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Total Holdings – Equity, Fixed Income, and Asset Allocation Funds

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Wells Fargo Growth Balanced Fund

Holdings as of 2/29/2016
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$7,021,923.83
Apple Incorporated037833100AAPL$2,604,710.58
Facebook, Incorporated30303M102FB$2,340,460.84
Alphabet Incorporated?Cl A Common Stock02079K305GOOGL$2,172,607.82
Exxon Mobil Corporation30231G102XOM$1,930,452.22
Amazon.com, Incorporated023135106AMZN$1,761,203.08
Alphabet Incorporated?Cl C Common Stock02079K107GOOG$1,590,489.83
Medtronic plc Common StockG5960L103MDT$1,575,680.70
Microsoft Corporation594918104MSFT$1,535,767.95
JPMorgan Chase & Company46625H100JPM$1,499,387.67
Visa Incorporated92826C839V$1,441,791.47
The Home Depot, Incorporated437076102HD$1,397,259.08
CVS Caremark Corporation126650100CVS$1,366,494.17
Johnson & Johnson478160104JNJ$1,268,044.14
U.S. Treasury N/b912810RN0N/A$1,194,435.89
Fnma31392DUF7N/A$1,185,131.09
Starbucks Corporation855244109SBUX$1,129,035.18
UnitedHealth Group Incorporated91324P102UNH$1,113,508.16
The Procter & Gamble Company742718109PG$1,095,678.87
Fnma3138EJYV4N/A$1,069,592.68
Allergan PLC Common Stock Usd.0033G0177J108AGN$1,066,685.40
General Electric Company369604103GE$1,066,461.91
NIKE, Incorporated?Cl B654106103NKE$1,063,410.82
Bank of America Corporation060505104BAC$1,062,420.40
Bristol-Myers Squibb Company110122108BMY$1,050,027.56
Alexion Pharmaceuticals, Incorporated015351109ALXN$1,004,479.56
Fed Hm Ln Pc Pool3128MAD22N/A$923,012.00
Chevron Corporation166764100CVX$884,719.24
Berkshire Hathaway Incorporated084670702N/A$875,717.87
Cognizant Technology Solutions Corporation192446102CTSH$868,317.15
Pfizer Incorporated717081103PFE$866,386.01
Celgene Corporation151020104CELG$857,922.21
Dollar Tree, Incorporated256746108DLTR$830,934.08
MasterCard Incorporated57636Q104MA$818,619.42
AT&T Incorporated00206R102T$809,708.19
U.S. Treasury N/b912828P20N/A$809,151.22
Verizon Communications Incorporated92343V104VZ$783,410.14
FNMA31393YU52N/A$707,880.50
Union Pacific Company907818108UNP$705,658.15
FNMA31394AB54N/A$701,603.45
Citigroup Incorporated172967424C$689,883.88
Fhlmc31394JY50N/A$677,735.76
Adobe Systems Incorporated00724F101ADBE$677,596.57
Costco Wholesale Corporation22160K105COST$656,905.16
The Walt Disney Company254687106DIS$652,478.07
American International Group Incorporated026874784AIG$650,152.16
Intel Corporation458140100INTC$644,586.98
Structured Asset Securities Corporation Series 2007-rm1 Class A186363BAA3N/A$641,190.88
Hudson City44372BCP6N/A$638,804.42
salesforce.com, incorporated79466L302CRM$636,366.57
Crown Holdings, Incorporated228368106CCK$633,638.51
Eaton Corporation plcG29183103ETN$632,976.51
Tsy Infl Ix N/b912828XL9N/A$631,272.63
Microchip Technology Incorporated595017104MCHP$630,584.97
3M Company88579Y101MMM$627,829.92
Gilead Sciences, Incorporated375558103GILD$624,346.60
Chubb Ltd Common StockH1467J104CB$611,605.20
Merck & Company, Incorporated58933Y105MRK$610,909.58
United Parcel Service, Incorporated911312106UPS$604,301.29
The TJX Companies, Incorporated872540109TJX$603,825.75
The Boeing Company097023105BA$602,032.03
SMALL BUSINESS ADMINISTRATION SBIC 2014 10B 1831641FB6N/A$599,599.88
Philip Morris International Incorporated718172109PM$597,269.68
Treasury Bill912796HH5N/A$577,916.19
Alliance Data Systems Corporation018581108ADS$576,165.08
FNMA POOL AL6574 FN 04/21 FIXED VAR3138EPJU9N/A$572,955.49
Fed Hm Ln Pc Pool U890093132H1AK3N/A$568,018.49
Ecolab Incorporated278865100ECL$556,635.16
MetLife, Incorporated59156R108MET$547,988.03
McDonald's Corporation580135101MCD$547,903.07
Coca-Cola Enterprises, Incorporated191216100KO$546,038.73
The Southern Company842587107SO$539,419.71
Federal National Mortgage Association3138MDVZ2N/A$535,954.41
Alexandria Real Estate015271109ARE$525,370.32
Ameriprise Financial, Incorporated03076C106AMP$519,555.37
HASHEMITE KINGDOM OF JOR US GOVT GUAR 06/25 3418097AF8N/A$515,746.08
Naa 2004-r2 A162951MAM2N/A$515,477.06
Kinder Morgan, Incorporated49456B101KMI$514,948.34
Duke Energy Corp Common Stock Usd.00126441C204DUK$514,349.12
FED HM LN PC POOL Q25632 FG 04/44 FIXED 43132M54R0N/A$508,864.63
Noble Energy, Incorporated655044105NBL$508,824.45
Baxalta Inc07177M103BXLT$505,947.86
Texas Instruments Incorporated882508104TXN$503,966.95
Southwest Airlines Company844741108LUV$503,261.82
Bayer AG506921907BAYN$502,582.98
Federal National Mortgage Association31393X7A9N/A$502,271.40
U.S. Treasury N/b912810RP5N/A$501,385.79
Tractor Supply Company892356106TSCO$495,357.52
U.S. Treasury N/b912828P53N/A$494,030.49
Omnicom Group Incorporated681919106OMC$493,875.78
Wells Fargo & Company949746101WFC$492,873.55
State Street Corporation857477103STT$486,167.22
The Goldman Sachs Group, Incorporated38141G104GS$483,200.20
Wi Treasury N/b912828TW0N/A$476,596.48
Synnex Corporation87162W100SNX$464,992.19
Reynolds American Incorporated761713106RAI$464,750.42
Valero Energy Corporation91913Y100VLO$463,875.21
Maricopa County Elementary School District No 28-kyrene Elementary/az567137ZH0N/A$460,866.18
Twenty First Century Fox Incorporated Common Stock Usd.0190130A101FOXA$456,753.73
SMALL BUSINESS ADMINISTRATION SBAP 2015 20E 183162CXA6N/A$455,237.02
Laboratory Corporation of America Holdings50540R409LH$442,658.98
Small Business Admin 2007 20j Partn Ctf83162CRH8N/A$439,405.12
Colgate-Palmolive Company194162103CL$438,900.40
Nestle SA712387901NESN$436,729.45
Norwegian Cruise Line HoldinG66721104NCLH$436,565.32
Tips912828K33N/A$435,386.03
U.S. Treasury N/b912810RK6N/A$433,477.46
Delphi Automotive PLCG27823106DLPH$433,187.06
Regeneron Pharmaceuticals, Incorporated75886F107REGN$431,606.00
The PNC Financial Services Group, Incorporated693475105PNC$424,018.64
Minnesota Life Insurance604074AA2N/A$420,063.98
Stanley Black&decker Incorporated854502101SWK$417,533.64
The Progressive Corporation743315103PGR$413,453.75
Intercontinental Exchange, Inc.45866F104ICE$413,138.55
Mass Inst.57571KAB0N/A$411,770.98
Commercial Mortgage Pass-through Cert12622DAC8N/A$409,507.47
AmerisourceBergen Corporation03073E105ABC$409,131.78
Dr Pepper Snapple Group Incorporated26138E109DPS$409,103.34
The Estee Lauder Companies Incorporated?Class A518439104EL$406,810.62
Chase Capital Jpm16162LAA1N/A$405,988.69
FED HM LN PC POOL G07849 FG 05/44 FIXED 3.53128MABS7N/A$404,342.10
Ncr Corporation62886E108NCR$404,315.24
AbbVie Incorporated00287Y109ABBV$403,546.44
VF Corporation918204108VFC$400,283.82
Cardinal Health, Incorporated14149Y108CAH$398,862.24
Abbott Laboratories002824100ABT$393,507.05
SMALL BUSINESS ADMINISTRATION SBIC 2014 10A 1831641FA8N/A$393,506.74
Accenture plcG1151C101ACN$391,054.94
FED HM LN PC POOL G07787 FG 08/44 FIXED 43128M96Y3N/A$390,075.38
Becton, Dickinson and Company075887109BDX$389,887.31
Constellation Brands, Incorporated21036P108STZ$386,631.48
Federal National Mortgage Association01F032633N/A$385,774.81
Manufactureres And Traders564759PS1N/A$384,224.21
Mattel Incorporated577081102MAT$384,213.17
Sherwin-Williams Company824348106SHW$382,002.20
CarMax, Incorporated143130102KMX$378,533.76
WALGREENS BOOTS ALLIANCE INC COMMON STOCK USD.01931427108WBA$376,170.60
Nxp Semiconductors Nv Common StockN6596X109NXPI$374,655.28
Danaher Corporation235851102DHR$370,748.51
Treasury Bill 03/16 0.00000912796GD5N/A$367,924.56
BANK OF AMERICA CORP SR UNSECURED 04/24 406051GFF1N/A$367,069.24
TD Ameritrade Holding Corporation87236Y108AMTD$362,907.37
Gildan Activewear Incorporated375916103GIL$358,779.99
O'Reilly Automotive, Incorporated67103H107ORLY$358,447.69
Parker Hannifin Corporation701094104PH$357,850.38
Cigna Corporation125509109CI$355,723.44
Electronic Arts Incorporated285512109EA$355,331.11
Japan Tobacco Incorporated647453901N/A$355,187.40
UBS Pfd Funding Tr V Series 190264AAA7N/A$354,280.95
Herbalife LtdG4412G101HLF$353,442.89
American Express Company025816109AXP$351,481.14
BROADCOM LTD COMMON STOCKY09827109AVGO$349,685.48
Bok Financial Corp05561Q201BOKF$346,544.07
Delta Air Lines, Incorporated247361702DAL$345,827.29
AIA Group LimitedB4TX8S909N/A$344,169.54
GS MORTGAGE SECURITIES TRUST GSMS 2013 GC14 A536198FAE2N/A$343,559.19
FORD CREDIT AUTO OWNER TRUST/F FORDR 2015 2 A 144A34530WAA5N/A$340,343.91
U.S. Treasury N/b912828N89N/A$340,232.67
Raytheon Company755111507RTN$339,902.25
Nlv Financial 144a65486AAA1N/A$339,839.27
Government Natl Mtg Assn21H032647N/A$338,832.98
Roche Holding Limited AG711038901ROG$337,906.01
Praxair, Incorporated74005P104PX$336,009.95
U.S. Treasury N/b912828N63N/A$335,986.72
COMM MORTGAGE TRUST COMM 2013 CR13 A412630BBA5N/A$333,290.84
Harman International Industries, Incorporated413086109HAR$328,231.58
RenaissanceRe Holdings LimitedG7496G103RNR$327,215.51
U.S. Treasury N/b912828P87N/A$326,049.87
Liberty Global plcG5480U120LBTYK$325,153.06
FNF Group Tracking Stk Usd.000131620R303FNF$322,814.49
ConocoPhillips20825C104COP$322,703.02
PepsiCo, Incorporated713448108PEP$322,064.64
Scripps Networks Interactive Incorporated811065101SNI$321,775.08
FNMA POOL AN0573 FN 03/23 FIXED 2.93138LCT70N/A$319,889.06
Commercial Mortgage Pass Throu Comm 2012 Cr3 A312624PAE5N/A$318,755.76
Comcast Corporation20030N101CMCSA$318,579.92
Aercap Holdings NvN00985106AER$317,953.24
Jarden Corporation471109108JAH$315,950.51
Prologis Incorporated Reit Usd.0174340W103PLD$314,459.90
County of Cherokee GA164231KQ4N/A$314,384.95
FNMA POOL AM9549 FN 09/23 FIXED 2.733138LATF6N/A$314,339.60
FNMA POOL AN0460 FN 12/23 FIXED 2.853138LCQN8N/A$312,423.55
NORTH CAROLINA ST EDU ASSISTAN NCSSTD 10/41 FLOATING VAR658262GA2N/A$312,234.48
MISSISSIPPI HIGHER EDUCATION A MHEAC 2014 1 A160535YAA1N/A$312,132.37
FNMA POOL AL6577 FN 11/22 FIXED VAR3138EPJX3N/A$311,525.30
SMALL BUSINESS ADMINISTRATION SBAP 2015 20F 183162CXB4N/A$307,819.95
SMALL BUSINESS ADMINISTRATION SBIC 2015 10B 1831641FE0N/A$307,598.81
FNMA POOL AM7892 FN 01/23 FIXED 2.733138L8XW9N/A$306,070.75
Corestates Capital Trust218694AA5N/A$304,491.51
Csfb Corp 2004-ar522541SJJ8N/A$304,457.12
Arthur J Gallagher & Company363576109AJG$303,758.10
Cabot Corporation127055101CBT$301,691.82
Cisco Systems, Incorporated17275R102CSCO$300,330.29
Mallinckrodt Plc Common Stock Usd.2G5785G107MNK$298,894.40
Gs Mortgage Securities Corpora Gsms 2012 Gcj7 A436192KAT4N/A$298,106.38
SMALL BUSINESS ADMINISTRATION SBAP 2015 20C 183162CWX7N/A$297,810.18
Carnival Corporation143658300CCL$297,606.58
COMM MORTGAGE TRUST COMM 2013 CR12 ASB12591KAC9N/A$297,339.03
Cerner Corporation156782104CERN$297,184.12
FNMA POOL AM5333 FN 06/21 FIXED 3.313138L54T4N/A$296,786.22
Norfolk Southern Corporation655844108NSC$296,699.23
World Fuel Services Corporation981475106INT$296,638.56
BARCLAYS DRYROCK ISSUANCE TRUS DROCK 2014 3 A06742LAE3N/A$296,618.66
CNH EQUIPMENT TRUST CNH 2015 A A412592WAD0N/A$296,181.76
GS MORTGAGE SECURITIES TRUST GSMS 2011 GC5 A436191YBB3N/A$296,024.18
MORGAN STANLEY BAML TRUST MSBAM 2014 C15 ASB61763KAY0N/A$294,824.69
Te Connectivity Ltd Common Stock Chf1.55H84989104TEL$294,013.64
Federal National Mortgage Association3138MLGF5N/A$293,835.70
Syngenta AG Chf0.10435664909SYNN$292,543.30
FNMA POOL AM4294 FN 10/20 FIXED 2.783138L4XY4N/A$292,046.76
ServiceNow, Incorporated81762P102NOW$291,916.79
Atmos Energy Corpporation049560105ATO$291,751.38
Morgan Stanley Capital I Msc 2011 C3 A461760RBB7N/A$291,638.02
Small Business Admin 2006 20b Partn Ctf83162CQB2N/A$291,628.41
Concho Resources Incorporated20605P101CXO$291,243.19
Curtiss-wright Corp231561101CW$290,749.23
Aon PLC Common Stock Usd.01G0408V102AON$290,624.60
AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2014 2 A02582JGS3N/A$290,021.09
SMALL BUSINESS ADMINISTRATION SBAP 2013 20J 183162CVV2N/A$290,005.79
Capital Auto Receivables Asset Afin 2014 3 A313975JAC6N/A$289,800.81
Jpmbb Commercial Mortgage Secu Jpmbb 2013 C12 Asb46639NAR2N/A$289,255.52
Comm_12-cr212624KAD8N/A$289,217.08
Harris Corporation413875105HRS$286,140.73
TreeHouse Foods, Incorporated89469A104THS$283,422.82
Equity Residential29476L107EQR$281,286.08
Dollar General Corporation256677105DG$280,976.68
MORGAN STANLEY CAPITAL I TRUST MSC 2011 C2 A4 144A617459AD4N/A$280,700.93
Kansas City Southern485170302KSU$279,761.17
Suntrust Banks Incorporated867914103STI$279,394.35
FNMA POOL AM4384 FN 09/19 FIXED 2.573138L42S1N/A$279,129.61
Capital Auto Receivables Asset Afin 2014 2 A313975HAC0N/A$279,123.50
Gsms 2011 Gc3 A4 03/44 Fixed36248FAG7N/A$278,901.26
FNMA POOL AM4383 FN 09/19 FIXED 2.573138L42R3N/A$278,824.90
VEREIT INC REIT USD.0192339V100VER$278,693.07
SKECHERS U.S.A., Incorporated?Cl A830566105SKX$278,680.30
Allianz SE523148906ALV$278,438.21
Skyworks Solutions, Incorporated83088M102SWKS$276,820.35
FNMA POOL AL6576 FN 06/22 FIXED VAR3138EPJW5N/A$276,211.41
Abb Treasury Center Usa Fixed 400038AAB9N/A$276,097.24
Affiliated Managers Group, Incorporated008252108AMG$276,056.40
Tips912828WU0N/A$274,025.71
FMC Corporation302491303FMC$273,402.61
HCA Holdings, Incorporated40412C101HCA$273,200.14
Altria Group Incorporated02209S103MO$272,820.66
U.S. Treasury N/b912828L65N/A$271,874.01
ABAY LEASING 2014 LLC US GOVT GUAR 11/26 2.65400258HAA9N/A$271,147.61
The Priceline Group Incorporated741503403PCLN$270,102.06
Biomarin Pharmaceutical09061G101BMRN$268,679.00
Sabmiller Holdings Incorporated Notes 144a 3.7578573AAA8N/A$266,528.27
Oracle Corporation68389X105ORCL$266,118.00
Ohio Cnty W Va Cnty Commn Spl Ohigen 03/35 Fixed67732PAF5N/A$265,580.80
IBM Corporation459200101IBM$264,289.59
The Charles Schwab Corporation808513105SCHW$263,949.35
Federal National Mortgage Association31392GEN1N/A$261,825.72
Linde AG574081907LIN$261,076.96
McGraw Hill Financial, Incorporated580645109MHFI$260,974.02
Donaldson Company Incorporated257651109DCI$260,851.12
Bae Systems PLC Sr Unsecured 144a 4.7505523RAB3N/A$259,515.12
FNMA31409VZV8N/A$258,453.72
First Republic Bank/San Francisco33616C100FRC$258,238.23
U.S. Treasury N/b912828P46N/A$256,976.13
Harris Cnty TX Har Fixed414005SA7N/A$256,795.46
Tips912828B25N/A$256,683.52
Endurance Specialty HoldingsG30397106ENH$255,669.63
MMAF EQUIPMENT FINANCE LLC MMAF 2015 AA A4 144A55315GAD0N/A$255,262.06
Federal National Mortgage Association31394ALN4N/A$255,075.05
FNMA POOL AN0754 FN 01/26 FIXED 3.083138LCZU2N/A$254,630.13
Wal-Mart Stores Incorporated931142103WMT$251,285.52
NTT Docomo Npv612927905N/A$251,050.22
MOTEL 6 TRUST MOTEL 2015 MTL6 B 144A61974QAL0N/A$250,700.53
Nippon Telegraph and Telephone Corporation664137007N/A$250,607.45
Small Business Administration Sbap 2013 20a 183162CVG5N/A$250,249.80
Tips912828VM9N/A$249,986.00
MEDNAX INC COMPANY GUAR 144A 12/23 5.2558502BAA4N/A$249,794.05
United Continental Holdings, Incorporated910047109UAL$249,187.83
Progressive Waste Solutions Common Stock74339G101BIN$248,926.96
Tips912828UH1N/A$246,724.89
PETROLEOS MEXICANOS US GOVT GUAR 02/24 2.8371654QBL5N/A$243,550.20
Ww Grainger Incorporated384802104GWW$243,455.73
SOUTH CAROLINA STUDENT LOAN CO SCSLC 2014 1 B83715RAG7N/A$243,130.97
Amgen Incorporated031162100AMGN$242,552.70
Quintiles Transnational Hold Common Stock Usd.0174876Y101Q$241,170.66
Linear Technology Corporation535678106LLTC$240,591.20
Tips912828TE0N/A$239,720.97
Marriott International Incorporated571903202MAR$238,607.89
Tyco Electronics Group SA902133AM9N/A$235,154.38
WI Treasury Sec Fixed912828NM8N/A$234,444.77
Diageo PLC ADR25243Q205DEO$232,982.63
SMALL BUSINESS ADMINISTRATION SBAP 2014 20A 183162CWA7N/A$232,851.61
Texas St882722VP3N/A$231,945.40
JC Penney Company Incorporated708160106JCP$231,332.80
BP p.l.c.079805909N/A$231,159.57
Verisk Analytics, Incorporated92345Y106VRSK$230,029.77
HD SUPPLY HOLDINGS INC COMMON STOCK USD.0140416M105HDS$229,502.39
EXXON MOBIL CORPORATION SR UNSECURED 03/26 3.04330231GAT9N/A$228,511.41
Tips912828C99N/A$226,046.81
Boston Ma Bos Fixed100853PB0N/A$225,699.26
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2010 C2 A3 144A46635GAE0N/A$225,016.38
King Cnty Wa Sch Dist 210 Fed Kinscd Fixed494890YF7N/A$223,628.72
WELLS FARGO GOVT MM SELECT CLASS 3802976RXG000N/A$222,368.90
Lloyds Banking Group PLC Ord Gbp0.25087061008LLOY$221,603.88
