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

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Wells Fargo Moderate Balanced Fund

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

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

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

Holdings
SecurityCusipTickerAmount
Wells Fargo Cash Investment Money Market Fund9499999G3N/A$4,737,737.12
Fhlmc31394JY50N/A$1,444,750.27
Apple Incorporated037833100AAPL$1,407,498.41
U.S. Treasury N/b912828WT3N/A$1,402,155.75
U.S. Treasury N/b912828TS9N/A$1,347,125.92
Facebook, Incorporated30303M102FB$1,220,471.53
U.S. Treasury N/b912810RN0N/A$1,175,513.47
Fnma31392DUF7N/A$1,149,058.86
Alphabet Incorporated?Cl A Common Stock02079K305GOOGL$1,128,150.38
Fnma3138EJYV4N/A$1,038,180.86
WI Treasury Sec912828UR9N/A$1,020,886.95
Exxon Mobil Corporation30231G102XOM$967,038.91
Amazon.com, Incorporated023135106AMZN$926,992.61
Fed Hm Ln Pc Pool3128MAD22N/A$901,147.30
Alphabet Incorporated?Cl C Common Stock02079K107GOOG$818,025.16
Microsoft Corporation594918104MSFT$797,073.42
Medtronic Plc Common StockG5960L103MDT$760,158.47
JPMorgan Chase & Company46625H100JPM$757,846.96
Visa Incorporated92826C839V$745,604.47
The Home Depot, Incorporated437076102HD$730,606.01
U.S. Treasury N/b912828P95N/A$719,762.03
CVS Caremark Corporation126650100CVS$704,038.41
FNMA31393YU52N/A$691,266.42
FNMA31394AB54N/A$680,577.07
U.S. Treasury N/b912828P20N/A$659,686.77
FHLMC31393NTF6N/A$654,778.51
FHLMC31394JD95N/A$638,919.63
Hudson City44372BCP6N/A$629,164.49
Structured Asset Securities Corporation Series 2007-rm1 Class A186363BAA3N/A$625,771.38
Johnson & Johnson478160104JNJ$624,567.30
Tips912828XL9N/A$594,862.19
UnitedHealth Group Incorporated91324P102UNH$579,109.84
SMALL BUSINESS ADMINISTRATION SBIC 2014 10B 1831641FB6N/A$572,312.04
U.S. Treasury N/b912828N89N/A$568,241.90
Starbucks Corporation855244109SBUX$568,148.67
FNMA POOL AL6574 FN 04/21 FIXED VAR3138EPJU9N/A$562,089.86
General Electric Company369604103GE$555,060.34
Fed Hm Ln Pc Pool U890093132H1AK3N/A$553,758.52
Bank of America Corporation060505104BAC$550,557.52
The Procter & Gamble Company742718109PG$549,110.27
NIKE, Incorporated?Cl B654106103NKE$522,308.25
Federal National Mortgage Association3138MDVZ2N/A$521,499.23
Bristol-Myers Squibb Company110122108BMY$517,056.81
Gnma21H032654N/A$513,852.19
Fnma01F032641N/A$510,649.18
Chevron Corporation166764100CVX$505,507.77
HASHEMITE KINGDOM OF JOR US GOVT GUAR 06/25 3418097AF8N/A$504,704.11
Naa 2004-r2 A162951MAM2N/A$503,028.10
FED HM LN PC POOL Q25632 FG 04/44 FIXED 43132M54R0N/A$499,605.65
U.S. Treasury N/b912828Q37N/A$494,693.62
Federal National Mortgage Association31393X7A9N/A$490,258.56
Federal Home Loan Mortgage Company31393LFM0N/A$469,829.51
U.S. Treasury N/b912810RP5N/A$460,462.41
US TREASURY N/B 02/46 2.5912810RQ3N/A$459,989.15
Federal Home Loan Mortgage Company31393LFP3N/A$458,511.80
Maricopa County Elementary School District No 28-kyrene Elementary/az567137ZH0N/A$453,353.21
Federal National Mortgage Association31393AP92N/A$449,311.54
SMALL BUSINESS ADMINISTRATION SBAP 2015 20E 183162CXA6N/A$448,268.51
Allergan Plc Common Stock Usd.0033G0177J108AGN$446,000.73
Alexion Pharmaceuticals, Incorporated015351109ALXN$443,132.07
Berkshire Hathaway Incorporated084670702N/A$443,000.35
Small Business Admin 2007 20j Partn Ctf83162CRH8N/A$431,012.63
MasterCard Incorporated57636Q104MA$427,867.06
U.S. Treasury N/b912810RK6N/A$427,526.06
Dollar Tree, Incorporated256746108DLTR$418,794.91
U.S. Treasury N/b912828P46N/A$415,072.82
Pfizer Incorporated717081103PFE$412,267.18
AT&T Incorporated00206R102T$411,894.34
Minnesota Life Insurance604074AA2N/A$411,112.07
Commercial Mortgage Pass-through Cert12622DAC8N/A$406,216.58
Verizon Communications Incorporated92343V104VZ$401,293.28
Mass Inst.57571KAB0N/A$395,801.90
FED HM LN PC POOL G07849 FG 05/44 FIXED 3.53128MABS7N/A$394,544.97
Gnma21H030658N/A$392,770.73
Fspc T-63 1a131395M2F5N/A$386,827.63
Chase Capital Jpm16162LAA1N/A$386,692.42
FED HM LN PC POOL G07787 FG 08/44 FIXED 43128M96Y3N/A$379,700.16
SMALL BUSINESS ADMINISTRATION SBIC 2014 10A 1831641FA8N/A$374,937.04
Cognizant Technology Solutions Corporation192446102CTSH$371,025.48
Manufactureres And Traders564759PS1N/A$368,754.88
BANK OF AMERICA CORP SR UNSECURED 04/24 406051GFF1N/A$366,512.67
Tips912828K33N/A$363,875.44
Citigroup Incorporated172967424C$355,656.28
Adobe Systems Incorporated00724F101ADBE$352,514.88
UBS Pfd Funding Tr V Series 190264AAA7N/A$349,270.58
Costco Wholesale Corporation22160K105COST$346,641.84
Celgene Corporation151020104CELG$344,661.53
FORD CREDIT AUTO OWNER TRUST/F FORDR 2015 2 A 144A34530WAA5N/A$344,501.19
GS MORTGAGE SECURITIES TRUST GSMS 2013 GC14 A536198FAE2N/A$341,012.97
Union Pacific Company907818108UNP$338,711.76
Bayer AG506921907BAYN$335,345.33
Microchip Technology Incorporated595017104MCHP$333,791.93
American International Group Incorporated026874784AIG$332,776.26
COMM MORTGAGE TRUST COMM 2013 CR13 A412630BBA5N/A$332,630.20
salesforce.com, incorporated79466L302CRM$330,386.93
Eaton Corporation plcG29183103ETN$328,866.62
Crown Holdings, Incorporated228368106CCK$326,835.48
The Walt Disney Company254687106DIS$321,632.14
Nlv Financial 144a65486AAA1N/A$320,166.89
Commercial Mortgage Pass Throu Comm 2012 Cr3 A312624PAE5N/A$318,793.66
Federal National Mortgage Association31402XWG7N/A$318,559.17
Alliance Data Systems Corporation018581108ADS$318,377.27
United Parcel Service, Incorporated911312106UPS$316,249.07
3M Company88579Y101MMM$315,656.38
FNMA POOL AN0573 FN 03/23 FIXED 2.93138LCT70N/A$315,002.19
U.S. Treasury N/b912828P53N/A$311,595.01
The TJX Companies, Incorporated872540109TJX$310,564.15
NORTH CAROLINA ST EDU ASSISTAN NCSSTD 10/41 FLOATING VAR658262GA2N/A$310,370.32
County of Cherokee GA164231KQ4N/A$309,598.43
Gilead Sciences, Incorporated375558103GILD$308,720.42
Merck & Company, Incorporated58933Y105MRK$308,392.31
The Boeing Company097023105BA$308,262.89
FNMA POOL AM9549 FN 09/23 FIXED 2.733138LATF6N/A$307,454.32
FNMA POOL AN0460 FN 12/23 FIXED 2.853138LCQN8N/A$307,429.77
FNMA POOL AL6577 FN 11/22 FIXED VAR3138EPJX3N/A$305,276.56
Federal National Mortgage Association31402NY28N/A$305,231.06
Chubb Ltd Common StockH1467J104CB$303,683.87
SMALL BUSINESS ADMINISTRATION SBAP 2015 20F 183162CXB4N/A$302,171.17
FNMA POOL AM7892 FN 01/23 FIXED 2.733138L8XW9N/A$301,673.83
Corestates Capital Trust218694AA5N/A$301,245.87
SMALL BUSINESS ADMINISTRATION SBIC 2015 10B 1831641FE0N/A$300,777.10
Philip Morris International Incorporated718172109PM$300,690.10
Ecolab Incorporated278865100ECL$300,448.45
U.S. Treasury N/B912828XP0N/A$299,478.51
Csfb Corp 2004-ar522541SJJ8N/A$298,149.94
MISSISSIPPI HIGHER EDUCATION A MHEAC 2014 1 A160535YAA1N/A$295,697.15
Gs Mortgage Securities Corpora Gsms 2012 Gcj7 A436192KAT4N/A$294,729.29
COMM MORTGAGE TRUST COMM 2013 CR12 ASB12591KAC9N/A$294,385.23
Coca-Cola Enterprises, Incorporated191216100KO$294,115.61
MetLife, Incorporated59156R108MET$293,218.52
Alexandria Real Estate015271109ARE$292,026.85
MORGAN STANLEY BAML TRUST MSBAM 2014 C15 ASB61763KAY0N/A$292,012.68
FNMA POOL AM5333 FN 06/21 FIXED 3.313138L54T4N/A$291,720.49
GS MORTGAGE SECURITIES TRUST GSMS 2011 GC5 A436191YBB3N/A$291,337.63
BARCLAYS DRYROCK ISSUANCE TRUS DROCK 2014 3 A06742LAE3N/A$291,243.78
CNH EQUIPMENT TRUST CNH 2015 A A412592WAD0N/A$291,033.83
Federal National Mortgage Association31373CSE8N/A$289,496.50
Comm_12-cr212624KAD8N/A$288,584.37
Morgan Stanley Capital I Msc 2011 C3 A461760RBB7N/A$288,201.02
FNMA POOL AM4294 FN 10/20 FIXED 2.783138L4XY4N/A$287,158.55
Federal National Mortgage Association3138MLGF5N/A$286,514.59
SMALL BUSINESS ADMINISTRATION SBAP 2013 20J 183162CVV2N/A$286,378.01
Small Business Admin 2006 20b Partn Ctf83162CQB2N/A$286,073.94
Jpmbb Commercial Mortgage Secu Jpmbb 2013 C12 Asb46639NAR2N/A$285,799.02
AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2014 2 A02582JGS3N/A$285,126.07
Capital Auto Receivables Asset Afin 2014 3 A313975JAC6N/A$284,615.70
U.S. Treasury N/b912828M72N/A$282,454.44
SMALL BUSINESS ADMINISTRATION SBAP 2015 20C 183162CWX7N/A$281,411.00
Ameriprise Financial, Incorporated03076C106AMP$280,897.77
McDonald's Corporation580135101MCD$280,186.10
The Southern Company842587107SO$279,894.63
MORGAN STANLEY CAPITAL I TRUST MSC 2011 C2 A4 144A617459AD4N/A$276,935.77
Gsms 2011 Gc3 A4 03/44 Fixed36248FAG7N/A$274,903.56
Capital Auto Receivables Asset Afin 2014 2 A313975HAC0N/A$274,300.02
FNMA POOL AM4384 FN 09/19 FIXED 2.573138L42S1N/A$273,589.17
FNMA POOL AM4383 FN 09/19 FIXED 2.573138L42R3N/A$273,282.16
Abb Treasury Center Usa Fixed 400038AAB9N/A$271,739.60
FNMA POOL AL6576 FN 06/22 FIXED VAR3138EPJW5N/A$270,724.86
Duke Energy Corp Common Stock Usd.00126441C204DUK$269,628.69
Tips912828B25N/A$269,528.72
FORD CREDIT AUTO OWNER TRUST FORDO 2014 C A334530PAD4N/A$269,323.54
ABAY LEASING 2014 LLC US GOVT GUAR 11/26 2.65400258HAA9N/A$266,198.48
Ohio Cnty W Va Cnty Commn Spl Ohigen 03/35 Fixed67732PAF5N/A$265,429.05
Federal National Mortgage Association31403KDJ9N/A$264,907.28
Sabmiller Holdings Incorporated Notes 144a 3.7578573AAA8N/A$264,857.37
Texas Instruments Incorporated882508104TXN$264,413.78
Tips912828VM9N/A$262,685.54
Noble Energy, Incorporated655044105NBL$261,698.35
Baxalta Inc07177M103BXLT$260,797.66
Dollar General Corporation256677105DG$259,281.74
Tips912828UH1N/A$259,235.99
Southwest Airlines Company844741108LUV$258,734.74
Tractor Supply Company892356106TSCO$258,185.75
Bae Systems PLC Sr Unsecured 144a 4.7505523RAB3N/A$256,841.48
Federal National Mortgage Association31402RUA5N/A$254,534.59
Harris Cnty TX Har Fixed414005SA7N/A$254,436.13
FNMA POOL AN0754 FN 01/26 FIXED 3.083138LCZU2N/A$253,041.82
Tips912828TE0N/A$251,650.68
Fhlmc02R040664N/A$251,567.58
Federal National Mortgage Association31392GEN1N/A$251,375.90
MMAF EQUIPMENT FINANCE LLC MMAF 2015 AA A4 144A55315GAD0N/A$250,827.72
Nestle SA712387901NESN$250,792.26
Ncr Corporation62886E108NCR$250,784.63
Branch Banking + Trust Subordinated Var10513KAB0N/A$249,606.14
MOTEL 6 TRUST MOTEL 2015 MTL6 B 144A61974QAL0N/A$249,391.09
State Street Corporation857477103STT$248,938.81
Omnicom Group Incorporated681919106OMC$247,112.32
MEDNAX INC COMPANY GUAR 144A 12/23 5.2558502BAA4N/A$246,485.23
Small Business Administration Sbap 2013 20a 183162CVG5N/A$245,695.37
Kinder Morgan, Incorporated49456B101KMI$245,634.11
Federal National Mortgage Association31394ALN4N/A$245,051.40
BMW BANK NORTH AMERICA CERT OF DEPO 07/16 0.705580AAQ7N/A$244,910.95
Federal National Mortgage Association31412V7C6N/A$244,825.74
The Goldman Sachs Group, Incorporated38141G104GS$243,983.83
Valero Energy Corporation91913Y100VLO$242,324.58
Wells Fargo & Company949746101WFC$241,081.35
SOUTH CAROLINA STUDENT LOAN CO SCSLC 2014 1 B83715RAG7N/A$239,644.20
PETROLEOS MEXICANOS US GOVT GUAR 02/24 2.8371654QBL5N/A$239,017.54
Norwegian Cruise Line HoldinG66721104NCLH$237,846.07
Delphi Automotive PLCG27823106DLPH$237,156.38
Tips912828C99N/A$236,422.60
Broadcom Ltd Common StockY09827109AVGO$236,044.49
Tyco Electronics Group SA902133AM9N/A$233,758.64
Tips912828H45N/A$232,440.80
Tips912828SA9N/A$230,555.91
CNH EQUIPMENT TRUST CNH 2014 A A312591BAC9N/A$229,678.74
FNMA31409VZV8N/A$229,643.38
Texas St882722VP3N/A$228,636.51
Federal National Mortgage Association31407B2L2N/A$228,621.51
SMALL BUSINESS ADMINISTRATION SBAP 2014 20A 183162CWA7N/A$228,477.36
Federal National Mortgage Association31406DAE6N/A$227,717.98
Colgate-Palmolive Company194162103CL$226,661.15
Laboratory Corporation of America Holdings50540R409LH$226,573.49
Stanley Black&decker Incorporated854502101SWK$226,274.92
Federal National Mortgage Association31396XVB7N/A$225,285.77
Twenty First Century Fox Incorporated Common Stock Usd.0190130A101FOXA$224,490.31
EXXON MOBIL CORPORATION SR UNSECURED 03/26 3.04330231GAT9N/A$223,980.40
Reynolds American Incorporated761713106RAI$223,445.06
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2010 C2 A3 144A46635GAE0N/A$221,936.76
Synnex Corporation87162W100SNX$221,661.49
Accenture PlcG1151C101ACN$220,973.75
Tips912828WU0N/A$220,285.04
King Cnty Wa Sch Dist 210 Fed Kinscd Fixed494890YF7N/A$220,252.02
Boston Ma Bos Fixed100853PB0N/A$220,242.04
TIPS912828QV5N/A$219,783.16
The Progressive Corporation743315103PGR$218,354.25
Actuant Corporation Company Guar00508XAF1N/A$215,237.99
Eqt Corporation26884LAA7N/A$215,109.96
Japan Tobacco Incorporated647453901N/A$215,066.04
Federal National Mortgage Association31406DAD8N/A$214,107.44
Liberty Property Trust53117CAL6N/A$213,431.27
Federal National Mortgage Association31393XGQ4N/A$211,376.87
The PNC Financial Services Group, Incorporated693475105PNC$210,833.05
GENERAL MOTORS CO SR UNSECURED 10/23 4.87537045VAE0N/A$209,229.04
TIPS912828PP9N/A$209,041.67
NORTHWESTERN UNIVERSITY UNSECURED 12/44 4.643668444AC6N/A$208,498.12
HP ENTERPRISE CO SR UNSECURED 144A 10/25 4.942824CAP4N/A$208,430.21
Federal National Mortgage Association31400N3Y4N/A$207,680.49
Constellation Brands, Incorporated21036P108STZ$207,082.90
TSY INFL IX N/B 01/26 0.625912828N71N/A$206,886.33
Nxp Semiconductors Nv Common StockN6596X109NXPI$206,402.54
SCOTTS MIRACLE GRO CO COMPANY GUAR 144A 10/23 6810186AL0N/A$205,296.25
UNITEDHEALTH GROUP INC SR UNSECURED 07/25 3.7591324PCP5N/A$204,386.50
CarMax, Incorporated143130102KMX$204,208.10
Schlumberger Norge As Fixed80685PAA6N/A$203,751.14
Clear Creek TX Indep Sch Dist Clescd Fixed1845403R1N/A$203,638.47
OKLAHOMA ST WTR RESOURCE BRD R OKSWTR 04/23 FIXED 3.27167919PLM3N/A$203,340.96
Gildan Activewear Incorporated375916103GIL$203,181.08
Abbott Laboratories002824100ABT$202,759.50
CUYAHOGA CNTY OH CUY 12/34 FIXED 6.03423223PCX3N/A$202,680.59
MONONGAHELA POWER CO 1ST MORTGAGE 144A 04/24 4.1610202BN2N/A$202,654.28
TIPS912810FR4N/A$202,471.67
U.S. Treasury N/b912828Q45N/A$202,416.15
AT&T Inc Sr Unsecured00206RCV2N/A$201,921.90
VERIZON COMMUNICATIONS SR UNSECURED 09/23 5.1592343VBR4N/A$201,638.27
AbbVie Incorporated00287Y109ABBV$201,491.71
WI Treasury Sec Fixed912828NM8N/A$201,353.96
Federal National Mortgage Association3138MLEZ3N/A$200,019.78
Wells Fargo Govt MM Select Class 3802976RXG000N/A$199,299.07
Duke University Taxable Series A264416AN8N/A$199,003.40
ROGERS COMMUNICATIONS IN COMPANY GUAR 10/23 4.1775109AY7N/A$198,992.77
Praxair, Incorporated74005P104PX$198,858.51
WALGREENS BOOTS ALLIANCE INC COMMON STOCK USD.01931427108WBA$198,583.70
The Estee Lauder Companies Incorporated?Class A518439104EL$197,772.05
FNMA31396PGQ8N/A$197,707.14
Massachusetts St57582PWH9N/A$196,459.46
Morgan Stanley6174467P8N/A$196,418.94
Federal National Mortgage Association31408EGX4N/A$196,112.35
REALTY INCOME CORP SR UNSECURED 08/23 4.65756109AP9N/A$195,892.91
AmerisourceBergen Corporation03073E105ABC$195,646.67
Washington St93974CRF9N/A$195,508.20
GS MORTGAGE SECURITIES TRUST GSMS 2013 GC16 A436248GAD2N/A$194,063.46
CCO SAFARI II LLC SR SECURED 144A 07/25 4.908161175AM6N/A$193,700.78
U.S. Treasury N/b 0.75912828UU2N/A$193,458.07
Regeneron Pharmaceuticals, Incorporated75886F107REGN$193,052.09
Dr Pepper Snapple Group Incorporated26138E109DPS$192,760.84
Becton, Dickinson and Company075887109BDX$192,686.94
TD Ameritrade Holding Corporation87236Y108AMTD$192,255.39
Mattel Incorporated577081102MAT$192,146.78
MEMORIAL SLOAN KETTERING SR UNSECURED 07/55 4.2586054AC2N/A$192,046.87
Cardinal Health, Incorporated14149Y108CAH$191,917.06
NORTHERN STATES PWR WISC 1ST MORTGAGE 06/24 3.3665789AY9N/A$191,862.41
Amerigas Finance Llc/cor Company Guar 7.03077JAB6N/A$191,786.97
Rio Tinto Fin Usa Ltd Fixed 3.75767201AQ9N/A$191,705.67
SHELL INTERNATIONAL FIN COMPANY GUAR 08/23 3.4822582AX0N/A$191,421.74
TEXAS HEALTH RESOURCES SECURED 11/55 4.33882484AA6N/A$191,404.89
Bp Capital Markets PLC05565QBP2N/A$191,039.30
OSHKOSH CORP COMPANY GUAR 03/22 5.375688225AG6N/A$190,383.65
Briggs + Stratton Corp Fixed109043AG4N/A$189,915.88
Danaher Corporation235851102DHR$189,803.64
FNMA POOL AN0665 FN 02/26 FIXED 3.073138LCW35N/A$189,613.86
Tsmc Global Ltd Sr Unsecured 144a872882AC9N/A$188,547.93
Parker Hannifin Corporation701094104PH$188,346.26
U.S. Treasury Bond912810FT0N/A$188,330.80
Boston Properties LP Sr Unsecured10112RAT1N/A$188,004.91
CNH INDUSTRIAL CAPITAL L COMPANY GUAR 07/19 3.37512592BAB0N/A$187,782.83
Prologis Incorporated Reit Usd.0174340W103PLD$187,728.28
SERVICE CORP INTL SR UNSECURED 01/22 5.375817565BZ6N/A$187,707.99
PLAINS ALL AMER PIPELINE SR UNSECURED 10/25 4.6572650RBJ0N/A$187,603.06
Bok Financial Corp05561Q201BOKF$187,505.82
CONCHO RESOURCES INC COMPANY GUAR 01/22 6.520605PAC5N/A$186,641.46
Intuitive Surgical Inccomm46120E602ISRG$185,546.48
ConocoPhillips20825C104COP$185,286.42
American Express Company025816109AXP$184,946.69
VF Corporation918204108VFC$184,547.43
Harman International Industries, Incorporated413086109HAR$184,425.48
ARKANSAS ST ARS 07/21 FIXED 2.605041042WT5N/A$184,392.16
AIA Group LimitedB4TX8S909N/A$182,885.11
Ball Corp Senior Notes 5.058498AR7N/A$182,493.88
Ecolab Inc.278865AL4N/A$181,872.90
Otter Tail Corp Fixed 9689648AR4N/A$181,869.90
ServiceNow, Incorporated81762P102NOW$181,779.31
Sherwin-Williams Company824348106SHW$181,350.27
O'Reilly Automotive, Incorporated67103H107ORLY$181,306.86
Ntc Capital I629394AA5N/A$180,747.52
CIMAREX ENERGY CO COMPANY GUAR 05/22 5.875171798AB7N/A$180,383.58
U.S. Treasury N/b912828PC8N/A$180,148.72
Vessel Management Servic U.S. Govt Guar 08/36925387AF9N/A$179,501.62
Clean Harbors Incorporated Company Guar184496AJ6N/A$178,983.71
CONOCOPHILLIPS COMPANY COMPANY GUAR 11/24 3.3520826FAD8N/A$178,418.97
Georgia Pacific LLC Sr Unsecured 144a37331NAD3N/A$176,654.28
Electronic Arts Incorporated285512109EA$176,327.41
Aon PLC Common Stock Usd.01G0408V102AON$175,979.15
Seagate Hdd Cayman Company Guar81180WAH4N/A$175,715.85
IPALCO ENTERPRISES INC SR SECURED 07/20 3.45462613AK6N/A$175,290.17
Pearson Dlr Fin Two PLC Gtd Sr Nt 144a705010AB2N/A$174,246.57
Missouri High Ed Student Ln Frn606072KS4N/A$173,869.34
Deere + Company Sr Unsecured244199BE4N/A$173,457.65
U.S. Treasury N/b912828C57N/A$172,775.00
