2016-07-21T13:00:17-05:00 2016-05-31 135565207 KPMG LLP 2020 N CENTRAL AVE STE 700 PHOENIX AZ 85004 990PF 2015-06-01 311605979 DELONG-SWEET CHARITABLE FOUNDATION CO DELO 6196525725 PO BOX 75000 DETROIT MI 482757874 JAMES DELONG TRUSTEE 6196525725 2016-07-07 JEFFREY E KUHLIN P00353001 8558073423 2016-07-07 2015 2016-12-15 16:53:06Z X 8216208 228466 228466 197532 2401860 197532 0 -2067 -2067 423931 423931 66000 33000 33000 0 0 0 0 0 0 900 450 450 96150 96150 0 0 19874 2783 0 0 0 3157 1578 0 1578 0 0 498 488 10 186579 134449 0 35038 396000 396000 582579 134449 0 431038 -158648 289482 0 390740 196701 196701 0 0 0 4388327 4394689 5439006 2153026 2256866 2254974 370995 296720 325527 7303088 7144976 8216208 0 X 7303088 7144976 7303088 7144976 7303088 7144976 7303088 -158648 9841 7154281 9305 7144976 17. SABRE CORP 2014-06-26 2015-06-03 424 332 92 92 5. CACI INTL INC CL A 2014-03-13 2015-06-04 426 382 44 44 2. SABRE CORP 2014-06-03 2015-06-04 51 38 13 13 12. SKYWORKS SOLUTIONS INC 2012-12-20 2015-06-04 1256 245 1011 1011 15000. UNITED STATES TREASURY .375% 06/30/2015 2014-06-13 2015-06-04 15003 15003 1. CACI INTL INC CL A 2014-03-13 2015-06-05 85 76 9 9 15. TELENOR ASA SPONSORED ADR 2010-12-10 2015-06-05 997 698 299 299 3. CACI INTL INC CL A 2014-03-24 2015-06-08 254 226 28 28 53. CARMAX INC 2014-02-14 2015-06-08 3852 2433 1419 1419 29. OMNICOM GROUP INC 2014-09-30 2015-06-08 2132 1998 134 134 184. OMNICOM GROUP INC 2011-07-01 2015-06-08 13527 8003 5524 5524 4. CACI INTL INC CL A 2014-03-24 2015-06-09 336 300 36 36 54. SOUTH32 LTD W/I 2015-06-01 2015-06-09 426 450 -24 -24 5. CACI INTL INC CL A 2014-03-24 2015-06-10 427 375 52 52 544. PEARSON PLC SPON ADR 2014-09-04 2015-06-10 10653 9845 808 808 2500. PEARSON PLC SPON ADR 2010-10-26 2015-06-10 48957 38125 10832 10832 28. ALERE INC 2014-05-13 2015-06-12 1428 1018 410 410 35. AMSURG CORP 2014-11-17 2015-06-12 2392 1758 634 634 130. ARES CAPITAL CORP 2015-02-02 2015-06-12 2088 2184 -96 -96 33. AVERY DENNISON CORP 2015-04-20 2015-06-12 2058 1690 368 368 26. BROADRIDGE FINL SOLUTIONS INC 2014-08-19 2015-06-12 1357 1071 286 286 17. CIT GROUP INC 2014-11-14 2015-06-12 803 831 -28 -28 23. CIT GROUP INC 2014-05-22 2015-06-12 1087 1034 53 53 23. CABELAS INC CL A 2014-09-05 2015-06-12 1199 1390 -191 -191 17. CACI INTL INC CL A 2014-04-02 2015-06-12 1455 1266 189 189 33. CARPENTER TECHNOLOGY CORP 2015-05-04 2015-06-12 1386 1635 -249 -249 72. CATALENT INC 2015-05-07 2015-06-12 2158 1994 164 164 57. COMMSCOPE HLDG CO INC 2014-02-13 2015-06-12 1773 1065 708 708 34. COMMUNITY HEALTH SYSTEMS 2013-10-10 2015-06-12 1853 1472 381 381 24. CON-WAY INC 2014-03-07 2015-06-12 981 949 32 32 41. CROWN HOLDINGS INC 2010-10-01 2015-06-12 2296 1187 1109 1109 50. FIRST AMERN FINL CORP 2014-02-10 2015-06-12 1758 1239 519 519 22. FISERV INC 2011-08-17 2015-06-12 1771 603 1168 1168 40. GALLAGHER ARTHUR J & CO 2015-04-14 2015-06-12 1938 1891 47 47 58. GILDAN ACTIVEWEAR INC CL A SUB VTG SHS 2014-12-02 2015-06-12 1865 1670 195 195 17. GLOBAL PAYMENTS INC 2012-02-08 2015-06-12 1793 874 919 919 32. HCA HLDGS INC COM 2011-12-07 2015-06-12 2666 715 1951 1951 56. HD SUPPLY HLDGS INC. 2014-02-11 2015-06-12 1893 1235 658 658 23. HSN INC 2014-04-09 2015-06-12 1579 1294 285 285 7. HARMAN INTL INDS INC NEW 2013-02-15 2015-06-12 850 308 542 542 46. HERTZ GLOBAL HLDGS INC 2013-11-07 2015-06-12 960 998 -38 -38 163. INVESTORS BANCORP INC NEW 2014-05-23 2015-06-12 2034 1698 336 336 45. JARDEN CORP 2014-05-21 2015-06-12 2393 1683 710 710 29. KAR AUCTION SVCS INC 2013-03-07 2015-06-12 1107 559 548 548 15. LPL FINL HLDGS INC 2014-09-12 2015-06-12 706 734 -28 -28 15. LPL FINL HLDGS INC 2014-05-13 2015-06-12 706 726 -20 -20 26. LENNAR CORP 2012-12-12 2015-06-12 1233 999 234 234 37. MENS WEARHOUSE INC 2014-09-18 2015-06-12 2304 1856 448 448 56. MICRON TECHNOLOGY INC 2015-03-10 2015-06-12 1410 1558 -148 -148 2. MICRON TECHNOLOGY INC 2013-10-30 2015-06-12 50 35 15 15 58. NCR CORP NEW 2014-05-15 2015-06-12 1799 1380 419 419 39. NASDAQ STOCK MARKET INC 2014-06-23 2015-06-12 1985 1519 466 466 17. PVH CORP 2014-04-09 2015-06-12 1919 1968 -49 -49 20. PACKAGING CORP OF AMERICA 2014-05-15 2015-06-12 1353 1348 5 5 45. PACWEST BANCORP 2014-01-13 2015-06-12 2136 1957 179 179 20. REINSURANCE GROUP OF AMERICA 2010-06-23 2015-06-12 1917 936 981 981 20. RELIANCE STEEL & ALUMINUM CO 2014-10-31 2015-06-12 1277 1320 -43 -43 195. RITE AID CORP STORES 2014-10-10 2015-06-12 1741 960 781 781 27. ROCK-TENN CO CL A 2015-05-22 2015-06-12 1729 1793 -64 -64 36. SEI INVESTMENT COMPANY 2014-04-15 2015-06-12 1769 1178 591 591 68. SABRE CORP 2014-06-03 2015-06-12 1662 1299 363 363 40. SERVICEMASTER GLOBAL HLDGS INC 2014-10-10 2015-06-12 1392 916 476 476 14. SKYWORKS SOLUTIONS INC 2012-12-20 2015-06-12 1474 286 1188 1188 7. SNAP ON INC 2011-12-22 2015-06-12 1095 369 726 726 13. SPECTRUM BRANDS HLDGS INC 2014-05-20 2015-06-12 1252 978 274 274 23. TENNECO INC 2014-07-18 2015-06-12 1377 1549 -172 -172 43. TOTAL SYSTEMS SERV 2014-03-28 2015-06-12 1788 1298 490 490 40. TRINET GROUP INC 2014-08-22 2015-06-12 1143 1078 65 65 9. UNITED RENTALS INC 2012-06-22 2015-06-12 829 297 532 532 76. VWR CORP 2015-04-22 2015-06-12 1978 2080 -102 -102 15. WABCO HLDGS INC 2014-06-02 2015-06-12 1892 1622 270 270 20. DELPHI AUTOMOTIVE PLC 2012-01-27 2015-06-12 1754 501 1253 1253 12. MALLINCKRODT PLC 2014-07-01 2015-06-12 1499 946 553 553 9. SIGNET JEWELERS LTD 2014-04-09 2015-06-12 1182 949 233 233 16. CHECK POINT SOFTWARE TECH 2012-08-15 2015-06-12 1343 775 568 568 84. CONSTELLIUM NV CLASS A 2015-05-05 2015-06-12 1024 1543 -519 -519 14. AVAGO TECHNOLOGIES LTD 2011-01-18 2015-06-12 1974 386 1588 1588 25000. METLIFE INC 5% 06/15/2015 2009-07-01 2015-06-15 25000 25000 131.77 FEDERAL HOME LN MTG CORP PARTN C GOLD POOL #G04773 4.5% 09/01/2 2014-11-10 2015-06-16 132 143 -11 -11 101.55 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-4951 GOLD 5% 11/0 2012-11-13 2015-06-16 102 109 -7 -7 32.71 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-6085 6.5% 09/01/20 2011-06-28 2015-06-16 33 37 -4 -4 51.9 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-6766 GOLD POOL 5% 0 2014-11-20 2015-06-16 52 57 -5 -5 101.33 FEDERAL HOME LN MTG CORP GROUP NBR G1-8498 GOLD POOL 3.5% 01/01 2014-02-24 2015-06-16 101 106 -5 -5 246.15 FEDERAL HOME LN MTG CORP GROUP NBR G1-8521 GOLD POOL 3.5% 08/01 2015-04-23 2015-06-16 246 262 -16 -16 99.86 FEDERAL HOME LN MTG CORP GOLD POOL NBR G1-8525 3.5% 09/01/2029 2014-11-12 2015-06-16 100 106 -6 -6 510.11 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8360 GOLD 3% 03/0 2012-12-12 2015-06-16 510 533 -23 -23 604.64 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8800 GOLD 3% 04/0 2014-11-20 2015-06-16 605 628 -23 -23 275.09 FEDERAL HOME LN MTG CORP GOLD POOL #A89 2013-08-08 2015-06-16 275 298 -23 -23 132.55 FEDERAL HOME LN MTG CORP PARTN C GOLD POOL NBR J2-6033 3.5% 10/ 2013-10-22 2015-06-16 133 140 -7 -7 129.41 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR Z4-0045 GOLD POOL 5% 2013-03-27 2015-06-16 129 139 -10 -10 76.04 FEDERAL HOME LN MTG CORP PARTN GROUP NBR Q0-0798 GOLD POOL 4% 05 2012-11-13 2015-06-16 76 81 -5 -5 1. CACI INTL INC CL A 2014-02-18 2015-06-17 85 73 12 12 148. CHINA UNICOM LTD SPON ADR 2012-08-29 2015-06-17 2388 2536 -148 -148 266. FRANKLIN RES INC 2012-06-04 2015-06-17 13423 6615 6808 6808 147. NICE SYSTEMS LTD SPONS ADR EACH ADR REPRESENTS 1 ORD 2013-04-30 2015-06-17 9765 5112 4653 4653 14. NICE SYSTEMS LTD SPONS ADR EACH ADR REPRESENTS 1 ORD 2014-06-19 2015-06-17 930 572 358 358 3. CACI INTL INC CL A 2014-02-14 2015-06-18 256 219 37 37 8. CON-WAY INC 2014-01-06 2015-06-18 323 307 16 16 4. CACI INTL INC CL A 2014-02-14 2015-06-19 341 291 50 50 20. CON-WAY INC 2014-01-06 2015-06-19 800 748 52 52 12000. UNITED STATES TREASURY .25% 11/30/2015 2013-12-18 2015-06-22 12007 11988 19 19 9000. UNITED STATES TREASURY .375% 06/30/2015 2014-06-13 2015-06-22 9000 9000 6. AMAZON COM INC 2014-05-23 2015-06-24 2676 1859 817 817 8. CAMDEN PPTY TR 2014-05-28 2015-06-24 602 559 43 43 385. CHINA UNICOM LTD SPON ADR 2014-02-13 2015-06-24 6231 5470 761 761 17. EXTRA SPACE STORAGE INC (REIT) 2009-01-29 2015-06-24 1142 149 993 993 43. KILROY REALTY CORPORATION (REIT) 2011-05-20 2015-06-24 3000 1228 1772 1772 88. LIBERTY PROPERTY TRUST (REIT) 2013-08-19 2015-06-24 3035 2545 490 490 19. LIBERTY PROPERTY TRUST (REIT) 2014-08-15 2015-06-24 655 661 -6 -6 34. PING AN INS GROUP CO CHINA LTD ADR 2011-02-16 2015-06-24 981 691 290 290 5. SIMON PROPERTY GROUP INC (REIT) 2014-10-29 2015-06-24 878 883 -5 -5 13000. TOTAL CAP 3% 06/24/2015 2013-02-12 2015-06-24 13000 13000 41. MASTERCARD INC 2013-07-02 2015-06-25 3893 2395 1498 1498 305.66 FEDERAL NATL MTG ASSN POOL #190377 5% 11 2014-11-20 2015-06-26 306 339 -33 -33 64.34 FEDERAL NATL MTG ASSN POOL #256062 5.5% 2011-03-16 2015-06-26 64 69 -5 -5 43.61 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-05-16 2015-06-26 44 46 -2 -2 35.54 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2011-12-16 2015-06-26 36 38 -2 -2 197.37 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2015-06-26 197 203 -6 -6 165.36 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AK9469 3.5% 03/01/2027 2014-07-17 2015-06-26 165 175 -10 -10 74.3 FEDERAL NATL MTG ASSN POOL NBR AL0228 5 2011-06-15 2015-06-26 74 80 -6 -6 313.91 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AL6223 4.5% 08/01/2044 2015-03-24 2015-06-26 314 342 -28 -28 239.86 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2015-06-26 240 250 -10 -10 790.43 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV5036 3.5% 02/01/2044 2014-04-10 2015-06-26 790 806 -16 -16 246.84 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV6336 4.5% 01/01/2044 2014-02-25 2015-06-26 247 265 -18 -18 88.79 FEDERAL NATL MTG ASSN POOL #745355 5% 0 2010-04-29 2015-06-26 89 86 3 3 13.56 FEDERAL NATL MTG ASSN POOL #847842 5.5% 2010-02-25 2015-06-26 14 14 6.63 FEDERAL NATL MTG ASSN POOL NBR 848782 6 2012-08-10 2015-06-26 7 7 119.59 FEDERAL NATL MTG ASSN POOL #888356 5.5% 2007-04-12 2015-06-26 120 121 -1 -1 4.77 FEDERAL NATL MTG ASSN POOL #888435 5.5% 2008-11-21 2015-06-26 5 5 28.87 FEDERAL NATL MTG ASSN POOL NBR 888439 5 2009-06-12 2015-06-26 29 30 -1 -1 119.53 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 889799 5.5% 02/01/202 2011-01-27 2015-06-26 120 128 -8 -8 53.58 FEDERAL NATL MTG ASSN POOL NBR 890314 5. 2012-02-14 2015-06-26 54 58 -4 -4 45.19 FEDERAL NATL MTG ASSN POOL NBR 894675 6. 2010-02-19 2015-06-26 45 48 -3 -3 210.91 FEDERAL NATL MTG ASSN POOL #898565 6.5% 2010-05-10 2015-06-26 211 220 -9 -9 .85 FEDERAL NATL MTG ASSN POOL NBR 902408 6 2012-08-10 2015-06-26 1 1 10.95 FEDERAL NATL MTG ASSN POOL #928739 6.5% 2011-03-16 2015-06-26 11 12 -1 -1 11.8 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 929203 6.5% 03/01/2038 2013-03-20 2015-06-26 12 13 -1 -1 202.3 FEDERAL NATL MTG ASSN POOL NBR 930664 6 2012-02-15 2015-06-26 202 225 -23 -23 31.69 FEDERAL NATL MTG ASSN POOL NBR 933441 5. 2009-12-22 2015-06-26 32 33 -1 -1 1. FEDERAL NATL MTG ASSN POOL #936519 6.5% 2007-09-13 2015-06-26 1 1 1.46 FEDERAL NATL MTG ASSN POOL #937630 5% 06 2007-09-12 2015-06-26 1 1 142.2 FEDERAL NATL MTG ASSN POOL NBR 944072 6. 2010-01-11 2015-06-26 142 152 -10 -10 2.27 FEDERAL NATL MTG ASSN GTD MTG PA POOL #974342 6.5% 03/01/2038 2009-10-16 2015-06-26 2 2 2.22 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2010-02-19 2015-06-26 2 2 .44 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2009-10-16 2015-06-26 199.1 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 982880 5.5% 05/01/2023 2012-08-16 2015-06-26 199 214 -15 -15 18.42 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995097 6.5% 10/01/2037 2013-02-26 2015-06-26 18 20 -2 -2 79.5 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995230 6.5% 01/01/2039 2010-06-09 2015-06-26 80 86 -6 -6 28.71 FEDERAL NATL MTG ASSN GTD MTG PA POOL #995232 6.5% 12/01/2038 2012-11-13 2015-06-26 29 32 -3 -3 33.4 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995265 5.5% 01/01/2024 2010-01-11 2015-06-26 33 35 -2 -2 61.06 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995431 5.5% 02/01/2023 2010-08-24 2015-06-26 61 65 -4 -4 76.99 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA6843 5% 05/01/2039 2009-04-14 2015-06-26 77 78 -1 -1 5.38 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA8753 5% 06/01/2039 2010-01-11 2015-06-26 5 6 -1 -1 114.56 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AC6992 5% 12/01/2039 2011-03-15 2015-06-26 115 120 -5 -5 65.03 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AC9227 5% 05/01/2040 2010-10-07 2015-06-26 65 68 -3 -3 230.9 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR MA1908 4.5% 05/01/2044 2014-07-16 2015-06-26 231 249 -18 -18 302.41 FEDERAL NATL MTG ASSN POOL NBR AD0276 5 2013-05-21 2015-06-26 302 330 -28 -28 79.88 FEDERAL NATL MTG ASSN GTD MTG PA POOL #A 2011-01-25 2015-06-26 80 84 -4 -4 66.38 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE0443 6.5% 10/01/2039 2013-03-11 2015-06-26 66 74 -8 -8 748.98 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE0698 4.5% 12/01/204 2013-09-24 2015-06-26 749 799 -50 -50 118.79 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE1789 4% 10/01/2040 2011-11-08 2015-06-26 119 124 -5 -5 19. GULFPORT ENERGY CORP 2014-01-17 2015-07-09 737 1051 -314 -314 828. AFLAC INC 2012-10-11 2015-07-13 50473 40031 10442 10442 73. AFLAC INC 2014-09-04 2015-07-13 4450 4464 -14 -14 1. ALERE INC 2014-05-12 2015-07-13 53 36 17 17 35. ALERE INC 2014-05-12 2015-07-13 1845 1247 598 598 15. AMAZON COM INC 2014-05-23 2015-07-13 6824 4645 2179 2179 1206. EVERSOURCE ENERGY 2010-10-26 2015-07-13 56576 37495 19081 19081 6. ALERE INC 2014-02-10 2015-07-14 312 208 104 104 23. ALERE INC 2014-04-15 2015-07-14 1197 794 403 403 2. ALERE INC 2014-04-15 2015-07-15 104 69 35 35 84. VISA INC CL A 2014-06-13 2015-07-15 5886 2949 2937 2937 12. ALERE INC 2014-04-15 2015-07-16 623 411 212 212 22. ALERE INC 2014-02-07 2015-07-16 1147 749 398 398 171.75 FEDERAL HOME LN MTG CORP PARTN C GOLD POOL #G04773 4.5% 09/01/2 2014-11-10 2015-07-16 172 186 -14 -14 