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, 2015 and 2014 | |
Statements of Changes in Net Assets Available for Benefits for the years ended December 31, 2015 and 2014 | |
Notes to Financial Statements | |
Supplemental Schedule:* | |
Schedule H, Line 4i – Schedule of Assets (Held at End of Year) as of December 31, 2015 | |
Signatures | |
* | Other schedules required by Form 5500 which are not applicable have been omitted |
2015 | 2014 | ||||||
Assets: | |||||||
Investments, at fair value | $ | 9,649,406,159 | $ | 9,827,014,622 | |||
Investments in fully benefit-responsive investment contracts, | |||||||
at contract value | 1,157,124,247 | 1,138,149,909 | |||||
Total investments | 10,806,530,406 | 10,965,164,531 | |||||
Receivables: | |||||||
Employer contributions | 379,071,434 | 381,209,239 | |||||
Interest and dividends | 2,265,868 | 2,095,660 | |||||
Receivable for securities sold | 18,286,890 | 3,224,387 | |||||
Participant contributions | 426,784 | 83,039 | |||||
Participant loans | 240,398,016 | 247,336,012 | |||||
Other | 39,114 | 4,614 | |||||
Total receivables | 640,488,106 | 633,952,951 | |||||
Total assets | 11,447,018,512 | 11,599,117,482 | |||||
Liabilities: | |||||||
Payable for securities purchased | 23,621,737 | 4,333,233 | |||||
Payable for trustee and administrative fees | 4,198,773 | 5,310,710 | |||||
Total liabilities | 27,820,510 | 9,643,943 | |||||
Net assets available for benefits | $ | 11,419,198,002 | $ | 11,589,473,539 | |||
See accompanying notes to financial statements. |
2015 | 2014 | ||||||
Additions to net assets attributable to: | |||||||
Investment income: | |||||||
Dividends | $ | 50,028,358 | $ | 59,312,862 | |||
Interest | 28,659,534 | 31,161,272 | |||||
Net (depreciation) appreciation in fair value of investments | (181,322,491 | ) | 508,151,373 | ||||
Net investment (loss) income | (102,634,599 | ) | 598,625,507 | ||||
Interest income from loans receivable from participants | 10,290,740 | 10,215,618 | |||||
Contributions: | |||||||
Employer | 378,227,325 | 380,061,328 | |||||
Participants | 483,416,483 | 471,262,587 | |||||
Rollover | 44,227,408 | 37,823,246 | |||||
Total contributions | 905,871,216 | 889,147,161 | |||||
Total additions to net assets | 813,527,357 | 1,497,988,286 | |||||
Deductions from net assets attributable to: | |||||||
Distributions to participants | 962,536,367 | 940,158,883 | |||||
Trustee and administrative expenses | 19,340,243 | 20,324,046 | |||||
Dividends paid directly to participants | 1,926,284 | 527,870 | |||||
Total deductions from net assets | 983,802,894 | 961,010,799 | |||||
Net (decrease) increase | (170,275,537 | ) | 536,977,487 | ||||
Net assets available for benefits at: | |||||||
Beginning of year | 11,589,473,539 | 11,052,496,052 | |||||
End of year | $ | 11,419,198,002 | $ | 11,589,473,539 | |||
See accompanying notes to financial statements. |
(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, 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) | 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. |
2015 | 2014 | ||||||
Investments in fully benefit-responsive investment contracts, at contract value: | |||||||
Traditional GICs | $ | 6,718,624 | $ | 31,888,022 | |||
Separate account GICs | 190,763,022 | 186,772,519 | |||||
Synthetic GICs | 959,642,601 | 919,489,368 | |||||
Investments in fully benefit-responsive investment contracts, at contract value: | $ | 1,157,124,247 | $ | 1,138,149,909 |
(4) | 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, 2015 | |||||||||||||||
Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Investments, at fair value: | |||||||||||||||
Cash equivalents and short-term investments | $ | 394,729,790 | $ | 115,768,695 | $ | — | $ | 510,498,485 | |||||||
U.S. equities | 1,003,097,313 | — | — | 1,003,097,313 | |||||||||||
Non-U.S. equities | 286,220,761 | — | — | 286,220,761 | |||||||||||
Mutual funds | 704,962,927 | — | — | 704,962,927 | |||||||||||
Investments in fair value hierarchy | $ | 2,389,010,791 | $ | 115,768,695 | $ | — | 2,504,779,486 | ||||||||
Investments valued at NAV: | |||||||||||||||
Collective trust funds | 7,144,626,673 | ||||||||||||||
Investments, at fair value | $ | 9,649,406,159 |
December 31, 2014 | |||||||||||||||
Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Investments, at fair value: | |||||||||||||||
Cash equivalents and short-term investments | $ | 418,782,934 | $ | 99,300,054 | $ | — | $ | 518,082,988 | |||||||
U.S. equities | 1,062,028,518 | — | — | 1,062,028,518 | |||||||||||
Non-U.S. equities | 218,730,911 | — | — | 218,730,911 | |||||||||||
Mutual funds | 914,953,050 | — | 914,953,050 | ||||||||||||
Investments in fair value hierarchy | 2,614,495,413 | 99,300,054 | — | 2,713,795,467 | |||||||||||
Investments valued at NAV: | |||||||||||||||
Collective trust funds | 7,113,219,155 | ||||||||||||||
Investments, at fair value | $ | 9,827,014,622 |
(5) | Administrative Expenses |
(6) | Risk and Uncertainties |
(7) | Party‑in‑Interest Transactions |
(8) | Tax Status |
(9) | Plan Termination |
(10) | Pending Litigation |
(11) | Subsequent Events |
(12) | Reconciliation of Financial Statements to Form 5500 |
2015 | 2014 | |||||||
Net assets available for benefits per the financial statements | $ | 11,419,198,002 | $ | 11,589,473,539 | ||||
Adjustment from contract value to fair value for fully benefit-responsive investment contracts | 16,839,585 | 37,779,915 | ||||||
Net assets available for benefits per the Form 5500 | $ | 11,436,037,587 | $ | 11,627,253,454 | ||||
Net (decrease) increase in net assets available for benefits per the financial statements | $ | (170,275,537 | ) | $ | 536,977,487 | |||
Prior year adjustment from contract value to fair value for fully benefit-responsive investment contracts | (37,779,915 | ) | (36,775,429 | ) | ||||
Current year adjustment from contract value to fair value for fully benefit-responsive investment contracts | 16,839,585 | 37,779,915 | ||||||
Net (decrease) increase in net assets per Form 5500 | $ | (191,215,867 | ) | $ | 537,981,973 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Cash equivalents and short-term investments: | ||||||||||||
Australian Dollar | 19,994 | $ | 14,460 | $ | 14,547 | |||||||
Blackrock T-Funds | 394,628,728 | 394,628,728 | 394,628,728 | |||||||||
Brazilian Real | 28,641 | 7,309 | 7,239 | |||||||||
Canadian Dollar | 2,751 | 1,997 | 1,980 | |||||||||
Danish Krone | 28,471 | 4,208 | 4,144 | |||||||||
Euro Currency | 727 | 769 | 790 | |||||||||
Hong Kong Dollar | 53,965 | 6,962 | 6,962 | |||||||||
Indian Rupee | 2,201,683 | 33,128 | 33,280 | |||||||||
Indonesian Rupiah | 99,072,395 | 7,180 | 7,187 | |||||||||
Japanese Yen | 1,215,658 | 10,090 | 10,106 | |||||||||
Kenyan Shilling | 8,972 | 104 | 88 | |||||||||
Mexican Peso (New) | 12,049 | 726 | 698 | |||||||||
New Taiwan Dollar | 587,157 | 17,897 | 17,876 | |||||||||
New Zealand Dollar | 13,325 | 9,050 | 9,122 | |||||||||
Philippine Peso | 277,637 | 5,870 | 5,900 | |||||||||
Polish Zloty | 3,365 | 857 | 852 | |||||||||
Pound Sterling | 30,408 | 45,087 | 44,818 | |||||||||
Romanian Leu | 3,559 | 853 | 855 | |||||||||
South African Rand | 27,138 | 1,803 | 1,751 | |||||||||
South Korean Won | 1,909,229 | 1,613 | 1,628 | |||||||||
* | State Street (US Dollar) Fund | 12,134,466 | 12,134,466 | 12,134,466 | ||||||||
* | State Street Bank & Trust Co Short Term Investment Fund | 0.28 | % | 24,826,327 | 24,826,327 | 24,826,327 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
* | State Street Bank & Trust Co Government Short Term Investment Fund | 0.06 | % | 78,807,903 | 78,807,903 | 78,807,903 | ||||||
Turkish Lira | 7,506 | 2,554 | 2,572 | |||||||||
UAE Dirham | 130,261 | 35,465 | 35,465 | |||||||||
US Dollar Overdrawn | (106,799 | ) | (106,799 | ) | (106,799 | ) | ||||||
Total cash equivalents and short-term investments | 510,498,607 | 510,498,485 | ||||||||||
U.S. equities: | ||||||||||||
Abercrombie & Fitch Co | 24,718 | 844,041 | 667,391 | |||||||||
ABM Industries Inc | 14,425 | 396,684 | 410,673 | |||||||||
ACI Worldwide Inc | 121,825 | 2,477,138 | 2,607,054 | |||||||||
Actuant Corp | 60,901 | 1,638,440 | 1,459,200 | |||||||||
Advanced Energy Industries | 24,572 | 583,027 | 693,678 | |||||||||
Aegion Corp | 19,771 | 475,045 | 381,773 | |||||||||
Aep Industries Inc | 4,595 | 263,959 | 354,491 | |||||||||
Aimmune Therapeutics Inc | 2,797 | 53,624 | 51,602 | |||||||||
Air Lease Corp | 8,090 | 256,247 | 270,850 | |||||||||
Air Products and Chemicals Inc | 32,425 | 4,397,942 | 4,218,783 | |||||||||
Altria Group Inc | 94,880 | 2,536,675 | 5,522,952 | |||||||||
Ambac Financial Group Inc | 19,978 | 293,485 | 281,483 | |||||||||
American Assets Trust Inc REIT | 8,091 | 323,223 | 310,286 | |||||||||
American Axle Mfg Holdings | 22,874 | 556,658 | 433,239 | |||||||||
American Capital Mortgage In REIT | 8,247 | 159,748 | 115,124 | |||||||||
American Eagle Outfitters | 100,021 | 1,499,460 | 1,550,333 | |||||||||
American Express Co | 56,070 | 3,370,107 | 3,899,659 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
American International Group | 79,615 | 3,174,320 | 4,933,755 | |||||||||
American Residential Propert REIT | 20,125 | 363,426 | 380,369 | |||||||||
American Woodmark Corp | 7,891 | 358,955 | 631,132 | |||||||||
Ameriprise Financial Inc | 34,021 | 1,770,432 | 3,620,519 | |||||||||
Amsurg Corp | 7,267 | 355,681 | 552,279 | |||||||||
Anika Therapeutics Inc | 9,689 | 371,272 | 369,736 | |||||||||
Anixter International Inc | 4,346 | 416,788 | 262,462 | |||||||||
Anthem Inc | 23,745 | 1,820,731 | 3,310,987 | |||||||||
Anworth Mortgage Asset Corp REIT | 35,818 | 195,264 | 155,807 | |||||||||
Apogee Enterprises Inc | 999 | 52,886 | 43,461 | |||||||||
Apollo Investment Corp | 25,518 | 179,255 | 133,205 | |||||||||
Applied Genetic Technologies | 13,268 | 203,217 | 270,669 | |||||||||
Arcbest Corp | 13,285 | 437,717 | 284,167 | |||||||||
Ardelyx Inc | 2,897 | 53,255 | 52,489 | |||||||||
Ares Commercial Real Estate REIT | 30,254 | 398,516 | 346,105 | |||||||||
Argan Inc | 12,586 | 384,855 | 407,781 | |||||||||
Ariad Pharmaceuticals Inc | 12,486 | 86,824 | 78,037 | |||||||||
Ascena Retail Group Inc | 46,560 | 797,811 | 458,612 | |||||||||
Aspen Technology Inc | 24,572 | 917,601 | 927,852 | |||||||||
Avalanche Biotechnologies Inc | 40,554 | 664,648 | 386,078 | |||||||||
Bank Of America Corp | 347,593 | 6,601,839 | 5,849,994 | |||||||||
Barrett Business Svcs Inc | 5,294 | 267,696 | 230,503 | |||||||||
Belden Inc | 11,527 | 876,704 | 549,609 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Berry Plastics Group Inc | 13,485 | 476,051 | 487,881 | |||||||||
Big Lots Inc | 1,698 | 72,851 | 65,444 | |||||||||
Bloomin Brands Inc | 9,689 | 162,031 | 163,649 | |||||||||
Blucora Inc | 64,328 | 1,077,346 | 630,411 | |||||||||
BMC Stock Holdings Inc | 19,916 | 383,898 | 333,586 | |||||||||
Boise Cascade Co | 2,897 | 87,472 | 73,954 | |||||||||
Booz Allen Hamilton Holdings | 12,947 | 289,652 | 399,428 | |||||||||
Brink S Co | 5,061 | 130,167 | 146,069 | |||||||||
Bristow Group Inc | 20,143 | 566,243 | 521,713 | |||||||||
Brooks Automation Inc | 14,412 | 157,107 | 153,918 | |||||||||
Cabot Corp | 7,183 | 419,935 | 293,638 | |||||||||
CAC Maine Foods Inc | 9,190 | 500,698 | 425,849 | |||||||||
Cambrex Corp | 17,048 | 697,432 | 802,782 | |||||||||
Capital One Financial Corp | 76,024 | 2,513,487 | 5,487,380 | |||||||||
Cara Therapeutics Inc | 2,697 | 42,532 | 45,471 | |||||||||
Cardinal Health Inc | 46,392 | 1,545,561 | 4,141,443 | |||||||||
Cascade Microtech Inc | 17,081 | 223,549 | 277,563 | |||||||||
Cavco Industries Inc | 8,488 | 637,962 | 707,173 | |||||||||
Celldex Therapeutics Inc | 16,282 | 238,746 | 255,297 | |||||||||
Centene Corp | 7,192 | 229,345 | 473,300 | |||||||||
Central Garden And Pet Co A | 32,364 | 542,244 | 440,145 | |||||||||
Century Casinos Inc | 4,295 | 31,306 | 33,416 | |||||||||
Chatham Lodging Trust REIT | 46,153 | 1,059,553 | 945,215 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Chemed Corp | 6,552 | 660,849 | 981,434 | |||||||||
Chevron Corp | 47,390 | 4,232,227 | 4,263,205 | |||||||||
Chimerix Inc | 7,991 | 293,533 | 71,520 | |||||||||
Churchill Downs Inc | 1,598 | 226,486 | 226,130 | |||||||||
Cigna Corp | 28,534 | 1,124,041 | 4,175,347 | |||||||||
Cirrus Logic Inc | 15,982 | 550,406 | 471,949 | |||||||||
* | Citigroup Inc | 12,081,937 | 1,001,224,859 | 625,240,221 | ||||||||
Cloud Peak Energy Inc | 43,215 | 572,318 | 89,888 | |||||||||
Clubcorp Holdings Inc | 11,126 | 194,378 | 203,281 | |||||||||
Coherent Inc | 11,801 | 769,010 | 768,345 | |||||||||
Coherus Biosciences Inc | 8,490 | 194,852 | 194,941 | |||||||||
Colony Financial Inc REIT | 6,475 | 137,592 | 126,127 | |||||||||
Columbia Banking System Inc | 12,128 | 243,480 | 394,293 | |||||||||
Comfort Systems Usa Inc | 5,893 | 138,474 | 167,490 | |||||||||
Concert Pharmaceuticals Inc | 18,180 | 401,891 | 344,866 | |||||||||
Conocophillips | 80,912 | 4,328,771 | 3,777,791 | |||||||||
Consumer Portfolio Services | 5,893 | 36,541 | 30,587 | |||||||||
Convergys Corp | 7,312 | 163,378 | 181,990 | |||||||||
Corvel Corp | 1,698 | 56,957 | 74,580 | |||||||||
CRA International Inc | 2,642 | 62,097 | 49,274 | |||||||||
Crane Co | 20,303 | 1,076,021 | 971,303 | |||||||||
Cross Country Healthcare Inc | 8,391 | 138,266 | 137,521 | |||||||||
Cubic Corp | 12,121 | 564,826 | 572,734 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Culp Inc | 5,793 | 164,160 | 147,560 | |||||||||
Curtiss Wright Corp | 18,495 | 1,185,299 | 1,266,921 | |||||||||
CYS Investments Inc REIT | 60,999 | 537,004 | 434,926 | |||||||||
Cytokinetics Inc | 28,068 | 194,489 | 293,596 | |||||||||
Dave & Buster's | 18,679 | 719,171 | 779,661 | |||||||||
Dean Foods Co | 42,852 | 739,380 | 734,908 | |||||||||
Deere Co | 32,824 | 2,967,519 | 2,503,472 | |||||||||
Demand Media Inc | 8,890 | 81,470 | 48,895 | |||||||||
Depomed Inc | 16,182 | 365,982 | 293,376 | |||||||||
Dermira Inc | 11,587 | 330,517 | 401,025 | |||||||||
Dhi Group Inc | 66,108 | 609,198 | 606,207 | |||||||||
Discover Financial Services | 59,063 | 1,185,965 | 3,166,954 | |||||||||
Donaldson Co Inc | 41,895 | 1,530,678 | 1,200,707 | |||||||||
Drew Industries Inc | 13,233 | 643,605 | 805,764 | |||||||||
Dril Quip Inc | 2,564 | 149,719 | 151,873 | |||||||||
E Trade Financial Corp | 96,177 | 1,388,490 | 2,850,680 | |||||||||
Earthlink Holdings Corp | 98,589 | 778,959 | 732,517 | |||||||||
Eaton Vance Corp | 46,834 | 1,819,765 | 1,518,837 | |||||||||
Eldorado Resorts Inc | 19,079 | 182,224 | 209,864 | |||||||||
Emcor Group Inc | 1,299 | 60,713 | 62,382 | |||||||||
Emergent Biosolutions Inc | 14,783 | 456,733 | 591,483 | |||||||||
Employers Holdings Inc | 27,969 | 743,093 | 763,541 | |||||||||
Endocyte Inc | 4,894 | 20,280 | 19,627 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Enersys | 49,180 | 3,147,312 | 2,750,619 | |||||||||
Enteromedics Inc | 22,241 | — | — | |||||||||
Eplus Inc | 300 | 24,845 | 27,947 | |||||||||
Euronet Worldwide Inc | 899 | 72,282 | 65,114 | |||||||||
Express Inc | 48,046 | 883,525 | 830,234 | |||||||||
Extreme Networks Inc | 41,353 | 175,619 | 168,722 | |||||||||
Fairmount Santrol Holdings | 188,363 | 2,553,215 | 442,653 | |||||||||
Farmer Bros Co | 3,196 | 100,203 | 103,148 | |||||||||
Federal Agric Mtg Corp | 4,495 | 143,837 | 141,905 | |||||||||
Fidelity Southern Corp | 33,792 | 637,167 | 753,899 | |||||||||
Fifth Street Finance Corp | 32,628 | 304,480 | 208,169 | |||||||||
Fifth Third Bancorp | 167,711 | 2,031,236 | 3,370,986 | |||||||||
Finish Line | 29,948 | 781,885 | 541,465 | |||||||||
First American Financial | 22,893 | 600,139 | 821,868 | |||||||||
First Cash Finl Svcs Inc | 31,721 | 1,381,911 | 1,187,332 | |||||||||
First Citizens Bcshs | 1,773 | 417,129 | 457,737 | |||||||||
First Defiance Finl Corp | 4,595 | 167,351 | 173,593 | |||||||||
First Niagara Financial Grp | 137,680 | 1,353,896 | 1,493,833 | |||||||||
Five Prime Therapeutics Inc | 4,894 | 117,316 | 203,122 | |||||||||
