Fund Facts  

Inception Date: Dec 4, 2000
Ticker Symbol: VPIPX
Registration Date: Dec 4, 2000
Morningstar Category:Short-Term Bond
As of Aug 31, 2016
Fund Net Assets ($millions) $770

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,b0.03%1.68%1.32%1.11%1.11%2.59%N/A
Morningstar Short-Term Bonda,c0.48%2.52%2.11%1.38%1.69%2.79%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 RatingTM   As of Aug 31, 2016
Period Stars Category Size
Overall 3 Stars498
3-Year 3 Stars498
5-Year 3 Stars415
10-Year 3 Stars283

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

Morningstar Stylebox As of Aug 31, 2016
Fixed Income Stylebox
Medium Limited
 

Characteristics

Top Ten Holdings As of Oct 31, 2016
Holding NamePercent
FIDELITY INSTITUTIONAL MONEY MARKET3.4%
UNITED STATES TREASURY NOTE/BOND 0.875% 05/31/20182.6%
UNITED STATES TREASURY NOTE/BOND 1.125% 07/31/20212.5%
UNITED STATES TREASURY NOTE/BOND 1% 08/15/20182.1%
UNITED STATES TREASURY NOTE/BOND 1% 03/15/20191.4%
BANK OF AMERICA CORP 0.955% 11/16/20201.2%
UNITED STATES TREASURY NOTE/BOND 1% 02/15/20181.2%
US 2YR NOTE (CBT) BOND DEC16 (TUZ6) COMDTY1.1%
CNH EQUIPMENT TRUST 2015-B 1.37% 07/15/20201.0%
ABBVIE INC 1.8% 05/14/20180.9%
All Holdings As of Oct 31, 2016
Fixed Income
Holding NameMarket Value
UNITED STATES TREASURY NOTE/BOND 0.875% 05/31/2018$19,584,402
UNITED STATES TREASURY NOTE/BOND 1.125% 07/31/2021$18,831,527
UNITED STATES TREASURY NOTE/BOND 1% 08/15/2018$15,907,137
UNITED STATES TREASURY NOTE/BOND 1% 03/15/2019$10,342,749
BANK OF AMERICA CORP 0.955% 11/16/2020$9,028,147
UNITED STATES TREASURY NOTE/BOND 1% 02/15/2018$8,779,371
CNH EQUIPMENT TRUST 2015-B 1.37% 07/15/2020$7,415,466
ABBVIE INC 1.8% 05/14/2018$6,512,858
KRAFT HEINZ FOODS CO 2% 07/02/2018$6,280,458
CITIGROUP INC 2.65% 10/26/2020$6,131,282
COOPERATIEVE RABOBANK UA/NY 2.25% 01/14/2019$6,081,384
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.905% 12/15/2021$6,012,192
SYNCHRONY CREDIT CARD MASTER NOTE TRUST 0.985% 03/15/2020$5,726,684
MICROSOFT CORP 1.1% 08/08/2019$5,643,147
WELLS FARGO MORTGAGE BACKED SECURITIES 2005-AR10 TRUST 0.915% 06/15/2021$5,618,941
CITIGROUP INC 0.985% 04/15/2021$5,582,320
SUNCOR ENERGY INC 6.1% 06/01/2018$5,424,439
UNITED STATES TREASURY NOTE/BOND 1.25% 12/15/2018$5,398,420
UNITED STATES TREASURY NOTE/BOND 1% 09/15/2018$5,347,921
WELLS FARGO BANK NA 1.75% 05/24/2019$5,112,733
GOLDMAN SACHS GROUP INC/THE 2.75% 09/15/2020$5,108,473
ARDAGH PACKAGING FINANCE PLC / ARDAGH HOLDINGS USA INC 0.575% 07/15/2020$4,900,432
CAPITAL ONE BANK USA NA 1.2% 02/13/2017$4,899,927
GLENCORE FINANCE CANADA LTD 2.7% 10/25/2017$4,502,227
TRANSCANADA PIPELINES LTD 1.625% 11/09/2017$4,308,940
UNITED STATES TREASURY NOTE/BOND 1.375% 04/30/2021$4,215,586
MOODY'S CORP 2.75% 07/15/2019$4,100,100
AT&T INC 2.45% 06/30/2020$4,027,000
BANK OF AMERICA CORP 5.65% 05/01/2018$3,967,954
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 02/26/2019$3,922,869
SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 1.9% 09/23/2019$3,895,410
HARLEY-DAVIDSON MOTORCYCLE TRUST 2014-1 1.1% 09/15/2019$3,874,396
SOUTHERN CO/THE 1.55% 07/01/2018$3,696,754
REGIONS BANK/BIRMINGHAM AL 2.25% 09/14/2018$3,660,634
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 1.34% 04/15/2022$3,602,300
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 3.48% 06/01/2019$3,588,072
UNITED STATES TREASURY NOTE/BOND 0.875% 06/15/2019$3,581,359
MORGAN STANLEY 2.45% 02/01/2019$3,555,839
CARMAX AUTO OWNER TRUST 2015-2 1.37% 03/16/2020$3,520,488
HSBC HOLDINGS PLC 1.535% 06/17/2031$3,473,369
ANTHEM INC 2.375% 02/15/2017$3,440,890
VERIZON COMMUNICATIONS INC 2.606% 09/14/2018$3,424,288
KINDER MORGAN INC/DE 3.05% 12/01/2019$3,393,945
UNITED STATES TREASURY NOTE/BOND 1.25% 04/30/2019$3,351,171
BARMINCO FINANCE PTY LTD 1.674% 01/23/2020$3,341,096
STATE BOARD OF ADMINISTRATION FINANCE CORP 2.995% 07/01/2020$3,250,656
CITIGROUP INC 0.965% 07/15/2021$3,213,657
TYSON FOODS INC 2.65% 08/15/2019$3,175,172
UNITED STATES TREASURY NOTE/BOND 0.75% 08/31/2018$3,146,462
CVS HEALTH CORP 2.25% 12/05/2018$3,128,058
MMAF EQUIPMENT FINANCE LLC 2015-A 1.39% 10/16/2019$3,097,541
PNC BANK NA 1.45% 07/29/2019$3,073,635
DISCOVER BANK/GREENWOOD DE 2.6% 11/13/2018$3,062,531
ANTHEM INC 2.3% 07/15/2018$3,025,626
AT&T INC 1.7% 06/01/2017$3,011,385
EMD FINANCE LLC 1.7% 03/19/2018$3,002,040
KOMMUNINVEST I SVERIGE AB 1.5% 04/23/2019$2,926,476
REYNOLDS AMERICAN INC 2.3% 08/21/2017$2,900,597
ASIAN DEVELOPMENT BANK 1% 08/16/2019$2,868,227
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2014-1 0.91% 10/22/2018$2,779,551
ACTAVIS FUNDING SCS 3% 03/12/2020$2,682,134
FEDERAL HOME LOAN MORTGAGE CORP 0.875% 07/19/2019$2,674,977
SHELL INTERNATIONAL FINANCE BV 1.195% 09/12/2019$2,650,412
CISCO SYSTEMS INC 1.197% 09/20/2019$2,636,012
REYNOLDS AMERICAN INC 2.3% 06/12/2018$2,635,339
UNITED STATES TREASURY NOTE/BOND 0.875% 01/15/2018$2,544,514
ANHEUSER-BUSCH INBEV WORLDWIDE INC 0.985% 07/15/2022$2,519,593
JPMORGAN CHASE & CO 1.625% 05/15/2018$2,504,793
UNITED STATES TREASURY NOTE/BOND 0.625% 06/30/2018$2,492,188
NATIONAL AUSTRALIA BANK LTD/NEW YORK 1.375% 07/12/2019$2,461,851
BOSTON SCIENTIFIC CORP 1.735% 07/17/2032$2,427,701
VERIZON COMMUNICATIONS INC 2.625% 02/21/2020$2,398,363
BANK OF MONTREAL 1.35% 08/28/2018$2,346,670
SYNCHRONY CREDIT CARD MASTER NOTE TRUST 2015-2 1.6% 04/15/2021$2,326,775
MCDONALD'S CORP 2.1% 12/07/2018$2,311,340
STATOIL ASA 1.107% 05/15/2018$2,284,271
CHASE ISSUANCE TRUST 1.62% 07/15/2020$2,265,756
NEWELL BRANDS INC 2.6% 03/29/2019$2,240,537
ENTERPRISE PRODUCTS OPERATING LLC 6.5% 01/31/2019$2,236,907
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.816% 01/09/2018$2,209,330
AETNA INC 1.7% 06/07/2018$2,202,507
ANHEUSER-BUSCH INBEV WORLDWIDE INC 0.885% 03/16/2020$2,195,178
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 5.75% 07/15/2020$2,184,810
HSBC HOLDINGS PLC 1.645% 09/17/2031$2,170,617
NCUA GUARANTEED NOTES TRUST 2010-R3 1.087% 12/08/2020$2,064,926
MORGAN STANLEY 2.026% 01/27/2020$2,030,972
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES 2.086% 03/25/2019$2,030,682
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES 1.869% 11/25/2019$2,028,002
PHILLIPS 66 0% 02/15/2020$2,014,742
JP MORGAN MORTGAGE TRUST 2013-1 2.5% 03/25/2043$2,001,988
STANDARD CHARTERED PLC 1.5% 09/08/2017$1,994,900
STATE OF ILLINOIS 5.877% 03/01/2019$1,976,729
AETNA INC 1.9% 06/07/2019$1,966,869
WESTPAC BANKING CORP 1.6% 08/19/2019$1,918,297
GENERAL MOTORS FINANCIAL CO INC 2.4% 04/10/2018$1,911,111
BANK NEDERLANDSE GEMEENTEN NV 1% 02/12/2018$1,908,888
WESTPAC BANKING CORP 1.95% 11/23/2018$1,904,957
UNITED STATES TREASURY NOTE/BOND 0.75% 08/15/2019$1,888,199
ROYAL BANK OF CANADA 1.625% 04/15/2019$1,850,414
MOLSON COORS BREWING CO 2.1% 07/15/2021$1,844,702
HSBC BANK PLC 1.457% 05/15/2018$1,840,872
UBS GROUP FUNDING JERSEY LTD 3% 04/15/2021$1,828,645
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.284% 09/25/2028$1,807,167
ANHEUSER-BUSCH INBEV WORLDWIDE INC 1.765% 05/15/2029$1,805,548
ARDAGH PACKAGING FINANCE PLC / ARDAGH HOLDINGS USA INC 0.915% 01/18/2022$1,805,243
BECTON DICKINSON AND CO 1.45% 05/15/2017$1,804,131
TRADE MAPS 1 LTD 1.229% 12/10/2018$1,798,397
DOMINION RESOURCES INC/VA 1.5% 09/30/2018$1,759,260
BANK OF AMERICA CORP 0.785% 04/15/2019$1,756,827
AMGEN INC 1.25% 05/22/2017$1,742,048
SOUTHERN CALIFORNIA EDISON CO 1.845% 02/01/2022$1,726,169
AMERICAN INTERNATIONAL GROUP INC 3.3% 03/01/2021$1,715,120
FORD MOTOR CREDIT CO LLC 3.336% 03/18/2021$1,707,599
SANTANDER UK PLC 1.65% 09/29/2017$1,705,551
CLEVELAND ELECTRIC ILLUMINATING CO/THE 2.38% 04/15/2027$1,682,179
GOLDMAN SACHS GROUP INC/THE 1.034% 09/25/2035$1,663,772
NEDERLANDSE WATERSCHAPSBANK NV 0.875% 07/13/2018$1,662,186
HILTON USA TRUST 2013-HLT 3.714% 11/05/2030$1,647,999
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES 3.974% 01/25/2021$1,635,545
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES 4.084% 11/25/2020$1,634,617
