Fund Facts  

Inception Date: Oct 30, 2007
Ticker Symbol: VPDSX
Registration Date: Oct 30, 2007
Morningstar Category:Small Blend
As of Mar 31, 2016
Fund Net Assets ($millions) $482

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 Mar 31, 2016
Fund/Benchmark Name QtrYTD1-Yr3-Yr5-Yr10-YrSince Inception
Vantagepoint Discovery   -1.33%-1.33%-12.80%6.06%6.52%N/A4.68%
Russell 2000 Indexa,b-1.52%-1.52%-9.76%6.84%7.20%5.26%N/A
Morningstar Small Blenda,c0.56%0.56%-8.14%6.41%6.74%5.15%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. Returns and/or expenses provided by Morningstar, Inc. Copyright © 2016. 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. ICMA-RC does not independently verify Morningstar data.

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 Morningstar Category Average is the equal-weighted average return of all funds per category, as identified by Morningstar, Inc.

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 Rating   As of Mar 31, 2016
Period Stars Category Size
Overall 3 Stars643
3-Year 2 Stars643
5-Year 3 Stars562
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 Mar 31, 2016
Equity Stylebox
Small Growth
 

Characteristics

Top Ten Holdings As of Mar 31, 2016
Holding NamePercent
RUSSELL 2000 MINI EQUITY INDEX JUN16 (RTAM6)49.4%
FIDELITY INSTITUTIONAL MONEY MARKET3.7%
UNITED STATES TREASURY NOTE/BOND 1% 09/15/20182.4%
UNITED STATES TREASURY NOTE/BOND .75% 02/28/20182.3%
UNITED STATES TREASURY NOTE/BOND 1% 02/15/20182.1%
UNITED STATES TREASURY NOTE/BOND .875% 04/30/20171.4%
UNITED STATES TREASURY NOTE/BOND .875% 01/15/20181.4%
UNITED STATES TREASURY NOTE/BOND 1.125% 06/15/20181.3%
UNITED STATES TREASURY NOTE/BOND 1% 12/31/20171.2%
UNITED STATES TREASURY NOTE/BOND .625% 05/31/20171.0%
All Holdings As of Mar 31, 2016
Equity
Holding NameMarket Value
CLEAN HARBORS INC$3,605,767
INSULET CORP$3,586,917
GREENCORE GROUP PLC$3,515,476
JOHN BEAN TECHNOLOGIES CORP$3,494,035
DREAMWORKS ANIMATION SKG INC$3,449,587
WELLCARE HEALTH PLANS INC$3,415,983
ALLSCRIPTS HEALTHCARE SOLUTIONS INC$3,369,078
MINERALS TECHNOLOGIES INC$3,354,150
CARDTRONICS INC$3,165,321
FIRST SOLAR INC$3,135,241
CONVERGYS CORP$3,128,846
CHEESECAKE FACTORY INC/THE$3,093,023
DSW INC$3,074,950
SURGICAL CARE AFFILIATES INC$3,050,315
GLOBUS MEDICAL INC$3,040,713
ASSURED GUARANTY LTD$2,937,330
SANDERSON FARMS INC$2,915,519
TENNECO INC$2,886,105
KINDRED HEALTHCARE INC$2,868,164
VONAGE HOLDINGS CORP$2,834,543
PS BUSINESS PARKS INC$2,828,351
WATTS WATER TECHNOLOGIES INC$2,825,964
SWIFT TRANSPORTATION CO$2,820,582
TELEDYNE TECHNOLOGIES INC$2,793,157
ENTEGRIS INC$2,788,695
LIFEPOINT HOSPITALS INC$2,759,613
STERLING BANCORP/DE$2,752,704
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC$2,749,037
NATIONAL CINEMEDIA INC$2,745,101
CINEMARK HOLDINGS INC$2,724,513
GATX CORP$2,710,350
TIVO INC$2,683,151
BLOOMIN' BRANDS INC$2,671,533
MASONITE INTERNATIONAL CORP$2,656,680
AIRCASTLE LTD$2,631,659
CADENCE DESIGN SYSTEMS INC$2,584,132
ARMSTRONG WORLD INDUSTRIES INC$2,570,382
CHICO'S FAS INC$2,553,015
HSN INC$2,527,619
HORACE MANN EDUCATORS CORP$2,495,588
NEW YORK TIMES CO/THE$2,488,885
REDWOOD TRUST INC$2,487,685
MFA FINANCIAL INC$2,474,700
SOVRAN SELF STORAGE INC$2,446,283
ROGERS CORP$2,438,505
STEWART INFORMATION SERVICES CORP$2,437,254
GENESEE & WYOMING INC$2,420,220
LA-Z-BOY INC$2,416,119
FORUM ENERGY TECHNOLOGIES INC$2,403,720
WESTERN REFINING INC$2,402,834
SUNPOWER CORP$2,399,763
KENNEDY-WILSON HOLDINGS INC$2,395,860
WESTERN ALLIANCE BANCORP$2,381,630
TUMI HOLDINGS INC$2,373,570
GRAPHIC PACKAGING HOLDING CO$2,349,237
GREAT WESTERN BANCORP INC$2,336,766
FCB FINANCIAL HOLDINGS INC$2,299,596
PATTERN ENERGY GROUP INC$2,274,384
PATTERSON-UTI ENERGY INC$2,274,037
KATE SPADE & CO$2,270,259
VERIFONE SYSTEMS INC$2,262,024
AMERIS BANCORP$2,235,627
METHANEX CORP$2,169,706
HERCULES TECHNOLOGY GROWTH CAPITAL INC$2,157,116
SOUTH STATE CORP$2,106,102
CEPHEID INC$2,101,013
M/A-COM TECHNOLOGY SOLUTIONS HOLDINGS INC$2,087,469
MGIC INVESTMENT CORP$2,085,243
MARKETAXESS HOLDINGS INC$2,074,675
HUBSPOT INC$2,064,098
CURTISS-WRIGHT CORP$2,030,226
KAPSTONE PAPER AND PACKAGING CORP$2,023,347
DIAMONDBACK ENERGY INC$2,022,888
WEX INC$2,000,640
DEMANDWARE INC$1,991,754
POLYONE CORP$1,963,225
CIENA CORP$1,963,054
TEXAS CAPITAL BANCSHARES INC$1,873,328
ADVANCED DRAINAGE SYSTEMS INC$1,855,443
RUCKUS WIRELESS INC$1,815,468
HILLTOP HOLDINGS INC$1,808,138
CONNECTONE BANCORP INC$1,802,588
ASSOCIATED BANC-CORP$1,779,648
SOLAR CAPITAL LTD$1,742,982
CAVIUM INC$1,653,155
LINDBLAD EXPEDITIONS HOLDINGS INC$1,640,498
BIO-TECHNE CORP$1,616,292
STRATASYS LTD$1,582,675
PAPA JOHN'S INTERNATIONAL INC$1,566,633
VERINT SYSTEMS INC$1,539,819
LASALLE HOTEL PROPERTIES$1,458,868
HAVERTY FURNITURE COS INC$1,431,686
IMPERVA INC$1,340,775
TESARO INC$1,241,646
MONOLITHIC POWER SYSTEMS INC$1,172,885
ACADIA HEALTHCARE CO INC$1,102,751
WISDOMTREE INVESTMENTS INC$1,025,923
EHEALTH INC$986,420
DESTINATION MATERNITY CORP$865,260
ATRICURE INC$818,780
ULTRAGENYX PHARMACEUTICAL INC$812,900
REXFORD INDUSTRIAL REALTY INC$699,033
ARGO GROUP INTERNATIONAL HOLDINGS LTD$697,862
ON SEMICONDUCTOR CORP$479,021
DICERNA PHARMACEUTICALS INC$411,294
PTC THERAPEUTICS INC$197,064
 
