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Wells Fargo Growth Balanced Fund

Holdings as of 3/31/2016
Portfolio holdings are subject to change and may have changed since the date specified.

This information should not be construed as a recommendation, offer or solicitation for the purchase or sale of any security or financial instrument. Securities lending collateral positions are not included.

Consult a fund's Annual or Semi-Annual Reports for complete information on derivative transactions and holdings.

Holdings
SecurityCusipTickerAmount
Wells Fargo Cash Investment Money Market Fund9499999G3N/A$6,290,756.40
Apple Incorporated037833100AAPL$2,944,015.40
Facebook, Incorporated30303M102FB$2,543,374.33
Alphabet Incorporated?Cl A Common Stock02079K305GOOGL$2,350,339.80
Exxon Mobil Corporation30231G102XOM$2,026,771.52
Amazon.com, Incorporated023135106AMZN$1,932,821.80
Alphabet Incorporated?Cl C Common Stock02079K107GOOG$1,707,080.96
Microsoft Corporation594918104MSFT$1,670,131.76
JPMorgan Chase & Company46625H100JPM$1,588,260.79
Medtronic Plc Common StockG5960L103MDT$1,587,606.40
Visa Incorporated92826C839V$1,553,334.61
The Home Depot, Incorporated437076102HD$1,522,954.75
CVS Caremark Corporation126650100CVS$1,467,535.24
Johnson & Johnson478160104JNJ$1,312,393.64
UnitedHealth Group Incorporated91324P102UNH$1,212,323.46
Starbucks Corporation855244109SBUX$1,182,830.06
U.S. Treasury N/b912810RN0N/A$1,180,418.65
General Electric Company369604103GE$1,163,765.11
Bank of America Corporation060505104BAC$1,153,959.59
Fnma31392DUF7N/A$1,153,858.30
The Procter & Gamble Company742718109PG$1,118,783.96
NIKE, Incorporated?Cl B654106103NKE$1,087,458.22
Bristol-Myers Squibb Company110122108BMY$1,077,362.29
Fnma3138EJYV4N/A$1,042,517.18
Chevron Corporation166764100CVX$1,019,058.89
Berkshire Hathaway Incorporated084670702N/A$933,500.47
Allergan Plc Common Stock Usd.0033G0177J108AGN$931,374.18
Alexion Pharmaceuticals, Incorporated015351109ALXN$921,276.93
Fed Hm Ln Pc Pool3128MAD22N/A$904,911.25
MasterCard Incorporated57636Q104MA$891,673.44
Dollar Tree, Incorporated256746108DLTR$870,328.16
AT&T Incorporated00206R102T$864,214.19
Pfizer Incorporated717081103PFE$863,161.56
Verizon Communications Incorporated92343V104VZ$841,543.87
Cognizant Technology Solutions Corporation192446102CTSH$774,269.64
Citigroup Incorporated172967424C$743,699.81
Adobe Systems Incorporated00724F101ADBE$733,627.77
U.S. Treasury N/b912828P95N/A$722,751.60
Costco Wholesale Corporation22160K105COST$722,203.10
Celgene Corporation151020104CELG$718,396.34
Union Pacific Company907818108UNP$705,668.28
Bayer AG506921907BAYN$701,294.59
American International Group Incorporated026874784AIG$694,283.88
FNMA31393YU52N/A$694,153.73
Microchip Technology Incorporated595017104MCHP$693,485.04
Eaton Corporation plcG29183103ETN$689,340.18
salesforce.com, incorporated79466L302CRM$687,670.81
FNMA31394AB54N/A$683,419.74
Crown Holdings, Incorporated228368106CCK$676,690.11
The Walt Disney Company254687106DIS$672,995.47
Fhlmc31394JY50N/A$666,592.98
United Parcel Service, Incorporated911312106UPS$663,946.63
U.S. Treasury N/b912828P20N/A$662,426.81
Alliance Data Systems Corporation018581108ADS$662,167.92
3M Company88579Y101MMM$662,072.84
The TJX Companies, Incorporated872540109TJX$646,708.58
Merck & Company, Incorporated58933Y105MRK$646,057.00
Gilead Sciences, Incorporated375558103GILD$645,766.43
The Boeing Company097023105BA$643,340.25
Chubb Ltd Common StockH1467J104CB$635,979.74
Hudson City44372BCP6N/A$631,792.41
Structured Asset Securities Corporation Series 2007-rm1 Class A186363BAA3N/A$628,385.13
Ecolab Incorporated278865100ECL$617,814.07
MetLife, Incorporated59156R108MET$611,558.74
Philip Morris International Incorporated718172109PM$609,819.27
Alexandria Real Estate015271109ARE$607,650.54
Tips912828XL9N/A$596,595.53
Coca-Cola Enterprises, Incorporated191216100KO$595,351.34
McDonald's Corporation580135101MCD$585,706.50
Ameriprise Financial, Incorporated03076C106AMP$584,964.05
The Southern Company842587107SO$583,805.69
SMALL BUSINESS ADMINISTRATION SBIC 2014 10B 1831641FB6N/A$574,702.50
U.S. Treasury N/b912828N89N/A$570,602.12
FNMA POOL AL6574 FN 04/21 FIXED VAR3138EPJU9N/A$564,437.63
Duke Energy Corp Common Stock Usd.00126441C204DUK$562,690.86
Fed Hm Ln Pc Pool U890093132H1AK3N/A$556,071.49
Texas Instruments Incorporated882508104TXN$551,053.10
Noble Energy, Incorporated655044105NBL$546,335.81
Baxalta Inc07177M103BXLT$543,484.64
Dollar General Corporation256677105DG$539,273.89
Southwest Airlines Company844741108LUV$538,263.85
Tractor Supply Company892356106TSCO$536,560.12
Nestle SA712387901NESN$525,072.20
State Street Corporation857477103STT$524,163.12
Federal National Mortgage Association3138MDVZ2N/A$523,677.46
Ncr Corporation62886E108NCR$521,833.59
Omnicom Group Incorporated681919106OMC$520,306.65
Gnma21H032654N/A$515,986.50
Fnma01F032641N/A$512,781.16
Kinder Morgan, Incorporated49456B101KMI$512,085.24
The Goldman Sachs Group, Incorporated38141G104GS$509,510.38
Wells Fargo & Company949746101WFC$508,266.23
HASHEMITE KINGDOM OF JOR US GOVT GUAR 06/25 3418097AF8N/A$506,812.19
Naa 2004-r2 A162951MAM2N/A$505,129.18
FED HM LN PC POOL Q25632 FG 04/44 FIXED 43132M54R0N/A$501,692.43
Valero Energy Corporation91913Y100VLO$497,098.31
U.S. Treasury N/b912828Q37N/A$496,748.36
Delphi Automotive PLCG27823106DLPH$495,234.77
Norwegian Cruise Line HoldinG66721104NCLH$494,910.99
Federal National Mortgage Association31393X7A9N/A$492,306.29
Broadcom Ltd Common StockY09827109AVGO$492,126.85
Laboratory Corporation of America Holdings50540R409LH$477,040.62
Colgate-Palmolive Company194162103CL$474,850.12
Twenty First Century Fox Incorporated Common Stock Usd.0190130A101FOXA$472,717.20
Stanley Black&decker Incorporated854502101SWK$471,308.82
Reynolds American Incorporated761713106RAI$465,428.25
U.S. Treasury N/b912810RP5N/A$462,381.87
US TREASURY N/B 02/46 2.5912810RQ3N/A$461,907.90
Accenture PlcG1151C101ACN$461,349.81
Synnex Corporation87162W100SNX$461,234.04
The Progressive Corporation743315103PGR$459,764.58
Maricopa County Elementary School District No 28-kyrene Elementary/az567137ZH0N/A$455,246.79
Japan Tobacco Incorporated647453901N/A$450,273.85
SMALL BUSINESS ADMINISTRATION SBAP 2015 20E 183162CXA6N/A$450,140.86
The PNC Financial Services Group, Incorporated693475105PNC$444,000.78
Small Business Admin 2007 20j Partn Ctf83162CRH8N/A$432,812.90
Nxp Semiconductors Nv Common StockN6596X109NXPI$429,483.18
U.S. Treasury N/b912810RK6N/A$429,309.35
Gildan Activewear Incorporated375916103GIL$427,754.46
Abbott Laboratories002824100ABT$427,065.73
CarMax, Incorporated143130102KMX$424,398.88
AbbVie Incorporated00287Y109ABBV$421,993.10
U.S. Treasury N/b912828P46N/A$416,796.84
Constellation Brands, Incorporated21036P108STZ$415,482.98
Minnesota Life Insurance604074AA2N/A$412,829.23
Commercial Mortgage Pass-through Cert12622DAC8N/A$407,912.67
AmerisourceBergen Corporation03073E105ABC$406,855.91
Praxair, Incorporated74005P104PX$406,198.26
Becton, Dickinson and Company075887109BDX$405,765.03
Cardinal Health, Incorporated14149Y108CAH$404,127.54
The Estee Lauder Companies Incorporated?Class A518439104EL$403,465.15
Regeneron Pharmaceuticals, Incorporated75886F107REGN$401,852.66
Dr Pepper Snapple Group Incorporated26138E109DPS$400,858.42
Mattel Incorporated577081102MAT$400,158.61
TD Ameritrade Holding Corporation87236Y108AMTD$399,236.01
Mass Inst.57571KAB0N/A$397,455.10
Parker Hannifin Corporation701094104PH$396,571.33
FED HM LN PC POOL G07849 FG 05/44 FIXED 3.53128MABS7N/A$396,192.92
Danaher Corporation235851102DHR$396,083.66
Gnma21H030658N/A$394,402.12
Bok Financial Corp05561Q201BOKF$390,162.81
WALGREENS BOOTS ALLIANCE INC COMMON STOCK USD.01931427108WBA$390,026.28
American Express Company025816109AXP$389,528.17
Chase Capital Jpm16162LAA1N/A$388,307.58
ConocoPhillips20825C104COP$387,020.49
Intuitive Surgical Inccomm46120E602ISRG$386,072.50
VF Corporation918204108VFC$383,981.61
Harman International Industries, Incorporated413086109HAR$383,941.01
AIA Group LimitedB4TX8S909N/A$382,898.12
FED HM LN PC POOL G07787 FG 08/44 FIXED 43128M96Y3N/A$381,286.10
ServiceNow, Incorporated81762P102NOW$377,481.48
O'Reilly Automotive, Incorporated67103H107ORLY$377,409.77
Sherwin-Williams Company824348106SHW$377,353.91
SMALL BUSINESS ADMINISTRATION SBIC 2014 10A 1831641FA8N/A$376,503.09
Manufactureres And Traders564759PS1N/A$370,295.12
Aon PLC Common Stock Usd.01G0408V102AON$368,884.56
BANK OF AMERICA CORP SR UNSECURED 04/24 406051GFF1N/A$368,043.53
Electronic Arts Incorporated285512109EA$366,859.25
Tips912828K33N/A$364,397.25
Prologis Incorporated Reit Usd.0174340W103PLD$363,777.52
Scripps Networks Interactive Incorporated811065101SNI$358,417.31
Jarden Corporation471109108JAH$354,804.78
Liberty Global plcG5480U120LBTYK$352,522.09
Cigna Corporation125509109CI$351,624.89
UBS Pfd Funding Tr V Series 190264AAA7N/A$350,729.42
Renaissance Holdings LimitedG7496G103RNR$350,030.31
Delta Air Lines, Incorporated247361702DAL$349,579.78
Aercap Holdings NvN00985106AER$348,551.25
Intel Corporation458140100INTC$347,667.85
FORD CREDIT AUTO OWNER TRUST/F FORDR 2015 2 A 144A34530WAA5N/A$345,939.14
GS MORTGAGE SECURITIES TRUST GSMS 2013 GC14 A536198FAE2N/A$342,437.33
Arthur J Gallagher & Company363576109AJG$341,540.61
Norfolk Southern Corporation655844108NSC$339,943.12
Raytheon Company755111507RTN$338,382.18
Comcast Corporation20030N101CMCSA$338,075.73
PepsiCo, Incorporated713448108PEP$336,985.82
COMM MORTGAGE TRUST COMM 2013 CR13 A412630BBA5N/A$334,019.54
Yum! Brands Incorporated988498101YUM$331,131.59
Concho Resources Incorporated20605P101CXO$330,973.41
Cerner Corporation156782104CERN$330,087.86
Cabot Corporation127055101CBT$329,813.52
Carnival Corporation143658300CCL$329,534.16
Skyworks Solutions, Incorporated83088M102SWKS$326,970.09
Cisco Systems, Incorporated17275R102CSCO$325,926.12
Affiliated Managers Group, Incorporated008252108AMG$325,592.90
ConAgra Foods Incorporated205887102CAG$322,890.88
FNF Group Tracking Stk Usd.000131620R303FNF$321,986.20
Nlv Financial 144a65486AAA1N/A$321,504.18
Intercontinental Exchange, Inc.45866F104ICE$321,427.65
Commercial Mortgage Pass Throu Comm 2012 Cr3 A312624PAE5N/A$320,125.21
Te Connectivity Ltd Common Stock Chf1.55H84989104TEL$319,809.50
FNMA POOL AN0573 FN 03/23 FIXED 2.93138LCT70N/A$316,317.90
Atmos Energy Corpporation049560105ATO$314,429.92
Curtiss-wright Corp231561101CW$313,962.06
Kansas City Southern485170302KSU$313,618.14
U.S. Treasury N/b912828P53N/A$312,889.24
NORTH CAROLINA ST EDU ASSISTAN NCSSTD 10/41 FLOATING VAR658262GA2N/A$311,666.68
World Fuel Services Corporation981475106INT$311,099.36
County of Cherokee GA164231KQ4N/A$310,891.57
VEREIT INC REIT USD.0192339V100VER$310,494.18
Deutsche Boerse702196908N/A$310,045.58
HCA Holdings, Incorporated40412C101HCA$308,854.76
FNMA POOL AM9549 FN 09/23 FIXED 2.733138LATF6N/A$308,738.50
FNMA POOL AN0460 FN 12/23 FIXED 2.853138LCQN8N/A$308,713.85
FNMA POOL AL6577 FN 11/22 FIXED VAR3138EPJX3N/A$306,551.65
Suntrust Banks Incorporated867914103STI$305,637.96
Allianz SE523148906ALV$305,155.27
IBM Corporation459200101IBM$304,583.15
SMALL BUSINESS ADMINISTRATION SBAP 2015 20F 183162CXB4N/A$303,433.29
FNMA POOL AM7892 FN 01/23 FIXED 2.733138L8XW9N/A$302,933.87
Corestates Capital Trust218694AA5N/A$302,504.13
SMALL BUSINESS ADMINISTRATION SBIC 2015 10B 1831641FE0N/A$302,033.39
Csfb Corp 2004-ar522541SJJ8N/A$299,395.26
Donaldson Company Incorporated257651109DCI$297,856.76
MISSISSIPPI HIGHER EDUCATION A MHEAC 2014 1 A160535YAA1N/A$296,932.23
Gs Mortgage Securities Corpora Gsms 2012 Gcj7 A436192KAT4N/A$295,960.33
COMM MORTGAGE TRUST COMM 2013 CR12 ASB12591KAC9N/A$295,614.84
FMC Corporation302491303FMC$295,380.63
TreeHouse Foods, Incorporated89469A104THS$293,384.38
Oracle Corporation68389X105ORCL$293,255.67
MORGAN STANLEY BAML TRUST MSBAM 2014 C15 ASB61763KAY0N/A$293,232.37
FNMA POOL AM5333 FN 06/21 FIXED 3.313138L54T4N/A$292,938.96
MONSTER BEVERAGE CORP COMMON STOCK61174X109MNST$292,692.43
GS MORTGAGE SECURITIES TRUST GSMS 2011 GC5 A436191YBB3N/A$292,554.50
BARCLAYS DRYROCK ISSUANCE TRUS DROCK 2014 3 A06742LAE3N/A$292,460.27
CNH EQUIPMENT TRUST CNH 2015 A A412592WAD0N/A$292,249.43
Comm_12-cr212624KAD8N/A$289,789.75
Morgan Stanley Capital I Msc 2011 C3 A461760RBB7N/A$289,404.80
FNMA POOL AM4294 FN 10/20 FIXED 2.783138L4XY4N/A$288,357.97
McGraw Hill Financial, Incorporated580645109MHFI$287,904.46
Federal National Mortgage Association3138MLGF5N/A$287,711.32
SMALL BUSINESS ADMINISTRATION SBAP 2013 20J 183162CVV2N/A$287,574.17
Small Business Admin 2006 20b Partn Ctf83162CQB2N/A$287,268.83
Jpmbb Commercial Mortgage Secu Jpmbb 2013 C12 Asb46639NAR2N/A$286,992.76
Linde AG574081907LIN$286,934.80
Harris Corporation413875105HRS$286,651.19
AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2014 2 A02582JGS3N/A$286,317.00
Capital Auto Receivables Asset Afin 2014 3 A313975JAC6N/A$285,804.50
Equity Residential29476L107EQR$285,513.05
Biomarin Pharmaceutical09061G101BMRN$284,149.82
U.S. Treasury N/b912828M72N/A$283,627.63
Mallinckrodt Plc Common Stock Usd.2G5785G107MNK$283,153.49
SMALL BUSINESS ADMINISTRATION SBAP 2015 20C 183162CWX7N/A$282,586.41
Quintiles Transnational Hold Common Stock Usd.0174876Y101Q$281,850.74
First Republic Bank/San Francisco33616C100FRC$281,693.02
Altria Group Incorporated02209S103MO$279,105.24
MORGAN STANLEY CAPITAL I TRUST MSC 2011 C2 A4 144A617459AD4N/A$278,092.48
Gsms 2011 Gc3 A4 03/44 Fixed36248FAG7N/A$276,051.79
Capital Auto Receivables Asset Afin 2014 2 A313975HAC0N/A$275,445.72
HD SUPPLY HOLDINGS INC COMMON STOCK USD.0140416M105HDS$275,112.86
FNMA POOL AM4384 FN 09/19 FIXED 2.573138L42S1N/A$274,731.90
FNMA POOL AM4383 FN 09/19 FIXED 2.573138L42R3N/A$274,423.62
The Charles Schwab Corporation808513105SCHW$272,908.30
Abb Treasury Center Usa Fixed 400038AAB9N/A$272,874.61
FNMA POOL AL6576 FN 06/22 FIXED VAR3138EPJW5N/A$271,855.64
Endurance Specialty HoldingsG30397106ENH$270,244.87
Tips912828B25N/A$269,915.23
Unilever PLC Ord Gbp0.031111B10RZP905ULVR$269,041.13
ABAY LEASING 2014 LLC US GOVT GUAR 11/26 2.65400258HAA9N/A$267,310.34
Ohio Cnty W Va Cnty Commn Spl Ohigen 03/35 Fixed67732PAF5N/A$266,537.70
Sabmiller Holdings Incorporated Notes 144a 3.7578573AAA8N/A$265,963.63
Danone Eur0.25B1Y9TB906BN$265,869.20
Syngenta AG Chf0.10435664909SYNN$264,769.24
Tips912828VM9N/A$263,062.24
PAYPAL HOLDINGS INC COMMON STOCK USD.000170450Y103PYPL$262,673.80
The Priceline Group Incorporated741503403PCLN$262,102.89
LKQ Corporation501889208LKQ$261,021.90
Wal-Mart Stores Incorporated931142103WMT$260,966.18
United Continental Holdings, Incorporated910047109UAL$260,565.63
SKECHERS U.S.A., Incorporated?Cl A830566105SKX$259,664.02
Tips912828UH1N/A$259,607.74
Bae Systems PLC Sr Unsecured 144a 4.7505523RAB3N/A$257,914.27
Schlumberger Limited806857108SLB$257,802.19
Amgen Incorporated031162100AMGN$256,531.45
Harris Cnty TX Har Fixed414005SA7N/A$255,498.87
FNMA POOL AN0754 FN 01/26 FIXED 3.083138LCZU2N/A$254,098.74
JC Penney Company Incorporated708160106JCP$252,679.62
Fhlmc02R040664N/A$252,612.48
Federal National Mortgage Association31392GEN1N/A$252,425.85
Tips912828TE0N/A$252,011.55
MMAF EQUIPMENT FINANCE LLC MMAF 2015 AA A4 144A55315GAD0N/A$251,875.38
Nippon Telegraph and Telephone Corporation664137007N/A$250,973.36
MOTEL 6 TRUST MOTEL 2015 MTL6 B 144A61974QAL0N/A$250,432.76
Marriott International Incorporated571903202MAR$249,732.06
Linear Technology Corporation535678106LLTC$248,293.19
Diageo PLC ADR25243Q205DEO$247,530.94
MEDNAX INC COMPANY GUAR 144A 12/23 5.2558502BAA4N/A$247,514.77
Small Business Administration Sbap 2013 20a 183162CVG5N/A$246,721.61
Federal National Mortgage Association31394ALN4N/A$246,074.94
Ww Grainger Incorporated384802104GWW$243,239.55
Honeywell International Incorporated438516106HON$242,740.93
TENCENT HOLDINGS LTD UNS ADR ADR88032Q109TCEHY$242,688.34
Splunk Incorporated Common Stock848637104SPLK$241,519.04
BP p.l.c.079805909N/A$241,159.77
SOUTH CAROLINA STUDENT LOAN CO SCSLC 2014 1 B83715RAG7N/A$240,645.15
PETROLEOS MEXICANOS US GOVT GUAR 02/24 2.8371654QBL5N/A$240,015.88
American Tower Corporation03027X100AMT$238,920.42
Pebblebrook Hotel Trust Common Stock70509V100PEB$237,178.40
Tips912828C99N/A$236,761.64
Liberty Global PLC A Common Stock Usd.01G5480U104LBTYA$236,433.76
Palo Alto Networks Incorporated Common Stock Usd.0001697435105PANW$234,966.16
