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 |
BLACKROCK CORPOR HI | COM | 09255P107 | 4,063 | 330,625 | SH | DFND | 1 | 330,625 | 0 | 0 | |
BLACKROCK FLOAT RATE | COM | 09255X100 | 8,240 | 562,464 | SH | DFND | 1 | 562,464 | 0 | 0 | |
DANAHER CORP DEL | NOTE 1/2 | 235851AF9 | 10,299 | 4,500,000 | PRN | DFND | 1 | 4,500,000 | 0 | 0 | |
DOMINION RES INC VA | UNIT 04/01/2013 | 25746U703 | 3,401 | 59,000 | SH | DFND | 1 | 59,000 | 0 | 0 | |
E M C CORP MASS | COM | 268648102 | 4,092 | 155,347 | SH | DFND | 1 | 155,347 | 0 | 0 | |
FIDELITY NATIONAL FI | NOTE 4.250% 8/1 | 31620RAE5 | 1,641 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
FORD MTR CO DEL | COM PAR $0.01 | 345370860 | 1,912 | 110,900 | SH | DFND | 1 | 110,900 | 0 | 0 | |
FORD MTR CO DEL | NOTE 4.250%11/1 | 345370CN8 | 10,111 | 5,060,000 | PRN | DFND | 1 | 5,060,000 | 0 | 0 | |
GENERAL MTRS CO | COM | 37045V100 | 3,187 | 87,787 | SH | DFND | 1 | 87,787 | 0 | 0 | |
GILEAD SCIENCES INC | NOTE 1.625% 5/0 | 375558AP8 | 15,491 | 4,250,000 | PRN | DFND | 1 | 4,250,000 | 0 | 0 | |
HEALTH CARE REIT INC | PFD PER CON I | 42217K601 | 1,732 | 30,000 | SH | DFND | 1 | 30,000 | 0 | 0 | |
INTEL CORP | SDCV 2.950%12/1 | 458140AD2 | 7,459 | 6,000,000 | PRN | DFND | 1 | 6,000,000 | 0 | 0 | |
INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 8,484 | 5,500,000 | PRN | DFND | 1 | 5,500,000 | 0 | 0 | |
ISHARES | MSCI AUST ETF | 464286103 | 244 | 9,357 | SH | DFND | 1 | 9,357 | 0 | 0 | |
ISHARES | MSCI BRZ CAP ETF | 464286400 | 223 | 4,671 | SH | DFND | 1 | 4,671 | 0 | 0 | |
ISHARES | EM MK MINVOL ETF | 464286533 | 543 | 9,032 | SH | DFND | 1 | 9,032 | 0 | 0 | |
ISHARES | MSCI UK ETF | 464286699 | 437 | 20,930 | SH | DFND | 1 | 20,930 | 0 | 0 | |
ISHARES | MSCI GERMANY ETF | 464286806 | 241 | 7,703 | SH | DFND | 1 | 7,703 | 0 | 0 | |
ISHARES | MSCI JAPAN ETF | 464286848 | 411 | 34,138 | SH | DFND | 1 | 34,138 | 0 | 0 | |
ISHARES | IBOXX INV CP ETF | 464287242 | 47,150 | 395,355 | SH | DFND | 1 | 395,355 | 0 | 0 | |
ISHARES | IBOXX HI YD ETF | 464288513 | 125,585 | 1,319,165 | SH | DFND | 1 | 1,319,165 | 0 | 0 | |
ISHARES | SHRT TRS BD ETF | 464288679 | 1,390 | 12,607 | SH | DFND | 1 | 12,607 | 0 | 0 | |
ISHARES TR | FLTG RATE BD ETF | 46429B655 | 965 | 19,003 | SH | DFND | 1 | 19,003 | 0 | 0 | |
ISHARES TR | EAFE MIN VOL ETF | 46429B689 | 1,766 | 27,014 | SH | DFND | 1 | 27,014 | 0 | 0 | |
ISHARES TR | USA MIN VOL ETF | 46429B697 | 1,032 | 27,736 | SH | DFND | 1 | 27,736 | 0 | 0 | |
ISHARES TR | 0-5 YR TIPS ETF | 46429B747 | 650 | 6,342 | SH | DFND | 1 | 6,342 | 0 | 0 | |
LABORATORY CORP AMER | NOTE 9/1 | 50540RAG7 | 1,420 | 1,036,000 | PRN | DFND | 1 | 1,036,000 | 0 | 0 | |
