The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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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 | 1,551 | 1,250,000 | PRN | OTR | 2 | 1,250,000 | 0 | 0 | |
AMERICAN ELEC PWR CO INC | UNIT 03/15/2022 | 025537127 | 778 | 16,000 | SH | OTR | 2 | 16,000 | 0 | 0 | |
ARCONIC CORPORATION | COM | 03966V107 | 6 | 427 | SH | DFND | 0 | 427 | 0 | ||
BK OF AMERICA CORP | 7.25%CNV PFD L | 060505682 | 336 | 250 | SH | DFND | 1 | 0 | 250 | 0 | |
BK OF AMERICA CORP | 7.25%CNV PFD L | 060505682 | 1,195 | 890 | SH | OTR | 2 | 890 | 0 | 0 | |
CAPITALA FIN CORP | COM | 14054R106 | 602 | 228,737 | SH | DFND | 2 | 0 | 228,737 | 0 | |
EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 1,354 | 1,400,000 | PRN | OTR | 2 | 1,400,000 | 0 | 0 | |
FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 764 | 600,000 | PRN | OTR | 2 | 600,000 | 0 | 0 | |
FORTIVE CORP | NOTE 0.875% 2/1 | 34959JAK4 | 1,273 | 1,300,000 | PRN | OTR | 2 | 1,300,000 | 0 | 0 | |
HERCULES CAPITAL INC | DBCV 4.375% 2/0 | 427096AF9 | 879 | 900,000 | PRN | OTR | 2 | 900,000 | 0 | 0 | |
HOPE BANCORP INC | NOTE 2.000% 5/1 | 43940TAB5 | 773 | 950,000 | PRN | OTR | 2 | 950,000 | 0 | 0 | |
HOWMET AEROSPACE INC | COM | 443201108 | 27 | 1,710 | SH | DFND | 0 | 1,710 | 0 | ||
ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 1,203 | 810,000 | PRN | OTR | 2 | 810,000 | 0 | 0 | |
ILLUMINA INC | NOTE 8/1 | 452327AK5 | 314 | 290,000 | PRN | OTR | 2 | 290,000 | 0 | 0 | |
ISHARES TR | CORE S&P TTL STK | 464287150 | 17,246 | 248,359 | SH | DFND | 2 | 0 | 248,359 | 0 | |
ISHARES TR | CORE S&P500 ETF | 464287200 | 19,213 | 62,038 | SH | DFND | 2 | 0 | 62,038 | 0 | |
ISHARES TR | RUS 1000 ETF | 464287622 | 5,613 | 32,694 | SH | DFND | 2 | 0 | 32,694 | 0 | |
ISHARES TR | CORE MSCI TOTAL | 46432F834 | 61,932 | 1,135,946 | SH | DFND | 0 | 1,135,946 | 0 | ||
ISHARES TR | CORE MSCI INTL | 46435G326 | 21,757 | 425,689 | SH | DFND | 1 | 0 | 425,689 | 0 | |
KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 383 | 400,000 | PRN | OTR | 2 | 400,000 | 0 | 0 | |
KNOWLES CORP | NOTE 3.250%11/0 | 49926DAB5 | 397 | 375,000 | PRN | OTR | 2 | 375,000 | 0 | 0 | |
MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608BAB1 | 1,221 | 1,400,000 | PRN | OTR | 2 | 1,400,000 | 0 | 0 | |
MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 876 | 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 | 2,029 | 200,000 | PRN | OTR | 2 | 200,000 | 0 | 0 | |
NUANCE COMMUNICATIONS INC | NOTE 1.250% 4/0 | 67020YAN0 | 1,107 | 800,000 | PRN | OTR | 2 | 800,000 | 0 | 0 | |
ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 847 | 700,000 | PRN | OTR | 2 | 700,000 | 0 | 0 | |
PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 1,721 | 1,620,000 | PRN | OTR | 2 | 1,620,000 | 0 | 0 | |
RESOLUTE FST PRODS INC | COM | 76117W109 | 9 | 4,425 | SH | DFND | 0 | 4,425 | 0 | ||
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 17,400 | 56,426 | SH | DFND | 2 | 0 | 56,426 | 0 | |
SPDR SER TR | PORTFOLI S&P1500 | 78464A805 | 16,057 | 425,000 | SH | DFND | 2 | 0 | 425,000 | 0 | |
SPDR SER TR | PORTFOLIO S&P500 | 78464A854 | 11,303 | 311,817 | SH | DFND | 2 | 0 | 311,817 | 0 | |
SCHWAB STRATEGIC TR | US BRD MKT ETF | 808524102 | 17,465 | 237,715 | SH | DFND | 2 | 0 | 237,715 | 0 | |
SCHWAB STRATEGIC TR | US LRG CAP ETF | 808524201 | 17,663 | 238,368 | SH | DFND | 2 | 0 | 238,368 | 0 | |
STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 | 784 | 825,000 | PRN | OTR | 2 | 825,000 | 0 | 0 | |
TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 803 | 850,000 | PRN | OTR | 2 | 850,000 | 0 | 0 | |
VANGUARD STAR FDS | VG TL INTL STK F | 921909768 | 36,722 | 746,835 | SH | DFND | 0 | 746,835 | 0 | ||
VANGUARD INTL EQUITY INDEX F | TT WRLD ST ETF | 922042742 | 157,952 | 2,111,652 | SH | DFND | 0 | 2,111,652 | 0 | ||
VANGUARD INDEX FDS | S&P 500 ETF SHS | 922908363 | 19,551 | 68,979 | SH | DFND | 2 | 0 | 68,979 | 0 | |
VANGUARD INDEX FDS | LARGE CAP ETF | 922908637 | 5,694 | 39,819 | SH | DFND | 2 | 0 | 39,819 | 0 | |
VANGUARD INDEX FDS | TOTAL STK MKT | 922908769 | 19,793 | 126,449 | SH | DFND | 2 | 0 | 126,449 | 0 | |
VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 599 | 600,000 | PRN | OTR | 2 | 600,000 | 0 | 0 | |
WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 1,102 | 300,000 | PRN | OTR | 2 | 300,000 | 0 | 0 | |
WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 1,427 | 1,100 | SH | OTR | 2 | 1,100 | 0 | 0 | |
WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 1,321 | 1,400,000 | PRN | OTR | 2 | 1,400,000 | 0 | 0 | |
NORWEGIAN CRUISE LINE HLDG L | SHS | G66721104 | 55 | 3,321 | SH | DFND | 0 | 3,321 | 0 |