109.94 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-4951 GOLD 5% 11/0 2012-11-13 2015-07-16 110 118 -8 -8 19.44 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-6085 6.5% 09/01/20 2011-06-28 2015-07-16 19 22 -3 -3 41.97 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-6766 GOLD POOL 5% 2014-11-20 2015-07-16 42 46 -4 -4 99.63 FEDERAL HOME LN MTG CORP GROUP NBR G1-8498 GOLD POOL 3.5% 01/01/ 2014-02-24 2015-07-16 100 104 -4 -4 123.45 FEDERAL HOME LN MTG CORP GROUP NBR G1-8521 GOLD POOL 3.5% 08/01 2015-04-23 2015-07-16 123 131 -8 -8 75.27 FEDERAL HOME LN MTG CORP GOLD POOL NBR G1-8525 3.5% 09/01/2029 2014-11-12 2015-07-16 75 80 -5 -5 635.01 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8360 GOLD 3% 03/0 2012-12-12 2015-07-16 635 664 -29 -29 354.21 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8800 GOLD 3% 04/0 2014-11-20 2015-07-16 354 368 -14 -14 87.95 FEDERAL HOME LN MTG CORP GOLD POOL #A89 2013-08-08 2015-07-16 88 95 -7 -7 87.84 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J2-2427 GOLD POOL 3% 2015-06-17 2015-07-16 88 91 -3 -3 136.39 FEDERAL HOME LN MTG CORP PARTN C GOLD POOL NBR J2-6033 3.5% 10/ 2013-10-22 2015-07-16 136 144 -8 -8 152.61 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR Z4-0045 GOLD POOL 5% 2013-03-27 2015-07-16 153 164 -11 -11 30.95 FEDERAL HOME LN MTG CORP PARTN GROUP NBR Q0-0798 GOLD POOL 4% 05 2012-11-13 2015-07-16 31 33 -2 -2 6. ALERE INC 2014-02-07 2015-07-17 310 204 106 106 10. WABCO HLDGS INC 2014-06-17 2015-07-17 1229 1075 154 154 6. AMAZON COM INC 2014-05-23 2015-07-20 2932 1856 1076 1076 12000. AMERICAN INTL GROUP INC 3.375% 08/15/202 2013-11-19 2015-07-20 12449 12195 254 254 64. RITE AID CORP STORES 2014-10-08 2015-07-21 558 314 244 244 9. HEALTH CARE REIT INC 2015-02-27 2015-07-22 609 692 -83 -83 3. ALTERA CORP 2013-05-06 2015-07-23 148 99 49 49 4. AVALONBAY COMMUNITIES INC REITS 2015-04-21 2015-07-23 672 677 -5 -5 24. AMAZON COM INC 2014-05-23 2015-07-24 13176 7261 5915 5915 121. VISA INC CL A 2011-07-01 2015-07-24 9030 2645 6385 6385 1. AMAZON COM INC 2014-04-28 2015-07-27 534 290 244 244 63.603 COHEN & STEERS INTL RLTY FD 2014-06-30 2015-07-27 723 742 -19 -19 33. DANONE SPONSORED ADR 2015-06-18 2015-07-27 442 455 -13 -13 1. GOOGLE INC CL C 2014-04-21 2015-07-27 627 527 100 100 8. SEI INVESTMENT COMPANY 2011-07-01 2015-07-27 418 183 235 235 6. VISA INC CL A 2011-07-01 2015-07-27 444 131 313 313 15. ALTERA CORP 2013-05-06 2015-07-28 741 497 244 244 359.69 FEDERAL NATL MTG ASSN POOL #190377 5% 11 2014-11-20 2015-07-28 360 399 -39 -39 74.5 FEDERAL NATL MTG ASSN POOL #256062 5.5% 2011-03-16 2015-07-28 75 80 -5 -5 43.87 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-05-16 2015-07-28 44 46 -2 -2 2.36 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2011-12-16 2015-07-28 2 3 -1 -1 216.36 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2015-07-28 216 222 -6 -6 92.37 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AK9469 3.5% 03/01/2027 2014-07-17 2015-07-28 92 98 -6 -6 60.27 FEDERAL NATL MTG ASSN POOL NBR AL0228 5 2011-06-15 2015-07-28 60 65 -5 -5 129.58 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AL6223 4.5% 08/01/2044 2015-03-24 2015-07-28 130 141 -11 -11 105.72 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2015-07-28 106 110 -4 -4 133.4 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2015-06-17 2015-07-28 133 142 -9 -9 63.92 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV5036 3.5% 02/01/2044 2014-04-10 2015-07-28 64 65 -1 -1 5.44 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV6336 4.5% 01/01/2044 2014-02-25 2015-07-28 5 6 -1 -1 88.74 FEDERAL NATL MTG ASSN POOL #745355 5% 0 2010-04-29 2015-07-28 89 86 3 3 12.35 FEDERAL NATL MTG ASSN POOL #847842 5.5% 2010-02-25 2015-07-28 12 13 -1 -1 6.93 FEDERAL NATL MTG ASSN POOL NBR 848782 6 2012-08-10 2015-07-28 7 8 -1 -1 227.94 FEDERAL NATL MTG ASSN POOL #888356 5.5% 2007-04-12 2015-07-28 228 231 -3 -3 8.78 FEDERAL NATL MTG ASSN POOL #888435 5.5% 2008-11-21 2015-07-28 9 9 33.33 FEDERAL NATL MTG ASSN POOL NBR 888439 5 2009-06-12 2015-07-28 33 34 -1 -1 80.1 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 889799 5.5% 02/01/2023 2011-01-27 2015-07-28 80 86 -6 -6 56.41 FEDERAL NATL MTG ASSN POOL NBR 890314 5. 2012-02-14 2015-07-28 56 61 -5 -5 1.8 FEDERAL NATL MTG ASSN POOL NBR 894675 6. 2010-02-19 2015-07-28 2 2 10.34 FEDERAL NATL MTG ASSN POOL #898565 6.5% 2010-05-10 2015-07-28 10 11 -1 -1 .86 FEDERAL NATL MTG ASSN POOL NBR 902408 6 2012-08-10 2015-07-28 1 1 184.98 FEDERAL NATL MTG ASSN POOL #928739 6.5% 2011-03-16 2015-07-28 185 208 -23 -23 11.86 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 929203 6.5% 03/01/2038 2013-03-20 2015-07-28 12 13 -1 -1 2.18 FEDERAL NATL MTG ASSN POOL NBR 930664 6 2012-02-15 2015-07-28 2 2 120.04 FEDERAL NATL MTG ASSN POOL NBR 933441 5. 2009-12-22 2015-07-28 120 126 -6 -6 1.08 FEDERAL NATL MTG ASSN POOL #936519 6.5% 2007-09-13 2015-07-28 1 1 1.46 FEDERAL NATL MTG ASSN POOL #937630 5% 06 2007-09-12 2015-07-28 1 1 79.02 FEDERAL NATL MTG ASSN POOL NBR 944072 6. 2010-01-11 2015-07-28 79 85 -6 -6 2.27 FEDERAL NATL MTG ASSN GTD MTG PA POOL #974342 6.5% 03/01/2038 2009-10-16 2015-07-28 2 2 17.5 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2010-02-19 2015-07-28 18 17 1 1 .46 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2009-10-16 2015-07-28 83.07 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 982880 5.5% 05/01/2023 2012-08-16 2015-07-28 83 89 -6 -6 27.06 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995097 6.5% 10/01/2037 2013-02-26 2015-07-28 27 30 -3 -3 68.95 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995230 6.5% 01/01/2039 2010-06-09 2015-07-28 69 75 -6 -6 46.73 FEDERAL NATL MTG ASSN GTD MTG PA POOL #995232 6.5% 12/01/2038 2012-11-13 2015-07-28 47 52 -5 -5 30.58 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995265 5.5% 01/01/2024 2010-01-11 2015-07-28 31 32 -1 -1 72.1 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995431 5.5% 02/01/2023 2010-08-24 2015-07-28 72 76 -4 -4 211.41 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA1007 5% 04/01/2036 2015-06-17 2015-07-28 211 234 -23 -23 .85 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA6843 5% 05/01/2039 2009-04-14 2015-07-28 1 1 61.52 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA8753 5% 06/01/2039 2010-01-11 2015-07-28 62 63 -1 -1 83.15 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AB5500 3.5% 07/01/2042 2015-06-17 2015-07-28 83 86 -3 -3 67.93 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AC6992 5% 12/01/2039 2011-03-15 2015-07-28 68 71 -3 -3 48.17 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AC9227 5% 05/01/2040 2010-10-07 2015-07-28 48 50 -2 -2 140.2 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR MA1908 4.5% 05/01/2044 2014-07-16 2015-07-28 140 151 -11 -11 371.72 FEDERAL NATL MTG ASSN POOL NBR AD0276 5 2013-05-21 2015-07-28 372 405 -33 -33 67.49 FEDERAL NATL MTG ASSN GTD MTG PA POOL #A 2011-01-25 2015-07-28 67 71 -4 -4 58.33 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE0443 6.5% 10/01/2039 2013-03-11 2015-07-28 58 65 -7 -7 632.38 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE0698 4.5% 12/01/204 2013-09-24 2015-07-28 632 675 -43 -43 257.97 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE1789 4% 10/01/2040 2011-11-08 2015-07-28 258 269 -11 -11 20. ALTERA CORP 2013-05-06 2015-07-29 990 663 327 327 23. EXTRA SPACE STORAGE INC (REIT) 2014-07-24 2015-07-29 1623 649 974 974 32. KILROY REALTY CORPORATION (REIT) 2009-06-18 2015-07-29 2246 644 1602 1602 9. KILROY REALTY CORPORATION (REIT) 2014-10-24 2015-07-29 632 585 47 47 6. SIMON PROPERTY GROUP INC (REIT) 2014-07-24 2015-07-29 1115 982 133 133 9. VORNADO REALTY TRUST (REIT) 2006-01-09 2015-07-29 865 721 144 144 13. ALTERA CORP 2013-05-06 2015-07-30 647 431 216 216 16. CARNIVAL PLC ADR 2014-06-19 2015-07-30 841 625 216 216 24. CONTINENTAL AG ADR 2015-02-17 2015-07-30 1059 1127 -68 -68 16. DOCTOR REDDY'S LAB ADR 2014-06-19 2015-07-30 1004 646 358 358 17. HDFC BANK LTD ADR 2014-02-13 2015-07-30 1050 554 496 496 24. ITV PLC ADR 2014-04-25 2015-07-30 1013 758 255 255 11. NOBLE ENERGY INC 2012-08-16 2015-07-30 398 381 17 17 7. ALTERA CORP 2013-05-06 2015-07-31 348 232 116 116 18. CATALENT INC 2014-11-17 2015-08-07 603 453 150 150 2. AMAZON COM INC 2014-04-28 2015-08-12 1040 579 461 461 3. FACTSET RESEARCH SYSTEMS INC 2011-07-01 2015-08-12 502 309 193 193 3. FACTSET RESEARCH SYSTEMS INC 2011-07-01 2015-08-12 503 309 194 194 6. SEI INVESTMENT COMPANY 2011-07-01 2015-08-12 325 138 187 187 6. SEI INVESTMENT COMPANY 2011-07-01 2015-08-12 326 138 188 188 139. QUALCOMM INC 2014-09-04 2015-08-13 8673 10433 -1760 -1760 597. QUALCOMM INC 2014-05-06 2015-08-13 37249 47389 -10140 -10140 4. SEI INVESTMENT COMPANY 2011-07-01 2015-08-13 218 92 126 126 59. ADVANCE AUTO PARTS 2012-12-19 2015-08-17 10975 4297 6678 6678 282. NATIONAL-OILWELL INC 2013-06-04 2015-08-17 11104 16546 -5442 -5442 42. NOBLE ENERGY INC 2010-07-19 2015-08-17 1496 1383 113 113 7. WHITING PETE CORP NEW 2014-09-19 2015-08-17 134 565 -431 -431 61. WHITING PETE CORP NEW 2014-08-11 2015-08-17 1165 5411 -4246 -4246 19. BHP LIMITED SPONS ADR 2015-06-17 2015-08-18 690 825 -135 -135 137. BHP LIMITED SPONS ADR 2013-05-22 2015-08-18 4974 5870 -896 -896 209. FANUC LTD ADR 2015-02-17 2015-08-18 5867 6189 -322 -322 202.63 FEDERAL HOME LN MTG CORP PARTN C GOLD POOL #G04773 4.5% 09/01/2 2014-11-10 2015-08-18 203 219 -16 -16 112.85 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-4951 GOLD 5% 11/0 2012-11-13 2015-08-18 113 121 -8 -8 57.15 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-6085 6.5% 09/01/20 2011-06-28 2015-08-18 57 64 -7 -7 58.28 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-6766 GOLD POOL 5% 2014-11-20 2015-08-18 58 64 -6 -6 95.24 FEDERAL HOME LN MTG CORP GROUP NBR G1-8498 GOLD POOL 3.5% 01/01/ 2014-02-24 2015-08-18 95 100 -5 -5 208.59 FEDERAL HOME LN MTG CORP GROUP NBR G1-8521 GOLD POOL 3.5% 08/01 2015-04-23 2015-08-18 209 222 -13 -13 94.04 FEDERAL HOME LN MTG CORP GOLD POOL NBR G1-8525 3.5% 09/01/2029 2014-11-12 2015-08-18 94 100 -6 -6 272.65 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-7763 GOLD POOL 3. 2015-07-27 2015-08-18 273 289 -16 -16 518.58 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8360 GOLD 3% 03/0 2012-12-12 2015-08-18 519 542 -23 -23 86.7 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8800 GOLD 3% 04/01/ 2014-11-20 2015-08-18 87 90 -3 -3 152.66 FEDERAL HOME LN MTG CORP GOLD POOL #A89 2013-08-08 2015-08-18 153 165 -12 -12 530.57 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J2-2427 GOLD POOL 3% 2015-06-17 2015-08-18 531 551 -20 -20 135.05 FEDERAL HOME LN MTG CORP PARTN C GOLD POOL NBR J2-6033 3.5% 10/ 2013-10-22 2015-08-18 135 142 -7 -7 121.7 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR Z4-0045 GOLD POOL 5% 2013-03-27 2015-08-18 122 131 -9 -9 56.38 FEDERAL HOME LN MTG CORP PARTN GROUP NBR Q0-0798 GOLD POOL 4% 05 2012-11-13 2015-08-18 56 60 -4 -4 25. ITV PLC ADR 2015-03-13 2015-08-18 1018 927 91 91 140. ITV PLC ADR 2014-06-19 2015-08-18 5702 4382 1320 1320 530. JOHNSON & JOHNSON 2010-10-26 2015-08-20 52687 31419 21268 21268 14. TOTAL SYSTEMS SERV 2014-03-28 2015-08-24 612 422 190 190 5. AMSURG CORP 2014-08-05 2015-08-25 398 250 148 148 10. EQUITY LIFESTYLE PROPERTIES (REIT) 2015-03-27 2015-08-25 550 552 -2 -2 4. GLOBAL PAYMENTS INC 2012-02-08 2015-08-25 428 206 222 222 16. SABRE CORP 2014-06-26 2015-08-25 420 312 108 108 7. TOTAL SYSTEMS SERV 2014-03-28 2015-08-25 305 211 94 94 4. WABCO HLDGS INC 2014-06-17 2015-08-25 445 429 16 16 15. AMSURG CORP 2014-08-05 2015-08-26 1173 748 425 425 8. EXPEDITORS INTERNATIONAL 2013-11-19 2015-08-26 389 346 43 43 285.94 FEDERAL NATL MTG ASSN POOL #190377 5% 11 2014-11-20 2015-08-26 286 317 -31 -31 42.18 FEDERAL NATL MTG ASSN POOL #256062 5.5% 2011-03-16 2015-08-26 42 45 -3 -3 43.84 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-05-16 2015-08-26 44 46 -2 -2 49.47 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2011-12-16 2015-08-26 49 53 -4 -4 199.32 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2015-08-26 199 205 -6 -6 201.25 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AK9469 3.5% 03/01/2027 2014-07-17 2015-08-26 201 213 -12 -12 59.5 FEDERAL NATL MTG ASSN POOL NBR AL0228 5 2011-06-15 2015-08-26 60 64 -4 -4 154.16 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AL6223 4.5% 08/01/2044 2015-03-24 2015-08-26 154 168 -14 -14 102.55 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2015-08-26 103 107 -4 -4 38.74 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2015-07-23 2015-08-26 39 43 -4 -4 33.84 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2015-06-17 2015-08-26 34 36 -2 -2 68.44 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV5036 3.5% 02/01/2044 2014-04-10 2015-08-26 68 70 -2 -2 126.02 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV6336 4.5% 01/01/2044 2014-02-25 2015-08-26 126 135 -9 -9 94.78 FEDERAL NATL MTG ASSN POOL #745355 5% 0 2010-04-29 2015-08-26 95 92 3 3 19.74 FEDERAL NATL MTG ASSN POOL #847842 5.5% 2010-02-25 2015-08-26 20 21 -1 -1 6.75 FEDERAL NATL MTG ASSN POOL NBR 848782 6 2012-08-10 2015-08-26 7 8 -1 -1 93.31 FEDERAL NATL MTG ASSN POOL #888356 5.5% 2007-04-12 2015-08-26 93 95 -2 -2 4.19 FEDERAL NATL MTG ASSN POOL #888435 5.5% 2008-11-21 2015-08-26 4 4 48.19 FEDERAL NATL MTG ASSN POOL NBR 888439 5 2009-06-12 2015-08-26 48 49 -1 -1 99.56 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 889799 5.5% 02/01/2023 2011-01-27 2015-08-26 100 106 -6 -6 56.73 FEDERAL NATL MTG ASSN POOL NBR 890314 5. 2012-02-14 2015-08-26 57 61 -4 -4 1.94 FEDERAL NATL MTG ASSN POOL NBR 894675 6. 2010-02-19 2015-08-26 2 2 131.98 FEDERAL NATL MTG ASSN POOL #898565 6.5% 2010-05-10 2015-08-26 132 137 -5 -5 .86 FEDERAL NATL MTG ASSN POOL NBR 902408 6 2012-08-10 2015-08-26 1 1 11.02 FEDERAL NATL MTG ASSN POOL #928739 6.5% 2011-03-16 2015-08-26 11 12 -1 -1 11.34 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 929203 6.5% 03/01/2038 2013-03-20 2015-08-26 11 13 -2 -2 146.44 FEDERAL NATL MTG ASSN POOL NBR 930664 6 2012-02-15 2015-08-26 146 163 -17 -17 141.26 FEDERAL NATL MTG ASSN POOL NBR 933441 5. 