Scripps Networks Interactive Incorporated811065101SNI$172,160.93
TIPS912828UX6N/A$170,535.73
Jarden Corporation471109108JAH$170,513.34
CITIGROUP INC SR UNSECURED 02/18 1.8172967JH5N/A$169,321.26
Sealed Air Corporation Sr Unsecured 144a81211KAS9N/A$169,146.75
Cigna Corporation125509109CI$168,485.04
Liberty Global plcG5480U120LBTYK$168,376.49
Delta Air Lines, Incorporated247361702DAL$167,719.04
MARATHON OIL CORP SR UNSECURED 06/25 3.85565849AL0N/A$166,306.00
TIPS912828JE1N/A$166,272.42
Renaissance Holdings LimitedG7496G103RNR$166,262.53
National Capital Commerce Inc635454AC5N/A$166,153.00
Aercap Holdings NvN00985106AER$165,559.98
Potlatch Corporation Fixed737630AB9N/A$165,504.36
Lamar Media Corp Company Guar513075BB6N/A$165,423.28
Intel Corporation458140100INTC$164,906.16
PRES + FELLOWS OF HARVAR UNSECURED 10/38 5.625740816AD5N/A$164,525.15
Arthur J Gallagher & Company363576109AJG$164,138.80
Small Business Administration83162CQL0N/A$163,692.85
Norfolk Southern Corporation655844108NSC$163,017.38
Raytheon Company755111507RTN$162,098.51
Lowes Companies Incorporated548661CY1N/A$161,131.51
Comcast Corporation20030N101CMCSA$160,356.42
PepsiCo, Incorporated713448108PEP$159,839.45
Concho Resources Incorporated20605P101CXO$159,168.13
Yum! Brands Incorporated988498101YUM$158,908.35
Cerner Corporation156782104CERN$158,692.66
Cabot Corporation127055101CBT$157,461.77
Kraft Foods Group Incorporated Sr Unsecured50076QAZ9N/A$157,241.36
ALASKA ST AKS 08/33 FIXED 5.742011770U44N/A$157,194.21
Skyworks Solutions, Incorporated83088M102SWKS$156,923.72
SIMON PROPERTY GROUP LP SR UNSECURED 10/24 3.375828807CS4N/A$156,668.66
BP p.l.c.079805909N/A$156,603.81
ANHEUSER BUSCH INBEV FIN COMPANY GUAR 02/26 3.65035242AP1N/A$156,571.39
Carnival Corporation143658300CCL$156,490.52
CAPITAL AUTO RECEIVABLES ASSET AFIN 2014 2 A413975HAD8N/A$156,457.03
Affiliated Managers Group, Incorporated008252108AMG$156,349.67
Erp Operating LP Sr Unsecured26884AAZ6N/A$156,083.83
Federal National Mortgage Association31405AEW9N/A$155,831.33
TSY INFL IX N/B 02/45 0.75912810RL4N/A$155,593.37
Ally Auto Receivables Trust Allya 2016 1 A2A02007CAB8N/A$155,049.99
ConAgra Foods Incorporated205887102CAG$154,900.06
Cisco Systems, Incorporated17275R102CSCO$154,593.61
Intercontinental Exchange, Inc.45866F104ICE$154,325.85
Treasury Bill 04/16 0.00000912796HM4N/A$154,139.82
BECTON DICKINSON AND CO SR UNSECURED 12/24 3.734075887BF5N/A$154,109.53
INDIANAPOLIS IN LOCAL PUBLIC I INPBBK 01/30 FIXED 5.85445528S4Y9N/A$154,048.28
GNMA II POOL MA3455 G2 02/46 FIXED 436179RZU6N/A$153,765.22
Baltimore Cnty Md Bal 08/32 Fixed05914FMM9N/A$153,577.76
Te Connectivity Ltd Common Stock Chf1.55H84989104TEL$153,369.06
Federal Home Loan Mortgage Company02R032653N/A$152,959.60
FNF Group Tracking Stk Usd.000131620R303FNF$152,941.72
Alcoa Incorporated Fixed013817AV3N/A$152,073.41
Atmos Energy Corpporation049560105ATO$151,109.84
Curtiss-wright Corp231561101CW$150,885.00
Kansas City Southern485170302KSU$150,872.75
DAIMLER FINANCE NA LLC COMPANY GUAR 144A 09/16 2.625233851AH7N/A$150,807.22
HOUSING URBAN DEVELOPMNT US GOVT GUAR 08/16 0.83911759LX4N/A$149,964.96
VOLVO FINANCIAL EQUIPMENT LLC VFET 2015 1A A3 144A92887GAC3N/A$149,873.57
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 2 A1B139738AB4N/A$149,688.66
FNMA POOL AN0502 FN 01/28 FIXED 3.353138LCRY3N/A$149,384.45
VEREIT INC REIT USD.0192339V100VER$149,218.39
MINNETONKA MN INDEP SCH DIST MTKSCD 01/24 FIXED 2.55604195VC8N/A$148,283.42
American Tower Corporation03027X100AMT$148,134.98
HCA Holdings, Incorporated40412C101HCA$148,090.63
Deutsche Boerse702196908N/A$148,088.27
Federal National Mortgage Association3138MQDN0N/A$147,918.05
World Fuel Services Corporation981475106INT$147,770.53
Federal National Mortgage Association31385XLY1N/A$147,673.90
Jabil Circuit Incorporated466313AD5N/A$147,437.10
Gsamp Trust Series 2005-sea2 Class A1362341TM1N/A$146,727.05
Suntrust Banks Incorporated867914103STI$146,624.98
TSY INFL IX N/B 02/44 1.375912810RF7N/A$146,378.63
Allianz SE523148906ALV$146,187.79
TIPS912810FD5N/A$145,417.27
IBM Corporation459200101IBM$144,470.19
FMC Corporation302491303FMC$141,878.19
Entergy Texas Incorporated29365TAA2N/A$141,714.66
Donaldson Company Incorporated257651109DCI$141,480.37
TreeHouse Foods, Incorporated89469A104THS$140,995.70
Anheuser Busch Inbev Wor Company Guar03523TBN7N/A$140,650.59
MONSTER BEVERAGE CORP COMMON STOCK61174X109MNST$140,618.69
Udr Incorporated Company Guar90265EAG5N/A$140,427.96
Carmax Auto Owner Trust Carmx 2016 1 A2A14313YAB4N/A$140,010.31
FORD CREDIT AUTO OWNER TRUST FORDO 2016 A A2B34531PAC5N/A$140,000.94
HYUNDAI AUTO LEASE SECURITIZAT HALST 2015 B A3 144A44928UAD2N/A$139,985.72
AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2016 1 A2B03065VAC1N/A$139,960.16
Hyundai Auto Lease Securitzat Halst 2016 A A2A 144A44891MAB7N/A$139,957.25
Ally Auto Receivables Trust Allya 2016 2 A202007XAB2N/A$139,940.20
CNH EQUIPMENT TRUST CNH 2015 C A2B12593NAC1N/A$139,859.88
HONDA AUTO RECEIVABLES OWNER T HAROT 2015 3 A243814MAB3N/A$139,855.88
Gm Financial Automobile Leasing Gmalt 2016 1 A2a36250UAB0N/A$139,846.75
Oracle Corporation68389X105ORCL$139,097.33
McGraw Hill Financial, Incorporated580645109MHFI$138,210.41
Harris Corporation413875105HRS$137,879.44
GAHR COMMERICIAL MORTGAGE TRUS GAHR 2015 NRF AFL1 144A36143WAA9N/A$137,402.67
Linde AG574081907LIN$137,049.78
Biomarin Pharmaceutical09061G101BMRN$136,834.69
Equity Residential29476L107EQR$136,822.55
AT+T INC SR UNSECURED 05/46 4.7500206RCQ3N/A$136,318.21
Mallinckrodt Plc Common Stock Usd.2G5785G107MNK$135,981.20
Quintiles Transnational Hold Common Stock Usd.0174876Y101Q$135,727.55
First Republic Bank/San Francisco33616C100FRC$135,377.03
NORTH CAROLINA ST ED ASSISTANC NCSSTD 01/26 VARIABLE658262FZ8N/A$135,244.17
SARANAC MI CMNTY SCH DIST SARSCD 05/16 FIXED 1.03803208LH8N/A$134,931.10
NISSAN AUTO RECEIVABLES OWNER NAROT 2015 A A365477UAC4N/A$134,817.13
OHIO ST OHS 10/21 FIXED 3.379677521NY8N/A$134,722.39
BANK OF THE WEST AUTO TRUST BWSTA 2014 1 A3 144A065604AC4N/A$134,682.67
BEAR STEARNS COMMERCIAL MORTGA BSCMS 2007 PW17 A1A07388QAF6N/A$134,639.51
Consumers Energy Company210518CG9N/A$134,267.93
AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2015 2 A303065LAD1N/A$134,195.46
Federal National Mortgage Association31402LGL0N/A$134,130.64
GOLDMAN SACHS GROUP INC SR UNSECURED 01/25 3.538148LAC0N/A$133,513.04
Burlingtn North Santa Fe Fixed 3.4512189LAF8N/A$133,419.99
TIME WARNER INC COMPANY GUAR 07/25 3.6887317AW5N/A$133,218.26
Great River Energy39121JAA8N/A$133,151.36
SLM STUDENT LOAN TRUST SLMA 2006 1 A578442GRP3N/A$133,005.78
Comm_07-c920047RAE3N/A$132,615.99
King Cnty Wa Kin Fixed49474E3X9N/A$132,537.85
Wal-Mart Stores Incorporated931142103WMT$132,434.18
Altria Group Incorporated02209S103MO$132,385.48
HD SUPPLY HOLDINGS INC COMMON STOCK USD.0140416M105HDS$132,214.71
Sequoia Mortgage Trust81743VAA1N/A$131,903.13
TIPS912810FH6N/A$131,870.56
DAIMLER FINANCE NA LLC COMPANY GUAR 144A 08/18 2.375233851BA1N/A$131,837.95
The Charles Schwab Corporation808513105SCHW$130,866.85
AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2014 4 A02582JGW4N/A$130,538.13
CARMAX AUTO OWNER TRUST CARMX 2015 3 A2B14313VAH7N/A$130,532.11
Verizon Communications Sr Unsecured92343VCE2N/A$130,265.77
HYUNDAI AUTO LEASE SECURITIZAT HALST 2015 A A3 144A44890XAC2N/A$130,130.05
CARMAX AUTO OWNER TRUST CARMX 2015 1 A314313WAC6N/A$130,085.00
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 1 A213975KAB5N/A$130,047.11
Hyundai Auto Receivables Trust Hart 2016 A A2A44930UAB2N/A$130,046.48
JOHN DEERE OWNER TRUST JDOT 2015 A A347787UAD5N/A$129,992.48
MERCEDES BENZ AUTO LEASE TRUST MBALT 2015 A A358768LAD5N/A$129,929.60
NISSAN AUTO RECEIVABLES OWNER NAROT 2014 B A365477WAC0N/A$129,916.69
CGGS COMMERCIAL MORTGAGE TRUST CGGS 2016 RNDB AFL 144A12532LAU9N/A$129,886.06
Endurance Specialty HoldingsG30397106ENH$129,875.23
HYUNDAI AUTO RECEIVABLES TRUST HART 2015 A A344890WAC4N/A$129,862.34
ALLINA HEALTH SYSTEM UNSECURED 11/45 4.80501959LAA0N/A$129,752.06
World Omni Auto Receivables WOART 2015 B A2A98160YAB1N/A$129,691.20
VOLKSWAGEN AUTO LEASE TRUST VWALT 2015 A A392867VAD2N/A$129,115.27
Chevron Corporation Sr Unsecured166764AH3N/A$128,631.49
BANK OF NEW YORK MELLON SR UNSECURED 09/24 3.2506406HCX5N/A$128,550.78
Unilever PLC Ord Gbp0.031111B10RZP905ULVR$128,503.16
WILLIAM CARTER COMPANY GUAR 08/21 5.2596926JAA5N/A$128,169.83
EMD FINANCE LLC COMPANY GUAR 144A 03/22 2.9526867LAG5N/A$127,389.96
PRES + FELLOWS OF HARVAR SR UNSECURED 10/31 3.529740816AK9N/A$127,220.19
Schlumberger Limited806857108SLB$127,193.63
Danone Eur0.25B1Y9TB906BN$126,988.13
Union Electric CO906548CE0N/A$126,839.88
Msc_07-t2761754JAF5N/A$126,609.98
CREDIT SUISSE NEW YORK SR UNSECURED 09/24 3.62522546QAP2N/A$126,528.26
Syngenta AG Chf0.10435664909SYNN$126,462.76
BAYER US FINANCE LLC COMPANY GUAR 144A 10/24 3.37507274EAG8N/A$126,299.87
PAYPAL HOLDINGS INC COMMON STOCK USD.000170450Y103PYPL$125,785.61
LKQ Corporation501889208LKQ$125,697.24
The Priceline Group Incorporated741503403PCLN$125,164.85
Structured Asset Securities Corporation Series 2006-rf3 Class 1a1863592AA9N/A$124,942.46
United Continental Holdings, Incorporated910047109UAL$124,916.97
AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2014 4 A303065JAD6N/A$124,850.23
SKECHERS U.S.A., Incorporated?Cl A830566105SKX$124,790.26
TIPS912810FS2N/A$124,655.82
BANK OF NOVA SCOTIA SUBORDINATED 12/25 4.5064159HB5N/A$124,586.44
Procter&gamble CO742718CB3N/A$124,408.88
NISSAN AUTO RECEIVABLES OWNER NAROT 2015 B A2B65475WAC2N/A$124,284.42
Federal National Mortgage Association31392B6U5N/A$123,569.71
WASTE MANAGEMENT INC COMPANY GUAR 03/25 3.12594106LBA6N/A$122,776.11
TIPS912810PZ5N/A$122,586.97
Commonwealth Edison Company202795HN3N/A$122,083.07
TIPS912810QV3N/A$121,790.90
Amgen Incorporated031162100AMGN$121,678.25
FEDEX CORP COMPANY GUAR 01/24 431428XAY2N/A$121,619.40
JC Penney Company Incorporated708160106JCP$121,433.67
Toyota Motor Credit Corp Sr Unsecured89233P5S1N/A$121,075.71
Jpmorgan Chase + CO Fixed46625HJA9N/A$120,650.69
Nippon Telegraph and Telephone Corporation664137007N/A$120,628.96
Sierra Pacific Power Company826418BD6N/A$120,611.84
MERCEDES BENZ AUTO RECEIVABLES MBART 2015 1 A2B58772PAC2N/A$120,188.98
CHASE ISSUANCE TRUST CHAIT 2014 A6 A6161571GP3N/A$120,188.10
Marriott International Incorporated571903202MAR$120,037.73
ARIZONA ST SCH FACS BRD COPS AZSEDU 09/19 FIXED 2.37804057PJQ2N/A$120,024.69
TOYOTA AUTO RECEIVABLES OWNER TAOT 2015 C A2B89231TAC4N/A$119,962.61
Morgan Stanley Series Mtn617446H51N/A$119,769.24
ACTAVIS FUNDING SCS COMPANY GUAR 03/35 4.5500507UAT8N/A$118,677.10
Federal National Mortgage Association31393U4Q3N/A$117,962.58
NEWELL RUBBERMAID INC SR UNSECURED 04/21 3.15651229AU0N/A$117,936.67
Linear Technology Corporation535678106LLTC$117,921.59
FIFTH THIRD AUTO TRUST FITAT 2014 2 A331679KAD2N/A$117,628.91
Diageo PLC ADR25243Q205DEO$117,575.88
ALLY AUTO RECEIVABLES TRUST ALLYA 2015 1 A202006YAB1N/A$117,391.89
TIPS912810PS1N/A$117,321.36
TENCENT HOLDINGS LTD UNS ADR ADR88032Q109TCEHY$116,868.57
ORACLE CORP SR UNSECURED 07/24 3.468389XAU9N/A$116,818.47
NEWFIELD EXPLORATION CO SR UNSECURED 07/24 5.625651290AQ1N/A$116,475.50
Splunk Incorporated Common Stock848637104SPLK$116,305.48
U.S. Treasury Bond - Inflation Protected912810PV4N/A$115,975.77
VALMONT INDUSTRIES INC COMPANY GUAR 10/44 5920253AF8N/A$115,964.56
PETROLEOS MEXICANOS COMPANY GUAR 01/45 6.37571654QBR2N/A$115,633.51
Ww Grainger Incorporated384802104GWW$115,517.17
Honeywell International Incorporated438516106HON$115,474.60
The Goldman Sachs Group, Incorporated38141GGS7N/A$115,188.54
CARGILL INC SR UNSECURED 144A 03/17 1.9141781BA1N/A$114,838.44
Pebblebrook Hotel Trust Common Stock70509V100PEB$113,984.03
TOYOTA AUTO RECEIVABLES OWNER TAOT 2015 B A2B89237CAC5N/A$113,650.25
Federal National Mortgage Association31393EP37N/A$113,233.88
Palo Alto Networks Incorporated Common Stock Usd.0001697435105PANW$113,149.89
Liberty Global PLC A Common Stock Usd.01G5480U104LBTYA$112,928.77
ORACLE CORP SR UNSECURED 05/22 2.568389XBB0N/A$112,095.70
TEXAS ST A M UNIV SYS BRD OF TXSHGR 05/28 FIXED 3.10688213ADV4N/A$112,029.83
PETROLEOS MEXICANOS US GOVT GUAR 02/24 2.2971654QBP6N/A$111,971.11
FORD CREDIT AUTO OWNER TRUST FORDO 2014 A A334530HAC4N/A$111,967.76
Boston Properties Incorporated Fixed10112RAQ7N/A$111,634.36
WI Infl Idx N/b Fixed912828MF4N/A$111,578.16
Netflix, Incorporated64110L106NFLX$111,535.50
PACIFIC LIFECORP SR UNSECURED 144A 02/20 6694476AC6N/A$111,507.33
DELL EQUIPMENT FINANCE TRUST DEFT 2015 1 A2 144A24703BAB1N/A$111,118.21
NTT Docomo Npv612927905N/A$110,043.32
Simon Property Group Incorporated828806109SPG$110,029.00
Rockwell Collins Incorporated774341101COL$109,823.25
Red Hat, Incorporated756577102RHT$109,729.89
CHEVRON CORP SR UNSECURED 02/17 VAR166764AS9N/A$109,602.61
MASS INSTITUTE OF TECH UNSECURED 07/38 3.959575718AE1N/A$109,289.46
COLLEGE LOAN CORPORATION TRUST COLLE 2004 1 A4194262CE9N/A$109,142.05
HSBC USA INC SR UNSECURED 08/18 VAR40428HPW6N/A$109,110.13
FLORIDA GAS TRANSMISSION SR UNSECURED 144A 07/25 4.35340711AW0N/A$109,019.91
GS MORTGAGE SECURITIES TRUST GSMS 2013 GC12 AAB36197XAL8N/A$108,317.29
GS MORTGAGE SECURITIES TRUST GSMS 2013 GC10 AAB36192CAF2N/A$107,785.67
SUNTRUST AUTO RECEIVABLES TRUS STAT 2015 1A A2 144A86803VAB5N/A$107,769.63
Intl Consolidated Airlines Common Stock Eur.5B5M6XQ908IAG$106,933.82
BERKSHIRE HATHAWAY INC SR UNSECURED 03/23 2.75084670BR8N/A$106,892.20
Verisk Analytics, Incorporated92345Y106VRSK$106,365.96
TOTAL CAPITAL INTL SA COMPANY GUAR 01/24 3.789153VAG4N/A$105,796.35
France Telecom517617908ORA$105,710.51
Travelers CO Incorporated89417EAE9N/A$105,217.99
MORGAN STANLEY SUBORDINATED 04/27 3.9561761JZN2N/A$104,557.74
Lloyds Banking Group Plc Ord Gbp0.25087061008LLOY$103,931.03
COLUMBIA PIPELINE GROUP COMPANY GUAR 144A 06/18 2.45198280AA7N/A$103,742.16
Biogen Idec Incorporated09062X103BIIB$103,616.35
TRANS ALLEGHENY INTERSTA SR UNSECURED 144A 06/25 3.85893045AE4N/A$103,140.20
U.S. Bancorp Subordinated 2.9591159JAA4N/A$102,460.02
Conocophillips20825TAA5N/A$102,243.14
SANTANDER DRIVE AUTO RECEIVABL SDART 2015 4 A2B80284MAC4N/A$101,898.92
Olympus Corp Npv665880001N/A$101,195.92
VORNADO REALTY LP SR UNSECURED 06/19 2.5929043AH0N/A$100,638.22
SHELL INTERNATIONAL FIN COMPANY GUAR 05/25 3.25822582BD3N/A$100,610.28
HP ENTERPRISE CO SR UNSECURED 144A 10/17 2.4542824CAA7N/A$100,573.41
BERKSHIRE HATHAWAY FIN COMPANY GUAR 03/19 VAR084664CH2N/A$100,573.11
Actelion Chf0.5 (regd)(post Subd)B1YD5Q900ATLN$100,402.43
Roche Holding Limited AG711038901ROG$100,203.07
CAPITAL ONE MULTI ASSET EXECUT COMET 2014 A2 A214041NEP2N/A$100,126.50
HONDA AUTO RECEIVABLES OWNER T HAROT 2014 4 A343814JAC8N/A$99,883.33
AIG GLOBAL FUNDING SR SECURED 144A 12/17 1.6500138CAA6N/A$99,778.41
LOCKHEED MARTIN CORP SR UNSECURED 01/26 3.55539830BH1N/A$99,626.16
Union Pacific Corp907818DB1N/A$99,564.75
U.S. Treasury N/b912828A42N/A$99,294.67
CNH EQUIPMENT TRUST CNH 2014 B A312623PAC0N/A$99,291.21
SOUTHWESTERN ENERGY CO SR UNSECURED 01/25 4.95845467AL3N/A$99,118.00
FORD CREDIT AUTO OWNER TRUST FORDO 2014 B A334530KAB9N/A$98,792.74
US TREASURY N/B 02/21 2912828B90N/A$98,529.54
Zodiac Aerospace Npv729433904ZC$98,156.75
Parker Hannifin Corporation Series Mtn70109HAH8N/A$98,055.30
MAGELLAN MIDSTREAM PARTN SR UNSECURED 03/26 5559080AK2N/A$97,868.06
Imperial Tobacco Ord Gbp0.10045449907IMB$97,149.21
Whirlpool Corporation963320106WHR$96,832.70
Kohl's Corporation500255104KSS$96,811.23
Level 3 Communications Incorporated Common Stock Usd.0152729N308LVLT$96,610.20
TOWD POINT MORTGAGE TRUST TPMT 2015 6 A1 144A89172RAA3N/A$96,607.03
Union Pacific Corporation907818CZ9N/A$96,163.19
Biostime International Holdi Common Stock Hkd.01B4ZB3G901N/A$96,105.90
Unilever N.V.904784709UN$95,870.44
Teck Resources Ltd878744AA9N/A$95,799.93
ServiceMaster Global Holdings, Incorporated81761R109SERV$95,736.82
PIONEER NATURAL RESOURCE SR UNSECURED 01/26 4.45723787AM9N/A$95,589.34
FED HM LN PC POOL G07786 FG 08/44 FIXED 43128M96X5N/A$95,542.77
Alabama Power Company010392DZ8N/A$95,158.32
United Technologies Corp Sr Unsecured913017BV0N/A$95,124.84
Avalonbay Communities In Sr Unsecured 2.9505348EAQ2N/A$95,007.73
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2007 LDPX A1A46630JAD1N/A$94,992.06
Fortinet Incorporated Common Stock34959E109FTNT$94,905.06
TOYOTA AUTO RECEIVABLES OWNER TAOT 2014 B A389231RAC8N/A$94,686.46
Beiersdorf AG Npv510740905BEI$94,614.95
Kellogg Company487836BB3N/A$94,458.43
Under Armour, Incorporated904311107UA$93,942.32
ANADARKO PETROLEUM CORP SR UNSECURED 03/26 5.55032511BN6N/A$93,413.15
Hertz Global Holdings, Incorporated42805T105HTZ$92,517.08
Vertex Pharmaceuticals Incorporated92532F100VRTX$92,335.34
CHARLES SCHWAB CORP SR UNSECURED 07/18 2.2808513AJ4N/A$91,200.64
CATERPILLAR FINL SERVICE SR UNSECURED 11/18 1.814912L6M8N/A$91,142.82
Ecolab Inc.278865AK6N/A$91,016.84
Simon Property Group LP Sr Unsecured828807CJ4N/A$90,892.84
FNMA POOL AS6175 FN 11/45 FIXED 3.53138WF2H8N/A$90,868.47
Canadian Pacific Railway Limited13645T100CP$90,568.13
Cardinal Health Incorporated14149YAU2N/A$90,517.60
Diageo Capital PLC25243YAR0N/A$90,382.18
At+t Incorporated Sr Unsecured00206RBC5N/A$90,232.91
KRAFT HEINZ FOODS CO COMPANY GUAR 144A 06/17 1.6423074BB8N/A$90,216.91
Northrop Grumman Corporation Sr Unsecured 1.75666807BF8N/A$90,202.16
EXXON MOBIL CORPORATION SR UNSECURED 02/18 VAR30231GAS1N/A$90,192.99
Canadian National Railway Company136375BU5N/A$90,142.00
Abb Treasury Center Usa Fixed00038AAA1N/A$90,139.39
JOHNSON + JOHNSON SR UNSECURED 03/19 VAR478160BW3N/A$90,132.74
APPLE INC SR UNSECURED 05/17 0.9037833BB5N/A$90,066.65
ORACLE CORP SR UNSECURED 07/17 VAR68389XAT2N/A$90,038.59
PEPSICO INC SR UNSECURED 07/17 VAR713448CV8N/A$90,024.47
MERCK + CO INC SR UNSECURED 02/17 VAR58933YAN5N/A$89,986.17
Wpp PLC Common Stock Gbp.1B8KF9B904WPP$89,972.11
Sanofi S.A.567173901SAN$89,933.28
SOUTHERN CAL EDISON 1ST REF MORT 05/17 1.125842400GB3N/A$89,931.50
Sherwin-williams Company (the)824348AP1N/A$89,907.22
