYFRONTIER CORP COM 436106108 303 12,356 SH   DFND 1 12,356 0 0
HOST HOTELS & RESORTS INC COM 44107P104 355 32,101 SH   DFND 1 32,101 0 0
HOULIHAN LOKEY INC CL A 441593100 2,489 47,760 SH   DFND 1 47,760 0 0
HP INC COM 40434L105 420 24,207 SH   DFND 1 24,207 0 0
HYATT HOTELS CORP COM CL A 448579102 125 2,614 SH   DFND 1 2,614 0 0
ILLUMINA INC COM 452327109 337 1,235 SH   DFND 1 1,235 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 160 130,000 PRN   DFND 1 130,000 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 410 3,695 SH   DFND 1 3,695 0 0
INTERPUBLIC GROUP COS INC COM 460690100 364 22,509 SH   DFND 1 22,509 0 0
INTL PAPER CO COM 460146103 396 12,744 SH   DFND 1 12,744 0 0
INVESCO LTD SHS G491BT108 287 31,589 SH   DFND 1 31,589 0 0
IQIYI INC NOTE 3.750%12/0 46267XAB4 195 188,000 PRN   DFND 1 188,000 0 0
IRON MTN INC NEW COM 46284V101 383 16,091 SH   DFND 1 16,091 0 0
ITRON INC COM 465741106 83 1,500 SH   DFND 1 1,500 0 0
ITRON INC COM 465741106 45 800 SH   OTR 1,2 0 800 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 175 200,000 PRN   DFND 1 200,000 0 0
JUNIPER NETWORKS INC COM 48203R104 413 21,576 SH   DFND 1 21,576 0 0
KB HOME COM 48666K109 99 5,504 SH   DFND 1 5,504 0 0
KOHLS CORP COM 500255104 187 12,827 SH   DFND 1 12,827 0 0
KRAFT HEINZ CO COM 500754106 429 17,354 SH   DFND 1 17,354 0 0
LAZARD LTD SHS A G54050102 2,409 102,248 SH   DFND 1 102,248 0 0
LENNAR CORP CL A 526057104 1,129 29,563 SH   DFND 1 29,563 0 0
LENNAR CORP CL A 526057104 41 1,073 SH   OTR 1,2 0 1,073 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 106 112,000 PRN   DFND 1 112,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 231 247,000 PRN   DFND 1 247,000 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 129 136,000 PRN   DFND 1 136,000 0 0
LIVONGO HEALTH INC COM 539183103 136 4,756 SH   DFND 1 4,756 0 0
LULULEMON ATHLETICA INC COM 550021109 486 2,564 SH   DFND 1 2,564 0 0
M D C HLDGS INC COM 552676108 109 4,716 SH   DFND 1 4,716 0 0
MACYS INC COM 55616P104 94 19,301 SH   DFND 1 19,301 0 0
MACYS INC COM 55616P104 28 5,636 SH   OTR 1,2 0 5,636 0
MERITAGE HOMES CORP COM 59001A102 108 2,943 SH   DFND 1 2,943 0 0
METLIFE INC COM 59156R108 347 11,324 SH   DFND 1 11,324 0 0
MOLSON COORS BEVERAGE CO CL B 60871R209 360 9,235 SH   DFND 1 9,235 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 135 2,400 SH   DFND 1 2,400 0 0
MORGAN STANLEY COM NEW 617446448 509 14,970 SH   DFND 1 14,970 0 0
MORGAN STANLEY COM NEW 617446448 605 17,800 SH   OTR 1,2 0 17,800 0
NETAPP INC COM 64110D104 867 20,810 SH   DFND 1 20,810 0 0
NETAPP INC COM 64110D104 634 15,200 SH   OTR 1,2 0 15,200 0
NETFLIX INC COM 64110L106 347 923 SH   DFND 1 923 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 106 124,000 PRN   DFND 1 124,000 0 0
NEWELL BRANDS INC COM 651229106 354 26,696 SH   DFND 1 26,696 0 0
NIKE INC CL B 654106103 1,260 15,227 SH   DFND 1 15,227 0 0
NORTONLIFELOCK INC COM 668771108 2,124 113,542 SH   DFND 1 113,542 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 138 141,000 PRN   DFND 1 141,000 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 161 167,000 PRN   DFND 1 167,000 0 0
NUTANIX INC NOTE 1/1 67059NAB4 115 142,000 PRN   DFND 1 142,000 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 167 161,000 PRN   DFND 1 161,000 0 0
NVR INC COM 62944T105 737 287 SH   DFND 1 287 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 354 13,341 SH   DFND 1 13,341 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 172 170,000 PRN   DFND 1 170,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 143 142,000 PRN   DFND 1 142,000 0 0
ORACLE CORP COM 68389X105 6,934 143,456 SH   DFND 1 143,456 0 0
