Fund Facts  

Inception Date: Oct 30, 2007
CUSIP: 92210J465
Morningstar Category:Small Blend

Documents for Fund or Underlying Fund(s)  

Description

Objective  

Long-term capital growth.

Principal Investment Strategies  

The underlying 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. Its 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 underlying fund’s U.S. and foreign fixed income securities (1) are held, in part, as collateral in conjunction with its use of futures contracts; (2) may include government and agency securities, corporate bonds, mortgage-backed securities, asset-backed securities, and municipal securities; and (3) at all times have a portfolio effective duration no greater than three years. In addition to using Russell 2000® Index futures contracts, the underlying fund’s subadvisers also may use other derivative instruments. The underlying 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 stock.

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, 2017
Fund/Benchmark Name QtrYTD1-Yr3-Yr5-Yr10-YrSince Inception
VT Vantagepoint Discovery   3.12%3.12%24.88%5.18%11.43%N/A6.66%
Russell 2000 Indexa,b2.47%2.47%26.22%7.22%12.35%7.12%N/A
Morningstar Small Blenda,c1.77%1.77%22.08%5.98%11.30%6.60%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.

Total Expenses
Total Expensesd0.76%

 

a. Certain information including, but not limited to, benchmark performance or other performance and/or fee information, is provided by Morningstar, Inc., © 2017 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.

d. VantageTrust Funds invest either in collective investment funds or underlying registered funds. Please refer to the underlying fund's disclosure documents for additional information on fund fees and expenses.

Morningstar Information

Morningstar RatingTM   As of Mar 31, 2017
Period Stars Category Size
Overall 3 Stars625
3-Year 2 Stars625
5-Year 3 Stars537
10-Year N/A N/A

The Morningstar Rating™ for funds, or “star rating”, is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange–traded funds, closed–end funds, and separate accounts) with at least a three–year history. Exchange–traded funds and open–ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk–Adjusted Return measure that accounts for variation in a managed product′s monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product 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 managed product is derived from a weighted average of the performance figures associated with its three–, five–, and 10–year (if applicable) Morningstar Rating metrics. The weights are: 100% three–year rating for 36–59 months of total returns, 60% five–year rating⁄40% three–year rating for 60–119 months of total returns, and 50% 10–year rating⁄30% five–year rating⁄20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.

Morningstar Stylebox As of Mar 31, 2017
Equity Stylebox Fixed Income Stylebox
Small GrowthMedium Limited
 

Statistics

Portfolio Statistics As of Mar 31, 2017
Statistic3-Year5-Year
Beta0.960.97
Alpha-1.66-0.44
Standard Deviation15.1614.00
 
 

Underlying Fund Characteristics

Top Ten Holdings As of Mar 31, 2017
Holding NamePercent
RUSSELL 2000 MINI EQUITY INDEX JUN17 (RTAM7)68.9%
UNITED STATES TREASURY NOTE/BOND 1.125% 01/31/20195.0%
US 2YR NOTE (CBT) BOND JUN17 (TUM7) COMDTY2.9%
UNITED STATES TREASURY NOTE/BOND 0.625% 06/30/20182.9%
FIDELITY INSTITUTIONAL MONEY MARKET2.4%
BLACKROCK TEMP FUND2.4%
UNITED STATES TREASURY NOTE/BOND 0.75% 07/15/20192.2%
UNITED STATES TREASURY NOTE/BOND 0.875% 05/31/20182.0%
UNITED STATES TREASURY NOTE/BOND 1% 09/15/20181.6%
UNITED STATES TREASURY NOTE/BOND 1.25% 12/31/20181.4%
All Holdings As of Mar 31, 2017
Equity
Holding NameMarket Value
CLEAN HARBORS INC$2,154,608
INSULET CORP$2,106,325
MGIC INVESTMENT CORP$2,051,619
STERLING BANCORP/DE$2,035,593
HUBSPOT INC$2,008,686
KIRBY CORP$1,993,955
WESTERN ALLIANCE BANCORP$1,977,591
AMERIS BANCORP$1,974,694
LIFEPOINT HEALTH INC$1,947,446
VONAGE HOLDINGS CORP$1,946,889
CARDTRONICS PLC$1,938,162
MAXLINEAR INC$1,864,680
FCB FINANCIAL HOLDINGS INC$1,855,202
PATTERN ENERGY GROUP INC$1,802,380
TELEDYNE TECHNOLOGIES INC$1,798,767
SWIFT TRANSPORTATION CO$1,791,889
TEXAS CAPITAL BANCSHARES INC$1,772,979
ENTEGRIS INC$1,757,387
TIMKEN CO/THE$1,745,443
NU SKIN ENTERPRISES INC$1,745,289
PS BUSINESS PARKS INC$1,735,286
CHICO'S FAS INC$1,733,209
AIR LEASE CORP$1,721,043
OUTFRONT MEDIA INC$1,702,811
HORACE MANN EDUCATORS CORP$1,699,101
MASONITE INTERNATIONAL CORP$1,693,414
HAEMONETICS CORP$1,691,728
REDWOOD TRUST INC$1,670,468
CIENA CORP$1,669,652
HERCULES CAPITAL INC$1,666,887
BLACK HILLS CORP$1,648,323
MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC$1,641,669
BLOOMIN' BRANDS INC$1,641,240
ALLSCRIPTS HEALTHCARE SOLUTIONS INC$1,618,171
DELEK US HOLDINGS INC$1,614,877
GLOBUS MEDICAL INC$1,613,816
WABASH NATIONAL CORP$1,594,289
GATX CORP$1,592,946
CALLIDUS SOFTWARE INC$1,592,347
KINDRED HEALTHCARE INC$1,584,037
TRINET GROUP INC$1,580,368
CHEESECAKE FACTORY INC/THE$1,576,524
MFA FINANCIAL INC$1,568,974
CAVIUM INC$1,566,129
LASALLE HOTEL PROPERTIES$1,558,118
2U INC$1,553,839
GREAT WESTERN BANCORP INC$1,553,436
CALLON PETROLEUM CO$1,550,406
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC$1,534,756
SOUTH STATE CORP$1,521,094
POLYONE CORP$1,520,380
REXFORD INDUSTRIAL REALTY INC$1,516,722
ASSURED GUARANTY LTD$1,509,375
BROADSOFT INC$1,504,485
STATE BANK FINANCIAL CORP$1,502,318
WATTS WATER TECHNOLOGIES INC$1,481,997
NEW YORK TIMES CO/THE$1,474,992
JOHN BEAN TECHNOLOGIES CORP$1,473,690
SYNERGY RESOURCES CORP$1,461,032
KEMPER CORP$1,457,188
MB FINANCIAL INC$1,450,399
SANDERSON FARMS INC$1,429,150
PERFORMANCE FOOD GROUP CO$1,428,000
KENNEDY-WILSON HOLDINGS INC$1,423,753
FIRSTCASH INC$1,421,418
CONNECTONE BANCORP INC$1,392,944
METHANEX CORP$1,391,570
MIMEDX GROUP INC$1,391,323
ADVANCED DRAINAGE SYSTEMS INC$1,377,488
MINERALS TECHNOLOGIES INC$1,344,100
SOLAR CAPITAL LTD$1,322,301
NATIONAL CINEMEDIA INC$1,320,328
MOLINA HEALTHCARE INC$1,299,007
DECKERS OUTDOOR CORP$1,278,222
LA-Z-BOY INC$1,265,004
LINDBLAD EXPEDITIONS HOLDINGS INC$1,257,939
MKS INSTRUMENTS INC$1,256,750
CINEMARK HOLDINGS INC$1,251,940
ASPEN TECHNOLOGY INC$1,246,570
LIFE STORAGE INC$1,241,819
GRAPHIC PACKAGING HOLDING CO$1,222,238
ACUSHNET HOLDINGS CORP$1,218,257
KATE SPADE & CO$1,207,542
EHEALTH INC$1,168,073
TENNECO INC$1,155,082
SPIRIT AIRLINES INC$1,095,046
FORUM ENERGY TECHNOLOGIES INC$1,064,808
GREENCORE GROUP PLC$1,063,500
VERIFONE SYSTEMS INC$1,017,189
TELADOC INC$951,775
BLUEPRINT MEDICINES CORP$934,046
FERRO CORP$905,324
MONOLITHIC POWER SYSTEMS INC$856,714
PACIFIC PREMIER BANCORP INC$809,550
ARMSTRONG FLOORING INC$805,193
FIRST SOLAR INC$804,274
BLUEBIRD BIO INC$783,649
ZENDESK INC$735,714
MBIA INC$706,178
ULTRAGENYX PHARMACEUTICAL INC$676,377
ADURO BIOTECH INC$609,450
POTLATCH CORP$557,540
SUNPOWER CORP$330,675
INTEGRATED DEVICE TECHNOLOGY INC$266,027
 