SHELL INTERNATIONAL FIN COMPANY GUAR 05/17 VAR822582BL5N/A$89,752.82
Akzo Nobel N.V.545831901AKZA$89,737.18
BEAR STEARNS COMMERCIAL MORTGA BSCMS 2007 PW16 A1A07388YAF9N/A$89,718.40
BANK OF NOVA SCOTIA SR UNSECURED 06/18 VAR064159GN0N/A$89,714.43
CISCO SYSTEMS INC SR UNSECURED 06/18 VAR17275RAY8N/A$89,711.37
TORONTO DOMINION BANK SR UNSECURED 07/18 VAR89114QB72N/A$89,709.03
MEDTRONIC INC COMPANY GUAR 03/20 VAR585055BJ4N/A$89,689.61
Praxair Incorporated Sr Unsecured74005PBC7N/A$89,599.15
STATE STREET CORP SR UNSECURED 08/20 VAR857477AR4N/A$89,516.51
BANK OF NY MELLON CORP SR UNSECURED 08/20 VAR06406HDE6N/A$89,514.35
HALLIBURTON CO SR UNSECURED 11/25 3.8406216BG5N/A$89,181.64
PROLOGIS LP COMPANY GUAR 11/25 3.7574340XBE0N/A$88,547.26
General Mills Incorporated370334BB9N/A$88,270.40
The Western Union Company959802109WU$87,567.39
NY + PRESBYTERIAN HOSPIT UNSECURED 08/45 4.024649322AA2N/A$87,207.36
Devon Energy Corporation25179M103DVN$86,496.05
Arm Holdings PLC Spons ADR ADR Npv042068106ARMH$86,018.97
Nitto Denko Corporation664180007N/A$85,936.81
General Electric Capital Corporation Series Mtn36962G3H5N/A$85,357.22
Florida Power Corporation341099CG2N/A$85,199.03
FED HM LN PC POOL S074893132J0F51N/A$85,149.29
Citrix Sytems, Incorporated177376100CTXS$84,880.60
U.S. Treasury Bond - Inflation Protected912828LA6N/A$84,267.31
Royal Dutch Shell plcB03MM4906RDSB$84,123.96
United Technologies Corporation913017109UTX$84,023.83
Burlington North Santa Fe Corporation12189TAY0N/A$83,829.76
Swiss Re Ltd Common StockACI00MQT5SREN$83,757.77
SANTANDER DRIVE AUTO RECEIVABL SDART 2015 3 A2A80284LAB8N/A$83,673.66
Tenaska Alabama Ii Pt Ser 144a88031NAA5N/A$83,128.15
Avalonbay Communities Incorporated Series Mtn05348EAM1N/A$83,077.94
QUALCOMM Incorporated747525103QCOM$82,493.98
FREDDIEMAC STRIP FHS 300 3003132HTK88N/A$82,482.29
Bae Systems Ord Gbp0.025026349902N/A$82,220.92
FNMA POOL AS5190 FN 06/45 FIXED 3.53138WEXU8N/A$82,208.53
Wesco International Incorporated95082P105WCC$81,688.81
US TREASURY N/B 02/23 1.5912828P79N/A$81,570.16
Wirecard AG Npv750892903WDI$81,440.18
Mondelez International Incorporated A Common Stock Npv609207105MDLZ$81,062.48
G-III Apparel Group, Limited36237H101GIII$80,603.77
CATERPILLAR FINANCIAL SE SR UNSECURED 11/23 3.7514912L5X5N/A$80,319.33
Cintas Corporation No 2 Fixed 2.8517252MAJ9N/A$80,214.95
Baidu, Incorporated, ADR056752108BIDU$80,058.28
ENTERGY MISSISSIPPI INC 1ST MORTGAGE 06/16 3.2529364NAQ1N/A$80,051.17
EATON CORP COMPANY GUAR 11/17 1.5278062AB0N/A$80,004.01
CHESTER CNTY PA CHE 05/16 FIXED 0.585165573B70N/A$79,946.38
ROYAL BANK OF CANADA SUBORDINATED 01/26 4.65780082AD5N/A$79,741.81
BURLINGTN NORTH SANTA FE SR UNSECURED 09/24 3.412189LAT8N/A$79,728.07
SBA Communications Corporation78388J106SBAC$79,652.38
Baker Hughes Incorporated057224107BHI$79,639.97
Tsy Infl Ix N/b 02/43 0.625912810RA8N/A$79,098.26
GE EQUIPMENT SMALL TICKET LLC GEEST 2014 1A A3 144A36163LAC4N/A$78,964.39
VOLVO FINANCIAL EQUIPMENT LLC VFET 2014 1A A3 144A92887FAC5N/A$78,552.79
Ball Corporation058498106BLL$78,429.39
JOHN DEERE OWNER TRUST JDOT 2014 A A347787VAC5N/A$78,291.40
Conn Light & Power Nu 5 Series A207597DW2N/A$77,902.51
Brinker International, Incorporated109641100EAT$77,554.19
FANNIE MAE FNR 2012 112 DA3136A84G2N/A$77,320.79
HSBC BANK PLCBYRPPW904N/A$77,220.17
GOLDMAN SACHS GROUP INC SUBORDINATED 10/25 4.2538141GVR2N/A$76,938.08
WESTAR ENERGY INC 1ST MORTGAGE 01/17 5.1595709TAB6N/A$76,826.16
CARMAX AUTO OWNER TRUST CARMX 2014 1 A314313QAC9N/A$76,385.39
THERMO FISHER SCIENTIFIC SR UNSECURED 02/22 3.3883556BH4N/A$76,360.63
Duke Realty LP26441YAW7N/A$76,334.58
UNIV OF NORTH CAROLINA NC AT C UNCHGR 12/36 FIXED 3.327914713P22N/A$76,318.12
GM FINANCIAL AUTOMOBILE LEASIN GMALT 2014 1A A3 144A361894AE8N/A$76,222.65
Weatherford Bermuda Company Guar94707VAC4N/A$76,078.62
Eli Lilly & Company532457108LLY$75,634.57
Herbalife LtdG4412G101HLF$75,407.67
JOHN DEERE CAPITAL CORP SR UNSECURED 01/19 VAR24422ETD1N/A$75,117.37
MERCEDES BENZ AUTO LEASE TRUST MBALT 2016 A A2A58768FAB2N/A$75,050.65
CAPITAL AUTO RECEIVABLES ASSET AFIN 2016 1 A2B13975NAH6N/A$74,968.61
Lowe's Companies, Incorporated548661107LOW$74,800.86
Mcdonalds Corporation58013MEB6N/A$74,785.27
VONOVIA SE COMMON STOCKBBJPFY900VNA$74,307.35
MarketAxess Holdings Incorporated57060D108MKTX$73,929.92
VENTAS REALTY LP COMPANY GUAR 02/25 3.592277GAE7N/A$73,854.93
FNMA POOL AL7081 FN 07/29 FIXED VAR3138EP2P8N/A$73,828.87
EOG Resources, Incorporated26875P101EOG$73,760.42
U.S. Treasury Bond - Inflation Protected912828JX9N/A$73,480.45
Dow Chemical Company260543103DOW$73,457.21
AvalonBay Communities Incorporated053484101AVB$73,405.80
Occidental Petroleum Corporation674599105OXY$73,368.07
FNMA POOL 310152 FN 02/44 FIXED VAR31374CQD1N/A$73,130.98
United States Treas Bds 02/40 Fixed912810QF8N/A$72,853.14
Time Warner Incorporated Company Guar887317AQ8N/A$72,621.81
WI Treasury Sec Fixed912810QP6N/A$72,468.87
Axalta Coating Systems LimitedG0750C108AXTA$72,393.90
Ono Pharmaceutical Jpy50666010004N/A$72,356.08
CANADIAN PACIFIC RR CO SR UNSECURED 02/25 2.913645RAS3N/A$72,257.25
Eni S.p.A714505906ENI$72,105.92
Proofpoint, Incorporated743424103PFPT$71,944.01
BANK OF THE WEST AUTO TRUST BWSTA 2015 1 A2B 144A065607AH6N/A$71,592.89
Public Storage Inc.74460D109PSA$71,590.22
Bank of America Na06051GEQ8N/A$71,560.20
U.S. Bancorp902973304USB$71,528.41
FED HM LN PC POOL V82211 FG 02/46 FIXED 3.53132L7N47N/A$70,956.38
Marathon Oil Corporation565849AD8N/A$70,899.00
Volkswagon Auto Lease Trust Vwalt 2014 A A392867QAD3N/A$70,781.72
UNITEDHEALTH GROUP INC SR UNSECURED 07/17 1.4591324PCK6N/A$70,337.19
NEW YORK LIFE GLOBAL FDG SECURED 144A 11/18 1.5564952WCB7N/A$70,108.98
ARIZONA ST SCH FACS BRD COPS AZSEDU 09/16 FIXED 0.94504057PJP4N/A$69,965.67
KeyCorp493267108KEY$69,545.93
Daimler AG552902900DAI$69,448.96
JPMORGAN CHASE + CO SR UNSECURED 03/21 2.5546625HQJ2N/A$69,289.10
Hilton Worldwide Holdings In Common Stock Usd.0143300A104HLT$69,180.23
AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2014 1 A303064LAC4N/A$68,958.72
HONDA AUTO RECEIVABLES OWNER T HAROT 2014 1 A343813JAC9N/A$68,889.44
MEDTRONIC INC COMPANY GUAR 03/22 3.15585055BR6N/A$68,716.13
FORD CREDIT AUTO OWNER TRUST/F FORDR 2016 1 A 144A34530UAA9N/A$68,464.33
PACIFICORP 1ST MORTGAGE 07/25 3.35695114CS5N/A$68,421.71
Acadia Healthcare Company, Incorporated, Common Stock00404A109ACHC$68,326.13
Ngk Insulators Jpy50661950006N/A$68,278.05
Magna International Incorporated?Cl A559222955MG$67,701.34
Taiwan Semiconductor Manufacturing Company Limited688910900N/A$67,017.72
Toyota Motor Corporation690064001N/A$65,998.83
U.S. Treasury N/b912828K25N/A$65,727.58
Reckitt Benckiser Group plcB24CGK904RB$65,626.14
ABBVIE INC SR UNSECURED 05/18 1.800287YAN9N/A$65,387.27
NISSAN AUTO RECEIVABLES OWNER NAROT 2014 A A365477PAC5N/A$65,367.90
GNMA21H030641N/A$65,248.72
FNMA POOL AT5892 FN 06/43 FIXED 33138WTRN8N/A$65,230.34
CITIGROUP INC SR UNSECURED 04/25 3.3172967JP7N/A$65,056.21
Gas Natural Sdg Eur1565042900GAS$64,973.32
Jp Morgan Chase & Company46625HGY0N/A$64,567.21
Charter Communication-a16117M305CHTR$64,555.99
HealthEquity, Incorporated, Common Stock42226A107HQY$64,549.04
TOYOTA AUTO RECEIVABLES OWNER TAOT 2014 A A389231MAC9N/A$64,473.60
CVS HEALTH CORP SR UNSECURED 07/22 3.5126650CK4N/A$64,215.59
HOWARD HUGHES MEDICAL IN SR UNSECURED 09/23 3.544266RAC1N/A$64,083.33
FED HM LN PC POOL V82126 FG 12/45 FIXED 3.53132L7LF4N/A$63,990.83
HYUNDAI AUTO RECEIVABLES TRUST HART 2014 A A344890RAC5N/A$63,879.01
RSP PERMIAN INC COMMON STOCK USD.0174978Q105RSPP$63,776.47
Avista Corp05379B107AVA$63,371.66
CIT EDUCATION LOAN TRUST CITEL 2005 1 A312556PAC1N/A$63,126.38
WellCare Health Plans, Incorporated94946T106WCG$62,939.54
Lockheed Martin Corporation539830109LMT$62,794.23
DEVON ENERGY CORPORATION SR UNSECURED 12/25 5.8525179MAV5N/A$62,635.53
Time Warner Cable Incorporated?Cl A88732J207TWC$62,546.16
INTERCONTINENTAL HOTELS GROU COMMON STOCK GBP.158055ACI08MBH9IHG$62,259.00
U.S. Treasury N/b912828P87N/A$62,257.52
On Assignment, Incorporated682159108ASGN$61,929.81
Time Warner Incorporated887317303TWX$61,858.75
Pernod Ricard Npv468232004RI$61,799.84
AMERICAN HONDA FINANCE SR UNSECURED 09/20 2.4502665WAZ4N/A$61,726.29
Loreal Eur0.2405780909OR$61,023.54
FNMA POOL AL7427 FN 12/44 FIXED VAR3138EQHD7N/A$60,675.92
Thermo Fisher Scientific Incorporated883556102TMO$60,543.24
CHIPPEWA VLY MI SCHS CPVSCD 05/17 FIXED 1.18170016YU7N/A$60,350.64
AMERICAN HONDA FINANCE SR UNSECURED 05/17 0.9502665WAV3N/A$59,963.14
GNMA II POOL MA2839 G2 05/45 FLOATING VAR36179REL9N/A$59,957.73
ITC HOLDINGS CORP SR UNSECURED 06/24 3.65465685AJ4N/A$59,957.64
BANK OF AMERICA CORP SUBORDINATED 04/25 3.9506051GFP9N/A$59,633.78
E.I. du Pont De Nemours & Company263534109DD$59,559.35
Mayo Clinic578454AB6N/A$59,444.34
BT Group plc309135903N/A$59,426.28
MORGAN STANLEY SR UNSECURED 07/25 46174468C6N/A$59,295.13
Super Micro Computer Incorporated86800U104SMCI$59,207.55
MILWAUKEE CNTY WI MLW 12/28 FIXED 6.84602245UM2N/A$59,187.29
Icon PLC Common Stock Eur.06G4705A100ICLR$59,053.78
NextEra Energy, Incorporated65339F101NEE$58,818.24
General Growth Properties370023103GGP$58,797.01
Grupo Televisa, S.A.B.40049J206TV$58,484.12
Western Alliance Bancorp957638109WAL$58,469.13
Equity Commonwealth Reit294628102EQC$58,340.00
WESTROCK CO COMMON STOCK96145D105WRK$58,314.78
Royal Caribbean Cruises LimitedV7780T103RCL$58,057.85
Boston Properties Incorporated101121101BXP$57,704.07
VERIZON COMMUNICATIONS SR UNSECURED 11/24 3.592343VCR3N/A$57,609.89
Sainsbury(j) Ord Gbp0.28571428 (post RecB019KW907SBRY$57,549.42
Canadian National Railway Company136375BM3N/A$57,434.37
BP CAPITAL MARKETS PLC COMPANY GUAR 02/24 3.81405565QCP1N/A$57,084.36
Newmont Mining Corporation651639106NEM$57,053.44
Ford Motor Company345370860F$56,793.97
Scholastic Corporation807066105SCHL$56,741.22
JOHNSON MATTHEY PLC COMMON STOCK GBP1.109245BZ4BQC900JMAT$56,729.41
CHUBB INA HOLDINGS INC COMPANY GUAR 11/22 2.87500440EAU1N/A$56,652.47
EMC Corporation268648102EMC$55,992.03
Fnma01F030645N/A$55,873.01
Sprouts Farmers Market, Incorporated85208M102SFM$55,859.57
Swedbank Ab Ser A Npv484652904SWEDA$55,762.85
Ally Master Owner Trust Amot 2012 5 A02005ACW6N/A$55,562.80
Ensco PLC Fixed29358QAA7N/A$55,555.98
MARSH + MCLENNAN COS INC SR UNSECURED 10/18 2.55571748AT9N/A$54,957.12
Talmer Bancorp Inc CL A Common Stock USD1.087482X101TLMR$54,782.04
US BANCORP SR UNSECURED 11/18 VAR91159HHF0N/A$54,519.96
Government National Mortgage Association36225AVT4N/A$54,137.14
Fiserv Incorporated Fixed 4.75337738AL2N/A$54,122.02
NOBLE CORP PLC COMMON STOCK USD.01G65431101NE$53,964.30
Generac Holdings Incorporated368736104GNRC$53,757.52
Great Western Bancorp Inc Common stock USD.01391416104GWB$53,616.44
The Goldman Sachs Group Incorporated38141GFG4N/A$53,578.01
Henkel AG + CO Kgaa Non Vtg Prf Npv507670909N/A$53,538.01
Target Corporation87612E106TGT$53,469.99
Employers Holdings Incorporated292218104EIG$53,299.63
Mentor Graphics Corporation587200106MENT$52,935.92
Ramco-gershenson Propertie751452202RPT$52,769.33
PARSLEY ENERGY INC CLASS A COMMON STOCK USD.01701877102PE$52,695.16
INOGEN INC COMMON STOCK USD.00145780L104INGN$52,632.34
Burlington Northern Santa Fe LLC12189LAL5N/A$52,404.71
Kimberly-Clark Corporation494368103KMB$52,384.06
Interxion Holding N.V. Common StockN47279109INXN$52,102.32
Stifel Financial Corpcommo860630102SF$51,676.05
BMW VEHICLE LEASE TRUST BMWLT 2014 1 A305579UAC7N/A$51,628.88
Morgan Stanley Sr Unsecured 4.7561747YDT9N/A$51,597.85
MORGAN STANLEY SR UNSECURED 10/24 3.761761JVL0N/A$51,597.19
VERIZON COMMUNICATIONS SR UNSECURED 08/46 4.86292343VCK8N/A$51,592.32
Phillips 66718546104PSX$51,417.93
Corporate Office Propertie22002T108OFC$51,373.35
BAE SYSTEMS HOLDINGS INC COMPANY GUAR 144A 10/24 3.805523UAK6N/A$51,182.16
Air Lease Corp Common Stock Usd.0100912X302AL$51,181.53
Total S.A.B15C55900FP$51,115.65
The Kroger Company501044101KR$51,106.98
Urban Outfitters Incorporated917047102URBN$50,985.41
CITIGROUP INC SUBORDINATED 06/25 4.4172967JT9N/A$50,901.10
FNMA POOL AL7884 FN 11/35 FIXED VAR3138EQXN7N/A$50,880.73
Privatebancorp Incorporated742962103PVTB$50,865.04
Sterling Bancorp/De Common Stock85917A100STL$50,827.39
Rockwell Automation Incorporated773903109ROK$50,821.13
APPLE INC SR UNSECURED 02/46 4.65037833BX7N/A$50,631.62
Callon Petroleum Company13123X102CPE$50,593.47
Highwoods Properties Inc431284108HIW$50,457.51
FNMA POOL AY8429 FN 08/45 FIXED 3.53138YNLK1N/A$50,446.69
Brit Amer Tobacco Ord Gbp0.25028758902BATS$50,435.58
KRAFT HEINZ CO/THE COMMON STOCK USD.01500754106KHC$50,405.40
Primerica Incorporated Common Stock74164M108PRI$50,327.63
VISA INC SR UNSECURED 12/17 1.292826CAA0N/A$50,254.58
BECTON DICKINSON AND CO SR UNSECURED 12/17 1.8075887BD0N/A$50,170.21
Bank of America Corporation Sr Unsecured 2.06051GET2N/A$50,167.11
AMERICAN HONDA FINANCE SR UNSECURED 02/19 VAR02665WBB6N/A$50,097.82
Roper Industries Incorporated Sr Unsecured 1.85776696AD8N/A$50,004.26
FNMA POOL AL8099 FN 05/43 FIXED VAR3138EQ7M8N/A$49,987.37
FED HM LN PC POOL Q38859 FG 02/46 FIXED 3.53132QVZZ7N/A$49,913.75
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 02/17 1.4544923QAH7N/A$49,898.35
XCEL ENERGY INC SR UNSECURED 06/17 1.298389BAQ3N/A$49,850.59
Envestnet, Incorporated29404K106ENV$49,823.67
LIBERTY PROPERTY LP SR UNSECURED 04/25 3.7553117CAR3N/A$49,743.12
AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2014 3 A02582JGU8N/A$49,711.66
Express Scripts Holding Company30219G108ESRX$49,516.64
GRIFOLS SA ADR ADR398438408GRFS$49,511.00
Quad Graphics Incorporated Common Stock747301109QUAD$49,249.13
Webster Financial Corp947890109WBS$49,232.02
Delhaize Group Npv426211009DELB$49,227.26
VALSPAR CORP/THE SR UNSECURED 02/25 3.3920355AH7N/A$49,211.82
IMAX Corporation45245E109IMAX$49,209.93
Fhlp Pool G152263128MEA35N/A$48,766.95
NEVRO CORP COMMON STOCK USD.00164157F103NVRO$48,681.59
Sk Telecom Krw500622487908N/A$48,655.97
Renasant Corp75970E107RNST$48,463.83
Dominion Resources Incorporated25746U109D$48,345.81
Bankunited Incorporated06652K103BKU$48,343.65
Thor Industries Inc885160101THO$48,338.95
U.S. Treasury Bond - Inflation Protected912828HN3N/A$48,333.83
The Spectranetics Corporation84760C107SPNC$48,316.47
Qlik Technologies Incorporated Common Stock74733T105QLIK$48,159.01
Renault (regie Nationale) Eur3.81471279901RNO$48,158.41
Caterpillar Incorporated149123101CAT$48,095.51
Swiss Life Holding AG Chf17(regd)743780900SLHN$48,054.62
Muenchener Rueckver AG529412900N/A$47,952.98
AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2013 5 A303065EAD7N/A$47,887.22
General Motors CO Common Stock Usd.0137045V100GM$47,667.66
Zurich Insurance Group Limited598381903ZURN$47,523.92
LVMH Eur0.30406141903MC$47,494.28
Randgold Resources Limited752344309GOLD$47,239.76
FED HM LN PC POOL Q39364 FG 03/46 FIXED 3.53132QWMN6N/A$47,005.71
Wabco Holdings Incorporated92927K102WBC$46,854.01
Scor S.e. Eur7.876972 (post Cons)B1LB9P906SCR$46,608.44
Nissan Motor CO Npv664286002N/A$46,491.64
Microsemi Corporation595137100MSCC$46,491.25
Blackrock Incorporated09247X101BLK$46,391.33
Credit Suisse Group AG717158901CSGN$46,310.15
Cirrus Logic Incorporated172755100CRUS$46,242.08
Select Medical Holdings Corp81619Q105SEM$46,190.33
XCERRA CORP COMMON STOCK USD.0598400J108XCRA$46,083.46
Telenet Grp Hldg NpvB0LKSK908TNET$45,887.43
Q2 Holdings Inc Common Stock74736L109QTWO$45,841.14
FNMA31418AJY5N/A$45,781.02
Impact Funding LLC 01/51 Var45257HAA5N/A$45,744.98
FIFTH THIRD AUTO TRUST FITAT 2014 1 A331679JAC7N/A$45,644.62
Chemtura Corp163893209CHMT$45,512.62
Monsanto Company61166W101MON$45,486.59
Darling International Incorporated237266101DAR$45,355.47
Capital Auto Receivables Asset Afin 2015 3 A1A 144A13974HAA5N/A$45,289.05
Halliburton Company406216101HAL$45,141.32
SPS Commerce, Incorporated78463M107SPSC$45,094.50
FedEx Corporation31428X106FDX$45,006.74
Tencent Holdings Limited Common StockBMMV2K903N/A$44,959.49
Schulman A Inc808194104SHLM$44,812.57
TORONTO DOMINION BANK COVERED 144A 03/21 2.258911457V0N/A$44,773.51
ALLY AUTO RECEIVABLES TRUST LE ALLYL 2014 SN1 A302006NAC3N/A$44,755.14
Lend Lease Group Npv651200008LLC$44,596.87
Autoliv, Inc.524737905ALIV$44,530.97
Brandywine Realty Trustrei105368203BDN$44,526.72
Apogee Enterprises, Inc.037598109APOG$44,397.74
Automatic Data Processing, Incorporated053015103ADP$44,283.52
Ventas Incorporated92276F100VTR$44,280.29
Rpc Incorporated749660106RES$44,253.17
Horace Mann Educators Corporation440327104HMN$44,220.20
FNMA POOL AL6996 FN 03/43 FIXED VAR3138EPX25N/A$44,055.74
FNMA POOL MA1865 FN 04/44 FIXED 4.531418BCB0N/A$43,967.16
WageWorks, Incorporated930427109WAGE$43,907.17
Baloise Hldgs Chf0.1 Regd712459908BALN$43,801.72
REPUBLIC OF SLOVENIA SR UNSECURED 144A 02/24 5.25831594AG1N/A$43,593.26
Ulta Salon Cosmetics & Fragrance Incorporated90384S303ULTA$43,553.15
Kindred Healthcare Inc494580103KND$43,415.21
Resona Holdings Incorporated Npv642155907N/A$43,271.79
U.S. Treasury Bond912810FQ6N/A$43,083.10
Siemens AG572797900SIE$43,001.73
Bancorpsouth Incorporated059692103BXS$42,965.26
Pinnacle Financial Partners72346Q104PNFP$42,940.42
Ligand Pharmaceuticals-cl B53220K504LGND$42,930.08
WORLDPAY GROUP PLC COMMON STOCK GBP.03BYYK2V904WPG$42,909.67
KITE REALTY GROUP TRUST REIT USD.0149803T300KRG$42,794.22
Bank of New York Mellon Corporation064058100BK$42,755.12
CYBERARK SOFTWARE LTD/ISRAEL COMMON STOCK ILS.01M2682V108CYBR$42,702.80
Argan Incorporated04010E109AGX$42,683.02
Jabil Circuit Incorporated466313103JBL$42,653.32
Portland General Electric Company736508847POR$42,440.24
New Aetna Inc00817Y108AET$42,383.30
Ascena Retail Group Incorporated04351G101ASNA$42,350.76
Verifone Holdings Incorporated92342Y109PAY$42,226.51
UNITED MEXICAN STATES SR UNSECURED 01/26 4.12591086QBG2N/A$42,215.25
Plexus Corporation729132100PLXS$42,097.18
Belden Cdt Incorporated077454106BDC$41,996.24
Cynosure Incorporated232577205CYNO$41,991.78
BASF SE Common Stock NPVACI0054Q2BAS$41,982.65
Natl Health Investors Inc63633D104NHI$41,946.33
Integrated Device Technology458118106IDTI$41,831.70
