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, 2018 and 2017 | |
Statements of Changes in Net Assets Available for Benefits for the years ended December 31, 2018 and 2017 | |
Notes to Financial Statements | |
Supplemental Schedule:* | |
Schedule H, Line 4i – Schedule of Assets (Held at End of Year) as of December 31, 2018 | |
Signatures | |
Exhibit Index | |
* | Other schedules required by Form 5500 which are not applicable have been omitted |
2018 | 2017 | ||||||
Assets: | |||||||
Investments, at fair value | $ | 31,088,199 | $ | 33,744,479 | |||
Investments in fully benefit-responsive investment contracts, | |||||||
at contract value | 1,732,972 | 1,887,361 | |||||
Total investments | 32,821,171 | 35,631,840 | |||||
Receivables: | |||||||
Employer contributions | 1,180,979 | 1,197,140 | |||||
Interest and dividends | 12,242 | 9,717 | |||||
Receivable for securities sold | 2,403 | 2,808 | |||||
Participant contributions | 651 | 1,079 | |||||
Participant loans | 1,099,434 | 1,380,174 | |||||
Total receivables | 2,295,709 | 2,590,918 | |||||
Total assets | 35,116,880 | 38,222,758 | |||||
Liabilities: | |||||||
Payable for securities purchased | 11,675 | 23,547 | |||||
Payable for trustee, administrative fees and other | 15,055 | 19,457 | |||||
Total liabilities | 26,730 | 43,004 | |||||
Net assets available for benefits | $ | 35,090,150 | $ | 38,179,754 | |||
See accompanying notes to financial statements. |
2018 | 2017 | ||||||
Additions to (reduction from) net assets attributable to: | |||||||
Investment income (loss) : | |||||||
Dividends | $ | 123,762 | $ | 100,737 | |||
Interest | 76,867 | 72,940 | |||||
Net (depreciation) appreciation in fair value of investments | (2,973,409 | ) | 5,304,984 | ||||
Net investment (loss) income | (2,772,780 | ) | 5,478,661 | ||||
Interest income from loans receivable from participants | 58,321 | 57,279 | |||||
Contributions: | |||||||
Employer | 1,180,979 | 1,196,874 | |||||
Participants | 1,294,666 | 1,285,707 | |||||
Rollover | — | 52,469 | |||||
Total contributions | 2,475,645 | 2,535,050 | |||||
Total (reduction) additions to net assets | (238,814 | ) | 8,070,990 | ||||
Deductions from net assets attributable to: | |||||||
Distributions to participants | 2,775,723 | 3,153,742 | |||||
Trustee and administrative expenses | 47,162 | 50,197 | |||||
Dividends paid directly to participants | 27,905 | 23,067 | |||||
Total deductions from net assets | 2,850,790 | 3,227,006 | |||||
Net (decrease) increase | (3,089,604 | ) | 4,843,984 | ||||
Net assets available for benefits at: | |||||||
Beginning of year | 38,179,754 | 33,335,770 | |||||
End of year | $ | 35,090,150 | $ | 38,179,754 | |||
See accompanying notes to financial statements. |
(1) | Description of the Plan |
(a) | General |
(b) | Eligibility |
(c) | Employee Contributions |
(d) | Employer Contributions |
(e) | Participant Accounts |
(f) | Rollover and Transfer Contributions |
(g) | Investment Options |
(h) | Vesting |
• | Upon completion of three years of service, 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 Other Assets and Liabilities |
(e) | Payment of Benefits |
(3) | Guaranteed Investment Contracts (GIC) |
• | 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. |
2018 | 2017 | |||||||
Investments in fully benefit-responsive investment contracts, at contract value: | ||||||||
Synthetic GICs | $ | 1,732,972 | $ | 1,887,361 | ||||
Investments in fully benefit-responsive investment contracts, at contract value | $ | 1,732,972 | $ | 1,887,361 |
(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, 2018 | |||||||||||
Level 1 | Level 2 | Total | |||||||||
Investments, at fair value: | |||||||||||
Cash equivalents and short-term investments | $ | 922 | $ | 176,715 | $ | 177,637 | |||||
Collective trust funds | — | 25,837,898 | 25,837,898 | ||||||||
U.S. equities | 1,442,440 | — | 1,442,440 | ||||||||
Non-U.S. equities | 1,208,296 | — | 1,208,296 | ||||||||
Mutual funds and other registered investment companies | 2,421,928 | — | 2,421,928 | ||||||||
Investments, at fair value | $ | 5,073,586 | $ | 26,014,613 | $ | 31,088,199 |
December 31, 2017 | |||||||||||
Level 1 | Level 2 | Total | |||||||||
Investments, at fair value: | |||||||||||
Cash equivalents and short-term investments | $ | 1,592 | $ | 99,542 | $ | 101,134 | |||||
Collective trust funds | — | 27,279,718 | 27,279,718 | ||||||||
U.S. equities | 2,376,887 | — | 2,376,887 | ||||||||
Non-U.S. equities | 1,197,351 | — | 1,197,351 | ||||||||
Mutual funds | 2,789,389 | — | 2,789,389 | ||||||||
Investments, at fair value | $ | 6,365,219 | $ | 27,379,260 | $ | 33,744,479 |
(5) | Administrative Expenses |
(6) | Risks and Uncertainties |
(7) | Party‑in‑Interest Transactions |
(8) | Tax Status |
(9) | Plan Termination |
(10) | Subsequent Events |
(11) | Reconciliation of Financial Statements to Form 5500 |
2018 | 2017 | |||||||
Net assets available for benefits per the financial statements | $ | 35,090,150 | $ | 38,179,754 | ||||
Adjustment from contract value to fair value for fully benefit-responsive investment contracts | (25,396 | ) | 3,871 | |||||
Net assets available for benefits per the Form 5500 | $ | 35,064,754 | $ | 38,183,625 | ||||
Net (decrease) increase in net assets available for benefits per the financial statements | $ | (3,089,604 | ) | $ | 4,843,984 | |||
Prior year adjustment from contract value to fair value for fully benefit-responsive investment contracts | (3,871 | ) | (11,330 | ) | ||||
Current year adjustment from contract value to fair value for fully benefit-responsive investment contracts | (25,396 | ) | 3,871 | |||||
Net (decrease) increase in net assets per Form 5500 | $ | (3,118,871 | ) | $ | 4,836,525 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Cash equivalents and short-term investments: | ||||||||||
Australian Dollar | 41 | $ | 28 | |||||||
Brazil Real | 1,396 | 359 | ||||||||
Canadian Dollar | 60 | 44 | ||||||||
Cash Collateral Held At Rbc | (162 | ) | (162 | ) | ||||||
* | Collective Us Gov't STIF 12 | 2.29 | % | 117 | 117 | |||||
* | Collective US Gov't STIF 15 | 2.26 | % | 176,600 | 176,600 | |||||
Danish Krone | 20 | 3 | ||||||||
Euro Currency | 44 | 52 | ||||||||
Hong Kong Dollar Overdrawn | (1,873 | ) | (239 | ) | ||||||
Indonesian Rupiah | 747,213 | 52 | ||||||||
Japanese Yen | 84,203 | 768 | ||||||||
Mexican Peso | 324 | 16 | ||||||||
New Taiwan Dollar | 10,277 | 334 | ||||||||
New Zealand Dollar | 14 | 10 | ||||||||
Pound Sterling | 74 | 93 | ||||||||
South African Rand | 10,599 | 737 | ||||||||
Thailand Baht | 2,355 | 73 | ||||||||
Turkish Lira | 852 | 160 | ||||||||
U.S. Dollar Overdrawn | (1,408 | ) | (1,408 | ) | ||||||
Total cash equivalents and short-term investments | $ | 177,637 | ||||||||
Collective trust funds: |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
BFA Lifepath Index 2020 Fund | 2,428 | $ | 46,738 | |||||||
BFA Lifepath Index 2025 Fund | 15,613 | 289,067 | ||||||||
BFA Lifepath Index 2030 Fund | 18,895 | 380,505 | ||||||||
BFA Lifepath Index 2035 Fund | 23,886 | 454,117 | ||||||||
BFA Lifepath Index 2040 Fund | 52,037 | 1,077,590 | ||||||||
BFA Lifepath Index 2045 Fund | 48,800 | 935,099 | ||||||||
BFA Lifepath Index 2050 Fund | 24,518 | 384,881 | ||||||||
BFA Lifepath Index 2055 Fund | 3,689 | 75,162 | ||||||||
BFA Lifepath Index Retirement | 9,771 | 184,400 | ||||||||
Blackrock EAFE Equity Fund | 107,271 | 3,973,912 | ||||||||
Blackrock Emerging Markets Fund | 100,082 | 1,059,230 | ||||||||
Blackrock Roll Select Fund | 5,225 | 46,082 | ||||||||
Blackrock Russell 2000 Fund | 18,578 | 768,188 | ||||||||
Blackrock Russell 3000 Fund | 68,810 | 3,304,615 | ||||||||
Blackrock S&P 400 Index Fund | 31,093 | 2,447,178 | ||||||||
Blackrock S&P 500 Index Fund | 151,287 | 7,229,799 | ||||||||
Blackrock US Debt Fund | 78,888 | 2,454,652 | ||||||||
Blackrock US TIPS Fund | 10,765 | 219,899 | ||||||||
Schroder Collective Invt Trust | 30,421 | 328,248 | ||||||||
Wellington CIF II Citigroup Emerging Markets Debt Portfolio | 14,539 | 178,536 | ||||||||
Total collective trust funds | $ | 25,837,898 | ||||||||
Mutual funds: |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
BlackRock Cash Funds: Treasury | 1,420,416 | $ | 1,420,416 | |||||||
Blckrck Hi Yld Bnd Port-K | 19,001 | 135,669 | ||||||||
DFA Emerging Markets Portfolio | 7,299 | 169,407 | ||||||||
Dodge & Cox International Stock Fund | 8,701 | 321,164 | ||||||||
Ishares Msci Eafe Small-cap | 30 | 1,560 | ||||||||
Ishares Msci India Etf | 45 | 1,516 | ||||||||
Ishares Msci India Small Cap | 365 | 14,095 | ||||||||
Legg Mason Bw Global Opportunities | 14,797 | 146,497 | ||||||||
Prudential High Yield Fund | 13,340 | 68,304 | ||||||||
T Rowe Price International Discovery Fund | 16,677 | 136,753 | ||||||||
Wisdom Tree India Earnings Fund | 264 | 6,547 | ||||||||
Total mutual funds | $ | 2,421,928 | ||||||||
Non-U.S. equities: | ||||||||||
3Sbio Inc | 420 | $ | 539 | |||||||
58.Com Inc | 83 | 4,492 | ||||||||
888 Holdings Plc | 289 | 644 | ||||||||
Aalberts Industries | 15 | 511 | ||||||||
Abacus Property Group | 277 | 639 | ||||||||
Abcam Plc | 118 | 1,644 | ||||||||
Abn Amro Group Nv | 128 | 3,011 | ||||||||
Accenture Plc | 94 | 13,232 | ||||||||
Adidas Ag | 52 | 10,904 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Ado Properties Sa | 9 | 465 | ||||||||
Aedas Homes Sau | 31 | 791 | ||||||||
Ahlsell Ab | 274 | 1,612 | ||||||||
Aia Group Ltd | 1,484 | 12,318 | ||||||||
Aida Engineering Ltd | 52 | 340 | ||||||||
Air Arabia Pjsc | 1,381 | 383 | ||||||||
Air Liquide Sa | 35 | 4,284 | ||||||||
Airports Of Thailand Pcl | 1,011 | 1,995 | ||||||||
Airtac International Group | 121 | 1,184 | ||||||||
Aixtron Se | 142 | 1,364 | ||||||||
Alibaba Group Holding | 106 | 14,551 | ||||||||
Alkermes Plc | 1 | 41 | ||||||||
Als Ltd | 165 | 789 | ||||||||
Alstria Office Reit-ag | 68 | 942 | ||||||||
Altri Sgps Sa | 159 | 1,057 | ||||||||
Altus Group Ltd | 30 | 528 | ||||||||
Amadeus It Group | 123 | 7,952 | ||||||||
Ambu A/S | 69 | 1,645 | ||||||||
Amplifon Spa | 95 | 1,528 | ||||||||
Anheuser-Busch Inbev Sa/Nv | 73 | 4,806 | ||||||||
Anta Sports Products Ltd | 396 | 1,898 | ||||||||
Aon Plc | 49 | 7,120 | ||||||||
Aperam Sa | 17 | 449 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Arata Corp | 12 | 477 | ||||||||
Arris International Plc | 3 | 84 | ||||||||
As One Corp | 10 | 661 | ||||||||
Ascential Plc | 390 | 1,871 | ||||||||
Ase Technology Holding Co Ltd | 1,306 | 2,476 | ||||||||
Asm International Nv | 8 | 333 | ||||||||
Asml Holding Nv | 40 | 6,204 | ||||||||
Asos Plc | 14 | 401 | ||||||||
Aspen Insurance Holdings Ltd | 3 | 129 | ||||||||
Asr Nederland Nv | 46 | 1,836 | ||||||||
Assa Abloy Ab | 319 | 5,700 | ||||||||
Assured Guaranty Ltd | 26 | 978 | ||||||||
Astm Spa | 21 | 426 | ||||||||
Astra International Tbk Pt | 2,368 | 1,355 | ||||||||
At&S Austria Technologie & Sys | 15 | 258 | ||||||||
Atacadao Distribuicao Comercio | 531 | 2,480 | ||||||||
Atlas Copco Ab | 252 | 5,980 | ||||||||
Aumann Ag | 8 | 260 | ||||||||
Avanza bank Holding | 14 | 670 | ||||||||
Avast Plc | 140 | 508 | ||||||||
Axis Capital Holdings Ltd | 36 | 1,811 | ||||||||
Ayala Land Inc | 1,662 | 1,283 | ||||||||
Azul Sa | 28 | 787 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
B3 Sa - Brasil Bolsa Balcao | 434 | 3,000 | ||||||||
Baidu Inc | 31 | 4,937 | ||||||||
Bakkavor Group Plc | 283 | 508 | ||||||||
Banca Generali Spa | 21 | 426 | ||||||||
Banca Transilvania Sa | 1,026 | 505 | ||||||||
Banco Santander Chile | 71 | 2,111 | ||||||||
Bangkok Dusit Medical Services | 2,110 | 1,582 | ||||||||
Bangkok Expressway & Metro Pcl | 1,568 | 467 | ||||||||
Bank Central Asia Tbk Pt | 1,218 | 2,203 | ||||||||
Bank Leumi Le-Israel Bm | 439 | 2,654 | ||||||||
Bank Of Georgia Group Plc | 24 | 421 | ||||||||
Bank Of Nt Butterfield & Son L | 21 | 647 | ||||||||
Bank Of The Ryukyus Ltd | 18 | 190 | ||||||||
Bank Rakyat Indonesia Perser | 6,893 | 1,754 | ||||||||
Baozun Inc | 23 | 659 | ||||||||
BB Seguridade Participacoes | 894 | 6,364 | ||||||||
Bellway Plc | 35 | 1,133 | ||||||||
Berkeley Group Holdings Plc | 17 | 757 | ||||||||
Best World International Ltd | 626 | 1,208 | ||||||||
Bhp Group Plc | 256 | 5,376 | ||||||||
Bidvest Group Ltd/The | 41 | 590 | ||||||||
Bim Birlesik Magazalar As | 37 | 606 | ||||||||
Biomerieux | 2 | 134 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Biotage Ab | 32 | 399 | ||||||||
Bk Brasil Operacao E Assessori | 58 | 308 | ||||||||
Bluescope Steel Ltd | 43 | 333 | ||||||||
Bobst Group Sa | 8 | 577 | ||||||||
Brenntag Ag | 10 | 435 | ||||||||
Brightsphere Investment Group | 7 | 74 | ||||||||
Britvic Plc | 83 | 840 | ||||||||
Brunello Cucinelli | 14 | 495 | ||||||||
Bukit Asam Tbk Pt | 2,334 | 698 | ||||||||
Bwp Trust | 286 | 710 | ||||||||
Cae Inc | 30 | 559 | ||||||||
Cairn Homes Plc | 342 | 418 | ||||||||
Canada Goose Holdings Inc | 13 | 584 | ||||||||
Canadian National Railway Co | 41 | 3,006 | ||||||||
Canadian Pacific Railway Ltd | 75 | 13,308 | ||||||||
Capgemini Se | 41 | 4,106 | ||||||||
Capitec Bank Holdings Ltd | 19 | 1,446 | ||||||||
Cardtronics Plc | 8 | 197 | ||||||||
Carel Industries Spa | 65 | 676 | ||||||||
Carlsberg A/S | 45 | 4,818 | ||||||||
Cd Projekt Sa | 9 | 339 | ||||||||
Cembra Money Bank Ag | 10 | 757 | ||||||||
Central Pattana Pub Co | 570 | 1,309 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Chailease Holding Co Ltd | 168 | 529 | ||||||||
Charter Hall Retail Reit | 137 | 431 | ||||||||
China Communications Services | 1,249 | 1,034 | ||||||||
China Mengniu Dairy Co Ltd | 517 | 1,611 | ||||||||
China Merchants Bank Co Ltd | 1,030 | 3,775 | ||||||||
China Pacific Insurance | 2,065 | 6,686 | ||||||||
Chow Sang Sang Holdings Intern | 193 | 286 | ||||||||
Chr Hansen Holding A/S | 114 | 10,042 | ||||||||
Chubb Ltd | 95 | 12,328 | ||||||||
Cia De Saneamento Basico Do Es | 303 | 2,459 | ||||||||
Cia De Saneamento Do Parana | 120 | 1,912 | ||||||||
CIE Automotive Sa | 87 | 2,124 | ||||||||
Cie De Saint-Gobain | 74 | 2,459 | ||||||||
Cie Generale Des Etablissement | 25 | 2,458 | ||||||||
Cielo Sa | 929 | 2,131 | ||||||||
Cimpress Nv | 1 | 146 | ||||||||
Cineworld Group Plc | 371 | 1,242 | ||||||||
Clicks Group Ltd | 63 | 841 | ||||||||
Cochlear Ltd | 7 | 883 | ||||||||
Compass Group Plc | 930 | 19,547 | ||||||||
Computer Modelling Group Ltd | 18 | 82 | ||||||||
Concentric | 67 | 911 | ||||||||
Core Laboratories Nv | 76 | 4,556 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Cosmo Energy Holdings Co Ltd | 38 | 786 | ||||||||
Country Garden Services Holdin | 1,387 | 2,204 | ||||||||
CP All Pcl | 461 | 975 | ||||||||
Credicorp Ltd | 10 | 2,316 | ||||||||
Crispr Therapeutics Ag | 1 | 31 | ||||||||
Csl Ltd | 117 | 15,187 | ||||||||
Cushman & Wakefield Plc | 156 | 2,254 | ||||||||
Cvc Brasil Operadora E Agencia | 39 | 621 | ||||||||
Cvs Group Plc | 26 | 220 | ||||||||
Dah Sing Financial Holdings Lt | 112 | 552 | ||||||||
Daio Paper Corp | 30 | 350 | ||||||||
Daiwa House Industry Co Ltd | 231 | 7,366 | ||||||||
Dali Foods Group Co Ltd | 568 | 420 | ||||||||
Db Hitek Co Ltd | 56 | 547 | ||||||||
Dbs Group Holdings Ltd | 296 | 5,141 | ||||||||
DCC Plc | 11 | 805 | ||||||||
Denka Co Ltd | 11 | 312 | ||||||||
Derichebourg Sa | 60 | 275 | ||||||||
Descartes Systems | 24 | 627 | ||||||||
Despegar.Com Corp | 183 | 2,267 | ||||||||
Dfds A/S | 26 | 1,034 | ||||||||
Diageo Plc | 96 | 3,417 | ||||||||
Dic Corp | 25 | 759 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Dino Polska Sa | 16 | 415 | ||||||||
Dip Corp | 60 | 977 | ||||||||
Dirtt Environmental Solution | 161 | 720 | ||||||||
Disco Corp | 4 | 416 | ||||||||
Dixons Carphone Plc | 204 | 312 | ||||||||
Dksh Holding | 15 | 1,002 | ||||||||
Dno Asa | 226 | 328 | ||||||||
Dollarama Inc | 177 | 4,213 | ||||||||
Don Quijote Holdings Co Ltd | 81 | 5,010 | ||||||||
Dp World Ltd | 150 | 2,555 | ||||||||
Draper Esprit Plc | 57 | 394 | ||||||||
Ds Smith Plc | 284 | 1,084 | ||||||||
Dufry Ag Reg | 6 | 593 | ||||||||
Duzonbizon Co Ltd | 24 | 1,114 | ||||||||
E.Sun Financial Holding Co | 2,607 | 1,705 | ||||||||
Ebiquity Plc | 160 | 132 | ||||||||
Ebro Foods Sa | 55 | 1,072 | ||||||||
Eclat Textile Co Ltd | 38 | 427 | ||||||||
Edenred | 20 | 730 | ||||||||
Edita Food Industries | 36 | 146 | ||||||||
Eiken Chemical Co Ltd | 14 | 312 | ||||||||
Electric Power Development | 27 | 643 | ||||||||
Elekta Ab | 100 | 1,184 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Energisa Sa | 62 | 595 | ||||||||
Enerplus Corp | 45 | 352 | ||||||||
Engie Brasil Energia Sa | 69 | 584 | ||||||||
Enn Energy Holdings Ltd | 207 | 1,839 | ||||||||
Epiroc Ab | 417 | 3,947 | ||||||||
Eps Holdings Inc | 23 | 345 | ||||||||
Equiniti Group Plc | 121 | 332 | ||||||||
Erg Spa | 29 | 555 | ||||||||
Essent Group Ltd | 31 | 1,039 | ||||||||
Essilor International Cie Gene | 111 | 14,022 | ||||||||
Eurofins Scientific | 2 | 745 | ||||||||
Euronext Nv | 10 | 567 | ||||||||
Everest Re Group Ltd | 7 | 1,554 | ||||||||
Evraz Plc | 171 | 1,045 | ||||||||
Experian Plc | 569 | 13,809 | ||||||||
Fairfax India Holdings Corp | 284 | 3,729 | ||||||||
Farfetch Ltd | 5 | 84 | ||||||||
Feng Tay Enterprise Co Ltd | 75 | 430 | ||||||||
Ferguson Plc | 95 | 6,039 | ||||||||
Ferroglobe Rep & Wrnty Ins Tru Non Transferable Bene Int | 33 | 53 | ||||||||
