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: |
Page | |
Report of Independent Registered Public Accounting Firm | |
Financial Statements: | |
Statements of Net Assets Available for Benefits as of December 31, 2014 and 2013 | |
Statements of Changes in Net Assets Available for Benefits for the years ended December 31, 2014 and 2013 | |
Notes to Financial Statements | |
Supplemental Schedule:* | |
Schedule H, Line 4i – Schedule of Assets (Held at End of Year) as of December 31, 2014 | |
Signatures | |
Index to Exhibit | |
EX-23.1: Consent of KPMG LLP | 89 |
* | Other schedules required by Form 5500 which are not applicable have been omitted |
2014 | 2013 | ||||||
Assets: | |||||||
Investments, at fair value: | |||||||
Cash equivalents and short-term investments | $ | 2,675,684 | $ | 2,863,103 | |||
U.S. equities | 2,260,122 | 2,367,725 | |||||
Non-U.S. equities | 519,938 | 377,752 | |||||
Mutual funds | 2,498,053 | 2,840,449 | |||||
Collective trust funds | 20,227,282 | 18,364,083 | |||||
Guaranteed investment contracts | 2,439,099 | 2,315,985 | |||||
Wrapper contracts | 388 | 364 | |||||
Total investments | 30,620,566 | 29,129,461 | |||||
Loans receivable from participants | 2,333,876 | 2,591,981 | |||||
Receivables: | |||||||
Employer contributions | 1,439,397 | 1,630,565 | |||||
Interest and dividends | 6,129 | 6,255 | |||||
Receivable for securities sold | 9,430 | 2,959 | |||||
Participant contributions | — | 497 | |||||
Other | 13 | 937 | |||||
Total receivables | 1,454,969 | 1,641,213 | |||||
Total assets | 34,409,411 | 33,362,655 | |||||
Liabilities: | |||||||
Payable for securities purchased | 12,006 | 4,788 | |||||
Payable for trustee and administrative fees | 15,531 | 14,074 | |||||
Total liabilities | 27,537 | 18,862 | |||||
Net assets reflecting all investments at fair value | 34,381,874 | 33,343,793 | |||||
Adjustment from fair value to contract value for fully benefit-responsive investment contracts | (78,375 | ) | (70,673 | ) | |||
Net assets available for benefits | $ | 34,303,499 | $ | 33,273,120 | |||
See accompanying notes to financial statements. |
2014 | 2013 | ||||||
Additions to net assets attributable to: | |||||||
Investment income: | |||||||
Dividends | $ | 173,176 | $ | 161,760 | |||
Interest | 91,132 | 101,003 | |||||
Net appreciation in fair value of investments | 1,152,448 | 3,952,685 | |||||
Net investment income | 1,416,756 | 4,215,448 | |||||
Interest income from loans receivable from participants | 103,445 | 101,113 | |||||
Contributions: | |||||||
Employer | 1,368,455 | 1,717,665 | |||||
Participants | 1,274,267 | 1,319,671 | |||||
Rollover | — | 31,410 | |||||
Total contributions | 2,642,722 | 3,068,746 | |||||
Total additions to net assets | 4,162,923 | 7,385,307 | |||||
Deductions from net assets attributable to: | |||||||
Distributions to participants | 3,070,843 | 3,397,763 | |||||
Trustee and administrative expenses | 60,443 | 53,624 | |||||
Dividends paid directly to participants | 1,258 | 1,481 | |||||
Total deductions from net assets | 3,132,544 | 3,452,868 | |||||
Net increase | 1,030,379 | 3,932,439 | |||||
Net assets available for benefits at: | |||||||
Beginning of year | 33,273,120 | 29,340,681 | |||||
End of year | $ | 34,303,499 | $ | 33,273,120 | |||
See accompanying notes to financial statements. |
(1) | Description of the Plan |
(a) | General |
(b) | Eligibility |
(c) | Employee Contributions |
(d) | Employer Contributions |
(e) | Participant Accounts |
(f) | Rollover and Transfer Contributions |
(g) | Investment Options |
(h) | Vesting |
• | Upon completion of three years of service. Once three years of service have been attained, any fixed and/or transition contributions made on a participant’s behalf will be immediately vested; |
• | If a participant reaches age 55, dies or becomes disabled while in service; |
• | In the case of a full or partial termination of the Plan or complete discontinuance of contributions under the Plan. |
(i) | Forfeited Accounts |
(j) | Loans Receivable from Participants |
(k) | Withdrawals |
(l) | Distributions |
(2) | Summary of Significant Accounting Policies |
(a) | Basis of Accounting |
(b) | Use of Estimates |
(c) | Investment Valuation and Income Recognition |
(d) | Fair Value of Financial Instruments |
(e) | Payment of Benefits |
(f) | Recently Issued Accounting Pronouncement |
(3) | Investments |
2014 | 2013 | |||||||
Cash equivalents and short-term investments: | ||||||||
BlackRock Liquidity Funds | $ | 2,323,978 | * | $ | 2,568,115 | * | ||
Other cash and cash equivalents | 351,706 | 294,988 | ||||||
Total cash and cash equivalents | 2,675,684 | 2,863,103 | ||||||
U.S. equities: | ||||||||
Large cap companies: | ||||||||
Citigroup Common Stock Fund | 1,607,324 | 1,664,342 | * | |||||
Other large cap companies | 362,849 | 357,618 | ||||||
Total large cap companies | 1,970,173 | 2,021,960 | ||||||
Mid cap companies | 188,617 | 203,970 | ||||||
Small cap companies | 101,332 | 141,795 | ||||||
Total U.S. equities | 2,260,122 | 2,367,725 | ||||||
Non-U.S. equities | 519,938 | 377,752 | ||||||
Mutual funds | 2,498,053 | 2,840,449 | ||||||
Collective trust funds: | ||||||||
SSgA S&P 500 (R) Indx SL SF CL I | 4,186,811 | * | 3,405,151 | * | ||||
SSgA Intl Indx SL SF CL I | 3,287,999 | * | 2,959,909 | * | ||||
SSgA Russell All Cap (R) Indx SL SF CL I | 2,646,625 | * | 2,226,744 | * | ||||
SSgA S&P Midcap (R) Indx SL SF CL I | 2,329,574 | * | 2,222,576 | * | ||||
U.S. Diversified Bond BL SF CL A | 1,854,316 | * | — | |||||
Other collective trust funds | 5,921,957 | 7,549,703 | ||||||
Total collective trust funds | 20,227,282 | 18,364,083 | ||||||
Guaranteed investment contracts | 2,439,099 | 2,315,985 | ||||||
Wrapper contracts | 388 | 364 | ||||||
Investments, at fair value | $ | 30,620,566 | $ | 29,129,461 |
2014 | 2013 | |||||||||||
Cash equivalents and short-term investments and other | $ | (2,362 | ) | $ | (1 | ) | ||||||
Equity investments | 115,483 | 810,588 | ||||||||||
Mutual funds | (112,415 | ) | 263,426 | |||||||||
Collective trust funds | 1,151,742 | 2,878,672 | ||||||||||
Net appreciation in fair value of investments | $ | 1,152,448 | $ | 3,952,685 |
(4) | Guaranteed Investment Contracts |
• | The investment contract is between the Fund and the issuer and the contract cannot be sold or assigned. |
• | The contract issuer must be obligated to repay principal and interest to participants in the Fund or provide prospective crediting rate adjustments that cannot result in an interest crediting rate less than zero. |
• | All permitted participant‑initiated transactions occur at contract value, without limitations. |
• | An event that limits the ability of the participant to transact at contract value is not probable. |
• | The Fund must allow participants reasonable access to their funds. |
2014 | 2013 | ||||
Portfolio characteristics: | |||||
Average yield earned by entire fund | 2.39 | % | 2.43 | % | |
Return on assets for 12 months | 2.50 | % | 2.73 | % | |
Current crediting rate | 2.50 | % | 2.54 | % | |
Effective duration in years | 2.83 | 2.94 |
December 31, 2014 | |||||||||||||||||||||||||||
S&P/ | GIC | Wrapper | Adjustment | ||||||||||||||||||||||||
Moody's | Fair | contract | to contract | Contract | |||||||||||||||||||||||
Issuer | Ratings | Yield | value | fair value | value | value | |||||||||||||||||||||
American General Life | |||||||||||||||||||||||||||
Contract No. 725840 | AA+/Aa1 | 3.41 | % | $ | 387,184 | $ | (382 | ) | $ | (20,035 | ) | $ | 366,767 | ||||||||||||||
Voya Retirement Ins & Annuity Co | |||||||||||||||||||||||||||
Contract No. 60266 | AA/Aa2 | 2.65 | 457,849 | 879 | (13,792 | ) | 444,936 | ||||||||||||||||||||
Voya Retirement Ins & Annuity Co | |||||||||||||||||||||||||||
Contract No. 60385 | A-/A3 | 1.22 | 115,641 | — | 41 | 115,682 | |||||||||||||||||||||
Natixis Financial Products | |||||||||||||||||||||||||||
Contract No. WR1937-02 | AA+/Aaa | 1.41 | 20,864 | 8 | (93 | ) | 20,779 | ||||||||||||||||||||
New York Life Contract No. 29038 | AA+/Aaa | 2.33 | 278,821 | — | (7,040 | ) | 271,781 | ||||||||||||||||||||
New York Life Contract No. 34360 | AA+/Aaa | 1.02 | 20,944 | — | 1 | 20,945 | |||||||||||||||||||||
Principal Life Contract No. 6-18274 | A+/A1 | 1.25 | 27,920 | — | (20 | ) | 27,900 | ||||||||||||||||||||
Protective Life Insurance | |||||||||||||||||||||||||||
Contract No. GA 2021 | AA-/A2 | 0.85 | 17,308 | — | — | 17,308 | |||||||||||||||||||||
Prudential GA-62194 | AA/Aa1 | 2.39 | 640,981 | (233 | ) | (12,821 | ) | 627,927 | |||||||||||||||||||
Royal Bank of Canada | |||||||||||||||||||||||||||
Contract No. Citigroup01 | AA+/Aa1 | 3.43 | 471,587 | 116 | (24,616 | ) | 447,087 | ||||||||||||||||||||
Total | $ | 2,439,099 | $ | 388 | $ | (78,375 | ) | $ | 2,361,112 |
December 31, 2013 | |||||||||||||||||||||||||||
S&P/ | GIC | Wrapper | Adjustment | ||||||||||||||||||||||||
Moody's | Fair | contract | to contract | Contract | |||||||||||||||||||||||
Issuer | Ratings | Yield | value | fair value | value | value | |||||||||||||||||||||
American General Life | |||||||||||||||||||||||||||
Contract No. 725840 | AA+/Aa1 | 4.08 | % | $ | 352,346 | $ | (388 | ) | $ | (24,259 | ) | $ | 327,699 | ||||||||||||||
ING Life & Annuity Company | |||||||||||||||||||||||||||
Contract No. 60266 | AA/Aa2 | 2.53 | 409,875 | 806 | (8,545 | ) | 402,136 | ||||||||||||||||||||
ING Life & Annuity Company | |||||||||||||||||||||||||||
Contract No. 60385 | A-/A3 | 0.43 | 105,365 | — | 630 | 105,995 | |||||||||||||||||||||
MetLife Contract No. 32645 | AA-/Aa3 | 0.93 | 12,893 | — | — | 12,893 | |||||||||||||||||||||
Natixis Financial Products | |||||||||||||||||||||||||||
Contract No. WR1937-02 | AA+/Aaa | 1.39 | 83,693 | 56 | (568 | ) | 83,181 | ||||||||||||||||||||
New York Life Contract No. 29038 | AA+/Aaa | 2.13 | 251,093 | — | (4,791 | ) | 246,302 | ||||||||||||||||||||
New York Life Contract No. 34360 | AA+/Aaa | 1.02 | 29,174 | — | (103 | ) | 29,071 | ||||||||||||||||||||
Principal Life Contract No. 6-18274 | A+/A1 | 1.25 | 38,848 | — | (126 | ) | 38,722 | ||||||||||||||||||||
Protective Life Insurance | |||||||||||||||||||||||||||
Contract No. GA 2021 | AA-/A2 | 0.85 | 32,050 | — | (24 | ) | 32,026 | ||||||||||||||||||||
Prudential GA-62194 | AA/Aa1 | 2.35 | 571,494 | (228 | ) | (2,981 | ) | 568,285 | |||||||||||||||||||
Royal Bank of Canada | |||||||||||||||||||||||||||
Contract No. Citigroup01 | AA+/Aa1 | 4.12 | 429,154 | 118 | (29,906 | ) | 399,366 | ||||||||||||||||||||
Total | $ | 2,315,985 | $ | 364 | $ | (70,673 | ) | $ | 2,245,676 |
(5) | Fair Value Measurements |
• | Level 1 – Quoted prices for identical instruments in active markets. |
• | Level 2 – Quoted prices for similar instruments in active markets; quoted prices for identical or similar instruments in markets that are not active; and model‑derived valuations in which all significant inputs and significant value drivers are observable in active markets. |
• | Level 3 – Valuations derived from valuation techniques in which one or more significant inputs or significant value drivers are unobservable. |
December 31, 2014 | |||||||||||||||
Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Investments, at fair value: | |||||||||||||||
Cash equivalents and short-term investments | $ | 2,473,841 | $ | 201,843 | $ | — | $ | 2,675,684 | |||||||
U.S. equities: | |||||||||||||||
Large cap companies | 1,970,173 | — | — | 1,970,173 | |||||||||||
Mid cap companies | 188,617 | — | — | 188,617 | |||||||||||
Small cap companies | 101,332 | — | — | 101,332 | |||||||||||
Non-U.S. equities | 519,938 | — | — | 519,938 | |||||||||||
Mutual funds: | |||||||||||||||
Non-U.S. equity funds | 1,804,665 | — | — | 1,804,665 | |||||||||||
High yield bond funds | 476,034 | — | — | 476,034 | |||||||||||
Non-U.S. debt funds | 181,879 | — | — | 181,879 | |||||||||||
Global allocation funds | 35,475 | — | — | 35,475 | |||||||||||
Collective trust funds: | |||||||||||||||
U.S. equity funds | — | 10,520,265 | — | 10,520,265 | |||||||||||
Non-U.S. equity funds | — | 4,028,570 | — | 4,028,570 | |||||||||||
Balanced funds | — | 3,330,656 | — | 3,330,656 | |||||||||||
U.S. debt funds | — | 1,991,570 | — | 1,991,570 | |||||||||||
Real estate funds | — | 246,852 | — | 246,852 | |||||||||||
Non-U.S. debt funds | — | 73,637 | — | 73,637 | |||||||||||
Commodity funds | — | 35,732 | — | 35,732 | |||||||||||
Guaranteed investment contracts | — | 2,439,099 | — | 2,439,099 | |||||||||||
Wrapper contracts | — | — | 388 | 388 | |||||||||||
Investments, at fair value | $ | 7,751,954 | $ | 22,868,224 | $ | 388 | $ | 30,620,566 |
December 31, 2013 | |||||||||||||||
Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Investments, at fair value: | |||||||||||||||
Cash equivalents and short-term investments | $ | 2,660,094 | $ | 203,009 | — | $ | 2,863,103 | ||||||||
U.S. equities: | |||||||||||||||
Large cap companies | 2,021,960 | — | — | 2,021,960 | |||||||||||
Mid cap companies | 203,970 | — | — | 203,970 | |||||||||||
Small cap companies | 141,795 | — | — | 141,795 | |||||||||||
Non-U.S. equities | 377,752 | — | — | 377,752 | |||||||||||
Mutual funds: | |||||||||||||||
Non-U.S. equity funds | 2,032,094 | — | — | 2,032,094 | |||||||||||
High yield bond funds | 523,754 | — | — | 523,754 | |||||||||||
Non-U.S. debt funds | 206,628 | — | — | 206,628 | |||||||||||
Global allocation funds | 77,973 | — | — | 77,973 | |||||||||||
Collective trust funds: | |||||||||||||||
U.S. equity funds | — | 9,230,633 | — | 9,230,633 | |||||||||||
Non-U.S. equity funds | — | 3,673,372 | — | 3,673,372 | |||||||||||
Balanced funds | — | 3,668,472 | — | 3,668,472 | |||||||||||
U.S. debt funds | — | 1,476,027 | — | 1,476,027 | |||||||||||
Real estate funds | — | 172,155 | — | 172,155 | |||||||||||
