BHP BILLITON FIN 5.125% DUE 03-29-2012 CUSIP: 055451AD0 |
101,936 |
100,318 |
WESTPAC BKG CORP 2.25% DUE 11-19-2012 CUSIP: 961214BJ1 |
202,157 |
202,500 |
WESTPAC BKG CORP 4.875% DUE 11-19-2019 CUSIP: 961214BK8 |
60,094 |
64,366 |
VALE OVERSEAS LTD 6.875% DUE 11-10-2039 CUSIP: 91911TAK9 |
38,751 |
43,118 |
BANK N S HALIFAX 3.4% DUE 01-22-2015 CUSIP: 064149A64 |
39,949 |
42,519 |
CANADIAN NAT RES LTD 3.45 DUE 11-15-2021 CUSIP: 136385AR2 |
29,882 |
31,393 |
CASCADES INC 7.75% DUE 12-15-2017 CUSIP: 146900AG0 |
24,888 |
25,625 |
SUNCOR ENERGY INC 6.5% DUE 06-15-2038 CUSIP: 867229AE6 |
36,218 |
45,321 |
TECK RESOURCES LTD 6.25% DUE 07-15-2041 CUSIP: 878742AW5 |
39,886 |
46,005 |
THOMSON REUTERS 3.95 DUE 09-30-2021 CUSIP: 884903BK0 |
34,852 |
37,039 |
TEVA 3.65 DUE 11-10-2021 CUSIP: 88166JAA1 |
29,891 |
31,301 |
ROYAL CARIBBEAN 7.25% DUE 06-15-2016 CUSIP: 780153AR3 |
32,232 |
32,925 |
RABOBANK NEDERLAND UTREC 3.375 19 JAN 2017 CUSIP: 21686CAD2 |
114,900 |
118,387 |
SHELL INTL FIN B V 4% DUE 03-21-2014 CUSIP: 822582AF9 |
277,446 |
1,068,325 |
CR SUISSE N Y BRH FORMERLY CR S SUB 6 DUE 02-15-2018 BEO CUSIP: 22541HCC4 |
67,174 |
68,458 |
CR SUISSE 1ST BSTN 5% DUE 05-15-2013 CUSIP: 2254C0TC1 |
211,020 |
207,885 |
ASTRAZENECA PLC 5.4% DUE 09-15-2012 CUSIP: 046353AC2 |
209,702 |
205,336 |
BP CAP MKTS P L C FLTG RATE DUE 12-06-2013 REG CUSIP: 05565QBW7 |
200,000 |
200,956 |
DEUTSCHE BK AG LONDON MKT CNTRIB NT RELATNG DEUTSCHE BK CROCI 0 DUE 12-09-14 |
5,500,000 |
6,743,000 |
DEUTSCHE BK AG 0% DUE 01-27-2015 CUSIP: 25152CNH5 |
9,500,000 |
18,659,922 |
HSBC HOLDINGS PLC 5.1 DUE 04-05-2021 CUSIP: 404280AK5 |
84,816 |
93,029 |
INTELSAT JACKSON 9.5% DUE 06-15-2016 CUSIP: 458207AF4 |
47,222 |
47,363 |
LLOYDS TSB BK PLC 6.375% DUE 01-21-2021 CUSIP: 539473AH1 |
49,851 |
54,365 |
SHELL INTL FIN B V 6.375% DUE 12-15-2038 CUSIP: 822582AD4 |
35,578 |
42,004 |
ABBOTT LABS 5.125% DUE 04-01-2019 CUSIP: 002824AU4 |
1,057,693 |
1,198,046 |
ABBOTT LABS 5.3 DUE 05-27-2040 CUSIP: 002824AY6 |
29,768 |
36,375 |
AES CORP 7.75% DUE 03-01-2014 CUSIP: 00130HBC8 |
48,375 |
48,938 |
ALLIANCE 1 INTL 10% DUE 07-15-2016 CUSIP: 018772AM5 |
37,082 |
40,100 |
ALLY FINL INC 4.5% DUE 02-11-2014 CUSIP: 02005NAF7 |
53,575 |
55,550 |
ALTRIA GROUP INC 4.125% DUE 09-11-2015 CUSIP: 02209SAK9 |
87,668 |
93,166 |
AMERN EXPRESS CO 4.875% DUE 07-15-2013 CUSIP: 025816AQ2 |
