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

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Wells Fargo Index Asset Allocation Fund

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

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

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

Holdings
SecurityCusipTickerAmount
Wells Fargo Cash Investment Money Market Fund9499999G3N/A$34,465,315.78
Apple Incorporated037833100AAPL$18,286,609.28
Microsoft Corporation594918104MSFT$13,809,082.96
Exxon Mobil Corporation30231G102XOM$10,111,362.20
General Electric Company369604103GE$9,160,841.20
Johnson & Johnson478160104JNJ$8,856,518.40
Amazon.com, Incorporated023135106AMZN$8,094,458.64
Wells Fargo & Company949746101WFC$7,873,121.88
Berkshire Hathaway Incorporated084670702N/A$7,708,099.08
JPMorgan Chase & Company46625H100JPM$7,573,905.12
Facebook, Incorporated30303M102FB$7,404,381.02
Alphabet Inc CL A Common Stock USD.00102079K305GOOGL$7,061,218.76
Alphabet Inc CL C Common Stock USD.00102079K107GOOG$7,024,193.28
The Procter & Gamble Company742718109PG$6,731,823.93
AT&T Incorporated00206R102T$6,596,259.36
Pfizer Incorporated717081103PFE$6,209,058.00
Verizon Communications Incorporated92343V104VZ$5,860,141.36
Bank of America Corporation060505104BAC$5,460,543.99
Chevron Corporation166764100CVX$5,275,434.32
Coca-Cola Enterprises, Incorporated191216100KO$5,239,487.52
The Home Depot, Incorporated437076102HD$5,225,065.25
Intel Corporation458140100INTC$5,065,734.70
The Walt Disney Company254687106DIS$4,979,846.28
Citigroup Incorporated172967424C$4,803,590.25
Visa Incorporated92826C839V$4,703,485.05
Merck & Company, Incorporated58933Y105MRK$4,597,822.54
Gilead Sciences, Incorporated375558103GILD$4,544,240.52
PepsiCo, Incorporated713448108PEP$4,535,568.64
Cisco Systems, Incorporated17275R102CSCO$4,295,160.66
Comcast Corporation20030N101CMCSA$4,293,420.12
Philip Morris International Incorporated718172109PM$4,243,943.16
Allergan PLC Common Stock Usd.0033G0177J108AGN$3,837,500.00
IBM Corporation459200101IBM$3,826,936.96
Amgen Incorporated031162100AMGN$3,815,891.31
Treasury Note912828D56N/A$3,754,482.90
U.S. Treasury N/B912828XB1N/A$3,743,277.56
WI Treasury Sec912828G38N/A$3,702,828.87
U.S. Treasury N/b912828WJ5N/A$3,697,789.25
U.S. Treasury N/B912828K74N/A$3,686,414.50
Oracle Corporation68389X105ORCL$3,644,269.33
U.S. Treasury N/b912828J27N/A$3,619,493.65
Bristol-Myers Squibb Company110122108BMY$3,576,116.94
Altria Group Incorporated02209S103MO$3,556,456.37
UnitedHealth Group Incorporated91324P102UNH$3,493,908.00
U.S. Treasury N/b912828TM2N/A$3,413,122.49
McDonald's Corporation580135101MCD$3,380,457.96
U.S. Treasury N/b912828WE6N/A$3,378,142.91
CVS Caremark Corporation126650100CVS$3,373,358.31
Medtronic Plc Common Stock Usd.1G5960L103MDT$3,370,326.72
U.S. Treasury N/B912828SY7N/A$3,367,139.49
U.S. Treasury N/b Fixed912828PC8N/A$3,214,725.02
U.S. Treasury N/b912828TS9N/A$3,158,156.58
Wi Treasury N/b912828TW0N/A$3,122,532.81
AbbVie Incorporated00287Y109ABBV$3,017,567.12
MasterCard Incorporated57636Q104MA$3,003,945.44
Wal-Mart Stores Incorporated931142103WMT$2,996,895.70
Celgene Corporation151020104CELG$2,931,844.56
U.S. Treasury N/b912828B66N/A$2,902,811.00
3M Company88579Y101MMM$2,889,576.48
The Boeing Company097023105BA$2,837,144.98
U.S. Treasury N/b912828UN8N/A$2,813,472.80
U.S. Treasury N/b912828VB3N/A$2,805,664.32
U.S. Treasury N/b Fixed912828PX2N/A$2,786,077.64
Starbucks Corporation855244109SBUX$2,777,347.98
Schlumberger Limited806857108SLB$2,740,826.25
U.S. Treasury N/b912810RD2N/A$2,702,711.95
U.S. Treasury N/b912828RH5N/A$2,664,703.71
U.S. Treasury N/b912810RE0N/A$2,649,737.20
U.S. Treasury N/b Fixed912828MP2N/A$2,644,687.82
NIKE, Incorporated?Cl B654106103NKE$2,628,000.00
U.S. Treasury N/b912828RE2N/A$2,586,484.61
Eli Lilly & Company532457108LLY$2,562,346.60
U.S. Treasury N/b912810RG5N/A$2,553,573.92
U.S. Treasury N/b912828M56N/A$2,529,326.67
U.S. Treasury N/b912828VS6N/A$2,520,761.61
Honeywell International Incorporated438516106HON$2,487,026.41
United Technologies Corporation913017109UTX$2,469,287.21
Wi Treasury Sec912810RH3N/A$2,429,618.56
American International Group Incorporated026874784AIG$2,388,695.62
Wi Treasury Sec912810RJ9N/A$2,374,660.63
U.S. Treasury N/B912810RM2N/A$2,367,543.86
QUALCOMM Incorporated747525103QCOM$2,341,047.48
U.S. Treasury N/b912810RN0N/A$2,315,743.70
WALGREENS BOOTS ALLIANCE INC COMMON STOCK USD.01931427108WBA$2,311,021.55
U.S. Treasury N/B912828RR3N/A$2,309,242.09
U.S. Treasury N/b912828RC6N/A$2,285,310.51
U.S. Treasury N/b912810RB6N/A$2,284,561.74
The Goldman Sachs Group, Incorporated38141G104GS$2,227,282.34
Mondelez International Incorporated A Common Stock Npv609207105MDLZ$2,220,431.96
Costco Wholesale Corporation22160K105COST$2,201,406.50