Fixed Income
Holding NameMarket Value
UNITED STATES TREASURY NOTE/BOND 1% 09/15/2018$11,299,118
UNITED STATES TREASURY NOTE/BOND .75% 02/28/2018$10,975,996
UNITED STATES TREASURY NOTE/BOND 1% 02/15/2018$10,048,630
UNITED STATES TREASURY NOTE/BOND .875% 04/30/2017$6,516,120
UNITED STATES TREASURY NOTE/BOND .875% 01/15/2018$6,482,300
UNITED STATES TREASURY NOTE/BOND 1.125% 06/15/2018$6,046,056
UNITED STATES TREASURY NOTE/BOND 1% 12/31/2017$5,692,441
UNITED STATES TREASURY NOTE/BOND .625% 05/31/2017$4,997,950
UNITED STATES TREASURY NOTE/BOND 1 03/15/2019$4,959,488
UNITED STATES TREASURY NOTE/BOND .625% 08/31/2017$4,695,042
UNITED STATES TREASURY NOTE/BOND 0.875% 11/30/2017$4,270,982
FEDERAL HOME LOAN MORTGAGE CORP 1% 12/15/2017$4,107,063
UNITED STATES TREASURY NOTE/BOND 1.25% 12/15/2018$4,021,430
FANNIE MAE POOL 2.509% 05/01/2042$3,190,273
UNITED STATES TREASURY NOTE/BOND 1% 08/15/2018$2,753,166
SYNCHRONY CREDIT CARD MASTER NOTE TRUST 1.6% 04/15/2021$2,670,124
FEDERAL HOME LOAN MORTGAGE CORP 1.125 03/16/2018$2,512,131
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 02/26/2019$2,506,603
CHASE ISSUANCE TRUST 1.15% 01/15/2019$2,504,687
CABELA'S CREDIT CARD MASTER NOTE TRUST 1.63% 02/18/2020$2,214,998
HERTZ FLEET LEASE FUNDING LP .741% 12/10/2027$1,928,556
PORSCHE INNOVATIVE LEASE OWNER TRUST 2014-1 1.03% 11/20/2017$1,751,667
ACTAVIS FUNDING SCS 2.35% 03/12/2018$1,609,541
GENERAL MOTORS FINANCIAL CO INC 2.4% 04/10/2018$1,535,404
GE CAPITAL INTERNATIONAL FUNDING CO 0.964% 04/15/2016$1,515,089
FORD MOTOR CREDIT CO LLC 1.684% 09/08/2017$1,494,329
CITIGROUP INC 1.55% 08/14/2017$1,415,201
NEWELL RUBBERMAID INC 2.15% 10/15/2018$1,400,871
PORSCHE INNOVATIVE LEASE OWNER TRUST 201 1.19% 07/23/2018$1,399,965
BECTON DICKINSON AND CO 1.45% 05/15/2017$1,392,608
CENTERPOINT ENERGY TRANSITION BOND CO IV .901% 04/15/2018$1,391,085
HYUNDAI CAPITAL AMERICA 4% 06/08/2017$1,332,813
SOUTHERN CALIFORNIA EDISON CO 1.845% 02/01/2022$1,325,293
AMGEN INC 1.25% 05/22/2017$1,322,966
CARMAX AUTO OWNER TRUST 2015-2 1.37% 03/16/2020$1,321,200
CARDINAL HEALTH INC 1.95% 06/15/2018$1,306,772
FEDERAL HOME LOAN MORTGAGE CORP 1.125 04/15/2019$1,305,688
NSTAR ELECTRIC CO .56% 05/17/2016$1,300,026
PRINCIPAL LIFE GLOBAL FUNDING II 0.938363% 12/01/2017$1,299,485
NBCUNIVERSAL ENTERPRISE INC .974% 04/15/2018$1,298,493
HSBC USA INC 1.625% 01/16/2018$1,298,084
AT&T INC 2.4 03/15/2017$1,295,241
MIZUHO BANK LTD 1.2431% 03/26/2018$1,293,954
PRUDENTIAL FINANCIAL INC 1.1% 08/15/2018$1,247,418
INVITATION HOMES 2014-SFR1 TRUST 1.198% 06/17/2031$1,238,011
BB&T CORP .96% 02/01/2019$1,231,446
CITIBANK CREDIT CARD ISSUANCE TRUST 1.02% 02/22/2019$1,228,563
MORGAN STANLEY 1.435% 01/27/2020$1,192,835
CREDIT AGRICOLE SA/LONDON 1.089% 04/15/2019$1,177,908
UNITED STATES TREASURY NOTE/BOND .5% 01/31/2017$1,174,266
CELGENE CORP 2.125% 08/15/2018$1,173,811
STANLEY BLACK & DECKER INC 2.451% 11/17/2018$1,158,328
MMAF EQUIPMENT FINANCE LLC 2015-A 1.39% 10/16/2019$1,155,504
SYNCHRONY FINANCIAL 1.875% 08/15/2017$1,062,061
INVITATION HOMES 2015-SFR3 TRUST 1.621% 08/17/2032$1,051,426
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.799% 01/25/2024$1,033,964
HEWLETT PACKARD ENTERPRISE CO 2.45% 10/05/2017$1,011,932
SUNTRUST BANK/ATLANTA GA .761% 02/15/2017$1,007,695
RELIANCE STANDARD LIFE GLOBAL FUNDING II 2.15% 10/15/2018$1,001,988
FIFTH THIRD BANK/CINCINNATI OH 1.2796% 08/20/2018$998,423
SHELL INTERNATIONAL FINANCE BV 1.625% 11/10/2018$998,388
ABBEY NATIONAL TREASURY SERVICES PLC/UNITED KINGDOM 2.5 03/14/2019$989,759
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.149% 05/25/2024$984,028
ABBVIE INC 1.8% 05/14/2018$982,054
INVITATION HOMES 2015-SFR2 TRUST 1.547% 06/17/2032$963,313
HEWLETT PACKARD ENTERPRISE CO 2.85% 10/05/2018$961,447
VERIZON COMMUNICATIONS INC 1.35% 06/09/2017$947,987
QUALCOMM INC 1.4% 05/18/2018$945,048
ZIMMER BIOMET HOLDINGS INC 2% 04/01/2018$922,634
PENSKE TRUCK LEASING CO LP / PTL FINANCE 3.75% 05/11/2017$914,140
DISCOVER BANK/GREENWOOD DE 2.6% 11/13/2018$912,837
ASHLAND INC 3.875% 04/15/2018$907,813
MACQUARIE BANK LTD 1.6% 10/27/2017$906,828
WISCONSIN PUBLIC SERVICE CORP 1.65% 12/04/2018$903,724
JP MORGAN CHASE COMMERCIAL MORTGAGE SECU 1.438% 01/15/2032$897,225
CHEVRON CORP 1.344% 11/09/2017$890,257
COLONY AMERICAN HOMES 2015-1 1.398% 07/17/2032$869,504
CVS HEALTH CORP 1.9% 07/20/2018$862,888
BANK OF TOKYO-MITSUBISHI UFJ LTD/THE 1.45% 09/08/2017$842,144
KRAFT HEINZ FOODS CO 2% 07/02/2018$838,138
CAPITAL AUTO RECEIVABLES ASSET TRUST 201 1.39% 09/20/2018$829,956
VERIZON COMMUNICATIONS INC 2.036% 09/14/2018$819,869
BANK OF AMERICA CORP .85% 05/02/2017$798,941
INVITATION HOMES 2014-SFR2 TRUST 1.298% 09/17/2031$748,284
HYUNDAI AUTO LEASE SECURITIZATION TRUST .75% 04/17/2017$745,538
RYDER SYSTEM INC 2.5% 03/01/2017$732,248
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.399% 07/25/2024$732,232
ANHEUSER-BUSCH INBEV FINANCE INC 1.9% 02/01/2019$679,847
REYNOLDS AMERICAN INC 2.3% 06/12/2018$673,538
SUNTRUST BANK/ATLANTA GA 1.35% 02/15/2017$670,585
MORGAN STANLEY 6.625% 04/01/2018$661,295
IMPERIAL TOBACCO FINANCE PLC 2.05% 02/11/2018$652,163
BANK OF NEW YORK MELLON CORP/THE .86% 08/01/2018$648,666
SANTANDER BANK NA 2% 01/12/2018$644,729
JPMORGAN CHASE & CO 1.35% 02/15/2017$641,491
BANK OF AMERICA CORP 1.7% 08/25/2017$636,073
GOLDMAN SACHS GROUP INC/THE 1.42% 11/15/2018$635,180
JPMORGAN CHASE & CO 1.195% 01/25/2018$629,107
GLENCORE FINANCE CANADA LTD 2.7% 10/25/2017$627,436
FANNIE MAE CONNECTICUT AVENUE SECURITIES 2.585 09/25/2028$616,063
FORD MOTOR CREDIT CO LLC 4.25% 02/03/2017$613,513
TIAA ASSET MANAGEMENT FINANCE CO LLC 2.95% 11/01/2019$609,434
CNH INDUSTRIAL CAPITAL LLC 3.875% 07/16/2018$607,255
GEORGIA POWER CO 0.7616% 08/15/2016$605,016
ALLY MASTER OWNER TRUST .648% 04/15/2018$600,006
MORGAN STANLEY 2.45% 02/01/2019$599,134
METROPOLITAN LIFE GLOBAL FUNDING I 1.95% 12/03/2018$594,332
BANK OF AMERICA CORP 1.351% 03/22/2018$591,204
BANK OF AMERICA NA 2.05% 12/07/2018$570,360
AIRCASTLE LTD 6.75% 04/15/2017$561,081
INTERNATIONAL LEASE FINANCE CORP 2.236% 06/15/2016$560,550
FIFTH THIRD BANCORP 5.45% 01/15/2017$554,549
HILTON USA TRUST 2013-HLF 1.19% 11/05/2030$551,418
CATERPILLAR FINANCIAL SERVICES CORP 1.25% 08/18/2017$541,796
CATERPILLAR FINANCIAL SERVICES CORP 1% 03/03/2017$540,775
DOMINION RESOURCES INC/VA 1.25% 03/15/2017$539,974
BERKSHIRE HATHAWAY ENERGY CO 5.75% 04/01/2018$538,860
PNC BANK NA 1.95 03/04/2019$535,213
ABBVIE INC 1.75% 11/06/2017$522,610
GOLDMAN SACHS GROUP INC/THE 5.625% 01/15/2017$505,611
KROGER CO/THE 2.2% 01/15/2017$503,844
BERKSHIRE HATHAWAY FINANCE CORP 1.7 03/15/2019$486,870
ANTHEM INC 2.375% 02/15/2017$468,830
WHIRLPOOL CORP 1.35% 03/01/2017$464,962
COLONY AMERICAN HOMES 2014-2 1.137% 07/17/2031$460,834
CITIZENS BANK NA/PROVIDENCE RI 2.5 03/14/2019$454,234
MOBILE MINI INC 7.875% 12/01/2020$446,125
INTERNATIONAL LEASE FINANCE CORP 3.875% 04/15/2018$438,567
NCUA GUARANTEED NOTES TRUST 2010-A1 .543% 12/07/2020$436,323
EXPRESS SCRIPTS HOLDING CO 1.25% 06/02/2017$434,239
KUBOTA CREDIT OWNER TRUST 2015-1 .94% 12/15/2017$417,832
AES CORP/VA 3.283% 06/01/2019$416,025
TALEN ENERGY SUPPLY LLC 4.625% 07/15/2019$414,438
CITIGROUP INC 2.05% 12/07/2018$411,985
LIBERTY PROPERTY LP 6.625% 10/01/2017$411,831
CSMC TRUST 2013-IVR2 1.55% 04/25/2043$411,451
MANUFACTURERS & TRADERS TRUST CO 1.4% 07/25/2017$409,208
VERIZON COMMUNICATIONS INC 1.816% 09/15/2016$402,194
ALLY FINANCIAL INC 3.25% 09/29/2017$398,500
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 1.5716% 05/25/2028$394,884
CIT GROUP INC 5.25% 03/15/2018$388,875
CAPITAL ONE NA/MCLEAN VA 1.65% 02/05/2018$387,365
SABINE PASS LNG LP 7.5% 11/30/2016$380,961
INVITATION HOMES 2013-SFR1 TRUST 1.4% 12/17/2030$379,787
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.199% 10/25/2023$377,167
REGIONS FINANCIAL CORP 2% 05/15/2018$367,839
KEYBANK NA/CLEVELAND OH 2.35 03/08/2019$363,416
ALLY FINANCIAL INC 3.5% 01/27/2019$360,438
L-3 COMMUNICATIONS CORP 1.5% 05/28/2017$358,868
CAPITAL ONE NA/MCLEAN VA 1.5% 09/05/2017$358,592
WPX ENERGY INC 5.25% 01/15/2017$351,450
HUNTINGTON NATIONAL BANK/THE 2.2% 11/06/2018$350,785
CHRYSLER CAPITAL AUTO RECEIVABLES TRUST .83% 09/17/2018$350,353
SEAGATE HDD CAYMAN 3.75% 11/15/2018$348,679
KEYBANK NA/CLEVELAND OH .819% 11/25/2016$345,162
MISSOURI HIGHER EDUCATION LOAN AUTHORITY 1.029% 01/26/2026$338,278
NCUA GUARANTEED NOTES TRUST 2010-R1 .641% 10/07/2020$331,584
PACCAR FINANCIAL CORP 1.45% 03/09/2018$325,842
FIFTH THIRD BANK/CINCINNATI OH .834% 11/18/2016$315,499
CISCO SYSTEMS INC 1.6% 02/28/2019$314,610
GENERAL MOTORS FINANCIAL CO INC 3% 09/25/2017$312,974
FIFTH THIRD BANK/CINCINNATI OH 2.3 03/15/2019$312,931
CREDIT SUISSE AG/NEW YORK NY 1.0029% 04/27/2018$312,434
IMPERIAL TOBACCO FINANCE PLC 2.05% 07/20/2018$311,004
ACTAVIS FUNDING SCS 1.543% 03/12/2020$309,061
SEQUOIA MORTGAGE TRUST 2013-4 1.55% 04/25/2043$305,646
TENCENT HOLDINGS LTD 2% 05/02/2017$301,625
KOREA EXPRESSWAY CORP 1.625% 04/28/2017$300,618
CAMERON INTERNATIONAL CORP 1.15% 12/15/2016$299,924
ABBEY NATIONAL TREASURY SERVICES PLC/LON .796% 03/13/2017$299,604
ACTAVIS FUNDING SCS 1.3% 06/15/2017$299,024
GLENCORE FUNDING LLC 1.649% 01/15/2019$292,050
COLONY AMERICAN HOMES 2014-1 1.4% 05/17/2031$290,719
WANT WANT CHINA FINANCE LTD 1.875% 05/14/2018$287,726
AMERICAN HOMES 4 RENT 2014-SFR1 1.25% 06/17/2031$285,193
FORD MOTOR CREDIT CO LLC 3% 06/12/2017$283,779
EXXON MOBIL CORP 1.439 03/01/2018$282,078
TENET HEALTHCARE CORP 6.25% 11/01/2018$278,200
EXXON MOBIL CORP 1.708 03/01/2019$263,542
HUNTINGTON NATIONAL BANK/THE 1.3% 11/20/2016$260,051
XCEL ENERGY INC .75% 05/09/2016$254,972
STRYKER CORP 2 03/08/2019$252,849
CITIZENS BANK NA/PROVIDENCE RI 2.3% 12/03/2018$251,570
CITIGROUP INC 1.85% 11/24/2017$250,666
DISH DBS CORP 4.625% 07/15/2017$250,513
COMPASS BANK 1.85% 09/29/2017$250,420
PNC BANK NA 1.15% 11/01/2016$250,339
KEYBANK NA/CLEVELAND OH 1.1% 11/25/2016$250,186
HUNTINGTON NATIONAL BANK/THE 1.375% 04/24/2017$249,663
HUNTINGTON NATIONAL BANK/THE .718% 04/24/2017$249,211
ASTORIA FINANCIAL CORP 5% 06/19/2017$247,728
FREDDIE MAC STRUCTURED AGENCY CREDIT RIS 1.649% 11/25/2023$246,994
CALIFORNIA EARTHQUAKE AUTHORITY 1.824% 07/01/2017$242,222
GOLDMAN SACHS GROUP INC/THE 1.497% 04/30/2018$241,088
WEA FINANCE LLC / WESTFIELD UK & EUROPE 1.75% 09/15/2017$239,172
MURPHY OIL CORP 2.5% 12/01/2017$234,475
EBAY INC 2.5 03/09/2018$233,841
AUTOZONE INC 1.3% 01/13/2017$220,757
SHELL INTERNATIONAL FINANCE BV 1.25% 11/10/2017$220,315
BAXALTA INC 1.061% 06/22/2018$215,655
FREEPORT-MCMORAN INC 2.3% 11/14/2017$213,325
SEQUOIA MORTGAGE TRUST 2013-1 1.45% 02/25/2043$211,428
VENTAS REALTY LP 1.55% 09/26/2016$211,254
JACKSON NATIONAL LIFE GLOBAL FUNDING 1.25% 02/21/2017$205,268
MCKESSON CORP 1.292% 03/10/2017$200,410
ALIBABA GROUP HOLDING LTD 1.625% 11/28/2017$200,279
JOHN DEERE CAPITAL CORP .576% 10/11/2016$200,239
NABORS INDUSTRIES INC 2.35% 09/15/2016$199,242
TSMC GLOBAL LTD 1.625% 04/03/2018$198,957
SPRINGLEAF MORTGAGE LOAN TRUST 2013-1 1.27% 06/25/2058$198,785
DUKE ENERGY CORP .664% 04/03/2017$198,689
GSAMP TRUST 2004-SEA2 .849% 03/25/2034$198,433
FREDDIE MAC STRUCTURED AGENCY CREDIT RIS 1.249% 03/25/2025$192,421
THERMO FISHER SCIENTIFIC INC 2.15% 12/14/2018$191,172
TECO FINANCE INC .883% 04/10/2018$186,110
APPLE INC 1.7% 02/22/2019$182,766
HESS CORP 1.3% 06/15/2017$177,931
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.149% 05/25/2024$175,042
CHEVRON CORP 1.79% 11/16/2018$172,117
WHIRLPOOL CORP 1.65% 11/01/2017$170,370
AVIS BUDGET CAR RENTAL LLC / AVIS BUDGET 4.875% 11/15/2017$167,269
SYSCO CORP 1.9 04/01/2019$161,096
AMPHENOL CORP 1.55% 09/15/2017$159,776
CAMERON INTERNATIONAL CORP 1.4% 06/15/2017$158,123
SBA COMMUNICATIONS CORP 5.625% 10/01/2019$157,125
IAC/INTERACTIVECORP 4.875% 11/30/2018$154,500
WESTERN DIGITAL CORP 10.5 04/01/2024$150,750
AUTODESK INC 1.95% 12/15/2017$149,324
FIDELITY NATIONAL INFORMATION SERVICES I 2% 04/15/2018$149,248
SPRINGLEAF MORTGAGE LOAN TRUST 2013-2 1.78% 12/25/2065$145,527
PACCAR FINANCIAL CORP 1.1% 06/06/2017$140,269
SYNCHRONY FINANCIAL 1.53% 02/03/2020$135,403
CC HOLDINGS GS V LLC / CROWN CASTLE GS I 2.381% 12/15/2017$131,162
APPLE INC 1.3% 02/23/2018$131,045
PACCAR FINANCIAL CORP .879% 12/06/2018$130,330
WALGREENS BOOTS ALLIANCE INC 1.75% 11/17/2017$120,314
CAPITAL AUTO RECEIVABLES ASSET TRUST / A 1.74% 10/22/2018$120,055
CAPITAL AUTO RECEIVABLES ASSET TRUST / A 1.29% 04/20/2018$119,904
VERIZON COMMUNICATIONS INC 1.053% 06/17/2019$119,771
VENTAS REALTY LP 1.25% 04/17/2017$119,531
BAXALTA INC 2% 06/22/2018$119,098
AT&T INC 5.5% 02/01/2018$117,903
PENSKE TRUCK LEASING CO LP / PTL FINANCE 2.5% 06/15/2019$109,452
KINDER MORGAN INC/DE 2% 12/01/2017$108,865
KINDER MORGAN INC/DE 3.05% 12/01/2019$108,388
WM WRIGLEY JR CO 2% 10/20/2017$100,451
WM WRIGLEY JR CO 1.4% 10/21/2016$100,223
GREATAMERICA LEASING RECEIVABLES FUNDING 1.83% 06/17/2019$100,090
GATX CORP 1.25% 03/04/2017$99,322
NELNET STUDENT LOAN TRUST 2014-2 .479% 06/25/2021$97,912
FREEPORT-MCMORAN INC 2.15% 03/01/2017$76,800
COCA-COLA CO/THE 0.875% 10/27/2017$76,151
SOUTHERN POWER CO 1.85% 12/01/2017$70,542
JOHNSON CONTROLS INC 1.4% 11/02/2017$69,941
FIDELITY NATIONAL INFORMATION SERVICES I 1.45% 06/05/2017$69,482
SEQUOIA MORTGAGE TRUST 2012-2 3.5% 04/25/2042$67,265
LOCKHEED MARTIN CORP 1.85% 11/23/2018$47,567
TRANSALTA CORP 1.9% 06/03/2017$44,440
UNITED STATES TREASURY NOTE/BOND .75% 10/31/2017$40,020
SLM STUDENT LOAN TRUST 2014-1 .479% 05/28/2019$6,195
 
Short-Term/Cash
Holding NameMarket Value
FIDELITY INSTITUTIONAL MONEY MARKET$17,649,950
 