1,048,958 |
1,051,531 |
AMERN EXPRESS CO 6.15% DUE 08-28-2017 CUSIP: 025816AX7 |
26,131 |
29,471 |
ANHEUSER BUSCH GTD NT 5.375 DUE 01-15-2020 CUSIP: 03523TAN8 |
69,634 |
77,508 |
ARCH COAL INC SR NT 8.75 DUE 08-01-2016 CUSIP: 039380AB6 |
27,315 |
27,500 |
ASHLAND INC NEW 9.125 DUE 06-01-2017 CUSIP: 044209AD6 |
33,474 |
33,675 |
AT&T INC 5.55% DUE 08-15-2041 CUSIP: 00206RBA9 |
24,834 |
29,341 |
AT&T INC 6.4% DUE 05-15-2038 CUSIP: 00206RAN2 |
61,402 |
75,143 |
AVIS BUDGET CAR RENT LLC / AVIS BUDGET FSR NT 7.625 05-15-2014/06-01-2007 BE |
30,425 |
30,300 |
BALL CORP 7.125% DUE 09-01-2016 CUSIP: 058498AM8 |
27,288 |
27,375 |
BANK AMER CORP 3.75% DUE 07-12-2016 CUSIP: 06051GEK1 |
28,183 |
29,649 |
BANK AMER CORP 4.5% DUE 04-01-2015 CUSIP: 06051GEB1 |
39,960 |
40,606 |
BANK AMER CORP 4.875% DUE 09-15-2012 CUSIP: 060505AR5 |
1,019,331 |
1,015,679 |
BANK AMER CORP 5.65% DUE 05-01-2018 CUSIP: 06051GDX4 |
102,225 |
103,749 |
BANK AMER CORP 5.875% DUE 02-07-2042 CUSIP: 06051GEN5 |
19,786 |
19,951 |
BARD C R INC 4.4% DUE 01-15-2021 CUSIP: 067383AC3 |
44,677 |
50,513 |
BELO CORP 8% DUE 11-15-2016 CUSIP: 080555AJ4 |
49,079 |
50,119 |
BERKSHIRE HATHAWAY 5.75% DUE 01-15-2040 CUSIP: 084664BL4 |
30,192 |
36,344 |
BERRY PLASTICS 1ST PRIORITY SR SECD NT 8.25 DUE 11-15-2015 CUSIP: 085790AQ6 |
42,425 |
43,000 |
BIOMET INC 10% DUE 10-15-2017 CUSIP: 090613AC4 |
48,288 |
48,881 |
BLACKROCK INC NT DUE 05-24-2013 REG CUSIP: 09247XAG6 |
200,000 |
200,677 |
CAMDEN PPTY TR 4.625% DUE 06-15-2021 CUSIP: 133131AR3 |
44,732 |
47,266 |
CAP 1 FINL CORP 4.75% DUE 07-15-2021 CUSIP: 14040HAY1 |
9,954 |
10,543 |
CAP 1 FINL CORP 7.375% DUE 05-23-2014 CUSIP: 14040HAS4 |
120,202 |
122,420 |
CASE NEW HOLLAND INC SR NT 7.875 12-1-2017 CUSIP: 147446AR9 |
33,225 |
35,250 |
CATERPILLAR FINL SVCS CORP MEDIUM TERM NTRANCHE # TR 00840 VAR RT 12-11-2013 |
200,000 |
201,024 |
CHES ENERGY CORP SR NT DTD 01/09 9.5 DUE02-15-2015 REG CUSIP: 165167CD7 |
56,681 |
57,500 |
CHS / CMNTY HLTH 8.875% DUE 07-15-2015 CUSIP: 12543DAF7 |
25,938 |
26,188 |
CISCO SYS INC 5.5% DUE 01-15-2040 CUSIP: 17275RAF9 |
38,250 |
48,776 |
CITIGROUP INC 3.953% DUE 06-15-2016 CUSIP: 172967FS5 |
96,752 |
98,200 |
CITIGROUP INC 4.45% DUE 01-10-2017 CUSIP: 172967FW6 |
24,966 |
26,386 |
CITIGROUP INC 4.75% DUE 05-19-2015 CUSIP: 172967FD8 |
20,901 |
21,193 |
CITIGROUP INC 6.5% DUE 08-19-2013 CUSIP: 172967EU1 |
