Email
Facebook
Twitter
Google+
LinkedIn
Putnam Allstate Advisor Plus
Putnam Global Asset Allocation Subaccount
The subaccount seeks a high level of long-term total return consistent with the preservation of capital.
- Highlights
- Performance
- Holdings
- Expenses
Fund Description
The subaccount invests in a wide variety of equity and fixed-incomesecurities, both of U.S. and foreign issuers. It may invest in securitiesin the following four investment categories: U.S. equities, internationalequities, U.S. fixed income, and international fixed income.
Sales Story
A globally diversified fund pursuing a balance of growth and income Multiple asset classes: The fund holds a variety of investments in all market conditions to benefit from a wide range of opportunities.Individual securities: The managers select individual stocks and bonds, not other funds, to finely tune the portfolio and avoid overlap in holdings.Active rebalancing: The managers proactively purse opportunities and regularly rebalance the portfolio to maintain a consistent risk profile.
Management team
- James A. Fetch (Investing since 1994)
- Robert J. Kea, CFA (Investing since 1988)
- Jason R. Vaillancourt, CFA (Investing since 1993)
- Robert J. Schoen (Investing since 1990)
Daily Pricing as of 03/02/15
| with optional enhanced death benefits | ||
|---|---|---|
| Unit Value | $16.272618 | $15.903966 |
| Unit Value Change | 0.030283 | 0.029398 |
‡ Lipper Ranking as of 01/31/15
Category: Mixed-Asset Target Alloc Moderate Funds
| Percentile ranking | Rank/Funds in category | |
|---|---|---|
| 10 yrs. | 26% | 19/73 |
| 1 yr. | 5% | 10/226 |
| 3 yrs. | 3% | 5/175 |
| 5 yrs. | 6% | 9/150 |
International investing involves certain risks, such as currency fluctuations, economic instability, and political developments. Additional risks may be associated with emerging-market securities, including illiquidity and volatility. The fund invests some or all of its assets in small and/or midsize companies. Such investments increase the risk of greater price fluctuations. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk. The use of derivatives involves additional risks, such as the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Funds that invest in bonds are subject to certain risks including interest-rate risk, credit risk, and inflation risk. As interest rates rise, the prices of bonds fall. Long-term bonds are more exposed to interest-rate risk than short-term bonds. Unlike bonds, bond funds have ongoing fees and expenses. Variable annuities are long-term investments designed for retirement purposes. Withdrawals prior to age 59 1/2 may be subject to a 10% IRS penalty.
You can lose money by investing in a fund. Any given fund may not achieve its goal, and is not intended as a complete investment program. All funds have risk. The value and/or returns of a portfolio will fluctuate with market conditions. You may have more or less than the original amount invested when you redeem your shares.
‡ Lipper is an industry research firm whose rankings are based on total return performance, vary over time, and do not reflect the effects of sales charges. Past performance is not indicative of future results.
Performance as of 12/31/14
| Annualized Performance | Last Quarter | Year to Date |
1 yr. | 3 yrs. | 5 yrs. | 10 yrs. | Life of subaccount |
|---|---|---|---|---|---|---|---|
| Restated performance | |||||||
| Unit Value | 3.17% | 7.67% | 7.67% | 12.47% | 9.49% | 4.98% | 6.05% |
| Standardized | -4.83% | -0.33% | -0.33% | 10.32% | 8.64% | 4.98% | 6.05% |
| With optional enhanced death benefit | |||||||
| Unit Value | 3.13% | 7.51% | 7.51% | 12.30% | 9.32% | 4.82% | 5.89% |
| Standardized | -4.87% | -0.49% | -0.49% | 10.14% | 8.47% | 4.82% | 5.89% |
| Actual performance | |||||||
| Unit Value | 3.17% | 7.67% | 7.67% | 12.47% | 9.49% | 4.98% | 3.02% |
| Standardized | -4.83% | -0.33% | -0.33% | 10.32% | 8.64% | 4.98% | 3.02% |
| With optional enhanced death benefit | |||||||
| Unit Value | 3.13% | 7.51% | 7.51% | 12.30% | 9.32% | 4.82% | 2.86% |
| Standardized | -4.87% | -0.49% | -0.49% | 10.14% | 8.47% | 4.82% | 2.86% |
| Cumulative Performance | Last Quarter | Year to Date |
1 yr. | 3 yrs. | 5 yrs. | 10 yrs. | Life of subaccount |
|---|---|---|---|---|---|---|---|
| Restated performance | |||||||
| Unit Value | 3.17% | 7.67% | 7.67% | 42.26% | 57.32% | 62.60% | 386.37% |
| Standardized | -4.83% | -0.33% | -0.33% | 34.26% | 51.32% | 62.60% | 386.37% |
| With optional enhanced death benefit | |||||||
| Unit Value | 3.13% | 7.51% | 7.51% | 41.61% | 56.13% | 60.14% | 366.80% |
| Standardized | -4.87% | -0.49% | -0.49% | 33.61% | 50.13% | 60.14% | 366.80% |
| Actual performance | |||||||
| Unit Value | 3.17% | 7.67% | 7.67% | 42.26% | 57.32% | 62.60% | 55.48% |
| Standardized | -4.83% | -0.33% | -0.33% | 34.26% | 51.32% | 62.60% | 55.48% |
| With optional enhanced death benefit | |||||||
| Unit Value | 3.13% | 7.51% | 7.51% | 41.61% | 56.13% | 60.14% | 52.00% |
| Standardized | -4.87% | -0.49% | -0.49% | 33.61% | 50.13% | 60.14% | 52.00% |
Annual Performance at NAV
| 2005 | 2006 | 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 | 2014 |
|---|---|---|---|---|---|---|---|---|---|
| 5.27% | 11.06% | 1.28% | -34.39% | 33.04% | 12.86% | -2.01% | 12.37% | 17.58% | 7.67% |
| With optional enhanced death benefit | |||||||||
| 5.11% | 10.89% | 1.13% | -34.49% | 32.84% | 12.68% | -2.16% | 12.20% | 17.40% | 7.51% |
Restated performance
|
|
||||||||||||
With optional enhanced death benefit
|
|
||||||||||||
Unit values and performance information shown apply to the specific annuity product listed, not the underlying Putnam Variable Trust fund. This information should not be used by investors who hold an interest in Putnam Variable Trust funds through a different annuity or other variable product. The unit values and performance of other variable products that offer Putnam Variable Trust funds may be higher or lower due to product charges and expenses or other factors.
Data is historical. Past performance is no guarantee of future results. More recent returns may be less or more than those shown. Investment return and principal value will fluctuate, and you may have a gain or a loss when you sell your units.
Returns shown for the subaccounts for periods before their inception are derived from the historical performance of the underlying fund, adjusted to reflect the mortality, expense risk, and surrender charges applicable to this product and do not factor in the annual $30 contract maintenance fee. Additional riders and options for insurance-related charges will increase expenses and lower returns. Please see the prospectus for details. For a portion of the period, subaccounts may have limited expenses, without which returns would have been lower.
Variable annuities are long-term investments designed for retirement purposes. Putnam Hartford products are flexible-premium variable annuities issued by Hartford Life and Annuity Insurance Company, Simsbury, CT.
Putnam Allstate variable annuities are flexible-premium deferred variable annuities issued by Allstate Life Insurance Company (Allstate Life); underwritten by Allstate Distributors, L.L.C., both of Northbrook, IL; and sold through registered representatives or bank employees who are licensed insurance agents. Please check for availability in your specific state.
These policies have limitations and are sold by prospectus only. The prospectus contains details on the variable annuity, the subaccounts, contract features, fees, expenses, and other pertinent information.
Investors should carefully consider the investment objectives, risks, charges, and expenses of a fund before investing. For a prospectus containing this and other information for any variable annuity or variable life product that invests in Putnam Variable Trust funds, contact your financial advisor for a contract prospectus and prospectus for the underlying funds. You may also call Hartford at 1-800-521-0538 or Allstate at 1-800-390-1277. Read the prospectuses carefully before investing.
For the most recent month-end performance, please call Hartford at 1-800-521-0538 or Allstate at 1-800-390-1277.
International investing involves certain risks, such as currency fluctuations, economic instability, and political developments. Additional risks may be associated with emerging-market securities, including illiquidity and volatility. The fund invests some or all of its assets in small and/or midsize companies. Such investments increase the risk of greater price fluctuations. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk. The use of derivatives involves additional risks, such as the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Funds that invest in bonds are subject to certain risks including interest-rate risk, credit risk, and inflation risk. As interest rates rise, the prices of bonds fall. Long-term bonds are more exposed to interest-rate risk than short-term bonds. Unlike bonds, bond funds have ongoing fees and expenses. Variable annuities are long-term investments designed for retirement purposes. Withdrawals prior to age 59 1/2 may be subject to a 10% IRS penalty.
You can lose money by investing in a fund. Any given fund may not achieve its goal, and is not intended as a complete investment program. All funds have risk. The value and/or returns of a portfolio will fluctuate with market conditions. You may have more or less than the original amount invested when you redeem your shares.
Lipper is an industry research firm whose rankings are based on total return performance, vary over time, and do not reflect the effects of sales charges. Past performance is not indicative of future results.
Top 10 holdings as of 01/31/15
| Fnma Fn30 Tba 04.0000 03/01/2045 | 5.36% |
|
|---|---|---|
| Gnma Gii30 Tba 03.5000 03/01/2045 | 2.35% |
|
| Fnma Fn30 Tba 06.0000 03/01/2045 | 1.89% |
|
| Fnma Fn15 Tba 03.0000 03/01/2030 | 1.75% |
|
| Apple Inc Sedol 2046251 | 1.60% |
|
| Pfizer Inc Sedol 2684703 | 0.99% |
|
| Spst 2014-3 A 01.0555 08/10/2016 | 0.98% |
|
| Cvs Health Corp Sedol 2577609 | 0.97% |
|
| Jpmorgan Chase & Co Sedol 2190385 | 0.92% |
|
| Merck & Co. Inc. Sedol 2778844 | 0.92% |
|
| Top 10 holdings, total: | 17.73% |
|
Equity Holdings as of 12/31/14
| APPLE INC | 1.54% |
|---|---|
| JPMORGAN CHASE & CO | 1.09% |
| PFIZER INC | 1.01% |
| CVS HEALTH CORP | 0.97% |
| HOME DEPOT INC | 0.94% |
| ORACLE CORP | 0.92% |
| MERCK & CO. INC. | 0.88% |
| GOLDMAN SACHS GROUP INC | 0.85% |
| GOOGLE INC-CL A | 0.84% |
| JOHNSON & JOHNSON | 0.77% |
| EBAY INC | 0.76% |
| MONDELEZ INTERNATIONAL INC-A | 0.75% |
| PNC FINANCIAL SERVICES GROUP | 0.71% |
| KIMBERLY-CLARK CORP | 0.70% |
| SCHLUMBERGER LTD | 0.70% |
| ENTERGY CORP | 0.68% |
| RAYTHEON COMPANY | 0.67% |
| STATE STREET CORP | 0.67% |
| ILLINOIS TOOL WORKS | 0.58% |
| SOUTHWEST AIRLINES CO | 0.58% |
| CELGENE CORP | 0.57% |
| MCKESSON CORP | 0.56% |
| PHILLIPS 66 | 0.56% |
| LYONDELLBASELL INDU-CL A | 0.55% |
| WESTERN DIGITAL CORP | 0.53% |
| VALERO ENERGY CORP | 0.52% |
| LOWES COMPANIES INC | 0.51% |
| AON PLC | 0.49% |
| BROADCOM CORP-CL A | 0.49% |
| TIME WARNER INC | 0.49% |
| NORTHROP GRUMMAN CORP | 0.48% |
| SHERWIN-WILLIAMS CO/THE | 0.46% |
| ANTHEM INC | 0.45% |
| CENTURYLINK INC | 0.45% |
| MARATHON PETROLEUM CORP | 0.45% |
| EXXON MOBIL CORP | 0.43% |
| EDISON INTERNATIONAL | 0.42% |
| L-3 COMMUNICATIONS HLDGS INC | 0.41% |
| DR PEPPER SNAPPLE GROUP INC | 0.40% |
| UNION PACIFIC CORP | 0.40% |
| MORGAN STANLEY | 0.38% |
| NETAPP INC | 0.38% |
| PUBLIC STORAGE | 0.37% |
| ROPER INDUSTRIES INC | 0.37% |
| BANK OF NEW YORK MELLON CORP | 0.35% |
| VIACOM INC-CLASS B | 0.35% |
| CROWN HOLDINGS INC | 0.34% |
| CARDINAL HEALTH INC | 0.33% |
| COMPUTER SCIENCES CORP | 0.33% |
| HILTON WORLDWIDE HOLDINGS IN | 0.32% |
| SYMANTEC CORP | 0.32% |
| XEROX CORP | 0.32% |
| MONSTER BEVERAGE CORP | 0.30% |
| CBRE GROUP INC - A | 0.28% |
| SBA COMMUNICATIONS CORP-CL A | 0.28% |
| CATERPILLAR INC | 0.27% |
| EDWARDS LIFESCIENCES CORP | 0.27% |
| BUNGE LTD | 0.26% |
| MACY'S INC | 0.26% |
| PHILIP MORRIS INTERNATIONAL | 0.26% |
| WELLS FARGO & CO | 0.26% |
| AVAGO TECHNOLOGIES LTD | 0.25% |
| CR BARD INC | 0.25% |
| EMC CORP/MA | 0.25% |
| OMNICOM GROUP | 0.25% |
| ACTIVISION BLIZZARD INC | 0.24% |
| HARLEY-DAVIDSON INC | 0.24% |
| KEYCORP | 0.24% |
| GILEAD SCIENCES INC | 0.22% |
| HANESBRANDS INC | 0.22% |
| MARRIOTT INTERNATIONAL -CL A | 0.22% |
| HALLIBURTON CO | 0.21% |
| WYNDHAM WORLDWIDE CORP | 0.21% |
| BAKER HUGHES INC | 0.20% |
| BALL CORP | 0.19% |
| MANPOWERGROUP INC | 0.19% |
| MARVELL TECHNOLOGY GROUP LTD | 0.19% |
| UGI CORP | 0.19% |
| AMETEK INC | 0.18% |
| PARTNERRE LTD | 0.18% |
| SUPERIOR ENERGY SERVICES INC | 0.18% |
| XL GROUP PLC | 0.18% |
| AMDOCS LTD | 0.17% |
| DUN & BRADSTREET CORP | 0.17% |
| INTUITIVE SURGICAL INC | 0.17% |
| NESTLE SA-REG | 0.17% |
| DISCOVERY COMMUNICATIONS-A | 0.16% |
| LEAR CORP | 0.16% |
| TWO HARBORS INVESTMENT CORP | 0.16% |
| AMERICAN CAPITAL AGENCY CORP | 0.15% |
| EVEREST RE GROUP LTD | 0.15% |
| INGERSOLL-RAND PLC | 0.15% |
| GAP INC/THE | 0.14% |
| NVR INC | 0.14% |
| OGE ENERGY CORP | 0.14% |
| EXPEDIA INC | 0.13% |
| IDEX CORP | 0.13% |
| COLGATE-PALMOLIVE CO | 0.12% |
| JONES LANG LASALLE INC | 0.12% |
| LEIDOS HOLDINGS INC | 0.12% |
| REINSURANCE GROUP OF AMERICA | 0.12% |
| SCRIPPS NETWORKS INTER-CL A | 0.12% |
| TOYOTA MOTOR CORP | 0.12% |
| AXIS CAPITAL HOLDINGS LTD | 0.11% |
| BAYER AG-REG | 0.11% |
| GENERAL MOTORS CO | 0.11% |
| LEGGETT & PLATT INC | 0.11% |
| MICROSOFT CORP | 0.11% |
| VISA INC-CLASS A SHARES | 0.11% |
| ADT CORP/THE | 0.10% |
| AIA GROUP LTD | 0.10% |
| ANHEUSER-BUSCH INBEV NV | 0.10% |
| ASTRAZENECA PLC | 0.10% |
| COMMONWEALTH BANK OF AUSTRAL | 0.10% |
| HSBC HOLDINGS PLC | 0.10% |
| SIEMENS AG | 0.10% |
| ALLISON TRANSMISSION HOLDING | 0.09% |
| ENERGIZER HOLDINGS INC | 0.09% |
| JOY GLOBAL INC | 0.09% |
| ROCHE HOLDING AG-GENUSSCHEIN | 0.09% |
| SANOFI | 0.09% |
| ASTELLAS PHARMA INC | 0.08% |
| JAZZ PHARMACEUTICALS PLC | 0.08% |
| LLOYDS BANKING GROUP PLC | 0.08% |
| METTLER-TOLEDO INTERNATIONAL | 0.08% |
| PRUDENTIAL PLC | 0.08% |
| VERIZON COMMUNICATIONS INC | 0.08% |
| BP PLC | 0.07% |
| CHARLES RIVER LABORATORIES | 0.07% |
| COMPASS GROUP PLC | 0.07% |
| CONTINENTAL AG | 0.07% |
| DECKERS OUTDOOR CORP | 0.07% |
| DEUTSCHE POST AG-REG | 0.07% |
| NEXT PLC | 0.07% |
| NOVARTIS AG-REG | 0.07% |
| PANASONIC CORP | 0.07% |
| SOFTBANK CORP | 0.07% |
| TOKYO GAS CO LTD | 0.07% |
| VF CORP | 0.07% |
| VORNADO REALTY TRUST | 0.07% |
| ALLIANZ SE-REG | 0.06% |
| COLOPLAST-B | 0.06% |
| FUJI HEAVY INDUSTRIES LTD | 0.06% |
| GLAXOSMITHKLINE PLC | 0.06% |
| HEALTH NET INC | 0.06% |
| LIBERTY VENTURES - SER A | 0.06% |
| OUTFRONT MEDIA INC | 0.06% |
| RED ELECTRICA CORPORACION SA | 0.06% |
| ROYAL DUTCH SHELL PLC-A SHS | 0.06% |
| STARZ - A | 0.06% |
| SUMITOMO MITSUI FINANCIAL GR | 0.06% |
| TOTAL SA | 0.06% |
| UBS GROUP AG | 0.06% |
| ACTELION LTD-REG | 0.05% |
| ALLY FINANCIAL INC P/P 144A PCT 07.0000 | 0.05% |
| AMAG PHARMACEUTICALS INC | 0.05% |
| ANA HOLDINGS INC | 0.05% |
| ASML HOLDING NV | 0.05% |
| ASSICURAZIONI GENERALI | 0.05% |
| ATLAS COPCO AB-A SHS | 0.05% |
| BAE SYSTEMS PLC | 0.05% |
| BT GROUP PLC | 0.05% |
