UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington D.C. 20549
FORM 11-K
(Mark One)
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ANNUAL REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934
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For the fiscal year ended December 31,
2018
OR
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¨
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TRANSITION REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934
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Commission file number 001-37702
AMGEN RETIREMENT AND SAVINGS PLAN
(Full title of the plan)
AMGEN INC.
(Name of issuer of the securities held)
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One Amgen Center Drive,
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91320-1799
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Thousand Oaks, California
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(Zip Code)
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(Address of principal executive offices)
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Amgen Retirement and Savings Plan
Audited Financial Statements
and Supplemental Schedules
Years Ended December 31,
2018
and
2017
Contents
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Audited Financial Statements:
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Supplemental Schedules:
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Report of Independent Registered Public Accounting Firm
To the Plan Participants and the Plan Administrator of Amgen Retirement and Savings Plan
Opinion on the Financial Statements
We have audited the accompanying statements of net assets available for benefits of Amgen Retirement and Savings Plan (the Plan) as of December 31,
2018
and
2017
, and the related statements of changes in net assets available for benefits for the years then ended, and the related notes (collectively referred to as the “financial statements”). In our opinion, the financial statements present fairly, in all material respects, the net assets available for benefits of the Plan at December 31,
2018
and
2017
, and the changes in its net assets available for benefits for the years then ended, in conformity with U.S. generally accepted accounting principles.
Basis for Opinion
These financial statements are the responsibility of the Plan’s management. Our responsibility is to express an opinion on the Plan’s financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Plan in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.
We conducted our audits in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud. The Plan is not required to have, nor were we engaged to perform, an audit of its internal control over financial reporting. As part of our audits we are required to obtain an understanding of internal control over financial reporting but not for the purpose of expressing an opinion on the effectiveness of the Plan’s internal control over financial reporting. Accordingly, we express no such opinion.
Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. We believe that our audits provide a reasonable basis for our opinion.
Supplemental Schedules
The accompanying supplemental schedule of assets (held at end of year) and schedule of loans or fixed income obligations in default or classified as uncollectible as of December 31,
2018
, and schedules of assets (acquired and disposed of within year) and delinquent participant contributions for the year then ended, have been subjected to audit procedures performed in conjunction with the audit of the Plan’s financial statements. The information in the supplemental schedules is the responsibility of the Plan’s management. Our audit procedures included determining whether the information reconciles to the financial statements or the underlying accounting and other records, as applicable, and performing procedures to test the completeness and accuracy of the information presented in the supplemental schedules. In forming our opinion on the information, we evaluated whether such information, including its form and content, is presented in conformity with the Department of Labor’s Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974. In our opinion, the information is fairly stated, in all material respects, in relation to the financial statements as a whole.
/s/ ERNST & YOUNG LLP
We have served as the Plan’s auditor since at least 1989, but we are unable to determine the specific year.
Los Angeles, California
June 17, 2019
Amgen Retirement and Savings Plan
Statements of Net Assets Available for Benefits
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December 31,
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2018
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2017
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Assets
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Investments at fair value
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$
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4,459,347,913
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$
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4,728,903,739
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Investments in fully benefit-responsive investment contracts at contract value
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334,140,140
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308,884,844
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Notes receivable from participants
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36,915,432
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36,837,911
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Other – principally due from broker
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12,500,546
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14,748,135
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Total assets
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4,842,904,031
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5,089,374,629
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Liabilities
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Other – principally due to broker
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18,745,633
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25,568,208
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Total liabilities
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18,745,633
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25,568,208
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Net assets available for benefits
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$
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4,824,158,398
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$
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5,063,806,421
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See accompanying notes.
Amgen Retirement and Savings Plan
Statements of Changes in Net Assets Available for Benefits
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Years Ended December 31,
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2018
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2017
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Additions to (deductions from) net assets:
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Employer contributions
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$
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165,377,433
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$
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164,412,833
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Participant contributions
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144,134,715
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140,087,454
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Rollover contributions
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24,796,315
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30,284,469
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Interest and dividend income
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50,318,312
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47,722,759
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Net realized/unrealized (losses) gains
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(266,015,430
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)
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682,360,724
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Interest income on notes receivable from participants
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1,736,057
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1,599,902
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Benefits paid
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(349,720,602
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(272,747,355
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Investment and administrative fees
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(10,274,823
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(9,564,065
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Net (decrease) increase
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(239,648,023
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)
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784,156,721
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Net assets available for benefits at beginning of year
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5,063,806,421
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4,279,649,700
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Net assets available for benefits at end of year
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$
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4,824,158,398
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$
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5,063,806,421
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See accompanying notes.
Amgen Retirement and Savings Plan
Notes to Financial Statements
December 31, 2018
1. Description of the Plan
The following description of the Amgen Retirement and Savings Plan (the Plan) provides only general information. Participants should refer to the Plan document for a more complete description of the Plan’s provisions.
General
The Plan was established effective April 1, 1985, and was amended and restated effective January 1, 2017, and subsequently amended, with the most recent amendment adopted on November 19, 2018. The Plan is a defined contribution plan covering substantially all domestic employees of Amgen Inc. (the Company or Amgen) and participating subsidiaries. The Plan is intended to qualify under sections 401(a) and 401(k) of the Internal Revenue Code of 1986 (the Code) (see Note 4,
Income Tax Status
) and section 407(d)(3)(A) of the Employee Retirement Income Security Act of 1974 (ERISA).
Contributions
Subject to certain limitations (as defined in the Plan), participants may elect to contribute up to 30% of their eligible compensation in pre-tax contributions, Roth contributions (in accordance with the Code), after-tax contributions or a combination of these types of contributions. A participant’s combined pre-tax contributions and Roth contributions (exclusive of catch-up contributions discussed below) are subject to Internal Revenue Service (IRS) and Plan limits and could not exceed a maximum of $18,500 in
2018
and $18,000 in
2017
. Participant after-tax contributions are subject to IRS and Plan limitations and could not exceed a maximum of $9,000 in
2018
and
2017
. Unless an employee has voluntarily enrolled in the Plan or has declined to participate in the Plan within the first 30 days of employment, all newly eligible participants are automatically enrolled in the Plan, and contributions equal to 5% of their eligible compensation are withheld and contributed to the Plan as pre-tax contributions; such contributions are automatically increased by 1% per year until their contributions reach 10% of their eligible compensation. Participants may elect to adjust, cease or resume their contributions at any time.
Participants who are at least age 50 by the close of the Plan year may also elect to make certain additional contributions, referred to as catch-up contributions, that are subject to IRS and Plan limitations and could not exceed $6,000 in
2018
and
2017
. Catch-up contributions may be made as pre-tax contributions, Roth contributions or a combination of these types of contributions. Participants may also contribute pre-tax, Roth and after-tax amounts representing distributions from certain other retirement plans qualified in the United States or certain individual retirement accounts (IRAs), referred to as rollover contributions (as defined in the Plan).
Each pay period, the Company makes a non-elective contribution for all eligible participants, whether or not they have elected to make contributions to the Plan, equal to 5% of each participant’s eligible compensation (Core Contributions) up to a maximum of $13,750 in
2018
and $13,500 in
2017
. In addition, the Company makes a contribution equal to amounts contributed by the participant as pre-tax contributions or Roth contributions, including such contributions designated as catch-up contributions, of up to 5% of eligible compensation (Matching Contributions) up to a maximum of $13,750 in
2018
and $13,500 in
2017
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Also, the Company can, in its discretion, make a special contribution on behalf of a participant who is in his or her initial year of employment with the Company and who could not make the maximum participant contribution permitted under the Plan because in the same Plan year he or she previously made pre-tax salary deferrals under a prior unrelated employer’s qualified plan.
Participants select the investments in which their contributions, including their Core Contributions and Matching Contributions (collectively, Company Contributions), are to be invested, electing among various alternatives, including Amgen common stock (Amgen stock). Participants may direct a maximum of 20% of contributions to be invested in Amgen stock. In addition, participants may transfer amounts among the investment options at any time, subject to certain limitations. Notwithstanding the foregoing, if 20% or more of the value of a participant’s Plan account is invested in Amgen stock, the Plan document provides that no transfers from other investment options can be made to invest in Amgen stock.
The accounts of participants who had never made an investment election are allocated to investments under a qualified default investment alternative, which is intended to be compliant with ERISA regulations. At any time, participants may elect to alter the investments in their accounts made under a qualified default investment alternative.
Amgen Retirement and Savings Plan
Notes to Financial Statements (continued)
Vesting
Participants are immediately vested with respect to their contributions, Company Contributions, and earnings and losses (hereafter referred to as earnings) thereon.
Participant Accounts
Each participant’s account is credited with: (a) the participant’s contributions; (b) an allocation of Company Contributions; and (c) earnings. The benefit to which a participant is entitled is the benefit that can be provided from the participant’s account.
Plan Investments
Participants can invest in any of 16 different asset classes as well as Amgen stock or may actively manage their account under a self-directed brokerage arrangement in which a wider array of investment options are available. The value of an investment in an asset class is determined by its underlying investment vehicles, which may include one or more of the following: mutual funds, collective trust funds and portfolios which are separately managed exclusively for the benefit of Plan participants and their beneficiaries (separately managed portfolios). The separately managed portfolios invest in various types of assets, including publicly traded common and preferred stocks, fixed income securities, collective trust funds and investment contracts. The asset classes are designed to provide participants with choices among a variety of investment objectives.
Payments of Benefits
Subject to Plan limitations, upon termination of employment, including termination due to disability (as defined in the Plan) or retirement, participants may elect to receive a full or partial distribution of their account balance in: (a) a single payment in cash; (b) a single distribution in full shares of Amgen stock (with any fractional shares paid in cash); (c) a single distribution paid in a combination of cash and full shares of Amgen stock; (d) cash installments over 10 years; or (e) a rollover distribution to an eligible retirement plan.
Participants may also elect to maintain their account balance in the Plan subsequent to termination of employment, provided that their account balance is greater than $1,000.
If a participant dies before receiving the value of his or her account balance, the participant’s beneficiary may elect to receive the distribution of remaining funds from among the alternatives described above, subject to certain Plan limitations.
Certain restrictions apply to withdrawals from the Plan while a participant continues to be employed by the Company.
Amgen Stock Dividends
Participants that invest in Amgen stock may elect to receive distributions of cash with respect to dividends the Company pays on Amgen stock or reinvest such dividends to acquire additional shares of Amgen stock.
Notes Receivable from Participants
Subject to certain restrictions, a participant can have up to two loans outstanding at any one time from his or her Plan account with a combined maximum loan amount that may not exceed the lesser of: (a) 50% of the participant’s account balance (exclusive of amounts related to Roth contributions and earnings thereon) or (b) $50,000 less certain adjustments, as applicable (as defined in the Plan). A participant’s loan is secured by his or her Plan account balance. Loans made prior to July 1, 2003, bear interest at fixed rates based on the average borrowing rates of certain major banks. Loans made on or after July 1, 2003, bear interest at fixed rates which, until changed by the Company, are based on the prime rate plus one percentage point as published in The Wall Street Journal, determined as of the last day of the calendar quarter preceding origination or such other rate as may be required by law. Loans are generally payable in installments over periods of up to five years, unless the loan is used to acquire a principal residence for which the term of the loan may be up to 20 years. Principal and interest payments are allocated to the participant’s account.
Plan Termination
Although it has not expressed any intent to do so, the Company has the right under the Plan to terminate the Plan subject to the provisions of ERISA. Upon termination, participants would receive distributions of their account balances.
Amgen Retirement and Savings Plan
Notes to Financial Statements (continued)
Trustees
Bank of America, N.A. and The Northern Trust Company are the Plan’s co-trustees.
2. Summary of Significant Accounting Policies
Basis of Accounting
The accompanying financial statements are prepared on the accrual basis of accounting.
Fair Value Measurement
The investments of the Plan are reported at fair value, except for fully benefit-responsive investment contracts, discussed below. Fair value is generally defined as the price that would be received to sell an asset or paid to transfer a liability (the exit price) in an orderly transaction between market participants at the measurement date (see Note 3,
Fair Value Measurements
).
Investment Income and Losses
Dividend income is recognized on the ex-dividend date, and interest income is recorded on an accrual basis. Unrealized gains and losses on investments are measured by the change in the difference between the fair value and cost of the securities held at the beginning of the year (or date purchased if acquired during the Plan year) and the end of the year. Realized gains and losses from security transactions are recorded based on the weighted-average cost of securities sold.
Fully Benefit-Responsive Investment Contracts
As of December 31,
2018
and
2017
, the Plan had fully benefit-responsive investment contracts, including synthetic investment contracts and an insurance separate accounts contract (collectively, security-backed contracts). The synthetic investment contracts are comprised of wrapper contracts issued by insurance companies backed by the Plan’s ownership in collective trust funds that invest in fixed income securities. The insurance separate accounts contract is a contract issued by an insurance company backed by specified separate accounts of the issuer which are comprised of fixed income securities. Contract value is the relevant measurement attribute for security-backed contracts because this is the amount participants would receive if they were to initiate qualified transactions related to these investments. The issuers of the Plan’s security-backed contracts credit the Plan with stated rates of interest, and the issuers guarantee that all qualified participant withdrawals related to the contracts will be at contract value, except as discussed below. The crediting rates provide for realized and unrealized gains and losses on the underlying assets to be amortized over the expected duration of the underlying investments through adjustments to the future interest crediting rates rather than being reflected immediately in the net assets of the Plan. The contract values of the Plan’s security-backed contracts were as follows:
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December 31,
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2018
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2017
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Synthetic investment contracts
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$
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248,593,590
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$
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229,137,030
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Insurance separate accounts contract
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85,546,550
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79,747,814
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Total fully benefit-responsive investment contracts
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$
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334,140,140
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$
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308,884,844
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The security-backed contracts provide for withdrawals at other than contract value associated with certain events which are not in the ordinary course of Plan operations. These withdrawals are made at contract value, modified by a market value adjustment as defined in the contract. Circumstances which may trigger a market value adjustment are generally defined as any event that, in the reasonable determination of the issuer, has or will have a material adverse effect on the issuer’s interest under the contract. Such events may include, but are not limited to: (i) material amendments to the Plan’s structure or administration; (ii) changes in or the creation of competing investment options; (iii) complete or partial termination of the Plan; (iv) removal of a specifically identifiable group of employees from coverage under the Plan; (v) a change in law, regulation, ruling, administrative position, or accounting standard applicable to the Plan; or (vi) communication to Plan participants designed to influence a participant not to invest in the asset class that contains these contracts. The Company does not believe that the occurrence of any such event, which would limit the Plan’s ability to transact at contract value with participants, is probable.