31,168 |
31,790 |
CITIGROUP INC 8.5% DUE 05-22-2019 CUSIP: 172967EV9 |
68,508 |
74,442 |
CLEAN HBRS INC 7.625% DUE 08-15-2016 CUSIP: 184496AF4 |
31,796 |
31,800 |
COCA COLA 3.75% DUE 03-01-2012 CUSIP: 191219BU7 |
203,061 |
200,000 |
COMCAST CORP NEW 5.875% DUE 02-15-2018 CUSIP: 20030NAR2 |
49,675 |
53,683 |
CONOCOPHILLIPS 4.6% DUE 01-15-2015 CUSIP: 20825CAT1 |
1,047,995 |
1,109,973 |
CONSOL ENERGY INC 8 DUE 04-01-2017 CUSIP: 20854PAD1 |
32,925 |
32,625 |
CONSTELLATION 7.25% DUE 09-01-2016 CUSIP: 21036PAD0 |
33,175 |
33,900 |
CORNELL UNIV 4.35% DUE 02-01-2014 CUSIP: 219207AA5 |
1,052,363 |
1,068,970 |
COVIDIEN INTL FINANCE SA 4.2 DUE 6-15-2020 CUSIP: 22303QAL4 |
24,970 |
27,633 |
CR SUISSE MEDIUM TERM BK NTS BOOK EN # TR 00786 ZERO CPN DUE 03-28-2017 CUSI |
6,000,000 |
5,046,000 |
CR SUISSE MEDIUM TERM BK NTS BOOK EN TRANCHE # TR 00752 ZCPN 03-14-2012 CUSI |
3,500,000 |
3,737,650 |
CR SUISSE MEDIUM TERM BK NTS BOOK EN TRANCHE # TR 00753 ZCPN DUE 03-28-2012 |
4,500,000 |
3,766,500 |
CRICKET 7.75% DUE 05-15-2016 CUSIP: 226566AK3 |
61,600 |
63,900 |
CSC HLDGS INC 7.625% DUE 07-15-2018 CUSIP: 126304AK0 |
32,463 |
33,900 |
D R HORTON INC 5.25% DUE 02-15-2015 CUSIP: 23331AAW9 |
45,982 |
46,913 |
DCP MIDSTREAM OPER 3.25% DUE 10-01-2015 CUSIP: 23311VAA5 |
69,945 |
70,439 |
DEAN FOODS CO NEW 7% DUE 06-01-2016 CUSIP: 242370AA2 |
30,000 |
30,825 |
DEERE JOHN CAP CORP MEDIUM TERM NTS TRANCHE # TR 00364 VAR RT 07-15-2013 CUS |
200,061 |
200,540 |
DENBURY RES INC SR SUB NT 9.75 DUE 03-01-2016 REG CUSIP: 247916AB5 |
44,475 |
44,650 |
DIRECTV HLDG/FIN 5 DUE 03-01-2021 CUSIP: 25459HBA2 |
64,713 |
72,215 |
DOMINION RES INC 5.2% DUE 08-15-2019 CUSIP: 25746UBH1 |
70,644 |
75,763 |
DONNELLEY R R & 4.95% DUE 04-01-2014 CUSIP: 257867AM3 |
29,519 |
30,750 |
DUKE RLTY LTD 5.95% DUE 02-15-2017 CUSIP: 26441YAM9 |
66,442 |
66,404 |
ECHOSTAR DBS CORP 6.625% DUE 10-01-2014 CUSIP: 27876GAY4 |
47,475 |
49,050 |
ENERGY TRANSFER 6.5% DUE 02-01-2042 CUSIP: 29273RAR0 |
29,893 |
33,299 |
ENTERPRISE PRODS 7.55% DUE 04-15-2038 CUSIP: 29379VAM5 |
34,035 |
40,261 |
ERP OPERATING LP 4.625 DUE 12-15-2021 REG CUSIP: 26884AAZ6 |
19,924 |
21,429 |
FORD MTR CR CO LLC NT 7% DUE 10-01-2013 CUSIP: 345397TZ6 |
1,125,125 |
1,151,104 |
FOREST OIL CORP 8.5% DUE 02-15-2014 CUSIP: 346091BE0 |
42,954 |
43,400 |
FRONTIER OIL CORP 8.5% DUE 09-15-2016 CUSIP: 35914PAJ4 |