| CNP ASSURANCES | 0.05% |
| FANUC LTD | 0.05% |
| HITACHI METALS LTD | 0.05% |
| HOYA CORP | 0.05% |
| HSBC USA INC PCT 03.5000 | 0.05% |
| ING GROEP NV-CVA | 0.05% |
| ITV PLC | 0.05% |
| MITSUBISHI ELECTRIC CORP | 0.05% |
| OIL STATES INTERNATIONAL INC | 0.05% |
| RESONA HOLDINGS INC | 0.05% |
| ROYAL DUTCH SHELL PLC-A SHS | 0.05% |
| ROYAL DUTCH SHELL PLC-B SHS | 0.05% |
| SAFRAN SA | 0.05% |
| SHIMANO INC | 0.05% |
| SHIRE PLC | 0.05% |
| SUZUKI MOTOR CORP | 0.05% |
| SWIFT TRANSPORTATION CO | 0.05% |
| TELSTRA CORP LTD | 0.05% |
| THYSSENKRUPP AG | 0.05% |
| ABB LTD-REG | 0.04% |
| AGEAS | 0.04% |
| AXA SA | 0.04% |
| BANCO SANTANDER SA | 0.04% |
| BASF SE | 0.04% |
| BHP BILLITON LIMITED | 0.04% |
| BRITISH AMERICAN TOBACCO PLC | 0.04% |
| BROTHER INDUSTRIES LTD | 0.04% |
| CALBEE INC | 0.04% |
| CENTRICA PLC | 0.04% |
| CHALLENGER LTD | 0.04% |
| CHEMED CORP | 0.04% |
| COTY INC-CL A | 0.04% |
| CREDIT AGRICOLE SA | 0.04% |
| DELUXE CORP | 0.04% |
| DEUTSCHE TELEKOM AG-REG | 0.04% |
| EXPERIAN PLC | 0.04% |
| HANG SENG BANK LTD | 0.04% |
| HENKEL AG & CO KGAA VORZUG | 0.04% |
| HIBERNIA REIT PLC | 0.04% |
| IMPERIAL TOBACCO GROUP PLC | 0.04% |
| INSURANCE AUSTRALIA GROUP LTD | 0.04% |
| JAPAN TOBACCO INC | 0.04% |
| KAO CORP | 0.04% |
| KONINKLIJKE AHOLD NV | 0.04% |
| LEGAL & GENERAL GROUP PLC | 0.04% |
| MENTOR GRAPHICS CORP | 0.04% |
| MITSUBISHI UFJ FINANCIAL GRO | 0.04% |
| NOVO NORDISK A/S-B | 0.04% |
| ORANGE | 0.04% |
| RF MICRO DEVICES INC | 0.04% |
| SKANDINAVISKA ENSKILDA BAN-A | 0.04% |
| SPANSION INC-CLASS A | 0.04% |
| STATOIL ASA | 0.04% |
| TIVO INC | 0.04% |
| TOKYO TATEMONO CO LTD | 0.04% |
| TOSHIBA CORP | 0.04% |
| UNITED UTILITIES GROUP PLC | 0.04% |
| VODAFONE GROUP PLC | 0.04% |
| WHEELOCK & CO LTD | 0.04% |
| ALERE INC | 0.03% |
| ALLIANT ENERGY CORP | 0.03% |
| ALLIED WORLD ASSURANCE CO | 0.03% |
| AMCOR LIMITED | 0.03% |
| AMEC FOSTER WHEELER PLC | 0.03% |
| AMERICAN INTERNATIONAL GROUP | 0.03% |
| AMTRUST FINANCIAL SERVICES | 0.03% |
| AOL INC | 0.03% |
| ARIAD PHARMACEUTICALS INC | 0.03% |
| ASPEN INSURANCE HOLDINGS LTD | 0.03% |
| ASSOCIATED BRITISH FOODS PLC | 0.03% |
| AUST AND NZ BANKING GROUP | 0.03% |
| BABCOCK INTL GROUP PLC | 0.03% |
| BANCO BILBAO VIZCAYA ARGENTA | 0.03% |
| BANK OF IRELAND | 0.03% |
| BANK OF YOKOHAMA LTD/THE | 0.03% |
| BANKIA SA | 0.03% |
| BAYERISCHE MOTOREN WERKE AG | 0.03% |
| BG GROUP PLC | 0.03% |
| BNP PARIBAS | 0.03% |
| BOSKALIS WESTMINSTER | 0.03% |
| BUNZL PLC | 0.03% |
| CACI INTERNATIONAL INC -CL A | 0.03% |
| CAMBREX CORP | 0.03% |
| CANON INC ORD JAPAN | 0.03% |
| CAPITAL SENIOR LIVING CORP | 0.03% |
| CARREFOUR SA | 0.03% |
| COMFORTDELGRO CORP LTD | 0.03% |
| COOPER TIRE & RUBBER | 0.03% |
| DAIMLER AG-REGISTERED SHARES | 0.03% |
| DBS GROUP HOLDINGS LTD | 0.03% |
| DELTA AIR LINES INC | 0.03% |
| DEUTSCHE BANK AG-REGISTERED | 0.03% |
| DEXUS PROPERTY GROUP | 0.03% |
| DIAGEO PLC | 0.03% |
| DILLARDS INC-CL A | 0.03% |
| ECHOSTAR CORP-A | 0.03% |
| ELECTRONIC ARTS INC | 0.03% |
| EMS-CHEMIE HOLDING AG-REG | 0.03% |
| ENEL SPA | 0.03% |
| ENERSYS | 0.03% |
| ENGILITY HOLDINGS INC | 0.03% |
| ENI SPA | 0.03% |
| ENTRAVISION COMMUNICATIONS-A | 0.03% |
| EQUITY LIFESTYLE PROPERTIES | 0.03% |
| FUJIFILM HOLDINGS CORP | 0.03% |
| FUJITSU LTD | 0.03% |
| GEBERIT AG-REG | 0.03% |
| GLENCORE PLC | 0.03% |
| GNC HOLDINGS INC-CL A | 0.03% |
| GPT GROUP | 0.03% |
| GREATBATCH INC | 0.03% |
| HARBINGER GROUP INC | 0.03% |
| HAWAIIAN HOLDINGS INC | 0.03% |
| HEINEKEN HOLDING NV | 0.03% |
| ICU MEDICAL INC | 0.03% |
| JETBLUE AIRWAYS CORP | 0.03% |
| JOYO BANK LTD/THE | 0.03% |
| KERRY GROUP PLC-A | 0.03% |
| L OREAL | 0.03% |
| LIONS GATE ENTERTAINMENT COR | 0.03% |
| LIVE NATION ENTERTAINMENT IN | 0.03% |
| MGM CHINA HOLDINGS LTD | 0.03% |
| MITSUBISHI CORP | 0.03% |
| MITSUBISHI UFJ LEASE & FINAN | 0.03% |
| MUENCHENER RUECKVER AG-REG | 0.03% |
| NATIONAL AUSTRALIA BANK LTD | 0.03% |
| NATIONAL CINEMEDIA INC | 0.03% |
| NEW RESIDENTIAL INVESTMENT | 0.03% |
| NIPPON PAINT CO LTD | 0.03% |
| NTT DOCOMO INC | 0.03% |
| OTSUKA HOLDINGS CO LTD | 0.03% |
| PRA GROUP INC | 0.03% |
| RECKITT BENCKISER GROUP PLC | 0.03% |
| REGUS PLC | 0.03% |
| RENAULT SA | 0.03% |
| RIO TINTO PLC | 0.03% |
| SABMILLER PLC | 0.03% |
| SECURITAS AB-B SHS | 0.03% |
| SOLARWINDS INC | 0.03% |
| SUMITOMO METAL MINING CO LTD | 0.03% |
| SWEDBANK AB - A SHARES | 0.03% |
| SYNAPTICS INC | 0.03% |
| SYNGENTA AG-REG | 0.03% |
| SYNNEX CORP | 0.03% |
| TAUBMAN CENTERS INC | 0.03% |
| TELEFONICA SA | 0.03% |
| TELENOR ASA | 0.03% |
| THK CO LTD | 0.03% |
| TUI AG-NEW | 0.03% |
| UNILEVER NV-CVA | 0.03% |
| UNITED INTERNET AG-REG SHARE | 0.03% |
| UPM-KYMMENE OYJ | 0.03% |
| VALEO SA | 0.03% |
| WENDEL | 0.03% |
| WESTPAC BANKING CORP | 0.03% |
| WOODSIDE PETROLEUM LTD | 0.03% |
| WPP PLC | 0.03% |
| ACTAVIS PLC | 0.02% |
| ADIDAS AG | 0.02% |
| ADVANCED ENERGY INDUSTRIES | 0.02% |
| AEGEAN MARINE PETROLEUM NETW | 0.02% |
| AIRBUS GROUP NV | 0.02% |
| ALCATEL-LUCENT | 0.02% |
| ALIBABA GROUP HOLDING-SP ADR | 0.02% |
| ALTRA INDUSTRIAL MOTION CORP | 0.02% |
| AMERICAN EQUITY INVT LIFE HL | 0.02% |
| AMSURG CORP | 0.02% |
| ANDERSONS INC/THE | 0.02% |
| ANIXTER INTERNATIONAL INC | 0.02% |
| ANN INC | 0.02% |
| ANTOFAGASTA PLC | 0.02% |
| ARCELORMITTAL | 0.02% |
| ASSA ABLOY AB-B | 0.02% |
| BANCO LATINOAMERICANO COME-E | 0.02% |
| BANK OF QUEENSLAND LTD | 0.02% |
| BARCLAYS PLC | 0.02% |
| BHP BILLITON PLC | 0.02% |
| BOFI HOLDING INC | 0.02% |
| BRUNSWICK CORP | 0.02% |
| BUFFALO WILD WINGS INC | 0.02% |
| BUREAU VERITAS SA | 0.02% |
| CALLON PETROLEUM CO | 0.02% |
| CARDIOME PHARMA CORP | 0.02% |
| CHILDREN'S PLACE INC/THE | 0.02% |
| CIE FINANCIERE RICHEMON-REG | 0.02% |
| CNO FINANCIAL GROUP INC | 0.02% |
| COM HEM HOLDING AB | 0.02% |
| CONMED CORP | 0.02% |
| CONTINENTAL BUILDING PRODUCT | 0.02% |
| CORE-MARK HOLDING CO INC | 0.02% |
| CREDIT SUISSE GROUP AG-REG | 0.02% |
| CUSTOMERS BANCORP INC | 0.02% |
| DANA HOLDING CORP | 0.02% |
| DELEK US HOLDINGS INC | 0.02% |
| DENSO CORPORATION | 0.02% |
| DISTRIBUIDORA INTERNACIONAL | 0.02% |
| DYNAVAX TECHNOLOGIES CORP | 0.02% |
| EDUCATION REALTY TRUST INC | 0.02% |
| EMPLOYERS HOLDINGS INC | 0.02% |
| ENCANA CORP | 0.02% |
| ENCORE CAPITAL GROUP INC | 0.02% |
| EPR PROPERTIES 05.7500 CUM CV PFD | 0.02% |
| EROS INTERNATIONAL PLC | 0.02% |
| EURAZEO | 0.02% |
| EXOR SPA | 0.02% |
| FIRST NBC BANK HOLDING CO | 0.02% |
| FRONTIER COMMUNICATIONS CORP | 0.02% |
| G & K SERVICES INC -CL A | 0.02% |
| GENEL ENERGY PLC | 0.02% |
| GLOBAL CASH ACCESS HOLDINGS | 0.02% |
| GRAFTECH INTERNATIONAL LTD | 0.02% |
| GREENBRIER COMPANIES INC | 0.02% |
| HAMMERSON PLC | 0.02% |
| HANMI FINANCIAL CORPORATION | 0.02% |
| HARMAN INTERNATIONAL | 0.02% |
| HCI GROUP INC | 0.02% |
| HEALTHSOUTH CORP | 0.02% |
| HEARTLAND PAYMENT SYSTEMS IN | 0.02% |
| HILL-ROM HOLDINGS INC | 0.02% |
| ICONIX BRAND GROUP INC | 0.02% |
| IMPAX LABORATORIES INC | 0.02% |
| INNOPHOS HOLDINGS INC | 0.02% |
| INSYS THERAPEUTICS INC | 0.02% |
| INTEGRATED SILICON SOLUTION | 0.02% |
| ISIS PHARMACEUTICALS INC | 0.02% |
| KADANT INC | 0.02% |
| KAPSTONE PAPER AND PACKAGING | 0.02% |
| KAR AUCTION SERVICES INC | 0.02% |
| KCG HOLDINGS INC-CL A | 0.02% |
| KFORCE INC | 0.02% |
| KONICA MINOLTA HOLDINGS INC | 0.02% |
| LEXINGTON REALTY TRUST | 0.02% |
| LIBERTY GLOBAL PLC-SERIES C | 0.02% |
| LSB INDUSTRIES INC | 0.02% |
| LTC PROPERTIES INC | 0.02% |
| LUMBER LIQUIDATORS HOLDINGS | 0.02% |
| LUXOTTICA GROUP SPA | 0.02% |
| MARCUS CORPORATION | 0.02% |
| MARRIOTT VACATIONS WORLD | 0.02% |
| MATRIX SERVICE CO | 0.02% |
| MERCK KGAA | 0.02% |
| MIDDLEBY CORP | 0.02% |
| MONSANTO CO | 0.02% |
| MURATA MANUFACTURING CO LTD | 0.02% |
| MWI VETERINARY SUPPLY INC | 0.02% |
| NATIXIS | 0.02% |
| NATL HEALTH INVESTORS INC | 0.02% |
| NELNET INC-CL A | 0.02% |
| NISSAN MOTOR CO LTD | 0.02% |
| NN INC | 0.02% |
| NORTHERN OIL AND GAS INC | 0.02% |
| NTT DATA CORP | 0.02% |
| NUMERICABLE-SFR | 0.02% |
| OM GROUP INC | 0.02% |
| ON ASSIGNMENT INC | 0.02% |
| ORASURE TECHNOLOGIES INC | 0.02% |
| OSRAM LICHT AG | 0.02% |
| PACWEST BANCORP | 0.02% |
| PAPA JOHN S INTL | 0.02% |
| PGT INC | 0.02% |
| PINNACLE FOODS INC | 0.02% |
| POPEYES LOUISIANA KITCHEN IN | 0.02% |
| PRESTIGE BRANDS HOLDINGS INC | 0.02% |
| PROTHENA CORP PLC | 0.02% |
| PS BUSINESS PARKS INC/CA | 0.02% |
| QLOGIC CORP | 0.02% |
| QUALITY DISTRIBUTION INC | 0.02% |
| QUEBECOR INC -CL B | 0.02% |
| RE/MAX HOLDINGS INC-CL A | 0.02% |
| RECEPTOS INC | 0.02% |
| SAMSUNG ELECTRONICS CO LTD | 0.02% |
| SAP SE | 0.02% |
| SCORPIO TANKERS INC | 0.02% |
| SEAWORLD ENTERTAINMENT INC | 0.02% |
| SELECT COMFORT CORPORATION | 0.02% |
| SELECT MEDICAL HOLDINGS CORP | 0.02% |
| SINCLAIR BROADCAST GROUP -A | 0.02% |
| SJM HOLDINGS LTD | 0.02% |
| SKYWORTH DIGITAL HLDGS LTD | 0.02% |
| SONIC AUTOMOTIVE INC-CLASS A | 0.02% |
| SONIC CORP | 0.02% |
| SPECTRANETICS CORP | 0.02% |
| SPIRIT AIRLINES INC | 0.02% |
| STANDARD MOTOR PRODS | 0.02% |
| STANDEX INTERNATIONAL CORP | 0.02% |
| STILLWATER MNG | 0.02% |
| SUMITOMO REALTY & DEVELOPMEN | 0.02% |
| SUMITOMO WAREHOUSE CO LTD | 0.02% |
| SUNCOR ENERGY INC | 0.02% |
| SURGICAL CARE AFFILIATES INC | 0.02% |
| SWATCH GROUP AG/THE-BR | 0.02% |
| SYMETRA FINANCIAL CORP | 0.02% |
| SYMRISE AG | 0.02% |
| TAKEDA PHARMACEUTICAL CO LTD | 0.02% |
| TELECOM ITALIA-RSP | 0.02% |
| THOMAS COOK GROUP PLC | 0.02% |
| TOWER INTERNATIONAL INC | 0.02% |
| TOYOTA INDUSTRIES CORP | 0.02% |
| TRUEBLUE INC | 0.02% |
| ULTIMATE SOFTWARE GROUP INC | 0.02% |
| ULTRA CLEAN HOLDINGS INC | 0.02% |
| UNICREDIT SPA | 0.02% |
| UNILEVER PLC | 0.02% |
| UNITED INSURANCE HOLDINGS CO | 0.02% |
| VEOLIA ENVIRONNEMENT | 0.02% |
| WABASH NATIONAL CORP | 0.02% |
| WEST PHARMACEUTICAL SERVICES | 0.02% |
| WESTFIELD CORP | 0.02% |
| WOLSELEY PLC | 0.02% |
| WOOLWORTHS LTD | 0.02% |
| XCERRA CORP | 0.02% |
| XENOPORT INC | 0.02% |
| ACADIA PHARMACEUTICALS INC | 0.01% |
| ACCESS NATIONAL CORP | 0.01% |
| ACCURAY INC | 0.01% |
| ACE LTD | 0.01% |
| ACETO CORP | 0.01% |
| ACXIOM CORP | 0.01% |
| ADMIRAL GROUP PLC | 0.01% |
| AFFINITY EDUCATION GROUP LTD | 0.01% |
| AGILENT TECHNOLOGIES INC | 0.01% |
| AGREE REALTY CORP | 0.01% |
| ALEXANDER & BALDWIN INC | 0.01% |
| ALKERMES PLC | 0.01% |
| ALLERGAN INC | 0.01% |
| ALLIANT TECHSYSTEMS INC | 0.01% |
| AMEDISYS INC | 0.01% |
| APOLLO COMMERCIAL REAL ESTAT | 0.01% |
| ARLINGTON ASSET INVESTMENT-A | 0.01% |
| ASALEO CARE LTD | 0.01% |
| ASHFORD HOSPITALITY TRUST | 0.01% |
| ASPEN TECHNOLOGY INC | 0.01% |
| ASTRONICS CORP | 0.01% |
| ATRESMEDIA CORP DE MEDIOS DE | 0.01% |
| ATRICURE INC | 0.01% |
| AVG TECHNOLOGIES | 0.01% |
| AVICHINA INDUSTRY & TECH-H | 0.01% |
| AZZ INC | 0.01% |
| BARRY CALLEBAUT AG-REG | 0.01% |
| BEACON ROOFING SUPPLY INC | 0.01% |
| BHARTI INFRATEL LTD | 0.01% |
| BIOSPECIFICS TECHNOLOGIES | 0.01% |
| BLOOMIN' BRANDS INC | 0.01% |
| BORDERFREE INC | 0.01% |
| BRIGHT HORIZONS FAMILY SOLUT | 0.01% |
| BRITVIC PLC | 0.01% |
| BROWN SHOE COMPANY INC | 0.01% |
| CABOT CORP | 0.01% |
| CAESARSTONE SDOT-YAM LTD | 0.01% |
| CAL-MAINE FOODS INC | 0.01% |
| CALAMP CORP | 0.01% |
| CAPITAL STRATEGIC INVESTMENT | 0.01% |
| CARDINAL FINANCIAL CORP | 0.01% |
| CARMIKE CINEMAS INC | 0.01% |
| CAVIUM INC | 0.01% |
| CBL & ASSOCIATES PROPERTIES | 0.01% |
| CENTENE CORP | 0.01% |
| CEVA INC | 0.01% |
| CHANNELADVISOR CORP | 0.01% |
| CHASE CORP | 0.01% |
| CHINA BIOLOGIC PRODUCTS INC | 0.01% |
| CHINA PIONEER PHARMA HOLDING | 0.01% |
| CHINA POWER NEW ENERGY DEVEL | 0.01% |
| CHINA RESOURCES POWER HOLDIN | 0.01% |
| CHINA WATER AFFAIRS GROUP | 0.01% |
| CHINA WINDPOWER GROUP LTD | 0.01% |
| CIRRUS LOGIC INC | 0.01% |
| CITIZENS & NORTHERN CORP | 0.01% |
| COMPAGNIE DE SAINT-GOBAIN | 0.01% |
| COMPUTER PROGRAMS & SYSTEMS | 0.01% |
| CONSTANT CONTACT INC | 0.01% |
| CORPORATE EXECUTIVE BOARD CO | 0.01% |
| CRAY INC | 0.01% |
| CREDICORP LTD | 0.01% |
| CREDIT ACCEPTANCE CORP | 0.01% |
| CRH PLC | 0.01% |
| CRODA INTERNATIONAL PLC | 0.01% |
| CYPRESS SEMICONDUCTOR CORP | 0.01% |
| CYS INVESTMENTS INC | 0.01% |
| DAIFUKU CO LTD | 0.01% |
| DAIKIN INDUSTRIES LTD | 0.01% |
| DALATA HOTEL GROUP PLC | 0.01% |
| DEXCOM INC | 0.01% |
| DNB NOR ASA | 0.01% |
| DOMTAR CORP | 0.01% |
| DOUGLAS DYNAMICS INC | 0.01% |
| DSW INC-CLASS A | 0.01% |
| DUBAI ISLAMIC BANK | 0.01% |
| EAST WEST BANCORP INC | 0.01% |
| ENANTA PHARMACEUTICALS INC | 0.01% |
| ENNIS INC | 0.01% |
| EP ENERGY CORP-CL A | 0.01% |
| EPR PROPERTIES | 0.01% |
| EXTREME NETWORKS INC | 0.01% |
| EZION HOLDINGS LTD | 0.01% |
| FAIRCHILD SEMICONDUCTOR INTE | 0.01% |
| FARMERS CAPITAL BANK CORP | 0.01% |
| FEDERAL AGRIC MTG CORP-CL C | 0.01% |
| FEI COMPANY | 0.01% |
| FINANCIAL INSTITUTIONS INC | 0.01% |
| FIRST COMMUNITY BANCSHARES | 0.01% |
| FIRST INDUSTRIAL REALTY TR | 0.01% |
| FIRSTMERIT CORP | 0.01% |
| FLUSHING FINANCIAL CORP | 0.01% |
| FOSTER (LB) CO-A | 0.01% |
| FOXTONS GROUP PLC | 0.01% |
| FRANKLIN ELECTRIC CO INC | 0.01% |
| FREESCALE SEMICONDUCTOR LTD | 0.01% |
| G8 EDUCATION LTD | 0.01% |
| GAIN CAPITAL HOLDINGS INC | 0.01% |
| GAZTRANSPORT ET TECHNIGA | 0.01% |
| GENERAC HOLDINGS INC | 0.01% |
| GENMARK DIAGNOSTICS INC | 0.01% |
| GENWORTH FINANCIAL INC-CL A | 0.01% |
| GLENMARK PHARMACEUTICALS LTD | 0.01% |
| GLOBUS MEDICAL INC - A | 0.01% |
| GMAC CAPITAL TRUST I PCT 08.1250 | 0.01% |
| GOOGLE INC-CL C | 0.01% |
| GRAND CANYON EDUCATION INC | 0.01% |
| GREEN DOT CORP-CLASS A | 0.01% |
| GRIFOLS SA-ADR | 0.01% |
| GULFPORT ENERGY CORP | 0.01% |
| HEARTLAND FINANCIAL USA INC | 0.01% |
| HERCULES TECH GROWTH | 0.01% |
| HERITAGE FINANCIAL GROUP INC | 0.01% |
| HISAMITSU PHARMACEUTICAL CO | 0.01% |
| HOLLYSYS AUTOMATION TECHNOLO | 0.01% |
| HOME LOAN SERVICING SOLUTION | 0.01% |
| HONGKONG LAND HOLDINGS LTD | 0.01% |
| HSN INC | 0.01% |
| HYSTER-YALE MATERIALS | 0.01% |
| IDT CORP-CLASS B | 0.01% |
| INNERWORKINGS INC | 0.01% |
| INNOSPEC INC | 0.01% |
| INSULET CORP | 0.01% |
| INTACT FINANCIAL CORP | 0.01% |
| INTELIQUENT INC | 0.01% |
| INTL CONSOLIDATED AIRLINE-DI | 0.01% |
| INTRALINKS HOLDINGS INC | 0.01% |
| INVESCO MORTGAGE CAPITAL | 0.01% |
| INVESTORS REAL ESTATE TRUST | 0.01% |
| ION GEOPHYSICAL CORP | 0.01% |
| IRIDIUM COMMUNICATIONS INC | 0.01% |
| ISHIKAWAJIMA-HARIMA HVY IND | 0.01% |
| ITOCHU CORP | 0.01% |
| JACK IN THE BOX INC | 0.01% |
| JAPAN AIRLINES CO LTD | 0.01% |
| KENNEDY-WILSON HOLDINGS INC | 0.01% |
| KINDRED HEALTHCARE INC | 0.01% |
| KINGFISHER PLC | 0.01% |
| KKR & CO LP | 0.01% |
| KORN/FERRY INTERNATIONAL | 0.01% |
| KRATON PERFORMANCE POLYMERS | 0.01% |
| KRISPY KREME DOUGHNUTS INC | 0.01% |
| LEXMARK INTERNATIONAL INC-A | 0.01% |
| LIMONEIRA CO | 0.01% |
| LIVEPERSON INC | 0.01% |
| LULULEMON ATHLETICA INC | 0.01% |
| M/I HOMES INC PCT 09.7500 | 0.01% |
| MAGICJACK VOCALTEC LTD | 0.01% |
| MAIDEN HOLDINGS LTD | 0.01% |
| MAINSOURCE FINANCIAL GROUP INC | 0.01% |
| MANHATTAN ASSOCIATES INC | 0.01% |
| MARUBENI CORP | 0.01% |
| MATSON INC | 0.01% |
| MAXIMUS INC | 0.01% |
| MEDIASET SPA | 0.01% |
| MEDICINES COMPANY | 0.01% |
| MELCO CROWN ENTERTAINME-ADR | 0.01% |
| MELLANOX TECHNOLOGIES LTD | 0.01% |
| MERRIMACK PHARMACEUTICALS IN | 0.01% |
| META FINANCIAL GROUP INC | 0.01% |
| METRO BANK PLC P/P | 0.01% |
| MFA FINANCIAL INC | 0.01% |
| MICROSEMI CORP | 0.01% |