U.S. Bancorp902973304USB$2,186,026.77
WI Treasury N/b912810RC4N/A$2,182,862.38
WI Treasury N/b Fixed912828LY4N/A$2,177,011.98
Lowe's Companies, Incorporated548661107LOW$2,168,052.48
US TREASURY N/B 02/45 2.5912810RK6N/A$2,148,050.21
Biogen Idec Incorporated09062X103BIIB$2,128,519.80
United Parcel Service, Incorporated911312106UPS$2,087,613.62
Abbott Laboratories002824100ABT$2,087,416.80
Union Pacific Company907818108UNP$2,081,214.80
Accenture plcG1151C101ACN$2,034,615.00
WI Treasury Sec Fixed912828NT3N/A$1,993,072.44
U.S. Treasury N/b912828RX0N/A$1,981,296.90
The Priceline Group Incorporated741503403PCLN$1,981,272.30
U.S. Treasury Nts912828F39N/A$1,972,656.19
WI Treasury N/b912828D80N/A$1,970,987.36
U.S. Treasury N/b912828WL0N/A$1,968,184.23
US TREASURY N/B 06/19 1.625912828WS5N/A$1,967,169.31
U.S. Treasury N/b912828L99N/A$1,965,158.00
U.S. Treasury N/b912828G61N/A$1,964,526.12
WI Treasury Sec912828G95N/A$1,964,492.96
US TREASURY N/B 10/19 1.5912828F62N/A$1,963,220.99
U.S. Treasury N/b 0.875912828SS0N/A$1,950,246.91
U.S. Treasury N/b912828UA6N/A$1,949,839.48
U.S. Treasury N/b912828M98N/A$1,947,139.22
U.S. Treasury N/b 0.875912828SC5N/A$1,946,208.22
U.S. Treasury N/B912828J84N/A$1,943,185.53
U.S. Treasury N/b912828J50N/A$1,940,833.80
U.S. Treasury N/b912828XH8N/A$1,937,488.41
U.S. Treasury N/b912828H52N/A$1,937,072.10
U.S. Treasury N/B912828K58N/A$1,937,029.63
U.S. Treasury N/b912828XE5N/A$1,936,573.32
U.S. Treasury N/b912828WW6N/A$1,933,064.57
U.S. Treasury N/b 0.875912828SJ0N/A$1,911,817.91
U.S. Treasury N/b912828C65N/A$1,904,165.56
U.S. Treasury Note912828ND8N/A$1,893,974.87
U.S. Treasury N/b912828L65N/A$1,876,476.37
Simon Property Group Incorporated828806109SPG$1,874,207.16
U.S. Treasury N/B912828L32N/A$1,873,932.03
U.S. Treasury N/b912828XM7N/A$1,871,498.64
U.S. Treasury N/b912828VE7N/A$1,868,594.98
U.S. Treasury Note912828KQ2N/A$1,865,788.08
Treasury Note912828A75N/A$1,863,701.81
Colgate-Palmolive Company194162103CL$1,862,029.00
U.S. Treasury N/b912828TY6N/A$1,853,488.44
Express Scripts Holding Company30219G108ESRX$1,842,165.75
United States of Amer Treasn912828TB6N/A$1,839,306.33
WI Treasury N/b912828SM3N/A$1,838,966.98
U.S. Treasury N/b912828C24N/A$1,832,076.93
E.I. du Pont De Nemours & Company263534109DD$1,818,712.80
American Express Company025816109AXP$1,813,098.95
Dow Chemical Company260543103DOW$1,803,756.24
ConocoPhillips20825C104COP$1,796,304.37
Lockheed Martin Corporation539830109LMT$1,788,447.40
Thermo Fisher Scientific Incorporated883556102TMO$1,764,330.30
WI Treasury N/b Fixed912828QN3N/A$1,762,898.87
U.S. Treasury N/b912828WD8N/A$1,756,764.31
Texas Instruments Incorporated882508104TXN$1,732,489.29
WI Treasury N/b912828UZ1N/A$1,730,593.15
U.S. Treasury N/b912828UE8N/A$1,730,372.15
Danaher Corporation235851102DHR$1,725,246.00
U.S. Treasury N/b912828B33N/A$1,722,308.02
US TREASURY N/B 04/19 1.625912828D23N/A$1,713,224.81
Ford Motor Company345370860F$1,711,300.95
WI Treasury N/b912828TG5N/A$1,700,049.72
U.S. Treasury N/B912828C32N/A$1,697,582.60
US TREASURY N/B 04/17 0.875912828C73N/A$1,696,672.48
US TREASURY N/B 01/17 0.75912828A91N/A$1,695,501.55
U.S. Treasury N/b912828SF8N/A$1,682,312.67
US TREASURY N/B 07/21 2.25912828WY2N/A$1,679,356.50
MetLife, Incorporated59156R108MET$1,669,946.19
US TREASURY N/B 02/17 0.625912828B74N/A$1,662,777.49
U.S. Treasury Note912828LJ7N/A$1,659,452.06
US TREASURY N/B 10/21 2912828F96N/A$1,653,935.46
WI Treasury N/b912828A34N/A$1,651,446.22
US TREASURY N/B 09/21 2.125912828F21N/A$1,650,621.70
US TREASURY N/B 08/21 2912828D72N/A$1,648,573.22
U.S. Treasury N/b912828G53N/A$1,642,499.64
US TREASURY N/B 12/21 2.125912828G87N/A$1,640,700.67
Time Warner Cable Incorporated?Cl A88732J207TWC$1,637,274.98
US TREASURY N/B 10/22 1.875912828M49N/A$1,629,145.65
WI Treasury Sec912828UR9N/A$1,624,185.11
US TREASURY N/B 06/22 2.125912828XG0N/A$1,623,512.67
U.S. Treasury N/b912828WH9N/A$1,619,062.02
U.S. Treasury N/b912828VQ0N/A$1,616,409.41
U.S. Treasury N/b912828M80N/A$1,616,049.80
US TREASURY N/B 03/22 1.75912828J76N/A$1,614,965.40
U.S. Treasury N/b912810QZ4N/A$1,614,032.05
US TREASURY N/B 02/22 1.75912828J43N/A$1,613,955.95
Time Warner Incorporated887317303TWX$1,610,865.03
U.S. Treasury Note912828JR2N/A$1,610,792.47
U.S. Treasury N/b912810RP5N/A$1,610,091.22
Occidental Petroleum Corporation674599105OXY$1,609,118.00
US TREASURY N/B 04/22 1.75912828WZ9N/A$1,586,361.14
US TREASURY N/B 05/22 1.875912828XD7N/A$1,585,659.22
U.S. Treasury N/b912828WP1N/A$1,584,344.22
US TREASURY N/B 07/22 2912828XQ8N/A$1,583,852.14
U.S. Treasury N/b912828WC0N/A$1,582,956.94
U.S. Treasury N/b912828H86N/A$1,579,890.00
U.S. Treasury N/b 11/42 2.75912810QY7N/A$1,578,473.80
Treasury Note912828WN6N/A$1,569,958.21
US TREASURY N/B 09/22 1.75912828L57N/A$1,554,565.48
