The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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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 |
| ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 12,557 | 5,500,000 | PRN | DFND | 1 | 5,500,000 | 0 | 0 | |
| BARCLAYS PLC | NOTE 8.250%12/3 | 06738EAA3 | 24,478 | 23,295,000 | PRN | DFND | 1 | 23,295,000 | 0 | 0 | |
| BARCLAYS PLC | NOTE 6.625%12/3 | 06738EAB1 | 24,885 | 24,953,000 | PRN | DFND | 1 | 24,953,000 | 0 | 0 | |
| BLACKROCK DEBT STRAT | COM NEW | 09255R202 | 1,458 | 126,533 | SH | DFND | 1 | 126,533 | 0 | 0 | |
| CLEAR CHANNEL OUTDOO | CL A | 18451C109 | 1,441 | 238,136 | SH | DFND | 1 | 238,136 | 0 | 0 | |
| DANAHER CORP DEL | NOTE 1/2 | 235851AF9 | 8,169 | 2,500,000 | PRN | DFND | 1 | 2,500,000 | 0 | 0 | |
| DOMINION RES INC VA | UNIT 99/99/9999 | 25746U869 | 4,770 | 95,000 | PRN | DFND | 1 | 95,000 | 0 | 0 | |
| FIDELITY NATIONAL FI | NOTE 4.250% 8/1 | 31620RAE5 | 3,085 | 1,400,000 | PRN | DFND | 1 | 1,400,000 | 0 | 0 | |
| HSBC HLDGS PLC | SDCV 5.625%12/3 | 404280AR0 | 11,002 | 11,000,000 | PRN | DFND | 1 | 11,000,000 | 0 | 0 | |
| ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 1,036 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
| INTEL CORP | SDCV 12/1 | 458140AD2 | 2,178 | 1,600,000 | PRN | DFND | 1 | 1,600,000 | 0 | 0 | |
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 8,734 | 5,000,000 | PRN | DFND | 1 | 5,000,000 | 0 | 0 | |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 7,699 | 87,705 | PRN | DFND | 1 | 87,705 | 0 | 0 | |
| LLOYDS BANKING GROUP | SDCV 7.500%12/3 | 539439AG4 | 31,496 | 29,781,000 | PRN | DFND | 1 | 29,781,000 | 0 | 0 | |
| NEWMONT MINING CORP | NOTE 1.625% 7/1 | 651639AJ5 | 3,507 | 3,500,000 | PRN | DFND | 1 | 3,500,000 | 0 | 0 | |
| NEXTERA ENERGY INC | UNIT 08/31/2018 | 65339F846 | 4,539 | 76,300 | SH | DFND | 1 | 76,300 | 0 | 0 | |
| NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 13,843 | 3,650,000 | PRN | DFND | 1 | 3,650,000 | 0 | 0 | |
| NXP SEMICONDUCTORS N | DBCV 1.000%12/0 | 62952QAB6 | 2,315 | 2,000,000 | PRN | DFND | 1 | 2,000,000 | 0 | 0 | |
| PORTMARNOCK LEASING | NOTE 1.741%10/2 | 736879AA5 | 1,958 | 2,006,558 | PRN | DFND | 1 | 2,006,558 | 0 | 0 | |
| POWERSHARES ETF TRUS | SENIOR LN PORT | 73936Q769 | 10,441 | 448,900 | PRN | DFND | 1 | 448,900 | 0 | 0 | |
| PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503AQ9 | 5,648 | 3,000,000 | PRN | DFND | 1 | 3,000,000 | 0 | 0 | |
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 5,339 | 3,750,000 | PRN | DFND | 1 | 3,750,000 | 0 | 0 | |
| PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 1,405 | 1,250,000 | PRN | DFND | 1 | 1,250,000 | 0 | 0 | |
| RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 5,255 | 4,050,000 | PRN | DFND | 1 | 4,050,000 | 0 | 0 | |
| ROYAL BK OF SCOTLAND | NOTE 8.000%12/3 | 780099CK1 | 497 | 500,000 | PRN | DFND | 1 | 500,000 | 0 | 0 | |
| ROYAL BK SCOTLAND GR | NOTE 8.625%12/3 | 780097BB6 | 15,221 | 14,600,000 | PRN | DFND | 1 | 14,600,000 | 0 | 0 | |
| SPDR SER TR | BLOOMBERG SRT TR | 78468R408 | 3,361 | 120,200 | PRN | DFND | 1 | 120,200 | 0 | 0 | |
| SPDR SERIES TRUST | BLOOMBERG BRCLYS | 78464A417 | 7,638 | 206,827 | PRN | DFND | 1 | 206,827 | 0 | 0 | |
| SPIRIT RLTY CAP INC | NOTE 3.750% 5/1 | 84860WAB8 | 1,896 | 1,850,000 | PRN | DFND | 1 | 1,850,000 | 0 | 0 | |
| SSGA ACTIVE ETF TR | BLKSTN GSOSRLN | 78467V608 | 3,756 | 79,000 | SH | DFND | 1 | 79,000 | 0 | 0 | |
| TEVA PHARMACEUTICAL | DBCV 0.250% 2/0 | 88163VAE9 | 4,295 | 4,000,000 | PRN | DFND | 1 | 4,000,000 | 0 | 0 | |
| TORONTO DOMINION BK | NOTE 3.625% 9/1 | 891160MJ9 | 14,923 | 15,250,000 | PRN | DFND | 1 | 15,250,000 | 0 | 0 | |
| VANGUARD INDEX FDS | TOTAL STK MKT | 922908769 | 191,285 | 1,576,696 | PRN | DFND | 1 | 1,576,696 | 0 | 0 | |
| WELLS FARGO & CO NEW | *W EXP 10/28/201 | 949746119 | 559 | 25,210 | PRN | DFND | 1 | 25,210 | 0 | 0 | |
| WELLTOWER INC | 6.50% PFD PREPET | 95040Q203 | 3,101 | 50,000 | SH | DFND | 1 | 50,000 | 0 | 0 | |
| WESTPAC BKG CORP | NOTE 4.322%11/2 | 961214DF7 | 3,437 | 3,400,000 | PRN | DFND | 1 | 3,400,000 | 0 | 0 | |
| XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 7,039 | 3,500,000 | PRN | DFND | 1 | 3,500,000 | 0 | 0 | |