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

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Wells Fargo Moderate Balanced Fund

Holdings as of 2/29/2016
Portfolio holdings are subject to change and may have changed since the date specified.

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

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

Holdings
SecurityCusipTickerAmount
Wells Fargo Cash Investment Money Market Fund9499999G3N/A$5,139,302.63
Fhlmc31394JY50N/A$1,441,610.08
U.S. Treasury N/b912828WT3N/A$1,400,783.60
U.S. Treasury N/b912828TS9N/A$1,345,382.18
Apple Incorporated037833100AAPL$1,247,848.15
U.S. Treasury N/b912810RN0N/A$1,159,267.52
Fnma31392DUF7N/A$1,150,167.67
Facebook, Incorporated30303M102FB$1,128,128.26
Alphabet Incorporated?Cl A Common Stock02079K305GOOGL$1,047,638.54
Fnma3138EJYV4N/A$1,038,037.83
Exxon Mobil Corporation30231G102XOM$920,265.61
Fed Hm Ln Pc Pool3128MAD22N/A$895,781.55
Amazon.com, Incorporated023135106AMZN$848,163.60
U.S. Treasury N/b912828P20N/A$785,553.42
Alphabet Incorporated?Cl C Common Stock02079K107GOOG$764,311.57
Medtronic plc Common StockG5960L103MDT$760,373.13
Microsoft Corporation594918104MSFT$733,968.50
JPMorgan Chase & Company46625H100JPM$714,658.97
Visa Incorporated92826C839V$695,179.51
FNMA31393YU52N/A$686,996.80
FNMA31394AB54N/A$680,904.92
The Home Depot, Incorporated437076102HD$673,177.85
FHLMC31393NTF6N/A$660,091.83
CVS Caremark Corporation126650100CVS$657,009.15
FHLMC31394JD95N/A$645,490.12
Structured Asset Securities Corporation Series 2007-rm1 Class A186363BAA3N/A$622,274.63
Hudson City44372BCP6N/A$619,958.58
Tsy Infl Ix N/b912828XL9N/A$614,278.75
Johnson & Johnson478160104JNJ$602,391.65
SMALL BUSINESS ADMINISTRATION SBIC 2014 10B 1831641FB6N/A$581,910.65
FNMA POOL AL6574 FN 04/21 FIXED VAR3138EPJU9N/A$556,052.30
Fed Hm Ln Pc Pool U890093132H1AK3N/A$551,260.96
Starbucks Corporation855244109SBUX$544,988.17
The Procter & Gamble Company742718109PG$536,401.88
UnitedHealth Group Incorporated91324P102UNH$532,420.80
Federal National Mortgage Association3138MDVZ2N/A$520,142.83
NIKE, Incorporated?Cl B654106103NKE$513,267.68
Allergan PLC Common Stock Usd.0033G0177J108AGN$512,679.20
General Electric Company369604103GE$508,370.83
Bristol-Myers Squibb Company110122108BMY$506,267.35
Bank of America Corporation060505104BAC$506,244.64
HASHEMITE KINGDOM OF JOR US GOVT GUAR 06/25 3418097AF8N/A$500,530.67
Naa 2004-r2 A162951MAM2N/A$500,269.60
FED HM LN PC POOL Q25632 FG 04/44 FIXED 43132M54R0N/A$493,852.23
Federal National Mortgage Association31393X7A9N/A$487,453.53
U.S. Treasury N/b912810RP5N/A$486,661.57
Alexion Pharmaceuticals, Incorporated015351109ALXN$486,014.28
U.S. Treasury N/b912828P53N/A$479,622.76
Federal Home Loan Mortgage Company31393LFM0N/A$477,593.99
Federal Home Loan Mortgage Company31393LFP3N/A$463,316.54
Wi Treasury N/b912828TW0N/A$462,697.18
Federal National Mortgage Association31393AP92N/A$448,663.17
Maricopa County Elementary School District No 28-kyrene Elementary/az567137ZH0N/A$447,269.82
SMALL BUSINESS ADMINISTRATION SBAP 2015 20E 183162CXA6N/A$441,806.74
Chevron Corporation166764100CVX$437,909.69
Small Business Admin 2007 20j Partn Ctf83162CRH8N/A$426,441.90
Tips912828K33N/A$424,827.28
U.S. Treasury N/b912810RK6N/A$420,724.46
Cognizant Technology Solutions Corporation192446102CTSH$420,094.67
Treasury Bill912796HH5N/A$415,939.68
Berkshire Hathaway Incorporated084670702N/A$414,429.51
Celgene Corporation151020104CELG$413,776.64
Pfizer Incorporated717081103PFE$413,716.38
Minnesota Life Insurance604074AA2N/A$407,671.37
Dollar Tree, Incorporated256746108DLTR$402,233.21
Mass Inst.57571KAB0N/A$399,623.02
Commercial Mortgage Pass-through Cert12622DAC8N/A$397,435.16
MasterCard Incorporated57636Q104MA$394,554.17
Chase Capital Jpm16162LAA1N/A$394,011.31
FED HM LN PC POOL G07849 FG 05/44 FIXED 3.53128MABS7N/A$392,413.31
Fspc T-63 1a131395M2F5N/A$391,016.43
AT&T Incorporated00206R102T$385,648.40
SMALL BUSINESS ADMINISTRATION SBIC 2014 10A 1831641FA8N/A$381,897.60
FED HM LN PC POOL G07787 FG 08/44 FIXED 43128M96Y3N/A$378,567.48
Federal National Mortgage Association01F032633N/A$374,524.21
Verizon Communications Incorporated92343V104VZ$373,364.72
Manufactureres And Traders564759PS1N/A$372,888.93
BANK OF AMERICA CORP SR UNSECURED 04/24 406051GFF1N/A$356,240.06
UBS Pfd Funding Tr V Series 190264AAA7N/A$343,829.05
Union Pacific Company907818108UNP$340,283.62
GS MORTGAGE SECURITIES TRUST GSMS 2013 GC14 A536198FAE2N/A$333,423.59
FORD CREDIT AUTO OWNER TRUST/F FORDR 2015 2 A 144A34530WAA5N/A$330,314.03
U.S. Treasury N/b912828N89N/A$330,310.24
Citigroup Incorporated172967424C$329,971.09
Nlv Financial 144a65486AAA1N/A$329,813.42
Government Natl Mtg Assn21H032647N/A$328,951.38
Adobe Systems Incorporated00724F101ADBE$327,316.78
U.S. Treasury N/b912828N63N/A$326,188.12
COMM MORTGAGE TRUST COMM 2013 CR13 A412630BBA5N/A$323,458.18
Federal National Mortgage Association31402XWG7N/A$320,989.92
Costco Wholesale Corporation22160K105COST$316,699.52
U.S. Treasury N/b912828P87N/A$316,541.06
The Walt Disney Company254687106DIS$312,526.96
American International Group Incorporated026874784AIG$311,806.71
FNMA POOL AN0573 FN 03/23 FIXED 2.93138LCT70N/A$310,451.77
Commercial Mortgage Pass Throu Comm 2012 Cr3 A312624PAE5N/A$309,351.92
Intel Corporation458140100INTC$307,742.76
salesforce.com, incorporated79466L302CRM$307,339.36
Federal National Mortgage Association31402NY28N/A$306,282.96
Crown Holdings, Incorporated228368106CCK$305,451.21
Microchip Technology Incorporated595017104MCHP$305,383.41
County of Cherokee GA164231KQ4N/A$305,110.05
FNMA POOL AM9549 FN 09/23 FIXED 2.733138LATF6N/A$305,066.03
FNMA POOL AN0460 FN 12/23 FIXED 2.853138LCQN8N/A$303,206.51
NORTH CAROLINA ST EDU ASSISTAN NCSSTD 10/41 FLOATING VAR658262GA2N/A$303,023.02
MISSISSIPPI HIGHER EDUCATION A MHEAC 2014 1 A160535YAA1N/A$302,923.93
FNMA POOL AL6577 FN 11/22 FIXED VAR3138EPJX3N/A$302,334.76
Eaton Corporation plcG29183103ETN$301,387.60
3M Company88579Y101MMM$299,317.90
U.S. Treasury N/B912828XP0N/A$299,149.45
Gilead Sciences, Incorporated375558103GILD$298,785.30
SMALL BUSINESS ADMINISTRATION SBAP 2015 20F 183162CXB4N/A$298,738.73
SMALL BUSINESS ADMINISTRATION SBIC 2015 10B 1831641FE0N/A$298,524.12
FNMA POOL AM7892 FN 01/23 FIXED 2.733138L8XW9N/A$297,041.13
Corestates Capital Trust218694AA5N/A$295,508.49
Csfb Corp 2004-ar522541SJJ8N/A$295,475.10
Treasury Bill 03/16 0.00000912796GD5N/A$292,939.94
Philip Morris International Incorporated718172109PM$292,707.27
Chubb Ltd Common StockH1467J104CB$291,733.85
Merck & Company, Incorporated58933Y105MRK$291,522.70
The TJX Companies, Incorporated872540109TJX$291,382.01
Federal National Mortgage Association31373CSE8N/A$291,198.37
Gs Mortgage Securities Corpora Gsms 2012 Gcj7 A436192KAT4N/A$289,311.72
The Boeing Company097023105BA$289,113.81
SMALL BUSINESS ADMINISTRATION SBAP 2015 20C 183162CWX7N/A$289,024.27
COMM MORTGAGE TRUST COMM 2013 CR12 ASB12591KAC9N/A$288,567.01
FNMA POOL AM5333 FN 06/21 FIXED 3.313138L54T4N/A$288,030.51
BARCLAYS DRYROCK ISSUANCE TRUS DROCK 2014 3 A06742LAE3N/A$287,867.89
United Parcel Service, Incorporated911312106UPS$287,489.13
CNH EQUIPMENT TRUST CNH 2015 A A412592WAD0N/A$287,443.88
GS MORTGAGE SECURITIES TRUST GSMS 2011 GC5 A436191YBB3N/A$287,290.96
MORGAN STANLEY BAML TRUST MSBAM 2014 C15 ASB61763KAY0N/A$286,126.84
Federal National Mortgage Association3138MLGF5N/A$285,167.03
FNMA POOL AM4294 FN 10/20 FIXED 2.783138L4XY4N/A$283,430.88
Morgan Stanley Capital I Msc 2011 C3 A461760RBB7N/A$283,034.20
Small Business Admin 2006 20b Partn Ctf83162CQB2N/A$283,024.86
AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2014 2 A02582JGS3N/A$281,464.96
SMALL BUSINESS ADMINISTRATION SBAP 2013 20J 183162CVV2N/A$281,450.12
Capital Auto Receivables Asset Afin 2014 3 A313975JAC6N/A$281,251.18
Jpmbb Commercial Mortgage Secu Jpmbb 2013 C12 Asb46639NAR2N/A$280,721.97
Comm_12-cr212624KAD8N/A$280,684.67
Alliance Data Systems Corporation018581108ADS$278,911.84
MORGAN STANLEY CAPITAL I TRUST MSC 2011 C2 A4 144A617459AD4N/A$272,419.77
Ecolab Incorporated278865100ECL$272,086.78
FNMA POOL AM4384 FN 09/19 FIXED 2.573138L42S1N/A$270,894.81
Capital Auto Receivables Asset Afin 2014 2 A313975HAC0N/A$270,888.88
Gsms 2011 Gc3 A4 03/44 Fixed36248FAG7N/A$270,673.19
FNMA POOL AM4383 FN 09/19 FIXED 2.573138L42R3N/A$270,599.09
Coca-Cola Enterprises, Incorporated191216100KO$269,565.99
FORD CREDIT AUTO OWNER TRUST FORDO 2014 C A334530PAD4N/A$268,939.11
FNMA POOL AL6576 FN 06/22 FIXED VAR3138EPJW5N/A$268,062.69
Abb Treasury Center Usa Fixed 400038AAB9N/A$267,951.89
Tips912828WU0N/A$267,380.19
Federal National Mortgage Association31403KDJ9N/A$265,953.94
U.S. Treasury N/b912828L65N/A$263,945.18
ABAY LEASING 2014 LLC US GOVT GUAR 11/26 2.65400258HAA9N/A$263,148.29
MetLife, Incorporated59156R108MET$262,959.23
McDonald's Corporation580135101MCD$262,803.25
The Southern Company842587107SO$258,838.60
Sabmiller Holdings Incorporated Notes 144a 3.7578573AAA8N/A$258,665.23
Ohio Cnty W Va Cnty Commn Spl Ohigen 03/35 Fixed67732PAF5N/A$257,745.70
Federal National Mortgage Association31402RUA5N/A$255,278.51
Federal National Mortgage Association31392GEN1N/A$254,101.40
Alexandria Real Estate015271109ARE$252,859.16
Bae Systems PLC Sr Unsecured 144a 4.7505523RAB3N/A$251,858.98
FNMA31409VZV8N/A$250,828.89
Tips912828B25N/A$250,458.57
Ameriprise Financial, Incorporated03076C106AMP$249,799.26
Federal National Mortgage Association31412V7C6N/A$249,552.64
U.S. Treasury N/b912828P46N/A$249,481.76
Branch Banking + Trust Subordinated Var10513KAB0N/A$249,392.62
Harris Cnty TX Har Fixed414005SA7N/A$249,219.54
MMAF EQUIPMENT FINANCE LLC MMAF 2015 AA A4 144A55315GAD0N/A$247,731.39
Federal National Mortgage Association31394ALN4N/A$247,549.90
Kinder Morgan, Incorporated49456B101KMI$247,251.62
FNMA POOL AN0754 FN 01/26 FIXED 3.083138LCZU2N/A$247,118.09
Duke Energy Corp Common Stock Usd.00126441C204DUK$246,641.10
BMW BANK NORTH AMERICA CERT OF DEPO 07/16 0.705580AAQ7N/A$244,881.59
Bayer AG506921907BAYN$243,937.11
Tips912828VM9N/A$243,923.48
Noble Energy, Incorporated655044105NBL$243,744.76
MOTEL 6 TRUST MOTEL 2015 MTL6 B 144A61974QAL0N/A$243,304.42
Southwest Airlines Company844741108LUV$243,211.88
Baxalta Inc07177M103BXLT$243,109.57
Texas Instruments Incorporated882508104TXN$242,879.23
Small Business Administration Sbap 2013 20a 183162CVG5N/A$242,867.00
MEDNAX INC COMPANY GUAR 144A 12/23 5.2558502BAA4N/A$242,424.70
Tips912828UH1N/A$240,741.45
Tractor Supply Company892356106TSCO$239,786.22
CNH EQUIPMENT TRUST CNH 2014 A A312591BAC9N/A$239,005.99
PETROLEOS MEXICANOS US GOVT GUAR 02/24 2.8371654QBL5N/A$236,365.04
SOUTH CAROLINA STUDENT LOAN CO SCSLC 2014 1 B83715RAG7N/A$235,958.18
Tips912828TE0N/A$233,907.39
Omnicom Group Incorporated681919106OMC$233,609.72
Wells Fargo & Company949746101WFC$233,321.71
The Goldman Sachs Group, Incorporated38141G104GS$231,502.94
State Street Corporation857477103STT$229,966.78
Federal National Mortgage Association31407B2L2N/A$229,365.94
WI Treasury Sec Fixed912828NM8N/A$228,759.15
Federal National Mortgage Association31406DAE6N/A$228,674.45
Federal National Mortgage Association31396XVB7N/A$228,321.91
Tyco Electronics Group SA902133AM9N/A$228,216.92
Valero Energy Corporation91913Y100VLO$226,210.82
SMALL BUSINESS ADMINISTRATION SBAP 2014 20A 183162CWA7N/A$225,982.08
Texas St882722VP3N/A$225,102.60
Reynolds American Incorporated761713106RAI$224,177.87
Synnex Corporation87162W100SNX$223,799.35
EXXON MOBIL CORPORATION SR UNSECURED 03/26 3.04330231GAT9N/A$221,780.27
Tips912828C99N/A$220,564.84
Boston Ma Bos Fixed100853PB0N/A$219,040.74
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2010 C2 A3 144A46635GAE0N/A$218,381.68
King Cnty Wa Sch Dist 210 Fed Kinscd Fixed494890YF7N/A$217,031.28
WELLS FARGO GOVT MM SELECT CLASS 3802976RXG000N/A$216,976.13
Federal National Mortgage Association31393XGQ4N/A$216,653.48
Twenty First Century Fox Incorporated Common Stock Usd.0190130A101FOXA$216,063.76
Tips912828H45N/A$215,567.45
Federal National Mortgage Association31406DAD8N/A$214,969.45
Tips912828SA9N/A$214,393.12
Nestle SA712387901NESN$211,973.99
U.S. Treasury N/b Fixed912828PC8N/A$211,724.67
Actuant Corporation Company Guar00508XAF1N/A$211,411.70
Norwegian Cruise Line HoldinG66721104NCLH$210,117.58
Liberty Property Trust53117CAL6N/A$209,660.71
Colgate-Palmolive Company194162103CL$209,631.76
Delphi Automotive PLCG27823106DLPH$209,626.86
Laboratory Corporation of America Holdings50540R409LH$209,378.11
Federal National Mortgage Association31400N3Y4N/A$208,472.06
Regeneron Pharmaceuticals, Incorporated75886F107REGN$208,419.46
FNMA31396PGQ8N/A$205,423.30
TIPS912828QV5N/A$204,216.36
NORTHWESTERN UNIVERSITY UNSECURED 12/44 4.643668444AC6N/A$203,603.99
Eqt Corporation26884LAA7N/A$202,811.02
U.S. Treasury N/b912828WD8N/A$201,527.89
The Estee Lauder Companies Incorporated?Class A518439104EL$201,115.35
Stanley Black&decker Incorporated854502101SWK$200,706.19
The PNC Financial Services Group, Incorporated693475105PNC$200,589.82
OKLAHOMA ST WTR RESOURCE BRD R OKSWTR 04/23 FIXED 3.27167919PLM3N/A$200,358.45
U.S. Treasury N/b912828A42N/A$200,111.16
Clear Creek TX Indep Sch Dist Clescd Fixed1845403R1N/A$199,952.12
SCOTTS MIRACLE GRO CO COMPANY GUAR 144A 10/23 6810186AL0N/A$199,763.74
Intercontinental Exchange, Inc.45866F104ICE$199,507.30
UNITEDHEALTH GROUP INC SR UNSECURED 07/25 3.7591324PCP5N/A$199,155.78
MONONGAHELA POWER CO 1ST MORTGAGE 144A 04/24 4.1610202BN2N/A$199,013.54
Directv Holdings/fing Company Guar25459HBE4N/A$198,942.42
GENERAL MOTORS CO SR UNSECURED 10/23 4.87537045VAE0N/A$198,776.94
CUYAHOGA CNTY OH CUY 12/34 FIXED 6.03423223PCX3N/A$198,752.11
Federal National Mortgage Association3138MLEZ3N/A$197,939.90
AmerisourceBergen Corporation03073E105ABC$197,855.36
Dr Pepper Snapple Group Incorporated26138E109DPS$197,832.21
Massachusetts St57582PWH9N/A$196,751.03
US TREASURY N/B 02/46 2.5912810RQ3N/A$196,524.10
Federal National Mortgage Association31408EGX4N/A$196,522.75
Schlumberger Norge As Fixed80685PAA6N/A$195,619.66
The Progressive Corporation743315103PGR$195,571.73
VERIZON COMMUNICATIONS SR UNSECURED 09/23 5.1592343VBR4N/A$195,183.40
Duke University Taxable Series A264416AN8N/A$194,771.12
TIPS912828PP9N/A$194,627.84
Ncr Corporation62886E108NCR$194,595.71
VF Corporation918204108VFC$193,432.73
Constellation Brands, Incorporated21036P108STZ$193,402.83
ROGERS COMMUNICATIONS IN COMPANY GUAR 10/23 4.1775109AY7N/A$193,141.27
AbbVie Incorporated00287Y109ABBV$192,630.54
REALTY INCOME CORP SR UNSECURED 08/23 4.65756109AP9N/A$192,365.70
Washington St93974CRF9N/A$192,333.42
TSY INFL IX N/B 01/26 0.625912828N71N/A$192,248.66
WALGREENS BOOTS ALLIANCE INC COMMON STOCK USD.01931427108WBA$191,258.66
Morgan Stanley Fixed6174467P8N/A$190,847.19
GS MORTGAGE SECURITIES TRUST GSMS 2013 GC16 A436248GAD2N/A$190,091.89
NORTHERN STATES PWR WISC 1ST MORTGAGE 06/24 3.3665789AY9N/A$189,629.14
Amerigas Finance Llc/cor Company Guar 7.03077JAB6N/A$189,540.99
HP ENTERPRISE CO SR UNSECURED 144A 10/25 4.942824CAP4N/A$189,338.43
TEXAS HEALTH RESOURCES SECURED 11/55 4.33882484AA6N/A$189,038.99
Cardinal Health, Incorporated14149Y108CAH$188,677.95
CCO SAFARI II LLC SR SECURED 144A 07/25 4.908161175AM6N/A$188,648.11
TIPS912810FR4N/A$188,528.37
Accenture plcG1151C101ACN$187,930.93
MEMORIAL SLOAN KETTERING SR UNSECURED 07/55 4.2586054AC2N/A$186,604.00
Abbott Laboratories002824100ABT$186,173.93
OSHKOSH CORP COMPANY GUAR 03/22 5.375688225AG6N/A$186,078.00
FNMA POOL AN0665 FN 02/26 FIXED 3.073138LCW35N/A$185,135.88
Boston Properties LP Sr Unsecured10112RAT1N/A$185,022.63
Briggs + Stratton Corp Fixed109043AG4N/A$184,877.50
SERVICE CORP INTL SR UNSECURED 01/22 5.375817565BZ6N/A$184,840.56
Tsmc Global Ltd Sr Unsecured 144a872882AC9N/A$184,781.50
Mattel Incorporated577081102MAT$184,723.46
Sherwin-Williams Company824348106SHW$184,592.89
Becton, Dickinson and Company075887109BDX$184,436.93
CarMax, Incorporated143130102KMX$183,218.07
ARKANSAS ST ARS 07/21 FIXED 2.605041042WT5N/A$183,122.67
Bp Capital Markets PLC05565QBP2N/A$182,190.44
Rio Tinto Fin Usa Ltd Fixed 3.75767201AQ9N/A$181,160.36
CNH INDUSTRIAL CAPITAL L COMPANY GUAR 07/19 3.37512592BAB0N/A$180,795.79
SHELL INTERNATIONAL FIN COMPANY GUAR 08/23 3.4822582AX0N/A$180,669.25
Otter Tail Corp Fixed 9689648AR4N/A$180,348.39
Nxp Semiconductors Nv Common StockN6596X109NXPI$180,320.46
Ball Corp Senior Notes 5.058498AR7N/A$179,490.62
U.S. Treasury N/b912828WC0N/A$179,409.31
Danaher Corporation235851102DHR$178,329.13
Vessel Management Servic U.S. Govt Guar 08/36925387AF9N/A$178,166.91
CONCHO RESOURCES INC COMPANY GUAR 01/22 6.520605PAC5N/A$177,305.09
Ntc Capital I629394AA5N/A$176,751.01
Ecolab Inc.278865AL4N/A$176,674.79
TD Ameritrade Holding Corporation87236Y108AMTD$175,883.27
O'Reilly Automotive, Incorporated67103H107ORLY$173,068.46
Clean Harbors Incorporated Company Guar184496AJ6N/A$172,810.90
Japan Tobacco Incorporated647453901N/A$172,396.19
Georgia Pacific LLC Sr Unsecured 144a37331NAD3N/A$172,269.30
Pearson Dlr Fin Two PLC Gtd Sr Nt 144a705010AB2N/A$172,030.19
IPALCO ENTERPRISES INC SR SECURED 07/20 3.45462613AK6N/A$171,733.53
Electronic Arts Incorporated285512109EA$171,703.35
Missouri High Ed Student Ln Frn606072KS4N/A$171,665.62
Cigna Corporation125509109CI$170,566.02
Herbalife LtdG4412G101HLF$170,111.00
Federal National Mortgage Association31405AEW9N/A$169,716.53
Gildan Activewear Incorporated375916103GIL$169,694.86
Parker Hannifin Corporation701094104PH$169,268.02
Seagate Hdd Cayman Company Guar81180WAH4N/A$169,160.75
PLAINS ALL AMER PIPELINE SR UNSECURED 10/25 4.6572650RBJ0N/A$168,330.46
BROADCOM LTD COMMON STOCKY09827109AVGO$168,149.65
