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 |
ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 10,945 | 5,500,000 | PRN | DFND | 1 | 5,500,000 | 0 | 0 | |
BARCLAYS PLC | NOTE 8.250%12/3 | 06738EAA3 | 24,234 | 23,295,000 | PRN | DFND | 1 | 23,295,000 | 0 | 0 | |
BARCLAYS PLC | NOTE 6.625%12/3 | 06738EAB1 | 25,238 | 26,953,000 | PRN | DFND | 1 | 26,953,000 | 0 | 0 | |
BLACKROCK DEBT STRAT | COM NEW | 09255R202 | 1,421 | 125,313 | SH | DFND | 1 | 125,313 | 0 | 0 | |
CLEAR CHANNEL OUTDOO | CL A | 18451C109 | 543 | 107,615 | SH | DFND | 1 | 107,615 | 0 | 0 | |
DANAHER CORP DEL | NOTE 1/2 | 235851AF9 | 7,434 | 2,500,000 | PRN | DFND | 1 | 2,500,000 | 0 | 0 | |
DOMINION RES INC VA | UNIT 99/99/9999 | 25746U869 | 4,794 | 95,000 | PRN | DFND | 1 | 95,000 | 0 | 0 | |
FIDELITY NATIONAL FI | NOTE 4.250% 8/1 | 31620RAE5 | 2,720 | 1,400,000 | PRN | DFND | 1 | 1,400,000 | 0 | 0 | |
HSBC HLDGS PLC | SDCV 5.625%12/3 | 404280AR0 | 10,888 | 11,000,000 | PRN | DFND | 1 | 11,000,000 | 0 | 0 | |
ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 958 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
INTEL CORP | SDCV 12/1 | 458140AD2 | 2,161 | 1,600,000 | PRN | DFND | 1 | 1,600,000 | 0 | 0 | |
INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 8,816 | 5,000,000 | PRN | DFND | 1 | 5,000,000 | 0 | 0 | |
ISHARES TR | IBOXX HI YD ETF | 464288513 | 2,051 | 23,700 | PRN | DFND | 1 | 23,700 | 0 | 0 | |
LABORATORY CORP AMER | NOTE 9/1 | 50540RAG7 | 1,781 | 1,036,000 | PRN | DFND | 1 | 1,036,000 | 0 | 0 | |
LLOYDS BANKING GROUP | SDCV 7.500%12/3 | 539439AG4 | 30,468 | 29,581,000 | PRN | DFND | 1 | 29,581,000 | 0 | 0 | |
NEWMONT MINING CORP | NOTE 1.625% 7/1 | 651639AJ5 | 3,568 | 3,500,000 | PRN | DFND | 1 | 3,500,000 | 0 | 0 | |
NEXTERA ENERGY INC | UNIT 08/31/2018 | 65339F846 | 4,387 | 76,300 | SH | DFND | 1 | 76,300 | 0 | 0 | |
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 11,363 | 3,650,000 | PRN | DFND | 1 | 3,650,000 | 0 | 0 | |
NXP SEMICONDUCTORS N | DBCV 1.000%12/0 | 62952QAB6 | 2,275 | 2,000,000 | PRN | DFND | 1 | 2,000,000 | 0 | 0 | |
PORTMARNOCK LEASING | NOTE 1.741%10/2 | 736879AA5 | 2,021 | 2,066,999 | PRN | DFND | 1 | 2,066,999 | 0 | 0 | |
POWERSHARES ETF TRUS | SENIOR LN PORT | 73936Q769 | 5,356 | 229,300 | PRN | DFND | 1 | 229,300 | 0 | 0 | |
PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503AQ9 | 4,723 | 3,000,000 | PRN | DFND | 1 | 3,000,000 | 0 | 0 | |
PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 4,774 | 3,750,000 | PRN | DFND | 1 | 3,750,000 | 0 | 0 | |
PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 1,320 | 1,250,000 | PRN | DFND | 1 | 1,250,000 | 0 | 0 | |
RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 4,726 | 4,050,000 | PRN | DFND | 1 | 4,050,000 | 0 | 0 | |
ROYAL BK OF SCOTLAND | NOTE 8.000%12/3 | 780099CK1 | 479 | 500,000 | PRN | DFND | 1 | 500,000 | 0 | 0 | |
ROYAL BK SCOTLAND GR | NOTE 8.625%12/3 | 780097BB6 | 14,892 | 14,600,000 | PRN | DFND | 1 | 14,600,000 | 0 | 0 | |
SPDR SER TR | BLOOMBERG SRT TR | 78468R408 | 2,021 | 73,000 | PRN | DFND | 1 | 73,000 | 0 | 0 | |
SPDR SERIES TRUST | BLOOMBERG BRCLYS | 78464A417 | 5,303 | 145,500 | PRN | DFND | 1 | 145,500 | 0 | 0 | |
SPIRIT RLTY CAP INC | NOTE 3.750% 5/1 | 84860WAB8 | 1,944 | 1,850,000 | PRN | DFND | 1 | 1,850,000 | 0 | 0 | |
SSGA ACTIVE ETF TR | BLKSTN GSOSRLN | 78467V608 | 5,224 | 110,000 | SH | DFND | 1 | 110,000 | 0 | 0 | |
TEVA PHARMACEUTICAL | DBCV 0.250% 2/0 | 88163VAE9 | 6,570 | 6,000,000 | PRN | DFND | 1 | 6,000,000 | 0 | 0 | |
TORONTO DOMINION BK | NOTE 3.625% 9/1 | 891160MJ9 | 14,937 | 15,250,000 | PRN | DFND | 1 | 15,250,000 | 0 | 0 | |
VANGUARD INDEX FDS | TOTAL STK MKT | 922908769 | 231,007 | 2,003,186 | PRN | DFND | 1 | 2,003,186 | 0 | 0 | |
WELLS FARGO & CO NEW | *W EXP 10/28/201 | 949746119 | 538 | 25,210 | PRN | DFND | 1 | 25,210 | 0 | 0 | |
WELLTOWER INC | 6.50% PFD PREPET | 95040Q203 | 3,017 | 50,000 | SH | DFND | 1 | 50,000 | 0 | 0 | |
WESTPAC BKG CORP | NOTE 4.322%11/2 | 961214DF7 | 3,396 | 3,400,000 | PRN | DFND | 1 | 3,400,000 | 0 | 0 | |
XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 7,354 | 3,500,000 | PRN | DFND | 1 | 3,500,000 | 0 | 0 |