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 09/23/16
| with optional enhanced death benefits | ||
|---|---|---|
| Unit Value | $16.021042 | $15.620822 |
| Unit Value Change | -0.049615 | -0.048441 |
‡ Lipper Ranking as of 08/31/16
Category: Mixed-Asset Target Alloc Moderate Funds
| Percentile ranking | Rank/Funds in category | |
|---|---|---|
| 10 yrs. | 40% | 40/101 |
| 1 yr. | 68% | 161/237 |
| 3 yrs. | 16% | 34/212 |
| 5 yrs. | 10% | 16/174 |
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 06/30/16
| Annualized Performance | Last Quarter | Year to Date |
1 yr. | 3 yrs. | 5 yrs. | 10 yrs. | Life of subaccount |
|---|---|---|---|---|---|---|---|
| Restated performance | |||||||
| Unit Value | 1.13% | 0.35% | -2.72% | 5.82% | 5.85% | 4.08% | 5.68% |
| Standardized | -6.87% | -7.65% | -10.50% | 3.38% | 4.87% | 4.08% | 5.68% |
| With optional enhanced death benefit | |||||||
| Unit Value | 1.09% | 0.28% | -2.87% | 5.66% | 5.68% | 3.92% | 5.52% |
| Standardized | -6.91% | -7.72% | -10.64% | 3.22% | 4.70% | 3.92% | 5.52% |
| Actual performance | |||||||
| Unit Value | 1.13% | 0.35% | -2.72% | 5.82% | 5.85% | 4.08% | 2.67% |
| Standardized | -6.87% | -7.65% | -10.50% | 3.38% | 4.87% | 4.08% | 2.67% |
| With optional enhanced death benefit | |||||||
| Unit Value | 1.09% | 0.28% | -2.87% | 5.66% | 5.68% | 3.92% | 2.51% |
| Standardized | -6.91% | -7.72% | -10.64% | 3.22% | 4.70% | 3.92% | 2.51% |
| Cumulative Performance | Last Quarter | Year to Date |
1 yr. | 3 yrs. | 5 yrs. | 10 yrs. | Life of subaccount |
|---|---|---|---|---|---|---|---|
| Restated performance | |||||||
| Unit Value | 1.13% | 0.35% | -2.72% | 18.50% | 32.85% | 49.10% | 381.10% |
| Standardized | -6.87% | -7.65% | -10.50% | 10.50% | 26.85% | 49.10% | 381.10% |
| With optional enhanced death benefit | |||||||
| Unit Value | 1.09% | 0.28% | -2.87% | 17.96% | 31.84% | 46.84% | 360.70% |
| Standardized | -6.91% | -7.72% | -10.64% | 9.96% | 25.84% | 46.84% | 360.70% |
| Actual performance | |||||||
| Unit Value | 1.13% | 0.35% | -2.72% | 18.50% | 32.85% | 49.10% | 53.80% |
| Standardized | -6.87% | -7.65% | -10.50% | 10.50% | 26.85% | 49.10% | 53.80% |
| With optional enhanced death benefit | |||||||
| Unit Value | 1.09% | 0.28% | -2.87% | 17.96% | 31.84% | 46.84% | 50.01% |
| Standardized | -6.91% | -7.72% | -10.64% | 9.96% | 25.84% | 46.84% | 50.01% |
Annual Performance at NAV
| 2006 | 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 | 2014 | 2015 |
|---|---|---|---|---|---|---|---|---|---|
| 11.06% | 1.28% | -34.39% | 33.04% | 12.86% | -2.01% | 12.37% | 17.58% | 7.67% | -1.43% |
| With optional enhanced death benefit | |||||||||
| 10.89% | 1.13% | -34.49% | 32.84% | 12.68% | -2.16% | 12.20% | 17.40% | 7.51% | -1.58% |
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 08/31/16
| Gnma Gii30 Tba 03.5000 09/01/2046 | 3.58% |
|
|---|---|---|
| Fnma Fn30 Tba 04.0000 09/01/2046 | 2.89% |
|
| Fnma Fn30 Tba 03.0000 09/01/2046 | 2.10% |
|
| Fnma Fn30 Tba 06.0000 09/01/2046 | 1.54% |
|
| Fnma Fn15 Tba 03.0000 09/01/2031 | 1.41% |
|
| Alphabet Inc-Cl A Sedol Byvy8g0 | 1.38% |
|
| Microsoft Corp Sedol 2588173 | 1.28% |
|
| Jpmorgan Chase & Co Sedol 2190385 | 1.14% |
|
| Johnson & Johnson Sedol 2475833 | 1.05% |
|
| Verizon Communications Inc Sedol 2090571 | 1.02% |
|
| Top 10 holdings, total: | 17.39% |
|
Equity Holdings as of 06/30/16
| MICROSOFT CORP | 1.41% |
|---|---|
| JOHNSON & JOHNSON | 1.38% |
| VERIZON COMMUNICATIONS INC | 1.15% |
| JPMORGAN CHASE & CO | 1.06% |
| APPLE INC | 1.04% |
| HOME DEPOT INC | 0.93% |
| WAL-MART STORES INC | 0.89% |
| AMGEN INC | 0.80% |
| BOEING CO/THE | 0.80% |
| ALPHABET INC-CL A | 0.76% |
| LOWES COMPANIES INC | 0.75% |
| OCCIDENTAL PETROLEUM CORP | 0.75% |
| ALTRIA GROUP INC | 0.74% |
| GILEAD SCIENCES INC | 0.73% |
| PEPSICO INC | 0.68% |
| ENTERGY CORP | 0.62% |
| EBAY INC | 0.57% |
| DR PEPPER SNAPPLE GROUP INC | 0.56% |
| NVIDIA CORP | 0.55% |
| ANTHEM INC | 0.54% |
| ADOBE SYSTEMS INC | 0.52% |
| AMERISOURCEBERGEN CORP | 0.52% |
| CITIGROUP INC | 0.52% |
| LYONDELLBASELL INDU-CL A | 0.52% |
| AMAZON.COM INC | 0.50% |
| DISCOVERY COMMUNICATIONS-A | 0.50% |
| UNITED PARCEL SERVICE-CL B | 0.50% |
| PRUDENTIAL FINANCIAL INC | 0.49% |
| STARBUCKS CORP | 0.48% |
| L-3 COMMUNICATIONS HLDGS INC | 0.47% |
| DELTA AIR LINES INC | 0.46% |
| ALLSTATE CORP | 0.41% |
| MORGAN STANLEY | 0.41% |
| SYNCHRONY FINANCIAL | 0.41% |
| SCHLUMBERGER LTD | 0.40% |
| CR BARD INC | 0.37% |
| HALLIBURTON CO | 0.37% |
| CROWN HOLDINGS INC | 0.35% |
| PPL CORP | 0.33% |
| JUNIPER NETWORKS INC | 0.32% |
| MCKESSON CORP | 0.32% |
| GLOBAL PAYMENTS INC | 0.31% |
| MASCO CORP | 0.30% |
| UGI CORP | 0.30% |
| AGILENT TECHNOLOGIES INC | 0.29% |
| NIKE INC -CL B | 0.29% |
| ZOETIS INC | 0.29% |
| BANK OF NEW YORK MELLON CORP | 0.28% |
| COMPUTER SCIENCES CORP | 0.28% |
| KROGER CO | 0.28% |
| WELLS FARGO & CO | 0.28% |
| CLOROX COMPANY | 0.27% |
| ESTEE LAUDER COMPANIES-CL A | 0.27% |
| CAMPBELL SOUP CO | 0.26% |
| XEROX CORP | 0.26% |
| CARDINAL HEALTH INC | 0.25% |
| CARTERS INC | 0.25% |
| APPLIED MATERIALS INC | 0.24% |
| SIRIUS XM HOLDINGS INC | 0.24% |
| ALLISON TRANSMISSION HOLDING | 0.23% |
| EDISON INTERNATIONAL | 0.23% |
| MAXIM INTEGRATED PRODUCTS | 0.23% |
| CBRE GROUP INC - A | 0.22% |
| RAYTHEON COMPANY | 0.22% |
| VALERO ENERGY CORP | 0.22% |
| WASTE MANAGEMENT INC | 0.22% |
| AMDOCS LTD | 0.21% |
| AMERIPRISE FINANCIAL INC | 0.21% |
| E*TRADE FINANCIAL CORPORATION | 0.21% |
| LEIDOS HOLDINGS INC | 0.20% |
| TESORO CORP | 0.20% |
| HOLOGIC INC | 0.19% |
| LINCOLN NATIONAL CORP | 0.19% |
| PVH CORP | 0.19% |
| SEALED AIR CORP | 0.19% |
| ANNALY CAPITAL MANAGEMENT IN | 0.18% |
| COCA-COLA EUROPEAN PARTNERS | 0.18% |
| GENERAL GROWTH PROPERTIES | 0.17% |
| QUANTA SERVICES INC | 0.17% |
| RED HAT INC | 0.17% |
| INTUIT INC | 0.16% |
| MOTOROLA SOLUTIONS INC | 0.15% |
| AMERICAN CAPITAL AGENCY CORP | 0.14% |
| CISCO SYSTEMS INC | 0.14% |
| LEAR CORP | 0.14% |
| NOVARTIS AG-REG | 0.14% |
| SANOFI | 0.14% |
| TOTAL SA | 0.14% |
| CHARLES RIVER LABORATORIES | 0.13% |
| GLAXOSMITHKLINE PLC | 0.13% |
| KAR AUCTION SERVICES INC | 0.13% |
| NEWFIELD EXPLORATION CO | 0.13% |
| ROCHE HOLDING AG-GENUSSCHEIN | 0.13% |
| BRITISH AMERICAN TOBACCO PLC | 0.12% |
| GOODYEAR TIRE & RUBBER CO | 0.12% |
| NABORS INDUSTRIES LTD | 0.12% |
| NIPPON TELEGRAPH & TELEPHONE | 0.12% |
| REGIONS FINANCIAL CORP | 0.12% |
| VOYA FINANCIAL INC | 0.12% |
| WPP PLC | 0.12% |
| AMERICAN ELECTRIC POWER | 0.11% |
| BASF SE | 0.11% |
| EXXON MOBIL CORP | 0.11% |
| MACY'S INC | 0.11% |
| ORBITAL ATK INC | 0.11% |
| REALOGY HOLDINGS CORP | 0.11% |
| ROWAN COMPANIES PLC-A | 0.11% |
| STARWOOD PROPERTY TRUST INC | 0.11% |
| VINCI SA | 0.11% |
| ALLIANZ SE-REG | 0.10% |
| AXALTA COATING SYSTEMS LTD | 0.10% |
| B/E AEROSPACE INC | 0.10% |
| BROCADE COMMUNICATIONS SYS | 0.10% |
| GENERAL DYNAMICS CORP | 0.10% |
| IMPERIAL BRANDS PLC | 0.10% |
| NISOURCE INC | 0.10% |
| SIEMENS AG | 0.10% |
| SIMON PROPERTY GROUP INC | 0.10% |
| SIX FLAGS ENTERTAINMENT CORP | 0.10% |
| VIACOM INC-CLASS B | 0.10% |
| ALLEGION PLC | 0.09% |
| ASTELLAS PHARMA INC | 0.09% |
| ASTRAZENECA PLC | 0.09% |
| CAMDEN PROPERTY TRUST | 0.09% |
| COMPASS GROUP PLC | 0.09% |
| EDGEWELL PERSONAL CARE CO | 0.09% |
| IBERDROLA SA | 0.09% |
| MID-AMERICA APARTMENT COMM | 0.09% |
| NCR CORPORATION | 0.09% |
| POPULAR INC | 0.09% |
| ROPER TECHNOLOGIES INC | 0.09% |
| SERVICEMASTER GLOBAL HOLDING | 0.09% |
| SPIRIT AEROSYSTEMS HOLD-CL A | 0.09% |
| SWISS RE AG | 0.09% |
| VISTEON CORP | 0.09% |
| XYLEM INC | 0.09% |
| 3I GROUP PLC | 0.08% |
| APARTMENT INVT & MGMT CO -A | 0.08% |
| BNP PARIBAS | 0.08% |
| CENTRAL JAPAN RAILWAY CO | 0.08% |
| CHIMERA INVESTMENT CORP | 0.08% |
| GRAPHIC PACKAGING HOLDING CO | 0.08% |
| HSBC HOLDINGS PLC | 0.08% |
| INVESTOR AB-B SHS | 0.08% |
| KAO CORP | 0.08% |
| KONINKLIJKE AHOLD NV | 0.08% |
| MIZUHO FINANCIAL GROUP INC | 0.08% |
| NESTLE SA-REG | 0.08% |
| NEWS CORP - CLASS A | 0.08% |
| RELIANCE STEEL & ALUMINUM | 0.08% |
| SAMSUNG ELECTRONICS CO LTD | 0.08% |
| SUMITOMO MITSUI FINANCIAL GR | 0.08% |
| AXA SA | 0.07% |
| COCA-COLA AMATIL LTD | 0.07% |
| DAI NIPPON PRINTING CO LTD | 0.07% |
| DEUTSCHE POST AG-REG | 0.07% |
| ENERGIZER HOLDINGS INC | 0.07% |
| JAZZ PHARMACEUTICALS PLC | 0.07% |
| LIBERTY SIRIUSXM GROUP-A | 0.07% |
| MITSUBISHI UFJ FINANCIAL GRO | 0.07% |
| NUANCE COMMUNICATIONS INC | 0.07% |
| REINSURANCE GROUP OF AMERICA | 0.07% |
| VCA INC | 0.07% |
| ALLIED WORLD ASSURANCE CO | 0.06% |
| ANHEUSER-BUSCH INBEV SA/NV | 0.06% |
| BRAMBLES LTD | 0.06% |
| BROADRIDGE FINANCIAL SOLUTIO | 0.06% |
| BUNGE LTD | 0.06% |
| BWX TECHNOLOGIES INC | 0.06% |
| CARLISLE COS INC | 0.06% |
| DYCOM INDUSTRIES INC | 0.06% |
| E.ON SE | 0.06% |
| EQUITY LIFESTYLE PROPERTIES | 0.06% |
| HOLLYFRONTIER CORP | 0.06% |
| IDEX CORP | 0.06% |
| KINGFISHER PLC | 0.06% |
| MFA FINANCIAL INC | 0.06% |
| MITSUBISHI ELECTRIC CORP | 0.06% |
| MUENCHENER RUECKVER AG-REG | 0.06% |
| NTT DOCOMO INC | 0.06% |
| OMV AG | 0.06% |
| ORANGE | 0.06% |
| ROYAL DUTCH SHELL PLC-B SHS | 0.06% |
| SKY PLC | 0.06% |
| URBAN OUTFITTERS INC | 0.06% |
| AIA GROUP LTD | 0.05% |
| AMERICAN FINANCIAL GROUP INC | 0.05% |
| BANCO SANTANDER SA | 0.05% |
| CHEMED CORP | 0.05% |
| CLP HOLDINGS LTD | 0.05% |
| CORELOGIC INC | 0.05% |
| CSRA INC | 0.05% |
| DELUXE CORP | 0.05% |
| DUKE REALTY CORP | 0.05% |
| FIAT CHRYSLER AUTOMOBILES NV | 0.05% |
| KDDI CORP | 0.05% |
| ORIX CORP | 0.05% |
| ROYAL DUTCH SHELL PLC-A SHS | 0.05% |
| SCOTTS MIRACLE-GRO CO-CL A | 0.05% |
| SHIRE PLC | 0.05% |
| TRINSEO SA | 0.05% |
| TWO HARBORS INVESTMENT CORP | 0.05% |
| VESTAS WIND SYSTEMS A/S | 0.05% |
| VODAFONE GROUP PLC | 0.05% |
| YANGZIJIANG SHIPBUILDING | 0.05% |
| ADVANCED ENERGY INDUSTRIES | 0.04% |
| ASPEN INSURANCE HOLDINGS LTD | 0.04% |
| ASSOCIATED BRITISH FOODS PLC | 0.04% |
| ATOS SE | 0.04% |
| BAYER AG-REG | 0.04% |
| BRUKER CORP | 0.04% |
| BT GROUP PLC | 0.04% |
| CABOT CORP | 0.04% |
| COMMUNICATIONS SALES & LE | 0.04% |
| DELHAIZE GROUP | 0.04% |
| ENDESA S.A. | 0.04% |
| ENEL SPA | 0.04% |
| ENSCO PLC-CL A | 0.04% |
| HARVEY NORMAN HOLDINGS LTD | 0.04% |
| ICU MEDICAL INC | 0.04% |
| JAPAN TOBACCO INC | 0.04% |
| JONES LANG LASALLE INC | 0.04% |
| KERRY GROUP PLC-A | 0.04% |
| LGI HOMES INC | 0.04% |
| MASTEC INC | 0.04% |
| MITSUBISHI UFJ LEASE & FINAN | 0.04% |
| NATL HEALTH INVESTORS INC | 0.04% |
| NEW WORLD DEVELOPMENT | 0.04% |
| RECKITT BENCKISER GROUP PLC | 0.04% |
| RENAULT SA | 0.04% |
| RESONA HOLDINGS INC | 0.04% |
| SKANSKA AB-B SHS | 0.04% |
| SOCIETE GENERALE SA | 0.04% |
| SWISS LIFE HOLDING AG-REG | 0.04% |
| VISTA OUTDOOR INC | 0.04% |
| WH GROUP LTD | 0.04% |
| WHEELOCK & CO LTD | 0.04% |
| WORLD FUEL SERVICES CORP | 0.04% |
| YARA INTERNATIONAL ASA | 0.04% |
| AIN HOLDINGS INC | 0.03% |
| AKZO NOBEL | 0.03% |
| AMADEUS IT HOLDING SA-A SHS | 0.03% |
| AMCOR LIMITED | 0.03% |
| ANA HOLDINGS INC | 0.03% |
| AP MOELLER-MAERSK A/S-B | 0.03% |
| ARGAN INC | 0.03% |
| BP PLC | 0.03% |
| CENTENE CORP | 0.03% |
| CHALLENGER LTD | 0.03% |
| CNP ASSURANCES | 0.03% |
| CYPRESS SEMICONDUCTOR CORP | 0.03% |
| DIAMOND RESORTS INTERNATIONA | 0.03% |
| EMPLOYERS HOLDINGS INC | 0.03% |
| ENERSYS | 0.03% |
| ETHAN ALLEN INTERIORS INC | 0.03% |
| FUJI HEAVY INDUSTRIES LTD | 0.03% |
| HENKEL AG & CO KGAA VORZUG | 0.03% |
| HIBERNIA REIT PLC | 0.03% |
| ICF INTERNATIONAL INC | 0.03% |
| ING GROEP NV-CVA | 0.03% |
| ITOCHU CORP | 0.03% |
| ITV PLC | 0.03% |
| J2 GLOBAL INC | 0.03% |
| JAPAN AIRLINES CO LTD | 0.03% |
| JAPAN HOTEL REIT INVESTMENT | 0.03% |
| JARDINE CYCLE & CARRIAGE LTD | 0.03% |
| KOPPERS HOLDINGS INC | 0.03% |
| LEGGETT & PLATT INC | 0.03% |
| LENDLEASE GROUP | 0.03% |
| LIBERTY INTERACTIVE CORP Q-A | 0.03% |
| MEDIPAL HOLDINGS CORP | 0.03% |
| MELLANOX TECHNOLOGIES LTD | 0.03% |
| MITSUI FUDOSAN CO LTD | 0.03% |
| MURATA MANUFACTURING CO LTD | 0.03% |
| NESTE OYJ | 0.03% |
| NINTENDO CO LTD | 0.03% |
| NOKIA OYJ | 0.03% |
| NORTHROP GRUMMAN CORP | 0.03% |
| NOVO NORDISK A/S-B | 0.03% |
| ORKLA ASA | 0.03% |
| OSRAM LICHT AG | 0.03% |
| PATRICK INDUSTRIES INC | 0.03% |
| PRUDENTIAL PLC | 0.03% |
| RE/MAX HOLDINGS INC-CL A | 0.03% |
| ROYAL DUTCH SHELL PLC-A SHS | 0.03% |
| ROYAL MAIL PLC | 0.03% |
| SCHINDLER HOLDING-PART CERT | 0.03% |
| STORA ENSO OYJ-R SHS | 0.03% |
| SURGICAL CARE AFFILIATES INC | 0.03% |
| TELSTRA CORP LTD | 0.03% |
| TESARO INC | 0.03% |
| TETRA TECH INC | 0.03% |
| TEVA PHARMACEUTICAL-SP ADR | 0.03% |
| THALES SA | 0.03% |
| THOR INDUSTRIES INC | 0.03% |
| TOHO GAS CO LTD | 0.03% |
| TOPPAN PRINTING CO LTD | 0.03% |
| TOWER SEMICONDUCTOR LTD | 0.03% |
| TRANSUNION | 0.03% |
| TRIBUNE MEDIA CO - A | 0.03% |
| TYLER TECHNOLOGIES INC | 0.03% |
| UNILEVER PLC | 0.03% |
| UPM-KYMMENE OYJ | 0.03% |
| VALEO SA | 0.03% |
| VECTREN CORP | 0.03% |
| VEOLIA ENVIRONNEMENT | 0.03% |
| WOLTERS KLUWER | 0.03% |
| WOODSIDE PETROLEUM LTD | 0.03% |
| WOODWARD INC | 0.03% |
| ACS ACTIVIDADES | 0.02% |
| ACTELION LTD-REG | 0.02% |
| ADMIRAL GROUP PLC | 0.02% |
| AGREE REALTY CORP | 0.02% |
| AIRBUS GROUP SE | 0.02% |
| ALBANY MOLECULAR RESEARCH | 0.02% |
| ALIBABA GROUP HOLDING-SP ADR | 0.02% |
| ALLERGAN PLC | 0.02% |
| AMAG PHARMACEUTICALS INC | 0.02% |
| AMERICAN EQUITY INVT LIFE HL | 0.02% |
| AMERICAN VANGUARD CORP | 0.02% |
| AMTRUST FINANCIAL SERVICES | 0.02% |
| ANICOM HOLDINGS INC | 0.02% |
| APPLIED OPTOELECTRONICS INC | 0.02% |
| ARISTOCRAT LEISURE LTD | 0.02% |
| ASAHI KASEI CORP | 0.02% |
| ASHTEAD GROUP PLC | 0.02% |
| AURIZON HOLDINGS LTD | 0.02% |
| AUSTEVOLL SEAFOOD ASA | 0.02% |
| BANCO LATINOAMERICANO COME-E | 0.02% |
| BARRY CALLEBAUT AG-REG | 0.02% |
| BEACON ROOFING SUPPLY INC | 0.02% |
| BHP BILLITON LIMITED | 0.02% |
| BLACKBAUD INC | 0.02% |
| BORAL LTD | 0.02% |
| BRINKER INTERNATIONAL INC | 0.02% |
| C.H. ROBINSON WORLDWIDE INC | 0.02% |
| CAESARSTONE LTD | 0.02% |
| CALERES INC | 0.02% |
| CALLON PETROLEUM CO | 0.02% |
| CAMBREX CORP | 0.02% |
| CARDIOME PHARMA CORP | 0.02% |
| CARDTRONICS INC | 0.02% |
