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 Aug 31, 2016
Holding NamePercent
UNITED STATES TREASURY NOTE/BOND 1.25% 04/30/20193.0%
FIDELITY INSTITUTIONAL MONEY MARKET2.7%
UNITED STATES TREASURY NOTE/BOND 0.875% 05/31/20182.6%
US 2YR NOTE (CBT) BOND DEC16 (TUZ6) COMDTY2.3%
UNITED STATES TREASURY NOTE/BOND 0.875% 01/15/20181.8%
UNITED STATES TREASURY NOTE/BOND 1% 03/15/20191.4%
UNITED STATES TREASURY NOTE/BOND 0.75% 01/31/20181.3%
CHASE ISSUANCE TRUST 0.928% 11/16/20201.2%
UNITED STATES TREASURY NOTE/BOND 1% 02/15/20181.1%
CNH EQUIPMENT TRUST 2015-B 1.37% 07/15/20201.0%
All Holdings As of Aug 31, 2016
Fixed Income
Holding NameMarket Value
UNITED STATES TREASURY NOTE/BOND 1.25% 04/30/2019$23,358,516
UNITED STATES TREASURY NOTE/BOND 0.875% 05/31/2018$19,595,103
UNITED STATES TREASURY NOTE/BOND 0.875% 01/15/2018$14,067,420
UNITED STATES TREASURY NOTE/BOND 1% 03/15/2019$10,361,705
UNITED STATES TREASURY NOTE/BOND 0.75% 01/31/2018$10,336,013
CHASE ISSUANCE TRUST 0.928% 11/16/2020$9,036,700
UNITED STATES TREASURY NOTE/BOND 1% 02/15/2018$8,782,959
CNH EQUIPMENT TRUST 2015-B 1.37% 07/15/2020$7,397,994
UNITED STATES TREASURY NOTE/BOND 1.125% 01/15/2019$7,044,296
ABBVIE INC 1.8% 05/14/2018$6,527,447
KRAFT HEINZ FOODS CO 2% 07/02/2018$6,312,832
CITIGROUP INC 2.65% 10/26/2020$6,185,844
WELLS FARGO BANK NA 1.75% 05/24/2019$6,131,088
COOPERATIEVE RABOBANK UA/NY 2.25% 01/14/2019$6,107,004
AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 0.878% 12/15/2021$6,010,481
SYNCHRONY CREDIT CARD MASTER NOTE TRUST 0.958% 03/15/2020$5,723,966
MICROSOFT CORP 1.1% 08/08/2019$5,667,367
BA CREDIT CARD TRUST 0.888% 06/15/2021$5,616,835
DISCOVER CARD EXECUTION NOTE TRUST 0.958% 04/15/2021$5,578,670
HEWLETT PACKARD ENTERPRISE CO 2.85% 10/05/2018$5,522,195
SUNCOR ENERGY INC 6.1% 06/01/2018$5,449,697
UNITED STATES TREASURY NOTE/BOND 1.25% 12/15/2018$5,409,098
UNITED STATES TREASURY NOTE/BOND 1% 09/15/2018$5,355,214
GOLDMAN SACHS GROUP INC/THE 2.75% 09/15/2020$5,148,694
CAPITAL ONE BANK USA NA 1.2% 02/13/2017$4,900,872
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 0.548% 07/15/2020$4,893,883
UNITED STATES TREASURY NOTE/BOND 0.875% 06/15/2019$4,766,115
HARLEY-DAVIDSON MOTORCYCLE TRUST 2014-1 1.1% 09/15/2019$4,520,819
UNITED STATES TREASURY NOTE/BOND 1% 12/31/2017$4,515,822
GLENCORE FINANCE CANADA LTD 2.7% 10/25/2017$4,509,488
TRANSCANADA PIPELINES LTD 1.625% 11/09/2017$4,312,492
UNITED STATES TREASURY NOTE/BOND 1.375% 04/30/2021$4,236,998
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 3.48% 06/01/2019$4,164,018
MOODY'S CORP 2.75% 07/15/2019$4,107,636
AT&T INC 2.45% 06/30/2020$4,086,624
BANK OF AMERICA CORP 5.65% 05/01/2018$3,993,488
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 02/26/2019$3,923,944
CITIBANK CREDIT CARD ISSUANCE TRUST 1.32% 09/07/2018$3,897,041
SOUTHERN CO/THE 1.55% 07/01/2018$3,705,604
REGIONS BANK/BIRMINGHAM AL 2.25% 09/14/2018$3,652,408
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 1.34% 04/15/2022$3,605,375
MORGAN STANLEY 2.45% 02/01/2019$3,569,734
CARMAX AUTO OWNER TRUST 2015-2 1.37% 03/16/2020$3,524,215
INVITATION HOMES 2014-SFR1 TRUST 1.507% 06/17/2031$3,469,902
ANTHEM INC 2.375% 02/15/2017$3,446,509
VERIZON COMMUNICATIONS INC 2.406% 09/14/2018$3,429,776
KINDER MORGAN INC/DE 3.05% 12/01/2019$3,402,948
CITIBANK CREDIT CARD ISSUANCE TRUST 1.671% 01/23/2020$3,345,601
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2014-1 0.91% 10/22/2018$3,336,334
STATE BOARD OF ADMINISTRATION FINANCE CORP 2.995% 07/01/2020$3,266,219
DISCOVER CARD EXECUTION NOTE TRUST 0.938% 07/15/2021$3,210,726
TYSON FOODS INC 2.65% 08/15/2019$3,187,181
CVS HEALTH CORP 2.25% 12/05/2018$3,152,465
MMAF EQUIPMENT FINANCE LLC 2015-A 1.39% 10/16/2019$3,090,945
PNC BANK NA 1.45% 07/29/2019$3,085,796
DISCOVER BANK/GREENWOOD DE 2.6% 11/13/2018$3,060,750
ANTHEM INC 2.3% 07/15/2018$3,046,005
AT&T INC 1.7% 06/01/2017$3,011,487
EMD FINANCE LLC 1.7% 03/19/2018$3,005,013
KOMMUNINVEST I SVERIGE AB 1.5% 04/23/2019$2,938,105
REYNOLDS AMERICAN INC 2.3% 08/21/2017$2,908,679
ASIAN DEVELOPMENT BANK 1% 08/16/2019$2,869,641
ACTAVIS FUNDING SCS 3% 03/12/2020$2,689,852
FEDERAL HOME LOAN MORTGAGE CORP 0.875% 07/19/2019$2,673,859
REYNOLDS AMERICAN INC 2.3% 06/12/2018$2,642,006
UNITED STATES TREASURY NOTE/BOND 1% 08/15/2018$2,624,754
CABELA'S CREDIT CARD MASTER NOTE TRUST 0.958% 07/15/2022$2,518,401
JPMORGAN CHASE & CO 1.625% 05/15/2018$2,512,165
UNITED STATES TREASURY NOTE/BOND 0.625% 06/30/2018$2,492,873
NATIONAL AUSTRALIA BANK LTD/NEW YORK 1.375% 07/12/2019$2,467,397
COLONY AMERICAN HOMES 2015-1 1.707% 07/17/2032$2,427,975
VERIZON COMMUNICATIONS INC 2.625% 02/21/2020$2,426,998
BANK OF MONTREAL 1.35% 08/28/2018$2,349,401
SYNCHRONY CREDIT CARD MASTER NOTE TRUST 2015-2 1.6% 04/15/2021$2,326,490
MCDONALD'S CORP 2.1% 12/07/2018$2,324,390
STATOIL ASA 1.107% 05/15/2018$2,287,795
CHASE ISSUANCE TRUST 1.62% 07/15/2020$2,269,303
ENTERPRISE PRODUCTS OPERATING LLC 6.5% 01/31/2019$2,250,361
NEWELL BRANDS INC 2.6% 03/29/2019$2,247,772
CREDIT SUISSE AG/NEW YORK NY 1.375% 05/26/2017$2,210,944
AETNA INC 1.7% 06/07/2018$2,210,257
ASIAN DEVELOPMENT BANK 0.75% 07/28/2017$2,207,562
NEDERLANDSE WATERSCHAPSBANK NV 1.25% 09/18/2017$2,206,323
FORD MOTOR CREDIT CO LLC 1.605% 01/09/2018$2,205,353
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 5.75% 07/15/2020$2,200,450
CABELA'S CREDIT CARD MASTER NOTE TRUST 0.858% 03/16/2020$2,195,009
INVITATION HOMES 2014-SFR2 TRUST 1.607% 09/17/2031$2,171,176
NCUA GUARANTEED NOTES TRUST 2010-R3 1.054% 12/08/2020$2,120,975
JP MORGAN MORTGAGE TRUST 2013-1 2.5% 03/25/2043$2,094,769
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES 2.086% 03/25/2019$2,034,514
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES 1.869% 11/25/2019$2,031,358
MORGAN STANLEY 1.874% 01/27/2020$2,027,246
PHILLIPS 66 PARTNERS LP 2.646% 02/15/2020$2,017,468
STANDARD CHARTERED PLC 1.5% 09/08/2017$1,992,504
STATE OF ILLINOIS 5.877% 03/01/2019$1,990,015
AETNA INC 1.9% 06/07/2019$1,969,492
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/NEW YORK NY 2% 11/16/2018$1,929,341
WESTPAC BANKING CORP 1.6% 08/19/2019$1,920,232
GENERAL MOTORS FINANCIAL CO INC 2.4% 04/10/2018$1,915,251
WESTPAC BANKING CORP 1.95% 11/23/2018$1,910,607
BANK NEDERLANDSE GEMEENTEN NV 1% 02/12/2018$1,909,838
MOLSON COORS BREWING CO 2.1% 07/15/2021$1,865,457
ROYAL BANK OF CANADA 1.625% 04/15/2019$1,856,627
UBS GROUP FUNDING JERSEY LTD 3% 04/15/2021$1,845,760
HSBC BANK PLC 1.457% 05/15/2018$1,836,984
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2.274% 09/25/2028$1,836,305
BXHTL 2015-JWRZ MORTGAGE TRUST 1.738% 05/15/2029$1,805,628
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 0.888% 01/18/2022$1,804,771
BECTON DICKINSON AND CO 1.45% 05/15/2017$1,804,442
TRADE MAPS 1 LTD 1.212% 12/10/2018$1,795,960
FEDERAL HOME LOAN MORTGAGE CORP 3% TBA$1,781,613
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% TBA$1,756,711
AMGEN INC 1.25% 05/22/2017$1,742,147
SOUTHERN CALIFORNIA EDISON CO 1.845% 02/01/2022$1,731,287
FORD MOTOR CREDIT CO LLC 3.336% 03/18/2021$1,724,895
AMERICAN INTERNATIONAL GROUP INC 3.3% 03/01/2021$1,722,392
SANTANDER UK PLC 1.65% 09/29/2017$1,702,404
DRYDEN 37 SENIOR LOAN FUND 2.18% 04/15/2027$1,681,033
NEDERLANDSE WATERSCHAPSBANK NV 0.875% 07/13/2018$1,661,555
HILTON USA TRUST 2013-HLT 3.714% 11/05/2030$1,650,957
AMERIQUEST MORTGAGE SECURITIES INC ASSET-BACKED PASS-THROUGH CTFS SER 2005-R7 1.024% 09/25/2035$1,647,485
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES 4.084% 11/25/2020$1,644,762
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES 3.974% 01/25/2021$1,644,538
SPRINGLEAF MORTGAGE LOAN TRUST 2013-3 1.87% 09/25/2057$1,639,054
INTER-AMERICAN DEVELOPMENT BANK 1% 05/13/2019$1,637,712
BRANCH BANKING & TRUST CO 1.45% 05/10/2019$1,611,636
