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Mutual funds
Dynamic Asset Allocation Balanced Fund
Dynamic Asset Allocation Balanced Fund (PABAX)
A globally diversified fund pursuing a balance of growth and income
Summary
Fund price |
Yesterday's close | 52-week high | 52-week low |
|---|---|---|---|
| Net asset value |
$14.40
0.00% ( $0.00 ) |
$14.40
(03/06/14) |
$12.43
(06/24/13) |
Management team
- James A. Fetch (Investing since 1994)
- Robert J. Kea, CFA® (Investing since 1988)
- Joshua B. Kutin, CFA® (Investing since 1998)
- Robert J. Schoen (Investing since 1990)
- Jason R. Vaillancourt, CFA® (Investing since 1993)
A globally diversified fund pursuing a balance of growth and income
- More than 10 asset classes: The fund holds a variety of investments in all market conditions to be positioned 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 pursue opportunities and regularly rebalance the portfolio to maintain a consistent risk profile.
Fund manager commentary
Managing risk with tactical strategies
Bob Kea and Jason Vaillancourt, Co-Heads of Global Asset Allocation, discuss strategy positioning to manage risk.
Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. To obtain the most recent month-end performance, visit putnam.com.
Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and Putnam Absolute Return 500 Fund and 700 Fund, and 4.00% and 3.25% for income funds (1.00% and 0.75% for Putnam Floating Rate Income Fund, Putnam Absolute Return 100 Fund and 300 Fund, and Putnam Short-Term Municipal Income Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Absolute Return 100 Fund and 300 Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, R, T, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Performance for Class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A, M, and T shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.
Objective
The Balanced Fund seeks total return.
Fund facts as of 02/28/14
| Fiscal year end | September |
|---|---|
| Asset Class | Asset Allocation |
| Inception date | 02/07/94 |
| Total net assets | $1,448.99M |
| Dividend frequency | Quarterly |
| View distribution rate | |
| Number of holdings | 2169 |
| Open to new investors | |
| CUSIP | 746444306 |
| Fund code | 0041 |
| Turnover (fiscal year end) | 190% |
| Ticker | PABAX |
Literature
- Prospectuses/SAI
- Fact Sheet (PDF)
- Annual Fund Report (PDF)
- Semiannual Fund Report (PDF)
- Quarterly commentary (pdf)
Related topics
Performance
Total return (%) as of 12/31/13
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 19.00% | 10.51% | 15.85% | 6.42% |
| After sales charge | 12.15% | 8.35% | 14.49% | 5.79% |
| Russell 3000 Index | 33.55% | 16.24% | 18.71% | 7.88% |
| Cumulative performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 19.00% | 34.97% | 108.68% | 86.30% |
| After sales charge | 12.15% | 27.21% | 96.69% | 75.58% |
Annual performance as of 12/31/13
| 2004 | 2005 | 2006 | 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|
| Before sales charge | 8.87% | 6.99% | 12.62% | 1.89% | -33.21% | 35.20% | 14.36% | -0.62% | 14.14% | 19.00% |
| Russell 3000 Index | 11.95% | 6.12% | 15.72% | 5.14% | -37.31% | 28.34% | 16.93% | 1.03% | 16.42% | 33.55% |
Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. To obtain the most recent month-end performance, visit putnam.com.
Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and Putnam Absolute Return 500 Fund and 700 Fund, and 4.00% and 3.25% for income funds (1.00% and 0.75% for Putnam Floating Rate Income Fund, Putnam Absolute Return 100 Fund and 300 Fund, and Putnam Short-Term Municipal Income Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Absolute Return 100 Fund and 300 Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, R, T, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Performance for Class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A, M, and T shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.
Performance snapshot
| Before sales charge | After sales charge | |
|---|---|---|
| 1 mt. | 3.39 % | -2.55 % |
| as of 02/28/14 | ||
| YTD | 2.49 % | -3.40 % |
| as of 03/07/14 | ||
Yield
| Distribution rate before sales charge as of 03/07/14 |
1.33% |
|---|---|
| Distribution rate after sales charge as of 03/07/14 |
1.26% |
| 30-day SEC yield as of 02/28/14 (after sales charge) |
1.13% |
Lipper rankings as of 01/31/14
| Mixed-Asset Target Alloc Moder | Percentile ranking | Rank/Funds in category |
|---|---|---|
| 1 yr. | 8% | 38/533 |
| 3 yrs. | 14% | 62/457 |
| 5 yrs. | 3% | 11/398 |
| 10 yrs. | 29% | 72/254 |
Morningstar ratings as of 01/31/14
| Moderate Allocation | Rating | Number of funds in category |
|---|---|---|
| Overall | 3 | (739) |
| 3 yrs. | 3 | (739) |
| 5 yrs. | 4 | (671) |
| 10 yrs. | 3 | (426) |
Distributions
| Record/Ex dividend date | 12/18/13 |
|---|---|
| Payable date | 12/20/13 |
| Income | $0.048 |
| Extra income | -- |
| Short-term cap. gain | -- |
| Long-term cap. gain | -- |
Volatility as of 01/31/14
| Standard deviation (3 yrs.) | 9.13% |
|---|---|
| Beta | 0.70 |
| R-squared | 0.95 |
Risk-adjusted performance as of 01/31/14
| Alpha (3 yrs.) | -0.30 |
|---|---|
| Sharpe ratio (3 yrs.) | 1.04 |
| Treynor ratio (3 yrs.) | 13.69 |
| Information ratio (3 yrs.) | -1.05 |
Capture ratio as of 01/31/14
| Up-market (3 yrs.) | 70.72 |
|---|---|
| Down-market (3 yrs.) | 73.56 |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
For each fund with at least a three-year history, Morningstar calculates a Morningstar Rating based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a fund's monthly performance (including the effects of sales charges, loads, and redemption fees), placing more emphasis on downward variations and rewarding consistent performance. The top 10% of funds in each category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. (Each share class is counted as a fraction of one fund within this scale and rated separately, which may cause slight variations in the distribution percentages.) The Overall Morningstar Rating for a fund is derived from a weighted average of the performance figures associated with its 3-, 5-, and 10-year (if applicable) Morningstar Rating metrics. Data is historical. Past performance is no guarantee of future results.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Holdings
Top 10 holdings as of 01/31/14
| Fnma Fn30 Tba 04.0000 02/01/2044 | 5.20% |
|
|---|---|---|
| Fnma Fn30 Tba 06.0000 02/01/2044 | 3.03% |
|
| Fnma Fn15 Tba 03.5000 02/01/2029 | 1.67% |
|
| Gnma Gii30 Tba 03.0000 02/01/2044 | 1.49% |
|
| Cvs Caremark Corp Sedol 2577609 | 1.05% |
|
| Apple Inc Sedol 2046251 | 0.98% |
|
| Jpmorgan Chase & Co Sedol 2190385 | 0.98% |
|
| Colgate-Palmolive Co Sedol 2209106 | 0.93% |
|
| Johnson & Johnson Sedol 2475833 | 0.87% |
|
| Oracle Corp Sedol 2661568 | 0.85% |
|
| Top 10 holdings, percent of portfolio | 17.05% |
|
Full portfolio holdings as of 12/31/13
| FNMA FN30 TBA 04.0000 01/01/2044 | 5.03 % |
|---|---|
| FNMA FN30 TBA 06.0000 01/01/2044 | 2.99 % |
| FNMA FN15 TBA 03.5000 01/01/2029 | 1.92 % |
| GNMA GII30 TBA 03.0000 01/01/2044 | 1.71 % |
| CVS CAREMARK CORP | 1.09 % |
| APPLE INC | 1.07 % |
| JPMORGAN CHASE & CO | 1.02 % |
| COLGATE-PALMOLIVE CO | 0.98 % |
| JOHNSON & JOHNSON | 0.89 % |
| ORACLE CORP | 0.86 % |
| MICROSOFT CORP | 0.80 % |
| PFIZER INC | 0.76 % |
| GOLDMAN SACHS GROUP INC | 0.75 % |
| VERIZON COMMUNICATIONS INC | 0.73 % |
| SPDR S&P 500 ETF TRUST | 0.71 % |
| COMCAST CORP-CLASS A | 0.70 % |
| HOME DEPOT INC | 0.68 % |
| KIMBERLY-CLARK CORP | 0.68 % |
| SCHLUMBERGER LTD | 0.65 % |
| ARCHER-DANIELS-MIDLAND CO | 0.61 % |
| CONOCOPHILLIPS | 0.57 % |
| EMC CORP/MA | 0.57 % |
| MERCK & CO. INC. | 0.57 % |
| OCCIDENTAL PETROLEUM CORP | 0.55 % |
| PNC FINANCIAL SERVICES GROUP | 0.53 % |
| PRICELINE.COM INC | 0.53 % |
| DOW CHEMICAL CO/THE | 0.52 % |
| EXXON MOBIL CORP | 0.52 % |
| LOWES COMPANIES INC | 0.52 % |
| DANAHER CORP | 0.49 % |
| TRAVELERS COS INC/THE | 0.47 % |
| AON PLC | 0.45 % |
| MCKESSON CORP | 0.45 % |
| RAYTHEON COMPANY | 0.44 % |
| SIMON PROPERTY GROUP INC | 0.44 % |
| STATE STREET CORP | 0.44 % |
| WESTERN DIGITAL CORP | 0.44 % |
| VIACOM INC-CLASS B | 0.43 % |
| BROADCOM CORP-CL A | 0.42 % |
| DISCOVER FINANCIAL SERVICES | 0.41 % |
| CUMMINS INC | 0.40 % |
| NORTHROP GRUMMAN CORP | 0.38 % |
| PHILLIPS 66 | 0.37 % |
| MCGRAW HILL FINANCIAL INC | 0.36 % |
| DELTA AIR LINES INC | 0.35 % |
| NETAPP INC | 0.35 % |
| WELLPOINT INC | 0.34 % |
| LYONDELLBASELL INDU-CL A | 0.33 % |
| ABBVIE INC | 0.32 % |
| AETNA INC | 0.32 % |
| SYMANTEC CORP | 0.30 % |
| CARDINAL HEALTH INC | 0.29 % |
| INGERSOLL-RAND PLC | 0.28 % |
| PPL CORPORATION | 0.28 % |
| P G & E CORP | 0.27 % |
| CA INC | 0.26 % |
| CELGENE CORP | 0.26 % |
| PPG INDUSTRIES INC | 0.26 % |
| ROCKWELL AUTOMATION INC | 0.25 % |
| EDISON INTERNATIONAL | 0.23 % |
| F5 NETWORKS INC | 0.23 % |
| GOOGLE INC-CL A | 0.23 % |
| MACY'S INC | 0.23 % |
| VALERO ENERGY CORP | 0.23 % |
| ACTIVISION BLIZZARD INC | 0.22 % |
| AOL INC | 0.21 % |
| CADENCE DESIGN SYS INC | 0.21 % |
| SOUTHWEST AIRLINES CO | 0.21 % |
| AMETEK INC | 0.20 % |
| BAKER HUGHES INC | 0.20 % |
| CORELOGIC INC | 0.20 % |
| FORTINET INC | 0.20 % |
| MARVELL TECHNOLOGY GROUP LTD | 0.20 % |
| PUBLIC STORAGE | 0.20 % |
| ELI LILLY & CO | 0.19 % |
| GENERAL ELECTRIC CO | 0.19 % |
| REPUBLIC OF ARGENTINA USD 07.0000 10/03/2015 | 0.19 % |
| VERIZON COMMUNICATIONS 06.4000 09/15/2033 | 0.19 % |
| WYNN RESORTS LTD | 0.19 % |
| CDX CDX.NA.HY.21 500.0 12/20/2018 DE | 0.18 % |
| COACH INC | 0.18 % |
| INTUITIVE SURGICAL INC | 0.18 % |
| LIBERTY INTERACTIVE CORP-A | 0.18 % |
| LIBERTY MEDIA CORP - A | 0.18 % |
| ENTERGY CORP | 0.17 % |
| NESTLE SA-REG | 0.17 % |
| BROCADE COMMUNICATIONS SYS | 0.16 % |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.16 % |
| CDX CDX.NA.HY.21 500.0 12/20/2018 CS | 0.15 % |
| HSBC HOLDINGS PLC | 0.15 % |
| L-3 COMMUNICATIONS HLDGS INC | 0.15 % |
| ROCHE HOLDING AG-GENUSSCHEIN | 0.15 % |
| SANOFI | 0.15 % |
| ADT CORP/THE | 0.14 % |
| AVALONBAY COMMUNITIES INC | 0.14 % |
| CABOT OIL & GAS CORP | 0.14 % |
| CITY NATIONAL CORP | 0.14 % |
| FIRST NIAGARA FINANCIAL GRP | 0.14 % |
| FORD MOTOR CREDIT CO LLC 08.1250 01/15/2020 | 0.14 % |
| GAP INC/THE | 0.14 % |
| NOTA DO TESOURO NACIONAL 10.0000 01/01/2021 | 0.14 % |
| SIEMENS AG | 0.14 % |
| VNESHECONOMBANK P/P 144A 06.8000 11/22/2025 | 0.14 % |
| VTB BANK (VTB CAP SA P/P 144A 06.8750 05/29/2018 | 0.14 % |
| ASSOCIATED BANC-CORP | 0.13 % |
| CF INDUSTRIES HOLDINGS INC | 0.13 % |