2009-12-22 2015-08-26 141 148 -7 -7 1.13 FEDERAL NATL MTG ASSN POOL #936519 6.5% 2007-09-13 2015-08-26 1 1 1.47 FEDERAL NATL MTG ASSN POOL #937630 5% 06 2007-09-12 2015-08-26 1 1 3.63 FEDERAL NATL MTG ASSN POOL NBR 944072 6. 2010-01-11 2015-08-26 4 4 2.31 FEDERAL NATL MTG ASSN GTD MTG PA POOL #974342 6.5% 03/01/2038 2009-10-16 2015-08-26 2 2 .39 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2010-02-19 2015-08-26 5.88 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2009-10-16 2015-08-26 6 6 397.69 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 982880 5.5% 05/01/202 2012-08-16 2015-08-26 398 428 -30 -30 15.69 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995097 6.5% 10/01/2037 2013-02-26 2015-08-26 16 17 -1 -1 71.6 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995230 6.5% 01/01/2039 2010-06-09 2015-08-26 72 78 -6 -6 21.87 FEDERAL NATL MTG ASSN GTD MTG PA POOL #995232 6.5% 12/01/2038 2012-11-13 2015-08-26 22 24 -2 -2 34.17 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995265 5.5% 01/01/2024 2010-01-11 2015-08-26 34 36 -2 -2 73.24 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995431 5.5% 02/01/2023 2010-08-24 2015-08-26 73 78 -5 -5 336.2 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA1007 5% 04/01/2036 2015-06-17 2015-08-26 336 373 -37 -37 13.22 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA6843 5% 05/01/2039 2009-04-14 2015-08-26 13 13 62.39 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA8753 5% 06/01/2039 2010-01-11 2015-08-26 62 64 -2 -2 111.32 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AB5500 3.5% 07/01/204 2015-06-17 2015-08-26 111 115 -4 -4 112.18 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AC6992 5% 12/01/2039 2011-03-15 2015-08-26 112 118 -6 -6 1.65 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AC9227 5% 05/01/2040 2010-10-07 2015-08-26 2 2 303.86 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR MA1908 4.5% 05/01/204 2014-07-16 2015-08-26 304 328 -24 -24 311.76 FEDERAL NATL MTG ASSN POOL NBR AD0276 5 2013-05-21 2015-08-26 312 339 -27 -27 91.23 FEDERAL NATL MTG ASSN GTD MTG PA POOL #A 2011-01-25 2015-08-26 91 96 -5 -5 52.08 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE0443 6.5% 10/01/2039 2013-03-11 2015-08-26 52 58 -6 -6 479.62 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE0698 4.5% 12/01/204 2013-09-24 2015-08-26 480 512 -32 -32 264.55 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE1789 4% 10/01/2040 2011-11-08 2015-08-26 265 276 -11 -11 1. GLOBAL PAYMENTS INC 2012-02-08 2015-08-26 108 51 57 57 4. NOVARTIS A G ADR 2013-10-31 2015-08-26 384 310 74 74 8. SABRE CORP 2014-06-17 2015-08-26 213 156 57 57 4. TOTAL SYSTEMS SERV 2014-03-28 2015-08-26 174 121 53 53 1. WABCO HLDGS INC 2014-06-17 2015-08-26 112 107 5 5 5. AMSURG CORP 2014-08-04 2015-08-27 401 244 157 157 2.499 CARE CAP PPTYS INC 2014-11-21 2015-08-27 80 88 -8 -8 28.501 CARE CAP PPTYS INC 2010-12-02 2015-08-27 912 548 364 364 34. EXTENDED STAY AMER INC 2015-06-24 2015-08-27 641 665 -24 -24 12. EXTRA SPACE STORAGE INC (REIT) 2009-01-30 2015-08-27 887 101 786 786 3. PUBLIC STORAGE INC (REIT) 2014-01-27 2015-08-27 628 460 168 168 4. SIMON PROPERTY GROUP INC (REIT) 2014-02-20 2015-08-27 743 558 185 185 5. AMSURG CORP 2014-08-04 2015-08-28 400 244 156 156 75. CON-WAY INC 2013-05-02 2015-09-10 3572 2537 1035 1035 353. UNILEVER PLC ADR 2013-07-30 2015-09-10 14010 14332 -322 -322 17. AMAZON COM INC 2014-04-28 2015-09-15 8918 4595 4323 4323 39. FACEBOOK INC 2012-05-30 2015-09-15 3627 1095 2532 2532 1. FACTSET RESEARCH SYSTEMS INC 2011-07-01 2015-09-15 167 103 64 64 4. AMAZON COM INC 2011-07-01 2015-09-16 2090 829 1261 1261 13. FACEBOOK INC 2012-05-30 2015-09-16 1210 365 845 845 2. FACTSET RESEARCH SYSTEMS INC 2011-07-01 2015-09-16 333 206 127 127 158.22 FEDERAL HOME LN MTG CORP PARTN C GOLD POOL #G04773 4.5% 09/01/2 2014-11-10 2015-09-16 158 171 -13 -13 99.07 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-4951 GOLD 5% 11/01 2012-11-13 2015-09-16 99 106 -7 -7 55.55 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-6085 6.5% 09/01/20 2011-06-28 2015-09-16 56 62 -6 -6 30.95 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-6766 GOLD POOL 5% 2014-11-20 2015-09-16 31 34 -3 -3 129.08 FEDERAL HOME LN MTG CORP GROUP NBR G1-8498 GOLD POOL 3.5% 01/01 2014-02-24 2015-09-16 129 135 -6 -6 110.02 FEDERAL HOME LN MTG CORP GROUP NBR G1-8521 GOLD POOL 3.5% 08/01 2015-04-23 2015-09-16 110 117 -7 -7 97.84 FEDERAL HOME LN MTG CORP GOLD POOL NBR G1-8525 3.5% 09/01/2029 2014-11-12 2015-09-16 98 104 -6 -6 131.91 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-7763 GOLD POOL 3. 2015-07-27 2015-09-16 132 140 -8 -8 579.4 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8360 GOLD 3% 03/01 2012-12-12 2015-09-16 579 605 -26 -26 101.34 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8800 GOLD 3% 04/0 2014-11-20 2015-09-16 101 105 -4 -4 112.43 FEDERAL HOME LN MTG CORP GOLD POOL #A89 2013-08-08 2015-09-16 112 122 -10 -10 84.23 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J2-2427 GOLD POOL 3% 2015-06-17 2015-09-16 84 87 -3 -3 133.83 FEDERAL HOME LN MTG CORP PARTN C GOLD POOL NBR J2-6033 3.5% 10/ 2013-10-22 2015-09-16 134 141 -7 -7 105.87 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR Z4-0045 GOLD POOL 5% 2013-03-27 2015-09-16 106 114 -8 -8 4.54 FEDERAL HOME LN MTG CORP PARTN GROUP NBR Q0-0798 GOLD POOL 4% 05/ 2012-11-13 2015-09-16 5 5 3. FACTSET RESEARCH SYSTEMS INC 2011-07-01 2015-09-17 501 309 192 192 13000. UNITED STATES TREASURY .625% 07/31/2017 2015-07-30 2015-09-17 12960 12972 -12 -12 183. HALLIBURTON CO HLDG 2015-01-13 2015-09-18 6932 7044 -112 -112 1. FACTSET RESEARCH SYSTEMS INC 2011-07-01 2015-09-21 167 103 64 64 4. MALLINCKRODT PLC 2014-06-30 2015-09-21 304 315 -11 -11 42. MALLINCKRODT PLC 2014-08-01 2015-09-21 3138 3200 -62 -62 1. FACTSET RESEARCH SYSTEMS INC 2011-07-01 2015-09-22 167 103 64 64 1. MALLINCKRODT PLC 2014-08-01 2015-09-22 75 69 6 6 .5 LAFARGEHOLCIM LTD-UNSP ADR 2013-12-30 2015-09-24 5 7 -2 -2 292.94 FEDERAL NATL MTG ASSN POOL #190377 5% 11 2014-11-20 2015-09-28 293 325 -32 -32 69.11 FEDERAL NATL MTG ASSN POOL #256062 5.5% 2011-03-16 2015-09-28 69 74 -5 -5 44.06 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-05-16 2015-09-28 44 46 -2 -2 2.06 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2011-12-16 2015-09-28 2 2 191.87 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2015-09-28 192 197 -5 -5 74.03 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AK9469 3.5% 03/01/2027 2014-07-17 2015-09-28 74 78 -4 -4 53.03 FEDERAL NATL MTG ASSN POOL NBR AL0228 5 2011-06-15 2015-09-28 53 57 -4 -4 315.96 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AL6223 4.5% 08/01/2044 2015-03-24 2015-09-28 316 344 -28 -28 557.68 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AL6294 4.5% 11/01/2044 2015-08-19 2015-09-28 558 607 -49 -49 19.42 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2015-09-28 19 20 -1 -1 15.17 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2015-07-23 2015-09-28 15 17 -2 -2 29.97 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2015-06-17 2015-09-28 30 32 -2 -2 56.15 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV5036 3.5% 02/01/2044 2014-04-10 2015-09-28 56 57 -1 -1 6.72 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV6336 4.5% 01/01/2044 2014-02-25 2015-09-28 7 7 85.73 FEDERAL NATL MTG ASSN POOL #745355 5% 0 2010-04-29 2015-09-28 86 83 3 3 12.31 FEDERAL NATL MTG ASSN POOL #847842 5.5% 2010-02-25 2015-09-28 12 13 -1 -1 6.76 FEDERAL NATL MTG ASSN POOL NBR 848782 6 2012-08-10 2015-09-28 7 8 -1 -1 116.43 FEDERAL NATL MTG ASSN POOL #888356 5.5% 2007-04-12 2015-09-28 116 118 -2 -2 4.26 FEDERAL NATL MTG ASSN POOL #888435 5.5% 2008-11-21 2015-09-28 4 4 48.86 FEDERAL NATL MTG ASSN POOL NBR 888439 5 2009-06-12 2015-09-28 49 50 -1 -1 78.7 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 889799 5.5% 02/01/2023 2011-01-27 2015-09-28 79 84 -5 -5 65.18 FEDERAL NATL MTG ASSN POOL NBR 890314 5. 2012-02-14 2015-09-28 65 70 -5 -5 1.75 FEDERAL NATL MTG ASSN POOL NBR 894675 6. 2010-02-19 2015-09-28 2 2 148.16 FEDERAL NATL MTG ASSN POOL #898565 6.5% 2010-05-10 2015-09-28 148 154 -6 -6 88.51 FEDERAL NATL MTG ASSN POOL NBR 902408 6 2012-08-10 2015-09-28 89 98 -9 -9 84.43 FEDERAL NATL MTG ASSN POOL #928739 6.5% 2011-03-16 2015-09-28 84 95 -11 -11 11.4 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 929203 6.5% 03/01/2038 2013-03-20 2015-09-28 11 13 -2 -2 1.96 FEDERAL NATL MTG ASSN POOL NBR 930664 6 2012-02-15 2015-09-28 2 2 23.64 FEDERAL NATL MTG ASSN POOL NBR 933441 5. 2009-12-22 2015-09-28 24 25 -1 -1 1.03 FEDERAL NATL MTG ASSN POOL #936519 6.5% 2007-09-13 2015-09-28 1 1 1.48 FEDERAL NATL MTG ASSN POOL #937630 5% 06 2007-09-12 2015-09-28 1 1 166.95 FEDERAL NATL MTG ASSN POOL NBR 944072 6. 2010-01-11 2015-09-28 167 179 -12 -12 2.33 FEDERAL NATL MTG ASSN GTD MTG PA POOL #974342 6.5% 03/01/2038 2009-10-16 2015-09-28 2 2 4.96 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2010-02-19 2015-09-28 5 5 2.74 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2009-10-16 2015-09-28 3 3 94.46 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 982880 5.5% 05/01/2023 2012-08-16 2015-09-28 94 102 -8 -8 13.66 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995097 6.5% 10/01/2037 2013-02-26 2015-09-28 14 15 -1 -1 98.5 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995230 6.5% 01/01/2039 2010-06-09 2015-09-28 99 107 -8 -8 23.27 FEDERAL NATL MTG ASSN GTD MTG PA POOL #995232 6.5% 12/01/2038 2012-11-13 2015-09-28 23 26 -3 -3 28.33 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995265 5.5% 01/01/2024 2010-01-11 2015-09-28 28 30 -2 -2 58.15 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995431 5.5% 02/01/2023 2010-08-24 2015-09-28 58 62 -4 -4 241.38 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA1007 5% 04/01/2036 2015-06-17 2015-09-28 241 267 -26 -26 .94 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA6843 5% 05/01/2039 2009-04-14 2015-09-28 1 1 5.24 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA8753 5% 06/01/2039 2010-01-11 2015-09-28 5 5 28.81 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AB5500 3.5% 07/01/2042 2015-06-17 2015-09-28 29 30 -1 -1 105.64 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AC6992 5% 12/01/2039 2011-03-15 2015-09-28 106 111 -5 -5 1.67 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AC9227 5% 05/01/2040 2010-10-07 2015-09-28 2 2 146.38 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR MA1908 4.5% 05/01/204 2014-07-16 2015-09-28 146 158 -12 -12 321.32 FEDERAL NATL MTG ASSN POOL NBR AD0276 5 2013-05-21 2015-09-28 321 349 -28 -28 79.68 FEDERAL NATL MTG ASSN GTD MTG PA POOL #A 2011-01-25 2015-09-28 80 83 -3 -3 103.66 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE0443 6.5% 10/01/203 2013-03-11 2015-09-28 104 116 -12 -12 411.44 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE0698 4.5% 12/01/204 2013-09-24 2015-09-28 411 439 -28 -28 246.38 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE1789 4% 10/01/2040 2011-11-08 2015-09-28 246 257 -11 -11 28. MASTERCARD INC 2013-07-02 2015-09-28 2517 1636 881 881 10. ARES CAPITAL CORP 2015-06-18 2015-09-30 146 164 -18 -18 5. AVALONBAY COMMUNITIES INC REITS 2014-09-18 2015-09-30 866 723 143 143 2. HCA HLDGS INC COM 2011-10-18 2015-09-30 155 44 111 111 70. NATIONAL RETAIL PPTYS INC 2012-08-21 2015-09-30 2530 1639 891 891 35. PARAMOUNT GROUP INC 2015-01-27 2015-09-30 581 688 -107 -107 1. SNAP ON INC 2011-12-22 2015-09-30 149 53 96 96 8. EQUITY RESIDENTIAL PROPERTIES TR (REIT) 2014-09-18 2015-10-01 602 494 108 108 11000. JPMORGAN CHASE & CO 5.15% 10/01/2015 2013-02-12 2015-10-01 11000 11000 25000. NATIONWIDE FINL SVCS INC 5.1% 10/01/2015 2009-12-14 2015-10-01 25000 25000 20. AMSURG CORP 2014-09-23 2015-10-05 1580 996 584 584 1. AMSURG CORP 2014-08-04 2015-10-06 81 49 32 32 192. FRANKLIN RES INC 2009-03-04 2015-10-08 7492 3037 4455 4455 773. YUM! BRANDS INC 2014-09-04 2015-10-12 54938 55291 -353 -353 36. CARNIVAL PLC ADR 2014-06-19 2015-10-13 1863 1335 528 528 8. GLOBAL PAYMENTS INC 2012-03-02 2015-10-13 1038 411 627 627 1. GLOBAL PAYMENTS INC 2012-03-02 2015-10-14 127 51 76 76 2630.084 IVY FDS INC ASSET STRATEGY FD CL I 2010-10-27 2015-10-14 62885 62210 675 675 510.27 IVY FDS INC ASSET STRATEGY FD CL I 2014-12-11 2015-10-14 12201 13262 -1061 -1061 140.4 FEDERAL HOME LN MTG CORP PARTN C GOLD POOL #G04773 4.5% 09/01/20 2014-11-10 2015-10-16 140 152 -12 -12 76.53 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-4951 GOLD 5% 11/01 2012-11-13 2015-10-16 77 82 -5 -5 36.73 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-6085 6.5% 09/01/20 2011-06-28 2015-10-16 37 41 -4 -4 54.6 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-6766 GOLD POOL 5% 0 2014-11-20 2015-10-16 55 60 -5 -5 127.9 FEDERAL HOME LN MTG CORP GROUP NBR G1-8498 GOLD POOL 3.5% 01/01/ 2014-02-24 2015-10-16 128 134 -6 -6 149.93 FEDERAL HOME LN MTG CORP GROUP NBR G1-8521 GOLD POOL 3.5% 08/01 2015-04-23 2015-10-16 150 160 -10 -10 93.05 FEDERAL HOME LN MTG CORP GOLD POOL NBR G1-8525 3.5% 09/01/2029 2014-11-12 2015-10-16 93 98 -5 -5 120.47 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-7763 GOLD POOL 3. 