Tips912828H45N/A$220,925.21
Pebblebrook Hotel Trust Common Stock70509V100PEB$219,979.31
LKQ Corporation501889208LKQ$219,873.22
Tips912828SA9N/A$219,721.69
Netflix, Incorporated64110L106NFLX$219,580.42
U.S. Treasury N/b Fixed912828PC8N/A$218,084.82
Liberty Global PLC A Common Stock Usd.01G5480U104LBTYA$217,901.90
Actuant Corporation Company Guar00508XAF1N/A$217,838.30
France Telecom517617908ORA$217,752.70
Biogen Idec Incorporated09062X103BIIB$217,688.11
Rockwell Collins Incorporated774341101COL$217,482.66
Arm Holdings PLC Spons ADR ADR Npv042068106ARMH$216,131.69
Liberty Property Trust53117CAL6N/A$216,034.09
TENCENT HOLDINGS LTD UNS ADR ADR88032Q109TCEHY$215,919.28
Deutsche Boerse702196908N/A$214,584.23
Schlumberger Limited806857108SLB$213,030.87
FNMA31396PGQ8N/A$211,667.87
Splunk Incorporated Common Stock848637104SPLK$210,539.99
NORTHWESTERN UNIVERSITY UNSECURED 12/44 4.643668444AC6N/A$209,793.26
TIPS912828QV5N/A$209,292.00
Eqt Corporation26884LAA7N/A$208,976.18
Vertex Pharmaceuticals Incorporated92532F100VRTX$208,718.41
American Tower Corporation03027X100AMT$207,658.52
U.S. Treasury N/b912828WD8N/A$207,581.73
OKLAHOMA ST WTR RESOURCE BRD R OKSWTR 04/23 FIXED 3.27167919PLM3N/A$206,449.05
U.S. Treasury N/b912828A42N/A$206,122.44
Clear Creek TX Indep Sch Dist Clescd Fixed1845403R1N/A$206,030.38
SCOTTS MIRACLE GRO CO COMPANY GUAR 144A 10/23 6810186AL0N/A$205,836.26
UNITEDHEALTH GROUP INC SR UNSECURED 07/25 3.7591324PCP5N/A$205,209.82
MONONGAHELA POWER CO 1ST MORTGAGE 144A 04/24 4.1610202BN2N/A$205,063.26
Directv Holdings/fing Company Guar25459HBE4N/A$204,989.98
GENERAL MOTORS CO SR UNSECURED 10/23 4.87537045VAE0N/A$204,819.46
CUYAHOGA CNTY OH CUY 12/34 FIXED 6.03423223PCX3N/A$204,793.89
Danone Eur0.25B1Y9TB906BN$204,727.77
Federal National Mortgage Association3138MLEZ3N/A$203,956.99
Massachusetts St57582PWH9N/A$202,731.97
US TREASURY N/B 02/46 2.5912810RQ3N/A$202,458.72
Kohl's Corporation500255104KSS$202,054.95
Schlumberger Norge As Fixed80685PAA6N/A$201,566.22
VERIZON COMMUNICATIONS SR UNSECURED 09/23 5.1592343VBR4N/A$201,116.70
Duke University Taxable Series A264416AN8N/A$200,691.88
Palo Alto Networks Incorporated Common Stock Usd.0001697435105PANW$199,988.44
TIPS912828PP9N/A$199,465.16
ServiceMaster Global Holdings, Incorporated81761R109SERV$199,438.00
Treasury Bill 04/16 0.00000912796HM4N/A$199,330.71
ROGERS COMMUNICATIONS IN COMPANY GUAR 10/23 4.1775109AY7N/A$199,012.48
Olympus Corp Npv665880001N/A$198,844.94
REALTY INCOME CORP SR UNSECURED 08/23 4.65756109AP9N/A$198,213.33
Washington St93974CRF9N/A$198,180.08
TSY INFL IX N/B 01/26 0.625912828N71N/A$197,026.85
Morgan Stanley Fixed6174467P8N/A$196,648.66
GS MORTGAGE SECURITIES TRUST GSMS 2013 GC16 A436248GAD2N/A$195,870.40
NORTHERN STATES PWR WISC 1ST MORTGAGE 06/24 3.3665789AY9N/A$195,393.60
Amerigas Finance Llc/cor Company Guar 7.03077JAB6N/A$195,302.76
HP ENTERPRISE CO SR UNSECURED 144A 10/25 4.942824CAP4N/A$195,088.98
Unilever PLC Ord Gbp0.031111B10RZP905ULVR$194,827.48
TEXAS HEALTH RESOURCES SECURED 11/55 4.33882484AA6N/A$194,785.51
CCO SAFARI II LLC SR SECURED 144A 07/25 4.908161175AM6N/A$194,373.84
Actelion Chf0.5 (regd)(post Subd)B1YD5Q900ATLN$193,895.81
TIPS912810FR4N/A$193,214.10
Red Hat, Incorporated756577102RHT$192,441.27
MEMORIAL SLOAN KETTERING SR UNSECURED 07/55 4.2586054AC2N/A$192,276.50
Under Armour, Incorporated904311107UA$191,915.38
OSHKOSH CORP COMPANY GUAR 03/22 5.375688225AG6N/A$191,734.50
FNMA POOL AN0665 FN 02/26 FIXED 3.073138LCW35N/A$190,763.75
Briggs + Stratton Corp Fixed109043AG4N/A$190,497.50
Unilever N.V.904784709UN$190,476.64
SERVICE CORP INTL SR UNSECURED 01/22 5.375817565BZ6N/A$190,459.44
Tsmc Global Ltd Sr Unsecured 144a872882AC9N/A$190,398.58
Fortinet Incorporated Common Stock34959E109FTNT$189,272.64
ARKANSAS ST ARS 07/21 FIXED 2.605041042WT5N/A$188,689.33
Bp Capital Markets PLC05565QBP2N/A$187,728.76
Beiersdorf AG Npv510740905BEI$187,712.90
Rio Tinto Fin Usa Ltd Fixed 3.75767201AQ9N/A$186,667.37
CNH INDUSTRIAL CAPITAL L COMPANY GUAR 07/19 3.37512592BAB0N/A$186,291.71
SHELL INTERNATIONAL FIN COMPANY GUAR 08/23 3.4822582AX0N/A$186,161.33
Otter Tail Corp Fixed 9689648AR4N/A$185,830.71
The Western Union Company959802109WU$185,034.71
Ball Corp Senior Notes 5.058498AR7N/A$184,946.88
U.S. Treasury N/b912828WC0N/A$184,798.71
Level 3 Communications Incorporated Common Stock Usd.0152729N308LVLT$183,989.36
Vessel Management Servic U.S. Govt Guar 08/36925387AF9N/A$183,582.92
CONCHO RESOURCES INC COMPANY GUAR 01/22 6.520605PAC5N/A$182,694.91
Ntc Capital I629394AA5N/A$182,123.99
Ecolab Inc.278865AL4N/A$182,045.44
CNH EQUIPMENT TRUST CNH 2014 A A312591BAC9N/A$179,914.76
Clean Harbors Incorporated Company Guar184496AJ6N/A$178,064.10
Georgia Pacific LLC Sr Unsecured 144a37331NAD3N/A$177,506.04
Pearson Dlr Fin Two PLC Gtd Sr Nt 144a705010AB2N/A$177,259.66
IPALCO ENTERPRISES INC SR SECURED 07/20 3.45462613AK6N/A$176,953.97
Intl Consolidated Airlines Common Stock Eur.5B5M6XQ908IAG$176,948.93
Missouri High Ed Student Ln Frn606072KS4N/A$176,884.01
Honeywell International Incorporated438516106HON$176,524.09
BT Group plc309135903N/A$175,520.00
Brinker International, Incorporated109641100EAT$174,501.47
Seagate Hdd Cayman Company Guar81180WAH4N/A$174,303.00
Whirlpool Corporation963320106WHR$174,224.26
PLAINS ALL AMER PIPELINE SR UNSECURED 10/25 4.6572650RBJ0N/A$173,446.52
Deere + Company Sr Unsecured244199BE4N/A$173,101.99
QUALCOMM Incorporated747525103QCOM$172,530.31
CIMAREX ENERGY CO COMPANY GUAR 05/22 5.875171798AB7N/A$171,591.98
Federal National Mortgage Association31393AP92N/A$171,544.09
Imperial Tobacco Ord Gbp0.10045449907IMB$170,924.81
Sealed Air Corporation Sr Unsecured 144a81211KAS9N/A$170,515.25
United Technologies Corporation913017109UTX$169,857.02
Simon Property Group Incorporated828806109SPG$169,764.60
Swiss Re Ltd Common StockACI00MQT5SREN$169,690.61
National Capital Commerce Inc635454AC5N/A$168,992.79
Zodiac Aerospace Npv729433904ZC$168,602.27
Bae Systems Ord Gbp0.025026349902N/A$168,497.68
Wpp PLC Common Stock Gbp.1B8KF9B904WPP$167,587.29
PRES + FELLOWS OF HARVAR UNSECURED 10/38 5.625740816AD5N/A$167,507.51
Small Business Administration83162CQL0N/A$166,856.23
Lamar Media Corp Company Guar513075BB6N/A$166,652.01
Sanofi S.A.567173901SAN$166,127.51
CONOCOPHILLIPS COMPANY COMPANY GUAR 11/24 3.3520826FAD8N/A$165,679.41
Potlatch Corporation Fixed737630AB9N/A$165,579.95
Royal Dutch Shell plcB03MM4906RDSB$165,320.27
TIPS912828UX6N/A$163,538.46
Baker Hughes Incorporated057224107BHI$161,314.11
Baidu, Incorporated, ADR056752108BIDU$161,291.49
G-III Apparel Group, Limited36237H101GIII$160,412.70
TIPS912828JE1N/A$159,522.12
ALASKA ST AKS 08/33 FIXED 5.742011770U44N/A$159,113.31
Eli Lilly & Company532457108LLY$158,810.18
Citrix Sytems, Incorporated177376100CTXS$157,950.65
Erp Operating LP Sr Unsecured26884AAZ6N/A$157,615.68
Kraft Foods Group Incorporated Sr Unsecured50076QAZ9N/A$157,116.86
GNMA21H030641N/A$157,068.52
Mondelez International Incorporated A Common Stock Npv609207105MDLZ$156,896.38
INDIANAPOLIS IN LOCAL PUBLIC I INPBBK 01/30 FIXED 5.85445528S4Y9N/A$156,493.41
SBA Communications Corporation78388J106SBAC$156,148.73
Toyota Motor Corporation690064001N/A$155,442.53
GNMA II POOL MA3455 G2 02/46 FIXED 436179RZU6N/A$155,315.70
Baltimore Cnty Md Bal 08/32 Fixed05914FMM9N/A$154,995.32
SIMON PROPERTY GROUP LP SR UNSECURED 10/24 3.375828807CS4N/A$154,619.57
MarketAxess Holdings Incorporated57060D108MKTX$154,313.84
Federal National Mortgage Association31385XLY1N/A$153,711.01
BECTON DICKINSON AND CO SR UNSECURED 12/24 3.734075887BF5N/A$152,269.93
Federal National Mortgage Association3138MQDN0N/A$152,087.26
FNMA POOL AN0502 FN 01/28 FIXED 3.353138LCRY3N/A$150,414.49
Alcoa Incorporated Fixed013817AV3N/A$150,190.44
MINNETONKA MN INDEP SCH DIST MTKSCD 01/24 FIXED 2.55604195VC8N/A$149,733.14
Jabil Circuit Incorporated466313AD5N/A$149,018.31
HSBC BANK PLCBYRPPW904N/A$147,418.10
Novartis Limited AG710306903NOVN$144,708.89
TSY INFL IX N/B 02/45 0.75912810RL4N/A$144,267.89
Entergy Texas Incorporated29365TAA2N/A$143,862.73
MARATHON OIL CORP SR UNSECURED 06/25 3.85565849AL0N/A$143,231.51
Ngk Insulators Jpy50661950006N/A$143,168.20
U.S. Bancorp902973304USB$143,136.07
Udr Incorporated Company Guar90265EAG5N/A$142,689.39
Acadia Healthcare Company, Incorporated, Common Stock00404A109ACHC$141,965.44
Grupo Televisa, S.A.B.40049J206TV$141,469.53
JOHNSON MATTHEY PLC COMMON STOCK GBP1.109245BZ4BQC900JMAT$141,170.89
U.S. Treasury N/b912828TM2N/A$139,824.78
Lowe's Companies, Incorporated548661107LOW$139,659.11
ANHEUSER BUSCH INBEV FIN COMPANY GUAR 02/26 3.65035242AP1N/A$138,259.29
TIPS912810FD5N/A$138,087.55
KeyCorp493267108KEY$137,547.83
Wesco International Incorporated95082P105WCC$137,125.45
OHIO ST OHS 10/21 FIXED 3.379677521NY8N/A$136,634.22
TSY INFL IX N/B 02/44 1.375912810RF7N/A$136,397.44
Sequoia Mortgage Trust81743VAA1N/A$136,329.24
King Cnty Wa Kin Fixed49474E3X9N/A$136,165.26
Occidental Petroleum Corporation674599105OXY$135,952.43
Great River Energy39121JAA8N/A$135,719.94
Dow Chemical Company260543103DOW$135,221.40
Charter Communication-a16117M305CHTR$134,691.59
Axalta Coating Systems LimitedG0750C108AXTA$134,085.69
Burlingtn North Santa Fe Fixed 3.4512189LAF8N/A$133,645.51
GOLDMAN SACHS GROUP INC SR UNSECURED 01/25 3.538148LAC0N/A$133,175.49
Intuitive Surgical Inccomm46120E602ISRG$132,832.13
DAIMLER FINANCE NA LLC COMPANY GUAR 144A 08/18 2.375233851BA1N/A$132,655.67
VONOVIA SE COMMON STOCKBBJPFY900VNA$132,533.35
Hilton Worldwide Holdings In Common Stock Usd.0143300A104HLT$132,104.05
ALLINA HEALTH SYSTEM UNSECURED 11/45 4.80501959LAA0N/A$130,809.67
Ono Pharmaceutical Jpy50666010004N/A$130,784.59
Perrigo Co PLC Common Stock NpvG97822103PRGO$130,554.58
Daimler AG552902900DAI$130,254.99
Proofpoint, Incorporated743424103PFPT$130,142.24
TIME WARNER INC COMPANY GUAR 07/25 3.6887317AW5N/A$129,896.93
BANK OF NEW YORK MELLON SR UNSECURED 09/24 3.2506406HCX5N/A$129,743.07
PRES + FELLOWS OF HARVAR SR UNSECURED 10/31 3.529740816AK9N/A$129,448.86
WILLIAM CARTER COMPANY GUAR 08/21 5.2596926JAA5N/A$129,408.89
Devon Energy Corporation25179M103DVN$129,359.22
AT+T INC SR UNSECURED 05/46 4.7500206RCQ3N/A$129,261.36
Magna International Incorporated?Cl A559222955MG$129,142.63
Lockheed Martin Corporation539830109LMT$128,881.38
WellCare Health Plans, Incorporated94946T106WCG$128,234.16
Wirecard AG Npv750892903WDI$128,035.34
Chevron Corporation Sr Unsecured166764AH3N/A$127,796.86
CREDIT SUISSE NEW YORK SR UNSECURED 09/24 3.62522546QAP2N/A$127,406.35
BAYER US FINANCE LLC COMPANY GUAR 144A 10/24 3.37507274EAG8N/A$126,391.26
Government National Mortgage Association21H030658N/A$126,233.62
Federal National Mortgage Association31392B6U5N/A$125,965.28
EMD FINANCE LLC COMPANY GUAR 144A 03/22 2.9526867LAG5N/A$125,945.68
TIPS912810FH6N/A$125,019.29
BANK OF NOVA SCOTIA SUBORDINATED 12/25 4.5064159HB5N/A$124,514.83
Procter&gamble CO742718CB3N/A$124,319.93
Avista Corp05379B107AVA$123,514.82
WASTE MANAGEMENT INC COMPANY GUAR 03/25 3.12594106LBA6N/A$123,003.49
Time Warner Cable Incorporated?Cl A88732J207TWC$122,154.40
Pernod Ricard Npv468232004RI$121,824.71
Federal National Mortgage Association31393U4Q3N/A$121,667.82
Carnival PLC Ord Usd1.66312152903CCL$121,341.20
ARIZONA ST SCH FACS BRD COPS AZSEDU 09/19 FIXED 2.37804057PJQ2N/A$121,167.32
Federal National Mortgage Association31393EP37N/A$120,814.09
Royal Caribbean Cruises LimitedV7780T103RCL$120,749.71
VALMONT INDUSTRIES INC COMPANY GUAR 10/44 5920253AF8N/A$120,652.64
Belden Cdt Incorporated077454106BDC$120,564.36
E.I. du Pont De Nemours & Company263534109DD$120,562.16
FEDEX CORP COMPANY GUAR 01/24 431428XAY2N/A$120,014.11
Time Warner Incorporated887317303TWX$119,609.86
TIPS912810FS2N/A$118,992.45
Super Micro Computer Incorporated86800U104SMCI$118,614.88
NextEra Energy, Incorporated65339F101NEE$117,422.04
ACTAVIS FUNDING SCS COMPANY GUAR 03/35 4.5500507UAT8N/A$117,317.03
INTERCONTINENTAL HOTELS GROU COMMON STOCK GBP.158055ACI08MBH9IHG$117,198.96
ORACLE CORP SR UNSECURED 07/24 3.468389XAU9N/A$116,834.67
Thermo Fisher Scientific Incorporated883556102TMO$116,523.32
EOG Resources, Incorporated26875P101EOG$116,084.83
TIPS912810PZ5N/A$115,927.77
Equity Commonwealth Reit294628102EQC$115,760.38
The Goldman Sachs Group, Incorporated38141GGS7N/A$115,324.54
NEWFIELD EXPLORATION CO SR UNSECURED 07/24 5.625651290AQ1N/A$114,991.22
EMC Corporation268648102EMC$114,493.53
PETROLEOS MEXICANOS US GOVT GUAR 02/24 2.2971654QBP6N/A$114,048.08
PACIFIC LIFECORP SR UNSECURED 144A 02/20 6694476AC6N/A$113,563.97
TIPS912810QV3N/A$113,205.88
Icon PLC Common Stock Eur.06G4705A100ICLR$112,909.55
Boston Properties Incorporated Fixed10112RAQ7N/A$112,659.32
Loreal Eur0.2405780909OR$112,344.72
ORACLE CORP SR UNSECURED 05/22 2.568389XBB0N/A$112,279.37
Canadian Pacific Railway Limited13645T100CP$112,041.13
Scholastic Corporation807066105SCHL$111,839.46
TIPS912810PS1N/A$111,745.07
HealthEquity, Incorporated, Common Stock42226A107HQY$111,458.93
RSP PERMIAN INC COMMON STOCK USD.0174978Q105RSPP$111,418.59
Federal Home Loan Mortgage Company02R032638N/A$111,014.45
Employers Holdings Incorporated292218104EIG$110,560.24
Ford Motor Company345370860F$110,198.42
PETROLEOS MEXICANOS COMPANY GUAR 01/45 6.37571654QBR2N/A$110,054.65
U.S. Treasury Bond - Inflation Protected912810PV4N/A$109,848.34
Western Alliance Bancorp957638109WAL$109,463.28
Target Corporation87612E106TGT$109,222.33
GS MORTGAGE SECURITIES TRUST GSMS 2013 GC10 AAB36192CAF2N/A$109,114.83
GS MORTGAGE SECURITIES TRUST GSMS 2013 GC12 AAB36197XAL8N/A$109,012.94
MASS INSTITUTE OF TECH UNSECURED 07/38 3.959575718AE1N/A$108,864.24
Public Storage Inc.74460D109PSA$108,074.95
Swedbank Ab Ser A Npv484652904SWEDA$108,045.62
FLORIDA GAS TRANSMISSION SR UNSECURED 144A 07/25 4.35340711AW0N/A$107,969.83
Sainsbury(j) Ord Gbp0.28571428 (post RecB019KW907SBRY$107,868.00
Express Scripts Holding Company30219G108ESRX$107,565.87
Talmer Bancorp Inc CL A Common Stock USD1.087482X101TLMR$106,976.48
Kimberly-Clark Corporation494368103KMB$106,891.06
Government National Mortgage Association21H030633N/A$106,847.25
WI Infl Idx N/b Fixed912828MF4N/A$106,689.16
Sk Telecom Krw500622487908N/A$106,319.07
Total S.A.B15C55900FP$106,210.66
Sprouts Farmers Market, Incorporated85208M102SFM$105,666.78
On Assignment, Incorporated682159108ASGN$105,644.47
Generac Holdings Incorporated368736104GNRC$105,448.10
WESTROCK CO COMMON STOCK96145D105WRK$104,737.48
Mentor Graphics Corporation587200106MENT$104,574.51
Gas Natural Sdg Eur1565042900GAS$104,553.42
TRANS ALLEGHENY INTERSTA SR UNSECURED 144A 06/25 3.85893045AE4N/A$104,163.10
LOCKHEED MARTIN CORP SR UNSECURED 01/26 3.55539830BH1N/A$104,078.13
KRAFT HEINZ CO/THE COMMON STOCK USD.01500754106KHC$103,496.42
Ramco-gershenson Propertie751452202RPT$103,389.03
TOTAL CAPITAL INTL SA COMPANY GUAR 01/24 3.789153VAG4N/A$102,938.43
U.S. Bancorp Subordinated 2.9591159JAA4N/A$102,812.88
WI Treasury Sec912828UR9N/A$102,702.45
MORGAN STANLEY SUBORDINATED 04/27 3.9561761JZN2N/A$102,426.17
COLUMBIA PIPELINE GROUP COMPANY GUAR 144A 06/18 2.45198280AA7N/A$102,248.83
Celestica Inc15101Q108CLS$102,230.18
Great Western Bancorp Inc Common stock USD.01391416104GWB$101,742.84
Quad Graphics Incorporated Common Stock747301109QUAD$101,315.84
Henkel AG + CO Kgaa Non Vtg Prf Npv507670909N/A$100,832.68
Delhaize Group Npv426211009DELB$100,765.12
Air Lease Corp Common Stock Usd.0100912X302AL$100,684.26
Union Pacific Corp907818DB1N/A$100,625.93
GRIFOLS SA ADR ADR398438408GRFS$100,600.63
VORNADO REALTY LP SR UNSECURED 06/19 2.5929043AH0N/A$100,477.53
Primerica Incorporated Common Stock74164M108PRI$100,263.45
Koninklijke Ahold NV Common Stock EUR.01ACI081R62AH$99,349.74
The Kroger Company501044101KR$99,213.06
SHELL INTERNATIONAL FIN COMPANY GUAR 05/25 3.25822582BD3N/A$98,882.40
Telenet Grp Hldg NpvB0LKSK908TNET$98,267.88
Muenchener Rueckver AG529412900N/A$97,797.93
Jabil Circuit Incorporated466313103JBL$97,041.28
Scor S.e. Eur7.876972 (post Cons)B1LB9P906SCR$97,031.77
FED HM LN PC POOL G07786 FG 08/44 FIXED 43128M96X5N/A$96,940.91
Webster Financial Corp947890109WBS$96,917.25
