Fund Facts  

Inception Date: Oct 30, 2007
Ticker Symbol: VPDSX
Registration Date: Oct 30, 2007
Morningstar Category:Small Blend
As of Aug 31, 2016
Fund Net Assets ($millions) $488

Documents for Fund or Underlying Fund(s)  

Description

Objective  

To offer long-term capital growth.

Principal Investment Strategies  

The Fund invests, under normal circumstances, primarily in a combination of common stocks of U.S. small-capitalization companies, Russell 2000 Index futures contracts, and U.S. and foreign fixed income securities. The Fund’s subadvisers select stocks that they believe have above-average potential for growth and that generally have market capitalizations that fall within the range of companies in the Russell 2000® Index. The Fund’s U.S. and foreign fixed income securities (1) are held, in part, as collateral in conjunction with the Fund’s use of futures contracts; (2) may include government and agency securities, corporate bonds, mortgage-backed securities, asset-backed securities, and municipal securities; and (3) generally have a portfolio effective duration of no greater than three years. Effective duration is a measure of the expected change in value of a fixed income security for a given change in interest rates, and takes into account that expected cash flows will fluctuate as interests rate change. For example, the value of a fixed income security with an effective duration of two years would be expected to decline around 2% if interest rates rose by 1%. Conversely, the value of the same fixed income security would be expected to increase around 2% if interest rates fell by 1%.

The Fund also may invest in:

• foreign equity securities (including those of issuers located in emerging market countries);
• U.S. preferred stock; and
• U.S. and foreign convertible securities.

The term “equity securities” refers to both common and preferred stock.

The Fund’s subadvisers may invest in a company’s preferred stock or convertible security for various reasons including when they believe the security type offers a higher return opportunity than the company’s common stock. Preferred stocks tend to have lower credit ratings than bonds issued by the same entity. In addition, convertible bonds frequently have credit ratings that are below investment grade or are unrated.

The Fund’s fixed income securities are generally investment grade securities (i.e., securities rated within the four highest grades by Standard & Poor’s, Moody’s Investors Service, Inc., or Fitch Ratings or unrated securities that the Fund’s subadvisers determine are of comparable quality).

In addition to Russell 2000 Index futures contracts, the Fund’s subadvisers also may use other derivative instruments. The Fund’s subadvisers may use futures, options, swap agreements, and swaptions to manage risk, or to obtain or adjust investment exposure. The Fund’s subadvisers also may use forward currency contracts to obtain or adjust investment exposure or to manage foreign currency risks. Investments in derivative instruments are limited to 15% of the Fund’s net assets.

Principal Investment Risks  

There is no guarantee that the Fund will achieve its investment objective. You may lose money by investing in the Fund. The Fund’s principal investment risks include Stock Market Risk, Small-Cap Securities Risk, Preferred Stock Risk, Foreign Securities Risk, Foreign Currency Risk, Convertible Securities Risk, High Yield Securities Risk, Municipal Securities Risk, Derivative Instruments Risk, Interest Rate Risk, Credit Risk, Call Risk, Mortgage-Backed Securities Risk, Asset-Backed Securities Risk, U.S. Government Agency Securities Risk, Portfolio Turnover Risk, Multi-Manager Risk.
Please see the Risk Glossary for additional information about the Fund’s risks.

 

Performance & Expenses

Standard Performance As of Jun 30, 2016
Fund/Benchmark Name QtrYTD1-Yr3-Yr5-Yr10-YrSince Inception
Vantagepoint Discovery   3.04%1.67%-10.23%6.30%7.53%N/A4.91%
Russell 2000 Indexa,b9.05%11.46%15.47%6.71%15.82%7.07%N/A
Morningstar Small Blenda,c6.97%10.09%13.05%5.57%14.53%6.63%N/A

Fund past performance, as shown, is no guarantee of how the Fund will perform in the future. The performance shown has been annualized for periods greater than one year. Investment returns and principal value will fluctuate, so that an investor's shares, when redeemed, may be worth more or less than their original cost. For current performance, visit www.icmarc.org.

Fund performance is shown comparing it to a "benchmark" which may be a (i) broad-based securities market index (ii) a group of mutual funds with similar investment objectives, or (iii) a short term government backed debt obligation such as a U.S. Treasury Bill. An index is not available for direct investment, is unmanaged, and does not reflect the costs of portfolio management or trading. A fund's portfolio may differ from the securities held in an index.

Annual Fund Operating Expenses
Total Expenses   0.87%

 

a. Certain information including, but not limited to, benchmark performance or other performance and/or fee information, is provided by Morningstar, Inc., © 2016 All rights reserved. This information: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed and (3) is not warranted to be accurate, complete or timely. Neither Morningstar and/or its content providers are responsible for any damages or losses arising from any use of information. Morningstar is a registered trademark of Morningstar, Inc.

b. The Russell 2000® Index measures the performance of the small-cap segment of the U.S. equity universe. The Russell 2000® Index is a subset of the Russell 3000® Index, and includes approximately 2,000 of the smallest securities based on a combination of their market cap and current index membership.

c. The Fund’s Morningstar Category Average is a group of funds with similar investment objectives and strategies and is the equal-weighted return of all funds per category. Morningstar places funds in certain categories based on a fund’s historical portfolio holdings.

Distributions

Dividends and Capital Gains  
Record Date Ex/Payable Date Income/Capital Gains Paid Per Share
Dec 18, 2015Dec 18, 2015$0.232949000
Dec 19, 2014Dec 19, 2014$1.458973000
Dec 20, 2013Dec 20, 2013$2.310134000
Dec 17, 2012Dec 17, 2012$0.625347000
Dec 30, 2011Dec 30, 2011$0.002705000
Dec 16, 2011Dec 16, 2011$0.094971000
 

Morningstar Information

Morningstar RatingTM   As of Aug 31, 2016
Period Stars Category Size
Overall 3 Stars655
3-Year 3 Stars655
5-Year 3 Stars570
10-Year N/A N/A

For each fund with at least a three-year history, Morningstar calculates a Morningstar Rating™ based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a fund's monthly performance (including the effects of sales charges, loads, fee waivers, and redemption fees), placing more emphasis on downward variations and rewarding consistent performance. The top 10% of funds in each category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars and the bottom 10% receive 1 star. The Overall Morningstar Rating for a fund is derived from a weighted average of the performance figures associated with its three-, five- and ten-year (if applicable) Morningstar Rating metrics. For funds with loads, the Morningstar rating on a load-waived basis is provided, when available. Load-waived ratings do not include any front- or back-end sales loads and are intended for investors that have access to such purchase terms. Funds with loads are waived for plans administered by ICMA-RC. Past performance is no guarantee of future results.

Morningstar Stylebox As of Aug 31, 2016
Equity Stylebox
Small Blend
 

Characteristics

Top Ten Holdings As of Oct 31, 2016
Holding NamePercent
RUSSELL 2000 MINI EQUITY INDEX DEC16 (RTAZ6)49.1%
UNITED STATES TREASURY NOTE/BOND 0.625% 06/30/20183.7%
FIDELITY INSTITUTIONAL MONEY MARKET3.5%
UNITED STATES TREASURY NOTE/BOND 1% 09/15/20182.4%
USD1.8%
UNITED STATES TREASURY NOTE/BOND 1% 02/15/20181.5%
UNITED STATES TREASURY NOTE/BOND 0.875% 05/31/20181.5%
UNITED STATES TREASURY NOTE/BOND 1% 03/15/20191.2%
UNITED STATES TREASURY NOTE/BOND 0.75% 02/28/20181.1%
UNITED STATES TREASURY NOTE/BOND 0.75% 12/31/20170.9%
All Holdings As of Oct 31, 2016
Equity
Holding NameMarket Value
CARDTRONICS PLC$3,528,000
SWIFT TRANSPORTATION CO$3,267,928
CEPHEID INC$3,185,109
TELEDYNE TECHNOLOGIES INC$3,071,034
CLEAN HARBORS INC$3,063,024
INSULET CORP$3,060,173
ASSURED GUARANTY LTD$3,022,178
STERLING BANCORP/DE$2,957,490
LIFEPOINT HEALTH INC$2,944,620
WESTERN REFINING INC$2,904,907
WESTERN ALLIANCE BANCORP$2,876,720
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC$2,847,670
JOHN BEAN TECHNOLOGIES CORP$2,793,952
PS BUSINESS PARKS INC$2,779,883
MGIC INVESTMENT CORP$2,758,406
VONAGE HOLDINGS CORP$2,739,541
CHEESECAKE FACTORY INC/THE$2,698,861
GREAT WESTERN BANCORP INC$2,691,911
TENNECO INC$2,687,416
ALLSCRIPTS HEALTHCARE SOLUTIONS INC$2,667,661
TEXAS CAPITAL BANCSHARES INC$2,663,163
CINEMARK HOLDINGS INC$2,659,038
AMERIS BANCORP$2,577,264
ASPEN TECHNOLOGY INC$2,567,374
HUBSPOT INC$2,561,658
ENTEGRIS INC$2,553,540
CADENCE DESIGN SYSTEMS INC$2,522,700
SOUTH STATE CORP$2,521,773
KIRBY CORP$2,520,702
HERCULES CAPITAL INC$2,500,704
METHANEX CORP$2,474,708
GLOBUS MEDICAL INC$2,467,716
HORACE MANN EDUCATORS CORP$2,465,811
CAVIUM INC$2,464,607
GREENCORE GROUP PLC$2,428,856
MINERALS TECHNOLOGIES INC$2,406,432
PATTERN ENERGY GROUP INC$2,398,937
BLOOMIN' BRANDS INC$2,385,843
MFA FINANCIAL INC$2,376,773
CHICO'S FAS INC$2,372,744
WELLCARE HEALTH PLANS INC$2,368,954
WATTS WATER TECHNOLOGIES INC$2,366,400
GENESEE & WYOMING INC$2,360,236
REXFORD INDUSTRIAL REALTY INC$2,341,725
FCB FINANCIAL HOLDINGS INC$2,330,877
REDWOOD TRUST INC$2,328,898
ARGO GROUP INTERNATIONAL HOLDINGS LTD$2,326,082
SOUTH JERSEY INDUSTRIES INC$2,288,091
OUTFRONT MEDIA INC$2,283,287
FORUM ENERGY TECHNOLOGIES INC$2,274,120
NU SKIN ENTERPRISES INC$2,270,570
CIENA CORP$2,252,925
GATX CORP$2,248,027
KINDRED HEALTHCARE INC$2,247,869
AIR LEASE CORP$2,235,609
DSW INC$2,207,851
KATE SPADE & CO$2,200,615
NATIONAL CINEMEDIA INC$2,180,225
KENNEDY-WILSON HOLDINGS INC$2,176,184
HILLTOP HOLDINGS INC$2,147,418
FIRST SOLAR INC$2,101,836
LIFE STORAGE INC$2,083,996
CURTISS-WRIGHT CORP$2,049,609
CALLON PETROLEUM CO$2,029,791
MKS INSTRUMENTS INC$2,019,514
MASONITE INTERNATIONAL CORP$2,014,829
GRAPHIC PACKAGING HOLDING CO$2,014,125
MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC$1,976,953
CALLIDUS SOFTWARE INC$1,973,281
SANDERSON FARMS INC$1,967,863
ARMSTRONG WORLD INDUSTRIES INC$1,957,125
SURGICAL CARE AFFILIATES INC$1,938,387
SOLAR CAPITAL LTD$1,907,919
NEW YORK TIMES CO/THE$1,896,491
LA-Z-BOY INC$1,894,136
INTEGRATED DEVICE TECHNOLOGY INC$1,888,752
BIO-TECHNE CORP$1,870,780
ADVANCED DRAINAGE SYSTEMS INC$1,856,520
CONVERGYS CORP$1,840,476
POLYONE CORP$1,814,598
WEX INC$1,802,332
CONNECTONE BANCORP INC$1,786,923
BROADSOFT INC$1,784,988
LASALLE HOTEL PROPERTIES$1,627,113
KEMPER CORP$1,606,802
ACUSHNET HOLDINGS CORP$1,584,536
LINDBLAD EXPEDITIONS HOLDINGS INC$1,540,457
SPIRIT AIRLINES INC$1,471,451
VERIFONE SYSTEMS INC$1,445,522
MIMEDX GROUP INC$1,405,107
PATTERSON-UTI ENERGY INC$1,325,196
MONOLITHIC POWER SYSTEMS INC$1,256,231
TESARO INC$1,240,471
ARMSTRONG FLOORING INC$1,226,069
HAEMONETICS CORP$1,152,645
PAPA JOHN'S INTERNATIONAL INC$1,091,007
ULTRAGENYX PHARMACEUTICAL INC$1,022,887
INTERSIL CORP$958,272
ADURO BIOTECH INC$838,500
SUNPOWER CORP$681,284
WISDOMTREE INVESTMENTS INC$675,306
EHEALTH INC$570,416
HSN INC$453,908
PTC THERAPEUTICS INC$190,026
BLACKLINE INC$56,875
QUANTENNA COMMUNICATIONS INC$53,928
 