Amgen Retirement and Savings Plan
Notes to Financial Statements (continued)
These security-backed contracts are evergreen contracts with no maturity dates, but do contain termination provisions. The issuer is obligated to pay the excess contract value when the fair value of the underlying investments equals zero. In addition, if the Plan defaults in its obligations under the security-backed contract and such default is not corrected within the time permitted by the contract, then the contract may be terminated by the issuer and the Plan will receive the fair value of the underlying investments as of the date of termination.
Notes Receivable from Participants
Notes receivable from participants are carried at their unpaid balance plus accrued but unpaid interest, as applicable.
Due from/to Brokers
Purchases and sales of investments are recorded on a trade-date basis. Amounts due from and due to brokers arise from unsettled sale and purchase transactions.
Use of Estimates
The preparation of financial statements in conformity with U.S. generally accepted accounting principles (GAAP) requires management to make estimates and assumptions that affect the amounts reported in the financial statements and accompanying notes. Actual results could differ from those estimates.
Recently issued accounting pronouncement
In July 2018, the Financial Accounting Standards Board issued a new accounting standard that amends the fair value hierarchy disclosure to indicate that certain types of investments should not always be considered to be eligible to use the net asset value per unit as a practical expedient. Furthermore, this standard clarifies that an evaluation should be made of whether a readily determinable fair value exists for such investments or whether the investments qualify for measurement at the practical expedient. The Company is evaluating the new standard and currently anticipates that it will result in discontinuing the use of the practical expedient for determining the fair values of the Plan’s investments in collective trust funds. Accordingly, the aggregate fair value of such investments would be moved from its current location as reconciling item of the fair value hierarchy table into this table with an assigned fair value measurement level. The new standard is effective for years beginning on January 1, 2019, and will be applied prospectively.
3. Fair Value Measurements
The Plan uses various valuation approaches in determining the fair value of investments within a hierarchy that maximizes the use of observable inputs and minimizes the use of unobservable inputs by requiring that observable inputs be used when available. Observable inputs are inputs that market participants would use in pricing the investment based on market data obtained from independent sources. Unobservable inputs are inputs that reflect assumptions about the inputs that market participants would use in pricing the investment and are developed based on the best information available in the circumstances. The fair value hierarchy is divided into three levels based on the source of inputs as follows:
Level 1–Valuations based on unadjusted quoted prices in active markets for identical investments that the Plan has the ability to access;
Level 2–Valuations for which all significant inputs are observable, either directly or indirectly, other than Level 1 inputs;
Level 3–Valuations based on inputs that are unobservable and significant to the overall fair value measurement.
The availability of observable inputs can vary among the various types of investments. To the extent that the valuation is based on models or inputs that are less observable or unobservable in the market, the determination of fair value requires more judgment. In certain cases, the inputs used for measuring fair value may fall into different levels of the fair value hierarchy. In such cases, for financial statement disclosure purposes, the level in the fair value hierarchy within which the fair value measurement is categorized is based on the lowest level of input used that is significant to the overall fair value measurement.
Amgen Retirement and Savings Plan
Notes to Financial Statements (continued)
The following fair value hierarchy tables present information about each major class/category of the Plan’s investments measured at fair value:
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Fair value measurements at December 31, 2018, using
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Quoted prices in active markets for identical assets
(Level 1)
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Significant
other observable
inputs
(Level 2)
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Significant
unobservable
inputs
(Level 3)
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Total
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Amgen stock
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$
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317,909,793
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$
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—
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$
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—
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$
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317,909,793
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Cash and cash equivalents
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879,088
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—
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—
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879,088
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Common and preferred stocks
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962,219,687
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|
—
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—
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962,219,687
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Debt securities
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63,161,625
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217,690,277
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—
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280,851,902
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Mutual funds
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308,833,562
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—
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—
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308,833,562
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Self-directed brokerage accounts
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343,418,757
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695,127
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—
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344,113,884
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Other
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7,892
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4,848
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—
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12,740
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$
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1,996,430,404
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$
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218,390,252
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$
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—
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$
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2,214,820,656
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Collective trust funds measured at net asset value
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2,244,527,257
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Total assets at fair value
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$
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4,459,347,913
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|
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Fair value measurements at December 31, 2017, using
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Quoted prices in active markets for identical assets
(Level 1)
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Significant
other observable
inputs
(Level 2)
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Significant
unobservable
inputs
(Level 3)
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Total
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Amgen stock
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$
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297,544,696
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$
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—
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$
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—
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$
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297,544,696
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Cash and cash equivalents
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3,882,809
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|
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—
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—
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|
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3,882,809
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Common and preferred stocks
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1,028,062,405
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|
731
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|
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—
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|
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1,028,063,136
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Debt securities
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56,120,535
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|
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182,673,422
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|
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—
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238,793,957
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Mutual funds
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386,674,940
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|
—
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—
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386,674,940
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Self-directed brokerage accounts
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369,058,245
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|
|
697,038
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|
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—
|
|
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369,755,283
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Other