Other
Holding NameMarket Value
RUSSELL 2000 MINI EQUITY INDEX JUN16 (RTAM6)$7,504,603
CURRENCY CONTRACT$19,024
CURRENCY CONTRACT$387
CURRENCY CONTRACT$-5,654
CURRENCY CONTRACT$-11,953
CURRENCY CONTRACT$-79,184
USD$-6,950,718
All Holdings As of Feb 29, 2016
Equity
Holding NameMarket Value
FIRST SOLAR INC$4,000,284
DREAMWORKS ANIMATION SKG INC$3,483,345
GREENCORE GROUP PLC$3,386,687
VONAGE HOLDINGS CORP$3,270,169
INSULET CORP$3,253,968
WELLCARE HEALTH PLANS INC$3,249,699
JOHN BEAN TECHNOLOGIES CORP$3,198,606
ALLSCRIPTS HEALTHCARE SOLUTIONS INC$3,135,008
CLEAN HARBORS INC$3,056,550
GLOBUS MEDICAL INC$3,054,510
MINERALS TECHNOLOGIES INC$2,943,494
CARDTRONICS INC$2,911,385
SANDERSON FARMS INC$2,896,592
DSW INC$2,861,826
CHEESECAKE FACTORY INC/THE$2,854,280
CONVERGYS CORP$2,851,784
ASSURED GUARANTY LTD$2,828,092
TUMI HOLDINGS INC$2,766,383
BLOOMIN' BRANDS INC$2,688,249
TELEDYNE TECHNOLOGIES INC$2,649,950
NATIONAL CINEMEDIA INC$2,649,140
SURGICAL CARE AFFILIATES INC$2,622,696
WATTS WATER TECHNOLOGIES INC$2,595,518
SUNPOWER CORP$2,537,260
PS BUSINESS PARKS INC$2,536,710
SWIFT TRANSPORTATION CO$2,532,996
HSN INC$2,518,590
TENNECO INC$2,504,055
ENTEGRIS INC$2,484,731
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC$2,472,972
CINEMARK HOLDINGS INC$2,471,246
NEW YORK TIMES CO/THE$2,465,228
GATX CORP$2,454,151
STERLING BANCORP/DE$2,444,801
MFA FINANCIAL INC$2,415,507
CHICO'S FAS INC$2,410,236
HORACE MANN EDUCATORS CORP$2,382,229
PATTERSON-UTI ENERGY INC$2,359,749
AIRCASTLE LTD$2,330,571
TIVO INC$2,324,114
CADENCE DESIGN SYSTEMS INC$2,318,780
MASONITE INTERNATIONAL CORP$2,290,048
STEWART INFORMATION SERVICES CORP$2,267,291
LIFEPOINT HOSPITALS INC$2,255,561
ATRICURE INC$2,245,898
REDWOOD TRUST INC$2,220,220
GRAPHIC PACKAGING HOLDING CO$2,213,235
SOVRAN SELF STORAGE INC$2,167,118
HAVERTY FURNITURE COS INC$2,165,616
LA-Z-BOY INC$2,159,748
FORUM ENERGY TECHNOLOGIES INC$2,141,496
ROGERS CORP$2,136,266
ARMSTRONG WORLD INDUSTRIES INC$2,114,450
METHANEX CORP$2,100,354
WESTERN ALLIANCE BANCORP$2,081,559
KENNEDY-WILSON HOLDINGS INC$2,080,788
CIENA CORP$2,077,265
GREAT WESTERN BANCORP INC$2,070,439
KINDRED HEALTHCARE INC$2,060,065
FCB FINANCIAL HOLDINGS INC$2,037,079
PATTERN ENERGY GROUP INC$2,025,120
SOUTH STATE CORP$2,010,266
AMERIS BANCORP$2,002,901
RSP PERMIAN INC$1,999,545
HERCULES TECHNOLOGY GROWTH CAPITAL INC$1,966,191
HUBSPOT INC$1,935,524
MARKETAXESS HOLDINGS INC$1,933,267
CURTISS-WRIGHT CORP$1,859,341
DIAMONDBACK ENERGY INC$1,833,263
MGIC INVESTMENT CORP$1,825,801
M/A-COM TECHNOLOGY SOLUTIONS HOLDINGS INC$1,773,720
ACADIA HEALTHCARE CO INC$1,773,120
RUCKUS WIRELESS INC$1,758,498
SOLAR CAPITAL LTD$1,739,956
KATE SPADE & CO$1,730,881
DEMANDWARE INC$1,677,262
ASSOCIATED BANC-CORP$1,674,936
CONNECTONE BANCORP INC$1,669,215
PAPA JOHN'S INTERNATIONAL INC$1,650,297
VERINT SYSTEMS INC$1,609,154
HILLTOP HOLDINGS INC$1,568,420
LINDBLAD EXPEDITIONS HOLDINGS INC$1,565,306
TEXAS CAPITAL BANCSHARES INC$1,549,254
WEX INC$1,538,468
CEPHEID INC$1,538,018
BOISE CASCADE CO$1,504,759
BIO-TECHNE CORP$1,467,864
ADVANCED DRAINAGE SYSTEMS INC$1,346,554
CAVIUM INC$1,239,177
KAPSTONE PAPER AND PACKAGING CORP$1,166,438
IMPERVA INC$1,164,749
STRATASYS LTD$1,150,981
TESARO INC$1,140,972
LASALLE HOTEL PROPERTIES$1,121,074
MONOLITHIC POWER SYSTEMS INC$1,088,476
WISDOMTREE INVESTMENTS INC$1,063,620
EHEALTH INC$1,059,955
DESTINATION MATERNITY CORP$1,022,120
ULTRAGENYX PHARMACEUTICAL INC$744,078
TRIUMPH GROUP INC$731,040
ARGO GROUP INTERNATIONAL HOLDINGS LTD$677,677
LUXFER HOLDINGS PLC$559,946
HEICO CORP$513,475
ON SEMICONDUCTOR CORP$440,895
DICERNA PHARMACEUTICALS INC$423,346
HERITAGE-CRYSTAL CLEAN INC$418,936
PTC THERAPEUTICS INC$244,188
IMAX CORP$226,047
 