Sterling Bancorp/De Common Stock85917A100STL$96,677.48
Renasant Corp75970E107RNST$96,672.32
Highwoods Properties Inc431284108HIW$96,643.94
Corporate Office Propertie22002T108OFC$96,331.71
Avalonbay Communities In Sr Unsecured 2.9505348EAQ2N/A$96,293.11
Nissan Motor CO Npv664286002N/A$96,291.02
Ucb Npv559699905UCB$95,835.29
PAYPAL HOLDINGS INC COMMON STOCK USD.000170450Y103PYPL$95,826.36
LVMH Eur0.30406141903MC$95,216.17
Privatebancorp Incorporated742962103PVTB$95,206.05
United Technologies Corp Sr Unsecured913017BV0N/A$94,881.41
Bankunited Incorporated06652K103BKU$94,804.98
Boston Properties LP Sr Unsecured10112RAT1N/A$94,648.57
General Motors CO Common Stock Usd.0137045V100GM$94,219.24
IMAX Corporation45245E109IMAX$94,139.89
Cirrus Logic Incorporated172755100CRUS$94,082.47
Dominion Resources Incorporated25746U109D$94,073.06
AvalonBay Communities Incorporated053484101AVB$93,911.61
MAGELLAN MIDSTREAM PARTN SR UNSECURED 03/26 5559080AK2N/A$93,824.72
The Spectranetics Corporation84760C107SPNC$93,737.45
KT&G Corporation617507900N/A$93,649.60
Renault (regie Nationale) Eur3.81471279901RNO$93,395.68
Monsanto Company61166W101MON$93,373.69
PIONEER NATURAL RESOURCE SR UNSECURED 01/26 4.45723787AM9N/A$93,125.83
Swiss Life Holding AG Chf17(regd)743780900SLHN$92,994.16
Teck Resources Ltd878744AA9N/A$92,869.91
Credit Suisse Group AG717158901CSGN$92,541.17
Phillips 66718546104PSX$92,158.80
NEVRO CORP COMMON STOCK USD.00164157F103NVRO$91,924.07
U.S. Treasury N/b912828M56N/A$91,790.70
DSW Incorporated23334L102DSW$91,724.52
FNMA POOL AS6175 FN 11/45 FIXED 3.53138WF2H8N/A$91,623.91
Baloise Hldgs Chf0.1 Regd712459908BALN$91,619.31
Zurich Insurance Group Limited598381903ZURN$91,600.25
Interxion Holding N.V. Common StockN47279109INXN$91,529.14
General Dynamics Corporation369550108GD$91,515.85
Chemtura Corp163893209CHMT$91,458.59
Investors Bancorp Inc.46146L101ISBC$91,357.80
SPS Commerce, Incorporated78463M107SPSC$90,892.67
Horace Mann Educators Corporation440327104HMN$90,400.23
PARSLEY ENERGY INC CLASS A COMMON STOCK USD.01701877102PE$90,112.93
INOGEN INC COMMON STOCK USD.00145780L104INGN$90,111.24
Stifel Financial Corpcommo860630102SF$89,898.79
Resona Holdings Incorporated Npv642155907N/A$89,874.93
NOBLE CORP PLC COMMON STOCK USD.01G65431101NE$89,714.84
WORLDPAY GROUP PLC COMMON STOCK GBP.03BYYK2V904WPG$89,613.95
Caterpillar Incorporated149123101CAT$89,081.00
Rpc Incorporated749660106RES$89,048.65
Blackrock Incorporated09247X101BLK$89,025.44
Qlik Technologies Incorporated Common Stock74733T105QLIK$88,938.66
Automatic Data Processing, Incorporated053015103ADP$88,273.53
Thor Industries Inc885160101THO$88,270.01
Taiwan Semiconductor Manufacturing Company Limited688910900N/A$88,188.81
Tenaska Alabama Ii Pt Ser 144a88031NAA5N/A$88,133.23
NY + PRESBYTERIAN HOSPIT UNSECURED 08/45 4.024649322AA2N/A$88,027.34
PROLOGIS LP COMPANY GUAR 11/25 3.7574340XBE0N/A$87,937.83
Cynosure Incorporated232577205CYNO$87,604.30
KITE REALTY GROUP TRUST REIT USD.0149803T300KRG$87,418.43
Bank of New York Mellon Corporation064058100BK$87,414.50
FED HM LN PC POOL S074893132J0F51N/A$86,545.51
WI Treasury Sec Fixed912810QP6N/A$86,095.64
Portland General Electric Company736508847POR$85,985.40
Urban Outfitters Incorporated917047102URBN$85,803.78
HALLIBURTON CO SR UNSECURED 11/25 3.8406216BG5N/A$85,714.69
New Aetna Inc00817Y108AET$85,605.38
Schulman A Inc808194104SHLM$85,469.71
Pinnacle Financial Partners72346Q104PNFP$85,340.50
XCERRA CORP COMMON STOCK USD.0598400J108XCRA$84,861.94
Microsemi Corporation595137100MSCC$84,799.13
SOUTHWESTERN ENERGY CO SR UNSECURED 01/25 4.95845467AL3N/A$84,623.27
Bancorpsouth Incorporated059692103BXS$84,450.59
US TREASURY N/B 02/23 1.5912828P79N/A$84,440.48
Morgan Stanley617446448MS$84,303.83
FREDDIEMAC STRIP FHS 300 3003132HTK88N/A$83,920.80
Mizuho Financial Group, Incorporated, GB NPV659101901N/A$83,736.40
Wabco Holdings Incorporated92927K102WBC$83,623.28
Integrated Device Technology458118106IDTI$83,570.53
Tencent Holdings Limited Common StockBMMV2K903N/A$83,255.78
Associated Banc-corp045487105ASB$83,166.88
Autoliv, Inc.524737905ALIV$83,159.89
FNMA POOL AS5190 FN 06/45 FIXED 3.53138WEXU8N/A$82,904.97
Argan Incorporated04010E109AGX$82,372.95
Lend Lease Group Npv651200008LLC$82,169.87
Plexus Corporation729132100PLXS$81,507.49
Apogee Enterprises, Inc.037598109APOG$81,473.12
American Axle & Manufacturing, Incorporated024061103AXL$81,382.10
FedEx Corporation31428X106FDX$81,238.21
McKesson Corporation58155Q103MCK$80,928.75
WageWorks, Incorporated930427109WAGE$80,879.80
U.S. Treasury Bond - Inflation Protected912828LA6N/A$80,640.84
Select Medical Holdings Corp81619Q105SEM$80,512.49
ROYAL BANK OF CANADA SUBORDINATED 01/26 4.65780082AD5N/A$80,383.00
CATERPILLAR FINANCIAL SE SR UNSECURED 11/23 3.7514912L5X5N/A$80,251.48
Wintrust Financial Corporation97650W108WTFC$79,933.93
Volkswagen AG549710903VOW$79,438.44
Biostime International Holdi Common Stock Hkd.01B4ZB3G901N/A$79,400.87
Nitto Denko Corporation664180007N/A$79,251.79
Northrop Grumman Corporation666807102NOC$79,227.54
General Mills Incorporated370334104GIS$79,113.89
BURLINGTN NORTH SANTA FE SR UNSECURED 09/24 3.412189LAT8N/A$79,049.80
Capital One Financial Corporation14040H105COF$79,033.52
BANK OF AMERICA CORP SR UNSECURED 01/19 2.606051GEX3N/A$79,032.06
Oxford Industries691497309OXM$79,002.58
PNM Resources, Incorporated69349H107PNM$78,675.27
Duke Realty LP26441YAW7N/A$78,372.31
FCB FINANCIAL HOLDINGS CL A COMMON STOCK USD.00130255G103FCB$78,152.79
Kindred Healthcare Inc494580103KND$77,688.56
Cardtronics Incorporated Common Stock Usd.000114161H108CATM$77,520.36
GRIFOLS SA COMMON STOCK EUR.25BYY3DX906GRF$77,419.98
ANTHEM INC COMMON STOCK USD.01036752103ANTM$77,107.72
Ulta Salon Cosmetics & Fragrance Incorporated90384S303ULTA$76,849.49
Asbury Automotive Group043436104ABG$76,759.75
Callon Petroleum Company13123X102CPE$76,692.20
GOLDMAN SACHS GROUP INC SUBORDINATED 10/25 4.2538141GVR2N/A$76,438.84
BASF SE Common Stock NPVACI0054Q2BAS$76,249.07
UNIV OF NORTH CAROLINA NC AT C UNCHGR 12/36 FIXED 3.327914713P22N/A$76,191.39
THERMO FISHER SCIENTIFIC SR UNSECURED 02/22 3.3883556BH4N/A$76,123.94
Smurfit Kappa Group PLC Ord Eur0.001 (wi)B1RR82907SKG$75,948.24
Mitsui + CO Npv659730006N/A$75,888.57
FANNIE MAE FNR 2012 112 DA3136A84G2N/A$75,732.63
Infinera Corporation45667G103INFN$75,457.60
FNMA POOL AL7081 FN 07/29 FIXED VAR3138EP2P8N/A$75,327.04
Envestnet, Incorporated29404K106ENV$75,297.51
Verifone Holdings Incorporated92342Y109PAY$75,113.15
ExamWorks Group, Incorporated30066A105EXAM$74,981.43
Q2 Holdings Inc Common Stock74736L109QTWO$74,840.25
Akzo Nobel N.V.545831901AKZA$74,824.19
Anheuser-Busch InBev475531901ABI$73,987.05
FNMA POOL 310152 FN 02/44 FIXED VAR31374CQD1N/A$73,953.45
The Travelers Companies Incorporated89417E109TRV$73,923.08
El Paso Electric CO283677854EE$73,853.19
Brandywine Realty Trustrei105368203BDN$73,840.93
VENTAS REALTY LP COMPANY GUAR 02/25 3.592277GAE7N/A$73,764.44
Axa Eur2.29708842901CS$73,508.95
Tsy Infl Ix N/b 02/43 0.625912810RA8N/A$73,433.16
Halliburton Company406216101HAL$73,388.12
General Growth Properties370023103GGP$73,299.41
Japan Airlines Company, LimitedB8BRV4909N/A$73,027.20
Teva Pharma Ind Ils0.1 (post Cons)688217900TEVA$72,942.24
CANADIAN PACIFIC RR CO SR UNSECURED 02/25 2.913645RAS3N/A$72,719.73
Boston Properties Incorporated101121101BXP$72,472.08
Emerson Electric Company291011104EMR$72,233.07
Mitsubishi UFJ Financial Group, Incorporated633517909N/A$71,712.56
Ligand Pharmaceuticals-cl B53220K504LGND$71,535.21
Parkway Properties Increit70159Q104PKY$71,493.71
ING Groep Nv Cva Eur0.24715418901INGA$71,483.97
FED HM LN PC POOL V82211 FG 02/46 FIXED 3.53132L7N47N/A$71,419.56
Stryker Corporation863667101SYK$71,293.45
Sumitomo Mitsui Group656302908N/A$71,248.58
FNMA01F032641N/A$71,210.48
Sumitomo Corporation685894008N/A$70,955.57
Ericsson(lm)tel Ser B Npv595937905ERICB$70,726.89
U.S. Treasury Bond - Inflation Protected912828JX9N/A$70,465.87
Time Warner Incorporated Company Guar887317AQ8N/A$70,308.13
Newmont Mining Corporation651639106NEM$70,276.83
Incyte Corp.45337C102INCY$69,977.56
Cme Incorporated Class A12572Q105CME$69,896.32
ARRIS INTERNATIONAL PLC COMMON STOCK GBP.0001G0551A103ARRS$69,786.00
Illinois Tool Works Incorporated452308109ITW$69,681.55
Enel SPA714456902ENEL$69,577.06
OUTERWALL INC COMMON STOCK USD.001690070107OUTR$69,103.82
JPMORGAN CHASE + CO SR UNSECURED 03/21 2.5546625HQJ2N/A$69,011.78
FORD CREDIT AUTO OWNER TRUST/F FORDR 2016 1 A 144A34530UAA9N/A$68,849.52
Chart Industries, Incorporated16115Q308GTLS$68,845.89
MEDTRONIC INC COMPANY GUAR 03/22 3.15585055BR6N/A$68,795.89
Avid Technology Incorporated05367P100AVID$68,732.01
American Electric Power Company, Incorporated025537101AEP$68,495.10
PACIFICORP 1ST MORTGAGE 07/25 3.35695114CS5N/A$68,493.34
LyondellBasell Industries N.V.N53745100LYB$68,350.18
Aoyama Trading CO Npv604587006N/A$68,269.42
Columbia Banking System Incorporated197236102COLB$68,252.81
United States Treas Bds 02/40 Fixed912810QF8N/A$68,195.58
Hff Incorporated Class A40418F108HF$68,065.35
Ascena Retail Group Incorporated04351G101ASNA$68,036.53
Kennedy Wilson Holdings Incorporated Common Stock489398107KW$68,031.49
Sabra Healthcare Reit Incorporated78573L106SBRA$67,358.83
Gdf Suez Eur1B0C2CQ902ENGI$67,281.81
Marsh & Mclennan Cos Incorporated571748102MMC$67,256.37
Bk Hapoalim Bm Ils1607580909POLI$67,070.95
Prudential Financial Incorporated744320102PRU$67,062.77
Berkeley Gp Hldgs Ord Gbp0.05B02L3W908BKG$66,966.95
Yum! Brands Incorporated988498101YUM$66,938.04
Mediaset Eur0.52507794907MS$66,777.69
Motorcar Parts of America In620071100MPAA$66,577.35
KDDI Corporation624899902N/A$66,420.46
U.S. Treasury N/b912828N22N/A$66,353.92
FNMA POOL AT5892 FN 06/43 FIXED 33138WTRN8N/A$66,169.69
Kbr Incorporated48242W106KBR$65,933.13
Barratt Devel Ord Gbp0.10008118002BDEV$65,825.35
Mitsubishi Gas Chm Npv659692008N/A$65,665.86
CITIGROUP INC SR UNSECURED 04/25 3.3172967JP7N/A$65,507.72
IAC/InterActive Corporation44919P508IAC$65,493.03
HOWARD HUGHES MEDICAL IN SR UNSECURED 09/23 3.544266RAC1N/A$65,476.70
Exelon Corporation30161N101EXC$65,441.69
PPG Industries Incorporated693506107PPG$65,435.38
US TREASURY N/B 02/21 2912828B90N/A$65,387.10
Marubeni Corp Npv656946001N/A$65,381.55
Centrica Ord Gbp0.0617284B033F2900CNA$65,343.26
CROWN CASTLE INTL CORP REIT USD.0122822V101CCI$65,247.75
Darling International Incorporated237266101DAR$65,245.13
Callidus Software Incorporated13123E500CALD$65,138.52
Clubcorp Holdings Inc Common Stock Usd.0118948M108MYCC$64,951.25
Eni S.p.A714505906ENI$64,495.61
FED HM LN PC POOL V82126 FG 12/45 FIXED 3.53132L7LF4N/A$64,411.28
Challenger Fin Ser Npv672630902CGF$64,312.62
Gentherm Incorporated37253A103THRM$64,277.60
Central Glass CO Npv618430003N/A$64,134.57
Boliden Ab (post Split) Npv (post Split)B1XCBX901BOL$64,126.59
Bayerische Motoren Werke AG Eur1575602909BMW$64,101.24
CVS HEALTH CORP SR UNSECURED 07/22 3.5126650CK4N/A$63,609.68
SS&C Technologies Holdings, Incorporated78467J100SSNC$63,447.20
Nxstage Medical Incorporated67072V103NXTM$62,992.39
PG&E Corporation69331C108PCG$62,879.65
3i Group Ord Gbp0.738636B1YW44908III$62,653.81
Yahoo! Incorporated984332106YHOO$62,418.72
Weatherford Bermuda Company Guar94707VAC4N/A$62,192.39
AMERICAN HONDA FINANCE SR UNSECURED 09/20 2.4502665WAZ4N/A$62,059.45
FNMA POOL AH4793 FN 02/41 FIXED 43138A6KF6N/A$62,026.21
WCI Communities Inc Common Stock92923C807WCIC$61,837.44
Government National Mortgage Association36225AVT4N/A$61,825.61
Pegatron Corp Common StockACI003EU7N/A$61,625.10
Sunstone Hotel867892101SHO$61,596.75
Essendant Inc Common Stock USD.1296689102ESND$61,559.83
FNMA POOL AL7427 FN 12/44 FIXED VAR3138EQHD7N/A$61,501.90
UBS Group Ag Reg Common Stock Chf.1ACI09N1W4UBSG$61,314.99
Ball Corporation058498106BLL$61,269.65
GNMA II POOL MA2839 G2 05/45 FLOATING VAR36179REL9N/A$61,237.10
Exxon Mobil Corporation Sr30231GAP7N/A$61,132.47
Denki Kagaku Kogyo Npv630982007N/A$61,098.33
Ventas Incorporated92276F100VTR$60,834.24
Calsonic Corp Jpy50663984003N/A$60,515.74
ITC HOLDINGS CORP SR UNSECURED 06/24 3.65465685AJ4N/A$60,323.12
LENDINGTREE INC COMMON STOCK USD.0152603B107TREE$60,164.97
RINGCENTRAL INC CLASS A COMMON STOCK USD.000176680R206RNG$60,155.13
MILWAUKEE CNTY WI MLW 12/28 FIXED 6.84602245UM2N/A$60,116.67
Carrizo Oil144577103CRZO$59,917.02
Yokohama Rubber CO Npv698646007N/A$59,882.73
Reckitt Benckiser Group plcB24CGK904RB$59,861.43
Alexander + Baldwin Incorporated Common Stock014491104ALEX$59,856.01
Itochu Corp Npv646780007N/A$59,838.92
Pacira Pharmaceuticals Incorporated695127100PCRX$59,691.72
National Cinemedia Incorporated635309107NCMI$59,616.41
China Petroleum & Chemical Corporation629181900N/A$59,572.53
FERROGLOBE PLC COMMON STOCK USD7.5G33856108GSM$59,535.44
DIPLOMAT PHARMACY INC COMMON STOCK25456K101DPLO$59,454.15
eBay Incorporated278642103EBAY$59,413.09
Humana Incorporated444859102HUM$59,280.63
Redrow Ord Gbp0.10072823909RDW$59,132.03
METALDYNE PERFORMANCE GROUP COMMON STOCK USD.00159116R107MPG$59,070.49
BANK OF AMERICA CORP SUBORDINATED 04/25 3.9506051GFP9N/A$58,962.77
MORGAN STANLEY SR UNSECURED 07/25 46174468C6N/A$58,858.59
Paycom Software, Incorporated70432V102PAYC$58,555.98
Adeptus Health Inc Class A Common Stock Usd.01006855100ADPT$58,531.67
Old Mutual PLC Common Stock Gbp.142857B77J08909OML$58,501.18
American Airlines Group Incorporated02376R102AAL$58,405.31
Air Products & Chemicals Incorporated009158106APD$58,044.92
Credit Agricole SA Eur3726261902ACA$57,970.07
BNP Paribas Eur2730968906BNP$57,911.50
Jbs SA Common Stock NpvB1V74X902N/A$57,840.43
Intuit Incorporated461202103INTU$57,658.41
FNMA POOL AB9030 FN 04/43 FIXED 331417GA89N/A$57,508.79
Credit Suisse Mortgage Capital Certification Series 2007-c1 Class Aab22545XAC7N/A$57,422.73
DEVON ENERGY CORPORATION SR UNSECURED 12/25 5.8525179MAV5N/A$57,405.49
Aflac Incorporated001055102AFL$57,401.60
VERIZON COMMUNICATIONS SR UNSECURED 11/24 3.592343VCR3N/A$57,083.83
ACE INA HOLDINGS COMPANY GUAR 11/22 2.87500440EAU1N/A$56,821.79
BB&T Corporation054937107BBT$56,701.66
2U INC COMMON STOCK USD.00190214J101TWOU$56,677.37
Deutsche Bank AG Ord Npv (regd)575035902DBK$56,567.57
INC RESEARCH HOLDINGS INC A COMMON STOCK USD.0145329R109INCR$56,511.15
Marks + Spencer Gp Ord Gbp0.25312748908MKS$56,501.95
Deere & Company244199105DE$56,491.02
HABIT RESTAURANTS INC/THE A COMMON STOCK USD.0140449J103HABT$56,281.89
Host Marriott Corp.44107P104HST$56,081.68
Isuzu Motors Limited646710004N/A$56,018.38
Babcock Intl Group Gbp0.60096970900BAB$55,991.06
Ally Master Owner Trust Amot 2012 5 A02005ACW6N/A$55,947.77
Veeco Instruments Incorporated922417100VECO$55,915.47
Cadence Design Systems Incorporated127387108CDNS$55,900.68
Maeda Road Const Npv655472009N/A$55,717.11
The Allstate Corporation020002101ALL$55,546.08
Mediobanca SpA Eur0.5457481000MB$55,509.46
BP CAPITAL MARKETS PLC COMPANY GUAR 02/24 3.81405565QCP1N/A$55,462.71
Metro Incorporated Cl A Sub Vtg59162N950MRU$55,445.24
Kemper Corp Common Stock Usd.1488401100KMPR$55,393.01
AstraZeneca PLC098952906AZN$55,359.79
DBS Group Holdings617520903DBS$55,293.37
Tutor Prini Corporation901109108TPC$55,156.10
Fiserv Incorporated Fixed 4.75337738AL2N/A$55,115.76
Customers Bancorp Incorporated Common Stock23204G100CUBI$55,029.34
Yue Yuen Indl Hldg Hkd0.25658653902N/A$54,979.62
Michelin(cgde) Eur2(regd)458836004ML$54,751.78
Synchronoss Technologies Incorporated87157B103SNCR$54,663.95
Onebeacon Insurance Group LimitedG67742109OB$54,662.08
Easyjet PLC Common Stock Gbp.728571B7KR2P906EZJ$54,626.22
Tietoenator Oyj Ord Npv547970905N/A$54,624.42
Rhoen Klinikum AG Ord Npv471762906RHK$54,608.42
LUKOIL PJSC SPON ADR ADR RUB.02569343P105LUKOY$54,211.97
GlaxoSmithKline PLC092528900GSK$54,158.85
Pioneer Natural Resources Company723787107PXD$53,929.60
HEWLETT PACKARD ENTERPRIS COMMON STOCK USD.0142824C109HPE$53,928.09
FED HM LN PC POOL G08693 FG 02/46 FIXED 3.53128MJXX3N/A$53,744.28
HUBSPOT INC COMMON STOCK USD.001443573100HUBS$53,630.21
Cerus Corp157085101CERS$53,627.61
Johnson Controls Incorporated478366107JCI$53,367.35