Deere + Company Sr Unsecured244199BE4N/A$167,995.19
CITIGROUP INC SR UNSECURED 02/18 1.8172967JH5N/A$167,814.11
AIA Group LimitedB4TX8S909N/A$167,048.48
Bok Financial Corp05561Q201BOKF$166,790.62
Delta Air Lines, Incorporated247361702DAL$166,639.95
CIMAREX ENERGY CO COMPANY GUAR 05/22 5.875171798AB7N/A$166,529.72
American Express Company025816109AXP$166,286.08
Sealed Air Corporation Sr Unsecured 144a81211KAS9N/A$165,484.75
Praxair, Incorporated74005P104PX$165,324.24
Roche Holding Limited AG711038901ROG$164,008.37
National Capital Commerce Inc635454AC5N/A$164,007.21
Raytheon Company755111507RTN$162,927.61
PRES + FELLOWS OF HARVAR UNSECURED 10/38 5.625740816AD5N/A$162,565.74
Gsamp Trust Series 2005-sea2 Class A1362341TM1N/A$162,514.56
Prologis Incorporated Reit Usd.0174340W103PLD$161,953.39
Small Business Administration83162CQL0N/A$161,933.68
Lamar Media Corp Company Guar513075BB6N/A$161,735.49
Lowes Companies Incorporated548661CY1N/A$161,298.04
CONOCOPHILLIPS COMPANY COMPANY GUAR 11/24 3.3520826FAD8N/A$160,791.57
Potlatch Corporation Fixed737630AB9N/A$160,695.05
TIPS912828UX6N/A$159,572.41
Harman International Industries, Incorporated413086109HAR$157,879.48
Liberty Global plcG5480U120LBTYK$157,818.51
TIPS912828JE1N/A$155,653.47
Scripps Networks Interactive Incorporated811065101SNI$154,769.22
RenaissanceRe Holdings LimitedG7496G103RNR$154,765.57
Ally Auto Receivables Trust Allya 2016 1 A2A02007CAB8N/A$154,662.93
ConocoPhillips20825C104COP$154,569.68
ALASKA ST AKS 08/33 FIXED 5.742011770U44N/A$154,419.19
Treasury Bill 04/16 0.00000912796HM4N/A$154,025.89
Erp Operating LP Sr Unsecured26884AAZ6N/A$152,965.75
FNF Group Tracking Stk Usd.000131620R303FNF$152,683.98
GNMA21H030641N/A$152,487.83
Kraft Foods Group Incorporated Sr Unsecured50076QAZ9N/A$152,481.64
PepsiCo, Incorporated713448108PEP$152,462.38
Jarden Corporation471109108JAH$152,066.03
INDIANAPOLIS IN LOCAL PUBLIC I INPBBK 01/30 FIXED 5.85445528S4Y9N/A$151,876.59
DAIMLER FINANCE NA LLC COMPANY GUAR 144A 09/16 2.625233851AH7N/A$150,879.42
Comcast Corporation20030N101CMCSA$150,812.74
GNMA II POOL MA3455 G2 02/46 FIXED 436179RZU6N/A$150,786.12
Baltimore Cnty Md Bal 08/32 Fixed05914FMM9N/A$150,422.68
Aercap Holdings NvN00985106AER$150,384.72
VOLVO FINANCIAL EQUIPMENT LLC VFET 2015 1A A3 144A92887GAC3N/A$150,182.35
SIMON PROPERTY GROUP LP SR UNSECURED 10/24 3.375828807CS4N/A$150,058.03
Total Capital SA89152UAE2N/A$149,952.53
HOUSING URBAN DEVELOPMNT US GOVT GUAR 08/16 0.83911759LX4N/A$149,870.70
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 2 A1B139738AB4N/A$149,632.83
Federal National Mortgage Association31385XLY1N/A$149,176.26
BECTON DICKINSON AND CO SR UNSECURED 12/24 3.734075887BF5N/A$147,777.70
BP p.l.c.079805909N/A$147,715.20
Federal National Mortgage Association3138MQDN0N/A$147,600.43
Arthur J Gallagher & Company363576109AJG$146,197.86
FNMA POOL AN0502 FN 01/28 FIXED 3.353138LCRY3N/A$145,977.00
Alcoa Incorporated Fixed013817AV3N/A$145,759.56
MINNETONKA MN INDEP SCH DIST MTKSCD 01/24 FIXED 2.55604195VC8N/A$145,315.76
Jabil Circuit Incorporated466313AD5N/A$144,683.33
Cabot Corporation127055101CBT$144,248.33
Mallinckrodt Plc Common Stock Usd.2G5785G107MNK$143,722.25
Cerner Corporation156782104CERN$143,634.85
Norfolk Southern Corporation655844108NSC$142,410.09
Cisco Systems, Incorporated17275R102CSCO$142,173.54
Syngenta AG Chf0.10435664909SYNN$141,990.81
ServiceNow, Incorporated81762P102NOW$141,477.64
Te Connectivity Ltd Common Stock Chf1.55H84989104TEL$141,114.98
Concho Resources Incorporated20605P101CXO$140,854.62
Carnival Corporation143658300CCL$140,781.82
TSY INFL IX N/B 02/45 0.75912810RL4N/A$140,769.18
Atmos Energy Corpporation049560105ATO$140,419.07
Aon PLC Common Stock Usd.01G0408V102AON$140,353.09
World Fuel Services Corporation981475106INT$140,303.36
Anheuser Busch Inbev Wor Company Guar03523TBN7N/A$140,199.77
FORD CREDIT AUTO OWNER TRUST FORDO 2016 A A2B34531PAC5N/A$139,941.63
Curtiss-wright Corp231561101CW$139,936.73
HYUNDAI AUTO LEASE SECURITIZAT HALST 2015 B A3 144A44928UAD2N/A$139,925.62
Hyundai Auto Lease Securitzat Halst 2016 A A2A 144A44891MAB7N/A$139,892.15
AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2016 1 A2B03065VAC1N/A$139,882.72
Carmax Auto Owner Trust Carmx 2016 1 A2A14313YAB4N/A$139,881.62
Ally Auto Receivables Trust Allya 2016 2 A202007XAB2N/A$139,866.50
CARMAX AUTO OWNER TRUST CARMX 2015 3 A2B14313VAH7N/A$139,863.31
HONDA AUTO RECEIVABLES OWNER T HAROT 2015 3 A243814MAB3N/A$139,859.82
Gm Financial Automobile Leasing Gmalt 2016 1 A2a36250UAB0N/A$139,855.33
CNH EQUIPMENT TRUST CNH 2015 C A2B12593NAC1N/A$139,846.37
Entergy Texas Incorporated29365TAA2N/A$139,618.52
MARATHON OIL CORP SR UNSECURED 06/25 3.85565849AL0N/A$139,005.93
Udr Incorporated Company Guar90265EAG5N/A$138,479.81
Harris Corporation413875105HRS$138,431.27
GAHR COMMERICIAL MORTGAGE TRUS GAHR 2015 NRF AFL1 144A36143WAA9N/A$137,263.21
TreeHouse Foods, Incorporated89469A104THS$136,410.55
U.S. Treasury N/b912828TM2N/A$135,746.98
Dollar General Corporation256677105DG$135,625.81
Allianz SE523148906ALV$135,410.59
Kansas City Southern485170302KSU$135,359.50
Federal National Mortgage Association31402LGL0N/A$135,343.84
NORTH CAROLINA ST ED ASSISTANC NCSSTD 01/26 VARIABLE658262FZ8N/A$135,241.09
BEAR STEARNS COMMERCIAL MORTGA BSCMS 2007 PW17 A1A07388QAF6N/A$135,145.65
SARANAC MI CMNTY SCH DIST SARSCD 05/16 FIXED 1.03803208LH8N/A$134,944.19
Equity Residential29476L107EQR$134,897.32
TIPS912810FD5N/A$134,738.72
NISSAN AUTO RECEIVABLES OWNER NAROT 2015 A A365477UAC4N/A$134,687.98
Consumers Energy Company210518CG9N/A$134,598.17
BANK OF THE WEST AUTO TRUST BWSTA 2014 1 A3 144A065604AC4N/A$134,383.70
ANHEUSER BUSCH INBEV FIN COMPANY GUAR 02/26 3.65035242AP1N/A$134,202.37
Suntrust Banks Incorporated867914103STI$134,169.53
VEREIT INC REIT USD.0192339V100VER$134,134.14
SKECHERS U.S.A., Incorporated?Cl A830566105SKX$134,127.99
AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2015 2 A303065LAD1N/A$134,111.05
TSY INFL IX N/B 02/44 1.375912810RF7N/A$133,089.60
Skyworks Solutions, Incorporated83088M102SWKS$133,005.84
Comm_07-c920047RAE3N/A$132,812.31
SLM STUDENT LOAN TRUST SLMA 2006 1 A578442GRP3N/A$132,808.40
Affiliated Managers Group, Incorporated008252108AMG$132,731.20
OHIO ST OHS 10/21 FIXED 3.379677521NY8N/A$132,603.28
Sequoia Mortgage Trust81743VAA1N/A$132,307.30
King Cnty Wa Kin Fixed49474E3X9N/A$132,148.14
Great River Energy39121JAA8N/A$131,715.97
FMC Corporation302491303FMC$131,497.99
HCA Holdings, Incorporated40412C101HCA$131,102.22
AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2014 4 A02582JGW4N/A$130,436.09
Biomarin Pharmaceutical09061G101BMRN$130,215.44
HYUNDAI AUTO LEASE SECURITIZAT HALST 2015 A A3 144A44890XAC2N/A$130,108.49
CARMAX AUTO OWNER TRUST CARMX 2015 1 A314313WAC6N/A$130,080.38
JOHN DEERE OWNER TRUST JDOT 2015 A A347787UAD5N/A$130,035.52
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 1 A213975KAB5N/A$129,995.27
NISSAN AUTO RECEIVABLES OWNER NAROT 2015 B A2B65475WAC2N/A$129,921.88
MERCEDES BENZ AUTO LEASE TRUST MBALT 2015 A A358768LAD5N/A$129,911.66
MERCEDES BENZ AUTO RECEIVABLES MBART 2015 1 A2B58772PAC2N/A$129,892.75
NISSAN AUTO RECEIVABLES OWNER NAROT 2014 B A365477WAC0N/A$129,860.10
Verizon Communications Sr Unsecured92343VCE2N/A$129,812.61
HYUNDAI AUTO RECEIVABLES TRUST HART 2015 A A344890WAC4N/A$129,780.32
ALLY AUTO RECEIVABLES TRUST ALLYA 2015 1 A202006YAB1N/A$129,744.55
World Omni Auto Receivables WOART 2015 B A2A98160YAB1N/A$129,712.05
Burlingtn North Santa Fe Fixed 3.4512189LAF8N/A$129,702.74
The Priceline Group Incorporated741503403PCLN$129,302.33
Structured Asset Securities Corporation Series 2006-rf3 Class 1a1863592AA9N/A$129,262.57
GOLDMAN SACHS GROUP INC SR UNSECURED 01/25 3.538148LAC0N/A$129,246.59
Altria Group Incorporated02209S103MO$129,150.74
VOLKSWAGEN AUTO LEASE TRUST VWALT 2015 A A392867VAD2N/A$129,029.74
DAIMLER FINANCE NA LLC COMPANY GUAR 144A 08/18 2.375233851BA1N/A$128,742.09
FIFTH THIRD AUTO TRUST FITAT 2014 2 A331679KAD2N/A$128,131.21
American Tower Corporation03027X100AMT$127,749.62
The Charles Schwab Corporation808513105SCHW$127,159.52
Union Electric CO906548CE0N/A$127,138.23
Wal-Mart Stores Incorporated931142103WMT$127,025.29
ALLINA HEALTH SYSTEM UNSECURED 11/45 4.80501959LAA0N/A$126,950.55
Msc_07-t2761754JAF5N/A$126,882.17
Linde AG574081907LIN$126,718.10
TIME WARNER INC COMPANY GUAR 07/25 3.6887317AW5N/A$126,064.75
TOYOTA AUTO RECEIVABLES OWNER TAOT 2015 B A2B89237CAC5N/A$126,060.15
Oracle Corporation68389X105ORCL$125,977.76
BANK OF NEW YORK MELLON SR UNSECURED 09/24 3.2506406HCX5N/A$125,915.43
McGraw Hill Financial, Incorporated580645109MHFI$125,863.95
PRES + FELLOWS OF HARVAR SR UNSECURED 10/31 3.529740816AK9N/A$125,629.89
WILLIAM CARTER COMPANY GUAR 08/21 5.2596926JAA5N/A$125,591.11
AT+T INC SR UNSECURED 05/46 4.7500206RCQ3N/A$125,447.92
IBM Corporation459200101IBM$125,112.21
AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2014 4 A303065JAD6N/A$124,619.14
First Republic Bank/San Francisco33616C100FRC$124,289.29
FORD CREDIT AUTO OWNER TRUST FORDO 2014 A A334530HAC4N/A$124,256.10
Chevron Corporation Sr Unsecured166764AH3N/A$124,026.64
CREDIT SUISSE NEW YORK SR UNSECURED 09/24 3.62522546QAP2N/A$123,647.65
DELL EQUIPMENT FINANCE TRUST DEFT 2015 1 A2 144A24703BAB1N/A$123,517.50
Donaldson Company Incorporated257651109DCI$123,376.71
Endurance Specialty HoldingsG30397106ENH$123,053.03
BAYER US FINANCE LLC COMPANY GUAR 144A 10/24 3.37507274EAG8N/A$122,662.50
Government National Mortgage Association21H030658N/A$122,552.19
Commonwealth Edison Company202795HN3N/A$122,423.11
Federal National Mortgage Association31392B6U5N/A$122,249.09
EMD FINANCE LLC COMPANY GUAR 144A 03/22 2.9526867LAG5N/A$122,230.07
Nippon Telegraph and Telephone Corporation664137007N/A$122,134.18
NTT Docomo Npv612927905N/A$122,061.86
TIPS912810FH6N/A$121,987.39
Sierra Pacific Power Company826418BD6N/A$121,110.80
Toyota Motor Credit Corp Sr Unsecured89233P5S1N/A$121,021.72
BANK OF NOVA SCOTIA SUBORDINATED 12/25 4.5064159HB5N/A$120,841.42
Jpmorgan Chase + CO Fixed46625HJA9N/A$120,817.31
Procter&gamble CO742718CB3N/A$120,652.27
CHASE ISSUANCE TRUST CHAIT 2014 A6 A6161571GP3N/A$120,175.09
TOYOTA AUTO RECEIVABLES OWNER TAOT 2015 C A2B89231TAC4N/A$119,947.98
Morgan Stanley Series Mtn617446H51N/A$119,869.81
Progressive Waste Solutions Common Stock74339G101BIN$119,807.80
SUNTRUST AUTO RECEIVABLES TRUS STAT 2015 1A A2 144A86803VAB5N/A$119,686.40
United Continental Holdings, Incorporated910047109UAL$119,551.92
WASTE MANAGEMENT INC COMPANY GUAR 03/25 3.12594106LBA6N/A$119,374.67
Federal National Mortgage Association31393U4Q3N/A$118,078.41
ARIZONA ST SCH FACS BRD COPS AZSEDU 09/19 FIXED 2.37804057PJQ2N/A$117,592.68
Federal National Mortgage Association31393EP37N/A$117,249.87
VALMONT INDUSTRIES INC COMPANY GUAR 10/44 5920253AF8N/A$117,093.18
Quintiles Transnational Hold Common Stock Usd.0174876Y101Q$116,883.50
FEDEX CORP COMPANY GUAR 01/24 431428XAY2N/A$116,473.49
TIPS912810FS2N/A$116,106.71
Marriott International Incorporated571903202MAR$115,307.02
Ww Grainger Incorporated384802104GWW$115,160.78
Amgen Incorporated031162100AMGN$114,822.17
SANTANDER DRIVE AUTO RECEIVABL SDART 2015 4 A2B80284MAC4N/A$114,710.82
CARGILL INC SR UNSECURED 144A 03/17 1.9141781BA1N/A$114,536.02
ACTAVIS FUNDING SCS COMPANY GUAR 03/35 4.5500507UAT8N/A$113,855.97
Linear Technology Corporation535678106LLTC$113,803.96
ORACLE CORP SR UNSECURED 07/24 3.468389XAU9N/A$113,387.85
TIPS912810PZ5N/A$113,116.36
The Goldman Sachs Group, Incorporated38141GGS7N/A$111,922.26
CNH EQUIPMENT TRUST CNH 2014 B A312623PAC0N/A$111,761.07
NEWFIELD EXPLORATION CO SR UNSECURED 07/24 5.625651290AQ1N/A$111,598.78
JC Penney Company Incorporated708160106JCP$111,339.78
Verisk Analytics, Incorporated92345Y106VRSK$111,195.13
PETROLEOS MEXICANOS US GOVT GUAR 02/24 2.2971654QBP6N/A$110,683.46
TIPS912810QV3N/A$110,460.47
HD SUPPLY HOLDINGS INC COMMON STOCK USD.0140416M105HDS$110,458.81
PACIFIC LIFECORP SR UNSECURED 144A 02/20 6694476AC6N/A$110,213.63
Diageo PLC ADR25243Q205DEO$110,195.54
CHEVRON CORP SR UNSECURED 02/17 VAR166764AS9N/A$109,570.32
Boston Properties Incorporated Fixed10112RAQ7N/A$109,335.68
TIPS912810PS1N/A$109,035.08
ORACLE CORP SR UNSECURED 05/22 2.568389XBB0N/A$108,966.93
COLLEGE LOAN CORPORATION TRUST COLLE 2004 1 A4194262CE9N/A$108,770.95
HSBC USA INC SR UNSECURED 08/18 VAR40428HPW6N/A$108,767.29
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2007 LDPX A1A46630JAD1N/A$107,860.56
Federal Home Loan Mortgage Company02R032638N/A$107,776.86
Lloyds Banking Group PLC Ord Gbp0.25087061008LLOY$107,647.33
U.S. Treasury Bond - Inflation Protected912810PV4N/A$107,184.36
PETROLEOS MEXICANOS COMPANY GUAR 01/45 6.37571654QBR2N/A$106,807.85
FORD CREDIT AUTO OWNER TRUST FORDO 2014 B A334530KAB9N/A$106,791.20
LKQ Corporation501889208LKQ$106,561.69
GS MORTGAGE SECURITIES TRUST GSMS 2013 GC10 AAB36192CAF2N/A$105,895.75
Pebblebrook Hotel Trust Common Stock70509V100PEB$105,875.38
France Telecom517617908ORA$105,848.16
GS MORTGAGE SECURITIES TRUST GSMS 2013 GC12 AAB36197XAL8N/A$105,796.87
Liberty Global PLC A Common Stock Usd.01G5480U104LBTYA$105,762.35
MASS INSTITUTE OF TECH UNSECURED 07/38 3.959575718AE1N/A$105,652.56
Netflix, Incorporated64110L106NFLX$105,403.87
Schlumberger Limited806857108SLB$105,180.04
FLORIDA GAS TRANSMISSION SR UNSECURED 144A 07/25 4.35340711AW0N/A$104,784.54
Arm Holdings PLC Spons ADR ADR Npv042068106ARMH$104,748.35
TENCENT HOLDINGS LTD UNS ADR ADR88032Q109TCEHY$104,645.41
Deutsche Boerse702196908N/A$104,152.07
WI Infl Idx N/b Fixed912828MF4N/A$104,101.79
Biogen Idec Incorporated09062X103BIIB$104,031.20
Government National Mortgage Association21H030633N/A$103,731.19
TOYOTA AUTO RECEIVABLES OWNER TAOT 2014 B A389231RAC8N/A$103,451.09
Rockwell Collins Incorporated774341101COL$102,875.15
Splunk Incorporated Common Stock848637104SPLK$102,038.33
Conocophillips20825TAA5N/A$101,972.30
TRANS ALLEGHENY INTERSTA SR UNSECURED 144A 06/25 3.85893045AE4N/A$101,090.10
LOCKHEED MARTIN CORP SR UNSECURED 01/26 3.55539830BH1N/A$101,013.96
Vertex Pharmaceuticals Incorporated92532F100VRTX$100,620.94
CAPITAL ONE MULTI ASSET EXECUT COMET 2014 A2 A214041NEP2N/A$100,115.11
TOTAL CAPITAL INTL SA COMPANY GUAR 01/24 3.789153VAG4N/A$99,901.57
HONDA AUTO RECEIVABLES OWNER T HAROT 2014 4 A343814JAC8N/A$99,892.83
U.S. Bancorp Subordinated 2.9591159JAA4N/A$99,779.72
HP ENTERPRISE CO SR UNSECURED 144A 10/17 2.4542824CAA7N/A$99,765.34
WI Treasury Sec912828UR9N/A$99,707.27
AIG GLOBAL FUNDING SR SECURED 144A 12/17 1.6500138CAA6N/A$99,664.53
MORGAN STANLEY SUBORDINATED 04/27 3.9561761JZN2N/A$99,409.21
Danone Eur0.25B1Y9TB906BN$99,368.07
COLUMBIA PIPELINE GROUP COMPANY GUAR 144A 06/18 2.45198280AA7N/A$99,232.31
Simon Property Group Incorporated828806109SPG$98,999.58
TOWD POINT MORTGAGE TRUST TPMT 2015 6 A1 144A89172RAA3N/A$97,681.50
Union Pacific Corp907818DB1N/A$97,657.29
VORNADO REALTY LP SR UNSECURED 06/19 2.5929043AH0N/A$97,513.27
Parker Hannifin Corporation Series Mtn70109HAH8N/A$97,202.82
Palo Alto Networks Incorporated Common Stock Usd.0001697435105PANW$96,924.51
ServiceMaster Global Holdings, Incorporated81761R109SERV$96,657.74
Olympus Corp Npv665880001N/A$96,512.74
Union Pacific Corporation907818CZ9N/A$96,476.83
SHELL INTERNATIONAL FIN COMPANY GUAR 05/25 3.25822582BD3N/A$95,965.20
SANTANDER DRIVE AUTO RECEIVABL SDART 2015 3 A2A80284LAB8N/A$95,667.93
Kohl's Corporation500255104KSS$95,575.71
Alabama Power Company010392DZ8N/A$95,166.29
Kellogg Company487836BB3N/A$94,710.57
Unilever PLC Ord Gbp0.031111B10RZP905ULVR$94,562.80
FED HM LN PC POOL G07786 FG 08/44 FIXED 43128M96X5N/A$94,113.76
Actelion Chf0.5 (regd)(post Subd)B1YD5Q900ATLN$94,110.60
Avalonbay Communities In Sr Unsecured 2.9505348EAQ2N/A$93,452.29
Red Hat, Incorporated756577102RHT$92,962.78
GM FINANCIAL AUTOMOBILE LEASIN GMALT 2014 1A A3 144A361894AE8N/A$92,653.07
Under Armour, Incorporated904311107UA$92,628.32
United Technologies Corp Sr Unsecured913017BV0N/A$92,082.25
Fortinet Incorporated Common Stock34959E109FTNT$91,731.10
CATERPILLAR FINL SERVICE SR UNSECURED 11/18 1.814912L6M8N/A$91,123.35
Beiersdorf AG Npv510740905BEI$91,109.62
MAGELLAN MIDSTREAM PARTN SR UNSECURED 03/26 5559080AK2N/A$91,058.68
Ecolab Inc.278865AK6N/A$90,989.47
CHARLES SCHWAB CORP SR UNSECURED 07/18 2.2808513AJ4N/A$90,949.63
BEAR STEARNS COMMERCIAL MORTGA BSCMS 2007 PW16 A1A07388YAF9N/A$90,744.60
PIONEER NATURAL RESOURCE SR UNSECURED 01/26 4.45723787AM9N/A$90,378.45
Cardinal Health Incorporated14149YAU2N/A$90,214.92
Abb Treasury Center Usa Fixed00038AAA1N/A$90,199.28
Canadian National Railway Company136375BU5N/A$90,148.02
Teck Resources Ltd878744AA9N/A$90,130.09
Diageo Capital PLC25243YAR0N/A$90,116.55
At+t Incorporated Sr Unsecured00206RBC5N/A$90,091.38
Unilever N.V.904784709UN$90,091.16
JOHNSON + JOHNSON SR UNSECURED 03/19 VAR478160BW3N/A$89,996.60
APPLE INC SR UNSECURED 05/17 0.9037833BB5N/A$89,990.94
MERCK + CO INC SR UNSECURED 02/17 VAR58933YAN5N/A$89,952.27
EXXON MOBIL CORPORATION SR UNSECURED 02/18 VAR30231GAS1N/A$89,916.94
PEPSICO INC SR UNSECURED 07/17 VAR713448CV8N/A$89,914.69
SOUTHERN CAL EDISON 1ST REF MORT 05/17 1.125842400GB3N/A$89,899.85
KRAFT HEINZ FOODS CO COMPANY GUAR 144A 06/17 1.6423074BB8N/A$89,820.10
ORACLE CORP SR UNSECURED 07/17 VAR68389XAT2N/A$89,809.58
CISCO SYSTEMS INC SR UNSECURED 06/18 VAR17275RAY8N/A$89,803.19
Northrop Grumman Corporation Sr Unsecured 1.75666807BF8N/A$89,764.98
Sherwin-williams Company (the)824348AP1N/A$89,762.10
Praxair Incorporated Sr Unsecured74005PBC7N/A$89,556.55
BANK OF NOVA SCOTIA SR UNSECURED 06/18 VAR064159GN0N/A$89,532.09