2015-07-27 2015-10-16 120 128 -8 -8 562.26 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8360 GOLD 3% 03/0 2012-12-12 2015-10-16 562 587 -25 -25 79.86 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8800 GOLD 3% 04/01 2014-11-20 2015-10-16 80 83 -3 -3 321.46 FEDERAL HOME LN MTG CORP GOLD POOL #A89 2013-08-08 2015-10-16 321 348 -27 -27 496.14 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J2-2427 GOLD POOL 3% 2015-06-17 2015-10-16 496 515 -19 -19 125.8 FEDERAL HOME LN MTG CORP PARTN C GOLD POOL NBR J2-6033 3.5% 10/0 2013-10-22 2015-10-16 126 133 -7 -7 98.4 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR Z4-0045 GOLD POOL 5% 0 2013-03-27 2015-10-16 98 106 -8 -8 75.21 FEDERAL HOME LN MTG CORP PARTN GROUP NBR Q0-0798 GOLD POOL 4% 05 2012-11-13 2015-10-16 75 80 -5 -5 22. CIT GROUP INC 2015-03-06 2015-10-20 884 1018 -134 -134 24. CIT GROUP INC 2015-08-27 2015-10-20 976 1083 -107 -107 3. CIT GROUP INC 2015-08-26 2015-10-20 121 128 -7 -7 34. CIT GROUP INC 2014-10-13 2015-10-20 1376 1363 13 13 3. CIT GROUP INC 2012-11-12 2015-10-21 119 111 8 8 23. CIT GROUP INC 2012-11-12 2015-10-21 911 852 59 59 63. CIT GROUP INC 2012-11-27 2015-10-21 2488 2327 161 161 19. CABELAS INC CL A 2014-11-07 2015-10-22 663 940 -277 -277 28. CABELAS INC CL A 2014-11-07 2015-10-22 970 1384 -414 -414 11. FISERV INC 2011-08-17 2015-10-22 1039 301 738 738 23. LPL FINL HLDGS INC 2014-05-23 2015-10-22 925 1105 -180 -180 6. SABRE CORP 2014-06-17 2015-10-22 178 116 62 62 6. SABRE CORP 2014-06-03 2015-10-22 178 115 63 63 11. TOTAL SYSTEMS SERV 2014-04-09 2015-10-22 553 330 223 223 10. CABELAS INC CL A 2014-10-24 2015-10-23 337 494 -157 -157 33. CABELAS INC CL A 2014-10-24 2015-10-23 1120 1629 -509 -509 138. E TRADE 2015-03-16 2015-10-23 3901 3894 7 7 167. INTEL CORP 2010-01-29 2015-10-23 5798 3399 2399 2399 4. LPL FINL HLDGS INC 2014-05-15 2015-10-23 164 189 -25 -25 131. MONSANTO CO 2014-06-18 2015-10-23 11895 14668 -2773 -2773 75. MONSANTO CO 2015-08-24 2015-10-23 6810 7611 -801 -801 1. ALPHABET INC CL C 2014-04-21 2015-10-26 715 527 188 188 1. AMAZON COM INC 2011-07-01 2015-10-26 609 207 402 402 3. AVERY DENNISON CORP 2014-12-10 2015-10-26 190 150 40 40 10. AVERY DENNISON CORP 2014-12-10 2015-10-26 636 500 136 136 187. CABELAS INC CL A 2014-10-24 2015-10-26 6300 11251 -4951 -4951 71. CABELAS INC CL A 2015-07-24 2015-10-26 2392 3244 -852 -852 23. COMMSCOPE HLDG CO INC 2014-07-08 2015-10-26 740 506 234 234 6. LPL FINL HLDGS INC 2014-08-12 2015-10-26 246 282 -36 -36 13. NASDAQ STOCK MARKET INC 2014-06-23 2015-10-26 756 505 251 251 6. AMAZON COM INC 2011-07-01 2015-10-27 3647 1244 2403 2403 4. COMMSCOPE HLDG CO INC 2014-07-08 2015-10-27 126 81 45 45 267.95 FEDERAL NATL MTG ASSN POOL #190377 5% 11 2014-11-20 2015-10-27 268 297 -29 -29 42.72 FEDERAL NATL MTG ASSN POOL #256062 5.5% 2011-03-16 2015-10-27 43 46 -3 -3 44.64 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-05-16 2015-10-27 45 47 -2 -2 2.09 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2011-12-16 2015-10-27 2 2 147.78 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2015-10-27 148 152 -4 -4 177.94 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AK9469 3.5% 03/01/2027 2014-07-17 2015-10-27 178 188 -10 -10 47.64 FEDERAL NATL MTG ASSN POOL NBR AL0228 5 2011-06-15 2015-10-27 48 51 -3 -3 218.04 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AL6223 4.5% 08/01/2044 2015-03-24 2015-10-27 218 238 -20 -20 238.16 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AL6294 4.5% 11/01/2044 2015-08-19 2015-10-27 238 259 -21 -21 261.49 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2015-10-27 261 272 -11 -11 18.56 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2015-07-23 2015-10-27 19 21 -2 -2 30.66 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2015-06-17 2015-10-27 31 33 -2 -2 63.63 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV5036 3.5% 02/01/2044 2014-04-10 2015-10-27 64 65 -1 -1 5.38 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV6336 4.5% 01/01/2044 2014-02-25 2015-10-27 5 6 -1 -1 79.18 FEDERAL NATL MTG ASSN POOL #745355 5% 0 2010-04-29 2015-10-27 79 77 2 2 12.41 FEDERAL NATL MTG ASSN POOL #847842 5.5% 2010-02-25 2015-10-27 12 13 -1 -1 6.79 FEDERAL NATL MTG ASSN POOL NBR 848782 6 2012-08-10 2015-10-27 7 8 -1 -1 67.2 FEDERAL NATL MTG ASSN POOL #888356 5.5% 2007-04-12 2015-10-27 67 68 -1 -1 3.77 FEDERAL NATL MTG ASSN POOL #888435 5.5% 2008-11-21 2015-10-27 4 4 39.95 FEDERAL NATL MTG ASSN POOL NBR 888439 5 2009-06-12 2015-10-27 40 41 -1 -1 71.68 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 889799 5.5% 02/01/2023 2011-01-27 2015-10-27 72 77 -5 -5 59.94 FEDERAL NATL MTG ASSN POOL NBR 890314 5. 2012-02-14 2015-10-27 60 64 -4 -4 1.79 FEDERAL NATL MTG ASSN POOL NBR 894675 6. 2010-02-19 2015-10-27 2 2 10.43 FEDERAL NATL MTG ASSN POOL #898565 6.5% 2010-05-10 2015-10-27 10 11 -1 -1 .72 FEDERAL NATL MTG ASSN POOL NBR 902408 6 2012-08-10 2015-10-27 1 1 95.77 FEDERAL NATL MTG ASSN POOL #928739 6.5% 2011-03-16 2015-10-27 96 108 -12 -12 931.17 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 929203 6.5% 03/01/203 2013-03-20 2015-10-27 931 1037 -106 -106 35.72 FEDERAL NATL MTG ASSN POOL NBR 930664 6 2012-02-15 2015-10-27 36 40 -4 -4 22.83 FEDERAL NATL MTG ASSN POOL NBR 933441 5. 2009-12-22 2015-10-27 23 24 -1 -1 1.04 FEDERAL NATL MTG ASSN POOL #936519 6.5% 2007-09-13 2015-10-27 1 1 1.49 FEDERAL NATL MTG ASSN POOL #937630 5% 06 2007-09-12 2015-10-27 1 1 2.79 FEDERAL NATL MTG ASSN POOL NBR 944072 6. 2010-01-11 2015-10-27 3 3 377.17 FEDERAL NATL MTG ASSN GTD MTG PA POOL #974342 6.5% 03/01/2038 2009-10-16 2015-10-27 377 398 -21 -21 1.77 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2010-02-19 2015-10-27 2 2 .57 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2009-10-16 2015-10-27 1 1 103.68 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 982880 5.5% 05/01/202 2012-08-16 2015-10-27 104 111 -7 -7 15.4 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995097 6.5% 10/01/2037 2013-02-26 2015-10-27 15 17 -2 -2 61.82 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995230 6.5% 01/01/2039 2010-06-09 2015-10-27 62 67 -5 -5 20.26 FEDERAL NATL MTG ASSN GTD MTG PA POOL #995232 6.5% 12/01/2038 2012-11-13 2015-10-27 20 23 -3 -3 28.46 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995265 5.5% 01/01/2024 2010-01-11 2015-10-27 28 30 -2 -2 64.3601 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995431 5.5% 02/01/20 2010-08-24 2015-10-27 64 68 -4 -4 169.81 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA1007 5% 04/01/2036 2015-06-17 2015-10-27 170 188 -18 -18 23.52 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA6843 5% 05/01/2039 2009-04-14 2015-10-27 24 24 3.75 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA8753 5% 06/01/2039 2010-01-11 2015-10-27 4 4 58.28 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AB5500 3.5% 07/01/2042 2015-06-17 2015-10-27 58 60 -2 -2 4.47 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AC6992 5% 12/01/2039 2011-03-15 2015-10-27 4 5 -1 -1 104.07 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AC9227 5% 05/01/2040 2010-10-07 2015-10-27 104 108 -4 -4 250.9 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR MA1908 4.5% 05/01/2044 2014-07-16 2015-10-27 251 271 -20 -20 290.04 FEDERAL NATL MTG ASSN POOL NBR AD0276 5 2013-05-21 2015-10-27 290 315 -25 -25 56.74 FEDERAL NATL MTG ASSN GTD MTG PA POOL #A 2011-01-25 2015-10-27 57 59 -2 -2 47.92 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE0443 6.5% 10/01/2039 2013-03-11 2015-10-27 48 54 -6 -6 527.57 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE0698 4.5% 12/01/204 2013-09-24 2015-10-27 528 563 -35 -35 233.93 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE1789 4% 10/01/2040 2011-11-08 2015-10-27 234 244 -10 -10 28. MASTERCARD INC 2013-07-02 2015-10-27 2781 1559 1222 1222 13. AVERY DENNISON CORP 2014-12-10 2015-10-28 827 650 177 177 13. COMMSCOPE HLDG CO INC 2014-02-05 2015-10-28 418 240 178 178 11. LPL FINL HLDGS INC 2014-04-25 2015-10-28 452 513 -61 -61 60. LPL FINL HLDGS INC 2014-04-25 2015-10-28 2458 2800 -342 -342 6. TOTAL SYSTEMS SERV 2014-04-08 2015-10-28 320 179 141 141 214. BIOMED REALTY TRUST INC 2014-10-24 2015-10-29 4997 3469 1528 1528 5. DUPONT FABROS TECHNOLOGY INC (REIT) 2014-03-31 2015-10-29 157 122 35 35 25. DUPONT FABROS TECHNOLOGY INC (REIT) 2015-03-26 2015-10-29 786 831 -45 -45 16. HCP INC (REIT) 2015-04-20 2015-10-29 609 694 -85 -85 229. HCP INC (REIT) 2014-10-24 2015-10-29 8716 6733 1983 1983 35. HILTON WORLDWIDE HLDGS INC 2015-07-29 2015-10-29 877 941 -64 -64 1. LPL FINL HLDGS INC 2014-04-25 2015-10-29 43 47 -4 -4 22. LPL FINL HLDGS INC 2014-04-25 2015-10-29 934 1026 -92 -92 5. SIMON PROPERTY GROUP INC (REIT) 2011-06-21 2015-10-29 1019 539 480 480 3. TOTAL SYSTEMS SERV 2014-04-08 2015-10-29 164 89 75 75 67. ALIBABA GROUP HLDG LTD ADR 2015-01-29 2015-11-02 5641 5991 -350 -350 7. ALPHABET INC CL C 2014-05-12 2015-11-02 5037 3682 1355 1355 4. ALPHABET INC CL A 2011-07-01 2015-11-02 2983 1031 1952 1952 15. AMAZON COM INC 2011-07-01 2015-11-02 9416 3110 6306 6306 23. AMAZON COM INC 2011-07-01 2015-11-02 14339 2944 11395 11395 54. AMERICAN INTL GROUP INC 2014-10-15 2015-11-02 3456 2623 833 833 22. AMGEN INC 2011-07-01 2015-11-02 3568 1280 2288 2288 54. ANADARKO PETROLEUM CORP 2015-07-15 2015-11-02 3644 4129 -485 -485 10. APPLE COMPUTER INC 2015-05-04 2015-11-02 1211 1289 -78 -78 103. APPLIED MATLS INC 2015-04-17 2015-11-02 1739 2230 -491 -491 71. ARM HOLDINGS PLC-SPONS ADR 2012-05-10 2015-11-02 3397 1733 1664 1664 67. AUTODESK INC (DEL) 2012-04-16 2015-11-02 3806 2742 1064 1064 7. BLACKROCK INC 2014-09-25 2015-11-02 2481 2248 233 233 33. CAPITAL ONE FINANCIAL CORP 2013-11-20 2015-11-02 2653 2075 578 578 21. CARMAX INC 2015-06-24 2015-11-02 1238 1434 -196 -196 39. CATERPILLAR INC 2015-07-07 2015-11-02 2906 3203 -297 -297 10. CHARTER COMMUNICATIONS INC DEL CL A 2015-10-22 2015-11-02 1869 1802 67 67 264. CISCO SYS INC 2013-11-14 2015-11-02 7580 5183 2397 2397 35. CITIGROUP INC 2014-02-14 2015-11-02 1888 1735 153 153 119. COCA COLA CO 2014-02-11 2015-11-02 5014 4578 436 436 25. CUMMINS ENGINE INC 2015-03-26 2015-11-02 2680 3497 -817 -817 386. DANONE SPONSORED ADR 2011-07-01 2015-11-02 5388 5774 -386 -386 90. EXPEDITORS INTERNATIONAL 2013-11-19 2015-11-02 4560 3484 1076 1076 83. FACEBOOK INC 2013-06-10 2015-11-02 8575 2182 6393 6393 15. FACTSET RESEARCH SYSTEMS INC 2011-07-01 2015-11-02 2627 1545 1082 1082 11. FEDEX CORP 2011-11-04 2015-11-02 1748 886 862 862 54. GENERAL ELECTRIC CO 2015-08-05 2015-11-02 1586 1420 166 166 67. GENERAL MTRS CO 2014-04-11 2015-11-02 2391 2242 149 149 509. GLENCORE XSTRATA PLC ADR 2014-11-14 2015-11-02 1774 5108 -3334 -3334 4. GOLDMAN SACHS GROUP INC 2014-06-03 2015-11-02 760 643 117 117 13. GOLDMAN SACHS GROUP INC 2015-04-23 2015-11-02 2471 2576 -105 -105 10. GRAINGER W W INC 2015-03-04 2015-11-02 2114 2361 -247 -247 83. INTEL CORP 2010-01-29 2015-11-02 2827 1622 1205 1205 52. J P MORGAN CHASE & CO 2009-04-09 2015-11-02 3412 1608 1804 1804 30. LOWES COS INC 2011-08-15 2015-11-02 2218 588 1630 1630 12. MASTERCARD INC 2010-05-19 2015-11-02 1194 241 953 953 38. MERCK & CO INC NEW 2011-07-01 2015-11-02 2093 1350 743 743 135. MICROSOFT CORP 2011-07-01 2015-11-02 7190 3522 3668 3668 46. MONSTER BEVERAGE CORP NEW 2013-11-22 2015-11-02 6198 2626 3572 3572 43. NOVARTIS A G ADR 2013-10-31 2015-11-02 3913 2650 1263 1263 97. NOVO NORDISK A S ADR 2014-02-25 2015-11-02 5207 4471 736 736 25. ORACLE CORPORATION 2011-08-25 2015-11-02 992 652 340 340 134. ORACLE CORPORATION 2015-06-18 2015-11-02 5319 5646 -327 -327 59. PROCTER & GAMBLE CO 2014-02-10 2015-11-02 4499 4590 -91 -91 86. QUALCOMM INC 2015-01-29 2015-11-02 5203 5795 -592 -592 94. SEI INVESTMENT COMPANY 2011-07-01 2015-11-02 5020 2155 2865 2865 71. SABMILLER PLC - SPONS ADR 2013-12-09 2015-11-02 4376 3487 889 889 27. SCHLUMBERGER LTD 2014-11-12 2015-11-02 2148 2647 -499 -499 20. SCHLUMBERGER LTD 2011-03-07 2015-11-02 1591 1822 -231 -231 41. UNITED PARCEL SERVICE CL B 2011-07-01 2015-11-02 4288 3025 1263 1263 44. VARIAN MEDICAL SYSTEMS INC 2013-12-02 2015-11-02 3464 3347 117 117 18. VISA INC CL A 2014-10-06 2015-11-02 1351 955 396 396 97. VISA INC CL A 2014-10-06 2015-11-02 7282 5143 2139 2139 66. WELLS FARGO & CO NEW 2011-03-31 2015-11-02 3625 2103 1522 1522 43. YUM! BRANDS INC 2014-02-18 2015-11-02 3092 3160 -68 -68 21. ZIMMER HOLDINGS INC 2011-12-30 2015-11-02 2245 1222 1023 1023 34. AON PLC 2014-06-09 2015-11-02 3219 2784 435 435 32. MEDTRONIC PLC 2015-02-13 2015-11-02 2426 2462 -36 -36 3. ZIMMER HOLDINGS INC 2011-12-30 2015-11-06 322 161 161 161 13. ZIMMER HOLDINGS INC 2011-12-30 2015-11-06 1394 699 695 695 22. AMERICAN EXPRESS CO 2015-09-18 2015-11-09 1614 1681 -67 -67 10. ANALOG DEVICES INC 2011-07-01 2015-11-09 609 400 209 209 16. AUTOMATIC DATA PROCESSING INC 2011-07-01 2015-11-09 1385 748 637 637 30. GREENHILL & CO INC 2011-07-14 2015-11-09 823 1586 -763 -763 1. ZIMMER HOLDINGS INC 2011-12-30 2015-11-09 107 54 53 53 1. ZIMMER HOLDINGS INC 2011-12-30 2015-11-09 107 54 53 53 10000. UNITED STATES TREAS BDS 4.375% 02/15/203 2010-04-08 2015-11-10 12425 9450 2975 2975 46000. UNITED STATES TREASURY 1.375% 08/31/202 2015-09-17 2015-11-10 45294 45522 -228 -228 6. ZIMMER HOLDINGS INC 2011-12-30 2015-11-10 644 310 334 334 2. ZIMMER HOLDINGS INC 2011-12-21 2015-11-11 215 103 112 112 6. GLOBAL PAYMENTS INC 2013-03-20 2015-11-12 415 150 265 265 12. DELPHI AUTOMOTIVE PLC 2014-10-31 2015-11-12 1002 783 219 219 1. GLOBAL PAYMENTS INC 2013-03-20 2015-11-13 69 24 45 45 1. ZIMMER HOLDINGS INC 2011-12-21 2015-11-13 105 51 54 54 7. ZIMMER HOLDINGS INC 2011-12-21 2015-11-16 736 359 377 377 172.95 FEDERAL HOME LN MTG CORP PARTN C GOLD POOL #G04773 4.5% 09/01/2 2014-11-10 2015-11-17 173 187 -14 -14 72.56 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-4951 GOLD 5% 11/01 2012-11-13 2015-11-17 73 78 -5 -5 41.55 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-6085 6.5% 09/01/20 2011-06-28 2015-11-17 42 46 -4 -4 19.05 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-6766 GOLD POOL 5% 2014-11-20 2015-11-17 19 21 -2 -2 135.24 FEDERAL HOME LN MTG CORP GROUP NBR G1-8498 GOLD POOL 3.5% 01/01 2014-02-24 2015-11-17 135 142 -7 -7 151.37 FEDERAL HOME LN MTG CORP GROUP NBR G1-8521 GOLD POOL 3.5% 08/01 2015-04-23 2015-11-17 151 161 -10 -10 74.4 FEDERAL HOME LN MTG CORP GOLD POOL NBR G1-8525 3.5% 09/01/2029 2014-11-12 2015-11-17 74 79 -5 -5 115.5 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-7763 GOLD POOL 3.5 2015-07-27 2015-11-17 116 122 -6 -6 543.14 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8360 GOLD 3% 03/0 2012-12-12 2015-11-17 543 567 -24 -24 196.59 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8800 GOLD 3% 04/0 2014-11-20 2015-11-17 197 204 -7 -7 296.93 FEDERAL HOME LN MTG CORP GOLD POOL #A89 2013-08-08 2015-11-17 297 322 -25 -25 104.36 