The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
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 |
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 |