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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 1,639 1,250,000 PRN   OTR 2 1,250,000 0 0
AMERICAN ELEC PWR CO INC UNIT 08/01/2021 025537127 787 16,000 SH   OTR 2 16,000 0 0
ARCONIC CORPORATION COM 03966V107 15 427 SH   DFND 1 0 427 0
ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 1,048 1,000,000 PRN   OTR 2 1,000,000 0 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 493 450,000 PRN   OTR 2 450,000 0 0
BOOKING HOLDINGS INC NOTE 0.750% 5/0 09857LAN8 212 150,000 PRN   OTR 2 150,000 0 0
CAPITALA FIN CORP COM NEW 14054R502 936 38,122 SH   DFND 2 0 38,122 0
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 1,592 1,400,000 PRN   OTR 2 1,400,000 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 1,071 750,000 PRN   OTR 2 750,000 0 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 1,306 1,300,000 PRN   OTR 2 1,300,000 0 0
HANNON ARMSTRONG SUST INFR C NOTE 8/1 41068XAD2 990 800,000 PRN   OTR 2 800,000 0 0
HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 950 900,000 PRN   OTR 2 900,000 0 0
HOPE BANCORP INC NOTE 2.000% 5/1 43940TAB5 937 950,000 PRN   OTR 2 950,000 0 0
HOWMET AEROSPACE INC COM 443201108 59 1,710 SH   DFND 1 0 1,710 0
ILLUMINA INC NOTE 8/1 452327AK5 1,592 1,250,000 PRN   OTR 2 1,250,000 0 0
ISHARES TR CORE S&P TTL STK 464287150 15,697 158,937 SH   DFND 2 0 158,937 0
ISHARES TR CORE S&P TTL STK 464287150 4,045 40,958 SH   DFND   0 40,958 0
ISHARES TR CORE S&P500 ETF 464287200 17,109 39,795 SH   DFND 2 0 39,795 0
ISHARES TR RUS 1000 ETF 464287622 5,065 20,923 SH   DFND 2 0 20,923 0
ISHARES TR PFD AND INCM SEC 464288687 17,032 433,000 SH   DFND   0 433,000 0
ISHARES TR CORE MSCI TOTAL 46432F834 83,265 1,135,946 SH   DFND 1 0 1,135,946 0
ISHARES TR CORE MSCI TOTAL 46432F834 5,654 77,141 SH   DFND   0 77,141 0
ISHARES TR BLACKROCK ULTRA 46434V878 5,507 109,000 SH   DFND   0 109,000 0
ISHARES TR CORE MSCI INTL 46435G326 28,713 425,689 SH   DFND   0 425,689 0
KAMAN CORP NOTE 3.250% 5/0 483548AF0 688 650,000 PRN   OTR 2 650,000 0 0
KNOWLES CORP NOTE 3.250%11/0 49926DAB5 724 650,000 PRN   OTR 2 650,000 0 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 862 800,000 PRN   OTR 2 800,000 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 931 870,000 PRN   OTR 2 870,000 0 0
NRG ENERGY INC COM NEW 629377508 5 118 SH   DFND   0 118 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 1,330 700,000 PRN   OTR 2 700,000 0 0
PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 1,905 1,200,000 PRN   OTR 2 1,200,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 1,767 1,620,000 PRN   OTR 2 1,620,000 0 0
RESOLUTE FST PRODS INC COM 76117W109 54 4,425 SH   DFND 1 0 4,425 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 15,457 36,109 SH   DFND 2 0 36,109 0
SPDR SER TR PORTFOLI S&P1500 78464A805 14,407 271,975 SH   DFND 2 0 271,975 0
SPDR SER TR PORTFOLIO S&P500 78464A854 10,045 199,584 SH   DFND 2 0 199,584 0
SCHWAB STRATEGIC TR US BRD MKT ETF 808524102 15,862 152,120 SH   DFND 2 0 152,120 0
SCHWAB STRATEGIC TR US BRD MKT ETF 808524102 2,699 25,880 SH   DFND   0 25,880 0
SCHWAB STRATEGIC TR US LRG CAP ETF 808524201 15,864 152,583 SH   DFND 2 0 152,583 0
VANGUARD STAR FDS VG TL INTL STK F 921909768 49,052 746,835 SH   DFND 1 0 746,835 0
VANGUARD STAR FDS VG TL INTL STK F 921909768 2,315 35,246 SH   DFND   0 35,246 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 218,788 2,111,652 SH   DFND 1 0 2,111,652 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 17,375 44,154 SH   DFND 2 0 44,154 0
VANGUARD INDEX FDS LARGE CAP ETF 922908637 5,116 25,483 SH   DFND 2 0 25,483 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 18,031 80,921 SH   DFND 2 0 80,921 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 2,712 12,173 SH   DFND   0 12,173 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 1,624 300,000 PRN   OTR 2 300,000 0 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 1,490 1,400,000 PRN   OTR 2 1,400,000 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 98 3,321 SH   DFND 1 0 3,321 0