GE EQUIPMENT SMALL TICKET LLC GEEST 2014 1A A3 144A36163LAC4N/A$89,430.61
SHELL INTERNATIONAL FIN COMPANY GUAR 05/17 VAR822582BL5N/A$89,376.27
TORONTO DOMINION BANK SR UNSECURED 07/18 VAR89114QB72N/A$89,325.82
Volkswagon Auto Lease Trust Vwalt 2014 A A392867QAD3N/A$89,208.63
U.S. Treasury N/b912828M56N/A$89,113.75
FNMA POOL AS6175 FN 11/45 FIXED 3.53138WF2H8N/A$88,951.83
Level 3 Communications Incorporated Common Stock Usd.0152729N308LVLT$88,814.03
General Mills Incorporated370334BB9N/A$88,600.01
The Western Union Company959802109WU$87,525.87
Intl Consolidated Airlines Common Stock Eur.5B5M6XQ908IAG$85,885.14
Tenaska Alabama Ii Pt Ser 144a88031NAA5N/A$85,533.14
NY + PRESBYTERIAN HOSPIT UNSECURED 08/45 4.024649322AA2N/A$85,430.39
BT Group plc309135903N/A$85,363.96
PROLOGIS LP COMPANY GUAR 11/25 3.7574340XBE0N/A$85,343.51
Florida Power Corporation341099CG2N/A$85,241.26
General Electric Capital Corporation Series Mtn36962G3H5N/A$85,222.23
VOLVO FINANCIAL EQUIPMENT LLC VFET 2014 1A A3 144A92887FAC5N/A$84,539.80
JOHN DEERE OWNER TRUST JDOT 2014 A A347787VAC5N/A$84,251.22
FED HM LN PC POOL S074893132J0F51N/A$84,021.53
WI Treasury Sec Fixed912810QP6N/A$84,007.69
Burlington North Santa Fe Corporation12189TAY0N/A$83,833.76
Honeywell International Incorporated438516106HON$83,564.85
Avalonbay Communities Incorporated Series Mtn05348EAM1N/A$83,276.03
HALLIBURTON CO SR UNSECURED 11/25 3.8406216BG5N/A$83,188.95
Imperial Tobacco Ord Gbp0.10045449907IMB$82,961.23
Brinker International, Incorporated109641100EAT$82,926.93
Swiss Re Ltd Common StockACI00MQT5SREN$82,699.15
CARMAX AUTO OWNER TRUST CARMX 2014 1 A314313QAC9N/A$82,698.89
Whirlpool Corporation963320106WHR$82,415.49
SOUTHWESTERN ENERGY CO SR UNSECURED 01/25 4.95845467AL3N/A$82,126.73
Bae Systems Ord Gbp0.025026349902N/A$82,117.77
US TREASURY N/B 02/23 1.5912828P79N/A$81,977.89
Zodiac Aerospace Npv729433904ZC$81,833.95
QUALCOMM Incorporated747525103QCOM$81,674.23
FREDDIEMAC STRIP FHS 300 3003132HTK88N/A$81,473.36
Wpp PLC Common Stock Gbp.1B8KF9B904WPP$81,341.31
Sanofi S.A.567173901SAN$80,962.67
Royal Dutch Shell plcB03MM4906RDSB$80,569.26
FNMA POOL AS5190 FN 06/45 FIXED 3.53138WEXU8N/A$80,487.16
United Technologies Corporation913017109UTX$80,408.72
Cintas Corporation No 2 Fixed 2.8517252MAJ9N/A$80,365.04
ENTERGY MISSISSIPPI INC 1ST MORTGAGE 06/16 3.2529364NAQ1N/A$80,196.88
BANK OF THE WEST AUTO TRUST BWSTA 2015 1 A2B 144A065607AH6N/A$79,986.87
Mondelez International Incorporated A Common Stock Npv609207105MDLZ$79,967.54
CHESTER CNTY PA CHE 05/16 FIXED 0.585165573B70N/A$79,929.36
EATON CORP COMPANY GUAR 11/17 1.5278062AB0N/A$79,573.21
U.S. Treasury Bond - Inflation Protected912828LA6N/A$78,685.18
Baidu, Incorporated, ADR056752108BIDU$78,285.54
Conn Light & Power Nu 5 Series A207597DW2N/A$78,021.01
ROYAL BANK OF CANADA SUBORDINATED 01/26 4.65780082AD5N/A$78,017.97
CATERPILLAR FINANCIAL SE SR UNSECURED 11/23 3.7514912L5X5N/A$77,883.92
HONDA AUTO RECEIVABLES OWNER T HAROT 2014 1 A343813JAC9N/A$77,574.78
Biostime International Holdi Common Stock Hkd.01B4ZB3G901N/A$77,475.28
G-III Apparel Group, Limited36237H101GIII$77,409.34
Nitto Denko Corporation664180007N/A$77,329.82
Baker Hughes Incorporated057224107BHI$77,305.95
AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2014 1 A303064LAC4N/A$77,143.49
WESTAR ENERGY INC 1ST MORTGAGE 01/17 5.1595709TAB6N/A$76,998.72
MarketAxess Holdings Incorporated57060D108MKTX$76,911.71
BURLINGTN NORTH SANTA FE SR UNSECURED 09/24 3.412189LAT8N/A$76,717.70
BANK OF AMERICA CORP SR UNSECURED 01/19 2.606051GEX3N/A$76,700.47
Duke Realty LP26441YAW7N/A$76,060.19
Citrix Sytems, Incorporated177376100CTXS$75,826.99
SBA Communications Corporation78388J106SBAC$75,677.57
Toyota Motor Corporation690064001N/A$75,446.65
Eli Lilly & Company532457108LLY$75,179.25
JOHN DEERE CAPITAL CORP SR UNSECURED 01/19 VAR24422ETD1N/A$75,034.42
Mcdonalds Corporation58013MEB6N/A$74,664.92
GOLDMAN SACHS GROUP INC SUBORDINATED 10/25 4.2538141GVR2N/A$74,189.12
UNIV OF NORTH CAROLINA NC AT C UNCHGR 12/36 FIXED 3.327914713P22N/A$73,943.61
THERMO FISHER SCIENTIFIC SR UNSECURED 02/22 3.3883556BH4N/A$73,878.16
FANNIE MAE FNR 2012 112 DA3136A84G2N/A$73,523.99
FNMA POOL AL7081 FN 07/29 FIXED VAR3138EP2P8N/A$73,130.23
Akzo Nobel N.V.545831901AKZA$73,009.59
Occidental Petroleum Corporation674599105OXY$72,983.00
FNMA POOL 310152 FN 02/44 FIXED VAR31374CQD1N/A$71,796.69
Tsy Infl Ix N/b 02/43 0.625912810RA8N/A$71,652.30
VENTAS REALTY LP COMPANY GUAR 02/25 3.592277GAE7N/A$71,588.26
HSBC BANK PLCBYRPPW904N/A$71,551.86
Bank of America Na06051GEQ8N/A$71,537.83
TOYOTA AUTO RECEIVABLES OWNER TAOT 2014 A A389231MAC9N/A$71,501.71
NISSAN AUTO RECEIVABLES OWNER NAROT 2014 A A365477PAC5N/A$70,904.51
CIT EDUCATION LOAN TRUST CITEL 2005 1 A312556PAC1N/A$70,776.06
Acadia Healthcare Company, Incorporated, Common Stock00404A109ACHC$70,757.13
CANADIAN PACIFIC RR CO SR UNSECURED 02/25 2.913645RAS3N/A$70,574.37
Novartis Limited AG710306903NOVN$70,236.89
UNITEDHEALTH GROUP INC SR UNSECURED 07/17 1.4591324PCK6N/A$70,046.10
ARIZONA ST SCH FACS BRD COPS AZSEDU 09/16 FIXED 0.94504057PJP4N/A$69,964.07
Dow Chemical Company260543103DOW$69,882.93
NEW YORK LIFE GLOBAL FDG SECURED 144A 11/18 1.5564952WCB7N/A$69,666.56
HYUNDAI AUTO RECEIVABLES TRUST HART 2014 A A344890RAC5N/A$69,640.14
Ngk Insulators Jpy50661950006N/A$69,489.10
FED HM LN PC POOL V82211 FG 02/46 FIXED 3.53132L7N47N/A$69,336.70
FNMA01F032641N/A$69,133.72
U.S. Treasury Bond - Inflation Protected912828JX9N/A$68,756.97
Grupo Televisa, S.A.B.40049J206TV$68,664.62
JOHNSON MATTHEY PLC COMMON STOCK GBP1.109245BZ4BQC900JMAT$68,519.67
Time Warner Incorporated Company Guar887317AQ8N/A$68,233.91
Marathon Oil Corporation565849AD8N/A$67,838.31
U.S. Bancorp902973304USB$67,759.27
JPMORGAN CHASE + CO SR UNSECURED 03/21 2.5546625HQJ2N/A$66,999.14
FORD CREDIT AUTO OWNER TRUST/F FORDR 2016 1 A 144A34530UAA9N/A$66,841.61
MEDTRONIC INC COMPANY GUAR 03/22 3.15585055BR6N/A$66,766.29
United States Treas Bds 02/40 Fixed912810QF8N/A$66,541.74
PACIFICORP 1ST MORTGAGE 07/25 3.35695114CS5N/A$66,472.66
Lowe's Companies, Incorporated548661107LOW$66,113.31
KeyCorp493267108KEY$66,043.88
Charter Communication-a16117M305CHTR$65,278.36
ALLY AUTO RECEIVABLES TRUST LE ALLYL 2014 SN1 A302006NAC3N/A$65,035.57
AvalonBay Communities Incorporated053484101AVB$64,961.71
Proofpoint, Incorporated743424103PFPT$64,864.32
Wesco International Incorporated95082P105WCC$64,857.25
U.S. Treasury N/b912828N22N/A$64,418.80
VONOVIA SE COMMON STOCKBBJPFY900VNA$64,327.29
Jp Morgan Chase & Company46625HGY0N/A$64,304.58
FNMA POOL AT5892 FN 06/43 FIXED 33138WTRN8N/A$64,239.94
Hilton Worldwide Holdings In Common Stock Usd.0143300A104HLT$64,024.30
Intuitive Surgical Inccomm46120E602ISRG$63,841.79
Public Storage Inc.74460D109PSA$63,765.28
CITIGROUP INC SR UNSECURED 04/25 3.3172967JP7N/A$63,575.13
HOWARD HUGHES MEDICAL IN SR UNSECURED 09/23 3.544266RAC1N/A$63,545.02
US TREASURY N/B 02/21 2912828B90N/A$63,480.17
Daimler AG552902900DAI$63,480.10
Ono Pharmaceutical Jpy50666010004N/A$63,478.50
Axalta Coating Systems LimitedG0750C108AXTA$63,419.51
Magna International Incorporated?Cl A559222955MG$62,937.99
Eni S.p.A714505906ENI$62,931.50
Perrigo Co PLC Common Stock NpvG97822103PRGO$62,803.02
FED HM LN PC POOL V82126 FG 12/45 FIXED 3.53132L7LF4N/A$62,532.81
BMW VEHICLE LEASE TRUST BMWLT 2014 1 A305579UAC7N/A$62,260.96
Wirecard AG Npv750892903WDI$62,144.11
EOG Resources, Incorporated26875P101EOG$61,859.15
CVS HEALTH CORP SR UNSECURED 07/22 3.5126650CK4N/A$61,733.08
Devon Energy Corporation25179M103DVN$61,193.37
Lockheed Martin Corporation539830109LMT$61,011.23
WellCare Health Plans, Incorporated94946T106WCG$60,642.97
Weatherford Bermuda Company Guar94707VAC4N/A$60,357.61
Baxter International Incorporated071813BD0N/A$60,240.39
AMERICAN HONDA FINANCE SR UNSECURED 09/20 2.4502665WAZ4N/A$60,228.59
FNMA POOL AH4793 FN 02/41 FIXED 43138A6KF6N/A$60,217.30
CHIPPEWA VLY MI SCHS CPVSCD 05/17 FIXED 1.18170016YU7N/A$60,131.05
Government National Mortgage Association36225AVT4N/A$60,001.65
AMERICAN HONDA FINANCE SR UNSECURED 05/17 0.9502665WAV3N/A$59,744.35
FNMA POOL AL7427 FN 12/44 FIXED VAR3138EQHD7N/A$59,708.28
GNMA II POOL MA2839 G2 05/45 FLOATING VAR36179REL9N/A$59,451.20
Exxon Mobil Corporation Sr30231GAP7N/A$59,349.63
Pernod Ricard Npv468232004RI$59,129.67
Carnival PLC Ord Usd1.66312152903CCL$58,894.99
ITC HOLDINGS CORP SR UNSECURED 06/24 3.65465685AJ4N/A$58,543.48
Avista Corp05379B107AVA$58,411.16
Reckitt Benckiser Group plcB24CGK904RB$58,409.71
MILWAUKEE CNTY WI MLW 12/28 FIXED 6.84602245UM2N/A$58,343.13
Royal Caribbean Cruises LimitedV7780T103RCL$58,262.51
Time Warner Cable Incorporated?Cl A88732J207TWC$57,826.75
Canadian National Railway Company136375BM3N/A$57,664.36
BANK OF AMERICA CORP SUBORDINATED 04/25 3.9506051GFP9N/A$57,223.27
MORGAN STANLEY SR UNSECURED 07/25 46174468C6N/A$57,142.06
E.I. du Pont De Nemours & Company263534109DD$57,072.99
Belden Cdt Incorporated077454106BDC$57,015.86
INTERCONTINENTAL HOTELS GROU COMMON STOCK GBP.158055ACI08MBH9IHG$56,884.49
Time Warner Incorporated887317303TWX$56,622.18
Super Micro Computer Incorporated86800U104SMCI$56,093.94
AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2013 5 A303065EAD7N/A$55,902.22
FNMA POOL AB9030 FN 04/43 FIXED 331417GA89N/A$55,831.62
Credit Suisse Mortgage Capital Certification Series 2007-c1 Class Aab22545XAC7N/A$55,728.65
DEVON ENERGY CORPORATION SR UNSECURED 12/25 5.8525179MAV5N/A$55,711.93
Icon PLC Common Stock Eur.06G4705A100ICLR$55,702.65
NextEra Energy, Incorporated65339F101NEE$55,586.49
VERIZON COMMUNICATIONS SR UNSECURED 11/24 3.592343VCR3N/A$55,399.75
MARSH + MCLENNAN COS INC SR UNSECURED 10/18 2.55571748AT9N/A$55,184.16
Thermo Fisher Scientific Incorporated883556102TMO$55,161.05
HealthEquity, Incorporated, Common Stock42226A107HQY$55,157.26
ACE INA HOLDINGS COMPANY GUAR 11/22 2.87500440EAU1N/A$55,145.45
Equity Commonwealth Reit294628102EQC$54,744.02
Loreal Eur0.2405780909OR$54,528.40
Canadian Pacific Railway Limited13645T100CP$54,358.20
Ally Master Owner Trust Amot 2012 5 A02005ACW6N/A$54,316.13
EMC Corporation268648102EMC$54,200.16
RSP PERMIAN INC COMMON STOCK USD.0174978Q105RSPP$53,848.88
BP CAPITAL MARKETS PLC COMPANY GUAR 02/24 3.81405565QCP1N/A$53,826.47
Fiserv Incorporated Fixed 4.75337738AL2N/A$53,489.74
General Growth Properties370023103GGP$53,329.30
The Goldman Sachs Group Incorporated38141GFG4N/A$53,265.10
Newmont Mining Corporation651639106NEM$53,056.08
Scholastic Corporation807066105SCHL$52,889.78
The Kroger Company501044101KR$52,700.60
Sainsbury(j) Ord Gbp0.28571428 (post RecB019KW907SBRY$52,569.75
Swedbank Ab Ser A Npv484652904SWEDA$52,441.76
On Assignment, Incorporated682159108ASGN$52,333.39
Employers Holdings Incorporated292218104EIG$52,284.83
FED HM LN PC POOL G08693 FG 02/46 FIXED 3.53128MJXX3N/A$52,176.91
Ford Motor Company345370860F$52,166.90
Sk Telecom Krw500622487908N/A$51,814.87
Western Alliance Bancorp957638109WAL$51,766.07
Total S.A.B15C55900FP$51,762.03
FIFTH THIRD AUTO TRUST FITAT 2014 1 A331679JAC7N/A$51,751.56
Target Corporation87612E106TGT$51,704.83
Morgan Stanley Sr Unsecured 4.7561747YDT9N/A$51,592.24
Sprouts Farmers Market, Incorporated85208M102SFM$51,211.47
Gas Natural Sdg Eur1565042900GAS$50,954.38
Express Scripts Holding Company30219G108ESRX$50,920.67
Boston Properties Incorporated101121101BXP$50,813.91
Burlington Northern Santa Fe LLC12189LAL5N/A$50,627.45
Kimberly-Clark Corporation494368103KMB$50,601.23
Talmer Bancorp Inc CL A Common Stock USD1.087482X101TLMR$50,590.04
FNMA POOL AL7884 FN 11/35 FIXED VAR3138EQXN7N/A$50,373.81
BAE SYSTEMS HOLDINGS INC COMPANY GUAR 144A 10/24 3.805523UAK6N/A$50,344.75
Fed Hm Ln Pc Pool G15226 Fg Fixed3128MEA35N/A$50,285.26
WESTROCK CO COMMON STOCK96145D105WRK$50,254.69
VISA INC SR UNSECURED 12/17 1.292826CAA0N/A$50,117.20
AMERICAN HONDA FINANCE SR UNSECURED 10/16 1.12502665WAB7N/A$50,058.96
AMERICAN HONDA FINANCE SR UNSECURED 02/19 VAR02665WBB6N/A$50,017.40
BECTON DICKINSON AND CO SR UNSECURED 12/17 1.8075887BD0N/A$50,016.95
MORGAN STANLEY SR UNSECURED 10/24 3.761761JVL0N/A$49,900.40
Roper Industries Incorporated Sr Unsecured 1.85776696AD8N/A$49,867.43
Generac Holdings Incorporated368736104GNRC$49,867.26
Bank of America Corporation Sr Unsecured 2.06051GET2N/A$49,778.72
XCEL ENERGY INC SR UNSECURED 06/17 1.298389BAQ3N/A$49,777.02
FNMA POOL AY8429 FN 08/45 FIXED 3.53138YNLK1N/A$49,608.00
Mentor Graphics Corporation587200106MENT$49,454.13
LIBERTY PROPERTY LP SR UNSECURED 04/25 3.7553117CAR3N/A$49,110.11
Delhaize Group Npv426211009DELB$49,108.14
CITIGROUP INC SUBORDINATED 06/25 4.4172967JT9N/A$49,107.90
GNMA II POOL MA3311 G2 12/45 FIXED 436179RVC0N/A$49,018.03
KRAFT HEINZ CO/THE COMMON STOCK USD.01500754106KHC$48,994.23
Henkel AG + CO Kgaa Non Vtg Prf Npv507670909N/A$48,940.84
Ramco-gershenson Propertie751452202RPT$48,893.51
GRIFOLS SA ADR ADR398438408GRFS$48,828.21
FED HM LN PC POOL Q38859 FG 02/46 FIXED 3.53132QVZZ7N/A$48,772.54
VALSPAR CORP/THE SR UNSECURED 02/25 3.3920355AH7N/A$48,574.55
AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2014 3 A02582JGU8N/A$48,547.42
Koninklijke Ahold NV Common Stock EUR.01ACI081R62AH$48,418.35
Celestica Inc15101Q108CLS$48,345.48
Great Western Bancorp Inc Common stock USD.01391416104GWB$48,115.01
Quad Graphics Incorporated Common Stock747301109QUAD$47,913.08
Telenet Grp Hldg NpvB0LKSK908TNET$47,695.97
Muenchener Rueckver AG529412900N/A$47,662.07
Air Lease Corp Common Stock Usd.0100912X302AL$47,614.40
Primerica Incorporated Common Stock74164M108PRI$47,415.40
Scor S.e. Eur7.876972 (post Cons)B1LB9P906SCR$47,288.68
Phillips 66718546104PSX$47,132.79
Nissan Motor CO Npv664286002N/A$46,927.67
CHRYSLER CAPITAL AUTO RECEIVAB CCART 2014 AA A3 144A17119XAC3N/A$46,890.30
Ucb Npv559699905UCB$46,515.27
IMAX Corporation45245E109IMAX$46,508.98
The Spectranetics Corporation84760C107SPNC$46,473.98
UNITED MEXICAN STATES SR UNSECURED 01/26 4.12591086QBG2N/A$46,315.14
LVMH Eur0.30406141903MC$46,214.77
Monsanto Company61166W101MON$46,172.84
Jabil Circuit Incorporated466313103JBL$45,891.61
Webster Financial Corp947890109WBS$45,832.95
ALLY AUTO RECEIVABLES TRUST ALLYA 2013 2 A302006MAC5N/A$45,760.86
Sterling Bancorp/De Common Stock85917A100STL$45,719.56
Renasant Corp75970E107RNST$45,717.12
Highwoods Properties Inc431284108HIW$45,703.70
KT&G Corporation617507900N/A$45,640.37
Interxion Holding N.V. Common StockN47279109INXN$45,619.12
Corporate Office Propertie22002T108OFC$45,556.04
Renault (regie Nationale) Eur3.81471279901RNO$45,516.62
NEVRO CORP COMMON STOCK USD.00164157F103NVRO$45,495.05
PAYPAL HOLDINGS INC COMMON STOCK USD.000170450Y103PYPL$45,363.30
Swiss Life Holding AG Chf17(regd)743780900SLHN$45,320.94
U.S. Treasury Bond - Inflation Protected912828HN3N/A$45,318.64
SPS Commerce, Incorporated78463M107SPSC$45,301.90
FNMA31418AJY5N/A$45,173.25
Credit Suisse Group AG717158901CSGN$45,100.18
Privatebancorp Incorporated742962103PVTB$45,023.71
Impact Funding LLC 01/51 Var45257HAA5N/A$44,990.30
ALLY AUTO RECEIVABLES TRUST LE ALLYL 2014 SN2 A2B02006UAC7N/A$44,968.44
Bankunited Incorporated06652K103BKU$44,834.04
Randgold Resources Limited752344309GOLD$44,832.24
Baloise Hldgs Chf0.1 Regd712459908BALN$44,650.90
Zurich Insurance Group Limited598381903ZURN$44,641.61
General Motors CO Common Stock Usd.0137045V100GM$44,602.50
INOGEN INC COMMON STOCK USD.00145780L104INGN$44,567.41
Dominion Resources Incorporated25746U109D$44,533.30
Cirrus Logic Incorporated172755100CRUS$44,492.36
Capital Auto Receivables Asset Afin 2015 3 A1A 144A13974HAA5N/A$44,239.49
Qlik Technologies Incorporated Common Stock74733T105QLIK$43,976.51
Resona Holdings Incorporated Npv642155907N/A$43,800.78
Cynosure Incorporated232577205CYNO$43,662.94
WORLDPAY GROUP PLC COMMON STOCK GBP.03BYYK2V904WPG$43,495.64
FNMA POOL AL6996 FN 03/43 FIXED VAR3138EPX25N/A$43,427.09
DSW Incorporated23334L102DSW$43,377.27
FNMA POOL MA1865 FN 04/44 FIXED 4.531418BCB0N/A$43,332.24
General Dynamics Corporation369550108GD$43,322.74
Chemtura Corp163893209CHMT$43,251.51
Investors Bancorp Inc.46146L101ISBC$43,203.84
NOBLE CORP PLC COMMON STOCK USD.01G65431101NE$43,179.48
Stifel Financial Corpcommo860630102SF$42,932.51
Taiwan Semiconductor Manufacturing Company Limited688910900N/A$42,803.92
Horace Mann Educators Corporation440327104HMN$42,751.00
PARSLEY ENERGY INC CLASS A COMMON STOCK USD.01701877102PE$42,615.13
REPUBLIC OF SLOVENIA SR UNSECURED 144A 02/24 5.25831594AG1N/A$42,306.87
Ensco PLC Fixed29358QAA7N/A$42,235.65
Caterpillar Incorporated149123101CAT$42,170.11
Blackrock Incorporated09247X101BLK$42,143.81
Rpc Incorporated749660106RES$42,111.83
Microsemi Corporation595137100MSCC$41,836.29
Automatic Data Processing, Incorporated053015103ADP$41,787.86
Thor Industries Inc885160101THO$41,743.60
Government Natl Mtg Assn21H032639N/A$41,691.89
Host Marriott Corp.44107P104HST$41,657.40
Bank of New York Mellon Corporation064058100BK$41,381.20
KITE REALTY GROUP TRUST REIT USD.0149803T300KRG$41,340.88
VERIZON COMMUNICATIONS SR UNSECURED 08/46 4.86292343VCK8N/A$41,254.24
Mizuho Financial Group, Incorporated, GB NPV659101901N/A$40,809.15
Portland General Electric Company736508847POR$40,663.19
FNMA POOL BC0206 FN 02/46 FIXED 3.53140EUGQ6N/A$40,617.09
Wabco Holdings Incorporated92927K102WBC$40,587.97
Urban Outfitters Incorporated917047102URBN$40,579.81
New Aetna Inc00817Y108AET$40,524.78
Schulman A Inc808194104SHLM$40,419.32
Tencent Holdings Limited Common StockBMMV2K903N/A$40,409.60
Autoliv, Inc.524737905ALIV$40,363.05
Pinnacle Financial Partners72346Q104PNFP$40,358.21
WageWorks, Incorporated930427109WAGE$40,311.38
Halliburton Company406216101HAL$40,244.59
Goldman Sachs Capital Ii381427AA1N/A$40,213.78