Non-U.S. debt funds | — | 98,884 | — | 98,884 | |||||||||||
Commodity funds | — | 44,540 | — | 44,540 | |||||||||||
Guaranteed investment contracts | — | 2,315,985 | — | 2,315,985 | |||||||||||
Wrapper contracts | — | — | 364 | 364 | |||||||||||
Investments, at fair value | $ | 8,246,020 | $ | 20,883,077 | $ | 364 | $ | 29,129,461 |
Wrapper Contracts | 2014 | 2013 | |||||
Balance, beginning of year | $ | 364 | $ | 450 | |||
Unrealized losses relating to instruments still held at the reporting date | 24 | (86 | ) | ||||
Balance, end of year | $ | 388 | $ | 364 |
(6) | Administrative Expenses |
(7) | Risk and Uncertainties |
(8) | Party‑in‑Interest Transactions |
(9) | Tax Status |
(10) | Plan Termination |
(11) | Pending Litigation |
(12) | Subsequent Events |
(13) | Reconciliation of Financial Statements to Form 5500 |
2014 | 2013 | |||||||
Net assets available for benefits per the financial statements | $ | 34,303,499 | $ | 33,273,120 | ||||
Adjustment from contract value to fair value for fully benefit-responsive investment contracts | 78,375 | 70,673 | ||||||
Net assets available for benefits per the Form 5500 | $ | 34,381,874 | $ | 33,343,793 | ||||
Net increase in net assets available for benefits per the financial statements | $ | 1,030,379 | $ | 3,932,439 | ||||
Prior year adjustment from contract value to fair value for fully benefit-responsive investment contracts | (70,673 | ) | (163,405 | ) | ||||
Current year adjustment from contract value to fair value for fully benefit-responsive investment contracts | 78,375 | 70,673 | ||||||
Net increase in net assets per Form 5500 | $ | 1,038,081 | $ | 3,839,707 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Cash equivalents and short-term investments: | |||||||||||
Australian Dollar | 120 | $ | 99 | $ | 98 | ||||||
Blackrock Liquidity Funds | 2,323,978 | 2,323,978 | 2,323,978 | ||||||||
Canadian Dollar | 18 | 16 | 16 | ||||||||
Danish Krone | 53 | 9 | 8 | ||||||||
Euro Currency | 7 | 9 | 9 | ||||||||
Government Stif 10 | 0.01% | 174,321 | 174,321 | 174,321 | |||||||
Hong Kong Dollar | 1,074 | 139 | 139 | ||||||||
Indian Rupee | 4,799 | 75 | 76 | ||||||||
Kenyan Shilling | 30 | — | — | ||||||||
Mexican Peso (New) | 58 | 4 | 4 | ||||||||
New Taiwan Dollar | 8,250 | 266 | 261 | ||||||||
New Zealand Dollar | 22 | 18 | 18 | ||||||||
Pound Sterling | 72 | 113 | 112 | ||||||||
* | State Street (US Dollar) | 40,636 | 40,636 | 40,636 | |||||||
* | State Street Bank & Trust Co Short Term Investment Fund | 0.57% | 27,523 | 27,523 | 27,523 | ||||||
UAE Dirham | 3,084 | 840 | 840 | ||||||||
US Dollar Overdrawn | (2,204 | ) | (2,204 | ) | (2,204 | ) | |||||
BPPR Time Deposit Open Account | — | 109,849 | 109,849 | ||||||||
Total cash equivalents and short-term investments | 2,675,691 | 2,675,684 | |||||||||
U.S. equities: | |||||||||||
Large cap companies: | |||||||||||
Altria Group Inc | 199 | 5,311 | 9,786 | ||||||||
American Express Co | 84 | 4,433 | 7,831 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
American International Group | 167 | 6,646 | 9,336 | ||||||||
Ameriprise Financial Inc | 71 | 3,707 | 9,420 | ||||||||
Anthem Inc | 57 | 4,124 | 7,166 | ||||||||
Bank Of America Corp | 728 | 13,822 | 13,019 | ||||||||
CA Inc | 254 | 6,520 | 7,728 | ||||||||
Capital One Financial Corp | 159 | 5,262 | 13,139 | ||||||||
Cardinal Health Inc | 116 | 3,862 | 9,359 | ||||||||
Cigna Corp | 60 | 2,354 | 6,148 | ||||||||
* | Citigroup Inc | 296 | 12,653 | 16,016 | |||||||
* | Citigroup Common Stock Fund | 29,705 | 2,607,009 | 1,607,324 | |||||||
Conocophillips | 98 | 5,393 | 6,736 | ||||||||
Directv | 66 | 4,971 | 5,704 | ||||||||
Discover Financial Services | 124 | 2,483 | 8,098 | ||||||||
Emerson Electric Co | 112 | 5,980 | 6,898 | ||||||||
Fifth Third Bancorp | 351 | 4,253 | 7,155 | ||||||||
General Dynamics Corp | 48 | 3,685 | 6,611 | ||||||||
Hanesbrands Inc | 87 | 2,188 | 9,676 | ||||||||
Honeywell International Inc | 57 | 3,022 | 5,739 | ||||||||
Intel Corp | 254 | 7,961 | 9,225 | ||||||||
Johnson & Johnson | 85 | 5,421 | 8,846 | ||||||||
Johnson Controls Inc | 201 | 9,814 | 9,733 | ||||||||
Jpmorgan Chase & Co | 187 | 7,684 | 11,699 | ||||||||
Medtronic Inc | 154 | 5,848 | 11,114 | ||||||||
Merck & Co. Inc. | 147 | 7,469 | 8,363 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Microsoft Corp | 206 | 4,282 | 9,557 | ||||||||
Occidental Petroleum Corp | 74 | 4,533 | 5,994 | ||||||||
Oracle Corp | 208 | 8,188 | 9,365 | ||||||||
Pfizer Inc | 297 | 6,554 | 9,263 | ||||||||
Philip Morris International | 81 | 4,670 | 6,618 | ||||||||
PNC Financial Services Group | 93 | 4,677 | 8,480 | ||||||||
Public Service Enterprise Gp | 128 | 4,603 | 5,311 | ||||||||
Raytheon Company | 55 | 2,875 | 5,987 | ||||||||
Stanley Black & Decker Inc | 102 | 6,279 | 9,814 | ||||||||
* | State Street Corp | 126 | 6,294 | 9,904 | |||||||
Target Corp | 137 | 7,886 | 10,401 | ||||||||
Texas Instruments Inc | 178 | 5,133 | 9,504 | ||||||||
Unitedhealth Group Inc | 69 | 3,123 | 6,947 | ||||||||
Verizon Communications Inc | 182 | 7,662 | 8,512 | ||||||||
Wal Mart Stores Inc | 117 | 8,575 | 10,063 | ||||||||
Wells Fargo & Co | 230 | 7,395 | 12,584 | ||||||||
Total large cap companies | 2,844,604 | 1,970,173 | |||||||||
Mid cap companies: | |||||||||||
ACI Worldwide Inc | 172 | 3,504 | 3,475 | ||||||||
Alaska Air Group Inc | 6 | 144 | 363 | ||||||||
American Eagle Outfitters | 35 | 450 | 490 | ||||||||
Amsurg Corp | 12 | 597 | 670 | ||||||||
Anixter International Inc | 4 | 383 | 350 | ||||||||
Arris Group Inc | 21 | 516 | 631 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Asbury Automotive Group | 4 | 200 | 273 | ||||||||
Ascena Retail Group Inc | 53 | 868 | 671 | ||||||||
Aspen Technology Inc | 26 | 943 | 897 | ||||||||
Avery Dennison Corp | 10 | 498 | 507 | ||||||||
Belden Inc | 10 | 794 | 828 | ||||||||
Berry Plastics Group Inc | 1 | 20 | 20 | ||||||||
Bloomin Brands Inc | 7 | 166 | 183 | ||||||||
Booz Allen Hamilton Holdings | 12 | 261 | 313 | ||||||||
Bristow Group Inc | 4 | 326 | 287 | ||||||||
Cabot Corp | 7 | 386 | 287 | ||||||||
Centene Corp | 6 | 353 | 593 | ||||||||
Cit Group Inc | 185 | 8,954 | 8,872 | ||||||||
Colony Financial Inc REIT | 6 | 124 | 140 | ||||||||
Columbia Sportswear Co | 1 | 50 | 60 | ||||||||
Curtiss Wright Corp | 27 | 1,679 | 1,893 | ||||||||
Deluxe Corp | 3 | 189 | 195 | ||||||||
Dexcom Inc | 4 | 195 | 206 | ||||||||
Donaldson Co Inc | 18 | 768 | 683 | ||||||||
E Trade Financial Corp | 169 | 1,935 | 4,104 | ||||||||
Eaton Vance Corp | 58 | 2,355 | 2,365 | ||||||||
Enersys | 40 | 2,718 | 2,483 | ||||||||
Fair Isaac Corp | 3 | 197 | 200 | ||||||||
First American Financial | 24 | 631 | 826 | ||||||||
First Citizens Bcshs | 2 | 379 | 408 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
First Niagara Financial Grp | 576 | 5,667 | 4,858 | ||||||||
FMC Corp | 80 | 4,516 | 4,574 | ||||||||
Graphic Packaging Holding Co | 124 | 1,206 | 1,684 | ||||||||
Group 1 Automotive Inc | 6 | 413 | 572 | ||||||||
Hanover Insurance Group Inc | 8 | 364 | 577 | ||||||||
Health Net Inc | 12 | 372 | 617 | ||||||||
Helix Energy Solutions Group | 33 | 737 | 726 | ||||||||
Hillenbrand Inc | 11 | 357 | 393 | ||||||||
Huntington Ingalls Industrie | 8 | 637 | 943 | ||||||||
Isis Pharmaceuticals Inc | 5 | 285 | 298 | ||||||||
Jetblue Airways Corp | 9 | 109 | 139 | ||||||||
Joy Global Inc | 137 | 7,395 | 6,374 | ||||||||
KAR Auction Services Inc | 20 | 616 | 701 | ||||||||
KBR Inc | 287 | 9,011 | 4,861 | ||||||||
Landstar System Inc | 2 | 138 | 164 | ||||||||
Lifepoint Hospitals Inc | 5 | 274 | 378 | ||||||||
Live Nation Entertainment In | 18 | 381 | 475 | ||||||||
Marriott Vacations World | 10 | 522 | 732 | ||||||||
Maximus Inc | 18 | 855 | 981 | ||||||||
Mens Wearhouse Inc/The | 11 | 536 | 501 | ||||||||
Mercadolibre Inc | 21 | 2,484 | 2,698 | ||||||||
MFA Financial Inc REIT | 73 | 580 | 583 | ||||||||
Microchip Technology Inc | 205 | 5,831 | 9,243 | ||||||||
Minerals Technologies Inc | 9 | 688 | 643 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Molina Healthcare Inc | 10 | 392 | 526 | ||||||||
MSCI Inc | 31 | 1,414 | 1,489 | ||||||||
Nasdaq Omx Group/The | 26 | 1,037 | 1,253 | ||||||||
Nationstar Mortgage Holdings | 13 | 434 | 380 | ||||||||
Navient Corp | 512 | 7,526 | 11,068 | ||||||||
New York Community Bancorp | 428 | 6,112 | 6,854 | ||||||||
NU Skin Enterprises Inc | 7 | 471 | 309 | ||||||||
NU Skin Enterprises Inc A | 87 | 5,117 | 3,788 | ||||||||
Nuvasive Inc | 1 | 51 | 63 | ||||||||
NVR Inc | 8 | 7,905 | 9,670 | ||||||||
Omnicare Inc | 162 | 5,132 | 11,790 | ||||||||
Owens & Minor Inc | 13 | 446 | 448 | ||||||||
Owens Corning | 253 | 9,794 | 9,073 | ||||||||
Papa John S Intl Inc | 2 | 111 | 139 | ||||||||
Parexel International Corp | 22 | 1,092 | 1,196 | ||||||||
Penske Automotive Group Inc | 15 | 614 | 723 | ||||||||
People S United Financial | 460 | 5,530 | 6,988 | ||||||||
Pilgrim S Pride Corp | 18 | 272 | 603 | ||||||||
PNM Resources Inc | 17 | 460 | 495 | ||||||||
Proassurance Corp | 10 | 473 | 451 | ||||||||
PTC Inc | 1 | 32 | 39 | ||||||||
Radian Group Inc | 17 | 247 | 292 | ||||||||
Receptos Inc | 3 | 341 | 405 | ||||||||
Rockwood Holdings Inc | 10 | 465 | 823 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Rovi Corp | 98 | 2,242 | 2,215 | ||||||||
Sabre Corp | 71 | 1,364 | 1,436 | ||||||||
Science Applications Inte | 16 | 792 | 769 | ||||||||
Sensient Technologies Corp | 2 | 130 | 141 | ||||||||
Skechers Usa Inc | 10 | 440 | 543 | ||||||||
SLM Corp | 935 | 8,321 | 9,531 | ||||||||
Spirit Aerosystems Hold | 190 | 7,158 | 8,172 | ||||||||
SPX Corp | 96 | 6,858 | 8,273 | ||||||||
Ss+C Technologies Holdings | 9 | 430 | 543 | ||||||||
Stancorp Financial Group | 4 | 229 | 254 | ||||||||
Steelcase Inc | 7 | 112 | 122 | ||||||||
Strategic Hotels & Resorts I REIT | 19 | 252 | 256 | ||||||||
SVB Financial Group | 2 | 234 | 237 | ||||||||
Symetra Financial Corp | 24 | 490 | 560 | ||||||||
Synnex Corp | 14 | 780 | 1,124 | ||||||||
Take Two Interactive Softwre | 48 | 934 | 1,335 | ||||||||
Tempur Sealy International I | 9 | 443 | 492 | ||||||||
Teradyne Inc | 14 | 274 | 286 | ||||||||
Terex Corp | 15 | 630 | 416 | ||||||||
Thor Industries Inc | 15 | 943 | 848 | ||||||||
Triquint Semiconductor Inc | 9 | 127 | 260 | ||||||||
Tupperware Brands Corp | 11 | 918 | 708 | ||||||||
Two Harbors Investment Corp REIT | 67 | 683 | 670 | ||||||||
Washington Federal Inc | 20 | 429 | 433 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Wesco International Inc | 6 | 502 | 441 | ||||||||
West Corp | 4 | 97 | 130 | ||||||||
Western Refining Inc | 19 | 788 | 714 | ||||||||
Woodward Inc | 10 | 488 | 506 | ||||||||
World Fuel Services Corp | 29 | 1,283 | 1,349 | ||||||||
Total mid cap companies | 168,396 | 188,617 | |||||||||
Small cap companies: | |||||||||||
1 800 Flowers.Com Inc | 11 | 85 | 89 | ||||||||
Abercrombie & Fitch Co | 20 | 710 | 567 | ||||||||
ABM Industries Inc | 13 | 360 | 376 | ||||||||
Abraxas Petroleum Corp | 36 | 193 | 106 | ||||||||
Achillion Pharmaceuticals | 16 | 204 | 197 | ||||||||
Acorda Therapeutics Inc | 7 | 258 | 296 | ||||||||
Actuant Corp | 47 | 1,449 | 1,285 | ||||||||
Adamas Pharmaceuticals Inc | 4 | 71 | 73 | ||||||||
Advanced Energy Industries | 9 | 175 | 218 | ||||||||
Aegion Corp | 18 | 437 | 335 | ||||||||
Aemetis Inc | 3 | 24 | 20 | ||||||||
American Capital Mortgage In REIT | 8 | 146 | 141 | ||||||||
American Residential Propert REIT | 18 | 333 | 323 | ||||||||
American States Water Co | 18 | 601 | 683 | ||||||||
American Woodmark Corp | 13 | 485 | 509 | ||||||||
Amicus Therapeutics Inc | 7 | 56 | 54 | ||||||||
Andersons Inc/The | 1 | 91 | 76 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Anworth Mortgage Asset Corp REIT | 33 | 178 | 172 | ||||||||
Apollo Investment Corp | 10 | 78 | 71 | ||||||||
Arcbest Corp | 10 | 413 | 476 | ||||||||
Arena Pharmaceuticals Inc | 83 | 346 | 288 | ||||||||
Ares Commercial Real Estate REIT | 28 | 365 | 317 | ||||||||
Argan Inc | 20 | 617 | 682 | ||||||||
Argos Therapeutics Inc | 5 | 41 | 45 | ||||||||
Aruba Networks Inc | 12 | 254 | 217 | ||||||||
Avid Technology Inc | 5 | 76 | 77 | ||||||||
Bassett Furniture Inds | 10 | 176 | 199 | ||||||||
Benchmark Electronics Inc | 27 | 641 | 697 | ||||||||
Biodelivery Sciences Intl | 9 | 130 | 108 | ||||||||
Biospecifics Technologies | 4 | 125 | 155 | ||||||||
Blackhawk Network Hd B | 1 | 26 | 27 | ||||||||
Blount International Inc | 44 | 630 | 773 | ||||||||
Blucora Inc | 26 | 553 | 360 | ||||||||
Boise Cascade Co | 17 | 513 | 627 | ||||||||
Brady Corporation | 13 | 335 | 353 | ||||||||
Brink S Co/The | 17 | 447 | 426 | ||||||||
Broadwind Energy Inc | 20 | 151 | 110 | ||||||||
CAC Maine Foods Inc | 17 | 594 | 645 | ||||||||
California Resources Corp | 30 | 178 | 163 | ||||||||
Cambrex Corp | 9 | 200 | 202 | ||||||||
Cardiovascular Systems Inc | 6 | 176 | 190 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Cascade Microtech Inc | 23 | 298 | 333 | ||||||||
Cato Corp | 10 | 323 | 414 | ||||||||
Cavco Industries Inc | 8 | 596 | 629 | ||||||||
Celldex Therapeutics Inc | 14 | 247 | 251 | ||||||||
Central Garden And Pet Co A | 8 | 62 | 75 | ||||||||
Chatham Lodging Trust REIT | 15 | 331 | 432 | ||||||||
Chemed Corp | 9 | 767 | 978 | ||||||||
Cirrus Logic Inc | 5 | 98 | 112 | ||||||||
Clearwater Paper Corp | 3 | 188 | 202 | ||||||||
Cloud Peak Energy Inc | 22 | 396 | 198 | ||||||||
Clovis Oncology Inc | 6 | 293 | 335 | ||||||||
Coherent Inc | 4 | 246 | 233 | ||||||||
Columbia Banking System Inc | 15 | 299 | 419 | ||||||||
Constant Contact Inc | 8 | 216 | 285 | ||||||||
Contango Oil & Gas | 3 | 136 | 83 | ||||||||
Core Mark Holding Co Inc | 1 | 50 | 50 | ||||||||
CRA International Inc | 4 | 97 | 125 | ||||||||
Ctpartners Executive Search | 2 | 36 | 37 | ||||||||