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77,000
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|
|
—
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|
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—
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|
|
77,000
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|
|
|
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$
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2,141,420,630
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|
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$
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183,371,191
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|
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$
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—
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$
|
2,324,791,821
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Collective trust funds measured at net asset value
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2,404,111,918
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Total assets at fair value
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$
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4,728,903,739
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The fair values of common stocks (including Amgen stock), preferred stocks, publicly traded mutual funds and U.S. treasury securities are valued using quoted market prices in active markets with no valuation adjustment.
Debt securities other than U.S. treasury securities are valued by taking into consideration valuations obtained from third-party pricing services. The pricing services use industry-standard valuation models, including both income- and market-based approaches, for which all significant inputs are observable either directly or indirectly to estimate fair value. The inputs include reported trades of and broker-dealer quotes on the same or similar securities; issuer credit spreads; benchmark securities; and other observable inputs.
Collective trust funds represent interests in pooled investment vehicles designed typically for collective investment of employee benefit trusts. The fair values of these investments are determined by reference to the net asset value per unit provided by the fund managers as a practical expedient. The unit values are based on the fair values of the trusts’ underlying assets, which are principally equity and fixed income securities and short-term investments.
Amgen Retirement and Savings Plan
Notes to Financial Statements (continued)
4. Income Tax Status
The Plan received a determination letter from the IRS dated February 22, 2018, stating that, conditioned on the adoption of proposed Plan amendments submitted to the IRS on February 15, 2018, the Plan is qualified, in form, under Section 401(a) of the Code and, therefore, the related trust is exempt from taxation. Subsequent to this determination by the IRS, the Plan was amended to satisfy the conditions in the determination letter. Once qualified, the Plan is required to operate in conformity with the Code to maintain its qualification. The Company believes the Plan is currently being operated in compliance with the applicable requirements of the Code and, therefore, believes that the Plan is qualified and the related trust is tax exempt. The Company has indicated that it currently intends to continue to take the necessary steps to maintain the Plan’s compliance with the applicable requirements of the Code.
5. Services Provided by the Company
During
2018
and
2017
, the Company paid certain trustee fees and other administrative costs on behalf of the Plan.
6. Reconciliation of Financial Statements to Form 5500
The reconciliation of net assets available for benefits per the financial statements to the Form 5500 consisted of the following:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
December 31,
|
|
|
|
2018
|
|
2017
|
|
Net assets available for benefits per the financial statements
|
|
$
|
4,824,158,398
|
|
|
$
|
5,063,806,421
|
|
|
Adjustment to fair value for fully benefit-responsive investment contracts
|
|
(3,969,613
|
)
|
|
(750,062
|
)
|
|
Amounts allocated to withdrawing participants
|
|
(878,929
|
)
|
|
(3,892,137
|
)
|
|
Deemed loans
|
|
(347,317
|
)
|
|
(224,309
|
)
|
|
Net assets per the Form 5500
|
|
$
|
4,818,962,539
|
|
|
$
|
5,058,939,913
|
|
The following is a reconciliation of the net investment gain per the financial statements to the Form 5500:
|
|
|
|
|
|
|
|
|
|
|
Year Ended
December 31,
2018
|
|
Interest and dividend income
|
|
$
|
50,318,312
|
|
|
Net realized/unrealized losses
|
|
(266,015,430
|
)
|
|
Net investment loss per the financial statements
|
|
(215,697,118
|
)
|
|
Adjustment from fair value to contract value for fully benefit-responsive investment contracts:
|
|
|
|
Less prior-year adjustment
|
|
750,062
|
|
|
Add current-year adjustment
|
|
(3,969,613
|
)
|
|
Total net investment gain per the Form 5500
|
|
$
|
(218,916,669
|
)
|
Amgen Retirement and Savings Plan
Notes to Financial Statements (continued)
The following is a reconciliation of distributions per the financial statements to the Form 5500:
|
|
|
|
|
|
|
|
|
|
|
Year Ended
December 31,
2018
|
|
Benefits paid
|
|
$
|
(349,720,602
|
)
|
|
Investment and administrative fees
|
|
(10,274,823
|
)
|
|
Total distributions per the financial statements
|
|
(359,995,425
|
)
|
|
Amounts allocated to withdrawing participants at December 31, 2017
|
|
3,892,137
|
|
|
Amounts allocated to withdrawing participants at December 31, 2018
|
|
(878,929
|
)
|
|
Deemed loan balance at December 31, 2017
|
|
224,309
|
|
|
Deemed loan balance at December 31, 2018
|
|
(347,317
|
)
|
|
Total distributions per the Form 5500
|
|
$
|
(357,105,225
|
)
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
Supplemental Schedule
Amgen Retirement and Savings Plan
EIN: 95-3540776 Plan: #001
As of December 31,
2018
Schedule H, line 4i – Schedule of Assets (Held at End of Year)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
Amgen Stock*
|
|
Employer Securities 1,782,285 shares
|
|
$
|
317,909,793
|
|
|
|
|
|
|
317,909,793
|
|
|
|
|
|
|
|
|
|
|
Capital Preservation Asset Class:
|
|
|
|
|
|
|
|
Wells Fargo Fixed Income Fund F*
|
|
Collective Trust Fund 8,719,899 units
|
|
124,878,549
|
|
|
|
|
Wells Fargo Fixed Income Fund L*
|
|
Collective Trust Fund 9,404,499 units
|
|
120,860,040
|
|
|
|
|
Metropolitan Life Contract*
|
|
Insurance Separate Accounts Investment Contract 754,537 units
|
|
84,431,938
|
|
|
|
|
Wells Fargo BlackRock Short Term Investment Fund S*
|
|
Collective Trust Fund 14,455,486 units
|
|
14,468,383
|
|
|
|
|
Wrapper Contracts
|
|
|
|
—
|
|
|
|
Total Capital Preservation Asset Class
|
|
|
344,638,910
|
|
|
|
|
|
|
|
|
|
|
Emerging Markets Equity Asset Class:
|
|
|
|
|
|
|
|
Blackrock FTSE RAFI Emerging Index Non Lendable Fund F*
|
|
Collective Trust Fund 4,183,303 units
|
|
50,609,602
|
|
|
|
|
J.P. Morgan Emerging Markets Equity Focus Fund*
|
|
Collective Trust Fund 2,344,014 units
|
|
49,529,020
|
|
|
|
|
NT Collective Emerging Markets Fund / Non Lending*
|
|
Collective Trust Fund 57,682 units
|
|
9,504,917
|
|
|
|
|
TCW Emerging Markets Income Fund*
|
|
Collective Trust Fund 14,188 units
|
|
1,427,621
|
|
|
|
Total Emerging Markets Equity Asset Class
|
|
|
|
|
111,071,160
|
|
|
|
|
|
|
|
|
|
|
Fixed Income Asset Class:
|
|
|
|
|
|
|
|
Wi Treasury Security 3.375% Due 11/15/2048
|
|
Government Bond 7,550,000 units
|
|
8,073,781
|
|
|
|
|
United States Treasury Notes 2.875% Due 10/31/2023
|
|
Government Bond 6,840,000 units
|
|
6,953,824
|
|
|
|
|
United States Of American Treasury Bond 3.125% 11/15/2028
|
|
Government Bond 4,440,000 units
|
|
4,605,461
|
|
|
|
|
United States Treasury Notes Dated 05/15/2018 2.625% Due 05/15/2021
|
|
Government Bond 2,696,000 units
|
|
2,704,635
|
|
|
|
|
Metropolitan West Funds Floating Rate Income Fund Class I
|
|
Mutual Fund 254,487 units
|
|
2,465,980
|
|
|
|
|
US Treasury N/B Dated 2.875% Due 09/30/2023
|
|
Government Bond 2,280,000 units
|
|
2,317,050
|
|
|
|
|
Federal Home Loan Mortgage Corporation Pool #G08732 3% Due 11/01/2046
|
|
Government Bond 2,284,174 units
|
|
2,228,241
|
|
|
|
|
Fannie Mae Pool #466430 3.37% Due 11/01/2020
|
|
Government Bond 2,116,706 units
|
|
2,178,329
|
|
|
|
|
United States Treasury SEC Stripped Interest Payment Due 05/15/2023
|
|
Government Bond 2,340,000 units
|
|
2,093,755
|
|
|
|
|
United States Treasury SEC Stripped Interest Payment Due 05/15/2034
|
|
Government Bond 3,220,000 units
|
|
2,058,317
|
|
|
|
|
Fannie Mae Pool #BM1767 4.5% Due 08/01/2046
|
|
Government Bond 1,795,449 units
|
|
1,869,415
|
|
|
|
|
United States Treasury Notes 2.625% Due 12/31/2023
|
|
Government Bond 1,800,000 units
|
|
1,809,421
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
United States Treasury SEC Stripped Interest Payment Due 02/15/2021
|
|
Government Bond 1,905,000 units
|
|
1,807,018
|
|
|
|
|
United States Treasury Bond Zero Coupon Due 08/15/2023
|
|
Government Bond 1,915,000 units
|
|
1,703,059
|
|
|
|
|
United States Treasury SEC Stripped Interest Payment Due 11/15/2032
|
|
Government Bond 2,400,000 units
|
|
1,607,614
|
|
|
|
|
Federal Home Loan Mortgage Company G67708 3.5% Due 03/01/2048
|
|
Government Bond 1,443,510 units
|
|
1,445,953
|
|
|
|
|
United States Treasury Bonds 3.75 Due 11/15/2043
|
|
Government Bond 1,250,000 units
|
|
1,411,768
|
|
|
|
|
United States Treasury SEC Stripped Interest Payment Due 08/15/2021
|
|
Government Bond 1,505,000 units
|
|
1,409,762
|
|
|
|
|
Federal Home Loan Mortgage Company Gold Pool# G67710 3.5% 03/01/2048
|
|
Government Bond 1,398,018 units
|
|
1,399,077
|
|
|
|
|
United States Treasury SEC Stripped Interest Payment Due 02/15/2029
|
|
Government Bond 1,820,000 units
|
|
1,368,735
|
|
|
|
|
Federal Home Loan Mortgage Company Gold Single Family 3.5% 15 Years Settles January
|
|
Government Bond 1,350,000 units
|
|
1,367,060
|
|
|
|
|
United States Treasury SEC Stripped Interest Payment Due 11/15/2022
|
|
Government Bond 1,500,000 units
|
|
1,359,911
|
|
|
|
|
Federal Home Loan Mortgage Company Gold G67709 3.5% Due 03/01/2048
|
|
Government Bond 1,340,606 units
|
|
1,344,329
|
|
|
|
|
United States Treasury Bonds 3.625 Due 02/15/2044 Tbond
|
|
Government Bond 1,200,000 units
|
|
1,329,281
|
|
|
|
|
Federal Home Loan Mortgage Company Gold G67707 3.5% Due 01/01/2048
|
|
Government Bond 1,311,696 units
|
|
1,317,779
|
|
|
|
|
United States Treasury Bonds 3.625 Due 08/15/2043
|
|
Government Bond 1,150,000 units
|
|
1,272,951
|
|
|
|
|
Federal Home Loan Mortgage Company G67706 3.5% Due 12/01/2047
|
|
Government Bond 1,256,680 units
|
|
1,260,169
|
|
|
|
|
United States Treasury Notes 2.25% 01/31/2024
|
|
Government Bond 1,250,000 units
|
|
1,233,740
|
|
|
|
|
United States Treasury Bonds 2.875% Due 05/15/2043
|
|
Government Bond 1,240,000 units
|
|
1,210,502
|
|
|
|
|
Federal National Mortgage Association Pool #MA3332 3.5% 04/01/2048
|
|
Government Bond 1,176,395 units
|
|
1,176,491
|
|
|
|
|
Government National Mortgage Association II Pool #MA4512 4.5% Due 06/20/2047