FMC Corp | 75,126 | 3,695,992 | 2,939,666 | |||||||||
Fonar Corp | 22,974 | 367,358 | 396,534 | |||||||||
Forum Energy Technologies In | 11,867 | 348,031 | 147,858 | |||||||||
Forward Air Corp | 24,684 | 1,091,613 | 1,061,669 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Fossil Group Inc | 61,061 | 4,350,914 | 2,232,402 | |||||||||
Freightcar America Inc | 15,383 | 353,042 | 298,886 | |||||||||
FTD Cos Inc | 11,616 | 370,187 | 303,989 | |||||||||
FTI Consulting Inc | 9,879 | 331,053 | 342,402 | |||||||||
Futurefuel Corp | 4,195 | 46,876 | 56,636 | |||||||||
G & K Services Inc | 4,699 | 275,853 | 295,549 | |||||||||
General Cable Corp | 17,980 | 237,902 | 241,468 | |||||||||
General Communication Inc | 9,090 | 145,164 | 179,796 | |||||||||
General Dynamics Corp | 22,947 | 1,760,068 | 3,151,964 | |||||||||
Geron Corp | 18,379 | 83,057 | 88,956 | |||||||||
Gibraltar Industries Inc | 8,490 | 216,401 | 215,997 | |||||||||
Gigamon Inc | 4,795 | 129,930 | 127,393 | |||||||||
Global Brass and Copper Holding Inc. | 13,285 | 252,476 | 282,972 | |||||||||
Granite Construction Inc | 11,881 | 458,600 | 509,798 | |||||||||
Graphic Packaging Holding Co | 93,827 | 967,439 | 1,203,806 | |||||||||
Gray Television Inc | 36,659 | 514,738 | 597,538 | |||||||||
Group 1 Automotive Inc | 7,006 | 456,831 | 530,363 | |||||||||
Gulf Island Fabrication Inc | 10,691 | 119,732 | 111,828 | |||||||||
Hackett Group Inc | 21,875 | 350,605 | 351,538 | |||||||||
Hanesbrands Inc | 165,616 | 1,044,860 | 4,874,067 | |||||||||
Hanger Inc | 13,123 | 444,409 | 215,877 | |||||||||
Hanover Insurance Group Inc | 7,715 | 337,725 | 627,564 | |||||||||
Hatteras Financial Corp REIT | 25,623 | 499,936 | 336,945 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Hawaiian Holdings Inc | 24,373 | 631,520 | 861,083 | |||||||||
Heartware International Inc | 8,590 | 466,069 | 432,953 | |||||||||
Heidrick & Struggles Intl | 11,350 | 230,533 | 308,953 | |||||||||
Helix Energy Solutions Group | 52,747 | 1,051,637 | 277,447 | |||||||||
Herman Miller Inc | 6,393 | 181,073 | 183,474 | |||||||||
Hibbett Sports Inc | 4,921 | 152,238 | 148,825 | |||||||||
Hillenbrand Inc | 12,501 | 391,781 | 370,403 | |||||||||
Hometrust Bancshares Inc | 9,989 | 184,061 | 202,272 | |||||||||
Honeywell International Inc | 27,436 | 1,443,057 | 2,841,580 | |||||||||
Hooker Furniture Corp | 2,997 | 78,206 | 75,635 | |||||||||
Huntington Ingalls Industrie | 8,791 | 697,108 | 1,115,152 | |||||||||
Hurco Companies Inc | 4,595 | 123,360 | 122,039 | |||||||||
ICU Medical Inc | 7,092 | 680,229 | 799,838 | |||||||||
IDT Corp | 11,213 | 182,293 | 130,748 | |||||||||
Inc Research Holdings Inc | 16,481 | 542,614 | 799,516 | |||||||||
Infinity Pharmaceuticals Inc | 48,446 | 389,441 | 380,297 | |||||||||
Infinity Property & Casualty | 3,281 | 218,223 | 269,822 | |||||||||
Innospec Inc | 2,997 | 131,269 | 162,747 | |||||||||
Inphi Corp | 3,796 | 109,920 | 102,561 | |||||||||
Insight Enterprises Inc | 13,921 | 377,775 | 349,704 | |||||||||
Insperity Inc Wd | 5,494 | 282,176 | 264,527 | |||||||||
Insteel Industries Inc | 12,995 | 298,901 | 271,863 | |||||||||
Integra Lifesciences Holding | 8,336 | 349,714 | 564,989 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Integrated Device Tech Inc | 23,673 | 531,870 | 623,793 | |||||||||
Intel Corp | 76,223 | 2,387,200 | 2,625,885 | |||||||||
Inteliquent Inc | 38,817 | 437,834 | 689,784 | |||||||||
Intl Speedway Corp | 7,424 | 238,424 | 250,325 | |||||||||
Isle Of Capri Casinos | 31,165 | 598,500 | 434,128 | |||||||||
Ixia | 28,568 | 416,600 | 355,099 | |||||||||
Ixys Corporation | 3,796 | 46,133 | 47,940 | |||||||||
Jack In The Box Inc | 699 | 62,284 | 53,637 | |||||||||
Jetblue Airways Corp | 2,597 | 54,470 | 58,824 | |||||||||
Johnson & Johnson | 40,406 | 2,589,178 | 4,150,527 | |||||||||
Johnson Controls Inc388 | 96,177 | 4,687,886 | 3,798,021 | |||||||||
Jpmorgan Chase & Co | 89,293 | 3,670,653 | 5,896,000 | |||||||||
K12 Inc | 9,689 | 143,342 | 85,264 | |||||||||
KAR Auction Services Inc | 18,198 | 558,781 | 673,855 | |||||||||
KBR Inc | 136,982 | 4,303,909 | 2,317,737 | |||||||||
Kcg Holdings Inc | 55,737 | 703,981 | 686,126 | |||||||||
Keycorp | 224,778 | 2,881,040 | 2,964,826 | |||||||||
Kindred Healthcare Inc | 23,940 | 590,276 | 285,126 | |||||||||
Knoll Inc | 13,565 | 256,251 | 255,017 | |||||||||
Koppers Holdings Inc | 16,981 | 345,246 | 309,901 | |||||||||
Korn/Ferry International | 8,868 | 266,223 | 294,241 | |||||||||
La Z Boy Inc | 18,579 | 507,505 | 453,702 | |||||||||
Landstar System Inc | 2,485 | 153,217 | 145,757 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Lemaitre Vascular Inc | 8,490 | 118,123 | 146,460 | |||||||||
Lhc Group Inc | 9,689 | 363,462 | 438,819 | |||||||||
Lifepoint Hospitals Inc | 5,764 | 305,072 | 423,042 | |||||||||
Lifevantage Corp | 22,475 | 189,236 | 213,959 | |||||||||
Lincoln Electric Holdings | 18,489 | 1,127,975 | 959,405 | |||||||||
Lindsay Corp | 14,874 | 1,154,453 | 1,076,897 | |||||||||
Live Nation Entertainment In | 20,010 | 421,496 | 491,658 | |||||||||
Logmein Inc | 3,796 | 206,499 | 254,693 | |||||||||
Macrogenics Inc | 14,983 | 459,437 | 464,028 | |||||||||
Manhattan Associates Inc | 8,990 | 571,159 | 594,861 | |||||||||
Masimo Corp | 4,395 | 180,057 | 182,439 | |||||||||
Matson Inc | 9,689 | 380,640 | 413,046 | |||||||||
Maximus Inc | 9,149 | 399,466 | 514,615 | |||||||||
Maxlinear Inc | 16,881 | 288,078 | 248,657 | |||||||||
Mbia Inc | 53,040 | 475,543 | 343,701 | |||||||||
Mcbc Holdings Inc | 16,182 | 221,791 | 221,691 | |||||||||
Medifast Inc | 21,588 | 653,816 | 655,835 | |||||||||
Men S Wearhouse Inc | 29,299 | 1,118,601 | 430,110 | |||||||||
Mercadolibre Inc | 12,923 | 1,481,218 | 1,477,566 | |||||||||
Merck & Co. Inc. | 70,337 | 3,567,506 | 3,715,187 | |||||||||
Metaldyne Performance Group | 6,593 | 129,712 | 120,908 | |||||||||
MFA Financial Inc REIT | 80,151 | 636,873 | 528,996 | |||||||||
Microchip Technology Inc | 97,873 | 2,785,405 | 4,555,002 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Microsemi Corp | 18,279 | 653,594 | 595,727 | |||||||||
Microsoft Corp | 81,810 | 1,702,365 | 4,538,825 | |||||||||
Microstrategy Inc | 3,596 | 650,910 | 644,719 | |||||||||
Minerals Technologies Inc | 7,594 | 448,736 | 348,282 | |||||||||
Molina Healthcare Inc | 15,483 | 749,413 | 930,968 | |||||||||
Momenta Pharmaceuticals Inc | 26,370 | 473,893 | 391,336 | |||||||||
Movado Group Inc | 9,789 | 265,634 | 251,675 | |||||||||
MRC Global Inc | 20,214 | 518,955 | 260,764 | |||||||||
Msc Industrial Direct Co | 18,159 | 1,344,703 | 1,021,783 | |||||||||
Mueller Industries Inc | 5,223 | 156,899 | 141,547 | |||||||||
Multi Packaging Solutions Inc | 12,968 | 173,857 | 225,002 | |||||||||
Myriad Genetics Inc | 7,292 | 319,075 | 314,714 | |||||||||
Nationstar Mortgage Holdings | 22,187 | 687,834 | 296,641 | |||||||||
Natus Medical Inc | 6,792 | 277,508 | 326,373 | |||||||||
Nautilus Inc | 18,979 | 318,778 | 317,323 | |||||||||
Navient Corp | 244,632 | 3,595,095 | 2,801,039 | |||||||||
Navigant Consulting Inc | 64,438 | 1,106,398 | 1,034,866 | |||||||||
Navigators Group Inc | 32,775 | 2,085,582 | 2,811,778 | |||||||||
Nci Building Systems Inc | 1,398 | 17,248 | 17,354 | |||||||||
Nelnet Inc | 11,507 | 452,187 | 386,292 | |||||||||
Neos Therapeutics Inc | 2,808 | 36,427 | 40,208 | |||||||||
Net 1 Ueps Technologies Inc | 39,728 | 536,315 | 536,729 | |||||||||
Netgear Inc | 8,512 | 274,824 | 356,756 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Neurocrine Biosciences Inc | 2,098 | 93,935 | 118,664 | |||||||||
Neustar Inc | 21,676 | 594,209 | 519,565 | |||||||||
Nevro Corp | 2,997 | 199,128 | 202,302 | |||||||||
New York Community Bancorp | 264,386 | 3,998,671 | 4,314,785 | |||||||||
Nielsen Holdings PLC | 92,984 | 4,450,494 | 4,333,063 | |||||||||
Nordson Corp | 7,890 | 560,081 | 506,151 | |||||||||
Norwegian Cruise Line Holdings | 70,137 | 3,660,171 | 4,110,041 | |||||||||
NU Skin Enterprises Inc | 76,597 | 4,022,267 | 2,902,254 | |||||||||
Nutrisystem Inc | 8,665 | 209,700 | 187,516 | |||||||||
NVR Inc | 3,622 | 3,775,626 | 5,950,279 | |||||||||
Occidental Petroleum Corp | 58,165 | 3,960,306 | 3,932,536 | |||||||||
Ophthotech Corp | 7,092 | 358,220 | 556,936 | |||||||||
Oracle Corp | 99,469 | 3,910,889 | 3,633,607 | |||||||||
Outerwall Inc | 9,789 | 645,193 | 357,690 | |||||||||
Owens & Minor Inc | 14,009 | 489,187 | 504,052 | |||||||||
Owens Corning | 121,019 | 4,678,304 | 5,691,529 | |||||||||
Oxford Industries Inc | 4,495 | 356,215 | 286,867 | |||||||||
Parexel International Corp | 12,388 | 718,925 | 843,875 | |||||||||
Parsley Energy Inc | 27,361 | 531,854 | 504,815 | |||||||||
PDL Biopharma Inc | 37,058 | 302,797 | 131,186 | |||||||||
Pebblebrook Hotel Trust REIT | 3,097 | 86,093 | 86,764 | |||||||||
Pegasystems Inc | 5,094 | 126,680 | 140,092 | |||||||||
People S United Financial | 219,890 | 2,641,280 | 3,551,218 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Pfenex Inc | 19,378 | 332,308 | 239,902 | |||||||||
Pfizer Inc | 142,027 | 3,130,395 | 4,584,643 | |||||||||
PHH Corp | 28,712 | 708,735 | 465,130 | |||||||||
Philip Morris International | 38,810 | 2,230,681 | 3,411,780 | |||||||||
Phillips 66 | 35,817 | 2,563,415 | 2,929,820 | |||||||||
Pinnacle Entertainment Inc | 7,691 | 284,466 | 239,355 | |||||||||
PNC Financial Services Group | 44,397 | 2,233,720 | 4,231,474 | |||||||||
PNM Resources Inc | 9,360 | 257,926 | 286,150 | |||||||||
Portola Pharmaceuticals Inc | 4,994 | 249,246 | 256,961 | |||||||||
Prestige Brands Holdings Inc | 7,791 | 398,657 | 401,093 | |||||||||
Progenics Pharmaceuticals | 60,379 | 395,260 | 370,124 | |||||||||
Progress Software Corp | 26,970 | 689,312 | 647,272 | |||||||||
Provident Financial Hldgs | 599 | 10,807 | 11,321 | |||||||||
Qualcomm Inc | 61,956 | 4,398,552 | 3,096,881 | |||||||||
Radian Group Inc | 37,731 | 538,882 | 505,212 | |||||||||
Raytheon Company | 26,439 | 1,373,047 | 3,292,403 | |||||||||
Rci Hospitality Holdings Inc | 5,094 | 54,999 | 50,892 | |||||||||
Rent A Center Inc | 13,744 | 363,596 | 205,741 | |||||||||
Resources Connection Inc | 10,388 | 182,113 | 169,745 | |||||||||
Retailmenot Inc | 32,663 | 315,199 | 324,020 | |||||||||
Rex American Resources Corp | 292 | 14,407 | 15,771 | |||||||||
Reynolds American Inc | 114,590 | 4,097,276 | 5,288,330 | |||||||||
Rigel Pharmaceuticals Inc | 72,419 | 315,782 | 219,428 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Rofin Sinar Technologies Inc | 26,870 | 688,637 | 719,573 | |||||||||
RPX Corp | 80,716 | 1,251,763 | 887,878 | |||||||||
Rsp Permian Inc | 19,223 | 471,561 | 468,858 | |||||||||
Ruth S Hospitality Group Inc | 6,992 | 117,175 | 111,315 | |||||||||
Safety Insurance Group Inc | 20,459 | 1,104,901 | 1,153,478 | |||||||||
Sanderson Farms Inc | 1,199 | 103,911 | 92,919 | |||||||||
Sangamo Biosciences Inc | 21,979 | 195,127 | 200,671 | |||||||||
Sanmina Corp | 8,291 | 112,835 | 170,622 | |||||||||
Saul Centers Inc REIT | 4,512 | 224,467 | 231,326 | |||||||||
Schweitzer Mauduit Intl Inc | 16,954 | 699,004 | 711,895 | |||||||||
Sciclone Pharmaceuticals Inc | 65,526 | 507,890 | 602,842 | |||||||||
Seaworld Entertainment Inc | 205,623 | 4,743,016 | 4,048,712 | |||||||||
Select Comfort Corporation | 20,877 | 533,647 | 446,966 | |||||||||
Select Medical Holdings Corp | 25,798 | 359,281 | 307,254 | |||||||||
Sensient Technologies Corp | 2,571 | 143,230 | 161,517 | |||||||||
Shake Shack Inc | 999 | 40,199 | 39,556 | |||||||||
Shenandoah Telecommunication | 6,892 | 275,866 | 296,711 | |||||||||
Shoretel Inc | 74,816 | 660,463 | 662,120 | |||||||||
Silver Bay Realty Trust Corp REIT | 14,280 | 215,342 | 223,624 | |||||||||
SL Inds Inc | 2,907 | 129,982 | 92,667 | |||||||||
SLM Corp | 522,510 | 4,549,630 | 3,406,764 | |||||||||
Smith and Wesson Holding Corp | 28,268 | 495,766 | 621,335 | |||||||||
Sorrento Therapeutics Inc | 18,979 | 245,208 | 165,304 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Spark Energy Inc | 4,795 | 68,527 | 99,344 | |||||||||
Spartannash Co | 6,007 | 170,416 | 129,997 | |||||||||
Spirit Aerosystems Hold | 90,690 | 3,418,797 | 4,540,824 | |||||||||
Spok Holdings Inc | 6,692 | 99,907 | 122,606 | |||||||||
Spx Flow Inc | 45,993 | 2,449,462 | 1,283,672 | |||||||||
Stancorp Financial Group | 3,992 | 252,564 | 454,553 | |||||||||
Standex International Corp5 | 699 | 56,058 | 58,140 | |||||||||
Stanley Black & Decker Inc | 48,787 | 2,998,852 | 5,207,012 | |||||||||
Starz | 13,603 | 434,416 | 455,690 | |||||||||
* | State Street Corp | 110,178 | 3,936,653 | 7,311,421 | ||||||||
Stepan Co | 3,796 | 197,563 | 188,610 | |||||||||
Steven Madden Ltd | 16,146 | 528,737 | 487,927 | |||||||||
Sucampo Pharmaceuticals | 15,882 | 269,944 | 274,602 | |||||||||
Summit Hotel Properties Inc REIT | 3,596 | 43,404 | 42,972 | |||||||||
Sykes Enterprises Inc | 27,723 | 510,707 | 853,308 | |||||||||
Symetra Financial Corp | 21,877 | 443,347 | 695,045 | |||||||||
Synnex Corp | 14,098 | 773,854 | 1,267,846 | |||||||||
Target Corp | 36,914 | 2,124,539 | 2,680,349 | |||||||||
Teletech Holdings Inc | 21,749 | 575,761 | 607,002 | |||||||||
Teradyne Inc | 15,870 | 301,535 | 328,036 | |||||||||
Terex Corp | 23,065 | 834,792 | 426,242 | |||||||||
Tessera Technologies Inc | 5,194 | 185,262 | 155,877 | |||||||||
Tetra Tech Inc | 15,097 | 376,684 | 392,824 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Texas Instruments Inc | 84,903 | 2,451,703 | 4,653,530 | |||||||||
Thermon Group Holdings Inc | 70,415 | 1,571,858 | 1,191,418 | |||||||||
Thor Industries Inc | 17,059 | 1,059,588 | 957,852 | |||||||||
Timken Co | 62,478 | 2,101,060 | 1,786,238 | |||||||||
Trevena Inc | 35,860 | 373,182 | 376,526 | |||||||||
Trueblue Inc | 8,091 | 196,361 | 208,422 | |||||||||
Tupperware Brands Corp | 44,442 | 2,884,899 | 2,473,198 | |||||||||
Tutor Perini Corp | 11,824 | 280,660 | 197,929 | |||||||||
Two Harbors Investment Corp REIT | 73,410 | 750,064 | 594,624 | |||||||||
Tyco International Plc | 80,613 | 2,859,253 | 2,570,745 | |||||||||
Tyler Technologies Inc | 899 | 155,480 | 156,712 | |||||||||
Ultragenyx Pharmaceutical In | 300 | 29,229 | 33,616 | |||||||||
United Fire Group Inc | 2,697 | 92,344 | 103,321 | |||||||||
United Online Inc When Issue | 18,200 | 211,451 | 214,572 | |||||||||
United Technologies Corp | 46,352 | 4,430,472 | 4,453,077 | |||||||||
Unitedhealth Group Inc | 32,824 | 1,491,559 | 3,861,394 | |||||||||
Universal Corp | 4,747 | 251,293 | 266,193 | |||||||||
Verizon Communications Inc | 86,907 | 3,659,686 | 4,016,855 | |||||||||
Virtus Investment Partners | 11,293 | 1,889,470 | 1,326,511 | |||||||||
Vwr Corp | 10,688 | 276,292 | 302,577 | |||||||||
Wabash National Corp | 66,825 | 903,379 | 790,538 | |||||||||
Walker & Dunlop Inc | 37,643 | 634,572 | 1,084,485 | |||||||||
Washington Federal Inc | 21,455 | 470,620 | 511,269 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Web.Com Group Inc | 35,960 | 868,808 | 719,551 | |||||||||
Weis Markets Inc | 3,196 | 132,591 | 141,601 | |||||||||
Wells Fargo & Co | 109,646 | 3,532,217 | 5,978,220 | |||||||||
Wesco International Inc | 13,142 | 936,035 | 574,052 | |||||||||
Western Refining Inc | 13,300 | 550,957 | 473,747 | |||||||||
Woodward Inc | 42,570 | 1,971,316 | 2,114,032 | |||||||||
World Fuel Services Corp | 39,691 | 1,749,445 | 1,526,529 | |||||||||
Xo Group Inc | 16,382 | 272,947 | 263,088 | |||||||||
Yrc Worldwide Inc | 27,070 | 408,775 | 383,846 | |||||||||
Zagg Inc | 47,941 | 374,398 | 524,475 | |||||||||
Zeltiq Aesthetics Inc | 10,089 | 336,656 | 287,829 | |||||||||
Zix Corp | 116,769 | 581,013 | 593,177 | |||||||||
Total U.S. equities | 1,336,225,340 | 1,003,097,313 | ||||||||||
Non-U.S. equities: | ||||||||||||
3I Group Plc | 28,368 | 182,172 | 201,367 | |||||||||
58.Com Inc | 12,875 | 582,375 | 849,248 | |||||||||
Aalberts Industries Nv | 19,958 | 533,325 | 689,204 | |||||||||
Abcam Plc | 122,038 | 833,857 | 1,196,146 | |||||||||
Adani Ports And Special Econ | 37,294 | 188,399 | 146,963 | |||||||||
