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 |
ALLEGHENY TECHNOLOGI | NOTE 4.250% 6/0 | 01741RAD4 | 3,605 | 3,500,000 | PRN | DFND | 1 | 3,500,000 | 0 | 0 | |
ARCHER DANIELS MIDLA | NOTE 0.875% 2/1 | 039483AW2 | 6,553 | 6,500,000 | PRN | DFND | 1 | 6,500,000 | 0 | 0 | |
DANAHER CORP DEL | NOTE 1/2 | 235851AF9 | 10,120 | 5,500,000 | PRN | DFND | 1 | 5,500,000 | 0 | 0 | |
DOMINION RES INC VA | UNIT 04/01/2013 | 25746U703 | 2,510 | 50,000 | SH | DFND | 1 | 50,000 | 0 | 0 | |
DYNEGY INC NEW DEL | COM | 26817R108 | 41,969 | 1,861,172 | SH | DFND | 1 | 1,861,172 | 0 | 0 | |
E M C CORP MASS | NOTE 1.750%12/0 | 268648AM4 | 10,786 | 7,300,000 | PRN | DFND | 1 | 7,300,000 | 0 | 0 | |
FIDELITY NATIONAL FI | NOTE 4.250% 8/1 | 31620RAE5 | 1,312 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
FORD MTR CO DEL | COM PAR $0.01 | 345370860 | 1,329 | 85,900 | SH | DFND | 1 | 85,900 | 0 | 0 | |
FORD MTR CO DEL | NOTE 4.250%11/1 | 345370CN8 | 5,529 | 3,060,000 | PRN | DFND | 1 | 3,060,000 | 0 | 0 | |
GENERAL MTRS CO | COM | 37045V100 | 1,757 | 52,750 | SH | DFND | 1 | 52,750 | 0 | 0 | |
GILEAD SCIENCES INC | NOTE 1.000% 5/0 | 375558AN3 | 5,672 | 2,500,000 | PRN | DFND | 1 | 2,500,000 | 0 | 0 | |
GILEAD SCIENCES INC | NOTE 1.625% 5/0 | 375558AP8 | 11,316 | 5,000,000 | PRN | DFND | 1 | 5,000,000 | 0 | 0 | |
INTEL CORP | SDCV 2.950%12/1 | 458140AD2 | 8,161 | 7,500,000 | PRN | DFND | 1 | 7,500,000 | 0 | 0 | |
INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 8,921 | 7,000,000 | PRN | DFND | 1 | 7,000,000 | 0 | 0 | |
ISHARES INC | CTR WLD MINVL | 464286525 | 585 | 9,777 | SH | DFND | 1 | 9,777 | 0 | 0 | |
ISHARES INC | EM MKT MIN VOL | 464286533 | 8,937 | 156,490 | SH | DFND | 1 | 156,490 | 0 | 0 | |
ISHARES INC | MSCI JAPAN | 464286848 | 120 | 10,730 | SH | DFND | 1 | 10,730 | 0 | 0 | |
ISHARES TR | IBOXX INV CPBD | 464287242 | 32,696 | 287,689 | SH | DFND | 1 | 287,689 | 0 | 0 | |
ISHARES TR | BARCLYS 20+ YR | 464287432 | 19,395 | 175,613 | SH | DFND | 1 | 175,613 | 0 | 0 | |
ISHARES TR | BARCLYS 7-10 YR | 464287440 | 20,234 | 197,400 | SH | DFND | 1 | 197,400 | 0 | 0 | |
ISHARES TR | JPMORGAN USD | 464288281 | 28,352 | 258,854 | SH | DFND | 1 | 258,854 | 0 | 0 | |
ISHARES TR | HIGH YLD CORP | 464288513 | 173,828 | 1,912,723 | SH | DFND | 1 | 1,912,723 | 0 | 0 | |
ISHARES TR | BARCLYS SH TREA | 464288679 | 30,457 | 276,330 | SH | DFND | 1 | 276,330 | 0 | 0 | |
ISHARES TR | US PFD STK IDX | 464288687 | 51,738 | 1,317,158 | SH | DFND | 1 | 1,317,158 | 0 | 0 | |
ISHARES TR | FLTG RATE NT | 46429B655 | 14,179 | 280,210 | SH | DFND | 1 | 280,210 | 0 | 0 | |
ISHARES TR | EAFE MIN VOLAT | 46429B689 | 561 | 9,802 | SH | DFND | 1 | 9,802 | 0 | 0 | |
