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 |
|
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 DEBT STRAT | COM | 09255R103 | 4,584 | 1,200,000 | SH | DFND | 1 | 1,200,000 | 0 | 0 | |
BLACKROCK FLOAT RATE | COM | 09255X100 | 8,245 | 586,450 | SH | DFND | 1 | 586,450 | 0 | 0 | |
DANAHER CORP DEL | NOTE 1/2 | 235851AF9 | 7,715 | 3,500,000 | PRN | DFND | 1 | 3,500,000 | 0 | 0 | |
DOMINION RES INC VA | UNIT 04/01/2013 | 25746U703 | 3,308 | 59,000 | SH | DFND | 1 | 59,000 | 0 | 0 | |
DOMINION RES INC VA | UNIT 99/99/9999 | 25746U869 | 2,994 | 60,000 | SH | DFND | 1 | 60,000 | 0 | 0 | |
E M C CORP MASS | COM | 268648102 | 1,766 | 60,347 | SH | DFND | 1 | 60,347 | 0 | 0 | |
FIDELITY NATIONAL FI | NOTE 4.250% 8/1 | 31620RAE5 | 1,596 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
FORD MTR CO DEL | COM PAR $0.01 | 345370860 | 1,773 | 119,900 | SH | DFND | 1 | 119,900 | 0 | 0 | |
FORD MTR CO DEL | NOTE 4.250%11/1 | 345370CN8 | 8,672 | 5,060,000 | PRN | DFND | 1 | 5,060,000 | 0 | 0 | |
GENERAL MTRS CO | COM | 37045V100 | 2,117 | 66,287 | SH | DFND | 1 | 66,287 | 0 | 0 | |
GILEAD SCIENCES INC | NOTE 1.625% 5/0 | 375558AP8 | 15,175 | 3,250,000 | PRN | DFND | 1 | 3,250,000 | 0 | 0 | |
HEALTH CARE REIT INC | PFD PER CON I | 42217K601 | 1,715 | 30,000 | SH | DFND | 1 | 30,000 | 0 | 0 | |
INTEL CORP | SDCV 2.950%12/1 | 458140AD2 | 6,999 | 5,500,000 | PRN | DFND | 1 | 5,500,000 | 0 | 0 | |
INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 8,384 | 5,000,000 | PRN | DFND | 1 | 5,000,000 | 0 | 0 | |
ISHARES | MSCI CDA ETF | 464286509 | 609 | 19,859 | SH | DFND | 1 | 19,859 | 0 | 0 | |
ISHARES | MSCI TAIWAN ETF | 464286731 | 981 | 64,231 | SH | DFND | 1 | 64,231 | 0 | 0 | |
ISHARES | MSCI AC ASIA ETF | 464288182 | 447 | 7,286 | SH | DFND | 1 | 7,286 | 0 | 0 | |
ISHARES | MSCI ACWI ETF | 464288257 | 10,873 | 184,597 | SH | DFND | 1 | 184,597 | 0 | 0 | |
ISHARES | IBOXX HI YD ETF | 464288513 | 73,559 | 799,992 | SH | DFND | 1 | 799,992 | 0 | 0 | |
ISHARES TR | IBOXX INV CP ETF | 464287242 | 47,117 | 398,554 | SH | DFND | 1 | 398,554 | 0 | 0 | |
ISHARES TR | FLTG RATE BD ETF | 46429B655 | 214,503 | 4,220,002 | SH | DFND | 1 | 4,220,002 | 0 | 0 | |
ISHARES TR | CHINA ETF | 46429B671 | 602 | 12,715 | SH | DFND | 1 | 12,715 | 0 | 0 | |
LABORATORY CORP AMER | NOTE 9/1 | 50540RAG7 | 1,412 | 1,036,000 | PRN | DFND | 1 | 1,036,000 | 0 | 0 | |
