ý | Annual Report Pursuant to Section 15(d) of the Securities Exchange Act of 1934 |
¨ | Transaction Report Pursuant to Section 15(d) of the Securities Exchange Act of 1934 |
A. | Full title of the plan and the address of the plan, if different from that of the issuer named below: |
B. | Name of issuer of the securities held pursuant to the plan and the address of its principal executive office: |
Report of Independent Registered Public Accounting Firm | |
Statements of Net Assets Available for Benefits | |
Statement of Changes in Net Assets Available for Benefits | |
Notes to Financial Statements | |
Supplemental Schedule: Schedule H, Line 4i – Schedule of Assets (Held at End of Year) | |
Signatures | |
Exhibit 23.1 - Consent of Independent Registered Public Accounting Firm |
January 31, | ||||||||
(Amounts in thousands) | 2016 | 2015 | ||||||
Assets | ||||||||
Investments (at fair value) | $ | 20,808,002 | $ | 22,413,903 | ||||
Cash and Cash equivalents | 11,391 | 3,079 | ||||||
Accrued Investment Income | 2,265 | — | ||||||
Receivable due from broker | — | 6 | ||||||
Total assets | 20,821,658 | 22,416,988 | ||||||
Liabilities | ||||||||
Due to Broker | 12,701 | — | ||||||
Accrued expenses | 1,471 | — | ||||||
Total liabilities | 14,172 | — | ||||||
Net assets available for benefits | $ | 20,807,486 | $ | 22,416,988 |
(Amounts in thousands) | Year Ended | ||
January 31, 2016 | |||
Additions | |||
Company contributions | $ | 962,419 | |
Associate contributions | 1,379,488 | ||
Interest and dividend income | 90,562 | ||
Other, net | 275 | ||
Total additions | 2,432,744 | ||
Deductions | |||
Benefit payments | (2,036,344 | ) | |
Administrative expenses | (34,887 | ) | |
Net depreciation in fair value of investments | (1,971,015 | ) | |
Total deductions | (4,042,246 | ) | |
Net decrease | (1,609,502 | ) | |
Net assets available for benefits at beginning of year | 22,416,988 | ||
Net assets available for benefits at end of year | $ | 20,807,486 |
• | Level 1: observable inputs such as quoted prices in active markets; |
• | Level 2: inputs other than quoted prices in active markets that are either directly or indirectly observable; and |
• | Level 3: unobservable inputs for which little or no market data exists, therefore requiring the Plan to develop its own assumptions. There were no Level 3 investments in the Plan as of January 31, 2016 or 2015. |
Fair Value Measurements as of January 31, 2016 | ||||||||||||
(Amounts in thousands) | Level 1 | Level 2 | Total | |||||||||
Assets: | ||||||||||||
Walmart Stores Inc. Equity Securities (a) | $ | 2,905,328 | $ | — | $ | 2,905,328 | ||||||
Other Equity Securities (a) | 1,069,410 | — | 1,069,410 | |||||||||
Mutual Funds (a) | 1,056,031 | — | 1,056,031 | |||||||||
Bonds (c) | — | 617,044 | 617,044 | |||||||||
Total Investments at Fair Value | 5,030,769 | 617,044 | 5,647,813 | |||||||||
Common/Collective Trusts measured at Net Asset Value | ||||||||||||
US Equity (Large Cap) (b) | — | — | 5,650,043 | |||||||||
US Equity (Small Mid Cap) (b) | — | — | 1,220,546 | |||||||||
International Equity (b) | — | — | 3,045,892 | |||||||||
Bond Fund (b) | — | — | 2,157,666 | |||||||||
Short Term Bond Fund (b) | — | — | 557,105 | |||||||||
Short Term Investment Fund (b) | — | — | 338,818 | |||||||||
Global Listed Infrastructure (b) | — | — | 274,187 | |||||||||
Commodities (b) | — | — | 666,794 | |||||||||
Global Real Estate Investment Trusts (b) | — | — | 1,249,138 | |||||||||
Total Common/Collective Trusts measured at Net Asset Value | — | — | 15,160,189 | |||||||||
Total Investments | $ | 5,030,769 | $ | 617,044 | $ | 20,808,002 |
(a) | Fair value is based on quoted price in active market. |
(b) | Fair value is based on the Net Asset Value provided by the issuer. |
(c) | Fair value is based on prices obtained from third party pricing services. Observable inputs used to value these securities can include, but are not limited to, reported trades, benchmark yields, issuer spreads and non-binding broker quotes. |
Fair Value Measurements as of January 31, 2015 | ||||||||||||
(Amounts in thousands) | Level 1 | Level 2 | Total | |||||||||
Assets: | ||||||||||||
Walmart Stores Inc. Equity Securities (a) | $ | 3,918,075 | $ | — | $ | 3,918,075 | ||||||
Mutual Funds (a) | 1,345,874 | — | 1,345,874 | |||||||||
Exchange Traded Fund (ETF) (a) | 574,558 | — | 574,558 | |||||||||
Bonds (c) | — | 402 | 402 | |||||||||
Total Investments at Fair Value | 5,838,507 | 402 | 5,838,909 | |||||||||
Common/Collective Trusts measured at Net Asset Value | ||||||||||||
US Equity (Large Cap) (b) | — | — | 5,963,635 | |||||||||
US Equity (Small Mid Cap) (b) | — | — | 1,924,047 | |||||||||
International Equity (b) | — | — | 2,414,331 | |||||||||
Bond Fund (b) | — | — | 3,335,604 | |||||||||
Short Term Bond Fund (b) | — | — | 651,146 | |||||||||
Short Term Investment Fund (b) | — | — | 294,671 | |||||||||
Global Listed Infrastructure (b) | — | — | 134,967 | |||||||||
Commodities (b) | — | — | 680,667 | |||||||||
Global Real Estate Investment Trusts (b) | — | — | 1,175,926 | |||||||||