UBS AG/STAMFORD CT 1.8% 03/26/2018$1,609,646
FMS WERTMANAGEMENT AOER 1.125% 09/05/2017$1,603,406
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2015-COSMO 1.758% 01/15/2032$1,600,882
STANDARD CHARTERED BANK 6.4% 09/26/2017$1,571,787
CD 2007-CD5 MORTGAGE TRUST 6.32% 11/15/2044$1,571,303
WELLS FARGO BANK NA 1.65% 01/22/2018$1,569,596
GSAMP TRUST 2005-HE3 1.529% 06/25/2035$1,568,523
NEXTERA ENERGY CAPITAL HOLDINGS INC 1.649% 09/01/2018$1,561,740
BB&T CORP 1.416% 02/01/2019$1,548,693
SUNTRUST BANK/ATLANTA GA 1.35% 02/15/2017$1,540,792
HEWLETT PACKARD ENTERPRISE CO 2.45% 10/05/2017$1,533,432
TREMAN PARK CLO LTD 2.196% 04/20/2027$1,525,109
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 1.25% 05/23/2017$1,517,223
FORD MOTOR CREDIT CO LLC 1.724% 12/06/2017$1,506,973
ING BANK NV 2% 11/26/2018$1,503,473
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2007-CIBC20 5.794% 02/12/2051$1,500,575
CHASE ISSUANCE TRUST 0.758% 04/15/2019$1,498,297
BANK OF AMERICA CORP 1.717% 03/22/2018$1,493,253
AT&T INC 2.3% 03/11/2019$1,490,856
DAIMLER FINANCE NORTH AMERICA LLC 1.5% 07/05/2019$1,465,493
GLOBAL SC FINANCE II SRL 3.19% 07/17/2029$1,462,262
ABBVIE INC 1.75% 11/06/2017$1,457,066
CAISSE D'AMORTISSEMENT DE LA DETTE SOCIALE 1.25% 03/12/2018$1,413,563
HSBC USA INC 1.7% 03/05/2018$1,412,122
AMERICAN EXPRESS CO 1.401% 05/22/2018$1,409,131
ENERGY TRANSFER PARTNERS LP 2.5% 06/15/2018$1,399,917
WALGREENS BOOTS ALLIANCE INC 1.75% 05/30/2018$1,386,328
BP CAPITAL MARKETS PLC 1.674% 02/13/2018$1,368,486
CREDIT SUISSE COMMERCIAL MORTGAGE TRUST SERIES 2007-C4 6.135% 09/15/2039$1,362,230
FORD MOTOR CREDIT CO LLC 1.684% 09/08/2017$1,352,059
CHEVRON CORP 1.344% 11/09/2017$1,344,813
SUNTRUST BANK/ATLANTA GA 5.2% 01/17/2017$1,338,323
TOYOTA MOTOR CREDIT CORP 1.55% 07/13/2018$1,329,425
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2014-3 3.13% 10/08/2020$1,299,237
CITIZENS BANK NA/PROVIDENCE RI 1.6% 12/04/2017$1,297,964
HILTON USA TRUST 2013-HLF 1.497% 11/05/2030$1,279,390
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.971% 07/01/2041$1,279,320
KRAFT HEINZ FOODS CO 1.6% 06/30/2017$1,274,110
TAL ADVANTAGE V LLC 1.7% 05/20/2039$1,263,263
MACQUARIE BANK LTD 1.6% 10/27/2017$1,263,024
NOMURA ASSET ACCEPTANCE CORP ALTERNATIVE LOAN TRUST SERIES 2004-AR4 1.124% 12/25/2034$1,263,012
MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES 2006-FF1 0.744% 08/25/2036$1,248,253
VERIZON COMMUNICATIONS INC 1.35% 06/09/2017$1,242,888
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR13 TRUST 0.814% 10/25/2045$1,229,330
CONSECO FINANCIAL CORP 6.53% 04/01/2030$1,229,318
COLONY AMERICAN HOMES 2014-2 1.457% 07/17/2031$1,216,399
BNZ INTERNATIONAL FUNDING LTD/LONDON 1.9% 02/26/2018$1,207,201
EUROPEAN INVESTMENT BANK 1.125% 08/15/2018$1,202,657
NABORS INDUSTRIES INC 2.35% 09/15/2016$1,200,125
OCTAGON INVESTMENT PARTNERS XXI LTD 2.287% 11/14/2026$1,198,744
AMERIQUEST MORTGAGE SECURITIES INC ASSET-BACKED PASS-THROUGH CTFS SER 2005-R8 0.994% 10/25/2035$1,198,201
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-AR1 TRUST 2.771% 03/25/2034$1,194,652
LIONS GATE ENTERTAINMENT CORP 5.25% 08/01/2018$1,191,400
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-AR3 TRUST 2.783% 06/25/2034$1,184,552
CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-375P 3.635% 05/10/2035$1,173,722
ANHEUSER-BUSCH INBEV FINANCE INC 1.9% 02/01/2019$1,172,660
MANUFACTURERS & TRADERS TRUST CO 1.4% 07/25/2017$1,163,001
BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST 2007-PWR16 5.91% 06/11/2040$1,149,792
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2016-1 1.41% 07/15/2019$1,149,604
COMMERCIAL MORTGAGE TRUST 2007-GG9 5.444% 03/10/2039$1,141,683
SEQUOIA MORTGAGE TRUST 2014-3 4% 10/25/2044$1,134,931
SUNTORY HOLDINGS LTD 1.65% 09/29/2017$1,132,463
BANK OF TOKYO-MITSUBISHI UFJ LTD/THE 1.45% 09/08/2017$1,130,049
SYNCHRONY CREDIT CARD MASTER NOTE TRUST 1.36% 08/17/2020$1,126,068
MERCK & CO INC 1.161% 05/18/2018$1,125,406
INTERNATIONAL LEASE FINANCE CORP 3.875% 04/15/2018$1,125,113
SEQUOIA MORTGAGE TRUST 3.5% 09/25/2042$1,113,158
ACTAVIS FUNDING SCS 1.85% 03/01/2017$1,113,054
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2016-2 2.21% 05/10/2021$1,111,334
DAIMLER FINANCE NORTH AMERICA LLC 1.65% 03/02/2018$1,104,634
WALDORF ASTORIA BOCA RATON TRUST 2016-BOCA 1.858% 06/15/2029$1,100,519
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 1.4% 07/20/2018$1,098,491
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR6 TRUST 0.754% 04/25/2045$1,092,177
IRWIN HOME EQUITY LOAN TRUST 2006-1 5.77% 09/25/2035$1,090,768
ASHLAND INC 3.875% 04/15/2018$1,082,813
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES 2.995% 12/25/2025$1,079,268
GENERAL MOTORS FINANCIAL CO INC 2.4% 05/09/2019$1,076,082
GENERAL MILLS INC 1.4% 10/20/2017$1,074,393
CAPITAL ONE NA/MCLEAN VA 1.65% 02/05/2018$1,072,047
WELLS FARGO MORTGAGE BACKED SECURITIES 2004-A TRUST 2.842% 02/25/2034$1,062,405
FORD MOTOR CREDIT CO LLC 1.486% 03/12/2019$1,059,928
STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2006-BC2 0.674% 09/25/2036$1,049,597
FFMLT TRUST 2005-FF8 1.014% 09/25/2035$1,043,429
CAPITAL ONE NA/MCLEAN VA 1.5% 09/05/2017$1,040,935
BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2007-3 5.723% 06/10/2049$1,028,547
MADISON AVENUE MANUFACTURED HOUSING CONTRACT TRUST 2002-A 3.774% 03/25/2032$1,026,867
DISH DBS CORP 4.625% 07/15/2017$1,025,000
SABINE PASS LNG LP 7.5% 11/30/2016$1,024,519
BANK OF AMERICA CORP 2.65% 04/01/2019$1,024,453
HERTZ CORP/THE 6.75% 04/15/2019$1,022,500
ARAMARK CORP US TLE 3.25% 09/30/2016$1,019,106
SHELL INTERNATIONAL FINANCE BV 1.387% 11/10/2018$1,018,539
AP MOELLER - MAERSK A/S 2.55% 09/22/2019$1,014,616
CWHEQ REVOLVING HOME EQUITY LOAN TRUST SERIES 2006-I 0.648% 01/15/2037$1,010,434
HYUNDAI CAPITAL AMERICA 2.5% 03/18/2019$1,009,316
METROPOLITAN LIFE GLOBAL FUNDING I 1.95% 12/03/2018$1,002,398
COMPASS BANK 1.85% 09/29/2017$997,096
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 1.774% 10/25/2028$988,698
WELLS FARGO MORTGAGE BACKED SECURITIES 2006-13 TRUST 6% 10/25/2036$984,427
FANNIE MAE CONNECTICUT AVENUE SECURITIES 2.674% 09/25/2028$983,689
CSMC TRUST 2013-IVR2 1.55% 04/25/2043$982,366
DAIMLER FINANCE NORTH AMERICA LLC 1.375% 08/01/2017$982,262
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2016-2 2.3% 11/15/2019$974,263
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 1.7% 07/19/2019$972,763
L-3 COMMUNICATIONS CORP 1.5% 05/28/2017$971,585
MORGAN STANLEY CAPITAL I TRUST 2007-TOP25 5.544% 11/12/2049$959,569
MORGAN STANLEY CAPITAL I TRUST 2007-IQ16 6.256% 12/12/2049$955,694
THOMSON REUTERS CORP 1.65% 09/29/2017$953,986
CITIGROUP INC 1.85% 11/24/2017$944,566
MASTR ASSET BACKED SECURITIES TRUST 2004-OPT2 1.224% 09/25/2034$927,749
DOLE FOOD CO TRANCHE B TL 4.5% 09/09/2016$923,813
GOLDMAN SACHS GROUP INC/THE 1.917% 11/15/2018$920,365
ZIMMER BIOMET HOLDINGS INC 2% 04/01/2018$916,655
PNC BANK NA 1.95% 03/04/2019$911,121
COMMONWEALTH BANK OF AUSTRALIA/NEW YORK NY 1.75% 11/02/2018$904,192
GENERAL MOTORS FINANCIAL CO INC 3% 09/25/2017$902,233
SANTANDER BANK NA 2% 01/12/2018$900,641
HSBC USA INC 1.52% 09/24/2018$898,229
NISSAN MOTOR ACCEPTANCE CORP 2% 03/08/2019$897,290
INVITATION HOMES 2013-SFR1 TRUST 1.657% 12/17/2030$892,685
INVITATION HOMES 2015-SFR3 TRUST 1.807% 08/17/2032$892,546
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2016-2 2.66% 11/15/2021$892,316
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SERIES 2007-C30 5.383% 12/15/2043$889,821
ORIGEN MANUFACTURED HOUSING CONTRACT TRUST 2002-A 7.87% 05/15/2032$871,888
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2016-2 1.42% 10/08/2019$871,495
AMERICAN HONDA FINANCE CORP 1.2% 07/12/2019$868,524
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.724% 07/25/2024$864,972