ISHARES TR | USA MIN VOL ID | 46429B697 | 86,061 | 2,642,332 | SH | DFND | 1 | 2,642,332 | 0 | 0 | |
ISHARES TR | BRC 0-5 YR TIP | 46429B747 | 20,747 | 206,070 | SH | DFND | 1 | 206,070 | 0 | 0 | |
LABORATORY CORP AMER | NOTE 9/1 | 50540RAG7 | 1,388 | 1,036,000 | PRN | DFND | 1 | 1,036,000 | 0 | 0 | |
METLIFE INC | COM | 59156R108 | 3,553 | 77,638 | SH | DFND | 1 | 77,638 | 0 | 0 | |
METLIFE INC | UNIT 99/99/9999 | 59156R116 | 6,027 | 110,000 | SH | DFND | 1 | 110,000 | 0 | 0 | |
MGM RESORTS INTERNAT | NOTE 4.250% 4/1 | 55303QAE0 | 840 | 750,000 | PRN | DFND | 1 | 750,000 | 0 | 0 | |
MYLAN INC | NOTE 3.750% 9/1 | 628530AJ6 | 2,370 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
NEWMONT MINING CORP | NOTE 1.625% 7/1 | 651639AJ5 | 3,760 | 3,500,000 | PRN | DFND | 1 | 3,500,000 | 0 | 0 | |
PRICELINE COM INC | NOTE 1.250% 3/1 | 741503AN6 | 10,308 | 3,775,000 | PRN | DFND | 1 | 3,775,000 | 0 | 0 | |
PROLOGIS | NOTE 3.250% 3/1 | 74340XAT8 | 1,732 | 1,500,000 | PRN | DFND | 1 | 1,500,000 | 0 | 0 | |
PROSHARES TR | PSHS ULTSH 20YRS | 74347B201 | 8,539 | 117,890 | SH | DFND | 1 | 117,890 | 0 | 0 | |
PROSHARES TR II | VIX MDTRM FUTR | 74347W684 | 2,596 | 91,887 | SH | DFND | 1 | 91,887 | 0 | 0 | |
PROSPECT CAPITAL COR | NOTE 6.250%12/1 | 74348TAC6 | 6,785 | 6,250,000 | PRN | DFND | 1 | 6,250,000 | 0 | 0 | |
SELECT SECTOR SPDR T | SBI HEALTHCARE | 81369Y209 | 379 | 7,960 | SH | DFND | 1 | 7,960 | 0 | 0 | |
SELECT SECTOR SPDR T | SBI CONS STPLS | 81369Y308 | 364 | 9,180 | SH | DFND | 1 | 9,180 | 0 | 0 | |
SELECT SECTOR SPDR T | SBI CONS DISCR | 81369Y407 | 395 | 7,010 | SH | DFND | 1 | 7,010 | 0 | 0 | |
SELECT SECTOR SPDR T | SBI INT-ENERGY | 81369Y506 | 316 | 4,030 | SH | DFND | 1 | 4,030 | 0 | 0 | |
SELECT SECTOR SPDR T | SBI INT-INDS | 81369Y704 | 261 | 6,110 | SH | DFND | 1 | 6,110 | 0 | 0 | |
SELECT SECTOR SPDR T | TECHNOLOGY | 81369Y803 | 422 | 13,800 | SH | DFND | 1 | 13,800 | 0 | 0 | |
SPDR INDEX SHS FDS | S&P INTL ETF | 78463X772 | 14,665 | 335,971 | SH | DFND | 1 | 335,971 | 0 | 0 | |
SPDR INDEX SHS FDS | DJ INTL RL ETF | 78463X863 | 9,192 | 230,379 | SH | DFND | 1 | 230,379 | 0 | 0 | |
SPDR SERIES TRUST | BRC CNV SECS ETF | 78464A359 | 40,741 | 954,560 | SH | DFND | 1 | 954,560 | 0 | 0 | |
SPDR SERIES TRUST | BRC HGH YLD BD | 78464A417 | 275,524 | 6,977,062 | SH | DFND | 1 | 6,977,062 | 0 | 0 | |
SPDR SERIES TRUST | NUVN BRCLY MUNI | 78464A458 | 14,658 | 641,216 | SH | DFND | 1 | 641,216 | 0 | 0 | |
SPDR SERIES TRUST | S&P REGL BKG | 78464A698 | 305 | 9,010 | SH | DFND | 1 | 9,010 | 0 | 0 | |