| FNMA FN30 TBA 03.0000 01/01/2044 | 0.13 % |
| KEYCORP | 0.13 % |
| PETROLEOS DE VENEZUELA S USD 04.9000 10/28/2014 | 0.13 % |
| SCRIPPS NETWORKS INTER-CL A | 0.13 % |
| T-MOBILE US INC | 0.13 % |
| WYNDHAM WORLDWIDE CORP | 0.13 % |
| ADVANCE AUTO PARTS | 0.12 % |
| ALLIED WORLD ASSURANCE CO | 0.12 % |
| AXIS CAPITAL HOLDINGS LTD | 0.12 % |
| BAYER AG-REG | 0.12 % |
| CHEVRON CORP | 0.12 % |
| ELEC DE FRANCE P/P 144A 05.2500 01/29/2049 | 0.12 % |
| FORTUNE BRANDS HOME & SECURI | 0.12 % |
| JAZZ PHARMACEUTICALS PLC | 0.12 % |
| ARGENTINE REPUBLIC USD 08.2800 12/31/2033 | 0.11 % |
| ASTRAZENECA PLC | 0.11 % |
| CGPUTQL2 R USL3M P 12/19/14 CI | 0.11 % |
| CMS ENERGY CORP | 0.11 % |
| COMMONWEALTH BANK OF AUSTRAL | 0.11 % |
| EADS NV | 0.11 % |
| EXPEDIA INC | 0.11 % |
| GANNETT CO | 0.11 % |
| PETSMART INC | 0.11 % |
| SOFTBANK CORP | 0.11 % |
| TOYOTA MOTOR CORP | 0.11 % |
| WAMU 2006-AR1 2A1B 01.2133 01/25/2046 | 0.11 % |
| AGCO CORP | 0.10 % |
| AHMA 2006-5 A1 01.0640 11/25/2046 | 0.10 % |
| AIA GROUP LTD | 0.10 % |
| ALLIANZ SE-REG | 0.10 % |
| AMERICAN FINANCIAL GROUP INC | 0.10 % |
| BP PLC | 0.10 % |
| GLAXOSMITHKLINE PLC | 0.10 % |
| HANESBRANDS INC | 0.10 % |
| IDEX CORP | 0.10 % |
| LLOYDS BANKING GROUP PLC | 0.10 % |
| MANPOWERGROUP INC | 0.10 % |
| SUMITOMO MITSUI FINANCIAL GR | 0.10 % |
| VODAFONE GROUP PLC | 0.10 % |
| ALASKA AIR GROUP INC | 0.09 % |
| GENTEX CORP | 0.09 % |
| GOLDMAN SACHS GROUP INC 07.5000 02/15/2019 | 0.09 % |
| GSMS 2005-GG4 B 04.8410 07/10/2039 | 0.09 % |
| INTL PAPER CO 07.9500 06/15/2018 | 0.09 % |
| JAPAN TOBACCO INC | 0.09 % |
| MET LIFE GLOB P/P 144A 03.6500 06/14/2018 | 0.09 % |
| OCEANEERING INTL INC | 0.09 % |
| PITNEY BOWES INC | 0.09 % |
| PROCTER & GAMBLE CO/THE | 0.09 % |
| PRUDENTIAL 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 % |
| DBRR 2013-EZ3 A P/P 144A 01.6360 12/18/2049 | 0.08 % |
| GE CAPITAL TRUST I 06.3750 11/15/2067 | 0.08 % |
| JOHNSON MATTHEY PLC | 0.08 % |
| JPMCC 2007-LD12 A3 05.9272 02/15/2051 | 0.08 % |
| JPMORGAN CHASE & CO 07.9000 04/29/2049 | 0.08 % |
| LEGGETT & PLATT INC | 0.08 % |
| MSBAM 2013-C11 D P/P 144A 04.4192 08/15/2046 | 0.08 % |
| NEXT PLC | 0.08 % |
| PLAINS EXPLORATION & PRO 06.7500 02/01/2022 | 0.08 % |
| RALI 2006-QO7 1A1 00.9433 09/25/2046 | 0.08 % |
| REPUBLIC OF POLAND USD 05.0000 03/23/2022 | 0.08 % |
| ROYAL DUTCH SHELL PLC-A SHS | 0.08 % |
| TESORO CORP | 0.08 % |
| TOTAL SA | 0.08 % |
| WAL-MART STORES INC 06.5000 08/15/2037 | 0.08 % |
| ABN AMRO BANK NV P/P 144A 04.2500 02/02/2017 | 0.07 % |
| AMERICAN CAPITAL AGENCY CORP | 0.07 % |
| AMERICAN INTL GROUP 05.8500 01/16/2018 | 0.07 % |
| ARCELORMITTAL USD 10.3500 06/01/2019 | 0.07 % |
| BACM 2007-3 A3 05.6490 06/10/2049 | 0.07 % |
| BARCLAYS PLC | 0.07 % |
| BASF SE | 0.07 % |
| BP CAPITAL MARKETS PLC USD 03.2000 03/11/2016 | 0.07 % |
| BRITISH AMERICAN TOBACCO PLC | 0.07 % |
| BT GROUP PLC | 0.07 % |
| CAESARS ENT OPER TLB6 L+525 05.4883 01/28/2018 | 0.07 % |
| CENTRAL JAPAN RAILWAY CO | 0.07 % |
| CGCMT 2006-C5 XC IO P/P 144A 00.5378 10/15/2049 | 0.07 % |
| COMPASS GROUP PLC | 0.07 % |
| CST BRANDS INC | 0.07 % |
| ECHOSTAR CORP-A | 0.07 % |
| ENI SPA | 0.07 % |
| FUJI HEAVY INDUSTRIES LTD | 0.07 % |
| GAZPROM(WHITE NIGHTS FI) REGS 10.5000 03/25/2014 | 0.07 % |
| GENERAL ELEC CAP CORP 06.7500 03/15/2032 | 0.07 % |
| GRAHAM HOLDINGS CO-CLASS B | 0.07 % |
| GSMS 2011-GC3 D P/P 144A 05.5433 03/10/2044 | 0.07 % |
| HSBC FINANCE CORP 06.6760 01/15/2021 | 0.07 % |
| L OREAL | 0.07 % |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.07 % |
| NOVARTIS AG-REG | 0.07 % |
| ROYAL DUTCH SHELL PLC-B SHS | 0.07 % |
| SABINE PASS LNG LP 07.5000 11/30/2016 | 0.07 % |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.07 % |
| TIME WARNER ENT 08.3750 07/15/2033 | 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 % |
| BNP PARIBAS | 0.06 % |
| CENTRICA PLC | 0.06 % |
| CIE FINANCIERE RICHEMON-REG | 0.06 % |
| CISCO SYSTEMS INC 03.1500 03/14/2017 | 0.06 % |
| COLOPLAST-B | 0.06 % |
| COMCAST CORP 06.9500 08/15/2037 | 0.06 % |
| COMMERZBANK AG P/P 144A 08.1250 09/19/2023 | 0.06 % |
| CWALT 2005-51 1A1 00.4868 11/20/2035 | 0.06 % |
| DELPHI CORP 05.0000 02/15/2023 | 0.06 % |
| DRIL-QUIP INC | 0.06 % |
| EL PASO LLC 07.0000 06/15/2017 | 0.06 % |
| EXELIS INC | 0.06 % |
| FEDERAL REALTY INVS TRUST | 0.06 % |
| FNR 2005-45 DA 23.8165 06/25/2035 | 0.06 % |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.06 % |
| HCA INC 06.5000 02/15/2020 | 0.06 % |
| KEYENCE CORP | 0.06 % |
| LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 | 0.06 % |
| LINDT & SPRUENGLI AG-PC | 0.06 % |
| MOLSON COORS BREWING CO -B | 0.06 % |
| NRG ENERGY INC 07.8750 05/15/2021 | 0.06 % |
| OIL STATES INTERNATIONAL INC | 0.06 % |
| OMRON CORP | 0.06 % |
| PACKAGING CORP OF AMERICA | 0.06 % |
| QWEST CORP 06.7500 12/01/2021 | 0.06 % |
| RELIANCE STEEL & ALUMINUM | 0.06 % |
| RESONA HOLDINGS INC | 0.06 % |
| ROYAL BK SCOTLND GRP PLC USD 06.1000 06/10/2023 | 0.06 % |
| ROYAL DUTCH SHELL PLC-A SHS | 0.06 % |
| SBA TOWER TRUST P/P 144A 02.9330 12/15/2017 | 0.06 % |
| UNITED TECHNOLOGIES CORP 05.3750 12/15/2017 | 0.06 % |
| VINCI SA | 0.06 % |
| WAMU 2005-AR15 A1B3 00.5046 11/25/2045 | 0.06 % |
| WELLS FARGO & CO | 0.06 % |
| WFCM 2013-LC12 D P/P 144A 04.3043 07/15/2046 | 0.06 % |
| WFRBS 2013-UBS1 D P/P 144A 04.6344 03/15/2046 | 0.06 % |
| WPP PLC | 0.06 % |
| 21ST CENTURY FOX AMERICA 07.7500 12/01/2045 | 0.05 % |
| ABB LTD-REG | 0.05 % |
| AFLAC INC 08.5000 05/15/2019 | 0.05 % |
| AGEAS | 0.05 % |
| AISIN SEIKI CO LTD | 0.05 % |
| AMERICAN INTL GROUP 04.2500 09/15/2014 | 0.05 % |
| AMGEN INC 03.4500 10/01/2020 | 0.05 % |
| ASAHI KASEI CORP | 0.05 % |
| ASSA ABLOY AB-B | 0.05 % |
| ASTELLAS PHARMA INC | 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 % |
| CANADIAN NATURAL RESOURCE USD 05.7000 05/15/2017 | 0.05 % |
| CBL & ASSOCIATES LP 05.2500 12/01/2023 | 0.05 % |
| COMM 2005-LP5 D 05.0860 05/10/2043 | 0.05 % |
| CREDIT AGRICOLE SA | 0.05 % |
| CREDIT SUISSE GRP AG P/P 144A 07.5000 12/11/2049 | 0.05 % |
| DEUTSCHE POST AG-REG | 0.05 % |
| DEUTSCHE TELEKOM AG-REG | 0.05 % |
| FHS 311 S1 IO 05.7834 08/15/2043 | 0.05 % |
| FIRST DATA CORP EXT L+400 04.1640 03/24/2018 | 0.05 % |
| GENERAL ELEC CAP CORP 05.3000 02/11/2021 | 0.05 % |
| GENWORTH FINANCIAL INC-CL A | 0.05 % |
| GENWORTH HOLDINGS INC 07.7000 06/15/2020 | 0.05 % |
| GLENCORE XSTRATA PLC | 0.05 % |
| HSBC FIN CAP TRUST IX 05.9110 11/30/2035 | 0.05 % |
| IBM CORP 01.8750 08/01/2022 | 0.05 % |
| IMI PLC | 0.05 % |
| INTL CONSOLIDATED AIRLINE-DI | 0.05 % |
| ITT EDUCATIONAL SERVICES INC | 0.05 % |
| ITV PLC | 0.05 % |
| JGC CORP | 0.05 % |
| KANSAI ELECTRIC POWER CO INC | 0.05 % |
| LEUCADIA NATIONAL CORP 05.5000 10/18/2023 | 0.05 % |
| LYONDELLBASELL IND NV 06.0000 11/15/2021 | 0.05 % |
| MITSUBISHI UFJ FINANCIAL GRO | 0.05 % |
| MRC GLOBAL INC | 0.05 % |
| MSRR 2010-C30A A3B P/P 144A 05.2460 12/17/2043 | 0.05 % |
| MTR GAMING GROUP INC 11.5000 08/01/2019 | 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 % |
| REPUBLIC OF SOUTH AFRICA USD 04.6650 01/17/2024 | 0.05 % |
| ROYAL BK OF SCOT GRP PLC USD 04.7000 07/03/2018 | 0.05 % |
| SERVICE CORPORATION INTL 06.7500 04/01/2016 | 0.05 % |
| SJM HOLDINGS LTD | 0.05 % |
| SUPERIOR ENERGY SERVICES INC | 0.05 % |
| SYNGENTA AG-REG | 0.05 % |
| TELSTRA CORP LTD | 0.05 % |
| TEXAS COMP ELEC TL EXT L+450 04.7304 10/10/2017 | 0.05 % |
| TOKYU FUDOSAN HOLDINGS CORP | 0.05 % |
| UBS AG-REG | 0.05 % |
| UNITEDHEALTH GROUP INC 04.7000 02/15/2021 | 0.05 % |
| VOESTALPINE AG | 0.05 % |
| WAMU 2005-AR9 A1C3 00.6446 07/25/2045 | 0.05 % |
| WBCMT 2006-C29 IO IO 00.3934 11/15/2048 | 0.05 % |
| ACTELION LTD-REG | 0.04 % |
| AFLAC INC 06.9000 12/17/2039 | 0.04 % |
| ALLY FINANCIAL INC P/P 144A PCT 07.0000 | 0.04 % |
| ALTRIA GROUP INC 02.8500 08/09/2022 | 0.04 % |
| AMEC PLC | 0.04 % |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.04 % |
| AMERICAN TOWER CORPORATION 07.0000 10/15/2017 | 0.04 % |
| ANADARKO FINANCE CO 07.5000 05/01/2031 | 0.04 % |
| ASHLAND INC 04.7500 08/15/2022 | 0.04 % |
| ASML HOLDING NV | 0.04 % |
| ASSOCIATED BRITISH FOODS PLC | 0.04 % |
| ASTRAZENECA PLC USD 06.4500 09/15/2037 | 0.04 % |
| AXA SA P/P 144A 06.4630 12/29/2049 | 0.04 % |
| BABCOCK INTL GROUP PLC | 0.04 % |
| BACM 2006-5 A3 05.3900 09/10/2047 | 0.04 % |
| BANK OF NEW YORK MELLON 01.9690 06/20/2017 | 0.04 % |
| BAYERISCHE MOTOREN WERKE AG | 0.04 % |
| BBVA INTL PREF UNIPERSON USD 05.9190 04/29/2049 | 0.04 % |
| BHP BILLITON PLC | 0.04 % |
| CABLEVISION SYSTEMS 08.6250 09/15/2017 | 0.04 % |
| CAESARS ENTERTAINMENT OP 09.0000 02/15/2020 | 0.04 % |
| CALBEE INC | 0.04 % |
| CAP GEMINI | 0.04 % |
| CARREFOUR SA | 0.04 % |
| CDX CDX.NA.HY.21 500.0 12/20/2018 JP | 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 % |
| COMM 2007-C9 AJ 05.6500 12/10/2049 | 0.04 % |
| DAIMLER AG-REGISTERED SHARES | 0.04 % |
| DELUXE CORP | 0.04 % |
| DEUTSCHE BANK AG-REGISTERED | 0.04 % |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.04 % |
| DISH DBS CORP 07.8750 09/01/2019 | 0.04 % |
| DUKE ENERGY CORP 02.1500 11/15/2016 | 0.04 % |
| E.I. DU PONT DE NEMOURS 03.6250 01/15/2021 | 0.04 % |
| ENEL SPA | 0.04 % |
| ENERSYS | 0.04 % |
| EXPEDIA INC 05.9500 08/15/2020 | 0.04 % |
| EXPERIAN PLC | 0.04 % |
| FED REPUBLIC OF BRAZIL USD 04.8750 01/22/2021 | 0.04 % |
| FIRST DATA CORP P/P 144A 08.2500 01/15/2021 | 0.04 % |
| GDF SUEZ | 0.04 % |
| GECMC 2005-C1 B 04.8460 06/10/2048 | 0.04 % |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.04 % |
| GREATBATCH INC | 0.04 % |
| GRUPO TELEVISA SOCIEDAD USD 06.6250 03/18/2025 | 0.04 % |
| HALCON RESOURCES COR 08.8750 05/15/2021 | 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 % |
| ING GROEP NV-CVA | 0.04 % |
| INSURANCE AUSTRALIA GROUP LTD | 0.04 % |
| INTELSAT LUXEMB P/P 144A 07.7500 06/01/2021 | 0.04 % |
| INVESTOR AB-B SHS | 0.04 % |
| ISHIKAWAJIMA-HARIMA HVY IND | 0.04 % |
| JAPAN AIRLINES CO LTD | 0.04 % |
| JPMCC 2012-C8 D P/P 144A 04.6680 10/15/2045 | 0.04 % |
| JPY/USD 02/19/2014 CSI-FX | 0.04 % |
| KAR AUCTION SERVICES INC | 0.04 % |
| KERRY GROUP FIN SVCS P/P 144A 03.2000 04/09/2023 | 0.04 % |
| KILROY REALTY CORP | 0.04 % |
| KINDER MORGAN ENER PART 06.8500 02/15/2020 | 0.04 % |
| KINETICS CONCEPT/KCI 10.5000 11/01/2018 | 0.04 % |
| KONICA MINOLTA HOLDINGS INC | 0.04 % |
| KRAFT FOODS GRP INC 06.5000 02/09/2040 | 0.04 % |
| LBUBS 2008-C1 AM 06.1510 04/15/2041 | 0.04 % |
| LEGAL & GENERAL GROUP PLC | 0.04 % |
| LINN ENERGY LLC P/P 144A 07.0000 11/01/2019 | 0.04 % |