|
|
Government Bond 1,123,181 units
|
|
1,162,970
|
|
|
|
|
United States Treasury Inflation Indexed Notes 0.75% 07/15/2028
|
|
Government Bond 1,080,000 units
|
|
1,064,841
|
|
|
|
|
Fannie Mae REMIC Trust 2010/142 4% Due 12/25/2040
|
|
Government Bond 1,000,000 units
|
|
1,049,854
|
|
|
|
|
Federal Home Loan Mortgage Company Multiclass Series R007 Class ZA 6 05/15/2036
|
|
Government Bond 906,774 units
|
|
1,009,665
|
|
|
|
|
United States Treasury Note 2.625% Due 11/15/2020
|
|
Government Bond 1,000,000 units
|
|
1,001,836
|
|
|
|
|
Wells Fargo Bank N A 2.4% Due 01/15/2020*
|
|
Corporate Bond 1,000,000 units
|
|
991,494
|
|
|
|
|
Federal Home Loan Mortgage Company Gold Single Family 4.5 30 Years Settles Jan
|
|
Government Bond 950,000 units
|
|
983,337
|
|
|
|
|
United States Treasury Bond Inflation Index 5.500% Due 8/15/2028
|
|
Government Bond 750,000 units
|
|
926,543
|
|
|
|
|
Federal National Mortgage Association Due Series 2018/M10 Class A2 Variable Rate 07/25/2028
|
|
Government Bond 924,000 units
|
|
919,912
|
|
|
|
|
Federal Home Loan Mortgage Corporation Pool #G08741 3% Due 01/01/2047
|
|
Government Bond 941,665 units
|
|
918,078
|
|
|
|
|
Fannie Mae Pool #465769 3.96% Due 08/01/2020
|
|
Government Bond 902,292 units
|
|
916,760
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
Treasury Inflation IX N/B 1% Tips 02/15/2048
|
|
Government Bond 910,000 units
|
|
884,251
|
|
|
|
|
United States Treasury Bond Stripped Principal Payment 11/15/2041
|
|
Government Bond 1,750,000 units
|
|
879,561
|
|
|
|
|
United States Treasury Bills 04/04/2019 United States Treasury Bills
|
|
Government Bond 868,000 units
|
|
862,618
|
|
|
|
|
Federal Home Loan Mortgage Corporation Pool #G60344 4% Due 12/01/2045
|
|
Government Bond 832,900 units
|
|
855,223
|
|
|
|
|
United States Treasury SEC Stripped Interest Payment Due 02/15/2020
|
|
Government Bond 870,000 units
|
|
845,327
|
|
|
|
|
Federal Home Loan Mortgage Corporation Gold G60023 3.5% Due 04/01/2045
|
|
Government Bond 831,660 units
|
|
837,573
|
|
|
|
|
Government National Mortgage Association REMIC Series 2014/188 Class W Variable Rate 10/20/2041
|
|
Government Bond 795,654 units
|
|
836,956
|
|
|
|
|
Federal Home Loan Mortgage Corporation Series K Class A 2.77% Due 05/25/2025
|
|
Government Bond 850,000 units
|
|
834,638
|
|
|
|
|
Federal National Mortgage Association Pool #AN9699 3.53% Due 08/01/2028
|
|
Government Bond 800,000 units
|
|
809,950
|
|
|
|
|
Government National Mortgage Association II Pool #MA4126 Series 2046 3% Due 12/20/2046
|
|
Government Bond 810,848 units
|
|
799,178
|
|
|
|
|
United States Of American Treasury Notes 2.75% 09/30/2020
|
|
Government Bond 795,000 units
|
|
797,981
|
|
|
|
|
CPS Auto Receivables Trust 2018/C Asset Backed Note Class C 3.68% 06/17/2024
|
|
Corporate Bond 793,000 units
|
|
797,561
|
|
|
|
|
Federal Home Loan Mortgage Company Multiclass Senior K081 Class A2 Variable Rate 08/25/2028
|
|
Government Bond 760,000 units
|
|
792,089
|
|
|
|
|
Government National Mortgage Association Pool #BI0728 5% 07/20/2048
|
|
Government Bond 745,381 units
|
|
790,363
|
|
|
|
|
United States Treasury SEC Stripped Interest Payment Due 05/15/2022
|
|
Government Bond 860,000 units
|
|
789,746
|
|
|
|
|
Federal National Mortgage Association Pool #387905 3.6% 01/01/2027
|
|
Government Bond 761,779 units
|
|
780,949
|
|
|
|
|
Wachovia Student Loan Floating Rate .7886% Due 04/25/2040*
|
|
Corporate Bond 780,000 units
|
|
767,042
|
|
|
|
|
Sallie Mae Student Loan Trust 2008-8 Student Loan Backed Note Class A-4 Floating 04/25/2023
|
|
Corporate Bond 750,677 units
|
|
763,849
|
|
|
|
|
United States Treasury Bonds 4.375% Due 05/15/2040
|
|
Government Bond 620,000 units
|
|
761,098
|
|
|
|
|
Federal National Mortgage Association REMIC Trust 2006/21 Class/Z 5.5% Due 04/25/2036
|
|
Government Bond 693,636 units
|
|
758,341
|
|
|
|
|
SLC Student Loan Trust Floating Rate .672% Due 09/15/2039
|
|
Corporate Bond 770,000 units
|
|
749,295
|
|
|
|
|
United States Treasury SEC Stripped Interest Payment Due 11/15/2027
|
|
Government Bond 950,000 units
|
|
744,530
|
|
|
|
|
Fannie Mae Single Family Mortgage 4% 30 Years Settles January
|
|
Government Bond 730,000 units
|
|
744,144
|
|
|
|
|
Residential Asset Securities Corporation 2005/Ahl2 Class M1 Variable Rate 10/25/2035
|
|
Corporate Bond 750,000 units
|
|
743,756
|
|
|
|
|
Federal Home Loan Mortgage Corporation Gold G67703 3.5% Due 04/01/2047
|
|
Government Bond 740,156 units
|
|
742,668
|
|
|
|
|
Federal Home Loan Mortgage Corporation Pool #G08843 4.5% 10/01/2048
|
|
Government Bond 713,166 units
|
|
738,518
|
|
|
|
|
Federal National Mortgage Association Pool #BL0515 3.26% Due 12/01/2025
|
|
Government Bond 730,000 units
|
|
736,826
|
|
|
|
|
Federal National Mortgage Association Guaranteed Mortgage Pool #Al0515 6% 07/01/2040
|
|
Government Bond 660,438 units
|
|
731,093
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
Japan(Government Of) 0% T-Bill 25/02/2019 JPY
|
|
Government Bond 80,000,000 units
|
|
729,331
|
|
|
|
|
Japan(Government Of) 0% T-Bill 28/01/2019 JPY
|
|
Government Bond 80,000,000 units
|
|
729,239
|
|
|
|
|
Japan(Government Of) 0% T-Bill 09/01/2019 JPY
|
|
Government Bond 80,000,000 units
|
|
729,174
|
|
|
|
|
United States Treasury Bond Zero Coupon Due 02/15/2030
|
|
Government Bond 1,000,000 units
|
|
728,480
|
|
|
|
|
Government National Mortgage Association REMIC 2018/066 Class WA Floating 04/20/2048
|
|
Government Bond 664,313 units
|
|
728,290
|
|
|
|
|
Federal National Mortgage Association Pool #387904 3.84% 08/01/2028
|
|
Government Bond 700,000 units
|
|
725,955
|
|
|
|
|
Fannie Mae Service 2018/55 Classes PA 3.5% Due 12/31/2040
|
|
Government Bond 703,927 units
|
|
714,110
|
|
|
|
|
United States Treasury 1.375% Due 09/30/2023
|
|
Government Bond 750,000 units
|
|
712,061
|
|
|
|
|
Government National Mortgage Association Pool #MA4836 3% 11/20/2047
|
|
Government Bond 721,895 units
|
|
711,100
|
|
|
|
|
Federal Home Loan Mortgage Corporation Pool #G08800 3.5% 02/01/2048
|
|
Government Bond 705,805 units
|
|
705,591
|
|
|
|
|
Federal Home Loan Mortgage Corporation Pool #G08779 3.5% 09/01/2047
|
|
Government Bond 699,394 units
|
|
699,548
|
|
|
|
|
Federal National Mortgage Association Tranche Series 2018/57 Class QA 4.5% Due 05/25/2046
|
|
Government Bond 688,612 units
|
|
698,114
|
|
|
|
|
SLM Student Loan Trust 2005/5 Class A/5 Due 10/25/2040
|
|
Corporate Bond 700,000 units
|
|
694,271
|
|
|
|
|
United States Treasury SEC Stripped Interest Payment Due 05/15/2021
|
|
Government Bond 730,000 units
|
|
687,889
|
|
|
|
|
United States Treasury SEC Stripped Interest Payment Due 11/15/2026
|
|
Government Bond 850,000 units
|
|
687,440
|
|
|
|
|
JP Morgan Mortgage Acquisition Corporation Dated 05/15/2007 2007/Ch3 Class A/5 Due 03/25/2037*
|
|
Corporate Bond 700,000 units
|
|
684,968
|
|
|
|
|
Federal National Mortgage Association Pool #BK5943 5% 06/01/2048
|
|
Government Bond 639,973 units
|
|
677,892
|
|
|
|
|
Towd Point Mortgage Trust 2017/4 Note Class A1 Variable Rate Due 06/25/2057
|
|
Corporate Bond 695,947 units
|
|
677,145
|
|
|
|
|
Government National Mortgage Association Pool #BH2971 5% 06/20/2048
|
|
Government Bond 629,742 units
|
|
667,649
|
|
|
|
|
New Century Home Equity Loan Trust Series 2004/2 Class A1 Floating Rate Due 08/25/2034
|
|
Corporate Bond 671,615 units
|
|
662,727
|
|
|
|
|
Fannie Mae Pool #MA2545 3.5% Due 02/01/2046
|
|
Government Bond 658,348 units
|
|
660,020
|
|
|
|
|
United States Treasury SEC Stripped Interest Payment Due 02/15/2027
|
|
Government Bond 820,000 units
|
|
658,276
|
|
|
|
|
Morgan Stanley Floating Due 02/14/2020
|
|
Corporate Bond 650,000 units
|
|
650,017
|
|
|
|
|
GS Mortgage Securities Corporation Floating Rate 2.9155% Due 06/25/2035
|
|
Corporate Bond 650,000 units
|
|
647,924
|
|
|
|
|
GS Mortgage Backed Securities Trust Series 18/RPL1 Class A1A 3.75% 10/25/2057
|
|
Corporate Bond 643,507 units
|
|
645,827
|
|
|
|
|
Ginnie Mae II Jumbos 5% Due 30 Years Settles January
|
|
Government Bond 620,000 units
|
|
645,260
|
|
|
|
|
DSLA Mortgage Loan Trust 2004/AR1 Mortgage Pass-Through CTF Class A/1A Due 09/19/2044
|
|
Corporate Bond 647,959 units
|
|
638,024
|
|
|
|
|
United States Treasury Bonds Dated 02/15/2001 5.375 15 Feb 2031
|
|
Government Bond 500,000 units
|
|
635,235
|
|
|
|
|
United States Treasury SEC Stripped Interest Payment Due 08/15/2020
|
|
Government Bond 650,000 units
|
|
623,764
|
|
|
|
|
WaMu Mortgage Pass/Thru CTFs 2004/AR4 Class A/6 Variable 02/25/2034
|
|
Corporate Bond 599,330 units
|
|
610,593
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
Nextera Energy Capital Holdings Inc. Deb Floating Due 05/04/2021
|
|
Corporate Bond 615,000 units
|
|
609,016
|
|
|
|
|
Wells Fargo & Company 3% Due 04/22/2026*
|
|
Corporate Bond 645,000 units
|
|
601,036
|
|
|
|
|
SLM Student Loan Trust 2014/2 Class A/3 Floating Rate Due 03/26/2029
|
|
Corporate Bond 597,253 units
|
|
599,526
|
|
|
|
|
Government National Mortgage Association Pool #MA4962 3.5% 01/20/2048
|
|
Government Bond 595,359 units
|
|
599,313
|
|
|
|
|
JP Morgan Chase Bank 2.604% Due 02/01/2021*
|
|
Corporate Bond 600,000 units
|
|
595,235
|
|
|
|
|
Sallie Mae Student Loan Trust Flat Rate A-Backed 09/25/2028
|
|
Corporate Bond 585,019 units
|
|
585,950
|
|
|
|
|
Federal National Mortgage Association Pool #MA3210 3.5% 12/01/2047
|
|
Government Bond 585,264 units
|
|
585,306
|
|
|
|
|
Federal Home Loan Mortgage Corporation Pool #G08816 3.5% 06/01/2048
|
|
Government Bond 568,727 units
|
|
568,589
|
|
|
|
|
United States Treasury SEC Stripped Interest Payment Due 08/15/2034
|
|
Government Bond 875,000 units
|
|
555,429
|
|
|
|
|
Federal Home Loan Mortgage Corporation Multiclass Series 4324 Class AY 3% Due 04/15/2029
|
|
Government Bond 568,738 units
|
|
551,842
|
|
|
|
|
Anthem Inc. 2.5% Due 11/21/2020
|
|
Corporate Bond 555,000 units
|
|
547,377
|
|
|
|
|
J.P. Morgan Mortgage Floating Rate .9058% Due 06/25/2035*
|
|
Corporate Bond 540,569 units
|
|
540,043
|
|
|
|
|
United States Treasury Bonds 3.0% Due 08/15/2048
|
|
Government Bond 540,000 units
|
|
537,447
|
|
|
|
|
Morgan Stanley Floating Due 07/22/2022
|
|
Corporate Bond 540,000 units
|
|
532,421
|
|
|
|
|
Washington Mutual Mortgage Pass-Through Series 2005/AR2 Class 1A1A Floating Rate Due 01/25/2045
|
|
Corporate Bond 527,073 units
|
|
525,875
|
|
|
|
|
Towd Point Mortgage Trust Series 2017/1 Class A1 Floating Rate Due 10/25/2056
|
|
Corporate Bond 531,893 units
|
|
520,300
|
|
|
|
|
Federal National Mortgage Association Pool #AN9976 3.96% Due 02/01/2030
|
|
Government Bond 500,000 units
|
|
519,703
|
|
|
|
|
Federal National Mortgage Association Pool #BK5925 5% 06/01/2048
|
|
Government Bond 491,783 units
|
|
515,775
|
|
|
|
|
Sallie Mae Student Loan Trust 2008-6 Student Loan Backed Note Class A-4 Floating 07/25/2023
|
|
Corporate Bond 509,156 units
|
|
512,917
|
|
|
|
|
Fannie Mae Pool #AV5051 4.50% Due 02/01/2044
|
|
Government Bond 486,904 units
|
|
508,662
|
|
|
|
|
United States Treasury Bills 0% T-Bill 04/18/2019
|
|
Government Bond 512,000 units
|
|
508,391
|
|
|
|
|
Federal National Mortgage Association Pool #AN9686 3.52% Due 06/01/2028