EMC Corporation268648102EMC$1,551,457.20
US TREASURY N/B 08/22 1.875912828L24N/A$1,551,002.00
Treasury Note912828WG1N/A$1,544,507.10
U.S. Treasury N/b Fixed912828NW6N/A$1,538,057.48
US TREASURY N/B 06/21 2.125912828WR7N/A$1,535,486.66
Duke Energy Corp Common Stock Usd.00126441C204DUK$1,531,029.94
salesforce.com, incorporated79466L302CRM$1,524,644.80
Netflix, Incorporated64110L106NFLX$1,523,084.08
WI Treasury Sec Fixed912828MK3N/A$1,518,968.68
U.S. Treasury N/b912828H29N/A$1,517,454.00
U.S. Treasury N/b912828F54N/A$1,516,538.91
U.S. Treasury N/B912828D49N/A$1,514,710.49
U.S. Treasury N/b912828D98N/A$1,514,233.41
U.S. Treasury N/b912828WT3N/A$1,512,536.61
The PNC Financial Services Group, Incorporated693475105PNC$1,507,899.51
United States Treas Nts Fixed912828PF1N/A$1,506,798.32
Treasury Note912828VV9N/A$1,501,273.02
General Motors CO Common Stock Usd.0137045V100GM$1,500,725.26
Morgan Stanley617446448MS$1,496,946.79
NextEra Energy, Incorporated65339F101NEE$1,491,029.28
The TJX Companies, Incorporated872540109TJX$1,479,182.60
U.S. Treasury Bond912810QE1N/A$1,471,793.57
U.S. Treasury N/b912828N55N/A$1,471,791.68
U.S. Treasury N/b912828M72N/A$1,470,199.84
US TREASURY N/B 03/21 2.25912828C57N/A$1,469,702.88
US TREASURY N/B 02/21 2912828B90N/A$1,469,553.51
Adobe Systems Incorporated00724F101ADBE$1,459,827.60
U.S. Treasury N/B912828K66N/A$1,448,383.66
U.S. Treasury N/B912828J92N/A$1,447,355.22
U.S. Treasury N/b912828J35N/A$1,447,147.32
U.S. Treasury N/b912828H78N/A$1,446,655.19
U.S. Treasury N/b912828G20N/A$1,440,097.12
Kimberly-Clark Corporation494368103KMB$1,439,890.30
U.S. Treasury N/B912828XJ4N/A$1,432,779.84
US TREASURY N/B 01/21 2.125912828B58N/A$1,430,249.13
U.S. Treasury N/b912828SV3N/A$1,424,448.28
U.S. Treasury Note912828KD1N/A$1,422,725.85
McKesson Corporation58155Q103MCK$1,413,547.41
U.S. Treasury N/b 0.75912828UU2N/A$1,409,399.66
Bank of New York Mellon Corporation064058100BK$1,403,870.76
U.S. Treasury N/b912828G79N/A$1,403,229.70
Target Corporation87612E106TGT$1,393,676.34
U.S. Treasury N/B912828XP0N/A$1,393,218.85
U.S. Treasury N/B912828L81N/A$1,374,822.59
U.S. Treasury N/B912828M64N/A$1,368,045.01
U.S. Treasury N/b912828VK3N/A$1,362,560.99
U.S. Treasury N/b912828N22N/A$1,360,604.10
U.S. Treasury N/b912828VF4N/A$1,360,448.16
US TREASURY N/B 12/20 2.375912828A83N/A$1,354,559.52
Monsanto Company61166W101MON$1,350,118.08
KRAFT HEINZ CO/THE COMMON STOCK USD.01500754106KHC$1,348,242.80
U.S. Treasury Note/bond912828HR4N/A$1,342,287.23
Blackrock Incorporated09247X101BLK$1,339,946.20
Alexion Pharmaceuticals, Incorporated015351109ALXN$1,339,065.00
U.S. Treasury N/b912828K25N/A$1,337,033.25
U.S. Treasury N/B912828J68N/A$1,333,494.95
U.S. Treasury N/B912828H37N/A$1,333,062.87
US TREASURY N/B 02/18 1912828H94N/A$1,331,969.29
Treasury Note912828SD3N/A$1,330,697.30
WI Treasury Sec Fixed912828PA2N/A$1,325,662.65
The Southern Company842587107SO$1,325,139.59
U.S. Treasury N/B912828XF2N/A$1,323,056.28
US TREASURY N/B 05/18 1912828XA3N/A$1,321,556.54
US TREASURY N/B 07/20 2912828VP2N/A$1,321,369.01
US TREASURY N/B 11/20 2912828A42N/A$1,319,613.74
Regeneron Pharmaceuticals, Incorporated75886F107REGN$1,314,288.27
Wi Treasury Sec Fixed912828MV9N/A$1,313,058.87
WI Treasury Sec Fixed912828MD9N/A$1,303,498.53
U.S. Treasury N/b912828VA5N/A$1,299,843.58
U.S. Treasury N/b912828SH4N/A$1,294,335.67
WI Treasury Sec912828UL2N/A$1,293,615.01
U.S. Treasury N/b912828L40N/A$1,282,956.00
U.S. Treasury N/B912828K82N/A$1,282,771.17
U.S. Treasury N/b912828XK1N/A$1,282,448.46
WI Treasury Sec Fixed912828NR7N/A$1,279,701.43
American Tower Corporation03027X100AMT$1,279,449.15
U.S. Treasury N/b Fixed912828PK0N/A$1,277,932.50
General Dynamics Corporation369550108GD$1,272,090.96
U.S. Treasury N/b Fixed912810QN1N/A$1,271,126.13
The Kroger Company501044101KR$1,268,745.73
Dominion Resources Incorporated25746U109D$1,254,857.28
PAYPAL HOLDINGS INC COMMON STOCK USD.000170450Y103PYPL$1,254,112.80
Delta Air Lines, Incorporated247361702DAL$1,242,107.76
WI Treasury Sec Fixed912828MS6N/A$1,240,647.70
Caterpillar Incorporated149123101CAT$1,232,862.36
The Charles Schwab Corporation808513105SCHW$1,229,276.90
WI Treasury N/b912828UJ7N/A$1,224,963.18
WI Treasury Sec912828UF5N/A$1,223,523.98
U.S. Treasury N/b 1.912828UB4N/A$1,220,927.48
FedEx Corporation31428X106FDX$1,218,738.20
U.S. Treasury N/b912828TJ9N/A$1,217,577.50
Automatic Data Processing, Incorporated053015103ADP$1,217,256.96
EOG Resources, Incorporated26875P101EOG$1,212,420.33
Phillips 66718546104PSX$1,209,903.80
Capital One Financial Corporation14040H105COF$1,196,383.50
Reynolds American Incorporated761713106RAI$1,191,916.05
Avago Technologies Ltd Common StockY0486S104AVGO$1,185,730.35
ACE LimitedH0023R105ACE$1,180,301.85
U.S. Treasury N/b Fixed912828NA4N/A$1,175,249.33
