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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.
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
- Robert J. Kea, CFA® (Investing since 1988)
- Robert J. Schoen (Investing since 1990)
- James A. Fetch (Investing since 1994)
- Jason R. Vaillancourt, CFA® (Investing since 1993)
Daily Pricing as of 03/11/14
| with optional enhanced death benefits | ||
|---|---|---|
| Unit Value | $14.858234 | $14.543251 |
| Unit Value Change | -0.062379 | -0.061117 |
‡ Lipper Ranking as of 01/31/14
Category: Mixed-Ast Target Allc Modr-PCM
| Percentile ranking | Rank/Funds in category | |
|---|---|---|
| 10 yrs. | 28% | 20/72 |
| 1 yr. | 4% | 9/232 |
| 3 yrs. | 7% | 12/195 |
| 5 yrs. | 5% | 7/168 |
Quick Facts as of 02/28/14
| Fiscal Year End | December |
|---|---|
| Asset Class | Putnam Allstate Advisor Plus |
| Subaccount Status | Open to new investors |
| Number of Issues | 1861 |
| Turnover (fiscal year end) | 164% |
| Net Assets | $196M |
| Inception Date | 02/01/88 |
International investing involves certain risks, such as currency fluctuations, economic instability, and political developments. Additional risks may be associated with emerging-market securities, including illiquidity and volatility. The fund invests some or all of its assets in small and/or midsize companies. Such investments increase the risk of greater price fluctuations. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk. The use of derivatives involves additional risks, such as the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Funds that invest in bonds are subject to certain risks including interest-rate risk, credit risk, and inflation risk. As interest rates rise, the prices of bonds fall. Long-term bonds are more exposed to interest-rate risk than short-term bonds. Unlike bonds, bond funds have ongoing fees and expenses. Variable annuities are long-term investments designed for retirement purposes. Withdrawals prior to age 59 1/2 may be subject to a 10% IRS penalty.
You can lose money by investing in a fund. Any given fund may not achieve its goal, and is not intended as a complete investment program. All funds have risk. The value and/or returns of a portfolio will fluctuate with market conditions. You may have more or less than the original amount invested when you redeem your shares.
‡ Lipper is an industry research firm whose rankings are based on total return performance, vary over time, and do not reflect the effects of sales charges. Past performance is not indicative of future results.
Performance as of 12/31/13
| Annualized Performance | Last Quarter | Year to Date |
1 yr. | 3 yrs. | 5 yrs. | 10 yrs. | Life of subaccount |
|---|---|---|---|---|---|---|---|
| Restated performance | |||||||
| Unit Value | 6.60% | 17.58% | 17.58% | 8.99% | 14.22% | 4.95% | 5.99% |
| Standardized | -1.40% | 9.58% | 9.58% | 6.70% | 13.50% | 4.95% | 5.99% |
| With optional enhanced death benefit | |||||||
| Unit Value | 6.55% | 17.40% | 17.40% | 8.82% | 14.04% | 4.79% | 5.83% |
| Standardized | -1.45% | 9.40% | 9.40% | 6.52% | 13.33% | 4.79% | 5.83% |
| Actual performance | |||||||
| Unit Value | 6.60% | 17.58% | 17.58% | 8.99% | 14.22% | 4.95% | 2.69% |
| Standardized | -1.40% | 9.58% | 9.58% | 6.70% | 13.50% | 4.95% | 2.69% |
| With optional enhanced death benefit | |||||||
| Unit Value | 6.55% | 17.40% | 17.40% | 8.82% | 14.04% | 4.79% | 2.54% |
| Standardized | -1.45% | 9.40% | 9.40% | 6.52% | 13.33% | 4.79% | 2.54% |
| Cumulative Performance | Last Quarter | Year to Date |
1 yr. | 3 yrs. | 5 yrs. | 10 yrs. | Life of subaccount |
|---|---|---|---|---|---|---|---|
| Restated performance | |||||||
| Unit Value | 6.60% | 17.58% | 17.58% | 29.47% | 94.39% | 62.14% | 351.71% |
| Standardized | -1.40% | 9.58% | 9.58% | 21.47% | 88.39% | 62.14% | 351.71% |
| With optional enhanced death benefit | |||||||
| Unit Value | 6.55% | 17.40% | 17.40% | 28.88% | 92.92% | 59.68% | 334.20% |
| Standardized | -1.45% | 9.40% | 9.40% | 20.88% | 86.92% | 59.68% | 334.20% |
| Actual performance | |||||||
| Unit Value | 6.60% | 17.58% | 17.58% | 29.47% | 94.39% | 62.14% | 44.40% |
| Standardized | -1.40% | 9.58% | 9.58% | 21.47% | 88.39% | 62.14% | 44.40% |
| With optional enhanced death benefit | |||||||
| Unit Value | 6.55% | 17.40% | 17.40% | 28.88% | 92.92% | 59.68% | 41.39% |
| Standardized | -1.45% | 9.40% | 9.40% | 20.88% | 86.92% | 59.68% | 41.39% |
Annual Performance at NAV
| 2004 | 2005 | 2006 | 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 |
|---|---|---|---|---|---|---|---|---|---|
| 7.36% | 5.27% | 11.06% | 1.28% | -34.39% | 33.04% | 12.86% | -2.01% | 12.37% | 17.58% |
| With optional enhanced death benefit | |||||||||
| 7.20% | 5.11% | 10.89% | 1.13% | -34.49% | 32.84% | 12.68% | -2.16% | 12.20% | 17.40% |
Restated performance
|
|
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With optional enhanced death benefit
|
|
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Risk Characteristics as of 01/31/14
| Alpha (%) | -0.24 |
|---|---|
| Beta | 0.71 |
| R Squared | 0.95 |
| Standard Deviation (3 yrs.) | 9.24 |
Unit values and performance information shown apply to the specific annuity product listed, not the underlying Putnam Variable Trust fund. This information should not be used by investors who hold an interest in Putnam Variable Trust funds through a different annuity or other variable product. The unit values and performance of other variable products that offer Putnam Variable Trust funds may be higher or lower due to product charges and expenses or other factors.
Data is historical. Past performance is no guarantee of future results. More recent returns may be less or more than those shown. Investment return and principal value will fluctuate, and you may have a gain or a loss when you sell your units.
Returns shown for the subaccounts for periods before their inception are derived from the historical performance of the underlying fund, adjusted to reflect the mortality, expense risk, and surrender charges applicable to this product and do not factor in the annual $30 contract maintenance fee. Additional riders and options for insurance-related charges will increase expenses and lower returns. Please see the prospectus for details. For a portion of the period, subaccounts may have limited expenses, without which returns would have been lower.
Variable annuities are long-term investments designed for retirement purposes. Putnam Hartford products are flexible-premium variable annuities issued by Hartford Life and Annuity Insurance Company, Simsbury, CT.
Putnam Allstate variable annuities are flexible-premium deferred variable annuities issued by Allstate Life Insurance Company (Allstate Life); underwritten by Allstate Distributors, L.L.C., both of Northbrook, IL; and sold through registered representatives or bank employees who are licensed insurance agents. Please check for availability in your specific state.
These policies have limitations and are sold by prospectus only. The prospectus contains details on the variable annuity, the subaccounts, contract features, fees, expenses, and other pertinent information.
Investors should carefully consider the investment objectives, risks, charges, and expenses of a fund before investing. For a prospectus containing this and other information for any variable annuity or variable life product that invests in Putnam Variable Trust funds, contact your financial advisor for a contract prospectus and prospectus for the underlying funds. You may also call Hartford at 1-800-521-0538 or Allstate at 1-800-390-1277. Read the prospectuses carefully before investing.
For the most recent month-end performance, please call Hartford at 1-800-521-0538 or Allstate at 1-800-390-1277.
International investing involves certain risks, such as currency fluctuations, economic instability, and political developments. Additional risks may be associated with emerging-market securities, including illiquidity and volatility. The fund invests some or all of its assets in small and/or midsize companies. Such investments increase the risk of greater price fluctuations. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk. The use of derivatives involves additional risks, such as the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Funds that invest in bonds are subject to certain risks including interest-rate risk, credit risk, and inflation risk. As interest rates rise, the prices of bonds fall. Long-term bonds are more exposed to interest-rate risk than short-term bonds. Unlike bonds, bond funds have ongoing fees and expenses. Variable annuities are long-term investments designed for retirement purposes. Withdrawals prior to age 59 1/2 may be subject to a 10% IRS penalty.
You can lose money by investing in a fund. Any given fund may not achieve its goal, and is not intended as a complete investment program. All funds have risk. The value and/or returns of a portfolio will fluctuate with market conditions. You may have more or less than the original amount invested when you redeem your shares.
Lipper is an industry research firm whose rankings are based on total return performance, vary over time, and do not reflect the effects of sales charges. Past performance is not indicative of future results.
Top 10 Holdings as of 01/31/14
| Fnma Fn30 Tba 04.0000 02/01/2044 | 4.93% |
|
|---|---|---|
| Fnma Fn30 Tba 06.0000 02/01/2044 | 2.90% |
|
| Fnma Fn15 Tba 03.5000 02/01/2029 | 1.65% |
|
| Gnma Gii30 Tba 03.0000 02/01/2044 | 1.55% |
|
| Cvs Caremark Corp Sedol 2577609 | 1.10% |
|
| Jpmorgan Chase & Co Sedol 2190385 | 1.03% |
|
| Apple Inc Sedol 2046251 | 1.01% |
|
| Colgate-Palmolive Co Sedol 2209106 | 0.97% |
|
| Johnson & Johnson Sedol 2475833 | 0.91% |
|
| Oracle Corp Sedol 2661568 | 0.89% |
|
| Top 10 holdings, total: | 16.94% |
|
Equity Holdings as of 12/31/13
| CVS CAREMARK CORP | 1.13% |
|---|---|
| APPLE INC | 1.10% |
| JPMORGAN CHASE & CO | 1.05% |
| COLGATE-PALMOLIVE CO | 1.00% |
| JOHNSON & JOHNSON | 0.91% |
| ORACLE CORP | 0.89% |
| MICROSOFT CORP | 0.82% |
| PFIZER INC | 0.78% |
| GOLDMAN SACHS GROUP INC | 0.77% |
| VERIZON COMMUNICATIONS INC | 0.75% |
| COMCAST CORP-CLASS A | 0.73% |
| HOME DEPOT INC | 0.69% |
| KIMBERLY-CLARK CORP | 0.69% |
| SCHLUMBERGER LTD | 0.67% |
| ARCHER-DANIELS-MIDLAND CO | 0.62% |
| EMC CORP/MA | 0.59% |
| CONOCOPHILLIPS | 0.58% |
| MERCK & CO. INC. | 0.58% |
| OCCIDENTAL PETROLEUM CORP | 0.57% |
| PNC FINANCIAL SERVICES GROUP | 0.55% |
| LOWES COMPANIES INC | 0.54% |
| DOW CHEMICAL CO/THE | 0.53% |
| PRICELINE.COM INC | 0.53% |
| EXXON MOBIL CORP | 0.52% |
| DANAHER CORP | 0.50% |
| TRAVELERS COS INC/THE | 0.49% |
| AON PLC | 0.47% |
| MCKESSON CORP | 0.46% |
| RAYTHEON COMPANY | 0.46% |
| STATE STREET CORP | 0.46% |
| SIMON PROPERTY GROUP INC | 0.45% |
| WESTERN DIGITAL CORP | 0.45% |
| BROADCOM CORP-CL A | 0.44% |
| VIACOM INC-CLASS B | 0.43% |
| DISCOVER FINANCIAL SERVICES | 0.42% |
| CUMMINS INC | 0.41% |
| NORTHROP GRUMMAN CORP | 0.39% |
| PHILLIPS 66 | 0.38% |
| DELTA AIR LINES INC | 0.37% |
| MCGRAW HILL FINANCIAL INC | 0.37% |
| NETAPP INC | 0.37% |
| WELLPOINT INC | 0.36% |
| AETNA INC | 0.33% |
| LYONDELLBASELL INDU-CL A | 0.33% |
| ABBVIE INC | 0.32% |
| SYMANTEC CORP | 0.31% |
| CARDINAL HEALTH INC | 0.29% |
| INGERSOLL-RAND PLC | 0.29% |
| PPL CORPORATION | 0.29% |
| CELGENE CORP | 0.27% |
| P G & E CORP | 0.27% |
| PPG INDUSTRIES INC | 0.27% |
| CA INC | 0.26% |
| ROCKWELL AUTOMATION INC | 0.26% |
| F5 NETWORKS INC | 0.24% |
| ACTIVISION BLIZZARD INC | 0.23% |
| EDISON INTERNATIONAL | 0.23% |
| GOOGLE INC-CL A | 0.23% |
| MACY'S INC | 0.23% |
| VALERO ENERGY CORP | 0.23% |
| AOL INC | 0.22% |
| AMETEK INC | 0.21% |
| BAKER HUGHES INC | 0.21% |
| CADENCE DESIGN SYS INC | 0.21% |
| CORELOGIC INC | 0.21% |
| FORTINET INC | 0.21% |
| PUBLIC STORAGE | 0.21% |
| SOUTHWEST AIRLINES CO | 0.21% |
| ELI LILLY & CO | 0.20% |
| GENERAL ELECTRIC CO | 0.20% |
| MARVELL TECHNOLOGY GROUP LTD | 0.20% |
| WYNN RESORTS LTD | 0.20% |
| COACH INC | 0.19% |
| INTUITIVE SURGICAL INC | 0.19% |
| LIBERTY INTERACTIVE CORP-A | 0.19% |
| LIBERTY MEDIA CORP - A | 0.18% |
| ENTERGY CORP | 0.17% |
| BROCADE COMMUNICATIONS SYS | 0.16% |
| L-3 COMMUNICATIONS HLDGS INC | 0.16% |
| AVALONBAY COMMUNITIES INC | 0.15% |
| CABOT OIL & GAS CORP | 0.15% |
| CITY NATIONAL CORP | 0.15% |
| NESTLE SA-REG | 0.15% |
| ADT CORP/THE | 0.14% |
| CF INDUSTRIES HOLDINGS INC | 0.14% |
| FIRST NIAGARA FINANCIAL GRP | 0.14% |
| GAP INC/THE | 0.14% |
| ROCHE HOLDING AG-GENUSSCHEIN | 0.14% |
| SANOFI | 0.14% |
| SCRIPPS NETWORKS INTER-CL A | 0.14% |
| ASSOCIATED BANC-CORP | 0.13% |
| AXIS CAPITAL HOLDINGS LTD | 0.13% |
| HSBC HOLDINGS PLC | 0.13% |
| JAZZ PHARMACEUTICALS PLC | 0.13% |
| KEYCORP | 0.13% |
| SIEMENS AG | 0.13% |
| T-MOBILE US INC | 0.13% |
| WYNDHAM WORLDWIDE CORP | 0.13% |
| ADVANCE AUTO PARTS | 0.12% |
| ALLIED WORLD ASSURANCE CO | 0.12% |
| EXPEDIA INC | 0.12% |
| FORTUNE BRANDS HOME & SECURI | 0.12% |
| BAYER AG-REG | 0.11% |
| CHEVRON CORP | 0.11% |
| CMS ENERGY CORP | 0.11% |
| COMMONWEALTH BANK OF AUSTRAL | 0.11% |
| GANNETT CO | 0.11% |
| HANESBRANDS INC | 0.11% |
| MANPOWERGROUP INC | 0.11% |
| PETSMART INC | 0.11% |
| SOFTBANK CORP | 0.11% |
| AGCO CORP | 0.10% |
| AIRBUS GROUP NV | 0.10% |
| AMERICAN FINANCIAL GROUP INC | 0.10% |
| ASTRAZENECA PLC | 0.10% |
| IDEX CORP | 0.10% |
| LLOYDS BANKING GROUP PLC | 0.10% |
| TOYOTA MOTOR CORP | 0.10% |
| AIA GROUP LTD | 0.09% |
| ALASKA AIR GROUP INC | 0.09% |
| ALLIANZ SE-REG | 0.09% |
| BP PLC | 0.09% |
| GENTEX CORP | 0.09% |
| GLAXOSMITHKLINE PLC | 0.09% |
| JAPAN TOBACCO INC | 0.09% |
| LEGGETT & PLATT INC | 0.09% |
| OCEANEERING INTL INC | 0.09% |
| PITNEY BOWES INC | 0.09% |
| PROCTER & GAMBLE CO/THE | 0.09% |
| PRUDENTIAL PLC | 0.09% |
| SUMITOMO MITSUI FINANCIAL GR | 0.09% |
| TESORO CORP | 0.09% |
| VODAFONE GROUP PLC | 0.09% |
| WABCO HOLDINGS INC | 0.09% |
| AGILENT TECHNOLOGIES INC | 0.08% |
| ALLEGION PLC | 0.08% |
| ANHEUSER-BUSCH INBEV NV | 0.08% |
| AXA SA | 0.08% |
| BALL CORP | 0.08% |
| CONTINENTAL AG | 0.08% |
| ECHOSTAR CORP-A | 0.08% |
| NEXT PLC | 0.08% |
| ROYAL DUTCH SHELL PLC-A SHS | 0.08% |
| TOTAL SA | 0.08% |
| AMERICAN CAPITAL AGENCY CORP | 0.07% |
| BARCLAYS PLC | 0.07% |
| BASF SE | 0.07% |
| BRITISH AMERICAN TOBACCO PLC | 0.07% |
| BT GROUP PLC | 0.07% |
| CENTRAL JAPAN RAILWAY CO | 0.07% |
| COMPASS GROUP PLC | 0.07% |
| CST BRANDS INC | 0.07% |
| ENI SPA | 0.07% |
| FEDERAL REALTY INVS TRUST | 0.07% |
| FUJI HEAVY INDUSTRIES LTD | 0.07% |
| GRAHAM HOLDINGS CO-CLASS B | 0.07% |
| JOHNSON MATTHEY PLC | 0.07% |
| L OREAL | 0.07% |
| MOLSON COORS BREWING CO -B | 0.07% |
| NOVARTIS AG-REG | 0.07% |
| OIL STATES INTERNATIONAL INC | 0.07% |
| ROYAL DUTCH SHELL PLC-B SHS | 0.07% |
