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Wells Fargo Moderate Balanced Fund

Holdings as of 12/31/2015
Portfolio holdings are subject to change and may have changed since the date specified.

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

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

Holdings
SecurityCusipTickerAmount
Wells Fargo Cash Investment Money Market Fund9499999G3N/A$6,316,674.80
Fhlmc31394JY50N/A$1,423,847.63
U.S. Treasury N/b912828TS9N/A$1,419,410.51
Apple Incorporated037833100AAPL$1,398,308.14
U.S. Treasury N/b912810RN0N/A$1,180,974.09
Fnma31392DUF7N/A$1,133,250.93
Fnma3138EJYV4N/A$1,040,718.07
Facebook, Incorporated30303M102FB$965,247.85
Amazon.com, Incorporated023135106AMZN$934,734.04
U.S. Treasury N/b912810RP5N/A$927,102.56
Alphabet Inc CL A Common Stock USD.00102079K305GOOGL$901,146.18
Tsy Infl Ix N/b912828XL9N/A$887,094.58
Fed Hm Ln Pc Pool3128MAD22N/A$885,199.33
JPMorgan Chase & Company46625H100JPM$786,020.55
Exxon Mobil Corporation30231G102XOM$783,231.18
Alphabet Inc CL C Common Stock USD.00102079K107GOOG$766,549.98
Medtronic Plc Common Stock Usd.1G5960L103MDT$699,867.03
Visa Incorporated92826C839V$682,885.94
FNMA31393YU52N/A$675,123.85
Microsoft Corporation594918104MSFT$671,636.21
FHLMC31393NTF6N/A$664,963.69
FNMA31394AB54N/A$661,697.32
FHLMC31394JD95N/A$651,068.99
Alexion Pharmaceuticals, Incorporated015351109ALXN$625,485.78
Structured Asset Securities Corporation Series 2007-rm1 Class A186363BAA3N/A$621,374.73
The Home Depot, Incorporated437076102HD$620,578.99
CVS Caremark Corporation126650100CVS$611,178.79
Johnson & Johnson478160104JNJ$605,943.10
Hudson City44372BCP6N/A$597,425.44
Treasury Bill912796FZ7N/A$574,369.44
SMALL BUSINESS ADMINISTRATION SBIC 2014 10B 1831641FB6N/A$564,854.48
US TREASURY N/B 02/45 2.5912810RK6N/A$543,328.60
Fed Hm Ln Pc Pool U890093132H1AK3N/A$542,284.27
FNMA POOL AL6574 FN 04/21 FIXED VAR3138EPJU9N/A$542,142.67
The Procter & Gamble Company742718109PG$522,728.97
Federal National Mortgage Association3138MDVZ2N/A$517,860.07
Bank of America Corporation060505104BAC$512,351.26
General Electric Company369604103GE$508,746.34
Celgene Corporation151020104CELG$496,735.48
Naa 2004-r2 A162951MAM2N/A$490,768.90
Allergan PLC Common Stock Usd.0033G0177J108AGN$487,662.97
FED HM LN PC POOL Q25632 FG 04/44 FIXED 43132M54R0N/A$485,060.26
Federal Home Loan Mortgage Company31393LFP3N/A$480,677.19
Federal National Mortgage Association31393X7A9N/A$480,297.00
Federal Home Loan Mortgage Company31393LFM0N/A$474,094.11
HASHEMITE KINGDOM OF JOR US GOVT GUAR 06/25 3418097AF8N/A$472,400.42
Bristol-Myers Squibb Company110122108BMY$464,771.34
U.S. Treasury N/b912828M56N/A$450,049.29
Federal National Mortgage Association31393AP92N/A$447,111.32
U.S. Treasury N/b912828N22N/A$440,452.27
Maricopa County Elementary School District No 28-kyrene Elementary/az567137ZH0N/A$435,214.29
NIKE, Incorporated?Cl B654106103NKE$434,986.67
SMALL BUSINESS ADMINISTRATION SBAP 2015 20E 183162CXA6N/A$424,350.89
UnitedHealth Group Incorporated91324P102UNH$423,910.53
Pfizer Incorporated717081103PFE$420,491.27
Delphi Automotive PLCG27823106DLPH$419,903.78
Regeneron Pharmaceuticals, Incorporated75886F107REGN$417,361.68
Chevron Corporation166764100CVX$415,171.14
Small Business Admin 2007 20j Partn Ctf83162CRH8N/A$412,303.35
Chase Capital Jpm16162LAA1N/A$408,454.48
MasterCard Incorporated57636Q104MA$407,876.73
Gilead Sciences, Incorporated375558103GILD$394,093.33
Berkshire Hathaway Incorporated084670702N/A$392,862.11
Commercial Mortgage Pass-through Cert12622DAC8N/A$388,009.59
Fspc T-63 1a131395M2F5N/A$387,009.70
Minnesota Life Insurance604074AA2N/A$386,447.27
FED HM LN PC POOL G07849 FG 05/44 FIXED 3.53128MABS7N/A$384,040.17
Mass Inst.57571KAB0N/A$383,499.36
Starbucks Corporation855244109SBUX$377,421.71
Dollar Tree, Incorporated256746108DLTR$375,046.49
FED HM LN PC POOL G07787 FG 08/44 FIXED 43128M96Y3N/A$373,024.11
SMALL BUSINESS ADMINISTRATION SBIC 2014 10A 1831641FA8N/A$370,368.47
Manufactureres And Traders564759PS1N/A$365,963.47
U.S. Treasury N/b912828C65N/A$360,355.60
American International Group Incorporated026874784AIG$357,707.94
The Walt Disney Company254687106DIS$356,836.03
Tips912828K33N/A$351,458.50
Cognizant Technology Solutions Corporation192446102CTSH$351,048.98
BANK OF AMERICA CORP SR UNSECURED 04/24 406051GFF1N/A$346,230.28
Alliance Data Systems Corporation018581108ADS$341,370.65
Small Business Admin 2006 20b Partn Ctf83162CQB2N/A$340,272.75
UBS Pfd Funding Tr V Series 190264AAA7N/A$339,210.57
AT&T Incorporated00206R102T$336,561.19
CNH EQUIPMENT TRUST CNH 2014 A A312591BAC9N/A$327,482.79
U.S. Treasury N/b912828XH8N/A$326,842.63
Federal National Mortgage Association31402NY28N/A$325,974.65
salesforce.com, incorporated79466L302CRM$324,754.39
Citigroup Incorporated172967424C$324,211.31
Federal National Mortgage Association31402XWG7N/A$323,325.85
Philip Morris International Incorporated718172109PM$322,621.52
Verizon Communications Incorporated92343V104VZ$318,537.67
GS MORTGAGE SECURITIES TRUST GSMS 2013 GC14 A536198FAE2N/A$317,934.00
Corestates Capital Trust218694AA5N/A$313,645.91
Crown Holdings, Incorporated228368106CCK$310,899.03
Nlv Financial 144a65486AAA1N/A$310,592.50
COMM MORTGAGE TRUST COMM 2013 CR13 A412630BBA5N/A$308,790.80
Federal National Mortgage Association31373CSE8N/A$307,885.00
MISSISSIPPI HIGHER EDUCATION A MHEAC 2014 1 A160535YAA1N/A$304,294.49
Union Pacific Company907818108UNP$301,828.67
Capital Auto Receivables Asset Afin 2014 3 A313975JAC6N/A$300,750.12
Commercial Mortgage Pass Throu Comm 2012 Cr3 A312624PAE5N/A$299,572.19
U.S. Treasury N/B912828XP0N/A$298,059.10
Tips912828C99N/A$297,947.70
MetLife, Incorporated59156R108MET$297,602.10
U.S. Treasury N/b912828N48N/A$297,436.43
United Parcel Service, Incorporated911312106UPS$296,639.56
Csfb Corp 2004-ar522541SJJ8N/A$295,696.79
/US/GFWD178 1 FN DUS 2ND 86MOS927WXEII6N/A$294,649.15
Ameriprise Financial, Incorporated03076C106AMP$293,386.90
FNMA POOL AL6577 FN 11/22 FIXED VAR3138EPJX3N/A$293,256.69
FNMA POOL AM9549 FN 09/23 FIXED 2.733138LATF6N/A$291,311.28
Capital Auto Receivables Asset Afin 2014 2 A313975HAC0N/A$289,255.59
SMALL BUSINESS ADMINISTRATION SBIC 2015 10B 1831641FE0N/A$289,092.34
Adobe Systems Incorporated00724F101ADBE$288,690.51
Costco Wholesale Corporation22160K105COST$288,134.95
SMALL BUSINESS ADMINISTRATION SBAP 2015 20F 183162CXB4N/A$286,990.68
Cisco Systems, Incorporated17275R102CSCO$286,974.61
Merck & Company, Incorporated58933Y105MRK$286,732.40
Gnma21H032613N/A$286,455.83
/US/GFWD175 1 FN DUS 7Y11M926WRFII1N/A$286,262.54
County of Cherokee GA164231KQ4N/A$284,613.01
FNMA POOL AM7892 FN 01/23 FIXED 2.733138L8XW9N/A$284,239.06
Federal National Mortgage Association3138MLGF5N/A$281,284.07
CNH EQUIPMENT TRUST CNH 2015 A A412592WAD0N/A$278,781.20
COMM MORTGAGE TRUST COMM 2013 CR12 ASB12591KAC9N/A$277,724.09
SMALL BUSINESS ADMINISTRATION SBAP 2015 20C 183162CWX7N/A$277,428.03
Gs Mortgage Securities Corpora Gsms 2012 Gcj7 A436192KAT4N/A$277,022.56
Bok Financial Corp05561Q201BOKF$276,600.52
GS MORTGAGE SECURITIES TRUST GSMS 2011 GC5 A436191YBB3N/A$276,254.28
FNMA POOL AM5333 FN 06/21 FIXED 3.313138L54T4N/A$275,903.34
BARCLAYS DRYROCK ISSUANCE TRUS DROCK 2014 3 A06742LAE3N/A$275,888.37
MORGAN STANLEY BAML TRUST MSBAM 2014 C15 ASB61763KAY0N/A$275,858.35
AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2014 2 A02582JGS3N/A$274,954.73
First Republic Bank/San Francisco33616C100FRC$273,759.17
Raytheon Company755111507RTN$273,525.28
Morgan Stanley Capital I Msc 2011 C3 A461760RBB7N/A$272,614.31
FNMA POOL AM4294 FN 10/20 FIXED 2.783138L4XY4N/A$272,484.28
SMALL BUSINESS ADMINISTRATION SBAP 2013 20J 183162CVV2N/A$272,020.47
Jpmbb Commercial Mortgage Secu Jpmbb 2013 C12 Asb46639NAR2N/A$270,465.61
Federal National Mortgage Association31403KDJ9N/A$268,475.67
Comm_12-cr212624KAD8N/A$268,353.21
3M Company88579Y101MMM$267,396.80
Alexandria Real Estate015271109ARE$267,083.53
Microchip Technology Incorporated595017104MCHP$265,991.70
FNMA POOL AM4384 FN 09/19 FIXED 2.573138L42S1N/A$262,892.23
MORGAN STANLEY CAPITAL I TRUST MSC 2011 C2 A4 144A617459AD4N/A$262,685.63
FNMA POOL AM4383 FN 09/19 FIXED 2.573138L42R3N/A$262,631.44
Gsms 2011 Gc3 A4 03/44 Fixed36248FAG7N/A$262,255.33
FNMA POOL AL6576 FN 06/22 FIXED VAR3138EPJW5N/A$260,689.05
Ohio Cnty W Va Cnty Commn Spl Ohigen 03/35 Fixed67732PAF5N/A$260,410.27
Eaton Corporation plcG29183103ETN$260,100.30
Massachusetts St57582PWH9N/A$258,626.61
Federal National Mortgage Association31412V7C6N/A$257,689.36
Tips912828WU0N/A$257,338.84
Federal National Mortgage Association31402RUA5N/A$257,241.10
ABAY LEASING 2014 LLC US GOVT GUAR 11/26 2.65400258HAA9N/A$256,774.69
Wells Fargo & Company949746101WFC$255,193.83
Abb Treasury Center Usa Fixed 400038AAB9N/A$254,992.61
Federal National Mortgage Association31394ALN4N/A$250,835.06
Federal National Mortgage Association31392GEN1N/A$250,695.66
Branch Banking + Trust Subordinated Var10513KAB0N/A$249,220.06
FORD CREDIT AUTO OWNER TRUST FORDO 2014 C A334530PAD4N/A$249,170.91
Sabmiller Holdings Incorporated Notes 144a 3.7578573AAA8N/A$248,589.26
FNMA31409VZV8N/A$247,869.22
Valero Energy Corporation91913Y100VLO$247,679.32
Erp Operating LP Sr Unsecured26884AAZ6N/A$246,675.86
Small Business Administration Sbap 2013 20a 183162CVG5N/A$245,724.58
BMW BANK NORTH AMERICA CERT OF DEPO 07/16 0.705580AAQ7N/A$244,802.07
Coca-Cola Enterprises, Incorporated191216100KO$244,364.45
Endurance Specialty HoldingsG30397106ENH$243,979.25
Equity Residential29476L107EQR$243,301.60
Bayer AG506921907BAYN$242,133.49
Bae Systems PLC Sr Unsecured 144a 4.7505523RAB3N/A$241,928.32
Federal National Mortgage Association31406DAD8N/A$241,804.06
PETROLEOS MEXICANOS US GOVT GUAR 02/24 2.8371654QBL5N/A$241,589.37
State Street Corporation857477103STT$240,885.58
MMAF EQUIPMENT FINANCE LLC MMAF 2015 AA A4 144A55315GAD0N/A$240,399.87
MOTEL 6 TRUST MOTEL 2015 MTL6 B 144A61974QAL0N/A$239,118.82
Harris Cnty TX Har Fixed414005SA7N/A$237,725.34
The Boeing Company097023105BA$237,652.69
The TJX Companies, Incorporated872540109TJX$237,299.52
ServiceNow, Incorporated81762P102NOW$235,991.83
Tips912828VM9N/A$235,230.64
The Southern Company842587107SO$233,453.68
Federal National Mortgage Association31407B2L2N/A$233,391.86
/US/GFWD184 1 FN DUS 10Y/11Y5M 5Y IO976WYCII9N/A$233,290.35
Tractor Supply Company892356106TSCO$232,786.71
Tips912828UH1N/A$232,785.14
Federal National Mortgage Association31396XVB7N/A$231,557.64
Federal National Mortgage Association31406DAE6N/A$231,172.63
Dartmouth College89837RAA0N/A$231,048.21
SMALL BUSINESS ADMINISTRATION SBAP 2014 20A 183162CWA7N/A$231,040.66
SOUTH CAROLINA STUDENT LOAN CO SCSLC 2014 1 B83715RAG7N/A$230,862.44
MEDNAX INC COMPANY GUAR 144A 12/23 5.2558502BAA4N/A$230,752.61
Ecolab Incorporated278865100ECL$229,611.05
Tips912828TE0N/A$226,493.47
WELLS FARGO GOVT MM SELECT CLASS 3802976RXG000N/A$225,274.21
Gnma21H032621N/A$224,821.55
WI Treasury Sec Fixed912828NM8N/A$224,520.19
Laboratory Corporation of America Holdings50540R409LH$223,981.00
U.S. Treasury N/b912828L99N/A$223,315.51
The PNC Financial Services Group, Incorporated693475105PNC$223,196.13
Noble Energy, Incorporated655044105NBL$221,549.30
Tyco Electronics Group SA902133AM9N/A$221,483.57
AmerisourceBergen Corporation03073E105ABC$220,861.74
Federal National Mortgage Association31393XGQ4N/A$220,803.35
Duke Energy Corp Common Stock Usd.00126441C204DUK$220,329.76
Accenture plcG1151C101ACN$218,271.10
FNMA31396PGQ8N/A$216,747.17
Omnicom Group Incorporated681919106OMC$215,830.98
Baidu, Incorporated, ADR056752108BIDU$214,529.56
Southwest Airlines Company844741108LUV$213,000.13
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2010 C2 A3 144A46635GAE0N/A$212,069.76
Stanley Black&decker Incorporated854502101SWK$211,168.99
Boston Ma Bos Fixed100853PB0N/A$210,694.84
Federal National Mortgage Association31400N3Y4N/A$210,499.15
Actuant Corporation Company Guar00508XAF1N/A$209,544.40
King Cnty Wa Sch Dist 210 Fed Kinscd Fixed494890YF7N/A$209,492.19
Eqt Corporation26884LAA7N/A$208,901.70
Tips912828SA9N/A$207,940.00
Tips912828H45N/A$207,678.26
Liberty Property Trust53117CAL6N/A$207,492.94
TIPS912828B25N/A$207,127.30
Twenty First Century Fox Incorporated Common Stock Usd.0190130A101FOXA$206,254.53
CarMax, Incorporated143130102KMX$205,301.81
American Express Company025816109AXP$204,512.01
The Goldman Sachs Group, Incorporated38141G104GS$204,377.59
Government National Mortgage Association21H030625N/A$204,268.22
WALGREENS BOOTS ALLIANCE INC COMMON STOCK USD.01931427108WBA$203,656.62
AIA Group LimitedB4TX8S909N/A$203,511.17
U.S. Treasury N/b912828M98N/A$202,868.44
Cardinal Health, Incorporated14149Y108CAH$202,858.14
U.S. Treasury N/b912828N55N/A$200,790.74
Federal National Mortgage Association31408EGX4N/A$199,868.81
TIPS912828QV5N/A$199,096.10
ConocoPhillips20825C104COP$198,552.84
Federal National Mortgage Association31405AEW9N/A$198,446.72
Synnex Corporation87162W100SNX$198,059.17
GENERAL MOTORS CO SR UNSECURED 10/23 4.87537045VAE0N/A$197,730.83
HP ENTERPRISE CO COMPANY GUAR 144A 10/25 4.942824CAP4N/A$197,374.35
TIPS912828UX6N/A$196,916.62
U.S. Treasury N/b912828K25N/A$196,679.19
SCOTTS MIRACLE GRO CO COMPANY GUAR 144A 10/23 6810186AL0N/A$196,529.44
Becton, Dickinson and Company075887109BDX$196,494.84
Norwegian Cruise Line HoldinG66721104NCLH$195,590.56
RenaissanceRe Holdings LimitedG7496G103RNR$195,461.50
AbbVie Incorporated00287Y109ABBV$195,298.74
Federal National Mortgage Association3138MLEZ3N/A$195,043.66
Directv Holdings/fing Company Guar25459HBE4N/A$194,913.51
Schlumberger Norge As Fixed80685PAA6N/A$194,763.47
Skyworks Solutions, Incorporated83088M102SWKS$194,540.93
TD Ameritrade Holding Corporation87236Y108AMTD$194,322.00
Texas Instruments Incorporated882508104TXN$194,259.98
Delta Air Lines, Incorporated247361702DAL$193,727.56
Colgate-Palmolive Company194162103CL$192,047.32
Clear Creek TX Indep Sch Dist Clescd Fixed1845403R1N/A$190,933.74
MONONGAHELA POWER CO 1ST MORTGAGE 144A 04/24 4.1610202BN2N/A$190,543.52
The Progressive Corporation743315103PGR$190,535.05
TIPS912828PP9N/A$190,524.08
NORTHWESTERN UNIVERSITY UNSECURED 12/44 4.643668444AC6N/A$189,972.13
OKLAHOMA ST WTR RESOURCE BRD R OKSWTR 04/23 FIXED 3.27167919PLM3N/A$189,956.71
McKesson Corporation58155Q103MCK$189,902.77
UNITEDHEALTH GROUP INC SR UNSECURED 07/25 3.7591324PCP5N/A$189,528.12
CUYAHOGA CNTY OH CUY 12/34 FIXED 6.03423223PCX3N/A$188,999.74
Ncr Corporation62886E108NCR$188,544.93
Small Business Administration83162CQL0N/A$188,273.68
Morgan Stanley Fixed6174467P8N/A$188,253.58
Ntc Capital I629394AA5N/A$186,795.42
Gsamp Trust Series 2005-sea2 Class A1362341TM1N/A$186,364.12
REALTY INCOME CORP SR UNSECURED 08/23 4.65756109AP9N/A$186,183.63
VERIZON COMMUNICATIONS SR UNSECURED 09/23 5.1592343VBR4N/A$186,006.16
U.S. Treasury N/b912828L65N/A$184,598.09
ROGERS COMMUNICATIONS IN COMPANY GUAR 10/23 4.1775109AY7N/A$184,370.63
Briggs + Stratton Corp Fixed109043AG4N/A$183,562.83
Boston Properties LP Sr Unsecured10112RAT1N/A$183,302.63
TIPS912810FR4N/A$182,501.31
Duke University Taxable Series A264416AN8N/A$181,875.84
WI Infl Idx N/b Fixed912828MF4N/A$181,571.52
SERVICE CORP INTL SR UNSECURED 01/22 5.375817565BZ6N/A$181,411.79
OSHKOSH CORP COMPANY GUAR 03/22 5.375688225AG6N/A$181,266.78
Carnival Corporation143658300CCL$181,254.03
GS MORTGAGE SECURITIES TRUST GSMS 2013 GC16 A436248GAD2N/A$181,226.74
Bp Capital Markets PLC05565QBP2N/A$181,077.71
IntercontinentalExchange Group Common Stock USD.0145866F104ICE$180,972.78
NORTHERN STATES PWR WISC 1ST MORTGAGE 06/24 3.3665789AY9N/A$180,655.02
Otter Tail Corp Fixed 9689648AR4N/A$180,178.50
Tsmc Global Ltd Sr Unsecured 144a872882AC9N/A$180,051.51
Seagate Hdd Cayman Company Guar81180WAH4N/A$179,831.82
Harman International Industries, Incorporated413086109HAR$179,623.57
Baxalta Inc07177M103BXLT$179,072.83
Washington St93974CRF9N/A$178,857.50
SHELL INTERNATIONAL FIN COMPANY GUAR 08/23 3.4822582AX0N/A$177,833.13
CNH INDUSTRIAL CAPITAL L COMPANY GUAR 07/19 3.37512592BAB0N/A$177,677.70
CCO SAFARI II LLC SR SECURED 144A 07/25 4.908161175AM6N/A$177,113.50
Estee Lauder Companies Incorporated Class A518439104EL$176,469.41
Constellation Brands, Incorporated21036P108STZ$176,315.76
Amerigas Finance Llc/cor Company Guar 7.03077JAB6N/A$175,375.61
MEMORIAL SLOAN KETTERING SR UNSECURED 07/55 4.2586054AC2N/A$174,517.86
ARKANSAS ST ARS 07/21 FIXED 2.605041042WT5N/A$174,491.27
Missouri High Ed Student Ln Frn606072KS4N/A$174,448.74
/US/GFWD181 1 FN DUS 10Y/9.5Y 02/46 FIXED 3.07927ULPII8N/A$174,124.87
CONCHO RESOURCES INC COMPANY GUAR 01/22 6.520605PAC5N/A$174,016.11
Wi Treasury N/b912828TW0N/A$173,997.32
Rio Tinto Fin Usa Ltd Fixed 3.75767201AQ9N/A$173,936.17
TEXAS HEALTH RESOURCES SECURED 11/55 4.33882484AA6N/A$173,412.85
Aercap Holdings NvN00985106AER$172,706.01
Ball Corp Senior Notes 5.058498AR7N/A$172,565.98