AutoZone, Incorporated053332102AZO$53,361.11
CSX Corporation126408103CSX$53,188.73
PPL Corporation69351T106PPL$53,122.53
Mitie Group Gbp0.025046574901MTO$52,795.30
Skyworth Digital Hkd0.10622882900N/A$52,554.67
Yara International Nok1.70775125909YAR$52,530.28
Waste Management Incorporated94106L109WM$52,410.92
Sysco Corporation871829107SYY$52,359.36
Burlington Northern Santa Fe LLC12189LAL5N/A$52,166.45
Anadarko Petroleum Corporation032511107APC$52,125.49
Adeka Corporation Npv605490002N/A$52,026.69
CREST NICHOLSON HOLDINGS COMMON STOCK GBP.05B8VZXT902CRST$52,007.20
Lithia Motors Inc-cl A536797103LAD$51,917.25
FNMA POOL AL7884 FN 11/35 FIXED VAR3138EQXN7N/A$51,887.02
BAE SYSTEMS HOLDINGS INC COMPANY GUAR 144A 10/24 3.805523UAK6N/A$51,875.15
Fed Hm Ln Pc Pool G15226 Fg Fixed3128MEA35N/A$51,795.81
SUPERVALU Incorporated868536103SVU$51,719.05
Boston Scientific Corporation101137107BSX$51,620.74
George Fischer AG Chf50(regd)434178000N/A$51,580.96
Sempra Energy816851109SRE$51,429.72
MORGAN STANLEY SR UNSECURED 10/24 3.761761JVL0N/A$51,417.30
CONNECTONE BANCORP INC COMMON STOCK20786W107CNOB$51,249.34
FNMA POOL AY8429 FN 08/45 FIXED 3.53138YNLK1N/A$51,098.21
WELLTOWER INC REIT USD1.095040Q104HCN$51,008.57
Dongfeng Motor Grp CO Ltd H Common Stock Cny1.0B0PH5N900N/A$51,002.61
Teradyne Incorporated880770102TER$50,973.08
AMN Healthcare Services, Incorporated001744101AHS$50,922.09
SYNCHRONY FINANCIAL COMMON STOCK USD.00187165B103SYF$50,784.75
LIBERTY PROPERTY LP SR UNSECURED 04/25 3.7553117CAR3N/A$50,602.99
CITIGROUP INC SUBORDINATED 06/25 4.4172967JT9N/A$50,600.70
GNMA II POOL MA3311 G2 12/45 FIXED 436179RVC0N/A$50,490.52
Ross Stores Incorporated778296103ROST$50,322.75
FED HM LN PC POOL Q38859 FG 02/46 FIXED 3.53132QVZZ7N/A$50,237.65
Edison International Common281020107EIX$50,187.33
VALSPAR CORP/THE SR UNSECURED 02/25 3.3920355AH7N/A$50,051.15
AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2014 3 A02582JGU8N/A$50,005.77
Illumina Inc452327109ILMN$49,708.11
Fiserv Incorporated337738108FISV$49,392.34
Houghton Mifflin Harcourt Co Common Stock Usd.0144157R109HMHC$49,123.13
Hub Group Incorporated-Cl A443320106HUBG$49,012.08
Applied Materials Incorporated038222105AMAT$49,005.46
Baxter International Incorporated071813109BAX$48,843.71
L Brands Incorporated Common Stock Usd.5501797104LB$48,806.02
Public Service Enterprise744573106PEG$48,779.71
Stada Arzneimittel Ord Npv(regd)538675901SAZ$48,679.59
ZOE S KITCHEN INC COMMON STOCK USD.0198979J109ZOES$48,509.19
Aozora Bank Ltd Jpy50B1G185909N/A$48,449.00
Maximus Incorporated577933104MMS$48,446.32
Teliasonera Ab Sek3.2597838903TLSN$48,426.55
Aviva PLC Ord Gbp0.25021623004N/A$48,321.64
Evercore Partners Incorporated?Cl A29977A105EVR$48,191.09
United Natural Foods Incorporated911163103UNFI$48,048.32
Copart Incorporated217204106CPRT$47,901.17
Bangchak Petroleum Pub For Common Stock Thb1. A607959905N/A$47,775.74
UNITED MEXICAN STATES SR UNSECURED 01/26 4.12591086QBG2N/A$47,706.44
Kyorin CO Ltd NpvB0YZFP904N/A$47,476.16
CBS Corporation124857202CBS$47,419.76
WM Morrison Supermarkets plc060431004MRW$47,333.65
Petrofac Ord Usd0.025B0H2K5904PFC$47,250.50
Croda Intl Ord Gbp0.10023352008CRDA$47,245.85
Archer-daniels-midland Company039483102ADM$47,147.21
Tata Motors Ltd876568502TTM$47,112.45
EQUINIX INC REIT USD.00129444U700EQIX$47,039.42
Aisin Seiki CO Jpy50601070006N/A$46,957.90
Picc Property + CA H Cny1670625904N/A$46,778.50
Beazer Homes Usa Incorporated07556Q881BZH$46,683.83
FNMA31418AJY5N/A$46,530.24
U.S. Treasury Bond - Inflation Protected912828HN3N/A$46,445.00
Consolidated Edison Incorporated209115104ED$46,388.51
Impact Funding LLC 01/51 Var45257HAA5N/A$46,341.79
Alstom Eur7B0DJ8Q909ALO$46,298.52
Weyerhaeuser Company962166104WY$46,278.47
ROYAL MAIL PLC COMMON STOCK GBP.01BDVZYZ906RMG$46,196.78
SPORTSMAN S WAREHOUSE HOLDIN COMMON STOCK USD.0184920Y106SPWH$46,070.60
Argo Group International Holdings, LimitedG0464B107AGII$46,036.64
Corning Incorporated219350105GLW$46,023.84
Randgold Resources Limited752344309GOLD$45,946.51
Indl Bank of Korea Krw5000646297903N/A$45,882.11
Capital Auto Receivables Asset Afin 2015 3 A1A 144A13974HAA5N/A$45,568.43
Xcel Energy Incorporated98389B100XEL$45,349.64
Trueblue Incorporated89785X101TBI$45,303.74
Essent Group Ltd Common Stock Usd.015G3198U102ESNT$45,090.79
Discover Financial Services254709108DFS$44,846.55
CYBERARK SOFTWARE LTD/ISRAEL COMMON STOCK ILS.01M2682V108CYBR$44,805.33
FNMA POOL AL6996 FN 03/43 FIXED VAR3138EPX25N/A$44,731.63
FNMA POOL MA1865 FN 04/44 FIXED 4.531418BCB0N/A$44,633.93
Nordea Bank Ab Ord Eur0.39632538003906NDA$44,598.23
Thales Eur3416279008HO$44,580.00
Marine Harvest Asa Nok0.75B02L48900MHG$44,570.87
Spectra Energy Corp847560109SE$44,306.77
TELADOC INC COMMON STOCK USD.00187918A105TDOC$44,139.81
Sankyu Incorporated Jpy50677538001N/A$44,012.80
Dic Corporation Npv625082003N/A$43,998.40
Banco Santander SA570594903SAN$43,955.77
PTC Incorporated69370C100PTC$43,839.37
HP INC COMMON STOCK USD.0140434L105HPQ$43,641.09
REPUBLIC OF SLOVENIA SR UNSECURED 144A 02/24 5.25831594AG1N/A$43,577.76
Ensco PLC Fixed29358QAA7N/A$43,519.55
AGL ENERGY LTD COMMON STOCKBSS7GP901AGL$43,405.88
Fleetmatics Group PLC Common StockG35569105FLTX$43,389.64
Dnb Nor Asa Nok10426330007DNB$43,378.65
BARCLAYS AFRICA GROUP LTD COMMON STOCK ZAR2.0B844WD907BGA$43,294.31
Tyson Foods Incorporated Cl A902494103TSN$43,262.83
Grand Canyon Education Incorporated38526M106LOPE$43,133.37
Acxiom Corporation005125109ACXM$42,969.18
Barclays Ord Gbp0.25313486904BARC$42,958.84
Government Natl Mtg Assn21H032639N/A$42,944.31
American Equity Investment025676206AEL$42,764.42
Kellogg Company487836108K$42,684.81
Smith (A.O.) Corporation831865209AOS$42,671.68
MONSTER BEVERAGE CORP COMMON STOCK61174X109MNST$42,547.50
Zoetis Incorporated98978V103ZTS$42,507.56
VERIZON COMMUNICATIONS SR UNSECURED 08/46 4.86292343VCK8N/A$42,493.50
Edwards Lifesciences Corp28176E108EW$42,412.35
Hannover Rueckvers Ord Npv(regd)451180905N/A$42,306.98
Rio Tinto Limited Npv622010007RIO$42,303.64
Aegon Nv Eur0.12592737902AGN$42,292.88
Repligen Corp759916109RGEN$42,167.62
MYLAN NV COMMON STOCK EUR.01N59465109MYL$42,073.27
QTS REALTY TRUST INC CL A REIT USD.0174736A103QTS$41,990.96
Bendigo And Adelaide Bank Ltd Npv609128905BEN$41,974.65
FNMA POOL BC0206 FN 02/46 FIXED 3.53140EUGQ6N/A$41,837.21
China Railway Cons H Cny1B2PFVH904N/A$41,831.54
Omv AG Npv(var)465145001OMV$41,743.57
OSI Systems, Incorporated671044105OSIS$41,720.73
Ricoh CO Npv673822003N/A$41,459.58
Goldman Sachs Capital Ii381427AA1N/A$41,436.22
NIELSEN HOLDINGS PLC COMMON STOCK EUR.07G6518L108NLSN$41,417.27
RUBICON PROJECT INC/THE COMMON STOCK USD.0000178112V102RUBI$41,298.45
Marathon Petroleum Corporation56585A102MPC$41,254.37
ConAgra Foods Incorporated205887102CAG$41,150.25
Paccar Incorporated693718108PCAR$41,137.64
SLM STUDENT LOAN TRUST SLMA 2007 3 A378443YAC0N/A$41,096.36
Eizo Nanao Corp Npv645181900N/A$41,044.71
Mead Johnson Nutrition Corporation582839106MJN$40,897.85
The Hershey Company427866108HSY$40,850.17
CISCO SYSTEMS INC SR UNSECURED 02/21 2.217275RBD3N/A$40,798.89
BANK OF AMERICA CORP SUBORDINATED 03/26 4.4506051GFU8N/A$40,769.34
Fujikura Npv635670003N/A$40,681.45
U.S. Treasury Bond912810FQ6N/A$40,586.35
Church & Dwight Company, Incorporated171340102CHD$40,513.07
Sumitomo Metal Mining685884009N/A$40,497.17
FED HM LN PC POOL C91859 FG 12/35 FIXED 3.53128P8B42N/A$40,421.73
Qantas Airways Npv671034908QAN$40,293.46
Csr Limited Npv623864006CSR$40,229.39
WEC ENERGY GROUP INC COMMON STOCK USD.0192939U106WEC$40,201.65
Cornerstone Ondemand Incorporated Common Stock21925Y103CSOD$40,138.55
JX Holdings IncorporatedB627LW906N/A$40,080.24
WESTJET AIRLINES LTD COMMON STOCK960410983N/A$40,038.14
Tableau Software, Incorporated?Cl A87336U105DATA$40,005.03
Thanachart Capital Foreign Common StockB8GKBK905N/A$39,959.65
Burlington Stores, Incorporated, Common Stock122017106BURL$39,955.15
Edf Eur0.5B0NJJ1901EDF$39,593.25
AVIS BUDGET RENTAL CAR FUNDING AESOP 2013 1A A 144A05377RBD5N/A$39,532.67
Steel Dynamics, Incorporated858119100STLD$39,448.20
T. Rowe Price Group Incorporated74144T108TROW$39,217.30
Cypress Semiconductor232806109CY$39,185.42
Zimmer Holdings Incorporated98956P102ZBH$39,153.62
Vantiv, Incorporated92210H105VNTV$39,025.65
Hartford Financial Services416515104HIG$38,990.78
Ruckus Wireless Incorporated Common Stock781220108RKUS$38,988.37
Eversource Energy Common Stock Usd5.030040W108ES$38,924.19
Gsms_11-gc536191YAZ1N/A$38,805.72
SHENZHEN INTL HOLDINGS COMMON STOCK HKD1.0BJVBTY905N/A$38,771.83
Analogic Corporation032657207ALOG$38,624.53
SVB Financial Group78486Q101SIVB$38,281.19
Roper Industries Incorporated776696106ROP$38,257.01
Standard Chartered Ord Usd0.50040828907STAN$38,065.80
Centurytel Incorporated156700106CTL$37,954.08
Bottomline Technologies Incorporated101388106EPAY$37,933.03
FORD CREDIT FLOORPLAN MASTER O FORDF 2015 2 A234528QDX9N/A$37,872.70
Wheelock + CO Hkd0.50698148004N/A$37,828.39
Fiesta Restaurant Group, Incorporated31660B101FRGI$37,816.29
The Ultimate Software Group, Incorporated90385D107ULTI$37,813.39
FED HM LN PC POOL G15401 FG 04/30 FIXED 3.53128MEGJ4N/A$37,765.25
Demandware, Incorporated24802Y105DWRE$37,748.22
Federal National Mortgage Association31417EEQ0N/A$37,495.53
Shanghai Pharmaceuticals H Common Stock Cny1.B4Q4CJ901N/A$37,419.58
Analog Devices Incorporated032654105ADI$37,370.91
Federal Home Loan Mortgage Company3133TMFZ4N/A$37,349.85
Paychex Incorporated704326107PAYX$37,266.74
Natus Medical Incorporated639050103BABY$37,137.34
Gazprom Neft Sponsored ADR ADRB11XHC900GAZ$37,117.78
M&T Bank Corporation55261F104MTB$37,078.66
Nichirei Corp Jpy50664086006N/A$37,048.60
Amphenol Corporation032095101APH$36,971.92
Clorox Company189054109CLX$36,881.92
Asseco Poland SA Pln1597895903ACP$36,778.97
Toyo Tire + Rubber Npv690018007N/A$36,590.03
Fidelity National Information Services Incorporated31620M106FIS$36,522.38
Bovis Homes Group018592907BVS$36,419.02
Monro Muffler Brake Incorporated610236101MNRO$36,396.81
Paragon Grp of Cos Ord Gbp1B2NGPM900PAG$36,228.97
Nvidia Corporation67066G104NVDA$36,222.74
Cummins Incorporated231021106CMI$36,219.98
Activision Blizzard Incorporated00507V109ATVI$36,109.61
Cia Saneamento Basico De Sp Common Stock NpvB1YCHL900N/A$36,055.50
KAR Auction Services, Incorporated48238T109KAR$35,923.54
Chipotle Mexican Grill, Incorporated169656105CMG$35,887.09
Skand Enskilda Bkn Ser A Sek10481334902SEBA$35,804.39
TENN VALLEY AUTHORITY SR UNSECURED 09/24 2.875880591ER9N/A$35,523.56
PETROLEOS MEXICANOS US GOVT GUAR 12/25 2.4671654QBY7N/A$35,463.88
Agnico-Eagle Mines Limited008474108AEM$35,448.05
Monolithic Power Systems Incorporated609839105MPWR$35,301.16
Whitewave Foods CO A Common Stock Usd.01966244105WWAV$35,229.33
CITIGROUP INC SUBORDINATED 09/27 4.45172967KA8N/A$35,226.56
Willis Towers Watson Plc Common StockG96629103WLTW$35,206.87
Dicks Sporting Goods253393102DKS$35,119.17
Silicon Motion Technology Corporation82706C108SIMO$35,113.90
Molson Coors Brewing Company60871R209TAP$34,973.23
FORD CREDIT AUTO OWNER TRUST/F FORDR 2014 1 A 144A34530MAA7N/A$34,944.38
Nn Incorporated629337106NNBR$34,929.37
Voestalpine AG Npv494340904VOE$34,825.42
Federal Home Loan Mortgage Company02R032653N/A$34,791.92
United O Seas Bank Sgd1691678007UOB$34,788.04
Pdc Energy Incorporated Common Stock Usd.0169327R101PDCE$34,673.91
Debenhams plcB126KH903DEB$34,673.45
Soc Generale Eur1.25596651901GLE$34,640.46
Vornado Realty Trust929042109VNO$34,589.58
Moody's Corporation615369105MCO$34,517.58
JM Smucker Company832696405SJM$34,502.76
Granite Construction Incorporated387328107GVA$34,500.32
EXTENDED STAY AMERICA INC UNIT USD.0130224P200STAY$34,441.86
VISA INC SR UNSECURED 12/20 2.292826CAB8N/A$34,420.17
Mobile Mini Inc60740F105MINI$34,397.65
Wabash National Corporation929566107WNC$34,355.66
St. Jude Medical Incorporated790849103STJ$34,296.78
Abiomed Incorporated003654100ABMD$34,184.44
DTE Energy Company233331107DTE$34,120.27
Wincor Nixdorf AG NpvB012VF907WIN$34,117.53
Kate Spade & Co485865109KATE$34,115.15
Tullett Prebon PLC Ord Gbp0.25B1H0DZ908TLPR$34,072.56
Cepheid Incorporated15670R107CPHD$34,021.27
Dycom Industriescommon Sto267475101DY$33,884.49
SLM STUDENT LOAN TRUST SLMA 2004 10 A6A 144A78442GNG7N/A$33,869.27
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2011 C4 A3 144A46636DAE6N/A$33,823.49
Diamondback Energy, Incorporated25278X109FANG$33,645.56
Tyco International Plc Common StockG91442106TYC$33,611.40
International Paper Company460146103IP$33,447.35
Jack In The Box Inc466367109JACK$33,418.03
Zeltiq Aesthetics Incorporated Common Stock Usd.00198933Q108ZLTQ$33,362.77
DENTSPLY International Incorporated249030107XRAY$33,239.37
FNMA POOL AS6283 FN 12/45 FIXED 43138WF6V3N/A$33,237.06
ALLY MASTER OWNER TRUST AMOT 2014 5 A102005AEQ7N/A$33,231.96
Cavium Incorporated14964U108CAVM$33,158.30
Toho Holdings CO Ltd Npv689555001N/A$33,036.72
Realty Income Corporation756109104O$33,021.73
Sojitz Corporation Npv659414908N/A$32,992.29
GENERAL MOTORS FINL CO COMPANY GUAR 03/26 5.2537045XBG0N/A$32,964.70
LogMeIn, Incorporated54142L109LOGM$32,959.71
PAYLOCITY HOLDING CORP PRIVATE COMP USD.00170438V106PCTY$32,933.73
Krispy Kreme Doughnuts, Incorporated501014104KKD$32,826.44
Ingersand-Rand PLCG47791101IR$32,777.78
SanDisk Corporation80004C101SNDK$32,773.84
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 1 A313975KAC3N/A$32,764.99
Apache Corporation037411105APA$32,702.21
Tsumura + CO Jpy50690691001N/A$32,579.28
SLM STUDENT LOAN TRUST SLMA 2012 D A2 144A78447CAB6N/A$32,471.72
West Corporation Common Stock Usd.001952355204WSTC$32,310.50
DexCom, Incorporated252131107DXCM$32,267.05
Genesee & Wyoming Incorporated371559105GWR$32,244.48
BENEFITFOCUS INC COMMON STOCK USD.00108180D106BNFT$32,162.92
Cr Bard Incorporated067383109BCR$32,124.78
Clark County Nevada Arpt Rev Bond18085PMT8N/A$32,070.90
MCMILLAN SHAKESPEARE LTD COMMON STOCKB00G1Q906MMS$32,046.34
DISCOVER CARD EXECUTION NOTE T DCENT 2015 A4 A4254683BR5N/A$32,018.01
Firstenergy Corporation337932107FE$31,999.07
FNMA POOL AL7333 FN 06/35 FIXED VAR3138EQEF5N/A$31,987.52
FNMA POOL AB9551 FN 06/43 FIXED 331417GTH9N/A$31,693.94
WOORI BANK COMMON STOCK KRW5000.0BSP5RP906N/A$31,650.97
SLM STUDENT LOAN TRUST SLMA 2007 2 A478443XAD0N/A$31,586.67
Form Factor Incorporated346375108FORM$31,333.45
Capital Senior Living Corp140475104CSU$31,322.67
Dbubs Mortgage Trust Dbubs 2011 Lc2a A4 144a23305XAD3N/A$31,306.23
FNMA POOL MA1966 FN 06/44 FIXED 4.531418BFG6N/A$31,235.39
Essex Property Trust, Inc.297178105ESS$31,232.02
Ckd Corporation Npv616005005N/A$31,231.36
Lifepoint Hospitals Inccom53219L109LPNT$31,158.52
SKANDINAVISKA ENSKILDA SR UNSECURED 144A 11/20 2.62583051GAE8N/A$31,139.91
Murray St Inv Trust I Company Guar Var62718QAA3N/A$31,123.80
Calgon Carbon Corporation129603106CCC$31,088.02
Hcp Incorporated40414L109HCP$31,088.02
Marstons PLC Ord Gbp0.07375B1JQDM908MARS$31,080.93
Downer Group Npv646557900DOW$31,074.37
CRED SUIS GP FUN LTD COMPANY GUAR 144A 12/20 3.125225433AJ0N/A$31,065.16
Rockwell Automation Incorporated773903109ROK$31,055.26
MILACRON HOLDINGS CORP COMMON STOCK USD.0159870L106MCRN$31,024.11
U.S. Treasury Bond - Inflation Protected912828GX2N/A$31,009.76
Henry Schein Incorporated806407102HSIC$31,005.47
Treasury Bill 04/16 0.00000912796GH6N/A$30,986.30
Signature Bank82669G104SBNY$30,883.31
Firstgroup Ord Gbp0.05034521906FGP$30,813.44
APPLE INC SR UNSECURED 02/21 2.25037833BS8N/A$30,787.09
Genuine Parts Company372460105GPC$30,715.85
Franklin Resources, Incorporated354613101BEN$30,701.34
Macy's Incorporated55616P104M$30,698.63
Federal National Mortgage Association313586RC5N/A$30,663.60
EXXON MOBIL CORPORATION SR UNSECURED 03/18 1.43930231GAU6N/A$30,600.48
E Mart CO Ltd Common Stock Krw5000.ACI00M683N/A$30,573.51
EXXON MOBIL CORPORATION SR UNSECURED 03/21 2.22230231GAV4N/A$30,566.24
Mondi Ord Gbp0B1CRLC906MNDI$30,501.81
PHYSICIANS REALTY TRUST REIT USD.0171943U104DOC$30,474.59
ANHEUSER BUSCH INBEV FIN COMPANY GUAR 02/21 2.65035242AJ5N/A$30,391.11
VIRTU FINANCIAL INC CLASS A COMMON STOCK USD.00001928254101VIRT$30,290.94
