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 148 1,383 SH   DFND 1 1,383 0 0
ACUITY BRANDS INC COM 00508Y102 48 400 SH   DFND 1 400 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 374 302,000 PRN   DFND 1 302,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 336 301,000 PRN   DFND 1 301,000 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 0 3,000 SH   DFND 1 3,000 0 0
ALLIANT ENERGY CORP COM 018802108 51 989 SH   DFND 1 989 0 0
AMER STATES WTR CO COM 029899101 0 6,000 SH   DFND 1 6,000 0 0
AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 276 213,000 PRN   DFND 1 213,000 0 0
AMERICAN WELL CORP CL A 03044L105 0 22,500 SH   DFND 1 22,500 0 0
AT&T INC COM 00206R102 1,246 55,831 SH   DFND 1 55,831 0 0
BALLARD PWR SYS INC NEW COM 058586108 335 11,245 SH   DFND 1 11,245 0 0
BANK NEW YORK MELLON CORP COM 064058100 55 1,296 SH   DFND 1 1,296 0 0
BORGWARNER INC COM 099724106 27 700 SH   DFND 1 700 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 410 6,602 SH   DFND 1 6,602 0 0
BRISTOL-MYERS SQUIBB CO RIGHT 99/99/9999 110122157 74 45,902 SH   DFND 1 45,902 0 0
BRISTOL-MYERS SQUIBB CO RIGHT 99/99/9999 110122157 15 9,529 SH   OTR 1,2 0 9,529 0
CARDINAL HEALTH INC COM 14149Y108 260 4,849 SH   DFND 1 4,849 0 0
CENTERPOINT ENERGY INC COM 15189T107 13 583 SH   DFND 1 583 0 0
CIENA CORP COM NEW 171779309 906 17,151 SH   DFND 1 17,151 0 0
CMS ENERGY CORP COM 125896100 59 962 SH   DFND 1 962 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 551 6,718 SH   DFND 1 6,718 0 0
COMMERCIAL METALS CO COM 201723103 468 22,781 SH   DFND 1 22,781 0 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 0 40,000 SH   DFND 1 40,000 0 0
CREE INC COM 225447101 71 667 SH   DFND 1 667 0 0
D R HORTON INC COM 23331A109 722 10,471 SH   DFND 1 10,471 0 0
DISH NETWORK CORPORATION CL A 25470M109 40 1,245 SH   DFND 1 1,245 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 0 7,000 SH   DFND 1 7,000 0 0
EMERSON ELEC CO COM 291011104 2,447 30,442 SH   DFND 1 30,442 0 0
ENERSYS COM 29275Y102 922 11,099 SH   DFND 1 11,099 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 380 290,000 PRN   DFND 1 290,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 258 185,000 PRN   DFND 1 185,000 0 0
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 177 147,000 PRN   DFND 1 147,000 0 0
FORD MTR CO DEL COM 345370860 1,648 187,483 SH   DFND 1 187,483 0 0
FORD MTR CO DEL COM 345370860 1,484 168,854 SH   OTR 1,2 0 168,854 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 390 378,000 PRN   DFND 1 378,000 0 0
GENERAL ELECTRIC CO COM 369604103 826 76,410 SH   DFND 1 76,410 0 0
GENERAL MTRS CO COM 37045V100 2,364 56,763 SH   DFND 1 56,763 0 0
GENERAL MTRS CO COM 37045V100 2,263 54,356 SH   OTR 1,2 0 54,356 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,060 4,020 SH   DFND 1 4,020 0 0
HARLEY DAVIDSON INC COM 412822108 38 1,044 SH   DFND 1 1,044 0 0
HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 137 134,000 PRN   DFND 1 134,000 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 66 5,564 SH   DFND 1 5,564 0 0
HEXCEL CORP NEW COM 428291108 127 2,618 SH   DFND 1 2,618 0 0
ILLUMINA INC COM 452327109 0 1,000 SH   DFND 1 1,000 0 0
ILLUMINA INC NOTE 8/1 452327AK5 219 196,000 PRN   DFND 1 196,000 0 0
INSULET CORP NOTE 0.375% 9/0 45784PAK7 260 200,000 PRN   DFND 1 200,000 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 56 445 SH   DFND 1 445 0 0
INTERNATIONAL PAPER CO COM 460146103 59 1,178 SH   DFND 1 1,178 0 0
INTERPUBLIC GROUP COS INC COM 460690100 280 11,888 SH   DFND 1 11,888 0 0
IQIYI INC NOTE 2.000% 4/0 46267XAD0 305 321,000 PRN   DFND 1 321,000 0 0
IQIYI INC NOTE 3.750%12/0 46267XAB4 189 188,000 PRN   DFND 1 188,000 0 0