| CEDAR FAIR LP | 0.02% |
| CEVA INC | 0.02% |
| CHEMTURA CORP | 0.02% |
| CHESAPEAKE LODGING TRUST | 0.02% |
| CHINA WATER AFFAIRS GROUP | 0.02% |
| CIMIC GROUP LTD | 0.02% |
| CIRRUS LOGIC INC | 0.02% |
| COGENT COMMUNICATIONS HOLDIN | 0.02% |
| COM HEM HOLDING AB | 0.02% |
| COMFORTDELGRO CORP LTD | 0.02% |
| COMPUGROUP MEDICAL SE | 0.02% |
| CONAGRA FOODS INC | 0.02% |
| CONCORDIA FINANCIAL GROUP LT | 0.02% |
| CONMED CORP | 0.02% |
| CONTINENTAL BUILDING PRODUCT | 0.02% |
| COOPER TIRE & RUBBER | 0.02% |
| COOPER-STANDARD HOLDING | 0.02% |
| CSG SYSTEMS INTL INC | 0.02% |
| CUSTOMERS BANCORP INC | 0.02% |
| CVR ENERGY INC | 0.02% |
| DEXCOM INC | 0.02% |
| DORMA+KABA HOLDING AG-REG B | 0.02% |
| DSP GROUP INC | 0.02% |
| EAST WEST BANCORP INC | 0.02% |
| EMERGENT BIOSOLUTIONS INC | 0.02% |
| EMS-CHEMIE HOLDING AG-REG | 0.02% |
| ENDO INTERNATIONAL PLC | 0.02% |
| EOG RESOURCES INC | 0.02% |
| EPR PROPERTIES | 0.02% |
| EVONIK INDUSTRIES AG | 0.02% |
| EXPERIAN PLC | 0.02% |
| EXPRESS INC | 0.02% |
| FCB FINANCIAL HOLDINGS-CL A | 0.02% |
| FEDERATED NATIONAL HOLDING C | 0.02% |
| FIRST BANCORP PUERTO RICO | 0.02% |
| FLIGHT CENTRE TRAVEL GROUP L | 0.02% |
| FTD COS INC | 0.02% |
| GREATBATCH INC | 0.02% |
| GRIFOLS SA-ADR | 0.02% |
| GRUPO FINANCIERO BANORTE-O | 0.02% |
| GUNGHO ONLINE ENTERTAINMENT | 0.02% |
| H AND E EQUIPMENT SERVICES INC | 0.02% |
| HALYARD HEALTH INC | 0.02% |
| HANMI FINANCIAL CORPORATION | 0.02% |
| HEALTHSOUTH CORP | 0.02% |
| HEINEKEN HOLDING NV | 0.02% |
| HITACHI CHEMICAL CO LTD | 0.02% |
| HORIZON PHARMA PLC | 0.02% |
| HORMEL FOODS CORP | 0.02% |
| HOUSING DEVELOPMENT FINANCE | 0.02% |
| HOYA CORP | 0.02% |
| IMPAX LABORATORIES INC | 0.02% |
| INCYTE CORP | 0.02% |
| INDUSTRIVARDEN AB-A SHS | 0.02% |
| INTELIQUENT INC | 0.02% |
| INTERDIGITAL INC | 0.02% |
| INTERPUBLIC GROUP OF COS INC | 0.02% |
| KADANT INC | 0.02% |
| KBR INC | 0.02% |
| KERRY PROPERTIES LTD | 0.02% |
| KUMAGAI GUMI CO LTD | 0.02% |
| LANNETT CO INC | 0.02% |
| LATTICE SEMICONDUCTOR CORP | 0.02% |
| LEXINGTON REALTY TRUST | 0.02% |
| LIONS GATE ENTERTAINMENT COR | 0.02% |
| LITTELFUSE INC | 0.02% |
| LONZA GROUP AG-REG | 0.02% |
| LTC PROPERTIES INC | 0.02% |
| LUXOTTICA GROUP SPA | 0.02% |
| MADISON SQUARE GARDEN CO- A | 0.02% |
| MARKS AND SPENCER LTD | 0.02% |
| MAZDA MOTOR CORP | 0.02% |
| MEDIVATION INC | 0.02% |
| MENTOR GRAPHICS CORP | 0.02% |
| METRO AG | 0.02% |
| MICHELIN (CGDE) | 0.02% |
| MINERALS TECHNOLOGIES INC | 0.02% |
| MKS INSTRUMENTS INC | 0.02% |
| MSG NETWORKS INC- A | 0.02% |
| NATIONAL CINEMEDIA INC | 0.02% |
| NELNET INC-CL A | 0.02% |
| NEXON CO LTD | 0.02% |
| NIPPON STEEL & SUMITOMO META | 0.02% |
| NISSAN MOTOR CO LTD | 0.02% |
| NN GROUP NV | 0.02% |
| OMEGA PROTEIN CORP | 0.02% |
| ON ASSIGNMENT INC | 0.02% |
| ON SEMICONDUCTOR CORP | 0.02% |
| PCCW LTD | 0.02% |
| PENN NATIONAL GAMING INC | 0.02% |
| PEUGEOT SA | 0.02% |
| PGT INC | 0.02% |
| PHARMERICA CORP | 0.02% |
| PHILIP MORRIS INTERNATIONAL | 0.02% |
| PLANTRONICS INC | 0.02% |
| PLEXUS CORP | 0.02% |
| PROOFPOINT INC | 0.02% |
| REED ELSEVIER PLC | 0.02% |
| REGAL ENTERTAINMENT GROUP-A | 0.02% |
| REGUS PLC | 0.02% |
| REPSOL SA | 0.02% |
| RWE AG | 0.02% |
| RYANAIR HOLDINGS PLC-SP ADR | 0.02% |
| SAINSBURY (J) PLC | 0.02% |
| SANDERSON FARMS INC | 0.02% |
| SELECT MEDICAL HOLDINGS CORP | 0.02% |
| SENSATA TECHNOLOGIES HOLDING | 0.02% |
| SHRIRAM TRANSPORT FINANCE | 0.02% |
| SIKA AG-BR | 0.02% |
| SOFTBANK GROUP CORP | 0.02% |
| SPARTANNASH CO | 0.02% |
| STANDEX INTERNATIONAL CORP | 0.02% |
| SUMITOMO MITSUI TRUST HOLDIN | 0.02% |
| SUMMIT HOTEL PROPERTIES INC | 0.02% |
| SYNNEX CORP | 0.02% |
| TAISEI CORP | 0.02% |
| TDK CORP | 0.02% |
| TELECOM ITALIA-RSP | 0.02% |
| TENCENT HOLDINGS LTD | 0.02% |
| TESSERA TECHNOLOGIES INC | 0.02% |
| THE GEO GROUP INC | 0.02% |
| TYCO INTERNATIONAL PLC | 0.02% |
| UNITED INSURANCE HOLDINGS CO | 0.02% |
| US CONCRETE INC | 0.02% |
| VECTOR GROUP LTD | 0.02% |
| VOESTALPINE AG | 0.02% |
| VWR CORP | 0.02% |
| WABASH NATIONAL CORP | 0.02% |
| WEB.COM GROUP INC | 0.02% |
| WESTERN ALLIANCE BANCORP | 0.02% |
| WOLSELEY PLC | 0.02% |
| WOLVERINE WORLD WIDE INC | 0.02% |
| A10 NETWORKS INC | 0.01% |
| ACADIA PHARMACEUTICALS INC | 0.01% |
| ACCESS NATIONAL CORP | 0.01% |
| ACETO CORP | 0.01% |
| AEGEAN MARINE PETROLEUM NETW | 0.01% |
| AEGON NV | 0.01% |
| AENA SA | 0.01% |
| AERCAP HOLDINGS NV | 0.01% |
| AGEAS | 0.01% |
| AKORN INC | 0.01% |
| ALFRESA HOLDINGS CORP | 0.01% |
| ALTRA INDUSTRIAL MOTION CORP | 0.01% |
| AMBARELLA INC | 0.01% |
| AMERICAN AXLE & MFG HOLDINGS | 0.01% |
| AMSURG CORP | 0.01% |
| ANI PHARMACEUTICALS INC | 0.01% |
| APIGEE CORP | 0.01% |
| APOLLO COMMERCIAL REAL ESTAT | 0.01% |
| APPLIED GENETIC TECHNOLOGIES | 0.01% |
| ARALEZ PHARMACEUTICALS INC | 0.01% |
| ARBOR REALTY TRUST INC | 0.01% |
| ARDELYX INC | 0.01% |
| ARIAD PHARMACEUTICALS INC | 0.01% |
| ARROW ELECTRONICS INC | 0.01% |
| ASHFORD HOSPITALITY TRUST | 0.01% |
| ASML HOLDING NV | 0.01% |
| ASPEN TECHNOLOGY INC | 0.01% |
| AUROBINDO PHARMA LTD | 0.01% |
| AUST AND NZ BANKING GROUP | 0.01% |
| AVG TECHNOLOGIES | 0.01% |
| AVIVA PLC | 0.01% |
| AZZ INC | 0.01% |
| BAE SYSTEMS PLC | 0.01% |
| BANC OF CALIFORNIA INC | 0.01% |
| BANK OF IRELAND | 0.01% |
| BANK OF QUEENSLAND LTD | 0.01% |
| BASSO INDUSTRY CORP | 0.01% |
| BCE INC | 0.01% |
| BERKELEY GROUP HOLDINGS/THE | 0.01% |
| BIG LOTS INC | 0.01% |
| BIOSPECIFICS TECHNOLOGIES | 0.01% |
| BOFI HOLDING INC | 0.01% |
| BOLIDEN AB | 0.01% |
| BOYD GAMING CORP | 0.01% |
| BRANDYWINE REALTY TRUST | 0.01% |
| BUFFALO WILD WINGS INC | 0.01% |
| CACI INTERNATIONAL INC -CL A | 0.01% |
| CALAMP CORP | 0.01% |
| CARDINAL FINANCIAL CORP | 0.01% |
| CASETEK HOLDINGS LTD | 0.01% |
| CAVIUM INC | 0.01% |
| CELGENE CORP | 0.01% |
| CELLNEX TELECOM SAU | 0.01% |
| CENTRICA PLC | 0.01% |
| CHASE CORP | 0.01% |
| CHEESECAKE FACTORY INC/THE | 0.01% |
| CHICAGO BRIDGE & IRON CO NV | 0.01% |
| CHILDREN'S PLACE INC/THE | 0.01% |
| CHRISTIAN DIOR SE | 0.01% |
| CHUBB LTD | 0.01% |
| CHUBU ELECTRIC POWER CO INC | 0.01% |
| CIENA CORP | 0.01% |
| CITIZENS & NORTHERN CORP | 0.01% |
| CLINIGEN GROUP PLC | 0.01% |
| CNO FINANCIAL GROUP INC | 0.01% |
| COCHLEAR LTD | 0.01% |
| COLONY CAPITAL INC - A | 0.01% |
| COLOPL INC | 0.01% |
| COMMUNITY HEALTHCARE TRUST I | 0.01% |
| COMPAGNIE DE SAINT-GOBAIN | 0.01% |
| CONTINENTAL AG | 0.01% |
| CORNERSTONE ONDEMAND INC | 0.01% |
| COVESTRO AG | 0.01% |
| COX AND KINGS LTD | 0.01% |
| CRAY INC | 0.01% |
| CREDICORP LTD | 0.01% |
| CRH PLC | 0.01% |
| CRITEO SA-SPON ADR | 0.01% |
| CTRIP.COM INTERNATIONAL-ADR | 0.01% |
| CUBIC CORP | 0.01% |
| CYS INVESTMENTS INC | 0.01% |
| DAICEL CORP | 0.01% |
| DAIMLER AG-REGISTERED SHARES | 0.01% |
| DAIWA SECURITIES GROUP INC | 0.01% |
| DALATA HOTEL GROUP PLC | 0.01% |
| DANSKE BANK A/S | 0.01% |
| DEAN FOODS CO | 0.01% |
| DELIVERY HERO HOLDIN P/P | 0.01% |
| DEPOMED INC | 0.01% |
| DHT HOLDINGS INC | 0.01% |
| DIAMONDBACK ENERGY INC | 0.01% |
| DOMTAR CORP | 0.01% |
| DOUGLAS DYNAMICS INC | 0.01% |
| DOW CHEMICAL CO/THE | 0.01% |
| DSW INC-CLASS A | 0.01% |
| DYNAVAX TECHNOLOGIES CORP | 0.01% |
| DYNEGY INC | 0.01% |
| ELECTROLUX AB-SER B | 0.01% |
| ENCANA CORP | 0.01% |
| ENCORE CAPITAL GROUP INC | 0.01% |
| ENNIS INC | 0.01% |
| ENTERPRISE FINANCIAL SERVICES CORP | 0.01% |
| EPR PROPERTIES 05.7500 CUM CV PFD | 0.01% |
| ESSENT GROUP LTD | 0.01% |
| EURAZEO | 0.01% |
| EUTELSAT COMMUNICATIONS | 0.01% |
| FACEBOOK INC-A | 0.01% |
| FARMERS CAPITAL BANK CORP | 0.01% |
| FEDERAL AGRIC MTG CORP-CL C | 0.01% |
| FIDELITY SOUTHERN CORP | 0.01% |
| FINANCIAL INSTITUTIONS INC | 0.01% |
| FIRST COMMUNITY BANCSHARES | 0.01% |
| FIRST INDUSTRIAL REALTY TR | 0.01% |
| FIRSTMERIT CORP | 0.01% |
| FIVE PRIME THERAPEUTICS INC | 0.01% |
| FLAGSTAR BANCORP INC | 0.01% |
| FLEETMATICS GROUP PLC | 0.01% |
| FLUSHING FINANCIAL CORP | 0.01% |
| FORTESCUE METALS GROUP LTD | 0.01% |
| FOXTONS GROUP PLC | 0.01% |
| FRANKLIN FINANCIAL NETWORK | 0.01% |
| FRONTIER COMMUNICATIONS CORP | 0.01% |
| FUJITSU LTD | 0.01% |
| FUKUOKA FINANCIAL GROUP INC | 0.01% |
| G-III APPAREL GROUP LTD | 0.01% |
| GENMARK DIAGNOSTICS INC | 0.01% |
| GIGAMON INC | 0.01% |
| GLENCORE PLC | 0.01% |
| GLOBAL MEDIACOM TBK PT | 0.01% |
| GLOBUS MEDICAL INC - A | 0.01% |
| GMAC CAPITAL TRUST I PCT 06.4111 | 0.01% |
| GOLDEN AGRI-RESOURCES LTD | 0.01% |
| GREAT SOUTHERN BANCORP INC | 0.01% |
| GREENBRIER COMPANIES INC | 0.01% |
| GULFPORT ENERGY CORP | 0.01% |
| HAIN CELESTIAL GROUP INC | 0.01% |
| HAKUHODO DY HOLDINGS INC | 0.01% |
| HANG LUNG GROUP LTD | 0.01% |
| HCI GROUP INC | 0.01% |
| HEALTHEQUITY INC | 0.01% |
| HEARTLAND FINANCIAL USA INC | 0.01% |
| HERCULES CAPITAL INC | 0.01% |
| HERITAGE INSURANCE HOLDINGS | 0.01% |
| HERSHA HOSPITALITY TRUST | 0.01% |
| HINO MOTORS LTD | 0.01% |
| HITACHI HIGH-TECHNOLOGY | 0.01% |
| HORIZON BANCORP INDIANA | 0.01% |
| IDEMITSU KOSAN CO LTD | 0.01% |
| IDT CORP-CLASS B | 0.01% |
| IIDA GROUP HOLDINGS CO LTD | 0.01% |
| IMAX CORP | 0.01% |
| IMPRIVATA INC | 0.01% |
| INC RESEARCH HOLDINGS INC-A | 0.01% |
| INFINERA CORP | 0.01% |
| INNOPHOS HOLDINGS INC | 0.01% |
| INTEGRA LIFESCIENCES HOLDING | 0.01% |
| INTEGRATED DEVICE TECH INC | 0.01% |
| INTERSIL CORP-A | 0.01% |
| INTL CONSOLIDATED AIRLINE-DI | 0.01% |
| INVESTORS REAL ESTATE TRUST | 0.01% |
| IXIA | 0.01% |
| JOHN B. SANFILIPPO & SON INC | 0.01% |
| JTEKT CORP | 0.01% |
| KAPSTONE PAPER AND PACKAGING | 0.01% |
| KENNEDY-WILSON HOLDINGS INC | 0.01% |
| KIA MOTORS CORP | 0.01% |
| KINDRED HEALTHCARE INC | 0.01% |
| KKR & CO LP | 0.01% |
| KOITO MANUFACTURING CO LTD | 0.01% |
| KONE OYJ-B | 0.01% |
| KRATON PERFORMANCE POLYMERS | 0.01% |
| KRATOS DEFENSE & SECURITY | 0.01% |
| KURARAY CO LTD | 0.01% |
| LAGARDERE SCA | 0.01% |
| LAKELAND BANCORP INC | 0.01% |
| LANDAUER INC | 0.01% |
| LAZARD LTD-CL A | 0.01% |
| LENDINGTREE INC | 0.01% |
| LIBERTY GLOBAL PLC-SERIES C | 0.01% |
| LIBERTY MEDIA GROUP-A | 0.01% |
| LIGAND PHARMACEUTICALS | 0.01% |
| LIVE NATION ENTERTAINMENT IN | 0.01% |
| MACQUARIE GROUP LTD | 0.01% |
| MAIDEN HOLDINGS LTD | 0.01% |
| MAINSOURCE FINANCIAL GROUP INC | 0.01% |
| MARCUS CORPORATION | 0.01% |
| MARRIOTT VACATIONS WORLD | 0.01% |
| MATRIX SERVICE CO | 0.01% |
| MATSON INC | 0.01% |
| MCBC HOLDINGS INC | 0.01% |
| MEDICINES COMPANY | 0.01% |
| MEDLEY CAPITAL CORP | 0.01% |
| MEIJI HOLDINGS CO LTD | 0.01% |
| MERRIMACK PHARMACEUTICALS IN | 0.01% |
| META FINANCIAL GROUP INC | 0.01% |
| METRO BANK PLC | 0.01% |
| MGM CHINA HOLDINGS LTD | 0.01% |
| MICROSEMI CORP | 0.01% |
| MIMEDX GROUP INC | 0.01% |
| MITSUBISHI CORP | 0.01% |
| MITSUBISHI GAS CHEMICAL CO | 0.01% |
| MITSUBISHI MATERIALS CORP | 0.01% |
| MITSUBISHI TANABE PHARMA | 0.01% |
| MIXI INC | 0.01% |
| MOBILEIRON INC | 0.01% |
| MOBILEYE NV | 0.01% |
| MONOLITHIC POWER SYSTEMS INC | 0.01% |
| MSA SAFETY INC | 0.01% |
| MTS SYSTEMS CORP | 0.01% |
| MYRIAD GENETICS INC | 0.01% |
| NATIXIS | 0.01% |
| NETSUITE INC | 0.01% |
| NEUROCRINE BIOSCIENCES INC | 0.01% |
| NEXSTAR BROADCASTING GROUP-A | 0.01% |
| NIPPON TELEVISION HOLDINGS | 0.01% |
| NN INC | 0.01% |
| NOMAD FOODS LTD | 0.01% |
| NOMURA REAL ESTATE HOLDINGS | 0.01% |
| NORSK HYDRO ASA | 0.01% |
| NORTHERN OIL AND GAS INC | 0.01% |
| NORTHERN STAR RESOURCES LTD | 0.01% |
| NSK LTD | 0.01% |
| NUMERICABLE-SFR | 0.01% |
| NUTRACEUTICAL INTL CORP | 0.01% |
| OMEGA HEALTHCARE INVESTORS | 0.01% |
| ONE LIBERTY PROPERTIES INC | 0.01% |
| OPHTHOTECH CORP | 0.01% |
| OPPENHEIMER HOLDINGS-CL A | 0.01% |
| OPUS BANK | 0.01% |
| ORACLE CORP JAPAN | 0.01% |
| ORASURE TECHNOLOGIES INC | 0.01% |
| ORION ENGINEERED CARBONS SA | 0.01% |
| OWENS-ILLINOIS INC | 0.01% |
| OXFORD INDUSTRIES INC | 0.01% |
| PACIFIC PREMIER BANCORP INC | 0.01% |
| PACIRA PHARMACEUTICALS INC | 0.01% |
| PACWEST BANCORP | 0.01% |
| PANASONIC CORP | 0.01% |
| PARTNERS GROUP HOLDING AG | 0.01% |
| PAYCOM SOFTWARE INC | 0.01% |
| PAYLOCITY HOLDING CORP | 0.01% |
| PEOPLES BANCORP INC | 0.01% |
| PERFICIENT INC | 0.01% |
| PERMANENT TSB GROUP HOLDINGS | 0.01% |
| PERSIMMON PLC | 0.01% |
| PITNEY BOWES INC | 0.01% |
| POWER INTEGRATIONS INC | 0.01% |
| PRESTIGE BRANDS HOLDINGS INC | 0.01% |
| PROS HOLDINGS INC | 0.01% |
| PROSIEBENSAT.1 MEDIA SE | 0.01% |
| PROTHENA CORP PLC | 0.01% |
| PUBLICIS GROUPE | 0.01% |
| QAD INC-A | 0.01% |
| QANTAS AIRWAYS LTD | 0.01% |
| RADNET INC | 0.01% |
| RAIFFEISEN BANK INTERNATIONA | 0.01% |
| RAMCO-GERSHENSON PROPERTIES | 0.01% |
| REPLIGEN CORP | 0.01% |
| REPUBLIC BANCORP INC-CLASS A | 0.01% |
| RESTORATION HARDWARE HOLDING | 0.01% |
| RIB SOFTWARE AG | 0.01% |
| RIO TINTO PLC | 0.01% |
| ROCKWELL MEDICAL INC | 0.01% |
| ROVI CORP | 0.01% |
| S FOODS INC | 0.01% |
| SABMILLER PLC | 0.01% |
| SAIA INC | 0.01% |
| SALMAR ASA | 0.01% |
| SANMINA-SCI CORP | 0.01% |
| SARTORIUS AG-PFD PCT 0.000 | 0.01% |
| SCOR SE | 0.01% |
| SCORPIO TANKERS INC | 0.01% |
| SEIKO EPSON CORP | 0.01% |
| SEKISUI CHEMICAL CO LTD | 0.01% |
| SELECT INCOME REIT | 0.01% |
| SEVEN & I HOLDINGS CO LTD | 0.01% |
| SHIMAMURA CO LTD | 0.01% |
| SHIONOGI & CO LTD | 0.01% |
| SHORETEL INC | 0.01% |
| SILICON LABORATORIES INC | 0.01% |
| SINCLAIR BROADCAST GROUP -A | 0.01% |
| SJM HOLDINGS LTD | 0.01% |
| SK HYNIX INC | 0.01% |
| SKANDINAVISKA ENSKILDA BAN-A | 0.01% |
| SKYWORKS SOLUTIONS INC | 0.01% |
| SMURFIT KAPPA GROUP PLC | 0.01% |
| SOLAR CAPITAL LTD | 0.01% |
| SOPRA STERIA GROUP | 0.01% |
| SPARK NEW ZEALAND LTD | 0.01% |
| SPECTRANETICS CORP | 0.01% |
| SSE PLC | 0.01% |
| ST JAMES'S PLACE PLC | 0.01% |
| STAG INDUSTRIAL INC | 0.01% |
| STAMPS.COM INC | 0.01% |
| STERIS PLC | 0.01% |
| STEVEN MADDEN LTD | 0.01% |
| STONERIDGE INC | 0.01% |
| STROEER SE & CO KGAA | 0.01% |
| SUCAMPO PHARMACEUTICALS-CL A | 0.01% |
| SUMITOMO HEAVY INDUSTRIES | 0.01% |
| SUMITOMO WAREHOUSE CO LTD | 0.01% |
| SUN HUNG KAI PROPERTIES | 0.01% |
| SUNCOR ENERGY INC | 0.01% |
| SUPERNUS PHARMACEUTICALS INC | 0.01% |
| SVENSKA CELLULOSA AB SCA-B | 0.01% |
| SWECO AB-B SHS | 0.01% |
| SWEDBANK AB - A SHARES | 0.01% |
| SYNAPTICS INC | 0.01% |