Fixed Income
Holding NameMarket Value
UNITED STATES TREASURY NOTE/BOND 1.125% 01/31/2019$26,001,156
UNITED STATES TREASURY NOTE/BOND 0.625% 06/30/2018$15,034,040
UNITED STATES TREASURY NOTE/BOND 0.75% 07/15/2019$11,562,154
UNITED STATES TREASURY NOTE/BOND 0.875% 05/31/2018$10,649,968
UNITED STATES TREASURY NOTE/BOND 1% 09/15/2018$8,264,102
UNITED STATES TREASURY NOTE/BOND 1.25% 12/31/2018$7,504,688
UNITED STATES TREASURY NOTE/BOND 1% 11/30/2018$5,895,475
UNITED STATES TREASURY NOTE/BOND 1.125% 02/28/2019$4,190,978
UNITED STATES TREASURY NOTE/BOND 1.25% 12/15/2018$3,978,720
MMAF EQUIPMENT FINANCE LLC 2015-A 1.39% 10/16/2019$3,644,728
UNITED STATES TREASURY NOTE/BOND 1% 03/15/2019$3,509,503
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 1.97% 08/25/2029$3,261,295
UNITED STATES TREASURY NOTE/BOND 1% 08/15/2018$3,208,657
FEDERAL HOME LOAN BANKS 1.25% 01/16/2019$2,937,707
BMW VEHICLE LEASE TRUST 1.98% 05/20/2020$2,811,596
SYNCHRONY CREDIT CARD MASTER NOTE TRUST 2015-2 1.6% 04/15/2021$2,666,902
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2014-3 1.92% 11/08/2019$2,635,454
SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 1.9% 09/23/2019$2,528,172
FANNIE MAE CONNECTICUT AVENUE SECURITIES 2.127% 09/25/2029$2,523,957
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 02/26/2019$2,484,125
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 08/28/2019$2,424,831
FEDERAL HOME LOAN MORTGAGE CORP 0.875% 07/19/2019$2,341,996
COLONY STARWOOD HOMES 2016-2 TRUST 2.022% 12/17/2033$2,312,921
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.465% 05/01/2042$2,295,793
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 1.34% 04/15/2022$2,281,007
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.5% 02/28/2020$2,185,655
WELLS FARGO & CO 1.964% 02/11/2022$2,113,314
BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD 2.375% 01/15/2020$2,036,113
CITIZENS BANK NA/PROVIDENCE RI 2.5% 03/14/2019$2,034,271
DISCOVER CARD EXECUTION NOTE TRUST 1.252% 07/15/2024$2,015,023
INTERNATIONAL LEASE FINANCE CORP 6.25% 05/15/2019$1,983,572
CAPITAL ONE NA/MCLEAN VA 2.35% 01/31/2020$1,916,699
VERIZON COMMUNICATIONS INC 4.5% 09/15/2020$1,906,769
ING BANK NV 2% 11/26/2018$1,886,162
WESTPAC BANKING CORP 2.15% 03/06/2020$1,861,893
PRESTIGE AUTO RECEIVABLES TRUST 2016-1 1.99% 06/15/2020$1,846,043
ROYAL BANK OF CANADA 2.125% 03/02/2020$1,840,854
CENOVUS ENERGY INC 5.7% 10/15/2019$1,837,086
GOLDMAN SACHS GROUP INC/THE 3% 04/26/2022$1,836,224
MITSUBISHI UFJ FINANCIAL GROUP INC 1.97% 02/22/2022$1,826,614
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 3.48% 06/01/2019$1,824,933
SABINE PASS LIQUEFACTION LLC 5.625% 02/01/2021$1,822,384
BP CAPITAL MARKETS PLC 2.315% 02/13/2020$1,815,784
UBS GROUP FUNDING SWITZERLAND AG 2.376% 05/23/2023$1,815,312
BNZ INTERNATIONAL FUNDING LTD/LONDON 2.35% 03/04/2019$1,808,239
TECH DATA CORP 3.7% 02/15/2022$1,808,203
BNZ INTERNATIONAL FUNDING LTD/LONDON 2.4% 02/21/2020$1,807,461
ENLINK MIDSTREAM PARTNERS LP 2.7% 04/01/2019$1,804,970
GOLDMAN SACHS GROUP INC/THE 2.6% 12/27/2020$1,791,450
PHILIP MORRIS INTERNATIONAL INC 1.625% 02/21/2019$1,769,194
KINDER MORGAN INC/DE 3.05% 12/01/2019$1,729,691
HUSKY ENERGY INC 7.25% 12/15/2019$1,688,795
WALT DISNEY CO/THE 1.95% 03/04/2020$1,669,434
ARES CAPITAL CORP 3.625% 01/19/2022$1,667,462
CAPITAL ONE FINANCIAL CORP 2.056% 03/09/2022$1,626,966
VERIZON COMMUNICATIONS INC 2.137% 03/16/2022$1,625,788
BANK OF AMERICA CORP 2.6% 01/15/2019$1,617,360
ACTAVIS FUNDING SCS 2.35% 03/12/2018$1,597,301
CITIBANK NA 2% 03/20/2019$1,555,757
GENERAL MOTORS FINANCIAL CO INC 2.4% 04/10/2018$1,543,229
JPMORGAN CHASE & CO 6.3% 04/23/2019$1,521,199
JP MORGAN MORTGAGE TRUST 2017-1 3.5% 01/25/2047$1,510,380
HSBC USA INC 2.375% 11/13/2019$1,507,607
FORD MOTOR CREDIT CO LLC 1.684% 09/08/2017$1,499,780
BANK OF MONTREAL 1.35% 08/28/2018$1,493,309
MIZUHO FINANCIAL GROUP INC 1.994% 02/28/2022$1,478,227
UNITED STATES TREASURY NOTE/BOND 1.375% 02/15/2020$1,460,536
MORGAN STANLEY 2.21% 01/20/2022$1,449,861
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3.678% 07/25/2028$1,417,357
SMITHFIELD FOODS INC 2.7% 01/31/2020$1,410,776
NEWELL BRANDS INC 2.15% 10/15/2018$1,406,434
ACTAVIS FUNDING SCS 3% 03/12/2020$1,379,065
AMERICAN EXPRESS CREDIT CORP 2.2% 03/03/2020$1,342,577
HYUNDAI CAPITAL AMERICA 4% 06/08/2017$1,305,368
CARDINAL HEALTH INC 1.95% 06/15/2018$1,304,363
HSBC USA INC 1.625% 01/16/2018$1,299,334
FEDERAL HOME LOAN MORTGAGE CORP 1.125% 04/15/2019$1,294,098
CITIGROUP INC 2.45% 01/10/2020$1,276,251
PRUDENTIAL FINANCIAL INC 1.686% 08/15/2018$1,257,896
BB&T CORP 1.546% 02/01/2019$1,253,328
ABN AMRO BANK NV 2.5% 10/30/2018$1,250,390
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/NEW YORK NY 2.05% 09/23/2019$1,250,153
UNITED STATES TREASURY NOTE/BOND 1.625% 03/15/2020$1,237,551
MORGAN STANLEY 2.026% 01/27/2020$1,221,226
WELLS FARGO BANK NA 1.8% 11/28/2018$1,216,861
SKANDINAVISKA ENSKILDA BANKEN AB 1.5% 09/13/2019$1,216,586
WESTPAC BANKING CORP 1.6% 08/19/2019$1,207,396
CARMAX AUTO OWNER TRUST 2015-2 1.37% 03/16/2020$1,201,650
HYUNDAI CAPITAL AMERICA 2.4% 10/30/2018$1,201,224
CREDIT AGRICOLE SA/LONDON 1.68% 04/15/2019$1,198,116
GENERAL MOTORS FINANCIAL CO INC 2.573% 01/14/2022$1,185,395
PFIZER INC 1.45% 06/03/2019$1,184,659
NATIONAL AUSTRALIA BANK LTD/NEW YORK 1.375% 07/12/2019$1,183,066
DOMINION RESOURCES INC/VA 1.5% 09/30/2018$1,174,270
CELGENE CORP 2.125% 08/15/2018$1,165,061
CATERPILLAR FINANCIAL SERVICES CORP 1.9% 03/22/2019$1,160,231
STANLEY BLACK & DECKER INC 2.451% 11/17/2018$1,152,334
CAPITAL ONE BANK USA NA 2.25% 02/13/2019$1,127,194
SUMITOMO MITSUI TRUST BANK LTD 2.05% 03/06/2019$1,108,682
SOUTHERN CALIFORNIA EDISON CO 1.845% 02/01/2022$1,103,857
MOODY'S CORP 5.5% 09/01/2020$1,095,450
HYUNDAI CAPITAL AMERICA 2.875% 08/09/2018$1,071,553
UNITED STATES TREASURY NOTE/BOND 0.875% 06/15/2019$1,069,685
SYNCHRONY FINANCIAL 1.875% 08/15/2017$1,065,470
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2016-2 4.1% 06/15/2021$1,029,322
SVENSKA HANDELSBANKEN AB 1.5% 09/06/2019$1,017,160
HEWLETT PACKARD ENTERPRISE CO 2.45% 10/05/2017$1,008,057
FIFTH THIRD BANK/CINCINNATI OH 1.821% 08/20/2018$1,006,163
HYUNDAI CAPITAL SERVICES INC 3% 03/06/2022$1,004,812
RELIANCE STANDARD LIFE GLOBAL FUNDING II 2.15% 10/15/2018$1,003,230
FIRST INVESTORS AUTO OWNER TRUST 2017-1 2.2% 03/15/2022$989,894
CITIGROUP INC 2.5% 09/26/2018$984,071
INVITATION HOMES 2015-SFR2 TRUST 1.888% 06/17/2032$980,538
ABBVIE INC 1.8% 05/14/2018$976,364
BRANCH BANKING & TRUST CO 1.45% 05/10/2019$970,145
HEWLETT PACKARD ENTERPRISE CO 2.85% 10/05/2018$956,737
ENBRIDGE ENERGY PARTNERS LP 4.375% 10/15/2020$949,503
PHILIP MORRIS INTERNATIONAL INC 2% 02/21/2020$933,057
SANTANDER HOLDINGS USA INC 3.7% 03/28/2022$924,202
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2017-1 2.7% 10/17/2022$922,597
ZIMMER BIOMET HOLDINGS INC 2% 04/01/2018$921,724
DISCOVER BANK/GREENWOOD DE 2.6% 11/13/2018$918,823
VERIZON COMMUNICATIONS INC 2.625% 02/21/2020$911,798
MACQUARIE BANK LTD 1.6% 10/27/2017$910,089
AT&T INC 2.3% 03/11/2019$904,801
BANK OF TOKYO-MITSUBISHI UFJ LTD/THE 2.3% 03/10/2019$902,866
WISCONSIN PUBLIC SERVICE CORP 1.65% 12/04/2018$896,989
MOLSON COORS BREWING CO 1.9% 03/15/2019$894,943
TESORO CORP 4.75% 12/15/2023$891,897
ASHLAND INC 3.875% 04/15/2018$891,406
COLONY AMERICAN HOMES 2015-1 1.75% 07/17/2032$885,480
ING GROEP NV 2.302% 03/29/2022$871,915
GOLDMAN SACHS GROUP INC/THE 5.375% 03/15/2020$867,855
HYUNDAI CAPITAL AMERICA 2.55% 04/03/2020$865,633
CVS HEALTH CORP 1.9% 07/20/2018$851,952
BANK OF TOKYO-MITSUBISHI UFJ LTD/THE 1.45% 09/08/2017$844,452
KRAFT HEINZ FOODS CO 2% 07/02/2018$832,317
VERIZON COMMUNICATIONS INC 2.606% 09/14/2018$817,110
PACCAR FINANCIAL CORP 1.3% 05/10/2019$813,369
DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV 2.225% 01/17/2020$813,293
SUNOCO LOGISTICS PARTNERS OPERATIONS LP 5.5% 02/15/2020$807,962
FORD MOTOR CREDIT CO LLC 2.738% 03/28/2022$784,464
ROYAL BANK OF CANADA 1.625% 04/15/2019$770,973
INVITATION HOMES 2014-SFR2 TRUST 1.65% 09/17/2031$741,108
CISCO SYSTEMS INC 1.4% 09/20/2019$729,623
CHEVRON CORP 1.686% 02/28/2019$710,945
LENNAR CORP 4.125% 01/15/2022$707,658
FORD MOTOR CREDIT CO LLC 2.551% 10/05/2018$696,742
SUNTORY HOLDINGS LTD 2.55% 09/29/2019$680,337
SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC 3.36% 03/20/2023$680,000
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 1.4% 07/20/2018$676,214
REYNOLDS AMERICAN INC 2.3% 06/12/2018$664,158
ABN AMRO BANK NV 2.1% 01/18/2019$655,494
IMPERIAL TOBACCO FINANCE PLC 2.05% 02/11/2018$650,837
GLENCORE FINANCE CANADA LTD 2.7% 10/25/2017$642,655
GOLDMAN SACHS GROUP INC/THE 2.006% 11/15/2018$641,877
BANK OF AMERICA CORP 1.7% 08/25/2017$636,046
MORGAN STANLEY 6.625% 04/01/2018$633,396
HUNTINGTON NATIONAL BANK/THE 2.375% 03/10/2020$627,624
CNH INDUSTRIAL CAPITAL LLC 3.875% 07/16/2018$622,200
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.184% 01/25/2024$617,245
MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV 1.625% 10/28/2019$615,959
TIAA ASSET MANAGEMENT FINANCE CO LLC 2.95% 11/01/2019$610,252
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-4 2.97% 03/15/2021$608,181
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2016-2 2.3% 11/15/2019$601,718
DELTA AIR LINES INC 2.875% 03/13/2020$600,237
MORGAN STANLEY 2.45% 02/01/2019$595,567
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 3.5% 05/26/2022$595,183
BANK OF AMERICA CORP 1.936% 03/22/2018$594,177
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 1.7% 07/19/2019$593,491
METROPOLITAN LIFE GLOBAL FUNDING I 1.95% 12/03/2018$591,147
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.534% 05/25/2024$584,707
BANK OF AMERICA NA 2.05% 12/07/2018$568,211
GENERAL MOTORS FINANCIAL CO INC 2.4% 05/09/2019$561,490
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2016-2 2.66% 11/15/2021$543,280
AIRCASTLE LTD 6.75% 04/15/2017$535,680
HYUNDAI AUTO RECEIVABLES TRUST 2016-B 2.68% 09/15/2023$532,927
PNC BANK NA 1.95% 03/04/2019$531,220
BERKSHIRE HATHAWAY ENERGY CO 5.75% 04/01/2018$519,780
ENSTAR GROUP LTD 4.5% 03/10/2022$516,976
CITIZENS BANK NA/PROVIDENCE RI 2.25% 03/02/2020$514,620
MYLAN NV 2.5% 06/07/2019$512,602
FANNIE MAE CONNECTICUT AVENUE SECURITIES 2.742% 09/25/2028$494,477
DRIVE AUTO RECEIVABLES TRUST 2016-B 3.19% 07/15/2022$486,388
BERKSHIRE HATHAWAY FINANCE CORP 1.7% 03/15/2019$480,968
STANDARD CHARTERED PLC 2.1% 08/19/2019$476,329
SEAGATE HDD CAYMAN 4.25% 03/01/2022$475,913
FORD MOTOR CREDIT CO LLC 2.262% 03/28/2019$466,378
MOODY'S CORP 2.75% 12/15/2021$464,786
NOBLE HOLDING INTERNATIONAL LTD 7.75% 01/15/2024$463,200
COLONY AMERICAN HOMES 2014-2 1.474% 07/17/2031$462,615
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-2 3.02% 04/15/2021$460,876
INTERNATIONAL LEASE FINANCE CORP 3.875% 04/15/2018$443,606
CATERPILLAR FINANCIAL SERVICES CORP 2.1% 01/10/2020$425,770
WESTERN DIGITAL CORP 10.5% 04/01/2024$425,250
HYUNDAI CAPITAL SERVICES INC 1.625% 08/30/2019$422,267
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 6.25% 02/01/2022$417,175
CITIGROUP INC 2.05% 12/07/2018$410,916
NVIDIA CORP 2.2% 09/16/2021$402,000
ONEOK INC 4.25% 02/01/2022$399,750
CAPITAL ONE NA/MCLEAN VA 1.65% 02/05/2018$390,015
CIT GROUP INC 5.25% 03/15/2018$385,547
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-1 3.24% 04/15/2021$380,214
BMW US CAPITAL LLC 1.5% 04/11/2019$367,590
KEYBANK NA/CLEVELAND OH 2.35% 03/08/2019$362,929
CAPITAL ONE NA/MCLEAN VA 1.5% 09/05/2017$359,856
SEAGATE HDD CAYMAN 3.75% 11/15/2018$358,969
HUNTINGTON NATIONAL BANK/THE 2.2% 11/06/2018$351,614
CSMC TRUST 2013-IVR2 1.55% 04/25/2043$345,896
WALGREENS BOOTS ALLIANCE INC 1.75% 05/30/2018$340,511
GLENCORE FUNDING LLC 2.24% 01/15/2019$333,755
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 1.834% 10/25/2028$323,787
CITIGROUP INC 2.05% 06/07/2019$319,895
ACTAVIS FUNDING SCS 2.1% 03/12/2020$317,015
CREDIT SUISSE AG/NEW YORK NY 1.566% 04/27/2018$315,295
FIFTH THIRD BANK/CINCINNATI OH 2.3% 03/15/2019$312,181
GENERAL MOTORS FINANCIAL CO INC 3% 09/25/2017$311,890
CISCO SYSTEMS INC 1.6% 02/28/2019$310,518
IMPERIAL TOBACCO FINANCE PLC 2.05% 07/20/2018$310,309
SANTANDER UK PLC 2.5% 03/14/2019$307,588
TENCENT HOLDINGS LTD 2% 05/02/2017$300,056
ACTAVIS FUNDING SCS 1.3% 06/15/2017$299,985
KOREA EXPRESSWAY CORP 1.625% 04/28/2017$299,983
VERIZON OWNER TRUST 2016-1 1.42% 01/20/2021$298,535
CAPITAL AUTO RECEIVABLES ASSET TRUST 2016-2 2.42% 06/21/2021$289,021
WANT WANT CHINA FINANCE LTD 1.875% 05/14/2018$288,817
COLONY AMERICAN HOMES 2014-1 1.7% 05/17/2031$284,696
MISSOURI HIGHER EDUCATION LOAN AUTHORITY 1.422% 01/26/2026$281,575
FORD MOTOR CREDIT CO LLC 3% 06/12/2017$280,806
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 2.2% 07/21/2021$280,151
TENET HEALTHCARE CORP 6.25% 11/01/2018$274,138
AMERICAN HOMES 4 RENT 2014-SFR1 1.55% 06/17/2031$272,507
GREAT PLAINS ENERGY INC 2.5% 03/09/2020$271,327
EXXON MOBIL CORP 1.708% 03/01/2019$260,520
STARWOOD PROPERTY TRUST INC 5% 12/15/2021$260,000
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2016-2 1.57% 06/17/2019$258,360
AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP 5.5% 05/20/2025$254,363
NCUA GUARANTEED NOTES TRUST 2010-R1 0.981% 10/07/2020$253,001
DXC TECHNOLOGY CO 2.875% 03/27/2020$252,274
CITIZENS BANK NA/PROVIDENCE RI 2.3% 12/03/2018$251,345
STRYKER CORP 2% 03/08/2019$250,785
CITIGROUP INC 1.85% 11/24/2017$250,475
COMPASS BANK 1.85% 09/29/2017$249,960
DISH DBS CORP 4.625% 07/15/2017$247,144
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.784% 07/25/2024$242,275
GOLDMAN SACHS GROUP INC/THE 2.087% 04/30/2018$242,162
ASTORIA FINANCIAL CORP 5% 06/19/2017$240,936
AETNA INC 1.7% 06/07/2018$240,074
BANCO DE CREDITO DEL PERU/PANAMA 2.25% 10/25/2019$238,500
EBAY INC 2.5% 03/09/2018$231,801
DRIVE AUTO RECEIVABLES TRUST 2016-B 2.56% 06/15/2020$231,312
SEQUOIA MORTGAGE TRUST 2013-4 1.55% 04/25/2043$228,774
BANK OF AMERICA CORP 2.151% 11/09/2020$223,162
HERTZ FLEET LEASE FUNDING LP 1.087% 12/10/2027$222,295
BAXALTA INC 1.646% 06/22/2018$220,256
PACCAR FINANCIAL CORP 1.45% 03/09/2018$220,164
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2016-2 2.87% 11/08/2021$202,317
IHO VERWALTUNGS GMBH 4.125% 09/15/2021$201,500
SYMANTEC CORP 5% 04/15/2025$200,180
TSMC GLOBAL LTD 1.625% 04/03/2018$199,541
NOVELIS CORP 6.25% 08/15/2024$198,550
ALLY FINANCIAL INC 3.25% 09/29/2017$196,097
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.584% 10/25/2023$194,915
THERMO FISHER SCIENTIFIC INC 2.15% 12/14/2018$190,748
TECO FINANCE INC 1.476% 04/10/2018$190,127
NEXTERA ENERGY CAPITAL HOLDINGS INC 1.649% 09/01/2018$189,501
APPLE INC 1.7% 02/22/2019$180,763
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2014-3 2.65% 08/17/2020$171,360
CHEVRON CORP 1.79% 11/16/2018$170,517
WHIRLPOOL CORP 1.65% 11/01/2017$170,059
FORTIVE CORP 1.8% 06/15/2019$169,033
DOMINION RESOURCES INC/VA 2.962% 07/01/2019$162,361
AMPHENOL CORP 1.55% 09/15/2017$160,023
FIDELITY NATIONAL INFORMATION SERVICES INC 2% 04/15/2018$150,353
AUTODESK INC 1.95% 12/15/2017$150,269
SEQUOIA MORTGAGE TRUST 2013-1 1.45% 02/25/2043$144,556
SYNCHRONY FINANCIAL 2.111% 02/03/2020$140,988
CAPITAL AUTO RECEIVABLES ASSET TRUST 2016-2 2.11% 03/22/2021$140,085
PACCAR FINANCIAL CORP 1.1% 06/06/2017$139,969
AES CORP/VA 3.842% 06/01/2019$139,348
EXELON GENERATION CO LLC 2.95% 01/15/2020$131,872
APPLE INC 1.3% 02/23/2018$130,068
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 5.875% 06/15/2021$126,196
IAC/INTERACTIVECORP 4.875% 11/30/2018$121,710
BAXALTA INC 2% 06/22/2018$120,238
VENTAS REALTY LP 1.25% 04/17/2017$120,000
GSAMP TRUST 2004-SEA2 1.242% 03/25/2034$118,609
INVITATION HOMES 2014-SFR1 TRUST 1.55% 06/17/2031$115,233
AT&T INC 5.5% 02/01/2018$113,441
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 2.5% 06/15/2019$110,680
KINDER MORGAN INC/DE 2% 12/01/2017$110,098
BERKSHIRE HATHAWAY INC 1.15% 08/15/2018$109,468
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2.042% 11/25/2023$106,907
SPRINGLEAF MORTGAGE LOAN TRUST 2013-2 1.78% 12/25/2065$82,417
COCA-COLA CO/THE 0.875% 10/27/2017$75,888
SOUTHERN POWER CO 1.85% 12/01/2017$70,080
FIDELITY NATIONAL INFORMATION SERVICES INC 1.45% 06/05/2017$69,995
JOHNSON CONTROLS INTERNATIONAL PLC 1.4% 11/02/2017$69,868
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.534% 05/25/2024$55,235
LOCKHEED MARTIN CORP 1.85% 11/23/2018$47,149
TRANSALTA CORP 1.9% 06/03/2017$46,230
 