IRON MTN INC NEW COM 46284V101 15 507 SH   DFND 1 507 0 0
ITRON INC COM 465741106 48 501 SH   DFND 1 501 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 149 139,000 PRN   DFND 1 139,000 0 0
JUMIA TECHNOLOGIES AG SPONSORED ADS 48138M105 0 10,000 SH   DFND 1 10,000 0 0
KB HOME COM 48666K109 79 2,352 SH   DFND 1 2,352 0 0
KRAFT HEINZ CO COM 500754106 94 2,712 SH   DFND 1 2,712 0 0
LENNAR CORP CL A 526057104 738 9,685 SH   DFND 1 9,685 0 0
LENNAR CORP CL A 526057104 82 1,073 SH   OTR 1,2 0 1,073 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 134 111,000 PRN   DFND 1 111,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 317 247,000 PRN   DFND 1 247,000 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 177 136,000 PRN   DFND 1 136,000 0 0
LULULEMON ATHLETICA INC COM 550021109 221 634 SH   DFND 1 634 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 319 261,000 PRN   DFND 1 261,000 0 0
M D C HLDGS INC COM 552676108 119 2,450 SH   DFND 1 2,450 0 0
MACYS INC COM 55616P104 197 17,468 SH   DFND 1 17,468 0 0
MERITAGE HOMES CORP COM 59001A102 100 1,212 SH   DFND 1 1,212 0 0
METLIFE INC COM 59156R108 277 5,908 SH   DFND 1 5,908 0 0
MORGAN STANLEY COM NEW 617446448 957 13,970 SH   DFND 1 13,970 0 0
NEWELL BRANDS INC COM 651229106 13 602 SH   DFND 1 602 0 0
NORTONLIFELOCK INC COM 668771108 0 10,000 SH   DFND 1 10,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 161 141,000 PRN   DFND 1 141,000 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 163 161,000 PRN   DFND 1 161,000 0 0
NVR INC COM 62944T105 461 113 SH   DFND 1 113 0 0
ORACLE CORP COM 68389X105 2,269 35,070 SH   DFND 1 35,070 0 0
PACCAR INC COM 693718108 214 2,484 SH   DFND 1 2,484 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 629 443,000 PRN   DFND 1 443,000 0 0
PFIZER INC COM 717081103 2,302 62,540 SH   DFND 1 62,540 0 0
PINDUODUO INC NOTE 12/0 722304AC6 601 486,000 PRN   DFND 1 486,000 0 0
PLUG POWER INC COM NEW 72919P202 1,412 41,626 SH   DFND 1 41,626 0 0
PPL CORP COM 69351T106 4 133 SH   DFND 1 133 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 290 247,000 PRN   DFND 1 247,000 0 0
PROOFPOINT INC NOTE 0.250% 8/1 743424AF0 271 242,000 PRN   DFND 1 242,000 0 0
PULTE GROUP INC COM 745867101 435 10,097 SH   DFND 1 10,097 0 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 155 139,000 PRN   DFND 1 139,000 0 0
RALPH LAUREN CORP CL A 751212101 318 3,073 SH   DFND 1 3,073 0 0
SALESFORCE COM INC COM 79466L302 391 2,259 SH   DFND 1 2,259 0 0
SHOPIFY INC NOTE 0.125%11/0 82509LAA5 234 199,000 PRN   DFND 1 199,000 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 179 130,000 PRN   DFND 1 130,000 0 0
TAYLOR MORRISON HOME CORP COM 87724P106 1 52 SH   DFND 1 52 0 0
TELADOC HEALTH INC COM 87918A105 563 2,815 SH   DFND 1 2,815 0 0
TESLA INC COM 88160R101 0 1,150 SH   DFND 1 1,150 0 0
TOLL BROTHERS INC COM 889478103 243 5,589 SH   DFND 1 5,589 0 0
TRI POINTE GROUP INC COM 87265H109 97 5,618 SH   DFND 1 5,618 0 0
TWITTER INC COM 90184L102 1,296 23,942 SH   DFND 1 23,942 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 367 302,000 PRN   DFND 1 302,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 211 206,000 PRN   DFND 1 206,000 0 0
TYSON FOODS INC CL A 902494103 0 7,000 SH   DFND 1 7,000 0 0
VIATRIS INC COM 92556V106 145 7,760 SH   DFND 1 7,760 0 0
VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 0 20,000 SH   DFND 1 20,000 0 0
VOYA FINANCIAL INC COM 929089100 255 4,332 SH   DFND 1 4,332 0 0
WABTEC COM 929740108 0 1 SH   DFND 1 1 0 0
WENDYS CO COM 95058W100 158 7,220 SH   DFND 1 7,220 0 0
WHIRLPOOL CORP COM 963320106 511 2,827 SH   DFND 1 2,827 0 0
ZYNGA INC CL A 98986T108 0 30,000 SH   DFND 1 30,000 0 0
ZYNGA INC NOTE 0.250% 6/0 98986TAB4 227 170,000 PRN   DFND 1 170,000 0 0