BRANCH BANKING & TRUST CO 1.45% 05/10/2019$1,607,023
UBS AG/STAMFORD CT 1.8% 03/26/2018$1,603,974
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2015-COSMO 1.785% 01/15/2032$1,601,342
SPRINGLEAF MORTGAGE LOAN TRUST 2013-3 1.87% 09/25/2057$1,574,812
WELLS FARGO BANK NA 1.65% 01/22/2018$1,565,586
ATMOS ENERGY CORP 6.116% 11/15/2044$1,562,075
NEXTERA ENERGY CAPITAL HOLDINGS INC 1.649% 09/01/2018$1,561,181
STANDARD CHARTERED BANK 6.4% 09/26/2017$1,559,934
BB&T CORP 1.416% 02/01/2019$1,545,596
SUNTRUST BANK/ATLANTA GA 1.35% 02/15/2017$1,541,032
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2.7% 10/05/2017$1,539,599
TREMAN PARK CLO LTD 2.381% 04/20/2027$1,527,842
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 1.25% 05/23/2017$1,517,185
UNITED STATES TREASURY NOTE/BOND 1.125% 01/15/2019$1,506,827
FORD MOTOR CREDIT CO LLC 1.724% 12/06/2017$1,504,618
ING BANK NV 2% 11/26/2018$1,497,635
3M CO 1.936% 03/22/2018$1,492,830
AT&T INC 2.3% 03/11/2019$1,475,534
DAIMLER FINANCE NORTH AMERICA LLC 1.5% 07/05/2019$1,460,449
ABBVIE INC 1.75% 11/06/2017$1,455,539
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1.539% 06/25/2035$1,451,479
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 3.1% 10/05/2018$1,447,405
GLOBAL SC FINANCE II SRL 3.19% 07/17/2029$1,430,077
AMERICAN EXPRESS CO 1.401% 05/22/2018$1,413,839
CAISSE D'AMORTISSEMENT DE LA DETTE SOCIALE 1.25% 03/12/2018$1,412,174
HSBC USA INC 1.7% 03/05/2018$1,412,109
ENERGY TRANSFER PARTNERS LP 2.5% 06/15/2018$1,396,320
WALGREENS BOOTS ALLIANCE INC 1.75% 05/30/2018$1,384,134
BP CAPITAL MARKETS PLC 1.674% 02/13/2018$1,366,255
SEQUOIA MORTGAGE TRUST 2013-4 2.5% 04/25/2043$1,361,760
FORD MOTOR CREDIT CO LLC 1.684% 09/08/2017$1,351,377
CHEVRON CORP 1.344% 11/09/2017$1,342,963
CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 5.936% 09/15/2039$1,336,088
SUNTRUST BANK/ATLANTA GA 5.2% 01/17/2017$1,329,728
TOYOTA MOTOR CREDIT CORP 1.55% 07/13/2018$1,326,213
CITIZENS BANK NA/PROVIDENCE RI 1.6% 12/04/2017$1,300,114
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2014-3 3.13% 10/08/2020$1,297,151
KRAFT HEINZ FOODS CO 1.6% 06/30/2017$1,272,836
MACQUARIE BANK LTD 1.6% 10/27/2017$1,262,134
FEDERAL HOME LOAN MORTGAGE CORP 2.97% 07/01/2041$1,260,862
MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES 2006-FF1 0.754% 08/25/2036$1,255,875
NOMURA ASSET ACCEPTANCE CORP ALTERNATIVE LOAN TRUST SERIES 2004-AR4 1.134% 12/25/2034$1,250,075
SEQUOIA MORTGAGE TRUST 2013-1 1.855% 02/25/2043$1,224,372
CSMC SERIES 2009-2R 3.034% 09/26/2034$1,217,156
BOSTON SCIENTIFIC CORP 1.496% 07/17/2031$1,208,631
BNZ INTERNATIONAL FUNDING LTD/LONDON 1.9% 02/26/2018$1,205,395
OCTAGON INVESTMENT PARTNERS XXI LTD 2.287% 11/14/2026$1,200,004
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR13 TRUST 0.824% 10/25/2045$1,198,859
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-AR1 TRUST 2.789% 03/25/2034$1,188,912
CONSECO FINANCIAL CORP 6.53% 04/01/2030$1,187,287
LIONS GATE ENTERTAINMENT CORP 5.25% 08/01/2018$1,181,600
CISCO SYSTEMS INC 1.4% 09/20/2019$1,181,096
ANHEUSER-BUSCH INBEV FINANCE INC 1.9% 02/01/2019$1,169,402
BAT INTERNATIONAL FINANCE PLC 3.518% 05/10/2035$1,168,149
MANUFACTURERS & TRADERS TRUST CO 1.4% 07/25/2017$1,161,498
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-AR3 TRUST 2.792% 06/25/2034$1,156,001
ALPHABET INC 5.717% 06/11/2040$1,143,065
TAL ADVANTAGE V LLC 1.7% 05/20/2039$1,138,358
SUNTORY HOLDINGS LTD 1.65% 09/29/2017$1,131,445
BANK OF TOKYO-MITSUBISHI UFJ LTD/THE 1.45% 09/08/2017$1,129,351
MERCK & CO INC 1.161% 05/18/2018$1,125,788
INTERNATIONAL LEASE FINANCE CORP 3.875% 04/15/2018$1,122,375
SYNCHRONY CREDIT CARD MASTER NOTE TRUST 1.36% 08/17/2020$1,121,908
ACTAVIS FUNDING SCS 1.85% 03/01/2017$1,112,685
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2016-2 2.21% 05/10/2021$1,112,508
DAIMLER FINANCE NORTH AMERICA LLC 1.65% 03/02/2018$1,102,481
WALDORF ASTORIA BOCA RATON TRUST 2016-BOCA 1.885% 06/15/2029$1,100,699
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR2 TRUST 0.864% 01/25/2045$1,099,047
GOLDMAN SACHS GROUP INC/THE 1.004% 10/25/2035$1,095,941
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 1.4% 07/20/2018$1,095,735
SEQUOIA MORTGAGE TRUST 3.5% 09/25/2042$1,085,535
SEQUOIA MORTGAGE TRUST 2014-3 4% 10/25/2044$1,082,437
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2007-CIBC20 5.794% 02/12/2051$1,078,362
ASHLAND INC 3.875% 04/15/2018$1,074,938
GENERAL MILLS INC 1.4% 10/20/2017$1,073,594
GENERAL MOTORS FINANCIAL CO INC 2.4% 05/09/2019$1,071,644
CAPITAL ONE NA/MCLEAN VA 1.65% 02/05/2018$1,071,193
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.675% 03/12/2019$1,060,959
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES 2.995% 12/25/2025$1,058,566
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR6 TRUST 0.764% 04/25/2045$1,053,855
IRWIN HOME EQUITY LOAN TRUST 2006-1 5.77% 09/25/2035$1,050,775
CAPITAL ONE NA/MCLEAN VA 1.5% 09/05/2017$1,040,770
WELLS FARGO MORTGAGE BACKED SECURITIES 2004-A TRUST 2.883% 02/25/2034$1,031,504
HUDSONS BAY SIMON JV TRUST 3.914% 08/05/2034$1,026,694
21ST CENTURY FOX AMERICA INC 5.552% 06/10/2049$1,022,716
DISH DBS CORP 4.625% 07/15/2017$1,021,250
BANK OF AMERICA CORP 2.65% 04/01/2019$1,019,186
SHELL INTERNATIONAL FINANCE BV 1.387% 11/10/2018$1,017,316
STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2006-BC2 0.684% 09/25/2036$1,015,700
SABINE PASS LNG LP 7.5% 11/30/2016$1,014,444
AP MOELLER - MAERSK A/S 2.55% 09/22/2019$1,010,370
HYUNDAI CAPITAL AMERICA 2.5% 03/18/2019$1,005,134
METROPOLITAN LIFE GLOBAL FUNDING I 1.95% 12/03/2018$1,000,415
COMPASS BANK 1.85% 09/29/2017$999,374
WELLS FARGO MORTGAGE BACKED SECURITIES 2005-AR10 TRUST 2.981% 05/01/2035$997,267
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.024% 09/25/2035$995,761
CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-SMPL 2.228% 09/10/2031$994,310
DAIMLER FINANCE NORTH AMERICA LLC 1.375% 08/01/2017$980,403
MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV 1.625% 10/28/2019$977,260
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2016-2 2.3% 11/15/2019$974,385
CSMC TRUST 2013-IVR2 1.55% 04/25/2043$973,931
L-3 COMMUNICATIONS CORP 1.5% 05/28/2017$971,177
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.784% 10/25/2028$970,379
CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 2.684% 09/25/2028$969,548
CHASE ISSUANCE TRUST 0.675% 01/15/2037$964,351
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 1.7% 07/19/2019$963,109
SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC 3.36% 03/20/2023$957,125
MORGAN STANLEY CAPITAL I TRUST 2007-IQ16 6.053% 12/12/2049$954,020
MORGAN STANLEY CAPITAL I TRUST 2007-TOP25 5.544% 11/12/2049$953,785
THOMSON REUTERS CORP 1.65% 09/29/2017$952,645
MADISON AVENUE MANUFACTURED HOUSING CONTRACT TRUST 2002-A 3.784% 03/25/2032$946,257
WELLS FARGO MORTGAGE BACKED SECURITIES 2006-13 TRUST 6% 10/25/2036$943,575
CITIGROUP INC 1.85% 11/24/2017$943,444
MASTR ASSET BACKED SECURITIES TRUST 2004-OPT2 1.234% 09/25/2034$936,154
GOLDMAN SACHS GROUP INC/THE 1.917% 11/15/2018$917,829
ZIMMER BIOMET HOLDINGS INC 2% 04/01/2018$914,792
PNC BANK NA 1.95% 03/04/2019$908,331
SUMITOMO MITSUI TRUST BANK LTD 2.05% 10/18/2019$908,011
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2016-1 5.75% 07/15/2019$903,621
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1.737% 09/24/2018$903,589
COMMONWEALTH BANK OF AUSTRALIA/NEW YORK NY 1.75% 11/02/2018$903,137
GENERAL MOTORS FINANCIAL CO INC 3% 09/25/2017$900,758
SANTANDER BANK NA 2% 01/12/2018$899,947
NISSAN MOTOR ACCEPTANCE CORP 2% 03/08/2019$895,803
HSBC HOLDINGS PLC 1.835% 08/17/2032$892,702
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2016-2 7.25% 11/15/2021$892,668
HSBC HOLDINGS PLC 1.685% 12/17/2030$887,911
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SERIES 2007-C30 5.383% 12/15/2043$885,555
HYUNDAI AUTO RECEIVABLES TRUST 2016-B 2.68% 09/15/2023$866,855
AMERICAN HONDA FINANCE CORP 1.2% 07/12/2019$864,235