Tyco Electronics Group SA902133AM9N/A$234,735.01
Netflix, Incorporated64110L106NFLX$233,109.98
Tips912828H45N/A$232,774.12
Rockwell Collins Incorporated774341101COL$231,248.45
Tips912828SA9N/A$230,886.53
FNMA31409VZV8N/A$230,602.56
NTT Docomo Npv612927905N/A$230,041.66
Texas St882722VP3N/A$229,591.49
SMALL BUSINESS ADMINISTRATION SBAP 2014 20A 183162CWA7N/A$229,431.67
Red Hat, Incorporated756577102RHT$228,329.46
EXXON MOBIL CORPORATION SR UNSECURED 03/26 3.04330231GAT9N/A$224,915.35
Intl Consolidated Airlines Common Stock Eur.5B5M6XQ908IAG$223,654.23
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2010 C2 A3 144A46635GAE0N/A$222,863.50
Verisk Analytics, Incorporated92345Y106VRSK$221,301.12
King Cnty Wa Sch Dist 210 Fed Kinscd Fixed494890YF7N/A$221,171.98
Boston Ma Bos Fixed100853PB0N/A$221,161.96
France Telecom517617908ORA$220,821.13
Tips912828WU0N/A$220,600.93
TIPS912828QV5N/A$220,098.33
Lloyds Banking Group Plc Ord Gbp0.25087061008LLOY$217,327.39
Biogen Idec Incorporated09062X103BIIB$217,115.19
Actuant Corporation Company Guar00508XAF1N/A$216,137.01
Eqt Corporation26884LAA7N/A$216,008.44
Liberty Property Trust53117CAL6N/A$214,322.73
Olympus Corp Npv665880001N/A$211,869.24
Actelion Chf0.5 (regd)(post Subd)B1YD5Q900ATLN$210,207.95
GENERAL MOTORS CO SR UNSECURED 10/23 4.87537045VAE0N/A$210,102.96
Roche Holding Limited AG711038901ROG$209,790.54
NORTHWESTERN UNIVERSITY UNSECURED 12/44 4.643668444AC6N/A$209,368.98
TIPS912828PP9N/A$209,341.43
HP ENTERPRISE CO SR UNSECURED 144A 10/25 4.942824CAP4N/A$209,300.42
TSY INFL IX N/B 01/26 0.625912828N71N/A$207,183.01
SCOTTS MIRACLE GRO CO COMPANY GUAR 144A 10/23 6810186AL0N/A$206,153.75
Zodiac Aerospace Npv729433904ZC$205,506.26
UNITEDHEALTH GROUP INC SR UNSECURED 07/25 3.7591324PCP5N/A$205,240.20
Schlumberger Norge As Fixed80685PAA6N/A$204,602.18
Clear Creek TX Indep Sch Dist Clescd Fixed1845403R1N/A$204,489.03
OKLAHOMA ST WTR RESOURCE BRD R OKSWTR 04/23 FIXED 3.27167919PLM3N/A$204,190.29
Whirlpool Corporation963320106WHR$203,905.55
Kohl's Corporation500255104KSS$203,843.96
CUYAHOGA CNTY OH CUY 12/34 FIXED 6.03423223PCX3N/A$203,527.16
MONONGAHELA POWER CO 1ST MORTGAGE 144A 04/24 4.1610202BN2N/A$203,500.74
Imperial Tobacco Ord Gbp0.10045449907IMB$203,396.83
U.S. Treasury N/b912828Q45N/A$203,256.89
AT&T Inc Sr Unsecured00206RCV2N/A$202,765.30
TIPS912810FR4N/A$202,762.01
VERIZON COMMUNICATIONS SR UNSECURED 09/23 5.1592343VBR4N/A$202,480.48
Unilever N.V.904784709UN$201,834.77
WI Treasury Sec Fixed912828NM8N/A$201,642.70
Level 3 Communications Incorporated Common Stock Usd.0152729N308LVLT$201,142.26
Federal National Mortgage Association3138MLEZ3N/A$200,855.24
Duke University Taxable Series A264416AN8N/A$199,834.60
ROGERS COMMUNICATIONS IN COMPANY GUAR 10/23 4.1775109AY7N/A$199,823.94
Wells Fargo Govt MM Select Class 3802976RXG000N/A$199,584.87
Treasury Bill 04/16 0.00000912796HM4N/A$199,519.61
ServiceMaster Global Holdings, Incorporated81761R109SERV$198,806.33
FNMA31396PGQ8N/A$198,532.94
Beiersdorf AG Npv510740905BEI$198,090.95
Massachusetts St57582PWH9N/A$197,280.04
Morgan Stanley6174467P8N/A$197,239.36
Fortinet Incorporated Common Stock34959E109FTNT$197,079.09
REALTY INCOME CORP SR UNSECURED 08/23 4.65756109AP9N/A$196,711.13
Washington St93974CRF9N/A$196,324.80
Under Armour, Incorporated904311107UA$195,606.73
GS MORTGAGE SECURITIES TRUST GSMS 2013 GC16 A436248GAD2N/A$194,874.04
CCO SAFARI II LLC SR SECURED 144A 07/25 4.908161175AM6N/A$194,509.31
U.S. Treasury N/b 0.75912828UU2N/A$194,261.61
MEMORIAL SLOAN KETTERING SR UNSECURED 07/55 4.2586054AC2N/A$192,849.01
NORTHERN STATES PWR WISC 1ST MORTGAGE 06/24 3.3665789AY9N/A$192,663.79
Amerigas Finance Llc/cor Company Guar 7.03077JAB6N/A$192,588.03
Hertz Global Holdings, Incorporated42805T105HTZ$192,509.89
Rio Tinto Fin Usa Ltd Fixed 3.75767201AQ9N/A$192,506.40
Vertex Pharmaceuticals Incorporated92532F100VRTX$192,412.46
SHELL INTERNATIONAL FIN COMPANY GUAR 08/23 3.4822582AX0N/A$192,221.27
TEXAS HEALTH RESOURCES SECURED 11/55 4.33882484AA6N/A$192,204.36
Bp Capital Markets PLC05565QBP2N/A$191,837.25
OSHKOSH CORP COMPANY GUAR 03/22 5.375688225AG6N/A$191,178.85
Briggs + Stratton Corp Fixed109043AG4N/A$190,709.12
FNMA POOL AN0665 FN 02/26 FIXED 3.073138LCW35N/A$190,405.84
Tsmc Global Ltd Sr Unsecured 144a872882AC9N/A$189,335.47
Canadian Pacific Railway Limited13645T100CP$189,330.31
U.S. Treasury Bond912810FT0N/A$189,117.43
CNH INDUSTRIAL CAPITAL L COMPANY GUAR 07/19 3.37512592BAB0N/A$188,567.17
SERVICE CORP INTL SR UNSECURED 01/22 5.375817565BZ6N/A$188,492.01
PLAINS ALL AMER PIPELINE SR UNSECURED 10/25 4.6572650RBJ0N/A$188,386.58
Wpp PLC Common Stock Gbp.1B8KF9B904WPP$188,370.46
CONCHO RESOURCES INC COMPANY GUAR 01/22 6.520605PAC5N/A$187,421.04
Sanofi S.A.567173901SAN$187,109.76
Simon Property Group Incorporated828806109SPG$186,939.43
ARKANSAS ST ARS 07/21 FIXED 2.605041042WT5N/A$185,162.34
The Western Union Company959802109WU$184,385.70
Ball Corp Senior Notes 5.058498AR7N/A$183,256.12
Ecolab Inc.278865AL4N/A$182,632.56
Otter Tail Corp Fixed 9689648AR4N/A$182,629.55
Devon Energy Corporation25179M103DVN$182,144.17
Ntc Capital I629394AA5N/A$181,502.48
CIMAREX ENERGY CO COMPANY GUAR 05/22 5.875171798AB7N/A$181,137.02
U.S. Treasury N/b912828PC8N/A$180,896.97
Vessel Management Servic U.S. Govt Guar 08/36925387AF9N/A$180,251.38
Clean Harbors Incorporated Company Guar184496AJ6N/A$179,731.29
CONOCOPHILLIPS COMPANY COMPANY GUAR 11/24 3.3520826FAD8N/A$179,164.20
Arm Holdings PLC Spons ADR ADR Npv042068106ARMH$178,626.30
Georgia Pacific LLC Sr Unsecured 144a37331NAD3N/A$177,392.14
United Technologies Corporation913017109UTX$177,145.50
Citrix Sytems, Incorporated177376100CTXS$176,978.57
Seagate Hdd Cayman Company Guar81180WAH4N/A$176,449.78
IPALCO ENTERPRISES INC SR SECURED 07/20 3.45462613AK6N/A$176,022.33
Royal Dutch Shell plcB03MM4906RDSB$175,023.25
Pearson Dlr Fin Two PLC Gtd Sr Nt 144a705010AB2N/A$174,974.38
Missouri High Ed Student Ln Frn606072KS4N/A$174,595.56
Swiss Re Ltd Common StockACI00MQT5SREN$174,261.37
Deere + Company Sr Unsecured244199BE4N/A$174,182.15
QUALCOMM Incorporated747525103QCOM$173,920.15
U.S. Treasury N/b912828C57N/A$173,492.63
Wesco International Incorporated95082P105WCC$171,978.38
Bae Systems Ord Gbp0.025026349902N/A$171,063.91
TIPS912828UX6N/A$170,780.28
Wirecard AG Npv750892903WDI$170,507.56
Sealed Air Corporation Sr Unsecured 144a81211KAS9N/A$169,853.25
CNH EQUIPMENT TRUST CNH 2014 A A312591BAC9N/A$169,080.17
Federal National Mortgage Association31393AP92N/A$168,786.66
G-III Apparel Group, Limited36237H101GIII$168,541.59
Baidu, Incorporated, ADR056752108BIDU$167,614.32
MARATHON OIL CORP SR UNSECURED 06/25 3.85565849AL0N/A$167,000.63
National Capital Commerce Inc635454AC5N/A$166,847.00
TIPS912828JE1N/A$166,510.85
Baker Hughes Incorporated057224107BHI$166,284.08
Potlatch Corporation Fixed737630AB9N/A$166,195.64
Lamar Media Corp Company Guar513075BB6N/A$166,114.22
SBA Communications Corporation78388J106SBAC$165,405.49
PRES + FELLOWS OF HARVAR UNSECURED 10/38 5.625740816AD5N/A$165,212.35
Ball Corporation058498106BLL$165,148.95
Small Business Administration83162CQL0N/A$164,376.56
Brinker International, Incorporated109641100EAT$162,828.17
HSBC BANK PLCBYRPPW904N/A$161,672.30
Eli Lilly & Company532457108LLY$159,458.61
Kraft Foods Group Incorporated Sr Unsecured50076QAZ9N/A$157,898.14
ALASKA ST AKS 08/33 FIXED 5.742011770U44N/A$157,850.79
Lowe's Companies, Incorporated548661107LOW$157,700.93
SIMON PROPERTY GROUP LP SR UNSECURED 10/24 3.375828807CS4N/A$157,323.04
ANHEUSER BUSCH INBEV FIN COMPANY GUAR 02/26 3.65035242AP1N/A$157,223.43
Herbalife LtdG4412G101HLF$156,908.56
Erp Operating LP Sr Unsecured26884AAZ6N/A$156,735.77
Mondelez International Incorporated A Common Stock Npv609207105MDLZ$156,355.45
TSY INFL IX N/B 02/45 0.75912810RL4N/A$155,816.49
VONOVIA SE COMMON STOCKBBJPFY900VNA$155,573.87
BECTON DICKINSON AND CO SR UNSECURED 12/24 3.734075887BF5N/A$154,753.23
INDIANAPOLIS IN LOCAL PUBLIC I INPBBK 01/30 FIXED 5.85445528S4Y9N/A$154,691.72
GNMA II POOL MA3455 G2 02/46 FIXED 436179RZU6N/A$154,403.89
Baltimore Cnty Md Bal 08/32 Fixed05914FMM9N/A$154,219.24
Federal Home Loan Mortgage Company02R032653N/A$153,594.93
Alcoa Incorporated Fixed013817AV3N/A$152,708.59
Axalta Coating Systems LimitedG0750C108AXTA$152,409.92
Ono Pharmaceutical Jpy50666010004N/A$151,488.58
MarketAxess Holdings Incorporated57060D108MKTX$151,112.20
U.S. Bancorp902973304USB$150,801.69
FNMA POOL AN0502 FN 01/28 FIXED 3.353138LCRY3N/A$150,008.40
MINNETONKA MN INDEP SCH DIST MTKSCD 01/24 FIXED 2.55604195VC8N/A$148,902.78
Federal National Mortgage Association3138MQDN0N/A$148,535.88
Federal National Mortgage Association31385XLY1N/A$148,290.72
Jabil Circuit Incorporated466313AD5N/A$148,019.75
Proofpoint, Incorporated743424103PFPT$147,053.02
WI Treasury Sec912828UR9N/A$146,957.13
TSY INFL IX N/B 02/44 1.375912810RF7N/A$146,588.54
TIPS912810FD5N/A$145,625.80
KeyCorp493267108KEY$144,984.92
Daimler AG552902900DAI$144,491.34
Hilton Worldwide Holdings In Common Stock Usd.0143300A104HLT$143,659.13
Ngk Insulators Jpy50661950006N/A$142,950.60
Entergy Texas Incorporated29365TAA2N/A$142,306.59
Dow Chemical Company260543103DOW$141,422.40
Udr Incorporated Company Guar90265EAG5N/A$141,014.50
Magna International Incorporated?Cl A559222955MG$140,855.34
Taiwan Semiconductor Manufacturing Company Limited688910900N/A$140,311.92
Acadia Healthcare Company, Incorporated, Common Stock00404A109ACHC$139,658.09
EOG Resources, Incorporated26875P101EOG$138,668.34
Toyota Motor Corporation690064001N/A$138,178.70
AT+T INC SR UNSECURED 05/46 4.7500206RCQ3N/A$136,887.59
Occidental Petroleum Corporation674599105OXY$135,902.85
OHIO ST OHS 10/21 FIXED 3.379677521NY8N/A$135,285.11
Gas Natural Sdg Eur1565042900GAS$135,179.58
Avista Corp05379B107AVA$134,200.43
GOLDMAN SACHS GROUP INC SR UNSECURED 01/25 3.538148LAC0N/A$134,070.71
Charter Communication-a16117M305CHTR$134,056.46
Burlingtn North Santa Fe Fixed 3.4512189LAF8N/A$133,977.26
TIME WARNER INC COMPANY GUAR 07/25 3.6887317AW5N/A$133,774.70
Great River Energy39121JAA8N/A$133,707.52
WellCare Health Plans, Incorporated94946T106WCG$133,285.32
RSP PERMIAN INC COMMON STOCK USD.0174978Q105RSPP$133,167.78
King Cnty Wa Kin Fixed49474E3X9N/A$133,091.45
Sequoia Mortgage Trust81743VAA1N/A$132,454.06
HealthEquity, Incorporated, Common Stock42226A107HQY$132,402.20
DAIMLER FINANCE NA LLC COMPANY GUAR 144A 08/18 2.375233851BA1N/A$132,388.61
Lockheed Martin Corporation539830109LMT$132,387.62
TIPS912810FH6N/A$132,059.67
Time Warner Cable Incorporated?Cl A88732J207TWC$131,864.61
Time Warner Incorporated887317303TWX$130,415.38
INTERCONTINENTAL HOTELS GROU COMMON STOCK GBP.158055ACI08MBH9IHG$130,348.80
ALLINA HEALTH SYSTEM UNSECURED 11/45 4.80501959LAA0N/A$130,294.01
Pernod Ricard Npv468232004RI$129,387.47
Chevron Corporation Sr Unsecured166764AH3N/A$129,168.76
BANK OF NEW YORK MELLON SR UNSECURED 09/24 3.2506406HCX5N/A$129,087.72
WILLIAM CARTER COMPANY GUAR 08/21 5.2596926JAA5N/A$128,705.17
EMD FINANCE LLC COMPANY GUAR 144A 03/22 2.9526867LAG5N/A$127,922.04
Loreal Eur0.2405780909OR$127,762.16
PRES + FELLOWS OF HARVAR SR UNSECURED 10/31 3.529740816AK9N/A$127,751.56
Thermo Fisher Scientific Incorporated883556102TMO$127,641.90
CREDIT SUISSE NEW YORK SR UNSECURED 09/24 3.62522546QAP2N/A$127,056.74
On Assignment, Incorporated682159108ASGN$126,979.80
BAYER US FINANCE LLC COMPANY GUAR 144A 10/24 3.37507274EAG8N/A$126,827.41
E.I. du Pont De Nemours & Company263534109DD$125,567.59
Super Micro Computer Incorporated86800U104SMCI$125,382.20
BANK OF NOVA SCOTIA SUBORDINATED 12/25 4.5064159HB5N/A$125,106.81
Procter&gamble CO742718CB3N/A$124,928.52
TIPS912810FS2N/A$124,834.58
BT Group plc309135903N/A$124,167.66
Federal National Mortgage Association31392B6U5N/A$124,085.84
NextEra Energy, Incorporated65339F101NEE$124,005.12
Western Alliance Bancorp957638109WAL$123,818.47
Equity Commonwealth Reit294628102EQC$123,545.01
WASTE MANAGEMENT INC COMPANY GUAR 03/25 3.12594106LBA6N/A$123,288.93
TIPS912810PZ5N/A$122,762.76
Grupo Televisa, S.A.B.40049J206TV$122,445.50
FEDEX CORP COMPANY GUAR 01/24 431428XAY2N/A$122,127.38
TIPS912810QV3N/A$121,965.55
Royal Caribbean Cruises LimitedV7780T103RCL$121,772.86
WESTROCK CO COMMON STOCK96145D105WRK$121,635.33
Icon PLC Common Stock Eur.06G4705A100ICLR$121,371.75
ARIZONA ST SCH FACS BRD COPS AZSEDU 09/19 FIXED 2.37804057PJQ2N/A$120,526.01
Public Storage Inc.74460D109PSA$120,211.94
Scholastic Corporation807066105SCHL$120,159.32
Ford Motor Company345370860F$119,737.41
Sainsbury(j) Ord Gbp0.28571428 (post RecB019KW907SBRY$119,733.86
ACTAVIS FUNDING SCS COMPANY GUAR 03/35 4.5500507UAT8N/A$119,172.80
JOHNSON MATTHEY PLC COMMON STOCK GBP1.109245BZ4BQC900JMAT$118,771.74
Federal National Mortgage Association31393U4Q3N/A$118,455.30
NEWELL RUBBERMAID INC SR UNSECURED 04/21 3.15651229AU0N/A$118,429.27
EMC Corporation268648102EMC$118,046.69
TIPS912810PS1N/A$117,489.60
ORACLE CORP SR UNSECURED 07/24 3.468389XAU9N/A$117,306.41
NEWFIELD EXPLORATION CO SR UNSECURED 07/24 5.625651290AQ1N/A$116,962.00
Swedbank Ab Ser A Npv484652904SWEDA$116,748.12
VALMONT INDUSTRIES INC COMPANY GUAR 10/44 5920253AF8N/A$116,448.92
U.S. Treasury Bond - Inflation Protected912810PV4N/A$116,142.08
PETROLEOS MEXICANOS COMPANY GUAR 01/45 6.37571654QBR2N/A$116,116.49
Talmer Bancorp Inc CL A Common Stock USD1.087482X101TLMR$116,010.42
Sprouts Farmers Market, Incorporated85208M102SFM$115,997.54
The Goldman Sachs Group, Incorporated38141GGS7N/A$115,669.66
Generac Holdings Incorporated368736104GNRC$113,840.83
Federal National Mortgage Association31393EP37N/A$113,706.85
Great Western Bancorp Inc Common stock USD.01391416104GWB$113,542.07
Employers Holdings Incorporated292218104EIG$112,871.17
Target Corporation87612E106TGT$112,729.53
ORACLE CORP SR UNSECURED 05/22 2.568389XBB0N/A$112,563.90
TEXAS ST A M UNIV SYS BRD OF TXSHGR 05/28 FIXED 3.10688213ADV4N/A$112,497.77
PETROLEOS MEXICANOS US GOVT GUAR 02/24 2.2971654QBP6N/A$112,438.79
NOBLE CORP PLC COMMON STOCK USD.01G65431101NE$112,289.12
Mentor Graphics Corporation587200106MENT$112,100.94
Boston Properties Incorporated Fixed10112RAQ7N/A$112,100.64
Henkel AG + CO Kgaa Non Vtg Prf Npv507670909N/A$112,090.07
PACIFIC LIFECORP SR UNSECURED 144A 02/20 6694476AC6N/A$111,973.07
Ramco-gershenson Propertie751452202RPT$111,748.15
WI Infl Idx N/b Fixed912828MF4N/A$111,738.16
PARSLEY ENERGY INC CLASS A COMMON STOCK USD.01701877102PE$111,591.08
Kimberly-Clark Corporation494368103KMB$110,440.10
MASS INSTITUTE OF TECH UNSECURED 07/38 3.959575718AE1N/A$109,745.94
FLORIDA GAS TRANSMISSION SR UNSECURED 144A 07/25 4.35340711AW0N/A$109,475.26
Corporate Office Propertie22002T108OFC$108,791.93
GS MORTGAGE SECURITIES TRUST GSMS 2013 GC12 AAB36197XAL8N/A$108,769.71
Stifel Financial Corpcommo860630102SF$108,747.79
Air Lease Corp Common Stock Usd.0100912X302AL$108,385.72
GS MORTGAGE SECURITIES TRUST GSMS 2013 GC10 AAB36192CAF2N/A$108,235.88
INOGEN INC COMMON STOCK USD.00145780L104INGN$108,030.16
Urban Outfitters Incorporated917047102URBN$107,941.28
Privatebancorp Incorporated742962103PVTB$107,715.49
Sterling Bancorp/De Common Stock85917A100STL$107,635.76
BERKSHIRE HATHAWAY INC SR UNSECURED 03/23 2.75084670BR8N/A$107,338.67
Callon Petroleum Company13123X102CPE$107,140.39
Highwoods Properties Inc431284108HIW$106,852.49
Primerica Incorporated Common Stock74164M108PRI$106,577.43
Interxion Holding N.V. Common StockN47279109INXN$106,496.75
Total S.A.B15C55900FP$106,348.14
KRAFT HEINZ CO/THE COMMON STOCK USD.01500754106KHC$106,268.53
TOTAL CAPITAL INTL SA COMPANY GUAR 01/24 3.789153VAG4N/A$106,238.25
Rockwell Automation Incorporated773903109ROK$106,045.88
Brit Amer Tobacco Ord Gbp0.25028758902BATS$105,594.65
MORGAN STANLEY SUBORDINATED 04/27 3.9561761JZN2N/A$104,994.12
AvalonBay Communities Incorporated053484101AVB$104,633.54
Express Scripts Holding Company30219G108ESRX$104,394.79
Quad Graphics Incorporated Common Stock747301109QUAD$104,293.52
Webster Financial Corp947890109WBS$104,257.29
COLUMBIA PIPELINE GROUP COMPANY GUAR 144A 06/18 2.45198280AA7N/A$104,175.48
GRIFOLS SA ADR ADR398438408GRFS$103,658.90
TRANS ALLEGHENY INTERSTA SR UNSECURED 144A 06/25 3.85893045AE4N/A$103,571.00
U.S. Bancorp Subordinated 2.9591159JAA4N/A$102,887.98
Renasant Corp75970E107RNST$102,630.53
Delhaize Group Npv426211009DELB$102,419.27
Bankunited Incorporated06652K103BKU$102,376.01
Thor Industries Inc885160101THO$102,366.07