Fixed Income
Holding NameMarket Value
UNITED STATES TREASURY NOTE/BOND 0.625% 06/30/2018$17,074,475
UNITED STATES TREASURY NOTE/BOND 1% 09/15/2018$11,271,233
UNITED STATES TREASURY NOTE/BOND 1% 02/15/2018$7,022,694
UNITED STATES TREASURY NOTE/BOND 0.875% 05/31/2018$7,007,658
UNITED STATES TREASURY NOTE/BOND 1% 03/15/2019$5,584,583
UNITED STATES TREASURY NOTE/BOND 0.75% 02/28/2018$5,185,191
UNITED STATES TREASURY NOTE/BOND 0.75% 12/31/2017$4,090,560
UNITED STATES TREASURY NOTE/BOND 1.25% 12/15/2018$4,004,500
UNITED STATES TREASURY NOTE/BOND 1% 08/15/2018$3,223,539
UNITED STATES TREASURY NOTE/BOND 0.75% 07/15/2019$2,749,176
SYNCHRONY CREDIT CARD MASTER NOTE TRUST 2015-2 1.6% 04/15/2021$2,678,555
UNITED STATES TREASURY NOTE/BOND 0.625% 08/31/2017$2,599,137
SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 1.9% 09/23/2019$2,542,005
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 02/26/2019$2,501,830
CHASE ISSUANCE TRUST 1.15% 01/15/2019$2,501,022
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 08/28/2019$2,445,372
FEDERAL HOME LOAN MORTGAGE CORP 2.465% 05/01/2042$2,422,897
FEDERAL HOME LOAN MORTGAGE CORP 0.875% 07/19/2019$2,360,274
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 1.34% 04/15/2022$2,301,469
CABELA'S CREDIT CARD MASTER NOTE TRUST 1.63% 02/18/2020$2,213,360
ACTAVIS FUNDING SCS 2.35% 03/12/2018$1,606,134
UNITED STATES TREASURY NOTE/BOND 0.875% 06/15/2019$1,586,615
GENERAL MOTORS FINANCIAL CO INC 2.4% 04/10/2018$1,543,977
FORD MOTOR CREDIT CO LLC 1.684% 09/08/2017$1,501,530
BANK OF MONTREAL 1.35% 08/28/2018$1,497,875
CITIGROUP INC 1.55% 08/14/2017$1,417,918
NEWELL BRANDS INC 2.15% 10/15/2018$1,416,982
PORSCHE INNOVATIVE LEASE OWNER TRUST 2015-1 7.9% 07/23/2018$1,400,825
BECTON DICKINSON AND CO 1.45% 05/15/2017$1,393,190
CARMAX AUTO OWNER TRUST 2015-2 1.37% 03/16/2020$1,322,061
AMGEN INC 1.25% 05/22/2017$1,321,554
HYUNDAI CAPITAL AMERICA 4% 06/08/2017$1,319,656
CARDINAL HEALTH INC 1.95% 06/15/2018$1,310,781
NBCUNIVERSAL ENTERPRISE INC 1.565% 04/15/2018$1,309,283
PRINCIPAL LIFE GLOBAL FUNDING II 1.342% 12/01/2017$1,305,894
FEDERAL HOME LOAN MORTGAGE CORP 1.125% 04/15/2019$1,304,053
HSBC USA INC 1.625% 01/16/2018$1,301,004
MIZUHO BANK LTD 1.497% 03/26/2018$1,298,517
AT&T INC 2.4% 03/15/2017$1,286,633
BB&T CORP 1.416% 02/01/2019$1,249,524
PRUDENTIAL FINANCIAL INC 1.597% 08/15/2018$1,248,051
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 3.48% 06/01/2019$1,242,222
HSBC HOLDINGS PLC 1.535% 06/17/2031$1,235,624
CITIBANK CREDIT CARD ISSUANCE TRUST 1.02% 02/22/2019$1,228,209
SKANDINAVISKA ENSKILDA BANKEN AB 1.5% 09/13/2019$1,228,054
SOUTHERN CALIFORNIA EDISON CO 1.845% 02/01/2022$1,227,934
WESTPAC BANKING CORP 1.6% 08/19/2019$1,218,918
MORGAN STANLEY 2.026% 01/27/2020$1,212,521
AETNA INC 1.9% 06/07/2019$1,210,381
CBRE SERVICES INC 1.68% 04/15/2019$1,194,258
PFIZER INC 1.45% 06/03/2019$1,191,695
NATIONAL AUSTRALIA BANK LTD/NEW YORK 1.375% 07/12/2019$1,191,218
DOMINION RESOURCES INC/VA 1.5% 09/30/2018$1,181,146
CELGENE CORP 2.125% 08/15/2018$1,171,518
MMAF EQUIPMENT FINANCE LLC 2015-A 1.39% 10/16/2019$1,160,952
STANLEY BLACK & DECKER INC 2.451% 11/17/2018$1,159,757
HSBC HOLDINGS PLC 1.835% 08/17/2032$1,071,242
SYNCHRONY FINANCIAL 1.875% 08/15/2017$1,067,781
SVENSKA HANDELSBANKEN AB 1.5% 09/06/2019$1,023,951
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.7% 10/05/2017$1,017,958
SUNTRUST BANK/ATLANTA GA 1.257% 02/15/2017$1,010,280
RELIANCE STANDARD LIFE GLOBAL FUNDING II 2.15% 10/15/2018$1,007,825
FIFTH THIRD BANK/CINCINNATI OH 1.721% 08/20/2018$1,005,883
HSBC HOLDINGS PLC 1.885% 06/17/2032$983,908
ABBVIE INC 1.8% 05/14/2018$978,434
BRANCH BANKING & TRUST CO 1.45% 05/10/2019$978,188
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.1% 10/05/2018$966,641
VERIZON COMMUNICATIONS INC 1.35% 06/09/2017$946,085
ZIMMER BIOMET HOLDINGS INC 2% 04/01/2018$924,845
DISCOVER BANK/GREENWOOD DE 2.6% 11/13/2018$924,653
MACQUARIE BANK LTD 1.6% 10/27/2017$911,542
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 3.75% 05/11/2017$911,047
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2015-COSMO 1.785% 01/15/2032$910,763
AT&T INC 2.3% 03/11/2019$909,576
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1.079% 12/10/2027$905,941
WISCONSIN PUBLIC SERVICE CORP 1.65% 12/04/2018$904,720
ASHLAND INC 3.875% 04/15/2018$895,781
BOSTON SCIENTIFIC CORP 1.735% 07/17/2032$889,158
CVS HEALTH CORP 1.9% 07/20/2018$856,914
BANK OF TOKYO-MITSUBISHI UFJ LTD/THE 1.45% 09/08/2017$844,515
KRAFT HEINZ FOODS CO 2% 07/02/2018$836,320
CAPITAL AUTO RECEIVABLES ASSET TRUST 2015-2 1.39% 09/20/2018$830,983
VERIZON COMMUNICATIONS INC 2.606% 09/14/2018$821,665
PACCAR FINANCIAL CORP 1.3% 05/10/2019$819,342
BANK OF AMERICA CORP 1.309% 05/02/2017$805,580
FEDERAL HOME LOAN MORTGAGE CORP 2.134% 01/25/2024$793,975
ROYAL BANK OF CANADA 1.625% 04/15/2019$775,174
FEDERAL HOME LOAN MORTGAGE CORP 1.484% 05/25/2024$755,517
HSBC HOLDINGS PLC 1.645% 09/17/2031$752,872
CISCO SYSTEMS INC 1.4% 09/20/2019$735,683
RYDER SYSTEM INC 2.5% 03/01/2017$727,414
LIONS GATE ENTERTAINMENT CORP 5.25% 08/01/2018$717,400
SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC 3.36% 03/20/2023$685,100
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 1.4% 07/20/2018$677,364
SUNTRUST BANK/ATLANTA GA 1.35% 02/15/2017$670,449
REYNOLDS AMERICAN INC 2.3% 06/12/2018$668,971
IMPERIAL TOBACCO FINANCE PLC 2.05% 02/11/2018$652,867
BANK OF NEW YORK MELLON CORP/THE 1.316% 08/01/2018$652,419
SANTANDER BANK NA 2% 01/12/2018$649,962
MORGAN STANLEY 6.625% 04/01/2018$646,173
GLENCORE FINANCE CANADA LTD 2.7% 10/25/2017$642,458
GOLDMAN SACHS GROUP INC/THE 1.917% 11/15/2018$640,463
BANK OF AMERICA CORP 1.7% 08/25/2017$636,584
JPMORGAN CHASE & CO 1.782% 01/25/2018$630,576
MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV 1.625% 10/28/2019$623,253
TIAA ASSET MANAGEMENT FINANCE CO LLC 2.95% 11/01/2019$617,557
CNH INDUSTRIAL CAPITAL LLC 3.875% 07/16/2018$616,863
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-4 8.125% 03/15/2021$610,183
FORD MOTOR CREDIT CO LLC 4.25% 02/03/2017$604,678
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2016-2 2.3% 11/15/2019$602,712
MORGAN STANLEY 2.45% 02/01/2019$599,413
CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 2.684% 09/25/2028$596,272
METROPOLITAN LIFE GLOBAL FUNDING I 1.95% 12/03/2018$596,207
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 1.7% 07/19/2019$595,738
3M CO 1.936% 03/22/2018$595,115
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.784% 10/25/2028$589,838
BANK OF AMERICA NA 2.05% 12/07/2018$571,456
GENERAL MOTORS FINANCIAL CO INC 2.4% 05/09/2019$560,860
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2016-2 7.25% 11/15/2021$547,773
AIRCASTLE LTD 6.75% 04/15/2017$546,310
FIFTH THIRD BANCORP 5.45% 01/15/2017$545,230
CATERPILLAR FINANCIAL SERVICES CORP 1.25% 08/18/2017$540,481
DOMINION RESOURCES INC/VA 1.25% 03/15/2017$540,331
HYUNDAI AUTO RECEIVABLES TRUST 2016-B 2.68% 09/15/2023$538,048
PNC BANK NA 1.95% 03/04/2019$534,906
BERKSHIRE HATHAWAY ENERGY CO 5.75% 04/01/2018$530,744
ABBVIE INC 1.75% 11/06/2017$521,986
MYLAN NV 2.5% 06/07/2019$515,841
KROGER CO/THE 2.2% 01/15/2017$501,523
DRIVE AUTO RECEIVABLES TRUST 2016-B 3.19% 07/15/2022$487,872
BERKSHIRE HATHAWAY FINANCE CORP 1.7% 03/15/2019$483,981
STANDARD CHARTERED PLC 2.1% 08/19/2019$479,915
ANTHEM INC 2.375% 02/15/2017$466,476
BOSTON SCIENTIFIC CORP 1.496% 07/17/2031$464,114
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-2 4.45% 04/15/2021$462,370
CITIZENS BANK NA/PROVIDENCE RI 2.5% 03/14/2019$456,740
FEDERAL HOME LOAN MORTGAGE CORP 1.734% 07/25/2024$450,806
INTERNATIONAL LEASE FINANCE CORP 3.875% 04/15/2018$445,875
CENTERPOINT ENERGY TRANSITION BOND CO IV LLC 0.901% 04/15/2018$444,708
EXPRESS SCRIPTS HOLDING CO 1.25% 06/02/2017$435,206
HYUNDAI CAPITAL SERVICES INC 1.625% 08/30/2019$427,908
WESTERN DIGITAL CORP 10.5% 04/01/2024$416,700
CITIGROUP INC 2.05% 12/07/2018$412,486
PORSCHE INNOVATIVE LEASE OWNER TRUST 2014-1 5.5% 11/20/2017$411,595
MANUFACTURERS & TRADERS TRUST CO 1.4% 07/25/2017$410,529
NVIDIA CORP 2.2% 09/16/2021$409,974
LIBERTY PROPERTY LP 6.625% 10/01/2017$402,855
CAPITAL ONE NA/MCLEAN VA 1.65% 02/05/2018$390,435
CIT GROUP INC 5.25% 03/15/2018$389,310
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-1 3.25% 04/15/2021$382,856
CSMC TRUST 2013-IVR2 1.55% 04/25/2043$381,934
HSBC HOLDINGS PLC 1.685% 12/17/2030$377,835
SABINE PASS LNG LP 7.5% 11/30/2016$371,628
BMW US CAPITAL LLC 1.5% 04/11/2019$370,314
KEYBANK NA/CLEVELAND OH 2.35% 03/08/2019$366,346
NCUA GUARANTEED NOTES TRUST 2010-A1 0.879% 12/07/2020$366,227
L-3 COMMUNICATIONS CORP 1.5% 05/28/2017$360,437
CAPITAL ONE NA/MCLEAN VA 1.5% 09/05/2017$360,266
SEAGATE HDD CAYMAN 3.75% 11/15/2018$360,071
HUNTINGTON NATIONAL BANK/THE 2.2% 11/06/2018$353,476
KEYBANK NA/CLEVELAND OH 1.315% 11/25/2016$345,131
WALGREENS BOOTS ALLIANCE INC 1.75% 05/30/2018$341,762
FIDELITY NATIONAL INFORMATION SERVICES INC 2.24% 01/15/2019$331,238
CITIGROUP INC 2.05% 06/07/2019$321,659
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2016-2 1.57% 06/17/2019$320,625
BXHTL 2015-JWRZ MORTGAGE TRUST 2.1% 03/12/2020$315,226
CBS CORP 1.566% 04/27/2018$315,144
FIFTH THIRD BANK/CINCINNATI OH 2.3% 03/15/2019$314,023
GENERAL MOTORS FINANCIAL CO INC 3% 09/25/2017$313,747
CISCO SYSTEMS INC 1.6% 02/28/2019$312,150
IMPERIAL TOBACCO FINANCE PLC 2.05% 07/20/2018$311,849
SANTANDER UK PLC 2.5% 03/14/2019$309,334
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2016-2 4.1% 06/15/2021$303,818
MISSOURI HIGHER EDUCATION LOAN AUTHORITY 1.364% 01/26/2026$303,454
TENCENT HOLDINGS LTD 2% 05/02/2017$300,755
VERIZON OWNER TRUST 2016-1 1.42% 01/20/2021$300,730
ACTAVIS FUNDING SCS 1.3% 06/15/2017$300,122
CAMERON INTERNATIONAL CORP 1.15% 12/15/2016$300,058
KOREA EXPRESSWAY CORP 1.625% 04/28/2017$300,027
SANTANDER UK PLC 1.362% 03/13/2017$299,974
JPMORGAN CHASE & CO 6.3% 04/23/2019$299,395
BOSTON SCIENTIFIC CORP 1.685% 05/17/2031$290,348
CAPITAL AUTO RECEIVABLES ASSET TRUST 2016-2 2.42% 06/21/2021$290,237
NCUA GUARANTEED NOTES TRUST 2010-R1 0.977% 10/07/2020$290,060
WANT WANT CHINA FINANCE LTD 1.875% 05/14/2018$288,824
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 2.2% 07/21/2021$286,818
FORD MOTOR CREDIT CO LLC 3% 06/12/2017$282,752
TENET HEALTHCARE CORP 6.25% 11/01/2018$276,250
SEQUOIA MORTGAGE TRUST 2013-4 1.55% 04/25/2043$274,054
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.535% 06/17/2031$273,165
FEDERAL HOME LOAN MORTGAGE CORP 2.534% 10/25/2023$263,842
EXXON MOBIL CORP 1.708% 03/01/2019$262,058
DRIVE AUTO RECEIVABLES TRUST 2016-B 1.67% 07/15/2019$259,708
CITIZENS BANK NA/PROVIDENCE RI 2.3% 12/03/2018$252,823
STRYKER CORP 2% 03/08/2019$252,444
CITIGROUP INC 1.85% 11/24/2017$250,916
DISH DBS CORP 4.625% 07/15/2017$250,206
GRAY TELEVISION INC 1.307% 04/24/2017$249,888
COMPASS BANK 1.85% 09/29/2017$249,844
ASTORIA FINANCIAL CORP 5% 06/19/2017$244,426
FINANCING CORP 2.087% 04/30/2018$242,274
BANCO DE CREDITO DEL PERU/PANAMA 2.25% 10/25/2019$241,236
CALIFORNIA EARTHQUAKE AUTHORITY 1.824% 07/01/2017$241,152
AETNA INC 1.7% 06/07/2018$240,821
WEA FINANCE LLC / WESTFIELD UK & EUROPE FINANCE PLC 1.75% 09/15/2017$240,352
EBAY INC 2.5% 03/09/2018$232,928
DRIVE AUTO RECEIVABLES TRUST 2016-B 2.56% 06/15/2020$232,145
PACCAR FINANCIAL CORP 1.45% 03/09/2018$220,900
ALCOA INC 1.646% 06/22/2018$220,660
IHO VERWALTUNGS GMBH 4.125% 09/15/2021$205,250
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2016-2 2.87% 11/08/2021$203,914
CNOOC FINANCE 2013 LTD 1.226% 04/03/2017$200,324
TSMC GLOBAL LTD 1.625% 04/03/2018$200,198
NOVELIS CORP 6.25% 08/15/2024$198,075
ALLY FINANCIAL INC 3.25% 09/29/2017$196,341
THERMO FISHER SCIENTIFIC INC 2.15% 12/14/2018$192,574
NEXTERA ENERGY CAPITAL HOLDINGS INC 1.649% 09/01/2018$190,510
TECO FINANCE INC 1.476% 04/10/2018$189,729
APPLE INC 1.7% 02/22/2019$181,661
SEQUOIA MORTGAGE TRUST 2013-1 1.45% 02/25/2043$173,784
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2014-3 5.875% 08/17/2020$172,361
CHEVRON CORP 1.79% 11/16/2018$171,501
FORTIVE CORP 1.8% 06/15/2019$170,548
WHIRLPOOL CORP 1.65% 11/01/2017$170,502
DOMINION RESOURCES INC/VA 2.962% 07/01/2019$163,765
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.984% 11/25/2023$162,820
AMPHENOL CORP 1.55% 09/15/2017$160,268
CAMERON INTERNATIONAL CORP 1.4% 06/15/2017$160,196
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.684% 05/25/2028$159,843
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1.184% 03/25/2034$157,441
FIDELITY NATIONAL INFORMATION SERVICES INC 2% 04/15/2018$151,287
AUTODESK INC 1.95% 12/15/2017$150,615
CAPITAL AUTO RECEIVABLES ASSET TRUST 2016-2 2.11% 03/22/2021$140,759
PACCAR FINANCIAL CORP 1.1% 06/06/2017$140,008
CITIGROUP INC 3.842% 06/01/2019$139,174
SYNCHRONY FINANCIAL 1.989% 02/03/2020$137,104
KUBOTA CREDIT OWNER TRUST 2015-1 0.94% 12/15/2017$132,915
PACCAR FINANCIAL CORP 1.435% 12/06/2018$130,947
APPLE INC 1.3% 02/23/2018$130,376
IAC/INTERACTIVECORP 4.875% 11/30/2018$127,323
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 5.875% 06/15/2021$126,524
BAXALTA INC 2% 06/22/2018$120,634
WALGREENS BOOTS ALLIANCE INC 1.75% 11/17/2017$120,557
VENTAS REALTY LP 1.25% 04/17/2017$120,034
VERIZON COMMUNICATIONS INC 2.625% 02/21/2020$117,367
AT&T INC 5.5% 02/01/2018$115,304
SPRINGLEAF MORTGAGE LOAN TRUST 2013-2 1.78% 12/25/2065$112,810
KINDER MORGAN INC/DE 3.05% 12/01/2019$112,790
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 2.5% 06/15/2019$111,556
KINDER MORGAN INC/DE 2% 12/01/2017$110,424
BERKSHIRE HATHAWAY INC 1.15% 08/15/2018$109,869
FEDERAL HOME LOAN MORTGAGE CORP 1.484% 05/25/2024$104,668
WM WRIGLEY JR CO 2% 10/20/2017$100,712
GREATAMERICA LEASING RECEIVABLES FUNDING LLC 1.83% 06/17/2019$100,082
GATX CORP 1.25% 03/04/2017$100,036
FREEPORT-MCMORAN INC 2.15% 03/01/2017$79,900
CAPITAL AUTO RECEIVABLES ASSET TRUST 2013-1 1.74% 10/22/2018$79,313
COCA-COLA CO/THE 0.875% 10/27/2017$75,943
SOUTHERN POWER CO 1.85% 12/01/2017$70,340
JOHNSON CONTROLS INC 1.4% 11/02/2017$70,097
FIDELITY NATIONAL INFORMATION SERVICES INC 1.45% 06/05/2017$70,091
LOCKHEED MARTIN CORP 1.85% 11/23/2018$47,473
TRANSALTA CORP 1.9% 06/03/2017$45,954
NELNET STUDENT LOAN TRUST 2014-2 0.814% 06/25/2021$41,778
SEQUOIA MORTGAGE TRUST 2012-2 3.5% 04/25/2042$12,662
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.584% 03/25/2025$5,982
 
