|
Isin/Cusip
|
Issue Name
|
Current Quantity
|
|
US29134UAA97
|
ABU DHABI GLBL NT 144A
|
100000
|
|
US03523TBC18
|
ANHEUSER-BUSCH INBEV SA CO GTD FRN
|
145000
|
|
US38375BRY01
|
GNR 2012-H12 FB 1MLIB+105BP
|
100000
|
|
US375558AR43
|
GILEAD SCIENCES INC GLBL SR UNSEC
|
140000
|
|
US78445FAB13
|
SLMA 2008-7 A2 3MLIB+50
|
300000
|
|
US233851AC86
|
DAIMLER FINANCE NA LLC CO GTD FRN 144A
|
50000
|
|
US698475AN00
|
PPHEA 2011-1 A1 3MLIB+50BP
|
100000
|
|
XS0470810259
|
NIBC BANK NV GOVT GTD FRN REGS
|
400000
|
|
US17308BAM00
|
COMNI 2009-A14 A14 1MLIB+275 144A
|
200000
|
|
US44328MAN48
|
HSBC BANK PLC COVERED 144A
|
100000
|
|
US136385AD36
|
CANADIAN NATL RESOURCES YANKEE
|
90000
|
|
US260543BR36
|
DOW CHEMICAL CO GLBL SR UNSEC
|
90000
|
|
US02209SAC70
|
ALTRIA GROUP INC GLBL CO GTD
|
130000
|
|
US34988WAF14
|
FOSSM 2011-1A A2 3MLIB+140BP 144A
|
200000
|
|
US3133XHW572
|
FED HOME LN BK BD (780.2MM)
|
400000
|
|
US718546AD60
|
PHILLIPS 66 144A
|
140000
|
|
US22303QAJ94
|
COVIDIEN INTL FINANCE SA GLBL CO GTD
|
145000
|
|
XS0164067836
|
GAZPROM (RBS AG) LPN REGS
|
130000
|
|
US36225FC493
|
GN II ARM 082790M 04/18 10
|
134592
|
|
US05565QBH02
|
BP CAPITAL MARKETS PLC GLBL CO GTD
|
135000
|
|
US36225FFP99
|
GN II ARM 082873M 07/14 9
|
141138
|
|
US13342BAG05
|
CAMERON INTL CORP SR NT
|
75000
|
|
US38141GDK76
|
GOLDMAN SACHS GROUP INC NT GLBL
|
100000
|
|
US224044BM80
|
COX COMMUNICATIONS INC GLBL NT
|
35000
|
|
US87244EAC66
|
TIAA GLOBAL MARKETS NT 144A
|
100000
|
|
US709599AC82
|
PENSKE TRUCK LEASING/PTL UNSEC 144A
|
100000
|
|
XS0754808813
|
SWEDISH EXPORT CREDIT FRN SR UNSEC EMTN
|
100000
|
|
US31364GBF54
|
FNMA NT (100MM)
|
195000
|
|
XS0609425011
|
SWEDBANK HYPOTEK AB COVERED FRN REGS
|
200000
|
|
US77531QAD07
|
ROGERS WIRELESS INC
|
130000
|
|
US292506AA00
|
ENCANA CORP HLDGS FIN CO GTD
|
135000
|
|
US85235XAA37
|
STADSHYPOTEK AB COVERED 144A
|
350000
|
|
US40429CFV90
|
HSBC FINANCE CORP GLBL FRN
|
80000
|
|
US62888XAA28
|
NGN 2010-C1 A1
|
250000
|
|
US28140UAC99
|
EFCT 2003-3 A3 3MLIB+27
|
200000
|
|
US26442CAL81
|
DUKE ENERGY CAROLINAS 1ST MTGE
|
140000
|
|
US50064FAC86
|
KOREA (REP OF) GLBL UNSECURED
|
150000
|
|
US136385AM35
|
CANADIAN NATL RESOURCES GLBL SR UNSEC
|
50000
|
|
US494550AX42
|
KINDER MORGAN ENER PART SR UNSEC
|
100000
|
|
US31397URA96
|
FNR 2011-53 FT 1MLIB+58BP
|
100000
|
|
US89114QAD07
|
TORONTO-DOMINION BANK FRN
|
100000
|
|
US3137AFEP32
|
FHR 3927 FH 1MLIB+45BP FRN
|
200000
|
|
US00209TAA34
|
COMCAST CORP GLBL NT
|
135000
|
|
US74913GAN51
|
QWEST OP CO
|
100000
|
|
US189054AQ22
|
CLOROX COMPANY SR UNSECURED
|
140000
|
|