BANK OF AMERICA CORP SUBORDINATED 03/26 4.4506051GFU8N/A$41,775.91
FNMA POOL BC0206 FN 02/46 FIXED 3.53140EUGQ6N/A$41,540.95
General Dynamics Corporation369550108GD$41,462.84
FED HM LN PC POOL G60251 FG 10/45 FIXED 3.531335AH43N/A$41,269.51
ARRIS INTERNATIONAL PLC COMMON STOCK GBP.0001G0551A103ARRS$41,244.12
Morgan Stanley617446448MS$41,228.67
FCB FINANCIAL HOLDINGS CL A COMMON STOCK USD.00130255G103FCB$41,192.81
CISCO SYSTEMS INC SR UNSECURED 02/21 2.217275RBD3N/A$41,034.54
Carrizo Oil144577103CRZO$40,979.99
SLM STUDENT LOAN TRUST SLMA 2007 3 A378443YAC0N/A$40,890.37
American Axle & Manufacturing, Incorporated024061103AXL$40,741.85
Ucb Npv559699905UCB$40,623.33
General Mills Incorporated370334104GIS$40,560.95
Goldman Sachs Group Incorporated Sr Unsecured38141GRC0N/A$40,483.26
CHRYSLER CAPITAL AUTO RECEIVAB CCART 2014 AA A3 144A17119XAC3N/A$40,464.56
AstraZeneca PLC098952906AZN$40,447.28
Zoetis Incorporated98978V103ZTS$40,419.66
Umpqua Holdings Corporation904214103UMPQ$40,363.46
Cathay General Bancorp149150104CATY$40,328.61
Smurfit Kappa Group PLC Ord Eur0.001 (wi)B1RR82907SKG$40,158.97
Mizuho Financial Group, Incorporated, GB NPV659101901N/A$40,118.17
Metro AG ORD NPV504141904MEO$40,084.52
CITIGROUP INC SR UNSECURED 11/17 1.85172967JE2N/A$40,058.32
Callidus Software Incorporated13123E500CALD$39,953.21
Anheuser-Busch InBev475531901ABI$39,783.14
PPG Industries Incorporated693506107PPG$39,782.65
Parkway Properties Increit70159Q104PKY$39,764.88
Wintrust Financial Corporation97650W108WTFC$39,660.53
PNM Resources, Incorporated69349H107PNM$39,526.06
AT+T INC SR UNSECURED 05/25 3.400206RCN0N/A$39,471.50
El Paso Electric CO283677854EE$39,447.66
Capital One Financial Corporation14040H105COF$39,443.06
AVIS BUDGET RENTAL CAR FUNDING AESOP 2013 1A A 144A05377RBD5N/A$39,403.50
Cardtronics Incorporated Common Stock Usd.000114161H108CATM$39,348.73
ALLY AUTO RECEIVABLES TRUST ALLYA 2013 2 A302006MAC5N/A$39,314.59
Volkswagen AG549710903VOW$39,254.75
ANTHEM INC COMMON STOCK USD.01036752103ANTM$39,197.95
OUTERWALL INC COMMON STOCK USD.001690070107OUTR$38,975.50
McKesson Corporation58155Q103MCK$38,788.43
Northrop Grumman Corporation666807102NOC$38,640.56
Infinera Corporation45667G103INFN$38,320.76
GRIFOLS SA COMMON STOCK EUR.25BYY3DX906GRF$38,269.29
Motorcar Parts of America In620071100MPAA$38,071.69
Matsumotokiyoshi H NpvB249GC909N/A$37,891.67
EQUINIX INC REIT USD.00129444U700EQIX$37,858.89
Emerson Electric Company291011104EMR$37,738.37
Agnico-Eagle Mines Limited008474108AEM$37,621.18
Carnival PLC Ord Usd1.66312152903CCL$37,452.24
Asbury Automotive Group043436104ABG$37,405.28
Axa Eur2.29708842901CS$37,247.34
FED HM LN PC POOL G15401 FG 04/30 FIXED 3.53128MEGJ4N/A$37,179.81
The Travelers Companies Incorporated89417E109TRV$37,148.79
ExamWorks Group, Incorporated30066A105EXAM$37,078.12
Gsms_11-gc536191YAZ1N/A$36,907.89
Mediaset Eur0.52507794907MS$36,856.90
Federal National Mortgage Association31417EEQ0N/A$36,723.99
FERROGLOBE PLC COMMON STOCK USD7.5G33856108GSM$36,682.47
Challenger Fin Ser Npv672630902CGF$36,589.89
Enel SPA714456902ENEL$36,541.47
BERKSHIRE HATHAWAY INC SR UNSECURED 03/26 3.125084670BS6N/A$36,508.92
Ericsson(lm)tel Ser B Npv595937905ERICB$36,493.44
Mitsubishi UFJ Financial Group, Incorporated633517909N/A$36,438.37
Sumitomo Mitsui Group656302908N/A$36,426.37
Pioneer Natural Resources Company723787107PXD$36,363.50
Stryker Corporation863667101SYK$36,272.59
Federal Home Loan Mortgage Company3133TMFZ4N/A$36,201.10
Illinois Tool Works Incorporated452308109ITW$36,190.17
Paycom Software, Incorporated70432V102PAYC$36,150.58
KT&G Corporation617507900N/A$36,029.83
Rent-A-Center Incorporated76009N100RCII$35,969.05
Anadarko Petroleum Corporation032511107APC$35,967.50
Mitsubishi Gas Chm Npv659692008N/A$35,853.61
CITIGROUP INC SUBORDINATED 09/27 4.45172967KA8N/A$35,810.78
Hff Incorporated Class A40418F108HF$35,603.45
Exelon Corporation30161N101EXC$35,597.23
FORD CREDIT FLOORPLAN MASTER O FORDF 2015 2 A234528QDX9N/A$35,597.15
Japan Airlines Company, LimitedB8BRV4909N/A$35,371.59
TENN VALLEY AUTHORITY SR UNSECURED 09/24 2.875880591ER9N/A$35,356.71
Wi Treasury Sec912810RJ9N/A$35,334.75
LyondellBasell Industries N.V.N53745100LYB$35,300.94
Chart Industries, Incorporated16115Q308GTLS$35,257.58
APPLE INC SR UNSECURED 02/21 2.25037833BS8N/A$35,223.28
PETROLEOS MEXICANOS US GOVT GUAR 12/25 2.4671654QBY7N/A$35,203.05
American Electric Power Company, Incorporated025537101AEP$35,184.33
Centrica Ord Gbp0.0617284B033F2900CNA$35,164.97
Kbr Incorporated48242W106KBR$35,097.25
Cme Incorporated Class A12572Q105CME$35,075.37
Federal Home Loan Mortgage Company02R032661N/A$35,047.93
Clark County Nevada Arpt Rev Bond18085PMT8N/A$34,986.15
JPMORGAN CHASE + CO SR UNSECURED 04/26 3.346625HQW3N/A$34,980.07
U.S. Treasury N/b912828WD8N/A$34,852.80
Oxford Industries691497309OXM$34,778.35
Prudential Financial Incorporated744320102PRU$34,757.27
FORD CREDIT AUTO OWNER TRUST/F FORDR 2014 1 A 144A34530MAA7N/A$34,739.67
Yahoo! Incorporated984332106YHOO$34,599.60
ING Groep Nv Cva Eur0.24715418901INGA$34,321.65
Bayerische Motoren Werke AG Eur1575602909BMW$34,287.16
ALLY AUTO RECEIVABLES TRUST LE ALLYL 2014 SN2 A2B02006UAC7N/A$34,255.23
Pacira Pharmaceuticals Incorporated695127100PCRX$34,248.76
Marsh & Mclennan Cos Incorporated571748102MMC$34,191.11
SS&C Technologies Holdings, Incorporated78467J100SSNC$33,970.39
Sumitomo Corporation685894008N/A$33,896.43
Goldcorp Incorporated (GG)380956409GG$33,771.67
Bk Hapoalim Bm Ils1607580909POLI$33,728.68
SLM STUDENT LOAN TRUST SLMA 2004 10 A6A 144A78442GNG7N/A$33,680.86
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2011 C4 A3 144A46636DAE6N/A$33,670.75
Denki Kagaku Kogyo Npv630982007N/A$33,576.74
LENDINGTREE INC COMMON STOCK USD.0152603B107TREE$33,459.32
Incyte Corp.45337C102INCY$33,340.55
FED HM LN PC POOL G15764 01/31 3.53128METV3N/A$33,316.95
FED HM LN PC POOL G60118 FG 06/45 FIXED 3.531335ADX3N/A$33,257.99
Teva Pharma Ind Ils0.1 (post Cons)688217900TEVA$33,196.74
UBS GROUP FUNDING COMPANY GUAR 144A 04/21 390351DAD9N/A$33,191.79
Nxstage Medical Incorporated67072V103NXTM$33,102.29
METALDYNE PERFORMANCE GROUP COMMON STOCK USD.00159116R107MPG$33,069.74
ALLY MASTER OWNER TRUST AMOT 2014 5 A102005AEQ7N/A$33,033.57
IAC/InterActive Corporation44919P508IAC$33,012.14
PHYSICIANS REALTY TRUST REIT USD.0171943U104DOC$33,003.19
FNMA POOL AS6283 FN 12/45 FIXED 43138WF6V3N/A$32,986.75
KDDI Corporation624899902N/A$32,859.07
HEWLETT PACKARD ENTERPRIS COMMON STOCK USD.0142824C109HPE$32,841.39
Clubcorp Holdings Inc Common Stock Usd.0118948M108MYCC$32,681.68
Old Mutual PLC Common Stock Gbp.142857B77J08909OML$32,619.44
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 B A2A 144A78448QAB4N/A$32,606.61
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 1 A313975KAC3N/A$32,548.14
Berkeley Gp Hldgs Ord Gbp0.05B02L3W908BKG$32,523.14
Boliden Ab (post Split) Npv (post Split)B1XCBX901BOL$32,419.25
Sabra Healthcare Reit Incorporated78573L106SBRA$32,315.79
SLM STUDENT LOAN TRUST SLMA 2012 D A2 144A78447CAB6N/A$32,271.63
U.S. Treasury Bond - Inflation Protected912828GX2N/A$32,204.23
3i Group Ord Gbp0.738636B1YW44908III$32,092.55
Gdf Suez Eur1B0C2CQ902ENGI$31,929.61
Sunstone Hotel867892101SHO$31,791.92
PG&E Corporation69331C108PCG$31,759.00
Essendant Inc Common Stock USD.1296689102ESND$31,720.26
Gentherm Incorporated37253A103THRM$31,686.54
WCI Communities Inc Common Stock92923C807WCIC$31,675.88
Erp Operating LP26884AAX1N/A$31,564.87
FNMA POOL AL7333 FN 06/35 FIXED VAR3138EQEF5N/A$31,500.04
Dbubs Mortgage Trust Dbubs 2011 Lc2a A4 144a23305XAD3N/A$31,355.87
FNMA POOL AB9551 FN 06/43 FIXED 331417GTH9N/A$31,297.42
Marubeni Corp Npv656946001N/A$31,275.03
Cerus Corp157085101CERS$31,243.84
CROWN CASTLE INTL CORP REIT USD.0122822V101CCI$31,153.98
Alexander + Baldwin Incorporated Common Stock014491104ALEX$31,149.69
Exxon Mobil Corporation Sr30231GAP7N/A$31,114.11
Murray St Inv Trust I Company Guar Var62718QAA3N/A$31,078.55
SKANDINAVISKA ENSKILDA SR UNSECURED 144A 11/20 2.62583051GAE8N/A$31,014.81
DBS Group Holdings617520903DBS$30,998.45
SLM STUDENT LOAN TRUST SLMA 2007 2 A478443XAD0N/A$30,857.06
FED HM LN PC POOL G15706 FG 12/30 FIXED 3.53128MER37N/A$30,844.85
FNMA POOL MA1966 FN 06/44 FIXED 4.531418BFG6N/A$30,789.95
Barratt Devel Ord Gbp0.10008118002BDEV$30,693.79
Federal National Mortgage Association313586RC5N/A$30,661.82
UBS Group Ag Reg Common Stock Chf.1ACI09N1W4UBSG$30,633.93
Tutor Prini Corporation901109108TPC$30,511.16
ANHEUSER BUSCH INBEV FIN COMPANY GUAR 02/21 2.65035242AJ5N/A$30,502.37
Synchronoss Technologies Incorporated87157B103SNCR$30,500.29
Delek U.S. Holdings Incorporated246647101DK$30,470.26
APPLE INC SR UNSECURED 02/19 1.7037833BQ2N/A$30,436.45
LOCKHEED MARTIN CORP SR UNSECURED 11/18 1.85539830BJ7N/A$30,320.69
Anheuser Busch Inbev Fin Company Guar035242AN6N/A$30,276.21
UNITEDHEALTH GROUP INC SR UNSECURED 02/19 1.791324PCT7N/A$30,227.56
Air Products & Chemicals Incorporated009158106APD$30,169.04
CHEVRON CORP SR UNSECURED 11/17 1.344166764BC3N/A$30,147.48
AMERICAN HONDA FINANCE SR UNSECURED 12/17 1.5502665WAQ4N/A$30,129.19
Cadence Design Systems Incorporated127387108CDNS$30,100.44
CISCO SYSTEMS INC SR UNSECURED 02/18 VAR17275RAZ5N/A$30,052.13
SAINT PAUL MN HSG REDEV AUTH STPHSG 07/16 FIXED 1.041792905DK4N/A$29,993.68
Adeptus Health Inc Class A Common Stock Usd.01006855100ADPT$29,956.81
Detour Gold Corp Common Stock250669959DGC$29,955.99
PRA Group, Incorporated69354N106PRAA$29,891.10
United Natural Foods Incorporated911163103UNFI$29,840.63
Itochu Corp Npv646780007N/A$29,579.02
BNP Paribas Eur2730968906BNP$29,573.44
FNMA POOL AU6704 FN 10/43 FIXED 43138X6NW1N/A$29,489.81
SLM STUDENT LOAN TRUST SLMA 2005 5 A478442GPQ3N/A$29,421.97
Michelin(cgde) Eur2(regd)458836004ML$29,391.33
Jbs SA Common Stock NpvB1V74X902N/A$29,359.96
INC RESEARCH HOLDINGS INC A COMMON STOCK USD.0145329R109INCR$29,336.89
Humana Incorporated444859102HUM$29,276.91
Yokohama Rubber CO Npv698646007N/A$29,228.46
FNMA POOL AL2631 FN 11/42 FLOATING VAR3138EJ4R6N/A$29,227.02
FREDDIEMAC STRIP FHS 271 303128HXTR6N/A$29,217.57
New Jersey State Tpk Auth Revenue646139X83N/A$29,209.51
Maeda Road Const Npv655472009N/A$29,208.74
Babcock Intl Group Gbp0.60096970900BAB$29,202.11
Tata Motors Ltd876568502TTM$29,133.29
Host Marriott Corp.44107P104HST$29,079.71
AT+T INC SR UNSECURED 06/22 300206RCM2N/A$29,056.08
Calsonic Corp Jpy50663984003N/A$29,014.57
George Fischer AG Chf50(regd)434178000N/A$29,011.47
Kemper Corp Common Stock Usd.1488401100KMPR$28,979.95
Valiant Holding AG Chf.5(reg D)751789900VATN$28,930.32
Pegatron Corp Common StockACI003EU7N/A$28,902.78
Avid Technology Incorporated05367P100AVID$28,884.50
Central Glass CO Npv618430003N/A$28,846.78
National Cinemedia Incorporated635309107NCMI$28,845.26
Intuit Incorporated461202103INTU$28,824.26
Aflac Incorporated001055102AFL$28,616.20
MORGAN STANLEY SR UNSECURED 06/20 2.861761JB32N/A$28,501.27
Credit Agricole SA Eur3726261902ACA$28,427.79
Marine Harvest Asa Nok0.75B02L48900MHG$28,410.48
Teradyne Incorporated880770102TER$28,384.01
GNMA II POOL MA3522 G2 03/46 FIXED 436179R4F3N/A$28,357.25
Mead Johnson Nutrition Corporation582839106MJN$28,335.59
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 A A2A 144A78448PAB6N/A$28,331.36
FREDDIE MAC FHR 4425 A3137BG3L1N/A$28,251.10
CITIGROUP INC SR UNSECURED 08/17 1.55172967HY0N/A$28,182.79
BB&T Corporation054937107BBT$28,018.81
Mediobanca SpA Eur0.5457481000MB$27,997.75
CAPITAL AUTO RECEIVABLES ASSET AFIN 2016 1 A2A13975NAB9N/A$27,925.35
Veeco Instruments Incorporated922417100VECO$27,925.29
eBay Incorporated278642103EBAY$27,920.03
FNMA POOL AS6656 FN 02/46 FIXED 3.53138WGME1N/A$27,816.61
Mondi Ord Gbp0B1CRLC906MNDI$27,808.64
LUKOIL PJSC SPON ADR ADR RUB.02569343P105LUKOY$27,767.52
SUPERVALU Incorporated868536103SVU$27,725.08
PPL Corporation69351T106PPL$27,682.38
TRADE MAPS LTD MAPS1 2013 1A A 144A89253UAA8N/A$27,661.93
FNMA POOL AY1859 FN 01/45 FLOATING VAR3138YFB52N/A$27,530.40
The Allstate Corporation020002101ALL$27,501.23
Lithia Motors Inc-cl A536797103LAD$27,484.68
TIPS912828SQ4N/A$27,440.29
Boston Scientific Corporation101137107BSX$27,368.01
Isuzu Motors Limited646710004N/A$27,356.27
FNMA POOL AL8187 FN 01/44 FIXED VAR3138ETCZ7N/A$27,352.34
HSBC HOLDINGS PLC SR UNSECURED 03/21 3.4404280AV1N/A$27,330.46
Customers Bancorp Incorporated Common Stock23204G100CUBI$27,303.00
Diageo PLC023740905DGE$27,283.87
Johnson Controls Incorporated478366107JCI$27,259.43
Skyworth Digital Hkd0.10622882900N/A$27,250.53
Adeka Corporation Npv605490002N/A$27,132.02
Koninklijke Ahold NV Common Stock EUR.01ACI081R62AH$27,083.70
Stada Arzneimittel Ord Npv(regd)538675901SAZ$27,030.52
GOLDMAN SACHS GROUP INC SR UNSECURED 02/21 2.87538143U8F1N/A$27,001.37
Easyjet PLC Common Stock Gbp.728571B7KR2P906EZJ$26,996.50
HOME DEPOT INC SR UNSECURED 04/21 2437076BL5N/A$26,982.89
Picc Property + CA H Cny1670625904N/A$26,873.34
Redrow Ord Gbp0.10072823909RDW$26,870.88
ZOE S KITCHEN INC COMMON STOCK USD.0198979J109ZOES$26,832.32
GlaxoSmithKline PLC092528900GSK$26,817.98
CSX Corporation126408103CSX$26,762.35
Steel Dynamics, Incorporated858119100STLD$26,696.41
American Airlines Group Incorporated02376R102AAL$26,685.43
AMN Healthcare Services, Incorporated001744101AHS$26,649.51
Hub Group Incorporated-Cl A443320106HUBG$26,647.45
Church & Dwight Company, Incorporated171340102CHD$26,645.67
FED HM LN PC POOL U49047 FG 08/30 FIXED 3.53132LKAY6N/A$26,610.13
FREDDIE MAC FHR 4227 AB3137B3A65N/A$26,579.79
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 C A2A 144A78448RAB2N/A$26,576.58
WELLTOWER INC REIT USD1.095040Q104HCN$26,572.56
Marks + Spencer Gp Ord Gbp0.25312748908MKS$26,523.96
Deutsche Bank AG Ord Npv (regd)575035902DBK$26,486.33
Sysco Corporation871829107SYY$26,477.35
Sempra Energy816851109SRE$26,474.58
Beazer Homes Usa Incorporated07556Q881BZH$26,447.98
Weyerhaeuser Company962166104WY$26,389.33
Waste Management Incorporated94106L109WM$26,386.69
Evercore Partners Incorporated?Cl A29977A105EVR$26,296.56
CHEVRON CORP SR UNSECURED 03/18 1.365166764AV2N/A$26,223.10
North Texas Tollway Build America Bonds66285WFB7N/A$26,080.80
2U INC COMMON STOCK USD.00190214J101TWOU$26,069.02
FED HM LN PC POOL U95013 FG 06/42 FIXED 4.53132H5AP3N/A$26,013.09
AutoZone, Incorporated053332102AZO$25,968.56
KRAFT HEINZ FOODS CO COMPANY GUAR 144A 07/20 2.8423074AZ6N/A$25,928.57
Teliasonera Ab Sek3.2597838903TLSN$25,922.48
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 2 A4139738AE8N/A$25,908.39
ONTARIO (PROVINCE OF) SR UNSECURED 01/19 1.62568323ADK7N/A$25,873.22
CONNECTONE BANCORP INC COMMON STOCK20786W107CNOB$25,842.96
Applied Materials Incorporated038222105AMAT$25,842.59
Dongfeng Motor Grp CO Ltd H Common Stock Cny1.0B0PH5N900N/A$25,834.94
GNMA II POOL MA3183 G2 10/45 FLOATING VAR36179RRC5N/A$25,792.06
SYNCHRONY FINANCIAL COMMON STOCK USD.00187165B103SYF$25,787.33
Public Service Enterprise744573106PEG$25,761.34
Illumina Inc452327109ILMN$25,715.06
VOLKSWAGEN INTL FIN NV COMPANY GUAR 144A 11/16 1.125928670AW8N/A$25,685.17
The Hershey Company427866108HSY$25,668.37
FNMA POOL AS5586 FN 08/45 FIXED 3.53138WFF43N/A$25,662.65
Alstom Eur7B0DJ8Q909ALO$25,636.21
Onebeacon Insurance Group LimitedG67742109OB$25,633.56
Maximus Incorporated577933104MMS$25,632.66
CREST NICHOLSON HOLDINGS COMMON STOCK GBP.05B8VZXT902CRST$25,631.86
FNMA POOL BA4778 FN 01/46 FIXED 3.53140E9JY3N/A$25,628.04
Houghton Mifflin Harcourt Co Common Stock Usd.0144157R109HMHC$25,626.04
Copart Incorporated217204106CPRT$25,458.45
Trueblue Incorporated89785X101TBI$25,403.06
Ross Stores Incorporated778296103ROST$25,304.04
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 4 A313974LAC2N/A$25,298.03
Edison International Common281020107EIX$25,274.98
Hashemite Kingdom Of Jor US Govt Guar418097AE1N/A$25,261.49
HABIT RESTAURANTS INC/THE A COMMON STOCK USD.0140449J103HABT$25,222.31
HUBSPOT INC COMMON STOCK USD.001443573100HUBS$25,185.14
Yue Yuen Indl Hldg Hkd0.25658653902N/A$25,140.83
American Equity Investment025676206AEL$25,123.12
FED HM LN PC POOL Q39180 FG 03/46 FIXED 43132QWFW4N/A$25,112.46
Kentucky Housing Corporation49130P4M3N/A$25,102.58
Corning Incorporated219350105GLW$25,085.59
CBS Corporation124857202CBS$25,075.55
FNMA POOL AZ2288 FN 06/45 FIXED 43138YTRJ5N/A$25,012.98
EXXON MOBIL CORPORATION SR UNSECURED 03/21 2.22230231GAV4N/A$24,995.19
Deere & Company244199105DE$24,886.95
China Railway Cons H Cny1B2PFVH904N/A$24,883.12
SVENSKA HANDELSBANKEN AB COMPANY GUAR 03/21 2.4586960BAL6N/A$24,855.06
FNMA POOL AW4313 FN 01/42 FIXED 43138XTYK5N/A$24,814.79
NAVIENT STUDENT LOAN TRUST NAVSL 2016 AA A2A 144A63939NAB9N/A$24,778.90
Aviva PLC Ord Gbp0.25021623004N/A$24,686.63
Indl Bank of Korea Krw5000646297903N/A$24,676.98
Fiserv Incorporated337738108FISV$24,676.95
Aozora Bank Ltd Jpy50B1G185909N/A$24,572.14
ABBVIE INC SR UNSECURED 05/20 2.500287YAT6N/A$24,565.87
RIO TINTO FIN USA LTD COMPANY GUAR 06/25 3.75767201AS5N/A$24,529.79
FNMA POOL AL7549 FN 10/45 FIXED VAR3138EQL75N/A$24,527.86
Fleetmatics Group PLC Common StockG35569105FLTX$24,451.67
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 A A2B 144A78448PAC4N/A$24,343.59
ROYAL BANK OF CANADA COVERED 03/21 2.3780082AE3N/A$24,335.69
BARCLAYS AFRICA GROUP LTD COMMON STOCK ZAR2.0B844WD907BGA$24,287.69
Baxter International Incorporated071813109BAX$24,286.38
Consolidated Edison Incorporated209115104ED$24,273.80
Croda Intl Ord Gbp0.10023352008CRDA$24,256.64
FNMA POOL AB1960 FN 12/40 FIXED 431416XFA3N/A$24,206.40
SANTANDER UK GROUP HLDGS SR UNSECURED 10/20 2.87580281LAC9N/A$24,161.88
Yara International Nok1.70775125909YAR$24,139.62
L Brands Incorporated Common Stock Usd.5501797104LB$24,134.12
FORD CREDIT AUTO OWNER TRUST FORDO 2016 A A2A34531PAB7N/A$24,122.49
FORD CREDIT FLOORPLAN MASTER O FORDF 2016 1 A234528QEP5N/A$24,067.98
Tsumura + CO Jpy50690691001N/A$24,048.27
TSY INFL IX N/B 02/46 1912810RR1N/A$24,037.24
Essent Group Ltd Common Stock Usd.015G3198U102ESNT$23,976.26
ROYAL MAIL PLC COMMON STOCK GBP.01BDVZYZ906RMG$23,960.80
WEA FINANCE LLC/WESTFIEL COMPANY GUAR 144A 10/20 3.2592890HAE2N/A$23,867.81