Short-Term/Cash
Holding NameMarket Value
FIDELITY INSTITUTIONAL MONEY MARKET$16,310,479
 
Other
Holding NameMarket Value
USD$8,177,000
BRITISH POUND$-16,413
USD$-340,988
RUSSELL 2000 MINI EQUITY INDEX DEC16 (RTAZ6)$-6,734,000
All Holdings As of Sep 30, 2016
Equity
Holding NameMarket Value
MINERALS TECHNOLOGIES INC$3,754,346
CARDTRONICS PLC$3,530,536
INSULET CORP$3,375,094
CEPHEID INC$3,172,465
SWIFT TRANSPORTATION CO$3,135,049
CLEAN HARBORS INC$3,105,745
NU SKIN ENTERPRISES INC$3,091,949
TELEDYNE TECHNOLOGIES INC$3,078,164
ALLSCRIPTS HEALTHCARE SOLUTIONS INC$2,925,320
LIFEPOINT HEALTH INC$2,914,116
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC$2,911,201
WESTERN ALLIANCE BANCORP$2,890,580
PS BUSINESS PARKS INC$2,875,592
STERLING BANCORP/DE$2,875,338
TENNECO INC$2,843,576
HUBSPOT INC$2,814,161
ASSURED GUARANTY LTD$2,805,803
ENTEGRIS INC$2,797,652
GREAT WESTERN BANCORP INC$2,782,087
MGIC INVESTMENT CORP$2,704,320
WESTERN REFINING INC$2,664,257
KIRBY CORP$2,657,962
VONAGE HOLDINGS CORP$2,639,704
INTERSIL CORP$2,626,622
SOUTH STATE CORP$2,579,875
GREENCORE GROUP PLC$2,576,622
CINEMARK HOLDINGS INC$2,557,487
WATTS WATER TECHNOLOGIES INC$2,557,290
REXFORD INDUSTRIAL REALTY INC$2,545,208
CAVIUM INC$2,541,012
CHEESECAKE FACTORY INC/THE$2,540,044
CADENCE DESIGN SYSTEMS INC$2,517,769
GLOBUS MEDICAL INC$2,516,781
HORACE MANN EDUCATORS CORP$2,513,824
OUTFRONT MEDIA INC$2,510,448
FORUM ENERGY TECHNOLOGIES INC$2,509,112
AMERIS BANCORP$2,481,415
HERCULES CAPITAL INC$2,473,344
JOHN BEAN TECHNOLOGIES CORP$2,468,545
TEXAS CAPITAL BANCSHARES INC$2,466,457
CALLON PETROLEUM CO$2,453,251
WELLCARE HEALTH PLANS INC$2,443,668
ASPEN TECHNOLOGY INC$2,439,631
MFA FINANCIAL INC$2,432,047
METHANEX CORP$2,429,094
CHICO'S FAS INC$2,419,508
PATTERN ENERGY GROUP INC$2,413,964
FCB FINANCIAL HOLDINGS INC$2,401,491
GENESEE & WYOMING INC$2,395,323
KENNEDY-WILSON HOLDINGS INC$2,382,182
BLOOMIN' BRANDS INC$2,377,568
ARGO GROUP INTERNATIONAL HOLDINGS LTD$2,360,387
CIENA CORP$2,357,670
REDWOOD TRUST INC$2,345,462
KINDRED HEALTHCARE INC$2,332,306
NATIONAL CINEMEDIA INC$2,313,837
LIFE STORAGE INC$2,298,210
GATX CORP$2,288,088
SOUTH JERSEY INDUSTRIES INC$2,280,374
MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC$2,277,045
COMMUNITY HEALTH SYSTEMS INC$2,273,957
GRAPHIC PACKAGING HOLDING CO$2,254,209
SURGICAL CARE AFFILIATES INC$2,208,828
MASONITE INTERNATIONAL CORP$2,201,440
DSW INC$2,177,024
ARMSTRONG WORLD INDUSTRIES INC$2,156,491
SANDERSON FARMS INC$2,106,737
POLYONE CORP$2,098,925
ADVANCED DRAINAGE SYSTEMS INC$2,095,626
CURTISS-WRIGHT CORP$2,083,686
NEW YORK TIMES CO/THE$2,079,181
FIRST SOLAR INC$2,049,926
BROADSOFT INC$1,999,788
MKS INSTRUMENTS INC$1,990,692
LA-Z-BOY INC$1,988,034
CALLIDUS SOFTWARE INC$1,984,094
BIO-TECHNE CORP$1,969,905
HILLTOP HOLDINGS INC$1,952,672
SOLAR CAPITAL LTD$1,945,850
CONVERGYS CORP$1,917,373
WEX INC$1,785,647
CONNECTONE BANCORP INC$1,758,683
KATE SPADE & CO$1,698,953
LINDBLAD EXPEDITIONS HOLDINGS INC$1,692,810
LASALLE HOTEL PROPERTIES$1,635,334
VERIFONE SYSTEMS INC$1,469,801
STEWART INFORMATION SERVICES CORP$1,435,113
ARMSTRONG FLOORING INC$1,429,782
MIMEDX GROUP INC$1,353,066
PATTERSON-UTI ENERGY INC$1,318,712
MONOLITHIC POWER SYSTEMS INC$1,283,170
TESARO INC$1,254,002
HAEMONETICS CORP$1,249,245
ULTRAGENYX PHARMACEUTICAL INC$1,230,100
MARKETAXESS HOLDINGS INC$1,157,805
PAPA JOHN'S INTERNATIONAL INC$1,140,171
AIRCASTLE LTD$1,079,987
AIR LEASE CORP$1,011,732
ADURO BIOTECH INC$969,540
SUNPOWER CORP$839,372
INTEGRATED DEVICE TECHNOLOGY INC$838,530
EHEALTH INC$816,649
WISDOMTREE INVESTMENTS INC$809,895
HSN INC$801,572
PTC THERAPEUTICS INC$428,706
KEMPER CORP$180,872
 