Cubic Corp | 7 | 338 | 360 | ||||||||
Cyberonics Inc | 2 | 81 | 85 | ||||||||
Cyrusone Inc REIT | 26 | 587 | 718 | ||||||||
CYS Investments Inc REIT | 56 | 489 | 485 | ||||||||
Cytokinetics Inc | 21 | 93 | 170 | ||||||||
Demand Media Inc | 8 | 73 | 49 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Dice Holdings Inc | 61 | 564 | 615 | ||||||||
Drew Industries Inc | 12 | 581 | 616 | ||||||||
Dynavax Technologies Corp | 8 | 117 | 129 | ||||||||
Eagle Pharmaceuticals Inc | 5 | 58 | 72 | ||||||||
Ebix Inc | 15 | 252 | 252 | ||||||||
Echo Global Logistics Inc | 2 | 64 | 70 | ||||||||
El Pollo Loco Holdings Inc | 32 | 934 | 631 | ||||||||
Electro Rent Corp | 4 | 60 | 50 | ||||||||
Endocyte Inc | 54 | 416 | 341 | ||||||||
Enteromedics Inc | 20 | — | — | ||||||||
Epizyme Inc | 8 | 237 | 157 | ||||||||
Exactech Inc | 7 | 152 | 167 | ||||||||
Exlservice Holdings Inc | 14 | 362 | 390 | ||||||||
Exponent Inc | 6 | 451 | 510 | ||||||||
Federal Signal Corp | 10 | 144 | 161 | ||||||||
Fairchild Semiconductor Inte | 588 | 7,580 | 9,929 | ||||||||
Fifth Street Finance Corp | 30 | 280 | 238 | ||||||||
Finish Line/The | 39 | 985 | 947 | ||||||||
FMSA Holdings Inc | 292 | 4,515 | 2,018 | ||||||||
Forestar Group Inc | 13 | 214 | 199 | ||||||||
Forum Energy Technologies Inc | 11 | 321 | 224 | ||||||||
Forward Air Corp | 21 | 936 | 1,049 | ||||||||
FTD Cos Inc | 11 | 336 | 368 | ||||||||
FTI Consulting Inc | 9 | 300 | 347 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
G & K Services Inc | 4 | 249 | 303 | ||||||||
Global Cash Access Holdings | 63 | 544 | 447 | ||||||||
Globe Specialty Metals Inc | 20 | 400 | 345 | ||||||||
Gran Tierra Energy Inc | 124 | 708 | 477 | ||||||||
Granite Construction Inc | 11 | 420 | 411 | ||||||||
Green Plains Renewable Energ | 22 | 749 | 544 | ||||||||
Habit Restaurants Inc/The A | 11 | 440 | 359 | ||||||||
Handy & Harman Ltd | 1 | 34 | 66 | ||||||||
Hanger Inc | 12 | 409 | 261 | ||||||||
Hatteras Financial Corp REIT | 23 | 457 | 430 | ||||||||
Heidrick & Struggles Intl | 10 | 209 | 238 | ||||||||
Higher One Holdings Inc | 19 | 118 | 78 | ||||||||
ICF International Inc | — | 10 | 12 | ||||||||
Iconix Brand Group Inc | 13 | 420 | 425 | ||||||||
ICU Medical Inc | 8 | 592 | 651 | ||||||||
IDT Corp | 11 | 180 | 233 | ||||||||
Immune Design Corp | 4 | 102 | 128 | ||||||||
Immunogen Inc | 34 | 221 | 208 | ||||||||
Infinity Pharmaceuticals Inc | 24 | 333 | 413 | ||||||||
Infinity Property & Casualty | 3 | 197 | 231 | ||||||||
Infoblox Inc | 5 | 87 | 94 | ||||||||
Innospec Inc | 3 | 117 | 114 | ||||||||
Insight Enterprises Inc | 37 | 986 | 951 | ||||||||
Insperity Inc Wd | 47 | 1,600 | 1,606 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Integra Lifesciences Holding | 8 | 351 | 411 | ||||||||
Inteliquent Inc | 39 | 258 | 769 | ||||||||
Intersect Ent Inc | 3 | 64 | 64 | ||||||||
Intl Speedway Corp | 10 | 335 | 329 | ||||||||
Investors Real Estate Trust REIT | 41 | 353 | 336 | ||||||||
John B. Sanfilippo & Son Inc | 7 | 307 | 309 | ||||||||
Johnson Outdoors Inc | 2 | 47 | 56 | ||||||||
Kadant Inc | 7 | 271 | 300 | ||||||||
Kindred Healthcare Inc | 22 | 541 | 396 | ||||||||
KMG Chemicals Inc | 23 | 348 | 468 | ||||||||
Knoll Inc | 12 | 233 | 261 | ||||||||
Korn/Ferry International | 11 | 318 | 309 | ||||||||
Kulicke & Soffa Industries | 46 | 492 | 671 | ||||||||
Lands End Inc | 2 | 89 | 96 | ||||||||
Lannett Co Inc | 8 | 331 | 330 | ||||||||
Liberty Tripadvisor Hdg | 1 | 38 | 34 | ||||||||
Lindsay Corp | 11 | 878 | 933 | ||||||||
Logmein Inc | 10 | 409 | 471 | ||||||||
LSB Industries Inc | 7 | 261 | 214 | ||||||||
Lydall Inc | 13 | 361 | 429 | ||||||||
Marcus Corporation | 9 | 119 | 162 | ||||||||
Marinemax Inc | 28 | 495 | 569 | ||||||||
Matthews Intl Corp | 3 | 119 | 137 | ||||||||
Medassets Inc | 21 | 385 | 422 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Meridian Bancorp Inc | 13 | 148 | 147 | ||||||||
Meritor Inc | 13 | 186 | 200 | ||||||||
Methode Electronics Inc | 6 | 240 | 228 | ||||||||
Microstrategy Inc | 1 | 86 | 87 | ||||||||
Momenta Pharmaceuticals Inc | 28 | 322 | 334 | ||||||||
Monotype Imaging Holdings In | 10 | 281 | 291 | ||||||||
MRC Global Inc | 18 | 483 | 279 | ||||||||
Mueller Industries Inc | 5 | 142 | 162 | ||||||||
Mueller Water Products Inc | 32 | 326 | 333 | ||||||||
Multi Color Corp | 1 | 78 | 79 | ||||||||
Natus Medical Inc | 18 | 485 | 647 | ||||||||
Navigant Consulting Inc | 126 | 2,182 | 1,935 | ||||||||
Navigators Group Inc | 35 | 2,236 | 2,602 | ||||||||
Neff Corp | 2 | 20 | 19 | ||||||||
Nektar Therapeutics | 26 | 351 | 408 | ||||||||
Nelnet Inc | 18 | 567 | 834 | ||||||||
Net 1 Ueps Technologies Inc | 10 | 111 | 111 | ||||||||
Netgear Inc | 8 | 250 | 276 | ||||||||
Netscout Systems Inc | 14 | 548 | 496 | ||||||||
New Senior Investment Group REIT | 21 | 358 | 351 | ||||||||
Ocular Therapeutix Inc | 3 | 76 | 78 | ||||||||
Omnicell Inc | 24 | 614 | 785 | ||||||||
Omnivision Technologies Inc | 16 | 308 | 404 | ||||||||
OSI Systems Inc | 3 | 223 | 227 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Outerwall Inc | 6 | 382 | 423 | ||||||||
Overstock.Com Inc | 12 | 275 | 286 | ||||||||
Pacific Biosciences Of Calif | 26 | 178 | 204 | ||||||||
Pacific Ethanol Inc | 17 | 276 | 179 | ||||||||
Papa Murphy S Holdings Inc | 4 | 41 | 51 | ||||||||
Park Ohio Holdings Corp | 1 | 57 | 79 | ||||||||
Parsley Energy Inc | 25 | 489 | 398 | ||||||||
PDL Biopharma Inc | 83 | 702 | 641 | ||||||||
Pegasystems Inc | 11 | 186 | 230 | ||||||||
Pericom Semiconductor Corp | 18 | 225 | 245 | ||||||||
PHH Corp | 26 | 647 | 626 | ||||||||
Piper Jaffray Cos | 3 | 133 | 156 | ||||||||
Polycom Inc | 12 | 141 | 165 | ||||||||
Premiere Global Services Inc | 3 | 34 | 29 | ||||||||
Progress Software Corp | 25 | 649 | 688 | ||||||||
PTC Therapeutics Inc | 1 | 44 | 55 | ||||||||
QTS Realty Trust Inc REIT | 21 | 584 | 718 | ||||||||
RCS Capital Corp | 23 | 373 | 286 | ||||||||
Regulus Therapeutics Inc | 5 | 74 | 73 | ||||||||
Rent A Center Inc | 13 | 331 | 455 | ||||||||
Rex American Resources Corp | 11 | 447 | 691 | ||||||||
Rigel Pharmaceuticals Inc | 21 | 83 | 47 | ||||||||
Rosetta Resources Inc | 8 | 367 | 172 | ||||||||
RPS Corp | 16 | 242 | 217 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
RPX Corp | 27 | 444 | 367 | ||||||||
Ruth S Hospitality Group Inc | 15 | 197 | 232 | ||||||||
Safety Insurance Group Inc | 18 | 990 | 1,173 | ||||||||
Sage Therapeutics Inc | 5 | 191 | 186 | ||||||||
Sanderson Farms Inc | 9 | 807 | 773 | ||||||||
Sangamo Biosciences Inc | 9 | 115 | 141 | ||||||||
Sanmina Corp | 22 | 302 | 527 | ||||||||
Saul Centers Inc REIT | 7 | 330 | 384 | ||||||||
Schweitzer Mauduit Intl Inc | 6 | 247 | 244 | ||||||||
Sciclone Pharmaceuticals Inc | 49 | 377 | 432 | ||||||||
Seaworld Entertainment Inc | 430 | 9,930 | 7,706 | ||||||||
Select Comfort Corporation | 29 | 743 | 787 | ||||||||
Select Medical Holdings Corp | 39 | 561 | 564 | ||||||||
Shenandoah Telecommunication | 2 | 62 | 64 | ||||||||
Silver Bay Realty Trust Corp REIT | 11 | 161 | 179 | ||||||||
SL Inds Inc | 5 | 215 | 188 | ||||||||
Sorrento Therapeutics Inc | 6 | 33 | 60 | ||||||||
Spark Energy Inc | 8 | 121 | 120 | ||||||||
Spok Holdings Inc | 6 | 89 | 104 | ||||||||
Stamps.Com Inc | 8 | 323 | 394 | ||||||||
Standex International Corp | 5 | 337 | 352 | ||||||||
Stock Building Supply Holding | 18 | 352 | 278 | ||||||||
Strayer Education Inc | 3 | 139 | 212 | ||||||||
Supreme Inds Inc | 8 | 70 | 60 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Sykes Enterprises Inc | 37 | 724 | 871 | ||||||||
Symmetry Surgical Inc | 5 | 31 | 38 | ||||||||
Techtarget | 13 | 119 | 143 | ||||||||
Teletech Holdings Inc | 5 | 133 | 128 | ||||||||
Tessera Technologies Inc | 6 | 201 | 211 | ||||||||
Tetra Tech Inc | 14 | 343 | 367 | ||||||||
Thoratec Corp | 10 | 251 | 312 | ||||||||
Tower International Inc | 22 | 474 | 575 | ||||||||
Townsquare Media Inc | 3 | 38 | 41 | ||||||||
Triple S Management Corp B | 15 | 240 | 349 | ||||||||
U S Energy Corp | 11 | 53 | 17 | ||||||||
Ultragenyx Pharmaceutical In | 6 | 247 | 251 | ||||||||
United Online Inc When Issue | 33 | 378 | 473 | ||||||||
Universal Corp/Va | 7 | 396 | 327 | ||||||||
Universal Electronics Inc | 2 | 149 | 157 | ||||||||
Universal Insurance Holdings | 16 | 194 | 322 | ||||||||
Universal Technical Institut | 84 | 1,150 | 823 | ||||||||
Usana Health Sciences Inc | 1 | 109 | 110 | ||||||||
Vasco Data Security Intl | 23 | 302 | 647 | ||||||||
Vectrus Inc | 10 | 262 | 274 | ||||||||
Village Super Market | 3 | 62 | 69 | ||||||||
Vince Holding Corp | 2 | 49 | 42 | ||||||||
Virtus Investment Partners | 13 | 2,328 | 2,277 | ||||||||
Vonage Holdings Corp | 4 | 17 | 15 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Walker & Dunlop Inc | 38 | 613 | 661 | ||||||||
Web.Com Group Inc | 13 | 362 | 242 | ||||||||
Weis Markets Inc | 3 | 110 | 128 | ||||||||
Willis Lease Finance Corp | 15 | 340 | 328 | ||||||||
Zagg Inc | 61 | 328 | 413 | ||||||||
Total small cap companies | 100,825 | 101,332 | |||||||||
Total U.S. equities | 3,113,825 | 2,260,122 | |||||||||
Non-U.S. equities: | |||||||||||
3I Group Plc | 216 | 1,345 | 1,516 | ||||||||
500.Com Ltd | 33 | 1,040 | 571 | ||||||||
58.Com Inc | 33 | 1,268 | 1,386 | ||||||||
Aalberts Industries Nv | 35 | 906 | 1,036 | ||||||||
Abcam Plc | 204 | 1,343 | 1,477 | ||||||||
Acerinox | 108 | 1,640 | 1,629 | ||||||||
Adani Ports And Special Econ | 195 | 935 | 986 | ||||||||
Advanced Info Service | 172 | 1,228 | 1,312 | ||||||||
Advantech Co Ltd | 63 | 357 | 468 | ||||||||
Afreecatv Co Ltd | 51 | 1,594 | 1,246 | ||||||||
Aimia Inc | 49 | 733 | 617 | ||||||||
AIN Pharmaciez Inc | 32 | 723 | 908 | ||||||||
Air Arabia Pjsc | 4,601 | 1,743 | 1,879 | ||||||||
Air China Ltd H | 1,444 | 1,204 | 1,164 | ||||||||
AIR Water Inc | 82 | 1,232 | 1,318 | ||||||||
Airports Of Thailand Pcl | 218 | 1,694 | 1,868 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Aixtron Se | 87 | 1,306 | 989 | ||||||||
Ajisen China Holdings Ltd | 2,067 | 1,636 | 1,576 | ||||||||
Albioma | 27 | 678 | 548 | ||||||||
Alfa S.A.B. A | 786 | 2,347 | 1,758 | ||||||||
Alibaba Group Holding | 30 | 2,635 | 3,077 | ||||||||
Alpha & Omega Semiconductor | 11 | 102 | 94 | ||||||||
Amadeus It Holding | 32 | 1,186 | 1,286 | ||||||||
Ambev | 793 | 5,518 | 4,932 | ||||||||
Ambu A/S B | 77 | 1,369 | 1,872 | ||||||||
Apollo Hospitals Enterprise | 39 | 565 | 690 | ||||||||
Applus Services | 16 | 184 | 173 | ||||||||
Argo Group International | 7 | 325 | 378 | ||||||||
Ashikaga Holdings Co Ltd | 135 | 532 | 546 | ||||||||
Ashmore Group Plc | 421 | 2,652 | 1,843 | ||||||||
Aspen Pharmacare Holdings Lt | 59 | 1,598 | 2,082 | ||||||||
Astra International Tbk Pt | 2,217 | 1,489 | 1,330 | ||||||||
Autohome Inc | 24 | 978 | 877 | ||||||||
Avanza Bank Holding Ab | 38 | 1,263 | 1,239 | ||||||||
Aveva Group Plc | 38 | 936 | 770 | ||||||||
AVG Technologies | 26 | 393 | 508 | ||||||||
Axis Bank Ltd | 152 | 1,192 | 1,210 | ||||||||
Axis Capital Holdings Ltd | 38 | 1,868 | 1,955 | ||||||||
Baidu Inc | 16 | 2,686 | 3,570 | ||||||||
Baidu Inc | 5 | 1,018 | 1,054 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Banca Generali Spa | 50 | 1,324 | 1,387 | ||||||||
Banco Santander Chile | 44 | 1,160 | 868 | ||||||||
Bank Muscat Saog | 54 | 432 | 352 | ||||||||
Bank Of The Ryukyus Ltd | 73 | 1,164 | 1,034 | ||||||||
Bank Rakyat Indonesia Perser | 4,289 | 2,827 | 4,035 | ||||||||
Baron De Ley | 6 | 609 | 585 | ||||||||
BB Seguridade Participacoes | 283 | 2,544 | 3,421 | ||||||||
BEC World Pcl | 443 | 640 | 688 | ||||||||
Beijing Enterprises | 1,734 | 836 | 1,178 | ||||||||
Bidvest Group Ltd | 49 | 1,231 | 1,284 | ||||||||
Binggrae Co Ltd | 21 | 1,722 | 1,412 | ||||||||
Biomerieux | 7 | 689 | 694 | ||||||||
BP Plc Spons | 155 | 7,016 | 5,908 | ||||||||
BR Malls Participacoes | 296 | 2,548 | 1,827 | ||||||||
Brenntag Ag | 27 | 1,311 | 1,524 | ||||||||
BRF | 65 | 1,644 | 1,554 | ||||||||
Brilliance China Automotive | 1,336 | 2,363 | 2,137 | ||||||||
BT Investment Management Ltd | 297 | 1,592 | 1,634 | ||||||||
Bursa Malaysia Bhd | 353 | 874 | 818 | ||||||||
Byggmax Group Ab | 92 | 593 | 618 | ||||||||
Carbures Europe | 71 | 488 | 457 | ||||||||
Carnival Corp | 229 | 8,740 | 10,377 | ||||||||
CCCR | 339 | 2,839 | 1,964 | ||||||||
Cemex Sab Cpo Unit Npv | 2,337 | 3,111 | 2,388 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Central Pattana Pub Co | 1,009 | 1,433 | 1,396 | ||||||||
Cetip Sa Mercados Organizado | 44 | 620 | 531 | ||||||||
China Cnr Corp Ltd H | 4,510 | 3,671 | 6,456 | ||||||||
China Everbright Intl Ltd | 418 | 621 | 629 | ||||||||
China Gas Holdings Ltd | 1,282 | 2,574 | 2,034 | ||||||||
China Huiyuan Juice Group | 517 | 222 | 194 | ||||||||
China Merchants Bank H | 1,871 | 3,963 | 4,696 | ||||||||
China Vanke Co Ltd H | 1,559 | 3,247 | 3,470 | ||||||||
Cimc Enric Holdings Ltd | 540 | 751 | 429 | ||||||||
Citic Securities Co Ltd H | 169 | 662 | 635 | ||||||||
CJ Cheiljedang Corp | 3 | 1,157 | 888 | ||||||||
Cnooc Ltd | 2,791 | 4,664 | 3,757 | ||||||||
Cochlear Ltd | 18 | 1,064 | 1,138 | ||||||||
Computer Modelling Group Ltd | 46 | 481 | 477 | ||||||||
Convenience Retail Asia Ltd | 1,790 | 1,226 | 1,156 | ||||||||
Copa Holdings | 12 | 1,196 | 1,228 | ||||||||
Coway Co Ltd | 12 | 812 | 887 | ||||||||
CPMC Holdings Ltd | 758 | 604 | 417 | ||||||||
CPN Retail Growth Leasehold Unit L | 2,220 | 1,093 | 1,086 | ||||||||
Credicorp Ltd | 22 | 3,278 | 3,577 | ||||||||
Credit Saison Co Ltd | 37 | 719 | 693 | ||||||||
Credito Real Sab De Cv | 272 | 772 | 583 | ||||||||
CRH Plc Sponsored | 366 | 7,862 | 8,786 | ||||||||
CTS Eventim Ag & Co Kgaa | 38 | 1,058 | 1,119 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
D Ieteren | 26 | 1,026 | 929 | ||||||||
Daiichikosho Co Ltd | 45 | 1,200 | 1,225 | ||||||||