Apogee Enterprises, Inc.037598109APOG$40,212.72
Goldman Sachs Group Incorporated Sr Unsecured38141GRC0N/A$40,205.38
XCERRA CORP COMMON STOCK USD.0598400J108XCRA$40,131.90
Lend Lease Group Npv651200008LLC$40,045.70
Bancorpsouth Incorporated059692103BXS$39,937.37
Morgan Stanley617446448MS$39,908.64
SLM STUDENT LOAN TRUST SLMA 2007 3 A378443YAC0N/A$39,897.84
CITIGROUP INC SR UNSECURED 11/17 1.85172967JE2N/A$39,834.56
CISCO SYSTEMS INC SR UNSECURED 02/21 2.217275RBD3N/A$39,609.04
U.S. Treasury Bond912810FQ6N/A$39,602.07
BANK OF AMERICA CORP SUBORDINATED 03/26 4.4506051GFU8N/A$39,580.36
Integrated Device Technology458118106IDTI$39,521.18
Associated Banc-corp045487105ASB$39,330.29
FED HM LN PC POOL C91859 FG 12/35 FIXED 3.53128P8B42N/A$39,242.88
Argan Incorporated04010E109AGX$38,954.83
Volkswagen AG549710903VOW$38,714.53
Plexus Corporation729132100PLXS$38,545.55
American Axle & Manufacturing, Incorporated024061103AXL$38,486.25
FedEx Corporation31428X106FDX$38,457.40
AVIS BUDGET RENTAL CAR FUNDING AESOP 2013 1A A 144A05377RBD5N/A$38,379.75
Ventas Incorporated92276F100VTR$38,313.54
McKesson Corporation58155Q103MCK$38,310.91
Select Medical Holdings Corp81619Q105SEM$38,075.01
Wintrust Financial Corporation97650W108WTFC$37,801.40
Gsms_11-gc536191YAZ1N/A$37,674.00
GRIFOLS SA COMMON STOCK EUR.25BYY3DX906GRF$37,577.09
Envestnet, Incorporated29404K106ENV$37,529.10
Northrop Grumman Corporation666807102NOC$37,505.57
General Mills Incorporated370334104GIS$37,451.77
Capital One Financial Corporation14040H105COF$37,413.73
ExamWorks Group, Incorporated30066A105EXAM$37,371.57
Oxford Industries691497309OXM$37,360.96
Q2 Holdings Inc Common Stock74736L109QTWO$37,301.20
Infinera Corporation45667G103INFN$37,276.98
Ulta Salon Cosmetics & Fragrance Incorporated90384S303ULTA$37,245.15
PNM Resources, Incorporated69349H107PNM$37,206.17
BASF SE Common Stock NPVACI0054Q2BAS$37,160.18
Smurfit Kappa Group PLC Ord Eur0.001 (wi)B1RR82907SKG$37,013.57
Mitsui + CO Npv659730006N/A$36,984.49
State Street Corp857477AH6N/A$36,975.79
FCB FINANCIAL HOLDINGS CL A COMMON STOCK USD.00130255G103FCB$36,959.09
FORD CREDIT FLOORPLAN MASTER O FORDF 2015 2 A234528QDX9N/A$36,768.20
Kindred Healthcare Inc494580103KND$36,739.55
FED HM LN PC POOL G15401 FG 04/30 FIXED 3.53128MEGJ4N/A$36,663.88
Cardtronics Incorporated Common Stock Usd.000114161H108CATM$36,660.01
ANTHEM INC COMMON STOCK USD.01036752103ANTM$36,502.07
Federal National Mortgage Association31417EEQ0N/A$36,389.35
Asbury Automotive Group043436104ABG$36,300.31
Callon Petroleum Company13123X102CPE$36,268.36
Federal Home Loan Mortgage Company3133TMFZ4N/A$36,247.97
Anheuser-Busch InBev475531901ABI$35,910.86
Axa Eur2.29708842901CS$35,824.77
Ligand Pharmaceuticals-cl B53220K504LGND$35,653.93
Japan Airlines Company, LimitedB8BRV4909N/A$35,589.99
Teva Pharma Ind Ils0.1 (post Cons)688217900TEVA$35,548.59
Verifone Holdings Incorporated92342Y109PAY$35,521.62
The Travelers Companies Incorporated89417E109TRV$34,994.49
Mitsubishi UFJ Financial Group, Incorporated633517909N/A$34,949.30
El Paso Electric CO283677854EE$34,925.77
Brandywine Realty Trustrei105368203BDN$34,919.97
ING Groep Nv Cva Eur0.24715418901INGA$34,837.89
Sumitomo Mitsui Group656302908N/A$34,723.18
Agnico-Eagle Mines Limited008474108AEM$34,588.38
Sumitomo Corporation685894008N/A$34,580.38
TENN VALLEY AUTHORITY SR UNSECURED 09/24 2.875880591ER9N/A$34,487.56
Ericsson(lm)tel Ser B Npv595937905ERICB$34,468.93
PETROLEOS MEXICANOS US GOVT GUAR 12/25 2.4671654QBY7N/A$34,429.62
PPG Industries Incorporated693506107PPG$34,339.09
CITIGROUP INC SUBORDINATED 09/27 4.45172967KA8N/A$34,199.22
Emerson Electric Company291011104EMR$34,194.46
LyondellBasell Industries N.V.N53745100LYB$33,950.47
FORD CREDIT AUTO OWNER TRUST/F FORDR 2014 1 A 144A34530MAA7N/A$33,925.28
Incyte Corp.45337C102INCY$33,914.67
Enel SPA714456902ENEL$33,908.56
Parkway Properties Increit70159Q104PKY$33,809.95
Federal Home Loan Mortgage Company02R032653N/A$33,777.26
Stryker Corporation863667101SYK$33,749.65
VISA INC SR UNSECURED 12/20 2.292826CAB8N/A$33,416.35
Aoyama Trading CO Npv604587006N/A$33,271.27
Motorcar Parts of America In620071100MPAA$33,182.88
Cme Incorporated Class A12572Q105CME$33,088.26
ARRIS INTERNATIONAL PLC COMMON STOCK GBP.0001G0551A103ARRS$33,002.36
Illinois Tool Works Incorporated452308109ITW$32,986.59
SLM STUDENT LOAN TRUST SLMA 2004 10 A6A 144A78442GNG7N/A$32,881.52
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2011 C4 A3 144A46636DAE6N/A$32,837.07
Gdf Suez Eur1B0C2CQ902ENGI$32,789.96
Bk Hapoalim Bm Ils1607580909POLI$32,687.20
OUTERWALL INC COMMON STOCK USD.001690070107OUTR$32,679.75
Berkeley Gp Hldgs Ord Gbp0.05B02L3W908BKG$32,636.51
Chart Industries, Incorporated16115Q308GTLS$32,557.78
Avid Technology Incorporated05367P100AVID$32,503.92
Callidus Software Incorporated13123E500CALD$32,465.75
American Electric Power Company, Incorporated025537101AEP$32,424.94
Mediaset Eur0.52507794907MS$32,411.68
KDDI Corporation624899902N/A$32,370.18
Columbia Banking System Incorporated197236102COLB$32,277.30
FNMA POOL AS6283 FN 12/45 FIXED 43138WF6V3N/A$32,267.75
ALLY MASTER OWNER TRUST AMOT 2014 5 A102005AEQ7N/A$32,262.79
Hff Incorporated Class A40418F108HF$32,188.65
Ascena Retail Group Incorporated04351G101ASNA$32,175.02
Kennedy Wilson Holdings Incorporated Common Stock489398107KW$32,172.64
Barratt Devel Ord Gbp0.10008118002BDEV$32,080.15
GENERAL MOTORS FINL CO COMPANY GUAR 03/26 5.2537045XBG0N/A$32,003.33
Mitsubishi Gas Chm Npv659692008N/A$32,002.42
Marubeni Corp Npv656946001N/A$31,863.87
Sabra Healthcare Reit Incorporated78573L106SBRA$31,854.54
Centrica Ord Gbp0.0617284B033F2900CNA$31,845.20
Marsh & Mclennan Cos Incorporated571748102MMC$31,838.53
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 1 A313975KAC3N/A$31,809.44
Prudential Financial Incorporated744320102PRU$31,746.89
Yum! Brands Incorporated988498101YUM$31,687.84
Gentherm Incorporated37253A103THRM$31,611.34
SLM STUDENT LOAN TRUST SLMA 2012 D A2 144A78447CAB6N/A$31,524.73
Erp Operating LP26884AAX1N/A$31,441.26
Nxstage Medical Incorporated67072V103NXTM$31,396.10
Challenger Fin Ser Npv672630902CGF$31,342.92
Central Glass CO Npv618430003N/A$31,256.15
Boliden Ab (post Split) Npv (post Split)B1XCBX901BOL$31,252.25
Bayerische Motoren Werke AG Eur1575602909BMW$31,239.90
Kbr Incorporated48242W106KBR$31,180.31
Clark County Nevada Arpt Rev Bond18085PMT8N/A$31,135.60
DISCOVER CARD EXECUTION NOTE T DCENT 2015 A4 A4254683BR5N/A$31,084.24
FNMA POOL AL7333 FN 06/35 FIXED VAR3138EQEF5N/A$31,054.65
SS&C Technologies Holdings, Incorporated78467J100SSNC$31,040.63
Exelon Corporation30161N101EXC$30,979.48
IAC/InterActive Corporation44919P508IAC$30,972.19
CROWN CASTLE INTL CORP REIT USD.0122822V101CCI$30,887.67
Darling International Incorporated237266101DAR$30,854.95
FNMA POOL AB9551 FN 06/43 FIXED 331417GTH9N/A$30,769.63
Clubcorp Holdings Inc Common Stock Usd.0118948M108MYCC$30,715.97
SLM STUDENT LOAN TRUST SLMA 2007 2 A478443XAD0N/A$30,665.49
Pioneer Natural Resources Company723787107PXD$30,538.50
3i Group Ord Gbp0.738636B1YW44908III$30,534.49
Dbubs Mortgage Trust Dbubs 2011 Lc2a A4 144a23305XAD3N/A$30,393.22
FNMA POOL MA1966 FN 06/44 FIXED 4.531418BFG6N/A$30,324.45
U.S. Treasury Bond - Inflation Protected912828GX2N/A$30,257.73
APPLE INC SR UNSECURED 02/19 1.7037833BQ2N/A$30,236.43
SKANDINAVISKA ENSKILDA SR UNSECURED 144A 11/20 2.62583051GAE8N/A$30,231.76
Murray St Inv Trust I Company Guar Var62718QAA3N/A$30,216.11
LOCKHEED MARTIN CORP SR UNSECURED 11/18 1.85539830BJ7N/A$30,164.91
CRED SUIS GP FUN LTD COMPANY GUAR 144A 12/20 3.125225433AJ0N/A$30,159.19
AMERICAN HONDA FINANCE SR UNSECURED 12/17 1.5502665WAQ4N/A$30,041.58
CISCO SYSTEMS INC SR UNSECURED 02/18 VAR17275RAZ5N/A$30,041.10
Pegatron Corp Common StockACI003EU7N/A$30,033.15
UNITEDHEALTH GROUP INC SR UNSECURED 02/19 1.791324PCT7N/A$29,995.87
SAINT PAUL MN HSG REDEV AUTH STPHSG 07/16 FIXED 1.041792905DK4N/A$29,993.59
LENDINGTREE INC COMMON STOCK USD.0152603B107TREE$29,986.88
RINGCENTRAL INC CLASS A COMMON STOCK USD.000176680R206RNG$29,981.98
CHEVRON CORP SR UNSECURED 11/17 1.344166764BC3N/A$29,903.74
APPLE INC SR UNSECURED 02/21 2.25037833BS8N/A$29,889.23
UBS Group Ag Reg Common Stock Chf.1ACI09N1W4UBSG$29,882.02
Denki Kagaku Kogyo Npv630982007N/A$29,776.42
Federal National Mortgage Association313586RC5N/A$29,769.34
PG&E Corporation69331C108PCG$29,766.63
PHYSICIANS REALTY TRUST REIT USD.0171943U104DOC$29,735.54
EXXON MOBIL CORPORATION SR UNSECURED 03/18 1.43930231GAU6N/A$29,708.06
EXXON MOBIL CORPORATION SR UNSECURED 03/21 2.22230231GAV4N/A$29,674.81
DIPLOMAT PHARMACY INC COMMON STOCK25456K101DPLO$29,632.60
Yahoo! Incorporated984332106YHOO$29,548.44
Pacira Pharmaceuticals Incorporated695127100PCRX$29,517.96
ANHEUSER BUSCH INBEV FIN COMPANY GUAR 02/21 2.65035242AJ5N/A$29,504.80
Calsonic Corp Jpy50663984003N/A$29,492.50
WCI Communities Inc Common Stock92923C807WCIC$29,243.43
Paycom Software, Incorporated70432V102PAYC$29,184.94
Yokohama Rubber CO Npv698646007N/A$29,184.00
Itochu Corp Npv646780007N/A$29,162.65
FNMA POOL AU6704 FN 10/43 FIXED 43138X6NW1N/A$29,154.70
Sunstone Hotel867892101SHO$29,129.60
Essendant Inc Common Stock USD.1296689102ESND$29,112.14
FNMA POOL AL2631 FN 11/42 FLOATING VAR3138EJ4R6N/A$29,099.03
China Petroleum & Chemical Corporation629181900N/A$29,032.82
FREDDIEMAC STRIP FHS 271 303128HXTR6N/A$29,027.69
AT+T INC SR UNSECURED 05/25 3.400206RCN0N/A$28,995.41
Ball Corporation058498106BLL$28,987.59
Anadarko Petroleum Corporation032511107APC$28,968.03
Adeptus Health Inc Class A Common Stock Usd.01006855100ADPT$28,850.89
Redrow Ord Gbp0.10072823909RDW$28,818.15
SLM STUDENT LOAN TRUST SLMA 2005 5 A478442GPQ3N/A$28,707.15
Old Mutual PLC Common Stock Gbp.142857B77J08909OML$28,510.70
ANHEUSER BUSCH INBEV FIN COMPANY GUAR 02/46 4.9035242AN6N/A$28,378.19
Carrizo Oil144577103CRZO$28,335.24
Alexander + Baldwin Incorporated Common Stock014491104ALEX$28,306.39
Detour Gold Corp Common Stock250669959DGC$28,299.92
Credit Agricole SA Eur3726261902ACA$28,251.86
BNP Paribas Eur2730968906BNP$28,223.32
National Cinemedia Incorporated635309107NCMI$28,193.08
Jbs SA Common Stock NpvB1V74X902N/A$28,188.68
INC RESEARCH HOLDINGS INC A COMMON STOCK USD.0145329R109INCR$28,165.78
FERROGLOBE PLC COMMON STOCK USD7.5G33856108GSM$28,154.79
Goldcorp Incorporated (GG)380956409GG$28,142.36
eBay Incorporated278642103EBAY$28,125.60
New Jersey State Tpk Auth Revenue646139X83N/A$28,116.61
Humana Incorporated444859102HUM$28,062.89
HABIT RESTAURANTS INC/THE A COMMON STOCK USD.0140449J103HABT$28,051.51
METALDYNE PERFORMANCE GROUP COMMON STOCK USD.00159116R107MPG$27,934.91
2U INC COMMON STOCK USD.00190214J101TWOU$27,904.07
GENERAL MOTORS FINL CO COMPANY GUAR 03/21 4.237045XBF2N/A$27,825.48
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 A A2A 144A78448PAB6N/A$27,811.62
FREDDIE MAC FHR 4425 A3137BG3L1N/A$27,786.63
AT+T INC SR UNSECURED 06/22 300206RCM2N/A$27,723.95
American Airlines Group Incorporated02376R102AAL$27,648.53
Deutsche Bank AG Ord Npv (regd)575035902DBK$27,568.35
Marks + Spencer Gp Ord Gbp0.25312748908MKS$27,536.37
Air Products & Chemicals Incorporated009158106APD$27,477.92
MORGAN STANLEY SR UNSECURED 06/20 2.861761JB32N/A$27,431.63
CITIGROUP INC SR UNSECURED 08/17 1.55172967HY0N/A$27,391.23
Cadence Design Systems Incorporated127387108CDNS$27,348.61
Isuzu Motors Limited646710004N/A$27,300.70
Intuit Incorporated461202103INTU$27,294.95
FNMA POOL AY1859 FN 01/45 FLOATING VAR3138YFB52N/A$27,258.26
FNMA POOL AS6656 FN 02/46 FIXED 3.53138WGME1N/A$27,198.00
Babcock Intl Group Gbp0.60096970900BAB$27,176.20
Aflac Incorporated001055102AFL$27,173.38
Maeda Road Const Npv655472009N/A$27,153.87
Mediobanca SpA Eur0.5457481000MB$27,052.68
Synchronoss Technologies Incorporated87157B103SNCR$27,050.87
TRADE MAPS LTD MAPS1 2013 1A A 144A89253UAA8N/A$27,038.25
Metro Incorporated Cl A Sub Vtg59162N950MRU$27,021.38
FORD CREDIT AUTO LEASE TRUST FORDL 2014 A A334530JAD8N/A$26,995.09
AstraZeneca PLC098952906AZN$26,979.73
DBS Group Holdings617520903DBS$26,947.36
BB&T Corporation054937107BBT$26,842.03
Yue Yuen Indl Hldg Hkd0.25658653902N/A$26,794.46
Deere & Company244199105DE$26,742.32
HUBSPOT INC COMMON STOCK USD.001443573100HUBS$26,729.88
Michelin(cgde) Eur2(regd)458836004ML$26,683.42
Easyjet PLC Common Stock Gbp.728571B7KR2P906EZJ$26,622.23
Tietoenator Oyj Ord Npv547970905N/A$26,621.35
Rhoen Klinikum AG Ord Npv471762906RHK$26,613.55
Cerus Corp157085101CERS$26,460.59
Veeco Instruments Incorporated922417100VECO$26,442.88
LUKOIL PJSC SPON ADR ADR RUB.02569343P105LUKOY$26,420.34
/US/3138ETCZ7 FN 3.5 03/46 VAR928GCAII1N/A$26,418.84
GlaxoSmithKline PLC092528900GSK$26,394.45
The Allstate Corporation020002101ALL$26,294.99
Marine Harvest Asa Nok0.75B02L48900MHG$26,292.15
FNMA POOL AS4200 FN 01/30 FIXED 3.53138WDU25N/A$26,264.23
Kemper Corp Common Stock Usd.1488401100KMPR$26,195.80
FREDDIE MAC FHR 4227 AB3137B3A65N/A$26,184.17
FED HM LN PC POOL U49047 FG 08/30 FIXED 3.53132LKAY6N/A$26,161.30
Tutor Prini Corporation901109108TPC$26,083.77
FORD CREDIT FLOORPLAN MASTER O FORDF 2012 2 A34528QBP8N/A$26,039.52
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 C A2A 144A78448RAB2N/A$26,027.54
Customers Bancorp Incorporated Common Stock23204G100CUBI$26,023.82
Church & Dwight Company, Incorporated171340102CHD$26,019.89
GOLDMAN SACHS GROUP INC SR UNSECURED 02/21 2.87538143U8F1N/A$25,970.57
Lithia Motors Inc-cl A536797103LAD$25,876.13
Onebeacon Insurance Group LimitedG67742109OB$25,850.14
TIPS912828SQ4N/A$25,743.17
Mitie Group Gbp0.025046574901MTO$25,729.92
FED HM LN PC POOL U95013 FG 06/42 FIXED 4.53132H5AP3N/A$25,716.79
FED HM LN PC POOL Q36309 FG 09/45 FIXED 43132QTAK2N/A$25,710.31
GNMA II POOL MA3183 G2 10/45 FLOATING VAR36179RRC5N/A$25,668.90
Skyworth Digital Hkd0.10622882900N/A$25,612.65
Yara International Nok1.70775125909YAR$25,600.76
MET LIFE GLOB FUNDING I SECURED 144A 12/20 2.559217GBR9N/A$25,598.29
US BANCORP SR UNSECURED 01/21 2.3591159HHL7N/A$25,560.36
HEWLETT PACKARD ENTERPRIS COMMON STOCK USD.0142824C109HPE$25,529.05
CHEVRON CORP SR UNSECURED 03/18 1.365166764AV2N/A$25,366.22
Adeka Corporation Npv605490002N/A$25,355.34
CREST NICHOLSON HOLDINGS COMMON STOCK GBP.05B8VZXT902CRST$25,345.84
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 2 A4139738AE8N/A$25,338.26
Kerr-mcgee Corp492386AU1N/A$25,300.76
Johnson Controls Incorporated478366107JCI$25,263.60
AutoZone, Incorporated053332102AZO$25,260.65
Slovak Republic Sr Unsecured 144a831588AB4N/A$25,231.94
North Texas Tollway Build America Bonds66285WFB7N/A$25,224.09
ONTARIO (PROVINCE OF) SR UNSECURED 01/19 1.62568323ADK7N/A$25,190.55
CSX Corporation126408103CSX$25,179.04
PPL Corporation69351T106PPL$25,147.71
George Fischer AG Chf50(regd)434178000N/A$25,138.11
FNMA POOL AS5586 FN 08/45 FIXED 3.53138WFF43N/A$25,115.04
The Hershey Company427866108HSY$25,033.17
VOLKSWAGEN INTL FIN NV COMPANY GUAR 144A 11/16 1.125928670AW8N/A$25,027.90
KRAFT HEINZ FOODS CO COMPANY GUAR 144A 07/20 2.8423074AZ6N/A$25,023.24
APPLE INC SR UNSECURED 02/46 4.65037833BX7N/A$25,022.41
FNMA POOL AW4313 FN 01/42 FIXED 43138XTYK5N/A$24,942.74
Teradyne Incorporated880770102TER$24,937.85
AMN Healthcare Services, Incorporated001744101AHS$24,912.90
Dongfeng Motor Grp CO Ltd H Common Stock Cny1.0B0PH5N900N/A$24,856.25
Kentucky Housing Corporation49130P4M3N/A$24,828.38
Waste Management Incorporated94106L109WM$24,810.84
Sysco Corporation871829107SYY$24,786.43
Hashemite Kingdom Of Jor US Govt Guar418097AE1N/A$24,724.89
FGLMC 4928QCNII1N/A$24,519.19
FNMA POOL AB8699 FN 03/43 FIXED 331417FUZ9N/A$24,500.08
FNMA POOL AZ2288 FN 06/45 FIXED 43138YTRJ5N/A$24,473.19
SUPERVALU Incorporated868536103SVU$24,458.36
Boston Scientific Corporation101137107BSX$24,436.78
Sempra Energy816851109SRE$24,346.35
Mead Johnson Nutrition Corporation582839106MJN$24,296.90
NAVIENT STUDENT LOAN TRUST NAVSL 2016 AA A2A 144A63939NAB9N/A$24,268.45
CONNECTONE BANCORP INC COMMON STOCK20786W107CNOB$24,236.23
SANTANDER UK GROUP HLDGS SR UNSECURED 10/20 2.87580281LAC9N/A$24,191.35
WELLTOWER INC REIT USD1.095040Q104HCN$24,146.98
SYNCHRONY FINANCIAL COMMON STOCK USD.00187165B103SYF$24,041.02
Houghton Mifflin Harcourt Co Common Stock Usd.0144157R109HMHC$24,032.79
Hub Group Incorporated-Cl A443320106HUBG$23,978.46
FNMA POOL AL7549 FN 10/45 FIXED VAR3138EQL75N/A$23,946.95
ZOE S KITCHEN INC COMMON STOCK USD.0198979J109ZOES$23,929.18
Maximus Incorporated577933104MMS$23,822.63
Ross Stores Incorporated778296103ROST$23,822.32
FNMA POOL AB1960 FN 12/40 FIXED 431416XFA3N/A$23,805.00
Edison International Common281020107EIX$23,758.21
Stada Arzneimittel Ord Npv(regd)538675901SAZ$23,724.12
Aozora Bank Ltd Jpy50B1G185909N/A$23,611.74
Teliasonera Ab Sek3.2597838903TLSN$23,600.80
Evercore Partners Incorporated?Cl A29977A105EVR$23,576.80
FORD CREDIT AUTO OWNER TRUST FORDO 2016 A A2A34531PAB7N/A$23,551.83
Aviva PLC Ord Gbp0.25021623004N/A$23,549.68
ABBVIE INC SR UNSECURED 05/20 2.500287YAT6N/A$23,545.45
Illumina Inc452327109ILMN$23,531.35
FORD CREDIT FLOORPLAN MASTER O FORDF 2016 1 A234528QEP5N/A$23,510.55
Copart Incorporated217204106CPRT$23,434.96
Slm Student Loan Trust Slma 2004 3 A578442GLH7N/A$23,406.93
Fiserv Incorporated337738108FISV$23,381.87
FNMA POOL AB0335 FN 01/20 FIXED 4.531416VLR3N/A$23,367.22
RIO TINTO FIN USA LTD COMPANY GUAR 06/25 3.75767201AS5N/A$23,345.70
Bangchak Petroleum Pub For Common Stock Thb1. A607959905N/A$23,283.63
WEA FINANCE LLC/WESTFIEL COMPANY GUAR 144A 10/20 3.2592890HAE2N/A$23,215.04
Applied Materials Incorporated038222105AMAT$23,198.72
Kyorin CO Ltd NpvB0YZFP904N/A$23,137.63
Baxter International Incorporated071813109BAX$23,122.15
L Brands Incorporated Common Stock Usd.5501797104LB$23,104.31