Fixed Income
Holding NameMarket Value
UNITED STATES TREASURY NOTE/BOND 0.625% 06/30/2018$17,091,209
UNITED STATES TREASURY NOTE/BOND 0.875% 05/31/2018$11,607,561
UNITED STATES TREASURY NOTE/BOND 1% 09/15/2018$11,290,561
UNITED STATES TREASURY NOTE/BOND 1% 02/15/2018$7,027,615
UNITED STATES TREASURY NOTE/BOND 1% 03/15/2019$5,596,993
UNITED STATES TREASURY NOTE/BOND 0.75% 02/28/2018$5,188,230
FEDERAL HOME LOAN MORTGAGE CORP 1% 12/15/2017$4,104,581
UNITED STATES TREASURY NOTE/BOND 1.25% 12/15/2018$4,013,820
UNITED STATES TREASURY NOTE/BOND 1% 08/15/2018$3,229,001
UNITED STATES TREASURY NOTE/BOND 0.625% 08/31/2017$3,199,562
UNITED STATES TREASURY NOTE/BOND 0.75% 07/15/2019$2,756,359
SYNCHRONY CREDIT CARD MASTER NOTE TRUST 2015-2 1.6% 04/15/2021$2,678,090
SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 1.9% 09/23/2019$2,545,519
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.506% 05/01/2042$2,533,743
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 02/26/2019$2,504,435
CHASE ISSUANCE TRUST 1.15% 01/15/2019$2,501,624
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 08/28/2019$2,449,922
FEDERAL HOME LOAN MORTGAGE CORP 0.875% 07/19/2019$2,362,700
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 1.34% 04/15/2022$2,306,936
CABELA'S CREDIT CARD MASTER NOTE TRUST 1.63% 02/18/2020$2,213,107
ACTAVIS FUNDING SCS 2.35% 03/12/2018$1,606,961
UNITED STATES TREASURY NOTE/BOND 0.875% 06/15/2019$1,590,622
GENERAL MOTORS FINANCIAL CO INC 2.4% 04/10/2018$1,546,654
FORD MOTOR CREDIT CO LLC 1.684% 09/08/2017$1,501,430
BANK OF MONTREAL 1.35% 08/28/2018$1,498,098
NEWELL BRANDS INC 2.15% 10/15/2018$1,420,611
CITIGROUP INC 1.55% 08/14/2017$1,417,001
PORSCHE INNOVATIVE LEASE OWNER TRUST 2015-1 1.19% 07/23/2018$1,402,108
BECTON DICKINSON AND CO 1.45% 05/15/2017$1,392,508
CARMAX AUTO OWNER TRUST 2015-2 1.37% 03/16/2020$1,323,784
HYUNDAI CAPITAL AMERICA 4% 06/08/2017$1,322,616
AMGEN INC 1.25% 05/22/2017$1,320,656
CARDINAL HEALTH INC 1.95% 06/15/2018$1,312,832
NBCUNIVERSAL ENTERPRISE INC 1.365% 04/15/2018$1,309,290
FEDERAL HOME LOAN MORTGAGE CORP 1.125% 04/15/2019$1,306,261
PRINCIPAL LIFE GLOBAL FUNDING II 1.173% 12/01/2017$1,305,756
HSBC USA INC 1.625% 01/16/2018$1,300,958
MIZUHO BANK LTD 1.28% 03/26/2018$1,297,170
AT&T INC 2.4% 03/15/2017$1,287,612
BB&T CORP 1.416% 02/01/2019$1,248,578
PRUDENTIAL FINANCIAL INC 1.597% 08/15/2018$1,247,963
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 3.48% 06/01/2019$1,245,236
INVITATION HOMES 2014-SFR1 TRUST 1.507% 06/17/2031$1,237,423
SOUTHERN CALIFORNIA EDISON CO 1.845% 02/01/2022$1,233,870
CITIBANK CREDIT CARD ISSUANCE TRUST 1.02% 02/22/2019$1,228,471
SKANDINAVISKA ENSKILDA BANKEN AB 1.5% 09/13/2019$1,228,343
WESTPAC BANKING CORP 1.6% 08/19/2019$1,220,565
MORGAN STANLEY 1.874% 01/27/2020$1,213,091
AETNA INC 1.9% 06/07/2019$1,211,798
PFIZER INC 1.45% 06/03/2019$1,197,520
CREDIT AGRICOLE SA/LONDON 1.48% 04/15/2019$1,192,826
NATIONAL AUSTRALIA BANK LTD/NEW YORK 1.375% 07/12/2019$1,192,350
DOMINION RESOURCES INC/VA 1.5% 09/30/2018$1,184,485
CELGENE CORP 2.125% 08/15/2018$1,172,928
STANLEY BLACK & DECKER INC 2.451% 11/17/2018$1,165,321
MMAF EQUIPMENT FINANCE LLC 2015-A 1.39% 10/16/2019$1,161,246
INVITATION HOMES 2015-SFR3 TRUST 1.807% 08/17/2032$1,072,206
SYNCHRONY FINANCIAL 1.875% 08/15/2017$1,067,345
HERTZ FLEET LEASE FUNDING LP 1.062% 12/10/2027$1,030,069
SVENSKA HANDELSBANKEN AB 1.5% 09/06/2019$1,027,071
HEWLETT PACKARD ENTERPRISE CO 2.45% 10/05/2017$1,013,300
SUNTRUST BANK/ATLANTA GA 1.257% 02/15/2017$1,010,390
RELIANCE STANDARD LIFE GLOBAL FUNDING II 2.15% 10/15/2018$1,008,977
FIFTH THIRD BANK/CINCINNATI OH 1.721% 08/20/2018$1,006,156
INVITATION HOMES 2015-SFR2 TRUST 1.857% 06/17/2032$984,753
BRANCH BANKING & TRUST CO 1.45% 05/10/2019$981,215
ABBVIE INC 1.8% 05/14/2018$979,370
HEWLETT PACKARD ENTERPRISE CO 2.85% 10/05/2018$963,312
VERIZON COMMUNICATIONS INC 1.35% 06/09/2017$946,320
ZIMMER BIOMET HOLDINGS INC 2% 04/01/2018$926,487
DISCOVER BANK/GREENWOOD DE 2.6% 11/13/2018$924,110
CENTERPOINT ENERGY TRANSITION BOND CO IV LLC 0.901% 04/15/2018$923,613
AT&T INC 2.3% 03/11/2019$915,648
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 3.75% 05/11/2017$912,416
MACQUARIE BANK LTD 1.6% 10/27/2017$911,529
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2015-COSMO 1.758% 01/15/2032$910,014
WISCONSIN PUBLIC SERVICE CORP 1.65% 12/04/2018$907,008
ASHLAND INC 3.875% 04/15/2018$904,531
COLONY AMERICAN HOMES 2015-1 1.707% 07/17/2032$889,230
CVS HEALTH CORP 1.9% 07/20/2018$858,602
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.124% 01/25/2024$846,122
BANK OF TOKYO-MITSUBISHI UFJ LTD/THE 1.45% 09/08/2017$845,403
KRAFT HEINZ FOODS CO 2% 07/02/2018$838,015
CAPITAL AUTO RECEIVABLES ASSET TRUST 2015-2 1.39% 09/20/2018$831,536
VERIZON COMMUNICATIONS INC 2.406% 09/14/2018$821,246
PACCAR FINANCIAL CORP 1.3% 05/10/2019$820,601
BANK OF AMERICA CORP 1.309% 05/02/2017$805,454
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.474% 05/25/2024$801,610
ROYAL BANK OF CANADA 1.625% 04/15/2019$777,035
INVITATION HOMES 2014-SFR2 TRUST 1.607% 09/17/2031$752,976
CISCO SYSTEMS INC 1.4% 09/20/2019$735,960
RYDER SYSTEM INC 2.5% 03/01/2017$727,785
LIONS GATE ENTERTAINMENT CORP 5.25% 08/01/2018$725,900
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 1.4% 07/20/2018$678,188
SUNTRUST BANK/ATLANTA GA 1.35% 02/15/2017$670,275
REYNOLDS AMERICAN INC 2.3% 06/12/2018$669,874
IMPERIAL TOBACCO FINANCE PLC 2.05% 02/11/2018$654,104
BANK OF NEW YORK MELLON CORP/THE 1.316% 08/01/2018$652,792
SANTANDER BANK NA 2% 01/12/2018$650,243
MORGAN STANLEY 6.625% 04/01/2018$648,477
GLENCORE FINANCE CANADA LTD 2.7% 10/25/2017$641,126
GOLDMAN SACHS GROUP INC/THE 1.917% 11/15/2018$640,323
BANK OF AMERICA CORP 1.7% 08/25/2017$636,086
JPMORGAN CHASE & CO 1.614% 01/25/2018$630,238
CNH INDUSTRIAL CAPITAL LLC 3.875% 07/16/2018$622,200
TIAA ASSET MANAGEMENT FINANCE CO LLC 2.95% 11/01/2019$618,688
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-4 2.97% 03/15/2021$611,354
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2016-2 2.3% 11/15/2019$606,685
FORD MOTOR CREDIT CO LLC 4.25% 02/03/2017$605,806
FANNIE MAE CONNECTICUT AVENUE SECURITIES 2.674% 09/25/2028$602,157
MORGAN STANLEY 2.45% 02/01/2019$600,970
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 1.7% 07/19/2019$599,048
METROPOLITAN LIFE GLOBAL FUNDING I 1.95% 12/03/2018$596,852
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 1.774% 10/25/2028$595,628
BANK OF AMERICA CORP 1.717% 03/22/2018$594,580
PORSCHE INNOVATIVE LEASE OWNER TRUST 2014-1 1.03% 11/20/2017$586,403
BANK OF AMERICA NA 2.05% 12/07/2018$572,591
GENERAL MOTORS FINANCIAL CO INC 2.4% 05/09/2019$563,510
HILTON USA TRUST 2013-HLF 1.497% 11/05/2030$553,109
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2016-2 2.66% 11/15/2021$548,857
FIFTH THIRD BANCORP 5.45% 01/15/2017$546,413
AIRCASTLE LTD 6.75% 04/15/2017$546,410
CATERPILLAR FINANCIAL SERVICES CORP 1.25% 08/18/2017$540,841
HYUNDAI AUTO RECEIVABLES TRUST 2016-B 2.68% 09/15/2023$540,723
DOMINION RESOURCES INC/VA 1.25% 03/15/2017$539,614
PNC BANK NA 1.95% 03/04/2019$536,947
BERKSHIRE HATHAWAY ENERGY CO 5.75% 04/01/2018$532,845
ABBVIE INC 1.75% 11/06/2017$521,849
MYLAN NV 2.5% 06/07/2019$514,861
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.724% 07/25/2024$508,132
KROGER CO/THE 2.2% 01/15/2017$501,535
DRIVE AUTO RECEIVABLES TRUST 2016-B 3.19% 07/15/2022$488,808
BERKSHIRE HATHAWAY FINANCE CORP 1.7% 03/15/2019$484,579
STANDARD CHARTERED PLC 2.1% 08/19/2019$480,141
ANTHEM INC 2.375% 02/15/2017$466,661
COLONY AMERICAN HOMES 2014-2 1.457% 07/17/2031$466,209
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-2 3.02% 04/15/2021$463,488
CITIZENS BANK NA/PROVIDENCE RI 2.5% 03/14/2019$458,442
INTERNATIONAL LEASE FINANCE CORP 3.875% 04/15/2018$446,419
EXPRESS SCRIPTS HOLDING CO 1.25% 06/02/2017$435,194
HYUNDAI CAPITAL SERVICES INC 1.625% 08/30/2019$428,823
WESTERN DIGITAL CORP 10.5% 04/01/2024$418,500
CITIGROUP INC 2.05% 12/07/2018$413,323
NVIDIA CORP 2.2% 09/16/2021$411,721
MANUFACTURERS & TRADERS TRUST CO 1.4% 07/25/2017$410,809
LIBERTY PROPERTY LP 6.625% 10/01/2017$403,036
CIT GROUP INC 5.25% 03/15/2018$391,875
CAPITAL ONE NA/MCLEAN VA 1.65% 02/05/2018$390,577
NCUA GUARANTEED NOTES TRUST 2010-A1 1.015% 12/07/2020$387,236
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-1 3.24% 04/15/2021$383,731
CSMC TRUST 2013-IVR2 1.55% 04/25/2043$381,659
INVITATION HOMES 2013-SFR1 TRUST 1.657% 12/17/2030$378,739
SABINE PASS LNG LP 7.5% 11/30/2016$373,145
BMW US CAPITAL LLC 1.5% 04/11/2019$370,718
KEYBANK NA/CLEVELAND OH 2.35% 03/08/2019$366,907
L-3 COMMUNICATIONS CORP 1.5% 05/28/2017$360,329
CAPITAL ONE NA/MCLEAN VA 1.5% 09/05/2017$359,875
SEAGATE HDD CAYMAN 3.75% 11/15/2018$359,835
HUNTINGTON NATIONAL BANK/THE 2.2% 11/06/2018$354,544
KEYBANK NA/CLEVELAND OH 1.315% 11/25/2016$345,104
WALGREENS BOOTS ALLIANCE INC 1.75% 05/30/2018$342,001
GLENCORE FUNDING LLC 2.04% 01/15/2019$328,350
CITIGROUP INC 2.05% 06/07/2019$322,645
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2016-2 1.57% 06/17/2019$320,338
FIFTH THIRD BANK/CINCINNATI OH 2.3% 03/15/2019$315,604
ACTAVIS FUNDING SCS 1.911% 03/12/2020$315,373
FIFTH THIRD BANK/CINCINNATI OH 1.311% 11/18/2016$315,097
CREDIT SUISSE AG/NEW YORK NY 1.414% 04/27/2018$315,005
GENERAL MOTORS FINANCIAL CO INC 3% 09/25/2017$314,109
CISCO SYSTEMS INC 1.6% 02/28/2019$312,439
IMPERIAL TOBACCO FINANCE PLC 2.05% 07/20/2018$312,268
SANTANDER UK PLC 2.5% 03/14/2019$309,657
MISSOURI HIGHER EDUCATION LOAN AUTHORITY 1.354% 01/26/2026$308,973
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2016-2 4.1% 06/15/2021$307,083
VERIZON OWNER TRUST 2016-1 1.42% 01/20/2021$301,065
TENCENT HOLDINGS LTD 2% 05/02/2017$300,978
JPMORGAN CHASE & CO 6.3% 04/23/2019$300,888
KOREA EXPRESSWAY CORP 1.625% 04/28/2017$300,248
CAMERON INTERNATIONAL CORP 1.15% 12/15/2016$300,103
SANTANDER UK PLC 1.166% 03/13/2017$299,828
ACTAVIS FUNDING SCS 1.3% 06/15/2017$299,801
NCUA GUARANTEED NOTES TRUST 2010-R1 0.923% 10/07/2020$296,661
COLONY AMERICAN HOMES 2014-1 1.657% 05/17/2031$291,962
CAPITAL AUTO RECEIVABLES ASSET TRUST 2016-2 2.42% 06/21/2021$291,146
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 2.2% 07/21/2021$289,234
WANT WANT CHINA FINANCE LTD 1.875% 05/14/2018$289,153
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.524% 10/25/2023$288,940
FORD MOTOR CREDIT CO LLC 3% 06/12/2017$283,007
TENET HEALTHCARE CORP 6.25% 11/01/2018$278,850
AMERICAN HOMES 4 RENT 2014-SFR1 1.507% 06/17/2031$273,500
SEQUOIA MORTGAGE TRUST 2013-4 1.55% 04/25/2043$268,969
EXXON MOBIL CORP 1.708% 03/01/2019$262,865
HUNTINGTON NATIONAL BANK/THE 1.3% 11/20/2016$260,094
DRIVE AUTO RECEIVABLES TRUST 2016-B 1.67% 07/15/2019$259,654
STRYKER CORP 2% 03/08/2019$253,293
CITIZENS BANK NA/PROVIDENCE RI 2.3% 12/03/2018$253,017
CITIGROUP INC 1.85% 11/24/2017$250,851
PNC BANK NA 1.15% 11/01/2016$250,000
DISH DBS CORP 4.625% 07/15/2017$249,900
HUNTINGTON NATIONAL BANK/THE 1.14% 04/24/2017$249,870
COMPASS BANK 1.85% 09/29/2017$249,756
ASTORIA FINANCIAL CORP 5% 06/19/2017$244,764
GOLDMAN SACHS GROUP INC/THE 1.951% 04/30/2018$242,233
CALIFORNIA EARTHQUAKE AUTHORITY 1.824% 07/01/2017$241,320
AETNA INC 1.7% 06/07/2018$240,864
WEA FINANCE LLC / WESTFIELD UK & EUROPE FINANCE PLC 1.75% 09/15/2017$240,491
EBAY INC 2.5% 03/09/2018$233,334
DRIVE AUTO RECEIVABLES TRUST 2016-B 2.56% 06/15/2020$232,175
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 1.674% 05/25/2028$226,617
PACCAR FINANCIAL CORP 1.45% 03/09/2018$221,192
BAXALTA INC 1.427% 06/22/2018$219,287
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2016-2 2.87% 11/08/2021$205,377
IHO VERWALTUNGS GMBH 4.125% 09/15/2021$202,500
NOVELIS CORP 6.25% 08/15/2024$202,113
TSMC GLOBAL LTD 1.625% 04/03/2018$200,385
DUKE ENERGY CORP 1.034% 04/03/2017$200,224
JOHN DEERE CAPITAL CORP 0.955% 10/11/2016$200,011
ALLY FINANCIAL INC 3.25% 09/29/2017$196,706
THERMO FISHER SCIENTIFIC INC 2.15% 12/14/2018$192,226
NEXTERA ENERGY CAPITAL HOLDINGS INC 1.649% 09/01/2018$190,840
TECO FINANCE INC 1.265% 04/10/2018$189,611
APPLE INC 1.7% 02/22/2019$182,102
HESS CORP 1.3% 06/15/2017$180,002
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 1.974% 11/25/2023$179,077
SEQUOIA MORTGAGE TRUST 2013-1 1.45% 02/25/2043$173,738
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2014-3 2.65% 08/17/2020$172,684
KUBOTA CREDIT OWNER TRUST 2015-1 0.94% 12/15/2017$172,289
CHEVRON CORP 1.79% 11/16/2018$171,814
FORTIVE CORP 1.8% 06/15/2019$170,579
WHIRLPOOL CORP 1.65% 11/01/2017$170,525
DOMINION RESOURCES INC/VA 2.962% 07/01/2019$164,333
GSAMP TRUST 2004-SEA2 1.174% 03/25/2034$163,194
AMPHENOL CORP 1.55% 09/15/2017$160,260
CAMERON INTERNATIONAL CORP 1.4% 06/15/2017$160,016
SBA COMMUNICATIONS CORP 5.625% 10/01/2019$154,220
FIDELITY NATIONAL INFORMATION SERVICES INC 2% 04/15/2018$151,340
AUTODESK INC 1.95% 12/15/2017$150,950
CAPITAL AUTO RECEIVABLES ASSET TRUST 2016-2 2.11% 03/22/2021$141,132
PACCAR FINANCIAL CORP 1.1% 06/06/2017$140,035
AES CORP/VA 3.673% 06/01/2019$139,695
SYNCHRONY FINANCIAL 1.989% 02/03/2020$137,021
PACCAR FINANCIAL CORP 1.28% 12/06/2018$130,932
APPLE INC 1.3% 02/23/2018$130,409
IAC/INTERACTIVECORP 4.875% 11/30/2018$129,150
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 5.875% 06/15/2021$127,548
SPRINGLEAF MORTGAGE LOAN TRUST 2013-1 1.27% 06/25/2058$121,003
WALGREENS BOOTS ALLIANCE INC 1.75% 11/17/2017$120,690
BAXALTA INC 2% 06/22/2018$120,348
CAPITAL AUTO RECEIVABLES ASSET TRUST 2013-1 1.74% 10/22/2018$120,130
VENTAS REALTY LP 1.25% 04/17/2017$119,965
VERIZON COMMUNICATIONS INC 2.625% 02/21/2020$118,363
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.474% 05/25/2024$117,088
AT&T INC 5.5% 02/01/2018$115,934
SPRINGLEAF MORTGAGE LOAN TRUST 2013-2 1.78% 12/25/2065$112,779
KINDER MORGAN INC/DE 3.05% 12/01/2019$112,487
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 2.5% 06/15/2019$111,681
KINDER MORGAN INC/DE 2% 12/01/2017$110,092
BERKSHIRE HATHAWAY INC 1.15% 08/15/2018$109,971
WM WRIGLEY JR CO 2% 10/20/2017$100,725
GREATAMERICA LEASING RECEIVABLES FUNDING LLC 1.83% 06/17/2019$100,107
WM WRIGLEY JR CO 1.4% 10/21/2016$100,028
GATX CORP 1.25% 03/04/2017$99,942
FREEPORT-MCMORAN INC 2.15% 03/01/2017$80,100
COCA-COLA CO/THE 0.875% 10/27/2017$75,852
SOUTHERN POWER CO 1.85% 12/01/2017$70,465
JOHNSON CONTROLS INC 1.4% 11/02/2017$70,227
FIDELITY NATIONAL INFORMATION SERVICES INC 1.45% 06/05/2017$70,035
NELNET STUDENT LOAN TRUST 2014-2 0.804% 06/25/2021$49,331
LOCKHEED MARTIN CORP 1.85% 11/23/2018$47,588
TRANSALTA CORP 1.9% 06/03/2017$46,040
CHRYSLER CAPITAL AUTO RECEIVABLES TRUST 2014-A 0.83% 09/17/2018$41,968
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 1.538% 03/25/2025$36,504
SEQUOIA MORTGAGE TRUST 2012-2 3.5% 04/25/2042$12,666
 