Total Common/Collective Trusts measured at Net Asset Value | — | — | 16,574,994 | |||||||||
Total Investments | $ | 5,838,507 | $ | 402 | $ | 22,413,903 |
(a) | Fair value is based on quoted price in active market. |
(b) | Fair value is based on the Net Asset Value provided by the issuer. |
(c) | Fair value is based on prices obtained from third party pricing services. Observable inputs used to value these securities can include, but are not limited to, reported trades, benchmark yields, issuer spreads and non-binding broker quotes. |
January 31, | ||||||||
(Amounts in thousands) | 2016 | 2015 | ||||||
Net assets available for benefits per the financial statements | $ | 20,807,486 | $ | 22,416,988 | ||||
Less: Amounts allocated to withdrawn participants | (13,906 | ) | (12,649 | ) | ||||
Net assets available for benefits per the Form 5500 | $ | 20,793,580 | $ | 22,404,339 |
(Amounts in thousands) | |||
Net decrease per the financial statements | $ | (1,609,502 | ) |
Less: Amounts allocated to withdrawn participants at January 31, 2016 | (13,906 | ) | |
Add: Amounts allocated to withdrawn participants at January 31, 2015 | 12,649 | ||
Net decrease per the Form 5500 | $ | (1,610,759 | ) |
(Amounts in thousands, except share information) | ||||||
Security Name | Shares held at January 31, 2016 | Investments at Fair Value | ||||
WALMART STORES INC EQUITY SECURITIES | ||||||
WAL-MART STORES INC COM* | 43,781,310 | $ | 2,905,328 | |||
TOTAL WALMART STORES INC EQUITY | 2,905,328 | |||||
OTHER EQUITY SECURITIES | ||||||
AVAGO TECHNOLOGIES LTD NPV STOCK MERGER BROADCOM LTD 2215AK1 02-01-2016 | 59,682 | 7,980 | ||||
1ST COMWLTH FNCL CORP COM LM | 252,035 | 2,200 | ||||
1ST NIAGARA FINL GROUP INC NEW COM | 185,100 | 1,812 | ||||
3M CO COM | 4,722 | 713 | ||||
8X8 INC NEW COM | 79,740 | 1,001 | ||||
ABERCROMBIE & FITCH CO CL A | 149,400 | 3,920 | ||||
ABIOMED INC COM | 30,059 | 2,565 | ||||
ACACIA RESH CORP COM | 754,300 | 2,821 | ||||
ACCENTURE PLC SHS CL A NEW | 5,524 | 583 | ||||
ACCO BRANDS CORP COM | 523,100 | 3,175 | ||||
ACCURAY INC DEL COM | 206,487 | 1,100 | ||||
ACTUANT CORP CL A NEW | 55,500 | 1,292 | ||||
ACUITY BRANDS INC COM | 2,462 | 498 | ||||
ACXIOM CORP COM | 133,758 | 2,501 | ||||
ADAMAS PHARMACEUTICALS INC COM | 28,256 | 484 | ||||
ADOBE SYS INC COM | 64,920 | 5,786 | ||||
ADR ANHEUSER BUSCH INBEV SA/NV SPONSOREDADR | 19,890 | 2,503 | ||||
ADR FLAMEL TECHNOLOGIES SA SPONSORED ADR | 197,979 | 2,011 | ||||
ADR SMITH & NEPHEW P L C SPONSORED ADR NEW | 167,092 | 5,608 | ||||
ADR WNS HLDGS LTD SPONSORED ADR | 49,332 | 1,415 | ||||
ADT CORP COM | 165,001 | 4,881 | ||||
AETNA INC | 13,171 | 1,341 | ||||
AGILENT TECHNOLOGIES INC COM | 5,912 | 222 | ||||
AIRGAS INC COM | 67,437 | 9,441 | ||||
ALEXION PHARMACEUTICALS INC COM | 15,230 | 2,222 | ||||
ALLERGAN PLC. COMMON STOCK | 29,600 | 8,419 | ||||
ALLIANCE DATA SYS CORP COM | 9,460 | 1,890 | ||||
ALLSTATE CORP COM | 11,242 | 681 | ||||
ALPHABET INC CAP STK CL A CAP STK CL A | 12,731 | 9,693 | ||||
ALPHABET INC CAP STK CL C CAP STK CL C | 11,093 | 8,241 | ||||
ALTRIA GROUP INC COM | 19,319 | 1,180 | ||||
AMAZON COM INC COM | 14,420 | 8,464 | ||||
AMER FINL GROUP INC OH COM STK | 9,808 | 696 | ||||
AMERICAN EQUITY INVT LIFE HLDG CO COM | 53,000 | 964 | ||||
AMERICAN TOWER CORP | 33,190 | 3,131 | ||||
AMERICAN VANGUARD CORP COM | 66,200 | 745 | ||||
AMERISOURCEBERGEN CORP COM | 63,652 | 5,701 |
AMGEN INC COM | 14,770 | 2,256 | ||||
AMN HEALTHCARE SVCS INC COM | 21,977 | 619 | ||||
AMTRUST FINL SVCS INC COM | 32,785 | 1,875 | ||||
ANACOR PHARMACEUTICALS INC COM STK | 6,920 | 520 | ||||
ANALOG DEVICES INC COM | 19,879 | 1,071 | ||||
ANALOGIC CORP COM PAR $0.05 | 53,820 | 3,986 | ||||
ANDERSONS INC COM | 87,000 | 2,550 | ||||
APOGEE ENTERPRISES INC COM | 78,528 | 3,124 | ||||
APPLE INC COM STK | 145,587 | 14,171 | ||||
APPLIED OPTOELECTRONICS INC COM | 58,051 | 950 | ||||
ARIAD PHARMACEUTICALS INC COM | 161,382 | 810 | ||||
AT&T INC COM | 34,474 | 1,243 | ||||
ATLAS AIR WORLDWIDE HLDGS INC COM NEW STK | 100,566 | 3,694 | ||||
AUTOBYTEL INC COM NEW | 48,187 | 879 | ||||
AUTOZONE INC COM | 4,620 | 3,545 | ||||
AVERY DENNISON CORP COM | 3,224 | 196 | ||||
AVIS BUDGET GROUP INC COM STK | 33,274 | 874 | ||||
AVNET INC COM | 6,487 | 259 | ||||
BANCORP INC DEL COM STK | 350,223 | 1,576 | ||||
BANK OF THE OZARKS INC COM | 210,051 | 9,314 | ||||
BARNES GROUP INC COM | 39,785 | 1,293 | ||||
BAXALTA INC COM | 30,257 | 1,211 | ||||
BBCN BANCORP INC COM | 46,123 | 701 | ||||
BEACON ROOFING SUPPLY INC COM | 32,385 | 1,312 | ||||
BERKLEY W R CORP COM | 19,200 | 963 | ||||
BERKSHIRE HATHAWAY INC-CL B | 20,383 | 2,645 | ||||
BERRY PLASTICS GROUP INC COM | 64,142 | 1,995 | ||||
BIG LOTS INC COM | 51,600 | 2,001 | ||||
BIODELIVERY SCIENCES INTL INC COM | 464,665 | 1,882 | ||||
BIOGEN INC COMMON STOCK | 13,538 | 3,697 | ||||
BIOSPECIFICS TECHNOLOGIES CORP COM | 19,895 | 760 | ||||
BLACK BOX CORP DEL COM | 171,490 | 1,307 | ||||
BLACK KNIGHT FINL SVCS INC CL A CL A | 29,649 | 895 | ||||
BLACKHAWK NETWORK HLDGS INC COMMON STOCK | 43,690 | 1,647 | ||||
BOEING CO COM | 58,424 | 7,018 | ||||