FNMA POOL AU6704 FN 10/43 FIXED 43138X6NW1N/A$30,030.50
AUTOMOTIVE HOLDINGS GROUP LT COMMON STOCKBX99WB900AHG$29,980.66
FNMA POOL AL2631 FN 11/42 FLOATING VAR3138EJ4R6N/A$29,973.16
ULTRAGENYX PHARMACEUTICAL IN COMMON STOCK USD.00190400D108RARE$29,962.34
FREDDIEMAC STRIP FHS 271 303128HXTR6N/A$29,899.67
Merit Medical Systems Inc589889104MMSI$29,891.59
AT+T INC SR UNSECURED 05/25 3.400206RCN0N/A$29,866.42
Anritsu Corp Npv604410001N/A$29,853.39
Vulcan Materials Incorporated929160109VMC$29,686.22
Fastenal Company311900104FAST$29,651.00
Sydbank Dkk10B06JSP907SYDB$29,571.04
SLM STUDENT LOAN TRUST SLMA 2005 5 A478442GPQ3N/A$29,569.50
Aurubis AG Common Stock548552900NDA$29,555.39
Ensign Group Incorporated29358P101ENSG$29,506.97
Symantec Corporation871503108SYMC$29,479.86
WINGSTOP INC COMMON STOCK USD.01974155103WING$29,394.37
Swift Transportation CO Common Stock Usd.00187074U101SWFT$29,313.92
INTERSECT ENT INC COMMON STOCK USD.00146071F103XENT$29,287.59
ANHEUSER BUSCH INBEV FIN COMPANY GUAR 02/46 4.9035242AN6N/A$29,230.66
Nci Building Systems Incorporated Common Stock Usd.01628852204NCS$29,180.82
Northern Trust Corporation665859104NTRS$29,167.49
Marketo Incorporated Common Stock Usd.000157063L107MKTO$29,155.28
Entergy Corporation29364G103ETR$29,110.75
LDR HOLDING CORP COMMON STOCK USD.00150185U105LDRH$29,096.64
Boise Cascade CO Common Stock Usd.0109739D100BCC$29,041.07
Detour Gold Corp Common Stock250669959DGC$29,003.29
New Jersey State Tpk Auth Revenue646139X83N/A$28,961.22
Viacom Incorporated Cl. B92553P201VIAB$28,911.97
China Communications Servi H Common Stock Cny1.0B1HVJ1909N/A$28,856.51
Goldcorp Incorporated (GG)380956409GG$28,841.82
GENERAL MOTORS FINL CO COMPANY GUAR 03/21 4.237045XBF2N/A$28,661.34
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 A A2A 144A78448PAB6N/A$28,647.07
FREDDIE MAC FHR 4425 A3137BG3L1N/A$28,621.33
AT+T INC SR UNSECURED 06/22 300206RCM2N/A$28,556.77
Radware, Ltd.M81873107RDWR$28,445.26
Nucor Corporation670346105NUE$28,416.08
Cameron International Corporation13342B105CAM$28,316.10
Align Technology, Incorporated, Common Stock016255101ALGN$28,270.93
MORGAN STANLEY SR UNSECURED 06/20 2.861761JB32N/A$28,255.67
CITIGROUP INC SR UNSECURED 08/17 1.55172967HY0N/A$28,214.05
Equifax Incorporated294429105EFX$28,081.11
FNMA POOL AY1859 FN 01/45 FLOATING VAR3138YFB52N/A$28,077.09
FNMA POOL AS6656 FN 02/46 FIXED 3.53138WGME1N/A$28,015.02
Agilent Technologies Incorporated00846U101A$27,973.78
TRADE MAPS LTD MAPS1 2013 1A A 144A89253UAA8N/A$27,850.47
Nisshinbo Holdings Incorporated Npv664292000N/A$27,778.53
Expedia Incorporated Common Stock Usd.00130212P303EXPE$27,691.23
Pgt Incorporated69336V101PGTI$27,442.58
Xilinx Incorporated983919101XLNX$27,422.96
Fifth Third Bancorp Com316773100FITB$27,394.02
Miraca Holdings Incorporated Jpy50635661002N/A$27,349.62
Rhi AG Npv471991000RHI$27,285.08
TCL COMMUNICATION TECH HLDGS COMMON STOCK HKD1.0B02Y69908N/A$27,273.96
/US/3138ETCZ7 FN 3.5 03/46 VAR928GCAII1N/A$27,212.45
Raiffeisen Intl Bk Npv (regd)B0704T905RBI$27,205.21
FNMA POOL AS4200 FN 01/30 FIXED 3.53138WDU25N/A$27,053.20
FREDDIE MAC FHR 4227 AB3137B3A65N/A$26,970.73
FED HM LN PC POOL U49047 FG 08/30 FIXED 3.53132LKAY6N/A$26,947.17
RICHTER GEDEON NYRT COMMON STOCK HUF100.ACI06DSC4RICHT$26,829.60
FORD CREDIT FLOORPLAN MASTER O FORDF 2012 2 A34528QBP8N/A$26,821.74
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 C A2A 144A78448RAB2N/A$26,809.40
GOLDMAN SACHS GROUP INC SR UNSECURED 02/21 2.87538143U8F1N/A$26,750.72
Motorola Solutions, Incorporated620076307MSI$26,684.69
Dcm Japan Holding NpvB1B0V3905N/A$26,633.12
Martin Marietta Materials Incorporated573284106MLM$26,550.58
FED HM LN PC POOL U95013 FG 06/42 FIXED 4.53132H5AP3N/A$26,489.31
FED HM LN PC POOL Q36309 FG 09/45 FIXED 43132QTAK2N/A$26,482.64
TWENTY FIRST CENTURY FOX B COMMON STOCK USD.0190130A200FOX$26,467.28
Autodesk Incorporated052769106ADSK$26,449.50
Alcoa Incorporated013817101AA$26,440.27
GNMA II POOL MA3183 G2 10/45 FLOATING VAR36179RRC5N/A$26,439.98
Bco Do Brasil SA Com Npv232859900N/A$26,392.86
TIPS912828SQ4N/A$26,382.99
MET LIFE GLOB FUNDING I SECURED 144A 12/20 2.559217GBR9N/A$26,367.25
Starwood Hotels & Resorts Worldwide Incorporation85590A401HOT$26,348.52
US BANCORP SR UNSECURED 01/21 2.3591159HHL7N/A$26,328.19
Lam Research Corporation512807108LRCX$26,239.07
Stamps.com Inc852857200STMP$26,211.68
John Bean Technologies Corporation477839104JBT$26,146.31
AMPLIFY SNACK BRANDS INC COMMON STOCK USD.000103211L102BETR$26,133.78
CHEVRON CORP SR UNSECURED 03/18 1.365166764AV2N/A$26,128.21
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 2 A4139738AE8N/A$26,099.41
Micron Technology, Incorporated595112103MU$26,083.40
Kerr-mcgee Corp492386AU1N/A$26,060.79
Party City Holdco Inc Common Stock USD.01702149105PRTY$25,994.74
Slovak Republic Sr Unsecured 144a831588AB4N/A$25,989.90
North Texas Tollway Build America Bonds66285WFB7N/A$25,981.81
ONTARIO (PROVINCE OF) SR UNSECURED 01/19 1.62568323ADK7N/A$25,947.27
Hormel Foods Corporation440452100HRL$25,920.99
FNMA POOL AS5586 FN 08/45 FIXED 3.53138WFF43N/A$25,869.49
Mohawk Industries Incorporated608190104MHK$25,823.98
Lions Gate Entertainment Corp535919203LGF$25,782.71
VOLKSWAGEN INTL FIN NV COMPANY GUAR 144A 11/16 1.125928670AW8N/A$25,779.73
KRAFT HEINZ FOODS CO COMPANY GUAR 144A 07/20 2.8423074AZ6N/A$25,774.93
APPLE INC SR UNSECURED 02/46 4.65037833BX7N/A$25,774.07
Hess Corporation42809H107HES$25,749.10
Ameren Corporation023608102AEE$25,744.78
MASONITE INTERNATIONAL CORP COMMON STOCK575385109DOOR$25,712.10
FNMA POOL AW4313 FN 01/42 FIXED 43138XTYK5N/A$25,692.01
Atricure Incorporated Common Stock Usd.00104963C209ATRC$25,648.19
Invesco LimitedG491BT108IVZ$25,614.34
Kentucky Housing Corporation49130P4M3N/A$25,583.12
Hashemite Kingdom Of Jor US Govt Guar418097AE1N/A$25,467.62
FGLMC 4928QCNII1N/A$25,255.74
FNMA POOL AB8699 FN 03/43 FIXED 331417FUZ9N/A$25,236.05
Hanesbrands Incorporated410345102HBI$25,227.90
Carillion Ord Gbp0.50073655904CLLN$25,209.71
FNMA POOL AZ2288 FN 06/45 FIXED 43138YTRJ5N/A$25,208.36
Alnylam Pharmeceuticals, Incorporated02043Q107ALNY$25,156.25
Campbell Soup Company134429109CPB$25,063.77
NAVIENT STUDENT LOAN TRUST NAVSL 2016 AA A2A 144A63939NAB9N/A$24,997.47
Kimco Realty Corporation49446R109KIM$24,986.19
SURGERY PARTNERS INC COMMON STOCK USD.0186881A100SGRY$24,961.94
AMETEK, Incorporated031100100AME$24,950.06
SANTANDER UK GROUP HLDGS SR UNSECURED 10/20 2.87580281LAC9N/A$24,918.05
National Oilwell Varco, Incorporated637071101NOV$24,855.17
Davita Incorporated23918K108DVA$24,851.21
CMS Energy Corporation125896100CMS$24,771.70
Republic Services, Incorporated760759100RSG$24,745.47
FNMA POOL AL7549 FN 10/45 FIXED VAR3138EQL75N/A$24,666.31
The Williams Companies, Incorporated969457100WMB$24,655.61
Advance Auto Parts, Incorporated00751Y106AAP$24,569.12
FNMA POOL AB1960 FN 12/40 FIXED 431416XFA3N/A$24,520.10
Mccormick & Company Inc579780206MKC$24,510.08
DEL TACO RESTAURANTS INC COMMON STOCK245496104TACO$24,487.73
Coach Incorporated189754104COH$24,422.54
FORD CREDIT AUTO OWNER TRUST FORDO 2016 A A2A34531PAB7N/A$24,259.32
ABBVIE INC SR UNSECURED 05/20 2.500287YAT6N/A$24,252.74
FORD CREDIT FLOORPLAN MASTER O FORDF 2016 1 A234528QEP5N/A$24,216.80
Allegion PLC Common stock USD.01G0176J109ALLE$24,170.10
Whole Foods Market, Incorporated966837106WFM$24,147.73
KEURIG GREEN MOUNTAIN INC COMMON STOCK USD.149271M100GMCR$24,136.12
Slm Student Loan Trust Slma 2004 3 A578442GLH7N/A$24,110.07
FNMA POOL AB0335 FN 01/20 FIXED 4.531416VLR3N/A$24,069.17
Macerich Company/the554382101MAC$24,051.85
RIO TINTO FIN USA LTD COMPANY GUAR 06/25 3.75767201AS5N/A$24,047.00
WEA FINANCE LLC/WESTFIEL COMPANY GUAR 144A 10/20 3.2592890HAE2N/A$23,912.41
KLA-Tencor Corporation482480100KLAC$23,873.74
Applied Micro Circuits Corp.03822W406AMCC$23,873.34
Metcash Limited NpvB0744W900MTS$23,678.49
Michael Kors Holdings Ltd Common Stock NpvG60754101KORS$23,563.15
CITIGROUP INC SR UNSECURED 01/26 3.7172967KG5N/A$23,549.87
ZENDESK INC COMMON STOCK USD.0198936J101ZEN$23,523.03
JPN BANK FOR INT L COOP GOVT GUARANT 05/20 1.75471048AN8N/A$23,461.16
Federal National Mortgage Association31418AMB1N/A$23,335.49
Mitchells+butlers Ord Gbp0.085416B1FP6H903MAB$23,330.79
ALLY MASTER OWNER TRUST AMOT 2014 4 A202005AEK0N/A$23,282.67
FNMA POOL AB7424 FN 12/42 FIXED 331417EHA2N/A$23,279.95
Principal Financial Group Inc74251V102PFG$23,264.43
MEDIA GENERAL INC COMMON STOCK58441K100MEG$23,248.32
Federal Realty Invs Trust313747206FRT$23,230.58
APPLE INC SR UNSECURED 02/23 2.85037833BU3N/A$23,166.56
Xl Group PLC Common Stock Usd.01G98290102XL$23,135.22
Tyler Technologies Incorporated902252105TYL$23,062.70
Loews Corporation540424108L$22,996.23
Chicos Fas Incorporated168615102CHS$22,946.52
Newell Rubbermaid Incorporated651229106NWL$22,944.27
WM WRIGLEY JR CO SR UNSECURED 144A 10/20 3.375982526AQ8N/A$22,941.41
HOME DEPOT INC SR UNSECURED 04/21 2437076BL5N/A$22,941.03
CITIZENS FINANCIAL GROUP COMMON STOCK USD.01174610105CFG$22,930.45
Extra Space Storage Incorporated30225T102EXR$22,920.50
Coca-Cola Enterprises Incorporated19122T109CCE$22,890.69
PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 07/20 3.2709599AU8N/A$22,840.36
Guidewire Software Incorporated Common Stock Usd.000140171V100GWRE$22,819.13
Western Digital Corporation958102105WDC$22,795.53
Universal Health Services Incorporated913903100UHS$22,745.67
GLAUKOS CORP COMMON STOCK USD.001377322102GKOS$22,712.24
C+c Group Ord Eur0.01B011Y0909GCC$22,684.40
UNITEDHEALTH GROUP INC SR UNSECURED 03/26 3.191324PCV2N/A$22,681.77
C.H. Robinson Worldwide Incorporated12541W209CHRW$22,666.48
Tata Steel Ltd Gdr Reg S GdrB3PPWV908TTST$22,666.28
Brown-forman Corporation Cl B115637209N/A$22,616.95
CSAIL COMMERCIAL MORTGAGE TRUS CSAIL 2015 C4 ASB12635RAY4N/A$22,604.75
LOCKHEED MARTIN CORP SR UNSECURED 11/20 2.5539830BF5N/A$22,522.63
TENN VALLEY AUTHORITY SR UNSECURED 09/65 4.25880591ES7N/A$22,418.13
TSY INFL IX N/B 02/46 1912810RR1N/A$22,347.25
Kureha Corporation Npv649790003N/A$22,335.34
Slm Student Loan Trust Slma 2013 B A2a 144a78447VAB4N/A$22,329.07
International Flavors & Fragrances Incorporated459506101IFF$22,329.02
DIRECTV HOLDINGS/FING COMPANY GUAR 01/25 3.9525460CAA1N/A$22,258.36
Los Angeles Calif Community College District54438CPA4N/A$22,232.65
Cfcre Commercial Mortgage Trus Cfcre 2011 C1 A4 144a12527EAD0N/A$22,225.22
Waters Corporation941848103WAT$22,204.84
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2014 C20 A546642CBJ8N/A$22,204.18
Regions Financial Corporation7591EP100RF$22,186.26
Myer Holdings Ltd Common StockB50YPZ900MYR$22,022.52
Tesoro Petroleum Corporation881609101TSO$21,950.63
SLM STUDENT LOAN TRUST SLMA 2006 3 A578442GSD9N/A$21,907.15
Stericycle Incorporated858912108SRCL$21,880.80
CHEVRON CORP SR UNSECURED 03/22 2.411166764AT7N/A$21,874.57
Kesa Electricals Ord Gbp0.25330401902DRTY$21,869.73
SLM STUDENT LOAN TRUST SLMA 2005 6 A678442GPY6N/A$21,852.66
Kingboard Laminate NpvB1HHFV908N/A$21,847.98
Astronics Corp046433108ATRO$21,827.87
Best Buy Incorporated086516101BBY$21,825.80
Government National Mortgage Association36203WNP9N/A$21,741.90
Akamai Technologies, Incorporated00971T101AKAM$21,703.32
Virtus Investment Partners Incorporated92828Q109VRTS$21,695.53
Accuray Incorporated004397105ARAY$21,674.43
ENTELLUS MEDICAL INC COMMON STOCK USD.00129363K105ENTL$21,664.26
LAZARD GROUP LLC SR UNSECURED 02/25 3.7552107QAG0N/A$21,625.21
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 C A1 144A78448RAA4N/A$21,606.48
Freeport McMoRan Copper & Gold Incorporated35671D857FCX$21,554.42
Quest Diagnostics Incorporated74834L100DGX$21,553.88
Eastman Chemical Company277432100EMN$21,544.17
Masco Corporation574599106MAS$21,443.74
Bank of America Corporation060505DH4N/A$21,443.51
Cez Czk100562403907CEZ$21,431.39
EXXON MOBIL CORPORATION SR UNSECURED 03/46 4.11430231GAW2N/A$21,426.33
Federal National Mortgage Association31418AK72N/A$21,406.92
AVIS BUDGET RENTAL CAR FUNDING AESOP 2012 3A A 144A05377RBB9N/A$21,332.76
Dover Corporation260003108DOV$21,286.22
RADIUS HEALTH INC COMMON STOCK USD.0001750469207RDUS$21,248.70
Ddr Corp23317HAA0N/A$21,222.24
AVALONBAY COMMUNITIES IN SR UNSECURED 10/20 3.62505348EAS8N/A$21,206.66
Seagate Technology PLCG7945M107STX$21,193.05
JFE Holdings, Incorporated654379908N/A$21,186.39
Matador Resources CO Common Stock Usd.01576485205MTDR$21,130.69
Textron Incorporated883203101TXT$21,121.15
FNMA POOL AB7456 FN 01/43 FIXED 331417EJA0N/A$21,097.73
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 B A2B 144A78448QAC2N/A$21,093.51
California State Build America Bonds13063BJC7N/A$21,066.94
Cincinnati Financial Corporation172062101CINF$21,042.21
FNMA POOL AL6858 FN 04/30 FIXED VAR3138EPTQ7N/A$21,025.82
Scana Corporation80589M102SCG$21,000.56
Commercial Mortgage Pass Throu Comm 2012 Cr1 A212624BAB2N/A$20,977.72
Federal National Mortgage Association3138M8W25N/A$20,941.21
Navient Student Loan Trust Navsl 2015 Ca A 144A63939MAA3N/A$20,884.06
Port Auth of New York + New Je Portrn 10/62 Fixed73358WJA3N/A$20,854.44
Portola Pharmaceuticals Incorporated Common Stock737010108PTLA$20,845.74
Cabot Oil And Gas Corporation127097103COG$20,830.28
Puget Energy Incorporated Fixed 6745310AD4N/A$20,819.97
L-3 Communications Holdings In502424104LLL$20,782.51
Airgas Incorporated009363102ARG$20,742.77
EVOLENT HEALTH INC A COMMON STOCK USD.0130050B101EVH$20,712.40
SERVISFIRST BANCSHARES INC COMMON STOCK USD.00181768T108SFBS$20,692.55
Xerox Corporation984121103XRX$20,668.38
FNMA POOL AZ2287 FN 06/45 FIXED 43138YTRH9N/A$20,660.16
Indiana Housing & Community Development Authority Series A-2454806DP2N/A$20,585.45
American Electric Power Sr Unsecured 1.65025537AF8N/A$20,526.52
FG 30YR 4962ABVII6N/A$20,498.79
BANK OF AMERICA CORP SR UNSECURED 08/25 3.87506051GFS3N/A$20,456.53
Lincoln National Corporation534187109LNC$20,430.45
Sealed Air Corporation81211K100SEE$20,403.22
MEMORIAL RESOURCE DEVELOPMEN COMMON STOCK USD.0158605Q109MRD$20,349.95
SUNTRUST BANKS INC SR UNSECURED 03/21 2.9867914BK8N/A$20,311.91
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 1 A413975KAD1N/A$20,308.00
MCDONALD S CORP SR UNSECURED 12/45 4.87558013MFA7N/A$20,242.89
Mosaic Co/the Common Stock Usd.0161945C103MOS$20,196.86
NELNET STUDENT LOAN TRUST NSLT 2005 3 A564031QCD1N/A$20,142.24
TREASURY BILL 04/16 0.00000912796HK8N/A$20,098.29
Actavis Funding Scs00507UAS0N/A$19,976.54
China Res Cement Common StockB41XC9906N/A$19,967.45
E.ON AG494290901EOAN$19,925.49
Camden Property133131102CPT$19,924.17
Sl Green Realty Corporation78440X101SLG$19,869.06
TOLL BROS FINANCE CORP COMPANY GUAR 12/18 488947EAP5N/A$19,858.60
D.r. Horton Incorporated Company Guar23331ABF5N/A$19,830.44
Juniper Networks, Incorporated48203R104JNPR$19,815.56
Dr Horton Incorporated23331A109DHI$19,815.37
FORD CREDIT AUTO OWNER TRUST FORDO 2014 C A334530PAD4N/A$19,779.81
ACE INA HOLDINGS COMPANY GUAR 05/26 3.3500440EAV9N/A$19,745.34
COMM MORTGAGE TRUST COMM 2014 UBS6 AM12592PBH5N/A$19,743.77
Nelnet Student Loan Trust Nslt 2005 2 A564031QBX8N/A$19,735.69
FNMA POOL AL6859 FN 02/30 FIXED VAR3138EPTR5N/A$19,711.35
Endo International PlcG30401106ENDP$19,669.09
Interpublic Group of Cos.460690100IPG$19,643.23
CA Incorporated12673P105CA$19,586.89
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 3 A313974HAD9N/A$19,525.34
CITIGROUP INC SR UNSECURED 02/18 1.8172967JH5N/A$19,518.97
Medidata Solutions, Incorporated58471A105MDSO$19,494.85
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 B A2A 144A78448QAB4N/A$19,486.18
Signet Jewelers LtdG81276100SIG$19,483.45
Primary Health Car Npv611776907PRY$19,480.95
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 A A2B 144A78448PAC4N/A$19,438.15
PENTAIR PLC COMMON STOCK USD.01G7S00T104PNR$19,435.22
FNMA POOL BC0159 FN 01/46 FIXED 43140EUE96N/A$19,400.56
Gaslog Ltd Common Stock Usd.01G37585109GLOG$19,383.15
GENERAL MOTORS FINL CO COMPANY GUAR 05/18 3.2537045XAJ5N/A$19,370.95
DELTA AIR LINES INC. 2015 TERM LOAN B976QCEII2N/A$19,305.84
Expeditors International of Washington Incorporated302130109EXPD$19,286.59
Delos Fin S A R L Term LoanL2324EAB7N/A$19,259.84
