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 |
| ALLERGAN PLC | PFD CONV SER A | G0177J116 | 1,768 | 2,150 | PRN | DFND | 1 | 2,150 | 0 | 0 | |
| ANTHEM INC | UNIT 05/01/20188 | 036752202 | 871 | 20,000 | PRN | DFND | 1 | 20,000 | 0 | 0 | |
| BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 4,883 | 4,000 | PRN | DFND | 1 | 4,000 | 0 | 0 | |
| BARCLAYS PLC | NOTE 6.625%12/2 | 06738EAB1 | 16,428 | 18,003,000 | PRN | DFND | 1 | 18,003,000 | 0 | 0 | |
| BARCLAYS PLC | NOTE 8.250%12/2 | 06738EAA3 | 23,266 | 23,295,000 | PRN | DFND | 1 | 21,795,000 | 0 | 0 | |
| BLACKROCK DEBT STRAT | COM | 09255R103 | 1,352 | 370,490 | SH | DFND | 1 | 370,490 | 0 | 0 | |
| BLACKROCK FLOAT RATE | COM | 09255X100 | 3,511 | 253,319 | SH | DFND | 1 | 263,619 | 0 | 0 | |
| DANAHER CORP DEL | NOTE 1/2 | 235851AF9 | 7,486 | 2,500,000 | PRN | DFND | 1 | 2,500,000 | 0 | 0 | |
| DOMINION RES INC VA | UNIT 99/99/9999 | 25746U869 | 4,732 | 95,000 | PRN | DFND | 1 | 95,000 | 0 | 0 | |
| FIDELITY NATIONAL FI | NOTE 4.250% 8/1 | 31620RAE5 | 2,878 | 1,400,000 | PRN | DFND | 1 | 1,400,000 | 0 | 0 | |
| HSBC HLDGS PLC | SDCV 5.625%12/2 | 404280AR0 | 10,874 | 11,000,000 | PRN | DFND | 1 | 11,000,000 | 0 | 0 | |
| HUNTINGTON BANCSHARE | PFD CONV SER A | 446150401 | 1,440 | 1,000 | SH | DFND | 1 | 1,000 | 0 | 0 | |
| ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 1,091 | 1,000,000 | PRN | DFND | 1 | 1,000,000 | 0 | 0 | |
| INTEL CORP | SDCV 12/1 | 458140AD2 | 2,899 | 2,100,000 | PRN | DFND | 1 | 3,450,000 | 0 | 0 | |
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 9,144 | 5,000,000 | PRN | DFND | 1 | 5,000,000 | 0 | 0 | |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 15,271 | 175,000 | PRN | DFND | 1 | 11,244 | 0 | 0 | |
| LABORATORY CORP AMER | NOTE 9/1 | 50540RAG7 | 1,908 | 1,036,000 | PRN | DFND | 1 | 1,036,000 | 0 | 0 | |
| LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 1,194 | 750,000 | PRN | DFND | 1 | 750,000 | 0 | 0 | |
| LLOYDS BANKING GROUP | SDCV 7.500%12/3 | 539439AG4 | 30,848 | 29,871,000 | PRN | DFND | 1 | 24,875,000 | 0 | 0 | |
| NEWMONT MINING CORP | NOTE 1.625% 7/1 | 651639AJ5 | 3,815 | 3,500,000 | PRN | DFND | 1 | 3,500,000 | 0 | 0 | |
| NEXTERA ENERGY INC | UNIT 08/31/2018 | 65339F846 | 4,509 | 76,300 | SH | DFND | 1 | 76,300 | 0 | 0 | |
| NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 11,143 | 4,000,000 | PRN | DFND | 1 | 4,000,000 | 0 | 0 | |
| NXP SEMICONDUCTORS N | DBCV 1.000%12/0 | 62952QAB6 | 2,355 | 2,000,000 | PRN | DFND | 1 | 2,000,000 | 0 | 0 | |
| PORTMARNOCK LEASING | NOTE 1.741%10/2 | 736879AA5 | 2,123 | 2,127,183 | PRN | DFND | 1 | 2,187,113 | 0 | 0 | |
| POWERSHARES ETF TRUS | SENIOR LN PORT | 73936Q769 | 5,322 | 229,300 | PRN | DFND | 1 | 183,500 | 0 | 0 | |
| PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503AQ9 | 2,577 | 2,400,000 | PRN | DFND | 1 | 3,000,000 | 0 | 0 | |
| PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 4,748 | 3,000,000 | PRN | DFND | 1 | 3,500,000 | 0 | 0 | |
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 4,800 | 3,750,000 | PRN | DFND | 1 | 3,750,000 | 0 | 0 | |
| RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 5,126 | 4,050,000 | PRN | DFND | 1 | 4,050,000 | 0 | 0 | |
| ROYAL BK OF SCOTLAND | NOTE 8.000%12/3 | 780099CK1 | 470 | 500,000 | PRN | DFND | 1 | 500,000 | 0 | 0 | |
| ROYAL BK SCOTLAND GR | NOTE 8.625%12/3 | 780097BB6 | 14,486 | 14,800,000 | PRN | DFND | 1 | 14,800,000 | 0 | 0 | |
| SPDR SER TR | SHT TRM HGH YLD | 78468R408 | 2,021 | 73,000 | PRN | DFND | 1 | 84,000 | 0 | 0 | |
| SPDR SERIES TRUST | BRC HGH YLD BD | 78464A417 | 3,231 | 88,000 | PRN | DFND | 1 | 114,823 | 0 | 0 | |
| SSGA ACTIVE ETF TR | BLKSTN GSOSRLN | 78467V608 | 5,059 | 107,000 | PRN | DFND | 1 | 91,000 | 0 | 0 | |
| STANLEY BLACK & DECK | UNIT 11/17/20166 | 854502804 | 1,261 | 10,000 | PRN | DFND | 1 | 10,000 | 0 | 0 | |
| TEVA PHARMACEUTICAL | DBCV 0.250% 2/0 | 88163VAE9 | 7,159 | 6,000,000 | PRN | DFND | 1 | 6,000,000 | 0 | 0 | |
| TORONTO DOMINION BK | NOTE 3.625% 9/1 | 891160MJ9 | 15,097 | 15,000,000 | PRN | DFND | 1 | 15,000,000 | 0 | 0 | |
| UNISYS CORP | COM NEW | 909214306 | 2,529 | 259,600 | SH | DFND | 1 | 259,600 | 0 | 0 | |
| VANGUARD INDEX FDS | TOTAL STK MKT | 922908769 | 224,117 | 2,013,086 | PRN | DFND | 1 | 2,018,591 | 0 | 0 | |
| VERIZON COMMUNICATIO | COM | 92343V104 | 364 | 7,000 | SH | DFND | 1 | 9,450 | 0 | 0 | |
| WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 10,070 | 5,750,000 | PRN | DFND | 1 | 5,750,000 | 0 | 0 | |
| WELLS FARGO & CO NEW | PERP PFD CNV A | 949746804 | 11,869 | 9,065 | PRN | DFND | 1 | 9,815 | 0 | 0 | |
| WELLS FARGO & CO NEW | *W EXP 10/28/201 | 949746119 | 392 | 31,379 | PRN | DFND | 1 | 37,460 | 0 | 0 | |
| WELLTOWER INC | 6.50% PFD PREPET | 95040Q203 | 3,372 | 50,000 | SH | DFND | 1 | 50,000 | 0 | 0 | |
| XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 6,584 | 3,500,000 | PRN | DFND | 1 | 3,500,000 | 0 | 0 | |