US87938WAE30
|
TELEFONICA EMISIONS SAU GLBL CO FRN GTD
|
100000
|
|
US3136A5FK75
|
FNR 2012-29 FG 1MLIB+50BP
|
100000
|
|
US31331TNP20
|
FED FARM CREDIT BK BD (10MM)
|
200000
|
|
US59217EBW30
|
MET LIFE GLOB FUNDING I NT 144A
|
98000
|
|
US17275RAL69
|
CISCO SYSTEMS INC SR UNSEC FRN
|
100000
|
|
US50048MAN02
|
KOMMUNALBANKEN AS SR UNSEC 144A
|
100000
|
|
US31418MGD83
|
FNMA P-T DUS #AD0195
|
90000
|
|
US034863AC43
|
ANGLO AMERICAN CAPITAL CO GTD 144A
|
145000
|
|
US3137EABS74
|
FED HOME LN MTGE GLBL NT (6MMM)
|
500000
|
|
US10112RAB06
|
BOSTON PROPERTIES***FULL CALL***
|
100000
|
|
US853254AG56
|
STANDARD CHARTERED PLC SR UNSEC 144A
|
142000
|
|
US41283DAA19
|
HARLEY-DAVIDSON FUNDING CO GTD 144A
|
30000
|
|
US260543CA91
|
DOW CHEMICAL CO SR UNSEC
|
45000
|
|
US902133AE76
|
TYCO ELECTRONICS GROUP S GLBL GO GTD
|
90000
|
|
US3136A0J654
|
FNR 2011-86 NF 1MLIB+55
|
100000
|
|
US064149C399
|
BANK OF NOVA SCOTIA COVERED 144A
|
300000
|
|
US38143USB88
|
GOLDMAN SACHS GROUP INC GLBLSRUNSEC FRN
|
75000
|
|
US3133803M72
|
FED HOME LN BK BD (200MM)
|
1200000
|
|
US83715AAK51
|
SCSLC 2010-1 A1 3MLIB+45
|
300000
|
|
US31331RP905
|
FED FARM CREDIT BK MTN (100MM)
|
174000
|
|
US90520EAB74
|
UNION BANK NA SR UNSECURED BKNT
|
50000
|
|
US41283DAC74
|
HARLEY-DAVIDSON FUNDING CO GTD 144A
|
105000
|
|
US31397FB505
|
FHR 3279 FB 1MLIB+32
|
400000
|
|
US067901AE86
|
BARRICK GOLD CORP GLBL SR UNSEC
|
140000
|
|
US87019FAH55
|
SWEDBANK AB GOVT GTD FRN REGS
|
200000
|
|
US62914AAB89
|
NIBC BANK NV GOVT LIQ GTD 144A
|
200000
|
|
US902133AL10
|
TYCO ELECTRONICS GROUP S CO GTD
|
50000
|
|
US3133XW2B45
|
FED HOME LN BK (25MM)
|
200000
|
|
US92978YAB65
|
WBCMT 2007-C32 A2 WM15 WC5.7621 VAR
|
250000
|
|
US74727PAF80
|
QATAR (STATE OF) SR NT 144A
|
100000
|
|
US25156PAF09
|
DEUTSCHE TELEKOM INT FIN NT GLBL
|
140000
|
|
US74928XDG34
|
RBSSP 2009-6 18A1 1MLIB+50 144A
|
700000
|
|
US31331JS203
|
FED FARM CREDIT BK BD (51MM)
|
300000
|
|
US31331GCS66
|
FED FARM CREDIT BK BD (1.55MMM)
|
200000
|
|
XS0516379921
|
FINANCE FOR DANISH IND GOVT GTD FRN
|
300000
|
|
US651229AF32
|
NEWELL RUBBERMAID INC SR NT
|
140000
|
|
US478366AY30
|
JOHNSON CONTROLS INC SR NT FRN
|
145000
|
|
US78446YAA10
|
SLMA 2012-2 A 1MLIBOR+75BP
|
100000
|
|
US23613NAA81
|
DANFIN FUNDING LTD GOVT GTD FRN 144A
|
100000
|
|
US88166DAB29
|
TEVA PHARM FIN III FRN CO GTD
|
145000
|
|
US718172AG43
|
PHILIP MORRIS INTL INC SR UNSECURED
|
130000
|
|
US224044BE64
|
COX COMMUNICATIONS INC NT
|
100000
|
|
US44841RAA95
|
HUTCHISON WHAMPOA INTL GTD 144A
|
140000
|
|
US20272CAG78
|
COMMONWEALTH BANK AUST GOV GTD FRN REGS
|
500000
|