| SYNCHRONOSS TECHNOLOGIES INC | 0.01% |
| TABCORP HOLDINGS LTD | 0.01% |
| TAIWAN SEMICONDUCTOR MANUFAC | 0.01% |
| TAKASHIMAYA CO LTD | 0.01% |
| TALMER BANCORP INC -CL A | 0.01% |
| TAYLOR WIMPEY PLC | 0.01% |
| TCF FINANCIAL CORP | 0.01% |
| TEAM HEALTH HOLDINGS INC | 0.01% |
| TELENOR ASA | 0.01% |
| TOHOKU ELECTRIC POWER CO INC | 0.01% |
| TOKYO ELECTRIC POWER CO INC | 0.01% |
| TOKYO GAS CO LTD | 0.01% |
| TRAVELPORT WORLDWIDE LTD | 0.01% |
| TREX COMPANY INC | 0.01% |
| TRIPLE-S MANAGEMENT CORP-B | 0.01% |
| TUI AG-DI | 0.01% |
| TURKIYE GARANTI BANKASI | 0.01% |
| UBIQUITI NETWORKS INC | 0.01% |
| UBS GROUP AG-REG | 0.01% |
| ULTIMATE SOFTWARE GROUP INC | 0.01% |
| UNILEVER NV-CVA | 0.01% |
| UNITED COMMUNITY BANKS/GA | 0.01% |
| UNIVERSAL HEALTH RLTY INCOME | 0.01% |
| VEEVA SYSTEMS INC-CLASS A | 0.01% |
| VERIFONE SYSTEMS INC | 0.01% |
| VERINT SYSTEMS INC | 0.01% |
| VINA CONCHA Y TORO SA-SP ADR | 0.01% |
| VIRGIN MONEY HOLDINGS UK | 0.01% |
| VOCUS COMMUNICATIONS LTD | 0.01% |
| WABTEC CORP | 0.01% |
| WAGEWORKS INC | 0.01% |
| WALMART DE MEXICO SAB DE CV | 0.01% |
| WHARF HOLDINGS LTD | 0.01% |
| WILLIAM HILL PLC | 0.01% |
| WM MORRISON SUPERMARKETS | 0.01% |
| WOOLWORTHS LTD | 0.01% |
| WOORI BANK | 0.01% |
| WORLDPAY GRP LTD | 0.01% |
| X 5 RETAIL GROUP NV-REGS GDR | 0.01% |
| YAMAHA MOTOR CO LTD | 0.01% |
| ZEE ENTERTAINMENT ENTERPRISE | 0.01% |
| ZELTIQ AESTHETICS INC | 0.01% |
| ZENDESK INC | 0.01% |
| ZIONS BANCORPORATION | 0.01% |
| ACC CLAIMS HOLDING LLC CLASS A | 0.00% |
| ACS ACTIVIDADES CONS Y-RTS | 0.00% |
| AG MORTGAGE INVESTMENT TRUST | 0.00% |
| ARDENT LEISURE GROUP | 0.00% |
| ARLINGTON ASSET INVESTMENT-A | 0.00% |
| ARMOUR RESIDENTIAL REIT INC | 0.00% |
| CBL & ASSOCIATES PROPERTIES | 0.00% |
| COMSCORE INC | 0.00% |
| CREDIT SUISSE GROUP AG-REG | 0.00% |
| DNB NOR ASA | 0.00% |
| DOMINION DIAMOND CORP | 0.00% |
| EAGLE PHARMACEUTICALS INC | 0.00% |
| EASYJET PLC | 0.00% |
| ENTELLUS MEDICAL INC | 0.00% |
| EURONEXT NV P/P 144A | 0.00% |
| GENWORTH FINANCIAL INC-CL A | 0.00% |
| HALOZYME THERAPEUTICS INC | 0.00% |
| HITACHI METALS LTD | 0.00% |
| IMMUNE DESIGN CORP | 0.00% |
| INOTEK PHARMACEUTICALS CORP | 0.00% |
| INSYS THERAPEUTICS INC | 0.00% |
| INVESCO MORTGAGE CAPITAL | 0.00% |
| KOREA ELECTRIC POWER CORP | 0.00% |
| LEGAL & GENERAL GROUP PLC | 0.00% |
| LENOVO GROUP LTD | 0.00% |
| LIBERTY BRAVES GROUP-A | 0.00% |
| LIBERTY GLOBAL PLC LILAC - C | 0.00% |
| LINK REIT | 0.00% |
| LLOYDS BANKING GROUP PLC | 0.00% |
| LONE PINE RESOURCES CANADA L | 0.00% |
| LONE PINE RESOURCES INC-CL A | 0.00% |
| LSB INDUSTRIES INC | 0.00% |
| MALIBU BOATS INC - A | 0.00% |
| MOLINA HEALTHCARE INC | 0.00% |
| NETSCOUT SYSTEMS INC | 0.00% |
| NEUSTAR INC-CLASS A | 0.00% |
| NEWCREST MINING LTD | 0.00% |
| NOVAVAX INC | 0.00% |
| OTSUKA CORP | 0.00% |
| PANDORA A/S | 0.00% |
| PENNYMAC FINANCIAL SERVICE-A | 0.00% |
| PORTOLA PHARMACEUTICALS INC | 0.00% |
| RIGEL PHARMACEUTICALS INC | 0.00% |
| RTL GROUP | 0.00% |
| SAGE THERAPEUTICS INC | 0.00% |
| SEMTECH CORP | 0.00% |
| SHISEIDO CO LTD | 0.00% |
| SURUGA BANK LTD | 0.00% |
| SURYA SEMESTA INTERNUSA PT | 0.00% |
| TARO PHARMACEUTICAL INDUS | 0.00% |
| TECHNIP SA | 0.00% |
| TOKAI PHARMACEUTICALS INC | 0.00% |
| ULTRAGENYX PHARMACEUTICAL IN | 0.00% |
| UNIQURE NV | 0.00% |
| VOLKSWAGEN AG PFD | 0.00% |
| WHITING PETROLEUM CORP | 0.00% |
| ZODIAC SA | 0.00% |
Full Portfolio Holdings as of 06/30/16
| FNMA FN30 TBA 04.0000 08/01/2046 | 2.92% |
|---|---|
| GNMA GII30 TBA 03.5000 08/01/2046 | 2.17% |
| FNMA FN30 TBA 06.0000 07/01/2046 | 1.56% |
| GNMA GII30 TBA 03.5000 07/01/2046 | 1.45% |
| FNMA FN15 TBA 03.0000 07/01/2031 | 1.43% |
| FNMA FN30 TBA 03.0000 07/01/2046 | 1.42% |
| MICROSOFT CORP | 1.41% |
| JOHNSON & JOHNSON | 1.38% |
| VERIZON COMMUNICATIONS INC | 1.15% |
| JPMORGAN CHASE & CO | 1.06% |
| APPLE INC | 1.04% |
| HOME DEPOT INC | 0.93% |
| WAL-MART STORES INC | 0.89% |
| AMGEN INC | 0.80% |
| BOEING CO/THE | 0.80% |
| ALPHABET INC-CL A | 0.76% |
| LOWES COMPANIES INC | 0.75% |
| OCCIDENTAL PETROLEUM CORP | 0.75% |
| ALTRIA GROUP INC | 0.74% |
| FNMA FN30 TBA 04.5000 07/01/2046 | 0.74% |
| GILEAD SCIENCES INC | 0.73% |
| FNMA FN30 TBA 03.0000 08/01/2046 | 0.71% |
| PEPSICO INC | 0.68% |
| ENTERGY CORP | 0.62% |
| EBAY INC | 0.57% |
| DR PEPPER SNAPPLE GROUP INC | 0.56% |
| NVIDIA CORP | 0.55% |
| ANTHEM INC | 0.54% |
| ADOBE SYSTEMS INC | 0.52% |
| AMERISOURCEBERGEN CORP | 0.52% |
| CITIGROUP INC | 0.52% |
| LYONDELLBASELL INDU-CL A | 0.52% |
| AMAZON.COM INC | 0.50% |
| DISCOVERY COMMUNICATIONS-A | 0.50% |
| UNITED PARCEL SERVICE-CL B | 0.50% |
| PRUDENTIAL FINANCIAL INC | 0.49% |
| STARBUCKS CORP | 0.48% |
| L-3 COMMUNICATIONS HLDGS INC | 0.47% |
| DELTA AIR LINES INC | 0.46% |
| ALLSTATE CORP | 0.41% |
| MORGAN STANLEY | 0.41% |
| SYNCHRONY FINANCIAL | 0.41% |
| SCHLUMBERGER LTD | 0.40% |
| CR BARD INC | 0.37% |
| HALLIBURTON CO | 0.37% |
| CROWN HOLDINGS INC | 0.35% |
| PPL CORP | 0.33% |
| JUNIPER NETWORKS INC | 0.32% |
| MCKESSON CORP | 0.32% |
| GLOBAL PAYMENTS INC | 0.31% |
| MASCO CORP | 0.30% |
| UGI CORP | 0.30% |
| AGILENT TECHNOLOGIES INC | 0.29% |
| NIKE INC -CL B | 0.29% |
| ZOETIS INC | 0.29% |
| BANK OF NEW YORK MELLON CORP | 0.28% |
| COMPUTER SCIENCES CORP | 0.28% |
| KROGER CO | 0.28% |
| WELLS FARGO & CO | 0.28% |
| CLOROX COMPANY | 0.27% |
| ESTEE LAUDER COMPANIES-CL A | 0.27% |
| CAMPBELL SOUP CO | 0.26% |
| XEROX CORP | 0.26% |
| CARDINAL HEALTH INC | 0.25% |
| CARTERS INC | 0.25% |
| APPLIED MATERIALS INC | 0.24% |
| SIRIUS XM HOLDINGS INC | 0.24% |
| ALLISON TRANSMISSION HOLDING | 0.23% |
| EDISON INTERNATIONAL | 0.23% |
| MAXIM INTEGRATED PRODUCTS | 0.23% |
| VERIZON COMM 04.5220 09/15/2048 | 0.23% |
| VNESHECONOMBANK P/P 144A 06.8000 11/22/2025 | 0.23% |
| CBRE GROUP INC - A | 0.22% |
| RAYTHEON COMPANY | 0.22% |
| VALERO ENERGY CORP | 0.22% |
| WASTE MANAGEMENT INC | 0.22% |
| AMDOCS LTD | 0.21% |
| AMERIPRISE FINANCIAL INC | 0.21% |
| E*TRADE FINANCIAL CORPORATION | 0.21% |
| LEIDOS HOLDINGS INC | 0.20% |
| TESORO CORP | 0.20% |
| ELEC DE FRANCE P/P 144A 05.2500 01/29/2049 | 0.19% |
| HOLOGIC INC | 0.19% |
| LINCOLN NATIONAL CORP | 0.19% |
| PVH CORP | 0.19% |
| SEALED AIR CORP | 0.19% |
| ANNALY CAPITAL MANAGEMENT IN | 0.18% |
| COCA-COLA EUROPEAN PARTNERS | 0.18% |
| CANADIAN NATURAL RESOURCE USD 05.7000 05/15/2017 | 0.17% |
| GENERAL GROWTH PROPERTIES | 0.17% |
| QUANTA SERVICES INC | 0.17% |
| RED HAT INC | 0.17% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.16% |
| GE CAP INTL FUNDING P/P 144A 04.4180 11/15/2035 | 0.16% |
| INTUIT INC | 0.16% |
| NOTA DO TESOURO NACIONAL 10.0000 01/01/2021 | 0.16% |
| 21ST CENTURY FOX AMERICA 07.7500 12/01/2045 | 0.15% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.15% |
| MOTOROLA SOLUTIONS INC | 0.15% |
| RUSSIAN FEDERATION P/P 144A 05.6250 04/04/2042 | 0.15% |
| VODAFONE GROUP PLC USD 01.2500 09/26/2017 | 0.15% |
| AMERICAN CAPITAL AGENCY CORP | 0.14% |
| CISCO SYSTEMS INC | 0.14% |
| GNMA GII30 4581 06.5000 11/20/2039 | 0.14% |
| GOLDMAN SACHS GROUP INC 07.5000 02/15/2019 | 0.14% |
| LEAR CORP | 0.14% |
| NOVARTIS AG-REG | 0.14% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.14% |
| SANOFI | 0.14% |
| TOTAL SA | 0.14% |
| UBS GROUP FUNDING P/P 144A 03.0000 04/15/2021 | 0.14% |
| VTB BANK (VTB CAP SA P/P 144A 06.8750 05/29/2018 | 0.14% |
| CHARLES RIVER LABORATORIES | 0.13% |
| GLAXOSMITHKLINE PLC | 0.13% |
| GNMA GII30 4246 06.5000 09/20/2038 | 0.13% |
| KAR AUCTION SERVICES INC | 0.13% |
| NEWFIELD EXPLORATION CO | 0.13% |
| ROCHE HOLDING AG-GENUSSCHEIN | 0.13% |
| BRITISH AMERICAN TOBACCO PLC | 0.12% |
| CGPUTQL2 R USL3M P 12/16/16 CI | 0.12% |
| FORD MOTOR CREDIT CO LLC 08.1250 01/15/2020 | 0.12% |
| GOODYEAR TIRE & RUBBER CO | 0.12% |
| NABORS INDUSTRIES LTD | 0.12% |
| NIPPON TELEGRAPH & TELEPHONE | 0.12% |
| REGIONS FINANCIAL CORP | 0.12% |
| VOYA FINANCIAL INC | 0.12% |
| WPP PLC | 0.12% |
| AMERICAN ELECTRIC POWER | 0.11% |
| BASF SE | 0.11% |
| CAESARS ENT OPER TLB6B L+675 07.0052 03/01/2017 | 0.11% |
| EXXON MOBIL CORP | 0.11% |
| HSBC FINANCE CORP 06.6760 01/15/2021 | 0.11% |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.11% |
| MACY'S INC | 0.11% |
| ORBITAL ATK INC | 0.11% |
| REALOGY HOLDINGS CORP | 0.11% |
| ROWAN COMPANIES PLC-A | 0.11% |
| SPST 2016-1 A 01.4533 02/25/2017 | 0.11% |
| STARWOOD PROPERTY TRUST INC | 0.11% |
| TELEFONICA EMISIONES SAU USD 04.5700 04/27/2023 | 0.11% |
| VINCI SA | 0.11% |
| ALLIANZ SE-REG | 0.10% |
| ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 | 0.10% |
| ASTRAZENECA PLC USD 05.9000 09/15/2017 | 0.10% |
| AXALTA COATING SYSTEMS LTD | 0.10% |
| B/E AEROSPACE INC | 0.10% |
| BNP PARIBAS USD 01.3750 03/17/2017 | 0.10% |
| BROCADE COMMUNICATIONS SYS | 0.10% |
| COVIDIEN INTlL FIN USD 06.0000 10/15/2017 | 0.10% |
| CWALT 2006-OA10 4A1 00.6433 08/25/2046 | 0.10% |
| CWALT 2006-OA7 1A2 01.3771 06/25/2046 | 0.10% |
| ELEC DE FRANCE P/P 144A 05.6250 12/29/2049 | 0.10% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.10% |
| GENERAL DYNAMICS CORP | 0.10% |
| IBM CORP 01.8750 08/01/2022 | 0.10% |
| IMPERIAL BRANDS PLC | 0.10% |
| JPMCC 2006-LDP8 AJ 05.4800 05/15/2045 | 0.10% |
| NISOURCE INC | 0.10% |
| REPUBLIC OF SOUTH AFRICA USD 04.6650 01/17/2024 | 0.10% |
| SANTANDER UK PLC USD 01.3750 03/13/2017 | 0.10% |
| SIEMENS AG | 0.10% |
| SIMON PROPERTY GROUP INC | 0.10% |
| SIX FLAGS ENTERTAINMENT CORP | 0.10% |
| STANDARD CHARTER BK P/P 144A 08.0000 05/30/2031 | 0.10% |
| VIACOM INC-CLASS B | 0.10% |
| ALLEGION PLC | 0.09% |
| AMAZON.COM INC 01.2000 11/29/2017 | 0.09% |
| AMGEN INC 02.1250 05/15/2017 | 0.09% |
| AMGEN INC 03.4500 10/01/2020 | 0.09% |
| ANHEUSER-BUSCH INBEV 08.2000 01/15/2039 | 0.09% |
| ASTELLAS PHARMA INC | 0.09% |
| ASTRAZENECA PLC | 0.09% |
| BANK OF AMERICA CORP 02.0000 01/11/2018 | 0.09% |
| BANK OF MONTREAL USD 02.5000 01/11/2017 | 0.09% |
| BANK OF NOVA SCOTIA USD 01.3750 12/18/2017 | 0.09% |
| BP CAPITAL MARKETS PLC USD 01.8460 05/05/2017 | 0.09% |
| CAMDEN PROPERTY TRUST | 0.09% |
| CISCO SYSTEMS INC 03.1500 03/14/2017 | 0.09% |
| COMPASS GROUP PLC | 0.09% |
| CONOCOPHILLIPS COMPANY 01.0500 12/15/2017 | 0.09% |
| CVS HEALTH CORP 02.2500 12/05/2018 | 0.09% |
| DEUTSCHE BANK AG LONDON USD 06.0000 09/01/2017 | 0.09% |
| EBAY INC 01.3500 07/15/2017 | 0.09% |
| EDGEWELL PERSONAL CARE CO | 0.09% |
| GENERAL ELECTRIC CO 05.4000 02/15/2017 | 0.09% |
| GOLDMAN SACHS GROUP INC 02.3750 01/22/2018 | 0.09% |
| IBERDROLA SA | 0.09% |
| INTEL CORP 01.3500 12/15/2017 | 0.09% |
| JPMORGAN CHASE & CO 02.0000 08/15/2017 | 0.09% |
| MID-AMERICA APARTMENT COMM | 0.09% |
| NCR CORPORATION | 0.09% |
| POPULAR INC | 0.09% |
| ROPER TECHNOLOGIES INC | 0.09% |
| ROYAL BANK OF CANADA USD 02.2000 07/27/2018 | 0.09% |
| SERVICEMASTER GLOBAL HOLDING | 0.09% |
| SPIRIT AEROSYSTEMS HOLD-CL A | 0.09% |
| SWISS RE AG | 0.09% |
| VISTEON CORP | 0.09% |
| WELLS FARGO & COMPANY 02.1000 05/08/2017 | 0.09% |
| XYLEM INC | 0.09% |
| 3I GROUP PLC | 0.08% |
| ABBVIE INC 01.7500 11/06/2017 | 0.08% |
| APARTMENT INVT & MGMT CO -A | 0.08% |
| ARCHER-DANIELS-MIDLAND C 05.4500 03/15/2018 | 0.08% |
| BARCLAYS BANK PLC P/P 144A 10.1790 06/12/2021 | 0.08% |
| BNP PARIBAS | 0.08% |
| CENTRAL JAPAN RAILWAY CO | 0.08% |
| CHIMERA INVESTMENT CORP | 0.08% |
| COOPERATIEVE RABOBANK UA USD 03.3750 01/19/2017 | 0.08% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.08% |
| GBP/USD 09/21/2016 HSBCB | 0.08% |
| GNMA GII30 4269 06.5000 10/20/2038 | 0.08% |
| GRAPHIC PACKAGING HOLDING CO | 0.08% |
| HSBC HOLDINGS PLC | 0.08% |
| INVESTOR AB-B SHS | 0.08% |
| JAPANESE YEN CALL ACCOUNT | 0.08% |
| KAO CORP | 0.08% |
| KONINKLIJKE AHOLD NV | 0.08% |
| KROGER CO/THE 06.9000 04/15/2038 | 0.08% |
| MIZUHO FINANCIAL GROUP INC | 0.08% |
| NESTLE SA-REG | 0.08% |
| NEWS CORP - CLASS A | 0.08% |
| RELIANCE STEEL & ALUMINUM | 0.08% |
| ROYAL BK SCOTLND GRP PLC USD 05.1250 05/28/2024 | 0.08% |
| ROYAL BK SCOTLND USD 04.7000 07/03/2018 | 0.08% |
| SAMSUNG ELECTRONICS CO LTD | 0.08% |
| SIMON PROPERTY GROUP P/P 144A 01.5000 02/01/2018 | 0.08% |
| SUMITOMO MITSUI FINANCIAL GR | 0.08% |
| UNITED TECHNOLOGIES CORP 05.3750 12/15/2017 | 0.08% |
| ALTRIA GROUP INC 02.8500 08/09/2022 | 0.07% |
| AMERICAN TOWER CORP 04.0000 06/01/2025 | 0.07% |
| AXA SA | 0.07% |
| BANK OF NEW YORK MELLON 01.9690 06/20/2017 | 0.07% |
| BBVA INTL PREF UNIPERSON USD 05.9190 04/29/2049 | 0.07% |
| COCA-COLA AMATIL LTD | 0.07% |
| DAI NIPPON PRINTING CO LTD | 0.07% |
| DEUTSCHE POST AG-REG | 0.07% |
| DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 | 0.07% |
| DUKE ENERGY CORP 02.1500 11/15/2016 | 0.07% |
| E.I. DU PONT DE NEMOURS 03.6250 01/15/2021 | 0.07% |
| ENERGIZER HOLDINGS INC | 0.07% |
| EXPEDIA INC 05.9500 08/15/2020 | 0.07% |
| GENERAL MOTORS FINL CO 03.4500 04/10/2022 | 0.07% |
| JAZZ PHARMACEUTICALS PLC | 0.07% |
| LIBERTY SIRIUSXM GROUP-A | 0.07% |
| MITSUBISHI UFJ FINANCIAL GRO | 0.07% |
| MORGAN STANLEY 04.7500 03/22/2017 | 0.07% |
| NUANCE COMMUNICATIONS INC | 0.07% |
| ONEAMERICA FINL P/P 144A 07.0000 10/15/2033 | 0.07% |
| PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 | 0.07% |
| REINSURANCE GROUP OF AMERICA | 0.07% |
| SHELL INTERNATIONAL FIN USD 05.2000 03/22/2017 | 0.07% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.07% |
| TIME WARNER INC 02.9500 07/15/2026 | 0.07% |
| VCA INC | 0.07% |
| WAL-MART STORES INC 06.5000 08/15/2037 | 0.07% |
| ABBVIE INC 02.9000 11/06/2022 | 0.06% |
| ALLIED WORLD ASSURANCE CO | 0.06% |
| AMERICAN EXPRESS COMPANY 07.0000 03/19/2018 | 0.06% |
| ANHEUSER-BUSCH INBEV FIN 02.6500 02/01/2021 | 0.06% |
| ANHEUSER-BUSCH INBEV SA/NV | 0.06% |
| APPLE INC 04.3750 05/13/2045 | 0.06% |
| AUTONATION INC. 05.5000 02/01/2020 | 0.06% |
| AXA SA P/P 144A 06.4630 12/29/2049 | 0.06% |
| BRAMBLES LTD | 0.06% |
| BROADRIDGE FINANCIAL SOLUTIO | 0.06% |
| BUNGE LTD | 0.06% |
| BWX TECHNOLOGIES INC | 0.06% |
| CARLISLE COS INC | 0.06% |
| CAS 2015-C04 1M2 06.1533 04/25/2028 | 0.06% |
| CBS CORP 07.8750 07/30/2030 | 0.06% |
| CIGNA CORP 04.5000 03/15/2021 | 0.06% |