Fila Korea Ltd | 13 | 607 | ||||||||
Finecobank Spa | 93 | 930 | ||||||||
First Abu Dhabi Bank Pjsc | 357 | 1,371 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Firstrand Ltd | 398 | 1,813 | ||||||||
Fisher & Paykel Healthcare | 145 | 1,261 | ||||||||
Flybe Group Plc | 376 | 81 | ||||||||
Freenet Ag | 48 | 934 | ||||||||
Fresenius Se & Co Kgaa | 41 | 1,967 | ||||||||
Fresh Del Monte Produce Inc | 35 | 976 | ||||||||
Fufeng Group Ltd | 814 | 344 | ||||||||
Fuji Corp/Aichi | 73 | 861 | ||||||||
Fujikura Ltd | 86 | 341 | ||||||||
Fujimi Inc | 17 | 329 | ||||||||
Fujitec Co Ltd | 61 | 658 | ||||||||
Fujitsu General Ltd | 44 | 560 | ||||||||
Fukuoka Financial Group Inc | 24 | 480 | ||||||||
Geberit Ag | 18 | 7,093 | ||||||||
Genting Bhd | 1,857 | 2,741 | ||||||||
Genus Plc | 33 | 897 | ||||||||
Genworth Mi Canada Inc | 10 | 297 | ||||||||
Georgia Healthcare Group Plc | 126 | 328 | ||||||||
Gima Tt Spa | 33 | 246 | ||||||||
Global Indemnity Ltd | 8 | 292 | ||||||||
Globant Sa | 9 | 513 | ||||||||
Grafton Group Plc | 43 | 351 | ||||||||
Grandvision Nv | 36 | 794 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Grifols Sa | 51 | 1,277 | ||||||||
Gruma Sab De Cv | 95 | 1,073 | ||||||||
Grupo Aeroportuario Del Centro | 76 | 361 | ||||||||
Grupo Aeroportuario Sur | 2 | 372 | ||||||||
Grupo Financiero Banorte Sab D | 583 | 2,842 | ||||||||
Guangdong Investment Ltd | 393 | 760 | ||||||||
Gudang Garam Tbk Pt | 106 | 613 | ||||||||
Gulf Keystone Petroleum Ltd | 211 | 487 | ||||||||
Haier Electronics Group Co | 365 | 898 | ||||||||
Hana Financial Group | 156 | 5,055 | ||||||||
Hansol Chemical Co Ltd | 23 | 1,601 | ||||||||
Hanwa Co Ltd | 33 | 855 | ||||||||
Hartalega Holdings Bhd | 293 | 436 | ||||||||
Haseko Corp | 144 | 1,512 | ||||||||
Hdfc Bank Ltd | 254 | 26,230 | ||||||||
Heiwa Real Estate Co Ltd | 34 | 544 | ||||||||
Heiwado Co Ltd | 13 | 307 | ||||||||
Helen Of Troy Ltd | 3 | 339 | ||||||||
Hemfosa Fastigheter Ab | 73 | 575 | ||||||||
Hexagon Ab | 195 | 8,958 | ||||||||
Hikari Tsushin Inc | 5 | 767 | ||||||||
Hi-p International Ltd | 1,004 | 651 | ||||||||
His Co Ltd | 14 | 498 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Hitachi Metals Ltd | 51 | 539 | ||||||||
Home Product Center Pcl | 2,710 | 1,265 | ||||||||
Hope Education Group Co Ltd | 3,265 | 354 | ||||||||
Horiba Ltd | 8 | 312 | ||||||||
Hoshino Resorts Reit Inc | 1 | 794 | ||||||||
Hoshizaki Corp | 7 | 402 | ||||||||
Howden Joinery Group Plc | 636 | 3,525 | ||||||||
Huazhu Group Ltd | 102 | 2,932 | ||||||||
Huhtamaki Oyj | 14 | 448 | ||||||||
Ibstock Plc | 831 | 2,102 | ||||||||
Ichor Holdings Ltd | 2 | 35 | ||||||||
Icici Bank Ltd | 1,350 | 13,895 | ||||||||
Icon Plc | 79 | 10,155 | ||||||||
Idec Corp/Japan | 18 | 313 | ||||||||
Igg Inc | 374 | 513 | ||||||||
Iguatemi Emp De Shopping | 109 | 1,169 | ||||||||
Imax Corp | 12 | 225 | ||||||||
Imcd Group | 14 | 870 | ||||||||
Immobiliare Grande Distribuzio | 69 | 423 | ||||||||
Inchcape Plc | 91 | 636 | ||||||||
Indivior Plc | 88 | 127 | ||||||||
Industria De Diseno Textil Sa | 120 | 3,057 | ||||||||
Industrias Bachoco Sab De Cv | 86 | 283 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Informa Plc | 420 | 3,368 | ||||||||
Infosys Ltd | 508 | 4,835 | ||||||||
Inmobiliaria Colonial Socimi S | 136 | 1,261 | ||||||||
Innovent Biologics Inc | 173 | 534 | ||||||||
Instone Real Estate Group Ag | 36 | 680 | ||||||||
Integrated Diagnostics Holding | 115 | 477 | ||||||||
Intermediate Capital Group | 102 | 1,217 | ||||||||
Intertrust | 32 | 541 | ||||||||
Intrum Ab | 17 | 389 | ||||||||
Investec Plc | 124 | 697 | ||||||||
Invincible Investment Corp | 2 | 768 | ||||||||
IP Group Plc | 219 | 303 | ||||||||
Ipsen Sa | 14 | 1,770 | ||||||||
IQE Plc | 1,174 | 971 | ||||||||
Irb Brasil Resseguros S/A | 66 | 1,432 | ||||||||
Israel Discount Bank Ltd | 481 | 1,488 | ||||||||
Itau Unibanco Holding | 384 | 3,519 | ||||||||
Ituran Location and Control | 73 | 2,349 | ||||||||
J D Wetherspoon Plc | 19 | 275 | ||||||||
Jafco Co Ltd | 12 | 393 | ||||||||
Japan Aviation Electronics Ind | 52 | 600 | ||||||||
Jazz Pharmaceuticals Plc | 1 | 55 | ||||||||
Jd Sports Fashion Plc | 246 | 1,095 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Jeol Ltd | 53 | 795 | ||||||||
Johnson Electric Holdings Ltd | 112 | 228 | ||||||||
Jollibee Foods Corp | 90 | 501 | ||||||||
Jpm Struct.Prod.Bv Lepw | 1,179 | 1,724 | ||||||||
Jpm-Cw20 Wuliangye Yib | 484 | 3,584 | ||||||||
Jse Ltd | 36 | 418 | ||||||||
Juki Corp | 87 | 885 | ||||||||
Julius Baer Group Ltd | 74 | 2,622 | ||||||||
Jumbo Sa | 33 | 476 | ||||||||
Just Eat Plc | 132 | 986 | ||||||||
Kakaku.Com Inc | 18 | 326 | ||||||||
Kaken Pharmaceutical Co Ltd | 18 | 810 | ||||||||
Kanamoto Co Ltd | 34 | 891 | ||||||||
Kao Corp | 54 | 3,997 | ||||||||
Kasikornbank Pcl | 446 | 2,530 | ||||||||
Kendrion | 11 | 267 | ||||||||
Keyence Corp | 27 | 13,490 | ||||||||
Keywords Studios Plc | 44 | 597 | ||||||||
Kindred Group Plc | 103 | 945 | ||||||||
King Slide Works Co Ltd | 143 | 1,486 | ||||||||
Kingdee International Software | 614 | 543 | ||||||||
Kobayashi Pharmaceutical Co Lt | 9 | 645 | ||||||||
Koito Manufacturing Co Ltd | 8 | 420 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Kokuyo Co Ltd | 62 | 901 | ||||||||
Konecranes Oyj | 15 | 461 | ||||||||
Koninklijke Volkerwessels Nv | 34 | 531 | ||||||||
Korea Investment Holdings Co L | 9 | 490 | ||||||||
Korean Reinsurance Co | 41 | 320 | ||||||||
Kumho Petrochemical Co Ltd | 4 | 280 | ||||||||
Kyowa Exeo Corp | 75 | 1,773 | ||||||||
Kyudenko Corp | 21 | 804 | ||||||||
Laboratorios Farmaceuticos | 33 | 660 | ||||||||
Landis+Gyr Group Ag | 11 | 619 | ||||||||
Lasalle Logiport Reit | 1 | 345 | ||||||||
Lectra | 41 | 831 | ||||||||
Leeno Industrial Inc | 8 | 319 | ||||||||
Leg Immobilien Ag | 31 | 3,186 | ||||||||
Leroy Seafood Group Asa | 124 | 943 | ||||||||
LG Corp | 77 | 4,277 | ||||||||
Lg Household & Health Care Ltd | 1 | 1,155 | ||||||||
Li Ning Co Ltd | 482 | 517 | ||||||||
Lions Gate Entertainment Corp | 4 | 54 | ||||||||
Livanova Plc | 13 | 1,230 | ||||||||
Localiza Rent A Car | 296 | 2,273 | ||||||||
Logitech International Sa | 16 | 513 | ||||||||
Lojas Renner S.A. | 247 | 2,700 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Loma Negra Cia Industrial Arge | 270 | 3,003 | ||||||||
Londonmetric Property Plc | 190 | 422 | ||||||||
Longfor Properties Co Ltd | 652 | 1,947 | ||||||||
Lonking Holdings Ltd | 1,898 | 492 | ||||||||
Luthai Textile Co Ltd | 409 | 484 | ||||||||
Lvmh Moet Hennessy Louis Vuitt | 42 | 12,332 | ||||||||
Maanshan Iron & Steel Co Ltd | 3,812 | 1,680 | ||||||||
Mabuchi Motor Co Ltd | 11 | 333 | ||||||||
Macq Bk-Cw20 China Jushi C | 1,474 | 2,072 | ||||||||
Macq Bk-Cw20 Focused Photo | 502 | 1,873 | ||||||||
Macq Bk-Cw20 Ping An Bank | 1,837 | 2,506 | ||||||||
Macq Bk-Cw20 Ping An Insur | 252 | 2,053 | ||||||||
Macquarie Korea Infrastructure | 73 | 604 | ||||||||
Macquarie Mexico Real Estate M | 617 | 553 | ||||||||
Maeda Corp | 124 | 1,159 | ||||||||
Magazine Luiza Sa | 26 | 1,232 | ||||||||
Magnit Pjsc | 34 | 1,726 | ||||||||
Mail.Ru Group | 62 | 1,462 | ||||||||
Majestic Wine Plc | 91 | 286 | ||||||||
Makalot Industrial Co Ltd | 78 | 432 | ||||||||
Makino Milling Machine Co Ltd | 30 | 1,068 | ||||||||
Makita Corp | 137 | 4,877 | ||||||||
Mando Corp | 15 | 397 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Marcopolo Sa | 809 | 836 | ||||||||
Masonite International Corp | 1 | 29 | ||||||||
Matsumotokiyoshi Holdings Co L | 20 | 622 | ||||||||
Mayora Indah | 1,681 | 306 | ||||||||
Mcj Co Ltd | 92 | 556 | ||||||||
Mediaset Espana Comunicacion S | 133 | 837 | ||||||||
Mediclinic International Plc | 434 | 1,780 | ||||||||
Medtronic Plc | 95 | 8,679 | ||||||||
Megacable Holdings Sab De Cv | 83 | 373 | ||||||||
Meidensha Corp | 31 | 391 | ||||||||
Meitec Corp | 13 | 523 | ||||||||
Mellanox Technologies Ltd | 22 | 2,084 | ||||||||
Metawater Co Ltd | 18 | 488 | ||||||||
Metcash Ltd | 518 | 893 | ||||||||
Mitie Group Plc | 194 | 273 | ||||||||
Mitsui Fudosan Logistics Par Reit | 1 | 321 | ||||||||
Mitsui Mining & Smelting Co Lt | 28 | 586 | ||||||||
Miura Co Ltd | 18 | 409 | ||||||||
Modec Inc | 21 | 435 | ||||||||
Moncler Spa | 26 | 868 | ||||||||
Moneta Money Bank As | 173 | 558 | ||||||||
Moneysupermarket.Com Group Plc | 128 | 448 | ||||||||
Morgan Sindall Group Plc | 17 | 225 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Mori Hills Reit Investment | 1 | 279 | ||||||||
Morinaga & Co Ltd/Japan | 27 | 1,167 | ||||||||
Mr Price Group Ltd | 224 | 3,834 | ||||||||
Muangthai Capital Pcl | 228 | 344 | ||||||||
Multiplan Empreendimentos Imob | 88 | 550 | ||||||||
Musashi Seimitsu Industry Co | 58 | 807 | ||||||||
Mycronic Ab | 40 | 533 | ||||||||
Naspers Ltd | 65 | 12,910 | ||||||||
National Bank Of Canada | 107 | 4,401 | ||||||||
Navigator Co Sa/The | 153 | 628 | ||||||||
Nestle Sa | 150 | 12,145 | ||||||||
Netcompany Group A/S | 17 | 557 | ||||||||
Netent Ab | 47 | 193 | ||||||||
Nexity Sa | 33 | 1,474 | ||||||||
Nexon Co Ltd | 269 | 3,462 | ||||||||
Nextdc Ltd | 126 | 544 | ||||||||
Ngk Spark Plug Co Ltd | 24 | 474 | ||||||||
Nichiha Corp | 26 | 660 | ||||||||
Nifco Inc | 23 | 533 | ||||||||
Nihon Unisys Ltd | 26 | 585 | ||||||||
Nikkiso Co Ltd | 39 | 325 | ||||||||
Nine Entertainment Co Holdings | 774 | 752 | ||||||||
Nippon Ceramic Co Ltd | 18 | 385 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Nippon Light Metal Holdings Co | 522 | 1,062 | ||||||||
Nippon Seiki Co Ltd | 44 | 748 | ||||||||
Nippon Soda Co Ltd | 20 | 489 | ||||||||
Nishio Rent All Co Ltd | 11 | 336 | ||||||||
Nissin Electric Co Ltd | 82 | 600 | ||||||||
Nitto Boseki Co Ltd | 17 | 272 | ||||||||
Nmc Health Plc | 16 | 570 | ||||||||
Nof Corp | 20 | 689 | ||||||||
Nojima Corp | 19 | 4,142 | ||||||||
Nordea Bank Abp | 435 | 3,661 | ||||||||
Norma Group | 14 | 709 | ||||||||
Notre Dame Intermedica Partici | 164 | 1,234 | ||||||||
Nova Ljubljanska Banka Dd | 115 | 1,713 | ||||||||
Novanta Inc | 5 | 240 | ||||||||
Novartis Ag | 138 | 11,807 | ||||||||
Novocure Ltd | 1 | 11 | ||||||||
Nyfosa Ab | 73 | 352 | ||||||||
Obara Group Inc | 15 | 543 | ||||||||
Ocado Group Plc | 71 | 715 | ||||||||
Odontoprev Sa | 151 | 536 | ||||||||
Old Mutual Ltd | 2,185 | 3,371 | ||||||||
Ooh!Media Ltd | 139 | 334 | ||||||||
Open House Co Ltd | 18 | 600 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Orbotech Ltd | 21 | 1,173 | ||||||||
Oriflame Holding | 17 | 385 | ||||||||
Osstem Implant Co Ltd | 13 | 602 | ||||||||
OTP Bank Plc | 70 | 2,820 | ||||||||
Oxford Immunotec Global Plc | 5 | 67 | ||||||||
Oxford Instruments Plc | 48 | 552 | ||||||||
Paddy Power Betfair Plc | 8 | 651 | ||||||||
Pakuwon Jati Tbk Pt | 29,526 | 1,273 | ||||||||
Paltac Corporation | 15 | 720 | ||||||||
Pampa Energia | 87 | 2,782 | ||||||||
Paramount Bed Holdings Co Ltd | 15 | 625 | ||||||||
Parex Resources Inc | 48 | 580 | ||||||||
Peab Ab | 58 | 476 | ||||||||
Pembangunan Perumahan Perser | 2,363 | 297 | ||||||||
Pendal Group Ltd | 120 | 676 | ||||||||
Penta-Ocean Construction Co Lt | 143 | 792 | ||||||||
Pernod Ricard Sa | 68 | 11,063 | ||||||||
Petroleo Brasileiro Sa | 230 | 1,883 | ||||||||
Petroleo Brasileiro Spon | 127 | 1,650 | ||||||||
Ping An Insurance Group Co | 1,413 | 12,482 | ||||||||
Piovan Spa | 34 | 313 | ||||||||
Playtech Plc | 212 | 1,039 | ||||||||
Polyus Pjsc | 46 | 1,773 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
President Chain Store Corp | 269 | 2,724 | ||||||||
Press Kogyo Co Ltd | 48 | 235 | ||||||||
Prudential Plc | 449 | 8,016 | ||||||||
Public Bank Bhd | 333 | 1,994 | ||||||||
Qgep Participacoes Sa | 117 | 281 | ||||||||
Qinetiq Group Plc | 424 | 1,546 | ||||||||
Quintis Ltd | 539 | 112 | ||||||||
Raia Drogasil Sa | 67 | 995 | ||||||||
Rathbone Brothers Plc | 14 | 403 | ||||||||
Red Electrica Corp Sa | 222 | 4,952 | ||||||||
Redrow Plc | 95 | 595 | ||||||||
Reliance Industries Ltd | 182 | 5,844 | ||||||||
Relx Plc | 321 | 6,613 | ||||||||
Renishaw Plc | 8 | 456 | ||||||||
Rentokil Initial Plc | 189 | 812 | ||||||||
Reply Spa | 11 | 559 | ||||||||
Rhi Magnesita Nv | 17 | 868 | ||||||||
Rightmove Plc | 170 | 934 | ||||||||
Rogers Communications Inc | 148 | 7,559 | ||||||||
Roland Dg Corp | 29 | 550 | ||||||||
Rosneft Oil Co Pjsc | 409 | 2,549 | ||||||||
Rotork Plc | 139 | 440 | ||||||||
Round One Corp | 113 | 1,163 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Royal Dutch Shell Plc | 311 | 9,142 | ||||||||
Royal Unibrew A/S | 34 | 2,340 | ||||||||
Rpc Group Plc | 46 | 379 | ||||||||
Rsa Insurance Group Plc | 325 | 2,123 | ||||||||
Rumo Sa | 142 | 625 | ||||||||
Ryanair Holdings Plc | 107 | 7,630 | ||||||||
Safaricom Plc | 1,889 | 411 | ||||||||
Safestore Holdings Plc | 62 | 401 | ||||||||
Safran Sa | 50 | 6,027 | ||||||||
Sakata Inx Corp | 57 | 631 | ||||||||
Sakata Seed Corp | 12 | 379 | ||||||||
Salmar Asa | 18 | 866 | ||||||||
Sampo Oyj | 90 | 3,950 | ||||||||
Samsung Electronics | 228 | 6,492 | ||||||||
Samsung Electronics Co Ltd | 236 | 8,174 | ||||||||
Samsung Sdi Co Ltd | 6 | 1,164 | ||||||||
Sandfire Resources Nl | 99 | 466 | ||||||||
Sankyu Inc | 11 | 499 | ||||||||
Sanwa Holdings Corp | 78 | 888 | ||||||||
Sap Se | 83 | 8,277 | ||||||||
Sasol Ltd | 116 | 3,422 | ||||||||
Savills Plc | 288 | 2,599 | ||||||||
Sberbank Of Russia Pjsc | 307 | 3,363 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Scout24 Ag | 37 | 1,697 | ||||||||
Screen Holdings Co Ltd | 10 | 412 | ||||||||
Sega Sammy Holdings Inc | 43 | 597 | ||||||||
Seiren Co Ltd | 38 | 626 | ||||||||
Sensirion Holding Ag | 9 | 395 | ||||||||
Seven Generations Energy | 33 | 274 | ||||||||
Sgl Carbon Se | 42 | 290 | ||||||||
Shanghai Fosun Pharmaceutical | 734 | 2,155 | ||||||||
Shenzhen Expressway Co Ltd | 629 | 694 | ||||||||
Shenzhou International Group H | 283 | 3,204 | ||||||||
Shin-Etsu Chemical Co Ltd | 47 | 3,642 | ||||||||
Shinhan Financial Group Co Ltd | 87 | 3,104 | ||||||||
Shop Apotheke Europe | 10 | 439 | ||||||||
Shopify Inc | 96 | 13,355 | ||||||||
Shopping Centres Australasia P | 449 | 806 | ||||||||
Signify Nv | 57 | 1,324 | ||||||||
Sika Ag | 57 | 7,172 | ||||||||
Sina Corp/China | 28 | 1,510 | ||||||||
Sinopec Engineering Group Co L | 927 | 761 | ||||||||
Sinotrans Ltd | 1,274 | 553 | ||||||||
Sitc International holdings | 865 | 815 | ||||||||
Sk Hynix Inc | 18 | 999 | ||||||||
Sleep Country Cda Holdings Inc | 120 | 1,751 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
SLM Corp | 981 | 5,442 | ||||||||
Smartgroup Corp Ltd | 104 | 648 | ||||||||
Smcp Sa | 53 | 810 | ||||||||
Societa Iniziative Autostradal | 67 | 922 | ||||||||
Societe Generale Sa | 81 | 2,576 | ||||||||
Softcat Plc | 70 | 523 | ||||||||
Sojitz Corp | 523 | 1,820 | ||||||||
Sophos Group Plc | 131 | 634 | ||||||||
Sopra Steria Group | 3 | 249 | ||||||||
Sparebank 1 Smn | 66 | 640 | ||||||||
Spie Sa | 32 | 423 | ||||||||
Spin Master Corp | 37 | 1,037 | ||||||||
Spirax Sarco Engineering Plc | 7 | 580 | ||||||||
Ssy Group Ltd | 318 | 236 | ||||||||
Stanley Electric Co Ltd | 23 | 634 | ||||||||
Statoil Asa | 206 | 4,377 | ||||||||
Steadfast Group Ltd | 260 | 503 | ||||||||
Stoneco Ltd | 17 | 317 | ||||||||
Stroeer Se & Co Kgaa | 9 | 446 | ||||||||
Sul America Sa | 39 | 290 | ||||||||
Sumitomo Mitsui Financial Grou | 128 | 4,264 | ||||||||
Sumitomo Seika Chemicals Co | 12 | 449 | ||||||||
Suncor Energy Inc | 242 | 6,744 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Sunny Optical Tech | 273 | 2,429 | ||||||||
Suzano Papel E Celulose Sa | 319 | 3,129 | ||||||||
Suzuki Motor Corp | 32 | 1,620 | ||||||||
Swissquote Group Holding Sa | 7 | 306 | ||||||||
Sydbank A/S | 31 | 730 | ||||||||
Taiwan Semiconductor Manufacture | 452 | 3,318 | ||||||||
Taiwan Semiconductor SP | 640 | 23,607 | ||||||||
Takeaway.Com Holding | 22 | 1,504 | ||||||||
Takeuchi Manufacturing Co Ltd | 32 | 499 | ||||||||
Takuma Co Ltd | 63 | 795 | ||||||||
Tarkett | 17 | 340 | ||||||||
Tate & Lyle Plc | 146 | 1,223 | ||||||||
Taylor Wimpey Plc | 325 | 564 | ||||||||
Tci Co Ltd | 101 | 1,711 | ||||||||
Tecan Group | 9 | 1,807 | ||||||||
Techtronic Industries Co Ltd | 499 | 2,652 | ||||||||
Ted Baker Plc | 27 | 532 | ||||||||
Telekomunikasi Indonesia Perse | 120 | 3,144 | ||||||||
Telenor Asa | 289 | 5,586 | ||||||||
Temenos Ag | 4 | 514 | ||||||||
Temp Holdings Co Ltd | 33 | 489 | ||||||||
Tencent Holdings Ltd | 806 | 32,326 | ||||||||
Tencent Music Entertainment Gr | 65 | 828 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Terveystalo Oyj | 62 | 569 | ||||||||
T-Gaia Corp | 20 | 378 | ||||||||
Theravance Biopharma Inc | 2 | 56 | ||||||||
Thule Group | 33 | 610 | ||||||||
Tieto Oyj | 20 | 531 | ||||||||
Toei Co Ltd | 6 | 656 | ||||||||
Toho Holdings Co Ltd | 41 | 999 | ||||||||
Tokai Carbon Co Ltd | 42 | 480 | ||||||||
Tokuyama Corp | 27 | 586 | ||||||||
Tosoh Corp | 74 | 972 | ||||||||
Tranmissora Alianca De Unit | 96 | 587 | ||||||||
Transcontinental Inc | 65 | 924 | ||||||||
Travelport Worldwide Ltd | 7 | 107 | ||||||||
Travelsky Technology Ltd | 301 | 771 | ||||||||
Trigano Sa | 10 | 893 | ||||||||
Trinseo SA | 7 | 298 | ||||||||
Tuanche Ltd | 10 | 65 | ||||||||
Tyman Plc | 134 | 400 | ||||||||
Udg Healthcare Plc | 49 | 376 | ||||||||
Ums Holdings Ltd | 738 | 309 | ||||||||
Unilever Plc | 116 | 6,075 | ||||||||