Damac Real Estate Gdr | 35 | 428 | 557 | ||||||||
DCC Plc | 23 | 1,243 | 1,249 | ||||||||
Delphi Automotive Plc | 140 | 6,051 | 10,207 | ||||||||
Descartes Systems Grp/The | 43 | 609 | 644 | ||||||||
Diana Shipping Inc | 17 | 204 | 117 | ||||||||
Direct Line Insurance Group | 209 | 1,014 | 948 | ||||||||
Discovery Ltd | 67 | 479 | 647 | ||||||||
Dixons Carphone Plc | 348 | 2,068 | 2,508 | ||||||||
DKSH Holding Ltd | 17 | 1,229 | 1,277 | ||||||||
Dominion Diamond Corp | 63 | 871 | 1,142 | ||||||||
Domino Printing Sciences Plc | 115 | 1,130 | 1,179 | ||||||||
DP World Ltd | 64 | 1,216 | 1,354 | ||||||||
Dragon Oil Plc | 118 | 1,132 | 990 | ||||||||
Dubai Islamic Bank | 469 | 1,025 | 881 | ||||||||
Dufry Ag Reg | 7 | 1,077 | 1,069 | ||||||||
E.Sun Financial Holding Co | 1,023 | 571 | 636 | ||||||||
Eaton Corp Plc | 102 | 5,307 | 6,913 | ||||||||
Ebiquity Plc | 325 | 623 | 590 | ||||||||
Edenred | 38 | 949 | 1,063 | ||||||||
Elekta Ab B Shs | 76 | 747 | 770 | ||||||||
Emaar Malls Group Pjsc | 1,477 | 1,263 | 1,078 | ||||||||
Emaar Properties Pjsc | 833 | 2,193 | 1,646 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
ENN Energy Holdings Ltd | 317 | 2,065 | 1,800 | ||||||||
Essent Group Ltd | 8 | 157 | 202 | ||||||||
Eurofins Scientific | 8 | 1,942 | 1,935 | ||||||||
Everest Re Group Ltd | 12 | 1,877 | 2,055 | ||||||||
Exova Group Plc | 454 | 1,247 | 1,132 | ||||||||
Fagron | 29 | 1,423 | 1,229 | ||||||||
Fibra Uno Administracion REIT | 536 | 1,655 | 1,581 | ||||||||
First Gulf Bank | 266 | 845 | 1,231 | ||||||||
Firstrand Ltd | 960 | 3,601 | 4,196 | ||||||||
Fisher & Paykel Healthcare C | 381 | 1,530 | 1,861 | ||||||||
Flybe Group Plc | 684 | 1,350 | 1,184 | ||||||||
FP Corp | 32 | 883 | 1,033 | ||||||||
Fresh Del Monte Produce | 7 | 175 | 219 | ||||||||
Fubon Financial Holding Co | 2,947 | 3,875 | 4,729 | ||||||||
Fufeng Group Ltd | 2,560 | 1,219 | 1,109 | ||||||||
Fujitec Co Ltd | 86 | 874 | 921 | ||||||||
Fujitsu General Ltd | 141 | 1,797 | 1,367 | ||||||||
Genpact Ltd | 56 | 946 | 1,066 | ||||||||
Global Indemnity PLC | 9 | 233 | 245 | ||||||||
Globe Telecom Inc | 16 | 603 | 630 | ||||||||
Grifols | 32 | 1,310 | 1,288 | ||||||||
Grifols B Preference | 7 | 257 | 246 | ||||||||
Grupo Financiero Inbursa | 219 | 662 | 570 | ||||||||
Grupo Lala Sab De Cv | 265 | 652 | 513 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
GS Retail Co Ltd | 40 | 957 | 932 | ||||||||
Haier Electronics Group Co | 230 | 269 | 551 | ||||||||
Haitian International Hldgs | 271 | 268 | 574 | ||||||||
Harvey Norman Holdings Ltd | 272 | 848 | 748 | ||||||||
Hays Plc | 601 | 1,154 | 1,364 | ||||||||
HCL Technologies Ltd | 97 | 1,553 | 2,472 | ||||||||
HDFC Bank Limited | 362 | 4,034 | 5,449 | ||||||||
Hero Motocorp Ltd | 27 | 1,177 | 1,333 | ||||||||
Hero Supermarket Tbk Pt | 1,290 | 266 | 248 | ||||||||
Hikari Tsushin Inc | 25 | 1,734 | 1,519 | ||||||||
Hongkong & Shanghai Hotels | 556 | 814 | 825 | ||||||||
Housing Development Finance | 210 | 3,241 | 3,773 | ||||||||
Huaneng Renewables Corp H | 1,782 | 828 | 577 | ||||||||
Huntsworth Plc | 619 | 495 | 473 | ||||||||
Icon Plc | 6 | 255 | 293 | ||||||||
IMCD Group Nv | 32 | 934 | 1,106 | ||||||||
Indusind Bank Ltd | 138 | 1,021 | 1,749 | ||||||||
Indutrade Ab | 14 | 512 | 545 | ||||||||
Infraestructura Energetica N | 156 | 798 | 777 | ||||||||
Intelsat | 14 | 268 | 245 | ||||||||
Intercorp Financial Ser Inc | 20 | 705 | 608 | ||||||||
Intermediate Capital Group | 156 | 997 | 1,117 | ||||||||
Intl Container Term Svcs Inc | 225 | 520 | 580 | ||||||||
Investec Plc | 218 | 1,839 | 1,838 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
IP Group Plc | 239 | 806 | 763 | ||||||||
IQU Plc | 4,162 | 1,099 | 1,152 | ||||||||
Islamic Arab Insurance Com | 1,618 | 337 | 236 | ||||||||
Itau Unibanco Holding S Pref Preference | 259 | 3,428 | 3,371 | ||||||||
ITC Ltd | 215 | 1,113 | 1,254 | ||||||||
Ituran Location And Control | 68 | 1,474 | 1,487 | ||||||||
Jasa Marga (Persero) Tbk Pt | 1,066 | 561 | 607 | ||||||||
Jazztel Plc | 121 | 1,973 | 1,844 | ||||||||
Jin Co Ltd | 10 | 224 | 243 | ||||||||
Jumbo | 51 | 740 | 525 | ||||||||
Jupiter Fund Management | 307 | 1,792 | 1,748 | ||||||||
Kakaku.Com Inc | 43 | 629 | 630 | ||||||||
Kalbe Farma Tbk Pt | 6,044 | 664 | 893 | ||||||||
Kasikornbank Pcl | 323 | 2,210 | 2,251 | ||||||||
Kendrion Nv | 33 | 932 | 867 | ||||||||
KOC Holding As | 468 | 2,384 | 2,481 | ||||||||
Koito Manufacturing Co Ltd | 43 | 1,176 | 1,330 | ||||||||
Korean Reinsurance Co | 77 | 809 | 757 | ||||||||
Kroton Educacional | 174 | 686 | 1,013 | ||||||||
Laboratorios Farmaceuticos R | 74 | 791 | 924 | ||||||||
Ladbrokes Plc | 274 | 574 | 472 | ||||||||
Largan Precision Co Ltd | 10 | 429 | 767 | ||||||||
Larsen & Toubro Ltd | 42 | 1,220 | 996 | ||||||||
Lenovo Group Ltd | 2,530 | 3,334 | 3,347 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
LG Household & Health Care | 2 | 1,235 | 1,200 | ||||||||
Life Healthcare Group Holdin | 311 | 958 | 1,148 | ||||||||
Lindab International Ab | 52 | 442 | 438 | ||||||||
LS Industrial Systems | 12 | 694 | 673 | ||||||||
Lupin Ltd | 122 | 1,576 | 2,751 | ||||||||
Luxoft Holding Inc | 21 | 796 | 821 | ||||||||
Luye Pharma Group Ltd | 488 | 551 | 628 | ||||||||
Mabuchi Motor Co Ltd | 17 | 760 | 694 | ||||||||
Magnit Ojsc Spon | 57 | 3,600 | 2,574 | ||||||||
Mahindra & Mahindra Ltd | 30 | 526 | 595 | ||||||||
Maiden Holdings Ltd | 41 | 513 | 528 | ||||||||
Mail.Ru Group | 65 | 2,048 | 1,061 | ||||||||
Mail.Ru Group Ltd | 4 | 144 | 118 | ||||||||
Major Cineplex Group | 1,846 | 1,341 | 1,557 | ||||||||
Maruti Suzuki India Ltd | 33 | 1,159 | 1,757 | ||||||||
Mayora Indah Pt | 541 | 1,356 | 913 | ||||||||
Mediatek Inc | 84 | 1,174 | 1,233 | ||||||||
Mersen (Ex Carbon Lorraine) | 52 | 1,292 | 1,257 | ||||||||
Message Co Ltd | 36 | 1,262 | 1,004 | ||||||||
Minth Group Ltd | 668 | 1,309 | 1,386 | ||||||||
Miraca Holdings Inc | 20 | 834 | 865 | ||||||||
Moncler Spa | 58 | 817 | 782 | ||||||||
Montpelier Re Holdings Ltd | 40 | 1,176 | 1,445 | ||||||||
Mr Price Group Ltd | 40 | 587 | 808 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
MTN Group Ltd | 121 | 2,366 | 2,321 | ||||||||
Multiplus | 54 | 631 | 647 | ||||||||
Musashi Seimitsu Industry Co | 68 | 1,349 | 1,311 | ||||||||
Nabtesco Corp | 32 | 774 | 793 | ||||||||
Nakanishi Inc | 30 | 1,092 | 1,268 | ||||||||
Naspers Ltd N Shs | 46 | 3,351 | 5,961 | ||||||||
Naver Corp | 2 | 623 | 1,026 | ||||||||
Netease Inc | 20 | 1,793 | 1,938 | ||||||||
NHK Spring Co Ltd | 121 | 1,193 | 1,062 | ||||||||
Nibe Industrier Ab B Shs | 29 | 739 | 747 | ||||||||
Nihon Parkerizing Co Ltd | 40 | 928 | 927 | ||||||||
Nikkiso Co Ltd | 92 | 1,026 | 859 | ||||||||
Nippon Ceramic Co Ltd | 19 | 277 | 288 | ||||||||
Nippon Kayaku Co Ltd | 62 | 761 | 784 | ||||||||
Nippon Seiki Co Ltd | 82 | 1,841 | 1,881 | ||||||||
Nippon Soda Co Ltd | 189 | 955 | 1,050 | ||||||||
Nissan Chemical Industries | 55 | 983 | 1,015 | ||||||||
Norma Group Se | 62 | 2,665 | 2,985 | ||||||||
Novatek Microelectronics Corp | 202 | 860 | 1,140 | ||||||||
Obara Group Inc | 48 | 1,701 | 2,157 | ||||||||
Oil Search Ltd | 313 | 2,124 | 2,018 | ||||||||
Oiles Corp | 36 | 696 | 613 | ||||||||
Open Text Corp | 22 | 1,187 | 1,256 | ||||||||
Opera Software Asa | 100 | 1,399 | 1,269 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Orthofix International Nv | 23 | 708 | 687 | ||||||||
Oxford Instruments Plc | 73 | 1,200 | 1,457 | ||||||||
Pacific Textiles Holdings | 2,357 | 2,871 | 3,124 | ||||||||
Paddy Power Plc | 12 | 836 | 981 | ||||||||
Partners Group Holding Ag | 6 | 1,470 | 1,615 | ||||||||
Paypoint Plc | 117 | 1,896 | 1,641 | ||||||||
Pegasus Hava Tasimaciligi As | 42 | 623 | 595 | ||||||||
Petra Diamonds Ltd | 181 | 552 | 547 | ||||||||
Pfeiffer Vacuum Technology | 12 | 975 | 987 | ||||||||
Ping An Insurance Group Co H | 570 | 4,655 | 5,809 | ||||||||
Platinum Underwriters Hldgs | 11 | 695 | 812 | ||||||||
Playtech Plc | 137 | 1,566 | 1,471 | ||||||||
Polypipe Group Plc | 202 | 809 | 783 | ||||||||
Press Kogyo Co Ltd | 364 | 1,521 | 1,308 | ||||||||
Promotora Y Operadora De Inf | 86 | 1,169 | 1,043 | ||||||||
Prothena Corp Plc | 17 | 355 | 352 | ||||||||
Pure Technologies Ltd | 31 | 218 | 195 | ||||||||
Qatar National Bank | 21 | 972 | 1,217 | ||||||||
Qualicorp | 53 | 622 | 551 | ||||||||
Rapala Vmc Oyj | 80 | 543 | 454 | ||||||||
Rathbone Brothers Plc | 21 | 650 | 659 | ||||||||
Rohto Pharmaceutical Co Ltd | 72 | 967 | 908 | ||||||||
Round One Corp | 103 | 629 | 604 | ||||||||
Royal Caribbean Cruises Ltd | 106 | 3,112 | 8,746 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
S.A.C.I. Falabella | 252 | 2,220 | 1,689 | ||||||||
SAI Global Ltd | 443 | 1,518 | 1,449 | ||||||||
SAIS Global Ltd | 186 | 663 | 607 | ||||||||
Samsonite International | 347 | 1,115 | 1,031 | ||||||||
Samsung Electronics Co Ltd | 8 | 8,308 | 9,134 | ||||||||
Samsung Fire & Marine Ins | 16 | 4,371 | 4,127 | ||||||||
Sanitec Oyj | 81 | 765 | 1,006 | ||||||||
Sankyo Tateyama Inc | 60 | 1,145 | 1,100 | ||||||||
Sanlam Ltd | 97 | 620 | 585 | ||||||||
Sanofi | 191 | 8,299 | 8,707 | ||||||||
Sanwa Holdings Corp | 136 | 969 | 954 | ||||||||
Sartorius Ag Vorzug Preference | 9 | 995 | 1,048 | ||||||||
Sasol Ltd | 99 | 5,246 | 3,701 | ||||||||
Seadrill Ltd | 212 | 6,876 | 2,529 | ||||||||
Seven Generations Energy A | 38 | 705 | 580 | ||||||||
SFS Group Ag | 16 | 1,140 | 1,280 | ||||||||
Shanghai Fosun Pharmaceuti H | 224 | 725 | 803 | ||||||||
Sihuan Pharmaceutical Hldgs | 881 | 528 | 593 | ||||||||
Sims Metal Management Ltd | 46 | 455 | 452 | ||||||||
Sinopharm Group Co H | 294 | 1,137 | 1,044 | ||||||||
SK Hynix Inc | 169 | 7,705 | 7,329 | ||||||||
Skylark Co Ltd | 107 | 1,072 | 1,075 | ||||||||
Stabilus | 35 | 1,047 | 1,077 | ||||||||
Summarecon Agung Tbk Pt | 6,362 | 634 | 780 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Sun Pharmaceutical Indus | 267 | 2,091 | 3,503 | ||||||||
Sunny Optical Tech | 507 | 817 | 875 | ||||||||
Surya Citra Media Pt Tbk | 3,097 | 980 | 875 | ||||||||
Taiwan Semiconductor | 277 | 5,318 | 6,204 | ||||||||
Takkt Ag | 64 | 1,092 | 1,062 | ||||||||
Tata Consultancy Svcs Ltd | 120 | 4,354 | 4,870 | ||||||||
Tata Motors Ltd | 455 | 2,588 | 3,569 | ||||||||
Tav Havalimanlari Holding As | 72 | 629 | 586 | ||||||||
Tecan Group Ag Reg | 9 | 1,024 | 1,074 | ||||||||
Tech Mahindra Ltd | 31 | 959 | 1,293 | ||||||||
Ted Baker Plc | 46 | 1,400 | 1,591 | ||||||||
Temp Holdings Co Ltd | 56 | 1,702 | 1,787 | ||||||||
Tencent Holdings Ltd | 274 | 2,742 | 3,976 | ||||||||
Teva Pharmaceutical | 163 | 6,929 | 9,358 | ||||||||
Thai Beverage Pcl | 1,279 | 651 | 666 | ||||||||
Thai Union Frozen Prod | 235 | 618 | 646 | ||||||||
Theravance Biopharma Inc | 4 | 55 | 59 | ||||||||
Third Point Reinsurance Ltd | 17 | 243 | 239 | ||||||||
Thule Group Ab/The | 54 | 605 | 623 | ||||||||
Tokyo Tatemono Co Ltd | 115 | 928 | 842 | ||||||||
Tom Tailor Holding Ag | 44 | 775 | 638 | ||||||||
Toshiba Tec Corp | 223 | 1,446 | 1,549 | ||||||||
Totvs | 32 | 470 | 419 | ||||||||
Towngas China Co Ltd | 748 | 806 | 760 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Travelsky Technology Ltd H | 157 | 165 | 170 | ||||||||
Trinity Ltd | 873 | 242 | 164 | ||||||||
Turkiye Garanti Bankasi | 1,431 | 5,377 | 5,766 | ||||||||
UACJ Corp | 477 | 1,692 | 1,241 | ||||||||
Ultrapar Participacoes | 77 | 1,756 | 1,485 | ||||||||
Ultratech Cement Ltd | 27 | 1,253 | 1,142 | ||||||||
Unipres Corp | 32 | 626 | 532 | ||||||||
Universal Robina Corp | 257 | 577 | 1,127 | ||||||||
Ushio Inc | 66 | 687 | 697 | ||||||||
Veda Group Ltd | 452 | 919 | 847 | ||||||||
Victrex Plc | 64 | 1,672 | 2,088 | ||||||||
Vidrala | 18 | 745 | 806 | ||||||||
Vipshop Holdings Ltd | 51 | 647 | 991 | ||||||||
Vodafone Group Plc | 131 | 7,371 | 4,462 | ||||||||
Volution Group Plc | 361 | 896 | 789 | ||||||||
Vostok Nafta Investment | 87 | 583 | 421 | ||||||||
VT Holdings Co Ltd | 256 | 931 | 1,014 | ||||||||
Vtech Holdings Ltd | 79 | 957 | 1,129 | ||||||||
Walmart De Mexico Ser V | 1,032 | 2,415 | 2,221 | ||||||||
Wandisco Plc | 85 | 414 | 635 | ||||||||
WEG | 67 | 777 | 773 | ||||||||
Weifu High Technology Grou B | 217 | 802 | 742 | ||||||||
Wirecard Ag | 43 | 1,561 | 1,876 | ||||||||
World Duty Free Spa | 115 | 1,247 | 1,104 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Wuxi Pharmatech Cayman | 22 | 292 | 730 | ||||||||
Xchanging Plc | 589 | 1,799 | 1,429 | ||||||||
XXL Asa | 84 | 816 | 825 | ||||||||
Yellow Hat Ltd | 39 | 870 | 812 | ||||||||
Yoma Strategic Hldgs Ltd | 1,512 | 747 | 753 | ||||||||
Yoox Spa | 27 | 615 | 606 | ||||||||
Yougov Plc | 560 | 992 | 1,095 | ||||||||
YY Inc | 10 | 717 | 627 | ||||||||
Zhuzhou Csr Times Electric H | 283 | 924 | 1,646 | ||||||||
Zodiac Aerospace | 47 | 1,481 | 1,592 | ||||||||
Total non-U.S. equities | 493,316 | 519,938 | |||||||||
Mutual funds: | |||||||||||
Non-U.S. equity funds: | |||||||||||
DFA Emerging Markets Portfolio | 13,091 | 322,559 | 317,563 | ||||||||
DFA International Value Portfolio | 52,298 | 672,399 | 703,937 | ||||||||
Dodge & Cox International Stock Fund | 18,598 | 633,113 | 783,165 | ||||||||
Total non-U.S. equity funds | 1,628,071 | 1,804,665 | |||||||||
Non-U.S. debt funds: | |||||||||||
Legg Mason Bw Global Opportunities | 9,895 | 112,411 | 108,057 | ||||||||
Pimco Emerging Markets Bond Fund | 7,280 | 81,105 | 73,822 | ||||||||
Total non-U.S. debt funds | 193,516 | 181,879 | |||||||||
High yield bond funds: | |||||||||||
T Rowe Price Institutional High Yield | 26,273 | 250,328 | 238,290 | ||||||||
Western Asset High Yield Fund | 28,270 | 245,229 | 237,744 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Total high yield bond funds | 495,557 | 476,034 | |||||||||
Global allocation funds: | |||||||||||
Pimco All Asset All Authority | 3,886 | 41,304 | 35,475 | ||||||||