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J2-2427 GOLD POOL 3% 2015-06-17 2015-11-17 104 108 -4 -4 732.16 FEDERAL HOME LN MTG CORP PARTN C GOLD POOL NBR J2-6033 3.5% 10/ 2013-10-22 2015-11-17 732 771 -39 -39 105.13 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR Z4-0045 GOLD POOL 5% 2013-03-27 2015-11-17 105 113 -8 -8 4.42 FEDERAL HOME LN MTG CORP PARTN GROUP NBR Q0-0798 GOLD POOL 4% 05/ 2012-11-13 2015-11-17 4 5 -1 -1 4000. FEDERAL HOME LN MTG CORP 4.75% 11/17/201 2015-06-16 2015-11-17 4000 4000 9000. FEDERAL HOME LN MTG CORP 4.75% 11/17/201 2010-01-08 2015-11-17 9000 9000 4. DELPHI AUTOMOTIVE PLC 2012-01-12 2015-11-17 324 97 227 227 3. SIGNET JEWELERS LTD 2014-04-09 2015-11-17 414 310 104 104 5. AVAGO TECHNOLOGIES LTD 2011-01-18 2015-11-17 611 138 473 473 31. SABMILLER PLC - SPONS ADR 2013-08-22 2015-11-20 1898 1476 422 422 6. ZIMMER HOLDINGS INC 2011-12-21 2015-11-20 624 308 316 316 30. SABMILLER PLC - SPONS ADR 2013-08-22 2015-11-23 1826 1422 404 404 1. ZIMMER HOLDINGS INC 2011-12-21 2015-11-23 104 51 53 53 2. ZIMMER HOLDINGS INC 2011-12-21 2015-11-24 204 103 101 101 66. FRESENIUS SE & CO KGAA SPONSORED ADR 2014-11-18 2015-11-25 1210 873 337 337 23. GRIFOLS S A SPONSORED ADR REPSTG 1/2 CL 2014-12-24 2015-11-25 794 794 3. GRIFOLS S A SPONSORED ADR REPSTG 1/2 CL 2011-11-15 2015-11-25 104 28 76 76 208. NOMURA HOLDINGS INC ADR 2014-02-14 2015-11-25 1265 1438 -173 -173 48. SOFTBANK CORP ADR 2015-06-24 2015-11-25 1286 1463 -177 -177 9. TOYOTA MTR CORP ADR 2015-05-12 2015-11-25 1114 1235 -121 -121 3. ZIMMER HOLDINGS INC 2011-12-21 2015-11-25 304 154 150 150 263.32 FEDERAL NATL MTG ASSN POOL #190377 5% 11 2014-11-20 2015-11-27 263 292 -29 -29 120.1 FEDERAL NATL MTG ASSN POOL #256062 5.5% 2011-03-16 2015-11-27 120 128 -8 -8 43.94 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-05-16 2015-11-27 44 46 -2 -2 2.01 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2011-12-16 2015-11-27 2 2 153.98 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2015-11-27 154 158 -4 -4 125.18 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AK9469 3.5% 03/01/2027 2014-07-17 2015-11-27 125 132 -7 -7 70.51 FEDERAL NATL MTG ASSN POOL NBR AL0228 5 2011-06-15 2015-11-27 71 76 -5 -5 194.39 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AL6223 4.5% 08/01/2044 2015-03-24 2015-11-27 194 212 -18 -18 160.77 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AL6294 4.5% 11/01/2044 2015-08-19 2015-11-27 161 175 -14 -14 20.37 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2015-11-27 20 21 -1 -1 39.75 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2015-07-23 2015-11-27 40 44 -4 -4 246.62 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2015-06-17 2015-11-27 247 262 -15 -15 60.77 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV5036 3.5% 02/01/2044 2014-04-10 2015-11-27 61 62 -1 -1 236.75 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV6336 4.5% 01/01/2044 2014-02-25 2015-11-27 237 253 -16 -16 72.17 FEDERAL NATL MTG ASSN POOL #745355 5% 0 2010-04-29 2015-11-27 72 70 2 2 13.05 FEDERAL NATL MTG ASSN POOL #847842 5.5% 2010-02-25 2015-11-27 13 14 -1 -1 6.82 FEDERAL NATL MTG ASSN POOL NBR 848782 6 2012-08-10 2015-11-27 7 8 -1 -1 98.82 FEDERAL NATL MTG ASSN POOL #888356 5.5% 2007-04-12 2015-11-27 99 100 -1 -1 4.04 FEDERAL NATL MTG ASSN POOL #888435 5.5% 2008-11-21 2015-11-27 4 4 45.88 FEDERAL NATL MTG ASSN POOL NBR 888439 5 2009-06-12 2015-11-27 46 47 -1 -1 65.47 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 889799 5.5% 02/01/2023 2011-01-27 2015-11-27 65 70 -5 -5 52.8 FEDERAL NATL MTG ASSN POOL NBR 890314 5. 2012-02-14 2015-11-27 53 57 -4 -4 1.77 FEDERAL NATL MTG ASSN POOL NBR 894675 6. 2010-02-19 2015-11-27 2 2 10.01 FEDERAL NATL MTG ASSN POOL #898565 6.5% 2010-05-10 2015-11-27 10 10 95.33 FEDERAL NATL MTG ASSN POOL NBR 902408 6 2012-08-10 2015-11-27 95 106 -11 -11 121.86 FEDERAL NATL MTG ASSN POOL #928739 6.5% 2011-03-16 2015-11-27 122 137 -15 -15 9.89 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 929203 6.5% 03/01/2038 2013-03-20 2015-11-27 10 11 -1 -1 1.96 FEDERAL NATL MTG ASSN POOL NBR 930664 6 2012-02-15 2015-11-27 2 2 25.44 FEDERAL NATL MTG ASSN POOL NBR 933441 5. 2009-12-22 2015-11-27 25 27 -2 -2 1.04 FEDERAL NATL MTG ASSN POOL #936519 6.5% 2007-09-13 2015-11-27 1 1 1.49 FEDERAL NATL MTG ASSN POOL #937630 5% 06 2007-09-12 2015-11-27 1 1 67.73 FEDERAL NATL MTG ASSN POOL NBR 944072 6. 2010-01-11 2015-11-27 68 72 -4 -4 1.91 FEDERAL NATL MTG ASSN GTD MTG PA POOL #974342 6.5% 03/01/2038 2009-10-16 2015-11-27 2 2 10.32 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2010-02-19 2015-11-27 10 10 .37 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2009-10-16 2015-11-27 78.61 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 982880 5.5% 05/01/2023 2012-08-16 2015-11-27 79 84 -5 -5 27.43 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995097 6.5% 10/01/2037 2013-02-26 2015-11-27 27 30 -3 -3 46.37 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995230 6.5% 01/01/2039 2010-06-09 2015-11-27 46 50 -4 -4 16.14 FEDERAL NATL MTG ASSN GTD MTG PA POOL #995232 6.5% 12/01/2038 2012-11-13 2015-11-27 16 18 -2 -2 30.37 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995265 5.5% 01/01/2024 2010-01-11 2015-11-27 30 32 -2 -2 59.27 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995431 5.5% 02/01/2023 2010-08-24 2015-11-27 59 63 -4 -4 131.61 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA1007 5% 04/01/2036 2015-06-17 2015-11-27 132 146 -14 -14 33.93 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA6843 5% 05/01/2039 2009-04-14 2015-11-27 34 34 45.52 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA8753 5% 06/01/2039 2010-01-11 2015-11-27 46 47 -1 -1 95.5 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AB5500 3.5% 07/01/2042 2015-06-17 2015-11-27 96 98 -2 -2 4.77 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AC6992 5% 12/01/2039 2011-03-15 2015-11-27 5 5 14.31 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AC9227 5% 05/01/2040 2010-10-07 2015-11-27 14 15 -1 -1 176.3 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR MA1908 4.5% 05/01/2044 2014-07-16 2015-11-27 176 190 -14 -14 334.25 FEDERAL NATL MTG ASSN POOL NBR AD0276 5 2013-05-21 2015-11-27 334 363 -29 -29 76.91 FEDERAL NATL MTG ASSN GTD MTG PA POOL #A 2011-01-25 2015-11-27 77 80 -3 -3 71.63 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE0443 6.5% 10/01/2039 2013-03-11 2015-11-27 72 80 -8 -8 392.29 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE0698 4.5% 12/01/204 2013-09-24 2015-11-27 392 418 -26 -26 369.74 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE1789 4% 10/01/2040 2011-11-08 2015-11-27 370 385 -15 -15 2. ZIMMER HOLDINGS INC 2011-12-21 2015-11-27 202 103 99 99 6. BOSTON PROPERTYS INC 2015-10-30 2015-11-30 752 779 -27 -27 37. VENTAS INC (REIT) 2015-10-29 2015-11-30 1969 2073 -104 -104 5. ZIMMER HOLDINGS INC 2011-12-21 2015-11-30 507 254 253 253 11. ZIMMER HOLDINGS INC 2011-12-20 2015-12-01 1125 556 569 569 11. ZIMMER HOLDINGS INC 2011-12-20 2015-12-02 1129 556 573 573 7. AVERY DENNISON CORP 2014-12-02 2015-12-03 447 349 98 98 3. CACI INTL INC CL A 2014-02-14 2015-12-03 307 219 88 88 9. FIRST AMERN FINL CORP 2014-10-20 2015-12-03 345 252 93 93 19. FISERV INC 2011-08-17 2015-12-03 1786 521 1265 1265 2. GLOBAL PAYMENTS INC 2013-03-20 2015-12-03 139 48 91 91 6. GLOBAL PAYMENTS INC 2013-03-20 2015-12-03 415 143 272 272 19. GLOBAL PAYMENTS INC 2013-03-20 2015-12-03 1321 443 878 878 1. NASDAQ STOCK MARKET INC 2014-06-23 2015-12-03 57 39 18 18 10. NASDAQ STOCK MARKET INC 2014-06-23 2015-12-03 569 388 181 181 3. SEI INVESTMENT COMPANY 2011-07-01 2015-12-03 159 69 90 90 9. SEI INVESTMENT COMPANY 2011-07-01 2015-12-03 482 206 276 276 10. SEI INVESTMENT COMPANY 2011-07-01 2015-12-03 537 229 308 308 6. TOTAL SYSTEMS SERV 2014-10-31 2015-12-03 331 202 129 129 30. TOTAL SYSTEMS SERV 2014-10-31 2015-12-03 1655 940 715 715 1. ZIMMER HOLDINGS INC 2011-12-20 2015-12-03 101 51 50 50 13. ZIMMER HOLDINGS INC 2011-12-20 2015-12-03 1300 658 642 642 2. DELPHI AUTOMOTIVE PLC 2012-01-12 2015-12-03 173 48 125 125 13. CHECK POINT SOFTWARE TECH 2012-08-15 2015-12-03 1108 630 478 478 8. AVERY DENNISON CORP 2014-12-02 2015-12-04 518 398 120 120 4. CACI INTL INC CL A 2014-02-14 2015-12-04 404 291 113 113 10. ZIMMER HOLDINGS INC 2011-12-20 2015-12-04 1003 506 497 497 5. ZIMMER HOLDINGS INC 2011-12-20 2015-12-07 500 253 247 247 4. ZIMMER HOLDINGS INC 2011-12-20 2015-12-08 400 202 198 198 4. ZIMMER HOLDINGS INC 2011-12-20 2015-12-09 402 202 200 200 5. ZIMMER HOLDINGS INC 2011-12-20 2015-12-09 505 253 252 252 17. ASHTEAD GROUP PLC ADR 2015-05-13 2015-12-10 1138 1261 -123 -123 3000. CITIGROUP INC 6.125% 05/15/2018 2015-08-18 2015-12-10 3320 3286 34 34 10000. CITIGROUP INC 6.125% 05/15/2018 2011-02-28 2015-12-10 11067 10557 510 510 2562. GLENCORE XSTRATA PLC ADR 2015-08-19 2015-12-10 6770 18845 -12075 -12075 2375. GLENCORE XSTRATA PLC ADR 2014-11-04 2015-12-10 6276 28287 -22011 -22011 7. HCA HLDGS INC COM 2011-12-15 2015-12-10 481 150 331 331 3. ZIMMER HOLDINGS INC 2011-12-20 2015-12-10 300 152 148 148 11. DELPHI AUTOMOTIVE PLC 2012-01-12 2015-12-10 932 267 665 665 10. CHECK POINT SOFTWARE TECH 2012-08-15 2015-12-10 848 484 364 364 11. AVAGO TECHNOLOGIES LTD 2011-01-20 2015-12-10 1624 304 1320 1320 469. BRITISH AMERN TOB PLC SPONSORED ADR 2010-10-26 2015-12-14 51093 36019 15074 15074 153.54 FEDERAL HOME LN MTG CORP PARTN C GOLD POOL #G04773 4.5% 09/01/2 2014-11-10 2015-12-16 154 166 -12 -12 60.12 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-4951 GOLD 5% 11/01 2012-11-13 2015-12-16 60 64 -4 -4 19.82 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-6085 6.5% 09/01/20 2011-06-28 2015-12-16 20 22 -2 -2 17.76 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-6766 GOLD POOL 5% 2014-11-20 2015-12-16 18 20 -2 -2 127.7 FEDERAL HOME LN MTG CORP GROUP NBR G1-8498 GOLD POOL 3.5% 01/01/ 2014-02-24 2015-12-16 128 134 -6 -6 109.62 FEDERAL HOME LN MTG CORP GROUP NBR G1-8521 GOLD POOL 3.5% 08/01 2015-04-23 2015-12-16 110 117 -7 -7 85.11 FEDERAL HOME LN MTG CORP GOLD POOL NBR G1-8525 3.5% 09/01/2029 2014-11-12 2015-12-16 85 90 -5 -5 175.24 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-7763 GOLD POOL 3. 2015-07-27 2015-12-16 175 185 -10 -10 390.94 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8360 GOLD 3% 03/0 2012-12-12 2015-12-16 391 408 -17 -17 76.06 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8800 GOLD 3% 04/01 2014-11-20 2015-12-16 76 79 -3 -3 188.19 FEDERAL HOME LN MTG CORP GOLD POOL #A89 2013-08-08 2015-12-16 188 204 -16 -16 132.18 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J2-2427 GOLD POOL 3% 2015-06-17 2015-12-16 132 137 -5 -5 132.77 FEDERAL HOME LN MTG CORP PARTN C GOLD POOL NBR J2-6033 3.5% 10/ 2013-10-22 2015-12-16 133 140 -7 -7 66.24 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR Z4-0045 GOLD POOL 5% 2013-03-27 2015-12-16 66 71 -5 -5 42.44 FEDERAL HOME LN MTG CORP PARTN GROUP NBR Q0-0798 GOLD POOL 4% 05 2012-11-13 2015-12-16 42 45 -3 -3 67. INTEL CORP 2007-03-16 2015-12-16 2341 1286 1055 1055 8. FISERV INC 2011-08-17 2015-12-17 747 219 528 528 16. TOTAL SYSTEMS SERV 2014-04-07 2015-12-17 866 475 391 391 9. DELPHI AUTOMOTIVE PLC 2012-01-12 2015-12-17 757 218 539 539 10. CHECK POINT SOFTWARE TECH 2013-04-12 2015-12-17 836 483 353 353 3. AVAGO TECHNOLOGIES LTD 2011-01-20 2015-12-17 427 83 344 344 3. FISERV INC 2011-08-17 2015-12-18 277 82 195 195 .923 GRAMERCY PPTY TR 2015-02-27 2015-12-18 7 8 -1 -1 3. TOTAL SYSTEMS SERV 2014-04-07 2015-12-18 157 89 68 68 2. DELPHI AUTOMOTIVE PLC 2012-01-12 2015-12-18 166 48 118 118 2. CHECK POINT SOFTWARE TECH 2013-04-12 2015-12-18 166 93 73 73 1. AVAGO TECHNOLOGIES LTD 2011-01-20 2015-12-18 140 28 112 112 39. EXTRA SPACE STORAGE INC (REIT) 2009-05-21 2015-12-22 3477 292 3185 3185 4. SIMON PROPERTY GROUP INC (REIT) 2014-10-29 2015-12-22 774 444 330 330 5. BOSTON PROPERTYS INC 2014-10-29 2015-12-23 638 626 12 12 10. TOTAL SYSTEMS SERV 2014-03-27 2015-12-23 510 297 213 213 42. SERITAGE GROWTH PPTYS PROP-A REIT 2015-12-01 2015-12-24 1725 1520 205 205 6. AVAGO TECHNOLOGIES LTD 2011-01-20 2015-12-28 871 166 705 705 6. AVERY DENNISON CORP 2014-12-10 2015-12-29 381 300 81 81 7. AVERY DENNISON CORP 2014-12-02 2015-12-29 445 349 96 96 224.54 FEDERAL NATL MTG ASSN POOL #190377 5% 11 2014-11-20 2015-12-29 225 249 -24 -24 41.26 FEDERAL NATL MTG ASSN POOL #256062 5.5% 2011-03-16 2015-12-29 41 44 -3 -3 43.98 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-05-16 2015-12-29 44 46 -2 -2 42.42 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2011-12-16 2015-12-29 42 45 -3 -3 121.66 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2015-12-29 122 125 -3 -3 90.74 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AK9469 3.5% 03/01/2027 2014-07-17 2015-12-29 91 96 -5 -5 48.72 FEDERAL NATL MTG ASSN POOL NBR AL0228 5 2011-06-15 2015-12-29 49 52 -3 -3 119.17 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AL6223 4.5% 08/01/2044 2015-03-24 2015-12-29 119 130 -11 -11 604.54 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AL6294 4.5% 11/01/2044 2015-08-19 2015-12-29 605 658 -53 -53 363.86 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2015-12-29 364 379 -15 -15 30.67 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2015-07-23 2015-12-29 31 34 -3 -3 30.86 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2015-06-17 2015-12-29 31 33 -2 -2 67.24 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV5036 3.5% 02/01/2044 2014-04-10 2015-12-29 67 69 -2 -2 271.98 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV6336 4.5% 01/01/2044 2014-02-25 2015-12-29 272 291 -19 -19 63.62 FEDERAL NATL MTG ASSN POOL #745355 5% 0 2010-04-29 2015-12-29 64 62 2 2 11.78 FEDERAL NATL MTG ASSN POOL #847842 5.5% 2010-02-25 2015-12-29 12 12 6.92 FEDERAL NATL MTG ASSN POOL NBR 848782 6 2012-08-10 2015-12-29 7 8 -1 -1 76.1 FEDERAL NATL MTG ASSN POOL #888356 5.5% 2007-04-12 2015-12-29 76 77 -1 -1 5.35 FEDERAL NATL MTG ASSN POOL #888435 5.5% 2008-11-21 2015-12-29 5 5 32.4 FEDERAL NATL MTG ASSN POOL NBR 888439 5 2009-06-12 2015-12-29 32 33 -1 -1 71.94 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 889799 5.5% 02/01/2023 2011-01-27 2015-12-29 72 77 -5 -5 51.94 FEDERAL NATL MTG ASSN POOL NBR 890314 5. 