Advantech Co Ltd | 60,502 | 411,356 | 389,567 | |||||||||
Afreecatv Co Ltd | 26,873 | 815,107 | 641,721 | |||||||||
Aia Group Ltd | 217,324 | 1,296,741 | 1,306,720 | |||||||||
Air Arabia Pjsc | 2,109,337 | 804,891 | 781,023 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
AIR Water Inc | 37,927 | 579,327 | 616,693 | |||||||||
Airports Of Thailand Pcl | 48,350 | 407,943 | 464,886 | |||||||||
Ajisen China Holdings Ltd | 277,465 | 219,554 | 123,156 | |||||||||
Alibaba Group Holding | 30,406 | 2,522,620 | 2,471,125 | |||||||||
Altisource Portfolio Sol | 5,594 | 151,763 | 155,561 | |||||||||
Altran Technologies Sa | 50,373 | 515,286 | 675,246 | |||||||||
Amadeus It Holding | 21,740 | 830,765 | 960,829 | |||||||||
Ambev | 277,220 | 1,764,827 | 1,236,402 | |||||||||
Ambu | 41,054 | 752,691 | 1,251,971 | |||||||||
Amorepacific Corp | 1,288 | 377,249 | 455,309 | |||||||||
Anadolu Hayat Emeklilik | 336,555 | 657,293 | 697,590 | |||||||||
Anta Sports Products Ltd | 55,826 | 159,534 | 153,429 | |||||||||
Apollo Hospitals Enterprise | 7,315 | 109,535 | 161,926 | |||||||||
Argo Group International | 1,252 | 61,356 | 74,895 | |||||||||
Ashikaga Holdings Co Ltd | 185,043 | 751,551 | 727,591 | |||||||||
Ashmore Group Plc | 605,340 | 3,544,489 | 2,285,461 | |||||||||
Asian Paints Ltd | 18,363 | 233,663 | 244,967 | |||||||||
Aspen Insurance Holdings Ltd | 40,745 | 1,859,724 | 1,967,991 | |||||||||
Aspen Insurance Holdings Ltd | 14,883 | 726,012 | 718,861 | |||||||||
Aspen Pharmacare Holdings Ltd | 19,500 | 535,910 | 389,465 | |||||||||
Assured Guaranty Ltd | 11,523 | 279,243 | 304,554 | |||||||||
Astra International Tbk | 810,577 | 367,052 | 352,808 | |||||||||
Aurobindo Pharma Ltd | 20,303 | 255,923 | 268,423 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Auto Trader Group Plc | 113,890 | 468,882 | 745,307 | |||||||||
Autohome Inc | 21,059 | 778,794 | 735,395 | |||||||||
Avanza Bank Holding Ab | 21,400 | 735,689 | 932,842 | |||||||||
AVG Technologies | 16,881 | 383,330 | 338,464 | |||||||||
Avichina Industry | 199,379 | 219,412 | 156,928 | |||||||||
Axiare Patrimonio Socimi Sa REIT | 98,328 | 1,242,974 | 1,409,935 | |||||||||
Axis Bank Ltd Depository Receipt | 39,692 | 1,616,535 | 1,335,651 | |||||||||
Axis Capital Holdings Ltd25 | 34,984 | 1,759,910 | 1,966,781 | |||||||||
Ayala Land Inc | 550,487 | 451,567 | 403,023 | |||||||||
Baidu Inc | 8,410 | 1,631,791 | 1,589,808 | |||||||||
Banca Generali Spa | 20,667 | 564,871 | 655,113 | |||||||||
Banca Transilvania | 709,767 | 376,338 | 414,370 | |||||||||
Banco Bradesco | 126,649 | 751,925 | 609,181 | |||||||||
Banco Santander Chile | 16,078 | 394,281 | 283,615 | |||||||||
Bangkok Airways | 1,349,001 | 764,183 | 865,970 | |||||||||
Bangkok Dusit Med Service | 502,636 | 322,573 | 311,485 | |||||||||
Bank Negara Indonesia Perser | 2,762,402 | 1,125,102 | 999,955 | |||||||||
Bank Of The Ryukyus Ltd | 41,819 | 662,904 | 593,770 | |||||||||
Bank Rakyat Indonesia Perser | 1,020,102 | 746,350 | 845,460 | |||||||||
Baron De Ley | 3,199 | 302,281 | 385,714 | |||||||||
BB Seguridade Participacoes | 61,186 | 584,089 | 376,277 | |||||||||
Bdo Unibank Inc | 186,450 | 439,654 | 416,050 | |||||||||
BEC World Pcl | 597,948 | 729,332 | 506,806 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Bec World Public Co Ltd | 2,695 | 2,285 | 2,284 | |||||||||
Beijing Enterprises Water Gr | 456,579 | 222,837 | 321,072 | |||||||||
Bharti Infratel Ltd | 43,519 | 272,933 | 279,966 | |||||||||
Bidvest Group Ltd | 10,010 | 252,670 | 212,018 | |||||||||
Bim Birlesik Magazalar | 10,717 | 219,428 | 188,533 | |||||||||
Binggrae Co Ltd | 4,946 | 413,871 | 288,971 | |||||||||
Biomerieux | 3,488 | 361,585 | 416,446 | |||||||||
Booker Group Plc | 114,701 | 335,189 | 306,840 | |||||||||
BP Plc Spons | 140,175 | 5,640,148 | 4,381,860 | |||||||||
BR Malls Participacoes Sa | 61,581 | 419,040 | 172,778 | |||||||||
Brasil Brokers Participacoes | 315,392 | 285,013 | 104,433 | |||||||||
Brenntag Ag | 15,210 | 754,799 | 797,696 | |||||||||
BRF Sa | 18,144 | 392,217 | 254,067 | |||||||||
Britannia Industries Ltd | 6,175 | 298,091 | 278,142 | |||||||||
BT Investment Management Ltd | 99,971 | 548,719 | 935,362 | |||||||||
Bursa Malaysia Bhd | 205,604 | 498,171 | 399,858 | |||||||||
Byggmax Group Ab | 53,252 | 355,824 | 549,541 | |||||||||
Cairn Homes Plc | 234,498 | 297,934 | 304,409 | |||||||||
Carnival Corp | 109,346 | 4,174,824 | 5,957,181 | |||||||||
Central Pattana Pub Co | 226,894 | 313,748 | 296,346 | |||||||||
Cetip Sa Mercados Organizado | 32,506 | 359,574 | 308,112 | |||||||||
China Construction Bank | 3,172,126 | 3,010,538 | 2,173,376 | |||||||||
China Everbright Intl Ltd | 211,342 | 350,038 | 271,331 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
China Machinery Engineering | 373,836 | 271,360 | 274,463 | |||||||||
China Mengniu Dairy Co | 125,609 | 358,393 | 204,860 | |||||||||
China Mobile Ltd | 73,770 | 943,411 | 832,875 | |||||||||
China Overseas Land and Invest | 261,187 | 844,329 | 913,294 | |||||||||
China Pacific Insurance | 552,879 | 2,665,958 | 2,272,111 | |||||||||
China Petroleum + Chemical H | 1,256,090 | 764,246 | 760,123 | |||||||||
China Resources Land Ltd | 203,367 | 594,865 | 593,033 | |||||||||
China Vanke Co Ltd H | 321,898 | 675,190 | 951,138 | |||||||||
Chugoku Marine Paints Ltd | 110,787 | 939,787 | 821,494 | |||||||||
Cielo Sa | 45,159 | 542,156 | 383,420 | |||||||||
CJ Cheiljedang Corp | 1,731 | 627,071 | 557,184 | |||||||||
Cochlear Ltd | 10,211 | 618,115 | 710,088 | |||||||||
Computer Modelling Group Ltd | 22,956 | 238,552 | 148,400 | |||||||||
Concentric Ab | 88,058 | 1,012,803 | 1,117,619 | |||||||||
Convenience Retail Asia Ltd | 670,708 | 459,265 | 301,164 | |||||||||
Cosan Ltd | 353,917 | 1,705,001 | 1,305,955 | |||||||||
Coway Co Ltd | 3,711 | 271,484 | 266,200 | |||||||||
Cp All Pcl | 298,770 | 413,225 | 325,878 | |||||||||
Credicorp Ltd | 5,703 | 800,420 | 555,040 | |||||||||
Credit Saison Co Ltd | 27,148 | 508,827 | 541,848 | |||||||||
Credito Real Sab De Cv | 153,622 | 421,692 | 388,788 | |||||||||
CRH Plc Sponsored | 174,794 | 3,755,394 | 5,037,572 | |||||||||
Cspc Pharmaceutical Group Ltd | 638,769 | 664,245 | 652,768 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Ctrip.Com International | 8,441 | 430,890 | 391,059 | |||||||||
CTS Eventim Ag & Co Kgaa | 21,294 | 610,850 | 849,857 | |||||||||
Cub Elecparts Inc | 15,050 | 167,911 | 180,069 | |||||||||
Cyfrowy Polsat Sa | 100,520 | 577,953 | 531,498 | |||||||||
Dabur India Ltd | 43,377 | 181,169 | 181,163 | |||||||||
Daiichikosho Co Ltd | 17,067 | 463,284 | 681,720 | |||||||||
Dali Foods Group Co Ltd | 410,722 | 276,572 | 233,179 | |||||||||
DCC Plc | 13,334 | 775,270 | 1,112,385 | |||||||||
Delphi Automotive Plc | 27,037 | 1,165,629 | 2,317,903 | |||||||||
Delta Electronics Inc | 160,691 | 792,840 | 760,722 | |||||||||
Descartes Systems Grp | 30,641 | 472,620 | 614,099 | |||||||||
Descente Ltd | 998 | 11,774 | 12,794 | |||||||||
Dfs Furniture Plc | 165,561 | 656,846 | 811,124 | |||||||||
Direct Line Insurance Group | 109,484 | 583,259 | 657,577 | |||||||||
Discovery Ltd | 19,396 | 141,634 | 166,413 | |||||||||
DKSH Holding Ltd | 13,435 | 967,130 | 850,264 | |||||||||
Doctor Reddy S Lab | 6,462 | 362,070 | 299,121 | |||||||||
Dometic Group Ab | 69,442 | 426,957 | 447,265 | |||||||||
DP World Ltd | 65,244 | 1,368,321 | 1,324,452 | |||||||||
Dubai Islamic Bank | 138,131 | 295,893 | 232,412 | |||||||||
Dufry Ag Reg | 6,645 | 977,125 | 796,627 | |||||||||
E.Sun Financial Holding Co | 533,514 | 298,983 | 311,042 | |||||||||
Eaton Corp Plc | 45,594 | 2,378,773 | 2,372,721 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Ebiquity Plc | 173,727 | 334,699 | 357,199 | |||||||||
Eclat Textile Company Ltd | 16,947 | 263,908 | 233,981 | |||||||||
Edenred | 27,274 | 656,444 | 517,013 | |||||||||
Edita Food Industries | 29,184 | 472,416 | 539,900 | |||||||||
Eicher Motors Ltd | 497 | 152,049 | 126,701 | |||||||||
Emaar Malls Group Pjsc | 269,250 | 229,039 | 202,322 | |||||||||
Emaar Properties Pjsc | 535,208 | 1,146,204 | 829,114 | |||||||||
Eo Technics Co Ltd | 6,512 | 626,016 | 693,151 | |||||||||
Erste Group Bank Ag | 38,801 | 1,122,312 | 1,218,550 | |||||||||
Essent Group Ltd5 | 15,808 | 346,212 | 346,042 | |||||||||
Eurofins Scientific | 4,272 | 1,125,654 | 1,493,520 | |||||||||
Eva Precision Industrial Hld | 3,112,313 | 810,532 | 554,182 | |||||||||
Everest Re Group Ltd | 8,374 | 1,302,374 | 1,533,119 | |||||||||
Exova Group Plc | 253,324 | 688,258 | 540,459 | |||||||||
Feng Tay Enterprise Co Ltd | 23,926 | 134,672 | 122,370 | |||||||||
Ferroglobe Plc | 21,985 | 436,749 | 236,342 | |||||||||
Fibra Uno Administracion Sa REIT | 183,830 | 533,477 | 404,356 | |||||||||
First Gulf Bank | 59,204 | 166,362 | 203,901 | |||||||||
Firstrand Ltd | 96,200 | 363,989 | 263,043 | |||||||||
Fisher & Paykel Healthcare C | 204,188 | 837,139 | 1,244,103 | |||||||||
Flybe Group Plc | 402,911 | 731,010 | 543,373 | |||||||||
Fomento Economico Mex Sp | 6,253 | 578,315 | 577,422 | |||||||||
Fresh Del Monte Produce | 69 | 1,862 | 2,680 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Fubon Financial Holding Co | 179,790 | 240,223 | 246,311 | |||||||||
Fufeng Group Ltd | 1,722,681 | 872,379 | 777,970 | |||||||||
Fujitec Co Ltd | 88,529 | 906,443 | 918,448 | |||||||||
Fujitsu General Ltd | 50,902 | 650,746 | 656,294 | |||||||||
Geely Automobile Holdings Ltd | 378,821 | 202,507 | 201,871 | |||||||||
Georgia Healthcare Group Plc | 129,750 | 368,027 | 296,420 | |||||||||
Global Indemnity Plc | 9,488 | 255,847 | 275,351 | |||||||||
Great Wall Motor Company | 460,068 | 587,206 | 537,230 | |||||||||
Greencross Ltd | 98,206 | 423,814 | 478,712 | |||||||||
Grifols Sa | 17,000 | 693,027 | 787,264 | |||||||||
Grifols Sa B Preference | 3,600 | 127,854 | 116,990 | |||||||||
Grupo Aeroport Del Pacific | 18,144 | 146,961 | 159,930 | |||||||||
Grupo Aeroportuario Sur | 1,925 | 291,308 | 270,791 | |||||||||
Grupo Fin Santander | 48,464 | 374,273 | 420,184 | |||||||||
Grupo Fin Santander | 101,883 | 188,257 | 178,032 | |||||||||
Grupo Financiero Inbursa O | 96,300 | 266,494 | 174,020 | |||||||||
Grupo Lala Sab De Cv | 150,410 | 362,115 | 347,305 | |||||||||
GS Retail Co Ltd | 11,281 | 270,326 | 517,617 | |||||||||
Haier Electronics Group Co | 322,678 | 532,092 | 654,503 | |||||||||
Havas Sa | 48,619 | 424,549 | 409,687 | |||||||||
Hays Plc | 338,122 | 669,727 | 727,103 | |||||||||
HDFC Bank Limited | 61,004 | 703,879 | 997,413 | |||||||||
Hikari Tsushin Inc | 14,173 | 987,206 | 971,983 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Hindustan Unilever Ltd | 22,664 | 335,660 | 295,038 | |||||||||
Hoshino Resorts Reit Inc REIT | 64 | 637,104 | 666,939 | |||||||||
Hotel Shilla Co Ltd | 1,342 | 139,252 | 88,459 | |||||||||
Housing Development Finance | 46,259 | 776,263 | 883,488 | |||||||||
Huaneng Renewables Corp H | 1,038,835 | 440,321 | 310,974 | |||||||||
Huhtamaki Oyj | 15,838 | 451,835 | 576,379 | |||||||||
Huntsworth Plc | 307,099 | 245,677 | 178,790 | |||||||||
Icici Bank Ltd | 165,766 | 1,693,800 | 1,297,948 | |||||||||
Icon Plc | 6,295 | 285,037 | 489,115 | |||||||||
Iguatemi Emp De Shopping | 34,633 | 308,126 | 165,539 | |||||||||
Ihh Healthcare Bhd | 103,378 | 173,000 | 158,432 | |||||||||
IMCD Group Nv | 20,661 | 627,686 | 764,564 | |||||||||
Indusind Bank Ltd | 39,953 | 418,402 | 582,172 | |||||||||
Indutrade Ab | 7,740 | 295,392 | 441,144 | |||||||||
Infosys Ltd | 54,138 | 970,287 | 905,905 | |||||||||
Infraestructura Energetica N | 41,172 | 211,330 | 171,661 | |||||||||
Integrated Diagnostics Holding | 173,217 | 981,154 | 856,557 | |||||||||
Intermediate Capital Group | 73,163 | 565,094 | 676,126 | |||||||||
Interpark Corp | 31,065 | 623,742 | 605,380 | |||||||||
Intertrust Nv | 20,638 | 366,761 | 454,215 | |||||||||
Intl Container Term Svcs Inc | 60,153 | 139,677 | 89,868 | |||||||||
Investec Plc | 121,987 | 1,037,603 | 861,945 | |||||||||
Invincible Investment Corp REIT | 1,335 | 684,815 | 781,529 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
IP Group Plc | 175,369 | 590,529 | 529,877 | |||||||||
IQU Plc | 2,065,662 | 545,445 | 532,801 | |||||||||
Itau Unibanco Holding S Pref Preference | 106,369 | 780,575 | 707,916 | |||||||||
Ituran Location And Control | 75,601 | 1,649,637 | 1,431,126 | |||||||||
Japan Securities Finance Co | 147,915 | 932,827 | 761,124 | |||||||||
Jin Co Ltd | 5,489 | 134,622 | 204,436 | |||||||||
JP Morgan Structured Products | 471,632 | 1,830,295 | 2,054,644 | |||||||||
Jupiter Fund Management | 172,137 | 1,021,614 | 1,146,023 | |||||||||
Just Eat Plc | 112,343 | 712,491 | 817,477 | |||||||||
Kadokawa Dwango Corp | 32,238 | 430,343 | 487,474 | |||||||||
Kakaku.Com Inc | 26,449 | 386,680 | 526,364 | |||||||||
Kalbe Farma Tbk Pt | 1,133,671 | 125,967 | 108,556 | |||||||||
Kangwon Land Inc | 8,095 | 295,664 | 265,098 | |||||||||
Kasikornbank Pcl | 73,870 | 465,446 | 308,947 | |||||||||
Kendrion Nv | 17,785 | 501,242 | 468,210 | |||||||||
KOC Holding As | 142,375 | 725,363 | 533,140 | |||||||||
Koito Manufacturing Co Ltd | 18,065 | 512,493 | 752,372 | |||||||||
Komercni Banka As | 868 | 194,210 | 172,785 | |||||||||
Korea Electric Power Corp | 20,455 | 876,481 | 872,258 | |||||||||
Korean Reinsurance Co | 124,823 | 1,319,438 | 1,506,328 | |||||||||
Laboratorios Farmaceuticos R | 42,457 | 477,045 | 662,301 | |||||||||
Largan Precision Co Ltd | 19,938 | 1,656,724 | 1,377,877 | |||||||||
Leeno Industrial Inc | 9,146 | 343,509 | 365,840 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Lenta Ltd | 137,039 | 996,413 | 925,016 | |||||||||
Lg Chem Ltd | 891 | 254,153 | 249,685 | |||||||||
Lg Corp | 30,853 | 1,510,590 | 1,650,739 | |||||||||
LG Household & Health Care | 1,280 | 794,007 | 1,146,234 | |||||||||
Lig Nex1 Co Ltd | 10,178 | 637,850 | 898,438 | |||||||||
Lindab International Ab | 56,007 | 445,869 | 417,864 | |||||||||
Lippo Karawaci Tbk | 1,482,486 | 137,675 | 111,307 | |||||||||
Livanova Plc | 11,127 | 724,574 | 693,983 | |||||||||
Lojas Renner S.A. | 38,979 | 267,505 | 168,477 | |||||||||
Lupin Ltd | 17,025 | 542,707 | 471,508 | |||||||||
Luthai Textile Co Ltd | 619,407 | 913,462 | 859,160 | |||||||||
Luxoft Holding Inc | 11,578 | 456,270 | 892,988 | |||||||||
Mabuchi Motor Co Ltd | 10,480 | 468,991 | 578,461 | |||||||||
Macquarie Bank Ltd | 251,218 | 671,690 | 669,923 | |||||||||
Magicjack Vocaltec Ltd | 11,987 | 90,137 | 113,273 | |||||||||
Magnit Pjsc Spon Gdr | 5,969 | 324,572 | 240,090 | |||||||||
Maiden Holdings Ltd | 45,303 | 567,428 | 675,468 | |||||||||
Mail.Ru Group | 26,552 | 670,809 | 598,744 | |||||||||
Majestic Wine Plc | 100,356 | 581,124 | 443,743 | |||||||||
Major Cineplex Group | 825,410 | 612,266 | 808,551 | |||||||||
Maruti Suzuki India Ltd | 3,702 | 132,894 | 258,561 | |||||||||
Matahari Department Store | 112,649 | 140,303 | 143,825 | |||||||||
Mayora Indah Pt | 288,644 | 714,864 | 638,639 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Mccarthy + Stone Plc | 162,571 | 493,457 | 608,617 | |||||||||
Mediatek Inc | 50,842 | 421,312 | 386,959 | |||||||||
Medtronic PLC | 63,453 | 4,746,264 | 4,880,784 | |||||||||
Medy Tox Inc | 341 | 141,017 | 149,105 | |||||||||
Mellanox Technologies Ltd | 4,395 | 192,440 | 185,208 | |||||||||
Mersen (Ex Carbon Lorraine) | 28,947 | 726,578 | 534,571 | |||||||||
Metawater Co Ltd | 41,320 | 854,951 | 1,018,798 | |||||||||
Minth Group Ltd | 269,481 | 527,731 | 535,474 | |||||||||
Miraca Holdings Inc | 11,178 | 476,556 | 497,151 | |||||||||
Miura Co Ltd | 32,438 | 444,941 | 464,606 | |||||||||
Modern Dental Group Ltd | 682,874 | 373,781 | 362,137 | |||||||||
Moncler Spa | 31,458 | 451,739 | 441,518 | |||||||||
Motherson Sumi Systems Ltd | 72,208 | 355,613 | 320,568 | |||||||||
Multiplus Sa | 30,641 | 357,980 | 289,197 | |||||||||
Musashi Seimitsu Industry Co | 34,334 | 684,040 | 708,112 | |||||||||
Myob Group Ltd | 159,639 | 454,311 | 378,635 | |||||||||
Nabtesco Corp | 27,248 | 657,933 | 561,281 | |||||||||
