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 |
ACTAVIS PLC | PFD CONV SER A | G0083B116 | 1,558 | 1,500 | SH | DFND | 1 | 1,500 | 0 | 0 | |
BLACKROCK DEBT STRAT | COM | 09255R103 | 4,492 | 1,204,204 | SH | DFND | 1 | 1,204,204 | 0 | 0 | |
BLACKROCK FLOAT RATE | COM | 09255X100 | 6,481 | 466,270 | SH | DFND | 1 | 466,270 | 0 | 0 | |
DANAHER CORP DEL | NOTE 1/2 | 235851AF9 | 6,159 | 2,500,000 | PRN | DFND | 1 | 2,500,000 | 0 | 0 | |
DOMINION RES INC VA | UNIT 04/01/2013 | 25746U703 | 3,315 | 59,000 | SH | DFND | 1 | 59,000 | 0 | 0 | |
DOMINION RES INC VA | UNIT 99/99/9999 | 25746U869 | 4,666 | 95,000 | SH | DFND | 1 | 95,000 | 0 | 0 | |
FIDELITY NATIONAL FI | NOTE 4.250% 8/1 | 31620RAE5 | 2,016 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
FORD MTR CO DEL | COM PAR $0.01 | 345370860 | 1,935 | 119,900 | SH | DFND | 1 | 119,900 | 0 | 0 | |
GILEAD SCIENCES INC | NOTE 1.625% 5/0 | 375558AP8 | 12,924 | 3,000,000 | PRN | DFND | 1 | 3,000,000 | 0 | 0 | |
HEALTH CARE REIT INC | PFD PER CON I | 42217K601 | 2,015 | 30,000 | SH | DFND | 1 | 30,000 | 0 | 0 | |
INTEL CORP | SDCV 12/1 | 458140AD2 | 5,597 | 4,500,000 | PRN | DFND | 1 | 4,500,000 | 0 | 0 | |
INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 7,894 | 5,000,000 | PRN | DFND | 1 | 5,000,000 | 0 | 0 | |
ISHARES | MSCI NETHERL ETF | 464286814 | 655 | 25,916 | SH | DFND | 1 | 25,916 | 0 | 0 | |
ISHARES | MSCI TAIWAN ETF | 464286731 | 998 | 63,422 | SH | DFND | 1 | 63,422 | 0 | 0 | |
ISHARES | MSCI GERMANY ETF | 464286806 | 1,307 | 43,798 | SH | DFND | 1 | 43,798 | 0 | 0 | |
ISHARES | MSCI ACWI ETF | 464288257 | 10,245 | 170,687 | SH | DFND | 1 | 170,687 | 0 | 0 | |
ISHARES | MSCI JAPAN ETF | 464286848 | 31,063 | 2,479,059 | SH | DFND | 1 | 2,479,059 | 0 | 0 | |
ISHARES | IBOXX HI YD ETF | 464288513 | 63,819 | 704,328 | SH | DFND | 1 | 704,328 | 0 | 0 | |
ISHARES TR | CHINA ETF | 46429B671 | 669 | 12,278 | SH | DFND | 1 | 12,278 | 0 | 0 | |
ISHARES TR | IBOXX INV CP ETF | 464287242 | 42,277 | 347,360 | SH | DFND | 1 | 347,360 | 0 | 0 | |
ISHARES TR | FLTG RATE BD ETF | 46429B655 | 220,297 | 4,350,264 | SH | DFND | 1 | 4,350,264 | 0 | 0 | |
LABORATORY CORP AMER | NOTE 9/1 | 50540RAG7 | 1,750 | 1,036,000 | PRN | DFND | 1 | 1,036,000 | 0 | 0 | |
MGM RESORTS INTERNAT | NOTE 4.250% 4/1 | 55303QAE0 | 854 | 750,000 | PRN | DFND | 1 | 750,000 | 0 | 0 | |
MYLAN INC | NOTE 3.750% 9/1 | 628530AJ6 | 4,446 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
NEWMONT MINING CORP | NOTE 1.625% 7/1 | 651639AJ5 | 3,598 | 3,500,000 | PRN | DFND | 1 | 3,500,000 | 0 | 0 | |
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 8,168 | 4,000,000 | PRN | DFND | 1 | 4,000,000 | 0 | 0 | |
POWERSHARES ETF TRUS | SENIOR LN PORT | 73936Q769 | 1,836 | 76,200 | SH | DFND | 1 | 76,200 | 0 | 0 | |
PRICELINE GRP INC | DEBT 1.000% 3/1 | 741503AQ9 | 4,003 | 3,000,000 | PRN | DFND | 1 | 3,000,000 | 0 | 0 | |
PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 4,280 | 3,750,000 | PRN | DFND | 1 | 3,750,000 | 0 | 0 | |
PROSPECT CAPITAL COR | NOTE 6.250%12/1 | 74348TAC6 | 6,422 | 6,250,000 | PRN | DFND | 1 | 6,250,000 | 0 | 0 | |
SELECT SECTOR SPDR T | SBI HEALTHCARE | 81369Y209 | 656 | 9,044 | SH | DFND | 1 | 9,044 | 0 | 0 | |
SELECT SECTOR SPDR T | TECHNOLOGY | 81369Y803 | 660 | 15,926 | SH | DFND | 1 | 15,926 | 0 | 0 | |
SELECT SECTOR SPDR T | SBI INT-INDS | 81369Y704 | 660 | 11,842 | SH | DFND | 1 | 11,842 | 0 | 0 | |
SELECT SECTOR SPDR T | SBI CONS STPLS | 81369Y308 | 662 | 13,582 | SH | DFND | 1 | 13,582 | 0 | 0 | |