LB-UBS COMMERCIAL MORTGAGE TRUST 2007-C2 5.43% 02/15/2040$861,773
NEW CENTURY HOME EQUITY LOAN TRUST 2005-3 1.014% 07/25/2035$858,530
LB COMMERCIAL MORTGAGE TRUST 2007-C3 6.114% 07/15/2044$850,204
IMPERIAL TOBACCO FINANCE PLC 2.05% 07/20/2018$848,208
MYLAN NV 2.5% 06/07/2019$841,505
S&P GLOBAL INC 2.5% 08/15/2018$840,898
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.474% 05/25/2024$838,555
VERIZON COMMUNICATIONS INC 3.65% 09/14/2018$837,317
ACTAVIS FUNDING SCS 1.911% 03/12/2020$835,255
BANK OF AMERICA CORP 1.7% 08/25/2017$832,857
TIAA ASSET MANAGEMENT FINANCE CO LLC 2.95% 11/01/2019$832,725
SHELL INTERNATIONAL FINANCE BV 1.25% 11/10/2017$831,245
COMMONWEALTH BANK OF AUSTRALIA/NEW YORK NY 2.05% 03/15/2019$829,950
MORGAN STANLEY ABS CAPITAL I INC TRUST 2004-HE7 1.424% 08/25/2034$829,567
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.124% 01/25/2024$825,528
NATIONAL OILWELL VARCO INC 1.35% 12/01/2017$824,228
CONSECO FINANCIAL CORP 6.66% 06/01/2030$820,801
DRIVE AUTO RECEIVABLES TRUST 2016-B 3.19% 07/15/2022$813,056
CNH INDUSTRIAL CAPITAL LLC 3.875% 07/16/2018$812,910
SEQUOIA MORTGAGE TRUST 2013-4 2.325% 04/25/2043$810,354
FORD MOTOR CREDIT CO LLC 4.25% 02/03/2017$809,554
STANLEY BLACK & DECKER INC 2.451% 11/17/2018$808,819
CITIGROUP INC 2.05% 06/07/2019$806,973
SHELL INTERNATIONAL FINANCE BV 1.625% 11/10/2018$805,014
STATOIL ASA 1.248% 11/08/2018$803,186
TENCENT HOLDINGS LTD 2% 05/02/2017$803,060
CREDIT SUISSE AG/NEW YORK NY 1.75% 01/29/2018$801,198
SEAGATE HDD CAYMAN 3.75% 11/15/2018$799,013
MORGAN STANLEY 6.625% 04/01/2018$798,274
AMERICREDIT AUTOMOBILE RECEIVABLES 2016-1 1.248% 06/10/2019$790,666
BERKSHIRE HATHAWAY FINANCE CORP 1.7% 03/15/2019$790,486
ELECTRICITE DE FRANCE SA 1.15% 01/20/2017$789,736
TENET HEALTHCARE CORP 6.25% 11/01/2018$788,288
DISCOVER CARD EXECUTION NOTE TRUST 5.65% 03/16/2020$785,485
TOTAL CAPITAL INTERNATIONAL SA 1.376% 08/10/2018$783,228
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-4 1.58% 09/16/2019$781,660
JB HUNT TRANSPORT SERVICES INC 2.4% 03/15/2019$779,596
BAT INTERNATIONAL FINANCE PLC 1.85% 06/15/2018$777,590
STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2007-BC1 0.654% 02/25/2037$771,137
LB-UBS COMMERCIAL MORTGAGE TRUST 2007-C6 6.114% 07/15/2040$770,223
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-2 3.02% 04/15/2021$768,935
STANDARD CHARTERED PLC 2.1% 08/19/2019$761,752
BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2006-6 5.421% 10/10/2045$758,714
WELLS FARGO MORTGAGE BACKED SECURITIES 2005-AR10 TRUST 2.929% 05/01/2035$755,502
JPMORGAN CHASE & CO 1.614% 01/25/2018$755,255
BANK OF NEW YORK MELLON CORP/THE 1.316% 08/01/2018$753,212
ARES XXVI CLO LTD 1.78% 04/15/2025$747,424
MITSUBISHI UFJ TRUST & BANKING CORP 1.6% 10/16/2017$741,324
T-MOBILE USA INC 5.25% 09/01/2018$735,975
ACCREDITED MORTGAGE LOAN TRUST 2004-4 1.524% 01/25/2035$735,954
CATERPILLAR FINANCIAL SERVICES CORP 1.25% 08/18/2017$731,829
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-5 1.12% 12/17/2018$726,197
CONSECO FINANCIAL CORP 6.78% 10/15/2027$725,535
SABMILLER HOLDINGS INC 2.45% 01/15/2017$723,296
AMERICAN BUILDERS & CONTRACT 3.5% 09/09/2016$720,255
MACQUARIE BANK LTD 1.364% 10/27/2017$710,205
GATX CORP 2.5% 07/30/2019$707,368
CALIFORNIA EARTHQUAKE AUTHORITY 1.824% 07/01/2017$704,431
ASTORIA FINANCIAL CORP 5% 06/19/2017$703,188
CREDIT AGRICOLE SA/LONDON 1.48% 04/15/2019$702,678
KOREA EXPRESSWAY CORP 1.625% 04/28/2017$700,606
CNPC GENERAL CAPITAL LTD 1.717% 05/14/2017$700,405
PERRIGO CO PLC 1.3% 11/08/2016$700,319
FORD MOTOR CREDIT CO LLC 3% 06/12/2017$698,490
CANADIAN NATURAL RESOURCES LTD 1.75% 01/15/2018$697,665
STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-11 1.454% 01/25/2035$684,679
SEQUOIA MORTGAGE TRUST 2013-4 1.55% 04/25/2043$684,659
GENERAL ELECTRIC CAPITAL CORP 6% 08/07/2019$683,612
GLENCORE FUNDING LLC 2.04% 01/15/2019$683,100
COLONY AMERICAN HOMES 2014-1 1.657% 05/17/2031$680,213
HYUNDAI CAPITAL SERVICES INC 1.625% 08/30/2019$679,730
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 1.6% 11/20/2017$679,263
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2014-5 1.15% 01/15/2019$678,121
WANT WANT CHINA FINANCE LTD 1.875% 05/14/2018$677,640
WESTERN DIGITAL CORP 10.5% 04/01/2024$673,838
FBR SECURITIZATION TRUST 2005-2 1.244% 09/25/2035$667,556
MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC 2004-1 2.682% 12/25/2034$659,414
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.524% 10/25/2023$654,985
AIRCASTLE LTD 6.75% 04/15/2017$654,241
NISSAN MOTOR ACCEPTANCE CORP 1.95% 09/12/2017$653,957
KROGER CO/THE 2.2% 01/15/2017$653,011
STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2006-WF3 0.664% 09/25/2036$649,819
BANQUE FEDERATIVE DU CREDIT MUTUEL SA 2% 04/12/2019$644,896
AMERICAN HOMES 4 RENT 2014-SFR1 1.507% 06/17/2031$639,522
UNITEDHEALTH GROUP INC 1.9% 07/16/2018$638,105
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR9 TRUST 1.164% 07/25/2045$633,639
CHEVRON CORP 1.79% 11/16/2018$627,928
LONG BEACH MORTGAGE LOAN TRUST 2005-1 1.319% 02/25/2035$627,196
KEYBANK NA/CLEVELAND OH 2.35% 03/08/2019$622,009
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2007-CIBC18 5.44% 06/12/2047$614,768
MIZUHO BANK LTD 1.7% 09/25/2017$611,309
CITIGROUP INC 2.4% 02/18/2020$608,713
HYUNDAI CAPITAL AMERICA 2% 03/19/2018$603,379
KUBOTA CREDIT OWNER TRUST 2015-1 0.94% 12/15/2017$601,294
SENECA PARK CLO LTD 2.159% 07/17/2026$600,060
PRUDENTIAL FINANCIAL INC 1.597% 08/15/2018$598,981
JOHN DEERE CAPITAL CORP 1.35% 01/16/2018$597,986
HYATT HOTEL PORTFOLIO TRUST 2015-HYT 4.308% 11/15/2029$595,018
INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/NEW YORK 2.351% 11/13/2017$593,979
SYNCHRONY FINANCIAL 3% 08/15/2019$593,149
BMW US CAPITAL LLC 1.5% 04/11/2019$593,100
ALLY FINANCIAL INC 3.25% 09/29/2017$591,581
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.242% 10/01/2034$590,814
HUNTINGTON NATIONAL BANK/THE 1.3% 11/20/2016$590,365
BAT INTERNATIONAL FINANCE PLC 1.163% 06/15/2018$581,790
BAXALTA INC 1.427% 06/22/2018$578,037
EXPRESS SCRIPTS HOLDING CO 1.25% 06/02/2017$570,631
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2016-2 1.38% 07/15/2019$570,292
SYNCHRONY FINANCIAL 2.6% 01/15/2019$568,004
CISCO SYSTEMS INC 1.6% 02/28/2019$566,845
NOMURA RESECURITIZATION TRUST 2015-2R 1.225% 04/26/2047$566,089
GREENPOINT MANUFACTURED HOUSING 8.3% 10/15/2026$556,215
SPRINGLEAF MORTGAGE LOAN TRUST 2013-1 1.27% 06/25/2058$555,348
HYATT HOTEL PORTFOLIO TRUST 2015-HYT 1.758% 11/15/2029$551,141
SEQUOIA MORTGAGE TRUST 2013-1 1.45% 02/25/2043$543,198
RYDER SYSTEM INC 2.5% 03/01/2017$541,972
WELLS FARGO MORTGAGE BACKED SECURITIES 2003-H TRUST 2.92% 09/25/2033$541,965
FDIC GUARANTEED NOTES TRUST 2010-S1 3.25% 04/25/2038$534,692
SMBC AVIATION CAPITAL FINANCE DAC 2.65% 07/15/2021$531,013
STRUCTURED ASSET SECURITIES CORP MORTGAGE PASS-THROUGH CTFS SER 2003-34A 2.955% 11/25/2033$521,981
FIFTH THIRD BANK/CINCINNATI OH 2.3% 03/15/2019$519,535
CENTERPOINT ENERGY TRANSITION BOND CO IV LLC 0.901% 04/15/2018$518,574
US BANK NA/CINCINNATI OH 1.45% 01/29/2018$512,831
CAPITAL ONE FINANCIAL CORP 2.45% 04/24/2019$510,705
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2016-2 1.57% 06/17/2019$509,447
BAIDU INC 2.25% 11/28/2017$504,630
NBCUNIVERSAL ENTERPRISE INC 1.365% 04/15/2018$504,260
JPMORGAN CHASE & CO 6.3% 04/23/2019$503,571
VERIZON OWNER TRUST 2016-1 1.42% 01/20/2021$500,866
UNITED STATES TREASURY NOTE/BOND 0.875% 07/15/2018$500,752
SANTANDER UK PLC 2.5% 03/14/2019$497,509
CIT GROUP INC 5.25% 03/15/2018$496,375
WHIRLPOOL CORP 1.65% 11/01/2017$491,921
BPCE SA 1.252% 06/23/2017$490,839
FREEPORT-MCMORAN INC 2.15% 03/01/2017$490,613
BERKSHIRE HATHAWAY INC 1.15% 08/15/2018$490,523
MORGAN STANLEY CAPITAL I TRUST 2007-IQ14 5.692% 04/15/2049$485,837
