The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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| 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 |
| ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741RAG7 | 1,600 | 1,000,000 | PRN | DFND | 01,02 | 1,000,000 | 0 | 0 | |
| AMERICAN EXPRESS CO | COM | 025816109 | 361 | 2,550 | SH | DFND | 01,02 | 2,550 | 0 | 0 | |
| ASML HOLDING N V | N Y REGISTRY SHS | N07059210 | 142 | 230 | SH | DFND | 01,02 | 230 | 0 | 0 | |
| AUTOZONE INC | COM | 053332102 | 183 | 130 | SH | DFND | 01,02 | 130 | 0 | 0 | |
| BANK NEW YORK MELLON CORP | COM | 064058100 | 363 | 7,670 | SH | DFND | 01,02 | 7,670 | 0 | 0 | |
| DELTA AIR LINES INC DEL | COM NEW | 247361702 | 334 | 6,910 | SH | DFND | 01,02 | 6,910 | 0 | 0 | |
| EMERSON ELEC CO | COM | 291011104 | 450 | 4,990 | SH | DFND | 01,02 | 4,990 | 0 | 0 | |
| GENERAL MTRS CO | COM | 37045V100 | 355 | 6,180 | SH | DFND | 01,02 | 6,180 | 0 | 0 | |
| INSTALLED BLDG PRODS INC | COM | 45780R101 | 465 | 4,190 | SH | DFND | 01,02 | 4,190 | 0 | 0 | |
| MICRON TECHNOLOGY INC | COM | 595112103 | 138 | 1,560 | SH | DFND | 01,02 | 1,560 | 0 | 0 | |
| RESTAURANT BRANDS INTL INC | COM | 76131D103 | 350 | 5,380 | SH | DFND | 01,02 | 5,380 | 0 | 0 | |
| TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADS | 874039100 | 142 | 1,200 | SH | DFND | 01,02 | 1,200 | 0 | 0 | |
| ULTA BEAUTY INC | COM | 90384S303 | 380 | 1,230 | SH | DFND | 01,02 | 1,230 | 0 | 0 | |
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 509 | 500,000 | PRN | DFND | 01,02 | 500,000 | 0 | 0 | |