Clean Harbors Incorporated Company Guar184496AJ6N/A$172,565.98
PLAINS ALL AMER PIPELINE SR UNSECURED 10/25 4.6572650RBJ0N/A$171,882.42
U.S. Treasury N/b912828VZ0N/A$171,617.56
U.S. Treasury N/B912828D49N/A$171,189.62
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 1 A213975KAB5N/A$170,563.25
Vessel Management Servic U.S. Govt Guar 08/36925387AF9N/A$170,478.74
Ecolab Inc.278865AL4N/A$170,331.78
Prologis Incorporated Reit Usd.0174340W103PLD$169,857.81
Pearson Dlr Fin Two PLC Gtd Sr Nt 144a705010AB2N/A$169,551.81
Abbott Laboratories002824100ABT$169,537.62
ACE LimitedH0023R105ACE$168,672.37
Gildan Activewear Incorporated375916103GIL$167,477.19
Georgia Pacific LLC Sr Unsecured 144a37331NAD3N/A$166,324.02
Cigna Corporation125509109CI$166,181.83
IPALCO ENTERPRISES INC SR SECURED 07/20 3.45462613AK6N/A$165,798.68
Intel Corporation458140100INTC$164,192.75
Potlatch Corporation Fixed737630AB9N/A$164,082.69
The Kroger Company501044101KR$164,009.10
Nestle SA712387901NESN$163,726.67
CONOCOPHILLIPS COMPANY COMPANY GUAR 11/24 3.3520826FAD8N/A$163,641.39
Deere + Company Sr Unsecured244199BE4N/A$162,123.43
CIMAREX ENERGY CO COMPANY GUAR 05/22 5.875171798AB7N/A$162,083.95
Roche Holding Limited AG711038901ROG$161,447.42
National Capital Commerce Inc635454AC5N/A$160,964.90
Lowes Companies Incorporated548661CY1N/A$160,850.95
Suntrust Banks Incorporated867914103STI$160,733.94
Electronic Arts Incorporated285512109EA$160,601.21
Lamar Media Corp Company Guar513075BB6N/A$159,877.30
Sealed Air Corporation Sr Unsecured 144a81211KAS9N/A$159,877.30
MARATHON OIL CORP SR UNSECURED 06/25 3.85565849AL0N/A$159,533.98
Tencent Holdings Limited Common StockBMMV2K903N/A$158,973.78
Norfolk Southern Corporation655844108NSC$158,269.16
Verisk Analytics, Incorporated92345Y106VRSK$158,035.87
Praxair, Incorporated74005P104PX$156,310.23
Danaher Corporation235851102DHR$156,056.09
McGraw-Hill Incorporated580645109MHFI$155,608.51
O'Reilly Automotive, Incorporated67103H107ORLY$155,148.22
PRES + FELLOWS OF HARVAR UNSECURED 10/38 5.625740816AD5N/A$154,590.11
TIPS912828JE1N/A$154,227.26
Herbalife LtdG4412G101HLF$154,160.49
Parker Hannifin Corporation701094104PH$154,122.62
VF Corporation918204108VFC$153,962.90
US TREASURY N/B 07/20 2912828VP2N/A$153,885.21
Sherwin-Williams Company824348106SHW$153,816.93
Mallinckrodt Plc Common Stock Usd.2G5785G107MNK$152,796.57
FNF Group Tracking Stk Usd.000131620R303FNF$152,599.10
Jarden Corporation471109108JAH$151,994.18
Federal National Mortgage Association31385XLY1N/A$151,572.68
DAIMLER FINANCE NA LLC COMPANY GUAR 144A 09/16 2.625233851AH7N/A$151,161.18
The Charles Schwab Corporation808513105SCHW$151,039.62
NORTH CAROLINA ST ED ASSISTANC NCSSTD 01/26 VARIABLE658262FZ8N/A$150,945.62
Total Capital SA89152UAE2N/A$150,278.20
American Tower Corporation03027X100AMT$149,974.92
HOUSING URBAN DEVELOPMNT US GOVT GUAR 08/16 0.83911759LX4N/A$149,683.85
VOLVO FINANCIAL EQUIPMENT LLC VFET 2015 1A A3 144A92887GAC3N/A$149,636.90
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 2 A1B139738AB4N/A$149,561.10
U.S. Treasury N/B912828SY7N/A$149,465.73
FORD CREDIT AUTO OWNER TRUST FORDO 2014 A A334530HAC4N/A$149,106.87
Akamai Technologies, Incorporated00971T101AKAM$148,899.12
SBA Communications Corporation78388J106SBAC$147,654.62
PepsiCo, Incorporated713448108PEP$147,022.19
Federal Home Loan Mortgage Cor02R032620N/A$146,778.65
Kraft Foods Group Incorporated Sr Unsecured50076QAZ9N/A$146,648.02
SIMON PROPERTY GROUP LP SR UNSECURED 10/24 3.375828807CS4N/A$146,455.73
Syngenta AG Chf0.10435664909SYNN$145,975.06
Comm_07-c920047RAE3N/A$145,002.13
Liberty Global plcG5480U120LBTYK$144,839.01
Jabil Circuit Incorporated466313AD5N/A$144,647.29
TSY INFL IX N/B 02/45 0.75912810RL4N/A$144,279.27
Questar Corporation748356AA0N/A$143,939.48
Federal National Mortgage Association3138MQDN0N/A$143,494.88
Mattel Incorporated577081102MAT$142,994.77
Baltimore Cnty Md Bal 08/32 Fixed05914FMM9N/A$142,230.62
INDIANAPOLIS IN LOCAL PUBLIC I INPBBK 01/30 FIXED 5.85445528S4Y9N/A$142,150.62
BECTON DICKINSON AND CO SR UNSECURED 12/24 3.734075887BF5N/A$141,466.21
Alcoa Incorporated Fixed013817AV3N/A$141,025.56
CNH EQUIPMENT TRUST CNH 2015 C A2B12593NAC1N/A$139,966.48
CARMAX AUTO OWNER TRUST CARMX 2015 3 A2B14313VAH7N/A$139,832.67
SUNTRUST AUTO RECEIVABLES TRUS STAT 2015 1A A2 144A86803VAB5N/A$139,788.98
HONDA AUTO RECEIVABLES OWNER T HAROT 2015 3 A243814MAB3N/A$139,742.06
DELL EQUIPMENT FINANCE TRUST DEFT 2015 1 A2 144A24703BAB1N/A$139,603.67
GAHR COMMERICIAL MORTGAGE TRUS GAHR 2015 NRF AFL1 144A36143WAA9N/A$139,392.94
Comcast Corporation20030N101CMCSA$139,168.51
HYUNDAI AUTO LEASE SECURITIZAT HALST 2015 B A3 144A44928UAD2N/A$139,064.02
MINNETONKA MN INDEP SCH DIST MTKSCD 01/24 FIXED 2.55604195VC8N/A$138,675.52
BP p.l.c.079805909N/A$138,449.46
CVS HEALTH CORP SR UNSECURED 12/23 4126650CC2N/A$138,149.23
Palo Alto Networks Incorporated Common Stock Usd.0001697435105PANW$137,745.03
Baker Hughes Incorporated057224107BHI$136,945.39
Entergy Texas Incorporated29365TAA2N/A$136,864.64
Structured Asset Securities Corporation Series 2006-rf3 Class 1a1863592AA9N/A$136,301.95
Federal National Mortgage Association31402LGL0N/A$136,169.32
BEAR STEARNS COMMERCIAL MORTGA BSCMS 2007 PW17 A1A07388QAF6N/A$135,978.91
/US/GFWD182 1 DUS 12/11927WWLII1N/A$135,853.41
BANK OF THE WEST AUTO TRUST BWSTA 2014 1 A3 144A065604AC4N/A$135,278.41
Consumers Energy Company210518CG9N/A$135,189.15
SARANAC MI CMNTY SCH DIST SARSCD 05/16 FIXED 1.03803208LH8N/A$134,982.25
TOYOTA AUTO RECEIVABLES OWNER TAOT 2015 B A2B89237CAC5N/A$134,785.22
Udr Incorporated Company Guar90265EAG5N/A$133,998.08
NISSAN AUTO RECEIVABLES OWNER NAROT 2015 A A365477UAC4N/A$133,940.65
Dollar General Corporation256677105DG$133,594.71
Scripps Networks Interactive Incorporated811065101SNI$133,574.90
AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2015 2 A303065LAD1N/A$133,494.48
SLM STUDENT LOAN TRUST SLMA 2006 1 A578442GRP3N/A$133,445.61
Te Connectivity Ltd Common Stock Chf1.55H84989104TEL$133,293.83
Sequoia Mortgage Trust81743VAA1N/A$132,313.82
Biomarin Pharmaceutical09061G101BMRN$131,562.38
Concho Resources Incorporated20605P101CXO$130,600.06
TIPS912810FD5N/A$130,311.56
SANTANDER DRIVE AUTO RECEIVABL SDART 2015 4 A2B80284MAC4N/A$129,833.80
NISSAN AUTO RECEIVABLES OWNER NAROT 2015 B A2B65475WAC2N/A$129,830.72
MERCEDES BENZ AUTO RECEIVABLES MBART 2015 1 A2B58772PAC2N/A$129,781.63
MERCEDES BENZ AUTO LEASE TRUST MBALT 2015 A A358768LAD5N/A$129,739.68
HYUNDAI AUTO LEASE SECURITIZAT HALST 2015 A A3 144A44890XAC2N/A$129,725.30
Great River Energy39121JAA8N/A$129,656.75
AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2014 4 A02582JGW4N/A$129,656.15
ALLY AUTO RECEIVABLES TRUST ALLYA 2015 1 A202006YAB1N/A$129,631.94
FIFTH THIRD AUTO TRUST FITAT 2014 2 A331679KAD2N/A$129,543.18
Verizon Communications Sr Unsecured92343VCE2N/A$129,510.53
U.S. Treasury N/b912828TM2N/A$129,494.86
NISSAN AUTO RECEIVABLES OWNER NAROT 2014 B A365477WAC0N/A$129,479.04
World Omni Auto Receivables WOART 2015 B A2A98160YAB1N/A$129,460.75
HYUNDAI AUTO RECEIVABLES TRUST HART 2015 A A344890WAC4N/A$129,349.38
CARMAX AUTO OWNER TRUST CARMX 2015 1 A314313WAC6N/A$129,306.83
JOHN DEERE OWNER TRUST JDOT 2015 A A347787UAD5N/A$129,185.17
VOLKSWAGEN AUTO LEASE TRUST VWALT 2015 A A392867VAD2N/A$128,584.94
Splunk Incorporated Common Stock848637104SPLK$128,494.85
Msc_07-t2761754JAF5N/A$128,337.71
Union Electric CO906548CE0N/A$128,071.48
Allianz SE523148906ALV$127,577.34
OHIO ST OHS 10/21 FIXED 3.379677521NY8N/A$127,071.64
FMC Corporation302491303FMC$126,600.88
Federal National Mortgage Association31393EP37N/A$126,060.16
GOLDMAN SACHS GROUP INC SR UNSECURED 01/25 3.538148LAC0N/A$125,991.36
DAIMLER FINANCE NA LLC COMPANY GUAR 144A 08/18 2.375233851BA1N/A$125,869.71
Curtiss-wright Corp231561101CW$125,654.23
King Cnty Wa Kin Fixed49474E3X9N/A$125,552.14
Avago Technologies Ltd Common StockY0486S104AVGO$125,442.66
CALIFORNIA ST CAS 11/26 FIXED OID 6.87513063BJE3N/A$125,369.91
TSY INFL IX N/B 02/44 1.375912810RF7N/A$125,288.28
Discover Financial Services254709108DFS$125,274.95
Donaldson Company Incorporated257651109DCI$125,191.04
Zoetis Incorporated98978V103ZTS$124,883.57
AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2014 4 A303065JAD6N/A$124,448.74
CNH EQUIPMENT TRUST CNH 2014 B A312623PAC0N/A$124,371.08
WILLIAM CARTER COMPANY GUAR 08/21 5.2596926JAA5N/A$124,167.74
IBM Corporation459200101IBM$124,051.95
AT+T INC SR UNSECURED 05/46 4.7500206RCQ3N/A$123,898.85
Amgen Incorporated031162100AMGN$123,672.20
Burlingtn North Santa Fe Fixed 3.4512189LAF8N/A$123,580.44
Commonwealth Edison Company202795HN3N/A$123,181.43
West Corporation Common Stock Usd.001952355204WSTC$122,677.32
VEREIT INC REIT USD.0192339V100VER$122,571.11
TIME WARNER INC COMPANY GUAR 07/25 3.6887317AW5N/A$122,400.36
ORACLE CORP SR UNSECURED 05/22 2.568389XBB0N/A$122,200.81
Cabot Corporation127055101CBT$122,074.63
Marathon Oil Corporation565849106MRO$122,023.34
Sierra Pacific Power Company826418BD6N/A$121,999.68
CREDIT SUISSE NEW YORK SR UNSECURED 09/24 3.62522546QAP2N/A$121,837.74
BANK OF NEW YORK MELLON SR UNSECURED 09/24 3.2506406HCX5N/A$121,705.78
Perrigo Co PLC Common Stock NpvG97822103PRGO$121,528.32
Chevron Corporation Sr Unsecured166764AH3N/A$121,496.60
Jpmorgan Chase + CO Fixed46625HJA9N/A$121,126.41
Federal National Mortgage Association31392B6U5N/A$120,934.29
Toyota Motor Credit Corp Sr Unsecured89233P5S1N/A$120,923.19
Morgan Stanley Series Mtn617446H51N/A$120,556.09
Toyota Motor Corporation690064001N/A$120,521.04
Linde AG574081907LIN$120,435.97
BANK OF NOVA SCOTIA SUBORDINATED 12/25 4.5064159HB5N/A$120,296.97
Japan Tobacco Incorporated647453901N/A$120,186.46
Brown-forman Corporation115637AK6N/A$119,938.42
Cooper U S Incorporated Fixed216871AF0N/A$119,928.23
Vertex Pharmaceuticals Incorporated92532F100VRTX$119,914.01
TOYOTA AUTO RECEIVABLES OWNER TAOT 2015 C A2B89231TAC4N/A$119,846.35
FORD CREDIT AUTO OWNER TRUST FORDO 2014 B A334530KAB9N/A$119,681.58
CHASE ISSUANCE TRUST CHAIT 2014 A6 A6161571GP3N/A$119,632.94
Volkswagon Auto Lease Trust Vwalt 2014 A A392867QAD3N/A$119,274.31
HCA Holdings, Incorporated40412C101HCA$118,968.93
SANTANDER DRIVE AUTO RECEIVABL SDART 2015 3 A2A80284LAB8N/A$118,753.16
Oracle Corporation68389X105ORCL$118,120.65
GM FINANCIAL AUTOMOBILE LEASIN GMALT 2014 1A A3 144A361894AE8N/A$118,114.65
TIPS912810FH6N/A$118,114.20
Atmos Energy Corpporation049560105ATO$118,009.84
PRES + FELLOWS OF HARVAR SR UNSECURED 10/31 3.529740816AK9N/A$117,421.00
TreeHouse Foods, Incorporated89469A104THS$117,313.75
Kansas City Southern485170302KSU$117,194.89
Asml Holding Nv Common Stock Eur.09ACI02GTQ9ASML$117,153.86
BAYER US FINANCE LLC COMPANY GUAR 144A 10/24 3.37507274EAG8N/A$116,882.33
ALLINA HEALTH SYSTEM UNSECURED 11/45 4.80501959LAA0N/A$116,705.98
EMD FINANCE LLC COMPANY GUAR 144A 03/22 2.9526867LAG5N/A$116,671.76
Procter&gamble CO742718CB3N/A$115,480.38
Altria Group Incorporated02209S103MO$115,270.65
Wal-Mart Stores Incorporated931142103WMT$115,181.25
The Priceline Group Incorporated741503403PCLN$115,162.29
Bank of New York Mellon Fixed06406HBS7N/A$114,953.39
Biogen Idec Incorporated09062X103BIIB$114,604.88
Federal National Mortgage Association31393U4Q3N/A$114,484.36
CARGILL INC SR UNSECURED 144A 03/17 1.9141781BA1N/A$114,405.62
ARIZONA ST SCH FACS BRD COPS AZSEDU 09/19 FIXED 2.37804057PJQ2N/A$113,727.89
FEDEX CORP COMPANY GUAR 01/24 431428XAY2N/A$113,551.17
PETROLEOS MEXICANOS US GOVT GUAR 02/24 2.2971654QBP6N/A$113,161.60
Nxp Semiconductors Nv Common StockN6596X109NXPI$112,990.95
WASTE MANAGEMENT INC COMPANY GUAR 03/25 3.12594106LBA6N/A$112,914.88
U.S. Treasury N/b912828UA6N/A$112,910.07
TENCENT HOLDINGS LTD UNS ADR ADR88032Q109TCEHY$111,957.20
TIPS912810FS2N/A$111,665.45
BEAR STEARNS COMMERCIAL MORTGA BSCMS 2007 PW16 A1A07388YAF9N/A$111,524.47
Diageo PLC ADR25243Q205DEO$111,372.32
Affiliated Managers Group, Incorporated008252108AMG$111,354.35
U.S. Treasury N/b912810QZ4N/A$110,855.12
Netflix, Incorporated64110L106NFLX$110,384.85
The Goldman Sachs Group, Incorporated38141GGS7N/A$109,950.92
HSBC USA INC SR UNSECURED 08/18 VAR40428HPW6N/A$109,814.31
STATE STREET CORP SR UNSECURED 08/25 3.55857477AT0N/A$109,703.73
TOYOTA AUTO RECEIVABLES OWNER TAOT 2014 B A389231RAC8N/A$109,621.10
World Fuel Services Corporation981475106INT$109,595.83
VALMONT INDUSTRIES INC COMPANY GUAR 10/44 5920253AF8N/A$109,593.36
CHEVRON CORP SR UNSECURED 02/17 VAR166764AS9N/A$109,575.61
McDonald's Corporation580135101MCD$109,563.13
GE EQUIPMENT SMALL TICKET LLC GEEST 2014 1A A3 144A36163LAC4N/A$109,413.35
COLLEGE LOAN CORPORATION TRUST COLLE 2004 1 A4194262CE9N/A$109,402.37
FED HM LN PC POOL G60040 FG 12/43 FIXED 3.531335ABH0N/A$109,333.68
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2007 LDPX A1A46630JAD1N/A$108,686.74
Arm Holdings PLC Spons ADR ADR Npv042068106ARMH$108,556.19
Johnson Matthey PLC Common Stock Gbp1.047619B70FPS903JMAT$108,504.49
ACTAVIS FUNDING SCS COMPANY GUAR 03/35 4.5500507UAT8N/A$108,059.33
U.S. Treasury N/b912828L40N/A$108,058.43
ORACLE CORP SR UNSECURED 07/24 3.468389XAU9N/A$108,044.03
PACIFIC LIFECORP SR UNSECURED 144A 02/20 6694476AC6N/A$107,554.81
Boston Properties Incorporated Fixed10112RAQ7N/A$107,322.70
Hilton Worldwide Holdings In Common Stock Usd.0143300A104HLT$106,876.49
Zodiac Aerospace Npv729433904ZC$106,559.84
Nitto Denko Corporation664180007N/A$106,334.26
Norfolk Southern Corporation655844BB3N/A$106,030.43
TIPS912810PS1N/A$104,815.63
Nippon Telegraph and Telephone Corporation664137007N/A$104,764.78
JOHN DEERE OWNER TRUST JDOT 2014 A A347787VAC5N/A$103,713.11
Conocophillips20825TAA5N/A$103,190.20
U.S. Treasury Bond - Inflation Protected912810PV4N/A$103,151.12
Cerner Corporation156782104CERN$103,137.00
Harris Corporation413875105HRS$103,028.37
Rockwell Collins Incorporated774341101COL$103,002.77
NEWFIELD EXPLORATION CO SR UNSECURED 07/24 5.625651290AQ1N/A$102,607.87
PETROLEOS MEXICANOS COMPANY GUAR 01/45 6.37571654QBR2N/A$102,280.51
Ww Grainger Incorporated384802104GWW$102,178.53
GS MORTGAGE SECURITIES TRUST GSMS 2013 GC10 AAB36192CAF2N/A$102,158.24
GS MORTGAGE SECURITIES TRUST GSMS 2013 GC12 AAB36197XAL8N/A$101,988.79
FLORIDA GAS TRANSMISSION SR UNSECURED 144A 07/25 4.35340711AW0N/A$101,985.07
Simon Property Group Incorporated828806109SPG$101,418.92
U.S. Treasury N/B912828H37N/A$100,716.21
SCHLUMBERGER SA COMPANY GUAR 144A 01/16 2.65806859AA2N/A$99,951.58
Deutsche Bank AG (london Branch)2515A14E8N/A$99,945.39
MET LIFE GLOB FUNDING I SR SECURED 144A 01/16 3.12559217GAD1N/A$99,941.59
CAPITAL ONE MULTI ASSET EXECUT COMET 2014 A2 A214041NEP2N/A$99,875.31
HP ENTERPRISE CO COMPANY GUAR 144A 10/17 2.4542824CAA7N/A$99,828.09
MORGAN STANLEY SUBORDINATED 04/27 3.9561761JZN2N/A$99,733.64
HONDA AUTO RECEIVABLES OWNER T HAROT 2014 4 A343814JAC8N/A$99,573.82
LOCKHEED MARTIN CORP SR UNSECURED 01/26 3.55539830BH1N/A$99,541.59
TOWD POINT MORTGAGE TRUST TPMT 2015 6 A1 144A89172RAA3N/A$99,482.56
AIG GLOBAL FUNDING SR SECURED 144A 12/17 1.6500138CAA6N/A$99,403.19
Intl Consolidated Airlines Common Stock Eur.5B5M6XQ908IAG$99,283.31
COLUMBIA PIPELINE GROUP COMPANY GUAR 144A 06/18 2.45198280AA7N/A$99,258.32
MASS INSTITUTE OF TECH UNSECURED 07/38 3.959575718AE1N/A$99,170.52
Marriott International Incorporated571903202MAR$99,075.13
Ngk Insulators Jpy50661950006N/A$99,034.04
VOLVO FINANCIAL EQUIPMENT LLC VFET 2014 1A A3 144A92887FAC5N/A$98,721.38
ALLY AUTO RECEIVABLES TRUST LE ALLYL 2014 SN1 A302006NAC3N/A$98,140.89
TOTAL CAPITAL INTL SA COMPANY GUAR 01/24 3.789153VAG4N/A$98,062.04
Olympus Corp Npv665880001N/A$97,350.80
Wpp PLC Common Stock Gbp.1B8KF9B904WPP$97,200.85
BANK OF THE WEST AUTO TRUST BWSTA 2015 1 A2B 144A065607AH6N/A$97,193.17
Schlumberger Limited806857108SLB$97,055.54
Union Pacific Corporation907818CZ9N/A$96,810.00
Level 3 Communications Incorporated Common Stock Usd.0152729N308LVLT$96,737.42
TRANS ALLEGHENY INTERSTA SR UNSECURED 144A 06/25 3.85893045AE4N/A$96,691.86
U.S. Bancorp Subordinated 2.9591159JAA4N/A$96,119.92
Union Pacific Corp907818DB1N/A$95,623.83
VORNADO REALTY LP SR UNSECURED 06/19 2.5929043AH0N/A$95,220.55
Kellogg Company487836BB3N/A$95,148.22
CARMAX AUTO OWNER TRUST CARMX 2014 1 A314313QAC9N/A$95,120.27
Fortinet Incorporated Common Stock34959E109FTNT$94,766.14
U.S. Treasury N/B912810RM2N/A$94,555.12
SHELL INTERNATIONAL FIN COMPANY GUAR 05/25 3.25822582BD3N/A$94,395.52
SKECHERS U.S.A., Incorporated?Cl A830566105SKX$93,758.79
TIPS912828SQ4N/A$93,634.35
HONDA AUTO RECEIVABLES OWNER T HAROT 2014 1 A343813JAC9N/A$93,141.25
Tableau Software, Incorporated?Cl A87336U105DATA$92,970.25
Lloyds Banking Group PLC Ord Gbp0.25087061008LLOY$92,850.71
Liberty Global PLC A Common Stock Usd.01G5480U104LBTYA$92,710.23
Kohl's Corporation500255104KSS$92,670.84
Unilever N.V.904784709UN$92,583.68
FED HM LN PC POOL S074893132J0F51N/A$92,252.94
AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2014 1 A303064LAC4N/A$91,325.09