53,325 |
53,500 |
FRONTIER SR NT 8.25 DUE 05-01-2014 CUSIP: 35906AAA6 |
47,100 |
48,938 |
GA PWR CO SR NT SER 2012A 4.3 DUE 03-15-2042 CUSIP: 373334JW2 |
29,985 |
30,416 |
GANNETT CO INC 6.375 DUE 09-01-2015 CUSIP: 364725AT8 |
45,862 |
47,588 |
GEN ELEC CAP CORP 5.5% DUE 01-08-2020 CUSIP: 36962G4J0 |
49,829 |
57,072 |
GEN ELEC CAP CORP 6% DUE 08-07-2019 CUSIP: 36962G4D3 |
93,884 |
104,996 |
GENERAL ELEC CAP CORP MEDIUM TERM NTS BOOK ENTRY MTN 5.4% DUE 02-15-2017 CUS |
1,085,812 |
1,147,867 |
GENERAL ELEC CAP CORP MEDIUM TERM NTS BOOK ENTRY NT VAR RT DUE 06-19-2013 CU |
200,000 |
201,032 |
GENERAL ELEC CAP CORP MEDIUM TERM NTS 2.15 DUE 01-09-2015 CUSIP: 36962G5M2 |
69,927 |
71,814 |
GILEAD SCIENCES 4.5% DUE 04-01-2021 CUSIP: 375558AQ6 |
44,614 |
48,193 |
GMAC INC FORMERLY 6.875% DUE 08-28-2012 CUSIP: 36186CBV4 |
60,744 |
61,050 |
GOLDMAN SACHS GROUP INC MTN 7.5% DUE 02-15-2019 CUSIP: 38141EA25 |
44,849 |
45,536 |
GOLDMAN SACHS 5.125% DUE 01-15-2015 CUSIP: 38141GEA8 |
1,062,527 |
1,062,897 |
GOLDMAN SACHS 6 DUE 06-15-2020 CUSIP: 38141EA66 |
21,034 |
21,261 |
GOLDMAN SACHS 6.25% DUE 02-01-2041 CUSIP: 38141GGM0 |
9,962 |
10,324 |
GOODYEAR TIRE & 10.5% DUE 05-15-2016 CUSIP: 382550AZ4 |
33,247 |
32,850 |
HANESBRANDS INC 8% DUE 12-15-2016 CUSIP: 410345AF9 |
32,623 |
33,375 |
HARRAHS OPER INC 11.25% DUE 06-01-2017 CUSIP: 413627BL3 |
31,125 |
32,850 |
HCA INC 5.75% DUE 03-15-2014 CUSIP: 404119AL3 |
40,650 |
41,550 |
HCA INC 6.75 DUE 07-15-2013/07-14-2013 BEO CUSIP: 404119AH2 |
41,409 |
41,900 |
HCP INC 5.375% DUE 02-01-2021 CUSIP: 40414LAD1 |
54,713 |
60,286 |
HEWLETT PACKARD CO 4.3% DUE 06-01-2021 CUSIP: 428236BM4 |
49,900 |
52,379 |
HEWLETT PACKARD CO 4.5% DUE 03-01-2013 CUSIP: 428236AQ6 |
316,204 |
310,900 |
HLTH MGMT ASSOCS 6.125% DUE 04-15-2016 CUSIP: 421933AH5 |
35,813 |
36,531 |
HONEYWELL INTL INC 4.25% DUE 03-01-2013 CUSIP: 438516AW6 |
210,866 |
207,668 |
HOST HOTELS & 6.875% DUE 11-01-2014 CUSIP: 44107TAD8 |
30,600 |
30,600 |
HSBC USA INC MEDIUM TERM NTS ZCP DUE 04-18-2013 CUSIP: 4042K1QM8 |
3,000,000 |
3,200,400 |
HSBC USA INC MEDIUM TERM NTS BOOK ENTRY TRANCHE # TR 00068 0% DUE 03-01-2012 |
4,500,000 |
4,171,950 |
INGLES MKTS INC 8.875% DUE 05-15-2017 CUSIP: 457030AG9 |
32,396 |
32,925 |
INTL BUSINESS 2.1% DUE 05-06-2013 CUSIP: 459200GR6 |
152,794 |
152,970 |
INTL LEASE FIN 5.65% DUE 06-01-2014 CUSIP: 45974VB49 |