2012-02-14 2015-12-29 52 56 -4 -4 1.79 FEDERAL NATL MTG ASSN POOL NBR 894675 6. 2010-02-19 2015-12-29 2 2 9.86 FEDERAL NATL MTG ASSN POOL #898565 6.5% 2010-05-10 2015-12-29 10 10 .58 FEDERAL NATL MTG ASSN POOL NBR 902408 6 2012-08-10 2015-12-29 1 1 75.81 FEDERAL NATL MTG ASSN POOL #928739 6.5% 2011-03-16 2015-12-29 76 85 -9 -9 9.97 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 929203 6.5% 03/01/2038 2013-03-20 2015-12-29 10 11 -1 -1 126.57 FEDERAL NATL MTG ASSN POOL NBR 930664 6 2012-02-15 2015-12-29 127 140 -13 -13 23.49 FEDERAL NATL MTG ASSN POOL NBR 933441 5. 2009-12-22 2015-12-29 23 25 -2 -2 18.91 FEDERAL NATL MTG ASSN POOL #936519 6.5% 2007-09-13 2015-12-29 19 19 1.5 FEDERAL NATL MTG ASSN POOL #937630 5% 06 2007-09-12 2015-12-29 2 1 1 1 2.63 FEDERAL NATL MTG ASSN POOL NBR 944072 6. 2010-01-11 2015-12-29 3 3 2.08 FEDERAL NATL MTG ASSN GTD MTG PA POOL #974342 6.5% 03/01/2038 2009-10-16 2015-12-29 2 2 5.15 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2010-02-19 2015-12-29 5 5 5.67 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2009-10-16 2015-12-29 6 5 1 1 79.1 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 982880 5.5% 05/01/2023 2012-08-16 2015-12-29 79 85 -6 -6 18.89 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995097 6.5% 10/01/2037 2013-02-26 2015-12-29 19 21 -2 -2 50.65 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995230 6.5% 01/01/2039 2010-06-09 2015-12-29 51 55 -4 -4 15.2 FEDERAL NATL MTG ASSN GTD MTG PA POOL #995232 6.5% 12/01/2038 2012-11-13 2015-12-29 15 17 -2 -2 27.9 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995265 5.5% 01/01/2024 2010-01-11 2015-12-29 28 29 -1 -1 54.34 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995431 5.5% 02/01/2023 2010-08-24 2015-12-29 54 57 -3 -3 188.74 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA1007 5% 04/01/2036 2015-06-17 2015-12-29 189 209 -20 -20 .72 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA6843 5% 05/01/2039 2009-04-14 2015-12-29 1 1 3.53 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA8753 5% 06/01/2039 2010-01-11 2015-12-29 4 4 42.53 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AB5500 3.5% 07/01/2042 2015-06-17 2015-12-29 43 44 -1 -1 79.79 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AC6992 5% 12/01/2039 2011-03-15 2015-12-29 80 84 -4 -4 1.45 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AC9227 5% 05/01/2040 2010-10-07 2015-12-29 1 2 -1 -1 147.48 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR MA1908 4.5% 05/01/204 2014-07-16 2015-12-29 147 159 -12 -12 264.07 FEDERAL NATL MTG ASSN POOL NBR AD0276 5 2013-05-21 2015-12-29 264 287 -23 -23 40.13 FEDERAL NATL MTG ASSN GTD MTG PA POOL #A 2011-01-25 2015-12-29 40 42 -2 -2 75.61 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE0443 6.5% 10/01/2039 2013-03-11 2015-12-29 76 84 -8 -8 322.79 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE0698 4.5% 12/01/204 2013-09-24 2015-12-29 323 344 -21 -21 211.21 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE1789 4% 10/01/2040 2011-11-08 2015-12-29 211 220 -9 -9 1. AVAGO TECHNOLOGIES LTD 2011-01-20 2015-12-29 146 28 118 118 9. WELLTOWER INC 2015-05-28 2016-01-06 628 638 -10 -10 6. AMAZON COM INC 2014-12-04 2016-01-07 3665 1896 1769 1769 10. HD SUPPLY HLDGS INC. 2014-11-04 2016-01-08 275 288 -13 -13 11. RELIANCE STEEL & ALUMINUM CO 2014-10-27 2016-01-08 600 636 -36 -36 7000. UNITED STATES TREAS BDS 4.25% 11/15/2040 2013-07-23 2016-01-08 8811 8230 581 581 57000. UNITED STATES TREASURY 2.75% 11/15/2023 2013-12-16 2016-01-08 60224 56461 3763 3763 2. RELIANCE STEEL & ALUMINUM CO 2012-10-11 2016-01-11 108 101 7 7 1. SNAP ON INC 2014-10-08 2016-01-11 163 119 44 44 95. BG GROUP PLC SPON ADR 2014-12-24 2016-01-12 1256 1675 -419 -419 23. SABRE CORP 2014-06-03 2016-01-12 597 439 158 158 6. DELPHI AUTOMOTIVE PLC 2012-01-12 2016-01-12 443 145 298 298 2. DELPHI AUTOMOTIVE PLC 2012-01-12 2016-01-13 143 48 95 95 29000. GOLDMAN SACHS 5.35% 01/15/2016 2008-04-11 2016-01-15 29000 29000 156.36 FEDERAL HOME LN MTG CORP PARTN C GOLD POOL #G04773 4.5% 09/01/2 2014-11-10 2016-01-19 156 169 -13 -13 78.75 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-4951 GOLD 5% 11/01 2012-11-13 2016-01-19 79 84 -5 -5 14.24 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-6085 6.5% 09/01/20 2011-06-28 2016-01-19 14 16 -2 -2 24.28 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-6766 GOLD POOL 5% 2014-11-20 2016-01-19 24 27 -3 -3 84.33 FEDERAL HOME LN MTG CORP GROUP NBR G1-8498 GOLD POOL 3.5% 01/01/ 2014-02-24 2016-01-19 84 88 -4 -4 148.22 FEDERAL HOME LN MTG CORP GROUP NBR G1-8521 GOLD POOL 3.5% 08/01 2015-04-23 2016-01-19 148 158 -10 -10 82.99 FEDERAL HOME LN MTG CORP GOLD POOL NBR G1-8525 3.5% 09/01/2029 2014-11-12 2016-01-19 83 88 -5 -5 284.96 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-7763 GOLD POOL 3. 2015-07-27 2016-01-19 285 301 -16 -16 493.4 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8360 GOLD 3% 03/01 2012-12-12 2016-01-19 493 515 -22 -22 78.12 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8800 GOLD 3% 04/01 2014-11-20 2016-01-19 78 81 -3 -3 181.91 FEDERAL HOME LN MTG CORP GOLD POOL #A89 2013-08-08 2016-01-19 182 197 -15 -15 93.89 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J2-2427 GOLD POOL 3% 2015-06-17 2016-01-19 94 97 -3 -3 134.61 FEDERAL HOME LN MTG CORP PARTN C GOLD POOL NBR J2-6033 3.5% 10/ 2013-10-22 2016-01-19 135 142 -7 -7 91.49 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR Z4-0045 GOLD POOL 5% 2013-03-27 2016-01-19 91 98 -7 -7 28.99 FEDERAL HOME LN MTG CORP PARTN GROUP NBR Q0-0798 GOLD POOL 4% 05 2012-11-13 2016-01-19 29 31 -2 -2 625. 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GILDAN ACTIVEWEAR INC CL A SUB VTG SHS 2014-10-10 2016-02-05 913 1075 -162 -162 9. SERVICEMASTER GLOBAL HLDGS INC 2014-10-10 2016-02-05 344 203 141 141 34. DELPHI AUTOMOTIVE PLC 2012-01-12 2016-02-05 2022 818 1204 1204 9. SIGNET JEWELERS LTD 2014-05-21 2016-02-05 938 922 16 16 3. CONSTELLIUM NV CLASS A 2015-05-19 2016-02-05 15 46 -31 -31 8. CARPENTER TECHNOLOGY CORP 2015-05-04 2016-02-08 214 355 -141 -141 2. CARPENTER TECHNOLOGY CORP 2012-12-26 2016-02-08 53 103 -50 -50 21. COMMUNITY HEALTH SYSTEMS 2015-12-10 2016-02-08 392 626 -234 -234 42. COMMUNITY HEALTH SYSTEMS 2015-12-11 2016-02-08 783 1185 -402 -402 4. GILDAN ACTIVEWEAR INC CL A SUB VTG SHS 2014-10-10 2016-02-08 90 113 -23 -23 61. GILDAN ACTIVEWEAR INC CL A SUB VTG SHS 2014-10-10 2016-02-08 1393 1721 -328 -328 1. HD SUPPLY HLDGS INC. 2014-11-04 2016-02-08 24 29 -5 -5 20. HD SUPPLY HLDGS INC. 2014-11-04 2016-02-08 457 576 -119 -119 6. HSN INC 2015-11-05 2016-02-08 253 346 -93 -93 1. SABRE CORP 2014-06-03 2016-02-08 23 19 4 4 30. SABRE CORP 2014-06-03 2016-02-08 688 570 118 118 2. SERVICEMASTER GLOBAL HLDGS INC 2014-10-10 2016-02-08 70 45 25 25 5. SERVICEMASTER GLOBAL HLDGS INC 2014-10-10 2016-02-08 174 113 61 61 23. SERVICEMASTER GLOBAL HLDGS INC 2014-08-21 2016-02-08 810 510 300 300 13. SYNCHRONY FINL 2015-10-21 2016-02-08 318 423 -105 -105 35. SYNCHRONY FINL 2015-10-21 2016-02-08 851 1140 -289 -289 12. ENDO INTERNATIONAL PLC 2015-07-20 2016-02-08 592 1026 -434 -434 25. ENDO INTERNATIONAL PLC 2015-07-17 2016-02-08 1241 2130 -889 -889 21. CARPENTER TECHNOLOGY CORP 2012-12-26 2016-02-09 560 1080 -520 -520 1. COMMUNITY HEALTH SYSTEMS 2014-12-02 2016-02-09 19 47 -28 -28 26. COMMUNITY HEALTH SYSTEMS 2015-12-11 2016-02-09 481 713 -232 -232 787. DOMINION RESOURCES INC 2014-09-04 2016-02-09 55020 54716 304 304 1. GILDAN ACTIVEWEAR INC CL A SUB VTG SHS 2014-10-09 2016-02-09 23 28 -5 -5 2. HSN INC 2015-11-13 2016-02-09 84 103 -19 -19 2. HSN INC 2015-11-13 2016-02-09 83 103 -20 -20 19. 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LOWES COS INC 2011-08-15 2016-02-18 4193 1214 2979 2979 1368. NOMURA HOLDINGS INC ADR 2015-02-04 2016-02-18 5970 8477 -2507 -2507 82. SABMILLER PLC - SPONS ADR 2015-01-30 2016-02-18 4897 4239 658 658 5. TAILORED BRANDS INC 2014-09-17 2016-02-18 69 250 -181 -181 6. TRINET GROUP INC 2014-08-05 2016-02-18 77 161 -84 -84 45. TRINET GROUP INC 2014-08-05 2016-02-18 575 1077 -502 -502 4. CONSTELLIUM NV CLASS A 2015-05-19 2016-02-18 21 61 -40 -40 38. AMEC FOSTER WHEELER PLC SPON ADR 2015-07-30 2016-02-19 194 512 -318 -318 403. AMEC FOSTER WHEELER PLC SPON ADR 2015-02-17 2016-02-19 2061 5560 -3499 -3499 183. AMEC FOSTER WHEELER PLC SPON ADR 2015-12-18 2016-02-19 936 1480 -544 -544 3. DOCTOR REDDY'S LAB ADR 2015-02-17 2016-02-19 134 162 -28 -28 18. DOCTOR REDDY'S LAB ADR 2015-05-12 2016-02-19 804 964 -160 -160 18. HDFC BANK LTD ADR 2015-06-24 2016-02-19 991 1077 -86 -86 33. LAFARGEHOLCIM LTD-UNSP ADR 2013-12-30 2016-02-19 251 475 -224 -224 481. LAFARGEHOLCIM LTD-UNSP ADR 2013-12-30 2016-02-19 3650 6428 -2778 -2778 3. SABMILLER PLC - SPONS ADR 2015-01-09 2016-02-19 179 152 27 27 47. SABMILLER PLC - SPONS ADR 2015-01-09 2016-02-19 2794 2374 420 420 36. SOUTHERN COPPER CORP 2015-10-13 2016-02-19 853 1050 -197 -197 9. CARPENTER TECHNOLOGY CORP 2012-12-26 2016-02-22 261 463 -202 -202 13000. CISCO SYS INC 5.5% 02/22/2016 2013-07-23 2016-02-22 13000 13000 49. TRINET GROUP INC 2014-07-31 2016-02-22 655 1130 -475 -475 10. CONSTELLIUM NV CLASS A 2015-05-19 2016-02-22 53 152 -99 -99 16. TRINET GROUP INC 2014-07-30 2016-02-23 209 368 -159 -159 14. COMMSCOPE HLDG CO INC 2014-02-05 2016-02-25 345 257 88 88 260.29 FEDERAL NATL MTG ASSN POOL #190377 5% 11 2014-11-20 2016-02-26 260 288 -28 -28 58.27 FEDERAL NATL MTG ASSN POOL #256062 5.5% 2011-03-16 2016-02-26 58 62 -4 -4 43.72 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-05-16 2016-02-26 44 46 -2 -2 1.98 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2011-12-16 2016-02-26 2 2 143.67 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2016-02-26 144 147 -3 -3 78.41 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AK9469 3.5% 03/01/2027 2014-07-17 2016-02-26 78 83 -5 -5 45.98 FEDERAL NATL MTG ASSN POOL NBR AL0228 5 2011-06-15 2016-02-26 46 49 -3 -3 211.07 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AL6223 4.5% 08/01/2044 2015-03-24 2016-02-26 211 230 -19 -19 567.8 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AL6294 4.5% 11/01/2044 2015-08-19 2016-02-26 568 618 -50 -50 250.36 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2016-02-26 250 260 -10 -10 13.31 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2015-07-23 2016-02-26 13 15 -2 -2 146.93 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2015-06-17 2016-02-26 147 156 -9 -9 62.01 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV5036 3.5% 02/01/2044 2014-04-10 2016-02-26 62 63 -1 -1 4.51 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV6336 4.5% 01/01/2044 2014-02-25 2016-02-26 5 5 57.28 FEDERAL NATL MTG ASSN POOL #745355 5% 0 2010-04-29 2016-02-26 57 56 1 1 11.22 FEDERAL NATL MTG ASSN POOL #847842 5.5% 2010-02-25 2016-02-26 11 12 -1 -1 7.03 FEDERAL NATL MTG ASSN POOL NBR 848782 6 2012-08-10 2016-02-26 7 8 -1 -1 111.38 FEDERAL NATL MTG ASSN POOL #888356 5.5% 2007-04-12 2016-02-26 111 113 -2 -2 7.38 FEDERAL NATL MTG ASSN POOL #888435 5.5% 2008-11-21 2016-02-26 7 7 29.52 FEDERAL NATL MTG ASSN POOL NBR 888439 5 2009-06-12 2016-02-26 30 30 62.45 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 889799 5.5% 02/01/2023 2011-01-27 2016-02-26 62 66 -4 -4 51.23 FEDERAL NATL MTG ASSN POOL NBR 890314 5. 2012-02-14 2016-02-26 51 55 -4 -4 1.99 FEDERAL NATL MTG ASSN POOL NBR 894675 6. 2010-02-19 2016-02-26 2 2 120.84 FEDERAL NATL MTG ASSN POOL #898565 6.5% 2010-05-10 2016-02-26 121 126 -5 -5 .58 FEDERAL NATL MTG ASSN POOL NBR 902408 6 2012-08-10 2016-02-26 1 1 8.63 FEDERAL NATL MTG ASSN POOL #928739 6.5% 2011-03-16 2016-02-26 9 10 -1 -1 10.35 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 929203 6.5% 03/01/2038 2013-03-20 2016-02-26 10 12 -2 -2 1.81 FEDERAL NATL MTG ASSN POOL NBR 930664 6 2012-02-15 2016-02-26 2 2 24.11 FEDERAL NATL MTG ASSN POOL NBR 933441 5. 2009-12-22 2016-02-26 24 25 -1 -1 1.02 FEDERAL NATL MTG ASSN POOL #936519 6.5% 2007-09-13 2016-02-26 1 1 1.51 FEDERAL NATL MTG ASSN POOL #937630 5% 06 2007-09-12 2016-02-26 2 1 1 1 2.59 FEDERAL NATL MTG ASSN POOL NBR 944072 6. 