|
|
Government Bond 500,000 units
|
|
505,808
|
|
|
|
|
Synchrony Card Issuance Trust Series 18/1A Class A1 3.38% 09/16/2024
|
|
Corporate Bond 500,000 units
|
|
504,543
|
|
|
|
|
Fannie Mae Pool #AM2711 2.57% Due 03/01/2023
|
|
Government Bond 507,633 units
|
|
504,443
|
|
|
|
|
Federal Home Loan Mortgage Corporation Multiclass Series 3895 Class PW 4.5% Due 07/15/2041
|
|
Government Bond 450,000 units
|
|
503,096
|
|
|
|
|
Fannie Mae Pool #AM1990 2.33% Due 01/01/2023
|
|
Government Bond 508,271 units
|
|
500,704
|
|
|
|
|
United States Treasury 3.0% Due 11/15/2045
|
|
Government Bond 500,000 units
|
|
498,965
|
|
|
|
|
Fannie Mae Pool #AM8674 2.81% Due 04/01/2025
|
|
Government Bond 500,000 units
|
|
495,688
|
|
|
|
|
Federal National Mortgage Association Pool #AN9056 3.33% 05/01/2028
|
|
Government Bond 495,645 units
|
|
495,550
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
Fannie Mae Pool #MA1546 3.5% Due 08/01/2043
|
|
Government Bond 491,329 units
|
|
494,243
|
|
|
|
|
United States Treasury 2.25% Due 02/15/2027
|
|
Government Bond 508,000 units
|
|
493,276
|
|
|
|
|
Federal Home Loan Mortgage Corporation Pool #G08844 5%10/01/2048
|
|
Government Bond 470,302 units
|
|
492,940
|
|
|
|
|
WEA Financial LLC / Westfield UK & Europe Finance PLC 2.7% Due 09/17/2019
|
|
Corporate Bond 494,000 units
|
|
491,813
|
|
|
|
|
Bank of America Corporation 2.369% Due 07/21/2021*
|
|
Corporate Bond 500,000 units
|
|
491,053
|
|
|
|
|
Federal Home Loan Mortgage Company Pool #G08795 3 01/01/2048
|
|
Government Bond 503,688 units
|
|
491,037
|
|
|
|
|
GE Capital International Funding Company 4.418% Due 11/15/2035
|
|
Corporate Bond 581,000 units
|
|
486,626
|
|
|
|
|
Federal National Mortgage Association Pool #MA3305 3.5% 03/01/2048
|
|
Government Bond 484,926 units
|
|
484,961
|
|
|
|
|
Fannie Mae Pool #AT5907 4% Due 06/01/2043
|
|
Government Bond 468,164 units
|
|
483,732
|
|
|
|
|
J.P. Morgan Chase & Company 3.22% Due 03/01/2025*
|
|
Corporate Bond 500,000 units
|
|
482,991
|
|
|
|
|
Nelnet Student Loan Trust Series 2015/3 Class A/2 Floating Rate Due 02/26/2046
|
|
Corporate Bond 483,496 units
|
|
481,755
|
|
|
|
|
Banc of America Funding Corporation Series 2015/R7 Class 1A 1.03833%*
|
|
Corporate Bond 474,158 units
|
|
476,393
|
|
|
|
|
Citibank N A 3.05% Due 05/01/2020
|
|
Corporate Bond 475,000 units
|
|
474,397
|
|
|
|
|
JP Morgan Chase Bank NA Global Senior Bank Note Prtranche # Trust 372 02/13/2020*
|
|
Corporate Bond 475,000 units
|
|
474,371
|
|
|
|
|
SLM Student Loan Trust 2009/3 Class A Variable Rate Due 01/25/2045
|
|
Corporate Bond 475,159 units
|
|
472,380
|
|
|
|
|
Federal Home Loan Mortgage Corporation Pool #G08831 4%08/01/2048
|
|
Government Bond 459,484 units
|
|
468,541
|
|
|
|
|
CSAIL 2015/C3 3.7182% Due 08/15/2048
|
|
Corporate Bond 463,000 units
|
|
467,498
|
|
|
|
|
Fannie Mae Pool #AT5915 4% Due 06/01/2043
|
|
Government Bond 450,312 units
|
|
461,958
|
|
|
|
|
Sallie Mae Student Loan Trust 2008-3 Student Loan Backed Notes Floating Rate 10/25/2021
|
|
Corporate Bond 459,224 units
|
|
459,906
|
|
|
|
|
Fannie Mae REMIC Series 2015/M4 Class AV2 2.509% Due 07/25/2022
|
|
Government Bond 462,932 units
|
|
459,460
|
|
|
|
|
Federal Home Loan Mortgage Corporation Pool #U95161 5%10/01/2043
|
|
Government Bond 426,022 units
|
|
457,085
|
|
|
|
|
Federal Home Loan Mortgage Corporation Multiclass Series 4158 Class TY 3% Due 01/15/2043
|
|
Government Bond 500,000 units
|
|
456,509
|
|
|
|
|
Fannie Mae Pool #Al7092 3% Due 07/01/2045
|
|
Government Bond 461,873 units
|
|
451,346
|
|
|
|
|
Fannie Mae Pool #AM7514 3.07% Due 02/01/2025
|
|
Government Bond 450,000 units
|
|
450,114
|
|
|
|
|
Fannie Mae Pool #Al6167 3.5% Due 01/01/2044
|
|
Government Bond 445,826 units
|
|
448,467
|
|
|
|
|
DBWF 2015/LCM Mortgage Trust Floating Rate Due 06/10/2034
|
|
Corporate Bond 460,000 units
|
|
445,237
|
|
|
|
|
Santander Drive Auto Fixed 2.79% Due 08/15/2022
|
|
Corporate Bond 442,000 units
|
|
439,897
|
|
|
|
|
World Omni Auto Receivables Series 18/B Class A3 2.93% Due 07/17/2023
|
|
Corporate Bond 440,000 units
|
|
439,026
|
|
|
|
|
Fannie Mae REMIC Series 2015/M7 Class A2 2.59% Due 12/25/2024
|
|
Government Bond 447,000 units
|
|
435,198
|
|
|
|
|
Wells Fargo Bank N A 3.625% Due 10/22/2021*
|
|
Corporate Bond 430,000 units
|
|
432,545
|
|
|
|
|
Federal Home Loan Mortgage Company Multiclass Senior 18/1 Class A1 3.5% 06/25/2028
|
|
Government Bond 427,712 units
|
|
427,520
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
Fannie Mae Series 2014-M3 Class A2 Variable Rate Due 01/25/2024
|
|
Government Bond 415,000 units
|
|
424,941
|
|
|
|
|
AT&T Inc. 3.4% Due 05/15/2025
|
|
Corporate Bond 450,000 units
|
|
423,744
|
|
|
|
|
JP Morgan Chase Bank Floating Rate 3.086% Due 04/26/2021*
|
|
Corporate Bond 425,000 units
|
|
423,282
|
|
|
|
|
Federal Home Loan Mortgage Corporation Series 4639 Class HZ Step Up Due 04/15/2053
|
|
Government Bond 447,533 units
|
|
422,418
|
|
|
|
|
Government National Mortgage Association REMIC Senior 2017/134 Class PT 2.5% Due 09/20/2047
|
|
Government Bond 433,504 units
|
|
417,478
|
|
|
|
|
Fannie Mae Series 2013-M7 Class A2 2.28% Due 12/25/2022
|
|
Government Bond 422,467 units
|
|
416,090
|
|
|
|
|
Soundview Home Loan Tranche 2006-2 Mortgage CTF Class M-1 Variable Rate 03/25/2036
|
|
Corporate Bond 413,041 units
|
|
412,171
|
|
|
|
|
Fannie Mae Pool #467757 4.33% Due 04/01/2021
|
|
Government Bond 394,476 units
|
|
406,302
|
|
|
|
|
Navient Student Loan Trust Series 2015/3 Class B Floating Rate Due 10/25/2058
|
|
Corporate Bond 400,000 units
|
|
400,766
|
|
|
|
|
Fannie Mae Pool #MA1462 3.5% Due 06/01/2043
|
|
Government Bond 397,906 units
|
|
400,755
|
|
|
|
|
Washington Mutual Mortgage Pass-Through Series 2005/AR13 Class A1A1 Floating Rate Due 10/25/2045
|
|
Corporate Bond 405,028 units
|
|
400,590
|
|
|
|
|
Fannie Mae Pool #AM5473 3.76% Due 03/01/2024
|
|
Government Bond 385,000 units
|
|
400,231
|
|
|
|
|
Petroleos Mexicanos Fixed 6.5% Due 01/23/2029
|
|
Corporate Bond 425,000 units
|
|
396,313
|
|
|
|
|
BBCCRE Trust Series 2015/GTP Class A 3.966% Due 08/10/2033
|
|
Corporate Bond 385,000 units
|
|
393,385
|
|
|
|
|
Ginnie Mae Pool #MA4510 3.5% Due 06/20/2047
|
|
Government Bond 386,722 units
|
|
389,291
|
|
|
|
|
Bank of America Corporation Floating Rate 4.271% Due 07/23/2029*
|
|
Corporate Bond 390,000 units
|
|
388,170
|
|
|
|
|
Ginnie Mae 5% Due 03/16/2034
|
|
Government Bond 362,387 units
|
|
388,140
|
|
|
|
|
Farmers Exchange Floating Rate 5.454% Due 10/15/2054
|
|
Corporate Bond 400,000 units
|
|
387,080
|
|
|
|
|
United States Treasury Security 4.5% Due 08/15/2039
|
|
Government Bond 310,000 units
|
|
386,313
|
|
|
|
|
American Express Credit A/C Master Series 2017-1 Class A 1.93% 09/15/2022
|
|
Corporate Bond 390,000 units
|
|
385,387
|
|
|
|
|
Federal National Mortgage Association REMIC Series 2008/60 Class/Jc 5 Due 07/25/2038
|
|
Government Bond 355,950 units
|
|
382,789
|
|
|
|
|
Santander UK PLC 2.5% Due 03/14/2019
|
|
Corporate Bond 382,000 units
|
|
381,575
|
|
|
|
|
Morgan Stanley 7.3% Due 05/13/2019
|
|
Corporate Bond 375,000 units
|
|
380,692
|
|
|
|
|
United States Treasury Note 4.375% Due 11/15/2039
|
|
Government Bond 310,000 units
|
|
380,065
|
|
|
|
|
SLC Student Loan Trust Floating Rate .672% Due 12/15/2038
|
|
Corporate Bond 400,000 units
|
|
379,253
|
|
|
|
|
Fannie Mae Variable Rate Due 07/25/2024
|
|
Government Bond 373,000 units
|
|
375,485
|
|
|
|
|
Federal Home Loan Mortgage Corporation Pool #G07957 4% Due 01/01/2045
|
|
Government Bond 365,083 units
|
|
375,239
|
|
|
|
|
Credit Suisse Mortgage Trust Series 2014/USA Class A2 3.953% Due 09/15/2037
|
|
Corporate Bond 370,000 units
|
|
374,138
|
|
|
|
|
Progress Residential Series 2015-SFR2 Class A 2.74% Due 06/12/2032
|
|
Corporate Bond 377,452 units
|
|
372,666
|
|
|
|
|
Commercial Mortgage Trust Series 2015/Cr24 Class A5 3.696% Due 08/10/2055
|
|
Corporate Bond 366,146 units
|
|
370,267
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
Ginnie Mae 2011/71 Class ZC 5.5% Due 7/16/2034
|
|
Government Bond 338,583 units
|
|
369,872
|
|
|
|
|
Federal National Mortgage Association Pool#CA1711 Class 4.5% Due 05/01/2048
|
|
Government Bond 356,450 units
|
|
369,365
|
|
|
|
|
Impac Secured Assets Corporation 2004/3 Pass-Through Class M/1 Floating Rate Due 11/25/2034
|
|
Corporate Bond 369,514 units
|
|
369,356
|
|
|
|
|
Federal Home Loan Mortgage Company Multiclass Series 6 04/15/2036
|
|
Government Bond 329,972 units
|
|
368,370
|
|
|
|
|
Comcast Corporation 4.7% 10/15/2048
|
|
Corporate Bond 360,000 units
|
|
363,917
|
|
|
|
|
Fannie Mae Pool #AS9830 4% Due 06/01/2047
|
|
Government Bond 355,080 units
|
|
362,075
|
|
|
|
|
Wells Fargo Bank N A Floating Rate 3.325% Due 07/23/2021*
|
|
Corporate Bond 360,000 units
|
|
359,649
|
|
|
|
|
US Bank NA Cincinnati Bond 3.4% 07/24/2023
|
|
Corporate Bond 360,000 units
|
|
359,261
|
|
|
|
|
Fannie Mae Pool #MA3027 4% Due 06/01/2047
|
|
Government Bond 351,197 units
|
|
358,134
|
|
|
|
|
Kabbage Asset Securitization LLLC Class A 4.571% Due 03/15/2022
|
|
Corporate Bond 355,000 units
|
|
357,370
|
|
|
|
|
Fannie Mae Series 2017-M11 Class FA Floating Rate Due 09/25/2024
|
|
Government Bond 356,305 units
|
|
356,322
|
|
|
|
|
CIFC Funding Limited Series 14/4RA Class A1A Floating Rate Due 10/17/2030
|
|
Corporate Bond 355,000 units
|
|
353,827
|
|
|
|
|
Navient Student Loan Trust Series 17-3A Class A3 Floating Rate Due 07/26/2066
|
|
Corporate Bond 350,000 units
|
|
353,543
|
|
|
|
|
JP Morgan Chase & Floating Rate 4.023% Due 12/05/2024*
|
|
Corporate Bond 350,000 units
|
|
352,785
|
|
|
|
|
United States Of American Treasury Notes Inflation Index 0.125% Notes 07/15/2024
|
|
Government Bond 345,000 units
|
|
352,304
|
|
|
|
|
Federal National Mortgage Association Pool #AN7345 3.21% 11/01/2037
|
|
Government Bond 372,911 units
|
|
351,802
|
|
|
|
|
United Auto Credit Securitization Trust Series 18/2 Class B 3.56% 08/10/2022
|
|
Corporate Bond 350,000 units
|
|
350,526
|
|
|
|
|
Dryden Senior Loan Fund Floating Rate Series 18/71A Class A 01/15/2029
|
|
Corporate Bond 350,000 units
|
|
350,000
|
|
|
|
|
Federal National Mortgage Association Pool #MA3243 3.5% 01/01/2038
|
|
Government Bond 345,417 units
|
|
349,928
|
|
|
|
|
Wells Fargo Commercial 3.664% Due 09/15/2048*
|
|
Corporate Bond 346,000 units
|
|
348,475
|
|
|
|
|
Sallie Mae Student Loan Trust 2008 9 Student Loan Backed Notes Class A Floating 04/25/2023
|
|
Government Bond 346,554 units
|
|
348,363
|
|
|
|
|
Goldman Sachs Group Inc. 2.55% Due 10/23/2019
|
|
Corporate Bond 350,000 units
|
|
347,789
|
|
|
|
|
Dryden Series 13/26A Class AR Floating 04/15/2029
|
|
Corporate Bond 350,000 units
|
|
346,050
|
|
|
|
|
Citibank N A 3.4% 07/23/2021
|
|
Corporate Bond 345,000 units
|
|
345,439
|
|
|
|
|
Sallie Mae Student Loan Trust Floating Rate 3.10063% Due 01/25/2022
|
|
Corporate Bond 351,467 units
|
|
345,107
|
|
|
|
|
Carmax Auto Owner 3.13% Due 06/15/2023
|
|
Corporate Bond 343,000 units
|
|
344,311
|
|
|
|
|
Protective Life Global Funding 1.722% Due 04/15/2019
|
|
Corporate Bond 345,000 units
|
|
343,618
|
|
|
|
|
Nationstar Home Floating Rate .7158% Due 09/25/2036