Uniqure Nv | 1 | 34 | ||||||||
United Tractors Tbk | 207 | 394 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Ut Group Co Ltd | 9 | 148 | ||||||||
Van Lanschot | 24 | 542 | ||||||||
Varta Ag | 17 | 479 | ||||||||
Victrex Plc | 48 | 1,397 | ||||||||
Vinacapital Vietnam Opportunity | 405 | 1,724 | ||||||||
Vinci Sa | 51 | 4,216 | ||||||||
Vitrolife Ab | 42 | 694 | ||||||||
Vivendi Sa | 193 | 4,702 | ||||||||
Vivo Energy Plc | 232 | 370 | ||||||||
Volkswagen Ag | 36 | 5,795 | ||||||||
Vt Holdings Co Ltd | 90 | 335 | ||||||||
Walmart De Mexico | 4,764 | 12,091 | ||||||||
Wandisco Plc | 56 | 345 | ||||||||
Wave Life Sciences Ltd | 1 | 27 | ||||||||
Weg Sa | 196 | 887 | ||||||||
Weibo Corp | 11 | 659 | ||||||||
White Mountains Insurance Grou | 1 | 378 | ||||||||
Whitehaven Coal Ltd | 389 | 1,183 | ||||||||
Wirecard Ag | 9 | 1,386 | ||||||||
Wise Talent Information Techno | 296 | 1,095 | ||||||||
Wix.Com Ltd | 10 | 932 | ||||||||
Wizz Air Holdings Plc | 84 | 2,986 | ||||||||
Wolters Kluwer Nv | 72 | 4,244 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Wonik Ips Co Ltd | 141 | 2,536 | ||||||||
Wowow Inc | 17 | 473 | ||||||||
Wright Medical Group Nv | 4 | 109 | ||||||||
Wuxi Biologics Cayman Inc | 24 | 155 | ||||||||
Xaar Plc | 121 | 223 | ||||||||
Xiabuxiabu Catering Management | 182 | 287 | ||||||||
Xlmedia Plc | 330 | 313 | ||||||||
Yamaha Corp | 61 | 2,605 | ||||||||
Yandex Nv | 237 | 6,460 | ||||||||
Yangtze Optical Fibre And Cabl | 455 | 1,245 | ||||||||
Yanlord Land Group Ltd | 782 | 701 | ||||||||
Yellow Hat Ltd | 22 | 517 | ||||||||
Yichang Hec Changjiang Pharmac | 184 | 614 | ||||||||
Yihai International Holding Lt | 213 | 520 | ||||||||
Yougov Plc | 127 | 637 | ||||||||
Yume No Machi Souzou Iinkai Co | 9 | 109 | ||||||||
Zenkoku Hosho Co Ltd | 33 | 1,041 | ||||||||
Zojirushi Corp | 18 | 157 | ||||||||
Zur Rose Group Ag | 6 | 504 | ||||||||
Vostok New Ventures Ltd | 81 | 549 | ||||||||
Total non-U.S. equities | $ | 1,208,296 | ||||||||
U.S. equities: |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
8X8 Inc | 1 | $ | 9 | |||||||
A10 Networks Inc | 3 | 19 | ||||||||
Aaon Inc | 1 | 44 | ||||||||
Aaron'S Inc | 1 | 40 | ||||||||
Abeona Therapeutics Inc | 1 | 11 | ||||||||
ABM Industries Inc | 13 | 422 | ||||||||
Acacia Communications Inc | 2 | 57 | ||||||||
Acadia Pharmaceuticals Inc | 5 | 77 | ||||||||
Acadia Realty Trust | 121 | 2,884 | ||||||||
Acceleron Pharma Inc | 3 | 94 | ||||||||
Acco Brands Corp | 32 | 220 | ||||||||
ACI Worldwide Inc | 72 | 1,996 | ||||||||
Aclaris Therapeutics Inc | 2 | 12 | ||||||||
Acuity Brands Inc | 16 | 1,845 | ||||||||
Adams Resources & Energy Inc | 1 | 4 | ||||||||
Addus Homecare Corp | 3 | 182 | ||||||||
Adtran Inc | 4 | 46 | ||||||||
Advanced Disposal Services Inc | 6 | 145 | ||||||||
Advanced Drainage Systems Inc | 4 | 103 | ||||||||
Advanced Energy Industries | 3 | 130 | ||||||||
Advansix Inc | 3 | 79 | ||||||||
Aegion Corp | 18 | 295 | ||||||||
Aerie Pharmaceuticals Inc | 2 | 59 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Aerohive Networks Inc | 2 | 6 | ||||||||
Aerojet Rocketdyne Holdings In | 10 | 351 | ||||||||
Aerovironment Inc | 2 | 129 | ||||||||
Agios Pharmaceuticals Inc | 2 | 106 | ||||||||
Aimmune Therapeutics Inc | 2 | 52 | ||||||||
Air Lease Corp | 19 | 573 | ||||||||
Albany International Corp | 3 | 196 | ||||||||
Albireo Pharma Inc | 1 | 9 | ||||||||
Allied Motion Technologies Inc | 1 | 50 | ||||||||
Alnylam Pharmaceuticals Inc | 1 | 20 | ||||||||
Altair Engineering Inc | 4 | 115 | ||||||||
Alteryx Inc | 2 | 98 | ||||||||
Altra Industrial Motion Corp | 11 | 267 | ||||||||
AMAG Pharmaceuticals Inc | 2 | 34 | ||||||||
Ambac Financial Group Inc | 1 | 12 | ||||||||
Amc Networks Inc | 12 | 633 | ||||||||
Amedisys Inc | 2 | 246 | ||||||||
American Assets Trust Inc | 157 | 6,288 | ||||||||
American Campus Communities | 168 | 6,962 | ||||||||
American Eagle Outfitters Inc | 18 | 353 | ||||||||
American Homes 4 Rent | 278 | 5,520 | ||||||||
American Public Education Inc | 1 | 24 | ||||||||
American States Water Co | 3 | 187 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
American Vanguard Corp | 2 | 30 | ||||||||
American Woodmark Corp | 1 | 4 | ||||||||
Americold Realty Trust | 232 | 5,917 | ||||||||
Ameris Bancorp | 4 | 115 | ||||||||
Amicus Therapeutics Inc | 7 | 65 | ||||||||
Anaptysbio Inc | 1 | 74 | ||||||||
Anixter International Inc | 4 | 217 | ||||||||
Apergy Corp | 11 | 310 | ||||||||
Appfolio Inc | 1 | 25 | ||||||||
Applied Industrial Technologie | 3 | 179 | ||||||||
Arena Pharmaceuticals Inc | 1 | 2 | ||||||||
Ares Commercial Real Estate Reit | 22 | 285 | ||||||||
Array Biopharma Inc | 14 | 201 | ||||||||
Artisan Partners Asset Managem | 7 | 160 | ||||||||
Asgn Inc | 13 | 683 | ||||||||
Aspen Technology Inc | 3 | 269 | ||||||||
Assembly Biosciences Inc | 1 | 10 | ||||||||
Assertio Therapeutics Inc | 6 | 21 | ||||||||
Astronics Corp | 2 | 18 | ||||||||
At Home Group Inc | 1 | 18 | ||||||||
Atkore International Group | 8 | 163 | ||||||||
Audentes Therapeutics Inc | 1 | 13 | ||||||||
Avalonbay Communities Inc | 84 | 14,634 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Avanos Medical Inc | 2 | 84 | ||||||||
Axon Enterprise Inc | 2 | 68 | ||||||||
Azz Inc | 4 | 146 | ||||||||
Badger Meter Inc | 2 | 85 | ||||||||
Bankunited Inc | 19 | 571 | ||||||||
Barnes Group Inc | 6 | 316 | ||||||||
Barrett Business Svcs Inc | 2 | 126 | ||||||||
Beacon Roofing Supply Inc | 2 | 72 | ||||||||
Belden Inc | 11 | 443 | ||||||||
Berry Global Group Inc | 6 | 273 | ||||||||
Bid Corp Ltd | 48 | 1,877 | ||||||||
Big Lots Inc | 1 | 31 | ||||||||
Bio-Rad Laboratories Inc | 1 | 166 | ||||||||
Biospecifics technologies | 1 | 78 | ||||||||
Biotelemetry Inc | 4 | 185 | ||||||||
Bj'S Restaurants Inc | 4 | 182 | ||||||||
Blackbaud Inc | 3 | 191 | ||||||||
Blackline Inc | 1 | 10 | ||||||||
Blackstone Mortgage Tru Cl A Reit | 18 | 569 | ||||||||
Bloomin' Brands Inc | 1 | 14 | ||||||||
Bluebird Bio Inc | 2 | 128 | ||||||||
Blueprint Medicines Corp | 4 | 213 | ||||||||
BMC Stock Holdings Inc | 29 | 447 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Boingo Wireless Inc | 4 | 89 | ||||||||
Boise Cascade Co | 1 | 12 | ||||||||
Boot Barn Holdings Inc | 1 | 12 | ||||||||
Booz Allen Hamilton Holdings | 11 | 522 | ||||||||
Boston Beer Co Inc/The | 1 | 160 | ||||||||
Boston Private Financial Holdi | 20 | 208 | ||||||||
Boston Properties Inc | 112 | 12,653 | ||||||||
Bottomline Technologies De Inc | 2 | 72 | ||||||||
Box Inc | 9 | 155 | ||||||||
Boyd Gaming Corp | 6 | 134 | ||||||||
Bright Horizons Family Solutio | 4 | 414 | ||||||||
Brightcove Inc | 3 | 24 | ||||||||
Brink'S Co/The | 1 | 55 | ||||||||
Broadridge Financial Solutions | 2 | 222 | ||||||||
Brooks Automation Inc | 17 | 451 | ||||||||
Bruker Corp | 2 | 58 | ||||||||
Brunello Cucinelli | 3 | 147 | ||||||||
Burford Capital Ltd | 45 | 955 | ||||||||
Burlington Stores Inc | 3 | 483 | ||||||||
Bwx Technologies Inc | 4 | 154 | ||||||||
Cable One Inc | 1 | 357 | ||||||||
Cabot Microelectronics Corp | 4 | 410 | ||||||||
Cactus Inc | 2 | 42 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Cadence Bancorp | 28 | 479 | ||||||||
Calamp Corp | 5 | 64 | ||||||||
Calithera Biosciences Inc | 1 | 2 | ||||||||
Callaway Golf Co | 3 | 44 | ||||||||
Cambrex Corp | 8 | 305 | ||||||||
Camden PropertyTrust | 59 | 5,220 | ||||||||
Cantel Medical Corp | 6 | 409 | ||||||||
Cardiovascular Systems Inc | 4 | 111 | ||||||||
Care.Com Inc | 11 | 217 | ||||||||
Career Education Corp | 5 | 55 | ||||||||
Cargurus Inc | 7 | 232 | ||||||||
Carlisle Cos Inc | 11 | 1,146 | ||||||||
Carolina Financial Corp | 4 | 104 | ||||||||
Carrizo Oil & Gas Inc | 3 | 28 | ||||||||
Carter'S Inc | 1 | 122 | ||||||||
Casella Waste Systems Inc | 12 | 331 | ||||||||
Casey'S General Stores Inc | 2 | 302 | ||||||||
Cass Information Systems Inc | 1 | 46 | ||||||||
Catalent Inc | 6 | 186 | ||||||||
Catalyst Pharmaceuticals Inc | 4 | 7 | ||||||||
Cavco Industries Inc | 1 | 98 | ||||||||
Cboe Global Markets Inc | 3 | 250 | ||||||||
Centennial Resource Developmen | 8 | 87 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Centerstate Bank Corp | 15 | 315 | ||||||||
Cerus Corp | 8 | 38 | ||||||||
Channeladvisor Corp | 4 | 42 | ||||||||
Charles River Laboratories Int | 2 | 282 | ||||||||
Chart Industries Inc | 1 | 74 | ||||||||
Chase Corp | 2 | 175 | ||||||||
Chatham Lodging Trust Reit | 11 | 199 | ||||||||
Cheesecake Factory Inc/The | 2 | 87 | ||||||||
Chegg Inc | 6 | 167 | ||||||||
Chemed Corp | 4 | 1,013 | ||||||||
Chemocentryx Inc | 1 | 8 | ||||||||
Children's Place Inc | 1 | 70 | ||||||||
Choice Hotels Intl Inc | 1 | 100 | ||||||||
Churchill Downs Inc | 2 | 354 | ||||||||
Ciena Corp | 19 | 655 | ||||||||
Cirrus Logic Inc | 5 | 155 | ||||||||
* | Citigroup Inc | 19,831 | 1,032,384 | |||||||
City Office Reit Inc | 6 | 59 | ||||||||
Cloudera Inc | 2 | 19 | ||||||||
Coca-Cola Bottling Co Consolid | 1 | 106 | ||||||||
Cogent Communications Holdings | 2 | 92 | ||||||||
Cognex Corp | 3 | 134 | ||||||||
Coherent Inc | 28 | 2,863 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Coherus Biosciences Inc | 1 | 6 | ||||||||
Columbia Banking System Inc | 10 | 349 | ||||||||
Columbia Sportswear Co | 1 | 54 | ||||||||
Comfort Systems Usa Inc | 6 | 262 | ||||||||
Commvault Systems Inc | 6 | 353 | ||||||||
Concert Pharmaceuticals Inc | 1 | 15 | ||||||||
Conmed Corp | 4 | 231 | ||||||||
Consol Energy Inc | 2 | 60 | ||||||||
Continental Building Products | 6 | 155 | ||||||||
Cooper Cos Inc/The | 1 | 146 | ||||||||
Cooper Standard Holding | 1 | 76 | ||||||||
Cooper Tire & Rubber Co | 6 | 188 | ||||||||
Corelogic Inc/United States | 5 | 154 | ||||||||
Core-Mark Holding Co Inc | 1 | 29 | ||||||||
Coresite Realty Corp | 2 | 192 | ||||||||
Cornerstone Ondemand Inc | 7 | 345 | ||||||||
Corvel Corp | 7 | 442 | ||||||||
Coupa Software Inc | 2 | 137 | ||||||||
Cousins Properties Inc | 16 | 129 | ||||||||
Craft Brew Alliance Inc | 1 | 9 | ||||||||
Crocs Inc | 1 | 29 | ||||||||
Csg Systems International Inc | 3 | 82 | ||||||||
Csw Industrials Inc | 1 | 72 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Cubesmart Reit | 242 | 6,953 | ||||||||
Culp Inc | 1 | 8 | ||||||||
Curtiss Wright Corp | 5 | 443 | ||||||||
Customers Bancorp Inc | 8 | 154 | ||||||||
Cutera Inc | 2 | 26 | ||||||||
Cyrusone Inc | 80 | 4,239 | ||||||||
Cytomx Therapeutics Inc | 3 | 53 | ||||||||
Dana Inc | 2 | 29 | ||||||||
Dave & Buster Entertainment | 1 | 21 | ||||||||
Deckers Outdoor Corp | 1 | 148 | ||||||||
Denny'S Corp | 11 | 166 | ||||||||
Digital Realty Trust Inc | 109 | 11,601 | ||||||||
Diodes Inc | 5 | 169 | ||||||||
Domino'S Pizza Inc | 1 | 209 | ||||||||
Douglas Dynamics Inc | 3 | 116 | ||||||||
Douglas Emmett Inc | 154 | 5,248 | ||||||||
Dril Quip Inc | 1 | 29 | ||||||||
Duke Realty Corp | 320 | 8,276 | ||||||||
Dun & Bradstreet Corp/The | 1 | 131 | ||||||||
E*Trade Financial Corp | 2 | 109 | ||||||||
Eagle Bancorp Inc | 6 | 296 | ||||||||
Eagle Materials Inc | 2 | 93 | ||||||||
Eagle Pharmaceuticals Inc/De | 2 | 79 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Easterly Government Properti | 154 | 2,419 | ||||||||
Eastgroup Properties Inc | 2 | 197 | ||||||||
Echo Global Logistics Inc | 1 | 18 | ||||||||
Echostar Corp | 1 | 49 | ||||||||
Editas Medicine Inc | 1 | 17 | ||||||||
Ellie Mae Inc | 2 | 147 | ||||||||
Emcor Group Inc | 2 | 92 | ||||||||
Emergent Biosolutions Inc | 7 | 390 | ||||||||
Empire State Realty Trust | 264 | 3,753 | ||||||||
Enanta Pharmaceuticals Inc | 2 | 82 | ||||||||
Encompass Health Corp | 4 | 196 | ||||||||
Energizer Holdings Inc | 7 | 315 | ||||||||
Enersys | 17 | 1,266 | ||||||||
Engility Holdings Inc | 7 | 194 | ||||||||
Ensign Group Inc/The | 7 | 274 | ||||||||
Entegris Inc | 10 | 289 | ||||||||
Entercom Communications Corp | 26 | 149 | ||||||||
Entravision Communications Cor | 3 | 7 | ||||||||
Envestnet Inc | 8 | 407 | ||||||||
Enzo Biochem Inc | 17 | 47 | ||||||||
Eplus Inc | 2 | 60 | ||||||||
Equinix Inc | 8 | 2,831 | ||||||||
Equity Lifestyle Properties | 54 | 5,223 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Essex Property Trust Inc | 44 | 10,772 | ||||||||
Etsy Inc | 7 | 310 | ||||||||
Euronet Worldwide Inc | 3 | 356 | ||||||||
Evercore Inc | 2 | 165 | ||||||||
Evertec Inc | 12 | 336 | ||||||||
Evolution Petroleum Corp | 1 | 1 | ||||||||
Exact Sciences Corp | 6 | 306 | ||||||||
Exelixis Inc | 3 | 38 | ||||||||
Exlservice Holdings Inc | 1 | 57 | ||||||||
Exponent Inc | 12 | 614 | ||||||||
Extended Stay America Inc | 261 | 4,045 | ||||||||
Exterran Corp | 3 | 59 | ||||||||
Extraction Oil & Gas Inc | 25 | 108 | ||||||||
Factset Research Systems Inc | 1 | 84 | ||||||||
Fair Isaac Corp | 3 | 613 | ||||||||
Faro Technologies Inc | 2 | 79 | ||||||||
FCB Financial Holdings | 9 | 299 | ||||||||
Federal Realty Invs Trust | 48 | 5,687 | ||||||||
Federal Signal Corp | 8 | 153 | ||||||||
Federated Investors Inc | 7 | 175 | ||||||||
Fednat Holding Co | 6 | 113 | ||||||||
Ferro Corp | 10 | 163 | ||||||||
Fibrogen Inc | 7 | 327 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Fiesta Restaurant Group Inc | 2 | 30 | ||||||||
First Bancorp/Southern Pines N | 5 | 167 | ||||||||
First Citizens Bcshs | 1 | 434 | ||||||||
First Financial Bankshares Inc | 1 | 84 | ||||||||
First Hawaiian Inc | 10 | 231 | ||||||||
First Industrial Realty Trust | 15 | 435 | ||||||||
First Merchants Corp | 8 | 277 | ||||||||
First Midwest Bancorp Inc/Il | 10 | 203 | ||||||||
Firstcash Inc | 5 | 333 | ||||||||
Five9 Inc | 5 | 230 | ||||||||
Fonar Corp | 1 | 2 | ||||||||
Forescout Technologies Inc | 2 | 48 | ||||||||
Fortinet Inc | 2 | 142 | ||||||||
Forum Energy Technologies Inc | 21 | 88 | ||||||||
Forward Air Corp | 2 | 100 | ||||||||
Fox Factory Holding Corp | 2 | 101 | ||||||||
Franklin Electric Co Inc | 3 | 109 | ||||||||
Frontdoor Inc | 62 | 1,655 | ||||||||
FTI Consulting Inc | 9 | 606 | ||||||||
G1 Therapeutics Inc | 1 | 13 | ||||||||
Gartner Inc | 1 | 149 | ||||||||
Gci Liberty Inc | 3 | 142 | ||||||||
Generac Holdings Inc | 6 | 299 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Genomic Health Inc | 6 | 399 | ||||||||
Glacier Bancorp Inc | 1 | 25 | ||||||||
Global Blood Therapeutics Inc | 4 | 192 | ||||||||
Globus Medical Inc | 11 | 478 | ||||||||
Glycomimetics Inc | 2 | 19 | ||||||||
Gorman-Rupp Co/The | 1 | 38 | ||||||||
Graco Inc | 5 | 205 | ||||||||
Grand Canyon Education Inc | 3 | 277 | ||||||||
Granite Construction Inc | 4 | 155 | ||||||||
Granite Point Mortgage Trust I | 4 | 65 | ||||||||
Graphic Packaging Holding Co | 97 | 1,024 | ||||||||
Gray Television Inc | 6 | 95 | ||||||||
Group 1 Automotive Inc | 2 | 124 | ||||||||
Groupon Inc | 21 | 66 | ||||||||
Gtt Communications Inc | 3 | 61 | ||||||||
Haemonetics Corp | 6 | 608 | ||||||||
Halozyme Therapeutics Inc | 28 | 417 | ||||||||
Hamilton Lane Inc | 3 | 105 | ||||||||
Hanmi Financial Corporation | 13 | 249 | ||||||||
Hanover Insurance Group Inc | 3 | 309 | ||||||||
Hawaiian Holdings Inc | 1 | 39 | ||||||||
Hcp Inc | 383 | 10,693 | ||||||||
Healthcare Services Group Inc | 3 | 115 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Healthcare Trust Of America In | 242 | 6,121 | ||||||||
Healthequity Inc | 4 | 227 | ||||||||
Healthstream Inc | 8 | 196 | ||||||||
Heico Corp | 7 | 417 | ||||||||
Herc Holdings Inc | 1 | 4 | ||||||||
Heritage Commerce Corp | 2 | 18 | ||||||||
Heritage Insurance Holdings In | 2 | 28 | ||||||||
Heritage-Crystal Clean Inc | 1 | 10 | ||||||||
Herman Miller Inc | 5 | 145 | ||||||||
Heron Therapeutics Inc | 3 | 68 | ||||||||
Hexcel Corp | 4 | 221 | ||||||||
Hillenbrand Inc | 1 | 50 | ||||||||
Hilton Grand Vacations Inc | 5 | 127 | ||||||||
Hms Holdings Corp | 7 | 200 | ||||||||
Hni Corp | 8 | 279 | ||||||||
Home Bancshares Inc/Ar | 14 | 228 | ||||||||
Hortonworks Inc | 8 | 110 | ||||||||
Host Hotels & Resorts Inc | 465 | 7,748 | ||||||||
Houlihan Lokey Inc | 2 | 77 | ||||||||
Howard Hughes Corp | 28 | 2,764 | ||||||||
Hubspot Inc | 2 | 218 | ||||||||
Huron Consulting Group Inc | 8 | 399 | ||||||||
Icu Medical Inc | 1 | 340 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Idex Corp | 1 | 99 | ||||||||
Immersion Corp | 2 | 21 | ||||||||
Immunogen Inc | 11 | 52 | ||||||||
Immunomedics Inc | 4 | 57 | ||||||||
Information Services Group Inc | 2 | 9 | ||||||||
Ingevity Corp | 6 | 566 | ||||||||
Innospec Inc | 3 | 168 | ||||||||
Innoviva Inc | 3 | 53 | ||||||||
Inogen Inc | 3 | 356 | ||||||||
Insight Enterprises Inc | 13 | 522 | ||||||||
Insmed Inc | 7 | 89 | ||||||||
Insperity Inc | 6 | 544 | ||||||||
Insteel Industries Inc | 3 | 68 | ||||||||
Insulet Corp | 1 | 8 | ||||||||
Integer Holdings Corp | 2 | 163 | ||||||||
Integrated Device Technology I | 10 | 458 | ||||||||
Inter Parfums Inc | 1 | 25 | ||||||||
Intercept Pharmaceuticals Inc | 1 | 5 | ||||||||
Interdigital Inc | 1 | 44 | ||||||||
Interface Inc | 15 | 220 | ||||||||
Intersect Ent Inc | 3 | 94 | ||||||||
Intra-Cellular Therapies Inc | 2 | 26 | ||||||||
Intricon Corp | 1 | 15 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Ionis Pharmaceuticals Inc | 1 | 52 | ||||||||
Iovance Biotherapeutics Inc | 1 | 4 | ||||||||
Irhythm Technologies Inc | 3 | 208 | ||||||||
Ironwood Pharmaceuticals Inc | 4 | 45 | ||||||||
J&J Snack Foods Corp | 2 | 385 | ||||||||