HUTCHISON WHAMPOA INTERNATIONAL 12 II LTD 2% 11/08/2017$483,814
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2016-2 4.1% 06/15/2021$483,241
EXXON MOBIL CORP 1.439% 03/01/2018$472,831
AMPHENOL CORP 1.55% 09/15/2017$471,473
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 2.2% 07/21/2021$471,028
WELLS FARGO MORTGAGE BACKED SECURITIES 2004-S TRUST 2.989% 09/25/2034$470,185
LIBERTY PROPERTY LP 6.625% 10/01/2017$467,222
CELGENE CORP 2.125% 08/15/2018$465,788
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.045% 06/01/2041$463,098
SYNCHRONY FINANCIAL 1.875% 08/15/2017$461,105
DUKE ENERGY CORP 1.034% 04/03/2017$460,715
STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2006-WF1 0.864% 02/25/2036$459,588
CAPITAL AUTO RECEIVABLES ASSET TRUST 2016-2 2.42% 06/21/2021$457,700
HESS CORP 1.3% 06/15/2017$456,666
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-1 3.24% 04/15/2021$455,852
EXXON MOBIL CORP 1.708% 03/01/2019$455,502
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2015-2 0.83% 09/10/2018$453,529
ELECTRICITE DE FRANCE SA 1.156% 01/20/2017$450,371
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 1.674% 05/25/2028$448,195
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 1.974% 11/25/2023$445,047
HUNTINGTON NATIONAL BANK/THE 2.2% 11/06/2018$445,011
SBA COMMUNICATIONS CORP 5.625% 10/01/2019$443,169
DRIVE AUTO RECEIVABLES TRUST 2016-B 1.67% 07/15/2019$439,804
BECTON DICKINSON AND CO 1.8% 12/15/2017$432,674
AUTODESK INC 1.95% 12/15/2017$431,702
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SERIES 2007-C30 5.342% 12/15/2043$431,580
CAPITAL ONE BANK USA NA 1.15% 11/21/2016$430,006
SEQUOIA MORTGAGE TRUST 2012-1 2.865% 01/25/2042$428,542
DOMINION RESOURCES INC/VA 1.6% 08/15/2019$426,075
STRYKER CORP 2% 03/08/2019$425,587
GSAMP TRUST 2004-SEA2 1.174% 03/25/2034$422,676
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2014-3 1.15% 06/10/2019$418,030
ING BANK NV 2.3% 03/22/2019$416,455
ENBRIDGE INC 1.136% 06/02/2017$416,353
GLENCORE FUNDING LLC 2.5% 01/15/2019$415,436
TSMC GLOBAL LTD 1.625% 04/03/2018$410,964
CONSECO FINANCIAL CORP 7.7% 09/15/2026$410,927
WEA FINANCE LLC / WESTFIELD UK & EUROPE FINANCE PLC 2.7% 09/17/2019$409,918
ALIBABA GROUP HOLDING LTD 1.625% 11/28/2017$400,994
TOYOTA AUTO RECEIVABLES 2014-B OWNER TRUST 1.31% 09/16/2019$400,929
THOMSON REUTERS CORP 1.3% 02/23/2017$400,655
MCKESSON CORP 1.292% 03/10/2017$400,634
CAMERON INTERNATIONAL CORP 1.4% 06/15/2017$400,520
THERMO FISHER SCIENTIFIC INC 1.3% 02/01/2017$400,354
MIZUHO BANK LTD 1.09% 09/25/2017$400,099
PNC BANK NA 1.15% 11/01/2016$400,092
MEDTRONIC INC 1.5% 03/15/2018$392,407
DRIVE AUTO RECEIVABLES TRUST 2016-B 2.56% 06/15/2020$392,178
AUTOZONE INC 1.625% 04/21/2019$391,269
EBAY INC 2.5% 03/09/2018$386,147
STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2004-AR5 1.174% 10/19/2034$383,151
SEQUOIA MORTGAGE TRUST 2013-8 2.25% 06/25/2043$383,057
FIDELITY NATIONAL INFORMATION SERVICES INC 2% 04/15/2018$382,547
SOUNDVIEW HOME LOAN TRUST 2006-1 0.714% 02/25/2036$381,177
SPRINGLEAF MORTGAGE LOAN TRUST 2013-2 3.52% 12/25/2065$376,833
CC HOLDINGS GS V LLC / CROWN CASTLE GS III CORP 2.381% 12/15/2017$373,511
SYNCHRONY FINANCIAL 1.989% 02/03/2020$371,708
LB-UBS COMMERCIAL MORTGAGE TRUST 2007-C1 5.484% 02/15/2040$371,140
AES CORP/VA 3.673% 06/01/2019$370,925
PACCAR FINANCIAL CORP 1.1% 06/06/2017$370,519
GENERAL ELECTRIC CAPITAL CORP 5.5% 01/08/2020$366,089
NEWELL BRANDS INC 2.15% 10/15/2018$364,803
FIFTH THIRD BANCORP 5.45% 01/15/2017$361,256
WELLS FARGO HOME EQUITY ASSET-BACKED SECURITIES 2005-2 TRUST 0.954% 11/25/2035$358,796
CITIZENS BANK NA/PROVIDENCE RI 2.3% 12/03/2018$354,420
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 3.75% 05/11/2017$350,357
PARK PLACE SECURITIES INC ASSET-BACKED PASS-THROUGH CTFS SER 2004-WHQ2 1.469% 02/25/2035$347,388
APPLE INC 1.7% 02/22/2019$334,685
WALGREENS BOOTS ALLIANCE INC 1.75% 11/17/2017$332,052
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SERIES 2007-C33 6.156% 02/15/2051$330,767
WEA FINANCE LLC / WESTFIELD UK & EUROPE FINANCE PLC 1.75% 09/15/2017$330,588
CAPITAL AUTO RECEIVABLES ASSET TRUST 2013-1 1.74% 10/22/2018$330,185
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2016-2 2.87% 11/08/2021$326,124
LLOYDS BANK PLC 2.3% 11/27/2018$323,741
LEHMAN ABS MANUFACTURED HOUSING CONTRACT TRUST 2001-B 5.27% 04/15/2040$320,805
BAXALTA INC 2% 06/22/2018$320,749
NOVELIS CORP 6.25% 08/15/2024$313,500
IAC/INTERACTIVECORP 4.875% 11/30/2018$302,744
KINDER MORGAN INC/DE 2% 12/01/2017$300,421
HUNTINGTON NATIONAL BANK/THE 1.14% 04/24/2017$299,821
SPRINGLEAF MORTGAGE LOAN TRUST 2013-2 1.78% 12/25/2065$295,910
THERMO FISHER SCIENTIFIC INC 2.15% 12/14/2018$293,756
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2014-3 2.65% 08/17/2020$292,954
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 2.5% 06/15/2019$292,622
PACCAR FINANCIAL CORP 1.28% 12/06/2018$292,434
STRUCTURED ASSET SECURITIES CORP 2005-WF1 1.184% 02/25/2035$292,373
VENTAS REALTY LP 1.25% 04/17/2017$289,699
DOMINION RESOURCES INC/VA 2.962% 07/01/2019$287,813
ZIMMER BIOMET HOLDINGS INC 2.7% 04/01/2020$286,880
AMERIQUEST MORTGAGE SECURITIES INC ASSET BACKED PASS-THROUGH CTFS SER 2005-R11 0.974% 01/25/2036$284,819
FORTIVE CORP 1.8% 06/15/2019$282,287
CARNIVAL CORP 1.875% 12/15/2017$282,096
SOUTHERN POWER CO 1.85% 12/01/2017$281,980
VERIZON COMMUNICATIONS INC 2.183% 09/15/2016$280,116
PORSCHE FINANCIAL AUTO SECURITIZATION TRUST 2014-1 0.67% 01/23/2018$276,556
PHILLIPS 66 2.95% 05/01/2017$273,174
COMM 2007-C9 MORTGAGE TRUST 5.65% 12/10/2049$272,676
SHELL INTERNATIONAL FINANCE BV 1.375% 05/10/2019$270,047
HYUNDAI CAPITAL AMERICA 2.125% 10/02/2017$266,861
AT&T INC 5.5% 02/01/2018$264,278
ACCREDITED MORTGAGE LOAN TRUST 2006-1 0.704% 04/25/2036$263,796
NATIONAL AUSTRALIA BANK LTD 1.3% 06/30/2017$260,260
BOISE CASCADE CO 5.625% 09/01/2024$256,250
ASSET-BACKED PASS-THROUGH CERTIFICATES SERIES 2005-R2 1.244% 04/25/2035$253,186
APPLE INC 1.3% 02/23/2018$251,324
GREATAMERICA LEASING RECEIVABLES FUNDING LLC 1.83% 06/17/2019$249,965
BP CAPITAL MARKETS PLC 1.316% 05/10/2018$241,039
LB-UBS COMMERCIAL MORTGAGE TRUST 2007-C7 6.365% 09/15/2045$230,152
CAPITAL AUTO RECEIVABLES ASSET TRUST 2016-2 2.11% 03/22/2021$228,919
CONSECO FINANCIAL CORP 6.24% 12/01/2028$214,259
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 5.875% 06/15/2021$211,557
SPRINGLEAF MORTGAGE LOAN TRUST 2013-1 2.31% 06/25/2058$205,753
ALIBABA GROUP HOLDING LTD 2.5% 11/28/2019$203,978
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2015-3 1.07% 01/08/2019$203,706
BANK OF AMERICA CORP 3.875% 03/22/2017$202,853
WM WRIGLEY JR CO 2% 10/20/2017$201,813
JOHNSON CONTROLS INC 1.4% 11/02/2017$200,152
WM WRIGLEY JR CO 1.4% 10/21/2016$200,134
FIRST FRANKLIN MORTGAGE LOAN TRUST SERIES 2005-FF6 1.184% 05/25/2036$196,545
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 1.538% 03/25/2025$194,128
BANC OF AMERICA MORTGAGE 2004-L TRUST 2.974% 01/25/2035$191,934
FIDELITY NATIONAL INFORMATION SERVICES INC 1.45% 06/05/2017$189,961
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-3 1.02% 09/17/2018$187,113
PARK PLACE SECURITIES INC ASSET-BACKED PASS-THROUGH CERTIFICATES SERIES 2005-WCW 1.024% 07/25/2035$173,419
NELNET STUDENT LOAN TRUST 2014-2 0.804% 06/25/2021$169,103
TRANSALTA CORP 1.9% 06/03/2017$160,128
WELLS FARGO MORTGAGE BACKED SECURITIES 2005-6 TRUST 5.75% 08/25/2035$122,518
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2014-1 1.59% 10/15/2018$120,265
AEGIS ASSET BACKED SECURITIES TRUST 2005-1 1.024% 03/25/2035$96,105
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.075% 10/01/2034$93,539
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.232% 09/01/2034$78,652
GOLDMAN SACHS GROUP INC/THE 2% 04/25/2019$73,882