METLIFE INC | COM | 59156R108 | 3,465 | 62,370 | SH | DFND | 1 | 62,370 | 0 | 0 | |
METLIFE INC | UNIT 99/99/9999 | 59156R116 | 3,516 | 110,000 | SH | DFND | 1 | 110,000 | 0 | 0 | |
MGM RESORTS INTERNAT | NOTE 4.250% 4/1 | 55303QAE0 | 1,101 | 750,000 | PRN | DFND | 1 | 750,000 | 0 | 0 | |
MYLAN INC | NOTE 3.750% 9/1 | 628530AJ6 | 3,877 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
NEWMONT MINING CORP | NOTE 1.625% 7/1 | 651639AJ5 | 3,695 | 3,500,000 | PRN | DFND | 1 | 3,500,000 | 0 | 0 | |
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 8,095 | 4,000,000 | PRN | DFND | 1 | 4,000,000 | 0 | 0 | |
POWERSHARES ETF TRUS | SENIOR LN PORT | 73936Q769 | 1,895 | 76,200 | SH | DFND | 1 | 76,200 | 0 | 0 | |
PRICELINE GRP INC | NOTE 1.250% 3/1 | 741503AN6 | 12,920 | 3,275,000 | PRN | DFND | 1 | 3,275,000 | 0 | 0 | |
PROLOGIS | NOTE 3.250% 3/1 | 74340XAT8 | 1,679 | 1,500,000 | PRN | DFND | 1 | 1,500,000 | 0 | 0 | |
PROSPECT CAPITAL COR | NOTE 6.250%12/1 | 74348TAC6 | 6,703 | 6,250,000 | PRN | DFND | 1 | 6,250,000 | 0 | 0 | |
SELECT SECTOR SPDR T | SBI MATERIALS | 81369Y100 | 953 | 19,190 | SH | DFND | 1 | 19,190 | 0 | 0 | |
SELECT SECTOR SPDR T | SBI HEALTHCARE | 81369Y209 | 1,788 | 29,393 | SH | DFND | 1 | 29,393 | 0 | 0 | |
SELECT SECTOR SPDR T | SBI CONS STPLS | 81369Y308 | 1,087 | 24,359 | SH | DFND | 1 | 24,359 | 0 | 0 | |
SELECT SECTOR SPDR T | SBI CONS DISCR | 81369Y407 | 1,251 | 18,744 | SH | DFND | 1 | 18,744 | 0 | 0 | |
SELECT SECTOR SPDR T | SBI INT-ENERGY | 81369Y506 | 1,565 | 15,630 | SH | DFND | 1 | 15,630 | 0 | 0 | |
SELECT SECTOR SPDR T | SBI INT-INDS | 81369Y704 | 885 | 16,371 | SH | DFND | 1 | 16,371 | 0 | 0 | |
SELECT SECTOR SPDR T | TECHNOLOGY | 81369Y803 | 991 | 25,834 | SH | DFND | 1 | 25,834 | 0 | 0 | |
SELECT SECTOR SPDR T | SBI INT-UTILS | 81369Y886 | 314 | 7,102 | SH | DFND | 1 | 7,102 | 0 | 0 | |
SPDR INDEX SHS FDS | DJ INTL RL ETF | 78463X863 | 46,904 | 1,060,225 | SH | DFND | 1 | 1,060,225 | 0 | 0 | |
SPDR SER TR | SHT TRM HGH YLD | 78468R408 | 128,437 | 4,148,483 | SH | DFND | 1 | 4,148,483 | 0 | 0 | |
SPDR SERIES TRUST | BRC CNV SECS ETF | 78464A359 | 49,151 | 973,283 | SH | DFND | 1 | 973,283 | 0 | 0 | |
SPDR SERIES TRUST | BRC HGH YLD BD | 78464A417 | 210,318 | 5,039,976 | SH | DFND | 1 | 5,039,976 | 0 | 0 | |
SPDR SERIES TRUST | S&P REGL BKG | 78464A698 | 400 | 9,918 | SH | DFND | 1 | 9,918 | 0 | 0 | |
STANLEY BLACK & DECK | UNIT 99/99/9999 | 854502804 | 570 | 5,000 | SH | DFND | 1 | 5,000 | 0 | 0 | |
TEVA PHARMACEUTICAL | DBCV 0.250% 2/0 | 88163VAE9 | 9,586 | 7,500,000 | PRN | DFND | 1 | 7,500,000 | 0 | 0 | |