Total global allocation funds | 41,304 | 35,475 | |||||||||
Total mutual funds | 2,358,448 | 2,498,053 | |||||||||
Collective trust funds: | |||||||||||
Balanced funds: | |||||||||||
BFA Lifepath Index 2020 Fund | 11,242 | 155,444 | 190,727 | ||||||||
BFA Lifepath Index 2025 Fund | 20,834 | 269,166 | 335,636 | ||||||||
BFA Lifepath Index 2030 Fund | 18,877 | 260,115 | 326,930 | ||||||||
BFA Lifepath Index 2035 Fund | 24,089 | 310,173 | 389,729 | ||||||||
BFA Lifepath Index 2040 Fund | 61,014 | 848,803 | 1,066,254 | ||||||||
BFA Lifepath Index 2045 Fund | 46,444 | 589,000 | 748,253 | ||||||||
BFA Lifepath Index 2050 Fund | 8,381 | 95,425 | 110,580 | ||||||||
BFA Lifepath Index 2055 Fund | 1 | 15 | 15 | ||||||||
BFA Lifepath Index Retirement | 9,635 | 150,078 | 162,532 | ||||||||
Total balanced funds | 2,678,219 | 3,330,656 | |||||||||
Commodity funds: | |||||||||||
* | State Str Bk & Tr Co Invt Fds | 4,364 | 46,665 | 35,732 | |||||||
Total commodity funds | 46,665 | 35,732 | |||||||||
Non-U.S. debt funds: | |||||||||||
Wellington CIF II Citigroup Emerging Markets Debt Portfolio | 5,726 | 72,525 | 73,637 | ||||||||
Total non-U.S. debt funds | 72,525 | 73,637 | |||||||||
Non-U.S. equity funds: |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
* | SSgA Emg Mkts Indx NL SF CL A | 19,422 | 493,236 | 502,164 | |||||||
* | SSgA Intl Indx SL SF CL I | 141,999 | 2,847,479 | 3,287,999 | |||||||
* | SSgA Active Emerging Markets Select NL SF CL A | 23,802 | 238,957 | 238,407 | |||||||
Total non-U.S. equity funds | 3,579,672 | 4,028,570 | |||||||||
Real estate funds: | |||||||||||
AEW Capital Management REIT Fund | 14,219 | 188,730 | 246,852 | ||||||||
Total real estate funds | 188,730 | 246,852 | |||||||||
U.S. debt funds: | |||||||||||
* | SSgA U.S. Inflation Pro Bond Indx SL SF CL I | 9,216 | 127,607 | 137,254 | |||||||
* | U.S. Diversified Bond BL SF CL A | 182,010 | 1,833,605 | 1,854,316 | |||||||
Total U.S. debt funds | 1,961,212 | 1,991,570 | |||||||||
U.S. equity funds: | |||||||||||
Citigroup Large Cap Growth Wellington Lrg Cap | 36,739 | 409,511 | 594,438 | ||||||||
* | SSgA S&P Midcap (R) Indx SL SF CL I | 40,478 | 1,522,415 | 2,329,574 | |||||||
* | SSgA Russell Small Cap (R) Indx SL SF CL I | 17,110 | 386,930 | 762,817 | |||||||
* | SSgA Russell All Cap (R) Indx SL SF CL I | 71,734 | 1,421,584 | 2,646,625 | |||||||
* | SSgA S&P 500 (R) Indx SL SF CL I | 8,991 | 2,543,449 | 4,186,811 | |||||||
Total U.S. equity funds | 6,283,889 | 10,520,265 | |||||||||
Total collective trust funds | 14,810,912 | 20,227,282 | |||||||||
Guaranteed investment contracts (GICs): | |||||||||||
Traditional GICs: | |||||||||||
New York Life Contract No. 34360 | 1.02% | 20,945 | 20,945 | 20,944 | |||||||
Principal Life Contract No. 6-18274 | 1.25% | 27,900 | 27,900 | 27,920 | |||||||
Protective Life Insurance Contract No. GA 2021 | 0.85% | 17,308 | 17,308 | 17,308 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Total traditional GICs | 66,153 | 66,172 | |||||||||
Separate Account GICs: | |||||||||||
Voya Retirement Ins & Annuity Co Contract 60385 | 1.22% | 115,682 | 115,682 | 115,641 | |||||||
New York Life Contract No. 29038 | 2.33% | 271,781 | 271,781 | 278,821 | |||||||
Total separate account GICs | 387,463 | 394,462 | |||||||||
Synthetic GICs: | |||||||||||
American General Life Contract No. 725840 | 3.41% | ||||||||||
Abbvie Inc Sr Unsec | 1.75% | 11/6/2017 | 3,801 | 3,801 | 3,753 | ||||||
Altria Group Inc Glbl Sr Unsec | 2.85% | 8/9/2022 | 3,827 | 3,819 | 3,725 | ||||||
America Movil Sab De Cv Glbl Sr Unsec | 3.13% | 7/16/2022 | 4,200 | 3,909 | 4,155 | ||||||
American Express Glbl Sr Nt | 7.00% | 3/19/2018 | 3,734 | 4,697 | 4,323 | ||||||
Anheuser-Busch Cos Inc Nt | 5.50% | 1/15/2018 | 840 | 957 | 935 | ||||||
Anheuser-Busch Inbev Wor Glbl Co Gtd | 7.75% | 1/15/2019 | 2,707 | 3,578 | 3,281 | ||||||
Baidu Inc Sr Unsec | 2.75% | 6/9/2019 | 2,894 | 2,898 | 2,887 | ||||||
Bank Of America Corp Glbl Sr Nt | 5.75% | 12/1/2017 | 93 | 106 | 103 | ||||||
Bank Of America Corp Glbl Sr Nt | 7.63% | 6/1/2019 | 4,480 | 5,741 | 5,420 | ||||||
Bank Of America Corp Sr Unsec | 2.65% | 4/1/2019 | 93 | 94 | 94 | ||||||
Bank Of America Corp Sr Unsec Mtn | 1.32% | 3/22/2018 | 93 | 95 | 94 | ||||||
Bear Stearns Co Inc Glbl Sr Unsec | 7.25% | 2/1/2018 | 4,667 | 5,814 | 5,383 | ||||||
BP Capital Markets Plc Glbl Co Gtd | 3.88% | 3/10/2015 | 4,387 | 4,650 | 4,414 | ||||||
Brf - Brasil Foods Sa Sr Unsec 144A | 5.88% | 6/6/2022 | 2,800 | 3,024 | 2,969 | ||||||
Brf Sa Sr Unsec 144A | 4.75% | 5/22/2024 | 747 | 739 | 727 | ||||||
Cash Collateral Cme Fob Usd | —% | 12/31/2060 | 91 | 91 | 91 | ||||||
F H L M C Disc Nt | —% | 11/3/2015 | 3,267 | 3,266 | 3,267 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
F H L M C Disc Nt (Rb) | —% | 8/1/2015 | 2,894 | 2,892 | 2,894 | ||||||
F H L M C Disc Nt (Rb) | —% | 1/29/2015 | 653 | 653 | 653 | ||||||
Fed Home Ln Bk Disc Nt | —% | 9/1/2015 | 2,894 | 2,894 | 2,894 | ||||||
Fed Home Ln Bk Disc Nt | —% | 1/14/2015 | 9,800 | 9,800 | 9,800 | ||||||
Fed Home Ln Bk Disc Nt | —% | 2/20/2015 | 2,240 | 2,240 | 2,240 | ||||||
Fed Home Ln Bk Disc Nt | —% | 2/25/2015 | 2,520 | 2,519 | 2,520 | ||||||
Federal Natl Mtg Assn Disc Nt | —% | 2/2/2015 | 280 | 280 | 280 | ||||||
Federal Natl Mtg Assn Disc Nt | —% | 2/26/2015 | 52,736 | 52,726 | 52,735 | ||||||
Federal Natl Mtg Assn Pass Thru 30Yr #Au5386 | 3.00% | 6/1/2043 | 8,358 | 8,137 | 8,468 | ||||||
Federal Natl Mtg Assn P-T DUS #Am1964 | 2.18% | 1/12/2022 | 1,925 | 1,788 | 1,899 | ||||||
Federal Natl Mtg Assn TBA 3.0% Jan 30Yr | 3.00% | 1/14/2045 | 2,800 | 2,793 | 2,833 | ||||||
Federal Natl Mtg Assn TBA Tba 3.5% Jan 30Yr | 3.50% | 1/14/2045 | 19,601 | 20,252 | 20,434 | ||||||
Ford Motor Credit | 8.13% | 1/15/2020 | 2,240 | 2,844 | 2,778 | ||||||
Ford Motor Credit Co Llc Glbl Sr | 4.21% | 4/15/2016 | 93 | 99 | 96 | ||||||
Ford Motor Credit Co Llc Unsec | 1.50% | 1/17/2017 | 887 | 888 | 882 | ||||||
General Electric Co Sr Unsec | 2.70% | 10/9/2022 | 5,600 | 5,729 | 5,612 | ||||||
Goldman Sachs Group Inc Glbl Sr | 7.50% | 2/15/2019 | 4,574 | 5,769 | 5,445 | ||||||
HSBC Holdings Plc Sr Unsec | 5.10% | 4/5/2021 | 3,547 | 4,170 | 4,015 | ||||||
IRS Usd 3.000 06/18/14-10Y Cme | 3.00% | 6/18/2024 | 44,149 | 923 | 2,871 | ||||||
IRS Usd 3.000 12/17/14-10Y Cme | 3.00% | 12/17/2024 | 6,441 | 201 | 419 | ||||||
IRS Usd 3.750 06/18/14-30Y Cme | 3.75% | 6/18/2044 | (24,081 | ) | (1,287 | ) | (5,378 | ) | |||
J.P. Morgan Chase & Co Frn Sr Unsec | 0.75% | 2/15/2017 | 93 | 93 | 93 | ||||||
J.P. Morgan Chase & Co Unsec | 0.78% | 4/25/2018 | 93 | 93 | 93 | ||||||
Kinder Morgan Ener Part Sr Unsecur | 6.85% | 2/15/2020 | 2,987 | 3,805 | 3,435 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Medtronic Inc Sr Unsec 144A | 1.50% | 3/15/2018 | 2,987 | 2,978 | 2,975 | ||||||
Rabobank Nederland Ny Sr Unsec | 0.56% | 4/28/2017 | 4,200 | 4,200 | 4,200 | ||||||
Southwestern Energy Co Glbl Sr Nt | 7.50% | 2/1/2018 | 3,080 | 3,794 | 3,472 | ||||||
* | State Street Bank + Trust Co 2236 | 0.07% | 1/12/2015 | 623 | 623 | 623 | |||||
US Treasury Inflate Prot Bd | 0.13% | 7/15/2022 | 1,147 | 1,149 | 1,119 | ||||||
US Treasury Inflate Prot Bd | 0.13% | 7/15/2022 | 1,455 | 1,458 | 1,420 | ||||||
US Treasury Inflate Prot Bd | 0.13% | 7/15/2024 | 11,014 | 10,766 | 10,624 | ||||||
US Treasury Note | 0.25% | 9/15/2015 | 6,627 | 6,636 | 6,631 | ||||||
US Treasury Note | 0.38% | 8/31/2015 | 11,387 | 11,417 | 11,403 | ||||||
US Treasury Note | 0.25% | 9/30/2015 | 11,481 | 11,494 | 11,485 | ||||||
US Treasury Note | 2.38% | 8/15/2024 | 6,720 | 6,732 | 6,845 | ||||||
US Treasury Note | 1.50% | 10/31/2019 | 5,787 | 5,754 | 5,752 | ||||||
US Treasury Note | 2.00% | 10/31/2021 | 467 | 466 | 468 | ||||||
US Treasury Note | 2.25% | 4/30/2021 | 22,494 | 22,641 | 22,958 | ||||||
US Treasury Note | 2.00% | 5/31/2021 | 37,335 | 36,827 | 37,524 | ||||||
US Treasury Repo | 0.14% | 2/1/2015 | 1,680 | 1,680 | 1,680 | ||||||
US Treasury Repo | 0.15% | 2/1/2015 | 46,389 | 46,389 | 46,389 | ||||||
US Treasury Repo | 0.14% | 1/2/2015 | 46,389 | 46,389 | 46,389 | ||||||
US Treasury Repo | 0.10% | 1/2/2015 | 2,334 | 2,334 | 2,334 | ||||||
Verizon Communications Sr Unsec | 1.99% | 9/14/2018 | 3,640 | 3,832 | 3,790 | ||||||
Vm Cash Ccp Cme Fob Usd | 0.01% | 12/31/2060 | 63 | 63 | 63 | ||||||
Wells Fargo Bank Na Sr Unsec | 0.50% | 6/15/2017 | 5,040 | 5,040 | 5,044 | ||||||
Interest And Dividends Receivable | 1,341 | 1,341 | |||||||||
Payable For Securities Purchased | (23,045 | ) | (23,044 | ) |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Receivable For Securities Sold | 2,067 | 2,067 | |||||||||
Wrapper | — | (382 | ) | ||||||||
Fair value of contract | 390,605 | 386,802 | |||||||||
Natixis Financial Products Contract No. Wr 1937-02 | 1.41% | ||||||||||
Bear Stearns Commercial Mortgage Securities | 5.47% | 5/11/2015 | 7,867 | 212 | 199 | ||||||
CNH 2012-B A3 | 0.86% | 8/17/2015 | 6,211 | 2,369 | 2,372 | ||||||
DESF 2001-1 A6 | 6.62% | 3/2/2015 | 6,211 | 1,818 | 1,728 | ||||||
FHR 3705 DC | 3.50% | 9/15/2016 | 10,351 | 869 | 1,085 | ||||||
FHR 3706 EB | 2.00% | 3/15/2016 | 12,939 | 200 | 961 | ||||||
FHR 3856 EA | 3.00% | 5/15/2018 | 7,204 | 1,094 | 1,576 | ||||||
FHR 3465 HA | 4.00% | 9/15/2015 | 22,845 | 969 | 851 | ||||||
FHR 3625 AJ | 4.00% | 5/15/2015 | 8,345 | 1,601 | 194 | ||||||
FNR 2010-69 EG | 3.00% | 8/25/2015 | 12,421 | 1,027 | 322 | ||||||
FNR 2010-104 BA | 3.50% | 11/25/2016 | 8,902 | 325 | 1,020 | ||||||
GNR 2010-139 PH | 3.00% | 11/21/2016 | 7,246 | 2,331 | 2,313 | ||||||
GNR 2011-82 UE | 2.00% | 8/20/2015 | 9,316 | 1,118 | 1,108 | ||||||
HAROT 2012-2 A3 | 0.70% | 5/15/2015 | 4,140 | 920 | 921 | ||||||
HART 2012-B A3 | 0.62% | 4/15/2015 | 3,105 | 560 | 560 | ||||||
LBUBS 2005-C3 A5 | 4.74% | 4/15/2015 | 6,023 | 3,316 | 3,075 | ||||||
NAROT 2012-B A3 | 0.46% | 9/15/2015 | 3,105 | 1,438 | 1,437 | ||||||
TIAAS 2007-C4 A3 | 5.62% | 4/15/2015 | 7,246 | 1,222 | 1,142 | ||||||
Wrapper | — | 8 | |||||||||
Fair value of contract | 21,389 | 20,872 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Royal Bank Of Canada Contract No. Citigroup01 | 3.43% | ||||||||||
Abbvie Inc Sr Unsec | 1.75% | 11/6/2017 | 4,559 | 4,629 | 4,572 | ||||||
Altria Group Inc Glbl Sr Unsec | 2.85% | 8/9/2022 | 3,827 | 4,652 | 4,537 | ||||||
America Movil Sab De Cv Glbl Sr Unsec | 3.13% | 7/16/2022 | 4,200 | 4,761 | 5,060 | ||||||
American Express Glbl Sr Nt | 7.00% | 3/19/2018 | 3,734 | 5,722 | 5,265 | ||||||
Anheuser-Busch Cos Inc Nt | 5.50% | 1/15/2018 | 840 | 1,165 | 1,139 | ||||||
Anheuser-Busch Inbev Wor Glbl Co Gtd | 7.75% | 1/15/2019 | 2,707 | 4,359 | 3,997 | ||||||
Baidu Inc Sr Unsec | 2.75% | 6/9/2019 | 2,894 | 3,530 | 3,516 | ||||||
Bank Of America Corp Glbl Sr Nt | 5.75% | 12/1/2017 | 93 | 130 | 126 | ||||||
Bank Of America Corp Glbl Sr Nt | 7.63% | 6/1/2019 | 4,480 | 6,992 | 6,602 | ||||||
Bank Of America Corp Sr Unsec | 2.65% | 4/1/2019 | 93 | 114 | 115 | ||||||
Bank Of America Corp Sr Unsec Mtn | 1.32% | 3/22/2018 | 93 | 115 | 115 | ||||||
Bear Stearns Co Inc Glbl Sr Unsec | 7.25% | 2/1/2018 | 4,667 | 7,081 | 6,556 | ||||||
BP Capital Markets Plc Glbl Co Gtd | 3.88% | 3/10/2015 | 4,387 | 5,663 | 5,376 | ||||||
Brf - Brasil Foods Sa Sr Unsec 144A | 5.88% | 6/6/2022 | 2,800 | 3,684 | 3,617 | ||||||
Brf Sa Sr Unsec 144A | 4.75% | 5/22/2024 | 747 | 899 | 886 | ||||||
Cash Collateral Cme Fob Usd | —% | 12/31/2060 | 91 | 110 | 110 | ||||||
Federal Home Loan Mortgage Corp Disc Nt | —% | 11/3/2015 | 3,267 | 3,978 | 3,979 | ||||||
Federal Home Loan Mortgage Corp Disc Nt (Rb) | —% | 8/1/2015 | 2,894 | 3,522 | 3,524 | ||||||
Federal Home Loan Mortgage Corp Disc Nt (Rb) | —% | 1/29/2015 | 653 | 796 | 796 | ||||||
Fed Home Ln Bk Disc Nt | —% | 9/1/2015 | 2,894 | 3,524 | 3,524 | ||||||
Fed Home Ln Bk Disc Nt | —% | 1/14/2015 | 9,800 | 11,937 | 11,937 | ||||||
Fed Home Ln Bk Disc Nt | —% | 2/20/2015 | 2,240 | 2,728 | 2,728 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Fed Home Ln Bk Disc Nt | —% | 2/25/2015 | 2,520 | 3,069 | 3,069 | ||||||
Federal Natl Mtg Assn Disc Nt | —% | 2/2/2015 | 280 | 341 | 341 | ||||||
Federal Natl Mtg Assn Disc Nt | —% | 2/26/2015 | 52,736 | 64,219 | 64,230 | ||||||
Federal Natl Mtg Assn Pass Thru 30Yr #Au5386 | 3.00% | 6/1/2043 | 8,358 | 9,910 | 10,315 | ||||||
Federal Natl Mtg Assn P-T DUS #Am1964 | 2.18% | 1/12/2022 | 1,925 | 2,177 | 2,312 | ||||||
Federal Natl Mtg Assn TBA 3.0% Jan 30Yr | 3.00% | 1/14/2045 | 2,800 | 3,402 | 3,450 | ||||||
Federal Natl Mtg Assn TBA Tba 3.5% Jan 30Yr | 3.50% | 1/14/2045 | 19,601 | 24,667 | 24,888 | ||||||
Ford Motor Credit | 8.13% | 1/15/2020 | 2,240 | 3,465 | 3,383 | ||||||
Ford Motor Credit Co Llc Glbl Sr | 4.21% | 4/15/2016 | 93 | 121 | 118 | ||||||
Ford Motor Credit Co Llc Unsec | 1.50% | 1/17/2017 | 887 | 1,082 | 1,075 | ||||||
General Electric Co Sr Unsec | 2.70% | 10/9/2022 | 5,600 | 6,978 | 6,836 | ||||||
Goldman Sachs Group Inc Glbl Sr | 7.50% | 2/15/2019 | 4,574 | 7,026 | 6,632 | ||||||
HSBC Holdings Plc Sr Unsec | 5.10% | 4/5/2021 | 3,547 | 5,079 | 4,890 | ||||||
IRS Usd 3.000 06/18/14-10Y Cme | 3.00% | 6/18/2024 | 44,149 | 1,125 | 3,497 | ||||||
IRS Usd 3.000 12/17/14-10Y Cme | 3.00% | 12/17/2024 | 6,441 | 245 | 510 | ||||||
IRS Usd 3.750 06/18/14-30Y Cme | 3.75% | 6/18/2044 | (24,081 | ) | (1,567 | ) | (6,550 | ) | |||
J.P. Morgan Chase & Co Frn Sr Unsec | 0.75% | 2/15/2017 | 93 | 114 | 114 | ||||||
J.P. Morgan Chase & Co Unsec | 0.78% | 4/25/2018 | 93 | 114 | 114 | ||||||
Kinder Morgan Ener Part Sr Unsecur | 6.85% | 2/15/2020 | 2,987 | 4,634 | 4,183 | ||||||
Medtronic Inc Sr Unsec 144A | 1.50% | 3/15/2018 | 2,987 | 3,628 | 3,623 | ||||||
Rabobank Nederland Ny Sr Unsec | 0.56% | 4/28/2017 | 4,200 | 5,116 | 5,115 | ||||||
Southwestern Energy Co Glbl Sr Nt | 7.50% | 2/1/2018 | 3,080 | 4,620 | 4,229 | ||||||