BOFI HLDG INC COM STK | 35,828 | 615 | ||||
BOINGO WIRELESS INC COM STK | 125,499 | 766 | ||||
BRINKER INTL INC COM | 26,304 | 1,308 | ||||
BRISTOL MYERS SQUIBB CO COM | 87,690 | 5,451 | ||||
BRIXMOR PPTY GROUP INC COM | 234,860 | 6,252 | ||||
BROADRIDGE FINL SOLUTIONS INC COM STK | 117,095 | 6,272 | ||||
BROADSOFT INC COM | 25,967 | 888 | ||||
BUILDERS FIRSTSOURCE INC COM STK | 68,204 | 548 | ||||
BURLINGTON STORES INC COM | 12,150 | 653 | ||||
C R BARD | 8,579 | 1,572 | ||||
CACI INTL INC CL A CL A | 8,291 | 689 | ||||
CAESARSTONE SDOT YAM LTD COM STK | 39,896 | 1,500 | ||||
CALAMP CORP COM | 247,778 | 4,212 | ||||
CALLAWAY GOLF CO COM | 116,896 | 1,018 | ||||
CALLIDUS SOFTWARE INC COM STK | 145,513 | 2,245 |
CAMBREX CORP COM | 21,110 | 731 | ||||
CANADIAN PAC RY LTD COM NPV | 33,190 | 3,974 | ||||
CAP BK FINL CORP CL A COM CL A COM | 23,486 | 715 | ||||
CAPITAL SR LIVING CORP COM | 123,679 | 2,267 | ||||
CARA THERAPEUTICS INC COM | 35,313 | 318 | ||||
CARBO CERAMICS INC COM | 202,300 | 3,348 | ||||
CARDINAL HLTH INC | 20,692 | 1,684 | ||||
CARDTRONICS INC COM STK | 49,177 | 1,515 | ||||
CARLISLE COMPANIES INC COM | 13,970 | 1,169 | ||||
CARMIKE CINEMAS INC COM | 84,249 | 1,869 | ||||
CARRIZO OIL & GAS INC COM | 40,916 | 1,110 | ||||
CASEYS GEN STORES INC COM | 78,491 | 9,477 | ||||
CAVCO INDS INC DEL COM STK | 12,107 | 1,015 | ||||
CEB INC COM | 130,834 | 7,717 | ||||
CELGENE CORP COM | 79,290 | 7,954 | ||||
CHEGG INC COM | 103,973 | 603 | ||||
CHEVRON CORP COM | 19,342 | 1,673 | ||||
CHOICE HOTELS INTL INC COM | 8,180 | 358 | ||||
CHURCH & DWIGHT INC COM | 88,117 | 7,402 | ||||
CHURCHILL DOWNS INC COM | 14,142 | 1,954 | ||||
CHUYS HOLDINGS INC COM USD0.01 | 77,069 | 2,635 | ||||
CIRCOR INTL INC COM | 25,339 | 899 | ||||
CISCO SYSTEMS INC | 68,045 | 1,619 | ||||
CLUBCORP HLDGS INC COM | 110,384 | 1,321 | ||||
CME GROUP INC COM STK | 40,430 | 3,633 | ||||
CMNTY HLTH SYS INC NEW COM | 189,000 | 4,060 | ||||
COCA COLA CO COM | 43,216 | 1,855 | ||||
COCA-COLA ENTERPRISES INC NEW COM | 37,820 | 1,756 | ||||
COGNIZANT TECH SOLUTIONS CORP CL A | 89,910 | 5,692 | ||||
COHERENT INC COM | 11,951 | 923 | ||||
COLUMBIA PIPELINE GROUP INC COM | 12,880 | 239 | ||||
COM EUR0.10 | 69,697 | 2,189 | ||||
COMCAST CORP NEW-CL A | 106,917 | 5,956 | ||||
COMERICA INC COM | 9,674 | 332 | ||||
COMFORT SYS USA INC COM | 20,433 | 579 | ||||
COOPER-STANDARD HOLDING COM | 10,529 | 729 | ||||
CORE LABORATORIES NV NLG0.03 | 50,865 | 5,005 | ||||
CORE-MARK HLDG CO INC COM | 21,513 | 1,749 | ||||
CORNERSTONE ONDEMAND INC COM | 89,024 | 2,732 | ||||
COSTAR GROUP INC COM | 9,347 | 1,639 | ||||
CRACKER BARREL OLD CTRY STORE INC COM | 5,036 | 661 | ||||
CRANE CO COM | 76,000 | 3,630 | ||||
CROSS CTRY HEALTHCARE INC COM | 55,611 | 801 | ||||
CROWN CASTLE INTL CORP NEW COM | 64,232 | 5,537 | ||||
CROWN HLDGS INC COM | 13,801 | 633 | ||||
CURTISS WRIGHT CORP COM | 9,936 | 686 | ||||
CVS HEALTH CORP COM | 20,506 | 1,981 | ||||
CYNOSURE INC CL A | 86,323 | 3,125 | ||||
CYPRESS SEMICONDUCTOR CORP COM | 113,000 | 888 | ||||
CYRUSONE INC COM | 20,017 | 738 |
CYTOKINETICS INC COMMON STOCK | 84,267 | 649 | ||||
DANAHER CORP COM | 19,730 | 1,710 | ||||
DAVE & BUSTERS ENTMT INC COM | 52,414 | 1,901 | ||||
DELPHI AUTOMOTIVE PLC | 2,817 | 183 | ||||
DICKS SPORTING GOODS INC OC-COM | 7,031 | 275 | ||||
DIGIMARC CORP NEW COM STK | 16,580 | 593 | ||||
DIGITALGLOBE INC COM NEW COM NEW | 55,171 | 723 | ||||
DISCOVER FINL SVCS COM STK | 108,087 | 4,949 | ||||
DOMINOS PIZZA INC COM | 10,737 | 1,223 | ||||
DR PEPPER SNAPPLE GROUP INC COM STK | 31,565 | 2,962 | ||||
DXP ENTERPRISES INC COM NEW STK | 46,000 | 721 | ||||
DYCOM INDS INC COM | 26,602 | 1,763 | ||||
DYNAVAX TECHNOLOGIES CORP COM NEW COM NEW | 31,916 | 769 | ||||
EAGLE PHARMACEUTICALS INC COM | 10,511 | 756 | ||||
EAST WEST BANCORP INC COM | 7,630 | 247 | ||||
ELECTRONICS FOR IMAGING INC COM | 21,330 | 883 | ||||
ELLIE MAE INC COM STK | 11,084 | 774 | ||||
ENCORE CAP GROUP INC COM | 41,214 | 945 | ||||
ENTERGY CORP NEW COM | 24,621 | 1,738 | ||||
EOG RESOURCES INC COM | 24,690 | 1,753 | ||||
EQTY LIFESTYLE PPTYS INC REIT | 10,482 | 691 | ||||
ESTEE LAUDER COMPANIES INC CL A | 13,410 | 1,143 | ||||
EURONET WORLDWIDE INC COM | 12,610 | 1,006 | ||||
EVEREST RE GROUP COM | 7,361 | 1,317 | ||||
EXAMWORKS GROUP INC COM | 88,504 | 2,430 | ||||
EXPRESS INC COM | 35,073 | 595 | ||||
EXXON MOBIL CORP COM | 50,854 | 3,959 | ||||
F N B CORP PA COM | 215,300 | 2,594 | ||||
F5 NETWORKS INC COM STK | 10,900 | 1,022 | ||||
FACEBOOK INC CL A CL A | 106,083 | 11,903 | ||||
FACTSET RESH SYS INC COM STK | 41,274 | 6,220 | ||||
FBL FINL GROUP INC CL A CL A | 19,190 | 1,172 | ||||
FBR & CO FORMERLY FBR CAP MKTS CORP TO 06/01/2011 COM NEW COM NEW | 53,359 | 977 | ||||
FCB FINL HLDGS INC CL A CL A | 26,556 | 893 | ||||
FIBROGEN INC COM | 33,460 | 678 | ||||
FID NATL FINL INC NEW FORMERLY FID FNFV GROUP COM STK | 19,917 | 187 | ||||
FIESTA RESTAURANT GROUP INC COM | 56,442 | 2,054 | ||||
FINANCIAL ENGINES INC COM | 46,517 | 1,254 | ||||
FMC CORP COM (NEW) | 26,000 | 929 | ||||
FMC TECHNOLOGIES INC COM | 7,239 | 182 | ||||