Dominion Resources Incorporated25746U109D$101,926.35
Envestnet, Incorporated29404K106ENV$101,839.21
Caterpillar Incorporated149123101CAT$101,398.65
Sk Telecom Krw500622487908N/A$101,230.68
IMAX Corporation45245E109IMAX$101,062.46
VORNADO REALTY LP SR UNSECURED 06/19 2.5929043AH0N/A$101,058.58
SHELL INTERNATIONAL FIN COMPANY GUAR 05/25 3.25822582BD3N/A$101,030.52
General Motors CO Common Stock Usd.0137045V100GM$100,496.63
Renault (regie Nationale) Eur3.81471279901RNO$100,195.48
LOCKHEED MARTIN CORP SR UNSECURED 01/26 3.55539830BH1N/A$100,041.93
Phillips 66718546104PSX$100,041.46
Union Pacific Corp907818DB1N/A$99,980.62
Swiss Life Holding AG Chf17(regd)743780900SLHN$99,979.55
NEVRO CORP COMMON STOCK USD.00164157F103NVRO$99,850.34
Muenchener Rueckver AG529412900N/A$99,768.09
U.S. Treasury N/b912828A42N/A$99,707.10
SOUTHWESTERN ENERGY CO SR UNSECURED 01/25 4.95845467AL3N/A$99,532.00
LVMH Eur0.30406141903MC$99,436.59
The Spectranetics Corporation84760C107SPNC$99,035.93
Qlik Technologies Incorporated Common Stock74733T105QLIK$98,967.48
US TREASURY N/B 02/21 2912828B90N/A$98,938.79
Zurich Insurance Group Limited598381903ZURN$98,875.42
MAGELLAN MIDSTREAM PARTN SR UNSECURED 03/26 5559080AK2N/A$98,276.70
Wabco Holdings Incorporated92927K102WBC$98,096.09
Cirrus Logic Incorporated172755100CRUS$97,925.59
Select Medical Holdings Corp81619Q105SEM$97,816.00
Blackrock Incorporated09247X101BLK$97,805.77
XCERRA CORP COMMON STOCK USD.0598400J108XCRA$97,589.68
Scor S.e. Eur7.876972 (post Cons)B1LB9P906SCR$96,970.72
Nissan Motor CO Npv664286002N/A$96,727.70
Chemtura Corp163893209CHMT$96,380.82
Credit Suisse Group AG717158901CSGN$96,350.10
Biostime International Holdi Common Stock Hkd.01B4ZB3G901N/A$96,243.72
Teck Resources Ltd878744AA9N/A$96,200.07
Telenet Grp Hldg NpvB0LKSK908TNET$96,072.39
Darling International Incorporated237266101DAR$96,048.04
PIONEER NATURAL RESOURCE SR UNSECURED 01/26 4.45723787AM9N/A$95,988.61
FED HM LN PC POOL G07786 FG 08/44 FIXED 43128M96X5N/A$95,939.61
The Kroger Company501044101KR$95,710.10
Microsemi Corporation595137100MSCC$95,550.33
United Technologies Corp Sr Unsecured913017BV0N/A$95,522.16
Avalonbay Communities In Sr Unsecured 2.9505348EAQ2N/A$95,404.57
Schulman A Inc808194104SHLM$94,898.36
FedEx Corporation31428X106FDX$94,886.68
Boston Properties LP Sr Unsecured10112RAT1N/A$94,338.18
Brandywine Realty Trustrei105368203BDN$94,293.00
Tencent Holdings Limited Common StockBMMV2K903N/A$94,129.62
ANADARKO PETROLEUM CORP SR UNSECURED 03/26 5.55032511BN6N/A$93,802.90
Rpc Incorporated749660106RES$93,713.72
Q2 Holdings Inc Common Stock74736L109QTWO$93,698.95
Horace Mann Educators Corporation440327104HMN$93,643.91
Automatic Data Processing, Incorporated053015103ADP$93,361.92
Autoliv, Inc.524737905ALIV$93,232.45
Lend Lease Group Npv651200008LLC$92,785.57
SPS Commerce, Incorporated78463M107SPSC$92,172.82
Kindred Healthcare Inc494580103KND$91,939.20
Monsanto Company61166W101MON$91,698.00
FNMA POOL AS6175 FN 11/45 FIXED 3.53138WF2H8N/A$91,245.90
Apogee Enterprises, Inc.037598109APOG$91,226.48
Baloise Hldgs Chf0.1 Regd712459908BALN$91,131.22
Bancorpsouth Incorporated059692103BXS$90,986.35
Pinnacle Financial Partners72346Q104PNFP$90,933.74
KITE REALTY GROUP TRUST REIT USD.0149803T300KRG$90,624.14
Ulta Salon Cosmetics & Fragrance Incorporated90384S303ULTA$90,442.13
Argan Incorporated04010E109AGX$90,388.65
Jabil Circuit Incorporated466313103JBL$90,325.76
Bank of New York Mellon Corporation064058100BK$90,139.63
Resona Holdings Incorporated Npv642155907N/A$90,028.68
Portland General Electric Company736508847POR$89,874.53
Akzo Nobel N.V.545831901AKZA$89,865.87
WORLDPAY GROUP PLC COMMON STOCK GBP.03BYYK2V904WPG$89,838.00
WageWorks, Incorporated930427109WAGE$89,745.92
Ascena Retail Group Incorporated04351G101ASNA$89,685.04
HALLIBURTON CO SR UNSECURED 11/25 3.8406216BG5N/A$89,553.92
Siemens AG572797900SIE$89,466.81
Verifone Holdings Incorporated92342Y109PAY$89,421.91
New Aetna Inc00817Y108AET$89,355.74
Plexus Corporation729132100PLXS$89,148.04
Belden Cdt Incorporated077454106BDC$88,934.27
PROLOGIS LP COMPANY GUAR 11/25 3.7574340XBE0N/A$88,917.10
Natl Health Investors Inc63633D104NHI$88,828.59
Integrated Device Technology458118106IDTI$88,585.83
Ligand Pharmaceuticals-cl B53220K504LGND$87,748.76
CYBERARK SOFTWARE LTD/ISRAEL COMMON STOCK ILS.01M2682V108CYBR$87,638.17
NY + PRESBYTERIAN HOSPIT UNSECURED 08/45 4.024649322AA2N/A$87,571.62
General Dynamics Corporation369550108GD$87,415.15
BASF SE Common Stock NPVACI0054Q2BAS$87,346.57
ARRIS INTERNATIONAL PLC COMMON STOCK GBP.0001G0551A103ARRS$87,341.54
FCB FINANCIAL HOLDINGS CL A COMMON STOCK USD.00130255G103FCB$87,232.87
Morgan Stanley617446448MS$86,921.44
Carrizo Oil144577103CRZO$86,782.21
American Axle & Manufacturing, Incorporated024061103AXL$86,277.90
Nitto Denko Corporation664180007N/A$86,060.04
Cynosure Incorporated232577205CYNO$85,830.89
General Mills Incorporated370334104GIS$85,513.71
FED HM LN PC POOL S074893132J0F51N/A$85,502.96
Umpqua Holdings Corporation904214103UMPQ$85,476.58
Cathay General Bancorp149150104CATY$85,402.78
Ucb Npv559699905UCB$85,051.20
Zoetis Incorporated98978V103ZTS$84,628.38
U.S. Treasury Bond - Inflation Protected912828LA6N/A$84,388.15
Parkway Properties Increit70159Q104PKY$84,208.99
AstraZeneca PLC098952906AZN$84,152.18
Wintrust Financial Corporation97650W108WTFC$83,988.02
PNM Resources, Incorporated69349H107PNM$83,703.25
Smurfit Kappa Group PLC Ord Eur0.001 (wi)B1RR82907SKG$83,552.33
El Paso Electric CO283677854EE$83,537.23
Tenaska Alabama Ii Pt Ser 144a88031NAA5N/A$83,475.36
Mizuho Financial Group, Incorporated, GB NPV659101901N/A$83,467.45
Metro AG ORD NPV504141904MEO$83,397.44
Cardtronics Incorporated Common Stock Usd.000114161H108CATM$83,327.72
Anheuser-Busch InBev475531901ABI$83,292.13
Capital One Financial Corporation14040H105COF$83,156.88
FREDDIEMAC STRIP FHS 300 3003132HTK88N/A$82,824.88
ANTHEM INC COMMON STOCK USD.01036752103ANTM$82,640.12
FNMA POOL AS5190 FN 06/45 FIXED 3.53138WEXU8N/A$82,549.99
OUTERWALL INC COMMON STOCK USD.001690070107OUTR$82,537.33
US TREASURY N/B 02/23 1.5912828P79N/A$81,908.97
Halliburton Company406216101HAL$81,825.34
McKesson Corporation58155Q103MCK$81,776.75
Volkswagen AG549710903VOW$81,671.08
Callidus Software Incorporated13123E500CALD$81,664.06
Northrop Grumman Corporation666807102NOC$81,465.01
Boston Properties Incorporated101121101BXP$81,098.68
CATERPILLAR FINANCIAL SE SR UNSECURED 11/23 3.7514912L5X5N/A$80,654.82
GRIFOLS SA COMMON STOCK EUR.25BYY3DX906GRF$80,122.65
ROYAL BANK OF CANADA SUBORDINATED 01/26 4.65780082AD5N/A$80,074.44
BURLINGTN NORTH SANTA FE SR UNSECURED 09/24 3.412189LAT8N/A$80,061.08
Emerson Electric Company291011104EMR$79,562.93
General Growth Properties370023103GGP$79,561.00
Asbury Automotive Group043436104ABG$79,212.14
Tsy Infl Ix N/b 02/43 0.625912810RA8N/A$79,211.69
Matsumotokiyoshi H NpvB249GC909N/A$78,835.14
Infinera Corporation45667G103INFN$78,701.86
Carnival PLC Ord Usd1.66312152903CCL$78,412.03
The Travelers Companies Incorporated89417E109TRV$78,319.93
Motorcar Parts of America In620071100MPAA$77,818.26
FERROGLOBE PLC COMMON STOCK USD7.5G33856108GSM$77,681.46
FANNIE MAE FNR 2012 112 DA3136A84G2N/A$77,641.95
Axa Eur2.29708842901CS$77,494.58
GOLDMAN SACHS GROUP INC SUBORDINATED 10/25 4.2538141GVR2N/A$77,259.07
Mediaset Eur0.52507794907MS$77,165.59
THERMO FISHER SCIENTIFIC SR UNSECURED 02/22 3.3883556BH4N/A$76,679.57
Duke Realty LP26441YAW7N/A$76,653.42
UNIV OF NORTH CAROLINA NC AT C UNCHGR 12/36 FIXED 3.327914713P22N/A$76,636.88
Stryker Corporation863667101SYK$76,472.66
Weatherford Bermuda Company Guar94707VAC4N/A$76,396.38
Illinois Tool Works Incorporated452308109ITW$76,298.89
Rent-A-Center Incorporated76009N100RCII$76,170.68
Challenger Fin Ser Npv672630902CGF$76,126.72
Enel SPA714456902ENEL$76,025.99
Ericsson(lm)tel Ser B Npv595937905ERICB$75,926.05
Mitsubishi UFJ Financial Group, Incorporated633517909N/A$75,811.47
ExamWorks Group, Incorporated30066A105EXAM$75,787.39
Sumitomo Mitsui Group656302908N/A$75,786.51
Hff Incorporated Class A40418F108HF$75,396.44
PPG Industries Incorporated693506107PPG$75,362.52
Exelon Corporation30161N101EXC$75,048.81
KT&G Corporation617507900N/A$74,961.49
Chart Industries, Incorporated16115Q308GTLS$74,664.02
Mitsubishi Gas Chm Npv659692008N/A$74,594.86
Kbr Incorporated48242W106KBR$74,324.48
American Electric Power Company, Incorporated025537101AEP$74,178.30
VENTAS REALTY LP COMPANY GUAR 02/25 3.592277GAE7N/A$74,163.42
FNMA POOL AL7081 FN 07/29 FIXED VAR3138EP2P8N/A$74,135.52
Cme Incorporated Class A12572Q105CME$73,948.58
Newmont Mining Corporation651639106NEM$73,934.13
Paycom Software, Incorporated70432V102PAYC$73,891.51
Oxford Industries691497309OXM$73,649.15
Japan Airlines Company, LimitedB8BRV4909N/A$73,592.01
U.S. Treasury Bond - Inflation Protected912828JX9N/A$73,585.82
FNMA POOL 310152 FN 02/44 FIXED VAR31374CQD1N/A$73,434.73
Prudential Financial Incorporated744320102PRU$73,277.95
Centrica Ord Gbp0.0617284B033F2900CNA$73,162.12
United States Treas Bds 02/40 Fixed912810QF8N/A$72,957.61
Yahoo! Incorporated984332106YHOO$72,945.54
Time Warner Incorporated Company Guar887317AQ8N/A$72,925.13
WI Treasury Sec Fixed912810QP6N/A$72,572.79
CANADIAN PACIFIC RR CO SR UNSECURED 02/25 2.913645RAS3N/A$72,559.05
Eni S.p.A714505906ENI$72,209.32
Marsh & Mclennan Cos Incorporated571748102MMC$72,084.32
ING Groep Nv Cva Eur0.24715418901INGA$71,407.56
Bayerische Motoren Werke AG Eur1575602909BMW$71,335.80
FED HM LN PC POOL V82211 FG 02/46 FIXED 3.53132L7N47N/A$71,251.10
LyondellBasell Industries N.V.N53745100LYB$70,693.29
Sumitomo Corporation685894008N/A$70,522.87
Pacira Pharmaceuticals Incorporated695127100PCRX$70,349.23
Bk Hapoalim Bm Ils1607580909POLI$70,173.85
SS&C Technologies Holdings, Incorporated78467J100SSNC$70,133.40
METALDYNE PERFORMANCE GROUP COMMON STOCK USD.00159116R107MPG$70,030.87
IAC/InterActive Corporation44919P508IAC$69,908.90
Denki Kagaku Kogyo Npv630982007N/A$69,857.74
Ventas Incorporated92276F100VTR$69,615.64
JPMORGAN CHASE + CO SR UNSECURED 03/21 2.5546625HQJ2N/A$69,576.89
HEWLETT PACKARD ENTERPRIS COMMON STOCK USD.0142824C109HPE$69,238.75
Incyte Corp.45337C102INCY$69,234.73
Clubcorp Holdings Inc Common Stock Usd.0118948M108MYCC$69,209.09
Teva Pharma Ind Ils0.1 (post Cons)688217900TEVA$69,067.15
MEDTRONIC INC COMPANY GUAR 03/22 3.15585055BR6N/A$69,003.14
FORD CREDIT AUTO OWNER TRUST/F FORDR 2016 1 A 144A34530UAA9N/A$68,748.70
PACIFICORP 1ST MORTGAGE 07/25 3.35695114CS5N/A$68,707.49
Sabra Healthcare Reit Incorporated78573L106SBRA$68,434.27
LENDINGTREE INC COMMON STOCK USD.0152603B107TREE$68,390.59
KDDI Corporation624899902N/A$68,364.59
Old Mutual PLC Common Stock Gbp.142857B77J08909OML$67,866.05
Berkeley Gp Hldgs Ord Gbp0.05B02L3W908BKG$67,665.69
Nxstage Medical Incorporated67072V103NXTM$67,660.83
Boliden Ab (post Split) Npv (post Split)B1XCBX901BOL$67,449.55
Sunstone Hotel867892101SHO$67,324.87
Essendant Inc Common Stock USD.1296689102ESND$67,173.13
WCI Communities Inc Common Stock92923C807WCIC$67,079.15
PG&E Corporation69331C108PCG$66,956.76
3i Group Ord Gbp0.738636B1YW44908III$66,769.83
Gdf Suez Eur1B0C2CQ902ENGI$66,430.82
U.S. Treasury N/b912828K25N/A$66,000.58
Alexander + Baldwin Incorporated Common Stock014491104ALEX$65,964.84
Reckitt Benckiser Group plcB24CGK904RB$65,720.25
CROWN CASTLE INTL CORP REIT USD.0122822V101CCI$65,681.20
GNMA21H030641N/A$65,519.73
FNMA POOL AT5892 FN 06/43 FIXED 33138WTRN8N/A$65,501.27
CITIGROUP INC SR UNSECURED 04/25 3.3172967JP7N/A$65,327.94
Gentherm Incorporated37253A103THRM$65,234.65
EQUINIX INC REIT USD.00129444U700EQIX$65,127.66
Marubeni Corp Npv656946001N/A$65,068.94
Tutor Prini Corporation901109108TPC$64,612.65
Delek U.S. Holdings Incorporated246647101DK$64,526.04
DBS Group Holdings617520903DBS$64,493.51
CVS HEALTH CORP SR UNSECURED 07/22 3.5126650CK4N/A$64,483.81
HOWARD HUGHES MEDICAL IN SR UNSECURED 09/23 3.544266RAC1N/A$64,350.99
Anadarko Petroleum Corporation032511107APC$64,299.31
FED HM LN PC POOL V82126 FG 12/45 FIXED 3.53132L7LF4N/A$64,256.62
Cerus Corp157085101CERS$64,219.70
Pioneer Natural Resources Company723787107PXD$63,860.65
Barratt Devel Ord Gbp0.10008118002BDEV$63,859.65
UBS Group Ag Reg Common Stock Chf.1ACI09N1W4UBSG$63,735.12
Air Products & Chemicals Incorporated009158106APD$63,604.69
PRA Group, Incorporated69354N106PRAA$63,299.55
United Natural Foods Incorporated911163103UNFI$63,192.67
DEVON ENERGY CORPORATION SR UNSECURED 12/25 5.8525179MAV5N/A$62,897.15
Synchronoss Technologies Incorporated87157B103SNCR$62,589.58
U.S. Treasury N/b912828P87N/A$62,516.11
Cadence Design Systems Incorporated127387108CDNS$62,143.71
AMERICAN HONDA FINANCE SR UNSECURED 09/20 2.4502665WAZ4N/A$61,984.11
Humana Incorporated444859102HUM$61,723.83
Adeptus Health Inc Class A Common Stock Usd.01006855100ADPT$61,612.18
Itochu Corp Npv646780007N/A$61,540.32
BNP Paribas Eur2730968906BNP$61,528.71
Kemper Corp Common Stock Usd.1488401100KMPR$61,370.04
Avid Technology Incorporated05367P100AVID$61,167.92
Michelin(cgde) Eur2(regd)458836004ML$61,149.82
Babcock Intl Group Gbp0.60096970900BAB$61,139.10
National Cinemedia Incorporated635309107NCMI$61,084.81
Jbs SA Common Stock NpvB1V74X902N/A$61,084.57
FNMA POOL AL7427 FN 12/44 FIXED VAR3138EQHD7N/A$60,927.94
Yokohama Rubber CO Npv698646007N/A$60,810.98
Maeda Road Const Npv655472009N/A$60,769.94
Intuit Incorporated461202103INTU$60,769.53
Tata Motors Ltd876568502TTM$60,612.96
Calsonic Corp Jpy50663984003N/A$60,365.97
George Fischer AG Chf50(regd)434178000N/A$60,359.52
Aflac Incorporated001055102AFL$60,330.87
ITC HOLDINGS CORP SR UNSECURED 06/24 3.65465685AJ4N/A$60,208.08
GNMA II POOL MA2839 G2 05/45 FLOATING VAR36179REL9N/A$60,206.76
Valiant Holding AG Chf.5(reg D)751789900VATN$60,190.69
Pegatron Corp Common StockACI003EU7N/A$60,133.38
Central Glass CO Npv618430003N/A$60,016.87
INC RESEARCH HOLDINGS INC A COMMON STOCK USD.0145329R109INCR$59,964.37
BANK OF AMERICA CORP SUBORDINATED 04/25 3.9506051GFP9N/A$59,882.86
Mayo Clinic578454AB6N/A$59,692.62
MORGAN STANLEY SR UNSECURED 07/25 46174468C6N/A$59,541.42
MILWAUKEE CNTY WI MLW 12/28 FIXED 6.84602245UM2N/A$59,434.51
Credit Agricole SA Eur3726261902ACA$59,145.15
Veeco Instruments Incorporated922417100VECO$59,136.61
BB&T Corporation054937107BBT$59,071.41
eBay Incorporated278642103EBAY$58,863.15
SUPERVALU Incorporated868536103SVU$58,712.64
Teradyne Incorporated880770102TER$58,600.08
PPL Corporation69351T106PPL$58,362.11
Mediobanca SpA Eur0.5457481000MB$58,250.43
The Allstate Corporation020002101ALL$57,980.20
Mondi Ord Gbp0B1CRLC906MNDI$57,856.98
VERIZON COMMUNICATIONS SR UNSECURED 11/24 3.592343VCR3N/A$57,850.51
Customers Bancorp Incorporated Common Stock23204G100CUBI$57,818.82
LUKOIL PJSC SPON ADR ADR RUB.02569343P105LUKOY$57,771.43
Boston Scientific Corporation101137107BSX$57,699.33
Johnson Controls Incorporated478366107JCI$57,470.42
BP CAPITAL MARKETS PLC COMPANY GUAR 02/24 3.81405565QCP1N/A$57,322.79
Diageo PLC023740905DGE$57,122.98
Isuzu Motors Limited646710004N/A$56,915.81
CHUBB INA HOLDINGS INC COMPANY GUAR 11/22 2.87500440EAU1N/A$56,889.09
Skyworth Digital Hkd0.10622882900N/A$56,695.82
Adeka Corporation Npv605490002N/A$56,449.25
CSX Corporation126408103CSX$56,422.44
Koninklijke Ahold NV Common Stock EUR.01ACI081R62AH$56,348.72
American Airlines Group Incorporated02376R102AAL$56,260.28
Stada Arzneimittel Ord Npv(regd)538675901SAZ$56,238.07
Lithia Motors Inc-cl A536797103LAD$56,178.48
Easyjet PLC Common Stock Gbp.728571B7KR2P906EZJ$56,167.29
Fnma01F030645N/A$56,105.09
WELLTOWER INC REIT USD1.095040Q104HCN$56,022.32
Beazer Homes Usa Incorporated07556Q881BZH$56,008.16
Picc Property + CA H Cny1670625904N/A$55,911.05
Redrow Ord Gbp0.10072823909RDW$55,905.94
Sysco Corporation871829107SYY$55,821.59
Sempra Energy816851109SRE$55,815.75
GlaxoSmithKline PLC092528900GSK$55,795.88
Ally Master Owner Trust Amot 2012 5 A02005ACW6N/A$55,793.58
Ensco PLC Fixed29358QAA7N/A$55,788.02
Weyerhaeuser Company962166104WY$55,636.02
Waste Management Incorporated94106L109WM$55,630.45
Marks + Spencer Gp Ord Gbp0.25312748908MKS$55,184.15
ZOE S KITCHEN INC COMMON STOCK USD.0198979J109ZOES$55,150.62
Deutsche Bank AG Ord Npv (regd)575035902DBK$55,105.87
AMN Healthcare Services, Incorporated001744101AHS$55,019.12
Hub Group Incorporated-Cl A443320106HUBG$55,014.86
AutoZone, Incorporated053332102AZO$54,748.91
CONNECTONE BANCORP INC COMMON STOCK20786W107CNOB$54,726.93
