| Banco Hipotecario SA 9 3/4% Due 4/27/2016 Ao27 | EURO-DOLLAR | B13BWD3 | $20.2K | $20,000 | 0.0% |
| EDP Renovaveis SA | Common Stock | B39GNW2 | $33.6K | 4,750 | 0.0% |
| South32 Limited(SOUHY) | ADR | 84473L105 | $48.1K | 7,171 | 0.0% |
| Nevada Power Co 5.95% Due 3/15/2016 Ms15 | GLOBAL | 641423BM9 | $51.8K | $50,000 | 0.0% |
| AMR Corporation | Common Stock | 001765106 | $111.7K | 80,929 | 0.1% |
| Century Aluminum Co(CENX) | Common Stock | 156431108 | $121.3K | 11,632 | 0.1% |
| United States Steel Corp(USX1) | Common Stock | 912909108 | $142.2K | 6,894 | 0.1% |
| Westlake Chemical Corp(WLK) | Common Stock | 960413102 | $154.0K | 2,245 | 0.1% |
| Ball Corp.(BALL) | Common Stock | 058498106 | $163.0K | 2,324 | 0.1% |
| Steel Dynamics Inc.(STLD) | Common Stock | 858119100 | $169.8K | 8,199 | 0.1% |
| Tenet Healthcare Corp. 8 1/8% Due 4/1/2022 Ao1 | GLOBAL | 88033GCE8 | $372.6K | $340,000 | 0.2% |
| NRG Energy Inc. 144A 8 1/4% Due 9/1/2020 Ms1 | GLOBAL | 629377BJ0 | $378.0K | $360,000 | 0.2% |
| Spdr Energy Select Sector(XLE) | ETP | 81369Y506 | $404.0K | 5,375 | 0.2% |
| iShares DJ US Real Estate(IYR) | ETP | 464287739 | $419.7K | 5,887 | 0.2% |
| LTC Properties, Inc(LTC) | REIT | 502175102 | $425.0K | 10,216 | 0.2% |
| Spdr Materials Select Sector(XLB) | ETP | 81369Y100 | $426.6K | 8,815 | 0.2% |
| Spdr Industrials Select Sector(XLI) | ETP | 81369Y704 | $426.9K | 7,896 | 0.2% |
| Teck Cominco Ltd - Cl B 3 3/4% Due 2/1/2023 Fa1 | GLOBAL | 878742AY1 | $430.8K | $500,000 | 0.2% |
| Spdr Technology Select Sector(XLK) | ETP | 81369Y803 | $432.1K | 10,438 | 0.2% |
| NRG Yield Inc CL | Common Stock | 62942X405 | $432.6K | 19,761 | 0.2% |
| NRG Yield Inc CL | Common Stock | 62942X306 | $434.5K | 19,761 | 0.2% |
| Avista Corp(AVA) | Common Stock | 05379B107 | $439.7K | 14,346 | 0.2% |
| iShares DJ US Consumer Non Cyclical(IYK) | ETP | 464287812 | $442.3K | 4,218 | 0.2% |
| Spdr Utilities Select Sector(XLU) | ETP | 81369Y886 | $446.1K | 10,760 | 0.2% |
| Spdr Financial Select Sector(XLF) | ETP | 81369Y605 | $451.7K | 18,526 | 0.2% |
| Spdr Consumer Discretionary Select(XLY) | ETP | 81369Y407 | $452.0K | 5,910 | 0.2% |
| Freeport-McMoRan Inc. 3 7/8% Due 3/15/2023 Ms15 | GLOBAL | 35671DAZ8 | $455.0K | $500,000 | 0.2% |
| Spdr Health Care Sector(XLV) | ETP | 81369Y209 | $461.1K | 6,198 | 0.2% |
| Conagra Foods, Inc. 3.2% Due 1/25/2023 Jj25 | GLOBAL | 205887BR2 | $468.0K | $500,000 | 0.3% |
| Compass Bank 3 7/8% Due 4/10/2025 Ao10 | US DOMESTIC | 20453KAA3 | $471.7K | $500,000 | 0.3% |
| AT&T Inc 3.4% Due 5/15/2025 Mn15 | GLOBAL | 00206RCN0 | $477.8K | $500,000 | 0.3% |
| Coach Inc 4 1/4% Due 4/1/2025 Ao1 | GLOBAL | 189754AA2 | $481.2K | $500,000 | 0.3% |
| Motorola Solutions, Inc. 4% Due 9/1/2024 Ms1 | GLOBAL | 620076BF5 | $485.9K | $500,000 | 0.3% |
| Quad Graphics, Inc.(QUAD) | Common Stock | 747301109 | $489.8K | 26,463 | 0.3% |
| Citigroup, Inc. 4.3% Due 11/20/2026 Mn20 | GLOBAL | 172967JC6 | $490.0K | $500,000 | 0.3% |
| Cardinal Health, Inc. 3.2% Due 3/15/2023 Ms15 | GLOBAL | 14149YAY4 | $495.4K | $500,000 | 0.3% |
| Oneok Partners L.P. 4.9% Due 3/15/2025 Ms15 | GLOBAL | 68268NAP8 | $495.5K | $500,000 | 0.3% |
| Dominion Resources, Inc. 3 5/8% Due 12/1/2024 Jd1 | GLOBAL | 25746UCB3 | $496.8K | $500,000 | 0.3% |
| Nabors Industries, Inc. 5.1% Due 9/15/2023 Ms15 | GLOBAL | 629568BB1 | $497.4K | $500,000 | 0.3% |
| Corrections Corp. Of America | REIT | 22025Y407 | $499.8K | 15,108 | 0.3% |
| Staples, Inc. Spls 4.375 01/12/23 4 3/8% Due 1/12/2023 Jj12 | GLOBAL | 855030AM4 | $502.8K | $500,000 | 0.3% |
| Pitney Bowes, Inc. 4 5/8% Due 3/15/2024 Ms15 | GLOBAL | 724479AJ9 | $505.2K | $500,000 | 0.3% |
| Biomed Realty LP 4 1/4% Due 7/15/2022 Jj15 | US DOMESTIC | 09064AAG6 | $507.2K | $500,000 | 0.3% |
| HCA Inc. 4 3/4% Due 5/1/2023 Mn1 | GLOBAL | 404121AF2 | $507.5K | $500,000 | 0.3% |
| Duke Energy Corp. 3 3/4% Due 4/15/2024 Ao15 | GLOBAL | 26441CAN5 | $510.4K | $500,000 | 0.3% |
| Medtronic PLC 3 5/8% Due 3/15/2024 Ms15 | GLOBAL | 585055BC9 | $513.1K | $500,000 | 0.3% |
| Mondelez International 4% Due 2/1/2024 Fa1 | GLOBAL | 609207AB1 | $518.8K | $500,000 | 0.3% |
| Hospitality Properties Trust 5% Due 8/15/2022 Fa15 | US DOMESTIC | 44106MAQ5 | $521.2K | $500,000 | 0.3% |
| General Motors Co. 4 7/8% Due 10/2/2023 Ao2 | GLOBAL | 37045VAE0 | $529.6K | $500,000 | 0.3% |
| Booz Allen Hamilton Hldg Corp(BAH) | Common Stock | 099502106 | $530.4K | 21,016 | 0.3% |