| COMCAST CORP 06.9500 08/15/2037 | 0.06% |
| COMM 2007-C9 AJ 05.6500 12/10/2049 | 0.06% |
| COMM 2013-CR13 AM 04.4490 12/10/2023 | 0.06% |
| CONSOLIDATED EDISON COMPANY 07.1250 12/01/2018 | 0.06% |
| DYCOM INDUSTRIES INC | 0.06% |
| E.ON SE | 0.06% |
| EQUITY LIFESTYLE PROPERTIES | 0.06% |
| GENERAL ELECTRIC CO 06.7500 03/15/2032 | 0.06% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.06% |
| HOLLYFRONTIER CORP | 0.06% |
| IDEX CORP | 0.06% |
| JPMORGAN CHASE & CO 07.9000 12/29/2049 | 0.06% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.06% |
| KINGFISHER PLC | 0.06% |
| KRAFT HEINZ FOODS CO 06.5000 02/09/2040 | 0.06% |
| MFA FINANCIAL INC | 0.06% |
| MICROSOFT CORP 04.2000 06/01/2019 | 0.06% |
| MID-AMERICA APT LP 04.3000 10/15/2023 | 0.06% |
| MITSUBISHI ELECTRIC CORP | 0.06% |
| MSRR 2010-C30A A3B P/P 144A 05.2460 12/17/2043 | 0.06% |
| MUENCHENER RUECKVER AG-REG | 0.06% |
| NTT DOCOMO INC | 0.06% |
| OMNICOM GROUP INC 03.6000 04/15/2026 | 0.06% |
| OMV AG | 0.06% |
| ORACLE CORP 02.5000 10/15/2022 | 0.06% |
| ORANGE | 0.06% |
| PETROLEOS MEXICANOS USD 04.8750 01/18/2024 | 0.06% |
| PETROLEOS MEXICANOS USD 06.3750 01/23/2045 | 0.06% |
| PUGET SOUND ENERGY INC 06.9740 06/01/2067 | 0.06% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.06% |
| ROYAL DUTCH SHELL PLC-B SHS | 0.06% |
| SKY PLC | 0.06% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.06% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.06% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.06% |
| URBAN OUTFITTERS INC | 0.06% |
| WESTPAC BANKING CORP USD 04.8750 11/19/2019 | 0.06% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.06% |
| 21ST CENTURY FOX AMERICA 07.7500 01/20/2024 | 0.05% |
| AIA GROUP LTD | 0.05% |
| AMERICAN FINANCIAL GROUP INC | 0.05% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.05% |
| AT&T INC 04.7500 05/15/2046 | 0.05% |
| BANCO SANTANDER SA | 0.05% |
| BP CAPITAL MARKETS PLC USD 03.1190 05/04/2026 | 0.05% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.05% |
| CARGILL INC P/P 144A 04.1000 11/01/2042 | 0.05% |
| CHEMED CORP | 0.05% |
| CLP HOLDINGS LTD | 0.05% |
| CORELOGIC INC | 0.05% |
| CSRA INC | 0.05% |
| CSX CORP 04.1000 03/15/2044 | 0.05% |
| DELUXE CORP | 0.05% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.05% |
| DUKE REALTY CORP | 0.05% |
| ELECTRICITE DE FRANC P/P 144A 06.5000 01/26/2019 | 0.05% |
| EPR PROPERTIES 05.2500 07/15/2023 | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.05% |
| FIAT CHRYSLER AUTOMOBILES NV | 0.05% |
| HCP INC 04.2500 11/15/2023 | 0.05% |
| HONEYWELL INTERNATIONAL 05.3750 03/01/2041 | 0.05% |
| JOHNSON CONTROLS INC 04.9500 07/02/2064 | 0.05% |
| JPMCC 2005-LDP5 F 05.7175 12/15/2044 | 0.05% |
| KDDI CORP | 0.05% |
| KELLOGG CO 03.2500 04/01/2026 | 0.05% |
| MCDONALD'S CORP 05.7000 02/01/2039 | 0.05% |
| MCDONALD'S CORP 06.3000 10/15/2037 | 0.05% |
| MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 | 0.05% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.05% |
| OMEGA HLTHCARE INVES 04.5000 04/01/2027 | 0.05% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.05% |
| ORIX CORP | 0.05% |
| PEPSICO INC 07.9000 11/01/2018 | 0.05% |
| POTOMAC EDISON CO P/P 144A 05.8000 10/15/2016 | 0.05% |
| PRIMERICA INC 04.7500 07/15/2022 | 0.05% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.05% |
| RIO TINTO FIN USA LTD USD 09.0000 05/01/2019 | 0.05% |
| ROYAL DUTCH SHELL PLC-A SHS | 0.05% |
| SCOTTS MIRACLE-GRO CO-CL A | 0.05% |
| SHIRE PLC | 0.05% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.05% |
| TRINSEO SA | 0.05% |
| TWO HARBORS INVESTMENT CORP | 0.05% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.05% |
| VESTAS WIND SYSTEMS A/S | 0.05% |
| VIACOM INC 04.5000 03/01/2021 | 0.05% |
| VODAFONE GROUP PLC | 0.05% |
| WAMU 2005-AR9 A1C3 01.4133 07/25/2045 | 0.05% |
| YANGZIJIANG SHIPBUILDING | 0.05% |
| ACTAVIS FUNDING SCS USD 04.7500 03/15/2045 | 0.04% |
| ADVANCED ENERGY INDUSTRIES | 0.04% |
| AETNA INC 06.7500 12/15/2037 | 0.04% |
| AFLAC INC 06.9000 12/17/2039 | 0.04% |
| AMER TRANS SYST P/P 144A 05.0000 09/01/2044 | 0.04% |
| AMERICAN EXPRESS CO 06.1500 08/28/2017 | 0.04% |
| ANHEUSER-BUSCH INBEV FIN 03.6500 02/01/2026 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 02.5000 07/15/2022 | 0.04% |
| ASPEN INSURANCE HOLDINGS LTD | 0.04% |
| ASSOCIATED BRITISH FOODS PLC | 0.04% |
| ATOS SE | 0.04% |
| BAYER AG-REG | 0.04% |
| BCAP 2015-RR5 2A3 01.4800 01/26/2046 | 0.04% |
| BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 | 0.04% |
| BRUKER CORP | 0.04% |
| BT GROUP PLC | 0.04% |
| CABOT CORP | 0.04% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.04% |
| COMCAST CORPORATION 06.5000 01/15/2017 | 0.04% |
| COMM 2014-LC17 XA IO 01.1524 10/10/2047 | 0.04% |
| COMM 2014-UBS6 C 04.6143 12/10/2047 | 0.04% |
| COMM 2014-UBS6 XA IO 01.2122 12/10/2047 | 0.04% |
| COMMUNICATIONS SALES & LE | 0.04% |
| CROWN CASTLE INTL CORP. 05.2500 01/15/2023 | 0.04% |
| DELHAIZE GROUP | 0.04% |
| DIAGEO INVESTMENT CORP 08.0000 09/15/2022 | 0.04% |
| ENDESA S.A. | 0.04% |
| ENEL SPA | 0.04% |
| ENSCO PLC-CL A | 0.04% |
| FHR 3065 DC 18.5339 03/15/2035 | 0.04% |
| FNR 2006-8 HP 22.9046 03/25/2036 | 0.04% |
| FORD MOTOR COMPANY 07.4000 11/01/2046 | 0.04% |
| GBP/USD 09/21/2016 CSI-FX | 0.04% |
| GENERAL DYNAMICS CORP 03.6000 11/15/2042 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.04% |
| GOODMAN GROUP | 0.04% |
| GSMS 2013-GC12 C 04.1790 06/10/2046 | 0.04% |
| HARVEY NORMAN HOLDINGS LTD | 0.04% |
| HCA INC 06.5000 02/15/2020 | 0.04% |
| HISTORIC TW INC 09.1500 02/01/2023 | 0.04% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.04% |
| ICU MEDICAL INC | 0.04% |
| JAPAN TOBACCO INC | 0.04% |
| JONES LANG LASALLE INC | 0.04% |
| JPMCC 2006-LDP7 B 06.1836 04/17/2045 | 0.04% |
| KERRY GROUP PLC-A | 0.04% |
| LBUBS 2006-C1 AJ 05.2760 02/15/2041 | 0.04% |
| LGI HOMES INC | 0.04% |
| LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 | 0.04% |
| LUBRIZOL CORP 08.8750 02/01/2019 | 0.04% |
| MASTEC INC | 0.04% |
| MITSUBISHI UFJ LEASE & FINAN | 0.04% |
| MOTIVA ENTERPRISES P/P 144A 05.7500 01/15/2020 | 0.04% |
| MSBAM 2012-C6 XA IO P/P 144A 02.1931 11/15/2045 | 0.04% |
| MSC 2006-HQ10 AJ 05.3890 11/12/2041 | 0.04% |
| NATIONWIDE MUTUAL P/P 144A 08.2500 12/01/2031 | 0.04% |
| NATL HEALTH INVESTORS INC | 0.04% |
| NEW JERSEY BELL TELEPHON 08.0000 06/01/2022 | 0.04% |
| NEW WORLD DEVELOPMENT | 0.04% |
| NMRR 2015-1R 6A9 00.6092 05/26/2047 | 0.04% |
| NOBLE HOLDING INTL LTD USD 06.0500 03/01/2041 | 0.04% |
| NRG ENERGY INC 07.8750 05/15/2021 | 0.04% |
| ORANGE SA USD 04.1250 09/14/2021 | 0.04% |
| PACIFIC GAS & ELECTRIC 06.0500 03/01/2034 | 0.04% |
| PETROLEOS DE VEN P/P 144A 08.5000 11/02/2017 | 0.04% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.04% |
| PROGRESSIVE CORP 06.7000 06/15/2037 | 0.04% |
| RECKITT BENCKISER GROUP PLC | 0.04% |
| RENAULT SA | 0.04% |
| RESONA HOLDINGS INC | 0.04% |
| SKANSKA AB-B SHS | 0.04% |
| SOCIETE GENERALE SA | 0.04% |
| STATE STREET CAP TR IV 01.6525 06/15/2037 | 0.04% |
| SWISS LIFE HOLDING AG-REG | 0.04% |
| TIFFANY & CO 04.9000 10/01/2044 | 0.04% |
| TRAVELERS PPTY CASUALTY 07.7500 04/15/2026 | 0.04% |
| UBSBB 2012-C3 C P/P 144A 05.1230 08/10/2049 | 0.04% |
| UNION ELECTRIC CO 06.4000 06/15/2017 | 0.04% |
| UNITEDHEALTH GROUP INC 06.0000 02/15/2018 | 0.04% |
| VISTA OUTDOOR INC | 0.04% |
| WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 | 0.04% |
| WH GROUP LTD | 0.04% |
| WHEELOCK & CO LTD | 0.04% |
| WORLD FUEL SERVICES CORP | 0.04% |
| YARA INTERNATIONAL ASA | 0.04% |
| ADVANCED DISPOSAL SRVCES 08.2500 10/01/2020 | 0.03% |
| AGRIUM INC USD 03.3750 03/15/2025 | 0.03% |
| AIN HOLDINGS INC | 0.03% |
| AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 | 0.03% |
| AKZO NOBEL | 0.03% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.03% |
| AMADEUS IT HOLDING SA-A SHS | 0.03% |
| AMCOR LIMITED | 0.03% |
| ANA HOLDINGS INC | 0.03% |
| ANHEUSER-BUSCH INBEV FIN 01.2500 01/17/2018 | 0.03% |
| AP MOELLER-MAERSK A/S-B | 0.03% |
| APACHE CORPORATION 03.2500 04/15/2022 | 0.03% |
| APPLE INC 03.4500 05/06/2024 | 0.03% |
| ARC PROP OPER PART L 04.6000 02/06/2024 | 0.03% |
| ARGAN INC | 0.03% |
| ASTRAZENECA PLC USD 06.4500 09/15/2037 | 0.03% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% |
| BED BATH & BEYOND INC 05.1650 08/01/2044 | 0.03% |
| BNP PARIBAS USD 02.3750 09/14/2017 | 0.03% |
| BOEING CAPITAL CORPORATION 04.7000 10/27/2019 | 0.03% |
| BP PLC | 0.03% |
| BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 | 0.03% |
| BSCMS 2007-PW17 AJ 06.0827 06/11/2050 | 0.03% |
| BURLINGTN NORTH SANTA FE 05.4000 06/01/2041 | 0.03% |
| BURLINGTN NORTH SANTA FE 05.7500 05/01/2040 | 0.03% |
| CABLEVISION SYSTEMS 08.6250 09/15/2017 | 0.03% |
| CAESARS GROWTH PROP TL L+525 06.2500 04/10/2021 | 0.03% |
| CDX CDX.NA.HY.25 500.0 12/20/2020 | 0.03% |
| CENTENE CORP | 0.03% |
| CHALLENGER LTD | 0.03% |
| CNP ASSURANCES | 0.03% |
| COMM 2014-CR17 XA IO 01.3383 05/10/2047 | 0.03% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.03% |
| CONSOLIDATED EDISON CO O 04.2000 03/15/2042 | 0.03% |
| CVS HEALTH CORP 04.7500 12/01/2022 | 0.03% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.03% |
| CWALT 2005-27 1A1 01.3561 08/25/2035 | 0.03% |
| CYPRESS SEMICONDUCTOR CORP | 0.03% |
| DELPHI CORP 05.0000 02/15/2023 | 0.03% |
| DIAMOND RESORTS INTERNATIONA | 0.03% |
| EASTMAN CHEMICAL CO 03.8000 03/15/2025 | 0.03% |
| EMPLOYERS HOLDINGS INC | 0.03% |
| ENERSYS | 0.03% |
| ETHAN ALLEN INTERIORS INC | 0.03% |
| FHR 2990 LB 15.8158 06/15/2034 | 0.03% |
| FIRSTENERGY CORP 04.2500 03/15/2023 | 0.03% |
| FNR 2007-53 SP 22.5379 06/25/2037 | 0.03% |
| FORD MOTOR COMPANY 07.4500 07/16/2031 | 0.03% |
| FORD MOTOR COMPANY 09.9800 02/15/2047 | 0.03% |
| FUJI HEAVY INDUSTRIES LTD | 0.03% |
| GENERAL MOTORS FINL CO 03.0000 09/25/2017 | 0.03% |
| GLENCORE FUNDING LLC P/P 144A 02.8750 04/16/2020 | 0.03% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.03% |
| GNR 2015-H26 DI IO 01.9842 10/20/2065 | 0.03% |
| HENKEL AG & CO KGAA VORZUG | 0.03% |
| HESS CORP 07.3000 08/15/2031 | 0.03% |
| HIBERNIA REIT PLC | 0.03% |
| HONEYWELL INTERNATIONAL 04.2500 03/01/2021 | 0.03% |
| HONG KONG DOLLAR CALL ACCOUNT | 0.03% |
| HOST HOTELS & RESORTS 05.2500 03/15/2022 | 0.03% |
| ICF INTERNATIONAL INC | 0.03% |
| ING GROEP NV-CVA | 0.03% |
| ITC HOLDINGS CORP P/P 144A 06.0500 01/31/2018 | 0.03% |
| ITOCHU CORP | 0.03% |
| ITV PLC | 0.03% |
| J2 GLOBAL INC | 0.03% |
| JAPAN AIRLINES CO LTD | 0.03% |
| JAPAN HOTEL REIT INVESTMENT | 0.03% |
| JARDINE CYCLE & CARRIAGE LTD | 0.03% |
| JPMORGAN CHASE & CO 05.3000 12/29/2049 | 0.03% |
| KONINKLIJKE KPN N.V. USD 08.3750 10/01/2030 | 0.03% |
| KOPPERS HOLDINGS INC | 0.03% |
| LEGGETT & PLATT INC | 0.03% |
| LENDLEASE GROUP | 0.03% |
| LIBERTY INTERACTIVE CORP Q-A | 0.03% |
| MACQUARIE BANK LTD P/P 144A 02.8500 07/29/2020 | 0.03% |
| MEDIPAL HOLDINGS CORP | 0.03% |
| MELLANOX TECHNOLOGIES LTD | 0.03% |
| METHANEX CORP USD 05.6500 12/01/2044 | 0.03% |
| MGM RESORTS INTERNATIONAL 06.7500 10/01/2020 | 0.03% |
| MITSUI FUDOSAN CO LTD | 0.03% |
| MPT OPER PARTNERSP/FINL 06.3750 02/15/2022 | 0.03% |
| MSC 2011-C3 E P/P 144A 05.3479 07/15/2049 | 0.03% |
| MURATA MANUFACTURING CO LTD | 0.03% |
| NESTE OYJ | 0.03% |
| NEVADA POWER CO 07.1250 03/15/2019 | 0.03% |
| NEWELL BRANDS INC 04.2000 04/01/2026 | 0.03% |
| NINTENDO CO LTD | 0.03% |
| NOKIA OYJ | 0.03% |
| NORTHROP GRUMMAN CORP | 0.03% |
| NOVO NORDISK A/S-B | 0.03% |
| OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 | 0.03% |
| ORACLE CORP 05.3750 07/15/2040 | 0.03% |
| ORKLA ASA | 0.03% |
| OSRAM LICHT AG | 0.03% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.03% |
| PATRICK INDUSTRIES INC | 0.03% |
| PETROLEOS DE VENEZUELA S USD 05.1250 10/28/2016 | 0.03% |
| PRICELINE GROUP INC/THE 03.6500 03/15/2025 | 0.03% |
| PRUDENTIAL PLC | 0.03% |
| RE/MAX HOLDINGS INC-CL A | 0.03% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.03% |
| ROYAL DUTCH SHELL PLC-A SHS | 0.03% |
| ROYAL MAIL PLC | 0.03% |
| SCHINDLER HOLDING-PART CERT | 0.03% |
| SCIENTIFIC GAMES INT 10.0000 12/01/2022 | 0.03% |
| SPRINT CORP 07.8750 09/15/2023 | 0.03% |
| STATOIL ASA USD 05.1000 08/17/2040 | 0.03% |
| STORA ENSO OYJ-R SHS | 0.03% |
| SURGICAL CARE AFFILIATES INC | 0.03% |
| TELSTRA CORP LTD | 0.03% |
| TESARO INC | 0.03% |
| TETRA TECH INC | 0.03% |
| TEVA PHARMACEUTICAL-SP ADR | 0.03% |
| THALES SA | 0.03% |
| THE HARTFORD FINANCIAL SERVIC 05.1250 04/15/2022 | 0.03% |
| THE WILLIAMS COMPANIES INC. 04.5500 06/24/2024 | 0.03% |
| THOR INDUSTRIES INC | 0.03% |
| TOHO GAS CO LTD | 0.03% |
| TOPPAN PRINTING CO LTD | 0.03% |
| TOWER SEMICONDUCTOR LTD | 0.03% |
| TRANSUNION | 0.03% |
| TRIBUNE MEDIA CO - A | 0.03% |
| TYLER TECHNOLOGIES INC | 0.03% |
| UNILEVER PLC | 0.03% |
| UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 | 0.03% |
| UPM-KYMMENE OYJ | 0.03% |
| VALEO SA | 0.03% |
| VECTREN CORP | 0.03% |
| VEOLIA ENVIRONNEMENT | 0.03% |
| WAMU 2005-AR13 A1C3 00.9433 10/25/2045 | 0.03% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.03% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.03% |
| WESTROCK RKT CO 04.4500 03/01/2019 | 0.03% |
| WFRBS 2011-C4 E P/P 144A 05.4156 06/15/2044 | 0.03% |
| WFRBS 2012-C10 XA IO P/P 144A 01.8731 12/15/2045 | 0.03% |
| WFRBS 2013-C15 D P/P 144A 04.6286 08/15/2046 | 0.03% |
| WFRBS 2014-C19 C 04.6460 03/15/2047 | 0.03% |
| WOLTERS KLUWER | 0.03% |
| WOODSIDE PETROLEUM LTD | 0.03% |
| WOODWARD INC | 0.03% |
| WYNDHAM WORLDWIDE CORP 05.6250 03/01/2021 | 0.03% |
| 1.40 R ISWP FWD USL3M P 09/21/2021 | 0.02% |
| 1011778 BC / NEW RED P/P 144A 06.0000 04/01/2022 | 0.02% |
| ACADIA HEALTH 06.1250 03/15/2021 | 0.02% |
| ACS ACTIVIDADES | 0.02% |
| ACTAVIS FUNDING SCS USD 03.4500 03/15/2022 | 0.02% |
| ACTELION LTD-REG | 0.02% |
| ADMIRAL GROUP PLC | 0.02% |
| AES CORP/VA 05.5000 04/15/2025 | 0.02% |
| AES CORP/VA 07.3750 07/01/2021 | 0.02% |
| AGREE REALTY CORP | 0.02% |
| AIR LEASE CORP 03.3750 06/01/2021 | 0.02% |
| AIRBUS GROUP SE | 0.02% |
| ALBANY MOLECULAR RESEARCH | 0.02% |