Short-Term/Cash
Holding NameMarket Value
FIDELITY INSTITUTIONAL MONEY MARKET$12,561,603
BLACKROCK TEMP FUND$12,561,603
 
Other
Holding NameMarket Value
RUSSELL 2000 MINI EQUITY INDEX JUN17 (RTAM7)$6,380,824
US 2YR NOTE (CBT) BOND JUN17 (TUM7) COMDTY$12,889
CURRENCY CONTRACT$6,924
CURRENCY CONTRACT$1,503
CURRENCY CONTRACT$-2,287
CURRENCY CONTRACT$-4,130
US 5YR NOTE (CBT) BOND JUN17 (FVM7) COMDTY$-26,135
USD$-2,497,255
USD$-3,070,312
All Holdings As of Feb 28, 2017
Equity
Holding NameMarket Value
CLEAN HARBORS INC$2,245,254
TELEDYNE TECHNOLOGIES INC$2,237,124
MGIC INVESTMENT CORP$2,156,934
INSULET CORP$2,129,300
STERLING BANCORP/DE$2,125,778
WESTERN ALLIANCE BANCORP$2,080,317
AMERIS BANCORP$2,068,931
HUBSPOT INC$1,973,853
KIRBY CORP$1,955,800
WABASH NATIONAL CORP$1,921,604
LIFEPOINT HEALTH INC$1,904,335
SWIFT TRANSPORTATION CO$1,894,831
TEXAS CAPITAL BANCSHARES INC$1,894,081
GATX CORP$1,877,784
CIENA CORP$1,862,712
VONAGE HOLDINGS CORP$1,854,473
CARDTRONICS PLC$1,827,469
FCB FINANCIAL HOLDINGS INC$1,819,633
CHICO'S FAS INC$1,767,385
PS BUSINESS PARKS INC$1,757,211
GLOBUS MEDICAL INC$1,746,663
HORACE MANN EDUCATORS CORP$1,734,283
MAXLINEAR INC$1,731,061
AIR LEASE CORP$1,729,037
CINEMARK HOLDINGS INC$1,709,761
TIMKEN CO/THE$1,706,827
ASSURED GUARANTY LTD$1,672,067
MASONITE INTERNATIONAL CORP$1,668,841
MKS INSTRUMENTS INC$1,664,928
OUTFRONT MEDIA INC$1,664,329
REDWOOD TRUST INC$1,646,331
ASPEN TECHNOLOGY INC$1,637,048
HERCULES CAPITAL INC$1,631,633
SANDERSON FARMS INC$1,631,172
BLACK HILLS CORP$1,608,894
CAVIUM INC$1,608,598
KATE SPADE & CO$1,607,735
BROADSOFT INC$1,601,790
DELEK US HOLDINGS INC$1,601,570
ENTEGRIS INC$1,592,162
GREAT WESTERN BANCORP INC$1,565,523
STATE BANK FINANCIAL CORP$1,560,409
GENESEE & WYOMING INC$1,558,126
MFA FINANCIAL INC$1,557,324
NU SKIN ENTERPRISES INC$1,556,745
HAEMONETICS CORP$1,556,624
LASALLE HOTEL PROPERTIES$1,555,427
ALLSCRIPTS HEALTHCARE SOLUTIONS INC$1,554,363
KEMPER CORP$1,550,316
REXFORD INDUSTRIAL REALTY INC$1,547,703
TENNECO INC$1,537,331
MB FINANCIAL INC$1,524,917
SOUTH STATE CORP$1,523,648
WATTS WATER TECHNOLOGIES INC$1,520,028
CHEESECAKE FACTORY INC/THE$1,519,046
METHANEX CORP$1,513,221
MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC$1,506,636
SURGICAL CARE AFFILIATES INC$1,504,101
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC$1,503,605
POLYONE CORP$1,502,094
JOHN BEAN TECHNOLOGIES CORP$1,497,986
INTEGRATED DEVICE TECHNOLOGY INC$1,490,525
NEW YORK TIMES CO/THE$1,474,992
CONNECTONE BANCORP INC$1,441,769
FORUM ENERGY TECHNOLOGIES INC$1,426,558
BLOOMIN' BRANDS INC$1,421,632
SYNERGY RESOURCES CORP$1,414,292
KENNEDY-WILSON HOLDINGS INC$1,414,133
ADVANCED DRAINAGE SYSTEMS INC$1,386,923
MOLINA HEALTHCARE INC$1,381,904
NATIONAL CINEMEDIA INC$1,341,235
LIFE STORAGE INC$1,340,263
PATTERN ENERGY GROUP INC$1,331,329
CALLIDUS SOFTWARE INC$1,315,410
TRINET GROUP INC$1,315,220
SOLAR CAPITAL LTD$1,302,416
FIRSTCASH INC$1,282,602
GRAPHIC PACKAGING HOLDING CO$1,267,823
LA-Z-BOY INC$1,265,004
LINDBLAD EXPEDITIONS HOLDINGS INC$1,259,343
KINDRED HEALTHCARE INC$1,168,245
CALLON PETROLEUM CO$1,154,881
VERIFONE SYSTEMS INC$1,122,546
GREENCORE GROUP PLC$1,112,617
BIO-TECHNE CORP$1,100,944
MINERALS TECHNOLOGIES INC$1,100,581
SPIRIT AIRLINES INC$1,077,301
FIRST SOLAR INC$1,074,047
PERFORMANCE FOOD GROUP CO$1,071,440
2U INC$1,038,020
BLUEBIRD BIO INC$1,001,051
ARMSTRONG FLOORING INC$934,147
DSW INC$932,029
ACUSHNET HOLDINGS CORP$921,044
MBIA INC$860,420
ULTRAGENYX PHARMACEUTICAL INC$849,013
PACIFIC PREMIER BANCORP INC$840,000
TELADOC INC$839,466
BLUEPRINT MEDICINES CORP$821,699
MONOLITHIC POWER SYSTEMS INC$818,297
MIMEDX GROUP INC$769,535
ZENDESK INC$714,461
ADURO BIOTECH INC$637,796
SUNPOWER CORP$474,871
EHEALTH INC$378,821
 