FOOT LOCKER INC COM | 12,548 | 848 | ||||
FOSTER L B CO CL A | 204,753 | 2,361 | ||||
GAMESTOP CORP NEW CL A | 169,943 | 4,454 | ||||
GARTNER INC COM | 14,744 | 1,296 | ||||
GENERAL DYNAMICS CORP COM | 22,034 | 2,947 | ||||
GENESCO INC COM | 28,300 | 1,872 | ||||
GIBRALTAR INDS INC COM | 29,870 | 634 | ||||
GIGAMON INC COM | 50,579 | 1,323 | ||||
GILEAD SCIENCES INC | 71,550 | 5,939 |
GLOBAL EAGLE ENTERTAINMENT INC | 92,538 | 935 | ||||
GLOBAL PMTS INC COM | 4,554 | 268 | ||||
GLOBUS MED INC CL A NEW COM STK | 90,538 | 2,259 | ||||
GODADDY INC CL A CL A | 25,689 | 783 | ||||
GOGO INC COM | 199,415 | 2,901 | ||||
GRAY T.V INC COM CL B | 67,893 | 893 | ||||
GREAT WESTN BANCORP INC COM | 33,321 | 870 | ||||
GREEN DOT CORP COM STK | 339,344 | 6,030 | ||||
GTT COMMUNICATIONS INC COM | 37,745 | 562 | ||||
GUIDEWIRE SOFTWARE INC COM | 19,479 | 1,072 | ||||
H & E EQUIP SVCS INC COM | 67,210 | 783 | ||||
HANOVER INS GROUP INC COM | 11,425 | 931 | ||||
HARMAN INTL INDS INC NEW COM STK | 23,712 | 1,764 | ||||
HARRIS CORP COM | 85,397 | 7,427 | ||||
HCA HLDGS INC COM | 53,230 | 3,704 | ||||
HEALTHSOUTH CORP COM NEW STK | 190,727 | 6,826 | ||||
HEICO CORP NEW COM | 13,227 | 737 | ||||
HEXCEL CORP NEW COM | 25,272 | 1,046 | ||||
HIGHWOODS PPTYS INC COM | 68,400 | 2,893 | ||||
HILL ROM HLDGS INC COM STK | 19,202 | 938 | ||||
HILTON WORLDWIDE HLDGS INC COM | 106,560 | 1,898 | ||||
HMS HLDGS CORP COM | 79,184 | 954 | ||||
HOME DEPOT INC COM | 104,485 | 13,140 | ||||
HOMESTREET INC | 41,821 | 856 | ||||
HONEYWELL INTL INC COM STK | 13,771 | 1,421 | ||||
HUBSPOT INC COM | 13,442 | 546 | ||||
HURON CONSULTING GROUP INC COM STK | 53,456 | 2,999 | ||||
HYSTER-YALE MATLS HANDLING INC CL A COM | 20,303 | 1,055 | ||||
ICU MED INC COM | 19,677 | 1,894 | ||||
IMMERSION CORP COM | 61,717 | 523 | ||||
IMPERVA INC | 12,211 | 630 | ||||
INFOBLOX INC COM USD0.01 | 254,392 | 4,106 | ||||
INPHI CORP COM | 35,316 | 980 | ||||
INTEGRA LIFESCIENCES HLDG CORP COM DESP | 106,022 | 6,515 | ||||
INTEGRATED DEVICE TECHNOLOGY INC COM | 38,109 | 971 | ||||
INTEL CORP COM | 44,499 | 1,380 | ||||
INTERNATIONAL BUSINESS MACHS CORP COM | 2,899 | 362 | ||||
INTL FLAVORS & FRAGRANCES INC COM | 50,156 | 5,866 | ||||
INTL PAPER CO COM | 86,106 | 2,946 | ||||
INTRA-CELLULAR THERAPIES INC COM | 16,009 | 594 | ||||
INVESCO LTD COM STK | 8,826 | 264 | ||||
ITC HLDGS CORP COM STK | 150,613 | 6,009 | ||||
IXIA COM | 80,712 | 772 | ||||
J ALEXANDERS HLDGS INC COM CL A | 4,365 | 41 | ||||
J2 GLOBAL INC COM | 12,003 | 870 | ||||
JACK HENRY & ASSOC INC COM | 123,009 | 9,986 | ||||
JACK IN THE BOX INC COM | 41,234 | 3,201 | ||||
JOHN BEAN TECHNOLOGIES CORP COM STK | 17,428 | 798 | ||||
JOHNSON & JOHNSON COM USD1 | 30,837 | 3,221 | ||||
JONES LANG LASALLE INC COM STK | 3,289 | 463 |
KEYSIGHT TECHNOLOGIES INC COM | 38,000 | 889 | ||||
KFORCE INC | 36,825 | 821 | ||||
KIMBERLY-CLARK CORP COM | 5,691 | 731 | ||||
KINDRED HEALTHCARE INC COM STK | 233,000 | 2,251 | ||||
KITE PHARMA INC COM | 12,055 | 572 | ||||
KORN / FERRY INTL COM NEW | 98,318 | 3,029 | ||||
KS CY SOUTHN | 68,335 | 4,844 | ||||
L BRANDS INC COM | 30,510 | 2,934 | ||||
LA QUINTA HLDGS INC COM | 51,776 | 587 | ||||
LAM RESH CORP COM | 47,920 | 3,440 | ||||
LAS VEGAS SANDS CORP COM STK | 22,720 | 1,025 | ||||
LASALLE HOTEL PPTYS COM SH BEN INT | 100,434 | 2,226 | ||||
LENDINGTREE INC NEW COM | 7,527 | 555 | ||||
LEXICON PHARMACEUTICALS INC FORMERLY LE COMMON STOCK | 50,850 | 518 | ||||
LIFELOCK INC COM | 52,229 | 626 | ||||
LIGAND PHARMACEUTICALS INCORPORATED CL BCOMMON STOCK | 17,607 | 1,760 | ||||
LINCOLN ELEC HLDGS INC COM | 10,767 | 573 | ||||
LINKEDIN CORP CL A | 14,770 | 2,923 | ||||
LIPOCINE INC NEW COM | 56,478 | 512 | ||||
LIVANOVA PLC ORD GBP1.00 (DI) | 38,639 | 2,163 | ||||
LKQ CORP COM LKQ CORP | 61,759 | 1,692 | ||||
LOCKHEED MARTIN CORP COM | 14,770 | 3,116 | ||||
LOGMEIN INC COM | 35,843 | 1,872 | ||||
LOWES COS INC COM | 15,738 | 1,128 | ||||
LSB INDS INC COM | 186,251 | 1,043 | ||||
LYON WILLIAM HOMES CL A NEW COM USD0.01 CL'A'(POST REV SPLIT) | 111,780 | 1,214 | ||||
LYONDELLBASELL IND N V COM USD0.01 CL 'A' | 3,476 | 271 | ||||
M/A-COM TECHNOLOGY SOLUTIONS HLDGS INC COM STK | 21,668 | 834 | ||||
MADDEN STEVEN LTD COM | 34,673 | 1,120 | ||||
MANHATTAN ASSOCS INC COM | 10,789 | 622 | ||||
MANNING & NAPIER INC CL A | 83,325 | 687 | ||||
MARKETO INC COM | 120,427 | 2,289 | ||||
MARRIOTT INTL INC NEW COM STK CL A | 19,280 | 1,181 | ||||
MASIMO CORP COM STK | 21,994 | 808 | ||||
MASTEC INC COM | 134,693 | 2,080 | ||||
MASTERCARD INC CL A | 119,902 | 10,675 | ||||
MATSON INC COM | 20,104 | 812 | ||||
MAXIMUS INC COM | 96,024 | 5,125 | ||||
MAXLINEAR INC-CLASS A | 371,435 | 5,713 | ||||
MC DONALDS CORP COM | 40,658 | 5,033 | ||||
MCKESSON CORP | 6,455 | 1,039 | ||||
MDC PARTNERS INC CL A SUB VTG SHS CL A SUB VTG SHS | 363,491 | 7,103 | ||||
MEDICINES COMPANY COM | 36,468 | 1,260 | ||||
MERCK & CO INC NEW COM | 28,653 | 1,452 | ||||
MICROSOFT CORP COM | 246,018 | 13,553 | ||||
MLP LAZARD LTD CL A | 147,847 | 5,321 | ||||
MLP SUNOCO LOGISTICS PARTNERS L P COM UNITS | 155,417 | 3,461 | ||||
