Filing ITR with US investments via TD Ameritrade

I have a TD Ameritrade account and have received their yearly tax document (Form 1042-S) for their FY of calendar year (CY) 2020. But since our FY differs from CY, I asked them to give me one for April 2020 - March 2021, but they said they can’t give me that. Now, how has anyone here filed their return in such a case?