J2 Global Inc | 8 | 546 | ||||||||
Jack Henry & Associates Inc | 1 | 102 | ||||||||
Jack In The Box Inc | 2 | 177 | ||||||||
Jagged Peak Energy Inc | 12 | 106 | ||||||||
John B Sanfilippo & Son Inc | 2 | 83 | ||||||||
John Bean Technologies Corp | 2 | 144 | ||||||||
Jones Lang Lasalle Inc | 19 | 2,343 | ||||||||
Kadant Inc | 1 | 68 | ||||||||
Karyopharm Therapeutics Inc | 9 | 83 | ||||||||
Kemper Corp | 2 | 165 | ||||||||
Kennametal Inc | 10 | 320 | ||||||||
Kennedy-Wilson Holdings Inc | 2 | 42 | ||||||||
Kforce Inc | 2 | 58 | ||||||||
Kimball International Inc | 5 | 67 | ||||||||
Kinsale Capital Group Inc | 1 | 75 | ||||||||
Korn Ferry | 3 | 114 | ||||||||
Kosmos Energy Ltd | 53 | 217 | ||||||||
Kura Oncology Inc | 1 | 16 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
LA Z boy Inc | 17 | 468 | ||||||||
Lakeland Financial Corp | 3 | 110 | ||||||||
Landstar System Inc | 2 | 200 | ||||||||
LCI Industries | 9 | 607 | ||||||||
Leaf Group Ltd | 2 | 11 | ||||||||
Legacytexas Financial Group In | 5 | 154 | ||||||||
Lennox International Inc | 1 | 277 | ||||||||
Lhc Group Inc | 1 | 127 | ||||||||
Liberty Expedia Holdings Inc | 3 | 101 | ||||||||
Ligand Pharmaceuticals Inc | 3 | 337 | ||||||||
Limelight Networks Inc | 17 | 41 | ||||||||
Limoneira Co | 2 | 40 | ||||||||
Lincoln Electric Holdings Inc | 1 | 94 | ||||||||
Lindblad Expeditions Holdings | 5 | 62 | ||||||||
Lithia Motors Inc | 10 | 742 | ||||||||
Littelfuse Inc | 2 | 266 | ||||||||
Live Nation Entertainment Inc | 6 | 276 | ||||||||
Liveperson Inc | 1 | 18 | ||||||||
Logmein Inc | 1 | 97 | ||||||||
Louisiana Pacific Corp | 9 | 194 | ||||||||
Loxo Oncology Inc | 2 | 293 | ||||||||
Luminex Corp | 5 | 113 | ||||||||
Lydall Inc | 3 | 63 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Macrogenics Inc | 8 | 97 | ||||||||
Madrigal Pharmaceuticals Inc | 1 | 25 | ||||||||
Malibu Boats Inc | 4 | 134 | ||||||||
Manhattan Associates Inc | 3 | 125 | ||||||||
Marketaxess Holdings Inc | 1 | 305 | ||||||||
Marriott Vacations Worldwide C | 1 | 49 | ||||||||
Masimo Corp | 4 | 481 | ||||||||
Mastercraft Boat Holdings Inc | 4 | 74 | ||||||||
Matador Resources Co | 9 | 140 | ||||||||
Matson Inc | 1 | 27 | ||||||||
Maximus Inc | 11 | 675 | ||||||||
Maxlinear Inc | 8 | 139 | ||||||||
Mcgrath Rentcorp | 1 | 13 | ||||||||
Medidata Solutions Inc | 2 | 120 | ||||||||
Medifast Inc | 1 | 168 | ||||||||
Medpace Holdings Inc | 5 | 263 | ||||||||
Mercadolibre Inc | 4 | 1,267 | ||||||||
Mercury Systems Inc | 3 | 121 | ||||||||
Meridian Bancorp Inc | 6 | 84 | ||||||||
Meridian Bioscience Inc | 13 | 219 | ||||||||
Merit Medical Systems Inc | 3 | 149 | ||||||||
Meta Financial Group Inc | 2 | 48 | ||||||||
Method Electronics Inc | 8 | 195 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Mettler-Toledo International I | 20 | 11,278 | ||||||||
MFA Financial Inc Reit | 74 | 493 | ||||||||
Mge Energy Inc | 1 | 50 | ||||||||
Mgic Investment Corp | 9 | 99 | ||||||||
Middleby Corp/The | 1 | 72 | ||||||||
Milacron Holdings Corp | 4 | 50 | ||||||||
Minerals Technologies Inc | 10 | 476 | ||||||||
Mirati Therapeutics Inc | 1 | 7 | ||||||||
Mistras Group Inc | 4 | 51 | ||||||||
Mks Instruments Inc | 4 | 220 | ||||||||
Model N Inc | 5 | 67 | ||||||||
Moelis & Co | 6 | 207 | ||||||||
Molina Healthcare Inc | 4 | 412 | ||||||||
Monarch Casino & Resort Inc | 1 | 8 | ||||||||
Monmouth Real Estate Investmen | 12 | 145 | ||||||||
Monotype Imaging Holdings Inc | 18 | 276 | ||||||||
Monro Inc | 1 | 94 | ||||||||
Moog Inc | 3 | 217 | ||||||||
Msc Industrial Direct Co Inc | 17 | 1,328 | ||||||||
Msci Inc | 2 | 239 | ||||||||
MSG Networks Inc | 6 | 146 | ||||||||
Mueller Industries Inc | 5 | 107 | ||||||||
Mueller Water Products Inc | 7 | 59 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Murphy Usa Inc | 2 | 166 | ||||||||
Myers Industries Inc | 5 | 76 | ||||||||
Myokardia Inc | 2 | 127 | ||||||||
Myr Group Inc | 1 | 23 | ||||||||
Myriad Genetics Inc | 8 | 238 | ||||||||
Nanometrics Inc | 6 | 159 | ||||||||
Natera Inc | 1 | 3 | ||||||||
National Bank Holdings Corp | 1 | 21 | ||||||||
National General Holdings Corp | 28 | 676 | ||||||||
National Health Investors Inc | 2 | 133 | ||||||||
National Retail Properties Inc | 80 | 3,873 | ||||||||
National Vision Holdings Inc | 1 | 16 | ||||||||
Natus Medical Inc | 4 | 136 | ||||||||
Nautilus Inc | 1 | 1 | ||||||||
Navient Corp | 62 | 543 | ||||||||
Navigators Group Inc | 2 | 138 | ||||||||
Navigent Consulting Inc | 20 | 487 | ||||||||
NCI Building Systems Inc | 1 | 2 | ||||||||
Ncr Corp | 18 | 421 | ||||||||
Neenah Inc | 1 | 7 | ||||||||
Nektar Therapeutics | 2 | 73 | ||||||||
Nelnet Inc | 13 | 698 | ||||||||
Neogen Corp | 1 | 81 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Neogenomics Inc | 8 | 102 | ||||||||
Netgear Inc | 6 | 305 | ||||||||
Netscout Systems Inc | 2 | 55 | ||||||||
Neurocrine Biosciences Inc | 2 | 137 | ||||||||
Nevro Corp | 5 | 202 | ||||||||
New Relic Inc | 3 | 281 | ||||||||
Newfield Exploration Co | 15 | 213 | ||||||||
Newmarket Corp | 1 | 112 | ||||||||
Nexpoint Residential Trust Inc | 1 | 28 | ||||||||
Nextgen Healthcare Inc | 4 | 65 | ||||||||
Nic Inc | 22 | 268 | ||||||||
Nine Energy Service Inc | 1 | 4 | ||||||||
Nmi Holdings Inc | 16 | 301 | ||||||||
Nordson Corp | 1 | 144 | ||||||||
Nu Skin Enterprises Inc | 1 | 79 | ||||||||
Nutrisystem Inc | 1 | 38 | ||||||||
Nuvasive Inc | 5 | 269 | ||||||||
Nve Corp | 2 | 197 | ||||||||
Oceaneering International Inc | 2 | 26 | ||||||||
Okta Inc | 1 | 12 | ||||||||
Old Dominion Freight Line Inc | 2 | 210 | ||||||||
Ollie'S Bargain Outlet Holding | 1 | 69 | ||||||||
Omnicell Inc | 4 | 220 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
On Deck Capital Inc | 21 | 125 | ||||||||
Ooma Inc | 1 | 9 | ||||||||
Orasure Technologies Inc | 17 | 194 | ||||||||
Orion Group Holdings Inc | 4 | 16 | ||||||||
Ormat Technologies Inc | 3 | 161 | ||||||||
Orthofix Medical Inc | 2 | 84 | ||||||||
Osi Systems Inc | 3 | 139 | ||||||||
Owens-Illinois Inc | 20 | 347 | ||||||||
Pacira Pharmaceuticals Inc/De | 3 | 122 | ||||||||
Panhandle Oil And Gas Inc | 5 | 82 | ||||||||
Papa John'S International Inc | 3 | 115 | ||||||||
Park Electrochemical Corp | 5 | 83 | ||||||||
Patrick Industries Inc | 4 | 104 | ||||||||
Patterson Cos Inc | 8 | 150 | ||||||||
Paylocity Holding Corp | 1 | 72 | ||||||||
Pbf Energy Inc | 5 | 168 | ||||||||
Pdc Energy Inc | 4 | 111 | ||||||||
Peapack Gladstone Financial Co | 5 | 133 | ||||||||
Pebblebrook Hotel Trust | 1 | 26 | ||||||||
Pegasystems Inc | 4 | 172 | ||||||||
Penn National Gaming Inc | 4 | 82 | ||||||||
Penn Real Estate Investment Reit | 274 | 1,630 | ||||||||
Penumbra Inc | 1 | 161 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Perficient Inc | 2 | 49 | ||||||||
Performance Food Group Co | 8 | 245 | ||||||||
Petmed Express Inc | 5 | 125 | ||||||||
Pgt Innovations Inc | 1 | 2 | ||||||||
Phibro Animal Health Corp | 9 | 277 | ||||||||
Piedmont Office Realty Trust | 219 | 3,731 | ||||||||
Pieris Pharmaceuticals Inc | 8 | 21 | ||||||||
Piper Jaffray Cos | 1 | 11 | ||||||||
Planet Fitness Inc | 5 | 292 | ||||||||
Plantronics Inc | 2 | 67 | ||||||||
Plexus Corp | 1 | 64 | ||||||||
Polyone Corp | 4 | 124 | ||||||||
Pool Corp | 2 | 337 | ||||||||
Portland General Electric Co | 4 | 169 | ||||||||
Post Holdings Inc | 2 | 215 | ||||||||
Potbelly Corp | 17 | 136 | ||||||||
Potlatchdeltic Corp | 4 | 111 | ||||||||
Pq Group Holdings Inc | 23 | 350 | ||||||||
PRA Group Inc | 11 | 263 | ||||||||
Pra Health Sciences Inc | 3 | 305 | ||||||||
Preferred Bank/Los Angeles Ca | 4 | 192 | ||||||||
Prestige Brands Holdings Inc | 5 | 146 | ||||||||
Primerica Inc | 3 | 319 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Proassurance Corp | 8 | 341 | ||||||||
Progress Software Corp | 8 | 281 | ||||||||
Prologis Inc | 106 | 6,213 | ||||||||
Proofpoint Inc | 2 | 179 | ||||||||
Pros Holdings Inc | 1 | 9 | ||||||||
Proto Labs Inc | 1 | 56 | ||||||||
Providence Service Corp/The | 5 | 275 | ||||||||
Ps Business Parks Inc | 1 | 111 | ||||||||
Ptc Inc | 2 | 200 | ||||||||
Ptc Therapeutics Inc | 1 | 21 | ||||||||
Public Storage | 42 | 8,509 | ||||||||
Puma Biotechnology Inc | 1 | 5 | ||||||||
Pure Storage Inc | 3 | 46 | ||||||||
Pzena Investment Management In | 9 | 78 | ||||||||
Qad Inc | 1 | 38 | ||||||||
Qts Realty Trust Inc | 1 | 25 | ||||||||
Quaker Chemical Corp | 1 | 96 | ||||||||
Qualys inc | 6 | 417 | ||||||||
Quantenna Communications Inc | 5 | 79 | ||||||||
Quidel Corp | 1 | 63 | ||||||||
Quinstreet Inc | 5 | 84 | ||||||||
Radian Group Inc | 21 | 351 | ||||||||
Radius Health Inc | 1 | 1 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Radnet Inc | 5 | 52 | ||||||||
Rapid7 Inc | 3 | 81 | ||||||||
Raven Industries Inc | 7 | 261 | ||||||||
Rci Hospitality Holdings Inc | 1 | 23 | ||||||||
Re/Max Holdings Inc | 3 | 77 | ||||||||
Realogy Holdings Corp | 22 | 319 | ||||||||
Realpage Inc | 4 | 212 | ||||||||
Regenxbio Inc | 2 | 64 | ||||||||
Regional Management Corp | 1 | 23 | ||||||||
Repligen Corp | 4 | 170 | ||||||||
Resmed Inc | 68 | 7,769 | ||||||||
Resources Connection Inc | 9 | 125 | ||||||||
Retail Properties Of America | 524 | 5,683 | ||||||||
Revance Therapeutics Inc | 4 | 87 | ||||||||
Rexford Industrial Realty Inc | 253 | 7,447 | ||||||||
Rigel Pharmaceuticals Inc | 23 | 53 | ||||||||
Ringcentral Inc | 1 | 26 | ||||||||
Rli Corp | 2 | 157 | ||||||||
RLJ Lodging Trust | 157 | 2,573 | ||||||||
Rmr Group Inc/The | 1 | 28 | ||||||||
Rogers Corp | 1 | 32 | ||||||||
Rollins Inc | 7 | 266 | ||||||||
Rpc Inc | 4 | 44 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Rti Surgical Inc | 9 | 33 | ||||||||
Rudolph Technologies Inc | 2 | 36 | ||||||||
Ruth Hospitality Group Inc | 13 | 296 | ||||||||
Ryman Hospitality Properties I | 6 | 411 | ||||||||
Sabre Corp | 53 | 1,146 | ||||||||
Sage Therapeutics Inc | 2 | 163 | ||||||||
Sailpoint Technologies Holding | 7 | 170 | ||||||||
Sarepta Therapeutics Inc | 2 | 263 | ||||||||
Scholastic Corp | 7 | 265 | ||||||||
Schweitzer Mauduit Intl Inc | 13 | 329 | ||||||||
Science Applications Internati | 6 | 399 | ||||||||
Scotts Miracle-Gro Co/The | 2 | 105 | ||||||||
Seattle Genetics Inc | 1 | 68 | ||||||||
Semtech Corp | 4 | 200 | ||||||||
Sendgrid Inc | 4 | 180 | ||||||||
Service Corp International/Us | 8 | 305 | ||||||||
Servicemaster Global Holdings | 6 | 236 | ||||||||
Servisfirst Bancshares Inc | 1 | 42 | ||||||||
Shake Shack Inc | 1 | 1 | ||||||||
Shenandoah Telecommunications | 7 | 316 | ||||||||
Shutterfly Inc | 2 | 61 | ||||||||
Shutterstock Inc | 2 | 78 | ||||||||
Signature Bank/New York Ny | 1 | 86 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Silicon Laboratories Inc | 3 | 272 | ||||||||
Silvercrest Asset Management G | 1 | 12 | ||||||||
Simon Property Group Inc | 133 | 22,338 | ||||||||
Simpson Manufacturing Co Inc | 3 | 157 | ||||||||
Simulations Plus Inc | 3 | 51 | ||||||||
Six Flags Entertainment Corp | 2 | 111 | ||||||||
Sjw Group | 1 | 19 | ||||||||
Skechers USA Inc | 20 | 463 | ||||||||
Sleep Number Corp | 53 | 1,694 | ||||||||
SLM Corp | 149 | 1,244 | ||||||||
Spark Therapeutics Inc | 1 | 58 | ||||||||
Sprouts Farmers Market Inc | 8 | 179 | ||||||||
Sps Commerce Inc | 3 | 207 | ||||||||
Src Energy Inc | 3 | 12 | ||||||||
Ss&C Technologies Holdings Inc | 5 | 247 | ||||||||
Staar Surgical Co | 5 | 154 | ||||||||
Stamps.Com Inc | 2 | 387 | ||||||||
Standard Motor Products Inc | 3 | 167 | ||||||||
Standex International Corp | 2 | 106 | ||||||||
Starwood Property Trust Inc | 31 | 601 | ||||||||
Stemline Therapeutics Inc | 2 | 22 | ||||||||
Stepan Co | 1 | 64 | ||||||||
Steven Madden Ltd | 33 | 997 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Stifel Financial Corp | 3 | 142 | ||||||||
Stock Yards Bancorp Inc | 1 | 39 | ||||||||
Store Capital Corp | 162 | 4,583 | ||||||||
Strategic Education Inc | 2 | 264 | ||||||||
Suncoke Energy Inc | 53 | 453 | ||||||||
Superior Energy Services Inc | 26 | 87 | ||||||||
Supernus Pharmaceuticals Inc | 4 | 116 | ||||||||
Surmodics Inc | 2 | 94 | ||||||||
Svb Financial Group | 1 | 94 | ||||||||
Sykes Enterprises Inc | 19 | 463 | ||||||||
Syneos Health Inc | 10 | 384 | ||||||||
Synnex Corp | 7 | 574 | ||||||||
Synovus Financial Corp | 4 | 127 | ||||||||
Syros Pharmaceuticals Inc | 4 | 24 | ||||||||
Tabula Rasa Healthcare Inc | 1 | 82 | ||||||||
Tactile Systems Technology Inc | 1 | 34 | ||||||||
Take-Two Interactive Software | 3 | 320 | ||||||||
Tandem Diabetes Care Inc | 1 | 2 | ||||||||
Tanger Factory Outlet Center | 2 | 41 | ||||||||
Taubman Centers Inc | 59 | 2,686 | ||||||||
Tech Data Corp | 1 | 79 | ||||||||
Techtarget Inc | 10 | 119 | ||||||||
Telaria Inc | 1 | 1 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Teledyne Technologies Inc | 2 | 445 | ||||||||
Tennant Co | 1 | 51 | ||||||||
Terreno Realty Corp | 5 | 161 | ||||||||
Tesaro Inc | 1 | 74 | ||||||||
Tetra Tech Inc | 10 | 511 | ||||||||
Tetra Technologies Inc | 7 | 11 | ||||||||
Texas Roadhouse Inc | 6 | 376 | ||||||||
Therapeuticsmd Inc | 8 | 29 | ||||||||
Tile Shop Holdings Inc | 13 | 74 | ||||||||
Tilly'S Inc | 2 | 23 | ||||||||
Timken Co/The | 7 | 276 | ||||||||
Tivity Health Inc | 4 | 96 | ||||||||
Toro Co/The | 5 | 260 | ||||||||
Trade Desk Inc/The | 2 | 184 | ||||||||
Transunion | 4 | 224 | ||||||||
Treehouse Foods Inc | 2 | 98 | ||||||||
Trex Co Inc | 3 | 166 | ||||||||
Ttec Holdings Inc | 20 | 571 | ||||||||
Tutor Perini Corp | 15 | 237 | ||||||||
Twilio Inc | 1 | 15 | ||||||||
Two Harbors Investment Corp | 84 | 1,084 | ||||||||
Tyler Technologies Inc | 1 | 234 | ||||||||
Ultimate Software Group Inc/Th | 1 | 200 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Ultragenyx Pharmaceutical Inc | 4 | 183 | ||||||||
Umpqua Holdings Corp | 13 | 210 | ||||||||
Unifirst Corp/Ma | 1 | 123 | ||||||||
Unilever Indonesia Tbk | 5 | 84 | ||||||||
United Community Banks Inc/Ga | 4 | 80 | ||||||||
Universal Corp | 6 | 347 | ||||||||
Universal Forest Products | 1 | 8 | ||||||||
Universal Insurance Holdings I | 3 | 110 | ||||||||
Urban Edge Properties | 17 | 279 | ||||||||
Us Ecology Inc | 3 | 160 | ||||||||
Us Physical Therapy Inc | 2 | 175 | ||||||||
Usana Health Sciences Inc | 2 | 257 | ||||||||
Vail Resorts Inc | 2 | 326 | ||||||||
Valvoline Inc | 32 | 626 | ||||||||
Vanda Pharmaceuticals Inc | 9 | 241 | ||||||||
Varonis Systems Inc | 1 | 35 | ||||||||
Vector Group Ltd | 16 | 154 | ||||||||
Vectrus Inc | 2 | 42 | ||||||||
Veeva Systems Inc | 2 | 162 | ||||||||
Veracyte Inc | 1 | 15 | ||||||||
Vericel Corp | 7 | 116 | ||||||||
Versum Materials Inc | 32 | 885 | ||||||||
Vici Properties Inc | 245 | 4,608 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Virtus Investment Partners | 15 | 1,153 | ||||||||
Virtusa Corp | 1 | 37 | ||||||||
Vishay Precision Group Inc | 1 | 3 | ||||||||
Visteon Corp | 2 | 119 | ||||||||
Vonage Holdings Corp | 11 | 99 | ||||||||
Vornado Realty Trust | 25 | 1,552 | ||||||||
Walker & Dunlop Inc | 18 | 759 | ||||||||
Washington Federal Inc | 18 | 470 | ||||||||
Washington Reit | 94 | 2,152 | ||||||||
Watsco Inc | 1 | 150 | ||||||||
Watts Water Technologies Inc | 1 | 48 | ||||||||
Weight Watchers International | 1 | 58 | ||||||||
Wellcare Health Plans Inc | 1 | 227 | ||||||||
Welltower Inc | 177 | 12,295 | ||||||||
Wesco International Inc | 49 | 2,356 | ||||||||
West Pharmaceutical Services I | 2 | 228 | ||||||||
Wex Inc | 2 | 238 | ||||||||
Wingstop Inc | 2 | 155 | ||||||||
Winmark Corp | 1 | 187 | ||||||||
Wisdomtree Investments Inc | 21 | 141 | ||||||||
Wolverine World Wide Inc | 3 | 87 | ||||||||
Woodward Inc | 17 | 1,245 | ||||||||
Workiva Inc | 3 | 120 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
World Fuel Services Corp | 33 | 709 | ||||||||
World Wrestling Entertainment | 1 | 77 | ||||||||
Worthington Industries | 2 | 69 | ||||||||
Wpx Energy Inc | 20 | 233 | ||||||||
Wsfs Financial Corp | 2 | 90 | ||||||||
X5 Retail Group | 3 | 340 | ||||||||
Xencor Inc | 4 | 143 | ||||||||
Xpo Logistics Inc | 3 | 166 | ||||||||
Yelp Inc | 4 | 145 | ||||||||
Yext Inc | 1 | 16 | ||||||||
York Water Co/The | 3 | 82 | ||||||||
Zafgen Inc | 1 | 5 | ||||||||
Zebra Technologies Corp | 2 | 303 | ||||||||
Zix Corp | 25 | 143 | ||||||||
Total U.S. equities | $ | 1,442,440 | ||||||||
Synthetic guaranteed invesment contracts (GICs): | ||||||||||
Voya Retirement Ins & Annuity Co 60266 | ||||||||||
1-3 Year Credit Bond Index Fund | 2,415 | $ | 29,412 | |||||||
Asset-Backed Securities Index Fund | 1,898 | 66,417 | ||||||||
Commercial Mortgage-Backed Securities Index Fund | 448 | 13,007 | ||||||||
1-3 Year Government Bond Index Fund | 329 | 38,790 | ||||||||
Intermediate Government Bond Index Fund | 908 | 38,989 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Intermediate Term Credit Bond Index Fund | 1,779 | 97,453 | ||||||||
Mortgage-Backed Securities (Mbs) Index Fund | 1,658 | 85,771 | ||||||||
Wrapper | 380 | |||||||||
Total Voya Retirement Ins & Annuity Co 60266 | $ | 370,219 | ||||||||
Prudential GA-62194 | ||||||||||
Treasury Note | 1.88 | % | 9/30/2022 | 6,192 | $ | 6,087 | ||||
Treasury Note | 2.25 | % | 11/15/2027 | 7,748 | 7,507 | |||||
Treasury Note | 2.88 | % | 11/15/2021 | 2,371 | 2,406 | |||||
Treasury Note | 3.13 | % | 11/15/2028 | 1,924 | 2,003 | |||||
Treasury Note | 2.88 | % | 11/30/2025 | 719 | 734 | |||||