MOBILE MINI INC COM | 64,242 | 1,665 | ||||
MOLINA HEALTHCARE INC COM | 59,384 | 3,261 | ||||
MOLSON COORS BREWING CO CL B CL B | 13,502 | 1,222 |
MONDELEZ INTL INC COM | 25,335 | 1,092 | ||||
MONOLITHIC PWR SYS INC COM | 12,176 | 762 | ||||
MONOTYPE IMAGING HLDGS INC COM STK | 74,351 | 1,854 | ||||
MONRO MUFFLER BRAKE INC COM | 10,095 | 664 | ||||
MOTORCAR PTS & ACCESSORIES INC COM | 20,052 | 689 | ||||
NATIONAL CINEMEDIA INC COM | 87,508 | 1,369 | ||||
NATIONAL GEN HLDGS CORP COM | 86,764 | 1,717 | ||||
NATIONAL STORAGE AFFILIATES TR COM SHS BEN INT COM SHS BEN INT | 42,668 | 742 | ||||
NATUS MED INC DEL COM | 47,778 | 1,686 | ||||
NAUTILUS INC COM | 40,078 | 781 | ||||
NEENAH PAPER INC COM | 11,795 | 713 | ||||
NEOGENOMICS INC COM NEW COM NEW | 101,128 | 690 | ||||
NEOPHOTONICS CORP | 97,555 | 875 | ||||
NETGEAR INC COM | 19,011 | 710 | ||||
NEUROCRINE BIOSCIENCES INC COM | 19,375 | 824 | ||||
NEVRO CORP COM | 15,160 | 937 | ||||
NEW RELIC INC COM | 27,042 | 763 | ||||
NEWMARKET CORP COM | 11,828 | 4,486 | ||||
NEXSTAR BROADCASTING GROUP INC CL A | 20,138 | 910 | ||||
NEXTERA ENERGY INC COM | 26,046 | 2,910 | ||||
NIKE INC CL B | 110,686 | 6,864 | ||||
NISOURCE INC COM | 12,880 | 271 | ||||
NORDSON CORP COM | 104,794 | 6,333 | ||||
NORTHROP GRUMMAN CORP COM | 12,572 | 2,327 | ||||
NOVADAQ TECHNOLOGIES INC COM | 115,154 | 1,268 | ||||
NRG YIELD INC CL A NEW CL A NEW | 236,952 | 2,938 | ||||
NUTRI SYS INC NEW COM | 29,054 | 576 | ||||
NXP SEMICONDUCTORS N V COM STK | 37,960 | 2,839 | ||||
NXSTAGE MED INC COM STK | 48,395 | 916 | ||||
O REILLY AUTOMOTIVE INC NEW COM | 15,280 | 3,987 | ||||
OCEANEERING INTL INC COM | 7,113 | 241 | ||||
OFG BANCORP COM | 868,545 | 4,881 | ||||
OMEGA HEALTHCARE INVS INC REIT | 181,269 | 5,748 | ||||
OMEGA PROTEIN CORP COM | 93,489 | 2,112 | ||||
ON ASSIGNMENT INC COM | 159,500 | 6,165 | ||||
ON DECK CAP INC COM | 128,881 | 1,021 | ||||
ONE GAS INC COM | 15,579 | 881 | ||||
OPEN TEXT CORP COM | 70,000 | 3,420 | ||||
OPHTHOTECH CORP COM | 10,685 | 579 | ||||
ORBOTECH LTD SH COM | 70,999 | 1,482 | ||||
OSI SYS INC COM | 103,846 | 5,693 | ||||
OTONOMY INC COM | 29,037 | 433 | ||||
PACIRA PHARMACEUTICALS INC COM | 42,859 | 2,547 | ||||
PANDORA MEDIA INC | 101,526 | 987 | ||||
PARTY CITY HOLDCO INC COM | 83,626 | 805 | ||||
PATRICK INDS INC COM | 19,930 | 697 | ||||
PAYCOM SOFTWARE INC COM | 19,306 | 582 | ||||
PAYLOCITY HLDG CORP COM | 17,363 | 540 | ||||
PBF ENERGY INC CL A CL A | 136,671 | 4,782 |
PDF SOLUTIONS INC COM | 192,108 | 2,081 | ||||
PENN NATL GAMING INC COM | 97,423 | 1,377 | ||||
PEPSICO INC COM | 25,832 | 2,565 | ||||
PERFICIENT INC COM STK | 174,658 | 3,327 | ||||
PERKINELMER INC COM | 18,699 | 904 | ||||
PFIZER INC COM | 170,502 | 5,199 | ||||
PFSWEB INC COM NEW STK | 52,699 | 652 | ||||
PHILIP MORRIS INTL COM STK NPV | 62,355 | 5,613 | ||||
PHOTRONICS INC COM | 70,234 | 839 | ||||
PINNACLE FOODS INC DEL COM | 20,850 | 894 | ||||
POLARIS INDS INC COM | 63,415 | 4,683 | ||||
PORTOLA PHARMACEUTICALS INC COM | 14,952 | 494 | ||||
POST HLDGS INC COM STK | 13,772 | 806 | ||||
POST PPTYS INC REIT | 9,813 | 562 | ||||
POWER SOLUTIONS INTL INC COM NEW COM | 46,214 | 552 | ||||
PPG IND INC COM | 23,780 | 2,262 | ||||
PRESTIGE BRANDS HLDGS INC COM | 46,254 | 2,159 | ||||
PRINCIPAL FINL GROUP INC COM STK | 24,928 | 947 | ||||
PROCTER & GAMBLE COM NPV | 60,692 | 4,958 | ||||
PROOFPOINT INC COM | 46,118 | 2,323 | ||||
PROSPERITY BANCSHARES INC COM | 171,266 | 7,262 | ||||
PROTHENA CORP PLC | 13,772 | 536 | ||||
PTC INC COM | 20,737 | 614 | ||||
Q2 HLDGS INC COM | 30,043 | 651 | ||||
QLIK TECHNOLOGIES INC COM STK | 63,380 | 1,587 | ||||
QUALYS INC COM | 63,488 | 1,650 | ||||
QUEST DIAGNOSTICS INC COM | 87,474 | 5,744 | ||||
RAYMOND JAMES FNCL INC COM STK | 31,746 | 1,391 | ||||
REGENCY CTRS CORP COM | 9,431 | 683 | ||||
REINSURANCE GROUP AMER INC COM NEW STK | 8,672 | 730 | ||||
RESMED INC COM | 125,020 | 7,089 | ||||
RESTORATION HARDWARE HLDGS INC COM | 17,589 | 1,084 | ||||
REVANCE THERAPEUTICS INC COM | 17,623 | 365 | ||||
RINGCENTRAL INC CL A CL A | 41,752 | 911 | ||||
ROCKWELL AUTOMATION | 52,006 | 4,970 | ||||
ROSS STORES INC COM | 147,138 | 8,278 | ||||
ROVI CORP COM | 48,499 | 944 | ||||
RUCKUS WIRELESS INC COM | 150,969 | 1,270 | ||||
RUDOPLH TECHNOLOGIES INC COM | 56,323 | 721 | ||||
RUSH ENTERPRISES INC CL A CL A | 30,094 | 575 | ||||
RYDER SYS INC COM | 24,313 | 1,293 | ||||
SANFILIPPO JOHN B & SON INC COM | 14,260 | 855 | ||||
SBA COMMUNICATIONS CORP CL A COM | 19,830 | 1,969 | ||||
SCHWAB CHARLES CORP COM NEW | 127,310 | 3,250 | ||||
SCRIPPS NETWORKS INTERACTIVE INC CL A COM STK | 77,499 | 4,725 | ||||
SELECTIVE INS GROUP INC COM | 44,200 | 1,384 | ||||
SERVISFIRST BANCSHARES INC COMMON STOCK | 12,389 | 496 | ||||
SHERWIN-WILLIAMS CO COM | 1,227 | 314 | ||||
SHIRE PLC ADR | 19,280 | 3,245 | ||||
SHORETEL INC COM | 85,759 | 704 |
SHUTTERFLY INC COM | 43,441 | 1,809 | ||||
SIGNATURE BK NY N Y COM | 14,515 | 2,023 | ||||
SIGNET JEWELERS LTD ORD USD0.18 | 9,750 | 1,131 | ||||
SILICON GRAPHICS INTL CORP COM | 592,439 | 3,481 | ||||
SILICON LABORATORIES INC COM | 12,679 | 578 | ||||