| ALIBABA GROUP HOLDING-SP ADR | 0.02% |
| ALLERGAN PLC | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| ALTRIA GROUP INC 04.0000 01/31/2024 | 0.02% |
| AMAG PHARMACEUTICALS INC | 0.02% |
| AMERICAN EQUITY INVT LIFE HL | 0.02% |
| AMERICAN TIRE DISTRI P/P 144A 10.2500 03/01/2022 | 0.02% |
| AMERICAN VANGUARD CORP | 0.02% |
| AMTRUST FINANCIAL SERVICES | 0.02% |
| ANADARKO PETROLEUM CORP 06.9500 06/15/2019 | 0.02% |
| ANICOM HOLDINGS INC | 0.02% |
| APPLE INC 03.8500 05/04/2043 | 0.02% |
| APPLIED OPTOELECTRONICS INC | 0.02% |
| ARCELORMITTAL USD 10.8500 06/01/2019 | 0.02% |
| ARISTOCRAT LEISURE LTD | 0.02% |
| ASAHI KASEI CORP | 0.02% |
| ASHTEAD GROUP PLC | 0.02% |
| AURIZON HOLDINGS LTD | 0.02% |
| AUSTEVOLL SEAFOOD ASA | 0.02% |
| AUSTRALIAN DOLLAR ACCOUNT | 0.02% |
| AVAYA INC P/P 144A 07.0000 04/01/2019 | 0.02% |
| BANCO LATINOAMERICANO COME-E | 0.02% |
| BARRY CALLEBAUT AG-REG | 0.02% |
| BEACON ROOFING SUPPLY INC | 0.02% |
| BEAR STEARNS COS LLC 07.2500 02/01/2018 | 0.02% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.02% |
| BHP BILLITON LIMITED | 0.02% |
| BLACKBAUD INC | 0.02% |
| BLUE CUBE SPINCO INC P/P 144A 09.7500 10/15/2023 | 0.02% |
| BORAL LTD | 0.02% |
| BRINKER INTERNATIONAL INC | 0.02% |
| BROOKFIELD RESID P/P 144A 06.5000 12/15/2020 | 0.02% |
| BSCMS 2006-PW13 AJ 05.6110 09/11/2041 | 0.02% |
| BUILDERS FIRSTSOURCE P/P 144A 10.7500 08/15/2023 | 0.02% |
| C.H. ROBINSON WORLDWIDE INC | 0.02% |
| CAESARSTONE LTD | 0.02% |
| CALATLANTIC GROUP INC. 06.2500 12/15/2021 | 0.02% |
| CALERES INC | 0.02% |
| CALLON PETROLEUM CO | 0.02% |
| CALPINE CORP 05.7500 01/15/2025 | 0.02% |
| CAMBREX CORP | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 07.8750 10/15/2019 | 0.02% |
| CARDIOME PHARMA CORP | 0.02% |
| CARDTRONICS INC | 0.02% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 | 0.02% |
| CEDAR FAIR LP | 0.02% |
| CELANESE US HOLDINGS LLC 05.8750 06/15/2021 | 0.02% |
| CEVA INC | 0.02% |
| CHEMTURA CORP | 0.02% |
| CHESAPEAKE LODGING TRUST | 0.02% |
| CHINA WATER AFFAIRS GROUP | 0.02% |
| CHIRON MERGER SUB 10.5000 11/01/2018 | 0.02% |
| CIMIC GROUP LTD | 0.02% |
| CIRRUS LOGIC INC | 0.02% |
| CIT GROUP INC P/P 144A 06.6250 04/01/2018 | 0.02% |
| CLEAR CHNL WORLD 06.5000 11/15/2022 | 0.02% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.02% |
| COGENT COMMUNICATIONS HOLDIN | 0.02% |
| COM HEM HOLDING AB | 0.02% |
| COMCAST CORP 06.5000 11/15/2035 | 0.02% |
| COMFORTDELGRO CORP LTD | 0.02% |
| COMM 2014-CR16 XA IO 01.3988 04/10/2047 | 0.02% |
| COMM 2014-CR18 XA IO 01.4326 07/15/2047 | 0.02% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.02% |
| COMPUGROUP MEDICAL SE | 0.02% |
| CONAGRA FOODS INC | 0.02% |
| CONAGRA FOODS INC. 07.0000 04/15/2019 | 0.02% |
| CONCORDIA FINANCIAL GROUP LT | 0.02% |
| CONMED CORP | 0.02% |
| CONTINENTAL BUILDING PRODUCT | 0.02% |
| COOPER TIRE & RUBBER | 0.02% |
| COOPER-STANDARD HOLDING | 0.02% |
| CORRECTIONS CORP 04.6250 05/01/2023 | 0.02% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.02% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.02% |
| CSG SYSTEMS INTL INC | 0.02% |
| CUSTOMERS BANCORP INC | 0.02% |
| CVR ENERGY INC | 0.02% |
| DDR CORP. 07.8750 09/01/2020 | 0.02% |
| DELTA AIR LINES 2009 1A 07.7500 12/17/2019 | 0.02% |
| DEXCOM INC | 0.02% |
| DIAGEO CAPITAL PLC USD 01.5000 05/11/2017 | 0.02% |
| DORMA+KABA HOLDING AG-REG B | 0.02% |
| DSP GROUP INC | 0.02% |
| DUKE REALTY LP 04.3750 06/15/2022 | 0.02% |
| DYNEGY INC. 06.7500 11/01/2019 | 0.02% |
| EAST WEST BANCORP INC | 0.02% |
| ELECTRICITE DE FRANC P/P 144A 06.9500 01/26/2039 | 0.02% |
| EMERGENT BIOSOLUTIONS INC | 0.02% |
| EMS-CHEMIE HOLDING AG-REG | 0.02% |
| ENDO INTERNATIONAL PLC | 0.02% |
| ENERGY TRANSFER PARTNERS 05.2000 02/01/2022 | 0.02% |
| ENERGY TRANSFER PARTNERS 06.5000 02/01/2042 | 0.02% |
| EOG RESOURCES INC | 0.02% |
| EPR PROPERTIES | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 | 0.02% |
| EVEREST ACQ LLC/FIN 09.3750 05/01/2020 | 0.02% |
| EVONIK INDUSTRIES AG | 0.02% |
| EXPEDIA INC P/P 144A 05.0000 02/15/2026 | 0.02% |
| EXPERIAN PLC | 0.02% |
| EXPRESS INC | 0.02% |
| EXTERRAN PARTNERS/EX 06.0000 10/01/2022 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FCB FINANCIAL HOLDINGS-CL A | 0.02% |
| FEDERATED NATIONAL HOLDING C | 0.02% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.02% |
| FHR 3249 PS 20.8162 12/15/2036 | 0.02% |
| FHR 3408 EK 24.0143 04/15/2037 | 0.02% |
| FIDELITY NATIONAL INFORM 05.0000 10/15/2025 | 0.02% |
| FIRST BANCORP PUERTO RICO | 0.02% |
| FIRST QUANTUM P/P 144A 07.0000 02/15/2021 | 0.02% |
| FLIGHT CENTRE TRAVEL GROUP L | 0.02% |
| FORD MOTOR COMPANY 07.7000 05/15/2097 | 0.02% |
| FTD COS INC | 0.02% |
| GCCFC 2005-GG3 E 05.0870 08/10/2042 | 0.02% |
| GCP APPLIED TECH P/P 144A 09.5000 02/01/2023 | 0.02% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.02% |
| GENERAL MOTORS CO 06.7500 04/01/2046 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 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 2012-141 WI IO 03.5000 11/20/2041 | 0.02% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.02% |
| GRAY TELEVISION INC 07.5000 10/01/2020 | 0.02% |
| GREATBATCH INC | 0.02% |
| GRIFOLS SA-ADR | 0.02% |
| GRUPO FINANCIERO BANORTE-O | 0.02% |
| GUNGHO ONLINE ENTERTAINMENT | 0.02% |
| H AND E EQUIPMENT SERVICES INC | 0.02% |
| HALYARD HEALTH INC | 0.02% |
| HANMI FINANCIAL CORPORATION | 0.02% |
| HCA INC 05.0000 03/15/2024 | 0.02% |
| HD SUPPLY INC. 07.5000 07/15/2020 | 0.02% |
| HEALTHCARE REALTY TRUST INC 03.8750 05/01/2025 | 0.02% |
| HEALTHSOUTH CORP | 0.02% |
| HEINEKEN HOLDING NV | 0.02% |
| HITACHI CHEMICAL CO LTD | 0.02% |
| HORIZON PHARMA PLC | 0.02% |
| HORMEL FOODS CORP | 0.02% |
| HOST HOTELS & RESORTS LP 06.0000 10/01/2021 | 0.02% |
| HOUSING DEVELOPMENT FINANCE | 0.02% |
| HOWARD HUGHES CORP P/P 144A 06.8750 10/01/2021 | 0.02% |
| HOYA CORP | 0.02% |
| ICAHN ENTER/FIN 06.0000 08/01/2020 | 0.02% |
| IMPAX LABORATORIES INC | 0.02% |
| INCYTE CORP | 0.02% |
| INDUSTRIVARDEN AB-A SHS | 0.02% |
| INFOR US INC 06.5000 05/15/2022 | 0.02% |
| INTELIQUENT INC | 0.02% |
| INTERDIGITAL INC | 0.02% |
| INTERPUBLIC GROUP OF COS INC | 0.02% |
| JC PENNEY CORP INC 05.6500 06/01/2020 | 0.02% |
| JLL/DELTA DUTCH NEW P/P 144A 07.5000 02/01/2022 | 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% |
| KADANT INC | 0.02% |
| KBR INC | 0.02% |
| KERRY PROPERTIES LTD | 0.02% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.02% |
| KLX INC P/P 144A 05.8750 12/01/2022 | 0.02% |
| KRATON POLYMERS P/P 144A 10.5000 04/15/2023 | 0.02% |
| KUMAGAI GUMI CO LTD | 0.02% |
| LANNETT CO INC | 0.02% |
| LATTICE SEMICONDUCTOR CORP | 0.02% |
| LENNAR CORP 04.7500 11/15/2022 | 0.02% |
| LEXINGTON REALTY TRUST | 0.02% |
| LIONS GATE ENTERTAINMENT COR | 0.02% |
| LITTELFUSE INC | 0.02% |
| LLOYDS BANKING GROUP P/P 144A 06.6570 01/29/2049 | 0.02% |
| LONZA GROUP AG-REG | 0.02% |
| LTC PROPERTIES INC | 0.02% |
| LUXOTTICA GROUP SPA | 0.02% |
| LYONDELLBASELL IND NV 04.6250 02/26/2055 | 0.02% |
| MACYS RETAIL HLDGS INC 06.9000 04/01/2029 | 0.02% |
| MADISON SQUARE GARDEN CO- A | 0.02% |
| MANITOWOC FOODSERVIC P/P 144A 09.5000 02/15/2024 | 0.02% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.02% |
| MARKS AND SPENCER LTD | 0.02% |
| MAZDA MOTOR CORP | 0.02% |
| MEDIVATION INC | 0.02% |
| MEDTRONIC INC 03.5000 03/15/2025 | 0.02% |
| MEDTRONIC INC 04.3750 03/15/2035 | 0.02% |
| MENTOR GRAPHICS CORP | 0.02% |
| METRO AG | 0.02% |
| MICHELIN (CGDE) | 0.02% |
| MICRON TECH INC 05.8750 02/15/2022 | 0.02% |
| MICROSOFT CORP 05.3000 02/08/2041 | 0.02% |
| MINERALS TECHNOLOGIES INC | 0.02% |
| MKS INSTRUMENTS INC | 0.02% |
| MSBAM 2013-C12 XA IO 01.1104 10/15/2046 | 0.02% |
| MSC 2007-HQ11 AJ 05.5080 02/12/2044 | 0.02% |
| MSC 2007-IQ14 A2 05.6100 04/15/2049 | 0.02% |
| MSC 2007-T27 AJ 05.8201 06/11/2042 | 0.02% |
| MSC 2011-C3 D P/P 144A 05.3479 07/15/2049 | 0.02% |
| MSG NETWORKS INC- A | 0.02% |
| NATIONAL CINEMEDIA INC | 0.02% |
| NATIONSTAR MORT/ 07.8750 10/01/2020 | 0.02% |
| NELNET INC-CL A | 0.02% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.02% |
| NEUBERGER BERMAN P/P 144A 05.8750 03/15/2022 | 0.02% |
| NEW GOLD INC P/P 144A 07.0000 04/15/2020 | 0.02% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.02% |
| NEXON CO LTD | 0.02% |
| NIPPON STEEL & SUMITOMO META | 0.02% |
| NISOURCE FINANCE CORP 06.1250 03/01/2022 | 0.02% |
| NISSAN MOTOR CO LTD | 0.02% |
| NN GROUP NV | 0.02% |
| NORBORD INC P/P 144A 06.2500 04/15/2023 | 0.02% |
| NORTEK INC 08.5000 04/15/2021 | 0.02% |
| NOVELIS INC 08.7500 12/15/2020 | 0.02% |
| OASIS PETROLEUM INC 06.8750 03/15/2022 | 0.02% |
| OMEGA PROTEIN CORP | 0.02% |
| ON ASSIGNMENT INC | 0.02% |
| ON SEMICONDUCTOR CORP | 0.02% |
| ONCOR ELECTRIC DELIVERY 04.1000 06/01/2022 | 0.02% |
| OSHKOSH CORP 05.3750 03/01/2025 | 0.02% |
| PCCW LTD | 0.02% |
| PENN NATIONAL GAMING INC | 0.02% |
| PENN NATL GAMING 05.8750 11/01/2021 | 0.02% |
| PETROLEOS MEXICANOS USD 04.5000 01/23/2026 | 0.02% |
| PETROLEOS MEXICANOS USD 05.6250 01/23/2046 | 0.02% |
| PEUGEOT SA | 0.02% |
| PGT INC | 0.02% |
| PHARMERICA CORP | 0.02% |
| PHILIP MORRIS INTERNATIONAL | 0.02% |
| PLANTRONICS INC | 0.02% |
| PLEXUS CORP | 0.02% |
| PROOFPOINT INC | 0.02% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.02% |
| PRUDENTIAL FINANCIAL INC 08.8750 06/15/2038 | 0.02% |
| PUB SVC ELEC & GAS 05.5000 03/01/2040 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| RAYTHEON COMPANY 04.8750 10/15/2040 | 0.02% |
| REALTY INCOME CORP 04.6500 08/01/2023 | 0.02% |
| REED ELSEVIER PLC | 0.02% |
| REGAL ENTERTAINMENT GROUP-A | 0.02% |
| REGUS PLC | 0.02% |
| REPSOL SA | 0.02% |
| REVLON CONSUMER PRODS 05.7500 02/15/2021 | 0.02% |
| REYNOLDS GRP ISS/REY P/P 144A 04.1271 07/15/2021 | 0.02% |
| ROC FIN LLC/ROC FIN P/P 144A 12.1250 09/01/2018 | 0.02% |
| RWE AG | 0.02% |
| RYANAIR HOLDINGS PLC-SP ADR | 0.02% |
| SAINSBURY (J) PLC | 0.02% |
| SANDERSON FARMS INC | 0.02% |
| SELECT MEDICAL HOLDINGS CORP | 0.02% |
| SENSATA TECHNOLOGIES HOLDING | 0.02% |
| SERVICE CORP INTL 05.3750 05/15/2024 | 0.02% |
| SHRIRAM TRANSPORT FINANCE | 0.02% |
| SIKA AG-BR | 0.02% |
| SIX FLAGS ENT P/P 144A 05.2500 01/15/2021 | 0.02% |
| SOFTBANK GROUP CORP | 0.02% |
| SPARTANNASH CO | 0.02% |
| STANDARD IND INC P/P 144A 05.3750 11/15/2024 | 0.02% |
| STANDEX INTERNATIONAL CORP | 0.02% |
| SUMITOMO MITSUI TRUST HOLDIN | 0.02% |
| SUMMIT HOTEL PROPERTIES INC | 0.02% |
| SYNNEX CORP | 0.02% |
| TAISEI CORP | 0.02% |
| TDK CORP | 0.02% |
| TELECOM ITALIA-RSP | 0.02% |
| TENCENT HOLDINGS LTD | 0.02% |
| TENET HEALTHCARE 06.2500 11/01/2018 | 0.02% |
| TESSERA TECHNOLOGIES INC | 0.02% |
| TEXAS COMP ELEC TL EXT L+450 04.9337 10/10/2017 | 0.02% |
| THE GEO GROUP INC | 0.02% |
| TI GROUP AUTO SYS LL P/P 144A 08.7500 07/15/2023 | 0.02% |
| TYCO INTERNATIONAL PLC | 0.02% |
| UNITED INSURANCE HOLDINGS CO | 0.02% |
| US CONCRETE INC | 0.02% |
| VECTOR GROUP LTD | 0.02% |
| VOESTALPINE AG | 0.02% |
| VWR CORP | 0.02% |
| WABASH NATIONAL CORP | 0.02% |
| WALT DISNEY COMPANY/THE 02.7500 08/16/2021 | 0.02% |
| WEB.COM GROUP INC | 0.02% |
| WEST CORP P/P 144A 05.3750 07/15/2022 | 0.02% |
| WESTERN ALLIANCE BANCORP | 0.02% |
| WFRBS 2011-C3 D P/P 144A 05.8071 03/15/2044 | 0.02% |
| WFRBS 2012-C9 XA IO P/P 144A 02.2948 11/15/2045 | 0.02% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.02% |
| WFRBS 2013-C12 XA IO P/P 144A 01.5375 03/15/2048 | 0.02% |
| WFRBS 2013-C17 D P/P 144A 05.2954 12/15/2046 | 0.02% |
| WIDEOPENWEST FIN 10.2500 07/15/2019 | 0.02% |
| WOLSELEY PLC | 0.02% |
| WOLVERINE WORLD WIDE INC | 0.02% |
| WP CAREY INC 04.6000 04/01/2024 | 0.02% |
| WPX ENERGY INC 06.0000 01/15/2022 | 0.02% |
| A SCHULMAN INC P/P 144A 06.8750 06/01/2023 | 0.01% |
| A10 NETWORKS INC | 0.01% |
| ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 | 0.01% |
| ACADIA HEALTHCARE CO 05.1250 07/01/2022 | 0.01% |
| ACADIA PHARMACEUTICALS INC | 0.01% |
| ACCESS NATIONAL CORP | 0.01% |
| ACETO CORP | 0.01% |
| AEGEAN MARINE PETROLEUM NETW | 0.01% |
| AEGON NV | 0.01% |
| AENA SA | 0.01% |
| AERCAP HOLDINGS NV | 0.01% |
| AGEAS | 0.01% |
| AGRIUM INC USD 05.2500 01/15/2045 | 0.01% |
| AIR LEASE CORP 03.7500 02/01/2022 | 0.01% |
| AKORN INC | 0.01% |
| ALFRESA HOLDINGS CORP | 0.01% |
| ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 | 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% |
| ALTRA INDUSTRIAL MOTION CORP | 0.01% |
| AMAG PHARMA INC P/P 144A 07.8750 09/01/2023 | 0.01% |
| AMBARELLA INC | 0.01% |
| AMC ENT INC 05.7500 06/15/2025 | 0.01% |
| AMC ENT INC 05.8750 02/15/2022 | 0.01% |
| AMERICAN AXLE & MFG HOLDINGS | 0.01% |
| AMERICAN AXLE & MFG INC 07.7500 11/15/2019 | 0.01% |
| AMERICAN EXPRESS CO 04.9000 12/29/2049 | 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% |
| AMSURG CORP | 0.01% |
| ANADARKO PETROLEUM CORP 05.5500 03/15/2026 | 0.01% |
| ANADARKO PETROLEUM CORP 06.4500 09/15/2036 | 0.01% |
| ANI PHARMACEUTICALS INC | 0.01% |
| ANTERO RESOURCES 05.3750 11/01/2021 | 0.01% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% |
| APIGEE CORP | 0.01% |
| APOLLO COMMERCIAL REAL ESTAT | 0.01% |
| APPLIED GENETIC TECHNOLOGIES | 0.01% |
| ARALEZ PHARMACEUTICALS INC | 0.01% |
| ARBOR REALTY TRUST INC | 0.01% |
| ARCELORMITTAL USD 06.1250 06/01/2025 | 0.01% |
| ARDELYX INC | 0.01% |
| ARIAD PHARMACEUTICALS INC | 0.01% |
| ARIZONA PUBLIC SERVICE 04.5000 04/01/2042 | 0.01% |
| ARROW ELECTRONICS INC | 0.01% |
| ASHFORD HOSPITALITY TRUST | 0.01% |
| ASML HOLDING NV | 0.01% |
| ASPEN TECHNOLOGY INC | 0.01% |
| AUD/USD 07/21/2016 BANKAM | 0.01% |
| AUROBINDO PHARMA LTD | 0.01% |
| AUST AND NZ BANKING GROUP | 0.01% |
| AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 | 0.01% |
| AVAYA TLB7 L+525 06.2500 05/29/2020 | 0.01% |
| AVG TECHNOLOGIES | 0.01% |
| AVIS BUDGET CAR 05.5000 04/01/2023 | 0.01% |
| AVIVA PLC | 0.01% |
| AZZ INC | 0.01% |
| BACM 2007-5 XW IO P/P 144A 00.4940 02/10/2051 | 0.01% |
| BAE SYSTEMS PLC | 0.01% |
| BANC OF CALIFORNIA INC | 0.01% |
| BANK OF IRELAND | 0.01% |