Short-Term/Cash
Holding NameMarket Value
FIDELITY INSTITUTIONAL MONEY MARKET$19,768,496
 
Other
Holding NameMarket Value
RUSSELL 2000 MINI EQUITY INDEX DEC16 (RTAZ6)$4,221,634
USD$-31,669
USD$-1,870,085
All Holdings As of Aug 31, 2016
Equity
Holding NameMarket Value
INSULET CORP$4,186,437
MINERALS TECHNOLOGIES INC$3,807,252
CARDTRONICS PLC$3,611,662
CLEAN HARBORS INC$3,194,474
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC$3,136,104
TELEDYNE TECHNOLOGIES INC$3,103,846
ALLSCRIPTS HEALTHCARE SOLUTIONS INC$3,010,483
ENTEGRIS INC$3,001,255
GREENCORE GROUP PLC$2,967,798
ASSURED GUARANTY LTD$2,947,786
LIFEPOINT HEALTH INC$2,902,448
HUBSPOT INC$2,899,595
NU SKIN ENTERPRISES INC$2,863,902
TENNECO INC$2,860,729
PS BUSINESS PARKS INC$2,849,262
CEPHEID INC$2,839,980
BLOOMIN' BRANDS INC$2,829,197
INTERSIL CORP$2,824,261
STERLING BANCORP/DE$2,820,122
SWIFT TRANSPORTATION CO$2,805,458
CHEESECAKE FACTORY INC/THE$2,739,125
MGIC INVESTMENT CORP$2,729,728
GLOBUS MEDICAL INC$2,719,304
DSW INC$2,719,283
CINEMARK HOLDINGS INC$2,687,335
GREAT WESTERN BANCORP INC$2,682,704
CHICO'S FAS INC$2,675,353
WESTERN REFINING INC$2,668,218
SOUTH STATE CORP$2,654,331
REXFORD INDUSTRIAL REALTY INC$2,638,580
WATTS WATER TECHNOLOGIES INC$2,637,824
HORACE MANN EDUCATORS CORP$2,631,966
AMERIS BANCORP$2,626,786
ASPEN TECHNOLOGY INC$2,597,584
PATTERN ENERGY GROUP INC$2,595,271
CAVIUM INC$2,594,688
HERCULES CAPITAL INC$2,592,258
REDWOOD TRUST INC$2,573,424
FCB FINANCIAL HOLDINGS INC$2,567,249
KINDRED HEALTHCARE INC$2,559,514
MFA FINANCIAL INC$2,549,993
CADENCE DESIGN SYSTEMS INC$2,548,834
JOHN BEAN TECHNOLOGIES CORP$2,508,880
WESTERN ALLIANCE BANCORP$2,493,052
MASONITE INTERNATIONAL CORP$2,475,016
NATIONAL CINEMEDIA INC$2,466,900
ARGO GROUP INTERNATIONAL HOLDINGS LTD$2,460,587
OUTFRONT MEDIA INC$2,456,539
WELLCARE HEALTH PLANS INC$2,453,479
TEXAS CAPITAL BANCSHARES INC$2,450,058
GRAPHIC PACKAGING HOLDING CO$2,447,121
SOUTH JERSEY INDUSTRIES INC$2,427,824
SANDERSON FARMS INC$2,414,411
NEW YORK TIMES CO/THE$2,412,534
CIENA CORP$2,404,545
GENESEE & WYOMING INC$2,399,367
DIAMONDBACK ENERGY INC$2,379,345
ARMSTRONG WORLD INDUSTRIES INC$2,366,072
VONAGE HOLDINGS CORP$2,357,117
AIRCASTLE LTD$2,342,314
KIRBY CORP$2,321,055
MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC$2,310,496
MARKETAXESS HOLDINGS INC$2,290,459
GATX CORP$2,288,093
FORUM ENERGY TECHNOLOGIES INC$2,255,110
KENNEDY-WILSON HOLDINGS INC$2,252,767
LA-Z-BOY INC$2,249,241
MKS INSTRUMENTS INC$2,212,796
CURTISS-WRIGHT CORP$2,183,671
POLYONE CORP$2,174,023
COMMUNITY HEALTH SYSTEMS INC$2,137,922
HILLTOP HOLDINGS INC$2,121,368
ADVANCED DRAINAGE SYSTEMS INC$2,120,096
STEWART INFORMATION SERVICES CORP$2,062,343
SOLAR CAPITAL LTD$2,027,031
METHANEX CORP$2,005,640
CONVERGYS CORP$1,995,627
BROADSOFT INC$1,994,784
FIRST SOLAR INC$1,994,627
BIO-TECHNE CORP$1,989,008
SURGICAL CARE AFFILIATES INC$1,984,950
LASALLE HOTEL PROPERTIES$1,952,976
CONNECTONE BANCORP INC$1,919,007
VERIFONE SYSTEMS INC$1,883,920
KATE SPADE & CO$1,880,182
LINDBLAD EXPEDITIONS HOLDINGS INC$1,794,241
WEX INC$1,745,870
ARMSTRONG FLOORING INC$1,666,302
PAPA JOHN'S INTERNATIONAL INC$1,600,614
MONOLITHIC POWER SYSTEMS INC$1,383,262
HAEMONETICS CORP$1,171,469
PATTERSON-UTI ENERGY INC$1,148,936
TESARO INC$1,059,472
LIFE STORAGE INC$1,030,500
SUNPOWER CORP$1,019,406
WISDOMTREE INVESTMENTS INC$968,699
HSN INC$922,085
ULTRAGENYX PHARMACEUTICAL INC$846,413
EHEALTH INC$818,834
DESTINATION MATERNITY CORP$456,170
PTC THERAPEUTICS INC$251,226
 
