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 1,431 1,250,000 PRN   OTR 2 0 1,250,000 0
ALZA CORP SDCV 7/2 02261WAB5 889 500,000 PRN   OTR 2 0 500,000 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 848 1,100,000 PRN   OTR 2 0 1,100,000 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 730 600,000 PRN   OTR 2 0 600,000 0
HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 921 900,000 PRN   OTR 2 0 900,000 0
HOPE BANCORP INC NOTE 2.000% 5/1 43940TAB5 416 450,000 PRN   OTR 2 0 450,000 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 1,073 810,000 PRN   OTR 2 0 810,000 0
KAMAN CORP NOTE 3.250% 5/0 483548AF0 456 400,000 PRN   OTR 2 0 400,000 0
KNOWLES CORP NOTE 3.250%11/0 49926DAB5 480 375,000 PRN   OTR 2 0 375,000 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 1,278 1,400,000 PRN   OTR 2 0 1,400,000 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 851 870,000 PRN   OTR 2 0 870,000 0
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 829 1,300,000 PRN   OTR 2 0 1,300,000 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 1,608 225,000 PRN   OTR 2 0 225,000 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 784 800,000 PRN   OTR 2 0 800,000 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 842 700,000 PRN   OTR 2 0 700,000 0
PATTERN ENERGY GROUP INC NOTE 4.000% 7/1 70338PAB6 368 350,000 PRN   OTR 2 0 350,000 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 1,391 1,200,000 PRN   OTR 2 0 1,200,000 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 852 825,000 PRN   OTR 2 0 825,000 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 900 850,000 PRN   OTR 2 0 850,000 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 402 400,000 PRN   OTR 2 0 400,000 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 1,004 300,000 PRN   OTR 2 0 300,000 0
WESTERN DIGITAL CORP NOTE 1.500% 2/0 958102AP0 871 900,000 PRN   OTR 2 0 900,000 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 918 700,000 PRN   OTR 2 0 700,000 0
ARCONIC INC COM 03965L100 44 1,710 SH   DFND   1,710 0 0
CAPITALA FIN CORP COM 14054R106 1,896 228,737 SH   DFND 2 228,737 0 0
ISHARES TR CORE S&P TTL STK 464287150 16,657 248,359 SH   DFND 2 248,359 0 0
ISHARES TR CORE S&P500 ETF 464287200 18,520 62,038 SH   DFND 2 62,038 0 0
ISHARES TR RUS 1000 ETF 464287622 5,379 32,694 SH   DFND 2 32,694 0 0
ISHARES TR LNG TR CRPRT BD 464289511 69,628 1,045,000 SH   DFND   1,045,000 0 0
ISHARES TR CORE MSCI TOTAL 46432F834 75,748 1,311,432 SH   DFND 1 1,311,432 0 0
ISHARES INC CORE MSCI EMKT 46434G103 30,472 621,625 SH   DFND 1 621,625 0 0
ISHARES TR CORE MSCI INTL 46435G326 23,251 425,689 SH   DFND 1 425,689 0 0
NRG ENERGY INC COM NEW 629377508 5 118 SH   DFND   118 0 0
RESOLUTE FST PRODS INC COM 76117W109 21 4,425 SH   DFND   4,425 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 16,746 56,426 SH   DFND 2 56,426 0 0
SPDR SERIES TRUST PORTFOLIO LN COR 78464A367 50,961 1,693,634 SH   DFND   1,693,634 0 0
SPDR SERIES TRUST PORTFOLIO TL STK 78464A805 15,615 425,000 SH   DFND 2 425,000 0 0
SPDR SERIES TRUST PORTFOLIO LR ETF 78464A854 10,867 311,817 SH   DFND 2 311,817 0 0
SCHWAB STRATEGIC TR US BRD MKT ETF 808524102 16,883 237,715 SH   DFND 2 237,715 0 0
SCHWAB STRATEGIC TR US LRG CAP ETF 808524201 16,907 238,368 SH   DFND 2 238,368 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 18,667 454,410 SH   DFND 1 454,410 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 50,524 675,277 SH   DFND 1 675,277 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 105,835 1,046,419 SH   DFND   1,046,419 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 26,946 295,329 SH   DFND 1 295,329 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 18,804 68,979 SH   DFND 2 68,979 0 0
VANGUARD INDEX FDS LARGE CAP ETF 922908637 5,429 39,819 SH   DFND 2 39,819 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 19,094 126,449 SH   DFND 2 126,449 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 46,333 306,844 SH   DFND 1 306,844 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 172 3,321 SH   DFND   3,321 0 0
AMERICAN ELEC PWR CO INC UNIT 03/15/2022 025537127 881 16,000 SH   OTR 2 0 16,000 0
BANK AMER CORP 7.25%CNV PFD L 060505682 973 650 SH   OTR 2 0 650 0
BANK AMER CORP 7.25%CNV PFD L 060505682 374 250 SH   DFND 1 250 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 1,669 1,100 SH   OTR 2 0 1,100 0