|
|
Corporate Bond 344,922 units
|
|
343,220
|
|
|
|
|
Federal National Mortgage Association Pool #AE0681 4.5% 12/01/2040
|
|
Government Bond 325,841 units
|
|
341,301
|
|
|
|
|
Fannie Mae Pool #AM5079 3.45% Due 01/01/2024
|
|
Government Bond 332,972 units
|
|
341,022
|
|
|
|
|
Berkshire Hathaway Inc. 4.4% Due 05/15/2042
|
|
Corporate Bond 334,000 units
|
|
340,664
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
Federal Home Loan Mortgage Corporation MulticlassTranche 00839 2.615% Due 01/25/2023
|
|
Government Bond 345,000 units
|
|
340,064
|
|
|
|
|
Fannie Mae Pool #AR6380 3.00% Due 02/01/2043
|
|
Government Bond 344,391 units
|
|
338,589
|
|
|
|
|
Fannie Mae Pool #AQ1534 3.5% Due 10/01/2032
|
|
Government Bond 332,766 units
|
|
337,902
|
|
|
|
|
Federal Home Loan Mortgage Corporation Pool #G08711 3.5% Due 06/01/2046
|
|
Government Bond 336,919 units
|
|
336,950
|
|
|
|
|
FREMF 2015-K48 Mortgage Trust Floating Rate Due 06/25/2025
|
|
Corporate Bond 345,000 units
|
|
336,636
|
|
|
|
|
Fannie Mae Pool #468564 4.06% Due 07/01/2021
|
|
Government Bond 327,562 units
|
|
336,513
|
|
|
|
|
Regional Management Issuance Series 18/1 Class A 3.83% 07/15/2027
|
|
Corporate Bond 335,000 units
|
|
336,276
|
|
|
|
|
General Electric Capital Corporation Medium Term Notes 2.2% Due 01/09/2020
|
|
Corporate Bond 340,000 units
|
|
335,049
|
|
|
|
|
UnitedHealth Group 3.85% Due 06/15/2028
|
|
Corporate Bond 330,000 units
|
|
333,596
|
|
|
|
|
United States Treasury SEC Stripped Interest Payment Due 05/15/2031
|
|
Government Bond 470,000 units
|
|
329,659
|
|
|
|
|
Government National Mortgage Association 3.5% Due 03/20/2046
|
|
Government Bond 326,882 units
|
|
329,497
|
|
|
|
|
Fannie Mae Pool #AB7575 3.00% Due 01/01/2043
|
|
Government Bond 333,090 units
|
|
327,405
|
|
|
|
|
Fannie Mae Pool #AM4764 3.44% Due 11/01/2023
|
|
Government Bond 318,868 units
|
|
327,055
|
|
|
|
|
Magnetite CLO Limited Class A1R Flat Rate Due 07/25/2026
|
|
Corporate Bond 327,112 units
|
|
326,096
|
|
|
|
|
CVS Health Corporation 5.05% Due 03/25/2048
|
|
Corporate Bond 333,000 units
|
|
323,879
|
|
|
|
|
Boston Properties Limited Partnership 3.8% Due 02/01/2024
|
|
Corporate Bond 325,000 units
|
|
323,807
|
|
|
|
|
Federal Home Loan Mortgage Series K155 Class A3 3.75% 04/25/2033
|
|
Government Bond 320,000 units
|
|
322,231
|
|
|
|
|
PNC Bank N A Pittsburgh Pennsylvania 2% Due 05/19/2020
|
|
Corporate Bond 325,000 units
|
|
319,943
|
|
|
|
|
Fannie Mae Pool #AS9972 4% Due 07/01/2047
|
|
Government Bond 313,277 units
|
|
319,432
|
|
|
|
|
United States Treasury Inflation Notes 0.375% Dated 07/15/2015 07/15/2025
|
|
Government Bond 310,000 units
|
|
318,653
|
|
|
|
|
Berkshire Hathaway Finance Corporation 4.2% Due 08/15/2048
|
|
Corporate Bond 320,000 units
|
|
317,292
|
|
|
|
|
Washington Mutual Mortgage Pass-Through Series 2005/AR11 Class A1A Floating Rate Due 08/25/2045
|
|
Corporate Bond 319,017 units
|
|
316,626
|
|
|
|
|
Duke Energy 3.75% Due 06/01/2045
|
|
Corporate Bond 343,000 units
|
|
316,101
|
|
|
|
|
Federal Home Loan Mortgage Corporation Pool #G06933 5%07/01/2041
|
|
Government Bond 295,703 units
|
|
316,073
|
|
|
|
|
Fannie Mae Pool #AR7961 3.5% Due 03/01/2033
|
|
Government Bond 310,864 units
|
|
315,677
|
|
|
|
|
Federal Home Loan Mortgage Company Multiclass Series 2506 Class KZ 5.5 09/15/2032
|
|
Government Bond 290,053 units
|
|
313,899
|
|
|
|
|
Duquesne Light Holdings, Inc. 6.4% Due 09/15/2020
|
|
Corporate Bond 300,000 units
|
|
312,865
|
|
|
|
|
Verizon Owner Trust Series 18/1A Class A/1A 2.82% 09/20/2022
|
|
Corporate Bond 312,000 units
|
|
311,102
|
|
|
|
|
Fannie Mae Pool #AM4407 3.65% Due 09/01/2023
|
|
Government Bond 298,457 units
|
|
309,597
|
|
|
|
|
Federal National Mortgage Association Guaranteed Mortgage Pool #Al3438 6.5% 10/01/2038
|
|
Government Bond 279,502 units
|
|
309,393
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
Walmart Inc. 3.55% Due 06/26/2025
|
|
Corporate Bond 305,000 units
|
|
308,364
|
|
|
|
|
General Mills Inc. 3.7% 10/17/2023
|
|
Corporate Bond 310,000 units
|
|
308,191
|
|
|
|
|
TC Pipelines LP 3.9% Due 05/25/2027
|
|
Corporate Bond 319,000 units
|
|
304,516
|
|
|
|
|
Lloyds Bank PLC 3.3% Due 05/07/2021
|
|
Corporate Bond 305,000 units
|
|
304,075
|
|
|
|
|
Federal National Mortgage Association Pool #Al2965 2.667% Due 12/01/2022
|
|
Government Bond 306,324 units
|
|
303,723
|
|
|
|
|
Santander UK PLC 3.4% Due 06/01/2021
|
|
Corporate Bond 305,000 units
|
|
303,512
|
|
|
|
|
Government National Mortgage Association II Pool #MA3597 Series 2046 3.5% Due 04/20/2046
|
|
Government Bond 299,344 units
|
|
301,692
|
|
|
|
|
Halfmoon Parent Inc. 4.375% 10/15/2028
|
|
Corporate Bond 300,000 units
|
|
301,674
|
|
|
|
|
Commercial Mortgage Trust Series 2015/CRE25 Class A/4 3.759% Due 08/10/2048
|
|
Corporate Bond 297,000 units
|
|
301,087
|
|
|
|
|
Welltower Inc. 4.125% Due 04/01/2019
|
|
Corporate Bond 300,000 units
|
|
300,084
|
|
|
|
|
Bank of America Corporation 3.499% 05/17/2022*
|
|
Corporate Bond 300,000 units
|
|
300,045
|
|
|
|
|
Federal Home Loan Mortgage Corporation Pool #Al2293 4.374% Due 06/01/2021
|
|
Government Bond 290,112 units
|
|
299,772
|
|
|
|
|
Flagship Clothing Series 14/8A Class ARR Floating 01/16/2026
|
|
Corporate Bond 300,000 units
|
|
299,144
|
|
|
|
|
United Technologies Corporation 4.125% 11/16/2028
|
|
Corporate Bond 300,000 units
|
|
297,210
|
|
|
|
|
Hyundai Auto 1.76% Due 08/16/2021
|
|
Corporate Bond 300,000 units
|
|
297,038
|
|
|
|
|
Ginnie Mae II Jumbos 4% Due 30 Years Settles January
|
|
Government Bond 290,000 units
|
|
296,933
|
|
|
|
|
Ford Motor Car Company LLC 2.597% Due 11/04/2019
|
|
Corporate Bond 300,000 units
|
|
296,689
|
|
|
|
|
Broadcom Corporation / 2.375% Due 01/15/2020
|
|
Corporate Bond 300,000 units
|
|
296,253
|
|
|
|
|
Fannie Mae Pool #MA1373 3.50% Due 03/01/2043
|
|
Government Bond 294,056 units
|
|
295,795
|
|
|
|
|
Elanco Animal Health Inc. 4.272% 08/28/2023
|
|
Corporate Bond 295,000 units
|
|
294,750
|
|
|
|
|
Federal Home Loan Mortgage Company Multiclass Tranche 571 3.93% Due 06/25/2028
|
|
Government Bond 283,000 units
|
|
294,441
|
|
|
|
|
The Goldman Sachs Group Inc. 5.25% Due 07/27/2021
|
|
Corporate Bond 283,000 units
|
|
293,780
|
|
|
|
|
Halfmoon Parent Inc. 4.9% 12/15/2048
|
|
Corporate Bond 300,000 units
|
|
293,519
|
|
|
|
|
VNDO Mortgage Trust 2012/6 2.9950% Due 11/15/2030
|
|
Corporate Bond 295,237 units
|
|
292,668
|
|
|
|
|
Bank of America Corporation 2.738% 01/23/2022*
|
|
Corporate Bond 295,000 units
|
|
290,523
|
|
|
|
|
Federal Home Loan Mortgage Corporation Pool #SO7307 3% Due 8/15/2044
|
|
Government Bond 300,568 units
|
|
290,101
|
|
|
|
|
Ginnie Mae Class 2007/035 6% Due 06/20/2037
|
|
Government Bond 265,508 units
|
|
289,063
|
|
|
|
|
Bank of America Corporation 3.705% Due 04/24/2028*
|
|
Corporate Bond 300,000 units
|
|
287,780
|
|
|
|
|
Ginnie Mae 5.5% Due 06/20/2035
|
|
Government Bond 264,389 units
|
|
287,713
|
|
|
|
|
Appalachian Power Company 3.3% Due 06/01/2027
|
|
Corporate Bond 300,000 units
|
|
286,607
|
|
|
|
|
Ginnie Mae Pool #783867 Series 2036 6.0% Due 8/15/2036
|
|
Government Bond 262,558 units
|
|
285,593
|
|
|
|
|
Bank of America Corporation 4% Due 01/22/2025*
|
|
Corporate Bond 292,000 units
|
|
284,451
|
|
|
|
|
IHS Markit Limited 4.75% Due 08/01/2028
|
|
Corporate Bond 290,000 units
|
|
283,965
|
|
|
|
|
Drive Auto Receivables Trust Class B 2.3% Due 05/17/2021
|
|
Corporate Bond 283,233 units
|
|
282,917
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
Ford Motor Car Company Discl Paper 4/2 Yrs 3&4 04/04/2019
|
|
Corporate Bond 285,000 units
|
|
282,512
|
|
|
|
|
Federal Home Loan Mortgage Corporation Multiclass Series 3677 4.5% Due 05/15/2040
|
|
Government Bond 263,590 units
|
|
281,865
|
|
|
|
|
Ginnie Mae Pool #MA4838 4% Due 11/20/2047
|
|
Government Bond 272,406 units
|
|
279,109
|
|
|
|
|
Federal National Mortgage Association Pool #CA2208 4.5% 08/01/2048
|
|
Government Bond 268,897 units
|
|
278,561
|
|
|
|
|
Walgreens Boots 2.7% Due 11/18/2019
|
|
Corporate Bond 280,000 units
|
|
278,402
|
|
|
|
|
Bank of America Corporation 3.004% 12/20/2023*
|
|
Corporate Bond 285,000 units
|
|
277,022
|
|
|
|
|
Fannie Mae Pool #AM6429 3.58% Due 08/01/2029
|
|
Government Bond 270,534 units
|
|
276,682
|
|
|
|
|
Ginnie Mae Pool #MA4069 3.5% Due 11/20/2046
|
|
Government Bond 274,307 units
|
|
276,129
|
|
|
|
|
Jersey City New Jersey Municipal Utilities Authority Water Rev 5.47% 05/15/2027
|
|
Government Bond 250,000 units
|
|
275,955
|
|
|
|
|
Air Lease Corporation 3.5% Due 01/15/2022
|
|
Corporate Bond 280,000 units
|
|
275,546
|
|
|
|
|
Federal Home Loan Mortgage Corporation Gold Pool U9/0291 4% Due 10/01/2042
|
|
Government Bond 267,804 units
|
|
274,802
|
|
|
|
|
Fannie Mae REMIC Series 2003/W2 5.9% Due 07/25/2042
|
|
Government Bond 250,518 units
|
|
273,743
|
|
|
|
|
Jersey Central Power & Light Company 4.7% Due 04/01/2024
|
|
Corporate Bond 261,000 units
|
|
271,735
|
|
|
|
|
General Electric Capital International Funding Company 2.342% Due 11/15/2020
|
|
Corporate Bond 280,000 units
|
|
270,215
|
|
|
|
|
Federal Home Loan Mortgage Corporation Gold Pool U89009 3.5% Due 09/01/2032
|
|
Government Bond 265,953 units
|
|
269,717
|
|
|
|
|
General Motors Financial Company, Inc. 2.4% Due 05/09/2019
|
|
Corporate Bond 270,000 units
|
|
268,985
|
|
|
|
|
AT&T Inc. 4.8% Due 06/15/2044
|
|
Corporate Bond 300,000 units
|
|
268,894
|
|
|
|
|
Ventas Realty Limited 3.5% Due 02/01/2025
|
|
Corporate Bond 280,000 units
|
|
268,034
|
|
|
|
|
United States Treasury Notes Dated 683 1.625% Due 02/15/2026
|
|
Government Bond 285,000 units
|
|
266,787
|
|
|
|
|
Federal Home Loan Mortgage Corporation Pool #G08737 3% Due 12/01/2046
|
|
Government Bond 272,891 units
|
|
266,293
|
|
|
|
|
JP Morgan Chase & Floating Rate 3.514% Due 06/18/2022*
|
|
Corporate Bond 265,000 units
|
|
265,600
|
|
|
|
|
Bank of America Corporation 3.593% Due 07/21/2028*
|
|
Corporate Bond 280,000 units
|
|
265,529
|
|
|
|
|
Federal Home Loan Mortgage Company Gold Pool #Fg G67711 4.0% 03/01/2048
|
|
Government Bond 258,293 units
|
|
265,003
|
|
|
|
|
Bayer US Finance II 4.375% Due 12/15/2028
|
|
Corporate Bond 275,000 units
|
|
262,557
|
|
|
|
|
Fannie Mae Pool #AQ1607 3.5% Due 11/01/2032
|
|
Government Bond 258,445 units
|
|
262,443
|
|
|
|
|
Federal Home Loan Mortgage Corporation Pool #G07239 3.00% Due 12/01/2042
|
|
Government Bond 265,479 units
|
|
261,092
|
|
|
|
|
AT&T Inc. 5.25% Due 03/01/2037
|
|
Corporate Bond 265,000 units
|
|
260,290
|
|
|
|
|
Fannie Mae REMIC Series 2014/M1 Class A Floating Rate Due 07/25/2023
|
|
Government Bond 256,539 units
|
|
260,275
|
|
|
|
|
Federal National Mortgage Association Pool #AN5977 3.49% Due 02/01/2033
|
|
Government Bond 265,000 units
|
|
259,691
|
|
|
|
|
Americredit 4.01% Due 07/18/2024
|
|
Corporate Bond 256,000 units
|
|
259,428
|
|
|
|
|
Structured Asset Mortgage Investments II Inc. Series 2004/AR1 Class A1 Floating Rate Due 3/19/2034
|
|
Corporate Bond 263,039 units
|
|
258,505
|
|
|
|
|
Fannie Mae Pool #MA1866 4.50% Due 04/01/2044
|
|
Government Bond 245,977 units
|
|
257,033
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