53,063 |
56,238 |
INTL PAPER CO 6 DUE 11-15-2041 CUSIP: 460146CH4 |
19,997 |
23,113 |
JABIL CIRCUIT INC SR NT 7.75 DUE 07-15-2016 CUSIP: 466313AE3 |
33,490 |
34,800 |
JARDEN CORP 8% DUE 05-01-2016 CUSIP: 471109AC2 |
32,800 |
32,813 |
JPMORGAN CHASE & CO MEDIUM TERM NTS BOOKTRANCHE # TR 123 ZCPN DUE 03-06-2012 |
3,000,000 |
2,706,600 |
JPMORGAN CHASE & CO MEDIUM TERM NTS BOOKENTRY 0 DUE 09-13-2012 CUSIP: 48125X |
1,000,000 |
979,700 |
JPMORGAN CHASE & CO MEDIUM TERM NTS BOOKTRANCHE # TR 211 ZERO CPN DUE 03-26- |
3,000,000 |
3,264,900 |
JPMORGAN CHASE & CO MEDIUM TERM NTS BOOKTRANCHE # TR 73 ZERO COUP 12-05-2012 |
2,500,000 |
2,698,250 |
JPMORGAN CHASE & CO ZCP DUE 06-03-2013 CUSIP: 48125VDN7 |
8,500,000 |
9,439,250 |
JPMORGAN CHASE & 4.65% DUE 06-01-2014 CUSIP: 46625HHN3 |
1,039,843 |
1,073,644 |
KRAFT FOODS INC 4.125% DUE 02-09-2016 CUSIP: 50075NBB9 |
1,060,255 |
1,092,349 |
KRAFT FOODS INC 6.875% DUE 01-26-2039 CUSIP: 50075NAW4 |
41,152 |
46,212 |
KROGER CO 5.4% DUE 07-15-2040 CUSIP: 501044CN9 |
24,780 |
27,384 |
LAMAR MEDIA CORP SR SUB NT SER B 6.625 DUE 08-15-2015/08-15-2010 BEO CUSIP: |
15,150 |
15,338 |
LAMAR MEDIA CORP SR SUB NT 6.625 DUE 08-15-2015 CUSIP: 513075AM3 |
30,375 |
30,675 |
LANDRYS 11.625% DUE 12-01-2015 CUSIP: 51508LAK9 |
31,550 |
32,775 |
MATTEL INC 5.45 DUE 11-01-2041 CUSIP: 577081AW2 |
29,834 |
31,668 |
MCKESSON CORP 6% DUE 03-01-2041 CUSIP: 58155QAE3 |
9,854 |
13,140 |
METLIFE INC 6.75% DUE 06-01-2016 CUSIP: 59156RAU2 |
109,051 |
119,682 |
MGM MIRAGE SR SECD NT 10.375 DUE 05-15-2014 CUSIP: 552953BH3 |
51,046 |
51,188 |
MICROSOFT CORP 4.5 DUE 10-01-2040 CUSIP: 594918AJ3 |
29,673 |
33,517 |
MORGAN STANLEY GLOBAL MEDIUM TERM NT SERF 6.625% DUE 04-01-2018/04-01-2008 C |
107,190 |
106,027 |
MORGAN STANLEY GLOBAL NT 5.3 DUE 03-01-2013 BEO CUSIP: 617446HR3 |
1,033,602 |
1,029,519 |
MORGAN STANLEY SR NT FLTG RATE DUE 04-29-2013 REG CUSIP: 61747YDC6 |
200,000 |
196,444 |
MORGAN STANLEY ZCP DUE 09-10-2012 CUSIP: 617482XR0 |
3,000,000 |
3,367,950 |
MORGAN STANLEY 0% DUE 07-27-2012 CUSIP: 617482WB6 |
5,000,000 |
4,965,250 |
NBCUNIVERSAL MEDIA 5.95% DUE 04-01-2041 CUSIP: 63946BAG5 |
34,850 |
36,445 |
NEVADA PWR CO 7.125% DUE 03-15-2019 CUSIP: 641423BY3 |
54,098 |
56,758 |
NEXTEL 7.375% DUE 08-01-2015 CUSIP: 65332VBG7 |
55,500 |
59,250 |
NISOURCE FIN CORP 5.95% DUE 06-15-2041 CUSIP: 65473QAX1 |