METLIFE INC | UNIT 99/99/9999 | 59156R116 | 3,387 | 110,000 | SH | DFND | 1 | 110,000 | 0 | 0 | |
MGM RESORTS INTERNAT | NOTE 4.250% 4/1 | 55303QAE0 | 945 | 750,000 | PRN | DFND | 1 | 750,000 | 0 | 0 | |
MYLAN INC | NOTE 3.750% 9/1 | 628530AJ6 | 3,416 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
NEWMONT MINING CORP | NOTE 1.625% 7/1 | 651639AJ5 | 3,581 | 3,500,000 | PRN | DFND | 1 | 3,500,000 | 0 | 0 | |
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 8,718 | 4,000,000 | PRN | DFND | 1 | 4,000,000 | 0 | 0 | |
POWERSHARES ETF TRUS | SENIOR LN PORT | 73936Q769 | 1,850 | 76,200 | SH | DFND | 1 | 76,200 | 0 | 0 | |
PRICELINE GRP INC | NOTE 1.250% 3/1 | 741503AN6 | 12,486 | 3,275,000 | PRN | DFND | 1 | 3,275,000 | 0 | 0 | |
PROLOGIS | NOTE 3.250% 3/1 | 74340XAT8 | 1,577 | 1,500,000 | PRN | DFND | 1 | 1,500,000 | 0 | 0 | |
PROSPECT CAPITAL COR | NOTE 6.250%12/1 | 74348TAC6 | 6,559 | 6,250,000 | PRN | DFND | 1 | 6,250,000 | 0 | 0 | |
SELECT SECTOR SPDR T | SBI MATERIALS | 81369Y100 | 1,216 | 24,530 | SH | DFND | 1 | 24,530 | 0 | 0 | |
SELECT SECTOR SPDR T | SBI HEALTHCARE | 81369Y209 | 1,217 | 19,046 | SH | DFND | 1 | 19,046 | 0 | 0 | |
SELECT SECTOR SPDR T | SBI CONS STPLS | 81369Y308 | 1,229 | 27,251 | SH | DFND | 1 | 27,251 | 0 | 0 | |
SELECT SECTOR SPDR T | SBI CONS DISCR | 81369Y407 | 1,227 | 18,393 | SH | DFND | 1 | 18,393 | 0 | 0 | |
SELECT SECTOR SPDR T | SBI INT-FINL | 81369Y605 | 1,229 | 53,037 | SH | DFND | 1 | 53,037 | 0 | 0 | |
SELECT SECTOR SPDR T | SBI INT-INDS | 81369Y704 | 1,235 | 23,237 | SH | DFND | 1 | 23,237 | 0 | 0 | |
SELECT SECTOR SPDR T | TECHNOLOGY | 81369Y803 | 1,239 | 31,050 | SH | DFND | 1 | 31,050 | 0 | 0 | |
SPDR SER TR | SHT TRM HGH YLD | 78468R408 | 131,971 | 4,409,336 | SH | DFND | 1 | 4,409,336 | 0 | 0 | |
SPDR SERIES TRUST | BRC HGH YLD BD | 78464A417 | 203,913 | 5,074,994 | SH | DFND | 1 | 5,074,994 | 0 | 0 | |
STANLEY BLACK & DECK | UNIT 99/99/9999 | 854502804 | 1,124 | 10,000 | SH | DFND | 1 | 10,000 | 0 | 0 | |
TEVA PHARMACEUTICAL | DBCV 0.250% 2/0 | 88163VAE9 | 9,628 | 7,500,000 | PRN | DFND | 1 | 7,500,000 | 0 | 0 | |
TRW AUTOMOTIVE INC | NOTE 3.500%12/0 | 87264MAH2 | 5,987 | 1,750,000 | PRN | DFND | 1 | 1,750,000 | 0 | 0 | |
UNISYS CORP | COM NEW | 909214306 | 6,077 | 259,600 | SH | DFND | 1 | 259,600 | 0 | 0 | |
UNITED TECHNOLOGIES | UNIT 99/99/9999 | 913017117 | 4,711 | 80,000 | SH | DFND | 1 | 80,000 | 0 | 0 | |
VANGUARD BD INDEX FD | LONG TERM BOND | 921937793 | 75,097 | 832,287 | SH | DFND | 1 | 832,287 | 0 | 0 | |