Federal Home Loan Mortgage Company Multiclass Series 2708 Class ZD 5.5 11/15/2033
|
|
Government Bond 231,924 units
|
|
255,580
|
|
|
|
|
Capital Auto Receivables Asset Trust Series/18/1 Class/A3 2.79% 01/20/2022
|
|
Corporate Bond 255,000 units
|
|
254,347
|
|
|
|
|
J.P. Morgan Mortgage Trust 2005/A2 Pass/through Class 1/A/1 Due 04/25/2035*
|
|
Corporate Bond 251,123 units
|
|
254,135
|
|
|
|
|
Fannie Mae Pool #MA2010 4.00% Due 08/01/2044
|
|
Government Bond 247,743 units
|
|
254,122
|
|
|
|
|
United States Treasury Bond 4.24% Due 05/15/2039
|
|
Government Bond 210,000 units
|
|
253,337
|
|
|
|
|
Federal Home Loan Mortgage Corporation Multiclass Series 2334 Class KB 6.5% Due 05/15/2028
|
|
Government Bond 233,474 units
|
|
253,080
|
|
|
|
|
Fannie Mae Pool #AM6430 3.58% Due 08/01/2029
|
|
Government Bond 247,212 units
|
|
252,830
|
|
|
|
|
Americredit 3.38% Due 07/18/2023
|
|
Corporate Bond 250,000 units
|
|
252,137
|
|
|
|
|
Providence Health & Services 2.746% Due 10/01/2026
|
|
Corporate Bond 270,000 units
|
|
251,273
|
|
|
|
|
Fannie Mae Pool #AM9491 3.55% Due 08/01/2030
|
|
Government Bond 247,150 units
|
|
250,172
|
|
|
|
|
Fannie Mae Pool #AM8203 2.74% Due 03/01/2025
|
|
Government Bond 251,713 units
|
|
248,905
|
|
|
|
|
Stadshypotek AB 1.875% Due 10/02/2019
|
|
Corporate Bond 250,000 units
|
|
248,053
|
|
|
|
|
Fannie Mae Pool #AN5742 3.19% Due 05/01/2030
|
|
Government Bond 254,476 units
|
|
247,742
|
|
|
|
|
Fannie Mae Pool #AM6501 3.32% Due 08/01/2026
|
|
Government Bond 245,000 units
|
|
246,863
|
|
|
|
|
Fannie Mae Pool #AL9472 4% Due 10/01/2043
|
|
Government Bond 239,824 units
|
|
246,595
|
|
|
|
|
Shire Acquisitions 1.9% Due 09/23/2019
|
|
Corporate Bond 250,000 units
|
|
246,497
|
|
|
|
|
Fannie Mae Pool #MA0214 5% Due 10/01/2029
|
|
Government Bond 234,044 units
|
|
245,168
|
|
|
|
|
GLP Capital LP / GLP Financing II Inc. 5.3% 01/15/2029
|
|
Corporate Bond 250,000 units
|
|
244,508
|
|
|
|
|
Fannie Mae Pool #AM6428 3.58% Due 08/01/2029
|
|
Government Bond 237,884 units
|
|
243,289
|
|
|
|
|
Fannie Mae Pool #465973 3.59% Due 10/01/2020
|
|
Government Bond 239,238 units
|
|
242,111
|
|
|
|
|
Sprint Spectrum Company LLC / Sprint 4.738% 03/20/2025
|
|
Corporate Bond 245,000 units
|
|
240,406
|
|
|
|
|
J.P. Morgan Chase & Company NT Fixed/Floating Rate Due 05/01/2028*
|
|
Corporate Bond 250,000 units
|
|
238,347
|
|
|
|
|
Oracle Corporation 2.4% Due 09/15/2023
|
|
Corporate Bond 248,000 units
|
|
237,989
|
|
|
|
|
Federal Home Loan Mortgage Corporation Pool #S06297 3.5% Due 09/15/2042
|
|
Government Bond 234,931 units
|
|
237,178
|
|
|
|
|
United States Treasury Bonds 00245 2.875% Due 08/15/2045
|
|
Government Bond 240,000 units
|
|
233,756
|
|
|
|
|
Siemens 2% Due 09/15/2023
|
|
Corporate Bond 250,000 units
|
|
233,183
|
|
|
|
|
Air Lease Corporation 4.75% Due 03/01/2020
|
|
Corporate Bond 230,000 units
|
|
233,169
|
|
|
|
|
Comm 2018/Home Mortgage Variable Rate 3.81507% Due 04/10/2033
|
|
Corporate Bond 230,000 units
|
|
232,523
|
|
|
|
|
Bamlll Mortgage Securities Trust 2018/Park Mortgage Certificate Class A Floating Rate 08/10/2038
|
|
Corporate Bond 220,000 units
|
|
228,526
|
|
|
|
|
Federal Home Loan Mortgage Corporation Multiclass Series 323 Class 300 Due 01/15/2044
|
|
Government Bond 228,288 units
|
|
226,417
|
|
|
|
|
Bayer US Finance LLC Bonds 3.375% 10/08/2024
|
|
Corporate Bond 240,000 units
|
|
226,318
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
New York NY City Transitional Finance Authority Rev 3.73% 08/01/2029
|
|
Government Bond 225,000 units
|
|
226,202
|
|
|
|
|
Verizon Communications Inc. 4.4% Due 11/01/2034
|
|
Corporate Bond 231,000 units
|
|
222,636
|
|
|
|
|
Federal Home Loan Mortgage Corporation Pool #G08716 3.5% Due 08/01/2046
|
|
Government Bond 222,550 units
|
|
222,548
|
|
|
|
|
Fannie Mae Pool #MA1510 4.00% Due 07/01/2043
|
|
Government Bond 216,963 units
|
|
222,519
|
|
|
|
|
Verizon Owner Trust 2018/A Senior 18/A Class A1A 3.23% 04/20/2023
|
|
Corporate Bond 220,000 units
|
|
221,349
|
|
|
|
|
Ginnie Mae 5.25% Due 03/20/2038
|
|
Government Bond 202,079 units
|
|
220,988
|
|
|
|
|
Black Hills Corporation 4.35% Due 05/01/2033
|
|
Corporate Bond 220,000 units
|
|
220,487
|
|
|
|
|
Macquarie Bank Limited 2.6% Due 06/24/2019
|
|
Corporate Bond 220,000 units
|
|
219,342
|
|
|
|
|
Fannie Mae REMIC Series 416 Class A300 3% Due 11/25/2042
|
|
Government Bond 218,458 units
|
|
216,527
|
|
|
|
|
Fannie Mae Pool #MA1900 4.50% Due 04/01/2044
|
|
Government Bond 206,471 units
|
|
215,834
|
|
|
|
|
Mondelez International Holdings Netherlands BV Note 2% Due 10/28/2021/10/28/2016
|
|
Corporate Bond 225,000 units
|
|
215,580
|
|
|
|
|
National Credit Union Association Guaranteed Trust 2010/R3 Due 12/06/2020
|
|
Government Bond 212,758 units
|
|
213,338
|
|
|
|
|
UBS/Bank of America Merrill Lynch Trust Series 2012/WRM 3.663% Due 06/10/2030*
|
|
Corporate Bond 211,000 units
|
|
212,324
|
|
|
|
|
Public Service Electric and Gas Company 4.05% Due 05/01/2045
|
|
Corporate Bond 220,000 units
|
|
212,241
|
|
|
|
|
Fannie Mae Series 2017-T1 Class A 2.898% Due 06/25/2027
|
|
Government Bond 221,722 units
|
|
211,576
|
|
|
|
|
Conoco Inc. 6.95% Due 04/15/2029
|
|
Corporate Bond 170,000 units
|
|
210,206
|
|
|
|
|
Goldman Sachs Group Inc. 3.814% Due 04/23/2029
|
|
Corporate Bond 225,000 units
|
|
210,066
|
|
|
|
|
Federal Home Loan Mortgage Corporation Pool #G08792 3.5% Due 12/01/2047
|
|
Government Bond 209,629 units
|
|
209,591
|
|
|
|
|
Federal Home Loan Mortgage Corporation Pool #G05903 5.5% 03/01/2040
|
|
Government Bond 194,654 units
|
|
209,080
|
|
|
|
|
Colony American Finance 2016/2 2.554% Due 11/15/2048
|
|
Corporate Bond 214,504 units
|
|
209,070
|
|
|
|
|
Fannie Mae Pool #AN1161 3.05% Due 04/01/2028
|
|
Government Bond 215,000 units
|
|
209,050
|
|
|
|
|
Fannie Mae Pool #MA1900 4.50% Due 05/01/2039
|
|
Government Bond 199,020 units
|
|
207,905
|
|
|
|
|
Ginnie Mae 6% Due 11/16/2032
|
|
Government Bond 189,483 units
|
|
207,834
|
|
|
|
|
Plains All American Pipeline 4.65% Due 10/15/2025
|
|
Corporate Bond 210,000 units
|
|
206,523
|
|
|
|
|
Federal Home Loan Mortgage Corporation Pool #G08833 5%07/01/2048
|
|
Government Bond 196,733 units
|
|
206,064
|
|
|
|
|
New York State Dormitory Authority 5.289% Due 03/15/2033
|
|
Government Bond 180,000 units
|
|
205,718
|
|
|
|
|
Federal Home Loan Mortgage Corporation Multiclass Tranche 2.72% Due 07/25/2026
|
|
Government Bond 210,000 units
|
|
205,442
|
|
|
|
|
General Electric Capital Corporation 5.55% Due 01/05/2026
|
|
Corporate Bond 210,000 units
|
|
205,403
|
|
|
|
|
HSBC Bank PLC 4.75% Due 01/19/2021
|
|
Corporate Bond 200,000 units
|
|
205,155
|
|
|
|
|
Shell International Finance BV 4.375% Due 05/11/2045
|
|
Corporate Bond 200,000 units
|
|
205,079
|
|
|
|
|
Ginnie Mae 2015/H32 REMIC Pass-Through Class FH Due 12/20/2065
|
|
Government Bond 202,342 units
|
|
204,493
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
Bear Stearns ARM Floating Rate 2.995557% Due 11/25/2034
|
|
Corporate Bond 205,128 units
|
|
203,959
|
|
|
|
|
Federal Home Loan Mortgage Corporation Multiclass Series 3662 5% Due 04/15/2040
|
|
Government Bond 188,802 units
|
|
203,687
|
|
|
|
|
Verizon Communications Inc. 5.25% Due 03/16/2037
|
|
Corporate Bond 195,000 units
|
|
203,125
|
|
|
|
|
Progress Residential Trust Series 2018/Sfr3 Class A 3.88% Due 10/17/2035
|
|
Corporate Bond 200,000 units
|
|
202,634
|
|
|
|
|
Alexandria Real 4% Due 01/15/2024
|
|
Corporate Bond 200,000 units
|
|
202,300
|
|
|
|
|
Ford Motor Car Company LLC Fixed 2.343% Due 11/02/2020
|
|
Corporate Bond 210,000 units
|
|
202,037
|
|
|
|
|
Ford Motor Car Company LLC Note Floating 10/12/2021
|
|
Corporate Bond 210,000 units
|
|
201,529
|
|
|
|
|
EQT Midstream Partners LP 5.5% 07/15/2028
|
|
Corporate Bond 205,000 units
|
|
200,777
|
|
|
|
|
American Credit Acceptance 2.8599998951% Due 06/12/2023
|
|
Corporate Bond 201,000 units
|
|
200,442
|
|
|
|
|
MidAmerican Energy 4.8% Due 09/15/2043
|
|
Corporate Bond 183,000 units
|
|
200,330
|
|
|
|
|
General Motors Financial Consumer 2.81% Due 12/16/2022
|
|
Corporate Bond 201,000 units
|
|
200,216
|
|
|
|
|
Ginnie Mae II Pool #MA4722 Series 2047 5% Due 09/20/2047
|
|
Government Bond 192,050 units
|
|
200,052
|
|
|
|
|
Federal Home Loan Mortgage Corporation Pool #C91981 3%02/01/2038
|
|
Government Bond 203,262 units
|
|
200,020
|
|
|
|
|
UBS/Barclays Commercial Mortgage Trust 2012/C2 3.52500009537% Due 05/10/2063
|
|
Corporate Bond 197,600 units
|
|
199,770
|
|
|
|
|
Charter 4.5% Due 02/01/2024
|
|
Corporate Bond 200,000 units
|
|
199,696
|
|
|
|
|
Diamond 1 Finance Corporation 3.48% Due 06/01/2019
|
|
Corporate Bond 200,000 units
|
|
199,409
|
|
|
|
|
Government National Mortgage Association II Pool #MA4718 3% Due 09/20/2047
|
|
Government Bond 202,125 units
|
|
199,122
|
|
|
|
|
Government National Mortgage Association 2017/115 REMIC Pass-Through Securities Class PI 4.5% 02/20/2047
|
|
Government Bond 1,012,808 units
|
|
198,979
|
|
|
|
|
Bayer US Finance LLC 2.375% Due 10/08/2019
|
|
Corporate Bond 200,000 units
|
|
198,401
|
|
|
|
|
Morgan Stanley 3.737% Due 04/24/2024
|
|
Corporate Bond 200,000 units
|
|
198,297
|
|
|
|
|
GLS Auto 3.35% Due 08/15/2022
|
|
Corporate Bond 198,071 units
|
|
197,835
|
|
|
|
|
Aetna Inc. 2.8% Due 06/15/2023
|
|
Corporate Bond 208,000 units
|
|
197,810
|
|
|
|
|
P/O Federal Home Loan Mortgage Company Multiclass Federal Home Loan Mortgage Corporation 02/15/2037
|
|
Government Bond 232,801 units
|
|
197,732
|
|
|
|
|
Healthcare Realty Trust Inc. 3.75% Due 04/15/2023
|
|
Corporate Bond 200,000 units
|
|
196,928
|
|
|
|
|
United States Treasury Notes Dated 05/15/2013 1.75% Due 05/15/2023
|
|
Government Bond 203,000 units
|
|
196,704
|
|
|
|
|
Fannie Mae Series 2017-M5 Class A2 3.303% Due 04/25/2029
|
|
Government Bond 200,000 units
|
|
196,577
|
|
|
|
|
Federal National Mortgage Association REMIC Trust 2009/71 Class/Jt 6 06/25/2036
|
|
Government Bond 177,868 units
|
|
196,455
|
|
|
|
|
Citigroup Inc. 3.142% 01/24/2023
|
|
Corporate Bond 200,000 units
|
|
196,450
|
|
|
|
|
Anheuser-Busch 3.5% Due 01/12/2024
|
|
Corporate Bond 200,000 units
|
|
195,629
|
|
|
|
|
L3 Technologies 4.4% Due 06/15/2028
|
|
Corporate Bond 195,000 units
|
|
194,957
|
|
|
|
|
The Goldman Sachs Group Inc. 5.375% Due 03/15/2020
|
|
Corporate Bond 190,000 units
|
|
194,249
|
|
|
|
|
Ford Motor Credit Company LLC 3.336% Due 03/18/2021
|
|
Corporate Bond 200,000 units
|
|
194,063
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
Vodafone Group PLC 4.375% 05/30/2028
|
|
Corporate Bond 200,000 units
|
|
194,014
|
|
|
|
|
The Goldman Sachs Group Inc. 2.35% Due 11/15/2021
|
|
Corporate Bond 201,000 units
|
|
193,806
|
|
|
|
|
Fannie Mae REMIC Series 2004/T1 6% Due 01/25/2044
|
|
Government Bond 176,412 units
|
|
193,656
|
|
|
|
|
Comcast Corporation 4.4% Due 08/15/2035
|
|
Corporate Bond 200,000 units
|
|
193,479
|
|
|
|
|
Williams Partners LP 3.6% Due 03/15/2022
|
|
Corporate Bond 197,000 units
|
|
193,298
|
|
|
|
|
Progress Residential Series 2015-SFR2 Class B 3.138% Due 06/12/2032
|
|
Corporate Bond 195,000 units
|
|
193,273
|
|
|
|
|
