The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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 146 2,637 SH   DFND 1 0 2,637 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 437 9,977 SH   DFND 1 0 9,977 0
BRISTOL MYERS SQUIBB CO DBCV 9/1 110122AN8 1,487 1,000,000 PRN   DFND 1 0 1,000,000 0
CMS ENERGY CORP COM 125896100 304 8,756 SH   DFND 1 0 8,756 0
DANAHER CORP DEL NOTE 1/2 235851AF9 2,487 1,000,000 PRN   DFND 1 0 1,000,000 0
E M C CORP MASS COM 268648102 575 19,329 SH   DFND 1 0 19,329 0
FORD MTR CO DEL COM PAR $0.01 345370860 1,356 87,514 SH   DFND 1 0 87,514 0
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 2,069 500,000 PRN   DFND 1 0 500,000 0
INGERSOLL-RAND PLC SHS G47791101 501 7,911 SH   DFND 1 0 7,911 0
ISHARES TR CORE US AGGBD ET 464287226 90,684 823,500 SH   DFND 1 0 823,500 0
MELCO CROWN ENTMT LTD ADR 585464100 283 11,125 SH   DFND 1 0 11,125 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 115,065 559,925 SH   DFND 1 0 559,925 0
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 927 24,000 SH   DFND 1 0 24,000 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 4,429 84,500 SH   DFND 1 0 84,500 0
VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 5,538 80,550 SH   DFND 1 0 80,550 0
WELLTOWER INC COM 94973VBG1 2,582 1,500,000 PRN   DFND 1 0 1,500,000 0