| LLOYDS BANK PLC P/P 144A 06.5000 09/14/2020 | 0.04 % |
| MACYS RETAIL HLDGS INC 04.3000 02/15/2043 | 0.04 % |
| MARRIOTT INTERNATIONAL INC. 03.0000 03/01/2019 | 0.04 % |
| MEADWESTVACO CORPORATION 07.9500 02/15/2031 | 0.04 % |
| MEIJI HOLDINGS CO LTD | 0.04 % |
| MICROSOFT CORP 04.2000 06/01/2019 | 0.04 % |
| MID-AMERICA APT LP 04.3000 10/15/2023 | 0.04 % |
| MSC 2007-HQ12 A2 05.5969 04/12/2049 | 0.04 % |
| NATIONAL AUSTRALIA BANK LTD | 0.04 % |
| NISSAN MOTOR CO LTD | 0.04 % |
| NOBLE HOLDING INTL LTD USD 06.0500 03/01/2041 | 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 % |
| PANASONIC CORP | 0.04 % |
| POTOMAC EDISON CO P/P 144A 05.8000 10/15/2016 | 0.04 % |
| SALIX PHARMACEUTICALS LTD | 0.04 % |
| SAMSON INV COMPAN P/P 144A 10.5000 02/15/2020 | 0.04 % |
| SANTANDER ISSUANCES P/P 144A 05.9110 06/20/2016 | 0.04 % |
| SHELL INTERNATIONAL FIN USD 03.1000 06/28/2015 | 0.04 % |
| SINCLAIR BROADCAST GROUP -A | 0.04 % |
| SKANDINAVISKA ENSKILDA BAN-A | 0.04 % |
| SOFTBANK CORP P/P 144A 04.5000 04/15/2020 | 0.04 % |
| SONIC AUTOMOTIVE INC-CLASS A | 0.04 % |
| SPRINT COMM P/P 144A 09.0000 11/15/2018 | 0.04 % |
| STATOIL ASA | 0.04 % |
| SWEDBANK AB - A SHARES | 0.04 % |
| SWIFT TRANSPORTATION CO | 0.04 % |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.04 % |
| TELEFONICA SA | 0.04 % |
| THE AES CORPORATION 08.0000 10/15/2017 | 0.04 % |
| TOKYO ELECTRON LTD | 0.04 % |
| TRIMAS CORP | 0.04 % |
| TRUEBLUE INC | 0.04 % |
| TUI TRAVEL PLC | 0.04 % |
| TYSON FOODS INC. 06.6000 04/01/2016 | 0.04 % |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.04 % |
| UPM-KYMMENE OYJ | 0.04 % |
| VCA ANTECH INC | 0.04 % |
| VTB CAPITAL SA REGS 06.2500 07/02/2035 | 0.04 % |
| WAMU 2005-AR13 A1C3 00.6546 10/25/2045 | 0.04 % |
| WAMU 2006-AR3 A1B 01.1433 02/25/2046 | 0.04 % |
| WEATHERFORD INTL INC 09.8750 03/01/2039 | 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 % |
| WHEELOCK & CO LTD | 0.04 % |
| ZIGGO NV | 0.04 % |
| 21ST CENTURY FOX AMERICA 07.7500 01/20/2024 | 0.03 % |
| 3I GROUP PLC | 0.03 % |
| ABBVIE INC 02.9000 11/06/2022 | 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 % |
| AGUILA 3 SA P/P 144A 07.8750 01/31/2018 | 0.03 % |
| ALPHA NATURAL RESOURCES INC | 0.03 % |
| ALTRA INDUSTRIAL MOTION CORP | 0.03 % |
| AMCOR LIMITED | 0.03 % |
| AMERICAN AXLE & MFG INC 07.7500 11/15/2019 | 0.03 % |
| AMERICAN EQUITY INVT LIFE HL | 0.03 % |
| ANHEUSER-BUSCH INBEV 05.3750 01/15/2020 | 0.03 % |
| ANIXTER INTERNATIONAL INC | 0.03 % |
| ASSOCIATES CORP NA 06.9500 11/01/2018 | 0.03 % |
| ATKORE INTL INC 09.8750 01/01/2018 | 0.03 % |
| ATRESMEDIA CORP DE MEDIOS DE | 0.03 % |
| AVAYA INC P/P 144A 07.0000 04/01/2019 | 0.03 % |
| AXA SA P/P 144A 06.3790 12/14/2036 | 0.03 % |
| BACM 2005-3 A3A 04.6210 07/10/2043 | 0.03 % |
| BACM 2005-4 B 05.1180 07/10/2045 | 0.03 % |
| BANCO DEL ESTADO P/P 144A 02.0000 11/09/2017 | 0.03 % |
| BANCO LATINOAMERICANO COME-E | 0.03 % |
| BANK OF YOKOHAMA LTD/THE | 0.03 % |
| BARCLAYS BANK PLC P/P 144A 10.1790 06/12/2021 | 0.03 % |
| BCAP 2009-RR7 2A7 IO 01.5081 03/26/2047 | 0.03 % |
| BERRY PLASTICS CORP 09.7500 01/15/2021 | 0.03 % |
| BLUCORA INC | 0.03 % |
| BNP PARIBAS P/P 144A 05.1860 06/29/2049 | 0.03 % |
| BOARDWALK PIPELINES LLC 05.8750 11/15/2016 | 0.03 % |
| BOFI HOLDING INC | 0.03 % |
| BOSKALIS WESTMINSTER | 0.03 % |
| BPCE SA P/P 144A 05.7000 10/22/2023 | 0.03 % |
| BUREAU VERITAS SA | 0.03 % |
| CAESARS ENTERTAINMENT OP 11.2500 06/01/2017 | 0.03 % |
| CALPINE CORP P/P 144A 07.8750 07/31/2020 | 0.03 % |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.03 % |
| CAPSUGEL FINANCE P/P 144A 09.8750 08/01/2019 | 0.03 % |
| CARRIZO OIL & GAS 08.6250 10/15/2018 | 0.03 % |
| CD 2007-CD4 XC IO P/P 144A 00.1677 12/11/2049 | 0.03 % |
| CHEMED CORP | 0.03 % |
| CHIMERA INVESTMENT CORP | 0.03 % |
| CHOICE HOTELS INTL INC 05.7000 08/28/2020 | 0.03 % |
| CLEAR CHNL WORLD 07.6250 03/15/2020 | 0.03 % |
| COMFORTDELGRO CORP LTD | 0.03 % |
| COMM 2006-C8 XS IO P/P 144A 00.1553 12/10/2046 | 0.03 % |
| CON-WAY INC | 0.03 % |
| CONMED CORP | 0.03 % |
| CONSOL ENERGY INC 08.2500 04/01/2020 | 0.03 % |
| CONSTELLATION BRANDS INC. 07.2500 09/01/2016 | 0.03 % |
| CONTINENTAL RESOURCES 05.0000 09/15/2022 | 0.03 % |
| CREDIT SAISON CO LTD | 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 2007-4CB 1A5 05.7500 04/25/2037 | 0.03 % |
| DBS GROUP HOLDINGS LTD | 0.03 % |
| DDR CORP. 07.8750 09/01/2020 | 0.03 % |
| DEERE & COMPANY 02.6000 06/08/2022 | 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 % |
| DEXUS PROPERTY GROUP | 0.03 % |
| DIAGEO PLC | 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 % |
| E*TRADE FINANCIAL CORP 06.3750 11/15/2019 | 0.03 % |
| ELECTRICITE DE FRANC P/P 144A 06.5000 01/26/2019 | 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 10.0000 12/01/2020 | 0.03 % |
| ENTERPRISE PRODUCTS OPER 04.8500 08/15/2042 | 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 % |
| EXCO RESOURCES INC 07.5000 09/15/2018 | 0.03 % |
| FELCOR LODGING LP 06.7500 06/01/2019 | 0.03 % |
| FERRO CORP 07.8750 08/15/2018 | 0.03 % |
| FHR 2990 LB 16.5199 06/15/2034 | 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 % |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.03 % |
| FMG RES AUG 2006 P/P 144A 06.8750 02/01/2018 | 0.03 % |
| FNS 418 C15 IO 03.5000 08/25/2043 | 0.03 % |
| GAZPROM (GAZ CAP SA) P/P 144A 08.1460 04/11/2018 | 0.03 % |
| GECMC 2005-C3 XC IO P/P 144A 00.1597 07/10/2045 | 0.03 % |
| GEN MOTORS FIN CO P/P 144A 02.7500 05/15/2016 | 0.03 % |
| GNR 2010-107 NI IO 04.5000 03/20/2039 | 0.03 % |
| GNR 2010-42 ES IO 05.5132 04/20/2040 | 0.03 % |
| GNR 2010-9 XD IO 06.4334 01/16/2040 | 0.03 % |
| GOODRICH PETROLEUM 08.8750 03/15/2019 | 0.03 % |
| GPT GROUP | 0.03 % |
| GREENBRIER COMPANIES INC | 0.03 % |
| HBOS PLC P/P 144A 06.0000 11/01/2033 | 0.03 % |
| HCP INC 03.1500 08/01/2022 | 0.03 % |
| HEALTH CARE REIT INC 03.7500 03/15/2023 | 0.03 % |
| HEALTH NET INC. 06.3750 06/01/2017 | 0.03 % |
| HIBERNIA REIT PLC | 0.03 % |
| HIGHWOODS REALTY LP 05.8500 03/15/2017 | 0.03 % |
| HITACHI LTD | 0.03 % |
| HOLCIM LTD-REG | 0.03 % |
| HSBC USA CAPITAL P/P 144A 07.8080 12/15/2026 | 0.03 % |
| HUGHES SATELLITE SYSTEMS 07.6250 06/15/2021 | 0.03 % |
| INTELSAT LUXEMB P/P 144A 08.1250 06/01/2023 | 0.03 % |
| INTL LEASE FINANCE CORP 04.8750 04/01/2015 | 0.03 % |
| JM HUBER CORP P/P 144A 09.8750 11/01/2019 | 0.03 % |
| JOYO BANK LTD/THE | 0.03 % |
| JP MORGAN CHASE BANK NA 06.0000 10/01/2017 | 0.03 % |
| JPMCC 2013-C10 D 04.1605 12/15/2047 | 0.03 % |
| KERRY GROUP PLC-A | 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 % |
| LANDRY'S INC P/P 144A 09.3750 05/01/2020 | 0.03 % |
| LAREDO PETROLEUM INC 09.5000 02/15/2019 | 0.03 % |
| LBUBS 2006-C7 A2 05.3000 11/15/2038 | 0.03 % |
| LSB INDUSTRIES INC | 0.03 % |
| LUBRIZOL CORP 08.8750 02/01/2019 | 0.03 % |
| M/I HOMES INC 08.6250 11/15/2018 | 0.03 % |
| MACYS RETAIL HLDGS INC 06.9000 04/01/2029 | 0.03 % |
| MANHATTAN ASSOCIATES INC | 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 % |
| MGM CHINA HOLDINGS LTD | 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 % |
| NARRAGANSETT EL P/P 144A 04.1700 12/10/2042 | 0.03 % |
| NAVISTAR INTERNATIONAL CORP 08.2500 11/01/2021 | 0.03 % |
| NOMURA RESEARCH INSTITUTE LT | 0.03 % |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.03 % |
| ORACLE CORP 02.5000 10/15/2022 | 0.03 % |
| ORANGE | 0.03 % |
| ORION OYJ-CLASS B | 0.03 % |
| PBF ENERGY INC-CLASS A | 0.03 % |
| PEPSICO INC 07.9000 11/01/2018 | 0.03 % |
| PETROBAKKEN ENER P/P 144A 08.6250 02/01/2020 | 0.03 % |
| PETROHAWK ENERGY CORP 07.2500 08/15/2018 | 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 % |
| PROGRESSIVE CORP 06.7000 06/15/2037 | 0.03 % |
| PRUDENTIAL HLDGS LLC P/P 144A 07.2450 12/18/2023 | 0.03 % |
| QUALITY DISTRIBUTION INC | 0.03 % |
| RECKITT BENCKISER GROUP PLC | 0.03 % |
| REGUS PLC | 0.03 % |
| RENAULT SA | 0.03 % |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.03 % |
| REP OF INDONESIA P/P 144A 05.2500 01/17/2042 | 0.03 % |
| REPSOL SA | 0.03 % |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 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 % |
| SAP AG | 0.03 % |
| SBERBANK (SB CAP SA) P/P 144A 04.9500 02/07/2017 | 0.03 % |
| SINGAPORE TECH ENGINEERING | 0.03 % |
| SK HYNIX INC | 0.03 % |
| SMC CORP | 0.03 % |
| SPIRIT AIRLINES INC | 0.03 % |
| SPRINT CORP P/P 144A 07.8750 09/15/2023 | 0.03 % |
| STANDARD CHARTERED P/P 144A 03.9500 01/11/2023 | 0.03 % |
| STANDARD MOTOR PRODS | 0.03 % |
| STAPLES INC. 02.7500 01/12/2018 | 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 % |
| SWATCH GROUP AG/THE-BR | 0.03 % |
| SWIFT SVCS HLDGS INC 10.0000 11/15/2018 | 0.03 % |
| TAMINCO GLOBAL CHEM P/P 144A 09.7500 03/31/2020 | 0.03 % |
| TDC A/S | 0.03 % |
| TELENOR ASA | 0.03 % |
| THE HOME DEPOT INC. 05.4000 03/01/2016 | 0.03 % |
| THK CO LTD | 0.03 % |
| TOKYO GAS CO LTD | 0.03 % |
| TREX COMPANY INC | 0.03 % |
| TRW AUTOMOTIVE INC P/P 144A 07.0000 03/15/2014 | 0.03 % |
| UBSBB 2012-C4 XA IO P/P 144A 01.8802 12/10/2045 | 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 % |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.03 % |
| VIACOM INC 04.5000 03/01/2021 | 0.03 % |
| WAMU 2005-AR13 A1B3 00.5246 10/25/2045 | 0.03 % |
| WELLCARE HEALTH PLANS INC | 0.03 % |
| WFMBS 2007-12 A6 05.5000 09/25/2037 | 0.03 % |
| WFRBS 2012-C6 D P/P 144A 05.5626 04/15/2045 | 0.03 % |
| WHITING PETROLEUM CORP 05.7500 03/15/2021 | 0.03 % |
| WIDEOPENWEST FIN 10.2500 07/15/2019 | 0.03 % |
| WIND ACQ FIN SA P/P 144A 07.2500 02/15/2018 | 0.03 % |
| WIND ACQUISITION FIN P/P 144A 11.7500 07/15/2017 | 0.03 % |
| WINDSTREAM CORPORATION 07.8750 11/01/2017 | 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 % |
| ABBEY NATL TREASURY SERV USD 01.8181 04/25/2014 | 0.02 % |
| ACADIA HEALTH P/P 144A 06.1250 03/15/2021 | 0.02 % |
| ACADIA PHARMACEUTICALS INC | 0.02 % |
| ACCESS MIDSTREAM PARTNER 04.8750 05/15/2023 | 0.02 % |
| ACE LTD | 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 % |
| AJINOMOTO CO INC | 0.02 % |
| ALERE INC | 0.02 % |
| ALLIANT TECHSYSTEMS INC | 0.02 % |
| ALLY FINANCIAL INC 06.2500 12/01/2017 | 0.02 % |
| ALTRIA GROUP INC 04.0000 01/31/2024 | 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 % |
| ASPEN TECHNOLOGY INC | 0.02 % |
| ATHLON HLDS LP / FIN P/P 144A 07.3750 04/15/2021 | 0.02 % |
| AURORA USA OIL & GAS P/P 144A 09.8750 02/15/2017 | 0.02 % |
| AVIV HEALTHCARE P/P 144A 06.0000 10/15/2021 | 0.02 % |
| AVIV HLTH PROP/AVIV 07.7500 02/15/2019 | 0.02 % |
| AZZ INC | 0.02 % |
| BANCO ESPIRITO SANTO-REG | 0.02 % |