| MILLER INDUSTRIES INC/TENN | 0.01% |
| MINERALS TECHNOLOGIES INC | 0.01% |
| MITRA ADIPERKASA TBK PT | 0.01% |
| MITSUBISHI ESTATE CO LTD | 0.01% |
| MITSUI FUDOSAN CO LTD | 0.01% |
| MIZUHO FINANCIAL GROUP INC | 0.01% |
| MOBILEIRON INC | 0.01% |
| MOTA ENGIL SGPS SA | 0.01% |
| MSA SAFETY INC | 0.01% |
| MTS SYSTEMS CORP | 0.01% |
| NEKTAR THERAPEUTICS | 0.01% |
| NETSCOUT SYSTEMS INC | 0.01% |
| NEUSTAR INC-CLASS A | 0.01% |
| NEW ORIENTAL EDUCATIO-SP ADR | 0.01% |
| NIC INC | 0.01% |
| NIMBLE STORAGE INC | 0.01% |
| NPS PHARMACEUTICALS INC | 0.01% |
| NU SKIN ENTERPRISES INC - A | 0.01% |
| NUTRACEUTICAL INTL CORP | 0.01% |
| OBEROI REALTY LTD | 0.01% |
| OCWEN FINANCIAL CORP | 0.01% |
| OFG BANCORP | 0.01% |
| OMEGA HEALTHCARE INVESTORS | 0.01% |
| ONE LIBERTY PROPERTIES INC | 0.01% |
| ORIGIN ENERGY LTD | 0.01% |
| PACIFIC PREMIER BANCORP INC | 0.01% |
| PANDORA MEDIA INC | 0.01% |
| PENN NATIONAL GAMING INC | 0.01% |
| PEOPLES BANCORP INC | 0.01% |
| PERFICIENT INC | 0.01% |
| PERFORMANT FINANCIAL CORP | 0.01% |
| PHH CORP | 0.01% |
| PITNEY BOWES INC | 0.01% |
| PLANTRONICS INC | 0.01% |
| PLUS500 LTD | 0.01% |
| POLYPORE INTERNATIONAL INC | 0.01% |
| POPULAR INC | 0.01% |
| POWER INTEGRATIONS INC | 0.01% |
| POZEN INC | 0.01% |
| PROOFPOINT INC | 0.01% |
| PROS HOLDINGS INC | 0.01% |
| PROVIDENCE SERVICE CORP | 0.01% |
| PTC INC | 0.01% |
| PUMA BIOTECHNOLOGY INC | 0.01% |
| QUANTUM CORP | 0.01% |
| RAMCO-GERSHENSON PROPERTIES | 0.01% |
| RECRUIT HOLDINGS CO LTD | 0.01% |
| REGIONAL MANAGEMENT CORP | 0.01% |
| REMY INTERNATIONAL INC | 0.01% |
| REPLIGEN CORP | 0.01% |
| REPUBLIC BANCORP INC-CLASS A | 0.01% |
| ROCKET FUEL INC | 0.01% |
| ROVI CORP | 0.01% |
| RUCKUS WIRELESS INC | 0.01% |
| SANDERSON FARMS INC | 0.01% |
| SARTORIUS AG-PFD PCT 0.000 | 0.01% |
| SCENTRE GROUP | 0.01% |
| SCOR SE | 0.01% |
| SELECT INCOME REIT | 0.01% |
| SEMTECH CORP | 0.01% |
| SEVEN & I HOLDINGS CO LTD | 0.01% |
| SHIONOGI & CO LTD | 0.01% |
| SHORETEL INC | 0.01% |
| SILERGY CORP | 0.01% |
| SILICON IMAGE INC | 0.01% |
| SK HYNIX INC | 0.01% |
| SKYWEST INC | 0.01% |
| SM ENERGY CO | 0.01% |
| SOLAR CAPITAL LTD | 0.01% |
| SOUND GLOBAL LTD | 0.01% |
| SOVRAN SELF STORAGE INC | 0.01% |
| SPARK NEW ZEALAND LTD | 0.01% |
| SPARTANNASH CO | 0.01% |
| SPARTON CORP | 0.01% |
| SPOK HOLDINGS INC | 0.01% |
| SPORTS DIRECT INTERNATIONAL | 0.01% |
| SS&C TECHNOLOGIES HOLDINGS | 0.01% |
| ST JAMES'S PLACE PLC | 0.01% |
| STAAR SURGICAL CO | 0.01% |
| STARWOOD PROPERTY TRUST INC | 0.01% |
| STERIS CORP | 0.01% |
| STEVEN MADDEN LTD | 0.01% |
| STONE ENERGY CORP | 0.01% |
| STONERIDGE INC | 0.01% |
| SUCAMPO PHARMACEUTICALS-CL A | 0.01% |
| SUMCO CORP | 0.01% |
| SUMMIT HOTEL PROPERTIES INC | 0.01% |
| SUZUKEN CO LTD | 0.01% |
| TATA MOTORS LTD | 0.01% |
| TELE2 AB-B SHS | 0.01% |
| TENCENT HOLDINGS LTD | 0.01% |
| TENNECO INC | 0.01% |
| TESARO INC | 0.01% |
| THE GEO GROUP INC | 0.01% |
| TREX COMPANY INC | 0.01% |
| TRIANGLE PETROLEUM CORP | 0.01% |
| TRIPLE-S MANAGEMENT CORP-B | 0.01% |
| TRONOX LTD-CL A | 0.01% |
| TSB BANKING GROUP PLC | 0.01% |
| TURKIYE GARANTI BANKASI | 0.01% |
| TYCO INTERNATIONAL PLC | 0.01% |
| TYLER TECHNOLOGIES INC | 0.01% |
| UCB SA | 0.01% |
| UNIT CORP | 0.01% |
| UNITED COMMUNITY BANKS/GA | 0.01% |
| UNITED OVERSEAS BANK LTD | 0.01% |
| UNITED TECHNOLOGIES CORP 07.5000 CUM CV PFD | 0.01% |
| UNIVERSAL HEALTH RLTY INCOME | 0.01% |
| US SILICA HOLDINGS INC | 0.01% |
| USANA HEALTH SCIENCES INC | 0.01% |
| VAALCO ENERGY INC | 0.01% |
| VAIL RESORTS INC | 0.01% |
| VERINT SYSTEMS INC | 0.01% |
| VINCI SA | 0.01% |
| VIRGIN MONEY HOLDINGS UK | 0.01% |
| VISTEON CORP | 0.01% |
| VIVENDI | 0.01% |
| WEB.COM GROUP INC | 0.01% |
| WEIGHT WATCHERS INTL INC | 0.01% |
| WH GROUP LTD | 0.01% |
| WH SMITH PLC | 0.01% |
| WHITING PETROLEUM CORP | 0.01% |
| WISDOMTREE INVESTMENTS INC | 0.01% |
| XPO LOGISTICS INC | 0.01% |
| YAMAHA MOTOR CO LTD | 0.01% |
| ZEP INC | 0.01% |
| AG MORTGAGE INVESTMENT TRUST | 0.00% |
| ALTISOURCE PORTFOLIO SOL | 0.00% |
| AMBER ROAD INC | 0.00% |
| ARMOUR RESIDENTIAL REIT INC | 0.00% |
| ARRAY BIOPHARMA INC | 0.00% |
| ARRIS GROUP INC | 0.00% |
| ARUBA NETWORKS INC | 0.00% |
| ASHFORD INC | 0.00% |
| AVON PRODUCTS INC | 0.00% |
| BANCO BILBAO VIZCAYA AR-RTS | 0.00% |
| BOULDER BRANDS INC | 0.00% |
| CENTURY CASINOS INC | 0.00% |
| CHAODA MODERN AGRICULTURE | 0.00% |
| CONATUS PHARMACEUTICALS INC | 0.00% |
| CTRIP.COM INTERNATIONAL-ADR | 0.00% |
| DEMAND MEDIA INC | 0.00% |
| ERSTE GROUP BANK AG | 0.00% |
| FORTESCUE METALS GROUP LTD | 0.00% |
| GRUPO FINANCIERO BANORTE-O | 0.00% |
| HITACHI LTD | 0.00% |
| INDIVIOR PLC | 0.00% |
| INOVIO PHARMACEUTICALS INC | 0.00% |
| ITT EDUCATIONAL SERVICES INC | 0.00% |
| LENTA LTD-144A P/P 144A | 0.00% |
| LIBERTY GLOBAL PLC-A | 0.00% |
| LONE PINE RESOURCES CANADA L | 0.00% |
| LONE PINE RESOURCES INC-CL A | 0.00% |
| MOTA-ENGIL AFRICA | 0.00% |
| NIPPON TELEGRAPH & TELEPHONE | 0.00% |
| OZNER WATER INTL HO P/P 144A | 0.00% |
| ROSETTA RESOURCES INC | 0.00% |
| SHOPPING CENTRES AUSTRALASIA | 0.00% |
| SHUTTERFLY INC | 0.00% |
| SIENTRA INC | 0.00% |
| THRESHOLD PHARMACEUTICALS | 0.00% |
| TOWER SEMI LTD-CW15 P/P 144A | 0.00% |
| TREVENA INC | 0.00% |
| TRINITY BIOTECH PLC-SPON ADR | 0.00% |
| UBIQUITI NETWORKS INC | 0.00% |
| UNIVERSAL TRUCKLOAD SERVICES | 0.00% |
| W&T OFFSHORE INC | 0.00% |
| WM MORRISON SUPERMARKETS | 0.00% |
Full Portfolio Holdings as of 12/31/14
| FNMA FN30 TBA 04.0000 01/01/2045 | 5.25% |
|---|---|
| GNMA GII30 TBA 03.5000 01/01/2045 | 2.29% |
| FNMA FN30 TBA 06.0000 01/01/2045 | 1.86% |
| FNMA FN15 TBA 03.0000 01/01/2030 | 1.70% |
| APPLE INC | 1.54% |
| JPMORGAN CHASE & CO | 1.09% |
| PFIZER INC | 1.01% |
| CVS HEALTH CORP | 0.97% |
| SPST 2014-3 A 01.0555 08/10/2016 | 0.96% |
| HOME DEPOT INC | 0.94% |
| ORACLE CORP | 0.92% |
| MERCK & CO. INC. | 0.88% |
| GOLDMAN SACHS GROUP INC | 0.85% |
| GOOGLE INC-CL A | 0.84% |
| JOHNSON & JOHNSON | 0.77% |
| EBAY INC | 0.76% |
| MONDELEZ INTERNATIONAL INC-A | 0.75% |
| PNC FINANCIAL SERVICES GROUP | 0.71% |
| KIMBERLY-CLARK CORP | 0.70% |
| SCHLUMBERGER LTD | 0.70% |
| ENTERGY CORP | 0.68% |
| RAYTHEON COMPANY | 0.67% |
| STATE STREET CORP | 0.67% |
| SPST 2014-2 A 01.0542 07/25/2016 | 0.65% |
| FNMA FN30 TBA 04.5000 01/01/2045 | 0.59% |
| ILLINOIS TOOL WORKS | 0.58% |
| SOUTHWEST AIRLINES CO | 0.58% |
| CELGENE CORP | 0.57% |
| MCKESSON CORP | 0.56% |
| PHILLIPS 66 | 0.56% |
| LYONDELLBASELL INDU-CL A | 0.55% |
| WESTERN DIGITAL CORP | 0.53% |
| VALERO ENERGY CORP | 0.52% |
| LOWES COMPANIES INC | 0.51% |
| AON PLC | 0.49% |
| BROADCOM CORP-CL A | 0.49% |
| TIME WARNER INC | 0.49% |
| NORTHROP GRUMMAN CORP | 0.48% |
| SHERWIN-WILLIAMS CO/THE | 0.46% |
| ANTHEM INC | 0.45% |
| CENTURYLINK INC | 0.45% |
| MARATHON PETROLEUM CORP | 0.45% |
| EXXON MOBIL CORP | 0.43% |
| EDISON INTERNATIONAL | 0.42% |
| L-3 COMMUNICATIONS HLDGS INC | 0.41% |
| DR PEPPER SNAPPLE GROUP INC | 0.40% |
| UNION PACIFIC CORP | 0.40% |
| MORGAN STANLEY | 0.38% |
| NETAPP INC | 0.38% |
| PUBLIC STORAGE | 0.37% |
| ROPER INDUSTRIES INC | 0.37% |
| BANK OF NEW YORK MELLON CORP | 0.35% |
| VIACOM INC-CLASS B | 0.35% |
| CROWN HOLDINGS INC | 0.34% |
| CARDINAL HEALTH INC | 0.33% |
| COMPUTER SCIENCES CORP | 0.33% |
| HILTON WORLDWIDE HOLDINGS IN | 0.32% |
| SYMANTEC CORP | 0.32% |
| XEROX CORP | 0.32% |
| MONSTER BEVERAGE CORP | 0.30% |
| CBRE GROUP INC - A | 0.28% |
| SBA COMMUNICATIONS CORP-CL A | 0.28% |
| CATERPILLAR INC | 0.27% |
| EDWARDS LIFESCIENCES CORP | 0.27% |
| BUNGE LTD | 0.26% |
| MACY'S INC | 0.26% |
| PHILIP MORRIS INTERNATIONAL | 0.26% |
| WELLS FARGO & CO | 0.26% |
| AVAGO TECHNOLOGIES LTD | 0.25% |
| CR BARD INC | 0.25% |
| EMC CORP/MA | 0.25% |
| OMNICOM GROUP | 0.25% |
| ACTIVISION BLIZZARD INC | 0.24% |
| HARLEY-DAVIDSON INC | 0.24% |
| KEYCORP | 0.24% |
| GILEAD SCIENCES INC | 0.22% |
| HANESBRANDS INC | 0.22% |
| MARRIOTT INTERNATIONAL -CL A | 0.22% |
| REPUBLIC OF ARGENTINA USD 07.0000 10/03/2015 | 0.22% |
| HALLIBURTON CO | 0.21% |
| WYNDHAM WORLDWIDE CORP | 0.21% |
| BAKER HUGHES INC | 0.20% |
| BALL CORP | 0.19% |
| MANPOWERGROUP INC | 0.19% |
| MARVELL TECHNOLOGY GROUP LTD | 0.19% |
| UGI CORP | 0.19% |
| AMETEK INC | 0.18% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.18% |
| PARTNERRE LTD | 0.18% |
| SUPERIOR ENERGY SERVICES INC | 0.18% |
| VTB BANK (VTB CAP SA P/P 144A 06.8750 05/29/2018 | 0.18% |
| XL GROUP PLC | 0.18% |
| AMDOCS LTD | 0.17% |
| DUN & BRADSTREET CORP | 0.17% |
| ELEC DE FRANCE P/P 144A 05.2500 01/29/2049 | 0.17% |
| INTUITIVE SURGICAL INC | 0.17% |
| NESTLE SA-REG | 0.17% |
| DISCOVERY COMMUNICATIONS-A | 0.16% |
| GENERAL ELEC CAP CORP 06.7500 03/15/2032 | 0.16% |
| GNMA GII30 4246 06.5000 09/20/2038 | 0.16% |
| GNMA GII30 4581 06.5000 11/20/2039 | 0.16% |
| LEAR CORP | 0.16% |
| TWO HARBORS INVESTMENT CORP | 0.16% |
| AMERICAN CAPITAL AGENCY CORP | 0.15% |
| EVEREST RE GROUP LTD | 0.15% |
| INGERSOLL-RAND PLC | 0.15% |
| NOTA DO TESOURO NACIONAL 10.0000 01/01/2021 | 0.15% |
| CANADIAN NATURAL RESOURCE USD 05.7000 05/15/2017 | 0.14% |
| GAP INC/THE | 0.14% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.14% |
| NVR INC | 0.14% |
| OGE ENERGY CORP | 0.14% |
| EXPEDIA INC | 0.13% |
| IDEX CORP | 0.13% |
| TIME WARNER ENTERTAINMEN 08.3750 07/15/2033 | 0.13% |
| VERIZON COMMUNICATIONS 06.4000 02/15/2038 | 0.13% |
| VNESHECONOMBANK P/P 144A 06.8000 11/22/2025 | 0.13% |
| WFRBS 2011-C2 D P/P 144A 05.4659 02/15/2044 | 0.13% |
| COLGATE-PALMOLIVE CO | 0.12% |
| GSMS 2005-GG4 B 04.8410 07/10/2039 | 0.12% |
| JONES LANG LASALLE INC | 0.12% |
| JPMCC 2006-LDP8 AJ 05.4800 05/15/2045 | 0.12% |
| LEIDOS HOLDINGS INC | 0.12% |
| LLOYDS BANKING GROUP PLC USD 07.5000 04/30/2049 | 0.12% |
| REINSURANCE GROUP OF AMERICA | 0.12% |
| SCRIPPS NETWORKS INTER-CL A | 0.12% |
| TOYOTA MOTOR CORP | 0.12% |
| VODAFONE GROUP PLC USD 01.2500 09/26/2017 | 0.12% |
| ARGENTINE REPUBLIC USD 08.2800 12/31/2033 | 0.11% |
| AXIS CAPITAL HOLDINGS LTD | 0.11% |
| BAYER AG-REG | 0.11% |
| CWALT 2005-28CB 2A7 05.7500 08/25/2035 | 0.11% |
| GENERAL MOTORS CO | 0.11% |
| GOLDMAN SACHS GROUP INC 07.5000 02/15/2019 | 0.11% |
| LEGGETT & PLATT INC | 0.11% |
| MICROSOFT CORP | 0.11% |
| VISA INC-CLASS A SHARES | 0.11% |
| WAL-MART STORES INC 06.5000 08/15/2037 | 0.11% |
| ADT CORP/THE | 0.10% |
| AIA GROUP LTD | 0.10% |
| ANHEUSER-BUSCH INBEV NV | 0.10% |
| ASTRAZENECA PLC | 0.10% |
| CGPUTQL2 R USL3M P 12/17/15 CI | 0.10% |
| COMMONWEALTH BANK OF AUSTRAL | 0.10% |
| FORD MOTOR CREDIT CO LLC 08.1250 01/15/2020 | 0.10% |
| HSBC FINANCE CORP 06.6760 01/15/2021 | 0.10% |
| HSBC HOLDINGS PLC | 0.10% |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.10% |
| SIEMENS AG | 0.10% |
| ALLISON TRANSMISSION HOLDING | 0.09% |
| AMERICAN INTL GROUP 05.8500 01/16/2018 | 0.09% |
| ARCELORMITTAL USD 10.3500 06/01/2019 | 0.09% |
| ASSOCIATES CORP NA 06.9500 11/01/2018 | 0.09% |
| COMCAST CORP 06.9500 08/15/2037 | 0.09% |
| ELEC DE FRANCE P/P 144A 05.6250 12/29/2049 | 0.09% |
| ENERGIZER HOLDINGS INC | 0.09% |
| GNMA GII30 4269 06.5000 10/20/2038 | 0.09% |
| JOY GLOBAL INC | 0.09% |
| ROCHE HOLDING AG-GENUSSCHEIN | 0.09% |
| SANOFI | 0.09% |
| TELEFONICA EMISIONES SAU USD 04.5700 04/27/2023 | 0.09% |
| WAMU 2005-AR13 A1B3 00.5295 10/25/2045 | 0.09% |
| ABBEY NATL TREASURY SERV USD 01.3750 03/13/2017 | 0.08% |
| ARCHER DANIELS 05.4500 03/15/2018 | 0.08% |
| ASTELLAS PHARMA INC | 0.08% |
| ASTRAZENECA PLC USD 05.9000 09/15/2017 | 0.08% |
| BNP PARIBAS USD 01.3750 03/17/2017 | 0.08% |
| BP CAPITAL MARKETS PLC USD 03.2000 03/11/2016 | 0.08% |
| CISCO SYSTEMS INC 03.1500 03/14/2017 | 0.08% |
| CITIGROUP INC 04.4500 01/10/2017 | 0.08% |
| COVIDIEN INTlL FIN USD 06.0000 10/15/2017 | 0.08% |
| DEUTSCHE BANK AG LONDON USD 06.0000 09/01/2017 | 0.08% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.08% |
| GE CAPITAL TRUST I 06.3750 11/15/2067 | 0.08% |
| GENERAL ELEC CAP CORP 05.4000 02/15/2017 | 0.08% |
| JAZZ PHARMACEUTICALS PLC | 0.08% |
| LLOYDS BANKING GROUP PLC | 0.08% |
| MARRIOTT INTERNATIONAL INC. 03.0000 03/01/2019 | 0.08% |
| METLIFE INC 06.7500 06/01/2016 | 0.08% |
| METTLER-TOLEDO INTERNATIONAL | 0.08% |
| PRUDENTIAL PLC | 0.08% |
| REPUBLIC OF SOUTH AFRICA USD 04.6650 01/17/2024 | 0.08% |
| SHELL INTERNATIONAL FIN USD 05.2000 03/22/2017 | 0.08% |
| VERIZON COMMUNICATIONS INC | 0.08% |
| WFRBS 2014-C19 C 04.6460 03/15/2047 | 0.08% |
| 21ST CENTURY FOX AMERICA 07.7500 12/01/2045 | 0.07% |
| AMAZON.COM INC 01.2000 11/29/2017 | 0.07% |
| AMGEN INC 02.1250 05/15/2017 | 0.07% |
| AMGEN INC 03.4500 10/01/2020 | 0.07% |
| ANHEUSER-BUSCH INBEV FIN 01.2500 01/17/2018 | 0.07% |
| BANK OF AMERICA CORP 02.0000 01/11/2018 | 0.07% |
| BANK OF MONTREAL USD 02.5000 01/11/2017 | 0.07% |
| BANK OF NOVA SCOTIA USD 01.3750 12/18/2017 | 0.07% |
| BARCLAYS BANK PLC P/P 144A 10.1790 06/12/2021 | 0.07% |
| BP CAPITAL MARKETS PLC USD 01.8460 05/05/2017 | 0.07% |
| BP PLC | 0.07% |
| CAESARS ENT OPER TLB6 L+675 06.9851 03/01/2017 | 0.07% |
| CHARLES RIVER LABORATORIES | 0.07% |
| CHEVRON CORP 01.1040 12/05/2017 | 0.07% |
| COMPASS GROUP PLC | 0.07% |
| CONOCOPHILLIPS COMPANY 01.0500 12/15/2017 | 0.07% |
| CONTINENTAL AG | 0.07% |
| CVS HEALTH CORP 02.2500 12/05/2018 | 0.07% |
| DECKERS OUTDOOR CORP | 0.07% |
| DEUTSCHE POST AG-REG | 0.07% |
| EBAY INC 01.3500 07/15/2017 | 0.07% |
| GOLDMAN SACHS GROUP INC 02.3750 01/22/2018 | 0.07% |
| IBM CORP 01.8750 08/01/2022 | 0.07% |
| INTEL CORP 01.3500 12/15/2017 | 0.07% |
| JPMORGAN CHASE & CO 02.0000 08/15/2017 | 0.07% |
| NEXT PLC | 0.07% |
| NOVARTIS AG-REG | 0.07% |
| PANASONIC CORP | 0.07% |
| PEPSICO INC. 01.2500 08/13/2017 | 0.07% |
| RABOBANK NEDERLAND USD 03.3750 01/19/2017 | 0.07% |
| RIO TINTO FIN USA PLC USD 01.6250 08/21/2017 | 0.07% |
| ROYAL BANK OF CANADA USD 02.2000 07/27/2018 | 0.07% |
| ROYAL BK SCOTLND GRP PLC USD 05.1250 05/28/2024 | 0.07% |
| SOFTBANK CORP | 0.07% |
| THE ROYAL BANK OF SCOTLAND GROUP PUBLIC LIMITED COMPANY | 0.07% |
| TOKYO GAS CO LTD | 0.07% |
| TOTAL CAPITAL INTL SA USD 01.5500 06/28/2017 | 0.07% |
| TOYOTA MOTOR CREDIT CORP 01.2500 10/05/2017 | 0.07% |
| UNITED TECHNOLOGIES CORP 05.3750 12/15/2017 | 0.07% |
| VERIZON COMMUNICATIONS 06.4000 09/15/2033 | 0.07% |
| VF CORP | 0.07% |
| VORNADO REALTY TRUST | 0.07% |
| WALT DISNEY COMPANY/THE 01.1000 12/01/2017 | 0.07% |
| WELLS FARGO & COMPANY 02.1000 05/08/2017 | 0.07% |
| ABBVIE INC 01.7500 11/06/2017 | 0.06% |
| AFLAC INC 06.9000 12/17/2039 | 0.06% |
| AFLAC INC 08.5000 05/15/2019 | 0.06% |
| ALLIANZ SE-REG | 0.06% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.06% |
| BANK OF NEW YORK MELLON 01.9690 06/20/2017 | 0.06% |
| CBL & ASSOCIATES LP 05.2500 12/01/2023 | 0.06% |
| COLOPLAST-B | 0.06% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.06% |
| E.I. DU PONT DE NEMOURS 03.6250 01/15/2021 | 0.06% |
| EXPEDIA INC 05.9500 08/15/2020 | 0.06% |
| FUJI HEAVY INDUSTRIES LTD | 0.06% |
| GLAXOSMITHKLINE PLC | 0.06% |
| HEALTH NET INC | 0.06% |
| HEWLETT-PACKARD CO 02.6000 09/15/2017 | 0.06% |
| HSBC USA CAPITAL P/P 144A 07.8080 12/15/2026 | 0.06% |
| KROGER CO/THE 06.9000 04/15/2038 | 0.06% |
| LIBERTY VENTURES - SER A | 0.06% |
| MERCK & CO. INC. 01.3000 05/18/2018 | 0.06% |
| MORGAN STANLEY 04.7500 03/22/2017 | 0.06% |
| MTR GAMING GROUP INC 11.5000 08/01/2019 | 0.06% |