Fixed Income
Holding NameMarket Value
UNITED STATES TREASURY NOTE/BOND 1.125% 01/31/2019$28,972,493
UNITED STATES TREASURY NOTE/BOND 0.875% 05/31/2018$19,172,256
UNITED STATES TREASURY NOTE/BOND 0.625% 06/30/2018$17,036,348
UNITED STATES TREASURY NOTE/BOND 0.75% 07/15/2019$11,559,179
UNITED STATES TREASURY NOTE/BOND 1% 09/15/2018$11,227,752
UNITED STATES TREASURY NOTE/BOND 1% 11/30/2018$7,895,054
UNITED STATES TREASURY NOTE/BOND 1.25% 12/31/2018$7,509,225
UNITED STATES TREASURY NOTE/BOND 1.375% 02/15/2020$7,280,181
UNITED STATES TREASURY NOTE/BOND 1% 02/15/2018$7,005,061
UNITED STATES TREASURY NOTE/BOND 1% 03/15/2019$5,548,647
UNITED STATES TREASURY NOTE/BOND 0.75% 02/28/2018$4,990,820
UNITED STATES TREASURY NOTE/BOND 1.25% 12/15/2018$3,981,670
MMAF EQUIPMENT FINANCE LLC 2015-A 1.39% 10/16/2019$3,886,677
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 1.97% 08/25/2029$3,278,019
UNITED STATES TREASURY NOTE/BOND 1% 08/15/2018$3,212,238
FEDERAL HOME LOAN BANKS 1.25% 01/16/2019$2,940,085
SYNCHRONY CREDIT CARD MASTER NOTE TRUST 2015-2 1.6% 04/15/2021$2,666,472
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2014-3 1.92% 11/08/2019$2,637,550
SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 1.9% 09/23/2019$2,526,961
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 02/26/2019$2,486,038
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 08/28/2019$2,424,978
INVITATION HOMES 2015-SFR3 TRUST 1.85% 08/17/2032$2,350,865
FEDERAL HOME LOAN MORTGAGE CORP 0.875% 07/19/2019$2,343,333
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.465% 05/01/2042$2,311,413
COLONY STARWOOD HOMES 2016-2 TRUST 2.022% 12/17/2033$2,310,581
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 1.34% 04/15/2022$2,281,927
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.5% 02/28/2020$2,186,340
WELLS FARGO & CO 1.964% 02/11/2022$2,109,366
CITIZENS BANK NA/PROVIDENCE RI 2.5% 03/14/2019$2,038,548
BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD 2.375% 01/15/2020$2,038,295
DISCOVER CARD EXECUTION NOTE TRUST 1.252% 07/15/2024$2,015,895
INTERNATIONAL LEASE FINANCE CORP 6.25% 05/15/2019$2,001,055
CAPITAL ONE NA/MCLEAN VA 2.35% 01/31/2020$1,920,705
VERIZON COMMUNICATIONS INC 4.5% 09/15/2020$1,911,699
ING BANK NV 2% 11/26/2018$1,887,574
WESTPAC BANKING CORP 2.15% 03/06/2020$1,860,381
PRESTIGE AUTO RECEIVABLES TRUST 2016-1 1.99% 06/15/2020$1,846,915
SABINE PASS LIQUEFACTION LLC 5.625% 02/01/2021$1,838,348
GOLDMAN SACHS GROUP INC/THE 3% 04/26/2022$1,834,390
CENOVUS ENERGY INC 5.7% 10/15/2019$1,830,307
MITSUBISHI UFJ FINANCIAL GROUP INC 1.97% 02/22/2022$1,825,877
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 3.48% 06/01/2019$1,821,227
BP CAPITAL MARKETS PLC 2.315% 02/13/2020$1,810,894
BNZ INTERNATIONAL FUNDING LTD/LONDON 2.35% 03/04/2019$1,809,860
ENLINK MIDSTREAM PARTNERS LP 2.7% 04/01/2019$1,809,851
BNZ INTERNATIONAL FUNDING LTD/LONDON 2.4% 02/21/2020$1,804,790
TECH DATA CORP 3.7% 02/15/2022$1,802,093
PHILIP MORRIS INTERNATIONAL INC 1.625% 02/21/2019$1,773,429
KINDER MORGAN INC/DE 3.05% 12/01/2019$1,731,557
ARES CAPITAL CORP 3.625% 01/19/2022$1,665,910
BANK OF AMERICA CORP 2.6% 01/15/2019$1,621,074
ACTAVIS FUNDING SCS 2.35% 03/12/2018$1,601,963
UNITED STATES TREASURY NOTE/BOND 0.875% 06/15/2019$1,574,566
GENERAL MOTORS FINANCIAL CO INC 2.4% 04/10/2018$1,545,524
JPMORGAN CHASE & CO 6.3% 04/23/2019$1,527,627
JP MORGAN MORTGAGE TRUST 2017-1 3.5% 01/25/2047$1,516,969
HSBC USA INC 2.375% 11/13/2019$1,505,343
FORD MOTOR CREDIT CO LLC 1.684% 09/08/2017$1,502,288
BANK OF MONTREAL 1.35% 08/28/2018$1,493,202
MIZUHO FINANCIAL GROUP INC 1.994% 02/28/2022$1,478,229
MORGAN STANLEY 2.21% 01/20/2022$1,450,195
SMITHFIELD FOODS INC 2.7% 01/31/2020$1,418,093
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3.678% 07/25/2028$1,416,224
NEWELL BRANDS INC 2.15% 10/15/2018$1,408,929
ACTAVIS FUNDING SCS 3% 03/12/2020$1,381,188
NBCUNIVERSAL ENTERPRISE INC 1.565% 04/15/2018$1,310,280
HYUNDAI CAPITAL AMERICA 4% 06/08/2017$1,307,998
CARDINAL HEALTH INC 1.95% 06/15/2018$1,305,382
MIZUHO BANK LTD 1.497% 03/26/2018$1,303,738
HSBC USA INC 1.625% 01/16/2018$1,301,394
FEDERAL HOME LOAN MORTGAGE CORP 1.125% 04/15/2019$1,295,688
CITIGROUP INC 2.45% 01/10/2020$1,276,894
CARMAX AUTO OWNER TRUST 2015-2 1.37% 03/16/2020$1,274,006
PRUDENTIAL FINANCIAL INC 1.686% 08/15/2018$1,258,538
BB&T CORP 1.546% 02/01/2019$1,254,264
ABN AMRO BANK NV 2.5% 10/30/2018$1,252,037
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/NEW YORK NY 2.05% 09/23/2019$1,251,369
WELLS FARGO BANK NA 1.8% 11/28/2018$1,219,232
SKANDINAVISKA ENSKILDA BANKEN AB 1.5% 09/13/2019$1,217,093
MORGAN STANLEY 2.026% 01/27/2020$1,215,320
AETNA INC 1.9% 06/07/2019$1,210,334
WESTPAC BANKING CORP 1.6% 08/19/2019$1,208,997
HYUNDAI CAPITAL AMERICA 2.4% 10/30/2018$1,202,011
CREDIT AGRICOLE SA/LONDON 1.68% 04/15/2019$1,195,217
PFIZER INC 1.45% 06/03/2019$1,186,059
GENERAL MOTORS FINANCIAL CO INC 2.573% 01/14/2022$1,185,843
NATIONAL AUSTRALIA BANK LTD/NEW YORK 1.375% 07/12/2019$1,182,332
DOMINION RESOURCES INC/VA 1.5% 09/30/2018$1,174,162
CELGENE CORP 2.125% 08/15/2018$1,166,493
STANLEY BLACK & DECKER INC 2.451% 11/17/2018$1,153,524
CAPITAL ONE BANK USA NA 2.25% 02/13/2019$1,130,918
SUMITOMO MITSUI TRUST BANK LTD 2.05% 03/06/2019$1,110,223
SOUTHERN CALIFORNIA EDISON CO 1.845% 02/01/2022$1,103,678
MOODY'S CORP 5.5% 09/01/2020$1,096,016
HYUNDAI CAPITAL AMERICA 2.875% 08/09/2018$1,071,990
SYNCHRONY FINANCIAL 1.875% 08/15/2017$1,065,962
PORSCHE INNOVATIVE LEASE OWNER TRUST 2015-1 1.19% 07/23/2018$1,060,073
SVENSKA HANDELSBANKEN AB 1.5% 09/06/2019$1,015,936
HEWLETT PACKARD ENTERPRISE CO 2.45% 10/05/2017$1,009,632
FIFTH THIRD BANK/CINCINNATI OH 1.821% 08/20/2018$1,006,600
HYUNDAI CAPITAL SERVICES INC 3% 03/06/2022$1,004,629
RELIANCE STANDARD LIFE GLOBAL FUNDING II 2.15% 10/15/2018$1,003,763
FIRST INVESTORS AUTO OWNER TRUST 2017-1 2.2% 03/15/2022$990,477
CITIGROUP INC 2.5% 09/26/2018$985,126
INVITATION HOMES 2015-SFR2 TRUST 1.888% 06/17/2032$980,643
ABBVIE INC 1.8% 05/14/2018$977,464
BRANCH BANKING & TRUST CO 1.45% 05/10/2019$972,051
HEWLETT PACKARD ENTERPRISE CO 2.85% 10/05/2018$957,980
ENBRIDGE ENERGY PARTNERS LP 4.375% 10/15/2020$949,932
PHILIP MORRIS INTERNATIONAL INC 2% 02/21/2020$933,081
ZIMMER BIOMET HOLDINGS INC 2% 04/01/2018$923,237
DISCOVER BANK/GREENWOOD DE 2.6% 11/13/2018$920,462
VERIZON COMMUNICATIONS INC 2.625% 02/21/2020$912,394
MACQUARIE BANK LTD 1.6% 10/27/2017$910,503
AT&T INC 2.3% 03/11/2019$905,661
BANK OF TOKYO-MITSUBISHI UFJ LTD/THE 2.3% 03/10/2019$901,886
WISCONSIN PUBLIC SERVICE CORP 1.65% 12/04/2018$900,256
ASHLAND INC 3.875% 04/15/2018$893,594
TESORO CORP 4.75% 12/15/2023$893,325
COLONY AMERICAN HOMES 2015-1 1.75% 07/17/2032$886,600
GOLDMAN SACHS GROUP INC/THE 5.375% 03/15/2020$868,955
CVS HEALTH CORP 1.9% 07/20/2018$853,978
BANK OF TOKYO-MITSUBISHI UFJ LTD/THE 1.45% 09/08/2017$844,534
KRAFT HEINZ FOODS CO 2% 07/02/2018$832,578
VERIZON COMMUNICATIONS INC 2.606% 09/14/2018$819,282
DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV 2.225% 01/17/2020$815,771
PACCAR FINANCIAL CORP 1.3% 05/10/2019$813,782
SUNOCO LOGISTICS PARTNERS OPERATIONS LP 5.5% 02/15/2020$812,762
ROYAL BANK OF CANADA 1.625% 04/15/2019$771,926
INVITATION HOMES 2014-SFR2 TRUST 1.65% 09/17/2031$747,878
CISCO SYSTEMS INC 1.4% 09/20/2019$730,989
LENNAR CORP 4.125% 01/15/2022$711,375
FORD MOTOR CREDIT CO LLC 2.551% 10/05/2018$697,057
SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC 3.36% 03/20/2023$684,250
SUNTORY HOLDINGS LTD 2.55% 09/29/2019$678,352
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 1.4% 07/20/2018$675,825
REYNOLDS AMERICAN INC 2.3% 06/12/2018$664,823
ABN AMRO BANK NV 2.1% 01/18/2019$656,522
BANK OF NEW YORK MELLON CORP/THE 1.446% 08/01/2018$652,012
IMPERIAL TOBACCO FINANCE PLC 2.05% 02/11/2018$651,828
SANTANDER BANK NA 2% 01/12/2018$650,388
GLENCORE FINANCE CANADA LTD 2.7% 10/25/2017$644,026
GOLDMAN SACHS GROUP INC/THE 2.006% 11/15/2018$642,800
CAPITAL AUTO RECEIVABLES ASSET TRUST 2015-2 1.39% 09/20/2018$641,420
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.184% 01/25/2024$638,705
MORGAN STANLEY 6.625% 04/01/2018$636,392
BANK OF AMERICA CORP 1.7% 08/25/2017$636,013
JPMORGAN CHASE & CO 1.782% 01/25/2018$631,345
CNH INDUSTRIAL CAPITAL LLC 3.875% 07/16/2018$625,250
MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV 1.625% 10/28/2019$616,757
TIAA ASSET MANAGEMENT FINANCE CO LLC 2.95% 11/01/2019$611,957
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-4 2.97% 03/15/2021$609,739
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.534% 05/25/2024$606,845
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2016-2 2.3% 11/15/2019$600,042
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 3.5% 05/26/2022$599,316
MORGAN STANLEY 2.45% 02/01/2019$595,717
BANK OF AMERICA CORP 1.936% 03/22/2018$594,942
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 1.7% 07/19/2019$592,658
METROPOLITAN LIFE GLOBAL FUNDING I 1.95% 12/03/2018$592,038
BANK OF AMERICA NA 2.05% 12/07/2018$568,870
GENERAL MOTORS FINANCIAL CO INC 2.4% 05/09/2019$564,346
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2016-2 2.66% 11/15/2021$543,087
AIRCASTLE LTD 6.75% 04/15/2017$537,835
PNC BANK NA 1.95% 03/04/2019$531,667
HYUNDAI AUTO RECEIVABLES TRUST 2016-B 2.68% 09/15/2023$530,430
BERKSHIRE HATHAWAY ENERGY CO 5.75% 04/01/2018$522,746
CITIZENS BANK NA/PROVIDENCE RI 2.25% 03/02/2020$515,167
FANNIE MAE CONNECTICUT AVENUE SECURITIES 2.742% 09/25/2028$514,215
MYLAN NV 2.5% 06/07/2019$510,575
DRIVE AUTO RECEIVABLES TRUST 2016-B 3.19% 07/15/2022$486,460
BERKSHIRE HATHAWAY FINANCE CORP 1.7% 03/15/2019$482,117
STANDARD CHARTERED PLC 2.1% 08/19/2019$476,235
SEAGATE HDD CAYMAN 4.25% 03/01/2022$475,295
NOBLE HOLDING INTERNATIONAL LTD 7.75% 01/15/2024$468,000
MOODY'S CORP 2.75% 12/15/2021$465,696
COLONY AMERICAN HOMES 2014-2 1.474% 07/17/2031$463,763
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-2 3.02% 04/15/2021$460,739
INVITATION HOMES 2014-SFR1 TRUST 1.55% 06/17/2031$449,646
INTERNATIONAL LEASE FINANCE CORP 3.875% 04/15/2018$445,662
CENTERPOINT ENERGY TRANSITION BOND CO IV LLC 0.901% 04/15/2018$444,820
CATERPILLAR FINANCIAL SERVICES CORP 2.1% 01/10/2020$426,947
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 6.25% 02/01/2022$424,350
HYUNDAI CAPITAL SERVICES INC 1.625% 08/30/2019$422,965
WESTERN DIGITAL CORP 10.5% 04/01/2024$422,100
CITIGROUP INC 2.05% 12/07/2018$411,368
ONEOK INC 4.25% 02/01/2022$403,650
NVIDIA CORP 2.2% 09/16/2021$402,925
CAPITAL ONE NA/MCLEAN VA 1.65% 02/05/2018$390,485
CIT GROUP INC 5.25% 03/15/2018$387,986
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-1 3.24% 04/15/2021$380,706
BMW US CAPITAL LLC 1.5% 04/11/2019$368,330
KEYBANK NA/CLEVELAND OH 2.35% 03/08/2019$363,493
SEAGATE HDD CAYMAN 3.75% 11/15/2018$360,981
CAPITAL ONE NA/MCLEAN VA 1.5% 09/05/2017$360,291
HERTZ FLEET LEASE FUNDING LP 1.087% 12/10/2027$358,906
HUNTINGTON NATIONAL BANK/THE 2.2% 11/06/2018$351,865
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 1.834% 10/25/2028$351,362
CSMC TRUST 2013-IVR2 1.55% 04/25/2043$348,566
WALGREENS BOOTS ALLIANCE INC 1.75% 05/30/2018$340,780
GLENCORE FUNDING LLC 2.24% 01/15/2019$336,626
NCUA GUARANTEED NOTES TRUST 2010-A1 0.885% 12/07/2020$327,468
CITIGROUP INC 2.05% 06/07/2019$320,391
ACTAVIS FUNDING SCS 2.1% 03/12/2020$316,055
CREDIT SUISSE AG/NEW YORK NY 1.566% 04/27/2018$315,320
GENERAL MOTORS FINANCIAL CO INC 3% 09/25/2017$312,637
FIFTH THIRD BANK/CINCINNATI OH 2.3% 03/15/2019$312,607
CISCO SYSTEMS INC 1.6% 02/28/2019$310,721
IMPERIAL TOBACCO FINANCE PLC 2.05% 07/20/2018$310,290
SANTANDER UK PLC 2.5% 03/14/2019$307,782
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2016-2 4.1% 06/15/2021$301,104
TENCENT HOLDINGS LTD 2% 05/02/2017$300,125
ACTAVIS FUNDING SCS 1.3% 06/15/2017$300,003
KOREA EXPRESSWAY CORP 1.625% 04/28/2017$299,975
VERIZON OWNER TRUST 2016-1 1.42% 01/20/2021$298,101
WANT WANT CHINA FINANCE LTD 1.875% 05/14/2018$288,244
CAPITAL AUTO RECEIVABLES ASSET TRUST 2016-2 2.42% 06/21/2021$286,853
MISSOURI HIGHER EDUCATION LOAN AUTHORITY 1.422% 01/26/2026$286,282
COLONY AMERICAN HOMES 2014-1 1.7% 05/17/2031$285,132
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2016-2 1.57% 06/17/2019$283,705
FORD MOTOR CREDIT CO LLC 3% 06/12/2017$281,314
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 2.2% 07/21/2021$279,792
TENET HEALTHCARE CORP 6.25% 11/01/2018$276,575
AMERICAN HOMES 4 RENT 2014-SFR1 1.55% 06/17/2031$272,428
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.784% 07/25/2024$268,590
EXXON MOBIL CORP 1.708% 03/01/2019$260,658
STARWOOD PROPERTY TRUST INC 5% 12/15/2021$260,313
DRIVE AUTO RECEIVABLES TRUST 2016-B 1.67% 07/15/2019$260,260
AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP 5.5% 05/20/2025$259,781
NCUA GUARANTEED NOTES TRUST 2010-R1 0.981% 10/07/2020$258,149
CITIZENS BANK NA/PROVIDENCE RI 2.3% 12/03/2018$251,523
STRYKER CORP 2% 03/08/2019$251,202
CITIGROUP INC 1.85% 11/24/2017$250,943
COMPASS BANK 1.85% 09/29/2017$250,196
DISH DBS CORP 4.625% 07/15/2017$248,063
GOLDMAN SACHS GROUP INC/THE 2.087% 04/30/2018$242,547
ASTORIA FINANCIAL CORP 5% 06/19/2017$241,593
CALIFORNIA EARTHQUAKE AUTHORITY 1.824% 07/01/2017$240,722
AETNA INC 1.7% 06/07/2018$240,248
BANCO DE CREDITO DEL PERU/PANAMA 2.25% 10/25/2019$238,800
SEQUOIA MORTGAGE TRUST 2013-4 1.55% 04/25/2043$233,984
EBAY INC 2.5% 03/09/2018$232,060
DRIVE AUTO RECEIVABLES TRUST 2016-B 2.56% 06/15/2020$231,230
BANK OF AMERICA CORP 2.151% 11/09/2020$223,352
BAXALTA INC 1.646% 06/22/2018$220,274
PACCAR FINANCIAL CORP 1.45% 03/09/2018$220,189
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.584% 10/25/2023$204,344
IHO VERWALTUNGS GMBH 4.125% 09/15/2021$202,560
NOVELIS CORP 6.25% 08/15/2024$201,875
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2016-2 2.87% 11/08/2021$201,681
SYMANTEC CORP 5% 04/15/2025$200,381
TSMC GLOBAL LTD 1.625% 04/03/2018$199,515
ALLY FINANCIAL INC 3.25% 09/29/2017$196,926
THERMO FISHER SCIENTIFIC INC 2.15% 12/14/2018$191,278
TECO FINANCE INC 1.476% 04/10/2018$190,139
NEXTERA ENERGY CAPITAL HOLDINGS INC 1.649% 09/01/2018$189,845
APPLE INC 1.7% 02/22/2019$180,794
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2014-3 2.65% 08/17/2020$171,696
CHEVRON CORP 1.79% 11/16/2018$170,679
WHIRLPOOL CORP 1.65% 11/01/2017$170,314
FORTIVE CORP 1.8% 06/15/2019$169,554
DOMINION RESOURCES INC/VA 2.962% 07/01/2019$162,104
AMPHENOL CORP 1.55% 09/15/2017$160,093
FIDELITY NATIONAL INFORMATION SERVICES INC 2% 04/15/2018$150,651
AUTODESK INC 1.95% 12/15/2017$150,306
SEQUOIA MORTGAGE TRUST 2013-1 1.45% 02/25/2043$149,399
SYNCHRONY FINANCIAL 2.111% 02/03/2020$141,022
PACCAR FINANCIAL CORP 1.1% 06/06/2017$139,967
AES CORP/VA 3.842% 06/01/2019$139,403
CAPITAL AUTO RECEIVABLES ASSET TRUST 2016-2 2.11% 03/22/2021$139,022
GSAMP TRUST 2004-SEA2 1.242% 03/25/2034$131,206
APPLE INC 1.3% 02/23/2018$130,233
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 5.875% 06/15/2021$127,016
IAC/INTERACTIVECORP 4.875% 11/30/2018$121,860
BAXALTA INC 2% 06/22/2018$120,365
VENTAS REALTY LP 1.25% 04/17/2017$119,997
AT&T INC 5.5% 02/01/2018$113,931
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2.042% 11/25/2023$113,907
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 2.5% 06/15/2019$110,540
KINDER MORGAN INC/DE 2% 12/01/2017$110,239
BERKSHIRE HATHAWAY INC 1.15% 08/15/2018$109,483
SPRINGLEAF MORTGAGE LOAN TRUST 2013-2 1.78% 12/25/2065$87,868
FREEPORT-MCMORAN INC 2.15% 03/01/2017$80,000
COCA-COLA CO/THE 0.875% 10/27/2017$75,906
SOUTHERN POWER CO 1.85% 12/01/2017$70,194
FIDELITY NATIONAL INFORMATION SERVICES INC 1.45% 06/05/2017$70,026
JOHNSON CONTROLS INTERNATIONAL PLC 1.4% 11/02/2017$69,876
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.534% 05/25/2024$61,475
LOCKHEED MARTIN CORP 1.85% 11/23/2018$47,197
TRANSALTA CORP 1.9% 06/03/2017$46,212
NELNET STUDENT LOAN TRUST 2014-2 0.814% 06/25/2021$13,436
 