| BANK OF AMERICA NA 05.3000 03/15/2017 | 0.02 % |
| BARRETT BUSINESS SVCS INC | 0.02 % |
| BCAP 2009-RR7 1A7 IO 01.6851 12/26/2046 | 0.02 % |
| BEAR STEARNS COS LLC 07.2500 02/01/2018 | 0.02 % |
| BEIJING ENTERPRISES WATER GR | 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 % |
| BRIGGS & STRATTON CORP 06.8750 12/15/2020 | 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 % |
| BURLINGTN NORTH SANTA FE 05.4000 06/01/2041 | 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 % |
| CAPELLA HEALTHCARE 09.2500 07/01/2017 | 0.02 % |
| CARGILL INC P/P 144A 04.1000 11/01/2042 | 0.02 % |
| CBS CORP 07.8750 07/30/2030 | 0.02 % |
| CCO HLDGS LLC/CAP CORP 07.0000 01/15/2019 | 0.02 % |
| CELANESE US HOLDINGS LLC 05.8750 06/15/2021 | 0.02 % |
| CEMEX FINANCE LLC P/P 144A 09.3750 10/12/2022 | 0.02 % |
| CEMEX SAB DE CV P/P 144A 06.5000 12/10/2019 | 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 % |
| CHESAP OIL OP/FN 06.6250 11/15/2019 | 0.02 % |
| CHINOS INT HLDS P/P 144A 07.7500 05/01/2019 | 0.02 % |
| CIT GROUP INC P/P 144A 05.5000 02/15/2019 | 0.02 % |
| CIT GROUP INC P/P 144A 06.6250 04/01/2018 | 0.02 % |
| CLAIRE'S STORES INC P/P 144A 09.0000 03/15/2019 | 0.02 % |
| CLEAR CHANNEL COMM 09.0000 03/01/2021 | 0.02 % |
| CLEAR CHANNEL COMMUN 09.0000 12/15/2019 | 0.02 % |
| CNO FINANCIAL GROUP INC | 0.02 % |
| COMMUNITY CHOICE 10.7500 05/01/2019 | 0.02 % |
| CONCHO RESOURCES INC 06.5000 01/15/2022 | 0.02 % |
| CONS EDISON CO OF NY 04.2000 03/15/2042 | 0.02 % |
| CONSOL ENERGY INC 08.0000 04/01/2017 | 0.02 % |
| CONVATEC HEALTHCARE P/P 144A 10.5000 12/15/2018 | 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 % |
| CROATIA P/P 144A 06.2500 04/27/2017 | 0.02 % |
| CROWN AMER/CAP CORP 04.5000 01/15/2023 | 0.02 % |
| CRTX ENRG/CRTX ENRG 08.8750 02/15/2018 | 0.02 % |
| CSFB 1998-C1 F P/P 144A 06.0000 05/17/2040 | 0.02 % |
| CSMC 2007-C4 A2 05.7598 09/15/2039 | 0.02 % |
| CST BRANDS INC 05.0000 05/01/2023 | 0.02 % |
| DAVE & BUSTER'S INC 11.0000 06/01/2018 | 0.02 % |
| DEAN FOODS COMPANY 07.0000 06/01/2016 | 0.02 % |
| DEMATIC SA / DH P/P 144A 07.7500 12/15/2020 | 0.02 % |
| DESTINATION MATERNITY CORP | 0.02 % |
| DIAGEO INVESTMENT CORP 08.0000 09/15/2022 | 0.02 % |
| DIGICEL LIMITED P/P 144A 08.2500 09/01/2017 | 0.02 % |
| DINEEQUITY INC 09.5000 10/30/2018 | 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 P/P 144A 12.2500 03/01/2022 | 0.02 % |
| ENERGY FUTURE/EFIH FINAN 10.0000 12/01/2020 | 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 % |
| FHR 3408 EK 25.1227 04/15/2037 | 0.02 % |
| FHR 3964 SA IO 05.8334 11/15/2041 | 0.02 % |
| FHS 308 S1 IO 05.7834 07/15/2043 | 0.02 % |
| FNR 2007-53 SP 23.5965 06/25/2037 | 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 % |
| FRANKLIN ELECTRIC CO INC | 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 % |
| GCCFC 2005-GG3 B 04.8940 08/10/2042 | 0.02 % |
| GECMC 2007-C1 XC IO P/P 144A 00.1129 12/10/2049 | 0.02 % |
| GEN MOTORS FIN P/P 144A 03.2500 05/15/2018 | 0.02 % |
| GENERAC HOLDINGS INC | 0.02 % |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.02 % |
| GENERAL DYNAMICS CORP 03.6000 11/15/2042 | 0.02 % |
| GENMARK DIAGNOSTICS INC | 0.02 % |
| GENON ENERGY INC 09.8750 10/15/2020 | 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 % |
| GNR 2010-20 SE IO 06.0832 02/20/2040 | 0.02 % |
| GNR 2010-85 MI IO 04.5000 01/20/2036 | 0.02 % |
| GNR 2010-85 SE IO 06.3832 07/20/2040 | 0.02 % |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.02 % |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.02 % |
| GNR 2013-129 CS IO 05.9832 10/20/2042 | 0.02 % |
| GRAFTECH INTL 06.3750 11/15/2020 | 0.02 % |
| GRAPHIC PACKAGING INTL 04.7500 04/15/2021 | 0.02 % |
| GRAY TELEVISION INC 07.5000 10/01/2020 | 0.02 % |
| GREAT CANADIAN GAMIN P/P 144A 06.6250 07/25/2022 | 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 % |
| HANMI FINANCIAL CORPORATION | 0.02 % |
| HARBINGER GROUP INC | 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 % |
| 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 % |
| HILL-ROM HOLDINGS INC | 0.02 % |
| HISAMITSU PHARMACEUTICAL CO | 0.02 % |
| HONEYWELL INTERNATIONAL 04.2500 03/01/2021 | 0.02 % |
| HONEYWELL INTERNATIONAL 05.3750 03/01/2041 | 0.02 % |
| HORSEHEAD HOLDING CORP | 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 % |
| ICAHN ENTERPRISES 08.0000 01/15/2018 | 0.02 % |
| IGLOO HOLDINGS CORP P/P 144A 08.2500 12/15/2017 | 0.02 % |
| II-VI INC | 0.02 % |
| ILLINOIS-TXBL 04.0710 01/01/2014 | 0.02 % |
| IMPAX LABORATORIES INC | 0.02 % |
| INEOS GROUP HLDG SA P/P 144A 06.1250 08/15/2018 | 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 05.8750 09/30/2016 | 0.02 % |
| ITC HOLDINGS CORP P/P 144A 06.0500 01/31/2018 | 0.02 % |
| JELD-WEN INC P/P 144A 12.2500 10/15/2017 | 0.02 % |
| JIN CO LTD | 0.02 % |
| JPMCC 2004-CB9 B 05.6467 06/12/2041 | 0.02 % |
| JPMCC 2005-LDP2 B 04.8820 07/15/2042 | 0.02 % |
| JPMCC 2007-CB20 AJ 06.0714 02/12/2051 | 0.02 % |
| JPMCC 2007-CB20 C P/P 144A 06.1714 02/12/2051 | 0.02 % |
| JPMCC 2007-LDPX X IO 00.3004 01/15/2049 | 0.02 % |
| JPMCC 2012-LC9 D P/P 144A 04.4268 12/15/2047 | 0.02 % |
| JPMORGAN CHASE & CO. 05.7000 11/15/2014 | 0.02 % |
| JPY/USD 02/19/2014 GSFX | 0.02 % |
| JPY/USD 02/19/2014 WPAC | 0.02 % |
| KADANT INC | 0.02 % |
| KAO CORP | 0.02 % |
| KEY ENERGY SERVICES INC | 0.02 % |
| KEY ENERGY SERVICES INC 06.7500 03/01/2021 | 0.02 % |
| KFORCE INC | 0.02 % |
| KONINKLIJKE KPN N.V. USD 08.3750 10/01/2030 | 0.02 % |
| KOREA GAS CORP P/P 144A 06.2500 01/20/2042 | 0.02 % |
| L BRANDS INC 06.6250 04/01/2021 | 0.02 % |
| LAM RESEARCH CORP | 0.02 % |
| LBCMT 1998-C4 H P/P 144A 05.6000 10/15/2035 | 0.02 % |
| LBUBS 2004-C6 E 05.1770 08/15/2036 | 0.02 % |
| LBUBS 2006-C7 XCL IO P/P 144A 00.6512 11/15/2038 | 0.02 % |
| LENDER PROCESS SERVICES 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 % |
| LEXINGTON REALTY TRUST | 0.02 % |
| LIBBEY GLASS INC 06.8750 05/15/2020 | 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 % |
| LUXOTTICA GROUP SPA | 0.02 % |
| LYONDELLBASELL 05.7500 04/15/2024 | 0.02 % |
| MACYS RETAIL HLDGS INC 05.1250 01/15/2042 | 0.02 % |
| MAGNACHIP SEMICONDUCT | 0.02 % |
| MAGNIT | 0.02 % |
| MANA 2007-OAR2 A1 00.3446 04/25/2037 | 0.02 % |
| MASONITE INTL C P/P 144A 08.2500 04/15/2021 | 0.02 % |
| MASTEC INC 04.8750 03/15/2023 | 0.02 % |
| MEDASSETS INC | 0.02 % |
| MEDICINES COMPANY | 0.02 % |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 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 % |
| MGM RESORTS INTERNATIONAL 07.6250 01/15/2017 | 0.02 % |
| MLCFC 2006-4 AJ 05.2390 12/12/2049 | 0.02 % |
| MOLSON COORS BREWING CO 05.0000 05/01/2042 | 0.02 % |
| MOTA ENGIL SGPS SA | 0.02 % |
| MOTOR CITY TLB L+375 05.0000 03/01/2017 | 0.02 % |
| MPT OPER PARTNERSP/FINL 06.3750 02/15/2022 | 0.02 % |
| MSC 2006-HQ10 AJ 05.3890 11/12/2041 | 0.02 % |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.02 % |
| MSC 2007-HQ12 A2FX 05.5969 04/12/2049 | 0.02 % |
| MULTIPLAN INC P/P 144A 09.8750 09/01/2018 | 0.02 % |
| MWI VETERINARY SUPPLY INC | 0.02 % |
| NATIONWIDE MUTUAL P/P 144A 08.2500 12/01/2031 | 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 % |
| NEVADA POWER CO 07.1250 03/15/2019 | 0.02 % |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.02 % |
| NN INC | 0.02 % |
| NORTEK INC 08.5000 04/15/2021 | 0.02 % |
| NORTEK INC 10.0000 12/01/2018 | 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 % |
| OCWEN FINANCIAL CORP | 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 CORPORATION 07.3750 11/01/2016 | 0.02 % |
| PENN NATIONAL GAMING INC | 0.02 % |
| PERFICIENT INC | 0.02 % |
| PERSIMMON PLC | 0.02 % |
| PERSTORP HOLDING AB P/P 144A 08.7500 05/15/2017 | 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 05.6250 06/15/2043 | 0.02 % |
| PRUDENTIAL FINANCIAL INC 08.8750 06/15/2038 | 0.02 % |
| PS BUSINESS PARKS INC/CA | 0.02 % |
| PULTE GROUP INC 07.6250 10/15/2017 | 0.02 % |
| QUESTCOR PHARMACEUTICALS | 0.02 % |
| REVLON CONSUMER PRODS 05.7500 02/15/2021 | 0.02 % |
| REYNOLDS GROUP 09.8750 08/15/2019 | 0.02 % |
| REYNOLDS GROUP HLDG 08.2500 02/15/2021 | 0.02 % |
| RF MICRO DEVICES INC | 0.02 % |
| RIO TINTO FIN USA LTD USD 09.0000 05/01/2019 | 0.02 % |
| RITE AID CORP 09.2500 03/15/2020 | 0.02 % |
| ROC FIN LLC/ROC FIN P/P 144A 12.1250 09/01/2018 | 0.02 % |
| ROCK-TENN CO 04.4500 03/01/2019 | 0.02 % |
| ROCK-TENN CO 04.9000 03/01/2022 | 0.02 % |
| ROSETTA RESOURCES 09.5000 04/15/2018 | 0.02 % |
| ROYAL BK SCOTLND GRP PLC USD 06.0000 12/19/2023 | 0.02 % |
| S&P 500 FUTURE MAR14 SPH4 | 0.02 % |
| SABMILLER HLDG INC P/P 144A 04.9500 01/15/2042 | 0.02 % |
| SABRE INC P/P 144A 08.5000 05/15/2019 | 0.02 % |
| SAMSUNG ELECTRONICS-PREF | 0.02 % |
| SBERBANK (SB CAP SA) P/P 144A 06.1250 02/07/2022 | 0.02 % |
| SBERBANK-SPONSORED ADR | 0.02 % |
| SCHAEFFLER FIN BV P/P 144A 08.5000 02/15/2019 | 0.02 % |
| SCHNEIDER ELECTRIC SA | 0.02 % |
| SCOR SE | 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 % |
| SOCIETE GENERALE P/P 144A 07.8750 12/18/2023 | 0.02 % |
| SOLARWINDS INC | 0.02 % |
| SPECTRA ENERGY CAPITAL LLC 08.0000 10/01/2019 | 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 % |
| SUEDZUCKER AG | 0.02 % |
| SUNCOR ENERGY INC | 0.02 % |
| SUNGARD DATA SYSTEMS INC. 07.6250 11/15/2020 | 0.02 % |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.02 % |
| SYMETRA FINANCIAL CORP | 0.02 % |
| SYNAPTICS INC | 0.02 % |
| SYNIVERSE HOLDINGS INC 09.1250 01/15/2019 | 0.02 % |
| TAKEDA PHARMACEUTICAL CO LTD | 0.02 % |
| TAYLOR MORRISON COMM P/P 144A 07.7500 04/15/2020 | 0.02 % |
| TECH DATA CORP | 0.02 % |
| TELEFONICA EMISIONES SAU USD 03.1920 04/27/2018 | 0.02 % |
| TENCENT HOLDINGS LTD | 0.02 % |
| TENET HEALTHCARE 06.2500 11/01/2018 | 0.02 % |
| TENNECO INC 06.8750 12/15/2020 | 0.02 % |
| TEREX CORP 06.0000 05/15/2021 | 0.02 % |
| TEVA PHARMA FIN II/III USD 03.0000 06/15/2015 | 0.02 % |
| THERMADYNE HLDG CORP 09.0000 12/15/2017 | 0.02 % |
| THIRD POINT REINSURANCE LTD | 0.02 % |
| TRANSDIGM INC 07.7500 12/15/2018 | 0.02 % |
| TRAVELERS PPTY CASUALTY 07.7500 04/15/2026 | 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 % |
| UNISYS CORP | 0.02 % |
| UNIT CORP 06.6250 05/15/2021 | 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 % |
| VERIZON PENNSYLVANIA LLC 08.3500 12/15/2030 | 0.02 % |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.02 % |
| VOXX INTERNATIONAL CORP | 0.02 % |
| WACHOVIA BANK NA 06.0000 11/15/2017 | 0.02 % |
| WAGEWORKS INC | 0.02 % |
| WEEKLEY HOMES LLC P/P 144A 06.0000 02/01/2023 | 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 % |