Fixed Income
Holding NameMarket Value
UNITED STATES TREASURY NOTE/BOND 0.625% 06/30/2018$17,079,168
UNITED STATES TREASURY NOTE/BOND 0.875% 05/31/2018$11,601,006
UNITED STATES TREASURY NOTE/BOND 1% 09/15/2018$11,286,604
UNITED STATES TREASURY NOTE/BOND 1% 02/15/2018$10,036,520
UNITED STATES TREASURY NOTE/BOND 0.875% 01/15/2018$6,477,626
UNITED STATES TREASURY NOTE/BOND 0.875% 06/15/2019$6,006,364
UNITED STATES TREASURY NOTE/BOND 1% 03/15/2019$5,594,819
UNITED STATES TREASURY NOTE/BOND 0.75% 02/28/2018$5,185,290
FEDERAL HOME LOAN MORTGAGE CORP 1% 12/15/2017$4,100,724
UNITED STATES TREASURY NOTE/BOND 1.25% 12/15/2018$4,012,420
UNITED STATES TREASURY NOTE/BOND 0.625% 08/31/2017$3,698,265
UNITED STATES TREASURY NOTE/BOND 1% 08/15/2018$3,226,992
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.506% 05/01/2042$2,781,841
SYNCHRONY CREDIT CARD MASTER NOTE TRUST 2015-2 1.6% 04/15/2021$2,678,227
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 02/26/2019$2,502,515
CHASE ISSUANCE TRUST 1.15% 01/15/2019$2,502,303
FEDERAL HOME LOAN MORTGAGE CORP 0.875% 07/19/2019$2,359,288
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 1.34% 04/15/2022$2,303,434
CABELA'S CREDIT CARD MASTER NOTE TRUST 1.63% 02/18/2020$2,213,297
ACTAVIS FUNDING SCS 2.35% 03/12/2018$1,609,161
GENERAL MOTORS FINANCIAL CO INC 2.4% 04/10/2018$1,547,321
FORD MOTOR CREDIT CO LLC 1.684% 09/08/2017$1,502,288
BANK OF MONTREAL 1.35% 08/28/2018$1,499,618
NEWELL BRANDS INC 2.15% 10/15/2018$1,418,679
CITIGROUP INC 1.55% 08/14/2017$1,417,557
PORSCHE INNOVATIVE LEASE OWNER TRUST 2015-1 1.19% 07/23/2018$1,400,024
BECTON DICKINSON AND CO 1.45% 05/15/2017$1,393,431
HYUNDAI CAPITAL AMERICA 4% 06/08/2017$1,325,126
CARMAX AUTO OWNER TRUST 2015-2 1.37% 03/16/2020$1,323,461
AMGEN INC 1.25% 05/22/2017$1,321,629
CARDINAL HEALTH INC 1.95% 06/15/2018$1,313,696
NBCUNIVERSAL ENTERPRISE INC 1.365% 04/15/2018$1,311,076
PRINCIPAL LIFE GLOBAL FUNDING II 1.173% 12/01/2017$1,306,156
FEDERAL HOME LOAN MORTGAGE CORP 1.125% 04/15/2019$1,305,600
HSBC USA INC 1.625% 01/16/2018$1,300,668
MIZUHO BANK LTD 1.28% 03/26/2018$1,299,042
AT&T INC 2.4% 03/15/2017$1,289,998
BB&T CORP 1.416% 02/01/2019$1,252,028
PRUDENTIAL FINANCIAL INC 1.597% 08/15/2018$1,247,876
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 3.48% 06/01/2019$1,245,910
INVITATION HOMES 2014-SFR1 TRUST 1.507% 06/17/2031$1,234,391
SOUTHERN CALIFORNIA EDISON CO 1.845% 02/01/2022$1,231,575
CITIBANK CREDIT CARD ISSUANCE TRUST 1.02% 02/22/2019$1,228,520
WESTPAC BANKING CORP 1.6% 08/19/2019$1,220,148
AETNA INC 1.9% 06/07/2019$1,211,995
MORGAN STANLEY 1.874% 01/27/2020$1,210,296
PFIZER INC 1.45% 06/03/2019$1,199,879
CREDIT AGRICOLE SA/LONDON 1.48% 04/15/2019$1,194,552
NATIONAL AUSTRALIA BANK LTD/NEW YORK 1.375% 07/12/2019$1,193,902
CELGENE CORP 2.125% 08/15/2018$1,174,596
STANLEY BLACK & DECKER INC 2.451% 11/17/2018$1,167,157
HERTZ FLEET LEASE FUNDING LP 1.062% 12/10/2027$1,164,778
MMAF EQUIPMENT FINANCE LLC 2015-A 1.39% 10/16/2019$1,158,480
INVITATION HOMES 2015-SFR3 TRUST 1.807% 08/17/2032$1,071,056
SYNCHRONY FINANCIAL 1.875% 08/15/2017$1,067,558
SVENSKA HANDELSBANKEN AB 1.5% 09/06/2019$1,027,282
HEWLETT PACKARD ENTERPRISE CO 2.45% 10/05/2017$1,013,881
SUNTRUST BANK/ATLANTA GA 1.257% 02/15/2017$1,009,696
RELIANCE STANDARD LIFE GLOBAL FUNDING II 2.15% 10/15/2018$1,009,377
FIFTH THIRD BANK/CINCINNATI OH 1.721% 08/20/2018$1,006,430
INVITATION HOMES 2015-SFR2 TRUST 1.857% 06/17/2032$983,774
BRANCH BANKING & TRUST CO 1.45% 05/10/2019$980,996
ABBVIE INC 1.8% 05/14/2018$980,626
HEWLETT PACKARD ENTERPRISE CO 2.85% 10/05/2018$963,707
VERIZON COMMUNICATIONS INC 1.35% 06/09/2017$947,201
ZIMMER BIOMET HOLDINGS INC 2% 04/01/2018$926,728
DISCOVER BANK/GREENWOOD DE 2.6% 11/13/2018$924,115
CENTERPOINT ENERGY TRANSITION BOND CO IV LLC 0.901% 04/15/2018$923,142
AT&T INC 2.3% 03/11/2019$919,021
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 3.75% 05/11/2017$913,975
MACQUARIE BANK LTD 1.6% 10/27/2017$912,184
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2015-COSMO 1.758% 01/15/2032$910,501
WISCONSIN PUBLIC SERVICE CORP 1.65% 12/04/2018$908,410
ASHLAND INC 3.875% 04/15/2018$902,344
COLONY AMERICAN HOMES 2015-1 1.707% 07/17/2032$889,258
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.124% 01/25/2024$883,368
CVS HEALTH CORP 1.9% 07/20/2018$861,071
BANK OF TOKYO-MITSUBISHI UFJ LTD/THE 1.45% 09/08/2017$845,036
KRAFT HEINZ FOODS CO 2% 07/02/2018$840,631
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.474% 05/25/2024$838,555
CAPITAL AUTO RECEIVABLES ASSET TRUST 2015-2 1.39% 09/20/2018$831,027
WELLS FARGO BANK NA 1.75% 05/24/2019$828,799
VERIZON COMMUNICATIONS INC 2.406% 09/14/2018$822,982
PACCAR FINANCIAL CORP 1.3% 05/10/2019$820,775
BANK OF AMERICA CORP 1.309% 05/02/2017$804,771
ROYAL BANK OF CANADA 1.625% 04/15/2019$777,776
PORSCHE INNOVATIVE LEASE OWNER TRUST 2014-1 1.03% 11/20/2017$765,322
INVITATION HOMES 2014-SFR2 TRUST 1.607% 09/17/2031$753,066
RYDER SYSTEM INC 2.5% 03/01/2017$727,647
LIONS GATE ENTERTAINMENT CORP 5.25% 08/01/2018$723,350
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 1.4% 07/20/2018$679,067
REYNOLDS AMERICAN INC 2.3% 06/12/2018$670,663
SUNTRUST BANK/ATLANTA GA 1.35% 02/15/2017$670,344
IMPERIAL TOBACCO FINANCE PLC 2.05% 02/11/2018$654,082
BANK OF NEW YORK MELLON CORP/THE 1.316% 08/01/2018$652,783
MORGAN STANLEY 6.625% 04/01/2018$652,643
SANTANDER BANK NA 2% 01/12/2018$650,463
GLENCORE FINANCE CANADA LTD 2.7% 10/25/2017$643,494
GOLDMAN SACHS GROUP INC/THE 1.917% 11/15/2018$642,233
BANK OF AMERICA CORP 1.7% 08/25/2017$637,186
JPMORGAN CHASE & CO 1.614% 01/25/2018$631,393
CNH INDUSTRIAL CAPITAL LLC 3.875% 07/16/2018$627,690
TIAA ASSET MANAGEMENT FINANCE CO LLC 2.95% 11/01/2019$616,833
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-4 2.97% 03/15/2021$611,176
FORD MOTOR CREDIT CO LLC 4.25% 02/03/2017$607,166
FANNIE MAE CONNECTICUT AVENUE SECURITIES 2.674% 09/25/2028$604,968
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2016-2 2.3% 11/15/2019$602,637
MORGAN STANLEY 2.45% 02/01/2019$601,755
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 1.7% 07/19/2019$601,709
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 1.774% 10/25/2028$600,973
METROPOLITAN LIFE GLOBAL FUNDING I 1.95% 12/03/2018$597,389
BANK OF AMERICA CORP 1.717% 03/22/2018$595,283
BANK OF AMERICA NA 2.05% 12/07/2018$573,281
GENERAL MOTORS FINANCIAL CO INC 2.4% 05/09/2019$563,183
HILTON USA TRUST 2013-HLF 1.497% 11/05/2030$553,495
AIRCASTLE LTD 6.75% 04/15/2017$551,211
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.724% 07/25/2024$550,437
FIFTH THIRD BANCORP 5.45% 01/15/2017$549,516
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2016-2 2.66% 11/15/2021$547,557
CATERPILLAR FINANCIAL SERVICES CORP 1.25% 08/18/2017$541,353
DOMINION RESOURCES INC/VA 1.25% 03/15/2017$540,479
PNC BANK NA 1.95% 03/04/2019$536,549
BERKSHIRE HATHAWAY ENERGY CO 5.75% 04/01/2018$534,681
ABBVIE INC 1.75% 11/06/2017$522,534
MYLAN NV 2.5% 06/07/2019$517,069
KROGER CO/THE 2.2% 01/15/2017$502,317
BERKSHIRE HATHAWAY FINANCE CORP 1.7% 03/15/2019$486,453
DRIVE AUTO RECEIVABLES TRUST 2016-B 3.19% 07/15/2022$481,811
STANDARD CHARTERED PLC 2.1% 08/19/2019$481,106
ANTHEM INC 2.375% 02/15/2017$467,238
COLONY AMERICAN HOMES 2014-2 1.457% 07/17/2031$467,097
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-2 3.02% 04/15/2021$463,398
CITIZENS BANK NA/PROVIDENCE RI 2.5% 03/14/2019$457,236
INTERNATIONAL LEASE FINANCE CORP 3.875% 04/15/2018$446,963
EXPRESS SCRIPTS HOLDING CO 1.25% 06/02/2017$435,482
HYUNDAI CAPITAL SERVICES INC 1.625% 08/30/2019$429,829
CITIGROUP INC 2.05% 12/07/2018$413,232
MANUFACTURERS & TRADERS TRUST CO 1.4% 07/25/2017$411,061
WESTERN DIGITAL CORP 10.5% 04/01/2024$407,700
LIBERTY PROPERTY LP 6.625% 10/01/2017$404,225
VERIZON COMMUNICATIONS INC 2.183% 09/15/2016$400,166
CIT GROUP INC 5.25% 03/15/2018$391,875
CAPITAL ONE NA/MCLEAN VA 1.65% 02/05/2018$390,746
NCUA GUARANTEED NOTES TRUST 2010-A1 1.015% 12/07/2020$388,022
CSMC TRUST 2013-IVR2 1.55% 04/25/2043$385,242
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-1 3.24% 04/15/2021$379,876
INVITATION HOMES 2013-SFR1 TRUST 1.657% 12/17/2030$379,867
SABINE PASS LNG LP 7.5% 11/30/2016$375,319
BMW US CAPITAL LLC 1.5% 04/11/2019$371,944
KEYBANK NA/CLEVELAND OH 2.35% 03/08/2019$367,087
L-3 COMMUNICATIONS CORP 1.5% 05/28/2017$360,588
CAPITAL ONE NA/MCLEAN VA 1.5% 09/05/2017$360,324
SEAGATE HDD CAYMAN 3.75% 11/15/2018$358,531
HUNTINGTON NATIONAL BANK/THE 2.2% 11/06/2018$353,986
KEYBANK NA/CLEVELAND OH 1.315% 11/25/2016$345,221
WALGREENS BOOTS ALLIANCE INC 1.75% 05/30/2018$342,303
PACCAR FINANCIAL CORP 1.45% 03/09/2018$326,840
GLENCORE FUNDING LLC 2.04% 01/15/2019$326,700
CITIGROUP INC 2.05% 06/07/2019$322,789
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2016-2 1.57% 06/17/2019$319,653
FIFTH THIRD BANK/CINCINNATI OH 2.3% 03/15/2019$315,796
ACTAVIS FUNDING SCS 1.911% 03/12/2020$315,767
FIFTH THIRD BANK/CINCINNATI OH 1.311% 11/18/2016$315,146
CREDIT SUISSE AG/NEW YORK NY 1.414% 04/27/2018$314,982
MISSOURI HIGHER EDUCATION LOAN AUTHORITY 1.354% 01/26/2026$314,479
GENERAL MOTORS FINANCIAL CO INC 3% 09/25/2017$314,261
CISCO SYSTEMS INC 1.6% 02/28/2019$313,789
IMPERIAL TOBACCO FINANCE PLC 2.05% 07/20/2018$313,029
BERKSHIRE HATHAWAY INC 1.15% 08/15/2018$310,331
SANTANDER UK PLC 2.5% 03/14/2019$309,674
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.524% 10/25/2023$305,660
JPMORGAN CHASE & CO 6.3% 04/23/2019$302,143
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2016-2 4.1% 06/15/2021$302,026
NCUA GUARANTEED NOTES TRUST 2010-R1 0.923% 10/07/2020$301,796
TENCENT HOLDINGS LTD 2% 05/02/2017$301,148
VERIZON OWNER TRUST 2016-1 1.42% 01/20/2021$300,520
KOREA EXPRESSWAY CORP 1.625% 04/28/2017$300,260
SANTANDER UK PLC 1.166% 03/13/2017$299,788
CAMERON INTERNATIONAL CORP 1.15% 12/15/2016$299,750
ACTAVIS FUNDING SCS 1.3% 06/15/2017$299,266
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 1.674% 05/25/2028$296,387
COLONY AMERICAN HOMES 2014-1 1.657% 05/17/2031$292,870
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 2.2% 07/21/2021$290,634
WANT WANT CHINA FINANCE LTD 1.875% 05/14/2018$288,993
CAPITAL AUTO RECEIVABLES ASSET TRUST 2016-2 2.42% 06/21/2021$288,550
FORD MOTOR CREDIT CO LLC 3% 06/12/2017$283,445
AMERICAN HOMES 4 RENT 2014-SFR1 1.507% 06/17/2031$282,142
TENET HEALTHCARE CORP 6.25% 11/01/2018$278,850
SEQUOIA MORTGAGE TRUST 2013-4 1.55% 04/25/2043$276,376
EXXON MOBIL CORP 1.708% 03/01/2019$263,179
HUNTINGTON NATIONAL BANK/THE 1.3% 11/20/2016$260,161
DRIVE AUTO RECEIVABLES TRUST 2016-B 1.67% 07/15/2019$259,884
STRYKER CORP 2% 03/08/2019$253,326
CITIZENS BANK NA/PROVIDENCE RI 2.3% 12/03/2018$253,157
CITIGROUP INC 1.85% 11/24/2017$251,214
DISH DBS CORP 4.625% 07/15/2017$251,125
PNC BANK NA 1.15% 11/01/2016$250,058
HUNTINGTON NATIONAL BANK/THE 1.14% 04/24/2017$249,851
COMPASS BANK 1.85% 09/29/2017$249,274
ASTORIA FINANCIAL CORP 5% 06/19/2017$244,587
GOLDMAN SACHS GROUP INC/THE 1.951% 04/30/2018$242,218
AETNA INC 1.7% 06/07/2018$241,668
CALIFORNIA EARTHQUAKE AUTHORITY 1.824% 07/01/2017$241,519
WEA FINANCE LLC / WESTFIELD UK & EUROPE FINANCE PLC 1.75% 09/15/2017$240,428
EBAY INC 2.5% 03/09/2018$233,720
DRIVE AUTO RECEIVABLES TRUST 2016-B 2.56% 06/15/2020$231,285
BAXALTA INC 1.427% 06/22/2018$219,255
KUBOTA CREDIT OWNER TRUST 2015-1 0.94% 12/15/2017$213,906
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2016-2 2.87% 11/08/2021$203,828
TSMC GLOBAL LTD 1.625% 04/03/2018$200,470
MCKESSON CORP 1.292% 03/10/2017$200,317
DUKE ENERGY CORP 1.034% 04/03/2017$200,311
JOHN DEERE CAPITAL CORP 0.955% 10/11/2016$200,067
NABORS INDUSTRIES INC 2.35% 09/15/2016$200,021
NOVELIS CORP 6.25% 08/15/2024$198,550
ALLY FINANCIAL INC 3.25% 09/29/2017$197,194
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 1.974% 11/25/2023$195,195
THERMO FISHER SCIENTIFIC INC 2.15% 12/14/2018$192,461
NEXTERA ENERGY CAPITAL HOLDINGS INC 1.649% 09/01/2018$190,578
TECO FINANCE INC 1.265% 04/10/2018$187,669
APPLE INC 1.7% 02/22/2019$182,555
SEQUOIA MORTGAGE TRUST 2013-1 1.45% 02/25/2043$181,066
HESS CORP 1.3% 06/15/2017$178,695
CHEVRON CORP 1.79% 11/16/2018$172,174
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2014-3 2.65% 08/17/2020$171,732
FORTIVE CORP 1.8% 06/15/2019$171,389
WHIRLPOOL CORP 1.65% 11/01/2017$170,666
GSAMP TRUST 2004-SEA2 1.174% 03/25/2034$169,070
DOMINION RESOURCES INC/VA 2.962% 07/01/2019$164,464
AMPHENOL CORP 1.55% 09/15/2017$160,501
CAMERON INTERNATIONAL CORP 1.4% 06/15/2017$160,208
SBA COMMUNICATIONS CORP 5.625% 10/01/2019$154,594
FIDELITY NATIONAL INFORMATION SERVICES INC 2% 04/15/2018$151,005
AUTODESK INC 1.95% 12/15/2017$150,594
PACCAR FINANCIAL CORP 1.1% 06/06/2017$140,196
AES CORP/VA 3.673% 06/01/2019$139,348
CAPITAL AUTO RECEIVABLES ASSET TRUST 2016-2 2.11% 03/22/2021$139,342
SPRINGLEAF MORTGAGE LOAN TRUST 2013-1 1.27% 06/25/2058$137,098
SYNCHRONY FINANCIAL 1.989% 02/03/2020$136,945
CC HOLDINGS GS V LLC / CROWN CASTLE GS III CORP 2.381% 12/15/2017$131,234
PACCAR FINANCIAL CORP 1.28% 12/06/2018$131,091
APPLE INC 1.3% 02/23/2018$130,689
IAC/INTERACTIVECORP 4.875% 11/30/2018$129,308
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.474% 05/25/2024$128,449
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 5.875% 06/15/2021$126,934
WALGREENS BOOTS ALLIANCE INC 1.75% 11/17/2017$120,746
BAXALTA INC 2% 06/22/2018$120,281
CAPITAL AUTO RECEIVABLES ASSET TRUST 2013-1 1.74% 10/22/2018$120,067
VENTAS REALTY LP 1.25% 04/17/2017$119,875
VERIZON COMMUNICATIONS INC 2.625% 02/21/2020$118,768
SPRINGLEAF MORTGAGE LOAN TRUST 2013-2 1.78% 12/25/2065$118,364
AT&T INC 5.5% 02/01/2018$116,282
KINDER MORGAN INC/DE 3.05% 12/01/2019$113,089
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 2.5% 06/15/2019$110,995
KINDER MORGAN INC/DE 2% 12/01/2017$110,154
WM WRIGLEY JR CO 2% 10/20/2017$100,907
WM WRIGLEY JR CO 1.4% 10/21/2016$100,067
GATX CORP 1.25% 03/04/2017$100,001
GREATAMERICA LEASING RECEIVABLES FUNDING LLC 1.83% 06/17/2019$99,986
CHRYSLER CAPITAL AUTO RECEIVABLES TRUST 2014-A 0.83% 09/17/2018$88,044
FREEPORT-MCMORAN INC 2.15% 03/01/2017$80,100
COCA-COLA CO/THE 0.875% 10/27/2017$75,961
SOUTHERN POWER CO 1.85% 12/01/2017$70,495
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 1.538% 03/25/2025$70,167
JOHNSON CONTROLS INC 1.4% 11/02/2017$70,053
FIDELITY NATIONAL INFORMATION SERVICES INC 1.45% 06/05/2017$69,986
NELNET STUDENT LOAN TRUST 2014-2 0.804% 06/25/2021$57,851
LOCKHEED MARTIN CORP 1.85% 11/23/2018$47,665
TRANSALTA CORP 1.9% 06/03/2017$46,037
SEQUOIA MORTGAGE TRUST 2012-2 3.5% 04/25/2042$23,379
CAPITAL AUTO RECEIVABLES ASSET TRUST 2013-1 1.29% 04/20/2018$12,835
 