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2016-2 1.42% 10/08/2019$862,406
NEW CENTURY HOME EQUITY LOAN TRUST 2005-3 1.024% 07/25/2035$859,892
LB COMMERCIAL MORTGAGE TRUST 2007-C3 5.916% 07/15/2044$846,164
IMPERIAL TOBACCO FINANCE PLC 2.05% 07/20/2018$845,011
S&P GLOBAL INC 2.5% 08/15/2018$839,508
MYLAN NV 2.5% 06/07/2019$839,506
MORGAN STANLEY ABS CAPITAL I INC TRUST 2004-HE7 1.434% 08/25/2034$834,508
BXHTL 2015-JWRZ MORTGAGE TRUST 2.1% 03/12/2020$833,824
TIAA ASSET MANAGEMENT FINANCE CO LLC 2.95% 11/01/2019$833,701
BANK OF AMERICA CORP 1.7% 08/25/2017$832,071
SHELL INTERNATIONAL FINANCE BV 1.25% 11/10/2017$831,338
VERIZON COMMUNICATIONS INC 3.65% 09/14/2018$830,346
ORIGEN MANUFACTURED HOUSING CONTRACT TRUST 2002-A 7.87% 05/15/2032$829,041
NATIONAL OILWELL VARCO INC 1.35% 12/01/2017$828,813
COMMONWEALTH BANK OF AUSTRALIA/NEW YORK NY 2.05% 03/15/2019$827,114
DRIVE AUTO RECEIVABLES TRUST 2016-B 3.19% 07/15/2022$823,284
FORD MOTOR CREDIT CO LLC 4.25% 02/03/2017$806,238
CITIGROUP INC 2.05% 06/07/2019$804,148
STANLEY BLACK & DECKER INC 2.451% 11/17/2018$803,691
STATOIL ASA 1.248% 11/08/2018$802,646
SEAGATE HDD CAYMAN 3.75% 11/15/2018$802,445
SHELL INTERNATIONAL FINANCE BV 1.625% 11/10/2018$802,019
TENCENT HOLDINGS LTD 2% 05/02/2017$802,014
CREDIT SUISSE AG/NEW YORK NY 1.75% 01/29/2018$800,590
CNH INDUSTRIAL CAPITAL LLC 3.875% 07/16/2018$798,888
SEQUOIA MORTGAGE TRUST 2013-4 2.325% 04/25/2043$793,754
PARK PLACE SECURITIES INC ASSET-BACKED PASS-THROUGH CTFS SER 2004-WHQ2 1.479% 02/25/2035$791,339
MORGAN STANLEY 6.625% 04/01/2018$790,361
ELECTRICITE DE FRANCE SA 1.15% 01/20/2017$789,952
BERKSHIRE HATHAWAY FINANCE CORP 1.7% 03/15/2019$786,469
CONSECO FINANCIAL CORP 6.66% 06/01/2030$783,994
TOTAL CAPITAL INTERNATIONAL SA 1.376% 08/10/2018$782,090
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-4 6.875% 09/16/2019$781,558
TENET HEALTHCARE CORP 6.25% 11/01/2018$780,938
DISCOVER CARD EXECUTION NOTE TRUST 5.65% 03/16/2020$779,314
JB HUNT TRANSPORT SERVICES INC 2.4% 03/15/2019$777,208
BAT INTERNATIONAL FINANCE PLC 1.85% 06/15/2018$773,450
LB-UBS COMMERCIAL MORTGAGE TRUST 2007-C6 6.114% 07/15/2040$769,515
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-2 4.45% 04/15/2021$767,230
STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2007-BC1 0.664% 02/25/2037$763,793
STANDARD CHARTERED PLC 2.1% 08/19/2019$759,865
BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2006-6 5.421% 10/10/2045$759,175
FEDERAL HOME LOAN MORTGAGE CORP 1.484% 05/25/2024$755,517
JPMORGAN CHASE & CO 1.782% 01/25/2018$754,277
BANK OF NEW YORK MELLON CORP/THE 1.316% 08/01/2018$752,791
NCUA GUARANTEED NOTES TRUST 2010-R3 1.98% 04/15/2025$748,224
FEDERAL HOME LOAN MORTGAGE CORP 2.134% 01/25/2024$741,989
MITSUBISHI UFJ TRUST & BANKING CORP 1.6% 10/16/2017$740,891
BELLEMEADE RE LTD 1.534% 01/25/2035$738,537
T-MOBILE USA INC 5.25% 09/01/2018$731,585
SABMILLER HOLDINGS INC 2.45% 01/15/2017$722,121
LB-UBS COMMERCIAL MORTGAGE TRUST 2007-C2 5.43% 02/15/2040$721,586
MACQUARIE BANK LTD 1.516% 10/27/2017$710,099
GATX CORP 2.5% 07/30/2019$709,776
FEDERAL HOME LOAN MORTGAGE CORP 1.734% 07/25/2024$708,409
CALIFORNIA EARTHQUAKE AUTHORITY 1.824% 07/01/2017$703,360
ASTORIA FINANCIAL CORP 5% 06/19/2017$702,724
CBRE SERVICES INC 1.68% 04/15/2019$702,505
CNPC GENERAL CAPITAL LTD 1.717% 05/14/2017$700,321
KOREA EXPRESSWAY CORP 1.625% 04/28/2017$700,063
CANADIAN NATURAL RESOURCES LTD 1.75% 01/15/2018$699,488
FORD MOTOR CREDIT CO LLC 3% 06/12/2017$696,781
FIDELITY NATIONAL INFORMATION SERVICES INC 2.24% 01/15/2019$692,588
STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-11 1.464% 01/25/2035$690,349
WESTERN DIGITAL CORP 10.5% 04/01/2024$688,713
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 1.6% 11/20/2017$680,324
SEQUOIA MORTGAGE TRUST 2013-4 1.55% 04/25/2043$678,907
ALTERNATIVE LOAN TRUST 2006-39CB 6% 01/25/2037$678,045
WANT WANT CHINA FINANCE LTD 1.875% 05/14/2018$677,243
HYUNDAI CAPITAL SERVICES INC 1.625% 08/30/2019$676,692
BOSTON SCIENTIFIC CORP 1.685% 05/17/2031$674,357
GENERAL ELECTRIC CAPITAL CORP 6% 08/07/2019$673,972
MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES 2006-FF1 0.904% 08/25/2036$669,441
NVIDIA CORP 2.2% 09/16/2021$659,958
CONSECO FINANCIAL CORP 6.78% 10/15/2027$656,479
NISSAN MOTOR ACCEPTANCE CORP 1.95% 09/12/2017$653,697
KROGER CO/THE 2.2% 01/15/2017$651,979
AIRCASTLE LTD 6.75% 04/15/2017$648,425
BANQUE FEDERATIVE DU CREDIT MUTUEL SA 2% 04/12/2019$642,399
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 1.28% 06/10/2019$636,947
UNITEDHEALTH GROUP INC 1.9% 07/16/2018$635,694
CHEVRON CORP 1.79% 11/16/2018$625,475
KEYBANK NA/CLEVELAND OH 2.35% 03/08/2019$620,754
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.535% 06/17/2031$619,175
MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC 2004-1 2.72% 12/25/2034$618,974
MIZUHO BANK LTD 1.7% 09/25/2017$611,087
DDR CORP 1.254% 09/25/2035$609,571
STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2006-WF3 0.674% 09/25/2036$606,751
CITIGROUP INC 2.4% 02/18/2020$606,476
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR9 TRUST 1.174% 07/25/2045$605,202
HYUNDAI CAPITAL AMERICA 2% 03/19/2018$602,312
SENECA PARK CLO LTD 2.36% 07/17/2026$600,314
PRUDENTIAL FINANCIAL INC 1.597% 08/15/2018$599,065
GROUP 1 AUTOMOTIVE INC 4.335% 11/15/2029$597,882
INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/NEW YORK 2.351% 11/13/2017$593,256
SYNCHRONY FINANCIAL 3% 08/15/2019$593,098
BMW US CAPITAL LLC 1.5% 04/11/2019$590,500
ALLY FINANCIAL INC 3.25% 09/29/2017$589,022
ALCOA INC 1.646% 06/22/2018$581,741
AKAMAI TECHNOLOGIES INC 1.36% 06/15/2018$580,887
LONG BEACH MORTGAGE LOAN TRUST 2005-1 1.329% 02/25/2035$580,308
NOMURA RESECURITIZATION TRUST 2015-2R 1.277% 04/26/2047$572,863
EXPRESS SCRIPTS HOLDING CO 1.25% 06/02/2017$570,270
SYNCHRONY FINANCIAL 2.6% 01/15/2019$566,971
FEDERAL HOME LOAN MORTGAGE CORP 2.534% 10/25/2023$565,376
CISCO SYSTEMS INC 1.6% 02/28/2019$563,884
BANK OF AMERICA NA 2.634% 07/25/2034$559,366
FEDERAL HOME LOAN MORTGAGE CORP 2.734% 10/01/2034$555,762
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2016-2 7% 07/15/2019$544,169
RYDER SYSTEM INC 2.5% 03/01/2017$541,798
GREENPOINT MANUFACTURED HOUSING 8.3% 10/15/2026$534,284
WELLS FARGO MORTGAGE BACKED SECURITIES 2003-H TRUST 3.026% 09/25/2033$527,532
SMBC AVIATION CAPITAL FINANCE DAC 2.65% 07/15/2021$525,897
SEQUOIA MORTGAGE TRUST 2013-1 1.45% 02/25/2043$521,353
FDIC GUARANTEED NOTES TRUST 2010-S1 3.25% 04/25/2038$520,449
FIFTH THIRD BANK/CINCINNATI OH 2.3% 03/15/2019$516,618
US BANK NA/CINCINNATI OH 1.45% 01/29/2018$511,663
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2016-2 1.57% 06/17/2019$510,996
CAPITAL ONE FINANCIAL CORP 2.45% 04/24/2019$508,753
BAIDU INC 2.25% 11/28/2017$503,787
NBCUNIVERSAL ENTERPRISE INC 1.565% 04/15/2018$503,571
UNITED STATES TREASURY NOTE/BOND 1% 12/31/2017$501,494
VERIZON OWNER TRUST 2016-1 1.42% 01/20/2021$501,216
UNITED STATES TREASURY NOTE/BOND 0.875% 07/15/2018$500,420
JPMORGAN CHASE & CO 6.3% 04/23/2019$498,992
SANTANDER UK PLC 2.5% 03/14/2019$496,963
CIT GROUP INC 5.25% 03/15/2018$493,126
WHIRLPOOL CORP 1.65% 11/01/2017$491,446
AMGEN INC 1.473% 06/23/2017$490,679
FREEPORT-MCMORAN INC 2.15% 03/01/2017$489,388
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2016-2 4.1% 06/15/2021$486,108
MORGAN STANLEY CAPITAL I TRUST 2007-IQ14 5.692% 04/15/2049$483,413
HUTCHISON WHAMPOA INTERNATIONAL 12 II LTD 2% 11/08/2017$482,520
EXXON MOBIL CORP 1.439% 03/01/2018$471,770
AMPHENOL CORP 1.55% 09/15/2017$470,787
LIBERTY PROPERTY LP 6.625% 10/01/2017$465,637
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 2.2% 07/21/2021$464,844
CELGENE CORP 2.125% 08/15/2018$464,567
STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2006-WF1 0.874% 02/25/2036$464,460
COMMERCIAL MORTGAGE TRUST 2007-GG9 5.444% 03/10/2039$462,650
SYNCHRONY FINANCIAL 1.875% 08/15/2017$461,201
CAPITAL AUTO RECEIVABLES ASSET TRUST 2016-2 2.42% 06/21/2021$460,375