Northrop Grumman Corporation Sr Unsecured666807BG6N/A$19,233.76
Hasbro, Incorporated418056107HAS$19,232.24
EQT Corporation26884L109EQT$19,215.43
FED HM LN PC POOL G07925 FG 02/45 FIXED 43128MAD63N/A$19,211.92
CF Industries Holdings, Incorporated125269100CF$19,204.80
GE Capital Intl Funding Company Guar 144A36164NFH3N/A$19,190.47
Nelnet Student Loan Trust Nslt 2005 1 A564031QBR1N/A$19,180.32
LEVEL 3 FINANCING INC. 2015 TERM LOAN B52729KAM8N/A$19,144.86
Bellway Ord Gbp0.125009049909BWY$19,136.44
Wyndham Worldwide Corporation98310W108WYN$19,113.16
Fresenius Med Care U.S. Fin Incorporated Fixed35803QAD9N/A$19,106.92
KAR AUCTION SVCS INC TERM LOAN B 248562RAG4N/A$19,069.00
SERVICEMASTER CO LLC TERM LOAN B81760HAB8N/A$19,050.60
MORGAN STANLEY CAPITAL I TRUST MSC 2011 C2 A2 144A617459AB8N/A$19,017.85
Snap-On Incorporated833034101SNA$18,986.91
NIPPON LIFE INSURANCE SUBORDINATED 144A 01/46 VAR654579AE1N/A$18,945.07
Dish Dbs Corp Company Guar25470XAP0N/A$18,936.08
IAC/InterActiveCorp Company Guar44919PAF9N/A$18,936.08
Michaels Stores Incorporated Term Loan594088AJ5N/A$18,920.51
Owens-Illinois Incorporated690768BF2N/A$18,860.55
United Rentals North Am Company Guar911365BA1N/A$18,859.65
NAVIENT STUDENT LOAN TRUST NAVSL 2016 AA A1 144A63939NAA1N/A$18,833.89
WEST CORP TERM LOAN B 1095235LAQ3N/A$18,812.14
GOLDMAN SACHS GROUP INC SR UNSECURED 02/26 3.7538143U8H7N/A$18,806.99
Berry Plastics Group Incorporated Term D Loans08579JAJ1N/A$18,804.69
Hertz Corporation Term Loan B 242804VAN1N/A$18,784.74
Verisign Incorporated92343E102VRSN$18,736.50
Ally Financial Incorporated Fixed02005NAD2N/A$18,724.78
Harley-davidson Incorporated412822108HOG$18,718.05
Atea Asa Common Stock Nok10.0B12TR1901ATEA$18,716.57
Cco Hldgs Llc/Cap Corp Company Guar1248EPAW3N/A$18,711.29
WM WRIGLEY JR CO SR UNSECURED 144A 10/19 2.9982526AV7N/A$18,705.25
AT+T INC SR UNSECURED 02/21 2.800206RCR1N/A$18,704.77
FED HM LN PC POOL J33260 FG 11/30 FIXED 3.531307PTR0N/A$18,701.31
Gsms_12-gcj736192KAR8N/A$18,697.14
CHS COMMUNITY HEALTH SYS INC INCREMENTAL 2018 TERM F LOANS12543KAL8N/A$18,674.61
TENNECO INC COMPANY GUAR 12/20 6.875880349AQ8N/A$18,657.34
Slm Corporation78442FEN4N/A$18,655.54
Mexico (united Mexican States) (go91086QAZ1N/A$18,646.90
Independence Group Npv643956907IGO$18,645.22
FED HM LN PC POOL U69020 FG 07/44 FIXED 53132FYAW7N/A$18,620.60
Hanesbrands Incorporated Fixed410345AG7N/A$18,612.38
HCA INC COMPANY GUAR 10/18 8404119BL2N/A$18,602.13
SLM STUDENT LOAN TRUST SLMA 2014 2 A378448GAC4N/A$18,488.79
Pandora Media Incorporated698354107P$18,474.71
Limited Brands, Incorporated532716AM9N/A$18,473.84
ALLY MASTER OWNER TRUST AMOT 2015 2 A102005AFD5N/A$18,448.40
Smithfield Foods Incorporated832248AQ1N/A$18,385.80
FIDELITY NATIONAL INFORM SR UNSECURED 10/18 2.8531620MAN6N/A$18,385.44
Royal Gold, Incorporated780287108RGLD$18,351.83
Cequel Communications LLC Term Loan15672EAJ3N/A$18,312.50
Goodyear Tire & Rubber Company382550101GT$18,304.55
SPECTRUM BRANDS INC COMPANY GUAR 11/20 6.37584762LAN5N/A$18,299.48
FNMA POOL AL7613 FN 11/45 FIXED VAR3138EQN73N/A$18,274.90
Republic of Slovenia Sr Unsecured 144a831594AB2N/A$18,267.50
Akorn, Incorporated009728106AKRX$18,143.76
Centerpoint Energy Inc.15189T107CNP$18,115.19
Bed Bath & Beyond Inc075896100BBBY$18,085.39
Ineos Us Fin Llc Extended Trm Loan45672JAF7N/A$18,042.13
FNMA POOL AB7268 FN 12/42 FIXED 331417ECE9N/A$18,029.36
VERIZON COMMUNICATIONS SR UNSECURED 11/34 4.492343VCQ5N/A$18,028.19
NCL CORP LTD SR UNSECURED 144A 11/19 5.2562886HAL5N/A$17,982.98
Cimarex Energy Company171798101XEC$17,957.03
Anglo American PLC Usd0.54945B1XZS8907AAL$17,955.69
Home Retail Group Ord Gbp0B19NKB902HOME$17,945.97
PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 02/22 3.375709599AS3N/A$17,944.87
TARGA RESOURCES PARTNERS COMPANY GUAR 01/18 587612BAT9N/A$17,919.05
NRG Energy, Incorporated629377BN1N/A$17,889.47
Range Resources Corporation75281A109RRC$17,867.24
Vr Qtr Netnet Student Loan Trust64031QBC4N/A$17,862.90
ANHEUSER BUSCH INBEV FIN COMPANY GUAR 02/19 1.9035242AG1N/A$17,852.37
FNMA POOL AU1690 FN 08/43 FIXED 43138X02Y3N/A$17,832.75
FNMA31418AHY7N/A$17,779.16
Jarden Corporation471109AB4N/A$17,673.67
Franco-Nevada Corporation351858956FNV$17,601.52
CAPITAL AUTO RECEIVABLES ASSET AFIN 2014 1 A413975GAD0N/A$17,593.73
Agl Resources Incorporated001204106GAS$17,568.10
MCBC HOLDINGS INC COMMON STOCK USD.0155276F107MCFT$17,564.50
Fresnillo plcB2QPKJ909FRES$17,552.62
Seven Network Ltd Npv678385907SVW$17,542.73
H & R Block Incorporated093671105HRB$17,526.15
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 2 A3139738AD0N/A$17,518.14
Multi-color Corp625383104LABL$17,330.27
FNMA POOL AL7756 FN 06/33 FIXED VAR3138EQTN2N/A$17,256.96
XACTLY CORP COMMON STOCK USD.00198386L101XTLY$17,251.77
Pinnacle West Capital Corporation723484101PNW$17,242.86
HP ENTERPRISE CO SR UNSECURED 144A 10/45 6.3542824CAR0N/A$17,198.77
UBS GROUP FUNDING COMPANY GUAR 144A 09/25 4.12590351DAB3N/A$17,155.73
FNMA POOL AY4350 FN 02/45 FLOATING VAR3138YHZQ6N/A$17,143.06
Varian Medical Systems Incorporated92220P105VAR$17,126.84
FED HM LN PC POOL 849663 FH 12/42 FLOATING VAR31300MWY5N/A$17,081.22
SKY PLC COMPANY GUAR 144A 09/24 3.75111013AL2N/A$17,065.94
FED HM LN PC POOL J31441 FG 04/30 FIXED 3.531307MS64N/A$17,000.75
AMERICAN TOWER CORP SR UNSECURED 09/21 3.4503027XAE0N/A$16,971.19
Lennar Corporation Class A526057104LEN$16,970.10
Government National Mortgage Association36203CJK9N/A$16,954.54
Namura Shipbuildng Jpy50662106004N/A$16,944.59
FED HM LN PC POOL V82138 FG 12/45 FIXED 43132L7LT4N/A$16,917.81
JOHNSON + JOHNSON SR UNSECURED 03/26 2.45478160BY9N/A$16,911.95
Tate + Lyle Gbp 0.25087541009TATE$16,871.48
DIRECTV HOLDINGS/FING COMPANY GUAR 04/24 4.4525459HBL8N/A$16,824.25
ACTAVIS FUNDING SCS COMPANY GUAR 03/45 4.7500507UAU5N/A$16,815.32
Nanometrics Incorporated630077105NANO$16,814.99
Five Below Common Stock Usd.0133829M101FIVE$16,744.53
CBRE Group, Incorporated12504L109CBG$16,695.07
Total System Services Incorporated891906109TSS$16,670.88
Darden Restaurants Incorporated237194105DRI$16,649.34
VISA INC SR UNSECURED 12/25 3.1592826CAD4N/A$16,611.94
VERIZON COMMUNICATIONS SR UNSECURED 09/16 2.592343VBN3N/A$16,604.72
Cintas Corporation172908105CTAS$16,598.57
TransDigm Group Incorporated Tranche C Term Loan89364MAX2N/A$16,582.19
CCO SAFARI II LLC SR SECURED 144A 10/45 6.484161175AP9N/A$16,575.12
SYNCHRONY FINANCIAL SR UNSECURED 07/25 4.587165BAG8N/A$16,559.50
BorgWarner Incorporated099724106BWA$16,554.50
American Tower Corporation Sr Unsecured03027XAB6N/A$16,476.85
PECO ENERGY CO 1ST MORTGAGE 10/25 3.15693304AT4N/A$16,463.20
Ddr Corporation Unsecured23317HAB8N/A$16,460.36
Nasdaq OMX Group Incorporated631103108NDAQ$16,444.10
GNMA II POOL AQ2288 G2 09/45 FIXED 436189RRH2N/A$16,425.05
NetApp, Incorporated64110D104NTAP$16,411.24
CELGENE CORP SR UNSECURED 08/45 5151020AU8N/A$16,407.51
Tiffany & Company886547108TIF$16,380.68
Cablevision Systems Corporation12686C109CVC$16,362.02
SEMPRA ENERGY SR UNSECURED 11/20 2.85816851AX7N/A$16,349.57
KRAFT HEINZ FOODS CO COMPANY GUAR 144A 07/45 5.2423074AV5N/A$16,347.50
UNITEDHEALTH GROUP INC SR UNSECURED 03/21 2.12591324PCU4N/A$16,265.78
NELNET STUDENT LOAN TRUST NSLT 2004 4 A564031QBK6N/A$16,254.22
CISCO SYSTEMS INC SR UNSECURED 02/19 1.617275RBB7N/A$16,201.02
RAPID7 INC COMMON STOCK USD.01753422104RPD$16,170.12
NAVIENT STUDENT LOAN TRUST NAVSL 2015 AA A2A 144A63939EAB9N/A$16,119.29
HOME DEPOT INC SR UNSECURED 04/26 3437076BM3N/A$16,093.02
FNMA POOL AQ7127 FN 12/42 FIXED 3.53138MN4M9N/A$16,072.99
CEB INC COMMON STOCK USD.01125134106CEB$16,072.66
PERRIGO FINANCE UNLIMITD COMPANY GUAR 12/24 3.9714295AC6N/A$16,066.95
MALIBU BOATS INC A COMMON STOCK USD.0156117J100MBUU$16,035.83
ACTAVIS FUNDING SCS COMPANY GUAR 03/20 300507UAP6N/A$16,012.12
Tripadvisor Incorporated Common Stock Usd.001896945201TRIP$15,985.40
Tahoe Resources Incorporated Common Stock873868954THO$15,962.19
Columbia Pipeline Group198280109CPGX$15,960.98
FNMA POOL AL7875 FN 12/45 FIXED VAR3138EQXD9N/A$15,949.33
Housing Devel Fin Inr10 (demat)617190905HDFC$15,943.67
FNMA POOL AL60423138ENWC9N/A$15,914.81
PLANET FITNESS INC CL A COMMON STOCK USD.000172703H101PLNT$15,887.52
Vr Qtr Slm Student Loan Trust78442GQJ8N/A$15,829.43
William Lyon Homes Cl A Common Stock Usd.01552074700WLH$15,783.38
Nordstrom Incorporated655664100JWN$15,781.01
HYUNDAI AUTO RECEIVABLES TRUST HART 2014 B A344890UAC8N/A$15,766.27
Huntington Bancshares Incorporated446150104HBAN$15,753.60
Mgm Mirage Incorporated552953BB6N/A$15,728.81
Unum Group91529Y106UNM$15,696.60
Kghm Polska Miedz Pln10 Br526325907KGH$15,656.25
FNMA POOL AZ7316 FN 10/45 FLOATING VAR3140E0DW2N/A$15,653.75
MID AMERICA APARTMENTS L SR UNSECURED 06/24 3.7559523UAL1N/A$15,618.61
BAXALTA INC SR UNSECURED 144A 06/45 5.2507177MAE3N/A$15,611.59
JB Hunt Transport Services445658107JBHT$15,610.08
FNMA POOL AS5437 FN 07/30 FIXED 3.53138WFBF2N/A$15,549.49
Goldman Sachs Group Incorporated38141GFD1N/A$15,543.10
E*TRADE Financial Corporation269246401ETFC$15,529.54
Nisource Incorporated65473P105NI$15,469.73
CISCO SYSTEMS INC SR UNSECURED 02/26 2.9517275RBC5N/A$15,463.67
EXPRESS SCRIPTS HOLDING COMPANY GUAR 02/26 4.530219GAM0N/A$15,450.04
GS MORTGAGE SECURITIES TRUST GSMS 2015 GC34 AAB36250VAE2N/A$15,436.02
CALIFORNIA REPUBLIC AUTO RECEI CRART 2015 4 A4 144A13057VAD8N/A$15,433.56
CIT Group Incorporated Sr Unsecured125581GP7N/A$15,407.82
FED HM LN PC POOL J32522 FG 08/30 FIXED 3.531307NYT5N/A$15,319.63
F5 Networks Incorporated315616102FFIV$15,295.36
EXXON MOBIL CORPORATION SR UNSECURED 03/23 2.72630231GAR3N/A$15,283.12
Vesuvius PLC Common Stock Gbp1.B82YXW900VSVS$15,271.45
Nokia Corporation654902AB1N/A$15,249.57
FED HM LN PC POOL G15629 FG 07/30 FIXED 3.53128MEPN5N/A$15,241.68
COMM MORTGAGE TRUST COMM 2014 UBS6 ASB12592PBD4N/A$15,228.67
Ally Auto Receivables Trust Allya 2016 1 A2A02007CAB8N/A$15,201.22
Xylem Incorporated W/i Common Stock98419M100XYL$15,164.32
Erac Usa Finance LLC Company Guar 144a 03/4226884TAE2N/A$15,162.46
SLM STUDENT LOAN TRUST SLMA 2013 A A2B 144A78447RAC1N/A$15,157.25
TEMPUR SEALY INTL INC COMPANY GUAR 12/20 6.87588023UAB7N/A$15,148.86
Wynn Resorts, Limited983134107WYNN$15,145.75
Tenet Healthcare Corp Sr Secured88033GBP4N/A$15,141.67
PETROLEOS MEXICANOS US GOVT GUAR 04/25 2.37871654QBT8N/A$15,118.08
DOLLAR TREE INC COMPANY GUAR 144A 03/20 5.2530706VAC9N/A$15,105.70
Gail India Ltd Reg S Gdr Gdr323552901GAID$15,090.66
FED HM LN PC POOL G30835 FG 12/35 FIXED 3.53132J4EH8N/A$15,050.48
Adt Corp/the Common Stock Usd.0100101J106ADT$15,047.63
Pepco Holdings Incorporated713291102POM$15,005.62
AMERICAN AIRLINES GROUP COMPANY GUAR 06/18 6.12591731VAA4N/A$14,994.93
SCHAEFFLER HLDG FIN BV SR SECURED 144A 11/19 6.2580626PAC4N/A$14,979.82
Chemring Group PLC Common Stock Gbp.05B45C9X909CHG$14,977.66
BEST BUY CO INC SR UNSECURED 08/18 5086516AM3N/A$14,956.08
Mineral Resources Ltd Common StockB17ZL5909MIN$14,946.07
VIASAT INC COMPANY GUAR 06/20 6.87592552VAF7N/A$14,935.22
FIDELITY NATIONAL INFORM SR UNSECURED 10/20 3.62531620MAP1N/A$14,935.18
HILTON WORLDWIDE FIN LLC COMPANY GUAR 10/21 5.625432891AD1N/A$14,925.87
AES Corporation00130H105AES$14,902.30
Rpx Corp Common Stock74972G103RPXC$14,846.84
LENNAR CORP COMPANY GUAR 06/19 4.5526057BT0N/A$14,782.01
T MOBILE USA INC COMPANY GUAR 04/19 6.46487264AAC9N/A$14,782.01
PVH Corporation693656100PVH$14,764.31
Fluor Corporation343412102FLR$14,734.88
JAGUAR LAND ROVER AUTOMO COMPANY GUAR 144A 12/18 4.12547010BAB0N/A$14,710.08
FNMA POOL BA4789 FN 01/31 FIXED 3.53140E9KB1N/A$14,702.06
ALLY AUTO RECEIVABLES TRUST ALLYA 2014 1 A402006TAC0N/A$14,667.09
CAPITAL ONE FINANCIAL CO SUBORDINATED 10/25 4.214040HBJ3N/A$14,649.21
TECO Energy Incorporated872375100TE$14,603.46
FNMA POOL AR7533 FN 03/43 FIXED 33138W5LP1N/A$14,599.99
JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2016 C1 ASB46645LAZ0N/A$14,589.27
Qualys Incorporated74758T303QLYS$14,569.89
ALIBABA GROUP HOLDING COMPANY GUAR 11/24 3.601609WAQ5N/A$14,552.44
LAZARD GROUP LLC SR UNSECURED 11/20 4.2552107QAF2N/A$14,531.14
TRANSCONT GAS PIPE LINE SR UNSECURED 144A 02/26 7.85893574AG8N/A$14,526.16
DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 08/25 3.2526442UAA2N/A$14,524.19
Fortescue Metal Group Npv608625901FMG$14,487.13
AAC HOLDINGS INC COMMON STOCK USD.001000307108AAC$14,462.20
WESTERN GAS PARTNERS LP SR UNSECURED 06/25 3.95958254AE4N/A$14,458.81
FED HM LN PC POOL 849861 FH 01/44 FLOATING VAR31300M5W9N/A$14,452.05
FNMA POOL AR3391 FN 01/43 FIXED 33138W0XV6N/A$14,424.59
CALIFORNIA REPUBLIC AUTO RECEI CRART 2015 1 A413056UAD1N/A$14,404.26
NUMERICABLE SFR SAS SR SECURED 144A 05/19 4.87567054LAA5N/A$14,379.19
GENERAL MOTORS FINL CO COMPANY GUAR 04/22 3.4537045XAW6N/A$14,374.32
Discovery Holding Company25470F302DISCK$14,371.33
Mitsubishi Corporation659678007N/A$14,368.00
JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C30 AS46644UBE7N/A$14,355.79
NXP B.V. 2015 TERM LOAN927MFYII4N/A$14,345.96
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 4 A313974LAC2N/A$14,335.89
GOLDMAN SACHS GROUP INC SR UNSECURED 10/45 4.7538141GVS0N/A$14,332.47
Gap Incorporated364760108GPS$14,315.03
MARSH + MCLENNAN COS INC SR UNSECURED 03/26 3.75571748AZ5N/A$14,294.25
Frontier Communications Corporation35906A108FTR$14,283.03
ALLY AUTO RECEIVABLES TRUST ALLYA 2015 2 A302007DAB6N/A$14,221.95
SANTANDER UK GROUP HLDGS SUBORDINATED 144A 09/25 4.7580281LAA3N/A$14,198.92
VEREIT OPERATING PARTNER COMPANY GUAR 02/17 203879QAB0N/A$14,120.24
Cempra Incorporated15130J109CEMP$14,107.52
MORGAN STANLEY BAML TRUST MSBAM 2016 C28 ASB61766LBQ1N/A$14,084.48
REPUBLIC OF CHILE SR UNSECURED 01/26 3.125168863CA4N/A$13,758.77
Staples Incorporated855030102SPLS$13,745.70
Leggett & Platt Incorporated524660107LEG$13,736.13
REYNOLDS AMERICAN INC COMPANY GUAR 08/35 5.7761713BA3N/A$13,669.36
Slm Student Loan Trust Slma 2012 6 B78447GAD3N/A$13,607.52
FED HM LN PC POOL J33594 FG 01/31 FIXED 3.531307P7F0N/A$13,589.53
BANK OF AMERICA CORP SR UNSECURED 10/20 2.62506051GFT1N/A$13,560.15
CAPITAL AUTO RECEIVABLES ASSET AFIN 2013 4 A413975FAD2N/A$13,539.07
FNMA POOL AS6377 FN 12/35 FIXED 3.53138WGCP7N/A$13,525.58
Comerica Incorporated200340107CMA$13,492.43
Avery Dennison Corporation053611109AVY$13,407.90
LOCKHEED MARTIN CORP SR UNSECURED 05/46 4.7539830BL2N/A$13,398.87
VIRGINIA ELEC + POWER CO SR UNSECURED 01/26 3.15927804FU3N/A$13,323.24
Verwaltungs U.priv Chf10(br)596800904VPB$13,313.10
Torchmark Corporation891027104TMK$13,277.04
INTERNATIONAL PAPER CO SR UNSECURED 05/46 5.15460146CN1N/A$13,171.51
FNMA POOL AS3988 FN 12/29 FIXED 3.53138WDNE7N/A$13,170.28
BEIJING ENTERPRISES WATER GR COMMON STOCK HKD.1B01YCG906N/A$13,165.74
QORVO INC COMMON STOCK USD.000174736K101QRVO$13,153.25
Financial Engines, Incorporated317485100FNGN$13,103.77
Goodyear Tire + Rubber Company Guar 7.382550BC4N/A$13,084.42
VEEVA SYSTEMS INC CLASS A COMMON STOCK USD.00001922475108VEEV$12,956.03
Apartment Invt. & Mgmt03748R101AIV$12,941.80
Helmerich & Payne Incorporated423452101HP$12,903.14
GNMA POOL AB5966 GN 09/45 FIXED 4.536178STX6N/A$12,898.48
AMERICAN INTL GROUP SR UNSECURED 07/25 3.75026874DD6N/A$12,864.93
USG CORP SR UNSECURED 01/18 9.75903293AS7N/A$12,818.27
ACTAVIS FUNDING SCS COMPANY GUAR 03/18 2.3500507UAM3N/A$12,808.56
COMM MORTGAGE TRUST COMM 2014 UBS3 A412591YBC8N/A$12,792.59
IRON MOUNTAIN INC REIT USD.0146284V101IRM$12,758.17
Diageo PLC023740905DGE$12,749.37
SLM STUDENT LOAN TRUST SLMA 2014 A A2A 144A78448DAB3N/A$12,711.47
AT+T INC SR UNSECURED 02/47 5.6500206RCU4N/A$12,709.43
Government National Mortgage Association36203EMH8N/A$12,707.85
SANTANDER ISSUANCES COMPANY GUAR 11/25 5.17980281TAE8N/A$12,677.54
VIRGIN MEDIA INVESTMENT HOLDIN USD TERM LOAN FG9368PAV6N/A$12,651.99
FMC Technologies Incorporated30249U101FTI$12,638.62
FED HM LN PC POOL Q38681 FG 02/46 FIXED 43132QVUF6N/A$12,614.10
SCRIPPS NETWORKS INTERAC SR UNSECURED 11/24 3.9811065AC5N/A$12,572.06
Marathon Oil Corporation565849106MRO$12,566.00
INTESA SANPAOLO SPA SUBORDINATED 144A 01/26 5.7146115HAW7N/A$12,563.35
PETROLEOS MEXICANOS COMPANY GUAR 144A 08/26 6.87571656LBK6N/A$12,545.28
INTREXON CORP COMMON STOCK46122T102XON$12,542.21
