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 |
| ABBOTT LABS | COM | 002824100 | 2,093 | 60,000 | SH | OTR | 1 | 0 | 60,000 | 0 | |
| ABBVIE INC | COM | 00287Y109 | 2,480 | 60,000 | SH | OTR | 1 | 0 | 60,000 | 0 | |
| AIR PRODS & CHEMS INC | COM | 009158106 | 1,099 | 12,000 | SH | OTR | 1 | 0 | 12,000 | 0 | |
| ALTRIA GROUP INC | COM | 02209S103 | 4,199 | 120,000 | SH | OTR | 1 | 0 | 120,000 | 0 | |
| APPLE INC | COM | 037833100 | 952 | 2,400 | SH | OTR | 1 | 0 | 2,400 | 0 | |
| AUTOMATIC DATA PROCESSING IN | COM | 053015103 | 2,410 | 35,000 | SH | OTR | 1 | 0 | 35,000 | 0 | |
| BANK OF AMERICA CORPORATION | 7.25%CNV PFD L | 060505682 | 277 | 250 | SH | DFND | 1 | 250 | 0 | 0 | |
| BARCLAYS BANK PLC | ADS7.75%PFD S4 | 06739H511 | 13,130 | 520,000 | SH | DFND | 2 | 520,000 | 0 | 0 | |
| BLACKROCK INC | COM | 09247X101 | 1,670 | 6,500 | SH | OTR | 1 | 0 | 6,500 | 0 | |
| CANADIAN PAC RY LTD | COM | 13645T100 | 838 | 6,900 | SH | OTR | 1 | 0 | 6,900 | 0 | |
| CATERPILLAR INC DEL | COM | 149123101 | 2,970 | 36,000 | SH | OTR | 1 | 0 | 36,000 | 0 | |
| CHEVRON CORP NEW | COM | 166764100 | 7,692 | 65,000 | SH | OTR | 1 | 0 | 65,000 | 0 | |
| CIT GROUP INC | COM NEW | 125581801 | 284 | 6,099 | SH | DFND | 6,099 | 0 | 0 | ||
| CIT GROUP INC | COM NEW | 125581801 | 43 | 927 | SH | DFND | 927 | 0 | 0 | ||
| COCA COLA CO | COM | 191216100 | 8,022 | 200,000 | SH | OTR | 1 | 0 | 200,000 | 0 | |
| COMCAST CORP NEW | CL A | 20030N101 | 1,127 | 27,000 | SH | OTR | 1 | 0 | 27,000 | 0 | |
| CONOCOPHILLIPS | COM | 20825C104 | 3,328 | 55,000 | SH | OTR | 1 | 0 | 55,000 | 0 | |
| DIAGEO P L C | SPON ADR NEW | 25243Q205 | 1,333 | 11,600 | SH | OTR | 1 | 0 | 11,600 | 0 | |
| DISNEY WALT CO | COM DISNEY | 254687106 | 726 | 11,500 | SH | OTR | 1 | 0 | 11,500 | 0 | |
| ENTERPRISE PRODS PARTNERS L | COM | 293792107 | 4,661 | 75,000 | SH | OTR | 1 | 0 | 75,000 | 0 | |
| EXXON MOBIL CORP | COM | 30231G102 | 9,939 | 110,000 | SH | OTR | 1 | 0 | 110,000 | 0 | |
| FREEPORT-MCMORAN COPPER & GO | COM | 35671D857 | 1,657 | 60,000 | SH | OTR | 1 | 0 | 60,000 | 0 | |
| INTEL CORP | COM | 458140100 | 1,938 | 80,000 | SH | OTR | 1 | 0 | 80,000 | 0 | |
| INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 4,396 | 23,000 | SH | OTR | 1 | 0 | 23,000 | 0 | |
| ISHARES TR | BARCLYS INTER CR | 464288638 | 24,071 | 223,467 | SH | DFND | 1 | 223,467 | 0 | 0 | |
| ISHARES TR | IBOXX INV CPBD | 464287242 | 28,413 | 250,000 | SH | DFND | 1 | 250,000 | 0 | 0 | |