Public Service Enterprise744573106PEG$23,091.86
WM Morrison Supermarkets plc060431004MRW$23,068.18
Petrofac Ord Usd0.025B0H2K5904PFC$23,027.65
Treasury Bill 04/16 0.00000912796GH6N/A$22,989.83
SPORTSMAN S WAREHOUSE HOLDIN COMMON STOCK USD.0184920Y106SPWH$22,962.09
Tata Motors Ltd876568502TTM$22,960.37
Croda Intl Ord Gbp0.10023352008CRDA$22,931.57
Aisin Seiki CO Jpy50601070006N/A$22,885.05
CITIGROUP INC SR UNSECURED 01/26 3.7172967KG5N/A$22,863.07
Picc Property + CA H Cny1670625904N/A$22,797.62
JPN BANK FOR INT L COOP GOVT GUARANT 05/20 1.75471048AN8N/A$22,776.94
United Natural Foods Incorporated911163103UNFI$22,722.44
Federal National Mortgage Association31418AMB1N/A$22,654.94
ALLY MASTER OWNER TRUST AMOT 2014 4 A202005AEK0N/A$22,603.66
FNMA POOL AB7424 FN 12/42 FIXED 331417EHA2N/A$22,601.02
Alstom Eur7B0DJ8Q909ALO$22,563.70
Argo Group International Holdings, LimitedG0464B107AGII$22,522.77
ROYAL MAIL PLC COMMON STOCK GBP.01BDVZYZ906RMG$22,514.12
APPLE INC SR UNSECURED 02/23 2.85037833BU3N/A$22,490.94
CBS Corporation124857202CBS$22,448.07
Indl Bank of Korea Krw5000646297903N/A$22,360.76
CYBERARK SOFTWARE LTD/ISRAEL COMMON STOCK ILS.01M2682V108CYBR$22,331.47
Archer-daniels-midland Company039483102ADM$22,319.05
Steel Dynamics, Incorporated858119100STLD$22,285.00
WM WRIGLEY JR CO SR UNSECURED 144A 10/20 3.375982526AQ8N/A$22,272.35
HOME DEPOT INC SR UNSECURED 04/21 2437076BL5N/A$22,271.98
EQUINIX INC REIT USD.00129444U700EQIX$22,268.02
PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 07/20 3.2709599AU8N/A$22,174.25
Trueblue Incorporated89785X101TBI$22,164.21
Beazer Homes Usa Incorporated07556Q881BZH$22,077.16
Essent Group Ltd Common Stock Usd.015G3198U102ESNT$22,060.02
UNITEDHEALTH GROUP INC SR UNSECURED 03/26 3.191324PCV2N/A$22,020.29
Consolidated Edison Incorporated209115104ED$21,959.88
CSAIL COMMERCIAL MORTGAGE TRUS CSAIL 2015 C4 ASB12635RAY4N/A$21,945.51
Weyerhaeuser Company962166104WY$21,907.79
LOCKHEED MARTIN CORP SR UNSECURED 11/20 2.5539830BF5N/A$21,865.79
TELADOC INC COMMON STOCK USD.00187918A105TDOC$21,836.14
TSY INFL IX N/B 02/46 1912810RR1N/A$21,805.29
Corning Incorporated219350105GLW$21,787.25
TENN VALLEY AUTHORITY SR UNSECURED 09/65 4.25880591ES7N/A$21,764.34
Nordea Bank Ab Ord Eur0.39632538003906NDA$21,735.06
Thales Eur3416279008HO$21,726.18
Slm Student Loan Trust Slma 2013 B A2a 144a78447VAB4N/A$21,677.87
Fleetmatics Group PLC Common StockG35569105FLTX$21,625.87
DIRECTV HOLDINGS/FING COMPANY GUAR 01/25 3.9525460CAA1N/A$21,609.22
Los Angeles Calif Community College District54438CPA4N/A$21,584.27
Cfcre Commercial Mortgage Trus Cfcre 2011 C1 A4 144a12527EAD0N/A$21,577.05
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2014 C20 A546642CBJ8N/A$21,556.63
Grand Canyon Education Incorporated38526M106LOPE$21,498.14
Xcel Energy Incorporated98389B100XEL$21,468.09
Sankyu Incorporated Jpy50677538001N/A$21,449.75
PTC Incorporated69370C100PTC$21,447.79
Dic Corporation Npv625082003N/A$21,442.73
Banco Santander SA570594903SAN$21,421.96
SLM STUDENT LOAN TRUST SLMA 2006 3 A578442GSD9N/A$21,268.25
CHEVRON CORP SR UNSECURED 03/22 2.411166764AT7N/A$21,236.63
Discover Financial Services254709108DFS$21,229.93
SLM STUDENT LOAN TRUST SLMA 2005 6 A678442GPY6N/A$21,215.36
AGL ENERGY LTD COMMON STOCKBSS7GP901AGL$21,153.97
Dnb Nor Asa Nok10426330007DNB$21,140.70
Government National Mortgage Association36203WNP9N/A$21,100.48
BARCLAYS AFRICA GROUP LTD COMMON STOCK ZAR2.0B844WD907BGA$21,099.59
Acxiom Corporation005125109ACXM$21,022.06
Repligen Corp759916109RGEN$21,016.81
LAZARD GROUP LLC SR UNSECURED 02/25 3.7552107QAG0N/A$20,994.54
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 C A1 144A78448RAA4N/A$20,976.36
Spectra Energy Corp847560109SE$20,974.41
Barclays Ord Gbp0.25313486904BARC$20,936.10
Smith (A.O.) Corporation831865209AOS$20,876.51
Bank of America Corporation060505DH4N/A$20,818.14
EXXON MOBIL CORPORATION SR UNSECURED 03/46 4.11430231GAW2N/A$20,801.46
Federal National Mortgage Association31418AK72N/A$20,782.61
AVIS BUDGET RENTAL CAR FUNDING AESOP 2012 3A A 144A05377RBB9N/A$20,710.62
HP INC COMMON STOCK USD.0140434L105HPQ$20,659.28
Hannover Rueckvers Ord Npv(regd)451180905N/A$20,618.41
Rio Tinto Limited Npv622010007RIO$20,616.79
Aegon Nv Eur0.12592737902AGN$20,611.54
Ddr Corp23317HAA0N/A$20,603.33
AVALONBAY COMMUNITIES IN SR UNSECURED 10/20 3.62505348EAS8N/A$20,581.02
QTS REALTY TRUST INC CL A REIT USD.0174736A103QTS$20,543.48
FNMA POOL AB7456 FN 01/43 FIXED 331417EJA0N/A$20,482.44
Tyson Foods Incorporated Cl A902494103TSN$20,480.22
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 B A2B 144A78448QAC2N/A$20,478.34
Bendigo And Adelaide Bank Ltd Npv609128905BEN$20,456.45
California State Build America Bonds13063BJC7N/A$20,452.55
FNMA POOL AL6858 FN 04/30 FIXED VAR3138EPTQ7N/A$20,412.63
OSI Systems, Incorporated671044105OSIS$20,411.27
China Railway Cons H Cny1B2PFVH904N/A$20,386.71
Commercial Mortgage Pass Throu Comm 2012 Cr1 A212624BAB2N/A$20,365.93
Omv AG Npv(var)465145001OMV$20,343.84
Federal National Mortgage Association3138M8W25N/A$20,330.49
Navient Student Loan Trust Navsl 2015 Ca A 144A63939MAA3N/A$20,275.00
Port Auth of New York + New Je Portrn 10/62 Fixed73358WJA3N/A$20,246.24
American Equity Investment025676206AEL$20,223.64
Puget Energy Incorporated Fixed 6745310AD4N/A$20,212.78
Kellogg Company487836108K$20,206.59
Ricoh CO Npv673822003N/A$20,205.43
RUBICON PROJECT INC/THE COMMON STOCK USD.0000178112V102RUBI$20,204.68
MONSTER BEVERAGE CORP COMMON STOCK61174X109MNST$20,141.59
Zoetis Incorporated98978V103ZTS$20,122.68
Edwards Lifesciences Corp28176E108EW$20,077.61
FNMA POOL AZ2287 FN 06/45 FIXED 43138YTRH9N/A$20,057.63
Eizo Nanao Corp Npv645181900N/A$20,003.24
Indiana Housing & Community Development Authority Series A-2454806DP2N/A$19,978.15
American Electric Power Sr Unsecured 1.65025537AF8N/A$19,927.89
ABBVIE INC SR UNSECURED 05/18 1.800287YAN9N/A$19,925.25
MYLAN NV COMMON STOCK EUR.01N59465109MYL$19,917.09
FG 30YR 4962ABVII6N/A$19,900.97
BANK OF AMERICA CORP SR UNSECURED 08/25 3.87506051GFS3N/A$19,859.94
Fujikura Npv635670003N/A$19,826.21
Sumitomo Metal Mining685884009N/A$19,736.40
SUNTRUST BANKS INC SR UNSECURED 03/21 2.9867914BK8N/A$19,719.54
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 1 A413975KAD1N/A$19,715.74
MCDONALD S CORP SR UNSECURED 12/45 4.87558013MFA7N/A$19,652.54
Cornerstone Ondemand Incorporated Common Stock21925Y103CSOD$19,637.21
Qantas Airways Npv671034908QAN$19,637.12
NIELSEN HOLDINGS PLC COMMON STOCK EUR.07G6518L108NLSN$19,606.55
Csr Limited Npv623864006CSR$19,605.90
NELNET STUDENT LOAN TRUST NSLT 2005 3 A564031QCD1N/A$19,554.82
Burlington Stores, Incorporated, Common Stock122017106BURL$19,547.49
JX Holdings IncorporatedB627LW906N/A$19,533.21
Marathon Petroleum Corporation56585A102MPC$19,529.43
WESTJET AIRLINES LTD COMMON STOCK960410983N/A$19,512.69
ConAgra Foods Incorporated205887102CAG$19,480.14
Thanachart Capital Foreign Common StockB8GKBK905N/A$19,474.44
Paccar Incorporated693718108PCAR$19,474.17
Camden Property133131102CPT$19,440.98
Actavis Funding Scs00507UAS0N/A$19,393.95
Tableau Software, Incorporated?Cl A87336U105DATA$19,388.46
TOLL BROS FINANCE CORP COMPANY GUAR 12/18 488947EAP5N/A$19,377.00
D.r. Horton Incorporated Company Guar23331ABF5N/A$19,349.53
Edf Eur0.5B0NJJ1901EDF$19,295.87
Cypress Semiconductor232806109CY$19,170.90
ACE INA HOLDINGS COMPANY GUAR 05/26 3.3500440EAV9N/A$19,169.50
COMM MORTGAGE TRUST COMM 2014 UBS6 AM12592PBH5N/A$19,167.97
Nelnet Student Loan Trust Nslt 2005 2 A564031QBX8N/A$19,160.12
FNMA POOL AL6859 FN 02/30 FIXED VAR3138EPTR5N/A$19,136.50
Vantiv, Incorporated92210H105VNTV$19,092.74
Ruckus Wireless Incorporated Common Stock781220108RKUS$19,074.50
WEC ENERGY GROUP INC COMMON STOCK USD.0192939U106WEC$19,031.08
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 3 A313974HAD9N/A$18,955.91
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 B A2A 144A78448QAB4N/A$18,917.89
GENERAL MOTORS FINL CO COMPANY GUAR 05/18 3.2537045XAJ5N/A$18,901.17
Analogic Corporation032657207ALOG$18,896.50
SHENZHEN INTL HOLDINGS COMMON STOCK HKD1.0BJVBTY905N/A$18,895.55
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 A A2B 144A78448PAC4N/A$18,871.26
Fiesta Restaurant Group, Incorporated31660B101FRGI$18,848.05
DELTA AIR LINES INC. 2015 TERM LOAN B976QCEII2N/A$18,837.64
FNMA POOL BC0159 FN 01/46 FIXED 43140EUE96N/A$18,834.77
Federal National Mortgage Association31389PMQ0N/A$18,819.46
Demandware, Incorporated24802Y105DWRE$18,814.12
Delos Fin S A R L Term LoanL2324EAB7N/A$18,792.76
SVB Financial Group78486Q101SIVB$18,728.52
LEVEL 3 FINANCING INC. 2015 TERM LOAN B52729KAM8N/A$18,680.57
Northrop Grumman Corporation Sr Unsecured666807BG6N/A$18,672.83
FED HM LN PC POOL G07925 FG 02/45 FIXED 43128MAD63N/A$18,651.63
Fresenius Med Care U.S. Fin Incorporated Fixed35803QAD9N/A$18,643.54
GE Capital Intl Funding Company Guar 144A36164NFH3N/A$18,630.81
Nelnet Student Loan Trust Nslt 2005 1 A564031QBR1N/A$18,620.95
KAR AUCTION SVCS INC TERM LOAN B 248562RAG4N/A$18,606.55
The Ultimate Software Group, Incorporated90385D107ULTI$18,599.24
SERVICEMASTER CO LLC TERM LOAN B81760HAB8N/A$18,588.60
T. Rowe Price Group Incorporated74144T108TROW$18,565.10
Bottomline Technologies Incorporated101388106EPAY$18,558.19
Standard Chartered Ord Usd0.50040828907STAN$18,551.47
Zimmer Holdings Incorporated98956P102ZBH$18,534.96
Natus Medical Incorporated639050103BABY$18,509.66
Dish Dbs Corp Company Guar25470XAP0N/A$18,476.85
IAC/InterActiveCorp Company Guar44919PAF9N/A$18,476.85
MORGAN STANLEY CAPITAL I TRUST MSC 2011 C2 A2 144A617459AB8N/A$18,463.22
Michaels Stores Incorporated Term Loan594088AJ5N/A$18,461.66
Hartford Financial Services416515104HIG$18,457.87
Wheelock + CO Hkd0.50698148004N/A$18,435.76
Eversource Energy Common Stock Usd5.030040W108ES$18,426.35
Owens-Illinois Incorporated690768BF2N/A$18,403.15
United Rentals North Am Company Guar911365BA1N/A$18,402.28
NIPPON LIFE INSURANCE SUBORDINATED 144A 01/46 VAR654579AE1N/A$18,392.57
WEST CORP TERM LOAN B 1095235LAQ3N/A$18,355.92
Berry Plastics Group Incorporated Term D Loans08579JAJ1N/A$18,348.65
Hertz Corporation Term Loan B 242804VAN1N/A$18,329.19
NAVIENT STUDENT LOAN TRUST NAVSL 2016 AA A1 144A63939NAA1N/A$18,284.62
Ally Financial Incorporated Fixed02005NAD2N/A$18,270.67
GOLDMAN SACHS GROUP INC SR UNSECURED 02/26 3.7538143U8H7N/A$18,258.51
Cco Hldgs Llc/Cap Corp Company Guar1248EPAW3N/A$18,257.51
Shanghai Pharmaceuticals H Common Stock Cny1.B4Q4CJ901N/A$18,236.53
CHS COMMUNITY HEALTH SYS INC INCREMENTAL 2018 TERM F LOANS12543KAL8N/A$18,221.73
TENNECO INC COMPANY GUAR 12/20 6.875880349AQ8N/A$18,204.87
Slm Corporation78442FEN4N/A$18,203.12
Hanesbrands Incorporated Fixed410345AG7N/A$18,161.01
WM WRIGLEY JR CO SR UNSECURED 144A 10/19 2.9982526AV7N/A$18,159.74
AT+T INC SR UNSECURED 02/21 2.800206RCR1N/A$18,159.27
FED HM LN PC POOL J33260 FG 11/30 FIXED 3.531307PTR0N/A$18,155.91
Gsms_12-gcj736192KAR8N/A$18,151.86
HCA INC COMPANY GUAR 10/18 8404119BL2N/A$18,151.00
Roper Industries Incorporated776696106ROP$18,110.51
Mexico (united Mexican States) (go91086QAZ1N/A$18,103.09
Gazprom Neft Sponsored ADR ADRB11XHC900GAZ$18,089.45
FED HM LN PC POOL U69020 FG 07/44 FIXED 53132FYAW7N/A$18,077.55
Nichirei Corp Jpy50664086006N/A$18,055.73
Limited Brands, Incorporated532716AM9N/A$18,025.82
Centurytel Incorporated156700106CTL$17,967.10
SLM STUDENT LOAN TRUST SLMA 2014 2 A378448GAC4N/A$17,949.59
Smithfield Foods Incorporated832248AQ1N/A$17,939.92
Asseco Poland SA Pln1597895903ACP$17,924.32
ALLY MASTER OWNER TRUST AMOT 2015 2 A102005AFD5N/A$17,910.37
Royal Gold, Incorporated780287108RGLD$17,906.77
Cequel Communications LLC Term Loan15672EAJ3N/A$17,868.39
SPECTRUM BRANDS INC COMPANY GUAR 11/20 6.37584762LAN5N/A$17,855.69
FIDELITY NATIONAL INFORM SR UNSECURED 10/18 2.8531620MAN6N/A$17,849.25
Toyo Tire + Rubber Npv690018007N/A$17,832.25
Monro Muffler Brake Incorporated610236101MNRO$17,806.62
Bovis Homes Group018592907BVS$17,748.90
FNMA POOL AL7613 FN 11/45 FIXED VAR3138EQN73N/A$17,741.94
Republic of Slovenia Sr Unsecured 144a831594AB2N/A$17,734.75
Analog Devices Incorporated032654105ADI$17,691.04
Paragon Grp of Cos Ord Gbp1B2NGPM900PAG$17,656.28
Paychex Incorporated704326107PAYX$17,641.72
Ineos Us Fin Llc Extended Trm Loan45672JAF7N/A$17,604.59
Monolithic Power Systems Incorporated609839105MPWR$17,594.48
KAR Auction Services, Incorporated48238T109KAR$17,575.08
Cia Saneamento Basico De Sp Common Stock NpvB1YCHL900N/A$17,571.74
M&T Bank Corporation55261F104MTB$17,552.69
NCL CORP LTD SR UNSECURED 144A 11/19 5.2562886HAL5N/A$17,546.87
FNMA POOL AB7268 FN 12/42 FIXED 331417ECE9N/A$17,503.56
VERIZON COMMUNICATIONS SR UNSECURED 11/34 4.492343VCQ5N/A$17,502.42
Amphenol Corporation032095101APH$17,502.16
TARGA RESOURCES PARTNERS COMPANY GUAR 01/18 587612BAT9N/A$17,484.48
Clorox Company189054109CLX$17,459.56
NRG Energy, Incorporated629377BN1N/A$17,455.62
Skand Enskilda Bkn Ser A Sek10481334902SEBA$17,449.36
PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 02/22 3.375709599AS3N/A$17,421.53
Vr Qtr Netnet Student Loan Trust64031QBC4N/A$17,341.95
ANHEUSER BUSCH INBEV FIN COMPANY GUAR 02/19 1.9035242AG1N/A$17,331.73
FNMA POOL AU1690 FN 08/43 FIXED 43138X02Y3N/A$17,312.68
Fidelity National Information Services Incorporated31620M106FIS$17,289.35
Pdc Energy Incorporated Common Stock Usd.0169327R101PDCE$17,281.86
FNMA31418AHY7N/A$17,260.65
Jarden Corporation471109AB4N/A$17,245.06
Whitewave Foods CO A Common Stock Usd.01966244105WWAV$17,235.44
Dicks Sporting Goods253393102DKS$17,181.55
Silicon Motion Technology Corporation82706C108SIMO$17,178.97
Franco-Nevada Corporation351858956FNV$17,174.66
Nvidia Corporation67066G104NVDA$17,147.51
Cummins Incorporated231021106CMI$17,146.20
Fresnillo plcB2QPKJ909FRES$17,126.95
Activision Blizzard Incorporated00507V109ATVI$17,093.95
CAPITAL AUTO RECEIVABLES ASSET AFIN 2014 1 A413975GAD0N/A$17,080.63
Abiomed Incorporated003654100ABMD$17,037.90
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 2 A3139738AD0N/A$17,007.25
Chipotle Mexican Grill, Incorporated169656105CMG$16,988.61
Voestalpine AG Npv494340904VOE$16,972.26
United O Seas Bank Sgd1691678007UOB$16,954.04
Debenhams plcB126KH903DEB$16,898.20
Dycom Industriescommon Sto267475101DY$16,888.40
Soc Generale Eur1.25596651901GLE$16,882.12
Granite Construction Incorporated387328107GVA$16,878.79
EXTENDED STAY AMERICA INC UNIT USD.0130224P200STAY$16,850.19
Mobile Mini Inc60740F105MINI$16,828.56
Wabash National Corporation929566107WNC$16,808.02
FNMA POOL AL7756 FN 06/33 FIXED VAR3138EQTN2N/A$16,753.69
HP ENTERPRISE CO SR UNSECURED 144A 10/45 6.3542824CAR0N/A$16,697.19
Kate Spade & Co485865109KATE$16,690.35
Willis Towers Watson Plc Common StockG96629103WLTW$16,666.60
Jack In The Box Inc466367109JACK$16,655.91
UBS GROUP FUNDING COMPANY GUAR 144A 09/25 4.12590351DAB3N/A$16,655.40
Cepheid Incorporated15670R107CPHD$16,644.42
FNMA POOL AY4350 FN 02/45 FLOATING VAR3138YHZQ6N/A$16,643.11
Zeltiq Aesthetics Incorporated Common Stock Usd.00198933Q108ZLTQ$16,628.37
Wincor Nixdorf AG NpvB012VF907WIN$16,627.26
Tullett Prebon PLC Ord Gbp0.25B1H0DZ908TLPR$16,605.35
FED HM LN PC POOL 849663 FH 12/42 FLOATING VAR31300MWY5N/A$16,583.07
SKY PLC COMPANY GUAR 144A 09/24 3.75111013AL2N/A$16,568.23
Molson Coors Brewing Company60871R209TAP$16,556.00
Cavium Incorporated14964U108CAVM$16,526.46
Nn Incorporated629337106NNBR$16,518.38
FED HM LN PC POOL J31441 FG 04/30 FIXED 3.531307MS64N/A$16,504.95
AMERICAN TOWER CORP SR UNSECURED 09/21 3.4503027XAE0N/A$16,476.25
Diamondback Energy, Incorporated25278X109FANG$16,460.61
Government National Mortgage Association36203CJK9N/A$16,454.36
LogMeIn, Incorporated54142L109LOGM$16,427.48
FED HM LN PC POOL V82138 FG 12/45 FIXED 43132L7LT4N/A$16,424.43
JOHNSON + JOHNSON SR UNSECURED 03/26 2.45478160BY9N/A$16,418.73
PAYLOCITY HOLDING CORP PRIVATE COMP USD.00170438V106PCTY$16,414.53
Vornado Realty Trust929042109VNO$16,374.38
Moody's Corporation615369105MCO$16,340.30
DIRECTV HOLDINGS/FING COMPANY GUAR 04/24 4.4525459HBL8N/A$16,333.59
JM Smucker Company832696405SJM$16,333.28
ACTAVIS FUNDING SCS COMPANY GUAR 03/45 4.7500507UAU5N/A$16,324.92
St. Jude Medical Incorporated790849103STJ$16,235.77
TransDigm Group Incorporated Tranche C Term Loan89364MAX2N/A$16,180.05
DTE Energy Company233331107DTE$16,152.21
VISA INC SR UNSECURED 12/25 3.1592826CAD4N/A$16,127.47
VERIZON COMMUNICATIONS SR UNSECURED 09/16 2.592343VBN3N/A$16,120.47
Toho Holdings CO Ltd Npv689555001N/A$16,100.53
CCO SAFARI II LLC SR SECURED 144A 10/45 6.484161175AP9N/A$16,091.73
Sojitz Corporation Npv659414908N/A$16,078.88
SYNCHRONY FINANCIAL SR UNSECURED 07/25 4.587165BAG8N/A$16,076.56
Krispy Kreme Doughnuts, Incorporated501014104KKD$16,059.86
American Tower Corporation Sr Unsecured03027XAB6N/A$15,996.32
PECO ENERGY CO 1ST MORTGAGE 10/25 3.15693304AT4N/A$15,983.07
Ddr Corporation Unsecured23317HAB8N/A$15,980.32
GNMA II POOL AQ2288 G2 09/45 FIXED 436189RRH2N/A$15,946.03
CELGENE CORP SR UNSECURED 08/45 5151020AU8N/A$15,929.00
Tyco International Plc Common StockG91442106TYC$15,911.32
Tsumura + CO Jpy50690691001N/A$15,877.60
SEMPRA ENERGY SR UNSECURED 11/20 2.85816851AX7N/A$15,872.75
KRAFT HEINZ FOODS CO COMPANY GUAR 144A 07/45 5.2423074AV5N/A$15,870.75
International Paper Company460146103IP$15,833.66
West Corporation Common Stock Usd.001952355204WSTC$15,807.45
UNITEDHEALTH GROUP INC SR UNSECURED 03/21 2.12591324PCU4N/A$15,791.41
DexCom, Incorporated252131107DXCM$15,786.19
NELNET STUDENT LOAN TRUST NSLT 2004 4 A564031QBK6N/A$15,780.19
Genesee & Wyoming Incorporated371559105GWR$15,775.15
BENEFITFOCUS INC COMMON STOCK USD.00108180D106BNFT$15,735.25