Fixed Income
Holding NameMarket Value
UNITED STATES TREASURY NOTE/BOND 1% 09/15/2018$11,037,800
UNITED STATES TREASURY NOTE/BOND 1% 02/15/2018$10,041,210
UNITED STATES TREASURY NOTE/BOND .75% 02/28/2018$9,914,863
UNITED STATES TREASURY NOTE/BOND .875% 01/15/2018$6,474,594
UNITED STATES TREASURY NOTE/BOND 1.125% 06/15/2018$6,041,838
UNITED STATES TREASURY NOTE/BOND 1% 12/31/2017$5,686,465
UNITED STATES TREASURY NOTE/BOND .625% 08/31/2017$4,690,360
UNITED STATES TREASURY NOTE/BOND 0.875% 11/30/2017$4,266,991
FEDERAL HOME LOAN MORTGAGE CORP 1% 12/15/2017$4,099,624
UNITED STATES TREASURY NOTE/BOND 1.25% 12/15/2018$4,015,915
FANNIE MAE POOL 2.509% 05/01/2042$3,309,659
SYNCHRONY CREDIT CARD MASTER NOTE TRUST 1.6% 04/15/2021$2,673,188
CHASE ISSUANCE TRUST 1.15% 01/15/2019$2,505,334
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 02/26/2019$2,497,823
CABELA'S CREDIT CARD MASTER NOTE TRUST 1.63% 02/18/2020$2,217,049
HERTZ FLEET LEASE FUNDING LP .741% 12/10/2027$2,089,698
PORSCHE INNOVATIVE LEASE OWNER TRUST 2014-1 1.03% 11/20/2017$1,976,111
UNITED STATES TREASURY NOTE/BOND 1% 08/15/2018$1,897,456
ACTAVIS FUNDING SCS 2.35% 03/12/2018$1,600,551
KROGER CO/THE .818% 10/17/2016$1,531,170
GE CAPITAL INTERNATIONAL FUNDING CO 0.964% 04/15/2016$1,515,298
GENERAL MOTORS FINANCIAL CO INC 2.4% 04/10/2018$1,508,822
FORD MOTOR CREDIT CO LLC 1.684% 09/08/2017$1,478,567
CITIGROUP INC 1.55% 08/14/2017$1,407,931
PORSCHE INNOVATIVE LEASE OWNER TRUST 201 1.19% 07/23/2018$1,399,603
CENTERPOINT ENERGY TRANSITION BOND CO IV .901% 04/15/2018$1,390,667
BECTON DICKINSON AND CO 1.45% 05/15/2017$1,389,723
NEWELL RUBBERMAID INC 2.15% 10/15/2018$1,384,568
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.399% 07/25/2024$1,361,977
HYUNDAI CAPITAL AMERICA 4% 06/08/2017$1,330,867
SOUTHERN CALIFORNIA EDISON CO 1.845% 02/01/2022$1,321,244
CARMAX AUTO OWNER TRUST 2015-2 1.37% 03/16/2020$1,319,859
AMGEN INC 1.25% 05/22/2017$1,317,599
ST JUDE MEDICAL INC 2% 09/15/2018$1,306,439
CARDINAL HEALTH INC 1.95% 06/15/2018$1,301,151
PRINCIPAL LIFE GLOBAL FUNDING II 0.938363% 12/01/2017$1,300,087
NSTAR ELECTRIC CO .56% 05/17/2016$1,298,400
WACHOVIA CORP 0.6905% 10/15/2016$1,298,021
NBCUNIVERSAL ENTERPRISE INC .974% 04/15/2018$1,296,822
MIZUHO BANK LTD 1.2431% 03/26/2018$1,295,342
HSBC USA INC 1.625% 01/16/2018$1,293,599
DIRECTV HOLDINGS LLC / DIRECTV FINANCING 2.4% 03/15/2017$1,292,873
PRUDENTIAL FINANCIAL INC 1.1% 08/15/2018$1,245,914
INVITATION HOMES 2014-SFR1 TRUST 1.198% 06/17/2031$1,236,427
CITIBANK CREDIT CARD ISSUANCE TRUST 1.02% 02/22/2019$1,228,151
BB&T CORP .96% 02/01/2019$1,227,865
MORGAN STANLEY 1.435% 01/27/2020$1,194,796
CREDIT AGRICOLE SA/LONDON 1.089% 04/15/2019$1,174,736
UNITED STATES TREASURY NOTE/BOND .5% 01/31/2017$1,173,210
CELGENE CORP 2.125% 08/15/2018$1,165,931
MMAF EQUIPMENT FINANCE LLC 2015-A 1.39% 10/16/2019$1,157,263
STANLEY BLACK & DECKER INC 2.451% 11/17/2018$1,154,070
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.799% 01/25/2024$1,055,731
SYNCHRONY FINANCIAL 1.875% 08/15/2017$1,053,751
INVITATION HOMES 2015-SFR3 TRUST 1.621% 08/17/2032$1,039,606
SUNTRUST BANK/ATLANTA GA .761% 02/15/2017$1,006,629
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.149% 05/25/2024$1,005,501
HEWLETT PACKARD ENTERPRISE CO 2.45% 10/05/2017$1,003,956
FIFTH THIRD BANK/CINCINNATI OH 1.2796% 08/20/2018$995,030
RELIANCE STANDARD LIFE GLOBAL FUNDING II 2.15% 10/15/2018$991,233
SHELL INTERNATIONAL FINANCE BV 1.625% 11/10/2018$980,646
ABBVIE INC 1.8% 05/14/2018$972,774
INVITATION HOMES 2015-SFR2 TRUST 1.547% 06/17/2032$955,888
HEWLETT PACKARD ENTERPRISE CO 2.85% 10/05/2018$945,816
VERIZON COMMUNICATIONS INC 1.35% 06/09/2017$944,447
QUALCOMM INC 1.4% 05/18/2018$937,908
ZIMMER BIOMET HOLDINGS INC 2% 04/01/2018$916,449
PENSKE TRUCK LEASING CO LP / PTL FINANCE 3.75% 05/11/2017$915,134
DISCOVER BANK/GREENWOOD DE 2.6% 11/13/2018$909,608
HYUNDAI AUTO LEASE SECURITIZATION TRUST .75% 04/17/2017$907,821
ASHLAND INC 3.875% 04/15/2018$906,719
MACQUARIE BANK LTD 1.6% 10/27/2017$903,636
WISCONSIN PUBLIC SERVICE CORP 1.65% 12/04/2018$901,570
JP MORGAN CHASE COMMERCIAL MORTGAGE SECU 1.438% 01/15/2032$898,904
CHEVRON CORP 1.344% 11/09/2017$883,195
COLONY AMERICAN HOMES 2015-1 1.398% 07/17/2032$861,022
CVS HEALTH CORP 1.9% 07/20/2018$853,303
BANK OF TOKYO-MITSUBISHI UFJ LTD/THE 1.45% 09/08/2017$842,124
CAPITAL AUTO RECEIVABLES ASSET TRUST 201 1.39% 09/20/2018$830,884
KRAFT HEINZ FOODS CO 2% 07/02/2018$829,500
VERIZON COMMUNICATIONS INC 2.036% 09/14/2018$813,500
BANK OF AMERICA CORP .85% 05/02/2017$798,124
EUROPEAN INVESTMENT BANK 1.125% 12/15/2016$766,681
INVITATION HOMES 2014-SFR2 TRUST 1.298% 09/17/2031$747,652
RYDER SYSTEM INC 2.5% 03/01/2017$730,107
ANHEUSER-BUSCH INBEV FINANCE INC 1.9% 02/01/2019$676,586
SUNTRUST BANK/ATLANTA GA 1.35% 02/15/2017$669,344
REYNOLDS AMERICAN INC 2.3% 06/12/2018$667,424
MORGAN STANLEY 6.625% 04/01/2018$658,590
ARDAGH PACKAGING FINANCE PLC / ARDAGH HO 3.286% 12/15/2019$653,250
IMPERIAL TOBACCO FINANCE PLC 2.05% 02/11/2018$649,695
BANK OF NEW YORK MELLON CORP/THE .86% 08/01/2018$648,737
JPMORGAN CHASE & CO 1.35% 02/15/2017$640,402
SANTANDER BANK NA 2% 01/12/2018$638,073
BANK OF AMERICA CORP 1.7% 08/25/2017$632,275
GOLDMAN SACHS GROUP INC/THE 1.42% 11/15/2018$631,748
JPMORGAN CHASE & CO 1.195% 01/25/2018$626,989
GLENCORE FINANCE CANADA LTD 2.7% 10/25/2017$617,844
FORD MOTOR CREDIT CO LLC 4.25% 02/03/2017$612,054
BECTON DICKINSON AND CO .736% 06/15/2016$609,978
GEORGIA POWER CO 0.7616% 08/15/2016$604,436
TIAA ASSET MANAGEMENT FINANCE CO LLC 2.95% 11/01/2019$603,493
CNH INDUSTRIAL CAPITAL LLC 3.875% 07/16/2018$600,850
ALLY MASTER OWNER TRUST .648% 04/15/2018$599,911
MORGAN STANLEY 2.45% 02/01/2019$593,259
BANK OF AMERICA CORP 1.351% 03/22/2018$591,018
METROPOLITAN LIFE GLOBAL FUNDING I 1.95% 12/03/2018$588,140
BANK OF AMERICA NA 2.05% 12/07/2018$565,458
FIFTH THIRD BANCORP 5.45% 01/15/2017$559,020
INTERNATIONAL LEASE FINANCE CORP 2.236% 06/15/2016$557,967
AIRCASTLE LTD 6.75% 04/15/2017$557,738
HILTON USA TRUST 2013-HLF 1.19% 11/05/2030$552,417
CITIGROUP INC 1.074% 04/01/2016$540,197
CATERPILLAR FINANCIAL SERVICES CORP 1.25% 08/18/2017$539,697
CATERPILLAR FINANCIAL SERVICES CORP 1% 03/03/2017$539,515
BERKSHIRE HATHAWAY ENERGY CO 5.75% 04/01/2018$538,608
DOMINION RESOURCES INC/VA 1.25% 03/15/2017$538,037
ABBVIE INC 1.75% 11/06/2017$519,804
GOLDMAN SACHS GROUP INC/THE 5.625% 01/15/2017$506,234
KROGER CO/THE 2.2% 01/15/2017$504,005
ANTHEM INC 2.375% 02/15/2017$468,581
WHIRLPOOL CORP 1.35% 03/01/2017$464,258
KUBOTA CREDIT OWNER TRUST 2015-1 .94% 12/15/2017$459,058
COLONY AMERICAN HOMES 2014-2 1.137% 07/17/2031$457,778
MOBILE MINI INC 7.875% 12/01/2020$439,675
INTERNATIONAL LEASE FINANCE CORP 3.875% 04/15/2018$436,903
NCUA GUARANTEED NOTES TRUST 2010-A1 .543% 12/07/2020$436,612
EXPRESS SCRIPTS HOLDING CO 1.25% 06/02/2017$432,880
CSMC TRUST 2013-IVR2 1.55% 04/25/2043$414,778
LIBERTY PROPERTY LP 6.625% 10/01/2017$409,867
AES CORP/VA 3.283% 06/01/2019$409,575
MANUFACTURERS & TRADERS TRUST CO 1.4% 07/25/2017$408,584
CITIGROUP INC 2.05% 12/07/2018$407,790
CHRYSLER CAPITAL AUTO RECEIVABLES TRUST .83% 09/17/2018$406,007
VERIZON COMMUNICATIONS INC 1.816% 09/15/2016$402,174
FIFTH THIRD BANK/CINCINNATI OH 1.15% 11/18/2016$400,167
ALLY FINANCIAL INC 3.25% 09/29/2017$399,500
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 1.5716% 05/25/2028$398,551
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.199% 10/25/2023$387,622
CIT GROUP INC 5.25% 03/15/2018$386,719
SABINE PASS LNG LP 7.5% 11/30/2016$385,494
CAPITAL ONE NA/MCLEAN VA 1.65% 02/05/2018$385,187
TALEN ENERGY SUPPLY LLC 4.625% 07/15/2019$384,750
INVITATION HOMES 2013-SFR1 TRUST 1.4% 12/17/2030$377,186
HEALTH CARE REIT INC 3.625% 03/15/2016$375,326
REGIONS FINANCIAL CORP 2% 05/15/2018$366,915
ALLY FINANCIAL INC 3.5% 01/27/2019$359,525
WINDSTREAM SERVICES LLC 7.875% 11/01/2017$357,850
CAPITAL ONE NA/MCLEAN VA 1.5% 09/05/2017$357,296
L-3 COMMUNICATIONS CORP 1.5% 05/28/2017$355,282
WPX ENERGY INC 5.25% 01/15/2017$349,675
MISSOURI HIGHER EDUCATION LOAN AUTHORITY 1.029% 01/26/2026$349,236
HUNTINGTON NATIONAL BANK/THE 2.2% 11/06/2018$348,744
KEYBANK NA/CLEVELAND OH .819% 11/25/2016$344,808
SEAGATE HDD CAYMAN 3.75% 11/15/2018$342,801
GLENCORE FUNDING LLC 1.649% 01/15/2019$339,275
NCUA GUARANTEED NOTES TRUST 2010-R1 .641% 10/07/2020$336,715
PACCAR FINANCIAL CORP 1.45% 03/09/2018$324,545
FIFTH THIRD BANK/CINCINNATI OH .834% 11/18/2016$315,297
CREDIT SUISSE AG/NEW YORK NY 1.0029% 04/27/2018$313,861
CISCO SYSTEMS INC 1.6% 02/28/2019$311,984
GENERAL MOTORS FINANCIAL CO INC 3% 09/25/2017$310,509
SEQUOIA MORTGAGE TRUST 2013-4 1.55% 04/25/2043$308,862
IMPERIAL TOBACCO FINANCE PLC 2.05% 07/20/2018$308,687
ACTAVIS FUNDING SCS 1.543% 03/12/2020$308,178
TENCENT HOLDINGS LTD 2% 05/02/2017$301,004
KOREA EXPRESSWAY CORP 1.625% 04/28/2017$299,886
BARCLAYS BANK PLC .901% 02/17/2017$299,306
ABBEY NATIONAL TREASURY SERVICES PLC/LON .796% 03/13/2017$299,248
ACTAVIS FUNDING SCS 1.3% 06/15/2017$298,524
CAMERON INTERNATIONAL CORP 1.15% 12/15/2016$298,388
COLONY AMERICAN HOMES 2014-1 1.4% 05/17/2031$288,580
WANT WANT CHINA FINANCE LTD 1.875% 05/14/2018$286,466
AMERICAN HOMES 4 RENT 2014-SFR1 1.25% 06/17/2031$283,682
FORD MOTOR CREDIT CO LLC 3% 06/12/2017$282,743
TENET HEALTHCARE CORP 6.25% 11/01/2018$274,950
HUNTINGTON NATIONAL BANK/THE 1.3% 11/20/2016$260,073
XCEL ENERGY INC .75% 05/09/2016$254,856
FREDDIE MAC STRUCTURED AGENCY CREDIT RIS 1.649% 11/25/2023$254,179
DISH DBS CORP 4.625% 07/15/2017$251,125
CITIZENS BANK NA/PROVIDENCE RI 2.3% 12/03/2018$250,460
PNC BANK NA 1.15% 11/01/2016$250,003
KEYBANK NA/CLEVELAND OH 1.1% 11/25/2016$249,749
CITIGROUP INC 1.85% 11/24/2017$249,475
HUNTINGTON NATIONAL BANK/THE 1.375% 04/24/2017$248,917
HUNTINGTON NATIONAL BANK/THE .718% 04/24/2017$248,644
COMPASS BANK 1.85% 09/29/2017$246,855
ASTORIA FINANCIAL CORP 5% 06/19/2017$246,014
CALIFORNIA EARTHQUAKE AUTHORITY 1.824% 07/01/2017$241,747
GOLDMAN SACHS GROUP INC/THE 1.497% 04/30/2018$239,990
WEA FINANCE LLC / WESTFIELD UK & EUROPE 1.75% 09/15/2017$238,329
PENSKE TRUCK LEASING CO LP / PTL FINANCE 2.5% 03/15/2016$230,096
AUTOZONE INC 1.3% 01/13/2017$220,122
SHELL INTERNATIONAL FINANCE BV 1.25% 11/10/2017$218,894
BAXALTA INC 1.061% 06/22/2018$218,001
SEQUOIA MORTGAGE TRUST 2013-1 1.45% 02/25/2043$213,967
FREEPORT-MCMORAN INC 2.3% 11/14/2017$211,600
VENTAS REALTY LP 1.55% 09/26/2016$211,123
WALGREENS BOOTS ALLIANCE INC .774% 05/18/2016$209,995
SPRINGLEAF MORTGAGE LOAN TRUST 2013-1 1.27% 06/25/2058$208,652
MURPHY OIL CORP 2.5% 12/01/2017$207,725
GSAMP TRUST 2004-SEA2 .849% 03/25/2034$206,863
FREDDIE MAC STRUCTURED AGENCY CREDIT RIS 1.249% 03/25/2025$206,728
JACKSON NATIONAL LIFE GLOBAL FUNDING 1.25% 02/21/2017$204,916
JOHN DEERE CAPITAL CORP .576% 10/11/2016$200,130
MCKESSON CORP 1.292% 03/10/2017$199,872
ALIBABA GROUP HOLDING LTD 1.625% 11/28/2017$199,043
DUKE ENERGY CORP .664% 04/03/2017$198,591
NABORS INDUSTRIES INC 2.35% 09/15/2016$198,004
TSMC GLOBAL LTD 1.625% 04/03/2018$197,553
THERMO FISHER SCIENTIFIC INC 2.15% 12/14/2018$190,199
TECO FINANCE INC .883% 04/10/2018$187,408
APPLE INC 1.7% 02/22/2019$181,651
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.149% 05/25/2024$180,937
HESS CORP 1.3% 06/15/2017$171,530
WHIRLPOOL CORP 1.65% 11/01/2017$169,597
CHEVRON CORP 1.79% 11/16/2018$169,227
AVIS BUDGET CAR RENTAL LLC / AVIS BUDGET 4.875% 11/15/2017$167,475
AMPHENOL CORP 1.55% 09/15/2017$159,628
CAMERON INTERNATIONAL CORP 1.4% 06/15/2017$157,403
SBA COMMUNICATIONS CORP 5.625% 10/01/2019$156,563
IAC/INTERACTIVECORP 4.875% 11/30/2018$152,438
SPRINGLEAF MORTGAGE LOAN TRUST 2013-2 1.78% 12/25/2065$151,029
FIDELITY NATIONAL INFORMATION SERVICES I 2% 04/15/2018$149,043
AUTODESK INC 1.95% 12/15/2017$148,877
PACCAR FINANCIAL CORP 1.1% 06/06/2017$139,831
SYNCHRONY FINANCIAL 1.53% 02/03/2020$134,599
CC HOLDINGS GS V LLC / CROWN CASTLE GS I 2.381% 12/15/2017$130,707
APPLE INC 1.3% 02/23/2018$130,560
PACCAR FINANCIAL CORP .879% 12/06/2018$130,331
CAPITAL AUTO RECEIVABLES ASSET TRUST / A 1.74% 10/22/2018$120,032
WALGREENS BOOTS ALLIANCE INC 1.75% 11/17/2017$119,892
CAPITAL AUTO RECEIVABLES ASSET TRUST / A 1.29% 04/20/2018$119,871
VENTAS REALTY LP 1.25% 04/17/2017$119,056
VERIZON COMMUNICATIONS INC 1.053% 06/17/2019$118,433
BAXALTA INC 2% 06/22/2018$117,758
AT&T INC 5.5% 02/01/2018$117,294
COCA-COLA CO/THE 0.875% 10/27/2017$116,014
PENSKE TRUCK LEASING CO LP / PTL FINANCE 2.5% 06/15/2019$108,509
KINDER MORGAN INC/DE 2% 12/01/2017$106,919
NELNET STUDENT LOAN TRUST 2014-2 .479% 06/25/2021$105,690
KINDER MORGAN INC/DE 3.05% 12/01/2019$100,854
WM WRIGLEY JR CO 2% 10/20/2017$100,273
GREATAMERICA LEASING RECEIVABLES FUNDING 1.83% 06/17/2019$100,072
WM WRIGLEY JR CO 1.4% 10/21/2016$100,055
GATX CORP 1.25% 03/04/2017$98,845
FREEPORT-MCMORAN INC 2.15% 03/01/2017$76,400
SEQUOIA MORTGAGE TRUST 2012-2 3.5% 04/25/2042$74,414
SOUTHERN POWER CO 1.85% 12/01/2017$70,039
JOHNSON CONTROLS INC 1.4% 11/02/2017$69,695
FIDELITY NATIONAL INFORMATION SERVICES I 1.45% 06/05/2017$69,267
LOCKHEED MARTIN CORP 1.85% 11/23/2018$47,330
TRANSALTA CORP 1.9% 06/03/2017$43,183
SLM STUDENT LOAN TRUST 2014-1 .479% 05/28/2019$17,017
 
Short-Term/Cash
Holding NameMarket Value
FIDELITY INSTITUTIONAL MONEY MARKET$22,179,892
 