| ONEAMERICA FINL P/P 144A 07.0000 10/15/2033 | 0.06% |
| OUTFRONT MEDIA INC | 0.06% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.06% |
| PUGET SOUND ENERGY INC 06.9740 06/01/2067 | 0.06% |
| QWEST CORP 06.7500 12/01/2021 | 0.06% |
| RED ELECTRICA CORPORACION SA | 0.06% |
| ROYAL DUTCH SHELL PLC-A SHS | 0.06% |
| SANTANDER ISSUANCES P/P 144A 05.9110 06/20/2016 | 0.06% |
| SIMON PROPERTY GROUP P/P 144A 01.5000 02/01/2018 | 0.06% |
| STARZ - A | 0.06% |
| SUMITOMO MITSUI FINANCIAL GR | 0.06% |
| TOTAL SA | 0.06% |
| UBS GROUP AG | 0.06% |
| UNITEDHEALTH GROUP INC 04.7000 02/15/2021 | 0.06% |
| WAMU 2005-AR15 A1B3 00.5095 11/25/2045 | 0.06% |
| ACTELION LTD-REG | 0.05% |
| ALLY FINANCIAL INC P/P 144A PCT 07.0000 | 0.05% |
| ALTRIA GROUP INC 02.8500 08/09/2022 | 0.05% |
| AMAG PHARMACEUTICALS INC | 0.05% |
| AMERICAN EXPRESS COMPANY 07.0000 03/19/2018 | 0.05% |
| AMERICAN TOWER CORPORATION 07.0000 10/15/2017 | 0.05% |
| ANA HOLDINGS INC | 0.05% |
| ANHEUSER-BUSCH INBEV 08.2000 01/15/2039 | 0.05% |
| ASML HOLDING NV | 0.05% |
| ASSICURAZIONI GENERALI | 0.05% |
| ASTRAZENECA PLC USD 06.4500 09/15/2037 | 0.05% |
| ATLAS COPCO AB-A SHS | 0.05% |
| AXA SA P/P 144A 06.4630 12/29/2049 | 0.05% |
| BACM 2007-3 A3 05.5470 06/10/2049 | 0.05% |
| BAE SYSTEMS PLC | 0.05% |
| BBVA INTL PREF UNIPERSON USD 05.9190 04/29/2049 | 0.05% |
| BT GROUP PLC | 0.05% |
| CBS CORP 07.8750 07/30/2030 | 0.05% |
| CIGNA CORP 04.5000 03/15/2021 | 0.05% |
| CNP ASSURANCES | 0.05% |
| COMM 2005-LP5 D 05.0734 05/10/2043 | 0.05% |
| COMM 2007-C9 AJ 05.6500 12/10/2049 | 0.05% |
| CONSOLIDATED EDISON COMPANY 07.1250 12/01/2018 | 0.05% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.05% |
| DUKE ENERGY CORP 02.1500 11/15/2016 | 0.05% |
| ENTERPRISE PRODUCTS OPER 04.8500 08/15/2042 | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 | 0.05% |
| EUR/USD 03/18/2015 BANKAM | 0.05% |
| FANUC LTD | 0.05% |
| FIRST DATA TLB L+350 03.6670 03/24/2018 | 0.05% |
| GENWORTH HOLDINGS INC. 07.7000 06/15/2020 | 0.05% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.05% |
| HITACHI METALS LTD | 0.05% |
| HOYA CORP | 0.05% |
| HSBC USA INC PCT 03.5000 | 0.05% |
| ING GROEP NV-CVA | 0.05% |
| ITV PLC | 0.05% |
| JOHNSON & JOHNSON 05.1500 07/15/2018 | 0.05% |
| JPMCC 2006-LDP7 B 05.8654 04/15/2045 | 0.05% |
| JPMCC 2013-C10 C 04.1589 12/15/2047 | 0.05% |
| JPMORGAN CHASE & CO 07.9000 04/29/2049 | 0.05% |
| KRAFT FOODS GRP INC 06.5000 02/09/2040 | 0.05% |
| LBUBS 2004-C4 H P/P 144A 06.5897 06/15/2036 | 0.05% |
| LBUBS 2006-C6 XCL IO P/P 144A 00.6743 09/15/2039 | 0.05% |
| MACYS RETAIL HLDGS INC 04.3000 02/15/2043 | 0.05% |
| MICROSOFT CORP 04.2000 06/01/2019 | 0.05% |
| MITSUBISHI ELECTRIC CORP | 0.05% |
| MSRR 2010-C30A A3B P/P 144A 05.2460 12/17/2043 | 0.05% |
| OIL STATES INTERNATIONAL INC | 0.05% |
| PETROLEOS MEXICANOS USD 04.8750 01/18/2024 | 0.05% |
| PETROLEOS MEXICANOS USD 06.3750 01/23/2045 | 0.05% |
| RESONA HOLDINGS INC | 0.05% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.05% |
| ROYAL DUTCH SHELL PLC-A SHS | 0.05% |
| ROYAL DUTCH SHELL PLC-B SHS | 0.05% |
| SAFRAN SA | 0.05% |
| SHELL INTERNATIONAL FIN USD 03.1000 06/28/2015 | 0.05% |
| SHIMANO INC | 0.05% |
| SHIRE PLC | 0.05% |
| SUZUKI MOTOR CORP | 0.05% |
| SWIFT TRANSPORTATION CO | 0.05% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.05% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.05% |
| TELSTRA CORP LTD | 0.05% |
| THE COCA-COLA COMPANY 05.3500 11/15/2017 | 0.05% |
| THYSSENKRUPP AG | 0.05% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.05% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.05% |
| VERIZON NEW YORK INC 07.3750 04/01/2032 | 0.05% |
| WAMU 2005-AR9 A1C3 00.6495 07/25/2045 | 0.05% |
| WAMU 2006-AR1 2A1B 01.1831 01/25/2046 | 0.05% |
| WEATHERFORD INTL INC 09.8750 03/01/2039 | 0.05% |
| WESTPAC BANKING CORP USD 04.8750 11/19/2019 | 0.05% |
| WFCM 2013-LC12 D P/P 144A 04.3017 07/15/2046 | 0.05% |
| 21ST CENTURY FOX AMERICA 07.7500 01/20/2024 | 0.04% |
| ABB LTD-REG | 0.04% |
| ABBVIE INC 02.9000 11/06/2022 | 0.04% |
| AGEAS | 0.04% |
| ANHEUSER-BUSCH INBEV 05.3750 01/15/2020 | 0.04% |
| AXA SA | 0.04% |
| BANCO SANTANDER SA | 0.04% |
| BASF SE | 0.04% |
| BED BATH & BEYOND INC 05.1650 08/01/2044 | 0.04% |
| BHP BILLITON LIMITED | 0.04% |
| BRITISH AMERICAN TOBACCO PLC | 0.04% |
| BROTHER INDUSTRIES LTD | 0.04% |
| CALBEE INC | 0.04% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.04% |
| CARGILL INC P/P 144A 04.1000 11/01/2042 | 0.04% |
| CENTRICA PLC | 0.04% |
| CGCMT 2006-C5 XC IO P/P 144A 00.5371 10/15/2049 | 0.04% |
| CHALLENGER LTD | 0.04% |
| CHEMED CORP | 0.04% |
| COMM 2014-CR17 XA IO 01.2113 05/10/2047 | 0.04% |
| COMM 2014-UBS6 XA IO 01.0870 12/10/2047 | 0.04% |
| COTY INC-CL A | 0.04% |
| CREDIT AGRICOLE SA | 0.04% |
| CSX CORP 04.1000 03/15/2044 | 0.04% |
| DELUXE CORP | 0.04% |
| DEUTSCHE TELEKOM AG-REG | 0.04% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.04% |
| ELECTRICITE DE FRANC P/P 144A 06.5000 01/26/2019 | 0.04% |
| EPR PROPERTIES 05.2500 07/15/2023 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% |
| EXPERIAN PLC | 0.04% |
| FHR 3065 DC 19.3776 03/15/2035 | 0.04% |
| FNR 2005-45 DA 23.7985 06/25/2035 | 0.04% |
| GECMC 2005-C1 B 04.8460 06/10/2048 | 0.04% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.04% |
| GSMS 2006-GG8 X IO P/P 144A 00.5782 11/10/2039 | 0.04% |
| HANG SENG BANK LTD | 0.04% |
| HCA INC 06.5000 02/15/2020 | 0.04% |
| HCP INC 03.1500 08/01/2022 | 0.04% |
| HENKEL AG & CO KGAA VORZUG | 0.04% |
| HIBERNIA REIT PLC | 0.04% |
| HIGHWOODS REALTY LP 05.8500 03/15/2017 | 0.04% |
| HONEYWELL INTERNATIONAL 05.3750 03/01/2041 | 0.04% |
| IMPERIAL TOBACCO GROUP PLC | 0.04% |
| INSURANCE AUSTRALIA GROUP LTD | 0.04% |
| JAPAN TOBACCO INC | 0.04% |
| JOHNSON CONTROLS INC 04.9500 07/02/2064 | 0.04% |
| KAO CORP | 0.04% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.04% |
| KONINKLIJKE AHOLD NV | 0.04% |
| LBUBS 2006-C7 A2 05.3000 11/15/2038 | 0.04% |
| LEGAL & GENERAL GROUP PLC | 0.04% |
| LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 | 0.04% |
| LUBRIZOL CORP 08.8750 02/01/2019 | 0.04% |
| M/I HOMES INC 08.6250 11/15/2018 | 0.04% |
| MCDONALD'S CORP 05.7000 02/01/2039 | 0.04% |
| MCDONALD'S CORP 06.3000 10/15/2037 | 0.04% |
| MENTOR GRAPHICS CORP | 0.04% |
| MID-AMERICA APT LP 04.3000 10/15/2023 | 0.04% |
| MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 | 0.04% |
| MITSUBISHI UFJ FINANCIAL GRO | 0.04% |
| MSBAM 2013-C11 C 04.4167 08/15/2046 | 0.04% |
| MSC 2011-C3 E P/P 144A 05.1828 07/15/2049 | 0.04% |
| NATIONWIDE MUTUAL P/P 144A 08.2500 12/01/2031 | 0.04% |
| NOBLE HOLDING INTL LTD USD 06.0500 03/01/2041 | 0.04% |
| NORDSTROM INC. 06.9500 03/15/2028 | 0.04% |
| NOVO NORDISK A/S-B | 0.04% |
| NRG ENERGY INC 07.8750 05/15/2021 | 0.04% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.04% |
| ORACLE CORP 02.5000 10/15/2022 | 0.04% |
| ORANGE | 0.04% |
| PEPSICO INC 07.9000 11/01/2018 | 0.04% |
| POTOMAC EDISON CO P/P 144A 05.8000 10/15/2016 | 0.04% |
| PRIMERICA INC 04.7500 07/15/2022 | 0.04% |
| PROGRESSIVE CORP 06.7000 06/15/2037 | 0.04% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.04% |
| RF MICRO DEVICES INC | 0.04% |
| RIO TINTO FIN USA LTD USD 09.0000 05/01/2019 | 0.04% |
| SKANDINAVISKA ENSKILDA BAN-A | 0.04% |
| SPANSION INC-CLASS A | 0.04% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.04% |
| STATOIL ASA | 0.04% |
| TEXAS COMP ELEC TL EXT L+450 04.6483 10/10/2017 | 0.04% |
| THE HOME DEPOT INC. 05.4000 03/01/2016 | 0.04% |
| TIVO INC | 0.04% |
| TOKYO TATEMONO CO LTD | 0.04% |
| TOSHIBA CORP | 0.04% |
| UNITED UTILITIES GROUP PLC | 0.04% |
| UNITEDHEALTH GROUP INC 06.0000 02/15/2018 | 0.04% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.04% |
| VERIZON PENNSYLVANIA LLC 08.3500 12/15/2030 | 0.04% |
| VIACOM INC 04.5000 03/01/2021 | 0.04% |
| VODAFONE GROUP PLC | 0.04% |
| WAMU 2005-AR13 A1C3 00.6595 10/25/2045 | 0.04% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.04% |
| WFMLT 2012-RR2 1A2 00.3353 09/27/2047 | 0.04% |
| WFRBS 2012-C10 XA IO P/P 144A 01.7953 12/15/2045 | 0.04% |
| WHEELOCK & CO LTD | 0.04% |
| AETNA INC 06.7500 12/15/2037 | 0.03% |
| ALERE INC | 0.03% |
| ALLIANT ENERGY CORP | 0.03% |
| ALLIED WORLD ASSURANCE CO | 0.03% |
| AMCOR LIMITED | 0.03% |
| AMEC FOSTER WHEELER PLC | 0.03% |
| AMERICAN EXPRESS CO 06.1500 08/28/2017 | 0.03% |
| AMERICAN INTERNATIONAL GROUP | 0.03% |
| AMTRUST FINANCIAL SERVICES | 0.03% |
| AOL INC | 0.03% |
| ARC PROPERTIES OPERATING 04.6000 02/06/2024 | 0.03% |
| ARIAD PHARMACEUTICALS INC | 0.03% |
| ASPEN INSURANCE HOLDINGS LTD | 0.03% |
| ASSOCIATED BRITISH FOODS PLC | 0.03% |
| AUST AND NZ BANKING GROUP | 0.03% |
| BABCOCK INTL GROUP PLC | 0.03% |
| BACM 2006-5 A3 05.3900 09/10/2047 | 0.03% |
| BANCO BILBAO VIZCAYA ARGENTA | 0.03% |
| BANK OF IRELAND | 0.03% |
| BANK OF YOKOHAMA LTD/THE | 0.03% |
| BANKIA SA | 0.03% |
| BAYERISCHE MOTOREN WERKE AG | 0.03% |
| BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 | 0.03% |
| BG GROUP PLC | 0.03% |
| BNP PARIBAS | 0.03% |
| BOSKALIS WESTMINSTER | 0.03% |
| BRIGGS & STRATTON CORP 06.8750 12/15/2020 | 0.03% |
| BUNZL PLC | 0.03% |
| CACI INTERNATIONAL INC -CL A | 0.03% |
| CAESARS GROWTH PROP TL L+525 06.2500 04/10/2021 | 0.03% |
| CAMBREX CORP | 0.03% |
| CANON INC ORD JAPAN | 0.03% |
| CAPITAL SENIOR LIVING CORP | 0.03% |
| CARREFOUR SA | 0.03% |
| CISCO SYSTEMS INC 01.1000 03/03/2017 | 0.03% |
| COCA-COLA CO/THE 03.2000 11/01/2023 | 0.03% |
| COMCAST CORPORATION 06.5000 01/15/2017 | 0.03% |
| COMFORTDELGRO CORP LTD | 0.03% |
| COMM 2006-C8 XS IO P/P 144A 00.5210 12/10/2046 | 0.03% |
| CONS EDISON CO OF NY 04.2000 03/15/2042 | 0.03% |
| COOPER TIRE & RUBBER | 0.03% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.03% |
| CWALT 2006-OA3 2A1 00.3795 05/25/2036 | 0.03% |
| DAIMLER AG-REGISTERED SHARES | 0.03% |
| DBS GROUP HOLDINGS LTD | 0.03% |
| DDR CORP. 07.8750 09/01/2020 | 0.03% |
| DELTA AIR LINES 2009 1A 07.7500 12/17/2019 | 0.03% |
| DELTA AIR LINES INC | 0.03% |
| DEUTSCHE BANK AG-REGISTERED | 0.03% |
| DEXUS PROPERTY GROUP | 0.03% |
| DIAGEO INVESTMENT CORP 08.0000 09/15/2022 | 0.03% |
| DIAGEO PLC | 0.03% |
| DILLARDS INC-CL A | 0.03% |
| ECHOSTAR CORP-A | 0.03% |
| ELECTRONIC ARTS INC | 0.03% |
| EMS-CHEMIE HOLDING AG-REG | 0.03% |
| ENEL SPA | 0.03% |
| ENERSYS | 0.03% |
| ENGILITY HOLDINGS INC | 0.03% |
| ENI SPA | 0.03% |
| ENTRAVISION COMMUNICATIONS-A | 0.03% |
| EQUITY LIFESTYLE PROPERTIES | 0.03% |
| EUR/USD 03/18/2015 CITI | 0.03% |
| FHR 2990 LB 16.5347 06/15/2034 | 0.03% |
| FHS 314 S2 IO 05.7292 09/15/2043 | 0.03% |
| FIRST DATA CORP P/P 144A 08.2500 01/15/2021 | 0.03% |
| FIRSTENERGY CORP 04.2500 03/15/2023 | 0.03% |
| FNR 2006-8 HP 23.9452 03/25/2036 | 0.03% |
| FNR 2007-53 SP 23.5785 06/25/2037 | 0.03% |
| FORD MOTOR COMPANY 07.4000 11/01/2046 | 0.03% |
| FORD MOTOR COMPANY 07.4500 07/16/2031 | 0.03% |
| FUJIFILM HOLDINGS CORP | 0.03% |
| FUJITSU LTD | 0.03% |
| GCCFC 2005-GG3 E 05.0870 08/10/2042 | 0.03% |
| GEBERIT AG-REG | 0.03% |
| GEN MOTORS FIN CO 02.7500 05/15/2016 | 0.03% |
| GENERAL DYNAMICS CORP 03.6000 11/15/2042 | 0.03% |
| GENWORTH HOLDINGS INC 06.1500 11/15/2066 | 0.03% |
| GLENCORE PLC | 0.03% |
| GNC HOLDINGS INC-CL A | 0.03% |
| GPT GROUP | 0.03% |
| GREATBATCH INC | 0.03% |
| HARBINGER GROUP INC | 0.03% |
| HAWAIIAN HOLDINGS INC | 0.03% |
| HEINEKEN HOLDING NV | 0.03% |
| HISTORIC TW INC 09.1500 02/01/2023 | 0.03% |
| HOST HOTELS & RESORTS 05.2500 03/15/2022 | 0.03% |
| ICU MEDICAL INC | 0.03% |
| INTL LEASE FINANCE CORP 04.8750 04/01/2015 | 0.03% |
| JETBLUE AIRWAYS CORP | 0.03% |
| JOYO BANK LTD/THE | 0.03% |
| JPMCC 2007-CB20 AJ 06.0740 02/12/2051 | 0.03% |
| KERRY GROUP PLC-A | 0.03% |
| L OREAL | 0.03% |
| LBCMT 1998-C4 H P/P 144A 05.6000 10/15/2035 | 0.03% |
| LIONS GATE ENTERTAINMENT COR | 0.03% |
| LIVE NATION ENTERTAINMENT IN | 0.03% |
| MACYS RETAIL HLDGS INC 05.1250 01/15/2042 | 0.03% |
| MACYS RETAIL HLDGS INC 06.9000 04/01/2029 | 0.03% |
| MASONITE INTL C P/P 144A 08.2500 04/15/2021 | 0.03% |
| METHANEX CORP USD 04.2500 12/01/2024 | 0.03% |
| METHANEX CORP USD 05.6500 12/01/2044 | 0.03% |
| MGM CHINA HOLDINGS LTD | 0.03% |
| MITSUBISHI CORP | 0.03% |
| MITSUBISHI UFJ LEASE & FINAN | 0.03% |
| MOLSON COORS BREWING CO 05.0000 05/01/2042 | 0.03% |
| MPT OPER PARTNERSP/FINL 06.3750 02/15/2022 | 0.03% |
| MSC 2007-IQ14 A2 05.6100 04/15/2049 | 0.03% |
| MUENCHENER RUECKVER AG-REG | 0.03% |
| NATIONAL AUSTRALIA BANK LTD | 0.03% |
| NATIONAL CINEMEDIA INC | 0.03% |
| NEVADA POWER CO 07.1250 03/15/2019 | 0.03% |
| NEW JERSEY BELL TELEPHON 08.0000 06/01/2022 | 0.03% |
| NEW RESIDENTIAL INVESTMENT | 0.03% |
| NIPPON PAINT CO LTD | 0.03% |
| NORTEK INC 10.0000 12/01/2018 | 0.03% |
| NTT DOCOMO INC | 0.03% |
| OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 | 0.03% |
| ORANGE SA USD 04.1250 09/14/2021 | 0.03% |
| OTSUKA HOLDINGS CO LTD | 0.03% |
| PACIFIC GAS & ELECTRIC 06.0500 03/01/2034 | 0.03% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.03% |
| PRA GROUP INC | 0.03% |
| RBSSP 2010-1 3A2 05.2052 08/26/2035 | 0.03% |
| RECKITT BENCKISER GROUP PLC | 0.03% |
| REGUS PLC | 0.03% |
| RENAULT SA | 0.03% |
| REPUBLIC OF ARGENTINA USD 08.2800 12/31/2033 | 0.03% |
| REPUBLIC OF ARGENTINA USD 08.2800 12/31/2033 | 0.03% |
| RIO TINTO PLC | 0.03% |
| SABMILLER PLC | 0.03% |
| SECURITAS AB-B SHS | 0.03% |
| SERVICE CORPORATION INTL 06.7500 04/01/2016 | 0.03% |
| SOLARWINDS INC | 0.03% |
| SPECTRA ENERGY CAPITAL LLC 08.0000 10/01/2019 | 0.03% |
| SPRINT CORP 07.8750 09/15/2023 | 0.03% |
| STATE STREET CAP TR IV 01.2406 06/15/2037 | 0.03% |
| STATOIL ASA USD 05.1000 08/17/2040 | 0.03% |
| SUMITOMO METAL MINING CO LTD | 0.03% |
| SWEDBANK AB - A SHARES | 0.03% |
| SYNAPTICS INC | 0.03% |
| SYNGENTA AG-REG | 0.03% |
| SYNNEX CORP | 0.03% |
| TAUBMAN CENTERS INC | 0.03% |
| TELEFONICA SA | 0.03% |
| TELENOR ASA | 0.03% |
| TEVA PHARMA FIN II/III USD 03.0000 06/15/2015 | 0.03% |
| THE AES CORPORATION 08.0000 10/15/2017 | 0.03% |
| THK CO LTD | 0.03% |
| TIFFANY & CO P/P 144A 04.9000 10/01/2044 | 0.03% |
| TRAVELERS PPTY CASUALTY 07.7500 04/15/2026 | 0.03% |
| TUI AG-NEW | 0.03% |
| UBSBB 2012-C3 C P/P 144A 04.9580 08/10/2049 | 0.03% |
| UNILEVER NV-CVA | 0.03% |
| UNION ELECTRIC CO 06.4000 06/15/2017 | 0.03% |
| UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 | 0.03% |
| UNITED INTERNET AG-REG SHARE | 0.03% |
| UPM-KYMMENE OYJ | 0.03% |
| VALEO SA | 0.03% |
| WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 | 0.03% |
| WAMU 2005-AR15 A1B2 00.5795 11/25/2045 | 0.03% |
| WENDEL | 0.03% |
| WESTPAC BANKING CORP | 0.03% |
| WFRBS 2012-C10 D P/P 144A 04.4581 12/15/2045 | 0.03% |
| WFRBS 2013-C12 XA IO P/P 144A 01.4961 03/15/2048 | 0.03% |
| WOODSIDE PETROLEUM LTD | 0.03% |
| WPP PLC | 0.03% |
| ZFS FIN USA TRUST V P/P 144A 06.5000 05/09/2037 | 0.03% |
| 1011778 BC / NEW RED P/P 144A 06.0000 04/01/2022 | 0.02% |
| ACADIA HEALTH 06.1250 03/15/2021 | 0.02% |
| ACTAVIS PLC | 0.02% |
| ADIDAS AG | 0.02% |
| ADS WASTE HOLDINGS INC 08.2500 10/01/2020 | 0.02% |
| ADVANCED ENERGY INDUSTRIES | 0.02% |
| AEGEAN MARINE PETROLEUM NETW | 0.02% |
| AES CORP/VA 07.3750 07/01/2021 | 0.02% |
| AIRBUS GROUP NV | 0.02% |
| ALCATEL-LUCENT | 0.02% |
| ALIBABA GROUP HOLDING-SP ADR | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| ALTRA INDUSTRIAL MOTION CORP | 0.02% |