AP MOELLER MAERSK A/S SR UNSECURED 144A 09/25 3.87500203QAD9N/A$12,532.06
Tesaro Incorporated881569107TSRO$12,521.64
Federal National Mortgage Association31409LQ40N/A$12,503.04
FED HM LN PC POOL J32249 FG 07/30 FIXED 3.531307NQA5N/A$12,481.72
Slm Student Loan Trust Slma 2007 2 B78443XAE8N/A$12,476.80
Flowserve Corporation34354P105FLS$12,427.62
Morgan Stanley Capital I Msc 2011 C3 A261760RAZ5N/A$12,413.21
Federal National Mortgage Association3136AAVJ1N/A$12,393.66
LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 08/44 4.8553079EBF0N/A$12,366.63
TEGNA INC COMMON STOCK USD1.087901J105TGNA$12,344.89
Pulte Homes Incorporated745867101PHM$12,342.93
Bco Est R Gde Sul Prf Class B NpvB23F8S900N/A$12,337.16
First Solar Incorporated336433107FSLR$12,293.49
MORGAN STANLEY BAML TRUST MSBAM 2015 C25 ASB61765TAC7N/A$12,200.91
ENERGY TRANSFER PARTNERS SR UNSECURED 06/18 2.529273RBH1N/A$12,184.89
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 4 A213974LAB4N/A$12,179.92
ACTIVISION BLIZZARD COMPANY GUAR 144A 09/21 5.62500507VAC3N/A$12,098.95
Ralph Lauren Corp Common Stock Usd.01751212101RL$12,063.91
UNION PACIFIC CORP SR UNSECURED 03/46 4.05907818EJ3N/A$12,037.01
GNMA II POOL AR3773 G2 02/46 FIXED 436192YFN2N/A$12,027.78
ELECTRICITE DE FRANCE SA SR UNSECURED 144A 10/45 4.95268317AQ7N/A$12,017.05
ACE INA HOLDINGS COMPANY GUAR 11/45 4.3500440EAW7N/A$12,011.71
SBA COMMUNICATIONS CORP SR UNSECURED 10/19 5.62578388JAQ9N/A$11,969.47
PerkinElmer, Incorporated714046109PKI$11,955.38
HUGHES SATELITE SYSTEMS SR SECURED 06/19 6.5444454AB8N/A$11,949.69
GS MORTGAGE SECURITIES TRUST GSMS 2014 GC20 AAB36252WAY4N/A$11,916.33
ARDAGH PKG FIN/HLDGS USA SR SECURED 144A 12/19 VAR03969AAF7N/A$11,892.14
ASHLAND INC SR UNSECURED 04/18 3.875044209AK0N/A$11,883.15
FNMA POOL AL5396 FN 05/34 FIXED VAR3138EM7J4N/A$11,831.75
SPX FLOW INC COMPANY GUAR 09/17 6.87578469XAC1N/A$11,825.61
Robert Half International770323103RHI$11,811.98
NAVIENT STUDENT LOAN TRUST NAVSL 2015 CA B 144A63939MAB1N/A$11,809.82
Newfield Exploration Company651290108NFX$11,793.45
Jpmcc 2010 Cntr A2 08/32 Fixed46636AAC6N/A$11,776.41
FNMA POOL BA4772 FN 01/46 FIXED 43140E9JS6N/A$11,729.38
G&K Services Incorporated361268105GK$11,710.39
PIONEER NATURAL RESOURCE SR UNSECURED 01/21 3.45723787AL1N/A$11,581.68
Royal Bk of Scot Grp PLC780097AM3N/A$11,563.10
FLEXION THERAPEUTICS INC COMMON STOCK USD.00133938J106FLXN$11,553.91
PACIFIC GAS + ELECTRIC SR UNSECURED 03/26 2.95694308HP5N/A$11,530.17
Mid-America Apartment59522J103MAA$11,528.75
Csc Holdings LLC Sr Unsecured126304AK0N/A$11,491.12
MITSUBISHI UFJ FIN GRP SR UNSECURED 03/21 2.95606822AA2N/A$11,444.59
AT+T INC SR UNSECURED 02/26 4.12500206RCT7N/A$11,362.25
ONEOK Incorporated682680103OKE$11,351.18
FNMA POOL BC2465 FN 02/31 FIXED 3.53140EWW35N/A$11,319.89
GNMA II POOL MA3047 G2 08/45 FLOATING VAR36179RL49N/A$11,294.31
CALIFORNIA REPUBLIC AUTO RECEI CRART 2015 4 A2 144A13057VAB2N/A$11,293.06
FN 30YR 3.5962AALII9N/A$11,226.74
PHILIP MORRIS INTL INC SR UNSECURED 02/19 1.375718172BR9N/A$11,178.70
FED HM LN PC POOL Q37166 FG 11/45 FIXED 43132QT6C5N/A$11,167.45
FNMA POOL AL4692 FN 01/29 FIXED VAR3138EMGA3N/A$11,127.48
China Bluechemical Ltd H Common Stock Hkd1.B1DN3X908N/A$11,099.42
NAVIENT STUDENT LOAN TRUST NAVSL 2014 8 A263939DAB1N/A$11,098.86
Amec Ord Gbp0.50002826006AMFW$11,097.46
Cabcharge Australia Npv619469901CAB$11,049.82
Capital Auto Receivables Asset Afin 2013 2 A4139742AD2N/A$10,970.94
CONFORMIS INC COMMON STOCK USD.0000120717E101CFMS$10,963.99
JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2016 C1 A546645LAY3N/A$10,959.14
NEXSTAR BROADCASTING INC COMPANY GUAR 11/20 6.87565336YAJ2N/A$10,951.63
Morgan Stanley Baml Trust Msbam 2013 C10 A161762MBS9N/A$10,950.83
FNMA POOL BA4750 FN 01/31 FIXED 3.53140E9H41N/A$10,922.53
PHILIP MORRIS INTL INC SR UNSECURED 02/21 1.875718172BS7N/A$10,916.48
JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C28 A346644FAC5N/A$10,916.41
CITIGROUP INC SR UNSECURED 07/45 4.65172967JU6N/A$10,912.02
FED HM LN PC POOL J33277 FG 11/30 FIXED 3.531307PUA5N/A$10,910.91
Leucadia National Corporation527288104LUK$10,886.02
CSAIL COMMERCIAL MORTGAGE TRUS CSAIL 2016 C5 ASB12636LAZ3N/A$10,878.98
FED HM LN PC POOL Q38491 FG 01/46 FIXED 43132QVNH0N/A$10,820.51
United Rentals, Incorporated911363109URI$10,818.76
FNMA POOL AL7500 FN 09/45 FIXED VAR3138EQKN1N/A$10,808.83
Garmin Ltd Common Stock Chf10.0H2906T109GRMN$10,804.31
WALGREENS BOOTS ALLIANCE SR UNSECURED 11/44 4.8931427AC2N/A$10,754.92
FED HM LN PC POOL J32033 FG 06/30 FIXED 3.531307NHJ6N/A$10,712.83
Jacobs Engineering Group Incorporated469814107JEC$10,705.42
Service Corporation International Series WI817565BF0N/A$10,624.34
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 C A2B 144A78448RAC0N/A$10,613.21
MORGAN STANLEY CAPITAL I TRUST MSC 2016 UBS9 A161766CAA7N/A$10,610.70
Assurant Incorporated04621X108AIZ$10,578.67
GNMA II POOL 784017 G2 07/45 FIXED 4.53622A2PA4N/A$10,548.59
FNMA POOL AE0181 FN 04/40 FLOATING VAR31419AFX0N/A$10,545.65
Ubsbb_12-c290269CAB6N/A$10,497.40
SLM STUDENT LOAN TRUST SLMA 2007 5 A578443FAE7N/A$10,482.99
Iasis Healthcare LLC Term Loan B 245073CAJ9N/A$10,404.53
FED HM LN PC POOL G30828 FG 12/35 FIXED 3.53132J4EA3N/A$10,377.61
BIOGEN INC SR UNSECURED 09/25 4.0509062XAF0N/A$10,279.29
FIDELITY NATIONAL INFORM SR UNSECURED 10/25 531620MAR7N/A$10,268.15
People's United Financial Incorporated712704105PBCT$10,243.21
New Hampshire Hsg Financial Authority64469DEB3N/A$10,152.76
BURLINGTN NORTH SANTA FE SR UNSECURED 09/45 4.712189LAX9N/A$10,137.79
Adt Corporation00101JAE6N/A$10,120.82
SLM STUDENT LOAN TRUST SLMA 2012 6 A378447GAC5N/A$10,111.65
Federal National Mortgage Association31409LQ32N/A$10,098.07
BANK OF THE WEST AUTO TRUST BWSTA 2014 1 A3 144A065604AC4N/A$10,095.76
FNMA POOL AL4201 FN 10/43 FLOATING VAR3138ELU35N/A$10,087.75
ALDER BIOPHARMACEUTICALS INC COMMON STOCK USD.0001014339105ALDR$10,079.48
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 4 A413974LAD0N/A$10,031.81
PPL ELECTRIC UTILITIES 1ST MORTGAGE 10/45 4.1569351UAT0N/A$9,982.78
BIOGEN INC SR UNSECURED 09/20 2.909062XAC7N/A$9,977.29
FNMA POOL AL7742 FN 11/45 FIXED VAR3138EQS86N/A$9,976.52
Case New Holland Incorporated Fixed147446AR9N/A$9,963.65
DOMINION RESOURCES INC SR UNSECURED 12/44 4.725746UCC1N/A$9,918.04
FNMA POOL AY4318 FN 01/45 FLOATING VAR3138YHYQ7N/A$9,888.72
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 2 A2139738AC2N/A$9,879.95
FNMA POOL AY8446 FN 08/30 FIXED 3.53138YNL47N/A$9,870.31
MALLINCKRODT INTL FIN COMPANY GUAR 04/18 3.5561234AD7N/A$9,869.06
WPX ENERGY INC SR UNSECURED 01/17 5.2598212BAC7N/A$9,869.06
CELGENE CORP SR UNSECURED 08/20 2.875151020AQ7N/A$9,851.40
Zions Bancorporation989701107ZION$9,842.77
WALT DISNEY COMPANY/THE SR UNSECURED 02/21 2.325468PDJ2N/A$9,828.34
Zayo Group LLC Term Loan B98919MAD7N/A$9,823.99
GNMA POOL 626925 GN 03/45 FIXED 436291FPJ1N/A$9,780.87
Oneok Partners LP Company Guar 2.68268NAH6N/A$9,761.85
Sabine Pass Lng Lp785583AF2N/A$9,757.46
Republic of Slovenia Bonds 144a 5.85831594AD8N/A$9,684.23
Flir Systems Incorporated302445101FLIR$9,664.88
GNMA II POOL 784067 G2 10/45 FIXED 43622A2QU9N/A$9,658.47
AMERICAN TOWER CORP SR UNSECURED 02/21 3.303027XAH3N/A$9,654.54
Government National Mortgage Association36203N7D4N/A$9,646.28
APPLE INC SR UNSECURED 02/26 3.25037833BY5N/A$9,603.08
America Movil Sab De Cv Sr Unsecured02364WBD6N/A$9,597.67
Valiant Holding AG Chf.5(reg D)751789900VATN$9,575.87
SLM STUDENT LOAN TRUST SLMA 2006 2 A578442GRV0N/A$9,498.80
MIDAMERICAN ENERGY CO 1ST MORTGAGE 10/24 3.5595620AM7N/A$9,492.48
Tesoro Corp Company Guar881609AY7N/A$9,491.42
VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 05/20 2.4928668AM4N/A$9,470.37
FNMA POOL AL7501 FN 10/45 FIXED VAR3138EQKP6N/A$9,431.84
REYNOLDS AMERICAN INC COMPANY GUAR 08/45 5.85761713BB1N/A$9,402.58
TANGER PROPERTIES LP SR UNSECURED 12/23 3.875875484AG2N/A$9,393.07
REPUBLIC OF PARAGUAY NOTES 144A 08/44 6.1699149AB6N/A$9,388.15
FED HM LN PC POOL J33199 FG 11/30 FIXED 3.531307PRU5N/A$9,378.51
GS MORTGAGE SECURITIES TRUST GSMS 2014 GC26 AAB36250HAF0N/A$9,375.04
News Corp Class A Common Stock Usd.0165249B109NWSA$9,329.90
BIOGEN INC SR UNSECURED 09/45 5.209062XAD5N/A$9,320.94
FNMA POOL AL60433138ENWD7N/A$9,137.93
MIDAMERICAN ENERGY CO 1ST MORTGAGE 05/46 4.25595620AP0N/A$9,120.50
PETROLEOS MEXICANOS COMPANY GUAR 144A 01/46 5.62571656LBE0N/A$9,100.44
GNMA II POOL 784018 G2 06/45 FIXED 4.53622A2PB2N/A$9,098.51
MCDONALD S CORP SR UNSECURED 12/20 2.7558013MEX8N/A$9,097.05
FNMA POOL AE8284 FN 11/40 FIXED 431419KF26N/A$9,088.35
Mettler-Toledo International Incorporated592688105MTD$9,085.40
CALIFORNIA REPUBLIC AUTO RECEI CRART 2015 2 A313056MAC1N/A$9,049.68
FNMA POOL AR1153 FN 01/43 FIXED 33138NXH75N/A$9,008.10
FNMA POOL MA222531418BPK6N/A$8,988.77
GENERAL MOTORS FINL CO COMPANY GUAR 01/19 3.137045XBB1N/A$8,970.90
FED HM LN PC POOL Q38682 FG 02/46 FIXED 43132QVUG4N/A$8,954.10
FED HM LN PC POOL Q36591 FG 10/45 FIXED 43132QTKD7N/A$8,946.59
Frontier Communications Fixed35906AAB4N/A$8,933.94
El Paso Corporation28336LBQ1N/A$8,894.04
FED HM LN PC POOL Q25660 FG 04/44 FIXED 43132M55V0N/A$8,883.78
Autonation Incorporated05329W102AN$8,878.83
NAVIENT CORP COMMON STOCK USD.0163938C108NAVI$8,867.67
FNMA POOL BC2466 FN 02/31 FIXED 3.53140EWW43N/A$8,866.28
FED HM LN PC POOL J30512 FG 01/30 FIXED 3.531307LR91N/A$8,847.92
VERIZON COMMUNICATIONS SR UNSECURED 01/36 4.27292343VCV4N/A$8,798.77
GNMA II POOL 627021 G2 11/45 FIXED 436291FSJ8N/A$8,790.23
TESORO LOGISTICS LP/CORP COMPANY GUAR 10/20 5.87588160QAA1N/A$8,790.08
Slm Student Loan Trust Slma 2013 B A1 144a78447VAA6N/A$8,737.67
FANNIEMAE STRIP FNS 411 A331395QCY4N/A$8,731.15
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2016 GC36 A517324TAE9N/A$8,728.15
AMERICAN TOWER CORP SR UNSECURED 06/20 2.803027XAF7N/A$8,663.21
MORGAN STANLEY CAPITAL I TRUST MSC 2016 UBS9 A461766CAE9N/A$8,654.96
SCRIPPS NETWORKS INTERAC SR UNSECURED 06/20 2.8811065AE1N/A$8,650.97
WM WRIGLEY JR CO SR UNSECURED 144A 10/18 2.4982526AU9N/A$8,609.04
AIA GROUP LTD SR UNSECURED 144A 03/25 3.200131LAB1N/A$8,606.28
FORD CREDIT FLOORPLAN MASTER O FORDF 2014 1 A134528QDE1N/A$8,574.99
FED HM LN PC POOL Q37167 FG 11/45 FIXED 43132QT6D3N/A$8,551.57
CAPITAL ONE MULTI ASSET EXECUT COMET 2015 A1 A114041NEU1N/A$8,530.09
Celldex Therapeutics Incorporated15117B103CLDX$8,501.91
JPMORGAN CHASE + CO SUBORDINATED 06/45 4.9546625HLL2N/A$8,495.75
Discovery Communications Incorporated Class C25470F104DISCA$8,447.05
HORTONWORKS INC COMMON STOCK USD.0001440894103HDP$8,426.11
FED HM LN PC POOL Q36768 FG 10/45 FIXED 43132QTQW9N/A$8,416.99
ALBEMARLE CORP COMPANY GUAR 12/44 5.45012725AD9N/A$8,408.11
GULFSTREAM NATURAL GAS SR UNSECURED 144A 10/45 5.95402740AE4N/A$8,331.53
FNMA POOL AZ5301 FN 07/45 FLOATING VAR3138YW3K1N/A$8,316.57
FNMA POOL AL6860 FN 03/44 FIXED VAR3138EPTS3N/A$8,225.58
MITSUBISHI UFJ FIN GRP SR UNSECURED 03/26 3.85606822AD6N/A$8,203.51
Patterson Dental Co.703395103PDCO$8,199.31
FED HM LN PC POOL G15202 FG 10/29 FIXED 43128MEAB7N/A$8,196.94
FED HM LN PC POOL Q37605 FG 12/45 FIXED 43132QUNX7N/A$8,181.79
MID AMERICA APARTMENTS L SR UNSECURED 11/25 459523UAM9N/A$8,172.98
CSRA INC COMMON STOCK USD.00112650T104CSRA$8,075.76
Pitney Bowes Incorporated724479100PBI$8,069.18
DUKE ENERGY CORP SR UNSECURED 04/24 3.7526441CAN5N/A$8,068.01
VALMONT INDUSTRIES INC COMPANY GUAR 10/54 5.25920253AE1N/A$8,060.09
CONSOLIDATED EDISON CO O SR UNSECURED 12/45 4.5209111FG3N/A$7,963.76
GNMA POOL 626973 GN 08/45 FIXED 436291FQ27N/A$7,909.82
Ugl Ltd Npv691487904UGL$7,907.95
GS MORTGAGE SECURITIES TRUST GSMS 2014 GC18 AAB36252RAQ2N/A$7,907.67
TANGER PROPERTIES LP SR UNSECURED 12/24 3.75875484AH0N/A$7,875.73
SOUTHWESTERN ELEC POWER SR UNSECURED 04/45 3.9845437BN1N/A$7,825.42
Dun & Bradstreet Corp26483E100DNB$7,822.13
/XX/.0E08B4F GNSF 4962AEFII8N/A$7,798.63
VIACOM INC SR UNSECURED 12/34 4.8592553PAZ5N/A$7,729.83
KINDER MORGAN INC/DELAWA COMPANY GUAR 12/34 5.349456BAG6N/A$7,717.22
FED HM LN PC POOL Q37173 FG 11/45 FIXED 43132QT6K7N/A$7,709.71
Slm Student Loan Trust Slma 2012 C A1 144a78447BAA0N/A$7,681.16
GENERAL MOTORS CO SR UNSECURED 04/36 6.637045VAK6N/A$7,678.45
SLM STUDENT LOAN TRUST SLMA 2012 B A2 144A78446XAB1N/A$7,676.37
COMM MORTGAGE TRUST COMM 2014 CR18 ASB12632QAU7N/A$7,659.64
NRG Energy Incorporated629377508NRG$7,654.01
TEGNA INC COMPANY GUAR 10/19 5.125364725BD2N/A$7,624.78
GRUPO TELEVISA SAB SR UNSECURED 01/46 6.12540049JBC0N/A$7,624.04
FIDELITY NATIONAL INFORM SR UNSECURED 10/22 4.531620MAQ9N/A$7,547.44
Heico Corpcommon Stock422806109HEI$7,524.32
MID AMERICA APT LP SR UNSECURED 10/23 4.359523UAA5N/A$7,524.19
Teradata Corporation88076W103TDC$7,499.52
ANALOG DEVICES INC SR UNSECURED 12/45 5.3032654AK1N/A$7,497.90
BED BATH + BEYOND INC SR UNSECURED 08/44 5.165075896AC4N/A$7,450.00
GNMA II POOL AD1760 G2 02/43 FIXED 436180C5V7N/A$7,434.21
NELNET STUDENT LOAN TRUST NSLT 2005 4 A464031QCJ8N/A$7,423.27
FNMA POOL AJ2190 FN 10/41 FIXED 43138ATNG1N/A$7,399.72
GENERAL MOTORS CO SR UNSECURED 04/35 537045VAH3N/A$7,361.16
FED HM LN PC POOL C91857 FG 11/35 FIXED 43128P8B26N/A$7,357.71
Gamestop Corporation36467W109GME$7,347.59
APPLE INC SR UNSECURED 05/45 4.375037833BH2N/A$7,344.63
Quanta Services Incorporated74762E102PWR$7,325.66
WEATHERFORD INTERNATIONAL PL COMMON STOCK USD.001G48833100WFT$7,282.96
SCRIPPS NETWORKS INTERAC SR UNSECURED 06/22 3.5811065AF8N/A$7,254.93
Treasury Bill 03/16912796HG7N/A$7,192.51
JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C31 ASB46644YAW0N/A$7,173.16
FNMA POOL BA2567 FN 09/45 FIXED 43140E6Z96N/A$7,163.31
FNMA POOL AB7016 FN 11/42 FIXED 431417DYN7N/A$7,161.06
GRUPO TELEVISA SAB SR UNSECURED 05/45 540049JBA4N/A$7,159.22
HYUNDAI AUTO RECEIVABLES TRUST HART 2013 A A444890JAD1N/A$7,155.61
FNMA POOL BA2926 FN 11/45 FIXED 43140E7HC7N/A$7,132.22
VALERO ENERGY CORP SR UNSECURED 03/45 4.991913YAT7N/A$7,125.04
JPMORGAN CHASE + CO SR UNSECURED 07/25 3.946625HMN7N/A$7,105.31
Slm Student Loan Trust Series 2005-6 Class A5b78442GPZ3N/A$7,103.43
Slm Student Loan Trust Slma 2013 A A2a 144a78447RAB3N/A$7,033.65
FED HM LN PC POOL Q37606 FG 12/45 FIXED 43132QUNY5N/A$7,004.39
COMM MORTGAGE TRUST COMM 2014 UBS4 A512591QAR3N/A$6,967.74
Legg Mason Incorporated524901105LM$6,953.08
COMMONWEALTH BANK AUST SUBORDINATED 144A 12/25 4.52027A0HR3N/A$6,941.45
RELYPSA INC COMMON STOCK USD.001759531106RLYP$6,923.73
BAXALTA INC SR UNSECURED 144A 06/25 407177MAA1N/A$6,907.20
FED HM LN PC POOL Q37721 FG 12/45 FIXED 43132QUSK0N/A$6,894.41
FNMA POOL AS6251 FN 11/35 FIXED 3.53138WF5M4N/A$6,893.38
General Elec Cap Corp36962G3P7N/A$6,882.37
FED HM LN PC POOL Q36076 FG 09/45 FIXED 43132QSXE3N/A$6,880.48
SCRIPPS NETWORKS INTERAC SR UNSECURED 06/25 3.95811065AG6N/A$6,865.52
Ryder Systems Incorporated783549108R$6,848.45
APPALACHIAN POWER CO SR UNSECURED 06/45 4.45037735CV7N/A$6,841.85
INDIANA MICHIGAN POWER SR UNSECURED 03/46 4.55454889AQ9N/A$6,804.75
NAVIENT STUDENT LOAN TRUST NAVSL 2016 AA A2B 144A63939NAC7N/A$6,804.16
JOHNSON + JOHNSON SR UNSECURED 03/46 3.7478160BV5N/A$6,781.80
FNMA POOL AL7289 FN 08/45 FIXED VAR3138EQC34N/A$6,737.42
Cia Saneamento Minas Gerais Common Stock NpvB0YBZJ909N/A$6,716.59
ELECTRICITE DE FRANCE SA SR UNSECURED 144A 10/55 5.25268317AR5N/A$6,707.44
Transocean LimitedH8817H100RIG$6,683.85
DUKE ENERGY CORP SR UNSECURED 12/45 4.826441CAP0N/A$6,665.84
Nelnet Student Loan Trust Nslt 2010 4a A 144a86386YAA6N/A$6,650.32
FNMA POOL AL6009 FN 05/43 FLOATING VAR3138ENVB2N/A$6,647.51
FNMA POOL AZ2934 FN 09/45 FIXED 43138YUHL8N/A$6,635.81
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Slm Student Loan Trust Slma 2013 3 B78447YAD4N/A$6,621.74
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CALIFORNIA REPUBLIC AUTO RECEI CRART 2014 2 A413056XAD5N/A$6,571.93
21ST CENTURY FOX AMERICA COMPANY GUAR 10/45 4.9590131HBZ7N/A$6,551.33
FNMA POOL AB9859 FN 07/43 FIXED 331417G5V4N/A$6,520.48
STRUCTURED AGENCY CREDIT RISK STACR 2015 DN1 M13137G0DQ9N/A$6,518.08
FNMA POOL AZ9217 FN 10/45 FIXED 43140E2G39N/A$6,507.43
FED HM LN PC POOL J32994 FG 10/30 FIXED 3.531307PKF5N/A$6,483.25
FREDDIE MAC FHR 4462 DA3137BHJ24N/A$6,462.38