Slm Student Loan Trust Slma 2004 3 A578442GLH7N/A$23,858.13
Mitie Group Gbp0.025046574901MTO$23,822.79
EXXON MOBIL CORPORATION SR UNSECURED 03/46 4.11430231GAW2N/A$23,686.71
THAI OIL PCL COMMON STOCK THB10. LB0300P901TOP$23,649.05
JPN BANK FOR INT L COOP GOVT GUARANT 05/20 1.75471048AN8N/A$23,487.50
Argo Group International Holdings, LimitedG0464B107AGII$23,330.19
Archer-daniels-midland Company039483102ADM$23,325.87
China Petroleum & Chemical Corporation629181900N/A$23,321.70
Bellway Ord Gbp0.125009049909BWY$23,308.70
Thales Eur3416279008HO$23,278.07
CRED SUIS GP FUN LTD COMPANY GUAR 144A 12/20 3.125225433AJ0N/A$23,276.92
APPLE INC SR UNSECURED 02/23 2.85037833BU3N/A$23,276.57
AVIS BUDGET RENTAL CAR FUNDING AESOP 2016 1A A 144A05377RCD4N/A$23,245.80
Zeltiq Aesthetics Incorporated Common Stock Usd.00198933Q108ZLTQ$23,245.63
WM Morrison Supermarkets plc060431004MRW$23,213.69
PTC Incorporated69370C100PTC$23,144.01
ALLY MASTER OWNER TRUST AMOT 2014 4 A202005AEK0N/A$23,137.52
Dic Corporation Npv625082003N/A$23,131.98
Federal National Mortgage Association31418AMB1N/A$23,047.89
FNMA POOL AB7424 FN 12/42 FIXED 331417EHA2N/A$23,031.12
WM WRIGLEY JR CO SR UNSECURED 144A 10/20 3.375982526AQ8N/A$23,021.94
Treasury Bill 04/16 0.00000912796GH6N/A$22,997.06
HP INC COMMON STOCK USD.0140434L105HPQ$22,954.62
UNITEDHEALTH GROUP INC SR UNSECURED 03/26 3.191324PCV2N/A$22,930.89
Xcel Energy Incorporated98389B100XEL$22,904.46
PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 07/20 3.2709599AU8N/A$22,889.80
Csr Limited Npv623864006CSR$22,853.00
Rio Tinto Limited Npv622010007RIO$22,831.51
SPORTSMAN S WAREHOUSE HOLDIN COMMON STOCK USD.0184920Y106SPWH$22,772.00
Smith (A.O.) Corporation831865209AOS$22,768.18
WESTJET AIRLINES LTD COMMON STOCK960410983N/A$22,767.29
Discover Financial Services254709108DFS$22,758.89
CSAIL COMMERCIAL MORTGAGE TRUS CSAIL 2015 C4 ASB12635RAY4N/A$22,742.16
Hannover Rueckvers Ord Npv(regd)451180905N/A$22,729.55
CHEVRON CORP SR UNSECURED 03/22 2.411166764AT7N/A$22,696.96
CAPITAL AUTO RECEIVABLES ASSET AFIN 2016 1 A313975NAC7N/A$22,688.66
Los Angeles Calif Community College District54438CPA4N/A$22,681.09
FNMA POOL BC4421 FN 03/46 FIXED 43140EY4F5N/A$22,670.30
Banco Santander SA570594903SAN$22,667.79
AT+T INC SR UNSECURED 01/25 3.9500206RDD1N/A$22,632.26
Grand Canyon Education Incorporated38526M106LOPE$22,607.41
Kyorin CO Ltd NpvB0YZFP904N/A$22,570.08
FNMA POOL AB0335 FN 01/20 FIXED 4.531416VLR3N/A$22,534.20
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2014 C20 A546642CBJ8N/A$22,480.18
Cornerstone Ondemand Incorporated Common Stock21925Y103CSOD$22,475.14
Tietoenator Oyj Ord Npv547970905N/A$22,472.45
UBS GROUP FUNDING COMPANY GUAR 144A 04/26 4.12590351DAF4N/A$22,470.48
Camden Property133131102CPT$22,446.91
TENN VALLEY AUTHORITY SR UNSECURED 09/65 4.25880591ES7N/A$22,331.44
OSI Systems, Incorporated671044105OSIS$22,272.11
Cimarex Energy Company171798101XEC$22,240.75
AGL ENERGY LTD COMMON STOCKBSS7GP901AGL$22,196.45
Slm Student Loan Trust Slma 2013 B A2a 144a78447VAB4N/A$22,190.10
Cfcre Commercial Mortgage Trus Cfcre 2011 C1 A4 144a12527EAD0N/A$22,181.28
Bendigo And Adelaide Bank Ltd Npv609128905BEN$22,173.29
Spectra Energy Corp847560109SE$22,172.69
Goldman Sachs Capital Ii381427AA1N/A$22,134.27
LAZARD GROUP LLC SR UNSECURED 02/25 3.7552107QAG0N/A$22,016.42
QTS REALTY TRUST INC CL A REIT USD.0174736A103QTS$21,991.71
Aegon Nv Eur0.12592737902AGN$21,986.52
Repligen Corp759916109RGEN$21,970.86
Acxiom Corporation005125109ACXM$21,859.30
SLM STUDENT LOAN TRUST SLMA 2006 3 A578442GSD9N/A$21,799.68
Bangchak Petroleum Pub For Common Stock Thb1. A607959905N/A$21,779.87
PERRIGO FINANCE UNLIMITE COMPANY GUAR 03/26 4.37571429MAB1N/A$21,773.27
SLM STUDENT LOAN TRUST SLMA 2005 6 A678442GPY6N/A$21,743.07
Qantas Airways Npv671034908QAN$21,655.95
SVB Financial Group78486Q101SIVB$21,637.18
FNMA POOL AB9048 FN 04/43 FIXED 3.531417GBS4N/A$21,624.80
Port Auth of New York + New Je Portrn 10/62 Fixed73358WJA3N/A$21,573.65
Ddr Corp23317HAA0N/A$21,537.23
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 B A2B 144A78448QAC2N/A$21,528.78
GENERAL MOTORS FINL CO COMPANY GUAR 03/21 4.237045XBF2N/A$21,340.49
Bank of America Corporation060505DH4N/A$21,333.67
California State Build America Bonds13063BJC7N/A$21,315.32
AVIS BUDGET RENTAL CAR FUNDING AESOP 2012 3A A 144A05377RBB9N/A$21,281.23
CALIFORNIA REPUBLIC AUTO RECEI CRART 2016 1 A313057BAC4N/A$21,280.54
Marathon Petroleum Corporation56585A102MPC$21,232.75
Omv AG Npv(var)465145001OMV$21,178.26
Government National Mortgage Association36203WNP9N/A$21,136.86
Federal National Mortgage Association31418AK72N/A$21,133.35
RINGCENTRAL INC CLASS A COMMON STOCK USD.000176680R206RNG$21,091.15
Tyson Foods Incorporated Cl A902494103TSN$21,082.43
Dnb Nor Asa Nok10426330007DNB$21,057.70
FNMA POOL AB7456 FN 01/43 FIXED 331417EJA0N/A$20,924.08
Aisin Seiki CO Jpy50601070006N/A$20,919.77
MCDONALD S CORP SR UNSECURED 12/45 4.87558013MFA7N/A$20,918.35
AVALONBAY COMMUNITIES IN SR UNSECURED 10/20 3.62505348EAS8N/A$20,847.44
Kellogg Company487836108K$20,831.55
TOLL BROS FINANCE CORP COMPANY GUAR 12/18 488947EAP5N/A$20,767.30
CITIGROUP INC SUBORDINATED 03/26 4.6172967KJ9N/A$20,748.76
Paccar Incorporated693718108PCAR$20,735.19
Southwest Gas Corporation844895102SWX$20,712.19
Puget Energy Incorporated Fixed 6745310AD4N/A$20,697.81
DISCOVER CARD EXECUTION NOTE T DCENT 2015 A4 A4254683BR5N/A$20,620.00
MYLAN NV COMMON STOCK EUR.01N59465109MYL$20,615.09
BANK OF AMERICA CORP SR UNSECURED 08/25 3.87506051GFS3N/A$20,606.39
Commercial Mortgage Pass Throu Comm 2012 Cr1 A212624BAB2N/A$20,595.07
Zimmer Holdings Incorporated98956P102ZBH$20,590.57
Federal National Mortgage Association3138M8W25N/A$20,587.01
D.r. Horton Incorporated Company Guar23331ABF5N/A$20,566.65
NIELSEN HOLDINGS PLC COMMON STOCK EUR.07G6518L108NLSN$20,563.60
Pdc Energy Incorporated Common Stock Usd.0169327R101PDCE$20,562.66
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 C A1 144A78448RAA4N/A$20,561.39
Standard Chartered Ord Usd0.50040828907STAN$20,549.32
WEC ENERGY GROUP INC COMMON STOCK USD.0192939U106WEC$20,460.40
Edwards Lifesciences Corp28176E108EW$20,426.50
American Electric Power Sr Unsecured 1.65025537AF8N/A$20,415.67
GENERAL MOTORS FINL CO COMPANY GUAR 05/18 3.2537045XAJ5N/A$20,401.54
Nordea Bank Ab Ord Eur0.39632538003906NDA$20,386.39
FED HM LN PC POOL Q39179 FG 03/46 FIXED 43132QWFV6N/A$20,375.07
Bco Do Brasil SA Com Npv232859900N/A$20,365.23
RUBICON PROJECT INC/THE COMMON STOCK USD.0000178112V102RUBI$20,276.45
APPLE INC SR UNSECURED 02/26 3.25037833BY5N/A$20,272.08
Wheelock + CO Hkd0.50698148004N/A$20,259.48
Indiana Housing & Community Development Authority Series A-2454806DP2N/A$20,250.31
Abiomed Incorporated003654100ABMD$20,248.24
Ricoh CO Npv673822003N/A$20,228.60
Sankyu Incorporated Jpy50677538001N/A$20,222.65
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 1 A413975KAD1N/A$20,216.63
Perrigo Co PLC Common Stock NpvG97822103PRGO$20,210.13
Bottomline Technologies Incorporated101388106EPAY$20,176.02
Navient Student Loan Trust Navsl 2015 Ca A 144A63939MAA3N/A$20,110.81
Delos Fin S A R L Term LoanL2324EAB7N/A$20,085.09
Merit Medical Systems Inc589889104MMSI$20,075.93
Actavis Funding Scs00507UAS0N/A$20,062.20
Demandware, Incorporated24802Y105DWRE$20,053.87
Analogic Corporation032657207ALOG$20,029.43
NELNET STUDENT LOAN TRUST NSLT 2005 3 A564031QCD1N/A$20,027.24
Gazprom Neft Sponsored ADR ADRB11XHC900GAZ$20,017.32
LEVEL 3 FINANCING INC. 2015 TERM LOAN B52729KAM8N/A$20,010.65
FNMA POOL AZ2287 FN 06/45 FIXED 43138YTRH9N/A$20,006.98
CHUBB INA HOLDINGS INC COMPANY GUAR 05/26 3.3500440EAV9N/A$20,002.95
DELTA AIR LINES INC. 2015 TERM LOAN B976QCEII2N/A$19,989.84
Eversource Energy Common Stock Usd5.030040W108ES$19,968.05
Edf Eur0.5B0NJJ1901EDF$19,960.67
Roper Industries Incorporated776696106ROP$19,932.78
Apache Corporation037411105APA$19,924.82
Silicon Motion Technology Corporation82706C108SIMO$19,906.14
Vantiv, Incorporated92210H105VNTV$19,883.39
Vereit Operating Partner Company Guar03879QAB0N/A$19,864.37
COMM MORTGAGE TRUST COMM 2014 UBS6 AM12592PBH5N/A$19,837.11
Royal Gold, Incorporated780287108RGLD$19,835.63
KAR AUCTION SVCS INC TERM LOAN B 248562RAG4N/A$19,829.35
InterActiveCorp Company Guar44919PAF9N/A$19,829.07
GE Capital Intl Funding Company Guar 144A36164NFH3N/A$19,805.78
Analog Devices Incorporated032654105ADI$19,801.35
Dish Dbs Corp Company Guar25470XAP0N/A$19,800.86
SERVICEMASTER CO LLC TERM LOAN B81760HAB8N/A$19,793.77
Asseco Poland SA Pln1597895903ACP$19,783.34
Michaels Stores Incorporated Term Loan594088AJ5N/A$19,751.56
Mexico (united Mexican States) (go91086QAZ1N/A$19,747.61
Hartford Financial Services416515104HIG$19,724.19
Nelnet Student Loan Trust Nslt 2005 2 A564031QBX8N/A$19,686.50
T. Rowe Price Group Incorporated74144T108TROW$19,672.93
WEST CORP TERM LOAN B 1095235LAQ3N/A$19,660.84
Berry Plastics Group Incorporated Term D Loans08579JAJ1N/A$19,660.67
Nvidia Corporation67066G104NVDA$19,650.63
Hertz Corporation Term Loan B 242804VAN1N/A$19,643.08
Natus Medical Incorporated639050103BABY$19,641.94
Fresenius Med Care U.S. Fin Incorporated Fixed35803QAD9N/A$19,641.21
Fujikura Npv635670003N/A$19,612.29
CHS COMMUNITY HEALTH SYS INC INCREMENTAL 2018 TERM F LOANS12543KAL8N/A$19,598.96
Granite Construction Incorporated387328107GVA$19,578.90
Owens-Illinois Incorporated690768BF2N/A$19,529.96
Slm Corporation78442FEN4N/A$19,527.27
Shanghai Pharmaceuticals H Common Stock Cny1.B4Q4CJ901N/A$19,460.57
Mobile Mini Inc60740F105MINI$19,447.89
Ruckus Wireless Incorporated Common Stock781220108RKUS$19,444.18
United Rentals North Am Company Guar911365BA1N/A$19,437.99
Tableau Software, Incorporated?Cl A87336U105DATA$19,424.31
Ineos Us Fin Llc Extended Trm Loan45672JAF7N/A$19,417.95
Northrop Grumman Corporation Sr Unsecured666807BG6N/A$19,406.23
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 3 A313974HAD9N/A$19,396.29
DIPLOMAT PHARMACY INC COMMON STOCK25456K101DPLO$19,380.61
Ally Financial Incorporated Fixed02005NAD2N/A$19,368.32
Cco Hldgs Llc/Cap Corp Company Guar1248EPAW3N/A$19,333.49
FNMA POOL AL6859 FN 02/30 FIXED VAR3138EPTR5N/A$19,295.98
VERIZON COMMUNICATIONS SR UNSECURED 11/34 4.492343VCQ5N/A$19,278.73
TARGA RESOURCES PARTNERS COMPANY GUAR 01/18 587612BAT9N/A$19,273.57
Cummins Incorporated231021106CMI$19,233.11
Hanesbrands Incorporated Fixed410345AG7N/A$19,228.98
TENNECO INC COMPANY GUAR 12/20 6.875880349AQ8N/A$19,228.98
Dycom Industriescommon Sto267475101DY$19,226.78
Amphenol Corporation032095101APH$19,219.20
Stamps.com Inc852857200STMP$19,202.38
FNMA POOL BC0159 FN 01/46 FIXED 43140EUE96N/A$19,180.61
Cequel Communications LLC Term Loan15672EAJ3N/A$19,151.26
HCA INC COMPANY GUAR 10/18 8404119BL2N/A$19,143.52
Nelnet Student Loan Trust Nslt 2005 1 A564031QBR1N/A$19,115.89
Voestalpine AG Npv494340904VOE$19,100.42
Molson Coors Brewing Company60871R209TAP$19,078.66
Eizo Nanao Corp Npv645181900N/A$19,062.07
M&T Bank Corporation55261F104MTB$19,056.36
Lee + Man Paper Hkd0.10669377905N/A$19,044.27
NCL CORP LTD SR UNSECURED 144A 11/19 5.2562886HAL5N/A$19,043.19
KAR Auction Services, Incorporated48238T109KAR$19,041.43
Wabash National Corporation929566107WNC$19,025.32
Thanachart Capital Foreign Common StockB8GKBK905N/A$19,024.89
Dicks Sporting Goods253393102DKS$19,023.92
Monolithic Power Systems Incorporated609839105MPWR$19,014.05
GOLDMAN SACHS GROUP INC SR UNSECURED 02/26 3.7538143U8H7N/A$18,955.95
FED HM LN PC POOL G07925 FG 02/45 FIXED 43128MAD63N/A$18,951.60
NRG Energy, Incorporated629377BN1N/A$18,950.30
United O Seas Bank Sgd1691678007UOB$18,932.51
Smithfield Foods Incorporated832248AQ1N/A$18,928.01
Metro Incorporated Cl A Sub Vtg59162N950MRU$18,891.93
Limited Brands, Incorporated532716AM9N/A$18,883.42
Fidelity National Information Services Incorporated31620M106FIS$18,861.94
Cypress Semiconductor232806109CY$18,833.98
WM WRIGLEY JR CO SR UNSECURED 144A 10/19 2.9982526AV7N/A$18,826.21
Cepheid Incorporated15670R107CPHD$18,818.05
SPECTRUM BRANDS INC COMPANY GUAR 11/20 6.37584762LAN5N/A$18,780.86
Centurytel Incorporated156700106CTL$18,756.16
Monro Muffler Brake Incorporated610236101MNRO$18,722.62
Paychex Incorporated704326107PAYX$18,722.36
Franco-Nevada Corporation351858956FNV$18,711.96
Nisshinbo Holdings Incorporated Npv664292000N/A$18,704.62
MILACRON HOLDINGS CORP COMMON STOCK USD.0159870L106MCRN$18,693.17
EXTENDED STAY AMERICA INC UNIT USD.0130224P200STAY$18,692.30
NAVIENT STUDENT LOAN TRUST NAVSL 2016 AA A1 144A63939NAA1N/A$18,687.43
Nci Building Systems Incorporated Common Stock Usd.01628852204NCS$18,639.17
Gsms_12-gcj736192KAR8N/A$18,604.32
Metcash Limited NpvB0744W900MTS$18,583.04
Activision Blizzard Incorporated00507V109ATVI$18,519.04
FED HM LN PC POOL J33260 FG 11/30 FIXED 3.531307PTR0N/A$18,494.22
Barclays Ord Gbp0.25313486904BARC$18,434.29
FIDELITY NATIONAL INFORM SR UNSECURED 10/18 2.8531620MAN6N/A$18,411.02
SLM STUDENT LOAN TRUST SLMA 2014 2 A378448GAC4N/A$18,373.88
FED HM LN PC POOL U69020 FG 07/44 FIXED 53132FYAW7N/A$18,357.80
Hitachi, Limited, NPV642910004N/A$18,355.36
ROYAL BK SCOTLND GRP PLC SR UNSECURED 04/26 4.8780097BA8N/A$18,352.02
ALLY MASTER OWNER TRUST AMOT 2015 2 A102005AFD5N/A$18,333.11
Downer Group Npv646557900DOW$18,279.10
Republic of Slovenia Sr Unsecured 144a831594AB2N/A$18,249.50
ING BANK NV SR UNSECURED 144A 03/21 2.7544987CAM0N/A$18,227.69
International Paper Company460146103IP$18,208.38
PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 02/22 3.375709599AS3N/A$18,199.69
PAYLOCITY HOLDING CORP PRIVATE COMP USD.00170438V106PCTY$18,196.31
Whitewave Foods CO A Common Stock Usd.01966244105WWAV$18,196.30
MCMILLAN SHAKESPEARE LTD COMMON STOCKB00G1Q906MMS$18,195.03
Paragon Grp of Cos Ord Gbp1B2NGPM900PAG$18,192.90
FNMA POOL AL7613 FN 11/45 FIXED VAR3138EQN73N/A$18,133.53
Vornado Realty Trust929042109VNO$18,062.74
Toyo Ink Mfg CO Npv690010004N/A$17,983.78
Diamondback Energy, Incorporated25278X109FANG$17,934.80
Nn Incorporated629337106NNBR$17,921.66
Fresnillo plcB2QPKJ909FRES$17,893.01
Tahoe Resources Incorporated Common Stock873868954THO$17,880.21
Jarden Corporation471109AB4N/A$17,871.25
ANHEUSER BUSCH INBEV FIN COMPANY GUAR 02/19 1.9035242AG1N/A$17,826.78
Burlington Stores, Incorporated, Common Stock122017106BURL$17,809.56
FNMA POOL AB7268 FN 12/42 FIXED 331417ECE9N/A$17,802.77
Vr Qtr Netnet Student Loan Trust64031QBC4N/A$17,768.85
SKY PLC COMPANY GUAR 144A 09/24 3.75111013AL2N/A$17,707.60
LLOYDS BANKING GROUP PLC SUBORDINATED 03/26 4.6553944YAB9N/A$17,693.36
Willis Towers Watson Plc Common StockG96629103WLTW$17,692.18
Boise Cascade CO Common Stock Usd.0109739D100BCC$17,689.20
Moody's Corporation615369105MCO$17,667.44
WINCOR NIXDORF AG TENDER COMMON STOCKACI0KK2G1WINA$17,658.74
WOORI BANK COMMON STOCK KRW5000.0BSP5RP906N/A$17,625.59
Clorox Company189054109CLX$17,608.31
LDR HOLDING CORP COMMON STOCK USD.00150185U105LDRH$17,589.49
DTE Energy Company233331107DTE$17,557.93
Genesee & Wyoming Incorporated371559105GWR$17,540.42
FNMA31418AHY7N/A$17,520.70
CAPITAL AUTO RECEIVABLES ASSET AFIN 2014 1 A413975GAD0N/A$17,483.77
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 2 A3139738AD0N/A$17,444.35
Bovis Homes Group018592907BVS$17,387.69
GENERAL MOTORS FINL CO COMPANY GUAR 03/26 5.2537045XBG0N/A$17,387.53
TransDigm Group Incorporated Tranche C Term Loan89364MAX2N/A$17,364.12
AMERICAN INTL GROUP SR UNSECURED 04/26 3.9026874DH7N/A$17,356.32
ACTAVIS FUNDING SCS COMPANY GUAR 03/45 4.7500507UAU5N/A$17,348.65
LOCKHEED MARTIN CORP SR UNSECURED 11/20 2.5539830BF5N/A$17,348.36
HP ENTERPRISE CO SR UNSECURED 144A 10/45 6.3542824CAR0N/A$17,311.72
AMERICAN TOWER CORP SR UNSECURED 09/21 3.4503027XAE0N/A$17,285.54
Soc Generale Eur1.25596651901GLE$17,249.80
CELGENE CORP SR UNSECURED 08/45 5151020AU8N/A$17,226.60
BAXALTA INC SR UNSECURED 144A 06/45 5.2507177MAE3N/A$17,224.89
FNMA POOL AU1690 FN 08/43 FIXED 43138X02Y3N/A$17,215.34
Krispy Kreme Doughnuts, Incorporated501014104KKD$17,202.31
SUNTRUST BANKS INC SR UNSECURED 03/21 2.9867914BK8N/A$17,187.89
Ingersand-Rand PLCG47791101IR$17,186.38
REPUBLIC OF POLAND 04/26 3.25731011AU6N/A$17,140.85
AT+T INC SR UNSECURED 04/24 4.4500206RDC3N/A$17,127.47
Ube Industries Jpy50691070007N/A$17,118.86
Toyo Tire + Rubber Npv690018007N/A$17,042.40
Cavium Incorporated14964U108CAVM$17,039.81
Lifepoint Hospitals Inccom53219L109LPNT$17,027.34
Makino Milling Jpy50655570000N/A$16,997.32
FNMA POOL AL7756 FN 06/33 FIXED VAR3138EQTN2N/A$16,915.59
Ckd Corporation Npv616005005N/A$16,911.91
FORD CREDIT FLOORPLAN MASTER O FORDF 2012 2 A34528QBP8N/A$16,898.91
Realty Income Corporation756109104O$16,891.20
Tullett Prebon PLC Ord Gbp0.25B1H0DZ908TLPR$16,891.17
KRAFT HEINZ FOODS CO COMPANY GUAR 144A 07/45 5.2423074AV5N/A$16,882.20
Martin Marietta Materials Incorporated573284106MLM$16,880.87
American Tower Corporation Sr Unsecured03027XAB6N/A$16,837.97
St. Jude Medical Incorporated790849103STJ$16,832.71
Federal National Mortgage Association31389PMQ0N/A$16,825.43
Tyco International Plc Common StockG91442106TYC$16,820.57
BENEFITFOCUS INC COMMON STOCK USD.00108180D106BNFT$16,816.15
Party City Holdco Inc Common Stock USD.01702149105PRTY$16,809.96
FED HM LN PC POOL V82138 FG 12/45 FIXED 43132L7LT4N/A$16,795.98
FED HM LN PC POOL J31441 FG 04/30 FIXED 3.531307MS64N/A$16,792.82
JM Smucker Company832696405SJM$16,769.00
FED HM LN PC POOL 849663 FH 12/42 FLOATING VAR31300MWY5N/A$16,743.00
SYNCHRONY FINANCIAL SR UNSECURED 07/25 4.587165BAG8N/A$16,725.54
Capital Senior Living Corp140475104CSU$16,713.78
CSAIL COMMERCIAL MORTGAGE TRUS CSAIL 2015 C4 A412635RAX6N/A$16,696.64
NEWELL RUBBERMAID INC SR UNSECURED 04/26 4.2651229AW6N/A$16,657.36
Sojitz Corporation Npv659414908N/A$16,653.86
Marketo Incorporated Common Stock Usd.000157063L107MKTO$16,643.70
VISA INC SR UNSECURED 12/25 3.1592826CAD4N/A$16,592.84
DexCom, Incorporated252131107DXCM$16,574.95
Skand Enskilda Bkn Ser A Sek10481334902SEBA$16,564.83
FNMA POOL AY4350 FN 02/45 FLOATING VAR3138YHZQ6N/A$16,548.38
FED HM LN PC POOL J33940 FG 03/31 FIXED 3.531307QLV7N/A$16,508.33
