Fund Facts  

Inception Date: Dec 4, 2000
Ticker Symbol: VPIPX
Registration Date: Dec 4, 2000
Morningstar Category:Short-Term Bond
As of Jun 30, 2016
Fund Net Assets ($millions) $783

Documents for Fund or Underlying Fund(s)  

Description

Objective  

To seek total return that is consistent with preservation of capital.

Principal Investment Strategies  

The Fund invests, under normal circumstances, at least 80% of its net assets in bonds and other fixed income securities of varying maturities, and normally invests at least 65% of its net assets in bonds and other fixed income securities with more than one year to maturity. The Fund seeks to maintain 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%.

Investments selected by the Fund’s subadvisers are based on their analysis of securities, sectors, and anticipated changes in interest rates. To provide return opportunities, the Fund invests in fixed income securities that the Fund’s subadvisers believe offer attractive yields and are priced below fair market value relative to securities of similar credit quality and interest rate sensitivity.

The Fund’s investments in fixed income securities may include:

• securities issued or guaranteed by the U.S. Government or foreign governments and their agencies or instrumentalities, or supra-national organizations (such as the World Bank);
• securities issued by U.S. or foreign companies;
• U.S. and foreign mortgage-backed securities;
• U.S. and foreign asset-backed securities; and
• municipal securities.

The Fund generally invests in investment grade fixed income securities (i.e., securities rated within the four highest grades by Standard & Poor’s, Moody’s Investors Service, Inc. (“Moody’s”), or Fitch Ratings (“Fitch”) or unrated securities that the Fund’s subadvisers determine are of comparable quality). The Fund may invest up to 10% of its net assets in securities that are rated below investment grade (commonly known as “high yield securities” or “junk bonds”), which are securities rated below the four highest grades by Standard & Poor’s, Moody’s, or Fitch or are unrated securities that the Fund’s subadvisers determine are of comparable quality. In addition, the Fund may invest up to 10% of its net assets in floating rate loans. However, the Fund limits its investments in high yield securities and floating rate loans so that, taken together, they equal no more than 10% of the Fund’s net assets.

The Fund may invest up to 30% of its net assets in foreign securities. The Fund primarily invests in securities that are denominated in the U.S. dollar, but can invest up to 10% of its net assets in securities that are denominated in foreign currencies.

The Fund also may invest up to 10% of its net assets in derivative instruments. The Fund’s subadvisers may use futures, options, swap agreements, and swaptions to manage risk or 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. The Fund’s investments in credit default swaps, if any, will be less than 5% 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 Credit Risk, Interest Rate Risk, Asset-Backed Securities Risk, Mortgage-Backed Securities Risk, Prepayment and Extension Risk, Municipal Securities Risk, Call Risk, U.S. Government Agency Securities Risk, Foreign Securities Risk, Foreign Currency Risk, Floating Rate Loans Risk, High Yield Securities Risk, Derivative Instruments Risk, Multi-Manager Risk.
Please see the Risk Glossary for additional information about the Fund’s risks.

 

Performance & Expenses

Standard Performance As of Jun 30, 2016
Fund/Benchmark Name QtrYTD1-Yr3-Yr5-Yr10-YrSince Inception
Vantagepoint Low Duration Bond   0.78%1.76%1.25%1.28%1.44%2.89%N/A
BofA ML 1-3 Year US Corporate & Govt. Indexa,b0.66%1.65%1.58%1.24%1.15%2.80%N/A
Morningstar Short-Term Bonda,c1.03%2.04%1.49%1.42%1.54%2.97%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   0.62%

 

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

b. The BofA Merrill Lynch 1-3 Year US Corporate & Government Index tracks the performance of U.S. dollar-denominated investment grade government and corporate public debt securities issued in the U.S. domestic bond market with maturities ranging between 1 and 3 years.

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.

Morningstar Information

Morningstar Rating   As of Jun 30, 2016
Period Stars Category Size
Overall 3 Stars493
3-Year 3 Stars493
5-Year 3 Stars405
10-Year 3 Stars284

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 Jun 30, 2016
Fixed Income Stylebox
Medium Limited
 