Cigna Corporation125509109CI$1,174,883.57
New Aetna Inc00817Y108AET$1,174,831.92
U.S. Treasury Bond912810QH4N/A$1,170,545.40
WI Treasury N/b Fixed912828NK2N/A$1,169,730.85
Raytheon Company755111507RTN$1,168,091.40
U.S. Treasury N/b Fixed 2.75912828NG1N/A$1,165,040.70
U.S. Treasury N/b912810QX9N/A$1,154,087.11
U.S. Treasury N/b912828VZ0N/A$1,147,660.93
Prudential Financial Incorporated744320102PRU$1,139,088.72
Cognizant Technology Solutions Corporation192446102CTSH$1,137,138.92
Public Storage Inc.74460D109PSA$1,136,447.60
ANTHEM INC COMMON STOCK USD.01036752103ANTM$1,134,344.40
Treasury Note912828UQ1N/A$1,080,225.58
General Mills Incorporated370334104GIS$1,073,917.50
Northrop Grumman Corporation666807102NOC$1,072,440.80
The Travelers Companies Incorporated89417E109TRV$1,070,025.66
Valero Energy Corporation91913Y100VLO$1,061,003.55
U.S. Treasury N/b912828TR1N/A$1,044,715.71
U.S. Treasury Bond912810QL5N/A$1,030,354.10
U.S. Treasury Bond912810FP8N/A$1,019,579.65
Becton, Dickinson and Company075887109BDX$1,011,600.85
Broadcom Corporation111320107BRCM$1,010,867.06
Precision Castparts Corporation740189105PCP$993,930.84
WI Treasury Sec Fixed912828PN4N/A$991,187.52
Twenty First Century Fox Incorporated Common Stock Usd.0190130A101FOXA$990,796.80
Yum! Brands Incorporated988498101YUM$981,792.00
Emerson Electric Company291011104EMR$975,397.19
Treasury Note912828UV0N/A$973,760.32
LyondellBasell Industries N.V.N53745100LYB$973,627.60
U.S. Treasury Note912828HH6N/A$973,298.20
U.S. Treasury N/b912828RY8N/A$968,859.58
U.S. Treasury N/b912810QU5N/A$968,583.52
U.S. Treasury Bond912810FT0N/A$967,557.53
Vertex Pharmaceuticals Incorporated92532F100VRTX$963,480.31
Cme Incorporated Class A12572Q105CME$954,924.00
IntercontinentalExchange Group Common Stock USD.0145866F104ICE$949,699.56
Ecolab Incorporated278865100ECL$947,295.16
eBay Incorporated278642103EBAY$945,806.64
Illinois Tool Works Incorporated452308109ITW$944,501.88
Chubb Corporation171232101CB$938,693.28
U.S. Treasury N/b Fixed912810QK7N/A$928,840.46
US TREASURY N/B 06/20 1.875912828VJ6N/A$927,686.46
Equity Residential29476L107EQR$926,128.09
BB&T Corporation054937107BBT$919,009.86
Cardinal Health, Incorporated14149Y108CAH$915,196.04
Stryker Corporation863667101SYK$914,715.48
U.S. Treasury Note912828HA1N/A$908,863.93
Praxair, Incorporated74005P104PX$908,595.20
Halliburton Company406216101HAL$907,710.64
U.S. Treasury N/b Fixed912810QQ4N/A$906,927.12
Marsh & Mclennan Cos Incorporated571748102MMC$901,339.75
Yahoo! Incorporated984332106YHOO$900,381.46
CROWN CASTLE INTL CORP REIT USD.0122822V101CCI$898,993.55
U.S. Treasury912810QS0N/A$893,086.89
American Electric Power Company, Incorporated025537101AEP$891,064.84
WI Treasury Sec Fixed912828QB9N/A$890,913.74
U.S. Treasury N/b912828PT1N/A$887,883.00
Illumina Inc452327109ILMN$875,461.15
U.S. Treasury Note912828GH7N/A$873,805.92
Southwest Airlines Company844741108LUV$872,524.78
Marathon Petroleum Corporation56585A102MPC$861,010.56
HEWLETT PACKARD ENTERPRIS COMMON STOCK USD.0142824C109HPE$851,732.00
Kinder Morgan, Incorporated49456B101KMI$850,723.48
U.S. Treasury Note912828JH4N/A$845,692.63
State Street Corporation857477103STT$834,277.92
American Airlines Group Incorporated02376R102AAL$831,669.30
McGraw-Hill Incorporated580645109MHFI$830,339.34
PPG Industries Incorporated693506107PPG$829,000.98
U.S. Treasury N/b 1.912828TN0N/A$828,438.85
Humana Incorporated444859102HUM$824,180.67
U.S. Treasury N/b912828QT0N/A$818,501.79
U.S. Treasury Bond912810QD3N/A$818,313.46
PG&E Corporation69331C108PCG$812,796.39
U.S. Treasury Note912810QC5N/A$811,211.87
U.S. Treasury N/b912810QW1N/A$803,264.00
Johnson Controls Incorporated478366107JCI$796,829.22
Aflac Incorporated001055102AFL$796,550.20
Exelon Corporation30161N101EXC$795,693.81
U.S. Treasury N/b912828TV2N/A$794,647.87
Intuit Incorporated461202103INTU$793,712.50
WI Treasury N/b912828TH3N/A$792,780.07
U.S. Treasury N/b912828RT9N/A$788,778.62
CSX Corporation126408103CSX$788,231.25
Aon PLC Common Stock Usd.01G0408V102AON$787,012.35
Norfolk Southern Corporation655844108NSC$786,771.59
Air Products & Chemicals Incorporated009158106APD$785,994.51
AvalonBay Communities Incorporated053484101AVB$785,866.84
WI Treasury Sec Fixed 2.75912828PY0N/A$782,185.57
Carnival Corporation143658300CCL$781,297.68
O'Reilly Automotive, Incorporated67103H107ORLY$779,013.08
Te Connectivity Ltd Common Stock Chf1.55H84989104TEL$777,775.18
Boston Scientific Corporation101137107BSX$772,875.72
Anadarko Petroleum Corporation032511107APC$769,118.56
Constellation Brands, Incorporated21036P108STZ$768,321.36
L Brands Incorporated Common Stock Usd.5501797104LB$760,714.98
Eaton Corporation plcG29183103ETN$750,364.76
WELLTOWER INC REIT USD1.095040Q104HCN$749,962.72
The Allstate Corporation020002101ALL$749,177.94
