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 |
AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 1,526 | 1,250,000 | PRN | OTR | 2 | 1,250,000 | 0 | 0 | |
ARCONIC CORPORATION | COM | 03966V107 | 13 | 427 | SH | DFND | 1 | 0 | 427 | 0 | |
ARES CAPITAL CORP | NOTE 3.750% 2/0 | 04010LAT0 | 1,081 | 1,000,000 | PRN | OTR | 2 | 1,000,000 | 0 | 0 | |
ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 495 | 450,000 | PRN | OTR | 2 | 450,000 | 0 | 0 | |
BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 220 | 150,000 | PRN | OTR | 2 | 150,000 | 0 | 0 | |
EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 1,557 | 1,400,000 | PRN | OTR | 2 | 1,400,000 | 0 | 0 | |
FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 1,052 | 750,000 | PRN | OTR | 2 | 750,000 | 0 | 0 | |
FORTIVE CORP | NOTE 0.875% 2/1 | 34959JAK4 | 548 | 550,000 | PRN | OTR | 2 | 550,000 | 0 | 0 | |
HANNON ARMSTRONG SUST INFR C | NOTE 8/1 | 41068XAD2 | 970 | 800,000 | PRN | OTR | 2 | 800,000 | 0 | 0 | |
HERCULES CAPITAL INC | DBCV 4.375% 2/0 | 427096AF9 | 938 | 900,000 | PRN | OTR | 2 | 900,000 | 0 | 0 | |
HOPE BANCORP INC | NOTE 2.000% 5/1 | 43940TAB5 | 933 | 950,000 | PRN | OTR | 2 | 950,000 | 0 | 0 | |
HORACE MANN EDUCATORS CORP N | COM | 440327104 | 32,573 | 818,614 | SH | SOLE | 818,614 | 0 | 0 | ||
HOWMET AEROSPACE INC | COM | 443201108 | 53 | 1,710 | SH | DFND | 1 | 0 | 1,710 | 0 | |
ILLUMINA INC | NOTE 8/1 | 452327AK5 | 1,451 | 1,250,000 | PRN | OTR | 2 | 1,250,000 | 0 | 0 | |
ISHARES TR | CORE S&P TTL STK | 464287150 | 15,636 | 158,937 | SH | DFND | 2 | 0 | 158,937 | 0 | |
ISHARES TR | CORE S&P TTL STK | 464287150 | 4,029 | 40,958 | SH | DFND | 0 | 40,958 | 0 | ||
ISHARES TR | CORE S&P500 ETF | 464287200 | 17,144 | 39,795 | SH | DFND | 2 | 0 | 39,795 | 0 | |
ISHARES TR | RUS 1000 ETF | 464287622 | 5,057 | 20,923 | SH | DFND | 2 | 0 | 20,923 | 0 | |
ISHARES TR | PFD AND INCM SEC | 464288687 | 8,402 | 216,500 | SH | DFND | 0 | 216,500 | 0 | ||
ISHARES TR | CORE MSCI TOTAL | 46432F834 | 80,652 | 1,135,946 | SH | DFND | 1 | 0 | 1,135,946 | 0 | |
ISHARES TR | CORE MSCI TOTAL | 46432F834 | 5,477 | 77,141 | SH | DFND | 0 | 77,141 | 0 | ||
ISHARES TR | CORE MSCI INTL | 46435G326 | 28,445 | 425,689 | SH | DFND | 0 | 425,689 | 0 | ||
KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 657 | 650,000 | PRN | OTR | 2 | 650,000 | 0 | 0 | |
KNOWLES CORP | NOTE 3.250%11/0 | 49926DAB5 | 669 | 650,000 | PRN | OTR | 2 | 650,000 | 0 | 0 | |
LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 876 | 800,000 | PRN | OTR | 2 | 800,000 | 0 | 0 | |
MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 915 | 870,000 | PRN | OTR | 2 | 870,000 | 0 | 0 | |
MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 1,013 | 900,000 | PRN | OTR | 2 | 900,000 | 0 | 0 | |
NRG ENERGY INC | COM NEW | 629377508 | 5 | 118 | SH | DFND | 0 | 118 | 0 | ||
PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 1,941 | 1,200,000 | PRN | OTR | 2 | 1,200,000 | 0 | 0 | |
RESOLUTE FST PRODS INC | COM | 76117W109 | 53 | 4,425 | SH | DFND | 1 | 0 | 4,425 | 0 | |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 15,496 | 36,109 | SH | DFND | 2 | 0 | 36,109 | 0 | |
SPDR SER TR | PORTFOLI S&P1500 | 78464A805 | 14,412 | 271,975 | SH | DFND | 2 | 0 | 271,975 | 0 | |
SPDR SER TR | PORTFOLIO S&P500 | 78464A854 | 10,071 | 199,584 | SH | DFND | 2 | 0 | 199,584 | 0 | |
SCHWAB STRATEGIC TR | US BRD MKT ETF | 808524102 | 15,799 | 152,120 | SH | DFND | 2 | 0 | 152,120 | 0 | |
SCHWAB STRATEGIC TR | US BRD MKT ETF | 808524102 | 2,688 | 25,880 | SH | DFND | 0 | 25,880 | 0 | ||
SCHWAB STRATEGIC TR | US LRG CAP ETF | 808524201 | 15,873 | 152,583 | SH | DFND | 2 | 0 | 152,583 | 0 | |
VANGUARD STAR FDS | VG TL INTL STK F | 921909768 | 47,245 | 746,835 | SH | DFND | 1 | 0 | 746,835 | 0 | |
VANGUARD STAR FDS | VG TL INTL STK F | 921909768 | 2,230 | 35,246 | SH | DFND | 0 | 35,246 | 0 | ||
VANGUARD INTL EQUITY INDEX F | TT WRLD ST ETF | 922042742 | 215,030 | 2,111,652 | SH | DFND | 1 | 0 | 2,111,652 | 0 | |
VANGUARD INDEX FDS | S&P 500 ETF SHS | 922908363 | 17,414 | 44,154 | SH | DFND | 2 | 0 | 44,154 | 0 | |
VANGUARD INDEX FDS | LARGE CAP ETF | 922908637 | 5,120 | 25,483 | SH | DFND | 2 | 0 | 25,483 | 0 | |
VANGUARD INDEX FDS | TOTAL STK MKT | 922908769 | 17,969 | 80,921 | SH | DFND | 2 | 0 | 80,921 | 0 | |
VANGUARD INDEX FDS | TOTAL STK MKT | 922908769 | 2,703 | 12,173 | SH | DFND | 0 | 12,173 | 0 | ||
VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 981 | 950,000 | PRN | OTR | 2 | 950,000 | 0 | 0 | |
WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 1,583 | 300,000 | PRN | OTR | 2 | 300,000 | 0 | 0 | |
WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 1,559 | 1,550,000 | PRN | OTR | 2 | 1,550,000 | 0 | 0 | |
NORWEGIAN CRUISE LINE HLDG L | SHS | G66721104 | 89 | 3,321 | SH | DFND | 1 | 0 | 3,321 | 0 |