Characteristics

Top Ten Holdings As of Jun 30, 2016
Holding NamePercent
US 2YR NOTE (CBT) BOND SEP16 (TUU6) COMDTY4.2%
FIDELITY INSTITUTIONAL MONEY MARKET3.5%
UNITED STATES TREASURY NOTE/BOND .875% 05/31/20182.5%
UNITED STATES TREASURY NOTE/BOND .875% 06/15/20191.8%
UNITED STATES TREASURY NOTE/BOND .875% 01/15/20181.8%
UNITED STATES TREASURY NOTE/BOND .75% 01/31/20181.5%
UNITED STATES TREASURY NOTE/BOND 1% 12/31/20171.3%
UNITED STATES TREASURY NOTE/BOND 1.25% 04/30/20191.3%
UNITED STATES TREASURY NOTE/BOND 1.125% 01/15/20191.3%
UNITED STATES TREASURY NOTE/BOND 1% 03/15/20191.3%
All Holdings As of Jun 30, 2016
Fixed Income
Holding NameMarket Value
UNITED STATES TREASURY NOTE/BOND .875% 05/31/2018$19,669,990
UNITED STATES TREASURY NOTE/BOND .875% 06/15/2019$14,341,350
UNITED STATES TREASURY NOTE/BOND .875% 01/15/2018$14,104,991
UNITED STATES TREASURY NOTE/BOND .75% 01/31/2018$11,666,810
UNITED STATES TREASURY NOTE/BOND 1% 12/31/2017$10,405,028
UNITED STATES TREASURY NOTE/BOND 1.25% 04/30/2019$10,158,980
UNITED STATES TREASURY NOTE/BOND 1.125% 01/15/2019$10,112,700
UNITED STATES TREASURY NOTE/BOND 1% 03/15/2019$9,807,818
CHASE ISSUANCE TRUST .862% 11/16/2020$9,007,245
UNITED STATES TREASURY NOTE/BOND 1% 02/15/2018$8,809,623
UNITED STATES TREASURY NOTE/BOND 1.375% 04/30/2021$7,833,395
CNH EQUIPMENT TRUST 2015-B 1.37% 07/15/2020$7,426,265
JPMORGAN CHASE & CO 3.15% 07/05/2016$7,090,000
UNITED STATES TREASURY NOTE/BOND .875% 11/30/2017$7,019,763
ABBVIE INC 1.8% 05/14/2018$6,538,532
KRAFT HEINZ FOODS CO 2% 07/02/2018$6,314,409
WELLS FARGO BANK NA 1.75% 05/24/2019$6,150,651
CITIGROUP INC 2.65% 10/26/2020$6,141,471
COOPERATIEVE RABOBANK UA/NY 2.25% 01/14/2019$6,117,780
AMERICAN EXPRESS CREDIT ACCOUNT MASTER T .812% 12/15/2021$5,992,995
SYNCHRONY CREDIT CARD MASTER NOTE TRUST .892% 03/15/2020$5,722,974
BA CREDIT CARD TRUST .822% 06/15/2021$5,599,270
DISCOVER CARD EXECUTION NOTE TRUST .892% 04/15/2021$5,571,240
HEWLETT PACKARD ENTERPRISE CO 2.85% 10/05/2018$5,548,301
UNITED STATES TREASURY NOTE/BOND 1.125% 02/28/2021$5,531,836
SUNCOR ENERGY INC 6.1% 06/01/2018$5,486,036
UNITED STATES TREASURY NOTE/BOND 1% 09/15/2018$5,379,078
HARLEY-DAVIDSON MOTORCYCLE TRUST 2014-1 1.1% 09/15/2019$5,248,734
GOLDMAN SACHS GROUP INC/THE 2.75% 09/15/2020$5,113,779
CAPITAL ONE BANK USA NA 1.2% 02/13/2017$4,903,180
CAPITAL ONE MULTI-ASSET EXECUTION TRUST .482% 07/15/2020$4,885,893
GLENCORE FINANCE CANADA LTD 2.7% 10/25/2017$4,469,603
TRANSCANADA PIPELINES LTD 1.625% 11/09/2017$4,311,167
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINAN 3.48% 06/01/2019$4,145,565
MOODY'S CORP 2.75% 07/15/2019$4,128,172
AT&T INC 2.45% 06/30/2020$4,087,624
BANK OF AMERICA CORP 5.65% 05/01/2018$4,020,435
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 02/26/2019$3,940,831
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2014 .91% 10/22/2018$3,917,511
CITIBANK CREDIT CARD ISSUANCE TRUST 1.32% 09/07/2018$3,900,764
SOUTHERN CO/THE 1.55% 07/01/2018$3,714,945
REGIONS BANK/BIRMINGHAM AL 2.25% 09/14/2018$3,656,042
MORGAN STANLEY 2.45% 02/01/2019$3,567,928
CARMAX AUTO OWNER TRUST 2015-2 1.37% 03/16/2020$3,527,313
MEDTRONIC INC 2.5% 03/15/2020$3,476,168
ANTHEM INC 2.375% 02/15/2017$3,455,704
INVITATION HOMES 2014-SFR1 TRUST 1.446% 06/17/2031$3,438,407
VERIZON COMMUNICATIONS INC 2.406% 09/14/2018$3,418,284
KINDER MORGAN INC/DE 3.05% 12/01/2019$3,347,198
CITIBANK CREDIT CARD ISSUANCE TRUST 1.601% 01/23/2020$3,346,657
STATE BOARD OF ADMINISTRATION FINANCE CO 2.995% 07/01/2020$3,284,031
DISCOVER CARD EXECUTION NOTE TRUST .872% 07/15/2021$3,209,211
TYSON FOODS INC 2.65% 08/15/2019$3,191,191
CVS HEALTH CORP 2.25% 12/05/2018$3,156,511
MMAF EQUIPMENT FINANCE LLC 2015-A 1.39% 10/16/2019$3,099,818
DISCOVER BANK/GREENWOOD DE 2.6% 11/13/2018$3,061,018
ANTHEM INC 2.3% 07/15/2018$3,044,658
EMD FINANCE LLC 1.7% 03/19/2018$3,014,919
AT&T INC 1.7% 06/01/2017$3,013,005
KOMMUNINVEST I SVERIGE AB 1.5% 04/23/2019$2,953,327
REYNOLDS AMERICAN INC 2.3% 08/21/2017$2,912,764
ACTAVIS FUNDING SCS 3% 03/12/2020$2,686,837
REYNOLDS AMERICAN INC 2.3% 06/12/2018$2,642,957
UNITED STATES TREASURY NOTE/BOND 1% 08/15/2018$2,636,349
UNITED STATES TREASURY NOTE/BOND 1.125% 06/15/2018$2,525,488
BANK OF AMERICA CORP 6.5% 08/01/2016$2,509,645
CABELA'S CREDIT CARD MASTER NOTE TRUST .892% 07/15/2022$2,508,971
VERIZON COMMUNICATIONS INC 2.625% 02/21/2020$2,434,036
COLONY AMERICAN HOMES 2015-1 1.646% 07/17/2032$2,406,809
MCDONALD'S CORP 2.1% 12/07/2018$2,336,713
SYNCHRONY CREDIT CARD MASTER NOTE TRUST 1.6% 04/15/2021$2,325,398
CHASE ISSUANCE TRUST 1.62% 07/15/2020$2,275,981
STATOIL ASA .916% 05/15/2018$2,271,928
ENTERPRISE PRODUCTS OPERATING LLC 6.5% 01/31/2019$2,264,555
NEWELL BRANDS INC 2.6% 03/29/2019$2,253,951
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 5.75% 07/15/2020$2,223,159
AETNA INC 1.7% 06/07/2018$2,213,658
CREDIT SUISSE AG/NEW YORK NY 1.375% 05/26/2017$2,212,100
NEDERLANDSE WATERSCHAPSBANK NV 1.25% 09/18/2017$2,211,970
ASIAN DEVELOPMENT BANK .75% 07/28/2017$2,211,395
FORD MOTOR CREDIT CO LLC 1.569% 01/09/2018$2,200,176
CABELA'S CREDIT CARD MASTER NOTE TRUST .792% 03/16/2020$2,184,044
NCUA GUARANTEED NOTES TRUST 2010-R3 1.006% 12/08/2020$2,180,651
FEDERAL HOME LOAN MORTGAGE CORP 1.125% 04/15/2019$2,179,250
JP MORGAN MORTGAGE TRUST 2013-1 2.5% 03/25/2043$2,166,589
INVITATION HOMES 2014-SFR2 TRUST 1.546% 09/17/2031$2,154,006
FEDERAL HOME LOAN MORTGAGE CORP 2.086% 03/25/2019$2,049,595
FEDERAL HOME LOAN MORTGAGE CORP 1.869% 11/25/2019$2,041,543
MORGAN STANLEY 1.774% 01/27/2020$2,018,800
PHILLIPS 66 PARTNERS LP 2.646% 02/15/2020$2,012,624
STANDARD CHARTERED PLC 1.5% 09/08/2017$1,992,838
STATE OF ILLINOIS 5.877% 03/01/2019$1,986,520
AETNA INC 1.9% 06/07/2019$1,976,731
DEVON ENERGY CORP 2.25% 12/15/2018$1,960,243
AUSTRALIA & NEW ZEALAND BANKING GROUP LT 2% 11/16/2018$1,936,625
GENERAL MOTORS FINANCIAL CO INC 2.4% 04/10/2018$1,915,749
WESTPAC BANKING CORP 1.95% 11/23/2018$1,915,649
BANK NEDERLANDSE GEMEENTEN NV 1% 02/12/2018$1,914,502
SOUTHERN CALIFORNIA EDISON CO 1.845% 02/01/2022$1,874,345
FREDDIE MAC STRUCTURED AGENCY CREDIT RIS 2.203% 09/25/2028$1,864,562
ROYAL BANK OF CANADA 1.625% 04/15/2019$1,864,476
MOLSON COORS BREWING CO 2.1% 07/15/2021$1,857,790
HSBC BANK PLC 1.266% 05/15/2018$1,832,692
UBS GROUP FUNDING JERSEY LTD 3% 04/15/2021$1,825,691
BECTON DICKINSON AND CO 1.45% 05/15/2017$1,805,062
CAPITAL ONE MULTI-ASSET EXECUTION TRUST .822% 01/18/2022$1,800,160
BXHTL 2015-JWRZ MORTGAGE TRUST 1.673% 05/15/2029$1,795,715
TRADE MAPS 1 LTD 1.145% 12/10/2018$1,793,006
FEDERAL HOME LOAN MORTGAGE CORP 3% 07/15/2031 TBA$1,783,473
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 07/25/2031 TBA$1,758,934
AMGEN INC 1.25% 05/22/2017$1,743,184
FORD MOTOR CREDIT CO LLC 3.336% 03/18/2021$1,722,462
SANTANDER UK PLC 1.65% 09/29/2017$1,699,959
AMERICAN INTERNATIONAL GROUP INC 3.3% 03/01/2021$1,695,052
FEDERAL HOME LOAN MORTGAGE CORP 4.084% 11/25/2020$1,664,189
FEDERAL HOME LOAN MORTGAGE CORP 3.974% 01/25/2021$1,652,258
INTER-AMERICAN DEVELOPMENT BANK 1% 05/13/2019$1,646,314
AMERIQUEST MORTGAGE SECURITIES INC ASSET .953% 09/25/2035$1,626,048
BRANCH BANKING & TRUST CO 1.45% 05/10/2019$1,617,129
UBS AG/STAMFORD CT 1.8% 03/26/2018$1,615,632
GSAMP TRUST 2005-HE3 1.458% 06/25/2035$1,613,418
FMS WERTMANAGEMENT AOER 1.125% 09/05/2017$1,607,298
METROPOLITAN LIFE GLOBAL FUNDING I 1.158% 07/15/2016$1,600,277
JP MORGAN CHASE COMMERCIAL MORTGAGE SECU 1.692% 01/15/2032$1,590,457
CD 2007-CD5 MORTGAGE TRUST 6.326% 11/15/2044$1,586,412
STANDARD CHARTERED BANK 6.4% 09/26/2017$1,579,629
WELLS FARGO BANK NA 1.65% 01/22/2018$1,573,633
GENERAL ELECTRIC CO 1.281% 07/12/2016$1,557,226
BB&T CORP 1.297% 02/01/2019$1,544,167
JPMORGAN CHASE & CO 1.35% 02/15/2017$1,543,269
SUNTRUST BANK/ATLANTA GA 1.35% 02/15/2017$1,542,051
HEWLETT PACKARD ENTERPRISE CO 2.45% 10/05/2017$1,540,172
TREMAN PARK CLO LTD 2.134% 04/20/2027$1,522,960
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 1.25% 05/23/2017$1,518,176
JP MORGAN CHASE COMMERCIAL MORTGAGE SECU 5.794% 02/12/2051$1,514,138
FORD MOTOR CREDIT CO LLC 1.724% 12/06/2017$1,507,724
ING BANK NV 2% 11/26/2018$1,506,384
CHASE ISSUANCE TRUST .692% 04/15/2019$1,496,324
AT&T INC 2.3% 03/11/2019$1,492,043
BANK OF AMERICA CORP 1.717% 03/22/2018$1,488,121
GLOBAL SC FINANCE II SRL 3.19% 07/17/2029$1,481,831
DAIMLER FINANCE NORTH AMERICA LLC 1.5% 07/05/2019$1,467,810
ABBVIE INC 1.75% 11/06/2017$1,459,044
HILTON USA TRUST 2013-HLT 2.662% 11/05/2030$1,442,052
CAISSE D'AMORTISSEMENT DE LA DETTE SOCIA 1.25% 03/12/2018$1,419,808
LB-UBS COMMERCIAL MORTGAGE TRUST 2007-C2 5.43% 02/15/2040$1,417,385
HSBC USA INC 1.7% 03/05/2018$1,411,238
AMERICAN EXPRESS CO 1.244% 05/22/2018$1,407,298
TAL ADVANTAGE V LLC 1.7% 05/20/2039$1,390,703
WALGREENS BOOTS ALLIANCE INC 1.75% 05/30/2018$1,388,404
CREDIT SUISSE COMMERCIAL MORTGAGE TRUST 6.137% 09/15/2039$1,387,730
ENERGY TRANSFER PARTNERS LP 2.5% 06/15/2018$1,380,251
BP CAPITAL MARKETS PLC 1.674% 02/13/2018$1,370,756
FORD MOTOR CREDIT CO LLC 1.684% 09/08/2017$1,353,366
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2 1.41% 07/15/2019$1,352,248
SUNTRUST BANK/ATLANTA GA 5.2% 01/17/2017$1,346,919
CHEVRON CORP 1.344% 11/09/2017$1,345,956
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.972% 07/01/2041$1,337,914
TOYOTA MOTOR CREDIT CORP 1.55% 07/13/2018$1,333,085
CITIZENS BANK NA/PROVIDENCE RI 1.6% 12/04/2017$1,300,970
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 3.13% 10/08/2020$1,298,862
NOMURA ASSET ACCEPTANCE CORP ALTERNATIVE 1.053% 12/25/2034$1,294,938
HILTON USA TRUST 2013-HLF 1.463% 11/05/2030$1,276,938
KRAFT HEINZ FOODS CO 1.6% 06/30/2017$1,274,577
CONSECO FINANCIAL CORP 6.53% 04/01/2030$1,270,394
COMMERCIAL MORTGAGE TRUST 2007-GG9 5.444% 03/10/2039$1,263,000
MACQUARIE BANK LTD 1.6% 10/27/2017$1,261,589
WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2.785% 06/25/2034$1,251,783
MERRILL LYNCH MORTGAGE INVESTORS TRUST S .673% 08/25/2036$1,244,253
VERIZON COMMUNICATIONS INC 1.35% 06/09/2017$1,243,603
JOHN DEERE CAPITAL CORP 1.125% 06/12/2017$1,242,615
WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2.769% 03/25/2034$1,235,922
WAMU MORTGAGE PASS-THROUGH CERTIFICATES .743% 10/25/2045$1,228,763
SEQUOIA MORTGAGE TRUST 2014-3 4% 10/25/2044$1,224,091
BNZ INTERNATIONAL FUNDING LTD/LONDON 1.9% 02/26/2018$1,209,454
COLONY AMERICAN HOMES 2014-2 1.393% 07/17/2031$1,209,187
ALLY FINANCIAL INC 3.25% 09/29/2017$1,209,000
EUROPEAN INVESTMENT BANK 1.125% 08/15/2018$1,205,974
AMERIQUEST MORTGAGE SECURITIES INC ASSET .923% 10/25/2035$1,198,874
NABORS INDUSTRIES INC 2.35% 09/15/2016$1,198,201
OCTAGON INVESTMENT PARTNERS XXI LTD 2.096% 11/14/2026$1,196,387
TALEN ENERGY SUPPLY LLC 4.625% 07/15/2019$1,185,900
ANHEUSER-BUSCH INBEV FINANCE INC 1.9% 02/01/2019$1,180,436
CITIGROUP COMMERCIAL MORTGAGE TRUST 2013 3.635% 05/10/2035$1,161,681
MANUFACTURERS & TRADERS TRUST CO 1.4% 07/25/2017$1,161,378
SEQUOIA MORTGAGE TRUST 3.5% 09/25/2042$1,161,192
BEAR STEARNS COMMERCIAL MORTGAGE SECURIT 5.91% 06/11/2040$1,157,837
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2 1.15% 01/15/2019$1,147,561
LIONS GATE ENTERTAINMENT CORP 5.25% 08/01/2018$1,136,800
SUNTORY HOLDINGS LTD 1.65% 09/29/2017$1,133,915
IRWIN HOME EQUITY LOAN TRUST 2006-1 5.77% 09/25/2035$1,130,097
BANK OF TOKYO-MITSUBISHI UFJ LTD/THE 1.45% 09/08/2017$1,129,644
MERCK & CO INC .986% 05/18/2018$1,124,408
SYNCHRONY CREDIT CARD MASTER NOTE TRUST 1.36% 08/17/2020$1,123,136
INTERNATIONAL LEASE FINANCE CORP 3.875% 04/15/2018$1,117,798
ACTAVIS FUNDING SCS 1.85% 03/01/2017$1,113,950
PORSCHE FINANCIAL AUTO SECURITIZATION TR .67% 01/23/2018$1,113,712
WAMU MORTGAGE PASS-THROUGH CERTIFICATES .683% 04/25/2045$1,112,473
FFMLT TRUST 2005-FF8 .943% 09/25/2035$1,110,874
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2.21% 05/10/2021$1,110,709
MADISON AVENUE MANUFACTURED HOUSING CONT 3.703% 03/25/2032$1,107,708
DAIMLER FINANCE NORTH AMERICA LLC 1.65% 03/02/2018$1,106,328
GENERAL MILLS INC 1.4% 10/20/2017$1,076,234
ASHLAND INC 3.875% 04/15/2018$1,074,938
GENERAL MOTORS FINANCIAL CO INC 2.4% 05/09/2019$1,073,714
CAPITAL ONE NA/MCLEAN VA 1.65% 02/05/2018$1,071,296
WELLS FARGO MORTGAGE BACKED SECURITIES 2 2.836% 02/25/2034$1,069,799
WELLS FARGO MORTGAGE BACKED SECURITIES 2 6% 10/25/2036$1,063,548
STRUCTURED ASSET SECURITIES CORP MORTGAG .603% 09/25/2036$1,056,020
FORD MOTOR CREDIT CO LLC 1.486% 03/12/2019$1,055,975
CAPITAL ONE NA/MCLEAN VA 1.5% 09/05/2017$1,039,819
CATERPILLAR FINANCIAL SERVICES CORP 1% 03/03/2017$1,031,463
BANC OF AMERICA COMMERCIAL MORTGAGE TRUS 5.723% 06/10/2049$1,030,955
SABINE PASS LNG LP 7.5% 11/30/2016$1,029,821
HERTZ CORP/THE 6.75% 04/15/2019$1,021,077
AP MOELLER - MAERSK A/S 2.55% 09/22/2019$1,020,395
AMERIGAS PARTNERS LP / AMERIGAS FINANCE 6.25% 08/20/2019$1,020,000
DISH DBS CORP 4.625% 07/15/2017$1,020,000
ARAMARK CORP US TLE 3.25% 09/30/2016$1,017,199
HYUNDAI CAPITAL AMERICA 2.5% 03/18/2019$1,012,660
SHELL INTERNATIONAL FINANCE BV 1.21% 11/10/2018$1,010,744
CSMC TRUST 2013-IVR2 1.55% 04/25/2043$1,009,043
METROPOLITAN LIFE GLOBAL FUNDING I 1.95% 12/03/2018$1,004,993
FREDDIE MAC STRUCTURED AGENCY CREDIT RIS 1.703% 10/25/2028$1,003,459
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.653% 07/25/2024$1,001,492
COMPASS BANK 1.85% 09/29/2017$997,375
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.603% 09/25/2028$994,447
DAIMLER FINANCE NORTH AMERICA LLC 1.375% 08/01/2017$982,222
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 20 2.3% 11/15/2019$974,175
CDW LLC TERM LOAN 3.25% 09/30/2016$972,910
L-3 COMMUNICATIONS CORP 1.5% 05/28/2017$971,065
MORGAN STANLEY CAPITAL I TRUST 2007-TOP2 5.544% 11/12/2049$966,175
THOMSON REUTERS CORP 1.65% 09/29/2017$954,355
CITIGROUP INC 1.85% 11/24/2017$945,504
ORIGEN MANUFACTURED HOUSING CONTRACT TRU 7.87% 05/15/2032$932,341
REGIONS FINANCIAL CORP 2% 05/15/2018$922,008
MASTR ASSET BACKED SECURITIES TRUST 2004 1.153% 09/25/2034$920,812
ZIMMER BIOMET HOLDINGS INC 2% 04/01/2018$917,995
DOLE FOOD CO TRANCHE B TL 4.5% 07/15/2016$917,497
PNC BANK NA 1.95% 03/04/2019$913,889
GOLDMAN SACHS GROUP INC/THE 1.726% 11/15/2018$912,536
COMMONWEALTH BANK OF AUSTRALIA/NEW YORK 1.75% 11/02/2018$906,767
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.403% 05/25/2024$906,399
GENERAL MOTORS FINANCIAL CO INC 3% 09/25/2017$903,435
NISSAN MOTOR ACCEPTANCE CORP 2% 03/08/2019$901,136
SANTANDER BANK NA 2% 01/12/2018$899,825
HSBC USA INC 1.52% 09/24/2018$898,363
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2 2.66% 11/15/2021$895,612
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 5.383% 12/15/2043$895,362
INVITATION HOMES 2013-SFR1 TRUST 1.596% 12/17/2030$890,639
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.053% 01/25/2024$888,226
INVITATION HOMES 2015-SFR3 TRUST 1.746% 08/17/2032$883,840
MANUFACTURERS & TRADERS TRUST CO 1.25% 01/30/2017$870,190
CONSECO FINANCIAL CORP 6.66% 06/01/2030$858,144