SYNCHRONY FINANCIAL COMMON STOCK USD.00187165B103SYF$748,907.07
Delphi Automotive PLCG27823106DLPH$748,165.71
TREASURY BILL 03/16 0.00000912796HH5N/A$741,707.65
Deere & Company244199105DE$740,734.24
U.S. Treasury N/b912810QT8N/A$735,098.01
U.S. Treasury Note912828HZ6N/A$733,328.19
U.S. Treasury Note912828GS3N/A$727,620.83
U.S. Treasury Bonds912810FB9N/A$726,960.15
U.S. Treasury Bond912810QA9N/A$720,910.04
PPL Corporation69351T106PPL$714,443.29
Discover Financial Services254709108DFS$714,272.02
WI Treasury N/b 1.75912828RP7N/A$713,182.27
U.S. Treasury Bond912810QB7N/A$708,996.85
AutoZone, Incorporated053332102AZO$705,556.41
Prologis Incorporated Reit Usd.0174340W103PLD$701,269.88
MONSTER BEVERAGE CORP COMMON STOCK61174X109MNST$696,090.08
MYLAN NV COMMON STOCK EUR.01N59465109MYL$695,934.97
U.S. Treasury Bond912810FM5N/A$693,083.27
Sempra Energy816851109SRE$690,691.47
Waste Management Incorporated94106L109WM$690,501.06
Zoetis Incorporated98978V103ZTS$683,962.16
U.S. Treasury Bond912810EL8N/A$682,756.81
U.S. Treasury N/b912828SX9N/A$682,383.78
Archer-daniels-midland Company039483102ADM$681,917.88
Suntrust Banks Incorporated867914103STI$680,170.68
WI Treasury N/b Fixed 2.75912828QG8N/A$679,287.41
Ross Stores Incorporated778296103ROST$678,974.58
Corning Incorporated219350105GLW$673,855.64
Sysco Corporation871829107SYY$670,596.00
Applied Materials Incorporated038222105AMAT$668,460.68
HP INC COMMON STOCK USD.0140434L105HPQ$666,438.08
Electronic Arts Incorporated285512109EA$665,484.48
United Continental Holdings, Incorporated910047109UAL$665,482.20
HCA Holdings, Incorporated40412C101HCA$661,353.77
VF Corporation918204108VFC$661,344.00
Baxalta Inc07177M103BXLT$660,114.39
Perrigo Co PLC Common Stock NpvG97822103PRGO$659,976.70
Dollar General Corporation256677105DG$651,501.55
Fiserv Incorporated337738108FISV$651,378.12
Baxter International Incorporated071813109BAX$650,190.45
U.S. Treasury N/b912828SN1N/A$646,947.90
Sherwin-Williams Company824348106SHW$640,173.60
U.S. Treasury Fixed912828QQ6N/A$638,652.55
CBS Corporation124857202CBS$636,820.56
Intuitive Surgical Inccomm46120E602ISRG$636,276.40
AmerisourceBergen Corporation03073E105ABC$631,179.06
Baker Hughes Incorporated057224107BHI$626,993.90
U.S. Treasury Bond912810FF0N/A$625,915.53
U.S. Treasury N/b912828TC4N/A$611,799.20
Estee Lauder Companies Incorporated Class A518439104EL$610,784.16
Boston Properties Incorporated101121101BXP$610,406.44
Public Service Enterprise744573106PEG$609,947.85
Activision Blizzard Incorporated00507V109ATVI$608,521.20
M&T Bank Corporation55261F104MTB$603,718.76
Edison International Common281020107EIX$601,040.71
Treasury Bill 01/16912796FP9N/A$596,997.61
Roper Industries Incorporated776696106ROP$596,320.18
U.S. Treasury Bond912810EW4N/A$594,271.69
Consolidated Edison Incorporated209115104ED$587,234.99
Ventas Incorporated92276F100VTR$585,517.68
EQUINIX INC REIT USD.00129444U700EQIX$583,934.40
Pioneer Natural Resources Company723787107PXD$583,769.28
The Progressive Corporation743315103PGR$579,205.20
Ameriprise Financial, Incorporated03076C106AMP$577,647.76
Kellogg Company487836108K$574,546.50
Omnicom Group Incorporated681919106OMC$571,233.00
Cerner Corporation156782104CERN$570,772.62
ConAgra Foods Incorporated205887102CAG$568,738.40
Xcel Energy Incorporated98389B100XEL$567,952.56
Dollar Tree, Incorporated256746108DLTR$564,709.86
T. Rowe Price Group Incorporated74144T108TROW$559,480.74
Hartford Financial Services416515104HIG$554,723.44
Hcp Incorporated40414L109HCP$554,174.08
Vornado Realty Trust929042109VNO$552,079.08
Dr Pepper Snapple Group Incorporated26138E109DPS$548,295.60
Zimmer Holdings Incorporated98956P102ZBH$546,907.29
The Williams Companies, Incorporated969457100WMB$546,382.00
St. Jude Medical Incorporated790849103STJ$543,946.62
Royal Caribbean Cruises LimitedV7780T103RCL$541,372.29
Analog Devices Incorporated032654105ADI$537,876.36
Moody's Corporation615369105MCO$537,822.40
U.S. Treasury N/b912828ST8N/A$536,639.04
U.S. Treasury N/B912828QY9N/A$534,723.14
Edwards Lifesciences Corp28176E108EW$530,982.54
Paychex Incorporated704326107PAYX$528,847.11
NIELSEN HOLDINGS PLC COMMON STOCK EUR.07G6518L108NLSN$528,630.40
Alliance Data Systems Corporation018581108ADS$526,312.71
Nvidia Corporation67066G104NVDA$525,019.84
Apache Corporation037411105APA$523,812.13
Fidelity National Information Services Incorporated31620M106FIS$523,705.20
Paccar Incorporated693718108PCAR$522,016.20
Clorox Company189054109CLX$509,856.60
WEC ENERGY GROUP INC COMMON STOCK USD.0192939U106WEC$504,685.16
Eversource Energy Common Stock Usd5.030040W108ES$504,622.67
Amphenol Corp032095101APH$501,669.15
Spectra Energy Corp847560109SE$500,872.68
U.S. Treasury Bond912810DY1N/A$500,150.20
U.S. Treasury Bond912810PX0N/A$498,626.81
