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 226 2,580 SH   DFND 1 2,580 0 0
ACUITY BRANDS INC COM 00508Y102 41 400 SH   DFND 1 400 0 0
ACUITY BRANDS INC COM 00508Y102 30 300 SH   OTR 1,2 0 300 0
ADT INC DEL COM 00090Q103 163 20,000 SH   DFND 1 20,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 392 302,000 PRN   DFND 1 302,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 349 301,000 PRN   DFND 1 301,000 0 0
AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 206 213,000 PRN   DFND 1 213,000 0 0
AT&T INC COM 00206R102 1,235 43,331 SH   DFND 1 43,331 0 0
BALLARD PWR SYS INC NEW COM 058586108 226 11,245 SH   DFND 1 11,245 0 0
BANK NEW YORK MELLON CORP COM 064058100 61 1,770 SH   DFND 1 1,770 0 0
BORGWARNER INC COM 099724106 27 700 SH   DFND 1 700 0 0
BORGWARNER INC COM 099724106 23 600 SH   OTR 1,2 0 600 0
BRISTOL-MYERS SQUIBB CO COM 110122108 398 6,602 SH   DFND 1 6,602 0 0
BRISTOL-MYERS SQUIBB CO RIGHT 99/99/9999 110122157 103 45,902 SH   DFND 1 45,902 0 0
BRISTOL-MYERS SQUIBB CO RIGHT 99/99/9999 110122157 21 9,529 SH   OTR 1,2 0 9,529 0
CARDINAL HEALTH INC COM 14149Y108 228 4,849 SH   DFND 1 4,849 0 0
CENTERPOINT ENERGY INC COM 15189T107 11 583 SH   DFND 1 583 0 0
CIENA CORP COM NEW 171779309 681 17,151 SH   DFND 1 17,151 0 0
CREE INC COM 225447101 89 1,400 SH   DFND 1 1,400 0 0
CREE INC COM 225447101 83 1,300 SH   OTR 1,2 0 1,300 0
D R HORTON INC COM 23331A109 915 12,096 SH   DFND 1 12,096 0 0
DISH NETWORK CORPORATION CL A 25470M109 36 1,245 SH   DFND 1 1,245 0 0
DISNEY WALT CO COM DISNEY 254687106 808 6,512 SH   OTR 1,2 0 6,512 0
EMERSON ELEC CO COM 291011104 2,479 37,800 SH   DFND 1 37,800 0 0
ENERSYS COM 29275Y102 778 11,586 SH   DFND 1 11,586 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 315 290,000 PRN   DFND 1 290,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 218 185,000 PRN   DFND 1 185,000 0 0
FORD MTR CO DEL COM 345370860 1,482 222,587 SH   DFND 1 222,587 0 0
FORD MTR CO DEL COM 345370860 1,125 168,854 SH   OTR 1,2 0 168,854 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 380 378,000 PRN   DFND 1 378,000 0 0
FUELCELL ENERGY INC COM 35952H601 0 150 SH   DFND 1 150 0 0
GENERAL ELECTRIC CO COM 369604103 241 38,744 SH   DFND 1 38,744 0 0
GENERAL ELECTRIC CO COM 369604103 176 28,307 SH   OTR 1,2 0 28,307 0
GENERAL MTRS CO COM 37045V100 2,759 93,256 SH   DFND 1 93,256 0 0
GENERAL MTRS CO COM 37045V100 1,608 54,356 SH   OTR 1,2 0 54,356 0
GFL ENVIRONMENTAL INC UNIT 99/99/9999T 36168Q120 5,340 100,000 PRN   DFND 1 100,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 951 4,731 SH   DFND 1 4,731 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,077 5,355 SH   OTR 1,2 0 5,355 0
HARLEY DAVIDSON INC COM 412822108 39 1,601 SH   DFND 1 1,601 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 52 5,564 SH   DFND 1 5,564 0 0
HEXCEL CORP NEW COM 428291108 101 3,000 SH   DFND 1 3,000 0 0
HEXCEL CORP NEW COM 428291108 91 2,700 SH   OTR 1,2 0 2,700 0
ILLUMINA INC COM 452327109 32 105 SH   DFND 1 105 0 0
ILLUMINA INC NOTE 8/1 452327AK5 208 196,000 PRN   DFND 1 196,000 0 0
INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 1,041 1,000,000 PRN   DFND 1 1,000,000 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 54 445 SH   DFND 1 445 0 0
INTERNATIONAL PAPER CO COM 460146103 48 1,178 SH   DFND 1 1,178 0 0
INTERPUBLIC GROUP COS INC COM 460690100 198 11,888 SH   DFND 1 11,888 0 0
IQIYI INC NOTE 2.000% 4/0 46267XAD0 309 321,000 PRN   DFND 1 321,000 0 0
IQIYI INC NOTE 3.750%12/0 46267XAB4 204 188,000 PRN   DFND 1 188,000 0 0
IRON MTN INC NEW COM 46284V101 14 507 SH   DFND 1 507 0 0