| AMERICAN AXLE & MFG INC 07.7500 11/15/2019 | 0.02% |
| AMERICAN EQUITY INVT LIFE HL | 0.02% |
| AMSURG CORP | 0.02% |
| ANADARKO PETROLEUM CORP 06.9500 06/15/2019 | 0.02% |
| ANDERSONS INC/THE | 0.02% |
| ANIXTER INTERNATIONAL INC | 0.02% |
| ANN INC | 0.02% |
| ANTOFAGASTA PLC | 0.02% |
| APACHE CORPORATION 03.2500 04/15/2022 | 0.02% |
| APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.02% |
| APPLE INC 03.4500 05/06/2024 | 0.02% |
| ARCELORMITTAL | 0.02% |
| ASSA ABLOY AB-B | 0.02% |
| AUTONATION INC 05.5000 02/01/2020 | 0.02% |
| AVAYA INC P/P 144A 07.0000 04/01/2019 | 0.02% |
| BALTA 2005-7 22A1 02.6122 09/25/2035 | 0.02% |
| BANCO LATINOAMERICANO COME-E | 0.02% |
| BANK OF QUEENSLAND LTD | 0.02% |
| BARCLAYS PLC | 0.02% |
| BCAP 2012-RR10 9A2 02.6650 10/26/2035 | 0.02% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.02% |
| BHP BILLITON PLC | 0.02% |
| BNP PARIBAS USD 02.3750 09/14/2017 | 0.02% |
| BOEING CAPITAL CORPORATION 04.7000 10/27/2019 | 0.02% |
| BOFI HOLDING INC | 0.02% |
| BON-TON DEPT STORES 10.6250 07/15/2017 | 0.02% |
| BRUNSWICK CORP | 0.02% |
| BUFFALO WILD WINGS INC | 0.02% |
| BUNGE LIMITED FINANCE CO 04.1000 03/15/2016 | 0.02% |
| BUREAU VERITAS SA | 0.02% |
| BURLINGTN NORTH SANTA FE 05.4000 06/01/2041 | 0.02% |
| BURLINGTN NORTH SANTA FE 05.7500 05/01/2040 | 0.02% |
| CABLEVISION SYSTEMS 08.6250 09/15/2017 | 0.02% |
| CALLON PETROLEUM CO | 0.02% |
| CALPINE CORP 05.7500 01/15/2025 | 0.02% |
| CARDIOME PHARMA CORP | 0.02% |
| CDX CDX.NA.IG.23 100.0 12/20/2019 | 0.02% |
| CGCMT 2005-C3 AJ 04.9600 05/15/2043 | 0.02% |
| CHILDREN'S PLACE INC/THE | 0.02% |
| CIE FINANCIERE RICHEMON-REG | 0.02% |
| CLEAR CHANNEL COMM 09.0000 03/01/2021 | 0.02% |
| CLEAR CHANNEL COMMUN 09.0000 12/15/2019 | 0.02% |
| CNO FINANCIAL GROUP INC | 0.02% |
| COM HEM HOLDING AB | 0.02% |
| COMM 2014-CR16 XA IO 01.2730 04/10/2047 | 0.02% |
| COMM 2014-LC17 XA IO 01.0396 10/10/2047 | 0.02% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.02% |
| CONMED CORP | 0.02% |
| CONTINENTAL BUILDING PRODUCT | 0.02% |
| CORE-MARK HOLDING CO INC | 0.02% |
| CREDIT SUISSE GROUP AG-REG | 0.02% |
| CROWN AMER/CAP CORP 04.5000 01/15/2023 | 0.02% |
| CSFB 1998-C1 F P/P 144A 06.0000 05/17/2040 | 0.02% |
| CSMC 2013-5R 1A6 00.3922 02/27/2036 | 0.02% |
| CUSTOMERS BANCORP INC | 0.02% |
| CYTEC INDUSTRIES INC. 03.5000 04/01/2023 | 0.02% |
| DANA HOLDING CORP | 0.02% |
| DELEK US HOLDINGS INC | 0.02% |
| DENSO CORPORATION | 0.02% |
| DIAGEO CAPITAL PLC USD 01.5000 05/11/2017 | 0.02% |
| DISTRIBUIDORA INTERNACIONAL | 0.02% |
| DUKE REALTY LP 04.3750 06/15/2022 | 0.02% |
| DYNAVAX TECHNOLOGIES CORP | 0.02% |
| E*TRADE FINANCIAL CORP 06.3750 11/15/2019 | 0.02% |
| EASTMAN CHEMICAL CO 03.8000 03/15/2025 | 0.02% |
| EDUCATION REALTY TRUST INC | 0.02% |
| ELECTRICITE DE FRANC P/P 144A 06.9500 01/26/2039 | 0.02% |
| EMPLOYERS HOLDINGS INC | 0.02% |
| ENCANA CORP | 0.02% |
| ENCORE CAPITAL GROUP INC | 0.02% |
| ENERGY TRANSFER PARTNERS 06.5000 02/01/2042 | 0.02% |
| EPR PROPERTIES 05.7500 CUM CV PFD | 0.02% |
| EROS INTERNATIONAL PLC | 0.02% |
| EURAZEO | 0.02% |
| EVEREST ACQ LLC/FIN 09.3750 05/01/2020 | 0.02% |
| EXOR SPA | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FELCOR LODGING LP 06.7500 06/01/2019 | 0.02% |
| FHR 3072 SB 23.0604 11/15/2035 | 0.02% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.02% |
| FHR 3249 PS 21.7444 12/15/2036 | 0.02% |
| FHR 3408 EK 25.1461 04/15/2037 | 0.02% |
| FHS 308 S1 IO 05.7892 07/15/2043 | 0.02% |
| FIRST NBC BANK HOLDING CO | 0.02% |
| FORD MOTOR COMPANY 07.7000 05/15/2097 | 0.02% |
| FORD MOTOR COMPANY 09.9800 02/15/2047 | 0.02% |
| FRONTIER COMMUNICATIONS CORP | 0.02% |
| G & K SERVICES INC -CL A | 0.02% |
| GCCFC 2005-GG3 D 04.9860 08/10/2042 | 0.02% |
| GECMC 2007-C1 XC IO P/P 144A 00.2012 12/10/2049 | 0.02% |
| GEN MOTORS FIN 03.2500 05/15/2018 | 0.02% |
| GENEL ENERGY PLC | 0.02% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.02% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.02% |
| GLOBAL CASH ACCESS HOLDINGS | 0.02% |
| GLP CAP LP / FIN II 04.3750 11/01/2018 | 0.02% |
| GNMA GII30 3987 06.5000 05/20/2037 | 0.02% |
| GNMA GII30 4018 06.5000 08/20/2037 | 0.02% |
| GNMA GII30 4171 06.5000 06/20/2038 | 0.02% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.02% |
| GNR 2013-129 CS IO 05.9846 10/20/2042 | 0.02% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.02% |
| GRAFTECH INTERNATIONAL LTD | 0.02% |
| GREENBRIER COMPANIES INC | 0.02% |
| GULFPORT ENERGY CORP 07.7500 11/01/2020 | 0.02% |
| HALCON RESOURCES COR 08.8750 05/15/2021 | 0.02% |
| HAMMERSON PLC | 0.02% |
| HANMI FINANCIAL CORPORATION | 0.02% |
| HARMAN INTERNATIONAL | 0.02% |
| HARTFORD FINL SVCS GRP 05.1250 04/15/2022 | 0.02% |
| HBOS PLC P/P 144A 06.0000 11/01/2033 | 0.02% |
| HCI GROUP INC | 0.02% |
| HEALTHSOUTH CORP | 0.02% |
| HEARTLAND PAYMENT SYSTEMS IN | 0.02% |
| HESS CORP 07.3000 08/15/2031 | 0.02% |
| HILL-ROM HOLDINGS INC | 0.02% |
| HONEYWELL INTERNATIONAL 04.2500 03/01/2021 | 0.02% |
| HOST HOTELS & RESORTS LP 06.0000 10/01/2021 | 0.02% |
| ICAHN ENTER/FIN 06.0000 08/01/2020 | 0.02% |
| ICONIX BRAND GROUP INC | 0.02% |
| IMPAX LABORATORIES INC | 0.02% |
| INNOPHOS HOLDINGS INC | 0.02% |
| INSYS THERAPEUTICS INC | 0.02% |
| INTEGRATED SILICON SOLUTION | 0.02% |
| INTELSAT LUXEMB USD 07.7500 06/01/2021 | 0.02% |
| INTELSAT LUXEMB USD 08.1250 06/01/2023 | 0.02% |
| ISIS PHARMACEUTICALS INC | 0.02% |
| ITC HOLDINGS CORP P/P 144A 06.0500 01/31/2018 | 0.02% |
| JAGUAR HLD/MERGE P/P 144A 09.5000 12/01/2019 | 0.02% |
| JM HUBER CORP P/P 144A 09.8750 11/01/2019 | 0.02% |
| JO-ANN STORES INC P/P 144A 08.1250 03/15/2019 | 0.02% |
| JPMCC 2006-LDP8 B 05.5200 05/15/2045 | 0.02% |
| JPMCC 2007-LDPX X IO 00.2816 01/15/2049 | 0.02% |
| JPY/USD 02/13/2015 HSBCB | 0.02% |
| JPY/USD 02/13/2015 WPAC | 0.02% |
| KADANT INC | 0.02% |
| KAPSTONE PAPER AND PACKAGING | 0.02% |
| KAR AUCTION SERVICES INC | 0.02% |
| KCG HOLDINGS INC-CL A | 0.02% |
| KFORCE INC | 0.02% |
| KINETICS CONCEPT/KCI 10.5000 11/01/2018 | 0.02% |
| KODIAK OIL & GAS 08.1250 12/01/2019 | 0.02% |
| KONICA MINOLTA HOLDINGS INC | 0.02% |
| KONINKLIJKE KPN N.V. USD 08.3750 10/01/2030 | 0.02% |
| LANDRY'S INC P/P 144A 09.3750 05/01/2020 | 0.02% |
| LBUBS 2006-C1 AJ 05.2760 02/15/2041 | 0.02% |
| LEXINGTON REALTY TRUST | 0.02% |
| LIBERTY GLOBAL PLC-SERIES C | 0.02% |
| LINN ENERGY LLC 06.2500 11/01/2019 | 0.02% |
| LSB INDUSTRIES INC | 0.02% |
| LTC PROPERTIES INC | 0.02% |
| LUMBER LIQUIDATORS HOLDINGS | 0.02% |
| LUXOTTICA GROUP SPA | 0.02% |
| MACQUARIE BANK LTD P/P 144A 03.4500 07/27/2015 | 0.02% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.02% |
| MARCUS CORPORATION | 0.02% |
| MARRIOTT VACATIONS WORLD | 0.02% |
| MATRIX SERVICE CO | 0.02% |
| MEDTRONIC INC P/P 144A 03.5000 03/15/2025 | 0.02% |
| MEDTRONIC INC P/P 144A 04.3750 03/15/2035 | 0.02% |
| MERCK KGAA | 0.02% |
| MEZZ 2006-C4 X IO P/P 144A 06.0065 07/15/2045 | 0.02% |
| MGM RESORTS INTL 05.2500 03/31/2020 | 0.02% |
| MGM RESORTS INTL 06.7500 10/01/2020 | 0.02% |
| MICROSOFT CORP 05.3000 02/08/2041 | 0.02% |
| MIDDLEBY CORP | 0.02% |
| MILAGRO OIL & GAS 10.5000 05/15/2016 | 0.02% |
| MLMT 2007-C1 A3 05.8346 06/12/2050 | 0.02% |
| MONSANTO CO | 0.02% |
| MSBAM 2013-C12 XA IO 01.0138 10/15/2046 | 0.02% |
| MSC 2007-HQ12 A2 05.5917 04/12/2049 | 0.02% |
| MURATA MANUFACTURING CO LTD | 0.02% |
| MWI VETERINARY SUPPLY INC | 0.02% |
| NATIONSTAR MORT/ 07.8750 10/01/2020 | 0.02% |
| NATIXIS | 0.02% |
| NATL HEALTH INVESTORS INC | 0.02% |
| NELNET INC-CL A | 0.02% |
| NEUBERGER BERMAN P/P 144A 05.8750 03/15/2022 | 0.02% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.02% |
| NISOURCE FINANCE CORP 06.1250 03/01/2022 | 0.02% |
| NISSAN MOTOR CO LTD | 0.02% |
| NN INC | 0.02% |
| NOK/USD 03/18/2015 DEUTB-L | 0.02% |
| NORDSTROM INC 05.0000 01/15/2044 | 0.02% |
| NORTHERN OIL AND GAS INC | 0.02% |
| NOVELIS INC 08.7500 12/15/2020 | 0.02% |
| NTT DATA CORP | 0.02% |
| NUMERICABLE-SFR | 0.02% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.02% |
| OM GROUP INC | 0.02% |
| ON ASSIGNMENT INC | 0.02% |
| ORACLE CORP 05.3750 07/15/2040 | 0.02% |
| ORASURE TECHNOLOGIES INC | 0.02% |
| OSRAM LICHT AG | 0.02% |
| PACWEST BANCORP | 0.02% |
| PAPA JOHN S INTL | 0.02% |
| PGT INC | 0.02% |
| PINNACLE FOODS INC | 0.02% |
| POPEYES LOUISIANA KITCHEN IN | 0.02% |
| PRESTIGE BRANDS HOLDINGS INC | 0.02% |
| PROTHENA CORP PLC | 0.02% |
| PRUDENTIAL FINANCIAL INC 08.8750 06/15/2038 | 0.02% |
| PS BUSINESS PARKS INC/CA | 0.02% |
| PUB SVC ELEC & GAS 05.5000 03/01/2040 | 0.02% |
| PULTE GROUP INC 07.6250 10/15/2017 | 0.02% |
| QLOGIC CORP | 0.02% |
| QUALITY DISTRIBUTION INC | 0.02% |
| QUEBECOR INC -CL B | 0.02% |
| QWEST CORP 07.2500 09/15/2025 | 0.02% |
| RE/MAX HOLDINGS INC-CL A | 0.02% |
| RECEPTOS INC | 0.02% |
| REPUBLIC OF ARGENTINA USD 07.0000 04/17/2017 | 0.02% |
| ROCK-TENN CO 04.4500 03/01/2019 | 0.02% |
| SAMSUNG ELECTRONICS CO LTD | 0.02% |
| SAP SE | 0.02% |
| SCIENTIFIC GAMES INT P/P 144A 10.0000 12/01/2022 | 0.02% |
| SCORPIO TANKERS INC | 0.02% |
| SEAWORLD ENTERTAINMENT INC | 0.02% |
| SELECT COMFORT CORPORATION | 0.02% |
| SELECT MEDICAL HOLDINGS CORP | 0.02% |
| SES P/P 144A 03.6000 04/04/2023 | 0.02% |
| SINCLAIR BROADCAST GROUP -A | 0.02% |
| SIX FLAGS ENT P/P 144A 05.2500 01/15/2021 | 0.02% |
| SJM HOLDINGS LTD | 0.02% |
| SKYWORTH DIGITAL HLDGS LTD | 0.02% |
| SONIC AUTOMOTIVE INC-CLASS A | 0.02% |
| SONIC CORP | 0.02% |
| SPECTRANETICS CORP | 0.02% |
| SPIRIT AIRLINES INC | 0.02% |
| STANDARD MOTOR PRODS | 0.02% |
| STANDEX INTERNATIONAL CORP | 0.02% |
| STILLWATER MNG | 0.02% |
| SUMITOMO REALTY & DEVELOPMEN | 0.02% |
| SUMITOMO WAREHOUSE CO LTD | 0.02% |
| SUNCOR ENERGY INC | 0.02% |
| SURGICAL CARE AFFILIATES INC | 0.02% |
| SWATCH GROUP AG/THE-BR | 0.02% |
| SYMETRA FINANCIAL CORP | 0.02% |
| SYMRISE AG | 0.02% |
| TAKEDA PHARMACEUTICAL CO LTD | 0.02% |
| TELECOM ITALIA-RSP | 0.02% |
| THE NEIMAN MARCUS GROUP LLC 07.1250 06/01/2028 | 0.02% |
| THOMAS COOK GROUP PLC | 0.02% |
| TIME WARNER CABLE INC 06.7500 06/15/2039 | 0.02% |
| TOWER INTERNATIONAL INC | 0.02% |
| TOYOTA INDUSTRIES CORP | 0.02% |
| TRANS-CANADA PIPELINES USD 06.3500 05/15/2067 | 0.02% |
| TRUEBLUE INC | 0.02% |
| TYSON FOODS INC. 06.6000 04/01/2016 | 0.02% |
| ULTIMATE SOFTWARE GROUP INC | 0.02% |
| ULTRA CLEAN HOLDINGS INC | 0.02% |
| UNICREDIT SPA | 0.02% |
| UNILEVER PLC | 0.02% |
| UNITED INSURANCE HOLDINGS CO | 0.02% |
| VEOLIA ENVIRONNEMENT | 0.02% |
| WABASH NATIONAL CORP | 0.02% |
| WALT DISNEY COMPANY/THE 02.7500 08/16/2021 | 0.02% |
| WAMU 2006-AR3 A1B 01.1131 02/25/2046 | 0.02% |
| WEST PENN POWER CO P/P 144A 05.9500 12/15/2017 | 0.02% |
| WEST PHARMACEUTICAL SERVICES | 0.02% |
| WESTFIELD CORP | 0.02% |
| WHITING PETROLEUM CORP 05.7500 03/15/2021 | 0.02% |
| WILLIAMS COMPANIES INC 04.5500 06/24/2024 | 0.02% |
| WINDSTREAM CORPORATION 07.8750 11/01/2017 | 0.02% |
| WOLSELEY PLC | 0.02% |
| WOOLWORTHS LTD | 0.02% |
| WP CAREY INC 04.6000 04/01/2024 | 0.02% |
| XCERRA CORP | 0.02% |
| XENOPORT INC | 0.02% |
| ACADIA HEALTHCARE CO 05.1250 07/01/2022 | 0.01% |
| ACADIA PHARMACEUTICALS INC | 0.01% |
| ACCESS MIDSTREAM PARTNER 04.8750 05/15/2023 | 0.01% |
| ACCESS NATIONAL CORP | 0.01% |
| ACCURAY INC | 0.01% |
| ACE LTD | 0.01% |
| ACETO CORP | 0.01% |
| ACI WORLDWIDE INC P/P 144A 06.3750 08/15/2020 | 0.01% |
| ACXIOM CORP | 0.01% |
| ADMIRAL GROUP PLC | 0.01% |
| AFFINITY EDUCATION GROUP LTD | 0.01% |
| AGILENT TECHNOLOGIES INC | 0.01% |
| AGREE REALTY CORP | 0.01% |
| AGRIUM INC USD 05.2500 01/15/2045 | 0.01% |
| AIR MEDICAL GRP HLDG 09.2500 11/01/2018 | 0.01% |
| ALBEMARLE CORP 04.1500 12/01/2024 | 0.01% |
| ALEXANDER & BALDWIN INC | 0.01% |
| ALKERMES PLC | 0.01% |
| ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 | 0.01% |
| ALLERGAN INC | 0.01% |
| ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 | 0.01% |
| ALLIANT TECHSYSTEMS INC | 0.01% |
| ALLY FINANCIAL INC 06.2500 12/01/2017 | 0.01% |
| ALLY FINANCIAL INC 08.0000 03/15/2020 | 0.01% |
| ALLY FINANCIAL INC 08.0000 12/31/2018 | 0.01% |
| ALLY FINANCIAL INC. 07.5000 09/15/2020 | 0.01% |
| ALLY FINANCIAL INC. 08.3000 02/12/2015 | 0.01% |
| ALPHA NATURAL RESOURCES 06.2500 06/01/2021 | 0.01% |
| ALTRIA GROUP INC 04.0000 01/31/2024 | 0.01% |
| ALTRIA GROUP INC. 09.7000 11/10/2018 | 0.01% |
| AMC ENT INC 05.8750 02/15/2022 | 0.01% |
| AMC ENTERTAINMENT INC 09.7500 12/01/2020 | 0.01% |
| AMEDISYS INC | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.0000 03/15/2022 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.3750 09/15/2024 | 0.01% |
| ANADARKO PETROLEUM CORP 05.9500 09/15/2016 | 0.01% |
| ANADARKO PETROLEUM CORP 06.4500 09/15/2036 | 0.01% |
| ANTERO RESOURCES FIN 05.3750 11/01/2021 | 0.01% |
| ANTERO RESOURCES FIN P/P 144A 05.1250 12/01/2022 | 0.01% |
| APOLLO COMMERCIAL REAL ESTAT | 0.01% |
| APPLE INC 03.8500 05/04/2043 | 0.01% |
| ARIZONA PUBLIC SERVICE 04.5000 04/01/2042 | 0.01% |
| ARLINGTON ASSET INVESTMENT-A | 0.01% |
| ASALEO CARE LTD | 0.01% |
| ASHFORD HOSPITALITY TRUST | 0.01% |
| ASPEN TECHNOLOGY INC | 0.01% |
| ASTRONICS CORP | 0.01% |
| ATRESMEDIA CORP DE MEDIOS DE | 0.01% |
| ATRICURE INC | 0.01% |
| AUD/USD 01/21/2015 HSBCB | 0.01% |
| AUD/USD 01/21/2015 SSBT | 0.01% |
| AUD/USD 01/21/2015 UBS | 0.01% |
| AVAYA INC P/P 144A 10.5000 03/01/2021 | 0.01% |
| AVG TECHNOLOGIES | 0.01% |
| AVICHINA INDUSTRY & TECH-H | 0.01% |
| AVIS BUDGET CAR 05.5000 04/01/2023 | 0.01% |
| AVIV HEALTHCARE 06.0000 10/15/2021 | 0.01% |
| AVIV HLTH PROP/AVIV 07.7500 02/15/2019 | 0.01% |
| AZZ INC | 0.01% |
| BACM 2007-5 XW IO P/P 144A 00.3687 02/10/2051 | 0.01% |
| BARRY CALLEBAUT AG-REG | 0.01% |
| BEACON ROOFING SUPPLY INC | 0.01% |
| BEAR STEARNS COS LLC 07.2500 02/01/2018 | 0.01% |
| BELDEN INC P/P 144A 05.2500 07/15/2024 | 0.01% |
| BELDEN INC P/P 144A 05.5000 09/01/2022 | 0.01% |
| BERRY PLASTICS CORP 05.5000 05/15/2022 | 0.01% |
| BERRY PLASTICS CORP 09.7500 01/15/2021 | 0.01% |
| BHARTI INFRATEL LTD | 0.01% |
| BIOSPECIFICS TECHNOLOGIES | 0.01% |
| BLOOMIN' BRANDS INC | 0.01% |
| BLUELINE RENTAL FIN P/P 144A 07.0000 02/01/2019 | 0.01% |
| BOISE CASCADE 06.3750 11/01/2020 | 0.01% |
| BOMBARDIER INC P/P 144A 06.1250 01/15/2023 | 0.01% |
| BOMBARDIER INC P/P 144A 07.7500 03/15/2020 | 0.01% |
| BORDERFREE INC | 0.01% |
| BRIGHT HORIZONS FAMILY SOLUT | 0.01% |
| BRITVIC PLC | 0.01% |
| BROOKFIELD RESID P/P 144A 06.5000 12/15/2020 | 0.01% |
| BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 | 0.01% |
| BROWN SHOE COMPANY INC | 0.01% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.6395 12/11/2038 | 0.01% |
| BUILDING MATERIALS P/P 144A 05.3750 11/15/2024 | 0.01% |
| CABLEVISION SYSTEMS CORP 07.7500 04/15/2018 | 0.01% |
| CABOT CORP | 0.01% |
| CAD/USD 01/21/2015 CITI | 0.01% |
| CAD/USD 01/21/2015 SSBT | 0.01% |
| CAESARS ENT OPER TLB7 L+875 09.7500 03/01/2017 | 0.01% |
| CAESARSTONE SDOT-YAM LTD | 0.01% |
| CAL-MAINE FOODS INC | 0.01% |
| CALAMP CORP | 0.01% |
| CALFRAC HOLDINGS LP P/P 144A 07.5000 12/01/2020 | 0.01% |
| CALIFORNIA RESOURCES P/P 144A 05.0000 01/15/2020 | 0.01% |
| CALIFORNIA RESOURCES P/P 144A 06.0000 11/15/2024 | 0.01% |
| CAPITAL STRATEGIC INVESTMENT | 0.01% |
| CAPSUGEL SA P/P 144A 07.0000 05/15/2019 | 0.01% |
