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 |
| ALLEGION PUB LTD CO | ORD SHS | G0176J109 | 161 | 2,637 | SH | DFND | 1 | 0 | 2,637 | 0 | |
| ASPEN INSURANCE HOLDINGS LTD | SHS | G05384105 | 471 | 9,977 | SH | DFND | 1 | 0 | 9,977 | 0 | |
| BRISTOL MYERS SQUIBB CO | DBCV 9/1 | 110122AN8 | 1,625 | 1,000,000 | PRN | DFND | 1 | 0 | 1,000,000 | 0 | |
| CMS ENERGY CORP | COM | 125896100 | 306 | 8,756 | SH | DFND | 1 | 0 | 8,756 | 0 | |
| DANAHER CORP DEL | NOTE 1/2 | 235851AF9 | 2,464 | 1,000,000 | PRN | DFND | 1 | 0 | 1,000,000 | 0 | |
| E M C CORP MASS | COM | 268648102 | 494 | 19,329 | SH | DFND | 1 | 0 | 19,329 | 0 | |
| FORD MTR CO DEL | COM PAR $0.01 | 345370860 | 1,412 | 87,514 | SH | DFND | 1 | 0 | 87,514 | 0 | |
| GILEAD SCIENCES INC | NOTE 1.625% 5/0 | 375558AP8 | 2,154 | 500,000 | PRN | DFND | 1 | 0 | 500,000 | 0 | |
| HEALTH CARE REIT INC | COM | 42217K106 | 148 | 1,910 | SH | DFND | 1 | 0 | 1,910 | 0 | |
| HEALTH CARE REIT INC | NOTE 3.000%12/0 | 42217KAR7 | 1,863 | 1,250,000 | PRN | DFND | 1 | 0 | 1,250,000 | 0 | |
| INGERSOLL-RAND PLC | SHS | G47791101 | 539 | 7,911 | SH | DFND | 1 | 0 | 7,911 | 0 | |
| ISHARES TR | CORE US AGGBD ET | 464287226 | 99,340 | 891,500 | SH | DFND | 1 | 0 | 891,500 | 0 | |
| ISHARES TR | IBOXX INV CP ETF | 464287242 | 4,868 | 40,000 | SH | DFND | 1 | 0 | 40,000 | 0 | |
| MELCO CROWN ENTMT LTD | ADR | 585464100 | 239 | 11,125 | SH | DFND | 1 | 0 | 11,125 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 111,333 | 539,325 | SH | DFND | 1 | 0 | 539,325 | 0 | |
| SPDR SERIES TRUST | BRC HGH YLD BD | 78464A417 | 941 | 24,000 | SH | DFND | 1 | 0 | 24,000 | 0 | |
| VANGUARD INTL EQUITY INDEX F | FTSE EUROPE ETF | 922042874 | 2,467 | 45,500 | SH | DFND | 1 | 0 | 45,500 | 0 | |
| VANGUARD WHITEHALL FDS INC | HIGH DIV YLD | 921946406 | 3,248 | 47,550 | SH | DFND | 1 | 0 | 47,550 | 0 | |
| WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 3,098 | 1,500,000 | PRN | DFND | 1 | 0 | 1,500,000 | 0 | |