SIMON PROPERTY GROUP INC COM | 11,229 | 2,092 | ||||
SIX FLAGS ENTMT CORP NEW COM | 15,552 | 782 | ||||
SKYWORKS SOLUTIONS INC COM | 15,109 | 1,041 | ||||
SMITH A O CORP COM | 21,298 | 1,488 | ||||
SNAP-ON INC COM | 72,487 | 11,711 | ||||
SODASTREAM INTERNATIONAL LTD COM STK | 136,500 | 1,895 | ||||
SOUTHWESTERN ENERGY CO COM | 100,000 | 889 | ||||
SOVRAN SELF STORAGE INC COM | 8,990 | 1,013 | ||||
SPS COMM INC COM | 57,277 | 3,739 | ||||
ST JUDE MED INC COM | 14,974 | 792 | ||||
STAMPS COM INC COM NEW | 6,526 | 612 | ||||
STANLEY BLACK & DECKER INC COM | 6,626 | 625 | ||||
STARBUCKS CORP COM | 79,240 | 4,815 | ||||
STEELCASE INC CL A COM | 204,717 | 2,612 | ||||
STERIS PLC NEW STERIS LTD COMSTK | 122,290 | 8,467 | ||||
SUPER MICRO COMPUTER INC COM | 20,998 | 625 | ||||
SUPERNUS PHARMACEUTICALS INC COM STK | 129,190 | 1,465 | ||||
SURGICAL CARE AFFILIATES INC COM | 16,209 | 692 | ||||
SWIFT TRANSN CO CL A CL A COM STK | 168,611 | 2,750 | ||||
SYNCHRONOSS TECHNOLOGIES INC COM STK | 117,938 | 3,614 | ||||
TALEN ENERGY CORP COM | 3,365 | 24 | ||||
TCF FNCL CORP COM | 132,800 | 1,595 | ||||
TELEPHONE & DATA SYS INC COM STK | 26,661 | 618 | ||||
TELIGENT INC NEW COM | 169,917 | 1,220 | ||||
TEMPUR SEALY INTL INC COM | 12,870 | 777 | ||||
TENNECO INC | 25,041 | 957 | ||||
TESARO INC COM | 15,195 | 525 | ||||
TEXTURA CORP COM | 45,382 | 717 | ||||
THERAPEUTICSMD INC COM | 87,025 | 622 | ||||
TIDEWATER INC COM | 410,157 | 2,178 | ||||
TITAN MACHY INC COM | 130,825 | 1,111 | ||||
TJX COS INC COM NEW | 4,142 | 295 | ||||
TOLL BROS INC COM | 26,903 | 743 | ||||
TOWER INTL INC COM STK | 27,493 | 633 | ||||
TRACTOR SUPPLY CO COM | 89,560 | 7,909 | ||||
TREVENA INC COM | 63,365 | 461 | ||||
TRIMBLE NAV LTD COM | 47,773 | 922 | ||||
TRIUMPH GROUP INC NEW COM | 172,200 | 4,391 | ||||
TRUEBLUE INC COM STK | 27,042 | 618 | ||||
TUESDAY MORNING CORP COM NEW | 162,745 | 906 | ||||
U S CONCRETE INC COMMON STOCK | 20,641 | 939 | ||||
U S PHYSICAL THERAPY COM | 13,264 | 678 | ||||
ULTA SALON COSMETICS & FRAGRANCE INC COMSTK | 26,060 | 4,721 | ||||
UNDER ARMOR INC CL A | 15,030 | 1,284 | ||||
UNION PAC CORP COM | 58,750 | 4,230 |
UNITED NAT FOODS INC COM | 26,476 | 927 | ||||
UNITED STS STL CORP NEW COM | 144,000 | 1,008 | ||||
UNITEDHEALTH GROUP INC COM | 12,191 | 1,404 | ||||
UNVL DISPLAY CORP COM | 13,128 | 644 | ||||
US BANCORP | 9,901 | 397 | ||||
VAIL RESORTS INC COM | 10,495 | 1,312 | ||||
VALSPAR CORP COM | 79,157 | 6,200 | ||||
VANTIV INC COM | 24,311 | 1,144 | ||||
VASCO DATA SEC INTL INC COM | 89,958 | 1,394 | ||||
VERIZON COMMUNICATIONS COM | 64,943 | 3,245 | ||||
VERTEX PHARMACEUTICALS INC COM | 23,550 | 2,137 | ||||
VIAD CORP COM NEW | 24,249 | 715 | ||||
VISA INC COM CL A STK | 155,700 | 11,598 | ||||
VISTEON CORP COM NEW COM NEW | 10,483 | 701 | ||||
VOXX INTL CORP CL A CL A | 178,772 | 767 | ||||
WAGEWORKS INC COM USD0.001 | 150,076 | 6,714 | ||||
WALT DISNEY CO | 46,042 | 4,412 | ||||
WASTE CONNECTIONS INC COM | 129,109 | 7,743 | ||||
WATERS CORP COM | 3,392 | 411 | ||||
WAYFAIR INC CL A CL A | 18,854 | 852 | ||||
WEBMD HEALTH CORP COMMON STOCK | 22,182 | 1,134 | ||||
WEBSTER FNCL CORP WATERBURY CONN COM | 28,366 | 941 | ||||
WEIGHT WATCHERS INTL INC NEW COM | 34,137 | 433 | ||||
WELLS FARGO & CO NEW COM STK | 62,621 | 3,145 | ||||
WESCO AIRCRAFT HOLDINGS INC | 487,648 | 5,505 | ||||
WESTLAKE CHEM CORP COM STK | 6,892 | 313 | ||||
WEX INC COM | 16,136 | 1,172 | ||||
WILLIS TOWERS WATSON PLC COM USD0.000115 | 12,488 | 1,429 | ||||
WRIGHT MEDICAL GROUP NV EUR0.03 | 73,513 | 1,466 | ||||
WYNDHAM WORLDWIDE CORP COM STK | 74,988 | 4,867 | ||||
XILINX INC COM | 116,267 | 5,845 | ||||
XYLEM INC COM | 5,779 | 208 | ||||
ZELTIQ AESTHETICS INC COM | 19,930 | 463 | ||||
ZENDESK INC COM | 30,841 | 679 | ||||
TOTAL OTHER EQUITY SECURITIES | 1,069,410 | |||||
MUTUAL FUNDS | ||||||
AMERICAN EUROPACIFIC GRTH-R6 | 471,909 | |||||
PIMCO FDS PAC INVT MGMT SER ALL AST FD INSTL CL | 584,122 | |||||
TOTAL MUTUAL FUNDS | 1,056,031 | |||||
BONDS | ||||||
21ST CENTY FOX AMER INC 4.75% DUE 09-15-2044 REG | 801 | |||||
ABBVIE INC FIXED 1.8% DUE 05-14-2018 | 2,107 | |||||
ABBVIE INC FIXED 4.5% DUE 05-14-2035 | 313 | |||||
ACTAVIS FDG SCS 3% DUE 03-12-2020 | 1,717 | |||||
ACTAVIS FDG SCS 4.55% DUE 03-15-2035 | 756 | |||||
ALCOA INC 6.15% DUE 08-15-2020 | 1,334 | |||||
ALLY AUTO 1.49% DUE 11-15-2019 | 443 | |||||
ALLY AUTO 1.84% DUE 06-15-2020 | 634 | |||||
ALLY AUTO RECEIVABLES SER 15-1 A3 1.39% 09-16-2019 | 1,042 | |||||
AMERICAN INTERNATIONAL GROUP INC BNDS 4.8% DUE 07-10-2045 REG | 762 |
AMERICREDIT 1.7% DUE 07-08-2020 | 516 | |||||
AMERICREDIT 1.92% DUE 11-08-2019 | 449 | |||||
AMERICREDIT 2.89% DUE 01-10-2022 | 731 | |||||
AMERICREDIT AUTOMOBILE RECEIVABLES TR 2016-1 NT CL A-2-B 06-10-2019 REG | 2,040 | |||||
AMERICREDIT FLTG RT 1.188% DUE 04-08-2019 | 1,689 | |||||
AMGEN INC 4.4% 05-01-2045 | 106 | |||||
ANADARKO PETE CORP 4.5% DUE 07-15-2044 | 359 | |||||
ANHEUSER-BUSCH 1.9% DUE 02-01-2019 | 2,747 | |||||
ANHEUSER-BUSCH 2.65% DUE 02-01-2021 | 3,048 | |||||
ANHEUSER-BUSCH 4.7% DUE 02-01-2036 | 796 | |||||