| CARDINAL FINANCIAL CORP | 0.01% |
| CARMIKE CINEMAS INC | 0.01% |
| CATAMARAN CORP 04.7500 03/15/2021 | 0.01% |
| CAVIUM INC | 0.01% |
| CBL & ASSOCIATES PROPERTIES | 0.01% |
| CBRE SERVICES INC 05.0000 03/15/2023 | 0.01% |
| CBS OUT AMER CAP LLC P/P 144A 05.6250 02/15/2024 | 0.01% |
| CBS OUT AMER CAP LLC P/P 144A 05.8750 03/15/2025 | 0.01% |
| CCM MERGER INC P/P 144A 09.1250 05/01/2019 | 0.01% |
| CCO HLDGS LLC/CAP CORP 06.6250 01/31/2022 | 0.01% |
| CCO HLDGS LLC/CAP CORP 07.0000 01/15/2019 | 0.01% |
| CCO HOLDINGS 06.5000 04/30/2021 | 0.01% |
| CCOH SAFARI LLC 05.5000 12/01/2022 | 0.01% |
| CCOH SAFARI LLC 05.7500 12/01/2024 | 0.01% |
| CD 2007-CD4 XW IO P/P 144A 00.3680 12/11/2049 | 0.01% |
| CDX CDX.NA.HY.23 500.0 12/20/2019 | 0.01% |
| CEC ENT INC 08.0000 02/15/2022 | 0.01% |
| CEDAR FAIR LP/CA 05.2500 03/15/2021 | 0.01% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.01% |
| CELANESE US HOLDINGS LLC 05.8750 06/15/2021 | 0.01% |
| CENTENE CORP | 0.01% |
| CENTENE CORP 04.7500 05/15/2022 | 0.01% |
| CENTURYLINK INC 06.7500 12/01/2023 | 0.01% |
| CEVA INC | 0.01% |
| CF INDUSTRIES INC 05.3750 03/15/2044 | 0.01% |
| CF INDUSTRIES INC 07.1250 05/01/2020 | 0.01% |
| CHANNELADVISOR CORP | 0.01% |
| CHAPARRAL ENERGY INC 08.2500 09/01/2021 | 0.01% |
| CHASE CORP | 0.01% |
| CHESAP OIL OP/FN 06.6250 11/15/2019 | 0.01% |
| CHESAPEAKE ENERGY CORP 04.8750 04/15/2022 | 0.01% |
| CHF/USD 03/18/2015 BCAP-FX | 0.01% |
| CHF/USD 03/18/2015 JPMCB | 0.01% |
| CHF/USD 03/18/2015 SSBT | 0.01% |
| CHINA BIOLOGIC PRODUCTS INC | 0.01% |
| CHINA PIONEER PHARMA HOLDING | 0.01% |
| CHINA POWER NEW ENERGY DEVEL | 0.01% |
| CHINA RESOURCES POWER HOLDIN | 0.01% |
| CHINA WATER AFFAIRS GROUP | 0.01% |
| CHINA WINDPOWER GROUP LTD | 0.01% |
| CIRRUS LOGIC INC | 0.01% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.01% |
| CIT GROUP INC 05.0000 08/15/2022 | 0.01% |
| CIT GROUP INC 05.3750 05/15/2020 | 0.01% |
| CIT GROUP INC P/P 144A 05.5000 02/15/2019 | 0.01% |
| CIT GROUP INC P/P 144A 06.6250 04/01/2018 | 0.01% |
| CIT GROUP INC. 05.2500 03/15/2018 | 0.01% |
| CITIZENS & NORTHERN CORP | 0.01% |
| CLEAR CHNL WORLD 06.5000 11/15/2022 | 0.01% |
| CLEAR CHNL WORLD 07.6250 03/15/2020 | 0.01% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.01% |
| COMCAST CORP 06.5000 11/15/2035 | 0.01% |
| COMPAGNIE DE SAINT-GOBAIN | 0.01% |
| COMPUTER PROGRAMS & SYSTEMS | 0.01% |
| CONCHO RESOURCES INC 05.5000 04/01/2023 | 0.01% |
| CONCHO RESOURCES INC 05.5000 10/01/2022 | 0.01% |
| CONCHO RESOURCES INC 06.5000 01/15/2022 | 0.01% |
| CONSOL ENERGY INC P/P 144A 05.8750 04/15/2022 | 0.01% |
| CONSTANT CONTACT INC | 0.01% |
| CONSTELLATION BRANDS INC 06.0000 05/01/2022 | 0.01% |
| CONSTELLATION BRANDS INC. 07.2500 09/01/2016 | 0.01% |
| CORPORATE EXECUTIVE BOARD CO | 0.01% |
| CORRECTIONS CORP 04.6250 05/01/2023 | 0.01% |
| CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.01% |
| CRAY INC | 0.01% |
| CREDICORP LTD | 0.01% |
| CREDIT ACCEPTANC P/P 144A 06.1250 02/15/2021 | 0.01% |
| CREDIT ACCEPTANCE CORP | 0.01% |
| CRH PLC | 0.01% |
| CRIMSON MERGER P/P 144A 06.6250 05/15/2022 | 0.01% |
| CRODA INTERNATIONAL PLC | 0.01% |
| CROWN CASTLE INT 05.2500 01/15/2023 | 0.01% |
| CROWN CASTLE TOWERS P/P 144A 04.8830 08/15/2020 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| CSC HOLDINGS LLC P/P 144A 05.2500 06/01/2024 | 0.01% |
| CSMC 2007-C2 AX IO P/P 144A 00.0644 01/15/2049 | 0.01% |
| CUMULUS MEDIA HLDG 07.7500 05/01/2019 | 0.01% |
| CWHL 2006-HYB1 1A1 02.4580 03/20/2036 | 0.01% |
| CYPRESS SEMICONDUCTOR CORP | 0.01% |
| CYS INVESTMENTS INC | 0.01% |
| DAIFUKU CO LTD | 0.01% |
| DAIKIN INDUSTRIES LTD | 0.01% |
| DALATA HOTEL GROUP PLC | 0.01% |
| DANA HOLDING CORP 05.5000 12/15/2024 | 0.01% |
| DANA HOLDING CORP 06.0000 09/15/2023 | 0.01% |
| DAVITA HEALTHCARE PARTNE 05.1250 07/15/2024 | 0.01% |
| DELHAIZE GROUP SA USD 04.1250 04/10/2019 | 0.01% |
| DENBURY RESOURCES INC 05.5000 05/01/2022 | 0.01% |
| DEXCOM INC | 0.01% |
| DFC FINANCE CORP P/P 144A 10.5000 06/15/2020 | 0.01% |
| DH SERVICES LUX SARL P/P 144A 07.7500 12/15/2020 | 0.01% |
| DISH DBS CORP P/P 144A 05.8750 11/15/2024 | 0.01% |
| DNB NOR ASA | 0.01% |
| DOMTAR CORP | 0.01% |
| DOUGLAS DYNAMICS INC | 0.01% |
| DSW INC-CLASS A | 0.01% |
| DUBAI ISLAMIC BANK | 0.01% |
| DYNEGY FIN I/II INC P/P 144A 06.7500 11/01/2019 | 0.01% |
| E*TRADE FINANCIAL CORP 05.3750 11/15/2022 | 0.01% |
| EAST WEST BANCORP INC | 0.01% |
| ELIZABETH ARDEN INC 07.3750 03/15/2021 | 0.01% |
| ENANTA PHARMACEUTICALS INC | 0.01% |
| ENDO FIN LLC/ENDO FI P/P 144A 05.3750 01/15/2023 | 0.01% |
| ENDO FINANCE LLC P/P 144A 05.7500 01/15/2022 | 0.01% |
| ENERGY FUTURE P/P 144A 11.7500 03/01/2022 | 0.01% |
| ENERGY TRANSFER EQUITY 07.5000 10/15/2020 | 0.01% |
| ENERGY TRANSFER PARTNERS 05.2000 02/01/2022 | 0.01% |
| ENNIS INC | 0.01% |
| ENTERCOM RADIO LLC 10.5000 12/01/2019 | 0.01% |
| EP ENER/EVEREST 07.7500 09/01/2022 | 0.01% |
| EP ENERGY CORP-CL A | 0.01% |
| EPR PROPERTIES | 0.01% |
| EQT MIDSTREAM PARTNERS L 04.0000 08/01/2024 | 0.01% |
| EUR/USD 03/18/2015 DEUTB-L | 0.01% |
| EUR/USD 03/18/2015 JPMCB | 0.01% |
| EXTERRAN PARTNERS/EX P/P 144A 06.0000 10/01/2022 | 0.01% |
| EXTREME NETWORKS INC | 0.01% |
| EZION HOLDINGS LTD | 0.01% |
| FAIRCHILD SEMICONDUCTOR INTE | 0.01% |
| FARMERS CAPITAL BANK CORP | 0.01% |
| FEDERAL AGRIC MTG CORP-CL C | 0.01% |
| FEDEX CORP 02.6250 08/01/2022 | 0.01% |
| FEI COMPANY | 0.01% |
| FHS 310 S4 IO 05.7892 09/15/2043 | 0.01% |
| FIDELITY NATIONAL INFORM 05.0000 03/15/2022 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| FINANCIAL INSTITUTIONS INC | 0.01% |
| FIRST COMMUNITY BANCSHARES | 0.01% |
| FIRST DATA CORP 11.7500 08/15/2021 | 0.01% |
| FIRST DATA CORP 12.6250 01/15/2021 | 0.01% |
| FIRST DATA EXT TL L+400 04.1670 03/24/2021 | 0.01% |
| FIRST INDUSTRIAL REALTY TR | 0.01% |
| FIRST QUANTUM P/P 144A 07.0000 02/15/2021 | 0.01% |
| FIRSTMERIT CORP | 0.01% |
| FLUSHING FINANCIAL CORP | 0.01% |
| FNR 2005-75 GS 19.7415 08/25/2035 | 0.01% |
| FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.01% |
| FOSTER (LB) CO-A | 0.01% |
| FOXTONS GROUP PLC | 0.01% |
| FRANKLIN ELECTRIC CO INC | 0.01% |
| FREESCALE SEMICO P/P 144A 06.0000 01/15/2022 | 0.01% |
| FREESCALE SEMICONDUCTOR LTD | 0.01% |
| FRESENIUS MED CARE P/P 144A 05.6250 07/31/2019 | 0.01% |
| G8 EDUCATION LTD | 0.01% |
| GAIN CAPITAL HOLDINGS INC | 0.01% |
| GANNETT CO INC 05.1250 07/15/2020 | 0.01% |
| GANNETT CO INC 05.1250 10/15/2019 | 0.01% |
| GANNETT CO INC P/P 144A 04.8750 09/15/2021 | 0.01% |
| GARDA WORLD SECURITY P/P 144A 07.2500 11/15/2021 | 0.01% |
| GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 | 0.01% |
| GAZTRANSPORT ET TECHNIGA | 0.01% |
| GBP/USD 03/18/2015 HSBCB | 0.01% |
| GBP/USD 03/18/2015 JPMCB | 0.01% |
| GEBL 2004-2A D P/P 144A 02.9108 12/15/2032 | 0.01% |
| GECMC 2005-C3 XC IO P/P 144A 00.1416 07/10/2045 | 0.01% |
| GENERAC HOLDINGS INC | 0.01% |
| GENMARK DIAGNOSTICS INC | 0.01% |
| GENON ENERGY INC 09.8750 10/15/2020 | 0.01% |
| GENWORTH FINANCIAL INC-CL A | 0.01% |
| GIBSON BRANDS INC P/P 144A 08.8750 08/01/2018 | 0.01% |
| GLENCORE FIN CANADA P/P 144A 05.8000 11/15/2016 | 0.01% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.01% |
| GLENMARK PHARMACEUTICALS LTD | 0.01% |
| GLOBUS MEDICAL INC - A | 0.01% |
| GLP CAP LP / FIN II 04.8750 11/01/2020 | 0.01% |
| GMAC CAPITAL TRUST I PCT 08.1250 | 0.01% |
| GOOGLE INC-CL C | 0.01% |
| GRAND CANYON EDUCATION INC | 0.01% |
| GRAY TELEVISION INC 07.5000 10/01/2020 | 0.01% |
| GREAT CANADIAN GAMIN P/P 144A 06.6250 07/25/2022 | 0.01% |
| GREEN DOT CORP-CLASS A | 0.01% |
| GRIFOLS SA-ADR | 0.01% |
| GULFPORT ENERGY CORP | 0.01% |
| GULFPORT ENERGY CORP P/P 144A 07.7500 11/01/2020 | 0.01% |
| HALYARD HEALTH INC P/P 144A 06.2500 10/15/2022 | 0.01% |
| HCA INC 03.7500 03/15/2019 | 0.01% |
| HD SUPPLY INC 07.5000 07/15/2020 | 0.01% |
| HD SUPPLY INC 11.5000 07/15/2020 | 0.01% |
| HD SUPPLY INC P/P 144A 05.2500 12/15/2021 | 0.01% |
| HEARTLAND FINANCIAL USA INC | 0.01% |
| HERCULES TECH GROWTH | 0.01% |
| HERITAGE FINANCIAL GROUP INC | 0.01% |
| HEWLETT-PACKARD COMPANY 05.5000 03/01/2018 | 0.01% |
| HEXION FIN/ESCRO 08.8750 02/01/2018 | 0.01% |
| HILAND PART LP/CORP P/P 144A 07.2500 10/01/2020 | 0.01% |
| HISAMITSU PHARMACEUTICAL CO | 0.01% |
| HJ HEINZ CO 04.2500 10/15/2020 | 0.01% |
| HOCKEY MERGER P/P 144A 07.8750 10/01/2021 | 0.01% |
| HOLLYSYS AUTOMATION TECHNOLO | 0.01% |
| HOME LOAN SERVICING SOLUTION | 0.01% |
| HONGKONG LAND HOLDINGS LTD | 0.01% |
| HOWARD HUGHES CORP P/P 144A 06.8750 10/01/2021 | 0.01% |
| HSN INC | 0.01% |
| HUDBAY MINERALS INC P/P 144A 09.5000 10/01/2020 | 0.01% |
| HUDBAY MINERALS INC USD 09.5000 10/01/2020 | 0.01% |
| HUGHES SATELITE SYSTEMS 06.5000 06/15/2019 | 0.01% |
| HUGHES SATELLITE SYSTEMS 07.6250 06/15/2021 | 0.01% |
| HUNT INGALLS IND P/P 144A 05.0000 12/15/2021 | 0.01% |
| HUNTSMAN INTERNATIONAL LLC 04.8750 11/15/2020 | 0.01% |
| HUNTSMAN INTL L 08.6250 03/15/2021 | 0.01% |
| HYATT HOTELS CORP 03.3750 07/15/2023 | 0.01% |
| HYSTER-YALE MATERIALS | 0.01% |
| IASIS HEALTHCARE 08.3750 05/15/2019 | 0.01% |
| ICAHN ENTERPRISES/FI 05.8750 02/01/2022 | 0.01% |
| IDT CORP-CLASS B | 0.01% |
| IGLOO HOLDINGS CORP P/P 144A 08.2500 12/15/2017 | 0.01% |
| ILLINOIS-TXBL 04.4210 01/01/2015 | 0.01% |
| INNERWORKINGS INC | 0.01% |
| INNOSPEC INC | 0.01% |
| INSULET CORP | 0.01% |
| INTACT FINANCIAL CORP | 0.01% |
| INTELIQUENT INC | 0.01% |
| INTELSAT JACKSON HLDG USD 07.5000 04/01/2021 | 0.01% |
| INTL CONSOLIDATED AIRLINE-DI | 0.01% |
| INTL LEASE FINANCE CORP 05.8750 08/15/2022 | 0.01% |
| INTRALINKS HOLDINGS INC | 0.01% |
| INVESCO MORTGAGE CAPITAL | 0.01% |
| INVESTORS REAL ESTATE TRUST | 0.01% |
| ION GEOPHYSICAL CORP | 0.01% |
| IRIDIUM COMMUNICATIONS INC | 0.01% |
| IRON MOUNTAIN INCORPORATED 06.0000 08/15/2023 | 0.01% |
| ISHIKAWAJIMA-HARIMA HVY IND | 0.01% |
| ISLE OF CAPRI 07.7500 03/15/2019 | 0.01% |
| ISLE OF CAPRI 08.8750 06/15/2020 | 0.01% |
| ISTAR FINANCIAL INC CV 03.0000 11/15/2016 | 0.01% |
| ISTAR FINANCIAL INC. 07.1250 02/15/2018 | 0.01% |
| ITOCHU CORP | 0.01% |
| JABIL CIRCUIT INC 08.2500 03/15/2018 | 0.01% |
| JACK IN THE BOX INC | 0.01% |
| JAGUAR HOLDING CO I P/P 144A 09.3750 10/15/2017 | 0.01% |
| JAPAN AIRLINES CO LTD | 0.01% |
| JAZZ TECH INC P/P 144A CV 08.0000 12/31/2018 | 0.01% |
| JBS USA LLC/JBS USA P/P 144A 07.2500 06/01/2021 | 0.01% |
| JLL/DELTA DUTCH NEW P/P 144A 07.5000 02/01/2022 | 0.01% |
| JO-ANN HOLDCO P/P 144A 09.7500 10/15/2019 | 0.01% |
| JPMCC 2006-LDP8 X IO 00.5344 05/15/2045 | 0.01% |
| JPY/USD 02/13/2015 CSI-FX | 0.01% |
| KANSAS CITY SOUTHERN 04.3000 05/15/2043 | 0.01% |
| KANSAS GAS & ELECTRIC CO 05.6470 03/29/2021 | 0.01% |
| KENNEDY-WILSON HOLDINGS INC | 0.01% |
| KERR-MCGEE CORP 07.8750 09/15/2031 | 0.01% |
| KEY ENERGY SERVICES INC 06.7500 03/01/2021 | 0.01% |
| KINDER MORGAN ENER PART 04.2500 09/01/2024 | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% |
| KINDER MORGAN INC/DELAWA 04.3000 06/01/2025 | 0.01% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.01% |
| KINDER MORGAN P/P 144A 05.0000 02/15/2021 | 0.01% |
| KINDRED HEALTHCARE INC | 0.01% |
| KINGFISHER PLC | 0.01% |
| KKR & CO LP | 0.01% |
| KORN/FERRY INTERNATIONAL | 0.01% |
| KRATON PERFORMANCE POLYMERS | 0.01% |
| KRISPY KREME DOUGHNUTS INC | 0.01% |
| L BRANDS INC 06.6250 04/01/2021 | 0.01% |
| LAMAR MEDIA CORP 05.3750 01/15/2024 | 0.01% |
| LAMAR MEDIA CORP 05.8750 02/01/2022 | 0.01% |
| LBCMT 1999-C1 G P/P 144A 06.4100 06/15/2031 | 0.01% |
| LBUBS 2005-C5 XCL IO P/P 144A 0.09 3 09/15/2040 | 0.01% |
| LBUBS 2006-C7 XCL IO P/P 144A 00.6505 11/15/2038 | 0.01% |
| LBUBS 2006-C7 XW IO P/P 144A 00.6505 11/15/2038 | 0.01% |
| LEND PROC SER/BLK KNGHT 05.7500 04/15/2023 | 0.01% |
| LENNAR CORP 04.7500 11/15/2022 | 0.01% |
| LEVEL 3 ESCROW P/P 144A 05.3750 08/15/2022 | 0.01% |
| LEVEL 3 FIN INC 07.0000 06/01/2020 | 0.01% |
| LEVEL 3 FIN INC 08.6250 07/15/2020 | 0.01% |
| LEXMARK INTERNATIONAL INC-A | 0.01% |
| LIGHTSTREAM P/P 144A 08.6250 02/01/2020 | 0.01% |
| LIMONEIRA CO | 0.01% |
| LIVEPERSON INC | 0.01% |
| LLOYDS BANKING GROUP P/P 144A 06.6570 01/29/2049 | 0.01% |
| LOUISIANA PACIF 07.5000 06/01/2020 | 0.01% |
| LULULEMON ATHLETICA INC | 0.01% |
| M/I HOMES INC PCT 09.7500 | 0.01% |
| MAGICJACK VOCALTEC LTD | 0.01% |
| MAIDEN HOLDINGS LTD | 0.01% |
| MAINSOURCE FINANCIAL GROUP INC | 0.01% |
| MANHATTAN ASSOCIATES INC | 0.01% |
| MANITOWOC COMPANY INC 05.8750 10/15/2022 | 0.01% |
| MARKET VECTORS VIETNAM ETF | 0.01% |
| MARUBENI CORP | 0.01% |
| MASTEC INC 04.8750 03/15/2023 | 0.01% |
| MATSON INC | 0.01% |
| MATTAMY GROUP CORP P/P 144A 06.5000 11/15/2020 | 0.01% |
| MAXIMUS INC | 0.01% |
| MEDIACOM LLC/CAPTL 07.2500 02/15/2022 | 0.01% |
| MEDIASET SPA | 0.01% |
| MEDICINES COMPANY | 0.01% |
| MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 | 0.01% |
| MEG ENERGY CORP P/P 144A 06.5000 03/15/2021 | 0.01% |
| MELCO CROWN ENTERTAINME-ADR | 0.01% |
| MELLANOX TECHNOLOGIES LTD | 0.01% |
| MERCER INTL INC P/P 144A 07.7500 12/01/2022 | 0.01% |
| MERRIMACK PHARMACEUTICALS IN | 0.01% |
| META FINANCIAL GROUP INC | 0.01% |
| METRO BANK PLC P/P | 0.01% |
| MFA FINANCIAL INC | 0.01% |
| MGM RESORTS INTL 06.6250 12/15/2021 | 0.01% |
| MGM RESORTS INTL 08.6250 02/01/2019 | 0.01% |
| MICRON TECH INC P/P 144A 05.8750 02/15/2022 | 0.01% |
| MICROSEMI CORP | 0.01% |
| MILLER INDUSTRIES INC/TENN | 0.01% |
| MINERALS TECHNOLOGIES INC | 0.01% |
| MITRA ADIPERKASA TBK PT | 0.01% |
| MITSUBISHI ESTATE CO LTD | 0.01% |
| MITSUI FUDOSAN CO LTD | 0.01% |
| MIZUHO FINANCIAL GROUP INC | 0.01% |
| MOBILEIRON INC | 0.01% |
| MOMENTIVE PERFORMANCE 03.8800 10/24/2021 | 0.01% |
| MOTA ENGIL SGPS SA | 0.01% |
| MPT OP PARTNERSHIP 06.8750 05/01/2021 | 0.01% |
| MSA SAFETY INC | 0.01% |
| MSBAM 2014-C17 XA IO 01.2882 08/15/2047 | 0.01% |
| MTS SYSTEMS CORP | 0.01% |
| NATIONSTAR MORT/ 06.5000 07/01/2021 | 0.01% |
| NATIONWIDE FINANCIAL SER 05.6250 02/13/2015 | 0.01% |
| NAVIENT CORP 08.4500 06/15/2018 | 0.01% |
| NAVISTAR INTERNATIONAL CORP 08.2500 11/01/2021 | 0.01% |
| NEIMAN MARCUS GROUP P/P 144A 08.0000 10/15/2021 | 0.01% |
| NEIMAN MARCUS GROUP P/P 144A 08.7500 10/15/2021 | 0.01% |
| NEIMAN MARCUS TL L+325 04.2500 10/25/2020 | 0.01% |
| NEKTAR THERAPEUTICS | 0.01% |
| NETSCOUT SYSTEMS INC | 0.01% |
| NEUBERGER BERMAN P/P 144A 05.6250 03/15/2020 | 0.01% |
| NEUSTAR INC-CLASS A | 0.01% |
| NEW GOLD INC P/P 144A 06.2500 11/15/2022 | 0.01% |
| NEW GOLD INC P/P 144A 07.0000 04/15/2020 | 0.01% |
| NEW ORIENTAL EDUCATIO-SP ADR | 0.01% |
| NEXSTAR BROADCASTING 06.8750 11/15/2020 | 0.01% |
| NIC INC | 0.01% |
| NIELSEN CO LUX SARL P/P 144A 5.500 10/01/2021 | 0.01% |
| NII INTL TELECOM P/P 144A 07.8750 08/15/2019 | 0.01% |
| NIMBLE STORAGE INC | 0.01% |
| NOK/USD 03/18/2015 CITI | 0.01% |
| NOK/USD 03/18/2015 JPMCB | 0.01% |
| NORTEK INC 08.5000 04/15/2021 | 0.01% |
| NPS PHARMACEUTICALS INC | 0.01% |
| NRG YIELD OPERATING P/P 144A 05.3750 08/15/2024 | 0.01% |
| NU SKIN ENTERPRISES INC - A | 0.01% |
| NUTRACEUTICAL INTL CORP | 0.01% |
| O'REILLY AUTOMOTIVE INC 03.8500 06/15/2023 | 0.01% |
| OASIS PETROLEUM INC 06.8750 01/15/2023 | 0.01% |
| OBEROI REALTY LTD | 0.01% |
| OCWEN FINANCIAL CORP | 0.01% |
| OCWEN FINANCIAL CORP P/P 144A 06.6250 05/15/2019 | 0.01% |
| OFFSHORE GROUP I USD 07.1250 04/01/2023 | 0.01% |