Short-Term/Cash
Holding NameMarket Value
BLACKROCK TEMP FUND$9,298,232
FIDELITY INSTITUTIONAL MONEY MARKET$9,298,232
UNITED STATES ZERO 03/17$5,999,928
 
Other
Holding NameMarket Value
RUSSELL 2000 MINI EQUITY INDEX MAR17 (RTAH7)$2,072,857
CURRENCY CONTRACT$13,731
CURRENCY CONTRACT$12,714
US 2YR NOTE (CBT) BOND JUN17 (TUM7) COMDTY$9,608
CURRENCY CONTRACT$2,380
CURRENCY CONTRACT$-1,245
US 5YR NOTE (CBT) BOND JUN17 (FVM7) COMDTY$-7,301
USD$-2,624,439
USD$-4,343,424
All Holdings As of Jan 31, 2017
Equity
Holding NameMarket Value
CARDTRONICS PLC$3,846,798
MGIC INVESTMENT CORP$3,596,047
CLEAN HARBORS INC$3,588,464
TELEDYNE TECHNOLOGIES INC$3,500,321
INSULET CORP$3,425,594
STERLING BANCORP/DE$3,419,398
SWIFT TRANSPORTATION CO$3,329,847
WESTERN ALLIANCE BANCORP$3,215,724
AMERIS BANCORP$3,198,447
KATE SPADE & CO$3,120,934
KIRBY CORP$3,017,033
GLOBUS MEDICAL INC$2,936,082
FCB FINANCIAL HOLDINGS INC$2,930,619
LIFEPOINT HEALTH INC$2,916,696
OUTFRONT MEDIA INC$2,908,403
TEXAS CAPITAL BANCSHARES INC$2,884,283
CINEMARK HOLDINGS INC$2,836,195
PS BUSINESS PARKS INC$2,833,716
HORACE MANN EDUCATORS CORP$2,832,971
TIMKEN CO/THE$2,832,720
VONAGE HOLDINGS CORP$2,828,187
CAVIUM INC$2,827,763
CIENA CORP$2,826,312
HUBSPOT INC$2,810,471
LASALLE HOTEL PROPERTIES$2,701,392
NU SKIN ENTERPRISES INC$2,697,137
AIR LEASE CORP$2,684,735
METHANEX CORP$2,672,820
MOLINA HEALTHCARE INC$2,671,512
ASSURED GUARANTY LTD$2,642,417
MKS INSTRUMENTS INC$2,635,012
WABASH NATIONAL CORP$2,633,380
BROADSOFT INC$2,624,160
KEMPER CORP$2,621,549
GENESEE & WYOMING INC$2,615,067
TENNECO INC$2,606,605
WATTS WATER TECHNOLOGIES INC$2,600,070
SANDERSON FARMS INC$2,579,486
DELEK US HOLDINGS INC$2,578,240
HERCULES CAPITAL INC$2,574,387
BLACK HILLS CORP$2,570,805
REDWOOD TRUST INC$2,564,506
MFA FINANCIAL INC$2,562,443
SURGICAL CARE AFFILIATES INC$2,556,512
MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC$2,554,338
INTEGRATED DEVICE TECHNOLOGY INC$2,552,931
ENTEGRIS INC$2,550,338
GREAT WESTERN BANCORP INC$2,531,399
ALLSCRIPTS HEALTHCARE SOLUTIONS INC$2,529,875
NATIONAL CINEMEDIA INC$2,529,026
SOUTH STATE CORP$2,524,567
REXFORD INDUSTRIAL REALTY INC$2,522,332
POLYONE CORP$2,513,293
MAXLINEAR INC$2,484,739
MB FINANCIAL INC$2,479,920
JOHN BEAN TECHNOLOGIES CORP$2,469,351
STATE BANK FINANCIAL CORP$2,458,338
ASPEN TECHNOLOGY INC$2,415,496
GATX CORP$2,411,210
SYNERGY RESOURCES CORP$2,410,223
CONNECTONE BANCORP INC$2,402,544
CALLON PETROLEUM CO$2,384,918
CHEESECAKE FACTORY INC/THE$2,373,220
CHICO'S FAS INC$2,361,951
BLOOMIN' BRANDS INC$2,356,971
MASONITE INTERNATIONAL CORP$2,355,642
NEW YORK TIMES CO/THE$2,346,192
ADVANCED DRAINAGE SYSTEMS INC$2,339,869
CALLIDUS SOFTWARE INC$2,312,523
LA-Z-BOY INC$2,312,424
FORUM ENERGY TECHNOLOGIES INC$2,306,645
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC$2,274,562
MINERALS TECHNOLOGIES INC$2,225,926
KENNEDY-WILSON HOLDINGS INC$2,157,884
LINDBLAD EXPEDITIONS HOLDINGS INC$2,121,226
PATTERN ENERGY GROUP INC$2,116,404
LIFE STORAGE INC$2,102,306
TRINET GROUP INC$2,059,830
HAEMONETICS CORP$2,031,545
FIRSTCASH INC$2,021,674
GRAPHIC PACKAGING HOLDING CO$2,013,459
SOLAR CAPITAL LTD$2,009,937
SPIRIT AIRLINES INC$1,937,982
BIO-TECHNE CORP$1,828,448
GREENCORE GROUP PLC$1,776,714
VERIFONE SYSTEMS INC$1,696,715
ACUSHNET HOLDINGS CORP$1,688,291
FIRST SOLAR INC$1,619,073
DSW INC$1,605,028
ARMSTRONG FLOORING INC$1,592,602
KINDRED HEALTHCARE INC$1,517,597
MBIA INC$1,449,961
BLUEBIRD BIO INC$1,400,600
MONOLITHIC POWER SYSTEMS INC$1,390,606
PACIFIC PREMIER BANCORP INC$1,369,498
ULTRAGENYX PHARMACEUTICAL INC$1,300,673
MIMEDX GROUP INC$1,274,216
TELADOC INC$1,250,000
ADURO BIOTECH INC$1,130,360
ZENDESK INC$1,050,527
EHEALTH INC$893,141
SUNPOWER CORP$624,824
BLUEPRINT MEDICINES CORP$405,552
2U INC$268,916
WEX INC$236,434
WISDOMTREE INVESTMENTS INC$150,802
 