Treasury Note | 2.88 | % | 11/30/2023 | 871 | 888 | |||||
Treasury Note | 2.63 | % | 12/15/2021 | 3,825 | 3,847 | |||||
Treasury Note | 2.63 | % | 12/31/2025 | 454 | 456 | |||||
Treasury Note | 2.63 | % | 12/31/2023 | 2,386 | 2,398 | |||||
Treasury Note | 2.00 | % | 11/30/2020 | 11,481 | 11,395 | |||||
Treasury Note | 2.38 | % | 8/15/2024 | 1,636 | 1,636 | |||||
Treasury Note | 2.13 | % | 9/30/2021 | 14,420 | 14,361 | |||||
Treasury Note | 1.63 | % | 12/31/2019 | 6,634 | 6,569 | |||||
Treasury Note | 2.00 | % | 2/15/2025 | 3,401 | 3,315 | |||||
Treasury Note | 1.38 | % | 8/31/2020 | 4,105 | 4,047 | |||||
Treasury Note | 2.25 | % | 11/15/2025 | 5,627 | 5,519 | |||||
Treasury Note | 2.63 | % | 11/15/2020 | 3,809 | 3,829 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Treasury Note | 1.38 | % | 4/30/2021 | 2,643 | 2,584 | |||||
Treasury Note | 1.63 | % | 4/30/2023 | 9,156 | 8,855 | |||||
Treasury Note | 1.38 | % | 5/31/2021 | 3,605 | 3,517 | |||||
Treasury Note | 2.25 | % | 2/15/2027 | 7,127 | 6,981 | |||||
Treasury Note | 1.88 | % | 3/31/2022 | 9,368 | 9,238 | |||||
Treasury Note | 1.88 | % | 4/30/2022 | 13,988 | 13,766 | |||||
Treasury Note | 2.13 | % | 5/15/2025 | 6,051 | 5,905 | |||||
Treasury Note | 2.13 | % | 6/30/2022 | 1,128 | 1,115 | |||||
Treasury Note | 1.63 | % | 6/30/2020 | 11,603 | 11,446 | |||||
Treasury Note | 1.63 | % | 7/31/2020 | 9,149 | 9,081 | |||||
Fnma | 2.00 | % | 10/5/2022 | 591 | 580 | |||||
Fnma | 2.75 | % | 6/22/2021 | 318 | 320 | |||||
Fnma | 2.88 | % | 9/12/2023 | 204 | 209 | |||||
Fnma | 2.88 | % | 10/30/2020 | 613 | 620 | |||||
Fhlmc | 1.50 | % | 1/17/2020 | 454 | 452 | |||||
Fhlmc | 2.38 | % | 2/16/2021 | 1,553 | 1,561 | |||||
Pefco | 4.30 | % | 12/15/2021 | 242 | 254 | |||||
Pefco | 3.55 | % | 1/15/2024 | 220 | 232 | |||||
Tva | 2.25 | % | 3/15/2020 | 280 | 281 | |||||
Fgold 30Yr Giant | 5.50 | % | 1/1/2035 | 78 | 84 | |||||
Fgold 30Yr Giant | 4.50 | % | 6/1/2039 | 126 | 133 | |||||
Fgold 30Yr Giant | 4.00 | % | 11/1/2039 | 363 | 374 | |||||
Fgold 30Yr Giant | 4.50 | % | 12/1/2039 | 221 | 231 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Fgold 30Yr Giant | 5.50 | % | 1/1/2040 | 107 | 115 | |||||
Fgold 30Yr Giant | 4.00 | % | 12/1/2040 | 325 | 334 | |||||
Fgold 30Yr Giant | 4.00 | % | 12/1/2040 | 337 | 347 | |||||
Fgold 30Yr Giant | 4.00 | % | 2/1/2041 | 585 | 603 | |||||
Fgold 30Yr Giant | 4.50 | % | 4/1/2041 | 815 | 855 | |||||
Fgold 30Yr Giant | 3.00 | % | 6/1/2042 | 415 | 408 | |||||
Fgold 30Yr Giant | 3.50 | % | 9/1/2042 | 744 | 750 | |||||
Fgold 15Yr Giant | 3.00 | % | 1/1/2032 | 658 | 659 | |||||
Fgold 15Yr Giant | 2.00 | % | 1/1/2032 | 432 | 414 | |||||
Fgold 30Yr Giant | 4.00 | % | 8/1/2047 | 734 | 752 | |||||
Fgold 30Yr Giant | 4.50 | % | 8/1/2047 | 758 | 789 | |||||
Fgold 30Yr Giant | 3.50 | % | 10/1/2047 | 716 | 718 | |||||
Fgold 30Yr Giant | 3.50 | % | 1/1/2048 | 358 | 359 | |||||
Fgold 30Yr Giant | 4.00 | % | 6/1/2048 | 614 | 628 | |||||
Fgold 30Yr Giant | 4.00 | % | 7/1/2048 | 2,245 | 2,296 | |||||
Fgold 30Yr Giant | 4.00 | % | 9/1/2048 | 751 | 769 | |||||
Fgold 30Yr Giant | 4.00 | % | 10/1/2048 | 750 | 767 | |||||
Fgold 30Yr Giant | 5.50 | % | 6/1/2038 | 473 | 507 | |||||
Fgold 30Yr Giant | 4.50 | % | 10/1/2039 | 525 | 551 | |||||
Fgold 30Yr Giant | 4.50 | % | 11/1/2039 | 104 | 109 | |||||
Fgold 30Yr Giant | 3.50 | % | 5/1/2045 | 1,465 | 1,474 | |||||
Fgold 30Yr Giant | 4.00 | % | 11/1/2045 | 933 | 957 | |||||
Fgold 30Yr Giant | 3.50 | % | 12/1/2045 | 2,457 | 2,471 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Fgold 30Yr Giant | 3.00 | % | 12/1/2046 | 1,325 | 1,298 | |||||
Fgold 30Yr Giant | 4.00 | % | 12/1/2046 | 650 | 665 | |||||
Fgold 30Yr Giant | 3.00 | % | 1/1/2047 | 1,721 | 1,685 | |||||
Fgold 15Yr Giant | 2.50 | % | 12/1/2031 | 320 | 314 | |||||
Fgold 20Yr | 3.00 | % | 1/1/2037 | 399 | 396 | |||||
Fgold 20Yr | 3.50 | % | 11/1/2037 | 368 | 375 | |||||
Fgold 20Yr | 3.00 | % | 12/1/2037 | 354 | 351 | |||||
Fgold 15Yr | 4.00 | % | 6/1/2026 | 286 | 293 | |||||
Fgold 15Yr | 4.00 | % | 7/1/2026 | 168 | 173 | |||||
Fgold 30Yr | 3.00 | % | 12/1/2042 | 671 | 660 | |||||
Fgold 30Yr | 3.00 | % | 10/1/2042 | 425 | 419 | |||||
Fgold 30Yr | 3.00 | % | 1/1/2043 | 1,358 | 1,337 | |||||
Fgold 30Yr | 4.00 | % | 11/1/2040 | 312 | 322 | |||||
Fgold 30Yr | 4.00 | % | 12/1/2040 | 708 | 730 | |||||
Fgold 15Yr | 2.50 | % | 11/1/2027 | 297 | 291 | |||||
Fgold 15Yr | 2.50 | % | 8/1/2028 | 281 | 277 | |||||
Fgold 15Yr | 3.00 | % | 8/1/2029 | 406 | 407 | |||||
Fgold 15Yr | 2.50 | % | 4/1/2031 | 557 | 545 | |||||
Fgold 15Yr | 2.50 | % | 7/1/2031 | 320 | 313 | |||||
Fgold 30Yr | 5.00 | % | 8/1/2041 | 1,024 | 1,085 | |||||
Fgold 30Yr | 5.00 | % | 7/1/2041 | 283 | 300 | |||||
Fhlmc Gold 30Yr | 2.50 | % | 1/1/2043 | 383 | 366 | |||||
Fhlmc Gold 30Yr | 3.00 | % | 2/1/2043 | 793 | 779 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Fhlmc Gold 30Yr | 3.50 | % | 9/1/2043 | 1,091 | 1,101 | |||||
Fhlmc Gold 15Yr Cash Issuance | 3.00 | % | 6/1/2029 | 704 | 705 | |||||
Fhlmc Gold 15Yr Cash Issuance | 3.00 | % | 6/1/2029 | 992 | 994 | |||||
Fhlmc Gold 30Yr | 4.50 | % | 7/1/2047 | 354 | 369 | |||||
Fhlmc Gold 30Yr | 4.00 | % | 1/1/2048 | 1,459 | 1,495 | |||||
Fnma 30Yr | 5.50 | % | 5/1/2037 | 120 | 129 | |||||
Fnma 30Yr | 5.50 | % | 6/1/2033 | 156 | 168 | |||||
Fnma 30Yr | 5.50 | % | 10/1/2033 | 198 | 213 | |||||
Fnma 30Yr | 4.00 | % | 12/1/2040 | 511 | 527 | |||||
Fnma 30Yr | 4.00 | % | 1/1/2041 | 688 | 709 | |||||
Fnma 30Yr | 4.50 | % | 2/1/2041 | 1,190 | 1,248 | |||||
Fnma 30Yr | 4.00 | % | 2/1/2041 | 303 | 312 | |||||
Fnma 15Yr | 3.50 | % | 9/1/2026 | 183 | 186 | |||||
Fnma 30Yr | 4.00 | % | 1/1/2042 | 771 | 793 | |||||
Fnma 30Yr | 3.00 | % | 10/1/2043 | 53 | 52 | |||||
Fnma 30Yr | 5.00 | % | 12/1/2034 | 382 | 405 | |||||
Fnma 15Yr | 3.00 | % | 5/1/2027 | 704 | 708 | |||||
Fnma 30Yr | 4.50 | % | 5/1/2039 | 141 | 148 | |||||
Fnma 30Yr | 3.50 | % | 8/1/2042 | 807 | 812 | |||||
Fnma 30Yr | 3.50 | % | 5/1/2042 | 2,082 | 2,095 | |||||
Fnma 15Yr | 2.50 | % | 4/1/2028 | 127 | 125 | |||||
Fnma 30Yr | 3.00 | % | 12/1/2042 | 444 | 437 | |||||
Fnma 30Yr | 3.00 | % | 1/1/2043 | 849 | 834 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Fnma 30Yr | 3.00 | % | 2/1/2043 | 1,011 | 996 | |||||
Fnma 30Yr | 3.00 | % | 7/1/2043 | 648 | 638 | |||||
Fnma 30Yr | 3.50 | % | 3/1/2043 | 772 | 778 | |||||
Fnma 30Yr | 3.00 | % | 10/1/2043 | 265 | 261 | |||||
Fnma 15Yr | 3.00 | % | 8/1/2028 | 496 | 497 | |||||
Fnma 30Yr | 4.00 | % | 9/1/2044 | 626 | 641 | |||||
Fnma 30Yr | 4.00 | % | 7/1/2045 | 543 | 556 | |||||
Fnma 30Yr | 3.50 | % | 6/1/2045 | 1,898 | 1,906 | |||||
Fnma 15Yr | 3.00 | % | 12/1/2030 | 315 | 315 | |||||
Fnma 30Yr | 4.00 | % | 12/1/2045 | 1,045 | 1,071 | |||||
Fnma 30Yr | 3.50 | % | 4/1/2046 | 1,152 | 1,157 | |||||
Fnma 30Yr | 4.00 | % | 7/1/2046 | 302 | 310 | |||||
Fnma 15Yr | 2.00 | % | 8/1/2031 | 467 | 445 | |||||
Fnma 30Yr | 2.50 | % | 9/1/2046 | 681 | 642 | |||||
Fnma 20Yr | 3.00 | % | 11/1/2036 | 1,213 | 1,203 | |||||
Fnma 30Yr | 3.00 | % | 12/1/2046 | 278 | 272 | |||||
Fnma 30Yr | 3.50 | % | 12/1/2046 | 1,252 | 1,258 | |||||
Fnma 30Yr | 3.00 | % | 1/1/2047 | 2,816 | 2,755 | |||||
Fnma 15Yr | 2.50 | % | 7/1/2028 | 321 | 317 | |||||
Fnma 30Yr | 3.00 | % | 9/1/2043 | 185 | 182 | |||||
Fnma 15Yr | 2.50 | % | 8/1/2028 | 338 | 334 | |||||
Fnma 15Yr | 2.50 | % | 8/1/2028 | 31 | 31 | |||||
Fnma 15Yr | 3.00 | % | 11/1/2028 | 230 | 231 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Fnma 30Yr | 4.00 | % | 10/1/2043 | 250 | 258 | |||||
Fnma 15Yr | 2.50 | % | 2/1/2029 | 280 | 274 | |||||
Fnma 15Yr | 3.50 | % | 7/1/2027 | 657 | 667 | |||||
Fnma 15Yr | 2.50 | % | 7/1/2030 | 229 | 225 | |||||
Fnma 30Yr | 5.50 | % | 4/1/2034 | 168 | 181 | |||||
Fnma 30Yr | 5.00 | % | 4/1/2034 | 800 | 852 | |||||
Fnma 30Yr | 5.50 | % | 9/1/2034 | 160 | 172 | |||||
Fnma 30Yr | 5.00 | % | 7/1/2035 | 236 | 250 | |||||
Fnma 30Yr | 5.50 | % | 2/1/2035 | 283 | 304 | |||||
Fnma 15Yr | 3.50 | % | 12/1/2030 | 185 | 188 | |||||
Fnma 15Yr | 3.50 | % | 12/1/2032 | 680 | 690 | |||||
Fnma 30Yr | 6.50 | % | 12/1/2037 | 104 | 112 | |||||
Fnma 30Yr | 6.00 | % | 5/1/2038 | 463 | 503 | |||||
Fnma 30Yr | 4.00 | % | 9/1/2040 | 302 | 312 | |||||
Fnma 30Yr | 5.50 | % | 3/1/2038 | 162 | 174 | |||||
Fnma 30Yr | 4.00 | % | 3/1/2039 | 99 | 103 | |||||
Fnma 30Yr | 4.50 | % | 2/1/2041 | 1,077 | 1,129 | |||||
Fnma 30Yr | 4.50 | % | 3/1/2041 | 397 | 416 | |||||
Fnma 30Yr | 3.50 | % | 5/1/2042 | 828 | 833 | |||||
Fnma 30Yr | 3.50 | % | 9/1/2042 | 324 | 326 | |||||
Fnma 30Yr | 3.50 | % | 6/1/2042 | 2,042 | 2,055 | |||||
Fnma 15Yr | 2.50 | % | 9/1/2027 | 1,206 | 1,192 | |||||
Fnma 30Yr | 3.00 | % | 10/1/2042 | 432 | 424 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Fnma 30Yr | 3.50 | % | 11/1/2042 | 1,166 | 1,173 | |||||
Fnma 30Yr | 3.00 | % | 12/1/2042 | 1,234 | 1,213 | |||||
Fnma 30Yr | 3.00 | % | 1/1/2043 | 211 | 207 | |||||
Fnma 30Yr | 3.00 | % | 1/1/2043 | 621 | 610 | |||||
Fnma 30Yr | 3.00 | % | 1/1/2043 | 873 | 857 | |||||
Fnma 30Yr | 3.00 | % | 3/1/2043 | 958 | 943 | |||||
Fnma 30Yr | 4.50 | % | 9/1/2039 | 172 | 181 | |||||
Fnma 20Yr | 4.50 | % | 6/1/2031 | 273 | 286 | |||||
Fnma 15Yr | 3.50 | % | 3/1/2026 | 63 | 64 | |||||
Fnma 30Yr | 3.50 | % | 1/1/2046 | 638 | 641 | |||||
Fnma 30Yr | 3.00 | % | 1/1/2047 | 1,127 | 1,103 | |||||
Fnma 30Yr | 4.00 | % | 10/1/2047 | 1,089 | 1,115 | |||||
Fnma 30Yr | 3.50 | % | 11/1/2047 | 2,423 | 2,429 | |||||
Fnma 30Yr | 4.00 | % | 2/1/2048 | 736 | 754 | |||||
Fnma 30Yr | 4.00 | % | 4/1/2048 | 1,841 | 1,885 | |||||
Fnma 15Yr | 3.50 | % | 3/1/2033 | 377 | 382 | |||||
Fnma 15Yr | 3.50 | % | 5/1/2033 | 655 | 665 | |||||
Fnma 15Yr | 3.50 | % | 2/1/2026 | 132 | 135 | |||||
Fnma 30Yr | 4.00 | % | 7/1/2040 | 144 | 148 | |||||
Fnma 30Yr | 3.50 | % | 6/1/2039 | 224 | 227 | |||||
Fnma 15Yr | 3.50 | % | 10/1/2025 | 60 | 61 | |||||
Fnma 30Yr | 4.00 | % | 10/1/2040 | 103 | 106 | |||||
Gnma 30Yr | 3.50 | % | 1/15/2042 | 553 | 560 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Gnma 30Yr | 3.00 | % | 11/15/2042 | 774 | 766 | |||||
Gnma2 30Yr | 4.00 | % | 4/20/2042 | 172 | 179 | |||||
Gnma2 30Yr | 3.00 | % | 8/20/2042 | 320 | 318 | |||||
Gnma2 30Yr | 3.50 | % | 8/20/2042 | 1,020 | 1,037 | |||||
Gnma2 30Yr | 3.00 | % | 9/20/2042 | 648 | 645 | |||||
Gnma2 30Yr | 3.50 | % | 9/20/2042 | 801 | 814 | |||||
Gnma2 30Yr | 3.50 | % | 10/20/2042 | 792 | 806 | |||||
Gnma2 30Yr | 3.00 | % | 12/20/2042 | 332 | 330 | |||||
Gnma2 30Yr | 3.00 | % | 1/20/2043 | 470 | 468 | |||||
Gnma2 30Yr | 3.50 | % | 5/20/2043 | 979 | 995 | |||||
Gnma2 30Yr | 4.50 | % | 6/20/2044 | 542 | 570 | |||||
Gnma2 30Yr | 3.50 | % | 10/20/2044 | 1,042 | 1,056 | |||||
Gnma2 30Yr | 4.00 | % | 10/20/2044 | 529 | 547 | |||||
Gnma2 30Yr | 3.00 | % | 12/20/2044 | 272 | 270 | |||||
Gnma2 30Yr | 3.50 | % | 4/20/2045 | 1,386 | 1,406 | |||||
Gnma2 30Yr | 3.50 | % | 6/20/2045 | 528 | 536 | |||||
Gnma2 30Yr | 3.00 | % | 8/20/2045 | 591 | 586 | |||||
Gnma2 30Yr | 3.00 | % | 9/20/2045 | 578 | 573 | |||||
Gnma2 30Yr | 4.00 | % | 12/20/2045 | 1,309 | 1,354 | |||||
Gnma2 30Yr | 3.00 | % | 7/20/2046 | 669 | 662 | |||||
Gnma2 30Yr | 3.50 | % | 7/20/2046 | 646 | 654 | |||||
Gnma2 30Yr | 3.50 | % | 8/20/2046 | 715 | 723 | |||||
Gnma2 30Yr | 3.50 | % | 9/20/2046 | 602 | 609 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Gnma2 30Yr | 3.00 | % | 10/20/2046 | 1,803 | 1,783 | |||||
Gnma2 30Yr | 4.00 | % | 10/20/2046 | 278 | 287 | |||||
Gnma2 30Yr | 3.50 | % | 11/20/2046 | 231 | 233 | |||||
Gnma2 30Yr | 4.00 | % | 11/20/2046 | 343 | 354 | |||||
Gnma2 30Yr | 2.50 | % | 12/20/2046 | 371 | 353 | |||||
Gnma2 30Yr | 3.00 | % | 12/20/2046 | 1,866 | 1,845 | |||||
Gnma2 30Yr | 3.50 | % | 12/20/2046 | 2,039 | 2,063 | |||||
Gnma2 30Yr | 4.00 | % | 3/20/2047 | 908 | 936 | |||||
Gnma2 30Yr | 4.00 | % | 8/20/2047 | 368 | 379 | |||||
Gnma2 30Yr | 3.50 | % | 8/20/2047 | 761 | 769 | |||||
Gnma2 30Yr | 4.50 | % | 1/20/2048 | 705 | 728 | |||||
Gnma2 30Yr | 4.50 | % | 2/20/2048 | 698 | 721 | |||||
Gnma 30Yr | 3.50 | % | 5/15/2043 | 358 | 362 | |||||
Gnma 30Yr | 3.00 | % | 3/15/2043 | 457 | 452 | |||||
Gnma2 15Yr | 3.00 | % | 3/20/2027 | 172 | 173 | |||||
Gnma2 30Yr | 5.00 | % | 8/20/2039 | 109 | 116 | |||||
Gnma2 30Yr | 4.50 | % | 5/20/2040 | 467 | 492 | |||||
Gnma2 30Yr | 4.50 | % | 7/20/2040 | 284 | 299 | |||||
Gnma2 30Yr | 4.00 | % | 9/20/2040 | 351 | 364 | |||||
Gnma2 30Yr | 4.00 | % | 10/20/2040 | 537 | 556 | |||||
Gnma2 30Yr | 4.50 | % | 10/20/2040 | 306 | 322 | |||||
Gnma2 30Yr | 4.50 | % | 12/20/2040 | 427 | 449 | |||||
Gnma2 30Yr | 4.00 | % | 2/20/2041 | 116 | 120 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Gnma2 30Yr | 4.00 | % | 1/20/2041 | 213 | 221 | |||||
Gnma2 30Yr | 4.00 | % | 3/20/2041 | 327 | 338 | |||||
Gnma2 30Yr | 5.00 | % | 4/20/2041 | 382 | 408 | |||||
Gnma2 30Yr | 4.50 | % | 8/20/2041 | 375 | 394 | |||||
Gnma2 30Yr | 4.50 | % | 7/20/2041 | 127 | 134 | |||||
Gnma 30Yr | 4.50 | % | 11/15/2039 | 226 | 239 | |||||
Gnma 30Yr | 4.50 | % | 4/15/2040 | 425 | 447 | |||||
Gnma 30Yr | 5.00 | % | 5/15/2035 | 131 | 138 | |||||
Gnma 30Yr Platinum | 5.00 | % | 7/15/2039 | 196 | 208 | |||||
Gnma 30Yr | 5.50 | % | 4/15/2038 | 119 | 127 | |||||
Gnma 30Yr | 5.50 | % | 6/15/2038 | 186 | 198 | |||||
Bacct_18-A3 | 3.10 | % | 12/15/2023 | 757 | 763 | |||||
Chait_12-A7 | 2.16 | % | 9/15/2024 | 454 | 441 | |||||
Chait_14-A2 | 2.77 | % | 3/15/2023 | 606 | 607 | |||||
Comm_15-Pc1 | 3.62 | % | 7/10/2050 | 757 | 764 | |||||
Comm_15-Cr25 | 3.51 | % | 8/10/2048 | 1,060 | 1,064 | |||||
Comm_15-Cr26 | 3.63 | % | 10/10/2048 | 2,310 | 2,333 | |||||
Comm_16-Dc2 | 3.50 | % | 2/10/2049 | 757 | 756 | |||||
Comm_16-Dc2 | 3.77 | % | 2/10/2049 | 1,060 | 1,074 | |||||
Csail_15-C3 | 3.45 | % | 8/15/2048 | 757 | 756 | |||||
Csail_16-C7 | 3.21 | % | 11/15/2049 | 757 | 738 | |||||
Fna_17-M1 | 2.42 | % | 10/25/2026 | 606 | 571 | |||||
Fhms_K064 | 3.22 | % | 3/25/2027 | 1,893 | 1,894 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Fhms_K077 | 3.85 | % | 5/25/2028 | 606 | 632 | |||||
Fhms_K077 | 3.85 | % | 5/25/2028 | 121 | 126 | |||||
Fhms_K083 | 4.05 | % | 9/25/2028 | 568 | 601 | |||||
Fhms_K083 | 4.03 | % | 10/25/2028 | 227 | 239 | |||||
Jpmcc_13-C10 | 2.88 | % | 12/15/2047 | 49 | 49 | |||||
Jpmbb_15-C30 | 3.55 | % | 7/15/2048 | 1,212 | 1,220 | |||||
Msbam_15-C23 | 3.45 | % | 7/15/2050 | 1,515 | 1,515 | |||||
Msbam_15-C26 | 3.21 | % | 10/15/2048 | 1,833 | 1,842 | |||||
Msbam_15-C24 | 3.73 | % | 5/15/2048 | 1,515 | 1,536 | |||||
Msbam_15-C25 | 3.37 | % | 10/15/2048 | 1,060 | 1,054 | |||||
Ubscm_18-C11 | 4.31 | % | 6/15/2051 | 795 | 834 | |||||
Ubscm_18-C13 | 4.07 | % | 10/15/2051 | 1,212 | 1,247 | |||||
Chubb Ina Hldgs Inc | 2.70 | % | 3/13/2023 | 386 | 381 | |||||
Chubb Ina Hldgs Inc | 3.35 | % | 5/15/2024 | 265 | 265 | |||||
Chubb Ina Hldgs Inc | 2.30 | % | 11/3/2020 | 151 | 150 | |||||
Aetna Inc | 2.75 | % | 11/15/2022 | 204 | 197 | |||||
American Intl Grp Inc | 4.13 | % | 2/15/2024 | 424 | 432 | |||||
Arch Cap Fin Llc | 4.01 | % | 12/15/2026 | 38 | 38 | |||||
Axis Specialty Fin Llc | 5.88 | % | 6/1/2020 | 295 | 305 | |||||
Bnp Paribas Sa | 2.38 | % | 5/21/2020 | 326 | 323 | |||||
Bank Of Amer Corp | 3.30 | % | 1/11/2023 | 901 | 902 | |||||
Bank Of Amer Corp | 4.00 | % | 4/1/2024 | 871 | 884 | |||||
Bank Of Amer Corp | 4.00 | % | 1/22/2025 | 273 | 270 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Bank Of Amer Corp | 3.95 | % | 4/21/2025 | 621 | 607 | |||||
Bank Of Amer Corp | 3.42 | % | 12/20/2028 | 357 | 334 | |||||
* | Bank Of Ny Mellon Corp | 3.40 | % | 5/15/2024 | 197 | 197 | ||||
Barclays Plc | 3.65 | % | 3/16/2025 | 68 | 64 | |||||
Barclays Plc | 4.38 | % | 1/12/2026 | 303 | 294 | |||||
Barclays Plc | 4.34 | % | 1/10/2028 | 250 | 236 | |||||
Berkshire Hathaway Inc | 2.75 | % | 3/15/2023 | 780 | 772 | |||||
Boston Properties Lp | 3.85 | % | 2/1/2023 | 273 | 278 | |||||
Cigna Corp | 4.38 | % | 12/15/2020 | 167 | 170 | |||||
Cigna Corp | 4.00 | % | 2/15/2022 | 167 | 171 | |||||
Capital One Bk Usa Na | 3.38 | % | 2/15/2023 | 220 | 215 | |||||
Capital One Na | 2.95 | % | 7/23/2021 | 197 | 196 | |||||
Commonwealth Bk Of Au | 2.30 | % | 3/12/2020 | 318 | 317 | |||||
Coventry Hlth Care Inc | 5.45 | % | 6/15/2021 | 409 | 424 | |||||
Credit Suisse Grp Fdg Guernsey Ltd | 3.75 | % | 3/26/2025 | 379 | 365 | |||||
Credit Suisse Grp Fdg Guernsey Ltd | 4.55 | % | 4/17/2026 | 379 | 378 | |||||
Credit Suisse Ny | 4.38 | % | 8/5/2020 | 379 | 392 | |||||
Discover Finl Svcs | 3.85 | % | 11/21/2022 | 553 | 551 | |||||
Goldman Sachs Grp Inc | 6.00 | % | 6/15/2020 | 15 | 16 | |||||
Goldman Sachs Grp Inc | 3.85 | % | 7/8/2024 | 45 | 45 | |||||
Goldman Sachs Grp Inc | 5.75 | % | 1/24/2022 | 114 | 122 | |||||
Goldman Sachs Grp Inc | 3.63 | % | 1/22/2023 | 833 | 833 | |||||
Goldman Sachs Grp Inc | 3.85 | % | 1/26/2027 | 765 | 732 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Goldman Sachs Grp Inc | 3.50 | % | 11/16/2026 | 258 | 239 | |||||
Goldman Sachs Grp Inc | 3.50 | % | 1/23/2025 | 371 | 357 | |||||
Goldman Sachs Grp Inc | 3.75 | % | 5/22/2025 | 159 | 153 | |||||
Government Properties Income Tr | 3.75 | % | 8/15/2019 | 91 | 92 | |||||
Hsbc Hldgs Plc | 4.88 | % | 1/14/2022 | 341 | 360 | |||||
Hsbc Hldgs Plc | 4.58 | % | 6/19/2029 | 401 | 398 | |||||
Hsbc Bk Usa Na | 4.88 | % | 8/24/2020 | 530 | 552 | |||||