| OFFSHORE GROUP I USD 07.5000 11/01/2019 | 0.01% |
| OFG BANCORP | 0.01% |
| OMEGA HEALTHCARE INVESTORS | 0.01% |
| OMEGA HLTHCRE INVEST 06.7500 10/15/2022 | 0.01% |
| OMNICARE INC 04.7500 12/01/2022 | 0.01% |
| ONCOR ELECTRIC DELIVERY 04.1000 06/01/2022 | 0.01% |
| ONE LIBERTY PROPERTIES INC | 0.01% |
| ONEMAIN FIN HLDG INC P/P 144A 06.7500 12/15/2019 | 0.01% |
| ONEMAIN FIN HLDG INC P/P 144A 07.2500 12/15/2021 | 0.01% |
| ORIGIN ENERGY LTD | 0.01% |
| OSHKOSH CORP 05.3750 03/01/2022 | 0.01% |
| OWENS CORNING 09.0000 06/15/2019 | 0.01% |
| OWENS-BROCKWAY P/P 144A 05.3750 01/15/2025 | 0.01% |
| PACIFIC PREMIER BANCORP INC | 0.01% |
| PANDORA MEDIA INC | 0.01% |
| PAR PHARMACEUTICAL 07.3750 10/15/2020 | 0.01% |
| PARAGON OFFSHORE PLC P/P 144A 07.2500 08/15/2024 | 0.01% |
| PENN NATIONAL GAMING INC | 0.01% |
| PENN NATL GAMING 05.8750 11/01/2021 | 0.01% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.01% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.01% |
| PEOPLES BANCORP INC | 0.01% |
| PERFICIENT INC | 0.01% |
| PERFORMANT FINANCIAL CORP | 0.01% |
| PETCO ANIMAL SUP P/P 144A 09.2500 12/01/2018 | 0.01% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.01% |
| PETROLEOS DE VENEZUELA S USD 05.1250 10/28/2016 | 0.01% |
| PHH CORP | 0.01% |
| PHH CORP 06.3750 08/15/2021 | 0.01% |
| PITNEY BOWES INC | 0.01% |
| PITTSBURGH GLASS P/P 144A 08.0000 11/15/2018 | 0.01% |
| PLANTRONICS INC | 0.01% |
| PLUS500 LTD | 0.01% |
| POLYPORE INTERNATIONAL INC | 0.01% |
| POPULAR INC | 0.01% |
| POWER INTEGRATIONS INC | 0.01% |
| POZEN INC | 0.01% |
| PQ CORP P/P 144A 08.7500 05/01/2018 | 0.01% |
| PRESTIGE BRANDS INC P/P 144A 05.3750 12/15/2021 | 0.01% |
| PROOFPOINT INC | 0.01% |
| PROS HOLDINGS INC | 0.01% |
| PROVIDENCE SERVICE CORP | 0.01% |
| PROVIDENT FDG/PFG P/P 144A 06.7500 06/15/2021 | 0.01% |
| PROVIDENT FDG/PFG P/P 144A 10.1250 02/15/2019 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| PTC INC | 0.01% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% |
| PUMA BIOTECHNOLOGY INC | 0.01% |
| QUANTUM CORP | 0.01% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.01% |
| QUEST DIAGNOSTIC INC 06.9500 07/01/2037 | 0.01% |
| RAMCO-GERSHENSON PROPERTIES | 0.01% |
| RAYTHEON COMPANY 04.8750 10/15/2040 | 0.01% |
| REALTY INCOME CORP 04.6500 08/01/2023 | 0.01% |
| RECRUIT HOLDINGS CO LTD | 0.01% |
| REGAL ENTERTAINMENT GRP 05.7500 06/15/2023 | 0.01% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.01% |
| REGENCY ENERGY PART/FIN 05.8750 03/01/2022 | 0.01% |
| REGENCY ENERGY PART/FINA 05.0000 10/01/2022 | 0.01% |
| REGENCY ENERGY PARTNERS 05.5000 04/15/2023 | 0.01% |
| REGIONAL MANAGEMENT CORP | 0.01% |
| REMY INTERNATIONAL INC | 0.01% |
| REPLIGEN CORP | 0.01% |
| REPUBLIC BANCORP INC-CLASS A | 0.01% |
| REVLON CONSUMER PRODS 05.7500 02/15/2021 | 0.01% |
| REYNOLDS GRP ISS/REY 05.7500 10/15/2020 | 0.01% |
| RITE AID CORP 09.2500 03/15/2020 | 0.01% |
| RIVERS PITTSBURGH LP P/P 144A 09.5000 06/15/2019 | 0.01% |
| ROC FIN LLC/ROC FIN P/P 144A 12.1250 09/01/2018 | 0.01% |
| ROCKET FUEL INC | 0.01% |
| ROOFING SUPPLY/FIN P/P 144A 10.0000 06/01/2020 | 0.01% |
| ROSETTA RESOURCES INC 05.6250 05/01/2021 | 0.01% |
| ROSETTA RESOURCES INC 05.8750 06/01/2024 | 0.01% |
| ROVI CORP | 0.01% |
| ROYAL BK SCOTLND GRP PLC USD 06.0000 12/19/2023 | 0.01% |
| RUCKUS WIRELESS INC | 0.01% |
| RYERSON INC / JOSEPH 09.0000 10/15/2017 | 0.01% |
| SABRE GLBL IN P/P 144A 08.5000 05/15/2019 | 0.01% |
| SAMSON INVESTMENT CO 09.7500 02/15/2020 | 0.01% |
| SANDERSON FARMS INC | 0.01% |
| SANTANDER HOLDINGS USA 04.6250 04/19/2016 | 0.01% |
| SARTORIUS AG-PFD PCT 0.000 | 0.01% |
| SBA COMM CORP P/P 144A 04.8750 07/15/2022 | 0.01% |
| SCENTRE GROUP | 0.01% |
| SCIENTIFIC GAMES INT P/P 144A 07.0000 01/01/2022 | 0.01% |
| SCOR SE | 0.01% |
| SEALED AIR CORP P/P 144A 05.2500 04/01/2023 | 0.01% |
| SEALED AIR CORP P/P 144A 06.5000 12/01/2020 | 0.01% |
| SELECT INCOME REIT | 0.01% |
| SEMTECH CORP | 0.01% |
| SERVICE CORP INTL 05.3750 01/15/2022 | 0.01% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.01% |
| SEVEN & I HOLDINGS CO LTD | 0.01% |
| SEVEN GENS ENER P/P 144A 08.2500 05/15/2020 | 0.01% |
| SHELF DRILL HOLD LTD P/P 144A 08.6250 11/01/2018 | 0.01% |
| SHIONOGI & CO LTD | 0.01% |
| SHORETEL INC | 0.01% |
| SILERGY CORP | 0.01% |
| SILICON IMAGE INC | 0.01% |
| SIMON PROPERTY GROUP LP 03.3750 03/15/2022 | 0.01% |
| SINCLAIR TELEVISION 06.3750 11/01/2021 | 0.01% |
| SIRIUS XM RADIO INC P/P 144A 05.8750 10/01/2020 | 0.01% |
| SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 | 0.01% |
| SK HYNIX INC | 0.01% |
| SKYWEST INC | 0.01% |
| SM ENERGY CO | 0.01% |
| SOLAR CAPITAL LTD | 0.01% |
| SOUND GLOBAL LTD | 0.01% |
| SOUTHERN STAR CENT P/P 144A 05.1250 07/15/2022 | 0.01% |
| SOVRAN SELF STORAGE INC | 0.01% |
| SPARK NEW ZEALAND LTD | 0.01% |
| SPARTANNASH CO | 0.01% |
| SPARTON CORP | 0.01% |
| SPECTRUM BRANDS HLDG 06.7500 03/15/2020 | 0.01% |
| SPECTRUM BRANDS INC P/P 144A 06.1250 12/15/2024 | 0.01% |
| SPOK HOLDINGS INC | 0.01% |
| SPORTS DIRECT INTERNATIONAL | 0.01% |
| SPRINGLEAF FIN CORP 07.7500 10/01/2021 | 0.01% |
| SPRINT COMM P/P 144A 09.0000 11/15/2018 | 0.01% |
| SPRINT COMMUNICATIONS INC. 08.3750 08/15/2017 | 0.01% |
| SPRINT CORP 07.2500 09/15/2021 | 0.01% |
| SS&C TECHNOLOGIES HOLDINGS | 0.01% |
| ST JAMES'S PLACE PLC | 0.01% |
| STAAR SURGICAL CO | 0.01% |
| STANDARD PACIFIC CORP. 06.2500 12/15/2021 | 0.01% |
| STARWOOD PROPERTY TRUST INC | 0.01% |
| STEEL DYNAMICS INC P/P 144A 05.5000 10/01/2024 | 0.01% |
| STERIS CORP | 0.01% |
| STEVEN MADDEN LTD | 0.01% |
| STONE ENERGY CORP | 0.01% |
| STONERIDGE INC | 0.01% |
| SUCAMPO PHARMACEUTICALS-CL A | 0.01% |
| SUGAR HSP GAMING P/P 144A 06.3750 06/01/2021 | 0.01% |
| SUMCO CORP | 0.01% |
| SUMMIT HOTEL PROPERTIES INC | 0.01% |
| SUNGARD DATA SYS INC 06.6250 11/01/2019 | 0.01% |
| SUZUKEN CO LTD | 0.01% |
| SYNIVERSE HOLDINGS INC 09.1250 01/15/2019 | 0.01% |
| T-MOBILE USA INC 06.1250 01/15/2022 | 0.01% |
| T-MOBILE USA INC 06.2500 04/01/2021 | 0.01% |
| T-MOBILE USA INC 06.3750 03/01/2025 | 0.01% |
| T-MOBILE USA INC 06.6250 04/01/2023 | 0.01% |
| TATA MOTORS LTD | 0.01% |
| TAYLOR MORRISON COMM P/P 144A 07.7500 04/15/2020 | 0.01% |
| TELE2 AB-B SHS | 0.01% |
| TELEFLEX INC 06.8750 06/01/2019 | 0.01% |
| TELEFLEX INC P/P 144A 05.2500 06/15/2024 | 0.01% |
| TENCENT HOLDINGS LTD | 0.01% |
| TENET HEALTHCARE 04.3750 10/01/2021 | 0.01% |
| TENET HEALTHCARE 06.0000 10/01/2020 | 0.01% |
| TENET HEALTHCARE 06.2500 11/01/2018 | 0.01% |
| TENNECO INC | 0.01% |
| TENNECO INC 05.3750 12/15/2024 | 0.01% |
| TENNECO INC 06.8750 12/15/2020 | 0.01% |
| TEREX CORP 06.0000 05/15/2021 | 0.01% |
| TESARO INC | 0.01% |
| TEXAS COMP/TCEH P/P 144A 11.5000 10/01/2020 | 0.01% |
| THE GEO GROUP INC | 0.01% |
| TIME WARNER INC 03.1500 07/15/2015 | 0.01% |
| TMS INTL CORP P/P 144A 07.6250 10/15/2021 | 0.01% |
| TOWNSQUARE RADIO P/P 144A 09.0000 04/01/2019 | 0.01% |
| TRANSDIGM INC 07.5000 07/15/2021 | 0.01% |
| TREX COMPANY INC | 0.01% |
| TRI POINTE HLDG INC P/P 144A 05.8750 06/15/2024 | 0.01% |
| TRIANGLE PETROLEUM CORP | 0.01% |
| TRIPLE-S MANAGEMENT CORP-B | 0.01% |
| TRONOX LTD-CL A | 0.01% |
| TRW AUTOMOTIVE INC P/P 144A 04.4500 12/01/2023 | 0.01% |
| TSB BANKING GROUP PLC | 0.01% |
| TURKIYE GARANTI BANKASI | 0.01% |
| TYCO INTERNATIONAL PLC | 0.01% |
| TYLER TECHNOLOGIES INC | 0.01% |
| UAL 2007 PASS TRUST 06.6360 07/02/2022 | 0.01% |
| UBSBB 2012-C4 XA IO P/P 144A 01.8521 12/10/2045 | 0.01% |
| UCB SA | 0.01% |
| UNIT CORP | 0.01% |
| UNIT CORP 06.6250 05/15/2021 | 0.01% |
| UNITED COMMUNITY BANKS/GA | 0.01% |
| UNITED OVERSEAS BANK LTD | 0.01% |
| UNITED RENTALS NA 06.1250 06/15/2023 | 0.01% |
| UNITED RENTALS NORTH 07.6250 04/15/2022 | 0.01% |
| UNITED SURGICAL PART 09.0000 04/01/2020 | 0.01% |
| UNITED TECHNOLOGIES CORP 07.5000 CUM CV PFD | 0.01% |
| UNIVERSAL HEALTH RLTY INCOME | 0.01% |
| UNIVISION COMM INC. P/P 144A 08.5000 05/15/2021 | 0.01% |
| US SILICA HOLDINGS INC | 0.01% |
| USANA HEALTH SCIENCES INC | 0.01% |
| VAALCO ENERGY INC | 0.01% |
| VAIL RESORTS INC | 0.01% |
| VALEANT PHARMA P/P 144A 06.7500 08/15/2018 | 0.01% |
| VANDER INTERMED P/P 144A 09.7500 02/01/2019 | 0.01% |
| VERINT SYSTEMS INC | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| VINCI SA | 0.01% |
| VIRGIN MONEY HOLDINGS UK | 0.01% |
| VISTEON CORP | 0.01% |
| VIVENDI | 0.01% |
| WACHOVIA CORP 05.7500 06/15/2017 | 0.01% |
| WAL-MART STORES INC 05.0000 10/25/2040 | 0.01% |
| WALT DISNEY COMPANY/THE 04.3750 08/16/2041 | 0.01% |
| WALTER INV MGMT 07.8750 12/15/2021 | 0.01% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.01% |
| WBCMT 2007-C34 IO IO 00.3076 05/15/2046 | 0.01% |
| WEATHERFORD INTERNATIONAL LLC 06.8000 06/15/2037 | 0.01% |
| WEB.COM GROUP INC | 0.01% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.01% |
| WEIGHT WATCHERS INTL INC | 0.01% |
| WELLCARE HEALTH PLANS IN 05.7500 11/15/2020 | 0.01% |
| WESTPAC BANKING CORP USD 02.2500 07/30/2018 | 0.01% |
| WESTPAC BANKING CORP USD 03.0000 12/09/2015 | 0.01% |
| WFRBS 2014-C19 D P/P 144A 04.2340 03/15/2047 | 0.01% |
| WH GROUP LTD | 0.01% |
| WH SMITH PLC | 0.01% |
| WHITING PETROLEUM CORP | 0.01% |
| WIDEOPENWEST FIN 10.2500 07/15/2019 | 0.01% |
| WILLIAMS PARTNERS LP 04.3000 03/04/2024 | 0.01% |
| WILLIAMS PARTNERS LP 05.4000 03/04/2044 | 0.01% |
| WINDSTREAM CORP 06.3750 08/01/2023 | 0.01% |
| WINDSTREAM CORP 07.7500 10/01/2021 | 0.01% |
| WISDOMTREE INVESTMENTS INC | 0.01% |
| WR GRACE & CO-CONN P/P 144A 05.1250 10/01/2021 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% |
| XEROX CORPORATION 05.6250 12/15/2019 | 0.01% |
| XPO LOGISTICS INC | 0.01% |
| YAMAHA MOTOR CO LTD | 0.01% |
| ZEBRA TECH CORP P/P 144A 07.2500 10/15/2022 | 0.01% |
| ZEP INC | 0.01% |
| ACCESS MIDSTREAM PARTNER 05.8750 04/15/2021 | 0.00% |
| ACCESS MIDSTREAM PARTNER 06.1250 07/15/2022 | 0.00% |
| ADELPHIA COMMUNICATION ESCROW 00.0000 10/01/2013 | 0.00% |
| AES CORP/VA 04.8750 05/15/2023 | 0.00% |
| AG MORTGAGE INVESTMENT TRUST | 0.00% |
| AINSWORTH LUMBER LTD P/P 144A 07.5000 12/15/2017 | 0.00% |
| ALCOA INC 05.1250 10/01/2024 | 0.00% |
| ALCOA INC 05.4000 04/15/2021 | 0.00% |
| ALTISOURCE PORTFOLIO SOL | 0.00% |
| ALTRIA GROUP INC 09.2500 08/06/2019 | 0.00% |
| AMBER ROAD INC | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| APPLE INC 02.1000 05/06/2019 | 0.00% |
| ARCELORMITTAL USD 07.5000 10/15/2039 | 0.00% |
| ARMOUR RESIDENTIAL REIT INC | 0.00% |
| ARRAY BIOPHARMA INC | 0.00% |
| ARRIS GROUP INC | 0.00% |
| ARUBA NETWORKS INC | 0.00% |
| ASHFORD INC | 0.00% |
| AUD/USD 01/21/2015 BANKAM | 0.00% |
| AUD/USD 01/21/2015 BCAP-FX | 0.00% |
| AUD/USD 01/21/2015 CSI-FX | 0.00% |
| AUD/USD 01/21/2015 JPMCB | 0.00% |
| AUD/USD 01/21/2015 RBSF | 0.00% |
| AUD/USD 01/21/2015 WPAC | 0.00% |
| AUSTRALIAN DOLLAR ACCOUNT | 0.00% |
| AUTONATION INC 06.7500 04/15/2018 | 0.00% |
| AVIS BUDGET CAR 09.7500 03/15/2020 | 0.00% |
| AVON PRODUCTS INC | 0.00% |
| BACM 2002-PB2 XC IO P/P 144A 00.1384 06/11/2035 | 0.00% |
| BACM 2004-4 XC IO P/P 144A 00.2077 07/10/2042 | 0.00% |
| BACM 2004-5 XC IO P/P 144A 00.4691 11/10/2041 | 0.00% |
| BACM 2007-1 XW IO 00.3249 01/15/2049 | 0.00% |
| BACM 2007-2 A2 05.6216 04/10/2049 | 0.00% |
| BANCO BILBAO VIZCAYA AR-RTS | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BEAVER VALLEY II FUNDING 09.0000 06/01/2017 | 0.00% |
| BON-TON DEPT STORES 08.0000 06/15/2021 | 0.00% |
| BOULDER BRANDS INC | 0.00% |
| BRAZILIAN REAL CALL ACCOUNT | 0.00% |
| BSCMS 04-PR3I X1 IO 00.4998 02/11/2041 | 0.00% |
| BUILDING MATERIALS P/P 144A 06.7500 05/01/2021 | 0.00% |
| BUNGE LIMITED FINANCE CORP. 08.5000 06/15/2019 | 0.00% |
| CABLEVISION SYS CORP 08.0000 04/15/2020 | 0.00% |
| CAD/USD 01/21/2015 BANKAM | 0.00% |
| CAD/USD 01/21/2015 BCAP-FX | 0.00% |
| CAD/USD 01/21/2015 CSI-FX | 0.00% |
| CAD/USD 01/21/2015 HSBCB | 0.00% |
| CAD/USD 01/21/2015 JPMCB | 0.00% |
| CAD/USD 01/21/2015 RBSF | 0.00% |
| CAD/USD 01/21/2015 UBS | 0.00% |
| CAD/USD 01/21/2015 WPAC | 0.00% |
| CALPINE CORP P/P 144A 05.8750 01/15/2024 | 0.00% |
| CALPINE CORP P/P 144A 06.0000 01/15/2022 | 0.00% |
| CANADIAN DOLLAR ACCOUNT | 0.00% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.00% |
| CCO HLDGS LLC/CAP CORP 05.1250 02/15/2023 | 0.00% |
| CCO HLDGS LLC/CAP CORP 05.2500 09/30/2022 | 0.00% |
| CEDAR FAIR LP/CANADA P/P 144A 05.3750 06/01/2024 | 0.00% |
| CENTURY CASINOS INC | 0.00% |
| CENTURYLINK INC 05.6250 04/01/2020 | 0.00% |
| CF INDUSTRIES INC 05.1500 03/15/2034 | 0.00% |
| CHAODA MODERN AGRICULTURE | 0.00% |
| CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 | 0.00% |
| CHF/USD 03/18/2015 CITI | 0.00% |
| CHF/USD 03/18/2015 CSI-FX | 0.00% |
| CHF/USD 03/18/2015 DEUTB-L | 0.00% |
| CHS/COMMUNITY HEALTH 05.1250 08/01/2021 | 0.00% |
| CHS/COMMUNITY HEALTH 06.8750 02/01/2022 | 0.00% |
| CHS/COMMUNITY HEALTH SYS 05.1250 08/15/2018 | 0.00% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| CINEMARK USA INC 07.3750 06/15/2021 | 0.00% |
| CIT GROUP INC 03.8750 02/19/2019 | 0.00% |
| CITIGROUP INC 08.5000 05/22/2019 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BC | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CNH/USD 02/13/2015 BANKAM | 0.00% |
| CNH/USD 02/13/2015 BCAP-FX | 0.00% |
| CNH/USD 02/13/2015 HSBCB | 0.00% |
| COMMUNITY CHOICE 10.7500 05/01/2019 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| CONATUS PHARMACEUTICALS INC | 0.00% |
| CONNACHER OIL AND GA P/P 144A 08.5000 08/01/2019 | 0.00% |
| CONSTELLATION BRANDS INC 04.2500 05/01/2023 | 0.00% |
| CORRECTIONS CORP 04.1250 04/01/2020 | 0.00% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.00% |
| CSFB 2002-CP3 AX IO P/P 144A 01.4262 07/15/2035 | 0.00% |
| CTRIP.COM INTERNATIONAL-ADR | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DANA HOLDING CORP 05.3750 09/15/2021 | 0.00% |
| DEMAND MEDIA INC | 0.00% |
| DENBURY RESOURCES INC 06.3750 08/15/2021 | 0.00% |
| DISH DBS CORP 07.8750 09/01/2019 | 0.00% |
| DKK/USD 03/18/2015 CITI | 0.00% |
| DPL INC. 06.5000 10/15/2016 | 0.00% |
| DYNEGY HOLDINGS ESCROW 07.7500 06/01/2019 | 0.00% |
| ELDORADO GOLD CORP P/P 144A 06.1250 12/15/2020 | 0.00% |
| EP ENER/EVEREST ACQ FIN 06.8750 05/01/2019 | 0.00% |
| ERSTE GROUP BANK AG | 0.00% |
| EUR/USD 03/18/2015 CSI-FX | 0.00% |
| EUR/USD 03/18/2015 GSFX | 0.00% |
| EUR/USD 03/18/2015 HSBCB | 0.00% |
| EUR/USD 03/18/2015 RBSF | 0.00% |
| EUR/USD 03/18/2015 SSBT | 0.00% |
| EUR/USD 03/18/2015 WPAC | 0.00% |
| EXCO RESOURCES INC 07.5000 09/15/2018 | 0.00% |
| FIRST CASH FIN SER 06.7500 04/01/2021 | 0.00% |
| FIRSTENERGY CORP 02.7500 03/15/2018 | 0.00% |
| FORTESCUE METALS GROUP LTD | 0.00% |
| FREESCALE SEMICO 10.7500 08/01/2020 | 0.00% |
| FREESCALE SEMICONDUC P/P 144A 05.0000 05/15/2021 | 0.00% |
| FRESENIUS MED CARE P/P 144A 04.7500 10/15/2024 | 0.00% |
| FRONTIER COMMUNICATIONS 07.6250 04/15/2024 | 0.00% |
| FTS INTL INC P/P 144A 06.2500 05/01/2022 | 0.00% |
| FTSE 100 IDX FUT MAR15 Z H5 | 0.00% |
| FUBOA 2001-C1 IO3 IO P/P 144A 01.9314 03/15/2033 | 0.00% |
| GBP/USD 03/18/2015 CSI-FX | 0.00% |
| GBP/USD 03/18/2015 DEUTB-L | 0.00% |
| GBP/USD 03/18/2015 SSBT | 0.00% |
| GENON ENERGY INC 09.5000 10/15/2018 | 0.00% |
| GMACC 1997-C1 X IO 01.3855 07/15/2029 | 0.00% |
| GMACC 2004-C2 A4 05.3010 08/10/2038 | 0.00% |
| GMACC 2005-C1 X1 IO P/P 144A 00.5875 05/10/2043 | 0.00% |