| BANK OF QUEENSLAND LTD | 0.01% |
| BASSO INDUSTRY CORP | 0.01% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.01% |
| BCE INC | 0.01% |
| BEACON ROOFING SUPPL 06.3750 10/01/2023 | 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% |
| BERKELEY GROUP HOLDINGS/THE | 0.01% |
| BERRY PLASTICS CORP 05.1250 07/15/2023 | 0.01% |
| BERRY PLASTICS CORP 05.5000 05/15/2022 | 0.01% |
| BIG LOTS INC | 0.01% |
| BIOSPECIFICS TECHNOLOGIES | 0.01% |
| BLUELINE RENTAL FIN P/P 144A 07.0000 02/01/2019 | 0.01% |
| BOFI HOLDING INC | 0.01% |
| BOISE CASCADE 06.3750 11/01/2020 | 0.01% |
| BOLIDEN AB | 0.01% |
| BOMBARDIER INC P/P 144A 04.7500 04/15/2019 | 0.01% |
| BON-TON DEPT STORES 10.6250 07/15/2017 | 0.01% |
| BOYD GAMING CORP | 0.01% |
| BOYD GAMING CORPORATION 06.8750 05/15/2023 | 0.01% |
| BRANDYWINE REALTY TRUST | 0.01% |
| BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 | 0.01% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.8240 12/11/2038 | 0.01% |
| BUFFALO WILD WINGS INC | 0.01% |
| CABLEVISION SYSTEMS CORP 07.7500 04/15/2018 | 0.01% |
| CACI INTERNATIONAL INC -CL A | 0.01% |
| CAESARS ENT OPER TLB7 L+825 11.7500 03/01/2017 | 0.01% |
| CALAMP CORP | 0.01% |
| CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 | 0.01% |
| CARDINAL FINANCIAL CORP | 0.01% |
| CAS 2014-C03 2M1 01.6533 07/25/2024 | 0.01% |
| CAS 2015-C03 1M2 05.4533 07/25/2025 | 0.01% |
| CAS 2015-C04 2M2 06.0033 04/25/2028 | 0.01% |
| CAS 2016-C03 2M2 06.3533 10/25/2028 | 0.01% |
| CASETEK HOLDINGS LTD | 0.01% |
| CAVIUM INC | 0.01% |
| CBRE SERVICES INC 05.0000 03/15/2023 | 0.01% |
| CBS OUT AMER CAP LLC 05.8750 03/15/2025 | 0.01% |
| CCM MERGER INC P/P 144A 09.1250 05/01/2019 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CCO HLDGS LLC/CAP CORP 06.6250 01/31/2022 | 0.01% |
| CDX CDX.NA.IG.26 100.0 06/20/2021 | 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% |
| CELGENE CORP | 0.01% |
| CELLNEX TELECOM SAU | 0.01% |
| CENTENE CORP 04.7500 05/15/2022 | 0.01% |
| CENTENE CORP P/P 144A 05.6250 02/15/2021 | 0.01% |
| CENTENE CORP P/P 144A 06.1250 02/15/2024 | 0.01% |
| CENTRICA PLC | 0.01% |
| CENTURYLINK INC 06.7500 12/01/2023 | 0.01% |
| CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 | 0.01% |
| CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 | 0.01% |
| CF INDUSTRIES INC 05.1500 03/15/2034 | 0.01% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7688 10/15/2049 | 0.01% |
| CHARTER COMM OPT LLC P/P 144A 04.9080 07/23/2025 | 0.01% |
| CHARTER COMM OPT LLC P/P 144A 06.4840 10/23/2045 | 0.01% |
| CHASE CORP | 0.01% |
| CHEESECAKE FACTORY INC/THE | 0.01% |
| CHEMOURS CO 06.6250 05/15/2023 | 0.01% |
| CHESAP OIL OP/FN 06.6250 11/15/2019 | 0.01% |
| CHESAPEAKE ENERGY CO P/P 144A 08.0000 12/15/2022 | 0.01% |
| CHICAGO BRIDGE & IRON CO NV | 0.01% |
| CHILDREN'S PLACE INC/THE | 0.01% |
| CHRISTIAN DIOR SE | 0.01% |
| CHS/COMMUNITY HEALTH 06.8750 02/01/2022 | 0.01% |
| CHUBB LTD | 0.01% |
| CHUBU ELECTRIC POWER CO INC | 0.01% |
| CIENA CORP | 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. 05.2500 03/15/2018 | 0.01% |
| CITIGROUP INC 05.8750 12/29/2049 | 0.01% |
| CITIGROUP INC 05.9500 12/29/2049 | 0.01% |
| CITIZENS & NORTHERN CORP | 0.01% |
| CLEAR CHANNEL COMMUN 09.0000 12/15/2019 | 0.01% |
| CLEAR CHNL WORLD 07.6250 03/15/2020 | 0.01% |
| CLINIGEN GROUP PLC | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CNO FINANCIAL GROUP INC | 0.01% |
| CNO FINANCIAL GROUP INC 04.5000 05/30/2020 | 0.01% |
| COCHLEAR LTD | 0.01% |
| COLONY CAPITAL INC - A | 0.01% |
| COLOPL INC | 0.01% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.01% |
| COMM 2005-LP5 D 04.7908 05/10/2043 | 0.01% |
| COMM 2006-C8 XS IO P/P 144A 00.7192 12/10/2046 | 0.01% |
| COMM 2013-CR13 XA IO 01.1296 12/10/2023 | 0.01% |
| COMMSCOPE TECH FIN L P/P 144A 06.0000 06/15/2025 | 0.01% |
| COMMUNITY HEALTHCARE TRUST I | 0.01% |
| COMPAGNIE DE SAINT-GOBAIN | 0.01% |
| CONCHO RESOURCES INC 05.5000 04/01/2023 | 0.01% |
| CONCHO RESOURCES INC 05.5000 10/01/2022 | 0.01% |
| CONCORDIA INTL P/P 144A 07.0000 04/15/2023 | 0.01% |
| CONSTELLATION BRANDS INC 06.0000 05/01/2022 | 0.01% |
| CONSTELLATION BRANDS INC. 07.2500 09/01/2016 | 0.01% |
| CONTINENTAL AG | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.01% |
| CORNERSTONE ONDEMAND INC | 0.01% |
| COVESTRO AG | 0.01% |
| COX AND KINGS LTD | 0.01% |
| CRAY INC | 0.01% |
| CREDICORP LTD | 0.01% |
| CREDIT ACCEPTANC 06.1250 02/15/2021 | 0.01% |
| CRH PLC | 0.01% |
| CRIMSON MERGER P/P 144A 06.6250 05/15/2022 | 0.01% |
| CRITEO SA-SPON ADR | 0.01% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 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% |
| CTRIP.COM INTERNATIONAL-ADR | 0.01% |
| CUBIC CORP | 0.01% |
| CWALT 2006-OC2 2A3 00.7433 02/25/2036 | 0.01% |
| CYS INVESTMENTS INC | 0.01% |
| DAICEL CORP | 0.01% |
| DAIMLER AG-REGISTERED SHARES | 0.01% |
| DAIWA SECURITIES GROUP INC | 0.01% |
| DALATA HOTEL GROUP PLC | 0.01% |
| DANSKE BANK A/S | 0.01% |
| DEAN FOODS CO | 0.01% |
| DEAN FOODS CO P/P 144A 06.5000 03/15/2023 | 0.01% |
| DELIVERY HERO HOLDIN P/P | 0.01% |
| DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 | 0.01% |
| DEPOMED INC | 0.01% |
| DEVON FINANCING CORP LLC 07.8750 09/30/2031 | 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% |
| DHT HOLDINGS INC | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 05.8750 06/15/2021 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% |
| DIAMONDBACK ENERGY INC | 0.01% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.01% |
| DOMTAR CORP | 0.01% |
| DOUGLAS DYNAMICS INC | 0.01% |
| DOW CHEMICAL CO/THE | 0.01% |
| DSW INC-CLASS A | 0.01% |
| DYNAVAX TECHNOLOGIES CORP | 0.01% |
| DYNEGY INC | 0.01% |
| E*TRADE FINANCIAL CORP 04.6250 09/15/2023 | 0.01% |
| E*TRADE FINANCIAL CORP 05.3750 11/15/2022 | 0.01% |
| ELDORADO RESORTS INC 07.0000 08/01/2023 | 0.01% |
| ELECTROLUX AB-SER B | 0.01% |
| EMERA US FINANCE LP P/P 144A 03.5500 06/15/2026 | 0.01% |
| ENCANA CORP | 0.01% |
| ENCORE CAPITAL GROUP INC | 0.01% |
| ENDO FIN LLC/ENDO FI P/P 144A 05.8750 01/15/2023 | 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 EQUITY L.P. 05.8750 01/15/2024 | 0.01% |
| ENERGY TRANSFER PARTNERS 06.1250 12/15/2045 | 0.01% |
| ENNIS INC | 0.01% |
| ENTERCOM RADIO LLC 10.5000 12/01/2019 | 0.01% |
| ENTERPRISE FINANCIAL SERVICES CORP | 0.01% |
| EPR PROPERTIES 05.7500 CUM CV PFD | 0.01% |
| EQT MIDSTREAM PARTNERS L 04.0000 08/01/2024 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| ESSENT GROUP LTD | 0.01% |
| EUR/USD 09/21/2016 BANKAM | 0.01% |
| EUR/USD 09/21/2016 CITI | 0.01% |
| EURAZEO | 0.01% |
| EUTELSAT COMMUNICATIONS | 0.01% |
| FACEBOOK INC-A | 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% |
| FIDELITY NATIONAL INFORM 05.0000 03/15/2022 | 0.01% |
| FIDELITY SOUTHERN CORP | 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 P/P 144A 05.3750 08/15/2023 | 0.01% |
| FIRST DATA CORP P/P 144A 05.7500 01/15/2024 | 0.01% |
| FIRST DATA CORP P/P 144A 07.0000 12/01/2023 | 0.01% |
| FIRST INDUSTRIAL REALTY TR | 0.01% |
| FIRSTMERIT CORP | 0.01% |
| FIVE PRIME THERAPEUTICS INC | 0.01% |
| FLAGSTAR BANCORP INC | 0.01% |
| FLEETMATICS GROUP PLC | 0.01% |
| FLUSHING FINANCIAL CORP | 0.01% |
| FNR 2005-75 GS 18.8901 08/25/2035 | 0.01% |
| FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.01% |
| FORTESCUE METALS GROUP LTD | 0.01% |
| FOXTONS GROUP PLC | 0.01% |
| FRANKLIN FINANCIAL NETWORK | 0.01% |
| FREEPORT-MCMORAN OIL&GAS 06.7500 02/01/2022 | 0.01% |
| FREEPORT-MCMORAN OIL&GAS 06.8750 02/15/2023 | 0.01% |
| FREESCALE SEMICONDUC P/P 144A 06.0000 01/15/2022 | 0.01% |
| FRONTIER COMM 11.0000 09/15/2025 | 0.01% |
| FRONTIER COMMUNICATIONS CORP | 0.01% |
| FUJITSU LTD | 0.01% |
| FUKUOKA FINANCIAL GROUP INC | 0.01% |
| G-III APPAREL GROUP LTD | 0.01% |
| GATES GLOBAL LLC L+325 04.2500 07/06/2021 | 0.01% |
| GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 | 0.01% |
| GBP/USD 09/21/2016 GSFX | 0.01% |
| GBP/USD 09/21/2016 JPMCB | 0.01% |
| GECMC 2006-C1 AJ 05.5201 03/10/2044 | 0.01% |
| GECMC 2007-C1 XC IO P/P 144A 00.3909 12/10/2049 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GENMARK DIAGNOSTICS INC | 0.01% |
| GENON ENERGY INC 09.8750 10/15/2020 | 0.01% |
| GENWORTH HOLDINGS INC 06.1500 11/15/2066 | 0.01% |
| GIGAMON INC | 0.01% |
| GLENCORE PLC | 0.01% |
| GLOBAL MEDIACOM TBK PT | 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 06.4111 | 0.01% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.01% |
| GOLDEN AGRI-RESOURCES LTD | 0.01% |
| GREAT CANADIAN GAMIN P/P 144A 06.6250 07/25/2022 | 0.01% |
| GREAT SOUTHERN BANCORP INC | 0.01% |
| GREE ELECTRIC 144A/REGS WARRANT 7/24/2017 | 0.01% |
| GREENBRIER COMPANIES INC | 0.01% |
| GSMS 2006-GG8 X IO P/P 144A 00.7448 11/10/2039 | 0.01% |
| GULFPORT ENERGY CORP | 0.01% |
| HAIN CELESTIAL GROUP INC | 0.01% |
| HAKUHODO DY HOLDINGS INC | 0.01% |
| HALCON RESOURCES COR 08.8750 05/15/2021 | 0.01% |
| HALCON RESOURCES COR P/P 144A 08.6250 02/01/2020 | 0.01% |
| HALYARD HEALTH INC 06.2500 10/15/2022 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HANG LUNG GROUP LTD | 0.01% |
| HCA INC 03.7500 03/15/2019 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| HCI GROUP INC | 0.01% |
| HD SUPPLY INC P/P 144A 05.7500 04/15/2024 | 0.01% |
| HEALTHEQUITY INC | 0.01% |
| HEARTLAND FINANCIAL USA INC | 0.01% |
| HERCULES CAPITAL INC | 0.01% |
| HERITAGE INSURANCE HOLDINGS | 0.01% |
| HERSHA HOSPITALITY TRUST | 0.01% |
| HILAND PART LP/CORP P/P 144A 07.2500 10/01/2020 | 0.01% |
| HINO MOTORS LTD | 0.01% |
| HITACHI HIGH-TECHNOLOGY | 0.01% |
| HORIZON BANCORP INDIANA | 0.01% |
| HUB INTL LTD P/P 144A 07.8750 10/01/2021 | 0.01% |
| HUDBAY MINERALS INC USD 09.5000 10/01/2020 | 0.01% |
| HUNTSMAN INTERNATIONAL LLC 04.8750 11/15/2020 | 0.01% |
| HYATT HOTELS CORP 03.3750 07/15/2023 | 0.01% |
| ICAHN ENTERPRISES/FI 05.8750 02/01/2022 | 0.01% |
| IDEMITSU KOSAN CO LTD | 0.01% |
| IDT CORP-CLASS B | 0.01% |
| IIDA GROUP HOLDINGS CO LTD | 0.01% |
| IMAX CORP | 0.01% |
| IMPRIVATA INC | 0.01% |
| INC RESEARCH HOLDINGS INC-A | 0.01% |
| INFINERA CORP | 0.01% |
| INNOPHOS HOLDINGS INC | 0.01% |
| INTEGRA LIFESCIENCES HOLDING | 0.01% |
| INTEGRATED DEVICE TECH INC | 0.01% |
| INTELSAT JACKSON HLDG USD 07.5000 04/01/2021 | 0.01% |
| INTERSIL CORP-A | 0.01% |
| INTL CONSOLIDATED AIRLINE-DI | 0.01% |
| INTL LEASE FINANCE CORP 05.8750 08/15/2022 | 0.01% |
| INVESTORS REAL ESTATE TRUST | 0.01% |
| IRON MOUNTAIN INCORPORATED 06.0000 08/15/2023 | 0.01% |
| ISLE OF CAPRI CASINO 05.8750 03/15/2021 | 0.01% |
| ISTAR INC CV 03.0000 11/15/2016 | 0.01% |
| IXIA | 0.01% |
| JABIL CIRCUIT INC 08.2500 03/15/2018 | 0.01% |
| JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 | 0.01% |
| JAZZ US HOLDINGS INC CV 08.0000 12/31/2018 | 0.01% |
| JBS USA LLC/JBS USA P/P 144A 07.2500 06/01/2021 | 0.01% |
| JBS USA LLC/JBS USA P/P 144A 08.2500 02/01/2020 | 0.01% |
| JC PENNEY CORP INC 08.1250 10/01/2019 | 0.01% |
| JLL/DELTA DUTCH PLED P/P 144A 08.7500 05/01/2020 | 0.01% |
| JO-ANN HOLDCO P/P 144A 09.7500 10/15/2019 | 0.01% |
| JOHN B. SANFILIPPO & SON INC | 0.01% |
| JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 | 0.01% |
| JPMCC 2007-LDPX X IO 00.4713 01/15/2049 | 0.01% |
| JPY/USD 08/18/2016 BCAP-FX | 0.01% |
| JTEKT CORP | 0.01% |
| KAPSTONE PAPER AND PACKAGING | 0.01% |
| KENNEDY-WILSON HOLDINGS INC | 0.01% |
| KERR-MCGEE CORP 07.8750 09/15/2031 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% |
| KIA MOTORS CORP | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.01% |
| KINDRED HEALTHCARE INC | 0.01% |
| KINETICS/KCI USA P/P 144A 07.8750 02/15/2021 | 0.01% |
| KKR & CO LP | 0.01% |
| KOITO MANUFACTURING CO LTD | 0.01% |
| KONE OYJ-B | 0.01% |
| KRAFT HEINZ FOODS CO 06.8750 01/26/2039 | 0.01% |
| KRATON PERFORMANCE POLYMERS | 0.01% |
| KRATOS DEFENSE & SECURITY | 0.01% |
| KURARAY CO LTD | 0.01% |
| L BRANDS INC 05.6250 02/15/2022 | 0.01% |
| L BRANDS INC 06.6250 04/01/2021 | 0.01% |
| LAGARDERE SCA | 0.01% |
| LAKELAND BANCORP INC | 0.01% |
| LAMAR MEDIA CORP 05.3750 01/15/2024 | 0.01% |
| LAMAR MEDIA CORP 05.8750 02/01/2022 | 0.01% |
| LANDAUER INC | 0.01% |
| LAREDO PETROLEUM INC 07.3750 05/01/2022 | 0.01% |
| LAZARD LTD-CL A | 0.01% |
| LBCMT 1998-C4 H P/P 144A 05.6000 10/15/2035 | 0.01% |
| LBCMT 1999-C1 G P/P 144A 06.4100 06/15/2031 | 0.01% |
| LBUBS 2006-C6 XCL IO P/P 144A 00.8594 09/15/2039 | 0.01% |
| LEAR CORP 05.3750 03/15/2024 | 0.01% |
| LENDINGTREE INC | 0.01% |
| LENNAR CORPORATION 04.7500 04/01/2021 | 0.01% |
| LEVEL 3 FINANCING IN 05.3750 08/15/2022 | 0.01% |
| LIBERTY GLOBAL PLC-SERIES C | 0.01% |
| LIBERTY MEDIA GROUP-A | 0.01% |
| LIGAND PHARMACEUTICALS | 0.01% |
| LINN ENERGY LLC/FIN P/P 144A 12.0000 12/15/2020 | 0.01% |
| LIVE NATION ENTERTAINMENT IN | 0.01% |
| LOUISIANA PACIF 07.5000 06/01/2020 | 0.01% |
| MACQUARIE GROUP LTD | 0.01% |
| MAIDEN HOLDINGS LTD | 0.01% |
| MAINSOURCE FINANCIAL GROUP INC | 0.01% |
| MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 | 0.01% |
| MARCUS CORPORATION | 0.01% |
| MARRIOTT VACATIONS WORLD | 0.01% |
| MASONITE INTL C P/P 144A 05.6250 03/15/2023 | 0.01% |
| MASTEC INC 04.8750 03/15/2023 | 0.01% |
| MATRIX SERVICE CO | 0.01% |
| MATSON INC | 0.01% |
| MATTAMY GROUP CORP P/P 144A 06.5000 11/15/2020 | 0.01% |
| MCBC HOLDINGS INC | 0.01% |
| MEDICINES COMPANY | 0.01% |
| MEDLEY CAPITAL CORP | 0.01% |
| MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 | 0.01% |
| MEG ENERGY TLB L+275 03.7500 03/31/2020 | 0.01% |
| MEIJI HOLDINGS CO LTD | 0.01% |
| MERCER INTL INC USD 07.7500 12/01/2022 | 0.01% |
| MERRIMACK PHARMACEUTICALS IN | 0.01% |
| META FINANCIAL GROUP INC | 0.01% |
| METRO BANK PLC | 0.01% |
| MGM CHINA HOLDINGS LTD | 0.01% |
| MGM RESORTS INTL 06.6250 12/15/2021 | 0.01% |
| MGM RESORTS INTL 08.6250 02/01/2019 | 0.01% |
| MICROSEMI CORP | 0.01% |
| MILAGRO OIL & GAS 10.5000 05/15/2017 | 0.01% |
| MIMEDX GROUP INC | 0.01% |
| MITSUBISHI CORP | 0.01% |
| MITSUBISHI GAS CHEMICAL CO | 0.01% |
| MITSUBISHI MATERIALS CORP | 0.01% |
| MITSUBISHI TANABE PHARMA | 0.01% |