Hartford Finl Svcs Grp Inc | 5.50 | % | 3/30/2020 | 364 | 378 | |||||
Hartford Finl Svcs Grp Inc | 5.13 | % | 4/15/2022 | 220 | 233 | |||||
Jpmorgan Chase & Co | 4.35 | % | 8/15/2021 | 303 | 315 | |||||
Jpmorgan Chase & Co | 3.20 | % | 1/25/2023 | 83 | 83 | |||||
Jpmorgan Chase & Co | 3.88 | % | 2/1/2024 | 379 | 386 | |||||
Jpmorgan Chase & Co | 3.63 | % | 5/13/2024 | 719 | 718 | |||||
Jpmorgan Chase & Co | 3.88 | % | 9/10/2024 | 295 | 294 | |||||
Jpmorgan Chase & Co | 3.13 | % | 1/23/2025 | 947 | 915 | |||||
Jpmorgan Chase & Co | 3.90 | % | 7/15/2025 | 417 | 420 | |||||
Jpmorgan Chase & Co | 3.51 | % | 1/23/2029 | 265 | 255 | |||||
Keycorp | 5.10 | % | 3/24/2021 | 106 | 111 | |||||
Lloyds Bkg Grp Plc | 4.38 | % | 3/22/2028 | 303 | 291 | |||||
Marsh & Mclennan Cos Inc | 3.50 | % | 6/3/2024 | 189 | 187 | |||||
Metlife Inc | 4.37 | % | 9/15/2023 | 15 | 16 | |||||
Morgan Stanley | 4.00 | % | 7/23/2025 | 500 | 502 | |||||
Morgan Stanley | 3.88 | % | 4/29/2024 | 1,212 | 1,214 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Morgan Stanley | 3.88 | % | 1/27/2026 | 613 | 609 | |||||
Morgan Stanley | 2.63 | % | 11/17/2021 | 121 | 119 | |||||
Pnc Finl Svcs Grp Inc | 3.90 | % | 4/29/2024 | 83 | 83 | |||||
Pnc Finl Svcs Grp Inc | 4.38 | % | 8/11/2020 | 114 | 118 | |||||
Pnc Bk Na | 3.25 | % | 6/1/2025 | 379 | 369 | |||||
Santander Uk Grp Hldgs Plc | 2.88 | % | 10/16/2020 | 189 | 187 | |||||
Santander Uk Plc | 2.35 | % | 9/10/2019 | 197 | 197 | |||||
Simon Property Grp Lp | 3.75 | % | 2/1/2024 | 757 | 771 | |||||
Suntrust Bk Atlanta Ga | 4.05 | % | 11/3/2025 | 280 | 287 | |||||
Ubs Ag Stamford | 2.38 | % | 8/14/2019 | 379 | 381 | |||||
Us Bk Na Cincinnati | 3.40 | % | 7/24/2023 | 189 | 192 | |||||
Us Bancorp | 2.63 | % | 1/24/2022 | 568 | 566 | |||||
Unitedhealth Grp Inc | 4.70 | % | 2/15/2021 | 182 | 190 | |||||
Unitedhealth Grp Inc | 3.75 | % | 7/15/2025 | 439 | 452 | |||||
Unitedhealth Grp Inc | 3.10 | % | 3/15/2026 | 106 | 103 | |||||
Ventas Realty Lp | 3.85 | % | 4/1/2027 | 189 | 184 | |||||
Wellpoint Inc | 3.13 | % | 5/15/2022 | 606 | 599 | |||||
Wellpoint Inc | 3.30 | % | 1/15/2023 | 174 | 174 | |||||
Wells Fargo & Co | 2.10 | % | 7/26/2021 | 379 | 370 | |||||
Wells Fargo & Co | 4.13 | % | 8/15/2023 | 23 | 23 | |||||
Abb Fin Usa Inc | 2.88 | % | 5/8/2022 | 61 | 60 | |||||
At&T Inc | 4.45 | % | 4/1/2024 | 1,197 | 1,230 | |||||
Abbott Labs | 2.55 | % | 3/15/2022 | 129 | 126 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Abbvie Inc | 3.60 | % | 5/14/2025 | 470 | 453 | |||||
Actavis Fdg Scs | 3.85 | % | 6/15/2024 | 136 | 135 | |||||
Altria Grp Inc | 4.00 | % | 1/31/2024 | 364 | 363 | |||||
Amazoncom Inc | 2.80 | % | 8/22/2024 | 129 | 126 | |||||
American Airlines Inc | 3.70 | % | 10/1/2026 | 53 | 52 | |||||
American Airlines Inc | 4.95 | % | 1/15/2023 | 202 | 210 | |||||
Amgen Inc | 3.45 | % | 10/1/2020 | 227 | 230 | |||||
Amgen Inc | 2.60 | % | 8/19/2026 | 91 | 83 | |||||
Amgen Inc | 2.65 | % | 5/11/2022 | 409 | 401 | |||||
Anadarko Petroleum Corp | 5.55 | % | 3/15/2026 | 76 | 81 | |||||
Anheuser Busch Cos Llc / Anheuser | 3.65 | % | 2/1/2026 | 916 | 880 | |||||
Anheuser Busch Inbev Fin Inc | 3.30 | % | 2/1/2023 | 38 | 37 | |||||
Apache Corp | 3.25 | % | 4/15/2022 | 156 | 154 | |||||
Apple Inc | 2.40 | % | 5/3/2023 | 530 | 515 | |||||
Apple Inc | 3.25 | % | 2/23/2026 | 947 | 935 | |||||
Autozone Inc | 2.88 | % | 1/15/2023 | 151 | 148 | |||||
Bat Cap Corp | 3.22 | % | 8/15/2024 | 462 | 431 | |||||
Baxalta Inc | 4.00 | % | 6/23/2025 | 133 | 130 | |||||
Becton Dickinson & Co | 3.73 | % | 12/15/2024 | 273 | 264 | |||||
Bp Cap Markets Amer Inc | 3.25 | % | 5/6/2022 | 409 | 407 | |||||
Broadcom Corp Broadcom Cayman Fin | 3.63 | % | 1/15/2024 | 341 | 328 | |||||
Burlington Northern Santa Fe Llc | 3.40 | % | 9/1/2024 | 235 | 238 | |||||
Cbs Corp | 4.30 | % | 2/15/2021 | 76 | 78 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Cvs Hlth Corp | 3.88 | % | 7/20/2025 | 477 | 473 | |||||
Cvs Hlth Corp | 4.30 | % | 3/25/2028 | 379 | 375 | |||||
Ca Inc | 3.60 | % | 8/1/2020 | 174 | 177 | |||||
Cardinal Hlth Inc | 4.63 | % | 12/15/2020 | 189 | 194 | |||||
Cardinal Hlth Inc | 3.20 | % | 6/15/2022 | 8 | 7 | |||||
Caterpillar Inc | 2.60 | % | 6/26/2022 | 83 | 81 | |||||
Caterpillar Finl Svcs Corp | 1.93 | % | 10/1/2021 | 288 | 280 | |||||
Celgene Corp | 3.63 | % | 5/15/2024 | 258 | 252 | |||||
Cenovus Energy Inc | 4.25 | % | 4/15/2027 | 61 | 56 | |||||
Charter Comms Operating Llc Cap | 4.91 | % | 7/23/2025 | 803 | 816 | |||||
Chevron Corp | 2.36 | % | 12/5/2022 | 212 | 206 | |||||
Chevron Corp | 3.19 | % | 6/24/2023 | 136 | 136 | |||||
Cintas Corp No 2 | 3.70 | % | 4/1/2027 | 189 | 187 | |||||
Cisco Systems Inc | 3.00 | % | 6/15/2022 | 136 | 136 | |||||
Cisco Systems Inc | 1.85 | % | 9/20/2021 | 114 | 111 | |||||
Coca Cola Co | 3.15 | % | 11/15/2020 | 189 | 191 | |||||
Comcast Corp | 3.60 | % | 3/1/2024 | 462 | 469 | |||||
Comcast Corp | 3.00 | % | 2/1/2024 | 364 | 359 | |||||
Comcast Corp | 4.15 | % | 10/15/2028 | 167 | 171 | |||||
Concho Resources Inc | 3.75 | % | 10/1/2027 | 151 | 144 | |||||
Constellation Brands Inc | 4.40 | % | 11/15/2025 | 91 | 92 | |||||
Continental Airlines Inc | 4.15 | % | 4/11/2024 | 88 | 89 | |||||
Continental Airlines Inc | 4.00 | % | 10/29/2024 | 119 | 118 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
John Deere Cap Corp | 2.80 | % | 1/27/2023 | 242 | 240 | |||||
John Deere Cap Corp | 2.80 | % | 3/6/2023 | 220 | 217 | |||||
Delta Air Lines Inc | 6.82 | % | 8/10/2022 | 71 | 78 | |||||
Diamond Fin Corp 1 & 2 | 3.48 | % | 6/1/2019 | 727 | 727 | |||||
Walt Disney Co | 2.75 | % | 8/16/2021 | 151 | 152 | |||||
Walt Disney Co | 1.85 | % | 7/30/2026 | 204 | 183 | |||||
Discovery Comm Llc | 5.63 | % | 8/15/2019 | 61 | 63 | |||||
Discovery Comm Llc | 3.95 | % | 3/20/2028 | 189 | 178 | |||||
Discovery Comm Llc | 3.50 | % | 6/15/2022 | 280 | 277 | |||||
Discovery Comm Llc | 3.95 | % | 6/15/2025 | 189 | 182 | |||||
Dollar Tree Inc | 3.70 | % | 5/15/2023 | 227 | 224 | |||||
Dominion Gas Hldgs Llc | 3.55 | % | 11/1/2023 | 98 | 99 | |||||
Dow Chemical Co | 3.00 | % | 11/15/2022 | 417 | 406 | |||||
Eog Resources Inc | 4.10 | % | 2/1/2021 | 182 | 188 | |||||
Eog Resources Inc | 3.15 | % | 4/1/2025 | 53 | 52 | |||||
Eastman Chemical Co | 3.80 | % | 3/15/2025 | 264 | 257 | |||||
Ecolab Inc | 4.35 | % | 12/8/2021 | 168 | 173 | |||||
Enterprise Products Operating Llc | 3.35 | % | 3/15/2023 | 576 | 573 | |||||
Express Scripts Hldg Co | 4.50 | % | 2/25/2026 | 121 | 125 | |||||
Exxon Mobil Corp | 2.71 | % | 3/6/2025 | 515 | 503 | |||||
Exxon Mobil Corp | 2.40 | % | 3/6/2022 | 212 | 210 | |||||
Fidelity Natl Information Svcs Inc | 3.88 | % | 6/5/2024 | 58 | 58 | |||||
Fiserv Inc | 3.50 | % | 10/1/2022 | 120 | 120 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Fiserv Inc | 3.85 | % | 6/1/2025 | 265 | 264 | |||||
Ford Motor Cr Co Llc | 3.66 | % | 9/8/2024 | 189 | 172 | |||||
Ford Motor Cr Co Llc | 4.13 | % | 8/4/2025 | 394 | 361 | |||||
Ford Motor Cr Co Llc | 3.81 | % | 1/9/2024 | 197 | 185 | |||||
Fortune Brands Home & Sec Inc | 3.00 | % | 6/15/2020 | 159 | 158 | |||||
General Dynamics Corp | 2.25 | % | 11/15/2022 | 273 | 267 | |||||
General Elec Co | 4.65 | % | 10/17/2021 | 151 | 153 | |||||
General Elec Co | 3.15 | % | 9/7/2022 | 439 | 420 | |||||
General Motors Fin Co Inc | 4.00 | % | 1/15/2025 | 651 | 621 | |||||
Gilead Sciences Inc | 4.50 | % | 4/1/2021 | 386 | 402 | |||||
Gilead Sciences Inc | 3.50 | % | 2/1/2025 | 250 | 250 | |||||
Glaxosmithkline Cap Inc | 2.80 | % | 3/18/2023 | 38 | 38 | |||||
Glaxosmithkline Cap Plc | 2.85 | % | 5/8/2022 | 23 | 23 | |||||
Halliburton Co | 3.80 | % | 11/15/2025 | 136 | 133 | |||||
Home Depot Inc | 3.75 | % | 2/15/2024 | 1,280 | 1,327 | |||||
Home Depot Inc | 2.63 | % | 6/1/2022 | 197 | 195 | |||||
Ingersoll Rand Global Hldg Co Ltd | 4.25 | % | 6/15/2023 | 212 | 218 | |||||
Ibm Corp | 8.38 | % | 11/1/2019 | 348 | 369 | |||||
Ibm Corp | 3.63 | % | 2/12/2024 | 303 | 305 | |||||
International Paper Co | 4.75 | % | 2/15/2022 | 95 | 101 | |||||
Johnson & Johnson | 2.45 | % | 3/1/2026 | 644 | 610 | |||||
Kinder Morgan Energy Partners Lp | 4.15 | % | 2/1/2024 | 121 | 122 | |||||
Kraft Foods Grp Inc | 5.38 | % | 2/10/2020 | 277 | 289 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Kraft Heinz Foods Co | 3.00 | % | 6/1/2026 | 401 | 359 | |||||
Kroger Co | 2.30 | % | 1/15/2019 | 68 | 69 | |||||
Lyb Intl Fin Ii Bv | 3.50 | % | 3/2/2027 | 76 | 70 | |||||
Laboratory Corp Of Amer | 3.60 | % | 2/1/2025 | 318 | 311 | |||||
Laboratory Corp Of Amer | 3.25 | % | 9/1/2024 | 61 | 59 | |||||
Lockheed Martin Corp | 2.90 | % | 3/1/2025 | 507 | 492 | |||||
Lockheed Martin Corp | 3.10 | % | 1/15/2023 | 242 | 244 | |||||
Lyondellbasell Inds Nv | 6.00 | % | 11/15/2021 | 386 | 411 | |||||
Lyondellbasell Inds Nv | 5.75 | % | 4/15/2024 | 250 | 271 | |||||
Mplx Lp | 4.50 | % | 7/15/2023 | 303 | 312 | |||||
Mplx Lp | 4.88 | % | 6/1/2025 | 174 | 176 | |||||
Mplx Lp | 4.00 | % | 3/15/2028 | 129 | 122 | |||||
Marriott Intl Inc | 3.13 | % | 6/15/2026 | 227 | 207 | |||||
Mastercard Inc | 3.38 | % | 4/1/2024 | 114 | 115 | |||||
Mcdonalds Corp | 2.63 | % | 1/15/2022 | 197 | 195 | |||||
Medtronic Inc | 3.50 | % | 3/15/2025 | 629 | 633 | |||||
Merck & Co Inc | 2.40 | % | 9/15/2022 | 151 | 149 | |||||
Merck & Co Inc | 3.88 | % | 1/15/2021 | 765 | 794 | |||||
Microsoft Corp | 2.40 | % | 8/8/2026 | 909 | 856 | |||||
Mylan Inc | 4.55 | % | 4/15/2028 | 591 | 556 | |||||
Nbcuniversal Media Llc | 2.88 | % | 1/15/2023 | 167 | 166 | |||||
Newell Brands Inc | 4.20 | % | 4/1/2026 | 114 | 112 | |||||
Noble Energy Inc | 4.15 | % | 12/15/2021 | 189 | 191 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Norfolk Southern Corp | 5.90 | % | 6/15/2019 | 576 | 583 | |||||
Northrop Grumman Corp | 5.05 | % | 8/1/2019 | 303 | 313 | |||||
Novartis Cap Corp | 2.40 | % | 9/21/2022 | 424 | 417 | |||||
Nutrien Ltd | 3.50 | % | 6/1/2023 | 242 | 239 | |||||
Occidental Petroleum Corp | 4.10 | % | 2/1/2021 | 273 | 282 | |||||
Occidental Petroleum Corp | 2.60 | % | 4/15/2022 | 136 | 134 | |||||
Oneok Partners Lp | 8.63 | % | 3/1/2019 | 280 | 290 | |||||
Oneok Partners Lp | 3.38 | % | 10/1/2022 | 76 | 75 | |||||
Oracle Corp | 5.00 | % | 7/8/2019 | 250 | 259 | |||||
Oracle Corp | 2.95 | % | 5/15/2025 | 401 | 386 | |||||
Oracle Corp | 1.90 | % | 9/15/2021 | 151 | 148 | |||||
Oracle Corp | 2.65 | % | 7/15/2026 | 454 | 427 | |||||
Pepsico Inc | 2.75 | % | 3/5/2022 | 470 | 469 | |||||
Pepsico Inc | 3.60 | % | 3/1/2024 | 212 | 218 | |||||
Philip Morris Intl Inc | 4.50 | % | 3/26/2020 | 129 | 132 | |||||
Philip Morris Intl Inc | 2.63 | % | 3/6/2023 | 258 | 250 | |||||
Raytheon Co | 3.13 | % | 10/15/2020 | 151 | 153 | |||||
Raytheon Co | 3.15 | % | 12/15/2024 | 159 | 158 | |||||
Republic Svcs Inc | 5.50 | % | 9/15/2019 | 182 | 188 | |||||
Rio Tinto Fin Usa Ltd | 3.75 | % | 6/15/2025 | 98 | 99 | |||||
Rock Tenn Co | 4.90 | % | 3/1/2022 | 98 | 103 | |||||
Rockwell Collins Inc | 3.50 | % | 3/15/2027 | 303 | 287 | |||||
Rogers Comm Inc | 3.00 | % | 3/15/2023 | 106 | 105 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Schlumberger Investment Sa | 3.65 | % | 12/1/2023 | 106 | 107 | |||||
Shell Intl Fin Bv | 4.30 | % | 9/22/2019 | 121 | 124 | |||||
Shire Acq Investments Ireland Dac | 2.88 | % | 9/23/2023 | 212 | 202 | |||||
Jm Smucker Co | 3.50 | % | 3/15/2025 | 136 | 132 | |||||
Stryker Corp | 3.38 | % | 5/15/2024 | 121 | 121 | |||||
Stryker Corp | 3.38 | % | 11/1/2025 | 106 | 103 | |||||
Thermo Fisher Scientific Inc | 3.15 | % | 1/15/2023 | 114 | 113 | |||||
Thermo Fisher Scientific Inc | 4.15 | % | 2/1/2024 | 136 | 140 | |||||
Time Warner Inc | 4.75 | % | 3/29/2021 | 295 | 306 | |||||
Time Warner Inc | 3.55 | % | 6/1/2024 | 242 | 235 | |||||
Total Cap Intl Sa | 2.70 | % | 1/25/2023 | 129 | 127 | |||||
21St Century Fox Amer Inc | 3.00 | % | 9/15/2022 | 185 | 184 | |||||
Tyson Foods Inc | 3.95 | % | 8/15/2024 | 220 | 222 | |||||
Unilever Cap Corp | 4.25 | % | 2/10/2021 | 280 | 292 | |||||
Union Pacific Corp | 4.00 | % | 2/1/2021 | 356 | 368 | |||||
United Parcel Svc Inc | 3.13 | % | 1/15/2021 | 212 | 217 | |||||
United Technologies Corp | 3.10 | % | 6/1/2022 | 273 | 268 | |||||
United Technologies Corp | 4.13 | % | 11/16/2028 | 136 | 136 | |||||
Verizon Comms Inc | 3.50 | % | 11/1/2024 | 167 | 165 | |||||
Verizon Comms Inc | 3.38 | % | 2/15/2025 | 618 | 608 | |||||
Viacom Inc | 5.63 | % | 9/15/2019 | 106 | 110 | |||||
Viacom Inc | 3.13 | % | 6/15/2022 | 151 | 148 | |||||
Viacom Inc | 3.88 | % | 4/1/2024 | 106 | 105 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Waste Mgmt Inc | 4.60 | % | 3/1/2021 | 121 | 127 | |||||
Waste Mgmt Inc | 2.90 | % | 9/15/2022 | 114 | 113 | |||||
Western Gas Partners Lp | 4.00 | % | 7/1/2022 | 121 | 123 | |||||
Williams Partners Lp | 4.30 | % | 3/4/2024 | 295 | 298 | |||||
Wyeth Llc | 6.45 | % | 2/1/2024 | 197 | 231 | |||||
Xylem Inc | 4.88 | % | 10/1/2021 | 258 | 269 | |||||
Zimmer Hldgs Inc | 2.70 | % | 4/1/2020 | 197 | 196 | |||||
Agl Cap Corp | 3.50 | % | 9/15/2021 | 273 | 275 | |||||
Ameren Illinois Co | 2.70 | % | 9/1/2022 | 159 | 158 | |||||
Appalachian Pwr Co | 3.30 | % | 6/1/2027 | 76 | 73 | |||||
Baltimore Gas & Elec Co | 3.35 | % | 7/1/2023 | 129 | 131 | |||||
Centerpoint Energy Houston Elec | 2.25 | % | 8/1/2022 | 129 | 126 | |||||
Commonwealth Edison Co | 2.95 | % | 8/15/2027 | 212 | 206 | |||||
Duke Energy In Inc | 3.75 | % | 7/15/2020 | 151 | 156 | |||||
Duke Energy Carolinas Llc | 2.95 | % | 12/1/2026 | 220 | 211 | |||||
Emera Us Fin Lp | 3.55 | % | 6/15/2026 | 167 | 158 | |||||
Entergy Corp | 5.13 | % | 9/15/2020 | 295 | 306 | |||||
Entergy Louisiana Llc | 2.40 | % | 10/1/2026 | 114 | 105 | |||||
Florida Pwr & Lt Co | 2.75 | % | 6/1/2023 | 45 | 45 | |||||
Fortis Inc | 3.06 | % | 10/4/2026 | 98 | 91 | |||||
Georgia Pwr Co | 2.85 | % | 5/15/2022 | 265 | 261 | |||||
Lg&E & Ku Energy Llc | 3.75 | % | 11/15/2020 | 151 | 153 | |||||
National Rural Utils Coop Fin Corp | 2.30 | % | 11/15/2019 | 204 | 204 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Northern States Pwr Co Mn | 2.20 | % | 8/15/2020 | 159 | 158 | |||||
Oncor Elec Delivery Co Llc | 2.95 | % | 4/1/2025 | 182 | 178 | |||||
Pseg Pwr Llc | 3.00 | % | 6/15/2021 | 273 | 269 | |||||
Pacific Gas & Elec Co | 3.85 | % | 11/15/2023 | 356 | 320 | |||||
Pacific Gas & Elec Co | 3.40 | % | 8/15/2024 | 265 | 233 | |||||
Progress Energy Inc | 4.88 | % | 12/1/2019 | 379 | 385 | |||||
Public Svc Co Of Colorado | 2.50 | % | 3/15/2023 | 15 | 15 | |||||
Public Svc Elec & Gas Co | 2.25 | % | 9/15/2026 | 38 | 35 | |||||
Puget Energy Inc | 3.65 | % | 5/15/2025 | 129 | 126 | |||||
San Diego Gas & Elec Co | 3.60 | % | 9/1/2023 | 182 | 185 | |||||
Sempra Energy | 3.40 | % | 2/1/2028 | 220 | 204 | |||||
Southern Ca Edison Co | 3.50 | % | 10/1/2023 | 295 | 297 | |||||
Hydro Quebec | 8.05 | % | 7/7/2024 | 106 | 136 | |||||
Quebec Province Of | 7.50 | % | 7/15/2023 | 98 | 120 | |||||
Quebec Province Of | 7.13 | % | 2/9/2024 | 432 | 526 | |||||
Ca St | 6.20 | % | 3/1/2019 | 644 | 660 | |||||
Sutter Health | 3.70 | % | 8/15/2028 | 439 | 447 | |||||
University Ca | 3.06 | % | 7/1/2025 | 719 | 722 | |||||
America Movil Sab De Cv | 5.00 | % | 3/30/2020 | 454 | 468 | |||||
Chile Rep Of | 3.25 | % | 9/14/2021 | 235 | 237 | |||||
Colombia Rep Of | 4.00 | % | 2/26/2024 | 303 | 304 | |||||
Ecopetrol Sa | 4.13 | % | 1/16/2025 | 68 | 66 | |||||
Export Import Bk Of Korea | 4.38 | % | 9/15/2021 | 394 | 410 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Indonesia Rep Of | 3.50 | % | 1/11/2028 | 303 | 285 | |||||
Israel St Of | 4.00 | % | 6/30/2022 | 303 | 310 | |||||
Petroleos Mexicanos | 3.50 | % | 1/30/2023 | 121 | 111 | |||||
Petroleos Mexicanos | 6.50 | % | 3/13/2027 | 303 | 291 | |||||
Mexico United Mexican States | 3.63 | % | 3/15/2022 | 409 | 409 | |||||
Mexico United Mexican States | 4.00 | % | 10/2/2023 | 145 | 146 | |||||
Cash | — | 3,237 | ||||||||
Total Prudential GA-62194 | $ | 384,349 | ||||||||
American General Life Contract No. 725840 | ||||||||||
Vm Cash Fut Dom Rdr Usd | 2.30 | % | 12/31/2060 | 241 | $ | 241 | ||||
Wells Fargo Bank Na Sr Unsec Frn | 2.94 | % | 3/25/2020 | 985 | 980 | |||||
U S Treasury Note | 2.88 | % | 11/15/2021 | 2,272 | 2,298 | |||||
U S Treasury Note | 2.50 | % | 3/31/2023 | 14,314 | 14,319 | |||||
U S Treasury Note | 2.00 | % | 1/31/2020 | 30,294 | 30,099 | |||||
Societe Generale Sr Unsec 144A | 2.63 | % | 9/16/2020 | 1,666 | 1,647 | |||||
Slma 2006-6 A3 3Mlib+11Bp | 2.60 | % | 10/27/2025 | 179 | 179 | |||||
Slma 2005-9 A6 3Mlib+55Bp | 3.04 | % | 10/26/2026 | 213 | 213 | |||||
Ppl Wem Holdings Plc Sr Unsec 144A | 5.38 | % | 5/1/2021 | 682 | 704 | |||||
Mizuho Bank Ltd | 2.40 | % | 3/26/2020 | 227 | 225 | |||||
Massmutual Global Fundin Sec 144A | 2.00 | % | 4/15/2021 | 1,250 | 1,217 | |||||
Goldman Sachs Group Inc Sr Unsec | 3.50 | % | 1/23/2025 | 3,787 | 3,592 | |||||
General Motors Finl Co Sr Unsec | 2.35 | % | 10/4/2019 | 303 | 300 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Fnma Pass Thru 20Yr #Ae0787 | 5.50 | % | 5/1/2028 | 72 | 76 | |||||
Fnma Pass Thru 30Yr #940765 | 5.50 | % | 6/1/2037 | 96 | 103 | |||||
Fnma Pass Thru 30Yr #802316 | 5.50 | % | 11/1/2034 | 16 | 17 | |||||
Fn Arm 793029 Us0006M+158.2 10.869 | 4.15 | % | 7/1/2034 | 324 | 335 | |||||