Nakanishi Inc | 14,372 | 532,728 | 562,132 | |||||||||
Naspers Ltd N Shs | 30,920 | 3,817,661 | 4,230,253 | |||||||||
Navios Maritime Acquisition | 7,891 | 33,460 | 23,752 | |||||||||
Netease Inc | 4,374 | 544,739 | 792,813 | |||||||||
NHK Spring Co Ltd | 40,123 | 399,477 | 407,581 | |||||||||
Nibe Industrier Ab B Shs | 16,642 | 420,831 | 561,601 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Nifco Inc | 20,660 | 739,449 | 966,930 | |||||||||
Nihon Parkerizing Co Ltd | 91,623 | 921,299 | 946,739 | |||||||||
Nikkiso Co Ltd | 68,268 | 714,902 | 544,241 | |||||||||
Nippon Ceramic Co Ltd | 31,938 | 447,313 | 510,028 | |||||||||
Nippon Kayaku Co Ltd | 35,931 | 436,888 | 380,828 | |||||||||
Nippon Seiki Co Ltd | 55,892 | 1,216,296 | 1,289,805 | |||||||||
Nippon Soda Co Ltd | 80,844 | 417,070 | 487,236 | |||||||||
Nissan Chemical Industries | 29,743 | 539,857 | 684,630 | |||||||||
Norma Group Se | 24,644 | 1,067,158 | 1,369,299 | |||||||||
Obara Group Inc | 21,658 | 814,934 | 795,790 | |||||||||
Odontoprev S.A. | 88,330 | 309,733 | 210,987 | |||||||||
Orthofix International Nv | 17,469 | 541,830 | 684,973 | |||||||||
Osstem Implant Co Ltd | 10,052 | 529,481 | 694,369 | |||||||||
Oxford Instruments Plc | 69,810 | 981,901 | 789,183 | |||||||||
Pacific Textiles Holdings | 1,239,940 | 1,637,020 | 1,916,669 | |||||||||
Paddy Power Plc | 6,063 | 494,735 | 810,808 | |||||||||
Pakuwon Jati Tbk Pt | 24,195,290 | 755,397 | 870,574 | |||||||||
Partners Group Holding Ag | 3,581 | 970,031 | 1,292,380 | |||||||||
Paypoint Plc | 65,747 | 1,053,077 | 892,980 | |||||||||
Paysafe Group Plc | 161,526 | 763,204 | 885,036 | |||||||||
Pets At Home Group Plc | 168,623 | 705,022 | 685,456 | |||||||||
Ping An Insurance Group Co H | 278,633 | 1,415,224 | 1,542,337 | |||||||||
Pla Administradora Industria REIT | 714,975 | 1,411,123 | 1,151,666 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Playtech Plc | 113,193 | 1,302,729 | 1,388,902 | |||||||||
Polypipe Group Plc | 158,268 | 676,755 | 814,117 | |||||||||
Press Kogyo Co Ltd | 208,997 | 876,847 | 919,071 | |||||||||
Promotora Y Operadora De Inf | 22,829 | 306,384 | 268,219 | |||||||||
Ptt Pcl | 75,664 | 550,803 | 513,051 | |||||||||
Pure Technologies Ltd | 15,171 | 108,139 | 51,002 | |||||||||
Qatar National Bank | 6,013 | 290,788 | 288,918 | |||||||||
Raia Drogasil Sa | 21,234 | 264,880 | 190,428 | |||||||||
Rapala Vmc Oyj | 39,503 | 269,629 | 203,403 | |||||||||
Rathbone Brothers Plc | 13,400 | 428,592 | 434,512 | |||||||||
Rhodes Food Group Pty Ltd | 162,543 | 245,675 | 245,459 | |||||||||
Robinson Dept Store Pcl | 515,994 | 560,687 | 623,753 | |||||||||
Robinsons Retail Holdings Inc | 641,623 | 951,516 | 859,042 | |||||||||
Royal Caribbean Cruises Ltd | 57,467 | 2,012,099 | 5,816,197 | |||||||||
S and T Motiv Co Ltd | 8,367 | 492,795 | 612,237 | |||||||||
S.A.C.I. Falabella | 45,118 | 394,365 | 287,795 | |||||||||
SAIS Global Ltd | 596,568 | 2,056,379 | 1,818,597 | |||||||||
Samsonite International Sa | 198,218 | 638,024 | 597,200 | |||||||||
Samsung Card | 21,009 | 565,205 | 552,740 | |||||||||
Samsung Electronics | 303 | 248,489 | 281,979 | |||||||||
Samsung Electronics Co Ltd | 4,328 | 4,763,825 | 4,650,282 | |||||||||
Sanlam Ltd | 439,052 | 1,782,713 | 1,715,352 | |||||||||
Sanofi | 100,966 | 4,378,127 | 4,306,185 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Sanwa Holdings Corp | 119,071 | 869,185 | 954,188 | |||||||||
Sapiens International Corp | 22,901 | 262,463 | 233,593 | |||||||||
Sartorius Ag Vorzug Preference | 2,948 | 372,122 | 770,104 | |||||||||
Savills Plc | 56,252 | 836,338 | 734,577 | |||||||||
Scout24 Ag | 17,378 | 584,670 | 621,532 | |||||||||
Seadrill Ltd | 32,325 | 1,049,559 | 109,582 | |||||||||
Security Bank Corp | 395,997 | 1,349,064 | 1,195,019 | |||||||||
Semiconductor Manufacturing | 3,141,223 | 338,264 | 320,196 | |||||||||
Seria Co Ltd | 15,171 | 633,053 | 740,284 | |||||||||
Seven Generations Energy A | 19,063 | 349,715 | 184,992 | |||||||||
SFS Group Ag | 8,330 | 591,493 | 582,514 | |||||||||
Shanghai Fosun Pharmaceuti | 18,443 | 57,914 | 53,423 | |||||||||
Shenzhou International Group | 27,913 | 142,854 | 160,452 | |||||||||
Sims Metal Management Ltd | 47,671 | 441,007 | 251,106 | |||||||||
Sina Corp | 13,674 | 532,633 | 675,479 | |||||||||
Sino Biopharmaceutical | 846,369 | 637,092 | 768,816 | |||||||||
Sino Biopharmaceutical | 161,497 | 125,370 | 146,699 | |||||||||
Sinopharm Group Co H | 50,244 | 213,750 | 201,619 | |||||||||
SK Hynix Inc | 68,541 | 2,843,625 | 1,797,472 | |||||||||
Skylark Co Ltd | 50,503 | 576,528 | 658,703 | |||||||||
Soufun Holdings Ltd | 86,833 | 611,044 | 641,694 | |||||||||
Spie Sa | 25,181 | 494,237 | 464,208 | |||||||||
Spirax Sarco Engineering Plc | 10,603 | 549,453 | 513,039 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Stabilus Sa | 21,617 | 695,076 | 905,384 | |||||||||
Steinhoff International | 72,121 | 450,674 | 365,408 | |||||||||
Sumitomo Seika Chemicals Co | 104,798 | 672,464 | 643,799 | |||||||||
Sunny Optical Tech | 203,608 | 353,819 | 468,157 | |||||||||
Surya Citra Media Pt Tbk | 1,778,374 | 546,213 | 399,924 | |||||||||
Suzano Papel E Celulo | 196,189 | 912,124 | 926,832 | |||||||||
Taiwan Semiconductor | 81,296 | 1,699,284 | 1,849,483 | |||||||||
Taiwan Semiconductor Manufac | 461,563 | 2,088,085 | 2,009,424 | |||||||||
Taiwan Semiconductor Manufacture | 126,606 | 547,507 | 551,181 | |||||||||
Taiyo Holdings Co Ltd | 11,877 | 403,032 | 461,578 | |||||||||
Takkt Ag | 24,506 | 421,702 | 491,018 | |||||||||
Tal Education Group | 16,868 | 527,209 | 783,833 | |||||||||
Tata Motors Ltd | 192,681 | 1,099,554 | 1,140,542 | |||||||||
Tav Havalimanlari Holding As | 23,296 | 194,308 | 145,182 | |||||||||
Tecan Group Ag Reg | 6,073 | 679,711 | 988,352 | |||||||||
Ted Baker Plc | 23,351 | 719,953 | 1,028,382 | |||||||||
Tele Columbus Ag | 77,351 | 729,295 | 785,646 | |||||||||
Telecom Argentina | 33,046 | 549,325 | 531,051 | |||||||||
Telekomunikasi Indonesia Per | 1,870,279 | 409,935 | 421,271 | |||||||||
Temp Holdings Co Ltd | 54,794 | 556,826 | 858,618 | |||||||||
Tencent Holdings Ltd | 100,083 | 1,553,139 | 1,971,929 | |||||||||
Tenedora Nemak Sa De Cv | 170,569 | 219,551 | 230,208 | |||||||||
Teva Pharmaceutical | 77,720 | 3,309,211 | 5,101,515 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Tfs Corporation Ltd | 480,752 | 619,917 | 552,638 | |||||||||
Thai Beverage Pcl | 337,948 | 172,450 | 164,370 | |||||||||
Thule Group Ab | 43,521 | 490,930 | 597,534 | |||||||||
Tofas Turk Otomobil Fabrika | 31,698 | 201,181 | 205,795 | |||||||||
Tokyo Tatemono Co Ltd | 33,236 | 523,049 | 365,528 | |||||||||
Tong Ren Tang Technologies | 375,277 | 632,767 | 613,021 | |||||||||
Totvs Sa | 18,165 | 259,160 | 142,473 | |||||||||
Travelsky Technology Ltd H | 570,900 | 645,793 | 942,888 | |||||||||
Tucows Inc | 15,383 | 397,950 | 324,575 | |||||||||
Tupras Turkiye Petrol Rafine | 6,135 | 152,078 | 146,287 | |||||||||
Turk Hava Yollari Ao | 304,486 | 714,562 | 770,904 | |||||||||
UACJ Corp | 271,477 | 918,691 | 643,177 | |||||||||
Ultrapar Participacoes Sa | 11,499 | 263,025 | 175,704 | |||||||||
Uniqure Nv | 2,474 | 64,843 | 40,924 | |||||||||
Universal Robina Corp | 66,213 | 233,004 | 261,728 | |||||||||
Ushio Inc | 39,025 | 420,414 | 544,359 | |||||||||
Veda Group Ltd | 239,769 | 482,046 | 488,443 | |||||||||
Victrex Plc | 56,780 | 1,567,446 | 1,509,722 | |||||||||
Vodafone Group Plc | 97,991 | 4,657,012 | 3,161,176 | |||||||||
Volution Group Plc | 304,616 | 779,523 | 855,295 | |||||||||
Vostok New Ventures Ltd | 45,281 | 300,691 | 292,720 | |||||||||
VT Holdings Co Ltd | 123,263 | 462,868 | 740,835 | |||||||||
Walmart De Mexico Sab De Cv | 539,321 | 1,303,025 | 1,358,362 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Wandisco Plc | 57,552 | 276,037 | 72,950 | |||||||||
WEG Sa | 35,250 | 203,014 | 133,205 | |||||||||
Weifu High Technology Grou B | 196,853 | 698,630 | 506,727 | |||||||||
Wirecard Ag | 22,580 | 835,119 | 1,140,607 | |||||||||
X 5 Retail Group | 25,327 | 439,642 | 479,950 | |||||||||
Xaar Plc | 65,224 | 482,992 | 403,763 | |||||||||
Xchanging Plc | 303,560 | 913,741 | 863,515 | |||||||||
Xinjiang Goldwind | 129,796 | 277,094 | 249,203 | |||||||||
Xinyi Solar Holdings Ltd | 496,455 | 221,773 | 202,421 | |||||||||
XXL Asa | 82,277 | 830,720 | 948,138 | |||||||||
Yellow Hat Ltd | 23,255 | 509,558 | 480,009 | |||||||||
Yes Bank Ltd | 51,228 | 644,870 | 562,133 | |||||||||
Yoox Spa | 14,246 | 344,521 | 534,659 | |||||||||
Yougov Plc | 289,237 | 511,039 | 620,286 | |||||||||
Total Non-U.S. equities | 278,209,615 | 286,220,761 | ||||||||||
Mutual funds: | ||||||||||||
DFA Emerging Markets Portfolio | 3,865,845 | 94,195,599 | 76,543,736 | |||||||||
DFA International Value Portfolio | 16,769,780 | 215,922,277 | 203,920,522 | |||||||||
Dodge & Cox International Stock Fund | 6,222,178 | 215,834,443 | 226,985,058 | |||||||||
Ishares Msci India Etf | 119,283 | 3,454,801 | 3,285,046 | |||||||||
Legg Mason Bw Global Opportunities | 4,839,495 | 54,486,775 | 47,185,074 | |||||||||
T Rowe Price International Discovery Fund | 8,980,838 | 84,740,875 | 73,193,828 | |||||||||
Vinacapital Vietnam Opportunity | 312,350 | 816,997 | 744,954 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Western Asset High Yield Fund | 10,000,644 | 85,911,937 | 73,104,709 | |||||||||
Total mutual funds | 755,363,704 | 704,962,927 | ||||||||||
Collective trust funds: | ||||||||||||
AEW Capital Management REIT Fund | 8,664,779 | 123,215,487 | 158,478,812 | |||||||||
BFA Lifepath Index 2020 Fund | 10,779,167 | 153,737,655 | 180,705,187 | |||||||||
BFA Lifepath Index 2025 Fund | 13,000,313 | 173,593,848 | 206,589,281 | |||||||||
BFA Lifepath Index 2030 Fund | 13,246,237 | 190,081,978 | 225,900,003 | |||||||||
BFA Lifepath Index 2035 Fund | 12,844,324 | 173,452,205 | 204,232,455 | |||||||||
BFA Lifepath Index 2040 Fund | 11,625,696 | 169,869,527 | 199,266,753 | |||||||||
BFA Lifepath Index 2045 Fund | 16,834,401 | 224,058,907 | 265,608,123 | |||||||||
BFA Lifepath Index 2050 Fund | 9,755,416 | 117,342,703 | 125,994,124 | |||||||||
BFA Lifepath Index 2055 Fund | 745,156 | 12,935,376 | 12,497,607 | |||||||||
BFA Lifepath Index Retirement | 11,597,767 | 182,314,148 | 193,567,889 | |||||||||
Citigroup Large Cap Growth Wellington Lrg Cap | 16,344,627 | 189,413,190 | 289,463,351 | |||||||||
* | SSgA Bloomberg Roll Select Commodity Index | 4,494,356 | 43,495,824 | 28,175,116 | ||||||||
* | SSgA Emg Mkts Indx NL SF CL A | 5,904,454 | 149,504,847 | 129,514,188 | ||||||||
* | SSgA Intl Indx SL SF CL I | 28,040,860 | 578,402,686 | 646,622,229 | ||||||||
* | SSgA Russell All Cap (R) Indx SL SF CL I | 18,846,726 | 389,574,068 | 699,590,452 | ||||||||
* | SSgA Russell Small Cap (R) Indx SL SF CL I | 10,685,533 | 256,693,983 | 456,475,286 | ||||||||
* | SSgA S&P 500 (R) Indx SL SF CL I | 3,710,270 | 1,096,039,304 | 1,751,525,676 | ||||||||
* | SSgA S&P Midcap (R) Indx SL SF CL I | 10,320,661 | 410,806,021 | 581,197,690 | ||||||||
* | SSgA U.S. Inflation Pro Bond Indx SL SF CL I | 7,794,986 | 109,766,043 | 114,391,424 | ||||||||
* | U.S. Diversified Bond BL SF CL A | 60,345,740 | 609,269,915 | 618,905,906 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Wellington CIF II Citigroup Emerging Markets Debt Portfolio | 4,502,828 | 57,212,242 | 55,925,121 | |||||||||
Total collective trust funds | 5,410,779,957 | 7,144,626,673 | ||||||||||
Guaranteed investment contracts (GICs): | ||||||||||||
Traditional GICs: | ||||||||||||
Principal Life Contract No. 6-18274 | 1.25 | % | 6,718,624 | 6,718,624 | 6,718,349 | |||||||
Total traditional GICs | 6,718,624 | 6,718,349 | ||||||||||
Separate Account GICs: | ||||||||||||
New York Life Contract No. 29038 | 2.33 | % | 134,180,933 | 134,180,933 | 135,834,071 | |||||||
Voya Retirement Ins & Annuity Co Contract 60385 | 1.32 | % | 56,582,089 | 56,582,089 | 56,166,262 | |||||||
Total separate account GICs | 190,763,022 | 192,000,333 | ||||||||||
Synthetic GICs: | ||||||||||||
American General Life Contract No. 725840 | 2.56 | % | ||||||||||
Abbvie Inc Sr Unsec | 3.60 | % | 5/14/2025 | 1,800,512 | 1,815,888 | 1,780,486 | ||||||
Abn Amro Bank Nv Sr Unsec 144A | 2.45 | % | 6/4/2020 | 810,230 | 809,096 | 804,594 | ||||||
Altria Group Inc Glbl Sr Unsec | 2.85 | % | 8/9/2022 | 1,845,524 | 1,841,741 | 1,801,845 | ||||||
American Express Glbl Sr Nt | 7.00 | % | 3/19/2018 | 1,800,512 | 2,265,332 | 1,997,787 | ||||||
Amgen Inc Sr Unsec | 3.13 | % | 5/1/2025 | 765,217 | 752,400 | 728,383 | ||||||
Anheuser-Busch Inbev Fin Sr Unsec | 3.70 | % | 2/1/2024 | 405,115 | 423,317 | 413,734 | ||||||
Anheuser-Busch Inbev Wor Glbl Co Gtd | 7.75 | % | 1/15/2019 | 1,305,371 | 1,725,777 | 1,509,545 | ||||||
AT&T Inc Sr Unsec | 3.40 | % | 5/15/2025 | 765,217 | 747,763 | 736,899 | ||||||
Baidu Inc Sr Unsec | 2.75 | % | 6/9/2019 | 1,395,397 | 1,397,671 | 1,389,812 | ||||||
Bank Of America Corp Sr Unsec | 4.00 | % | 4/1/2024 | 2,250,640 | 2,350,523 | 2,305,787 | ||||||
Bp Capital Markets Plc Co Gtd | 4.74 | % | 3/11/2021 | 1,125,320 | 1,260,865 | 1,236,765 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Brf Sa Sr Unsec 144A | 4.75 | % | 5/22/2024 | 360,102 | 356,051 | 332,194 | ||||||
Cash Collateral Fut Rdr Usd | 0.20 | % | 12/31/2060 | 72,020 | 72,020 | 72,020 | ||||||
Cash Collateral Lch Fob Usd | 0.10 | % | 12/31/2060 | 150,343 | 150,343 | 150,343 | ||||||
Chait 2015-A5 A | 1.36 | % | 4/15/2020 | 450,128 | 450,049 | 447,781 | ||||||
Cobb-Marietta Coliseu | 2.55 | % | 7/1/2021 | 562,660 | 562,660 | 560,375 | ||||||
Dominion Gas Hldgs Llc Sr Unsec | 2.80 | % | 11/15/2020 | 607,673 | 605,625 | 610,067 | ||||||
Energy Transfer Partners Sr Unsec | 4.15 | % | 10/1/2020 | 514,946 | 538,701 | 475,534 | ||||||
Enterprise Products Oper Sr Unsec | 3.70 | % | 2/15/2026 | 202,558 | 204,443 | 182,068 | ||||||
Fed Home Ln Mtge Glbl Nt (6Mmm) | 1.25 | % | 10/2/2019 | 4,051,151 | 4,014,797 | 3,998,114 | ||||||
FHLMC Gold 30Yr #Q3-7305 | 3.00 | % | 11/1/2045 | 1,827,411 | 1,831,266 | 1,826,948 | ||||||
Fin Fut Us 10Yr Cbt 03/21/16 | 6.00 | % | 3/22/2016 | (3,916,113 | ) | (4,944,705 | ) | (4,930,631 | ) | |||
Federal Natl Mtg Assn Nt (3.5Mmm) | 1.75 | % | 11/26/2019 | 4,051,151 | 4,100,681 | 4,074,243 | ||||||
Federal Natl Mtg Assn Pass Thru 20Yr #255075 | 5.50 | % | 2/1/2024 | 413,224 | 461,132 | 460,344 | ||||||
Federal Natl Mtg Assn Pass Pass Thru 20Yr #256600 | 5.50 | % | 2/1/2027 | 1,287 | 1,436 | 1,434 | ||||||
Federal Natl Mtg Assn Pass Thru 20Yr #257047 | 5.50 | % | 1/1/2028 | 61,023 | 68,098 | 67,982 | ||||||
Federal Natl Mtg Assn Pass Thru 20Yr #310164 | 5.50 | % | 1/1/2026 | 287,666 | 321,018 | 320,469 | ||||||
Federal Natl Mtg Assn Pass Thru 20Yr #888843 | 5.50 | % | 3/1/2027 | 86,869 | 96,940 | 96,774 | ||||||
Federal Natl Mtg Assn Pass Thru 20Yr #Ad0912 | 5.50 | % | 4/1/2029 | 211,885 | 236,450 | 236,046 | ||||||
Federal Natl Mtg Assn Pass Thru 20Yr #Ae0787 | 5.50 | % | 5/1/2028 | 93,067 | 103,856 | 103,698 | ||||||
Federal Natl Mtg Assn Pass Thru 20Yr #Al6938 | 5.50 | % | 4/1/2030 | 219,254 | 244,673 | 244,255 | ||||||
Federal Natl Mtg Assn Pass Thru 30Yr #357908 | 5.50 | % | 7/1/2035 | 17,232 | 19,230 | 19,345 | ||||||
Federal Natl Mtg Assn Pass Thru 30Yr #756202 | 5.50 | % | 12/1/2033 | 16,834 | 18,786 | 18,844 | ||||||
Federal Natl Mtg Assn Pass Thru 30Yr #802316 | 5.50 | % | 11/1/2034 | 13,160 | 14,686 | 14,791 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Federal Natl Mtg Assn Pass Thru 30Yr #804303 | 5.50 | % | 11/1/2034 | 36,029 | 40,206 | 40,144 | ||||||
Federal Natl Mtg Assn Pass Thru 30Yr #808040 | 5.50 | % | 2/1/2035 | 414,826 | 462,920 | 467,712 | ||||||
Federal Natl Mtg Assn Pass Thru 30Yr #817640 | 5.50 | % | 11/1/2035 | 229,514 | 256,123 | 255,768 | ||||||
Federal Natl Mtg Assn Pass Thru 30Yr #831356 | 5.50 | % | 3/1/2036 | 191,817 | 214,055 | 215,160 | ||||||
Federal Natl Mtg Assn Pass Thru 30Yr #849299 | 5.50 | % | 1/1/2036 | 308,993 | 344,817 | 346,531 | ||||||