Fixed Income
Holding NameMarket Value
UNITED STATES TREASURY NOTE/BOND 0.625% 06/30/2018$17,037,016
UNITED STATES TREASURY NOTE/BOND 0.875% 05/31/2018$11,983,824
UNITED STATES TREASURY NOTE/BOND 1% 09/15/2018$11,228,191
UNITED STATES TREASURY NOTE/BOND 1.125% 01/31/2019$7,902,945
UNITED STATES TREASURY NOTE/BOND 1% 11/30/2018$7,891,809
UNITED STATES TREASURY NOTE/BOND 1.25% 12/31/2018$7,508,640
UNITED STATES TREASURY NOTE/BOND 1% 02/15/2018$7,007,245
UNITED STATES TREASURY NOTE/BOND 1% 03/15/2019$5,544,622
UNITED STATES TREASURY NOTE/BOND 0.75% 02/28/2018$4,991,700
UNITED STATES TREASURY NOTE/BOND 0.75% 07/15/2019$4,450,539
UNITED STATES TREASURY NOTE/BOND 1.25% 12/15/2018$3,981,050
UNITED STATES TREASURY NOTE/BOND 1% 08/15/2018$3,212,926
FEDERAL HOME LOAN BANKS 1.25% 01/16/2019$2,938,836
SYNCHRONY CREDIT CARD MASTER NOTE TRUST 2015-2 1.6% 04/15/2021$2,668,263
SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 1.9% 09/23/2019$2,516,412
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 02/26/2019$2,485,518
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 08/28/2019$2,424,270
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.465% 05/01/2042$2,341,114
FEDERAL HOME LOAN MORTGAGE CORP 0.875% 07/19/2019$2,339,567
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 1.34% 04/15/2022$2,280,111
CABELA'S CREDIT CARD MASTER NOTE TRUST 1.63% 02/18/2020$2,210,280
BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD 2.375% 01/15/2020$2,032,371
DISCOVER CARD EXECUTION NOTE TRUST 1.252% 07/15/2024$2,000,959
ACTAVIS FUNDING SCS 2.35% 03/12/2018$1,600,391
UNITED STATES TREASURY NOTE/BOND 0.875% 06/15/2019$1,573,324
GENERAL MOTORS FINANCIAL CO INC 2.4% 04/10/2018$1,541,326
FORD MOTOR CREDIT CO LLC 1.684% 09/08/2017$1,501,040
BANK OF MONTREAL 1.35% 08/28/2018$1,491,537
MORGAN STANLEY 2.21% 01/20/2022$1,442,419
NEWELL BRANDS INC 2.15% 10/15/2018$1,407,804
CAPITAL ONE NA/MCLEAN VA 2.35% 01/31/2020$1,344,740
GOLDMAN SACHS GROUP INC/THE 3% 04/26/2022$1,322,724
CARMAX AUTO OWNER TRUST 2015-2 1.37% 03/16/2020$1,320,411
HYUNDAI CAPITAL AMERICA 4% 06/08/2017$1,310,917
NBCUNIVERSAL ENTERPRISE INC 1.565% 04/15/2018$1,308,986
PRINCIPAL LIFE GLOBAL FUNDING II 1.342% 12/01/2017$1,305,034
CARDINAL HEALTH INC 1.95% 06/15/2018$1,304,623
HSBC USA INC 1.625% 01/16/2018$1,301,028
MIZUHO BANK LTD 1.497% 03/26/2018$1,300,302
FEDERAL HOME LOAN MORTGAGE CORP 1.125% 04/15/2019$1,294,632
CITIGROUP INC 2.45% 01/10/2020$1,273,310
PRUDENTIAL FINANCIAL INC 1.686% 08/15/2018$1,255,231
BB&T CORP 1.546% 02/01/2019$1,252,693
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/NEW YORK NY 2.05% 09/23/2019$1,247,734
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 3.48% 06/01/2019$1,235,583
INVITATION HOMES 2014-SFR1 TRUST 1.55% 06/17/2031$1,228,545
CITIBANK CREDIT CARD ISSUANCE TRUST 1.02% 02/22/2019$1,228,008
WELLS FARGO BANK NA 1.8% 11/28/2018$1,217,748
MORGAN STANLEY 2.026% 01/27/2020$1,216,771
SKANDINAVISKA ENSKILDA BANKEN AB 1.5% 09/13/2019$1,214,282
SOUTHERN CALIFORNIA EDISON CO 1.845% 02/01/2022$1,211,325
PORSCHE INNOVATIVE LEASE OWNER TRUST 2015-1 1.19% 07/23/2018$1,208,137
WESTPAC BANKING CORP 1.6% 08/19/2019$1,206,901
AETNA INC 1.9% 06/07/2019$1,203,313
CREDIT AGRICOLE SA/LONDON 1.68% 04/15/2019$1,195,276
PFIZER INC 1.45% 06/03/2019$1,185,075
NATIONAL AUSTRALIA BANK LTD/NEW YORK 1.375% 07/12/2019$1,179,829
DOMINION RESOURCES INC/VA 1.5% 09/30/2018$1,173,855
GENERAL MOTORS FINANCIAL CO INC 2.573% 01/14/2022$1,169,153
CELGENE CORP 2.125% 08/15/2018$1,165,684
STANLEY BLACK & DECKER INC 2.451% 11/17/2018$1,153,206
INVITATION HOMES 2015-SFR3 TRUST 1.85% 08/17/2032$1,066,048
SYNCHRONY FINANCIAL 1.875% 08/15/2017$1,065,862
MMAF EQUIPMENT FINANCE LLC 2015-A 1.39% 10/16/2019$1,056,586
SVENSKA HANDELSBANKEN AB 1.5% 09/06/2019$1,013,937
HEWLETT PACKARD ENTERPRISE CO 2.45% 10/05/2017$1,010,327
FIFTH THIRD BANK/CINCINNATI OH 1.821% 08/20/2018$1,006,299
RELIANCE STANDARD LIFE GLOBAL FUNDING II 2.15% 10/15/2018$1,004,711
INVITATION HOMES 2015-SFR2 TRUST 1.888% 06/17/2032$983,106
ABBVIE INC 1.8% 05/14/2018$976,745
BRANCH BANKING & TRUST CO 1.45% 05/10/2019$970,124
HEWLETT PACKARD ENTERPRISE CO 2.85% 10/05/2018$957,565
ZIMMER BIOMET HOLDINGS INC 2% 04/01/2018$922,915
DISCOVER BANK/GREENWOOD DE 2.6% 11/13/2018$918,955
MACQUARIE BANK LTD 1.6% 10/27/2017$910,769
AT&T INC 2.3% 03/11/2019$903,437
WISCONSIN PUBLIC SERVICE CORP 1.65% 12/04/2018$900,934
ASHLAND INC 3.875% 04/15/2018$893,594
TESORO CORP 4.75% 12/15/2023$886,875
COLONY AMERICAN HOMES 2015-1 1.75% 07/17/2032$886,859
CVS HEALTH CORP 1.9% 07/20/2018$853,448
BANK OF TOKYO-MITSUBISHI UFJ LTD/THE 1.45% 09/08/2017$844,057
KRAFT HEINZ FOODS CO 2% 07/02/2018$831,682
VERIZON COMMUNICATIONS INC 2.606% 09/14/2018$818,258
DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV 2.225% 01/17/2020$816,302
PACCAR FINANCIAL CORP 1.3% 05/10/2019$812,731
BANK OF AMERICA CORP 1.434% 05/02/2017$805,446
ROYAL BANK OF CANADA 1.625% 04/15/2019$769,828
CAPITAL AUTO RECEIVABLES ASSET TRUST 2015-2 1.39% 09/20/2018$765,963
INVITATION HOMES 2014-SFR2 TRUST 1.65% 09/17/2031$748,809
CISCO SYSTEMS INC 1.4% 09/20/2019$727,932
LENNAR CORP 4.125% 01/15/2022$708,540
SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC 3.36% 03/20/2023$682,550
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 1.4% 07/20/2018$675,405
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.184% 01/25/2024$671,369
REYNOLDS AMERICAN INC 2.3% 06/12/2018$664,208
ABN AMRO BANK NV 2.1% 01/18/2019$659,088
BANK OF NEW YORK MELLON CORP/THE 1.446% 08/01/2018$652,123
IMPERIAL TOBACCO FINANCE PLC 2.05% 02/11/2018$650,892
SANTANDER BANK NA 2% 01/12/2018$650,579
GLENCORE FINANCE CANADA LTD 2.7% 10/25/2017$644,946
GOLDMAN SACHS GROUP INC/THE 2.006% 11/15/2018$641,480
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.534% 05/25/2024$638,758
MORGAN STANLEY 6.625% 04/01/2018$638,268
BANK OF AMERICA CORP 1.7% 08/25/2017$635,957
JPMORGAN CHASE & CO 1.782% 01/25/2018$630,602
CNH INDUSTRIAL CAPITAL LLC 3.875% 07/16/2018$622,200
MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV 1.625% 10/28/2019$615,901
TIAA ASSET MANAGEMENT FINANCE CO LLC 2.95% 11/01/2019$610,883
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-4 2.97% 03/15/2021$608,818
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2016-2 2.3% 11/15/2019$600,448
FORD MOTOR CREDIT CO LLC 4.25% 02/03/2017$600,000
BANK OF AMERICA CORP 1.936% 03/22/2018$594,855
MORGAN STANLEY 2.45% 02/01/2019$594,642
METROPOLITAN LIFE GLOBAL FUNDING I 1.95% 12/03/2018$591,660
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 3.5% 05/26/2022$589,593
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 1.7% 07/19/2019$589,592
BANK OF AMERICA NA 2.05% 12/07/2018$567,851
GENERAL MOTORS FINANCIAL CO INC 2.4% 05/09/2019$558,751
FANNIE MAE CONNECTICUT AVENUE SECURITIES 2.742% 09/25/2028$546,861
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2016-2 2.66% 11/15/2021$541,778
AIRCASTLE LTD 6.75% 04/15/2017$540,625
PNC BANK NA 1.95% 03/04/2019$531,668
HYUNDAI AUTO RECEIVABLES TRUST 2016-B 2.68% 09/15/2023$530,568
BERKSHIRE HATHAWAY ENERGY CO 5.75% 04/01/2018$524,557
MYLAN NV 2.5% 06/07/2019$507,902
HERTZ FLEET LEASE FUNDING LP 1.087% 12/10/2027$489,793
DRIVE AUTO RECEIVABLES TRUST 2016-B 3.19% 07/15/2022$486,579
BERKSHIRE HATHAWAY FINANCE CORP 1.7% 03/15/2019$480,242
NOBLE HOLDING INTERNATIONAL LTD 7.75% 01/15/2024$478,200
STANDARD CHARTERED PLC 2.1% 08/19/2019$475,548
COLONY AMERICAN HOMES 2014-2 1.474% 07/17/2031$464,053
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-2 3.02% 04/15/2021$459,888
CITIZENS BANK NA/PROVIDENCE RI 2.5% 03/14/2019$453,546
CENTERPOINT ENERGY TRANSITION BOND CO IV LLC 0.901% 04/15/2018$444,762
INTERNATIONAL LEASE FINANCE CORP 3.875% 04/15/2018$442,613
CATERPILLAR FINANCIAL SERVICES CORP 2.1% 01/10/2020$425,884
WESTERN DIGITAL CORP 10.5% 04/01/2024$424,800
HYUNDAI CAPITAL SERVICES INC 1.625% 08/30/2019$422,951
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 6.25% 02/01/2022$414,100
CITIGROUP INC 2.05% 12/07/2018$410,257
NVIDIA CORP 2.2% 09/16/2021$400,328
CAPITAL ONE NA/MCLEAN VA 1.65% 02/05/2018$389,977
CIT GROUP INC 5.25% 03/15/2018$388,031
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 1.834% 10/25/2028$383,648
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-1 3.24% 04/15/2021$379,349
INVITATION HOMES 2013-SFR1 TRUST 1.7% 12/17/2030$375,719
BMW US CAPITAL LLC 1.5% 04/11/2019$367,276
KEYBANK NA/CLEVELAND OH 2.35% 03/08/2019$362,787
SEAGATE HDD CAYMAN 3.75% 11/15/2018$361,601
CAPITAL ONE NA/MCLEAN VA 1.5% 09/05/2017$359,875
CSMC TRUST 2013-IVR2 1.55% 04/25/2043$351,514
HUNTINGTON NATIONAL BANK/THE 2.2% 11/06/2018$351,514
WALGREENS BOOTS ALLIANCE INC 1.75% 05/30/2018$340,729
GLENCORE FUNDING LLC 2.24% 01/15/2019$333,521
NCUA GUARANTEED NOTES TRUST 2010-A1 0.885% 12/07/2020$329,837
SMITHFIELD FOODS INC 2.7% 01/31/2020$321,574
CITIGROUP INC 2.05% 06/07/2019$319,367
ACTAVIS FUNDING SCS 2.1% 03/12/2020$316,239
CREDIT SUISSE AG/NEW YORK NY 1.566% 04/27/2018$315,342
FIFTH THIRD BANK/CINCINNATI OH 2.3% 03/15/2019$312,758
GENERAL MOTORS FINANCIAL CO INC 3% 09/25/2017$312,726
CISCO SYSTEMS INC 1.6% 02/28/2019$310,218
IMPERIAL TOBACCO FINANCE PLC 2.05% 07/20/2018$310,175
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2016-2 1.57% 06/17/2019$308,109
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.784% 07/25/2024$306,717
SANTANDER UK PLC 2.5% 03/14/2019$306,717
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2016-2 4.1% 06/15/2021$301,264
KOREA EXPRESSWAY CORP 1.625% 04/28/2017$300,144
TENCENT HOLDINGS LTD 2% 05/02/2017$300,131
ACTAVIS FUNDING SCS 1.3% 06/15/2017$299,891
VERIZON OWNER TRUST 2016-1 1.42% 01/20/2021$298,212
JPMORGAN CHASE & CO 6.3% 04/23/2019$294,756
WANT WANT CHINA FINANCE LTD 1.875% 05/14/2018$287,936
CAPITAL AUTO RECEIVABLES ASSET TRUST 2016-2 2.42% 06/21/2021$286,983
MISSOURI HIGHER EDUCATION LOAN AUTHORITY 1.422% 01/26/2026$286,021
COLONY AMERICAN HOMES 2014-1 1.7% 05/17/2031$285,793
FORD MOTOR CREDIT CO LLC 3% 06/12/2017$281,582
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 2.2% 07/21/2021$276,576
TENET HEALTHCARE CORP 6.25% 11/01/2018$274,625
AMERICAN HOMES 4 RENT 2014-SFR1 1.55% 06/17/2031$272,606
NCUA GUARANTEED NOTES TRUST 2010-R1 0.981% 10/07/2020$264,424
AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP 5.5% 05/20/2025$262,331
EXXON MOBIL CORP 1.708% 03/01/2019$260,650
DRIVE AUTO RECEIVABLES TRUST 2016-B 1.67% 07/15/2019$260,223
STARWOOD PROPERTY TRUST INC 5% 12/15/2021$254,688
CITIZENS BANK NA/PROVIDENCE RI 2.3% 12/03/2018$251,510
CITIGROUP INC 1.85% 11/24/2017$250,702
STRYKER CORP 2% 03/08/2019$250,588
HUNTINGTON NATIONAL BANK/THE 1.307% 04/24/2017$250,092
COMPASS BANK 1.85% 09/29/2017$249,597
DISH DBS CORP 4.625% 07/15/2017$248,675
ASTORIA FINANCIAL CORP 5% 06/19/2017$242,272
GOLDMAN SACHS GROUP INC/THE 2.087% 04/30/2018$242,202
CALIFORNIA EARTHQUAKE AUTHORITY 1.824% 07/01/2017$240,706
AETNA INC 1.7% 06/07/2018$240,053
BANCO DE CREDITO DEL PERU/PANAMA 2.25% 10/25/2019$239,100
SEQUOIA MORTGAGE TRUST 2013-4 1.55% 04/25/2043$236,313
EBAY INC 2.5% 03/09/2018$232,115
DRIVE AUTO RECEIVABLES TRUST 2016-B 2.56% 06/15/2020$231,451
BANK OF AMERICA CORP 2.151% 11/09/2020$221,470
BAXALTA INC 1.646% 06/22/2018$220,290
PACCAR FINANCIAL CORP 1.45% 03/09/2018$220,103
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.584% 10/25/2023$219,947
IHO VERWALTUNGS GMBH 4.125% 09/15/2021$201,790
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2016-2 2.87% 11/08/2021$201,764
NOVELIS CORP 6.25% 08/15/2024$200,450
TSMC GLOBAL LTD 1.625% 04/03/2018$199,466
ALLY FINANCIAL INC 3.25% 09/29/2017$196,950
THERMO FISHER SCIENTIFIC INC 2.15% 12/14/2018$191,125
TECO FINANCE INC 1.476% 04/10/2018$190,149
NEXTERA ENERGY CAPITAL HOLDINGS INC 1.649% 09/01/2018$189,624
TECH DATA CORP 3.7% 02/15/2022$185,152
APPLE INC 1.7% 02/22/2019$180,497
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2014-3 2.65% 08/17/2020$171,896
CHEVRON CORP 1.79% 11/16/2018$170,738
WHIRLPOOL CORP 1.65% 11/01/2017$170,149
FORTIVE CORP 1.8% 06/15/2019$169,071
DOMINION RESOURCES INC/VA 2.962% 07/01/2019$162,232
AMPHENOL CORP 1.55% 09/15/2017$160,114
SEQUOIA MORTGAGE TRUST 2013-1 1.45% 02/25/2043$154,302
FIDELITY NATIONAL INFORMATION SERVICES INC 2% 04/15/2018$150,326
AUTODESK INC 1.95% 12/15/2017$150,271
PACCAR FINANCIAL CORP 1.1% 06/06/2017$140,035
GSAMP TRUST 2004-SEA2 1.242% 03/25/2034$139,983
AES CORP/VA 3.842% 06/01/2019$139,521
CAPITAL AUTO RECEIVABLES ASSET TRUST 2016-2 2.11% 03/22/2021$139,104
SYNCHRONY FINANCIAL 2.111% 02/03/2020$138,517
PACCAR FINANCIAL CORP 1.435% 12/06/2018$131,195
APPLE INC 1.3% 02/23/2018$130,217
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 5.875% 06/15/2021$126,625
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2.042% 11/25/2023$122,541
IAC/INTERACTIVECORP 4.875% 11/30/2018$121,860
BAXALTA INC 2% 06/22/2018$120,198
VENTAS REALTY LP 1.25% 04/17/2017$119,968
VERIZON COMMUNICATIONS INC 2.625% 02/21/2020$116,563
AT&T INC 5.5% 02/01/2018$114,123
KINDER MORGAN INC/DE 3.05% 12/01/2019$112,058
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 2.5% 06/15/2019$110,649
KINDER MORGAN INC/DE 2% 12/01/2017$110,277
BERKSHIRE HATHAWAY INC 1.15% 08/15/2018$109,520
GATX CORP 1.25% 03/04/2017$100,000
SPRINGLEAF MORTGAGE LOAN TRUST 2013-2 1.78% 12/25/2065$93,170
FREEPORT-MCMORAN INC 2.15% 03/01/2017$80,000
COCA-COLA CO/THE 0.875% 10/27/2017$75,984
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.534% 05/25/2024$70,640
SOUTHERN POWER CO 1.85% 12/01/2017$70,213
FIDELITY NATIONAL INFORMATION SERVICES INC 1.45% 06/05/2017$70,054
JOHNSON CONTROLS INTERNATIONAL PLC 1.4% 11/02/2017$69,915
LOCKHEED MARTIN CORP 1.85% 11/23/2018$47,154
TRANSALTA CORP 1.9% 06/03/2017$46,115
NELNET STUDENT LOAN TRUST 2014-2 0.814% 06/25/2021$20,143
KUBOTA CREDIT OWNER TRUST 2015-1 0.94% 12/15/2017$19,367
CAPITAL AUTO RECEIVABLES ASSET TRUST 2013-1 1.74% 10/22/2018$18,452
 