Essex Property Trust, Inc.297178105ESS$16,507.52
SanDisk Corporation80004C101SNDK$16,502.75
VERIZON COMMUNICATIONS SR UNSECURED 09/16 2.592343VBN3N/A$16,499.31
Government National Mortgage Association36203CJK9N/A$16,482.65
SEMPRA ENERGY SR UNSECURED 11/20 2.85816851AX7N/A$16,463.61
Firstenergy Corporation337932107FE$16,443.89
PECO ENERGY CO 1ST MORTGAGE 10/25 3.15693304AT4N/A$16,409.60
SHOPIFY INC CLASS A COMMON STOCK82509L107SHOP$16,379.87
Ddr Corporation Unsecured23317HAB8N/A$16,366.62
Hcp Incorporated40414L109HCP$16,366.49
LogMeIn, Incorporated54142L109LOGM$16,332.84
UNITEDHEALTH GROUP INC SR UNSECURED 03/21 2.12591324PCU4N/A$16,310.54
GNMA II POOL AQ2288 G2 09/45 FIXED 436189RRH2N/A$16,307.50
West Corporation Common Stock Usd.001952355204WSTC$16,285.63
CISCO SYSTEMS INC SR UNSECURED 02/19 1.617275RBB7N/A$16,228.45
Nucor Corporation670346105NUE$16,227.67
Mgm Mirage Incorporated552953BB6N/A$16,191.36
NELNET STUDENT LOAN TRUST NSLT 2004 4 A564031QBK6N/A$16,170.35
Toho Holdings CO Ltd Npv689555001N/A$16,131.33
Cr Bard Incorporated067383109BCR$16,125.75
AMPLIFY SNACK BRANDS INC COMMON STOCK USD.000103211L102BETR$16,107.59
ACTAVIS FUNDING SCS COMPANY GUAR 03/20 300507UAP6N/A$16,094.08
Goldman Sachs Group Incorporated38141GFD1N/A$16,077.74
NAVIENT STUDENT LOAN TRUST NAVSL 2015 AA A2A 144A63939EAB9N/A$16,076.30
DENTSPLY SIRONA INC COMMON STOCK USD.0124906P109XRAY$16,045.45
Genuine Parts Company372460105GPC$16,030.95
Ensign Group Incorporated29358P101ENSG$16,028.57
Debenhams plcB126KH903DEB$16,004.34
Signature Bank82669G104SBNY$15,968.10
FNMA POOL AQ7127 FN 12/42 FIXED 3.53138MN4M9N/A$15,940.56
Nokia Corporation654902AB1N/A$15,903.39
CIT Group Incorporated Sr Unsecured125581GP7N/A$15,880.95
Fiesta Restaurant Group, Incorporated31660B101FRGI$15,865.97
Erac Usa Finance LLC Company Guar 144a 03/4226884TAE2N/A$15,851.44
Firstgroup Ord Gbp0.05034521906FGP$15,829.78
Tenet Healthcare Corp Sr Secured88033GBP4N/A$15,829.07
FNMA POOL AL7875 FN 12/45 FIXED VAR3138EQXD9N/A$15,827.72
Swift Transportation CO Common Stock Usd.00187074U101SWFT$15,771.68
Franklin Resources, Incorporated354613101BEN$15,732.92
MID AMERICA APARTMENTS L SR UNSECURED 06/24 3.7559523UAL1N/A$15,718.95
TEMPUR SEALY INTL INC COMPANY GUAR 12/20 6.87588023UAB7N/A$15,680.44
Vr Qtr Slm Student Loan Trust78442GQJ8N/A$15,618.02
TRANSCONT GAS PIPE LINE SR UNSECURED 144A 02/26 7.85893574AG8N/A$15,617.50
E Mart CO Ltd Common Stock Krw5000.ACI00M683N/A$15,610.66
REPUBLIC OF PARAGUAY SR UNSECURED 144A 04/26 5699149AC4N/A$15,582.74
FNMA POOL AL6042 FN 11/29 FIXED VAR3138ENWC9N/A$15,573.21
DOLLAR TREE INC COMPANY GUAR 144A 03/20 5.2530706VAC9N/A$15,550.39
SCHAEFFLER HLDG FIN BV SR SECURED 144A 11/19 6.2580626PAC4N/A$15,550.39
GS MORTGAGE SECURITIES TRUST GSMS 2015 GC34 AAB36250VAE2N/A$15,535.05
BEST BUY CO INC SR UNSECURED 08/18 5086516AM3N/A$15,513.24
AMERICAN AIRLINES GROUP COMPANY GUAR 06/18 6.12591731VAA4N/A$15,494.66
China Communications Servi H Common Stock Cny1.0B1HVJ1909N/A$15,488.00
Tesco Plc Sr Unsecured 144A881575AA2N/A$15,462.35
VIASAT INC COMPANY GUAR 06/20 6.87592552VAF7N/A$15,438.92
Viacom Incorporated Cl. B92553P201VIAB$15,432.70
Aurubis AG Common Stock548552900NDA$15,423.49
HILTON WORLDWIDE FIN LLC COMPANY GUAR 10/21 5.625432891AD1N/A$15,401.02
FED HM LN PC POOL 849791 FH 02/45 FLOATING VAR31300M2Y8N/A$15,386.00
INTERSECT ENT INC COMMON STOCK USD.00146071F103XENT$15,384.65
AUTOMOTIVE HOLDINGS GROUP LT COMMON STOCKBX99WB900AHG$15,383.81
LENNAR CORP COMPANY GUAR 06/19 4.5526057BT0N/A$15,346.03
CALIFORNIA REPUBLIC AUTO RECEI CRART 2015 4 A4 144A13057VAD8N/A$15,333.52
FNMA POOL AS5437 FN 07/30 FIXED 3.53138WFBF2N/A$15,303.04
Entergy Corporation29364G103ETR$15,269.77
Chipotle Mexican Grill, Incorporated169656105CMG$15,268.14
Henry Schein Incorporated806407102HSIC$15,263.85
Fastenal Company311900104FAST$15,255.45
JAGUAR LAND ROVER AUTOMO COMPANY GUAR 144A 12/18 4.12547010BAB0N/A$15,244.96
TELADOC INC COMMON STOCK USD.00187918A105TDOC$15,219.44
COMM MORTGAGE TRUST COMM 2014 UBS6 ASB12592PBD4N/A$15,216.73
Starwood Hotels & Resorts Worldwide Incorporation85590A401HOT$15,193.31
Vulcan Materials Incorporated929160109VMC$15,171.70
Kate Spade & Co485865109KATE$15,170.53
T MOBILE USA INC COMPANY GUAR 04/19 6.46487264AAC9N/A$15,160.24
Northern Trust Corporation665859104NTRS$15,136.81
Rhi AG Npv471991000RHI$15,132.78
AIA GROUP LTD SR UNSECURED 144A 03/46 4.500131LAE5N/A$15,121.30
HSBC HOLDINGS PLC SR UNSECURED 03/26 4.3404280AW9N/A$15,068.68
SLM STUDENT LOAN TRUST SLMA 2013 A A2B 144A78447RAC1N/A$15,066.65
FED HM LN PC POOL J32522 FG 08/30 FIXED 3.531307NYT5N/A$15,047.32
Hess Corporation42809H107HES$15,044.11
FIDELITY NATIONAL INFORM SR UNSECURED 10/20 3.62531620MAP1N/A$15,041.91
John Bean Technologies Corporation477839104JBT$15,032.04
CAPITAL ONE FINANCIAL CO SUBORDINATED 10/25 4.214040HBJ3N/A$15,025.26
PETROLEOS MEXICANOS US GOVT GUAR 04/25 2.37871654QBT8N/A$15,003.32
FED HM LN PC POOL G15629 FG 07/30 FIXED 3.53128MEPN5N/A$14,973.99
The Ultimate Software Group, Incorporated90385D107ULTI$14,944.81
Calgon Carbon Corporation129603106CCC$14,917.21
GENERAL MOTORS FINL CO COMPANY GUAR 04/22 3.4537045XAW6N/A$14,872.80
ALIBABA GROUP HOLDING COMPANY GUAR 11/24 3.601609WAQ5N/A$14,864.31
NXP B.V. 2015 TERM LOAN927MFYII4N/A$14,848.95
Geo CO Ltd Jpy50629655903N/A$14,821.88
NUMERICABLE SFR SAS SR SECURED 144A 05/19 4.87567054LAA5N/A$14,788.67
VIRTU FINANCIAL INC CLASS A COMMON STOCK USD.00001928254101VIRT$14,772.91
Macy's Incorporated55616P104M$14,763.19
Aoyama Trading CO Npv604587006N/A$14,762.65
Sydbank Dkk10B06JSP907SYDB$14,749.94
Raiffeisen Intl Bk Npv (regd)B0704T905RBI$14,723.14
JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2016 C1 ASB46645LAZ0N/A$14,718.07
GOLDMAN SACHS GROUP INC SR UNSECURED 10/45 4.7538141GVS0N/A$14,712.23
LAZARD GROUP LLC SR UNSECURED 11/20 4.2552107QAF2N/A$14,700.92
HYUNDAI AUTO RECEIVABLES TRUST HART 2014 B A344890UAC8N/A$14,671.79
JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C30 AS46644UBE7N/A$14,656.85
Equifax Incorporated294429105EFX$14,640.25
DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 08/25 3.2526442UAA2N/A$14,635.04
NEWELL RUBBERMAID INC SR UNSECURED 04/46 5.5651229AY2N/A$14,607.74
Marstons PLC Ord Gbp0.07375B1JQDM908MARS$14,599.20
ALLY AUTO RECEIVABLES TRUST ALLYA 2014 1 A402006TAC0N/A$14,573.35
FNMA POOL BA4789 FN 01/31 FIXED 3.53140E9KB1N/A$14,505.98
INTERNATIONAL PAPER CO SR UNSECURED 05/46 5.15460146CN1N/A$14,483.71
WINGSTOP INC COMMON STOCK USD.01974155103WING$14,459.48
FNMA POOL AR7533 FN 03/43 FIXED 33138W5LP1N/A$14,421.37
MASONITE INTERNATIONAL CORP COMMON STOCK575385109DOOR$14,410.90
Form Factor Incorporated346375108FORM$14,382.15
CALIFORNIA REPUBLIC AUTO RECEI CRART 2015 1 A413056UAD1N/A$14,327.46
MARSH + MCLENNAN COS INC SR UNSECURED 03/26 3.75571748AZ5N/A$14,321.48
FNMA POOL AR3391 FN 01/43 FIXED 33138W0XV6N/A$14,300.79
RICHTER GEDEON NYRT COMMON STOCK HUF100.ACI06DSC4RICHT$14,243.11
FED HM LN PC POOL 849861 FH 01/44 FLOATING VAR31300M5W9N/A$14,212.23
SHENZHEN INTL HOLDINGS COMMON STOCK HKD1.0BJVBTY905N/A$14,196.49
MORGAN STANLEY BAML TRUST MSBAM 2016 C28 ASB61766LBQ1N/A$14,189.15
Autodesk Incorporated052769106ADSK$14,177.67
Lam Research Corporation512807108LRCX$14,162.57
SANTANDER UK GROUP HLDGS SUBORDINATED 144A 09/25 4.7580281LAA3N/A$14,150.53
ALLY AUTO RECEIVABLES TRUST ALLYA 2015 2 A302007DAB6N/A$14,132.91
Fifth Third Bancorp Com316773100FITB$14,105.82
Agilent Technologies Incorporated00846U101A$14,094.40
REYNOLDS AMERICAN INC COMPANY GUAR 08/35 5.7761713BA3N/A$14,071.57
ULTRAGENYX PHARMACEUTICAL IN COMMON STOCK USD.00190400D108RARE$13,971.54
Freeport McMoRan Copper & Gold Incorporated35671D857FCX$13,967.73
Petrofac Ord Usd0.025B0H2K5904PFC$13,946.64
ARDAGH PKG FIN/HLDGS USA SR SECURED 144A 12/19 VAR03969AAF7N/A$13,908.03
Cameron International Corporation13342B105CAM$13,862.81
HUNTINGTON BANCSHARES SR UNSECURED 03/21 3.15446150AJ3N/A$13,857.30
Invesco LimitedG491BT108IVZ$13,826.45
DUKE ENERGY CAROLINAS 1ST REF MORT 03/23 2.526442CAQ7N/A$13,808.77
Expedia Incorporated Common Stock Usd.00130212P303EXPE$13,786.00
International Flavors & Fragrances Incorporated459506101IFF$13,745.23
BANK OF AMERICA CORP SR UNSECURED 10/20 2.62506051GFT1N/A$13,691.44
Alcoa Incorporated013817101AA$13,592.35
Anritsu Corp Npv604410001N/A$13,578.85
Goodyear Tire + Rubber Company Guar 7.382550BC4N/A$13,549.46
CCO SAFARI II LLC SR SECURED 144A 10/45 6.484161175AP9N/A$13,545.48
Slm Student Loan Trust Slma 2012 6 B78447GAD3N/A$13,523.47
CAPITAL AUTO RECEIVABLES ASSET AFIN 2013 4 A413975FAD2N/A$13,455.96
FED HM LN PC POOL J33594 FG 01/31 FIXED 3.531307P7F0N/A$13,434.93
Sumitomo Metal Mining685884009N/A$13,415.74
VIRGIN MEDIA INVESTMENT HOLDIN USD TERM LOAN FG9368PAV6N/A$13,386.99
Jack In The Box Inc466367109JACK$13,384.72
ANADARKO PETROLEUM CORP SR UNSECURED 03/21 4.85032511BM8N/A$13,366.24
VIRGINIA ELEC + POWER CO SR UNSECURED 01/26 3.15927804FU3N/A$13,324.23
USG CORP SR UNSECURED 01/18 9.75903293AS7N/A$13,299.40
Alnylam Pharmeceuticals, Incorporated02043Q107ALNY$13,267.21
American Water Works Company, Incorporated030420103AWK$13,240.27
Carillion Ord Gbp0.50073655904CLLN$13,218.92
Barrick Na Finance LLC Fixed06849RAF9N/A$13,202.00
Lions Gate Entertainment Corp535919203LGF$13,138.99
Applied Micro Circuits Corp.03822W406AMCC$13,130.39
TWENTY FIRST CENTURY FOX B COMMON STOCK USD.0190130A200FOX$13,121.47
Davita Incorporated23918K108DVA$13,121.21
Ameren Corporation023608102AEE$13,117.10
Mohawk Industries Incorporated608190104MHK$13,101.68
Pgt Incorporated69336V101PGTI$13,101.42
SANTANDER ISSUANCES COMPANY GUAR 11/25 5.17980281TAE8N/A$13,092.13
Xilinx Incorporated983919101XLNX$13,078.68
FNMA POOL AL8156 FN 03/46 FIXED VAR3138ETB21N/A$13,062.29
PETROLEOS MEXICANOS COMPANY GUAR 144A 08/26 6.87571656LBK6N/A$13,031.51
AMERICAN HOMES 4 RENT A REIT USD.0102665T306AMH$13,021.31
C+c Group Ord Eur0.01B011Y0909GCC$12,974.93
FNMA POOL AS3988 FN 12/29 FIXED 3.53138WDNE7N/A$12,969.21
Motorola Solutions, Incorporated620076307MSI$12,959.08
Symantec Corporation871503108SYMC$12,935.80
MET LIFE GLOB FUNDING I SECURED 144A 12/20 2.559217GBR9N/A$12,933.23
VEEVA SYSTEMS INC CLASS A COMMON STOCK USD.00001922475108VEEV$12,929.90
FEDEX CORP COMPANY GUAR 04/46 4.5531428XBG0N/A$12,927.16
COMM MORTGAGE TRUST COMM 2014 UBS3 A412591YBC8N/A$12,925.00
AP MOELLER MAERSK A/S SR UNSECURED 144A 09/25 3.87500203QAD9N/A$12,867.98
Kimco Realty Corporation49446R109KIM$12,848.04
SCRIPPS NETWORKS INTERAC SR UNSECURED 11/24 3.9811065AC5N/A$12,836.73
Atricure Incorporated Common Stock Usd.00104963C209ATRC$12,819.76
ACTAVIS FUNDING SCS COMPANY GUAR 03/18 2.3500507UAM3N/A$12,799.34
Newell Rubbermaid Incorporated651229106NWL$12,769.98
ENERGY TRANSFER PARTNERS SR UNSECURED 06/18 2.529273RBH1N/A$12,766.27
EXPRESS SCRIPTS HOLDING COMPANY GUAR 02/26 4.530219GAM0N/A$12,745.07
AMETEK, Incorporated031100100AME$12,703.05
DISCOVERY COMMUNICATIONS COMPANY GUAR 03/26 4.925470DAL3N/A$12,702.44
FORD CREDIT AUTO LEASE TRUST FORDL 2014 A A334530JAD8N/A$12,701.15
CMS Energy Corporation125896100CMS$12,693.16
Advance Auto Parts, Incorporated00751Y106AAP$12,686.05
SLM STUDENT LOAN TRUST SLMA 2014 A A2A 144A78448DAB3N/A$12,622.62
GNMA POOL AB5966 GN 09/45 FIXED 4.536178STX6N/A$12,612.78
Extra Space Storage Incorporated30225T102EXR$12,611.83
National Oilwell Varco, Incorporated637071101NOV$12,611.74
Hormel Foods Corporation440452100HRL$12,610.15
FED HM LN PC POOL Q38681 FG 02/46 FIXED 43132QVUF6N/A$12,524.32
ACTIVISION BLIZZARD COMPANY GUAR 144A 09/21 5.62500507VAC3N/A$12,499.77
TCL COMMUNICATION TECH HLDGS COMMON STOCK HKD1.0B02Y69908N/A$12,478.41
AVIS BUDGET RENTAL CAR FUNDING AESOP 2014 2A A 144A05377RBV5N/A$12,438.73
Slm Student Loan Trust Slma 2007 2 B78443XAE8N/A$12,435.89
SBA COMMUNICATIONS CORP SR UNSECURED 10/19 5.62578388JAQ9N/A$12,410.59
SURGERY PARTNERS INC COMMON STOCK USD.0186881A100SGRY$12,405.65
CHUBB INA HOLDINGS INC COMPANY GUAR 11/45 4.3500440EAW7N/A$12,404.77
UNION PACIFIC CORP SR UNSECURED 03/46 4.05907818EJ3N/A$12,399.08
Mccormick & Company Inc579780206MKC$12,384.98
Campbell Soup Company134429109CPB$12,377.74
Dcm Japan Holding NpvB1B0V3905N/A$12,370.96
SERVISFIRST BANCSHARES INC COMMON STOCK USD.00181768T108SFBS$12,370.28
LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 08/44 4.8553079EBF0N/A$12,364.89
Federal National Mortgage Association31409LQ40N/A$12,361.07
Central Garden & Pet Company Class 'a' Non-voting153527205CENTA$12,349.24
Miraca Holdings Incorporated Jpy50635661002N/A$12,344.08
Government National Mortgage Association36203EMH8N/A$12,338.91
Tyler Technologies Incorporated902252105TYL$12,322.42
ENTELLUS MEDICAL INC COMMON STOCK USD.00129363K105ENTL$12,303.65
ASHLAND INC SR UNSECURED 04/18 3.875044209AK0N/A$12,291.69
SPX FLOW INC COMPANY GUAR 09/17 6.87578469XAC1N/A$12,291.69
HUGHES SATELITE SYSTEMS SR SECURED 06/19 6.5444454AB8N/A$12,289.83
FED HM LN PC POOL J32249 FG 07/30 FIXED 3.531307NQA5N/A$12,276.44
Kingboard Laminate NpvB1HHFV908N/A$12,274.53
MORGAN STANLEY BAML TRUST MSBAM 2015 C25 ASB61765TAC7N/A$12,260.62
Royal Bk of Scot Grp PLC780097AM3N/A$12,238.94
Republic Services, Incorporated760759100RSG$12,235.40
KLA-Tencor Corporation482480100KLAC$12,230.45
Accuray Incorporated004397105ARAY$12,208.02
PIONEER NATURAL RESOURCE SR UNSECURED 01/21 3.45723787AL1N/A$12,191.70
Federal National Mortgage Association3136AAVJ1N/A$12,165.01
Universal Health Services Incorporated913903100UHS$12,164.41
Cez Czk100562403907CEZ$12,138.39
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 4 A213974LAB4N/A$12,110.53
PERRIGO FINANCE UNLIMITD COMPANY GUAR 12/24 3.9714295AC6N/A$12,057.08
Csc Holdings LLC Sr Unsecured126304AK0N/A$12,039.01
RADIUS HEALTH INC COMMON STOCK USD.0001750469207RDUS$12,032.50
Align Technology, Incorporated, Common Stock016255101ALGN$12,025.92
Coach Incorporated189754104COH$12,013.30
GS MORTGAGE SECURITIES TRUST GSMS 2014 GC20 AAB36252WAY4N/A$11,985.68
Hanesbrands Incorporated410345102HBI$11,977.79
FNMA POOL BC5313 FN 03/46 FIXED 3.53140F03X0N/A$11,952.23
GNMA II POOL AR3773 G2 02/46 FIXED 436192YFN2N/A$11,938.54
CITIZENS FINANCIAL GROUP COMMON STOCK USD.01174610105CFG$11,932.15
CALIFORNIA REPUBLIC AUTO RECEI CRART 2016 1 A413057BAD2N/A$11,884.37
Heico Corpcommon Stock422806109HEI$11,868.61
Western Digital Corporation958102105WDC$11,865.65
The Williams Companies, Incorporated969457100WMB$11,836.14
Allegion PLC Common stock USD.01G0176J109ALLE$11,751.73
OCCIDENTAL PETROLEUM COR SR UNSECURED 04/26 3.4674599CH6N/A$11,746.40
Chicos Fas Incorporated168615102CHS$11,743.41
Federal Realty Invs Trust313747206FRT$11,732.19
NAVIENT STUDENT LOAN TRUST NAVSL 2015 CA B 144A63939MAB1N/A$11,726.91
Micron Technology, Incorporated595112103MU$11,721.13
Jpmcc 2010 Cntr A2 08/32 Fixed46636AAC6N/A$11,713.69
OCCIDENTAL PETROLEUM COR SR UNSECURED 04/46 4.4674599CJ2N/A$11,681.15
FNMA POOL AL5396 FN 05/34 FIXED VAR3138EM7J4N/A$11,679.53
Primary Health Car Npv611776907PRY$11,661.94
FNMA POOL BA4772 FN 01/46 FIXED 43140E9JS6N/A$11,657.21
China Res Cement Common StockB41XC9906N/A$11,648.77
GLAUKOS CORP COMMON STOCK USD.001377322102GKOS$11,628.85
WALGREENS BOOTS ALLIANCE SR UNSECURED 11/44 4.8931427AC2N/A$11,624.75
ZENDESK INC COMMON STOCK USD.0198936J101ZEN$11,618.47
EQT Corporation26884L109EQT$11,588.52
Xl Group PLC Common Stock Usd.01G98290102XL$11,587.16
Stericycle Incorporated858912108SRCL$11,572.59
Waters Corporation941848103WAT$11,566.42
Principal Financial Group Inc74251V102PFG$11,545.45
PACIFIC GAS + ELECTRIC SR UNSECURED 03/26 2.95694308HP5N/A$11,535.22
Eastman Chemical Company277432100EMN$11,520.98
NEXSTAR BROADCASTING INC COMPANY GUAR 11/20 6.87565336YAJ2N/A$11,509.52
DEL TACO RESTAURANTS INC COMMON STOCK245496104TACO$11,494.21
C.H. Robinson Worldwide Incorporated12541W209CHRW$11,473.86
Xerox Corporation984121103XRX$11,465.98
Coca-Cola Enterprises Incorporated19122T109CCE$11,451.52
Myer Holdings Ltd Common StockB50YPZ900MYR$11,420.33
Masco Corporation574599106MAS$11,332.65
Mitchells+butlers Ord Gbp0.085416B1FP6H903MAB$11,310.96
Centene Corporation15135B101CNC$11,290.81
JFE Holdings, Incorporated654379908N/A$11,284.19
CITIGROUP INC SR UNSECURED 07/45 4.65172967JU6N/A$11,256.03
CALIFORNIA REPUBLIC AUTO RECEI CRART 2015 4 A2 144A13057VAB2N/A$11,232.00
Cabot Oil And Gas Corporation127097103COG$11,225.07
PHILIP MORRIS INTL INC SR UNSECURED 02/19 1.375718172BR9N/A$11,182.66
FNMA POOL BC2465 FN 02/31 FIXED 3.53140EWW35N/A$11,174.24
Tata Steel Ltd Gdr Reg S GdrB3PPWV908TTST$11,173.69
LOCKHEED MARTIN CORP SR UNSECURED 05/46 4.7539830BL2N/A$11,156.99
Ciena Corporation171779309CIEN$11,153.19
Udr Incorporated902653104UDR$11,106.62
Service Corporation International Series WI817565BF0N/A$11,106.36
JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C28 A346644FAC5N/A$11,103.56
FED HM LN PC POOL Q37166 FG 11/45 FIXED 43132QT6C5N/A$11,082.78
Tesoro Petroleum Corporation881609101TSO$11,072.77
Loews Corporation540424108L$11,056.53
NAVIENT STUDENT LOAN TRUST NAVSL 2014 8 A263939DAB1N/A$11,033.60
HOME DEPOT INC SR UNSECURED 04/26 3437076BM3N/A$11,029.26
Michael Kors Holdings Ltd Common Stock NpvG60754101KORS$11,028.44
FNMA POOL BC4404 FN 03/46 FIXED 3.53140EY3N9N/A$11,027.40
Seagate Technology PLCG7945M107STX$11,019.17
Quest Diagnostics Incorporated74834L100DGX$11,006.80
CSAIL COMMERCIAL MORTGAGE TRUS CSAIL 2016 C5 ASB12636LAZ3N/A$11,000.33
GNMA II POOL MA3047 G2 08/45 FLOATING VAR36179RL49N/A$10,997.79
Iasis Healthcare LLC Term Loan B 245073CAJ9N/A$10,985.71
Israel (state Of)4651387N9N/A$10,972.31
FNMA POOL AB7964 FN 02/43 FIXED 3.531417EZ61N/A$10,947.63
Regions Financial Corporation7591EP100RF$10,908.91
FNMA POOL AL4692 FN 01/29 FIXED VAR3138EMGA3N/A$10,898.84
Capital Auto Receivables Asset Afin 2013 2 A4139742AD2N/A$10,898.67
Whole Foods Market, Incorporated966837106WFM$10,897.47
FNMA POOL BC0293 FN 03/46 FIXED 3.53140EUKF5N/A$10,877.39
Macerich Company/the554382101MAC$10,840.58
Columbia Pipeline Group198280109CPGX$10,829.57
Scana Corporation80589M102SCG$10,818.37
Kesa Electricals Ord Gbp0.25330401902DRTY$10,792.15
