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
ALLEGION PUB LTD CO ORD SHS G0176J109 169 2,637 SH   DFND 1 0 2,637 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 2,985 1,500,000 PRN   DFND 1 0 1,500,000 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 549 9,977 SH   DFND 1 0 9,977 0
BRISTOL MYERS SQUIBB CO DBCV 9/1 110122AN8 1,469 1,000,000 PRN   DFND 1 0 1,000,000 0
CMS ENERGY CORP COM 125896100 364 8,756 SH   DFND 1 0 8,756 0
DANAHER CORP DEL NOTE 1/2 235851AF9 2,974 1,000,000 PRN   DFND 1 0 1,000,000 0
DELL TECHNOLOGIES INC COM CL V 24703L103 117 2,135 SH   DFND 1 0 2,135 0
FORD MTR CO DEL COM PAR $0.01 345370860 1,061 87,514 SH   DFND 1 0 87,514 0
HOST HOTELS & RESORTS INC COM 44107P104 1,513 80,305 SH   DFND 1 0 80,305 0
INGERSOLL-RAND PLC SHS G47791101 594 7,911 SH   DFND 1 0 7,911 0
ISHARES TR CORE S&P500 ETF 464287200 83,660 371,837 SH   DFND 1 0 371,837 0
ISHARES TR CORE US AGGBD ET 464287226 110,362 1,021,304 SH   DFND 1 0 1,021,304 0
ISHARES TR IBOXX INV CP ETF 464287242 69,663 594,500 SH   DFND 1 0 594,500 0
ISHARES TR U.S. PFD STK ETF 464288687 34,159 918,000 SH   DFND 1 0 918,000 0
TCP CAP CORP COM 87238Q103 34,001 2,011,900 SH   DFND 1 0 2,011,900 0
TPG SPECIALTY LENDING INC COM 87265K102 4,110 220,000 SH   DFND 1 0 220,000 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 23,996 280,000 SH   DFND 1 0 280,000 0
WELLTOWER INC COM 95040Q104 518 7,747 SH   DFND 1 0 7,747 0