Ecolab Inc.278865AK6N/A$91,210.14
Avalonbay Communities In Sr Unsecured 2.9505348EAQ2N/A$91,094.06
Erp Operating Limited Partnership26884AAU7N/A$90,949.21
Linear Technology Corporation535678106LLTC$90,939.62
Grupo Televisa, S.A.B.40049J206TV$90,554.95
GNMA21H040616N/A$90,469.25
Abb Treasury Center Usa Fixed00038AAA1N/A$90,365.37
At+t Incorporated Sr Unsecured00206RBC5N/A$90,166.83
Canadian National Railway Company136375BU5N/A$90,091.75
Goldman Sachs Group Incorporated38141GEE0N/A$90,011.09
CATERPILLAR FINL SERVICE SR UNSECURED 11/18 1.814912L6M8N/A$90,002.28
Diageo Capital PLC25243YAR0N/A$89,868.39
PEPSICO INC SR UNSECURED 07/17 VAR713448CV8N/A$89,853.38
MERCK + CO INC SR UNSECURED 02/17 VAR58933YAN5N/A$89,851.76
ORACLE CORP SR UNSECURED 07/17 VAR68389XAT2N/A$89,848.16
Quintiles Transnational Hold Common Stock Usd.0174876Y101Q$89,789.79
SHELL INTERNATIONAL FIN COMPANY GUAR 05/17 VAR822582BL5N/A$89,785.22
CISCO SYSTEMS INC SR UNSECURED 06/18 VAR17275RAY8N/A$89,728.39
BANK OF NOVA SCOTIA SR UNSECURED 06/18 VAR064159GN0N/A$89,691.17
KRAFT HEINZ FOODS CO COMPANY GUAR 144A 06/17 1.6423074BB8N/A$89,663.11
APPLE INC SR UNSECURED 05/17 0.9037833BB5N/A$89,637.58
TORONTO DOMINION BANK SR UNSECURED 07/18 VAR89114QB72N/A$89,543.61
SOUTHERN CAL EDISON 1ST REF MORT 05/17 1.125842400GB3N/A$89,334.29
Sherwin-williams Company (the)824348AP1N/A$89,157.24
Praxair Incorporated Sr Unsecured74005PBC7N/A$89,122.80
FREDDIEMAC STRIP FHS 300 3003132HTK88N/A$89,019.10
General Mills Incorporated370334BB9N/A$88,839.60
United Technologies Corp Sr Unsecured913017BV0N/A$88,593.08
QUALCOMM Incorporated747525103QCOM$88,585.11
U.S. Treasury Bond - Inflation Protected912828HN3N/A$88,497.72
Amerco023586100UHAL$88,456.16
SOUTHWESTERN ENERGY CO SR UNSECURED 01/25 4.95845467AL3N/A$88,313.18
CEB INC COMMON STOCK USD.01125134106CEB$87,477.81
Progressive Waste Solutions Common Stock74339G101BIN$87,317.81
FNMA POOL AS5190 FN 06/45 FIXED 3.53138WEXU8N/A$87,312.26
Freddie Mac Fhr 4483 Pa3137BJZC0N/A$87,294.27
U.S. Treasury Bond - Inflation Protected912828GX2N/A$87,251.63
Carlisle Companies Incorporated142339100CSL$86,519.13
Actelion Chf0.5 (regd)(post Subd)B1YD5Q900ATLN$85,985.67
TOYOTA AUTO RECEIVABLES OWNER TAOT 2014 A A389231MAC9N/A$85,833.73
Novartis Limited AG710306903NOVN$85,832.98
Aon PLC Common Stock Usd.01G0408V102AON$85,678.20
General Electric Capital Corporation Series Mtn36962G3H5N/A$85,227.29
HALLIBURTON CO SR UNSECURED 11/25 3.8406216BG5N/A$85,042.75
LKQ Corporation501889208LKQ$84,910.65
Carnival PLC Ord Usd1.66312152903CCL$84,463.54
TIPS912810PZ5N/A$84,362.27
Mondelez International Incorporated A Common Stock Npv609207105MDLZ$84,265.56
Burlington North Santa Fe Corporation12189TAY0N/A$84,059.17
Avalonbay Communities Incorporated Series Mtn05348EAM1N/A$83,569.46
TIPS912810QV3N/A$83,175.80
Swiss Re Ltd Common StockACI00MQT5SREN$83,172.09
Eli Lilly & Company532457108LLY$83,057.85
Beiersdorf AG Npv510740905BEI$82,991.40
Akzo Nobel N.V.545831901AKZA$82,892.77
PIONEER NATURAL RESOURCE SR UNSECURED 01/26 4.45723787AM9N/A$82,715.05
NISSAN AUTO RECEIVABLES OWNER NAROT 2014 A A365477PAC5N/A$82,446.32
FNMA POOL AL7081 FN 07/29 FIXED VAR3138EP2P8N/A$82,202.14
Under Armour, Incorporated904311107UA$82,196.57
BMW VEHICLE LEASE TRUST BMWLT 2014 1 A305579UAC7N/A$82,111.76
HYUNDAI AUTO RECEIVABLES TRUST HART 2014 A A344890RAC5N/A$82,101.25
U.S. Treasury N/B912828M64N/A$82,076.23
Medivation Incorporated58501N101MDVN$81,846.82
The Western Union Company959802109WU$81,553.45
PROLOGIS LP COMPANY GUAR 11/25 3.7574340XBE0N/A$81,513.67
Honeywell International Incorporated438516106HON$80,617.70
ENTERGY MISSISSIPPI INC 1ST MORTGAGE 06/16 3.2529364NAQ1N/A$80,429.23
BT Group plc309135903N/A$80,254.79
Cintas Corporation No 2 Fixed 2.8517252MAJ9N/A$80,243.09
United Technologies Corporation913017109UTX$80,042.23
CHESTER CNTY PA CHE 05/16 FIXED 0.585165573B70N/A$79,903.96
FANNIE MAE FNR 2012 112 DA3136A84G2N/A$79,873.78
NY + PRESBYTERIAN HOSPIT UNSECURED 08/45 4.024649322AA2N/A$79,853.38
WI Treasury Sec Fixed912810QP6N/A$79,848.26
Royal Caribbean Cruises LimitedV7780T103RCL$79,774.18
Sanofi S.A.567173901SAN$79,477.07
Conn Light & Power Nu 5 Series A207597DW2N/A$78,258.47
United Continental Holdings, Incorporated910047109UAL$77,991.70
U.S. Treasury N/B912828K74N/A$77,953.14
Bae Systems Ord Gbp0.025026349902N/A$77,839.19
U.S. Treasury Bond - Inflation Protected912828LA6N/A$77,684.11
Ball Corporation058498106BLL$77,461.55
KeyCorp493267108KEY$76,625.82
FNMA POOL 310152 FN 02/44 FIXED VAR31374CQD1N/A$76,496.49
Housing Devel Fin Inr10 (demat)617190905HDFC$76,485.70
CSX Corporation126408103CSX$76,389.88
CATERPILLAR FINANCIAL SE SR UNSECURED 11/23 3.7514912L5X5N/A$75,474.27
Citrix Sytems, Incorporated177376100CTXS$75,363.89
Bnp Paribas Fixed05567LU54N/A$75,204.07
BANK OF AMERICA CORP SR UNSECURED 01/19 2.606051GEX3N/A$75,177.97
Mcdonalds Corporation58013MEB6N/A$74,669.90
FED HM LN PC POOL G07786 FG 08/44 FIXED 43128M96X5N/A$74,567.93
GOLDMAN SACHS GROUP INC SUBORDINATED 10/25 4.2538141GVR2N/A$74,511.81
Brinker International, Incorporated109641100EAT$74,214.38
Credit Suisse Mortgage Capital Certification Series 2007-c1 Class Aab22545XAC7N/A$74,074.85
Whirlpool Corporation963320106WHR$74,010.33
Royal Dutch Shell plcB03MM4906RDSB$73,814.30
HSBC BANK PLCBYRPPW904N/A$73,382.83
Canadian Pacific Railway Limited13645T100CP$73,121.39
MarketAxess Holdings Incorporated57060D108MKTX$73,002.22
Duke Realty LP26441YAW7N/A$72,861.85
BURLINGTN NORTH SANTA FE SR UNSECURED 09/24 3.412189LAT8N/A$72,614.09
THERMO FISHER SCIENTIFIC SR UNSECURED 02/22 3.3883556BH4N/A$72,370.47
EOG Resources, Incorporated26875P101EOG$72,332.91
Public Storage Inc.74460D109PSA$72,066.24
Teck Resources Ltd878744AA9N/A$71,926.66
Bank of America Na06051GEQ8N/A$71,722.33
FNMA01F032617N/A$71,349.91
Marathon Oil Corporation565849AD8N/A$71,285.65
Daimler AG552902900DAI$71,154.09
AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2013 5 A303065EAD7N/A$70,946.64
MORGAN STANLEY SR UNSECURED 07/25 46174468C6N/A$70,914.72
U.S. Bancorp902973304USB$70,859.72
CIT EDUCATION LOAN TRUST CITEL 2005 1 A312556PAC1N/A$70,649.51
Lowe's Companies, Incorporated548661107LOW$70,279.59
ARIZONA ST SCH FACS BRD COPS AZSEDU 09/16 FIXED 0.94504057PJP4N/A$69,978.90
Bank of America Corporation06051GES4N/A$69,940.86
UNITEDHEALTH GROUP INC SR UNSECURED 07/17 1.4591324PCK6N/A$69,936.17
Red Hat, Incorporated756577102RHT$69,807.75
Erp Operating LP26884AAX1N/A$69,675.67
VENTAS REALTY LP COMPANY GUAR 02/25 3.592277GAE7N/A$69,433.81
NEW YORK LIFE GLOBAL FDG SECURED 144A 11/18 1.5564952WCB7N/A$69,374.80
Incyte Corp.45337C102INCY$69,140.55
Weatherford Bermuda Company Guar94707VAC4N/A$69,131.10
Occidental Petroleum Corporation674599105OXY$68,684.25
U.S. Treasury N/b912828G79N/A$68,303.82
CANADIAN PACIFIC RR CO SR UNSECURED 02/25 2.913645RAS3N/A$68,256.59
U.S. Treasury Bond - Inflation Protected912828JX9N/A$68,081.59
AvalonBay Communities Incorporated053484101AVB$68,029.55
Autoliv, Inc.524737905ALIV$67,846.28
Dow Chemical Company260543103DOW$67,710.79
Time Warner Incorporated Company Guar887317AQ8N/A$67,371.25
JC Penney Company Incorporated708160106JCP$67,270.15
Proofpoint, Incorporated743424103PFPT$67,260.22
Tsy Infl Ix N/b 02/43 0.625912810RA8N/A$67,133.54
FNMA POOL AH4793 FN 02/41 FIXED 43138A6KF6N/A$66,912.62
Imperial Tobacco Ord Gbp0.10045449907IMT$66,799.62
Eni S.p.A714505906ENI$66,705.00
GNMA II POOL MA2839 G2 05/45 FLOATING VAR36179REL9N/A$66,476.72
Credit Suisse Group AG717158901CSGN$66,254.11
FNMA POOL AL7427 FN 12/44 FIXED VAR3138EQHD7N/A$65,461.20
Jp Morgan Chase & Company46625HGY0N/A$64,748.13
Devon Energy Corporation25179M103DVN$64,745.70
FIFTH THIRD AUTO TRUST FITAT 2014 1 A331679JAC7N/A$64,051.95
ALLY AUTO RECEIVABLES TRUST LE ALLYL 2014 SN2 A2B02006UAC7N/A$63,796.21
PHYSICIANS REALTY TRUST REIT USD.0171943U104DOC$63,758.57
MEDTRONIC INC COMPANY GUAR 03/22 3.15585055BR6N/A$63,535.91
PACIFICORP 1ST MORTGAGE 07/25 3.35695114CS5N/A$63,384.22
WESTROCK CO COMMON STOCK96145D105WRK$63,055.13
Ensco PLC Fixed29358QAA7N/A$62,300.24
Treasury Note912828D56N/A$61,956.05
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2013 GC17 A417321RAD8N/A$61,890.61
CITIGROUP INC SR UNSECURED 04/25 3.3172967JP7N/A$61,719.80
Fed Hm Ln Pc Pool G15226 Fg Fixed3128MEA35N/A$61,653.25
CHRYSLER CAPITAL AUTO RECEIVAB CCART 2014 AA A3 144A17119XAC3N/A$61,332.58
Wesco International Incorporated95082P105WCC$61,143.54
DEVON ENERGY CORPORATION SR UNSECURED 12/25 5.8525179MAV5N/A$61,119.31
FNMA POOL AB9030 FN 04/43 FIXED 331417GA89N/A$60,847.07
Fed Hm Ln Pc Pool A879803129342M3N/A$60,307.72
HOWARD HUGHES MEDICAL IN SR UNSECURED 09/23 3.544266RAC1N/A$60,252.27
Baxter International Incorporated071813BD0N/A$60,188.85
Magna International Incorporated?Cl A559222955MG$60,043.86
CHIPPEWA VLY MI SCHS CPVSCD 05/17 FIXED 1.18170016YU7N/A$59,953.15
US TREASURY N/B 12/22 2.125912828N30N/A$59,861.33
Express Scripts Holding Company30219G108ESRX$59,703.76
AMERICAN HONDA FINANCE SR UNSECURED 05/17 0.9502665WAV3N/A$59,594.56
Acadia Healthcare Company, Incorporated, Common Stock00404A109ACHC$59,589.30
Government National Mortgage Association36225AVT4N/A$59,470.53
ALLY AUTO RECEIVABLES TRUST ALLYA 2013 2 A302006MAC5N/A$59,431.48
FNMA POOL AL7104 FN 06/45 FIXED VAR3138EP3N2N/A$59,392.25
Broadcom Corporation111320107BRCM$59,342.39
Reckitt Benckiser Group plcB24CGK904RB$59,193.56
CVS HEALTH CORP SR UNSECURED 07/22 3.5126650CK4N/A$59,053.00
E.I. du Pont De Nemours & Company263534109DD$58,951.40
SPS Commerce, Incorporated78463M107SPSC$58,883.84
PNM Resources, Incorporated69349H107PNM$58,413.48
AMERICAN HONDA FINANCE SR UNSECURED 09/20 2.4502665WAZ4N/A$58,120.86
Canadian National Railway Company136375BM3N/A$58,106.40
Lockheed Martin Corporation539830109LMT$57,959.85
Koninklijke Ahold NV Common Stock EUR.01ACI081R62AH$57,431.91
Intuitive Surgical Inccomm46120E602ISRG$57,356.73
Western Alliance Bancorp957638109WAL$57,212.69
Charter Communication-a16117M305CHTR$57,193.03
Thermo Fisher Scientific Incorporated883556102TMO$57,177.25
ITC HOLDINGS CORP SR UNSECURED 06/24 3.65465685AJ4N/A$57,167.77
BANK OF AMERICA CORP SUBORDINATED 04/25 3.9506051GFP9N/A$56,489.05
FORD CREDIT AUTO LEASE TRUST FORDL 2014 A A334530JAD8N/A$56,176.80
/US/3138EQXN7 FN 3.5927XDWII6N/A$55,949.12
MILWAUKEE CNTY WI MLW 12/28 FIXED 6.84602245UM2N/A$55,543.33
Ford Motor Company345370860F$55,468.04
Boston Properties Incorporated101121101BXP$55,453.48
Resona Holdings Incorporated Npv642155907N/A$55,357.29
General Growth Properties370023103GGP$55,195.77
Gas Natural Sdg Eur1565042900GAS$54,460.61
Chipotle Mexican Grill, Incorporated169656105CMG$54,314.75
VONOVIA SE COMMON STOCKBBJPFY900VNA$54,266.62
GNMA II POOL MA3311 G2 12/45 FIXED 436179RVC0N/A$54,003.02
FNMA POOL AY8429 FN 08/45 FIXED 3.53138YNLK1N/A$53,965.72
INTERCONTINENTAL HOTELS GROU COMMON STOCK GBP.158055ACI08MBH9IHG$53,769.60
On Assignment, Incorporated682159108ASGN$53,551.02
BP CAPITAL MARKETS PLC COMPANY GUAR 02/24 3.81405565QCP1N/A$53,161.33
Time Warner Cable Incorporated?Cl A88732J207TWC$53,083.70
ACE INA HOLDINGS COMPANY GUAR 11/22 2.87500440EAU1N/A$52,800.50
VERIZON COMMUNICATIONS SR UNSECURED 11/24 3.592343VCR3N/A$52,543.47
Ono Pharmaceutical Jpy50666010004N/A$52,445.29
Pernod Ricard Npv468232004RI$52,343.49
Federal National Mortgage Association01F040628N/A$52,246.97
Time Warner Incorporated887317303TWX$52,218.46
Equity Commonwealth Reit294628102EQC$52,215.70
Swedbank Ab Ser A Npv484652904SWEDA$52,080.72
STADSHYPOTEK AB COVERED 144A 04/20 1.7585235XAE5N/A$52,007.86
Great Western Bancorp Inc Common stock USD.01391416104GWB$51,969.93
Sainsbury(j) Ord Gbp0.28571428 (post RecB019KW907SBRY$51,914.39
Stifel Financial Corpcommo860630102SF$51,752.95
Morgan Stanley Sr Unsecured 4.7561747YDT9N/A$51,742.46
Ucb Npv559699905UCB$51,680.69
Fiserv Incorporated Fixed 4.75337738AL2N/A$51,643.73
France Telecom517617908ORA$51,509.86
NOBLE CORP PLC COMMON STOCK USD.01G65431101NE$50,603.77
Monsanto Company61166W101MON$50,595.17
Netsuite Incorporated64118Q107N$50,559.41
Biostime International Holdi Common Stock Hkd.01B4ZB3G901N/A$50,497.23
Mizuho Financial Group, Incorporated, GB NPV659101901N/A$50,497.20
EMC Corporation268648102EMC$50,286.45
Icon PLC Common Stock Eur.06G4705A100ICLR$50,212.50
FNMA31418AJY5N/A$50,153.99
Avista Corp05379B107AVA$50,063.91
AMERICAN HONDA FINANCE SR UNSECURED 10/16 1.12502665WAB7N/A$49,992.87
Talmer Bancorp Inc CL A Common Stock USD1.087482X101TLMR$49,952.81
U.S. Treasury N/b912810RG5N/A$49,925.78
VISA INC SR UNSECURED 12/17 1.292826CAA0N/A$49,902.66
BECTON DICKINSON AND CO SR UNSECURED 12/17 1.8075887BD0N/A$49,884.03
National Cinemedia Incorporated635309107NCMI$49,843.63
XCEL ENERGY INC SR UNSECURED 06/17 1.298389BAQ3N/A$49,702.39
Roper Industries Incorporated Sr Unsecured 1.85776696AD8N/A$49,695.75
Henkel AG + CO Kgaa Non Vtg Prf Npv507670909N/A$49,508.29
Nissan Motor CO Npv664286002N/A$49,448.90
Zurich Insurance Group Limited598381903ZURN$49,419.33
Alere Incorporated01449J105ALR$49,270.73
Privatebancorp Incorporated742962103PVTB$49,234.50
Diodes, Inc.254543101DIOD$49,135.80
Impact Funding LLC 01/51 Var45257HAA5N/A$48,922.71
CITIGROUP INC SUBORDINATED 06/25 4.4172967JT9N/A$48,844.39
U.S. Treasury N/b912828VE7N/A$48,710.85
Capital Auto Receivables Asset Afin 2015 3 A1A 144A13974HAA5N/A$48,692.95
General Motors CO Common Stock Usd.0137045V100GM$48,643.20
Primerica Incorporated Common Stock74164M108PRI$48,619.84
MORGAN STANLEY SR UNSECURED 10/24 3.761761JVL0N/A$48,574.66
SLM STUDENT LOAN TRUST SLMA 2007 3 A378443YAC0N/A$48,562.63
FORD CREDIT FLOORPLAN MASTER O FORDF 2015 2 A234528QDX9N/A$48,557.94
Morgan Stanley617446448MS$48,520.83
Wellcare Health Plans Incorporated94946T106WCG$48,340.79
Nordstrom Incorporated655664100JWN$48,334.63
NextEra Energy, Incorporated65339F101NEE$48,322.89
Burlington Northern Santa Fe LLC12189LAL5N/A$48,297.45
FNMA POOL MA1865 FN 04/44 FIXED 4.531418BCB0N/A$48,215.07
BAE SYSTEMS HOLDINGS INC COMPANY GUAR 144A 10/24 3.805523UAK6N/A$48,102.64
Sprouts Farmers Market, Incorporated85208M102SFM$48,079.01
Celestica Inc15101Q108CLS$47,560.52
HealthEquity, Incorporated, Common Stock42226A107HQY$47,464.67
Total S.A.B15C55900FP$47,256.17
Sterling Bancorp/De Common Stock85917A100STL$47,138.38
Employers Holdings Incorporated292218104EIG$47,098.23
El Paso Electric CO283677854EE$46,854.70
GRAMERCY PROPERTY TRUST REIT USD.01385002100GPT$46,766.90
Qlik Technologies Incorporated Common Stock74733T105QLIK$46,680.20
Kimberly-Clark Corporation494368103KMB$46,670.04
LIBERTY PROPERTY LP SR UNSECURED 04/25 3.7553117CAR3N/A$46,665.03
Scholastic Corporation807066105SCHL$46,478.14
Webster Financial Corp947890109WBS$46,453.79
REPUBLIC OF SLOVENIA SR UNSECURED 144A 02/24 5.25831594AG1N/A$46,268.21
Phillips 66718546104PSX$46,257.58
Scor S.e. Eur7.876972 (post Cons)B1LB9P906SCR$46,176.47
Renasant Corp75970E107RNST$46,154.75
Bankunited Incorporated06652K103BKU$46,104.55
VALSPAR CORP/THE SR UNSECURED 02/25 3.3920355AH7N/A$46,064.05
Sk Telecom Krw500622487908N/A$45,913.03
Mitsubishi UFJ Financial Group, Incorporated633517909N/A$45,788.57
American Axle & Manufacturing, Incorporated024061103AXL$45,669.26
Renault (regie Nationale) Eur3.81471279901RNO$45,604.36
Bank of New York Mellon Corporation064058100BK$45,501.34
Belden Cdt Incorporated077454106BDC$45,464.76
Pdc Energy Incorporated Common Stock Usd.0169327R101PDCE$45,330.99
Target Corporation87612E106TGT$45,178.39
Infosys Technologies Limited ADR456788108INFY$44,885.60
Telenet Grp Hldg NpvB0LKSK908TNET$44,760.82
BANK OF AMERICA CORP SR UNSECURED 08/25 3.87506051GFS3N/A$44,338.69
United States Treas Bds 02/40 Fixed912810QF8N/A$44,296.10
Ramco-gershenson Propertie751452202RPT$44,278.95
Muenchener Rueckver AG529412900N/A$44,154.32
Bancorpsouth Incorporated059692103BXS$44,056.10
National Bank Hold-cl A633707104NBHC$43,997.35
KRAFT HEINZ CO/THE COMMON STOCK USD.01500754106KHC$43,694.59
Mentor Graphics Corporation587200106MENT$43,686.23
GRIFOLS SA ADR ADR398438408GRFS$43,551.16
Investors Bancorp Inc.46146L101ISBC$43,489.26
Blackrock Incorporated09247X101BLK$43,427.26
VERIZON COMMUNICATIONS SR UNSECURED 08/46 4.86292343VCK8N/A$43,420.45
WORLDPAY GROUP PLC COMMON STOCK GBP.03BYYK2V904WPG$43,397.05
IMAX Corporation45245E109IMAX$43,276.81
COLUMBIA PROPERTY TRUST INC REIT USD.01198287203CXP$43,243.88
Delhaize Group Npv426211009DELB$43,138.44
FED HM LN PC POOL C91859 FG 12/35 FIXED 3.53128P8B42N/A$43,078.09
Ally Master Owner Trust Amot 2012 5 A02005ACW6N/A$42,999.93
KT&G Corporation617507900N/A$42,986.93
Chemtura Corp163893209CHMT$42,820.81
Croda Intl Ord Gbp0.10023352008CRDA$42,643.29
Sumitomo Mitsui Group656302908N/A$42,626.97
Select Medical Holdings Corp81619Q105SEM$42,428.22
Wirecard AG Npv750892903WDI$42,266.38
Horace Mann Educators Corporation440327104HMN$42,171.27
Loreal Eur0.2405780909OR$42,070.08