Applied Materials Incorporated038222105AMAT$54,483.34
SYNCHRONY FINANCIAL COMMON STOCK USD.00187165B103SYF$54,366.84
Government National Mortgage Association36225AVT4N/A$54,363.27
Fiserv Incorporated Fixed 4.75337738AL2N/A$54,348.08
Public Service Enterprise744573106PEG$54,312.03
Evercore Partners Incorporated?Cl A29977A105EVR$54,290.44
Onebeacon Insurance Group LimitedG67742109OB$54,283.49
Illumina Inc452327109ILMN$54,214.47
Teliasonera Ab Sek3.2597838903TLSN$53,932.75
Dongfeng Motor Grp CO Ltd H Common Stock Cny1.0B0PH5N900N/A$53,750.61
2U INC COMMON STOCK USD.00190214J101TWOU$53,622.00
Ross Stores Incorporated778296103ROST$53,347.93
Alstom Eur7B0DJ8Q909ALO$53,337.15
CREST NICHOLSON HOLDINGS COMMON STOCK GBP.05B8VZXT902CRST$53,328.11
Edison International Common281020107EIX$53,286.65
American Equity Investment025676206AEL$53,202.55
Houghton Mifflin Harcourt Co Common Stock Usd.0144157R109HMHC$52,906.12
Corning Incorporated219350105GLW$52,887.37
CBS Corporation124857202CBS$52,866.21
Maximus Incorporated577933104MMS$52,774.79
Burlington Northern Santa Fe LLC12189LAL5N/A$52,623.59
Copart Incorporated217204106CPRT$52,560.13
Deere & Company244199105DE$52,468.59
Trueblue Incorporated89785X101TBI$52,445.77
Yue Yuen Indl Hldg Hkd0.25658653902N/A$52,306.50
Fiserv Incorporated337738108FISV$52,025.85
MORGAN STANLEY SR UNSECURED 10/24 3.761761JVL0N/A$51,812.71
VERIZON COMMUNICATIONS SR UNSECURED 08/46 4.86292343VCK8N/A$51,806.61
China Railway Cons H Cny1B2PFVH904N/A$51,770.32
HABIT RESTAURANTS INC/THE A COMMON STOCK USD.0140449J103HABT$51,554.22
HUBSPOT INC COMMON STOCK USD.001443573100HUBS$51,478.23
BAE SYSTEMS HOLDINGS INC COMPANY GUAR 144A 10/24 3.805523UAK6N/A$51,395.94
Aviva PLC Ord Gbp0.25021623004N/A$51,361.52
Indl Bank of Korea Krw5000646297903N/A$51,341.44
Baxter International Incorporated071813109BAX$51,202.41
Consolidated Edison Incorporated209115104ED$51,175.89
Aozora Bank Ltd Jpy50B1G185909N/A$51,123.32
CITIGROUP INC SUBORDINATED 06/25 4.4172967JT9N/A$51,113.70
FNMA POOL AL7884 FN 11/35 FIXED VAR3138EQXN7N/A$51,092.06
L Brands Incorporated Common Stock Usd.5501797104LB$50,881.42
APPLE INC SR UNSECURED 02/46 4.65037833BX7N/A$50,841.92
Croda Intl Ord Gbp0.10023352008CRDA$50,785.02
FNMA POOL AY8429 FN 08/45 FIXED 3.53138YNLK1N/A$50,656.22
BARCLAYS AFRICA GROUP LTD COMMON STOCK ZAR2.0B844WD907BGA$50,531.50
Yara International Nok1.70775125909YAR$50,223.44
FNMA POOL AL8099 FN 05/43 FIXED VAR3138EQ7M8N/A$50,194.99
FED HM LN PC POOL Q38859 FG 02/46 FIXED 3.53132QVZZ7N/A$50,121.07
Tsumura + CO Jpy50690691001N/A$50,033.39
Fleetmatics Group PLC Common StockG35569105FLTX$49,979.03
LIBERTY PROPERTY LP SR UNSECURED 04/25 3.7553117CAR3N/A$49,950.88
AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2014 3 A02582JGU8N/A$49,918.14
ROYAL MAIL PLC COMMON STOCK GBP.01BDVZYZ906RMG$49,851.39
Mitie Group Gbp0.025046574901MTO$49,564.27
Essent Group Ltd Common Stock Usd.015G3198U102ESNT$49,500.08
VALSPAR CORP/THE SR UNSECURED 02/25 3.3920355AH7N/A$49,417.38
THAI OIL PCL COMMON STOCK THB10. LB0300P901TOP$49,202.79
Archer-daniels-midland Company039483102ADM$49,177.40
Fhlp Pool G152263128MEA35N/A$48,969.50
China Petroleum & Chemical Corporation629181900N/A$48,521.72
Bellway Ord Gbp0.125009049909BWY$48,494.67
Thales Eur3416279008HO$48,430.96
U.S. Treasury Bond - Inflation Protected912828HN3N/A$48,403.15
HP INC COMMON STOCK USD.0140434L105HPQ$48,394.70
Steel Dynamics, Incorporated858119100STLD$48,301.10
WM Morrison Supermarkets plc060431004MRW$48,297.02
Xcel Energy Incorporated98389B100XEL$48,288.93
Argo Group International Holdings, LimitedG0464B107AGII$48,166.23
Dic Corporation Npv625082003N/A$48,127.01
Discover Financial Services254709108DFS$47,982.03
Marine Harvest Asa Nok0.75B02L48900MHG$47,852.30
PTC Incorporated69370C100PTC$47,781.85
Csr Limited Npv623864006CSR$47,546.58
Zeltiq Aesthetics Incorporated Common Stock Usd.00198933Q108ZLTQ$47,513.89
Rio Tinto Limited Npv622010007RIO$47,501.87
WESTJET AIRLINES LTD COMMON STOCK960410983N/A$47,368.26
Randgold Resources Limited752344309GOLD$47,307.50
Mead Johnson Nutrition Corporation582839106MJN$47,298.50
Hannover Rueckvers Ord Npv(regd)451180905N/A$47,289.74
FED HM LN PC POOL Q39364 FG 03/46 FIXED 3.53132QWMN6N/A$47,200.95
Banco Santander SA570594903SAN$47,161.23
Smith (A.O.) Corporation831865209AOS$47,005.93
Kyorin CO Ltd NpvB0YZFP904N/A$46,957.95
Tietoenator Oyj Ord Npv547970905N/A$46,754.83
Spectra Energy Corp847560109SE$46,746.18
SPORTSMAN S WAREHOUSE HOLDIN COMMON STOCK USD.0184920Y106SPWH$46,545.79
Cornerstone Ondemand Incorporated Common Stock21925Y103CSOD$46,400.95
Grand Canyon Education Incorporated38526M106LOPE$46,209.38
AGL ENERGY LTD COMMON STOCKBSS7GP901AGL$46,180.60
Bendigo And Adelaide Bank Ltd Npv609128905BEN$46,132.40
OSI Systems, Incorporated671044105OSIS$45,981.77
FNMA31418AJY5N/A$45,971.17
Impact Funding LLC 01/51 Var45257HAA5N/A$45,934.99
Aegon Nv Eur0.12592737902AGN$45,743.83
Capital Auto Receivables Asset Afin 2015 3 A1A 144A13974HAA5N/A$45,477.16
QTS REALTY TRUST INC CL A REIT USD.0174736A103QTS$45,402.87
Bangchak Petroleum Pub For Common Stock Thb1. A607959905N/A$45,313.89
Acxiom Corporation005125109ACXM$45,129.52
Qantas Airways Npv671034908QAN$45,056.07
TORONTO DOMINION BANK COVERED 144A 03/21 2.258911457V0N/A$44,959.48
Repligen Corp759916109RGEN$44,908.27
Marathon Petroleum Corporation56585A102MPC$44,764.52
SVB Financial Group78486Q101SIVB$44,670.94
Tyson Foods Incorporated Cl A902494103TSN$44,447.59
FNMA POOL AL6996 FN 03/43 FIXED VAR3138EPX25N/A$44,238.73
FNMA POOL MA1865 FN 04/44 FIXED 4.531418BCB0N/A$44,149.78
Host Marriott Corp.44107P104HST$44,126.39
Omv AG Npv(var)465145001OMV$44,062.22
Kellogg Company487836108K$43,918.67
Southwest Gas Corporation844895102SWX$43,861.64
Dnb Nor Asa Nok10426330007DNB$43,811.37
REPUBLIC OF SLOVENIA SR UNSECURED 144A 02/24 5.25831594AG1N/A$43,774.33
Paccar Incorporated693718108PCAR$43,715.53
Aisin Seiki CO Jpy50601070006N/A$43,524.42
MYLAN NV COMMON STOCK EUR.01N59465109MYL$43,462.32
Zimmer Holdings Incorporated98956P102ZBH$43,410.63
NIELSEN HOLDINGS PLC COMMON STOCK EUR.07G6518L108NLSN$43,353.76
U.S. Treasury Bond912810FQ6N/A$43,144.88
WEC ENERGY GROUP INC COMMON STOCK USD.0192939U106WEC$43,136.19
RINGCENTRAL INC CLASS A COMMON STOCK USD.000176680R206RNG$43,110.16
Edwards Lifesciences Corp28176E108EW$43,064.73
Standard Chartered Ord Usd0.50040828907STAN$42,753.67
Perrigo Co PLC Common Stock NpvG97822103PRGO$42,608.55
Merit Medical Systems Inc589889104MMSI$42,514.23
Nordea Bank Ab Ord Eur0.39632538003906NDA$42,414.69
UNITED MEXICAN STATES SR UNSECURED 01/26 4.12591086QBG2N/A$42,390.59
Bco Do Brasil SA Com Npv232859900N/A$42,370.66
Wheelock + CO Hkd0.50698148004N/A$42,150.66
Eversource Energy Common Stock Usd5.030040W108ES$42,098.17
Ricoh CO Npv673822003N/A$42,086.41
Sankyu Incorporated Jpy50677538001N/A$42,074.02
Pdc Energy Incorporated Common Stock Usd.0169327R101PDCE$42,029.92
Roper Industries Incorporated776696106ROP$42,023.83
Apache Corporation037411105APA$42,007.03
BANK OF AMERICA CORP SUBORDINATED 03/26 4.4506051GFU8N/A$41,949.43
RUBICON PROJECT INC/THE COMMON STOCK USD.0000178112V102RUBI$41,861.64
Analog Devices Incorporated032654105ADI$41,746.72
FNMA POOL BC0206 FN 02/46 FIXED 3.53140EUGQ6N/A$41,713.49
Bottomline Technologies Incorporated101388106EPAY$41,654.29
Gazprom Neft Sponsored ADR ADRB11XHC900GAZ$41,646.84
Hartford Financial Services416515104HIG$41,584.05
Edf Eur0.5B0NJJ1901EDF$41,528.98
The Hershey Company427866108HSY$41,481.18
T. Rowe Price Group Incorporated74144T108TROW$41,475.98
FED HM LN PC POOL G60251 FG 10/45 FIXED 3.531335AH43N/A$41,440.92
Nvidia Corporation67066G104NVDA$41,428.97
Abiomed Incorporated003654100ABMD$41,387.25
Analogic Corporation032657207ALOG$41,351.66
CISCO SYSTEMS INC SR UNSECURED 02/21 2.217275RBD3N/A$41,204.98
Asseco Poland SA Pln1597895903ACP$41,160.02
Silicon Motion Technology Corporation82706C108SIMO$41,097.12
SLM STUDENT LOAN TRUST SLMA 2007 3 A378443YAC0N/A$41,060.21
Vantiv, Incorporated92210H105VNTV$41,050.16
Demandware, Incorporated24802Y105DWRE$40,989.95
Church & Dwight Company, Incorporated171340102CHD$40,966.43
Fujikura Npv635670003N/A$40,804.14
Cummins Incorporated231021106CMI$40,548.72
Amphenol Corporation032095101APH$40,519.40
Shanghai Pharmaceuticals H Common Stock Cny1.B4Q4CJ901N/A$40,488.49
Granite Construction Incorporated387328107GVA$40,421.52
Tableau Software, Incorporated?Cl A87336U105DATA$40,336.37
Molson Coors Brewing Company60871R209TAP$40,223.10
M&T Bank Corporation55261F104MTB$40,176.09
Mobile Mini Inc60740F105MINI$40,151.05
Natus Medical Incorporated639050103BABY$40,147.97
Ruckus Wireless Incorporated Common Stock781220108RKUS$40,143.38
Fidelity National Information Services Incorporated31620M106FIS$39,766.19
Voestalpine AG Npv494340904VOE$39,739.18
Eizo Nanao Corp Npv645181900N/A$39,659.40
AT+T INC SR UNSECURED 05/25 3.400206RCN0N/A$39,635.45
Lee + Man Paper Hkd0.10669377905N/A$39,622.37
DIPLOMAT PHARMACY INC COMMON STOCK25456K101DPLO$39,613.82
Thanachart Capital Foreign Common StockB8GKBK905N/A$39,582.04
AVIS BUDGET RENTAL CAR FUNDING AESOP 2013 1A A 144A05377RBD5N/A$39,567.16
Centurytel Incorporated156700106CTL$39,543.17
Paychex Incorporated704326107PAYX$39,471.91
United O Seas Bank Sgd1691678007UOB$39,389.83
KAR Auction Services, Incorporated48238T109KAR$39,311.89
Metro Incorporated Cl A Sub Vtg59162N950MRU$39,305.41
Dycom Industriescommon Sto267475101DY$39,299.39
Wabash National Corporation929566107WNC$39,278.63
Dicks Sporting Goods253393102DKS$39,275.73
Stamps.com Inc852857200STMP$39,249.53
Activision Blizzard Incorporated00507V109ATVI$39,043.27
Nisshinbo Holdings Incorporated Npv664292000N/A$38,915.70
Cypress Semiconductor232806109CY$38,883.60
Monolithic Power Systems Incorporated609839105MPWR$38,864.57
Cepheid Incorporated15670R107CPHD$38,850.72
Metcash Limited NpvB0744W900MTS$38,662.76
Monro Muffler Brake Incorporated610236101MNRO$38,653.69
EXTENDED STAY AMERICA INC UNIT USD.0130224P200STAY$38,591.09
Nci Building Systems Incorporated Common Stock Usd.01628852204NCS$38,481.40
International Paper Company460146103IP$38,388.31
Barclays Ord Gbp0.25313486904BARC$38,353.28
MILACRON HOLDINGS CORP COMMON STOCK USD.0159870L106MCRN$38,208.69
Hitachi, Limited, NPV642910004N/A$38,189.06
Vornado Realty Trust929042109VNO$38,081.26
Downer Group Npv646557900DOW$38,030.40
Nn Incorporated629337106NNBR$37,952.21
MCMILLAN SHAKESPEARE LTD COMMON STOCKB00G1Q906MMS$37,855.49
Paragon Grp of Cos Ord Gbp1B2NGPM900PAG$37,851.05
Agnico-Eagle Mines Limited008474108AEM$37,675.13
Whitewave Foods CO A Common Stock Usd.01966244105WWAV$37,567.08
Toyo Ink Mfg CO Npv690010004N/A$37,415.97
FED HM LN PC POOL G15401 FG 04/30 FIXED 3.53128MEGJ4N/A$37,334.24
Willis Towers Watson Plc Common StockG96629103WLTW$37,300.02
Moody's Corporation615369105MCO$37,247.85
PAYLOCITY HOLDING CORP PRIVATE COMP USD.00170438V106PCTY$37,193.13
Clorox Company189054109CLX$37,123.20
Gsms_11-gc536191YAZ1N/A$37,061.19
Diamondback Energy, Incorporated25278X109FANG$37,027.21
DTE Energy Company233331107DTE$37,016.98
Federal National Mortgage Association31417EEQ0N/A$36,877.39
Burlington Stores, Incorporated, Common Stock122017106BURL$36,768.64
WINCOR NIXDORF AG TENDER COMMON STOCKACI0KK2G1WINA$36,739.70
WOORI BANK COMMON STOCK KRW5000.0BSP5RP906N/A$36,670.74
BERKSHIRE HATHAWAY INC SR UNSECURED 03/26 3.125084670BS6N/A$36,660.56
Boise Cascade CO Common Stock Usd.0109739D100BCC$36,520.16
Federal Home Loan Mortgage Company3133TMFZ4N/A$36,352.31
LDR HOLDING CORP COMMON STOCK USD.00150185U105LDRH$36,314.29
Ingersand-Rand PLCG47791101IR$36,233.65
Genesee & Wyoming Incorporated371559105GWR$36,212.98
Bovis Homes Group018592907BVS$36,175.77
CITIGROUP INC SUBORDINATED 09/27 4.45172967KA8N/A$35,959.52
Soc Generale Eur1.25596651901GLE$35,888.89
FORD CREDIT FLOORPLAN MASTER O FORDF 2015 2 A234528QDX9N/A$35,745.00
Ube Industries Jpy50691070007N/A$35,616.46
Realty Income Corporation756109104O$35,611.33
Krispy Kreme Doughnuts, Incorporated501014104KKD$35,514.95
TENN VALLEY AUTHORITY SR UNSECURED 09/24 2.875880591ER9N/A$35,503.57
St. Jude Medical Incorporated790849103STJ$35,488.01
Wi Treasury Sec912810RJ9N/A$35,481.51
Tyco International Plc Common StockG91442106TYC$35,462.41
Toyo Tire + Rubber Npv690018007N/A$35,457.39
APPLE INC SR UNSECURED 02/21 2.25037833BS8N/A$35,369.58
Makino Milling Jpy50655570000N/A$35,363.59
JM Smucker Company832696405SJM$35,353.70
PETROLEOS MEXICANOS US GOVT GUAR 12/25 2.4671654QBY7N/A$35,349.26
Federal Home Loan Mortgage Company02R032661N/A$35,193.50
Ckd Corporation Npv616005005N/A$35,185.90
Lifepoint Hospitals Inccom53219L109LPNT$35,153.70
Tullett Prebon PLC Ord Gbp0.25B1H0DZ908TLPR$35,142.76
Clark County Nevada Arpt Rev Bond18085PMT8N/A$35,131.47
JPMORGAN CHASE + CO SR UNSECURED 04/26 3.346625HQW3N/A$35,125.36
U.S. Treasury N/b912828WD8N/A$34,997.57
FORD CREDIT AUTO OWNER TRUST/F FORDR 2014 1 A 144A34530MAA7N/A$34,883.96
Cavium Incorporated14964U108CAVM$34,829.24
Essex Property Trust, Inc.297178105ESS$34,802.42
SanDisk Corporation80004C101SNDK$34,792.36
BENEFITFOCUS INC COMMON STOCK USD.00108180D106BNFT$34,717.71
Party City Holdco Inc Common Stock USD.01702149105PRTY$34,704.92
Firstenergy Corporation337932107FE$34,668.27
Sojitz Corporation Npv659414908N/A$34,649.01
Capital Senior Living Corp140475104CSU$34,506.36
Hcp Incorporated40414L109HCP$34,505.09
Skand Enskilda Bkn Ser A Sek10481334902SEBA$34,463.80
Marketo Incorporated Common Stock Usd.000157063L107MKTO$34,361.67
DexCom, Incorporated252131107DXCM$34,219.73
Nucor Corporation670346105NUE$34,212.42
Cr Bard Incorporated067383109BCR$33,997.55
DENTSPLY SIRONA INC COMMON STOCK USD.0124906P109XRAY$33,828.26
SLM STUDENT LOAN TRUST SLMA 2004 10 A6A 144A78442GNG7N/A$33,820.76
Goldcorp Incorporated (GG)380956409GG$33,820.09
SHOPIFY INC CLASS A COMMON STOCK82509L107SHOP$33,816.98
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2011 C4 A3 144A46636DAE6N/A$33,810.61
Genuine Parts Company372460105GPC$33,797.69
West Corporation Common Stock Usd.001952355204WSTC$33,622.41
Toho Holdings CO Ltd Npv689555001N/A$33,561.87
FED HM LN PC POOL G15764 01/31 3.53128METV3N/A$33,455.34
FED HM LN PC POOL G60118 FG 06/45 FIXED 3.531335ADX3N/A$33,396.13
LogMeIn, Incorporated54142L109LOGM$33,384.20
UBS GROUP FUNDING COMPANY GUAR 144A 04/21 390351DAD9N/A$33,329.65
Debenhams plcB126KH903DEB$33,297.67
Cimarex Energy Company171798101XEC$33,288.07
AMPLIFY SNACK BRANDS INC COMMON STOCK USD.000103211L102BETR$33,254.84
ALLY MASTER OWNER TRUST AMOT 2014 5 A102005AEQ7N/A$33,170.77
Franklin Resources, Incorporated354613101BEN$33,169.34
FNMA POOL AS6283 FN 12/45 FIXED 43138WF6V3N/A$33,123.76
Ensign Group Incorporated29358P101ENSG$33,091.70
PHYSICIANS REALTY TRUST REIT USD.0171943U104DOC$33,050.51
Signature Bank82669G104SBNY$32,966.87
Firstgroup Ord Gbp0.05034521906FGP$32,934.50
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 B A2A 144A78448QAB4N/A$32,742.04
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 1 A313975KAC3N/A$32,683.33
Swift Transportation CO Common Stock Usd.00187074U101SWFT$32,561.35
Viacom Incorporated Cl. B92553P201VIAB$32,536.39
E Mart CO Ltd Common Stock Krw5000.ACI00M683N/A$32,478.60
Fiesta Restaurant Group, Incorporated31660B101FRGI$32,429.93
SLM STUDENT LOAN TRUST SLMA 2012 D A2 144A78447CAB6N/A$32,405.67
U.S. Treasury Bond - Inflation Protected912828GX2N/A$32,250.41
China Communications Servi H Common Stock Cny1.0B1HVJ1909N/A$32,223.41
Entergy Corporation29364G103ETR$32,192.90
Chipotle Mexican Grill, Incorporated169656105CMG$32,189.47
Henry Schein Incorporated806407102HSIC$32,180.43
Fastenal Company311900104FAST$32,162.71
Aurubis AG Common Stock548552900NDA$32,089.18
Starwood Hotels & Resorts Worldwide Incorporation85590A401HOT$32,031.71
AUTOMOTIVE HOLDINGS GROUP LT COMMON STOCKBX99WB900AHG$32,006.64
Vulcan Materials Incorporated929160109VMC$31,986.14
Northern Trust Corporation665859104NTRS$31,912.59
Hess Corporation42809H107HES$31,717.15
FNMA POOL AL7333 FN 06/35 FIXED VAR3138EQEF5N/A$31,630.88
Dbubs Mortgage Trust Dbubs 2011 Lc2a A4 144a23305XAD3N/A$31,486.11
Rhi AG Npv471991000RHI$31,484.36
INTERSECT ENT INC COMMON STOCK USD.00146071F103XENT$31,446.12
FNMA POOL AB9551 FN 06/43 FIXED 331417GTH9N/A$31,427.42
Kate Spade & Co485865109KATE$31,320.24
Exxon Mobil Corporation Sr30231GAP7N/A$31,243.34
TELADOC INC COMMON STOCK USD.00187918A105TDOC$31,233.63