2010-01-11 2016-02-26 3 3 1.93 FEDERAL NATL MTG ASSN GTD MTG PA POOL #974342 6.5% 03/01/2038 2009-10-16 2016-02-26 2 2 .32 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2010-02-19 2016-02-26 6.41 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2009-10-16 2016-02-26 6 6 77.54 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 982880 5.5% 05/01/2023 2012-08-16 2016-02-26 78 83 -5 -5 12.88 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995097 6.5% 10/01/2037 2013-02-26 2016-02-26 13 14 -1 -1 36.8 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995230 6.5% 01/01/2039 2010-06-09 2016-02-26 37 40 -3 -3 17.38 FEDERAL NATL MTG ASSN GTD MTG PA POOL #995232 6.5% 12/01/2038 2012-11-13 2016-02-26 17 19 -2 -2 24.86 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995265 5.5% 01/01/2024 2010-01-11 2016-02-26 25 26 -1 -1 73.16 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995431 5.5% 02/01/2023 2010-08-24 2016-02-26 73 77 -4 -4 154.56 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA1007 5% 04/01/2036 2015-06-17 2016-02-26 155 171 -16 -16 12.34 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA6843 5% 05/01/2039 2009-04-14 2016-02-26 12 12 3.66 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA8753 5% 06/01/2039 2010-01-11 2016-02-26 4 4 16.01 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AB5500 3.5% 07/01/2042 2015-06-17 2016-02-26 16 17 -1 -1 42.47 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AC6992 5% 12/01/2039 2011-03-15 2016-02-26 42 45 -3 -3 37.04 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AC9227 5% 05/01/2040 2010-10-07 2016-02-26 37 38 -1 -1 35.01 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR MA1908 4.5% 05/01/2044 2014-07-16 2016-02-26 35 38 -3 -3 266.82 FEDERAL NATL MTG ASSN POOL NBR AD0276 5 2013-05-21 2016-02-26 267 289 -22 -22 58.64 FEDERAL NATL MTG ASSN GTD MTG PA POOL #A 2011-01-25 2016-02-26 59 61 -2 -2 29.58 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE0443 6.5% 10/01/2039 2013-03-11 2016-02-26 30 33 -3 -3 364.19 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE0698 4.5% 12/01/204 2013-09-24 2016-02-26 364 388 -24 -24 77.67 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE1789 4% 10/01/2040 2011-11-08 2016-02-26 78 81 -3 -3 8. TRINET GROUP INC 2014-07-28 2016-02-26 104 178 -74 -74 4. CONSTELLIUM NV CLASS A 2015-05-19 2016-02-26 21 61 -40 -40 263. BG GROUP PLC SPON ADR 2014-12-24 2016-02-29 3911 3438 473 473 65. E TRADE 2016-01-21 2016-02-29 1555 1709 -154 -154 110. LONDON STK EXCHANGE GROUP ADR 2016-02-18 2016-02-29 1020 946 74 74 16. CONSTELLIUM NV CLASS A 2015-06-22 2016-02-29 84 238 -154 -154 28. ACADIA RLTY TR 2014-12-22 2016-03-01 944 911 33 33 40. EXTENDED STAY AMER INC 2015-11-30 2016-03-01 606 693 -87 -87 25000. HOME DEPOT INC 5.4% 03/01/2016 2009-05-12 2016-03-01 25000 25000 1. CONSTELLIUM NV CLASS A 2015-06-22 2016-03-01 5 12 -7 -7 30. CONSTELLIUM NV CLASS A 2015-06-23 2016-03-01 158 366 -208 -208 5. DILLARD'S INC 2015-07-29 2016-03-02 419 497 -78 -78 10. WELLTOWER INC 2014-11-24 2016-03-02 667 716 -49 -49 20. CONSTELLIUM NV CLASS A 2015-06-19 2016-03-02 110 238 -128 -128 130. APACHE CORP 2014-12-01 2016-03-03 5907 8299 -2392 -2392 6. COMMSCOPE HLDG CO INC 2014-02-04 2016-03-03 162 109 53 53 2. COMMSCOPE HLDG CO INC 2014-02-03 2016-03-04 55 36 19 19 21. NCR CORP NEW 2011-04-27 2016-03-04 518 405 113 113 2. NASDAQ STOCK MARKET INC 2014-06-23 2016-03-04 128 78 50 50 8. NASDAQ STOCK MARKET INC 2014-06-23 2016-03-04 514 311 203 203 4. RELIANCE STEEL & ALUMINUM CO 2012-10-11 2016-03-04 255 203 52 52 14. TAILORED BRANDS INC 2014-09-17 2016-03-04 230 700 -470 -470 10. UNITED RENTALS INC 2012-06-14 2016-03-04 574 329 245 245 8. CONSTELLIUM NV CLASS A 2015-06-18 2016-03-04 50 92 -42 -42 11. NCR CORP NEW 2011-04-27 2016-03-07 280 212 68 68 2. NASDAQ STOCK MARKET INC 2014-06-23 2016-03-07 129 78 51 51 5. RELIANCE STEEL & ALUMINUM CO 2012-10-11 2016-03-07 325 253 72 72 38. CONSTELLIUM NV CLASS A 2015-09-18 2016-03-07 233 363 -130 -130 1. CONSTELLIUM NV CLASS A 2015-09-17 2016-03-08 6 9 -3 -3 210. LAS VEGAS SANDS CORP 2014-12-09 2016-03-09 10513 12550 -2037 -2037 1369.36 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-6766 GOLD POOL 5 2014-11-20 2016-03-10 1512 1509 3 3 7979.25 FEDERAL HOME LN MTG CORP GOLD POOL #A89 2013-08-08 2016-03-10 8812 8637 175 175 3457.16 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR Z4-0045 GOLD POOL 5 2013-03-27 2016-03-10 3818 3700 118 118 10369.52 FEDERAL NATL MTG ASSN POOL #190377 5% 11 2014-11-20 2016-03-10 11452 11472 -20 -20 1094.82 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2011-12-16 2016-03-10 1209 1167 42 42 2516.48 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2015-07-23 2016-03-10 2779 2785 -6 -6 2880.2 FEDERAL NATL MTG ASSN POOL #745355 5% 0 2010-04-29 2016-03-10 3181 2798 383 383 483.02 FEDERAL NATL MTG ASSN POOL #937630 5% 06 2007-09-12 2016-03-10 533 448 85 85 12117.38 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA1007 5% 04/01/203 2015-06-17 2016-03-10 13382 13405 -23 -23 1927.45 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AC6992 5% 12/01/2039 2011-03-15 2016-03-10 2129 2020 109 109 2235.46 FEDERAL NATL MTG ASSN GTD MTG PA POOL #A 2011-01-25 2016-03-10 2469 2336 133 133 10. HD SUPPLY HLDGS INC. 2014-10-31 2016-03-10 272 288 -16 -16 3. HD SUPPLY HLDGS INC. 2014-10-31 2016-03-11 84 86 -2 -2 13000. EQUITY RESIDENTIAL 5.125% 03/15/2016 2013-07-23 2016-03-15 13000 13000 25000. LOEWS CORP 5.25% 03/15/2016 2010-02-09 2016-03-15 25000 25000 38. MEDTRONIC PLC 2015-02-13 2016-03-15 2925 2924 1 1 3. AMSURG CORP 2014-11-14 2016-03-16 212 150 62 62 4. AVERY DENNISON CORP 2014-12-02 2016-03-16 277 199 78 78 92.95 FEDERAL HOME LN MTG CORP PARTN C GOLD POOL #G04773 4.5% 09/01/20 2014-11-10 2016-03-16 93 100 -7 -7 76.54 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-4951 GOLD 5% 11/01 2012-11-13 2016-03-16 77 82 -5 -5 25.16 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-6085 6.5% 09/01/20 2011-06-28 2016-03-16 25 28 -3 -3 132.95 FEDERAL HOME LN MTG CORP GROUP NBR G1-8498 GOLD POOL 3.5% 01/01 2014-02-24 2016-03-16 133 139 -6 -6 126.32 FEDERAL HOME LN MTG CORP GROUP NBR G1-8521 GOLD POOL 3.5% 08/01 2015-04-23 2016-03-16 126 134 -8 -8 62.01 FEDERAL HOME LN MTG CORP GOLD POOL NBR G1-8525 3.5% 09/01/2029 2014-11-12 2016-03-16 62 65 -3 -3 499.72 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-7763 GOLD POOL 3. 2015-07-27 2016-03-16 500 528 -28 -28 439.85 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8360 GOLD 3% 03/0 2012-12-12 2016-03-16 440 459 -19 -19 102.72 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8800 GOLD 3% 04/0 2014-11-20 2016-03-16 103 106 -3 -3 99.59 FEDERAL HOME LN MTG CORP GOLD POOL #A89 2013-08-08 2016-03-16 100 108 -8 -8 96.65 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J2-2427 GOLD POOL 3% 2015-06-17 2016-03-16 97 100 -3 -3 640.78 FEDERAL HOME LN MTG CORP PARTN C GOLD POOL NBR J2-6033 3.5% 10/ 2013-10-22 2016-03-16 641 674 -33 -33 79.06 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR Z4-0045 GOLD POOL 5% 2013-03-27 2016-03-16 79 85 -6 -6 4.13 FEDERAL HOME LN MTG CORP PARTN GROUP NBR Q0-0798 GOLD POOL 4% 05/ 2012-11-13 2016-03-16 4 4 69. CONSTELLIUM NV CLASS A 2015-11-09 2016-03-16 309 562 -253 -253 112. ANADARKO PETROLEUM CORP 2015-07-15 2016-03-17 5552 8564 -3012 -3012 4000. FEDERAL NATL MTG ASSN 6.625% 11/15/2030 2013-11-07 2016-03-17 5921 5219 702 702 4000. MORGAN STANLEY 3.75% 02/25/2023 2013-02-21 2016-03-17 4130 4010 120 120 6000. UNITED STATES TREAS BDS DTD 00223 4.375% 2013-07-23 2016-03-17 8042 6650 1392 1392 5000. UNITED STATES TREAS BDS 3% 05/15/2045 2016-01-04 2016-03-17 5338 5039 299 299 3000. VIACOM INC 6.875% 04/30/2036 2015-06-16 2016-03-17 3029 3470 -441 -441 1000. VIACOM INC 6.875% 04/30/2036 2013-02-12 2016-03-17 1010 1255 -245 -245 4000. BARRICK NORTH AMER FIN LLC 4.4% 05/30/20 2014-10-31 2016-03-21 3893 4095 -202 -202 23.33 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-6766 GOLD POOL 5% 2014-11-20 2016-03-22 23 26 -3 -3 10. NASDAQ STOCK MARKET INC 2014-06-23 2016-03-24 639 388 251 251 3. NASDAQ STOCK MARKET INC 2014-06-23 2016-03-28 194 117 77 77 238.02 FEDERAL NATL MTG ASSN POOL #190377 5% 11 2014-11-20 2016-03-29 238 263 -25 -25 101.34 FEDERAL NATL MTG ASSN POOL #256062 5.5% 2011-03-16 2016-03-29 101 107 -6 -6 44.87 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-05-16 2016-03-29 45 47 -2 -2 2.24 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2011-12-16 2016-03-29 2 2 103.02 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2016-03-29 103 106 -3 -3 76.37 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AK9469 3.5% 03/01/2027 2014-07-17 2016-03-29 76 80 -4 -4 43.54 FEDERAL NATL MTG ASSN POOL NBR AL0228 5 2011-06-15 2016-03-29 44 46 -2 -2 215.08 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AL6223 4.5% 08/01/2044 2015-03-24 2016-03-29 215 234 -19 -19 322.62 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AL6294 4.5% 11/01/2044 2015-08-19 2016-03-29 323 351 -28 -28 133.18 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2016-03-29 133 139 -6 -6 49.74 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2015-07-23 2016-03-29 50 55 -5 -5 31.59 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2015-06-17 2016-03-29 32 34 -2 -2 59.36 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV5036 3.5% 02/01/2044 2014-04-10 2016-03-29 59 60 -1 -1 247.82 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV6336 4.5% 01/01/2044 2014-02-25 2016-03-29 248 265 -17 -17 55.45 FEDERAL NATL MTG ASSN POOL #745355 5% 0 2006-11-02 2016-03-29 55 53 2 2 11.27 FEDERAL NATL MTG ASSN POOL #847842 5.5% 2010-02-25 2016-03-29 11 12 -1 -1 7.1 FEDERAL NATL MTG ASSN POOL NBR 848782 6 2012-08-10 2016-03-29 7 8 -1 -1 90.31 FEDERAL NATL MTG ASSN POOL #888356 5.5% 2007-04-12 2016-03-29 90 91 -1 -1 4.69 FEDERAL NATL MTG ASSN POOL #888435 5.5% 2008-11-21 2016-03-29 5 4 1 1 31.51 FEDERAL NATL MTG ASSN POOL NBR 888439 5 2009-06-12 2016-03-29 32 32 99.58 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 889799 5.5% 02/01/2023 2011-01-27 2016-03-29 100 106 -6 -6 49.48 FEDERAL NATL MTG ASSN POOL NBR 890314 5. 2012-02-14 2016-03-29 49 53 -4 -4 19.37 FEDERAL NATL MTG ASSN POOL NBR 894675 6. 2010-02-19 2016-03-29 19 20 -1 -1 433.29 FEDERAL NATL MTG ASSN POOL #898565 6.5% 2010-05-10 2016-03-29 433 451 -18 -18 .59 FEDERAL NATL MTG ASSN POOL NBR 902408 6 2012-08-10 2016-03-29 1 1 8.66 FEDERAL NATL MTG ASSN POOL #928739 6.5% 2011-03-16 2016-03-29 9 10 -1 -1 10.41 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 929203 6.5% 03/01/2038 2013-03-20 2016-03-29 10 12 -2 -2 1.79 FEDERAL NATL MTG ASSN POOL NBR 930664 6 2012-02-15 2016-03-29 2 2 117.59 FEDERAL NATL MTG ASSN POOL NBR 933441 5. 2009-12-22 2016-03-29 118 122 -4 -4 1.06 FEDERAL NATL MTG ASSN POOL #936519 6.5% 2007-09-13 2016-03-29 1 1 38.31 FEDERAL NATL MTG ASSN POOL #937630 5% 06 2007-06-26 2016-03-29 38 35 3 3 1.96 FEDERAL NATL MTG ASSN POOL NBR 944072 6. 2010-01-11 2016-03-29 2 2 1.93 FEDERAL NATL MTG ASSN GTD MTG PA POOL #974342 6.5% 03/01/2038 2009-10-16 2016-03-29 2 2 9.44 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2010-02-19 2016-03-29 9 9 .37 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2009-10-16 2016-03-29 78.38 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 982880 5.5% 05/01/2023 2012-08-16 2016-03-29 78 84 -6 -6 9.81 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995097 6.5% 10/01/2037 2013-02-26 2016-03-29 10 11 -1 -1 54.16 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995230 6.5% 01/01/2039 2010-06-09 2016-03-29 54 59 -5 -5 20.3 FEDERAL NATL MTG ASSN GTD MTG PA POOL #995232 6.5% 12/01/2038 2012-11-13 2016-03-29 20 22 -2 -2 25.12 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995265 5.5% 01/01/2024 2010-01-11 2016-03-29 25 26 -1 -1 60.13 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995431 5.5% 02/01/2023 2010-08-24 2016-03-29 60 63 -3 -3 139.52 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA1007 5% 04/01/2036 2015-06-17 2016-03-29 140 154 -14 -14 12.85 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA6843 5% 05/01/2039 2009-04-14 2016-03-29 13 13 3.69 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA8753 5% 06/01/2039 2010-01-11 2016-03-29 4 4 93.87 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AB5500 3.5% 07/01/2042 2015-06-17 2016-03-29 94 97 -3 -3 34.96 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AC6992 5% 12/01/2039 2011-03-15 2016-03-29 35 37 -2 -2 1.36 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AC9227 5% 05/01/2040 2010-10-07 2016-03-29 1 1 94.98 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR MA1908 4.5% 05/01/2044 2014-07-16 2016-03-29 95 102 -7 -7 243.89 FEDERAL NATL MTG ASSN POOL NBR AD0276 5 2013-05-21 2016-03-29 244 264 -20 -20 39.12 FEDERAL NATL MTG ASSN GTD MTG PA POOL #A 2011-01-25 2016-03-29 39 41 -2 -2 46.41 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE0443 6.5% 10/01/2039 2013-03-11 2016-03-29 46 52 -6 -6 265.03 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE0698 4.5% 12/01/204 2013-09-24 2016-03-29 265 282 -17 -17 92.86 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE1789 4% 10/01/2040 2011-11-08 2016-03-29 93 97 -4 -4 64.057 COHEN & STEERS INTL RLTY FD 2015-06-30 2016-03-31 721 726 -5 -5 187. DDR CORP 2014-12-22 2016-03-31 3324 2967 357 357 10. EQUITY LIFESTYLE PROPERTIES (REIT) 2015-03-27 2016-03-31 728 494 234 234 26. HILTON WORLDWIDE HLDGS INC 2015-09-30 2016-03-31 587 589 -2 -2 3. HILTON WORLDWIDE HLDGS INC 2014-11-21 2016-03-31 68 77 -9 -9 43. PARAMOUNT GROUP INC 2015-07-29 2016-03-31 688 803 -115 -115 48. RETAIL OPPORTUNITY INVTS CORP 2012-03-28 2016-03-31 967 574 393 393 364. ANADARKO PETROLEUM CORP 2015-12-09 2016-04-01 16559 25529 -8970 -8970 139. INTEL CORP 2008-11-14 2016-04-07 4390 2250 2140 2140 12. ALIBABA GROUP HLDG LTD ADR 2015-06-17 2016-04-08 929 1040 -111 -111 5. MILACRON HLDGS CORP 2015-09-17 2016-04-11 82 106 -24 -24 8. RELIANCE STEEL & ALUMINUM CO 2012-10-11 2016-04-11 560 405 155 155 7. TENNECO INC 2015-10-22 2016-04-11 325 338 -13 -13 156. E TRADE 2016-01-21 2016-04-13 3895 3821 74 74 39. FRESENIUS SE & CO KGAA SPONSORED ADR 2014-11-18 2016-04-13 708 504 204 204 11. GOLDMAN SACHS GROUP INC 2016-01-13 2016-04-13 1749 1760 -11 -11 4. MILACRON HLDGS CORP 2015-09-17 2016-04-13 65 85 -20 -20 8. MILACRON HLDGS CORP 2015-09-17 2016-04-13 131 164 -33 -33 7. RELIANCE STEEL & ALUMINUM CO 2012-10-11 2016-04-13 506 355 151 151 18. TENNECO INC 2014-08-11 2016-04-13 861 1155 -294 -294 2. TENNECO INC 2015-10-22 2016-04-13 96 96 1043. TORONTO DOMINION BK ONT 2014-09-04 2016-04-13 44957 55227 -10270 -10270 2. MILACRON HLDGS CORP 2015-09-11 2016-04-14 33 40 -7 -7 10. MILACRON HLDGS CORP 2015-09-18 2016-04-14 164 199 -35 -35 50. CAPITAL ONE FINANCIAL CORP 2013-03-04 2016-04-15 3593 2419 1174 1174 4. BLOCK H & R INC 2016-02-05 2016-04-18 96 140 -44 -44 69. BLOCK H & R INC 2016-02-10 2016-04-18 1657 2403 -746 -746 179.52 FEDERAL HOME LN MTG CORP PARTN C GOLD POOL #G04773 4.5% 09/01/2 2014-11-10 2016-04-18 180 194 -14 -14 73.69 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-4951 GOLD 5% 11/01 2012-11-13 2016-04-18 74 79 -5 -5 13.83 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-6085 6.5% 09/01/20 2011-06-28 2016-04-18 14 15 -1 -1 117.09 FEDERAL HOME LN MTG GROUP NBR G0-8698 3 2016-03-10 2016-04-18 117 122 -5 -5 79.11 FEDERAL HOME LN MTG CORP GROUP NBR G1-8498 GOLD POOL 3.5% 01/01/ 2014-02-24 2016-04-18 79 83 -4 -4 166.13 FEDERAL HOME LN MTG CORP GROUP NBR G1-8521 GOLD POOL 3.5% 08/01 2015-04-23 2016-04-18 166 176 -10 -10 109.99 FEDERAL HOME LN MTG CORP GOLD POOL NBR G1-8525 3.5% 09/01/2029 2014-11-12 2016-04-18 110 116 -6 -6 111.39 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-7763 GOLD POOL 3. 