| MIXI INC | 0.01% |
| MLCFC 2006-2 AJ 06.1975 06/12/2046 | 0.01% |
| MOBILEIRON INC | 0.01% |
| MOBILEYE NV | 0.01% |
| MOLINA HEALTHCARE IN P/P 144A 05.3750 11/15/2022 | 0.01% |
| MONOLITHIC POWER SYSTEMS INC | 0.01% |
| MOOG INC P/P 144A 05.2500 12/01/2022 | 0.01% |
| MPT OP PARTNERSHIP 06.8750 05/01/2021 | 0.01% |
| MPT OPER PARTNERSP/FINL 06.3750 03/01/2024 | 0.01% |
| MSA SAFETY INC | 0.01% |
| MSBAM 2014-C17 XA IO 01.4201 08/15/2047 | 0.01% |
| MSC 2006-HQ8 AJ 05.5897 03/12/2044 | 0.01% |
| MTS SYSTEMS CORP | 0.01% |
| MYRIAD GENETICS INC | 0.01% |
| NATIONSTAR MORT/ 06.5000 07/01/2021 | 0.01% |
| NATIXIS | 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% |
| NETSUITE INC | 0.01% |
| NEUROCRINE BIOSCIENCES INC | 0.01% |
| NEW GOLD INC P/P 144A 06.2500 11/15/2022 | 0.01% |
| NEWFIELD EXPLORATION CO 05.3750 01/01/2026 | 0.01% |
| NEXSTAR BROADCASTING GROUP-A | 0.01% |
| NIELSEN CO LUX SARL P/P 144A 5.500 10/01/2021 | 0.01% |
| NIPPON TELEVISION HOLDINGS | 0.01% |
| NN INC | 0.01% |
| NOMAD FOODS LTD | 0.01% |
| NOMURA REAL ESTATE HOLDINGS | 0.01% |
| NORSK HYDRO ASA | 0.01% |
| NORTHERN OIL AND GAS INC | 0.01% |
| NORTHERN STAR RESOURCES LTD | 0.01% |
| NRG ENERGY INC P/P 144A 07.2500 05/15/2026 | 0.01% |
| NSK LTD | 0.01% |
| NUMERICABLE-SFR | 0.01% |
| NUTRACEUTICAL INTL CORP | 0.01% |
| NZD/USD 07/21/2016 CITI | 0.01% |
| NZD/USD 07/21/2016 CSI-FX | 0.01% |
| NZD/USD 07/21/2016 GSFX | 0.01% |
| NZD/USD 07/21/2016 JPMCB | 0.01% |
| O'REILLY AUTOMOTIVE INC 03.5500 03/15/2026 | 0.01% |
| O'REILLY AUTOMOTIVE INC 03.8500 06/15/2023 | 0.01% |
| OASIS PETROLEUM INC 06.8750 01/15/2023 | 0.01% |
| OMEGA HEALTHCARE INVESTORS | 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% |
| OPHTHOTECH CORP | 0.01% |
| OPPENHEIMER HOLDINGS-CL A | 0.01% |
| OPUS BANK | 0.01% |
| ORACLE CORP 02.6500 07/15/2026 | 0.01% |
| ORACLE CORP JAPAN | 0.01% |
| ORASURE TECHNOLOGIES INC | 0.01% |
| ORION ENGINEERED CARBONS SA | 0.01% |
| OSHKOSH CORP 05.3750 03/01/2022 | 0.01% |
| OWENS-ILLINOIS INC | 0.01% |
| OXFORD INDUSTRIES INC | 0.01% |
| PACIFIC PREMIER BANCORP INC | 0.01% |
| PACIRA PHARMACEUTICALS INC | 0.01% |
| PACWEST BANCORP | 0.01% |
| PANASONIC CORP | 0.01% |
| PARTNERS GROUP HOLDING AG | 0.01% |
| PAYCOM SOFTWARE INC | 0.01% |
| PAYLOCITY HOLDING CORP | 0.01% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.01% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.01% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.01% |
| PEOPLES BANCORP INC | 0.01% |
| PERFICIENT INC | 0.01% |
| PERMANENT TSB GROUP HOLDINGS | 0.01% |
| PERSIMMON PLC | 0.01% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.01% |
| PILGRIM'S PRIDE CORP P/P 144A 05.7500 03/15/2025 | 0.01% |
| PITNEY BOWES INC | 0.01% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.01% |
| POWER INTEGRATIONS INC | 0.01% |
| PRESTIGE BRANDS HOLDINGS INC | 0.01% |
| PRESTIGE BRANDS INC P/P 144A 05.3750 12/15/2021 | 0.01% |
| PROS HOLDINGS INC | 0.01% |
| PROSIEBENSAT.1 MEDIA SE | 0.01% |
| PROTHENA CORP PLC | 0.01% |
| PROVIDENT FDG/PFG P/P 144A 06.7500 06/15/2021 | 0.01% |
| PUBLICIS GROUPE | 0.01% |
| QAD INC-A | 0.01% |
| QANTAS AIRWAYS LTD | 0.01% |
| RADNET INC | 0.01% |
| RAIFFEISEN BANK INTERNATIONA | 0.01% |
| RAMCO-GERSHENSON PROPERTIES | 0.01% |
| RANGE RESOURCES CORP 05.7500 06/01/2021 | 0.01% |
| REGAL ENTERTAINMENT GRP 05.7500 03/15/2022 | 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/FINA 05.0000 10/01/2022 | 0.01% |
| REGENCY ENERGY PART/FINA 05.5000 04/15/2023 | 0.01% |
| REGENCY ENERGY PART/FINA 05.8750 03/01/2022 | 0.01% |
| REPLIGEN CORP | 0.01% |
| REPUBLIC BANCORP INC-CLASS A | 0.01% |
| RESTORATION HARDWARE HOLDING | 0.01% |
| REYNOLDS GRP ISS/REY P/P 144A 07.0000 07/15/2024 | 0.01% |
| RIB SOFTWARE AG | 0.01% |
| RIO TINTO PLC | 0.01% |
| RITE AID CORP P/P 144A 06.1250 04/01/2023 | 0.01% |
| RIVERS PITTSBURGH LP P/P 144A 09.5000 06/15/2019 | 0.01% |
| ROCKWELL MEDICAL INC | 0.01% |
| ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 | 0.01% |
| ROVI CORP | 0.01% |
| S FOODS INC | 0.01% |
| SABINE PASS LIQUEFAC P/P 144A 05.8750 06/30/2026 | 0.01% |
| SABINE PASS LNG LP 06.5000 11/01/2020 | 0.01% |
| SABMILLER PLC | 0.01% |
| SABRE GLBL INC P/P 144A 05.3750 04/15/2023 | 0.01% |
| SAIA INC | 0.01% |
| SALMAR ASA | 0.01% |
| SANDRIDGE ENERGY INC P/P 144A 08.7500 06/01/2020 | 0.01% |
| SANMINA-SCI CORP | 0.01% |
| SARTORIUS AG-PFD PCT 0.000 | 0.01% |
| SCIENTIFIC GAMES INT P/P 144A 07.0000 01/01/2022 | 0.01% |
| SCOR SE | 0.01% |
| SCORPIO TANKERS INC | 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% |
| SEALED AIR CORP P/P 144A 06.8750 07/15/2033 | 0.01% |
| SEIKO EPSON CORP | 0.01% |
| SEK/USD 09/21/2016 BANKAM | 0.01% |
| SEK/USD 09/21/2016 CSI-FX | 0.01% |
| SEK/USD 09/21/2016 JPMCB | 0.01% |
| SEKISUI CHEMICAL CO LTD | 0.01% |
| SELECT INCOME REIT | 0.01% |
| SELECT INCOME REIT 02.8500 02/01/2018 | 0.01% |
| SELECT INCOME REIT 03.6000 02/01/2020 | 0.01% |
| SERVICE CORP INTL 05.3750 01/15/2022 | 0.01% |
| SEVEN & I HOLDINGS CO LTD | 0.01% |
| SEVEN GENERATIONS EN P/P 144A 06.7500 05/01/2023 | 0.01% |
| SEVEN GENS ENER P/P 144A 08.2500 05/15/2020 | 0.01% |
| SHIMAMURA CO LTD | 0.01% |
| SHIONOGI & CO LTD | 0.01% |
| SHORETEL INC | 0.01% |
| SILICON LABORATORIES INC | 0.01% |
| SIMON PROPERTY GROUP LP 03.3750 03/15/2022 | 0.01% |
| SINCLAIR BROADCAST GROUP -A | 0.01% |
| SINCLAIR TELEVISION 06.3750 11/01/2021 | 0.01% |
| SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 | 0.01% |
| SJM HOLDINGS LTD | 0.01% |
| SK HYNIX INC | 0.01% |
| SKANDINAVISKA ENSKILDA BAN-A | 0.01% |
| SKYWORKS SOLUTIONS INC | 0.01% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.01% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.01% |
| SM ENERGY CO 06.5000 01/01/2023 | 0.01% |
| SMURFIT KAPPA GROUP PLC | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| SOLAR CAPITAL LTD | 0.01% |
| SOPRA STERIA GROUP | 0.01% |
| SOUTHERN STAR CENT P/P 144A 05.1250 07/15/2022 | 0.01% |
| SPARK NEW ZEALAND LTD | 0.01% |
| SPECTRANETICS CORP | 0.01% |
| SPECTRUM BRANDS INC 05.7500 07/15/2025 | 0.01% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 0.01% |
| SPRINGLEAF FIN CORP 07.7500 10/01/2021 | 0.01% |
| SPRINGLEAF FINANCE CORP 08.2500 12/15/2020 | 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% |
| SSE PLC | 0.01% |
| ST JAMES'S PLACE PLC | 0.01% |
| STAG INDUSTRIAL INC | 0.01% |
| STAMPS.COM INC | 0.01% |
| STEEL DYNAMICS INC 05.5000 10/01/2024 | 0.01% |
| STEEL DYNAMICS INC 06.3750 08/15/2022 | 0.01% |
| STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 | 0.01% |
| STERIS PLC | 0.01% |
| STEVEN MADDEN LTD | 0.01% |
| STONERIDGE INC | 0.01% |
| STROEER SE & CO KGAA | 0.01% |
| SUCAMPO PHARMACEUTICALS-CL A | 0.01% |
| SUGAR HSP GAMING P/P 144A 06.3750 06/01/2021 | 0.01% |
| SUMITOMO HEAVY INDUSTRIES | 0.01% |
| SUMITOMO WAREHOUSE CO LTD | 0.01% |
| SUN HUNG KAI PROPERTIES | 0.01% |
| SUNCOR ENERGY INC | 0.01% |
| SUPERNUS PHARMACEUTICALS INC | 0.01% |
| SVENSKA CELLULOSA AB SCA-B | 0.01% |
| SWECO AB-B SHS | 0.01% |
| SWEDBANK AB - A SHARES | 0.01% |
| SYNAPTICS INC | 0.01% |
| SYNCHRONOSS TECHNOLOGIES INC | 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% |
| T-MOBILE USA INC 06.6330 04/28/2021 | 0.01% |
| TABCORP HOLDINGS LTD | 0.01% |
| TAIWAN DOLLAR CALL ACCOUNT | 0.01% |
| TAIWAN SEMICONDUCTOR MANUFAC | 0.01% |
| TAKASHIMAYA CO LTD | 0.01% |
| TALMER BANCORP INC -CL A | 0.01% |
| TAYLOR WIMPEY PLC | 0.01% |
| TCF FINANCIAL CORP | 0.01% |
| TEAM HEALTH HOLDINGS INC | 0.01% |
| TEGNA INC P/P 144A 04.8750 09/15/2021 | 0.01% |
| TELENOR ASA | 0.01% |
| TEMPUR SEALY INTL P/P 144A 05.5000 06/15/2026 | 0.01% |
| TENET HEALTHCARE 04.3750 10/01/2021 | 0.01% |
| TENET HEALTHCARE 06.0000 10/01/2020 | 0.01% |
| TENET HEALTHCARE COR 04.1525 06/15/2020 | 0.01% |
| TENNECO INC 05.3750 12/15/2024 | 0.01% |
| TEREX CORP 06.0000 05/15/2021 | 0.01% |
| THE NEIMAN MARCUS GROUP LLC 07.1250 06/01/2028 | 0.01% |
| TMS INTL CORP P/P 144A 07.6250 10/15/2021 | 0.01% |
| TOHOKU ELECTRIC POWER CO INC | 0.01% |
| TOKYO ELECTRIC POWER CO INC | 0.01% |
| TOKYO GAS CO LTD | 0.01% |
| TRANSCANADA PIPELINES USD 06.3500 05/15/2067 | 0.01% |
| TRANSDIGM INC 06.5000 07/15/2024 | 0.01% |
| TRANSDIGM INC P/P 144A 06.3750 06/15/2026 | 0.01% |
| TRANSDIGM INC. 07.5000 07/15/2021 | 0.01% |
| TRAVELPORT WORLDWIDE LTD | 0.01% |
| TREX COMPANY INC | 0.01% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.01% |
| TRIBUNE MEDIA CO 05.8750 07/15/2022 | 0.01% |
| TRIPLE-S MANAGEMENT CORP-B | 0.01% |
| TUI AG-DI | 0.01% |
| TURKIYE GARANTI BANKASI | 0.01% |
| UAL 2007 PASS TRUST 06.6360 07/02/2022 | 0.01% |
| UBIQUITI NETWORKS INC | 0.01% |
| UBS GROUP AG-REG | 0.01% |
| UBSBB 2012-C4 XA IO P/P 144A 01.9301 12/10/2045 | 0.01% |
| ULTIMATE SOFTWARE GROUP INC | 0.01% |
| UNILEVER NV-CVA | 0.01% |
| UNITED COMMUNITY BANKS/GA | 0.01% |
| UNIVAR USA INC P/P 144A 06.7500 07/15/2023 | 0.01% |
| UNIVERSAL HEALTH RLTY INCOME | 0.01% |
| UNIVISION COMM INC. P/P 144A 08.5000 05/15/2021 | 0.01% |
| UNIVISION COMM P/P 144A 05.1250 02/15/2025 | 0.01% |
| US CONCRETE INC P/P 144A 06.3750 06/01/2024 | 0.01% |
| USG CORP P/P 144A 05.5000 03/01/2025 | 0.01% |
| VALEANT PHARMA P/P 144A 05.3750 03/15/2020 | 0.01% |
| VALEANT PHARMA P/P 144A 05.8750 05/15/2023 | 0.01% |
| VALEANT PHARMA P/P 144A 06.1250 04/15/2025 | 0.01% |
| VEEVA SYSTEMS INC-CLASS A | 0.01% |
| VERIFONE SYSTEMS INC | 0.01% |
| VERINT SYSTEMS INC | 0.01% |
| VERIZON COMMUNICATIONS 06.4000 09/15/2033 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| VINA CONCHA Y TORO SA-SP ADR | 0.01% |
| VIRGIN MONEY HOLDINGS UK | 0.01% |
| VOCUS COMMUNICATIONS LTD | 0.01% |
| VULCAN MATERIALS COMPANY 04.5000 04/01/2025 | 0.01% |
| WABTEC CORP | 0.01% |
| WACHOVIA CORP 05.7500 06/15/2017 | 0.01% |
| WAGEWORKS INC | 0.01% |
| WAL-MART STORES INC 05.0000 10/25/2040 | 0.01% |
| WALMART DE MEXICO SAB DE CV | 0.01% |
| WALT DISNEY COMPANY/THE 04.3750 08/16/2041 | 0.01% |
| WAYNE MERGER SUB LLC P/P 144A 08.2500 08/01/2023 | 0.01% |
| WBCMT 2007-C34 IO IO 00.4558 05/15/2046 | 0.01% |
| WEEKLEY HOMES LLC 06.0000 02/01/2023 | 0.01% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| WFCM 2013-LC12 AS 04.4329 07/15/2046 | 0.01% |
| WFRBS 2014-C19 D P/P 144A 04.2340 03/15/2047 | 0.01% |
| WHARF HOLDINGS LTD | 0.01% |
| WHITING PETROLEUM CORP 05.0000 03/15/2019 | 0.01% |
| WILLIAM HILL PLC | 0.01% |
| WILLIAMS PARTNERS LP 04.3000 03/04/2024 | 0.01% |
| WILLIAMS PARTNERS/ACMP 04.8750 05/15/2023 | 0.01% |
| WILLIAMS PARTNERS/ACMP 06.1250 07/15/2022 | 0.01% |
| WINDSTREAM CORP 07.7500 10/01/2021 | 0.01% |
| WINDSTREAM SERVICES LLC 06.3750 08/01/2023 | 0.01% |
| WM MORRISON SUPERMARKETS | 0.01% |
| WOOLWORTHS LTD | 0.01% |
| WOORI BANK | 0.01% |
| WORLDPAY GRP LTD | 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% |
| WULIANGYE YIBIN 144A/ REGS WARRANT 04/17/2017 | 0.01% |
| X 5 RETAIL GROUP NV-REGS GDR | 0.01% |
| YAMAHA MOTOR CO LTD | 0.01% |
| ZEBRA TECH CORP 07.2500 10/15/2022 | 0.01% |
| ZEE ENTERTAINMENT ENTERPRISE | 0.01% |
| ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 | 0.01% |
| ZELTIQ AESTHETICS INC | 0.01% |
| ZENDESK INC | 0.01% |
| ZIONS BANCORPORATION | 0.01% |
| 1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 | 0.00% |
| ACC CLAIMS HOLDING LLC CLASS A | 0.00% |
| ACS ACTIVIDADES CONS Y-RTS | 0.00% |
| AES CORP/VA 04.8750 05/15/2023 | 0.00% |
| AG MORTGAGE INVESTMENT TRUST | 0.00% |
| ALTRIA GROUP INC 09.2500 08/06/2019 | 0.00% |
| ANTERO RESOURCES COR 05.6250 06/01/2023 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| APPLE INC 02.1000 05/06/2019 | 0.00% |
| ARDENT LEISURE GROUP | 0.00% |
| ARLINGTON ASSET INVESTMENT-A | 0.00% |
| ARMOUR RESIDENTIAL REIT INC | 0.00% |
| AUD/USD 07/21/2016 BCAP-FX | 0.00% |
| AUD/USD 07/21/2016 CITI | 0.00% |
| AUD/USD 07/21/2016 DEUTB-L | 0.00% |
| AUD/USD 07/21/2016 GSFX | 0.00% |
| AUD/USD 07/21/2016 HSBCB | 0.00% |
| AUD/USD 07/21/2016 UBS | 0.00% |
| AVAYA INC P/P 144A 10.5000 03/01/2021 | 0.00% |
| BACM 2004-4 XC IO P/P 144A 00.0915 07/10/2042 | 0.00% |
| BACM 2004-5 XC IO P/P 144A 00.5524 11/10/2041 | 0.00% |
| BACM 2007-1 XW IO 00.5082 01/15/2049 | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BERRY PLASTICS ESCRO 06.0000 10/15/2022 | 0.00% |
| BOARDWALK PIPELINES LP 05.9500 06/01/2026 | 0.00% |
| BON-TON DEPT STORES 08.0000 06/15/2021 | 0.00% |
| BOYD GAMING CORP P/P 144A 06.3750 04/01/2026 | 0.00% |
| BRAZILIAN REAL CALL ACCOUNT | 0.00% |
| BSCMS 04-PR3I X1 IO 00.3322 02/11/2041 | 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 07/21/2016 BANKAM | 0.00% |
| CAD/USD 07/21/2016 BCAP-FX | 0.00% |
| CAD/USD 07/21/2016 CITI | 0.00% |
| CAD/USD 07/21/2016 CSI-FX | 0.00% |
| CAD/USD 07/21/2016 GSFX | 0.00% |
| CAD/USD 07/21/2016 HSBCB | 0.00% |
| CAD/USD 07/21/2016 JPMCB | 0.00% |
| CAD/USD 07/21/2016 RBSF | 0.00% |
| CAD/USD 07/21/2016 SSBT | 0.00% |
| CAD/USD 07/21/2016 UBS | 0.00% |
| CAD/USD 07/21/2016 WPAC | 0.00% |
| CALATLANTIC GROUP INC 05.8750 11/15/2024 | 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% |
| CBL & ASSOCIATES PROPERTIES | 0.00% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.00% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 | 0.00% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.00% |
| CCO HLDGS LLC/CAP CORP 05.2500 09/30/2022 | 0.00% |
| CD 2007-CD4 XW IO P/P 144A 00.5759 12/11/2049 | 0.00% |
| CENOVUS ENERGY INC USD 04.4500 09/15/2042 | 0.00% |
| CENTURYLINK INC 05.6250 04/01/2020 | 0.00% |
| CF INDUSTRIES INC 05.3750 03/15/2044 | 0.00% |
| CHEMOURS CO 07.0000 05/15/2025 | 0.00% |
| CHF/USD 09/21/2016 BCAP-FX | 0.00% |
| CHF/USD 09/21/2016 CSI-FX | 0.00% |
| CHS/COMMUNITY HEALTH 05.1250 08/01/2021 | 0.00% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| CIT GROUP INC 03.8750 02/19/2019 | 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.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.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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 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-.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% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| COMSCORE INC | 0.00% |