Federal Natl Mtg Assn Pass Thru 30Yr #865433 | 5.50 | % | 2/1/2036 | 13,121 | 14,642 | 14,625 | ||||||
Federal Natl Mtg Assn Pass Thru 30Yr #889561 | 5.50 | % | 6/1/2038 | 251,382 | 280,526 | 281,220 | ||||||
Federal Natl Mtg Assn Pass Thru 30Yr #940765 | 5.50 | % | 6/1/2037 | 122,578 | 137,441 | 136,636 | ||||||
Federal Natl Mtg Assn Pass Thru 30Yr #995759 | 5.50 | % | 11/1/2038 | 869,516 | 974,945 | 972,825 | ||||||
Federal Natl Mtg Assn Pass Thru 30Yr #Ad0963 | 5.50 | % | 9/1/2038 | 100,916 | 112,616 | 112,690 | ||||||
Federal Natl Mtg Assn Pass Thru 30Yr #Al7579 | 5.50 | % | 2/1/2042 | 219,456 | 244,900 | 245,292 | ||||||
Federal Natl Mtg Assn Pass Thru 30Yr #As0924 | 5.00 | % | 11/1/2043 | 1,963,487 | 2,175,789 | 2,163,655 | ||||||
Federal Natl Mtg Assn Pass Thru 30Yr #Au5386 | 3.00 | % | 6/1/2043 | 3,509,795 | 3,417,114 | 3,518,358 | ||||||
Federal Natl Mtg Assn P-T Dus #Am1964 | 2.18 | % | 12/1/2022 | 910,409 | 845,684 | 894,837 | ||||||
Federal Natl Mtg Assn Tba 3.0% Jan 30Yr | 3.00 | % | 1/13/2046 | 3,601,023 | 3,617,481 | 3,601,337 | ||||||
Federal Natl Mtg Assn Tba 5.0% Jan 30Yr | 5.00 | % | 1/13/2046 | 2,250,640 | 2,478,165 | 2,477,585 | ||||||
Ford Motor Credit | 8.13 | % | 1/15/2020 | 1,080,307 | 1,371,704 | 1,273,480 | ||||||
Ford Motor Credit Co Llc Sr Unsecured | 5.75 | % | 2/1/2021 | 405,115 | 469,929 | 448,057 | ||||||
General Electric Co Sr Unsec | 2.70 | % | 10/9/2022 | 2,700,767 | 2,762,804 | 2,691,920 | ||||||
Goldman Sachs Group Inc Sr Unsec | 3.50 | % | 1/23/2025 | 2,565,729 | 2,563,754 | 2,526,479 | ||||||
HSBC Holdings Plc Sr Unsec | 5.10 | % | 4/5/2021 | 1,710,486 | 2,011,087 | 1,902,974 | ||||||
Industry Pub Facs-A | 4.34 | % | 7/1/2024 | 450,128 | 463,294 | 460,197 | ||||||
IRS Usd 2.50000 12/16/15-10Y Lch | 2.50 | % | 12/16/2025 | (2,475,704 | ) | 29,169 | (73,626 | ) |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Jackson Natl Life Global Sec 144A | 1.88 | % | 10/15/2018 | 585,166 | 584,862 | 581,273 | ||||||
Jpmorgan Chase & Co Sr Unsec | 3.13 | % | 1/23/2025 | 2,790,793 | 2,749,182 | 2,718,062 | ||||||
Kinder Morgan Ener Part Sr Unsec | 4.25 | % | 9/1/2024 | 1,665,473 | 1,681,129 | 1,419,183 | ||||||
Medtronic Inc Sr Unsec | 3.50 | % | 3/15/2025 | 1,395,397 | 1,441,221 | 1,408,448 | ||||||
Mufg Americas Hldgs Corp Sr Unsec | 2.25 | % | 2/10/2020 | 855,243 | 855,081 | 841,747 | ||||||
Navsl 2015-1 A1 1Mlib+30Bp | 0.72 | % | 9/26/2022 | 433,936 | 433,936 | 431,708 | ||||||
Navsl 2015-3 A1 1Mlib+32Bp | 0.74 | % | 7/25/2030 | 506,214 | 506,214 | 502,785 | ||||||
New York Life Global Fdg 144A | 1.95 | % | 2/11/2020 | 945,269 | 945,089 | 927,238 | ||||||
Nordea Bank Ab Sr Unsec Frn 144A | 1.37 | % | 9/17/2018 | 540,153 | 540,153 | 542,499 | ||||||
Oracle Corp Sr Unsec | 2.50 | % | 5/15/2022 | 517,647 | 515,825 | 508,522 | ||||||
Port Seattle-Txbl-B1 | 7.00 | % | 5/1/2036 | 900,256 | 1,039,868 | 1,018,072 | ||||||
Rabobank Nederland Nt | 4.50 | % | 1/11/2021 | 1,800,512 | 2,011,103 | 1,960,370 | ||||||
Royal Bank Of Canada | 1.88 | % | 2/5/2021 | 990,281 | 990,143 | 973,396 | ||||||
Santander Holdings Usa Sr Unsec | 4.50 | % | 7/17/2025 | 765,217 | 767,926 | 780,420 | ||||||
Shell International Fin Sr Unsec | 0.81 | % | 5/11/2020 | 1,755,499 | 1,755,499 | 1,731,621 | ||||||
SLMA 2005-3 A5 | 0.41 | % | 10/25/2024 | 490,561 | 486,346 | 480,440 | ||||||
SLMA 2005-6 A5A 3Mlib+11Bp | 0.43 | % | 7/27/2026 | 476,881 | 474,348 | 471,564 | ||||||
SLMA 2005-8 A3 | 0.43 | % | 10/25/2024 | 336,870 | 336,370 | 336,114 | ||||||
SLMA 2006-1 A4 3Mlib+9 | 0.41 | % | 7/25/2019 | 424,919 | 423,624 | 422,326 | ||||||
SLMA 2006-4 A5 3Mlib+10Bp | 0.42 | % | 10/27/2025 | 421,937 | 420,487 | 418,753 | ||||||
Societe Generale Sr Unsec 144A | 2.63 | % | 9/16/2020 | 990,281 | 985,954 | 990,771 | ||||||
Southwestern Energy Co Glbl Sr Nt | 7.50 | % | 2/1/2018 | 1,485,422 | 1,829,558 | 1,264,466 | ||||||
* | State Street Bank + Trust Co 2236 | (0.20 | )% | 12/1/2030 | 241,227 | 241,227 | 241,227 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Sumitomo Mitsui Banking Sr Unsec Frn | 0.90 | % | 1/16/2018 | 405,115 | 406,083 | 403,927 | ||||||
Svenska Handelsbanken Ab Unsec | 2.40 | % | 10/1/2020 | 1,125,320 | 1,124,217 | 1,118,203 | ||||||
Synchrony Financial Sr Unsec | 1.56 | % | 2/3/2020 | 900,256 | 900,256 | 886,901 | ||||||
Taot 2015-C A2A | 0.93 | % | 2/15/2018 | 292,583 | 292,560 | 292,183 | ||||||
U S Treasury Bills | — | % | 1/21/2016 | 1,890,537 | 1,890,264 | 1,890,460 | ||||||
U S Treasury Bills | — | % | 1/7/2016 | 855,243 | 855,091 | 855,240 | ||||||
U S Treasury Bills | — | % | 1/28/2016 | 135,038 | 135,038 | 135,027 | ||||||
U S Treasury Bills | — | % | 1/14/2016 | 225,064 | 225,041 | 225,058 | ||||||
U S Treasury Inflate Prot Bd | 0.13 | % | 7/15/2022 | 1,256,983 | 1,256,805 | 1,220,157 | ||||||
U S Treasury Inflate Prot Bd | 0.13 | % | 4/15/2020 | 3,977,322 | 3,957,259 | 3,929,546 | ||||||
U S Treasury Inflate Prot Bd | 0.13 | % | 4/15/2019 | 12,793,013 | 12,790,264 | 12,722,972 | ||||||
U S Treasury Note | 0.38 | % | 1/31/2016 | 8,732,482 | 8,740,668 | 8,733,136 | ||||||
U S Treasury Note | 1.50 | % | 6/30/2016 | 17,329,925 | 17,543,841 | 17,412,173 | ||||||
U S Treasury Note | 1.00 | % | 5/15/2018 | 13,503,837 | 13,498,335 | 13,438,952 | ||||||
U S Treasury Note | 0.63 | % | 8/31/2017 | 4,726,343 | 4,717,666 | 4,696,709 | ||||||
U S Treasury Note | 0.63 | % | 5/31/2017 | 13,413,812 | 13,388,742 | 13,356,441 | ||||||
U S Treasury Note | 0.50 | % | 1/31/2017 | 23,856,780 | 23,855,910 | 23,772,446 | ||||||
U S Treasury Note Frn | 0.43 | % | 10/31/2017 | — | — | — | ||||||
UBS Ag Stamford Ct Sr Unsec | 2.38 | % | 8/14/2019 | 2,475,704 | 2,501,030 | 2,474,082 | ||||||
US Bank Na Cincinnati Sr Unsec Frn | 0.62 | % | 1/26/2018 | 1,125,320 | 1,125,320 | 1,120,401 | ||||||
Vanderbilt University Nt Unsec | 5.25 | % | 4/1/2019 | 450,128 | 502,901 | 494,257 | ||||||
Verizon Communicationssr Unsec | 3.50 | % | 11/1/2024 | 1,710,486 | 1,727,420 | 1,692,627 | ||||||
Vm Cash Ccp Lch Fob Usd | 0.01 | % | 12/31/2060 | 73,578 | 73,578 | 73,578 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Vm Cash Fut Dom Rdr Usd | 0.01 | % | 12/31/2060 | 128,922 | 128,922 | 128,922 | ||||||
Wells Fargo & Company Sr Unsec | 1.00 | % | 1/30/2020 | 1,282,865 | 1,282,865 | 1,272,172 | ||||||
Wells Fargo & Company Sr Unsec | 3.55 | % | 9/29/2025 | 1,215,345 | 1,218,639 | 1,227,783 | ||||||
Uninvested Cash Plus Receivables | 773,220 | 773,220 | ||||||||||
Net Unsettled Trades | (2,360,040 | ) | (2,360,040 | ) | ||||||||
Net Futures Held | 4,930,631 | 4,930,631 | ||||||||||
Centrally Cleared Swaps (Due To) / Due From Broker | 75,634 | 75,634 | ||||||||||
Wrapper | — | (182,285 | ) | |||||||||
Fair value of contract | 189,781,079 | 186,844,049 | ||||||||||
Prudential GA-62194 | 2.40 | % | ||||||||||
21St Century Fox Amer Inc | 6.90 | % | 3/1/2019 | 474,231 | 517,700 | 549,556 | ||||||
21St Century Fox Amer Inc | 3.00 | % | 9/15/2022 | 146,762 | 147,498 | 145,919 | ||||||
Abb Fin Usa Inc | 2.88 | % | 5/8/2022 | 39,935 | 39,268 | 39,529 | ||||||
Abbey Natl Tsy Svcs Plc | 2.35 | % | 9/10/2019 | 129,789 | 129,266 | 130,853 | ||||||
Abbott Labs | 2.55 | % | 3/15/2022 | 84,862 | 84,962 | 84,972 | ||||||
Abbvie Inc | 2.90 | % | 11/6/2022 | 184,700 | 183,584 | 179,505 | ||||||
Abbvie Inc | 3.60 | % | 5/14/2025 | 204,668 | 204,443 | 202,956 | ||||||
Ace Ina Hldgs Inc | 2.70 | % | 3/13/2023 | 254,587 | 253,940 | 250,752 | ||||||
Actavis Fdg Scs | 3.80 | % | 3/15/2025 | 284,538 | 283,528 | 286,269 | ||||||
Agrium Inc | 3.50 | % | 6/1/2023 | 159,741 | 159,580 | 152,954 | ||||||
Allied World Assurn Co Hldgs Ltd | 7.50 | % | 8/1/2016 | 374,393 | 418,852 | 398,509 | ||||||
Allstate Corp | 3.15 | % | 6/15/2023 | 144,765 | 144,480 | 144,856 | ||||||
Altria Grp Inc | 4.00 | % | 1/31/2024 | 264,571 | 262,925 | 278,530 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Amazoncom Inc | 1.20 | % | 11/29/2017 | 149,757 | 149,028 | 149,453 | ||||||
America Movil Sab De Cv | 5.00 | % | 3/30/2020 | 299,514 | 305,972 | 328,798 | ||||||
American Airlines Inc | 3.70 | % | 10/1/2026 | 42,313 | 42,313 | 42,730 | ||||||
American Airlines Inc | 4.95 | % | 1/15/2023 | 173,285 | 185,318 | 186,771 | ||||||
American Express Co | 2.65 | % | 12/2/2022 | 292,526 | 288,519 | 284,014 | ||||||
American Intl Grp Inc | 4.88 | % | 6/1/2022 | 359,417 | 395,857 | 389,609 | ||||||
Amgen Inc | 5.85 | % | 6/1/2017 | 44,927 | 51,385 | 47,727 | ||||||
Amgen Inc | 3.45 | % | 10/1/2020 | 149,757 | 151,902 | 155,416 | ||||||
Amgen Inc | 2.30 | % | 6/15/2016 | 514,166 | 504,507 | 517,650 | ||||||
Amgen Inc | 3.63 | % | 5/22/2024 | 74,879 | 74,754 | 75,145 | ||||||
Anadarko Petroleum Corp | 6.38 | % | 9/15/2017 | 99,838 | 110,157 | 106,566 | ||||||
Anheuser Busch Inbev Fin Inc | 2.63 | % | 1/17/2023 | 94,846 | 90,029 | 92,156 | ||||||
Anheuser Busch Inbev Worldwide Inc | 5.38 | % | 1/15/2020 | 678,899 | 745,289 | 768,066 | ||||||
Apache Corp | 3.25 | % | 4/15/2022 | 34,943 | 35,022 | 33,521 | ||||||
Apple Inc | 2.40 | % | 5/3/2023 | 159,741 | 152,278 | 156,264 | ||||||
Apple Inc | 2.85 | % | 5/6/2021 | 274,555 | 276,542 | 282,367 | ||||||
Apple Inc | 3.20 | % | 5/13/2025 | 119,806 | 119,389 | 121,767 | ||||||
AT&T Inc | 5.50 | % | 2/1/2018 | 99,838 | 109,926 | 109,014 | ||||||
AT&T Inc | 3.00 | % | 2/15/2022 | 723,826 | 701,091 | 717,754 | ||||||
Axis Specialty Fin Llc | 5.88 | % | 6/1/2020 | 194,684 | 196,172 | 215,946 | ||||||
Bacm_06-3 | 5.89 | % | 7/10/2044 | 889,846 | 990,231 | 898,910 | ||||||
Baltimore Gas & Elec Co | 3.35 | % | 7/1/2023 | 84,862 | 84,826 | 87,318 | ||||||
Bank Of Amer Corp | 3.88 | % | 8/1/2025 | 24,960 | 25,225 | 25,743 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Bank Of Amer Corp | 3.30 | % | 1/11/2023 | 1,118,186 | 1,117,649 | 1,118,084 | ||||||
Bank Of Amer Corp | 4.13 | % | 1/22/2024 | 524,150 | 523,767 | 550,918 | ||||||
Bank Of Amer Corp | 4.00 | % | 4/1/2024 | 29,951 | 29,839 | 30,931 | ||||||
Barclays Bk Plc | 3.75 | % | 5/15/2024 | 114,814 | 114,776 | 117,577 | ||||||
Barclays Plc | 2.75 | % | 11/8/2019 | 199,676 | 198,973 | 199,755 | ||||||
Barrick Pd Au Fin Pty | 4.95 | % | 1/15/2020 | 99,838 | 111,449 | 101,116 | ||||||
Baxalta Inc | 4.00 | % | 6/23/2025 | 294,522 | 292,531 | 291,723 | ||||||
Becton Dickinson & Co | 3.73 | % | 12/15/2024 | 114,814 | 114,814 | 115,983 | ||||||
Bhp Billiton Fin Usa Ltd | 6.50 | % | 4/1/2019 | 109,822 | 141,324 | 122,758 | ||||||
BNP Paribas Sa | 2.38 | % | 5/21/2020 | 214,652 | 214,089 | 213,047 | ||||||
BP Cap Markets Plc | 4.75 | % | 3/10/2019 | 134,781 | 158,612 | 146,098 | ||||||
BP Cap Markets Plc | 3.56 | % | 11/1/2021 | 109,822 | 109,822 | 112,673 | ||||||
BP Cap Markets Plc | 3.25 | % | 5/6/2022 | 164,733 | 164,788 | 163,496 | ||||||
British Telecom Plc | 5.95 | % | 1/15/2018 | 269,563 | 301,943 | 298,045 | ||||||
Bscms_06-T22 | 5.62 | % | 4/12/2038 | 89,854 | 97,450 | 90,699 | ||||||
Buckeye Partners Lp | 2.65 | % | 11/15/2018 | 39,935 | 39,865 | 38,555 | ||||||
Burlington Northern Santa Fe Corp | 5.75 | % | 3/15/2018 | 209,660 | 234,735 | 229,890 | ||||||
Burlington Northern Santa Fe Llc | 3.40 | % | 9/1/2024 | 154,749 | 154,395 | 156,648 | ||||||
Ca Inc | 3.60 | % | 8/1/2020 | 114,814 | 114,700 | 118,984 | ||||||
Ca St | 6.20 | % | 3/1/2019 | 424,312 | 442,814 | 489,442 | ||||||
Canadian Natl Railway Co | 5.55 | % | 3/1/2019 | 199,676 | 222,561 | 222,665 | ||||||
Capital One Bk Usa Na | 2.95 | % | 7/23/2021 | 254,587 | 253,869 | 255,302 | ||||||
Cardinal Hlth Inc | 4.63 | % | 12/15/2020 | 124,798 | 144,009 | 135,609 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Cardinal Hlth Inc | 3.20 | % | 6/15/2022 | 4,992 | 4,916 | 4,938 | ||||||
Cash | 1,041,601 | 1,041,601 | 1,041,601 | |||||||||
Caterpillar Inc | 3.90 | % | 5/27/2021 | 204,668 | 208,112 | 218,046 | ||||||
Caterpillar Inc | 2.60 | % | 6/26/2022 | 54,911 | 53,670 | 53,893 | ||||||
Catholic Hlth Initiatives | 1.60 | % | 11/1/2017 | 34,943 | 34,933 | 34,969 | ||||||
Catholic Hlth Initiatives | 4.20 | % | 8/1/2023 | 109,822 | 109,567 | 118,209 | ||||||
CBS Corp | 4.30 | % | 2/15/2021 | 49,919 | 51,610 | 53,235 | ||||||
Cco Safari Ii Llc | 4.46 | % | 7/23/2022 | 19,968 | 19,950 | 20,289 | ||||||
Cco Safari Ii Llc | 4.91 | % | 7/23/2025 | 344,441 | 342,640 | 351,526 | ||||||
Celgene Corp | 3.88 | % | 8/15/2025 | 154,749 | 153,254 | 156,438 | ||||||
Centerpoint Energy Houston Elec | 2.25 | % | 8/1/2022 | 84,862 | 80,956 | 82,317 | ||||||
Cf Inds Inc | 6.88 | % | 5/1/2018 | 64,895 | 77,751 | 71,058 | ||||||
Cf Inds Inc | 3.45 | % | 6/1/2023 | 124,798 | 124,682 | 116,517 | ||||||
Chait_12-A7 | 2.16 | % | 9/15/2024 | 299,514 | 290,618 | 291,208 | ||||||
Chait_14-A2 | 2.77 | % | 3/15/2023 | 399,352 | 404,095 | 408,111 | ||||||
Chevron Corp | 2.36 | % | 12/5/2022 | 374,393 | 372,129 | 358,141 | ||||||
Chile Rep Of | 3.25 | % | 9/14/2021 | 154,749 | 153,404 | 161,737 | ||||||
Cigna Corp | 5.38 | % | 3/15/2017 | 299,514 | 327,995 | 316,872 | ||||||
Cigna Corp | 4.38 | % | 12/15/2020 | 109,822 | 119,188 | 117,171 | ||||||
Cigna Corp | 4.00 | % | 2/15/2022 | 109,822 | 115,463 | 115,170 | ||||||
Cisco Systems Inc | 3.00 | % | 6/15/2022 | 149,757 | 150,455 | 152,509 | ||||||
Cnooc Fin 2014 Ulc | 1.63 | % | 4/30/2017 | 349,433 | 348,091 | 348,374 | ||||||
Coca Cola Co | 3.15 | % | 11/15/2020 | 124,798 | 130,756 | 131,138 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Colombia Rep Of | 4.00 | % | 2/26/2024 | 199,676 | 203,270 | 192,965 | ||||||
Comcast Corp | 5.88 | % | 2/15/2018 | 199,676 | 226,726 | 221,913 | ||||||
Comcast Corp | 3.60 | % | 3/1/2024 | 224,636 | 234,419 | 234,888 | ||||||
Comm_13-Cr8 | 3.33 | % | 6/10/2046 | 229,628 | 222,667 | 233,481 | ||||||
Comm_15-Cr25 | 3.51 | % | 8/10/2048 | 698,866 | 705,836 | 705,756 | ||||||
Comm_15-Pc1 | 3.62 | % | 7/10/2050 | 499,190 | 504,169 | 506,062 | ||||||
Commonwealth Bk Of Au | 2.30 | % | 3/12/2020 | 209,660 | 209,324 | 208,998 | ||||||
Conocophillips Co | 2.40 | % | 12/15/2022 | 204,668 | 204,467 | 186,138 | ||||||
Continental Airlines Inc | 4.15 | % | 4/11/2024 | 70,042 | 71,618 | 72,510 | ||||||
Continental Airlines Inc | 4.00 | % | 10/29/2024 | 94,029 | 94,029 | 97,028 | ||||||
Coventry Hlth Care Inc | 5.95 | % | 3/15/2017 | 74,879 | 87,099 | 79,943 | ||||||
Coventry Hlth Care Inc | 5.45 | % | 6/15/2021 | 269,563 | 283,368 | 298,393 | ||||||
Credit Suisse Grp Fdg Guernsey | 3.75 | % | 3/26/2025 | 249,595 | 248,996 | 243,899 | ||||||
Credit Suisse Ny | 4.38 | % | 8/5/2020 | 389,368 | 376,290 | 424,998 | ||||||
Csail_15-C3 | 3.45 | % | 8/15/2048 | 499,190 | 504,180 | 497,718 | ||||||
Csx Corp | 7.38 | % | 2/1/2019 | 324,474 | 394,642 | 381,371 | ||||||
Cvs Caremark Corp | 5.75 | % | 6/1/2017 | 203,670 | 230,360 | 216,622 | ||||||
Cvs Hlth Corp | 3.88 | % | 7/20/2025 | 304,506 | 301,443 | 316,050 | ||||||
Deere & Co | 2.60 | % | 6/8/2022 | 314,490 | 311,523 | 310,611 | ||||||
Delta Air Lines Inc | 6.82 | % | 8/10/2022 | 60,919 | 71,884 | 71,794 | ||||||
Deutsche Bk Ag | 1.88 | % | 2/13/2018 | 259,579 | 259,270 | 259,238 | ||||||
Devon Energy Corp | 2.25 | % | 12/15/2018 | 104,830 | 104,649 | 95,779 | ||||||
Directv Hldgs Llc Directv Fin Co | 3.80 | % | 3/15/2022 | 514,166 | 518,185 | 523,170 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Discover Finl Svcs | 3.85 | % | 11/21/2022 | 399,352 | 398,148 | 397,417 | ||||||
Discovery Comm Llc | 5.63 | % | 8/15/2019 | 64,895 | 78,644 | 71,998 | ||||||
Dominion Gas Hldgs Llc | 3.55 | % | 11/1/2023 | 64,895 | 64,821 | 64,360 | ||||||
Dominion Resources Inc | 4.45 | % | 3/15/2021 | 109,822 | 119,304 | 117,652 | ||||||
Dow Chemical Co | 8.55 | % | 5/15/2019 | 139,773 | 186,808 | 166,271 | ||||||
Dow Chemical Co | 4.25 | % | 11/15/2020 | 52,914 | 57,626 | 55,676 | ||||||
Dow Chemical Co | 3.00 | % | 11/15/2022 | 274,555 | 268,299 | 263,888 | ||||||
Duke Energy In Inc | 3.75 | % | 7/15/2020 | 99,838 | 107,918 | 106,833 | ||||||
Dupont Ei De Nemours & Co | 4.63 | % | 1/15/2020 | 189,692 | 225,413 | 203,625 | ||||||