DENTSPLY International Incorporated249030107XRAY$15,735.20
CISCO SYSTEMS INC SR UNSECURED 02/19 1.617275RBB7N/A$15,728.54
NAVIENT STUDENT LOAN TRUST NAVSL 2015 AA A2A 144A63939EAB9N/A$15,649.19
Realty Income Corporation756109104O$15,632.18
HOME DEPOT INC SR UNSECURED 04/26 3437076BM3N/A$15,623.69
MCMILLAN SHAKESPEARE LTD COMMON STOCKB00G1Q906MMS$15,617.87
FNMA POOL AQ7127 FN 12/42 FIXED 3.53138MN4M9N/A$15,604.24
PERRIGO FINANCE UNLIMITD COMPANY GUAR 12/24 3.9714295AC6N/A$15,598.38
Tahoe Resources Incorporated Common Stock873868954THO$15,575.08
ACTAVIS FUNDING SCS COMPANY GUAR 03/20 300507UAP6N/A$15,545.15
Ingersand-Rand PLCG47791101IR$15,516.69
SanDisk Corporation80004C101SNDK$15,514.83
FNMA POOL AL7875 FN 12/45 FIXED VAR3138EQXD9N/A$15,484.19
Apache Corporation037411105APA$15,480.92
MILACRON HOLDINGS CORP COMMON STOCK USD.0159870L106MCRN$15,462.76
FNMA POOL AL60423138ENWC9N/A$15,450.67
WOORI BANK COMMON STOCK KRW5000.0BSP5RP906N/A$15,425.18
Vr Qtr Slm Student Loan Trust78442GQJ8N/A$15,367.79
Mgm Mirage Incorporated552953BB6N/A$15,347.37
Form Factor Incorporated346375108FORM$15,329.44
Capital Senior Living Corp140475104CSU$15,324.17
HYUNDAI AUTO RECEIVABLES TRUST HART 2014 B A344890UAC8N/A$15,306.47
Lifepoint Hospitals Inccom53219L109LPNT$15,243.86
Ckd Corporation Npv616005005N/A$15,220.68
Calgon Carbon Corporation129603106CCC$15,209.37
Cr Bard Incorporated067383109BCR$15,207.57
FNMA POOL AZ7316 FN 10/45 FLOATING VAR3140E0DW2N/A$15,197.23
Martin Marietta Materials Incorporated573284106MLM$15,197.16
MID AMERICA APARTMENTS L SR UNSECURED 06/24 3.7559523UAL1N/A$15,163.12
BAXALTA INC SR UNSECURED 144A 06/45 5.2507177MAE3N/A$15,156.30
Firstenergy Corporation337932107FE$15,148.06
Marstons PLC Ord Gbp0.07375B1JQDM908MARS$15,147.37
Downer Group Npv646557900DOW$15,144.17
Signature Bank82669G104SBNY$15,109.22
FNMA POOL AS5437 FN 07/30 FIXED 3.53138WFBF2N/A$15,096.01
Goldman Sachs Group Incorporated38141GFD1N/A$15,089.81
CIT Group Incorporated Sr Unsecured125581GP7N/A$15,034.15
Firstgroup Ord Gbp0.05034521906FGP$15,017.01
CISCO SYSTEMS INC SR UNSECURED 02/26 2.9517275RBC5N/A$15,012.69
EXPRESS SCRIPTS HOLDING COMPANY GUAR 02/26 4.530219GAM0N/A$14,999.46
GS MORTGAGE SECURITIES TRUST GSMS 2015 GC34 AAB36250VAE2N/A$14,985.85
CALIFORNIA REPUBLIC AUTO RECEI CRART 2015 4 A4 144A13057VAD8N/A$14,983.46
ULTRAGENYX PHARMACEUTICAL IN COMMON STOCK USD.00190400D108RARE$14,933.56
E Mart CO Ltd Common Stock Krw5000.ACI00M683N/A$14,900.08
Nokia Corporation654902AB1N/A$14,879.74
FED HM LN PC POOL J32522 FG 08/30 FIXED 3.531307NYT5N/A$14,872.85
Mondi Ord Gbp0B1CRLC906MNDI$14,865.14
EXXON MOBIL CORPORATION SR UNSECURED 03/23 2.72630231GAR3N/A$14,837.41
VIRTU FINANCIAL INC CLASS A COMMON STOCK USD.00001928254101VIRT$14,819.41
FED HM LN PC POOL G15629 FG 07/30 FIXED 3.53128MEPN5N/A$14,797.18
Essex Property Trust, Inc.297178105ESS$14,784.95
COMM MORTGAGE TRUST COMM 2014 UBS6 ASB12592PBD4N/A$14,784.54
TEMPUR SEALY INTL INC COMPANY GUAR 12/20 6.87588023UAB7N/A$14,781.48
Tenet Healthcare Corp Sr Secured88033GBP4N/A$14,774.46
DOLLAR TREE INC COMPANY GUAR 144A 03/20 5.2530706VAC9N/A$14,739.37
Erac Usa Finance LLC Company Guar 144a 03/4226884TAE2N/A$14,720.27
Hcp Incorporated40414L109HCP$14,716.78
SLM STUDENT LOAN TRUST SLMA 2013 A A2B 144A78447RAC1N/A$14,715.21
Rockwell Automation Incorporated773903109ROK$14,701.27
Henry Schein Incorporated806407102HSIC$14,677.70
PETROLEOS MEXICANOS US GOVT GUAR 04/25 2.37871654QBT8N/A$14,677.19
WINGSTOP INC COMMON STOCK USD.01974155103WING$14,650.48
AMERICAN AIRLINES GROUP COMPANY GUAR 06/18 6.12591731VAA4N/A$14,631.28
SCHAEFFLER HLDG FIN BV SR SECURED 144A 11/19 6.2580626PAC4N/A$14,616.54
FED HM LN PC POOL G30835 FG 12/35 FIXED 3.53132J4EH8N/A$14,611.56
AUTOMOTIVE HOLDINGS GROUP LT COMMON STOCKBX99WB900AHG$14,611.15
INTERSECT ENT INC COMMON STOCK USD.00146071F103XENT$14,597.26
BEST BUY CO INC SR UNSECURED 08/18 5086516AM3N/A$14,593.38
VIASAT INC COMPANY GUAR 06/20 6.87592552VAF7N/A$14,573.02
HILTON WORLDWIDE FIN LLC COMPANY GUAR 10/21 5.625432891AD1N/A$14,563.90
Anritsu Corp Npv604410001N/A$14,549.13
Genuine Parts Company372460105GPC$14,540.60
Franklin Resources, Incorporated354613101BEN$14,533.72
Macy's Incorporated55616P104M$14,532.44
FIDELITY NATIONAL INFORM SR UNSECURED 10/20 3.62531620MAP1N/A$14,499.62
Ensign Group Incorporated29358P101ENSG$14,435.86
LENNAR CORP COMPANY GUAR 06/19 4.5526057BT0N/A$14,423.52
T MOBILE USA INC COMPANY GUAR 04/19 6.46487264AAC9N/A$14,423.52
Sydbank Dkk10B06JSP907SYDB$14,411.52
Aurubis AG Common Stock548552900NDA$14,403.89
JAGUAR LAND ROVER AUTOMO COMPANY GUAR 144A 12/18 4.12547010BAB0N/A$14,353.34
Swift Transportation CO Common Stock Usd.00187074U101SWFT$14,341.41
Nci Building Systems Incorporated Common Stock Usd.01628852204NCS$14,276.30
FNMA POOL BA4789 FN 01/31 FIXED 3.53140E9KB1N/A$14,273.29
Marketo Incorporated Common Stock Usd.000157063L107MKTO$14,263.80
ALLY AUTO RECEIVABLES TRUST ALLYA 2014 1 A402006TAC0N/A$14,239.34
LDR HOLDING CORP COMMON STOCK USD.00150185U105LDRH$14,235.11
CAPITAL ONE FINANCIAL CO SUBORDINATED 10/25 4.214040HBJ3N/A$14,221.99
Boise Cascade CO Common Stock Usd.0109739D100BCC$14,207.93
FNMA POOL AR7533 FN 03/43 FIXED 33138W5LP1N/A$14,174.20
JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2016 C1 ASB46645LAZ0N/A$14,163.79
Merit Medical Systems Inc589889104MMSI$14,135.98
ALIBABA GROUP HOLDING COMPANY GUAR 11/24 3.601609WAQ5N/A$14,128.04
LAZARD GROUP LLC SR UNSECURED 11/20 4.2552107QAF2N/A$14,107.36
TRANSCONT GAS PIPE LINE SR UNSECURED 144A 02/26 7.85893574AG8N/A$14,102.52
DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 08/25 3.2526442UAA2N/A$14,100.61
Align Technology, Incorporated, Common Stock016255101ALGN$14,090.54
China Communications Servi H Common Stock Cny1.0B1HVJ1909N/A$14,063.29
Vulcan Materials Incorporated929160109VMC$14,053.18
WESTERN GAS PARTNERS LP SR UNSECURED 06/25 3.95958254AE4N/A$14,037.14
Fastenal Company311900104FAST$14,036.50
FED HM LN PC POOL 849861 FH 01/44 FLOATING VAR31300M5W9N/A$14,030.58
NUMERICABLE SFR SAS SR SECURED 144A 05/19 4.87567054LAA5N/A$14,030.47
FNMA POOL AR3391 FN 01/43 FIXED 33138W0XV6N/A$14,003.91
NXP B.V. 2015 TERM LOAN927MFYII4N/A$13,998.05
CALIFORNIA REPUBLIC AUTO RECEI CRART 2015 1 A413056UAD1N/A$13,984.17
Symantec Corporation871503108SYMC$13,955.49
GENERAL MOTORS FINL CO COMPANY GUAR 04/22 3.4537045XAW6N/A$13,955.12
JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C30 AS46644UBE7N/A$13,937.12
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 4 A313974LAC2N/A$13,917.80
Radware, Ltd.M81873107RDWR$13,916.44
GOLDMAN SACHS GROUP INC SR UNSECURED 10/45 4.7538141GVS0N/A$13,914.48
MARSH + MCLENNAN COS INC SR UNSECURED 03/26 3.75571748AZ5N/A$13,877.37
Northern Trust Corporation665859104NTRS$13,807.62
ALLY AUTO RECEIVABLES TRUST ALLYA 2015 2 A302007DAB6N/A$13,807.18
SANTANDER UK GROUP HLDGS SUBORDINATED 144A 09/25 4.7580281LAA3N/A$13,784.83
Entergy Corporation29364G103ETR$13,780.76
VEREIT OPERATING PARTNER COMPANY GUAR 02/17 203879QAB0N/A$13,777.80
Viacom Incorporated Cl. B92553P201VIAB$13,686.66
MORGAN STANLEY BAML TRUST MSBAM 2016 C28 ASB61766LBQ1N/A$13,673.72
Nisshinbo Holdings Incorporated Npv664292000N/A$13,537.94
Nucor Corporation670346105NUE$13,451.90
Pgt Incorporated69336V101PGTI$13,425.89
Cameron International Corporation13342B105CAM$13,404.58
REPUBLIC OF CHILE SR UNSECURED 01/26 3.125168863CA4N/A$13,357.51
Miraca Holdings Incorporated Jpy50635661002N/A$13,328.91
Rhi AG Npv471991000RHI$13,297.46
Equifax Incorporated294429105EFX$13,293.33
TCL COMMUNICATION TECH HLDGS COMMON STOCK HKD1.0B02Y69908N/A$13,292.04
REYNOLDS AMERICAN INC COMPANY GUAR 08/35 5.7761713BA3N/A$13,270.71
Raiffeisen Intl Bk Npv (regd)B0704T905RBI$13,258.53
Agilent Technologies Incorporated00846U101A$13,242.52
Slm Student Loan Trust Slma 2012 6 B78447GAD3N/A$13,210.67
FED HM LN PC POOL J33594 FG 01/31 FIXED 3.531307P7F0N/A$13,193.21
BANK OF AMERICA CORP SR UNSECURED 10/20 2.62506051GFT1N/A$13,164.68
CAPITAL AUTO RECEIVABLES ASSET AFIN 2013 4 A413975FAD2N/A$13,144.22
FNMA POOL AS6377 FN 12/35 FIXED 3.53138WGCP7N/A$13,131.12
Expedia Incorporated Common Stock Usd.00130212P303EXPE$13,108.77
RICHTER GEDEON NYRT COMMON STOCK HUF100.ACI06DSC4RICHT$13,075.48
Stamps.com Inc852857200STMP$13,064.19
John Bean Technologies Corporation477839104JBT$13,031.61
LOCKHEED MARTIN CORP SR UNSECURED 05/46 4.7539830BL2N/A$13,008.11
Xilinx Incorporated983919101XLNX$12,981.77
Dcm Japan Holding NpvB1B0V3905N/A$12,979.72
Fifth Third Bancorp Com316773100FITB$12,968.07
VIRGINIA ELEC + POWER CO SR UNSECURED 01/26 3.15927804FU3N/A$12,934.68
Range Resources Corporation75281A109RRC$12,870.86
Bco Do Brasil SA Com Npv232859900N/A$12,862.63
INTERNATIONAL PAPER CO SR UNSECURED 05/46 5.15460146CN1N/A$12,787.38
FNMA POOL AS3988 FN 12/29 FIXED 3.53138WDNE7N/A$12,786.19
AMPLIFY SNACK BRANDS INC COMMON STOCK USD.000103211L102BETR$12,785.58
Goodyear Tire + Rubber Company Guar 7.382550BC4N/A$12,767.10
Party City Holdco Inc Common Stock USD.01702149105PRTY$12,717.55
Motorola Solutions, Incorporated620076307MSI$12,632.28
Lions Gate Entertainment Corp535919203LGF$12,613.82
MASONITE INTERNATIONAL CORP COMMON STOCK575385109DOOR$12,579.28
Atricure Incorporated Common Stock Usd.00104963C209ATRC$12,548.01
TWENTY FIRST CENTURY FOX B COMMON STOCK USD.0190130A200FOX$12,529.36
GNMA POOL AB5966 GN 09/45 FIXED 4.536178STX6N/A$12,522.31
Autodesk Incorporated052769106ADSK$12,520.94
Alcoa Incorporated013817101AA$12,516.58
USG CORP SR UNSECURED 01/18 9.75903293AS7N/A$12,507.41
AMERICAN INTL GROUP SR UNSECURED 07/25 3.75026874DD6N/A$12,489.74
Starwood Hotels & Resorts Worldwide Incorporation85590A401HOT$12,473.14
ACTAVIS FUNDING SCS COMPANY GUAR 03/18 2.3500507UAM3N/A$12,435.02
Lam Research Corporation512807108LRCX$12,421.33
COMM MORTGAGE TRUST COMM 2014 UBS3 A412591YBC8N/A$12,419.51
International Flavors & Fragrances Incorporated459506101IFF$12,376.85
Micron Technology, Incorporated595112103MU$12,347.64
VIRGIN MEDIA INVESTMENT HOLDIN USD TERM LOAN FG9368PAV6N/A$12,345.16
SLM STUDENT LOAN TRUST SLMA 2014 A A2A 144A78448DAB3N/A$12,340.76
AT+T INC SR UNSECURED 02/47 5.6500206RCU4N/A$12,338.78
Government National Mortgage Association36203EMH8N/A$12,332.94
SANTANDER ISSUANCES COMPANY GUAR 11/25 5.17980281TAE8N/A$12,307.82
Alnylam Pharmeceuticals, Incorporated02043Q107ALNY$12,307.34
Carillion Ord Gbp0.50073655904CLLN$12,286.01
Hormel Foods Corporation440452100HRL$12,270.75
FED HM LN PC POOL Q38681 FG 02/46 FIXED 43132QVUF6N/A$12,246.23
Mohawk Industries Incorporated608190104MHK$12,224.83
SURGERY PARTNERS INC COMMON STOCK USD.0186881A100SGRY$12,212.27
SCRIPPS NETWORKS INTERAC SR UNSECURED 11/24 3.9811065AC5N/A$12,205.41
INTESA SANPAOLO SPA SUBORDINATED 144A 01/26 5.7146115HAW7N/A$12,196.95
Hess Corporation42809H107HES$12,189.38
Ameren Corporation023608102AEE$12,187.34
PETROLEOS MEXICANOS COMPANY GUAR 144A 08/26 6.87571656LBK6N/A$12,179.41
AP MOELLER MAERSK A/S SR UNSECURED 144A 09/25 3.87500203QAD9N/A$12,166.58
Federal National Mortgage Association31409LQ40N/A$12,138.41
Invesco LimitedG491BT108IVZ$12,125.59
FED HM LN PC POOL J32249 FG 07/30 FIXED 3.531307NQA5N/A$12,117.71
Slm Student Loan Trust Slma 2007 2 B78443XAE8N/A$12,112.93
Morgan Stanley Capital I Msc 2011 C3 A261760RAZ5N/A$12,051.20
Federal National Mortgage Association3136AAVJ1N/A$12,032.22
LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 08/44 4.8553079EBF0N/A$12,005.97
DEL TACO RESTAURANTS INC COMMON STOCK245496104TACO$11,980.27
Hanesbrands Incorporated410345102HBI$11,942.65
Campbell Soup Company134429109CPB$11,864.95
MORGAN STANLEY BAML TRUST MSBAM 2015 C25 ASB61765TAC7N/A$11,845.08
ENERGY TRANSFER PARTNERS SR UNSECURED 06/18 2.529273RBH1N/A$11,829.53
Kimco Realty Corporation49446R109KIM$11,828.23
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 4 A213974LAB4N/A$11,824.71
AMETEK, Incorporated031100100AME$11,811.13
ACTIVISION BLIZZARD COMPANY GUAR 144A 09/21 5.62500507VAC3N/A$11,805.53
National Oilwell Varco, Incorporated637071101NOV$11,766.20
Davita Incorporated23918K108DVA$11,764.33
CMS Energy Corporation125896100CMS$11,726.69
Republic Services, Incorporated760759100RSG$11,714.27
UNION PACIFIC CORP SR UNSECURED 03/46 4.05907818EJ3N/A$11,685.97
Applied Micro Circuits Corp.03822W406AMCC$11,679.69
SBA COMMUNICATIONS CORP SR UNSECURED 10/19 5.62578388JAQ9N/A$11,679.19
GNMA II POOL AR3773 G2 02/46 FIXED 436192YFN2N/A$11,677.01
The Williams Companies, Incorporated969457100WMB$11,671.74
ELECTRICITE DE FRANCE SA SR UNSECURED 144A 10/45 4.95268317AQ7N/A$11,666.59
ACE INA HOLDINGS COMPANY GUAR 11/45 4.3500440EAW7N/A$11,661.41
HUGHES SATELITE SYSTEMS SR SECURED 06/19 6.5444454AB8N/A$11,659.89
Advance Auto Parts, Incorporated00751Y106AAP$11,630.79
ARDAGH PKG FIN/HLDGS USA SR SECURED 144A 12/19 VAR03969AAF7N/A$11,603.74
Mccormick & Company Inc579780206MKC$11,602.84
ASHLAND INC SR UNSECURED 04/18 3.875044209AK0N/A$11,594.97
GS MORTGAGE SECURITIES TRUST GSMS 2014 GC20 AAB36252WAY4N/A$11,568.80
Allegion PLC Common stock USD.01G0176J109ALLE$11,567.82
Coach Incorporated189754104COH$11,561.40
Metcash Limited NpvB0744W900MTS$11,539.77
SPX FLOW INC COMPANY GUAR 09/17 6.87578469XAC1N/A$11,538.82
ZENDESK INC COMMON STOCK USD.0198936J101ZEN$11,508.31
Tyler Technologies Incorporated902252105TYL$11,494.70
FNMA POOL AL5396 FN 05/34 FIXED VAR3138EM7J4N/A$11,486.70
NAVIENT STUDENT LOAN TRUST NAVSL 2015 CA B 144A63939MAB1N/A$11,465.40
Jpmcc 2010 Cntr A2 08/32 Fixed46636AAC6N/A$11,432.96
Whole Foods Market, Incorporated966837106WFM$11,431.31
KEURIG GREEN MOUNTAIN INC COMMON STOCK USD.149271M100GMCR$11,425.81
FNMA POOL BA4772 FN 01/46 FIXED 43140E9JS6N/A$11,387.31
Macerich Company/the554382101MAC$11,385.92
MEDIA GENERAL INC COMMON STOCK58441K100MEG$11,373.91
Guidewire Software Incorporated Common Stock Usd.000140171V100GWRE$11,373.31
Mitchells+butlers Ord Gbp0.085416B1FP6H903MAB$11,370.32
GLAUKOS CORP COMMON STOCK USD.001377322102GKOS$11,320.03
KLA-Tencor Corporation482480100KLAC$11,301.60
Royal Bk of Scot Grp PLC780097AM3N/A$11,282.67
Mid-America Apartment59522J103MAA$11,249.16
PIONEER NATURAL RESOURCE SR UNSECURED 01/21 3.45723787AL1N/A$11,243.92
Chicos Fas Incorporated168615102CHS$11,226.26
Csc Holdings LLC Sr Unsecured126304AK0N/A$11,212.45
PACIFIC GAS + ELECTRIC SR UNSECURED 03/26 2.95694308HP5N/A$11,193.90
Michael Kors Holdings Ltd Common Stock NpvG60754101KORS$11,154.58
MITSUBISHI UFJ FIN GRP SR UNSECURED 03/21 2.95606822AA2N/A$11,110.83
C+c Group Ord Eur0.01B011Y0909GCC$11,055.30
Tata Steel Ltd Gdr Reg S GdrB3PPWV908TTST$11,046.47
AT+T INC SR UNSECURED 02/26 4.12500206RCT7N/A$11,030.89
Principal Financial Group Inc74251V102PFG$11,013.16
Federal National Mortgage Association31335QA78N/A$11,007.20
Federal Realty Invs Trust313747206FRT$10,997.14
FNMA POOL BC2465 FN 02/31 FIXED 3.53140EWW35N/A$10,989.76
GNMA II POOL MA3047 G2 08/45 FLOATING VAR36179RL49N/A$10,964.93
CALIFORNIA REPUBLIC AUTO RECEI CRART 2015 4 A2 144A13057VAB2N/A$10,963.71
Xl Group PLC Common Stock Usd.01G98290102XL$10,952.00
FN 30YR 3.5962AALII9N/A$10,899.32
Loews Corporation540424108L$10,886.20
Kureha Corporation Npv649790003N/A$10,885.18
Newell Rubbermaid Incorporated651229106NWL$10,861.60
CITIZENS FINANCIAL GROUP COMMON STOCK USD.01174610105CFG$10,855.06
PHILIP MORRIS INTL INC SR UNSECURED 02/19 1.375718172BR9N/A$10,852.69
Extra Space Storage Incorporated30225T102EXR$10,850.35
FED HM LN PC POOL Q37166 FG 11/45 FIXED 43132QT6C5N/A$10,841.76
Coca-Cola Enterprises Incorporated19122T109CCE$10,836.24
FNMA POOL AL4692 FN 01/29 FIXED VAR3138EMGA3N/A$10,802.97
ENTELLUS MEDICAL INC COMMON STOCK USD.00129363K105ENTL$10,797.70
Western Digital Corporation958102105WDC$10,791.19
NAVIENT STUDENT LOAN TRUST NAVSL 2014 8 A263939DAB1N/A$10,775.18
Universal Health Services Incorporated913903100UHS$10,767.58
Myer Holdings Ltd Common StockB50YPZ900MYR$10,732.73
C.H. Robinson Worldwide Incorporated12541W209CHRW$10,730.10
Brown-forman Corporation Cl B115637209N/A$10,706.65
NEXSTAR BROADCASTING INC COMPANY GUAR 11/20 6.87565336YAJ2N/A$10,686.04
Astronics Corp046433108ATRO$10,678.98
Kesa Electricals Ord Gbp0.25330401902DRTY$10,658.27
Capital Auto Receivables Asset Afin 2013 2 A4139742AD2N/A$10,650.98
Kingboard Laminate NpvB1HHFV908N/A$10,647.67
JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2016 C1 A546645LAY3N/A$10,639.53
Morgan Stanley Baml Trust Msbam 2013 C10 A161762MBS9N/A$10,631.46
Virtus Investment Partners Incorporated92828Q109VRTS$10,614.23
FNMA POOL BA4750 FN 01/31 FIXED 3.53140E9H41N/A$10,603.99
Accuray Incorporated004397105ARAY$10,603.91
PHILIP MORRIS INTL INC SR UNSECURED 02/21 1.875718172BS7N/A$10,598.12
JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C28 A346644FAC5N/A$10,598.05
CITIGROUP INC SR UNSECURED 07/45 4.65172967JU6N/A$10,593.79
FED HM LN PC POOL J33277 FG 11/30 FIXED 3.531307PUA5N/A$10,592.71
CSAIL COMMERCIAL MORTGAGE TRUS CSAIL 2016 C5 ASB12636LAZ3N/A$10,561.71
Matador Resources CO Common Stock Usd.01576485205MTDR$10,531.77
Waters Corporation941848103WAT$10,511.56
FED HM LN PC POOL Q38491 FG 01/46 FIXED 43132QVNH0N/A$10,504.94
Regions Financial Corporation7591EP100RF$10,502.77
FNMA POOL AL7500 FN 09/45 FIXED VAR3138EQKN1N/A$10,493.60
RADIUS HEALTH INC COMMON STOCK USD.0001750469207RDUS$10,487.31
Cez Czk100562403907CEZ$10,444.64
WALGREENS BOOTS ALLIANCE SR UNSECURED 11/44 4.8931427AC2N/A$10,441.27
FED HM LN PC POOL J32033 FG 06/30 FIXED 3.531307NHJ6N/A$10,400.40
Tesoro Petroleum Corporation881609101TSO$10,391.22
Service Corporation International Series WI817565BF0N/A$10,366.69
Stericycle Incorporated858912108SRCL$10,358.16
Best Buy Incorporated086516101BBY$10,332.13
JFE Holdings, Incorporated654379908N/A$10,325.24