| WPP FINANCE (UK) USD 08.0000 09/15/2014 | 0.02 % |
| YANDEX NV-A | 0.02 % |
| 3M CO | 0.01 % |
| 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 INC 04.6250 10/01/2042 | 0.01 % |
| ACTAVIS PLC | 0.01 % |
| ADMIRAL GROUP PLC | 0.01 % |
| AEROFLOT-RUSSIAN AIRLINES | 0.01 % |
| AES CORPORATION 04.8750 05/15/2023 | 0.01 % |
| AFC ENTERPRISES | 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 % |
| AIR LIQUIDE SA | 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 08.0000 03/15/2020 | 0.01 % |
| ALLY FINANCIAL INC 08.0000 12/31/2018 | 0.01 % |
| ALLY FINANCIAL INC. 07.5000 09/15/2020 | 0.01 % |
| ALLY FINANCIAL INC. 08.3000 02/12/2015 | 0.01 % |
| ALPHA NATURAL RESOURCES 06.2500 06/01/2021 | 0.01 % |
| ALPINE ELECTRONICS INC | 0.01 % |
| ALSEA SAB DE CV | 0.01 % |
| ALTRIA GROUP INC. 09.7000 11/10/2018 | 0.01 % |
| AMAZON.COM INC | 0.01 % |
| AMEDISYS INC | 0.01 % |
| AMERICA MOVIL SAB DE CV USD 02.3750 09/08/2016 | 0.01 % |
| AMERICA MOVIL SAB DE USD 06.1250 03/30/2040 | 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 % |
| ARDAGH PKG FIN P/P 144A 07.0000 11/15/2020 | 0.01 % |
| ARIAD PHARMACEUTICALS INC | 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 % |
| ASUSTEK COMPUTER INC | 0.01 % |
| ATHENAHEALTH INC | 0.01 % |
| ATWOOD OCEANICS INC 06.5000 02/01/2020 | 0.01 % |
| AUD/USD 01/16/2014 UBS | 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 05.2500 04/01/2022 | 0.01 % |
| B/E AEROSPACE INC. 06.8750 10/01/2020 | 0.01 % |
| BACM 2007-5 XW IO P/P 144A 00.3642 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 % |
| BANK OF NOVA SCOTIA | 0.01 % |
| BARCLAYS BANK PLC P/P 144A 06.0500 12/04/2017 | 0.01 % |
| BARRY CALLEBAUT AG-REG | 0.01 % |
| BCAP 2012-RR10 9A2 02.6650 10/26/2035 | 0.01 % |
| BCAP 2012-RR11 5A3 11.0124 04/26/2037 | 0.01 % |
| BEACON ROOFING SUPPLY INC | 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 % |
| BNP PARIBAS P/P 144A 07.1950 06/29/2049 | 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 00.1636 12/11/2038 | 0.01 % |
| BSCMS 2007-PW17 AJ 05.8872 06/11/2050 | 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 % |
| BURGER KING CORP 09.8750 10/15/2018 | 0.01 % |
| BURLINGTN NORTH SANTA FE 05.7500 05/01/2040 | 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 % |
| CALFRAC HOLDINGS LP P/P 144A 07.5000 12/01/2020 | 0.01 % |
| CAPSUGEL SA P/P 144A 07.0000 05/15/2019 | 0.01 % |
| CARDINAL FINANCIAL CORP | 0.01 % |
| CARMIKE CINEMAS INC | 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 % |
| CCM MERGER INC P/P 144A 09.1250 05/01/2019 | 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 % |
| CCO HOLDINGS 06.5000 04/30/2021 | 0.01 % |
| CD 2007-CD4 XW IO P/P 144A 00.3775 12/11/2049 | 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 CI | 0.01 % |
| CDX CDX.NA.IG.21 100.0 12/20/2018 GS | 0.01 % |
| CDX CDX.NA.IG.21 100.0 12/20/2018 JP | 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 % |
| 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 % |
| CHASE CORP | 0.01 % |
| CHESAPEAKE ENERGY CORP 06.2500 01/15/2017 | 0.01 % |
| CHESAPEAKE MIDSTREAM 05.8750 04/15/2021 | 0.01 % |
| CHESAPEAKE MIDSTREAM 06.1250 07/15/2022 | 0.01 % |
| CHINA PACIFIC INSURANCE GR-H | 0.01 % |
| CHINA RESOURCES GAS GROUP LT | 0.01 % |
| CHINA SOUTHERN AIRLINES CO-H | 0.01 % |
| CHRYSLER GP/CG CO 08.2500 06/15/2021 | 0.01 % |
| CHS/COMMUNITY HEALTH 08.0000 11/15/2019 | 0.01 % |
| CHS/COMMUNITY HEALTH SYS 05.1250 08/15/2018 | 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 % |
| CIRRUS LOGIC INC | 0.01 % |
| CIT GROUP INC 05.0000 08/01/2023 | 0.01 % |
| CIT GROUP INC 05.0000 08/15/2022 | 0.01 % |
| CIT GROUP INC 05.3750 05/15/2020 | 0.01 % |
| CIT GROUP INC. 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 % |
| COMCAST CORP 06.5000 11/15/2035 | 0.01 % |
| COMM 2007-C9 AJFL P/P 144A 00.8595 12/10/2049 | 0.01 % |
| COMMERZBANK AG | 0.01 % |
| COMMONWEALTH EDISON 05.9000 03/15/2036 | 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 % |
| CONVATEC HEALTHCARE P/P 144A 07.3750 12/15/2017 | 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 % |
| CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 | 0.01 % |
| CREDICORP LTD | 0.01 % |
| CROATIA P/P 144A 06.0000 01/26/2024 | 0.01 % |
| CROWN CASTLE INT 05.2500 01/15/2023 | 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 00.0709 01/15/2049 | 0.01 % |
| CTRIP.COM INTERNATIONAL-ADR | 0.01 % |
| CUMULUS MEDIA HLDG 07.7500 05/01/2019 | 0.01 % |
| CYBERONICS INC | 0.01 % |
| CYRUSONE LP/CYRU 06.3750 11/15/2022 | 0.01 % |
| CYS INVESTMENTS INC | 0.01 % |
| CYTEC INDUSTRIES INC. 03.5000 04/01/2023 | 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 % |
| DISH DBS CORPORATION 06.7500 06/01/2021 | 0.01 % |
| DOUGLAS DYNAMICS INC | 0.01 % |
| EAGLE BANCORP INC | 0.01 % |
| EASTMAN CHEMICAL CO 03.6000 08/15/2022 | 0.01 % |
| EDUCATION REALTY TRUST INC | 0.01 % |
| ELDORADO GOLD CORP P/P 144A 06.1250 12/15/2020 | 0.01 % |
| ELECTRICITE DE FRANC P/P 144A 06.9500 01/26/2039 | 0.01 % |
| EMERGENCY MEDICA 08.1250 06/01/2019 | 0.01 % |
| EMERGENCY MEDICAL TLB L+300 04.0000 05/25/2018 | 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 % |
| ENERGY TRANSFER PARTNERS 06.5000 02/01/2042 | 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 % |
| ESAL GMBH P/P 144A 06.2500 02/05/2023 | 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 10.0000 10/01/2014 | 0.01 % |
| FHR 3072 SB 23.0391 11/15/2035 | 0.01 % |
| FHR 3072 SM 04.2533 11/15/2035 | 0.01 % |
| FHR 3249 PS 21.7252 12/15/2036 | 0.01 % |
| FHR 3708 SQ IO 06.3834 05/15/2040 | 0.01 % |
| FHR 4105 LS IO 05.9834 08/15/2041 | 0.01 % |
| FHS 310 S4 IO 05.7834 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 % |
| FINANCING INFRAS P/P 144A 08.3750 11/03/2017 | 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 INDUSTRIAL REALTY TR | 0.01 % |
| FIRSTENERGY CORP 02.7500 03/15/2018 | 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 % |
| FMG RES AUG 2006 P/P 144A 08.2500 11/01/2019 | 0.01 % |
| FNR 2005-106 JC 19.6136 12/25/2035 | 0.01 % |
| FNR 2005-75 GS 19.7562 08/25/2035 | 0.01 % |
| FNR 2006-62 PS 38.9124 07/25/2036 | 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 % |
| FRAC TECH INTL TLB L+700 08.5000 04/19/2016 | 0.01 % |
| FREESCALE SEMICO 10.7500 08/01/2020 | 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 % |
| GENERAL ELEC CAP CORP 03.1000 01/09/2023 | 0.01 % |
| GENESCO INC | 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 % |
| GNR 2010-103 DI IO 04.5000 12/20/2038 | 0.01 % |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 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 % |
| 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 % |
| HALLIBURTON CO | 0.01 % |
| HANESBRANDS INC. 06.3750 12/15/2020 | 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 % |
| HERMES MICROVISION 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 FIN/ESCRO 08.8750 02/01/2018 | 0.01 % |
| HEXION US FIN CORP 06.6250 04/15/2020 | 0.01 % |
| HEXION US FIN/NOVA 09.0000 11/15/2020 | 0.01 % |
| HILAND PART LP/CORP P/P 144A 07.2500 10/01/2020 | 0.01 % |
| HONEYWELL INTERNATIONAL INC | 0.01 % |
| HONGKONG LAND HOLDINGS LTD | 0.01 % |
| HOST HOTELS & RESORTS 05.2500 03/15/2022 | 0.01 % |
| HOST HOTELS & RESORTS LP 06.0000 10/01/2021 | 0.01 % |
| HSN INC | 0.01 % |
| HUNTSMAN INTL L P/P 144A 05.1250 04/15/2021 | 0.01 % |
| HYATT HOTELS CORP 03.3750 07/15/2023 | 0.01 % |
| HYSTER-YALE MATERIALS | 0.01 % |
| IAMGOLD CORP P/P 144A 06.7500 10/01/2020 | 0.01 % |
| IASIS HEALTHCARE 08.3750 05/15/2019 | 0.01 % |
| ICAHN ENTER/FIN P/P 144A 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 % |
| INEOS FINANCE PLC P/P 144A 07.5000 05/01/2020 | 0.01 % |
| INEOS GROUP HOLDINGS LTD REGS 07.8750 02/15/2016 | 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 BUSINESS MACHINES CORP | 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 HLD/MERGE P/P 144A 09.5000 12/01/2019 | 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 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 2006-LDP8 X IO 00.5447 05/15/2045 | 0.01 % |
| JPY/USD 02/19/2014 BCAP-FX | 0.01 % |
| JPY/USD 02/19/2014 HSBCB | 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 % |
| KAPSTONE PAPER AND PACKAGING | 0.01 % |
| KDDI CORP | 0.01 % |
| KERR-MCGEE CORP 07.8750 09/15/2031 | 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 % |
| KRATOS DEFENSE & SEC 10.0000 06/01/2017 | 0.01 % |
| KROGER CO/THE 06.4000 08/15/2017 | 0.01 % |
| L BRANDS INC 05.6250 02/15/2022 | 0.01 % |
| LA-Z-BOY INC | 0.01 % |
| LAMAR MEDIA CORP 05.8750 02/01/2022 | 0.01 % |
| LANDEC CORP | 0.01 % |
| LANDRY'S HLDG II INC P/P 144A 10.2500 01/01/2018 | 0.01 % |
| LBCMT 1999-C1 G P/P 144A 06.4100 06/15/2031 | 0.01 % |
| LBUBS 2005-C7 XCL IO P/P 144A 00.2078 11/15/2040 | 0.01 % |
| LBUBS 2006-C7 XW IO P/P 144A 00.6512 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 09.3750 04/01/2019 | 0.01 % |
| LEXMARK INTERNATIONAL INC-A | 0.01 % |
| LIBERTY GLOBAL PLC-SERIES C | 0.01 % |
| LIFELOCK INC | 0.01 % |
| LINDE AG | 0.01 % |
| LUKOIL INTL FIN BV P/P 144A 04.5630 04/24/2023 | 0.01 % |
| LUMBER LIQUIDATORS HOLDINGS | 0.01 % |
| M/I HOMES INC PCT 09.7500 | 0.01 % |
| MACQUARIE BANK LTD P/P 144A 03.4500 07/27/2015 | 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 % |
| MASTERCARD INC-CLASS A | 0.01 % |
| MATAHARI DEPARTMENT STORE TB | 0.01 % |
| MATTAMY GROUP CORP P/P 144A 06.5000 11/15/2020 | 0.01 % |
| MAXIMUS INC | 0.01 % |
| MEDIACOM LLC/CAPTL 07.2500 02/15/2022 | 0.01 % |
| MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 | 0.01 % |
| MEG ENERGY CORP P/P 144A 06.5000 03/15/2021 | 0.01 % |
| MELLANOX TECHNOLOGIES LTD | 0.01 % |
| MEN S WEARHOUSE | 0.01 % |
| MERRILL LYNCH & CO 01.0029 09/15/2026 | 0.01 % |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.01 % |
| MEZZ 2006-C4 X IO P/P 144A 06.1045 07/15/2045 | 0.01 % |
| MFA FINANCIAL INC | 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 FINCO HLDG P/P 144A 07.5000 08/01/2018 | 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 % |
| MIDAMERICAN ENERGY HLDGS 06.1250 04/01/2036 | 0.01 % |
| MILAGRO OIL & GAS 10.5000 05/15/2016 | 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 00.5898 06/12/2043 | 0.01 % |
| MLMT 2007-C1 A3 05.8585 06/12/2050 | 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 % |
| 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 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 JERSEY BELL TELEPHON 08.0000 06/01/2022 | 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 % |