LB COMMERCIAL MORTGAGE TRUST 2007-C3 6.118% 07/15/2044$856,600
NEW CENTURY HOME EQUITY LOAN TRUST 2005- .943% 07/25/2035$856,063
IMPERIAL BRANDS FINANCE PLC 2.05% 07/20/2018$849,841
S&P GLOBAL INC 2.5% 08/15/2018$847,190
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 1.42% 10/08/2019$842,377
MYLAN NV 2.5% 06/07/2019$841,611
AMERICREDIT AUTOMOBILE RECEIVABLES 2016- 1.197% 06/10/2019$841,232
VERIZON COMMUNICATIONS INC 3.65% 09/14/2018$841,082
SEQUOIA MORTGAGE TRUST 2013-4 2.325% 04/25/2043$835,472
BANK OF AMERICA CORP 1.7% 08/25/2017$833,340
SHELL INTERNATIONAL FINANCE BV 1.25% 11/10/2017$832,439
COMMONWEALTH BANK OF AUSTRALIA/NEW YORK 2.05% 03/15/2019$831,768
TIAA ASSET MANAGEMENT FINANCE CO LLC 2.95% 11/01/2019$830,466
KUBOTA CREDIT OWNER TRUST 2015-1 .94% 12/15/2017$824,480
NATIONAL OILWELL VARCO INC 1.35% 12/01/2017$824,267
ACTAVIS FUNDING SCS 1.911% 03/12/2020$822,942
FORD MOTOR CREDIT CO LLC 4.25% 02/03/2017$812,900
DRIVE AUTO RECEIVABLES TRUST 2016-B 3.19% 07/15/2022$812,162
SHELL INTERNATIONAL FINANCE BV 1.625% 11/10/2018$808,394
STANLEY BLACK & DECKER INC 2.451% 11/17/2018$807,640
CITIGROUP INC 2.05% 06/07/2019$806,076
TENCENT HOLDINGS LTD 2% 05/02/2017$804,498
MORGAN STANLEY 6.625% 04/01/2018$802,325
CREDIT SUISSE AG/NEW YORK NY 1.75% 01/29/2018$800,850
CONSECO FINANCIAL CORP 6.78% 10/15/2027$799,823
CNH INDUSTRIAL CAPITAL LLC 3.875% 07/16/2018$795,925
STATOIL ASA 1.092% 11/08/2018$795,914
BERKSHIRE HATHAWAY FINANCE CORP 1.7% 03/15/2019$793,056
DISCOVER CARD EXECUTION NOTE TRUST 5.65% 03/16/2020$791,826
ELECTRICITE DE FRANCE SA 1.15% 01/20/2017$790,063
SEAGATE HDD CAYMAN 3.75% 11/15/2018$780,979
TENET HEALTHCARE CORP 6.25% 11/01/2018$779,100
BAT INTERNATIONAL FINANCE PLC 1.85% 06/15/2018$778,639
JB HUNT TRANSPORT SERVICES INC 2.4% 03/15/2019$778,551
TOTAL CAPITAL INTERNATIONAL SA 1.2% 08/10/2018$778,254
ABC SUPPLY CO TERM B LOAN 3.5% 07/05/2016$777,014
BANC OF AMERICA COMMERCIAL MORTGAGE TRUS 5.421% 10/10/2045$758,133
JPMORGAN CHASE & CO 1.538% 01/25/2018$753,818
BANK OF NEW YORK MELLON CORP/THE 1.197% 08/01/2018$753,083
MITSUBISHI UFJ TRUST & BANKING CORP 1.6% 10/16/2017$742,705
ARES XXVI CLO LTD 1.728% 04/15/2025$741,375
T-MOBILE USA INC 5.25% 09/01/2018$735,300
WELLS FARGO MORTGAGE BACKED SECURITIES 2 2.88% 05/01/2035$733,460
CATERPILLAR FINANCIAL SERVICES CORP 1.25% 08/18/2017$732,181
SABMILLER HOLDINGS INC 2.45% 01/15/2017$724,822
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.453% 10/25/2023$724,376
SEQUOIA MORTGAGE TRUST 2013-4 1.55% 04/25/2043$715,220
MACQUARIE BANK LTD 1.266% 10/27/2017$708,681
GATX CORP 2.5% 07/30/2019$707,651
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST .83% 09/10/2018$707,491
ASTORIA FINANCIAL CORP 5% 06/19/2017$707,465
FBR SECURITIZATION TRUST 2005-2 1.173% 09/25/2035$707,348
CALIFORNIA EARTHQUAKE AUTHORITY 1.824% 07/01/2017$706,279
KOREA EXPRESSWAY CORP 1.625% 04/28/2017$702,428
FORD MOTOR CREDIT CO LLC 3% 06/12/2017$700,672
CNPC GENERAL CAPITAL LTD 1.526% 05/14/2017$699,973
PERRIGO CO PLC 1.3% 11/08/2016$699,322
CREDIT AGRICOLE SA/LONDON 1.428% 04/15/2019$697,866
CANADIAN NATURAL RESOURCES LTD 1.75% 01/15/2018$694,132
GENERAL ELECTRIC CO 6% 08/07/2019$687,608
LONG BEACH MORTGAGE LOAN TRUST 2005-1 1.248% 02/25/2035$682,553
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 1.6% 11/20/2017$680,517
WANT WANT CHINA FINANCE LTD 1.875% 05/14/2018$679,046
STRUCTURED ASSET INVESTMENT LOAN TRUST 2 1.383% 01/25/2035$678,361
MERRILL LYNCH MORTGAGE INVESTORS TRUST S 2.515% 12/25/2034$678,049
COLONY AMERICAN HOMES 2014-1 1.596% 05/17/2031$677,151
JP MORGAN CHASE COMMERCIAL MORTGAGE SECU 5.44% 06/12/2047$671,517
SANTANDER UK PLC 2.5% 03/14/2019$666,993
WAMU MORTGAGE PASS-THROUGH CERTIFICATES 1.093% 07/25/2045$660,752
AIRCASTLE LTD 6.75% 04/15/2017$655,294
NISSAN MOTOR ACCEPTANCE CORP 1.95% 09/12/2017$655,262
KROGER CO/THE 2.2% 01/15/2017$654,105
GLENCORE FUNDING LLC 1.988% 01/15/2019$653,775
AMERICAN HOMES 4 RENT 2014-SFR1 1.446% 06/17/2031$648,398
BANQUE FEDERATIVE DU CREDIT MUTUEL SA 2% 04/12/2019$646,177
UNITEDHEALTH GROUP INC 1.9% 07/16/2018$641,053
WESTERN DIGITAL CORP 10.5% 04/01/2024$638,138
UNITED STATES TREASURY NOTE/BOND .625% 11/30/2017$630,578
CHEVRON CORP 1.79% 11/16/2018$628,514
KEYBANK NA/CLEVELAND OH 2.35% 03/08/2019$623,307
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.244% 10/01/2034$616,101
MIZUHO BANK LTD 1.7% 09/25/2017$612,274
MIZUHO BANK LTD 1.3% 04/16/2017$609,969
NOMURA RESECURITIZATION TRUST 2015-2R 1.225% 04/26/2047$607,277
CITIGROUP INC 2.4% 02/18/2020$606,665
DEUTSCHE BANK AG 2.85% 05/10/2019$605,834
HYUNDAI CAPITAL AMERICA 2% 03/19/2018$604,014
JP MORGAN CHASE COMMERCIAL MORTGAGE SECU 5.44% 05/15/2045$600,303
JOHN DEERE CAPITAL CORP 1.35% 01/16/2018$599,421
SENECA PARK CLO LTD 2.113% 07/17/2026$599,001
PRUDENTIAL FINANCIAL INC 1.406% 08/15/2018$598,892
INDUSTRIAL & COMMERCIAL BANK OF CHINA LT 2.351% 11/13/2017$595,741
BMW US CAPITAL LLC 1.5% 04/11/2019$594,467
HUNTINGTON NATIONAL BANK/THE 1.3% 11/20/2016$590,717
SUMITOMO MITSUI BANKING CORP 1.3% 01/10/2017$590,409
SYNCHRONY FINANCIAL 3% 08/15/2019$590,091
HYATT HOTEL PORTFOLIO TRUST 2015-HYT 4.242% 11/15/2029$587,056
FREDDIE MAC STRUCTURED AGENCY CREDIT RIS 1.603% 05/25/2028$580,989
BAT INTERNATIONAL FINANCE PLC 1.163% 06/15/2018$579,059
GREENPOINT MANUFACTURED HOUSING 8.3% 10/15/2026$578,978
BAXALTA INC 1.427% 06/22/2018$574,035
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2 1.38% 07/15/2019$570,260
EXPRESS SCRIPTS HOLDING CO 1.25% 06/02/2017$569,729
CISCO SYSTEMS INC 1.6% 02/28/2019$568,649
SYNCHRONY FINANCIAL 2.6% 01/15/2019$566,462
FDIC GUARANTEED NOTES TRUST 2010-S1 3.25% 04/25/2038$563,895
SEQUOIA MORTGAGE TRUST 2013-1 1.45% 02/25/2043$563,048
WELLS FARGO MORTGAGE BACKED SECURITIES 2 2.744% 09/25/2033$558,350
SPRINGLEAF MORTGAGE LOAN TRUST 2013-1 1.27% 06/25/2058$551,845
BPCE SA 1.625% 02/10/2017$551,305
HYATT HOTEL PORTFOLIO TRUST 2015-HYT 1.692% 11/15/2029$548,415
RYDER SYSTEM INC 2.5% 03/01/2017$543,694
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2 3.02% 04/15/2021$539,323
STRUCTURED ASSET SECURITIES CORP MORTGAG 2.938% 11/25/2033$539,039
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.045% 06/01/2041$525,465
FIFTH THIRD BANK/CINCINNATI OH 2.3% 03/15/2019$520,235
CENTERPOINT ENERGY TRANSITION BOND CO IV .901% 04/15/2018$518,812
US BANK NA/CINCINNATI OH 1.45% 01/29/2018$513,633
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 20 1.57% 06/17/2019$510,134
FREDDIE MAC STRUCTURED AGENCY CREDIT RIS 1.903% 11/25/2023$509,027
CAPITAL ONE FINANCIAL CORP 2.45% 04/24/2019$508,013
BAIDU INC 2.25% 11/28/2017$505,141
NBCUNIVERSAL ENTERPRISE INC 1.313% 04/15/2018$502,264
DRYDEN 37 SENIOR LOAN FUND 2.128% 04/15/2027$499,370
WHIRLPOOL CORP 1.65% 11/01/2017$493,215
CIT GROUP INC 5.25% 03/15/2018$490,571
BPCE SA 1.252% 06/23/2017$490,076
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 1.15% 06/10/2019$490,075
MORGAN STANLEY CAPITAL I TRUST 2007-IQ14 5.692% 04/15/2049$489,124
FREEPORT-MCMORAN INC 2.15% 03/01/2017$488,775
HUTCHISON WHAMPOA INTERNATIONAL 12 II LT 2% 11/08/2017$485,473
WELLS FARGO MORTGAGE BACKED SECURITIES 2 2.9% 09/25/2034$485,241
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 20 4.1% 06/15/2021$484,468
SOUNDVIEW HOME LOAN TRUST 2006-1 .643% 02/25/2036$478,690
SEQUOIA MORTGAGE TRUST 2012-1 2.865% 01/25/2042$475,021
EXXON MOBIL CORP 1.439% 03/01/2018$474,274
LIBERTY PROPERTY LP 6.625% 10/01/2017$471,777
AMPHENOL CORP 1.55% 09/15/2017$470,285
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2 .91% 07/16/2018$468,560
CELGENE CORP 2.125% 08/15/2018$467,116
WELLS FARGO HOME EQUITY ASSET-BACKED SEC .883% 11/25/2035$464,531
SYNCHRONY FINANCIAL 1.875% 08/15/2017$460,838
DUKE ENERGY CORP 1.009% 04/03/2017$459,734
EXXON MOBIL CORP 1.708% 03/01/2019$457,489
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2 3.24% 04/15/2021$457,080
HESS CORP 1.3% 06/15/2017$457,029
GSAMP TRUST 2004-SEA2 1.103% 03/25/2034$454,269
STRUCTURED ASSET SECURITIES CORP MORTGAG .793% 02/25/2036$454,240
ELECTRICITE DE FRANCE SA 1.094% 01/20/2017$450,509
HUNTINGTON NATIONAL BANK/THE 2.2% 11/06/2018$445,631
SBA COMMUNICATIONS CORP 5.625% 10/01/2019$445,588
CONSECO FINANCIAL CORP 7.7% 09/15/2026$444,576
DRIVE AUTO RECEIVABLES TRUST 2016-B 1.67% 07/15/2019$440,465
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 5.342% 12/15/2043$434,876
BECTON DICKINSON AND CO 1.8% 12/15/2017$433,669
AUTODESK INC 1.95% 12/15/2017$431,186
CAPITAL ONE BANK USA NA 1.15% 11/21/2016$430,288
MURPHY OIL CORP 3.5% 12/01/2017$428,882
STRYKER CORP 2% 03/08/2019$427,227
ING BANK NV 2.3% 03/22/2019$417,208
ENBRIDGE INC 1.136% 06/02/2017$412,714
TSMC GLOBAL LTD 1.625% 04/03/2018$411,289
WEA FINANCE LLC / WESTFIELD UK & EUROPE 2.7% 09/17/2019$408,302
GLENCORE FUNDING LLC 2.5% 01/15/2019$402,926
TOYOTA AUTO RECEIVABLES 2014-B OWNER TRU 1.31% 09/16/2019$401,844
ALIBABA GROUP HOLDING LTD 1.625% 11/28/2017$401,241
SEQUOIA MORTGAGE TRUST 2013-8 2.25% 06/25/2043$401,202
STRUCTURED ASSET MORTGAGE INVESTMENTS II 1.108% 10/19/2034$401,131
MCKESSON CORP 1.292% 03/10/2017$400,825
THERMO FISHER SCIENTIFIC INC 1.3% 02/01/2017$400,354
CAMERON INTERNATIONAL CORP 1.4% 06/15/2017$400,245
PNC BANK NA 1.15% 11/01/2016$400,157
THOMSON REUTERS CORP 1.3% 02/23/2017$400,131
MIZUHO BANK LTD 1.09% 09/25/2017$399,351
GSAMP TRUST 2004-HE2 1.033% 09/25/2034$398,131
MEDTRONIC INC 1.5% 03/15/2018$393,483
AUTOZONE INC 1.625% 04/21/2019$392,271
DRIVE AUTO RECEIVABLES TRUST 2016-B 2.56% 06/15/2020$391,846
PARK PLACE SECURITIES INC ASSET-BACKED P 1.398% 02/25/2035$387,901
EBAY INC 2.5% 03/09/2018$387,094
FIDELITY NATIONAL INFORMATION SERVICES I 2% 04/15/2018$382,057
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2 1.02% 09/17/2018$377,043
CC HOLDINGS GS V LLC / CROWN CASTLE GS I 2.381% 12/15/2017$374,934
SPRINGLEAF MORTGAGE LOAN TRUST 2013-2 3.52% 12/25/2065$374,566
LB-UBS COMMERCIAL MORTGAGE TRUST 2007-C1 5.484% 02/15/2040$372,197
PACCAR FINANCIAL CORP 1.1% 06/06/2017$370,837
AES TIETE ENERGIA SA 3.673% 06/01/2019$370,000
GENERAL ELECTRIC CO 5.5% 01/08/2020$369,375
SYNCHRONY FINANCIAL 1.867% 02/03/2020$368,304
UNITED STATES TREASURY NOTE/BOND 1.25% 12/15/2018$365,245
NEWELL BRANDS INC 2.15% 10/15/2018$364,011
FIFTH THIRD BANCORP 5.45% 01/15/2017$363,792
HUNTINGTON NATIONAL BANK/THE 1.375% 04/24/2017$360,623
CITIZENS BANK NA/PROVIDENCE RI 2.3% 12/03/2018$354,780
PENSKE TRUCK LEASING CO LP / PTL FINANCE 3.75% 05/11/2017$351,596
LEHMAN ABS MANUFACTURED HOUSING CONTRACT 5.27% 04/15/2040$343,800
IAC/INTERACTIVECORP 4.875% 11/30/2018$340,300
APPLE INC 1.7% 02/22/2019$335,716
WELLS FARGO MORTGAGE BACKED SECURITIES 2 5.75% 08/25/2035$333,793
WALGREENS BOOTS ALLIANCE INC 1.75% 11/17/2017$332,466
WEA FINANCE LLC / WESTFIELD UK & EUROPE 1.75% 09/15/2017$331,051
CAPITAL AUTO RECEIVABLES ASSET TRUST / A 1.74% 10/22/2018$330,541
FREDDIE MAC STRUCTURED AGENCY CREDIT RIS 1.503% 03/25/2025$329,755
ACCREDITED MORTGAGE LOAN TRUST 2006-1 .633% 04/25/2036$328,979
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 6.147% 02/15/2051$327,777
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2.87% 11/08/2021$326,616
SPRINGLEAF MORTGAGE LOAN TRUST 2013-2 1.78% 12/25/2065$322,229
LLOYDS BANK PLC 2.3% 11/27/2018$321,914
BAXALTA INC 2% 06/22/2018$320,316
KEYBANK NA/CLEVELAND OH 1.1% 11/25/2016$320,200
STRUCTURED ASSET SECURITIES CORP 2005-WF 1.113% 02/25/2035$303,766
HUNTINGTON NATIONAL BANK/THE 1.35% 08/02/2016$300,022
HUNTINGTON NATIONAL BANK/THE 1.063% 04/24/2017$299,761
KINDER MORGAN INC/DE 2% 12/01/2017$298,498
THERMO FISHER SCIENTIFIC INC 2.15% 12/14/2018$293,468
PENSKE TRUCK LEASING CO LP / PTL FINANCE 2.5% 06/15/2019$293,361
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2 2.65% 08/17/2020$292,698
PACCAR FINANCIAL CORP 1.28% 12/06/2018$291,596
VENTAS REALTY LP 1.25% 04/17/2017$290,136
DOMINION RESOURCES INC/VA 2.962% 07/01/2019$285,253
ZIMMER BIOMET HOLDINGS INC 2.7% 04/01/2020$283,645
AMERIQUEST MORTGAGE SECURITIES INC ASSET .903% 01/25/2036$282,948
CARNIVAL CORP 1.875% 12/15/2017$282,692
SOUTHERN POWER CO 1.85% 12/01/2017$282,307
FORTIVE CORP 1.8% 06/15/2019$281,998
VERIZON COMMUNICATIONS INC 2.183% 09/15/2016$280,727
PHILLIPS 66 2.95% 05/01/2017$274,008
COMM 2007-C9 MORTGAGE TRUST 5.65% 12/10/2049$273,914
SHELL INTERNATIONAL FINANCE BV 1.375% 05/10/2019$271,052
ASSET-BACKED PASS-THROUGH CERTIFICATES S 1.173% 04/25/2035$269,059
HYUNDAI CAPITAL AMERICA 2.125% 10/02/2017$266,732
AT&T INC 5.5% 02/01/2018$266,191
SYSCO CORP 1.9% 04/01/2019$263,302
NATIONAL AUSTRALIA BANK LTD 1.3% 06/30/2017$260,421
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 1.07% 01/08/2019$257,589
APPLE INC 1.3% 02/23/2018$251,760
GREATAMERICA LEASING RECEIVABLES FUNDING 1.83% 06/17/2019$250,124
CAPITAL AUTO RECEIVABLES ASSET TRUST / A 1.29% 04/20/2018$248,887
WELLS FARGO HOME EQUITY ASSET-BACKED SEC .833% 12/25/2035$244,534
BP CAPITAL MARKETS PLC 1.14% 05/10/2018$239,017
LB-UBS COMMERCIAL MORTGAGE TRUST 2007-C7 6.363% 09/15/2045$232,439
CONSECO FINANCIAL CORP 6.24% 12/01/2028$226,201
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2 1.59% 10/15/2018$218,673
NELNET STUDENT LOAN TRUST 2014-2 .733% 06/25/2021$215,313
SPRINGLEAF MORTGAGE LOAN TRUST 2013-1 2.31% 06/25/2058$206,319
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINAN 5.875% 06/15/2021$204,132
BANK OF AMERICA CORP 3.875% 03/22/2017$203,708
ALIBABA GROUP HOLDING LTD 2.5% 11/28/2019$202,658
WM WRIGLEY JR CO 2% 10/20/2017$202,190
JOHNSON CONTROLS INC 1.4% 11/02/2017$200,690
WM WRIGLEY JR CO 1.4% 10/21/2016$200,319
FIRST FRANKLIN MORTGAGE LOAN TRUST SERIE 1.113% 05/25/2036$195,987
BANC OF AMERICA MORTGAGE 2004-L TRUST 2.955% 01/25/2035$193,031
FIDELITY NATIONAL INFORMATION SERVICES I 1.45% 06/05/2017$189,819
PARK PLACE SECURITIES INC ASSET-BACKED P .953% 07/25/2035$185,951
TRANSALTA CORP 1.9% 06/03/2017$158,696
SEQUOIA MORTGAGE TRUST 2012-2 3.5% 04/25/2042$122,102
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2 1.12% 12/17/2018$118,776
AEGIS ASSET BACKED SECURITIES TRUST 2005 .953% 03/25/2035$110,775
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 1.19% 05/08/2018$105,246
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.075% 10/01/2034$95,553
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.165% 09/01/2034$85,073
GOLDMAN SACHS GROUP INC/THE 2% 04/25/2019$73,798
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.181% 09/01/2034$55,947
JP MORGAN MORTGAGE ACQUISITION CORP 2005 1.083% 09/25/2035$54,890
MORGAN STANLEY ABS CAPITAL I INC TRUST 2 1.083% 09/25/2035$53,113
BEAR STEARNS ASSET BACKED SECURITIES I T 1.203% 10/25/2034$16,334
PARK PLACE SECURITIES INC ASSET-BACKED P 1.203% 03/25/2035$7,982
HOME EQUITY ASSET TRUST 2006-1 .783% 04/25/2036$6,378
HOME EQUITY ASSET TRUST 2005-2 1.218% 07/25/2035$5,606
MORGAN STANLEY ABS CAPITAL I INC TRUST 2 1.233% 07/25/2035$3,487
 