29,908 |
33,809 |
NOVARTIS CAP CORP GTD NT 4.125% DUE 02-10-2014/02-10-2009 CUSIP: 66989HAA6 |
1,038,262 |
1,068,535 |
NRG ENERGY INC 7.375% DUE 01-15-2017 CUSIP: 629377AX0 |
15,600 |
15,563 |
ONEOK PARTNERS L P 6.125 DUE 02-01-2041 CUSIP: 68268NAG8 |
29,808 |
35,480 |
ORACLE CORP 5.25% DUE 01-15-2016 CUSIP: 68402LAC8 |
1,068,881 |
1,159,532 |
ORACLE CORP 6.5% DUE 04-15-2038 CUSIP: 68389XAE5 |
38,553 |
46,793 |
OWENS-BROCKWAY 7.375% DUE 05-15-2016 CUSIP: 69073TAP8 |
48,884 |
50,963 |
PEABODY ENERGY 7.375% DUE 11-01-2016 CUSIP: 704549AE4 |
32,675 |
33,900 |
PENINSULA GAMING 8.375% DUE 08-15-2015 CUSIP: 707132AJ5 |
31,600 |
31,875 |
PFIZER INC NT 7.2 DUE 03-15-2039 CUSIP: 717081CY7 |
50,983 |
60,302 |
PHILIP MORRIS INTL 4.375% DUE 11-15-2041 CUSIP: 718172AM1 |
35,401 |
36,141 |
PIONEER NAT RES CO 5.875% DUE 07-15-2016 CUSIP: 723787AE7 |
53,872 |
55,563 |
PITNEY BOWES INC GLOBAL MEDIUM TERM NTS TRANCHE # TR 00001 4.75 DUE 01-15-20 |
1,055,132 |
1,058,638 |
PLAINS ALL AMERN 6.5% DUE 05-01-2018 CUSIP: 72650RAT9 |
70,784 |
78,203 |
PPL ELEC UTILS 5.2% DUE 07-15-2041 CUSIP: 69351UAN3 |
19,886 |
23,998 |
PROCTER & GAMBLE CO NT 4.7 DUE 02-15-2019 BEO CUSIP: 742718DN6 |
1,039,422 |
1,179,490 |
PRUDENTIAL FINL INC MEDIUM TERM NTS BOOKENTRY MTN 3.875% DUE 01-14-2015 CUSI |
79,885 |
84,557 |
REGENCY ENERGY SR NT 9.375 DUE 06-01-2016 CUSIP: 75886AAD0 |
66,679 |
66,450 |
RITE AID CORP 9.75% DUE 06-12-2016 CUSIP: 767754BX1 |
49,313 |
49,725 |
ROUSE CO LLC 6.75% DUE 11-09-2015 CUSIP: 779278AA8 |
15,750 |
15,694 |
RRI ENERGY INC 7.625% DUE 06-15-2014 CUSIP: 74971XAB3 |
30,369 |
30,600 |
SANMINA-SCI CORP 8.125% DUE 03-01-2016 CUSIP: 800907AK3 |
46,425 |
46,575 |
SBA 8% DUE 08-15-2016 CUSIP: 78401FAC1 |
32,576 |
32,325 |
SCOTTS MIRACLE-GRO 7.25% DUE 01-15-2018 CUSIP: 810186AH9 |
26,813 |
26,844 |
SERVICE CORP INTL 6.75% DUE 04-01-2016 CUSIP: 817565BA1 |
48,263 |
49,950 |
SOUTHERN PWR CO 5.15% DUE 09-15-2041 CUSIP: 843646AH3 |
14,932 |
16,243 |
SPECTRUM BRANDS 9.5% DUE 06-15-2018 CUSIP: 84762LAG0 |
49,212 |
51,300 |
SPX CORP 7.625% DUE 12-15-2014 CUSIP: 784635AL8 |
48,922 |
50,513 |
STEEL DYNAMICS INC 7.75% DUE 04-15-2016 CUSIP: 858119AN0 |
31,500 |
31,200 |
SUNGARD DATA 10.625% DUE 05-15-2015 CUSIP: 867363AN3 |
32,125 |
31,800 |
SUPERVALU INC 8% DUE 05-01-2016 CUSIP: 868536AT0 |
41,425 |
41,550 |