WELLS FARGO MORTGAGE BACKED SECURITIES 2005-AR2 TRUST 2.847% 03/25/2035$460,212
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.05% 06/01/2041$460,040
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-1 3.25% 04/15/2021$459,427
STRUCTURED ASSET SECURITIES CORP MORTGAGE PASS-THROUGH CTFS SER 2003-34A 3.058% 11/25/2033$459,184
WELLS FARGO MORTGAGE BACKED SECURITIES 2004-S TRUST 3.034% 09/25/2034$456,182
EXXON MOBIL CORP 1.708% 03/01/2019$453,562
COMCAST CORP 1.341% 01/20/2017$450,249
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-5 5.125% 12/17/2018$446,209
HUNTINGTON NATIONAL BANK/THE 2.2% 11/06/2018$444,370
DRIVE AUTO RECEIVABLES TRUST 2016-B 1.67% 07/15/2019$439,506
BECTON DICKINSON AND CO 1.8% 12/15/2017$431,990
AUTODESK INC 1.95% 12/15/2017$431,762
CAPITAL ONE BANK USA NA 1.15% 11/21/2016$430,068
STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2004-AR5 1.188% 10/19/2034$427,055
SEQUOIA MORTGAGE TRUST 2012-1 2.865% 01/25/2042$426,255
DOMINION RESOURCES INC/VA 1.6% 08/15/2019$425,592
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SERIES 2007-C30 5.342% 12/15/2043$424,558
STRYKER CORP 2% 03/08/2019$424,106
COMM 2015-CCRE22 MORTGAGE TRUST 1.289% 06/02/2017$419,539
ING BANK NV 2.3% 03/22/2019$414,831
TSMC GLOBAL LTD 1.625% 04/03/2018$410,405
WEA FINANCE LLC / WESTFIELD UK & EUROPE FINANCE PLC 2.7% 09/17/2019$409,046
TOYOTA AUTO RECEIVABLES 2014-B OWNER TRUST 1.31% 09/16/2019$400,790
MIZUHO BANK LTD 1.307% 09/25/2017$400,768
ALIBABA GROUP HOLDING LTD 1.625% 11/28/2017$400,682
CAMERON INTERNATIONAL CORP 1.4% 06/15/2017$400,490
THOMSON REUTERS CORP 1.3% 02/23/2017$400,186
DRIVE AUTO RECEIVABLES TRUST 2016-B 2.56% 06/15/2020$393,637
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1.184% 03/25/2034$393,602
MEDTRONIC INC 1.5% 03/15/2018$391,738
AUTOZONE INC 1.625% 04/21/2019$390,349
CONSECO FINANCIAL CORP 7.7% 09/15/2026$386,924
EBAY INC 2.5% 03/09/2018$384,837
FIDELITY NATIONAL INFORMATION SERVICES INC 2% 04/15/2018$383,261
BANCO DE CREDITO DEL PERU/PANAMA 2.25% 10/25/2019$381,957
SPRINGLEAF MORTGAGE LOAN TRUST 2013-2 3.52% 12/25/2065$376,429
KUBOTA CREDIT OWNER TRUST 2015-1 0.94% 12/15/2017$373,626
SYNCHRONY FINANCIAL 1.989% 02/03/2020$372,139
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.984% 11/25/2023$371,232
SEQUOIA MORTGAGE TRUST 2013-8 2.25% 06/25/2043$370,761
LB-UBS COMMERCIAL MORTGAGE TRUST 2007-C1 5.484% 02/15/2040$370,563
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2016-C31 1.511% 11/15/2021$370,531
CITIGROUP INC 3.842% 06/01/2019$370,463
PACCAR FINANCIAL CORP 1.1% 06/06/2017$370,020
HERTZ CORP/THE 6.75% 04/15/2019$366,480
NEWELL BRANDS INC 2.15% 10/15/2018$364,367
GENERAL ELECTRIC CAPITAL CORP 5.5% 01/08/2020$361,105
FIFTH THIRD BANCORP 5.45% 01/15/2017$358,438
CITIZENS BANK NA/PROVIDENCE RI 2.3% 12/03/2018$353,952
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2007-CIBC18 5.44% 06/12/2047$353,847
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 3.75% 05/11/2017$349,235
APPLE INC 1.7% 02/22/2019$333,045
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2014-3 1.15% 06/10/2019$332,062
WALGREENS BOOTS ALLIANCE INC 1.75% 11/17/2017$331,533
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SERIES 2007-C33 5.959% 02/15/2051$330,579
WEA FINANCE LLC / WESTFIELD UK & EUROPE FINANCE PLC 1.75% 09/15/2017$330,484
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2016-2 2.87% 11/08/2021$326,263
LLOYDS BANK PLC 2.3% 11/27/2018$324,916
BAXALTA INC 2% 06/22/2018$321,692
NOVELIS CORP 6.25% 08/15/2024$312,750
KINDER MORGAN INC/DE 2% 12/01/2017$301,157
GRAY TELEVISION INC 1.307% 04/24/2017$299,865
IAC/INTERACTIVECORP 4.875% 11/30/2018$298,098
LEHMAN ABS MANUFACTURED HOUSING CONTRACT TRUST 2001-B 5.27% 04/15/2040$294,735
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 2.5% 06/15/2019$294,101
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2014-3 5.875% 08/17/2020$294,027
THERMO FISHER SCIENTIFIC INC 2.15% 12/14/2018$293,929
PACCAR FINANCIAL CORP 1.435% 12/06/2018$292,111
VENTAS REALTY LP 1.25% 04/17/2017$290,083
WELLS FARGO HOME EQUITY ASSET-BACKED SECURITIES 2005-2 TRUST 0.964% 11/25/2035$289,713
SOUNDVIEW HOME LOAN TRUST 2006-1 0.724% 02/25/2036$286,723
GOLDMAN SACHS GROUP INC/THE 0.984% 01/25/2036$286,682
DOMINION RESOURCES INC/VA 2.962% 07/01/2019$286,589
ZIMMER BIOMET HOLDINGS INC 2.7% 04/01/2020$284,956
SPRINGLEAF MORTGAGE LOAN TRUST 2013-2 1.78% 12/25/2065$282,024
CARNIVAL CORP 1.875% 12/15/2017$281,841
SOUTHERN POWER CO 1.85% 12/01/2017$281,359
FORTIVE CORP 1.8% 06/15/2019$280,903
JOHN DEERE CAPITAL CORP 1.35% 01/16/2018$280,615
STRUCTURED ASSET SECURITIES CORP 2005-WF1 1.194% 02/25/2035$277,768
COMM 2007-C9 MORTGAGE TRUST 5.65% 12/10/2049$276,385
PHILLIPS 66 2.95% 05/01/2017$272,789
SHELL INTERNATIONAL FINANCE BV 1.375% 05/10/2019$268,713
HYUNDAI CAPITAL AMERICA 2.125% 10/02/2017$266,163
AT&T INC 5.5% 02/01/2018$262,055
NATIONAL AUSTRALIA BANK LTD 1.3% 06/30/2017$260,203
BOISE CASCADE CO 5.625% 09/01/2024$254,063
APPLE INC 1.3% 02/23/2018$250,724
GREATAMERICA LEASING RECEIVABLES FUNDING LLC 1.83% 06/17/2019$250,204
CENTERPOINT ENERGY TRANSITION BOND CO IV LLC 0.901% 04/15/2018$249,814
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.684% 05/25/2028$241,714
BP CAPITAL MARKETS PLC 1.316% 05/10/2018$240,498
CAPITAL AUTO RECEIVABLES ASSET TRUST 2016-2 2.11% 03/22/2021$231,248
LB-UBS COMMERCIAL MORTGAGE TRUST 2007-C7 6.159% 09/15/2045$228,795
REGATTA III FUNDING LTD 1.254% 04/25/2035$227,462
IHO VERWALTUNGS GMBH 4.125% 09/15/2021$225,775
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2014-5 5.875% 01/15/2019$224,502
SPECIALTY UNDERWRITING & RESIDENTIAL FINANCE TRUST SERIES 2005-BC1 1.614% 12/25/2035$221,748
CAPITAL AUTO RECEIVABLES ASSET TRUST 2013-1 1.74% 10/22/2018$218,111
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2015-2 0.83% 09/10/2018$211,295
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 5.875% 06/15/2021$210,873
BENEFIT STREET PARTNERS CLO II LTD 0.714% 04/25/2036$210,813
ALIBABA GROUP HOLDING LTD 2.5% 11/28/2019$203,110
NOVELIS CORP 5.875% 09/30/2026$203,000
BANK OF AMERICA CORP 3.875% 03/22/2017$202,153
WM WRIGLEY JR CO 2% 10/20/2017$201,424
CONSECO FINANCIAL CORP 6.24% 12/01/2028$200,751
JOHNSON CONTROLS INC 1.4% 11/02/2017$200,278
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.194% 05/25/2036$197,105
21ST CENTURY FOX AMERICA INC 2.975% 01/25/2035$191,370
FIDELITY NATIONAL INFORMATION SERVICES INC 1.45% 06/05/2017$190,248
BERKSHIRE HATHAWAY INC 1.15% 08/15/2018$169,797
PARK PLACE SECURITIES INC ASSET-BACKED PASS-THROUGH CERTIFICATES SERIES 2005-WCW 1.034% 07/25/2035$166,169
TRANSALTA CORP 1.9% 06/03/2017$159,841
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2015-3 1.07% 01/08/2019$150,445
NELNET STUDENT LOAN TRUST 2014-2 0.814% 06/25/2021$122,119
FEDERAL HOME LOAN MORTGAGE CORP 2.593% 10/01/2034$86,886
CITIGROUP COMMERCIAL MORTGAGE TRUST 2008-C7 1.034% 03/25/2035$75,419
FEDERAL HOME LOAN MORTGAGE CORP 2.665% 09/01/2034$74,065
GOLDMAN SACHS GROUP INC/THE 2% 04/25/2019$73,456
GLENCORE FUNDING LLC 2.5% 01/15/2019$56,343
FEDERAL HOME LOAN MORTGAGE CORP 2.665% 09/01/2034$48,707
MORGAN STANLEY ABS CAPITAL I INC TRUST 2005-HE5 1.164% 09/25/2035$37,092
WELLS FARGO MORTGAGE BACKED SECURITIES 2005-6 TRUST 5.75% 08/25/2035$36,125
JP MORGAN MORTGAGE ACQUISITION CORP 2005-WMC1 1.164% 09/25/2035$34,551
SEQUOIA MORTGAGE TRUST 2012-2 3.5% 04/25/2042$32,921
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2014-1 5.5% 10/15/2018$27,590
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.584% 03/25/2025$16,549
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-3 5.85% 09/17/2018$15,622
ALLY MASTER OWNER TRUST 1.284% 10/25/2034$4,936
PARK PLACE SECURITIES INC ASSET-BACKED PASS-THROUGH CTFS SER 2005-WHQ1 1.284% 03/25/2035$2,803
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1.299% 07/25/2035$1,672
