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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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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 1,381 1,250,000 PRN   OTR 2 0 1,250,000 0
ALZA CORP SDCV 7/2 02261WAB5 1,003 500,000 PRN   OTR 2 0 500,000 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 866 1,100,000 PRN   OTR 2 0 1,100,000 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 751 600,000 PRN   OTR 2 0 600,000 0
HERCULES CAPITAL INC DBCV 427096AF9 919 900,000 PRN   OTR 2 0 900,000 0
HOPE BANCORP INC NOTE 43940TAB5 423 450,000 PRN   OTR 2 0 450,000 0
ILLUMINA INC NOTE 452327AH2 1,126 810,000 PRN   OTR 2 0 810,000 0
KAMAN CORP NOTE 3.250% 5/0 483548AF0 479 400,000 PRN   OTR 2 0 400,000 0
KNOWLES CORP NOTE 3.250%11/0 49926DAB5 486 375,000 PRN   OTR 2 0 375,000 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 1,339 1,400,000 PRN   OTR 2 0 1,400,000 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 947 870,000 PRN   OTR 2 0 870,000 0
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 969 1,300,000 PRN   OTR 2 0 1,300,000 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 2,052 225,000 PRN   OTR 2 0 225,000 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 889 800,000 PRN   OTR 2 0 800,000 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 965 700,000 PRN   OTR 2 0 700,000 0
PATTERN ENERGY GROUP INC NOTE 4.000% 7/1 70338PAB6 352 350,000 PRN   OTR 2 0 350,000 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 1,729 1,500,000 PRN   OTR 2 0 1,500,000 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 856 825,000 PRN   OTR 2 0 825,000 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 821 850,000 PRN   OTR 2 0 850,000 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 646 600,000 PRN   OTR 2 0 600,000 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 1,260 300,000 PRN   OTR 2 0 300,000 0
WESTERN DIGITAL CORP NOTE 1.500% 2/0 958102AP0 1,371 1,400,000 PRN   OTR 2 0 1,400,000 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 894 700,000 PRN   OTR 2 0 700,000 0
ARCONIC INC COM 03965L100 53 1,710 SH   DFND   1,710 0 0
CAPITALA FIN CORP COM 14054R106 1,997 228,737 SH   DFND 2 228,737 0 0
ISHARES TR CORE S&P TTL STK 464287150 18,053 248,359 SH   DFND 2 248,359 0 0
ISHARES TR CORE S&P500 ETF 464287200 20,053 62,038 SH   DFND 2 62,038 0 0
ISHARES TR RUS 1000 ETF 464287622 5,833 32,694 SH   DFND 2 32,694 0 0
ISHARES TR LNG TR CRPRT BD 464289511 69,670 1,045,000 SH   DFND   1,045,000 0 0
ISHARES TR CORE MSCI TOTAL 46432F834 50,006 807,851 SH   DFND 1 807,851 0 0
ISHARES INC CORE MSCI EMKT 46434G103 9,230 171,693 SH   DFND 1 171,693 0 0
ISHARES TR CORE MSCI INTL 46435G326 24,762 425,689 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 19 4,425 SH   DFND   4,425 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 18,161 56,426 SH   DFND 2 56,426 0 0
SPDR SERIES TRUST PORTFOLIO LN COR 78464A367 50,995 1,693,634 SH   DFND   1,693,634 0 0
SPDR SERIES TRUST PORTFOLIO TL STK 78464A805 16,941 425,000 SH   DFND 2 425,000 0 0
SPDR SERIES TRUST PORTFOLIO LR ETF 78464A854 11,793 311,817 SH   DFND 2 311,817 0 0
SCHWAB STRATEGIC TR US BRD MKT ETF 808524102 18,276 237,715 SH   DFND 2 237,715 0 0
SCHWAB STRATEGIC TR US LRG CAP ETF 808524201 18,309 238,368 SH   DFND 2 238,368 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 20,021 454,410 SH   DFND 1 454,410 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 54,691 675,277 SH   DFND 1 675,277 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 106,065 1,046,419 SH   DFND   1,046,419 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 26,972 295,329 SH   DFND 1 295,329 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 20,404 68,979 SH   DFND 2 68,979 0 0
VANGUARD INDEX FDS LARGE CAP ETF 922908637 5,887 39,819 SH   DFND 2 39,819 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 20,690 126,449 SH   DFND 2 126,449 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 194 3,321 SH   DFND   3,321 0 0
AMERICAN ELEC PWR CO INC UNIT 03/15/2022 025537127 866 16,000 SH   OTR 2 0 16,000 0
BANK AMER CORP 7.25%CNV PFD L 060505682 1,289 890 SH   OTR 2 0 890 0
BANK AMER CORP 7.25%CNV PFD L 060505682 362 250 SH   DFND 1 250 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 1,594 1,100 SH   OTR 2 0 1,100 0