Highwoods Properties Inc431284108HIW$41,911.71
Air Lease Corp Common Stock Usd.0100912X302AL$41,855.93
NTT Docomo Npv612927905N/A$41,534.47
NEVRO CORP COMMON STOCK USD.00164157F103NVRO$41,390.16
The Spectranetics Corporation84760C107SPNC$41,337.89
General Dynamics Corporation369550108GD$41,225.28
U.S. Treasury N/b912828B33N/A$41,181.16
Baloise Hldgs Chf0.1 Regd712459908BALN$41,061.74
Education Realty Trust Inc Reit Usd.0128140H203EDR$40,973.00
Pinnacle Financial Partners72346Q104PNFP$40,945.44
Envestnet, Incorporated29404K106ENV$40,807.12
Halliburton Company406216101HAL$40,735.42
Lend Lease Group Npv651200008LLC$40,681.91
Dominion Resources Incorporated25746U109D$40,670.30
FED HM LN PC POOL G15401 FG 04/30 FIXED 3.53128MEGJ4N/A$40,647.43
PAYPAL HOLDINGS INC COMMON STOCK USD.000170450Y103PYPL$40,646.72
Axa Eur2.29708842901CS$40,635.50
ROYAL BANK OF CANADA COVERED 10/20 2.1780082AC7N/A$40,320.54
Goldman Sachs Group Incorporated Sr Unsecured38141GRC0N/A$40,311.13
Federal Home Loan Mortgage Company3133TMFZ4N/A$40,065.01
Caterpillar Incorporated149123101CAT$39,963.91
Schulman A Inc808194104SHLM$39,938.81
CITIGROUP INC SR UNSECURED 11/17 1.85172967JE2N/A$39,906.26
BASF SE Common Stock NPVACI0054Q2BAS$39,849.19
LVMH Eur0.30406141903MC$39,798.49
Demandware, Incorporated24802Y105DWRE$39,746.20
Iberiabank Corporation450828108IBKC$39,695.60
Wintrust Financial Corporation97650W108WTFC$39,529.88
FedEx Corporation31428X106FDX$39,516.92
Synchronoss Technologies Incorporated87157B103SNCR$39,482.74
Automatic Data Processing, Incorporated053015103ADP$39,463.68
INOGEN INC COMMON STOCK USD.00145780L104INGN$39,334.22
Associated Banc-corp045487105ASB$39,272.24
Goldman Sachs Capital Ii381427AA1N/A$39,189.88
PARSLEY ENERGY INC CLASS A COMMON STOCK USD.01701877102PE$39,183.25
Generac Holdings Incorporated368736104GNRC$39,142.65
Volkswagen AG549710903VOW$39,068.35
XCERRA CORP COMMON STOCK USD.0598400J108XCRA$38,948.85
Corporate Office Propertie22002T108OFC$38,928.67
FED HM LN PC POOL 2B4848 FH 09/45 FLOATING VAR31326KL54N/A$38,880.08
Capital One Financial Corporation14040H105COF$38,786.32
Super Micro Computer Incorporated86800U104SMCI$38,784.90
Thor Industries Inc885160101THO$38,767.91
Clubcorp Holdings Inc Common Stock Usd.0118948M108MYCC$38,736.25
ARRIS Group, Incorporated04270V106ARRS$38,682.10
Reynolds American Incorporated761713106RAI$38,634.81
Swiss Life Holding AG Chf17(regd)743780900SLHN$38,178.96
Verifone Holdings Incorporated92342Y109PAY$38,161.94
ALLY MASTER OWNER TRUST AMOT 2014 5 A102005AEQ7N/A$38,159.59
Kindred Healthcare Inc494580103KND$38,135.42
New Aetna Inc00817Y108AET$38,078.14
Hannover Rueckvers Ord Npv(regd)451180905N/A$38,023.74
Adecco SA Chf1(regd)711072900ADEN$38,014.27
U.S. Treasury Bond912810FQ6N/A$37,991.53
Teva Pharma Ind Ils0.1 (post Cons)688217900TEVA$37,727.13
FED HM LN PC POOL G15268 FG 11/29 FIXED 3.53128MECD1N/A$37,575.41
HSBC USA INC SR UNSECURED 08/20 2.7540428HPV8N/A$37,517.93
Smurfit Kappa Group PLC Ord Eur0.001 (wi)B1RR82907SKG$37,512.40
Kennedy Wilson Holdings Incorporated Common Stock489398107KW$37,309.41
Federal National Mortgage Association01F032625N/A$37,251.00
FORD CREDIT AUTO OWNER TRUST/F FORDR 2014 1 A 144A34530MAA7N/A$37,233.88
State Street Corp857477AH6N/A$37,096.05
Bayerische Motoren Werke AG Eur1575602909BMW$36,977.05
PETROLEOS MEXICANOS US GOVT GUAR 12/25 2.4671654QBY7N/A$36,925.43
Prudential Financial Incorporated744320102PRU$36,918.12
JPMORGAN CHASE + CO SR UNSECURED 10/20 2.5546625HNX4N/A$36,791.96
ANTHEM INC COMMON STOCK USD.01036752103ANTM$36,766.56
WESTPAC BANKING CORP COVERED 144A 11/20 2.2596122WAK6N/A$36,441.06
TENN VALLEY AUTHORITY SR UNSECURED 09/24 2.875880591ER9N/A$36,397.57
Anheuser-Busch InBev475531901ABI$36,385.67
Grifola SA Eur0.5B01SPF907GRF$36,286.41
SLM STUDENT LOAN TRUST SLMA 2004 10 A6A 144A78442GNG7N/A$36,191.36
DSW Incorporated23334L102DSW$36,184.04
U.S. Treasury N/B912828K58N/A$36,166.04
Parkway Properties Increit70159Q104PKY$36,150.03
ING Groep Nv Cva Eur0.24715418901INGA$36,088.39
Berkeley Gp Hldgs Ord Gbp0.05B02L3W908BKG$35,960.16
Ventas Incorporated92276F100VTR$35,834.99
Cynosure Incorporated232577205CYNO$35,829.57
Federal National Mortgage Association31417EEQ0N/A$35,736.42
Wageworks Incorporated930427109WAGE$35,700.21
Anadarko Petroleum Corporation032511107APC$35,647.79
CITIGROUP INC SUBORDINATED 09/27 4.45172967KA8N/A$35,621.82
Portland General Electric Company736508847POR$35,602.12
Deutsche Bank AG Ord Npv (regd)575035902DBK$35,542.35
FED HM LN PC POOL G07983 FG 05/43 FIXED 3.53128MAFY0N/A$35,284.06
FERROGLOBE PLC COMMON STOCK USD7.5G33856108GSM$35,271.50
Host Marriott Corp.44107P104HST$35,255.39
FNMA POOL AS6283 FN 12/45 FIXED 43138WF6V3N/A$35,115.17
Mediobanca SpA Eur0.5457481000MB$35,026.20
Kbr Incorporated48242W106KBR$34,941.72
LyondellBasell Industries N.V.N53745100LYB$34,928.27
VISA INC SR UNSECURED 12/20 2.292826CAB8N/A$34,883.15
SLM STUDENT LOAN TRUST SLMA 2012 D A2 144A78447CAB6N/A$34,858.53
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 1 A313975KAC3N/A$34,828.96
General Mills Incorporated370334104GIS$34,806.80
Mitsui + CO Npv659730006N/A$34,793.81
Northrop Grumman Corporation666807102NOC$34,780.18
AVIS BUDGET RENTAL CAR FUNDING AESOP 2013 1A A 144A05377RBD5N/A$34,697.81
The Travelers Companies Incorporated89417E109TRV$34,677.16
Allegion PLC Common stock USD.01G0176J109ALLE$34,563.68
Interxion Holding Nv Common Stock Eur.1N47279109INXN$34,501.06
Mediaset Eur0.52507794907MS$34,443.49
Atlas Air Worldwide Holdings Incorporated049164205AAWW$34,411.04
Q2 Holdings Inc Common Stock74736L109QTWO$34,369.88
Wabco Holdings Incorporated92927K102WBC$34,369.31
FNMA POOL AL7333 FN 06/35 FIXED VAR3138EQEF5N/A$34,268.22
Gdf Suez Eur1B0C2CQ902ENGI$34,253.91
Citibank Credit Card Issuance Cccit 2014 A6 A617305EFS9N/A$34,207.98
Cirrus Logic Incorporated172755100CRUS$34,160.32
Slovak Republic Sr Unsecured 144a831588AB4N/A$34,042.94
Firstmerit Corporation337915102FMER$34,027.60
Denki Kagaku Kogyo Npv630982007N/A$33,996.05
Rpc Incorporated749660106RES$33,968.62
Plexus Corporation729132100PLXS$33,880.68
SLM STUDENT LOAN TRUST SLMA 2007 2 A478443XAD0N/A$33,839.53
Newmont Mining Corporation651639106NEM$33,801.12
FORD CREDIT AUTO OWNER TRUST/F FORDR 2015 2 A 144A34530WAA5N/A$33,750.19
Challenger Fin Ser Npv672630902CGF$33,705.50
PPG Industries Incorporated693506107PPG$33,573.30
Murray St Inv Trust I Company Guar Var62718QAA3N/A$33,542.30
DISCOVER CARD EXECUTION NOTE T DCENT 2015 A4 A1254683BR5N/A$33,407.06
FNMA POOL MA244731418BWH5N/A$33,399.15
Columbia Banking System Incorporated197236102COLB$33,339.21
U.S. Treasury N/b912828XE5N/A$33,329.31
Infinera Corporation45667G103INFN$33,268.87
Thales Eur3416279008HO$33,260.14
Kemper Corp Common Stock Usd.1488401100KMPR$33,251.74
Barratt Devel Ord Gbp0.10008118002BDEV$33,026.65
Ericsson(lm)tel Ser B Npv595937905ERICB$33,026.30
Nxstage Medical Incorporated67072V103NXTM$33,001.27
Darling International Incorporated237266101DAR$32,999.05
SKANDINAVISKA ENSKILDA SR UNSECURED 144A 11/20 2.62583051GAE8N/A$32,972.66
METALDYNE PERFORMANCE GROUP COMMON STOCK USD.00159116R107MPG$32,862.77
Dbubs Mortgage Trust Dbubs 2011 Lc2a A4 144a23305XAD3N/A$32,806.27
American Equity Investment025676206AEL$32,731.05
Sumitomo Corporation685894008N/A$32,687.58
3i Group Ord Gbp0.738636B1YW44908III$32,601.17
CRED SUIS GP FUN LTD COMPANY GUAR 144A 12/20 3.125225433AJ0N/A$32,576.80
Japan Airlines Company, LimitedB8BRV4909N/A$32,494.30
Enel SPA714456902ENEL$32,473.86
Centrica Ord Gbp0.0617284B033F2900CNA$32,455.75
KRAFT HEINZ FOODS CO COMPANY GUAR 144A 07/25 3.95423074AX1N/A$32,379.73
Calsonic Corp Jpy50663984003N/A$32,331.71
Precision Castparts Corporation740189105PCP$32,241.30
Federal National Mortgage Association313586RC5N/A$32,188.69
Clark County Nevada Arpt Rev Bond18085PMT8N/A$32,085.62
MORGAN STANLEY SR UNSECURED 06/20 2.861761JB32N/A$32,013.38
Mitsubishi Gas Chm Npv659692008N/A$32,006.92
Fiesta Restaurant Group, Incorporated31660B101FRGI$31,989.44
HUBSPOT INC COMMON STOCK USD.001443573100HUBS$31,972.99
Boliden Ab (post Split) Npv (post Split)B1XCBX901BOL$31,909.32
Yum! Brands Incorporated988498101YUM$31,817.01
Aoyama Trading CO Npv604587006N/A$31,681.61
Emerson Electric Company291011104EMR$31,620.02
Kerr-mcgee Corp492386AU1N/A$31,610.73
SLM STUDENT LOAN TRUST SLMA 2005 5 A478442GPQ3N/A$31,567.99
Bk Hapoalim Bm Ils1607580909POLI$31,526.44
FNMA POOL AB8934 FN 04/43 FIXED 331417F4U9N/A$31,451.79
JPMORGAN CHASE + CO SR UNSECURED 07/25 3.946625HMN7N/A$31,385.46
Callidus Software Incorporated13123E500CALD$31,347.86
BNP Paribas Eur2730968906BNP$31,250.78
RINGCENTRAL INC CLASS A COMMON STOCK USD.000176680R206RNG$31,234.50
WESTPAC BANKING CORP SR UNSECURED 11/20 2.6961214CS0N/A$31,163.93
FNMA POOL AZ9672 FN 09/45 FLOATING VAR3140E2XA4N/A$31,053.85
FREDDIE MAC FHR 4425 A3137BG3L1N/A$31,004.23
Cme Incorporated Class A12572Q105CME$30,949.84
FREDDIEMAC STRIP FHS 271 303128HXTR6N/A$30,887.25
Asbury Automotive Group043436104ABG$30,859.10
The Ultimate Software Group, Incorporated90385D107ULTI$30,712.59
eBay Incorporated278642103EBAY$30,657.51
Illinois Tool Works Incorporated452308109ITW$30,622.43
U.S. Treasury N/b912828M72N/A$30,476.49
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 A A2A 144A78448PAB6N/A$30,446.69
Chubb Corporation171232101CB$30,417.20
AT+T INC SR UNSECURED 05/25 3.400206RCN0N/A$30,358.67
Randgold Resources Limited752344309GOLD$30,356.55
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2011 C4 A3 144A46636DAE6N/A$30,338.46
HALYARD HEALTH INC COMMON STOCK USD.0140650V100HYH$30,208.85
FNMA POOL AY1859 FN 01/45 FLOATING VAR3138YFB52N/A$30,186.48
FNMA POOL MA1966 FN 06/44 FIXED 4.531418BFG6N/A$30,147.91
KDDI Corporation624899902N/A$30,033.43
AMERICAN HONDA FINANCE SR UNSECURED 12/17 1.5502665WAQ4N/A$29,980.59
SAINT PAUL MN HSG REDEV AUTH STPHSG 07/16 FIXED 1.041792905DK4N/A$29,971.18
Tutor Prini Corporation901109108TPC$29,936.78
DBS Group Holdings617520903DBS$29,927.61
LOCKHEED MARTIN CORP SR UNSECURED 11/18 1.85539830BJ7N/A$29,923.31
CHEVRON CORP SR UNSECURED 11/17 1.344166764BC3N/A$29,906.86
Marubeni Corp Npv656946001N/A$29,842.98
Callon Petroleum Company13123X102CPE$29,830.91
TRADE MAPS LTD MAPS1 2013 1A A 144A89253UAA8N/A$29,794.27
BB&T Corporation054937107BBT$29,791.96
SUPERVALU Incorporated868536103SVU$29,725.00
Stryker Corporation863667101SYK$29,647.16
FREDDIE MAC FHR 4227 AB3137B3A65N/A$29,600.78
Easyjet PLC Common Stock Gbp.728571B7KR2P906EZJ$29,457.70
Essendant Inc Common Stock USD.1296689102ESND$29,416.88
Gentherm Incorporated37253A103THRM$29,278.75
Babcock Intl Group Gbp0.60096970900BAB$29,278.04
AstraZeneca PLC098952906AZN$29,255.38
FNMA POOL AS4200 FN 01/30 FIXED 3.53138WDU25N/A$29,242.07
Marsh & Mclennan Cos Incorporated571748102MMC$29,214.19
Yahoo! Incorporated984332106YHOO$29,185.03
CROWN CASTLE INTL CORP REIT USD.0122822V101CCI$29,142.80
SS&C Technologies Holdings, Incorporated78467J100SSNC$29,126.87
Old Mutual PLC Common Stock Gbp.142857B77J08909OML$29,084.85
Credit Agricole SA Eur3726261902ACA$29,075.60
FED HM LN PC POOL U49047 FG 08/30 FIXED 3.53132LKAY6N/A$29,017.65
American Electric Power Company, Incorporated025537101AEP$28,885.66
CITIGROUP INC SR UNSECURED 08/17 1.55172967HY0N/A$28,841.49
New Jersey State Tpk Auth Revenue646139X83N/A$28,805.12
Alstom Eur7B0DJ8Q909ALO$28,795.16
Mettler-Toledo International Incorporated592688105MTD$28,791.36
AT+T INC SR UNSECURED 06/22 300206RCM2N/A$28,762.76
FORD CREDIT FLOORPLAN MASTER O FORDF 2012 2 A34528QBP8N/A$28,719.16
FED HM LN PC POOL U95013 FG 06/42 FIXED 4.53132H5AP3N/A$28,651.13
Customers Bancorp Incorporated Common Stock23204G100CUBI$28,646.84
FNMA POOL AB0335 FN 01/20 FIXED 4.531416VLR3N/A$28,587.30
Marks + Spencer Gp Ord Gbp0.25312748908MKS$28,455.28
Illumina Inc452327109ILMN$28,380.97
FED HM LN PC POOL U99124 FG 03/45 FIXED 3.53132H7D68N/A$28,379.93
ALLY FINANCIAL INC COMPANY GUAR 11/18 3.2502005NBE9N/A$28,343.64
GNMA II POOL MA3183 G2 10/45 FLOATING VAR36179RRC5N/A$28,179.19
FED HM LN PC POOL Q36309 FG 09/45 FIXED 43132QTAK2N/A$28,171.72
FNMA POOL AZ2974 FN 09/45 FLOATING VAR3138YUJU6N/A$28,163.60
Jbs SA Common Stock NpvB1V74X902N/A$28,124.43
China Petroleum & Chemical Corporation629181900N/A$28,049.50
2U INC COMMON STOCK USD.00190214J101TWOU$27,988.03
Cardtronics Incorporated Common Stock Usd.000114161H108CATM$27,914.48
Maeda Road Const Npv655472009N/A$27,909.52
FNMA POOL AW4313 FN 01/42 FIXED 43138XTYK5N/A$27,906.00
Marathon Petroleum Corporation56585A102MPC$27,905.31
Mexico (united Mexican States) (go91086QAZ1N/A$27,892.44
Quad Graphics Incorporated Common Stock747301109QUAD$27,891.16
Slm Student Loan Trust Slma 2004 3 A578442GLH7N/A$27,816.40
Cerus Corp157085101CERS$27,803.03
Tata Motors Ltd876568502TTM$27,781.85
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 2 A4139738AE8N/A$27,629.83
HEWLETT PACKARD ENTERPRIS COMMON STOCK USD.0142824C109HPE$27,605.93
Kinder Morgan, Incorporated49456B101KMI$27,573.85
ExamWorks Group, Incorporated30066A105EXAM$27,555.60
MET LIFE GLOB FUNDING I SECURED 144A 12/20 2.559217GBR9N/A$27,479.68
ULTRAGENYX PHARMACEUTICAL IN COMMON STOCK USD.00190400D108RARE$27,476.44
VOLKSWAGEN INTL FIN NV COMPANY GUAR 144A 11/16 1.125928670AW8N/A$27,444.13
Apogee Enterprises, Inc.037598109APOG$27,329.18
Alexander + Baldwin Incorporated Common Stock014491104ALEX$27,312.66
Carrizo Oil144577103CRZO$27,264.66
FNMA POOL AZ2288 FN 06/45 FIXED 43138YTRJ5N/A$27,213.99
Picc Property + CA H Cny1670625904N/A$27,196.52
Lithia Motors Inc-cl A536797103LAD$27,161.01
American Airlines Group Incorporated02376R102AAL$26,960.93
BANK OF AMERICA CORP SR UNSECURED 10/20 2.62506051GFT1N/A$26,932.50
CONNECTONE BANCORP INC COMMON STOCK20786W107CNOB$26,907.64
Aviva PLC Ord Gbp0.25021623004N/A$26,889.23
Skyworth Digital Hkd0.10622882900N/A$26,856.60
Veeco Instruments Incorporated922417100VECO$26,845.63
OUTERWALL INC W/I COMMON STOCK USD.001690070107OUTR$26,824.51
FNMA POOL AB8699 FN 03/43 FIXED 331417FUZ9N/A$26,765.01
Urban Outfitters Incorporated917047102URBN$26,739.30
Humana Incorporated444859102HUM$26,723.87
CHEVRON CORP SR UNSECURED 03/18 1.365166764AV2N/A$26,710.60
Itochu Corp Npv646780007N/A$26,706.19
Ligand Pharmaceuticals-cl B53220K504LGND$26,645.61
Bendigo And Adelaide Bank Ltd Npv609128905BEN$26,516.24
PG&E Corporation69331C108PCG$26,347.76
FNMA POOL AB1960 FN 12/40 FIXED 431416XFA3N/A$26,320.59
SANTANDER UK GROUP HLDGS SR UNSECURED 10/20 2.87580281LAC9N/A$26,309.38
Hashemite Kingdom Of Jor US Govt Guar418097AE1N/A$26,284.56
FNMA POOL AS6193 FN 11/40 FIXED 3.53138WF3B0N/A$26,208.67
Wpx Energy Incorporated Common Stock98212B103WPX$26,189.99
FNMA POOL AL7549 FN 10/45 FIXED VAR3138EQL75N/A$26,166.76
Mead Johnson Nutrition Corporation582839106MJN$26,013.35
KRAFT HEINZ FOODS CO COMPANY GUAR 144A 07/20 2.8423074AZ6N/A$26,002.06
SANTANDER ISSUANCES COMPANY GUAR 11/25 5.17980281TAE8N/A$25,946.73
Yara International Nok1.70775125909YAR$25,933.06
Barclays Ord Gbp0.25313486904BARC$25,890.04
Johnson Controls Incorporated478366107JCI$25,831.99
Aflac Incorporated001055102AFL$25,817.02
Stada Arzneimittel Ord Npv(regd)538675901SAZ$25,812.36
Exelon Corporation30161N101EXC$25,791.36
Dongfeng Motor Grp CO Ltd H Common Stock Cny1.0B0PH5N900N/A$25,781.39
Agnico-Eagle Mines Limited008474108AEM$25,763.61
Intuit Incorporated461202103INTU$25,730.80
Michelin(cgde) Eur2(regd)458836004ML$25,698.37
Yokohama Rubber CO Npv698646007N/A$25,656.23
SYNCHRONY FINANCIAL COMMON STOCK USD.00187165B103SYF$25,609.81
ABBVIE INC SR UNSECURED 05/20 2.500287YAT6N/A$25,533.33
North Texas Tollway Build America Bonds66285WFB7N/A$25,491.54
Air Products & Chemicals Incorporated009158106APD$25,478.27
Pegatron Corp Common StockACI003EU7N/A$25,323.86
LAZARD GROUP LLC SR UNSECURED 02/25 3.7552107QAG0N/A$25,279.48
GlaxoSmithKline PLC092528900GSK$25,105.04
Federal National Mortgage Association31418AMB1N/A$25,089.78
Sunstone Hotel867892101SHO$25,055.71
Boston Scientific Corporation101137107BSX$25,053.11
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 C A1 144A78448RAA4N/A$25,011.81
Adeptus Health Inc Class A Common Stock Usd.01006855100ADPT$24,969.54
Evercore Partners Incorporated?Cl A29977A105EVR$24,875.15
Navient Student Loan Trust Navsl 2015 Ca A 144A63939MAA3N/A$24,860.13
Tietoenator Oyj Ord Npv547970905N/A$24,853.66
Adeka Corporation Npv605490002N/A$24,845.11
ALLY MASTER OWNER TRUST AMOT 2014 4 A202005AEK0N/A$24,836.50
Ihi Corp Jpy50646698001N/A$24,758.60
JPN BANK FOR INT L COOP GOVT GUARANT 05/20 1.75471048AN8N/A$24,718.34
Rhoen Klinikum AG Ord Npv471762906RHK$24,669.31
L Brands Incorporated Common Stock Usd.5501797104LB$24,649.56
Edf Eur0.5B0NJJ1901EDF$24,619.77
Dic Corporation Npv625082003N/A$24,616.82
LENDINGTREE INC COMMON STOCK USD.0152603B107TREE$24,540.91
Kentucky Housing Corporation49130P4M3N/A$24,443.95
CREST NICHOLSON HOLDINGS COMMON STOCK GBP.05B8VZXT902CRST$24,414.84
PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 07/20 3.2709599AU8N/A$24,388.81
WEA FINANCE LLC/WESTFIEL COMPANY GUAR 144A 10/20 3.2592890HAE2N/A$24,342.27
WELLTOWER INC REIT USD1.095040Q104HCN$24,314.67
The Allstate Corporation020002101ALL$24,288.06
FNMA POOL MA211531418BK54N/A$24,267.41
Federal National Mortgage Association31389PMQ0N/A$24,242.52
China Railway Cons H Cny1B2PFVH904N/A$24,195.26
INC RESEARCH HOLDINGS INC A COMMON STOCK USD.0145329R109INCR$24,144.71
HP ENTERPRISE CO COMPANY GUAR 144A 10/18 2.8542824CAC3N/A$24,125.63
RADIUS HEALTH INC COMMON STOCK USD.0001750469207RDUS$24,029.51
Deere & Company244199105DE$24,015.34
CAPITAL AUTO RECEIVABLES ASSET AFIN 2013 4 A313975FAC4N/A$23,933.68
Tech Data Corporation878237106TECD$23,889.23
The Hershey Company427866108HSY$23,881.03
Banco Santander SA570594903SAN$23,778.95
Cadence Design Systems Incorporated127387108CDNS$23,769.46
Church & Dwight Company, Incorporated171340102CHD$23,722.93
CYBERARK SOFTWARE LTD/ISRAEL COMMON STOCK ILS.01M2682V108CYBR$23,625.28
CAPITAL AUTO RECEIVABLES ASSET AFIN 2013 4 A413975FAD2N/A$23,617.51
Standard Chartered Ord Usd0.50040828907STAN$23,614.92
CSAIL COMMERCIAL MORTGAGE TRUS CSAIL 2015 C4 ASB12635RAY4N/A$23,572.31
Redrow Ord Gbp0.10072823909RDW$23,553.84
Metro Incorporated Cl A Sub Vtg59162N950MRU$23,495.98
SLM STUDENT LOAN TRUST SLMA 2006 3 A578442GSD9N/A$23,484.29
Cfcre Commercial Mortgage Trus Cfcre 2011 C1 A4 144a12527EAD0N/A$23,456.90
SLM STUDENT LOAN TRUST SLMA 2005 6 A678442GPY6N/A$23,391.67
LOCKHEED MARTIN CORP SR UNSECURED 11/20 2.5539830BF5N/A$23,373.83
VISA INC SR UNSECURED 12/25 3.1592826CAD4N/A$23,345.25
Marine Harvest Asa Nok0.75B02L48900MHG$23,340.93
Yue Yuen Indl Hldg Hkd0.25658653902N/A$23,303.19
Teliasonera Ab Sek3.2597838903TLSN$23,295.37
HABIT RESTAURANTS INC/THE A COMMON STOCK USD.0140449J103HABT$23,257.21
ACE INA HOLDINGS COMPANY GUAR 05/26 3.3500440EAV9N/A$23,228.84
Kyorin CO Ltd NpvB0YZFP904N/A$23,205.27
Maximus Incorporated577933104MMS$23,179.28
PPL Corporation69351T106PPL$23,157.11
DIRECTV HOLDINGS/FING COMPANY GUAR 01/25 3.9525460CAA1N/A$23,128.31
MICROSOFT CORP SR UNSECURED 11/25 3.125594918BJ2N/A$23,085.76
Aozora Bank Ltd Jpy50B1G185909N/A$23,084.34
MICROSOFT CORP SR UNSECURED 11/20 2594918BG8N/A$23,053.11
Federal National Mortgage Association31418AK72N/A$22,994.15
Commercial Mortgage Pass Throu Comm 2012 Cr1 A212624BAB2N/A$22,959.49
FNMA POOL AS5999 FN 10/40 FIXED 3.53138WFUZ7N/A$22,951.56
AVIS BUDGET RENTAL CAR FUNDING AESOP 2012 3A A 144A05377RBB9N/A$22,941.80
George Fischer AG Chf50(regd)434178000N/A$22,912.13
Central Glass CO Npv618430003N/A$22,909.03
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 B A2B 144A78448QAC2N/A$22,876.47
Taiwan Semiconductor Manufacturing Company Limited688910900N/A$22,871.72
SVB Financial Group78486Q101SIVB$22,870.31
Motorcar Parts of America In620071100MPAA$22,858.44
Smith (A.O.) Corporation831865209AOS$22,855.92
AutoZone, Incorporated053332102AZO$22,842.73
Onebeacon Insurance Group LimitedG67742109OB$22,761.15
Fleetmatics Group PLC Common StockG35569105FLTX$22,725.27
Ascena Retail Group Incorporated04351G101ASNA$22,683.96
Goldcorp Incorporated (GG)380956409GG$22,665.70
Indl Bank of Korea Krw5000646297903N/A$22,643.96
ELECTRICITE DE FRANCE SA SR UNSECURED 144A 10/45 4.95268317AQ7N/A$22,623.80
FNMA POOL AL6858 FN 04/30 FIXED VAR3138EPTQ7N/A$22,618.53
Ddr Corp23317HAA0N/A$22,595.75
Bangchak Petroleum Pub For Common Stock Thb1. A607959905N/A$22,581.63
Federal National Mortgage Association3138M8W25N/A$22,573.18
MONSTER BEVERAGE CORP COMMON STOCK61174X109MNST$22,569.34
MYLAN NV COMMON STOCK EUR.01N59465109MYL$22,557.42
Aisin Seiki CO Jpy50601070006N/A$22,465.22
CHEVRON CORP SR UNSECURED 03/22 2.411166764AT7N/A$22,454.26
Sempra Energy816851109SRE$22,389.05
Waste Management Incorporated94106L109WM$22,382.76
FED HM LN PC POOL 849829 FH 09/45 FLOATING VAR31300M4N0N/A$22,356.64
Avid Technology Incorporated05367P100AVID$22,351.98
AMN Healthcare Services, Incorporated001744101AHS$22,347.31
Houghton Mifflin Harcourt Co Common Stock Usd.0144157R109HMHC$22,295.12
TENN VALLEY AUTHORITY SR UNSECURED 09/65 4.25880591ES7N/A$22,278.85
Pace PLC Common Stock Gbp.05066727900PIC$22,249.73
FNMA POOL AZ2287 FN 06/45 FIXED 43138YTRH9N/A$22,166.64
Los Angeles Calif Community College District54438CPA4N/A$22,139.84
DIPLOMAT PHARMACY INC COMMON STOCK25456K101DPLO$22,124.19
Archer-daniels-midland Company039483102ADM$22,107.01
VISA INC SR UNSECURED 12/45 4.392826CAF9N/A$22,103.41
Bank of America Corporation060505DH4N/A$22,085.51
LUKOIL PJSC SPON ADR ADR RUB.02569343P105LUKOY$22,072.77
Puget Energy Incorporated Fixed 6745310AD4N/A$22,044.58
Pacira Pharmaceuticals Incorporated695127100PCRX$22,031.08
Ross Stores Incorporated778296103ROST$22,010.85
American Electric Power Sr Unsecured 1.65025537AF8N/A$21,954.38
MORGAN STANLEY CAPITAL I TRUST MSC 2011 C2 A2 144A617459AB8N/A$21,934.59
Nordea Bank Ab Ord Eur0.39632538003906NDA$21,883.75
OSI Systems, Incorporated671044105OSIS$21,849.98
Corning Incorporated219350105GLW$21,840.84
NELNET STUDENT LOAN TRUST NSLT 2005 3 A564031QCD1N/A$21,803.23
TELADOC INC COMMON STOCK USD.00187918A105TDOC$21,798.45
Sysco Corporation871829107SYY$21,739.76
Applied Materials Incorporated038222105AMAT$21,668.56
Tsumura + CO Jpy50690691001N/A$21,648.33
Teradyne Incorporated880770102TER$21,644.66
HP INC COMMON STOCK USD.0140434L105HPQ$21,601.48
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 1 A413975KAD1N/A$21,541.23
Nelnet Student Loan Trust Nslt 2005 2 A564031QBX8N/A$21,437.48
Trueblue Incorporated89785X101TBI$21,351.97
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 A A2B 144A78448PAC4N/A$21,311.97
FNMA POOL AL6859 FN 02/30 FIXED VAR3138EPTR5N/A$21,268.02
GOLDMAN SACHS GROUP INC SR UNSECURED 10/45 4.7538141GVS0N/A$21,256.70
Aegon Nv Eur0.12592737902AGN$21,249.63
Sankyu Incorporated Jpy50677538001N/A$21,235.54
Rio Tinto Limited Npv622010007RIO$21,209.93
Toyo Tire + Rubber Npv690018007N/A$21,178.50
California State Build America Bonds13063BJC7N/A$21,178.10
Fujikura Npv635670003N/A$21,145.89
Fiserv Incorporated337738108FISV$21,110.82
REPUBLIC OF INDONESIA SR UNSECURED 144A 01/26 4.75455780BV7N/A$21,108.19
Nelnet Student Loan Trust Nslt 2005 1 A564031QBR1N/A$21,090.08
Baxter International Incorporated071813109BAX$21,077.07
Government National Mortgage Association36203WNP9N/A$21,048.72
Copart Incorporated217204106CPRT$21,005.20
SHENZHEN INTL HOLDINGS COMMON STOCK HKD1.0BJVBTY905N/A$20,959.17
BARCLAYS AFRICA GROUP LTD COMMON STOCK ZAR2.0B844WD907BGA$20,906.73
GENERAL MOTORS CO SR UNSECURED 10/18 3.537045VAD2N/A$20,711.88
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 3 A313974HAD9N/A$20,708.09
Actavis Funding Scs00507UAS0N/A$20,658.43
CBS Corporation124857202CBS$20,644.66
COMM MORTGAGE TRUST COMM 2014 UBS6 AM12592PBH5N/A$20,633.88
Dnb Nor Asa Nok10426330007DNB$20,624.98
QTS REALTY TRUST INC CL A REIT USD.0174736A103QTS$20,589.89
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 B A2A 144A78448QAB4N/A$20,588.32
FED HM LN PC POOL G07925 FG 02/45 FIXED 43128MAD63N/A$20,554.97
Sumitomo Metal Mining685884009N/A$20,347.13
Port Auth of New York + New Je Portrn 10/62 Fixed73358WJA3N/A$20,327.63
FHLMC02R032612N/A$20,272.20
FNMA POOL AZ4714 FN 10/45 FLOATING VAR3138YWGY7N/A$20,258.02
Grand Canyon Education Incorporated38526M106LOPE$20,222.46
Soc Generale Eur1.25596651901GLE$20,217.82
Axiall Corporation Common Stock Usd.0105463D100AXLL$20,179.61
CITIGROUP INC SR UNSECURED 07/16 1.7172967GW5N/A$20,144.30
Essent Group Ltd Common Stock Usd.015G3198U102ESNT$20,098.64
AVALONBAY COMMUNITIES IN SR UNSECURED 10/20 3.62505348EAS8N/A$20,072.72
FED HM LN PC POOL U69020 FG 07/44 FIXED 53132FYAW7N/A$20,039.93
Gsms_12-gcj736192KAR8N/A$20,010.99
FED HM LN PC POOL J33260 FG 11/30 FIXED 3.531307PTR0N/A$19,998.77
Northrop Grumman Corporation Sr Unsecured666807BG6N/A$19,991.31
SLM STUDENT LOAN TRUST SLMA 2014 2 A378448GAC4N/A$19,985.55
Shanghai Pharmaceuticals H Common Stock Cny1.B4Q4CJ901N/A$19,965.37
LPL Financial Holdings Incorporated Common Stock50212V100LPLA$19,952.76
ABBVIE INC SR UNSECURED 05/18 1.800287YAN9N/A$19,890.89
Paycom Software, Incorporated70432V102PAYC$19,884.07
Public Service Enterprise744573106PEG$19,770.98
Westjet Airls Ltd Var Vtg Shs960410959N/A$19,765.86
ALLY MASTER OWNER TRUST AMOT 2015 2 A102005AFD5N/A$19,737.64
Activision Blizzard Incorporated00507V109ATVI$19,724.93
Vr Qtr Netnet Student Loan Trust64031QBC4N/A$19,702.33
Petrofac Ord Usd0.025B0H2K5904PFC$19,700.78
WM WRIGLEY JR CO SR UNSECURED 144A 10/20 3.375982526AQ8N/A$19,647.63
Indiana Housing & Community Development Authority Series A-2454806DP2N/A$19,619.16
M&T Bank Corporation55261F104MTB$19,580.56
Edison International Common281020107EIX$19,483.77
Republic of Slovenia Sr Unsecured 144a831594AB2N/A$19,395.88
FNMA POOL AL7613 FN 11/45 FIXED VAR3138EQN73N/A$19,390.19
Argo Group International Holdings, LimitedG0464B107AGII$19,376.00
AGL ENERGY LTD COMMON STOCKBSS7GP901AGL$19,357.11
Qantas Airways Npv671034908QAN$19,340.54
Roper Industries Incorporated776696106ROP$19,322.87
WM WRIGLEY JR CO SR UNSECURED 144A 10/19 2.9982526AV7N/A$19,301.51
TOLL BROS FINANCE CORP COMPANY GUAR 12/18 488947EAP5N/A$19,284.89
JX Holdings IncorporatedB627LW906N/A$19,263.91
Guidewire Software Incorporated Common Stock Usd.000140171V100GWRE$19,259.84
PTC Incorporated69370C100PTC$19,251.68
HYUNDAI AUTO RECEIVABLES TRUST HART 2014 B A344890UAC8N/A$19,230.08
Ricoh CO Npv673822003N/A$19,228.59
GE Capital Intl Funding Company Guar 144A36164NFH3N/A$19,184.26
Paragon Grp of Cos Ord Gbp1B2NGPM900PAG$19,182.46
FNMA31418AHY7N/A$19,149.95
Ckd Corporation Npv616005005N/A$19,143.27
D.r. Horton Incorporated Company Guar23331ABF5N/A$19,143.09
Microsemi Corporation595137100MSCC$19,142.26
FIDELITY NATIONAL INFORM SR UNSECURED 10/18 2.8531620MAN6N/A$19,139.72
Jack In The Box Inc466367109JACK$19,102.51
Acxiom Corporation005125109ACXM$19,084.94
FNMA POOL AU1690 FN 08/43 FIXED 43138X02Y3N/A$19,040.04
Consolidated Edison Incorporated209115104ED$19,031.57
Nn Incorporated629337106NNBR$19,020.52
GENERAL MOTORS FINL CO COMPANY GUAR 05/18 3.2537045XAJ5N/A$19,000.86
VERIZON COMMUNICATIONS SR UNSECURED 11/34 4.492343VCQ5N/A$18,944.81
EQUINIX INC REIT USD.00129444U700EQIX$18,926.43
FED HM LN PC POOL 2B4939 FH 12/45 FLOATING VAR31326KPY7N/A$18,918.49
Pioneer Natural Resources Company723787107PXD$18,916.40
Cypress Semiconductor232806109CY$18,881.77
Slm Student Loan Trust Slma 2013 B A2a 144a78447VAB4N/A$18,868.26
Cornerstone Ondemand Incorporated Common Stock21925Y103CSOD$18,862.95
RICE ENERGY INC COMMON STOCK USD.01762760106RICE$18,856.52
Delos Fin S A R L Term LoanL2324EAB7N/A$18,808.82
DELTA AIR LINES INC. 2015 TERM LOAN B976QCEII2N/A$18,802.16
CAPITAL AUTO RECEIVABLES ASSET AFIN 2014 1 A413975GAD0N/A$18,795.41
U.S. Treasury N/b912828XM7N/A$18,748.65
Steel Dynamics, Incorporated858119100STLD$18,726.71
ABBVIE INC SR UNSECURED 05/25 3.600287YAQ2N/A$18,694.15
Fresenius Med Care U.S. Fin Incorporated Fixed35803QAD9N/A$18,687.93
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 2 A3139738AD0N/A$18,650.55
Kellogg Company487836108K$18,625.10
CIT Group Incorporated Sr Unsecured125581GP7N/A$18,616.16
FNMA POOL AL7756 FN 06/33 FIXED VAR3138EQTN2N/A$18,608.54
LEVEL 3 FINANCING INC. 2015 TERM LOAN B52729KAM8N/A$18,590.07
PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 02/22 3.375709599AS3N/A$18,582.21
FED HM LN PC POOL 2B4526 FH 08/45 FLOATING VAR31326KA31N/A$18,571.55
Owens-Illinois Incorporated690768BF2N/A$18,570.64
WEST CORP TERM LOAN B 1095235LAQ3N/A$18,569.08
KAR AUCTION SVCS INC TERM LOAN B 248562RAG4N/A$18,559.57
KAR Auction Services, Incorporated48238T109KAR$18,542.88
Michaels Stores Incorporated Term Loan594088AJ5N/A$18,527.67
COMM MORTGAGE TRUST COMM 2015 LC23 A412636FBJ1N/A$18,511.45
SERVICEMASTER CO LLC TERM LOAN B81760HAB8N/A$18,483.25
United Rentals North Am Company Guar911365BA1N/A$18,469.10
Hertz Corporation Term Loan B 242804VAN1N/A$18,462.61
UBS GROUP FUNDING COMPANY GUAR 144A 09/25 4.12590351DAB3N/A$18,445.97
ConAgra Foods Incorporated205887102CAG$18,433.64
CHS COMMUNITY HEALTH SYS INC INCREMENTAL 2018 TERM F LOANS12543KAL8N/A$18,429.07
Cimarex Energy Company171798101XEC$18,424.79
Xcel Energy Incorporated98389B100XEL$18,406.08
NELNET STUDENT LOAN TRUST NSLT 2004 4 A564031QBK6N/A$18,403.38
ENERGY TRANSFER PARTNERS SR UNSECURED 01/26 4.7529273RBG3N/A$18,394.92
FED HM LN PC POOL 849663 FH 12/42 FLOATING VAR31300MWY5N/A$18,386.04
FNMA POOL AY4350 FN 02/45 FLOATING VAR3138YHZQ6N/A$18,368.35
Ally Financial Incorporated Fixed02005NAD2N/A$18,359.69
Natus Medical Incorporated639050103BABY$18,295.42
Berry Plastics Group Incorporated Term D Loans08579JAJ1N/A$18,280.80
FED HM LN PC POOL J31441 FG 04/30 FIXED 3.531307MS64N/A$18,278.01
Dish Dbs Corp Company Guar25470XAP0N/A$18,252.03
Iac/Interactivecorp Company Guar44919PAF9N/A$18,252.03
Cco Hldgs Llc/Cap Corp Company Guar1248EPAW3N/A$18,228.39
FNMA POOL AZ7344 FN 11/45 FLOATING VAR3140E0ES0N/A$18,196.14
T. Rowe Price Group Incorporated74144T108TROW$18,130.10
Hanesbrands Incorporated Fixed410345AG7N/A$18,118.98
TENNECO INC COMPANY GUAR 12/20 6.875880349AQ8N/A$18,118.98
Gazprom Neft Sponsored ADR ADRB11XHC900GAZ$18,115.04
MCDONALD S CORP SR UNSECURED 01/26 3.758013MEY6N/A$18,085.86
Crown Amer/cap Corp Iii Company Guar22818VAB3N/A$18,075.21
SKY PLC COMPANY GUAR 144A 09/24 3.75111013AL2N/A$18,051.46
HCA INC COMPANY GUAR 10/18 8404119BL2N/A$18,018.32
Limited Brands, Incorporated532716AM9N/A$17,982.43
Hartford Financial Services416515104HIG$17,979.49
Hcp Incorporated40414L109HCP$17,960.72
Smithfield Foods Incorporated832248AQ1N/A$17,940.41
Slm Corporation78442FEN4N/A$17,933.41
Cequel Communications LLC Term Loan15672EAJ3N/A$17,915.99
FED HM LN PC POOL V82138 FG 12/45 FIXED 43132L7LT4N/A$17,899.62
Vornado Realty Trust929042109VNO$17,892.39
Wheelock + CO Hkd0.50698148004N/A$17,890.84
Ineos Us Fin Llc Extended Trm Loan45672JAF7N/A$17,876.57
SPECTRUM BRANDS INC COMPANY GUAR 11/20 6.37584762LAN5N/A$17,856.38
AMERICAN TOWER CORP SR UNSECURED 09/21 3.4503027XAE0N/A$17,834.98
Camden Property133131102CPT$17,802.40
Dr Pepper Snapple Group Incorporated26138E109DPS$17,780.22
G-III Apparel Group, Limited36237H101GIII$17,777.86
VERIZON COMMUNICATIONS SR UNSECURED 09/16 2.592343VBN3N/A$17,771.46
Zimmer Holdings Incorporated98956P102ZBH$17,736.51
Csr Limited Npv623864006CSR$17,724.70
The Williams Companies, Incorporated969457100WMB$17,709.91
RIO TINTO FIN USA LTD COMPANY GUAR 06/25 3.75767201AS5N/A$17,688.34
ROYAL MAIL PLC COMMON STOCK GBP.01BDVZYZ906RMG$17,684.02
St. Jude Medical Incorporated790849103STJ$17,634.37
COMM MORTGAGE TRUST COMM 2015 PC1 ASB12593GAC6N/A$17,632.77
GS MORTGAGE SECURITIES TRUST GSMS 2015 GC32 AAB36250PAE5N/A$17,609.88
DIRECTV HOLDINGS/FING COMPANY GUAR 04/24 4.4525459HBL8N/A$17,538.59
United O Seas Bank Sgd1691678007UOB$17,525.84
GNMA II POOL AQ2288 G2 09/45 FIXED 436189RRH2N/A$17,522.28
Nrg Energy, Incorporated629377BN1N/A$17,520.26
SYNCHRONY FINANCIAL SR UNSECURED 07/25 4.587165BAG8N/A$17,473.17
Fnma01F040610N/A$17,447.87
Analog Devices Incorporated032654105ADI$17,435.42
Moody's Corporation615369105MCO$17,430.65
FNMA POOL AL60423138ENWC9N/A$17,400.92
WESTERN GAS PARTNERS LP SR UNSECURED 06/25 3.95958254AE4N/A$17,370.39
Boise Cascade CO Common Stock Usd.0109739D100BCC$17,360.69
DexCom, Incorporated252131107DXCM$17,306.68
Federal National Mortgage Association31418AJX7N/A$17,282.46
Monro Muffler Brake Incorporated610236101MNRO$17,272.45
Repligen Corp759916109RGEN$17,264.29
RSP PERMIAN INC COMMON STOCK USD.0174978Q105RSPP$17,249.67
Edwards Lifesciences Corp28176E108EW$17,207.05
MCMILLAN SHAKESPEARE LTD COMMON STOCKB00G1Q906MMS$17,205.20
Tullett Prebon PLC Ord Gbp0.25B1H0DZ908TLPR$17,199.05
Jarden Corporation471109AB4N/A$17,184.14
FNMA POOL AQ7127 FN 12/42 FIXED 3.53138MN4M9N/A$17,160.28
Ddr Corporation Unsecured23317HAB8N/A$17,149.10
Hub Group Incorporated-Cl A443320106HUBG$17,145.56
Skand Enskilda Bkn Ser A Sek10481334902SEBA$17,142.59
Paychex Incorporated704326107PAYX$17,140.79
NIELSEN HOLDINGS PLC COMMON STOCK EUR.07G6518L108NLSN$17,134.43
SEMPRA ENERGY SR UNSECURED 11/25 3.75816851AY5N/A$17,125.31
SEMPRA ENERGY SR UNSECURED 11/20 2.85816851AX7N/A$17,105.81
NAVIENT STUDENT LOAN TRUST NAVSL 2015 AA A2A 144A63939EAB9N/A$17,105.06
FNMA POOL MA2097 FN 11/44 FIXED 431418BKK1N/A$17,099.12
Eizo Nanao Corp Npv645181900N/A$17,054.77
FNMA POOL AZ7316 FN 10/45 FLOATING VAR3140E0DW2N/A$17,034.58
MICROSOFT CORP SR UNSECURED 11/22 2.65594918BH6N/A$17,022.83
Nvidia Corporation67066G104NVDA$17,013.93
HP ENTERPRISE CO COMPANY GUAR 144A 10/45 6.3542824CAR0N/A$17,004.64
Goldman Sachs Group Incorporated38141GFD1N/A$16,996.96
American Tower Corporation Sr Unsecured03027XAB6N/A$16,982.14
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 4 A313974LAC2N/A$16,981.11