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 0.864% 04/25/2036$758
 
Short-Term/Cash
Holding NameMarket Value
FIDELITY INSTITUTIONAL MONEY MARKET$25,117,647
NEW YORK ST HSG VAR 05/44$2,555,000
 
Other
Holding NameMarket Value
USD$79,865
US 2YR NOTE (CBT) BOND DEC16 (TUZ6) COMDTY$8,865
USD$-1,566,178
All Holdings As of Sep 30, 2016
Fixed Income
Holding NameMarket Value
UNITED STATES TREASURY NOTE/BOND 0.875% 05/31/2018$19,606,176
UNITED STATES TREASURY NOTE/BOND 1% 08/15/2018$15,934,092
UNITED STATES TREASURY NOTE/BOND 1.25% 04/30/2019$14,979,047
UNITED STATES TREASURY NOTE/BOND 1% 03/15/2019$10,365,732
CHASE ISSUANCE TRUST 0.928% 11/16/2020$9,041,504
UNITED STATES TREASURY NOTE/BOND 1% 02/15/2018$8,785,523
CNH EQUIPMENT TRUST 2015-B 1.37% 07/15/2020$7,414,193
UNITED STATES TREASURY NOTE/BOND 1.125% 07/31/2021$6,990,704
ABBVIE INC 1.8% 05/14/2018$6,519,088
KRAFT HEINZ FOODS CO 2% 07/02/2018$6,293,192
CITIGROUP INC 2.65% 10/26/2020$6,164,460
COOPERATIEVE RABOBANK UA/NY 2.25% 01/14/2019$6,098,202
AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 0.878% 12/15/2021$6,015,831
SYNCHRONY CREDIT CARD MASTER NOTE TRUST 0.958% 03/15/2020$5,727,556
MICROSOFT CORP 1.1% 08/08/2019$5,660,266
BA CREDIT CARD TRUST 0.888% 06/15/2021$5,622,819
DISCOVER CARD EXECUTION NOTE TRUST 0.958% 04/15/2021$5,585,661
SUNCOR ENERGY INC 6.1% 06/01/2018$5,449,068
UNITED STATES TREASURY NOTE/BOND 1.25% 12/15/2018$5,410,984
UNITED STATES TREASURY NOTE/BOND 1% 09/15/2018$5,357,092
GOLDMAN SACHS GROUP INC/THE 2.75% 09/15/2020$5,131,436
WELLS FARGO BANK NA 1.75% 05/24/2019$5,115,875
CAPITAL ONE BANK USA NA 1.2% 02/13/2017$4,897,011
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 0.548% 07/15/2020$4,896,400
HEWLETT PACKARD ENTERPRISE CO 2.85% 10/05/2018$4,500,554
GLENCORE FINANCE CANADA LTD 2.7% 10/25/2017$4,492,889
TRANSCANADA PIPELINES LTD 1.625% 11/09/2017$4,312,092
UNITED STATES TREASURY NOTE/BOND 1.375% 04/30/2021$4,244,625
HARLEY-DAVIDSON MOTORCYCLE TRUST 2014-1 1.1% 09/15/2019$4,193,650
MOODY'S CORP 2.75% 07/15/2019$4,117,276
AT&T INC 2.45% 06/30/2020$4,077,452
BANK OF AMERICA CORP 5.65% 05/01/2018$3,979,384
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1% 02/26/2019$3,926,954
SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 1.9% 09/23/2019$3,900,796
SOUTHERN CO/THE 1.55% 07/01/2018$3,704,877
REGIONS BANK/BIRMINGHAM AL 2.25% 09/14/2018$3,660,728
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 1.34% 04/15/2022$3,610,856
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 3.48% 06/01/2019$3,596,778
UNITED STATES TREASURY NOTE/BOND 0.875% 06/15/2019$3,590,403
MORGAN STANLEY 2.45% 02/01/2019$3,565,076
CARMAX AUTO OWNER TRUST 2015-2 1.37% 03/16/2020$3,525,075
UNITED STATES TREASURY NOTE/BOND 1.125% 01/15/2019$3,523,993
INVITATION HOMES 2014-SFR1 TRUST 1.507% 06/17/2031$3,478,425
ANTHEM INC 2.375% 02/15/2017$3,442,249
VERIZON COMMUNICATIONS INC 2.406% 09/14/2018$3,422,541
KINDER MORGAN INC/DE 3.05% 12/01/2019$3,384,832
CITIBANK CREDIT CARD ISSUANCE TRUST 1.671% 01/23/2020$3,343,334
STATE BOARD OF ADMINISTRATION FINANCE CORP 2.995% 07/01/2020$3,287,688
DISCOVER CARD EXECUTION NOTE TRUST 0.938% 07/15/2021$3,214,911
TYSON FOODS INC 2.65% 08/15/2019$3,184,959
CVS HEALTH CORP 2.25% 12/05/2018$3,141,119
MMAF EQUIPMENT FINANCE LLC 2015-A 1.39% 10/16/2019$3,098,324
PNC BANK NA 1.45% 07/29/2019$3,086,425
DISCOVER BANK/GREENWOOD DE 2.6% 11/13/2018$3,060,732
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2014-1 0.91% 10/22/2018$3,049,464
ANTHEM INC 2.3% 07/15/2018$3,040,593
AT&T INC 1.7% 06/01/2017$3,009,489
EMD FINANCE LLC 1.7% 03/19/2018$3,004,638
KOMMUNINVEST I SVERIGE AB 1.5% 04/23/2019$2,937,386
REYNOLDS AMERICAN INC 2.3% 08/21/2017$2,902,182
ASIAN DEVELOPMENT BANK 1% 08/16/2019$2,874,378
ACTAVIS FUNDING SCS 3% 03/12/2020$2,689,779
FEDERAL HOME LOAN MORTGAGE CORP 0.875% 07/19/2019$2,677,727
SHELL INTERNATIONAL FINANCE BV 1.195% 09/12/2019$2,646,656
REYNOLDS AMERICAN INC 2.3% 06/12/2018$2,638,896
CISCO SYSTEMS INC 1.197% 09/20/2019$2,634,070
UNITED STATES TREASURY NOTE/BOND 0.875% 01/15/2018$2,545,558
CABELA'S CREDIT CARD MASTER NOTE TRUST 0.958% 07/15/2022$2,518,911
JPMORGAN CHASE & CO 1.625% 05/15/2018$2,505,808
UNITED STATES TREASURY NOTE/BOND 0.625% 06/30/2018$2,494,630
NATIONAL AUSTRALIA BANK LTD/NEW YORK 1.375% 07/12/2019$2,464,190
COLONY AMERICAN HOMES 2015-1 1.707% 07/17/2032$2,427,899
VERIZON COMMUNICATIONS INC 2.625% 02/21/2020$2,418,716
BANK OF MONTREAL 1.35% 08/28/2018$2,347,020
SYNCHRONY CREDIT CARD MASTER NOTE TRUST 2015-2 1.6% 04/15/2021$2,326,371
MCDONALD'S CORP 2.1% 12/07/2018$2,318,083
STATOIL ASA 1.107% 05/15/2018$2,283,768
CHASE ISSUANCE TRUST 1.62% 07/15/2020$2,269,539
NEWELL BRANDS INC 2.6% 03/29/2019$2,245,604
ENTERPRISE PRODUCTS OPERATING LLC 6.5% 01/31/2019$2,242,958
FORD MOTOR CREDIT CO LLC 1.605% 01/09/2018$2,206,028
AETNA INC 1.7% 06/07/2018$2,202,898
CABELA'S CREDIT CARD MASTER NOTE TRUST 0.858% 03/16/2020$2,195,220
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 5.75% 07/15/2020$2,192,425
INVITATION HOMES 2014-SFR2 TRUST 1.607% 09/17/2031$2,170,917
NCUA GUARANTEED NOTES TRUST 2010-R3 1.054% 12/08/2020$2,094,638
JP MORGAN MORTGAGE TRUST 2013-1 2.5% 03/25/2043$2,049,725
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES 2.086% 03/25/2019$2,035,408
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES 1.869% 11/25/2019$2,032,880
MORGAN STANLEY 1.874% 01/27/2020$2,031,927
PHILLIPS 66 PARTNERS LP 2.646% 02/15/2020$2,016,184
STANDARD CHARTERED PLC 1.5% 09/08/2017$1,996,060
STATE OF ILLINOIS 5.877% 03/01/2019$1,984,178
AETNA INC 1.9% 06/07/2019$1,969,172
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/NEW YORK NY 2% 11/16/2018$1,929,940
WESTPAC BANKING CORP 1.6% 08/19/2019$1,920,889
GENERAL MOTORS FINANCIAL CO INC 2.4% 04/10/2018$1,914,425
BANK NEDERLANDSE GEMEENTEN NV 1% 02/12/2018$1,910,947
WESTPAC BANKING CORP 1.95% 11/23/2018$1,906,056
MOLSON COORS BREWING CO 2.1% 07/15/2021$1,869,105
ROYAL BANK OF CANADA 1.625% 04/15/2019$1,854,858
HSBC BANK PLC 1.457% 05/15/2018$1,842,030
UBS GROUP FUNDING JERSEY LTD 3% 04/15/2021$1,838,334
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2.274% 09/25/2028$1,823,946
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 0.888% 01/18/2022$1,805,874
BXHTL 2015-JWRZ MORTGAGE TRUST 1.738% 05/15/2029$1,805,026
BECTON DICKINSON AND CO 1.45% 05/15/2017$1,803,247
TRADE MAPS 1 LTD 1.212% 12/10/2018$1,797,157
DOMINION RESOURCES INC/VA 1.5% 09/30/2018$1,764,233
AMGEN INC 1.25% 05/22/2017$1,740,865
SOUTHERN CALIFORNIA EDISON CO 1.845% 02/01/2022$1,734,514
AMERICAN INTERNATIONAL GROUP INC 3.3% 03/01/2021$1,721,370
FORD MOTOR CREDIT CO LLC 3.336% 03/18/2021$1,708,599
SANTANDER UK PLC 1.65% 09/29/2017$1,701,625
DRYDEN 37 SENIOR LOAN FUND 2.18% 04/15/2027$1,684,430
NEDERLANDSE WATERSCHAPSBANK NV 0.875% 07/13/2018$1,664,696
AMERIQUEST MORTGAGE SECURITIES INC ASSET-BACKED PASS-THROUGH CTFS SER 2005-R7 1.024% 09/25/2035$1,660,790
HILTON USA TRUST 2013-HLT 3.714% 11/05/2030$1,647,059
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES 3.974% 01/25/2021$1,646,575
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES 4.084% 11/25/2020$1,644,665
BRANCH BANKING & TRUST CO 1.45% 05/10/2019$1,611,996
UBS AG/STAMFORD CT 1.8% 03/26/2018$1,603,533
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2015-COSMO 1.758% 01/15/2032$1,600,025
SPRINGLEAF MORTGAGE LOAN TRUST 2013-3 1.87% 09/25/2057$1,575,409
CD 2007-CD5 MORTGAGE TRUST 6.32% 11/15/2044$1,567,650
STANDARD CHARTERED BANK 6.4% 09/26/2017$1,566,258
WELLS FARGO BANK NA 1.65% 01/22/2018$1,564,824
NEXTERA ENERGY CAPITAL HOLDINGS INC 1.649% 09/01/2018$1,563,885
BB&T CORP 1.416% 02/01/2019$1,544,426
SUNTRUST BANK/ATLANTA GA 1.35% 02/15/2017$1,540,633
HEWLETT PACKARD ENTERPRISE CO 2.45% 10/05/2017$1,532,554
TREMAN PARK CLO LTD 2.196% 04/20/2027$1,525,545
GSAMP TRUST 2005-HE3 1.529% 06/25/2035$1,516,111
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 1.25% 05/23/2017$1,515,221