Murray St Inv Trust I Company Guar Var62718QAA3N/A$31,207.63
SKANDINAVISKA ENSKILDA SR UNSECURED 144A 11/20 2.62583051GAE8N/A$31,143.64
Macy's Incorporated55616P104M$31,124.90
Treasury Bill 04/16 0.00000912796GH6N/A$30,996.03
SLM STUDENT LOAN TRUST SLMA 2007 2 A478443XAD0N/A$30,985.22
FED HM LN PC POOL G15706 FG 12/30 FIXED 3.53128MER37N/A$30,972.97
FNMA POOL MA1966 FN 06/44 FIXED 4.531418BFG6N/A$30,917.84
Equifax Incorporated294429105EFX$30,865.69
The Ultimate Software Group, Incorporated90385D107ULTI$30,854.24
Geo CO Ltd Jpy50629655903N/A$30,837.50
Calgon Carbon Corporation129603106CCC$30,797.26
Federal National Mortgage Association313586RC5N/A$30,789.18
John Bean Technologies Corporation477839104JBT$30,725.38
Aoyama Trading CO Npv604587006N/A$30,714.28
Sydbank Dkk10B06JSP907SYDB$30,687.84
Raiffeisen Intl Bk Npv (regd)B0704T905RBI$30,632.09
ANHEUSER BUSCH INBEV FIN COMPANY GUAR 02/21 2.65035242AJ5N/A$30,629.07
VIRTU FINANCIAL INC CLASS A COMMON STOCK USD.00001928254101VIRT$30,499.34
Anheuser Busch Inbev Fin Company Guar035242AN6N/A$30,401.97
Marstons PLC Ord Gbp0.07375B1JQDM908MARS$30,374.22
Detour Gold Corp Common Stock250669959DGC$29,998.94
Autodesk Incorporated052769106ADSK$29,890.45
Lam Research Corporation512807108LRCX$29,858.63
MASONITE INTERNATIONAL CORP COMMON STOCK575385109DOOR$29,751.95
Fifth Third Bancorp Com316773100FITB$29,738.97
Agilent Technologies Incorporated00846U101A$29,714.89
Form Factor Incorporated346375108FORM$29,692.59
RICHTER GEDEON NYRT COMMON STOCK HUF100.ACI06DSC4RICHT$29,633.35
FNMA POOL AU6704 FN 10/43 FIXED 43138X6NW1N/A$29,612.30
WINGSTOP INC COMMON STOCK USD.01974155103WING$29,555.07
SLM STUDENT LOAN TRUST SLMA 2005 5 A478442GPQ3N/A$29,544.17
SHENZHEN INTL HOLDINGS COMMON STOCK HKD1.0BJVBTY905N/A$29,536.36
Freeport McMoRan Copper & Gold Incorporated35671D857FCX$29,447.84
FNMA POOL AL2631 FN 11/42 FLOATING VAR3138EJ4R6N/A$29,348.41
FREDDIEMAC STRIP FHS 271 303128HXTR6N/A$29,338.93
New Jersey State Tpk Auth Revenue646139X83N/A$29,330.83
Cameron International Corporation13342B105CAM$29,226.64
AT+T INC SR UNSECURED 06/22 300206RCM2N/A$29,176.77
Martin Marietta Materials Incorporated573284106MLM$29,160.51
Invesco LimitedG491BT108IVZ$29,149.98
Expedia Incorporated Common Stock Usd.00130212P303EXPE$29,064.71
Petrofac Ord Usd0.025B0H2K5904PFC$29,016.54
Alcoa Incorporated013817101AA$28,656.44
MORGAN STANLEY SR UNSECURED 06/20 2.861761JB32N/A$28,619.65
ULTRAGENYX PHARMACEUTICAL IN COMMON STOCK USD.00190400D108RARE$28,557.73
GNMA II POOL MA3522 G2 03/46 FIXED 436179R4F3N/A$28,475.04
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 A A2A 144A78448PAB6N/A$28,449.04
FREDDIE MAC FHR 4425 A3137BG3L1N/A$28,368.44
CITIGROUP INC SR UNSECURED 08/17 1.55172967HY0N/A$28,299.84
Anritsu Corp Npv604410001N/A$28,251.34
CAPITAL AUTO RECEIVABLES ASSET AFIN 2016 1 A2A13975NAB9N/A$28,041.34
FNMA POOL AS6656 FN 02/46 FIXED 3.53138WGME1N/A$27,932.14
American Water Works Company, Incorporated030420103AWK$27,914.15
Sumitomo Metal Mining685884009N/A$27,911.98
TRADE MAPS LTD MAPS1 2013 1A A 144A89253UAA8N/A$27,776.83
TWENTY FIRST CENTURY FOX B COMMON STOCK USD.0190130A200FOX$27,663.69
Davita Incorporated23918K108DVA$27,663.15
Ameren Corporation023608102AEE$27,654.48
FNMA POOL AY1859 FN 01/45 FLOATING VAR3138YFB52N/A$27,644.75
Mohawk Industries Incorporated608190104MHK$27,621.97
Xilinx Incorporated983919101XLNX$27,573.48
Carillion Ord Gbp0.50073655904CLLN$27,502.48
TIPS912828SQ4N/A$27,479.63
FNMA POOL AL8187 FN 01/44 FIXED VAR3138ETCZ7N/A$27,465.95
HSBC HOLDINGS PLC SR UNSECURED 03/21 3.4404280AV1N/A$27,443.97
Alnylam Pharmeceuticals, Incorporated02043Q107ALNY$27,390.75
Jack In The Box Inc466367109JACK$27,358.27
Motorola Solutions, Incorporated620076307MSI$27,321.32
Symantec Corporation871503108SYMC$27,272.25
Lions Gate Entertainment Corp535919203LGF$27,126.03
GOLDMAN SACHS GROUP INC SR UNSECURED 02/21 2.87538143U8F1N/A$27,113.52
Applied Micro Circuits Corp.03822W406AMCC$27,108.28
HOME DEPOT INC SR UNSECURED 04/21 2437076BL5N/A$27,094.96
Kimco Realty Corporation49446R109KIM$27,087.23
Pgt Incorporated69336V101PGTI$27,048.47
C+c Group Ord Eur0.01B011Y0909GCC$26,994.86
Newell Rubbermaid Incorporated651229106NWL$26,922.66
AMETEK, Incorporated031100100AME$26,781.56
CMS Energy Corporation125896100CMS$26,760.71
Advance Auto Parts, Incorporated00751Y106AAP$26,745.71
FED HM LN PC POOL U49047 FG 08/30 FIXED 3.53132LKAY6N/A$26,720.66
FREDDIE MAC FHR 4227 AB3137B3A65N/A$26,690.19
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 C A2A 144A78448RAB2N/A$26,686.97
Extra Space Storage Incorporated30225T102EXR$26,589.23
National Oilwell Varco, Incorporated637071101NOV$26,589.04
Hormel Foods Corporation440452100HRL$26,585.69
Atricure Incorporated Common Stock Usd.00104963C209ATRC$26,466.98
VEEVA SYSTEMS INC CLASS A COMMON STOCK USD.00001922475108VEEV$26,428.62
CHEVRON CORP SR UNSECURED 03/18 1.365166764AV2N/A$26,332.02
North Texas Tollway Build America Bonds66285WFB7N/A$26,189.13
FED HM LN PC POOL U95013 FG 06/42 FIXED 4.53132H5AP3N/A$26,121.13
Mccormick & Company Inc579780206MKC$26,110.96
Campbell Soup Company134429109CPB$26,095.70
KRAFT HEINZ FOODS CO COMPANY GUAR 144A 07/20 2.8423074AZ6N/A$26,036.27
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 2 A4139738AE8N/A$26,016.01
ONTARIO (PROVINCE OF) SR UNSECURED 01/19 1.62568323ADK7N/A$25,980.69
TCL COMMUNICATION TECH HLDGS COMMON STOCK HKD1.0B02Y69908N/A$25,961.83
GNMA II POOL MA3183 G2 10/45 FLOATING VAR36179RRC5N/A$25,899.19
Republic Services, Incorporated760759100RSG$25,795.61
VOLKSWAGEN INTL FIN NV COMPANY GUAR 144A 11/16 1.125928670AW8N/A$25,791.85
KLA-Tencor Corporation482480100KLAC$25,785.17
FNMA POOL AS5586 FN 08/45 FIXED 3.53138WFF43N/A$25,769.24
Dcm Japan Holding NpvB1B0V3905N/A$25,738.27
FNMA POOL BA4778 FN 01/46 FIXED 3.53140E9JY3N/A$25,734.49
Miraca Holdings Incorporated Jpy50635661002N/A$25,682.34
Universal Health Services Incorporated913903100UHS$25,645.94
SURGERY PARTNERS INC COMMON STOCK USD.0186881A100SGRY$25,612.02
SERVISFIRST BANCSHARES INC COMMON STOCK USD.00181768T108SFBS$25,539.01
Kingboard Laminate NpvB1HHFV908N/A$25,537.64
Central Garden & Pet Company Class 'a' Non-voting153527205CENTA$25,495.56
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 4 A313974LAC2N/A$25,403.10
Hashemite Kingdom Of Jor US Govt Guar418097AE1N/A$25,366.42
Coach Incorporated189754104COH$25,327.36
Cez Czk100562403907CEZ$25,254.40
Hanesbrands Incorporated410345102HBI$25,252.51
FED HM LN PC POOL Q39180 FG 03/46 FIXED 43132QWFW4N/A$25,216.77
Kentucky Housing Corporation49130P4M3N/A$25,207.42
Accuray Incorporated004397105ARAY$25,204.01
Tyler Technologies Incorporated902252105TYL$25,186.93
CITIZENS FINANCIAL GROUP COMMON STOCK USD.01174610105CFG$25,156.28
ENTELLUS MEDICAL INC COMMON STOCK USD.00129363K105ENTL$25,148.58
FNMA POOL AZ2288 FN 06/45 FIXED 43138YTRJ5N/A$25,116.88
EXXON MOBIL CORPORATION SR UNSECURED 03/21 2.22230231GAV4N/A$25,099.01
Western Digital Corporation958102105WDC$25,016.08
SVENSKA HANDELSBANKEN AB COMPANY GUAR 03/21 2.4586960BAL6N/A$24,958.30
The Williams Companies, Incorporated969457100WMB$24,953.87
FNMA POOL AW4313 FN 01/42 FIXED 43138XTYK5N/A$24,917.86
NAVIENT STUDENT LOAN TRUST NAVSL 2016 AA A2A 144A63939NAB9N/A$24,881.82
Federal Realty Invs Trust313747206FRT$24,734.71
RADIUS HEALTH INC COMMON STOCK USD.0001750469207RDUS$24,731.49
Micron Technology, Incorporated595112103MU$24,711.38
Allegion PLC Common stock USD.01G0176J109ALLE$24,700.65
ABBVIE INC SR UNSECURED 05/20 2.500287YAT6N/A$24,667.91
RIO TINTO FIN USA LTD COMPANY GUAR 06/25 3.75767201AS5N/A$24,631.67
FNMA POOL AL7549 FN 10/45 FIXED VAR3138EQL75N/A$24,629.74
International Flavors & Fragrances Incorporated459506101IFF$24,617.85
Align Technology, Incorporated, Common Stock016255101ALGN$24,580.89
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 A A2B 144A78448PAC4N/A$24,444.70
ROYAL BANK OF CANADA COVERED 03/21 2.3780082AE3N/A$24,436.77
EQT Corporation26884L109EQT$24,431.82
Xl Group PLC Common Stock Usd.01G98290102XL$24,428.94
Stericycle Incorporated858912108SRCL$24,398.23
Waters Corporation941848103WAT$24,385.21
Principal Financial Group Inc74251V102PFG$24,341.00
FNMA POOL AB1960 FN 12/40 FIXED 431416XFA3N/A$24,306.94
Eastman Chemical Company277432100EMN$24,289.42
Primary Health Car Npv611776907PRY$24,263.14
SANTANDER UK GROUP HLDGS SR UNSECURED 10/20 2.87580281LAC9N/A$24,262.23
Heico Corpcommon Stock422806109HEI$24,259.36
Chicos Fas Incorporated168615102CHS$24,244.81
China Res Cement Common StockB41XC9906N/A$24,235.73
FORD CREDIT AUTO OWNER TRUST FORDO 2016 A A2A34531PAB7N/A$24,222.68
C.H. Robinson Worldwide Incorporated12541W209CHRW$24,190.08
Xerox Corporation984121103XRX$24,173.47
FORD CREDIT FLOORPLAN MASTER O FORDF 2016 1 A234528QEP5N/A$24,167.95
Coca-Cola Enterprises Incorporated19122T109CCE$24,142.97
TSY INFL IX N/B 02/46 1912810RR1N/A$24,071.71
ZENDESK INC COMMON STOCK USD.0198936J101ZEN$23,986.86
WEA FINANCE LLC/WESTFIEL COMPANY GUAR 144A 10/20 3.2592890HAE2N/A$23,966.94
Slm Student Loan Trust Slma 2004 3 A578442GLH7N/A$23,957.22
Masco Corporation574599106MAS$23,892.36
Centene Corporation15135B101CNC$23,804.15
EXXON MOBIL CORPORATION SR UNSECURED 03/46 4.11430231GAW2N/A$23,785.09
GLAUKOS CORP COMMON STOCK USD.001377322102GKOS$23,769.28
Myer Holdings Ltd Common StockB50YPZ900MYR$23,760.46
DEL TACO RESTAURANTS INC COMMON STOCK245496104TACO$23,730.32
Cabot Oil And Gas Corporation127097103COG$23,665.56
JPN BANK FOR INT L COOP GOVT GUARANT 05/20 1.75471048AN8N/A$23,585.06
Mitchells+butlers Ord Gbp0.085416B1FP6H903MAB$23,532.90
JFE Holdings, Incorporated654379908N/A$23,477.20
Udr Incorporated902653104UDR$23,415.84
CRED SUIS GP FUN LTD COMPANY GUAR 144A 12/20 3.125225433AJ0N/A$23,373.60
APPLE INC SR UNSECURED 02/23 2.85037833BU3N/A$23,373.25
Tesoro Petroleum Corporation881609101TSO$23,344.46
AVIS BUDGET RENTAL CAR FUNDING AESOP 2016 1A A 144A05377RCD4N/A$23,342.36
Loews Corporation540424108L$23,310.24
Michael Kors Holdings Ltd Common Stock NpvG60754101KORS$23,251.01
Tata Steel Ltd Gdr Reg S GdrB3PPWV908TTST$23,247.32
ALLY MASTER OWNER TRUST AMOT 2014 4 A202005AEK0N/A$23,233.62
Seagate Technology PLCG7945M107STX$23,231.46
Quest Diagnostics Incorporated74834L100DGX$23,205.39
Federal National Mortgage Association31418AMB1N/A$23,143.62
FNMA POOL AB7424 FN 12/42 FIXED 331417EHA2N/A$23,126.78
WM WRIGLEY JR CO SR UNSECURED 144A 10/20 3.375982526AQ8N/A$23,117.56
Ciena Corporation171779309CIEN$23,026.26
UNITEDHEALTH GROUP INC SR UNSECURED 03/26 3.191324PCV2N/A$23,026.13
Regions Financial Corporation7591EP100RF$22,999.01
PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 07/20 3.2709599AU8N/A$22,984.87
Whole Foods Market, Incorporated966837106WFM$22,974.89
Macerich Company/the554382101MAC$22,854.95
CSAIL COMMERCIAL MORTGAGE TRUS CSAIL 2015 C4 ASB12635RAY4N/A$22,836.62
Columbia Pipeline Group198280109CPGX$22,831.73
Scana Corporation80589M102SCG$22,808.11
CHEVRON CORP SR UNSECURED 03/22 2.411166764AT7N/A$22,791.24
CAPITAL AUTO RECEIVABLES ASSET AFIN 2016 1 A313975NAC7N/A$22,782.90
Los Angeles Calif Community College District54438CPA4N/A$22,775.30
FNMA POOL BC4421 FN 03/46 FIXED 43140EY4F5N/A$22,764.46
AT+T INC SR UNSECURED 01/25 3.9500206RDD1N/A$22,726.27
Dover Corporation260003108DOV$22,685.98
Dr Horton Incorporated23331A109DHI$22,632.91
FNMA POOL AB0335 FN 01/20 FIXED 4.531416VLR3N/A$22,627.80
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2014 C20 A546642CBJ8N/A$22,573.55
UBS GROUP FUNDING COMPANY GUAR 144A 04/26 4.12590351DAF4N/A$22,563.81
PENTAIR PLC COMMON STOCK USD.01G7S00T104PNR$22,521.17
Brown-forman Corporation Cl B115637209N/A$22,513.17
Textron Incorporated883203101TXT$22,492.90
Camden Property133131102CPT$22,479.10
Kesa Electricals Ord Gbp0.25330401902DRTY$22,453.49
Signet Jewelers LtdG81276100SIG$22,441.72
TENN VALLEY AUTHORITY SR UNSECURED 09/65 4.25880591ES7N/A$22,424.20
Akamai Technologies, Incorporated00971T101AKAM$22,344.80
Slm Student Loan Trust Slma 2013 B A2a 144a78447VAB4N/A$22,282.27
Cfcre Commercial Mortgage Trus Cfcre 2011 C1 A4 144a12527EAD0N/A$22,273.41
Goldman Sachs Capital Ii381427AA1N/A$22,226.73
Medidata Solutions, Incorporated58471A105MDSO$22,223.43
EVOLENT HEALTH INC A COMMON STOCK USD.0130050B101EVH$22,111.16
LAZARD GROUP LLC SR UNSECURED 02/25 3.7552107QAG0N/A$22,107.87
Sl Green Realty Corporation78440X101SLG$22,051.49
Astronics Corp046433108ATRO$22,050.13
Cincinnati Financial Corporation172062101CINF$21,993.12
SLM STUDENT LOAN TRUST SLMA 2006 3 A578442GSD9N/A$21,890.22
PERRIGO FINANCE UNLIMITE COMPANY GUAR 03/26 4.37571429MAB1N/A$21,863.71
SLM STUDENT LOAN TRUST SLMA 2005 6 A678442GPY6N/A$21,833.38
MEMORIAL RESOURCE DEVELOPMEN COMMON STOCK USD.0158605Q109MRD$21,765.55
FNMA POOL AB9048 FN 04/43 FIXED 3.531417GBS4N/A$21,714.62
Port Auth of New York + New Je Portrn 10/62 Fixed73358WJA3N/A$21,663.26
Mosaic Co/the Common Stock Usd.0161945C103MOS$21,653.03
Ddr Corp23317HAA0N/A$21,626.68
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 B A2B 144A78448QAC2N/A$21,618.20
ISS A/S COMMON STOCK DKK1.0BKJ9RT904ISS$21,563.52
Harley-davidson Incorporated412822108HOG$21,489.35
Lincoln National Corporation534187109LNC$21,488.72
Kureha Corporation Npv649790003N/A$21,463.55
GENERAL MOTORS FINL CO COMPANY GUAR 03/21 4.237045XBF2N/A$21,429.13
Bank of America Corporation060505DH4N/A$21,422.28
Sealed Air Corporation81211K100SEE$21,406.85
California State Build America Bonds13063BJC7N/A$21,403.86
Marathon Oil Corporation565849106MRO$21,380.63
AVIS BUDGET RENTAL CAR FUNDING AESOP 2012 3A A 144A05377RBB9N/A$21,369.62
CALIFORNIA REPUBLIC AUTO RECEI CRART 2016 1 A313057BAC4N/A$21,368.93
Government National Mortgage Association36203WNP9N/A$21,225.14
Federal National Mortgage Association31418AK72N/A$21,221.13
FNMA POOL AB7456 FN 01/43 FIXED 331417EJA0N/A$21,010.98
Airgas Incorporated009363102ARG$21,005.47
MCDONALD S CORP SR UNSECURED 12/45 4.87558013MFA7N/A$21,005.24
Interpublic Group of Cos.460690100IPG$20,995.56
L-3 Communications Holdings In502424104LLL$20,979.83
AVALONBAY COMMUNITIES IN SR UNSECURED 10/20 3.62505348EAS8N/A$20,934.52
E.ON AG494290901EOAN$20,846.61
CITIGROUP INC SUBORDINATED 03/26 4.6172967KJ9N/A$20,834.94
XACTLY CORP COMMON STOCK USD.00198386L101XTLY$20,817.31
TOLL BROS FINANCE CORP COMPANY GUAR 12/18 488947EAP5N/A$20,797.08
Best Buy Incorporated086516101BBY$20,791.92
Puget Energy Incorporated Fixed 6745310AD4N/A$20,783.78
Snap-On Incorporated833034101SNA$20,748.05
CA Incorporated12673P105CA$20,727.20
DISCOVER CARD EXECUTION NOTE T DCENT 2015 A4 A4254683BR5N/A$20,705.65
BANK OF AMERICA CORP SR UNSECURED 08/25 3.87506051GFS3N/A$20,691.98
Commercial Mortgage Pass Throu Comm 2012 Cr1 A212624BAB2N/A$20,680.61
Federal National Mortgage Association3138M8W25N/A$20,672.52
Treasury Bill912796HK8N/A$20,654.87
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 C A1 144A78448RAA4N/A$20,646.79
D.r. Horton Incorporated Company Guar23331ABF5N/A$20,596.14
American Electric Power Sr Unsecured 1.65025537AF8N/A$20,500.47
Centerpoint Energy Inc.15189T107CNP$20,477.89
Hasbro, Incorporated418056107HAS$20,467.49
FED HM LN PC POOL Q39179 FG 03/46 FIXED 43132QWFV6N/A$20,459.70
GENERAL MOTORS FINL CO COMPANY GUAR 05/18 3.2537045XAJ5N/A$20,430.79
Juniper Networks, Incorporated48203R104JNPR$20,428.17
APPLE INC SR UNSECURED 02/26 3.25037833BY5N/A$20,356.28
Indiana Housing & Community Development Authority Series A-2454806DP2N/A$20,334.89
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 1 A413975KAD1N/A$20,300.60
Namura Shipbuildng Jpy50662106004N/A$20,291.10
Expeditors International of Washington Incorporated302130109EXPD$20,220.92
Navient Student Loan Trust Navsl 2015 Ca A 144A63939MAA3N/A$20,194.34
Atea Asa Common Stock Nok10.0B12TR1901ATEA$20,181.71
Actavis Funding Scs00507UAS0N/A$20,145.53
Delos Fin S A R L Term LoanL2324EAB7N/A$20,113.89
NELNET STUDENT LOAN TRUST NSLT 2005 3 A564031QCD1N/A$20,110.42
FNMA POOL AZ2287 FN 06/45 FIXED 43138YTRH9N/A$20,090.08
CHUBB INA HOLDINGS INC COMPANY GUAR 05/26 3.3500440EAV9N/A$20,086.03
LEVEL 3 FINANCING INC. 2015 TERM LOAN B52729KAM8N/A$20,039.34
Goodyear Tire & Rubber Company382550101GT$20,035.90
DELTA AIR LINES INC. 2015 TERM LOAN B976QCEII2N/A$20,018.51
COMM MORTGAGE TRUST COMM 2014 UBS6 AM12592PBH5N/A$19,919.50
Vereit Operating Partner Company Guar03879QAB0N/A$19,892.86
GE Capital Intl Funding Company Guar 144A36164NFH3N/A$19,888.04
Royal Gold, Incorporated780287108RGLD$19,864.07