TRW AUTOMOTIVE INC | NOTE 3.500%12/0 | 87264MAH2 | 5,316 | 1,750,000 | PRN | DFND | 1 | 1,750,000 | 0 | 0 | |
UNISYS CORP | COM NEW | 909214306 | 6,423 | 259,600 | SH | DFND | 1 | 259,600 | 0 | 0 | |
UNITED TECHNOLOGIES | UNIT 99/99/9999 | 913017117 | 5,215 | 80,000 | SH | DFND | 1 | 80,000 | 0 | 0 | |
VANGUARD BD INDEX FD | LONG TERM BOND | 921937793 | 33,090 | 368,115 | SH | DFND | 1 | 368,115 | 0 | 0 | |
VANGUARD BD INDEX FD | INTERMED TERM | 921937819 | 44,547 | 525,997 | SH | DFND | 1 | 525,997 | 0 | 0 | |
VANGUARD BD INDEX FD | SHORT TRM BOND | 921937827 | 513,687 | 6,393,908 | SH | DFND | 1 | 6,393,908 | 0 | 0 | |
VANGUARD BD INDEX FD | TOTAL BND MRKT | 921937835 | 3,534,313 | 42,986,053 | SH | DFND | 1 | 42,986,053 | 0 | 0 | |
VANGUARD INDEX FDS | S&P 500 ETF SHS | 922908363 | 1,215,047 | 6,771,705 | SH | DFND | 1 | 6,771,705 | 0 | 0 | |
VANGUARD INDEX FDS | EXTEND MKT ETF | 922908652 | 296,277 | 3,376,757 | SH | DFND | 1 | 3,376,757 | 0 | 0 | |
VANGUARD INDEX FDS | GROWTH ETF | 922908736 | 381,935 | 3,861,834 | SH | DFND | 1 | 3,861,834 | 0 | 0 | |
VANGUARD INDEX FDS | VALUE ETF | 922908744 | 343,232 | 4,240,049 | SH | DFND | 1 | 4,240,049 | 0 | 0 | |
VANGUARD INDEX FDS | SMALL CP ETF | 922908751 | 69,727 | 595,346 | SH | DFND | 1 | 595,346 | 0 | 0 | |
VANGUARD INDEX FDS | TOTAL STK MKT | 922908769 | 1,964,311 | 19,301,473 | SH | DFND | 1 | 19,301,473 | 0 | 0 | |
VANGUARD INTL EQUITY | FTSE EMR MKT ETF | 922042858 | 348,569 | 8,081,812 | SH | DFND | 1 | 8,081,812 | 0 | 0 | |
VANGUARD INTL EQUITY | FTSE PACIFIC ETF | 922042866 | 484,620 | 7,786,318 | SH | DFND | 1 | 7,786,318 | 0 | 0 | |
VANGUARD INTL EQUITY | FTSE EUROPE ETF | 922042874 | 751,772 | 12,539,990 | SH | DFND | 1 | 12,539,990 | 0 | 0 | |
VANGUARD SCOTTSDALE | SHTRM GVT BD ETF | 92206C102 | 86,204 | 1,414,565 | SH | DFND | 1 | 1,414,565 | 0 | 0 | |
VANGUARD SCOTTSDALE | MORTG-BACK SEC | 92206C771 | 51,543 | 979,540 | SH | DFND | 1 | 979,540 | 0 | 0 | |
VANGUARD TAX MANAGED | FTSE DEV MKT ETF | 921943858 | 89,383 | 2,098,682 | SH | DFND | 1 | 2,098,682 | 0 | 0 | |
VERIZON COMMUNICATIO | COM | 92343V104 | 1,392 | 28,450 | SH | DFND | 1 | 28,450 | 0 | 0 | |
WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 10,340 | 6,750,000 | PRN | DFND | 1 | 6,750,000 | 0 | 0 | |
WELLS FARGO & CO NEW | *W EXP 10/28/201 | 949746119 | 3,463 | 160,460 | SH | DFND | 1 | 160,460 | 0 | 0 | |
WELLS FARGO & CO NEW | PERP PFD CNV A | 949746804 | 14,576 | 12,000 | SH | DFND | 1 | 12,000 | 0 | 0 | |
WEYERHAEUSER CO | PREF CONV SER A | 962166872 | 423 | 7,450 | SH | DFND | 1 | 7,450 | 0 | 0 | |
XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 5,799 | 3,500,000 | PRN | DFND | 1 | 3,500,000 | 0 | 0 |