* | State Street Bank + Trust Co 2236 | 0.07% | 1/12/2015 | 623 | 759 | 759 | |||||
US Treasury Inflate Prot Bd | 0.13% | 7/15/2022 | 1,147 | 1,399 | 1,363 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
US Treasury Inflate Prot Bd | 0.13% | 7/15/2022 | 1,455 | 1,775 | 1,729 | ||||||
US Treasury Inflate Prot Bd | 0.13% | 7/15/2024 | 11,014 | 13,114 | 12,941 | ||||||
US Treasury Note | 0.25% | 9/15/2015 | 6,627 | 8,082 | 8,077 | ||||||
US Treasury Note | 0.38% | 8/31/2015 | 11,387 | 13,905 | 13,889 | ||||||
US Treasury Note | 0.25% | 9/30/2015 | 11,481 | 13,999 | 13,989 | ||||||
US Treasury Note | 2.38% | 8/15/2024 | 6,720 | 8,200 | 8,338 | ||||||
US Treasury Note | 1.50% | 10/31/2019 | 5,787 | 7,008 | 7,006 | ||||||
US Treasury Note | 2.00% | 10/31/2021 | 467 | 568 | 570 | ||||||
US Treasury Note | 2.25% | 4/30/2021 | 22,494 | 27,576 | 27,963 | ||||||
US Treasury Note | 2.00% | 5/31/2021 | 37,335 | 44,856 | 45,705 | ||||||
US Treasury Repo | 0.14% | 2/1/2015 | 1,680 | 2,046 | 2,046 | ||||||
US Treasury Repo | 0.15% | 2/1/2015 | 46,389 | 56,501 | 56,501 | ||||||
US Treasury Repo | 0.14% | 1/2/2015 | 46,389 | 56,501 | 56,501 | ||||||
US Treasury Repo | 0.10% | 1/2/2015 | 2,334 | 2,842 | 2,842 | ||||||
Verizon Communications Sr Unsec | 1.99% | 9/14/2018 | 3,640 | 4,668 | 4,616 | ||||||
Vm Cash Ccp Cme Fob Usd | 0.01% | 12/31/2060 | 63 | 76 | 76 | ||||||
Wells Fargo Bank Na Sr Unsec | 0.50% | 6/15/2017 | 5,040 | 6,139 | 6,144 | ||||||
Interest And Dividends Receivable | 1,634 | 1,634 | |||||||||
Payable For Securities Purchased | (28,069 | ) | (28,071 | ) | |||||||
Receivable For Securities Sold | 2,518 | 2,518 | |||||||||
Wrapper | — | 116 | |||||||||
Fair value of contract | 475,753 | 471,703 | |||||||||
Voya Retirement Ins & Annuity Co Contract No. 60266 | 2.65% |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
1-3 Year Credit Bond Index Fund | 2,961 | 30,080 | 34,040 | ||||||||
1-3 Year Government Bond Index | 523 | 58,459 | 59,114 | ||||||||
Asset-Backed Securities Index | 2,503 | 60,740 | 82,056 | ||||||||
Commercial Mortgage-Backed Sec | 428 | 7,075 | 11,486 | ||||||||
Intermediate Government Bond I | 847 | 32,366 | 34,360 | ||||||||
Intermediate Term Credit Bond | 2,445 | 98,501 | 123,325 | ||||||||
Long Term Government Bond Index | 95 | 6,697 | 7,385 | ||||||||
Mortgage-Backed Securities Index | 2,190 | 75,908 | 106,083 | ||||||||
Wrapper | 879 | ||||||||||
Fair value of contract | 369,826 | 458,728 | |||||||||
Prudential GA-62194 | 2.39% | ||||||||||
21St Century Fox Amer Inc | 3.70% | 9/15/2024 | 466 | 466 | 484 | ||||||
Abb Fin Usa Inc | 2.88% | 5/8/2022 | 83 | 81 | 83 | ||||||
Abbey Natl Treas Svcs Plc | 2.35% | 9/10/2019 | 269 | 268 | 270 | ||||||
Abbvie Inc | 2.90% | 11/6/2022 | 383 | 380 | 379 | ||||||
Ace Ina Hldgs Inc | 2.70% | 3/13/2023 | 549 | 547 | 537 | ||||||
Actavis Fdg Scs | 2.45% | 6/15/2019 | 114 | 114 | 112 | ||||||
Agrium Inc | 3.50% | 6/1/2023 | 331 | 331 | 328 | ||||||
Allied World Assurn Co Hldgs Ltd | 7.50% | 8/1/2016 | 776 | 868 | 872 | ||||||
Allstate Corp | 3.15% | 6/15/2023 | 300 | 299 | 302 | ||||||
Altria Grp Inc | 9.70% | 11/10/2018 | 474 | 616 | 609 | ||||||
Altria Grp Inc | 2.85% | 8/9/2022 | 186 | 174 | 183 | ||||||
Altria Grp Inc | 4.00% | 1/31/2024 | 549 | 545 | 581 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Amazoncom Inc | 1.20% | 11/29/2017 | 414 | 412 | 410 | ||||||
America Movil Sab De Cv | 5.00% | 3/30/2020 | 828 | 846 | 924 | ||||||
American Airlines Inc | 3.70% | 10/1/2026 | 93 | 93 | 95 | ||||||
American Airlines Inc | 4.95% | 1/15/2023 | 391 | 418 | 427 | ||||||
American Express Co | 2.65% | 12/2/2022 | 814 | 802 | 800 | ||||||
American Intl Grp Inc | 6.40% | 12/15/2020 | 362 | 387 | 433 | ||||||
American Intl Grp Inc | 4.88% | 6/1/2022 | 466 | 515 | 525 | ||||||
American Intl Grp Inc | 3.38% | 8/15/2020 | 362 | 375 | 381 | ||||||
Amgen Inc | 5.85% | 6/1/2017 | 93 | 106 | 103 | ||||||
Amgen Inc | 3.45% | 10/1/2020 | 311 | 315 | 325 | ||||||
Amgen Inc | 2.30% | 6/15/2016 | 1,066 | 1,046 | 1,084 | ||||||
Amgen Inc | 3.63% | 5/22/2024 | 321 | 321 | 327 | ||||||
Anadarko Petroleum Corp | 6.38% | 9/15/2017 | 207 | 228 | 234 | ||||||
Anheuser Busch Inbev Worldwide Inc | 5.38% | 1/15/2020 | 1,615 | 1,773 | 1,869 | ||||||
Anheuser Busch Inbev Worldwide Inc | 5.00% | 4/15/2020 | 197 | 238 | 222 | ||||||
Apache Corp | 3.63% | 2/1/2021 | 83 | 87 | 85 | ||||||
Apple Inc | 2.85% | 5/6/2021 | 1,356 | 1,366 | 1,393 | ||||||
A&T Inc | 5.50% | 2/1/2018 | 362 | 399 | 409 | ||||||
A&T Inc | 3.88% | 8/15/2021 | 393 | 403 | 418 | ||||||
Axis Specialty Fin LLC | 5.88% | 6/1/2020 | 404 | 407 | 459 | ||||||
BACCT_07-A1 | 5.17% | 6/15/2019 | 2,153 | 2,461 | 2,331 | ||||||
BACM_06-3 | 5.89% | 7/10/2044 | 1,933 | 2,150 | 2,043 | ||||||
Baltimore Gas & Elec Co | 3.35% | 7/1/2023 | 176 | 175 | 183 | ||||||
Bank Of Amer Corp | 6.00% | 9/1/2017 | 1,760 | 1,890 | 1,975 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Bank Of Amer Corp | 3.30% | 1/11/2023 | 1,366 | 1,354 | 1,388 | ||||||
Bank Of Amer Corp | 4.13% | 1/22/2024 | 1,087 | 1,086 | 1,161 | ||||||
Bank Of Amer Corp | 4.00% | 4/1/2024 | 1,325 | 1,320 | 1,393 | ||||||
Barclays Bk Plc | 5.00% | 9/22/2016 | 673 | 717 | 726 | ||||||
Barclays Bk Plc | 3.75% | 5/15/2024 | 342 | 342 | 354 | ||||||
Barclays Plc | 2.75% | 11/8/2019 | 414 | 413 | 413 | ||||||
Barrick Pd Au Fin Pty | 4.95% | 1/15/2020 | 207 | 231 | 225 | ||||||
Baxter Intl Inc | 0.05% | 6/15/2023 | 290 | 289 | 293 | ||||||
Becton Dickinson & Co | 3.73% | 12/15/2024 | 238 | 238 | 246 | ||||||
Bhp Billiton Fin Usa Ltd | 6.50% | 4/1/2019 | 228 | 293 | 271 | ||||||
Bp Cap Markets Plc | 4.75% | 3/10/2019 | 279 | 329 | 310 | ||||||
Bp Cap Markets Plc | 3.56% | 11/1/2021 | 228 | 228 | 234 | ||||||
Bp Cap Markets Plc | 3.25% | 5/6/2022 | 549 | 549 | 542 | ||||||
Brazil Rep Of | 6.00% | 1/17/2017 | 983 | 1,102 | 1,087 | ||||||
Brazil Rep Of | 4.25% | 1/7/2025 | 414 | 412 | 422 | ||||||
British Telecom Plc | 5.95% | 1/15/2018 | 559 | 626 | 639 | ||||||
Bear Stearns Commercial Mortgage Securities | 5.13% | 10/12/2042 | 621 | 667 | 640 | ||||||
Bear Stearns Commercial Mortgage Securities | 5.58% | 4/12/2038 | 186 | 202 | 196 | ||||||
Buckeye Partners Lp | 2.65% | 11/15/2018 | 83 | 82 | 82 | ||||||
Burlington Northern Santa Fe Corp | 5.75% | 3/15/2018 | 435 | 487 | 495 | ||||||
Burlington Northern Santa Fe Llc | 3.40% | 9/1/2024 | 424 | 424 | 438 | ||||||
CA St | 6.20% | 3/1/2019 | 1,118 | 1,166 | 1,307 | ||||||
Canadian Natl Railway Co | 5.55% | 3/1/2019 | 621 | 692 | 716 | ||||||
Capital One Bk Usa Na | 2.95% | 7/23/2021 | 631 | 630 | 636 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Capital One Finl Corp | 2.15% | 3/23/2015 | 1,356 | 1,392 | 1,368 | ||||||
Cardinal Hlth Inc | 4.63% | 12/15/2020 | 259 | 298 | 284 | ||||||
Cash | 2,644 | 2,644 | 2,644 | ||||||||
Caterpillar Inc | 3.90% | 5/27/2021 | 818 | 832 | 889 | ||||||
Catholic Hlth Initiatives | 1.60% | 11/1/2017 | 72 | 73 | 73 | ||||||
Catholic Hlth Initiatives | 4.20% | 8/1/2023 | 228 | 227 | 244 | ||||||
CBS CORP | 4.30% | 2/15/2021 | 104 | 107 | 113 | ||||||
CD_07-CD4 | 5.32% | 12/11/2049 | 1,006 | 1,126 | 1,070 | ||||||
CF Inds Inc | 6.88% | 5/1/2018 | 135 | 161 | 155 | ||||||
CF Inds Inc | 3.45% | 6/1/2023 | 259 | 259 | 254 | ||||||
Chait_14-A2 | 2.77% | 3/15/2023 | 828 | 838 | 849 | ||||||
Chevron Corp | 2.36% | 12/5/2022 | 694 | 694 | 674 | ||||||
Chile Rep Of | 3.25% | 9/14/2021 | 528 | 523 | 550 | ||||||
Cigna Corp | 5.38% | 3/15/2017 | 621 | 680 | 681 | ||||||
Cigna Corp | 4.38% | 12/15/2020 | 383 | 416 | 412 | ||||||
Cigna Corp | 4.00% | 2/15/2022 | 228 | 240 | 243 | ||||||
Cisco Systems Inc | 4.45% | 1/15/2020 | 1,045 | 1,214 | 1,172 | ||||||
Cisco Systems Inc | 2.90% | 3/4/2021 | 41 | 42 | 42 | ||||||
Cnooc Fin 2014 Ulc | 1.63% | 4/30/2017 | 725 | 722 | 723 | ||||||
Coca Cola Co | 3.15% | 11/15/2020 | 259 | 272 | 272 | ||||||
Comcast Corp | 5.88% | 2/15/2018 | 725 | 823 | 831 | ||||||
COMM_12-CR3 | 2.82% | 10/15/2045 | 290 | 284 | 291 | ||||||
COMM_13-CR8 | 3.33% | 6/10/2046 | 476 | 462 | 492 | ||||||
COMM_14-CR15 | 2.93% | 2/10/2047 | 1,863 | 1,919 | 1,923 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
COMM_14-UBS4 | 2.96% | 8/10/2047 | 1,656 | 1,705 | 1,705 | ||||||
Conocophillips Co | 2.40% | 12/15/2022 | 528 | 527 | 505 | ||||||
Continental Airlines Inc | 4.15% | 4/11/2024 | 249 | 255 | 259 | ||||||
Continental Airlines Inc | 4.00% | 10/29/2024 | 206 | 206 | 210 | ||||||
Coventry Hlth Care Inc | 5.95% | 3/15/2017 | 155 | 181 | 172 | ||||||
Coventry Hlth Care Inc | 5.45% | 6/15/2021 | 559 | 588 | 644 | ||||||
Covidien Intl Fin Sa | 2.95% | 6/15/2023 | 104 | 104 | 102 | ||||||
Credit Suisse Ny | 4.38% | 8/5/2020 | 807 | 780 | 890 | ||||||
CRH Amer Inc | 6.00% | 9/30/2016 | 590 | 667 | 644 | ||||||
CSMC_06-C1 | 5.47% | 2/15/2039 | 373 | 402 | 389 | ||||||
CSX CORP | 5.60% | 5/1/2017 | 176 | 200 | 194 | ||||||
CSX CORP | 7.38% | 2/1/2019 | 828 | 1,007 | 1,017 | ||||||
Cummins Inc | 3.65% | 10/1/2023 | 238 | 236 | 253 | ||||||
CVS Caremark Corp | 5.75% | 6/1/2017 | 422 | 478 | 468 | ||||||
Deere & Co | 2.60% | 6/8/2022 | 476 | 476 | 469 | ||||||
Delhaize Grp Sa | 6.50% | 6/15/2017 | 466 | 527 | 515 | ||||||
Delta Air Lines Inc | 6.82% | 8/10/2022 | 136 | 161 | 163 | ||||||
Devon Energy Corp | 2.25% | 12/15/2018 | 321 | 320 | 320 | ||||||
Directv Hldgs Llc Directv Fin Co I | 3.50% | 3/1/2016 | 207 | 207 | 215 | ||||||
Directv Hldgs Llc Directv Fin Co I | 3.80% | 3/15/2022 | 869 | 885 | 895 | ||||||
Discover Finl Svcs | 3.85% | 11/21/2022 | 1,087 | 1,084 | 1,111 | ||||||
Discovery Comm Llc | 5.63% | 8/15/2019 | 135 | 164 | 154 | ||||||
Dominion Gas Hldgs Llc | 3.55% | 11/1/2023 | 135 | 134 | 138 | ||||||
Dominion Resources Inc | 4.45% | 3/15/2021 | 331 | 359 | 363 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Dow Chemical Co | 8.55% | 5/15/2019 | 290 | 387 | 364 | ||||||
Dow Chemical Co | 4.25% | 11/15/2020 | 176 | 191 | 189 | ||||||
Dow Chemical Co | 4.13% | 11/15/2021 | 217 | 233 | 231 | ||||||
Dow Chemical Co | 3.00% | 11/15/2022 | 414 | 407 | 406 | ||||||
Duke Energy In Inc | 3.75% | 7/15/2020 | 207 | 224 | 223 | ||||||
Dupont Ei De Nemours & Co | 4.63% | 1/15/2020 | 393 | 468 | 443 | ||||||
Dupont Ei De Nemours & Co | 2.80% | 2/15/2023 | 269 | 270 | 268 | ||||||
Eastman Chemical Co | 3.80% | 3/15/2025 | 631 | 628 | 645 | ||||||
Ebay Inc | 1.35% | 7/15/2017 | 135 | 135 | 135 | ||||||
Ecolab Inc | 4.35% | 12/8/2021 | 383 | 383 | 418 | ||||||
Ecopetrol Sa | 4.13% | 1/16/2025 | 93 | 92 | 89 | ||||||
El Paso Pipeline Partners Oper Co | 6.50% | 4/1/2020 | 166 | 201 | 190 | ||||||
Entergy Corp | 5.13% | 9/15/2020 | 404 | 415 | 446 | ||||||
Enterprise Products Operating Llc | 6.50% | 1/31/2019 | 176 | 216 | 207 | ||||||
Enterprise Products Operating Llc | 3.35% | 3/15/2023 | 869 | 869 | 868 | ||||||
Enterprise Products Operating Llc | 3.75% | 2/15/2025 | 83 | 82 | 84 | ||||||
Eog Resources Inc | 4.10% | 2/1/2021 | 248 | 264 | 271 | ||||||
Equifax Inc | 3.30% | 12/15/2022 | 176 | 173 | 175 | ||||||
Export Import Bk Of Korea | 4.38% | 9/15/2021 | 538 | 570 | 597 | ||||||
Federal Home Loan Mortgage Corp | 0.63% | 11/1/2016 | 331 | 331 | 331 | ||||||
Federal Home Loan Mortgage Corp | 2.00% | 8/25/2016 | 725 | 722 | 747 | ||||||
Federal Home Loan Mortgage Corp | 2.38% | 1/13/2022 | 890 | 869 | 909 | ||||||
Federal Home Loan Mortgage Corp | 1.25% | 8/1/2019 | 135 | 134 | 132 | ||||||
Federal Home Loan Mortgage Corp | 1.00% | 9/29/2017 | 1,066 | 1,066 | 1,066 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Federal Home Loan Mortgage Corp | 0.75% | 1/12/2018 | 3,985 | 3,962 | 3,942 | ||||||
Federal Home Loan Mortgage Corp | 0.88% | 3/7/2018 | 1,252 | 1,248 | 1,241 | ||||||
Federal Home Loan Mortgage Corp | 0.88% | 10/14/2016 | 1,273 | 1,273 | 1,281 | ||||||
Federal Home Loan Mortgage Corp Gold 30Yr | 2.50% | 1/1/2043 | 710 | 694 | 695 | ||||||
Federal Home Loan Mortgage Corp Gold 30Yr | 3.00% | 2/1/2043 | 1,800 | 1,859 | 1,827 | ||||||
Federal Home Loan Mortgage Corp Gold 30Yr | 3.50% | 9/1/2043 | 2,866 | 2,870 | 2,993 | ||||||
Federal Home Loan Mortgage Corp Gold 30Yr | 3.00% | 6/1/2029 | 1,978 | 2,050 | 2,065 | ||||||
Federal Home Loan Mortgage Corp Gold 30Yr | 3.00% | 6/1/2029 | 2,943 | 3,050 | 3,073 | ||||||
Federal Natl Mtg Assn 15Yr | 3.50% | 9/1/2026 | 705 | 749 | 749 | ||||||
Federal Natl Mtg Assn 15Yr | 3.00% | 5/1/2027 | 2,236 | 2,346 | 2,335 | ||||||
Federal Natl Mtg Assn 15Yr | 2.50% | 4/1/2028 | 368 | 367 | 378 | ||||||
Federal Natl Mtg Assn 15Yr | 3.00% | 8/1/2028 | 1,495 | 1,553 | 1,561 | ||||||
Federal Natl Mtg Assn 15Yr | 2.50% | 7/1/2028 | 981 | 980 | 1,003 | ||||||
Federal Natl Mtg Assn 15Yr | 2.50% | 8/1/2028 | 917 | 913 | 939 | ||||||
Federal Natl Mtg Assn 15Yr | 2.50% | 8/1/2028 | 69 | 68 | 71 | ||||||
Federal Natl Mtg Assn 15Yr | 3.00% | 11/1/2028 | 914 | 948 | 954 | ||||||
Federal Natl Mtg Assn 15Yr | 2.50% | 2/1/2029 | 904 | 896 | 924 | ||||||
Federal Natl Mtg Assn 15Yr | 2.50% | 9/1/2027 | 3,517 | 3,516 | 3,605 | ||||||
Federal Natl Mtg Assn 15Yr | 3.50% | 3/1/2026 | 217 | 218 | 230 | ||||||
Federal Natl Mtg Assn 15Yr | 3.50% | 2/1/2026 | 520 | 523 | 552 | ||||||
Federal Natl Mtg Assn 15Yr | 3.50% | 10/1/2025 | 273 | 274 | 291 | ||||||
Federal Natl Mtg Assn 15Yr Tba(Reg B) | 3.00% | 1/20/2015 | 7,763 | 8,056 | 8,079 | ||||||
Federal Natl Mtg Assn 30Yr Tba(Reg A) | 3.50% | 1/14/2015 | 3,105 | 3,213 | 3,243 | ||||||
Federal Natl Mtg Assn 30Yr Tba(Reg A) | 3.00% | 2/12/2015 | 1,035 | 1,047 | 1,046 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Federal Natl Mtg Assn 30Yr Tba(Reg A) | 4.00% | 1/14/2015 | 4,140 | 4,398 | 4,426 | ||||||
Federal Natl Mtg Assn 30Yr Tba(Reg A) | 4.00% | 2/12/2015 | 4,140 | 4,401 | 4,414 | ||||||