| NII INTL TELECOM P/P 144A 07.8750 08/15/2019 | 0.01 % |
| NINTENDO CO LTD | 0.01 % |
| NISOURCE FINANCE CORP 06.1250 03/01/2022 | 0.01 % |
| NPS PHARMACEUTICALS INC | 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 % |
| OASIS PETROLEUM INC P/P 144A 06.8750 03/15/2022 | 0.01 % |
| OBEROI REALTY LTD | 0.01 % |
| OFFSHORE GROUP I USD 07.1250 04/01/2023 | 0.01 % |
| OFG BANCORP | 0.01 % |
| OJSC RUSS AGRIC RSHB P/P 144A 07.1250 01/14/2014 | 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 % |
| PEABODY ENERGY CORP 06.0000 11/15/2018 | 0.01 % |
| PEGATRON CORP | 0.01 % |
| PENN NATL GAMING P/P 144A 05.8750 11/01/2021 | 0.01 % |
| PENSKE AUTO GRP INC 05.7500 10/01/2022 | 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 % |
| PETROLEOS DE VEN P/P 144A 08.5000 11/02/2017 | 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 % |
| POPULAR INC | 0.01 % |
| POST HOLDINGS INC 07.3750 02/15/2022 | 0.01 % |
| PPDI TLB L+325 04.2500 12/05/2018 | 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 % |
| PSEG POWER LLC 05.3200 09/15/2016 | 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 % |
| RANDSTAD HOLDING NV | 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 07.8750 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 07.0000 04/17/2017 | 0.01 % |
| REPUBLIC OF ARGENTINA USD 08.2800 12/31/2033 | 0.01 % |
| RESIDENTIAL CAPITAL LLC 09.6250 05/15/2015 | 0.01 % |
| RETAILMENOT INC | 0.01 % |
| REXEL SA P/P 144A 06.1250 12/15/2019 | 0.01 % |
| REYNOLDS GRP ISS/REY 05.7500 10/15/2020 | 0.01 % |
| REYNOLDS GRP ISS/REY 07.8750 08/15/2019 | 0.01 % |
| REYNOLDS GRP ISS/REY 09.0000 04/15/2019 | 0.01 % |
| RHEINMETALL AG | 0.01 % |
| RITE AID CORP 08.0000 08/15/2020 | 0.01 % |
| RIVERS PITTSBURGH LP P/P 144A 09.5000 06/15/2019 | 0.01 % |
| ROOFING SUPPLY/FIN P/P 144A 10.0000 06/01/2020 | 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 % |
| RUSSIA FOREIGN BOND P/P 144A 07.5000 03/31/2030 | 0.01 % |
| RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 | 0.01 % |
| RYERSON INC / JOSEPH 09.0000 10/15/2017 | 0.01 % |
| S&W SEED CO | 0.01 % |
| SABINE PASS LIQU P/P 144A 06.2500 03/15/2022 | 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 % |
| 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 P/P 144A 06.3750 11/01/2021 | 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. 06.6250 08/15/2022 | 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 % |
| 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 % |
| STERIS CORP | 0.01 % |
| STEVEN MADDEN LTD | 0.01 % |
| STONERIDGE INC | 0.01 % |
| SUCAMPO PHARMACEUTICALS-CL A | 0.01 % |
| SUGAR HSP GAMING P/P 144A 06.3750 06/01/2021 | 0.01 % |
| SUMMIT HOTEL PROPERTIES INC | 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 % |
| TAIWAN DOLLAR CALL ACCOUNT | 0.01 % |
| TATA MOTORS LTD | 0.01 % |
| TAYLOR MORRISON COMM P/P 144A 05.2500 04/15/2021 | 0.01 % |
| TELE2 AB-B SHS | 0.01 % |
| TELECITY GROUP PLC | 0.01 % |
| TELEFLEX INC 06.8750 06/01/2019 | 0.01 % |
| TELEFONICA EMISIONES SAU USD 04.5700 04/27/2023 | 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 % |
| 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 % |
| THE NEIMAN MARCUS GROUP INC. 07.1250 06/01/2028 | 0.01 % |
| THOMAS COOK GROUP PLC | 0.01 % |
| THORATEC CORP | 0.01 % |
| THRESHOLD PHARMACEUTICALS | 0.01 % |
| TIAAC 2003-1A E USD 08.0000 12/28/2038 | 0.01 % |
| TILE SHOP HLDGS INC | 0.01 % |
| TIME WARNER CABLE INC 06.7500 06/15/2039 | 0.01 % |
| TIME WARNER INC | 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 % |
| 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 % |
| TRANS-CANADA PIPELINES USD 06.3500 05/15/2067 | 0.01 % |
| TRAVELPORT LLC P/P 144A 13.8750 03/01/2016 | 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 % |
| TURKCELL ILETISI | 0.01 % |
| UAL 2007 PASS TRUST 06.6360 07/02/2022 | 0.01 % |
| ULTRA CLEAN HOLDINGS INC | 0.01 % |
| UNIBAIL-RODAMCO SE | 0.01 % |
| UNILEVER NV-CVA | 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 PARCEL SERVICE-CL B | 0.01 % |
| UNITED RENTALS NORTH 07.6250 04/15/2022 | 0.01 % |
| UNITED SURGICAL PART 09.0000 04/01/2020 | 0.01 % |
| UNITED TECHNOLOGIES CORP 03.1000 06/01/2022 | 0.01 % |
| UNITED TECHNOLOGIES CORP 07.5000 CUM CV PFD | 0.01 % |
| UNITYMEDIA HESSEN P/P 144A 07.5000 03/15/2019 | 0.01 % |
| UNIVERSAL HEALTH RLTY INCOME | 0.01 % |
| UNP RR CO 04 PASS TR P/P 144A 05.2140 09/30/2014 | 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 % |
| W&T OFFSHORE INC | 0.01 % |
| W.R. GRACE & CO | 0.01 % |
| WACHOVIA CORP 05.7500 06/15/2017 | 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 % |
| WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 | 0.01 % |
| WBCMT 2007-C34 IO IO 00.3366 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 % |
| WELLCARE HEALTH PLANS IN 05.7500 11/15/2020 | 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 % |
| WFRBS 2012-C9 D P/P 144A 04.8029 11/15/2045 | 0.01 % |
| WINDSTREAM CORP 06.3750 08/01/2023 | 0.01 % |
| WINDSTREAM CORP 07.7500 10/01/2021 | 0.01 % |
| WM MORRISON SUPERMARKETS | 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 % |
| XSTRATA FINANCE CANA P/P 144A 05.8000 11/15/2016 | 0.01 % |
| ZEP INC | 0.01 % |
| ZYNGA INC - CL A | 0.01 % |
| 0.75 R ISWP FWD USL3M P 03/19/2016 | 0.00 % |
| 2.00 R ISWP FWD USL3M P 03/19/2019 | 0.00 % |
| ABAXIS INC | 0.00 % |
| ABBOTT LABORATORIES | 0.00 % |
| ABC-MART 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 % |
| AEGERION PHARMACEUTICALS INC | 0.00 % |
| AG MORTGAGE INVESTMENT TRUST | 0.00 % |
| AGNICO EAGLE MINES LTD | 0.00 % |
| ALLEGHANY CORP | 0.00 % |
| ALTRIA GROUP INC | 0.00 % |
| ALTRIA GROUP INC 09.2500 08/06/2019 | 0.00 % |
| AMADEUS IT HOLDING SA-A SHS | 0.00 % |
| AMERICAN EXPRESS CO | 0.00 % |
| AMERICAN MEDIA INC P/P 144A 13.5000 06/15/2018 | 0.00 % |
| AMERISOURCEBERGEN CORP | 0.00 % |
| AMGEN INC | 0.00 % |
| ANALOG DEVICES INC | 0.00 % |
| ANGIE'S LIST INC | 0.00 % |
| APACHE CORP 05.1000 09/01/2040 | 0.00 % |
| ARCH CAPITAL GROUP LTD | 0.00 % |
| ARES CAPITAL CORP | 0.00 % |
| ARTHUR J GALLAGHER & CO | 0.00 % |
| ARUBA NETWORKS INC | 0.00 % |
| ASCENDAS REAL ESTATE INV TRT | 0.00 % |
| AT&T INC | 0.00 % |
| ATMOS ENERGY CORP 08.5000 03/15/2019 | 0.00 % |
| AUD/USD 01/16/2014 BCAP-FX | 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 RBSF | 0.00 % |
| AUD/USD 01/16/2014 SSBT | 0.00 % |
| AUD/USD 01/16/2014 WPAC | 0.00 % |
| AUST 10Y BOND FUT MAR14 XMH4 | 0.00 % |
| AUTOZONE INC | 0.00 % |
| AVAGO TECHNOLOGIES LTD | 0.00 % |
| AXEL SPRINGER SE | 0.00 % |
| AXIALL CORP | 0.00 % |
| BACM 2002-PB2 XC IO P/P 144A 00.4144 06/11/2035 | 0.00 % |
| BACM 2004-4 XC IO P/P 144A 00.8126 07/10/2042 | 0.00 % |
| BACM 2004-5 XC IO P/P 144A 00.6972 11/10/2041 | 0.00 % |
| BACM 2007-1 XW IO 00.3317 01/15/2049 | 0.00 % |
| BACM 2007-2 A2 05.6326 04/10/2049 | 0.00 % |
| BANK HAPOALIM BM | 0.00 % |
| BANK LEUMI LE-ISRAEL | 0.00 % |
| BANK OF EAST ASIA | 0.00 % |
| BANK OF HAWAII CORP | 0.00 % |
| BANK OF NEW YORK MELLON 02.5000 01/15/2016 | 0.00 % |
| BCE INC | 0.00 % |
| BEAVER VALLEY II FUNDING 09.0000 06/01/2017 | 0.00 % |
| BECTON DICKINSON AND CO | 0.00 % |
| BEMIS COMPANY | 0.00 % |
| BENESSE HOLDINGS INC | 0.00 % |
| BEZEQ THE ISRAELI TELECOM CO | 0.00 % |
| BIGFOOT GMBH P/P | 0.00 % |
| BIOSPECIFICS TECHNOLOGIES | 0.00 % |
| BLACKROCK INC | 0.00 % |
| BLYTH INC | 0.00 % |
| BOC HONG KONG HOLDINGS LTD | 0.00 % |
| BOEING CO/THE | 0.00 % |
| BOULDER BRANDS INC | 0.00 % |
| BRAZILIAN REAL CALL ACCOUNT | 0.00 % |
| BRISTOL-MYERS SQUIBB CO | 0.00 % |
| BRITISH LAND CO PLC | 0.00 % |
| BRITISH SKY BROADCASTING GRO | 0.00 % |
| BROADSOFT INC | 0.00 % |
| BSCMS 04-PR3I X1 IO 00.9008 02/11/2041 | 0.00 % |
| BUNGE LIMITED FINANCE CO 08.5000 06/15/2019 | 0.00 % |
| BUNZL PLC | 0.00 % |
| BURLINGTON COAT TLB2 L+325 04.2500 02/23/2017 | 0.00 % |
| BUZZI UNICEM SPA | 0.00 % |
| C.H. ROBINSON WORLDWIDE INC | 0.00 % |
| CAD/USD 01/16/2014 BCAP-FX | 0.00 % |
| CAD/USD 01/16/2014 CITI | 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 % |
| CALPINE CORP P/P 144A 06.0000 01/15/2022 | 0.00 % |
| CANADIAN NATL RAILWAY CO | 0.00 % |
| CANADIAN UTILITIES LTD-A | 0.00 % |
| CAPITA GROUP PLC | 0.00 % |
| CAPITAMALL TRUST | 0.00 % |
| CATAMARAN CORP | 0.00 % |
| CATHAY PACIFIC AIRWAYS | 0.00 % |
| CAVIUM INC | 0.00 % |
| CD 2007-CD5 XS IO 144A 00.0430 11/15/2044 | 0.00 % |
| CDX CDX.EM.11 500.0 06/20/2014 CI | 0.00 % |
| CDX CDX.EM.11 500.0 06/20/2014 DE | 0.00 % |
| CDX CDX.NA.IG.21 100.0 12/20/2018 CS | 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 % |
| CDX CDX.NA.IG.21 100.0 12/20/2018 JP | 0.00 % |
| CEDAR FAIR LP/CA W 09.1250 08/01/2018 | 0.00 % |
| CENTURYLINK INC | 0.00 % |
| CENTURYLINK INC 05.6250 04/01/2020 | 0.00 % |
| CGI GROUP INC - CLASS A | 0.00 % |
| CHAODA MODERN AGRICULTURE | 0.00 % |
| CHARTER COMM INC CIH WTS | 0.00 % |
| CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 | 0.00 % |
| CHF/USD 03/19/2014 BANKAM | 0.00 % |
| CHF/USD 03/19/2014 BCAP-FX | 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 % |
| CHIBA BANK LTD/THE | 0.00 % |
| CHUBB CORP | 0.00 % |
| CHURCH & DWIGHT CO INC | 0.00 % |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.00 % |
| CLAIRE'S STORES INC P/P 144A 06.1250 03/15/2020 | 0.00 % |
| CLP HOLDINGS LTD | 0.00 % |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00 % |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00 % |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00 % |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00 % |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BC | 0.00 % |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00 % |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00 % |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00 % |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00 % |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00 % |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00 % |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00 % |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00 % |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00 % |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00 % |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00 % |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00 % |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00 % |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00 % |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00 % |