| UGI CORP | 0.07% |
| AMERICAN EAGLE OUTFITTERS | 0.06% |
| ASSICURAZIONI GENERALI | 0.06% |
| AUST AND NZ BANKING GROUP | 0.06% |
| BG GROUP PLC | 0.06% |
| CENTRICA PLC | 0.06% |
| CIE FINANCIERE RICHEMON-REG | 0.06% |
| DRIL-QUIP INC | 0.06% |
| EXELIS INC | 0.06% |
| IMI PLC | 0.06% |
| ITT EDUCATIONAL SERVICES INC | 0.06% |
| KEYENCE CORP | 0.06% |
| OMRON CORP | 0.06% |
| PACKAGING CORP OF AMERICA | 0.06% |
| RELIANCE STEEL & ALUMINUM | 0.06% |
| RESONA HOLDINGS INC | 0.06% |
| SUPERIOR ENERGY SERVICES INC | 0.06% |
| VINCI SA | 0.06% |
| WELLS FARGO & CO | 0.06% |
| ABB LTD-REG | 0.05% |
| AGEAS | 0.05% |
| AISIN SEIKI CO LTD | 0.05% |
| ASAHI KASEI CORP | 0.05% |
| ASSA ABLOY AB-B | 0.05% |
| BANCO BILBAO VIZCAYA ARGENTA | 0.05% |
| BANCO SANTANDER SA | 0.05% |
| BERKSHIRE HATHAWAY INC-CL B | 0.05% |
| BHP BILLITON LTD | 0.05% |
| BNP PARIBAS | 0.05% |
| COLOPLAST-B | 0.05% |
| CREDIT AGRICOLE SA | 0.05% |
| DEUTSCHE POST AG-REG | 0.05% |
| GENWORTH FINANCIAL INC-CL A | 0.05% |
| GLENCORE XSTRATA PLC | 0.05% |
| INTL CONSOLIDATED AIRLINE-DI | 0.05% |
| ITV PLC | 0.05% |
| LINDT & SPRUENGLI AG-PC | 0.05% |
| MITSUBISHI UFJ FINANCIAL GRO | 0.05% |
| MRC GLOBAL INC | 0.05% |
| RAYONIER INC | 0.05% |
| RED ELECTRICA CORPORACION SA | 0.05% |
| ROYAL DUTCH SHELL PLC-A SHS | 0.05% |
| SJM HOLDINGS LTD | 0.05% |
| TELSTRA CORP LTD | 0.05% |
| TOKYU FUDOSAN HOLDINGS CORP | 0.05% |
| TRUEBLUE INC | 0.05% |
| UBS AG-REG | 0.05% |
| VOESTALPINE AG | 0.05% |
| WPP PLC | 0.05% |
| 3I GROUP PLC | 0.04% |
| ACTELION LTD-REG | 0.04% |
| ALLY FINANCIAL INC P/P 144A PCT 07.0000 | 0.04% |
| ALPHA NATURAL RESOURCES INC | 0.04% |
| AMEC PLC | 0.04% |
| ASML HOLDING NV | 0.04% |
| ASTELLAS PHARMA INC | 0.04% |
| BABCOCK INTL GROUP PLC | 0.04% |
| BAYERISCHE MOTOREN WERKE AG | 0.04% |
| BHP BILLITON PLC | 0.04% |
| CALBEE INC | 0.04% |
| CAP GEMINI | 0.04% |
| CARREFOUR SA | 0.04% |
| CHART INDUSTRIES INC | 0.04% |
| CHEMTURA CORP | 0.04% |
| DAIMLER AG-REGISTERED SHARES | 0.04% |
| DELUXE CORP | 0.04% |
| DEUTSCHE BANK AG-REGISTERED | 0.04% |
| DEUTSCHE TELEKOM AG-REG | 0.04% |
| DIAGEO PLC | 0.04% |
| ENEL SPA | 0.04% |
| ENERSYS | 0.04% |
| EXPERIAN PLC | 0.04% |
| GDF SUEZ | 0.04% |
| GREATBATCH INC | 0.04% |
| HANG SENG BANK LTD | 0.04% |
| HEALTH NET INC | 0.04% |
| HEINEKEN HOLDING NV | 0.04% |
| HFF INC-CLASS A | 0.04% |
| HINO MOTORS LTD | 0.04% |
| INSURANCE AUSTRALIA GROUP LTD | 0.04% |
| INVESTOR AB-B SHS | 0.04% |
| JGC CORP | 0.04% |
| KANSAI ELECTRIC POWER CO INC | 0.04% |
| KAR AUCTION SERVICES INC | 0.04% |
| KILROY REALTY CORP | 0.04% |
| KONICA MINOLTA HOLDINGS INC | 0.04% |
| LEGAL & GENERAL GROUP PLC | 0.04% |
| MEIJI HOLDINGS CO LTD | 0.04% |
| MGM CHINA HOLDINGS LTD | 0.04% |
| NATIONAL AUSTRALIA BANK LTD | 0.04% |
| NOVO NORDISK A/S-B | 0.04% |
| NTT DOCOMO INC | 0.04% |
| PANASONIC CORP | 0.04% |
| SALIX PHARMACEUTICALS LTD | 0.04% |
| SINCLAIR BROADCAST GROUP -A | 0.04% |
| SINGAPORE TECH ENGINEERING | 0.04% |
| SKANDINAVISKA ENSKILDA BAN-A | 0.04% |
| SMC CORP | 0.04% |
| SONIC AUTOMOTIVE INC-CLASS A | 0.04% |
| STATOIL ASA | 0.04% |
| SWATCH GROUP AG/THE-BR | 0.04% |
| SWEDBANK AB - A SHARES | 0.04% |
| SWIFT TRANSPORTATION CO | 0.04% |
| SYNGENTA AG-REG | 0.04% |
| TELEFONICA SA | 0.04% |
| TELENOR ASA | 0.04% |
| TOKYO ELECTRON LTD | 0.04% |
| TRIMAS CORP | 0.04% |
| UPM-KYMMENE OYJ | 0.04% |
| VCA ANTECH INC | 0.04% |
| WENDEL | 0.04% |
| WESTPAC BANKING CORP | 0.04% |
| WHEELOCK & CO LTD | 0.04% |
| ZIGGO NV | 0.04% |
| ACXIOM CORP | 0.03% |
| ADIDAS AG | 0.03% |
| ALTRA INDUSTRIAL MOTION CORP | 0.03% |
| AMCOR LIMITED | 0.03% |
| AMERICAN EQUITY INVT LIFE HL | 0.03% |
| ANIXTER INTERNATIONAL INC | 0.03% |
| ASSOCIATED BRITISH FOODS PLC | 0.03% |
| ATRESMEDIA CORP DE MEDIOS DE | 0.03% |
| BANCO LATINOAMERICANO COME-E | 0.03% |
| BANK OF YOKOHAMA LTD/THE | 0.03% |
| BLUCORA INC | 0.03% |
| BOFI HOLDING INC | 0.03% |
| BOSKALIS WESTMINSTER | 0.03% |
| BUREAU VERITAS SA | 0.03% |
| CHEMED CORP | 0.03% |
| CHIMERA INVESTMENT CORP | 0.03% |
| COMFORTDELGRO CORP LTD | 0.03% |
| CON-WAY INC | 0.03% |
| CONMED CORP | 0.03% |
| CREDIT SAISON CO LTD | 0.03% |
| CUBIST PHARMACEUTICALS INC | 0.03% |
| DBS GROUP HOLDINGS LTD | 0.03% |
| DELEK US HOLDINGS INC | 0.03% |
| DENSO CORPORATION | 0.03% |
| DESTINATION MATERNITY CORP | 0.03% |
| DEXUS PROPERTY GROUP | 0.03% |
| DISTRIBUIDORA INTERNACIONAL | 0.03% |
| DOMTAR CORP | 0.03% |
| EMS-CHEMIE HOLDING AG-REG | 0.03% |
| ENCORE CAPITAL GROUP INC | 0.03% |
| ENDO HEALTH SOLUTIONS INC | 0.03% |
| FRANKLIN ELECTRIC CO INC | 0.03% |
| GENERAC HOLDINGS INC | 0.03% |
| GPT GROUP | 0.03% |
| GREENBRIER COMPANIES INC | 0.03% |
| HARBINGER GROUP INC | 0.03% |
| HIBERNIA REIT PLC | 0.03% |
| HISAMITSU PHARMACEUTICAL CO | 0.03% |
| HITACHI LTD | 0.03% |
| HOLCIM LTD-REG | 0.03% |
| ING GROEP NV-CVA | 0.03% |
| ISHIKAWAJIMA-HARIMA HVY IND | 0.03% |
| JAPAN AIRLINES CO LTD | 0.03% |
| JOYO BANK LTD/THE | 0.03% |
| KERRY GROUP PLC-A | 0.03% |
| KONINKLIJKE AHOLD NV | 0.03% |
| LSB INDUSTRIES INC | 0.03% |
| MANHATTAN ASSOCIATES INC | 0.03% |
| MENTOR GRAPHICS CORP | 0.03% |
| MITSUBISHI CORP | 0.03% |
| MITSUBISHI ESTATE CO LTD | 0.03% |
| MUENCHENER RUECKVER AG-REG | 0.03% |
| NAMCO BANDAI HOLDINGS INC | 0.03% |
| NISSAN MOTOR CO LTD | 0.03% |
| NOMURA RESEARCH INSTITUTE LT | 0.03% |
| ORANGE | 0.03% |
| ORION OYJ-CLASS B | 0.03% |
| PBF ENERGY INC-CLASS A | 0.03% |
| PORTFOLIO RECOVERY ASSOCIATE | 0.03% |
| PS BUSINESS PARKS INC/CA | 0.03% |
| QUALITY DISTRIBUTION INC | 0.03% |
| RECKITT BENCKISER GROUP PLC | 0.03% |
| REGUS PLC | 0.03% |
| RENAULT SA | 0.03% |
| REPSOL SA | 0.03% |
| RYLAND GROUP INC/THE | 0.03% |
| SABMILLER PLC | 0.03% |
| SAFRAN SA | 0.03% |
| SK HYNIX INC | 0.03% |
| SPIRIT AIRLINES INC | 0.03% |
| STANDARD MOTOR PRODS | 0.03% |
| STEALTHGAS INC | 0.03% |
| SUMITOMO METAL MINING CO LTD | 0.03% |
| SUZUKI MOTOR CORP | 0.03% |
| THK CO LTD | 0.03% |
| TOKYO GAS CO LTD | 0.03% |
| TREX COMPANY INC | 0.03% |
| TUI TRAVEL PLC | 0.03% |
| ULTIMATE SOFTWARE GROUP INC | 0.03% |
| UNICREDIT SPA | 0.03% |
| UNILEVER PLC | 0.03% |
| UNITED INTERNET AG-REG SHARE | 0.03% |
| UNITED UTILITIES GROUP PLC | 0.03% |
| WELLCARE HEALTH PLANS INC | 0.03% |
| WOODSIDE PETROLEUM LTD | 0.03% |
| WP CAREY INC | 0.03% |
| YAMATO HOLDINGS CO LTD | 0.03% |
| ZODIAC SA | 0.03% |
| ACADIA PHARMACEUTICALS INC | 0.02% |
| ACE LTD | 0.02% |
| ACTUATE CORP | 0.02% |
| AEGEAN MARINE PETROLEUM NETW | 0.02% |
| ALERE INC | 0.02% |
| ALLIANT TECHSYSTEMS INC | 0.02% |
| AMSURG CORP | 0.02% |
| ANN INC | 0.02% |
| ARIAD PHARMACEUTICALS INC | 0.02% |
| ASPEN TECHNOLOGY INC | 0.02% |
| AZZ INC | 0.02% |
| BANCO ESPIRITO SANTO-REG | 0.02% |
| BARRETT BUSINESS SVCS INC | 0.02% |
| BEIJING ENTERPRISES WATER GR | 0.02% |
| BIG LOTS INC | 0.02% |
| BRADY CORPORATION - CL A | 0.02% |
| BRUNSWICK CORP | 0.02% |
| CALAMP CORP | 0.02% |
| CALLON PETROLEUM CO | 0.02% |
| CAMBREX CORP | 0.02% |
| CANADIAN NATURAL RESOURCES | 0.02% |
| CARDINAL FINANCIAL CORP | 0.02% |
| CARMIKE CINEMAS INC | 0.02% |
| CHALLENGER LTD | 0.02% |
| CHASE CORP | 0.02% |
| CIRRUS LOGIC INC | 0.02% |
| CNO FINANCIAL GROUP INC | 0.02% |
| CORE-MARK HOLDING CO INC | 0.02% |
| COWAY CO LTD | 0.02% |
| CREDIT ACCEPTANCE CORP | 0.02% |
| CREDIT SUISSE GROUP AG-REG | 0.02% |
| DXP ENTERPRISES INC | 0.02% |
| EAST WEST BANCORP INC | 0.02% |
| EPL OIL & GAS INC | 0.02% |
| ERSTE GROUP BANK AG | 0.02% |
| EXOR SPA | 0.02% |
| EZION HOLDINGS LTD | 0.02% |
| FEI COMPANY | 0.02% |
| FUTUREFUEL CORP | 0.02% |
| GAMESTOP CORP-CLASS A | 0.02% |
| GENESCO INC | 0.02% |
| GENMARK DIAGNOSTICS INC | 0.02% |
| GLOBAL MEDIACOM TBK PT | 0.02% |
| GMAC CAPITAL TRUST I PCT 08.1250 | 0.02% |
| GRIFOLS SA-ADR | 0.02% |
| GRUPO FINANCIERO BANORTE-O | 0.02% |
| HAMMERSON PLC | 0.02% |
| HANMI FINANCIAL CORPORATION | 0.02% |
| HENKEL AG & CO KGAA VORZUG | 0.02% |
| HILL-ROM HOLDINGS INC | 0.02% |
| HORSEHEAD HOLDING CORP | 0.02% |
| HYSTER-YALE MATERIALS | 0.02% |
| II-VI INC | 0.02% |
| IMPAX LABORATORIES INC | 0.02% |
| INNOSPEC INC | 0.02% |
| INSYS THERAPEUTICS INC | 0.02% |
| INTEGRATED SILICON SOLUTION | 0.02% |
| INTRALINKS HOLDINGS INC | 0.02% |
| JIN CO LTD | 0.02% |
| KADANT INC | 0.02% |
| KAO CORP | 0.02% |
| KFORCE INC | 0.02% |
| LAM RESEARCH CORP | 0.02% |
| LEXINGTON REALTY TRUST | 0.02% |
| LIN MEDIA LLC - A | 0.02% |
| LIXIL GROUP CORP | 0.02% |
| LORAL SPACE AND COMMUNICATIONS | 0.02% |
| LTC PROPERTIES INC | 0.02% |
| MAGNACHIP SEMICONDUCT | 0.02% |
| MAGNIT | 0.02% |
| MEDASSETS INC | 0.02% |
| MEDICINES COMPANY | 0.02% |
| MOTA ENGIL SGPS SA | 0.02% |
| MWI VETERINARY SUPPLY INC | 0.02% |
| NATL HEALTH INVESTORS INC | 0.02% |
| NELNET INC-CL A | 0.02% |
| NN INC | 0.02% |
| NTT DATA CORP | 0.02% |
| NUMERICABLE GROUP | 0.02% |
| OCWEN FINANCIAL CORP | 0.02% |
| OMNIVISION TECHNOLOGIES INC | 0.02% |
| ON ASSIGNMENT INC | 0.02% |
| ORIGIN ENERGY LTD | 0.02% |
| PACWEST BANCORP | 0.02% |
| PAPA JOHN S INTL | 0.02% |
| PENN NATIONAL GAMING INC | 0.02% |
| PERFICIENT INC | 0.02% |
| PERSIMMON PLC | 0.02% |
| PRESTIGE BRANDS HOLDINGS INC | 0.02% |
| PROASSURANCE CORP | 0.02% |
| PROTECTIVE LIFE CORP | 0.02% |
| PROVIDENCE SERVICE CORP | 0.02% |
| QUESTCOR PHARMACEUTICALS | 0.02% |
| RANDSTAD HOLDING NV | 0.02% |
| RF MICRO DEVICES INC | 0.02% |
| SAMSUNG ELECTRONICS-PREF | 0.02% |
| SAP AG | 0.02% |
| SBERBANK-SPONSORED ADR | 0.02% |
| SCHNEIDER ELECTRIC SA | 0.02% |
| SEGA SAMMY HOLDINGS INC | 0.02% |
| SHIRE PLC | 0.02% |
| SOLARWINDS INC | 0.02% |
| SS&C TECHNOLOGIES HOLDINGS | 0.02% |
| STAAR SURGICAL CO | 0.02% |
| STADA ARZNEIMITTEL AG | 0.02% |
| STEWART INFORMATION SERVICES | 0.02% |
| STONE ENERGY CORP | 0.02% |
| STONERIDGE INC | 0.02% |
| SUEDZUCKER AG | 0.02% |
| SUNCOR ENERGY INC | 0.02% |
| SYMETRA FINANCIAL CORP | 0.02% |
| SYNAPTICS INC | 0.02% |
| TAKEDA PHARMACEUTICAL CO LTD | 0.02% |
| TDC A/S | 0.02% |
| TECH DATA CORP | 0.02% |
| TELE2 AB-B SHS | 0.02% |
| TENCENT HOLDINGS LTD | 0.02% |
| THIRD POINT REINSURANCE LTD | 0.02% |
| THOMAS COOK GROUP PLC | 0.02% |
| TYLER TECHNOLOGIES INC | 0.02% |
| UBIQUITI NETWORKS INC | 0.02% |
| UNISYS CORP | 0.02% |
| VEOLIA ENVIRONNEMENT | 0.02% |
| VOXX INTERNATIONAL CORP | 0.02% |
| WAGEWORKS INC | 0.02% |
| WESCO INTERNATIONAL INC | 0.02% |
| WESTFIELD GROUP | 0.02% |
| WOLSELEY PLC | 0.02% |
| WOOLWORTHS LTD | 0.02% |
| WORLD FUEL SERVICES CORP | 0.02% |
| YANDEX NV-A | 0.02% |
| ACCESS NATIONAL CORP | 0.01% |
| ACCURAY INC | 0.01% |
| ACTAVIS PLC | 0.01% |
| AEROFLOT-RUSSIAN AIRLINES | 0.01% |
| AGREE REALTY CORP | 0.01% |
| AJINOMOTO CO INC | 0.01% |
| AKZO NOBEL | 0.01% |
| ALCATEL-LUCENT | 0.01% |
| ALIGN TECHNOLOGY INC | 0.01% |
| ALKERMES PLC | 0.01% |
| ALPINE ELECTRONICS INC | 0.01% |
| ALSEA SAB DE CV | 0.01% |
| AMEDISYS INC | 0.01% |
| AMERICAN INTERNATIONAL GROUP | 0.01% |
| AMTRUST FINANCIAL SERVICES | 0.01% |
| ARKEMA | 0.01% |
| ARLINGTON ASSET INVESTMENT-A | 0.01% |
| ARMOUR RESIDENTIAL REIT INC | 0.01% |
| ARRAY BIOPHARMA INC | 0.01% |
| ARRIS GROUP INC | 0.01% |
| ASCENA RETAIL GROUP INC | 0.01% |
| ASCENT CAPITAL GROUP INC-A | 0.01% |
| ASHFORD HOSPITALITY PRIME IN | 0.01% |
| ASHFORD HOSPITALITY TRUST | 0.01% |
| ASTRONICS CORP | 0.01% |
| ATHENAHEALTH INC | 0.01% |
| AUXILIUM PHARMACEUTICALS INC | 0.01% |
| AVG TECHNOLOGIES | 0.01% |
| BALLY TECHNOLOGIES INC | 0.01% |
| BANGKOK BANK PUBLIC CO-NVDR | 0.01% |
| BANK OF IRELAND | 0.01% |
| BANK OF KENTUCKY FINL CORP | 0.01% |
| BARRY CALLEBAUT AG-REG | 0.01% |
| BEACON ROOFING SUPPLY INC | 0.01% |
| BELLWAY PLC | 0.01% |
| BLUE NILE INC | 0.01% |
| BOTTOMLINE TECHNOLOGIES (DE) | 0.01% |
| BRIDGESTONE CORP | 0.01% |
| BRIGHT HORIZONS FAMILY SOLUT | 0.01% |
| BRIGHTCOVE | 0.01% |
| BRITVIC PLC | 0.01% |
| BROWN SHOE COMPANY INC | 0.01% |
| BUCKLE INC/THE | 0.01% |
| CACI INTERNATIONAL INC -CL A | 0.01% |
| CBL & ASSOCIATES PROPERTIES | 0.01% |
| CENTENE CORP | 0.01% |
| CEVA INC | 0.01% |
| CHINA RESOURCES GAS GROUP LT | 0.01% |
| CHINA SOUTHERN AIRLINES CO-H | 0.01% |
| CHUBU ELECTRIC POWER CO INC | 0.01% |
| CITIZENS & NORTHERN CORP | 0.01% |
| COCA-COLA ENTERPRISES | 0.01% |
| COMMERZBANK AG | 0.01% |
| COMMVAULT SYSTEMS INC | 0.01% |
| COMPAGNIE DE SAINT-GOBAIN | 0.01% |
| COMPUTER PROGRAMS & SYSTEMS | 0.01% |
| COOPER TIRE & RUBBER | 0.01% |
| COPA HOLDINGS SA-CLASS A | 0.01% |
| CORNERSTONE ONDEMAND INC | 0.01% |
| CORPORATE EXECUTIVE BOARD CO | 0.01% |
| CREDICORP LTD | 0.01% |
| CSG SYSTEMS INTL INC | 0.01% |
| CTRIP.COM INTERNATIONAL-ADR | 0.01% |
| CYBERONICS INC | 0.01% |
| CYS INVESTMENTS INC | 0.01% |
| DAIKIN INDUSTRIES LTD | 0.01% |
| DECKERS OUTDOOR CORP | 0.01% |
| DEXCOM INC | 0.01% |
| DFC GLOBAL CORP | 0.01% |
| DIANA SHIPPING INC | 0.01% |
| DOUGLAS DYNAMICS INC | 0.01% |
| EAGLE BANCORP INC | 0.01% |
| EDUCATION REALTY TRUST INC | 0.01% |
| ENTEGRIS INC | 0.01% |
| EPR PROPERTIES | 0.01% |
| EPR PROPERTIES 05.7500 CUM CV PFD | 0.01% |
| EURAZEO | 0.01% |
| FACEBOOK INC-A | 0.01% |
| FAIRCHILD SEMICONDUCTOR INTE | 0.01% |
| FAURECIA | 0.01% |
| FINANCIAL INSTITUTIONS INC | 0.01% |
| FIRST COMMUNITY BANCSHARES | 0.01% |
| FIRST INDUSTRIAL REALTY TR | 0.01% |
| FIRSTMERIT CORP | 0.01% |
| FLUSHING FINANCIAL CORP | 0.01% |
| FORTESCUE METALS GROUP LTD | 0.01% |
| FOSTER (LB) CO-A | 0.01% |
| FRONTIER COMMUNICATIONS CORP | 0.01% |
| G & K SERVICES INC -CL A | 0.01% |
| GLIMCHER REALTY TRUST | 0.01% |
| GLOBAL CASH ACCESS HOLDINGS | 0.01% |
| GLOBUS MEDICAL INC - A | 0.01% |
| GOME ELECTRICAL APPLIANCES | 0.01% |
| GRAND CANYON EDUCATION INC | 0.01% |
| GREEN DOT CORP-CLASS A | 0.01% |
| GREENHILL & CO INC | 0.01% |
| GUANGZHOU AUTOMOBILE GROUP-H | 0.01% |
| GULFPORT ENERGY CORP | 0.01% |
| HAEMONETICS CORP/MASS | 0.01% |
| HAIN CELESTIAL GROUP INC | 0.01% |
| HALLIBURTON CO | 0.01% |
| HAWAIIAN HOLDINGS INC | 0.01% |
| HEARTLAND FINANCIAL USA INC | 0.01% |
| HEICO CORP | 0.01% |
| HELIX ENERGY SOLUTIONS GROUP | 0.01% |
| HERITAGE FINANCIAL GROUP INC | 0.01% |
| HONGKONG LAND HOLDINGS LTD | 0.01% |
| HSN INC | 0.01% |
| IDT CORP-CLASS B | 0.01% |
| INCONTACT INC | 0.01% |
| INCYTE CORP | 0.01% |
| INFOBLOX INC | 0.01% |
| INNOPHOS HOLDINGS INC | 0.01% |
| INOTERA MEMORIES INC | 0.01% |
| INSULET CORP | 0.01% |
| INTACT FINANCIAL CORP | 0.01% |
| INTELIQUENT INC | 0.01% |
| INVESCO MORTGAGE CAPITAL | 0.01% |
| INVESTORS REAL ESTATE TRUST | 0.01% |
| IRIDIUM COMMUNICATIONS INC | 0.01% |
| ISIS PHARMACEUTICALS INC | 0.01% |
| ISTAR FINANCIAL INC | 0.01% |
| ITOCHU CORP | 0.01% |
| JAZZTEL PLC | 0.01% |
| KAPSTONE PAPER AND PACKAGING | 0.01% |
| KDDI CORP | 0.01% |
| KEY ENERGY SERVICES INC | 0.01% |
| KINDRED HEALTHCARE INC | 0.01% |
| KINGFISHER PLC | 0.01% |
| KKR & CO LP | 0.01% |
| KODIAK OIL & GAS CORP | 0.01% |
| KOPPERS HOLDINGS INC | 0.01% |
| KRATON PERFORMANCE POLYMERS | 0.01% |