Short-Term/Cash
Holding NameMarket Value
FIDELITY INSTITUTIONAL MONEY MARKET$20,476,812
 
Other
Holding NameMarket Value
USD$3,279,546
USD$710,313
US 2YR NOTE (CBT) BOND MAR17 (TUH7) COMDTY$19,984
US 5YR NOTE (CBT) BOND MAR17 (FVH7) COMDTY$2,089
CURRENCY CONTRACT$811
CURRENCY CONTRACT$-7,046
RUSSELL 2000 MINI EQUITY INDEX MAR17 (RTAH7)$-2,225,352
All Holdings As of Dec 31, 2016
Equity
Holding NameMarket Value
CARDTRONICS PLC$3,846,094
WESTERN ALLIANCE BANCORP$3,746,432
CLEAN HARBORS INC$3,598,162
SWIFT TRANSPORTATION CO$3,553,003
TELEDYNE TECHNOLOGIES INC$3,504,024
MGIC INVESTMENT CORP$3,440,725
STERLING BANCORP/DE$3,354,881
GREAT WESTERN BANCORP INC$3,134,121
INSULET CORP$3,102,797
AMERIS BANCORP$3,092,068
TENNECO INC$3,045,100
METHANEX CORP$2,978,531
FCB FINANCIAL HOLDINGS INC$2,977,434
PS BUSINESS PARKS INC$2,947,024
HORACE MANN EDUCATORS CORP$2,932,314
ASPEN TECHNOLOGY INC$2,847,789
KIRBY CORP$2,840,348
CIENA CORP$2,834,440
KATE SPADE & CO$2,826,787
LIFEPOINT HEALTH INC$2,791,379
CAVIUM INC$2,779,142
FORUM ENERGY TECHNOLOGIES INC$2,776,334
DELEK US HOLDINGS INC$2,770,457
GLOBUS MEDICAL INC$2,763,437
TEXAS CAPITAL BANCSHARES INC$2,740,942
VONAGE HOLDINGS CORP$2,732,451
LASALLE HOTEL PROPERTIES$2,728,253
KEMPER CORP$2,688,301
SANDERSON FARMS INC$2,671,327
OUTFRONT MEDIA INC$2,636,966
MB FINANCIAL INC$2,630,286
ENTEGRIS INC$2,611,932
SOUTH JERSEY INDUSTRIES INC$2,596,893
BROADSOFT INC$2,577,300
REXFORD INDUSTRIAL REALTY INC$2,575,644
HUBSPOT INC$2,574,895
HERCULES CAPITAL INC$2,570,743
WATTS WATER TECHNOLOGIES INC$2,568,554
GATX CORP$2,568,009
ASSURED GUARANTY LTD$2,564,998
CINEMARK HOLDINGS INC$2,559,916
MOLINA HEALTHCARE INC$2,555,646
NATIONAL CINEMEDIA INC$2,541,102
AIR LEASE CORP$2,533,451
CONNECTONE BANCORP INC$2,524,131
REDWOOD TRUST INC$2,516,525
LA-Z-BOY INC$2,510,517
MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC$2,486,115
NU SKIN ENTERPRISES INC$2,483,987
BLOOMIN' BRANDS INC$2,483,705
MFA FINANCIAL INC$2,478,003
SOUTH STATE CORP$2,468,089
JOHN BEAN TECHNOLOGIES CORP$2,457,912
GENESEE & WYOMING INC$2,408,596
CALLON PETROLEUM CO$2,398,965
INTEGRATED DEVICE TECHNOLOGY INC$2,387,735
MKS INSTRUMENTS INC$2,375,109
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC$2,362,907
POLYONE CORP$2,360,771
CHEESECAKE FACTORY INC/THE$2,358,254
MASONITE INTERNATIONAL CORP$2,327,346
NEW YORK TIMES CO/THE$2,311,434
CHICO'S FAS INC$2,248,999
CURTISS-WRIGHT CORP$2,247,034
LINDBLAD EXPEDITIONS HOLDINGS INC$2,229,765
ALLSCRIPTS HEALTHCARE SOLUTIONS INC$2,205,809
LIFE STORAGE INC$2,200,646
ARMSTRONG WORLD INDUSTRIES INC$2,179,076
KENNEDY-WILSON HOLDINGS INC$2,163,160
MINERALS TECHNOLOGIES INC$2,145,387
TIMKEN CO/THE$2,139,830
MAXLINEAR INC$2,117,565
CALLIDUS SOFTWARE INC$2,105,712
SURGICAL CARE AFFILIATES INC$2,093,625
HILLTOP HOLDINGS INC$2,078,103
TRINET GROUP INC$2,075,220
SPIRIT AIRLINES INC$2,074,975
STATE BANK FINANCIAL CORP$2,062,230
HAEMONETICS CORP$2,048,873
PATTERN ENERGY GROUP INC$2,035,994
GRAPHIC PACKAGING HOLDING CO$2,008,631
ADVANCED DRAINAGE SYSTEMS INC$2,000,054
SOLAR CAPITAL LTD$1,972,050
BIO-TECHNE CORP$1,847,855
SYNERGY RESOURCES CORP$1,810,806
GREENCORE GROUP PLC$1,810,027
ACUSHNET HOLDINGS CORP$1,793,866
WEX INC$1,793,189
KINDRED HEALTHCARE INC$1,791,449
DSW INC$1,718,048
FIRST SOLAR INC$1,665,792
VERIFONE SYSTEMS INC$1,655,627
FIRSTCASH INC$1,521,061
MBIA INC$1,521,037
ARMSTRONG FLOORING INC$1,507,784
MIMEDX GROUP INC$1,397,222
TESARO INC$1,380,034
MONOLITHIC POWER SYSTEMS INC$1,305,964
WELLCARE HEALTH PLANS INC$1,269,635
ULTRAGENYX PHARMACEUTICAL INC$1,219,175
ADURO BIOTECH INC$889,200
WISDOMTREE INVESTMENTS INC$876,796
EHEALTH INC$775,853
SUNPOWER CORP$622,001
PTC THERAPEUTICS INC$88,971
 