| COCA-COLA CO/THE | 0.00 % |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.00 % |
| COLRUYT SA | 0.00 % |
| CONATUS PHARMACEUTICALS INC | 0.00 % |
| CONS CNT CO/CONS CNT P/P 144A 10.1250 07/15/2020 | 0.00 % |
| CONSOLIDATED EDISON INC | 0.00 % |
| CONSTELLATION BRANDS INC 04.2500 05/01/2023 | 0.00 % |
| CORESITE REALTY CORP | 0.00 % |
| CORRECTIONS CORP 04.1250 04/01/2020 | 0.00 % |
| CORRECTIONS CORP 04.6250 05/01/2023 | 0.00 % |
| CR BARD INC | 0.00 % |
| CRESCENT POINT ENERGY CORP | 0.00 % |
| CROCS INC | 0.00 % |
| CRODA INTERNATIONAL PLC | 0.00 % |
| CSFB 2002-CP3 AX IO P/P 144A 01.2300 07/15/2035 | 0.00 % |
| CSFB 2003-C3 AX IO P/P 144A 01.4435 05/15/2038 | 0.00 % |
| CSL LTD | 0.00 % |
| CULLEN/FROST BANKERS INC | 0.00 % |
| D.R. HORTON INC 05.7500 08/15/2023 | 0.00 % |
| DAELIM INDUSTRIAL CO LTD | 0.00 % |
| DAITO TRUST CONSTRUCT CO LTD | 0.00 % |
| DASSAULT SYSTEMES SA | 0.00 % |
| DELHAIZE GROUP USD 04.1250 04/10/2019 | 0.00 % |
| DEMAND MEDIA INC | 0.00 % |
| DENBURY RESOURCES INC 06.3750 08/15/2021 | 0.00 % |
| DIAMOND OFFSHORE DRILLING | 0.00 % |
| DILLARDS INC-CL A | 0.00 % |
| DKK/USD 03/19/2014 CITI | 0.00 % |
| DOLLAR GENERAL CORP | 0.00 % |
| DOLLAR TREE INC | 0.00 % |
| DON QUIJOTE HOLDINGS CO LTD | 0.00 % |
| DTE ENERGY COMPANY | 0.00 % |
| DUNKIN' BRANDS GROUP INC | 0.00 % |
| DYNEGY HOLDINGS ESCROW 07.7500 06/01/2019 | 0.00 % |
| ECOLAB INC | 0.00 % |
| EDP-ENERGIAS DE PORTUGAL SA | 0.00 % |
| EGYPTIAN POUND CALL ACCOUNT | 0.00 % |
| EISAI CO LTD | 0.00 % |
| ELECTRIC POWER DEVELOPMENT C | 0.00 % |
| ENBRIDGE INC | 0.00 % |
| EQT CORP | 0.00 % |
| EQUIFAX INC | 0.00 % |
| ESSEX PROPERTY TRUST INC | 0.00 % |
| EUR/USD 03/19/2014 BCAP-FX | 0.00 % |
| EUR/USD 03/19/2014 CITI | 0.00 % |
| EUR/USD 03/19/2014 CSI-FX | 0.00 % |
| EUR/USD 03/19/2014 GSFX | 0.00 % |
| EUR/USD 03/19/2014 HSBCB | 0.00 % |
| EUR/USD 03/19/2014 RBSF | 0.00 % |
| EUR/USD 03/19/2014 SSBT | 0.00 % |
| EUR/USD 03/19/2014 UBS | 0.00 % |
| EURO STOXX 50 MAR14 VGH4 | 0.00 % |
| EUTELSAT COMMUNICATIONS | 0.00 % |
| EVEREST RE GROUP LTD | 0.00 % |
| EXACT SCIENCES CORP | 0.00 % |
| FELCOR LODGING LP 05.6250 03/01/2023 | 0.00 % |
| FFCA 2000-1 IO IO P/P 144A 01.0319 09/18/2027 | 0.00 % |
| FHR 2979 AS 23.6625 03/15/2034 | 0.00 % |
| FHR 3036 AS 00.0000 09/15/2035 | 0.00 % |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00 % |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00 % |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00 % |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00 % |
| FHR 3747 HI IO 04.5000 07/15/2037 | 0.00 % |
| FIRST DATA CORP P/P 144A 11.7500 08/15/2021 | 0.00 % |
| FIRST DATA TL L+400 04.1640 03/24/2017 | 0.00 % |
| FIVE BELOW | 0.00 % |
| FLETCHER BUILDING LTD | 0.00 % |
| FNR 2005-83 QP 16.9660 11/25/2034 | 0.00 % |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00 % |
| FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00 % |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00 % |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00 % |
| FORTUM OYJ | 0.00 % |
| FQM AKUBRA INC P/P 144A 07.5000 06/01/2021 | 0.00 % |
| FRONTIER COMMUNICATIONS 07.6250 04/15/2024 | 0.00 % |
| FTSE 100 IDX FUT MAR14 Z H4 | 0.00 % |
| FUBOA 2001-C1 IO3 IO P/P 144A 01.6918 03/15/2033 | 0.00 % |
| GBP/USD 03/19/2014 CSI-FX | 0.00 % |
| GBP/USD 03/19/2014 DEUTB-L | 0.00 % |
| GBP/USD 03/19/2014 GSFX | 0.00 % |
| GBP/USD 03/19/2014 JPMCB | 0.00 % |
| GBP/USD 03/19/2014 SSBT | 0.00 % |
| GEBERIT AG-REG | 0.00 % |
| GEBL 2004-2A D P/P 144A 02.9166 12/15/2032 | 0.00 % |
| GEN MOTORS FIN P/P 144A 04.2500 05/15/2023 | 0.00 % |
| GENERAL DYNAMICS CORP | 0.00 % |
| GENERAL MILLS INC | 0.00 % |
| GIVAUDAN-REG | 0.00 % |
| GJENSIDIGE FORSIKRING ASA | 0.00 % |
| GMACC 2005-C1 X1 IO P/P 144A 00.5989 05/10/2043 | 0.00 % |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00 % |
| GNR 2010-120 SB IO 06.0332 09/20/2035 | 0.00 % |
| GNR 2010-20 SC IO 05.9832 02/20/2040 | 0.00 % |
| GNR 2010-37 SG IO 05.5332 03/20/2040 | 0.00 % |
| GNR 2011-18 PI IO 04.5000 08/20/2040 | 0.00 % |
| GOLDCORP INC | 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 00.0463 04/10/2038 | 0.00 % |
| GT ADVANCED TECHNOLOGIES INC | 0.00 % |
| GUNMA BANK LTD/THE | 0.00 % |
| HALCON RESOURCES CORP 09.7500 07/15/2020 | 0.00 % |
| HAMAMATSU PHOTONICS KK | 0.00 % |
| HANKYU HANSHIN HOLDINGS INC | 0.00 % |
| HANNOVER RUECK SE | 0.00 % |
| HARRIS CORP | 0.00 % |
| HEALTH CARE REIT INC | 0.00 % |
| HEALTHSOUTH CORP | 0.00 % |
| HENRY SCHEIN INC | 0.00 % |
| HERCULES OFFSHORE P/P 144A 07.1250 04/01/2017 | 0.00 % |
| HERSHEY CO/THE | 0.00 % |
| HISTORIC TW INC 09.1500 02/01/2023 | 0.00 % |
| HKD/USD 02/19/2014 BCAP-FX | 0.00 % |
| HONG KONG DOLLAR CALL ACCOUNT | 0.00 % |
| HOYA CORP | 0.00 % |
| HUNT (JB) TRANSPRT SVCS INC | 0.00 % |
| HUSKY ENERGY INC | 0.00 % |
| IAC INTERACTIVECORP | 0.00 % |
| IMPERIAL OIL LTD | 0.00 % |
| INR/USD 02/19/2014 CSI-FX | 0.00 % |
| INTERCONTINENTALEXCHANGE GRO | 0.00 % |
| INTL FLAVORS & FRAGRANCES | 0.00 % |
| INTUIT INC | 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 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.FN30.400.10 R USL1M P 01/12/41 GS | 0.00 % |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00 % |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00 % |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00 % |
| IOS.FN30.400.10 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 P USL1M R 01/12/41 GS | 0.00 % |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.00 % |
| IOS.FN30.450.10 R USL1M P 01/12/41 BC | 0.00 % |
| IOS.FN30.450.10 R USL1M P 01/12/41 CS | 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 % |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00 % |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00 % |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00 % |
| ISRAEL CHEMICALS LTD | 0.00 % |
| ITOCHU TECHNO-SOLUTIONS CORP | 0.00 % |
| JAPAN REAL ESTATE INVESTMENT | 0.00 % |
| JAYPEE INFRATECH LTD | 0.00 % |
| JBS USA LLC/JBS P/P 144A 07.2500 06/01/2021 | 0.00 % |
| JBS USA LLC/JBS USA P/P 144A 07.2500 06/01/2021 | 0.00 % |
| JM SMUCKER CO/THE | 0.00 % |
| JPMCC 05-CB12 X1 IO P/P 144A 00.3426 09/12/2037 | 0.00 % |
| JPMCC 06-LDP6 X1 IO P/P 144A 00.0778 04/15/2043 | 0.00 % |
| JPY/USD 02/19/2014 CITI | 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 % |
| JULIUS BAER GROUP LTD | 0.00 % |
| KANSAI PAINT CO LTD | 0.00 % |
| KANSAS CITY SOUTHERN USD 02.3500 05/15/2020 | 0.00 % |
| KANSAS GAS & ELECTRIC CO 05.6470 03/29/2021 | 0.00 % |
| KELLOGG CO | 0.00 % |
| KINDER MORGAN INC | 0.00 % |
| KODIAK OIL & GAS COR 05.5000 02/01/2022 | 0.00 % |
| KRAFT FOODS GROUP INC | 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 % |
| KUEHNE & NAGEL INTL AG-REG | 0.00 % |
| LAWSON INC | 0.00 % |
| LBCMT 1998-C4 G P/P 144A 05.6000 10/15/2035 | 0.00 % |
| LBCMT 1999-C1 F P/P 144A 06.4100 06/15/2031 | 0.00 % |
| LBUBS 2005-C2 XCL IO P/P 144A 00.3476 04/15/2040 | 0.00 % |
| LBUBS 2007-C2 XW IO 00.5379 02/15/2040 | 0.00 % |
| LEVEL 3 FINANCING 08.1250 07/01/2019 | 0.00 % |
| LEXICON PHARMACEUTICALS INC | 0.00 % |
| LINEAR TECHNOLOGY CORP | 0.00 % |
| LOCKHEED MARTIN CORP | 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 % |
| MAGNA INTERNATIONAL INC | 0.00 % |
| MATSON INC | 0.00 % |
| MAXIM INTEGRATED PRODUCTS | 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 % |
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| 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.FN30.500.10 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 % |
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| 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.FN30.600.08 P USL1M R 01/12/39 BC | 0.00 % |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | 0.00 % |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | 0.00 % |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00 % |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00 % |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00 % |
| MBX.GII30.450.10 R USL1M P 01/12/41 CS | 0.00 % |
| MCDONALD'S CORP | 0.00 % |
| METHANEX CORP USD 03.2500 12/15/2019 | 0.00 % |
| MEXICAN PESO CALL ACCOUNT | 0.00 % |
| MEZZ 2005-C3 X IO P/P 144A 05.9558 05/15/2044 | 0.00 % |
| MEZZ 2007-C5 X IO P/P 144A 05.4883 12/15/2049 | 0.00 % |
| MGM RESORTS INTL 06.6250 12/15/2021 | 0.00 % |
| MINI MSCI EAFE MAR14 MFSH4 | 0.00 % |
| MIRACA HOLDINGS INC | 0.00 % |
| MIZRAHI TEFAHOT BANK LTD | 0.00 % |
| MLMI 1996-C2 IO IO 02.3798 11/21/2028 | 0.00 % |
| MLMT 2004-KEY2 XC IO P/P 144A 00.9293 08/12/2039 | 0.00 % |
| MOMENTIVE PERFORM 08.8750 10/15/2020 | 0.00 % |
| MOMENTIVE PERFORM 10.0000 10/15/2020 | 0.00 % |
| MOSAIC CO 05.4500 11/15/2033 | 0.00 % |
| MOSAIC CO 05.6250 11/15/2043 | 0.00 % |
| MOTOROLA SOLUTIONS INC | 0.00 % |
| MS&AD INSURANCE GROUP HOLDIN | 0.00 % |
| MSC 2006-T23 A2 05.7411 08/12/2041 | 0.00 % |
| MSC INDUSTRIAL DIRECT CO-A | 0.00 % |
| MSCI SING IX ETS JAN14 QZF4 | 0.00 % |
| MTR CORP | 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 % |
| MYLAN INC P/P 144A 02.6000 06/24/2018 | 0.00 % |
| NACCO INDUSTRIES-CL A | 0.00 % |
| NATIONAL GRID PLC | 0.00 % |
| NATIONSTAR MORT/CAP 09.6250 05/01/2019 | 0.00 % |
| NEW GOLD INC P/P 144A 06.2500 11/15/2022 | 0.00 % |
| NEWLINK GENETICS CORP | 0.00 % |
| NICE SYSTEMS LTD | 0.00 % |
| NIPPON EXPRESS CO LTD | 0.00 % |
| NISSIN FOOD PRODUCTS CO LTD | 0.00 % |
| NITORI HOLDINGS CO LTD | 0.00 % |
| NOBLE ENERGY INC | 0.00 % |
| NOK/USD 03/19/2014 CSI-FX | 0.00 % |
| NOK/USD 03/19/2014 JPMCB | 0.00 % |
| NOK/USD 03/19/2014 SSBT | 0.00 % |
| NOK/USD 03/19/2014 UBS | 0.00 % |
| NORTHERN TRUST CORP | 0.00 % |
| NUFARM AUSTRALIA LTD P/P 144A 06.3750 10/15/2019 | 0.00 % |
| NXSTAGE MEDICAL INC | 0.00 % |
| NZD/USD 01/16/2014 CSI-FX | 0.00 % |
| O'REILLY AUTOMOTIVE INC | 0.00 % |
| OJI PAPER CO LTD | 0.00 % |
| OMNICOM GROUP | 0.00 % |
| OMXS30 IND FUTURE JAN14 QCF4 | 0.00 % |
| ONO PHARMACEUTICAL CO LTD | 0.00 % |
| ORICA LTD | 0.00 % |
| ORIENTAL LAND CO LTD | 0.00 % |
| ORORA LTD | 0.00 % |
| OTSUKA HOLDINGS CO LTD | 0.00 % |
| PANERA BREAD COMPANY-CLASS A | 0.00 % |
| PARK24 CO LTD | 0.00 % |
| PARTNERRE LTD | 0.00 % |
| PAYCHEX INC | 0.00 % |
| PDL BIOPHARMA INC | 0.00 % |
| PEARSON PLC | 0.00 % |
| PEMBINA PIPELINE CORP | 0.00 % |
| PEOPLE'S UNITED FINANCIAL | 0.00 % |
| PEPSICO INC | 0.00 % |
| PERRIGO CO PLC | 0.00 % |
| PINNACLE WEST CAPITAL | 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 % |
| PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00 % |
| QLIK TECHNOLOGIES INC | 0.00 % |