Short-Term/Cash
Holding NameMarket Value
FIDELITY INSTITUTIONAL MONEY MARKET$27,553,485
 
Other
Holding NameMarket Value
US 2YR NOTE (CBT) BOND SEP16 (TUU6) COMDTY$219,557
CURRENCY CONTRACT$53,756
CURRENCY CONTRACT$38,198
USD$19,107
CURRENCY CONTRACT$-1,625
USD$-5,769
CURRENCY CONTRACT$-13,002
CURRENCY CONTRACT$-62,034
CURRENCY CONTRACT$-100,059
US 5YR NOTE (CBT) BOND SEP16 (FVU6) COMDTY$-157,002
All Holdings As of May 31, 2016
Fixed Income
Holding NameMarket Value
UNITED STATES TREASURY NOTE/BOND 0.875 05/31/2018$19,563,763
UNITED STATES TREASURY NOTE/BOND .875% 01/15/2018$14,049,870
UNITED STATES TREASURY NOTE/BOND 0.75% 01/31/2018$11,816,514
UNITED STATES TREASURY NOTE/BOND 1% 12/31/2017$10,367,866
UNITED STATES TREASURY NOTE/BOND 1.125% 01/15/2019$10,037,500
UNITED STATES TREASURY NOTE/BOND .625% 09/30/2017$9,350,604
CHASE ISSUANCE TRUST .618% 11/16/2020$9,041,162
UNITED STATES TREASURY NOTE/BOND 1% 02/15/2018$8,773,735
UNITED STATES TREASURY NOTE/BOND 1 03/15/2019$8,770,342
CNH EQUIPMENT TRUST 1.37% 07/15/2020$7,406,435
JPMORGAN CHASE & CO 3.15% 07/05/2016$7,104,797
UNITED STATES TREASURY NOTE/BOND 0.875% 11/30/2017$6,997,780
ABBVIE INC 1.8% 05/14/2018$6,505,965
KRAFT HEINZ FOODS CO 2% 07/02/2018$6,284,061
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENL 2.25% 01/14/2019$6,098,412
WELLS FARGO BANK NA 1.75 05/24/2019$6,088,220
CITIGROUP INC 2.65% 10/26/2020$6,080,337
UNITED STATES TREASURY NOTE/BOND .625% 07/31/2017$6,020,340
AMERICAN EXPRESS CREDIT ACCOUNT MASTER T .568% 12/15/2021$5,998,578
SYNCHRONY CREDIT CARD MASTER NOTE TRUST .648% 03/15/2020$5,725,442
BA CREDIT CARD TRUST .578% 06/15/2021$5,613,407
DISCOVER CARD EXECUTION NOTE TRUST .648% 04/15/2021$5,574,259
HEWLETT PACKARD ENTERPRISE CO 2.85% 10/05/2018$5,512,984
HARLEY-DAVIDSON MOTORCYCLE TRUST 2014-1 1.1% 09/15/2019$5,506,077
UNITED STATES TREASURY NOTE/BOND 1.125% 02/28/2021$5,435,922
SUNCOR ENERGY INC 6.1% 06/01/2018$5,434,043
UNITED STATES TREASURY NOTE/BOND 1% 09/15/2018$5,344,171
GOLDMAN SACHS GROUP INC/THE 2.75% 09/15/2020$5,077,097
CAPITAL ONE BANK USA NA 1.2% 02/13/2017$4,895,864
CAPITAL ONE MULTI-ASSET EXECUTION TRUST .238% 07/15/2020$4,890,489
GLENCORE FINANCE CANADA LTD 2.7% 10/25/2017$4,464,091
TRANSCANADA PIPELINES LTD 1.625% 11/09/2017$4,294,109
FEDERAL HOME LOAN MORTGAGE CORP 1.125 03/16/2018$4,192,726
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2014 .91% 10/22/2018$4,185,717
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 3.48 06/01/2019$4,099,427
MOODY'S CORP 2.75% 07/15/2019$4,099,172
MICROSOFT CORP 2% 11/03/2020$4,074,008
AT&T INC 2.45% 06/30/2020$4,016,204
BANK OF AMERICA CORP 5.65% 05/01/2018$4,012,253
HSBC FINANCE CORP .713% 06/01/2016$4,000,000
METROPOLITAN LIFE GLOBAL FUNDING I 2% 04/14/2020$3,990,652
PHILLIPS 66 PARTNERS LP 2.646% 02/15/2020$3,951,244
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 02/26/2019$3,911,274
CITIBANK CREDIT CARD ISSUANCE TRUST 1.32% 09/07/2018$3,902,407
SOUTHERN CO/THE 1.55 07/01/2018$3,698,872
REGIONS BANK/BIRMINGHAM AL 2.25% 09/14/2018$3,650,245
MORGAN STANLEY 2.45% 02/01/2019$3,551,041
CARMAX AUTO OWNER TRUST 2015-2 1.37% 03/16/2020$3,520,041
ANTHEM INC 2.375% 02/15/2017$3,457,639
INVITATION HOMES 2014-SFR1 TRUST 1.198% 06/17/2031$3,443,706
MEDTRONIC INC 2.5% 03/15/2020$3,443,184
VERIZON COMMUNICATIONS INC 2.036% 09/14/2018$3,428,842
CITIBANK CREDIT CARD ISSUANCE TRUST 1.349% 01/23/2020$3,353,394
KINDER MORGAN INC/DE 3.05% 12/01/2019$3,302,427
STATE BOARD OF ADMINISTRATION FINANCE CO 2.995% 07/01/2020$3,243,531
DISCOVER CARD EXECUTION NOTE TRUST .628% 07/15/2021$3,210,238
TYSON FOODS INC 2.65% 08/15/2019$3,181,377
CVS HEALTH CORP 2.25% 12/05/2018$3,136,838
MMAF EQUIPMENT FINANCE LLC 2015-A 1.39% 10/16/2019$3,092,552
DISCOVER BANK/GREENWOOD DE 2.6% 11/13/2018$3,034,016
ANTHEM INC 2.3% 07/15/2018$3,031,224
AT&T INC 1.7% 06/01/2017$3,012,711
EMD FINANCE LLC 1.7% 03/19/2018$2,999,859
KOMMUNINVEST I SVERIGE AB 1.5 04/23/2019$2,926,677
REYNOLDS AMERICAN INC 2.3% 08/21/2017$2,906,584
ANGLO AMERICAN CAPITAL PLC 2.625% 09/27/2017$2,751,105
RIO TINTO FINANCE USA LTD 6.5% 07/15/2018$2,732,935
ACTAVIS FUNDING SCS 3% 03/12/2020$2,644,117
REYNOLDS AMERICAN INC 2.3% 06/12/2018$2,639,876
UNITED STATES TREASURY NOTE/BOND .625% 11/30/2017$2,622,810
PRUDENTIAL FINANCIAL INC 6.1% 06/15/2017$2,616,238
BANK OF AMERICA CORP 6.5% 08/01/2016$2,522,045
UNITED STATES TREASURY NOTE/BOND 1.125% 06/15/2018$2,511,818
CABELA'S CREDIT CARD MASTER NOTE TRUST .648% 07/15/2022$2,509,689
VERIZON COMMUNICATIONS INC 2.625% 02/21/2020$2,410,477
COLONY AMERICAN HOMES 2015-1 1.398% 07/17/2032$2,400,658
SYNCHRONY CREDIT CARD MASTER NOTE TRUST 1.6% 04/15/2021$2,321,038
MCDONALD'S CORP 2.1% 12/07/2018$2,318,012
CHASE ISSUANCE TRUST 1.62 07/15/2020$2,269,255
STATOIL ASA .61% 05/15/2018$2,267,650
ENTERPRISE PRODUCTS OPERATING LLC 6.5% 01/31/2019$2,253,666
NEWELL RUBBERMAID INC 2.6 03/29/2019$2,235,820
JP MORGAN MORTGAGE TRUST 2013-1 2.5% 03/25/2043$2,233,493
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 5.75% 07/15/2020$2,222,670
CREDIT SUISSE/NEW YORK NY 1.375% 05/26/2017$2,210,117
ASIAN DEVELOPMENT BANK .75% 07/28/2017$2,205,905
FORD MOTOR CREDIT CO LLC 1.223% 01/09/2018$2,204,360
NEDERLANDSE WATERSCHAPSBANK NV 1.25% 09/18/2017$2,204,200
CABELA'S CREDIT CARD MASTER NOTE TRUST .548% 03/16/2020$2,194,777
NCUA GUARANTEED NOTES TRUST 2010-R3 .751% 12/08/2020$2,167,437
FEDERAL HOME LOAN MORTGAGE CORP 1.125 04/15/2019$2,161,009
INVITATION HOMES 2014-SFR2 TRUST 1.298% 09/17/2031$2,158,637
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES 2.086 03/25/2019$2,032,131
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES 1.869 11/25/2019$2,020,511
MORGAN STANLEY 1.435% 01/27/2020$2,013,538
UNITED STATES TREASURY NOTE/BOND 1.375 04/30/2021$2,000,704
STANDARD CHARTERED PLC 1.5% 09/08/2017$1,988,156
STATE OF ILLINOIS 5.877% 03/01/2019$1,986,959
UNITED STATES TREASURY NOTE/BOND 1% 08/15/2018$1,963,714
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/NEW YORK NY 2% 11/16/2018$1,926,978
GENERAL MOTORS FINANCIAL CO INC 2.4% 04/10/2018$1,907,596
BANK NEDERLANDSE GEMEENTEN NV 1% 02/12/2018$1,906,610
WESTPAC BANKING CORP 1.95% 11/23/2018$1,905,383
DEVON ENERGY CORP 2.25% 12/15/2018$1,895,396
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2.1905 09/25/2028$1,882,792
SOUTHERN CALIFORNIA EDISON CO 1.845% 02/01/2022$1,860,031
ROYAL BANK OF CANADA 1.625 04/15/2019$1,854,212
BOCA HOTEL PORTFOLIO TRUST 2013-BOCA 2.5755% 08/15/2026$1,851,589
HSBC BANK PLC .961% 05/15/2018$1,834,957
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-388G 1.1755% 06/15/2033$1,829,848
CAREFREE PORTFOLIO TRUST 2014-CARE 1.746% 11/15/2019$1,815,758
BECTON DICKINSON AND CO 1.45% 05/15/2017$1,805,013
CAPITAL ONE MULTI-ASSET EXECUTION TRUST .578% 01/18/2022$1,799,877
UBS GROUP FUNDING JERSEY LTD 3 04/15/2021$1,795,944
TRADE MAPS 1 LTD .892% 12/10/2018$1,792,625
FREDDIE MAC GOLD POOL 3 TBA$1,774,429
FANNIE MAE POOL 2.5 TBA$1,743,430
AMGEN INC 1.25% 05/22/2017$1,741,180
ABBEY NATIONAL TREASURY SERVICES PLC/LON 1.65% 09/29/2017$1,701,469
FORD MOTOR CREDIT CO LLC 3.336 03/18/2021$1,701,225
AMERICAN INTERNATIONAL GROUP INC 3.3% 03/01/2021$1,683,682
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES 4.084 11/25/2020$1,647,933
GSAMP TRUST 2005-HE3 1.4408% 06/25/2035$1,645,616
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES 3.974 01/25/2021$1,644,698
INTER-AMERICAN DEVELOPMENT BANK 1 05/13/2019$1,630,624
PORSCHE FINANCIAL AUTO SECURITIZATION TR .67% 01/23/2018$1,625,152
AMERIQUEST MORTGAGE SECURITIES INC ASSET-BACKED PASS-THROUGH CTFS SER 2005-R7 0.9358% 09/25/2035$1,623,356
UBS AG/STAMFORD CT 1.8% 03/26/2018$1,607,283
BRANCH BANKING & TRUST CO 1.45 05/10/2019$1,603,496
FMS WERTMANAGEMENT AOER 1.125% 09/05/2017$1,602,894
METROPOLITAN LIFE GLOBAL FUNDING I .819% 07/15/2016$1,600,893
JP MORGAN CHASE COMMERCIAL MORTGAGE SECU 1.438% 01/15/2032$1,594,716
STANDARD CHARTERED BANK 6.4% 09/26/2017$1,580,210
CD 2007-CD5 MORTGAGE TRUST 6.32326% 11/15/2044$1,572,162
WELLS FARGO BANK NA 1.65% 01/22/2018$1,569,597
GENERAL ELECTRIC CAPITAL CORP .936% 07/12/2016$1,558,431
BB&T CORP .96% 02/01/2019$1,545,926
JPMORGAN CHASE & CO 1.35% 02/15/2017$1,543,202
SUNTRUST BANK/ATLANTA GA 1.35% 02/15/2017$1,541,622
HEWLETT PACKARD ENTERPRISE CO 2.45% 10/05/2017$1,533,996
TREMAN PARK CLO LTD 2.1238% 04/20/2027$1,525,133
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 1.25% 05/23/2017$1,514,814
JP MORGAN CHASE COMMERCIAL MORTGAGE SECU 5.794% 02/12/2051$1,510,729
FORD MOTOR CREDIT CO LLC 1.724% 12/06/2017$1,502,848
ING BANK NV 2% 11/26/2018$1,497,426
CHASE ISSUANCE TRUST .448% 04/15/2019$1,496,871
BANK OF AMERICA CORP 1.351% 03/22/2018$1,488,159
AT&T INC 2.3 03/11/2019$1,481,300
GLOBAL SC FINANCE II SRL 3.19% 07/17/2029$1,476,809
ABBVIE INC 1.75% 11/06/2017$1,453,638
TAL ADVANTAGE V LLC 1.7% 05/20/2039$1,452,037
HILTON USA TRUST 2013-HLT 2.6621% 11/05/2030$1,441,201
LB-UBS COMMERCIAL MORTGAGE TRUST 2007-C2 5.43% 02/15/2040$1,420,569
CAISSE D'AMORTISSEMENT DE LA DETTE SOCIA 1.25% 03/12/2018$1,413,078
HSBC USA INC 1.7% 03/05/2018$1,411,050
AMERICAN EXPRESS CO .919% 05/22/2018$1,406,005
CREDIT SUISSE COMMERCIAL MORTGAGE TRUST SERIES 2007-C4 6.146442% 09/15/2039$1,388,709
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2014-5 1.15% 01/15/2019$1,388,074
WALGREENS BOOTS ALLIANCE INC 1.75 05/30/2018$1,379,419
DEUTSCHE BANK AG 2.85 05/10/2019$1,370,285
ENERGY TRANSFER PARTNERS LP 2.5% 06/15/2018$1,367,788
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.141% 07/01/2041$1,365,380
BP CAPITAL MARKETS PLC 1.674% 02/13/2018$1,364,344
FORD MOTOR CREDIT CO LLC 1.684% 09/08/2017$1,352,010
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2016-1 1.41% 07/15/2019$1,350,699
SUNTRUST BANK/ATLANTA GA 5.2% 01/17/2017$1,350,203
CHEVRON CORP 1.344% 11/09/2017$1,343,899
TOYOTA MOTOR CREDIT CORP 1.55% 07/13/2018$1,329,322
NOMURA ASSET ACCEPTANCE CORP ALTERNATIVE LOAN TRUST SERIES 2004-AR4 1.033 12/25/2034$1,305,959
CONSECO FINANCIAL CORP 6.53% 04/01/2030$1,295,716
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2014-3 3.13 10/08/2020$1,295,139
INTERNATIONAL LEASE FINANCE CORP 2.236% 06/15/2016$1,295,117
CITIZENS BANK NA/PROVIDENCE RI 1.6% 12/04/2017$1,293,982
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-AR1 TRUST 2.449685% 03/25/2034$1,286,797
HILTON USA TRUST 2013-HLF 1.19% 11/05/2030$1,278,606
COMMERCIAL MORTGAGE TRUST 2007-GG9 5.444% 03/10/2039$1,278,508
KRAFT HEINZ FOODS CO 1.6% 06/30/2017$1,275,165
MACQUARIE BANK LTD 1.6% 10/27/2017$1,258,067
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR13 TRUST 0.7258% 10/25/2045$1,250,176
SEQUOIA MORTGAGE TRUST 2014-3 4 10/25/2044$1,245,689
MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES 2006-FF1 0.6465% 08/25/2036$1,242,857
VERIZON COMMUNICATIONS INC 1.35% 06/09/2017$1,242,428
JOHN DEERE CAPITAL CORP 1.125% 06/12/2017$1,242,166
TALEN ENERGY SUPPLY LLC 4.625% 07/15/2019$1,239,500
COLONY AMERICAN HOMES 2014-2 1.137% 07/17/2031$1,210,480
BNZ INTERNATIONAL FUNDING LTD/LONDON 1.9% 02/26/2018$1,204,660
ALLY FINANCIAL INC 3.25% 09/29/2017$1,201,500
EUROPEAN INVESTMENT BANK 1.125% 08/15/2018$1,200,742
NABORS INDUSTRIES INC 2.35% 09/15/2016$1,200,684
AMERIQUEST MORTGAGE SECURITIES INC ASSET-BACKED PASS-THROUGH CTFS SER 2005-R8 0.90885 10/25/2035$1,198,486
OCTAGON INVESTMENT PARTNERS XXI LTD 2.0882 11/14/2026$1,194,797
MADISON AVENUE MANUFACTURED HOUSING CONTRACT TRUST 2002-A 3.696 03/25/2032$1,184,671
ANHEUSER-BUSCH INBEV FINANCE INC 1.9% 02/01/2019$1,166,196
MANUFACTURERS & TRADERS TRUST CO 1.4% 07/25/2017$1,158,370
SEQUOIA MORTGAGE TRUST 3.5 09/25/2042$1,154,968
LIONS GATE ENTERTAINMENT CORP 5.25 08/01/2018$1,150,800
BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST 2007-PWR16 5.720841% 06/11/2040$1,148,530
IRWIN HOME EQUITY LOAN TRUST 2006-1 5.77% 09/25/2035$1,144,970
CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-375P 3.63483 05/10/2035$1,140,451
FFMLT TRUST 2005-FF8 0.9165% 09/25/2035$1,139,766
AES CORP/VA 3.283% 06/01/2019$1,138,575
WELLS FARGO MORTGAGE BACKED SECURITIES 2004-A TRUST 2.834407 02/25/2034$1,132,889
SUNTORY HOLDINGS LTD 1.65% 09/29/2017$1,131,380
BANK OF TOKYO-MITSUBISHI UFJ LTD/THE 1.45% 09/08/2017$1,128,757
MERCK & CO INC .684% 05/18/2018$1,124,152
SYNCHRONY CREDIT CARD MASTER NOTE TRUST 1.36% 08/17/2020$1,120,718
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR6 TRUST 0.6565% 04/25/2045$1,119,862
INTERNATIONAL LEASE FINANCE CORP 3.875% 04/15/2018$1,114,163
ACTAVIS FUNDING SCS 1.85% 03/01/2017$1,113,263
DAIMLER FINANCE NORTH AMERICA LLC 1.65% 03/02/2018$1,102,787
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2016-2 2.21 05/10/2021$1,100,099
WELLS FARGO MORTGAGE BACKED SECURITIES 2006-13 TRUST 6 10/25/2036$1,080,277
ASHLAND INC 3.875% 04/15/2018$1,080,188
GENERAL MILLS INC 1.4% 10/20/2017$1,074,280
GENERAL MOTORS FINANCIAL CO INC 2.4 05/09/2019$1,070,024
STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2006-BC2 0.5858% 09/25/2036$1,069,330
CAPITAL ONE NA/MCLEAN VA 1.65% 02/05/2018$1,068,177
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-AR3 TRUST 2.470059% 06/25/2034$1,059,962
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.399% 07/25/2024$1,057,889
FORD MOTOR CREDIT CO LLC 1.118% 03/12/2019$1,054,717
CAPITAL ONE NA/MCLEAN VA 1.5% 09/05/2017$1,037,117
SABINE PASS LNG LP 7.5% 11/30/2016$1,033,356
BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2007-3 5.742285% 06/10/2049$1,031,292
CATERPILLAR FINANCIAL SERVICES CORP 1% 03/03/2017$1,030,620
DISH DBS CORP 4.625% 07/15/2017$1,026,250
CSMC TRUST 2013-IVR2 1.55% 04/25/2043$1,026,017
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 1.696 10/25/2028$1,022,591
AMERIGAS PARTNERS LP / AMERIGAS FINANCE 6.25% 08/20/2019$1,020,000
ARAMARK CORP US TLE 3.25% 06/30/2016$1,018,787
HERTZ CORP/THE 6.75% 04/15/2019$1,015,371
SHELL INTERNATIONAL FINANCE BV 0.9214% 11/10/2018$1,006,817
HYUNDAI CAPITAL AMERICA 2.5 03/18/2019$1,005,326
AP MOELLER - MAERSK A/S 2.55% 09/22/2019$1,004,695
FANNIE MAE CONNECTICUT AVENUE SECURITIES 2.585 09/25/2028$999,839
METROPOLITAN LIFE GLOBAL FUNDING I 1.95% 12/03/2018$997,799
COMPASS BANK 1.85% 09/29/2017$996,092
DAIMLER FINANCE NORTH AMERICA LLC 1.375% 08/01/2017$979,464
CDW LLC TERM LOAN 3.25% 06/30/2016$977,724
L-3 COMMUNICATIONS CORP 1.5% 05/28/2017$970,248
MORGAN STANLEY CAPITAL I TRUST 2007-TOP25 5.544 11/12/2049$965,106
MIZUHO FINANCIAL GROUP INC 2.632 04/12/2021$960,459
ORIGEN MANUFACTURED HOUSING CONTRACT TRUST 2002-A 7.87% 05/15/2032$952,496
THOMSON REUTERS CORP 1.65% 09/29/2017$952,092
CITIGROUP INC 1.85% 11/24/2017$942,873
KUBOTA CREDIT OWNER TRUST 2015-1 .94% 12/15/2017$939,244
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.149% 05/25/2024$936,578
DOLE FOOD CO TRANCHE B TL 4.5% 06/17/2016$920,740
REGIONS FINANCIAL CORP 2% 05/15/2018$920,345
MASTR ASSET BACKED SECURITIES TRUST 2004-OPT2 1.133 09/25/2034$917,830
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.799% 01/25/2024$917,084
GOLDMAN SACHS GROUP INC/THE 1.42% 11/15/2018$915,665
ZIMMER BIOMET HOLDINGS INC 2% 04/01/2018$914,243
PNC BANK NA 1.95 03/04/2019$908,300
COMMONWEALTH BANK OF AUSTRALIA/NEW YORK NY 1.75% 11/02/2018$902,139
GENERAL MOTORS FINANCIAL CO INC 3% 09/25/2017$902,130
HSBC USA INC 1.162% 09/24/2018$899,561
SANTANDER BANK NA 2% 01/12/2018$898,014
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SERIES 2007-C30 5.383% 12/15/2043$896,241
ABBEY NATIONAL TREASURY SERVICES PLC/UNITED KINGDOM 2.5 03/14/2019$895,056