KAR AUCTION SVCS INC TERM LOAN B 248562RAG4N/A$19,857.79
InterActiveCorp Company Guar44919PAF9N/A$19,857.51
Mexico (united Mexican States) (go91086QAZ1N/A$19,829.64
Dish Dbs Corp Company Guar25470XAP0N/A$19,829.26
SERVICEMASTER CO LLC TERM LOAN B81760HAB8N/A$19,822.15
Lennar Corporation Class A526057104LEN$19,815.28
Michaels Stores Incorporated Term Loan594088AJ5N/A$19,779.88
Nelnet Student Loan Trust Nslt 2005 2 A564031QBX8N/A$19,768.27
FORD CREDIT AUTO OWNER TRUST FORDO 2014 C A334530PAD4N/A$19,730.29
WEST CORP TERM LOAN B 1095235LAQ3N/A$19,689.03
Berry Plastics Group Incorporated Term D Loans08579JAJ1N/A$19,688.86
Hertz Corporation Term Loan B 242804VAN1N/A$19,671.25
Fresenius Med Care U.S. Fin Incorporated Fixed35803QAD9N/A$19,669.37
CHS COMMUNITY HEALTH SYS INC INCREMENTAL 2018 TERM F LOANS12543KAL8N/A$19,627.06
CITIGROUP INC SR UNSECURED 02/18 1.8172967JH5N/A$19,597.87
William Lyon Homes Cl A Common Stock Usd.01552074700WLH$19,591.40
CEB INC COMMON STOCK USD.01125134106CEB$19,586.73
Wyndham Worldwide Corporation98310W108WYN$19,562.32
Owens-Illinois Incorporated690768BF2N/A$19,557.96
Slm Corporation78442FEN4N/A$19,555.27
Northrop Grumman Corporation Sr Unsecured666807BG6N/A$19,486.83
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 3 A313974HAD9N/A$19,476.86
United Rentals North Am Company Guar911365BA1N/A$19,465.87
Ineos Us Fin Llc Extended Trm Loan45672JAF7N/A$19,445.80
Multi-color Corp625383104LABL$19,405.17
Verisign Incorporated92343E102VRSN$19,404.02
Ally Financial Incorporated Fixed02005NAD2N/A$19,396.10
Matador Resources CO Common Stock Usd.01576485205MTDR$19,381.13
Hologic, Incorporated436440101HOLX$19,380.19
Bco Est R Gde Sul Prf Class B NpvB23F8S900N/A$19,377.95
FNMA POOL AL6859 FN 02/30 FIXED VAR3138EPTR5N/A$19,376.13
Cco Hldgs Llc/Cap Corp Company Guar1248EPAW3N/A$19,361.21
VERIZON COMMUNICATIONS SR UNSECURED 11/34 4.492343VCQ5N/A$19,358.81
TARGA RESOURCES PARTNERS COMPANY GUAR 01/18 587612BAT9N/A$19,301.21
FNMA POOL BC0159 FN 01/46 FIXED 43140EUE96N/A$19,260.28
Hanesbrands Incorporated Fixed410345AG7N/A$19,256.56
TENNECO INC COMPANY GUAR 12/20 6.875880349AQ8N/A$19,256.56
Nelnet Student Loan Trust Nslt 2005 1 A564031QBR1N/A$19,195.29
Cequel Communications LLC Term Loan15672EAJ3N/A$19,178.72
HCA INC COMPANY GUAR 10/18 8404119BL2N/A$19,170.97
BorgWarner Incorporated099724106BWA$19,100.04
NCL CORP LTD SR UNSECURED 144A 11/19 5.2562886HAL5N/A$19,070.50
CBRE Group, Incorporated12504L109CBG$19,065.49
GOLDMAN SACHS GROUP INC SR UNSECURED 02/26 3.7538143U8H7N/A$19,034.68
FED HM LN PC POOL G07925 FG 02/45 FIXED 43128MAD63N/A$19,030.31
MCBC HOLDINGS INC COMMON STOCK USD.0155276F107MCFT$19,026.92
Nanometrics Incorporated630077105NANO$19,009.96
NRG Energy, Incorporated629377BN1N/A$18,977.48
Pinnacle West Capital Corporation723484101PNW$18,958.02
Smithfield Foods Incorporated832248AQ1N/A$18,955.15
Meggitt Ord Gbp0.05057580003MGGT$18,916.89
Limited Brands, Incorporated532716AM9N/A$18,910.50
WM WRIGLEY JR CO SR UNSECURED 144A 10/19 2.9982526AV7N/A$18,904.41
SPECTRUM BRANDS INC COMPANY GUAR 11/20 6.37584762LAN5N/A$18,807.79
Guidewire Software Incorporated Common Stock Usd.000140171V100GWRE$18,782.10
NAVIENT STUDENT LOAN TRUST NAVSL 2016 AA A1 144A63939NAA1N/A$18,765.05
Virtus Investment Partners Incorporated92828Q109VRTS$18,753.59
Franco-Nevada Corporation351858956FNV$18,738.80
Gsms_12-gcj736192KAR8N/A$18,681.60
Tiffany & Company886547108TIF$18,621.24
FED HM LN PC POOL J33260 FG 11/30 FIXED 3.531307PTR0N/A$18,571.04
Kghm Polska Miedz Pln10 Br526325907KGH$18,535.50
FIDELITY NATIONAL INFORM SR UNSECURED 10/18 2.8531620MAN6N/A$18,487.49
Bed Bath & Beyond Inc075896100BBBY$18,474.41
PVH Corporation693656100PVH$18,467.80
SLM STUDENT LOAN TRUST SLMA 2014 2 A378448GAC4N/A$18,450.20
FED HM LN PC POOL U69020 FG 07/44 FIXED 53132FYAW7N/A$18,434.05
ROYAL BK SCOTLND GRP PLC SR UNSECURED 04/26 4.8780097BA8N/A$18,428.25
ALLY MASTER OWNER TRUST AMOT 2015 2 A102005AFD5N/A$18,409.25
PLANET FITNESS INC CL A COMMON STOCK USD.000172703H101PLNT$18,396.03
Republic of Slovenia Sr Unsecured 144a831594AB2N/A$18,325.30
ING BANK NV SR UNSECURED 144A 03/21 2.7544987CAM0N/A$18,303.40
PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 02/22 3.375709599AS3N/A$18,275.28
Total System Services Incorporated891906109TSS$18,240.57
FNMA POOL AL7613 FN 11/45 FIXED VAR3138EQN73N/A$18,208.85
Gaslog Ltd Common Stock Usd.01G37585109GLOG$18,171.40
NetApp, Incorporated64110D104NTAP$17,947.59
Fresnillo plcB2QPKJ909FRES$17,918.67
Tahoe Resources Incorporated Common Stock873868954THO$17,905.85
ANHEUSER BUSCH INBEV FIN COMPANY GUAR 02/19 1.9035242AG1N/A$17,900.83
Jarden Corporation471109AB4N/A$17,896.88
Cintas Corporation172908105CTAS$17,895.94
FNMA POOL AB7268 FN 12/42 FIXED 331417ECE9N/A$17,876.72
Vr Qtr Netnet Student Loan Trust64031QBC4N/A$17,842.65
Agl Resources Incorporated001204106GAS$17,839.80
Smiths Group Ord Gbp0.375B1WY23900SMIN$17,815.52
SKY PLC COMPANY GUAR 144A 09/24 3.75111013AL2N/A$17,781.15
LLOYDS BANKING GROUP PLC SUBORDINATED 03/26 4.6553944YAB9N/A$17,766.85
SeaWorld Entertainment, Incorporated, Common Stock81282V100SEAS$17,717.21
AES Corporation00130H105AES$17,710.42
FNMA31418AHY7N/A$17,593.48
CAPITAL AUTO RECEIVABLES ASSET AFIN 2014 1 A413975GAD0N/A$17,556.39
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 2 A3139738AD0N/A$17,516.81
GENERAL MOTORS FINL CO COMPANY GUAR 03/26 5.2537045XBG0N/A$17,459.75
AMERICAN INTL GROUP SR UNSECURED 04/26 3.9026874DH7N/A$17,428.41
ACTAVIS FUNDING SCS COMPANY GUAR 03/45 4.7500507UAU5N/A$17,420.71
LOCKHEED MARTIN CORP SR UNSECURED 11/20 2.5539830BF5N/A$17,420.42
Darden Restaurants Incorporated237194105DRI$17,407.95
TransDigm Group Incorporated Tranche C Term Loan89364MAX2N/A$17,389.02
Varian Medical Systems Incorporated92220P105VAR$17,386.04
HP ENTERPRISE CO SR UNSECURED 144A 10/45 6.3542824CAR0N/A$17,383.63
AMERICAN TOWER CORP SR UNSECURED 09/21 3.4503027XAE0N/A$17,357.34
Nasdaq OMX Group Incorporated631103108NDAQ$17,325.12
Wynn Resorts, Limited983134107WYNN$17,301.95
CELGENE CORP SR UNSECURED 08/45 5151020AU8N/A$17,298.15
BAXALTA INC SR UNSECURED 144A 06/45 5.2507177MAE3N/A$17,296.43
FNMA POOL AU1690 FN 08/43 FIXED 43138X02Y3N/A$17,286.84
Seven Network Ltd Npv678385907SVW$17,277.99
SUNTRUST BANKS INC SR UNSECURED 03/21 2.9867914BK8N/A$17,259.28
Huntington Bancshares Incorporated446150104HBAN$17,254.86
Vesuvius PLC Common Stock Gbp1.B82YXW900VSVS$17,247.06
Tripadvisor Incorporated Common Stock Usd.001896945201TRIP$17,234.69
REPUBLIC OF POLAND 04/26 3.25731011AU6N/A$17,212.05
AT+T INC SR UNSECURED 04/24 4.4500206RDC3N/A$17,198.61
Rpx Corp Common Stock74972G103RPXC$17,138.99
Nisource Incorporated65473P105NI$17,137.85
JB Hunt Transport Services445658107JBHT$17,073.54
FNMA POOL AL7756 FN 06/33 FIXED VAR3138EQTN2N/A$16,985.84
Fluor Corporation343412102FLR$16,970.94
FORD CREDIT FLOORPLAN MASTER O FORDF 2012 2 A34528QBP8N/A$16,969.10
KRAFT HEINZ FOODS CO COMPANY GUAR 144A 07/45 5.2423074AV5N/A$16,952.32
American Tower Corporation Sr Unsecured03027XAB6N/A$16,907.90
FED HM LN PC POOL V82138 FG 12/45 FIXED 43132L7LT4N/A$16,865.74
MALIBU BOATS INC A COMMON STOCK USD.0156117J100MBUU$16,862.65
FED HM LN PC POOL J31441 FG 04/30 FIXED 3.531307MS64N/A$16,862.57
FED HM LN PC POOL 849663 FH 12/42 FLOATING VAR31300MWY5N/A$16,812.54
Mueller Water Products Incorporated Class A624758108MWA$16,810.40
Unum Group91529Y106UNM$16,801.93
SYNCHRONY FINANCIAL SR UNSECURED 07/25 4.587165BAG8N/A$16,795.02
CSAIL COMMERCIAL MORTGAGE TRUS CSAIL 2015 C4 A412635RAX6N/A$16,765.99
NEWELL RUBBERMAID INC SR UNSECURED 04/26 4.2651229AW6N/A$16,726.55
Nordstrom Incorporated655664100JWN$16,710.39
Cablevision Systems Corporation12686C109CVC$16,705.63
VISA INC SR UNSECURED 12/25 3.1592826CAD4N/A$16,661.76
CF Industries Holdings, Incorporated125269100CF$16,618.47
FNMA POOL AY4350 FN 02/45 FLOATING VAR3138YHZQ6N/A$16,617.11
Xylem Incorporated W/i Common Stock98419M100XYL$16,607.36
FED HM LN PC POOL J33940 FG 03/31 FIXED 3.531307QLV7N/A$16,576.90
VERIZON COMMUNICATIONS SR UNSECURED 09/16 2.592343VBN3N/A$16,567.85
F5 Networks Incorporated315616102FFIV$16,555.73
Mineral Resources Ltd Common StockB17ZL5909MIN$16,552.24
Government National Mortgage Association36203CJK9N/A$16,551.49
SEMPRA ENERGY SR UNSECURED 11/20 2.85816851AX7N/A$16,531.99
PECO ENERGY CO 1ST MORTGAGE 10/25 3.15693304AT4N/A$16,477.76
Pandora Media Incorporated698354107P$16,437.52
Ddr Corporation Unsecured23317HAB8N/A$16,434.60
MEDIA GENERAL INC COMMON STOCK58441K100MEG$16,408.08
UNITEDHEALTH GROUP INC SR UNSECURED 03/21 2.12591324PCU4N/A$16,378.29
GNMA II POOL AQ2288 G2 09/45 FIXED 436189RRH2N/A$16,375.24
CISCO SYSTEMS INC SR UNSECURED 02/19 1.617275RBB7N/A$16,295.86
RAPID7 INC COMMON STOCK USD.01753422104RPD$16,247.71
NELNET STUDENT LOAN TRUST NSLT 2004 4 A564031QBK6N/A$16,237.51
Mgm Mirage Incorporated552953BB6N/A$16,214.58
Staples Incorporated855030102SPLS$16,204.17
ACTAVIS FUNDING SCS COMPANY GUAR 03/20 300507UAP6N/A$16,160.92
Chemring Group PLC Common Stock Gbp.05B45C9X909CHG$16,160.67
Goldman Sachs Group Incorporated38141GFD1N/A$16,144.51
NAVIENT STUDENT LOAN TRUST NAVSL 2015 AA A2A 144A63939EAB9N/A$16,143.08
FNMA POOL AQ7127 FN 12/42 FIXED 3.53138MN4M9N/A$16,006.77
Nokia Corporation654902AB1N/A$15,926.20
Erac Usa Finance LLC Company Guar 144a 03/4226884TAE2N/A$15,917.28
CIT Group Incorporated Sr Unsecured125581GP7N/A$15,903.73
FNMA POOL AL7875 FN 12/45 FIXED VAR3138EQXD9N/A$15,893.46
Tenet Healthcare Corp Sr Secured88033GBP4N/A$15,851.77
MID AMERICA APARTMENTS L SR UNSECURED 06/24 3.7559523UAL1N/A$15,784.24
E*TRADE Financial Corporation269246401ETFC$15,750.91
TEMPUR SEALY INTL INC COMPANY GUAR 12/20 6.87588023UAB7N/A$15,702.93
Vr Qtr Slm Student Loan Trust78442GQJ8N/A$15,682.90
TRANSCONT GAS PIPE LINE SR UNSECURED 144A 02/26 7.85893574AG8N/A$15,682.37
REPUBLIC OF PARAGUAY SR UNSECURED 144A 04/26 5699149AC4N/A$15,647.46
FNMA POOL AL6042 FN 11/29 FIXED VAR3138ENWC9N/A$15,637.89
GS MORTGAGE SECURITIES TRUST GSMS 2015 GC34 AAB36250VAE2N/A$15,599.57
DOLLAR TREE INC COMPANY GUAR 144A 03/20 5.2530706VAC9N/A$15,572.69
SCHAEFFLER HLDG FIN BV SR SECURED 144A 11/19 6.2580626PAC4N/A$15,572.69
BEST BUY CO INC SR UNSECURED 08/18 5086516AM3N/A$15,535.48
Adt Corp/the Common Stock Usd.0100101J106ADT$15,517.73
AMERICAN AIRLINES GROUP COMPANY GUAR 06/18 6.12591731VAA4N/A$15,516.88
Verwaltungs U.priv Chf10(br)596800904VPB$15,504.07
Tesco Plc Sr Unsecured 144A881575AA2N/A$15,484.52
VIASAT INC COMPANY GUAR 06/20 6.87592552VAF7N/A$15,461.06
FED HM LN PC POOL 849791 FH 02/45 FLOATING VAR31300M2Y8N/A$15,449.91
HILTON WORLDWIDE FIN LLC COMPANY GUAR 10/21 5.625432891AD1N/A$15,423.11
CALIFORNIA REPUBLIC AUTO RECEI CRART 2015 4 A4 144A13057VAD8N/A$15,397.21
LENNAR CORP COMPANY GUAR 06/19 4.5526057BT0N/A$15,368.03
FNMA POOL AS5437 FN 07/30 FIXED 3.53138WFBF2N/A$15,366.60
COMM MORTGAGE TRUST COMM 2014 UBS6 ASB12592PBD4N/A$15,279.93
JAGUAR LAND ROVER AUTOMO COMPANY GUAR 144A 12/18 4.12547010BAB0N/A$15,266.82
Five Below Common Stock Usd.0133829M101FIVE$15,258.38
Radware, Ltd.M81873107RDWR$15,214.31
Portola Pharmaceuticals Incorporated Common Stock737010108PTLA$15,184.19
AIA GROUP LTD SR UNSECURED 144A 03/46 4.500131LAE5N/A$15,184.10
T MOBILE USA INC COMPANY GUAR 04/19 6.46487264AAC9N/A$15,181.98
Ally Auto Receivables Trust Allya 2016 1 A2A02007CAB8N/A$15,170.88
Gap Incorporated364760108GPS$15,135.62
HSBC HOLDINGS PLC SR UNSECURED 03/26 4.3404280AW9N/A$15,131.27
SLM STUDENT LOAN TRUST SLMA 2013 A A2B 144A78447RAC1N/A$15,129.23
FED HM LN PC POOL J32522 FG 08/30 FIXED 3.531307NYT5N/A$15,109.82
FIDELITY NATIONAL INFORM SR UNSECURED 10/20 3.62531620MAP1N/A$15,104.39
CAPITAL ONE FINANCIAL CO SUBORDINATED 10/25 4.214040HBJ3N/A$15,087.67
Comerica Incorporated200340107CMA$15,066.71
PETROLEOS MEXICANOS US GOVT GUAR 04/25 2.37871654QBT8N/A$15,065.63
FED HM LN PC POOL G15629 FG 07/30 FIXED 3.53128MEPN5N/A$15,036.19
Newfield Exploration Company651290108NFX$14,987.56
Mitsubishi Corporation659678007N/A$14,969.26
Leggett & Platt Incorporated524660107LEG$14,941.51
GENERAL MOTORS FINL CO COMPANY GUAR 04/22 3.4537045XAW6N/A$14,934.57
ALIBABA GROUP HOLDING COMPANY GUAR 11/24 3.601609WAQ5N/A$14,926.05
Cempra Incorporated15130J109CEMP$14,920.59
Apartment Invt. & Mgmt03748R101AIV$14,898.73
NXP B.V. 2015 TERM LOAN927MFYII4N/A$14,870.25
Frontier Communications Corporation35906A108FTR$14,855.95
IRON MOUNTAIN INC REIT USD.0146284V101IRM$14,848.05
Home Retail Group Ord Gbp0B19NKB902HOME$14,816.85
NUMERICABLE SFR SAS SR SECURED 144A 05/19 4.87567054LAA5N/A$14,809.87
QORVO INC COMMON STOCK USD.000174736K101QRVO$14,805.73
Financial Engines, Incorporated317485100FNGN$14,779.57
JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2016 C1 ASB46645LAZ0N/A$14,779.20
GOLDMAN SACHS GROUP INC SR UNSECURED 10/45 4.7538141GVS0N/A$14,773.34
LAZARD GROUP LLC SR UNSECURED 11/20 4.2552107QAF2N/A$14,761.98
TECO Energy Incorporated872375100TE$14,749.38
HYUNDAI AUTO RECEIVABLES TRUST HART 2014 B A344890UAC8N/A$14,732.73
JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C30 AS46644UBE7N/A$14,717.73
DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 08/25 3.2526442UAA2N/A$14,695.83
Avery Dennison Corporation053611109AVY$14,671.47
Akorn, Incorporated009728106AKRX$14,670.35
NEWELL RUBBERMAID INC SR UNSECURED 04/46 5.5651229AY2N/A$14,668.42
ALLY AUTO RECEIVABLES TRUST ALLYA 2014 1 A402006TAC0N/A$14,633.88
Discovery Holding Company25470F302DISCK$14,618.53
FNMA POOL BA4789 FN 01/31 FIXED 3.53140E9KB1N/A$14,566.23
INTERNATIONAL PAPER CO SR UNSECURED 05/46 5.15460146CN1N/A$14,543.87
FNMA POOL AR7533 FN 03/43 FIXED 33138W5LP1N/A$14,481.27
Helmerich & Payne Incorporated423452101HP$14,429.26
CALIFORNIA REPUBLIC AUTO RECEI CRART 2015 1 A413056UAD1N/A$14,386.97
MARSH + MCLENNAN COS INC SR UNSECURED 03/26 3.75571748AZ5N/A$14,380.96
FNMA POOL AR3391 FN 01/43 FIXED 33138W0XV6N/A$14,360.19
AAC HOLDINGS INC COMMON STOCK USD.001000307108AAC$14,334.36
FED HM LN PC POOL 849861 FH 01/44 FLOATING VAR31300M5W9N/A$14,271.26
ONEOK Incorporated682680103OKE$14,264.70
MORGAN STANLEY BAML TRUST MSBAM 2016 C28 ASB61766LBQ1N/A$14,248.09
SANTANDER UK GROUP HLDGS SUBORDINATED 144A 09/25 4.7580281LAA3N/A$14,209.30
ALLY AUTO RECEIVABLES TRUST ALLYA 2015 2 A302007DAB6N/A$14,191.62
H & R Block Incorporated093671105HRB$14,181.93
REYNOLDS AMERICAN INC COMPANY GUAR 08/35 5.7761713BA3N/A$14,130.02
FMC Technologies Incorporated30249U101FTI$14,123.33
INTREXON CORP COMMON STOCK46122T102XON$13,952.46
ARDAGH PKG FIN/HLDGS USA SR SECURED 144A 12/19 VAR03969AAF7N/A$13,927.98
HUNTINGTON BANCSHARES SR UNSECURED 03/21 3.15446150AJ3N/A$13,914.86
Robert Half International770323103RHI$13,898.60
Torchmark Corporation891027104TMK$13,895.99
DUKE ENERGY CAROLINAS 1ST REF MORT 03/23 2.526442CAQ7N/A$13,866.13
Gail India Ltd Reg S Gdr Gdr323552901GAID$13,863.55
BANK OF AMERICA CORP SR UNSECURED 10/20 2.62506051GFT1N/A$13,748.31
CCO SAFARI II LLC SR SECURED 144A 10/45 6.484161175AP9N/A$13,601.74
Slm Student Loan Trust Slma 2012 6 B78447GAD3N/A$13,579.64
Goodyear Tire + Rubber Company Guar 7.382550BC4N/A$13,568.90
Pulte Homes Incorporated745867101PHM$13,524.09
CAPITAL AUTO RECEIVABLES ASSET AFIN 2013 4 A413975FAD2N/A$13,511.85
FED HM LN PC POOL J33594 FG 01/31 FIXED 3.531307P7F0N/A$13,490.74
ANADARKO PETROLEUM CORP SR UNSECURED 03/21 4.85032511BM8N/A$13,421.76
VIRGIN MEDIA INVESTMENT HOLDIN USD TERM LOAN FG9368PAV6N/A$13,406.19
Amec Ord Gbp0.50002826006AMFW$13,404.87
VIRGINIA ELEC + POWER CO SR UNSECURED 01/26 3.15927804FU3N/A$13,379.58
USG CORP SR UNSECURED 01/18 9.75903293AS7N/A$13,318.47
Barrick Na Finance LLC Fixed06849RAF9N/A$13,256.83
G&K Services Incorporated361268105GK$13,218.85
CONFORMIS INC COMMON STOCK USD.0000120717E101CFMS$13,218.64
ALDER BIOPHARMACEUTICALS INC COMMON STOCK USD.0001014339105ALDR$13,206.07
SANTANDER ISSUANCES COMPANY GUAR 11/25 5.17980281TAE8N/A$13,146.51
Flowserve Corporation34354P105FLS$13,141.38
FNMA POOL AL8156 FN 03/46 FIXED VAR3138ETB21N/A$13,116.55
Endo International PlcG30401106ENDP$13,091.52
Sonae Sgps SA Eur1597399906SON$13,090.63
PETROLEOS MEXICANOS COMPANY GUAR 144A 08/26 6.87571656LBK6N/A$13,085.63
AMERICAN HOMES 4 RENT A REIT USD.0102665T306AMH$13,039.98
FNMA POOL AS3988 FN 12/29 FIXED 3.53138WDNE7N/A$13,023.07
MET LIFE GLOB FUNDING I SECURED 144A 12/20 2.559217GBR9N/A$12,986.95
FEDEX CORP COMPANY GUAR 04/46 4.5531428XBG0N/A$12,980.86