Other
Holding NameMarket Value
USD - FOR FUTURES$21,878,002
CURRENCY CONTRACT$40,090
CANADIAN DOLLAR$24
CURRENCY CONTRACT$-77,582
CURRENCY CONTRACT$-78,360
USD$-2,087,552
RUSSELL 2000 MINI EQUITY INDEX MAR18 (RTAH6)$-21,589,491
All Holdings As of Jan 31, 2016
Equity
Holding NameMarket Value
GLOBUS MEDICAL INC$3,000,986
FIRST SOLAR INC$2,351,605
AMERIS BANCORP$2,301,353
PATTERN ENERGY GROUP INC$2,249,649
GREENCORE GROUP PLC$2,194,371
INSULET CORP$2,168,313
DREAMWORKS ANIMATION SKG INC$2,141,709
ALLSCRIPTS HEALTHCARE SOLUTIONS INC$2,123,222
SOVRAN SELF STORAGE INC$2,086,834
CLEAN HARBORS INC$1,956,287
RSP PERMIAN INC$1,955,780
VONAGE HOLDINGS CORP$1,922,314
JOHN BEAN TECHNOLOGIES CORP$1,714,210
NATIONAL CINEMEDIA INC$1,705,386
CHEESECAKE FACTORY INC/THE$1,700,160
SURGICAL CARE AFFILIATES INC$1,699,119
WELLCARE HEALTH PLANS INC$1,690,555
BLOOMIN' BRANDS INC$1,689,532
SUNPOWER CORP$1,681,584
ASSURED GUARANTY LTD$1,667,929
CONVERGYS CORP$1,663,631
STERLING BANCORP/DE$1,640,124
CURTISS-WRIGHT CORP$1,622,190
DSW INC$1,613,712
ASSOCIATED BANC-CORP$1,608,809
NEW YORK TIMES CO/THE$1,595,390
SANDERSON FARMS INC$1,586,227
HEICO CORP$1,561,360
STEWART INFORMATION SERVICES CORP$1,560,559
GRAPHIC PACKAGING HOLDING CO$1,559,160
LIFEPOINT HOSPITALS INC$1,553,525
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC$1,551,060
CARDTRONICS INC$1,531,257
WATTS WATER TECHNOLOGIES INC$1,525,892
SWIFT TRANSPORTATION CO$1,491,876
TUMI HOLDINGS INC$1,490,225
SPARK ENERGY INC$1,489,201
PS BUSINESS PARKS INC$1,471,860
PERFICIENT INC$1,471,174
TELEDYNE TECHNOLOGIES INC$1,469,813
HORACE MANN EDUCATORS CORP$1,461,658
ATRICURE INC$1,457,832
ENTEGRIS INC$1,442,342
GATX CORP$1,438,808
FCB FINANCIAL HOLDINGS INC$1,404,307
MFA FINANCIAL INC$1,385,951
HSN INC$1,373,681
KENNEDY-WILSON HOLDINGS INC$1,365,250
TIVO INC$1,360,191
MASONITE INTERNATIONAL CORP$1,359,995
CINEMARK HOLDINGS INC$1,354,771
GREAT WESTERN BANCORP INC$1,352,232
CROCS INC$1,344,421
PATTERSON-UTI ENERGY INC$1,343,667
SOUTH STATE CORP$1,324,299
MITEL NETWORKS CORP$1,322,245
ENSIGN GROUP INC/THE$1,307,847
HAVERTY FURNITURE COS INC$1,299,023
CADENCE DESIGN SYSTEMS INC$1,295,068
TENNECO INC$1,293,409
DEMANDWARE INC$1,262,293
FORUM ENERGY TECHNOLOGIES INC$1,256,081
FLUSHING FINANCIAL CORP$1,247,752
THERAPEUTICSMD INC$1,247,303
EPLUS INC$1,245,342
ARMSTRONG WORLD INDUSTRIES INC$1,241,628
REDWOOD TRUST INC$1,237,473
BLUE HILLS BANCORP INC$1,235,138
AIRCASTLE LTD$1,227,483
SHOE CARNIVAL INC$1,216,385
CHICO'S FAS INC$1,207,630
INSTEEL INDUSTRIES INC$1,204,323
ACADIA HEALTHCARE CO INC$1,201,681
DIAMONDBACK ENERGY INC$1,195,957
HERCULES TECHNOLOGY GROWTH CAPITAL INC$1,191,440
DEL FRISCO'S RESTAURANT GROUP INC$1,185,846
LA-Z-BOY INC$1,181,130
ROGERS CORP$1,168,237
MARKETAXESS HOLDINGS INC$1,166,949
KINDRED HEALTHCARE INC$1,165,093
HUBSPOT INC$1,160,468
ANIKA THERAPEUTICS INC$1,143,234
BOISE CASCADE CO$1,142,705
MINERALS TECHNOLOGIES INC$1,141,572
WSFS FINANCIAL CORP$1,140,896
TANGOE INC$1,140,689
FABRINET$1,135,622
ARMADA HOFFLER PROPERTIES INC$1,127,727
EASTERLY GOVERNMENT PROPERTIES INC$1,125,743
APPLIED OPTOELECTRONICS INC$1,116,434
BANK OF MARIN BANCORP$1,112,366
CIENA CORP$1,107,960
CONNECTONE BANCORP INC$1,107,724
RED ROBIN GOURMET BURGERS INC$1,097,614
NEWPORT CORP$1,096,225
HERITAGE FINANCIAL CORP/WA$1,094,532
MGIC INVESTMENT CORP$1,087,335
METHANEX CORP$1,082,281
IRONWOOD PHARMACEUTICALS INC$1,075,295
CARETRUST REIT INC$1,073,617
EXLSERVICE HOLDINGS INC$1,068,186
WEX INC$1,052,845
TEXAS CAPITAL BANCSHARES INC$1,052,793
SOLAR CAPITAL LTD$1,050,991
PACWEST BANCORP$1,049,172
MONOLITHIC POWER SYSTEMS INC$1,048,048
ALAMO GROUP INC$1,047,130
KAPSTONE PAPER AND PACKAGING CORP$1,035,930
VERINT SYSTEMS INC$1,020,321
NEW HOME CO INC/THE$1,008,928
ORION ENGINEERED CARBONS SA$1,004,558
JAMES RIVER GROUP HOLDINGS LTD$1,003,286
RUTH'S HOSPITALITY GROUP INC$999,765
LINDBLAD EXPEDITIONS HOLDINGS INC$999,094
CECO ENVIRONMENTAL CORP$996,637
EXAR CORP$989,665
M/A-COM TECHNOLOGY SOLUTIONS HOLDINGS INC$989,450
ALLETE INC$986,638
PARK-OHIO HOLDINGS CORP$986,482
HFF INC$986,436
REGIONAL MANAGEMENT CORP$981,359
LUXFER HOLDINGS PLC$980,541
ADVANCED DRAINAGE SYSTEMS INC$964,392
EMCOR GROUP INC$959,791
EVERBANK FINANCIAL CORP$958,434
RADWARE LTD$951,058
ALARIS ROYALTY CORP$948,492
ALBANY MOLECULAR RESEARCH INC$945,320
CEPHEID INC$939,161
HUB GROUP INC$928,421
CALAMP CORP$926,993
HILLTOP HOLDINGS INC$924,024
WILLIAM LYON HOMES$922,470
KEMPHARM INC$907,829
ARBOR REALTY TRUST INC$906,025
HERITAGE-CRYSTAL CLEAN INC$902,608
STAG INDUSTRIAL INC$901,252
MARCUS CORP$899,650
SAPIENS INTERNATIONAL CORP NV$889,334
ACETO CORP$884,775
TREVENA INC$881,441
ABRAXAS PETROLEUM CORP$878,819
BIO-TECHNE CORP$869,899
SUMMIT HOTEL PROPERTIES INC$868,454
TEXTAINER GROUP HOLDINGS LTD$839,114
MEDICAL PROPERTIES TRUST INC$837,188
SILVER SPRING NETWORKS INC$826,747
CARA THERAPEUTICS INC$826,425
RUCKUS WIRELESS INC$805,762
NN INC$793,642
EVERI HOLDINGS INC$793,249
INPHI CORP$790,820
CELADON GROUP INC$779,184
TEXTURA CORP$778,510
FRESHPET INC$778,140
ALTRA HOLDINGS INC$769,053
M/I HOMES INC$767,693
HURON CONSULTING GROUP INC$763,096
PHIBRO ANIMAL HEALTH CORP$739,811
STANDARD MOTOR PRODUCTS INC$722,359
CAI INTERNATIONAL INC$712,394
WESTWOOD HOLDINGS GROUP INC$706,118
GLADSTONE COMMERCIAL CORP$694,079
ARGO GROUP INTERNATIONAL HOLDINGS LTD$691,053
LYDALL INC$690,684
H&E EQUIPMENT SERVICES INC$685,754
EHEALTH INC$678,074
PEBBLEBROOK HOTEL TRUST$670,646
WISDOMTREE INVESTMENTS INC$669,000
PTC THERAPEUTICS INC$652,668
MARCHEX INC$639,510
IMPERVA INC$636,250
IMAX CORP$628,033
MYERS INDUSTRIES INC$623,192
STRATASYS LTD$612,391
TRIUMPH GROUP INC$612,000
TESARO INC$599,269
SYNERGY RESOURCES CORP$563,474
DICERNA PHARMACEUTICALS INC$559,909
FRANKLIN COVEY CO$525,686
DESTINATION MATERNITY CORP$520,750
ASTRONICS CORP$478,496
ARENA PHARMACEUTICALS INC$465,140
CONTROL4 CORP$454,946
ON SEMICONDUCTOR CORP$449,828
ULTRAGENYX PHARMACEUTICAL INC$443,585
ASPEN AEROGELS INC$440,805
PARKERVISION INC$437,207
ASTRONICS CORP$407,288
TITAN INTERNATIONAL INC$370,938
NEW GOLD INC$278,731
CAVIUM INC$265,742
ZIX CORP$24,345
 