Fnma Pass Thru 30Yr #756202 | 5.50 | % | 12/1/2033 | 14 | 15 | |||||
Fnma Pass Thru 30Yr #Al7579 | 5.50 | % | 2/1/2042 | 162 | 175 | |||||
Fnma Pass Thru 30Yr #357908 | 5.50 | % | 7/1/2035 | 15 | 16 | |||||
Fnma Pass Thru 20Yr #257047 | 5.50 | % | 1/1/2028 | 52 | 55 | |||||
Fnma Nt (3.5Mmm) | 1.75 | % | 11/26/2019 | 6,816 | 6,762 | |||||
American Tower Corp Sr Unsec | 5.90 | % | 11/1/2021 | 454 | 480 | |||||
U S Treasury Repo | 3.10 | % | 1/3/2019 | 21,206 | 21,206 | |||||
Wells Fargo & Company Sr Unsec | 3.60 | % | 1/24/2023 | 1,136 | 1,126 | |||||
Verizon**Exchange** | 3.38 | % | 2/15/2025 | 1,590 | 1,545 | |||||
U S Treasury Note | 2.88 | % | 11/30/2023 | 2,954 | 3,006 | |||||
Smbc Aviation Capital Fi Sr Unsec 144A | 4.13 | % | 7/15/2023 | 757 | 761 | |||||
Slma 2006-8 A5 3Mlib+11Bp | 2.60 | % | 1/27/2025 | 1,137 | 1,133 | |||||
Ny St Urban Dev-B | 2.10 | % | 3/15/2022 | 2,484 | 2,451 | |||||
Kinder Morgan Ener Part Sr Unsec | 4.25 | % | 9/1/2024 | 1,288 | 1,281 | |||||
Ing Bank Nv Covered Sec 144A | 2.63 | % | 12/5/2022 | 1,022 | 1,007 | |||||
Fed Home Ln Mtge Glbl Nt (6Mmm) | 1.25 | % | 10/2/2019 | 6,816 | 6,746 | |||||
Electricite De France Nt 144A | 6.50 | % | 1/26/2019 | 1,288 | 1,292 | |||||
Gnma Ii Tba 5.0% Feb 30Yr Jmbo | 5.00 | % | 2/21/2049 | 3,787 | 3,938 | |||||
Commonwealth Bank Aust 144A | 1.75 | % | 11/7/2019 | 1,666 | 1,649 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Barclays Plc Sr Unsec | 3.20 | % | 8/10/2021 | 1,060 | 1,031 | |||||
Bank Of America Corp Sr Unsec | 3.54 | % | 3/5/2024 | 1,590 | 1,546 | |||||
Bpce Sa Sr Unsec Mtn | 2.50 | % | 7/15/2019 | 303 | 302 | |||||
Aviation Capital Group Nt 144A | 7.13 | % | 10/15/2020 | 1,136 | 1,195 | |||||
Fnma Tba 3.5% Feb 15Yr | 3.50 | % | 2/19/2034 | 4,468 | 4,520 | |||||
Fin Fut Us Ultra 30Yr Cbt 03/20/19 | 6.00 | % | 3/21/2019 | (2,499 | ) | (4,015 | ) | |||
U S Treasury Repo | 2.95 | % | 1/2/2019 | 21,206 | 21,206 | |||||
Irs Usd 1.75000 12/21/16-10Y Cme | 1.75 | % | 12/21/2026 | (11,739 | ) | 780 | ||||
Verizon**Exchange** | 3.50 | % | 11/1/2024 | 1,136 | 1,122 | |||||
Synchrony Financial Sr Unsec | 3.81 | % | 2/3/2020 | 1,515 | 1,514 | |||||
Svenska Handelsbanken Ab Unsec | 2.40 | % | 10/1/2020 | 1,893 | 1,865 | |||||
Port Seattle-Txbl-B1 | 7.00 | % | 5/1/2019 | 1,515 | 1,536 | |||||
Nissan Motor Acceptance Sr Unsec 144A | 2.25 | % | 1/13/2020 | 1,515 | 1,493 | |||||
New York Life Global Fdg 144A | 1.95 | % | 2/11/2020 | 1,590 | 1,573 | |||||
National Rural Util Coop Sr Unsec | 3.18 | % | 6/30/2021 | 1,060 | 1,053 | |||||
Jackson Natl Life Global Sec 144A | 2.25 | % | 4/29/2021 | 379 | 370 | |||||
General Electric Co Sr Unsec | 2.70 | % | 10/9/2022 | 2,802 | 2,603 | |||||
Fnma Pass Thru 30Yr #808040 | 5.50 | % | 2/1/2035 | 322 | 346 | |||||
Fed Home Ln Mtge Glbl Nt (2.5Mmm) | 1.63 | % | 9/29/2020 | 1,666 | 1,640 | |||||
Fhlmc Gold 30Yr #Q3-7305 | 3.00 | % | 11/1/2045 | 2,278 | 2,225 | |||||
Fed Home Ln Bk Bd (1.331Mmm) | 3.38 | % | 12/8/2023 | 1,288 | 1,328 | |||||
Gnma Ii Tba 4.0% Jan 30Yr Jmbo | 4.00 | % | 1/23/2049 | 6,135 | 6,282 | |||||
Fnma Tba 4.0% Jan 30Yr | 4.00 | % | 1/14/2049 | 19,918 | 20,306 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Fnma Tba 3.0% Feb 15Yr | 3.00 | % | 2/19/2034 | 3,484 | 3,473 | |||||
Vm Cash Ccp Cme Rdr Usd | 0.01 | % | 12/31/2060 | 27 | 27 | |||||
Univ Of Pittsburgh Pa | 2.32 | % | 9/15/2021 | 1,742 | 1,727 | |||||
U S Treasury Note | 1.88 | % | 4/30/2022 | 281 | 276 | |||||
U S Treasury Note | 1.88 | % | 4/30/2022 | 628 | 616 | |||||
Toronto-Dominion Bank Sec 144A | 2.25 | % | 3/15/2021 | 1,060 | 1,046 | |||||
Sprint Spectrum / Spec I Sec 144A | 3.36 | % | 3/20/2023 | 885 | 876 | |||||
Seven & I Holdings Sr Unsec 144A | 3.35 | % | 9/17/2021 | 757 | 759 | |||||
Slclt 2007-1 A4 3Mlib+6Bp | 2.68 | % | 5/15/2029 | 914 | 905 | |||||
Royal Bank Of Canada Covered | 2.20 | % | 9/23/2019 | 757 | 753 | |||||
Reynolds American Inc Sr Unsec | 3.25 | % | 6/12/2020 | 379 | 376 | |||||
Cooperatieve Rabobank Ua Sr Unsec 144A | 3.88 | % | 9/26/2023 | 3,938 | 3,954 | |||||
National Australia Bk/Ny Sr Unsec | 1.88 | % | 7/12/2021 | 2,045 | 1,969 | |||||
Hsbc Holdings Plc Sr Unsec | 4.58 | % | 6/19/2029 | 2,878 | 2,856 | |||||
Guardian Life Glob Sec 144A | 2.00 | % | 4/26/2021 | 1,515 | 1,477 | |||||
Fnma Pass Thru 20Yr #255075 | 5.50 | % | 2/1/2024 | 302 | 320 | |||||
Fnma Nt (3Mmm) | 2.00 | % | 1/5/2022 | 5,377 | 5,300 | |||||
Energy Transfer Operatng Sr Unsec | 4.15 | % | 10/1/2020 | 866 | 872 | |||||
Caterpillar Finl Service Sr Unsec Mtn | 1.90 | % | 3/22/2019 | 1,136 | 1,134 | |||||
Sky Plc Sr Unsec 144A | 2.63 | % | 9/16/2019 | 409 | 406 | |||||
Bp Cap Markets America Sr Unsec | 4.74 | % | 3/11/2021 | 1,893 | 1,953 | |||||
Banque Fed Cred Mutuel Sr Unsec 144A | 2.00 | % | 4/12/2019 | 757 | 755 | |||||
Bank Of America Corp Sr Unsec | 3.42 | % | 12/20/2028 | 1,364 | 1,276 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Cash Collateral Cme Rdr Usd | 2.30 | % | 12/31/2060 | 33 | 33 | |||||
* | Collective Us Govt Stif 15 Bps | — | % | 12/1/2030 | 395 | 395 | ||||
Wells Fargo & Company Sr Unsec | 3.55 | % | 9/29/2025 | 1,288 | 1,249 | |||||
U S Treasury Note | 1.75 | % | 3/31/2022 | 2,272 | 2,222 | |||||
Tech Data Corp Sr Unsec | 3.70 | % | 2/15/2022 | 682 | 669 | |||||
Nissan Motor Acceptance Sr Unsec 144A | 2.15 | % | 9/28/2020 | 303 | 294 | |||||
New York Life Global Fdg Sec 144A | 2.00 | % | 4/13/2021 | 303 | 295 | |||||
Met Trn Auth-A2-Babs | 5.36 | % | 11/15/2023 | 454 | 501 | |||||
Industry Pub Facs-A | 4.34 | % | 7/1/2024 | 757 | 801 | |||||
Fnma Pass Thru 30Yr #Ad0963 | 5.50 | % | 9/1/2038 | 80 | 85 | |||||
Fnma Pass Thru 20Yr #888843 | 5.50 | % | 3/1/2027 | 74 | 79 | |||||
Fnma Pass Thru 30Yr #817640 | 5.50 | % | 11/1/2035 | 120 | 127 | |||||
Fnma Pass Thru 20Yr #Al6938 | 5.50 | % | 4/1/2030 | 149 | 157 | |||||
Fnma Nt (3Mmm) | 1.50 | % | 2/28/2020 | 4,544 | 4,493 | |||||
Deutsche Bank Ny Sr Unsec | 4.25 | % | 10/14/2021 | 1,060 | 1,037 | |||||
Aig Inc | 6.40 | % | 12/15/2020 | 833 | 880 | |||||
Fnma Tba 4.0% Feb 30Yr | 4.00 | % | 2/13/2049 | 3,787 | 3,857 | |||||
Fnma Tba 3.0% Feb 30Yr | 3.00 | % | 2/13/2049 | 1,515 | 1,476 | |||||
U S Treasury Repo | 3.10 | % | 1/3/2019 | 76 | 76 | |||||
Fin Fut Us 5Yr Cbt 03/29/19 | 6.00 | % | 3/30/2019 | 4,696 | 5,385 | |||||
Fin Fut Euro$ Cme (Wht) 12/16/19 | — | % | 12/17/2019 | 269,618 | 262,473 | |||||
Ut St-Babs-B | 3.54 | % | 7/1/2025 | 1,553 | 1,591 | |||||
U S Treasury Note | 2.13 | % | 12/31/2021 | 2,121 | 2,100 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Telstra Corp Ltd Nt 144A | 4.80 | % | 10/12/2021 | 227 | 236 | |||||
Sumitomo Mitsui Finl Grp Frn Sr Unsec | 4.45 | % | 3/9/2021 | 530 | 541 | |||||
Slma 2007-1 A5 3Mlib+9 | 2.58 | % | 1/26/2026 | 330 | 329 | |||||
Slma 2005-7 A4 3Mlib+15Bp | 2.64 | % | 10/25/2029 | 1,091 | 1,086 | |||||
Slma 2005-3 A5 | 2.58 | % | 10/25/2024 | 238 | 237 | |||||
Lloyds Bank Plc Sr Unsec | 2.70 | % | 8/17/2020 | 530 | 524 | |||||
Fnma Pass Thru 20Yr #Ad0912 | 5.50 | % | 4/1/2029 | 179 | 190 | |||||
Fnma Pass Thru 30Yr #849299 | 5.50 | % | 1/1/2036 | 275 | 297 | |||||
Fnma Pass Thru 30Yr #831356 | 5.50 | % | 3/1/2036 | 143 | 154 | |||||
Fh Arm 1Q1534 H15T1Y+223.3 10.162 | 4.16 | % | 6/1/2037 | 473 | 501 | |||||
Fhlmc Gold 30Yr Gnt #G0-8693 | 3.50 | % | 3/1/2046 | 99 | 99 | |||||
Fhlmc Gold 30Yr Gnt #G0-8687 | 3.50 | % | 1/1/2046 | 4,170 | 4,185 | |||||
European Investment Bank Sr Unsec | 2.00 | % | 3/15/2021 | 1,704 | 1,684 | |||||
Cvs Health Corp Sr Unsec | 4.10 | % | 3/25/2025 | 1,212 | 1,201 | |||||
Bnp Paribas Sr Unsec 144A | 2.95 | % | 5/23/2022 | 909 | 877 | |||||
Bank Of Nova Scotia Sec | 1.88 | % | 4/26/2021 | 3,332 | 3,255 | |||||
Fin Fut Us 10Yr Cbt 03/20/19 | 6.00 | % | 3/21/2019 | 2,651 | 3,234 | |||||
Irs Usd 3.00000 12/19/18-10Y Cme | 3.00 | % | 12/19/2028 | (1,363 | ) | (32 | ) | |||
Ubs Ag Stamford Ct Sr Unsec | 2.35 | % | 3/26/2020 | 303 | 300 | |||||
Santander Uk Group Hldgs Sr Unsec | 2.88 | % | 8/5/2021 | 1,590 | 1,536 | |||||
Oracle Corp Sr Unsec | 2.95 | % | 11/15/2024 | 1,515 | 1,476 | |||||
Morgan Stanley Sr Unsec | 3.65 | % | 1/20/2022 | 985 | 982 | |||||
Lloyds Banking Group Plc Sr Unsec | 3.59 | % | 6/21/2021 | 379 | 375 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Lloyds Banking Group Plc Sr Unsec | 2.91 | % | 11/7/2023 | 1,060 | 1,005 | |||||
Kfw Sr Unsec | 1.50 | % | 2/6/2019 | 1,098 | 1,097 | |||||
Jpmorgan Chase & Co Sr Unsec | 3.13 | % | 1/23/2025 | 4,696 | 4,477 | |||||
Ford Motor Credit Co Llc Sr Unsec | 3.20 | % | 1/15/2021 | 757 | 735 | |||||
Fnma Pass Thru 30Yr #995759 | 5.50 | % | 11/1/2038 | 565 | 603 | |||||
Fnma Pass Thru 30Yr #865433 | 5.50 | % | 2/1/2036 | 8 | 8 | |||||
Fnma Pass Thru 30Yr #Au5386 | 3.00 | % | 6/1/2043 | 3,516 | 3,456 | |||||
Fnma Pass Thru 20Yr #310164 | 5.50 | % | 1/1/2026 | 183 | 193 | |||||
Fnma Pass Thru 20Yr #256600 | 5.50 | % | 2/1/2027 | 1 | 1 | |||||
Fhlmc Gold 30Yr Gnt #G0-8823 | 3.50 | % | 7/1/2048 | 3,437 | 3,437 | |||||
Enterprise Products Oper Co Gtd | 6.50 | % | 1/31/2019 | 606 | 607 | |||||
Dominion Energy Gas Hldg Llc Sr Unsec | 2.80 | % | 11/15/2020 | 1,022 | 1,008 | |||||
Daimler Finance Na Llc Sr Unsec 144A | 1.50 | % | 7/5/2019 | 1,590 | 1,575 | |||||
Arrow Electronics Inc Sr Unsec | 3.25 | % | 9/8/2024 | 757 | 706 | |||||
American Honda Finance Sr Unsec | 2.93 | % | 11/5/2021 | 757 | 747 | |||||
At&T Inc Sr Unsec | 3.40 | % | 5/15/2025 | 1,288 | 1,214 | |||||
Cash Collateral Fut Rdr Usd | 2.30 | % | 12/31/2060 | 98 | 98 | |||||
U S Treasury Note | 1.13 | % | 1/31/2019 | 27,340 | 27,315 | |||||
Ubs Group Funding Switze Sr Unsec 144A | 2.86 | % | 8/15/2023 | 2,651 | 2,551 | |||||
Toronto-Dominion Bank Sr Unsec | 2.13 | % | 4/7/2021 | 1,060 | 1,038 | |||||
Slma 2006-5 A5 3Mlib+11Bp | 2.60 | % | 1/25/2027 | 228 | 228 | |||||
Slma 2005-8 A4 3Mlib | 3.04 | % | 1/25/2028 | 1,600 | 1,601 | |||||
Royal Bank Of Canada | 1.88 | % | 2/5/2020 | 1,666 | 1,649 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Nys Twy-Txb-B-Babs | 5.45 | % | 4/1/2025 | 1,288 | 1,431 | |||||
Iberdrola Fin Ireland Co Gtd 144A | 5.00 | % | 9/11/2019 | 759 | 766 | |||||
Ford Motor Credit Co Llc Sr Unsec | 2.60 | % | 11/4/2019 | 1,363 | 1,348 | |||||
Fnma Pass Thru 30Yr #889561 | 5.50 | % | 6/1/2038 | 190 | 203 | |||||
Fnma Pass Thru 30Yr #804303 | 5.50 | % | 11/1/2034 | 7 | 8 | |||||
Fnma Pass Thru 30Yr #As0924 | 5.00 | % | 11/1/2043 | 1,735 | 1,823 | |||||
Fhlmc Gold 30Yr Gnt #G6-1040 | 3.50 | % | 6/1/2047 | 10,484 | 10,502 | |||||
Electricite De France Sr Unsec 144A | 2.15 | % | 1/22/2019 | 454 | 454 | |||||
Cobb-Marietta Coliseu | 2.55 | % | 7/1/2021 | 947 | 943 | |||||
Bpce Sa Sr Unsec | 2.25 | % | 1/27/2020 | 682 | 673 | |||||
Bmw Us Capital Llc Sr Unsec 144A | 2.98 | % | 8/14/2020 | 985 | 977 | |||||
Interest And Dividends Accrued / Receivable | 1,645 | |||||||||
Net Money Market Futures (Due To) / Due From Broker | (262,473 | ) | ||||||||
Net Bond/Stock Equivalent Futures (Due To) / Due From Broker | (4,604 | ) | ||||||||
Net Unsettled Trades (Due To) / Due From Broker (Including Currency) | (64,551 | ) | ||||||||
Broker Cash Collateral Received | (280 | ) | ||||||||
Centrally Cleared Swaps (Due To) / Due From Broker | (752 | ) | ||||||||
Total American General Life Contract No. 725840 | 598,589 | $ | 273,120 | |||||||
Royal Bank of Canada Contract No. Citigroup01 | ||||||||||
Vm Cash Fut Dom Rdr Usd | 2.30 | % | 12/31/2060 | 241 | $ | 241 | ||||
Wells Fargo Bank Na Sr Unsec Frn | 2.94 | % | 3/25/2020 | 985 | 980 | |||||
U S Treasury Note | 2.88 | % | 11/15/2021 | 2,272 | 2,298 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
U S Treasury Note | 2.50 | % | 3/31/2023 | 14,314 | 14,319 | |||||
U S Treasury Note | 2.00 | % | 1/31/2020 | 30,294 | 30,099 | |||||
Societe Generale Sr Unsec 144A | 2.63 | % | 9/16/2020 | 1,666 | 1,647 | |||||
Slma 2006-6 A3 3Mlib+11Bp | 2.60 | % | 10/27/2025 | 179 | 179 | |||||
Slma 2005-9 A6 3Mlib+55Bp | 3.04 | % | 10/26/2026 | 213 | 213 | |||||
Ppl Wem Holdings Plc Sr Unsec 144A | 5.38 | % | 5/1/2021 | 682 | 704 | |||||
Mizuho Bank Ltd | 2.40 | % | 3/26/2020 | 227 | 225 | |||||
Massmutual Global Fundin Sec 144A | 2.00 | % | 4/15/2021 | 1,250 | 1,217 | |||||
Goldman Sachs Group Inc Sr Unsec | 3.50 | % | 1/23/2025 | 3,787 | 3,592 | |||||
General Motors Finl Co Sr Unsec | 2.35 | % | 10/4/2019 | 303 | 300 | |||||
Fnma Pass Thru 20Yr #Ae0787 | 5.50 | % | 5/1/2028 | 72 | 76 | |||||
Fnma Pass Thru 30Yr #940765 | 5.50 | % | 6/1/2037 | 96 | 103 | |||||
Fnma Pass Thru 30Yr #802316 | 5.50 | % | 11/1/2034 | 16 | 17 | |||||
Fn Arm 793029 Us0006M+158.2 10.869 | 4.15 | % | 7/1/2034 | 324 | 335 | |||||
Fnma Pass Thru 30Yr #756202 | 5.50 | % | 12/1/2033 | 14 | 15 | |||||
Fnma Pass Thru 30Yr #Al7579 | 5.50 | % | 2/1/2042 | 162 | 175 | |||||
Fnma Pass Thru 30Yr #357908 | 5.50 | % | 7/1/2035 | 15 | 16 | |||||
Fnma Pass Thru 20Yr #257047 | 5.50 | % | 1/1/2028 | 52 | 55 | |||||
Fnma Nt (3.5Mmm) | 1.75 | % | 11/26/2019 | 6,816 | 6,762 | |||||
American Tower Corp Sr Unsec | 5.90 | % | 11/1/2021 | 454 | 480 | |||||
U S Treasury Repo | 3.10 | % | 1/3/2019 | 21,206 | 21,206 | |||||
Wells Fargo & Company Sr Unsec | 3.60 | % | 1/24/2023 | 1,136 | 1,126 | |||||
Verizon**Exchange** | 3.38 | % | 2/15/2025 | 1,590 | 1,545 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
U S Treasury Note | 2.88 | % | 11/30/2023 | 2,954 | 3,006 | |||||
Smbc Aviation Capital Fi Sr Unsec 144A | 4.13 | % | 7/15/2023 | 757 | 761 | |||||
Slma 2006-8 A5 3Mlib+11Bp | 2.60 | % | 1/27/2025 | 1,137 | 1,133 | |||||
Ny St Urban Dev-B | 2.10 | % | 3/15/2022 | 2,484 | 2,451 | |||||
Kinder Morgan Ener Part Sr Unsec | 4.25 | % | 9/1/2024 | 1,288 | 1,281 | |||||
Ing Bank Nv Covered Sec 144A | 2.63 | % | 12/5/2022 | 1,022 | 1,007 | |||||
Fed Home Ln Mtge Glbl Nt (6Mmm) | 1.25 | % | 10/2/2019 | 6,816 | 6,746 | |||||
Electricite De France Nt 144A | 6.50 | % | 1/26/2019 | 1,288 | 1,292 | |||||
Gnma Ii Tba 5.0% Feb 30Yr Jmbo | 5.00 | % | 2/21/2049 | 3,787 | 3,938 | |||||
Commonwealth Bank Aust 144A | 1.75 | % | 11/7/2019 | 1,666 | 1,649 | |||||
Barclays Plc Sr Unsec | 3.20 | % | 8/10/2021 | 1,060 | 1,031 | |||||
Bank Of America Corp Sr Unsec | 3.54 | % | 3/5/2024 | 1,590 | 1,546 | |||||
Bpce Sa Sr Unsec Mtn | 2.50 | % | 7/15/2019 | 303 | 302 | |||||
Aviation Capital Group Nt 144A | 7.13 | % | 10/15/2020 | 1,136 | 1,195 | |||||
Fnma Tba 3.5% Feb 15Yr | 3.50 | % | 2/19/2034 | 4,468 | 4,520 | |||||
Fin Fut Us Ultra 30Yr Cbt 03/20/19 | 6.00 | % | 3/21/2019 | (2,499 | ) | (4,015 | ) | |||
U S Treasury Repo | 2.95 | % | 1/2/2019 | 21,206 | 21,206 | |||||
Irs Usd 1.75000 12/21/16-10Y Cme | 1.75 | % | 12/21/2026 | (11,739 | ) | 780 | ||||
Verizon**Exchange** | 3.50 | % | 11/1/2024 | 1,136 | 1,122 | |||||
Synchrony Financial Sr Unsec | 3.81 | % | 2/3/2020 | 1,515 | 1,514 | |||||
Svenska Handelsbanken Ab Unsec | 2.40 | % | 10/1/2020 | 1,893 | 1,865 | |||||
Port Seattle-Txbl-B1 | 7.00 | % | 5/1/2019 | 1,515 | 1,536 | |||||
Nissan Motor Acceptance Sr Unsec 144A | 2.25 | % | 1/13/2020 | 1,515 | 1,493 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
New York Life Global Fdg 144A | 1.95 | % | 2/11/2020 | 1,590 | 1,573 | |||||
National Rural Util Coop Sr Unsec | 3.18 | % | 6/30/2021 | 1,060 | 1,053 | |||||
Jackson Natl Life Global Sec 144A | 2.25 | % | 4/29/2021 | 379 | 370 | |||||
General Electric Co Sr Unsec | 2.70 | % | 10/9/2022 | 2,802 | 2,603 | |||||
Fnma Pass Thru 30Yr #808040 | 5.50 | % | 2/1/2035 | 322 | 346 | |||||
Fed Home Ln Mtge Glbl Nt (2.5Mmm) | 1.63 | % | 9/29/2020 | 1,666 | 1,640 | |||||
Fhlmc Gold 30Yr #Q3-7305 | 3.00 | % | 11/1/2045 | 2,278 | 2,225 | |||||
Fed Home Ln Bk Bd (1.331Mmm) | 3.38 | % | 12/8/2023 | 1,288 | 1,328 | |||||
Gnma Ii Tba 4.0% Jan 30Yr Jmbo | 4.00 | % | 1/23/2049 | 6,135 | 6,282 | |||||
Fnma Tba 4.0% Jan 30Yr | 4.00 | % | 1/14/2049 | 19,918 | 20,306 | |||||
Fnma Tba 3.0% Feb 15Yr | 3.00 | % | 2/19/2034 | 3,484 | 3,473 | |||||
Vm Cash Ccp Cme Rdr Usd | 0.01 | % | 12/31/2060 | 27 | 27 | |||||
Univ Of Pittsburgh Pa | 2.32 | % | 9/15/2021 | 1,742 | 1,727 | |||||
U S Treasury Note | 1.88 | % | 4/30/2022 | 281 | 276 | |||||
U S Treasury Note | 1.88 | % | 4/30/2022 | 628 | 616 | |||||
Toronto-Dominion Bank Sec 144A | 2.25 | % | 3/15/2021 | 1,060 | 1,046 | |||||
Sprint Spectrum / Spec I Sec 144A | 3.36 | % | 3/20/2023 | 885 | 876 | |||||
Seven & I Holdings Sr Unsec 144A | 3.35 | % | 9/17/2021 | 757 | 759 | |||||
Slclt 2007-1 A4 3Mlib+6Bp | 2.68 | % | 5/15/2029 | 914 | 905 | |||||
Royal Bank Of Canada Covered | 2.20 | % | 9/23/2019 | 757 | 753 | |||||
Reynolds American Inc Sr Unsec | 3.25 | % | 6/12/2020 | 379 | 376 | |||||
Cooperatieve Rabobank Ua Sr Unsec 144A | 3.88 | % | 9/26/2023 | 3,938 | 3,954 | |||||
National Australia Bk/Ny Sr Unsec | 1.88 | % | 7/12/2021 | 2,045 | 1,969 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Hsbc Holdings Plc Sr Unsec | 4.58 | % | 6/19/2029 | 2,878 | 2,856 | |||||
Guardian Life Glob Sec 144A | 2.00 | % | 4/26/2021 | 1,515 | 1,477 | |||||
Fnma Pass Thru 20Yr #255075 | 5.50 | % | 2/1/2024 | 302 | 320 | |||||
Fnma Nt (3Mmm) | 2.00 | % | 1/5/2022 | 5,377 | 5,300 | |||||
Energy Transfer Operatng Sr Unsec | 4.15 | % | 10/1/2020 | 866 | 872 | |||||
Caterpillar Finl Service Sr Unsec Mtn | 1.90 | % | 3/22/2019 | 1,136 | 1,134 | |||||