| LA-Z-BOY INC | 0.01% |
| LANDEC CORP | 0.01% |
| LEXMARK INTERNATIONAL INC-A | 0.01% |
| LIBERTY GLOBAL PLC-SERIES C | 0.01% |
| LIFELOCK INC | 0.01% |
| LUMBER LIQUIDATORS HOLDINGS | 0.01% |
| LUXOTTICA GROUP SPA | 0.01% |
| M/I HOMES INC PCT 09.7500 | 0.01% |
| MAGELLAN HEALTH SERVICES INC | 0.01% |
| MAIDEN HOLDINGS LTD | 0.01% |
| MAINSOURCE FINANCIAL GROUP INC | 0.01% |
| MARCUS CORPORATION | 0.01% |
| MARUBENI CORP | 0.01% |
| MATAHARI DEPARTMENT STORE TB | 0.01% |
| MATSON INC | 0.01% |
| MAXIMUS INC | 0.01% |
| MELLANOX TECHNOLOGIES LTD | 0.01% |
| MEN S WEARHOUSE | 0.01% |
| MFA FINANCIAL INC | 0.01% |
| MICROSEMI CORP | 0.01% |
| MILLER INDUSTRIES INC/TENN | 0.01% |
| MINE SAFETY APPLIANCES CO | 0.01% |
| MINERALS TECHNOLOGIES INC | 0.01% |
| MONCLER SPA | 0.01% |
| MONSANTO CO | 0.01% |
| MTS SYSTEMS CORP | 0.01% |
| NACCO INDUSTRIES-CL A | 0.01% |
| NANOSPHERE INC | 0.01% |
| NATIXIS | 0.01% |
| NAVISTAR INTERNATIONAL CORP | 0.01% |
| NETSCOUT SYSTEMS INC | 0.01% |
| NEW ORIENTAL EDUCATIO-SP ADR | 0.01% |
| NIC INC | 0.01% |
| NINTENDO CO LTD | 0.01% |
| NPS PHARMACEUTICALS INC | 0.01% |
| NXP SEMICONDUCTORS NV | 0.01% |
| OBEROI REALTY LTD | 0.01% |
| OFG BANCORP | 0.01% |
| OM GROUP INC | 0.01% |
| OMEGA HEALTHCARE INVESTORS | 0.01% |
| ONE LIBERTY PROPERTIES INC | 0.01% |
| OPENTABLE INC | 0.01% |
| ORASURE TECHNOLOGIES INC | 0.01% |
| ORIX CORP | 0.01% |
| PACIFIC PREMIER BANCORP INC | 0.01% |
| PEGATRON CORP | 0.01% |
| PEOPLES BANCORP INC | 0.01% |
| PERRY ELLIS INTERNATIONAL | 0.01% |
| PETROFAC LTD | 0.01% |
| PHH CORP | 0.01% |
| PHILIP MORRIS INTERNATIONAL | 0.01% |
| PHOTRONICS INC | 0.01% |
| PIER 1 IMPORTS INC | 0.01% |
| POOL CORP | 0.01% |
| POPEYES LOUISIANA KITCHEN IN | 0.01% |
| POPULAR INC | 0.01% |
| PRADA S.P.A. | 0.01% |
| PROCERA NETWORKS INC | 0.01% |
| PTC INC | 0.01% |
| PUREGOLD PRICE CLUB INC | 0.01% |
| QUANTUM CORP | 0.01% |
| RAMCO-GERSHENSON PROPERTIES | 0.01% |
| REPLIGEN CORP | 0.01% |
| REPUBLIC AIRWAYS HOLDINGS IN | 0.01% |
| REPUBLIC BANCORP INC-CLASS A | 0.01% |
| RETAILMENOT INC | 0.01% |
| RHEINMETALL AG | 0.01% |
| ROSETTA RESOURCES INC | 0.01% |
| ROVI CORP | 0.01% |
| RUBY TUESDAY INC | 0.01% |
| RUCKUS WIRELESS INC | 0.01% |
| S&W SEED CO | 0.01% |
| SAFEGUARD SCIENTIFICS INC | 0.01% |
| SAMSUNG ELECTRONICS CO LTD | 0.01% |
| SARTORIUS AG-PFD PCT 0.000 | 0.01% |
| SCIQUEST INC | 0.01% |
| SCOR SE | 0.01% |
| SEARS HOMETOWN AND OUTLET ST | 0.01% |
| SEKISUI HOUSE LTD | 0.01% |
| SELECT COMFORT CORPORATION | 0.01% |
| SELECT INCOME REIT | 0.01% |
| SEMTECH CORP | 0.01% |
| SERCO GROUP PLC | 0.01% |
| SEVEN & I HOLDINGS CO LTD | 0.01% |
| SHOPPING CENTRES AUSTRALASIA | 0.01% |
| SHORETEL INC | 0.01% |
| SILICON IMAGE INC | 0.01% |
| SKYWEST INC | 0.01% |
| SOLVAY SA | 0.01% |
| SOVRAN SELF STORAGE INC | 0.01% |
| SPAREBANK 1 SR BANK ASA | 0.01% |
| SPARTAN STORES INC | 0.01% |
| SPARTON CORP | 0.01% |
| SPORTS DIRECT INTERNATIONAL | 0.01% |
| STANDEX INTERNATIONAL CORP | 0.01% |
| STARWOOD PROPERTY TRUST INC | 0.01% |
| STERIS CORP | 0.01% |
| STEVEN MADDEN LTD | 0.01% |
| SUCAMPO PHARMACEUTICALS-CL A | 0.01% |
| SUMMIT HOTEL PROPERTIES INC | 0.01% |
| SUN HUNG KAI PROPERTIES | 0.01% |
| SUN TV NETWORK LTD | 0.01% |
| SUZUKEN CO LTD | 0.01% |
| SWIFT ENERGY CO | 0.01% |
| TATA MOTORS LTD | 0.01% |
| TELECITY GROUP PLC | 0.01% |
| TENNECO INC | 0.01% |
| THE GEO GROUP INC | 0.01% |
| THORATEC CORP | 0.01% |
| THRESHOLD PHARMACEUTICALS | 0.01% |
| TILE SHOP HLDGS INC | 0.01% |
| TIVO INC | 0.01% |
| TOKIO MARINE HOLDINGS INC | 0.01% |
| TOWN SPORTS INTERNATIONAL | 0.01% |
| TRINITY BIOTECH PLC-SPON ADR | 0.01% |
| TRIPLE-S MANAGEMENT CORP-B | 0.01% |
| TRONOX LTD-CL A | 0.01% |
| TURKCELL ILETISI | 0.01% |
| ULTRA CLEAN HOLDINGS INC | 0.01% |
| UNIPOL GRUPPO FINANZIARI-PRF | 0.01% |
| UNIT CORP | 0.01% |
| UNITED NATURAL FOODS INC | 0.01% |
| UNITED TECHNOLOGIES CORP 07.5000 CUM CV PFD | 0.01% |
| UNIVERSAL HEALTH RLTY INCOME | 0.01% |
| US ECOLOGY INC | 0.01% |
| USA MOBILITY INC | 0.01% |
| USANA HEALTH SCIENCES INC | 0.01% |
| VAALCO ENERGY INC | 0.01% |
| VAIL RESORTS INC | 0.01% |
| VALEO SA | 0.01% |
| VALUECLICK INC | 0.01% |
| VEIDEKKE ASA | 0.01% |
| VERIFONE SYSTEMS INC | 0.01% |
| VERINT SYSTEMS INC | 0.01% |
| VISA INC-CLASS A SHARES | 0.01% |
| VOCUS INC | 0.01% |
| W&T OFFSHORE INC | 0.01% |
| W.R. GRACE & CO | 0.01% |
| WALTER INVESTMENT MANAGEMENT | 0.01% |
| XO GROUP INC | 0.01% |
| ZEP INC | 0.01% |
| ZYNGA INC - CL A | 0.01% |
| ABAXIS INC | 0.00% |
| ADMIRAL GROUP PLC | 0.00% |
| AEGERION PHARMACEUTICALS INC | 0.00% |
| AG MORTGAGE INVESTMENT TRUST | 0.00% |
| AMADEUS IT HOLDING SA-A SHS | 0.00% |
| ANGIE'S LIST INC | 0.00% |
| ARUBA NETWORKS INC | 0.00% |
| ASUSTEK COMPUTER INC | 0.00% |
| AXIALL CORP | 0.00% |
| BIOSPECIFICS TECHNOLOGIES | 0.00% |
| BLYTH INC | 0.00% |
| BOULDER BRANDS INC | 0.00% |
| BROADSOFT INC | 0.00% |
| BUZZI UNICEM SPA | 0.00% |
| CALIX INC | 0.00% |
| CAVIUM INC | 0.00% |
| CHAODA MODERN AGRICULTURE | 0.00% |
| CHINA PACIFIC INSURANCE GR-H | 0.00% |
| CONATUS PHARMACEUTICALS INC | 0.00% |
| CORESITE REALTY CORP | 0.00% |
| CROCS INC | 0.00% |
| DAELIM INDUSTRIAL CO LTD | 0.00% |
| DEMAND MEDIA INC | 0.00% |
| EXACT SCIENCES CORP | 0.00% |
| FIVE BELOW | 0.00% |
| GT ADVANCED TECHNOLOGIES INC | 0.00% |
| HEALTHSOUTH CORP | 0.00% |
| HERMES MICROVISION INC | 0.00% |
| JAYPEE INFRATECH LTD | 0.00% |
| LEXICON PHARMACEUTICALS INC | 0.00% |
| LOUISIANA-PACIFIC CORP | 0.00% |
| MS&AD INSURANCE GROUP HOLDIN | 0.00% |
| NEWLINK GENETICS CORP | 0.00% |
| NXSTAGE MEDICAL INC | 0.00% |
| ORORA LTD | 0.00% |
| PDL BIOPHARMA INC | 0.00% |
| PLANTRONICS INC | 0.00% |
| POLYPORE INTERNATIONAL INC | 0.00% |
| QLIK TECHNOLOGIES INC | 0.00% |
| RECEPTOS INC | 0.00% |
| REPSOL SA - RTS | 0.00% |
| RINGCENTRAL INC-CLASS A | 0.00% |
| SEQUENOM INC | 0.00% |
| SHUTTERFLY INC | 0.00% |
| SILICON GRAPHICS INTERNATION | 0.00% |
| SODASTREAM INTERNATIONAL LTD | 0.00% |
| ST JAMES'S PLACE PLC | 0.00% |
| SURYA SEMESTA INTERNUSA PT | 0.00% |
| TEARLAB CORP | 0.00% |
| TOWER SEMI LTD-CW15 P/P 144A | 0.00% |
| TRUMP ENTERTAINMENT RESORTS | 0.00% |
| UNITED THERAPEUTICS CORP | 0.00% |
| UNIVERSAL TRUCKLOAD SERVICES | 0.00% |
| WM MORRISON SUPERMARKETS | 0.00% |
| ZULILY INC - CL A | 0.00% |
Full Portfolio Holdings as of 12/31/13
| FNMA FN30 TBA 04.0000 01/01/2044 | 4.69% |
|---|---|
| FNMA FN30 TBA 06.0000 01/01/2044 | 2.81% |
| FNMA FN15 TBA 03.5000 01/01/2029 | 2.12% |
| GNMA GII30 TBA 03.0000 01/01/2044 | 1.47% |
| SPDR S&P 500 ETF TRUST | 1.24% |
| CVS CAREMARK CORP | 1.13% |
| APPLE INC | 1.10% |
| JPMORGAN CHASE & CO | 1.05% |
| COLGATE-PALMOLIVE CO | 1.00% |
| JOHNSON & JOHNSON | 0.91% |
| ORACLE CORP | 0.89% |
| MICROSOFT CORP | 0.82% |
| PFIZER INC | 0.78% |
| GOLDMAN SACHS GROUP INC | 0.77% |
| VERIZON COMMUNICATIONS INC | 0.75% |
| COMCAST CORP-CLASS A | 0.73% |
| HOME DEPOT INC | 0.69% |
| KIMBERLY-CLARK CORP | 0.69% |
| SCHLUMBERGER LTD | 0.67% |
| ARCHER-DANIELS-MIDLAND CO | 0.62% |
| EMC CORP/MA | 0.59% |
| CONOCOPHILLIPS | 0.58% |
| MERCK & CO. INC. | 0.58% |
| OCCIDENTAL PETROLEUM CORP | 0.57% |
| PNC FINANCIAL SERVICES GROUP | 0.55% |
| FNMA FN30 TBA 04.5000 01/01/2044 | 0.54% |
| LOWES COMPANIES INC | 0.54% |
| DOW CHEMICAL CO/THE | 0.53% |
| PRICELINE.COM INC | 0.53% |
| EXXON MOBIL CORP | 0.52% |
| DANAHER CORP | 0.50% |
| TRAVELERS COS INC/THE | 0.49% |
| AON PLC | 0.47% |
| MCKESSON CORP | 0.46% |
| RAYTHEON COMPANY | 0.46% |
| STATE STREET CORP | 0.46% |
| FNMA FN30 995196 06.0000 07/01/2038 | 0.45% |
| SIMON PROPERTY GROUP INC | 0.45% |
| WESTERN DIGITAL CORP | 0.45% |
| BROADCOM CORP-CL A | 0.44% |
| VIACOM INC-CLASS B | 0.43% |
| DISCOVER FINANCIAL SERVICES | 0.42% |
| CUMMINS INC | 0.41% |
| NORTHROP GRUMMAN CORP | 0.39% |
| PHILLIPS 66 | 0.38% |
| DELTA AIR LINES INC | 0.37% |
| MCGRAW HILL FINANCIAL INC | 0.37% |
| NETAPP INC | 0.37% |
| WELLPOINT INC | 0.36% |
| AETNA INC | 0.33% |
| LYONDELLBASELL INDU-CL A | 0.33% |
| ABBVIE INC | 0.32% |
| SYMANTEC CORP | 0.31% |
| CARDINAL HEALTH INC | 0.29% |
| INGERSOLL-RAND PLC | 0.29% |
| PPL CORPORATION | 0.29% |
| CELGENE CORP | 0.27% |
| P G & E CORP | 0.27% |
| PPG INDUSTRIES INC | 0.27% |
| CA INC | 0.26% |
| ROCKWELL AUTOMATION INC | 0.26% |
| F5 NETWORKS INC | 0.24% |
| ACTIVISION BLIZZARD INC | 0.23% |
| CDX CDX.NA.HY.21 500.0 12/20/2018 DE | 0.23% |
| EDISON INTERNATIONAL | 0.23% |
| GOOGLE INC-CL A | 0.23% |
| MACY'S INC | 0.23% |
| VALERO ENERGY CORP | 0.23% |
| AOL INC | 0.22% |
| VTB BANK (VTB CAP SA P/P 144A 06.8750 05/29/2018 | 0.22% |
| AMETEK INC | 0.21% |
| BAKER HUGHES INC | 0.21% |
| CADENCE DESIGN SYS INC | 0.21% |
| CORELOGIC INC | 0.21% |
| FORTINET INC | 0.21% |
| PUBLIC STORAGE | 0.21% |
| REPUBLIC OF ARGENTINA USD 07.0000 10/03/2015 | 0.21% |
| SOUTHWEST AIRLINES CO | 0.21% |
| VERIZON COMMUNICATIONS 06.4000 09/15/2033 | 0.21% |
| ELI LILLY & CO | 0.20% |
| FORD MOTOR CREDIT CO LLC 08.1250 01/15/2020 | 0.20% |
| GENERAL ELECTRIC CO | 0.20% |
| GNMA GII30 4246 06.5000 09/20/2038 | 0.20% |
| MARVELL TECHNOLOGY GROUP LTD | 0.20% |
| WYNN RESORTS LTD | 0.20% |
| CDX CDX.NA.HY.21 500.0 12/20/2018 CS | 0.19% |
| COACH INC | 0.19% |
| INTUITIVE SURGICAL INC | 0.19% |
| LIBERTY INTERACTIVE CORP-A | 0.19% |
| GNMA GII30 4581 06.5000 11/20/2039 | 0.18% |
| LIBERTY MEDIA CORP - A | 0.18% |
| ENTERGY CORP | 0.17% |
| BROCADE COMMUNICATIONS SYS | 0.16% |
| L-3 COMMUNICATIONS HLDGS INC | 0.16% |
| PETROLEOS DE VENEZUELA S USD 04.9000 10/28/2014 | 0.16% |
| VNESHECONOMBANK P/P 144A 06.8000 11/22/2025 | 0.16% |
| AVALONBAY COMMUNITIES INC | 0.15% |
| CABOT OIL & GAS CORP | 0.15% |
| CITY NATIONAL CORP | 0.15% |
| ELEC DE FRANCE P/P 144A 05.2500 01/29/2049 | 0.15% |
| NESTLE SA-REG | 0.15% |
| NOTA DO TESOURO NACIONAL 10.0000 01/01/2021 | 0.15% |
| ADT CORP/THE | 0.14% |
| CF INDUSTRIES HOLDINGS INC | 0.14% |
| FIRST NIAGARA FINANCIAL GRP | 0.14% |
| GAP INC/THE | 0.14% |
| ROCHE HOLDING AG-GENUSSCHEIN | 0.14% |
| SANOFI | 0.14% |
| SCRIPPS NETWORKS INTER-CL A | 0.14% |
| ASSOCIATED BANC-CORP | 0.13% |
| AXIS CAPITAL HOLDINGS LTD | 0.13% |
| HSBC HOLDINGS PLC | 0.13% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.13% |
| JAZZ PHARMACEUTICALS PLC | 0.13% |
| KEYCORP | 0.13% |
| SIEMENS AG | 0.13% |
| T-MOBILE US INC | 0.13% |
| WYNDHAM WORLDWIDE CORP | 0.13% |
| ADVANCE AUTO PARTS | 0.12% |
| ALLIED WORLD ASSURANCE CO | 0.12% |
| EXPEDIA INC | 0.12% |
| FORTUNE BRANDS HOME & SECURI | 0.12% |
| GNMA GII30 4269 06.5000 10/20/2038 | 0.12% |
| ABN AMRO BANK NV P/P 144A 04.2500 02/02/2017 | 0.11% |
| BAYER AG-REG | 0.11% |
| CHEVRON CORP | 0.11% |
| CMS ENERGY CORP | 0.11% |
| COMMONWEALTH BANK OF AUSTRAL | 0.11% |
| GANNETT CO | 0.11% |
| GOLDMAN SACHS GROUP INC 07.5000 02/15/2019 | 0.11% |
| HANESBRANDS INC | 0.11% |
| INTL PAPER CO 07.9500 06/15/2018 | 0.11% |
| MANPOWERGROUP INC | 0.11% |
| PETSMART INC | 0.11% |
| SOFTBANK CORP | 0.11% |
| AGCO CORP | 0.10% |
| AIRBUS GROUP NV | 0.10% |
| AMERICAN FINANCIAL GROUP INC | 0.10% |
| ARGENTINE REPUBLIC USD 08.2800 12/31/2033 | 0.10% |
| ASTRAZENECA PLC | 0.10% |
| CGPUTQL2 R USL3M P 12/19/14 CI | 0.10% |
| DBRR 2013-EZ3 A P/P 144A 01.6360 12/18/2049 | 0.10% |
| GAZPROM(WHITE NIGHTS FI) REGS 10.5000 03/25/2014 | 0.10% |
| GENERAL ELEC CAP CORP 06.7500 03/15/2032 | 0.10% |
| IDEX CORP | 0.10% |
| LLOYDS BANKING GROUP PLC | 0.10% |
| TOYOTA MOTOR CORP | 0.10% |
| AIA GROUP LTD | 0.09% |
| ALASKA AIR GROUP INC | 0.09% |
| ALLIANZ SE-REG | 0.09% |
| AMERICAN INTL GROUP 05.8500 01/16/2018 | 0.09% |
| BP PLC | 0.09% |
| GENTEX CORP | 0.09% |
| GLAXOSMITHKLINE PLC | 0.09% |
| GSMS 2005-GG4 B 04.8410 07/10/2039 | 0.09% |
| GSMS 2006-GG8 X IO P/P 144A 00.5786 11/10/2039 | 0.09% |
| HSBC FINANCE CORP 06.6760 01/15/2021 | 0.09% |
| JAPAN TOBACCO INC | 0.09% |
| LEGGETT & PLATT INC | 0.09% |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.09% |
| OCEANEERING INTL INC | 0.09% |
| PITNEY BOWES INC | 0.09% |
| PLAINS EXPLORATION & PRO 06.7500 02/01/2022 | 0.09% |
| PROCTER & GAMBLE CO/THE | 0.09% |
| PRUDENTIAL PLC | 0.09% |
| SUMITOMO MITSUI FINANCIAL GR | 0.09% |
| TESORO CORP | 0.09% |
| TIME WARNER ENT 08.3750 07/15/2033 | 0.09% |
| VODAFONE GROUP PLC | 0.09% |
| WABCO HOLDINGS INC | 0.09% |
| WAL-MART STORES INC 06.5000 08/15/2037 | 0.09% |
| WAMU 2005-AR13 A1B3 00.5180 10/25/2045 | 0.09% |
| AGILENT TECHNOLOGIES INC | 0.08% |
| AHMA 2006-5 A1 01.0592 11/25/2046 | 0.08% |
| ALLEGION PLC | 0.08% |
| ANHEUSER-BUSCH INBEV NV | 0.08% |
| ARCELORMITTAL USD 10.3500 06/01/2019 | 0.08% |
| ASSOCIATES CORP NA 06.9500 11/01/2018 | 0.08% |
| AXA SA | 0.08% |
| BALL CORP | 0.08% |
| BP CAPITAL MARKETS PLC USD 03.2000 03/11/2016 | 0.08% |
| CONTINENTAL AG | 0.08% |
| ECHOSTAR CORP-A | 0.08% |
| GCCFC 2005-GG3 B 04.8940 08/10/2042 | 0.08% |
| HCA INC 06.5000 02/15/2020 | 0.08% |
| LBUBS 2006-C6 XCL IO P/P 144A 00.6783 09/15/2039 | 0.08% |
| NEXT PLC | 0.08% |
| REPUBLIC OF POLAND USD 05.0000 03/23/2022 | 0.08% |
| ROYAL DUTCH SHELL PLC-A SHS | 0.08% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.08% |
| TELEFONICA EMISIONES SAU USD 03.1920 04/27/2018 | 0.08% |
| TOTAL SA | 0.08% |
| AMERICAN CAPITAL AGENCY CORP | 0.07% |
| BARCLAYS PLC | 0.07% |
| BASF SE | 0.07% |
| BRITISH AMERICAN TOBACCO PLC | 0.07% |
| BT GROUP PLC | 0.07% |
| CAESARS ENT OPER TLB6 L+525 05.4886 01/28/2018 | 0.07% |
| CENTRAL JAPAN RAILWAY CO | 0.07% |
| CISCO SYSTEMS INC 03.1500 03/14/2017 | 0.07% |
| COMCAST CORP 06.9500 08/15/2037 | 0.07% |
| COMPASS GROUP PLC | 0.07% |
| CST BRANDS INC | 0.07% |
| DELPHI CORP 05.0000 02/15/2023 | 0.07% |
| EL PASO LLC 07.0000 06/15/2017 | 0.07% |
| ENI SPA | 0.07% |
| FEDERAL REALTY INVS TRUST | 0.07% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.07% |
| FUJI HEAVY INDUSTRIES LTD | 0.07% |
| GE CAPITAL TRUST I 06.3750 11/15/2067 | 0.07% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.07% |
| GRAHAM HOLDINGS CO-CLASS B | 0.07% |
| JOHNSON MATTHEY PLC | 0.07% |
| L OREAL | 0.07% |
| LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 | 0.07% |
| MARRIOTT INTERNATIONAL INC. 03.0000 03/01/2019 | 0.07% |
| MOLSON COORS BREWING CO -B | 0.07% |
| NOVARTIS AG-REG | 0.07% |
| NRG ENERGY INC 07.8750 05/15/2021 | 0.07% |
| OIL STATES INTERNATIONAL INC | 0.07% |
| REPUBLIC OF SOUTH AFRICA USD 04.6650 01/17/2024 | 0.07% |
| ROYAL DUTCH SHELL PLC-B SHS | 0.07% |
| UGI CORP | 0.07% |
| AFLAC INC 08.5000 05/15/2019 | 0.06% |
| AMERICAN EAGLE OUTFITTERS | 0.06% |
| AMERICAN INTL GROUP 04.2500 09/15/2014 | 0.06% |
| AMGEN INC 03.4500 10/01/2020 | 0.06% |
| ASSICURAZIONI GENERALI | 0.06% |
| AUST AND NZ BANKING GROUP | 0.06% |
| BACM 2007-3 A3 05.6195 06/10/2049 | 0.06% |
| BG GROUP PLC | 0.06% |
| CANADIAN NATURAL RESOURCE USD 05.7000 05/15/2017 | 0.06% |
| CENTRICA PLC | 0.06% |
| CIE FINANCIERE RICHEMON-REG | 0.06% |