Fixed Income
Holding NameMarket Value
UNITED STATES TREASURY NOTE/BOND 1% 02/15/2018$20,073,440
UNITED STATES TREASURY NOTE/BOND 1% 09/15/2018$11,017,186
UNITED STATES TREASURY NOTE/BOND 1% 12/31/2017$6,491,772
UNITED STATES TREASURY NOTE/BOND .875% 01/15/2018$6,474,471
UNITED STATES TREASURY NOTE/BOND .625% 08/31/2017$4,690,454
FEDERAL HOME LOAN MORTGAGE CORP 1% 12/15/2017$4,104,650
UNITED STATES TREASURY NOTE/BOND 1.25% 12/15/2018$4,008,770
FANNIE MAE POOL 2.509% 05/01/2042$3,379,821
UNITED STATES TREASURY NOTE/BOND .875% 11/15/2017$3,105,146
SYNCHRONY CREDIT CARD MASTER NOTE TRUST 1.6% 04/15/2021$2,669,242
CHASE ISSUANCE TRUST 1.15% 01/15/2019$2,505,304
HERTZ FLEET LEASE FUNDING LP .741% 12/10/2027$2,316,608
CABELA'S CREDIT CARD MASTER NOTE TRUST 1.63% 02/18/2020$2,219,748
PORSCHE INNOVATIVE LEASE OWNER TRUST 2014-1 1.03% 11/20/2017$2,077,467
UNITED STATES TREASURY NOTE/BOND 1% 08/15/2018$1,894,763
ACTAVIS FUNDING SCS 2.35% 03/12/2018$1,598,128
KROGER CO/THE .818% 10/17/2016$1,529,809
GENERAL MOTORS FINANCIAL CO INC 2.4% 04/10/2018$1,519,708
GE CAPITAL INTERNATIONAL FUNDING CO 0.964% 04/15/2016$1,515,747
FORD MOTOR CREDIT CO LLC 1.684% 09/08/2017$1,484,630
SOUTHERN CALIFORNIA EDISON CO 1.845% 02/01/2022$1,456,113
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.399% 07/25/2024$1,422,064
CITIGROUP INC 1.55% 08/14/2017$1,414,908
PORSCHE INNOVATIVE LEASE OWNER TRUST 201 1.19% 07/23/2018$1,391,485
CENTERPOINT ENERGY TRANSITION BOND CO IV .901% 04/15/2018$1,390,263
BECTON DICKINSON AND CO 1.45% 05/15/2017$1,388,913
NEWELL RUBBERMAID INC 2.15% 10/15/2018$1,366,474
HYUNDAI CAPITAL AMERICA 4% 06/08/2017$1,336,362
CARMAX AUTO OWNER TRUST 2015-2 1.37% 03/16/2020$1,320,351
AMGEN INC 1.25% 05/22/2017$1,316,039
ST JUDE MEDICAL INC 2% 09/15/2018$1,308,861
PRINCIPAL LIFE GLOBAL FUNDING II 0.938363% 12/01/2017$1,299,994
NSTAR ELECTRIC CO .56% 05/17/2016$1,298,967
NBCUNIVERSAL ENTERPRISE INC .974% 04/15/2018$1,298,903
CARDINAL HEALTH INC 1.95% 06/15/2018$1,297,027
HSBC USA INC 1.625% 01/16/2018$1,297,017
WACHOVIA CORP 0.6905% 10/15/2016$1,296,634
MIZUHO BANK LTD 1.2431% 03/26/2018$1,296,473
DIRECTV HOLDINGS LLC / DIRECTV FINANCING 2.4% 03/15/2017$1,293,247
PRUDENTIAL FINANCIAL INC 1.1% 08/15/2018$1,247,230
INVITATION HOMES 2014-SFR1 TRUST 1.198% 06/17/2031$1,245,959
UNITED STATES TREASURY NOTE/BOND 0.875% 11/30/2017$1,232,354
BB&T CORP .96% 02/01/2019$1,231,759
CITIBANK CREDIT CARD ISSUANCE TRUST 1.02% 02/22/2019$1,229,100
MORGAN STANLEY 1.435% 01/27/2020$1,190,509
CREDIT AGRICOLE SA/LONDON 1.089% 04/15/2019$1,187,807
UNITED STATES TREASURY NOTE/BOND .5% 01/31/2017$1,173,394
CELGENE CORP 2.125% 08/15/2018$1,163,615
MMAF EQUIPMENT FINANCE LLC 2015-A 1.39% 10/16/2019$1,158,085
STANLEY BLACK & DECKER INC 2.451% 11/17/2018$1,155,145
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.799% 01/25/2024$1,087,130
HYUNDAI AUTO LEASE SECURITIZATION TRUST .75% 04/17/2017$1,071,350
SYNCHRONY FINANCIAL 1.875% 08/15/2017$1,061,319
INVITATION HOMES 2015-SFR3 TRUST 1.621% 08/17/2032$1,061,313
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.149% 05/25/2024$1,035,627
HEWLETT PACKARD ENTERPRISE CO 2.45% 10/05/2017$1,007,303
SUNTRUST BANK/ATLANTA GA .761% 02/15/2017$1,005,499
FIFTH THIRD BANK/CINCINNATI OH 1.2796% 08/20/2018$1,000,745
RELIANCE STANDARD LIFE GLOBAL FUNDING II 2.15% 10/15/2018$999,511
SHELL INTERNATIONAL FINANCE BV 1.625% 11/10/2018$981,557
GOLDMAN SACHS GROUP INC/THE 3.625% 02/07/2016$975,286
ABBVIE INC 1.8% 05/14/2018$972,700
INVITATION HOMES 2015-SFR2 TRUST 1.547% 06/17/2032$961,927
HEWLETT PACKARD ENTERPRISE CO 2.85% 10/05/2018$945,201
VERIZON COMMUNICATIONS INC 1.35% 06/09/2017$944,201
QUALCOMM INC 1.4% 05/18/2018$935,945
PENSKE TRUCK LEASING CO LP / PTL FINANCE 3.75% 05/11/2017$917,655
ZIMMER BIOMET HOLDINGS INC 2% 04/01/2018$917,571
DISCOVER BANK/GREENWOOD DE 2.6% 11/13/2018$911,881
MACQUARIE BANK LTD 1.6% 10/27/2017$905,305
JP MORGAN CHASE COMMERCIAL MORTGAGE SECU 1.438% 01/15/2032$901,441
ASHLAND INC 3.875% 04/15/2018$900,156
WISCONSIN PUBLIC SERVICE CORP 1.65% 12/04/2018$899,417
CHEVRON CORP 1.344% 11/09/2017$883,057
COLONY AMERICAN HOMES 2015-1 1.398% 07/17/2032$865,545
CVS HEALTH CORP 1.9% 07/20/2018$853,980
BANK OF TOKYO-MITSUBISHI UFJ LTD/THE 1.45% 09/08/2017$842,035
KRAFT HEINZ FOODS CO 2% 07/02/2018$829,762
CAPITAL AUTO RECEIVABLES ASSET TRUST 201 1.39% 09/20/2018$829,556
VERIZON COMMUNICATIONS INC 2.036% 09/14/2018$818,034
BANK OF AMERICA CORP .85% 05/02/2017$799,313
EUROPEAN INVESTMENT BANK 1.125% 12/15/2016$767,608
INVITATION HOMES 2014-SFR2 TRUST 1.298% 09/17/2031$757,549
RYDER SYSTEM INC 2.5% 03/01/2017$729,767
ANHEUSER-BUSCH INBEV FINANCE INC 1.9% 02/01/2019$671,526
SUNTRUST BANK/ATLANTA GA 1.35% 02/15/2017$669,699
REYNOLDS AMERICAN INC 2.3% 06/12/2018$666,717
MORGAN STANLEY 6.625% 04/01/2018$661,164
BANK OF NEW YORK MELLON CORP/THE .86% 08/01/2018$650,079
IMPERIAL TOBACCO FINANCE PLC 2.05% 02/11/2018$649,739
SANTANDER BANK NA 2% 01/12/2018$645,118
ARDAGH PACKAGING FINANCE PLC / ARDAGH HO 3.286% 12/15/2019$642,363
JPMORGAN CHASE & CO 1.35% 02/15/2017$640,035
BANK OF AMERICA CORP 1.7% 08/25/2017$634,950
GOLDMAN SACHS GROUP INC/THE 1.42% 11/15/2018$634,669
JPMORGAN CHASE & CO 1.195% 01/25/2018$627,593
FORD MOTOR CREDIT CO LLC 4.25% 02/03/2017$612,768
BECTON DICKINSON AND CO .736% 06/15/2016$609,965
GEORGIA POWER CO 0.7616% 08/15/2016$604,843
ALLY MASTER OWNER TRUST .648% 04/15/2018$599,977
TIAA ASSET MANAGEMENT FINANCE CO LLC 2.95% 11/01/2019$598,237
CNH INDUSTRIAL CAPITAL LLC 3.875% 07/16/2018$593,225
MORGAN STANLEY 2.45% 02/01/2019$592,550
METROPOLITAN LIFE GLOBAL FUNDING I 1.95% 12/03/2018$591,699
BANK OF AMERICA CORP 1.351% 03/22/2018$590,663
GLENCORE FINANCE CANADA LTD 2.7% 10/25/2017$574,601
BANK OF AMERICA NA 2.05% 12/07/2018$565,664
FIFTH THIRD BANCORP 5.45% 01/15/2017$559,117
INTERNATIONAL LEASE FINANCE CORP 2.236% 06/15/2016$557,200
AIRCASTLE LTD 6.75% 04/15/2017$557,069
HILTON USA TRUST 2013-HLF 1.19% 11/05/2030$552,681
BERKSHIRE HATHAWAY ENERGY CO 5.75% 04/01/2018$541,753
CATERPILLAR FINANCIAL SERVICES CORP 1% 03/03/2017$540,212
CITIGROUP INC 1.074% 04/01/2016$540,053
CATERPILLAR FINANCIAL SERVICES CORP 1.25% 08/18/2017$539,876
DOMINION RESOURCES INC/VA 1.25% 03/15/2017$538,249
ABBVIE INC 1.75% 11/06/2017$519,556
GOLDMAN SACHS GROUP INC/THE 5.625% 01/15/2017$507,674
KROGER CO/THE 2.2% 01/15/2017$504,648
ALLY MASTER OWNER TRUST .648% 02/15/2018$500,041
KUBOTA CREDIT OWNER TRUST 2015-1 .94% 12/15/2017$497,737
ANTHEM INC 2.375% 02/15/2017$469,420
CHRYSLER CAPITAL AUTO RECEIVABLES TRUST .83% 09/17/2018$469,103
WHIRLPOOL CORP 1.35% 03/01/2017$463,546
COLONY AMERICAN HOMES 2014-2 1.137% 07/17/2031$462,396
MOBILE MINI INC 7.875% 12/01/2020$440,750
NCUA GUARANTEED NOTES TRUST 2010-A1 .543% 12/07/2020$438,910
EXPRESS SCRIPTS HOLDING CO 1.25% 06/02/2017$433,027
INTERNATIONAL LEASE FINANCE CORP 3.875% 04/15/2018$431,738
CSMC TRUST 2013-IVR2 1.55% 04/25/2043$422,650
LIBERTY PROPERTY LP 6.625% 10/01/2017$411,592
MANUFACTURERS & TRADERS TRUST CO 1.4% 07/25/2017$409,225
CITIGROUP INC 2.05% 12/07/2018$407,750
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 1.5716% 05/25/2028$402,447
VERIZON COMMUNICATIONS INC 1.816% 09/15/2016$402,416
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.199% 10/25/2023$401,516
FIFTH THIRD BANK/CINCINNATI OH 1.15% 11/18/2016$400,013
AES CORP/VA 3.283% 06/01/2019$398,825
ALLY FINANCIAL INC 3.25% 09/29/2017$396,000
CIT GROUP INC 5.25% 03/15/2018$388,358
CAPITAL ONE NA/MCLEAN VA 1.65% 02/05/2018$387,269
SABINE PASS LNG LP 7.5% 11/30/2016$382,488
INVITATION HOMES 2013-SFR1 TRUST 1.4% 12/17/2030$381,059
HEALTH CARE REIT INC 3.625% 03/15/2016$376,019
REGIONS FINANCIAL CORP 2% 05/15/2018$368,078
TALEN ENERGY SUPPLY LLC 4.625% 07/15/2019$365,750
PEPSICO INC 1.25% 04/30/2018$365,548
MISSOURI HIGHER EDUCATION LOAN AUTHORITY 1.029% 01/26/2026$360,644
CAPITAL ONE NA/MCLEAN VA 1.5% 09/05/2017$358,270
ALLY FINANCIAL INC 3.5% 01/27/2019$357,244
L-3 COMMUNICATIONS CORP 1.5% 05/28/2017$357,210
WINDSTREAM SERVICES LLC 7.875% 11/01/2017$357,000
GLENCORE FUNDING LLC 1.649% 01/15/2019$356,371
HUNTINGTON NATIONAL BANK/THE 2.2% 11/06/2018$350,826
SEAGATE HDD CAYMAN 3.75% 11/15/2018$348,042
KEYBANK NA/CLEVELAND OH .819% 11/25/2016$344,824
NCUA GUARANTEED NOTES TRUST 2010-R1 .641% 10/07/2020$342,135
WPX ENERGY INC 5.25% 01/15/2017$341,688
PACCAR FINANCIAL CORP 1.45% 03/09/2018$324,532
FIFTH THIRD BANK/CINCINNATI OH .834% 11/18/2016$315,112
CREDIT SUISSE AG/NEW YORK NY 1.0029% 04/27/2018$313,682
SEQUOIA MORTGAGE TRUST 2013-4 1.55% 04/25/2043$311,585
GENERAL MOTORS FINANCIAL CO INC 3% 09/25/2017$311,396
IMPERIAL TOBACCO FINANCE PLC 2.05% 07/20/2018$310,562
ACTAVIS FUNDING SCS 1.543% 03/12/2020$310,249
CONOCOPHILLIPS CO 1.5% 05/15/2018$303,837
TENCENT HOLDINGS LTD 2% 05/02/2017$301,170
KOREA EXPRESSWAY CORP 1.625% 04/28/2017$300,057
BARCLAYS BANK PLC .901% 02/17/2017$299,904
ABBEY NATIONAL TREASURY SERVICES PLC/LON .796% 03/13/2017$299,628
ACTAVIS FUNDING SCS 1.3% 06/15/2017$298,762
CAMERON INTERNATIONAL CORP 1.15% 12/15/2016$297,751
COLONY AMERICAN HOMES 2014-1 1.4% 05/17/2031$294,175
AMERICAN HOMES 4 RENT 2014-SFR1 1.25% 06/17/2031$286,724
WANT WANT CHINA FINANCE LTD 1.875% 05/14/2018$286,322
FORD MOTOR CREDIT CO LLC 3% 06/12/2017$282,401
TENET HEALTHCARE CORP 6.25% 11/01/2018$276,250
FREDDIE MAC STRUCTURED AGENCY CREDIT RIS 1.649% 11/25/2023$263,258
HUNTINGTON NATIONAL BANK/THE 1.3% 11/20/2016$260,261
XCEL ENERGY INC .75% 05/09/2016$254,773
CITIZENS BANK NA/PROVIDENCE RI 2.3% 12/03/2018$251,134
DISH DBS CORP 4.625% 07/15/2017$250,513
PNC BANK NA 1.15% 11/01/2016$250,177
CITIGROUP INC 1.85% 11/24/2017$249,977
KEYBANK NA/CLEVELAND OH 1.1% 11/25/2016$249,939
HUNTINGTON NATIONAL BANK/THE 1.375% 04/24/2017$249,418
HUNTINGTON NATIONAL BANK/THE .718% 04/24/2017$248,912
COMPASS BANK 1.85% 09/29/2017$248,769
ASTORIA FINANCIAL CORP 5% 06/19/2017$248,035
CALIFORNIA EARTHQUAKE AUTHORITY 1.824% 07/01/2017$241,855
GOLDMAN SACHS GROUP INC/THE 1.497% 04/30/2018$240,921
WEA FINANCE LLC / WESTFIELD UK & EUROPE 1.75% 09/15/2017$238,818
PENSKE TRUCK LEASING CO LP / PTL FINANCE 2.5% 03/15/2016$230,045
SPRINGLEAF MORTGAGE LOAN TRUST 2013-1 1.27% 06/25/2058$220,526
AUTOZONE INC 1.3% 01/13/2017$220,143
SEQUOIA MORTGAGE TRUST 2013-1 1.45% 02/25/2043$220,110
SHELL INTERNATIONAL FINANCE BV 1.25% 11/10/2017$219,577
BAXALTA INC 1.061% 06/22/2018$219,514
FREDDIE MAC STRUCTURED AGENCY CREDIT RIS 1.249% 03/25/2025$218,202
GSAMP TRUST 2004-SEA2 .849% 03/25/2034$212,626
VENTAS REALTY LP 1.55% 09/26/2016$211,395
MURPHY OIL CORP 2.5% 12/01/2017$210,100
WALGREENS BOOTS ALLIANCE INC .774% 05/18/2016$209,832
JACKSON NATIONAL LIFE GLOBAL FUNDING 1.25% 02/21/2017$204,969
JOHN DEERE CAPITAL CORP .576% 10/11/2016$200,104
MCKESSON CORP 1.292% 03/10/2017$200,078
DUKE ENERGY CORP .664% 04/03/2017$198,870
ALIBABA GROUP HOLDING LTD 1.625% 11/28/2017$198,846
NABORS INDUSTRIES INC 2.35% 09/15/2016$197,268
TSMC GLOBAL LTD 1.625% 04/03/2018$196,873
THERMO FISHER SCIENTIFIC INC 2.15% 12/14/2018$190,732
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.149% 05/25/2024$189,535
TECO FINANCE INC .883% 04/10/2018$187,264
HESS CORP 1.3% 06/15/2017$174,686
CHEVRON CORP 1.79% 11/16/2018$169,985
WHIRLPOOL CORP 1.65% 11/01/2017$169,637
AVIS BUDGET CAR RENTAL LLC / AVIS BUDGET 4.875% 11/15/2017$167,888
AMPHENOL CORP 1.55% 09/15/2017$159,708
FREEPORT-MCMORAN INC 2.3% 11/14/2017$159,563
CAMERON INTERNATIONAL CORP 1.4% 06/15/2017$158,017
SBA COMMUNICATIONS CORP 5.625% 10/01/2019$156,563
SPRINGLEAF MORTGAGE LOAN TRUST 2013-2 1.78% 12/25/2065$154,207
IAC/INTERACTIVECORP 4.875% 11/30/2018$152,250
FIDELITY NATIONAL INFORMATION SERVICES I 2% 04/15/2018$148,208
AUTODESK INC 1.95% 12/15/2017$148,117
PACCAR FINANCIAL CORP 1.1% 06/06/2017$140,134
SYNCHRONY FINANCIAL 1.53% 02/03/2020$137,680
CC HOLDINGS GS V LLC / CROWN CASTLE GS I 2.381% 12/15/2017$130,664
PACCAR FINANCIAL CORP .879% 12/06/2018$130,301
CAPITAL AUTO RECEIVABLES ASSET TRUST / A 1.74% 10/22/2018$120,088
CAPITAL AUTO RECEIVABLES ASSET TRUST / A 1.29% 04/20/2018$119,873
WALGREENS BOOTS ALLIANCE INC 1.75% 11/17/2017$119,750
VENTAS REALTY LP 1.25% 04/17/2017$119,345
VERIZON COMMUNICATIONS INC 1.053% 06/17/2019$119,022
BAXALTA INC 2% 06/22/2018$118,601
AT&T INC 5.5% 02/01/2018$117,824
COCA-COLA CO/THE 0.875% 10/27/2017$115,863
NELNET STUDENT LOAN TRUST 2014-2 .479% 06/25/2021$113,612
PENSKE TRUCK LEASING CO LP / PTL FINANCE 2.5% 06/15/2019$108,765
KINDER MORGAN INC/DE 2% 12/01/2017$106,146
KINDER MORGAN INC/DE 3.05% 12/01/2019$101,911
WM WRIGLEY JR CO 2% 10/20/2017$100,350
WM WRIGLEY JR CO 1.4% 10/21/2016$100,049
UNITED STATES TREASURY NOTE/BOND .75% 10/31/2017$99,961
GREATAMERICA LEASING RECEIVABLES FUNDING 1.83% 06/17/2019$99,950
GATX CORP 1.25% 03/04/2017$99,191
SEQUOIA MORTGAGE TRUST 2012-2 3.5% 04/25/2042$89,044
LOCKHEED MARTIN CORP 1.85% 11/23/2018$70,606
SOUTHERN POWER CO 1.85% 12/01/2017$70,168
JOHNSON CONTROLS INC 1.4% 11/02/2017$69,590
FIDELITY NATIONAL INFORMATION SERVICES I 1.45% 06/05/2017$69,365
FREEPORT-MCMORAN INC 2.15% 03/01/2017$67,200
TRANSALTA CORP 1.9% 06/03/2017$43,164
SLM STUDENT LOAN TRUST 2014-1 .479% 05/28/2019$27,567
 
Short-Term/Cash
Holding NameMarket Value
FIDELITY INSTITUTIONAL MONEY MARKET$11,602,328
 