Federal Natl Mtg Assn 30Yr Tba(Reg A) | 4.50% | 2/12/2015 | 2,070 | 2,241 | 2,246 | ||||||
Federal Natl Mtg Assn 30Yr Tba(Reg A) | 3.50% | 2/12/2015 | 2,070 | 2,145 | 2,149 | ||||||
Federal Natl Mtg Assn 20Yr | 4.50% | 6/1/2031 | 958 | 1,002 | 1,054 | ||||||
Federal Natl Mtg Assn 30 YR | 2.38% | 4/11/2016 | 1,894 | 1,996 | 1,951 | ||||||
Federal Natl Mtg Assn 30 YR | 0.88% | 8/28/2017 | 921 | 920 | 921 | ||||||
Federal Natl Mtg Assn 30 YR | 0.88% | 10/26/2017 | 859 | 859 | 853 | ||||||
Federal Natl Mtg Assn 30 YR | 0.88% | 5/21/2018 | 559 | 553 | 550 | ||||||
Federal Natl Mtg Assn 30 YR | 1.88% | 9/18/2018 | 1,646 | 1,643 | 1,681 | ||||||
Federal Natl Mtg Assn 30 YR | 1.63% | 11/27/2018 | 311 | 310 | 312 | ||||||
Federal Natl Mtg Assn 30 YR | 1.88% | 2/19/2019 | 62 | 61 | 63 | ||||||
Federal Natl Mtg Assn 30 YR | 1.75% | 6/20/2019 | 973 | 973 | 978 | ||||||
Federal Natl Mtg Assn 30 YR | 2.63% | 9/6/2024 | 1,190 | 1,183 | 1,215 | ||||||
Federal Natl Mtg Assn 30Yr | 5.50% | 5/1/2037 | 497 | 541 | 560 | ||||||
Federal Natl Mtg Assn 30Yr | 6.00% | 9/1/2038 | 573 | 621 | 654 | ||||||
Federal Natl Mtg Assn 30Yr | 5.50% | 6/1/2033 | 553 | 597 | 624 | ||||||
Federal Natl Mtg Assn 30Yr | 5.50% | 10/1/2033 | 705 | 761 | 795 | ||||||
Federal Natl Mtg Assn 30Yr | 4.00% | 12/1/2040 | 1,472 | 1,458 | 1,582 | ||||||
Federal Natl Mtg Assn 30Yr | 4.00% | 1/1/2041 | 1,930 | 2,016 | 2,073 | ||||||
Federal Natl Mtg Assn 30Yr | 4.50% | 2/1/2041 | 3,640 | 3,720 | 3,986 | ||||||
Federal Natl Mtg Assn 30Yr | 4.00% | 2/1/2041 | 695 | 689 | 747 | ||||||
Federal Natl Mtg Assn 30Yr | 3.00% | 10/1/2043 | 80 | 78 | 82 | ||||||
Federal Natl Mtg Assn 30Yr | 5.00% | 12/1/2034 | 1,301 | 1,397 | 1,450 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Federal Natl Mtg Assn 30Yr | 4.50% | 5/1/2039 | 413 | 442 | 454 | ||||||
Federal Natl Mtg Assn 30Yr | 3.50% | 8/1/2042 | 1,747 | 1,884 | 1,831 | ||||||
Federal Natl Mtg Assn 30Yr | 3.00% | 12/1/2042 | 985 | 993 | 1,002 | ||||||
Federal Natl Mtg Assn 30Yr | 3.00% | 1/1/2043 | 1,827 | 1,886 | 1,858 | ||||||
Federal Natl Mtg Assn 30Yr | 3.00% | 2/1/2043 | 1,680 | 1,597 | 1,707 | ||||||
Federal Natl Mtg Assn 30Yr | 3.00% | 7/1/2043 | 1,357 | 1,287 | 1,380 | ||||||
Federal Natl Mtg Assn 30Yr | 3.50% | 3/1/2043 | 1,851 | 1,982 | 1,941 | ||||||
Federal Natl Mtg Assn 30Yr | 3.00% | 10/1/2043 | 623 | 591 | 634 | ||||||
Federal Natl Mtg Assn 30Yr | 3.00% | 9/1/2043 | 425 | 414 | 433 | ||||||
Federal Natl Mtg Assn 30Yr | 3.00% | 8/1/2043 | 986 | 938 | 1,003 | ||||||
Federal Natl Mtg Assn 30Yr | 3.00% | 9/1/2043 | 325 | 310 | 331 | ||||||
Federal Natl Mtg Assn 30Yr | 4.00% | 10/1/2043 | 920 | 966 | 987 | ||||||
Federal Natl Mtg Assn 30Yr | 5.50% | 4/1/2034 | 571 | 620 | 644 | ||||||
Federal Natl Mtg Assn 30Yr | 5.00% | 4/1/2034 | 2,817 | 2,982 | 3,136 | ||||||
Federal Natl Mtg Assn 30Yr | 5.50% | 9/1/2034 | 557 | 598 | 629 | ||||||
Federal Natl Mtg Assn 30Yr | 5.00% | 7/1/2035 | 833 | 889 | 927 | ||||||
Federal Natl Mtg Assn 30Yr | 5.50% | 2/1/2035 | 989 | 1,067 | 1,116 | ||||||
Federal Natl Mtg Assn 30Yr | 6.50% | 12/1/2037 | 436 | 489 | 498 | ||||||
Federal Natl Mtg Assn 30Yr | 6.00% | 5/1/2038 | 1,982 | 2,157 | 2,265 | ||||||
Federal Natl Mtg Assn 30Yr | 6.50% | 1/1/2037 | 908 | 1,025 | 1,039 | ||||||
Federal Natl Mtg Assn 30Yr | 4.00% | 9/1/2040 | 962 | 1,015 | 1,033 | ||||||
Federal Natl Mtg Assn 30Yr | 5.50% | 3/1/2038 | 678 | 736 | 764 | ||||||
Federal Natl Mtg Assn 30Yr | 4.00% | 3/1/2039 | 316 | 319 | 340 | ||||||
Federal Natl Mtg Assn 30Yr | 4.50% | 2/1/2041 | 2,772 | 2,850 | 3,035 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Federal Natl Mtg Assn 30Yr | 4.50% | 3/1/2041 | 1,161 | 1,190 | 1,271 | ||||||
Federal Natl Mtg Assn 30Yr | 3.50% | 5/1/2042 | 1,930 | 1,931 | 2,023 | ||||||
Federal Natl Mtg Assn 30Yr | 3.50% | 9/1/2042 | 702 | 747 | 735 | ||||||
Federal Natl Mtg Assn 30Yr | 3.50% | 6/1/2042 | 3,919 | 3,934 | 4,106 | ||||||
Federal Natl Mtg Assn 30Yr | 3.00% | 10/1/2042 | 897 | 922 | 913 | ||||||
Federal Natl Mtg Assn 30Yr | 3.50% | 11/1/2042 | 2,534 | 2,714 | 2,655 | ||||||
Federal Natl Mtg Assn 30Yr | 3.00% | 12/1/2042 | 2,689 | 2,702 | 2,735 | ||||||
Federal Natl Mtg Assn 30Yr | 3.00% | 1/1/2043 | 448 | 467 | 456 | ||||||
Federal Natl Mtg Assn 30Yr | 3.00% | 1/1/2043 | 1,371 | 1,426 | 1,394 | ||||||
Federal Natl Mtg Assn 30Yr | 3.00% | 1/1/2043 | 1,907 | 1,835 | 1,940 | ||||||
Federal Natl Mtg Assn 30Yr | 3.00% | 3/1/2043 | 1,959 | 2,029 | 1,991 | ||||||
Federal Natl Mtg Assn 30Yr | 4.50% | 9/1/2039 | 654 | 678 | 718 | ||||||
Federal Natl Mtg Assn 30Yr | 4.00% | 7/1/2040 | 432 | 435 | 466 | ||||||
Federal Natl Mtg Assn 30Yr | 3.50% | 6/1/2039 | 578 | 535 | 606 | ||||||
Federal Natl Mtg Assn 30Yr | 4.00% | 10/1/2040 | 345 | 337 | 371 | ||||||
Federal Natl Mtg Assn 30Yr | 3.00% | 11/15/2042 | 1,861 | 1,793 | 1,915 | ||||||
Federal Natl Mtg Assn 30Yr | 4.00% | 4/20/2042 | 620 | 677 | 669 | ||||||
Federal Natl Mtg Assn 30Yr | 3.00% | 8/20/2042 | 903 | 888 | 927 | ||||||
Federal Natl Mtg Assn 30Yr | 3.50% | 8/20/2042 | 3,164 | 3,433 | 3,337 | ||||||
Federal Natl Mtg Assn 30Yr | 3.00% | 9/20/2042 | 1,798 | 1,767 | 1,847 | ||||||
Federal Natl Mtg Assn 30Yr | 3.50% | 9/20/2042 | 2,391 | 2,604 | 2,522 | ||||||
Federal Natl Mtg Assn 30Yr | 3.50% | 10/20/2042 | 2,398 | 2,594 | 2,530 | ||||||
Federal Natl Mtg Assn 30Yr | 3.00% | 12/20/2042 | 914 | 893 | 938 | ||||||
Federal Natl Mtg Assn 30Yr | 3.50% | 5/20/2043 | 2,961 | 3,127 | 3,123 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Federal Natl Mtg Assn 30Yr | 3.50% | 10/20/2043 | 1,023 | 1,066 | 1,080 | ||||||
Federal Natl Mtg Assn 30Yr | 4.00% | 6/20/2044 | 3,872 | 4,120 | 4,168 | ||||||
Federal Natl Mtg Assn 30Yr | 3.50% | 5/15/2043 | 917 | 994 | 967 | ||||||
Federal Natl Mtg Assn 30Yr | 3.00% | 3/15/2043 | 1,013 | 994 | 1,042 | ||||||
Fgold 15Yr | 4.00% | 6/1/2026 | 1,004 | 1,049 | 1,078 | ||||||
Fgold 15Yr | 4.00% | 7/1/2026 | 560 | 591 | 601 | ||||||
Fgold 15Yr | 2.50% | 11/1/2027 | 828 | 866 | 846 | ||||||
Fgold 15Yr | 2.50% | 8/1/2028 | 934 | 930 | 955 | ||||||
Fgold 15Yr | 3.00% | 8/1/2029 | 1,005 | 1,044 | 1,049 | ||||||
Fgold 15Yr Giant | 3.50% | 9/1/2026 | 312 | 325 | 332 | ||||||
Fgold 15Yr Tba(Reg B) | 2.50% | 1/20/2015 | 1,035 | 1,047 | 1,054 | ||||||
Fgold 30Yr | 3.00% | 12/1/2042 | 1,539 | 1,498 | 1,563 | ||||||
Fgold 30Yr | 3.00% | 10/1/2042 | 960 | 935 | 975 | ||||||
Fgold 30Yr | 3.00% | 1/1/2043 | 2,879 | 2,799 | 2,922 | ||||||
Fgold 30Yr | 4.50% | 11/1/2040 | 375 | 395 | 411 | ||||||
Fgold 30Yr | 4.00% | 11/1/2040 | 958 | 1,011 | 1,029 | ||||||
Fgold 30Yr | 4.00% | 12/1/2040 | 1,982 | 2,090 | 2,128 | ||||||
Fgold 30Yr | 5.00% | 8/1/2041 | 3,632 | 3,934 | 4,038 | ||||||
Fgold 30Yr | 5.00% | 7/1/2041 | 736 | 797 | 818 | ||||||
Fgold 30Yr Giant | 5.50% | 1/1/2035 | 278 | 303 | 313 | ||||||
Fgold 30Yr Giant | 6.00% | 9/1/2037 | 1,015 | 1,103 | 1,160 | ||||||
Fgold 30Yr Giant | 4.50% | 6/1/2039 | 552 | 591 | 603 | ||||||
Fgold 30Yr Giant | 4.00% | 11/1/2039 | 1,029 | 1,043 | 1,108 | ||||||
Fgold 30Yr Giant | 4.50% | 12/1/2039 | 787 | 828 | 860 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Fgold 30Yr Giant | 5.50% | 1/1/2040 | 461 | 500 | 519 | ||||||
Fgold 30Yr Giant | 4.00% | 12/1/2040 | 954 | 1,005 | 1,024 | ||||||
Fgold 30Yr Giant | 4.00% | 12/1/2040 | 967 | 964 | 1,037 | ||||||
Fgold 30Yr Giant | 4.00% | 2/1/2041 | 1,607 | 1,603 | 1,726 | ||||||
Fgold 30Yr Giant | 4.50% | 4/1/2041 | 2,379 | 2,462 | 2,612 | ||||||
Fgold 30Yr Giant | 3.00% | 6/1/2042 | 930 | 953 | 944 | ||||||
Fgold 30Yr Giant | 3.50% | 9/1/2042 | 1,791 | 1,932 | 1,871 | ||||||
Fgold 30Yr Giant | 5.50% | 6/1/2038 | 1,852 | 1,958 | 2,083 | ||||||
Fgold 30Yr Giant | 4.50% | 10/1/2039 | 1,788 | 1,853 | 1,952 | ||||||
Fgold 30Yr Giant | 4.50% | 11/1/2039 | 362 | 383 | 395 | ||||||
Fgold 30Yr Giant | 4.00% | 1/1/2044 | 1,859 | 1,912 | 1,992 | ||||||
Fhms_K033 | 3.06% | 7/25/2023 | 725 | 738 | 750 | ||||||
Fhms_K038 | 3.39% | 3/25/2024 | 2,070 | 2,154 | 2,192 | ||||||
Fhms_K040 | 3.24% | 9/25/2024 | 1,604 | 1,653 | 1,679 | ||||||
Fiserv Inc | 3.13% | 6/15/2016 | 259 | 259 | 266 | ||||||
FN 5/1 12M LIBOR ARM | 2.72% | 2/1/2041 | 1,244 | 1,261 | 1,310 | ||||||
FNA_14-M9 | 3.10% | 7/25/2024 | 952 | 962 | 985 | ||||||
Ford Motor Cr Co Llc | 5.75% | 2/1/2021 | 921 | 1,053 | 1,078 | ||||||
Ford Motor Cr Co Llc | 2.60% | 11/4/2019 | 476 | 476 | 476 | ||||||
Freeport Mcmoran Copper & Gold Inc | 3.55% | 3/1/2022 | 414 | 393 | 396 | ||||||
GCCFC_05-GG5 | 5.22% | 4/10/2037 | 2,070 | 2,205 | 2,101 | ||||||
GCCFC_07-GG9 | 5.38% | 3/10/2039 | 872 | 893 | 878 | ||||||
General Dynamics Corp | 2.25% | 11/15/2022 | 476 | 471 | 460 | ||||||
General Elec Cap Corp | 5.63% | 5/1/2018 | 1,035 | 1,123 | 1,175 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
General Elec Cap Corp | 4.65% | 10/17/2021 | 207 | 207 | 236 | ||||||
General Elec Cap Corp | 3.10% | 1/9/2023 | 1,439 | 1,391 | 1,478 | ||||||
General Elec Cap Corp | 3.45% | 5/15/2024 | 279 | 278 | 290 | ||||||
General Mills Inc | 5.70% | 2/15/2017 | 673 | 754 | 750 | ||||||
Georgia Pwr Co | 2.85% | 5/15/2022 | 362 | 361 | 365 | ||||||
Gilead Sciences Inc | 4.50% | 4/1/2021 | 528 | 583 | 592 | ||||||
Gilead Sciences Inc | 4.40% | 12/1/2021 | 217 | 240 | 240 | ||||||
Gilead Sciences Inc | 3.70% | 4/1/2024 | 269 | 269 | 285 | ||||||
Gilead Sciences Inc | 3.50% | 2/1/2025 | 145 | 145 | 149 | ||||||
Glaxosmithkline Cap Inc | 2.80% | 3/18/2023 | 72 | 72 | 72 | ||||||
Goldman Sachs Grp Inc | 5.38% | 3/15/2020 | 21 | 21 | 23 | ||||||
Goldman Sachs Grp Inc | 3.85% | 7/8/2024 | 62 | 62 | 65 | ||||||
Goldman Sachs Grp Inc | 6.15% | 4/1/2018 | 1,294 | 1,407 | 1,472 | ||||||
Goldman Sachs Grp Inc | 5.75% | 1/24/2022 | 155 | 155 | 184 | ||||||
Goldman Sachs Grp Inc | 2.38% | 1/22/2018 | 735 | 740 | 750 | ||||||
Goldman Sachs Grp Inc | 3.63% | 1/22/2023 | 362 | 365 | 373 | ||||||
Goldman Sachs Grp Inc | 4.00% | 3/3/2024 | 383 | 382 | 402 | ||||||
Government Properties Income Tr | 3.75% | 8/15/2019 | 124 | 123 | 128 | ||||||
Govt Natl Mtg Assn 30Yr | 4.50% | 11/15/2039 | 963 | 1,058 | 1,062 | ||||||
Govt Natl Mtg Assn 30Yr | 4.50% | 4/15/2040 | 1,679 | 1,834 | 1,847 | ||||||
Govt Natl Mtg Assn 30Yr | 5.00% | 5/15/2035 | 379 | 420 | 421 | ||||||
Govt Natl Mtg Assn 30Yr Platinum | 5.00% | 7/15/2039 | 771 | 853 | 860 | ||||||
Govt Natl Mtg Assn 30Yr Platinum | 5.50% | 4/15/2038 | 389 | 425 | 438 | ||||||
Govt Natl Mtg Assn 30Yr Platinum | 5.50% | 6/15/2038 | 592 | 647 | 667 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Govt Natl Mtg Assn2 15Yr | 3.00% | 3/20/2027 | 627 | 664 | 660 | ||||||
Govt Natl Mtg Assn2 30Yr | 5.00% | 8/20/2039 | 457 | 503 | 507 | ||||||
Govt Natl Mtg Assn2 30Yr | 4.50% | 5/20/2040 | 1,862 | 2,043 | 2,048 | ||||||
Govt Natl Mtg Assn2 30Yr | 4.50% | 7/20/2040 | 1,109 | 1,218 | 1,219 | ||||||
Govt Natl Mtg Assn2 30Yr | 4.00% | 9/20/2040 | 1,231 | 1,340 | 1,327 | ||||||
Govt Natl Mtg Assn2 30Yr | 4.00% | 10/20/2040 | 1,856 | 2,016 | 2,001 | ||||||
Govt Natl Mtg Assn2 30Yr | 4.50% | 10/20/2040 | 1,073 | 1,178 | 1,181 | ||||||
Govt Natl Mtg Assn2 30Yr | 4.50% | 12/20/2040 | 1,503 | 1,649 | 1,652 | ||||||
Govt Natl Mtg Assn2 30Yr | 4.00% | 2/20/2041 | 391 | 412 | 421 | ||||||
Govt Natl Mtg Assn2 30Yr | 4.00% | 1/20/2041 | 719 | 731 | 775 | ||||||
Govt Natl Mtg Assn2 30Yr | 4.00% | 3/20/2041 | 1,093 | 1,156 | 1,178 | ||||||
Govt Natl Mtg Assn2 30Yr | 4.00% | 4/20/2041 | 1,433 | 1,559 | 1,581 | ||||||
Govt Natl Mtg Assn2 30Yr | 4.50% | 8/20/2041 | 1,375 | 1,451 | 1,513 | ||||||
Govt Natl Mtg Assn2 30Yr | 4.50% | 7/20/2041 | 473 | 504 | 520 | ||||||
Govt Natl Mtg Assn2 30Yr Tba(Reg C) | 3.50% | 1/21/2015 | 1,035 | 1,074 | 1,089 | ||||||
Govt Natl Mtg Assn2 30Yr Tba(Reg C) | 4.00% | 1/21/2015 | 1,035 | 1,105 | 1,112 | ||||||
Halliburton Co | 3.50% | 8/1/2023 | 580 | 579 | 593 | ||||||
Hartford Finl Svcs Grp Inc | 5.50% | 3/30/2020 | 735 | 849 | 841 | ||||||
Hewlett Packard Co | 4.30% | 6/1/2021 | 352 | 358 | 372 | ||||||
Home Depot Inc | 3.75% | 2/15/2024 | 248 | 247 | 269 | ||||||
HSBC Bk Usa Na | 4.88% | 8/24/2020 | 725 | 702 | 812 | ||||||
HSBC Fin Corp | 6.68% | 1/15/2021 | 238 | 246 | 290 | ||||||
HSBC Hldgs Plc | 5.10% | 4/5/2021 | 124 | 124 | 142 | ||||||
HSBC Hldgs Plc | 4.88% | 1/14/2022 | 549 | 548 | 624 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
IBM Corp | 8.38% | 11/1/2019 | 476 | 674 | 616 | ||||||
Ingersoll Rand Global Hldg Co Ltd | 6.88% | 8/15/2018 | 393 | 473 | 467 | ||||||
Ingersoll Rand Global Hldg Co Ltd | 4.25% | 6/15/2023 | 290 | 295 | 306 | ||||||
International Paper Co | 7.95% | 6/15/2018 | 362 | 434 | 428 | ||||||
International Paper Co | 4.75% | 2/15/2022 | 725 | 796 | 804 | ||||||
Israel St Of | 4.00% | 6/30/2022 | 414 | 410 | 449 | ||||||
Jpmbb_14-C23 | 3.37% | 9/15/2047 | 2,070 | 2,091 | 2,145 | ||||||
J.P. Morgan Clearing Corp_05-CB12 | 4.95% | 9/12/2037 | 259 | 266 | 265 | ||||||
J.P. Morgan Clearing Corp_05-LDP2 | 4.78% | 7/15/2042 | 404 | 413 | 409 | ||||||
J.P. Morgan Clearing Corp_05-LDP4 | 5.00% | 10/15/2042 | 1,128 | 1,162 | 1,155 | ||||||
J.P. Morgan Clearing Corp_13-C10 | 2.88% | 12/15/2047 | 828 | 837 | 827 | ||||||
J.P. Morgan Chase & Co | 6.30% | 4/23/2019 | 1,397 | 1,566 | 1,640 | ||||||
J.P. Morgan Chase & Co | 4.35% | 8/15/2021 | 414 | 404 | 457 | ||||||
J.P. Morgan Chase & Co | 3.25% | 9/23/2022 | 455 | 456 | 462 | ||||||
J.P. Morgan Chase & Co | 3.20% | 1/25/2023 | 590 | 590 | 598 | ||||||
J.P. Morgan Chase & Co | 3.63% | 5/13/2024 | 828 | 824 | 852 | ||||||
J.P. Morgan Chase & Co | 3.88% | 9/10/2024 | 259 | 258 | 262 | ||||||
J.P. Morgan Chase & Co Inc | 3.38% | 5/1/2023 | 176 | 175 | 175 | ||||||
Kellogg Co | 1.75% | 5/17/2017 | 259 | 258 | 260 | ||||||
Keycorp | 5.10% | 3/24/2021 | 145 | 145 | 166 | ||||||
Kinder Morgan Energy Partners Lp | 6.00% | 2/1/2017 | 186 | 212 | 206 | ||||||