NISSAN MOTOR ACCEPTANCE CORP 2 03/08/2019$894,511
INVITATION HOMES 2013-SFR1 TRUST 1.4% 12/17/2030$889,106
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2016-2 2.66 11/15/2021$883,217
INVITATION HOMES 2015-SFR3 TRUST 1.621% 08/17/2032$883,106
CONSECO FINANCIAL CORP 6.66 06/01/2030$876,333
MANUFACTURERS & TRADERS TRUST CO 1.25% 01/30/2017$871,452
LB COMMERCIAL MORTGAGE TRUST 2007-C3 5.90002% 07/15/2044$858,135
IMPERIAL TOBACCO FINANCE PLC 2.05% 07/20/2018$845,183
MCGRAW HILL FINANCIAL INC 2.5% 08/15/2018$843,388
AMERICREDIT AUTOMOBILE RECEIVABLES 2016-1 1.1745% 06/10/2019$841,429
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2016-2 1.42 10/08/2019$840,749
VERIZON COMMUNICATIONS INC 3.65% 09/14/2018$840,546
CONSECO FINANCIAL CORP 6.78 10/15/2027$832,575
SEQUOIA MORTGAGE TRUST 2013-4 2.325 04/25/2043$832,358
BANK OF AMERICA CORP 1.7% 08/25/2017$831,326
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2015-2 0.83 09/10/2018$831,137
SHELL INTERNATIONAL FINANCE BV 1.25% 11/10/2017$829,895
COMMONWEALTH BANK OF AUSTRALIA/NEW YORK NY 2.05 03/15/2019$826,405
TIAA ASSET MANAGEMENT FINANCE CO LLC 2.95% 11/01/2019$823,804
ACTAVIS FUNDING SCS 1.543% 03/12/2020$820,867
NATIONAL OILWELL VARCO INC 1.35% 12/01/2017$820,626
FORD MOTOR CREDIT CO LLC 4.25% 02/03/2017$815,694
DRIVE AUTO RECEIVABLES TRUST 2016-B 3.19 07/15/2022$809,541
STANLEY BLACK & DECKER INC 2.451% 11/17/2018$805,200
MORGAN STANLEY 6.625% 04/01/2018$804,313
TENCENT HOLDINGS LTD 2% 05/02/2017$803,678
CREDIT SUISSE/NEW YORK NY 1.75% 01/29/2018$802,266
SHELL INTERNATIONAL FINANCE BV 1.625% 11/10/2018$802,194
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-1 0.91% 07/16/2018$799,885
STATOIL ASA .771% 11/08/2018$794,080
CNH INDUSTRIAL CAPITAL LLC 3.875% 07/16/2018$793,950
DISCOVER CARD EXECUTION NOTE TRUST 5.65% 03/16/2020$793,559
ELECTRICITE DE FRANCE SA 1.15% 01/20/2017$790,074
BERKSHIRE HATHAWAY FINANCE CORP 1.7 03/15/2019$787,827
TENET HEALTHCARE CORP 6.25% 11/01/2018$780,938
ABC SUPPLY CO TERM B LOAN 3.5% 06/10/2016$779,514
TOTAL CAPITAL INTERNATIONAL SA .881% 08/10/2018$776,479
BAT INTERNATIONAL FINANCE PLC 1.85% 06/15/2018$775,579
SEAGATE HDD CAYMAN 3.75% 11/15/2018$774,638
JB HUNT TRANSPORT SERVICES INC 2.4% 03/15/2019$768,942
BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2006-6 5.421% 10/10/2045$757,274
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.199% 10/25/2023$756,199
JPMORGAN CHASE & CO 1.195% 01/25/2018$754,015
BANK OF NEW YORK MELLON CORP/THE .86% 08/01/2018$751,660
ARES XXVI CLO LTD 1.389% 04/15/2025$742,289
MITSUBISHI UFJ TRUST & BANKING CORP 1.6% 10/16/2017$739,765
T-MOBILE USA INC 5.25% 09/01/2018$737,100
LONG BEACH MORTGAGE LOAN TRUST 2005-1 1.241 02/25/2035$732,036
CATERPILLAR FINANCIAL SERVICES CORP 1.25% 08/18/2017$731,567
SEQUOIA MORTGAGE TRUST 2013-4 1.55% 04/25/2043$729,641
MOBILE MINI INC 7.875% 12/01/2020$728,013
FBR SECURITIZATION TRUST 2005-2 1.1416% 09/25/2035$726,959
SABMILLER HOLDINGS INC 2.45% 01/15/2017$725,878
ASTORIA FINANCIAL CORP 5% 06/19/2017$709,241
MACQUARIE BANK LTD .925% 10/27/2017$708,740
CALIFORNIA EARTHQUAKE AUTHORITY 1.824% 07/01/2017$705,355
KOREA EXPRESSWAY CORP 1.625% 04/28/2017$700,869
FORD MOTOR CREDIT CO LLC 3% 06/12/2017$699,844
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2007-CIBC18 5.44% 06/12/2047$699,627
CNPC GENERAL CAPITAL LTD 1.209% 05/14/2017$699,108
PERRIGO CO PLC 1.3% 11/08/2016$698,382
GATX CORP 2.5% 07/30/2019$696,812
CREDIT AGRICOLE SA/LONDON 1.089% 04/15/2019$695,584
MERRILL LYNCH MORTGAGE INVESTORS TRUST S 2.165% 12/25/2034$690,110
CANADIAN NATURAL RESOURCES LTD 1.75% 01/15/2018$687,931
GENERAL ELECTRIC CAPITAL CORP 6% 08/07/2019$685,472
COLONY AMERICAN HOMES 2014-1 1.4% 05/17/2031$679,806
STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-11 1.36885 01/25/2035$677,419
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 1.6% 11/20/2017$676,421
WANT WANT CHINA FINANCE LTD 1.875% 05/14/2018$675,879
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR9 TRUST 1.0758% 07/25/2045$668,137
QUALCOMM INC 1.4% 05/18/2018$658,147
AIRCASTLE LTD 6.75% 04/15/2017$657,026
KROGER CO/THE 2.2% 01/15/2017$654,455
NISSAN MOTOR ACCEPTANCE CORP 1.95% 09/12/2017$653,858
GLENCORE FUNDING LLC 1.649% 01/15/2019$648,600
AMERICAN HOMES 4 RENT 2014-SFR1 1.25% 06/17/2031$648,114
NEW CENTURY HOME EQUITY LOAN TRUST 2005-3 0.9165% 07/25/2035$644,069
BANQUE FEDERATIVE DU CREDIT MUTUEL SA 2 04/12/2019$641,898
UNITEDHEALTH GROUP INC 1.9% 07/16/2018$638,162
CHEVRON CORP 1.79% 11/16/2018$625,296
WELLS FARGO MORTGAGE BACKED SECURITIES 2005-AR10 TRUST 2.794325 06/25/2035$621,172
KEYBANK NA/CLEVELAND OH 2.35 03/08/2019$617,352
WESTERN DIGITAL CORP 10.5 04/01/2024$617,313
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.039% 10/01/2034$616,932
MIZUHO BANK LTD 1.7% 09/25/2017$610,936
MIZUHO BANK LTD 1.3% 04/16/2017$609,275
NOMURA RESECURITIZATION TRUST 2015-2R 1.02583% 04/26/2047$607,956
CITIGROUP INC 2.4% 02/18/2020$604,283
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2006-LDP8 5.44% 05/15/2045$601,734
HYUNDAI CAPITAL AMERICA 2% 03/19/2018$601,141
SENECA PARK CLO LTD 1.769% 07/17/2026$599,851
ALIBABA GROUP HOLDING LTD 1.625% 11/28/2017$599,074
PRUDENTIAL FINANCIAL INC 1.1% 08/15/2018$598,846
SEQUOIA MORTGAGE TRUST 2013-1 1.45% 02/25/2043$597,869
JOHN DEERE CAPITAL CORP 1.35% 01/16/2018$597,150
FDIC GUARANTEED NOTES TRUST 2010-S1 3.25% 04/25/2038$596,072
INDUSTRIAL & COMMERCIAL BANK OF CHINA LT 2.351% 11/13/2017$593,828
HYATT HOTEL PORTFOLIO TRUST 2015-HYT 4.23445 11/15/2029$591,513
HUNTINGTON NATIONAL BANK/THE 1.3% 11/20/2016$590,631
SUMITOMO MITSUI BANKING CORP 1.3% 01/10/2017$590,572
BMW US CAPITAL LLC 1.5 04/11/2019$589,797
SPRINGLEAF MORTGAGE LOAN TRUST 2013-1 1.27% 06/25/2058$587,244
SYNCHRONY FINANCIAL 3% 08/15/2019$587,024
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 1.5716% 05/25/2028$585,949
BAT INTERNATIONAL FINANCE PLC .796% 06/15/2018$579,183
WELLS FARGO MORTGAGE BACKED SECURITIES 2003-H TRUST 2.739999% 09/25/2033$573,962
BAXALTA INC 1.061% 06/22/2018$573,573
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2016-2 1.38 07/15/2019$569,723
EXPRESS SCRIPTS HOLDING CO 1.25% 06/02/2017$569,232
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.004% 06/01/2041$568,122
CISCO SYSTEMS INC 1.6% 02/28/2019$565,571
SYNCHRONY FINANCIAL 2.6% 01/15/2019$564,202
BPCE SA 1.625% 02/10/2017$551,057
HYATT HOTEL PORTFOLIO TRUST 2015-HYT 1.677% 11/15/2029$547,900
STRUCTURED ASSET SECURITIES CORP MORTGAGE PASS-THROUGH CTFS SER 2003-34A 2.594433% 11/25/2033$546,410
RYDER SYSTEM INC 2.5% 03/01/2017$544,485
FREDDIE MAC STRUCTURED AGENCY CREDIT RIS 1.649% 11/25/2023$534,762
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-2 3.02 04/15/2021$533,587
WELLS FARGO HOME EQUITY ASSET-BACKED SECURITIES 2005-2 TRUST 0.8658% 11/25/2035$522,157
CENTERPOINT ENERGY TRANSITION BOND CO IV .901% 04/15/2018$518,583
FIFTH THIRD BANK/CINCINNATI OH 2.3 03/15/2019$516,182
US BANK NA/CINCINNATI OH 1.45% 01/29/2018$511,979
SOUNDVIEW HOME LOAN TRUST 2006-1 0.6258% 02/25/2036$510,013
SEQUOIA MORTGAGE TRUST 2012-1 2.865% 01/25/2042$506,188
GSAMP TRUST 2004-HE2 1.0158% 09/25/2034$505,750
CAPITAL ONE FINANCIAL CORP 2.45% 04/24/2019$504,939
BAIDU INC 2.25% 11/28/2017$502,769
NBCUNIVERSAL ENTERPRISE INC .974% 04/15/2018$501,243
DRYDEN 37 SENIOR LOAN FUND 2.122% 04/15/2027$500,074
WELLS FARGO MORTGAGE BACKED SECURITIES 2 2.714% 09/25/2034$494,210
WHIRLPOOL CORP 1.65% 11/01/2017$492,274
CIT GROUP INC 5.25% 03/15/2018$491,625
BPCE SA .891% 06/23/2017$490,298
MORGAN STANLEY CAPITAL I TRUST 2007-IQ14 5.692% 04/15/2049$490,052
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2014-3 1.15% 06/10/2019$489,772
FREEPORT-MCMORAN INC 2.15% 03/01/2017$487,550
HUTCHISON WHAMPOA INTERNATIONAL 12 II LT 2% 11/08/2017$483,678
VENTAS REALTY LP 1.55% 09/26/2016$481,512
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-3 1.02% 09/17/2018$478,762
EXXON MOBIL CORP 1.439 03/01/2018$473,408
LIBERTY PROPERTY LP 6.625% 10/01/2017$472,425
AMPHENOL CORP 1.55% 09/15/2017$469,106
GSAMP TRUST 2004-SEA2 .849% 03/25/2034$468,591
CELGENE CORP 2.125% 08/15/2018$464,987
CONSECO FINANCIAL CORP 7.7 09/15/2026$462,323
SYNCHRONY FINANCIAL 1.875% 08/15/2017$459,879
DUKE ENERGY CORP .664% 04/03/2017$459,483
HESS CORP 1.3% 06/15/2017$457,498
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-1 3.24 04/15/2021$456,332
EXXON MOBIL CORP 1.708 03/01/2019$453,639
STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2006-WF1 0.7665% 02/25/2036$453,638
ELECTRICITE DE FRANCE SA .747% 01/20/2017$449,694
SBA COMMUNICATIONS CORP 5.625% 10/01/2019$447,200
HUNTINGTON NATIONAL BANK/THE 2.2% 11/06/2018$444,010
DRIVE AUTO RECEIVABLES TRUST 2016-B 1.67 07/15/2019$439,910
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SERIES 2007-C30 5.342% 12/15/2043$435,589
BECTON DICKINSON AND CO 1.8% 12/15/2017$431,962
AUTODESK INC 1.95% 12/15/2017$430,252
CAPITAL ONE BANK USA NA 1.15% 11/21/2016$430,180
MURPHY OIL CORP 2.5% 12/01/2017$427,859
STRYKER CORP 2 03/08/2019$424,270
PARK PLACE SECURITIES INC ASSET-BACKED PASS-THROUGH CTFS SER 2004-WHQ2 1.3808% 02/25/2035$420,008
ING BANK NV 2.3 03/22/2019$414,642
ENBRIDGE INC .734% 06/02/2017$411,995
TSMC GLOBAL LTD 1.625% 04/03/2018$408,987
SEQUOIA MORTGAGE TRUST 2013-8 2.25 06/25/2043$408,203
STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2004-AR5 1.09625 10/19/2034$405,251
WEA FINANCE LLC / WESTFIELD UK & EUROPE 2.7% 09/17/2019$404,866
TOYOTA AUTO RECEIVABLES 2014-B OWNER TRU 1.31% 09/16/2019$401,124
PNC BANK NA 1.15% 11/01/2016$400,473
MCKESSON CORP 1.292% 03/10/2017$400,343
THOMSON REUTERS CORP 1.3% 02/23/2017$400,204
THERMO FISHER SCIENTIFIC INC 1.3% 02/01/2017$400,033
MIZUHO BANK LTD .731% 09/25/2017$399,279
CAMERON INTERNATIONAL CORP 1.4% 06/15/2017$398,638
GLENCORE FUNDING LLC 2.5% 01/15/2019$396,150
FREDDIE MAC STRUCTURED AGENCY CREDIT RIS 1.249% 03/25/2025$394,554
MEDTRONIC INC 1.5% 03/15/2018$392,677
DRIVE AUTO RECEIVABLES TRUST 2016-B 2.56 06/15/2020$389,923
AUTOZONE INC 1.625 04/21/2019$388,983
EBAY INC 2.5 03/09/2018$386,137
FIDELITY NATIONAL INFORMATION SERVICES I 2% 04/15/2018$380,608
SPRINGLEAF MORTGAGE LOAN TRUST 2013-2 3.52% 12/25/2065$375,089
CC HOLDINGS GS V LLC / CROWN CASTLE GS I 2.381% 12/15/2017$373,822
LB-UBS COMMERCIAL MORTGAGE TRUST 2007-C1 5.484% 02/15/2040$372,101
WELLS FARGO MORTGAGE BACKED SECURITIES 2005-6 TRUST 5.75 08/25/2035$371,261
PACCAR FINANCIAL CORP 1.1% 06/06/2017$370,278
SYNCHRONY FINANCIAL 1.53% 02/03/2020$368,026
FIFTH THIRD BANCORP 5.45% 01/15/2017$364,661
GENERAL ELECTRIC CAPITAL CORP 5.5% 01/08/2020$364,331
NEWELL RUBBERMAID INC 2.15% 10/15/2018$363,231
UNITED STATES TREASURY NOTE/BOND 1.25% 12/15/2018$362,623
HUNTINGTON NATIONAL BANK/THE 1.375% 04/24/2017$360,488
ACCREDITED MORTGAGE LOAN TRUST 2006-1 0.6016% 04/25/2036$355,306
LEHMAN ABS MANUFACTURED HOUSING CONTRACT TRUST 2001-B 5.27% 04/15/2040$355,003
CITIZENS BANK NA/PROVIDENCE RI 2.3% 12/03/2018$352,018
PENSKE TRUCK LEASING CO LP / PTL FINANCE 3.75% 05/11/2017$352,015
IAC/INTERACTIVECORP 4.875% 11/30/2018$341,130
SPRINGLEAF MORTGAGE LOAN TRUST 2013-2 1.78% 12/25/2065$336,144
APPLE INC 1.7% 02/22/2019$333,287
WELLS FARGO HOME EQUITY ASSET-BACKED SECURITIES 2005-3 TRUST 0.8065% 12/25/2035$332,736
WALGREENS BOOTS ALLIANCE INC 1.75% 11/17/2017$331,568
CAPITAL AUTO RECEIVABLES ASSET TRUST / A 1.74% 10/22/2018$330,208
WEA FINANCE LLC / WESTFIELD UK & EUROPE 1.75% 09/15/2017$329,935
CAPITAL AUTO RECEIVABLES ASSET TRUST / A 1.29% 04/20/2018$329,824
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SERIES 2007-C33 5.953456% 02/15/2051$325,860
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2016-2 2.87 11/08/2021$324,531
LLOYDS BANK PLC 2.3% 11/27/2018$323,184
KEYBANK NA/CLEVELAND OH 1.1% 11/25/2016$320,244
BRITISH TELECOMMUNICATIONS PLC 1.625% 06/28/2016$320,191
BAXALTA INC 2% 06/22/2018$318,521
STRUCTURED ASSET SECURITIES CORP 2005-WF1 1.0865% 02/25/2035$303,894
HUNTINGTON NATIONAL BANK/THE 1.35% 08/02/2016$300,061
HUNTINGTON NATIONAL BANK/THE .718% 04/24/2017$299,733
KINDER MORGAN INC/DE 2% 12/01/2017$296,689
THERMO FISHER SCIENTIFIC INC 2.15% 12/14/2018$292,398
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2014-3 2.65 08/17/2020$292,096
PACCAR FINANCIAL CORP .879% 12/06/2018$290,960
VENTAS REALTY LP 1.25% 04/17/2017$289,674
PENSKE TRUCK LEASING CO LP / PTL FINANCE 2.5% 06/15/2019$288,794
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2015-3 1.07% 01/08/2019$284,749
ZIMMER BIOMET HOLDINGS INC 2.7% 04/01/2020$284,005
AMERIQUEST MORTGAGE SECURITIES INC ASSET BACKED PASS-THROUGH CTFS SER 2005-R11 0.8765% 01/25/2036$282,700
DOMINION RESOURCES INC/VA 2.962 07/01/2019$282,062
CARNIVAL CORP 1.875% 12/15/2017$281,856
SOUTHERN POWER CO 1.85% 12/01/2017$281,707
VERIZON COMMUNICATIONS INC 1.816% 09/15/2016$281,105
PHILLIPS 66 2.95% 05/01/2017$274,374
ASSET-BACKED PASS-THROUGH CERTIFICATES SERIES 2005-R2 1.153 04/25/2035$274,079
COMM 2007-C9 MORTGAGE TRUST 5.65 12/10/2049$273,564
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2014-1 1.59% 10/15/2018$269,965
SHELL INTERNATIONAL FINANCE BV 1.375 05/10/2019$268,416
HYUNDAI CAPITAL AMERICA 2.125% 10/02/2017$266,389
AT&T INC 5.5% 02/01/2018$266,173
SYSCO CORP 1.9 04/01/2019$261,299
NATIONAL AUSTRALIA BANK LTD 1.3% 06/30/2017$260,029
APPLE INC 1.3% 02/23/2018$251,153
GREATAMERICA LEASING RECEIVABLES FUNDING 1.83% 06/17/2019$250,110
NELNET STUDENT LOAN TRUST 2014-2 .479% 06/25/2021$238,700
BP CAPITAL MARKETS PLC .821% 05/10/2018$237,981
LB-UBS COMMERCIAL MORTGAGE TRUST 2007-C7 6.15273 09/15/2045$232,314
CONSECO FINANCIAL CORP 6.24 12/01/2028$231,927
BANC OF AMERICA MORTGAGE 2004-L TRUST 2.639% 01/25/2035$221,676
SPRINGLEAF MORTGAGE LOAN TRUST 2013-1 2.31% 06/25/2058$206,424
BANK OF AMERICA CORP 3.875% 03/22/2017$204,113
WM WRIGLEY JR CO 2% 10/20/2017$201,836
ALIBABA GROUP HOLDING LTD 2.5% 11/28/2019$200,562
WM WRIGLEY JR CO 1.4% 10/21/2016$200,372
JOHNSON CONTROLS INC 1.4% 11/02/2017$199,798
FIRST FRANKLIN MORTGAGE LOAN TRUST SERIE .639% 05/25/2036$191,064
PARK PLACE SECURITIES INC ASSET-BACKED PASS-THROUGH CERTIFICATES SERIES 2005-WCW 0.93885 07/25/2035$190,519
FIDELITY NATIONAL INFORMATION SERVICES I 1.45% 06/05/2017$189,119
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2013-2 1.19% 05/08/2018$163,039
TRANSALTA CORP 1.9% 06/03/2017$157,650
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-5 1.12% 12/17/2018$134,262
SEQUOIA MORTGAGE TRUST 2012-2 3.5% 04/25/2042$130,788
AEGIS ASSET BACKED SECURITIES TRUST 2005-1 0.9265% 03/25/2035$113,992
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.808% 10/01/2034$95,743
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.165% 09/01/2034$87,832
GOLDMAN SACHS GROUP INC/THE 2 04/25/2019$73,243
JP MORGAN MORTGAGE ACQUISITION CORP 2005-WMC1 1.06885 09/25/2035$59,232
MORGAN STANLEY ABS CAPITAL I INC TRUST 2005-HE5 1.06885 09/25/2035$56,394
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.16% 09/01/2034$56,129
BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004-BO1 1.183 10/25/2034$19,493
PARK PLACE SECURITIES INC ASSET-BACKED PASS-THROUGH CTFS SER 2005-WHQ1 1.183 03/25/2035$9,382
HOME EQUITY ASSET TRUST 2006-1 0.763 04/25/2036$7,581
HOME EQUITY ASSET TRUST 2005-2 1.198 07/25/2035$6,803
MORGAN STANLEY ABS CAPITAL I INC TRUST 2005-HE3 1.213 07/25/2035$5,824
MASTR ASSET BACKED SECURITIES TRUST 2005-OPT1 1.033 03/25/2035$1,249
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2014-3 0.81% 07/16/2018$438
 