| ISHARES TR | IBOXX INV CPBD | 464287242 | 51,711 | 455,000 | SH | DFND | 2 | 455,000 | 0 | 0 | |
| ISHARES TR | IBOXX INV CPBD | 464287242 | 5,114 | 45,000 | SH | DFND | 45,000 | 0 | 0 | ||
| JOHNSON & JOHNSON | COM | 478160104 | 5,581 | 65,000 | SH | OTR | 1 | 0 | 65,000 | 0 | |
| JPMORGAN CHASE & CO | COM | 46625H100 | 3,379 | 64,000 | SH | OTR | 1 | 0 | 64,000 | 0 | |
| KRAFT FOODS GROUP INC | COM | 50076Q106 | 1,583 | 28,333 | SH | OTR | 1 | 0 | 28,333 | 0 | |
| LAUDER ESTEE COS INC | CL A | 518439104 | 1,407 | 21,400 | SH | OTR | 1 | 0 | 21,400 | 0 | |
| MCDONALDS CORP | COM | 580135101 | 5,247 | 53,000 | SH | OTR | 1 | 0 | 53,000 | 0 | |
| MERCK & CO INC NEW | COM | 58933Y105 | 1,626 | 35,000 | SH | OTR | 1 | 0 | 35,000 | 0 | |
| MONDELEZ INTL INC | CL A | 609207105 | 2,425 | 85,000 | SH | OTR | 1 | 0 | 85,000 | 0 | |
| NOVARTIS A G | SPONSORED ADR | 66987V109 | 262 | 3,700 | SH | OTR | 1 | 0 | 3,700 | 0 | |
| NRG ENERGY INC | COM NEW | 629377508 | 3 | 118 | SH | DFND | 118 | 0 | 0 | ||
| OCCIDENTAL PETE CORP DEL | COM | 674599105 | 2,900 | 32,500 | SH | OTR | 1 | 0 | 32,500 | 0 | |
| PEPSICO INC | COM | 713448108 | 3,681 | 45,000 | SH | OTR | 1 | 0 | 45,000 | 0 | |
| PHILIP MORRIS INTL INC | COM | 718172109 | 10,394 | 120,000 | SH | OTR | 1 | 0 | 120,000 | 0 | |
| PHILLIPS 66 | COM | 718546104 | 1,620 | 27,500 | SH | OTR | 1 | 0 | 27,500 | 0 | |
| PLAINS ALL AMERN PIPELINE L | UNIT LTD PARTN | 726503105 | 7,255 | 130,000 | SH | OTR | 1 | 0 | 130,000 | 0 | |
| POWERSHARES ETF TRUST II | SENIOR LN PORT | 73936Q769 | 29,700 | 1,200,000 | SH | DFND | 2 | 1,200,000 | 0 | 0 | |
| PRAXAIR INC | COM | 74005P104 | 2,073 | 18,000 | SH | OTR | 1 | 0 | 18,000 | 0 | |
| PROCTER & GAMBLE CO | COM | 742718109 | 4,650 | 60,400 | SH | OTR | 1 | 0 | 60,400 | 0 | |
| RESOLUTE FST PRODS INC | COM | 76117W109 | 53 | 3,993 | SH | DFND | 2 | 3,993 | 0 | 0 | |
| TARGET CORP | COM | 87612E106 | 2,892 | 42,000 | SH | OTR | 1 | 0 | 42,000 | 0 | |
| TCP CAP CORP | COM | 87238Q103 | 12,430 | 741,225 | SH | DFND | 1 | 741,225 | 0 | 0 | |
| TEXAS INSTRS INC | COM | 882508104 | 1,743 | 50,000 | SH | OTR | 1 | 0 | 50,000 | 0 | |
| TIME WARNER CABLE INC | COM | 88732J207 | 1,575 | 14,000 | SH | OTR | 1 | 0 | 14,000 | 0 | |
| WALGREEN CO | COM | 931422109 | 2,192 | 49,600 | SH | OTR | 1 | 0 | 49,600 | 0 | |
| WAL-MART STORES INC | COM | 931142103 | 3,203 | 43,000 | SH | OTR | 1 | 0 | 43,000 | 0 | |
| WILLIAMS PARTNERS L P | COM UNIT L P | 96950F104 | 3,354 | 65,000 | SH | OTR | 1 | 0 | 65,000 | 0 | |