FORD MOTOR CREDIT CO LLC 1.724% 12/06/2017$1,505,848
ING BANK NV 2% 11/26/2018$1,500,414
CHASE ISSUANCE TRUST 0.758% 04/15/2019$1,499,200
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2007-CIBC20 5.794% 02/12/2051$1,496,260
BANK OF AMERICA CORP 1.717% 03/22/2018$1,491,488
AT&T INC 2.3% 03/11/2019$1,485,385
DAIMLER FINANCE NORTH AMERICA LLC 1.5% 07/05/2019$1,462,418
GLOBAL SC FINANCE II SRL 3.19% 07/17/2029$1,461,283
ABBVIE INC 1.75% 11/06/2017$1,455,155
CAISSE D'AMORTISSEMENT DE LA DETTE SOCIALE 1.25% 03/12/2018$1,414,144
AMERICAN EXPRESS CO 1.401% 05/22/2018$1,413,849
HSBC USA INC 1.7% 03/05/2018$1,413,187
SEQUOIA MORTGAGE TRUST 2013-4 2.5% 04/25/2043$1,403,165
ENERGY TRANSFER PARTNERS LP 2.5% 06/15/2018$1,395,645
WALGREENS BOOTS ALLIANCE INC 1.75% 05/30/2018$1,385,104
BP CAPITAL MARKETS PLC 1.674% 02/13/2018$1,365,532
CREDIT SUISSE COMMERCIAL MORTGAGE TRUST SERIES 2007-C4 6.135% 09/15/2039$1,357,234
FORD MOTOR CREDIT CO LLC 1.684% 09/08/2017$1,351,287
CHEVRON CORP 1.344% 11/09/2017$1,342,811
SUNTRUST BANK/ATLANTA GA 5.2% 01/17/2017$1,334,676
TOYOTA MOTOR CREDIT CORP 1.55% 07/13/2018$1,327,490
CITIZENS BANK NA/PROVIDENCE RI 1.6% 12/04/2017$1,299,741
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2014-3 3.13% 10/08/2020$1,299,630
HILTON USA TRUST 2013-HLF 1.497% 11/05/2030$1,278,499
KRAFT HEINZ FOODS CO 1.6% 06/30/2017$1,272,804
MACQUARIE BANK LTD 1.6% 10/27/2017$1,262,117
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.971% 07/01/2041$1,262,054
NOMURA ASSET ACCEPTANCE CORP ALTERNATIVE LOAN TRUST SERIES 2004-AR4 1.124% 12/25/2034$1,256,670
MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES 2006-FF1 0.744% 08/25/2036$1,249,836
SEQUOIA MORTGAGE TRUST 2013-1 1.855% 02/25/2043$1,237,748
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR13 TRUST 0.814% 10/25/2045$1,214,172
COLONY AMERICAN HOMES 2014-2 1.457% 07/17/2031$1,214,085
BNZ INTERNATIONAL FUNDING LTD/LONDON 1.9% 02/26/2018$1,207,030
TAL ADVANTAGE V LLC 1.7% 05/20/2039$1,201,124
OCTAGON INVESTMENT PARTNERS XXI LTD 2.287% 11/14/2026$1,200,022
LIONS GATE ENTERTAINMENT CORP 5.25% 08/01/2018$1,195,600
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-AR1 TRUST 2.771% 03/25/2034$1,189,305
CONSECO FINANCIAL CORP 6.53% 04/01/2030$1,188,060
CISCO SYSTEMS INC 1.4% 09/20/2019$1,181,541
CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-375P 3.635% 05/10/2035$1,176,638
ANHEUSER-BUSCH INBEV FINANCE INC 1.9% 02/01/2019$1,171,862
MANUFACTURERS & TRADERS TRUST CO 1.4% 07/25/2017$1,162,288
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-AR3 TRUST 2.783% 06/25/2034$1,155,999
BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST 2007-PWR16 5.91% 06/11/2040$1,146,850
AMERIQUEST MORTGAGE SECURITIES INC ASSET-BACKED PASS-THROUGH CTFS SER 2005-R8 0.994% 10/25/2035$1,137,266
SUNTORY HOLDINGS LTD 1.65% 09/29/2017$1,131,958
BANK OF TOKYO-MITSUBISHI UFJ LTD/THE 1.45% 09/08/2017$1,130,539
MERCK & CO INC 1.161% 05/18/2018$1,124,770
INTERNATIONAL LEASE FINANCE CORP 3.875% 04/15/2018$1,123,744
SYNCHRONY CREDIT CARD MASTER NOTE TRUST 1.36% 08/17/2020$1,122,418
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2016-2 2.21% 05/10/2021$1,112,995
ACTAVIS FUNDING SCS 1.85% 03/01/2017$1,112,927
DAIMLER FINANCE NORTH AMERICA LLC 1.65% 03/02/2018$1,102,352
WALDORF ASTORIA BOCA RATON TRUST 2016-BOCA 1.858% 06/15/2029$1,100,568
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 1.4% 07/20/2018$1,097,069
SEQUOIA MORTGAGE TRUST 3.5% 09/25/2042$1,091,842
SEQUOIA MORTGAGE TRUST 2014-3 4% 10/25/2044$1,086,191
ASHLAND INC 3.875% 04/15/2018$1,085,438
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES 2.995% 12/25/2025$1,077,149
GENERAL MOTORS FINANCIAL CO INC 2.4% 05/09/2019$1,076,707
IRWIN HOME EQUITY LOAN TRUST 2006-1 5.77% 09/25/2035$1,074,841
GENERAL MILLS INC 1.4% 10/20/2017$1,072,800
CAPITAL ONE NA/MCLEAN VA 1.65% 02/05/2018$1,071,584
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR6 TRUST 0.754% 04/25/2045$1,068,773
FORD MOTOR CREDIT CO LLC 1.486% 03/12/2019$1,061,690
CAPITAL ONE NA/MCLEAN VA 1.5% 09/05/2017$1,039,638
HUDSONS BAY SIMON JV TRUST 3.914% 08/05/2034$1,033,657
WELLS FARGO MORTGAGE BACKED SECURITIES 2004-A TRUST 2.842% 02/25/2034$1,031,466
BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2007-3 5.723% 06/10/2049$1,025,910
STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2006-BC2 0.674% 09/25/2036$1,025,702
HERTZ CORP/THE 6.75% 04/15/2019$1,023,240
BANK OF AMERICA CORP 2.65% 04/01/2019$1,022,476
FFMLT TRUST 2005-FF8 1.014% 09/25/2035$1,022,457
DISH DBS CORP 4.625% 07/15/2017$1,020,000
SABINE PASS LNG LP 7.5% 11/30/2016$1,018,585
SHELL INTERNATIONAL FINANCE BV 1.387% 11/10/2018$1,017,705
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2016-1 1.41% 07/15/2019$1,014,053
AP MOELLER - MAERSK A/S 2.55% 09/22/2019$1,007,053
HYUNDAI CAPITAL AMERICA 2.5% 03/18/2019$1,007,028
METROPOLITAN LIFE GLOBAL FUNDING I 1.95% 12/03/2018$1,001,498
CITIGROUP INC 2.228% 09/10/2021$1,001,406
COMPASS BANK 1.85% 09/29/2017$999,024
CWHEQ REVOLVING HOME EQUITY LOAN TRUST SERIES 2006-I 0.648% 01/15/2037$990,900
MADISON AVENUE MANUFACTURED HOUSING CONTRACT TRUST 2002-A 3.774% 03/25/2032$985,729
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2016-2 2.3% 11/15/2019$980,807
DAIMLER FINANCE NORTH AMERICA LLC 1.375% 08/01/2017$980,572
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 1.774% 10/25/2028$979,904
FANNIE MAE CONNECTICUT AVENUE SECURITIES 2.674% 09/25/2028$979,116
CSMC TRUST 2013-IVR2 1.55% 04/25/2043$973,230
L-3 COMMUNICATIONS CORP 1.5% 05/28/2017$970,888
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 1.7% 07/19/2019$968,462
WELLS FARGO MORTGAGE BACKED SECURITIES 2006-13 TRUST 6% 10/25/2036$963,570
MORGAN STANLEY CAPITAL I TRUST 2007-TOP25 5.544% 11/12/2049$957,737
MORGAN STANLEY CAPITAL I TRUST 2007-IQ16 6.256% 12/12/2049$953,657
THOMSON REUTERS CORP 1.65% 09/29/2017$952,589
CITIGROUP INC 1.85% 11/24/2017$943,198
MASTR ASSET BACKED SECURITIES TRUST 2004-OPT2 1.224% 09/25/2034$935,249
GOLDMAN SACHS GROUP INC/THE 1.917% 11/15/2018$917,629
ZIMMER BIOMET HOLDINGS INC 2% 04/01/2018$916,416
COMMERCIAL MORTGAGE TRUST 2007-GG9 5.444% 03/10/2039$914,046
PNC BANK NA 1.95% 03/04/2019$911,796
COMMONWEALTH BANK OF AUSTRALIA/NEW YORK NY 1.75% 11/02/2018$904,959
GENERAL MOTORS FINANCIAL CO INC 3% 09/25/2017$901,798
HSBC USA INC 1.52% 09/24/2018$901,721
SANTANDER BANK NA 2% 01/12/2018$900,337
NISSAN MOTOR ACCEPTANCE CORP 2% 03/08/2019$898,462
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2016-2 2.66% 11/15/2021$894,433
INVITATION HOMES 2015-SFR3 TRUST 1.807% 08/17/2032$893,505
INVITATION HOMES 2013-SFR1 TRUST 1.657% 12/17/2030$890,034
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SERIES 2007-C30 5.383% 12/15/2043$887,960
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2016-2 1.42% 10/08/2019$872,214
HYUNDAI AUTO RECEIVABLES TRUST 2016-B 2.68% 09/15/2023$871,165
AMERICAN HONDA FINANCE CORP 1.2% 07/12/2019$865,256
NEW CENTURY HOME EQUITY LOAN TRUST 2005-3 1.014% 07/25/2035$859,229
LB-UBS COMMERCIAL MORTGAGE TRUST 2007-C2 5.43% 02/15/2040$857,285
ORIGEN MANUFACTURED HOUSING CONTRACT TRUST 2002-A 7.87% 05/15/2032$852,523
LB COMMERCIAL MORTGAGE TRUST 2007-C3 6.114% 07/15/2044$848,455
IMPERIAL TOBACCO FINANCE PLC 2.05% 07/20/2018$846,145
S&P GLOBAL INC 2.5% 08/15/2018$840,439
MYLAN NV 2.5% 06/07/2019$837,911
VERIZON COMMUNICATIONS INC 3.65% 09/14/2018$835,388
TIAA ASSET MANAGEMENT FINANCE CO LLC 2.95% 11/01/2019$835,228
MORGAN STANLEY ABS CAPITAL I INC TRUST 2004-HE7 1.424% 08/25/2034$834,288
ACTAVIS FUNDING SCS 1.911% 03/12/2020$834,211
SHELL INTERNATIONAL FINANCE BV 1.25% 11/10/2017$831,563
BANK OF AMERICA CORP 1.7% 08/25/2017$831,419
COMMONWEALTH BANK OF AUSTRALIA/NEW YORK NY 2.05% 03/15/2019$830,015
NATIONAL OILWELL VARCO INC 1.35% 12/01/2017$826,742
DRIVE AUTO RECEIVABLES TRUST 2016-B 3.19% 07/15/2022$824,863
FORD MOTOR CREDIT CO LLC 4.25% 02/03/2017$807,741
STANLEY BLACK & DECKER INC 2.451% 11/17/2018$807,547