| QUEST DIAGNOSTICS 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 % |
| RANDGOLD RESOURCES LTD | 0.00 % |
| REALOGY GROUP LLC P/P 144A 07.6250 01/15/2020 | 0.00 % |
| RECEPTOS INC | 0.00 % |
| REED ELSEVIER NV | 0.00 % |
| RENAISSANCERE HOLDINGS LTD | 0.00 % |
| REPSOL SA - RTS | 0.00 % |
| REXAM PLC | 0.00 % |
| REYNOLDS AMERICAN INC | 0.00 % |
| RINGCENTRAL INC-CLASS A | 0.00 % |
| RINNAI CORP | 0.00 % |
| RIOCAN REAL ESTATE INVST TR | 0.00 % |
| ROCKWELL COLLINS INC | 0.00 % |
| ROPER INDUSTRIES INC | 0.00 % |
| ROSS STORES INC | 0.00 % |
| RUSSELL 2000 MINI MAR14 RTAH4 | 0.00 % |
| RYANAIR HOLDINGS PLC-SP ADR | 0.00 % |
| S&P MID 400 EMINI MAR14 FAH4 | 0.00 % |
| S&P500 EMINI FUT MAR14 ESH4 | 0.00 % |
| SAGE GROUP PLC/THE | 0.00 % |
| SANKYO CO LTD | 0.00 % |
| SBA COMMUNICATIONS CORP-CL A | 0.00 % |
| SBA TELECOMMUNICATIONS 08.2500 08/15/2019 | 0.00 % |
| SCANA CORP | 0.00 % |
| SECOM CO LTD | 0.00 % |
| SEK/USD 03/19/2014 BCAP-FX | 0.00 % |
| SEK/USD 03/19/2014 CSI-FX | 0.00 % |
| SEK/USD 03/19/2014 JPMCB | 0.00 % |
| SEK/USD 03/19/2014 SSBT | 0.00 % |
| SEK/USD 03/19/2014 UBS | 0.00 % |
| SEQUENOM INC | 0.00 % |
| SES | 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 % |
| SHERWIN-WILLIAMS CO/THE | 0.00 % |
| SHIMAMURA CO LTD | 0.00 % |
| SHIZUOKA BANK LTD/THE | 0.00 % |
| SHOPPERS DRUG MART CORP | 0.00 % |
| SHUTTERFLY INC | 0.00 % |
| SIGMA-ALDRICH | 0.00 % |
| SIKA AG-BR | 0.00 % |
| SILICON GRAPHICS INTERNATION | 0.00 % |
| SIMON PROPERTY GROUP LP 03.3750 03/15/2022 | 0.00 % |
| SINGAPORE AIRLINES LTD | 0.00 % |
| SINGAPORE DOLLAR CALL ACCOUNT | 0.00 % |
| SINGAPORE PRESS HOLDINGS LTD | 0.00 % |
| SIRIUS XM HLDG INC P/P 144A 05.2500 08/15/2022 | 0.00 % |
| SM ENERGY CO 06.5000 01/01/2023 | 0.00 % |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.00 % |
| SNAM SPA | 0.00 % |
| SOCIETE BIC SA | 0.00 % |
| SODASTREAM INTERNATIONAL LTD | 0.00 % |
| SODEXO | 0.00 % |
| SPEC BND ES CORP P/P 144A 06.3750 11/15/2020 | 0.00 % |
| SPEC BRNDS ESCROW CO P/P 144A 06.6250 11/15/2022 | 0.00 % |
| SPECTRA ENERGY CORP | 0.00 % |
| SPI 200 FUTURES MAR14 XPH4 | 0.00 % |
| SPRINGLEAF FIN CORP 07.7500 10/01/2021 | 0.00 % |
| ST JAMES'S PLACE PLC | 0.00 % |
| STARBUCKS CORP | 0.00 % |
| STARHUB LTD | 0.00 % |
| STEEL DYNAMICS INC 05.2500 04/15/2023 | 0.00 % |
| STEEL DYNAMICS INC 06.1250 08/15/2019 | 0.00 % |
| STEEL DYNAMICS INC 06.3750 08/15/2022 | 0.00 % |
| STEEL DYNAMICS INC 07.6250 03/15/2020 | 0.00 % |
| SUN HUNG KAI PROPERTIES | 0.00 % |
| SUN MERGER SUB INC P/P 144A 05.2500 08/01/2018 | 0.00 % |
| SUN MERGER SUB INC P/P 144A 05.8750 08/01/2021 | 0.00 % |
| SURYA SEMESTA INTERNUSA PT | 0.00 % |
| SWIRE PACIFIC LTD-A | 0.00 % |
| SWISSCOM AG-REG | 0.00 % |
| T ROWE PRICE GROUP INC | 0.00 % |
| T-MOBILE USA INC 06.1250 01/15/2022 | 0.00 % |
| T-MOBILE USA INC 06.8360 04/28/2023 | 0.00 % |
| TAIHEIYO CEMENT CORP | 0.00 % |
| TANGER FACTORY OUTLET CENTER | 0.00 % |
| TARGET CORP | 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 % |
| TEREX CORP 06.5000 04/01/2020 | 0.00 % |
| TERNA SPA | 0.00 % |
| TERVITA CORP P/P 144A 10.8750 02/15/2018 | 0.00 % |
| TEXAS INSTRUMENTS INC | 0.00 % |
| THE KROGER CO. 06.1500 01/15/2020 | 0.00 % |
| TMS INTL CORP P/P 144A 07.6250 10/15/2021 | 0.00 % |
| TOBU RAILWAY CO LTD | 0.00 % |
| TOHO GAS CO LTD | 0.00 % |
| TOPIX INDX FUTR MAR14 TPH4 | 0.00 % |
| TORAY INDUSTRIES INC | 0.00 % |
| TORONTO-DOMINION BANK | 0.00 % |
| TOWER SEMI LTD-CW15 P/P 144A | 0.00 % |
| TOWERS WATSON & CO-CL A | 0.00 % |
| TRACTOR SUPPLY COMPANY | 0.00 % |
| TRANSCAN PIPELNE | 0.00 % |
| TRANSDIGM INC 07.5000 07/15/2021 | 0.00 % |
| TRAVELPORT LLC 11.8750 09/01/2016 | 0.00 % |
| TRAVELPORT TL2 2ND 08.3750 12/01/2016 | 0.00 % |
| TRINIDAD DRILLING P/P 144A 07.8750 01/15/2019 | 0.00 % |
| TRUMP ENTERTAINMENT RESORTS | 0.00 % |
| TRW AUTOMOTIVE INC P/P 144A 04.5000 03/01/2021 | 0.00 % |
| TRY/USD 03/19/2014 BCAP-FX | 0.00 % |
| UNITED TECHNOLOGIES CORP | 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 % |
| USS CO LTD | 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 % |
| VALIDUS HOLDINGS LTD | 0.00 % |
| VENTAS INC | 0.00 % |
| VERISK ANALYTICS INC-CLASS A | 0.00 % |
| VERMILION ENERGY INC | 0.00 % |
| VOCUS INC | 0.00 % |
| VOPAK | 0.00 % |
| WAL-MART STORES INC | 0.00 % |
| WAL-MART STORES INC 05.0000 10/25/2040 | 0.00 % |
| WALT DISNEY COMPANY/THE 04.3750 08/16/2041 | 0.00 % |
| WBCMT 2005-C18 XC IO P/P 144A 00.3238 04/15/2042 | 0.00 % |
| WBCMT 2006-C26 XC IO P/P 144A 00.0507 06/15/2045 | 0.00 % |
| WELLS ENTERPRISE P/P 144A 06.7500 02/01/2020 | 0.00 % |
| WESCO DISTRIBUTION P/P 144A 05.3750 12/15/2021 | 0.00 % |
| WEST JAPAN RAILWAY CO | 0.00 % |
| WILLIAMS COS INC 07.7500 06/15/2031 | 0.00 % |
| WILLIAMS COS INC 07.8750 09/01/2021 | 0.00 % |
| XILINX INC | 0.00 % |
| YAMANA GOLD INC | 0.00 % |
| ZALANDO GMBH | 0.00 % |
| ZULILY INC - CL A | 0.00 % |
| ZURICH INSURANCE GROUP AG | 0.00 % |
| 3.1175 R ISWP GBL6M P 09/23/2031 GS | -0.01 % |
| 3.25 R ISWP FWD USL3M P 03/19/2024 | -0.01 % |
| 3.6 P ISWP GBL6M R 08/15/2031 BC | -0.01 % |
| 3.75 R ISWP FWD USL3M P 03/19/2044 | -0.01 % |
| AUSTRALIAN DOLLAR ACCOUNT | -0.01 % |
| CHF/USD 03/19/2014 CSI-FX | -0.01 % |
| EUR/USD 03/19/2014 DEUTB-L | -0.01 % |
| EUR/USD 03/19/2014 JPMCB | -0.01 % |
| GBP/USD 03/19/2014 BCAP-FX | -0.01 % |
| GBP/USD 03/19/2014 UBS | -0.01 % |
| THE EURO EUR CALL ACCOUNT | -0.01 % |
| EUR/USD 03/19/2014 WPAC | -0.02 % |
| POUND STERLING CALL ACCOUNT | -0.02 % |
| RU10INTR P USL3M R 12/19/14 CI | -0.10 % |
Prior top 10 holdings
| Top 10 holdings as of 01/31/14 |
|---|
| Fnma Fn30 Tba 04.0000 02/01/2044 |
| Fnma Fn30 Tba 06.0000 02/01/2044 |
| Fnma Fn15 Tba 03.5000 02/01/2029 |
| Gnma Gii30 Tba 03.0000 02/01/2044 |
| Cvs Caremark Corp Sedol 2577609 |
| Apple Inc Sedol 2046251 |
| Jpmorgan Chase & Co Sedol 2190385 |
| Colgate-Palmolive Co Sedol 2209106 |
| Johnson & Johnson Sedol 2475833 |
| Oracle Corp Sedol 2661568 |
| Holdings represent 17.05% of portfolio |
| Top 10 holdings as of 12/31/13 |
|---|
| Fnma Fn30 Tba 04.0000 01/01/2044 |
| Fnma Fn30 Tba 06.0000 01/01/2044 |
| Fnma Fn15 Tba 03.5000 01/01/2029 |
| Gnma Gii30 Tba 03.0000 01/01/2044 |
| Cvs Caremark Corp Sedol 2577609 |
| Apple Inc Sedol 2046251 |
| Spdr S&P 500 Etf Trust Sedol 2840215 |
| Jpmorgan Chase & Co Sedol 2190385 |
| Colgate-Palmolive Co Sedol 2209106 |
| Johnson & Johnson Sedol 2475833 |
| Holdings represent 17.73% of portfolio |
| Top 10 holdings as of 11/30/13 |
|---|
| Fnma Fn30 Tba 04.0000 12/01/2043 |
| Fnma Fn30 Tba 04.0000 01/01/2044 |
| Fnma Fn30 Tba 06.0000 01/01/2044 |
| Fnma Fn30 Tba 06.0000 12/01/2043 |
| Fnma Fn15 Tba 03.5000 12/01/2028 |
| Gnma Gii30 Tba 03.0000 12/01/2043 |
| Apple Inc Sedol 2046251 |
| Spdr S&P 500 Etf Trust Sedol 2840215 |
| Jpmorgan Chase & Co Sedol 2190385 |
| Pfizer Inc Sedol 2684703 |
| Holdings represent 23.73% of portfolio |
| Top 10 holdings as of 10/31/13 |
|---|
| Fnma Fn30 Tba 04.0000 11/01/2043 |
| Fnma Fn30 Tba 06.0000 11/01/2043 |
| Fnma Fn15 Tba 03.5000 11/01/2028 |
| Gnma Gii30 Tba 03.0000 11/01/2043 |
| Apple Inc Sedol 2046251 |
| Spdr S&P 500 Etf Trust Sedol 2840215 |
| Pfizer Inc Sedol 2684703 |
| Procter & Gamble Co/The Sedol 2704407 |
| Jpmorgan Chase & Co Sedol 2190385 |
| Microsoft Corp Sedol 2588173 |
| Holdings represent 16.78% of portfolio |
Portfolio composition as of 01/31/14
| U.S. Investment-grade bonds | 26.31% |
|
|---|---|---|
| U.S. large-cap growth stocks | 20.30% |
|
| U.S. large-cap value stocks | 20.30% |
|
| U.S. High-yield bonds | 12.64% |
|
| International equity | 9.87% |
|
| U.S. small-and mid-cap growth stocks | 5.38% |
|
| U.S. small- and mid-cap value stocks | 5.20% |
|
Fund characteristics will vary over time.
Due to rounding, percentages may not equal 100%.
Expenses
Expense ratio |
Class A | Class B | Class C | Class M | Class R | Class R5 | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|---|
| Total expense ratio | 1.03% | 1.78% | 1.78% | 1.53% | 1.28% | 0.76% | 0.66% | 0.78% |
| What you pay | 1.03% | 1.78% | 1.78% | 1.53% | 1.28% | 0.76% | 0.66% | 0.78% |
Sales charge
| Investment Breakpoint | Class A | Class B | Class C | Class M | Class R | Class R5 | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|---|
| $0-$49,999 | 5.75% | -- | -- | 3.50% | -- | -- | -- | -- |
| $50,000-$99,999 | 4.50% | -- | -- | 2.50% | -- | -- | -- | -- |
| $100,000-$249,999 | 3.50% | -- | -- | 1.50% | -- | -- | -- | -- |
| $250,000-$499,999 | 2.50% | -- | -- | 1.00% | -- | -- | -- | -- |
| $500,000-$999,999 | 2.00% | -- | -- | 1.00% | -- | -- | -- | -- |
| $1M-$4M | -- | -- | -- | -- | -- | -- | -- | -- |
| $4M-$50M | -- | -- | -- | -- | -- | -- | -- | -- |
| $50M+ | -- | -- | -- | -- | -- | -- | -- | -- |
CDSC
|
Class A
(sales for $1,000,000+) |
Class B | Class C | Class M | Class R | Class R5 | Class R6 | Class Y | |
|---|---|---|---|---|---|---|---|---|
| 0 to 9 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- | -- | -- |
| 9 to 12 mts. | -- | 5.00% | 1.00% | -- | -- | -- | -- | -- |
| 2 yrs. | -- | 4.00% | -- | -- | -- | -- | -- | -- |
| 3 yrs. | -- | 3.00% | -- | -- | -- | -- | -- | -- |
| 4 yrs. | -- | 3.00% | -- | -- | -- | -- | -- | -- |
| 5 yrs. | -- | 2.00% | -- | -- | -- | -- | -- | -- |
| 6 yrs. | -- | 1.00% | -- | -- | -- | -- | -- | -- |
| 7+ yrs. | -- | -- | -- | -- | -- | -- | -- | -- |
The Russell 3000 Index is an unmanaged index of the 3,000 largest U.S. companies. Securities in the fund do not match those in the indexes and performance of the fund will differ. It is not possible to invest directly in an index.
Consider these risks before investing: International investing involves currency, economic, and political risks. Emerging-market securities have illiquidity and volatility risks. Investments in small and/or midsize companies 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 and the risk that they may increase in value less when interest rates decline and decline in value more when interest rates rise. Our allocation of assets among permitted asset categories may hurt performance. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is greater for longer-term bonds, and credit risk is greater for below-investment-grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. Stock and bond prices may fall or fail to rise over time for several reasons, including general financial market conditions and factors related to a specific issuer or industry. You can lose money by investing in the fund.
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.