COMM MORTGAGE TRUST COMM 2014 UBS3 A412591YBC8N/A$12,978.69
AP MOELLER MAERSK A/S SR UNSECURED 144A 09/25 3.87500203QAD9N/A$12,921.43
SCRIPPS NETWORKS INTERAC SR UNSECURED 11/24 3.9811065AC5N/A$12,890.04
United Rentals, Incorporated911363109URI$12,870.92
ACTAVIS FUNDING SCS COMPANY GUAR 03/18 2.3500507UAM3N/A$12,852.50
Cabcharge Australia Npv619469901CAB$12,824.50
ENERGY TRANSFER PARTNERS SR UNSECURED 06/18 2.529273RBH1N/A$12,819.29
EXPRESS SCRIPTS HOLDING COMPANY GUAR 02/26 4.530219GAM0N/A$12,798.01
DISCOVERY COMMUNICATIONS COMPANY GUAR 03/26 4.925470DAL3N/A$12,755.20
Ralph Lauren Corp Common Stock Usd.01751212101RL$12,730.43
SLM STUDENT LOAN TRUST SLMA 2014 A A2A 144A78448DAB3N/A$12,675.05
GNMA POOL AB5966 GN 09/45 FIXED 4.536178STX6N/A$12,665.17
FED HM LN PC POOL Q38681 FG 02/46 FIXED 43132QVUF6N/A$12,576.34
ACTIVISION BLIZZARD COMPANY GUAR 144A 09/21 5.62500507VAC3N/A$12,517.69
Range Resources Corporation75281A109RRC$12,492.26
AVIS BUDGET RENTAL CAR FUNDING AESOP 2014 2A A 144A05377RBV5N/A$12,490.40
Slm Student Loan Trust Slma 2007 2 B78443XAE8N/A$12,487.54
China Bluechemical Ltd H Common Stock Hkd1.B1DN3X908N/A$12,481.30
CHUBB INA HOLDINGS INC COMPANY GUAR 11/45 4.3500440EAW7N/A$12,456.29
UNION PACIFIC CORP SR UNSECURED 03/46 4.05907818EJ3N/A$12,450.58
SBA COMMUNICATIONS CORP SR UNSECURED 10/19 5.62578388JAQ9N/A$12,428.39
LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 08/44 4.8553079EBF0N/A$12,416.24
Federal National Mortgage Association31409LQ40N/A$12,412.41
Government National Mortgage Association36203EMH8N/A$12,390.45
PerkinElmer, Incorporated714046109PKI$12,353.37
FED HM LN PC POOL J32249 FG 07/30 FIXED 3.531307NQA5N/A$12,327.43
MORGAN STANLEY BAML TRUST MSBAM 2015 C25 ASB61765TAC7N/A$12,311.54
ASHLAND INC SR UNSECURED 04/18 3.875044209AK0N/A$12,309.31
SPX FLOW INC COMPANY GUAR 09/17 6.87578469XAC1N/A$12,309.31
HUGHES SATELITE SYSTEMS SR SECURED 06/19 6.5444454AB8N/A$12,307.45
Aryzta AG Chf0.02B39VJC900ARYN$12,273.28
Leucadia National Corporation527288104LUK$12,259.53
Royal Bk of Scot Grp PLC780097AM3N/A$12,256.49
Tesaro Incorporated881569107TSRO$12,256.19
PIONEER NATURAL RESOURCE SR UNSECURED 01/21 3.45723787AL1N/A$12,242.34
Federal National Mortgage Association3136AAVJ1N/A$12,215.54
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 4 A213974LAB4N/A$12,160.83
Jacobs Engineering Group Incorporated469814107JEC$12,140.64
PERRIGO FINANCE UNLIMITD COMPANY GUAR 12/24 3.9714295AC6N/A$12,107.15
Csc Holdings LLC Sr Unsecured126304AK0N/A$12,056.28
Qualys Incorporated74758T303QLYS$12,036.56
GS MORTGAGE SECURITIES TRUST GSMS 2014 GC20 AAB36252WAY4N/A$12,035.46
FNMA POOL BC5313 FN 03/46 FIXED 3.53140F03X0N/A$12,001.87
GNMA II POOL AR3773 G2 02/46 FIXED 436192YFN2N/A$11,988.13
CALIFORNIA REPUBLIC AUTO RECEI CRART 2016 1 A413057BAD2N/A$11,933.74
First Solar Incorporated336433107FSLR$11,889.80
OCCIDENTAL PETROLEUM COR SR UNSECURED 04/26 3.4674599CH6N/A$11,795.19
NAVIENT STUDENT LOAN TRUST NAVSL 2015 CA B 144A63939MAB1N/A$11,775.62
Jpmcc 2010 Cntr A2 08/32 Fixed46636AAC6N/A$11,762.34
OCCIDENTAL PETROLEUM COR SR UNSECURED 04/46 4.4674599CJ2N/A$11,729.67
FNMA POOL AL5396 FN 05/34 FIXED VAR3138EM7J4N/A$11,728.05
TEGNA INC COMMON STOCK USD1.087901J105TGNA$11,726.89
FNMA POOL BA4772 FN 01/46 FIXED 43140E9JS6N/A$11,705.63
WALGREENS BOOTS ALLIANCE SR UNSECURED 11/44 4.8931427AC2N/A$11,673.04
PACIFIC GAS + ELECTRIC SR UNSECURED 03/26 2.95694308HP5N/A$11,583.13
NEXSTAR BROADCASTING INC COMPANY GUAR 11/20 6.87565336YAJ2N/A$11,526.03
FLEXION THERAPEUTICS INC COMMON STOCK USD.00133938J106FLXN$11,422.03
Assurant Incorporated04621X108AIZ$11,368.80
CITIGROUP INC SR UNSECURED 07/45 4.65172967JU6N/A$11,302.78
CALIFORNIA REPUBLIC AUTO RECEI CRART 2015 4 A2 144A13057VAB2N/A$11,278.66
Zions Bancorporation989701107ZION$11,263.91
People's United Financial Incorporated712704105PBCT$11,250.44
PHILIP MORRIS INTL INC SR UNSECURED 02/19 1.375718172BR9N/A$11,229.11
FNMA POOL BC2465 FN 02/31 FIXED 3.53140EWW35N/A$11,220.65
LOCKHEED MARTIN CORP SR UNSECURED 05/46 4.7539830BL2N/A$11,203.33
JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C28 A346644FAC5N/A$11,149.68
FED HM LN PC POOL Q37166 FG 11/45 FIXED 43132QT6C5N/A$11,128.81
Service Corporation International Series WI817565BF0N/A$11,122.29
NAVIENT STUDENT LOAN TRUST NAVSL 2014 8 A263939DAB1N/A$11,079.43
HOME DEPOT INC SR UNSECURED 04/26 3437076BM3N/A$11,075.08
FNMA POOL BC4404 FN 03/46 FIXED 3.53140EY3N9N/A$11,073.20
CSAIL COMMERCIAL MORTGAGE TRUS CSAIL 2016 C5 ASB12636LAZ3N/A$11,046.02
GNMA II POOL MA3047 G2 08/45 FLOATING VAR36179RL49N/A$11,043.47
News Corp Class A Common Stock Usd.0165249B109NWSA$11,039.19
Israel (state Of)4651387N9N/A$11,017.89
Iasis Healthcare LLC Term Loan B 245073CAJ9N/A$11,001.46
FNMA POOL AB7964 FN 02/43 FIXED 3.531417EZ61N/A$10,993.11
Universal Electrs Incorporated913483103UEIC$10,988.69
FNMA POOL AL4692 FN 01/29 FIXED VAR3138EMGA3N/A$10,944.11
Capital Auto Receivables Asset Afin 2013 2 A4139742AD2N/A$10,943.94
FNMA POOL BC0293 FN 03/46 FIXED 3.53140EUKF5N/A$10,922.57
FNMA POOL BA4750 FN 01/31 FIXED 3.53140E9H41N/A$10,832.44
HERTZ VEHICLE FINANCING LLC HERTZ 2015 1A A 144A42806DAA7N/A$10,810.08
FED HM LN PC POOL J33277 FG 11/30 FIXED 3.531307PUA5N/A$10,790.72
FED HM LN PC POOL Q38491 FG 01/46 FIXED 43132QVNH0N/A$10,782.16
AMERICAN INTL GROUP SR UNSECURED 07/25 3.75026874DD6N/A$10,764.62
FNMA POOL AL7500 FN 09/45 FIXED VAR3138EQKN1N/A$10,748.23
Slm Student Loan Trust Slma 2012 E A2b 144a78447FAC7N/A$10,714.44
Garmin Ltd Common Stock Chf10.0H2906T109GRMN$10,693.05
Reynolds Grp Iss/reynold Sr Secured761735AP4N/A$10,692.51
VISA INC SR UNSECURED 12/20 2.292826CAB8N/A$10,686.00
FIDELITY NATIONAL INFORM SR UNSECURED 10/25 531620MAR7N/A$10,650.52
BURLINGTN NORTH SANTA FE SR UNSECURED 09/45 4.712189LAX9N/A$10,630.99
FED HM LN PC POOL J32033 FG 06/30 FIXED 3.531307NHJ6N/A$10,625.86
MORGAN STANLEY CAPITAL I TRUST MSC 2016 UBS9 A161766CAA7N/A$10,619.16
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 C A2B 144A78448RAC0N/A$10,597.11
BIOGEN INC SR UNSECURED 09/25 4.0509062XAF0N/A$10,535.76
FNMA POOL AE0181 FN 04/40 FLOATING VAR31419AFX0N/A$10,518.50
Ubsbb_12-c290269CAB6N/A$10,499.53
GNMA II POOL 784017 G2 07/45 FIXED 4.53622A2PA4N/A$10,497.63
SLM STUDENT LOAN TRUST SLMA 2007 5 A578443FAE7N/A$10,469.54
ANADARKO PETROLEUM CORP SR UNSECURED 03/46 6.6032511BP1N/A$10,403.07
Case New Holland Incorporated Fixed147446AR9N/A$10,400.40
DOMINION RESOURCES INC SR UNSECURED 12/44 4.725746UCC1N/A$10,325.95
Flir Systems Incorporated302445101FLIR$10,311.35
CAPITAL AUTO RECEIVABLES ASSET AFIN 2016 1 A413975NAD5N/A$10,300.42
PPL ELECTRIC UTILITIES 1ST MORTGAGE 10/45 4.1569351UAT0N/A$10,276.40
FED HM LN PC POOL G30828 FG 12/35 FIXED 3.53132J4EA3N/A$10,276.03
WPX ENERGY INC SR UNSECURED 01/17 5.2598212BAC7N/A$10,262.72
Zayo Group LLC Term Loan B98919MAD7N/A$10,228.42
Morgan Stanley Capital I Msc 2011 C3 A261760RAZ5N/A$10,153.65
SLM STUDENT LOAN TRUST SLMA 2012 6 A378447GAC5N/A$10,091.87
BANK OF THE WEST AUTO TRUST BWSTA 2014 1 A3 144A065604AC4N/A$10,078.12
BIOGEN INC SR UNSECURED 09/45 5.209062XAD5N/A$10,070.93
Oneok Partners LP Company Guar 2.68268NAH6N/A$10,053.20
FNMA POOL AL4201 FN 10/43 FLOATING VAR3138ELU35N/A$10,053.09
Federal National Mortgage Association31409LQ32N/A$10,046.48
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 4 A413974LAD0N/A$10,009.44
MALLINCKRODT INTL FIN COMPANY GUAR 04/18 3.5561234AD7N/A$10,002.25
CELGENE CORP SR UNSECURED 08/20 2.875151020AQ7N/A$9,990.82
STATE OF ISRAEL SR UNSECURED 03/26 2.87546513CXR2N/A$9,973.55
Sabine Pass Lng Lp785583AF2N/A$9,955.36
FNMA POOL AL7742 FN 11/45 FIXED VAR3138EQS86N/A$9,938.19
AT+T INC SR UNSECURED 02/47 5.6500206RCU4N/A$9,926.79
FNMA POOL AY4318 FN 01/45 FLOATING VAR3138YHYQ7N/A$9,851.62
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 2 A2139738AC2N/A$9,846.96
Tesoro Corp Company Guar881609AY7N/A$9,819.91
America Movil Sab De Cv Sr Unsecured02364WBD6N/A$9,817.37
AMERICAN TOWER CORP SR UNSECURED 02/21 3.303027XAH3N/A$9,801.41
Discovery Communications Incorporated Class C25470F104DISCA$9,776.27
PETROLEOS MEXICANOS COMPANY GUAR 01/46 5.62571654QBX9N/A$9,767.76
VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 05/20 2.4928668AM4N/A$9,766.66
GNMA POOL 626925 GN 03/45 FIXED 436291FPJ1N/A$9,758.28
Republic of Slovenia Bonds 144a 5.85831594AD8N/A$9,751.15
FNMA POOL AY8446 FN 08/30 FIXED 3.53138YNL47N/A$9,734.14
REYNOLDS AMERICAN INC COMPANY GUAR 08/45 5.85761713BB1N/A$9,714.18
GNMA II POOL 784067 G2 10/45 FIXED 43622A2QU9N/A$9,629.51
Alcoa Incorporated013817AS0N/A$9,600.37
TESORO LOGISTICS LP/CORP COMPANY GUAR 10/20 5.87588160QAA1N/A$9,590.14
WESTERN GAS PARTNERS LP SR UNSECURED 06/25 3.95958254AE4N/A$9,570.54
SLM STUDENT LOAN TRUST SLMA 2006 2 A578442GRV0N/A$9,538.24
Frontier Communications Fixed35906AAB4N/A$9,533.39
VERIZON COMMUNICATIONS SR UNSECURED 01/36 4.27292343VCV4N/A$9,522.53
TRINITY ACQUISITION PLC COMPANY GUAR 09/21 3.589641UAD3N/A$9,521.11
NAVIENT STUDENT LOAN TRUST NAVSL 2016 AA A2B 144A63939NAC7N/A$9,511.77
MIDAMERICAN ENERGY CO 1ST MORTGAGE 10/24 3.5595620AM7N/A$9,491.82
GS MORTGAGE SECURITIES TRUST GSMS 2014 GC26 AAB36250HAF0N/A$9,473.38
FNMA POOL AL7501 FN 10/45 FIXED VAR3138EQKP6N/A$9,392.80
Government National Mortgage Association36203N7D4N/A$9,390.96
Pitney Bowes Incorporated724479100PBI$9,387.23
Cia Saneamento Minas Gerais Common Stock NpvB0YBZJ909N/A$9,375.15
El Paso Corporation28336LBQ1N/A$9,370.35
MIDAMERICAN ENERGY CO 1ST MORTGAGE 05/46 4.25595620AP0N/A$9,362.81
TANGER PROPERTIES LP SR UNSECURED 12/23 3.875875484AG2N/A$9,344.01
NAVIENT CORP COMMON STOCK USD.0163938C108NAVI$9,335.46
NRG Energy Incorporated629377508NRG$9,320.03
FED HM LN PC POOL J33199 FG 11/30 FIXED 3.531307PRU5N/A$9,317.85
Murphy Oil Corporation626717102MUR$9,267.44
GENERAL MOTORS FINL CO COMPANY GUAR 01/19 3.137045XBB1N/A$9,202.19
MCDONALD S CORP SR UNSECURED 12/20 2.7558013MEX8N/A$9,139.69
FNMA POOL AE8284 FN 11/40 FIXED 431419KF26N/A$9,072.26
Ugl Ltd Npv691487904UGL$9,069.84
GULFSTREAM NATURAL GAS SR UNSECURED 144A 10/45 5.95402740AE4N/A$9,066.72
CALIFORNIA REPUBLIC AUTO RECEI CRART 2015 2 A313056MAC1N/A$9,043.31
FNMA POOL MA2225 FN 03/45 FIXED 4.531418BPK6N/A$8,961.47
FNMA POOL AL6043 FN 03/29 FIXED VAR3138ENWD7N/A$8,959.33
FNMA POOL AR1153 FN 01/43 FIXED 33138NXH75N/A$8,944.07
FED HM LN PC POOL Q38682 FG 02/46 FIXED 43132QVUG4N/A$8,929.21
FED HM LN PC POOL Q36591 FG 10/45 FIXED 43132QTKD7N/A$8,918.58
FED HM LN PC POOL Q25660 FG 04/44 FIXED 43132M55V0N/A$8,855.95
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2016 GC36 A517324TAE9N/A$8,848.35
JPMORGAN CHASE + CO SUBORDINATED 06/45 4.9546625HLL2N/A$8,848.06
Patterson Dental Co.703395103PDCO$8,840.86
SCRIPPS NETWORKS INTERAC SR UNSECURED 06/20 2.8811065AE1N/A$8,835.62
GNMA II POOL 784018 G2 06/45 FIXED 4.53622A2PB2N/A$8,825.81
WEATHERFORD INTERNATIONAL PL COMMON STOCK USD.001G48833100WFT$8,815.84
FNMA POOL BC2466 FN 02/31 FIXED 3.53140EWW43N/A$8,785.43
FED HM LN PC POOL J30512 FG 01/30 FIXED 3.531307LR91N/A$8,775.80
GNMA II POOL 627021 G2 11/45 FIXED 436291FSJ8N/A$8,759.63
AMERICAN TOWER CORP SR UNSECURED 06/20 2.803027XAF7N/A$8,748.61
AIA GROUP LTD SR UNSECURED 144A 03/25 3.200131LAB1N/A$8,706.87
WM WRIGLEY JR CO SR UNSECURED 144A 10/18 2.4982526AU9N/A$8,625.27
FANNIEMAE STRIP FNS 411 A331395QCY4N/A$8,623.52
FNMA POOL AU3734 FN 08/43 FIXED 33138X3EG3N/A$8,614.69
VIACOM INC SR UNSECURED 12/34 4.8592553PAZ5N/A$8,604.24
Distribuidora Internacional Common StockACI00NNS8DIA$8,589.81
FORD CREDIT FLOORPLAN MASTER O FORDF 2014 1 A134528QDE1N/A$8,563.68
FED HM LN PC POOL Q37167 FG 11/45 FIXED 43132QT6D3N/A$8,525.90
CAPITAL ONE MULTI ASSET EXECUT COMET 2015 A1 A114041NEU1N/A$8,506.28
Legg Mason Incorporated524901105LM$8,497.87
KINDER MORGAN INC/DELAWA COMPANY GUAR 12/34 5.349456BAG6N/A$8,495.15
Dun & Bradstreet Corp26483E100DNB$8,481.76
ALBEMARLE CORP COMPANY GUAR 12/44 5.45012725AD9N/A$8,465.11
HORTONWORKS INC COMMON STOCK USD.0001440894103HDP$8,422.71
CSRA INC COMMON STOCK USD.00112650T104CSRA$8,339.65
Morgan Stanley Baml Trust Msbam 2013 C10 A161762MBS9N/A$8,293.59
GRUPO TELEVISA SAB SR UNSECURED 01/46 6.12540049JBC0N/A$8,263.22
Slm Student Loan Trust Slma 2013 B A1 144a78447VAA6N/A$8,218.78
GENERAL MOTORS CO SR UNSECURED 04/36 6.637045VAK6N/A$8,203.72
Quanta Services Incorporated74762E102PWR$8,200.81
MORGAN STANLEY BAML TRUST MSBAM 2015 C27 A461690AAE4N/A$8,178.03
MID AMERICA APARTMENTS L SR UNSECURED 11/25 459523UAM9N/A$8,157.52
FED HM LN PC POOL Q37605 FG 12/45 FIXED 43132QUNX7N/A$8,156.68
CONSOLIDATED EDISON CO O SR UNSECURED 12/45 4.5209111FG3N/A$8,154.61
DUKE ENERGY CORP SR UNSECURED 04/24 3.7526441CAN5N/A$8,153.25
FNMA POOL AL6860 FN 03/44 FIXED VAR3138EPTS3N/A$8,018.41
FED HM LN PC POOL G15202 FG 10/29 FIXED 43128MEAB7N/A$8,002.79
SOUTHWESTERN ELEC POWER SR UNSECURED 04/45 3.9845437BN1N/A$7,997.68
TOTAL SYSTEM SERVICES IN SR UNSECURED 04/21 3.8891906AD1N/A$7,976.62
GS MORTGAGE SECURITIES TRUST GSMS 2014 GC18 AAB36252RAQ2N/A$7,962.47
GENERAL MOTORS CO SR UNSECURED 04/35 537045VAH3N/A$7,947.82
Teradata Corporation88076W103TDC$7,939.60
VALERO ENERGY CORP SR UNSECURED 03/45 4.991913YAT7N/A$7,912.22
ANALOG DEVICES INC SR UNSECURED 12/45 5.3032654AK1N/A$7,911.65
GNMA POOL 626973 GN 08/45 FIXED 436291FQ27N/A$7,891.78
Ryder Systems Incorporated783549108R$7,883.19
VALMONT INDUSTRIES INC COMPANY GUAR 10/54 5.25920253AE1N/A$7,865.78
Autonation Incorporated05329W102AN$7,857.04
GNMA POOL 784130 GN 11/45 FIXED 43622A2ST0N/A$7,822.49
TANGER PROPERTIES LP SR UNSECURED 12/24 3.75875484AH0N/A$7,770.54
TEGNA INC COMPANY GUAR 10/19 5.125364725BD2N/A$7,769.60
GRUPO TELEVISA SAB SR UNSECURED 05/45 540049JBA4N/A$7,756.40
FIDELITY NATIONAL INFORM SR UNSECURED 10/22 4.531620MAQ9N/A$7,754.93
COMM MORTGAGE TRUST COMM 2014 CR18 ASB12632QAU7N/A$7,700.40
FED HM LN PC POOL Q37173 FG 11/45 FIXED 43132QT6K7N/A$7,688.45
FNMA POOL AB7845 FN 02/43 FIXED 331417EWF4N/A$7,656.21
Gamestop Corporation36467W109GME$7,555.61
DEUTSCHE BANK COMMERCIAL 05/49 3.44523312LAS7N/A$7,523.33
MID AMERICA APT LP SR UNSECURED 10/23 4.359523UAA5N/A$7,483.15
GS MORTGAGE SECURITIES TRUST GSMS 2015 GS1 A336252AAC0N/A$7,475.85
Apache Corporation Sr Unsecured 01/44037411BC8N/A$7,443.60
Treasury Bill912796HX0N/A$7,439.08
SCRIPPS NETWORKS INTERAC SR UNSECURED 06/22 3.5811065AF8N/A$7,409.57
FNMA POOL AJ2190 FN 10/41 FIXED 43138ATNG1N/A$7,379.53
SLM STUDENT LOAN TRUST SLMA 2012 B A2 144A78446XAB1N/A$7,369.35
GNMA II POOL AD1760 G2 02/43 FIXED 436180C5V7N/A$7,362.48
NAVIENT STUDENT LOAN TRUST NAVSL 2014 AA A2B 144A63939CAC1N/A$7,299.80
Tate + Lyle Gbp 0.25087541009TATE$7,296.38
TOTAL SYSTEM SERVICES IN SR UNSECURED 04/26 4.8891906AC3N/A$7,277.28
COMM MORTGAGE TRUST COMM 2015 PC1 A512593GAF9N/A$7,227.16
RELYPSA INC COMMON STOCK USD.001759531106RLYP$7,188.45
FED HM LN PC POOL Q39797 FG 04/46 FIXED 43132QW3F4N/A$7,173.68
21ST CENTURY FOX AMERICA COMPANY GUAR 10/45 4.9590131HBZ7N/A$7,171.92
Southwestern Energy Company845467109SWN$7,153.95
FNMA POOL BA2567 FN 09/45 FIXED 43140E6Z96N/A$7,143.89
NELNET STUDENT LOAN TRUST NSLT 2005 4 A464031QCJ8N/A$7,132.23
General Elec Cap Corp36962G3P7N/A$7,121.16
FNMA POOL BA2926 FN 11/45 FIXED 43140E7HC7N/A$7,118.43
Transocean LimitedH8817H100RIG$7,116.95
FNMA POOL AB7016 FN 11/42 FIXED 431417DYN7N/A$7,116.11
SCRIPPS NETWORKS INTERAC SR UNSECURED 06/25 3.95811065AG6N/A$7,113.21
BAXALTA INC SR UNSECURED 144A 06/25 407177MAA1N/A$7,100.18
COMM MORTGAGE TRUST COMM 2014 UBS4 A512591QAR3N/A$7,092.48
Slm Student Loan Trust Series 2005-6 Class A5b78442GPZ3N/A$7,086.20
DUKE ENERGY CAROLINAS 1ST REF MORT 03/46 3.87526442CAR5N/A$7,040.23
Slm Student Loan Trust Slma 2013 A A2a 144a78447RAB3N/A$7,018.19
INDIANA MICHIGAN POWER SR UNSECURED 03/46 4.55454889AQ9N/A$7,012.48
FED HM LN PC POOL Q37606 FG 12/45 FIXED 43132QUNY5N/A$6,983.98
FED HM LN PC POOL Q37721 FG 12/45 FIXED 43132QUSK0N/A$6,874.12
FNMA POOL AS6251 FN 11/35 FIXED 3.53138WF5M4N/A$6,824.39
ENERGY TRANSFER PARTNERS SR UNSECURED 01/26 4.7529273RBG3N/A$6,797.64
DUKE ENERGY CORP SR UNSECURED 12/45 4.826441CAP0N/A$6,796.71
FNMA POOL AL7289 FN 08/45 FIXED VAR3138EQC34N/A$6,714.89
LYB INTL FINANCE BV COMPANY GUAR 03/44 4.87550247VAC3N/A$6,684.03
ELECTRICITE DE FRANCE SA SR UNSECURED 144A 10/55 5.25268317AR5N/A$6,681.65
FNMA POOL AL6009 FN 05/43 FLOATING VAR3138ENVB2N/A$6,627.29
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Slm Student Loan Trust Slma 2013 3 B78447YAD4N/A$6,606.98