Short-Term/Cash
Holding NameMarket Value
FIDELITY INSTITUTIONAL MONEY MARKET$28,628,165
UNITED STATES ZERO 06/16$999,996
 
Other
Holding NameMarket Value
USD$163,592
USD$51,966
CURRENCY CONTRACT$46,586
CURRENCY CONTRACT$43,530
CURRENCY CONTRACT$34,558
CURRENCY CONTRACT$8,322
US 2YR NOTE (CBT) BOND SEP16 (TUU6) COMDTY$7,697
CURRENCY CONTRACT$-205
US 5YR NOTE (CBT) BOND SEP16 (FVU6) COMDTY$-5,534
CURRENCY CONTRACT$-51,224
All Holdings As of Apr 30, 2016
Fixed Income
Holding NameMarket Value
UNITED STATES TREASURY NOTE/BOND 0.75% 01/31/2018$15,335,598
UNITED STATES TREASURY NOTE/BOND .875% 01/15/2018$14,073,177
UNITED STATES TREASURY NOTE/BOND 1% 12/31/2017$10,385,641
UNITED STATES TREASURY NOTE/BOND 1% 02/15/2018$10,157,231
UNITED STATES TREASURY NOTE/BOND 1.125% 01/15/2019$10,063,280
UNITED STATES TREASURY NOTE/BOND .625% 09/30/2017$9,362,860
CHASE ISSUANCE TRUST .618% 11/16/2020$9,025,406
UNITED STATES TREASURY NOTE/BOND 1 03/15/2019$8,792,609
UNITED STATES TREASURY NOTE/BOND .75% 02/28/2018$8,039,373
UNITED STATES TREASURY NOTE/BOND .625% 07/31/2017$8,027,808
CNH EQUIPMENT TRUST 1.37% 07/15/2020$7,418,068
JPMORGAN CHASE & CO 3.15% 07/05/2016$7,120,019
UNITED STATES TREASURY NOTE/BOND 0.875% 11/30/2017$7,008,160
ABBVIE INC 1.8% 05/14/2018$6,538,389
KRAFT HEINZ FOODS CO 2% 07/02/2018$6,299,219
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENL 2.25% 01/14/2019$6,110,232
CITIGROUP INC 2.65% 10/26/2020$6,108,975
AMERICAN EXPRESS CREDIT ACCOUNT MASTER T .568% 12/15/2021$5,998,576
SYNCHRONY CREDIT CARD MASTER NOTE TRUST .648% 03/15/2020$5,722,344
BA CREDIT CARD TRUST .578% 06/15/2021$5,615,726
DISCOVER CARD EXECUTION NOTE TRUST .648% 04/15/2021$5,573,361
HEWLETT PACKARD ENTERPRISE CO 2.85% 10/05/2018$5,530,908
HARLEY-DAVIDSON MOTORCYCLE TRUST 2014-1 1.1% 09/15/2019$5,503,543
UNITED STATES TREASURY NOTE/BOND 1.125% 02/28/2021$5,457,812
SUNCOR ENERGY INC 6.1% 06/01/2018$5,440,164
UNITED STATES TREASURY NOTE/BOND 1% 09/15/2018$5,355,529
GOLDMAN SACHS GROUP INC/THE 2.75% 09/15/2020$5,085,200
CAPITAL ONE MULTI-ASSET EXECUTION TRUST .238% 07/15/2020$4,900,736
CAPITAL ONE BANK USA NA 1.2% 02/13/2017$4,897,207
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2014 .91% 10/22/2018$4,535,929
GLENCORE FINANCE CANADA LTD 2.7% 10/25/2017$4,464,176
ANGLO AMERICAN CAPITAL PLC 2.625% 09/27/2017$4,378,000
TRANSCANADA PIPELINES LTD 1.625% 11/09/2017$4,302,309
FEDERAL HOME LOAN MORTGAGE CORP 1.125 03/16/2018$4,200,328
STANDARD CHARTERED PLC 3.2% 05/12/2016$4,102,349
MICROSOFT CORP 2% 11/03/2020$4,099,908
MOODY'S CORP 2.75% 07/15/2019$4,093,788
AT&T INC 2.45% 06/30/2020$4,066,556
BANK OF AMERICA CORP 5.65% 05/01/2018$4,028,981
HSBC FINANCE CORP .713% 06/01/2016$4,000,756
METROPOLITAN LIFE GLOBAL FUNDING I 2% 04/14/2020$3,981,168
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 02/26/2019$3,919,522
CITIBANK CREDIT CARD ISSUANCE TRUST 1.32% 09/07/2018$3,904,713
PHILLIPS 66 PARTNERS LP 2.646% 02/15/2020$3,899,696
REGIONS BANK/BIRMINGHAM AL 2.25% 09/14/2018$3,648,390
FREDDIE MAC GOLD POOL 3 TBA$3,555,921
MORGAN STANLEY 2.45% 02/01/2019$3,555,682
CARMAX AUTO OWNER TRUST 2015-2 1.37% 03/16/2020$3,518,726
MEDTRONIC INC 2.5% 03/15/2020$3,465,495
ANTHEM INC 2.375% 02/15/2017$3,457,423
INVITATION HOMES 2014-SFR1 TRUST 1.198% 06/17/2031$3,449,066
VERIZON COMMUNICATIONS INC 2.036% 09/14/2018$3,423,835
CITIBANK CREDIT CARD ISSUANCE TRUST 1.349% 01/23/2020$3,352,770
KINDER MORGAN INC/DE 3.05% 12/01/2019$3,294,148
STATE BOARD OF ADMINISTRATION FINANCE CO 2.995% 07/01/2020$3,241,594
DISCOVER CARD EXECUTION NOTE TRUST .628% 07/15/2021$3,202,092
TYSON FOODS INC 2.65% 08/15/2019$3,188,835
CVS HEALTH CORP 2.25% 12/05/2018$3,156,554
MMAF EQUIPMENT FINANCE LLC 2015-A 1.39% 10/16/2019$3,091,612
DISCOVER BANK/GREENWOOD DE 2.6% 11/13/2018$3,045,475
ANTHEM INC 2.3% 07/15/2018$3,041,988
AT&T INC 1.7% 06/01/2017$3,015,327
EMD FINANCE LLC 1.7% 03/19/2018$3,006,780
KOMMUNINVEST I SVERIGE AB 1.5 04/23/2019$2,934,910
REYNOLDS AMERICAN INC 2.3% 08/21/2017$2,913,955
KFW 0.875 04/19/2018$2,845,386
RIO TINTO FINANCE USA LTD 6.5% 07/15/2018$2,749,398
ACTAVIS FUNDING SCS 3% 03/12/2020$2,661,169
REYNOLDS AMERICAN INC 2.3% 06/12/2018$2,652,016
PRUDENTIAL FINANCIAL INC 6.1% 06/15/2017$2,628,393
UNITED STATES TREASURY NOTE/BOND .625% 11/30/2017$2,626,405
BANK OF AMERICA CORP 6.5% 08/01/2016$2,533,705
BANK OF ENGLAND EURO NOTE 1.25% 03/16/2018$2,514,770
CABELA'S CREDIT CARD MASTER NOTE TRUST .648% 07/15/2022$2,496,965
VERIZON COMMUNICATIONS INC 2.625% 02/21/2020$2,423,555
COLONY AMERICAN HOMES 2015-1 1.398% 07/17/2032$2,404,210
MCDONALD'S CORP 2.1% 12/07/2018$2,331,729
SYNCHRONY CREDIT CARD MASTER NOTE TRUST 1.6% 04/15/2021$2,320,415
UNITED STATES TREASURY NOTE/BOND 0.875 03/31/2018$2,304,582
JP MORGAN MORTGAGE TRUST 2013-1 2.5% 03/25/2043$2,283,228
CHASE ISSUANCE TRUST 1.62 07/15/2020$2,265,974
STATOIL ASA .61% 05/15/2018$2,265,219
ENTERPRISE PRODUCTS OPERATING LLC 6.5% 01/31/2019$2,256,301
NEWELL RUBBERMAID INC 2.6 03/29/2019$2,247,329
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 5.75% 07/15/2020$2,231,209
CREDIT SUISSE/NEW YORK NY 1.375% 05/26/2017$2,210,564
ASIAN DEVELOPMENT BANK .75% 07/28/2017$2,207,392
NEDERLANDSE WATERSCHAPSBANK NV 1.25% 09/18/2017$2,204,968
NCUA GUARANTEED NOTES TRUST 2010-R3 .751% 12/08/2020$2,198,600
FORD MOTOR CREDIT CO LLC 1.223% 01/09/2018$2,194,916
CABELA'S CREDIT CARD MASTER NOTE TRUST .548% 03/16/2020$2,192,135
FEDERAL HOME LOAN MORTGAGE CORP 1.125 04/15/2019$2,167,659
INVITATION HOMES 2014-SFR2 TRUST 1.298% 09/17/2031$2,156,737
PORSCHE FINANCIAL AUTO SECURITIZATION TR .67% 01/23/2018$2,100,159
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES 2.086 03/25/2019$2,040,957
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES 1.869 11/25/2019$2,029,992
MORGAN STANLEY 1.435% 01/27/2020$2,012,360
STANDARD CHARTERED PLC 1.5% 09/08/2017$1,987,284
STATE OF ILLINOIS 5.877% 03/01/2019$1,984,489
UNITED STATES TREASURY NOTE/BOND 1% 08/15/2018$1,967,962
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/NEW YORK NY 2% 11/16/2018$1,924,652
GENERAL MOTORS FINANCIAL CO INC 2.4% 04/10/2018$1,912,645
WESTPAC BANKING CORP 1.95% 11/23/2018$1,910,053
BANK NEDERLANDSE GEMEENTEN NV 1% 02/12/2018$1,909,799
DEVON ENERGY CORP 2.25% 12/15/2018$1,895,824
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2.1905 09/25/2028$1,888,658
SOUTHERN CALIFORNIA EDISON CO 1.845% 02/01/2022$1,861,062
ROYAL BANK OF CANADA 1.625 04/15/2019$1,853,585
BOCA HOTEL PORTFOLIO TRUST 2013-BOCA 2.5755% 08/15/2026$1,852,477
HSBC BANK PLC .961% 05/15/2018$1,830,837
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-388G 1.1755% 06/15/2033$1,828,830
CAREFREE PORTFOLIO TRUST 2014-CARE 1.746% 11/15/2019$1,818,420
BECTON DICKINSON AND CO 1.45% 05/15/2017$1,803,753
CAPITAL ONE MULTI-ASSET EXECUTION TRUST .578% 01/18/2022$1,802,811
UBS GROUP FUNDING JERSEY LTD 3 04/15/2021$1,795,692
TRADE MAPS 1 LTD .892% 12/10/2018$1,792,514
AMGEN INC 1.25% 05/22/2017$1,743,163
GSAMP TRUST 2005-HE3 1.4408% 06/25/2035$1,722,819
FORD MOTOR CREDIT CO LLC 3.336 03/18/2021$1,720,093
ABBEY NATIONAL TREASURY SERVICES PLC/LON 1.65% 09/29/2017$1,703,393
AMERICAN INTERNATIONAL GROUP INC 3.3% 03/01/2021$1,691,550
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES 4.084 11/25/2020$1,657,234
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES 3.974 01/25/2021$1,654,053
INTER-AMERICAN DEVELOPMENT BANK 1 05/13/2019$1,634,839
AMERIQUEST MORTGAGE SECURITIES INC ASSET-BACKED PASS-THROUGH CTFS SER 2005-R7 0.9358% 09/25/2035$1,617,501
UBS AG/STAMFORD CT 1.8% 03/26/2018$1,606,613
FMS WERTMANAGEMENT AOER 1.125% 09/05/2017$1,604,581
METROPOLITAN LIFE GLOBAL FUNDING I .819% 07/15/2016$1,601,531
JP MORGAN CHASE COMMERCIAL MORTGAGE SECU 1.438% 01/15/2032$1,594,519
STANDARD CHARTERED BANK 6.4% 09/26/2017$1,585,263
CD 2007-CD5 MORTGAGE TRUST 6.32326% 11/15/2044$1,578,435
WELLS FARGO BANK NA 1.65% 01/22/2018$1,573,135
GENERAL ELECTRIC CAPITAL CORP .936% 07/12/2016$1,558,974
JPMORGAN CHASE & CO 1.35% 02/15/2017$1,544,806
SUNTRUST BANK/ATLANTA GA 1.35% 02/15/2017$1,541,639
HEWLETT PACKARD ENTERPRISE CO 2.45% 10/05/2017$1,537,539
BB&T CORP .96% 02/01/2019$1,527,420
TREMAN PARK CLO LTD 2.1238% 04/20/2027$1,522,868
JP MORGAN CHASE COMMERCIAL MORTGAGE SECU 5.794% 02/12/2051$1,516,836
TAL ADVANTAGE V LLC 1.7% 05/20/2039$1,515,737
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 1.25% 05/23/2017$1,515,408
FORD MOTOR CREDIT CO LLC 1.724% 12/06/2017$1,506,838
ING BANK NV 2% 11/26/2018$1,500,685
CHASE ISSUANCE TRUST .448% 04/15/2019$1,494,625
GLOBAL SC FINANCE II SRL 3.19% 07/17/2029$1,490,392
BANK OF AMERICA CORP 1.351% 03/22/2018$1,487,933
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2014-5 1.15% 01/15/2019$1,465,507
ABBVIE INC 1.75% 11/06/2017$1,458,029
HILTON USA TRUST 2013-HLT 2.6621% 11/05/2030$1,442,146
CREDIT SUISSE COMMERCIAL MORTGAGE TRUST SERIES 2007-C4 6.146442% 09/15/2039$1,441,634
LB-UBS COMMERCIAL MORTGAGE TRUST 2007-C2 5.43% 02/15/2040$1,425,447
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.141% 07/01/2041$1,414,175
CAISSE D'AMORTISSEMENT DE LA DETTE SOCIA 1.25% 03/12/2018$1,413,442
HSBC USA INC 1.7% 03/05/2018$1,411,799
AMERICAN EXPRESS CO .919% 05/22/2018$1,404,656
BP CAPITAL MARKETS PLC 1.674% 02/13/2018$1,365,160
ENERGY TRANSFER PARTNERS LP 2.5% 06/15/2018$1,357,356
SUNTRUST BANK/ATLANTA GA 5.2% 01/17/2017$1,355,561
FORD MOTOR CREDIT CO LLC 1.684% 09/08/2017$1,353,235
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2016-1 1.41% 07/15/2019$1,352,648
NOMURA ASSET ACCEPTANCE CORP ALTERNATIVE LOAN TRUST SERIES 2004-AR4 1.033 12/25/2034$1,347,458
CHEVRON CORP 1.344% 11/09/2017$1,346,697
TOYOTA MOTOR CREDIT CORP 1.55% 07/13/2018$1,332,701
CONSECO FINANCIAL CORP 6.53% 04/01/2030$1,314,918
CITIZENS BANK NA/PROVIDENCE RI 1.6% 12/04/2017$1,296,780
INTERNATIONAL LEASE FINANCE CORP 2.236% 06/15/2016$1,296,555
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-AR1 TRUST 2.449685% 03/25/2034$1,291,550
COMMERCIAL MORTGAGE TRUST 2007-GG9 5.444% 03/10/2039$1,284,019
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2014-3 3.13 10/08/2020$1,281,739
SEQUOIA MORTGAGE TRUST 2014-3 4 10/25/2044$1,281,493
HILTON USA TRUST 2013-HLF 1.19% 11/05/2030$1,277,817
KRAFT HEINZ FOODS CO 1.6% 06/30/2017$1,274,520
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR13 TRUST 0.7258% 10/25/2045$1,266,356
MACQUARIE BANK LTD 1.6% 10/27/2017$1,259,727
TALEN ENERGY SUPPLY LLC 4.625% 07/15/2019$1,252,900
JOHN DEERE CAPITAL CORP 1.125% 06/12/2017$1,243,951
VERIZON COMMUNICATIONS INC 1.35% 06/09/2017$1,243,529
SEQUOIA MORTGAGE TRUST 3.5 09/25/2042$1,242,129
MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES 2006-FF1 0.6465% 08/25/2036$1,241,587
ARAMARK CORP US TLE 3.25% 06/30/2016$1,226,320
COLONY AMERICAN HOMES 2014-2 1.137% 07/17/2031$1,211,068
BNZ INTERNATIONAL FUNDING LTD/LONDON 1.9% 02/26/2018$1,205,112
ALLY FINANCIAL INC 3.25% 09/29/2017$1,203,000
EUROPEAN INVESTMENT BANK 1.125% 08/15/2018$1,202,172
NABORS INDUSTRIES INC 2.35% 09/15/2016$1,199,418
AMERIQUEST MORTGAGE SECURITIES INC ASSET-BACKED PASS-THROUGH CTFS SER 2005-R8 0.90885 10/25/2035$1,198,303
OCTAGON INVESTMENT PARTNERS XXI LTD 2.0882 11/14/2026$1,194,677
FFMLT TRUST 2005-FF8 0.9165% 09/25/2035$1,178,241
ANHEUSER-BUSCH INBEV FINANCE INC 1.9% 02/01/2019$1,177,096
ANHEUSER-BUSCH INBEV FINANCE INC 2.65% 02/01/2021$1,171,597
IRWIN HOME EQUITY LOAN TRUST 2006-1 5.77% 09/25/2035$1,168,882
MANUFACTURERS & TRADERS TRUST CO 1.4% 07/25/2017$1,158,623
BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST 2007-PWR16 5.720841% 06/11/2040$1,152,347
CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-375P 3.63483 05/10/2035$1,148,106
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-1 0.91% 07/16/2018$1,136,075
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR6 TRUST 0.6565% 04/25/2045$1,135,799
SUNTORY HOLDINGS LTD 1.65% 09/29/2017$1,132,932
BANK OF TOKYO-MITSUBISHI UFJ LTD/THE 1.45% 09/08/2017$1,129,459
MERCK & CO INC .684% 05/18/2018$1,124,058
AES CORP/VA 3.283% 06/01/2019$1,121,475
SYNCHRONY CREDIT CARD MASTER NOTE TRUST 1.36% 08/17/2020$1,121,014
INTERNATIONAL LEASE FINANCE CORP 3.875% 04/15/2018$1,114,163
ACTAVIS FUNDING SCS 1.85% 03/01/2017$1,114,094
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.399% 07/25/2024$1,113,537
WELLS FARGO MORTGAGE BACKED SECURITIES 2006-13 TRUST 6 10/25/2036$1,107,534
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2016-2 2.21 05/10/2021$1,102,766
DAIMLER FINANCE NORTH AMERICA LLC 1.65% 03/02/2018$1,101,832
STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2006-BC2 0.5858% 09/25/2036$1,089,955
ASHLAND INC 3.875% 04/15/2018$1,082,813
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-AR3 TRUST 2.470059% 06/25/2034$1,077,681
GENERAL MILLS INC 1.4% 10/20/2017$1,075,698
CAPITAL ONE NA/MCLEAN VA 1.65% 02/05/2018$1,066,062
KUBOTA CREDIT OWNER TRUST 2015-1 .94% 12/15/2017$1,053,737
FORD MOTOR CREDIT CO LLC 1.118% 03/12/2019$1,046,169
CAPITAL ONE NA/MCLEAN VA 1.5% 09/05/2017$1,037,771
CSMC TRUST 2013-IVR2 1.55% 04/25/2043$1,035,769
BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2007-3 5.742285% 06/10/2049$1,034,907
SABINE PASS LNG LP 7.5% 11/30/2016$1,033,988
CATERPILLAR FINANCIAL SERVICES CORP 1% 03/03/2017$1,032,282
AMERIGAS PARTNERS LP / AMERIGAS FINANCE 6.25% 08/20/2019$1,027,500
DISH DBS CORP 4.625% 07/15/2017$1,026,250
GE CAPITAL UK FUNDING .722% 03/20/2017$1,021,779
HERTZ CORP/THE 6.75% 04/15/2019$1,020,055
WPX ENERGY INC 5.25% 01/15/2017$1,008,563
SHELL INTERNATIONAL FINANCE BV 0.9214% 11/10/2018$1,007,344
AP MOELLER - MAERSK A/S 2.55% 09/22/2019$1,005,577
FANNIE MAE CONNECTICUT AVENUE SECURITIES 2.585 09/25/2028$1,003,987
HYUNDAI CAPITAL AMERICA 2.5 03/18/2019$1,001,052
METROPOLITAN LIFE GLOBAL FUNDING I 1.95% 12/03/2018$1,000,835
COMPASS BANK 1.85% 09/29/2017$995,347
ORIGEN MANUFACTURED HOUSING CONTRACT TRUST 2002-A 7.87% 05/15/2032$982,516
DAIMLER FINANCE NORTH AMERICA LLC 1.375% 08/01/2017$980,331
CDW LLC TERM LOAN 3.25% 06/30/2016$975,935
L-3 COMMUNICATIONS CORP 1.5% 05/28/2017$970,059
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.149% 05/25/2024$969,417
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2015-2 0.83 09/10/2018$968,485
MORGAN STANLEY CAPITAL I TRUST 2007-TOP25 5.544 11/12/2049$968,086
MIZUHO FINANCIAL GROUP INC 2.632 04/12/2021$956,165
THOMSON REUTERS CORP 1.65% 09/29/2017$951,791
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.799% 01/25/2024$946,370
CITIGROUP INC 1.85% 11/24/2017$943,700
DOLE FOOD CO TRANCHE B TL 4.5% 05/20/2016$922,362
REGIONS FINANCIAL CORP 2% 05/15/2018$919,201
ZIMMER BIOMET HOLDINGS INC 2% 04/01/2018$917,740
MASTR ASSET BACKED SECURITIES TRUST 2004-OPT2 1.133 09/25/2034$917,498
GOLDMAN SACHS GROUP INC/THE 1.42% 11/15/2018$912,611
PNC BANK NA 1.95 03/04/2019$910,092
COMMONWEALTH BANK OF AUSTRALIA/NEW YORK NY 1.75% 11/02/2018$904,456
GENERAL MOTORS FINANCIAL CO INC 3% 09/25/2017$903,326
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SERIES 2007-C30 5.383% 12/15/2043$899,811