FNMA POOL BA4750 FN 01/31 FIXED 3.53140E9H41N/A$10,787.63
HERTZ VEHICLE FINANCING LLC HERTZ 2015 1A A 144A42806DAA7N/A$10,765.36
Medidata Solutions, Incorporated58471A105MDSO$10,764.32
Dover Corporation260003108DOV$10,760.44
FED HM LN PC POOL J33277 FG 11/30 FIXED 3.531307PUA5N/A$10,746.09
FED HM LN PC POOL Q38491 FG 01/46 FIXED 43132QVNH0N/A$10,737.56
Dr Horton Incorporated23331A109DHI$10,735.27
AMERICAN INTL GROUP SR UNSECURED 07/25 3.75026874DD6N/A$10,720.10
EVOLENT HEALTH INC A COMMON STOCK USD.0130050B101EVH$10,709.94
FNMA POOL AL7500 FN 09/45 FIXED VAR3138EQKN1N/A$10,703.77
PENTAIR PLC COMMON STOCK USD.01G7S00T104PNR$10,682.26
Astronics Corp046433108ATRO$10,680.38
Brown-forman Corporation Cl B115637209N/A$10,678.47
Reynolds Grp Iss/reynold Sr Secured761735AP4N/A$10,677.19
Slm Student Loan Trust Slma 2012 E A2b 144a78447FAC7N/A$10,670.13
Textron Incorporated883203101TXT$10,668.86
Signet Jewelers LtdG81276100SIG$10,644.58
VISA INC SR UNSECURED 12/20 2.292826CAB8N/A$10,641.80
FIDELITY NATIONAL INFORM SR UNSECURED 10/25 531620MAR7N/A$10,606.46
Akamai Technologies, Incorporated00971T101AKAM$10,598.61
BURLINGTN NORTH SANTA FE SR UNSECURED 09/45 4.712189LAX9N/A$10,587.02
FED HM LN PC POOL J32033 FG 06/30 FIXED 3.531307NHJ6N/A$10,581.91
MORGAN STANLEY CAPITAL I TRUST MSC 2016 UBS9 A161766CAA7N/A$10,575.23
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 C A2B 144A78448RAC0N/A$10,553.28
MEMORIAL RESOURCE DEVELOPMEN COMMON STOCK USD.0158605Q109MRD$10,542.54
BIOGEN INC SR UNSECURED 09/25 4.0509062XAF0N/A$10,492.18
FNMA POOL AE0181 FN 04/40 FLOATING VAR31419AFX0N/A$10,474.99
Sl Green Realty Corporation78440X101SLG$10,459.49
Ubsbb_12-c290269CAB6N/A$10,456.10
GNMA II POOL 784017 G2 07/45 FIXED 4.53622A2PA4N/A$10,454.20
Cincinnati Financial Corporation172062101CINF$10,431.80
SLM STUDENT LOAN TRUST SLMA 2007 5 A578443FAE7N/A$10,426.23
Case New Holland Incorporated Fixed147446AR9N/A$10,385.51
ANADARKO PETROLEUM CORP SR UNSECURED 03/46 6.6032511BP1N/A$10,360.04
Kureha Corporation Npv649790003N/A$10,316.34
ISS A/S COMMON STOCK DKK1.0BKJ9RT904ISS$10,299.47
DOMINION RESOURCES INC SR UNSECURED 12/44 4.725746UCC1N/A$10,283.23
Mosaic Co/the Common Stock Usd.0161945C103MOS$10,270.49
CAPITAL AUTO RECEIVABLES ASSET AFIN 2016 1 A413975NAD5N/A$10,257.81
WPX ENERGY INC SR UNSECURED 01/17 5.2598212BAC7N/A$10,248.03
PPL ELECTRIC UTILITIES 1ST MORTGAGE 10/45 4.1569351UAT0N/A$10,233.89
FED HM LN PC POOL G30828 FG 12/35 FIXED 3.53132J4EA3N/A$10,233.52
Zayo Group LLC Term Loan B98919MAD7N/A$10,213.77
Harley-davidson Incorporated412822108HOG$10,192.85
Lincoln National Corporation534187109LNC$10,192.55
XACTLY CORP COMMON STOCK USD.00198386L101XTLY$10,184.63
Sealed Air Corporation81211K100SEE$10,153.72
Marathon Oil Corporation565849106MRO$10,141.28
Federal National Mortgage Association31335QA78N/A$10,122.95
Morgan Stanley Capital I Msc 2011 C3 A261760RAZ5N/A$10,111.65
SLM STUDENT LOAN TRUST SLMA 2012 6 A378447GAC5N/A$10,050.13
BIOGEN INC SR UNSECURED 09/45 5.209062XAD5N/A$10,029.27
E.ON AG494290901EOAN$10,019.81
Oneok Partners LP Company Guar 2.68268NAH6N/A$10,011.61
FNMA POOL AL4201 FN 10/43 FLOATING VAR3138ELU35N/A$10,011.51
Federal National Mortgage Association31409LQ32N/A$10,004.93
MALLINCKRODT INTL FIN COMPANY GUAR 04/18 3.5561234AD7N/A$9,987.92
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 4 A413974LAD0N/A$9,968.04
Airgas Incorporated009363102ARG$9,963.34
Interpublic Group of Cos.460690100IPG$9,958.63
L-3 Communications Holdings In502424104LLL$9,951.17
CELGENE CORP SR UNSECURED 08/20 2.875151020AQ7N/A$9,949.49
Sabine Pass Lng Lp785583AF2N/A$9,941.10
STATE OF ISRAEL SR UNSECURED 03/26 2.87546513CXR2N/A$9,932.30
FNMA POOL AL7742 FN 11/45 FIXED VAR3138EQS86N/A$9,897.09
AT+T INC SR UNSECURED 02/47 5.6500206RCU4N/A$9,885.73
Best Buy Incorporated086516101BBY$9,862.05
Snap-On Incorporated833034101SNA$9,841.23
CA Incorporated12673P105CA$9,831.35
FNMA POOL AY4318 FN 01/45 FLOATING VAR3138YHYQ7N/A$9,810.87
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 2 A2139738AC2N/A$9,806.23
Tesoro Corp Company Guar881609AY7N/A$9,805.85
Treasury Bill912796HK8N/A$9,797.04
America Movil Sab De Cv Sr Unsecured02364WBD6N/A$9,776.76
AMERICAN TOWER CORP SR UNSECURED 02/21 3.303027XAH3N/A$9,760.87
Namura Shipbuildng Jpy50662106004N/A$9,752.81
PETROLEOS MEXICANOS COMPANY GUAR 01/46 5.62571654QBX9N/A$9,727.36
VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 05/20 2.4928668AM4N/A$9,726.26
GNMA POOL 626925 GN 03/45 FIXED 436291FPJ1N/A$9,717.92
Centerpoint Energy Inc.15189T107CNP$9,713.09
Republic of Slovenia Bonds 144a 5.85831594AD8N/A$9,710.82
Hasbro, Incorporated418056107HAS$9,708.16
Atea Asa Common Stock Nok10.0B12TR1901ATEA$9,700.23
FNMA POOL AY8446 FN 08/30 FIXED 3.53138YNL47N/A$9,693.88
Juniper Networks, Incorporated48203R104JNPR$9,689.51
REYNOLDS AMERICAN INC COMPANY GUAR 08/45 5.85761713BB1N/A$9,673.99
Expeditors International of Washington Incorporated302130109EXPD$9,591.20
GNMA II POOL 784067 G2 10/45 FIXED 43622A2QU9N/A$9,589.68
Alcoa Incorporated013817AS0N/A$9,586.62
CEB INC COMMON STOCK USD.01125134106CEB$9,582.58
TESORO LOGISTICS LP/CORP COMPANY GUAR 10/20 5.87588160QAA1N/A$9,576.40
WESTERN GAS PARTNERS LP SR UNSECURED 06/25 3.95958254AE4N/A$9,530.95
Frontier Communications Fixed35906AAB4N/A$9,519.74
Goodyear Tire & Rubber Company382550101GT$9,503.45
SLM STUDENT LOAN TRUST SLMA 2006 2 A578442GRV0N/A$9,498.79
Multi-color Corp625383104LABL$9,493.76
William Lyon Homes Cl A Common Stock Usd.01552074700WLH$9,489.45
VERIZON COMMUNICATIONS SR UNSECURED 01/36 4.27292343VCV4N/A$9,483.14
Matador Resources CO Common Stock Usd.01576485205MTDR$9,482.00
TRINITY ACQUISITION PLC COMPANY GUAR 09/21 3.589641UAD3N/A$9,481.73
NAVIENT STUDENT LOAN TRUST NAVSL 2016 AA A2B 144A63939NAC7N/A$9,472.42
MIDAMERICAN ENERGY CO 1ST MORTGAGE 10/24 3.5595620AM7N/A$9,452.56
GS MORTGAGE SECURITIES TRUST GSMS 2014 GC26 AAB36250HAF0N/A$9,434.19
Lennar Corporation Class A526057104LEN$9,398.81
El Paso Corporation28336LBQ1N/A$9,356.94
FNMA POOL AL7501 FN 10/45 FIXED VAR3138EQKP6N/A$9,353.95
Government National Mortgage Association36203N7D4N/A$9,351.90
MIDAMERICAN ENERGY CO 1ST MORTGAGE 05/46 4.25595620AP0N/A$9,324.08
Bco Est R Gde Sul Prf Class B NpvB23F8S900N/A$9,313.90
MCBC HOLDINGS INC COMMON STOCK USD.0155276F107MCFT$9,308.71
TANGER PROPERTIES LP SR UNSECURED 12/23 3.875875484AG2N/A$9,305.35
FED HM LN PC POOL J33199 FG 11/30 FIXED 3.531307PRU5N/A$9,279.30
Wyndham Worldwide Corporation98310W108WYN$9,278.82
Nanometrics Incorporated630077105NANO$9,207.82
Verisign Incorporated92343E102VRSN$9,203.73
Hologic, Incorporated436440101HOLX$9,192.43
Guidewire Software Incorporated Common Stock Usd.000140171V100GWRE$9,188.93
GENERAL MOTORS FINL CO COMPANY GUAR 01/19 3.137045XBB1N/A$9,164.13
MCDONALD S CORP SR UNSECURED 12/20 2.7558013MEX8N/A$9,101.88
Meggitt Ord Gbp0.05057580003MGGT$9,092.30
Virtus Investment Partners Incorporated92828Q109VRTS$9,083.64
BorgWarner Incorporated099724106BWA$9,059.55
CBRE Group, Incorporated12504L109CBG$9,043.16
FNMA POOL AE8284 FN 11/40 FIXED 431419KF26N/A$9,034.74
GULFSTREAM NATURAL GAS SR UNSECURED 144A 10/45 5.95402740AE4N/A$9,029.22
CALIFORNIA REPUBLIC AUTO RECEI CRART 2015 2 A313056MAC1N/A$9,005.90
PLANET FITNESS INC CL A COMMON STOCK USD.000172703H101PLNT$9,000.05
Pinnacle West Capital Corporation723484101PNW$8,992.19
FNMA POOL MA2225 FN 03/45 FIXED 4.531418BPK6N/A$8,924.41
FNMA POOL AL6043 FN 03/29 FIXED VAR3138ENWD7N/A$8,922.27
Kghm Polska Miedz Pln10 Br526325907KGH$8,908.99
FNMA POOL AR1153 FN 01/43 FIXED 33138NXH75N/A$8,907.07
FED HM LN PC POOL Q38682 FG 02/46 FIXED 43132QVUG4N/A$8,892.28
FED HM LN PC POOL Q36591 FG 10/45 FIXED 43132QTKD7N/A$8,881.69
Tiffany & Company886547108TIF$8,832.44
FED HM LN PC POOL Q25660 FG 04/44 FIXED 43132M55V0N/A$8,819.32
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2016 GC36 A517324TAE9N/A$8,811.75
JPMORGAN CHASE + CO SUBORDINATED 06/45 4.9546625HLL2N/A$8,811.46
WEATHERFORD INTERNATIONAL PL COMMON STOCK USD.001G48833100WFT$8,803.22
Gaslog Ltd Common Stock Usd.01G37585109GLOG$8,801.65
SCRIPPS NETWORKS INTERAC SR UNSECURED 06/20 2.8811065AE1N/A$8,799.07
GNMA II POOL 784018 G2 06/45 FIXED 4.53622A2PB2N/A$8,789.30
Federal Home Loan Mortgage Company3128GUT69N/A$8,780.62
Bed Bath & Beyond Inc075896100BBBY$8,762.80
PVH Corporation693656100PVH$8,759.67
FNMA POOL BC2466 FN 02/31 FIXED 3.53140EWW43N/A$8,749.09
FED HM LN PC POOL J30512 FG 01/30 FIXED 3.531307LR91N/A$8,739.50
GNMA II POOL 627021 G2 11/45 FIXED 436291FSJ8N/A$8,723.40
AMERICAN TOWER CORP SR UNSECURED 06/20 2.803027XAF7N/A$8,712.43
AIA GROUP LTD SR UNSECURED 144A 03/25 3.200131LAB1N/A$8,670.85
Total System Services Incorporated891906109TSS$8,651.89
WM WRIGLEY JR CO SR UNSECURED 144A 10/18 2.4982526AU9N/A$8,589.59
FANNIEMAE STRIP FNS 411 A331395QCY4N/A$8,587.85
SeaWorld Entertainment, Incorporated, Common Stock81282V100SEAS$8,581.65
FNMA POOL AU3734 FN 08/43 FIXED 33138X3EG3N/A$8,579.06
VIACOM INC SR UNSECURED 12/34 4.8592553PAZ5N/A$8,568.65
Smiths Group Ord Gbp0.375B1WY23900SMIN$8,562.93
FORD CREDIT FLOORPLAN MASTER O FORDF 2014 1 A134528QDE1N/A$8,528.26
NetApp, Incorporated64110D104NTAP$8,512.92
FED HM LN PC POOL Q37167 FG 11/45 FIXED 43132QT6D3N/A$8,490.64
Cintas Corporation172908105CTAS$8,488.42
CAPITAL ONE MULTI ASSET EXECUT COMET 2015 A1 A114041NEU1N/A$8,471.10
Agl Resources Incorporated001204106GAS$8,461.79
KINDER MORGAN INC/DELAWA COMPANY GUAR 12/34 5.349456BAG6N/A$8,460.01
ALBEMARLE CORP COMPANY GUAR 12/44 5.45012725AD9N/A$8,430.09
AES Corporation00130H105AES$8,400.42
Seven Network Ltd Npv678385907SVW$8,304.57
Rpx Corp Common Stock74972G103RPXC$8,301.58
Vesuvius PLC Common Stock Gbp1.B82YXW900VSVS$8,289.70
Morgan Stanley Baml Trust Msbam 2013 C10 A161762MBS9N/A$8,259.28
Darden Restaurants Incorporated237194105DRI$8,256.96
Varian Medical Systems Incorporated92220P105VAR$8,246.56
GRUPO TELEVISA SAB SR UNSECURED 01/46 6.12540049JBC0N/A$8,229.04
Mueller Water Products Incorporated Class A624758108MWA$8,224.30
Nasdaq OMX Group Incorporated631103108NDAQ$8,217.67
Wynn Resorts, Limited983134107WYNN$8,206.68
Slm Student Loan Trust Slma 2013 B A1 144a78447VAA6N/A$8,184.78
Huntington Bancshares Incorporated446150104HBAN$8,184.34
Tripadvisor Incorporated Common Stock Usd.001896945201TRIP$8,174.77
GENERAL MOTORS CO SR UNSECURED 04/36 6.637045VAK6N/A$8,169.79
MALIBU BOATS INC A COMMON STOCK USD.0156117J100MBUU$8,167.73
MORGAN STANLEY BAML TRUST MSBAM 2015 C27 A461690AAE4N/A$8,144.21
Nisource Incorporated65473P105NI$8,128.84
MID AMERICA APARTMENTS L SR UNSECURED 11/25 459523UAM9N/A$8,123.77
FED HM LN PC POOL Q37605 FG 12/45 FIXED 43132QUNX7N/A$8,122.94
CONSOLIDATED EDISON CO O SR UNSECURED 12/45 4.5209111FG3N/A$8,120.88
DUKE ENERGY CORP SR UNSECURED 04/24 3.7526441CAN5N/A$8,119.53
JB Hunt Transport Services445658107JBHT$8,098.34
Fluor Corporation343412102FLR$8,049.67
FNMA POOL AL6860 FN 03/44 FIXED VAR3138EPTS3N/A$7,985.25
FED HM LN PC POOL G15202 FG 10/29 FIXED 43128MEAB7N/A$7,969.69
Unum Group91529Y106UNM$7,969.51
SOUTHWESTERN ELEC POWER SR UNSECURED 04/45 3.9845437BN1N/A$7,964.60
Pandora Media Incorporated698354107P$7,961.81
Mineral Resources Ltd Common StockB17ZL5909MIN$7,955.74
RAPID7 INC COMMON STOCK USD.01753422104RPD$7,949.00
MEDIA GENERAL INC COMMON STOCK58441K100MEG$7,947.55
TOTAL SYSTEM SERVICES IN SR UNSECURED 04/21 3.8891906AD1N/A$7,943.62
GS MORTGAGE SECURITIES TRUST GSMS 2014 GC18 AAB36252RAQ2N/A$7,929.54
Nordstrom Incorporated655664100JWN$7,926.09
Cablevision Systems Corporation12686C109CVC$7,923.83
GENERAL MOTORS CO SR UNSECURED 04/35 537045VAH3N/A$7,914.95
CF Industries Holdings, Incorporated125269100CF$7,882.49
VALERO ENERGY CORP SR UNSECURED 03/45 4.991913YAT7N/A$7,879.49
ANALOG DEVICES INC SR UNSECURED 12/45 5.3032654AK1N/A$7,878.92
Xylem Incorporated W/i Common Stock98419M100XYL$7,877.22
GNMA POOL 626973 GN 08/45 FIXED 436291FQ27N/A$7,859.13
F5 Networks Incorporated315616102FFIV$7,852.73
VALMONT INDUSTRIES INC COMPANY GUAR 10/54 5.25920253AE1N/A$7,833.25
GNMA POOL 784130 GN 11/45 FIXED 43622A2ST0N/A$7,790.14
Chemring Group PLC Common Stock Gbp.05B45C9X909CHG$7,767.54
TEGNA INC COMPANY GUAR 10/19 5.125364725BD2N/A$7,758.48
TANGER PROPERTIES LP SR UNSECURED 12/24 3.75875484AH0N/A$7,738.40
GRUPO TELEVISA SAB SR UNSECURED 05/45 540049JBA4N/A$7,724.32
FIDELITY NATIONAL INFORM SR UNSECURED 10/22 4.531620MAQ9N/A$7,722.85
Staples Incorporated855030102SPLS$7,685.98
COMM MORTGAGE TRUST COMM 2014 CR18 ASB12632QAU7N/A$7,668.55
FED HM LN PC POOL Q37173 FG 11/45 FIXED 43132QT6K7N/A$7,656.65
FNMA POOL AB7845 FN 02/43 FIXED 331417EWF4N/A$7,624.54
DEUTSCHE BANK COMMERCIAL 05/49 3.44523312LAS7N/A$7,492.21
E*TRADE Financial Corporation269246401ETFC$7,470.99
Five Below Common Stock Usd.0133829M101FIVE$7,464.99
MID AMERICA APT LP SR UNSECURED 10/23 4.359523UAA5N/A$7,452.20
Verwaltungs U.priv Chf10(br)596800904VPB$7,451.95
GS MORTGAGE SECURITIES TRUST GSMS 2015 GS1 A336252AAC0N/A$7,444.93
Treasury Bill912796HX0N/A$7,428.43
Apache Corporation Sr Unsecured 01/44037411BC8N/A$7,412.81
SCRIPPS NETWORKS INTERAC SR UNSECURED 06/22 3.5811065AF8N/A$7,378.92
Radware, Ltd.M81873107RDWR$7,369.33
Adt Corp/the Common Stock Usd.0100101J106ADT$7,360.38
Portola Pharmaceuticals Incorporated Common Stock737010108PTLA$7,354.74
FNMA POOL AJ2190 FN 10/41 FIXED 43138ATNG1N/A$7,349.01
SLM STUDENT LOAN TRUST SLMA 2012 B A2 144A78446XAB1N/A$7,338.87
GNMA II POOL AD1760 G2 02/43 FIXED 436180C5V7N/A$7,332.03
NAVIENT STUDENT LOAN TRUST NAVSL 2014 AA A2B 144A63939CAC1N/A$7,269.60
TOTAL SYSTEM SERVICES IN SR UNSECURED 04/26 4.8891906AC3N/A$7,247.18
Financial Engines, Incorporated317485100FNGN$7,230.74
Cempra Incorporated15130J109CEMP$7,227.06
COMM MORTGAGE TRUST COMM 2015 PC1 A512593GAF9N/A$7,197.27
Mitsubishi Corporation659678007N/A$7,194.89
Gap Incorporated364760108GPS$7,179.14
Comerica Incorporated200340107CMA$7,146.46
FED HM LN PC POOL Q39797 FG 04/46 FIXED 43132QW3F4N/A$7,144.00
21ST CENTURY FOX AMERICA COMPANY GUAR 10/45 4.9590131HBZ7N/A$7,142.25
Home Retail Group Ord Gbp0B19NKB902HOME$7,121.64
FNMA POOL BA2567 FN 09/45 FIXED 43140E6Z96N/A$7,114.34
Newfield Exploration Company651290108NFX$7,108.91
Akorn, Incorporated009728106AKRX$7,105.85
NELNET STUDENT LOAN TRUST NSLT 2005 4 A464031QCJ8N/A$7,102.73
General Elec Cap Corp36962G3P7N/A$7,091.71
FNMA POOL BA2926 FN 11/45 FIXED 43140E7HC7N/A$7,088.98
Leggett & Platt Incorporated524660107LEG$7,087.07
FNMA POOL AB7016 FN 11/42 FIXED 431417DYN7N/A$7,086.68
SCRIPPS NETWORKS INTERAC SR UNSECURED 06/25 3.95811065AG6N/A$7,083.79
BAXALTA INC SR UNSECURED 144A 06/25 407177MAA1N/A$7,070.82
Apartment Invt. & Mgmt03748R101AIV$7,066.78
COMM MORTGAGE TRUST COMM 2014 UBS4 A512591QAR3N/A$7,063.14
Slm Student Loan Trust Series 2005-6 Class A5b78442GPZ3N/A$7,056.89
Frontier Communications Corporation35906A108FTR$7,046.49
IRON MOUNTAIN INC REIT USD.0146284V101IRM$7,042.74
QORVO INC COMMON STOCK USD.000174736K101QRVO$7,022.67
AAC HOLDINGS INC COMMON STOCK USD.001000307108AAC$7,012.92
DUKE ENERGY CAROLINAS 1ST REF MORT 03/46 3.87526442CAR5N/A$7,011.11
TECO Energy Incorporated872375100TE$6,995.94
Slm Student Loan Trust Slma 2013 A A2a 144a78447RAB3N/A$6,989.16
INDIANA MICHIGAN POWER SR UNSECURED 03/46 4.55454889AQ9N/A$6,983.47
Avery Dennison Corporation053611109AVY$6,958.98
FED HM LN PC POOL Q37606 FG 12/45 FIXED 43132QUNY5N/A$6,955.09
Discovery Holding Company25470F302DISCK$6,933.88
FED HM LN PC POOL Q37721 FG 12/45 FIXED 43132QUSK0N/A$6,845.69
Helmerich & Payne Incorporated423452101HP$6,844.10
FNMA POOL AS6251 FN 11/35 FIXED 3.53138WF5M4N/A$6,796.16
ENERGY TRANSFER PARTNERS SR UNSECURED 01/26 4.7529273RBG3N/A$6,769.52
DUKE ENERGY CORP SR UNSECURED 12/45 4.826441CAP0N/A$6,768.60
ONEOK Incorporated682680103OKE$6,766.05
INTREXON CORP COMMON STOCK46122T102XON$6,758.13
H & R Block Incorporated093671105HRB$6,726.79
FMC Technologies Incorporated30249U101FTI$6,698.99
FNMA POOL AL7289 FN 08/45 FIXED VAR3138EQC34N/A$6,687.11
Gail India Ltd Reg S Gdr Gdr323552901GAID$6,663.44
LYB INTL FINANCE BV COMPANY GUAR 03/44 4.87550247VAC3N/A$6,656.38
ELECTRICITE DE FRANCE SA SR UNSECURED 144A 10/55 5.25268317AR5N/A$6,654.01
FNMA POOL AL6009 FN 05/43 FLOATING VAR3138ENVB2N/A$6,599.87
SLM STUDENT LOAN TRUST SLMA 2005 9 A578442GQY5N/A$6,594.77
Robert Half International770323103RHI$6,592.40
Torchmark Corporation891027104TMK$6,591.16
Slm Student Loan Trust Slma 2013 3 B78447YAD4N/A$6,579.65
CALIFORNIA REPUBLIC AUTO RECEI CRART 2014 2 A413056XAD5N/A$6,551.29
HALLIBURTON CO SR UNSECURED 11/45 5406216BK6N/A$6,549.33
Nelnet Student Loan Trust Nslt 2010 4a A 144a86386YAA6N/A$6,501.71
FNMA POOL AZ9217 FN 10/45 FIXED 43140E2G39N/A$6,468.28
G&K Services Incorporated361268105GK$6,467.17
CONFORMIS INC COMMON STOCK USD.0000120717E101CFMS$6,467.07
ENERGY TRANSFER PARTNERS SR UNSECURED 10/20 4.1529273RAX7N/A$6,451.82
Amec Ord Gbp0.50002826006AMFW$6,442.98
HYUNDAI AUTO RECEIVABLES TRUST HART 2013 A A444890JAD1N/A$6,431.94
FNMA POOL AB9859 FN 07/43 FIXED 331417G5V4N/A$6,421.40
WORLD FINANCIAL NETWORK CREDIT WFNMT 2014 C A981464EN6N/A$6,418.84
Pulte Homes Incorporated745867101PHM$6,414.76
FED HM LN PC POOL J32994 FG 10/30 FIXED 3.531307PKF5N/A$6,412.39
ALDER BIOPHARMACEUTICALS INC COMMON STOCK USD.0001014339105ALDR$6,396.60
CALIFORNIA REPUBLIC AUTO RECEI CRART 2014 3 A413056LAD1N/A$6,384.12
FREDDIE MAC FHR 4462 DA3137BHJ24N/A$6,355.39
GNMA II POOL AD8837 G2 03/43 FIXED 436180MZA8N/A$6,323.68
FNMA POOL AT0939 FN 04/43 FIXED 33138WNBH1N/A$6,310.05
HYUNDAI AUTO RECEIVABLES TRUST HART 2013 B A444890LAD6N/A$6,303.71
Sonae Sgps SA Eur1597399906SON$6,291.94
Flowserve Corporation34354P105FLS$6,233.23
FNMA POOL AB3678 FN 10/41 FIXED 3.531417ACQ0N/A$6,227.26
Ohio St Univ Ohshgr Fixed Oid677632PA3N/A$6,219.24
Endo International PlcG30401106ENDP$6,209.58
FED HM LN PC POOL Q37604 FG 12/45 FIXED 43132QUNW9N/A$6,176.07
SLM STUDENT LOAN TRUST SLMA 2014 A A1 144A78448DAA5N/A$6,168.90
Cabcharge Australia Npv619469901CAB$6,164.02
NORTHROP GRUMMAN CORP SR UNSECURED 04/45 3.85666807BJ0N/A$6,143.56
FNMA POOL AL6777 FN 07/44 FIXED VAR3138EPQ72N/A$6,138.97