CALIFORNIA REPUBLIC AUTO RECEI CRART 2014 2 A413056XAD5N/A$6,578.50
HALLIBURTON CO SR UNSECURED 11/45 5406216BK6N/A$6,576.53
Nelnet Student Loan Trust Nslt 2010 4a A 144a86386YAA6N/A$6,528.72
FNMA POOL AZ9217 FN 10/45 FIXED 43140E2G39N/A$6,495.15
Tenet Healthcare Corp Common Stock Usd.0588033G407THC$6,484.67
ENERGY TRANSFER PARTNERS SR UNSECURED 10/20 4.1529273RAX7N/A$6,478.62
HYUNDAI AUTO RECEIVABLES TRUST HART 2013 A A444890JAD1N/A$6,458.65
FNMA POOL AB9859 FN 07/43 FIXED 331417G5V4N/A$6,448.07
WORLD FINANCIAL NETWORK CREDIT WFNMT 2014 C A981464EN6N/A$6,445.51
FED HM LN PC POOL J32994 FG 10/30 FIXED 3.531307PKF5N/A$6,439.02
CALIFORNIA REPUBLIC AUTO RECEI CRART 2014 3 A413056LAD1N/A$6,410.63
Treasury Bill912796HN2N/A$6,398.68
FREDDIE MAC FHR 4462 DA3137BHJ24N/A$6,381.78
GNMA II POOL AD8837 G2 03/43 FIXED 436180MZA8N/A$6,349.95
CAPITAL AUTO RECEIVABLES ASSET AFIN 2014 2 A413975HAD8N/A$6,341.91
FNMA POOL AT0939 FN 04/43 FIXED 33138WNBH1N/A$6,336.26
HYUNDAI AUTO RECEIVABLES TRUST HART 2013 B A444890LAD6N/A$6,329.89
FNMA POOL AB3678 FN 10/41 FIXED 3.531417ACQ0N/A$6,253.12
Ohio St Univ Ohshgr Fixed Oid677632PA3N/A$6,245.07
FED HM LN PC POOL Q37604 FG 12/45 FIXED 43132QUNW9N/A$6,201.73
SLM STUDENT LOAN TRUST SLMA 2014 A A1 144A78448DAA5N/A$6,194.52
NORTHROP GRUMMAN CORP SR UNSECURED 04/45 3.85666807BJ0N/A$6,169.08
FNMA POOL AL6777 FN 07/44 FIXED VAR3138EPQ72N/A$6,164.47
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Slm Student Loan Trust Slma 2012 C A1 144a78447BAA0N/A$6,142.83
Cemig Cia Energ Mg Pref Brl5.00B1YBRG902N/A$6,109.36
FNMA POOL BA2909 FN 11/45 FIXED 43140E7GT1N/A$6,106.94
COMM MORTGAGE TRUST COMM 2013 CR10 A212626BAB0N/A$6,100.24
FNMA POOL BC2471 FN 02/46 FIXED 3.53140EWW92N/A$6,044.98
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2012 LC9 A246639EAB7N/A$6,024.37
FED HM LN PC POOL Q36448 FG 10/45 FIXED 43132QTEW2N/A$6,016.66
MORGAN STANLEY BAML TRUST MSBAM 2013 C9 A261762DAT8N/A$5,997.24
NAVIENT STUDENT LOAN TRUST NAVSL 2015 AA A2B 144A63939EAC7N/A$5,967.71
FED HM LN PC POOL Q36778 FG 10/45 FIXED 43132QTQ82N/A$5,947.53
FED HM LN PC POOL J32846 FG 10/30 FIXED 3.531307PET2N/A$5,941.91
EL PASO ELECTRIC CO SR UNSECURED 12/44 5283677AZ5N/A$5,939.27
JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C31 ASB46644YAW0N/A$5,869.20
FNMA POOL AQ5047 FN 12/42 FIXED 33138MLTD6N/A$5,866.40
FED HM LN PC POOL U95161 FG 10/43 FIXED 53132H5FB9N/A$5,864.79
WM WRIGLEY JR CO SR UNSECURED 144A 10/17 2982526AT2N/A$5,855.53
METLIFE INC SR UNSECURED 05/46 4.659156RBR8N/A$5,849.85
Owens-Illinois Incorporated690768403OI$5,845.04
SLM STUDENT LOAN TRUST SLMA 2013 C A2A 144A78447XAB0N/A$5,841.34
FNMA POOL BA4740 FN 12/45 FIXED 43140E9HS8N/A$5,823.72
FNMA POOL BC4415 FN 03/46 FIXED 3.53140EY3Z2N/A$5,804.03
Slm Student Loan Trust Slma 2012 E A1 144a78447FAA1N/A$5,795.62
FED HM LN PC POOL Q35566 FG 08/45 FIXED 3.53132QSFG8N/A$5,782.62
GNMA II POOL 784020 G2 05/45 FIXED 4.53622A2PD8N/A$5,776.28
UBS Barclays Commercial Mortga Ubsbb 2013 C5 A490270YBF5N/A$5,775.55
FNMA POOL AQ0765 FN 11/42 FIXED 3.53138MFZ75N/A$5,739.38
Slc Student Loan Trust Slclt 2007 2 A2784422AB3N/A$5,707.26
FNMA POOL AT7720 FN 06/43 FIXED 3.53138WVSJ1N/A$5,676.86
STRUCTURED AGENCY CREDIT RISK STACR 2015 DN1 M13137G0DQ9N/A$5,666.06
Rhoen Klinikum AG Ord Npv471762906RHK$5,615.58
SLM STUDENT LOAN TRUST SLMA 2014 2 B78448GAD2N/A$5,585.32
Keiyo Bank Jpy50619064009N/A$5,582.58
STRUCTURED AGENCY CREDIT RISK STACR 2014 HQ1 M13137G0BU2N/A$5,573.11
REPUBLIC OF PARAGUAY NOTES 144A 08/44 6.1699149AB6N/A$5,548.28
FED HM LN PC POOL Q20179 FG 07/43 FIXED 3.53132JMFU8N/A$5,524.69
ADT CORP SR UNSECURED 04/19 4.12500101JAL0N/A$5,496.03
COX COMMUNICATIONS INC SR UNSECURED 144A 02/35 4.8224044CF2N/A$5,388.89
GNMA II POOL AO6444 G2 08/45 FIXED 4.53617A7ER8N/A$5,378.88
ELECTRICITE DE FRANCE SA SR UNSECURED 144A 10/45 4.95268317AQ7N/A$5,290.59
Canadian Oil Sands Trust Sr Unsecured 144a 04/42 6.13643EAH8N/A$5,204.90
MARATHON PETROLEUM CORP SR UNSECURED 12/45 5.8556585AAM4N/A$5,189.16
WILLIAMS PARTNERS LP SR UNSECURED 09/25 496949LAB1N/A$5,161.52
FED HM LN PC POOL J29812 FG 11/29 FIXED 3.531307J3V3N/A$5,150.27
GNMA II POOL AR3762 G2 02/46 FIXED 436192YFB8N/A$5,136.43
TRINITY ACQUISITION PLC COMPANY GUAR 03/26 4.489641UAC5N/A$5,115.61
Student Loan Marketing Association Securities78445XAA4N/A$5,113.70
Jpmcc 2010 Cntr A1 08/32 Fixed46636AAA0N/A$5,098.91
FANNIE MAE FNR 2007 108 AN31396XT20N/A$5,080.34
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 A A1 144A78448PAA8N/A$5,008.34
GNMA POOL 711633 GN 02/42 FIXED 436297GSW1N/A$4,925.07
Green Tree 1997-7 A8393505XT4N/A$4,889.60
Time Warner Cable Incorporated88732JAJ7N/A$4,862.82
Chesapeake Energy Corporation165167107CHK$4,849.80
GNMA POOL 627006 GN 10/45 FIXED 436291FR34N/A$4,813.02
Comm_12-cr412624QAP8N/A$4,802.38
MOSAIC CO SR UNSECURED 11/43 5.62561945CAE3N/A$4,781.55
FED HM LN PC POOL J32935 FG 10/30 FIXED 3.531307PHL6N/A$4,731.56
COMM MORTGAGE TRUST COMM 2014 UBS5 ASB12592KBA1N/A$4,691.90
FED HM LN PC POOL Q36779 FG 10/45 FIXED 43132QTQ90N/A$4,632.12
COMM MORTGAGE TRUST COMM 2014 UBS2 A512591UAF0N/A$4,624.84
Western Gas Partners Fixed958254AA2N/A$4,614.70
INTESA SANPAOLO SPA SUBORDINATED 144A 01/26 5.7146115HAW7N/A$4,613.12
MORGAN STANLEY BAML TRUST MSBAM 2015 C23 A361690QAD1N/A$4,611.06
PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 01/20 3.05709599AR5N/A$4,601.41
AMERICAN INTL GROUP SR UNSECURED 01/55 4.375026874DB0N/A$4,573.47
FED HM LN PC POOL J33781 FG 02/31 FIXED 3.531307QFW2N/A$4,557.34
FNMA POOL AS6868 FN 03/36 FIXED 3.53138WGT20N/A$4,526.34
ERAC USA FINANCE LLC COMPANY GUAR 144A 02/45 4.526884TAN2N/A$4,507.75
FHLMC02R032646N/A$4,472.98
FED HM LN PC POOL Q39796 FG 04/46 FIXED 3.53132QW3E7N/A$4,427.27
GENERAL MOTORS CO SR UNSECURED 04/46 6.7537045VAL4N/A$4,322.65
FNMA POOL AQ0174 FN 11/42 FIXED 33138MFFQ5N/A$4,280.09
DOMINION RESOURCES INC SR UNSECURED 10/25 3.925746UCE7N/A$4,254.48
FED HM LN PC POOL J32866 FG 10/30 FIXED 3.531307PFF1N/A$4,216.95
FED HM LN PC POOL U92021 FG 09/43 FIXED 53132HCD26N/A$4,142.24
COMM MORTGAGE TRUST COMM 2013 CR11 A112626LAA0N/A$4,103.78
AT+T INC SR UNSECURED 03/22 3.800206RDB5N/A$4,084.77
Slm Student Loan Trust Slma 2013 1 B78447MAD0N/A$4,073.63
MORGAN STANLEY CAPITAL I TRUST MSC 2011 C2 A2 144A617459AB8N/A$4,057.04
FNMA POOL BA4544 FN 11/35 FIXED 43140E9BN5N/A$4,042.30
VIACOM INC SR UNSECURED 04/44 5.2592553PAW2N/A$3,973.52
FED HM LN PC POOL Q37331 FG 11/45 FIXED 43132QUED1N/A$3,971.47
Ashtead Capital Incorporated045054AB9N/A$3,953.64
FED HM LN PC POOL K93374 FG 11/35 FIXED 43132LPT74N/A$3,920.33
FORD CREDIT AUTO OWNER TRUST/F FORDR 2015 1 A 144A34530RAA6N/A$3,907.85
FED HM LN PC POOL Q36590 FG 10/45 FIXED 43132QTKC9N/A$3,893.33
PHILIP MORRIS INTL INC SR UNSECURED 02/21 1.875718172BS7N/A$3,891.33
Cit Group Incorporated125581GL6N/A$3,849.45
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2015 JP1 ASB46590KAF1N/A$3,822.86
FED HM LN PC POOL Q36282 FG 09/45 FIXED 43132QS6U7N/A$3,822.52
CVS HEALTH CORP SR UNSECURED 07/45 5.125126650CN8N/A$3,786.55
FNMA POOL BC2308 FN 02/46 FIXED 43140EWR64N/A$3,621.38
Polyone Corporation73179P106POL$3,620.01
FED HM LN PC POOL U92098 FG 09/43 FIXED 53132HCGF4N/A$3,616.62
FNMA POOL AW7322 FN 06/44 FIXED 4.53138XXD45N/A$3,610.35
Tc Pipelines LP Fixed 4.6587233QAA6N/A$3,594.40
MCDONALD S CORP SR UNSECURED 01/26 3.758013MEY6N/A$3,576.82
Student Loan Marketing Association Securities78446DAB5N/A$3,567.66
GNMA II POOL 784110 G2 11/45 FIXED 53622A2R79N/A$3,562.41
FED HM LN PC POOL Q34832 FG 07/45 FIXED 3.53132QRLN8N/A$3,520.29
FED HM LN PC POOL J33151 FG 11/30 FIXED 3.531307PQC6N/A$3,493.84
FED HM LN PC POOL Q37019 FG 11/45 FIXED 43132QTYR1N/A$3,466.62
FED HM LN PC POOL Q37875 FG 12/45 FIXED 3.53132QUXD0N/A$3,461.47
TIME WARNER INC COMPANY GUAR 07/45 4.85887317AX3N/A$3,438.08
FNMA POOL BA4784 FN 01/46 FIXED 43140E9J64N/A$3,421.64
COMMONWEALTH EDISON CO 1ST MORTGAGE 03/45 3.7202795JF8N/A$3,389.38
ANTHEM INC SR UNSECURED 01/44 5.194973VBF3N/A$3,361.67
NEWS CORP CLASS B COMMON STOCK65249B208NWS$3,249.56
TREASURY BILL 09/16 0.00000912796JH3N/A$3,248.08
GNMA POOL 763893 GN 10/43 FIXED 436176ENJ6N/A$3,240.43
GNMA II POOL 627047 G2 01/46 FIXED 436291FTC2N/A$3,195.58
Diamond Offshore Drilling Inc25271C102DO$3,186.68
GNMA POOL 711598 GN 10/41 FIXED 436297GRT9N/A$3,181.72
MARKEL CORP SR UNSECURED 04/46 5570535AQ7N/A$3,180.97
FNMA POOL AS6022 FN 09/45 FIXED 43138WFVQ6N/A$3,166.72
CAPITAL AUTO RECEIVABLES ASSET AFIN 2014 3 A413975JAD4N/A$3,162.25
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2014 GC23 A417322VAT3N/A$3,139.95
FED HM LN PC POOL Q36677 FG 10/45 FIXED 3.53132QTM37N/A$3,122.22
ALLY MASTER OWNER TRUST AMOT 2014 3 A02005AEB0N/A$3,077.81
COMM MORTGAGE TRUST COMM 2010 C1 A2 144A12622DAB0N/A$2,916.11
FED HM LN PC POOL J32864 FG 10/30 FIXED 3.531307PFD6N/A$2,859.10
Treasury Bill912796HW2N/A$2,843.14
Bs Financial Group Incorporated Common Stock Krw5000.ACI00J5W8N/A$2,785.17
FNMA POOL AS6217 FN 11/45 FIXED 43138WF4B9N/A$2,770.24
TEACHERS INSUR + ANNUITY SUBORDINATED 144A 09/44 4.9878091BD8N/A$2,751.63
Mitsui + CO Npv659730006N/A$2,750.36
Student Loan Marketing Association Securities78446DAA7N/A$2,733.35
GNMA POOL AO0549 GN 09/45 FIXED 43617A0TE6N/A$2,733.11
Government National Mortgage Association36204DHS1N/A$2,710.31
GS MORTGAGE SECURITIES TRUST GSMS 2013 GC16 A136248GAA8N/A$2,689.56
FNMA POOL MA1643 FN 10/43 FIXED 531418AZH4N/A$2,623.72
WESTERN GAS PARTNERS LP SR UNSECURED 04/44 5.45958254AD6N/A$2,511.84
KWANGJU BANK COMMON STOCK KRW5000.0ACI07SR98N/A$2,461.97
CALATLANTIC GROUP INC COMPANY GUAR 05/20 6.625783764AP8N/A$2,450.33
FED HM LN PC POOL J32325 FG 08/30 FIXED 3.531307NSN5N/A$2,417.37
VERISK ANALYTICS INC SR UNSECURED 06/45 5.592345YAE6N/A$2,409.21
Mincor Resources Npv600052906MCR$2,397.56
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FNMA POOL AS5844 FN 08/45 FIXED 43138WFP67N/A$2,323.66
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Gsms_12-gcj736192KAU1N/A$2,292.12
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Federal Natl Mtg Assn Remic Remic Tr 1998 38 Cl Pl Po31359UT21N/A$2,282.76
FNMA POOL AS5670 FN 07/45 FIXED 43138WFJQ0N/A$2,256.99
JX Holdings IncorporatedB627LW906N/A$2,140.15
FNMA POOL AB3818 FN 10/41 FIXED 431417AG45N/A$2,114.97
FED HM LN PC POOL J32874 FG 10/30 FIXED 3.531307PFP9N/A$2,082.26
FNMA POOL AE1281 FN 12/41 FIXED 431419BM77N/A$2,031.48
ENERGY TRANSFER PARTNERS SR UNSECURED 12/45 6.12529273RBJ7N/A$2,009.45
AMERICAN INTL GROUP SR UNSECURED 07/45 4.8026874DF1N/A$2,001.01
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GNMA II POOL 635054 G2 02/46 FIXED 4.536291QQF4N/A$1,919.89
FNMA POOL AX5504 FN 02/46 FIXED 43138Y7DJ8N/A$1,899.07
FNMA POOL AZ4403 FN 10/35 FIXED 3.53138YV3M9N/A$1,842.21
Slm Student Loan Trust Slma 2005 5 A378442GPP5N/A$1,811.23
GNMA POOL 627048 GN 01/46 FIXED 4.536291FTD0N/A$1,775.04
COMM MORTGAGE TRUST COMM 2013 CR12 A412591KAE5N/A$1,757.84
FNMA POOL AX5484 FN 10/45 FIXED 43138Y7CW0N/A$1,721.52
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JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2014 C25 ASB46643PBF6N/A$1,695.04
FORD CREDIT AUTO OWNER TRUST FORDO 2013 B A334530EAC1N/A$1,661.16
FNMA POOL AE1275 FN 11/41 FIXED 431419BMZ5N/A$1,635.40
FED HM LN PC POOL U90446 FG 05/42 FIXED 53132H3P72N/A$1,628.63
Kerr-mcgee Corp492386AU1N/A$1,551.33
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Premier Foods PLC Common Stock Gbp.1B7N0K0907PFD$1,506.87
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GNMA II POOL 626975 G2 08/45 FIXED 436291FQ43N/A$1,356.35
MARATHON PETROLEUM CORP SR UNSECURED 09/54 556585AAJ1N/A$1,317.60
Arrium Ltd Common Stock NpvB7NKJX903ARI$1,286.30
DBUBS MORTGAGE TRUST DBUBS 2011 LC1A A1 144A233050AN3N/A$1,234.44
Orion Corp Krw5000689684900N/A$1,197.07
GNMA II POOL 626957 G2 06/45 FIXED 4.536291FQJ0N/A$1,092.21
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GNMA POOL AH3003 GN 04/45 FIXED 4.536182KKQ1N/A$824.06
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Panoramic Resources Ltd Common Stock640566907PAN$774.28
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Gsms_12-gcj736192KAQ0N/A$715.36
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RING ENERGY INC COMMON STOCK USD.00176680V108REI$672.95
FED HM LN PC POOL U92103 FG 10/43 FIXED 53132HCGL1N/A$587.27
COMM MORTGAGE TRUST COMM 2014 CR19 A512592GBD4N/A$489.27
HYUNDAI AUTO RECEIVABLES TRUST HART 2013 C A344890QAC7N/A$488.93
Slm Student Loan Trust Slma 2013 A A1 144a78447RAA5N/A$361.28
Federal Natl Mtg Assn Gtd Remi Remic Tr 2005 31 Cl Pb31394CY63N/A$356.40
Federal National Mortgage Association31385W2S7N/A$349.21
Boart Longyear Gr NpvB1PPRK902BLY$339.72
Jp Morgan Chase Comml Mtge Sec46625YCV3N/A$274.28
Gazprom Neft Sponsored ADR ADR36829G107GZPFY$245.31
FED HM LN PC POOL J33302 FG 12/30 FIXED 3.531307PU31N/A$223.62
Wells Fargo Govt Mm Par 175194999R9K4N/A$177.45
MARATHON OIL CORP SR UNSECURED 06/45 5.2565849AM8N/A$173.04
Nelnet Student Ln Tr 2006 1 Asset Bkd Nt Cl A464031QCR0N/A$163.19
Sasc 1998-2 A863572SE4N/A$162.41
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Structured Asset Secs Corp Perp Svgs Bk Tr 90 1863572AY9N/A$123.43
CONSOLIDATED EDISON CO O SR UNSECURED 12/54 4.625209111FF5N/A$111.61
Federal Home Ln Mtg Corp Ser 2423 Cl M C31339WBV7N/A$90.52
Federal Natl Mtg Assn Gtd Remic Tr 1999 54 Cl Lh31359XCD9N/A$81.09
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Federal National Mortgage Association31371KNL1N/A$68.11
Federal National Mortgage Association31382F2E8N/A$63.02
Federal National Mortgage Association31390SFX4N/A$60.74
Vr Qtr Slm Student Loan Trust78444YAC9N/A$42.89
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Federal National Mortgage Association31385JD47N/A$28.50
Valeant Pharmaceuticals Intl I Term Loan D 2C9413PAS2N/A$25.21
Federal National Mortgage Association31385JF37N/A$20.19
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Federal Home Ln Mtg Pc Gtd Ser 1935 Cl 1935 Fl Var Rate3133T8Z83N/A$12.53
Federal National Mortgage Association31385XDT1N/A$7.63
Federal Home Ln Mtg Pc Gtd Ser 1897 Cl 1897k3133T7ZF9N/A$5.05
Federal National Mortgage Association31362HRH4N/A$1.35
Enteromedics Incorporated Wts Call Exp 12/9929399M919N/A$0.38
CALIFORNIA RESOURCES CORP COMMON STOCK USD.0113057Q107CRC$0.06
BANK OF AMERICA CORP SR UNSECURED 01/19 2.606051GEX3N/A$0.00
FED HM LN PC POOL G08693 FG 02/46 FIXED 3.53128MJXX3N/A$0.00
FED HM LN PC POOL C91857 FG 11/35 FIXED 43128P8B26N/A$0.00
FED HM LN PC POOL C91859 FG 12/35 FIXED 3.53128P8B42N/A$0.00
FED HM LN PC POOL C91860 FG 12/35 FIXED 43128P8B59N/A$0.00
FED HM LN PC POOL 2B4769 FH 10/45 FLOATING VAR31326KJN8N/A$0.00
FED HM LN PC POOL 2B5198 FH 03/46 FLOATING VAR31326KX36N/A$0.00
FED HM LN PC POOL 2B5236 FH 03/46 FLOATING VAR31326KY92N/A$0.00
FED HM LN PC POOL G30835 FG 12/35 FIXED 3.53132J4EH8N/A$0.00
FED HM LN PC POOL K93218 FG 09/35 FIXED 3.53132LPPB9N/A$0.00
FED HM LN PC POOL K93258 FG 09/35 FIXED 3.53132LPQK8N/A$0.00
FED HM LN PC POOL Q33464 FG 05/45 FIXED 43132QPZ64N/A$0.00
FED HM LN PC POOL Q36076 FG 09/45 FIXED 43132QSXE3N/A$0.00
FED HM LN PC POOL Q36309 FG 09/45 FIXED 43132QTAK2N/A$0.00
FED HM LN PC POOL Q36491 FG 10/45 FIXED 43132QTF92N/A$0.00
FED HM LN PC POOL Q36478 FG 10/45 FIXED 43132QTFU5N/A$0.00
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FED HM LN PC POOL Q36927 FG 10/45 FIXED 43132QTVV5N/A$0.00
FED HM LN PC POOL Q37599 FG 12/45 FIXED 43132QUNR0N/A$0.00
FED HM LN PC POOL Q37793 FG 12/45 FIXED 43132QUUT8N/A$0.00
FED HM LN PC POOL Q37795 FG 12/45 FIXED 43132QUUV3N/A$0.00
FNMA POOL AH4793 FN 02/41 FIXED 43138A6KF6N/A$0.00
FNMA POOL AS6377 FN 12/35 FIXED 3.53138WGCP7N/A$0.00
FNMA POOL AZ2068 FN 09/35 FIXED 3.53138YTJN5N/A$0.00
FNMA POOL AZ2934 FN 09/45 FIXED 43138YUHL8N/A$0.00
FNMA POOL AZ5301 FN 07/45 FLOATING VAR3138YW3K1N/A$0.00
FNMA POOL AZ7316 FN 10/45 FLOATING VAR3140E0DW2N/A$0.00
FNMA POOL AZ7344 FN 11/45 FLOATING VAR3140E0ES0N/A$0.00
FNMA POOL AB8699 FN 03/43 FIXED 331417FUZ9N/A$0.00
FNMA POOL AB9030 FN 04/43 FIXED 331417GA89N/A$0.00
FEDEX CORP COMPANY GUAR 04/26 3.2531428XBF2N/A$0.00
INTL BK RECON + DEVELOP SR UNSECURED 03/21 1.625459058EW9N/A$0.00
UBS GROUP FUNDING COMPANY GUAR 144A 09/25 4.12590351DAB3N/A$0.00
Fnma01F030645N/A($56,105.09)
Derivatives Holdings (Futures)
Expiration DateContractsTypeUnrealized Gains (Losses)
06-21-201696.00Short US 10YR Note (cbt)22,950.24