2015-07-27 2016-04-18 111 118 -7 -7 504.15 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8360 GOLD 3% 03/0 2012-12-12 2016-04-18 504 526 -22 -22 248.77 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8800 GOLD 3% 04/0 2014-11-20 2016-04-18 249 258 -9 -9 203.23 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J2-2427 GOLD POOL 3% 2015-06-17 2016-04-18 203 211 -8 -8 127.1 FEDERAL HOME LN MTG CORP PARTN C GOLD POOL NBR J2-6033 3.5% 10/0 2013-10-22 2016-04-18 127 134 -7 -7 15.53 FEDERAL HOME LN MTG CORP PARTN GROUP NBR Q0-0798 GOLD POOL 4% 05 2012-11-13 2016-04-18 16 16 4. LOWES COS INC 2011-08-15 2016-04-18 309 78 231 231 .918 NEWELL RUBBERMAID INC 2015-10-28 2016-04-18 41 50 -9 -9 23. BLOCK H & R INC 2016-02-10 2016-04-19 552 794 -242 -242 2. LOWES COS INC 2011-08-15 2016-04-19 153 39 114 114 2. LOWES COS INC 2011-08-15 2016-04-19 153 39 114 114 17. LOWES COS INC 2011-08-15 2016-04-19 1301 333 968 968 8. FISERV INC 2011-08-17 2016-04-20 798 219 579 579 31. LOWES COS INC 2011-08-15 2016-04-20 2373 607 1766 1766 367. INTEL CORP 2008-11-14 2016-04-21 11708 4972 6736 6736 26. LOWES COS INC 2011-08-15 2016-04-22 1974 509 1465 1465 40.28 FEDERAL NATL MTG ASSN POOL #256062 5.5% 2011-03-16 2016-04-26 40 43 -3 -3 313.16 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-05-16 2016-04-26 313 327 -14 -14 145.01 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2016-04-26 145 149 -4 -4 88.29 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AK9469 3.5% 03/01/2027 2014-07-17 2016-04-26 88 93 -5 -5 46.67 FEDERAL NATL MTG ASSN POOL NBR AL0228 5 2011-06-15 2016-04-26 47 50 -3 -3 197.36 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AL6223 4.5% 08/01/2044 2015-03-24 2016-04-26 197 215 -18 -18 293.13 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AL6294 4.5% 11/01/2044 2015-08-19 2016-04-26 293 319 -26 -26 22.76 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2016-04-26 23 24 -1 -1 458.6 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2015-06-17 2016-04-26 459 488 -29 -29 68.33 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV5036 3.5% 02/01/2044 2014-04-10 2016-04-26 68 70 -2 -2 3.88 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV6336 4.5% 01/01/2044 2014-02-25 2016-04-26 4 4 12.61 FEDERAL NATL MTG ASSN POOL #847842 5.5% 2010-02-25 2016-04-26 13 13 6.95 FEDERAL NATL MTG ASSN POOL NBR 848782 6 2012-08-10 2016-04-26 7 8 -1 -1 89.13 FEDERAL NATL MTG ASSN POOL #888356 5.5% 2007-04-12 2016-04-26 89 90 -1 -1 4.41 FEDERAL NATL MTG ASSN POOL #888435 5.5% 2008-11-21 2016-04-26 4 4 28.46 FEDERAL NATL MTG ASSN POOL NBR 888439 5 2009-06-12 2016-04-26 28 29 -1 -1 60.64 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 889799 5.5% 02/01/2023 2011-01-27 2016-04-26 61 64 -3 -3 55.71 FEDERAL NATL MTG ASSN POOL NBR 890314 5. 2012-02-14 2016-04-26 56 59 -3 -3 43.09 FEDERAL NATL MTG ASSN POOL NBR 894675 6. 2010-02-19 2016-04-26 43 45 -2 -2 6.93 FEDERAL NATL MTG ASSN POOL #898565 6.5% 2010-05-10 2016-04-26 7 7 .59 FEDERAL NATL MTG ASSN POOL NBR 902408 6 2012-08-10 2016-04-26 1 1 107.31 FEDERAL NATL MTG ASSN POOL #928739 6.5% 2011-03-16 2016-04-26 107 120 -13 -13 10.47 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 929203 6.5% 03/01/2038 2013-03-20 2016-04-26 10 12 -2 -2 21.09 FEDERAL NATL MTG ASSN POOL NBR 930664 6 2012-02-15 2016-04-26 21 23 -2 -2 25.11 FEDERAL NATL MTG ASSN POOL NBR 933441 5. 2009-12-22 2016-04-26 25 26 -1 -1 1.06 FEDERAL NATL MTG ASSN POOL #936519 6.5% 2007-09-13 2016-04-26 1 1 2.06 FEDERAL NATL MTG ASSN POOL NBR 944072 6. 2010-01-11 2016-04-26 2 2 2.21 FEDERAL NATL MTG ASSN GTD MTG PA POOL #974342 6.5% 03/01/2038 2009-10-16 2016-04-26 2 2 5.91 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2010-02-19 2016-04-26 6 6 10.82 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2009-10-16 2016-04-26 11 10 1 1 235.17 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 982880 5.5% 05/01/202 2012-08-16 2016-04-26 235 252 -17 -17 9.2 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995097 6.5% 10/01/2037 2013-02-26 2016-04-26 9 10 -1 -1 55.9 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995230 6.5% 01/01/2039 2010-06-09 2016-04-26 56 61 -5 -5 19.01 FEDERAL NATL MTG ASSN GTD MTG PA POOL #995232 6.5% 12/01/2038 2012-11-13 2016-04-26 19 21 -2 -2 24.82 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995265 5.5% 01/01/2024 2010-01-11 2016-04-26 25 26 -1 -1 67.16 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995431 5.5% 02/01/2023 2010-08-24 2016-04-26 67 71 -4 -4 .7 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA6843 5% 05/01/2039 2009-04-14 2016-04-26 1 1 3.58 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA8753 5% 06/01/2039 2010-01-11 2016-04-26 4 4 74.56 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AB5500 3.5% 07/01/2042 2015-06-17 2016-04-26 75 77 -2 -2 1.36 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AC9227 5% 05/01/2040 2010-10-07 2016-04-26 1 1 309.29 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR MA1908 4.5% 05/01/204 2014-07-16 2016-04-26 309 334 -25 -25 277.2 FEDERAL NATL MTG ASSN POOL NBR AD0276 5 2013-05-21 2016-04-26 277 300 -23 -23 101.69 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE0443 6.5% 10/01/203 2013-03-11 2016-04-26 102 113 -11 -11 380.01 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE0698 4.5% 12/01/204 2013-09-24 2016-04-26 380 405 -25 -25 165.14 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE1789 4% 10/01/2040 2011-11-08 2016-04-26 165 172 -7 -7 68. FIRST DATA CORP CLASS A 2015-10-26 2016-04-27 858 1117 -259 -259 6206.07 FEDERAL HOME LN MTG CORP GROUP NBR G1-8498 GOLD POOL 3.5% 01/0 2014-02-24 2016-04-28 6567 6483 84 84 9707.5 FEDERAL HOME LN MTG CORP GROUP NBR G1-8521 GOLD POOL 3.5% 08/01 2015-04-23 2016-04-28 10272 10301 -29 -29 5069.48 FEDERAL HOME LN MTG CORP GOLD POOL NBR G1-8525 3.5% 09/01/2029 2014-11-12 2016-04-28 5364 5350 14 14 11377.32 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-7763 GOLD POOL 2015-07-27 2016-04-28 12039 12011 28 28 20893.94 FEDERAL HOME LN MTG CORP PARTN C GOLD POOL NBR J2-6033 3.5% 1 2013-10-22 2016-04-28 22108 21980 128 128 7719.44 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AK9469 3.5% 03/01/2027 2014-07-17 2016-04-28 8168 8125 43 43 78. FIRST DATA CORP CLASS A 2015-10-26 2016-04-28 946 1269 -323 -323 1. FIRST DATA CORP CLASS A 2015-10-23 2016-04-29 12 16 -4 -4 38. MICRON TECHNOLOGY INC 2015-06-18 2016-04-29 416 941 -525 -525 6. BOSTON PROPERTYS INC 2014-07-24 2016-05-02 784 728 56 56 33. EQUITY LIFESTYLE PROPERTIES (REIT) 2014-10-29 2016-05-02 2315 950 1365 1365 14. EQUITY RESIDENTIAL PROPERTIES TR (REIT) 2016-03-31 2016-05-02 966 1086 -120 -120 19. LOWES COS INC 2011-08-15 2016-05-02 1448 372 1076 1076 28. PROLOGIS INC (REIT) 2014-10-24 2016-05-02 1289 1185 104 104 40. RETAIL OPPORTUNITY INVTS CORP 2011-11-22 2016-05-02 803 460 343 343 12. TAUBMAN CENTERS INC (REIT) 2015-11-30 2016-05-02 853 863 -10 -10 24000. UNITED STATES TREASURY .75% 10/31/2017 2015-11-10 2016-05-05 24032 23942 90 90 9. QUORUM HEALTH CORP 2014-11-17 2016-05-06 85 291 -206 -206 22. QUORUM HEALTH CORP 2014-03-12 2016-05-06 204 650 -446 -446 652. SCHLUMBERGER LTD 2015-05-14 2016-05-10 48346 60141 -11795 -11795 1000. AT&T INC 3.4% 05/15/2025-2025 2015-06-22 2016-05-13 1009 956 53 53 1000. DEERE JOHN CAP CORP 1.2% 10/10/2017 2012-09-27 2016-05-13 1003 1002 1 1 1000. IBM CORP NT 4% 06/20/2042 2016-02-03 2016-05-13 1030 911 119 119 2000. STAT OIL ASA 1.15% 05/15/2018 2013-05-09 2016-05-13 1988 2000 -12 -12 2000. UNITEDHEALTH GROUP INC 5.8% 03/15/2036 2012-02-13 2016-05-13 2547 2364 183 183 1. AMAZON COM INC 2015-05-04 2016-05-16 711 425 286 286 52. DILLARD'S INC 2014-04-08 2016-05-16 3079 4864 -1785 -1785 58. DILLARD'S INC 2015-11-24 2016-05-16 3434 5186 -1752 -1752 .167 INGEVITY CORPORATION 2015-05-22 2016-05-16 4 7 -3 -3 87.24 FEDERAL HOME LN MTG CORP PARTN C GOLD POOL #G04773 4.5% 09/01/20 2014-11-10 2016-05-17 87 94 -7 -7 69.56 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-4951 GOLD 5% 11/01 2012-11-13 2016-05-17 70 75 -5 -5 15.19 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-6085 6.5% 09/01/20 2011-06-28 2016-05-17 15 17 -2 -2 198.89 FEDERAL HOME LN MTG GROUP NBR G0-8698 3 2016-03-10 2016-05-17 199 207 -8 -8 483.56 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8360 GOLD 3% 03/0 2012-12-12 2016-05-17 484 504 -20 -20 240.17 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8800 GOLD 3% 04/0 2014-11-20 2016-05-17 240 249 -9 -9 892.59 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J2-2427 GOLD POOL 3% 2015-06-17 2016-05-17 893 925 -32 -32 6.99 FEDERAL HOME LN MTG CORP PARTN GROUP NBR Q0-0798 GOLD POOL 4% 05/ 2012-11-13 2016-05-17 7 7 .055 CHARTER COMMUNICATIONS INC NEW 2016-04-26 2016-05-18 12 13 -1 -1 11. ALIBABA GROUP HLDG LTD ADR 2015-06-17 2016-05-20 868 953 -85 -85 14. CARNIVAL PLC ADR 2015-11-25 2016-05-20 722 733 -11 -11 3. CARNIVAL PLC ADR 2015-05-12 2016-05-20 155 142 13 13 752. COMPAGNIE FINANCIERE RICHEMONT A ADR 2014-09-08 2016-05-20 4422 4836 -414 -414 73. FRESENIUS SE & CO KGAA SPONSORED ADR 2015-05-12 2016-05-20 1325 1109 216 216 13. HDFC BANK LTD ADR 2014-09-09 2016-05-20 822 655 167 167 169. SAFRAN S A ADR 2015-05-12 2016-05-20 2782 2995 -213 -213 110. TENCENT HLDGS LTD ADR 2014-11-18 2016-05-20 2251 1790 461 461 7. TOYOTA MTR CORP ADR 2015-08-18 2016-05-20 706 894 -188 -188 12. TOYOTA MTR CORP ADR 2015-05-12 2016-05-20 1210 989 221 221 7000. UNITED STATES TREASURY .75% 10/31/2017 2015-11-10 2016-05-20 6993 6983 10 10 165. APPLIED MATLS INC 2015-04-17 2016-05-23 3779 3572 207 207 18. MILACRON HLDGS CORP 2015-09-02 2016-05-24 281 350 -69 -69 75. APPLIED MATLS INC 2015-04-17 2016-05-25 1777 1624 153 153 82.29 FEDERAL NATL MTG ASSN POOL #256062 5.5% 2011-03-16 2016-05-26 82 87 -5 -5 50.14 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-05-16 2016-05-26 50 52 -2 -2 160.04 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2016-05-26 160 164 -4 -4 41.96 FEDERAL NATL MTG ASSN POOL NBR AL0228 5 2011-06-15 2016-05-26 42 45 -3 -3 211.55 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AL6223 4.5% 08/01/2044 2015-03-24 2016-05-26 212 230 -18 -18 22.96 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AL6294 4.5% 11/01/2044 2015-08-19 2016-05-26 23 25 -2 -2 22.64 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2016-05-26 23 24 -1 -1 29.97 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2015-06-17 2016-05-26 30 32 -2 -2 68.14 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV5036 3.5% 02/01/2044 2014-04-10 2016-05-26 68 69 -1 -1 99.89 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV6336 4.5% 01/01/2044 2014-02-25 2016-05-26 100 107 -7 -7 11.69 FEDERAL NATL MTG ASSN POOL #847842 5.5% 2010-02-25 2016-05-26 12 12 6.95 FEDERAL NATL MTG ASSN POOL NBR 848782 6 2012-08-10 2016-05-26 7 8 -1 -1 178.38 FEDERAL NATL MTG ASSN POOL #888356 5.5% 2007-04-12 2016-05-26 178 180 -2 -2 2.78 FEDERAL NATL MTG ASSN POOL #888435 5.5% 2008-11-21 2016-05-26 3 3 32.58 FEDERAL NATL MTG ASSN POOL NBR 888439 5 2009-06-12 2016-05-26 33 33 81.49 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 889799 5.5% 02/01/2023 2011-01-27 2016-05-26 81 87 -6 -6 52.61 FEDERAL NATL MTG ASSN POOL NBR 890314 5. 2012-02-14 2016-05-26 53 56 -3 -3 57.93 FEDERAL NATL MTG ASSN POOL NBR 894675 6. 2010-02-19 2016-05-26 58 61 -3 -3 6.97 FEDERAL NATL MTG ASSN POOL #898565 6.5% 2010-05-10 2016-05-26 7 7 .59 FEDERAL NATL MTG ASSN POOL NBR 902408 6 2012-08-10 2016-05-26 1 1 204.21 FEDERAL NATL MTG ASSN POOL #928739 6.5% 2011-03-16 2016-05-26 204 229 -25 -25 722.22 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 929203 6.5% 03/01/203 2013-03-20 2016-05-26 722 803 -81 -81 1.65 FEDERAL NATL MTG ASSN POOL NBR 930664 6 2012-02-15 2016-05-26 2 2 32.07 FEDERAL NATL MTG ASSN POOL NBR 933441 5. 2009-12-22 2016-05-26 32 33 -1 -1 58.57 FEDERAL NATL MTG ASSN POOL #936519 6.5% 2007-09-13 2016-05-26 59 58 1 1 121.67 FEDERAL NATL MTG ASSN POOL NBR 944072 6. 2010-01-11 2016-05-26 122 129 -7 -7 146.3 FEDERAL NATL MTG ASSN GTD MTG PA POOL #974342 6.5% 03/01/2038 2009-10-16 2016-05-26 146 154 -8 -8 .29 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2010-02-19 2016-05-26 .35 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2009-10-16 2016-05-26 215.5 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 982880 5.5% 05/01/2023 2012-08-16 2016-05-26 216 230 -14 -14 22.26 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995097 6.5% 10/01/2037 2013-02-26 2016-05-26 22 24 -2 -2 34.08 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995230 6.5% 01/01/2039 2010-06-09 2016-05-26 34 37 -3 -3 13.13 FEDERAL NATL MTG ASSN GTD MTG PA POOL #995232 6.5% 12/01/2038 2012-11-13 2016-05-26 13 15 -2 -2 25.63 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995265 5.5% 01/01/2024 2010-01-11 2016-05-26 26 27 -1 -1 54.69 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995431 5.5% 02/01/2023 2010-08-24 2016-05-26 55 58 -3 -3 34. FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA6843 5% 05/01/2039 2009-04-14 2016-05-26 34 34 198.99 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA8753 5% 06/01/2039 2010-01-11 2016-05-26 199 203 -4 -4 76.97 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AB5500 3.5% 07/01/2042 2015-06-17 2016-05-26 77 79 -2 -2 39.98 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AC9227 5% 05/01/2040 2010-10-07 2016-05-26 40 41 -1 -1 130.42 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR MA2608 3% 05/01/2046 2016-04-28 2016-05-26 130 134 -4 -4 445.76 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR MA1908 4.5% 05/01/204 2014-07-16 2016-05-26 446 481 -35 -35 229.97 FEDERAL NATL MTG ASSN POOL NBR AD0276 5 2013-05-21 2016-05-26 230 249 -19 -19 34.78 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE0443 6.5% 10/01/2039 2013-03-11 2016-05-26 35 39 -4 -4 391.8 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE0698 4.5% 12/01/2040 2013-09-24 2016-05-26 392 417 -25 -25 271.95 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE1789 4% 10/01/2040 2011-11-08 2016-05-26 272 283 -11 -11 145. 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