| GNMA GII30 4401 06.5000 03/20/2039 | 0.00% |
| GRIFFEY INTR INC P/P 144A 07.0000 10/15/2020 | 0.00% |
| GRUPO FINANCIERO BANORTE-O | 0.00% |
| GSMS 2006-GG6 XC IO P/P 144A 00.0046 04/10/2038 | 0.00% |
| HALCON RESOURCES CORP 09.7500 07/15/2020 | 0.00% |
| HCA INC 07.5000 02/15/2022 | 0.00% |
| HEXION US FIN CORP 06.6250 04/15/2020 | 0.00% |
| HILAND PART LP/CORP P/P 144A 05.5000 05/15/2022 | 0.00% |
| HILCORP ENERGY I/HIL P/P 144A 05.0000 12/01/2024 | 0.00% |
| HITACHI LTD | 0.00% |
| HKD/USD 02/13/2015 BCAP-FX | 0.00% |
| HONG KONG DOLLAR CALL ACCOUNT | 0.00% |
| HOSPITALITY PROPERTIES T 04.5000 03/15/2025 | 0.00% |
| HUB HLDG LLC/HUB HOL P/P 144A 08.1250 07/15/2019 | 0.00% |
| HUNTSMAN INTL L P/P 144A 05.1250 11/15/2022 | 0.00% |
| ILS/USD 01/21/2015 SSBT | 0.00% |
| IMS HEALTH INC P/P 144A 06.0000 11/01/2020 | 0.00% |
| INDIVIOR PLC | 0.00% |
| INOVIO PHARMACEUTICALS INC | 0.00% |
| INR/USD 02/13/2015 CSI-FX | 0.00% |
| INR/USD 02/13/2015 JPMCB | 0.00% |
| INTELSAT JACKSON USD 06.6250 12/15/2022 | 0.00% |
| INTL LEASE FINANCE CORP 06.2500 05/15/2019 | 0.00% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | 0.00% |
| IRON MOUNTAIN INC 07.7500 10/01/2019 | 0.00% |
| ISLE OF CAPRI CASINO 05.8750 03/15/2021 | 0.00% |
| ITT EDUCATIONAL SERVICES INC | 0.00% |
| JAPANESE YEN CALL ACCOUNT | 0.00% |
| JBS USA LLC/JBS P/P 144A 07.2500 06/01/2021 | 0.00% |
| JBS USA LLC/JBS USA P/P 144A 08.2500 02/01/2020 | 0.00% |
| JPMCC 05-CB12 X1 IO P/P 144A 00.3465 09/12/2037 | 0.00% |
| JPY/USD 02/13/2015 BCAP-FX | 0.00% |
| JPY/USD 02/13/2015 CITI | 0.00% |
| JPY/USD 02/13/2015 GSFX | 0.00% |
| JPY/USD 02/13/2015 JPMCB | 0.00% |
| JPY/USD 02/13/2015 UBS | 0.00% |
| KANSAS CITY SOUTHERN USD 02.3500 05/15/2020 | 0.00% |
| KODIAK OIL & GAS COR 05.5000 02/01/2022 | 0.00% |
| KOREAN WON CALL ACCOUNT | 0.00% |
| KRW/USD 02/13/2015 BANKAM | 0.00% |
| KRW/USD 02/13/2015 BCAP-FX | 0.00% |
| KRW/USD 02/13/2015 WPAC | 0.00% |
| L BRANDS INC 05.6250 02/15/2022 | 0.00% |
| LANDRY'S HLDG II INC P/P 144A 10.2500 01/01/2018 | 0.00% |
| LBUBS 2005-C2 XCL IO P/P 144A 00.3537 04/15/2040 | 0.00% |
| LBUBS 2005-C7 XCL IO P/P 144A 00.2130 11/15/2040 | 0.00% |
| LENNAR CORP 04.5000 06/15/2019 | 0.00% |
| LENTA LTD-144A P/P 144A | 0.00% |
| LEVEL 3 COMM P/P 144A 05.7500 12/01/2022 | 0.00% |
| LEVEL 3 FIN INC 06.1250 01/15/2021 | 0.00% |
| LIBERTY GLOBAL PLC-A | 0.00% |
| LINN ENERGY LLC/FIN CORP 06.5000 09/15/2021 | 0.00% |
| LONE PINE RES ESCROW 10.3750 02/15/2017 | 0.00% |
| LONE PINE RESOURCES CANADA L | 0.00% |
| LONE PINE RESOURCES INC-CL A | 0.00% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.00% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.00% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.00% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.00% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.00% |
| MBX.FN30.550.08 P USL1M R 01/12/39 BC | 0.00% |
| MBX.FN30.550.08 P USL1M R 01/12/39 BC | 0.00% |
| MBX.FN30.550.08 P USL1M R 01/12/39 BC | 0.00% |
| MBX.FN30.550.08 P USL1M R 01/12/39 BC | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | 0.00% |
| MBX.GII30.450.10 R USL1M P 01/12/41 CS | 0.00% |
| MEDIA GENERAL FI P/P 144A 05.8750 11/15/2022 | 0.00% |
| METHANEX CORP USD 03.2500 12/15/2019 | 0.00% |
| MEZZ 2005-C3 X IO P/P 144A 06.0526 05/15/2044 | 0.00% |
| MINI MSCI EAFE MAR15 MFSH5 | 0.00% |
| MLMT 2004-KEY2 XC IO P/P 144A 00.5135 08/12/2039 | 0.00% |
| MLMT 2005-MCP1 XC IO P/P 144A 00.6028 06/12/2043 | 0.00% |
| MOMENTIVE PERFORMANCE ESCROW 08.8750 10/15/2020 | 0.00% |
| MOOG INC P/P 144A 05.2500 12/01/2022 | 0.00% |
| MOSAIC CO 05.4500 11/15/2033 | 0.00% |
| MOSAIC CO 05.6250 11/15/2043 | 0.00% |
| MOTA-ENGIL AFRICA | 0.00% |
| MXN/USD 01/21/2015 CITI | 0.00% |
| MXN/USD 01/21/2015 JPMCB | 0.00% |
| MYR/USD 02/13/2015 JPMCB | 0.00% |
| MYR/USD 02/13/2015 SSBT | 0.00% |
| NIPPON TELEGRAPH & TELEPHONE | 0.00% |
| NOK/USD 03/18/2015 CSI-FX | 0.00% |
| NOK/USD 03/18/2015 GSFX | 0.00% |
| NOK/USD 03/18/2015 RBSF | 0.00% |
| NOK/USD 03/18/2015 SSBT | 0.00% |
| NZD/USD 01/21/2015 BCAP-FX | 0.00% |
| NZD/USD 01/21/2015 CITI | 0.00% |
| NZD/USD 01/21/2015 CSI-FX | 0.00% |
| NZD/USD 01/21/2015 DEUTB-L | 0.00% |
| NZD/USD 01/21/2015 GSFX | 0.00% |
| NZD/USD 01/21/2015 HSBCB | 0.00% |
| NZD/USD 01/21/2015 JPMCB | 0.00% |
| NZD/USD 01/21/2015 RBSF | 0.00% |
| NZD/USD 01/21/2015 SSBT | 0.00% |
| NZD/USD 01/21/2015 UBS | 0.00% |
| NZD/USD 01/21/2015 WPAC | 0.00% |
| OMNICARE INC 05.0000 12/01/2024 | 0.00% |
| OZNER WATER INTL HO P/P 144A | 0.00% |
| PARAGON OFFSHORE PLC P/P 144A 06.7500 07/15/2022 | 0.00% |
| PETCO HOLDINGS INC P/P 144A 08.5000 10/15/2017 | 0.00% |
| PHH CORPORATION 07.3750 09/01/2019 | 0.00% |
| REGAL ENTERTAINMENT GRP 05.7500 03/15/2022 | 0.00% |
| RITE AID CORP 08.0000 08/15/2020 | 0.00% |
| ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 | 0.00% |
| ROSETTA RESOURCES INC | 0.00% |
| RUSSELL 2000 MINI MAR15 RTAH5 | 0.00% |
| S&P MID 400 EMINI MAR15 FAH5 | 0.00% |
| S&P500 EMINI FUT MAR15 ESH5 | 0.00% |
| SABINE PASS LNG LP 06.5000 11/01/2020 | 0.00% |
| SALIX PHARMA LT P/P 144A 06.0000 01/15/2021 | 0.00% |
| SBA TELECOM INC 05.7500 07/15/2020 | 0.00% |
| SCIENTIFIC GAMES CORP 08.1250 09/15/2018 | 0.00% |
| SCIENTIFIC GAMES INTERNA 06.2500 09/01/2020 | 0.00% |
| SEALED AIR CORP P/P 144A 04.8750 12/01/2022 | 0.00% |
| SEALED AIR CORP P/P 144A 05.1250 12/01/2024 | 0.00% |
| SEALED AIR CORP P/P 144A 06.8750 07/15/2033 | 0.00% |
| SEALED AIR CORP P/P 144A 08.3750 09/15/2021 | 0.00% |
| SEK/USD 03/18/2015 CSI-FX | 0.00% |
| SEK/USD 03/18/2015 DEUTB-L | 0.00% |
| SEK/USD 03/18/2015 HSBCB | 0.00% |
| SEK/USD 03/18/2015 JPMCB | 0.00% |
| SEK/USD 03/18/2015 RBSF | 0.00% |
| SEVENTY SEVEN ENERGY 06.5000 07/15/2022 | 0.00% |
| SGD/USD 02/13/2015 BCAP-FX | 0.00% |
| SGD/USD 02/13/2015 JPMCB | 0.00% |
| SGD/USD 02/13/2015 RBSF | 0.00% |
| SHOPPING CENTRES AUSTRALASIA | 0.00% |
| SHUTTERFLY INC | 0.00% |
| SIENTRA INC | 0.00% |
| SINCLAIR TELE 05.3750 04/01/2021 | 0.00% |
| SINCLAIR TELEVISION 06.1250 10/01/2022 | 0.00% |
| SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 | 0.00% |
| SIRIUS XM RADIO INC P/P 144A 05.2500 08/15/2022 | 0.00% |
| SM ENERGY CO 06.5000 01/01/2023 | 0.00% |
| SM ENERGY CO 06.5000 11/15/2021 | 0.00% |
| SM ENERGY CO 06.6250 02/15/2019 | 0.00% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.00% |
| SPEC BND ES CORP 06.3750 11/15/2020 | 0.00% |
| SPRINGLEAF FIN CORP 06.0000 06/01/2020 | 0.00% |
| SPRINGLEAF FINANCE CORP 05.2500 12/15/2019 | 0.00% |
| SPRINT COMMUNICATIONS 07.0000 08/15/2020 | 0.00% |
| STANDARD PACIFIC CORP 05.8750 11/15/2024 | 0.00% |
| STEEL DYNAMICS INC 05.2500 04/15/2023 | 0.00% |
| STEEL DYNAMICS INC 06.1250 08/15/2019 | 0.00% |
| STEEL DYNAMICS INC 06.3750 08/15/2022 | 0.00% |
| STEEL DYNAMICS INC P/P 144A 05.1250 10/01/2021 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| T-MOBILE USA INC 06.4640 04/28/2019 | 0.00% |
| T-MOBILE USA INC 06.6330 04/28/2021 | 0.00% |
| T-MOBILE USA INC 06.8360 04/28/2023 | 0.00% |
| TAIWAN DOLLAR CALL ACCOUNT | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.2500 04/15/2021 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 07.7500 04/15/2020 | 0.00% |
| TAYLOR MORRISON P/P 144A 05.6250 03/01/2024 | 0.00% |
| TECO FINANCE INC 06.7500 05/01/2015 | 0.00% |
| TENET HEALTHCARE 04.5000 04/01/2021 | 0.00% |
| TENET HEALTHCARE 04.7500 06/01/2020 | 0.00% |
| TEREX CORP 06.5000 04/01/2020 | 0.00% |
| TERVITA CORP P/P 144A 10.8750 02/15/2018 | 0.00% |
| TEXAS COMP ELEC PP L+450 04.6483 10/10/2017 | 0.00% |
| THE EURO EUR CALL ACCOUNT | 0.00% |
| THRESHOLD PHARMACEUTICALS | 0.00% |
| TIME WARNER CABLE INC 07.3000 07/01/2038 | 0.00% |
| TIME WARNER ENTERTAINMENT CO 08.3750 03/15/2023 | 0.00% |
| TMX FIN/TITLEMAX P/P 144A 08.5000 09/15/2018 | 0.00% |
| TOWER SEMI LTD-CW15 P/P 144A | 0.00% |
| TRANSDIGM INC 06.5000 07/15/2024 | 0.00% |
| TREVENA INC | 0.00% |
| TRIANGLE USA PETRO P/P 144A 06.7500 07/15/2022 | 0.00% |
| TRINITY BIOTECH PLC-SPON ADR | 0.00% |
| TRW AUTOMOTIVE INC P/P 144A 04.5000 03/01/2021 | 0.00% |
| TWD/USD 02/13/2015 JPMCB | 0.00% |
| TWD/USD 02/13/2015 SSBT | 0.00% |
| UBIQUITI NETWORKS INC | 0.00% |
| UNITED RENTALS NORTH AM 05.7500 11/15/2024 | 0.00% |
| UNIVERSAL TRUCKLOAD SERVICES | 0.00% |
| US 10YR NOTE (CBT)MAR15 TYH5 | 0.00% |
| US 2YR NOTE (CBT) MAR15 TUH5 | 0.00% |
| US 5YR NOTE (CBT) MAR15 FVH5 | 0.00% |
| US LONG BOND(CBT) MAR15 USH5 | 0.00% |
| US ULTRA BOND(CBT MAR15 WNH5 | 0.00% |
| USG CORP P/P 144A 05.8750 11/01/2021 | 0.00% |
| VALEANT PHARMA P/P 144A 06.3750 10/15/2020 | 0.00% |
| VALEANT PHARMA P/P 144A 06.8750 12/01/2018 | 0.00% |
| VALEANT PHARMA P/P 144A 07.0000 10/01/2020 | 0.00% |
| W&T OFFSHORE INC | 0.00% |
| WBCMT 2005-C18 XC IO P/P 144A 00.3241 04/15/2042 | 0.00% |
| WBCMT 2006-C26 XC IO P/P 144A 00.0502 06/15/2045 | 0.00% |
| WHITEWAVE FOODS CO 05.3750 10/01/2022 | 0.00% |
| WILLIAMS COS INC 07.7500 06/15/2031 | 0.00% |
| WILLIAMS COS INC 07.8750 09/01/2021 | 0.00% |
| WM MORRISON SUPERMARKETS | 0.00% |
| WPX ENERGY INC 06.0000 01/15/2022 | 0.00% |
| 3.50 R ISWP FWD USL3M P 03/18/2045 | -0.01% |
| GBP/USD 03/18/2015 CITI | -0.01% |
| GBP/USD 03/18/2015 UBS | -0.01% |
| TRY/USD 03/18/2015 DEUTB-L | -0.01% |
| TRY/USD 03/18/2015 SSBT | -0.01% |
| 1.25 R ISWP FWD USL3M P 03/18/2017 | -0.02% |
| 2.25 R ISWP FWD USL3M P 03/18/2020 | -0.02% |
| FLR USL3M 6.00 03/07/2018 JP | -0.02% |
| 3.00 R ISWP FWD USL3M P 03/18/2025 | -0.03% |
| EUR/USD 03/18/2015 UBS | -0.06% |
| RU10INTR P USL3M R 12/17/15 CI | -0.10% |
Prior top 10 holdings
| Top 10 holdings as of 01/31/15 | |
|---|---|
| 1: Fnma Fn30 Tba 04.0000 03/01/2045 | 5.36% |
| 2: Gnma Gii30 Tba 03.5000 03/01/2045 | 2.35% |
| 3: Fnma Fn30 Tba 06.0000 03/01/2045 | 1.89% |
| 4: Fnma Fn15 Tba 03.0000 03/01/2030 | 1.75% |
| 5: Apple Inc Sedol 2046251 | 1.60% |
| 6: Pfizer Inc Sedol 2684703 | 0.99% |
| 7: Spst 2014-3 A 01.0555 08/10/2016 | 0.98% |
| 8: Cvs Health Corp Sedol 2577609 | 0.97% |
| 9: Jpmorgan Chase & Co Sedol 2190385 | 0.92% |
| 10: Merck & Co. Inc. Sedol 2778844 | 0.92% |
| Holdings represent 17.73% of portfolio | |
| Top 10 holdings as of 12/31/14 | |
|---|---|
| 1: Fnma Fn30 Tba 04.0000 01/01/2045 | 5.25% |
| 2: Gnma Gii30 Tba 03.5000 01/01/2045 | 2.29% |
| 3: Fnma Fn30 Tba 06.0000 01/01/2045 | 1.86% |
| 4: Fnma Fn15 Tba 03.0000 01/01/2030 | 1.70% |
| 5: Apple Inc Sedol 2046251 | 1.54% |
| 6: Jpmorgan Chase & Co Sedol 2190385 | 1.09% |
| 7: Pfizer Inc Sedol 2684703 | 1.01% |
| 8: Cvs Health Corp Sedol 2577609 | 0.97% |
| 9: Spst 2014-3 A 01.0555 08/10/2016 | 0.96% |
| 10: Home Depot Inc Sedol 2434209 | 0.94% |
| Holdings represent 17.61% of portfolio | |
| Top 10 holdings as of 11/30/14 | |
|---|---|
| 1: Fnma Fn30 Tba 04.0000 01/01/2045 | 5.18% |
| 2: Gnma Gii30 Tba 03.5000 01/01/2045 | 2.26% |
| 3: Fnma Fn30 Tba 06.0000 01/01/2045 | 1.83% |
| 4: Apple Inc Sedol 2046251 | 1.64% |
| 5: Fnma Fn15 Tba 03.0000 01/01/2030 | 1.12% |
| 6: Jpmorgan Chase & Co Sedol 2190385 | 1.03% |
| 7: Pfizer Inc Sedol 2684703 | 1.00% |
| 8: Spst 2014-3 A 01.0555 08/10/2016 | 0.95% |
| 9: Merck & Co. Inc. Sedol 2778844 | 0.93% |
| 10: Cvs Health Corp Sedol 2577609 | 0.91% |
| Holdings represent 16.85% of portfolio | |
| Top 10 holdings as of 10/31/14 | |
|---|---|
| 1: Fnma Fn30 Tba 04.0000 01/01/2045 | 5.18% |
| 2: Gnma Gii30 Tba 03.5000 11/01/2044 | 2.28% |
| 3: Fnma Fn30 Tba 06.0000 11/01/2044 | 1.85% |
| 4: Apple Inc Sedol 2046251 | 1.56% |
| 5: Fnma Fn15 Tba 03.0000 11/01/2029 | 1.13% |
| 6: Jpmorgan Chase & Co Sedol 2190385 | 1.09% |
| 7: Pfizer Inc Sedol 2684703 | 1.00% |
| 8: Spst 2014-3 A 01.0555 08/10/2016 | 0.96% |
| 9: Merck & Co. Inc. Sedol 2778844 | 0.94% |
| 10: Google Inc-Cl A Sedol B020qx2 | 0.93% |
| Holdings represent 16.92% of portfolio | |
Portfolio Composition as of 01/31/15
| U.S. Investment-grade bonds | 33.76% |
|
|---|---|---|
| U.S. large-cap growth stocks | 21.46% |
|
| U.S. large-cap value stocks | 21.46% |
|
| International equity | 7.67% |
|
| U.S. small-and mid-cap growth stocks | 5.47% |
|
| U.S. small- and mid-cap value stocks | 5.44% |
|
| U.S. High-yield bonds | 4.74% |
|
Portfolio allocations will vary over time. The unclassified sector (where applicable) includes exchange traded funds and other securities not able to be classified by sector.
International investing involves certain risks, such as currency fluctuations, economic instability, and political developments. Additional risks may be associated with emerging-market securities, including illiquidity and volatility. The fund invests some or all of its assets in small and/or midsize companies. Such investments increase the risk of greater price fluctuations. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk. The use of derivatives involves additional risks, such as the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Funds that invest in bonds are subject to certain risks including interest-rate risk, credit risk, and inflation risk. As interest rates rise, the prices of bonds fall. Long-term bonds are more exposed to interest-rate risk than short-term bonds. Unlike bonds, bond funds have ongoing fees and expenses. Variable annuities are long-term investments designed for retirement purposes. Withdrawals prior to age 59 1/2 may be subject to a 10% IRS penalty.
You can lose money by investing in a fund. Any given fund may not achieve its goal, and is not intended as a complete investment program. All funds have risk. The value and/or returns of a portfolio will fluctuate with market conditions. You may have more or less than the original amount invested when you redeem your shares.
Sales Charges/Fees
| Breakpoint | Sales Charge | Dealer Allowance | CDSC Liab |
|---|---|---|---|
| $0 - $0 | 0.00% | 0.00% | N |
International investing involves certain risks, such as currency fluctuations, economic instability, and political developments. Additional risks may be associated with emerging-market securities, including illiquidity and volatility. The fund invests some or all of its assets in small and/or midsize companies. Such investments increase the risk of greater price fluctuations. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk. The use of derivatives involves additional risks, such as the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Funds that invest in bonds are subject to certain risks including interest-rate risk, credit risk, and inflation risk. As interest rates rise, the prices of bonds fall. Long-term bonds are more exposed to interest-rate risk than short-term bonds. Unlike bonds, bond funds have ongoing fees and expenses. Variable annuities are long-term investments designed for retirement purposes. Withdrawals prior to age 59 1/2 may be subject to a 10% IRS penalty.
You can lose money by investing in a fund. Any given fund may not achieve its goal, and is not intended as a complete investment program. All funds have risk. The value and/or returns of a portfolio will fluctuate with market conditions. You may have more or less than the original amount invested when you redeem your shares.
‡ Lipper is an industry research firm whose rankings are based on total return performance, vary over time, and do not reflect the effects of sales charges. Past performance is not indicative of future results.