HSBC USA INC 1.162% 09/24/2018$898,395
SANTANDER BANK NA 2% 01/12/2018$896,742
NISSAN MOTOR ACCEPTANCE CORP 2 03/08/2019$895,581
ABBEY NATIONAL TREASURY SERVICES PLC/UNITED KINGDOM 2.5 03/14/2019$894,149
INVITATION HOMES 2015-SFR3 TRUST 1.621% 08/17/2032$891,498
GSAMP TRUST 2004-HE2 1.0158% 09/25/2034$891,407
INVITATION HOMES 2013-SFR1 TRUST 1.4% 12/17/2030$891,384
MANUFACTURERS & TRADERS TRUST CO 1.25% 01/30/2017$870,946
CONSECO FINANCIAL CORP 6.78 10/15/2027$865,270
LB COMMERCIAL MORTGAGE TRUST 2007-C3 5.90002% 07/15/2044$861,570
SEQUOIA MORTGAGE TRUST 2013-4 2.325 04/25/2043$855,594
IMPERIAL TOBACCO FINANCE PLC 2.05% 07/20/2018$845,425
VERIZON COMMUNICATIONS INC 3.65% 09/14/2018$842,908
MCGRAW HILL FINANCIAL INC 2.5% 08/15/2018$842,884
AMERICREDIT AUTOMOBILE RECEIVABLES 2016-1 1.1745% 06/10/2019$841,489
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2016-2 1.42 10/08/2019$841,380
BANK OF AMERICA CORP 1.7% 08/25/2017$832,736
SHELL INTERNATIONAL FINANCE BV 1.25% 11/10/2017$831,160
COMMONWEALTH BANK OF AUSTRALIA/NEW YORK NY 2.05 03/15/2019$829,530
TIAA ASSET MANAGEMENT FINANCE CO LLC 2.95% 11/01/2019$826,893
NATIONAL OILWELL VARCO INC 1.35% 12/01/2017$821,533
ACTAVIS FUNDING SCS 1.543% 03/12/2020$819,524
FORD MOTOR CREDIT CO LLC 4.25% 02/03/2017$817,169
MORGAN STANLEY 6.625% 04/01/2018$807,614
SHELL INTERNATIONAL FINANCE BV 1.625% 11/10/2018$805,748
STANLEY BLACK & DECKER INC 2.451% 11/17/2018$805,274
TENCENT HOLDINGS LTD 2% 05/02/2017$803,550
CREDIT SUISSE/NEW YORK NY 1.75% 01/29/2018$803,020
DISCOVER CARD EXECUTION NOTE TRUST 5.65% 03/16/2020$795,378
STATOIL ASA .771% 11/08/2018$794,470
CNH INDUSTRIAL CAPITAL LLC 3.875% 07/16/2018$793,950
BERKSHIRE HATHAWAY FINANCE CORP 1.7 03/15/2019$791,287
ELECTRICITE DE FRANCE SA 1.15% 01/20/2017$790,339
TENET HEALTHCARE CORP 6.25% 11/01/2018$790,125
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.199% 10/25/2023$787,686
ABC SUPPLY CO TERM B LOAN 3.5% 05/11/2016$780,221
QUALCOMM INC 1.4% 05/18/2018$779,708
BAT INTERNATIONAL FINANCE PLC 1.85% 06/15/2018$777,400
TOTAL CAPITAL INTERNATIONAL SA .881% 08/10/2018$775,370
SEAGATE HDD CAYMAN 3.75% 11/15/2018$772,851
JB HUNT TRANSPORT SERVICES INC 2.4% 03/15/2019$771,351
FBR SECURITIZATION TRUST 2005-2 1.1416% 09/25/2035$761,085
BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2006-6 5.421% 10/10/2045$756,367
JPMORGAN CHASE & CO 1.195% 01/25/2018$753,446
BANK OF NEW YORK MELLON CORP/THE .86% 08/01/2018$748,514
ARES XXVI CLO LTD 1.389% 04/15/2025$742,089
SEQUOIA MORTGAGE TRUST 2013-4 1.55% 04/25/2043$741,037
MITSUBISHI UFJ TRUST & BANKING CORP 1.6% 10/16/2017$739,822
T-MOBILE USA INC 5.25% 09/01/2018$735,300
CATERPILLAR FINANCIAL SERVICES CORP 1.25% 08/18/2017$735,024
MOBILE MINI INC 7.875% 12/01/2020$728,510
SABMILLER HOLDINGS INC 2.45% 01/15/2017$726,475
ASTORIA FINANCIAL CORP 5% 06/19/2017$711,665
MACQUARIE BANK LTD .925% 10/27/2017$708,055
CALIFORNIA EARTHQUAKE AUTHORITY 1.824% 07/01/2017$705,670
GATX CORP 2.5% 07/30/2019$704,311
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2007-CIBC18 5.44% 06/12/2047$702,188
FORD MOTOR CREDIT CO LLC 3% 06/12/2017$701,138
CNPC GENERAL CAPITAL LTD 1.209% 05/14/2017$700,708
KOREA EXPRESSWAY CORP 1.625% 04/28/2017$700,518
PERRIGO CO PLC 1.3% 11/08/2016$698,618
CREDIT AGRICOLE SA/LONDON 1.089% 04/15/2019$695,492
MERRILL LYNCH MORTGAGE INVESTORS TRUST S 2.165% 12/25/2034$693,501
GENERAL ELECTRIC CAPITAL CORP 6% 08/07/2019$689,614
CANADIAN NATURAL RESOURCES LTD 1.75% 01/15/2018$688,487
COLONY AMERICAN HOMES 2014-1 1.4% 05/17/2031$679,506
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 1.6% 11/20/2017$678,036
STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-11 1.36885 01/25/2035$677,039
WANT WANT CHINA FINANCE LTD 1.875% 05/14/2018$676,405
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR9 TRUST 1.0758% 07/25/2045$675,133
AIRCASTLE LTD 6.75% 04/15/2017$657,352
KROGER CO/THE 2.2% 01/15/2017$655,180
NISSAN MOTOR ACCEPTANCE CORP 1.95% 09/12/2017$654,813
AMERICAN HOMES 4 RENT 2014-SFR1 1.25% 06/17/2031$650,030
GLENCORE FUNDING LLC 1.649% 01/15/2019$648,600
NEW CENTURY HOME EQUITY LOAN TRUST 2005-3 0.9165% 07/25/2035$643,726
BANQUE FEDERATIVE DU CREDIT MUTUEL SA 2 04/12/2019$642,650
UNITEDHEALTH GROUP INC 1.9% 07/16/2018$641,557
WELLS FARGO MORTGAGE BACKED SECURITIES 2005-6 TRUST 5.75 08/25/2035$639,837
WELLS FARGO MORTGAGE BACKED SECURITIES 2005-AR10 TRUST 2.794325 06/25/2035$638,159
SPRINGLEAF MORTGAGE LOAN TRUST 2013-1 1.27% 06/25/2058$631,081
CHEVRON CORP 1.79% 11/16/2018$628,130
CNOOC FINANCE 2013 LTD 1.125% 05/09/2016$619,969
KEYBANK NA/CLEVELAND OH 2.35 03/08/2019$617,629
SEQUOIA MORTGAGE TRUST 2013-1 1.45% 02/25/2043$617,162
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.039% 10/01/2034$614,035
NOMURA RESECURITIZATION TRUST 2015-2R 1.02583% 04/26/2047$613,447
MIZUHO BANK LTD 1.7% 09/25/2017$610,323
MIZUHO BANK LTD 1.3% 04/16/2017$609,222
CITIGROUP INC 2.4% 02/18/2020$605,267
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2006-LDP8 5.44% 05/15/2045$603,577
HYUNDAI CAPITAL AMERICA 2% 03/19/2018$602,864
AMERICAN HONDA FINANCE CORP 1.125% 10/07/2016$601,522
ALIBABA GROUP HOLDING LTD 1.625% 11/28/2017$600,016
SENECA PARK CLO LTD 1.769% 07/17/2026$599,164
PRUDENTIAL FINANCIAL INC 1.1% 08/15/2018$598,802
JOHN DEERE CAPITAL CORP 1.35% 01/16/2018$598,631
FDIC GUARANTEED NOTES TRUST 2010-S1 3.25% 04/25/2038$598,120
WELLS FARGO MORTGAGE BACKED SECURITIES 2003-H TRUST 2.739999% 09/25/2033$597,502
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.004% 06/01/2041$595,150
INDUSTRIAL & COMMERCIAL BANK OF CHINA LT 2.351% 11/13/2017$594,780
BMW US CAPITAL LLC 1.5 04/11/2019$591,497
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 1.5716% 05/25/2028$591,190
HUNTINGTON NATIONAL BANK/THE 1.3% 11/20/2016$590,689
SUMITOMO MITSUI BANKING CORP 1.3% 01/10/2017$590,277
SYNCHRONY FINANCIAL 3% 08/15/2019$588,934
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-3 1.02% 09/17/2018$587,045
BAT INTERNATIONAL FINANCE PLC .796% 06/15/2018$578,824
BAXALTA INC 1.061% 06/22/2018$572,983
EXPRESS SCRIPTS HOLDING CO 1.25% 06/02/2017$569,827
CISCO SYSTEMS INC 1.6% 02/28/2019$567,461
SYNCHRONY FINANCIAL 2.6% 01/15/2019$564,412
JOHN DEERE CAPITAL CORP 1.05% 10/11/2016$560,960
WELLS FARGO HOME EQUITY ASSET-BACKED SECURITIES 2005-2 TRUST 0.8658% 11/25/2035$558,580
BPCE SA 1.625% 02/10/2017$551,645
STRUCTURED ASSET SECURITIES CORP MORTGAGE PASS-THROUGH CTFS SER 2003-34A 2.594433% 11/25/2033$548,537
HYATT HOTEL PORTFOLIO TRUST 2015-HYT 1.677% 11/15/2029$547,800
SOUNDVIEW HOME LOAN TRUST 2006-1 0.6258% 02/25/2036$546,539
RYDER SYSTEM INC 2.5% 03/01/2017$545,136
FREDDIE MAC STRUCTURED AGENCY CREDIT RIS 1.649% 11/25/2023$537,651
CENTERPOINT ENERGY TRANSITION BOND CO IV .901% 04/15/2018$518,044
FIFTH THIRD BANK/CINCINNATI OH 2.3 03/15/2019$515,555
US BANK NA/CINCINNATI OH 1.45% 01/29/2018$512,876
SEQUOIA MORTGAGE TRUST 2012-1 2.865% 01/25/2042$508,402
WELLS FARGO MORTGAGE BACKED SECURITIES 2 2.714% 09/25/2034$506,765
CAPITAL ONE FINANCIAL CORP 2.45% 04/24/2019$506,097
BAIDU INC 2.25% 11/28/2017$503,586
NBCUNIVERSAL ENTERPRISE INC .974% 04/15/2018$500,765
DRYDEN 37 SENIOR LOAN FUND 2.122% 04/15/2027$500,086
MORGAN STANLEY CAPITAL I TRUST 2007-IQ14 5.692% 04/15/2049$491,744
WHIRLPOOL CORP 1.65% 11/01/2017$491,506
CIT GROUP INC 5.25% 03/15/2018$491,031
BPCE SA .891% 06/23/2017$490,051
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2014-3 1.15% 06/10/2019$489,674
FREEPORT-MCMORAN INC 2.15% 03/01/2017$484,948
HUTCHISON WHAMPOA INTERNATIONAL 12 II LT 2% 11/08/2017$482,763
VENTAS REALTY LP 1.55% 09/26/2016$481,749
CONSECO FINANCIAL CORP 7.7 09/15/2026$477,778
GSAMP TRUST 2004-SEA2 .849% 03/25/2034$477,357
LIBERTY PROPERTY LP 6.625% 10/01/2017$475,093
EXXON MOBIL CORP 1.439 03/01/2018$474,653
AVIS BUDGET CAR RENTAL LLC / AVIS BUDGET 4.875% 11/15/2017$470,989
AMPHENOL CORP 1.55% 09/15/2017$469,956
CELGENE CORP 2.125% 08/15/2018$466,470
SYNCHRONY FINANCIAL 1.875% 08/15/2017$460,168
FREDDIE MAC STRUCTURED AGENCY CREDIT RIS 1.249% 03/25/2025$459,552
DUKE ENERGY CORP .664% 04/03/2017$458,182
EXXON MOBIL CORP 1.708 03/01/2019$456,381
HESS CORP 1.3% 06/15/2017$456,034
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-1 3.24 04/15/2021$455,127
STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2006-WF1 0.7665% 02/25/2036$452,565
ELECTRICITE DE FRANCE SA .747% 01/20/2017$449,350
SBA COMMUNICATIONS CORP 5.625% 10/01/2019$447,738
HUNTINGTON NATIONAL BANK/THE 2.2% 11/06/2018$443,558
AUTOZONE INC 1.3% 01/13/2017$440,878
WELLS FARGO HOME EQUITY ASSET-BACKED SECURITIES 2005-3 TRUST 0.8065% 12/25/2035$440,013
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SERIES 2007-C30 5.342% 12/15/2043$436,984
PARK PLACE SECURITIES INC ASSET-BACKED PASS-THROUGH CTFS SER 2004-WHQ2 1.3808% 02/25/2035$435,622
BECTON DICKINSON AND CO 1.8% 12/15/2017$432,444
CAPITAL ONE BANK USA NA 1.15% 11/21/2016$430,358
SEQUOIA MORTGAGE TRUST 2013-8 2.25 06/25/2043$429,042
AUTODESK INC 1.95% 12/15/2017$427,958
STRYKER CORP 2 03/08/2019$425,876
MURPHY OIL CORP 2.5% 12/01/2017$424,066
BB&T CORP 1.6% 08/15/2017$422,059
ING BANK NV 2.3 03/22/2019$414,737
STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2004-AR5 1.09625 10/19/2034$410,949
TSMC GLOBAL LTD 1.625% 04/03/2018$407,796
ENBRIDGE INC .734% 06/02/2017$407,622
WEA FINANCE LLC / WESTFIELD UK & EUROPE 2.7% 09/17/2019$405,230
MCKESSON CORP 1.292% 03/10/2017$400,779
TOYOTA AUTO RECEIVABLES 2014-B OWNER TRU 1.31% 09/16/2019$400,739
PNC BANK NA 1.15% 11/01/2016$400,704
GLENCORE FUNDING LLC 2.5% 01/15/2019$400,320
THERMO FISHER SCIENTIFIC INC 1.3% 02/01/2017$400,043
THOMSON REUTERS CORP 1.3% 02/23/2017$399,540
MIZUHO BANK LTD .731% 09/25/2017$399,062
CAMERON INTERNATIONAL CORP 1.4% 06/15/2017$398,472
MEDTRONIC INC 1.5% 03/15/2018$393,350
AUTOZONE INC 1.625 04/21/2019$390,853
ACCREDITED MORTGAGE LOAN TRUST 2006-1 0.6016% 04/25/2036$387,846
EBAY INC 2.5 03/09/2018$387,204
FIDELITY NATIONAL INFORMATION SERVICES I 2% 04/15/2018$381,241
SPRINGLEAF MORTGAGE LOAN TRUST 2013-2 3.52% 12/25/2065$375,665
CC HOLDINGS GS V LLC / CROWN CASTLE GS I 2.381% 12/15/2017$374,583
PACCAR FINANCIAL CORP 1.1% 06/06/2017$370,898
GENERAL ELECTRIC CAPITAL CORP 5.5% 01/08/2020$369,180
LB-UBS COMMERCIAL MORTGAGE TRUST 2007-C1 5.484% 02/15/2040$368,250
SYNCHRONY FINANCIAL 1.53% 02/03/2020$367,758
LEHMAN ABS MANUFACTURED HOUSING CONTRACT TRUST 2001-B 5.27% 04/15/2040$367,264
FIFTH THIRD BANCORP 5.45% 01/15/2017$364,692
UNITED STATES TREASURY NOTE/BOND 1.25% 12/15/2018$363,579
NEWELL RUBBERMAID INC 2.15% 10/15/2018$362,987
IAC/INTERACTIVECORP 4.875% 11/30/2018$361,813
HUNTINGTON NATIONAL BANK/THE 1.375% 04/24/2017$360,552
CITIZENS BANK NA/PROVIDENCE RI 2.3% 12/03/2018$352,373
PENSKE TRUCK LEASING CO LP / PTL FINANCE 3.75% 05/11/2017$352,177
SPRINGLEAF MORTGAGE LOAN TRUST 2013-2 1.78% 12/25/2065$348,304
APPLE INC 1.7% 02/22/2019$334,648
WALGREENS BOOTS ALLIANCE INC 1.75% 11/17/2017$331,749
CAPITAL AUTO RECEIVABLES ASSET TRUST / A 1.74% 10/22/2018$330,377
CAPITAL AUTO RECEIVABLES ASSET TRUST / A 1.29% 04/20/2018$329,829
WEA FINANCE LLC / WESTFIELD UK & EUROPE 1.75% 09/15/2017$329,790
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SERIES 2007-C33 5.953456% 02/15/2051$326,362
LLOYDS BANK PLC 2.3% 11/27/2018$324,385
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2014-1 1.59% 10/15/2018$322,070
BRITISH TELECOMMUNICATIONS PLC 1.625% 06/28/2016$320,373
KEYBANK NA/CLEVELAND OH 1.1% 11/25/2016$320,300
BAXALTA INC 2% 06/22/2018$319,337
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2015-3 1.07% 01/08/2019$319,083
STRUCTURED ASSET SECURITIES CORP 2005-WF1 1.0865% 02/25/2035$303,707
HUNTINGTON NATIONAL BANK/THE 1.35% 08/02/2016$300,164
HUNTINGTON NATIONAL BANK/THE .718% 04/24/2017$299,467
KINDER MORGAN INC/DE 2% 12/01/2017$297,502
THERMO FISHER SCIENTIFIC INC 2.15% 12/14/2018$292,417
PACCAR FINANCIAL CORP .879% 12/06/2018$290,991
ASSET-BACKED PASS-THROUGH CERTIFICATES SERIES 2005-R2 1.153 04/25/2035$290,344
PENSKE TRUCK LEASING CO LP / PTL FINANCE 2.5% 06/15/2019$289,862
VENTAS REALTY LP 1.25% 04/17/2017$289,488
ZIMMER BIOMET HOLDINGS INC 2.7% 04/01/2020$285,282
AMERIQUEST MORTGAGE SECURITIES INC ASSET BACKED PASS-THROUGH CTFS SER 2005-R11 0.8765% 01/25/2036$282,492
SOUTHERN POWER CO 1.85% 12/01/2017$281,977
VERIZON COMMUNICATIONS INC 1.816% 09/15/2016$281,330
CARNIVAL CORP 1.875% 12/15/2017$281,320
PHILLIPS 66 2.95% 05/01/2017$275,111
COMM 2007-C9 MORTGAGE TRUST 5.65 12/10/2049$270,851
AT&T INC 5.5% 02/01/2018$267,798
HYUNDAI CAPITAL AMERICA 2.125% 10/02/2017$266,267
SYSCO CORP 1.9 04/01/2019$262,078
NATIONAL AUSTRALIA BANK LTD 1.3% 06/30/2017$260,475
NELNET STUDENT LOAN TRUST 2014-2 .479% 06/25/2021$259,424
APPLE INC 1.3% 02/23/2018$251,552
GREATAMERICA LEASING RECEIVABLES FUNDING 1.83% 06/17/2019$250,231
WESTERN DIGITAL CORP 10.5 04/01/2024$243,750
BP CAPITAL MARKETS PLC .821% 05/10/2018$237,927
CONSECO FINANCIAL CORP 6.24 12/01/2028$237,494
LB-UBS COMMERCIAL MORTGAGE TRUST 2007-C7 6.15273 09/15/2045$227,070
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2013-2 1.19% 05/08/2018$223,716
BANC OF AMERICA MORTGAGE 2004-L TRUST 2.639% 01/25/2035$222,333
SPRINGLEAF MORTGAGE LOAN TRUST 2013-1 2.31% 06/25/2058$206,538
BANK OF AMERICA CORP 3.875% 03/22/2017$204,468
WM WRIGLEY JR CO 2% 10/20/2017$202,213
ALIBABA GROUP HOLDING LTD 2.5% 11/28/2019$201,377
WM WRIGLEY JR CO 1.4% 10/21/2016$200,453
JOHNSON CONTROLS INC 1.4% 11/02/2017$199,761
PARK PLACE SECURITIES INC ASSET-BACKED PASS-THROUGH CERTIFICATES SERIES 2005-WCW 0.93885 07/25/2035$195,947
FIRST FRANKLIN MORTGAGE LOAN TRUST SERIE .639% 05/25/2036$190,879
FIDELITY NATIONAL INFORMATION SERVICES I 1.45% 06/05/2017$189,701
TRANSALTA CORP 1.9% 06/03/2017$157,411
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-5 1.12% 12/17/2018$150,835
SEQUOIA MORTGAGE TRUST 2012-2 3.5% 04/25/2042$143,891
AEGIS ASSET BACKED SECURITIES TRUST 2005-1 0.9265% 03/25/2035$116,084
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.808% 10/01/2034$99,706
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.165% 09/01/2034$87,410
GOLDMAN SACHS GROUP INC/THE 2 04/25/2019$73,275
JP MORGAN MORTGAGE ACQUISITION CORP 2005-WMC1 1.06885 09/25/2035$66,268
MORGAN STANLEY ABS CAPITAL I INC TRUST 2005-HE5 1.06885 09/25/2035$62,007
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.16% 09/01/2034$56,969
BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004-BO1 1.183 10/25/2034$22,429
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2014-3 0.81% 07/16/2018$16,232
MORGAN STANLEY ABS CAPITAL I INC TRUST 2005-HE3 1.213 07/25/2035$12,101
PARK PLACE SECURITIES INC ASSET-BACKED PASS-THROUGH CTFS SER 2005-WHQ1 1.183 03/25/2035$10,689
HOME EQUITY ASSET TRUST 2006-1 0.763 04/25/2036$8,784
HOME EQUITY ASSET TRUST 2005-2 1.198 07/25/2035$7,632
MASTR ASSET BACKED SECURITIES TRUST 2005-OPT1 1.033 03/25/2035$1,780
EQUIFIRST MORTGAGE LOAN TRUST 2005-1 1.063 04/25/2035$434
 