CITIGROUP INC 2.05% 06/07/2019$806,614
CNH INDUSTRIAL CAPITAL LLC 3.875% 07/16/2018$805,800
TENCENT HOLDINGS LTD 2% 05/02/2017$802,609
SHELL INTERNATIONAL FINANCE BV 1.625% 11/10/2018$802,558
SEAGATE HDD CAYMAN 3.75% 11/15/2018$801,918
SEQUOIA MORTGAGE TRUST 2013-4 2.325% 04/25/2043$801,650
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.474% 05/25/2024$801,610
STATOIL ASA 1.248% 11/08/2018$801,602
CREDIT SUISSE AG/NEW YORK NY 1.75% 01/29/2018$800,282
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.724% 07/25/2024$798,493
MORGAN STANLEY 6.625% 04/01/2018$793,179
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.124% 01/25/2024$790,722
ELECTRICITE DE FRANCE SA 1.15% 01/20/2017$789,569
TENET HEALTHCARE CORP 6.25% 11/01/2018$788,288
BERKSHIRE HATHAWAY FINANCE CORP 1.7% 03/15/2019$787,440
CONSECO FINANCIAL CORP 6.66% 06/01/2030$784,917
DISCOVER CARD EXECUTION NOTE TRUST 5.65% 03/16/2020$782,366
TOTAL CAPITAL INTERNATIONAL SA 1.376% 08/10/2018$782,160
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-4 1.58% 09/16/2019$781,468
JB HUNT TRANSPORT SERVICES INC 2.4% 03/15/2019$777,671
BAT INTERNATIONAL FINANCE PLC 1.85% 06/15/2018$776,989
LB-UBS COMMERCIAL MORTGAGE TRUST 2007-C6 6.114% 07/15/2040$775,884
STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2007-BC1 0.654% 02/25/2037$771,482
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-2 3.02% 04/15/2021$769,085
STANDARD CHARTERED PLC 2.1% 08/19/2019$760,223
BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2006-6 5.421% 10/10/2045$759,261
JPMORGAN CHASE & CO 1.614% 01/25/2018$753,873
BANK OF NEW YORK MELLON CORP/THE 1.316% 08/01/2018$753,222
ARES XXVI CLO LTD 1.78% 04/15/2025$748,161
MITSUBISHI UFJ TRUST & BANKING CORP 1.6% 10/16/2017$741,040
WELLS FARGO MORTGAGE BACKED SECURITIES 2005-AR10 TRUST 2.929% 05/01/2035$740,332
ACCREDITED MORTGAGE LOAN TRUST 2004-4 1.524% 01/25/2035$738,438
T-MOBILE USA INC 5.25% 09/01/2018$730,800
SABMILLER HOLDINGS INC 2.45% 01/15/2017$722,189
AMERICREDIT AUTOMOBILE RECEIVABLES 2016-1 1.248% 06/10/2019$712,410
MACQUARIE BANK LTD 1.364% 10/27/2017$710,074
GATX CORP 2.5% 07/30/2019$709,513
CALIFORNIA EARTHQUAKE AUTHORITY 1.824% 07/01/2017$703,850
ASTORIA FINANCIAL CORP 5% 06/19/2017$703,697
CREDIT AGRICOLE SA/LONDON 1.48% 04/15/2019$701,663
KOREA EXPRESSWAY CORP 1.625% 04/28/2017$700,579
CNPC GENERAL CAPITAL LTD 1.717% 05/14/2017$700,356
CANADIAN NATURAL RESOURCES LTD 1.75% 01/15/2018$699,243
FORD MOTOR CREDIT CO LLC 3% 06/12/2017$697,411
CONSECO FINANCIAL CORP 6.78% 10/15/2027$692,927
WESTERN DIGITAL CORP 10.5% 04/01/2024$691,688
STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-11 1.454% 01/25/2035$689,776
GLENCORE FUNDING LLC 2.04% 01/15/2019$686,550
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 1.6% 11/20/2017$678,692
ALTERNATIVE LOAN TRUST 2006-39CB 6% 01/25/2037$678,444
GENERAL ELECTRIC CAPITAL CORP 6% 08/07/2019$678,232
HYUNDAI CAPITAL SERVICES INC 1.625% 08/30/2019$678,139
COLONY AMERICAN HOMES 2014-1 1.657% 05/17/2031$678,106
WANT WANT CHINA FINANCE LTD 1.875% 05/14/2018$678,013
SEQUOIA MORTGAGE TRUST 2013-4 1.55% 04/25/2043$666,309
NVIDIA CORP 2.2% 09/16/2021$662,770
NISSAN MOTOR ACCEPTANCE CORP 1.95% 09/12/2017$652,605
KROGER CO/THE 2.2% 01/15/2017$651,996
AIRCASTLE LTD 6.75% 04/15/2017$648,543
BANQUE FEDERATIVE DU CREDIT MUTUEL SA 2% 04/12/2019$643,569
MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC 2004-1 2.682% 12/25/2034$639,646
UNITEDHEALTH GROUP INC 1.9% 07/16/2018$636,824
FBR SECURITIZATION TRUST 2005-2 1.244% 09/25/2035$635,332
CHEVRON CORP 1.79% 11/16/2018$626,614
KEYBANK NA/CLEVELAND OH 2.35% 03/08/2019$621,703
STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2006-WF3 0.664% 09/25/2036$621,271
AMERICAN HOMES 4 RENT 2014-SFR1 1.507% 06/17/2031$619,934
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR9 TRUST 1.164% 07/25/2045$619,540
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.524% 10/25/2023$619,158
MIZUHO BANK LTD 1.7% 09/25/2017$611,490
CITIGROUP INC 2.4% 02/18/2020$607,992
HYUNDAI CAPITAL AMERICA 2% 03/19/2018$603,624
SENECA PARK CLO LTD 2.159% 07/17/2026$600,023
PRUDENTIAL FINANCIAL INC 1.597% 08/15/2018$599,022
LONG BEACH MORTGAGE LOAN TRUST 2005-1 1.319% 02/25/2035$597,247
HYATT HOTEL PORTFOLIO TRUST 2015-HYT 4.308% 11/15/2029$596,335
INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/NEW YORK 2.351% 11/13/2017$594,440
SYNCHRONY FINANCIAL 3% 08/15/2019$594,097
BMW US CAPITAL LLC 1.5% 04/11/2019$591,145
HUNTINGTON NATIONAL BANK/THE 1.3% 11/20/2016$590,214
ALLY FINANCIAL INC 3.25% 09/29/2017$590,119
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-5 1.12% 12/17/2018$582,775
BAT INTERNATIONAL FINANCE PLC 1.163% 06/15/2018$582,014
BAXALTA INC 1.427% 06/22/2018$578,121
CHL MORTGAGE PASS-THROUGH TRUST 2004-11 2.648% 07/25/2034$576,647
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2016-2 1.38% 07/15/2019$570,941
EXPRESS SCRIPTS HOLDING CO 1.25% 06/02/2017$570,255
SYNCHRONY FINANCIAL 2.6% 01/15/2019$566,898
CISCO SYSTEMS INC 1.6% 02/28/2019$564,407
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.242% 10/01/2034$558,161
NOMURA RESECURITIZATION TRUST 2015-2R 1.225% 04/26/2047$552,950
HYATT HOTEL PORTFOLIO TRUST 2015-HYT 1.758% 11/15/2029$550,880
GREENPOINT MANUFACTURED HOUSING 8.3% 10/15/2026$544,353
RYDER SYSTEM INC 2.5% 03/01/2017$542,075
SMBC AVIATION CAPITAL FINANCE DAC 2.65% 07/15/2021$531,319
WELLS FARGO MORTGAGE BACKED SECURITIES 2003-H TRUST 2.92% 09/25/2033$527,687
FDIC GUARANTEED NOTES TRUST 2010-S1 3.25% 04/25/2038$522,443
SEQUOIA MORTGAGE TRUST 2013-1 1.45% 02/25/2043$521,214
FIFTH THIRD BANK/CINCINNATI OH 2.3% 03/15/2019$519,220
CENTERPOINT ENERGY TRANSITION BOND CO IV LLC 0.901% 04/15/2018$518,838
US BANK NA/CINCINNATI OH 1.45% 01/29/2018$511,510
CAPITAL ONE FINANCIAL CORP 2.45% 04/24/2019$511,201
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2016-2 1.57% 06/17/2019$510,538
BAIDU INC 2.25% 11/28/2017$504,628
NBCUNIVERSAL ENTERPRISE INC 1.365% 04/15/2018$503,573
UNITED STATES TREASURY NOTE/BOND 1% 12/31/2017$501,846
VERIZON OWNER TRUST 2016-1 1.42% 01/20/2021$501,775
JPMORGAN CHASE & CO 6.3% 04/23/2019$501,480
UNITED STATES TREASURY NOTE/BOND 0.875% 07/15/2018$500,987
SANTANDER UK PLC 2.5% 03/14/2019$497,482
CIT GROUP INC 5.25% 03/15/2018$496,375
WHIRLPOOL CORP 1.65% 11/01/2017$491,514
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2016-2 4.1% 06/15/2021$491,333
BPCE SA 1.252% 06/23/2017$490,904
FREEPORT-MCMORAN INC 2.15% 03/01/2017$490,613
SPRINGLEAF MORTGAGE LOAN TRUST 2013-1 1.27% 06/25/2058$490,151
MORGAN STANLEY CAPITAL I TRUST 2007-IQ14 5.692% 04/15/2049$485,289
KUBOTA CREDIT OWNER TRUST 2015-1 0.94% 12/15/2017$484,307
HUTCHISON WHAMPOA INTERNATIONAL 12 II LTD 2% 11/08/2017$482,564
STRUCTURED ASSET SECURITIES CORP MORTGAGE PASS-THROUGH CTFS SER 2003-34A 2.955% 11/25/2033$472,735
EXXON MOBIL CORP 1.439% 03/01/2018$472,063
AMPHENOL CORP 1.55% 09/15/2017$470,765
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 2.2% 07/21/2021$468,758
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2007-CIBC18 5.44% 06/12/2047$467,873
LIBERTY PROPERTY LP 6.625% 10/01/2017$465,846
CELGENE CORP 2.125% 08/15/2018$465,127
STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2006-WF1 0.864% 02/25/2036$463,675
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.045% 06/01/2041$463,667
CAPITAL AUTO RECEIVABLES ASSET TRUST 2016-2 2.42% 06/21/2021$461,817
SYNCHRONY FINANCIAL 1.875% 08/15/2017$461,013
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-1 3.24% 04/15/2021$460,477
WELLS FARGO MORTGAGE BACKED SECURITIES 2005-AR2 TRUST 2.84% 03/25/2035$460,314
HESS CORP 1.3% 06/15/2017$460,004
WELLS FARGO MORTGAGE BACKED SECURITIES 2004-S TRUST 2.989% 09/25/2034$455,135
EXXON MOBIL CORP 1.708% 03/01/2019$454,958
ELECTRICITE DE FRANCE SA 1.156% 01/20/2017$450,319
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2014-5 1.15% 01/15/2019$446,179
