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 | 1,614 | 1,250,000 | PRN | OTR | 2 | 1,250,000 | 0 | 0 | |
AMERICAN ELEC PWR CO INC | UNIT 03/15/2022 | 025537127 | 776 | 16,000 | SH | OTR | 2 | 16,000 | 0 | 0 | |
ARCONIC CORPORATION | COM | 03966V107 | 8 | 427 | SH | DFND | 0 | 427 | 0 | ||
BK OF AMERICA CORP | 7.25%CNV PFD L | 060505682 | 372 | 250 | SH | DFND | 1 | 0 | 250 | 0 | |
BK OF AMERICA CORP | 7.25%CNV PFD L | 060505682 | 1,324 | 890 | SH | OTR | 2 | 890 | 0 | 0 | |
CAPITALA FIN CORP | COM NEW | 14054R502 | 359 | 38,122 | SH | DFND | 2 | 0 | 38,122 | 0 | |
EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 1,340 | 1,400,000 | PRN | OTR | 2 | 1,400,000 | 0 | 0 | |
FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 924 | 750,000 | PRN | OTR | 2 | 750,000 | 0 | 0 | |
FORTIVE CORP | NOTE 0.875% 2/1 | 34959JAK4 | 1,305 | 1,300,000 | PRN | OTR | 2 | 1,300,000 | 0 | 0 | |
HERCULES CAPITAL INC | DBCV 4.375% 2/0 | 427096AF9 | 919 | 900,000 | PRN | OTR | 2 | 900,000 | 0 | 0 | |
HOPE BANCORP INC | NOTE 2.000% 5/1 | 43940TAB5 | 770 | 950,000 | PRN | OTR | 2 | 950,000 | 0 | 0 | |
HOWMET AEROSPACE INC | COM | 443201108 | 29 | 1,710 | SH | DFND | 0 | 1,710 | 0 | ||
ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 1,044 | 810,000 | PRN | OTR | 2 | 810,000 | 0 | 0 | |
ILLUMINA INC | NOTE 8/1 | 452327AK5 | 307 | 290,000 | PRN | OTR | 2 | 290,000 | 0 | 0 | |
ISHARES TR | CORE S&P TTL STK | 464287150 | 14,056 | 186,199 | SH | DFND | 2 | 0 | 186,199 | 0 | |
ISHARES TR | CORE S&P500 ETF | 464287200 | 15,630 | 46,510 | SH | DFND | 2 | 0 | 46,510 | 0 | |
ISHARES TR | RUS 1000 ETF | 464287622 | 4,587 | 24,512 | SH | DFND | 2 | 0 | 24,512 | 0 | |
ISHARES TR | CORE MSCI TOTAL | 46432F834 | 66,271 | 1,135,946 | SH | DFND | 0 | 1,135,946 | 0 | ||
ISHARES TR | CORE MSCI INTL | 46435G326 | 22,970 | 425,689 | SH | DFND | 1 | 0 | 425,689 | 0 | |
KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 396 | 400,000 | PRN | OTR | 2 | 400,000 | 0 | 0 | |
KNOWLES CORP | NOTE 3.250%11/0 | 49926DAB5 | 396 | 375,000 | PRN | OTR | 2 | 375,000 | 0 | 0 | |
MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608BAB1 | 1,282 | 1,400,000 | PRN | OTR | 2 | 1,400,000 | 0 | 0 | |
MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 907 | 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 | 2,094 | 200,000 | PRN | OTR | 2 | 200,000 | 0 | 0 | |
NUANCE COMMUNICATIONS INC | NOTE 1.250% 4/0 | 67020YAN0 | 1,412 | 800,000 | PRN | OTR | 2 | 800,000 | 0 | 0 | |
ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 928 | 700,000 | PRN | OTR | 2 | 700,000 | 0 | 0 | |
PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 1,727 | 1,620,000 | PRN | OTR | 2 | 1,620,000 | 0 | 0 | |
RESOLUTE FST PRODS INC | COM | 76117W109 | 20 | 4,425 | SH | DFND | 0 | 4,425 | 0 | ||
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 14,167 | 42,302 | SH | DFND | 2 | 0 | 42,302 | 0 | |
SPDR SER TR | PORTFOLI S&P1500 | 78464A805 | 13,029 | 318,625 | SH | DFND | 2 | 0 | 318,625 | 0 | |
SPDR SER TR | PORTFOLIO S&P500 | 78464A854 | 9,201 | 233,817 | SH | DFND | 2 | 0 | 233,817 | 0 | |
SCHWAB STRATEGIC TR | US BRD MKT ETF | 808524102 | 14,193 | 178,212 | SH | DFND | 2 | 0 | 178,212 | 0 | |
SCHWAB STRATEGIC TR | US LRG CAP ETF | 808524201 | 14,413 | 178,755 | SH | DFND | 2 | 0 | 178,755 | 0 | |
STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 | 794 | 825,000 | PRN | OTR | 2 | 825,000 | 0 | 0 | |
TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 941 | 850,000 | PRN | OTR | 2 | 850,000 | 0 | 0 | |
VANGUARD STAR FDS | VG TL INTL STK F | 921909768 | 38,962 | 746,835 | SH | DFND | 0 | 746,835 | 0 | ||
VANGUARD INTL EQUITY INDEX F | TT WRLD ST ETF | 922042742 | 170,284 | 2,111,652 | SH | DFND | 0 | 2,111,652 | 0 | ||
VANGUARD INDEX FDS | S&P 500 ETF SHS | 922908363 | 15,914 | 51,727 | SH | DFND | 2 | 0 | 51,727 | 0 | |
VANGUARD INDEX FDS | LARGE CAP ETF | 922908637 | 4,670 | 29,854 | SH | DFND | 2 | 0 | 29,854 | 0 | |
VANGUARD INDEX FDS | TOTAL STK MKT | 922908769 | 16,146 | 94,801 | SH | DFND | 2 | 0 | 94,801 | 0 | |
VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 608 | 600,000 | PRN | OTR | 2 | 600,000 | 0 | 0 | |
WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 1,132 | 300,000 | PRN | OTR | 2 | 300,000 | 0 | 0 | |
WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 1,476 | 1,100 | SH | OTR | 2 | 1,100 | 0 | 0 | |
WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 1,338 | 1,400,000 | PRN | OTR | 2 | 1,400,000 | 0 | 0 | |
NORWEGIAN CRUISE LINE HLDG L | SHS | G66721104 | 57 | 3,321 | SH | DFND | 0 | 3,321 | 0 |