SEQUOIA MORTGAGE TRUST 2012-2 3.5% 04/25/2042$60,786
GSAMP TRUST 2004-HE2 1.104% 09/25/2034$56,951
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.276% 09/01/2034$52,070
MORGAN STANLEY ABS CAPITAL I INC TRUST 2005-HE5 1.154% 09/25/2035$46,872
JP MORGAN MORTGAGE ACQUISITION CORP 2005-WMC1 1.154% 09/25/2035$43,377
CAPITAL AUTO RECEIVABLES ASSET TRUST 2013-1 1.29% 04/20/2018$35,297
WELLS FARGO HOME EQUITY ASSET-BACKED SECURITIES 2005-3 TRUST 0.904% 12/25/2035$26,889
BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004-BO1 1.274% 10/25/2034$10,452
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2006-LDP8 5.44% 05/15/2045$10,049
PARK PLACE SECURITIES INC ASSET-BACKED PASS-THROUGH CTFS SER 2005-WHQ1 1.274% 03/25/2035$5,105
HOME EQUITY ASSET TRUST 2006-1 0.854% 04/25/2036$3,383
HOME EQUITY ASSET TRUST 2005-2 1.289% 07/25/2035$3,303
 
Short-Term/Cash
Holding NameMarket Value
FIDELITY INSTITUTIONAL MONEY MARKET$20,658,905
 
Other
Holding NameMarket Value
USD$62,375
US 10YR NOTE (CBT )DEC16 BOND DEC16 (TYZ6)$2,928
USD$-4,353
US 2YR NOTE (CBT) BOND DEC16 (TUZ6) COMDTY$-9,307
All Holdings As of Jul 31, 2016
Fixed Income
Holding NameMarket Value
UNITED STATES TREASURY NOTE/BOND .875% 05/31/2018$19,639,413
UNITED STATES TREASURY NOTE/BOND .875% 01/15/2018$14,087,989
UNITED STATES TREASURY NOTE/BOND 1.25% 04/30/2019$11,913,474
UNITED STATES TREASURY NOTE/BOND .75% 01/31/2018$11,652,953
UNITED STATES TREASURY NOTE/BOND .875% 06/15/2019$11,045,121
UNITED STATES TREASURY NOTE/BOND 1% 12/31/2017$10,393,313
UNITED STATES TREASURY NOTE/BOND 1.125% 01/15/2019$10,099,020
UNITED STATES TREASURY NOTE/BOND 1% 03/15/2019$9,794,903
CHASE ISSUANCE TRUST .901% 11/16/2020$9,025,470
UNITED STATES TREASURY NOTE/BOND 1% 02/15/2018$8,798,177
UNITED STATES TREASURY NOTE/BOND 1.375% 04/30/2021$7,825,425
CNH EQUIPMENT TRUST 2015-B 1.37% 07/15/2020$7,410,971
ABBVIE INC 1.8% 05/14/2018$6,545,308
KRAFT HEINZ FOODS CO 2% 07/02/2018$6,324,625
CITIGROUP INC 2.65% 10/26/2020$6,178,115
WELLS FARGO BANK NA 1.75% 05/24/2019$6,152,447
COOPERATIEVE RABOBANK UA/NY 2.25% 01/14/2019$6,122,082
AMERICAN EXPRESS CREDIT ACCOUNT MASTER T .851% 12/15/2021$5,996,199
SYNCHRONY CREDIT CARD MASTER NOTE TRUST .931% 03/15/2020$5,724,374
BA CREDIT CARD TRUST .861% 06/15/2021$5,603,829
DISCOVER CARD EXECUTION NOTE TRUST .931% 04/15/2021$5,578,196
HEWLETT PACKARD ENTERPRISE CO 2.85% 10/05/2018$5,545,236
UNITED STATES TREASURY NOTE/BOND 1.125% 02/28/2021$5,525,293
SUNCOR ENERGY INC 6.1% 06/01/2018$5,444,342
UNITED STATES TREASURY NOTE/BOND 1% 09/15/2018$5,371,054
GOLDMAN SACHS GROUP INC/THE 2.75% 09/15/2020$5,141,416
CAPITAL ONE BANK USA NA 1.2% 02/13/2017$4,902,940
CAPITAL ONE MULTI-ASSET EXECUTION TRUST .521% 07/15/2020$4,892,307
HARLEY-DAVIDSON MOTORCYCLE TRUST 2014-1 1.1% 09/15/2019$4,873,457
GLENCORE FINANCE CANADA LTD 2.7% 10/25/2017$4,506,537
TRANSCANADA PIPELINES LTD 1.625% 11/09/2017$4,317,901
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINAN 3.48% 06/01/2019$4,162,554
MOODY'S CORP 2.75% 07/15/2019$4,124,488
AT&T INC 2.45% 06/30/2020$4,099,768
BANK OF AMERICA CORP 5.65% 05/01/2018$4,010,239
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 02/26/2019$3,936,127
CITIBANK CREDIT CARD ISSUANCE TRUST 1.32% 09/07/2018$3,899,016
SOUTHERN CO/THE 1.55% 07/01/2018$3,714,580
REGIONS BANK/BIRMINGHAM AL 2.25% 09/14/2018$3,656,121
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2014 .91% 10/22/2018$3,602,107
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 1.34% 04/15/2022$3,601,850
MORGAN STANLEY 2.45% 02/01/2019$3,580,483
CARMAX AUTO OWNER TRUST 2015-2 1.37% 03/16/2020$3,526,635
MEDTRONIC INC 2.5% 03/15/2020$3,489,028
INVITATION HOMES 2014-SFR1 TRUST 1.482% 06/17/2031$3,453,835
ANTHEM INC 2.375% 02/15/2017$3,452,261
VERIZON COMMUNICATIONS INC 2.406% 09/14/2018$3,430,749
KINDER MORGAN INC/DE 3.05% 12/01/2019$3,396,328
CITIBANK CREDIT CARD ISSUANCE TRUST 1.638% 01/23/2020$3,344,233
STATE BOARD OF ADMINISTRATION FINANCE CO 2.995% 07/01/2020$3,283,781
DISCOVER CARD EXECUTION NOTE TRUST .911% 07/15/2021$3,208,209
TYSON FOODS INC 2.65% 08/15/2019$3,191,496
CVS HEALTH CORP 2.25% 12/05/2018$3,162,586
MMAF EQUIPMENT FINANCE LLC 2015-A 1.39% 10/16/2019$3,096,270
PNC BANK NA 1.45% 07/29/2019$3,095,366
DISCOVER BANK/GREENWOOD DE 2.6% 11/13/2018$3,065,126
ANTHEM INC 2.3% 07/15/2018$3,044,589
AT&T INC 1.7% 06/01/2017$3,013,848
EMD FINANCE LLC 1.7% 03/19/2018$3,011,508
KOMMUNINVEST I SVERIGE AB 1.5% 04/23/2019$2,950,126
REYNOLDS AMERICAN INC 2.3% 08/21/2017$2,909,930
ACTAVIS FUNDING SCS 3% 03/12/2020$2,710,210
FEDERAL HOME LOAN MORTGAGE CORP .875% 07/19/2019$2,684,112
REYNOLDS AMERICAN INC 2.3% 06/12/2018$2,647,278
UNITED STATES TREASURY NOTE/BOND 1% 08/15/2018$2,632,008
UNITED STATES TREASURY NOTE/BOND 1.125% 06/15/2018$2,521,533
CABELA'S CREDIT CARD MASTER NOTE TRUST .931% 07/15/2022$2,509,774
BANK OF AMERICA CORP 6.5% 08/01/2016$2,500,000
NATIONAL AUSTRALIA BANK LTD/NEW YORK 1.375% 07/12/2019$2,477,267
VERIZON COMMUNICATIONS INC 2.625% 02/21/2020$2,440,423
COLONY AMERICAN HOMES 2015-1 1.682% 07/17/2032$2,415,298
MCDONALD'S CORP 2.1% 12/07/2018$2,330,543
SYNCHRONY CREDIT CARD MASTER NOTE TRUST 1.6% 04/15/2021$2,325,005
STATOIL ASA .916% 05/15/2018$2,284,120
CHASE ISSUANCE TRUST 1.62% 07/15/2020$2,272,035
ENTERPRISE PRODUCTS OPERATING LLC 6.5% 01/31/2019$2,259,454
NEWELL BRANDS INC 2.6% 03/29/2019$2,258,896
AETNA INC 1.7% 06/07/2018$2,214,768
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 5.75% 07/15/2020$2,211,208
CREDIT SUISSE AG/NEW YORK NY 1.375% 05/26/2017$2,210,382
ASIAN DEVELOPMENT BANK .75% 07/28/2017$2,209,960
NEDERLANDSE WATERSCHAPSBANK NV 1.25% 09/18/2017$2,209,629
FORD MOTOR CREDIT CO LLC 1.605% 01/09/2018$2,201,206
CABELA'S CREDIT CARD MASTER NOTE TRUST .831% 03/16/2020$2,194,763
INVITATION HOMES 2014-SFR2 TRUST 1.582% 09/17/2031$2,161,123
NCUA GUARANTEED NOTES TRUST 2010-R3 1.033% 12/08/2020$2,122,365
JP MORGAN MORTGAGE TRUST 2013-1 2.5% 03/25/2043$2,116,035
FEDERAL HOME LOAN MORTGAGE CORP 2.086% 03/25/2019$2,042,651
FEDERAL HOME LOAN MORTGAGE CORP 1.869% 11/25/2019$2,037,319
MORGAN STANLEY 1.874% 01/27/2020$2,018,748
PHILLIPS 66 PARTNERS LP 2.646% 02/15/2020$2,006,300
STATE OF ILLINOIS 5.877% 03/01/2019$1,995,103
STANDARD CHARTERED PLC 1.5% 09/08/2017$1,991,720
AETNA INC 1.9% 06/07/2019$1,976,908
DEVON ENERGY CORP 2.25% 12/15/2018$1,973,564
AUSTRALIA & NEW ZEALAND BANKING GROUP LT 2% 11/16/2018$1,934,769
GENERAL MOTORS FINANCIAL CO INC 2.4% 04/10/2018$1,917,129
WESTPAC BANKING CORP 1.95% 11/23/2018$1,914,321
BANK NEDERLANDSE GEMEENTEN NV 1% 02/12/2018$1,913,058
SOUTHERN CALIFORNIA EDISON CO 1.845% 02/01/2022$1,883,840
MOLSON COORS BREWING CO 2.1% 07/15/2021$1,876,733
ROYAL BANK OF CANADA 1.625% 04/15/2019$1,864,965
FREDDIE MAC STRUCTURED AGENCY CREDIT RIS 2.238% 09/25/2028$1,852,175
UBS GROUP FUNDING JERSEY LTD 3% 04/15/2021$1,842,480
HSBC BANK PLC 1.266% 05/15/2018$1,831,203
BECTON DICKINSON AND CO 1.45% 05/15/2017$1,806,259
BXHTL 2015-JWRZ MORTGAGE TRUST 1.712% 05/15/2029$1,803,459
CAPITAL ONE MULTI-ASSET EXECUTION TRUST .861% 01/18/2022$1,801,140
TRADE MAPS 1 LTD 1.174% 12/10/2018$1,794,645
FEDERAL HOME LOAN MORTGAGE CORP 3% 08/15/2031 TBA$1,784,762
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.5% 08/25/2031 TBA$1,760,895
AMGEN INC 1.25% 05/22/2017$1,742,681
FORD MOTOR CREDIT CO LLC 3.336% 03/18/2021$1,732,288
AMERICAN INTERNATIONAL GROUP INC 3.3% 03/01/2021$1,720,339
SANTANDER UK PLC 1.65% 09/29/2017$1,700,071
SPRINGLEAF MORTGAGE LOAN TRUST 1.87% 09/25/2057$1,687,030
NEDERLANDSE WATERSCHAPSBANK NV .875% 07/13/2018$1,665,965
FEDERAL HOME LOAN MORTGAGE CORP 4.084% 11/25/2020$1,657,172
FEDERAL HOME LOAN MORTGAGE CORP 3.974% 01/25/2021$1,649,521
INTER-AMERICAN DEVELOPMENT BANK 1% 05/13/2019$1,644,062
AMERIQUEST MORTGAGE SECURITIES INC ASSET .988% 09/25/2035$1,640,501