| DRIL-QUIP INC | 0.06% |
| EXELIS INC | 0.06% |
| GENERAL ELEC CAP CORP 05.3000 02/11/2021 | 0.06% |
| GENWORTH HOLDINGS INC 07.7000 06/15/2020 | 0.06% |
| IBM CORP 01.8750 08/01/2022 | 0.06% |
| IMI PLC | 0.06% |
| ITT EDUCATIONAL SERVICES INC | 0.06% |
| KEYENCE CORP | 0.06% |
| LLOYDS BANK PLC P/P 144A 06.5000 09/14/2020 | 0.06% |
| MTR GAMING GROUP INC 11.5000 08/01/2019 | 0.06% |
| OMRON CORP | 0.06% |
| PACKAGING CORP OF AMERICA | 0.06% |
| QWEST CORP 06.7500 12/01/2021 | 0.06% |
| RALI 2006-QO7 1A1 00.9384 09/25/2046 | 0.06% |
| RELIANCE STEEL & ALUMINUM | 0.06% |
| RESONA HOLDINGS INC | 0.06% |
| REYNOLDS GROUP 09.8750 08/15/2019 | 0.06% |
| ROYAL BK OF SCOT GRP PLC USD 04.7000 07/03/2018 | 0.06% |
| ROYAL BK SCOTLND GRP PLC USD 06.1000 06/10/2023 | 0.06% |
| SABINE PASS LNG LP 07.5000 11/30/2016 | 0.06% |
| SBA TOWER TRUST P/P 144A 02.9330 12/15/2017 | 0.06% |
| SERVICE CORPORATION INTL 06.7500 04/01/2016 | 0.06% |
| SUPERIOR ENERGY SERVICES INC | 0.06% |
| UNITED TECHNOLOGIES CORP 05.3750 12/15/2017 | 0.06% |
| UNITEDHEALTH GROUP INC 04.7000 02/15/2021 | 0.06% |
| VINCI SA | 0.06% |
| WAMU 2005-AR15 A1B3 00.4980 11/25/2045 | 0.06% |
| WELLS FARGO & CO | 0.06% |
| WFMBS 2007-12 A6 05.5000 09/25/2037 | 0.06% |
| WFRBS 2013-UBS1 D P/P 144A 04.6345 03/15/2046 | 0.06% |
| WIND ACQUISITION FIN P/P 144A 11.7500 07/15/2017 | 0.06% |
| 21ST CENTURY FOX AMERICA 07.7500 12/01/2045 | 0.05% |
| ABB LTD-REG | 0.05% |
| AFLAC INC 06.9000 12/17/2039 | 0.05% |
| AGEAS | 0.05% |
| AISIN SEIKI CO LTD | 0.05% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.05% |
| ANADARKO FINANCE CO 07.5000 05/01/2031 | 0.05% |
| ASAHI KASEI CORP | 0.05% |
| ASSA ABLOY AB-B | 0.05% |
| BANCO BILBAO VIZCAYA ARGENTA | 0.05% |
| BANCO SANTANDER SA | 0.05% |
| BANK OF NEW YORK MELLON 01.9690 06/20/2017 | 0.05% |
| BBVA INTL PREF UNIPERSON USD 05.9190 04/29/2049 | 0.05% |
| BERKSHIRE HATHAWAY INC-CL B | 0.05% |
| BHP BILLITON LTD | 0.05% |
| BNP PARIBAS | 0.05% |
| CABLEVISION SYSTEMS 08.6250 09/15/2017 | 0.05% |
| CBL & ASSOCIATES LP 05.2500 12/01/2023 | 0.05% |
| CDX CDX.NA.HY.21 500.0 12/20/2018 JP | 0.05% |
| CGCMT 2006-C5 XC IO P/P 144A 00.5395 10/15/2049 | 0.05% |
| COLOPLAST-B | 0.05% |
| COMM 2005-LP5 D 05.0859 05/10/2043 | 0.05% |
| COMM 2007-C9 AJ 05.6500 12/10/2049 | 0.05% |
| CREDIT AGRICOLE SA | 0.05% |
| DEUTSCHE POST AG-REG | 0.05% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.05% |
| DUKE ENERGY CORP 02.1500 11/15/2016 | 0.05% |
| E.I. DU PONT DE NEMOURS 03.6250 01/15/2021 | 0.05% |
| EXPEDIA INC 05.9500 08/15/2020 | 0.05% |
| FIRST DATA CORP EXT L+400 04.1580 03/24/2018 | 0.05% |
| FIRST DATA CORP P/P 144A 08.2500 01/15/2021 | 0.05% |
| FNR 2005-45 DA 23.8407 06/25/2035 | 0.05% |
| GENWORTH FINANCIAL INC-CL A | 0.05% |
| GLENCORE XSTRATA PLC | 0.05% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.05% |
| HSBC FIN CAP TRUST IX 05.9110 11/30/2035 | 0.05% |
| HSBC USA CAPITAL P/P 144A 07.8080 12/15/2026 | 0.05% |
| INTL CONSOLIDATED AIRLINE-DI | 0.05% |
| ITV PLC | 0.05% |
| JPMCC 2006-LDP7 B 05.8726 04/15/2045 | 0.05% |
| JPMORGAN CHASE & CO 07.9000 04/29/2049 | 0.05% |
| JPY/USD 02/19/2014 CITI | 0.05% |
| KINETICS CONCEPT/KCI 10.5000 11/01/2018 | 0.05% |
| LEUCADIA NATIONAL CORP 05.5000 10/18/2023 | 0.05% |
| LINDT & SPRUENGLI AG-PC | 0.05% |
| MICROSOFT CORP 04.2000 06/01/2019 | 0.05% |
| MITSUBISHI UFJ FINANCIAL GRO | 0.05% |
| MLMT 2007-C1 A3 05.8409 06/12/2050 | 0.05% |
| MRC GLOBAL INC | 0.05% |
| MSC 2007-HQ12 A2 05.6007 04/12/2049 | 0.05% |
| MSRR 2010-C30A A3B P/P 144A 05.2460 12/17/2043 | 0.05% |
| NOBLE HOLDING INTL LTD USD 06.0500 03/01/2041 | 0.05% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.05% |
| PUGET SOUND ENERGY INC 06.9740 06/01/2067 | 0.05% |
| RAYONIER INC | 0.05% |
| RED ELECTRICA CORPORACION SA | 0.05% |
| ROYAL DUTCH SHELL PLC-A SHS | 0.05% |
| SAMSON INV COMPAN P/P 144A 10.5000 02/15/2020 | 0.05% |
| SANTANDER ISSUANCES P/P 144A 05.9110 06/20/2016 | 0.05% |
| SHELL INTERNATIONAL FIN USD 03.1000 06/28/2015 | 0.05% |
| SJM HOLDINGS LTD | 0.05% |
| SPRINT COMM P/P 144A 09.0000 11/15/2018 | 0.05% |
| TELSTRA CORP LTD | 0.05% |
| TEXAS COMP ELEC TL EXT L+450 04.7296 10/10/2017 | 0.05% |
| THE AES CORPORATION 08.0000 10/15/2017 | 0.05% |
| TOKYU FUDOSAN HOLDINGS CORP | 0.05% |
| TRUEBLUE INC | 0.05% |
| TYSON FOODS INC. 06.6000 04/01/2016 | 0.05% |
| UBS AG-REG | 0.05% |
| VOESTALPINE AG | 0.05% |
| WAMU 2005-AR13 A1C3 00.6480 10/25/2045 | 0.05% |
| WAMU 2005-AR9 A1C3 00.6380 07/25/2045 | 0.05% |
| WAMU 2006-AR1 2A1B 01.2084 01/25/2046 | 0.05% |
| WEATHERFORD INTL INC 09.8750 03/01/2039 | 0.05% |
| WPP PLC | 0.05% |
| 3I GROUP PLC | 0.04% |
| ABBVIE INC 02.9000 11/06/2022 | 0.04% |
| ACTELION LTD-REG | 0.04% |
| ALLY FINANCIAL INC P/P 144A PCT 07.0000 | 0.04% |
| ALPHA NATURAL RESOURCES INC | 0.04% |
| ALTRIA GROUP INC 02.8500 08/09/2022 | 0.04% |
| AMEC PLC | 0.04% |
| AMERICAN AXLE & MFG INC 07.7500 11/15/2019 | 0.04% |
| AMERICAN TOWER CORPORATION 07.0000 10/15/2017 | 0.04% |
| ANHEUSER-BUSCH INBEV 05.3750 01/15/2020 | 0.04% |
| ASHLAND INC. 04.7500 08/15/2022 | 0.04% |
| ASML HOLDING NV | 0.04% |
| ASTELLAS PHARMA INC | 0.04% |
| ASTRAZENECA PLC USD 06.4500 09/15/2037 | 0.04% |
| ATKORE INTL INC 09.8750 01/01/2018 | 0.04% |
| AVAYA INC P/P 144A 07.0000 04/01/2019 | 0.04% |
| AXA SA P/P 144A 06.4630 12/29/2049 | 0.04% |
| BABCOCK INTL GROUP PLC | 0.04% |
| BAYERISCHE MOTOREN WERKE AG | 0.04% |
| BHP BILLITON PLC | 0.04% |
| BNP PARIBAS P/P 144A 05.1860 06/29/2049 | 0.04% |
| BOARDWALK PIPELINES LLC 05.8750 11/15/2016 | 0.04% |
| CAESARS ENTERTAINMENT OP 09.0000 02/15/2020 | 0.04% |
| CALBEE INC | 0.04% |
| CALPINE CORP P/P 144A 07.8750 07/31/2020 | 0.04% |
| CAP GEMINI | 0.04% |
| CARREFOUR SA | 0.04% |
| CARRIZO OIL & GAS 08.6250 10/15/2018 | 0.04% |
| CHART INDUSTRIES INC | 0.04% |
| CHEMTURA CORP | 0.04% |
| CIGNA CORP 04.5000 03/15/2021 | 0.04% |
| CITIGROUP INC 05.0000 09/15/2014 | 0.04% |
| CLEAR CHNL WORLD 07.6250 03/15/2020 | 0.04% |
| COMM 2006-C8 XS IO P/P 144A 00.5148 12/10/2046 | 0.04% |
| CONSTELLATION BRANDS INC. 07.2500 09/01/2016 | 0.04% |
| CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.04% |
| DAIMLER AG-REGISTERED SHARES | 0.04% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.04% |
| DELUXE CORP | 0.04% |
| DEUTSCHE BANK AG-REGISTERED | 0.04% |
| DEUTSCHE TELEKOM AG-REG | 0.04% |
| DIAGEO PLC | 0.04% |
| DISH DBS CORP 07.8750 09/01/2019 | 0.04% |
| E*TRADE FINANCIAL CORP 06.3750 11/15/2019 | 0.04% |
| ELECTRICITE DE FRANC P/P 144A 06.5000 01/26/2019 | 0.04% |
| ENEL SPA | 0.04% |
| ENERGY FUTURE P/P 144A 10.0000 12/01/2020 | 0.04% |
| ENERSYS | 0.04% |
| ENTERPRISE PRODUCTS OPER 04.8500 08/15/2042 | 0.04% |
| EUR/USD 03/19/2014 UBS | 0.04% |
| EXCO RESOURCES INC 07.5000 09/15/2018 | 0.04% |
| EXPERIAN PLC | 0.04% |
| FHR 3065 DC 19.3800 03/15/2035 | 0.04% |
| FNR 2006-8 HP 23.9873 03/25/2036 | 0.04% |
| GDF SUEZ | 0.04% |
| GECMC 2005-C1 B 04.8460 06/10/2048 | 0.04% |
| GOODRICH PETROLEUM 08.8750 03/15/2019 | 0.04% |
| GREATBATCH INC | 0.04% |
| HALCON RESOURCES COR 08.8750 05/15/2021 | 0.04% |
| HANG SENG BANK LTD | 0.04% |
| HEALTH NET INC | 0.04% |
| HEALTH NET INC. 06.3750 06/01/2017 | 0.04% |
| HEINEKEN HOLDING NV | 0.04% |
| HFF INC-CLASS A | 0.04% |
| HINO MOTORS LTD | 0.04% |
| INSURANCE AUSTRALIA GROUP LTD | 0.04% |
| INTELSAT LUXEMB P/P 144A 07.7500 06/01/2021 | 0.04% |
| INTELSAT LUXEMB P/P 144A 08.1250 06/01/2023 | 0.04% |
| INVESTOR AB-B SHS | 0.04% |
| JGC CORP | 0.04% |
| JPY/USD 02/19/2014 CSI-FX | 0.04% |
| KANSAI ELECTRIC POWER CO INC | 0.04% |
| KAR AUCTION SERVICES INC | 0.04% |
| KILROY REALTY CORP | 0.04% |
| KINDER MORGAN ENER PART 06.8500 02/15/2020 | 0.04% |
| KONICA MINOLTA HOLDINGS INC | 0.04% |
| KRAFT FOODS GRP INC 06.5000 02/09/2040 | 0.04% |
| LANDRY'S INC P/P 144A 09.3750 05/01/2020 | 0.04% |
| LAREDO PETROLEUM INC 09.5000 02/15/2019 | 0.04% |
| LBUBS 2006-C7 A2 05.3000 11/15/2038 | 0.04% |
| LEGAL & GENERAL GROUP PLC | 0.04% |
| LINN ENERGY LLC P/P 144A 07.0000 11/01/2019 | 0.04% |
| M/I HOMES INC 08.6250 11/15/2018 | 0.04% |
| MACYS RETAIL HLDGS INC 04.3000 02/15/2043 | 0.04% |
| MEADWESTVACO CORPORATION 07.9500 02/15/2031 | 0.04% |
| MEIJI HOLDINGS CO LTD | 0.04% |
| MGM CHINA HOLDINGS LTD | 0.04% |
| MID-AMERICA APT LP 04.3000 10/15/2023 | 0.04% |
| MSBAM 2013-C11 D P/P 144A 04.4190 08/15/2046 | 0.04% |
| NARRAGANSETT EL P/P 144A 04.1700 12/10/2042 | 0.04% |
| NATIONAL AUSTRALIA BANK LTD | 0.04% |
| NOVO NORDISK A/S-B | 0.04% |
| NTT DOCOMO INC | 0.04% |
| ONEAMERICA FINL P/P 144A 07.0000 10/15/2033 | 0.04% |
| ORACLE CORP 02.5000 10/15/2022 | 0.04% |
| PANASONIC CORP | 0.04% |
| PEPSICO INC 07.9000 11/01/2018 | 0.04% |
| PETROHAWK ENERGY CORP 07.2500 08/15/2018 | 0.04% |
| POTOMAC EDISON CO P/P 144A 05.8000 10/15/2016 | 0.04% |
| PROGRESSIVE CORP 06.7000 06/15/2037 | 0.04% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.04% |
| RIO TINTO FIN USA LTD USD 09.0000 05/01/2019 | 0.04% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.04% |
| SALIX PHARMACEUTICALS LTD | 0.04% |
| SINCLAIR BROADCAST GROUP -A | 0.04% |
| SINGAPORE TECH ENGINEERING | 0.04% |
| SKANDINAVISKA ENSKILDA BAN-A | 0.04% |
| SMC CORP | 0.04% |
| SONIC AUTOMOTIVE INC-CLASS A | 0.04% |
| SPRINT CORP P/P 144A 07.8750 09/15/2023 | 0.04% |
| STAPLES INC. 02.7500 01/12/2018 | 0.04% |
| STATOIL ASA | 0.04% |
| SWATCH GROUP AG/THE-BR | 0.04% |
| SWEDBANK AB - A SHARES | 0.04% |
| SWIFT TRANSPORTATION CO | 0.04% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.04% |
| SYNGENTA AG-REG | 0.04% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.04% |
| TELEFONICA SA | 0.04% |
| TELENOR ASA | 0.04% |
| THE HOME DEPOT INC. 05.4000 03/01/2016 | 0.04% |
| TOKYO ELECTRON LTD | 0.04% |
| TRIMAS CORP | 0.04% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.04% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.04% |
| UPM-KYMMENE OYJ | 0.04% |
| VCA ANTECH INC | 0.04% |
| VIACOM INC 04.5000 03/01/2021 | 0.04% |
| WENDEL | 0.04% |
| WESTPAC BANKING CORP | 0.04% |
| WESTPAC BANKING CORP USD 04.8750 11/19/2019 | 0.04% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.04% |
| WFCM 2013-LC12 D P/P 144A 04.3041 07/15/2046 | 0.04% |
| WHEELOCK & CO LTD | 0.04% |
| WHITING PETROLEUM CORP 05.7500 03/15/2021 | 0.04% |
| WINDSTREAM CORPORATION 07.8750 11/01/2017 | 0.04% |
| ZIGGO NV | 0.04% |
| 21ST CENTURY FOX AMERICA 07.7500 01/20/2024 | 0.03% |
| ABBEY NATL TREASURY SERV USD 01.8186 04/25/2014 | 0.03% |
| ACCESS MIDSTREAM PARTNER 04.8750 05/15/2023 | 0.03% |
| ACXIOM CORP | 0.03% |
| ADIDAS AG | 0.03% |
| ADS WASTE HOLDINGS INC 08.2500 10/01/2020 | 0.03% |
| AES CORPORATION 07.3750 07/01/2021 | 0.03% |
| ALTRA INDUSTRIAL MOTION CORP | 0.03% |
| AMCOR LIMITED | 0.03% |
| AMERICAN EQUITY INVT LIFE HL | 0.03% |
| ANIXTER INTERNATIONAL INC | 0.03% |
| ASSOCIATED BRITISH FOODS PLC | 0.03% |
| ATRESMEDIA CORP DE MEDIOS DE | 0.03% |
| BACM 2006-5 A3 05.3900 09/10/2047 | 0.03% |
| BANCO LATINOAMERICANO COME-E | 0.03% |
| BANK OF YOKOHAMA LTD/THE | 0.03% |
| BCAP 2009-RR7 1A7 IO 01.1158 12/26/2046 | 0.03% |
| BCAP 2009-RR7 2A7 IO 01.1333 03/26/2047 | 0.03% |
| BLUCORA INC | 0.03% |
| BOFI HOLDING INC | 0.03% |
| BOSKALIS WESTMINSTER | 0.03% |
| BRIGGS & STRATTON CORP 06.8750 12/15/2020 | 0.03% |
| BUREAU VERITAS SA | 0.03% |
| CAESARS ENTERTAINMENT OP 11.2500 06/01/2017 | 0.03% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.03% |
| CAPELLA HEALTHCARE 09.2500 07/01/2017 | 0.03% |
| CARGILL INC P/P 144A 04.1000 11/01/2042 | 0.03% |
| CD 2007-CD4 XC IO P/P 144A 00.1723 12/11/2049 | 0.03% |
| CELANESE US HOLDINGS LLC 05.8750 06/15/2021 | 0.03% |
| CHEMED CORP | 0.03% |
| CHIMERA INVESTMENT CORP | 0.03% |
| CHOICE HOTELS INTL INC 05.7000 08/28/2020 | 0.03% |
| CIT GROUP INC P/P 144A 06.6250 04/01/2018 | 0.03% |
| CLAIRE'S STORES INC P/P 144A 09.0000 03/15/2019 | 0.03% |
| CLEAR CHANNEL COMMUN 09.0000 12/15/2019 | 0.03% |
| COMFORTDELGRO CORP LTD | 0.03% |
| CON-WAY INC | 0.03% |
| CONCHO RESOURCES INC 06.5000 01/15/2022 | 0.03% |
| CONMED CORP | 0.03% |
| CONSOL ENERGY INC 08.0000 04/01/2017 | 0.03% |
| CONSOL ENERGY INC 08.2500 04/01/2020 | 0.03% |
| CREDIT SAISON CO LTD | 0.03% |
| CROWN AMER/CAP CORP 04.5000 01/15/2023 | 0.03% |
| CRTX ENRG/CRTX ENRG 08.8750 02/15/2018 | 0.03% |
| CSFB 1998-C1 F P/P 144A 06.0000 05/17/2040 | 0.03% |
| CSX CORP 04.1000 03/15/2044 | 0.03% |
| CUBIST PHARMACEUTICALS INC | 0.03% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.03% |
| CWALT 2005-51 1A1 00.4770 11/20/2035 | 0.03% |
| CWALT 2007-4CB 1A5 05.7500 04/25/2037 | 0.03% |
| DAVE & BUSTER'S INC 11.0000 06/01/2018 | 0.03% |
| DBS GROUP HOLDINGS LTD | 0.03% |
| DDR CORP. 07.8750 09/01/2020 | 0.03% |
| DEAN FOODS COMPANY 07.0000 06/01/2016 | 0.03% |
| DELEK US HOLDINGS INC | 0.03% |
| DELTA AIR LINES 2009 1A 07.7500 12/17/2019 | 0.03% |
| DENBURY RESOURCES INC 08.2500 02/15/2020 | 0.03% |
| DENSO CORPORATION | 0.03% |
| DESTINATION MATERNITY CORP | 0.03% |
| DEXUS PROPERTY GROUP | 0.03% |
| DIAGEO INVESTMENT CORP 08.0000 09/15/2022 | 0.03% |
| DINEEQUITY INC 09.5000 10/30/2018 | 0.03% |
| DISTRIBUIDORA INTERNACIONAL | 0.03% |
| DOLPHIN SUB II IN 06.5000 10/15/2016 | 0.03% |
| DOMTAR CORP | 0.03% |
| DOW CHEMICAL CO/THE 08.5500 05/15/2019 | 0.03% |
| DUKE REALTY LP 06.5000 01/15/2018 | 0.03% |
| EMS-CHEMIE HOLDING AG-REG | 0.03% |
| ENCORE CAPITAL GROUP INC | 0.03% |
| ENDO HEALTH SOLUTIONS INC | 0.03% |
| ENERGY FUTURE P/P 144A 12.2500 03/01/2022 | 0.03% |
| EP ENERGY/EP FIN INC 09.3750 05/01/2020 | 0.03% |
| EPR PROPERTIES 05.2500 07/15/2023 | 0.03% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.03% |
| FELCOR LODGING LP 06.7500 06/01/2019 | 0.03% |
| FERRO CORP 07.8750 08/15/2018 | 0.03% |
| FHR 2990 LB 16.5367 06/15/2034 | 0.03% |
| FHR 3708 SA IO 06.2900 05/15/2040 | 0.03% |
| FHS 311 S1 IO 05.7900 08/15/2043 | 0.03% |
| FIRST DATA CORP 12.6250 01/15/2021 | 0.03% |
| FIRST DATA CORP P/P 144A 11.7500 08/15/2021 | 0.03% |
| FIRSTENERGY CORP 04.2500 03/15/2023 | 0.03% |
| FMG RES AUG 2006 P/P 144A 06.8750 02/01/2018 | 0.03% |
| FNR 2007-53 SP 23.6207 06/25/2037 | 0.03% |
| FRANKLIN ELECTRIC CO INC | 0.03% |
| GBP/USD 03/19/2014 UBS | 0.03% |
| GCCFC 2005-GG3 E 05.0870 08/10/2042 | 0.03% |
| GECMC 2005-C3 XC IO P/P 144A 00.1606 07/10/2045 | 0.03% |
| GEN MOTORS FIN CO P/P 144A 02.7500 05/15/2016 | 0.03% |
| GENERAC HOLDINGS INC | 0.03% |
| GENERAL DYNAMICS CORP 03.6000 11/15/2042 | 0.03% |
| GENON ENERGY INC 09.8750 10/15/2020 | 0.03% |
| GNMA GII30 4018 06.5000 08/20/2037 | 0.03% |
| GNMA GII30 4171 06.5000 06/20/2038 | 0.03% |
| GNR 2010-9 XD IO 06.4410 01/16/2040 | 0.03% |
| GPT GROUP | 0.03% |
| GREAT CANADIAN GAMIN P/P 144A 06.6250 07/25/2022 | 0.03% |
| GREENBRIER COMPANIES INC | 0.03% |
| HARBINGER GROUP INC | 0.03% |
| HCP INC 03.1500 08/01/2022 | 0.03% |
