| 1 |
ANTHEM INC |
6,750,000 |
11,116 |
0.09% |
|
PRN |
| 2 |
BLACKROCK DEBT STRAT FD INC COM |
1,200,000 |
4,584 |
0.04% |
|
|
| 3 |
BLACKROCK FLOATING RATE INCO |
586,450 |
8,245 |
0.07% |
|
|
| 4 |
DANAHER CORP DEL LYON 01/21 |
3,500,000 |
7,715 |
0.07% |
|
PRN |
| 5 |
DOMINION RES INC VA NEW |
59,000 |
3,308 |
0.03% |
|
|
| 6 |
Dominion Resources Inc/VA |
60,000 |
2,994 |
0.03% |
|
|
| 7 |
E M C CORP MASS COM |
60,347 |
1,766 |
0.01% |
|
|
| 8 |
FIDELITY NATIONAL FINANCIAL IN SR CV NT 4.25 18 |
1,000,000 |
1,596 |
0.01% |
|
PRN |
| 9 |
FORD MTR CO DEL |
119,900 |
1,773 |
0.01% |
|
|
| 10 |
FORD MTR CO DEL |
5,060,000 |
8,672 |
0.07% |
|
PRN |
| 11 |
GENERAL MTRS CO |
66,287 |
2,117 |
0.02% |
|
|
| 12 |
GILEAD SCIENCES |
3,250,000 |
15,175 |
0.13% |
|
PRN |
| 13 |
INTEL CORP JR SB CONV DB 35 |
5,500,000 |
6,999 |
0.06% |
|
PRN |
| 14 |
INTEL CORP JR SB CONV DB 39 |
5,000,000 |
8,384 |
0.07% |
|
PRN |
| 15 |
ISHARES |
19,859 |
609 |
0.01% |
|
|
| 16 |
ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF |
799,992 |
73,559 |
0.62% |
|
|
| 17 |
ISHARES MSCI TAIWAN ETF |
64,231 |
981 |
0.01% |
|
|
| 18 |
ISHARES TR |
7,286 |
447 |
0.00% |
|
|
| 19 |
ISHARES TR |
184,597 |
10,873 |
0.09% |
|
|
| 20 |
ISHARES TR |
398,554 |
47,117 |
0.40% |
|
|
| 21 |
ISHARES TR |
4,220,002 |
214,503 |
1.81% |
|
|
| 22 |
ISHARES TR |
12,715 |
602 |
0.01% |
|
|
| 23 |
LABORATORY CORP AMER HLDGS NOTE 9/1 |
1,036,000 |
1,412 |
0.01% |
|
PRN |
| 24 |
METLIFE INC 10/10/12 |
110,000 |
3,387 |
0.03% |
|
|
| 25 |
MGM RESORTS INTERNATIONAL |
750,000 |
945 |
0.01% |
|
PRN |
| 26 |
MYLAN INC |
1,000,000 |
3,416 |
0.03% |
|
PRN |
| 27 |
NEWMONT MINING CORP SR NT CV1.625 17 |
3,500,000 |
3,581 |
0.03% |
|
PRN |
| 28 |
NOVELLUS SYS INC SR NT CV2.625 41 |
4,000,000 |
8,718 |
0.07% |
|
PRN |
| 29 |
POWERSHARES ETF TRUST II |
76,200 |
1,850 |
0.02% |
|
|
| 30 |
PRICELINE GRP INC |
3,275,000 |
12,486 |
0.11% |
|
PRN |
| 31 |
PROLOGIS |
1,500,000 |
1,577 |
0.01% |
|
PRN |
| 32 |
PROSPECT CAPITAL COR |
6,250,000 |
6,559 |
0.06% |
|
PRN |
| 33 |
SELECT SECTOR SPDR TR |
27,251 |
1,229 |
0.01% |
|
|
| 34 |
SELECT SECTOR SPDR TR |
24,530 |
1,216 |
0.01% |
|
|
| 35 |
SELECT SECTOR SPDR TR |
19,046 |
1,217 |
0.01% |
|
|
| 36 |
SELECT SECTOR SPDR TR |
18,393 |
1,227 |
0.01% |
|
|
| 37 |
SELECT SECTOR SPDR TR |
53,037 |
1,229 |
0.01% |
|
|
| 38 |
SELECT SECTOR SPDR TR |
23,237 |
1,235 |
0.01% |
|
|
| 39 |
SELECT SECTOR SPDR TR |
31,050 |
1,239 |
0.01% |
|
|
| 40 |
SPDR SER TR |
4,409,336 |
131,971 |
1.12% |
|
|
| 41 |
SPDR SERIES TRUST |
5,074,994 |
203,913 |
1.72% |
|
|
| 42 |
STANLEY BLACK & DECKER INC |
10,000 |
1,124 |
0.01% |
|
|
| 43 |
TEVA PHARMACEUTICAL FIN LLC SR EXC DB0.25 26 |
7,500,000 |
9,628 |
0.08% |
|
PRN |
| 44 |
TRW 3 1/2 12/01/2015 |
1,750,000 |
5,987 |
0.05% |
|
PRN |
| 45 |
UNISYS CORP |
259,600 |
6,077 |
0.05% |
|
|
| 46 |
UNITED TECHNOLOGIES CORP |
80,000 |
4,711 |
0.04% |
|
|
| 47 |
VANGUARD BD INDEX FDS |
7,917,432 |
633,949 |
5.36% |
|
|
| 48 |
VANGUARD BD INDEX FDS |
1,203,351 |
101,394 |
0.86% |
|
|
| 49 |
VANGUARD BD INDEX FDS |
58,608,235 |
4,801,773 |
40.57% |
|
|
| 50 |
VANGUARD INDEX FDS |
511,086 |
56,541 |
0.48% |
|
|