Short-Term/Cash
Holding NameMarket Value
FIDELITY INSTITUTIONAL MONEY MARKET$28,555,750
UNITED STATES ZERO 05/16$11,999,880
 
Other
Holding NameMarket Value
USD$134,829
CURRENCY CONTRACT$131,254
CURRENCY CONTRACT$46,309
BRITISH POUND$1,904
USD$-9,221
CURRENCY CONTRACT$-9,620
US 5YR NOTE (CBT) BOND JUN16 (FVM6) COMDTY$-10,363
CURRENCY CONTRACT$-21,284
CURRENCY CONTRACT$-35,715
US 2YR NOTE (CBT) BOND JUN16 (TUM6) COMDTY$-39,962
CURRENCY CONTRACT$-57,396
CURRENCY CONTRACT$-114,528
All Holdings As of Mar 31, 2016
Fixed Income
Holding NameMarket Value
UNITED STATES TREASURY NOTE/BOND 0.75% 01/31/2018$26,845,492
UNITED STATES TREASURY NOTE/BOND .875% 01/15/2018$14,077,571
UNITED STATES TREASURY NOTE/BOND .75% 02/28/2018$11,343,096
UNITED STATES TREASURY NOTE/BOND 1% 12/31/2017$10,390,087
UNITED STATES TREASURY NOTE/BOND 1% 02/15/2018$10,161,175
UNITED STATES TREASURY NOTE/BOND 1.125% 01/15/2019$10,078,520
UNITED STATES TREASURY NOTE/BOND .625% 09/30/2017$9,359,384
CHASE ISSUANCE TRUST .618% 11/16/2020$9,024,637
UNITED STATES TREASURY NOTE/BOND 1 03/15/2019$8,242,388
UNITED STATES TREASURY NOTE/BOND .625% 07/31/2017$8,024,507
CNH EQUIPMENT TRUST 1.37% 07/15/2020$7,401,209
JPMORGAN CHASE & CO 3.15% 07/05/2016$7,134,880
UNITED STATES TREASURY NOTE/BOND 1% 09/15/2018$7,009,191
UNITED STATES TREASURY NOTE/BOND 0.875% 11/30/2017$6,847,608
ABBVIE INC 1.8% 05/14/2018$6,536,955
KRAFT HEINZ FOODS CO 2% 07/02/2018$6,294,115
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENL 2.25% 01/14/2019$6,094,320
CITIGROUP INC 2.65% 10/26/2020$6,092,365
AMERICAN EXPRESS CREDIT ACCOUNT MASTER T .568% 12/15/2021$5,982,370
SYNCHRONY CREDIT CARD MASTER NOTE TRUST .648% 03/15/2020$5,718,539
BA CREDIT CARD TRUST .578% 06/15/2021$5,599,222
DISCOVER CARD EXECUTION NOTE TRUST .648% 04/15/2021$5,569,766
HEWLETT PACKARD ENTERPRISE CO 2.85% 10/05/2018$5,509,243
HARLEY-DAVIDSON MOTORCYCLE TRUST 2014-1 1.1% 09/15/2019$5,494,792
SUNCOR ENERGY INC 6.1% 06/01/2018$5,423,744
GOLDMAN SACHS GROUP INC/THE 2.75% 09/15/2020$5,082,953
CAPITAL ONE BANK USA NA 1.2% 02/13/2017$4,891,459
CAPITAL ONE MULTI-ASSET EXECUTION TRUST .238% 07/15/2020$4,882,140
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2014 .91% 10/22/2018$4,840,347
GLENCORE FINANCE CANADA LTD 2.7% 10/25/2017$4,396,950
TRANSCANADA PIPELINES LTD 1.625% 11/09/2017$4,308,673
ANGLO AMERICAN CAPITAL PLC 2.625% 09/27/2017$4,268,000
FEDERAL HOME LOAN MORTGAGE CORP 1.125 03/16/2018$4,203,566
STANDARD CHARTERED PLC 3.2% 05/12/2016$4,110,090
MOODY'S CORP 2.75% 07/15/2019$4,106,364
MICROSOFT CORP 2% 11/03/2020$4,100,848
AT&T INC 2.45% 06/30/2020$4,057,272
BANK OF AMERICA CORP 5.65% 05/01/2018$4,027,500
HSBC FINANCE CORP .713% 06/01/2016$3,999,004
METROPOLITAN LIFE GLOBAL FUNDING I 2% 04/14/2020$3,981,920
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 02/26/2019$3,930,353
CITIBANK CREDIT CARD ISSUANCE TRUST 1.32% 09/07/2018$3,904,538
PHILLIPS 66 PARTNERS LP 2.646% 02/15/2020$3,855,688
REGIONS BANK/BIRMINGHAM AL 2.25% 09/14/2018$3,625,909
FREDDIE MAC GOLD POOL 3% TBA$3,554,594
MORGAN STANLEY 2.45% 02/01/2019$3,554,187
CARMAX AUTO OWNER TRUST 2015-2 1.37% 03/16/2020$3,518,195
INVITATION HOMES 2014-SFR1 TRUST 1.198% 06/17/2031$3,480,079
MEDTRONIC INC 2.5% 03/15/2020$3,468,573
ANTHEM INC 2.375% 02/15/2017$3,458,253
VERIZON COMMUNICATIONS INC 2.036% 09/14/2018$3,416,803
CITIBANK CREDIT CARD ISSUANCE TRUST 1.349% 01/23/2020$3,348,546
KINDER MORGAN INC/DE 3.05% 12/01/2019$3,261,495
STATE BOARD OF ADMINISTRATION FINANCE CO 2.995% 07/01/2020$3,222,281
DISCOVER CARD EXECUTION NOTE TRUST .628% 07/15/2021$3,204,663
TYSON FOODS INC 2.65% 08/15/2019$3,185,859
CVS HEALTH CORP 2.25% 12/05/2018$3,160,924
MMAF EQUIPMENT FINANCE LLC 2015-A 1.39% 10/16/2019$3,083,004
ANTHEM INC 2.3% 07/15/2018$3,035,814
DISCOVER BANK/GREENWOOD DE 2.6% 11/13/2018$3,023,398
AT&T INC 1.7% 06/01/2017$3,016,869
EMD FINANCE LLC 1.7% 03/19/2018$2,990,475
KOMMUNINVEST I SVERIGE AB 1.5 04/23/2019$2,937,363
REYNOLDS AMERICAN INC 2.3% 08/21/2017$2,916,421
HALLIBURTON CO 2.7% 11/15/2020$2,742,881
RIO TINTO FINANCE USA LTD 6.5% 07/15/2018$2,730,768
ACTAVIS FUNDING SCS 3% 03/12/2020$2,682,933
PORSCHE FINANCIAL AUTO SECURITIZATION TR .67% 01/23/2018$2,663,377
REYNOLDS AMERICAN INC 2.3% 06/12/2018$2,653,331
PRUDENTIAL FINANCIAL INC 6.1% 06/15/2017$2,627,628
UNITED STATES TREASURY NOTE/BOND .625% 11/30/2017$2,626,200
BANK OF AMERICA CORP 6.5% 08/01/2016$2,544,700
BANK OF ENGLAND EURO NOTE 1.25% 03/16/2018$2,514,653
CABELA'S CREDIT CARD MASTER NOTE TRUST .648% 07/15/2022$2,491,991
VERIZON COMMUNICATIONS INC 2.625% 02/21/2020$2,420,230
COLONY AMERICAN HOMES 2015-1 1.398% 07/17/2032$2,374,040
MCDONALD'S CORP 2.1% 12/07/2018$2,329,792
JP MORGAN MORTGAGE TRUST 2013-1 2.5% 03/25/2043$2,324,320
SYNCHRONY CREDIT CARD MASTER NOTE TRUST 1.6% 04/15/2021$2,319,451
CHASE ISSUANCE TRUST 1.62 07/15/2020$2,269,548
STATOIL ASA .61% 05/15/2018$2,256,776
NCUA GUARANTEED NOTES TRUST 2010-R3 .751% 12/08/2020$2,255,224
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 5.75% 07/15/2020$2,236,191
NEWELL RUBBERMAID INC 2.6 03/29/2019$2,228,513
ENTERPRISE PRODUCTS OPERATING LLC 6.5% 01/31/2019$2,215,606
NEDERLANDSE WATERSCHAPSBANK NV 1.25% 09/18/2017$2,207,654
ASIAN DEVELOPMENT BANK .75% 07/28/2017$2,204,818
CREDIT SUISSE/NEW YORK NY 1.375% 05/26/2017$2,204,102
CABELA'S CREDIT CARD MASTER NOTE TRUST .548% 03/16/2020$2,192,641
FORD MOTOR CREDIT CO LLC 1.223% 01/09/2018$2,175,019
FEDERAL HOME LOAN MORTGAGE CORP 1.125 04/15/2019$2,169,450
INVITATION HOMES 2014-SFR2 TRUST 1.298% 09/17/2031$2,157,391
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES 2.086 03/25/2019$2,042,765
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES 1.869 11/25/2019$2,032,206
MORGAN STANLEY 1.435% 01/27/2020$1,997,998
STATE OF ILLINOIS 5.877% 03/01/2019$1,991,900
STANDARD CHARTERED PLC 1.5% 09/08/2017$1,983,454
UNITED STATES TREASURY NOTE/BOND 1% 08/15/2018$1,969,418
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/NEW YORK NY 2% 11/16/2018$1,924,380
BANK NEDERLANDSE GEMEENTEN NV 1% 02/12/2018$1,908,445
WESTPAC BANKING CORP 1.95% 11/23/2018$1,906,751
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2.1905 09/25/2028$1,904,828
GENERAL MOTORS FINANCIAL CO INC 2.4% 04/10/2018$1,900,500
SOUTHERN CALIFORNIA EDISON CO 1.845% 02/01/2022$1,863,031
BOCA HOTEL PORTFOLIO TRUST 2013-BOCA 2.5755% 08/15/2026$1,844,876
DEVON ENERGY CORP 2.25% 12/15/2018$1,842,559
HSBC BANK PLC .961% 05/15/2018$1,830,853
CAREFREE PORTFOLIO TRUST 2014-CARE 1.746% 11/15/2019$1,814,880
BECTON DICKINSON AND CO 1.45% 05/15/2017$1,803,377
CAPITAL ONE MULTI-ASSET EXECUTION TRUST .578% 01/18/2022$1,798,551
GSAMP TRUST 2005-HE3 1.4408% 06/25/2035$1,794,610
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-388G 1.1755% 06/15/2033$1,791,597
UBS GROUP FUNDING JERSEY LTD 3 04/15/2021$1,791,204
TRADE MAPS 1 LTD .892% 12/10/2018$1,788,744
AMGEN INC 1.25% 05/22/2017$1,743,910
FORD MOTOR CREDIT CO LLC 3.336 03/18/2021$1,709,128
ABBEY NATIONAL TREASURY SERVICES PLC/LON 1.65% 09/29/2017$1,701,316
AMERICAN INTERNATIONAL GROUP INC 3.3% 03/01/2021$1,677,554
UBS AG/STAMFORD CT 1.8% 03/26/2018$1,605,874
FMS WERTMANAGEMENT AOER 1.125% 09/05/2017$1,604,722
METROPOLITAN LIFE GLOBAL FUNDING I .819% 07/15/2016$1,602,128
ALLY MASTER OWNER TRUST .648% 04/15/2018$1,600,016
CD 2007-CD5 MORTGAGE TRUST 6.32326% 11/15/2044$1,581,259
TAL ADVANTAGE V LLC 1.7% 05/20/2039$1,578,493
STANDARD CHARTERED BANK 6.4% 09/26/2017$1,578,048
JP MORGAN CHASE COMMERCIAL MORTGAGE SECU 1.438% 01/15/2032$1,577,538
WELLS FARGO BANK NA 1.65% 01/22/2018$1,572,148
GENERAL ELECTRIC CAPITAL CORP .936% 07/12/2016$1,559,826
JPMORGAN CHASE & CO 1.35% 02/15/2017$1,543,587
SUNTRUST BANK/ATLANTA GA 1.35% 02/15/2017$1,541,344
HEWLETT PACKARD ENTERPRISE CO 2.45% 10/05/2017$1,530,485
BB&T CORP .96% 02/01/2019$1,523,234
TREMAN PARK CLO LTD 2.1238% 04/20/2027$1,520,065
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-1 0.91% 07/16/2018$1,518,949
JP MORGAN CHASE COMMERCIAL MORTGAGE SECU 5.794% 02/12/2051$1,515,324
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 1.25% 05/23/2017$1,509,808
GLOBAL SC FINANCE II SRL 3.19% 07/17/2029$1,508,078
ING BANK NV 2% 11/26/2018$1,494,865
CHASE ISSUANCE TRUST .448% 04/15/2019$1,494,499
FORD MOTOR CREDIT CO LLC 1.724% 12/06/2017$1,493,523
BANK OF AMERICA CORP 1.351% 03/22/2018$1,483,019
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2014-5 1.15% 01/15/2019$1,464,576
ABBVIE INC 1.75% 11/06/2017$1,457,279
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.141% 07/01/2041$1,447,918
CREDIT SUISSE COMMERCIAL MORTGAGE TRUST SERIES 2007-C4 6.146442% 09/15/2039$1,441,572
HILTON USA TRUST 2013-HLT 2.6621% 11/05/2030$1,437,903
LB-UBS COMMERCIAL MORTGAGE TRUST 2007-C2 5.43% 02/15/2040$1,429,178
CAISSE D'AMORTISSEMENT DE LA DETTE SOCIA 1.25% 03/12/2018$1,413,906
NOMURA ASSET ACCEPTANCE CORP ALTERNATIVE LOAN TRUST SERIES 2004-AR4 1.033 12/25/2034$1,413,776
HSBC USA INC 1.7% 03/05/2018$1,407,077
AMERICAN EXPRESS CO .919% 05/22/2018$1,401,114
ENSCO PLC 4.7% 03/15/2021$1,398,240
BP CAPITAL MARKETS PLC 1.674% 02/13/2018$1,362,009
SUNTRUST BANK/ATLANTA GA 5.2% 01/17/2017$1,359,838
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2016-1 1.41% 07/15/2019$1,349,740
CHEVRON CORP 1.344% 11/09/2017$1,347,960
FORD MOTOR CREDIT CO LLC 1.684% 09/08/2017$1,344,896
ENERGY TRANSFER PARTNERS LP 2.5% 06/15/2018$1,342,309
TOYOTA MOTOR CREDIT CORP 1.55% 07/13/2018$1,332,209
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-AR1 TRUST 2.449685% 03/25/2034$1,322,669
CONSECO FINANCIAL CORP 6.53% 04/01/2030$1,315,793
QUALCOMM INC 1.4% 05/18/2018$1,312,008
INTERNATIONAL LEASE FINANCE CORP 2.236% 06/15/2016$1,296,272
CITIZENS BANK NA/PROVIDENCE RI 1.6% 12/04/2017$1,293,526
COMMERCIAL MORTGAGE TRUST 2007-GG9 5.444% 03/10/2039$1,289,643
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR13 TRUST 0.7258% 10/25/2045$1,287,067
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2014-3 3.13 10/08/2020$1,283,648
HILTON USA TRUST 2013-HLF 1.19% 11/05/2030$1,274,590
KRAFT HEINZ FOODS CO 1.6% 06/30/2017$1,274,475
MACQUARIE BANK LTD 1.6% 10/27/2017$1,255,608
VERIZON COMMUNICATIONS INC 1.35% 06/09/2017$1,243,920
JOHN DEERE CAPITAL CORP 1.125% 06/12/2017$1,242,199
MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES 2006-FF1 0.6465% 08/25/2036$1,238,167
ARAMARK CORP US TLE 3.25% 06/30/2016$1,222,194
BNZ INTERNATIONAL FUNDING LTD/LONDON 1.9% 02/26/2018$1,202,681
NATIONWIDE BUILDING SOCIETY 2.35% 01/21/2020$1,201,301
COLONY AMERICAN HOMES 2014-2 1.137% 07/17/2031$1,200,089
FFMLT TRUST 2005-FF8 0.9165% 09/25/2035$1,200,030
EUROPEAN INVESTMENT BANK 1.125% 08/15/2018$1,199,764
ALLY FINANCIAL INC 3.25% 09/29/2017$1,195,500
NABORS INDUSTRIES INC 2.35% 09/15/2016$1,195,453
OCTAGON INVESTMENT PARTNERS XXI LTD 2.0882 11/14/2026$1,190,999
IRWIN HOME EQUITY LOAN TRUST 2006-1 5.77% 09/25/2035$1,181,289
ANHEUSER-BUSCH INBEV FINANCE INC 1.9% 02/01/2019$1,177,049
KUBOTA CREDIT OWNER TRUST 2015-1 .94% 12/15/2017$1,174,535
ANHEUSER-BUSCH INBEV FINANCE INC 2.65% 02/01/2021$1,172,230
TALEN ENERGY SUPPLY LLC 4.625% 07/15/2019$1,169,150
MANUFACTURERS & TRADERS TRUST CO 1.4% 07/25/2017$1,157,759
BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST 2007-PWR16 5.720841% 06/11/2040$1,153,765
ABBEY NATIONAL TREASURY SERVICES PLC/UNITED KINGDOM 2.5 03/14/2019$1,151,352
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.399% 07/25/2024$1,150,650
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR6 TRUST 0.6565% 04/25/2045$1,139,271
WELLS FARGO MORTGAGE BACKED SECURITIES 2006-13 TRUST 6 10/25/2036$1,134,803
SUNTORY HOLDINGS LTD 1.65% 09/29/2017$1,132,008
BANK OF TOKYO-MITSUBISHI UFJ LTD/THE 1.45% 09/08/2017$1,126,181
MERCK & CO INC .684% 05/18/2018$1,123,223
SYNCHRONY CREDIT CARD MASTER NOTE TRUST 1.36% 08/17/2020$1,119,504
ACTAVIS FUNDING SCS 1.85% 03/01/2017$1,115,588
INTERNATIONAL LEASE FINANCE CORP 3.875% 04/15/2018$1,103,979
AES CORP/VA 3.283% 06/01/2019$1,102,950
DAIMLER FINANCE NORTH AMERICA LLC 1.65% 03/02/2018$1,101,628
STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2006-BC2 0.5858% 09/25/2036$1,101,216
ASHLAND INC 3.875% 04/15/2018$1,089,375
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-AR3 TRUST 2.470059% 06/25/2034$1,089,178
CREDIT AGRICOLE SA/LONDON 1.449% 04/15/2016$1,080,464
GENERAL MILLS INC 1.4% 10/20/2017$1,076,614
CAPITAL ONE NA/MCLEAN VA 1.65% 02/05/2018$1,062,770
CSMC TRUST 2013-IVR2 1.55% 04/25/2043$1,049,201
SABINE PASS LNG LP 7.5% 11/30/2016$1,039,921
GSAMP TRUST 2004-HE2 1.0158% 09/25/2034$1,039,228
CAPITAL ONE NA/MCLEAN VA 1.5% 09/05/2017$1,035,934
BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2007-3 5.742285% 06/10/2049$1,034,518
FORD MOTOR CREDIT CO LLC 1.118% 03/12/2019$1,034,397
CATERPILLAR FINANCIAL SERVICES CORP 1% 03/03/2017$1,031,479
AMERIGAS PARTNERS LP / AMERIGAS FINANCE 6.25% 08/20/2019$1,025,000
DISH DBS CORP 4.625% 07/15/2017$1,022,500
ORIGEN MANUFACTURED HOUSING CONTRACT TRUST 2002-A 7.87% 05/15/2032$1,017,641
HERTZ CORP/THE 6.75% 04/15/2019$1,016,990
GE CAPITAL UK FUNDING .722% 03/20/2017$1,003,450
SHELL INTERNATIONAL FINANCE BV 0.9214% 11/10/2018$1,002,223
FANNIE MAE CONNECTICUT AVENUE SECURITIES 2.585 09/25/2028$1,001,729
COMPASS BANK 1.85% 09/29/2017$1,001,679
HYUNDAI CAPITAL AMERICA 2.5 03/18/2019$998,411
ROYAL BANK OF SCOTLAND GROUP PLC 1.875% 03/31/2017$998,262
METROPOLITAN LIFE GLOBAL FUNDING I 1.95% 12/03/2018$997,269
AP MOELLER - MAERSK A/S 2.55% 09/22/2019$991,215
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.149% 05/25/2024$984,028
DAIMLER FINANCE NORTH AMERICA LLC 1.375% 08/01/2017$982,878
WPX ENERGY INC 5.25% 01/15/2017$980,100
CDW LLC TERM LOAN 3.25% 06/30/2016$973,590
MORGAN STANLEY CAPITAL I TRUST 2007-TOP25 5.544 11/12/2049$969,608
L-3 COMMUNICATIONS CORP 1.5% 05/28/2017$966,949
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.799% 01/25/2024$966,264
THOMSON REUTERS CORP 1.65% 09/29/2017$951,525
CITIGROUP INC 1.85% 11/24/2017$942,502
DOLE FOOD CO TRANCHE B TL 4.5% 04/22/2016$919,496
REGIONS FINANCIAL CORP 2% 05/15/2018$914,627
ZIMMER BIOMET HOLDINGS INC 2% 04/01/2018$912,605
GOLDMAN SACHS GROUP INC/THE 1.42% 11/15/2018$910,258
PNC BANK NA 1.95 03/04/2019$908,852
MASTR ASSET BACKED SECURITIES TRUST 2004-OPT2 1.133 09/25/2034$906,357
CONSECO FINANCIAL CORP 6.78 10/15/2027$902,779
COMMONWEALTH BANK OF AUSTRALIA/NEW YORK NY 1.75% 11/02/2018$901,676
GENERAL MOTORS FINANCIAL CO INC 3% 09/25/2017$898,539
NISSAN MOTOR ACCEPTANCE CORP 2 03/08/2019$897,423
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SERIES 2007-C30 5.383% 12/15/2043$896,158
HSBC USA INC 1.162% 09/24/2018$896,017
AMERIQUEST MORTGAGE SECURITIES INC ASSET-BACKED PASS-THROUGH CTFS SER 2005-R7 0.9358% 09/25/2035$895,014
SANTANDER BANK NA 2% 01/12/2018$892,701
INVITATION HOMES 2013-SFR1 TRUST 1.4% 12/17/2030$892,498
INVITATION HOMES 2015-SFR3 TRUST 1.621% 08/17/2032$876,188
MANUFACTURERS & TRADERS TRUST CO 1.25% 01/30/2017$870,332
LB COMMERCIAL MORTGAGE TRUST 2007-C3 5.90002% 07/15/2044$858,416
IMPERIAL TOBACCO FINANCE PLC 2.05% 07/20/2018$842,722
VERIZON COMMUNICATIONS INC 3.65% 09/14/2018$842,146
AMERICREDIT AUTOMOBILE RECEIVABLES 2016-1 1.1745% 06/10/2019$840,665
MCGRAW HILL FINANCIAL INC 2.5% 08/15/2018$838,494
BANK OF AMERICA CORP 1.7% 08/25/2017$831,402
SHELL INTERNATIONAL FINANCE BV 1.25% 11/10/2017$831,187
COMMONWEALTH BANK OF AUSTRALIA/NEW YORK NY 2.05 03/15/2019$829,633
TIAA ASSET MANAGEMENT FINANCE CO LLC 2.95% 11/01/2019$822,736
FORD MOTOR CREDIT CO LLC 4.25% 02/03/2017$818,017
ACTAVIS FUNDING SCS 1.543% 03/12/2020$817,516
NATIONAL OILWELL VARCO INC 1.35% 12/01/2017$812,241
MORGAN STANLEY 6.625% 04/01/2018$808,856
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.199% 10/25/2023$808,215
TENCENT HOLDINGS LTD 2% 05/02/2017$804,334
SHELL INTERNATIONAL FINANCE BV 1.625% 11/10/2018$802,724
STANLEY BLACK & DECKER INC 2.451% 11/17/2018$802,701
CREDIT SUISSE/NEW YORK NY 1.75% 01/29/2018$801,636
DISCOVER CARD EXECUTION NOTE TRUST 5.65% 03/16/2020$798,297
BERKSHIRE HATHAWAY FINANCE CORP 1.7 03/15/2019$791,164
STATOIL ASA .771% 11/08/2018$790,759
ELECTRICITE DE FRANCE SA 1.15% 01/20/2017$788,399
TENET HEALTHCARE CORP 6.25% 11/01/2018$786,450
CNH INDUSTRIAL CAPITAL LLC 3.875% 07/16/2018$786,445
CENTERPOINT ENERGY TRANSITION BOND CO IV .901% 04/15/2018$781,440
ABC SUPPLY CO TERM B LOAN 3.5% 04/11/2016$778,083
FBR SECURITIZATION TRUST 2005-2 1.1416% 09/25/2035$777,457
SEAGATE HDD CAYMAN 3.75% 11/15/2018$777,056
BAT INTERNATIONAL FINANCE PLC 1.85% 06/15/2018$776,543
TOTAL CAPITAL INTERNATIONAL SA .881% 08/10/2018$773,485
JB HUNT TRANSPORT SERVICES INC 2.4% 03/15/2019$772,377
SEQUOIA MORTGAGE TRUST 2013-4 1.55% 04/25/2043$757,170
JPMORGAN CHASE & CO 1.195% 01/25/2018$752,520
BANK OF NEW YORK MELLON CORP/THE .86% 08/01/2018$748,461
ARES XXVI CLO LTD 1.389% 04/15/2025$740,904
T-MOBILE USA INC 5.25% 09/01/2018$739,800
MITSUBISHI UFJ TRUST & BANKING CORP 1.6% 10/16/2017$734,890
CATERPILLAR FINANCIAL SERVICES CORP 1.25% 08/18/2017$732,427
SABMILLER HOLDINGS INC 2.45% 01/15/2017$726,687
MOBILE MINI INC 7.875% 12/01/2020$726,250
ASTORIA FINANCIAL CORP 5% 06/19/2017$712,217
MACQUARIE BANK LTD .925% 10/27/2017$707,295
CALIFORNIA EARTHQUAKE AUTHORITY 1.824% 07/01/2017$706,482
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2007-CIBC18 5.44% 06/12/2047$703,532
KOREA EXPRESSWAY CORP 1.625% 04/28/2017$701,442
CNPC GENERAL CAPITAL LTD 1.209% 05/14/2017$700,262
FORD MOTOR CREDIT CO LLC 3% 06/12/2017$699,313
PERRIGO CO PLC 1.3% 11/08/2016$696,826
MERRILL LYNCH MORTGAGE INVESTORS TRUST S 2.165% 12/25/2034$695,786
GATX CORP 2.5% 07/30/2019$695,334
CREDIT AGRICOLE SA/LONDON 1.089% 04/15/2019$692,887
GENERAL ELECTRIC CAPITAL CORP 6% 08/07/2019$692,045
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR9 TRUST 1.0758% 07/25/2045$685,724
CANADIAN NATURAL RESOURCES LTD 1.75% 01/15/2018$682,868
COLONY AMERICAN HOMES 2014-1 1.4% 05/17/2031$675,219
WANT WANT CHINA FINANCE LTD 1.875% 05/14/2018$674,667
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 1.6% 11/20/2017$673,129
SPRINGLEAF MORTGAGE LOAN TRUST 2013-1 1.27% 06/25/2058$670,231
AIRCASTLE LTD 6.75% 04/15/2017$665,956
SOUNDVIEW HOME LOAN TRUST 2006-1 0.6258% 02/25/2036$655,554
KROGER CO/THE 2.2% 01/15/2017$654,997
NISSAN MOTOR ACCEPTANCE CORP 1.95% 09/12/2017$652,588
WELLS FARGO MORTGAGE BACKED SECURITIES 2005-6 TRUST 5.75 08/25/2035$650,409
AMERICAN HOMES 4 RENT 2014-SFR1 1.25% 06/17/2031$646,437
UNITEDHEALTH GROUP INC 1.9% 07/16/2018$640,069
NEW CENTURY HOME EQUITY LOAN TRUST 2005-3 0.9165% 07/25/2035$636,553
SEQUOIA MORTGAGE TRUST 2013-1 1.45% 02/25/2043$634,285
SINOPEC CAPITAL 2013 LTD 1.25% 04/24/2016$629,917
CHEVRON CORP 1.79% 11/16/2018$627,722
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.039% 10/01/2034$624,859
NOMURA RESECURITIZATION TRUST 2015-2R 1.02583% 04/26/2047$624,750
CNOOC FINANCE 2013 LTD 1.125% 05/09/2016$619,877
KEYBANK NA/CLEVELAND OH 2.35 03/08/2019$615,788
FDIC GUARANTEED NOTES TRUST 2010-S1 3.25% 04/25/2038$613,496
GLENCORE FUNDING LLC 1.649% 01/15/2019$610,650
MIZUHO BANK LTD 1.7% 09/25/2017$609,657
MIZUHO BANK LTD 1.3% 04/16/2017$608,839
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2006-LDP8 5.44% 05/15/2045$605,140
HYUNDAI CAPITAL AMERICA 2% 03/19/2018$604,528
CITIGROUP INC 2.4% 02/18/2020$602,849
AMERICAN HONDA FINANCE CORP 1.125% 10/07/2016$601,323
ALIBABA GROUP HOLDING LTD 1.625% 11/28/2017$600,836
WELLS FARGO MORTGAGE BACKED SECURITIES 2003-H TRUST 2.739999% 09/25/2033$599,875
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.004% 06/01/2041$598,847
PRUDENTIAL FINANCIAL INC 1.1% 08/15/2018$598,760
SENECA PARK CLO LTD 1.769% 07/17/2026$597,488
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 1.5716% 05/25/2028$597,141
JOHN DEERE CAPITAL CORP 1.35% 01/16/2018$596,515
INDUSTRIAL & COMMERCIAL BANK OF CHINA LT 2.351% 11/13/2017$595,266
WELLS FARGO HOME EQUITY ASSET-BACKED SECURITIES 2005-2 TRUST 0.8658% 11/25/2035$594,979
FREEPORT-MCMORAN INC 2.3% 11/14/2017$593,600
SUMITOMO MITSUI BANKING CORP 1.3% 01/10/2017$590,490
HUNTINGTON NATIONAL BANK/THE 1.3% 11/20/2016$590,116
SYNCHRONY FINANCIAL 3% 08/15/2019$589,654
BAT INTERNATIONAL FINANCE PLC .796% 06/15/2018$576,200
EXPRESS SCRIPTS HOLDING CO 1.25% 06/02/2017$569,003
BAXALTA INC 1.061% 06/22/2018$568,545
CISCO SYSTEMS INC 1.6% 02/28/2019$568,328
FREDDIE MAC STRUCTURED AGENCY CREDIT RIS 1.649% 11/25/2023$563,149
SYNCHRONY FINANCIAL 2.6% 01/15/2019$561,560
JOHN DEERE CAPITAL CORP 1.05% 10/11/2016$560,769
BPCE SA 1.625% 02/10/2017$550,389
STRUCTURED ASSET SECURITIES CORP MORTGAGE PASS-THROUGH CTFS SER 2003-34A 2.594433% 11/25/2033$550,302
HYATT HOTEL PORTFOLIO TRUST 2015-HYT 1.677% 11/15/2029$545,526
RYDER SYSTEM INC 2.5% 03/01/2017$545,398
FREDDIE MAC STRUCTURED AGENCY CREDIT RIS 1.249% 03/25/2025$532,365
SEQUOIA MORTGAGE TRUST 2012-1 2.865% 01/25/2042$520,967
WELLS FARGO MORTGAGE BACKED SECURITIES 2 2.714% 09/25/2034$518,455
FIFTH THIRD BANK/CINCINNATI OH 2.3 03/15/2019$514,822
US BANK NA/CINCINNATI OH 1.45% 01/29/2018$513,259
CAPITAL ONE FINANCIAL CORP 2.45% 04/24/2019$505,672
WELLS FARGO HOME EQUITY ASSET-BACKED SECURITIES 2005-3 TRUST 0.8065% 12/25/2035$504,733
BAIDU INC 2.25% 11/28/2017$503,924
NBCUNIVERSAL ENTERPRISE INC .974% 04/15/2018$499,421
BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2006-6 5.421% 10/10/2045$499,112
DRYDEN 37 SENIOR LOAN FUND 2.122% 04/15/2027$497,390
GSAMP TRUST 2004-SEA2 .849% 03/25/2034$496,083
CIT GROUP INC 5.25% 03/15/2018$492,575
MORGAN STANLEY CAPITAL I TRUST 2007-IQ14 5.692% 04/15/2049$491,660
WHIRLPOOL CORP 1.65% 11/01/2017$491,067
CONSECO FINANCIAL CORP 7.7 09/15/2026$490,576
BPCE SA .891% 06/23/2017$490,172
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2014-3 1.15% 06/10/2019$489,599
HUTCHISON WHAMPOA INTERNATIONAL 12 II LT 2% 11/08/2017$482,832
VENTAS REALTY LP 1.55% 09/26/2016$481,578
LIBERTY PROPERTY LP 6.625% 10/01/2017$476,013
EXXON MOBIL CORP 1.439 03/01/2018$473,488
AVIS BUDGET CAR RENTAL LLC / AVIS BUDGET 4.875% 11/15/2017$471,394
FREEPORT-MCMORAN INC 2.15% 03/01/2017$470,400
AMPHENOL CORP 1.55% 09/15/2017$469,342
PARK PLACE SECURITIES INC ASSET-BACKED PASS-THROUGH CTFS SER 2004-WHQ2 1.3808% 02/25/2035$466,294
CELGENE CORP 2.125% 08/15/2018$465,477
SYNCHRONY FINANCIAL 1.875% 08/15/2017$458,730
DUKE ENERGY CORP .664% 04/03/2017$456,984
EXXON MOBIL CORP 1.708 03/01/2019$456,131
HESS CORP 1.3% 06/15/2017$454,713
SBA COMMUNICATIONS CORP 5.625% 10/01/2019$450,425
ELECTRICITE DE FRANCE SA .747% 01/20/2017$449,221
STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2006-WF1 0.7665% 02/25/2036$446,625
AUTOZONE INC 1.3% 01/13/2017$441,515
HUNTINGTON NATIONAL BANK/THE 2.2% 11/06/2018$440,987
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SERIES 2007-C30 5.342% 12/15/2043$437,143
BECTON DICKINSON AND CO 1.8% 12/15/2017$431,987
CAPITAL ONE BANK USA NA 1.15% 11/21/2016$430,096
AUTODESK INC 1.95% 12/15/2017$428,063
STRYKER CORP 2 03/08/2019$424,786
ACCREDITED MORTGAGE LOAN TRUST 2006-1 0.6016% 04/25/2036$422,198
BB&T CORP 1.6% 08/15/2017$420,659
ING BANK NV 2.3 03/22/2019$414,662
TSMC GLOBAL LTD 1.625% 04/03/2018$407,862
MURPHY OIL CORP 2.5% 12/01/2017$403,297
WEA FINANCE LLC / WESTFIELD UK & EUROPE 2.7% 09/17/2019$403,041
ENBRIDGE INC .734% 06/02/2017$402,639
TOYOTA AUTO RECEIVABLES 2014-B OWNER TRU 1.31% 09/16/2019$400,895
MCKESSON CORP 1.292% 03/10/2017$400,820
PNC BANK NA 1.15% 11/01/2016$400,543
MIZUHO BANK LTD .731% 09/25/2017$400,415
THERMO FISHER SCIENTIFIC INC 1.3% 02/01/2017$399,819
THOMSON REUTERS CORP 1.3% 02/23/2017$399,374
CAMERON INTERNATIONAL CORP 1.4% 06/15/2017$395,306
MEDTRONIC INC 1.5% 03/15/2018$393,471
EBAY INC 2.5 03/09/2018$386,345
GLENCORE FUNDING LLC 2.5% 01/15/2019$383,640
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2014-1 1.59% 10/15/2018$380,890
LEHMAN ABS MANUFACTURED HOUSING CONTRACT TRUST 2001-B 5.27% 04/15/2040$379,128
FIDELITY NATIONAL INFORMATION SERVICES I 2% 04/15/2018$378,095
SPRINGLEAF MORTGAGE LOAN TRUST 2013-2 3.52% 12/25/2065$376,453
CC HOLDINGS GS V LLC / CROWN CASTLE GS I 2.381% 12/15/2017$373,309
PACCAR FINANCIAL CORP 1.1% 06/06/2017$370,712
GENERAL ELECTRIC CAPITAL CORP 5.5% 01/08/2020$370,691
LB-UBS COMMERCIAL MORTGAGE TRUST 2007-C1 5.484% 02/15/2040$369,595
SYNCHRONY FINANCIAL 1.53% 02/03/2020$367,523
FIFTH THIRD BANCORP 5.45% 01/15/2017$364,564
UNITED STATES TREASURY NOTE/BOND 1.25% 12/15/2018$364,113
SPRINGLEAF MORTGAGE LOAN TRUST 2013-2 1.78% 12/25/2065$363,817
IAC/INTERACTIVECORP 4.875% 11/30/2018$360,500
NEWELL RUBBERMAID INC 2.15% 10/15/2018$360,224
HUNTINGTON NATIONAL BANK/THE 1.375% 04/24/2017$359,515
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2015-3 1.07% 01/08/2019$357,467
CITIZENS BANK NA/PROVIDENCE RI 2.3% 12/03/2018$352,197
PENSKE TRUCK LEASING CO LP / PTL FINANCE 3.75% 05/11/2017$350,420
ANGLO AMERICAN CAPITAL PLC 1.239% 04/15/2016$348,746
APPLE INC 1.7% 02/22/2019$335,072
WALGREENS BOOTS ALLIANCE INC 1.75% 11/17/2017$330,864
CAPITAL AUTO RECEIVABLES ASSET TRUST / A 1.74% 10/22/2018$330,152
CAPITAL AUTO RECEIVABLES ASSET TRUST / A 1.29% 04/20/2018$329,737
WEA FINANCE LLC / WESTFIELD UK & EUROPE 1.75% 09/15/2017$328,862
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SERIES 2007-C33 5.953456% 02/15/2051$325,730
LLOYDS BANK PLC 2.3% 11/27/2018$322,737
BRITISH TELECOMMUNICATIONS PLC 1.625% 06/28/2016$320,419
KEYBANK NA/CLEVELAND OH 1.1% 11/25/2016$320,237
BAXALTA INC 2% 06/22/2018$317,594
WELLS FARGO MORTGAGE BACKED SECURITIES 2005-AR10 TRUST 2.794325 06/25/2035$305,170
STRUCTURED ASSET SECURITIES CORP 2005-WF1 1.0865% 02/25/2035$302,861
HUNTINGTON NATIONAL BANK/THE 1.35% 08/02/2016$300,319
ASSET-BACKED PASS-THROUGH CERTIFICATES SERIES 2005-R2 1.153 04/25/2035$299,383
HUNTINGTON NATIONAL BANK/THE .718% 04/24/2017$299,053
KINDER MORGAN INC/DE 2% 12/01/2017$296,905
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2013-2 1.19% 05/08/2018$294,097
THERMO FISHER SCIENTIFIC INC 2.15% 12/14/2018$291,788
PACCAR FINANCIAL CORP .879% 12/06/2018$290,736
VENTAS REALTY LP 1.25% 04/17/2017$288,868
PENSKE TRUCK LEASING CO LP / PTL FINANCE 2.5% 06/15/2019$288,556
NELNET STUDENT LOAN TRUST 2014-2 .479% 06/25/2021$286,206
ZIMMER BIOMET HOLDINGS INC 2.7% 04/01/2020$284,188
SOUTHERN POWER CO 1.85% 12/01/2017$282,168
VERIZON COMMUNICATIONS INC 1.816% 09/15/2016$281,536
CARNIVAL CORP 1.875% 12/15/2017$280,986
AMERIQUEST MORTGAGE SECURITIES INC ASSET BACKED PASS-THROUGH CTFS SER 2005-R11 0.8765% 01/25/2036$279,926
PHILLIPS 66 2.95% 05/01/2017$275,049
COMM 2007-C9 MORTGAGE TRUST 5.65 12/10/2049$270,639
AT&T INC 5.5% 02/01/2018$267,961
HYUNDAI CAPITAL AMERICA 2.125% 10/02/2017$265,760
SYSCO CORP 1.9 04/01/2019$261,782
NATIONAL AUSTRALIA BANK LTD 1.3% 06/30/2017$260,072
APPLE INC 1.3% 02/23/2018$252,009
WESTERN DIGITAL CORP 10.5 04/01/2024$251,250
GREATAMERICA LEASING RECEIVABLES FUNDING 1.83% 06/17/2019$250,224
BANC OF AMERICA MORTGAGE 2004-L TRUST 2.639% 01/25/2035$247,718
BP CAPITAL MARKETS PLC .821% 05/10/2018$237,063
LB-UBS COMMERCIAL MORTGAGE TRUST 2007-C7 6.15273 09/15/2045$227,158
SPRINGLEAF MORTGAGE LOAN TRUST 2013-1 2.31% 06/25/2058$206,310
BANK OF AMERICA CORP 3.875% 03/22/2017$204,677
ALIBABA GROUP HOLDING LTD 2.5% 11/28/2019$202,220
WM WRIGLEY JR CO 2% 10/20/2017$200,902
WM WRIGLEY JR CO 1.4% 10/21/2016$200,445
JOHNSON CONTROLS INC 1.4% 11/02/2017$199,831
FIRST FRANKLIN MORTGAGE LOAN TRUST SERIE .639% 05/25/2036$189,320
FIDELITY NATIONAL INFORMATION SERVICES I 1.45% 06/05/2017$188,593
SEQUOIA MORTGAGE TRUST 2012-2 3.5% 04/25/2042$174,888
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-5 1.12% 12/17/2018$174,784
UNITED STATES TREASURY NOTE/BOND .75% 10/31/2017$160,078
TRANSALTA CORP 1.9% 06/03/2017$154,574
AEGIS ASSET BACKED SECURITIES TRUST 2005-1 0.9265% 03/25/2035$121,327
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-3 1.02% 09/17/2018$104,095
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.808% 10/01/2034$102,339
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.165% 09/01/2034$95,119
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.16% 09/01/2034$58,680
FORD CREDIT AUTO OWNER TRUST 2013-A .55% 07/15/2017$39,602
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2014-3 0.81% 07/16/2018$34,608
BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004-BO1 1.183 10/25/2034$25,778
MORGAN STANLEY ABS CAPITAL I INC TRUST 2005-HE3 1.213 07/25/2035$15,642
PARK PLACE SECURITIES INC ASSET-BACKED PASS-THROUGH CTFS SER 2005-WHQ1 1.183 03/25/2035$12,028
HOME EQUITY ASSET TRUST 2006-1 0.763 04/25/2036$9,728
HOME EQUITY ASSET TRUST 2005-2 1.198 07/25/2035$8,258
MASTR ASSET BACKED SECURITIES TRUST 2005-OPT1 1.033 03/25/2035$3,574
EQUIFIRST MORTGAGE LOAN TRUST 2005-1 1.063 04/25/2035$434
 
Short-Term/Cash
Holding NameMarket Value
FIDELITY INSTITUTIONAL MONEY MARKET$39,154,626
UNITED STATES ZERO 04/16$6,069,891
 
Other
Holding NameMarket Value
USD$116,141
USD$60,317
CURRENCY CONTRACT$35,607
BRITISH POUND$1,872
CURRENCY CONTRACT$625
CURRENCY CONTRACT$-10,582
CURRENCY CONTRACT$-13,288
US 2YR NOTE (CBT) BOND JUN16 (TUM6) COMDTY$-18,337
CURRENCY CONTRACT$-21,829
US 5YR NOTE (CBT) BOND JUN16 (FVM6) COMDTY$-29,863
CURRENCY CONTRACT$-144,951
 

Statistics

Duration and Maturity As of Jun 30, 2016
StatisticValue
Average Effective Duration1.65 years
Average Effective Maturity2.15 years
Portfolio Statistics As of Jun 30, 2016
Statistic3-Year5-Year
Beta0.530.64
Alpha0.210.29
Standard Deviation0.861.14
 
 

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.