| HEALTH CARE REIT INC 03.7500 03/15/2023 | 0.03% |
| HIBERNIA REIT PLC | 0.03% |
| HIGHWOODS REALTY LP 05.8500 03/15/2017 | 0.03% |
| HISAMITSU PHARMACEUTICAL CO | 0.03% |
| HISTORIC TW INC 09.1500 02/01/2023 | 0.03% |
| HITACHI LTD | 0.03% |
| HOLCIM LTD-REG | 0.03% |
| HONEYWELL INTERNATIONAL 05.3750 03/01/2041 | 0.03% |
| HUGHES SATELLITE SYSTEMS 07.6250 06/15/2021 | 0.03% |
| IGLOO HOLDINGS CORP P/P 144A 08.2500 12/15/2017 | 0.03% |
| ILLINOIS-TXBL 04.0710 01/01/2014 | 0.03% |
| ING GROEP NV-CVA | 0.03% |
| INTL LEASE FINANCE CORP 04.8750 04/01/2015 | 0.03% |
| ISHIKAWAJIMA-HARIMA HVY IND | 0.03% |
| ITC HOLDINGS CORP P/P 144A 05.8750 09/30/2016 | 0.03% |
| JAPAN AIRLINES CO LTD | 0.03% |
| JELD-WEN INC P/P 144A 12.2500 10/15/2017 | 0.03% |
| JM HUBER CORP P/P 144A 09.8750 11/01/2019 | 0.03% |
| JOYO BANK LTD/THE | 0.03% |
| JPMCC 2004-CB9 B 05.6610 06/12/2041 | 0.03% |
| KERRY GROUP PLC-A | 0.03% |
| KEY ENERGY SERVICES INC 06.7500 03/01/2021 | 0.03% |
| KINDER MORGAN P/P 144A 05.0000 02/15/2021 | 0.03% |
| KODIAK OIL & GAS 08.1250 12/01/2019 | 0.03% |
| KONINKLIJKE AHOLD NV | 0.03% |
| L BRANDS INC 06.6250 04/01/2021 | 0.03% |
| LBCMT 1998-C4 H P/P 144A 05.6000 10/15/2035 | 0.03% |
| LIBBEY GLASS INC 06.8750 05/15/2020 | 0.03% |
| LSB INDUSTRIES INC | 0.03% |
| LUBRIZOL CORP 08.8750 02/01/2019 | 0.03% |
| MACYS RETAIL HLDGS INC 06.9000 04/01/2029 | 0.03% |
| MANHATTAN ASSOCIATES INC | 0.03% |
| MASONITE INTL C P/P 144A 08.2500 04/15/2021 | 0.03% |
| MASTEC INC 04.8750 03/15/2023 | 0.03% |
| MCDONALD'S CORP 05.7000 02/01/2039 | 0.03% |
| MCDONALD'S CORP 06.3000 10/15/2037 | 0.03% |
| MENTOR GRAPHICS CORP | 0.03% |
| MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 | 0.03% |
| MITSUBISHI CORP | 0.03% |
| MITSUBISHI ESTATE CO LTD | 0.03% |
| MSC 2007-IQ14 A2 05.6100 04/15/2049 | 0.03% |
| MUENCHENER RUECKVER AG-REG | 0.03% |
| NAMCO BANDAI HOLDINGS INC | 0.03% |
| NATIONWIDE MUTUAL P/P 144A 08.2500 12/01/2031 | 0.03% |
| NAVISTAR INTERNATIONAL CORP 08.2500 11/01/2021 | 0.03% |
| NEVADA POWER CO 07.1250 03/15/2019 | 0.03% |
| NEW JERSEY BELL TELEPHON 08.0000 06/01/2022 | 0.03% |
| NISSAN MOTOR CO LTD | 0.03% |
| NOMURA RESEARCH INSTITUTE LT | 0.03% |
| NORTEK INC 10.0000 12/01/2018 | 0.03% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.03% |
| ORANGE | 0.03% |
| ORION OYJ-CLASS B | 0.03% |
| PBF ENERGY INC-CLASS A | 0.03% |
| PETROBAKKEN ENER P/P 144A 08.6250 02/01/2020 | 0.03% |
| PITNEY BOWES INC 05.2500 01/15/2037 | 0.03% |
| PORTFOLIO RECOVERY ASSOCIATE | 0.03% |
| PRIMERICA INC 04.7500 07/15/2022 | 0.03% |
| PS BUSINESS PARKS INC/CA | 0.03% |
| PULTE GROUP INC 07.6250 10/15/2017 | 0.03% |
| QUALITY DISTRIBUTION INC | 0.03% |
| RECKITT BENCKISER GROUP PLC | 0.03% |
| REGUS PLC | 0.03% |
| RENAULT SA | 0.03% |
| REPSOL SA | 0.03% |
| ROC FIN LLC/ROC FIN P/P 144A 12.1250 09/01/2018 | 0.03% |
| ROSETTA RESOURCES 09.5000 04/15/2018 | 0.03% |
| RYLAND GROUP INC/THE | 0.03% |
| SABMILLER PLC | 0.03% |
| SABRE HOLDINGS CORPORATION 08.3500 03/15/2016 | 0.03% |
| SAFRAN SA | 0.03% |
| SK HYNIX INC | 0.03% |
| SPECTRA ENERGY CAPITAL LLC 08.0000 10/01/2019 | 0.03% |
| SPIRIT AIRLINES INC | 0.03% |
| STANDARD MOTOR PRODS | 0.03% |
| STATE STREET CAP TR IV 01.2429 06/15/2037 | 0.03% |
| STEALTHGAS INC | 0.03% |
| SUMITOMO METAL MINING CO LTD | 0.03% |
| SUZUKI MOTOR CORP | 0.03% |
| SWIFT SVCS HLDGS INC 10.0000 11/15/2018 | 0.03% |
| SYNIVERSE HOLDINGS INC 09.1250 01/15/2019 | 0.03% |
| TAMINCO GLOBAL CHEM P/P 144A 09.7500 03/31/2020 | 0.03% |
| TENET HEALTHCARE 06.2500 11/01/2018 | 0.03% |
| TEREX CORP 06.0000 05/15/2021 | 0.03% |
| TEVA PHARMA FIN II/III USD 03.0000 06/15/2015 | 0.03% |
| THK CO LTD | 0.03% |
| TOKYO GAS CO LTD | 0.03% |
| TRAVELERS PPTY CASUALTY 07.7500 04/15/2026 | 0.03% |
| TREX COMPANY INC | 0.03% |
| TUI TRAVEL PLC | 0.03% |
| ULTIMATE SOFTWARE GROUP INC | 0.03% |
| UNICREDIT SPA | 0.03% |
| UNILEVER PLC | 0.03% |
| UNION ELECTRIC CO 06.4000 06/15/2017 | 0.03% |
| UNITED INTERNET AG-REG SHARE | 0.03% |
| UNITED UTILITIES GROUP PLC | 0.03% |
| VERIZON PENNSYLVANIA LLC 08.3500 12/15/2030 | 0.03% |
| WELLCARE HEALTH PLANS INC | 0.03% |
| WIDEOPENWEST FIN 10.2500 07/15/2019 | 0.03% |
| WOODSIDE PETROLEUM LTD | 0.03% |
| WP CAREY INC | 0.03% |
| WPX ENERGY INC 05.2500 01/15/2017 | 0.03% |
| YAMATO HOLDINGS CO LTD | 0.03% |
| ZFS FIN USA TRUST V P/P 144A 06.5000 05/09/2037 | 0.03% |
| ZODIAC SA | 0.03% |
| ACADIA HEALTH P/P 144A 06.1250 03/15/2021 | 0.02% |
| ACADIA PHARMACEUTICALS INC | 0.02% |
| ACE LTD | 0.02% |
| ACTAVIS INC 04.6250 10/01/2042 | 0.02% |
| ACTUATE CORP | 0.02% |
| AEGEAN MARINE PETROLEUM NETW | 0.02% |
| AETNA INC 06.7500 12/15/2037 | 0.02% |
| AFFINION GROUP INC 07.8750 12/15/2018 | 0.02% |
| AIR MEDICAL GRP HLDG 09.2500 11/01/2018 | 0.02% |
| ALERE INC | 0.02% |
| ALLIANT TECHSYSTEMS INC | 0.02% |
| ALLY FINANCIAL INC 06.2500 12/01/2017 | 0.02% |
| ALLY FINANCIAL INC 08.0000 03/15/2020 | 0.02% |
| ALLY FINANCIAL INC 08.0000 12/31/2018 | 0.02% |
| AMC ENTERTAINMENT INC 09.7500 12/01/2020 | 0.02% |
| AMSURG CORP | 0.02% |
| AMSURG CORP 05.6250 11/30/2020 | 0.02% |
| ANADARKO PETROLEUM CORP 06.9500 06/15/2019 | 0.02% |
| ANN INC | 0.02% |
| APACHE CORPORATION 03.2500 04/15/2022 | 0.02% |
| APPLE INC 03.8500 05/04/2043 | 0.02% |
| ARIAD PHARMACEUTICALS INC | 0.02% |
| ASPEN TECHNOLOGY INC | 0.02% |
| ATHLON HLDS LP / FIN P/P 144A 07.3750 04/15/2021 | 0.02% |
| AUD/USD 01/16/2014 SSBT | 0.02% |
| AURORA USA OIL & GAS P/P 144A 09.8750 02/15/2017 | 0.02% |
| AVIV HEALTHCARE 06.0000 10/15/2021 | 0.02% |
| AVIV HLTH PROP/AVIV 07.7500 02/15/2019 | 0.02% |
| AZZ INC | 0.02% |
| B/E AEROSPACE INC 05.2500 04/01/2022 | 0.02% |
| BANCO ESPIRITO SANTO-REG | 0.02% |
| BARRETT BUSINESS SVCS INC | 0.02% |
| BCAP 2012-RR10 9A2 02.6650 10/26/2035 | 0.02% |
| BCAP 2012-RR11 5A3 11.0124 04/26/2037 | 0.02% |
| BEIJING ENTERPRISES WATER GR | 0.02% |
| BERRY PLASTICS CORP 09.7500 01/15/2021 | 0.02% |
| BIG LOTS INC | 0.02% |
| BIOMET INC 06.5000 08/01/2020 | 0.02% |
| BNP PARIBAS USD 02.3750 09/14/2017 | 0.02% |
| BOE MERGER CORP P/P 144A 09.5000 11/01/2017 | 0.02% |
| BOEING CAPITAL CORPORATION 04.7000 10/27/2019 | 0.02% |
| BOISE CASCADE 06.3750 11/01/2020 | 0.02% |
| BRADY CORPORATION - CL A | 0.02% |
| BROOKFIELD RESID P/P 144A 06.5000 12/15/2020 | 0.02% |
| BRUNSWICK CORP | 0.02% |
| BUILDING MATERIALS P/P 144A 07.5000 03/15/2020 | 0.02% |
| BUNGE LIMITED FINANCE CO 04.1000 03/15/2016 | 0.02% |
| BURGER KING CORP 09.8750 10/15/2018 | 0.02% |
| BURLINGTN NORTH SANTA FE 05.4000 06/01/2041 | 0.02% |
| BURLINGTN NORTH SANTA FE 05.7500 05/01/2040 | 0.02% |
| BURLINGTON COAT FACT 10.0000 02/15/2019 | 0.02% |
| CALAMP CORP | 0.02% |
| CALLON PETROLEUM CO | 0.02% |
| CAMBREX CORP | 0.02% |
| CANADIAN NATURAL RESOURCES | 0.02% |
| CAPSUGEL SA P/P 144A 07.0000 05/15/2019 | 0.02% |
| CARDINAL FINANCIAL CORP | 0.02% |
| CARMIKE CINEMAS INC | 0.02% |
| CCM MERGER INC P/P 144A 09.1250 05/01/2019 | 0.02% |
| CCO HLDGS LLC/CAP CORP 07.0000 01/15/2019 | 0.02% |
| CCO HOLDINGS 06.5000 04/30/2021 | 0.02% |
| CDX CDX.NA.IG.21 100.0 12/20/2018 CI | 0.02% |
| CENTURYLINK INC 06.7500 12/01/2023 | 0.02% |
| CGCMT 2005-C3 AJ 04.9600 05/15/2043 | 0.02% |
| CHALLENGER LTD | 0.02% |
| CHAPARRAL ENERGY INC 08.2500 09/01/2021 | 0.02% |
| CHAPARRAL ENERGY INC 09.8750 10/01/2020 | 0.02% |
| CHASE CORP | 0.02% |
| CHESAP OIL OP/FN 06.6250 11/15/2019 | 0.02% |
| CHINOS INT HLDS P/P 144A 07.7500 05/01/2019 | 0.02% |
| CHS/COMMUNITY HEALTH SYS 05.1250 08/15/2018 | 0.02% |
| CIRRUS LOGIC INC | 0.02% |
| CIT GROUP INC 05.0000 08/15/2022 | 0.02% |
| CIT GROUP INC 05.3750 05/15/2020 | 0.02% |
| CIT GROUP INC P/P 144A 05.5000 02/15/2019 | 0.02% |
| CLEAR CHANNEL COMM 09.0000 03/01/2021 | 0.02% |
| CNO FINANCIAL GROUP INC | 0.02% |
| COMMONWEALTH EDISON 05.9000 03/15/2036 | 0.02% |
| COMMUNITY CHOICE 10.7500 05/01/2019 | 0.02% |
| CONS EDISON CO OF NY 04.2000 03/15/2042 | 0.02% |
| CORE-MARK HOLDING CO INC | 0.02% |
| COWAY CO LTD | 0.02% |
| CREDIT ACCEPTANCE CORP | 0.02% |
| CREDIT SUISSE GROUP AG-REG | 0.02% |
| CROWN CASTLE INT 05.2500 01/15/2023 | 0.02% |
| CSMC 2007-C4 A2 05.7596 09/15/2039 | 0.02% |
| CST BRANDS INC 05.0000 05/01/2023 | 0.02% |
| CUMULUS MEDIA HLDG 07.7500 05/01/2019 | 0.02% |
| CYTEC INDUSTRIES INC. 03.5000 04/01/2023 | 0.02% |
| DEMATIC SA / DH P/P 144A 07.7500 12/15/2020 | 0.02% |
| DISH DBS CORPORATION 06.7500 06/01/2021 | 0.02% |
| DXP ENTERPRISES INC | 0.02% |
| EAST WEST BANCORP INC | 0.02% |
| EL PASO LLC 07.7500 01/15/2032 | 0.02% |
| ELIZABETH ARDEN INC 07.3750 03/15/2021 | 0.02% |
| ENERGY FUTURE/EFIH FINAN 10.0000 12/01/2020 | 0.02% |
| ENERGY TRANSFER PARTNERS 06.5000 02/01/2042 | 0.02% |
| ENTERCOM RADIO LLC 10.5000 12/01/2019 | 0.02% |
| EPICOR SOFTWARE CORP 08.6250 05/01/2019 | 0.02% |
| EPL OIL & GAS INC | 0.02% |
| ERSTE GROUP BANK AG | 0.02% |
| EXOR SPA | 0.02% |
| EZION HOLDINGS LTD | 0.02% |
| FEI COMPANY | 0.02% |
| FELCOR LODGING LP 10.0000 10/01/2014 | 0.02% |
| FHR 3072 SB 23.0633 11/15/2035 | 0.02% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.02% |
| FHR 3249 PS 21.7470 12/15/2036 | 0.02% |
| FHR 3408 EK 25.1493 04/15/2037 | 0.02% |
| FHR 3964 SA IO 05.8400 11/15/2041 | 0.02% |
| FHS 308 S1 IO 05.7900 07/15/2043 | 0.02% |
| FHS 314 AS IO 05.7300 09/15/2043 | 0.02% |
| FMG RES AUG 2006 P/P 144A 08.2500 11/01/2019 | 0.02% |
| FNR 2005-75 GS 19.7760 08/25/2035 | 0.02% |
| FORD MOTOR COMPANY 07.4000 11/01/2046 | 0.02% |
| FORUM ENERGY TEC P/P 144A 06.2500 10/01/2021 | 0.02% |
| FREESCALE SEMICO P/P 144A 06.0000 01/15/2022 | 0.02% |
| FRESENIUS MED CARE P/P 144A 05.6250 07/31/2019 | 0.02% |
| FUTUREFUEL CORP | 0.02% |
| GAMESTOP CORP-CLASS A | 0.02% |
| GARDA WORLD SECURITY P/P 144A 07.2500 11/15/2021 | 0.02% |
| GBP/USD 03/19/2014 CITI | 0.02% |
| GCCFC 2005-GG3 D 04.9860 08/10/2042 | 0.02% |
| GECMC 2007-C1 XC IO P/P 144A 00.1292 12/10/2049 | 0.02% |
| GEN MOTORS FIN P/P 144A 03.2500 05/15/2018 | 0.02% |
| GENESCO INC | 0.02% |
| GENMARK DIAGNOSTICS INC | 0.02% |
| GLOBAL MEDIACOM TBK PT | 0.02% |
| GLP CAP LP / FIN II P/P 144A 04.3750 11/01/2018 | 0.02% |
| GLP CAP LP / FIN II P/P 144A 04.8750 11/01/2020 | 0.02% |
| GMAC CAPITAL TRUST I PCT 08.1250 | 0.02% |
| GNMA GII30 3987 06.5000 05/20/2037 | 0.02% |
| GNR 2010-20 SE IO 06.0930 02/20/2040 | 0.02% |
| GNR 2010-56 SC IO 06.3430 05/20/2040 | 0.02% |
| GNR 2010-85 SE IO 06.3930 07/20/2040 | 0.02% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.02% |
| GNR 2013-129 CS IO 05.9930 10/20/2042 | 0.02% |
| GRAFTECH INTL 06.3750 11/15/2020 | 0.02% |
| GRAY TELEVISION INC 07.5000 10/01/2020 | 0.02% |
| GRIFOLS SA-ADR | 0.02% |
| GRUPO FINANCIERO BANORTE-O | 0.02% |
| GULFPORT ENERGY CORP 07.7500 11/01/2020 | 0.02% |
| HAMMERSON PLC | 0.02% |
| HANESBRANDS INC. 06.3750 12/15/2020 | 0.02% |
| HANMI FINANCIAL CORPORATION | 0.02% |
| HARTFORD FINL SVCS GRP 05.1250 04/15/2022 | 0.02% |
| HAWK ACQ SUB INC P/P 144A 04.2500 10/15/2020 | 0.02% |
| HBOS PLC P/P 144A 06.0000 11/01/2033 | 0.02% |
| HD SUPPLY INC 07.5000 07/15/2020 | 0.02% |
| HD SUPPLY INC 11.5000 07/15/2020 | 0.02% |
| HENKEL AG & CO KGAA VORZUG | 0.02% |
| HESS CORP 07.3000 08/15/2031 | 0.02% |
| HEWLETT-PACKARD CO 06.1250 03/01/2014 | 0.02% |
| HEXION FIN/ESCRO 08.8750 02/01/2018 | 0.02% |
| HILAND PART LP/CORP P/P 144A 07.2500 10/01/2020 | 0.02% |
| HILL-ROM HOLDINGS INC | 0.02% |
| HONEYWELL INTERNATIONAL 04.2500 03/01/2021 | 0.02% |
| HORSEHEAD HOLDING CORP | 0.02% |
| HOST HOTELS & RESORTS LP 06.0000 10/01/2021 | 0.02% |
| HOWARD HUGHES CORP P/P 144A 06.8750 10/01/2021 | 0.02% |
| HUB INTL LTD P/P 144A 07.8750 10/01/2021 | 0.02% |
| HUGHES SATELITE SYSTEMS 06.5000 06/15/2019 | 0.02% |
| HUNTSMAN INTERNATION 08.6250 03/15/2020 | 0.02% |
| HUNTSMAN INTERNATIONAL LLC 04.8750 11/15/2020 | 0.02% |
| HUNTSMAN INTL L 08.6250 03/15/2021 | 0.02% |
| HYSTER-YALE MATERIALS | 0.02% |
| IASIS HEALTHCARE 08.3750 05/15/2019 | 0.02% |
| ICAHN ENTERPRISES 08.0000 01/15/2018 | 0.02% |
| II-VI INC | 0.02% |
| IMPAX LABORATORIES INC | 0.02% |
| INNOSPEC INC | 0.02% |
| INSYS THERAPEUTICS INC | 0.02% |
| INTEGRATED SILICON SOLUTION | 0.02% |
| INTELSAT JACKSON HLDG USD 07.5000 04/01/2021 | 0.02% |
| INTERACTIVE DATA COR 10.2500 08/01/2018 | 0.02% |
| INTL LEASE FINANCE CORP 05.8750 08/15/2022 | 0.02% |
| INTRALINKS HOLDINGS INC | 0.02% |
| IRON MOUNTAIN INCORPORATED 06.0000 08/15/2023 | 0.02% |
| ISLE OF CAPRI 07.7500 03/15/2019 | 0.02% |
| ITC HOLDINGS CORP P/P 144A 06.0500 01/31/2018 | 0.02% |
| JAGUAR HLD/MERGE P/P 144A 09.5000 12/01/2019 | 0.02% |
| JIN CO LTD | 0.02% |
| JPMCC 2007-CB20 AJ 06.0713 02/12/2051 | 0.02% |
| JPMCC 2007-LDPX X IO 00.3028 01/15/2049 | 0.02% |
| JPMCC 2013-C10 D 04.1604 12/15/2047 | 0.02% |
| JPMORGAN CHASE & CO. 05.7000 11/15/2014 | 0.02% |
| JPY/USD 02/19/2014 HSBCB | 0.02% |
| JPY/USD 02/19/2014 WPAC | 0.02% |
| KADANT INC | 0.02% |
| KAO CORP | 0.02% |
| KFORCE INC | 0.02% |
| KONINKLIJKE KPN N.V. USD 08.3750 10/01/2030 | 0.02% |
| KRATOS DEFENSE & SEC 10.0000 06/01/2017 | 0.02% |
| KROGER CO/THE 06.4000 08/15/2017 | 0.02% |
| LAM RESEARCH CORP | 0.02% |
| LAMAR MEDIA CORP 05.8750 02/01/2022 | 0.02% |
| LBCMT 1999-C1 G P/P 144A 06.4100 06/15/2031 | 0.02% |
| LBUBS 2005-C5 XCL IO P/P 144A 0.09 3 09/15/2040 | 0.02% |
| LBUBS 2006-C7 XCL IO P/P 144A 00.6598 11/15/2038 | 0.02% |
| LEND PROC SER/BLK KNGHT 05.7500 04/15/2023 | 0.02% |
| LEVEL 3 FIN INC 07.0000 06/01/2020 | 0.02% |
| LEVEL 3 FIN INC 08.6250 07/15/2020 | 0.02% |
| LEVEL 3 FINANCING 09.3750 04/01/2019 | 0.02% |
| LEXINGTON REALTY TRUST | 0.02% |
| LIN MEDIA LLC - A | 0.02% |
| LIXIL GROUP CORP | 0.02% |
| LORAL SPACE AND COMMUNICATIONS | 0.02% |
| LOUISIANA PACIF 07.5000 06/01/2020 | 0.02% |
| LTC PROPERTIES INC | 0.02% |
| MACQUARIE BANK LTD P/P 144A 03.4500 07/27/2015 | 0.02% |
| MACYS RETAIL HLDGS INC 05.1250 01/15/2042 | 0.02% |
| MAGNACHIP SEMICONDUCT | 0.02% |
| MAGNIT | 0.02% |
| MATTAMY GROUP CORP P/P 144A 06.5000 11/15/2020 | 0.02% |
| MEDASSETS INC | 0.02% |
| MEDICINES COMPANY | 0.02% |
| MEG ENERGY CORP P/P 144A 06.5000 03/15/2021 | 0.02% |
| METROPCS WIRELES P/P 144A 06.2500 04/01/2021 | 0.02% |
| METROPCS WIRELES P/P 144A 06.6250 04/01/2023 | 0.02% |
| MEZZ 2006-C4 X IO P/P 144A 06.4959 07/15/2045 | 0.02% |
| MGM RESORTS INTERNATIONAL 07.6250 01/15/2017 | 0.02% |
| MICHAELS FINCO HLDG P/P 144A 07.5000 08/01/2018 | 0.02% |
| MIDAMERICAN ENERGY HLDGS 06.1250 04/01/2036 | 0.02% |
| MILAGRO OIL & GAS 10.5000 05/15/2016 | 0.02% |
| MOLSON COORS BREWING CO 05.0000 05/01/2042 | 0.02% |
| MOTA ENGIL SGPS SA | 0.02% |
| MPT OPER PARTNERSP/FINL 06.3750 02/15/2022 | 0.02% |
| MULTIPLAN INC P/P 144A 09.8750 09/01/2018 | 0.02% |
| MWI VETERINARY SUPPLY INC | 0.02% |
| NATL HEALTH INVESTORS INC | 0.02% |
| NEEDLE MERGER SUB CO P/P 144A 08.1250 03/15/2019 | 0.02% |