Stanley Black&decker Incorporated854502101SWK$498,108.91
Fifth Third Bancorp Com316773100FITB$497,495.10
General Growth Properties370023103GGP$493,616.61
Essex Property Trust, Inc.297178105ESS$491,987.55
Tyson Foods Incorporated Cl A902494103TSN$491,222.63
U.S. Treasury Bond912810FE3N/A$491,099.15
Level 3 Communications Incorporated Common Stock Usd.0152729N308LVLT$488,750.76
Northern Trust Corporation665859104NTRS$488,265.57
U.S. Treasury Bond912810EQ7N/A$488,004.05
International Paper Company460146103IP$486,895.50
Mead Johnson Nutrition Corporation582839106MJN$484,910.90
Micron Technology, Incorporated595112103MU$479,075.28
Weyerhaeuser Company962166104WY$476,861.88
SanDisk Corporation80004C101SNDK$475,317.45
Red Hat, Incorporated756577102RHT$471,851.38
Chipotle Mexican Grill, Incorporated169656105CMG$467,373.90
Molson Coors Brewing Company60871R209TAP$461,147.20
JM Smucker Company832696405SJM$459,688.18
Skyworks Solutions, Incorporated83088M102SWKS$457,676.31
U.S. Treasury Bond912810FG8N/A$457,270.62
Expedia Incorporated Common Stock Usd.00130212P303EXPE$455,559.50
Under Armour, Incorporated904311107UA$452,463.93
Cummins Incorporated231021106CMI$450,435.18
Ingersand-Rand PLCG47791101IR$449,784.15
DTE Energy Company233331107DTE$448,262.10
Viacom Incorporated Cl. B92553P201VIAB$445,145.40
U.S. Treasury Bond912810PW2N/A$444,721.76
Invesco LimitedG491BT108IVZ$442,203.84
Symantec Corporation871503108SYMC$441,966.00
U.S. Treasury Bond912810PU6N/A$437,876.48
Noble Energy, Incorporated655044105NBL$436,651.80
Cr Bard Incorporated067383109BCR$436,280.32
Franklin Resources, Incorporated354613101BEN$434,733.74
Western Digital Corporation958102105WDC$433,440.90
Agilent Technologies Incorporated00846U101A$431,730.06
Centurytel Incorporated156700106CTL$430,336.64
Autodesk Incorporated052769106ADSK$429,495.57
Rockwell Automation Incorporated773903109ROK$422,240.15
TYCO INTERNATIONAL PLC COMMON STOCK CHF.5G91442106TYC$420,150.75
Firstenergy Corporation337932107FE$418,233.13
U.S. Treasury Bonds912810EY0N/A$414,276.57
Equifax Incorporated294429105EFX$411,400.78
Parker Hannifin Corporation701094104PH$411,098.22
Henry Schein Incorporated806407102HSIC$408,762.96
Genuine Parts Company372460105GPC$403,339.44
Alcoa Incorporated013817101AA$402,962.49
Marriott International Incorporated571903202MAR$402,709.28
Realty Income Corporation756109104O$401,423.25
Nucor Corporation670346105NUE$401,347.70
Treasury Bill 03/16912796HG7N/A$399,918.80
The Hershey Company427866108HSY$399,572.52
Endo International PlcG30401106ENDP$397,072.92
AMETEK, Incorporated031100100AME$397,048.31
Tesoro Petroleum Corporation881609101TSO$395,137.50
Vulcan Materials Incorporated929160109VMC$394,600.35
Lam Research Corporation512807108LRCX$392,096.54
National Oilwell Varco, Incorporated637071101NOV$392,000.45
Regions Financial Corporation7591EP100RF$390,528.00
Laboratory Corporation of America Holdings50540R409LH$389,836.92
Lincoln National Corporation534187109LNC$387,655.38
U.S. Treasury Bond912810FJ2N/A$386,064.83
Devon Energy Corporation25179M103DVN$385,216.00
Principal Financial Group Inc74251V102PFG$381,610.32
Entergy Corporation29364G103ETR$379,876.52
U.S. Treasury Bond912810ED6N/A$378,758.49
Rockwell Collins Incorporated774341101COL$377,783.90
Treasury Bond912810EG9N/A$377,434.08
U.S. Treasury Bond912810EC8N/A$376,696.71
Cameron International Corporation13342B105CAM$376,482.40
Xilinx Incorporated983919101XLNX$376,041.82
Mohawk Industries Incorporated608190104MHK$375,370.98
Verisk Analytics, Incorporated92345Y106VRSK$373,559.92
Fastenal Company311900104FAST$368,400.50
Newell Rubbermaid Incorporated651229106NWL$366,833.76
TWENTY FIRST CENTURY FOX B COMMON STOCK USD.0190130A200FOX$365,807.82
WESTROCK CO COMMON STOCK96145D105WRK$365,461.82
Ww Grainger Incorporated384802104GWW$365,067.18
Starwood Hotels & Resorts Worldwide Incorporation85590A401HOT$364,343.52
Xl Group PLC Common Stock Usd.01G98290102XL$363,512.04
Hess Corporation42809H107HES$363,018.24
Citrix Sytems, Incorporated177376100CTXS$362,439.15
Davita Incorporated23918K108DVA$361,864.61
Host Marriott Corp.44107P104HST$359,308.82
Hanesbrands Incorporated410345102HBI$359,222.58
Textron Incorporated883203101TXT$358,303.29
Whirlpool Corporation963320106WHR$358,069.06
Tractor Supply Company892356106TSCO$357,646.50
Whole Foods Market, Incorporated966837106WFM$356,272.50
Sl Green Realty Corporation78440X101SLG$351,141.84
U.S. Treasury Bond912810PT9N/A$349,398.98
U.S. Treasury Bond912810EP9N/A$347,270.56
Church & Dwight Company, Incorporated171340102CHD$346,989.44
U.S. Treasury Bond912810EM6N/A$345,326.23
KeyCorp493267108KEY$343,322.51
Advance Auto Parts, Incorporated00751Y106AAP$343,162.80
Macy's Incorporated55616P104M$342,699.06
Motorola Solutions, Incorporated620076307MSI$342,592.25