ANHEUSER-BUSCH 4.9% DUE 02-01-2046 | 1,308 | |||||
ASTRAZENECA PLC 2.375% DUE 11-16-2020 | 2,753 | |||||
AT&T INC 4.3 DUE 12-15-2042 | 429 | |||||
AT&T INC 4.5% DUE 05-15-2035 | 258 | |||||
BA CR CARD TR 1.36% DUE 09-15-2020 | 1,120 | |||||
BANK AMER CORP 1.95% DUE 05-12-2018 | 1,484 | |||||
BANK AMER CORP 2.625% DUE 10-19-2020 | 1,666 | |||||
BANK AMER CORP 3.875% DUE 08-01-2025 | 550 | |||||
BK AMER N A TRANCHE # 2.05% 12-07-2018 | 3,807 | |||||
BSTN PPTYS LTD 3.65% DUE 02-01-2026 | 1,121 | |||||
BURLINGTON NORTHN SANTA FE LLC 5.15 09-01-2043 | 1,178 | |||||
CA REP AUTO 1.62% DUE 11-15-2019 | 1,211 | |||||
CA REP AUTO RECEIVABLES TR 2015-2 CL A3 1.31% DUE 08-15-2019 | 2,180 | |||||
CA REP SER 2014-2 CL A4 1.57 DUE 12-16-2019 | 1,690 | |||||
CAPITAL ONE MULTI-ASSET EXECUTION TR 2007-5 NT CL A FLTG 07-15-2020 BEO | 1,648 | |||||
CAPITAL ONE NATL ASSN MCLEAN VA 1.65% DUE 02-05-2018 REG | 2,286 | |||||
CARFINANCE CAP 1.46% DUE 12-17-2018 | 21 | |||||
CARMAX AUTO OWNER 1.56% DUE 11-16-2020 | 2,015 | |||||
CARMAX AUTO OWNER 1.8% DUE 03-15-2021 | 1,257 | |||||
CDN NAT RES LTD 6.75% DUE 02-01-2039 | 91 | |||||
CDN PAC RY CO NEW 6.125% DUE 09-15-2115 | 288 | |||||
CENOVUS ENERGY INC 3 DUE 08-15-2022 | 2,123 | |||||
CHARTER 3.579% DUE 07-23-2020 | 1,590 | |||||
CHASE ISSUANCE TR 1.59% DUE 02-18-2020 | 1,721 | |||||
CHEVRON CORP NEW 2.419% DUE 11-17-2020 | 967 | |||||
CITIGROUP INC 4.4% DUE 06-10-2025 | 1,096 | |||||
CITIGROUP INC 4.45% DUE 09-29-2027 | 321 | |||||
CITY OF HOPE 5.623% DUE 11-15-2043 | 662 | |||||
CLEV CLINIC FNDTN 4.858% DUE 01-01-2114 | 415 | |||||
CMO BANC AMER COML MTG TR 2006-6 PASSTHRU CTF CL A-3 5.369 10-10-2045 REG | 86 | |||||
CMO BANC OF AMERICA COMM MTG TST SER 2015-UBS7 CL A4 3.705% 09-15-2048 | 293 | |||||
CMO COMM 2015-CCRE26 MTG TR COML MTG PASSTHRU CTF CL A-4 3.63% DUE 10-10-48 | 345 | |||||
CMO CR SUISSE 1ST BSTN MTG SECS CORP 2003-19 CL I-A-19 5.25 08-25-2033 | 1,224 | |||||
CMO CSAIL 2016-C5 COML MTG TR PASSTHRU CTF CL A-5 3.7567 DUE 11-15-25 REG | 504 | |||||
CMO J P MORGAN MTG TR 2005-A1 MTG PASSTHRU CTF CL 6-T-1 DUE 02-25-2035 REG | 2,149 |
CMO LB-UBS COML MTG TR 2006-C7 COML MTG PASSTHRU CTF CL A-2 5.3 11-15-2021 REG | 276 | |||||
CMO RESDNTL ACCREDIT LNS INC MTG PASS THSER 2003-QS7 CL A-2 4.75 4-25-2033 BEO | 299 | |||||
CMO WELLS FARGO MTG BACKED SECS 2004-EE TR SER 2004-EE CL-2A1 DUE 12-25-2034 REG | 1,726 | |||||
COMCAST CORP NEW 4.2% DUE 08-15-2034 | 1,490 | |||||
COMM 2013-CCRE11 3.983% DUE 10-10-2046 | 806 | |||||
COMM 2015-PC1 MTG 3.62% DUE 07-10-2050 | 376 | |||||
CONOCOPHILLIPS CO 4.15% DUE 11-15-2034 | 182 | |||||
COOPERATIEVE 2.5% DUE 01-19-2021 | 970 | |||||
CPS AUTO 1.21% DUE 08-15-2018 | 53 | |||||
CPS AUTO 1.54% DUE 07-16-2018 | 86 | |||||
CSAIL 2015-C2 COML 3.504% DUE 06-15-2057 | 137 | |||||
CSAIL 2015-C4 COML 3.8079% DUE 11-15-2048 | 600 | |||||
CVS HEALTH CORP 4.875% DUE 07-20-2035 | 879 | |||||
CVS HEALTH CORP 5.125% DUE 07-20-2045 | 391 | |||||
DEVON ENERGY CORP 3.25% DUE 05-15-2022 | 421 | |||||
DIRECTV HLDGS LLC 5.15% DUE 03-15-2042 | 266 | |||||
DISCOVER CARD 1.64% DUE 07-15-2021 | 1,306 | |||||
DISCOVER CARD 1.9% DUE 10-17-2022 | 1,057 | |||||
DISNEY WALT CO NEW 2.3% DUE 02-12-2021 | 2,780 | |||||
DOMINION GAS HLDGS 2.5% DUE 12-15-2019 | 647 | |||||
DOMINION GAS HLDGS 4.6% DUE 12-15-2044 | 179 | |||||
DOMINION RES INC 1.9% DUE 06-15-2018 | 1,193 | |||||
DR AUTO .93000000715% DUE 12-15-2017 | 761 | |||||
DR AUTO 1.23% DUE 06-15-2018 | 2,043 | |||||
DT AUTO OWNER TR 1.06% DUE 09-17-2018 | 92 | |||||
ENCANA CORP 6.625% DUE 08-15-2037 | 367 | |||||
ENTERPRISE PRODS 5.1% DUE 02-15-2045 | 330 | |||||
ENTERPRISE PRODS FIXED 4.9% DUE 05-15-2046 | 296 | |||||
EXELON CORP 1.55% DUE 06-09-2017 | 983 | |||||
EXELON CORP 5.625% DUE 06-15-2035 | 134 | |||||
EXETER AUTOMOBILE 1.06% DUE 08-15-2018 | 16 | |||||
EXETER AUTOMOBILE 1.16% DUE 01-15-2019 | 891 | |||||
EXETER AUTOMOBILE 1.29% DUE 05-15-2018 | 26 | |||||
FED HOME LN MTG CORP GOLD POOL# V80169 3DUE 07-01-2043 | 683 | |||||
FEDERAL HOME LN MTG CORP POOL #A93093 4.5% 07-01-2040 BEO | 3,187 | |||||
FEDERAL HOME LN MTG CORP POOL #A95497 4.5% 12-01-2040 BEO | 294 | |||||
FEDERAL HOME LN MTG CORP POOL #C04664 3%03-01-2043 BEO | 873 | |||||
FEDERAL HOME LN MTG CORP POOL #G05964 4.5% 08-01-2040 BEO | 113 | |||||
FEDERAL HOME LN MTG CORP POOL #G07550 3%08-01-2043 BEO | 123 | |||||
FEDERAL HOME LN MTG CORP POOL #G08537 3%07-01-2043 BEO | 82 | |||||
FEDERAL HOME LN MTG CORP POOL #G08540 3%08-01-2043 BEO | 352 | |||||
FEDERAL HOME LN MTG CORP POOL #G60172 4.5% 09-01-2043 BEO | 1,907 | |||||
FEDERAL HOME LN MTG CORP POOL #Q16915 3%04-01-2043 BEO | 238 | |||||
FEDERAL HOME LN MTG CORP SER K040 CL A-2 3.241% 09-25-2024 | 701 | |||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AH0951 4.5% 12-01-2040 BEO | 123 | |||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AH7036 4.5% 03-01-2041 BEO | 91 |
