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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 1,515 1,250,000 PRN   OTR 2 1,250,000 0 0
AMERICAN ELEC PWR CO INC UNIT 08/01/2021 025537127 772 16,000 SH   OTR 2 16,000 0 0
ARCONIC CORPORATION COM 03966V107 11 427 SH   DFND   0 427 0
ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 1,031 1,000,000 PRN   OTR 2 1,000,000 0 0
CAPITALA FIN CORP COM NEW 14054R502 589 38,122 SH   DFND 2 0 38,122 0
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 1,588 1,400,000 PRN   OTR 2 1,400,000 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 1,093 750,000 PRN   OTR 2 750,000 0 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 1,325 1,300,000 PRN   OTR 2 1,300,000 0 0
HANNON ARMSTRONG SUST INFR C NOTE 8/1 41068XAD2 978 800,000 PRN   OTR 2 800,000 0 0
HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 941 900,000 PRN   OTR 2 900,000 0 0
HOPE BANCORP INC NOTE 2.000% 5/1 43940TAB5 910 950,000 PRN   OTR 2 950,000 0 0
HOWMET AEROSPACE INC COM 443201108 55 1,710 SH   DFND   0 1,710 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 1,223 810,000 PRN   OTR 2 810,000 0 0
ILLUMINA INC NOTE 8/1 452327AK5 346 290,000 PRN   OTR 2 290,000 0 0
ISHARES TR CORE S&P TTL STK 464287150 17,056 186,199 SH   DFND 2 0 186,199 0
ISHARES TR CORE S&P500 ETF 464287200 18,503 46,510 SH   DFND 2 0 46,510 0
ISHARES TR RUS 1000 ETF 464287622 5,487 24,512 SH   DFND 2 0 24,512 0
ISHARES TR CORE MSCI TOTAL 46432F834 79,834 1,135,946 SH   DFND   0 1,135,946 0
ISHARES TR CORE MSCI INTL 46435G326 27,500 425,689 SH   DFND 1 0 425,689 0
KAMAN CORP NOTE 3.250% 5/0 483548AF0 705 650,000 PRN   OTR 2 650,000 0 0
KNOWLES CORP NOTE 3.250%11/0 49926DAB5 764 650,000 PRN   OTR 2 650,000 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 933 800,000 PRN   OTR 2 800,000 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 999 870,000 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 2,840 150,000 PRN   OTR 2 150,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 1,444 700,000 PRN   OTR 2 700,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 1,912 1,620,000 PRN   OTR 2 1,620,000 0 0
RESOLUTE FST PRODS INC COM 76117W109 48 4,425 SH   DFND   0 4,425 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 16,766 42,302 SH   DFND 2 0 42,302 0
SPDR SER TR PORTFOLI S&P1500 78464A805 15,673 318,625 SH   DFND 2 0 318,625 0
SPDR SER TR PORTFOLIO S&P500 78464A854 10,898 233,817 SH   DFND 2 0 233,817 0
SCHWAB STRATEGIC TR US BRD MKT ETF 808524102 17,235 178,212 SH   DFND 2 0 178,212 0
SCHWAB STRATEGIC TR US LRG CAP ETF 808524201 17,166 178,755 SH   DFND 2 0 178,755 0
VANGUARD STAR FDS VG TL INTL STK F 921909768 46,827 746,835 SH   DFND   0 746,835 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 205,443 2,111,652 SH   DFND   0 2,111,652 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 18,844 51,727 SH   DFND 2 0 51,727 0
VANGUARD INDEX FDS LARGE CAP ETF 922908637 5,532 29,854 SH   DFND 2 0 29,854 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 19,594 94,801 SH   DFND 2 0 94,801 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 676 600,000 PRN   OTR 2 600,000 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 1,524 300,000 PRN   OTR 2 300,000 0 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 1,426 1,400,000 PRN   OTR 2 1,400,000 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 92 3,321 SH   DFND   0 3,321 0