BRANCH BANKING & TRUST CO 1.45% 05/10/2019$1,616,651
UBS AG/STAMFORD CT 1.8% 03/26/2018$1,610,822
FMS WERTMANAGEMENT AOER 1.125% 09/05/2017$1,605,093
JP MORGAN CHASE COMMERCIAL MORTGAGE SECU 1.731% 01/15/2032$1,600,921
GSAMP TRUST 2005-HE3 1.493% 06/25/2035$1,581,523
CD 2007-CD5 MORTGAGE TRUST 6.115% 11/15/2044$1,579,107
STANDARD CHARTERED BANK 6.4% 09/26/2017$1,578,615
WELLS FARGO BANK NA 1.65% 01/22/2018$1,571,996
BB&T CORP 1.297% 02/01/2019$1,546,157
SUNTRUST BANK/ATLANTA GA 1.35% 02/15/2017$1,541,526
HEWLETT PACKARD ENTERPRISE CO 2.45% 10/05/2017$1,538,888
TREMAN PARK CLO LTD 2.196% 04/20/2027$1,525,207
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 1.25% 05/23/2017$1,516,001
FORD MOTOR CREDIT CO LLC 1.724% 12/06/2017$1,510,503
JP MORGAN CHASE COMMERCIAL MORTGAGE SECU 5.794% 02/12/2051$1,507,903
ING BANK NV 2% 11/26/2018$1,505,959
CHASE ISSUANCE TRUST .731% 04/15/2019$1,497,390
AT&T INC 2.3% 03/11/2019$1,492,997
BANK OF AMERICA CORP 1.717% 03/22/2018$1,491,125
GLOBAL SC FINANCE II SRL 3.19% 07/17/2029$1,473,955
DAIMLER FINANCE NORTH AMERICA LLC 1.5% 07/05/2019$1,470,251
ABBVIE INC 1.75% 11/06/2017$1,458,309
HILTON USA TRUST 2013-HLT 2.662% 11/05/2030$1,444,538
CAISSE D'AMORTISSEMENT DE LA DETTE SOCIA 1.25% 03/12/2018$1,416,699
LB-UBS COMMERCIAL MORTGAGE TRUST 2007-C2 5.43% 02/15/2040$1,413,091
HSBC USA INC 1.7% 03/05/2018$1,411,038
AMERICAN EXPRESS CO 1.244% 05/22/2018$1,409,086
ENERGY TRANSFER PARTNERS LP 2.5% 06/15/2018$1,397,568
WALGREENS BOOTS ALLIANCE INC 1.75% 05/30/2018$1,389,408
CREDIT SUISSE COMMERCIAL MORTGAGE TRUST 5.939% 09/15/2039$1,378,956
BP CAPITAL MARKETS PLC 1.674% 02/13/2018$1,369,811
FORD MOTOR CREDIT CO LLC 1.684% 09/08/2017$1,352,854
CHEVRON CORP 1.344% 11/09/2017$1,345,519
SUNTRUST BANK/ATLANTA GA 5.2% 01/17/2017$1,342,851
TOYOTA MOTOR CREDIT CORP 1.55% 07/13/2018$1,332,392
TAL ADVANTAGE V LLC 1.7% 05/20/2039$1,327,176
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.971% 07/01/2041$1,301,942
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 3.13% 10/08/2020$1,300,688
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2 1.41% 07/15/2019$1,298,354
CITIZENS BANK NA/PROVIDENCE RI 1.6% 12/04/2017$1,297,378
HILTON USA TRUST 2013-HLF 1.468% 11/05/2030$1,281,053
NOMURA ASSET ACCEPTANCE CORP ALTERNATIVE 1.088% 12/25/2034$1,278,745
TALEN ENERGY SUPPLY LLC 4.625% 07/15/2019$1,276,350
KRAFT HEINZ FOODS CO 1.6% 06/30/2017$1,275,742
MACQUARIE BANK LTD 1.6% 10/27/2017$1,263,064
COMMERCIAL MORTGAGE TRUST 2007-GG9 5.444% 03/10/2039$1,260,276
CONSECO FINANCIAL CORP 6.53% 04/01/2030$1,249,586
MERRILL LYNCH MORTGAGE INVESTORS TRUST S .708% 08/25/2036$1,246,942
VERIZON COMMUNICATIONS INC 1.35% 06/09/2017$1,243,524
WAMU MORTGAGE PASS-THROUGH CERTIFICATES .778% 10/25/2045$1,221,830
WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2.785% 06/25/2034$1,219,959
ALLY FINANCIAL INC 3.25% 09/29/2017$1,215,000
COLONY AMERICAN HOMES 2014-2 1.401% 07/17/2031$1,208,711
BNZ INTERNATIONAL FUNDING LTD/LONDON 1.9% 02/26/2018$1,208,371
EUROPEAN INVESTMENT BANK 1.125% 08/15/2018$1,205,795
AMERIQUEST MORTGAGE SECURITIES INC ASSET .958% 10/25/2035$1,200,368
WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2.764% 03/25/2034$1,199,785
NABORS INDUSTRIES INC 2.35% 09/15/2016$1,198,698
OCTAGON INVESTMENT PARTNERS XXI LTD 2.096% 11/14/2026$1,198,692
LIONS GATE ENTERTAINMENT CORP 5.25% 08/01/2018$1,190,000
CITIGROUP COMMERCIAL MORTGAGE TRUST 2013 3.518% 05/10/2035$1,186,032
ANHEUSER-BUSCH INBEV FINANCE INC 1.9% 02/01/2019$1,179,418
SEQUOIA MORTGAGE TRUST 2014-3 4% 10/25/2044$1,177,382
MANUFACTURERS & TRADERS TRUST CO 1.4% 07/25/2017$1,163,089
BEAR STEARNS COMMERCIAL MORTGAGE SECURIT 5.72% 06/11/2040$1,153,167
SEQUOIA MORTGAGE TRUST 3.5% 09/25/2042$1,148,686
SUNTORY HOLDINGS LTD 1.65% 09/29/2017$1,134,304
BANK OF TOKYO-MITSUBISHI UFJ LTD/THE 1.45% 09/08/2017$1,131,207
INTERNATIONAL LEASE FINANCE CORP 3.875% 04/15/2018$1,130,588
MERCK & CO INC .986% 05/18/2018$1,124,724
SYNCHRONY CREDIT CARD MASTER NOTE TRUST 1.36% 08/17/2020$1,122,950
ACTAVIS FUNDING SCS 1.85% 03/01/2017$1,113,879
IRWIN HOME EQUITY LOAN TRUST 2006-1 5.77% 09/25/2035$1,110,614
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2.21% 05/10/2021$1,109,667
WAMU MORTGAGE PASS-THROUGH CERTIFICATES .718% 04/25/2045$1,107,741
DAIMLER FINANCE NORTH AMERICA LLC 1.65% 03/02/2018$1,107,143
TEVA PHARMACEUTICAL FINANCE NETHERLANDS 1.4% 07/20/2018$1,104,151
WALDORF ASTORIA BOCA RATON TRUST 2016-BO 1.82% 06/15/2029$1,102,267
FFMLT TRUST 2005-FF8 .978% 09/25/2035$1,081,011
ASHLAND INC 3.875% 04/15/2018$1,080,188
GENERAL MOTORS FINANCIAL CO INC 2.4% 05/09/2019$1,076,322
GENERAL MILLS INC 1.4% 10/20/2017$1,075,931
CAPITAL ONE NA/MCLEAN VA 1.65% 02/05/2018$1,072,950
MADISON AVENUE MANUFACTURED HOUSING CONT 3.738% 03/25/2032$1,067,856
WELLS FARGO MORTGAGE BACKED SECURITIES 2 2.836% 02/25/2034$1,066,933
STRUCTURED ASSET SECURITIES CORP MORTGAG .638% 09/25/2036$1,059,164
FORD MOTOR CREDIT CO LLC 1.486% 03/12/2019$1,053,185
CAPITAL ONE NA/MCLEAN VA 1.5% 09/05/2017$1,041,851
WELLS FARGO MORTGAGE BACKED SECURITIES 2 6% 10/25/2036$1,035,309
BANC OF AMERICA COMMERCIAL MORTGAGE TRUS 5.317% 06/10/2049$1,032,745
SABINE PASS LNG LP 7.5% 11/30/2016$1,027,044
DISH DBS CORP 4.625% 07/15/2017$1,025,000
HERTZ CORP/THE 6.75% 04/15/2019$1,020,000
ARAMARK CORP US TLE 3.25% 09/30/2016$1,019,578
AMERIGAS PARTNERS LP / AMERIGAS FINANCE 6.25% 08/20/2019$1,018,750
AP MOELLER - MAERSK A/S 2.55% 09/22/2019$1,016,599
SHELL INTERNATIONAL FINANCE BV 1.21% 11/10/2018$1,013,878
HYUNDAI CAPITAL AMERICA 2.5% 03/18/2019$1,010,733
METROPOLITAN LIFE GLOBAL FUNDING I 1.95% 12/03/2018$1,004,796
DRYDEN 37 SENIOR LOAN FUND 2.18% 04/15/2027$1,000,293
FREDDIE MAC STRUCTURED AGENCY CREDIT RIS 1.738% 10/25/2028$999,600
COMPASS BANK 1.85% 09/29/2017$997,298
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.638% 09/25/2028$990,611
CSMC TRUST 2013-IVR2 1.55% 04/25/2043$989,447
DAIMLER FINANCE NORTH AMERICA LLC 1.375% 08/01/2017$979,212
TEVA PHARMACEUTICAL FINANCE NETHERLANDS 1.7% 07/19/2019$976,496
CDW LLC TERM LOAN 3.25% 09/30/2016$976,221
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 20 2.3% 11/15/2019$973,182
L-3 COMMUNICATIONS CORP 1.5% 05/28/2017$971,879
MORGAN STANLEY CAPITAL I TRUST 2007-TOP2 5.544% 11/12/2049$963,805
MORGAN STANLEY CAPITAL I TRUST 2007-IQ16 6.256% 12/12/2049$960,203
THOMSON REUTERS CORP 1.65% 09/29/2017$953,895
CITIGROUP INC 1.85% 11/24/2017$944,976
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.688% 07/25/2024$937,120
MASTR ASSET BACKED SECURITIES TRUST 2004 1.188% 09/25/2034$926,803
REGIONS FINANCIAL CORP 2% 05/15/2018$923,117
DOLE FOOD CO TRANCHE B TL 4.5% 08/12/2016$920,651
GOLDMAN SACHS GROUP INC/THE 1.726% 11/15/2018$916,768
ZIMMER BIOMET HOLDINGS INC 2% 04/01/2018$915,808
PNC BANK NA 1.95% 03/04/2019$914,863
COMMONWEALTH BANK OF AUSTRALIA/NEW YORK 1.75% 11/02/2018$906,950
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2 1.15% 01/15/2019$906,736
GENERAL MOTORS FINANCIAL CO INC 3% 09/25/2017$903,650
SANTANDER BANK NA 2% 01/12/2018$901,809
NISSAN MOTOR ACCEPTANCE CORP 2% 03/08/2019$899,826
HSBC USA INC 1.52% 09/24/2018$898,147
ORIGEN MANUFACTURED HOUSING CONTRACT TRU 7.87% 05/15/2032$897,673
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 5.383% 12/15/2043$892,718
INVITATION HOMES 2013-SFR1 TRUST 1.632% 12/17/2030$890,774
INVITATION HOMES 2015-SFR3 TRUST 1.832% 08/17/2032$889,535
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2 2.66% 11/15/2021$889,319
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.438% 05/25/2024$877,710
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 1.42% 10/08/2019$872,532
AMERICAN HONDA FINANCE CORP 1.2% 07/12/2019$870,973
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.088% 01/25/2024$861,993