WORLD FINANCIAL NETWORK CREDIT WFNMT 2014 C A981464EN6N/A$6,461.31
Slm Student Loan Trust Slma 2012 E A1 144a78447FAA1N/A$6,454.21
CALIFORNIA REPUBLIC AUTO RECEI CRART 2014 3 A413056LAD1N/A$6,424.34
FNMA POOL AT0939 FN 04/43 FIXED 33138WNBH1N/A$6,419.30
ENERGY TRANSFER PARTNERS SR UNSECURED 01/26 4.7529273RBG3N/A$6,375.46
GNMA II POOL AD8837 G2 03/43 FIXED 436180MZA8N/A$6,374.56
CAPITAL AUTO RECEIVABLES ASSET AFIN 2014 2 A413975HAD8N/A$6,346.94
HYUNDAI AUTO RECEIVABLES TRUST HART 2013 B A444890LAD6N/A$6,341.55
FED HM LN PC POOL K93258 FG 09/35 FIXED 3.53132LPQK8N/A$6,304.76
Green Tree 1997-7 A8393505XT4N/A$6,291.84
Murphy Oil Corporation626717102MUR$6,278.29
Apache Corporation Sr Unsecured 01/44037411BC8N/A$6,255.02
FNMA POOL AL6777 FN 07/44 FIXED VAR3138EPQ72N/A$6,248.71
Treasury Bill912796HN2N/A$6,225.17
FED HM LN PC POOL Q37604 FG 12/45 FIXED 43132QUNW9N/A$6,223.46
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2012 LC9 A246639EAB7N/A$6,218.59
Ohio St Univ Ohshgr Fixed Oid677632PA3N/A$6,163.66
CAPITAL AUTO RECEIVABLES ASSET AFIN 2013 3 A413975DAD7N/A$6,163.36
LYB INTL FINANCE BV COMPANY GUAR 03/44 4.87550247VAC3N/A$6,123.36
FNMA POOL BA2909 FN 11/45 FIXED 43140E7GT1N/A$6,097.58
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COMM MORTGAGE TRUST COMM 2013 CR10 A212626BAB0N/A$6,089.29
MORGAN STANLEY BAML TRUST MSBAM 2013 C9 A261762DAT8N/A$6,035.68
FED HM LN PC POOL Q36448 FG 10/45 FIXED 43132QTEW2N/A$6,034.73
NORTHROP GRUMMAN CORP SR UNSECURED 04/45 3.85666807BJ0N/A$6,009.60
GNMA II POOL 784020 G2 05/45 FIXED 4.53622A2PD8N/A$6,008.29
FED HM LN PC POOL J32846 FG 10/30 FIXED 3.531307PET2N/A$5,991.82
FED HM LN PC POOL Q36778 FG 10/45 FIXED 43132QTQ82N/A$5,965.53
HALLIBURTON CO SR UNSECURED 11/45 5406216BK6N/A$5,956.40
Keiyo Bank Jpy50619064009N/A$5,944.07
FNMA POOL AQ5047 FN 12/42 FIXED 33138MLTD6N/A$5,937.94
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FED HM LN PC POOL U95161 FG 10/43 FIXED 53132H5FB9N/A$5,895.82
SLM STUDENT LOAN TRUST SLMA 2013 C A2A 144A78447XAB0N/A$5,858.99
WM WRIGLEY JR CO SR UNSECURED 144A 10/17 2982526AT2N/A$5,848.86
FNMA POOL BA4740 FN 12/45 FIXED 43140E9HS8N/A$5,835.60
ENERGY TRANSFER PARTNERS SR UNSECURED 10/20 4.1529273RAX7N/A$5,831.93
Medivation Incorporated58501N101MDVN$5,804.96
FED HM LN PC POOL Q35566 FG 08/45 FIXED 3.53132QSFG8N/A$5,799.21
UBS Barclays Commercial Mortga Ubsbb 2013 C5 A490270YBF5N/A$5,719.55
Slc Student Loan Trust Slclt 2007 2 A2784422AB3N/A$5,715.14
FNMA POOL AT7720 FN 06/43 FIXED 3.53138WVSJ1N/A$5,695.38
MICROSOFT CORP SR UNSECURED 11/45 4.45594918BL7N/A$5,669.13
GNMA II POOL AO6444 G2 08/45 FIXED 4.53617A7ER8N/A$5,667.63
METLIFE INC SR UNSECURED 05/46 4.659156RBR8N/A$5,654.98
SLM STUDENT LOAN TRUST SLMA 2014 2 B78448GAD2N/A$5,607.38
Tenet Healthcare Corp Common Stock Usd.0588033G407THC$5,590.82
DUKE ENERGY PROGRESS INC 1ST MORTGAGE 08/45 4.226442UAB0N/A$5,575.57
ECOPETROL SA SR UNSECURED 05/45 5.875279158AJ8N/A$5,485.26
JPMORGAN CHASE + CO SUBORDINATED 10/27 4.2546625HNJ5N/A$5,468.26
Slm Student Loan Trust Slma 2012 E A2b 144a78447FAC7N/A$5,447.09
Owens-Illinois Incorporated690768403OI$5,437.77
FED HM LN PC POOL Q36491 FG 10/45 FIXED 43132QTF92N/A$5,371.89
Canadian Oil Sands Trust Sr Unsecured 144a 04/42 6.13643EAH8N/A$5,337.13
ADT CORP SR UNSECURED 04/19 4.12500101JAL0N/A$5,324.76
AMERICAN TOWER CORP SR UNSECURED 02/26 4.403027XAJ9N/A$5,286.32
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 A A1 144A78448PAA8N/A$5,242.45
FED HM LN PC POOL J29812 FG 11/29 FIXED 3.531307J3V3N/A$5,228.81
Jpmcc 2010 Cntr A1 08/32 Fixed46636AAA0N/A$5,202.78
RING ENERGY INC COMMON STOCK USD.00176680V108REI$5,201.73
FANNIE MAE FNR 2007 108 AN31396XT20N/A$5,185.63
Student Loan Marketing Association Securities78445XAA4N/A$5,181.18
COX COMMUNICATIONS INC SR UNSECURED 144A 02/35 4.8224044CF2N/A$5,160.63
GNMA II POOL AR3762 G2 02/46 FIXED 436192YFB8N/A$5,153.00
Southwestern Energy Company845467109SWN$5,021.69
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GNMA POOL 711633 GN 02/42 FIXED 436297GSW1N/A$4,937.96
WILLIAMS PARTNERS LP SR UNSECURED 09/25 496949LAB1N/A$4,890.52
GNMA POOL 627006 GN 10/45 FIXED 436291FR34N/A$4,822.51
Comm_12-cr412624QAP8N/A$4,795.08
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Adecco SA Chf1(regd)711072900ADEN$4,775.91
PATRIOT NATIONAL INC COMMON STOCK USD.00170338T102PN$4,730.34
COMM MORTGAGE TRUST COMM 2014 UBS5 ASB12592KBA1N/A$4,688.07
FED HM LN PC POOL Q36779 FG 10/45 FIXED 43132QTQ90N/A$4,644.77
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PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 01/20 3.05709599AR5N/A$4,596.70
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JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2014 C22 A446642NBD7N/A$4,553.02
Manitowoc Company Incorporated Fixed563571AH1N/A$4,499.34
Time Warner Cable Incorporated88732JAJ7N/A$4,472.27
CONSOL Energy Incorporated20854P109CNX$4,467.35
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FNMA POOL AQ0174 FN 11/42 FIXED 33138MFFQ5N/A$4,309.51
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MOSAIC CO SR UNSECURED 11/43 5.62561945CAE3N/A$4,292.73
Rowan Companies Incorporated Company Guar 12/42779382AQ3N/A$4,284.33
ERAC USA FINANCE LLC COMPANY GUAR 144A 02/45 4.526884TAN2N/A$4,262.15
AMERICAN INTL GROUP SR UNSECURED 01/55 4.375026874DB0N/A$4,256.99
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FED HM LN PC POOL C91860 FG 12/35 FIXED 43128P8B59N/A$4,240.65
MARATHON PETROLEUM CORP SR UNSECURED 12/45 5.8556585AAM4N/A$4,199.62
DOMINION RESOURCES INC SR UNSECURED 10/25 3.925746UCE7N/A$4,198.79
Western Gas Partners Fixed958254AA2N/A$4,081.19
Slm Student Loan Trust Slma 2013 1 B78447MAD0N/A$4,076.64
FNMA POOL BA4544 FN 11/35 FIXED 43140E9BN5N/A$4,060.78
EMBRAER NETHERLANDS FINA COMPANY GUAR 06/25 5.0529082HAA0N/A$4,048.61
Valeant Pharmaceuticals Intl I Term Loan D 2C9413PAS2N/A$4,041.55
Cemig Cia Energ Mg Pref Brl5.00B1YBRG902N/A$4,031.76
Directv Holdings/fing Company Guar25459HBF1N/A$3,989.93
GENERAL MOTORS CO SR UNSECURED 04/46 6.7537045VAL4N/A$3,983.58
FED HM LN PC POOL Q37331 FG 11/45 FIXED 43132QUED1N/A$3,983.57
FED HM LN PC POOL Q36927 FG 10/45 FIXED 43132QTVV5N/A$3,979.40
FED HM LN PC POOL Q36590 FG 10/45 FIXED 43132QTKC9N/A$3,947.69
FED HM LN PC POOL K93374 FG 11/35 FIXED 43132LPT74N/A$3,938.14
FORD CREDIT AUTO OWNER TRUST/F FORDR 2015 1 A 144A34530RAA6N/A$3,925.44
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JP MORGAN CHASE COMMERCIAL MOR JPMCC 2015 JP1 ASB46590KAF1N/A$3,779.32
VISA INC SR UNSECURED 12/45 4.392826CAF9N/A$3,718.17
Student Loan Marketing Association Securities78446DAA7N/A$3,715.02
Cit Group Incorporated125581GL6N/A$3,704.49
CVS HEALTH CORP SR UNSECURED 07/45 5.125126650CN8N/A$3,675.25
FNMA POOL BC2308 FN 02/46 FIXED 43140EWR64N/A$3,633.37
FED HM LN PC POOL U92098 FG 09/43 FIXED 53132HCGF4N/A$3,633.18
FNMA POOL AW7322 FN 06/44 FIXED 4.53138XXD45N/A$3,620.51
GNMA II POOL 784110 G2 11/45 FIXED 53622A2R79N/A$3,592.96
Student Loan Marketing Association Securities78446DAB5N/A$3,581.76
Tc Pipelines LP Fixed 4.6587233QAA6N/A$3,545.42
MCDONALD S CORP SR UNSECURED 01/26 3.758013MEY6N/A$3,530.07
FED HM LN PC POOL Q34832 FG 07/45 FIXED 3.53132QRLN8N/A$3,528.54
VIACOM INC SR UNSECURED 04/44 5.2592553PAW2N/A$3,518.08
FED HM LN PC POOL J33151 FG 11/30 FIXED 3.531307PQC6N/A$3,516.55
FED HM LN PC POOL Q37019 FG 11/45 FIXED 43132QTYR1N/A$3,476.78
FNMA POOL BA4784 FN 01/46 FIXED 43140E9J64N/A$3,436.49
COMMONWEALTH EDISON CO 1ST MORTGAGE 03/45 3.7202795JF8N/A$3,284.85
GNMA POOL 763893 GN 10/43 FIXED 436176ENJ6N/A$3,248.45
Polyone Corporation73179P106POL$3,232.60
GNMA POOL 711598 GN 10/41 FIXED 436297GRT9N/A$3,224.21
GNMA II POOL 627047 G2 01/46 FIXED 436291FTC2N/A$3,207.34
MARATHON OIL CORP SR UNSECURED 06/45 5.2565849AM8N/A$3,178.05
FNMA POOL AS6022 FN 09/45 FIXED 43138WFVQ6N/A$3,176.15
CAPITAL AUTO RECEIVABLES ASSET AFIN 2014 3 A413975JAD4N/A$3,169.35
ANTHEM INC SR UNSECURED 01/44 5.194973VBF3N/A$3,165.59
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2015 GC35 A417324KAP3N/A$3,162.95
TIME WARNER INC COMPANY GUAR 07/45 4.85887317AX3N/A$3,157.88
FED HM LN PC POOL Q36677 FG 10/45 FIXED 3.53132QTM37N/A$3,129.50
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2014 GC23 A417322VAT3N/A$3,108.60
ALLY MASTER OWNER TRUST AMOT 2014 3 A02005AEB0N/A$3,085.35
Chesapeake Energy Corporation165167107CHK$3,052.64
COMM MORTGAGE TRUST COMM 2010 C1 A2 144A12622DAB0N/A$2,997.93
Diamond Offshore Drilling Inc25271C102DO$2,915.24
FED HM LN PC POOL J32864 FG 10/30 FIXED 3.531307PFD6N/A$2,889.55
Government National Mortgage Association36204DHS1N/A$2,805.00
GS MORTGAGE SECURITIES TRUST GSMS 2013 GC16 A136248GAA8N/A$2,788.26
NEWS CORP CLASS B COMMON STOCK65249B208NWS$2,779.80
FNMA POOL AS6217 FN 11/45 FIXED 43138WF4B9N/A$2,778.59
GNMA POOL AO0549 GN 09/45 FIXED 43617A0TE6N/A$2,737.97
ROWAN COMPANIES INC COMPANY GUAR 01/44 5.85779382AS9N/A$2,661.00
FNMA POOL MA1643 FN 10/43 FIXED 531418AZH4N/A$2,635.26
TEACHERS INSUR + ANNUITY SUBORDINATED 144A 09/44 4.9878091BD8N/A$2,616.43
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FED HM LN PC POOL J33440 FG 01/31 FIXED 3.531307PZD4N/A$2,409.17
FORD CREDIT AUTO OWNER TRUST FORDO 2013 B A334530EAC1N/A$2,404.79
CONSOLIDATED EDISON CO O SR UNSECURED 12/54 4.625209111FF5N/A$2,397.81
FED HM LN PC POOL J33278 FG 11/30 FIXED 3.531307PUB3N/A$2,396.03
FNMA POOL AS5844 FN 08/45 FIXED 43138WFP67N/A$2,330.37
Bs Financial Group Incorporated Common Stock Krw5000.ACI00J5W8N/A$2,322.12
Federal Natl Mtg Assn Remic Remic Tr 1998 38 Cl Pl Po31359UT21N/A$2,321.65
FNMA POOL BA7254 FN 12/45 FIXED 43140ECBY4N/A$2,314.53
GNMA POOL 626945 GN 05/45 FIXED 436291FP69N/A$2,293.88
Gsms_12-gcj736192KAU1N/A$2,286.02
VERISK ANALYTICS INC SR UNSECURED 06/45 5.592345YAE6N/A$2,266.38
FNMA POOL AS5670 FN 07/45 FIXED 43138WFJQ0N/A$2,263.84
FED HM LN PC POOL Q37599 FG 12/45 FIXED 43132QUNR0N/A$2,229.34
KWANGJU BANK COMMON STOCK KRW5000.0ACI07SR98N/A$2,190.23
FNMA POOL AB3818 FN 10/41 FIXED 431417AG45N/A$2,121.92
L 3 COMMUNICATIONS CORP COMPANY GUAR 05/24 3.95502413BD8N/A$2,117.25
FED HM LN PC POOL J32874 FG 10/30 FIXED 3.531307PFP9N/A$2,096.03
WESTERN GAS PARTNERS LP SR UNSECURED 04/44 5.45958254AD6N/A$2,095.66
FED HM LN PC POOL Q36478 FG 10/45 FIXED 43132QTFU5N/A$2,063.08
BARRICK GOLD CORP SR UNSECURED 05/23 4.1067901AQ1N/A$2,054.53
FNMA POOL AE1281 FN 12/41 FIXED 431419BM77N/A$2,039.33
FED HM LN PC POOL J32872 FG 09/30 FIXED 3.531307PFM6N/A$1,935.28
GNMA II POOL 635054 G2 02/46 FIXED 4.536291QQF4N/A$1,931.08
FNMA POOL AX5504 FN 02/46 FIXED 43138Y7DJ8N/A$1,904.38
ECOPETROL SA SR UNSECURED 09/43 7.375279158AE9N/A$1,891.40
AMERICAN INTL GROUP SR UNSECURED 07/45 4.8026874DF1N/A$1,882.87
SEMPRA ENERGY SR UNSECURED 11/25 3.75816851AY5N/A$1,860.72
FNMA POOL AZ4403 FN 10/35 FIXED 3.53138YV3M9N/A$1,851.40
ENERGY TRANSFER PARTNERS SR UNSECURED 12/45 6.12529273RBJ7N/A$1,845.07
ECOPETROL SA SR UNSECURED 06/26 5.375279158AL3N/A$1,816.35
Slm Student Loan Trust Slma 2005 5 A378442GPP5N/A$1,813.91
GNMA POOL 627048 GN 01/46 FIXED 4.536291FTD0N/A$1,781.41
Mincor Resources Npv600052906MCR$1,748.06
COMM MORTGAGE TRUST COMM 2013 CR12 A412591KAE5N/A$1,730.99
FNMA POOL AX5484 FN 10/45 FIXED 43138Y7CW0N/A$1,726.37
GNMA II POOL 627049 G2 01/46 FIXED 4.536291FTE8N/A$1,711.04
JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2014 C25 ASB46643PBF6N/A$1,679.35
FNMA POOL AE1275 FN 11/41 FIXED 431419BMZ5N/A$1,640.65
FED HM LN PC POOL U90446 FG 05/42 FIXED 53132H3P72N/A$1,637.22
DBUBS MORTGAGE TRUST DBUBS 2011 LC1A A1 144A233050AN3N/A$1,584.33
FED HM LN PC POOL Q37793 FG 12/45 FIXED 43132QUUT8N/A$1,552.96
FNMA POOL BA7251 FN 12/45 FIXED 4.53140ECBV0N/A$1,519.27
GNMA II POOL 626949 G2 05/45 FIXED 4.536291FQA9N/A$1,477.73
GNMA II POOL 626975 G2 08/45 FIXED 436291FQ43N/A$1,360.58
GNMA II POOL 626957 G2 06/45 FIXED 4.536291FQJ0N/A$1,098.22
Orion Corp Krw5000689684900N/A$1,096.47
MARATHON PETROLEUM CORP SR UNSECURED 09/54 556585AAJ1N/A$1,070.38
FNMA POOL BA7250 FN 12/45 FIXED 4.53140ECBU2N/A$1,069.47
FED HM LN PC POOL K93334 FG 11/35 FIXED 3.53132LPSX8N/A$1,045.67
FNMA POOL AX5505 FN 02/46 FIXED 4.53138Y7DK5N/A$996.88
Arrium Ltd Common Stock NpvB7NKJX903ARI$991.37
Gsms_12-gcj736192KAQ0N/A$990.71
FNMA POOL AB3621 FN 09/41 FIXED 431417AAX7N/A$922.69
GNMA II POOL AP6361 G2 10/45 FIXED 4.536189EB62N/A$915.32
FNMA POOL BA7248 FN 12/45 FIXED 43140ECBS7N/A$911.07
FED HM LN PC POOL U92119 FG 10/43 FIXED 53132HCG49N/A$833.33
GNMA POOL AH3003 GN 04/45 FIXED 4.536182KKQ1N/A$821.86
FED HM LN PC POOL J33304 FG 12/30 FIXED 3.531307PU56N/A$811.95
Premier Foods PLC Common Stock Gbp.1B7N0K0907PFD$785.03
FNMA POOL AS0456 FN 09/43 FIXED 53138W9QJ2N/A$736.97
FNMA POOL MA1719 FN 12/43 FIXED 531418A4D7N/A$708.79
Panoramic Resources Ltd Common Stock640566907PAN$699.63
FED HM LN PC POOL U92103 FG 10/43 FIXED 53132HCGL1N/A$589.35
HYUNDAI AUTO RECEIVABLES TRUST HART 2013 C A344890QAC7N/A$558.82
COMM MORTGAGE TRUST COMM 2014 CR19 A512592GBD4N/A$480.30
Slm Student Loan Trust Slma 2013 A A1 144a78447RAA5N/A$387.36
Federal Natl Mtg Assn Gtd Remi Remic Tr 2005 31 Cl Pb31394CY63N/A$358.44
Federal National Mortgage Association31385W2S7N/A$354.41
Boart Longyear Gr NpvB1PPRK902BLY$331.50
Jp Morgan Chase Comml Mtge Sec46625YCV3N/A$287.50
FED HM LN PC POOL J33302 FG 12/30 FIXED 3.531307PU31N/A$225.08
Gazprom Neft Sponsored ADR ADR36829G107GZPFY$219.59
Wells Fargo Govt Mm Par 175194999R9K4N/A$171.51
Sasc 1998-2 A863572SE4N/A$162.90
Nelnet Student Ln Tr 2006 1 Asset Bkd Nt Cl A464031QCR0N/A$162.54
Fed Hm Ln Pc Pool C9065131335HWL3N/A$162.44
Federal Home Ln Mtg Pc Gtd Ser 1590 Cl 1590 Ia Var Rate3133T1MC3N/A$150.16
FNMA POOL MA1761 FN 01/44 FIXED 531418A5X2N/A$138.16
Federal National Mortgage Association31403DWC9N/A$127.02
Structured Asset Secs Corp Perp Svgs Bk Tr 90 1863572AY9N/A$123.67
CALIFORNIA RESOURCES CORP COMMON STOCK USD.0113057Q107CRC$105.54
ANHEUSER BUSCH INBEV FIN COMPANY GUAR 02/36 4.7035242AM8N/A$103.25
Federal Home Ln Mtg Corp Ser 2423 Cl M C31339WBV7N/A$93.15
Federal Natl Mtg Assn Gtd Remic Tr 1999 54 Cl Lh31359XCD9N/A$82.26
Fed Hm Ln Pc Pool G1134431283KP51N/A$77.17
Federal National Mortgage Association31371KNL1N/A$70.67
Federal National Mortgage Association31382F2E8N/A$66.89
Federal National Mortgage Association31390SFX4N/A$65.53
THAI OIL PCL COMMON STOCK THB10. LB0300P901TOP$58.48
Vr Qtr Slm Student Loan Trust78444YAC9N/A$42.99
Fed Hm Ln Pc Pool G1130031283KNR5N/A$38.93
Federal National Mortgage Association31385JD47N/A$32.39
Federal National Mortgage Association31385JF37N/A$24.20
Enteromedics Incorporated Wts Call Exp 12/9929399M919N/A$16.73
Fed Hm Ln Pc Pool G120083128M1DM8N/A$16.25
Federal Home Ln Mtg Pc Gtd Ser 1935 Cl 1935 Fl Var Rate3133T8Z83N/A$12.72
Federal National Mortgage Association31385XDT1N/A$8.59
Federal Home Ln Mtg Pc Gtd Ser 1897 Cl 1897k3133T7ZF9N/A$5.10
Federal National Mortgage Association31362HRH4N/A$1.44
CAPITAL AUTO RECEIVABLES ASSET AFIN 2013 4 A313975FAC4N/A$0.00
FED HM LN PC POOL 2B4537 FH 08/45 FLOATING VAR31326KBE6N/A$0.00
FED HM LN PC POOL 2B4965 FH 12/45 FLOATING VAR31326KQS9N/A$0.00
FED HM LN PC POOL G60040 FG 12/43 FIXED 3.531335ABH0N/A$0.00
FNMA POOL AL7329 FN 04/45 FIXED VAR3138EQEB4N/A$0.00
FNMA POOL AS6193 FN 11/40 FIXED 3.53138WF3B0N/A$0.00
FNMA POOL AS5999 FN 10/40 FIXED 3.53138WFUZ7N/A$0.00
FNMA POOL AY1321 FN 03/35 FIXED 3.53138YEPF8N/A$0.00
FNMA POOL AY3394 FN 04/35 FIXED 3.53138YGXY3N/A$0.00
FNMA POOL AB6685 FN 10/42 FIXED 331417DNB5N/A$0.00
FNMA POOL AB8934 FN 04/43 FIXED 331417F4U9N/A$0.00
FNMA POOL AB9350 FN 05/43 FIXED 331417GL87N/A$0.00
FORD CREDIT AUTO OWNER TRUST FORDO 2013 D A334530GAD4N/A$0.00
FORD CREDIT AUTO OWNER TRUST FORDO 2014 A A334530HAC4N/A$0.00
GENERAL MOTORS CO SR UNSECURED 04/45 5.237045VAJ9N/A$0.00
KRAFT HEINZ FOODS CO COMPANY GUAR 144A 07/25 3.95423074AX1N/A$0.00
UNION PACIFIC CORP SR UNSECURED 03/26 2.75907818EH7N/A$0.00
Derivatives Holdings (Futures)
Expiration DateContractsTypeUnrealized Gains (Losses)
03-18-2016124.00Long S+P500 Emini Fut380,591.79
06-21-2016138.00Short US 10YR Note (cbt)15,740.97