Dupont Ei De Nemours & Co | 2.80 | % | 2/15/2023 | 79,870 | 79,842 | 76,740 | ||||||
Eastman Chemical Co | 3.80 | % | 3/15/2025 | 229,628 | 228,493 | 224,948 | ||||||
Ebay Inc | 1.35 | % | 7/15/2017 | 64,895 | 64,858 | 64,785 | ||||||
Ecolab Inc | 4.35 | % | 12/8/2021 | 134,781 | 134,695 | 144,290 | ||||||
Ecopetrol Sa | 4.13 | % | 1/16/2025 | 44,927 | 44,478 | 36,791 | ||||||
Eli Lilly & Co | 2.75 | % | 6/1/2025 | 59,903 | 59,787 | 59,277 | ||||||
Emc Corp | 2.65 | % | 6/1/2020 | 89,854 | 79,682 | 80,008 | ||||||
Enlink Midstream Partners Lp | 4.15 | % | 6/1/2025 | 79,870 | 79,732 | 61,706 | ||||||
Entergy Corp | 5.13 | % | 9/15/2020 | 194,684 | 200,497 | 212,138 | ||||||
Enterprise Products Operating Llc | 3.35 | % | 3/15/2023 | 419,320 | 418,934 | 383,310 | ||||||
Eog Resources Inc | 4.10 | % | 2/1/2021 | 119,806 | 127,499 | 128,434 | ||||||
Eog Resources Inc | 3.15 | % | 4/1/2025 | 34,943 | 34,943 | 33,326 | ||||||
Equifax Inc | 3.30 | % | 12/15/2022 | 84,862 | 83,370 | 84,705 | ||||||
Export Import Bk Of Korea | 4.38 | % | 9/15/2021 | 259,579 | 274,790 | 283,770 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Exxon Mobil Corp | 2.40 | % | 3/6/2022 | 164,733 | 163,267 | 163,461 | ||||||
Fgold 15Yr | 4.00 | % | 6/1/2026 | 410,001 | 428,451 | 433,429 | ||||||
Fgold 15Yr | 4.00 | % | 7/1/2026 | 217,691 | 229,596 | 230,130 | ||||||
Fgold 15Yr | 3.50 | % | 8/1/2026 | 398,621 | 423,472 | 419,989 | ||||||
Fgold 15Yr | 2.50 | % | 11/1/2027 | 345,862 | 361,426 | 350,269 | ||||||
Fgold 15Yr | 2.50 | % | 8/1/2028 | 404,095 | 402,454 | 409,769 | ||||||
Fgold 15Yr | 3.00 | % | 8/1/2029 | 428,592 | 445,133 | 444,008 | ||||||
Fgold 30Yr | 3.00 | % | 12/1/2042 | 661,977 | 644,342 | 664,093 | ||||||
Fgold 30Yr | 3.00 | % | 10/1/2042 | 414,665 | 403,651 | 415,990 | ||||||
Fgold 30Yr | 3.00 | % | 1/1/2043 | 1,259,733 | 1,225,268 | 1,263,758 | ||||||
Fgold 30Yr | 4.00 | % | 11/1/2040 | 371,403 | 391,859 | 395,553 | ||||||
Fgold 30Yr | 4.00 | % | 12/1/2040 | 785,685 | 828,774 | 836,773 | ||||||
Fgold 30Yr | 5.00 | % | 8/1/2041 | 1,238,508 | 1,341,459 | 1,362,309 | ||||||
Fgold 30Yr | 5.00 | % | 7/1/2041 | 231,259 | 250,374 | 254,375 | ||||||
Fgold 30Yr Giant | 5.50 | % | 1/1/2035 | 102,158 | 111,149 | 113,356 | ||||||
Fgold 30Yr Giant | 4.50 | % | 6/1/2039 | 190,674 | 204,140 | 207,088 | ||||||
Fgold 30Yr Giant | 4.00 | % | 11/1/2039 | 408,862 | 414,484 | 436,465 | ||||||
Fgold 30Yr Giant | 4.50 | % | 12/1/2039 | 290,878 | 305,854 | 315,919 | ||||||
Fgold 30Yr Giant | 5.50 | % | 1/1/2040 | 160,108 | 173,742 | 178,483 | ||||||
Fgold 30Yr Giant | 4.00 | % | 12/1/2040 | 376,150 | 396,163 | 400,609 | ||||||
Fgold 30Yr Giant | 4.00 | % | 12/1/2040 | 382,222 | 381,192 | 407,154 | ||||||
Fgold 30Yr Giant | 4.00 | % | 2/1/2041 | 637,523 | 635,805 | 679,109 | ||||||
Fgold 30Yr Giant | 4.50 | % | 4/1/2041 | 914,024 | 945,730 | 997,513 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Fgold 30Yr Giant | 3.00 | % | 6/1/2042 | 405,184 | 415,725 | 406,479 | ||||||
Fgold 30Yr Giant | 3.50 | % | 9/1/2042 | 725,035 | 781,905 | 749,908 | ||||||
Fgold 30Yr Giant | 5.50 | % | 6/1/2038 | 646,054 | 683,000 | 720,199 | ||||||
Fgold 30Yr Giant | 4.50 | % | 10/1/2039 | 663,403 | 687,477 | 720,514 | ||||||
Fgold 30Yr Giant | 4.50 | % | 11/1/2039 | 133,255 | 140,833 | 144,726 | ||||||
Fgold 30Yr Giant | 3.50 | % | 12/1/2045 | 1,996,761 | 2,063,169 | 2,063,508 | ||||||
Fgold 30Yr Tba(Reg A) | 4.00 | % | 1/13/2016 | 998,381 | 1,055,944 | 1,056,183 | ||||||
Federal Home Loan Mortgage Corp | 2.38 | % | 1/13/2022 | 429,304 | 418,713 | 440,026 | ||||||
Federal Home Loan Mortgage Corp | 1.25 | % | 8/1/2019 | 64,895 | 64,618 | 64,511 | ||||||
Federal Home Loan Mortgage Corp | 1.00 | % | 9/29/2017 | 514,166 | 513,909 | 514,064 | ||||||
Federal Home Loan Mortgage Corp | 0.75 | % | 1/12/2018 | 1,921,883 | 1,910,890 | 1,913,182 | ||||||
Federal Home Loan Mortgage Corp Gold 15Yr | 3.00 | % | 6/1/2029 | 838,495 | 868,890 | 868,654 | ||||||
Federal Home Loan Mortgage Corp Gold 15Yr | 3.00 | % | 6/1/2029 | 1,230,358 | 1,275,199 | 1,274,612 | ||||||
Federal Home Loan Mortgage Corp Gold 30Yr | 2.50 | % | 1/1/2043 | 321,214 | 313,836 | 310,325 | ||||||
Federal Home Loan Mortgage Corp Gold 30Yr | 3.00 | % | 2/1/2043 | 772,495 | 798,205 | 774,969 | ||||||
Federal Home Loan Mortgage Corp Gold 30Yr | 3.50 | % | 9/1/2043 | 1,189,330 | 1,191,374 | 1,229,869 | ||||||
Fhms_K038 | 3.39 | % | 3/25/2024 | 998,381 | 1,039,174 | 1,037,077 | ||||||
Fhms_K040 | 3.24 | % | 9/25/2024 | 963,437 | 998,335 | 988,065 | ||||||
Fiserv Inc | 3.85 | % | 6/1/2025 | 174,717 | 174,600 | 175,024 | ||||||
Florida Pwr & Lt Co | 2.75 | % | 6/1/2023 | 29,951 | 29,922 | 29,682 | ||||||
Fn 10/1 12M Libor Arm | 2.70 | % | 6/1/2045 | 822,330 | 832,480 | 834,154 | ||||||
Fna_14-M9 | 3.10 | % | 7/25/2024 | 459,255 | 463,814 | 467,802 | ||||||
Federal Natl Mtg Assn | 1.50 | % | 6/22/2020 | 329,466 | 328,316 | 325,487 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Federal Natl Mtg Assn | 1.13 | % | 10/19/2018 | 69,887 | 69,773 | 69,598 | ||||||
Federal Natl Mtg Assn | 0.88 | % | 10/26/2017 | 414,328 | 414,307 | 413,271 | ||||||
Federal Natl Mtg Assn | 0.88 | % | 5/21/2018 | 269,563 | 266,770 | 267,298 | ||||||
Federal Natl Mtg Assn | 1.63 | % | 11/27/2018 | 149,757 | 149,184 | 151,077 | ||||||
Federal Natl Mtg Assn | 1.88 | % | 2/19/2019 | 29,951 | 29,807 | 30,559 | ||||||
Federal Natl Mtg Assn | 2.63 | % | 9/6/2024 | 384,377 | 381,757 | 391,658 | ||||||
Federal Natl Mtg Assn 15Yr | 3.50 | % | 9/1/2026 | 256,946 | 273,246 | 270,708 | ||||||
Federal Natl Mtg Assn 15Yr | 3.00 | % | 5/1/2027 | 860,639 | 903,402 | 891,030 | ||||||
Federal Natl Mtg Assn 15Yr | 3.50 | % | 3/1/2026 | 85,198 | 85,650 | 89,761 | ||||||
Federal Natl Mtg Assn 15Yr | 3.50 | % | 2/1/2026 | 201,607 | 202,678 | 212,406 | ||||||
Federal Natl Mtg Assn 15Yr | 3.50 | % | 10/1/2025 | 103,119 | 103,666 | 108,700 | ||||||
Federal Natl Mtg Assn 20Yr | 4.50 | % | 6/1/2031 | 359,675 | 376,422 | 393,026 | ||||||
Federal Natl Mtg Assn 30Yr | 5.50 | % | 5/1/2037 | 175,743 | 191,120 | 197,127 | ||||||
Federal Natl Mtg Assn 30Yr | 5.50 | % | 6/1/2033 | 205,469 | 221,811 | 230,833 | ||||||
Federal Natl Mtg Assn 30Yr | 5.50 | % | 10/1/2033 | 260,529 | 281,249 | 292,690 | ||||||
Federal Natl Mtg Assn 30Yr | 4.00 | % | 12/1/2040 | 595,822 | 590,237 | 635,212 | ||||||
Federal Natl Mtg Assn 30Yr | 4.00 | % | 1/1/2041 | 803,884 | 839,682 | 857,029 | ||||||
Federal Natl Mtg Assn 30Yr | 4.50 | % | 2/1/2041 | 1,432,429 | 1,464,435 | 1,561,942 | ||||||
Federal Natl Mtg Assn 30Yr | 4.00 | % | 2/1/2041 | 286,378 | 283,693 | 305,045 | ||||||
Federal Natl Mtg Assn 30Yr | 4.00 | % | 1/1/2042 | 981,490 | 1,042,603 | 1,045,467 | ||||||
Federal Natl Mtg Assn 30Yr | 5.00 | % | 12/1/2034 | 478,311 | 513,437 | 530,737 | ||||||
Federal Natl Mtg Assn 30Yr | 4.50 | % | 5/1/2039 | 160,886 | 172,582 | 176,210 | ||||||
Federal Natl Mtg Assn 30Yr | 5.50 | % | 4/1/2034 | 211,491 | 229,873 | 237,599 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Federal Natl Mtg Assn 30Yr | 5.00 | % | 4/1/2034 | 1,033,874 | 1,094,291 | 1,147,472 | ||||||
Federal Natl Mtg Assn 30Yr | 5.50 | % | 9/1/2034 | 207,674 | 222,763 | 233,282 | ||||||
Federal Natl Mtg Assn 30Yr | 5.00 | % | 7/1/2035 | 308,205 | 329,154 | 341,986 | ||||||
Federal Natl Mtg Assn 30Yr | 5.50 | % | 2/1/2035 | 362,762 | 391,500 | 407,543 | ||||||
Federal Natl Mtg Assn 30Yr | 6.50 | % | 12/1/2037 | 157,915 | 177,284 | 182,947 | ||||||
Federal Natl Mtg Assn 30Yr | 6.00 | % | 5/1/2038 | 684,574 | 745,165 | 779,973 | ||||||
Federal Natl Mtg Assn 30Yr | 4.00 | % | 9/1/2040 | 361,402 | 381,505 | 385,294 | ||||||
Federal Natl Mtg Assn 30Yr | 5.50 | % | 3/1/2038 | 243,848 | 264,498 | 273,551 | ||||||
Federal Natl Mtg Assn 30Yr | 4.00 | % | 3/1/2039 | 120,322 | 121,643 | 128,476 | ||||||
Federal Natl Mtg Assn 30Yr | 4.50 | % | 2/1/2041 | 1,123,764 | 1,155,721 | 1,225,369 | ||||||
Federal Natl Mtg Assn 30Yr | 4.50 | % | 3/1/2041 | 467,006 | 478,973 | 509,230 | ||||||
Federal Natl Mtg Assn 30Yr | 3.50 | % | 5/1/2042 | 834,495 | 834,625 | 865,090 | ||||||
Federal Natl Mtg Assn 30Yr | 4.50 | % | 9/1/2039 | 233,735 | 242,171 | 255,565 | ||||||
Federal Natl Mtg Assn 30Yr | 4.00 | % | 7/1/2040 | 166,566 | 167,346 | 177,853 | ||||||
Federal Natl Mtg Assn 30Yr | 3.50 | % | 6/1/2039 | 240,066 | 222,399 | 249,297 | ||||||
Federal Natl Mtg Assn 30Yr | 4.00 | % | 10/1/2040 | 131,148 | 127,961 | 139,818 | ||||||
Federal Natl Mtg Assn 30Yr Tba(Reg A) | 3.00 | % | 1/13/2016 | 499,190 | 497,864 | 499,729 | ||||||
Federal Natl Mtg Assn 30Yr Tba(Reg A) | 3.50 | % | 1/13/2016 | 998,381 | 1,028,196 | 1,031,291 | ||||||
Federal Natl Mtg Assn 30Yr Tba(Reg A) | 4.00 | % | 1/13/2016 | 499,190 | 533,822 | 528,949 | ||||||
Federal Natl Mtg Assn 15Yr | 2.50 | % | 4/1/2028 | 164,661 | 163,831 | 166,921 | ||||||
Federal Natl Mtg Assn 15Yr | 3.00 | % | 8/1/2028 | 598,589 | 621,878 | 619,736 | ||||||
Federal Natl Mtg Assn 15Yr | 2.50 | % | 7/1/2028 | 442,553 | 442,138 | 448,627 | ||||||
Federal Natl Mtg Assn 15Yr | 2.50 | % | 8/1/2028 | 383,415 | 381,438 | 388,678 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Federal Natl Mtg Assn 15Yr | 2.50 | % | 8/1/2028 | 29,383 | 29,235 | 29,787 | ||||||
Federal Natl Mtg Assn 15Yr | 3.00 | % | 11/1/2028 | 335,374 | 347,845 | 347,222 | ||||||
Federal Natl Mtg Assn 15Yr | 2.50 | % | 2/1/2029 | 389,698 | 386,532 | 394,601 | ||||||
Federal Natl Mtg Assn 15Yr | 3.50 | % | 7/1/2027 | 855,256 | 908,008 | 901,065 | ||||||
Federal Natl Mtg Assn 15Yr | 2.50 | % | 9/1/2027 | 1,462,477 | 1,462,020 | 1,483,933 | ||||||
Federal Natl Mtg Assn 30Yr | 3.00 | % | 10/1/2043 | 37,891 | 36,879 | 38,079 | ||||||
Federal Natl Mtg Assn 30Yr | 3.50 | % | 8/1/2042 | 786,519 | 848,211 | 815,355 | ||||||
Federal Natl Mtg Assn 30Yr | 3.50 | % | 5/1/2042 | 2,222,413 | 2,329,193 | 2,303,895 | ||||||
Federal Natl Mtg Assn 30Yr | 3.00 | % | 12/1/2042 | 409,589 | 412,853 | 411,521 | ||||||
Federal Natl Mtg Assn 30Yr | 3.00 | % | 1/1/2043 | 816,825 | 843,116 | 820,677 | ||||||
Federal Natl Mtg Assn 30Yr | 3.00 | % | 2/1/2043 | 788,992 | 750,529 | 792,891 | ||||||
Federal Natl Mtg Assn 30Yr | 3.00 | % | 7/1/2043 | 606,219 | 574,582 | 609,214 | ||||||
Federal Natl Mtg Assn 30Yr | 3.50 | % | 3/1/2043 | 800,020 | 856,521 | 829,868 | ||||||
Federal Natl Mtg Assn 30Yr | 3.00 | % | 10/1/2043 | 254,862 | 241,562 | 256,121 | ||||||
Federal Natl Mtg Assn 30Yr | 4.00 | % | 9/1/2044 | 860,865 | 921,226 | 915,356 | ||||||
Federal Natl Mtg Assn 30Yr | 3.00 | % | 9/1/2043 | 188,138 | 183,111 | 189,068 | ||||||
Federal Natl Mtg Assn 30Yr | 3.00 | % | 8/1/2043 | 437,588 | 416,171 | 439,751 | ||||||
Federal Natl Mtg Assn 30Yr | 3.00 | % | 9/1/2043 | 142,059 | 135,134 | 142,761 | ||||||
Federal Natl Mtg Assn 30Yr | 4.00 | % | 10/1/2043 | 338,746 | 355,472 | 360,446 | ||||||
Federal Natl Mtg Assn 30Yr | 3.50 | % | 11/1/2045 | 497,737 | 515,566 | 515,599 | ||||||
Federal Natl Mtg Assn 30Yr | 3.50 | % | 9/1/2042 | 301,397 | 320,988 | 312,447 | ||||||
Federal Natl Mtg Assn 30Yr | 3.50 | % | 6/1/2042 | 1,678,488 | 1,685,045 | 1,740,027 | ||||||
Federal Natl Mtg Assn 30Yr | 3.00 | % | 10/1/2042 | 401,217 | 412,501 | 403,109 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Federal Natl Mtg Assn 30Yr | 3.50 | % | 11/1/2042 | 1,093,850 | 1,171,445 | 1,133,954 | ||||||
Federal Natl Mtg Assn 30Yr | 3.00 | % | 12/1/2042 | 1,182,631 | 1,188,452 | 1,188,209 | ||||||
Federal Natl Mtg Assn 30Yr | 3.00 | % | 1/1/2043 | 194,383 | 202,249 | 195,299 | ||||||
Federal Natl Mtg Assn 30Yr | 3.00 | % | 1/1/2043 | 592,382 | 616,355 | 595,176 | ||||||
Federal Natl Mtg Assn 30Yr | 3.00 | % | 1/1/2043 | 834,546 | 802,338 | 838,481 | ||||||
Federal Natl Mtg Assn 30Yr | 3.00 | % | 3/1/2043 | 864,267 | 895,056 | 868,537 | ||||||
Ford Motor Cr Co Llc | 5.75 | % | 2/1/2021 | 274,555 | 313,758 | 309,899 | ||||||
Ford Motor Cr Co Llc | 2.60 | % | 11/4/2019 | 104,830 | 104,830 | 103,357 | ||||||
Ford Motor Cr Co Llc | 3.16 | % | 8/4/2020 | 199,676 | 199,834 | 201,551 | ||||||
Ford Motor Cr Co Llc | 2.55 | % | 10/5/2018 | 199,676 | 199,676 | 199,433 | ||||||
Ford Motor Cr Co Llc | 3.20 | % | 1/15/2021 | 184,700 | 184,015 | 184,305 | ||||||
Fortune Brands Home & Sec Inc | 3.00 | % | 6/15/2020 | 104,830 | 104,801 | 104,398 | ||||||
Freeport Mcmoran Copper & Gold Inc | 3.55 | % | 3/1/2022 | 199,676 | 189,270 | 118,175 | ||||||
General Dynamics Corp | 2.25 | % | 11/15/2022 | 179,709 | 177,888 | 173,292 | ||||||
General Elec Cap Corp | 5.63 | % | 5/1/2018 | 99,838 | 108,319 | 109,819 | ||||||
General Elec Cap Corp | 4.65 | % | 10/17/2021 | 99,838 | 99,731 | 111,492 | ||||||
General Elec Cap Corp | 3.15 | % | 9/7/2022 | 69,887 | 72,215 | 72,225 | ||||||
General Elec Cap Corp | 3.10 | % | 1/9/2023 | 693,875 | 670,632 | 714,568 | ||||||
General Mills Inc | 5.70 | % | 2/15/2017 | 324,474 | 363,550 | 346,412 | ||||||
General Motors Co | 4.88 | % | 10/2/2023 | 529,142 | 558,155 | 547,509 | ||||||
Georgia Pwr Co | 2.85 | % | 5/15/2022 | 174,717 | 174,414 | 172,210 | ||||||
Gilead Sciences Inc | 4.50 | % | 4/1/2021 | 254,587 | 281,074 | 278,312 | ||||||
Gilead Sciences Inc | 3.70 | % | 4/1/2024 | 129,789 | 129,581 | 134,146 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Gilead Sciences Inc | 3.50 | % | 2/1/2025 | 69,887 | 69,821 | 71,489 | ||||||
Glaxosmithkline Cap Inc | 2.80 | % | 3/18/2023 | 34,943 | 34,591 | 35,122 | ||||||
Govt Natl Mtg Assn 30Yr | 4.50 | % | 11/15/2039 | 336,698 | 370,052 | 367,665 | ||||||
Govt Natl Mtg Assn 30Yr | 4.50 | % | 4/15/2040 | 605,903 | 662,233 | 658,239 | ||||||
Govt Natl Mtg Assn 30Yr | 5.00 | % | 5/15/2035 | 146,069 | 162,068 | 161,683 | ||||||
Govt Natl Mtg Assn 30Yr | 5.50 | % | 4/15/2038 | 145,469 | 158,947 | 164,158 | ||||||
Govt Natl Mtg Assn 30Yr | 5.50 | % | 6/15/2038 | 239,225 | 261,390 | 269,959 | ||||||
Govt Natl Mtg Assn 30Yr Platinum | 5.00 | % | 7/15/2039 | 285,799 | 316,388 | 318,179 | ||||||
Govt Natl Mtg Assn 30Yr | 3.00 | % | 11/15/2042 | 791,977 | 763,268 | 806,930 | ||||||
Govt Natl Mtg Assn 30Yr | 3.50 | % | 5/15/2043 | 379,777 | 412,058 | 397,936 | ||||||
Govt Natl Mtg Assn 30Yr | 3.00 | % | 3/15/2043 | 422,211 | 414,360 | 430,099 | ||||||
Govt Natl Mtg Assn2 15Yr | 3.00 | % | 3/20/2027 | 241,867 | 256,105 | 252,125 | ||||||
Govt Natl Mtg Assn2 30Yr | 4.00 | % | 4/20/2042 | 227,683 | 248,459 | 244,674 | ||||||
Govt Natl Mtg Assn2 30Yr | 3.00 | % | 8/20/2042 | 366,922 | 360,902 | 374,118 | ||||||
Govt Natl Mtg Assn2 30Yr | 3.50 | % | 8/20/2042 | 1,242,948 | 1,348,888 | 1,304,512 | ||||||
Govt Natl Mtg Assn2 30Yr | 3.00 | % | 9/20/2042 | 730,461 | 718,191 | 744,788 | ||||||
Govt Natl Mtg Assn2 30Yr | 3.50 | % | 9/20/2042 | 949,479 | 1,034,120 | 996,507 | ||||||
Govt Natl Mtg Assn2 30Yr | 3.50 | % | 10/20/2042 | 943,044 | 1,020,157 | 989,754 | ||||||
Govt Natl Mtg Assn2 30Yr | 3.00 | % | 12/20/2042 | 372,307 | 363,930 | 379,609 | ||||||
Govt Natl Mtg Assn2 30Yr | 3.50 | % | 5/20/2043 | 1,168,808 | 1,234,584 | 1,226,581 | ||||||
Govt Natl Mtg Assn2 30Yr | 5.00 | % | 8/20/2039 | 160,339 | 176,712 | 178,007 | ||||||
Govt Natl Mtg Assn2 30Yr | 4.50 | % | 5/20/2040 | 667,433 | 732,507 | 723,639 | ||||||
Govt Natl Mtg Assn2 30Yr | 4.50 | % | 7/20/2040 | 397,963 | 437,261 | 431,476 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Govt Natl Mtg Assn2 30Yr | 4.00 | % | 9/20/2040 | 459,542 | 500,327 | 495,983 | ||||||
Govt Natl Mtg Assn2 30Yr | 4.00 | % | 10/20/2040 | 696,689 | 756,931 | 751,935 | ||||||
Govt Natl Mtg Assn2 30Yr | 4.50 | % | 10/20/2040 | 397,079 | 435,705 | 430,517 | ||||||
Govt Natl Mtg Assn2 30Yr | 4.50 | % | 12/20/2040 | 563,394 | 618,149 | 610,839 | ||||||
Govt Natl Mtg Assn2 30Yr | 4.00 | % | 2/20/2041 | 149,550 | 157,620 | 160,490 | ||||||
Govt Natl Mtg Assn2 30Yr | 4.00 | % | 1/20/2041 | 272,473 | 276,688 | 292,405 | ||||||
Govt Natl Mtg Assn2 30Yr | 4.00 | % | 3/20/2041 | 416,408 | 440,221 | 446,867 | ||||||
Govt Natl Mtg Assn2 30Yr | 5.00 | % | 4/20/2041 | 515,777 | 561,260 | 561,366 | ||||||