Fixed Income
Holding NameMarket Value
UNITED STATES TREASURY NOTE/BOND 0.625% 06/30/2018$17,020,950
UNITED STATES TREASURY NOTE/BOND 0.875% 05/31/2018$11,979,144
UNITED STATES TREASURY NOTE/BOND 1% 09/15/2018$11,222,254
UNITED STATES TREASURY NOTE/BOND 0.875% 01/15/2018$9,746,763
UNITED STATES TREASURY NOTE/BOND 1% 11/30/2018$7,890,574
UNITED STATES TREASURY NOTE/BOND 0.75% 10/31/2018$7,859,191
UNITED STATES TREASURY NOTE/BOND 0.75% 04/15/2018$7,478,318
UNITED STATES TREASURY NOTE/BOND 1% 02/15/2018$7,003,689
UNITED STATES TREASURY NOTE/BOND 1% 03/15/2019$5,546,144
UNITED STATES TREASURY NOTE/BOND 0.75% 02/28/2018$4,988,670
UNITED STATES TREASURY NOTE/BOND 0.75% 07/15/2019$4,450,097
UNITED STATES TREASURY NOTE/BOND 1.25% 12/15/2018$3,980,970
UNITED STATES TREASURY NOTE/BOND 1% 08/15/2018$3,211,171
FEDERAL HOME LOAN BANKS 1.25% 01/16/2019$2,939,859
SYNCHRONY CREDIT CARD MASTER NOTE TRUST 2015-2 1.6% 04/15/2021$2,668,004
SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 1.9% 09/23/2019$2,514,386
CHASE ISSUANCE TRUST 1.15% 01/15/2019$2,500,029
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 02/26/2019$2,485,245
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 08/28/2019$2,423,731
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.465% 05/01/2042$2,394,158
FEDERAL HOME LOAN MORTGAGE CORP 0.875% 07/19/2019$2,339,572
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 1.34% 04/15/2022$2,275,774
CABELA'S CREDIT CARD MASTER NOTE TRUST 1.63% 02/18/2020$2,211,506
ACTAVIS FUNDING SCS 2.35% 03/12/2018$1,599,658
UNITED STATES TREASURY NOTE/BOND 0.875% 06/15/2019$1,573,572
GENERAL MOTORS FINANCIAL CO INC 2.4% 04/10/2018$1,537,117
FORD MOTOR CREDIT CO LLC 1.684% 09/08/2017$1,497,824
BANK OF MONTREAL 1.35% 08/28/2018$1,493,253
CITIGROUP INC 1.55% 08/14/2017$1,416,201
NEWELL BRANDS INC 2.15% 10/15/2018$1,407,568
PORSCHE INNOVATIVE LEASE OWNER TRUST 2015-1 1.19% 07/23/2018$1,332,714
CARMAX AUTO OWNER TRUST 2015-2 1.37% 03/16/2020$1,320,599
AMGEN INC 1.25% 05/22/2017$1,320,259
HYUNDAI CAPITAL AMERICA 4% 06/08/2017$1,313,174
NBCUNIVERSAL ENTERPRISE INC 1.565% 04/15/2018$1,308,243
PRINCIPAL LIFE GLOBAL FUNDING II 1.342% 12/01/2017$1,305,429
CARDINAL HEALTH INC 1.95% 06/15/2018$1,303,289
MIZUHO BANK LTD 1.497% 03/26/2018$1,300,397
HSBC USA INC 1.625% 01/16/2018$1,297,925
FEDERAL HOME LOAN MORTGAGE CORP 1.125% 04/15/2019$1,295,176
PRUDENTIAL FINANCIAL INC 1.686% 08/15/2018$1,254,659
BB&T CORP 1.546% 02/01/2019$1,250,695
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/NEW YORK NY 2.05% 09/23/2019$1,245,434
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 3.48% 06/01/2019$1,235,886
INVITATION HOMES 2014-SFR1 TRUST 1.55% 06/17/2031$1,229,358
CITIBANK CREDIT CARD ISSUANCE TRUST 1.02% 02/22/2019$1,227,980
WELLS FARGO BANK NA 1.8% 11/28/2018$1,214,815
SKANDINAVISKA ENSKILDA BANKEN AB 1.5% 09/13/2019$1,214,756
MORGAN STANLEY 2.026% 01/27/2020$1,211,154
SOUTHERN CALIFORNIA EDISON CO 1.845% 02/01/2022$1,210,074
WESTPAC BANKING CORP 1.6% 08/19/2019$1,205,931
AETNA INC 1.9% 06/07/2019$1,197,954
CREDIT AGRICOLE SA/LONDON 1.68% 04/15/2019$1,195,568
PFIZER INC 1.45% 06/03/2019$1,183,171
NATIONAL AUSTRALIA BANK LTD/NEW YORK 1.375% 07/12/2019$1,178,861
DOMINION RESOURCES INC/VA 1.5% 09/30/2018$1,174,150
CELGENE CORP 2.125% 08/15/2018$1,165,118
STANLEY BLACK & DECKER INC 2.451% 11/17/2018$1,150,292
MMAF EQUIPMENT FINANCE LLC 2015-A 1.39% 10/16/2019$1,116,910
SYNCHRONY FINANCIAL 1.875% 08/15/2017$1,065,999
INVITATION HOMES 2015-SFR3 TRUST 1.85% 08/17/2032$1,064,195
SVENSKA HANDELSBANKEN AB 1.5% 09/06/2019$1,014,548
HEWLETT PACKARD ENTERPRISE CO 2.45% 10/05/2017$1,010,775
FIFTH THIRD BANK/CINCINNATI OH 1.821% 08/20/2018$1,006,642
RELIANCE STANDARD LIFE GLOBAL FUNDING II 2.15% 10/15/2018$1,005,231
INVITATION HOMES 2015-SFR2 TRUST 1.888% 06/17/2032$979,839
ABBVIE INC 1.8% 05/14/2018$976,058
BRANCH BANKING & TRUST CO 1.45% 05/10/2019$969,423
HEWLETT PACKARD ENTERPRISE CO 2.85% 10/05/2018$954,545
ZIMMER BIOMET HOLDINGS INC 2% 04/01/2018$921,404
DISCOVER BANK/GREENWOOD DE 2.6% 11/13/2018$918,287
MACQUARIE BANK LTD 1.6% 10/27/2017$910,051
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 3.75% 05/11/2017$907,078
AT&T INC 2.3% 03/11/2019$903,929
ASHLAND INC 3.875% 04/15/2018$901,250
WISCONSIN PUBLIC SERVICE CORP 1.65% 12/04/2018$899,321
COLONY AMERICAN HOMES 2015-1 1.75% 07/17/2032$887,381
TESORO CORP 4.75% 12/15/2023$867,525
CVS HEALTH CORP 1.9% 07/20/2018$853,590
BANK OF TOKYO-MITSUBISHI UFJ LTD/THE 1.45% 09/08/2017$843,934
CAPITAL AUTO RECEIVABLES ASSET TRUST 2015-2 1.39% 09/20/2018$830,548
KRAFT HEINZ FOODS CO 2% 07/02/2018$830,491
VERIZON COMMUNICATIONS INC 2.606% 09/14/2018$818,061
PACCAR FINANCIAL CORP 1.3% 05/10/2019$810,563
BANK OF AMERICA CORP 1.434% 05/02/2017$805,453
ROYAL BANK OF CANADA 1.625% 04/15/2019$770,977
INVITATION HOMES 2014-SFR2 TRUST 1.65% 09/17/2031$750,029
CISCO SYSTEMS INC 1.4% 09/20/2019$727,273
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.184% 01/25/2024$706,838
SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC 3.36% 03/20/2023$682,972
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 1.4% 07/20/2018$674,711
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.534% 05/25/2024$672,874
REYNOLDS AMERICAN INC 2.3% 06/12/2018$664,417
BANK OF NEW YORK MELLON CORP/THE 1.446% 08/01/2018$652,240
IMPERIAL TOBACCO FINANCE PLC 2.05% 02/11/2018$650,779
SANTANDER BANK NA 2% 01/12/2018$649,891
GLENCORE FINANCE CANADA LTD 2.7% 10/25/2017$645,025
GOLDMAN SACHS GROUP INC/THE 2.006% 11/15/2018$641,212
MORGAN STANLEY 6.625% 04/01/2018$639,996
BANK OF AMERICA CORP 1.7% 08/25/2017$635,949
JPMORGAN CHASE & CO 1.782% 01/25/2018$631,196
CNH INDUSTRIAL CAPITAL LLC 3.875% 07/16/2018$621,438
HERTZ FLEET LEASE FUNDING LP 1.087% 12/10/2027$617,093
MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV 1.625% 10/28/2019$613,101
TIAA ASSET MANAGEMENT FINANCE CO LLC 2.95% 11/01/2019$610,769
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-4 2.97% 03/15/2021$606,060
FORD MOTOR CREDIT CO LLC 4.25% 02/03/2017$601,193
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2016-2 2.3% 11/15/2019$600,708
MORGAN STANLEY 2.45% 02/01/2019$594,350
BANK OF AMERICA CORP 1.936% 03/22/2018$594,078
METROPOLITAN LIFE GLOBAL FUNDING I 1.95% 12/03/2018$592,368
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 1.7% 07/19/2019$589,880
FANNIE MAE CONNECTICUT AVENUE SECURITIES 2.742% 09/25/2028$588,661
BANK OF AMERICA NA 2.05% 12/07/2018$568,187
GENERAL MOTORS FINANCIAL CO INC 2.4% 05/09/2019$558,833
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2016-2 2.66% 11/15/2021$541,856
FIFTH THIRD BANCORP 5.45% 01/15/2017$541,079
AIRCASTLE LTD 6.75% 04/15/2017$540,728
CATERPILLAR FINANCIAL SERVICES CORP 1.25% 08/18/2017$540,220
PNC BANK NA 1.95% 03/04/2019$530,720
HYUNDAI AUTO RECEIVABLES TRUST 2016-B 2.68% 09/15/2023$527,082
BERKSHIRE HATHAWAY ENERGY CO 5.75% 04/01/2018$525,727
MYLAN NV 2.5% 06/07/2019$507,536
DRIVE AUTO RECEIVABLES TRUST 2016-B 3.19% 07/15/2022$483,853
BERKSHIRE HATHAWAY FINANCE CORP 1.7% 03/15/2019$479,729
STANDARD CHARTERED PLC 2.1% 08/19/2019$474,816
COLONY AMERICAN HOMES 2014-2 1.474% 07/17/2031$462,368
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-2 3.02% 04/15/2021$460,261
CITIZENS BANK NA/PROVIDENCE RI 2.5% 03/14/2019$453,699
NOBLE HOLDING INTERNATIONAL LTD 7.75% 01/15/2024$452,688
CENTERPOINT ENERGY TRANSITION BOND CO IV LLC 0.901% 04/15/2018$444,805
INTERNATIONAL LEASE FINANCE CORP 3.875% 04/15/2018$444,244
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 1.834% 10/25/2028$440,455
EXPRESS SCRIPTS HOLDING CO 1.25% 06/02/2017$433,426
WESTERN DIGITAL CORP 10.5% 04/01/2024$426,600
HYUNDAI CAPITAL SERVICES INC 1.625% 08/30/2019$423,391
MANUFACTURERS & TRADERS TRUST CO 1.4% 07/25/2017$410,246
CITIGROUP INC 2.05% 12/07/2018$410,146
NVIDIA CORP 2.2% 09/16/2021$400,645
CIT GROUP INC 5.25% 03/15/2018$389,531
CAPITAL ONE NA/MCLEAN VA 1.65% 02/05/2018$389,346
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-1 3.24% 04/15/2021$379,684
INVITATION HOMES 2013-SFR1 TRUST 1.7% 12/17/2030$376,449
BMW US CAPITAL LLC 1.5% 04/11/2019$366,611
KEYBANK NA/CLEVELAND OH 2.35% 03/08/2019$362,183
CAPITAL ONE NA/MCLEAN VA 1.5% 09/05/2017$359,612
SEAGATE HDD CAYMAN 3.75% 11/15/2018$358,838
CSMC TRUST 2013-IVR2 1.55% 04/25/2043$355,215
HUNTINGTON NATIONAL BANK/THE 2.2% 11/06/2018$351,141
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.784% 07/25/2024$350,908
NCUA GUARANTEED NOTES TRUST 2010-A1 0.885% 12/07/2020$349,519
WALGREENS BOOTS ALLIANCE INC 1.75% 05/30/2018$340,457
GLENCORE FUNDING LLC 2.24% 01/15/2019$332,388
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2016-2 1.57% 06/17/2019$320,321
CITIGROUP INC 2.05% 06/07/2019$318,979
ACTAVIS FUNDING SCS 2.1% 03/12/2020$316,081
CREDIT SUISSE AG/NEW YORK NY 1.566% 04/27/2018$314,928
GENERAL MOTORS FINANCIAL CO INC 3% 09/25/2017$313,023
FIFTH THIRD BANK/CINCINNATI OH 2.3% 03/15/2019$312,187
IMPERIAL TOBACCO FINANCE PLC 2.05% 07/20/2018$310,047
CISCO SYSTEMS INC 1.6% 02/28/2019$309,391
SANTANDER UK PLC 2.5% 03/14/2019$306,879
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2016-2 4.1% 06/15/2021$301,397
TENCENT HOLDINGS LTD 2% 05/02/2017$300,160
SANTANDER UK PLC 1.362% 03/13/2017$300,014
KOREA EXPRESSWAY CORP 1.625% 04/28/2017$299,875
ACTAVIS FUNDING SCS 1.3% 06/15/2017$299,870
VERIZON OWNER TRUST 2016-1 1.42% 01/20/2021$298,287
JPMORGAN CHASE & CO 6.3% 04/23/2019$295,135
MISSOURI HIGHER EDUCATION LOAN AUTHORITY 1.422% 01/26/2026$290,869
WANT WANT CHINA FINANCE LTD 1.875% 05/14/2018$287,814
COLONY AMERICAN HOMES 2014-1 1.7% 05/17/2031$287,688
CAPITAL AUTO RECEIVABLES ASSET TRUST 2016-2 2.42% 06/21/2021$286,378
FORD MOTOR CREDIT CO LLC 3% 06/12/2017$281,660
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 2.2% 07/21/2021$277,736
TENET HEALTHCARE CORP 6.25% 11/01/2018$275,600
NCUA GUARANTEED NOTES TRUST 2010-R1 0.981% 10/07/2020$275,380
AMERICAN HOMES 4 RENT 2014-SFR1 1.55% 06/17/2031$271,714
EXXON MOBIL CORP 1.708% 03/01/2019$260,644
DRIVE AUTO RECEIVABLES TRUST 2016-B 1.67% 07/15/2019$260,248
AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP 5.5% 05/20/2025$258,506
STARWOOD PROPERTY TRUST INC 5% 12/15/2021$253,975
CITIZENS BANK NA/PROVIDENCE RI 2.3% 12/03/2018$251,393
CITIGROUP INC 1.85% 11/24/2017$250,528
STRYKER CORP 2% 03/08/2019$250,255
HUNTINGTON NATIONAL BANK/THE 1.307% 04/24/2017$250,049
COMPASS BANK 1.85% 09/29/2017$249,478
DISH DBS CORP 4.625% 07/15/2017$248,369
ASTORIA FINANCIAL CORP 5% 06/19/2017$243,028
SEQUOIA MORTGAGE TRUST 2013-4 1.55% 04/25/2043$242,603
GOLDMAN SACHS GROUP INC/THE 2.087% 04/30/2018$242,138
CALIFORNIA EARTHQUAKE AUTHORITY 1.824% 07/01/2017$240,804
WEA FINANCE LLC / WESTFIELD UK & EUROPE FINANCE PLC 1.75% 09/15/2017$240,191
AETNA INC 1.7% 06/07/2018$239,861
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.584% 10/25/2023$238,524
BANCO DE CREDITO DEL PERU/PANAMA 2.25% 10/25/2019$237,300
EBAY INC 2.5% 03/09/2018$232,086
DRIVE AUTO RECEIVABLES TRUST 2016-B 2.56% 06/15/2020$231,415
BANK OF AMERICA CORP 2.151% 11/09/2020$222,279
BAXALTA INC 1.646% 06/22/2018$220,102
PACCAR FINANCIAL CORP 1.45% 03/09/2018$219,956
IHO VERWALTUNGS GMBH 4.125% 09/15/2021$202,500
NOVELIS CORP 6.25% 08/15/2024$201,875
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2016-2 2.87% 11/08/2021$201,248
TSMC GLOBAL LTD 1.625% 04/03/2018$199,296
ALLY FINANCIAL INC 3.25% 09/29/2017$196,584
THERMO FISHER SCIENTIFIC INC 2.15% 12/14/2018$190,963
TECO FINANCE INC 1.476% 04/10/2018$189,855
NEXTERA ENERGY CAPITAL HOLDINGS INC 1.649% 09/01/2018$189,481
APPLE INC 1.7% 02/22/2019$180,397
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2014-3 2.65% 08/17/2020$172,030
CHEVRON CORP 1.79% 11/16/2018$170,693
WHIRLPOOL CORP 1.65% 11/01/2017$170,278
FORTIVE CORP 1.8% 06/15/2019$169,043
DOMINION RESOURCES INC/VA 2.962% 07/01/2019$162,082
AMPHENOL CORP 1.55% 09/15/2017$160,189
CAMERON INTERNATIONAL CORP 1.4% 06/15/2017$159,949
SEQUOIA MORTGAGE TRUST 2013-1 1.45% 02/25/2043$159,596
FIDELITY NATIONAL INFORMATION SERVICES INC 2% 04/15/2018$150,505
AUTODESK INC 1.95% 12/15/2017$150,293
GSAMP TRUST 2004-SEA2 1.242% 03/25/2034$145,608
PACCAR FINANCIAL CORP 1.1% 06/06/2017$139,979
AES CORP/VA 3.842% 06/01/2019$139,348
CAPITAL AUTO RECEIVABLES ASSET TRUST 2016-2 2.11% 03/22/2021$139,124
SYNCHRONY FINANCIAL 2.111% 02/03/2020$138,477
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2.042% 11/25/2023$134,514
PACCAR FINANCIAL CORP 1.435% 12/06/2018$130,869
APPLE INC 1.3% 02/23/2018$130,118
IAC/INTERACTIVECORP 4.875% 11/30/2018$128,111
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 5.875% 06/15/2021$127,716
WALGREENS BOOTS ALLIANCE INC 1.75% 11/17/2017$120,325
BAXALTA INC 2% 06/22/2018$120,049
VENTAS REALTY LP 1.25% 04/17/2017$119,953
VERIZON COMMUNICATIONS INC 2.625% 02/21/2020$116,190
AT&T INC 5.5% 02/01/2018$114,319
KINDER MORGAN INC/DE 3.05% 12/01/2019$111,654
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 2.5% 06/15/2019$110,329
KINDER MORGAN INC/DE 2% 12/01/2017$110,192
BERKSHIRE HATHAWAY INC 1.15% 08/15/2018$109,474
WM WRIGLEY JR CO 2% 10/20/2017$100,523
GATX CORP 1.25% 03/04/2017$99,977
SPRINGLEAF MORTGAGE LOAN TRUST 2013-2 1.78% 12/25/2065$97,708
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.534% 05/25/2024$81,738
FREEPORT-MCMORAN INC 2.15% 03/01/2017$79,600
COCA-COLA CO/THE 0.875% 10/27/2017$75,865
PORSCHE INNOVATIVE LEASE OWNER TRUST 2014-1 1.03% 11/20/2017$73,850
SOUTHERN POWER CO 1.85% 12/01/2017$70,201
JOHNSON CONTROLS INTERNATIONAL PLC 1.4% 11/02/2017$70,126
FIDELITY NATIONAL INFORMATION SERVICES INC 1.45% 06/05/2017$70,035
KUBOTA CREDIT OWNER TRUST 2015-1 0.94% 12/15/2017$56,614
LOCKHEED MARTIN CORP 1.85% 11/23/2018$47,209
TRANSALTA CORP 1.9% 06/03/2017$45,943
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 1.742% 05/25/2028$43,269
CAPITAL AUTO RECEIVABLES ASSET TRUST 2013-1 1.74% 10/22/2018$37,733
NELNET STUDENT LOAN TRUST 2014-2 0.814% 06/25/2021$26,905
 
Short-Term/Cash
Holding NameMarket Value
FIDELITY INSTITUTIONAL MONEY MARKET$12,449,128
 
Other
Holding NameMarket Value
USD$1,640,577
USD$522,325
US 2YR NOTE (CBT) BOND MAR17 (TUH7) COMDTY$10,829
RUSSELL 2000 MINI EQUITY INDEX MAR17 (RTAH7)$-2,710,772

Footnotes

1.

Please read Making Sound Investment Decisions: A Retirement Investment Guide and the accompanying VantageTrust Fund Fees and Expenses document ("Guide") carefully for a complete summary of all fees, expenses, investment objectives and strategies, and risks before investing. For a current Guide, contact ICMA-RC by calling 800-669-7400 or log into your account at www.icmarc.org.

The source for this information is Morningstar, Inc. Copyright © 2017 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.