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 C A2B 144A78448RAC0N/A$10,303.69
MORGAN STANLEY CAPITAL I TRUST MSC 2016 UBS9 A161766CAA7N/A$10,301.26
Akamai Technologies, Incorporated00971T101AKAM$10,274.15
GNMA II POOL 784017 G2 07/45 FIXED 4.53622A2PA4N/A$10,240.96
FNMA POOL AE0181 FN 04/40 FLOATING VAR31419AFX0N/A$10,238.10
Freeport McMoRan Copper & Gold Incorporated35671D857FCX$10,203.66
Quest Diagnostics Incorporated74834L100DGX$10,203.40
Eastman Chemical Company277432100EMN$10,198.81
Portola Pharmaceuticals Incorporated Common Stock737010108PTLA$10,198.48
Ubsbb_12-c290269CAB6N/A$10,191.26
SLM STUDENT LOAN TRUST SLMA 2007 5 A578443FAE7N/A$10,177.27
Iasis Healthcare LLC Term Loan B 245073CAJ9N/A$10,152.20
Masco Corporation574599106MAS$10,151.27
EVOLENT HEALTH INC A COMMON STOCK USD.0130050B101EVH$10,133.24
SERVISFIRST BANCSHARES INC COMMON STOCK USD.00181768T108SFBS$10,123.54
Dover Corporation260003108DOV$10,076.70
FED HM LN PC POOL G30828 FG 12/35 FIXED 3.53132J4EA3N/A$10,074.97
Seagate Technology PLCG7945M107STX$10,032.59
Textron Incorporated883203101TXT$9,998.55
BIOGEN INC SR UNSECURED 09/25 4.0509062XAF0N/A$9,979.51
FIDELITY NATIONAL INFORM SR UNSECURED 10/25 531620MAR7N/A$9,968.69
Cincinnati Financial Corporation172062101CINF$9,961.19
MEMORIAL RESOURCE DEVELOPMEN COMMON STOCK USD.0158605Q109MRD$9,955.92
Scana Corporation80589M102SCG$9,941.47
Adt Corporation00101JAE6N/A$9,875.38
Cabot Oil And Gas Corporation127097103COG$9,860.86
New Hampshire Hsg Financial Authority64469DEB3N/A$9,853.24
BURLINGTN NORTH SANTA FE SR UNSECURED 09/45 4.712189LAX9N/A$9,842.14
L-3 Communications Holdings In502424104LLL$9,838.24
Airgas Incorporated009363102ARG$9,819.43
SLM STUDENT LOAN TRUST SLMA 2012 6 A378447GAC5N/A$9,816.75
Federal National Mortgage Association31409LQ32N/A$9,803.57
FNMA POOL AL4201 FN 10/43 FLOATING VAR3138ELU35N/A$9,793.55
Xerox Corporation984121103XRX$9,784.21
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 4 A413974LAD0N/A$9,739.25
China Res Cement Common StockB41XC9906N/A$9,731.19
Case New Holland Incorporated Fixed147446AR9N/A$9,722.02
E.ON AG494290901EOAN$9,710.74
PPL ELECTRIC UTILITIES 1ST MORTGAGE 10/45 4.1569351UAT0N/A$9,691.65
BIOGEN INC SR UNSECURED 09/20 2.909062XAC7N/A$9,686.32
FNMA POOL AL7742 FN 11/45 FIXED VAR3138EQS86N/A$9,685.57
Lincoln National Corporation534187109LNC$9,671.58
Sealed Air Corporation81211K100SEE$9,658.69
MALLINCKRODT INTL FIN COMPANY GUAR 04/18 3.5561234AD7N/A$9,629.72
WPX ENERGY INC SR UNSECURED 01/17 5.2598212BAC7N/A$9,629.72
DOMINION RESOURCES INC SR UNSECURED 12/44 4.725746UCC1N/A$9,628.80
FNMA POOL AY4318 FN 01/45 FLOATING VAR3138YHYQ7N/A$9,600.33
CAPITAL AUTO RECEIVABLES ASSET AFIN 2015 2 A2139738AC2N/A$9,591.81
Zayo Group LLC Term Loan B98919MAD7N/A$9,585.74
FNMA POOL AY8446 FN 08/30 FIXED 3.53138YNL47N/A$9,582.45
CELGENE CORP SR UNSECURED 08/20 2.875151020AQ7N/A$9,564.10
Mosaic Co/the Common Stock Usd.0161945C103MOS$9,561.00
WALT DISNEY COMPANY/THE SR UNSECURED 02/21 2.325468PDJ2N/A$9,541.71
Medidata Solutions, Incorporated58471A105MDSO$9,537.58
Sabine Pass Lng Lp785583AF2N/A$9,520.82
TREASURY BILL 04/16 0.00000912796HK8N/A$9,514.34
GNMA POOL 626925 GN 03/45 FIXED 436291FPJ1N/A$9,495.63
Primary Health Car Npv611776907PRY$9,494.09
Gaslog Ltd Common Stock Usd.01G37585109GLOG$9,482.93
Oneok Partners LP Company Guar 2.68268NAH6N/A$9,477.16
Sl Green Realty Corporation78440X101SLG$9,405.83
Republic of Slovenia Bonds 144a 5.85831594AD8N/A$9,401.80
Juniper Networks, Incorporated48203R104JNPR$9,380.50
Dr Horton Incorporated23331A109DHI$9,380.41
GNMA II POOL 784067 G2 10/45 FIXED 43622A2QU9N/A$9,376.80
AMERICAN TOWER CORP SR UNSECURED 02/21 3.303027XAH3N/A$9,372.98
Government National Mortgage Association36203N7D4N/A$9,361.70
Federal Home Loan Mortgage Company3128GUT69N/A$9,326.47
Bellway Ord Gbp0.125009049909BWY$9,326.19
APPLE INC SR UNSECURED 02/26 3.25037833BY5N/A$9,323.02
America Movil Sab De Cv Sr Unsecured02364WBD6N/A$9,317.77
Endo International PlcG30401106ENDP$9,311.16
Interpublic Group of Cos.460690100IPG$9,298.92
CA Incorporated12673P105CA$9,272.25
Tesoro Corp Company Guar881609AY7N/A$9,261.24
Signet Jewelers LtdG81276100SIG$9,223.28
SLM STUDENT LOAN TRUST SLMA 2006 2 A578442GRV0N/A$9,221.78
MIDAMERICAN ENERGY CO 1ST MORTGAGE 10/24 3.5595620AM7N/A$9,215.65
PENTAIR PLC COMMON STOCK USD.01G7S00T104PNR$9,200.45
VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 05/20 2.4928668AM4N/A$9,194.18
FNMA POOL AL7501 FN 10/45 FIXED VAR3138EQKP6N/A$9,156.77
Expeditors International of Washington Incorporated302130109EXPD$9,130.09
REYNOLDS AMERICAN INC COMPANY GUAR 08/45 5.85761713BB1N/A$9,128.37
Atea Asa Common Stock Nok10.0B12TR1901ATEA$9,121.57
TANGER PROPERTIES LP SR UNSECURED 12/23 3.875875484AG2N/A$9,119.13
REPUBLIC OF PARAGUAY NOTES 144A 08/44 6.1699149AB6N/A$9,114.36
FED HM LN PC POOL J33199 FG 11/30 FIXED 3.531307PRU5N/A$9,104.99
Hasbro, Incorporated418056107HAS$9,104.36
GS MORTGAGE SECURITIES TRUST GSMS 2014 GC26 AAB36250HAF0N/A$9,101.63
EQT Corporation26884L109EQT$9,096.40
CF Industries Holdings, Incorporated125269100CF$9,091.37
Independence Group Npv643956907IGO$9,086.80
BIOGEN INC SR UNSECURED 09/45 5.209062XAD5N/A$9,049.10
Wyndham Worldwide Corporation98310W108WYN$9,047.99
Pandora Media Incorporated698354107P$9,038.49
Snap-On Incorporated833034101SNA$8,988.22
Akorn, Incorporated009728106AKRX$8,876.57
FNMA POOL AL60433138ENWD7N/A$8,871.43
Verisign Incorporated92343E102VRSN$8,869.68
Harley-davidson Incorporated412822108HOG$8,860.95
MIDAMERICAN ENERGY CO 1ST MORTGAGE 05/46 4.25595620AP0N/A$8,854.51
PETROLEOS MEXICANOS COMPANY GUAR 144A 01/46 5.62571656LBE0N/A$8,835.04
GNMA II POOL 784018 G2 06/45 FIXED 4.53622A2PB2N/A$8,833.17
MCDONALD S CORP SR UNSECURED 12/20 2.7558013MEX8N/A$8,831.75
FNMA POOL AE8284 FN 11/40 FIXED 431419KF26N/A$8,823.30
CALIFORNIA REPUBLIC AUTO RECEI CRART 2015 2 A313056MAC1N/A$8,785.76
MCBC HOLDINGS INC COMMON STOCK USD.0155276F107MCFT$8,754.34
Anglo American PLC Usd0.54945B1XZS8907AAL$8,750.75
Home Retail Group Ord Gbp0B19NKB902HOME$8,746.01
FNMA POOL AR1153 FN 01/43 FIXED 33138NXH75N/A$8,745.39
FNMA POOL MA222531418BPK6N/A$8,726.62
Frontier Communications Fixed35906AAB4N/A$8,717.28
GENERAL MOTORS FINL CO COMPANY GUAR 01/19 3.137045XBB1N/A$8,709.27
FED HM LN PC POOL Q38682 FG 02/46 FIXED 43132QVUG4N/A$8,692.97
FED HM LN PC POOL Q36591 FG 10/45 FIXED 43132QTKD7N/A$8,685.67
El Paso Corporation28336LBQ1N/A$8,678.35
Goodyear Tire & Rubber Company382550101GT$8,665.20
Multi-color Corp625383104LABL$8,637.60
FED HM LN PC POOL Q25660 FG 04/44 FIXED 43132M55V0N/A$8,624.70
FNMA POOL BC2466 FN 02/31 FIXED 3.53140EWW43N/A$8,607.71
XACTLY CORP COMMON STOCK USD.00198386L101XTLY$8,598.47
FED HM LN PC POOL J30512 FG 01/30 FIXED 3.531307LR91N/A$8,589.89
TESORO LOGISTICS LP/CORP COMPANY GUAR 10/20 5.87588160QAA1N/A$8,576.91
Centerpoint Energy Inc.15189T107CNP$8,575.56
Bed Bath & Beyond Inc075896100BBBY$8,561.45
Seven Network Ltd Npv678385907SVW$8,549.50
VERIZON COMMUNICATIONS SR UNSECURED 01/36 4.27292343VCV4N/A$8,542.17
GNMA II POOL 627021 G2 11/45 FIXED 436291FSJ8N/A$8,533.87
Cimarex Energy Company171798101XEC$8,500.69
Slm Student Loan Trust Slma 2013 B A1 144a78447VAA6N/A$8,482.85
FANNIEMAE STRIP FNS 411 A331395QCY4N/A$8,476.52
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2016 GC36 A517324TAE9N/A$8,473.60
AMERICAN TOWER CORP SR UNSECURED 06/20 2.803027XAF7N/A$8,410.56
MORGAN STANLEY CAPITAL I TRUST MSC 2016 UBS9 A461766CAE9N/A$8,402.55
SCRIPPS NETWORKS INTERAC SR UNSECURED 06/20 2.8811065AE1N/A$8,398.68
WM WRIGLEY JR CO SR UNSECURED 144A 10/18 2.4982526AU9N/A$8,357.97
AIA GROUP LTD SR UNSECURED 144A 03/25 3.200131LAB1N/A$8,355.29
Five Below Common Stock Usd.0133829M101FIVE$8,345.66
FORD CREDIT FLOORPLAN MASTER O FORDF 2014 1 A134528QDE1N/A$8,324.91
Agl Resources Incorporated001204106GAS$8,316.57
FED HM LN PC POOL Q37167 FG 11/45 FIXED 43132QT6D3N/A$8,302.17
H & R Block Incorporated093671105HRB$8,296.71
CAPITAL ONE MULTI ASSET EXECUT COMET 2015 A1 A114041NEU1N/A$8,281.33
Namura Shipbuildng Jpy50662106004N/A$8,257.99
JPMORGAN CHASE + CO SUBORDINATED 06/45 4.9546625HLL2N/A$8,247.98
Nanometrics Incorporated630077105NANO$8,226.49
Tate + Lyle Gbp 0.25087541009TATE$8,222.36
FED HM LN PC POOL Q36768 FG 10/45 FIXED 43132QTQW9N/A$8,171.52
ALBEMARLE CORP COMPANY GUAR 12/44 5.45012725AD9N/A$8,162.89
Pinnacle West Capital Corporation723484101PNW$8,162.61
Varian Medical Systems Incorporated92220P105VAR$8,107.68
GULFSTREAM NATURAL GAS SR UNSECURED 144A 10/45 5.95402740AE4N/A$8,088.56
FNMA POOL AZ5301 FN 07/45 FLOATING VAR3138YW3K1N/A$8,074.03
RAPID7 INC COMMON STOCK USD.01753422104RPD$8,059.36
Lennar Corporation Class A526057104LEN$8,033.49
CEB INC COMMON STOCK USD.01125134106CEB$8,010.79
FNMA POOL AL6860 FN 03/44 FIXED VAR3138EPTS3N/A$7,985.69
MITSUBISHI UFJ FIN GRP SR UNSECURED 03/26 3.85606822AD6N/A$7,964.26
FED HM LN PC POOL G15202 FG 10/29 FIXED 43128MEAB7N/A$7,957.89
FED HM LN PC POOL Q37605 FG 12/45 FIXED 43132QUNX7N/A$7,943.18
MID AMERICA APARTMENTS L SR UNSECURED 11/25 459523UAM9N/A$7,934.63
PLANET FITNESS INC CL A COMMON STOCK USD.000172703H101PLNT$7,918.51
CBRE Group, Incorporated12504L109CBG$7,903.29
Total System Services Incorporated891906109TSS$7,891.84
Darden Restaurants Incorporated237194105DRI$7,881.64
Cintas Corporation172908105CTAS$7,857.61
MALIBU BOATS INC A COMMON STOCK USD.0156117J100MBUU$7,845.30
BorgWarner Incorporated099724106BWA$7,836.74
DUKE ENERGY CORP SR UNSECURED 04/24 3.7526441CAN5N/A$7,832.72
VALMONT INDUSTRIES INC COMPANY GUAR 10/54 5.25920253AE1N/A$7,825.03
Nasdaq OMX Group Incorporated631103108NDAQ$7,784.48
NetApp, Incorporated64110D104NTAP$7,768.93
Tiffany & Company886547108TIF$7,754.46
Cablevision Systems Corporation12686C109CVC$7,745.62
Housing Devel Fin Inr10 (demat)617190905HDFC$7,738.53
CONSOLIDATED EDISON CO O SR UNSECURED 12/45 4.5209111FG3N/A$7,731.51
William Lyon Homes Cl A Common Stock Usd.01552074700WLH$7,721.79
GNMA POOL 626973 GN 08/45 FIXED 436291FQ27N/A$7,679.14
GS MORTGAGE SECURITIES TRUST GSMS 2014 GC18 AAB36252RAQ2N/A$7,677.05
TANGER PROPERTIES LP SR UNSECURED 12/24 3.75875484AH0N/A$7,646.04
Kghm Polska Miedz Pln10 Br526325907KGH$7,630.12
SOUTHWESTERN ELEC POWER SR UNSECURED 04/45 3.9845437BN1N/A$7,597.21
/XX/.0E08B4F GNSF 4962AEFII8N/A$7,571.19
Tripadvisor Incorporated Common Stock Usd.001896945201TRIP$7,567.34
Columbia Pipeline Group198280109CPGX$7,555.78
VIACOM INC SR UNSECURED 12/34 4.8592553PAZ5N/A$7,504.40
KINDER MORGAN INC/DELAWA COMPANY GUAR 12/34 5.349456BAG6N/A$7,492.16
FED HM LN PC POOL Q37173 FG 11/45 FIXED 43132QT6K7N/A$7,484.87
Nordstrom Incorporated655664100JWN$7,470.58
Huntington Bancshares Incorporated446150104HBAN$7,457.61
Slm Student Loan Trust Slma 2012 C A1 144a78447BAA0N/A$7,457.15
GENERAL MOTORS CO SR UNSECURED 04/36 6.637045VAK6N/A$7,454.52
SLM STUDENT LOAN TRUST SLMA 2012 B A2 144A78446XAB1N/A$7,452.50
Vesuvius PLC Common Stock Gbp1.B82YXW900VSVS$7,442.58
TEGNA INC COMPANY GUAR 10/19 5.125364725BD2N/A$7,439.87
COMM MORTGAGE TRUST COMM 2014 CR18 ASB12632QAU7N/A$7,436.25
Unum Group91529Y106UNM$7,430.62
GRUPO TELEVISA SAB SR UNSECURED 01/46 6.12540049JBC0N/A$7,401.70
JB Hunt Transport Services445658107JBHT$7,389.67
Gail India Ltd Reg S Gdr Gdr323552901GAID$7,354.47
E*TRADE Financial Corporation269246401ETFC$7,351.54
FIDELITY NATIONAL INFORM SR UNSECURED 10/22 4.531620MAQ9N/A$7,327.33
Nisource Incorporated65473P105NI$7,323.22
MID AMERICA APT LP SR UNSECURED 10/23 4.359523UAA5N/A$7,304.76
Chemring Group PLC Common Stock Gbp.05B45C9X909CHG$7,299.40
Mineral Resources Ltd Common StockB17ZL5909MIN$7,284.01
ANALOG DEVICES INC SR UNSECURED 12/45 5.3032654AK1N/A$7,279.24
Rpx Corp Common Stock74972G103RPXC$7,263.60
Qualys Incorporated74758T303QLYS$7,261.79
F5 Networks Incorporated315616102FFIV$7,240.68
BED BATH + BEYOND INC SR UNSECURED 08/44 5.165075896AC4N/A$7,232.73
GNMA II POOL AD1760 G2 02/43 FIXED 436180C5V7N/A$7,217.40
AAC HOLDINGS INC COMMON STOCK USD.001000307108AAC$7,208.12
NELNET STUDENT LOAN TRUST NSLT 2005 4 A464031QCJ8N/A$7,206.78
FNMA POOL AJ2190 FN 10/41 FIXED 43138ATNG1N/A$7,183.91
Xylem Incorporated W/i Common Stock98419M100XYL$7,178.65
Wynn Resorts, Limited983134107WYNN$7,169.85
GENERAL MOTORS CO SR UNSECURED 04/35 537045VAH3N/A$7,146.48
FED HM LN PC POOL C91857 FG 11/35 FIXED 43128P8B26N/A$7,143.13
APPLE INC SR UNSECURED 05/45 4.375037833BH2N/A$7,130.43
Adt Corp/the Common Stock Usd.0100101J106ADT$7,123.41
WEATHERFORD INTERNATIONAL PL COMMON STOCK USD.001G48833100WFT$7,106.34
Pepco Holdings Incorporated713291102POM$7,103.52
Fortescue Metal Group Npv608625901FMG$7,060.34
AES Corporation00130H105AES$7,054.61
SCRIPPS NETWORKS INTERAC SR UNSECURED 06/22 3.5811065AF8N/A$7,043.35
Treasury Bill 03/16912796HG7N/A$7,018.08
Mitsubishi Corporation659678007N/A$7,002.28
PVH Corporation693656100PVH$6,989.29
Fluor Corporation343412102FLR$6,975.35
JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C31 ASB46644YAW0N/A$6,963.96
FNMA POOL BA2567 FN 09/45 FIXED 43140E6Z96N/A$6,954.40
FNMA POOL AB7016 FN 11/42 FIXED 431417DYN7N/A$6,952.22
GRUPO TELEVISA SAB SR UNSECURED 05/45 540049JBA4N/A$6,950.43
HYUNDAI AUTO RECEIVABLES TRUST HART 2013 A A444890JAD1N/A$6,946.93
FNMA POOL BA2926 FN 11/45 FIXED 43140E7HC7N/A$6,924.21
VALERO ENERGY CORP SR UNSECURED 03/45 4.991913YAT7N/A$6,917.25
TECO Energy Incorporated872375100TE$6,913.14
Cempra Incorporated15130J109CEMP$6,901.90
JPMORGAN CHASE + CO SR UNSECURED 07/25 3.946625HMN7N/A$6,898.09
Slm Student Loan Trust Series 2005-6 Class A5b78442GPZ3N/A$6,896.27
Slm Student Loan Trust Slma 2013 A A2a 144a78447RAB3N/A$6,828.52
Discovery Holding Company25470F302DISCK$6,803.25
FED HM LN PC POOL Q37606 FG 12/45 FIXED 43132QUNY5N/A$6,800.11
Gap Incorporated364760108GPS$6,776.60
COMM MORTGAGE TRUST COMM 2014 UBS4 A512591QAR3N/A$6,764.53
Frontier Communications Corporation35906A108FTR$6,761.45
COMMONWEALTH BANK AUST SUBORDINATED 144A 12/25 4.52027A0HR3N/A$6,739.02
BAXALTA INC SR UNSECURED 144A 06/25 407177MAA1N/A$6,705.76
FED HM LN PC POOL Q37721 FG 12/45 FIXED 43132QUSK0N/A$6,693.34
FNMA POOL AS6251 FN 11/35 FIXED 3.53138WF5M4N/A$6,692.34
General Elec Cap Corp36962G3P7N/A$6,681.65
FED HM LN PC POOL Q36076 FG 09/45 FIXED 43132QSXE3N/A$6,679.82
SCRIPPS NETWORKS INTERAC SR UNSECURED 06/25 3.95811065AG6N/A$6,665.29
APPALACHIAN POWER CO SR UNSECURED 06/45 4.45037735CV7N/A$6,642.31
INDIANA MICHIGAN POWER SR UNSECURED 03/46 4.55454889AQ9N/A$6,606.30
NAVIENT STUDENT LOAN TRUST NAVSL 2016 AA A2B 144A63939NAC7N/A$6,605.72
JOHNSON + JOHNSON SR UNSECURED 03/46 3.7478160BV5N/A$6,584.02
FNMA POOL AL7289 FN 08/45 FIXED VAR3138EQC34N/A$6,540.93
Financial Engines, Incorporated317485100FNGN$6,531.06
ELECTRICITE DE FRANCE SA SR UNSECURED 144A 10/55 5.25268317AR5N/A$6,511.83
Staples Incorporated855030102SPLS$6,507.08
Leggett & Platt Incorporated524660107LEG$6,502.56
Verwaltungs U.priv Chf10(br)596800904VPB$6,488.17
DUKE ENERGY CORP SR UNSECURED 12/45 4.826441CAP0N/A$6,471.44
VEEVA SYSTEMS INC CLASS A COMMON STOCK USD.00001922475108VEEV$6,457.43
Nelnet Student Loan Trust Nslt 2010 4a A 144a86386YAA6N/A$6,456.37
FNMA POOL AL6009 FN 05/43 FLOATING VAR3138ENVB2N/A$6,453.64
FNMA POOL AZ2934 FN 09/45 FIXED 43138YUHL8N/A$6,442.29
SLM STUDENT LOAN TRUST SLMA 2005 9 A578442GQY5N/A$6,438.27
Slm Student Loan Trust Slma 2013 3 B78447YAD4N/A$6,428.63
BEIJING ENTERPRISES WATER GR COMMON STOCK HKD.1B01YCG906N/A$6,390.21
Comerica Incorporated200340107CMA$6,387.19
SLM STUDENT LOAN TRUST SLMA 2014 A A1 144A78448DAA5N/A$6,380.35
CALIFORNIA REPUBLIC AUTO RECEI CRART 2014 2 A413056XAD5N/A$6,380.27
21ST CENTURY FOX AMERICA COMPANY GUAR 10/45 4.9590131HBZ7N/A$6,360.27
Avery Dennison Corporation053611109AVY$6,347.17
FNMA POOL AB9859 FN 07/43 FIXED 331417G5V4N/A$6,330.32
STRUCTURED AGENCY CREDIT RISK STACR 2015 DN1 M13137G0DQ9N/A$6,327.99
FNMA POOL AZ9217 FN 10/45 FIXED 43140E2G39N/A$6,317.65
FED HM LN PC POOL J32994 FG 10/30 FIXED 3.531307PKF5N/A$6,294.18
Torchmark Corporation891027104TMK$6,285.23
FREDDIE MAC FHR 4462 DA3137BHJ24N/A$6,273.92
WORLD FINANCIAL NETWORK CREDIT WFNMT 2014 C A981464EN6N/A$6,272.87
Slm Student Loan Trust Slma 2012 E A1 144a78447FAA1N/A$6,265.98
CALIFORNIA REPUBLIC AUTO RECEI CRART 2014 3 A413056LAD1N/A$6,236.99
SLM STUDENT LOAN TRUST SLMA 2014 1 A178448EAA3N/A$6,233.54
FNMA POOL AT0939 FN 04/43 FIXED 33138WNBH1N/A$6,232.09
QORVO INC COMMON STOCK USD.000174736K101QRVO$6,226.63
ENERGY TRANSFER PARTNERS SR UNSECURED 01/26 4.7529273RBG3N/A$6,189.53
GNMA II POOL AD8837 G2 03/43 FIXED 436180MZA8N/A$6,188.65
Diageo PLC023740905DGE$6,188.12
CAPITAL AUTO RECEIVABLES ASSET AFIN 2014 2 A413975HAD8N/A$6,161.84
HYUNDAI AUTO RECEIVABLES TRUST HART 2013 B A444890LAD6N/A$6,156.61
INTREXON CORP COMMON STOCK46122T102XON$6,136.10
Apartment Invt. & Mgmt03748R101AIV$6,126.53
Tesaro Incorporated881569107TSRO$6,126.03
FED HM LN PC POOL K93258 FG 09/35 FIXED 3.53132LPQK8N/A$6,120.89
Helmerich & Payne Incorporated423452101HP$6,108.23
Green Tree 1997-7 A8393505XT4N/A$6,106.22
Apache Corporation Sr Unsecured 01/44037411BC8N/A$6,072.60
FNMA POOL AL6777 FN 07/44 FIXED VAR3138EPQ72N/A$6,066.48
FED HM LN PC POOL Q37604 FG 12/45 FIXED 43132QUNW9N/A$6,041.97
IRON MOUNTAIN INC REIT USD.0146284V101IRM$6,039.60
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2012 LC9 A246639EAB7N/A$6,037.23
Bco Est R Gde Sul Prf Class B NpvB23F8S900N/A$6,012.54
Ohio St Univ Ohshgr Fixed Oid677632PA3N/A$5,983.91
CAPITAL AUTO RECEIVABLES ASSET AFIN 2013 3 A413975DAD7N/A$5,983.61
FMC Technologies Incorporated30249U101FTI$5,983.01
Marathon Oil Corporation565849106MRO$5,948.63
LYB INTL FINANCE BV COMPANY GUAR 03/44 4.87550247VAC3N/A$5,944.78