Other
Holding NameMarket Value
USD$28,669,838
USD$283,449
CANADIAN DOLLAR$23
RUSSELL 2000 MINI EQUITY INDEX MAR18 RTAH6$-21,642,421
All Holdings As of Dec 31, 2015
Equity
Holding NameMarket Value
GLOBUS MEDICAL INC$3,471,380
AMERIS BANCORP$2,702,171
PATTERN ENERGY GROUP INC$2,503,241
INSULET CORP$2,470,884
ALLSCRIPTS HEALTHCARE SOLUTIONS INC$2,369,750
FIRST SOLAR INC$2,260,158
GRAPHIC PACKAGING HOLDING CO$2,229,213
DREAMWORKS ANIMATION SKG INC$2,152,568
VONAGE HOLDINGS CORP$2,150,893
GREENCORE GROUP PLC$2,061,035
RSP PERMIAN INC$2,037,736
SOVRAN SELF STORAGE INC$1,987,381
SUNPOWER CORP$1,983,661
SURGICAL CARE AFFILIATES INC$1,951,486
ATRICURE INC$1,871,496
JOHN BEAN TECHNOLOGIES CORP$1,864,639
ASSURED GUARANTY LTD$1,853,800
CLEAN HARBORS INC$1,838,848
WELLCARE HEALTH PLANS INC$1,740,173
ASSOCIATED BANC-CORP$1,718,813
NATIONAL CINEMEDIA INC$1,713,018
CONVERGYS CORP$1,694,262
STERLING BANCORP/DE$1,693,368
CARDTRONICS INC$1,672,405
HEICO CORP$1,655,580
STEWART INFORMATION SERVICES CORP$1,642,856
ENTEGRIS INC$1,641,499
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC$1,634,877
LIFEPOINT HOSPITALS INC$1,633,884
CHEESECAKE FACTORY INC/THE$1,623,072
KENNEDY-WILSON HOLDINGS INC$1,621,066
NEW YORK TIMES CO/THE$1,619,526
BLOOMIN' BRANDS INC$1,615,866
CURTISS-WRIGHT CORP$1,610,435
HUBSPOT INC$1,609,903
DEMANDWARE INC$1,605,608
TELEDYNE TECHNOLOGIES INC$1,604,583
DSW INC$1,603,631
KAPSTONE PAPER AND PACKAGING CORP$1,583,333
HORACE MANN EDUCATORS CORP$1,578,704
TENNECO INC$1,554,054
CROCS INC$1,551,790
WATTS WATER TECHNOLOGIES INC$1,538,280
REDWOOD TRUST INC$1,516,680
CINEMARK HOLDINGS INC$1,509,030
GREAT WESTERN BANCORP INC$1,502,365
MASONITE INTERNATIONAL CORP$1,500,135
FCB FINANCIAL HOLDINGS INC$1,494,948
GATX CORP$1,493,931
AIRCASTLE LTD$1,493,426
PS BUSINESS PARKS INC$1,486,310
HSN INC$1,479,057
MITEL NETWORKS CORP$1,474,550
PERFICIENT INC$1,471,875
TIVO INC$1,470,984
HAVERTY FURNITURE COS INC$1,469,712
ARMSTRONG WORLD INDUSTRIES INC$1,467,933
TEXAS CAPITAL BANCSHARES INC$1,457,396
THERAPEUTICSMD INC$1,446,615
MFA FINANCIAL INC$1,440,516
KINDRED HEALTHCARE INC$1,436,465
TUMI HOLDINGS INC$1,433,340
SOUTH STATE CORP$1,425,330
BOISE CASCADE CO$1,412,064
PATTERSON-UTI ENERGY INC$1,409,075
IRONWOOD PHARMACEUTICALS INC$1,396,595
FORUM ENERGY TECHNOLOGIES INC$1,396,143
SANDERSON FARMS INC$1,382,182
WSFS FINANCIAL CORP$1,380,866
CADENCE DESIGN SYSTEMS INC$1,377,830
BLUE HILLS BANCORP INC$1,369,954
ENSIGN GROUP INC/THE$1,363,593
EPLUS INC$1,363,461
METHANEX CORP$1,347,138
LA-Z-BOY INC$1,345,298
SHOE CARNIVAL INC$1,295,975
CIENA CORP$1,290,022
NEW HOME CO INC/THE$1,284,310
KEMPHARM INC$1,284,167
WEX INC$1,281,800
MINERALS TECHNOLOGIES INC$1,277,201
FLUSHING FINANCIAL CORP$1,270,614
ROGERS CORP$1,269,138
SWIFT TRANSPORTATION CO$1,264,115
ARBOR REALTY TRUST INC$1,262,232
EVERI HOLDINGS INC$1,259,974
CONNECTONE BANCORP INC$1,244,941
CHICO'S FAS INC$1,240,174
PACWEST BANCORP$1,231,798
ACADIA HEALTHCARE CO INC$1,229,837
WILLIAM LYON HOMES$1,228,293
CALLON PETROLEUM CO$1,210,051
DEL FRISCO'S RESTAURANT GROUP INC$1,199,321
PARK-OHIO HOLDINGS CORP$1,198,182
ARMADA HOFFLER PROPERTIES INC$1,196,921
JAMES RIVER GROUP HOLDINGS LTD$1,193,286
FABRINET$1,193,120
TREVENA INC$1,192,559
ALBANY MOLECULAR RESEARCH INC$1,189,491
TANGOE INC$1,185,364
REGIONAL MANAGEMENT CORP$1,183,594
ANIKA THERAPEUTICS INC$1,178,724
CARETRUST REIT INC$1,178,669
HERITAGE FINANCIAL CORP/WA$1,176,332
NEWPORT CORP$1,174,031
SPARK ENERGY INC$1,172,213
CEPHEID INC$1,164,942
CAI INTERNATIONAL INC$1,148,949
EXLSERVICE HOLDINGS INC$1,144,187
EXAR CORP$1,133,676
VERINT SYSTEMS INC$1,130,407
RED ROBIN GOURMET BURGERS INC$1,128,484
BANK OF MARIN BANCORP$1,127,114
MARKETAXESS HOLDINGS INC$1,120,364
HERCULES TECHNOLOGY GROWTH CAPITAL INC$1,117,823
CALAMP CORP$1,116,658
HILLTOP HOLDINGS INC$1,112,069
LINDBLAD EXPEDITIONS HOLDINGS INC$1,107,778
RADWARE LTD$1,107,349
FRESHPET INC$1,095,210
EASTERLY GOVERNMENT PROPERTIES INC$1,085,312
CONSTANT CONTACT INC$1,074,804
MGIC INVESTMENT CORP$1,067,194
MONOLITHIC POWER SYSTEMS INC$1,067,143
SOLAR CAPITAL LTD$1,064,598
DIAMONDBACK ENERGY INC$1,059,027
ACETO CORP$1,058,183
SILVER SPRING NETWORKS INC$1,054,884
ALAMO GROUP INC$1,054,817
INSTEEL INDUSTRIES INC$1,048,845
NN INC$1,043,783
HFF INC$1,041,684
EMCOR GROUP INC$1,032,956
H&E EQUIPMENT SERVICES INC$1,028,925
ADVANCED DRAINAGE SYSTEMS INC$1,026,321
RUCKUS WIRELESS INC$1,026,125
STAG INDUSTRIAL INC$1,009,842
HUB GROUP INC$1,003,987
RUTH'S HOSPITALITY GROUP INC$1,003,342
APPLIED OPTOELECTRONICS INC$1,002,144
LUXFER HOLDINGS PLC$1,000,197
EVERBANK FINANCIAL CORP$992,662
TEXTAINER GROUP HOLDINGS LTD$984,737
DICERNA PHARMACEUTICALS INC$983,453
CECO ENVIRONMENTAL CORP$981,304
SUMMIT HOTEL PROPERTIES INC$980,641
ORION ENGINEERED CARBONS SA$977,634
CARA THERAPEUTICS INC$974,930
ALLETE INC$973,445
CELADON GROUP INC$970,545
M/I HOMES INC$950,013
BIO-TECHNE CORP$946,800
TESARO INC$907,752
ALARIS ROYALTY CORP$906,916
MEDICAL PROPERTIES TRUST INC$887,513
ULTRAGENYX PHARMACEUTICAL INC$886,222
LYDALL INC$885,191
STRATASYS LTD$882,144
HERITAGE-CRYSTAL CLEAN INC$880,998
ALTRA HOLDINGS INC$876,320
WISDOMTREE INVESTMENTS INC$874,160
SAPIENS INTERNATIONAL CORP NV$835,411
WESTWOOD HOLDINGS GROUP INC$828,075
MARCUS CORP$825,195
HURON CONSULTING GROUP INC$819,720
INPHI CORP$783,526
IMPERVA INC$781,245
STANDARD MOTOR PRODUCTS INC$755,711
MYERS INDUSTRIES INC$735,450
TEXTURA CORP$729,490
ARGO GROUP INTERNATIONAL HOLDINGS LTD$727,654
IMAX CORP$718,619
GLADSTONE COMMERCIAL CORP$708,155
PEBBLEBROOK HOTEL TRUST$699,183
PHIBRO ANIMAL HEALTH CORP$694,527
DESTINATION MATERNITY CORP$678,765
ENDOCHOICE HOLDINGS INC$668,434
MARCHEX INC$662,899
EHEALTH INC$645,107
ON SEMICONDUCTOR CORP$628,670
SYNERGY RESOURCES CORP$625,164
ASPEN AEROGELS INC$613,689
ASTRONICS CORP$603,409
ARENA PHARMACEUTICALS INC$585,276
ABRAXAS PETROLEUM CORP$546,848
PTC THERAPEUTICS INC$518,400
FRANKLIN COVEY CO$496,893
TITAN INTERNATIONAL INC$488,347
CONTROL4 CORP$484,255
ZIX CORP$414,294
ASTRONICS CORP$412,514
PARKERVISION INC$374,818
NEW GOLD INC$282,353
SPEED COMMERCE INC$20,724
 