| NELNET INC-CL A | 0.02% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.02% |
| NII INTL TELECOM P/P 144A 07.8750 08/15/2019 | 0.02% |
| NN INC | 0.02% |
| NORTHERN OIL 08.0000 06/01/2020 | 0.02% |
| NOVELIS INC 08.7500 12/15/2020 | 0.02% |
| NTT DATA CORP | 0.02% |
| NUMERICABLE GROUP | 0.02% |
| OASIS PETROLEUM INC P/P 144A 06.8750 03/15/2022 | 0.02% |
| OCWEN FINANCIAL CORP | 0.02% |
| OFFSHORE GROUP I USD 07.1250 04/01/2023 | 0.02% |
| OFFSHORE GROUP I USD 07.5000 11/01/2019 | 0.02% |
| OMNIVISION TECHNOLOGIES INC | 0.02% |
| ON ASSIGNMENT INC | 0.02% |
| ORACLE CORP 05.3750 07/15/2040 | 0.02% |
| ORANGE SA USD 04.1250 09/14/2021 | 0.02% |
| ORIGIN ENERGY LTD | 0.02% |
| PACIFIC GAS & ELECTRIC 06.0500 03/01/2034 | 0.02% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.02% |
| PACWEST BANCORP | 0.02% |
| PAETEC HOLDING CORP 09.8750 12/01/2018 | 0.02% |
| PAPA JOHN S INTL | 0.02% |
| PAR PHARMACEUTICAL 07.3750 10/15/2020 | 0.02% |
| PEABODY ENERGY CORP 06.0000 11/15/2018 | 0.02% |
| PEABODY ENERGY CORPORATION 07.3750 11/01/2016 | 0.02% |
| PENN NATIONAL GAMING INC | 0.02% |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 0.02% |
| PERFICIENT INC | 0.02% |
| PERSIMMON PLC | 0.02% |
| PITTSBURGH GLASS P/P 144A 08.0000 11/15/2018 | 0.02% |
| POLYPORE INTL I 07.5000 11/15/2017 | 0.02% |
| PRESTIGE BRANDS HOLDINGS INC | 0.02% |
| PROASSURANCE CORP | 0.02% |
| PROTECTIVE LIFE CORP | 0.02% |
| PROVIDENCE SERVICE CORP | 0.02% |
| PROVIDENT FDG/PFG P/P 144A 06.7500 06/15/2021 | 0.02% |
| PRUDENTIAL FINANCIAL INC 08.8750 06/15/2038 | 0.02% |
| PSEG POWER LLC 05.3200 09/15/2016 | 0.02% |
| QUESTCOR PHARMACEUTICALS | 0.02% |
| RANDSTAD HOLDING NV | 0.02% |
| REPUBLIC OF ARGENTINA USD 07.0000 04/17/2017 | 0.02% |
| REVLON CONSUMER PRODS 05.7500 02/15/2021 | 0.02% |
| RF MICRO DEVICES INC | 0.02% |
| RITE AID CORP 09.2500 03/15/2020 | 0.02% |
| RIVERS PITTSBURGH LP P/P 144A 09.5000 06/15/2019 | 0.02% |
| ROCK-TENN CO 04.4500 03/01/2019 | 0.02% |
| ROCK-TENN CO 04.9000 03/01/2022 | 0.02% |
| ROOFING SUPPLY/FIN P/P 144A 10.0000 06/01/2020 | 0.02% |
| ROYAL BK SCOTLND GRP PLC USD 06.0000 12/19/2023 | 0.02% |
| RYERSON INC / JOSEPH 09.0000 10/15/2017 | 0.02% |
| SABRE INC P/P 144A 08.5000 05/15/2019 | 0.02% |
| SAMSUNG ELECTRONICS-PREF | 0.02% |
| SAP AG | 0.02% |
| SBERBANK-SPONSORED ADR | 0.02% |
| SCHNEIDER ELECTRIC SA | 0.02% |
| SEGA SAMMY HOLDINGS INC | 0.02% |
| SES P/P 144A 03.6000 04/04/2023 | 0.02% |
| SHELF DRILL HOLD LTD P/P 144A 08.6250 11/01/2018 | 0.02% |
| SHIRE PLC | 0.02% |
| SIRIUS XM HLDG INC P/P 144A 05.8750 10/01/2020 | 0.02% |
| SIX FLAGS ENT P/P 144A 05.2500 01/15/2021 | 0.02% |
| SMITHFIELD FOODS INC. 06.6250 08/15/2022 | 0.02% |
| SOLARWINDS INC | 0.02% |
| SPECTRUM BRANDS HLDG 06.7500 03/15/2020 | 0.02% |
| SPRINT COMMUNICATIONS INC. 08.3750 08/15/2017 | 0.02% |
| SPRINT CORP P/P 144A 07.2500 09/15/2021 | 0.02% |
| SS&C TECHNOLOGIES HOLDINGS | 0.02% |
| STAAR SURGICAL CO | 0.02% |
| STADA ARZNEIMITTEL AG | 0.02% |
| STATOIL ASA USD 05.1000 08/17/2040 | 0.02% |
| STEWART ENTERPRISES 06.5000 04/15/2019 | 0.02% |
| STEWART INFORMATION SERVICES | 0.02% |
| STONE ENERGY CORP | 0.02% |
| STONERIDGE INC | 0.02% |
| SUEDZUCKER AG | 0.02% |
| SUNCOR ENERGY INC | 0.02% |
| SUNGARD DATA SYSTEMS INC. 07.6250 11/15/2020 | 0.02% |
| SYMETRA FINANCIAL CORP | 0.02% |
| SYNAPTICS INC | 0.02% |
| TAIWAN DOLLAR CALL ACCOUNT | 0.02% |
| TAKEDA PHARMACEUTICAL CO LTD | 0.02% |
| TAYLOR MORRISON COMM P/P 144A 07.7500 04/15/2020 | 0.02% |
| TDC A/S | 0.02% |
| TECH DATA CORP | 0.02% |
| TELE2 AB-B SHS | 0.02% |
| TELEFLEX INC 06.8750 06/01/2019 | 0.02% |
| TENCENT HOLDINGS LTD | 0.02% |
| TENNECO INC 06.8750 12/15/2020 | 0.02% |
| THE NEIMAN MARCUS GROUP INC. 07.1250 06/01/2028 | 0.02% |
| THERMADYNE HLDG CORP 09.0000 12/15/2017 | 0.02% |
| THIRD POINT REINSURANCE LTD | 0.02% |
| THOMAS COOK GROUP PLC | 0.02% |
| TRANS-CANADA PIPELINES USD 06.3500 05/15/2067 | 0.02% |
| TRANSDIGM INC 07.7500 12/15/2018 | 0.02% |
| TRAVELPORT LLC P/P 144A 13.8750 03/01/2016 | 0.02% |
| TYLER TECHNOLOGIES INC | 0.02% |
| UBIQUITI NETWORKS INC | 0.02% |
| UBSBB 2012-C3 C P/P 144A 04.9582 08/10/2049 | 0.02% |
| UBSBB 2012-C4 XA IO P/P 144A 01.8779 12/10/2045 | 0.02% |
| UNISYS CORP | 0.02% |
| UNIT CORP 06.6250 05/15/2021 | 0.02% |
| UNITED SURGICAL PART 09.0000 04/01/2020 | 0.02% |
| UNIVISION COMM INC. P/P 144A 08.5000 05/15/2021 | 0.02% |
| USG CORPORATION 09.7500 01/15/2018 | 0.02% |
| VALEANT PHARMA P/P 144A 06.7500 08/15/2018 | 0.02% |
| VEOLIA ENVIRONNEMENT | 0.02% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.02% |
| VOXX INTERNATIONAL CORP | 0.02% |
| WAGEWORKS INC | 0.02% |
| WAMU 2006-AR3 A1B 01.1384 02/25/2046 | 0.02% |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.02% |
| WESCO INTERNATIONAL INC | 0.02% |
| WESTFIELD GROUP | 0.02% |
| WINDSTREAM CORP 07.7500 10/01/2021 | 0.02% |
| WOLSELEY PLC | 0.02% |
| WOOLWORTHS LTD | 0.02% |
| WORLD FUEL SERVICES CORP | 0.02% |
| XSTRATA FINANCE CANA P/P 144A 05.8000 11/15/2016 | 0.02% |
| YANDEX NV-A | 0.02% |
| ACCESS NATIONAL CORP | 0.01% |
| ACCURAY INC | 0.01% |
| ACI WORLDWIDE INC P/P 144A 06.3750 08/15/2020 | 0.01% |
| ACTAVIS INC 03.2500 10/01/2022 | 0.01% |
| ACTAVIS PLC | 0.01% |
| AEROFLOT-RUSSIAN AIRLINES | 0.01% |
| AES CORPORATION 04.8750 05/15/2023 | 0.01% |
| AFFINION INV LLC P/P 144A 13.5000 08/15/2018 | 0.01% |
| AGREE REALTY CORP | 0.01% |
| AINSWORTH LUMBER LTD P/P 144A 07.5000 12/15/2017 | 0.01% |
| AJINOMOTO CO INC | 0.01% |
| AKZO NOBEL | 0.01% |
| ALCATEL-LUCENT | 0.01% |
| ALCATEL-LUCENT USA INC. 06.4500 03/15/2029 | 0.01% |
| ALIGN TECHNOLOGY INC | 0.01% |
| ALKERMES PLC | 0.01% |
| ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 | 0.01% |
| ALLEGION US HLDG CO P/P 144A 05.7500 10/01/2021 | 0.01% |
| ALLY FINANCIAL INC. 07.5000 09/15/2020 | 0.01% |
| ALLY FINANCIAL INC. 08.3000 02/12/2015 | 0.01% |
| ALPHA NATURAL RESOURCES 06.2500 06/01/2021 | 0.01% |
| ALPINE ELECTRONICS INC | 0.01% |
| ALSEA SAB DE CV | 0.01% |
| ALTRIA GROUP INC 04.0000 01/31/2024 | 0.01% |
| ALTRIA GROUP INC. 09.7000 11/10/2018 | 0.01% |
| AMEDISYS INC | 0.01% |
| AMERICAN INTERNATIONAL GROUP | 0.01% |
| AMTRUST FINANCIAL SERVICES | 0.01% |
| ANADARKO PETROLEUM CORP 05.9500 09/15/2016 | 0.01% |
| ANADARKO PETROLEUM CORP 06.4500 09/15/2036 | 0.01% |
| ANTERO RESOURCES FIN P/P 144A 05.3750 11/01/2021 | 0.01% |
| APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.01% |
| ARCELORMITTAL USD 07.5000 10/15/2039 | 0.01% |
| ARIZONA PUBLIC SERVICE 04.5000 04/01/2042 | 0.01% |
| ARKEMA | 0.01% |
| ARLINGTON ASSET INVESTMENT-A | 0.01% |
| ARMOUR RESIDENTIAL REIT INC | 0.01% |
| ARRAY BIOPHARMA INC | 0.01% |
| ARRIS GROUP INC | 0.01% |
| ASCENA RETAIL GROUP INC | 0.01% |
| ASCENT CAPITAL GROUP INC-A | 0.01% |
| ASHFORD HOSPITALITY PRIME IN | 0.01% |
| ASHFORD HOSPITALITY TRUST | 0.01% |
| ASHTEAD CAPITAL INC P/P 144A 06.5000 07/15/2022 | 0.01% |
| ASTRONICS CORP | 0.01% |
| ATHENAHEALTH INC | 0.01% |
| ATWOOD OCEANICS INC 06.5000 02/01/2020 | 0.01% |
| AUTONATION INC 05.5000 02/01/2020 | 0.01% |
| AUTONATION INC 06.7500 04/15/2018 | 0.01% |
| AUXILIUM PHARMACEUTICALS INC | 0.01% |
| AVAYA INC P/P 144A 10.5000 03/01/2021 | 0.01% |
| AVG TECHNOLOGIES | 0.01% |
| AVIS BUDGET CAR 05.5000 04/01/2023 | 0.01% |
| AVIS BUDGET CAR 09.7500 03/15/2020 | 0.01% |
| B&G FOODS INC 04.6250 06/01/2021 | 0.01% |
| B/E AEROSPACE INC. 06.8750 10/01/2020 | 0.01% |
| BACM 2007-1 XW IO 00.3453 01/15/2049 | 0.01% |
| BACM 2007-5 XW IO P/P 144A 00.3613 02/10/2051 | 0.01% |
| BALLY TECHNOLOGIES INC | 0.01% |
| BANGKOK BANK PUBLIC CO-NVDR | 0.01% |
| BANK OF IRELAND | 0.01% |
| BANK OF KENTUCKY FINL CORP | 0.01% |
| BARRY CALLEBAUT AG-REG | 0.01% |
| BEACON ROOFING SUPPLY INC | 0.01% |
| BEAR STEARNS COS LLC 07.2500 02/01/2018 | 0.01% |
| BEAZER HOMES USA 07.2500 02/01/2023 | 0.01% |
| BEAZER HOMES USA 08.1250 06/15/2016 | 0.01% |
| BELLWAY PLC | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.01% |
| BERRY PLASTICS CORPORATION 09.5000 05/15/2018 | 0.01% |
| BEV PACK HLDS LU/ISS P/P 144A 06.0000 06/15/2017 | 0.01% |
| BIOMET INC 06.5000 10/01/2020 | 0.01% |
| BLUE NILE INC | 0.01% |
| BOMBARDIER INC P/P 144A 06.1250 01/15/2023 | 0.01% |
| BOMBARDIER INC P/P 144A 07.7500 03/15/2020 | 0.01% |
| BON-TON DEPT STORES 08.0000 06/15/2021 | 0.01% |
| BON-TON DEPT STORES 10.6250 07/15/2017 | 0.01% |
| BOTTOMLINE TECHNOLOGIES (DE) | 0.01% |
| BRIDGESTONE CORP | 0.01% |
| BRIGHT HORIZONS FAMILY SOLUT | 0.01% |
| BRIGHTCOVE | 0.01% |
| BRITVIC PLC | 0.01% |
| BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 | 0.01% |
| BROWN SHOE COMPANY INC | 0.01% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.6403 12/11/2038 | 0.01% |
| BSCMS 2007-PW15 X2 | 0.01% |
| BUCKLE INC/THE | 0.01% |
| BUILDING MAT P/P 144A 07.0000 02/15/2020 | 0.01% |
| BUILDING MATERIALS P/P 144A 06.7500 05/01/2021 | 0.01% |
| CABLEVISION SYS CORP 08.0000 04/15/2020 | 0.01% |
| CABLEVISION SYSTEMS CORP 07.7500 04/15/2018 | 0.01% |
| CACI INTERNATIONAL INC -CL A | 0.01% |
| CAD/USD 01/16/2014 CITI | 0.01% |
| CALFRAC HOLDINGS LP P/P 144A 07.5000 12/01/2020 | 0.01% |
| CALPINE CORP P/P 144A 06.0000 01/15/2022 | 0.01% |
| CB RICHARD ELLIS 06.6250 10/15/2020 | 0.01% |
| CBL & ASSOCIATES PROPERTIES | 0.01% |
| CBRE SERVICES INC 05.0000 03/15/2023 | 0.01% |
| CCO HLDGS LLC/CAP CORP 05.1250 02/15/2023 | 0.01% |
| CCO HLDGS LLC/CAP CORP 05.2500 09/30/2022 | 0.01% |
| CCO HLDGS LLC/CAP CORP 06.6250 01/31/2022 | 0.01% |
| CCO HLDGS LLC/CAP CORP 07.3750 06/01/2020 | 0.01% |
| CD 2007-CD4 XW IO P/P 144A 00.3824 12/11/2049 | 0.01% |
| CDX CDX.NA.HY.21 500.0 12/20/2018 BC | 0.01% |
| CDX CDX.NA.IG.21 100.0 12/20/2018 BC | 0.01% |
| CDX CDX.NA.IG.21 100.0 12/20/2018 CS | 0.01% |
| CEDAR FAIR LP/CA 05.2500 03/15/2021 | 0.01% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.01% |
| CENTENE CORP | 0.01% |
| CENTURYLINK INC 05.6250 04/01/2020 | 0.01% |
| CERIDIAN CORP 11.2500 11/15/2015 | 0.01% |
| CERIDIAN CORP 12.2500 11/15/2015 | 0.01% |
| CEVA INC | 0.01% |
| CF INDUSTRIES INC 07.1250 05/01/2020 | 0.01% |
| CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 | 0.01% |
| CHESAPEAKE MIDSTREAM 05.8750 04/15/2021 | 0.01% |
| CHESAPEAKE MIDSTREAM 06.1250 07/15/2022 | 0.01% |
| CHINA RESOURCES GAS GROUP LT | 0.01% |
| CHINA SOUTHERN AIRLINES CO-H | 0.01% |
| CHS/COMMUNITY HEALTH 08.0000 11/15/2019 | 0.01% |
| CHUBU ELECTRIC POWER CO INC | 0.01% |
| CHURCHILL DOWNS INC P/P 144A 05.3750 12/15/2021 | 0.01% |
| CINEMARK USA INC 07.3750 06/15/2021 | 0.01% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.01% |
| CIT GROUP INC. 05.2500 03/15/2018 | 0.01% |
| CITIZENS & NORTHERN CORP | 0.01% |
| CLAIRE'S STORES INC 08.8750 03/15/2019 | 0.01% |
| COCA-COLA ENTERPRISES | 0.01% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.01% |
| COMCAST CORP 06.5000 11/15/2035 | 0.01% |
| COMMERZBANK AG | 0.01% |
| COMMVAULT SYSTEMS INC | 0.01% |
| COMPAGNIE DE SAINT-GOBAIN | 0.01% |
| COMPUTER PROGRAMS & SYSTEMS | 0.01% |
| CONCHO RESOURCES INC 05.5000 04/01/2023 | 0.01% |
| CONCHO RESOURCES INC 05.5000 10/01/2022 | 0.01% |
| CONNACHER OIL AND GA P/P 144A 08.5000 08/01/2019 | 0.01% |
| CONSTELLATION BRANDS INC 06.0000 05/01/2022 | 0.01% |
| COOPER TIRE & RUBBER | 0.01% |
| COPA HOLDINGS SA-CLASS A | 0.01% |
| CORNERSTONE ONDEMAND INC | 0.01% |
| CORPORATE EXECUTIVE BOARD CO | 0.01% |
| CORRECTIONS CORP 04.1250 04/01/2020 | 0.01% |
| CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.01% |
| CREDICORP LTD | 0.01% |
| CROWN CASTLE INTL CORP 07.1250 11/01/2019 | 0.01% |
| CROWN CASTLE TOWERS P/P 144A 04.8830 08/15/2020 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| CSG SYSTEMS INTL INC | 0.01% |
| CSMC 2007-C2 AX IO P/P 144A 00.0974 01/15/2049 | 0.01% |
| CTRIP.COM INTERNATIONAL-ADR | 0.01% |
| CYBERONICS INC | 0.01% |
| CYRUSONE LP/CYRU 06.3750 11/15/2022 | 0.01% |
| CYS INVESTMENTS INC | 0.01% |
| DAIKIN INDUSTRIES LTD | 0.01% |
| DECKERS OUTDOOR CORP | 0.01% |
| DELHAIZE GROUP USD 04.1250 04/10/2019 | 0.01% |
| DENBURY RESOURCES INC 06.3750 08/15/2021 | 0.01% |
| DEXCOM INC | 0.01% |
| DFC GLOBAL CORP | 0.01% |
| DIANA SHIPPING INC | 0.01% |
| DOUGLAS DYNAMICS INC | 0.01% |
| EAGLE BANCORP INC | 0.01% |
| EDUCATION REALTY TRUST INC | 0.01% |
| ELECTRICITE DE FRANC P/P 144A 06.9500 01/26/2039 | 0.01% |
| EMERGENCY MEDICA 08.1250 06/01/2019 | 0.01% |
| ENDO FINANCE CO P/P 144A 05.7500 01/15/2022 | 0.01% |
| ENERGY TRANSFER EQUITY 07.5000 10/15/2020 | 0.01% |
| ENERGY TRANSFER PARTNERS 05.2000 02/01/2022 | 0.01% |
| ENTEGRIS INC | 0.01% |
| EP ENER/EVEREST 07.7500 09/01/2022 | 0.01% |
| EPE HLD/EP BOND P/P 144A 08.8750 12/15/2017 | 0.01% |
| EPR PROPERTIES | 0.01% |
| EPR PROPERTIES 05.7500 CUM CV PFD | 0.01% |
| EURAZEO | 0.01% |
| EVEREST ACQ LLC/FIN 06.8750 05/01/2019 | 0.01% |
| EXIDE TECHNOLOGIES 08.6250 02/01/2018 | 0.01% |
| FACEBOOK INC-A | 0.01% |
| FAIRCHILD SEMICONDUCTOR INTE | 0.01% |
| FAURECIA | 0.01% |
| FEDEX CORP 02.6250 08/01/2022 | 0.01% |
| FELCOR LODGING LP 05.6250 03/01/2023 | 0.01% |
| FHR 3708 SQ IO 06.3900 05/15/2040 | 0.01% |
| FHS 310 S4 IO 05.7900 09/15/2043 | 0.01% |
| FIDELITY NATIONAL INFORM 05.0000 03/15/2022 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| FINANCIAL INSTITUTIONS INC | 0.01% |
| FIRST COMMUNITY BANCSHARES | 0.01% |
| FIRST DATA CORP P/P 144A 07.3750 06/15/2019 | 0.01% |
| FIRST DATA CORP P/P 144A 11.2500 01/15/2021 | 0.01% |
| FIRST DATA CORP P/P 144A 11.7500 08/15/2021 | 0.01% |
| FIRST DATA TL L+400 04.1580 03/24/2017 | 0.01% |
| FIRST INDUSTRIAL REALTY TR | 0.01% |
| FIRSTMERIT CORP | 0.01% |
| FLUSHING FINANCIAL CORP | 0.01% |
| FMG RES AUG 2006 P/P 144A 06.8750 04/01/2022 | 0.01% |
| FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.01% |
| FORBES ENERGY SVCS 09.0000 06/15/2019 | 0.01% |
| FORD MOTOR COMPANY 07.7000 05/15/2097 | 0.01% |
| FORTESCUE METALS GROUP LTD | 0.01% |
| FOSTER (LB) CO-A | 0.01% |
| FQM AKUBRA INC P/P 144A 07.5000 06/01/2021 | 0.01% |
| FREESCALE SEMICO 10.7500 08/01/2020 | 0.01% |
| FRONTIER COMMUNICATIONS 07.6250 04/15/2024 | 0.01% |
| FRONTIER COMMUNICATIONS CORP | 0.01% |
| G & K SERVICES INC -CL A | 0.01% |
| GANNETT CO INC P/P 144A 05.1250 07/15/2020 | 0.01% |
| GANNETT CO INC P/P 144A 05.1250 10/15/2019 | 0.01% |
| GEBL 2004-2A D P/P 144A 02.9100 12/15/2032 | 0.01% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.01% |
| GENON ENERGY INC 09.5000 10/15/2018 | 0.01% |
| GIBSON BRANDS INC P/P 144A 08.8750 08/01/2018 | 0.01% |
| GLIMCHER REALTY TRUST | 0.01% |
| GLOBAL CASH ACCESS HOLDINGS | 0.01% |
| GLOBUS MEDICAL INC - A | 0.01% |
| GMACC 2005-C1 X1 IO P/P 144A 00.6098 05/10/2043 | 0.01% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.01% |
| GOME ELECTRICAL APPLIANCES | 0.01% |
| GRAND CANYON EDUCATION INC | 0.01% |
| GRAPHIC PACKAGING INTL 04.7500 04/15/2021 | 0.01% |
