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
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 1,556 1,250,000 PRN   OTR 2 1,250,000 0 0
AMERICAN ELEC PWR CO INC UNIT 08/01/2021 025537127 802 16,000 SH   OTR 2 16,000 0 0
ARCONIC CORPORATION COM 03966V107 13 427 SH   DFND   0 427 0
ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 1,025 1,000,000 PRN   OTR 2 1,000,000 0 0
BK OF AMERICA CORP 7.25%CNV PFD L 060505682 1,352 890 SH   OTR 2 890 0 0
BK OF AMERICA CORP 7.25%CNV PFD L 060505682 380 250 SH   DFND 1 0 250 0
CAPITALA FIN CORP COM NEW 14054R502 549 38,122 SH   DFND 2 0 38,122 0
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 1,583 1,400,000 PRN   OTR 2 1,400,000 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 953 750,000 PRN   OTR 2 750,000 0 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 1,334 1,300,000 PRN   OTR 2 1,300,000 0 0
HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 937 900,000 PRN   OTR 2 900,000 0 0
HOPE BANCORP INC NOTE 2.000% 5/1 43940TAB5 876 950,000 PRN   OTR 2 950,000 0 0
HOWMET AEROSPACE INC COM 443201108 49 1,710 SH   DFND   0 1,710 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 1,180 810,000 PRN   OTR 2 810,000 0 0
ILLUMINA INC NOTE 8/1 452327AK5 326 290,000 PRN   OTR 2 290,000 0 0
ISHARES TR CORE S&P TTL STK 464287150 16,054 186,199 SH   DFND 2 0 186,199 0
ISHARES TR CORE S&P500 ETF 464287200 17,459 46,510 SH   DFND 2 0 46,510 0
ISHARES TR RUS 1000 ETF 464287622 5,193 24,512 SH   DFND   0 24,512 0
ISHARES TR CORE MSCI TOTAL 46432F834 76,324 1,135,946 SH   DFND   0 1,135,946 0
ISHARES TR CORE MSCI INTL 46435G326 26,235 425,689 SH   DFND 1 0 425,689 0
KAMAN CORP NOTE 3.250% 5/0 483548AF0 748 650,000 PRN   OTR 2 650,000 0 0
KNOWLES CORP NOTE 3.250%11/0 49926DAB5 742 650,000 PRN   OTR 2 650,000 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 974 800,000 PRN   OTR 2 800,000 0 0
MACQUARIE INFRASTRUCTURE CO NOTE 2.000%10/0 55608BAB1 1,391 1,400,000 PRN   OTR   1,400,000 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 1,004 870,000 PRN   OTR 2 870,000 0 0
NRG ENERGY INC COM NEW 629377508 4 118 SH   DFND   0 118 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 2,242 150,000 PRN   OTR 2 150,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 1,183 700,000 PRN   OTR 2 700,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 1,882 1,620,000 PRN   OTR   1,620,000 0 0
RESOLUTE FST PRODS INC COM 76117W109 29 4,425 SH   DFND   0 4,425 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 15,816 42,302 SH   DFND 2 0 42,302 0
SPDR SER TR PORTFOLI S&P1500 78464A805 14,685 318,625 SH   DFND 2 0 318,625 0
SPDR SER TR PORTFOLIO S&P500 78464A854 10,279 233,817 SH   DFND 2 0 233,817 0
SCHWAB STRATEGIC TR US BRD MKT ETF 808524102 16,216 178,212 SH   DFND 2 0 178,212 0
SCHWAB STRATEGIC TR US LRG CAP ETF 808524201 16,258 178,755 SH   DFND 2 0 178,755 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 1,031 850,000 PRN   OTR 2 850,000 0 0
VANGUARD STAR FDS VG TL INTL STK F 921909768 44,930 746,835 SH   DFND   0 746,835 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 195,497 2,111,652 SH   DFND   0 2,111,652 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 17,778 51,727 SH   DFND 2 0 51,727 0
VANGUARD INDEX FDS LARGE CAP ETF 922908637 5,247 29,854 SH   DFND 2 0 29,854 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 18,452 94,801 SH   DFND 2 0 94,801 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 647 600,000 PRN   OTR 2 600,000 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 1,343 300,000 PRN   OTR 2 300,000 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 1,670 1,100 SH   OTR 2 1,100 0 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 1,393 1,400,000 PRN   OTR 2 1,400,000 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 84 3,321 SH   DFND   0 3,321 0