Govt Natl Mtg Assn2 30Yr | 4.50 | % | 8/20/2041 | 507,114 | 535,205 | 549,337 | ||||||
Govt Natl Mtg Assn2 30Yr | 4.50 | % | 7/20/2041 | 173,710 | 184,900 | 188,174 | ||||||
Govt Natl Mtg Assn2 30Yr Tba(Reg C) | 3.50 | % | 1/21/2016 | 2,995,142 | 3,120,096 | 3,129,195 | ||||||
Govt Natl Mtg Assn2 30Yr Tba(Reg C) | 4.00 | % | 1/21/2016 | 1,497,571 | 1,587,503 | 1,594,029 | ||||||
Goldman Sachs Grp Inc | 5.38 | % | 3/15/2020 | 9,984 | 9,813 | 11,126 | ||||||
Goldman Sachs Grp Inc | 3.85 | % | 7/8/2024 | 29,951 | 29,912 | 31,118 | ||||||
Goldman Sachs Grp Inc | 6.15 | % | 4/1/2018 | 623,988 | 678,551 | 687,192 | ||||||
Goldman Sachs Grp Inc | 5.75 | % | 1/24/2022 | 74,879 | 74,777 | 87,031 | ||||||
Goldman Sachs Grp Inc | 3.63 | % | 1/22/2023 | 673,907 | 688,926 | 692,349 | ||||||
Goldman Sachs Grp Inc | 4.00 | % | 3/3/2024 | 184,700 | 184,143 | 191,994 | ||||||
Goldman Sachs Grp Inc | 3.75 | % | 5/22/2025 | 69,887 | 69,654 | 70,637 | ||||||
Government Properties Income Tr | 3.75 | % | 8/15/2019 | 59,903 | 59,427 | 61,025 | ||||||
Halliburton Co | 3.50 | % | 8/1/2023 | 204,668 | 204,189 | 203,850 | ||||||
Hartford Finl Svcs Grp Inc | 5.50 | % | 3/30/2020 | 239,611 | 276,630 | 268,579 | ||||||
Hartford Finl Svcs Grp Inc | 5.13 | % | 4/15/2022 | 144,765 | 159,446 | 160,549 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Hewlett Packard Co | 4.30 | % | 6/1/2021 | 169,725 | 172,948 | 168,683 | ||||||
Home Depot Inc | 2.63 | % | 6/1/2022 | 154,749 | 155,045 | 154,926 | ||||||
HSBC Bk Usa Na | 4.88 | % | 8/24/2020 | 349,433 | 338,657 | 387,503 | ||||||
HSBC Hldgs Plc | 4.88 | % | 1/14/2022 | 264,571 | 264,330 | 296,192 | ||||||
IBM Corp | 8.38 | % | 11/1/2019 | 229,628 | 325,001 | 287,149 | ||||||
Ingersoll Rand Global Hldg Co Ltd | 6.88 | % | 8/15/2018 | 189,692 | 228,210 | 214,309 | ||||||
Ingersoll Rand Global Hldg Co Ltd | 4.25 | % | 6/15/2023 | 139,773 | 142,455 | 144,210 | ||||||
International Paper Co | 4.75 | % | 2/15/2022 | 238,613 | 262,099 | 259,123 | ||||||
Israel St Of | 4.00 | % | 6/30/2022 | 199,676 | 197,751 | 214,277 | ||||||
Jm Smucker Co | 3.50 | % | 3/15/2025 | 89,854 | 89,831 | 90,294 | ||||||
Jpmbb_14-C23 | 3.37 | % | 9/15/2047 | 998,381 | 1,008,359 | 1,010,349 | ||||||
Jpmbb_15-C30 | 3.55 | % | 7/15/2048 | 798,705 | 806,691 | 807,651 | ||||||
Jpmcc_13-C10 | 2.88 | % | 12/15/2047 | 399,352 | 403,343 | 395,465 | ||||||
JP Morgan & Co Inc | 3.38 | % | 5/1/2023 | 84,862 | 84,406 | 83,882 | ||||||
JP Morgan Chase & Co | 6.30 | % | 4/23/2019 | 549,109 | 615,634 | 622,251 | ||||||
JP Morgan Chase & Co | 4.35 | % | 8/15/2021 | 199,676 | 194,692 | 215,783 | ||||||
JP Morgan Chase & Co | 3.25 | % | 9/23/2022 | 219,644 | 219,973 | 222,855 | ||||||
JP Morgan Chase & Co | 3.63 | % | 5/13/2024 | 399,352 | 397,395 | 407,200 | ||||||
JP Morgan Chase & Co | 3.88 | % | 9/10/2024 | 124,798 | 124,142 | 125,633 | ||||||
Kellogg Co | 1.75 | % | 5/17/2017 | 99,838 | 99,297 | 100,096 | ||||||
Keycorp | 5.10 | % | 3/24/2021 | 69,887 | 69,822 | 77,343 | ||||||
Kinder Morgan Energy Partners Lp | 6.85 | % | 2/15/2020 | 154,749 | 195,861 | 164,065 | ||||||
Korea Dev Bk | 3.88 | % | 5/4/2017 | 204,668 | 203,745 | 211,182 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Kraft Foods Grp Inc | 5.38 | % | 2/10/2020 | 182,704 | 217,637 | 203,896 | ||||||
Kroger Co | 2.30 | % | 1/15/2019 | 44,927 | 44,861 | 45,521 | ||||||
Laboratory Corp Of Amer | 3.60 | % | 2/1/2025 | 209,660 | 209,345 | 205,453 | ||||||
Lg&E & Ku Energy Llc | 3.75 | % | 11/15/2020 | 99,838 | 101,221 | 103,564 | ||||||
Lyondellbasell Inds Nv | 6.00 | % | 11/15/2021 | 294,522 | 345,464 | 332,854 | ||||||
Marsh & Mclennan Cos Inc | 3.50 | % | 6/3/2024 | 124,798 | 124,557 | 124,003 | ||||||
Mastercard Inc | 3.38 | % | 4/1/2024 | 124,798 | 124,262 | 128,589 | ||||||
Mcdonalds Corp | 2.63 | % | 1/15/2022 | 129,789 | 127,076 | 128,135 | ||||||
Mcdonalds Corp | 1.88 | % | 5/29/2019 | 109,822 | 108,773 | 108,662 | ||||||
Mckesson Corp | 4.75 | % | 3/1/2021 | 199,676 | 218,090 | 218,845 | ||||||
Medtronic Inc | 3.50 | % | 3/15/2025 | 464,247 | 460,042 | 472,824 | ||||||
Merck & Co Inc | 3.88 | % | 1/15/2021 | 504,182 | 514,235 | 549,520 | ||||||
Metlife Inc | 4.37 | % | 9/15/2023 | 284,538 | 293,512 | 306,060 | ||||||
Mexico United Mexican States | 5.95 | % | 3/19/2019 | 549,109 | 606,766 | 618,768 | ||||||
Mexico United Mexican States | 4.00 | % | 10/2/2023 | 95,845 | 95,407 | 98,038 | ||||||
Microsoft Corp | 1.85 | % | 2/12/2020 | 19,968 | 19,977 | 20,149 | ||||||
MLCFC_06-1 | 5.52 | % | 2/12/2039 | 439,287 | 475,486 | 440,980 | ||||||
MLCFC_06-2 | 5.89 | % | 6/12/2046 | 79,870 | 85,611 | 81,082 | ||||||
Merrill Lynch Mortgage Trust_06-C1 | 5.67 | % | 5/12/2039 | 269,563 | 287,814 | 271,876 | ||||||
Molson Coors Brewing Co | 2.00 | % | 5/1/2017 | 79,870 | 79,644 | 80,155 | ||||||
Monsanto Co | 3.38 | % | 7/15/2024 | 99,838 | 99,778 | 96,740 | ||||||
Morgan Stanley | 4.00 | % | 7/23/2025 | 44,927 | 45,966 | 47,054 | ||||||
Morgan Stanley | 3.75 | % | 2/25/2023 | 439,287 | 435,051 | 455,713 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Morgan Stanley | 3.88 | % | 4/29/2024 | 798,705 | 822,251 | 819,513 | ||||||
Morgan Stanley | 5.50 | % | 7/28/2021 | 84,862 | 72,751 | 97,061 | ||||||
Morgan Stanley | 4.10 | % | 5/22/2023 | 34,943 | 34,748 | 35,455 | ||||||
Morgan Stanley | 4.88 | % | 11/1/2022 | 19,968 | 20,585 | 21,353 | ||||||
Msbam_15-C23 | 3.45 | % | 7/15/2050 | 998,381 | 1,008,299 | 1,000,545 | ||||||
Msbam_15-C25 | 3.37 | % | 10/15/2028 | 698,866 | 705,849 | 696,359 | ||||||
Msc_06-Hq9 | 5.77 | % | 7/12/2044 | 89,854 | 98,643 | 91,391 | ||||||
Msc_06-Iq11 | 5.78 | % | 10/15/2042 | 49,919 | 54,256 | 50,503 | ||||||
Mylan Inc | 2.55 | % | 3/28/2019 | 49,919 | 49,796 | 49,595 | ||||||
Nabors Inds Inc | 6.15 | % | 2/15/2018 | 159,741 | 181,621 | 165,798 | ||||||
Nabors Inds Inc | 4.63 | % | 9/15/2021 | 119,806 | 128,756 | 100,083 | ||||||
NBC Universal Media LLC | 5.15 | % | 4/30/2020 | 29,951 | 35,170 | 33,704 | ||||||
NBC Universal Media LLC | 4.38 | % | 4/1/2021 | 59,903 | 64,954 | 65,723 | ||||||
NBC Universal Media LLC | 2.88 | % | 1/15/2023 | 109,822 | 109,621 | 110,503 | ||||||
Nisource Fin Corp | 6.80 | % | 1/15/2019 | 94,846 | 117,052 | 109,376 | ||||||
Noble Energy Inc | 8.25 | % | 3/1/2019 | 139,773 | 185,830 | 160,166 | ||||||
Noble Energy Inc | 4.15 | % | 12/15/2021 | 89,854 | 89,795 | 87,247 | ||||||
Nomura Hldgs Inc | 2.75 | % | 3/19/2019 | 269,563 | 267,953 | 273,117 | ||||||
Norfolk Southern Corp | 5.75 | % | 4/1/2018 | 54,911 | 64,378 | 60,047 | ||||||
Norfolk Southern Corp | 5.90 | % | 6/15/2019 | 379,385 | 438,327 | 422,681 | ||||||
Northern States Pwr Co Mn | 2.20 | % | 8/15/2020 | 104,830 | 104,637 | 105,008 | ||||||
Northrop Grumman Corp | 5.05 | % | 8/1/2019 | 199,676 | 209,265 | 220,747 | ||||||
Novartis Cap Corp | 2.40 | % | 9/21/2022 | 279,547 | 277,380 | 277,089 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Occidental Petroleum Corp | 4.10 | % | 2/1/2021 | 289,530 | 300,598 | 308,708 | ||||||
Oncor Elec Delivery Co Llc | 2.95 | % | 4/1/2025 | 119,806 | 119,491 | 113,444 | ||||||
Oneok Partners Lp | 8.63 | % | 3/1/2019 | 184,700 | 229,555 | 208,976 | ||||||
Oneok Partners Lp | 3.38 | % | 10/1/2022 | 49,919 | 49,707 | 40,912 | ||||||
Oracle Corp | 5.00 | % | 7/8/2019 | 164,733 | 195,924 | 185,129 | ||||||
Oracle Corp | 2.50 | % | 10/15/2022 | 129,789 | 129,631 | 127,433 | ||||||
Oracle Corp | 2.80 | % | 7/8/2021 | 99,838 | 99,693 | 102,470 | ||||||
Oracle Corp | 2.95 | % | 5/15/2025 | 264,571 | 263,362 | 258,740 | ||||||
Pacific Gas & Elec Co | 3.85 | % | 11/15/2023 | 234,619 | 234,195 | 244,922 | ||||||
Pepsico Inc | 2.75 | % | 3/5/2022 | 334,458 | 335,666 | 338,243 | ||||||
Pepsico Inc | 2.75 | % | 3/1/2023 | 74,879 | 75,031 | 75,265 | ||||||
Pepsico Inc | 3.10 | % | 7/17/2022 | 29,951 | 30,771 | 31,165 | ||||||
Petroleos Mexicanos | 3.50 | % | 1/30/2023 | 79,870 | 79,659 | 70,860 | ||||||
Philip Morris Intl Inc | 4.50 | % | 3/26/2020 | 84,862 | 97,353 | 93,419 | ||||||
Philip Morris Intl Inc | 2.63 | % | 3/6/2023 | 169,725 | 166,668 | 167,838 | ||||||
Philips Electronics Nv | 5.75 | % | 3/11/2018 | 164,733 | 184,868 | 179,177 | ||||||
Pnc Bk Na | 3.25 | % | 6/1/2025 | 249,595 | 249,066 | 248,948 | ||||||
Pnc Fdg Corp | 4.38 | % | 8/11/2020 | 149,757 | 146,972 | 164,194 | ||||||
Pnc Finl Svcs Grp Inc | 3.90 | % | 4/29/2024 | 54,911 | 54,767 | 56,593 | ||||||
Principal Finl Grp Inc | 1.85 | % | 11/15/2017 | 84,862 | 84,774 | 85,133 | ||||||
Procter & Gamble Co | 2.30 | % | 2/6/2022 | 44,927 | 44,609 | 45,227 | ||||||
Procter & Gamble Co | 3.10 | % | 8/15/2023 | 59,903 | 61,708 | 63,153 | ||||||
Progress Energy Inc | 4.88 | % | 12/1/2019 | 249,595 | 289,287 | 268,622 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Raytheon Co | 3.13 | % | 10/15/2020 | 99,838 | 102,136 | 104,149 | ||||||
Raytheon Co | 3.15 | % | 12/15/2024 | 104,830 | 104,177 | 105,185 | ||||||
Republic Svcs Inc | 5.50 | % | 9/15/2019 | 119,806 | 142,015 | 133,751 | ||||||
Reynolds Amern Inc | 6.75 | % | 6/15/2017 | 254,587 | 293,360 | 272,537 | ||||||
Rio Tinto Fin Ltd | 3.75 | % | 6/15/2025 | 64,895 | 64,462 | 59,016 | ||||||
Rio Tinto Fin Ltd | 3.50 | % | 3/22/2022 | 9,984 | 9,931 | 9,507 | ||||||
Rio Tinto Fin Usa Ltd | 3.50 | % | 11/2/2020 | 104,830 | 102,103 | 103,361 | ||||||
Rock Tenn Co | 4.90 | % | 3/1/2022 | 64,895 | 70,003 | 69,886 | ||||||
Rogers Comm Inc | 6.80 | % | 8/15/2018 | 149,757 | 176,260 | 170,993 | ||||||
Rogers Comm Inc | 3.00 | % | 3/15/2023 | 69,887 | 69,778 | 68,472 | ||||||
Royal Bk Of Scotland Grp Plc | 6.40 | % | 10/21/2019 | 174,717 | 173,719 | 196,019 | ||||||
San Diego Gas & Elec Co | 3.60 | % | 9/1/2023 | 69,887 | 73,073 | 73,595 | ||||||
Santander Uk Grp Hldgs Plc | 2.88 | % | 10/16/2020 | 124,798 | 124,602 | 124,698 | ||||||
Schlumberger Investment Sa | 3.65 | % | 12/1/2023 | 69,887 | 69,649 | 71,114 | ||||||
Scripps Networks Interactive | 3.95 | % | 6/15/2025 | 124,798 | 124,560 | 119,527 | ||||||
Seagate Hdd Cayman | 4.75 | % | 6/1/2023 | 44,927 | 40,280 | 39,502 | ||||||
Select Income Reit | 2.85 | % | 2/1/2018 | 59,903 | 59,673 | 60,532 | ||||||
Shell Intl Fin Bv | 4.30 | % | 9/22/2019 | 229,628 | 259,597 | 247,452 | ||||||
Shell Intl Fin Bv | 2.00 | % | 11/15/2018 | 728,818 | 733,781 | 731,530 | ||||||
Southern Ca Edison Co | 3.50 | % | 10/1/2023 | 194,684 | 197,253 | 202,561 | ||||||
Southern Copper Corp | 3.88 | % | 4/23/2025 | 124,798 | 124,122 | 112,825 | ||||||
Svenska Handelsbanken Ab | 2.50 | % | 1/25/2019 | 249,595 | 249,388 | 254,613 | ||||||
Synchrony Finl | 4.25 | % | 8/15/2024 | 109,822 | 109,609 | 110,098 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Teva Pharmaceutical Fin Co Bv | 2.95 | % | 12/18/2022 | 214,652 | 214,227 | 205,725 | ||||||
Time Warner Cable Inc | 5.85 | % | 5/1/2017 | 99,838 | 114,526 | 105,417 | ||||||
Time Warner Cable Inc | 8.75 | % | 2/14/2019 | 134,781 | 183,314 | 160,842 | ||||||
Time Warner Inc | 4.75 | % | 3/29/2021 | 234,619 | 234,761 | 255,038 | ||||||
Time Warner Inc | 4.00 | % | 1/15/2022 | 24,960 | 24,534 | 26,319 | ||||||
Total Cap Intl Sa | 2.70 | % | 1/25/2023 | 84,862 | 81,862 | 82,346 | ||||||
Travelers Cos Inc | 5.80 | % | 5/15/2018 | 279,547 | 307,034 | 307,336 | ||||||
Treasury Bond | 8.00 | % | 11/15/2021 | 1,312,871 | 1,814,534 | 1,766,602 | ||||||
Treasury Note | 1.25 | % | 11/30/2018 | 9,334,859 | 9,283,473 | 9,329,379 | ||||||
Treasury Note | 2.00 | % | 11/30/2020 | 6,634,240 | 6,641,978 | 6,712,959 | ||||||
Treasury Note | 0.63 | % | 2/15/2017 | 3,035,077 | 3,037,910 | 3,034,536 | ||||||
Treasury Note | 1.63 | % | 4/30/2019 | 3,134,915 | 3,156,238 | 3,161,838 | ||||||
Treasury Note | 0.88 | % | 8/15/2017 | 5,531,029 | 5,539,624 | 5,536,992 | ||||||
Treasury Note | 2.38 | % | 8/15/2024 | 2,181,462 | 2,222,990 | 2,223,784 | ||||||
Treasury Note | 2.13 | % | 9/30/2021 | 2,016,729 | 2,057,724 | 2,048,889 | ||||||
Treasury Note | 1.50 | % | 10/31/2019 | 1,822,045 | 1,818,799 | 1,821,006 | ||||||
Treasury Note | 2.13 | % | 12/31/2021 | 818,672 | 845,634 | 825,947 | ||||||
Treasury Note | 0.88 | % | 1/15/2018 | 5,131,677 | 5,139,637 | 5,129,168 | ||||||
Treasury Note | 1.75 | % | 2/28/2022 | 5,650,835 | 5,672,362 | 5,603,901 | ||||||
Treasury Note | 1.75 | % | 3/31/2022 | 2,431,057 | 2,404,851 | 2,404,451 | ||||||
Treasury Note | 1.00 | % | 8/15/2018 | 2,406,097 | 2,394,583 | 2,399,585 | ||||||
Treasury Note | 3.13 | % | 5/15/2019 | 394,360 | 424,998 | 417,626 | ||||||
Treasury Note | 2.25 | % | 11/15/2025 | 1,048,300 | 1,044,527 | 1,049,177 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Treasury Note | 2.00 | % | 11/30/2022 | 3,499,324 | 3,500,626 | 3,486,387 | ||||||
Treasury Note | 1.63 | % | 11/30/2020 | 970,426 | 969,787 | 966,042 | ||||||
Treasury Note | 1.25 | % | 12/15/2018 | 4,976,928 | 4,970,391 | 4,969,617 | ||||||
Treasury Note | 1.75 | % | 12/31/2020 | 279,547 | 278,848 | 279,254 | ||||||
Treasury Note | 1.88 | % | 9/30/2017 | 2,540,879 | 2,604,544 | 2,588,816 | ||||||
Treasury Note | 2.63 | % | 11/15/2020 | 7,093,495 | 7,375,875 | 7,394,070 | ||||||
Treasury Note | 2.63 | % | 1/31/2018 | 868,591 | 909,390 | 905,005 | ||||||
Treasury Note | 1.50 | % | 8/31/2018 | 2,575,822 | 2,594,090 | 2,605,984 | ||||||
Treasury Note | 0.88 | % | 11/30/2016 | 3,893,685 | 3,919,925 | 3,898,945 | ||||||
Treasury Note | 1.00 | % | 3/31/2017 | 4,956,960 | 4,984,176 | 4,977,298 | ||||||
Treasury Note | 0.63 | % | 5/31/2017 | 3,469,373 | 3,467,401 | 3,455,955 | ||||||
Treasury Note | 0.75 | % | 10/31/2017 | 404,344 | 402,466 | 402,713 | ||||||
Treasury Note | 0.88 | % | 1/31/2018 | 618,996 | 617,400 | 618,168 | ||||||
Treasury Note | 0.75 | % | 2/28/2018 | 6,030,219 | 6,003,327 | 5,994,149 | ||||||
Treasury Note | 0.63 | % | 4/30/2018 | 604,020 | 600,675 | 596,900 | ||||||
Treasury Note | 1.00 | % | 5/31/2018 | 4,462,762 | 4,478,162 | 4,443,828 | ||||||
Tva | 3.88 | % | 2/15/2021 | 249,595 | 247,668 | 276,098 | ||||||
Tva | 2.88 | % | 9/15/2024 | 179,709 | 177,804 | 182,209 | ||||||
Tyco Electronics Grp Sa | 6.55 | % | 10/1/2017 | 94,846 | 115,168 | 103,767 | ||||||
Tyson Foods Inc | 3.95 | % | 8/15/2024 | 144,765 | 144,325 | 150,792 | ||||||
UBS Ag Stamford | 2.38 | % | 8/14/2019 | 249,595 | 249,186 | 251,559 | ||||||
UBS Ag Stamford | 1.80 | % | 3/26/2018 | 249,595 | 249,268 | 250,363 | ||||||
Unilever Cap Corp | 4.25 | % | 2/10/2021 | 184,700 | 184,074 | 204,759 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Union Pacific Corp | 4.00 | % | 2/1/2021 | 234,619 | 249,652 | 254,640 | ||||||
United Parcel Svc Inc | 5.13 | % | 4/1/2019 | 39,935 | 46,747 | 44,579 | ||||||
United Parcel Svc Inc | 3.13 | % | 1/15/2021 | 139,773 | 144,283 | 147,325 | ||||||
United Technologies Corp | 3.10 | % | 6/1/2022 | 179,709 | 180,889 | 183,363 | ||||||
Unitedhealth Grp Inc | 4.70 | % | 2/15/2021 | 119,806 | 130,537 | 133,236 | ||||||
Unitedhealth Grp Inc | 2.88 | % | 3/15/2022 | 14,976 | 15,001 | 15,083 | ||||||
Unitedhealth Grp Inc | 1.40 | % | 10/15/2017 | 109,822 | 109,690 | 109,936 | ||||||
Unitedhealth Grp Inc | 2.88 | % | 3/15/2023 | 94,846 | 94,460 | 94,641 | ||||||
Unitedhealth Grp Inc | 3.75 | % | 7/15/2025 | 174,717 | 174,243 | 182,987 | ||||||
Verizon Comms Inc | 5.15 | % | 9/15/2023 | 873,583 | 872,288 | 973,600 | ||||||
Viacom Inc | 5.63 | % | 9/15/2019 | 69,887 | 82,980 | 76,628 | ||||||
Viacom Inc | 3.13 | % | 6/15/2022 | 99,838 | 98,393 | 92,635 | ||||||
Wal Mart Stores Inc | 5.38 | % | 4/5/2017 | 109,822 | 129,546 | 117,067 | ||||||
Walt Disney Co | 2.75 | % | 8/16/2021 | 144,765 | 142,931 | 148,654 | ||||||
Walt Disney Co | 1.10 | % | 12/1/2017 | 94,846 | 94,172 | 94,633 | ||||||
Waste Mgmt Inc | 4.60 | % | 3/1/2021 | 79,870 | 86,318 | 87,372 | ||||||
Waste Mgmt Inc | 2.90 | % | 9/15/2022 | 74,879 | 74,249 | 74,130 | ||||||
Watson Pharmaceuticals Inc | 6.13 | % | 8/15/2019 | 154,749 | 187,209 | 176,134 | ||||||
Watson Pharmaceuticals Inc | 3.25 | % | 10/1/2022 | 114,814 | 113,855 | 113,812 | ||||||
