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 |
ALLERGAN PLC | PFD CONV SER A | G0177J116 | 2,000 | 2,150 | PRN | DFND | 1 | 2,150 | 0 | 0 | |
ANTHEM INC | UNIT 05/01/20188 | 036752202 | 928 | 20,000 | PRN | DFND | 1 | 20,000 | 0 | 0 | |
BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 4,552 | 4,000 | PRN | DFND | 1 | 4,000 | 0 | 0 | |
BLACKROCK DEBT STRAT | COM | 09255R103 | 3,228 | 930,350 | SH | DFND | 1 | 930,350 | 0 | 0 | |
BLACKROCK FLOAT RATE | COM | 09255X100 | 3,446 | 263,619 | SH | DFND | 1 | 263,619 | 0 | 0 | |
CLEAR CHANNEL OUTDOO | CL A | 18451C109 | 679 | 144,533 | SH | DFND | 1 | 144,533 | 0 | 0 | |
DANAHER CORP DEL | NOTE 1/2 | 235851AF9 | 6,884 | 2,500,000 | PRN | DFND | 1 | 2,500,000 | 0 | 0 | |
DOMINION RES INC VA | UNIT 99/99/9999 | 25746U869 | 4,814 | 95,000 | PRN | DFND | 1 | 95,000 | 0 | 0 | |
FIDELITY NATIONAL FI | NOTE 4.250% 8/1 | 31620RAE5 | 1,869 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
GILEAD SCIENCES INC | NOTE 1.625% 5/0 | 375558AP8 | 5,141 | 1,250,000 | PRN | DFND | 1 | 1,250,000 | 0 | 0 | |
HSBC HLDGS PLC | SDCV 5.625%12/2 | 404280AR0 | 10,567 | 11,000,000 | PRN | DFND | 1 | 11,000,000 | 0 | 0 | |
HUNTINGTON BANCSHARE | PFD CONV SER A | 446150401 | 1,375 | 1,000 | SH | DFND | 1 | 1,000 | 0 | 0 | |
ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 1,077 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
INTEL CORP | SDCV 12/1 | 458140AD2 | 4,701 | 3,700,000 | PRN | DFND | 1 | 3,700,000 | 0 | 0 | |
INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 7,953 | 5,000,000 | PRN | DFND | 1 | 5,000,000 | 0 | 0 | |
ISHARES TR | IBOXX HI YD ETF | 464288513 | 5,936 | 72,663 | PRN | DFND | 1 | 72,663 | 0 | 0 | |
LABORATORY CORP AMER | NOTE 9/1 | 50540RAG7 | 1,624 | 1,036,000 | PRN | DFND | 1 | 1,036,000 | 0 | 0 | |
NEWMONT MINING CORP | NOTE 1.625% 7/1 | 651639AJ5 | 3,631 | 3,500,000 | PRN | DFND | 1 | 3,500,000 | 0 | 0 | |
NEXTERA ENERGY INC | UNIT 08/31/2018 | 65339F846 | 3,907 | 65,000 | SH | DFND | 1 | 65,000 | 0 | 0 | |
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 9,745 | 4,000,000 | PRN | DFND | 1 | 4,000,000 | 0 | 0 | |
NXP SEMICONDUCTORS N | DBCV 1.000%12/0 | 62952QAB6 | 2,213 | 2,000,000 | PRN | DFND | 1 | 2,000,000 | 0 | 0 | |
PORTMARNOCK LEASING | NOTE 1.741%10/2 | 736879AA5 | 2,238 | 2,246,790 | PRN | DFND | 1 | 2,246,790 | 0 | 0 | |
POWERSHARES ETF TRUS | SENIOR LN PORT | 73936Q769 | 3,191 | 140,500 | PRN | DFND | 1 | 140,500 | 0 | 0 | |
PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503AQ9 | 4,299 | 3,000,000 | PRN | DFND | 1 | 3,000,000 | 0 | 0 | |
PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 3,522 | 3,500,000 | PRN | DFND | 1 | 3,500,000 | 0 | 0 | |
PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 4,500 | 3,750,000 | PRN | DFND | 1 | 3,750,000 | 0 | 0 | |
RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 4,342 | 3,500,000 | PRN | DFND | 1 | 3,500,000 | 0 | 0 | |
SPDR SER TR | SHT TRM HGH YLD | 78468R408 | 2,169 | 84,000 | PRN | DFND | 1 | 84,000 | 0 | 0 | |
SPDR SERIES TRUST | BRC HGH YLD BD | 78464A417 | 9,710 | 283,499 | PRN | DFND | 1 | 283,499 | 0 | 0 | |
SSGA ACTIVE ETF TR | BLKSTN GSOSRLN | 78467V608 | 2,087 | 44,900 | PRN | DFND | 1 | 44,900 | 0 | 0 | |
STANLEY BLACK & DECK | UNIT 11/17/20166 | 854502804 | 1,131 | 10,000 | PRN | DFND | 1 | 10,000 | 0 | 0 | |
TEVA PHARMACEUTICAL | DBCV 0.250% 2/0 | 88163VAE9 | 7,808 | 6,000,000 | PRN | DFND | 1 | 6,000,000 | 0 | 0 | |
UNISYS CORP | COM NEW | 909214306 | 1,999 | 259,600 | SH | DFND | 1 | 259,600 | 0 | 0 | |
VANGUARD INDEX FDS | TOTAL STK MKT | 922908769 | 212,392 | 2,026,256 | PRN | DFND | 1 | 2,026,256 | 0 | 0 | |
VERIZON COMMUNICATIO | COM | 92343V104 | 511 | 9,450 | SH | DFND | 1 | 9,450 | 0 | 0 | |
WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 11,008 | 5,750,000 | PRN | DFND | 1 | 5,750,000 | 0 | 0 | |
WELLS FARGO & CO NEW | PERP PFD CNV A | 949746804 | 12,671 | 10,515 | PRN | DFND | 1 | 10,515 | 0 | 0 | |
WELLS FARGO & CO NEW | *W EXP 10/28/201 | 949746119 | 586 | 37,460 | PRN | DFND | 1 | 37,460 | 0 | 0 | |
WELLTOWER INC | 6.50% PFD PREPET | 95040Q203 | 3,062 | 50,000 | SH | DFND | 1 | 50,000 | 0 | 0 | |
WEYERHAEUSER CO | PREF CONV SER A | 962166872 | 381 | 7,450 | PRN | DFND | 1 | 7,450 | 0 | 0 | |
XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 5,753 | 3,500,000 | PRN | DFND | 1 | 3,500,000 | 0 | 0 |