SELECT SECTOR SPDR T | SBI CONS DISCR | 81369Y407 | 1,324 | 17,567 | SH | DFND | 1 | 17,567 | 0 | 0 | |
SPDR SER TR | SHT TRM HGH YLD | 78468R408 | 177,946 | 6,096,124 | SH | DFND | 1 | 6,096,124 | 0 | 0 | |
SPDR SERIES TRUST | BRC HGH YLD BD | 78464A417 | 166,745 | 4,251,539 | SH | DFND | 1 | 4,251,539 | 0 | 0 | |
STANLEY BLACK & DECK | UNIT 11/17/20166 | 854502804 | 1,124 | 10,000 | SH | DFND | 1 | 10,000 | 0 | 0 | |
TEVA PHARMACEUTICAL | DBCV 0.250% 2/0 | 88163VAE9 | 8,880 | 6,000,000 | PRN | DFND | 1 | 6,000,000 | 0 | 0 | |
UNISYS CORP | COM NEW | 909214306 | 6,025 | 259,600 | SH | DFND | 1 | 259,600 | 0 | 0 | |
UNITED TECHNOLOGIES | UNIT 06/01/2015 | 913017117 | 4,923 | 80,000 | SH | DFND | 1 | 80,000 | 0 | 0 | |
VANGUARD BD INDEX FD | LONG TERM BOND | 921937793 | 92,070 | 955,873 | SH | DFND | 1 | 955,873 | 0 | 0 | |
VANGUARD BD INDEX FD | INTERMED TERM | 921937819 | 115,370 | 1,338,244 | SH | DFND | 1 | 1,338,244 | 0 | 0 | |
VANGUARD BD INDEX FD | SHORT TRM BOND | 921937827 | 726,586 | 9,023,666 | SH | DFND | 1 | 9,023,666 | 0 | 0 | |
VANGUARD BD INDEX FD | TOTAL BND MRKT | 921937835 | 5,156,877 | 61,855,302 | SH | DFND | 1 | 61,855,302 | 0 | 0 | |
VANGUARD INDEX FDS | REIT ETF | 922908553 | 14,845 | 176,077 | SH | DFND | 1 | 176,077 | 0 | 0 | |
VANGUARD INDEX FDS | SMALL CP ETF | 922908751 | 74,507 | 607,924 | SH | DFND | 1 | 607,924 | 0 | 0 | |
VANGUARD INDEX FDS | VALUE ETF | 922908744 | 296,659 | 3,544,314 | SH | DFND | 1 | 3,544,314 | 0 | 0 | |
VANGUARD INDEX FDS | EXTEND MKT ETF | 922908652 | 337,585 | 3,650,755 | SH | DFND | 1 | 3,650,755 | 0 | 0 | |
VANGUARD INDEX FDS | GROWTH ETF | 922908736 | 342,627 | 3,275,278 | SH | DFND | 1 | 3,275,278 | 0 | 0 | |
VANGUARD INDEX FDS | S&P 500 ETF SHS | 922908363 | 1,342,029 | 7,093,179 | SH | DFND | 1 | 7,093,179 | 0 | 0 | |
VANGUARD INDEX FDS | TOTAL STK MKT | 922908769 | 2,230,993 | 20,801,802 | SH | DFND | 1 | 20,801,802 | 0 | 0 | |
VANGUARD INTL EQUITY | FTSE EMR MKT ETF | 922042858 | 408,087 | 9,984,990 | SH | DFND | 1 | 9,984,990 | 0 | 0 | |
VANGUARD INTL EQUITY | FTSE PACIFIC ETF | 922042866 | 582,143 | 9,499,724 | SH | DFND | 1 | 9,499,724 | 0 | 0 | |
VANGUARD INTL EQUITY | FTSE EUROPE ETF | 922042874 | 783,344 | 14,447,507 | SH | DFND | 1 | 14,447,507 | 0 | 0 | |
VANGUARD SCOTTSDALE | SHTRM GVT BD ETF | 92206C102 | 112,743 | 1,845,212 | SH | DFND | 1 | 1,845,212 | 0 | 0 | |
VANGUARD SCOTTSDALE | MORTG-BACK SEC | 92206C771 | 193,923 | 3,629,476 | SH | DFND | 1 | 3,629,476 | 0 | 0 | |
VANGUARD TAX MANAGED | FTSE DEV MKT ETF | 921943858 | 101,260 | 2,542,297 | SH | DFND | 1 | 2,542,297 | 0 | 0 | |
VERIZON COMMUNICATIO | COM | 92343V104 | 1,384 | 28,450 | SH | DFND | 1 | 28,450 | 0 | 0 | |
WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 13,943 | 6,750,000 | PRN | DFND | 1 | 6,750,000 | 0 | 0 | |
WELLS FARGO & CO NEW | *W EXP 10/28/201 | 949746119 | 3,288 | 160,460 | SH | DFND | 1 | 160,460 | 0 | 0 | |
WELLS FARGO & CO NEW | PERP PFD CNV A | 949746804 | 14,640 | 12,000 | SH | DFND | 1 | 12,000 | 0 | 0 | |
WEYERHAEUSER CO | PREF CONV SER A | 962166872 | 408 | 7,450 | SH | DFND | 1 | 7,450 | 0 | 0 | |
WISDOMTREE TR | JAPN HEDGE EQT | 97717W851 | 31,168 | 565,460 | SH | DFND | 1 | 565,460 | 0 | 0 | |
WISDOMTREE TR | EUROPE HEDGED EQ | 97717X701 | 31,690 | 479,130 | SH | DFND | 1 | 479,130 | 0 | 0 | |
XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 5,180 | 3,500,000 | PRN | DFND | 1 | 3,500,000 | 0 | 0 |