Waters Corporation941848103WAT$342,506.10
Treasury Bond912810ES3N/A$342,270.00
Seagate Technology PLCG7945M107STX$341,561.22
Kimco Realty Corporation49446R109KIM$340,725.42
CarMax, Incorporated143130102KMX$340,604.67
Universal Health Services Incorporated913903100UHS$339,710.07
Macerich Company/the554382101MAC$338,413.86
Harris Corporation413875105HRS$337,085.10
KLA-Tencor Corporation482480100KLAC$336,971.65
Loews Corporation540424108L$334,886.40
Hormel Foods Corporation440452100HRL$332,531.40
Republic Services, Incorporated760759100RSG$328,429.34
Dr Horton Incorporated23331A109DHI$327,506.75
Ameren Corporation023608102AEE$326,862.03
KEURIG GREEN MOUNTAIN INC COMMON STOCK USD.149271M100GMCR$325,727.60
Coca-Cola Enterprises Incorporated19122T109CCE$320,503.16
Stericycle Incorporated858912108SRCL$319,228.20
Quest Diagnostics Incorporated74834L100DGX$317,568.96
Linear Technology Corporation535678106LLTC$316,316.56
Xerox Corporation984121103XRX$315,232.65
U.S. Treasury Bond912810FA1N/A$314,724.48
Brown-forman Corporation Cl B115637209N/A$314,121.92
U.S. Treasury Bonds912810EV6N/A$313,761.06
CBRE Group, Incorporated12504L109CBG$313,260.22
U.S. Treasury Bonds912810EX2N/A$313,245.40
Eastman Chemical Company277432100EMN$312,436.28
U.S. Treasury Bond912810ET1N/A$312,357.17
CMS Energy Corporation125896100CMS$311,406.48
Mccormick & Company Inc579780206MKC$310,240.56
Snap-On Incorporated833034101SNA$309,774.01
Ball Corporation058498106BLL$308,738.85
Signet Jewelers LtdG81276100SIG$306,503.82
Treasury Bond912810DZ8N/A$305,570.66
Juniper Networks, Incorporated48203R104JNPR$305,338.80
BorgWarner Incorporated099724106BWA$301,831.86
Tripadvisor Incorporated Common Stock Usd.001896945201TRIP$299,994.75
International Flavors & Fragrances Incorporated459506101IFF$299,100.00
Masco Corporation574599106MAS$296,668.90
Newmont Mining Corporation651639106NEM$296,565.15
CF Industries Holdings, Incorporated125269100CF$296,403.03
Dover Corporation260003108DOV$296,188.61
Interpublic Group of Cos.460690100IPG$294,794.64
Microchip Technology Incorporated595017104MCHP$294,505.12
Campbell Soup Company134429109CPB$294,122.35
L-3 Communications Holdings In502424104LLL$292,082.44
Akamai Technologies, Incorporated00971T101AKAM$291,833.35
Mosaic Co/the Common Stock Usd.0161945C103MOS$288,315.50
Mattel Incorporated577081102MAT$287,295.58
Coach Incorporated189754104COH$283,049.04
Best Buy Incorporated086516101BBY$282,880.50
The Western Union Company959802109WU$281,939.22
Kohl's Corporation500255104KSS$281,588.56
Martin Marietta Materials Incorporated573284106MLM$281,491.38
Airgas Incorporated009363102ARG$279,544.72
U.S. Treasury Bonds912810EZ7N/A$279,435.64
PENTAIR PLC COMMON STOCK USD.01G7S00T104PNR$278,309.07
C.H. Robinson Worldwide Incorporated12541W209CHRW$277,601.52
CA Incorporated12673P105CA$277,231.92
Huntington Bancshares Incorporated446150104HBAN$274,553.44
Sealed Air Corporation81211K100SEE$274,423.80
Goodyear Tire & Rubber Company382550101GT$273,709.26
Lennar Corporation Class A526057104LEN$272,868.89
Cincinnati Financial Corporation172062101CINF$271,826.98
Harley-davidson Incorporated412822108HOG$271,386.81
E*TRADE Financial Corporation269246401ETFC$270,494.64
Mallinckrodt Plc Common Stock Usd.2G5785G107MNK$269,787.45
Scana Corporation80589M102SCG$269,361.97
Affiliated Managers Group, Incorporated008252108AMG$268,876.08
Verisign Incorporated92343E102VRSN$267,059.52
Marathon Oil Corporation565849106MRO$265,674.18
DENTSPLY International Incorporated249030107XRAY$265,184.30
Tiffany & Company886547108TIF$265,031.46
Cimarex Energy Company171798101XEC$263,134.72
Wyndham Worldwide Corporation98310W108WYN$262,993.00
Total System Services Incorporated891906109TSS$262,695.00
Expeditors International of Washington Incorporated302130109EXPD$262,076.10
Plum Creek Timber Company729251108PCL$258,165.20
Kansas City Southern485170302KSU$253,952.67
Unum Group91529Y106UNM$252,438.07
Bed Bath & Beyond Inc075896100BBBY$250,996.50
Cintas Corporation172908105CTAS$248,111.25
EQT Corporation26884L109EQT$247,721.76
Centerpoint Energy Inc.15189T107CNP$246,134.16
H & R Block Incorporated093671105HRB$244,728.57
Varian Medical Systems Incorporated92220P105VAR$243,854.40
Freeport McMoRan Copper & Gold Incorporated35671D857FCX$243,841.86
Columbia Pipeline Group198280109CPGX$242,460.00
NetApp, Incorporated64110D104NTAP$241,688.30
Agl Resources Incorporated001204106GAS$238,904.64
Treasury Bond912810EJ3N/A$238,791.31
Hasbro, Incorporated418056107HAS$235,490.56
Treasury Bond912810EB0N/A$234,795.89
Comerica Incorporated200340107CMA$230,315.98
Michael Kors Holdings Ltd Common Stock NpvG60754101KORS$229,824.22
Darden Restaurants Incorporated237194105DRI$228,594.88
Cabot Oil And Gas Corporation127097103COG$228,077.17