| GREEN DOT CORP-CLASS A | 0.01% |
| GREENHILL & CO INC | 0.01% |
| GRIFFEY INTR INC P/P 144A 07.0000 10/15/2020 | 0.01% |
| GUANGZHOU AUTOMOBILE GROUP-H | 0.01% |
| GULFPORT ENERGY CORP | 0.01% |
| HAEMONETICS CORP/MASS | 0.01% |
| HAIN CELESTIAL GROUP INC | 0.01% |
| HALCON RESOURCES CORP 09.7500 07/15/2020 | 0.01% |
| HALLIBURTON CO | 0.01% |
| HAWAIIAN HOLDINGS INC | 0.01% |
| HCA INC 07.5000 02/15/2022 | 0.01% |
| HEALTHCARE TECH IN P/P 144A 07.3750 09/01/2018 | 0.01% |
| HEARTLAND FINANCIAL USA INC | 0.01% |
| HEICO CORP | 0.01% |
| HELIX ENERGY SOLUTIONS GROUP | 0.01% |
| HERCULES OFFSHORE P/P 144A 07.5000 10/01/2021 | 0.01% |
| HERCULES OFFSHORE P/P 144A 08.7500 07/15/2021 | 0.01% |
| HERITAGE FINANCIAL GROUP INC | 0.01% |
| HERTZ CORP 05.8750 10/15/2020 | 0.01% |
| HERTZ CORP 06.2500 10/15/2022 | 0.01% |
| HEWLETT-PACKARD COMPANY 05.5000 03/01/2018 | 0.01% |
| HEXION US FIN CORP 06.6250 04/15/2020 | 0.01% |
| HEXION US FIN/NOVA 09.0000 11/15/2020 | 0.01% |
| HONGKONG LAND HOLDINGS LTD | 0.01% |
| HOST HOTELS & RESORTS 05.2500 03/15/2022 | 0.01% |
| HSN INC | 0.01% |
| HYATT HOTELS CORP 03.3750 07/15/2023 | 0.01% |
| IAMGOLD CORP P/P 144A 06.7500 10/01/2020 | 0.01% |
| ICAHN ENTER/FIN 06.0000 08/01/2020 | 0.01% |
| IDT CORP-CLASS B | 0.01% |
| ILLINOIS-TXBL 04.4210 01/01/2015 | 0.01% |
| IMS HEALTH INC P/P 144A 06.0000 11/01/2020 | 0.01% |
| INCONTACT INC | 0.01% |
| INCYTE CORP | 0.01% |
| INFOBLOX INC | 0.01% |
| INFOR GLOBAL SOLUT 09.3750 04/01/2019 | 0.01% |
| INNOPHOS HOLDINGS INC | 0.01% |
| INOTERA MEMORIES INC | 0.01% |
| INSULET CORP | 0.01% |
| INTACT FINANCIAL CORP | 0.01% |
| INTELIQUENT INC | 0.01% |
| INTELSAT JACKSON USD 06.6250 12/15/2022 | 0.01% |
| INTL LEASE FINANCE CORP 04.6250 04/15/2021 | 0.01% |
| INTL LEASE FINANCE CORP 06.2500 05/15/2019 | 0.01% |
| INVESCO MORTGAGE CAPITAL | 0.01% |
| INVESTORS REAL ESTATE TRUST | 0.01% |
| IRIDIUM COMMUNICATIONS INC | 0.01% |
| IRON MOUNTAIN INC 07.7500 10/01/2019 | 0.01% |
| ISIS PHARMACEUTICALS INC | 0.01% |
| ISLE OF CAPRI 08.8750 06/15/2020 | 0.01% |
| ISLE OF CAPRI CASINO 05.8750 03/15/2021 | 0.01% |
| ISTAR FINANCIAL INC | 0.01% |
| ISTAR FINANCIAL INC CV 03.0000 11/15/2016 | 0.01% |
| ISTAR FINANCIAL INC. 07.1250 02/15/2018 | 0.01% |
| ITOCHU CORP | 0.01% |
| JAGUAR HOLDING CO I P/P 144A 09.3750 10/15/2017 | 0.01% |
| JAZZ TECH INC 08.0000 06/30/2015 | 0.01% |
| JAZZTEL PLC | 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% |
| JO-ANN HOLDCO P/P 144A 09.7500 10/15/2019 | 0.01% |
| JOHNSON CONTROLS INC 05.7000 03/01/2041 | 0.01% |
| JPMCC 05-CB12 X1 IO P/P 144A 00.3436 09/12/2037 | 0.01% |
| JPMCC 2006-LDP8 X IO 00.5444 05/15/2045 | 0.01% |
| JPY/USD 02/19/2014 BCAP-FX | 0.01% |
| JPY/USD 02/19/2014 GSFX | 0.01% |
| K HOVNANIAN ENTR P/P 144A 07.2500 10/15/2020 | 0.01% |
| KANSAS CITY SOUTHERN P/P 144A 04.3000 05/15/2043 | 0.01% |
| KANSAS GAS & ELECTRIC CO 05.6470 03/29/2021 | 0.01% |
| KAPSTONE PAPER AND PACKAGING | 0.01% |
| KDDI CORP | 0.01% |
| KERR-MCGEE CORP 07.8750 09/15/2031 | 0.01% |
| KEY ENERGY SERVICES INC | 0.01% |
| KINDRED HEALTHCARE INC | 0.01% |
| KINETICS/KCI USA 12.5000 11/01/2019 | 0.01% |
| KINGFISHER PLC | 0.01% |
| KKR & CO LP | 0.01% |
| KODIAK OIL & GAS CORP | 0.01% |
| KOPPERS HOLDINGS INC | 0.01% |
| KRAFT FOODS GRP INC 05.0000 06/04/2042 | 0.01% |
| KRATON PERFORMANCE POLYMERS | 0.01% |
| L BRANDS INC 05.6250 02/15/2022 | 0.01% |
| LA-Z-BOY INC | 0.01% |
| LANDEC CORP | 0.01% |
| LANDRY'S HLDG II INC P/P 144A 10.2500 01/01/2018 | 0.01% |
| LBUBS 2005-C7 XCL IO P/P 144A 00.2102 11/15/2040 | 0.01% |
| LBUBS 2006-C7 XW IO P/P 144A 00.6598 11/15/2038 | 0.01% |
| LENNAR CORP 04.7500 11/15/2022 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 06.1250 01/15/2021 | 0.01% |
| LEVEL 3 FINANCING 08.1250 07/01/2019 | 0.01% |
| LEXMARK INTERNATIONAL INC-A | 0.01% |
| LIBERTY GLOBAL PLC-SERIES C | 0.01% |
| LIFELOCK INC | 0.01% |
| LUMBER LIQUIDATORS HOLDINGS | 0.01% |
| LUXOTTICA GROUP SPA | 0.01% |
| M/I HOMES INC PCT 09.7500 | 0.01% |
| MACY'S RETAIL HOLDINGS INC. 03.8750 01/15/2022 | 0.01% |
| MAGELLAN HEALTH SERVICES INC | 0.01% |
| MAIDEN HOLDINGS LTD | 0.01% |
| MAINSOURCE FINANCIAL GROUP INC | 0.01% |
| MANITOWOC COMPANY INC 05.8750 10/15/2022 | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| MARCUS CORPORATION | 0.01% |
| MARUBENI CORP | 0.01% |
| MATAHARI DEPARTMENT STORE TB | 0.01% |
| MATSON INC | 0.01% |
| MAXIMUS INC | 0.01% |
| MEDIACOM LLC/CAPTL 07.2500 02/15/2022 | 0.01% |
| MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 | 0.01% |
| MELLANOX TECHNOLOGIES LTD | 0.01% |
| MEN S WEARHOUSE | 0.01% |
| MFA FINANCIAL INC | 0.01% |
| MGM RESORTS INTL 06.6250 12/15/2021 | 0.01% |
| MGM RESORTS INTL 06.7500 10/01/2020 | 0.01% |
| MGM RESORTS INTL 06.8750 04/01/2016 | 0.01% |
| MGM RESORTS INTL 07.7500 03/15/2022 | 0.01% |
| MGM RESORTS INTL 08.6250 02/01/2019 | 0.01% |
| MICHAELS STORES INC 11.3750 11/01/2016 | 0.01% |
| MICROSEMI CORP | 0.01% |
| MICROSOFT CORP 05.3000 02/08/2041 | 0.01% |
| MILLER INDUSTRIES INC/TENN | 0.01% |
| MINE SAFETY APPLIANCES CO | 0.01% |
| MINERALS TECHNOLOGIES INC | 0.01% |
| MLMT 2005-MCP1 XC IO P/P 144A 00.5904 06/12/2043 | 0.01% |
| MOMENTIVE PERFORM 10.0000 10/15/2020 | 0.01% |
| MONCLER SPA | 0.01% |
| MONSANTO CO | 0.01% |
| MPH INTERMEDIATE HLD P/P 144A 08.3750 08/01/2018 | 0.01% |
| MPT OP PARTNERSHIP 06.8750 05/01/2021 | 0.01% |
| MTS SYSTEMS CORP | 0.01% |
| MYLAN INC P/P 144A 02.6000 06/24/2018 | 0.01% |
| NACCO INDUSTRIES-CL A | 0.01% |
| NANOSPHERE INC | 0.01% |
| NATIONAL MONEY MART USD 10.3750 12/15/2016 | 0.01% |
| NATIONSTAR MORT/ 06.5000 07/01/2021 | 0.01% |
| NATIONSTAR MORT/CAP 09.6250 05/01/2019 | 0.01% |
| NATIONSTAR MORT/CAP CORP 06.5000 08/01/2018 | 0.01% |
| NATIONWIDE FINANCIAL SER 05.6250 02/13/2015 | 0.01% |
| NATIXIS | 0.01% |
| NAVISTAR INTERNATIONAL CORP | 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% |
| NETSCOUT SYSTEMS INC | 0.01% |
| NEUBERGER BERMAN P/P 144A 05.6250 03/15/2020 | 0.01% |
| NEUBERGER BERMAN P/P 144A 05.8750 03/15/2022 | 0.01% |
| NEW GOLD INC P/P 144A 07.0000 04/15/2020 | 0.01% |
| NEW ORIENTAL EDUCATIO-SP ADR | 0.01% |
| NEXSTAR BROADCASTING 06.8750 11/15/2020 | 0.01% |
| NIC INC | 0.01% |
| NIELSEN CO LUX SARL P/P 144A 5.500 10/01/2021 | 0.01% |
| NIELSEN FIN LLC/CO 04.5000 10/01/2020 | 0.01% |
| NINTENDO CO LTD | 0.01% |
| NISOURCE FINANCE CORP 06.1250 03/01/2022 | 0.01% |
| NORTEK INC 08.5000 04/15/2021 | 0.01% |
| NPS PHARMACEUTICALS INC | 0.01% |
| NUFARM AUSTRALIA LTD P/P 144A 06.3750 10/15/2019 | 0.01% |
| NUVEEN INVESTMENTS P/P 144A 09.1250 10/15/2017 | 0.01% |
| NUVEEN INVESTMENTS P/P 144A 09.5000 10/15/2020 | 0.01% |
| NXP SEMICONDUCTORS NV | 0.01% |
| O'REILLY AUTOMOTIVE INC 03.8500 06/15/2023 | 0.01% |
| OASIS PETROLEUM INC 06.8750 01/15/2023 | 0.01% |
| OBEROI REALTY LTD | 0.01% |
| OFG BANCORP | 0.01% |
| OM GROUP INC | 0.01% |
| OMEGA HEALTHCARE INVESTORS | 0.01% |
| OMEGA HLTHCRE INVEST 06.7500 10/15/2022 | 0.01% |
| ONCOR ELECTRIC DELIVERY 04.1000 06/01/2022 | 0.01% |
| ONE LIBERTY PROPERTIES INC | 0.01% |
| OPENTABLE INC | 0.01% |
| ORASURE TECHNOLOGIES INC | 0.01% |
| ORIX CORP | 0.01% |
| OWENS CORNING INC 09.0000 06/15/2019 | 0.01% |
| PACIFIC PREMIER BANCORP INC | 0.01% |
| PEGATRON CORP | 0.01% |
| PENN NATL GAMING P/P 144A 05.8750 11/01/2021 | 0.01% |
| PEOPLES BANCORP INC | 0.01% |
| PERRY ELLIS INTERNATIONAL | 0.01% |
| PETCO ANIMAL SUP P/P 144A 09.2500 12/01/2018 | 0.01% |
| PETCO HOLDINGS INC P/P 144A 08.5000 10/15/2017 | 0.01% |
| PETROFAC LTD | 0.01% |
| PHH CORP | 0.01% |
| PHH CORPORATION 07.3750 09/01/2019 | 0.01% |
| PHILIP MORRIS INTERNATIONAL | 0.01% |
| PHOTRONICS INC | 0.01% |
| PIER 1 IMPORTS INC | 0.01% |
| POOL CORP | 0.01% |
| POPEYES LOUISIANA KITCHEN IN | 0.01% |
| POPULAR INC | 0.01% |
| POST HOLDINGS INC 07.3750 02/15/2022 | 0.01% |
| PQ CORP P/P 144A 08.7500 05/01/2018 | 0.01% |
| PRADA S.P.A. | 0.01% |
| PRESTIGE BRANDS INC P/P 144A 05.3750 12/15/2021 | 0.01% |
| PROCERA NETWORKS INC | 0.01% |
| PROVIDENT FDG/PFG P/P 144A 10.1250 02/15/2019 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| PTC INC | 0.01% |
| PUB SVC ELEC & GAS 05.5000 03/01/2040 | 0.01% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% |
| PUREGOLD PRICE CLUB INC | 0.01% |
| QUANTUM CORP | 0.01% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.01% |
| QUEST DIAGNOSTIC INC 06.9500 07/01/2037 | 0.01% |
| QWEST CORP 07.2500 09/15/2025 | 0.01% |
| RAMCO-GERSHENSON PROPERTIES | 0.01% |
| RANGE RESOURCES CORP 05.0000 08/15/2022 | 0.01% |
| RANGE RESOURCES CORP 06.7500 08/01/2020 | 0.01% |
| RAYONIER INC 03.7500 04/01/2022 | 0.01% |
| RAYTHEON COMPANY 04.8750 10/15/2040 | 0.01% |
| REALOGY GROUP LLC P/P 144A 07.6250 01/15/2020 | 0.01% |
| REALOGY GROUP LLC P/P 144A 07.8750 02/15/2019 | 0.01% |
| REALTY INCOME CORP 04.6500 08/01/2023 | 0.01% |
| REGAL ENTERTAINMENT GRP 05.7500 06/15/2023 | 0.01% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.01% |
| REGENCY ENERGY PARTNERS 05.5000 04/15/2023 | 0.01% |
| RENT-A-CENTER INC 04.7500 05/01/2021 | 0.01% |
| REPLIGEN CORP | 0.01% |
| REPUBLIC AIRWAYS HOLDINGS IN | 0.01% |
| REPUBLIC BANCORP INC-CLASS A | 0.01% |
| REPUBLIC OF ARGENTINA USD 08.2800 12/31/2033 | 0.01% |
| RETAILMENOT INC | 0.01% |
| REYNOLDS GRP ISS/REY 05.7500 10/15/2020 | 0.01% |
| RHEINMETALL AG | 0.01% |
| RITE AID CORP 08.0000 08/15/2020 | 0.01% |
| ROSETTA RESOURCES INC | 0.01% |
| ROSETTA RESOURCES INC 05.6250 05/01/2021 | 0.01% |
| ROVI CORP | 0.01% |
| RUBY TUESDAY INC | 0.01% |
| RUCKUS WIRELESS INC | 0.01% |
| S&P 500 FUTURE MAR14 SPH4 | 0.01% |
| S&W SEED CO | 0.01% |
| SABINE PASS LNG LP 06.5000 11/01/2020 | 0.01% |
| SAFEGUARD SCIENTIFICS INC | 0.01% |
| SALIX PHARMA LT P/P 144A 06.0000 01/15/2021 | 0.01% |
| SAMSUNG ELECTRONICS CO LTD | 0.01% |
| SANDRIDGE ENERGY INC 07.5000 03/15/2021 | 0.01% |
| SANTANDER HOLDINGS USA 04.6250 04/19/2016 | 0.01% |
| SARTORIUS AG-PFD PCT 0.000 | 0.01% |
| SBA TELECOM INC 05.7500 07/15/2020 | 0.01% |
| SCIQUEST INC | 0.01% |
| SCOR SE | 0.01% |
| SEALED AIR CORP P/P 144A 05.2500 04/01/2023 | 0.01% |
| SEALED AIR CORP P/P 144A 06.5000 12/01/2020 | 0.01% |
| SEARS HOMETOWN AND OUTLET ST | 0.01% |
| SEKISUI HOUSE LTD | 0.01% |
| SELECT COMFORT CORPORATION | 0.01% |
| SELECT INCOME REIT | 0.01% |
| SEMTECH CORP | 0.01% |
| SERCO GROUP PLC | 0.01% |
| SERVICE CORP INTL 07.0000 05/15/2019 | 0.01% |
| SERVICE CORP INTL P/P 144A 05.3750 01/15/2022 | 0.01% |
| SEVEN & I HOLDINGS CO LTD | 0.01% |
| SEVEN GENS ENER P/P 144A 08.2500 05/15/2020 | 0.01% |
| SHOPPING CENTRES AUSTRALASIA | 0.01% |
| SHORETEL INC | 0.01% |
| SILICON IMAGE INC | 0.01% |
| SIMON PROPERTY GROUP L.P. 05.2500 12/01/2016 | 0.01% |
| SINCLAIR TELE 05.3750 04/01/2021 | 0.01% |
| SINCLAIR TELEVISION 06.1250 10/01/2022 | 0.01% |
| SINCLAIR TELEVISION 06.3750 11/01/2021 | 0.01% |
| SIRIUS XM HLDG INC P/P 144A 05.2500 08/15/2022 | 0.01% |
| SKYWEST INC | 0.01% |
| SLM CORP 08.4500 06/15/2018 | 0.01% |
| SM ENERGY CO 06.5000 11/15/2021 | 0.01% |
| SM ENERGY CO 06.6250 02/15/2019 | 0.01% |
| SMITHFIELD FOODS INC P/P 144A 05.8750 08/01/2021 | 0.01% |
| SOFTBRANDS/ATLAN 11.5000 07/15/2018 | 0.01% |
| SOLVAY SA | 0.01% |
| SOVRAN SELF STORAGE INC | 0.01% |
| SPAREBANK 1 SR BANK ASA | 0.01% |
| SPARTAN STORES INC | 0.01% |
| SPARTON CORP | 0.01% |
| SPORTS DIRECT INTERNATIONAL | 0.01% |
| SPRINGLEAF FIN CORP 06.0000 06/01/2020 | 0.01% |
| SPRINGLEAF FIN CORP 07.7500 10/01/2021 | 0.01% |
| SPRINT COMMUNICATIONS 07.0000 08/15/2020 | 0.01% |
| STANDARD PACIFIC CORP 06.2500 12/15/2021 | 0.01% |
| STANDEX INTERNATIONAL CORP | 0.01% |
| STARWOOD PROPERTY TRUST INC | 0.01% |
| STEEL DYNAMICS INC 06.1250 08/15/2019 | 0.01% |
| STERIS CORP | 0.01% |
| STEVEN MADDEN LTD | 0.01% |
| SUCAMPO PHARMACEUTICALS-CL A | 0.01% |
| SUGAR HSP GAMING P/P 144A 06.3750 06/01/2021 | 0.01% |
| SUMMIT HOTEL PROPERTIES INC | 0.01% |
| SUN HUNG KAI PROPERTIES | 0.01% |
| SUN TV NETWORK LTD | 0.01% |
| SUNGARD DATA SYS INC 06.6250 11/01/2019 | 0.01% |
| SUZUKEN CO LTD | 0.01% |
| SWIFT ENERGY CO | 0.01% |
| T-MOBILE USA INC 06.6330 04/28/2021 | 0.01% |
| T-MOBILE USA INC P/P 144A 05.2500 09/01/2018 | 0.01% |
| TATA MOTORS LTD | 0.01% |
| TAYLOR MORRISON COMM P/P 144A 05.2500 04/15/2021 | 0.01% |
| TELECITY GROUP PLC | 0.01% |
| TENET HEALTHCARE 04.3750 10/01/2021 | 0.01% |
| TENET HEALTHCARE 04.5000 04/01/2021 | 0.01% |
| TENET HEALTHCARE P/P 144A 06.0000 10/01/2020 | 0.01% |
| TENNECO INC | 0.01% |
| TENNECO INC 07.7500 08/15/2018 | 0.01% |
| TEREX CORP 06.5000 04/01/2020 | 0.01% |
| TERVITA CORP P/P 144A 10.8750 02/15/2018 | 0.01% |
| TEXAS COMP/TCEH P/P 144A 11.5000 10/01/2020 | 0.01% |
| THE GEO GROUP INC | 0.01% |
| THE HERTZ CORPORATION 07.5000 10/15/2018 | 0.01% |
| THORATEC CORP | 0.01% |
| THRESHOLD PHARMACEUTICALS | 0.01% |
| TILE SHOP HLDGS INC | 0.01% |
| TIME WARNER CABLE INC 06.7500 06/15/2039 | 0.01% |
| TIME WARNER INC 03.1500 07/15/2015 | 0.01% |
| TITAN INTL INC P/P 144A 06.8750 10/01/2020 | 0.01% |
| TIVO INC | 0.01% |
| TJX COS INC 02.5000 05/15/2023 | 0.01% |
| TMS INTL CORP P/P 144A 07.6250 10/15/2021 | 0.01% |
| TMX FIN/TITLEMAX P/P 144A 08.5000 09/15/2018 | 0.01% |
| TOKIO MARINE HOLDINGS INC | 0.01% |
| TOWN SPORTS INTERNATIONAL | 0.01% |
| TOWNSQUARE RADIO P/P 144A 09.0000 04/01/2019 | 0.01% |
| TRANSDIGM INC 07.5000 07/15/2021 | 0.01% |
| TRAVELPORT LLC 11.8750 09/01/2016 | 0.01% |
| TRINIDAD DRILLING P/P 144A 07.8750 01/15/2019 | 0.01% |
| TRINITY BIOTECH PLC-SPON ADR | 0.01% |
| TRIPLE-S MANAGEMENT CORP-B | 0.01% |
| TRIUMPH GROUP INC 04.8750 04/01/2021 | 0.01% |
| TRONOX FINANCE LLC 06.3750 08/15/2020 | 0.01% |
| TRONOX LTD-CL A | 0.01% |
| TRW AUTOMOTIVE INC P/P 144A 04.4500 12/01/2023 | 0.01% |
| TRW AUTOMOTIVE INC P/P 144A 04.5000 03/01/2021 | 0.01% |
| TURKCELL ILETISI | 0.01% |
| UAL 2007 PASS TRUST 06.6360 07/02/2022 | 0.01% |
| ULTRA CLEAN HOLDINGS INC | 0.01% |
| UNIPOL GRUPPO FINANZIARI-PRF | 0.01% |
| UNIT CORP | 0.01% |
| UNITED CONTINENTAL HLDGS 06.0000 12/01/2020 | 0.01% |
| UNITED NATURAL FOODS INC | 0.01% |
| UNITED RENTALS NORTH 07.6250 04/15/2022 | 0.01% |
| UNITED TECHNOLOGIES CORP 03.1000 06/01/2022 | 0.01% |
| UNITED TECHNOLOGIES CORP 07.5000 CUM CV PFD | 0.01% |
| UNIVERSAL HEALTH RLTY INCOME | 0.01% |
| US ECOLOGY INC | 0.01% |
| USA MOBILITY INC | 0.01% |
| USANA HEALTH SCIENCES INC | 0.01% |
| VAALCO ENERGY INC | 0.01% |
| VAIL RESORTS INC | 0.01% |
| VALEANT PHARMA P/P 144A 06.8750 12/01/2018 | 0.01% |
| VALEO SA | 0.01% |
| VALUECLICK INC | 0.01% |
| VEIDEKKE ASA | 0.01% |
| VERIFONE SYSTEMS INC | 0.01% |
| VERINT SYSTEMS INC | 0.01% |
| VERIZON COMMUNICATIONS 04.5000 09/15/2020 | 0.01% |
| VISA INC-CLASS A SHARES | 0.01% |
| VOCUS INC | 0.01% |
| W&T OFFSHORE INC | 0.01% |
| W.R. GRACE & CO | 0.01% |
| WACHOVIA CORP 05.7500 06/15/2017 | 0.01% |
