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 |
| ALLEGION PUB LTD CO | ORD SHS | G0176J109 | 228 | 2,637 | SH | DFND | 1 | 0 | 2,637 | 0 | |
| ALPS ETF TR | ALERIAN MLP | 00162Q866 | 9,488 | 845,637 | SH | DFND | 1 | 0 | 845,637 | 0 | |
| ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 3,893 | 1,500,000 | PRN | DFND | 1 | 0 | 1,500,000 | 0 | |
| BRISTOL MYERS SQUIBB CO | DBCV 9/1 | 110122AN8 | 1,644 | 1,000,000 | PRN | DFND | 1 | 0 | 1,000,000 | 0 | |
| CMS ENERGY CORP | COM | 125896100 | 406 | 8,756 | SH | DFND | 1 | 0 | 8,756 | 0 | |
| DANAHER CORP DEL | NOTE 1/2 | 235851AF9 | 3,277 | 1,000,000 | PRN | DFND | 1 | 0 | 1,000,000 | 0 | |
| DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 2 | 20 | SH | DFND | 1 | 0 | 20 | 0 | |
| HOST HOTELS & RESORTS INC | COM | 44107P104 | 1,485 | 80,305 | SH | DFND | 1 | 0 | 80,305 | 0 | |
| INGERSOLL-RAND PLC | SHS | G47791101 | 459 | 5,151 | SH | DFND | 1 | 0 | 5,151 | 0 | |
| ISHARES TR | CORE S&P500 ETF | 464287200 | 103,154 | 407,837 | SH | DFND | 1 | 0 | 407,837 | 0 | |
| ISHARES TR | CORE US AGGBD ET | 464287226 | 122,571 | 1,118,454 | SH | DFND | 1 | 0 | 1,118,454 | 0 | |
| ISHARES TR | IBOXX INV CP ETF | 464287242 | 64,137 | 529,049 | SH | DFND | 1 | 0 | 529,049 | 0 | |
| ISHARES TR | JP MOR EM MK ETF | 464288281 | 25,263 | 217,000 | SH | DFND | 1 | 0 | 217,000 | 0 | |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 20,095 | 226,400 | SH | DFND | 1 | 0 | 226,400 | 0 | |
| ISHARES TR | U.S. PFD STK ETF | 464288687 | 55,549 | 1,431,300 | SH | DFND | 1 | 0 | 1,431,300 | 0 | |
| SPDR SER TR | BLOOMBERG SRT TR | 78468R408 | 20,081 | 717,950 | SH | DFND | 1 | 0 | 717,950 | 0 | |
| TCP CAP CORP | COM | 87238Q103 | 33,176 | 2,011,900 | SH | DFND | 1 | 0 | 2,011,900 | 0 | |
| TCP CAP CORP | NOTE 4.625% 3/0 | 87238QAD5 | 10,425 | 10,000,000 | PRN | DFND | 1 | 0 | 10,000,000 | 0 | |
| TPG SPECIALTY LENDING INC | COM | 87265K102 | 4,611 | 220,000 | SH | DFND | 1 | 0 | 220,000 | 0 | |
| VANGUARD SCOTTSDALE FDS | INT-TERM CORP | 92206C870 | 19,703 | 223,874 | SH | DFND | 1 | 0 | 223,874 | 0 | |
| WELLTOWER INC | COM | 95040Q104 | 544 | 7,747 | SH | DFND | 1 | 0 | 7,747 | 0 | |