Sky Plc Sr Unsec 144A | 2.63 | % | 9/16/2019 | 409 | 406 | |||||
Bp Cap Markets America Sr Unsec | 4.74 | % | 3/11/2021 | 1,893 | 1,953 | |||||
Banque Fed Cred Mutuel Sr Unsec 144A | 2.00 | % | 4/12/2019 | 757 | 755 | |||||
Bank Of America Corp Sr Unsec | 3.42 | % | 12/20/2028 | 1,364 | 1,276 | |||||
Cash Collateral Cme Rdr Usd | 2.30 | % | 12/31/2060 | 33 | 33 | |||||
* | Collective Us Govt Stif 15 Bps | — | % | 12/1/2030 | 395 | 395 | ||||
Wells Fargo & Company Sr Unsec | 3.55 | % | 9/29/2025 | 1,288 | 1,249 | |||||
U S Treasury Note | 1.75 | % | 3/31/2022 | 2,272 | 2,222 | |||||
Tech Data Corp Sr Unsec | 3.70 | % | 2/15/2022 | 682 | 669 | |||||
Nissan Motor Acceptance Sr Unsec 144A | 2.15 | % | 9/28/2020 | 303 | 294 | |||||
New York Life Global Fdg Sec 144A | 2.00 | % | 4/13/2021 | 303 | 295 | |||||
Met Trn Auth-A2-Babs | 5.36 | % | 11/15/2023 | 454 | 501 | |||||
Industry Pub Facs-A | 4.34 | % | 7/1/2024 | 757 | 801 | |||||
Fnma Pass Thru 30Yr #Ad0963 | 5.50 | % | 9/1/2038 | 80 | 85 | |||||
Fnma Pass Thru 20Yr #888843 | 5.50 | % | 3/1/2027 | 74 | 79 | |||||
Fnma Pass Thru 30Yr #817640 | 5.50 | % | 11/1/2035 | 120 | 127 | |||||
Fnma Pass Thru 20Yr #Al6938 | 5.50 | % | 4/1/2030 | 149 | 157 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Fnma Nt (3Mmm) | 1.50 | % | 2/28/2020 | 4,544 | 4,493 | |||||
Deutsche Bank Ny Sr Unsec | 4.25 | % | 10/14/2021 | 1,060 | 1,037 | |||||
Aig Inc | 6.40 | % | 12/15/2020 | 833 | 880 | |||||
Fnma Tba 4.0% Feb 30Yr | 4.00 | % | 2/13/2049 | 3,787 | 3,857 | |||||
Fnma Tba 3.0% Feb 30Yr | 3.00 | % | 2/13/2049 | 1,515 | 1,476 | |||||
U S Treasury Repo | 3.10 | % | 1/3/2019 | 76 | 76 | |||||
Fin Fut Us 5Yr Cbt 03/29/19 | 6.00 | % | 3/30/2019 | 4,696 | 5,385 | |||||
Fin Fut Euro$ Cme (Wht) 12/16/19 | — | % | 12/17/2019 | 269,618 | 262,473 | |||||
Ut St-Babs-B | 3.54 | % | 7/1/2025 | 1,553 | 1,591 | |||||
U S Treasury Note | 2.13 | % | 12/31/2021 | 2,121 | 2,100 | |||||
Telstra Corp Ltd Nt 144A | 4.80 | % | 10/12/2021 | 227 | 236 | |||||
Sumitomo Mitsui Finl Grp Frn Sr Unsec | 4.45 | % | 3/9/2021 | 530 | 541 | |||||
Slma 2007-1 A5 3Mlib+9 | 2.58 | % | 1/26/2026 | 330 | 329 | |||||
Slma 2005-7 A4 3Mlib+15Bp | 2.64 | % | 10/25/2029 | 1,091 | 1,086 | |||||
Slma 2005-3 A5 | 2.58 | % | 10/25/2024 | 238 | 237 | |||||
Lloyds Bank Plc Sr Unsec | 2.70 | % | 8/17/2020 | 530 | 524 | |||||
Fnma Pass Thru 20Yr #Ad0912 | 5.50 | % | 4/1/2029 | 179 | 190 | |||||
Fnma Pass Thru 30Yr #849299 | 5.50 | % | 1/1/2036 | 275 | 297 | |||||
Fnma Pass Thru 30Yr #831356 | 5.50 | % | 3/1/2036 | 143 | 154 | |||||
Fh Arm 1Q1534 H15T1Y+223.3 10.162 | 4.16 | % | 6/1/2037 | 473 | 501 | |||||
Fhlmc Gold 30Yr Gnt #G0-8693 | 3.50 | % | 3/1/2046 | 99 | 99 | |||||
Fhlmc Gold 30Yr Gnt #G0-8687 | 3.50 | % | 1/1/2046 | 4,170 | 4,185 | |||||
European Investment Bank Sr Unsec | 2.00 | % | 3/15/2021 | 1,704 | 1,684 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Cvs Health Corp Sr Unsec | 4.10 | % | 3/25/2025 | 1,212 | 1,201 | |||||
Bnp Paribas Sr Unsec 144A | 2.95 | % | 5/23/2022 | 909 | 877 | |||||
Bank Of Nova Scotia Sec | 1.88 | % | 4/26/2021 | 3,332 | 3,255 | |||||
Fin Fut Us 10Yr Cbt 03/20/19 | 6.00 | % | 3/21/2019 | 2,651 | 3,234 | |||||
Irs Usd 3.00000 12/19/18-10Y Cme | 3.00 | % | 12/19/2028 | (1,363 | ) | (32 | ) | |||
Ubs Ag Stamford Ct Sr Unsec | 2.35 | % | 3/26/2020 | 303 | 300 | |||||
Santander Uk Group Hldgs Sr Unsec | 2.88 | % | 8/5/2021 | 1,590 | 1,536 | |||||
Oracle Corp Sr Unsec | 2.95 | % | 11/15/2024 | 1,515 | 1,476 | |||||
Morgan Stanley Sr Unsec | 3.65 | % | 1/20/2022 | 985 | 982 | |||||
Lloyds Banking Group Plc Sr Unsec | 3.59 | % | 6/21/2021 | 379 | 375 | |||||
Lloyds Banking Group Plc Sr Unsec | 2.91 | % | 11/7/2023 | 1,060 | 1,005 | |||||
Kfw Sr Unsec | 1.50 | % | 2/6/2019 | 1,098 | 1,097 | |||||
Jpmorgan Chase & Co Sr Unsec | 3.13 | % | 1/23/2025 | 4,696 | 4,477 | |||||
Ford Motor Credit Co Llc Sr Unsec | 3.20 | % | 1/15/2021 | 757 | 735 | |||||
Fnma Pass Thru 30Yr #995759 | 5.50 | % | 11/1/2038 | 565 | 603 | |||||
Fnma Pass Thru 30Yr #865433 | 5.50 | % | 2/1/2036 | 8 | 8 | |||||
Fnma Pass Thru 30Yr #Au5386 | 3.00 | % | 6/1/2043 | 3,516 | 3,456 | |||||
Fnma Pass Thru 20Yr #310164 | 5.50 | % | 1/1/2026 | 183 | 193 | |||||
Fnma Pass Thru 20Yr #256600 | 5.50 | % | 2/1/2027 | 1 | 1 | |||||
Fhlmc Gold 30Yr Gnt #G0-8823 | 3.50 | % | 7/1/2048 | 3,437 | 3,437 | |||||
Enterprise Products Oper Co Gtd | 6.50 | % | 1/31/2019 | 606 | 607 | |||||
Dominion Energy Gas Hldg Llc Sr Unsec | 2.80 | % | 11/15/2020 | 1,022 | 1,008 | |||||
Daimler Finance Na Llc Sr Unsec 144A | 1.50 | % | 7/5/2019 | 1,590 | 1,575 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Arrow Electronics Inc Sr Unsec | 3.25 | % | 9/8/2024 | 757 | 706 | |||||
American Honda Finance Sr Unsec | 2.93 | % | 11/5/2021 | 757 | 747 | |||||
At&T Inc Sr Unsec | 3.40 | % | 5/15/2025 | 1,288 | 1,214 | |||||
Cash Collateral Fut Rdr Usd | 2.30 | % | 12/31/2060 | 98 | 98 | |||||
U S Treasury Note | 1.13 | % | 1/31/2019 | 27,340 | 27,315 | |||||
Ubs Group Funding Switze Sr Unsec 144A | 2.86 | % | 8/15/2023 | 2,651 | 2,551 | |||||
Toronto-Dominion Bank Sr Unsec | 2.13 | % | 4/7/2021 | 1,060 | 1,038 | |||||
Slma 2006-5 A5 3Mlib+11Bp | 2.60 | % | 1/25/2027 | 228 | 228 | |||||
Slma 2005-8 A4 3Mlib | 3.04 | % | 1/25/2028 | 1,600 | 1,601 | |||||
Royal Bank Of Canada | 1.88 | % | 2/5/2020 | 1,666 | 1,649 | |||||
Nys Twy-Txb-B-Babs | 5.45 | % | 4/1/2025 | 1,288 | 1,431 | |||||
Iberdrola Fin Ireland Co Gtd 144A | 5.00 | % | 9/11/2019 | 759 | 766 | |||||
Ford Motor Credit Co Llc Sr Unsec | 2.60 | % | 11/4/2019 | 1,363 | 1,348 | |||||
Fnma Pass Thru 30Yr #889561 | 5.50 | % | 6/1/2038 | 190 | 203 | |||||
Fnma Pass Thru 30Yr #804303 | 5.50 | % | 11/1/2034 | 7 | 8 | |||||
Fnma Pass Thru 30Yr #As0924 | 5.00 | % | 11/1/2043 | 1,735 | 1,823 | |||||
Fhlmc Gold 30Yr Gnt #G6-1040 | 3.50 | % | 6/1/2047 | 10,484 | 10,502 | |||||
Electricite De France Sr Unsec 144A | 2.15 | % | 1/22/2019 | 454 | 454 | |||||
Cobb-Marietta Coliseu | 2.55 | % | 7/1/2021 | 947 | 943 | |||||
Bpce Sa Sr Unsec | 2.25 | % | 1/27/2020 | 682 | 673 | |||||
Bmw Us Capital Llc Sr Unsec 144A | 2.98 | % | 8/14/2020 | 985 | 977 | |||||
Interest And Dividends Accrued / Receivable | 1,645 | |||||||||
Net Money Market Futures (Due To) / Due From Broker | (262,473 | ) |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Net Bond/Stock Equivalent Futures (Due To) / Due From Broker | (4,604 | ) | ||||||||
Net Unsettled Trades (Due To) / Due From Broker (Including Currency) | (64,551 | ) | ||||||||
Broker Cash Collateral Received | (280 | ) | ||||||||
Centrally Cleared Swaps (Due To) / Due From Broker | (752 | ) | ||||||||
Total Royal Bank of Canada Contract No. Citigroup01 | $ | 273,120 | ||||||||
Nationwide: STA_CIT_IP_0616 | ||||||||||
Aeptc 2012-1 A2 | 1.98 | % | 6/1/2020 | 4,847 | $ | 2,454 | ||||
Bank 2017-Bnk4 A1 | 2.00 | % | 2/15/2022 | 3,181 | 2,310 | |||||
Comm 2014-Cr14 A2 | 3.15 | % | 7/10/2023 | 3,749 | 1,270 | |||||
Comet 2017-A1 A1 | 2.00 | % | 3/16/2020 | 3,787 | 3,749 | |||||
Carmx 2016-2 A3 | 1.52 | % | 11/15/2019 | 3,635 | 1,630 | |||||
Chait 2016-A4 A4 | 1.49 | % | 7/15/2020 | 6,665 | 6,524 | |||||
Cgcmt 2016-Gc36 A1 | 1.61 | % | 6/10/2020 | 6,513 | 2,540 | |||||
Duk 1.731 09/01/22 | 1.73 | % | 9/1/2022 | 8,331 | 8,175 | |||||
Fnr 2011-87 Ja | 3.00 | % | 3/25/2024 | 8,823 | 1,279 | |||||
Fnr 2011-98 Ae | 2.50 | % | 5/25/2021 | 12,269 | 1,221 | |||||
Fnr 2011-132 A | 3.00 | % | 5/25/2022 | 12,118 | 1,592 | |||||
Fnr 2013-79 Va | 3.50 | % | 9/25/2024 | 11,815 | 6,707 | |||||
Fnr 2015-48 Db | 3.00 | % | 4/25/2022 | 4,544 | 2,042 | |||||
Fhr 3774 Ab | 3.50 | % | 9/15/2020 | 13,981 | 681 | |||||
Fhr 3920 Ab | 3.00 | % | 3/15/2021 | 12,724 | 1,221 | |||||
Fhr 3970 Da | 3.00 | % | 11/15/2021 | 8,028 | 799 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Fhr 3979 Gd | 3.00 | % | 9/15/2022 | 5,301 | 786 | |||||
Fhr 4039 Me | 2.00 | % | 10/15/2025 | 7,574 | 1,563 | |||||
Fhr 4272 Yg | 2.00 | % | 1/16/2024 | 7,574 | 1,696 | |||||
Fhr 4297 Ca | 3.00 | % | 5/15/2024 | 9,846 | 3,873 | |||||
Fhr 4486 Jn | 2.00 | % | 3/15/2024 | 4,544 | 1,873 | |||||
Fhr 4504 Dn | 3.00 | % | 4/15/2025 | 9,997 | 4,443 | |||||
Fnr 2010-99 Dp | 3.00 | % | 6/25/2020 | 23,857 | 675 | |||||
Gnr 2010-151 Dq | 4.00 | % | 6/22/2020 | 9,315 | 639 | |||||
Gnr 2011-133 Na | 3.50 | % | 6/20/2022 | 24,446 | 4,077 | |||||
Gnr 2011-160 A | 3.00 | % | 7/20/2020 | 9,846 | 769 | |||||
Gnr 2013-41 Pa | 2.50 | % | 7/20/2023 | 8,634 | 3,214 | |||||
Gnr 2013-124 Cp | 2.50 | % | 10/20/2023 | 6,438 | 1,491 | |||||
Gnr 2014-140 Mv | 4.00 | % | 6/21/2021 | 3,029 | 2,258 | |||||
Gnr 2015-16 Gm | 2.00 | % | 12/22/2025 | 9,391 | 4,170 | |||||
Jpmbb 2015-C33 A1 | 1.90 | % | 4/15/2020 | 4,730 | 1,476 | |||||
Jdot 2017-A A3 | 1.78 | % | 4/15/2020 | 2,802 | 2,452 | |||||
Mbart 2018-1 A3 | 3.03 | % | 10/15/2021 | 3,105 | 3,112 | |||||
Msbam 2013-C11 A2 | 3.09 | % | 4/17/2023 | 3,969 | 1,286 | |||||
Narot 2016-C A3 | 1.18 | % | 2/18/2020 | 2,575 | 1,532 | |||||
Ubscm 2012-C1 A3 | 3.40 | % | 3/10/2022 | 5,226 | 5,128 | |||||
T 0 3/4 08/15/19 | 0.75 | % | 8/15/2019 | 529 | 524 | |||||
T 1 03/15/19 | 1.00 | % | 3/15/2019 | 1,325 | 1,326 | |||||
T 0 7/8 05/15/19 | 0.88 | % | 5/15/2019 | 1,213 | 1,207 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
T 1 11/15/19 | 1.00 | % | 11/15/2019 | 7,408 | 7,314 | |||||
Woart 2016-B A3 | 1.30 | % | 7/15/2020 | 3,787 | 2,634 | |||||
Wrapper | 18 | |||||||||
Total Nationwide: STA_CIT_IP_0616 | $ | 103,730 | ||||||||
Reinsurance Group of America Contract No. RGA00084 | ||||||||||
Cash | 1.83 | % | 5,459 | $ | 5,459 | |||||
Charter Communications, Inc. 4.00 09/01/2021 | 4.00 | % | 9/1/2021 | 1,439 | 1,449 | |||||
General Electric Co. 4.65 10/17/2021 | 4.65 | % | 10/17/2021 | 2,651 | 2,684 | |||||
Union Pacific Corp. 4.163 07/15/2022 | 4.16 | % | 7/15/2022 | 1,363 | 1,422 | |||||
Cigna Corp. 4.00 02/15/2022 | 4.00 | % | 2/15/2022 | 2,817 | 2,889 | |||||
Equity Residential 4.625 12/15/2021 | 4.63 | % | 12/15/2021 | 2,272 | 2,355 | |||||
Twenty-First Century Fox, Inc. 4.50 02/15/2021 | 4.50 | % | 2/15/2021 | 682 | 711 | |||||
Comcast Corp. 3.125 07/15/2022 | 3.13 | % | 7/15/2022 | 1,439 | 1,456 | |||||
Cox Enterprises, Inc. 3.25 12/15/2022 | 3.25 | % | 12/15/2022 | 1,515 | 1,482 | |||||
DowDuPont, Inc. 3.00 11/15/2022 | 3.00 | % | 11/15/2022 | 2,272 | 2,212 | |||||
Macy's, Inc. 2.875 02/15/2023 | 2.88 | % | 2/15/2023 | 1,515 | 1,419 | |||||
Royal Dutch Shell PLC 2.25 01/06/2023 | 2.25 | % | 1/6/2023 | 1,515 | 1,473 | |||||
Wells Fargo & Co. 3.45 02/13/2023 | 3.45 | % | 2/13/2023 | 1,439 | 1,428 | |||||
Dominion Energy, Inc. 2.75 03/15/2023 | 2.75 | % | 3/15/2023 | 1,477 | 1,452 | |||||
Boston Properties, Inc. 3.125 09/01/2023 | 3.13 | % | 9/1/2023 | 2,196 | 2,145 | |||||
JPMorgan Chase & Co. 3.375 05/01/2023 | 3.38 | % | 5/1/2023 | 2,272 | 2,235 | |||||
RELX PLC 3.125 10/15/2022 | 3.13 | % | 10/15/2022 | 1,288 | 1,273 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Ford Motor Credit Co. LLC 4.375 08/06/2023 | 4.38 | % | 8/6/2023 | 3,560 | 3,434 | |||||
Capital One Financial Corp. 3.50 06/15/2023 | 3.50 | % | 6/15/2023 | 1,439 | 1,415 | |||||
Burlington Northern Santa Fe LLC 3.75 04/01/2024 | 3.75 | % | 4/1/2024 | 1,515 | 1,562 | |||||
Bank of America Corp. 4.20 08/26/2024 | 4.20 | % | 8/26/2024 | 3,332 | 3,353 | |||||
Kinder Morgan, Inc. 4.30 06/01/2025 | 4.30 | % | 6/1/2025 | 3,560 | 3,555 | |||||
Cox Enterprises, Inc. 3.85 02/01/2025 | 3.85 | % | 2/1/2025 | 2,121 | 2,124 | |||||
Allergan PLC 3.80 03/15/2025 | 3.80 | % | 3/15/2025 | 757 | 748 | |||||
AT&T, Inc. 3.40 05/15/2025 | 3.40 | % | 5/15/2025 | 4,090 | 3,862 | |||||
CRH PLC 3.875 05/18/2025 | 3.88 | % | 5/18/2025 | 1,439 | 1,390 | |||||
Burlington Northern Santa Fe LLC 3.442 06/16/2028 | 3.44 | % | 6/16/2028 | 658 | 644 | |||||
Medtronic PLC 3.50 03/15/2025 | 3.50 | % | 3/15/2025 | 1,515 | 1,525 | |||||
HSBC Holdings PLC 4.25 08/18/2025 | 4.25 | % | 8/18/2025 | 2,878 | 2,840 | |||||
BNP Paribas SA 4.375 09/28/2025 | 4.38 | % | 9/28/2025 | 2,878 | 2,830 | |||||
Exelon Corp. 3.15 10/15/2025 | 3.15 | % | 10/15/2025 | 1,431 | 1,408 | |||||
Capital One Financial Corp. 4.20 10/29/2025 | 4.20 | % | 10/29/2025 | 757 | 737 | |||||
Zoetis, Inc. 4.50 11/13/2025 | 4.50 | % | 11/13/2025 | 1,477 | 1,525 | |||||
ConocoPhillips 4.95 03/15/2026 | 4.95 | % | 3/15/2026 | 2,651 | 2,877 | |||||
Bayerische Motoren Werke AG 2.80 04/11/2026 | 2.80 | % | 4/11/2026 | 1,515 | 1,398 | |||||
BNP Paribas SA 4.375 05/12/2026 | 4.38 | % | 5/12/2026 | 947 | 917 | |||||
Lloyds Banking Group PLC 4.582 12/10/2025 | 4.58 | % | 12/10/2025 | 2,272 | 2,158 | |||||
Fannie Mae 4.50 08/01/2040 | 4.50 | % | 8/1/2040 | 4,929 | 5,184 | |||||
Abbott Laboratories 2.90 11/30/2021 | 2.90 | % | 11/30/2021 | 1,439 | 1,428 | |||||
Charter Communications, Inc. 4.908 07/23/2025 | 4.91 | % | 7/23/2025 | 2,045 | 2,076 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Wells Fargo & Co. 2.15 12/06/2019 | 2.15 | % | 12/6/2019 | 1,893 | 1,879 | |||||
Barclays PLC 4.337 01/10/2028 | 4.34 | % | 1/10/2028 | 1,515 | 1,434 | |||||
Fannie Mae 4.00 03/01/2037 | 4.00 | % | 3/1/2037 | 999 | 1,034 | |||||
U.S. Treasury Note/Bond 1.25 03/31/2019 | 1.25 | % | 3/31/2019 | 17,359 | 17,364 | |||||
Fannie Mae 3.50 02/01/2037 | 3.50 | % | 2/1/2037 | 11,226 | 11,376 | |||||
BNP Paribas SA 4.625 03/13/2027 | 4.63 | % | 3/13/2027 | 341 | 336 | |||||
The Sherwin-Williams Co. 3.45 06/01/2027 | 3.45 | % | 6/1/2027 | 1,515 | 1,417 | |||||
Fannie Mae 3.14 07/01/2047 | 3.14 | % | 7/1/2047 | 6,128 | 6,204 | |||||
U.S. Treasury Note/Bond 1.25 05/31/2019 | 1.25 | % | 5/31/2019 | 26,909 | 26,801 | |||||
Freddie Mac Gold 4.50 09/01/2044 | 4.50 | % | 9/1/2044 | 9,670 | 10,063 | |||||
Fannie Mae 3.14 07/01/2047 | 3.14 | % | 7/1/2047 | 5,004 | 5,056 | |||||
Fannie Mae 4.50 01/01/2043 | 4.50 | % | 1/1/2043 | 9,835 | 10,342 | |||||
Freddie Mac 3.196 05/01/2047 | 3.20 | % | 5/1/2047 | 931 | 940 | |||||
Freddie Mac Gold 4.50 07/01/2045 | 4.50 | % | 7/1/2045 | 7,410 | 7,788 | |||||
Fannie Mae 4.50 06/01/2047 | 4.50 | % | 6/1/2047 | 10,486 | 10,911 | |||||
Fannie Mae 3.182 06/01/2047 | 3.18 | % | 6/1/2047 | 4,596 | 4,649 | |||||
Freddie Mac 3.267 07/01/2047 | 3.27 | % | 7/1/2047 | 1,549 | 1,568 | |||||
Exelon Corp. 2.95 08/15/2027 | 2.95 | % | 8/15/2027 | 757 | 737 | |||||
Freddie Mac Gold 4.50 04/01/2047 | 4.50 | % | 4/1/2047 | 8,016 | 8,337 | |||||
Ford Credit Auto Owner Trust 2015-REV2 2.44 01/15/2027 | 2.44 | % | 1/15/2027 | 5,195 | 5,158 | |||||
Fannie Mae 2.97 10/01/2047 | 2.95 | % | 10/1/2047 | 1,370 | 1,378 | |||||
UnitedHealth Group, Inc. 2.95 10/15/2027 | 2.95 | % | 10/15/2027 | 1,515 | 1,441 | |||||
Fannie Mae 3.093 10/01/2047 | 3.09 | % | 10/1/2047 | 1,402 | 1,414 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
American Express Master Trust 2.04 05/15/2023 | 2.04 | % | 5/15/2023 | 1,557 | 1,535 | |||||
Toyota Auto Receivables Owner Trust 1.93 01/18/2022 | 1.93 | % | 1/18/2022 | 5,255 | 5,186 | |||||
Anthem, Inc. 2.95 12/01/2022 | 2.95 | % | 12/1/2022 | 1,515 | 1,481 | |||||
Freddie Mac Gold 4.50 10/01/2047 | 4.50 | % | 10/1/2047 | 2,017 | 2,105 | |||||
Verizon Communications, Inc. 3.376 02/15/2025 | 3.38 | % | 2/15/2025 | 3,319 | 3,262 | |||||
Freddie Mac Gold 4.00 02/01/2046 | 4.00 | % | 2/1/2046 | 6,864 | 7,031 | |||||
Freddie Mac Gold 4.00 11/01/2045 | 4.00 | % | 11/1/2045 | 1,455 | 1,490 | |||||
CVS Health Corp. 4.30 03/25/2028 | 4.30 | % | 3/25/2028 | 2,992 | 2,964 | |||||
SLM Student Loan Trust 2.65988 01/25/2041 | 2.66 | % | 1/25/2041 | 5,148 | 5,021 | |||||
Bank of America Corp. 3.004 12/20/2023 | 3.00 | % | 12/20/2023 | 2,505 | 2,435 | |||||
SLM Student Loan Trust 3.11988 01/25/2040 | 3.12 | % | 1/25/2040 | 5,208 | 5,250 | |||||
Freddie Mac 3.395 06/01/2048 | 3.40 | % | 6/1/2048 | 1,940 | 1,967 | |||||
Bayer AG 4.375 12/15/2028 | 4.38 | % | 12/15/2028 | 2,196 | 2,103 | |||||
Fannie Mae 4.50 07/01/2048 | 4.50 | % | 7/1/2048 | 3,277 | 3,409 | |||||
Honda Auto Receivables Owner Trust 3.16 08/19/2024 | 3.16 | % | 8/19/2024 | 774 | 780 | |||||
Fannie Mae 4.50 06/01/2048 | 4.50 | % | 6/1/2048 | 2,663 | 2,771 | |||||
Fannie Mae 4.50 07/01/2048 | 4.50 | % | 7/1/2048 | 3,170 | 3,298 | |||||
Fannie Mae 4.50 08/01/2048 | 4.50 | % | 8/1/2048 | 1,537 | 1,599 | |||||
Fannie Mae 4.50 06/01/2048 | 4.50 | % | 6/1/2048 | 2,337 | 2,431 | |||||
Comcast Corp. 3.70 04/15/2024 | 3.70 | % | 4/15/2024 | 795 | 807 | |||||
Anheuser-Busch InBev SA/NV 3.65 02/01/2026 | 3.65 | % | 2/1/2026 | 1,477 | 1,418 | |||||
Fannie Mae 4.50 06/01/2048 | 4.50 | % | 6/1/2048 | 1,594 | 1,660 | |||||
U.S. Treasury Note/Bond 2.75 11/30/2020 | 2.75 | % | 11/30/2020 | 22,721 | 22,874 |
Interest | Maturity | Number of | Cost | Current | ||||||
Identity of issue | rate | date | shares/units | value** | value | |||||
Total Reinsurance Group of America Contract No. RGA00084 | $ | 303,038 | ||||||||
Total synthetic GICs (including wrapper contracts) | 1,707,576 | |||||||||
Total investment | $ | 32,795,775 | ||||||||
* | Loans receivables from participants | |||||||||
162 loans carrying an interest rate of 4.25% to 6.25% with maturity dates through 2033 | 1,099,434 | |||||||||
Total | $ | 33,895,209 |
By: /s/ Sara Wechter |
Sara Wechter |
Global Head of Human Resources |
Exhibit Number | Description of Exhibit | |
23.1* | ||