PACCAR INC COM 693718108 412 6,749 SH   DFND 1 6,749 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 403 417,000 PRN   DFND 1 417,000 0 0
PFIZER INC COM 717081103 9,440 289,235 SH   DFND 1 289,235 0 0
PHILIP MORRIS INTL INC COM 718172109 440 6,032 SH   DFND 1 6,032 0 0
PLUG POWER INC COM NEW 72919P202 273 77,087 SH   DFND 1 77,087 0 0
PPL CORP COM 69351T106 354 14,365 SH   DFND 1 14,365 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 250 247,000 PRN   DFND 1 247,000 0 0
PRUDENTIAL FINL INC COM 744320102 623 11,962 SH   DFND 1 11,962 0 0
PULTE GROUP INC COM 745867101 446 20,000 SH   DFND 1 20,000 0 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 124 142,000 PRN   DFND 1 142,000 0 0
RALPH LAUREN CORP CL A 751212101 482 7,214 SH   DFND 1 7,214 0 0
REGENERON PHARMACEUTICALS COM 75886F107 2,281 4,673 SH   DFND 1 4,673 0 0
SALESFORCE COM INC COM 79466L302 383 2,659 SH   DFND 1 2,659 0 0
SALESFORCE COM INC COM 79466L302 1,396 9,700 SH   OTR 1,2 0 9,700 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 52 33,000 PRN   DFND 1 33,000 0 0
SIMON PPTY GROUP INC NEW COM 828806109 222 4,044 SH   DFND 1 4,044 0 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 338 311,000 PRN   DFND 1 311,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 237 213,000 PRN   DFND 1 213,000 0 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 219 212,000 PRN   DFND 1 212,000 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 135 130,000 PRN   DFND 1 130,000 0 0
T MOBILE US INC COM 872590104 2,369 28,225 SH   DFND 1 28,225 0 0
TAPESTRY INC COM 876030107 281 21,716 SH   DFND 1 21,716 0 0
TARGA RES CORP COM 87612G101 108 15,630 SH   DFND 1 15,630 0 0
TAYLOR MORRISON HOME CORP COM 87724P106 60 5,498 SH   DFND 1 5,498 0 0
TEAM INC NOTE 5.000% 8/0 878155AE0 775 1,000,000 PRN   DFND 1 1,000,000 0 0
TECK RESOURCES LTD CL B 878742204 571 53,470 SH   DFND 1 53,470 0 0
TESLA INC COM 88160R101 86 164 SH   DFND 1 164 0 0
TOLL BROTHERS INC COM 889478103 229 11,882 SH   DFND 1 11,882 0 0
TRI POINTE GROUP INC COM 87265H109 112 12,724 SH   DFND 1 12,724 0 0
TWITTER INC COM 90184L102 1,937 78,899 SH   DFND 1 78,899 0 0
TWITTER INC COM 90184L102 771 31,400 SH   OTR 1,2 0 31,400 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 255 285,000 PRN   DFND 1 285,000 0 0
UNITED AIRLS HLDGS INC COM 910047109 82 2,600 SH   DFND 1 2,600 0 0
UNITED RENTALS INC COM 911363109 384 3,730 SH   DFND 1 3,730 0 0
UNUM GROUP COM 91529Y106 310 20,648 SH   DFND 1 20,648 0 0
VEREIT INC COM 92339V100 265 54,226 SH   DFND 1 54,226 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 3,632 67,589 SH   DFND 1 67,589 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 783 3,290 SH   DFND 1 3,290 0 0
VIACOMCBS INC CL B 92556H206 234 16,649 SH   DFND 1 16,649 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 122 114,000 PRN   DFND 1 114,000 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 134 148,000 PRN   DFND 1 148,000 0 0
VOYA FINANCIAL INC COM 929089100 594 14,653 SH   DFND 1 14,653 0 0
WABTEC COM 929740108 0 2 SH   DFND 1 2 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 453 9,920 SH   DFND 1 9,920 0 0
WAYFAIR INC NOTE 1.125%11/0 94419LAD3 1,534 2,141,000 PRN   DFND 1 2,141,000 0 0
WENDYS CO COM 95058W100 604 40,600 SH   DFND 1 40,600 0 0
WENDYS CO COM 95058W100 861 57,900 SH   OTR 1,2 0 57,900 0
WESTROCK CO COM 96145D105 389 13,742 SH   DFND 1 13,742 0 0
WHIRLPOOL CORP COM 963320106 409 4,770 SH   DFND 1 4,770 0 0
WHIRLPOOL CORP COM 963320106 463 5,400 SH   OTR 1,2 0 5,400 0
WIX COM LTD NOTE 7/0 92940WAB5 108 109,000 PRN   DFND 1 109,000 0 0
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 116 113,000 PRN   DFND 1 113,000 0 0