Fidelity National Information Services Incorporated31620M106FIS$16,980.41
Apache Corporation037411105APA$16,978.23
BIOGEN INC SR UNSECURED 09/25 4.0509062XAF0N/A$16,955.96
BAXALTA INC SR UNSECURED 144A 06/45 5.2507177MAE3N/A$16,953.38
Firstgroup Ord Gbp0.05034521906FGP$16,931.06
Paccar Incorporated693718108PCAR$16,920.93
Ruckus Wireless Incorporated Common Stock781220108RKUS$16,908.09
Thanachart Capital Foreign Common StockB8GKBK905N/A$16,904.80
Vr Qtr Slm Student Loan Trust78442GQJ8N/A$16,902.43
CCO SAFARI II LLC SR SECURED 144A 10/45 6.484161175AP9N/A$16,892.75
ZOE S KITCHEN INC COMMON STOCK USD.0198979J109ZOES$16,887.70
PECO ENERGY CO 1ST MORTGAGE 10/25 3.15693304AT4N/A$16,880.34
Cavium Incorporated14964U108CAVM$16,856.77
TARGA RESOURCES PARTNERS COMPANY GUAR 144A 01/18 587612BAS1N/A$16,841.02
FED HM LN PC POOL 2B3104 FH 08/44 FLOATING VAR31326HNV2N/A$16,820.89
PAYLOCITY HOLDING CORP PRIVATE COMP USD.00170438V106PCTY$16,788.77
FNMA POOL AS5437 FN 07/30 FIXED 3.53138WFBF2N/A$16,718.43
Signature Bank82669G104SBNY$16,696.34
Nichirei Corp Jpy50664086006N/A$16,694.23
Analogic Corporation032657207ALOG$16,678.72
FED HM LN PC POOL 2B4823 FH 10/45 FLOATING VAR31326KLC9N/A$16,669.20
WM Morrison Supermarkets plc060431004MRW$16,660.47
ACTAVIS FUNDING SCS COMPANY GUAR 03/45 4.7500507UAU5N/A$16,658.72
VIRTU FINANCIAL INC CLASS A COMMON STOCK USD.00001928254101VIRT$16,628.10
BENEFITFOCUS INC COMMON STOCK USD.00108180D106BNFT$16,607.71
Mitie Group Gbp0.025046574901MTO$16,572.09
Clorox Company189054109CLX$16,535.99
FED HM LN PC POOL J32522 FG 08/30 FIXED 3.531307NYT5N/A$16,514.75
Asseco Poland SA Pln1597895903ACP$16,480.73
Voestalpine AG Npv494340904VOE$16,413.79
Cepheid Incorporated15670R107CPHD$16,412.71
Government National Mortgage Association36203CJK9N/A$16,411.68
ACTAVIS FUNDING SCS COMPANY GUAR 03/20 300507UAP6N/A$16,374.33
Eversource Energy Common Stock Usd5.030040W108ES$16,360.56
WEC ENERGY GROUP INC COMMON STOCK USD.0192939U106WEC$16,359.39
Erac Usa Finance LLC Company Guar 144a 03/4226884TAE2N/A$16,276.26
Amphenol Corp032095101APH$16,261.31
FED HM LN PC POOL G15629 FG 07/30 FIXED 3.53128MEPN5N/A$16,234.40
Spectra Energy Corp847560109SE$16,234.03
SLM STUDENT LOAN TRUST SLMA 2013 A A2B 144A78447RAC1N/A$16,232.42
TransDigm Group Incorporated Tranche C Term Loan89364MAX2N/A$16,209.67
CALIFORNIA REPUBLIC AUTO RECEI CRART 2015 4 A4 144A13057VAD8N/A$16,202.12
RUBICON PROJECT INC/THE COMMON STOCK USD.0000178112V102RUBI$16,148.24
Fifth Third Bancorp Com316773100FITB$16,125.50
Krispy Kreme Doughnuts, Incorporated501014104KKD$16,094.62
FED HM LN PC POOL 2B4745 FH 10/45 FLOATING VAR31326KHW0N/A$16,074.44
SPORTSMAN S WAREHOUSE HOLDIN COMMON STOCK USD.0184920Y106SPWH$16,069.40
GS MORTGAGE SECURITIES TRUST GSMS 2015 GC34 AAB36250VAE2N/A$16,065.51
Sojitz Corporation Npv659414908N/A$16,006.35
Essex Property Trust, Inc.297178105ESS$15,966.76
Tyson Foods Incorporated Cl A902494103TSN$15,924.17
GENERAL MOTORS FINL CO COMPANY GUAR 01/19 3.137045XBB1N/A$15,914.07
SANTANDER UK GROUP HLDGS SUBORDINATED 144A 09/25 4.7580281LAA3N/A$15,899.94
MID AMERICA APARTMENTS L SR UNSECURED 06/24 3.7559523UAL1N/A$15,871.50
Northern Trust Corporation665859104NTRS$15,824.86
PERRIGO FINANCE PLC COMPANY GUAR 12/24 3.9714295AC6N/A$15,801.95
COMM MORTGAGE TRUST COMM 2014 UBS6 ASB12592PBD4N/A$15,787.85
International Paper Company460146103IP$15,785.10
PETROLEOS MEXICANOS US GOVT GUAR 04/25 2.37871654QBT8N/A$15,775.17
CITIBANK CREDIT CARD ISSUANCE CCCIT 2013 A7 A717305EFF7N/A$15,764.36
Wabash National Corporation929566107WNC$15,745.61
Bottomline Technologies Incorporated101388106EPAY$15,669.07
MCDONALD S CORP SR UNSECURED 12/20 2.7558013MEX8N/A$15,660.40
GENERAL MOTORS FINL CO COMPANY GUAR 04/22 3.4537045XAW6N/A$15,649.85
FED HM LN PC POOL 849861 FH 01/44 FLOATING VAR31300M5W9N/A$15,635.38
ALLY AUTO RECEIVABLES TRUST ALLYA 2014 1 A402006TAC0N/A$15,606.75
CAPITAL ONE FINANCIAL CO SUBORDINATED 10/25 4.214040HBJ3N/A$15,577.56
Sydbank Dkk10B06JSP907SYDB$15,532.63
Micron Technology, Incorporated595112103MU$15,527.82
LogMeIn, Incorporated54142L109LOGM$15,524.24
Lions Gate Entertainment Corp535919203LGF$15,513.70
Vantiv, Incorporated92210H105VNTV$15,488.01
Weyerhaeuser Company962166104WY$15,456.01
FIDELITY NATIONAL INFORM SR UNSECURED 10/20 3.62531620MAP1N/A$15,437.95
Form Factor Incorporated346375108FORM$15,420.85
SanDisk Corporation80004C101SNDK$15,402.97
Whitewave Foods CO A Common Stock Usd.01966244105WWAV$15,388.05
Marstons PLC Ord Gbp0.07375B1JQDM908MARS$15,387.96
E Mart CO Ltd Common Stock Krw5000.ACI00M683N/A$15,343.40
Mgm Mirage Incorporated552953BB6N/A$15,330.23
Tyler Technologies Incorporated902252105TYL$15,329.92
ZENDESK INC COMMON STOCK USD.0198936J101ZEN$15,321.78
America Movil Sab De Cv Sr Unsecured02364WBD6N/A$15,282.45
CALIFORNIA REPUBLIC AUTO RECEI CRART 2015 1 A413056UAD1N/A$15,217.77
Anritsu Corp Npv604410001N/A$15,205.98
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2015 GC35 AAB17324KAQ1N/A$15,196.57
Downer Group Npv646557900DOW$15,184.97
LAZARD GROUP LLC SR UNSECURED 11/20 4.2552107QAF2N/A$15,181.29
ALIBABA GROUP HOLDING COMPANY GUAR 11/24 3.601609WAQ5N/A$15,163.78
DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 08/25 3.2526442UAA2N/A$15,132.66
JP MORGAN MORTGAGE TRUST JPMMT 2015 IVR2 A2 144A46644CAB4N/A$15,130.19
ALLY AUTO RECEIVABLES TRUST ALLYA 2015 2 A302007DAB6N/A$15,121.08
JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C30 AS46644UBE7N/A$15,110.56
AUTOMOTIVE HOLDINGS GROUP LT COMMON STOCKBX99WB900AHG$15,099.71
MARSH + MCLENNAN COS INC SR UNSECURED 03/26 3.75571748AZ5N/A$15,036.84
Debenhams plcB126KH903DEB$15,018.03
Wincor Nixdorf AG NpvB012VF907WIN$15,002.78
Calgon Carbon Corporation129603106CCC$14,993.25
WOORI BANK COMMON STOCK KRW5000.0BSP5RP906N/A$14,980.40
Molson Coors Brewing Company60871R209TAP$14,947.35
Tate + Lyle Gbp 0.25087541009TATE$14,913.08
JM Smucker Company832696405SJM$14,907.71
Mondi Ord Gbp0B1CRLC906MNDI$14,905.82
Radware, Ltd.M81873107RDWR$14,859.54
Nokia Corporation654902AB1N/A$14,847.41
NAVIENT STUDENT LOAN TRUST NAVSL 2014 8 A263939DAB1N/A$14,840.14
Expedia Incorporated Common Stock Usd.00130212P303EXPE$14,775.86
Aurubis AG Common Stock548552900NDA$14,753.57
Tenet Healthcare Corp Sr Secured88033GBP4N/A$14,740.27
Lifepoint Hospitals Inccom53219L109LPNT$14,737.13
TEMPUR SEALY INTL INC COMPANY GUAR 12/20 6.87588023UAB7N/A$14,670.24
SCHAEFFLER HLDG FIN BV SR SECURED 144A 11/19 6.2580626PAC4N/A$14,635.23
Qualys Incorporated74758T303QLYS$14,613.28
Marketo Incorporated Common Stock Usd.000157063L107MKTO$14,611.99
Mobile Mini Inc60740F105MINI$14,603.94
Cummins Incorporated231021106CMI$14,600.69
Slm Student Loan Trust Slma 2012 6 B78447GAD3N/A$14,592.99
Ingersand-Rand PLCG47791101IR$14,577.65
BEST BUY CO INC SR UNSECURED 08/18 5086516AM3N/A$14,544.20
Tahoe Resources Incorporated Common Stock873868954THO$14,538.41
DTE Energy Company233331107DTE$14,536.04
VIASAT INC COMPANY GUAR 06/20 6.87592552VAF7N/A$14,530.19
EXTENDED STAY AMERICA INC UNIT USD.0130224P200STAY$14,523.11
HILTON WORLDWIDE FIN LLC COMPANY GUAR 10/21 5.625432891AD1N/A$14,512.69
DOLLAR TREE INC COMPANY GUAR 144A 03/20 5.2530706VAC9N/A$14,460.17
SLM STUDENT LOAN TRUST SLMA 2014 1 A178448EAA3N/A$14,439.88
Viacom Incorporated Cl. B92553P201VIAB$14,432.04
T MOBILE USA INC COMPANY GUAR 04/19 6.46487264AAC9N/A$14,422.64
Slm Student Loan Trust Slma 2007 2 B78443XAE8N/A$14,367.80
Abiomed Incorporated003654100ABMD$14,362.57
FNMA POOL AS3988 FN 12/29 FIXED 3.53138WDNE7N/A$14,337.89
Invesco LimitedG491BT108IVZ$14,332.62
Symantec Corporation871503108SYMC$14,327.68
INTERNATIONAL PAPER CO SR UNSECURED 05/46 5.15460146CN1N/A$14,282.69
US AIRWAYS GROUP INC COMPANY GUAR 06/18 6.12591731VAA4N/A$14,250.09
LENNAR CORP COMPANY GUAR 06/19 4.5526057BT0N/A$14,241.34
Rhi AG Npv471991000RHI$14,239.09
SURGERY PARTNERS INC COMMON STOCK USD.0186881A100SGRY$14,206.65
REYNOLDS AMERICAN INC COMPANY GUAR 08/35 5.7761713BA3N/A$14,194.63
GLAUKOS CORP COMMON STOCK USD.001377322102GKOS$14,179.97
Monolithic Power Systems Incorporated609839105MPWR$14,179.60
Cr Bard Incorporated067383109BCR$14,136.56
JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C30 ASB46644UBB3N/A$14,096.73
Franklin Resources, Incorporated354613101BEN$14,091.92
Pgt Incorporated69336V101PGTI$14,090.96
Royal Gold, Incorporated780287108RGLD$14,081.72
JAGUAR LAND ROVER AUTOMO COMPANY GUAR 144A 12/18 4.12547010BAB0N/A$14,075.03
FANNIE MAE NOTES 09/24 2.6253135G0ZR7N/A$14,065.28
Martin Marietta Materials Incorporated573284106MLM$14,059.27
Western Digital Corporation958102105WDC$14,053.42
FNMA POOL BA0005 FN 12/45 FLOATING VAR3140E4AF4N/A$14,040.23
Agilent Technologies Incorporated00846U101A$13,994.26
Centurytel Incorporated156700106CTL$13,950.77
Atricure Incorporated Common Stock Usd.00104963C209ATRC$13,928.00
NXP B.V. 2015 TERM LOAN927MFYII4N/A$13,924.48
Autodesk Incorporated052769106ADSK$13,919.78
NUMERICABLE SFR SAS SR SECURED 144A 05/19 4.87567054LAA5N/A$13,882.46
Nisshinbo Holdings Incorporated Npv664292000N/A$13,869.60
VEREIT OPERATING PARTNER COMPANY GUAR 02/17 203879QAB0N/A$13,864.96
Capital Senior Living Corp140475104CSU$13,814.37
UBS Group Ag Reg Common Stock Chf.1ACI09N1W4UBSG$13,814.35
LDR HOLDING CORP COMMON STOCK USD.00150185U105LDRH$13,801.42
International Flavors & Fragrances Incorporated459506101IFF$13,769.01
Diamondback Energy, Incorporated25278X109FANG$13,759.12
AMERICAN INTL GROUP SR UNSECURED 07/25 3.75026874DD6N/A$13,751.79
GNMA POOL AB5966 GN 09/45 FIXED 4.536178STX6N/A$13,744.62
Rockwell Automation Incorporated773903109ROK$13,681.15
TYCO INTERNATIONAL PLC COMMON STOCK CHF.5G91442106TYC$13,616.40
ENERGY TRANSFER PARTNERS SR UNSECURED 06/18 2.529273RBH1N/A$13,598.87
INTERSECT ENT INC COMMON STOCK USD.00146071F103XENT$13,572.19
Cia Saneamento Basico De Sp Common Stock NpvB1YCHL900N/A$13,565.61
Firstenergy Corporation337932107FE$13,557.16
LOCKHEED MARTIN CORP SR UNSECURED 05/46 4.7539830BL2N/A$13,506.35
AP MOELLER MAERSK A/S UNSECURED 144A 09/25 3.87500203QAD9N/A$13,503.48
Federal National Mortgage Association31409LQ40N/A$13,501.84
Morgan Stanley Capital I Msc 2011 C3 A261760RAZ5N/A$13,491.26
Mitchells+butlers Ord Gbp0.085416B1FP6H903MAB$13,465.69
SLM STUDENT LOAN TRUST SLMA 2014 A A2A 144A78448DAB3N/A$13,463.98
Raiffeisen Intl Bk Npv (regd)B0704T905RBI$13,387.07
Isuzu Motors Limited646710004N/A$13,367.02
MCDONALD S CORP SR UNSECURED 12/45 4.87558013MFA7N/A$13,357.38
FED HM LN PC POOL J32249 FG 07/30 FIXED 3.531307NQA5N/A$13,341.78
COMM MORTGAGE TRUST COMM 2014 UBS3 A412591YBC8N/A$13,329.33
Equifax Incorporated294429105EFX$13,326.72
MEMORIAL RESOURCE DEVELOPMEN COMMON STOCK USD.0158605Q109MRD$13,321.62
CALIFORNIA REPUBLIC AUTO RECEI CRART 2015 1 A313056UAC3N/A$13,310.88
Party City Holdco Inc Common Stock USD.01702149105PRTY$13,300.51
Henry Schein Incorporated806407102HSIC$13,248.59
NAVIENT STUDENT LOAN TRUST NAVSL 2014 1 A263938EAB0N/A$13,182.16
PTC THERAPEUTICS INC COMMON STOCK USD.00169366J200PTCT$13,170.32
Carillion Ord Gbp0.50073655904CLLN$13,138.57
Franco-Nevada Corporation351858956FNV$13,134.06
Range Resources Corporation75281A109RRC$13,126.34
Omv AG Npv(var)465145001OMV$13,124.16
Alnylam Pharmeceuticals, Incorporated02043Q107ALNY$13,097.00
Astronics Corp046433108ATRO$13,084.70
Ensign Group Incorporated29358P101ENSG$13,081.92
Genuine Parts Company372460105GPC$13,078.12
TCL COMMUNICATION TECH HLDGS COMMON STOCK HKD1.0B02Y69908N/A$13,076.15
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 C A2A 144A78448RAB2N/A$13,070.18
Alcoa Incorporated013817101AA$13,060.06
Realty Income Corporation756109104O$13,015.38
Nucor Corporation670346105NUE$13,008.98
Nci Building Systems Incorporated Common Stock Usd.01628852204NCS$12,974.84
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 4 A213974LAB4N/A$12,946.68
Federal National Mortgage Association3136AAVJ1N/A$12,945.49
ACTAVIS FUNDING SCS COMPANY GUAR 03/18 2.3500507UAM3N/A$12,930.23
Multi-color Corp625383104LABL$12,910.29
Bco Do Brasil SA Com Npv232859900N/A$12,895.01
FNMA POOL AZ9953 FN 10/45 FLOATING VAR3140E3BX6N/A$12,892.36
LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 08/44 4.8553079EBF0N/A$12,892.13
AMETEK, Incorporated031100100AME$12,875.39
Endo International PlcG30401106ENDP$12,871.14
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 2 A2139738AC2N/A$12,853.76
ENTERPRISE PRODUCTS OPER COMPANY GUAR 02/26 3.729379VBH5N/A$12,844.49
Detour Gold Corp Common Stock250669959DGC$12,834.77
Fresnillo PLC Ord Usd0.50B2QPKJ909FRES$12,813.83
Tesoro Petroleum Corporation881609101TSO$12,811.92
Silicon Motion Technology Corporation82706C108SIMO$12,811.86
Vulcan Materials Incorporated929160109VMC$12,787.67
KRAFT HEINZ FOODS CO COMPANY GUAR 144A 07/45 5.2423074AV5N/A$12,777.49
FNMA POOL AL5396 FN 05/34 FIXED VAR3138EM7J4N/A$12,764.13
Portola Pharmaceuticals Incorporated Common Stock737010108PTLA$12,756.23
LLOYDS BANKING GROUP PLC SUBORDINATED 144A 12/45 5.3539439AJ8N/A$12,752.87
MORGAN STANLEY BAML TRUST MSBAM 2015 C25 ASB61765TAC7N/A$12,722.83
Esterline Technologies Corporation297425100ESL$12,718.88
SCRIPPS NETWORKS INTERAC SR UNSECURED 11/24 3.9811065AC5N/A$12,716.30
Federal National Mortgage Association31335QA78N/A$12,715.69
Flotek Industries Incorporated343389102FTK$12,711.81
National Oilwell Varco, Incorporated637071101NOV$12,709.49
Lam Research Corporation512807108LRCX$12,704.87
RICHTER GEDEON NYRT COMMON STOCK HUF100.ACI06DSC4RICHT$12,676.13
Regions Financial Corporation7591EP100RF$12,657.60
CODELCO INC SR UNSECURED 144A 09/25 4.521987BAV0N/A$12,597.24
Morgan Stanley Baml Trust Msbam 2013 C10 A161762MBS9N/A$12,594.63
Lincoln National Corporation534187109LNC$12,562.13
Jpmcc 2010 Cntr A2 08/32 Fixed46636AAC6N/A$12,523.30
GS MORTGAGE SECURITIES TRUST GSMS 2014 GC20 AAB36252WAY4N/A$12,490.99
USG CORP SR UNSECURED 01/18 9.75903293AS7N/A$12,464.46
ACE INA HOLDINGS COMPANY GUAR 11/45 4.3500440EAW7N/A$12,454.02
VIRGIN MEDIA INVESTMENT HOLDIN USD TERM LOAN FG9368PAV6N/A$12,449.87
Miraca Holdings Incorporated Jpy50635661002N/A$12,424.49
FNMA POOL AZ0530 FN 09/45 FLOATING VAR3138YRSU3N/A$12,410.34
Principal Financial Group Inc74251V102PFG$12,368.51
JFE Holdings, Incorporated654379908N/A$12,365.19
Government National Mortgage Association36203EMH8N/A$12,332.69
SCRIPPS NETWORKS INTERAC SR UNSECURED 06/25 3.95811065AG6N/A$12,331.83
Entergy Corporation29364G103ETR$12,316.45
FNMA POOL AL4692 FN 01/29 FIXED VAR3138EMGA3N/A$12,285.55
MICROSOFT CORP SR UNSECURED 11/45 4.45594918BL7N/A$12,284.19
NAVIENT STUDENT LOAN TRUST NAVSL 2015 CA B 144A63939MAB1N/A$12,265.01
VIACOM INC SR UNSECURED 12/34 4.8592553PAZ5N/A$12,248.60
CITIGROUP INC SR UNSECURED 07/45 4.65172967JU6N/A$12,214.36
Cameron International Corporation13342B105CAM$12,199.29
Xilinx Incorporated983919101XLNX$12,190.51
PIONEER NATURAL RESOURCE SR UNSECURED 01/21 3.45723787AL1N/A$12,187.95
Mohawk Industries Incorporated608190104MHK$12,161.53
GNMA II POOL MA3047 G2 08/45 FLOATING VAR36179RL49N/A$12,106.60
ANALOG DEVICES INC SR UNSECURED 12/45 5.3032654AK1N/A$12,083.84
CALIFORNIA REPUBLIC AUTO RECEI CRART 2015 4 A2 144A13057VAB2N/A$12,068.36
Kate Spade & Co485865109KATE$11,988.57
FED HM LN PC POOL Q37166 FG 11/45 FIXED 43132QT6C5N/A$11,981.35
Genesee & Wyoming Incorporated371559105GWR$11,962.86
Fastenal Company311900104FAST$11,943.39
The Men's Wearhouse, Incorporated587118100MW$11,940.55
China Communications Servi H Common Stock Cny1.0B1HVJ1909N/A$11,934.01
SPX FLOW INC COMPANY GUAR 09/17 6.87578469XAC1N/A$11,904.26
Newell Rubbermaid Incorporated651229106NWL$11,891.29
TWENTY FIRST CENTURY FOX B COMMON STOCK USD.0190130A200FOX$11,858.83
FNMA POOL AU6704 FN 10/43 FIXED 43138X6NW1N/A$11,851.53
Financial Engines, Incorporated317485100FNGN$11,806.71
Starwood Hotels & Resorts Worldwide Incorporation85590A401HOT$11,804.40
ANALOG DEVICES INC SR UNSECURED 12/25 3.9032654AJ4N/A$11,799.82
Xl Group PLC Common Stock Usd.01G98290102XL$11,782.54
Hess Corporation42809H107HES$11,767.07
Kureha Corporation Npv649790003N/A$11,747.25
Capital Auto Receivables Asset Afin 2013 2 A4139742AD2N/A$11,737.74
ACTIVISION BLIZZARD COMPANY GUAR 144A 09/21 5.62500507VAC3N/A$11,736.20
Davita Incorporated23918K108DVA$11,735.91
SBA COMMUNICATIONS CORP SR UNSECURED 10/19 5.62578388JAQ9N/A$11,680.18
Dcm Japan Holding NpvB1B0V3905N/A$11,675.50
FED HM LN PC POOL J33277 FG 11/30 FIXED 3.531307PUA5N/A$11,653.05
FNMA POOL AE0181 FN 04/40 FLOATING VAR31419AFX0N/A$11,649.51
Hanesbrands Incorporated410345102HBI$11,646.38
ARDAGH PKG FIN/HLDGS USA SR SECURED 144A 12/19 VAR03969AAF7N/A$11,636.41
Royal Bk of Scot Grp PLC780097AM3N/A$11,632.54
Textron Incorporated883203101TXT$11,611.62
Burlington Stores Common Stock122017106BURL$11,587.47
FNMA POOL AL7500 FN 09/45 FIXED VAR3138EQKN1N/A$11,584.63
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 C A2B 144A78448RAC0N/A$11,570.00
Whole Foods Market, Incorporated966837106WFM$11,546.62
Cez Czk100562403907CEZ$11,535.97