Short-Term/Cash
Holding NameMarket Value
FIDELITY INSTITUTIONAL MONEY MARKET$16,796,883
 
Other
Holding NameMarket Value
RUSSELL 2000 MINI EQUITY INDEX SEP16 (RTAU6)$17,273,920
USD$-230,583
USD$-18,436,832
All Holdings As of Jul 31, 2016
Equity
Holding NameMarket Value
CARDTRONICS PLC$3,537,676
MINERALS TECHNOLOGIES INC$3,520,777
INSULET CORP$3,500,071
CLEAN HARBORS INC$3,436,399
ALLSCRIPTS HEALTHCARE SOLUTIONS INC$3,292,643
TELEDYNE TECHNOLOGIES INC$3,041,850
ENTEGRIS INC$3,010,062
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC$2,941,242
CEPHEID INC$2,923,558
SWIFT TRANSPORTATION CO$2,901,938
TENNECO INC$2,896,085
PS BUSINESS PARKS INC$2,852,091
ASSURED GUARANTY LTD$2,843,759
HUBSPOT INC$2,839,772
GREENCORE GROUP PLC$2,787,855
CHEESECAKE FACTORY INC/THE$2,756,174
DSW INC$2,754,480
REXFORD INDUSTRIAL REALTY INC$2,701,206
GLOBUS MEDICAL INC$2,686,527
STERLING BANCORP/DE$2,668,451
PATTERN ENERGY GROUP INC$2,657,427
NU SKIN ENTERPRISES INC$2,642,232
SANDERSON FARMS INC$2,635,583
CINEMARK HOLDINGS INC$2,614,328
SOUTH JERSEY INDUSTRIES INC$2,607,784
BLOOMIN' BRANDS INC$2,603,324
KINDRED HEALTHCARE INC$2,603,288
GREAT WESTERN BANCORP INC$2,598,870
MASONITE INTERNATIONAL CORP$2,589,995
LIFEPOINT HOSPITALS INC$2,573,146
NATIONAL CINEMEDIA INC$2,570,856
LA-Z-BOY INC$2,548,634
SOUTH STATE CORP$2,546,746
CHICO'S FAS INC$2,533,990
WATTS WATER TECHNOLOGIES INC$2,533,376
HERCULES TECHNOLOGY GROWTH CAPITAL INC$2,516,350
SURGICAL CARE AFFILIATES INC$2,502,721
AMERIS BANCORP$2,501,557
MFA FINANCIAL INC$2,483,931
REDWOOD TRUST INC$2,481,268
HORACE MANN EDUCATORS CORP$2,461,302
ADVANCED DRAINAGE SYSTEMS INC$2,448,239
JOHN BEAN TECHNOLOGIES CORP$2,444,588
NEW YORK TIMES CO/THE$2,419,991
CADENCE DESIGN SYSTEMS INC$2,409,570
VONAGE HOLDINGS CORP$2,405,801
AIRCASTLE LTD$2,403,982
ASPEN TECHNOLOGY INC$2,393,595
DREAMWORKS ANIMATION SKG INC$2,390,190
STEWART INFORMATION SERVICES CORP$2,386,615
PAPA JOHN'S INTERNATIONAL INC$2,365,661
CIENA CORP$2,354,613
FCB FINANCIAL HOLDINGS INC$2,344,039
PATTERSON-UTI ENERGY INC$2,335,526
GATX CORP$2,334,011
GRAPHIC PACKAGING HOLDING CO$2,327,666
WELLCARE HEALTH PLANS INC$2,325,036
GENESEE & WYOMING INC$2,285,028
MGIC INVESTMENT CORP$2,267,870
TEXAS CAPITAL BANCSHARES INC$2,264,391
WESTERN ALLIANCE BANCORP$2,219,743
M/A-COM TECHNOLOGY SOLUTIONS HOLDINGS INC$2,215,721
POLYONE CORP$2,211,865
WESTERN REFINING INC$2,211,143
MARKETAXESS HOLDINGS INC$2,196,959
DIAMONDBACK ENERGY INC$2,192,994
INTERSIL CORP$2,186,155
CAVIUM INC$2,174,822
CURTISS-WRIGHT CORP$2,161,567
ARMSTRONG WORLD INDUSTRIES INC$2,150,256
KENNEDY-WILSON HOLDINGS INC$2,149,626
BIO-TECHNE CORP$2,122,490
FORUM ENERGY TECHNOLOGIES INC$2,095,956
MKS INSTRUMENTS INC$2,073,872
TESARO INC$2,070,860
HILLTOP HOLDINGS INC$2,040,786
SOLAR CAPITAL LTD$1,998,412
FIRST SOLAR INC$1,995,103
BROADSOFT INC$1,956,381
METHANEX CORP$1,937,863
ARGO GROUP INTERNATIONAL HOLDINGS LTD$1,892,221
KATE SPADE & CO$1,838,444
KIRBY CORP$1,828,140
CONNECTONE BANCORP INC$1,824,082
VERIFONE SYSTEMS INC$1,817,518
COMMUNITY HEALTH SYSTEMS INC$1,805,423
CONVERGYS CORP$1,782,885
OUTFRONT MEDIA INC$1,735,011
WEX INC$1,646,894
ARMSTRONG FLOORING INC$1,610,543
LINDBLAD EXPEDITIONS HOLDINGS INC$1,605,111
VERINT SYSTEMS INC$1,592,088
LASALLE HOTEL PROPERTIES$1,553,820
SUNPOWER CORP$1,492,263
MONOLITHIC POWER SYSTEMS INC$1,311,142
STRATASYS LTD$1,250,956
HSN INC$1,221,189
SOVRAN SELF STORAGE INC$1,172,137
WISDOMTREE INVESTMENTS INC$917,035
ULTRAGENYX PHARMACEUTICAL INC$812,515
EHEALTH INC$695,718
DESTINATION MATERNITY CORP$423,748
PTC THERAPEUTICS INC$182,682
QUORUM HEALTH CORP$40,838
DICERNA PHARMACEUTICALS INC$27,378
 