| CONTINENTAL RESOURCES 03.8000 06/01/2024 | 0.00% |
| CORRECTIONS CORP 04.1250 04/01/2020 | 0.00% |
| CPG INTL TLB L+375 04.7500 09/30/2020 | 0.00% |
| CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.00% |
| CREDIT ACCEPTANC 07.3750 03/15/2023 | 0.00% |
| CREDIT SUISSE GROUP AG-REG | 0.00% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.2138 01/15/2049 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DENBURY RESOURCES INC 06.3750 08/15/2021 | 0.00% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.00% |
| DKK/USD 09/21/2016 CITI | 0.00% |
| DNB NOR ASA | 0.00% |
| DOMINION DIAMOND CORP | 0.00% |
| DPL INC. 06.5000 10/15/2016 | 0.00% |
| EAGLE PHARMACEUTICALS INC | 0.00% |
| EASYJET PLC | 0.00% |
| ENTELLUS MEDICAL INC | 0.00% |
| EP ENER/EVEREST AC 06.3750 06/15/2023 | 0.00% |
| EUR/USD 09/21/2016 DEUTB-L | 0.00% |
| EUR/USD 09/21/2016 GSFX | 0.00% |
| EUR/USD 09/21/2016 HSBCB | 0.00% |
| EUR/USD 09/21/2016 JPMCB | 0.00% |
| EUR/USD 09/21/2016 RBSF | 0.00% |
| EUR/USD PUT 1.10 20160719 CITI | 0.00% |
| EURONEXT NV P/P 144A | 0.00% |
| FAMILY TREE ESCROW L P/P 144A 05.2500 03/01/2020 | 0.00% |
| FAMILY TREE ESCROW L P/P 144A 05.7500 03/01/2023 | 0.00% |
| FRONTIER COMM 08.8750 09/15/2020 | 0.00% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.00% |
| FRONTIER COMMUNICATIONS 07.6250 04/15/2024 | 0.00% |
| FUBOA 2001-C1 IO3 IO P/P 144A 02.2001 03/15/2033 | 0.00% |
| GBP/USD 09/21/2016 BANKAM | 0.00% |
| GBP/USD 09/21/2016 BCAP-FX | 0.00% |
| GBP/USD 09/21/2016 RBSF | 0.00% |
| GBP/USD 09/21/2016 SSBT | 0.00% |
| GECMC 2005-C3 XC IO P/P 144A 00.1188 07/10/2045 | 0.00% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.00% |
| GENON ENERGY INC 09.5000 10/15/2018 | 0.00% |
| GENWORTH FINANCIAL INC-CL A | 0.00% |
| GIBSON BRANDS INC P/P 144A 08.8750 08/01/2018 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GMACC 1997-C1 X IO 01.6695 07/15/2029 | 0.00% |
| GMACC 2005-C1 X1 IO P/P 144A 00.7848 05/10/2043 | 0.00% |
| GNMA GII30 4401 06.5000 03/20/2039 | 0.00% |
| GOODYEAR TIRE & RUBBER 05.0000 05/31/2026 | 0.00% |
| GSMS 2006-GG6 XC IO P/P 144A 00.0000 04/10/2038 | 0.00% |
| HALCON RESOURCES CORP 09.7500 07/15/2020 | 0.00% |
| HALOZYME THERAPEUTICS INC | 0.00% |
| HCA INC 05.3750 02/01/2025 | 0.00% |
| HCA INC. 07.5000 02/15/2022 | 0.00% |
| HILAND PART LP/CORP P/P 144A 05.5000 05/15/2022 | 0.00% |
| HITACHI METALS LTD | 0.00% |
| HKD/USD 08/18/2016 BANKAM | 0.00% |
| HKD/USD 08/18/2016 BCAP-FX | 0.00% |
| HKD/USD 08/18/2016 CSI-FX | 0.00% |
| HKD/USD 08/18/2016 HSBCB | 0.00% |
| HKD/USD 08/18/2016 JPMCB | 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 05.1250 11/15/2022 | 0.00% |
| IDR/USD 08/18/2016 GSFX | 0.00% |
| IDR/USD 11/16/2016 JPMCB | 0.00% |
| IMMUNE DESIGN CORP | 0.00% |
| INDIAN RUPEE CALL ACCOUNT | 0.00% |
| INDONESIAN RUPIAH CALL ACCOUNT | 0.00% |
| INFOR US INC P/P 144A 05.7500 08/15/2020 | 0.00% |
| INOTEK PHARMACEUTICALS CORP | 0.00% |
| INSYS THERAPEUTICS INC | 0.00% |
| INTELSAT JACKSON USD 06.6250 12/15/2022 | 0.00% |
| INTELSAT LUXEMB USD 07.7500 06/01/2021 | 0.00% |
| INTELSAT LUXEMB USD 08.1250 06/01/2023 | 0.00% |
| INTL LEASE FINANCE CORP 06.2500 05/15/2019 | 0.00% |
| INVESCO MORTGAGE CAPITAL | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | 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.FN30.400.11 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 P/P 144A 06.0000 10/01/2020 | 0.00% |
| JBS USA LLC/JBS P/P 144A 07.2500 06/01/2021 | 0.00% |
| JC PENNEY CORP INC P/P 144A 05.8750 07/01/2023 | 0.00% |
| JPMCC 05-CB12 X1 IO P/P 144A 00.4959 09/12/2037 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.5827 05/15/2045 | 0.00% |
| JPY/USD 08/18/2016 BANKAM | 0.00% |
| JPY/USD 08/18/2016 CITI | 0.00% |
| JPY/USD 08/18/2016 CSI-FX | 0.00% |
| JPY/USD 08/18/2016 GSFX | 0.00% |
| JPY/USD 08/18/2016 JPMCB | 0.00% |
| JPY/USD 08/18/2016 RBSF | 0.00% |
| JPY/USD 08/18/2016 UBS | 0.00% |
| KEY ENERGY SERVICES INC 06.7500 03/01/2021 | 0.00% |
| KOREA ELECTRIC POWER CORP | 0.00% |
| KRW/USD 08/18/2016 GSFX | 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 00.1950 04/15/2040 | 0.00% |
| LBUBS 2005-C5 XCL IO P/P 144A 0.09 3 09/15/2040 | 0.00% |
| LBUBS 2005-C7 XCL IO P/P 144A 00.4615 11/15/2040 | 0.00% |
| LEGAL & GENERAL GROUP PLC | 0.00% |
| LENNAR CORP 04.5000 06/15/2019 | 0.00% |
| LENOVO GROUP LTD | 0.00% |
| LEVEL 3 COMMUNICATIONS INC. 05.7500 12/01/2022 | 0.00% |
| LEVEL 3 FIN INC 06.1250 01/15/2021 | 0.00% |
| LEVEL 3 FINANCING IN 05.3750 01/15/2024 | 0.00% |
| LIBERTY BRAVES GROUP-A | 0.00% |
| LIBERTY GLOBAL PLC LILAC - C | 0.00% |
| LIGHTSTREAM P/P 144A 08.6250 02/01/2020 | 0.00% |
| LINK REIT | 0.00% |
| LLOYDS BANKING GROUP PLC | 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% |
| LSB INDUSTRIES INC | 0.00% |
| MALIBU BOATS INC - A | 0.00% |
| MARATHON OIL CORP 03.8500 06/01/2025 | 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.FN30.500.10 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.FN30.650.67 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 05.8750 11/15/2022 | 0.00% |
| MEDNAX INC P/P 144A 05.2500 12/01/2023 | 0.00% |
| MEG ENERGY CORP P/P 144A 06.5000 03/15/2021 | 0.00% |
| METHANEX CORP USD 03.2500 12/15/2019 | 0.00% |
| MEXICAN PESO CALL ACCOUNT | 0.00% |
| MEZZ 2005-C3 X IO P/P 144A 07.1563 05/15/2044 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.0236 07/15/2045 | 0.00% |
| MGM RESORTS INTL 05.2500 03/31/2020 | 0.00% |
| MGP ESCROW ISSUER/CO P/P 144A 05.6250 05/01/2024 | 0.00% |
| MICRON TECH INC P/P 144A 07.5000 09/15/2023 | 0.00% |
| MINI MSCI EAFE SEP16 MFSU6 | 0.00% |
| MLMT 2004-KEY2 XC IO P/P 144A 00.5778 08/12/2039 | 0.00% |
| MLMT 2005-MCP1 XC IO P/P 144A 00.0229 06/12/2043 | 0.00% |
| MLMT 2007-C1 A3 06.0211 06/12/2050 | 0.00% |
| MOLINA HEALTHCARE INC | 0.00% |
| MYR/USD 08/18/2016 BANKAM | 0.00% |
| NAVISTAR INTL CV 04.5000 10/15/2018 | 0.00% |
| NETSCOUT SYSTEMS INC | 0.00% |
| NEUSTAR INC-CLASS A | 0.00% |
| NEWCREST MINING LTD | 0.00% |
| NOK/USD 09/21/2016 BCAP-FX | 0.00% |
| NOK/USD 09/21/2016 CSI-FX | 0.00% |
| NOK/USD 09/21/2016 JPMCB | 0.00% |
| NOK/USD 09/21/2016 RBSF | 0.00% |
| NOVAVAX INC | 0.00% |
| NOVELIS INC 08.3750 12/15/2017 | 0.00% |
| NZD/USD 07/21/2016 BANKAM | 0.00% |
| NZD/USD 07/21/2016 BCAP-FX | 0.00% |
| NZD/USD 07/21/2016 RBSF | 0.00% |
| NZD/USD 07/21/2016 UBS | 0.00% |
| OCWEN FINANCIAL CORP 06.6250 05/15/2019 | 0.00% |
| OTSUKA CORP | 0.00% |
| PANDORA A/S | 0.00% |
| PENNYMAC FINANCIAL SERVICE-A | 0.00% |
| PHH CORP 06.3750 08/15/2021 | 0.00% |
| PLN/USD 09/21/2016 HSBCB | 0.00% |
| PORTOLA PHARMACEUTICALS INC | 0.00% |
| PQ CORP P/P 144A 06.7500 11/15/2022 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| RIGEL PHARMACEUTICALS INC | 0.00% |
| ROSE ROCK MIDSTREAM/ 05.6250 07/15/2022 | 0.00% |
| RTL GROUP | 0.00% |
| RUB/USD 09/21/2016 JPMCB | 0.00% |
| RUSSELL 2000 MINI SEP16 RTAU6 | 0.00% |
| S&P MID 400 EMINI SEP16 FAU6 | 0.00% |
| S&P500 EMINI FUT SEP16 ESU6 | 0.00% |
| SAGE THERAPEUTICS INC | 0.00% |
| SAMSON INVESTMENT CO 09.7500 02/15/2020 | 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 05.5000 09/15/2025 | 0.00% |
| SEK/USD 09/21/2016 BCAP-FX | 0.00% |
| SEK/USD 09/21/2016 GSFX | 0.00% |
| SEMTECH CORP | 0.00% |
| SEVENTY SEVEN ENERGY 06.5000 07/15/2022 | 0.00% |
| SGD/USD 08/18/2016 BCAP-FX | 0.00% |
| SGD/USD 08/18/2016 SSBT | 0.00% |
| SHISEIDO CO LTD | 0.00% |
| SINCLAIR TELE 05.3750 04/01/2021 | 0.00% |
| SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 | 0.00% |
| SM ENERGY CO 06.5000 11/15/2021 | 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% |
| STEEL DYNAMICS INC 05.1250 10/01/2021 | 0.00% |
| STEEL DYNAMICS INC 05.2500 04/15/2023 | 0.00% |
| SURUGA BANK LTD | 0.00% |
| SURYA SEMESTA INTERNUSA PT | 0.00% |
| SWISS FRANC CALL ACCOUNT | 0.00% |
| SYNIVERSE HOLDINGS INC 09.1250 01/15/2019 | 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 06.8360 04/28/2023 | 0.00% |
| TARO PHARMACEUTICAL INDUS | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.2500 04/15/2021 | 0.00% |
| TAYLOR MORRISON P/P 144A 05.6250 03/01/2024 | 0.00% |
| TECHNIP SA | 0.00% |
| TECK RESOURCES LTD P/P 144A 08.0000 06/01/2021 | 0.00% |
| TECK RESOURCES LTD P/P 144A 08.5000 06/01/2024 | 0.00% |
| TEGNA INC 05.1250 10/15/2019 | 0.00% |
| TENET HEALTHCARE 04.5000 04/01/2021 | 0.00% |
| TENET HEALTHCARE 04.7500 06/01/2020 | 0.00% |
| TENNECO INC 05.0000 07/15/2026 | 0.00% |
| TERVITA CORP P/P 144A 10.8750 02/15/2018 | 0.00% |
| TEXAS COMP ELEC PP L+450 04.9337 10/10/2017 | 0.00% |
| TEXAS COMP/TCEH P/P 144A 11.5000 10/01/2020 | 0.00% |
| TMX FIN/TITLEMAX P/P 144A 08.5000 09/15/2018 | 0.00% |
| TOKAI PHARMACEUTICALS INC | 0.00% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.00% |
| TRIANGLE USA PETRO P/P 144A 06.7500 07/15/2022 | 0.00% |
| TRW AUTOMOTIVE INC P/P 144A 04.5000 03/01/2021 | 0.00% |
| UKX 20160715 P 5933.42CITI | 0.00% |
| UKX 20160715 P 6058.33CITI | 0.00% |
| ULTRAGENYX PHARMACEUTICAL IN | 0.00% |
| UNIQURE NV | 0.00% |
| UNIT CORP 06.6250 05/15/2021 | 0.00% |
| US 10YR NOTE (CBT)SEP16 TYU6 | 0.00% |
| US 2YR NOTE (CBT) SEP16 TUU6 | 0.00% |
| US 5YR NOTE (CBT) SEP16 FVU6 | 0.00% |
| US LONG BOND(CBT) SEP16 USU6 | 0.00% |
| US ULTRA BOND CBT SEP16 WNU6 | 0.00% |
| USD/CAD CALL 1.32 20160719 CITI | 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 07.0000 10/01/2020 | 0.00% |
| VALEANT PHARMACEUTIC P/P 144A 05.5000 03/01/2023 | 0.00% |
| VANDER INTERMED P/P 144A 09.7500 02/01/2019 | 0.00% |
| VEREIT OPERATING PARTNER 04.8750 06/01/2026 | 0.00% |
| VOLKSWAGEN AG PFD | 0.00% |
| WALTER INV MGMT 07.8750 12/15/2021 | 0.00% |
| WBCMT 2005-C18 XC IO P/P 144A 00.0000 04/15/2042 | 0.00% |
| WBCMT 2006-C26 XC IO P/P 144A 00.1482 06/15/2045 | 0.00% |
| WESTERN GAS PARTNERS LP 04.6500 07/01/2026 | 0.00% |
| WHITEWAVE FOODS CO 05.3750 10/01/2022 | 0.00% |
| WHITING PETROLEUM CORP | 0.00% |
| WHITING PETROLEUM CORP 05.7500 03/15/2021 | 0.00% |
| WILLIAMS COMPANIES INC 03.7000 01/15/2023 | 0.00% |
| WILLIAMS COS INC 07.7500 06/15/2031 | 0.00% |
| WILLIAMS COS INC 07.8750 09/01/2021 | 0.00% |
| WPX ENERGY INC 07.5000 08/01/2020 | 0.00% |
| ZAR/USD 07/21/2016 CITI | 0.00% |
| ZFS FIN USA TRUST V P/P 144A 06.5000 05/09/2037 | 0.00% |
| ZODIAC SA | 0.00% |
| 2.17 R ISWP FWD USL3M P 09/21/2046 | -0.01% |
| AUD/USD 07/21/2016 CSI-FX | -0.01% |
| AUD/USD 07/21/2016 JPMCB | -0.01% |
| AUD/USD 07/21/2016 RBSF | -0.01% |
| AUD/USD 07/21/2016 SSBT | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.01% |
| EUR/USD 09/21/2016 BCAP-FX | -0.01% |
| FLR USL3M 6.00 03/07/2018 JP | -0.01% |
| JPY/USD 08/18/2016 DEUTB-L | -0.01% |
| KOREAN WON CALL ACCOUNT | -0.01% |
| THE EURO EUR CALL ACCOUNT | -0.01% |
| 1.12 R ISWP FWD USL3M P 09/21/2018 | -0.02% |
| 1.75 R ISWP FWD USL3M P 09/21/2026 | -0.02% |
| EUR/USD 09/21/2016 UBS | -0.02% |
| GBP/USD 09/21/2016 UBS | -0.02% |
| ISRAELI SHEKEL CALL ACCOUNT | -0.02% |
| POUND STERLING CALL ACCOUNT | -0.02% |
| SWEDISH KRONA CALL ACCOUNT | -0.02% |
| DANISH KRONE CALL ACCOUNT | -0.03% |
| CDX CDX.NA.HY.26 500.0 06/20/2021 | -0.05% |
| GBP/USD 09/21/2016 CITI | -0.11% |
| RU10INTR P USL3M R 11/23/16 CI | -0.13% |
Prior top 10 holdings
| Top 10 holdings as of 08/31/16 | |
|---|---|
| 1: Gnma Gii30 Tba 03.5000 09/01/2046 | 3.58% |
| 2: Fnma Fn30 Tba 04.0000 09/01/2046 | 2.89% |
| 3: Fnma Fn30 Tba 03.0000 09/01/2046 | 2.10% |
| 4: Fnma Fn30 Tba 06.0000 09/01/2046 | 1.54% |
| 5: Fnma Fn15 Tba 03.0000 09/01/2031 | 1.41% |
| 6: Alphabet Inc-Cl A Sedol Byvy8g0 | 1.38% |
| 7: Microsoft Corp Sedol 2588173 | 1.28% |
| 8: Jpmorgan Chase & Co Sedol 2190385 | 1.14% |
| 9: Johnson & Johnson Sedol 2475833 | 1.05% |
| 10: Verizon Communications Inc Sedol 2090571 | 1.02% |
| Holdings represent 17.39% of portfolio | |
| Top 10 holdings as of 07/31/16 | |
|---|---|
| 1: Gnma Gii30 Tba 03.5000 08/01/2046 | 3.54% |
| 2: Fnma Fn30 Tba 04.0000 08/01/2046 | 2.86% |
| 3: Fnma Fn30 Tba 03.0000 09/01/2046 | 2.08% |
| 4: Microsoft Corp Sedol 2588173 | 1.53% |
| 5: Fnma Fn30 Tba 06.0000 08/01/2046 | 1.52% |
| 6: Fnma Fn15 Tba 03.0000 08/01/2031 | 1.40% |
| 7: Johnson & Johnson Sedol 2475833 | 1.39% |
| 8: Verizon Communications Inc Sedol 2090571 | 1.11% |
| 9: Apple Inc Sedol 2046251 | 1.10% |
| 10: Jpmorgan Chase & Co Sedol 2190385 | 1.07% |
| Holdings represent 17.60% of portfolio | |
| Top 10 holdings as of 06/30/16 | |
|---|---|
| 1: Fnma Fn30 Tba 04.0000 08/01/2046 | 2.92% |
| 2: Gnma Gii30 Tba 03.5000 08/01/2046 | 2.17% |
| 3: Fnma Fn30 Tba 06.0000 07/01/2046 | 1.56% |
| 4: Gnma Gii30 Tba 03.5000 07/01/2046 | 1.45% |
| 5: Fnma Fn15 Tba 03.0000 07/01/2031 | 1.43% |
| 6: Fnma Fn30 Tba 03.0000 07/01/2046 | 1.42% |
| 7: Microsoft Corp Sedol 2588173 | 1.41% |
| 8: Johnson & Johnson Sedol 2475833 | 1.38% |
| 9: Verizon Communications Inc Sedol 2090571 | 1.15% |
| 10: Jpmorgan Chase & Co Sedol 2190385 | 1.06% |
| Holdings represent 15.95% of portfolio | |
| Top 10 holdings as of 05/31/16 | |
|---|---|
| 1: Fnma Fn30 Tba 04.0000 07/01/2046 | 2.88% |
| 2: Gnma Gii30 Tba 03.5000 06/01/2046 | 2.85% |
| 3: Fnma Fn30 Tba 03.0000 07/01/2046 | 2.07% |
| 4: Fnma Fn30 Tba 06.0000 06/01/2046 | 1.54% |
| 5: Microsoft Corp Sedol 2588173 | 1.47% |
| 6: Fnma Fn15 Tba 03.0000 07/01/2031 | 1.40% |
| 7: Johnson & Johnson Sedol 2475833 | 1.29% |
| 8: Jpmorgan Chase & Co Sedol 2190385 | 1.12% |
| 9: Apple Inc Sedol 2046251 | 1.09% |
| 10: Verizon Communications Inc Sedol 2090571 | 1.05% |
| Holdings represent 16.76% of portfolio | |
Portfolio Composition as of 08/31/16
| U.S. Investment-grade bonds | 30.33% |
|
|---|---|---|
| U.S. large-cap growth stocks | 18.76% |
|
| U.S. large-cap value stocks | 18.76% |
|
| International equity | 9.19% |
|
| U.S. small- and mid-cap value stocks | 7.75% |
|
| U.S. small-and mid-cap growth stocks | 7.75% |
|
| U.S. High-yield bonds | 5.57% |
|
| U.S. money markets | 1.89% |
|
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.