Kinder Morgan Energy Partners Lp | 6.85% | 2/15/2020 | 321 | 406 | 377 | ||||||
Korea Dev Bk | 3.88% | 5/4/2017 | 424 | 422 | 447 | ||||||
Kraft Foods Grp Inc | 5.38% | 2/10/2020 | 379 | 452 | 438 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Kroger Co | 2.30% | 1/15/2019 | 93 | 93 | 94 | ||||||
LBUBS_05-C7 | 5.26% | 11/15/2040 | 756 | 790 | 782 | ||||||
LG&E & Ku Energy LLC | 3.75% | 11/15/2020 | 207 | 210 | 217 | ||||||
Lloyds Tsb Bk Plc | 4.88% | 1/21/2016 | 518 | 515 | 550 | ||||||
Lyondellbasell Inds Nv | 6.00% | 11/15/2021 | 766 | 898 | 888 | ||||||
Marsh & Mclennan Cos Inc | 3.50% | 6/3/2024 | 259 | 259 | 258 | ||||||
Mastercard Inc | 3.38% | 4/1/2024 | 311 | 310 | 321 | ||||||
Mcdonalds Corp | 2.63% | 1/15/2022 | 83 | 82 | 84 | ||||||
Mcdonalds Corp | 1.88% | 5/29/2019 | 228 | 226 | 227 | ||||||
Mckesson Corp | 4.75% | 3/1/2021 | 414 | 452 | 465 | ||||||
Medtronic Inc | 2.75% | 4/1/2023 | 186 | 179 | 183 | ||||||
Medtronic Inc | 3.50% | 3/15/2025 | 963 | 953 | 986 | ||||||
Merck & Co Inc | 3.88% | 1/15/2021 | 1,045 | 1,066 | 1,150 | ||||||
Metlife Inc | 6.75% | 6/1/2016 | 569 | 659 | 617 | ||||||
Metlife Inc | 4.37% | 9/15/2023 | 694 | 715 | 757 | ||||||
Mexico United Mexican States | 5.95% | 3/19/2019 | 1,139 | 1,258 | 1,307 | ||||||
Mexico United Mexican States | 4.00% | 10/2/2023 | 406 | 404 | 425 | ||||||
Microsoft Corp | 3.00% | 10/1/2020 | 31 | 29 | 33 | ||||||
MLCFC_06-1 | 5.52% | 2/12/2039 | 911 | 986 | 953 | ||||||
MLCFC_06-2 | 5.88% | 6/12/2046 | 166 | 178 | 176 | ||||||
Merrill Lynch Mortgage Trust_06-C1 | 5.68% | 5/12/2039 | 2,070 | 2,291 | 2,169 | ||||||
Merrill Lynch Mortgage Trust_06-C2 | 5.68% | 5/12/2039 | 559 | 597 | 589 | ||||||
Molson Coors Brewing Co | 2.00% | 5/1/2017 | 166 | 166 | 168 | ||||||
Monsanto Co | 3.38% | 7/15/2024 | 207 | 207 | 214 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Morgan Stanley | 3.75% | 2/25/2023 | 1,315 | 1,295 | 1,366 | ||||||
Morgan Stanley | 3.88% | 4/29/2024 | 104 | 103 | 106 | ||||||
Morgan Stanley | 5.50% | 7/28/2021 | 311 | 266 | 359 | ||||||
Morgan Stanley | 5.63% | 9/23/2019 | 776 | 785 | 888 | ||||||
Morgan Stanley | 4.10% | 5/22/2023 | 72 | 72 | 74 | ||||||
Morgan Stanley | 4.88% | 11/1/2022 | 41 | 42 | 44 | ||||||
Msbam_14-C14 | 2.92% | 2/15/2047 | 2,691 | 2,772 | 2,781 | ||||||
MSC_06-HQ9 | 5.77% | 7/12/2044 | 186 | 204 | 199 | ||||||
MSC_06-IQ11 | 5.66% | 10/15/2042 | 104 | 113 | 109 | ||||||
Mylan Inc | 2.55% | 3/28/2019 | 104 | 103 | 103 | ||||||
Nabors Inds Inc | 6.15% | 2/15/2018 | 487 | 553 | 518 | ||||||
Nabors Inds Inc | 4.63% | 9/15/2021 | 248 | 267 | 237 | ||||||
NBCUniversal Media Llc | 5.15% | 4/30/2020 | 414 | 486 | 473 | ||||||
NBCUniversal Media Llc | 2.88% | 1/15/2023 | 228 | 228 | 230 | ||||||
News Amer Inc | 6.90% | 3/1/2019 | 983 | 1,154 | 1,182 | ||||||
Nisource Fin Corp | 6.80% | 1/15/2019 | 197 | 242 | 237 | ||||||
Noble Energy Inc | 8.25% | 3/1/2019 | 290 | 385 | 355 | ||||||
Noble Energy Inc | 4.15% | 12/15/2021 | 290 | 290 | 296 | ||||||
Nomura Hldgs Inc | 2.75% | 3/19/2019 | 921 | 915 | 938 | ||||||
Norfolk Southern Corp | 5.75% | 4/1/2018 | 424 | 498 | 483 | ||||||
Norfolk Southern Corp | 5.90% | 6/15/2019 | 787 | 909 | 905 | ||||||
Northrop Grumman Corp | 5.05% | 8/1/2019 | 569 | 597 | 644 | ||||||
Novartis Cap Corp | 2.40% | 9/21/2022 | 580 | 575 | 574 | ||||||
Novartis Cap Corp | 3.40% | 5/6/2024 | 135 | 134 | 141 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Occidental Petroleum Corp | 4.10% | 2/1/2021 | 756 | 785 | 815 | ||||||
Oneok Partners Lp | 8.63% | 3/1/2019 | 569 | 708 | 704 | ||||||
Oneok Partners Lp | 3.38% | 10/1/2022 | 207 | 206 | 193 | ||||||
Oracle Corp | 5.75% | 4/15/2018 | 259 | 313 | 295 | ||||||
Oracle Corp | 5.00% | 7/8/2019 | 342 | 406 | 392 | ||||||
Oracle Corp | 3.88% | 7/15/2020 | 41 | 44 | 45 | ||||||
Oracle Corp | 2.50% | 10/15/2022 | 269 | 268 | 264 | ||||||
Oracle Corp | 2.80% | 7/8/2021 | 518 | 517 | 531 | ||||||
Pacific Gas & Elec Co | 3.85% | 11/15/2023 | 590 | 589 | 617 | ||||||
Pepsico Inc | 5.00% | 6/1/2018 | 1,284 | 1,410 | 1,425 | ||||||
Petrobras Global Fin Bv | 4.38% | 5/20/2023 | 766 | 757 | 662 | ||||||
Petroleos Mexicanos | 3.50% | 1/30/2023 | 238 | 238 | 231 | ||||||
Petroleos Mexicanos | 4.88% | 1/18/2024 | 383 | 381 | 406 | ||||||
Petroleos Mexicanos | 4.25% | 1/15/2025 | 166 | 164 | 166 | ||||||
Philip Morris Intl Inc | 4.50% | 3/26/2020 | 383 | 439 | 425 | ||||||
Philip Morris Intl Inc | 2.63% | 3/6/2023 | 352 | 345 | 345 | ||||||
Philips Electronics Nv | 5.75% | 3/11/2018 | 342 | 383 | 385 | ||||||
Pnc Fdg Corp | 4.38% | 8/11/2020 | 725 | 711 | 804 | ||||||
Pnc Finl Svcs Grp Inc | 3.90% | 4/29/2024 | 114 | 113 | 117 | ||||||
Principal Finl Grp Inc | 1.85% | 11/15/2017 | 176 | 176 | 177 | ||||||
Procter & Gamble Co | 2.30% | 2/6/2022 | 93 | 92 | 94 | ||||||
Procter & Gamble Co | 3.10% | 8/15/2023 | 186 | 192 | 194 | ||||||
Progress Energy Inc | 4.88% | 12/1/2019 | 725 | 840 | 804 | ||||||
Quest Diagnostics Inc | 5.45% | 11/1/2015 | 621 | 676 | 649 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Raytheon Co | 3.13% | 10/15/2020 | 207 | 212 | 215 | ||||||
Raytheon Co | 3.15% | 12/15/2024 | 321 | 319 | 323 | ||||||
Republic Svcs Inc | 5.50% | 9/15/2019 | 248 | 295 | 284 | ||||||
Reynolds Amern Inc | 6.75% | 6/15/2017 | 528 | 609 | 590 | ||||||
Rio Tinto Fin Ltd | 3.50% | 3/22/2022 | 21 | 20 | 20 | ||||||
Rio Tinto Fin Usa Ltd | 3.50% | 11/2/2020 | 445 | 434 | 464 | ||||||
Rio Tinto Fin Usa Plc | 1.38% | 6/17/2016 | 507 | 506 | 510 | ||||||
Rock Tenn Co | 4.90% | 3/1/2022 | 135 | 145 | 147 | ||||||
Rogers Comm Inc | 6.80% | 8/15/2018 | 311 | 366 | 367 | ||||||
Rogers Comm Inc | 3.00% | 3/15/2023 | 145 | 145 | 142 | ||||||
Royal Bk Of Scotland Grp Plc | 6.40% | 10/21/2019 | 362 | 360 | 425 | ||||||
Royal Bk Of Scotland Plc | 6.13% | 1/11/2021 | 362 | 359 | 437 | ||||||
Safeway Inc | 3.95% | 8/15/2020 | 238 | 232 | 244 | ||||||
San Diego Gas & Elec Co | 3.60% | 9/1/2023 | 145 | 151 | 154 | ||||||
Schlumberger Investment Sa | 3.65% | 12/1/2023 | 145 | 144 | 152 | ||||||
Shell Intl Fin Bv | 4.30% | 9/22/2019 | 476 | 538 | 528 | ||||||
Shell Intl Fin Bv | 4.38% | 3/25/2020 | 155 | 173 | 172 | ||||||
Shell Intl Fin Bv | 2.00% | 11/15/2018 | 2,805 | 2,825 | 2,832 | ||||||
Simon Property Grp Lp | 6.13% | 5/30/2018 | 621 | 690 | 710 | ||||||
Southern Ca Edison Co | 3.50% | 10/1/2023 | 424 | 423 | 450 | ||||||
Svenska Handelsbanken Ab | 2.50% | 1/25/2019 | 518 | 518 | 533 | ||||||
Synchrony Finl | 4.25% | 8/15/2024 | 228 | 228 | 237 | ||||||
Sysco Corp | 3.50% | 10/2/2024 | 652 | 649 | 677 | ||||||
Teva Pharmaceutical Fin Co Bv | 2.95% | 12/18/2022 | 600 | 599 | 585 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Time Warner Cable Inc | 5.85% | 5/1/2017 | 207 | 237 | 228 | ||||||
Time Warner Cable Inc | 8.75% | 2/14/2019 | 279 | 380 | 355 | ||||||
Time Warner Cable Inc | 5.00% | 2/1/2020 | 62 | 72 | 70 | ||||||
Time Warner Inc | 4.75% | 3/29/2021 | 590 | 590 | 651 | ||||||
Time Warner Inc | 4.00% | 1/15/2022 | 52 | 51 | 55 | ||||||
Total Cap Intl Sa | 2.88% | 2/17/2022 | 497 | 496 | 497 | ||||||
Total Cap Intl Sa | 2.70% | 1/25/2023 | 290 | 279 | 284 | ||||||
Toyota Motor Cr Corp | 2.63% | 1/10/2023 | 445 | 442 | 447 | ||||||
Transocean Inc | 2.50% | 10/15/2017 | 186 | 187 | 166 | ||||||
Travelers Cos Inc | 5.80% | 5/15/2018 | 580 | 636 | 659 | ||||||
US Treasury Note | 1.25% | 11/30/2018 | 11,666 | 11,520 | 11,597 | ||||||
US Treasury Note | 2.00% | 11/30/2020 | 18,570 | 18,448 | 18,765 | ||||||
US Treasury Note | 2.25% | 3/31/2021 | 5,165 | 5,237 | 5,303 | ||||||
US Treasury Note | 1.63% | 4/30/2019 | 11,945 | 11,956 | 12,019 | ||||||
US Treasury Note | 2.38% | 8/15/2024 | 2,018 | 2,024 | 2,074 | ||||||
US Treasury Note | 0.88% | 10/15/2017 | 497 | 497 | 496 | ||||||
US Treasury Note | 2.25% | 11/15/2024 | 3,064 | 3,072 | 3,094 | ||||||
US Treasury Note | 1.50% | 11/30/2019 | 1,366 | 1,359 | 1,360 | ||||||
US Treasury Note | 1.00% | 12/15/2017 | 2,122 | 2,118 | 2,118 | ||||||
US Treasury Note | 2.13% | 12/31/2021 | 3,685 | 3,720 | 3,722 | ||||||
US Treasury Note | 1.63% | 12/31/2019 | 3,913 | 3,906 | 3,907 | ||||||
US Treasury Note | 0.63% | 12/31/2016 | 12,815 | 12,798 | 12,798 | ||||||
US Treasury Note | 3.50% | 2/15/2018 | 7,629 | 8,312 | 8,276 | ||||||
US Treasury Note | 2.38% | 7/31/2017 | 1,801 | 1,878 | 1,884 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
US Treasury Note | 1.88% | 9/30/2017 | 4,192 | 4,316 | 4,310 | ||||||
US Treasury Note | 2.63% | 11/15/2020 | 10,144 | 10,472 | 10,623 | ||||||
US Treasury Note | 1.38% | 11/30/2015 | 7,991 | 8,211 | 8,081 | ||||||
US Treasury Note | 2.63% | 1/31/2018 | 5,559 | 5,803 | 5,866 | ||||||
US Treasury Note | 1.75% | 5/31/2016 | 7,360 | 7,576 | 7,505 | ||||||
US Treasury Note | 2.38% | 5/31/2018 | 3,540 | 3,673 | 3,677 | ||||||
US Treasury Note | 1.50% | 8/31/2018 | 11,076 | 11,085 | 11,186 | ||||||
US Treasury Note | 1.00% | 10/31/2016 | 3,623 | 3,652 | 3,655 | ||||||
US Treasury Note | 0.88% | 11/30/2016 | 4,720 | 4,747 | 4,745 | ||||||
US Treasury Note | 0.88% | 12/31/2016 | 13,312 | 13,359 | 13,362 | ||||||
US Treasury Note | 1.00% | 3/31/2017 | 5,548 | 5,568 | 5,586 | ||||||
US Treasury Note | 0.63% | 5/31/2017 | 12,318 | 12,298 | 12,254 | ||||||
US Treasury Note | 0.63% | 8/31/2017 | 2,588 | 2,550 | 2,569 | ||||||
US Treasury Note | 0.63% | 9/30/2017 | 2,702 | 2,683 | 2,677 | ||||||
US Treasury Note | 0.25% | 12/15/2015 | 11,179 | 11,177 | 11,182 | ||||||
US Treasury Note | 0.88% | 1/31/2018 | 8,674 | 8,585 | 8,637 | ||||||
US Treasury Note | 0.75% | 2/28/2018 | 1,511 | 1,479 | 1,495 | ||||||
US Treasury Note | 0.63% | 8/15/2016 | 4,741 | 4,748 | 4,760 | ||||||
US Treasury Note | 2.13% | 8/31/2020 | 11,552 | 11,549 | 11,840 | ||||||
US Treasury Note | 0.88% | 9/15/2016 | 4,472 | 4,495 | 4,507 | ||||||
US Treasury Note | 0.63% | 11/15/2016 | 8,643 | 8,630 | 8,651 | ||||||
TVA | 3.88% | 2/15/2021 | 518 | 514 | 578 | ||||||
TVA | 2.88% | 9/15/2024 | 373 | 369 | 380 | ||||||
Tyco Electronics Grp Sa | 6.55% | 10/1/2017 | 197 | 239 | 224 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Tyco Intl Fin Sa | 8.50% | 1/15/2019 | 248 | 323 | 313 | ||||||
Tyson Foods Inc | 3.95% | 8/15/2024 | 300 | 299 | 315 | ||||||
Ubs Ag Stamford | 2.38% | 8/14/2019 | 518 | 517 | 522 | ||||||
Unilever Cap Corp | 4.25% | 2/10/2021 | 487 | 485 | 547 | ||||||
Union Pacific Corp | 4.00% | 2/1/2021 | 217 | 230 | 242 | ||||||
United Parcel Svc Inc | 5.13% | 4/1/2019 | 300 | 351 | 341 | ||||||
United Parcel Svc Inc | 3.13% | 1/15/2021 | 290 | 300 | 306 | ||||||
United Technologies Corp | 3.10% | 6/1/2022 | 114 | 115 | 116 | ||||||
Unitedhealth Grp Inc | 6.00% | 2/15/2018 | 41 | 48 | 47 | ||||||
Unitedhealth Grp Inc | 4.70% | 2/15/2021 | 248 | 270 | 284 | ||||||
Unitedhealth Grp Inc | 1.40% | 10/15/2017 | 228 | 227 | 228 | ||||||
Unitedhealth Grp Inc | 2.88% | 3/15/2023 | 352 | 350 | 352 | ||||||
Verizon Comms Inc | 4.60% | 4/1/2021 | 455 | 452 | 499 | ||||||
Verizon Comms Inc | 5.15% | 9/15/2023 | 2,018 | 2,016 | 2,259 | ||||||
Viacom Inc | 5.63% | 9/15/2019 | 300 | 357 | 342 | ||||||
Viacom Inc | 3.13% | 6/15/2022 | 207 | 204 | 201 | ||||||
Wal Mart Stores Inc | 5.38% | 4/5/2017 | 228 | 269 | 252 | ||||||
Wal Mart Stores Inc | 5.80% | 2/15/2018 | 1,066 | 1,262 | 1,228 | ||||||
Walt Disney Co | 2.75% | 8/16/2021 | 300 | 296 | 308 | ||||||
Walt Disney Co | 1.10% | 12/1/2017 | 197 | 196 | 196 | ||||||
Waste Mgmt Inc | 4.60% | 3/1/2021 | 166 | 179 | 186 | ||||||
Waste Mgmt Inc | 4.75% | 6/30/2020 | 186 | 211 | 204 | ||||||
Waste Mgmt Inc | 2.90% | 9/15/2022 | 93 | 92 | 93 | ||||||
Watson Pharmaceuticals Inc | 6.13% | 8/15/2019 | 321 | 389 | 371 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Watson Pharmaceuticals Inc | 3.25% | 10/1/2022 | 393 | 391 | 387 | ||||||
Wachovia Bank Comm Mtg Trust_05-C17 | 5.22% | 3/15/2042 | 228 | 240 | 228 | ||||||
Wachovia Bank Comm Mtg Trust_05-C20 | 5.18% | 7/15/2042 | 104 | 106 | 106 | ||||||
Wachovia Bank Comm Mtg Trust_05-C22 | 5.27% | 12/15/2044 | 2,206 | 2,363 | 2,261 | ||||||
Wachovia Bank Comm Mtg Trust_06-C25 | 5.72% | 5/15/2043 | 476 | 549 | 501 | ||||||
Wachovia Bank Comm Mtg Trust_06-C27 | 5.77% | 7/15/2045 | 226 | 245 | 237 | ||||||
Wachovia Bank Comm Mtg Trust_06-C28 | 5.57% | 10/15/2048 | 291 | 330 | 309 | ||||||
Weatherford Intl Ltd | 9.63% | 3/1/2019 | 414 | 542 | 505 | ||||||
Weatherford Intl Ltd | 5.13% | 9/15/2020 | 197 | 215 | 196 | ||||||
Wellpoint Inc | 3.13% | 5/15/2022 | 859 | 826 | 862 | ||||||
Wells Fargo & Co | 5.63% | 12/11/2017 | 1,449 | 1,608 | 1,611 | ||||||
Wells Fargo & Co | 4.13% | 8/15/2023 | 31 | 31 | 33 | ||||||
Western Gas Partners Lp | 4.00% | 7/1/2022 | 166 | 171 | 171 | ||||||
WFRBS_14-LC14 | 2.86% | 3/15/2047 | 725 | 747 | 745 | ||||||
Williams Partners Lp | 4.30% | 3/4/2024 | 631 | 631 | 639 | ||||||
Wyeth Llc | 5.45% | 4/1/2017 | 869 | 984 | 964 | ||||||
Xerox Corp | 2.95% | 3/15/2017 | 228 | 228 | 236 | ||||||
XTO Energy Inc | 5.50% | 6/15/2018 | 259 | 313 | 292 | ||||||
Xylem Inc | 4.88% | 10/1/2021 | 352 | 383 | 385 | ||||||
Wrapper | — | (233 | ) | ||||||||
Fair value of contract | 633,067 | 640,748 | |||||||||
Total synthetic GICs | 1,890,640 | 1,978,853 | |||||||||
Total GICs (including wrapper contracts) | 2,344,256 | 2,439,487 | |||||||||
Total investments | $ | 25,796,448 | $ | 30,620,566 |
Interest | Maturity | Number of | Cost | Current | |||||||
Identity of issue | rate | date | shares/units | value | value | ||||||
Loans receivable from participants | |||||||||||
533 loans carrying an interest rate of 4.25% with maturities up to 19 years | $ | — | $ | 2,333,876 | |||||||
Total | $ | 25,796,448 | $ | 32,954,442 | |||||||
By: /s/ J. Michael Murray |
J. Michael Murray |
Global Head of Human Resources |