Fixed Income
Holding NameMarket Value
UNITED STATES TREASURY NOTE/BOND .625% 06/30/2018$12,119,947
UNITED STATES TREASURY NOTE/BOND .875% 05/31/2018$11,627,239
UNITED STATES TREASURY NOTE/BOND 1% 09/15/2018$11,319,987
UNITED STATES TREASURY NOTE/BOND 1% 02/15/2018$10,053,910
UNITED STATES TREASURY NOTE/BOND .875% 01/15/2018$6,487,097
UNITED STATES TREASURY NOTE/BOND .75% 02/28/2018$5,194,308
UNITED STATES TREASURY NOTE/BOND 1.125% 06/15/2018$5,043,065
UNITED STATES TREASURY NOTE/BOND 1% 03/15/2019$4,975,509
FEDERAL HOME LOAN MORTGAGE CORP 1% 12/15/2017$4,106,327
UNITED STATES TREASURY NOTE/BOND 1.25% 12/15/2018$4,027,255
UNITED STATES TREASURY NOTE/BOND .875% 06/15/2019$3,752,271
UNITED STATES TREASURY NOTE/BOND .625% 08/31/2017$3,700,651
UNITED STATES TREASURY NOTE/BOND 1% 08/15/2018$3,235,910
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.506% 05/01/2042$2,905,413
SYNCHRONY CREDIT CARD MASTER NOTE TRUST 1.6% 04/15/2021$2,676,518
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 02/26/2019$2,510,285
CHASE ISSUANCE TRUST 1.15% 01/15/2019$2,503,248
FEDERAL HOME LOAN MORTGAGE CORP .875% 07/19/2019$2,368,334
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 1.34% 04/15/2022$2,301,182
CABELA'S CREDIT CARD MASTER NOTE TRUST 1.63% 02/18/2020$2,215,887
ACTAVIS FUNDING SCS 2.35% 03/12/2018$1,613,704
GENERAL MOTORS FINANCIAL CO INC 2.4% 04/10/2018$1,548,838
FORD MOTOR CREDIT CO LLC 1.684% 09/08/2017$1,503,171
NEWELL BRANDS INC 2.15% 10/15/2018$1,423,355
CITIGROUP INC 1.55% 08/14/2017$1,418,716
PORSCHE INNOVATIVE LEASE OWNER TRUST 201 1.19% 07/23/2018$1,399,973
BECTON DICKINSON AND CO 1.45% 05/15/2017$1,394,833
SOUTHERN CALIFORNIA EDISON CO 1.845% 02/01/2022$1,340,095
HYUNDAI CAPITAL AMERICA 4% 06/08/2017$1,328,244
CARMAX AUTO OWNER TRUST 2015-2 1.37% 03/16/2020$1,324,369
AMGEN INC 1.25% 05/22/2017$1,322,034
CARDINAL HEALTH INC 1.95% 06/15/2018$1,315,263
FEDERAL HOME LOAN MORTGAGE CORP 1.125% 04/15/2019$1,309,676
NBCUNIVERSAL ENTERPRISE INC 1.365% 04/15/2018$1,308,052
HERTZ FLEET LEASE FUNDING LP 1.024% 12/10/2027$1,305,064
PRINCIPAL LIFE GLOBAL FUNDING II 1.173% 12/01/2017$1,303,652
HSBC USA INC 1.625% 01/16/2018$1,300,001
MIZUHO BANK LTD 1.28% 03/26/2018$1,297,330
AT&T INC 2.4% 03/15/2017$1,290,852
BB&T CORP 1.297% 02/01/2019$1,249,978
PRUDENTIAL FINANCIAL INC 1.406% 08/15/2018$1,247,780
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINAN 3.48% 06/01/2019$1,245,472
CITIBANK CREDIT CARD ISSUANCE TRUST 1.02% 02/22/2019$1,228,896
INVITATION HOMES 2014-SFR1 TRUST 1.482% 06/17/2031$1,228,675
AETNA INC 1.9% 06/07/2019$1,216,559
MORGAN STANLEY 1.874% 01/27/2020$1,205,222
PFIZER INC 1.45% 06/03/2019$1,202,518
NATIONAL AUSTRALIA BANK LTD/NEW YORK 1.375% 07/12/2019$1,198,678
CREDIT AGRICOLE SA/LONDON 1.48% 04/15/2019$1,193,201
CELGENE CORP 2.125% 08/15/2018$1,177,427
STANLEY BLACK & DECKER INC 2.451% 11/17/2018$1,167,526
MMAF EQUIPMENT FINANCE LLC 2015-A 1.39% 10/16/2019$1,160,476
INVITATION HOMES 2015-SFR3 TRUST 1.832% 08/17/2032$1,067,442
SYNCHRONY FINANCIAL 1.875% 08/15/2017$1,066,805
HEWLETT PACKARD ENTERPRISE CO 2.45% 10/05/2017$1,017,488
SUNTRUST BANK/ATLANTA GA 1.066% 02/15/2017$1,009,636
RELIANCE STANDARD LIFE GLOBAL FUNDING II 2.15% 10/15/2018$1,009,342
FIFTH THIRD BANK/CINCINNATI OH 1.546% 08/20/2018$1,001,870
BRANCH BANKING & TRUST CO 1.45% 05/10/2019$984,048
ABBVIE INC 1.8% 05/14/2018$983,309
INVITATION HOMES 2015-SFR2 TRUST 1.832% 06/17/2032$980,563
HEWLETT PACKARD ENTERPRISE CO 2.85% 10/05/2018$967,728
VERIZON COMMUNICATIONS INC 1.35% 06/09/2017$947,686
PORSCHE INNOVATIVE LEASE OWNER TRUST 201 1.03% 11/20/2017$940,243
ZIMMER BIOMET HOLDINGS INC 2% 04/01/2018$925,871
DISCOVER BANK/GREENWOOD DE 2.6% 11/13/2018$925,436
CENTERPOINT ENERGY TRANSITION BOND CO IV .901% 04/15/2018$922,917
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.088% 01/25/2024$922,388
AT&T INC 2.3% 03/11/2019$920,341
PENSKE TRUCK LEASING CO LP / PTL FINANCE 3.75% 05/11/2017$915,302
WISCONSIN PUBLIC SERVICE CORP 1.65% 12/04/2018$912,488
MACQUARIE BANK LTD 1.6% 10/27/2017$912,213
JP MORGAN CHASE COMMERCIAL MORTGAGE SECU 1.731% 01/15/2032$910,524
ASHLAND INC 3.875% 04/15/2018$900,156
COLONY AMERICAN HOMES 2015-1 1.682% 07/17/2032$884,615
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.438% 05/25/2024$877,710
CVS HEALTH CORP 1.9% 07/20/2018$862,801
BANK OF TOKYO-MITSUBISHI UFJ LTD/THE 1.45% 09/08/2017$845,902
KRAFT HEINZ FOODS CO 2% 07/02/2018$842,201
WELLS FARGO BANK NA 1.75% 05/24/2019$831,686
CAPITAL AUTO RECEIVABLES ASSET TRUST 201 1.39% 09/20/2018$830,349
PACCAR FINANCIAL CORP 1.3% 05/10/2019$823,546
VERIZON COMMUNICATIONS INC 2.406% 09/14/2018$823,215
BANK OF AMERICA CORP 1.187% 05/02/2017$803,316
ROYAL BANK OF CANADA 1.625% 04/15/2019$781,269
INVITATION HOMES 2014-SFR2 TRUST 1.582% 09/17/2031$749,579
RYDER SYSTEM INC 2.5% 03/01/2017$731,478
LIONS GATE ENTERTAINMENT CORP 5.25% 08/01/2018$722,500
SANTANDER UK PLC 2.5% 03/14/2019$701,462
TEVA PHARMACEUTICAL FINANCE NETHERLANDS 1.4% 07/20/2018$682,566
REYNOLDS AMERICAN INC 2.3% 06/12/2018$672,001
SUNTRUST BANK/ATLANTA GA 1.35% 02/15/2017$670,664
MORGAN STANLEY 6.625% 04/01/2018$655,694
IMPERIAL BRANDS FINANCE PLC 2.05% 02/11/2018$654,992
SANTANDER BANK NA 2% 01/12/2018$651,307
BANK OF NEW YORK MELLON CORP/THE 1.197% 08/01/2018$650,621
GLENCORE FINANCE CANADA LTD 2.7% 10/25/2017$643,073
GOLDMAN SACHS GROUP INC/THE 1.726% 11/15/2018$639,723
BANK OF AMERICA CORP 1.7% 08/25/2017$637,457
JPMORGAN CHASE & CO 1.614% 01/25/2018$631,499
CNH INDUSTRIAL CAPITAL LLC 3.875% 07/16/2018$619,150
TIAA ASSET MANAGEMENT FINANCE CO LLC 2.95% 11/01/2019$616,149
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2 2.97% 03/15/2021$613,506
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.638% 09/25/2028$609,226
FORD MOTOR CREDIT CO LLC 4.25% 02/03/2017$608,878
FREDDIE MAC STRUCTURED AGENCY CREDIT RIS 1.738% 10/25/2028$607,600
GEORGIA POWER CO 1.026% 08/15/2016$605,117
TEVA PHARMACEUTICAL FINANCE NETHERLANDS 1.7% 07/19/2019$604,018
MORGAN STANLEY 2.45% 02/01/2019$603,567
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 20 2.3% 11/15/2019$601,969
METROPOLITAN LIFE GLOBAL FUNDING I 1.95% 12/03/2018$598,818
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.688% 07/25/2024$596,349
BANK OF AMERICA CORP 1.717% 03/22/2018$594,435
BANK OF AMERICA NA 2.05% 12/07/2018$573,920
GENERAL MOTORS FINANCIAL CO INC 2.4% 05/09/2019$563,308
HILTON USA TRUST 2013-HLF 1.468% 11/05/2030$554,214
AIRCASTLE LTD 6.75% 04/15/2017$552,672
FIFTH THIRD BANCORP 5.45% 01/15/2017$550,988
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2 2.66% 11/15/2021$545,718
CATERPILLAR FINANCIAL SERVICES CORP 1.25% 08/18/2017$541,612
DOMINION RESOURCES INC/VA 1.25% 03/15/2017$540,356
PNC BANK NA 1.95% 03/04/2019$538,752
BERKSHIRE HATHAWAY ENERGY CO 5.75% 04/01/2018$536,549
ABBVIE INC 1.75% 11/06/2017$522,980
MYLAN NV 2.5% 06/07/2019$519,658
KROGER CO/THE 2.2% 01/15/2017$502,884
BERKSHIRE HATHAWAY FINANCE CORP 1.7% 03/15/2019$488,013
DRIVE AUTO RECEIVABLES TRUST 2016-B 3.19% 07/15/2022$483,429
ANTHEM INC 2.375% 02/15/2017$468,018
COLONY AMERICAN HOMES 2014-2 1.401% 07/17/2031$464,145
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2 3.02% 04/15/2021$462,618
CITIZENS BANK NA/PROVIDENCE RI 2.5% 03/14/2019$457,854
TALEN ENERGY SUPPLY LLC 4.625% 07/15/2019$452,438
INTERNATIONAL LEASE FINANCE CORP 3.875% 04/15/2018$449,138
EXPRESS SCRIPTS HOLDING CO 1.25% 06/02/2017$435,597
CITIGROUP INC 2.05% 12/07/2018$414,519
MANUFACTURERS & TRADERS TRUST CO 1.4% 07/25/2017$411,092
LIBERTY PROPERTY LP 6.625% 10/01/2017$406,546
WESTERN DIGITAL CORP 10.5% 04/01/2024$406,350
ALLY FINANCIAL INC 3.25% 09/29/2017$405,000
VERIZON COMMUNICATIONS INC 2.183% 09/15/2016$400,778
CAPITAL ONE NA/MCLEAN VA 1.65% 02/05/2018$391,075
CIT GROUP INC 5.25% 03/15/2018$390,938
NCUA GUARANTEED NOTES TRUST 2010-A1 .795% 12/07/2020$389,991
CSMC TRUST 2013-IVR2 1.55% 04/25/2043$388,018
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2 3.24% 04/15/2021$381,394
INVITATION HOMES 2013-SFR1 TRUST 1.632% 12/17/2030$379,054
SABINE PASS LNG LP 7.5% 11/30/2016$376,244
BMW US CAPITAL LLC 1.5% 04/11/2019$372,621
REGIONS FINANCIAL CORP 2% 05/15/2018$371,254
ALLY FINANCIAL INC 3.5% 01/27/2019$369,563
KEYBANK NA/CLEVELAND OH 2.35% 03/08/2019$367,614
L-3 COMMUNICATIONS CORP 1.5% 05/28/2017$360,697
CAPITAL ONE NA/MCLEAN VA 1.5% 09/05/2017$360,641
SEAGATE HDD CAYMAN 3.75% 11/15/2018$356,773
HUNTINGTON NATIONAL BANK/THE 2.2% 11/06/2018$354,858
KEYBANK NA/CLEVELAND OH 1.152% 11/25/2016$345,264
WALGREENS BOOTS ALLIANCE INC 1.75% 05/30/2018$343,064
FREDDIE MAC STRUCTURED AGENCY CREDIT RIS 1.638% 05/25/2028$341,181
PACCAR FINANCIAL CORP 1.45% 03/09/2018$327,388
CITIGROUP INC 2.05% 06/07/2019$323,591
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.488% 10/25/2023$323,222
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 20 1.57% 06/17/2019$319,967
MISSOURI HIGHER EDUCATION LOAN AUTHORITY 1.318% 01/26/2026$318,568
GLENCORE FUNDING LLC 2.04% 01/15/2019$318,450
FIFTH THIRD BANK/CINCINNATI OH 2.3% 03/15/2019$316,999
FIFTH THIRD BANK/CINCINNATI OH 1.136% 11/18/2016$315,242
GENERAL MOTORS FINANCIAL CO INC 3% 09/25/2017$314,754
CISCO SYSTEMS INC 1.6% 02/28/2019$314,683
CREDIT SUISSE AG/NEW YORK NY 1.414% 04/27/2018$314,587
IMPERIAL BRANDS FINANCE PLC 2.05% 07/20/2018$313,115
ACTAVIS FUNDING SCS 1.911% 03/12/2020$311,051
NCUA GUARANTEED NOTES TRUST 2010-R1 .915% 10/07/2020$307,867
JPMORGAN CHASE & CO 6.3% 04/23/2019$304,080
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 20 4.1% 06/15/2021$303,242
TENCENT HOLDINGS LTD 2% 05/02/2017$301,327
KOREA EXPRESSWAY CORP 1.625% 04/28/2017$300,535
CAMERON INTERNATIONAL CORP 1.15% 12/15/2016$300,456
VERIZON OWNER TRUST 2016-1 1.42% 01/20/2021$300,450
SANTANDER UK PLC 1.166% 03/13/2017$299,810
ACTAVIS FUNDING SCS 1.3% 06/15/2017$299,550
COLONY AMERICAN HOMES 2014-1 1.632% 05/17/2031$292,360
TEVA PHARMACEUTICAL FINANCE NETHERLANDS 2.2% 07/21/2021$291,802
CAPITAL AUTO RECEIVABLES ASSET TRUST 201 2.42% 06/21/2021$289,956
WANT WANT CHINA FINANCE LTD 1.875% 05/14/2018$289,330
AMERICAN HOMES 4 RENT 2014-SFR1 1.482% 06/17/2031$287,875
FORD MOTOR CREDIT CO LLC 3% 06/12/2017$283,727
SEQUOIA MORTGAGE TRUST 2013-4 1.55% 04/25/2043$283,296
TENET HEALTHCARE CORP 6.25% 11/01/2018$277,225
EXXON MOBIL CORP 1.708% 03/01/2019$264,213
HUNTINGTON NATIONAL BANK/THE 1.3% 11/20/2016$260,199
DRIVE AUTO RECEIVABLES TRUST 2016-B 1.67% 07/15/2019$260,173
STRYKER CORP 2% 03/08/2019$254,434
CITIZENS BANK NA/PROVIDENCE RI 2.3% 12/03/2018$253,370
KUBOTA CREDIT OWNER TRUST 2015-1 .94% 12/15/2017$251,835
CITIGROUP INC 1.85% 11/24/2017$251,324
DISH DBS CORP 4.625% 07/15/2017$251,125
MURPHY OIL CORP 3.5% 12/01/2017$250,903
PNC BANK NA 1.15% 11/01/2016$250,114
HUNTINGTON NATIONAL BANK/THE 1.14% 04/24/2017$249,819
COMPASS BANK 1.85% 09/29/2017$249,325
ASTORIA FINANCIAL CORP 5% 06/19/2017$245,342
AETNA INC 1.7% 06/07/2018$242,161
GOLDMAN SACHS GROUP INC/THE 1.951% 04/30/2018$242,054
CALIFORNIA EARTHQUAKE AUTHORITY 1.824% 07/01/2017$241,886
WEA FINANCE LLC / WESTFIELD UK & EUROPE 1.75% 09/15/2017$240,725
EBAY INC 2.5% 03/09/2018$234,346
DRIVE AUTO RECEIVABLES TRUST 2016-B 2.56% 06/15/2020$231,832
BAXALTA INC 1.427% 06/22/2018$217,828
FREDDIE MAC STRUCTURED AGENCY CREDIT RIS 1.938% 11/25/2023$207,939
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2.87% 11/08/2021$204,880
MCKESSON CORP 1.292% 03/10/2017$200,368
TSMC GLOBAL LTD 1.625% 04/03/2018$200,302
JOHN DEERE CAPITAL CORP .955% 10/11/2016$200,095
DUKE ENERGY CORP 1.034% 04/03/2017$200,019
NABORS INDUSTRIES INC 2.35% 09/15/2016$199,783
THERMO FISHER SCIENTIFIC INC 2.15% 12/14/2018$193,027
TECO FINANCE INC 1.265% 04/10/2018$187,532
APPLE INC 1.7% 02/22/2019$183,228
SEQUOIA MORTGAGE TRUST 2013-1 1.45% 02/25/2043$181,982
HESS CORP 1.3% 06/15/2017$179,403
GSAMP TRUST 2004-SEA2 1.138% 03/25/2034$176,128
CHEVRON CORP 1.79% 11/16/2018$172,630
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2 2.65% 08/17/2020$171,909
FORTIVE CORP 1.8% 06/15/2019$171,445
WHIRLPOOL CORP 1.65% 11/01/2017$170,824
DOMINION RESOURCES INC/VA 2.962% 07/01/2019$164,415
AMPHENOL CORP 1.55% 09/15/2017$160,372
CAMERON INTERNATIONAL CORP 1.4% 06/15/2017$159,876
SBA COMMUNICATIONS CORP 5.625% 10/01/2019$155,250
FIDELITY NATIONAL INFORMATION SERVICES I 2% 04/15/2018$150,782
AUTODESK INC 1.95% 12/15/2017$150,522
SPRINGLEAF MORTGAGE LOAN TRUST 2013-1 1.27% 06/25/2058$149,914
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.438% 05/25/2024$140,821
PACCAR FINANCIAL CORP 1.1% 06/06/2017$140,289
CAPITAL AUTO RECEIVABLES ASSET TRUST 201 2.11% 03/22/2021$139,993
AES TIETE ENERGIA SA 3.673% 06/01/2019$139,000
SYNCHRONY FINANCIAL 1.867% 02/03/2020$136,885
CHRYSLER CAPITAL AUTO RECEIVABLES TRUST .83% 09/17/2018$135,360
CC HOLDINGS GS V LLC / CROWN CASTLE GS I 2.381% 12/15/2017$131,430
APPLE INC 1.3% 02/23/2018$130,894
PACCAR FINANCIAL CORP 1.28% 12/06/2018$130,681
IAC/INTERACTIVECORP 4.875% 11/30/2018$129,308
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINAN 5.875% 06/15/2021$125,508
SPRINGLEAF MORTGAGE LOAN TRUST 2013-2 1.78% 12/25/2065$123,490
WALGREENS BOOTS ALLIANCE INC 1.75% 11/17/2017$120,967
CAPITAL AUTO RECEIVABLES ASSET TRUST / A 1.74% 10/22/2018$120,203
VENTAS REALTY LP 1.25% 04/17/2017$120,110
BAXALTA INC 2% 06/22/2018$119,946
VERIZON COMMUNICATIONS INC 2.625% 02/21/2020$119,425
AT&T INC 5.5% 02/01/2018$116,863
KINDER MORGAN INC/DE 3.05% 12/01/2019$112,869
PENSKE TRUCK LEASING CO LP / PTL FINANCE 2.5% 06/15/2019$111,322
KINDER MORGAN INC/DE 2% 12/01/2017$110,476
WM WRIGLEY JR CO 2% 10/20/2017$100,866
WM WRIGLEY JR CO 1.4% 10/21/2016$100,128
GATX CORP 1.25% 03/04/2017$100,087
GREATAMERICA LEASING RECEIVABLES FUNDING 1.83% 06/17/2019$100,031
FREDDIE MAC STRUCTURED AGENCY CREDIT RIS 1.538% 03/25/2025$92,696
FREEPORT-MCMORAN INC 2.15% 03/01/2017$80,000
COCA-COLA CO/THE .875% 10/27/2017$76,092
SOUTHERN POWER CO 1.85% 12/01/2017$70,577
JOHNSON CONTROLS INC 1.4% 11/02/2017$70,116
FIDELITY NATIONAL INFORMATION SERVICES I 1.45% 06/05/2017$69,991
NELNET STUDENT LOAN TRUST 2014-2 .768% 06/25/2021$65,054
CAPITAL AUTO RECEIVABLES ASSET TRUST / A 1.29% 04/20/2018$49,820
LOCKHEED MARTIN CORP 1.85% 11/23/2018$47,775
TRANSALTA CORP 1.9% 06/03/2017$45,157
SEQUOIA MORTGAGE TRUST 2012-2 3.5% 04/25/2042$27,806
 
Short-Term/Cash
Holding NameMarket Value
FIDELITY INSTITUTIONAL MONEY MARKET$13,896,511
 
Other
Holding NameMarket Value
RUSSELL 2000 MINI EQUITY INDEX SEP16 (RTAU6)$12,977,112
USD$473,589
USD$-12,760,435
 

Statistics

Portfolio Statistics As of Sep 30, 2016
Statistic3-Year5-Year
Beta0.990.98
Alpha-0.81-0.74
Standard Deviation14.9615.90
 
 

Footnotes

1.

Please read the fund's prospectus carefully for a complete summary of all fees, expenses, financial highlights, investment objectives and strategies, risks and performance information. The prospectus contains this and other information about the investment company. Investing involves risk, including possible loss of the amount invested. Investors should carefully consider the information contained in the prospectus before investing. You can obtain a prospectus, statement of additional information and other information about the Vantagepoint Funds online at www.icmarc.org/vpprospectus, by calling 800-669-7400 or emailing investorservices@icmarc.org. The Vantagepoint Funds are distributed by ICMA-RC Services LLC, a wholly owned broker-dealer subsidiary of ICMA-RC and member FINRA/SIPC.

The source for this information is Morningstar, Inc. Copyright © 2016 Morningstar, Inc.® All Rights Reserved. The information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information. Morningstar, Inc. is a global investment research firm that is not affiliated with ICMA-RC. ICMA-RC does not independently verify Morningstar data.

Morningstar places funds in certain categories based on the fund's historical portfolio holdings. Placement of a fund in a particular Morningstar category does not mean that the fund will remain in that category or that it will invest primarily in securities consistent with its Morningstar category. A fund's investment strategy and portfolio holdings are governed by its prospectus, guidelines or other governing documents, not its Morningstar category.