FED HM LN PC POOL J32033 FG 06/30 FIXED 3.531307NHJ6N/A$11,514.33
AMPLIFY SNACK BRANDS INC COMMON STOCK USD.000103211L102BETR$11,467.97
Dicks Sporting Goods253393102DKS$11,457.42
WALGREENS BOOTS ALLIANCE SR UNSECURED 11/44 4.8931427AC2N/A$11,440.98
ASHLAND INC SR UNSECURED 04/18 3.875044209AK0N/A$11,428.09
GS MORTGAGE SECURITIES TRUST GSMS 2015 GC30 AAB36250GAQ8N/A$11,416.79
BOOT BARN HOLDINGS INC COMMON STOCK099406100BOOT$11,392.46
Sl Green Realty Corporation78440X101SLG$11,376.77
Accuray Incorporated004397105ARAY$11,355.65
Mid-America Apartment59522J103MAA$11,318.97
HUGHES SATELITE SYSTEMS SR SECURED 06/19 6.5444454AB8N/A$11,317.80
GNMA II POOL 784017 G2 07/45 FIXED 4.53622A2PA4N/A$11,312.13
SLM STUDENT LOAN TRUST SLMA 2006 2 A578442GRV0N/A$11,297.43
/XX/.0E086IA FGTW 3.5976WYLII9N/A$11,238.89
SLM STUDENT LOAN TRUST SLMA 2007 5 A578443FAE7N/A$11,238.25
Ubsbb_12-c290269CAB6N/A$11,222.46
MEDIA GENERAL INC COMMON STOCK58441K100MEG$11,209.32
Slm Student Loan Trust Slma 2012 C A1 144a78447BAA0N/A$11,199.80
Kingboard Laminate NpvB1HHFV908N/A$11,187.46
SLM STUDENT LOAN TRUST SLMA 2012 6 A378447GAC5N/A$11,177.74
RABOBANK NEDERLAND BANK GUARANT 08/45 5.2521684AAD8N/A$11,137.68
COMMONWEALTH BANK AUST SUBORDINATED 144A 12/25 4.52027A0HR3N/A$11,137.09
Advance Auto Parts, Incorporated00751Y106AAP$11,132.87
Virtus Investment Partners Incorporated92828Q109VRTS$11,130.58
Motorola Solutions, Incorporated620076307MSI$11,107.75
Macy's Incorporated55616P104M$11,106.45
FED HM LN PC POOL 2B4537 FH 08/45 FLOATING VAR31326KBE6N/A$11,104.24
Waters Corporation941848103WAT$11,099.93
Akorn, Incorporated009728106AKRX$11,087.74
Granite Construction Incorporated387328107GVA$11,083.77
Seagate Technology PLCG7945M107STX$11,071.92
Csc Holdings LLC Sr Unsecured126304AK0N/A$11,055.20
FNMA POOL AD5554 FN 06/25 FIXED 431418TE45N/A$11,045.97
Kimco Realty Corporation49446R109KIM$11,045.40
Universal Health Services Incorporated913903100UHS$11,005.47
FNMA POOL AY4318 FN 01/45 FLOATING VAR3138YHYQ7N/A$10,982.72
Macerich Company/the554382101MAC$10,967.58
China Res Cement Common StockB41XC9906N/A$10,947.75
KLA-Tencor Corporation482480100KLAC$10,922.65
Tata Steel Ltd Gdr Reg S GdrB3PPWV908TTST$10,904.28
CELGENE CORP SR UNSECURED 08/45 5151020AU8N/A$10,903.88
C+c Group Ord Eur0.01B011Y0909GCC$10,874.49
Federal National Mortgage Association31409LQ32N/A$10,867.11
Loews Corporation540424108L$10,856.75
Zeltiq Aesthetics Incorporated Common Stock Usd.00198933Q108ZLTQ$10,789.61
FNMA POOL AL4201 FN 10/43 FLOATING VAR3138ELU35N/A$10,775.59
Hormel Foods Corporation440452100HRL$10,774.95
ECOPETROL SA SR UNSECURED 06/26 5.375279158AL3N/A$10,771.58
DOMINION RESOURCES INC SR UNSECURED 12/44 4.725746UCC1N/A$10,749.48
NEXSTAR BROADCASTING INC COMPANY GUAR 11/20 6.87565336YAJ2N/A$10,740.09
Gail India Ltd Reg S Gdr Gdr323552901GAID$10,684.64
Republic Services, Incorporated760759100RSG$10,645.12
Oneok Partners LP Company Guar 2.68268NAH6N/A$10,634.31
FNMA POOL AY8446 FN 08/30 FIXED 3.53138YNL47N/A$10,623.87
William Lyon Homes Cl A Common Stock Usd.01552074700WLH$10,621.01
Dr Horton Incorporated23331A109DHI$10,615.37
FIDELITY NATIONAL INFORM SR UNSECURED 10/25 531620MAR7N/A$10,606.81
Ameren Corporation023608102AEE$10,593.72
Swift Transportation CO Common Stock Usd.00187074U101SWFT$10,592.30
SCRIPPS NETWORKS INTERAC SR UNSECURED 06/20 2.8811065AE1N/A$10,588.22
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 4 A413974LAD0N/A$10,575.32
MILACRON HOLDINGS CORP COMMON STOCK USD.0159870L106MCRN$10,564.54
KEURIG GREEN MOUNTAIN INC COMMON STOCK USD.149271M100GMCR$10,556.40
SERVISFIRST BANCSHARES INC COMMON STOCK USD.00181768T108SFBS$10,546.41
Align Technology, Incorporated, Common Stock016255101ALGN$10,498.62
Talisman Energy Inc.87425EAM5N/A$10,484.89
WINGSTOP INC COMMON STOCK USD.01974155103WING$10,481.68
Service Corporation International Series WI817565BF0N/A$10,465.24
Federal Home Loan Mortgage Company3128GUT69N/A$10,416.62
Coca-Cola Enterprises Incorporated19122T109CCE$10,383.94
GNMA II POOL 784067 G2 10/45 FIXED 43622A2QU9N/A$10,368.24
Slm Student Loan Trust Slma 2013 B A1 144a78447VAA6N/A$10,360.74
Stericycle Incorporated858912108SRCL$10,351.08
Republic of Slovenia Bonds 144a 5.85831594AD8N/A$10,335.25
Metcash Limited NpvB0744W900MTS$10,317.17
Applied Micro Circuits Corp.03822W406AMCC$10,312.84
Myer Holdings Ltd Common StockB50YPZ900MYR$10,308.25
Quest Diagnostics Incorporated74834L100DGX$10,299.61
FNMA POOL AX3320 FN 10/45 FLOATING VAR3138Y4VN6N/A$10,279.82
Xerox Corporation984121103XRX$10,217.10
PPL ELECTRIC UTILITIES 1ST MORTGAGE 10/45 4.1569351UAT0N/A$10,213.27
BURLINGTN NORTH SANTA FE SR UNSECURED 09/45 4.712189LAX9N/A$10,205.47
Iasis Healthcare LLC Term Loan B 245073CAJ9N/A$10,204.27
DOMINION RESOURCES INC SR UNSECURED 10/25 3.925746UCE7N/A$10,201.65
Brown-forman Corporation Cl B115637209N/A$10,190.88
CBRE Group, Incorporated12504L109CBG$10,153.59
BIOGEN INC SR UNSECURED 09/20 2.909062XAC7N/A$10,148.21
Eastman Chemical Company277432100EMN$10,132.53
CMS Energy Corporation125896100CMS$10,096.75
Namura Shipbuildng Jpy50662106004N/A$10,058.85
Snap-On Incorporated833034101SNA$10,055.39
CELGENE CORP SR UNSECURED 08/20 2.875151020AQ7N/A$10,052.34
FNMA POOL AL60433138ENWD7N/A$10,049.84
Mccormick & Company Inc579780206MKC$10,048.80
Comfort Systems Usa Inc199908104FIX$10,040.61
VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 05/20 2.4928668AM4N/A$10,009.01
GNMA II POOL 784018 G2 06/45 FIXED 4.53622A2PB2N/A$10,008.12
FED HM LN PC POOL J33199 FG 11/30 FIXED 3.531307PRU5N/A$9,979.78
21ST CENTURY FOX AMERICA COMPANY GUAR 144A 10/25 3.790131HBU8N/A$9,950.99
FNMA POOL AL7501 FN 10/45 FIXED VAR3138EQKP6N/A$9,947.27
Signet Jewelers LtdG81276100SIG$9,935.31
Medidata Solutions, Incorporated58471A105MDSO$9,924.46
Juniper Networks, Incorporated48203R104JNPR$9,895.31
FNMA POOL MA222531418BPK6N/A$9,869.56
WILLIAMS PARTNERS LP SR UNSECURED 09/25 496949LAB1N/A$9,832.18
GS MORTGAGE SECURITIES TRUST GSMS 2014 GC26 AAB36250HAF0N/A$9,808.77
BorgWarner Incorporated099724106BWA$9,786.59
EVOLENT HEALTH INC A COMMON STOCK USD.0130050B101EVH$9,782.63
SLM STUDENT LOAN TRUST SLMA 2005 9 A578442GQY5N/A$9,770.54
Adt Corporation00101JAE6N/A$9,754.49
MARATHON OIL CORP SR UNSECURED 06/45 5.2565849AM8N/A$9,730.24
Tripadvisor Incorporated Common Stock Usd.001896945201TRIP$9,728.60
REPUBLIC OF INDONESIA SR UNSECURED 144A 01/46 5.95455780BW5N/A$9,697.93
New Hampshire Hsg Financial Authority64469DEB3N/A$9,683.71
Matador Resources CO Common Stock Usd.01576485205MTDR$9,638.02
FNMA POOL AE8284 FN 11/40 FIXED 431419KF26N/A$9,636.63
CALIFORNIA REPUBLIC AUTO RECEI CRART 2015 2 A313056MAC1N/A$9,634.49
Case New Holland Incorporated Fixed147446AR9N/A$9,626.69
Masco Corporation574599106MAS$9,617.25
CF Industries Holdings, Incorporated125269100CF$9,606.65
Dover Corporation260003108DOV$9,595.86
MIDAMERICAN ENERGY CO 1ST MORTGAGE 10/24 3.5595620AM7N/A$9,566.01
MORGAN STANLEY BAML TRUST MSBAM 2015 C27 ASB61690AAB0N/A$9,559.33
Interpublic Group of Cos.460690100IPG$9,554.19
Campbell Soup Company134429109CPB$9,532.07
Zayo Group LLC Term Loan B98919MAD7N/A$9,529.98
FED HM LN PC POOL Q36591 FG 10/45 FIXED 43132QTKD7N/A$9,527.15
Pandora Media Incorporated698354107P$9,501.46
L-3 Communications Holdings In502424104LLL$9,461.84
DEL TACO RESTAURANTS INC COMMON STOCK245496104TACO$9,438.85
FED HM LN PC POOL J30512 FG 01/30 FIXED 3.531307LR91N/A$9,427.37
E.ON AG494290901EOAN$9,419.22
Government National Mortgage Association36203N7D4N/A$9,372.23
GNMA II POOL 627021 G2 11/45 FIXED 436291FSJ8N/A$9,362.51
Kesa Electricals Ord Gbp0.25330401902DRTY$9,359.05
Mosaic Co/the Common Stock Usd.0161945C103MOS$9,344.39
MALLINCKRODT INTL FIN COMPANY GUAR 04/18 3.5561234AD7N/A$9,313.33
Tesoro Corp Company Guar881609AY7N/A$9,308.08
Cempra Incorporated15130J109CEMP$9,298.13
FNMA POOL AB2261 FN 02/26 FIXED 431416XQP8N/A$9,276.93
PETROLEOS MEXICANOS COMPANY GUAR 144A 01/46 5.62571656LBE0N/A$9,275.89
VERIZON COMMUNICATIONS SR UNSECURED 01/36 4.27292343VCV4N/A$9,262.69
MIDAMERICAN ENERGY CO 1ST MORTGAGE 05/46 4.25595620AP0N/A$9,253.00
FANNIEMAE STRIP FNS 411 A331395QCY4N/A$9,235.26
WM WRIGLEY JR CO SR UNSECURED 144A 10/18 2.4982526AU9N/A$9,183.30
Coach Incorporated189754104COH$9,173.81
Best Buy Incorporated086516101BBY$9,169.79
TANGER PROPERTIES LP SR UNSECURED 12/23 3.875875484AG2N/A$9,169.59
BEIJING ENTERPRISES WATER GR COMMON STOCK HKD.1B01YCG906N/A$9,168.22
WPX ENERGY INC SR UNSECURED 01/17 5.2598212BAC7N/A$9,166.28
FORD CREDIT FLOORPLAN MASTER O FORDF 2014 1 A134528QDE1N/A$9,160.55
CONFORMIS INC COMMON STOCK USD.0000120717E101CFMS$9,142.61
FNMA POOL AZ5301 FN 07/45 FLOATING VAR3138YW3K1N/A$9,121.08
FED HM LN PC POOL G15202 FG 10/29 FIXED 43128MEAB7N/A$9,105.16
U.S. Treasury Note912810QC5N/A$9,100.85
Sesi LLC Company Guar78412FAL8N/A$9,098.93
GULFSTREAM NATURAL GAS SR UNSECURED 144A 10/45 5.95402740AE4N/A$9,097.56
ALBEMARLE CORP COMPANY GUAR 12/44 5.45012725AD9N/A$9,078.49
Airgas Incorporated009363102ARG$9,060.25
Sabine Pass Lng Lp785583AF2N/A$9,057.74
FED HM LN PC POOL Q37167 FG 11/45 FIXED 43132QT6D3N/A$9,044.06
PENTAIR PLC COMMON STOCK USD.01G7S00T104PNR$9,017.10
C.H. Robinson Worldwide Incorporated12541W209CHRW$8,996.51
CA Incorporated12673P105CA$8,985.45
XACTLY CORP COMMON STOCK USD.00198386L101XTLY$8,978.87
AIA GROUP LTD SR UNSECURED 144A 03/25 3.200131LAB1N/A$8,954.44
ONCOMED PHARMACEUTICALS INC COMMON STOCK USD.00168234X102OMED$8,953.56
FED HM LN PC POOL Q36768 FG 10/45 FIXED 43132QTQW9N/A$8,939.98
FED HM LN PC POOL 2B4677 FH 09/45 FLOATING VAR31326KFS1N/A$8,926.51
AMERICAN TOWER CORP SR UNSECURED 06/20 2.803027XAF7N/A$8,909.88
Huntington Bancshares Incorporated446150104HBAN$8,899.02
Sealed Air Corporation81211K100SEE$8,893.17
Goodyear Tire & Rubber Company382550101GT$8,873.05
Lennar Corporation Class A526057104LEN$8,844.55
Cincinnati Financial Corporation172062101CINF$8,812.60
BIOGEN INC SR UNSECURED 09/22 3.62509062XAE3N/A$8,806.60
STRUCTURED AGENCY CREDIT RISK STACR 2015 DN1 M13137G0DQ9N/A$8,797.11
Harley-davidson Incorporated412822108HOG$8,795.33
FNMA POOL AL6860 FN 03/44 FIXED VAR3138EPTS3N/A$8,776.69
FNMA POOL AZ5721 FN 09/30 FIXED 3.53138YXLB9N/A$8,775.56
E*TRADE Financial Corporation269246401ETFC$8,768.48
SLM STUDENT LOAN TRUST SLMA 2012 B A2 144A78446XAB1N/A$8,745.81
Green Tree 1997-7 A8393505XT4N/A$8,741.35
Scana Corporation80589M102SCG$8,731.29
TESORO LOGISTICS LP/CORP COMPANY GUAR 10/20 5.87588160QAA1N/A$8,693.61
Frontier Communications Fixed35906AAB4N/A$8,676.10
FED HM LN PC POOL Q37605 FG 12/45 FIXED 43132QUNX7N/A$8,665.59
Verisign Incorporated92343E102VRSN$8,658.08
El Paso Corporation28336LBQ1N/A$8,655.99
REPUBLICA ORIENT URUGUAY SR UNSECURED 10/27 4.375760942BB7N/A$8,597.20
DENTSPLY International Incorporated249030107XRAY$8,595.81
Tiffany & Company886547108TIF$8,594.63
JPMORGAN CHASE + CO SUBORDINATED 06/45 4.9546625HLL2N/A$8,573.78
FNMA POOL AX6874 FN 11/44 FLOATING VAR3138Y8T83N/A$8,560.89
REYNOLDS AMERICAN INC COMPANY GUAR 06/25 4.45761713BG0N/A$8,552.45
Wyndham Worldwide Corporation98310W108WYN$8,519.42
Slm Student Loan Trust Series 2005-6 Class A5b78442GPZ3N/A$8,514.03
Total System Services Incorporated891906109TSS$8,513.77
MID AMERICA APARTMENTS L SR UNSECURED 11/25 459523UAM9N/A$8,511.27
ENTELLUS MEDICAL INC COMMON STOCK USD.00129363K105ENTL$8,495.54
Expeditors International of Washington Incorporated302130109EXPD$8,491.17
GENERAL MOTORS CO SR UNSECURED 04/35 537045VAH3N/A$8,416.89
ANHEUSER BUSCH INBEV FIN COMPANY GUAR 02/44 4.62503524BAF3N/A$8,394.62
FLEXION THERAPEUTICS INC COMMON STOCK USD.00133938J106FLXN$8,393.95
BED BATH + BEYOND INC SR UNSECURED 08/44 5.165075896AC4N/A$8,378.36
Plum Creek Timber Company729251108PCL$8,366.99
Independence Group Npv643956907IGO$8,348.86
DUKE ENERGY CORP SR UNSECURED 04/24 3.7526441CAN5N/A$8,338.07
GS MORTGAGE SECURITIES TRUST GSMS 2014 GC18 AAB36252RAQ2N/A$8,297.05
Canadian Oil Sands Trust Sr Unsecured 144a 04/42 6.13643EAH8N/A$8,279.68
INTEL CORP SR UNSECURED 07/45 4.9458140AT7N/A$8,252.32
SOUTHWESTERN ELEC POWER SR UNSECURED 04/45 3.9845437BN1N/A$8,186.02
Unum Group91529Y106UNM$8,185.21
Slm Student Loan Trust Slma 2012 E A1 144a78447FAA1N/A$8,167.78
Bed Bath & Beyond Inc075896100BBBY$8,132.86
FNMA POOL AJ2190 FN 10/41 FIXED 43138ATNG1N/A$8,125.79
KINDER MORGAN INC/DELAWA COMPANY GUAR 12/34 5.349456BAG6N/A$8,119.13
Valeant Pharmaceuticals Intl I Term Loan D 2C9413PAS2N/A$8,087.89
John Bean Technologies Corporation477839104JBT$8,073.69
Vesuvius PLC Common Stock Gbp1.B82YXW900VSVS$8,054.21
Cintas Corporation172908105CTAS$8,041.79
EQT Corporation26884L109EQT$8,031.46
COMM MORTGAGE TRUST COMM 2014 CR18 ASB12632QAU7N/A$8,020.97
VALMONT INDUSTRIES INC COMPANY GUAR 10/54 5.25920253AE1N/A$8,007.27
FNMA POOL AL5801 FN 10/33 FIXED VAR3138ENNT2N/A$7,982.01
Centerpoint Energy Inc.15189T107CNP$7,978.47
H & R Block Incorporated093671105HRB$7,934.98
TANGER PROPERTIES LP SR UNSECURED 12/24 3.75875484AH0N/A$7,919.86
NELNET STUDENT LOAN TRUST NSLT 2005 4 A464031QCJ8N/A$7,918.37
Varian Medical Systems Incorporated92220P105VAR$7,906.30
Freeport McMoRan Copper & Gold Incorporated35671D857FCX$7,903.36
FNMA POOL AL7082 FN 06/26 FIXED VAR3138EP2Q6N/A$7,900.93
Atea Asa Common Stock Nok10.0B12TR1901ATEA$7,888.21
FED HM LN PC POOL C91857 FG 11/35 FIXED 43128P8B26N/A$7,888.10
Columbia Pipeline Group198280109CPGX$7,859.95
JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C28 A346644FAC5N/A$7,838.97
CONSOLIDATED EDISON CO O SR UNSECURED 12/45 4.5209111FG3N/A$7,837.25
NetApp, Incorporated64110D104NTAP$7,833.26
GRUPO TELEVISA SAB SR UNSECURED 05/45 540049JBA4N/A$7,832.96
SLM STUDENT LOAN TRUST SLMA 2014 A A1 144A78448DAA5N/A$7,829.95
STRUCTURED AGENCY CREDIT RISK STACR 2014 HQ1 M13137G0BU2N/A$7,810.56
MID AMERICA APT LP SR UNSECURED 10/23 4.359523UAA5N/A$7,806.42
VALERO ENERGY CORP SR UNSECURED 03/45 4.991913YAT7N/A$7,804.08
Chemring Group PLC Common Stock Gbp.05B45C9X909CHG$7,803.62
FNMA POOL AB7016 FN 11/42 FIXED 431417DYN7N/A$7,755.49
FIDELITY NATIONAL INFORM SR UNSECURED 10/22 4.531620MAQ9N/A$7,753.63
EMBRAER NETHERLANDS FINA COMPANY GUAR 06/25 5.0529082HAA0N/A$7,750.18
Agl Resources Incorporated001204106GAS$7,749.03
Celldex Therapeutics Incorporated15117B103CLDX$7,684.48
HYUNDAI AUTO RECEIVABLES TRUST HART 2013 A A444890JAD1N/A$7,650.43
REPUBLIC OF PARAGUAY NOTES 144A 08/44 6.1699149AB6N/A$7,634.66
Hasbro, Incorporated418056107HAS$7,630.71
Amlin Ord Gbp0.28125B2988H904AML$7,622.80
FNMA POOL BA2567 FN 09/45 FIXED 43140E6Z96N/A$7,610.63
FED REPUBLIC OF BRAZIL SR UNSECURED 01/45 5105756BW9N/A$7,605.33
MORGAN STANLEY CAPITAL I TRUST MSC 2015 UBS8 ASB61691ABJ1N/A$7,599.97
TREASURY BILL 04/16 0.00000912796HK8N/A$7,581.33
Nanometrics Incorporated630077105NANO$7,539.43
ENLINK MIDSTREAM PARTNER SR UNSECURED 04/45 5.0529336UAD9N/A$7,533.05
Chicos Fas Incorporated168615102CHS$7,521.06
Comerica Incorporated200340107CMA$7,466.59
JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C32 ASB46590JAX5N/A$7,463.16
Slm Student Loan Trust Slma 2013 A A2a 144a78447RAB3N/A$7,456.86
Seven Network Ltd Npv678385907SVW$7,453.43
Michael Kors Holdings Ltd Common Stock NpvG60754101KORS$7,446.63
FED HM LN PC POOL Q37606 FG 12/45 FIXED 43132QUNY5N/A$7,428.95
Nelnet Student Loan Trust Nslt 2010 4a A 144a86386YAA6N/A$7,427.79
BAXALTA INC SR UNSECURED 144A 06/25 407177MAA1N/A$7,416.66
Darden Restaurants Incorporated237194105DRI$7,412.52
Cabot Oil And Gas Corporation127097103COG$7,394.60
Weatherford Bermuda Company Guar 04/42 5.9594707VAD2N/A$7,370.09
SCRIPPS NETWORKS INTERAC SR UNSECURED 06/22 3.5811065AF8N/A$7,331.24
Apache Corporation Sr Unsecured 01/44037411BC8N/A$7,314.72
Innolux Display CO Twd10B0CC0M902N/A$7,310.36
FNMA POOL AS6251 FN 11/35 FIXED 3.53138WF5M4N/A$7,300.41
Slm Student Loan Trust Slma 2013 3 B78447YAD4N/A$7,296.72
MALIBU BOATS INC A COMMON STOCK USD.0156117J100MBUU$7,285.37
QORVO INC COMMON STOCK USD.000174736K101QRVO$7,266.15
Jp Morgan Chase Commercial Mor Jpmcc 2012 Cbx A446637WAD5N/A$7,249.25
TEGNA INC COMPANY GUAR 10/19 5.125364725BD2N/A$7,247.59
FED HM LN PC POOL Q36076 FG 09/45 FIXED 43132QSXE3N/A$7,246.76
Pinnacle West Capital Corporation723484101PNW$7,218.98
FNMA POOL AL7289 FN 08/45 FIXED VAR3138EQC34N/A$7,195.83
DEUTSCHE BANK AG SUBORDINATED 04/25 4.5251525AP6N/A$7,186.43
Cablevision Systems Corporation12686C109CVC$7,170.48
General Elec Cap Corp36962G3P7N/A$7,167.31
FED HM LN PC POOL 2B4634 FH 09/45 FLOATING VAR31326KEF0N/A$7,124.19
FREDDIE MAC FHR 4462 DA3137BHJ24N/A$7,070.43
HALLIBURTON CO SR UNSECURED 11/45 5406216BK6N/A$7,059.89
FNMA POOL AL6009 FN 05/43 FLOATING VAR3138ENVB2N/A$7,050.03
Tesaro Incorporated881569107TSRO$7,049.34
FNMA POOL AZ2934 FN 09/45 FIXED 43138YUHL8N/A$7,025.57
CALIFORNIA REPUBLIC AUTO RECEI CRART 2014 2 A413056XAD5N/A$6,995.36
21ST CENTURY FOX AMERICA COMPANY GUAR 144A 10/45 4.9590131HBX2N/A$6,993.90
UBS Commercial Mortgage Trust Ubscm 2012 C1 A390269GAC5N/A$6,966.24