NEW CENTURY HOME EQUITY LOAN TRUST 2005- .978% 07/25/2035$857,859
LB COMMERCIAL MORTGAGE TRUST 2007-C3 5.918% 07/15/2044$853,487
IMPERIAL BRANDS FINANCE PLC 2.05% 07/20/2018$848,440
MYLAN NV 2.5% 06/07/2019$845,719
S&P GLOBAL INC 2.5% 08/15/2018$844,824
AMERICREDIT AUTOMOBILE RECEIVABLES 2016- 1.223% 06/10/2019$841,491
VERIZON COMMUNICATIONS INC 3.65% 09/14/2018$841,066
CONSECO FINANCIAL CORP 6.66% 06/01/2030$836,730
BANK OF AMERICA CORP 1.7% 08/25/2017$833,212
COMMONWEALTH BANK OF AUSTRALIA/NEW YORK 2.05% 03/15/2019$832,470
SHELL INTERNATIONAL FINANCE BV 1.25% 11/10/2017$832,205
TIAA ASSET MANAGEMENT FINANCE CO LLC 2.95% 11/01/2019$831,801
SEQUOIA MORTGAGE TRUST 2013-4 2.325% 04/25/2043$825,761
NATIONAL OILWELL VARCO INC 1.35% 12/01/2017$823,060
ACTAVIS FUNDING SCS 1.911% 03/12/2020$822,779
UNITED STATES TREASURY NOTE/BOND .875% 11/30/2017$822,754
DRIVE AUTO RECEIVABLES TRUST 2016-B 3.19% 07/15/2022$815,786
FORD MOTOR CREDIT CO LLC 4.25% 02/03/2017$811,837
STANLEY BLACK & DECKER INC 2.451% 11/17/2018$809,075
CITIGROUP INC 2.05% 06/07/2019$808,977
SHELL INTERNATIONAL FINANCE BV 1.625% 11/10/2018$807,212
TENCENT HOLDINGS LTD 2% 05/02/2017$803,539
MORGAN STANLEY 6.625% 04/01/2018$802,005
CNH INDUSTRIAL CAPITAL LLC 3.875% 07/16/2018$801,850
CREDIT SUISSE AG/NEW YORK NY 1.75% 01/29/2018$801,278
STATOIL ASA 1.092% 11/08/2018$796,186
SEAGATE HDD CAYMAN 3.75% 11/15/2018$795,093
BERKSHIRE HATHAWAY FINANCE CORP 1.7% 03/15/2019$793,021
ELECTRICITE DE FRANCE SA 1.15% 01/20/2017$790,141
DISCOVER CARD EXECUTION NOTE TRUST 5.65% 03/16/2020$788,877
TENET HEALTHCARE CORP 6.25% 11/01/2018$783,694
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2 1.58% 09/16/2019$782,198
BAT INTERNATIONAL FINANCE PLC 1.85% 06/15/2018$779,051
TOTAL CAPITAL INTERNATIONAL SA 1.2% 08/10/2018$779,000
JB HUNT TRANSPORT SERVICES INC 2.4% 03/15/2019$777,331
WELLS FARGO MORTGAGE BACKED SECURITIES 2 2.902% 05/01/2035$774,443
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2 3.02% 04/15/2021$767,641
BANC OF AMERICA COMMERCIAL MORTGAGE TRUS 5.421% 10/10/2045$757,968
CONSECO FINANCIAL CORP 6.78% 10/15/2027$756,966
JPMORGAN CHASE & CO 1.614% 01/25/2018$755,382
BANK OF NEW YORK MELLON CORP/THE 1.197% 08/01/2018$750,717
ARES XXVI CLO LTD 1.78% 04/15/2025$745,652
MITSUBISHI UFJ TRUST & BANKING CORP 1.6% 10/16/2017$742,607
ACCREDITED MORTGAGE LOAN TRUST 2004-4 1.488% 01/25/2035$735,631
T-MOBILE USA INC 5.25% 09/01/2018$735,300
CATERPILLAR FINANCIAL SERVICES CORP 1.25% 08/18/2017$732,179
SABMILLER HOLDINGS INC 2.45% 01/15/2017$725,099
ABC SUPPLY CO TERM B LOAN 3.5% 08/10/2016$720,488
MACQUARIE BANK LTD 1.364% 10/27/2017$709,198
GATX CORP 2.5% 07/30/2019$708,803
KUBOTA CREDIT OWNER TRUST 2015-1 .94% 12/15/2017$707,914
CALIFORNIA EARTHQUAKE AUTHORITY 1.824% 07/01/2017$705,502
ASTORIA FINANCIAL CORP 5% 06/19/2017$705,359
CREDIT AGRICOLE SA/LONDON 1.48% 04/15/2019$701,883
SEQUOIA MORTGAGE TRUST 2013-4 1.55% 04/25/2043$701,802
KOREA EXPRESSWAY CORP 1.625% 04/28/2017$701,247
PERRIGO CO PLC 1.3% 11/08/2016$700,549
FORD MOTOR CREDIT CO LLC 3% 06/12/2017$699,185
CNPC GENERAL CAPITAL LTD 1.526% 05/14/2017$698,449
CANADIAN NATURAL RESOURCES LTD 1.75% 01/15/2018$694,570
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.488% 10/25/2023$692,619
FBR SECURITIZATION TRUST 2005-2 1.208% 09/25/2035$689,062
GENERAL ELECTRIC CO 6% 08/07/2019$685,619
STRUCTURED ASSET INVESTMENT LOAN TRUST 2 1.418% 01/25/2035$684,002
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 1.6% 11/20/2017$680,141
COLONY AMERICAN HOMES 2014-1 1.632% 05/17/2031$679,030
WANT WANT CHINA FINANCE LTD 1.875% 05/14/2018$678,430
MERRILL LYNCH MORTGAGE INVESTORS TRUST S 2.6% 12/25/2034$674,379
WESTERN DIGITAL CORP 10.5% 04/01/2024$671,606
SANTANDER UK PLC 2.5% 03/14/2019$670,963
PORSCHE FINANCIAL AUTO SECURITIZATION TR .67% 01/23/2018$669,108
GLENCORE FUNDING LLC 2.04% 01/15/2019$665,850
JP MORGAN CHASE COMMERCIAL MORTGAGE SECU 5.44% 06/12/2047$657,546
AIRCASTLE LTD 6.75% 04/15/2017$655,975
LONG BEACH MORTGAGE LOAN TRUST 2005-1 1.283% 02/25/2035$655,269
NISSAN MOTOR ACCEPTANCE CORP 1.95% 09/12/2017$655,125
WAMU MORTGAGE PASS-THROUGH CERTIFICATES 1.128% 07/25/2045$654,364
KROGER CO/THE 2.2% 01/15/2017$653,749
AMERICAN HOMES 4 RENT 2014-SFR1 1.482% 06/17/2031$652,517
BANQUE FEDERATIVE DU CREDIT MUTUEL SA 2% 04/12/2019$647,080
UNITEDHEALTH GROUP INC 1.9% 07/16/2018$639,495
CHEVRON CORP 1.79% 11/16/2018$629,593
KEYBANK NA/CLEVELAND OH 2.35% 03/08/2019$622,901
MIZUHO BANK LTD 1.7% 09/25/2017$612,096
CITIGROUP INC 2.4% 02/18/2020$609,589
HYUNDAI CAPITAL AMERICA 2% 03/19/2018$603,769
SENECA PARK CLO LTD 2.159% 07/17/2026$600,116
PRUDENTIAL FINANCIAL INC 1.406% 08/15/2018$598,934
JOHN DEERE CAPITAL CORP 1.35% 01/16/2018$598,111
INDUSTRIAL & COMMERCIAL BANK OF CHINA LT 2.351% 11/13/2017$595,117
HYATT HOTEL PORTFOLIO TRUST 2015-HYT 4.281% 11/15/2029$594,344
BMW US CAPITAL LLC 1.5% 04/11/2019$594,180
SYNCHRONY FINANCIAL 3% 08/15/2019$593,108
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.242% 10/01/2034$590,547
HUNTINGTON NATIONAL BANK/THE 1.3% 11/20/2016$590,452
NOMURA RESECURITIZATION TRUST 2015-2R 1.225% 04/26/2047$579,669
BAT INTERNATIONAL FINANCE PLC 1.163% 06/15/2018$579,025
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST .83% 09/10/2018$576,864
BAXALTA INC 1.427% 06/22/2018$574,273
EXPRESS SCRIPTS HOLDING CO 1.25% 06/02/2017$570,782
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2 1.38% 07/15/2019$570,174
CISCO SYSTEMS INC 1.6% 02/28/2019$568,459
SYNCHRONY FINANCIAL 2.6% 01/15/2019$567,524
GREENPOINT MANUFACTURED HOUSING 8.3% 10/15/2026$565,794
WELLS FARGO MORTGAGE BACKED SECURITIES 2 2.768% 09/25/2033$557,020
HYATT HOTEL PORTFOLIO TRUST 2015-HYT 1.733% 11/15/2029$551,164
FDIC GUARANTEED NOTES TRUST 2010-S1 3.25% 04/25/2038$549,975
SEQUOIA MORTGAGE TRUST 2013-1 1.45% 02/25/2043$545,945
RYDER SYSTEM INC 2.5% 03/01/2017$544,825
SMBC AVIATION CAPITAL FINANCE DAC 2.65% 07/15/2021$533,758
STRUCTURED ASSET SECURITIES CORP MORTGAG 2.974% 11/25/2033$529,249
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.045% 06/01/2041$522,046
FIFTH THIRD BANK/CINCINNATI OH 2.3% 03/15/2019$521,514
CENTERPOINT ENERGY TRANSITION BOND CO IV .901% 04/15/2018$518,448
FREDDIE MAC STRUCTURED AGENCY CREDIT RIS 1.638% 05/25/2028$515,932
US BANK NA/CINCINNATI OH 1.45% 01/29/2018$513,272
CAPITAL ONE FINANCIAL CORP 2.45% 04/24/2019$511,473
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 20 1.57% 06/17/2019$509,948
JPMORGAN CHASE & CO 6.3% 04/23/2019$506,801
SPRINGLEAF MORTGAGE LOAN TRUST 2013-1 1.27% 06/25/2058$505,458
BAIDU INC 2.25% 11/28/2017$504,946
NBCUNIVERSAL ENTERPRISE INC 1.365% 04/15/2018$503,097
VERIZON OWNER TRUST 2016-1 1.42% 01/20/2021$500,750
CIT GROUP INC 5.25% 03/15/2018$495,188
WHIRLPOOL CORP 1.65% 11/01/2017$492,374
BPCE SA 1.252% 06/23/2017$490,001
FREEPORT-MCMORAN INC 2.15% 03/01/2017$490,000
MORGAN STANLEY CAPITAL I TRUST 2007-IQ14 5.692% 04/15/2049$488,542
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 20 4.1% 06/15/2021$485,187
HUTCHISON WHAMPOA INTERNATIONAL 12 II LT 2% 11/08/2017$484,656
WELLS FARGO MORTGAGE BACKED SECURITIES 2 2.957% 09/25/2034$478,801
FREDDIE MAC STRUCTURED AGENCY CREDIT RIS 1.938% 11/25/2023$474,103
EXXON MOBIL CORP 1.439% 03/01/2018$473,259
TEVA PHARMACEUTICAL FINANCE NETHERLANDS 2.2% 07/21/2021$472,920
AMPHENOL CORP 1.55% 09/15/2017$471,091
LIBERTY PROPERTY LP 6.625% 10/01/2017$469,904
CELGENE CORP 2.125% 08/15/2018$466,911
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 1.15% 06/10/2019$463,120
SYNCHRONY FINANCIAL 1.875% 08/15/2017$460,780
DUKE ENERGY CORP 1.034% 04/03/2017$460,043
CAPITAL AUTO RECEIVABLES ASSET TRUST 201 2.42% 06/21/2021$459,930
STRUCTURED ASSET SECURITIES CORP MORTGAG .828% 02/25/2036$458,522
HESS CORP 1.3% 06/15/2017$458,475