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Slm Student Loan Trust Slma 2012 C A1 144a78447BAA0N/A$6,117.42
United Rentals, Incorporated911363109URI$6,104.95
FNMA POOL BA2909 FN 11/45 FIXED 43140E7GT1N/A$6,081.68
COMM MORTGAGE TRUST COMM 2013 CR10 A212626BAB0N/A$6,075.01
Ralph Lauren Corp Common Stock Usd.01751212101RL$6,038.31
FNMA POOL BC2471 FN 02/46 FIXED 3.53140EWW92N/A$6,019.98
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2012 LC9 A246639EAB7N/A$5,999.46
China Bluechemical Ltd H Common Stock Hkd1.B1DN3X908N/A$5,999.07
FED HM LN PC POOL Q36448 FG 10/45 FIXED 43132QTEW2N/A$5,991.77
MORGAN STANLEY BAML TRUST MSBAM 2013 C9 A261762DAT8N/A$5,972.44
NAVIENT STUDENT LOAN TRUST NAVSL 2015 AA A2B 144A63939EAC7N/A$5,943.02
Tesaro Incorporated881569107TSRO$5,936.51
Range Resources Corporation75281A109RRC$5,925.34
FED HM LN PC POOL Q36778 FG 10/45 FIXED 43132QTQ82N/A$5,922.93
FED HM LN PC POOL J32846 FG 10/30 FIXED 3.531307PET2N/A$5,917.34
EL PASO ELECTRIC CO SR UNSECURED 12/44 5283677AZ5N/A$5,914.71
Aryzta AG Chf0.02B39VJC900ARYN$5,899.09
Qualys Incorporated74758T303QLYS$5,888.75
PerkinElmer, Incorporated714046109PKI$5,859.46
JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C31 ASB46644YAW0N/A$5,844.92
FNMA POOL AQ5047 FN 12/42 FIXED 33138MLTD6N/A$5,842.14
FED HM LN PC POOL U95161 FG 10/43 FIXED 53132H5FB9N/A$5,840.53
WM WRIGLEY JR CO SR UNSECURED 144A 10/17 2982526AT2N/A$5,831.30
METLIFE INC SR UNSECURED 05/46 4.659156RBR8N/A$5,825.65
SLM STUDENT LOAN TRUST SLMA 2013 C A2A 144A78447XAB0N/A$5,817.18
Leucadia National Corporation527288104LUK$5,814.95
FNMA POOL BA4740 FN 12/45 FIXED 43140E9HS8N/A$5,799.64
FNMA POOL BC4415 FN 03/46 FIXED 3.53140EY3Z2N/A$5,780.02
Slm Student Loan Trust Slma 2012 E A1 144a78447FAA1N/A$5,771.65
FED HM LN PC POOL Q35566 FG 08/45 FIXED 3.53132QSFG8N/A$5,758.70
Jacobs Engineering Group Incorporated469814107JEC$5,758.56
GNMA II POOL 784020 G2 05/45 FIXED 4.53622A2PD8N/A$5,752.39
UBS Barclays Commercial Mortga Ubsbb 2013 C5 A490270YBF5N/A$5,751.66
FNMA POOL AQ0765 FN 11/42 FIXED 3.53138MFZ75N/A$5,715.63
Slc Student Loan Trust Slclt 2007 2 A2784422AB3N/A$5,683.65
FNMA POOL AT7720 FN 06/43 FIXED 3.53138WVSJ1N/A$5,653.38
STRUCTURED AGENCY CREDIT RISK STACR 2015 DN1 M13137G0DQ9N/A$5,642.62
First Solar Incorporated336433107FSLR$5,639.58
TEGNA INC COMMON STOCK USD1.087901J105TGNA$5,562.31
SLM STUDENT LOAN TRUST SLMA 2014 2 B78448GAD2N/A$5,562.22
STRUCTURED AGENCY CREDIT RISK STACR 2014 HQ1 M13137G0BU2N/A$5,550.05
FLEXION THERAPEUTICS INC COMMON STOCK USD.00133938J106FLXN$5,532.47
REPUBLIC OF PARAGUAY NOTES 144A 08/44 6.1699149AB6N/A$5,525.33
FED HM LN PC POOL Q20179 FG 07/43 FIXED 3.53132JMFU8N/A$5,501.84
ADT CORP SR UNSECURED 04/19 4.12500101JAL0N/A$5,488.16
Assurant Incorporated04621X108AIZ$5,392.46
Universal Electrs Incorporated913483103UEIC$5,376.09
COX COMMUNICATIONS INC SR UNSECURED 144A 02/35 4.8224044CF2N/A$5,366.60
GNMA II POOL AO6444 G2 08/45 FIXED 4.53617A7ER8N/A$5,356.64
Zions Bancorporation989701107ZION$5,342.71
People's United Financial Incorporated712704105PBCT$5,336.32
ELECTRICITE DE FRANCE SA SR UNSECURED 144A 10/45 4.95268317AQ7N/A$5,268.71
News Corp Class A Common Stock Usd.0165249B109NWSA$5,236.12
Canadian Oil Sands Trust Sr Unsecured 144a 04/42 6.13643EAH8N/A$5,183.37
MARATHON PETROLEUM CORP SR UNSECURED 12/45 5.8556585AAM4N/A$5,167.69
WILLIAMS PARTNERS LP SR UNSECURED 09/25 496949LAB1N/A$5,140.17
FED HM LN PC POOL J29812 FG 11/29 FIXED 3.531307J3V3N/A$5,128.97
GNMA II POOL AR3762 G2 02/46 FIXED 436192YFB8N/A$5,115.18
TRINITY ACQUISITION PLC COMPANY GUAR 03/26 4.489641UAC5N/A$5,094.45
Student Loan Marketing Association Securities78445XAA4N/A$5,092.54
Jpmcc 2010 Cntr A1 08/32 Fixed46636AAA0N/A$5,077.82
Garmin Ltd Common Stock Chf10.0H2906T109GRMN$5,071.94
FANNIE MAE FNR 2007 108 AN31396XT20N/A$5,059.33
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 A A1 144A78448PAA8N/A$4,987.63
GNMA POOL 711633 GN 02/42 FIXED 436297GSW1N/A$4,904.70
Flir Systems Incorporated302445101FLIR$4,890.89
Green Tree 1997-7 A8393505XT4N/A$4,869.26
Time Warner Cable Incorporated88732JAJ7N/A$4,842.71
GNMA POOL 627006 GN 10/45 FIXED 436291FR34N/A$4,793.11
Comm_12-cr412624QAP8N/A$4,782.52
MOSAIC CO SR UNSECURED 11/43 5.62561945CAE3N/A$4,761.77
FED HM LN PC POOL J32935 FG 10/30 FIXED 3.531307PHL6N/A$4,711.99
COMM MORTGAGE TRUST COMM 2014 UBS5 ASB12592KBA1N/A$4,672.49
Discovery Communications Incorporated Class C25470F104DISCA$4,637.09
FED HM LN PC POOL Q36779 FG 10/45 FIXED 43132QTQ90N/A$4,612.96
COMM MORTGAGE TRUST COMM 2014 UBS2 A512591UAF0N/A$4,605.71
Western Gas Partners Fixed958254AA2N/A$4,595.61
INTESA SANPAOLO SPA SUBORDINATED 144A 01/26 5.7146115HAW7N/A$4,594.04
MORGAN STANLEY BAML TRUST MSBAM 2015 C23 A361690QAD1N/A$4,591.99
PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 01/20 3.05709599AR5N/A$4,582.38
AMERICAN INTL GROUP SR UNSECURED 01/55 4.375026874DB0N/A$4,554.55
FED HM LN PC POOL J33781 FG 02/31 FIXED 3.531307QFW2N/A$4,538.49
FNMA POOL AS6868 FN 03/36 FIXED 3.53138WGT20N/A$4,507.61
Cia Saneamento Minas Gerais Common Stock NpvB0YBZJ909N/A$4,506.11
ERAC USA FINANCE LLC COMPANY GUAR 144A 02/45 4.526884TAN2N/A$4,489.11
FHLMC02R032646N/A$4,454.48
Pitney Bowes Incorporated724479100PBI$4,452.56
NAVIENT CORP COMMON STOCK USD.0163938C108NAVI$4,428.00
NRG Energy Incorporated629377508NRG$4,420.69
FED HM LN PC POOL Q39796 FG 04/46 FIXED 3.53132QW3E7N/A$4,408.96
Murphy Oil Corporation626717102MUR$4,395.74
Ugl Ltd Npv691487904UGL$4,359.37
GENERAL MOTORS CO SR UNSECURED 04/46 6.7537045VAL4N/A$4,304.77
FNMA POOL AQ0174 FN 11/42 FIXED 33138MFFQ5N/A$4,262.39
DOMINION RESOURCES INC SR UNSECURED 10/25 3.925746UCE7N/A$4,236.88
FED HM LN PC POOL J32866 FG 10/30 FIXED 3.531307PFF1N/A$4,199.51
Patterson Dental Co.703395103PDCO$4,193.40
Distribuidora Internacional Common StockACI00NNS8DIA$4,128.64
FED HM LN PC POOL U92021 FG 09/43 FIXED 53132HCD26N/A$4,125.11
HORTONWORKS INC COMMON STOCK USD.0001440894103HDP$4,120.71
COMM MORTGAGE TRUST COMM 2013 CR11 A112626LAA0N/A$4,086.81
AT+T INC SR UNSECURED 03/22 3.800206RDB5N/A$4,067.88
Slm Student Loan Trust Slma 2013 1 B78447MAD0N/A$4,056.78
MORGAN STANLEY CAPITAL I TRUST MSC 2011 C2 A2 144A617459AB8N/A$4,040.26
Legg Mason Incorporated524901105LM$4,030.72
FNMA POOL BA4544 FN 11/35 FIXED 43140E9BN5N/A$4,025.58
Dun & Bradstreet Corp26483E100DNB$4,023.08
VIACOM INC SR UNSECURED 04/44 5.2592553PAW2N/A$3,957.08
CSRA INC COMMON STOCK USD.00112650T104CSRA$3,955.67
FED HM LN PC POOL Q37331 FG 11/45 FIXED 43132QUED1N/A$3,955.04
Ashtead Capital Incorporated045054AB9N/A$3,947.98
FED HM LN PC POOL K93374 FG 11/35 FIXED 43132LPT74N/A$3,904.12
FORD CREDIT AUTO OWNER TRUST/F FORDR 2015 1 A 144A34530RAA6N/A$3,891.68
Quanta Services Incorporated74762E102PWR$3,889.82
FED HM LN PC POOL Q36590 FG 10/45 FIXED 43132QTKC9N/A$3,877.23
PHILIP MORRIS INTL INC SR UNSECURED 02/21 1.875718172BS7N/A$3,875.23
Cit Group Incorporated125581GL6N/A$3,843.94
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2015 JP1 ASB46590KAF1N/A$3,807.05
FED HM LN PC POOL Q36282 FG 09/45 FIXED 43132QS6U7N/A$3,806.71
CVS HEALTH CORP SR UNSECURED 07/45 5.125126650CN8N/A$3,770.89
Teradata Corporation88076W103TDC$3,765.92
Ryder Systems Incorporated783549108R$3,739.16
Autonation Incorporated05329W102AN$3,726.76
Polyone Corporation73179P106POL$3,614.83
FNMA POOL BC2308 FN 02/46 FIXED 43140EWR64N/A$3,606.40
FED HM LN PC POOL U92098 FG 09/43 FIXED 53132HCGF4N/A$3,601.66
FNMA POOL AW7322 FN 06/44 FIXED 4.53138XXD45N/A$3,595.41
Gamestop Corporation36467W109GME$3,583.78
Tc Pipelines LP Fixed 4.6587233QAA6N/A$3,579.53
MCDONALD S CORP SR UNSECURED 01/26 3.758013MEY6N/A$3,562.03
Student Loan Marketing Association Securities78446DAB5N/A$3,552.90
GNMA II POOL 784110 G2 11/45 FIXED 53622A2R79N/A$3,547.67
Tate + Lyle Gbp 0.25087541009TATE$3,506.97
FED HM LN PC POOL Q34832 FG 07/45 FIXED 3.53132QRLN8N/A$3,505.73
RELYPSA INC COMMON STOCK USD.001759531106RLYP$3,481.85
FED HM LN PC POOL J33151 FG 11/30 FIXED 3.531307PQC6N/A$3,479.39
FED HM LN PC POOL Q37019 FG 11/45 FIXED 43132QTYR1N/A$3,452.28
FED HM LN PC POOL Q37875 FG 12/45 FIXED 3.53132QUXD0N/A$3,447.15
TIME WARNER INC COMPANY GUAR 07/45 4.85887317AX3N/A$3,423.86
FNMA POOL BA4784 FN 01/46 FIXED 43140E9J64N/A$3,407.48
Southwestern Energy Company845467109SWN$3,393.27
Transocean LimitedH8817H100RIG$3,375.72
COMMONWEALTH EDISON CO 1ST MORTGAGE 03/45 3.7202795JF8N/A$3,375.36
ANTHEM INC SR UNSECURED 01/44 5.194973VBF3N/A$3,347.77
GNMA POOL 763893 GN 10/43 FIXED 436176ENJ6N/A$3,227.02
GNMA II POOL 627047 G2 01/46 FIXED 436291FTC2N/A$3,182.36
GNMA POOL 711598 GN 10/41 FIXED 436297GRT9N/A$3,168.56
MARKEL CORP SR UNSECURED 04/46 5570535AQ7N/A$3,167.81
FNMA POOL AS6022 FN 09/45 FIXED 43138WFVQ6N/A$3,153.62
CAPITAL AUTO RECEIVABLES ASSET AFIN 2014 3 A413975JAD4N/A$3,149.17
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2014 GC23 A417322VAT3N/A$3,126.96
FED HM LN PC POOL Q36677 FG 10/45 FIXED 3.53132QTM37N/A$3,109.31
Tenet Healthcare Corp Common Stock Usd.0588033G407THC$3,075.81
ALLY MASTER OWNER TRUST AMOT 2014 3 A02005AEB0N/A$3,065.08
Treasury Bill912796HN2N/A$3,035.03
Cemig Cia Energ Mg Pref Brl5.00B1YBRG902N/A$2,936.43
COMM MORTGAGE TRUST COMM 2010 C1 A2 144A12622DAB0N/A$2,904.05
FED HM LN PC POOL J32864 FG 10/30 FIXED 3.531307PFD6N/A$2,847.28
Owens-Illinois Incorporated690768403OI$2,772.43
FNMA POOL AS6217 FN 11/45 FIXED 43138WF4B9N/A$2,758.79
TEACHERS INSUR + ANNUITY SUBORDINATED 144A 09/44 4.9878091BD8N/A$2,740.25
Student Loan Marketing Association Securities78446DAA7N/A$2,722.05
GNMA POOL AO0549 GN 09/45 FIXED 43617A0TE6N/A$2,721.81
Rhoen Klinikum AG Ord Npv471762906RHK$2,699.10
Government National Mortgage Association36204DHS1N/A$2,699.04
Keiyo Bank Jpy50619064009N/A$2,683.24
GS MORTGAGE SECURITIES TRUST GSMS 2013 GC16 A136248GAA8N/A$2,678.44
FNMA POOL MA1643 FN 10/43 FIXED 531418AZH4N/A$2,612.87
WESTERN GAS PARTNERS LP SR UNSECURED 04/44 5.45958254AD6N/A$2,501.45
CALATLANTIC GROUP INC COMPANY GUAR 05/20 6.625783764AP8N/A$2,446.82
FED HM LN PC POOL J32325 FG 08/30 FIXED 3.531307NSN5N/A$2,407.37
VERISK ANALYTICS INC SR UNSECURED 06/45 5.592345YAE6N/A$2,399.25
FED HM LN PC POOL J33440 FG 01/31 FIXED 3.531307PZD4N/A$2,378.44
FED HM LN PC POOL J33278 FG 11/30 FIXED 3.531307PUB3N/A$2,355.19
FNMA POOL AS5844 FN 08/45 FIXED 43138WFP67N/A$2,314.04
FNMA POOL AS6850 FN 02/46 FIXED 43138WGTG9N/A$2,311.73
Chesapeake Energy Corporation165167107CHK$2,300.36
FNMA POOL BA7254 FN 12/45 FIXED 43140ECBY4N/A$2,294.46
Gsms_12-gcj736192KAU1N/A$2,282.63
GNMA POOL 626945 GN 05/45 FIXED 436291FP69N/A$2,279.49
Federal Natl Mtg Assn Remic Remic Tr 1998 38 Cl Pl Po31359UT21N/A$2,273.31
SLM STUDENT LOAN TRUST SLMA 2014 1 A178448EAA3N/A$2,269.41
FNMA POOL AS5670 FN 07/45 FIXED 43138WFJQ0N/A$2,247.65
FNMA POOL AB3818 FN 10/41 FIXED 431417AG45N/A$2,106.23
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FNMA POOL AE1281 FN 12/41 FIXED 431419BM77N/A$2,023.08
ENERGY TRANSFER PARTNERS SR UNSECURED 12/45 6.12529273RBJ7N/A$2,001.14
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FED HM LN PC POOL J32872 FG 09/30 FIXED 3.531307PFM6N/A$1,915.02
GNMA II POOL 635054 G2 02/46 FIXED 4.536291QQF4N/A$1,911.95
FNMA POOL AX5504 FN 02/46 FIXED 43138Y7DJ8N/A$1,891.21
FNMA POOL AZ4403 FN 10/35 FIXED 3.53138YV3M9N/A$1,834.59
Slm Student Loan Trust Slma 2005 5 A378442GPP5N/A$1,803.74
GNMA POOL 627048 GN 01/46 FIXED 4.536291FTD0N/A$1,767.70
COMM MORTGAGE TRUST COMM 2013 CR12 A412591KAE5N/A$1,750.57
FNMA POOL AX5484 FN 10/45 FIXED 43138Y7CW0N/A$1,714.40
GNMA II POOL 627049 G2 01/46 FIXED 4.536291FTE8N/A$1,694.14
JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2014 C25 ASB46643PBF6N/A$1,688.02
FORD CREDIT AUTO OWNER TRUST FORDO 2013 B A334530EAC1N/A$1,654.29
FNMA POOL AE1275 FN 11/41 FIXED 431419BMZ5N/A$1,628.64
FED HM LN PC POOL U90446 FG 05/42 FIXED 53132H3P72N/A$1,621.90
Kerr-mcgee Corp492386AU1N/A$1,544.91
NEWS CORP CLASS B COMMON STOCK65249B208NWS$1,541.34
TREASURY BILL 09/16 0.00000912796JH3N/A$1,540.63
Diamond Offshore Drilling Inc25271C102DO$1,511.51
FNMA POOL BA7251 FN 12/45 FIXED 4.53140ECBV0N/A$1,507.71
COMM MORTGAGE TRUST COMM 2013 CR12 A112591KAA3N/A$1,480.24
GNMA II POOL 626949 G2 05/45 FIXED 4.536291FQA9N/A$1,462.87
GNMA II POOL 626975 G2 08/45 FIXED 436291FQ43N/A$1,350.74
Treasury Bill912796HW2N/A$1,348.56
Bs Financial Group Incorporated Common Stock Krw5000.ACI00J5W8N/A$1,338.68
Mitsui + CO Npv659730006N/A$1,321.95
MARATHON PETROLEUM CORP SR UNSECURED 09/54 556585AAJ1N/A$1,312.15
DBUBS MORTGAGE TRUST DBUBS 2011 LC1A A1 144A233050AN3N/A$1,229.33
KWANGJU BANK COMMON STOCK KRW5000.0ACI07SR98N/A$1,183.33
Mincor Resources Npv600052906MCR$1,152.38
GNMA II POOL 626957 G2 06/45 FIXED 4.536291FQJ0N/A$1,087.70
FNMA POOL BA7250 FN 12/45 FIXED 4.53140ECBU2N/A$1,059.29
FED HM LN PC POOL K93334 FG 11/35 FIXED 3.53132LPSX8N/A$1,036.81
JX Holdings IncorporatedB627LW906N/A$1,028.65
FNMA POOL AX5505 FN 02/46 FIXED 4.53138Y7DK5N/A$989.94
FNMA POOL AB3621 FN 09/41 FIXED 431417AAX7N/A$915.42
GNMA II POOL AP6361 G2 10/45 FIXED 4.536189EB62N/A$906.68
FNMA POOL BA7248 FN 12/45 FIXED 43140ECBS7N/A$903.77
FED HM LN PC POOL U92119 FG 10/43 FIXED 53132HCG49N/A$825.76
GNMA POOL AH3003 GN 04/45 FIXED 4.536182KKQ1N/A$820.65
FED HM LN PC POOL J33304 FG 12/30 FIXED 3.531307PU56N/A$802.81
FNMA POOL AS0456 FN 09/43 FIXED 53138W9QJ2N/A$730.51
Premier Foods PLC Common Stock Gbp.1B7N0K0907PFD$724.27
Gsms_12-gcj736192KAQ0N/A$712.40
FNMA POOL MA1719 FN 12/43 FIXED 531418A4D7N/A$703.72
Arrium Ltd Common Stock NpvB7NKJX903ARI$618.25
FED HM LN PC POOL U92103 FG 10/43 FIXED 53132HCGL1N/A$584.85
Orion Corp Krw5000689684900N/A$571.76
COMM MORTGAGE TRUST COMM 2014 CR19 A512592GBD4N/A$487.25
HYUNDAI AUTO RECEIVABLES TRUST HART 2013 C A344890QAC7N/A$486.91
Panoramic Resources Ltd Common Stock640566907PAN$372.15
Slm Student Loan Trust Slma 2013 A A1 144a78447RAA5N/A$359.79
Federal Natl Mtg Assn Gtd Remi Remic Tr 2005 31 Cl Pb31394CY63N/A$354.92
Federal National Mortgage Association31385W2S7N/A$347.76
RING ENERGY INC COMMON STOCK USD.00176680V108REI$325.95
Jp Morgan Chase Comml Mtge Sec46625YCV3N/A$273.15
Federal National Mortgage Association31368H3Y7N/A$222.96
FED HM LN PC POOL J33302 FG 12/30 FIXED 3.531307PU31N/A$222.69
Wells Fargo Govt Mm Par 175194999R9K4N/A$177.19
MARATHON OIL CORP SR UNSECURED 06/45 5.2565849AM8N/A$172.32
Boart Longyear Gr NpvB1PPRK902BLY$163.28
Nelnet Student Ln Tr 2006 1 Asset Bkd Nt Cl A464031QCR0N/A$162.51
Sasc 1998-2 A863572SE4N/A$161.74
Fed Hm Ln Pc Pool C9065131335HWL3N/A$157.34
Federal Home Ln Mtg Pc Gtd Ser 1590 Cl 1590 Ia Var Rate3133T1MC3N/A$147.24
FNMA POOL MA1761 FN 01/44 FIXED 531418A5X2N/A$136.94
Federal National Mortgage Association31403DWC9N/A$125.60
Structured Asset Secs Corp Perp Svgs Bk Tr 90 1863572AY9N/A$122.92
Gazprom Neft Sponsored ADR ADR36829G107GZPFY$117.91
CONSOLIDATED EDISON CO O SR UNSECURED 12/54 4.625209111FF5N/A$111.15
Federal Home Ln Mtg Corp Ser 2423 Cl M C31339WBV7N/A$90.15
Federal Natl Mtg Assn Gtd Remic Tr 1999 54 Cl Lh31359XCD9N/A$80.76
Fed Hm Ln Pc Pool G1134431283KP51N/A$69.42
Federal National Mortgage Association31371KNL1N/A$67.83
Federal National Mortgage Association31382F2E8N/A$62.75
Federal National Mortgage Association31390SFX4N/A$60.49
Vr Qtr Slm Student Loan Trust78444YAC9N/A$42.71
Fed Hm Ln Pc Pool G1130031283KNR5N/A$33.92
Federal National Mortgage Association31385JD47N/A$28.38
Valeant Pharmaceuticals Intl I Term Loan D 2C9413PAS2N/A$25.18
Federal National Mortgage Association31385JF37N/A$20.11
Fed Hm Ln Pc Pool G120083128M1DM8N/A$14.74
Federal Home Ln Mtg Pc Gtd Ser 1935 Cl 1935 Fl Var Rate3133T8Z83N/A$12.47
Federal National Mortgage Association31385XDT1N/A$7.60
Federal Home Ln Mtg Pc Gtd Ser 1897 Cl 1897k3133T7ZF9N/A$5.03
Federal National Mortgage Association31362HRH4N/A$1.34
Enteromedics Incorporated Wts Call Exp 12/9929399M919N/A$0.18
CALIFORNIA RESOURCES CORP COMMON STOCK USD.0113057Q107CRC$0.06
BANK OF AMERICA CORP SR UNSECURED 01/19 2.606051GEX3N/A$0.00
FED HM LN PC POOL G08693 FG 02/46 FIXED 3.53128MJXX3N/A$0.00
FED HM LN PC POOL C91857 FG 11/35 FIXED 43128P8B26N/A$0.00
FED HM LN PC POOL C91859 FG 12/35 FIXED 3.53128P8B42N/A$0.00
FED HM LN PC POOL C91860 FG 12/35 FIXED 43128P8B59N/A$0.00
FED HM LN PC POOL 2B4769 FH 10/45 FLOATING VAR31326KJN8N/A$0.00
FED HM LN PC POOL 2B5198 FH 03/46 FLOATING VAR31326KX36N/A$0.00
FED HM LN PC POOL 2B5236 FH 03/46 FLOATING VAR31326KY92N/A$0.00
FED HM LN PC POOL G30835 FG 12/35 FIXED 3.53132J4EH8N/A$0.00
FED HM LN PC POOL K93218 FG 09/35 FIXED 3.53132LPPB9N/A$0.00
FED HM LN PC POOL K93258 FG 09/35 FIXED 3.53132LPQK8N/A$0.00
FED HM LN PC POOL Q33464 FG 05/45 FIXED 43132QPZ64N/A$0.00
FED HM LN PC POOL Q36076 FG 09/45 FIXED 43132QSXE3N/A$0.00
FED HM LN PC POOL Q36309 FG 09/45 FIXED 43132QTAK2N/A$0.00
FED HM LN PC POOL Q36491 FG 10/45 FIXED 43132QTF92N/A$0.00
FED HM LN PC POOL Q36478 FG 10/45 FIXED 43132QTFU5N/A$0.00
FED HM LN PC POOL Q36768 FG 10/45 FIXED 43132QTQW9N/A$0.00
FED HM LN PC POOL Q36927 FG 10/45 FIXED 43132QTVV5N/A$0.00
FED HM LN PC POOL Q37599 FG 12/45 FIXED 43132QUNR0N/A$0.00
FED HM LN PC POOL Q37793 FG 12/45 FIXED 43132QUUT8N/A$0.00
FED HM LN PC POOL Q37795 FG 12/45 FIXED 43132QUUV3N/A$0.00
FNMA POOL AH4793 FN 02/41 FIXED 43138A6KF6N/A$0.00
FNMA POOL AS6377 FN 12/35 FIXED 3.53138WGCP7N/A$0.00
FNMA POOL AZ2068 FN 09/35 FIXED 3.53138YTJN5N/A$0.00
FNMA POOL AZ2934 FN 09/45 FIXED 43138YUHL8N/A$0.00
FNMA POOL AZ5301 FN 07/45 FLOATING VAR3138YW3K1N/A$0.00
FNMA POOL AZ7316 FN 10/45 FLOATING VAR3140E0DW2N/A$0.00
FNMA POOL AZ7344 FN 11/45 FLOATING VAR3140E0ES0N/A$0.00
FNMA POOL AB8699 FN 03/43 FIXED 331417FUZ9N/A$0.00
FNMA POOL AB9030 FN 04/43 FIXED 331417GA89N/A$0.00
FEDEX CORP COMPANY GUAR 04/26 3.2531428XBF2N/A$0.00
INTL BK RECON + DEVELOP SR UNSECURED 03/21 1.625459058EW9N/A$0.00
UBS GROUP FUNDING COMPANY GUAR 144A 09/25 4.12590351DAB3N/A$0.00
Fnma01F030645N/A($55,873.01)
Derivatives Holdings (Futures)
Expiration DateContractsTypeUnrealized Gains (Losses)
06-21-201674.00Short US 10YR Note (cbt)17,690.81