VANGUARD BD INDEX FD | INTERMED TERM | 921937819 | 101,394 | 1,203,351 | SH | DFND | 1 | 1,203,351 | 0 | 0 | |
VANGUARD BD INDEX FD | SHORT TRM BOND | 921937827 | 633,949 | 7,917,432 | SH | DFND | 1 | 7,917,432 | 0 | 0 | |
VANGUARD BD INDEX FD | TOTAL BND MRKT | 921937835 | 4,801,773 | 58,608,235 | SH | DFND | 1 | 58,608,235 | 0 | 0 | |
VANGUARD INDEX FDS | S&P 500 ETF SHS | 922908363 | 1,019,115 | 5,643,251 | SH | DFND | 1 | 5,643,251 | 0 | 0 | |
VANGUARD INDEX FDS | EXTEND MKT ETF | 922908652 | 237,875 | 2,846,077 | SH | DFND | 1 | 2,846,077 | 0 | 0 | |
VANGUARD INDEX FDS | GROWTH ETF | 922908736 | 381,653 | 3,829,163 | SH | DFND | 1 | 3,829,163 | 0 | 0 | |
VANGUARD INDEX FDS | VALUE ETF | 922908744 | 294,592 | 3,627,986 | SH | DFND | 1 | 3,627,986 | 0 | 0 | |
VANGUARD INDEX FDS | SMALL CP ETF | 922908751 | 56,541 | 511,086 | SH | DFND | 1 | 511,086 | 0 | 0 | |
VANGUARD INDEX FDS | TOTAL STK MKT | 922908769 | 1,686,314 | 16,656,601 | SH | DFND | 1 | 16,656,601 | 0 | 0 | |
VANGUARD INTL EQUITY | FTSE EMR MKT ETF | 922042858 | 301,812 | 7,235,958 | SH | DFND | 1 | 7,235,958 | 0 | 0 | |
VANGUARD INTL EQUITY | FTSE PACIFIC ETF | 922042866 | 409,197 | 6,900,458 | SH | DFND | 1 | 6,900,458 | 0 | 0 | |
VANGUARD INTL EQUITY | FTSE EUROPE ETF | 922042874 | 593,529 | 10,748,446 | SH | DFND | 1 | 10,748,446 | 0 | 0 | |
VANGUARD SCOTTSDALE | SHTRM GVT BD ETF | 92206C102 | 113,641 | 1,865,246 | SH | DFND | 1 | 1,865,246 | 0 | 0 | |
VANGUARD SCOTTSDALE | MORTG-BACK SEC | 92206C771 | 177,764 | 3,381,463 | SH | DFND | 1 | 3,381,463 | 0 | 0 | |
VANGUARD TAX MANAGED | FTSE DEV MKT ETF | 921943858 | 74,167 | 1,865,838 | SH | DFND | 1 | 1,865,838 | 0 | 0 | |
VANGUARD WORLD FDS | TELCOMM ETF | 92204A884 | 1,233 | 14,121 | SH | DFND | 1 | 14,121 | 0 | 0 | |
VERIZON COMMUNICATIO | COM | 92343V104 | 1,422 | 28,450 | SH | DFND | 1 | 28,450 | 0 | 0 | |
WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 11,116 | 6,750,000 | PRN | DFND | 1 | 6,750,000 | 0 | 0 | |
WELLS FARGO & CO NEW | *W EXP 10/28/201 | 949746119 | 3,233 | 160,460 | SH | DFND | 1 | 160,460 | 0 | 0 | |
WELLS FARGO & CO NEW | PERP PFD CNV A | 949746804 | 14,430 | 12,000 | SH | DFND | 1 | 12,000 | 0 | 0 | |
WEYERHAEUSER CO | PREF CONV SER A | 962166872 | 403 | 7,450 | SH | DFND | 1 | 7,450 | 0 | 0 | |
XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 5,182 | 3,500,000 | PRN | DFND | 1 | 3,500,000 | 0 | 0 |