QORVO INC COMMON STOCK USD.000174736K101QRVO$224,112.70
Pinnacle West Capital Corporation723484101PNW$222,520.48
Cablevision Systems Corporation12686C109CVC$221,290.30
F5 Networks Incorporated315616102FFIV$212,342.40
Nordstrom Incorporated655664100JWN$211,144.59
United Rentals, Incorporated911363109URI$209,930.76
Harman International Industries, Incorporated413086109HAR$208,486.73
Fluor Corporation343412102FLR$208,429.08
Nasdaq OMX Group Incorporated631103108NDAQ$208,306.77
U.S. Treasury Bond912810EK0N/A$207,807.29
Treasury Bond912810EH7N/A$207,291.52
JB Hunt Transport Services445658107JBHT$206,948.56
U.S. Treasury Bond912810EE4N/A$206,406.79
FMC Technologies Incorporated30249U101FTI$206,116.05
Pepco Holdings Incorporated713291102POM$205,609.05
Torchmark Corporation891027104TMK$204,347.00
Xylem Incorporated W/i Common Stock98419M100XYL$204,035.00
Ralph Lauren Corp Common Stock Usd.01751212101RL$204,008.40
Discovery Holding Company25470F302DISCK$202,768.80
Treasury Bond912810EA2N/A$200,678.88
AES Corporation00130H105AES$200,654.19
Allegion PLC Common stock USD.01G0176J109ALLE$197,034.88
TECO Energy Incorporated872375100TE$195,371.15
Apartment Invt. & Mgmt03748R101AIV$195,186.28
Robert Half International770323103RHI$194,829.62
Nisource Incorporated65473P105NI$193,773.32
Staples Incorporated855030102SPLS$189,920.85
PVH Corporation693656100PVH$189,501.45
PerkinElmer, Incorporated714046109PKI$186,691.45
Leucadia National Corporation527288104LUK$180,629.93
Helmerich & Payne Incorporated423452101HP$179,981.55
Leggett & Platt Incorporated524660107LEG$178,122.78
Avery Dennison Corporation053611109AVY$177,829.08
Pulte Homes Incorporated745867101PHM$176,382.36
Gap Incorporated364760108GPS$176,333.30
TEGNA INC COMMON STOCK USD1.087901J105TGNA$176,292.16
Wynn Resorts, Limited983134107WYNN$175,327.46
Zions Bancorporation989701107ZION$173,819.10
Flowserve Corporation34354P105FLS$171,560.16
Treasury Bond912810EN4N/A$171,077.26
Frontier Communications Corporation35906A108FTR$169,997.34
Adt Corp/the Common Stock Usd.0100101J106ADT$169,517.20
Treasury Bond912810EF1N/A$168,601.94
Assurant Incorporated04621X108AIZ$165,107.00
Newfield Exploration Company651290108NFX$164,069.84
Scripps Networks Interactive Incorporated811065101SNI$162,924.71
FMC Corporation302491303FMC$162,780.80
IRON MOUNTAIN INC REIT USD.0146284V101IRM$161,654.85
ONEOK Incorporated682680103OKE$160,783.20
Jacobs Engineering Group Incorporated469814107JEC$160,165.10
TREASURY BILL 03/16 0.00000912796HF9N/A$159,965.28
News Corp Class A Common Stock Usd.0165249B109NWSA$158,863.76
People's United Financial Incorporated712704105PBCT$156,122.05
First Solar Incorporated336433107FSLR$155,670.41
Autonation Incorporated05329W102AN$141,752.16
Garmin Ltd Common Stock Chf10.0H2906T109GRMN$136,636.92
Transocean LimitedH8817H100RIG$131,871.76
Legg Mason Incorporated524901105LM$131,655.88
Range Resources Corporation75281A109RRC$129,817.75
NAVIENT CORP COMMON STOCK USD.0163938C108NAVI$129,247.60
CSRA INC COMMON STOCK USD.00112650T104CSRA$128,700.00
Pitney Bowes Incorporated724479100PBI$126,729.05
Discovery Communications Incorporated Class C25470F104DISCA$124,222.08
Flir Systems Incorporated302445101FLIR$120,757.14
Patterson Dental Co.703395103PDCO$117,591.21
Dun & Bradstreet Corp26483E100DNB$117,025.18
NRG Energy Incorporated629377508NRG$115,240.07
Murphy Oil Corporation626717102MUR$113,125.55
Ensco plcG3157S106ESV$112,901.04
Teradata Corporation88076W103TDC$109,484.48
Quanta Services Incorporated74762E102PWR$100,784.25
Ryder Systems Incorporated783549108R$94,735.61
Tenet Healthcare Corp Common Stock Usd.0588033G407THC$94,172.40
Gamestop Corporation36467W109GME$92,195.52
Federal National Mortgage Association31392A7D4N/A$91,017.59
Owens-Illinois Incorporated690768403OI$87,291.62
Southwestern Energy Company845467109SWN$85,149.36
Chesapeake Energy Corporation165167107CHK$72,562.50
Treasury Bill 02/16 0.00000912796HC6N/A$69,990.20
Urban Outfitters Incorporated917047102URBN$61,493.25
CONSOL Energy Incorporated20854P109CNX$56,398.10
Fossil Group Incorporated Common Stock Usd.0134988V106FOSL$47,125.84
NEWS CORP CLASS B COMMON STOCK65249B208NWS$46,919.56
Diamond Offshore Drilling Inc25271C102DO$42,411.00
Cmlti 2004-hyb4 Aa17307GMC9N/A$19,101.55
Federal Home Loan Mortgage Company313401SZ5N/A$1.16
SAFEWAY CASA LEY CVR COMMON STOCK786CVR209N/A$0.01
SAFEWAY PDC LLC CVR COMMON STOCK786CVR308N/A$0.01
U.S. Treasury N/B912828A59N/A$0.00
U.S. Treasury N/B912828G46N/A$0.00
WI Treasury N/B912828MA5N/A$0.00
Derivatives Holdings (Futures)
Expiration DateContractsTypeUnrealized Gains (Losses)
03-21-2016189.00Short US 10YR Note (cbt)66,957.66
03-31-201663.00Long US 5YR Note (cbt)(7,215.51)
03-17-201617.00Long S+P 500 Future61,823.33
03-21-2016150.00Short US Ultra Bond Cbt(139,906.50)