TEVA PHARMACEUTICAL | DBCV 0.250% 2/0 | 88163VAE9 | 7,856 | 7,500,000 | PRN | DFND | 1 | 7,500,000 | 0 | 0 | |
TRW AUTOMOTIVE INC | NOTE 3.500%12/0 | 87264MAH2 | 3,982 | 1,750,000 | PRN | DFND | 1 | 1,750,000 | 0 | 0 | |
UNISYS CORP | COM NEW | 909214306 | 5,886 | 266,684 | SH | DFND | 1 | 266,684 | 0 | 0 | |
UNITED TECHNOLOGIES | UNIT 99/99/9999 | 913017117 | 4,749 | 80,000 | SH | DFND | 1 | 80,000 | 0 | 0 | |
VANGUARD BD INDEX FD | LONG TERM BOND | 921937793 | 191,068 | 2,243,640 | SH | DFND | 1 | 2,243,640 | 0 | 0 | |
VANGUARD BD INDEX FD | INTERMED TERM | 921937819 | 452,105 | 5,414,944 | SH | DFND | 1 | 5,414,944 | 0 | 0 | |
VANGUARD BD INDEX FD | SHORT TRM BOND | 921937827 | 703,971 | 8,791,939 | SH | DFND | 1 | 8,791,939 | 0 | 0 | |
VANGUARD BD INDEX FD | TOTAL BND MRKT | 921937835 | 742,876 | 9,184,915 | SH | DFND | 1 | 9,184,915 | 0 | 0 | |
VANGUARD INDEX FDS | S&P 500 ETF SH | 922908413 | 933,070 | 12,722,528 | SH | DFND | 1 | 12,722,528 | 0 | 0 | |
VANGUARD INDEX FDS | REIT ETF | 922908553 | 6,572 | 95,634 | SH | DFND | 1 | 95,634 | 0 | 0 | |
VANGUARD INDEX FDS | EXTEND MKT ETF | 922908652 | 242,279 | 3,469,553 | SH | DFND | 1 | 3,469,553 | 0 | 0 | |
VANGUARD INDEX FDS | GROWTH ETF | 922908736 | 136,279 | 1,743,811 | SH | DFND | 1 | 1,743,811 | 0 | 0 | |
VANGUARD INDEX FDS | VALUE ETF | 922908744 | 140,129 | 2,072,612 | SH | DFND | 1 | 2,072,612 | 0 | 0 | |
VANGUARD INDEX FDS | SMALL CP ETF | 922908751 | 35,901 | 383,103 | SH | DFND | 1 | 383,103 | 0 | 0 | |
VANGUARD INDEX FDS | TOTAL STK MKT | 922908769 | 1,172,408 | 14,181,779 | SH | DFND | 1 | 14,181,779 | 0 | 0 | |
VANGUARD INTL EQUITY | FTSE EMR MKT ETF | 922042858 | 263,494 | 6,791,969 | SH | DFND | 1 | 6,791,969 | 0 | 0 | |
VANGUARD INTL EQUITY | MEGA CAP GRO ETF | 922042866 | 274,998 | 4,925,630 | SH | DFND | 1 | 4,925,630 | 0 | 0 | |
VANGUARD INTL EQUITY | FTSE EUROPE ETF | 922042874 | 376,819 | 7,829,202 | SH | DFND | 1 | 7,829,202 | 0 | 0 | |
VANGUARD SCOTTSDALE | SHTRM GVT BD ETF | 92206C102 | 41,821 | 687,619 | SH | DFND | 1 | 687,619 | 0 | 0 | |
VANGUARD SCOTTSDALE | MORTG-BACK SEC | 92206C771 | 178,684 | 3,500,860 | SH | DFND | 1 | 3,500,860 | 0 | 0 | |
VANGUARD TAX MANAGED | FTSE DEV MKT ETF | 921943858 | 46,627 | 1,309,737 | SH | DFND | 1 | 1,309,737 | 0 | 0 | |
VERIZON COMMUNICATIO | COM | 92343V104 | 2,567 | 51,000 | SH | DFND | 1 | 51,000 | 0 | 0 | |
WELLS FARGO & CO NEW | *W EXP 10/28/201 | 949746119 | 2,026 | 148,210 | SH | DFND | 1 | 148,210 | 0 | 0 | |
WELLS FARGO & CO NEW | PERP PFD CNV A | 949746804 | 13,134 | 11,000 | SH | DFND | 1 | 11,000 | 0 | 0 | |
XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 2,858 | 2,000,000 | PRN | DFND | 1 | 2,000,000 | 0 | 0 |