Wbcmt_06-C25 | 5.77 | % | 5/15/2043 | 229,628 | 264,664 | 231,926 | ||||||
Wbcmt_06-C27 | 5.77 | % | 7/15/2045 | 98,184 | 106,775 | 98,533 | ||||||
Wellpoint Inc | 3.13 | % | 5/15/2022 | 534,134 | 517,882 | 526,348 | ||||||
Wells Fargo & Co | 5.63 | % | 12/11/2017 | 524,150 | 581,609 | 563,967 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Wells Fargo & Co | 4.13 | % | 8/15/2023 | 14,976 | 14,925 | 15,787 | ||||||
Western Gas Partners Lp | 4.00 | % | 7/1/2022 | 79,870 | 82,684 | 72,244 | ||||||
Williams Partners Lp | 4.30 | % | 3/4/2024 | 304,506 | 303,870 | 245,559 | ||||||
Xerox Corp | 2.95 | % | 3/15/2017 | 109,822 | 109,685 | 111,592 | ||||||
Xto Energy Inc | 5.50 | % | 6/15/2018 | 124,798 | 150,618 | 136,294 | ||||||
Xylem Inc | 4.88 | % | 10/1/2021 | 169,725 | 184,732 | 182,477 | ||||||
Zimmer Hldgs Inc | 2.70 | % | 4/1/2020 | 129,789 | 129,722 | 129,025 | ||||||
Wrapper | — | 96,631 | ||||||||||
Fair value of contract | 256,274,399 | 257,088,112 | ||||||||||
Prudential GA-63578 | ||||||||||||
Aeptc 2012-1 A2 | 1.98 | % | 6/1/2020 | 3,194,818 | 3,223,896 | 3,203,835 | ||||||
Cash | 3,573,194 | 3,573,196 | 3,573,194 | |||||||||
Chait 2015-A7 A7 | 1.62 | % | 7/16/2018 | 2,595,790 | 2,595,081 | 2,588,833 | ||||||
Comet 2015-A1 A | 1.39 | % | 3/15/2018 | 2,995,142 | 2,991,866 | 2,980,045 | ||||||
Comm 2014-Cr14 A2 | 3.15 | % | 1/10/2019 | 2,470,992 | 2,564,427 | 2,521,737 | ||||||
Fhr 3705 Dc | 3.50 | % | 7/15/2016 | 4,991,903 | 151,871 | 153,073 | ||||||
Fhr 3706 Eb | 2.00 | % | 4/15/2016 | 6,239,879 | 84,713 | 84,931 | ||||||
Fhr 3774 Ab | 3.50 | % | 7/15/2020 | 9,215,054 | 2,325,989 | 2,318,856 | ||||||
Fhr 3856 Ea | 3.00 | % | 6/15/2018 | 3,474,365 | 431,687 | 440,026 | ||||||
Fhr 3979 Gd | 3.00 | % | 11/15/2021 | 3,494,332 | 1,418,921 | 1,412,550 | ||||||
Fhr 4272 Yg | 2.00 | % | 2/15/2022 | 4,991,903 | 2,740,460 | 2,722,921 | ||||||
Fhr 4486 Jn | 2.00 | % | 2/15/2024 | 2,995,142 | 2,871,180 | 2,859,236 | ||||||
Fnr 2010-104 Ba | 3.50 | % | 8/25/2016 | 4,293,037 | 167,774 | 169,487 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Fnr 2010-99 Dp | 3.00 | % | 11/25/2019 | 15,724,496 | 2,595,425 | 2,577,418 | ||||||
Fnr 2011-132 A | 3.00 | % | 8/25/2021 | 7,987,045 | 3,027,465 | 3,020,014 | ||||||
Fnr 2011-98 Ae | 2.50 | % | 11/25/2019 | 8,086,883 | 2,977,537 | 2,949,262 | ||||||
Fnr 2015-48 Db | 3.00 | % | 11/25/2020 | 2,995,142 | 2,938,887 | 2,917,385 | ||||||
Fordo 2015-C A3 | 1.41 | % | 11/15/2019 | 1,218,024 | 1,217,787 | 1,213,277 | ||||||
Gmalt 2015-3 A3 | 1.69 | % | 6/20/2018 | 2,346,195 | 2,346,028 | 2,331,574 | ||||||
Gnr 2010-139 Ph | 3.00 | % | 9/20/2016 | 3,494,332 | 308,238 | 308,099 | ||||||
Gnr 2010-151 Dq | 4.00 | % | 4/20/2020 | 6,140,041 | 2,697,280 | 2,677,988 | ||||||
Gnr 2011-160 A | 3.00 | % | 4/20/2020 | 6,489,474 | 2,660,002 | 2,667,180 | ||||||
Gnr 2011-51 Lx | 4.00 | % | 7/22/2019 | 1,996,761 | 2,121,559 | 2,056,335 | ||||||
Gnr 2014-140 Mv | 4.00 | % | 2/20/2020 | 1,996,761 | 1,991,804 | 1,987,425 | ||||||
Gsms 2012-Gcj9 A2 | 1.76 | % | 11/10/2017 | 3,244,737 | 3,268,312 | 3,244,322 | ||||||
Jdot 2015-B A3 | 1.44 | % | 4/15/2019 | 2,745,547 | 2,745,023 | 2,734,172 | ||||||
Jpmbb 2013-C12 A2 | 2.42 | % | 6/15/2018 | 2,995,142 | 3,062,065 | 3,016,899 | ||||||
Msbam 2013-C11 A2 | 3.09 | % | 8/15/2018 | 2,615,757 | 2,710,579 | 2,677,773 | ||||||
Msbam 2015-C26 A1 | 1.59 | % | 9/15/2020 | 2,695,628 | 2,665,468 | 2,638,100 | ||||||
T 0 7/8 10/15/18 | 0.88 | % | 10/15/2018 | 12,048,458 | 11,974,567 | 11,937,863 | ||||||
T 1 1/8 06/15/18 | 1.13 | % | 6/15/2018 | 1,637,344 | 1,639,519 | 1,634,318 | ||||||
Taot 2015-C A3 | 1.34 | % | 6/15/2018 | 2,595,790 | 2,595,411 | 2,591,048 | ||||||
Wrapper | — | 17,345 | ||||||||||
Fair value of contract | 80,684,017 | 80,226,521 | ||||||||||
Royal Bank of Canada Contract No. Citigroup01 | ||||||||||||
Abbvie Inc Sr Unsec | 3.60 | % | 5/14/2025 | 2,193,011 | 2,211,739 | 2,168,620 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Abn Amro Bank Nv Sr Unsec 144A | 2.45 | % | 6/4/2020 | 986,855 | 985,473 | 979,990 | ||||||
Altria Group Inc Glbl Sr Unsec | 2.85 | % | 8/9/2022 | 2,247,836 | 2,243,228 | 2,194,635 | ||||||
American Express Glbl Sr Nt | 7.00 | % | 3/19/2018 | 2,193,011 | 2,759,159 | 2,433,290 | ||||||
Amgen Inc Sr Unsec | 3.13 | % | 5/1/2025 | 932,030 | 916,418 | 887,166 | ||||||
Anheuser-Busch Inbev Fin Sr Unsec | 3.70 | % | 2/1/2024 | 493,427 | 515,597 | 503,925 | ||||||
Anheuser-Busch Inbev Wor Glbl Co Gtd | 7.75 | % | 1/15/2019 | 1,589,933 | 2,101,985 | 1,838,616 | ||||||
AT&T Inc Sr Unsec | 3.40 | % | 5/15/2025 | 932,030 | 910,770 | 897,538 | ||||||
Baidu Inc Sr Unsec | 2.75 | % | 6/9/2019 | 1,699,584 | 1,702,354 | 1,692,782 | ||||||
Bank Of America Corp Sr Unsec | 4.00 | % | 4/1/2024 | 2,741,264 | 2,862,921 | 2,808,433 | ||||||
Bp Capital Markets Plc Co Gtd | 4.74 | % | 3/11/2021 | 1,370,632 | 1,535,725 | 1,506,371 | ||||||
Brf Sa Sr Unsec 144A | 4.75 | % | 5/22/2024 | 438,602 | 433,668 | 404,611 | ||||||
Cash Collateral Fut Rdr Usd | 0.20 | % | 12/31/2060 | 87,720 | 87,720 | 87,720 | ||||||
Cash Collateral Lch Fob Usd | 0.10 | % | 12/31/2060 | 183,116 | 183,116 | 183,116 | ||||||
Chait 2015-A5 A | 1.36 | % | 4/15/2020 | 548,253 | 548,156 | 545,395 | ||||||
Cobb-Marietta Coliseu | 2.55 | % | 7/1/2021 | 685,316 | 685,316 | 682,534 | ||||||
Dominion Gas Hldgs Llc Sr Unsec | 2.80 | % | 11/15/2020 | 740,141 | 737,647 | 743,057 | ||||||
Energy Transfer Partners Sr Unsec | 4.15 | % | 10/1/2020 | 627,201 | 656,134 | 579,197 | ||||||
Enterprise Products Oper Sr Unsec | 3.70 | % | 2/15/2026 | 246,714 | 249,011 | 221,758 | ||||||
Fed Home Ln Mtge Glbl Nt (6Mmm) | 1.25 | % | 10/2/2019 | 4,934,275 | 4,889,995 | 4,869,675 | ||||||
FHLMC Gold 30Yr #Q3-7305 | 3.00 | % | 11/1/2045 | 2,225,774 | 2,230,469 | 2,225,211 | ||||||
Fin Fut Us 10Yr Cbt 03/21/16 | 6.00 | % | 3/22/2016 | (4,769,799 | ) | (6,022,617 | ) | (6,005,475 | ) | |||
Federal Natl Mtg Assn Nt (3.5Mmm) | 1.75 | % | 11/26/2019 | 4,934,275 | 4,994,601 | 4,962,400 | ||||||
Federal Natl Mtg Assn Pass Thru 20Yr #255075 | 5.50 | % | 2/1/2024 | 503,304 | 561,656 | 560,695 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Federal Natl Mtg Assn Pass Pass Thru 20Yr #256600 | 5.50 | % | 2/1/2027 | 1,568 | 1,750 | 1,747 | ||||||
Federal Natl Mtg Assn Pass Thru 20Yr #257047 | 5.50 | % | 1/1/2028 | 74,326 | 82,943 | 82,801 | ||||||
Federal Natl Mtg Assn Pass Thru 20Yr #310164 | 5.50 | % | 1/1/2026 | 350,376 | 390,997 | 390,329 | ||||||
Federal Natl Mtg Assn Pass Thru 20Yr #888843 | 5.50 | % | 3/1/2027 | 105,806 | 118,073 | 117,871 | ||||||
Federal Natl Mtg Assn Pass Thru 20Yr #Ad0912 | 5.50 | % | 4/1/2029 | 258,074 | 287,995 | 287,502 | ||||||
Federal Natl Mtg Assn Pass Thru 20Yr #Ae0787 | 5.50 | % | 5/1/2028 | 113,354 | 126,496 | 126,304 | ||||||
Federal Natl Mtg Assn Pass Thru 20Yr #Al6938 | 5.50 | % | 4/1/2030 | 267,049 | 298,010 | 297,501 | ||||||
Federal Natl Mtg Assn Pass Thru 30Yr #357908 | 5.50 | % | 7/1/2035 | 20,989 | 23,422 | 23,562 | ||||||
Federal Natl Mtg Assn Pass Thru 30Yr #756202 | 5.50 | % | 12/1/2033 | 20,504 | 22,881 | 22,952 | ||||||
Federal Natl Mtg Assn Pass Thru 30Yr #802316 | 5.50 | % | 11/1/2034 | 16,029 | 17,887 | 18,016 | ||||||
Federal Natl Mtg Assn Pass Thru 30Yr #804303 | 5.50 | % | 11/1/2034 | 43,883 | 48,971 | 48,895 | ||||||
Federal Natl Mtg Assn Pass Thru 30Yr #808040 | 5.50 | % | 2/1/2035 | 505,255 | 563,833 | 569,670 | ||||||
Federal Natl Mtg Assn Pass Thru 30Yr #817640 | 5.50 | % | 11/1/2035 | 279,546 | 311,956 | 311,523 | ||||||
Federal Natl Mtg Assn Pass Thru 30Yr #831356 | 5.50 | % | 3/1/2036 | 233,631 | 260,718 | 262,063 | ||||||
Federal Natl Mtg Assn Pass Thru 30Yr #849299 | 5.50 | % | 1/1/2036 | 376,352 | 419,985 | 422,072 | ||||||
Federal Natl Mtg Assn Pass Thru 30Yr #865433 | 5.50 | % | 2/1/2036 | 15,981 | $ | 17,834 | $ | 17,813 | ||||
Federal Natl Mtg Assn Pass Thru 30Yr #889561 | 5.50 | % | 6/1/2038 | 306,181 | $ | 341,679 | $ | 342,524 | ||||
Federal Natl Mtg Assn Pass Thru 30Yr #940765 | 5.50 | % | 6/1/2037 | 149,299 | $ | 167,402 | $ | 166,422 | ||||
Federal Natl Mtg Assn Pass Thru 30Yr #995759 | 5.50 | % | 11/1/2038 | 1,059,065 | $ | 1,187,477 | $ | 1,184,895 | ||||
Federal Natl Mtg Assn Pass Thru 30Yr #Ad0963 | 5.50 | % | 9/1/2038 | 122,915 | $ | 137,165 | $ | 137,256 | ||||
Federal Natl Mtg Assn Pass Thru 30Yr #Al7579 | 5.50 | % | 2/1/2042 | 267,296 | 298,286 | 298,764 | ||||||
Federal Natl Mtg Assn Pass Thru 30Yr #As0924 | 5.00 | % | 11/1/2043 | 2,391,514 | 2,650,096 | 2,635,317 | ||||||
Federal Natl Mtg Assn Pass Thru 30Yr #Au5386 | 3.00 | % | 6/1/2043 | 4,274,906 | 4,162,022 | 4,285,336 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Federal Natl Mtg Assn P-T Dus #Am1964 | 2.18 | % | 12/1/2022 | 1,108,872 | 1,030,038 | 1,089,905 | ||||||
Federal Natl Mtg Assn Tba 3.0% Jan 30Yr | 3.00 | % | 1/13/2046 | 4,386,022 | 4,406,068 | 4,386,405 | ||||||
Federal Natl Mtg Assn Tba 5.0% Jan 30Yr | 5.00 | % | 1/13/2046 | 2,741,264 | 3,018,388 | 3,017,682 | ||||||
Ford Motor Credit | 8.13 | % | 1/15/2020 | 1,315,807 | 1,670,726 | 1,551,090 | ||||||
Ford Motor Credit Co Llc Sr Unsecured | 5.75 | % | 2/1/2021 | 493,427 | 572,371 | 545,731 | ||||||
General Electric Co Sr Unsec | 2.70 | % | 10/9/2022 | 3,289,517 | 3,365,077 | 3,278,740 | ||||||
Goldman Sachs Group Inc Sr Unsec | 3.50 | % | 1/23/2025 | 3,125,041 | 3,122,634 | 3,077,234 | ||||||
HSBC Holdings Plc Sr Unsec | 5.10 | % | 4/5/2021 | 2,083,360 | 2,449,490 | 2,317,809 | ||||||
Industry Pub Facs-A | 4.34 | % | 7/1/2024 | 548,253 | 564,289 | 560,517 | ||||||
IRS Usd 2.50000 12/16/15-10Y Lch | 2.50 | % | 12/16/2025 | (3,015,390 | ) | 35,527 | (89,676 | ) | ||||
Jackson Natl Life Global Sec 144A | 1.88 | % | 10/15/2018 | 712,729 | 712,358 | 707,987 | ||||||
Jpmorgan Chase & Co Sr Unsec | 3.13 | % | 1/23/2025 | 3,399,167 | 3,348,486 | 3,310,581 | ||||||
Kinder Morgan Ener Part Sr Unsec | 4.25 | % | 9/1/2024 | 2,028,535 | 2,047,603 | 1,728,555 | ||||||
Medtronic Inc Sr Unsec | 3.50 | % | 3/15/2025 | 1,699,584 | 1,755,398 | 1,715,480 | ||||||
Mufg Americas Hldgs Corp Sr Unsec | 2.25 | % | 2/10/2020 | 1,041,680 | 1,041,482 | 1,025,243 | ||||||
Navsl 2015-1 A1 1Mlib+30Bp | 0.72 | % | 9/26/2022 | 528,531 | 528,531 | 525,817 | ||||||
Navsl 2015-3 A1 1Mlib+32Bp | 0.74 | % | 7/25/2030 | 616,565 | 616,565 | 612,389 | ||||||
New York Life Global Fdg 144A | 1.95 | % | 2/11/2020 | 1,151,331 | 1,151,112 | 1,129,369 | ||||||
Nordea Bank Ab Sr Unsec Frn 144A | 1.37 | % | 9/17/2018 | 657,903 | 657,903 | 660,761 | ||||||
Oracle Corp Sr Unsec | 2.50 | % | 5/15/2022 | 630,491 | 628,271 | 619,376 | ||||||
Port Seattle-Txbl-B1 | 7.00 | % | 5/1/2036 | 1,096,506 | 1,266,552 | 1,240,005 | ||||||
Rabobank Nederland Nt | 4.50 | % | 1/11/2021 | 2,193,011 | 2,449,510 | 2,387,718 | ||||||
Royal Bank Of Canada | 1.88 | % | 2/5/2021 | 1,206,156 | 1,205,987 | 1,185,590 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Santander Holdings Usa Sr Unsec | 4.50 | % | 7/17/2025 | 932,030 | 935,329 | 950,546 | ||||||
Shell International Fin Sr Unsec | 0.81 | % | 5/11/2020 | 2,138,186 | 2,138,186 | 2,109,102 | ||||||
SLMA 2005-3 A5 | 0.41 | % | 10/25/2024 | 597,500 | 592,366 | 585,173 | ||||||
SLMA 2005-6 A5A 3Mlib+11Bp | 0.43 | % | 7/27/2026 | 580,838 | 577,752 | 574,362 | ||||||
SLMA 2005-8 A3 | 0.43 | % | 10/25/2024 | 410,305 | 409,696 | 409,385 | ||||||
SLMA 2006-1 A4 3Mlib+9 | 0.41 | % | 7/25/2019 | 517,548 | 515,971 | 514,390 | ||||||
SLMA 2006-4 A5 3Mlib+10Bp | 0.42 | % | 10/27/2025 | 513,917 | 512,150 | 510,038 | ||||||
Societe Generale Sr Unsec 144A | 2.63 | % | 9/16/2020 | 1,206,156 | 1,200,885 | 1,206,752 | ||||||
Southwestern Energy Co Glbl Sr Nt | 7.50 | % | 2/1/2018 | 1,809,234 | 2,228,389 | 1,540,111 | ||||||
* | State Street Bank + Trust Co 2236 | (0.20 | )% | 12/1/2030 | 293,813 | 293,813 | 293,813 | |||||
Sumitomo Mitsui Banking Sr Unsec Frn | 0.90 | % | 1/16/2018 | 493,427 | 494,607 | 491,980 | ||||||
Svenska Handelsbanken Ab Unsec | 2.40 | % | 10/1/2020 | 1,370,632 | 1,369,289 | 1,361,964 | ||||||
Synchrony Financial Sr Unsec | 1.56 | % | 2/3/2020 | 1,096,506 | 1,096,506 | 1,080,239 | ||||||
Taot 2015-C A2A | 0.93 | % | 2/15/2018 | 356,364 | 356,336 | 355,877 | ||||||
U S Treasury Bills | — | % | 1/21/2016 | 2,302,662 | 2,302,329 | 2,302,567 | ||||||
U S Treasury Bills | — | % | 1/7/2016 | 1,041,680 | 1,041,495 | 1,041,676 | ||||||
U S Treasury Bills | — | % | 1/28/2016 | 164,476 | 164,476 | 164,462 | ||||||
U S Treasury Bills | — | % | 1/14/2016 | 274,126 | 274,098 | 274,119 | ||||||
U S Treasury Inflate Prot Bd | 0.13 | % | 7/15/2022 | 1,530,997 | 1,530,780 | 1,486,143 | ||||||
U S Treasury Inflate Prot Bd | 0.13 | % | 4/15/2020 | 4,844,351 | 4,819,914 | 4,786,161 | ||||||
U S Treasury Inflate Prot Bd | 0.13 | % | 4/15/2019 | 15,581,804 | 15,578,455 | 15,496,494 | ||||||
U S Treasury Note | 0.38 | % | 1/31/2016 | 10,636,104 | 10,646,075 | 10,636,901 | ||||||
U S Treasury Note | 1.50 | % | 6/30/2016 | 21,107,731 | 21,368,280 | 21,207,909 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
U S Treasury Note | 1.00 | % | 5/15/2018 | 16,447,583 | 16,440,881 | 16,368,552 | ||||||
U S Treasury Note | 0.63 | % | 8/31/2017 | 5,756,654 | 5,746,085 | 5,720,560 | ||||||
U S Treasury Note | 0.63 | % | 5/31/2017 | 16,337,932 | 16,307,397 | 16,268,055 | ||||||
U S Treasury Note | 0.50 | % | 1/31/2017 | 29,057,396 | 29,056,338 | 28,954,678 | ||||||
UBS Ag Stamford Ct Sr Unsec | 2.38 | % | 8/14/2019 | 3,015,390 | 3,046,238 | 3,013,415 | ||||||
US Bank Na Cincinnati Sr Unsec Frn | 0.62 | % | 1/26/2018 | 1,370,632 | 1,370,632 | 1,364,641 | ||||||
Vanderbilt University Nt Unsec | 5.25 | % | 4/1/2019 | 548,253 | 612,530 | 602,001 | ||||||
Verizon Communicationssr Unsec | 3.50 | % | 11/1/2024 | 2,083,360 | 2,103,986 | 2,061,608 | ||||||
Vm Cash Ccp Lch Fob Usd | 0.01 | % | 12/31/2060 | 89,618 | 89,618 | 89,618 | ||||||
Vm Cash Fut Dom Rdr Usd | 0.01 | % | 12/31/2060 | 157,026 | 157,026 | 157,026 | ||||||
Wells Fargo & Company Sr Unsec | 1.00 | % | 1/30/2020 | 1,562,520 | 1,562,520 | 1,549,497 | ||||||
Wells Fargo & Company Sr Unsec | 3.55 | % | 9/29/2025 | 1,480,282 | 1,484,294 | 1,495,432 | ||||||
Uninvested Cash Plus Receivables | 941,777 | 941,777 | ||||||||||
Net Unsettled Trades | (2,874,513 | ) | (2,874,513 | ) | ||||||||
Net Futures Held | 6,005,475 | 6,005,475 | ||||||||||
Centrally Cleared Swaps (Due To) / Due From Broker | 92,121 | 92,121 | ||||||||||
Wrapper | — | 55,564 | ||||||||||
Fair value of contract | 231,152,067 | 227,852,374 | ||||||||||
Voya Retirement Ins & Annuity Co 60266 | ||||||||||||
1-3 Year Credit Bond Index Fund | 1,444,138 | 14,706,521 | 16,717,427 | |||||||||
Asset-Backed Securities Index Fund | 1,207,575 | 29,397,415 | 40,096,783 | |||||||||
Commercial Mortgage-Backed Index Fund | 206,043 | 3,414,254 | 5,564,474 | |||||||||
Gov1-3A | 225,085 | 25,375,517 | 25,630,820 |
Interest | Maturity | Number of | Cost | Current | ||||||||
Identity of issue | rate | date | shares/units | value | value | |||||||
Intermediate Govt Bond Index Fund | 459,962 | 18,183,093 | 18,930,620 | |||||||||
Intermediate Term Credit Bond Index Fund | 1,182,421 | 47,759,582 | 60,151,937 | |||||||||
Long Term Government Bond Index Fund | 56,809 | 4,177,426 | 4,404,014 | |||||||||
Mortgage-Backed Securities Index Fund | 1,042,440 | 36,155,653 | 51,285,348 | |||||||||
Wrapper | — | 452,671 | ||||||||||
Fair value of contract | 179,169,461 | 223,234,094 | ||||||||||
Total synthetic GICs | 937,061,023 | 975,245,150 | ||||||||||
Total GICs (including wrapper contracts) | 1,134,542,669 | 1,173,963,832 | ||||||||||
Total investments | 9,425,619,892 | 10,823,369,991 | ||||||||||
Loans receivable from participants | ||||||||||||
35,720 loans carrying an interest rate of 4.25% to 10.5% with maturities up to 20 years | — | 240,398,016 | ||||||||||
Total | $ | 9,425,619,892 | $ | 11,063,768,007 | ||||||||
By: /s/ J. Michael Murray |
J. Michael Murray |
Global Head of Human Resources |