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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
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 1,488 1,250,000 PRN   OTR 2 0 1,250,000 0
ALZA CORP SDCV 7/2 02261WAB5 1,027 500,000 PRN   OTR 2 0 500,000 0
AMERICAN ELEC PWR CO INC UNIT 03/15/2022 025537127 819 16,000 SH   OTR 2 0 16,000 0
ARCONIC CORPORATION COM 03966V107 4 427 SH   DFND   427 0 0
BK OF AMERICA CORP 7.25%CNV PFD L 060505682 346 250 SH   DFND 1 250 0 0
BK OF AMERICA CORP 7.25%CNV PFD L 060505682 1,230 890 SH   OTR 2 0 890 0
CAPITALA FIN CORP COM 14054R106 942 228,737 SH   DFND 2 228,737 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 580 1,100,000 PRN   OTR 2 0 1,100,000 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 831 600,000 PRN   OTR 2 0 600,000 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 1,248 1,300,000 PRN   OTR 2 0 1,300,000 0
HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 853 900,000 PRN   OTR 2 0 900,000 0
HOPE BANCORP INC NOTE 2.000% 5/1 43940TAB5 366 450,000 PRN   OTR 2 0 450,000 0
HOWMET AEROSPACE INC COM 443201108 22 1,710 SH   DFND   1,710 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 1,088 810,000 PRN   OTR 2 0 810,000 0
ILLUMINA INC NOTE 8/1 452327AK5 299 290,000 PRN   OTR 2 0 290,000 0
ISHARES TR CORE S&P TTL STK 464287150 16,084 248,359 SH   DFND 2 248,359 0 0
ISHARES TR CORE S&P500 ETF 464287200 18,063 62,038 SH   DFND 2 62,038 0 0
ISHARES TR RUS 1000 ETF 464287622 5,238 32,694 SH   DFND 2 32,694 0 0
ISHARES TR CORE MSCI TOTAL 46432F834 57,195 1,135,946 SH   DFND   1,135,946 0 0
ISHARES TR CORE MSCI INTL 46435G326 20,195 425,689 SH   DFND 1 425,689 0 0
KAMAN CORP NOTE 3.250% 5/0 483548AF0 381 400,000 PRN   OTR 2 0 400,000 0
KNOWLES CORP NOTE 3.250%11/0 49926DAB5 409 375,000 PRN   OTR 2 0 375,000 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 1,130 1,400,000 PRN   OTR 2 0 1,400,000 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 835 870,000 PRN   OTR 2 0 870,000 0
NRG ENERGY INC COM NEW 629377508 4 118 SH   DFND   118 0 0
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 146 1,300,000 PRN   OTR 2 0 1,300,000 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 1,597 200,000 PRN   OTR 2 0 200,000 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 967 800,000 PRN   OTR 2 0 800,000 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 771 700,000 PRN   OTR 2 0 700,000 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 1,639 1,620,000 PRN   OTR 2 0 1,620,000 0
RESOLUTE FST PRODS INC COM 76117W109 11 4,425 SH   DFND   4,425 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 16,391 56,426 SH   DFND 2 56,426 0 0
SPDR SER TR PORTFOLI S&P1500 78464A805 15,088 425,000 SH   DFND 2 425,000 0 0
SPDR SER TR PORTFOLIO S&P500 78464A854 10,636 311,817 SH   DFND 2 311,817 0 0
SCHWAB STRATEGIC TR US BRD MKT ETF 808524102 16,279 237,715 SH   DFND 2 237,715 0 0
SCHWAB STRATEGIC TR US LRG CAP ETF 808524201 16,493 238,368 SH   DFND 2 238,368 0 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 714 825,000 PRN   OTR 2 0 825,000 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 799 850,000 PRN   OTR 2 0 850,000 0
VANGUARD STAR FDS VG TL INTL STK F 921909768 33,720 746,835 SH   DFND   746,835 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 146,359 2,111,652 SH   DFND   2,111,652 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 18,424 68,979 SH   DFND 2 68,979 0 0
VANGUARD INDEX FDS LARGE CAP ETF 922908637 5,327 39,819 SH   DFND 2 39,819 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 18,441 126,449 SH   DFND 2 126,449 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 583 600,000 PRN   OTR 2 0 600,000 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 1,188 300,000 PRN   OTR 2 0 300,000 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 1,539 1,100 SH   OTR 2 0 1,100 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 1,276 1,400,000 PRN   OTR 2 0 1,400,000 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 862 700,000 PRN   OTR 2 0 700,000 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 54 3,321 SH   DFND   3,321 0 0