Fixed Income
Holding NameMarket Value
UNITED STATES TREASURY NOTE/BOND 1% 02/15/2018$19,939,840
UNITED STATES TREASURY NOTE/BOND 1% 09/15/2018$10,916,910
UNITED STATES TREASURY NOTE/BOND .625% 07/31/2017$9,577,526
UNITED STATES TREASURY NOTE/BOND .625% 12/15/2016$8,987,517
UNITED STATES TREASURY NOTE/BOND .5% 01/31/2017$7,448,576
UNITED STATES TREASURY NOTE/BOND 1% 12/31/2017$6,457,423
UNITED STATES TREASURY NOTE/BOND .875% 01/15/2018$6,436,463
UNITED STATES TREASURY NOTE/BOND .625% 08/31/2017$4,670,531
FEDERAL HOME LOAN MORTGAGE CORP 1% 12/15/2017$4,080,233
UNITED STATES TREASURY NOTE/BOND 1.25% 12/15/2018$3,848,091
FANNIE MAE POOL 2.509% 05/01/2042$3,507,025
UNITED STATES TREASURY NOTE/BOND .875% 11/15/2017$3,488,380
SYNCHRONY CREDIT CARD MASTER NOTE TRUST 1.6% 04/15/2021$2,647,481
HERTZ FLEET LEASE FUNDING LP .741% 12/10/2027$2,503,355
CHASE ISSUANCE TRUST 1.15% 01/15/2019$2,498,646
CABELA'S CREDIT CARD MASTER NOTE TRUST 1.63% 02/18/2020$2,215,075
PORSCHE INNOVATIVE LEASE OWNER TRUST 2014-1 1.03% 11/20/2017$2,075,604
UNITED STATES TREASURY NOTE/BOND 1% 08/15/2018$1,878,040
ACTAVIS FUNDING SCS 2.35% 03/12/2018$1,592,499
KROGER CO/THE .818% 10/17/2016$1,529,321
GENERAL MOTORS FINANCIAL CO INC 2.4% 04/10/2018$1,528,300
GE CAPITAL INTERNATIONAL FUNDING CO 0.964% 04/15/2016$1,515,747
FORD MOTOR CREDIT CO LLC 1.684% 09/08/2017$1,482,446
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.399% 07/25/2024$1,468,455
SOUTHERN CALIFORNIA EDISON CO 1.845% 02/01/2022$1,440,413
CITIGROUP INC 1.55% 08/14/2017$1,410,138
CENTERPOINT ENERGY TRANSITION BOND CO IV .901% 04/15/2018$1,388,490
PORSCHE INNOVATIVE LEASE OWNER TRUST 201 1.19% 07/23/2018$1,384,614
BECTON DICKINSON AND CO 1.45% 05/15/2017$1,384,590
MANUFACTURERS & TRADERS TRUST CO 0.6969% 01/30/2017$1,363,365
NEWELL RUBBERMAID INC 2.15% 10/15/2018$1,355,773
HSBC BANK PLC .961% 05/15/2018$1,345,591
HYUNDAI CAPITAL AMERICA 4% 06/08/2017$1,334,056
AMGEN INC 1.25% 05/22/2017$1,315,484
CARMAX AUTO OWNER TRUST 2015-2 1.37% 03/16/2020$1,311,144
PRINCIPAL LIFE GLOBAL FUNDING II 0.938363% 12/01/2017$1,299,909
NBCUNIVERSAL ENTERPRISE INC .974% 04/15/2018$1,298,558
ST JUDE MEDICAL INC 2% 09/15/2018$1,298,435
NSTAR ELECTRIC CO .56% 05/17/2016$1,298,387
WACHOVIA CORP 0.6905% 10/15/2016$1,297,847
BANK OF NEW YORK MELLON CORP/THE .86% 08/01/2018$1,297,529
CARDINAL HEALTH INC 1.95% 06/15/2018$1,297,384
MIZUHO BANK LTD 1.2431% 03/26/2018$1,295,181
HSBC USA INC 1.625% 01/16/2018$1,293,946
DIRECTV HOLDINGS LLC / DIRECTV FINANCING 2.4% 03/15/2017$1,290,678
DEL CORONADO TRUST 2013-DEL .998% 03/15/2026$1,275,807
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/NEW YORK NY 2% 11/16/2018$1,268,322
AT&T INC 1.237% 11/27/2018$1,251,974
PRUDENTIAL FINANCIAL INC 1.1% 08/15/2018$1,250,323
INVITATION HOMES 2014-SFR1 TRUST 1.198% 06/17/2031$1,245,518
HYUNDAI AUTO LEASE SECURITIZATION TRUST .75% 04/17/2017$1,240,547
BB&T CORP .96% 02/01/2019$1,235,137
UNITED STATES TREASURY NOTE/BOND 0.875% 11/30/2017$1,226,541
CITIBANK CREDIT CARD ISSUANCE TRUST 1.02% 02/22/2019$1,225,371
MORGAN STANLEY 1.435% 01/27/2020$1,203,740
CISCO SYSTEMS INC .596% 06/15/2018$1,198,204
CREDIT AGRICOLE SA/LONDON 1.089% 04/15/2019$1,184,176
CELGENE CORP 2.125% 08/15/2018$1,160,989
MMAF EQUIPMENT FINANCE LLC 2015-A 1.39% 10/16/2019$1,151,760
STANLEY BLACK & DECKER INC 2.451% 11/17/2018$1,145,236
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.799% 01/25/2024$1,110,103
SYNCHRONY FINANCIAL 1.875% 08/15/2017$1,060,536
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.149% 05/25/2024$1,059,864
INVITATION HOMES 2015-SFR3 TRUST 1.621% 08/17/2032$1,056,182
SUNTRUST BANK/ATLANTA GA .761% 02/15/2017$1,006,651
HEWLETT PACKARD ENTERPRISE CO 2.45% 10/05/2017$1,004,575
FIFTH THIRD BANK/CINCINNATI OH 1.2796% 08/20/2018$1,002,096
RELIANCE STANDARD LIFE GLOBAL FUNDING II 2.15% 10/15/2018$994,491
SHELL INTERNATIONAL FINANCE BV 1.625% 11/10/2018$990,197
GOLDMAN SACHS GROUP INC/THE 3.625% 02/07/2016$977,493
ABBVIE INC 1.8% 05/14/2018$971,068
INVITATION HOMES 2015-SFR2 TRUST 1.547% 06/17/2032$967,839
HEWLETT PACKARD ENTERPRISE CO 2.85% 10/05/2018$945,093
VERIZON COMMUNICATIONS INC 1.35% 06/09/2017$942,603
QUALCOMM INC 1.4% 05/18/2018$932,285
PENSKE TRUCK LEASING CO LP / PTL FINANCE 3.75% 05/11/2017$918,468
ZIMMER BIOMET HOLDINGS INC 2% 04/01/2018$914,829
DISCOVER BANK/GREENWOOD DE 2.6% 11/13/2018$909,894
JP MORGAN CHASE COMMERCIAL MORTGAGE SECU 1.438% 01/15/2032$907,293
MACQUARIE BANK LTD 1.6% 10/27/2017$903,763
ASHLAND INC 3.875% 04/15/2018$895,781
WISCONSIN PUBLIC SERVICE CORP 1.65% 12/04/2018$894,648
CHEVRON CORP 1.344% 11/09/2017$883,260
COLONY AMERICAN HOMES 2015-1 1.398% 07/17/2032$870,929
CVS HEALTH CORP 1.9% 07/20/2018$850,017
BANK OF TOKYO-MITSUBISHI UFJ LTD/THE 1.45% 09/08/2017$839,797
CAPITAL AUTO RECEIVABLES ASSET TRUST 201 1.39% 09/20/2018$826,682
KRAFT HEINZ FOODS CO 2% 07/02/2018$826,581
VERIZON COMMUNICATIONS INC 2.036% 09/14/2018$819,683
JPMORGAN CHASE & CO .84% 02/15/2017$799,697
BANK OF AMERICA CORP .85% 05/02/2017$797,483
AMERICAN EXPRESS CO .919% 05/22/2018$795,510
EUROPEAN INVESTMENT BANK 1.125% 12/15/2016$765,975
INVITATION HOMES 2014-SFR2 TRUST 1.298% 09/17/2031$757,515
RYDER SYSTEM INC 2.5% 03/01/2017$730,039
METROPOLITAN LIFE GLOBAL FUNDING I .663% 04/10/2017$690,792
MORGAN STANLEY 1.034% 07/23/2019$684,530
SUNTRUST BANK/ATLANTA GA 1.35% 02/15/2017$668,763
REYNOLDS AMERICAN INC 2.3% 06/12/2018$664,537
MORGAN STANLEY 6.625% 04/01/2018$663,749
ARDAGH PACKAGING FINANCE PLC / ARDAGH HO 3.286% 12/15/2019$656,600
IMPERIAL TOBACCO FINANCE PLC 2.05% 02/11/2018$647,388
SANTANDER BANK NA 2% 01/12/2018$645,536
JPMORGAN CHASE & CO 1.35% 02/15/2017$638,815
GOLDMAN SACHS GROUP INC/THE 1.42% 11/15/2018$638,023
BANK OF AMERICA CORP 1.7% 08/25/2017$633,439
JPMORGAN CHASE & CO 1.195% 01/25/2018$628,607
FORD MOTOR CREDIT CO LLC 4.25% 02/03/2017$613,187
BECTON DICKINSON AND CO .736% 06/15/2016$609,782
GEORGIA POWER CO 0.7616% 08/15/2016$604,652
TIAA ASSET MANAGEMENT FINANCE CO LLC 2.95% 11/01/2019$601,736
AIR LEASE CORP 4.5% 01/15/2016$600,390
ALLY MASTER OWNER TRUST .648% 04/15/2018$599,744
JOHN DEERE CAPITAL CORP 0.5442% 03/01/2017$599,178
BANK OF AMERICA CORP 1.351% 03/22/2018$592,214
CNH INDUSTRIAL CAPITAL LLC 3.875% 07/16/2018$591,700
METROPOLITAN LIFE GLOBAL FUNDING I 1.95% 12/03/2018$588,812
GLENCORE FINANCE CANADA LTD 2.7% 10/25/2017$585,850
BANK OF AMERICA NA 2.05% 12/07/2018$563,611
INTERNATIONAL LEASE FINANCE CORP 2.236% 06/15/2016$560,000
FIFTH THIRD BANCORP 5.45% 01/15/2017$559,953
AIRCASTLE LTD 6.75% 04/15/2017$559,412
HILTON USA TRUST 2013-HLF 1.19% 11/05/2030$550,800
BERKSHIRE HATHAWAY ENERGY CO 5.75% 04/01/2018$540,452
CITIGROUP INC 1.074% 04/01/2016$539,960
CATERPILLAR FINANCIAL SERVICES CORP 1% 03/03/2017$538,745
CATERPILLAR FINANCIAL SERVICES CORP 1.25% 08/18/2017$538,193
KUBOTA CREDIT OWNER TRUST 2015-1 .94% 12/15/2017$537,113
DOMINION RESOURCES INC/VA 1.25% 03/15/2017$536,813
CHRYSLER CAPITAL AUTO RECEIVABLES TRUST .83% 09/17/2018$531,080
AMERICAN EXPRESS CREDIT CORP 0.722% 06/05/2017$527,434
ABBVIE INC 1.75% 11/06/2017$519,224
GOLDMAN SACHS GROUP INC/THE 5.625% 01/15/2017$509,078
KROGER CO/THE 2.2% 01/15/2017$504,661
ALLY MASTER OWNER TRUST .648% 02/15/2018$500,039
PEPSICO INC 1.25% 04/30/2018$498,346
ANTHEM INC 2.375% 02/15/2017$469,271
WHIRLPOOL CORP 1.35% 03/01/2017$462,408
COLONY AMERICAN HOMES 2014-2 1.137% 07/17/2031$461,854
NCUA GUARANTEED NOTES TRUST 2010-A1 .543% 12/07/2020$459,924
GLENCORE FUNDING LLC 1.649% 01/15/2019$455,370
MOBILE MINI INC 7.875% 12/01/2020$447,200
INTERNATIONAL LEASE FINANCE CORP 3.875% 04/15/2018$439,350
EXPRESS SCRIPTS HOLDING CO 1.25% 06/02/2017$432,250
CSMC TRUST 2013-IVR2 1.55% 04/25/2043$429,409
LIBERTY PROPERTY LP 6.625% 10/01/2017$413,339
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.199% 10/25/2023$411,953
MANUFACTURERS & TRADERS TRUST CO 1.4% 07/25/2017$408,212
CITIGROUP INC 2.05% 12/07/2018$408,121
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 1.5716% 05/25/2028$406,618
VERIZON COMMUNICATIONS INC 1.816% 09/15/2016$402,518
ALLY FINANCIAL INC 3.25% 09/29/2017$400,500
FIFTH THIRD BANK/CINCINNATI OH 1.15% 11/18/2016$399,601
AES CORP/VA 3.283% 06/01/2019$395,600
CIT GROUP INC 5.25% 03/15/2018$388,125
CAPITAL ONE NA/MCLEAN VA 1.65% 02/05/2018$386,338
INVITATION HOMES 2013-SFR1 TRUST 1.4% 12/17/2030$379,476
HEALTH CARE REIT INC 3.625% 03/15/2016$376,648
SABINE PASS LNG LP 7.5% 11/30/2016$370,000
REGIONS FINANCIAL CORP 2% 05/15/2018$367,596
ALLY FINANCIAL INC 3.5% 01/27/2019$360,894
MISSOURI HIGHER EDUCATION LOAN AUTHORITY 1.029% 01/26/2026$360,571
TALEN ENERGY SUPPLY LLC 4.625% 07/15/2019$358,625
CAPITAL ONE NA/MCLEAN VA 1.5% 09/05/2017$357,277
L-3 COMMUNICATIONS CORP 1.5% 05/28/2017$355,662
NCUA GUARANTEED NOTES TRUST 2010-R1 .641% 10/07/2020$349,779
WINDSTREAM SERVICES LLC 7.875% 11/01/2017$349,523
HUNTINGTON NATIONAL BANK/THE 2.2% 11/06/2018$349,271
SEAGATE HDD CAYMAN 3.75% 11/15/2018$347,608
KEYBANK NA/CLEVELAND OH .819% 11/25/2016$345,080
WPX ENERGY INC 5.25% 01/15/2017$333,700
PACCAR FINANCIAL CORP 1.45% 03/09/2018$323,045
SEQUOIA MORTGAGE TRUST 2013-4 1.55% 04/25/2043$315,519
FIFTH THIRD BANK/CINCINNATI OH .834% 11/18/2016$315,023
CREDIT SUISSE AG/NEW YORK NY 1.0029% 04/27/2018$313,684
ACTAVIS FUNDING SCS 1.543% 03/12/2020$311,420
GENERAL MOTORS FINANCIAL CO INC 3% 09/25/2017$311,318
CONOCOPHILLIPS CO 1.5% 05/15/2018$311,297
IMPERIAL TOBACCO FINANCE PLC 2.05% 07/20/2018$308,470
TENCENT HOLDINGS LTD 2% 05/02/2017$300,408
BARCLAYS BANK PLC .901% 02/17/2017$299,913
ABBEY NATIONAL TREASURY SERVICES PLC/LON .796% 03/13/2017$299,381
KOREA EXPRESSWAY CORP 1.625% 04/28/2017$299,149
ACTAVIS FUNDING SCS 1.3% 06/15/2017$297,253
CAMERON INTERNATIONAL CORP 1.15% 12/15/2016$297,085
COLONY AMERICAN HOMES 2014-1 1.4% 05/17/2031$291,814
AMERICAN HOMES 4 RENT 2014-SFR1 1.25% 06/17/2031$286,720
WANT WANT CHINA FINANCE LTD 1.875% 05/14/2018$284,638
FORD MOTOR CREDIT CO LLC 3% 06/12/2017$282,821
TENET HEALTHCARE CORP 6.25% 11/01/2018$274,950
FREDDIE MAC STRUCTURED AGENCY CREDIT RIS 1.649% 11/25/2023$272,669
SHELL INTERNATIONAL FINANCE BV 0.9214% 11/10/2018$269,664
HUNTINGTON NATIONAL BANK/THE 1.3% 11/20/2016$259,883
XCEL ENERGY INC .75% 05/09/2016$254,795
DISH DBS CORP 4.625% 07/15/2017$250,513
PNC BANK NA 1.15% 11/01/2016$250,055
CITIZENS BANK NA/PROVIDENCE RI 2.3% 12/03/2018$249,880
CITIGROUP INC 1.85% 11/24/2017$249,746
KEYBANK NA/CLEVELAND OH 1.1% 11/25/2016$249,694
HUNTINGTON NATIONAL BANK/THE .718% 04/24/2017$248,828
HUNTINGTON NATIONAL BANK/THE 1.375% 04/24/2017$248,571
ASTORIA FINANCIAL CORP 5% 06/19/2017$248,398
COMPASS BANK 1.85% 09/29/2017$247,968
CALIFORNIA EARTHQUAKE AUTHORITY 1.824% 07/01/2017$241,526
GOLDMAN SACHS GROUP INC/THE 1.497% 04/30/2018$241,227
WEA FINANCE LLC / WESTFIELD UK & EUROPE 1.75% 09/15/2017$238,039
FREDDIE MAC STRUCTURED AGENCY CREDIT RIS 1.249% 03/25/2025$233,595
SPRINGLEAF MORTGAGE LOAN TRUST 2013-1 1.27% 06/25/2058$231,861
PENSKE TRUCK LEASING CO LP / PTL FINANCE 2.5% 03/15/2016$230,409
MURPHY OIL CORP 2.5% 12/01/2017$229,393
GSAMP TRUST 2004-SEA2 .849% 03/25/2034$225,388
SEQUOIA MORTGAGE TRUST 2013-1 1.45% 02/25/2043$221,685
AUTOZONE INC 1.3% 01/13/2017$219,764
BAXALTA INC 1.061% 06/22/2018$219,446
SHELL INTERNATIONAL FINANCE BV 1.25% 11/10/2017$218,961
VENTAS REALTY LP 1.55% 09/26/2016$211,183
WALGREENS BOOTS ALLIANCE INC .774% 05/18/2016$209,290
JACKSON NATIONAL LIFE GLOBAL FUNDING 1.25% 02/21/2017$204,497
JOHN DEERE CAPITAL CORP .576% 10/11/2016$200,256
MCKESSON CORP 1.292% 03/10/2017$199,496
DUKE ENERGY CORP .664% 04/03/2017$199,397
NABORS INDUSTRIES INC 2.35% 09/15/2016$199,040
ALIBABA GROUP HOLDING LTD 1.625% 11/28/2017$197,673
FREEPORT-MCMORAN INC 2.3% 11/14/2017$196,938
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.149% 05/25/2024$196,446
TSMC GLOBAL LTD 1.625% 04/03/2018$196,132
THERMO FISHER SCIENTIFIC INC 2.15% 12/14/2018$189,992
TECO FINANCE INC .883% 04/10/2018$187,619
HESS CORP 1.3% 06/15/2017$176,192
WHIRLPOOL CORP 1.65% 11/01/2017$169,197
AVIS BUDGET CAR RENTAL LLC / AVIS BUDGET 4.875% 11/15/2017$169,125
CHEVRON CORP 1.79% 11/16/2018$168,532
AMPHENOL CORP 1.55% 09/15/2017$159,250
SPRINGLEAF MORTGAGE LOAN TRUST 2013-2 1.78% 12/25/2065$158,888
CAMERON INTERNATIONAL CORP 1.4% 06/15/2017$157,787
SBA COMMUNICATIONS CORP 5.625% 10/01/2019$156,938
IAC/INTERACTIVECORP 4.875% 11/30/2018$150,938
AUTODESK INC 1.95% 12/15/2017$149,570
FIDELITY NATIONAL INFORMATION SERVICES I 2% 04/15/2018$147,566
PACCAR FINANCIAL CORP 1.1% 06/06/2017$139,321
SYNCHRONY FINANCIAL 1.53% 02/03/2020$137,923
PACCAR FINANCIAL CORP .879% 12/06/2018$130,348
CC HOLDINGS GS V LLC / CROWN CASTLE GS I 2.381% 12/15/2017$130,204
NELNET STUDENT LOAN TRUST 2014-2 .479% 06/25/2021$122,022
MCGRAW HILL FINANCIAL INC 3.3% 08/14/2020$121,152
CAPITAL AUTO RECEIVABLES ASSET TRUST / A 1.74% 10/22/2018$119,918
WALGREENS BOOTS ALLIANCE INC 1.75% 11/17/2017$119,820
CAPITAL AUTO RECEIVABLES ASSET TRUST / A 1.29% 04/20/2018$119,734
VERIZON COMMUNICATIONS INC 1.053% 06/17/2019$119,286
VENTAS REALTY LP 1.25% 04/17/2017$119,153
BAXALTA INC 2% 06/22/2018$118,839
AT&T INC 5.5% 02/01/2018$117,647
COCA-COLA CO/THE 0.875% 10/27/2017$115,599
SEQUOIA MORTGAGE TRUST 2012-2 3.5% 04/25/2042$113,398
CONAGRA FOODS INC 1.3% 01/25/2016$110,018
PENSKE TRUCK LEASING CO LP / PTL FINANCE 2.5% 06/15/2019$108,292
KINDER MORGAN INC/DE 2% 12/01/2017$106,033
KINDER MORGAN INC/DE 3.05% 12/01/2019$101,898
WM WRIGLEY JR CO 2% 10/20/2017$100,206
WM WRIGLEY JR CO 1.4% 10/21/2016$99,917
GREATAMERICA LEASING RECEIVABLES FUNDING 1.83% 06/17/2019$99,759
UNITED STATES TREASURY NOTE/BOND .75% 10/31/2017$99,479
GATX CORP 1.25% 03/04/2017$99,027
FREEPORT-MCMORAN INC 2.15% 03/01/2017$73,600
SOUTHERN POWER CO 1.85% 12/01/2017$70,002
LOCKHEED MARTIN CORP 1.85% 11/23/2018$69,925
JOHNSON CONTROLS INC 1.4% 11/02/2017$69,303
FIDELITY NATIONAL INFORMATION SERVICES I 1.45% 06/05/2017$69,077
TRANSALTA CORP 1.9% 06/03/2017$44,690
SLM STUDENT LOAN TRUST 2014-1 .479% 05/28/2019$39,420
 
Short-Term/Cash
Holding NameMarket Value
FIDELITY INSTITUTIONAL MONEY MARKET$7,767,845
 
Other
Holding NameMarket Value
USD$1,976
CANADIAN DOLLAR$23
RUSSELL 2000 MINI EQUITY INDEX MAR18 RTAH6$-277,777
USD$-2,209,392
 

Statistics

Portfolio Statistics As of Mar 31, 2016
Statistic3-Year5-Year
Beta1.000.99
Alpha-0.70-0.54
Standard Deviation15.4116.55
 
 

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.