ITRON INC COM 465741106 55 900 SH   DFND 1 900 0 0
KB HOME COM 48666K109 121 3,161 SH   DFND 1 3,161 0 0
KRAFT HEINZ CO COM 500754106 81 2,712 SH   DFND 1 2,712 0 0
LENNAR CORP CL A 526057104 894 10,940 SH   DFND 1 10,940 0 0
LENNAR CORP CL A 526057104 88 1,073 SH   OTR 1,2 0 1,073 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 273 247,000 PRN   DFND 1 247,000 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 151 136,000 PRN   DFND 1 136,000 0 0
LIVONGO HEALTH INC COM 539183103 666 4,756 SH   DFND 1 4,756 0 0
LULULEMON ATHLETICA INC COM 550021109 209 634 SH   DFND 1 634 0 0
M D C HLDGS INC COM 552676108 128 2,720 SH   DFND 1 2,720 0 0
MACYS INC COM 55616P104 53 9,236 SH   DFND 1 9,236 0 0
MACYS INC COM 55616P104 32 5,636 SH   OTR 1,2 0 5,636 0
MERITAGE HOMES CORP COM 59001A102 150 1,355 SH   DFND 1 1,355 0 0
METLIFE INC COM 59156R108 220 5,908 SH   DFND 1 5,908 0 0
MORGAN STANLEY COM NEW 617446448 675 13,970 SH   DFND 1 13,970 0 0
MORGAN STANLEY COM NEW 617446448 861 17,800 SH   OTR 1,2 0 17,800 0
NETAPP INC COM 64110D104 667 15,200 SH   OTR 1,2 0 15,200 0
NEWELL BRANDS INC COM 651229106 10 602 SH   DFND 1 602 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F739 4,718 100,000 PRN   DFND 1 100,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 148 141,000 PRN   DFND 1 141,000 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 244 167,000 PRN   DFND 1 167,000 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 166 161,000 PRN   DFND 1 161,000 0 0
NVR INC COM 62944T105 502 123 SH   DFND 1 123 0 0
OKTA INC NOTE 0.125% 9/0 679295AD7 365 277,000 PRN   DFND 1 277,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 207 170,000 PRN   DFND 1 170,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 191 142,000 PRN   DFND 1 142,000 0 0
ORACLE CORP COM 68389X105 3,469 58,111 SH   DFND 1 58,111 0 0
PACCAR INC COM 693718108 296 3,472 SH   DFND 1 3,472 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 503 443,000 PRN   DFND 1 443,000 0 0
PFIZER INC COM 717081103 3,334 90,852 SH   DFND 1 90,852 0 0
PLUG POWER INC COM NEW 72919P202 559 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 265 247,000 PRN   DFND 1 247,000 0 0
PROOFPOINT INC NOTE 0.250% 8/1 743424AF0 241 242,000 PRN   DFND 1 242,000 0 0
PULTE GROUP INC COM 745867101 505 10,908 SH   DFND 1 10,908 0 0
RALPH LAUREN CORP CL A 751212101 319 4,683 SH   DFND 1 4,683 0 0
REVOLVE GROUP INC CL A 76156B107 2,609 158,752 SH   DFND 1 158,752 0 0
SALESFORCE COM INC COM 79466L302 442 1,759 SH   DFND 1 1,759 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 459 331,000 PRN   DFND 1 331,000 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 749 565,000 PRN   DFND 1 565,000 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 162 130,000 PRN   DFND 1 130,000 0 0
TAYLOR MORRISON HOME CORP COM 87724P106 17 676 SH   DFND 1 676 0 0
T-MOBILE US INC COM 872590104 1,924 16,821 SH   DFND 1 16,821 0 0
TOLL BROTHERS INC COM 889478103 332 6,817 SH   DFND 1 6,817 0 0
TRI POINTE GROUP INC COM 87265H109 132 7,301 SH   DFND 1 7,301 0 0
TWITTER INC COM 90184L102 1,291 29,016 SH   DFND 1 29,016 0 0
TWITTER INC COM 90184L102 1,397 31,400 SH   OTR 1,2 0 31,400 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 336 302,000 PRN   DFND 1 302,000 0 0
VIA OPTRONICS AG SPONSORED ADS 91823Y109 1,280 143,630 SH   DFND 1 143,630 0 0
VOYA FINANCIAL INC COM 929089100 208 4,332 SH   DFND 1 4,332 0 0
WABTEC COM 929740108 0 2 SH   DFND 1 2 0 0
WENDYS CO COM 95058W100 161 7,220 SH   DFND 1 7,220 0 0
WHIRLPOOL CORP COM 963320106 415 2,255 SH   DFND 1 2,255 0 0
ZYNGA INC NOTE 0.250% 6/0 98986TAB4 216 170,000 PRN   DFND 1 170,000 0 0