FEDERAL NATL MTG ASSN GTD MTG POOL #AI1886 4.5% 05-01-2041 BEO | 333 | |||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AI3506 4.5% 06-01-2041 BEO | 181 | |||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AJ2212 4.5% 10-01-2041 BEO | 157 | |||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0393 4.5% 06-01-2041 BEO | 137 | |||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL1568 4.5% 01-01-2042 BEO | 21 | |||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL2302 4.5% 08-01-2041 BEO | 114 | |||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL3484 4.5% 10-01-2042 BEO | 365 | |||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL6983 3.5% 07-01-2045 BEO | 1,562 | |||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL7518 3.5% 10-01-2045 BEO | 2,400 | |||||
FHLMC GOLD J10360 4 07-01-2024 | 243 | |||||
FHLMC GOLD POL#V80006 3 04-01-2043 | 120 | |||||
FHLMC GOLD Q02818 4.5% DUE 08-01-2041 | 637 | |||||
FHLMC GOLD Q17034 3 03-01-2043 | 213 | |||||
FHLMC GOLD Q35585 4 08-01-2045 | 1,815 | |||||
FHLMC GOLD Q36307 4 09-01-2045 | 2,724 | |||||
FHLMC GOLD SINGLE FAMILY 3% 30 YEARS SETTLES FEBRUARY | 4,157 | |||||
FHLMC GOLD SINGLE FAMILY 3.5% 30 YEARS SETTLES FEBRUARY | 10,997 | |||||
FHLMC GOLD SINGLE FAMILY 4% 30 YEARS SETTLES FEBRUARY | 3,091 | |||||
FHLMC MTN 6.25 07-15-2032 | 1,296 | |||||
FHLMC MULTICLASS SER K036 CL A2 FLT RT 10-25-2023 | 174 | |||||
FHLMC MULTICLASS SER K048 CL A2 VAR RT 06-25-2025 | 542 | |||||
FHLMC MULTICLASS TRANCHE 00288 3.00999999046 07-25-2025 | 412 | |||||
FHLMC POOL #K041 3.17100000381 10-25-2024 | 711 | |||||
FHLMC PREASSIGN 00074 2.375 01-13-2022 | 2,485 | |||||
FLAGSHIP CR AUTO 1.21% DUE 04-15-2019 | 277 | |||||
FLAGSHIP CR AUTO 1.43% DUE 12-16-2019 | 78 | |||||
FLAGSHIP CR AUTO 1.98000001907% DUE 10-15-2020 | 967 | |||||
FLAGSHIP CR AUTO 2.38% DUE 10-15-2020 | 483 | |||||
FNMA 2.625% 09-06-2024 | 1,344 | |||||
FNMA POOL #310104 5.5% 08-01-2037 BEO | 1,555 | |||||
FNMA POOL #310151 5.5% 11-01-2034 BEO | 950 | |||||
FNMA POOL #725223 5.5% 03-01-2034 BEO | 894 | |||||
FNMA POOL #735212 5% 12-01-2034 BEO | 236 | |||||
FNMA POOL #890489 4.5% 11-01-2041 BEO | 549 | |||||
FNMA POOL #AB1345 4.5% 08-01-2040 BEO | 779 | |||||
FNMA POOL #AB2641 4.5% 05-01-2041 BEO | 36 | |||||
FNMA POOL #AB3274 4.5% 07-01-2041 BEO | 65 | |||||
FNMA POOL #AE0201 5.5% 08-01-2037 BEO | 715 | |||||
FNMA POOL #AE0504 4.5% 11-01-2040 BEO | 4,080 | |||||
FNMA POOL #AE6344 4.5% 11-01-2040 BEO | 100 | |||||
FNMA POOL #AQ0535 3% 11-01-2042 BEO | 6,630 | |||||
FNMA POOL #AS5582 4% 08-01-2045 BEO | 1,812 | |||||
FNMA POOL #AS5828 4% 09-01-2045 BEO | 1,822 | |||||
FNMA POOL #AS5829 4% 09-01-2045 BEO | 1,818 |
FNMA POOL #AS6012 4% 10-01-2045 BEO | 2,273 | |||||
FNMA POOL #AS6135 4% 11-01-2045 BEO | 1,919 | |||||
FNMA POOL #AS6151 3% 11-01-2030 BEO | 1,585 | |||||
FNMA POOL #AS6152 3% 11-01-2030 BEO | 1,581 | |||||
FNMA POOL #AS6196 3.5% 11-01-2045 BEO | 2,515 | |||||
FNMA POOL #AS6197 3.5% 11-01-2045 BEO | 2,389 | |||||
FNMA POOL #AS6285 4% 12-01-2045 BEO | 2,798 | |||||
FNMA POOL #AS6400 4% 12-01-2045 BEO | 2,473 | |||||
FNMA POOL #AS6524 3.5% 01-01-2046 BEO | 2,465 | |||||
FNMA POOL #AT2011 3% DUE 04-01-2043 REG | 160 | |||||
FNMA POOL #AT2720 3% DUE 05-01-2043 REG | 270 | |||||
FNMA POOL #AY8403 4% 08-01-2045 BEO | 2,751 | |||||
FNMA POOL #AZ0869 4% 07-01-2045 BEO | 1,812 | |||||
FNMA POOL #AZ4782 4% 10-01-2045 BEO | 208 | |||||
FNMA POOL #AZ4788 4% 10-01-2045 BEO | 2,330 | |||||
FNMA SINGLE FAMILY MORTGAGE 2.5% 15 YEARS SETTLES FEBRUARY | 8,154 | |||||
FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES FEBRUARY | 7,043 | |||||
FNMA SINGLE FAMILY MORTGAGE 3.5% 15. YEARS SETTLES MARCH | 3,122 | |||||
FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES FEBRUARY | 12,897 | |||||
FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES FEBRUARY | 19,503 | |||||
FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES MARCH | 5,289 | |||||
FORD CR AUTO OWNER 1.40999996662% DUE 02-15-2020 | 696 | |||||
FORD CR AUTO OWNER 1.6% DUE 06-15-2021 | 979 | |||||
FORD CR AUTO OWNER 1.74% DUE 02-15-2021 | 1,149 | |||||
FORD CR AUTO OWNER TR 2015-B CL A4 1.58% DUE 08-15-2020 | 2,049 | |||||
FORD MTR CR CO LLC 1.461% DUE 03-27-2017 | 2,918 | |||||
FORD MTR CR CO LLC 3.2% DUE 01-15-2021 | 1,313 | |||||
GEN MTRS FINL CO 3.1% DUE 01-15-2019 | 622 | |||||
GEN MTRS FINL CO FIXED 2.625% DUE 07-10-2017 | 1,490 | |||||
GENERAL MTRS CO 6.25% DUE 10-02-2043 | 615 | |||||
GILEAD SCIENCES 4.75% DUE 03-01-2046 | 1,174 | |||||
GNMA II JUMBOS 3% 30 YEARS SETTLES FEBRUARY | 9,087 | |||||
GNMA II JUMBOS 3.5 30 YEARS SETTLES FEB | 24,184 | |||||
GNMA II JUMBOS 4% 30 YEARS SETTLES FEBRUARY | 4,837 | |||||
GNMA POOL #MA3377 4% 01-20-2046 BEO | 4,240 | |||||
GOLDMAN SACHS 4.75% DUE 10-21-2045 | 780 | |||||
GOLDMAN SACHS GROUP INC SR NT 3.625 01-22-2023 | 934 | |||||
HALLIBURTON CO 2.7% DUE 11-15-2020 | 885 | |||||
HEINZ H J CO 1.6% DUE 06-30-2017 | 1,604 | |||||
HONDA AUTO 1.23% DUE 09-23-2019 | 1,263 | |||||
HONDA AUTO 1.56% DUE 10-18-2021 | 911 | |||||
HYUNDAI AUTO 1.05% DUE 04-15-2019 | 398 | |||||
HYUNDAI AUTO 1.46% DUE 02-18-2020 | 418 | |||||
HYUNDAI AUTO RECEIVABLES TRUST SERIES 2015-B CLASS A2A 0.69% 04-16-2018 | 2,251 | |||||
IL ST TAXABLE-PENSION 5.1 DUE 06-01-2033BEO TAXABLE SINKING FD 06-01-2024 N/C |