TECO FIN INC 5.15% DUE 03-15-2020 CUSIP: 87875UAK8 |
34,843 |
39,331 |
TEXAS INSTRS INC NT FLTG RATE DUE 05-15-2013 REG CUSIP: 882508AS3 |
150,000 |
150,642 |
THERMO FISHER 3.2% DUE 03-01-2016 CUSIP: 883556AY8 |
1,074,830 |
1,068,590 |
TIME WARNER CABLE 7.3% DUE 07-01-2038 CUSIP: 88732JAN8 |
27,863 |
32,127 |
TOYOTA MTR CR CORP MEDIUM TERM NTS BOOK ENTRY MTN VAR RT DUE 01-17-2014 CUSI |
200,000 |
200,574 |
TOYOTA MTR CR CORP MEDIUM TERM NTS BOOK TRANCHE # TR 00857 2.05 DUE 01-12-20 |
1,015,010 |
1,019,746 |
TOYS R US INC 7.875% DUE 04-15-2013 CUSIP: 892335AK6 |
15,175 |
15,488 |
UNITEDHEALTH GROUP 5.7% DUE 10-15-2040 CUSIP: 91324PBN1 |
24,841 |
30,483 |
UTD PARCEL SVC INC 4.5% DUE 01-15-2013 CUSIP: 911312AG1 |
207,921 |
207,232 |
UTD RENTALS N AMER 10.875% DUE 06-15-2016 CUSIP: 911365AV6 |
50,700 |
51,413 |
V F CORP 3.5% DUE 09-01-2021 CUSIP: 918204AV0 |
34,892 |
36,614 |
VENTAS RLTY LTD 4.75% DUE 06-01-2021 CUSIP: 92276MAW5 |
59,479 |
61,820 |
VERIZON 3 DUE 04-01-2016 CUSIP: 92343VAY0 |
1,052,779 |
1,067,004 |
VERIZON 6.4% DUE 02-15-2038 CUSIP: 92343VAK0 |
36,133 |
43,853 |
VULCAN MATLS CO 6.5% DUE 12-01-2016 CUSIP: 929160AQ2 |
47,025 |
47,700 |
WAL-MART STORES 5.625% DUE 04-15-2041 CUSIP: 931142DB6 |
29,425 |
37,962 |
WAL-MART STORES 5% DUE 10-25-2040 CUSIP: 931142CY7 |
14,750 |
17,452 |
WELLPOINT INC 3.7% DUE 08-15-2021 CUSIP: 94973VAW7 |
59,930 |
62,730 |
WELLS FARGO & CO STEP CPN 3.676% DUE 06-15-2016 CUSIP: 949746QU8 |
157,406 |
160,738 |
WELLS FARGO & CO 4.375% DUE 01-31-2013 CUSIP: 949746NY3 |
154,888 |
155,263 |
WENDYS / ARBYS 10% DUE 07-15-2016 CUSIP: 95058TAB3 |
49,644 |
49,557 |
WINDSTREAM CORP 8.125% DUE 08-01-2013 CUSIP: 97381WAC8 |
63,496 |
64,350 |
WMG ACQSTN CORP 9.5% DUE 06-15-2016 CUSIP: 92933BAB0 |
16,556 |
16,575 |
XCEL ENERGY INC 4.7% DUE 05-15-2020 CUSIP: 98389BAM2 |
54,822 |
62,271 |
DEUTSCHE BK AG GLOBAL MEDIUM TERM NTS BOTRANCHE # TR 00620 0 DUE 12-13-12 RE |
2,500,000 |
2,500,000 |
BK AMER CORP MED TRM NTS FDIC GTD SER L BOO TRANCHE # TR 00009 2.375 06-22-1 |
326,723 |
327,214 |
MORGAN STANLEY FDIC GTD TLGP NT 1.95% DUE 06-20-2012 REG CUSIP: 61757UAH3 |
326,109 |
326,734 |
WELLS FARGO & CO FDIC GTD TLGP NT 2.125%DUE 06-15-2012 REG CUSIP: 949744AC0 |
326,327 |
326,801 |
COMWLTH BK AUSTRALIA N Y BRH INSTL CTF DEP DTD 14/12/2011 FLTG RT 14/06/2013 |
200,000 |
200,000 |