FNMA POOL BA2909 FN 11/45 FIXED 43140E7GT1N/A$5,919.75
STRUCTURED AGENCY CREDIT RISK STACR 2014 HQ1 M13137G0BU2N/A$5,917.57
COMM MORTGAGE TRUST COMM 2013 CR10 A212626BAB0N/A$5,911.70
Flowserve Corporation34354P105FLS$5,883.12
MORGAN STANLEY BAML TRUST MSBAM 2013 C9 A261762DAT8N/A$5,859.66
FED HM LN PC POOL Q36448 FG 10/45 FIXED 43132QTEW2N/A$5,858.74
TEGNA INC COMMON STOCK USD1.087901J105TGNA$5,843.95
Pulte Homes Incorporated745867101PHM$5,843.03
G&K Services Incorporated361268105GK$5,836.58
NORTHROP GRUMMAN CORP SR UNSECURED 04/45 3.85666807BJ0N/A$5,834.34
GNMA II POOL 784020 G2 05/45 FIXED 4.53622A2PD8N/A$5,833.06
First Solar Incorporated336433107FSLR$5,819.62
FED HM LN PC POOL J32846 FG 10/30 FIXED 3.531307PET2N/A$5,817.08
FED HM LN PC POOL Q36778 FG 10/45 FIXED 43132QTQ82N/A$5,791.55
HALLIBURTON CO SR UNSECURED 11/45 5406216BK6N/A$5,782.69
FNMA POOL AQ5047 FN 12/42 FIXED 33138MLTD6N/A$5,764.77
NAVIENT STUDENT LOAN TRUST NAVSL 2015 AA A2B 144A63939EAC7N/A$5,758.76
FED HM LN PC POOL U95161 FG 10/43 FIXED 53132H5FB9N/A$5,723.88
Ralph Lauren Corp Common Stock Usd.01751212101RL$5,710.94
SLM STUDENT LOAN TRUST SLMA 2013 C A2A 144A78447XAB0N/A$5,688.12
WM WRIGLEY JR CO SR UNSECURED 144A 10/17 2982526AT2N/A$5,678.28
FNMA POOL BA4740 FN 12/45 FIXED 43140E9HS8N/A$5,665.41
ENERGY TRANSFER PARTNERS SR UNSECURED 10/20 4.1529273RAX7N/A$5,661.85
PerkinElmer, Incorporated714046109PKI$5,659.56
FLEXION THERAPEUTICS INC COMMON STOCK USD.00133938J106FLXN$5,652.58
FED HM LN PC POOL Q35566 FG 08/45 FIXED 3.53132QSFG8N/A$5,630.08
Robert Half International770323103RHI$5,591.68
Newfield Exploration Company651290108NFX$5,582.91
UBS Barclays Commercial Mortga Ubsbb 2013 C5 A490270YBF5N/A$5,552.74
Slc Student Loan Trust Slclt 2007 2 A2784422AB3N/A$5,548.46
FNMA POOL AT7720 FN 06/43 FIXED 3.53138WVSJ1N/A$5,529.28
MICROSOFT CORP SR UNSECURED 11/45 4.45594918BL7N/A$5,503.79
GNMA II POOL AO6444 G2 08/45 FIXED 4.53617A7ER8N/A$5,502.34
METLIFE INC SR UNSECURED 05/46 4.659156RBR8N/A$5,490.06
CONFORMIS INC COMMON STOCK USD.0000120717E101CFMS$5,464.57
SLM STUDENT LOAN TRUST SLMA 2014 2 B78448GAD2N/A$5,443.85
DUKE ENERGY PROGRESS INC 1ST MORTGAGE 08/45 4.226442UAB0N/A$5,412.97
China Bluechemical Ltd H Common Stock Hkd1.B1DN3X908N/A$5,409.33
Amec Ord Gbp0.50002826006AMFW$5,408.38
Cabcharge Australia Npv619469901CAB$5,385.16
ONEOK Incorporated682680103OKE$5,373.54
ECOPETROL SA SR UNSECURED 05/45 5.875279158AJ8N/A$5,325.29
JPMORGAN CHASE + CO SUBORDINATED 10/27 4.2546625HNJ5N/A$5,308.79
Slm Student Loan Trust Slma 2012 E A2b 144a78447FAC7N/A$5,288.24
FED HM LN PC POOL Q36491 FG 10/45 FIXED 43132QTF92N/A$5,215.22
ADT CORP SR UNSECURED 04/19 4.12500101JAL0N/A$5,195.63
Canadian Oil Sands Trust Sr Unsecured 144a 04/42 6.13643EAH8N/A$5,181.48
Leucadia National Corporation527288104LUK$5,153.34
AMERICAN TOWER CORP SR UNSECURED 02/26 4.403027XAJ9N/A$5,132.15
United Rentals, Incorporated911363109URI$5,121.50
Garmin Ltd Common Stock Chf10.0H2906T109GRMN$5,114.66
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 A A1 144A78448PAA8N/A$5,089.56
FED HM LN PC POOL J29812 FG 11/29 FIXED 3.531307J3V3N/A$5,076.32
Jacobs Engineering Group Incorporated469814107JEC$5,067.85
Jpmcc 2010 Cntr A1 08/32 Fixed46636AAA0N/A$5,051.05
FANNIE MAE FNR 2007 108 AN31396XT20N/A$5,034.40
Student Loan Marketing Association Securities78445XAA4N/A$5,030.08
COX COMMUNICATIONS INC SR UNSECURED 144A 02/35 4.8224044CF2N/A$5,010.13
Assurant Incorporated04621X108AIZ$5,007.84
GNMA II POOL AR3762 G2 02/46 FIXED 436192YFB8N/A$5,002.72
ALDER BIOPHARMACEUTICALS INC COMMON STOCK USD.0001014339105ALDR$4,931.24
FED HM LN PC POOL Q33464 FG 05/45 FIXED 43132QPZ64N/A$4,856.60
People's United Financial Incorporated712704105PBCT$4,849.04
GNMA POOL 711633 GN 02/42 FIXED 436297GSW1N/A$4,793.95
WILLIAMS PARTNERS LP SR UNSECURED 09/25 496949LAB1N/A$4,747.90
GNMA POOL 627006 GN 10/45 FIXED 436291FR34N/A$4,681.87
Valiant Holding AG Chf.5(reg D)751789900VATN$4,666.82
Zions Bancorporation989701107ZION$4,659.47
Comm_12-cr412624QAP8N/A$4,655.24
FED HM LN PC POOL J32935 FG 10/30 FIXED 3.531307PHL6N/A$4,637.08
Flir Systems Incorporated302445101FLIR$4,575.27
COMM MORTGAGE TRUST COMM 2014 UBS5 ASB12592KBA1N/A$4,551.35
FED HM LN PC POOL Q36779 FG 10/45 FIXED 43132QTQ90N/A$4,509.31
FED HM LN PC POOL K93218 FG 09/35 FIXED 3.53132LPPB9N/A$4,500.44
PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 01/20 3.05709599AR5N/A$4,462.65
FED HM LN PC POOL J33781 FG 02/31 FIXED 3.531307QFW2N/A$4,459.59
COMM MORTGAGE TRUST COMM 2014 UBS2 A512591UAF0N/A$4,433.83
JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2014 C22 A446642NBD7N/A$4,420.24
News Corp Class A Common Stock Usd.0165249B109NWSA$4,416.69
Mettler-Toledo International Incorporated592688105MTD$4,403.24
Manitowoc Company Incorporated Fixed563571AH1N/A$4,390.23
Time Warner Cable Incorporated88732JAJ7N/A$4,341.85
FED HM LN PC POOL U92021 FG 09/43 FIXED 53132HCD26N/A$4,240.69
Autonation Incorporated05329W102AN$4,203.16
HORTONWORKS INC COMMON STOCK USD.0001440894103HDP$4,199.66
NAVIENT CORP COMMON STOCK USD.0163938C108NAVI$4,197.87
FNMA POOL AQ0174 FN 11/42 FIXED 33138MFFQ5N/A$4,183.83
FNMA POOL AZ2068 FN 09/35 FIXED 3.53138YTJN5N/A$4,178.30
FED HM LN PC POOL Q37795 FG 12/45 FIXED 43132QUUV3N/A$4,173.57
MOSAIC CO SR UNSECURED 11/43 5.62561945CAE3N/A$4,167.54
Celldex Therapeutics Incorporated15117B103CLDX$4,159.44
Rowan Companies Incorporated Company Guar 12/42779382AQ3N/A$4,159.39
ERAC USA FINANCE LLC COMPANY GUAR 144A 02/45 4.526884TAN2N/A$4,137.85
AMERICAN INTL GROUP SR UNSECURED 01/55 4.375026874DB0N/A$4,132.85
FED HM LN PC POOL J32866 FG 10/30 FIXED 3.531307PFF1N/A$4,130.01
FED HM LN PC POOL C91860 FG 12/35 FIXED 43128P8B59N/A$4,116.98
MARATHON PETROLEUM CORP SR UNSECURED 12/45 5.8556585AAM4N/A$4,077.14
DOMINION RESOURCES INC SR UNSECURED 10/25 3.925746UCE7N/A$4,076.34
Discovery Communications Incorporated Class C25470F104DISCA$3,998.76
Western Gas Partners Fixed958254AA2N/A$3,962.17
Slm Student Loan Trust Slma 2013 1 B78447MAD0N/A$3,957.75
Valeant Pharmaceuticals Intl I Term Loan D 2C9413PAS2N/A$3,943.54
FNMA POOL BA4544 FN 11/35 FIXED 43140E9BN5N/A$3,942.36
EMBRAER NETHERLANDS FINA COMPANY GUAR 06/25 5.0529082HAA0N/A$3,930.54
Patterson Dental Co.703395103PDCO$3,881.48
Directv Holdings/fing Company Guar25459HBF1N/A$3,873.57
FED HM LN PC POOL Q37331 FG 11/45 FIXED 43132QUED1N/A$3,867.40
GENERAL MOTORS CO SR UNSECURED 04/46 6.7537045VAL4N/A$3,867.40
FED HM LN PC POOL Q36927 FG 10/45 FIXED 43132QTVV5N/A$3,863.35
Ugl Ltd Npv691487904UGL$3,853.96
FED HM LN PC POOL Q36590 FG 10/45 FIXED 43132QTKC9N/A$3,832.56
FED HM LN PC POOL K93374 FG 11/35 FIXED 43132LPT74N/A$3,823.29
CSRA INC COMMON STOCK USD.00112650T104CSRA$3,822.99
Pitney Bowes Incorporated724479100PBI$3,819.88
FORD CREDIT AUTO OWNER TRUST/F FORDR 2015 1 A 144A34530RAA6N/A$3,810.96
Heico Corpcommon Stock422806109HEI$3,750.20
FED HM LN PC POOL Q36282 FG 09/45 FIXED 43132QS6U7N/A$3,721.18
Dun & Bradstreet Corp26483E100DNB$3,702.92
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2015 JP1 ASB46590KAF1N/A$3,669.10
NRG Energy Incorporated629377508NRG$3,623.34
Cit Group Incorporated125581GL6N/A$3,614.65
VISA INC SR UNSECURED 12/45 4.392826CAF9N/A$3,609.74
Student Loan Marketing Association Securities78446DAA7N/A$3,606.68
CVS HEALTH CORP SR UNSECURED 07/45 5.125126650CN8N/A$3,568.07
Teradata Corporation88076W103TDC$3,550.20
FNMA POOL BC2308 FN 02/46 FIXED 43140EWR64N/A$3,527.40
FED HM LN PC POOL U92098 FG 09/43 FIXED 53132HCGF4N/A$3,527.22
FNMA POOL AW7322 FN 06/44 FIXED 4.53138XXD45N/A$3,514.92
GNMA II POOL 784110 G2 11/45 FIXED 53622A2R79N/A$3,488.18
Gamestop Corporation36467W109GME$3,478.28
Student Loan Marketing Association Securities78446DAB5N/A$3,477.30
Quanta Services Incorporated74762E102PWR$3,467.90
Tc Pipelines LP Fixed 4.6587233QAA6N/A$3,442.03
MCDONALD S CORP SR UNSECURED 01/26 3.758013MEY6N/A$3,427.12
FED HM LN PC POOL Q34832 FG 07/45 FIXED 3.53132QRLN8N/A$3,425.63
VIACOM INC SR UNSECURED 04/44 5.2592553PAW2N/A$3,415.48
FED HM LN PC POOL J33151 FG 11/30 FIXED 3.531307PQC6N/A$3,413.99
RELYPSA INC COMMON STOCK USD.001759531106RLYP$3,387.34
FED HM LN PC POOL Q37019 FG 11/45 FIXED 43132QTYR1N/A$3,375.38
FNMA POOL BA4784 FN 01/46 FIXED 43140E9J64N/A$3,336.27
Legg Mason Incorporated524901105LM$3,291.52
Cia Saneamento Minas Gerais Common Stock NpvB0YBZJ909N/A$3,273.34
Ryder Systems Incorporated783549108R$3,241.99
COMMONWEALTH EDISON CO 1ST MORTGAGE 03/45 3.7202795JF8N/A$3,189.05
Transocean LimitedH8817H100RIG$3,164.07
Polyone Corporation73179P106POL$3,154.20
GNMA POOL 763893 GN 10/43 FIXED 436176ENJ6N/A$3,153.71
GNMA POOL 711598 GN 10/41 FIXED 436297GRT9N/A$3,130.18
GNMA II POOL 627047 G2 01/46 FIXED 436291FTC2N/A$3,113.80
MARATHON OIL CORP SR UNSECURED 06/45 5.2565849AM8N/A$3,085.36
FNMA POOL AS6022 FN 09/45 FIXED 43138WFVQ6N/A$3,083.53
CAPITAL AUTO RECEIVABLES ASSET AFIN 2014 3 A413975JAD4N/A$3,076.92
ANTHEM INC SR UNSECURED 01/44 5.194973VBF3N/A$3,073.27
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2015 GC35 A417324KAP3N/A$3,070.71
TIME WARNER INC COMPANY GUAR 07/45 4.85887317AX3N/A$3,065.78
FED HM LN PC POOL Q36677 FG 10/45 FIXED 3.53132QTM37N/A$3,038.23
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2014 GC23 A417322VAT3N/A$3,017.94
ALLY MASTER OWNER TRUST AMOT 2014 3 A02005AEB0N/A$2,995.37
Murphy Oil Corporation626717102MUR$2,972.09
Treasury Bill912796HN2N/A$2,946.94
COMM MORTGAGE TRUST COMM 2010 C1 A2 144A12622DAB0N/A$2,910.50
Keiyo Bank Jpy50619064009N/A$2,896.86
Medivation Incorporated58501N101MDVN$2,813.38
FED HM LN PC POOL J32864 FG 10/30 FIXED 3.531307PFD6N/A$2,805.28
Government National Mortgage Association36204DHS1N/A$2,722.25
GS MORTGAGE SECURITIES TRUST GSMS 2013 GC16 A136248GAA8N/A$2,706.94
FNMA POOL AS6217 FN 11/45 FIXED 43138WF4B9N/A$2,697.55
GNMA POOL AO0549 GN 09/45 FIXED 43617A0TE6N/A$2,658.12
Tenet Healthcare Corp Common Stock Usd.0588033G407THC$2,646.64
ROWAN COMPANIES INC COMPANY GUAR 01/44 5.85779382AS9N/A$2,583.39
Owens-Illinois Incorporated690768403OI$2,574.19
FNMA POOL MA1643 FN 10/43 FIXED 531418AZH4N/A$2,558.40
RING ENERGY INC COMMON STOCK USD.00176680V108REI$2,544.87
TEACHERS INSUR + ANNUITY SUBORDINATED 144A 09/44 4.9878091BD8N/A$2,540.13
Southwestern Energy Company845467109SWN$2,377.22
FED HM LN PC POOL J32325 FG 08/30 FIXED 3.531307NSN5N/A$2,364.75
FED HM LN PC POOL J33440 FG 01/31 FIXED 3.531307PZD4N/A$2,338.91
FORD CREDIT AUTO OWNER TRUST FORDO 2013 B A334530EAC1N/A$2,334.66
CONSOLIDATED EDISON CO O SR UNSECURED 12/54 4.625209111FF5N/A$2,327.88
FED HM LN PC POOL J33278 FG 11/30 FIXED 3.531307PUB3N/A$2,326.16
Adecco SA Chf1(regd)711072900ADEN$2,318.07
PATRIOT NATIONAL INC COMMON STOCK USD.00170338T102PN$2,314.25
FNMA POOL AS5844 FN 08/45 FIXED 43138WFP67N/A$2,262.41
Federal Natl Mtg Assn Remic Remic Tr 1998 38 Cl Pl Po31359UT21N/A$2,253.94
FNMA POOL BA7254 FN 12/45 FIXED 43140ECBY4N/A$2,247.03
GNMA POOL 626945 GN 05/45 FIXED 436291FP69N/A$2,226.98
Gsms_12-gcj736192KAU1N/A$2,219.35
VERISK ANALYTICS INC SR UNSECURED 06/45 5.592345YAE6N/A$2,200.28
FNMA POOL AS5670 FN 07/45 FIXED 43138WFJQ0N/A$2,197.82
Ensco plcG3157S106ESV$2,184.60
FED HM LN PC POOL Q37599 FG 12/45 FIXED 43132QUNR0N/A$2,164.32
CONSOL Energy Incorporated20854P109CNX$2,114.80
FNMA POOL AB3818 FN 10/41 FIXED 431417AG45N/A$2,060.03
L 3 COMMUNICATIONS CORP COMPANY GUAR 05/24 3.95502413BD8N/A$2,055.50
FED HM LN PC POOL J32874 FG 10/30 FIXED 3.531307PFP9N/A$2,034.90
WESTERN GAS PARTNERS LP SR UNSECURED 04/44 5.45958254AD6N/A$2,034.55
FED HM LN PC POOL Q36478 FG 10/45 FIXED 43132QTFU5N/A$2,002.92
BARRICK GOLD CORP SR UNSECURED 05/23 4.1067901AQ1N/A$1,994.61
FNMA POOL AE1281 FN 12/41 FIXED 431419BM77N/A$1,979.86
Cemig Cia Energ Mg Pref Brl5.00B1YBRG902N/A$1,964.89
FED HM LN PC POOL J32872 FG 09/30 FIXED 3.531307PFM6N/A$1,878.84
GNMA II POOL 635054 G2 02/46 FIXED 4.536291QQF4N/A$1,874.76
FNMA POOL AX5504 FN 02/46 FIXED 43138Y7DJ8N/A$1,848.84
ECOPETROL SA SR UNSECURED 09/43 7.375279158AE9N/A$1,836.24
AMERICAN INTL GROUP SR UNSECURED 07/45 4.8026874DF1N/A$1,827.96
SEMPRA ENERGY SR UNSECURED 11/25 3.75816851AY5N/A$1,806.46
FNMA POOL AZ4403 FN 10/35 FIXED 3.53138YV3M9N/A$1,797.41
ENERGY TRANSFER PARTNERS SR UNSECURED 12/45 6.12529273RBJ7N/A$1,791.26
ECOPETROL SA SR UNSECURED 06/26 5.375279158AL3N/A$1,763.38
Slm Student Loan Trust Slma 2005 5 A378442GPP5N/A$1,761.01
GNMA POOL 627048 GN 01/46 FIXED 4.536291FTD0N/A$1,729.46
COMM MORTGAGE TRUST COMM 2013 CR12 A412591KAE5N/A$1,680.51
FNMA POOL AX5484 FN 10/45 FIXED 43138Y7CW0N/A$1,676.02
GNMA II POOL 627049 G2 01/46 FIXED 4.536291FTE8N/A$1,661.14
JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2014 C25 ASB46643PBF6N/A$1,630.38
FNMA POOL AE1275 FN 11/41 FIXED 431419BMZ5N/A$1,592.80
FED HM LN PC POOL U90446 FG 05/42 FIXED 53132H3P72N/A$1,589.48
DBUBS MORTGAGE TRUST DBUBS 2011 LC1A A1 144A233050AN3N/A$1,538.13
FED HM LN PC POOL Q37793 FG 12/45 FIXED 43132QUUT8N/A$1,507.67
FNMA POOL BA7251 FN 12/45 FIXED 4.53140ECBV0N/A$1,474.96
Chesapeake Energy Corporation165167107CHK$1,445.09
GNMA II POOL 626949 G2 05/45 FIXED 4.536291FQA9N/A$1,434.63
Diamond Offshore Drilling Inc25271C102DO$1,380.05
GNMA II POOL 626975 G2 08/45 FIXED 436291FQ43N/A$1,320.90
NEWS CORP CLASS B COMMON STOCK65249B208NWS$1,315.93
Bs Financial Group Incorporated Common Stock Krw5000.ACI00J5W8N/A$1,131.69
KWANGJU BANK COMMON STOCK KRW5000.0ACI07SR98N/A$1,067.41
GNMA II POOL 626957 G2 06/45 FIXED 4.536291FQJ0N/A$1,066.19
MARATHON PETROLEUM CORP SR UNSECURED 09/54 556585AAJ1N/A$1,039.16
FNMA POOL BA7250 FN 12/45 FIXED 4.53140ECBU2N/A$1,038.28
FED HM LN PC POOL K93334 FG 11/35 FIXED 3.53132LPSX8N/A$1,015.18
FNMA POOL AX5505 FN 02/46 FIXED 4.53138Y7DK5N/A$967.81
Gsms_12-gcj736192KAQ0N/A$961.81
FNMA POOL AB3621 FN 09/41 FIXED 431417AAX7N/A$895.78
GNMA II POOL AP6361 G2 10/45 FIXED 4.536189EB62N/A$888.62
FNMA POOL BA7248 FN 12/45 FIXED 43140ECBS7N/A$884.50
Mincor Resources Npv600052906MCR$851.92
FED HM LN PC POOL U92119 FG 10/43 FIXED 53132HCG49N/A$809.02
GNMA POOL AH3003 GN 04/45 FIXED 4.536182KKQ1N/A$797.89
FED HM LN PC POOL J33304 FG 12/30 FIXED 3.531307PU56N/A$788.27
FNMA POOL AS0456 FN 09/43 FIXED 53138W9QJ2N/A$715.48
FNMA POOL MA1719 FN 12/43 FIXED 531418A4D7N/A$688.12
FED HM LN PC POOL U92103 FG 10/43 FIXED 53132HCGL1N/A$572.17
HYUNDAI AUTO RECEIVABLES TRUST HART 2013 C A344890QAC7N/A$542.52
Orion Corp Krw5000689684900N/A$532.19
Federal National Mortgage Association31368H3Y7N/A$506.97
Arrium Ltd Common Stock NpvB7NKJX903ARI$483.14
COMM MORTGAGE TRUST COMM 2014 CR19 A512592GBD4N/A$466.29
Premier Foods PLC Common Stock Gbp.1B7N0K0907PFD$382.59
Slm Student Loan Trust Slma 2013 A A1 144a78447RAA5N/A$376.06
Federal Natl Mtg Assn Gtd Remi Remic Tr 2005 31 Cl Pb31394CY63N/A$347.98
Federal National Mortgage Association31385W2S7N/A$344.08
Panoramic Resources Ltd Common Stock640566907PAN$340.97
Jp Morgan Chase Comml Mtge Sec46625YCV3N/A$279.12
FED HM LN PC POOL J33302 FG 12/30 FIXED 3.531307PU31N/A$218.52
Wells Fargo Govt Mm Par 175194999R9K4N/A$167.35
Boart Longyear Gr NpvB1PPRK902BLY$161.56
Sasc 1998-2 A863572SE4N/A$158.15
Nelnet Student Ln Tr 2006 1 Asset Bkd Nt Cl A464031QCR0N/A$157.80
Fed Hm Ln Pc Pool C9065131335HWL3N/A$157.71
Federal Home Ln Mtg Pc Gtd Ser 1590 Cl 1590 Ia Var Rate3133T1MC3N/A$145.78
FNMA POOL MA1761 FN 01/44 FIXED 531418A5X2N/A$134.13
Federal National Mortgage Association31403DWC9N/A$123.32
Structured Asset Secs Corp Perp Svgs Bk Tr 90 1863572AY9N/A$120.06
Gazprom Neft Sponsored ADR ADR36829G107GZPFY$107.02
ANHEUSER BUSCH INBEV FIN COMPANY GUAR 02/36 4.7035242AM8N/A$100.24
Federal Home Ln Mtg Corp Ser 2423 Cl M C31339WBV7N/A$90.43
Federal Natl Mtg Assn Gtd Remic Tr 1999 54 Cl Lh31359XCD9N/A$79.87
Fed Hm Ln Pc Pool G1134431283KP51N/A$74.92
Federal National Mortgage Association31371KNL1N/A$68.61
Federal National Mortgage Association31382F2E8N/A$64.94
Federal National Mortgage Association31390SFX4N/A$63.62
CALIFORNIA RESOURCES CORP COMMON STOCK USD.0113057Q107CRC$56.58
Vr Qtr Slm Student Loan Trust78444YAC9N/A$41.74
Fed Hm Ln Pc Pool G1130031283KNR5N/A$37.79
Federal National Mortgage Association31385JD47N/A$31.44
THAI OIL PCL COMMON STOCK THB10. LB0300P901TOP$28.50
Federal National Mortgage Association31385JF37N/A$23.50
Fed Hm Ln Pc Pool G120083128M1DM8N/A$15.78
Federal Home Ln Mtg Pc Gtd Ser 1935 Cl 1935 Fl Var Rate3133T8Z83N/A$12.35
Federal National Mortgage Association31385XDT1N/A$8.34
Enteromedics Incorporated Wts Call Exp 12/9929399M919N/A$7.91
Federal Home Ln Mtg Pc Gtd Ser 1897 Cl 1897k3133T7ZF9N/A$4.95
Federal National Mortgage Association31362HRH4N/A$1.40
CAPITAL AUTO RECEIVABLES ASSET AFIN 2013 4 A313975FAC4N/A$0.00
FED HM LN PC POOL 2B4537 FH 08/45 FLOATING VAR31326KBE6N/A$0.00
FED HM LN PC POOL 2B4965 FH 12/45 FLOATING VAR31326KQS9N/A$0.00
FED HM LN PC POOL G60040 FG 12/43 FIXED 3.531335ABH0N/A$0.00
FNMA POOL AL7329 FN 04/45 FIXED VAR3138EQEB4N/A$0.00
FNMA POOL AS6193 FN 11/40 FIXED 3.53138WF3B0N/A$0.00
FNMA POOL AS5999 FN 10/40 FIXED 3.53138WFUZ7N/A$0.00
FNMA POOL AY1321 FN 03/35 FIXED 3.53138YEPF8N/A$0.00
FNMA POOL AY3394 FN 04/35 FIXED 3.53138YGXY3N/A$0.00
FNMA POOL AB6685 FN 10/42 FIXED 331417DNB5N/A$0.00
FNMA POOL AB8934 FN 04/43 FIXED 331417F4U9N/A$0.00
FNMA POOL AB9350 FN 05/43 FIXED 331417GL87N/A$0.00
FORD CREDIT AUTO OWNER TRUST FORDO 2013 D A334530GAD4N/A$0.00
GENERAL MOTORS CO SR UNSECURED 04/45 5.237045VAJ9N/A$0.00
KRAFT HEINZ FOODS CO COMPANY GUAR 144A 07/25 3.95423074AX1N/A$0.00
UNION PACIFIC CORP SR UNSECURED 03/26 2.75907818EH7N/A$0.00
Derivatives Holdings (Futures)
Expiration DateContractsTypeUnrealized Gains (Losses)
03-18-201696.00Long S+P500 Emini Fut293,693.98
06-21-2016104.00Short US 10YR Note (cbt)11,862.76