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
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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
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 1,639 1,250,000 PRN   OTR 2 1,250,000 0 0
ARCONIC CORPORATION COM 03966V107 14 427 SH   DFND 1 0 427 0
ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 1,115 1,000,000 PRN   OTR 2 1,000,000 0 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 510 450,000 PRN   OTR 2 450,000 0 0
BOOKING HOLDINGS INC NOTE 0.750% 5/0 09857LAN8 221 150,000 PRN   OTR 2 150,000 0 0
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 1,517 1,400,000 PRN   OTR 2 1,400,000 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 1,162 750,000 PRN   OTR 2 750,000 0 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 550 550,000 PRN   OTR 2 550,000 0 0
HANNON ARMSTRONG SUST INFR C NOTE 8/1 41068XAD2 947 800,000 PRN   OTR 2 800,000 0 0
HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 928 900,000 PRN   OTR 2 900,000 0 0
HOPE BANCORP INC NOTE 2.000% 5/1 43940TAB5 926 950,000 PRN   OTR 2 950,000 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 18,087 467,359 SH   DFND   0 467,359 0
HOWMET AEROSPACE INC COM 443201108 54 1,710 SH   DFND 1 0 1,710 0
ILLUMINA INC NOTE 8/1 452327AK5 1,439 1,250,000 PRN   OTR 2 1,250,000 0 0
ISHARES TR CORE S&P TTL STK 464287150 9,666 90,356 SH   DFND 2 0 90,356 0
ISHARES TR CORE S&P TTL STK 464287150 4,382 40,958 SH   DFND   0 40,958 0
ISHARES TR CORE S&P500 ETF 464287200 10,792 22,625 SH   DFND 2 0 22,625 0
ISHARES TR RUS 1000 ETF 464287622 3,146 11,896 SH   DFND 2 0 11,896 0
ISHARES TR PFD AND INCM SEC 464288687 8,537 216,500 SH   DFND   0 216,500 0
ISHARES TR CORE MSCI TOTAL 46432F834 80,584 1,135,946 SH   DFND 1 0 1,135,946 0
ISHARES TR CORE MSCI TOTAL 46432F834 5,472 77,141 SH   DFND   0 77,141 0
JAZZ INVESTMENTS I LTD NOTE 2.000% 6/1 472145AF8 790 700,000 PRN   OTR 2 700,000 0 0
KAMAN CORP NOTE 3.250% 5/0 483548AF0 663 650,000 PRN   OTR 2 650,000 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 993 800,000 PRN   OTR 2 800,000 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 946 870,000 PRN   OTR 2 870,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 1,125 900,000 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 2,140 1,200,000 PRN   OTR 2 1,200,000 0 0
RESOLUTE FST PRODS INC COM 76117W109 68 4,425 SH   DFND 1 0 4,425 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 9,750 20,529 SH   DFND 2 0 20,529 0
SPDR SER TR PORTFOLI S&P1500 78464A805 9,037 154,609 SH   DFND 2 0 154,609 0
SPDR SER TR PORTFOLIO S&P500 78464A854 6,334 113,455 SH   DFND 2 0 113,455 0
SCHWAB STRATEGIC TR US BRD MKT ETF 808524102 9,773 86,480 SH   DFND 2 0 86,480 0
SCHWAB STRATEGIC TR US BRD MKT ETF 808524102 2,925 25,880 SH   DFND   0 25,880 0
SCHWAB STRATEGIC TR US LRG CAP ETF 808524201 9,873 86,743 SH   DFND 2 0 86,743 0
VANGUARD STAR FDS VG TL INTL STK F 921909768 2,241 35,246 SH   DFND   0 35,246 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 226,855 2,111,652 SH   DFND 1 0 2,111,652 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 10,959 25,103 SH   DFND 2 0 25,103 0
VANGUARD INDEX FDS LARGE CAP ETF 922908637 3,202 14,487 SH   DFND 2 0 14,487 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 11,108 46,006 SH   DFND 2 0 46,006 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 2,939 12,173 SH   DFND   0 12,173 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 987 950,000 PRN   OTR 2 950,000 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 1,984 300,000 PRN   OTR 2 300,000 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 1,677 1,125 SH   OTR 2 1,125 0 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 1,560 1,550,000 PRN   OTR 2 1,550,000 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 69 3,321 SH   DFND 1 0 3,321 0