BK NS INSTL CTF DEP PROGRAM B CTF DEP DTD 03-05-2010 VAR RT DUE 03-05-2012 C |
200,000 |
200,000 |
1,112,900 CUBA REPUBLIC, 4.5%, DUE 6/30/77 |
0 |
55,645 |
10,000 CUBA REPUBLIC, 4.0%, DUE 11/1/83 |
0 |
100 |
JPMORGAN CHASE & CO MEDIUM TERM NTS BOOK0 DUE 10-17-2012 CUSIP: 48125X3Z7 |
2,000,000 |
2,265,800 |
ALLY AUTO RECEIVABLES TR 2011-3 ASSET BACKED CTF CL A-2 01-15-2014 REG CUSIP |
114,574 |
114,594 |
CNH EQUIP TR .9% DUE 04-15-2015 CUSIP: 12616VAB8 |
199,999 |
200,376 |
DELTA FDG HOME EQTY LN TR 1999-3 ASSETBKD CTF CL A-1A FLTG09-15-2029 BEO CUS |
1 |
1 |
FORD CR AUTO OWNER .62000000477% DUE 09-15-2014 CUSIP: 34529UAB0 |
199,990 |
200,162 |
MERCEDES-BENZ AUTO RECEIVABLES TR 2011-1CL A-3 .85 DUE 03-15-2015 REG CUSIP: |
99,997 |
100,344 |
VOLKSWAGEN AUTO LN .61% DUE 10-20-2014 CUSIP: 92867GAB9 |
199,989 |
200,183 |
WORLD OMNI AUTO 1.34000003338% DUE 12-16-2013 CUSIP: 98153YAC |
86,086 |
86,242 |
CMO BEAR STEARNS COML MTG SECS TR 2006-PWR12 MTG PASSTHRU CTF 09-11-2038 CUS |
291,315 |
302,670 |
CMO CITIGROUP COML MTG TR 2006-C4 VAR RT PTHRU CTF CL A-3 DUE 3-15-49 REG CU |
124,833 |
131,007 |
CMO CREDIT SUISSE 1ST BSTN MTG SECS CORPSER 2005-C6 CL A-4 DUE 12-15-2040 RE |
226,579 |
250,274 |
CMO GREENWICH CAP COML FDG CORP SER 2005-GG3 CL A3 4.569% DUE 08-10-2042 BEO |
146,567 |
148,216 |
CMO LB-UBS COML MTG TR SR 2005-C5 CL A-4 4.954 DUE 09-15-2030 BEO CUSIP: 521 |
177,193 |
192,513 |
CMO MERRILL LYNCH MTG TR 2005-CKI1 COML MTG PASSTHRU CTF A6 DUE 11-12-2037 R |
131,301 |
134,505 |
CMO MORGAN STANLEY CAP I INC MORGAN STANLEY CAPIT VAR DUE 11-14-2042 BEO CUS |
210,591 |
223,407 |
CMO MORGAN STANLEY CAP I TR 2006-HQ10 PASSTHRU CTF CL A-4 5.328 11-21-2041 R |
203,151 |
212,851 |
CMO MORGAN STANLEY CAP I TR 2006-HQ9 CL A-4 5.731 DUE 08-01-2016 REG CUSIP: |
162,699 |
170,631 |
CMO MORGAN STANLEY CAP I TR 2006-IQ12 COML MTG CL A-4 5.332 DUE 12-15-43 CUS |
137,545 |
148,602 |
CMO WACHOVIA BK COML MTG TR COML MTG PASSTHR CL A-3 DUE 06-15-2045 REG CUSIP |
86,751 |
91,881 |
CMO WACHOVIA BK COML MTG TR SER 2005-C20CL A-7 DUE 07-15-2042 BEO CUSIP: 929 |
130,069 |
132,833 |
CMO WACHOVIA BK COML MTG TR SER 2005-C21CL A4 FLT RT DUE 10-15-2044 BEO CUSI |
139,947 |
143,920 |
CMO WACHOVIA BK COML MTG TR 06-C25 COMLMTG PASS CTF CLA5 DUE 5-15-43 REG CUS |
43,281 |
45,620 |
CMO WACHOVIA BK PASS-TH MTG PASSTHRU CTFCL A-4 5.315 DUE 11-15-2048 CUSIP: 9 |
180,854 |
190,434 |