HUNTINGTON NATIONAL BANK/THE 2.2% 11/06/2018$445,712
SBA COMMUNICATIONS CORP 5.625% 10/01/2019$442,096
DRIVE AUTO RECEIVABLES TRUST 2016-B 1.67% 07/15/2019$439,414
AUTODESK INC 1.95% 12/15/2017$432,722
BECTON DICKINSON AND CO 1.8% 12/15/2017$432,085
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SERIES 2007-C30 5.342% 12/15/2043$430,766
CAPITAL ONE BANK USA NA 1.15% 11/21/2016$430,133
STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2004-AR5 1.174% 10/19/2034$428,796
SEQUOIA MORTGAGE TRUST 2012-1 2.865% 01/25/2042$426,436
STRYKER CORP 2% 03/08/2019$425,532
DOMINION RESOURCES INC/VA 1.6% 08/15/2019$425,501
ENBRIDGE INC 1.136% 06/02/2017$419,171
GLENCORE FUNDING LLC 2.5% 01/15/2019$418,084
ING BANK NV 2.3% 03/22/2019$416,199
TSMC GLOBAL LTD 1.625% 04/03/2018$410,789
WEA FINANCE LLC / WESTFIELD UK & EUROPE FINANCE PLC 2.7% 09/17/2019$410,368
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 1.974% 11/25/2023$408,298
GSAMP TRUST 2004-SEA2 1.174% 03/25/2034$407,985
ALIBABA GROUP HOLDING LTD 1.625% 11/28/2017$401,013
TOYOTA AUTO RECEIVABLES 2014-B OWNER TRUST 1.31% 09/16/2019$401,013
THERMO FISHER SCIENTIFIC INC 1.3% 02/01/2017$400,850
MIZUHO BANK LTD 1.09% 09/25/2017$400,419
THOMSON REUTERS CORP 1.3% 02/23/2017$400,242
CAMERON INTERNATIONAL CORP 1.4% 06/15/2017$400,040
PNC BANK NA 1.15% 11/01/2016$400,000
CONSECO FINANCIAL CORP 7.7% 09/15/2026$398,038
DRIVE AUTO RECEIVABLES TRUST 2016-B 2.56% 06/15/2020$393,687
MEDTRONIC INC 1.5% 03/15/2018$391,841
AUTOZONE INC 1.625% 04/21/2019$391,539
EBAY INC 2.5% 03/09/2018$385,509
FIDELITY NATIONAL INFORMATION SERVICES INC 2% 04/15/2018$383,395
SPRINGLEAF MORTGAGE LOAN TRUST 2013-2 3.52% 12/25/2065$376,577
SEQUOIA MORTGAGE TRUST 2013-8 2.25% 06/25/2043$374,482
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2014-3 1.15% 06/10/2019$374,039
SYNCHRONY FINANCIAL 1.989% 02/03/2020$371,915
AES CORP/VA 3.673% 06/01/2019$371,850
LB-UBS COMMERCIAL MORTGAGE TRUST 2007-C1 5.484% 02/15/2040$370,926
PACCAR FINANCIAL CORP 1.1% 06/06/2017$370,092
NEWELL BRANDS INC 2.15% 10/15/2018$365,300
GENERAL ELECTRIC CAPITAL CORP 5.5% 01/08/2020$365,126
FIFTH THIRD BANCORP 5.45% 01/15/2017$359,216
CITIZENS BANK NA/PROVIDENCE RI 2.3% 12/03/2018$354,223
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 3.75% 05/11/2017$349,759
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 1.674% 05/25/2028$342,690
APPLE INC 1.7% 02/22/2019$333,854
WALGREENS BOOTS ALLIANCE INC 1.75% 11/17/2017$331,898
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2015-2 0.83% 09/10/2018$330,916
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SERIES 2007-C33 6.156% 02/15/2051$330,850
WEA FINANCE LLC / WESTFIELD UK & EUROPE FINANCE PLC 1.75% 09/15/2017$330,675
CAPITAL AUTO RECEIVABLES ASSET TRUST 2013-1 1.74% 10/22/2018$330,357
PARK PLACE SECURITIES INC ASSET-BACKED PASS-THROUGH CTFS SER 2004-WHQ2 1.469% 02/25/2035$329,921
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2016-2 2.87% 11/08/2021$328,603
WELLS FARGO HOME EQUITY ASSET-BACKED SECURITIES 2005-2 TRUST 0.954% 11/25/2035$325,787
LLOYDS BANK PLC 2.3% 11/27/2018$323,581
BAXALTA INC 2% 06/22/2018$320,927
NOVELIS CORP 6.25% 08/15/2024$319,125
LEHMAN ABS MANUFACTURED HOUSING CONTRACT TRUST 2001-B 5.27% 04/15/2040$308,101
SOUNDVIEW HOME LOAN TRUST 2006-1 0.714% 02/25/2036$304,737
IAC/INTERACTIVECORP 4.875% 11/30/2018$302,375
KINDER MORGAN INC/DE 2% 12/01/2017$300,252
HUNTINGTON NATIONAL BANK/THE 1.14% 04/24/2017$299,844
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2014-3 2.65% 08/17/2020$294,579
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 2.5% 06/15/2019$294,433
THERMO FISHER SCIENTIFIC INC 2.15% 12/14/2018$293,398
PACCAR FINANCIAL CORP 1.28% 12/06/2018$292,078
VENTAS REALTY LP 1.25% 04/17/2017$289,914
DOMINION RESOURCES INC/VA 2.962% 07/01/2019$287,583
AMERIQUEST MORTGAGE SECURITIES INC ASSET BACKED PASS-THROUGH CTFS SER 2005-R11 0.974% 01/25/2036$286,470
ZIMMER BIOMET HOLDINGS INC 2.7% 04/01/2020$286,344
STRUCTURED ASSET SECURITIES CORP 2005-WF1 1.184% 02/25/2035$285,417
CARNIVAL CORP 1.875% 12/15/2017$282,287
SPRINGLEAF MORTGAGE LOAN TRUST 2013-2 1.78% 12/25/2065$281,947
SOUTHERN POWER CO 1.85% 12/01/2017$281,861
FORTIVE CORP 1.8% 06/15/2019$280,954
JOHN DEERE CAPITAL CORP 1.35% 01/16/2018$280,712
COMM 2007-C9 MORTGAGE TRUST 5.65% 12/10/2049$277,212
PHILLIPS 66 2.95% 05/01/2017$272,469
SHELL INTERNATIONAL FINANCE BV 1.375% 05/10/2019$269,358
HYUNDAI CAPITAL AMERICA 2.125% 10/02/2017$266,349
AT&T INC 5.5% 02/01/2018$263,487
NATIONAL AUSTRALIA BANK LTD 1.3% 06/30/2017$260,174
BOISE CASCADE CO 5.625% 09/01/2024$255,000
APPLE INC 1.3% 02/23/2018$250,787
GREATAMERICA LEASING RECEIVABLES FUNDING LLC 1.83% 06/17/2019$250,268
ASSET-BACKED PASS-THROUGH CERTIFICATES SERIES 2005-R2 1.244% 04/25/2035$245,811
BP CAPITAL MARKETS PLC 1.316% 05/10/2018$240,856
ACCREDITED MORTGAGE LOAN TRUST 2006-1 0.704% 04/25/2036$238,145
CAPITAL AUTO RECEIVABLES ASSET TRUST 2016-2 2.11% 03/22/2021$231,859
LB-UBS COMMERCIAL MORTGAGE TRUST 2007-C7 6.365% 09/15/2045$229,596
SPECIALTY UNDERWRITING & RESIDENTIAL FINANCE TRUST SERIES 2005-BC1 1.605% 12/25/2035$228,540
IHO VERWALTUNGS GMBH 4.125% 09/15/2021$222,750
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 5.875% 06/15/2021$212,580
SPRINGLEAF MORTGAGE LOAN TRUST 2013-1 2.31% 06/25/2058$205,757
NOVELIS CORP 5.875% 09/30/2026$205,250
ALIBABA GROUP HOLDING LTD 2.5% 11/28/2019$204,311
BANK OF AMERICA CORP 3.875% 03/22/2017$202,334
WM WRIGLEY JR CO 2% 10/20/2017$201,450
CONSECO FINANCIAL CORP 6.24% 12/01/2028$200,994
JOHNSON CONTROLS INC 1.4% 11/02/2017$200,650
WM WRIGLEY JR CO 1.4% 10/21/2016$200,056
FIRST FRANKLIN MORTGAGE LOAN TRUST SERIES 2005-FF6 1.184% 05/25/2036$197,020
BANC OF AMERICA MORTGAGE 2004-L TRUST 2.974% 01/25/2035$191,260
FIDELITY NATIONAL INFORMATION SERVICES INC 1.45% 06/05/2017$190,095
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2015-3 1.07% 01/08/2019$176,508
BERKSHIRE HATHAWAY INC 1.15% 08/15/2018$169,955
PARK PLACE SECURITIES INC ASSET-BACKED PASS-THROUGH CERTIFICATES SERIES 2005-WCW 1.024% 07/25/2035$168,615
TRANSALTA CORP 1.9% 06/03/2017$160,140
NELNET STUDENT LOAN TRUST 2014-2 0.804% 06/25/2021$144,199
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 1.538% 03/25/2025$100,993
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2015-3 1.02% 09/17/2018$100,930
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.075% 10/01/2034$93,209
AEGIS ASSET BACKED SECURITIES TRUST 2005-1 1.024% 03/25/2035$87,139
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2014-1 1.59% 10/15/2018$74,297
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.232% 09/01/2034$74,192
GOLDMAN SACHS GROUP INC/THE 2% 04/25/2019$73,530
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.276% 09/01/2034$50,414
MORGAN STANLEY ABS CAPITAL I INC TRUST 2005-HE5 1.154% 09/25/2035$40,043
JP MORGAN MORTGAGE ACQUISITION CORP 2005-WMC1 1.154% 09/25/2035$39,450
WELLS FARGO MORTGAGE BACKED SECURITIES 2005-6 TRUST 5.75% 08/25/2035$36,048
SEQUOIA MORTGAGE TRUST 2012-2 3.5% 04/25/2042$32,931
BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004-BO1 1.274% 10/25/2034$7,141
PARK PLACE SECURITIES INC ASSET-BACKED PASS-THROUGH CTFS SER 2005-WHQ1 1.274% 03/25/2035$3,920
HOME EQUITY ASSET TRUST 2006-1 0.854% 04/25/2036$2,596
HOME EQUITY ASSET TRUST 2005-2 1.289% 07/25/2035$2,498
 
Short-Term/Cash
Holding NameMarket Value
FIDELITY INSTITUTIONAL MONEY MARKET$19,957,981
NEW YORK ST HSG VAR 05/44$2,555,000
 
Other
Holding NameMarket Value
USD$64,568
US 2YR NOTE (CBT) BOND DEC16 (TUZ6) COMDTY$5,349
USD$-936,581
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
 

Statistics

Duration and Maturity As of Oct 31, 2016
StatisticValue
Average Effective Duration1.63 years
Average Effective Maturity2.09 years
Portfolio Statistics As of Oct 31, 2016
Statistic3-Year5-Year
Beta0.520.69
Alpha0.220.45
Standard Deviation0.841.11
 
 

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.