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2 3.24% 04/15/2021$457,672
EXXON MOBIL CORP 1.708% 03/01/2019$457,291
ELECTRICITE DE FRANCE SA 1.156% 01/20/2017$450,380
SEQUOIA MORTGAGE TRUST 2012-1 2.865% 01/25/2042$450,181
HUNTINGTON NATIONAL BANK/THE 2.2% 11/06/2018$446,108
SBA COMMUNICATIONS CORP 5.625% 10/01/2019$445,050
GSAMP TRUST 2004-SEA2 1.138% 03/25/2034$440,320
DRIVE AUTO RECEIVABLES TRUST 2016-B 1.67% 07/15/2019$440,292
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 5.342% 12/15/2043$433,588
BECTON DICKINSON AND CO 1.8% 12/15/2017$433,129
MURPHY OIL CORP 3.5% 12/01/2017$431,553
AUTODESK INC 1.95% 12/15/2017$431,497
CAPITAL ONE BANK USA NA 1.15% 11/21/2016$430,313
CONSECO FINANCIAL CORP 7.7% 09/15/2026$427,521
STRYKER CORP 2% 03/08/2019$427,450
ING BANK NV 2.3% 03/22/2019$417,929
ENBRIDGE INC 1.136% 06/02/2017$414,734
GLENCORE FUNDING LLC 2.5% 01/15/2019$411,750
TSMC GLOBAL LTD 1.625% 04/03/2018$410,620
WEA FINANCE LLC / WESTFIELD UK & EUROPE 2.7% 09/17/2019$409,849
WELLS FARGO HOME EQUITY ASSET-BACKED SEC .918% 11/25/2035$406,511
TOYOTA AUTO RECEIVABLES 2014-B OWNER TRU 1.31% 09/16/2019$401,295
MCKESSON CORP 1.292% 03/10/2017$400,736
ALIBABA GROUP HOLDING LTD 1.625% 11/28/2017$400,566
THOMSON REUTERS CORP 1.3% 02/23/2017$400,346
THERMO FISHER SCIENTIFIC INC 1.3% 02/01/2017$400,268
PNC BANK NA 1.15% 11/01/2016$400,182
CAMERON INTERNATIONAL CORP 1.4% 06/15/2017$399,690
MIZUHO BANK LTD 1.09% 09/25/2017$399,283
SOUNDVIEW HOME LOAN TRUST 2006-1 .678% 02/25/2036$397,209
MEDTRONIC INC 1.5% 03/15/2018$393,232
DRIVE AUTO RECEIVABLES TRUST 2016-B 2.56% 06/15/2020$393,107
AUTOZONE INC 1.625% 04/21/2019$392,709
STRUCTURED ASSET MORTGAGE INVESTMENTS II 1.143% 10/19/2034$391,759
SEQUOIA MORTGAGE TRUST 2013-8 2.25% 06/25/2043$391,700
EBAY INC 2.5% 03/09/2018$387,180
FIDELITY NATIONAL INFORMATION SERVICES I 2% 04/15/2018$381,981
PARK PLACE SECURITIES INC ASSET-BACKED P 1.433% 02/25/2035$376,110
SPRINGLEAF MORTGAGE LOAN TRUST 2013-2 3.52% 12/25/2065$374,578
CC HOLDINGS GS V LLC / CROWN CASTLE GS I 2.381% 12/15/2017$374,069
LB-UBS COMMERCIAL MORTGAGE TRUST 2007-C1 5.484% 02/15/2040$371,708
SYNCHRONY FINANCIAL 1.867% 02/03/2020$371,545
PACCAR FINANCIAL CORP 1.1% 06/06/2017$370,764
AES TIETE ENERGIA SA 3.673% 06/01/2019$370,000
GENERAL ELECTRIC CO 5.5% 01/08/2020$367,638
NEWELL BRANDS INC 2.15% 10/15/2018$366,006
UNITED STATES TREASURY NOTE/BOND 1.25% 12/15/2018$364,641
FIFTH THIRD BANCORP 5.45% 01/15/2017$362,224
CITIZENS BANK NA/PROVIDENCE RI 2.3% 12/03/2018$354,718
PENSKE TRUCK LEASING CO LP / PTL FINANCE 3.75% 05/11/2017$350,866
APPLE INC 1.7% 02/22/2019$335,918
LEHMAN ABS MANUFACTURED HOUSING CONTRACT 5.27% 04/15/2040$334,319
WALGREENS BOOTS ALLIANCE INC 1.75% 11/17/2017$332,660
WEA FINANCE LLC / WESTFIELD UK & EUROPE 1.75% 09/15/2017$330,997
CAPITAL AUTO RECEIVABLES ASSET TRUST / A 1.74% 10/22/2018$330,558
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2.87% 11/08/2021$327,807
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 5.948% 02/15/2051$327,406
LLOYDS BANK PLC 2.3% 11/27/2018$324,276
BAXALTA INC 2% 06/22/2018$319,856
SPRINGLEAF MORTGAGE LOAN TRUST 2013-2 1.78% 12/25/2065$308,725
STRUCTURED ASSET SECURITIES CORP 2005-WF 1.148% 02/25/2035$305,404
IAC/INTERACTIVECORP 4.875% 11/30/2018$302,744
KINDER MORGAN INC/DE 2% 12/01/2017$301,299
HUNTINGTON NATIONAL BANK/THE 1.35% 08/02/2016$300,000
HUNTINGTON NATIONAL BANK/THE 1.14% 04/24/2017$299,782
THERMO FISHER SCIENTIFIC INC 2.15% 12/14/2018$294,620
PENSKE TRUCK LEASING CO LP / PTL FINANCE 2.5% 06/15/2019$293,485
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2 2.65% 08/17/2020$293,257
PACCAR FINANCIAL CORP 1.28% 12/06/2018$291,518
VENTAS REALTY LP 1.25% 04/17/2017$290,266
JP MORGAN CHASE COMMERCIAL MORTGAGE SECU 5.44% 05/15/2045$289,871
ACCREDITED MORTGAGE LOAN TRUST 2006-1 .668% 04/25/2036$288,427
DOMINION RESOURCES INC/VA 2.962% 07/01/2019$287,727
ZIMMER BIOMET HOLDINGS INC 2.7% 04/01/2020$286,151
AMERIQUEST MORTGAGE SECURITIES INC ASSET .938% 01/25/2036$284,496
CARNIVAL CORP 1.875% 12/15/2017$282,560
FORTIVE CORP 1.8% 06/15/2019$282,380
SOUTHERN POWER CO 1.85% 12/01/2017$282,308
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2 1.02% 09/17/2018$280,736
VERIZON COMMUNICATIONS INC 2.183% 09/15/2016$280,545
PHILLIPS 66 2.95% 05/01/2017$273,605
COMM 2007-C9 MORTGAGE TRUST 5.65% 12/10/2049$273,285
SHELL INTERNATIONAL FINANCE BV 1.375% 05/10/2019$271,258
HYUNDAI CAPITAL AMERICA 2.125% 10/02/2017$267,402
AT&T INC 5.5% 02/01/2018$265,598
ASSET-BACKED PASS-THROUGH CERTIFICATES S 1.208% 04/25/2035$263,794
NATIONAL AUSTRALIA BANK LTD 1.3% 06/30/2017$260,274
FREDDIE MAC STRUCTURED AGENCY CREDIT RIS 1.538% 03/25/2025$256,458
APPLE INC 1.3% 02/23/2018$251,719
GREATAMERICA LEASING RECEIVABLES FUNDING 1.83% 06/17/2019$250,077
BP CAPITAL MARKETS PLC 1.14% 05/10/2018$240,359
LB-UBS COMMERCIAL MORTGAGE TRUST 2007-C7 6.157% 09/15/2045$231,332
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 1.07% 01/08/2019$230,295
CAPITAL AUTO RECEIVABLES ASSET TRUST 201 2.11% 03/22/2021$229,988
GSAMP TRUST 2004-HE2 1.068% 09/25/2034$225,452
CONSECO FINANCIAL CORP 6.24% 12/01/2028$219,650
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINAN 5.875% 06/15/2021$209,180
SPRINGLEAF MORTGAGE LOAN TRUST 2013-1 2.31% 06/25/2058$206,319
WELLS FARGO MORTGAGE BACKED SECURITIES 2 5.75% 08/25/2035$204,488
BANK OF AMERICA CORP 3.875% 03/22/2017$203,543
ALIBABA GROUP HOLDING LTD 2.5% 11/28/2019$203,516
WM WRIGLEY JR CO 2% 10/20/2017$201,732
JOHNSON CONTROLS INC 1.4% 11/02/2017$200,331
WM WRIGLEY JR CO 1.4% 10/21/2016$200,257
FIRST FRANKLIN MORTGAGE LOAN TRUST SERIE 1.148% 05/25/2036$196,496
BANC OF AMERICA MORTGAGE 2004-L TRUST 2.974% 01/25/2035$192,436
NELNET STUDENT LOAN TRUST 2014-2 .768% 06/25/2021$190,157
FIDELITY NATIONAL INFORMATION SERVICES I 1.45% 06/05/2017$189,976
PARK PLACE SECURITIES INC ASSET-BACKED P .988% 07/25/2035$181,786
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2 1.59% 10/15/2018$167,153
TRANSALTA CORP 1.9% 06/03/2017$157,069
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2 .91% 07/16/2018$144,625
CAPITAL AUTO RECEIVABLES ASSET TRUST / A 1.29% 04/20/2018$137,004
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2 1.12% 12/17/2018$103,362
AEGIS ASSET BACKED SECURITIES TRUST 2005 .988% 03/25/2035$102,507
WELLS FARGO HOME EQUITY ASSET-BACKED SEC .868% 12/25/2035$100,450
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.075% 10/01/2034$95,257
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.232% 09/01/2034$84,722
GOLDMAN SACHS GROUP INC/THE 2% 04/25/2019$73,788
SEQUOIA MORTGAGE TRUST 2012-2 3.5% 04/25/2042$72,295
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.276% 09/01/2034$52,233
MORGAN STANLEY ABS CAPITAL I INC TRUST 2 1.118% 09/25/2035$50,692
JP MORGAN MORTGAGE ACQUISITION CORP 2005 1.118% 09/25/2035$50,440
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 1.19% 05/08/2018$47,923
BEAR STEARNS ASSET BACKED SECURITIES I T 1.238% 10/25/2034$13,807
PARK PLACE SECURITIES INC ASSET-BACKED P 1.238% 03/25/2035$6,037
HOME EQUITY ASSET TRUST 2005-2 1.253% 07/25/2035$4,540
HOME EQUITY ASSET TRUST 2006-1 .818% 04/25/2036$4,485
 
Short-Term/Cash
Holding NameMarket Value
FIDELITY INSTITUTIONAL MONEY MARKET$27,284,592
 
Other
Holding NameMarket Value
US 2YR NOTE (CBT) BOND SEP16 (TUU6) COMDTY$170,666
USD$141,909
USD$-76,427
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
DISH DBS CORP 4.625% 07/15/2017$1,020,000
AMERIGAS PARTNERS LP / AMERIGAS FINANCE 6.25% 08/20/2019$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
 

Statistics

Duration and Maturity As of Aug 31, 2016
StatisticValue
Average Effective Duration1.61 years
Average Effective Maturity2.11 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.