| WAL-MART STORES INC 05.0000 10/25/2040 | 0.01% |
| WALT DISNEY COMPANY/THE 02.7500 08/16/2021 | 0.01% |
| WALTER INV MGMT P/P 144A 07.8750 12/15/2021 | 0.01% |
| WALTER INVESTMENT MANAGEMENT | 0.01% |
| WBCMT 2005-C18 XC IO P/P 144A 00.3253 04/15/2042 | 0.01% |
| WBCMT 2007-C34 IO IO 00.3367 05/15/2046 | 0.01% |
| WEATHERFORD INTERNATIONAL LLC 06.8000 06/15/2037 | 0.01% |
| WEATHERFORD INTL LLC 06.3500 06/15/2017 | 0.01% |
| WEEKLEY HOMES LLC P/P 144A 06.0000 02/01/2023 | 0.01% |
| WELLCARE HEALTH PLANS IN 05.7500 11/15/2020 | 0.01% |
| WELLS ENTERPRISE P/P 144A 06.7500 02/01/2020 | 0.01% |
| WEST PENN POWER CO P/P 144A 05.9500 12/15/2017 | 0.01% |
| WESTPAC BANKING CORP USD 03.0000 12/09/2015 | 0.01% |
| WINDSTREAM CORP 06.3750 08/01/2023 | 0.01% |
| WPX ENERGY INC 06.0000 01/15/2022 | 0.01% |
| XEROX CORPORATION 05.6250 12/15/2019 | 0.01% |
| XEROX CORPORATION 06.7500 12/15/2039 | 0.01% |
| XO GROUP INC | 0.01% |
| ZEP INC | 0.01% |
| ZYNGA INC - CL A | 0.01% |
| 2.00 R ISWP FWD USL3M P 03/19/2019 | 0.00% |
| ABAXIS INC | 0.00% |
| ACADEMY LTD/ACADEMY P/P 144A 09.2500 08/01/2019 | 0.00% |
| ACTAVIS INC. 01.8750 10/01/2017 | 0.00% |
| ADELPHIA COMMUNICATION ESCROW 00.0000 10/01/2013 | 0.00% |
| ADMIRAL GROUP PLC | 0.00% |
| AEGERION PHARMACEUTICALS INC | 0.00% |
| AG MORTGAGE INVESTMENT TRUST | 0.00% |
| ALTRIA GROUP INC 09.2500 08/06/2019 | 0.00% |
| AMADEUS IT HOLDING SA-A SHS | 0.00% |
| AMERICAN MEDIA INC P/P 144A 13.5000 06/15/2018 | 0.00% |
| ANGIE'S LIST INC | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| ARUBA NETWORKS INC | 0.00% |
| ASUSTEK COMPUTER INC | 0.00% |
| ATMOS ENERGY CORP 08.5000 03/15/2019 | 0.00% |
| AUD/USD 01/16/2014 DEUTB-L | 0.00% |
| AUD/USD 01/16/2014 GSFX | 0.00% |
| AUD/USD 01/16/2014 JPMCB | 0.00% |
| AUD/USD 01/16/2014 UBS | 0.00% |
| AUST 10Y BOND FUT MAR14 XMH4 | 0.00% |
| AUSTRALIAN DOLLAR ACCOUNT | 0.00% |
| AXIALL CORP | 0.00% |
| BACM 2002-PB2 XC IO P/P 144A 00.6272 06/11/2035 | 0.00% |
| BACM 2004-4 XC IO P/P 144A 00.8123 07/10/2042 | 0.00% |
| BACM 2004-5 XC IO P/P 144A 00.6972 11/10/2041 | 0.00% |
| BACM 2007-2 A2 05.6340 04/10/2049 | 0.00% |
| BEAVER VALLEY II FUNDING 09.0000 06/01/2017 | 0.00% |
| BIOSPECIFICS TECHNOLOGIES | 0.00% |
| BLYTH INC | 0.00% |
| BOULDER BRANDS INC | 0.00% |
| BRAZILIAN REAL CALL ACCOUNT | 0.00% |
| BROADSOFT INC | 0.00% |
| BSCMS 04-PR3I X1 IO 00.6770 02/11/2041 | 0.00% |
| BUNGE LIMITED FINANCE CO 08.5000 06/15/2019 | 0.00% |
| BUZZI UNICEM SPA | 0.00% |
| CAD/USD 01/16/2014 BCAP-FX | 0.00% |
| CAD/USD 01/16/2014 CSI-FX | 0.00% |
| CAD/USD 01/16/2014 DEUTB-L | 0.00% |
| CAD/USD 01/16/2014 GSFX | 0.00% |
| CAD/USD 01/16/2014 HSBCB | 0.00% |
| CAD/USD 01/16/2014 JPMCB | 0.00% |
| CAD/USD 01/16/2014 RBSF | 0.00% |
| CAD/USD 01/16/2014 SSBT | 0.00% |
| CAD/USD 01/16/2014 UBS | 0.00% |
| CAD/USD 01/16/2014 WPAC | 0.00% |
| CALIX INC | 0.00% |
| CALPINE CORP P/P 144A 05.8750 01/15/2024 | 0.00% |
| CANADIAN DOLLAR ACCOUNT | 0.00% |
| CAVIUM INC | 0.00% |
| CDX CDX.NA.IG.21 100.0 12/20/2018 DE | 0.00% |
| CDX CDX.NA.IG.21 100.0 12/20/2018 GS | 0.00% |
| CEDAR FAIR LP/CA W 09.1250 08/01/2018 | 0.00% |
| CHAODA MODERN AGRICULTURE | 0.00% |
| CHF/USD 03/19/2014 BANKAM | 0.00% |
| CHF/USD 03/19/2014 CITI | 0.00% |
| CHF/USD 03/19/2014 DEUTB-L | 0.00% |
| CHF/USD 03/19/2014 JPMCB | 0.00% |
| CHF/USD 03/19/2014 SSBT | 0.00% |
| CHF/USD 03/19/2014 UBS | 0.00% |
| CHINA PACIFIC INSURANCE GR-H | 0.00% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.00% |
| CITIGROUP INC 08.5000 05/22/2019 | 0.00% |
| CLAIRE'S STORES INC P/P 144A 06.1250 03/15/2020 | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BC | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CONATUS PHARMACEUTICALS INC | 0.00% |
| CONS CNT CO/CONS CNT P/P 144A 10.1250 07/15/2020 | 0.00% |
| CONSTELLATION BRANDS INC 04.2500 05/01/2023 | 0.00% |
| CORESITE REALTY CORP | 0.00% |
| CORRECTIONS CORP 04.6250 05/01/2023 | 0.00% |
| CROCS INC | 0.00% |
| CSFB 2002-CP3 AX IO P/P 144A 01.4493 07/15/2035 | 0.00% |
| D.R. HORTON INC 05.7500 08/15/2023 | 0.00% |
| DAELIM INDUSTRIAL CO LTD | 0.00% |
| DEMAND MEDIA INC | 0.00% |
| DKK/USD 03/19/2014 CITI | 0.00% |
| DYNEGY HOLDINGS ESCROW 07.7500 06/01/2019 | 0.00% |
| EASTMAN CHEMICAL CO 03.6000 08/15/2022 | 0.00% |
| ELDORADO GOLD CORP P/P 144A 06.1250 12/15/2020 | 0.00% |
| EUR/USD 03/19/2014 BCAP-FX | 0.00% |
| EUR/USD 03/19/2014 CSI-FX | 0.00% |
| EUR/USD 03/19/2014 DEUTB-L | 0.00% |
| EUR/USD 03/19/2014 GSFX | 0.00% |
| EUR/USD 03/19/2014 HSBCB | 0.00% |
| EUR/USD 03/19/2014 JPMCB | 0.00% |
| EUR/USD 03/19/2014 RBSF | 0.00% |
| EUR/USD 03/19/2014 SSBT | 0.00% |
| EURO STOXX 50 MAR14 VGH4 | 0.00% |
| EXACT SCIENCES CORP | 0.00% |
| FIRSTENERGY CORP 02.7500 03/15/2018 | 0.00% |
| FIVE BELOW | 0.00% |
| FTSE 100 IDX FUT MAR14 Z H4 | 0.00% |
| FUBOA 2001-C1 IO3 IO P/P 144A 01.9559 03/15/2033 | 0.00% |
| GBP/USD 03/19/2014 CSI-FX | 0.00% |
| GBP/USD 03/19/2014 GSFX | 0.00% |
| GBP/USD 03/19/2014 SSBT | 0.00% |
| GBP/USD 03/19/2014 WPAC | 0.00% |
| GEN MOTORS FIN P/P 144A 04.2500 05/15/2023 | 0.00% |
| GENERAL ELEC CAP CORP 03.1000 01/09/2023 | 0.00% |
| GMACC 1997-C1 X IO 01.4278 07/15/2029 | 0.00% |
| GNMA GII30 4401 06.5000 03/20/2039 | 0.00% |
| GSMS 1998-C1 F P/P 144A 06.0000 10/18/2030 | 0.00% |
| GSMS 2006-GG6 A2 05.5060 04/10/2038 | 0.00% |
| GSMS 2006-GG6 XC IO P/P 144A 00.0456 04/10/2038 | 0.00% |
| GT ADVANCED TECHNOLOGIES INC | 0.00% |
| HEALTHSOUTH CORP | 0.00% |
| HERCULES OFFSHORE P/P 144A 07.1250 04/01/2017 | 0.00% |
| HERMES MICROVISION INC | 0.00% |
| HKD/USD 02/19/2014 BCAP-FX | 0.00% |
| HONG KONG DOLLAR CALL ACCOUNT | 0.00% |
| INR/USD 02/19/2014 CSI-FX | 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 P USL1M R 01/12/41 JP | 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 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.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 JP | 0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | 0.00% |
| JAYPEE INFRATECH LTD | 0.00% |
| JBS USA LLC/JBS P/P 144A 07.2500 06/01/2021 | 0.00% |
| JPY/USD 02/19/2014 DEUTB-L | 0.00% |
| JPY/USD 02/19/2014 RBSF | 0.00% |
| JPY/USD 02/19/2014 UBS | 0.00% |
| KANSAS CITY SOUTHERN USD 02.3500 05/15/2020 | 0.00% |
| KODIAK OIL & GAS COR 05.5000 02/01/2022 | 0.00% |
| KRW/USD 02/19/2014 CSI-FX | 0.00% |
| KRW/USD 02/19/2014 JPMCB | 0.00% |
| KRW/USD 02/19/2014 SSBT | 0.00% |
| LBCMT 1999-C1 F P/P 144A 06.4100 06/15/2031 | 0.00% |
| LBUBS 2005-C2 XCL IO P/P 144A 00.3634 04/15/2040 | 0.00% |
| LEXICON PHARMACEUTICALS INC | 0.00% |
| LONE PINE RESOUR USD 10.3750 02/15/2017 | 0.00% |
| LONG GILT FUTURE MAR14 G H4 | 0.00% |
| LOUISIANA-PACIFIC CORP | 0.00% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.00% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.00% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.00% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.00% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.00% |
| MBX.FN30.550.08 P USL1M R 01/12/39 BC | 0.00% |
| MBX.FN30.550.08 P USL1M R 01/12/39 BC | 0.00% |
| MBX.FN30.550.08 P USL1M R 01/12/39 BC | 0.00% |
| MBX.FN30.550.08 P USL1M R 01/12/39 BC | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | 0.00% |
| MBX.GII30.450.10 R USL1M P 01/12/41 CS | 0.00% |
| METHANEX CORP USD 03.2500 12/15/2019 | 0.00% |
| MEZZ 2005-C3 X IO P/P 144A 06.3681 05/15/2044 | 0.00% |
| MINI MSCI EAFE MAR14 MFSH4 | 0.00% |
| MLMT 2004-KEY2 XC IO P/P 144A 00.9292 08/12/2039 | 0.00% |
| MOSAIC CO 05.4500 11/15/2033 | 0.00% |
| MOSAIC CO 05.6250 11/15/2043 | 0.00% |
| MS&AD INSURANCE GROUP HOLDIN | 0.00% |
| MSC 2006-T23 A2 05.7411 08/12/2041 | 0.00% |
| MSCI SING IX ETS JAN14 QZF4 | 0.00% |
| MXN/USD 01/16/2014 BCAP-FX | 0.00% |
| MXN/USD 01/16/2014 CSI-FX | 0.00% |
| MXN/USD 01/16/2014 JPMCB | 0.00% |
| MXN/USD 01/16/2014 RBSF | 0.00% |
| MXN/USD 01/16/2014 SSBT | 0.00% |
| MXN/USD 01/16/2014 UBS | 0.00% |
| NEW GOLD INC P/P 144A 06.2500 11/15/2022 | 0.00% |
| NEWLINK GENETICS CORP | 0.00% |
| NOK/USD 03/19/2014 BCAP-FX | 0.00% |
| NOK/USD 03/19/2014 CSI-FX | 0.00% |
| NOK/USD 03/19/2014 SSBT | 0.00% |
| NOK/USD 03/19/2014 UBS | 0.00% |
| NXSTAGE MEDICAL INC | 0.00% |
| NZD/USD 01/16/2014 CSI-FX | 0.00% |
| OMXS30 IND FUTURE JAN14 QCF4 | 0.00% |
| ORORA LTD | 0.00% |
| PDL BIOPHARMA INC | 0.00% |
| PLANTRONICS INC | 0.00% |
| PLN/USD 03/19/2014 BCAP-FX | 0.00% |
| PLN/USD 03/19/2014 DEUTB-L | 0.00% |
| PLN/USD 03/19/2014 SSBT | 0.00% |
| POLYPORE INTERNATIONAL INC | 0.00% |
| POST HOLDINGS INC P/P 144A 07.3750 02/15/2022 | 0.00% |
| POUND STERLING CALL ACCOUNT | 0.00% |
| QLIK TECHNOLOGIES INC | 0.00% |
| QUIKSILVER INC/QS WH 10.0000 08/01/2020 | 0.00% |
| QUIKSILVER INC/QS WH P/P 144A 07.8750 08/01/2018 | 0.00% |
| RECEPTOS INC | 0.00% |
| REPSOL SA - RTS | 0.00% |
| RINGCENTRAL INC-CLASS A | 0.00% |
| RUSSELL 2000 MINI MAR14 RTAH4 | 0.00% |
| S&P MID 400 EMINI MAR14 FAH4 | 0.00% |
| S&P500 EMINI FUT MAR14 ESH4 | 0.00% |
| SBA TELECOMMUNICATIONS 08.2500 08/15/2019 | 0.00% |
| SEK/USD 03/19/2014 CSI-FX | 0.00% |
| SEK/USD 03/19/2014 JPMCB | 0.00% |
| SEK/USD 03/19/2014 UBS | 0.00% |
| SEQUENOM INC | 0.00% |
| SGD/USD 02/19/2014 BANKAM | 0.00% |
| SGD/USD 02/19/2014 BCAP-FX | 0.00% |
| SGD/USD 02/19/2014 CSI-FX | 0.00% |
| SGD/USD 02/19/2014 JPMCB | 0.00% |
| SGD/USD 02/19/2014 SSBT | 0.00% |
| SGD/USD 02/19/2014 UBS | 0.00% |
| SHUTTERFLY INC | 0.00% |
| SILICON GRAPHICS INTERNATION | 0.00% |
| SIMON PROPERTY GROUP LP 03.3750 03/15/2022 | 0.00% |
| SM ENERGY CO 06.5000 01/01/2023 | 0.00% |
| SMITHFIELD FOODS INC P/P 144A 05.2500 08/01/2018 | 0.00% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.00% |
| SODASTREAM INTERNATIONAL LTD | 0.00% |
| SPEC BND ES CORP 06.3750 11/15/2020 | 0.00% |
| SPI 200 FUTURES MAR14 XPH4 | 0.00% |
| ST JAMES'S PLACE PLC | 0.00% |
| STEEL DYNAMICS INC 05.2500 04/15/2023 | 0.00% |
| STEEL DYNAMICS INC 06.3750 08/15/2022 | 0.00% |
| SURYA SEMESTA INTERNUSA PT | 0.00% |
| T-MOBILE USA INC 06.1250 01/15/2022 | 0.00% |
| T-MOBILE USA INC 06.8360 04/28/2023 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 07.7500 04/15/2020 | 0.00% |
| TEARLAB CORP | 0.00% |
| TECO FINANCE INC 06.7500 05/01/2015 | 0.00% |
| THE EURO EUR CALL ACCOUNT | 0.00% |
| TIME WARNER ENTERTAINMENT CO 08.3750 03/15/2023 | 0.00% |
| TOPIX INDX FUTR MAR14 TPH4 | 0.00% |
| TOWER SEMI LTD-CW15 P/P 144A | 0.00% |
| TRUMP ENTERTAINMENT RESORTS | 0.00% |
| TRY/USD 03/19/2014 BCAP-FX | 0.00% |
| UNITED THERAPEUTICS CORP | 0.00% |
| UNITEDHEALTH GROUP INC 04.6250 11/15/2041 | 0.00% |
| UNIVERSAL TRUCKLOAD SERVICES | 0.00% |
| US 10YR NOTE (CBT) MAR14 TYH4 | 0.00% |
| US 2YR NOTE (CBT) MAR14 TUH4 | 0.00% |
| US 5YR NOTE (CBT) MAR14 FVH4 | 0.00% |
| US LONG BOND(CBT) MAR14 USH4 | 0.00% |
| US ULTRA BOND(CBT MAR14 WNH4 | 0.00% |
| USG CORP P/P 144A 05.8750 11/01/2021 | 0.00% |
| VALEANT PHARMA P/P 144A 06.3750 10/15/2020 | 0.00% |
| VALEANT PHARMA P/P 144A 06.7500 10/01/2017 | 0.00% |
| VALEANT PHARMA P/P 144A 07.0000 10/01/2020 | 0.00% |
| WALT DISNEY COMPANY/THE 04.3750 08/16/2041 | 0.00% |
| WBCMT 2006-C26 XC IO P/P 144A 00.0526 06/15/2045 | 0.00% |
| WESCO DISTRIBUTION P/P 144A 05.3750 12/15/2021 | 0.00% |
| WILLIAMS COS INC 07.7500 06/15/2031 | 0.00% |
| WILLIAMS COS INC 07.8750 09/01/2021 | 0.00% |
| WM MORRISON SUPERMARKETS | 0.00% |
| ZULILY INC - CL A | 0.00% |
| 0.75 R ISWP FWD USL3M P 03/19/2016 | -0.01% |
| 3.25 R ISWP FWD USL3M P 03/19/2024 | -0.01% |
| 3.75 R ISWP FWD USL3M P 03/19/2044 | -0.01% |
| AUD/USD 01/16/2014 BCAP-FX | -0.01% |
| CHF/USD 03/19/2014 BCAP-FX | -0.01% |
| CHF/USD 03/19/2014 CSI-FX | -0.01% |
| GBP/USD 03/19/2014 JPMCB | -0.01% |
| EUR/USD 03/19/2014 CITI | -0.02% |
| EUR/USD 03/19/2014 WPAC | -0.02% |
| GBP/USD 03/19/2014 BCAP-FX | -0.02% |
| GBP/USD 03/19/2014 HSBCB | -0.02% |
| EUR/USD 03/19/2014 BANKAM | -0.03% |
| GBP/USD 03/19/2014 RBSF | -0.03% |
| RU10INTR P USL3M R 12/19/14 CI | -0.10% |
Prior Top 10 Holdings
| Top 10 Holdings as of 01/31/14 | |
|---|---|
| 1: Fnma Fn30 Tba 04.0000 02/01/2044 | 4.93% |
| 2: Fnma Fn30 Tba 06.0000 02/01/2044 | 2.90% |
| 3: Fnma Fn15 Tba 03.5000 02/01/2029 | 1.65% |
| 4: Gnma Gii30 Tba 03.0000 02/01/2044 | 1.55% |
| 5: Cvs Caremark Corp Sedol 2577609 | 1.10% |
| 6: Jpmorgan Chase & Co Sedol 2190385 | 1.03% |
| 7: Apple Inc Sedol 2046251 | 1.01% |
| 8: Colgate-Palmolive Co Sedol 2209106 | 0.97% |
| 9: Johnson & Johnson Sedol 2475833 | 0.91% |
| 10: Oracle Corp Sedol 2661568 | 0.89% |
| Holdings represent 16.94% of portfolio | |
| Top 10 Holdings as of 12/31/13 | |
|---|---|
| 1: Fnma Fn30 Tba 04.0000 01/01/2044 | 4.69% |
| 2: Fnma Fn30 Tba 06.0000 01/01/2044 | 2.81% |
| 3: Fnma Fn15 Tba 03.5000 01/01/2029 | 2.12% |
| 4: Gnma Gii30 Tba 03.0000 01/01/2044 | 1.47% |
| 5: Spdr S&P 500 Etf Trust Sedol 2840215 | 1.24% |
| 6: Cvs Caremark Corp Sedol 2577609 | 1.13% |
| 7: Apple Inc Sedol 2046251 | 1.10% |
| 8: Jpmorgan Chase & Co Sedol 2190385 | 1.05% |
| 9: Colgate-Palmolive Co Sedol 2209106 | 1.00% |
| 10: Johnson & Johnson Sedol 2475833 | 0.91% |
| Holdings represent 17.52% of portfolio | |
| Top 10 Holdings as of 11/30/13 | |
|---|---|
| 1: Fnma Fn30 Tba 04.0000 12/01/2043 | 4.78% |
| 2: Fnma Fn30 Tba 04.0000 01/01/2044 | 4.76% |
| 3: Fnma Fn30 Tba 06.0000 01/01/2044 | 2.80% |
| 4: Fnma Fn30 Tba 06.0000 12/01/2043 | 2.80% |
| 5: Fnma Fn15 Tba 03.5000 12/01/2028 | 2.14% |
| 6: Gnma Gii30 Tba 03.0000 12/01/2043 | 1.49% |
| 7: Apple Inc Sedol 2046251 | 1.46% |
| 8: Spdr S&P 500 Etf Trust Sedol 2840215 | 1.08% |
| 9: Jpmorgan Chase & Co Sedol 2190385 | 0.93% |
| 10: Pfizer Inc Sedol 2684703 | 0.91% |
| Holdings represent 23.15% of portfolio | |
| Top 10 Holdings as of 10/31/13 | |
|---|---|
| 1: Fnma Fn30 Tba 04.0000 11/01/2043 | 4.84% |
| 2: Fnma Fn30 Tba 06.0000 11/01/2043 | 2.80% |
| 3: Fnma Fn15 Tba 03.5000 11/01/2028 | 2.15% |
| 4: Gnma Gii30 Tba 03.0000 11/01/2043 | 1.53% |
| 5: Apple Inc Sedol 2046251 | 1.40% |
| 6: Spdr S&P 500 Etf Trust Sedol 2840215 | 1.05% |
| 7: Pfizer Inc Sedol 2684703 | 0.90% |
| 8: Procter & Gamble Co/The Sedol 2704407 | 0.86% |
| 9: Jpmorgan Chase & Co Sedol 2190385 | 0.85% |
| 10: Microsoft Corp Sedol 2588173 | 0.77% |
| Holdings represent 17.15% of portfolio | |
Portfolio Composition as of 01/31/14
| U.S. Investment-grade bonds | 23.87% |
|
|---|---|---|
| U.S. large-cap growth stocks | 20.28% |
|
| U.S. large-cap value stocks | 20.27% |
|
| U.S. High-yield bonds | 14.83% |
|
| International equity | 9.35% |
|
| U.S. small-and mid-cap growth stocks | 5.80% |
|
| U.S. small- and mid-cap value stocks | 5.60% |
|
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 |
CDSC
| Year | Percent |
|---|---|
| 1 | 8.00% |
| 2 | 8.00% |
| 3 | 8.00% |
| 4 | 7.00% |
| 5 | 6.00% |
| 6 | 5.00% |
| 7 | 4.00% |
| 8 | 3.00% |
| 9+ | 0.00% |
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.