GRUPO TELEVISA SAB SR UNSECURED 01/46 6.12540049JBC0N/A$6,922.53
APPALACHIAN POWER CO SR UNSECURED 06/45 4.45037735CV7N/A$6,919.08
FNMA POOL AZ9217 FN 10/45 FIXED 43140E2G39N/A$6,901.56
FED HM LN PC POOL J32994 FG 10/30 FIXED 3.531307PKF5N/A$6,897.81
F5 Networks Incorporated315616102FFIV$6,892.21
ALDER BIOPHARMACEUTICALS INC COMMON STOCK USD.0001014339105ALDR$6,872.04
JPMORGAN CHASE + CO SUBORDINATED 10/27 4.2546625HNJ5N/A$6,866.77
RAPID7 INC COMMON STOCK USD.01753422104RPD$6,854.76
WORLD FINANCIAL NETWORK CREDIT WFNMT 2014 C A981464EN6N/A$6,852.30
CALIFORNIA REPUBLIC AUTO RECEI CRART 2014 3 A413056LAD1N/A$6,828.90
DUKE ENERGY CORP SR UNSECURED 12/45 4.826441CAP0N/A$6,804.53
United Rentals, Incorporated911363109URI$6,800.85
HYUNDAI AUTO RECEIVABLES TRUST HART 2013 B A444890LAD6N/A$6,782.76
CAPITAL AUTO RECEIVABLES ASSET AFIN 2014 2 A413975HAD8N/A$6,778.60
FNMA POOL AL6777 FN 07/44 FIXED VAR3138EPQ72N/A$6,758.17
Nasdaq OMX Group Incorporated631103108NDAQ$6,754.37
Fluor Corporation343412102FLR$6,753.62
MCBC HOLDINGS INC COMMON STOCK USD.0155276F107MCFT$6,747.27
ELECTRICITE DE FRANCE SA SR UNSECURED 144A 10/55 5.25268317AR5N/A$6,739.05
FED HM LN PC POOL K93258 FG 09/35 FIXED 3.53132LPQK8N/A$6,710.18
JB Hunt Transport Services445658107JBHT$6,708.10
FMC Technologies Incorporated30249U101FTI$6,679.71
MORGAN STANLEY BAML TRUST MSBAM 2013 C9 A261762DAT8N/A$6,673.62
KOHL S CORPORATION SR UNSECURED 07/45 5.55500255AV6N/A$6,669.01
Pepco Holdings Incorporated713291102POM$6,662.43
Mitsubishi Corporation659678007N/A$6,642.61
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2015 GC35 A417324KAP3N/A$6,641.02
Gaslog Ltd Common Stock Usd.01G37585109GLOG$6,637.92
INTREXON CORP COMMON STOCK46122T102XON$6,636.09
FED HM LN PC POOL Q37604 FG 12/45 FIXED 43132QUNW9N/A$6,629.98
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2012 LC9 A246639EAB7N/A$6,624.44
Kghm Polska Miedz Pln10 Br526325907KGH$6,623.22
Ralph Lauren Corp Common Stock Usd.01751212101RL$6,622.08
Rpx Corp Common Stock74972G103RPXC$6,621.91
Torchmark Corporation891027104TMK$6,621.60
ENERGY TRANSFER PARTNERS SR UNSECURED 10/20 4.1529273RAX7N/A$6,612.61
Xylem Incorporated W/i Common Stock98419M100XYL$6,612.23
GNMA II POOL 784020 G2 05/45 FIXED 4.53622A2PD8N/A$6,604.04
CAPITAL AUTO RECEIVABLES ASSET AFIN 2013 3 A413975DAD7N/A$6,598.07
PETROLEOS MEXICANOS COMPANY GUAR 144A 01/26 4.571656LBD2N/A$6,596.47
ALLY AUTO RECEIVABLES TRUST ALLYA 2014 2 A402006WAD1N/A$6,575.08
Discovery Holding Company25470F302DISCK$6,571.01
FORD CREDIT AUTO OWNER TRUST FORDO 2013 D A334530GAD4N/A$6,534.03
SUNOCO LOGISTICS PARTNER COMPANY GUAR 12/25 5.9586765BAS8N/A$6,525.68
NAVIENT STUDENT LOAN TRUST NAVSL 2015 AA A2B 144A63939EAC7N/A$6,514.40
AES Corporation00130H105AES$6,503.60
FNMA POOL AB9350 FN 05/43 FIXED 331417GL87N/A$6,500.46
COMM MORTGAGE TRUST COMM 2013 CR10 A212626BAB0N/A$6,486.16
LYB INTL FINANCE BV COMPANY GUAR 03/44 4.87550247VAC3N/A$6,480.06
Slc Student Loan Trust Slclt 2007 2 A2784422AB3N/A$6,475.36
Primary Health Car Npv611776907PRY$6,452.76
HORTONWORKS INC COMMON STOCK USD.0001440894103HDP$6,424.46
FED HM LN PC POOL Q36448 FG 10/45 FIXED 43132QTEW2N/A$6,399.22
FED HM LN PC POOL J32846 FG 10/30 FIXED 3.531307PET2N/A$6,395.92
ANTHEM INC SR UNSECURED 01/44 5.194973VBF3N/A$6,392.48
TECO Energy Incorporated872375100TE$6,331.40
Apartment Invt. & Mgmt03748R101AIV$6,324.03
Robert Half International770323103RHI$6,317.20
VIRGINIA ELEC + POWER CO SR UNSECURED 02/44 4.45927804FR0N/A$6,308.39
FED HM LN PC POOL Q36778 FG 10/45 FIXED 43132QTQ82N/A$6,308.38
FED HM LN PC POOL U95161 FG 10/43 FIXED 53132H5FB9N/A$6,279.68
Nisource Incorporated65473P105NI$6,279.38
WM WRIGLEY JR CO SR UNSECURED 144A 10/17 2982526AT2N/A$6,254.77
MET LIFE GLOB FUNDING I SR SECURED 144A 12/18 1.9559217GBQ1N/A$6,238.86
SLM STUDENT LOAN TRUST SLMA 2013 C A2A 144A78447XAB0N/A$6,231.70
Five Below Common Stock Usd.0133829M101FIVE$6,228.77
SLM STUDENT LOAN TRUST SLMA 2014 2 B78448GAD2N/A$6,168.76
GNMA II POOL AO6444 G2 08/45 FIXED 4.53617A7ER8N/A$6,166.33
Staples Incorporated855030102SPLS$6,155.98
PVH Corporation693656100PVH$6,139.98
FED HM LN PC POOL Q35566 FG 08/45 FIXED 3.53132QSFG8N/A$6,107.96
PerkinElmer, Incorporated714046109PKI$6,056.03
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 A A1 144A78448PAA8N/A$6,052.15
China Bluechemical Ltd H Common Stock Hkd1.B1DN3X908N/A$6,042.27
Verwaltungs U.priv Chf10(br)596800904VPB$6,001.82
FNMA POOL AT7720 FN 06/43 FIXED 3.53138WVSJ1N/A$6,000.43
Ohio St Univ Ohshgr Fixed Oid677632PA3N/A$5,993.98
UBS Barclays Commercial Mortga Ubsbb 2013 C5 A490270YBF5N/A$5,992.18
Diageo PLC023740905DGE$5,989.14
ZILLOW GROUP INC C COMMON STOCK98954M200Z$5,986.82
FNMA POOL AB6685 FN 10/42 FIXED 331417DNB5N/A$5,975.52
Fortescue Metal Group Npv608625901FMG$5,975.38
Amec Ord Gbp0.50002826006AMFW$5,915.54
Student Loan Marketing Association Securities78446DAA7N/A$5,898.43
JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C28 ASB46644FAE1N/A$5,888.97
Slm Student Loan Trust Slma 2012 E A2b 144a78447FAC7N/A$5,861.86
Leucadia National Corporation527288104LUK$5,854.81
NORTHROP GRUMMAN CORP SR UNSECURED 04/45 3.85666807BJ0N/A$5,845.04
Helmerich & Payne Incorporated423452101HP$5,829.53
Bco Est R Gde Sul Prf Class B NpvB23F8S900N/A$5,814.81
RELYPSA INC COMMON STOCK USD.001759531106RLYP$5,800.06
Team Health Holdings LLC Common Stock87817A107TMH$5,781.88
Leggett & Platt Incorporated524660107LEG$5,775.70
Avery Dennison Corporation053611109AVY$5,765.55
Student Loan Marketing Association Securities78445XAA4N/A$5,752.33
MARATHON PETROLEUM CORP SR UNSECURED 12/45 5.8556585AAM4N/A$5,748.13
Jpmcc 2010 Cntr A1 08/32 Fixed46636AAA0N/A$5,729.08
Pulte Homes Incorporated745867101PHM$5,718.27
PLANET FITNESS INC CL A COMMON STOCK USD.000172703H101PLNT$5,716.80
Gap Incorporated364760108GPS$5,714.84
TEGNA INC COMMON STOCK USD1.087901J105TGNA$5,714.09
FANNIE MAE FNR 2007 108 AN31396XT20N/A$5,702.29
ECOPETROL SA SR UNSECURED 05/45 5.875279158AJ8N/A$5,682.54
Wynn Resorts, Limited983134107WYNN$5,678.01
LYONDELLBASELL IND NV SR UNSECURED 02/55 4.625552081AM3N/A$5,673.18
FED HM LN PC POOL Q36491 FG 10/45 FIXED 43132QTF92N/A$5,659.84
BIOGEN INC SR UNSECURED 09/45 5.209062XAD5N/A$5,659.55
FNMA POOL AY5697 FN 03/45 FLOATING VAR3138YKKK8N/A$5,649.46
FED HM LN PC POOL J29812 FG 11/29 FIXED 3.531307J3V3N/A$5,639.68
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DUKE ENERGY PROGRESS INC 1ST MORTGAGE 08/45 4.226442UAB0N/A$5,623.85
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WEATHERFORD INTERNATIONAL PL COMMON STOCK USD.001G48833100WFT$5,537.87
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Adt Corp/the Common Stock Usd.0100101J106ADT$5,493.92
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COX COMMUNICATIONS INC SR UNSECURED 144A 02/35 4.8224044CF2N/A$5,465.10
Rowan Companies Incorporated Company Guar 12/42779382AQ3N/A$5,390.73
Assurant Incorporated04621X108AIZ$5,355.61
FORD CREDIT FLOORPLAN MASTER O FORDF 2013 5 A134528QCV4N/A$5,322.88
Newfield Exploration Company651290108NFX$5,315.81
Anglo American PLC Usd0.54945B1XZS8907AAL$5,280.91
IRON MOUNTAIN INC REIT USD.0146284V101IRM$5,241.73
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Western Gas Partners Fixed958254AA2N/A$5,176.76
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FED HM LN PC POOL J32935 FG 10/30 FIXED 3.531307PHL6N/A$5,102.60
DBUBS MORTGAGE TRUST DBUBS 2011 LC1A A1 144A233050AN3N/A$5,093.75
FNMA POOL AY5666 FN 07/45 FLOATING VAR3138YKJL8N/A$5,079.88
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ADT CORP SR UNSECURED 04/19 4.12500101JAL0N/A$5,042.68
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AAC HOLDINGS INC COMMON STOCK USD.001000307108AAC$5,031.61
GENERAL MOTORS CO SR UNSECURED 04/45 5.237045VAJ9N/A$4,990.14
FED HM LN PC POOL K93218 FG 09/35 FIXED 3.53132LPPB9N/A$4,973.35
ORACLE CORP SR UNSECURED 05/25 2.9568389XBC8N/A$4,965.02
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COMM MORTGAGE TRUST COMM 2014 UBS5 ASB12592KBA1N/A$4,870.18
Home Retail Group Ord Gbp0B19NKB902HOME$4,779.23
AMERICAN INTL GROUP SR UNSECURED 01/55 4.375026874DB0N/A$4,778.61
JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2014 C22 A446642NBD7N/A$4,737.27
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FED HM LN PC POOL J32825 FG 10/30 FIXED 3.531307PD63N/A$4,725.84
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FED HM LN PC POOL U92021 FG 09/43 FIXED 53132HCD26N/A$4,652.01
FNMA POOL BA3775 FN 12/45 FLOATING VAR3140E8FR4N/A$4,644.88
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FNMA POOL AZ2068 FN 09/35 FIXED 3.53138YTJN5N/A$4,607.06
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FED HM LN PC POOL C91860 FG 12/35 FIXED 43128P8B59N/A$4,554.44
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FED HM LN PC POOL Q37795 FG 12/45 FIXED 43132QUUV3N/A$4,536.39
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ERAC USA FINANCE LLC COMPANY GUAR 144A 02/45 4.526884TAN2N/A$4,346.89
FNMA POOL BA4544 FN 11/35 FIXED 43140E9BN5N/A$4,335.25
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FED HM LN PC POOL Q36927 FG 10/45 FIXED 43132QTVV5N/A$4,250.83
FORD CREDIT AUTO OWNER TRUST FORDO 2013 B A334530EAC1N/A$4,227.41
FED HM LN PC POOL Q36590 FG 10/45 FIXED 43132QTKC9N/A$4,223.99
FED HM LN PC POOL K93374 FG 11/35 FIXED 43132LPT74N/A$4,204.76
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FNMA POOL AW7322 FN 06/44 FIXED 4.53138XXD45N/A$4,027.53
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2015 JP1 ASB46590KAF1N/A$3,929.85
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VIACOM INC SR UNSECURED 04/44 5.2592553PAW2N/A$3,886.82
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Student Loan Marketing Association Securities78446DAB5N/A$3,834.54
Tc Pipelines LP Fixed 4.6587233QAA6N/A$3,824.48
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ENERGY TRANSFER PARTNERS SR UNSECURED 12/45 6.12529273RBJ7N/A$3,556.11
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Treasury Bill 03/16912796HG7N/A$3,500.54
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COACH INC SR UNSECURED 04/25 4.25189754AA2N/A$3,458.77
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CAPITAL AUTO RECEIVABLES ASSET AFIN 2014 3 A413975JAD4N/A$3,375.90
FNMA POOL AS6022 FN 09/45 FIXED 43138WFVQ6N/A$3,371.19
COMM MORTGAGE TRUST COMM 2010 C1 A2 144A12622DAB0N/A$3,349.82
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ROWAN COMPANIES INC COMPANY GUAR 01/44 5.85779382AS9N/A$3,297.94
Gsms 2011 Gc3 A2 03/44 Fixed36248FAC6N/A$3,296.89
FED HM LN PC POOL Q36677 FG 10/45 FIXED 3.53132QTM37N/A$3,293.71
ALLY MASTER OWNER TRUST AMOT 2014 3 A02005AEB0N/A$3,292.06
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COMMONWEALTH EDISON CO 1ST MORTGAGE 03/45 3.7202795JF8N/A$3,222.71
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FED HM LN PC POOL J26826 FG 12/28 FIXED 3.531307FSP7N/A$3,148.75
GS MORTGAGE SECURITIES TRUST GSMS 2013 GC16 A136248GAA8N/A$3,138.24
FED HM LN PC POOL J32864 FG 10/30 FIXED 3.531307PFD6N/A$3,108.87
Ryder Systems Incorporated783549108R$3,066.33
Tenet Healthcare Corp Common Stock Usd.0588033G407THC$3,050.21
Ugl Ltd Npv691487904UGL$3,018.84
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FNMA POOL AS6217 FN 11/45 FIXED 43138WF4B9N/A$2,949.11
FNMA POOL MA1643 FN 10/43 FIXED 531418AZH4N/A$2,922.46
Owens-Illinois Incorporated690768403OI$2,829.72
TEACHERS INSUR + ANNUITY SUBORDINATED 144A 09/44 4.9878091BD8N/A$2,781.06
Southwestern Energy Company845467109SWN$2,760.58
FED HM LN PC POOL J32276 FG 08/30 FIXED 3.531307NQ56N/A$2,747.07
TREASURY BILL 05/16 0.00000912796HN2N/A$2,708.46
Nelnet Student Ln Tr 2006 2 Asset Bkd Nt Cl A 4 Var Rate640315AD9N/A$2,706.30
WESTERN GAS PARTNERS LP SR UNSECURED 04/44 5.45958254AD6N/A$2,691.72
Treasury Bill 02/16 0.00000912796HD4N/A$2,680.92
FED HM LN PC POOL J32325 FG 08/30 FIXED 3.531307NSN5N/A$2,653.89
FED HM LN PC POOL G05651 FG 09/39 FIXED 53128M7TG1N/A$2,614.55
FED HM LN PC POOL J33440 FG 01/31 FIXED 3.531307PZD4N/A$2,602.61
Federal Natl Mtg Assn Remic Remic Tr 1998 38 Cl Pl Po31359UT21N/A$2,591.94
FED HM LN PC POOL J33278 FG 11/30 FIXED 3.531307PUB3N/A$2,555.96
FNMA POOL AS5844 FN 08/45 FIXED 43138WFP67N/A$2,473.00
CONSOLIDATED EDISON CO O SR UNSECURED 12/54 4.625209111FF5N/A$2,445.68
VERISK ANALYTICS INC SR UNSECURED 06/45 5.592345YAE6N/A$2,436.15
Gsms_12-gcj736192KAU1N/A$2,420.56
FNMA POOL AS5670 FN 07/45 FIXED 43138WFJQ0N/A$2,403.38
FNMA POOL AE6451 FN 11/25 FIXED 431419HEZ1N/A$2,381.69
Chesapeake Energy Corporation165167107CHK$2,352.15
FED HM LN PC POOL Q37599 FG 12/45 FIXED 43132QUNR0N/A$2,346.61
AMERICAN INTL GROUP SR UNSECURED 07/44 4.5026874DA2N/A$2,304.94
L 3 COMMUNICATIONS CORP COMPANY GUAR 05/24 3.95502413BD8N/A$2,290.48
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FED HM LN PC POOL J32874 FG 10/30 FIXED 3.531307PFP9N/A$2,233.12
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FNMA POOL AE1281 FN 12/41 FIXED 431419BM77N/A$2,168.46
Slm Student Loan Trust Slma 2005 5 A378442GPP5N/A$2,137.92
ZILLOW GROUP INC A COMMON STOCK USD.000198954M101ZG$2,061.98
FED HM LN PC POOL J32872 FG 09/30 FIXED 3.531307PFM6N/A$2,058.34
ECOPETROL SA SR UNSECURED 09/43 7.375279158AE9N/A$2,035.76
BARRICK GOLD CORP SR UNSECURED 05/23 4.1067901AQ1N/A$2,020.24
FNMA POOL AZ4403 FN 10/35 FIXED 3.53138YV3M9N/A$1,959.51
FED HM LN PC POOL J31770 FG 06/30 FIXED 3.531307M6F8N/A$1,933.56
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PLAINS ALL AMER PIPELINE SR UNSECURED 02/45 4.972650RBH4N/A$1,909.81
Cemig Cia Energ Mg Pref Brl5.00B1YBRG902N/A$1,891.48
FNMA POOL AX5484 FN 10/45 FIXED 43138Y7CW0N/A$1,831.77
CONSOL Energy Incorporated20854P109CNX$1,827.59
COMM MORTGAGE TRUST COMM 2013 CR12 A412591KAE5N/A$1,807.93
Exact Sciences Corp Common Stock Usd.0130063P105EXAS$1,801.13
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JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2014 C25 ASB46643PBF6N/A$1,749.36
FED HM LN PC POOL U90446 FG 05/42 FIXED 53132H3P72N/A$1,745.23
FNMA POOL AE1275 FN 11/41 FIXED 431419BMZ5N/A$1,742.08
FED HM LN PC POOL Q37793 FG 12/45 FIXED 43132QUUT8N/A$1,676.58
GNMA II POOL 626949 G2 05/45 FIXED 4.536291FQA9N/A$1,585.68
FED HM LN PC POOL J31973 FG 07/30 FIXED 3.531307NFN9N/A$1,576.92
Gsms_12-gcj736192KAQ0N/A$1,539.73
Fossil Group Incorporated Common Stock Usd.0134988V106FOSL$1,527.94
NEWS CORP CLASS B COMMON STOCK65249B208NWS$1,519.92
GNMA II POOL 626975 G2 08/45 FIXED 436291FQ43N/A$1,448.42
MARATHON PETROLEUM CORP SR UNSECURED 09/54 556585AAJ1N/A$1,444.51
Arrium Ltd Common Stock NpvB7NKJX903ARI$1,441.05
Diamond Offshore Drilling Inc25271C102DO$1,373.83
Nelnet Student Ln Tr 2006 1 Asset Bkd Nt Cl A464031QCR0N/A$1,256.86
GNMA II POOL 626957 G2 06/45 FIXED 4.536291FQJ0N/A$1,178.38
FNMA POOL AE3299 FN 10/25 FIXED 431419DUZ2N/A$1,168.96
Vr Qtr Slm Student Loan Trust78444YAC9N/A$1,125.10
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Bs Financial Group Incorporated Common Stock Krw5000.ACI00J5W8N/A$1,056.90
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Mincor Resources Npv600052906MCR$1,024.05
KWANGJU BANK COMMON STOCK KRW5000.0ACI07SR98N/A$990.66
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GNMA II POOL AP6361 G2 10/45 FIXED 4.536189EB62N/A$983.86
GNMA POOL AH3003 GN 04/45 FIXED 4.536182KKQ1N/A$876.29
FED HM LN PC POOL J33304 FG 12/30 FIXED 3.531307PU56N/A$864.17
FNMA POOL AS0456 FN 09/43 FIXED 53138W9QJ2N/A$797.13
HYUNDAI AUTO RECEIVABLES TRUST HART 2013 C A344890QAC7N/A$766.21
FNMA POOL MA1719 FN 12/43 FIXED 531418A4D7N/A$755.68
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Federal National Mortgage Association31385W2S7N/A$390.24
Federal Natl Mtg Assn Gtd Remi Remic Tr 2005 31 Cl Pb31394CY63N/A$371.03
Ally Auto Receivables Trust Allya 2013 1 A302006JAB4N/A$353.58
Jp Morgan Chase Comml Mtge Sec46625YCV3N/A$331.74
FED HM LN PC POOL J33302 FG 12/30 FIXED 3.531307PU31N/A$239.35
Sasc 1998-2 A863572SE4N/A$184.55
Fed Hm Ln Pc Pool C9065131335HWL3N/A$179.15
Federal Home Ln Mtg Pc Gtd Ser 1590 Cl 1590 Ia Var Rate3133T1MC3N/A$166.50
Structured Asset Secs Corp Perp Svgs Bk Tr 90 1863572AY9N/A$150.43
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Gazprom Neft Sponsored ADR ADR36829G107GZPFY$105.75
Fed Hm Ln Pc Pool G1134431283KP51N/A$103.98
Boart Longyear Gr NpvB1PPRK902BLY$100.01
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Federal National Mortgage Association31390SFX4N/A$79.94
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BNK FINANCIAL GROUP INC RIGHTACI0J4022N/A$24.01
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Federal Home Ln Mtg Pc Gtd Ser 1935 Cl 1935 Fl Var Rate3133T8Z83N/A$14.25
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Enteromedics Incorporated Wts Call Exp 12/9929399M919N/A$0.01
FNMA3138EGXA7N/A$0.00
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