Healthcare Trust of America Inc. 3.5% Due 08/01/2026
|
|
Corporate Bond 205,000 units
|
|
192,682
|
|
|
|
|
Bank of New York Mellon Corporation 2.5% Due 04/15/2021
|
|
Corporate Bond 195,000 units
|
|
192,599
|
|
|
|
|
Barclays PLC 3.684% Due 01/10/2023
|
|
Corporate Bond 200,000 units
|
|
192,171
|
|
|
|
|
Enel Finance International N V 4.625 09/14/2025
|
|
Corporate Bond 200,000 units
|
|
191,896
|
|
|
|
|
Abbvie Inc. 3.6% Due 05/14/2025
|
|
Corporate Bond 200,000 units
|
|
191,837
|
|
|
|
|
Bank of America Corporation 3.55% 03/05/2024*
|
|
Corporate Bond 194,000 units
|
|
191,654
|
|
|
|
|
Dr Auto 2.75% Due 09/15/2023
|
|
Corporate Bond 191,000 units
|
|
190,613
|
|
|
|
|
Citigroup Mortgage Loan Trust Series 2015/6 Class 2A1 Floating Rate Due 12/25/2035
|
|
Corporate Bond 204,380 units
|
|
189,273
|
|
|
|
|
Fannie Mae Series 2002/86 6% Due 09/25/2032
|
|
Government Bond 170,809 units
|
|
188,818
|
|
|
|
|
Fannie Mae REMIC Trust 2004/W12 6.5% Due 07/25/2044
|
|
Government Bond 166,871 units
|
|
188,043
|
|
|
|
|
Ocwen Master Advance Receivables Series/18/T1 Class/At1 3.3012% 08/15/2049
|
|
Corporate Bond 187,000 units
|
|
186,897
|
|
|
|
|
Federal National Mortgage Association Pool #MA3384 4% 06/01/2048
|
|
Government Bond 183,060 units
|
|
186,646
|
|
|
|
|
Business Jet Securities 2018/2 LLC Secured Note Class A 4.447% Due 06/15/2033
|
|
Corporate Bond 184,437 units
|
|
186,466
|
|
|
|
|
AstraZeneca PLC 3.125% Due 06/12/2027
|
|
Corporate Bond 200,000 units
|
|
186,040
|
|
|
|
|
Energy Transfer 5.15% Due 03/15/2045
|
|
Corporate Bond 215,000 units
|
|
185,997
|
|
|
|
|
The Goldman Sachs Group Inc. 3.85% Due 07/08/2024
|
|
Corporate Bond 190,000 units
|
|
185,738
|
|
|
|
|
Aercap Ireland Captial 4.5% Due 05/15/2021
|
|
Corporate Bond 185,000 units
|
|
185,534
|
|
|
|
|
Ford Motor Car Company LLC 4.687% 06/09/2025
|
|
Corporate Bond 200,000 units
|
|
185,488
|
|
|
|
|
WFRBS Commercial Mortgage Trust Variable Rate Due 03/15/2045
|
|
Corporate Bond 190,000 units
|
|
185,004
|
|
|
|
|
Virginia Electric & Power Company 3.8% Due 04/01/2028
|
|
Corporate Bond 184,000 units
|
|
184,775
|
|
|
|
|
Continental Airlines, Inc. Pass-Through Series 2000/1 Class A/1 8.048% Due 5/1/2022
|
|
Corporate Bond 178,694 units
|
|
184,645
|
|
|
|
|
Amcor Financial USA Inc. 4.5% Due 05/15/2028
|
|
Corporate Bond 185,000 units
|
|
183,862
|
|
|
|
|
Drive Auto 3.36% Due 10/17/2022
|
|
Corporate Bond 184,000 units
|
|
183,636
|
|
|
|
|
CRH Finance America Inc. 3.4% Due 05/09/2027
|
|
Corporate Bond 200,000 units
|
|
183,606
|
|
|
|
|
Federal Home Loan Mortgage Corporation Pool #G18592 3% Due 03/01/2031
|
|
Government Bond 183,223 units
|
|
182,609
|
|
|
|
|
Cityline Mortgage Trust Series 2016/Clne Class A Variable 11/10/2031
|
|
Corporate Bond 185,000 units
|
|
181,245
|
|
|
|
|
General Motors Financial Automobile Leasing Trust 2018/2 Class A3 3.1% 06/21/2021
|
|
Corporate Bond 180,000 units
|
|
179,730
|
|
|
|
|
Hero Funding LLC 2017-2 Fixed 3.28% Due 09/20/2048
|
|
Corporate Bond 179,505 units
|
|
179,580
|
|
|
|
|
Campbell Soup Company 3.3% Due 03/15/2021
|
|
Corporate Bond 180,000 units
|
|
179,064
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
PNM Resources Inc. 3.25% 03/09/2021
|
|
Corporate Bond 180,000 units
|
|
178,552
|
|
|
|
|
Continental Airlines, Inc. Pass-Through 5.983% Due 04/19/2023
|
|
Corporate Bond 170,968 units
|
|
178,525
|
|
|
|
|
Kraft Heinz Foods Company 3% Due 06/01/2026
|
|
Corporate Bond 200,000 units
|
|
178,417
|
|
|
|
|
Zimmer Biomet Holdings Inc. Note Floating Due 03/19/2021/03/20/2019
|
|
Corporate Bond 180,000 units
|
|
178,314
|
|
|
|
|
Anheuser-Busch Companies LLC/Anheuser-Busch 4.9% 02/01/2046
|
|
Corporate Bond 192,000 units
|
|
178,058
|
|
|
|
|
Government National Mortgage Association Pool #MA4586 3.5% 07/20/2047
|
|
Government Bond 176,544 units
|
|
177,716
|
|
|
|
|
GE Capital International Funding Company 3.373% Due 11/15/2025
|
|
Corporate Bond 200,000 units
|
|
177,661
|
|
|
|
|
AT&T Inc. 4.75% Due 05/15/2046
|
|
Corporate Bond 200,000 units
|
|
177,579
|
|
|
|
|
Ruby Pipeline LLC Note 6 Due 04/01/2022
|
|
Corporate Bond 168,182 units
|
|
174,207
|
|
|
|
|
Flagship Credit Auto 2.96000003815% Due 07/15/2023
|
|
Corporate Bond 175,000 units
|
|
173,739
|
|
|
|
|
American Campus 3.75% Due 04/15/2023
|
|
Corporate Bond 175,000 units
|
|
173,736
|
|
|
|
|
The Goldman Sachs Group Inc. 3.272% Due 09/29/2025
|
|
Corporate Bond 185,000 units
|
|
173,414
|
|
|
|
|
CVS Health Corporation 4.1% Due 03/25/2025
|
|
Corporate Bond 175,000 units
|
|
173,254
|
|
|
|
|
Bank of America Corporation 3.3% Due 01/11/2023*
|
|
Corporate Bond 175,000 units
|
|
172,350
|
|
|
|
|
The Goldman Sachs Group Inc. 3.85% Due 01/26/2027
|
|
Corporate Bond 183,000 units
|
|
172,138
|
|
|
|
|
Santander Drive Auto Receivables Trust Series 17-1 Class D 3.17% 04/17/2023
|
|
Corporate Bond 171,000 units
|
|
170,435
|
|
|
|
|
Federal National Mortgage Association Pool #CA0996 3.5% 01/01/2048
|
|
Government Bond 169,776 units
|
|
170,129
|
|
|
|
|
Northrop Grumman 2.55% Due 10/15/2022
|
|
Corporate Bond 175,000 units
|
|
169,339
|
|
|
|
|
Government National Mortgage Association II Pool #MA4837 Series 2047 3.5% Due 11/20/2047
|
|
Government Bond 167,197 units
|
|
168,307
|
|
|
|
|
Charter Communications Operating 3.75% 02/15/2028
|
|
Corporate Bond 185,000 units
|
|
167,354
|
|
|
|
|
Reynolds American Inc. 6.875% Due 05/01/2020
|
|
Corporate Bond 160,000 units
|
|
166,492
|
|
|
|
|
Government National Mortgage Association Series 2018/124 Classes NW 3.5% 09/20/2048
|
|
Government Bond 164,336 units
|
|
166,416
|
|
|
|
|
Crown Castle International Corporation 3.2% Due 09/01/2024
|
|
Corporate Bond 175,000 units
|
|
166,023
|
|
|
|
|
HSBC Holdings PLC 4% Due 03/30/2022
|
|
Corporate Bond 163,000 units
|
|
165,123
|
|
|
|
|
Long Beach Mortgage Loan Trust 2005/2 Pass/through Due 04/25/2035
|
|
Corporate Bond 163,948 units
|
|
164,764
|
|
|
|
|
Fannie Mae Series 2013/96 3.5% Due 09/25/2038
|
|
Government Bond 161,765 units
|
|
164,143
|
|
|
|
|
Total Capital International 3.7% Due 01/15/2024
|
|
Corporate Bond 160,000 units
|
|
163,177
|
|
|
|
|
Anheuser-Busch Companies LLC/Anheu 3.65% Due 02/01/2026
|
|
Corporate Bond 170,000 units
|
|
160,743
|
|
|
|
|
Federal Home Loan Mortgage Company Series 4846 Class PA 4.0% 12/01/2040
|
|
Government Bond 154,255 units
|
|
159,525
|
|
|
|
|
Ameren lll Company 4.5% 03/15/2049
|
|
Corporate Bond 150,000 units
|
|
158,607
|
|
|
|
|
UBS Commercial Mortgage Trust 2012/C1 Variable Rate Due 05/10/2045
|
|
Corporate Bond 163,000 units
|
|
158,541
|
|
|
|
|
Fannie Mae Series 2009/W1 6% Due 12/25/2049
|
|
Government Bond 142,237 units
|
|
158,052
|
|
|
|
|
Cox Communications, Inc. 3.85% Due 02/01/2025
|
|
Corporate Bond 160,000 units
|
|
157,628
|
|
|
|
|
Morgan Stanley 5.75% Due 01/25/2021
|
|
Corporate Bond 150,000 units
|
|
156,398
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
Wells Fargo & Company 4.1% Due 06/03/2026*
|
|
Corporate Bond 160,000 units
|
|
156,245
|
|
|
|
|
Exeter Automobile Receivable 17-2A Class C 3.93% Due 04/17/2023
|
|
Corporate Bond 155,000 units
|
|
155,816
|
|
|
|
|
Drive Auto Receivables Trust 2018/3 3.0% Series 18/3 Class A3 11/15/2021
|
|
Corporate Bond 156,000 units
|
|
155,780
|
|
|
|
|
Strip Principal Zero Coupon 02/15/2020
|
|
Government Bond 160,000 units
|
|
155,436
|
|
|
|
|
Enterprise Products Company 3.75% Due 02/15/2025
|
|
Corporate Bond 157,000 units
|
|
155,345
|
|
|
|
|
GS Mortgage Securities Corporation 2005/9 Class 2A3 Variable Rate Due 08/25/2035
|
|
Corporate Bond 155,969 units
|
|
155,177
|
|
|
|
|
Federal Home Loan Mortgage Corporation Pool #S0/6028 3% 08/15/2042
|
|
Government Bond 156,195 units
|
|
154,904
|
|
|
|
|
United States Treasury SEC Stripped Interest Payment Due 05/15/2020
|
|
Government Bond 160,000 units
|
|
154,496
|
|
|
|
|
Microsoft Corporation 2.875% Due 02/06/2024
|
|
Corporate Bond 154,000 units
|
|
152,548
|
|
|
|
|
J.P. Morgan Chase & Company 4.25% Due 10/15/2020*
|
|
Corporate Bond 149,000 units
|
|
151,685
|
|
|
|
|
Mitsubishi UFJ 3.761% Due 07/26/2023
|
|
Corporate Bond 150,000 units
|
|
150,692
|
|
|
|
|
Royal Bank Canada 3.7% Due 10/05/2023
|
|
Corporate Bond 150,000 units
|
|
150,602
|
|
|
|
|
HCP, Inc. 4.2% Due 03/01/2024
|
|
Corporate Bond 150,000 units
|
|
150,372
|
|
|
|
|
Pricoa Global Funding 3.45% Due 09/01/2023
|
|
Corporate Bond 150,000 units
|
|
150,127
|
|
|
|
|
BB/UBS Trust 2012 Mortgage Pass-Through CTF Class A 3.4302% 11/05/2036
|
|
Corporate Bond 150,000 units
|
|
150,016
|
|
|
|
|
United Technologies Corporation 3.35% 08/16/2021
|
|
Corporate Bond 150,000 units
|
|
149,594
|
|
|
|
|
General Motors Financial Automobile Fixed 3.18% Due 06/21/2021
|
|
Corporate Bond 149,000 units
|
|
149,213
|
|
|
|
|
Constellation Brands Inc. 2.0% Due 11/07/2019
|
|
Corporate Bond 150,000 units
|
|
148,153
|
|
|
|
|
Federal Home Loan Mortgage Corporation Pool #G08791 3%12/01/2047
|
|
Government Bond 150,670 units
|
|
146,885
|
|
|
|
|
Fannie Mae REMIC Trust 2001/81 6.5% Due 01/25/2032
|
|
Government Bond 131,441 units
|
|
146,483
|
|
|
|
|
Santander Drive Auto 2.1% Due 06/15/2021
|
|
Corporate Bond 146,215 units
|
|
145,861
|
|
|
|
|
Federal National Mortgage Association Pool #BL1040 3.81% Due 12/01/2028
|
|
Government Bond 140,000 units
|
|
144,636
|
|
|
|
|
Morgan Stanley ABS Capital I Inc. 2006/NC1 Pass-Through Class A/4 Due 12/25/2035
|
|
Corporate Bond 144,255 units
|
|
144,311
|
|
|
|
|
Westrock Company 4.9% 4.9% Due 03/15/2029
|
|
Corporate Bond 140,000 units
|
|
143,896
|
|
|
|
|
GLP Capital LP / GLP 5.375% Due 04/15/2026
|
|
Corporate Bond 145,000 units
|
|
143,406
|
|
|
|
|
Kraft Heinz Foods 4.625% Due 01/30/2029
|
|
Corporate Bond 145,000 units
|
|
143,364
|
|
|
|
|
Santander Drive Auto 3.03% Due 02/15/2022
|
|
Corporate Bond 143,000 units
|
|
143,080
|
|
|
|
|
General Electric Capital Corporation 5.5% Due 01/08/2020
|
|
Corporate Bond 140,000 units
|
|
141,649
|
|
|
|
|
Fannie Mae Pool #MA2896 3.5% Due 02/01/2047
|
|
Government Bond 140,665 units
|
|
140,964
|
|
|
|
|
Southern Company Gas Capital Corporation 4.4% 05/30/2047
|
|
Corporate Bond 150,000 units
|
|
140,268
|
|
|
|
|
HCP, Inc. 4.25% Due 11/15/2023
|
|
Corporate Bond 140,000 units
|
|
140,214
|
|
|
|
|
United States Treasury Notes Dated 832 2.875% Due 05/31/2025
|
|
Government Bond 137,000 units
|
|
139,360
|
|
|
|
|
Charter 4.908% Due 07/23/2025
|
|
Corporate Bond 140,000 units
|
|
139,210
|
|
|
|
|
Wells Fargo & Company 3% Due 10/23/2026*
|
|
Corporate Bond 150,000 units
|
|
138,859
|
|
|
|
|
Celgene Corporation 5% Due 08/15/2045
|
|
Corporate Bond 150,000 units
|
|
138,702
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
Drive Auto Receivables Trust Class D 3.84% Due 03/15/2023
|
|
Corporate Bond 137,000 units
|
|
137,491
|
|
|
|
|
Niagara Mohawk Power Corporation 3.508% Due 10/01/2024
|
|
Corporate Bond 136,000 units
|
|
136,705
|
|
|
|
|
Time Warner Cable 5.5% Due 09/01/2041
|
|
Corporate Bond 150,000 units
|
|
136,692
|
|
|
|
|
Ford Motor Car Company LLC Fixed 2.425% Due 06/12/2020
|
|
Corporate Bond 140,000 units
|
|
136,321
|
|
|
|
|
Sprint Spectrum Coompany LLC 3.36% Due 09/20/2021
|
|
Corporate Bond 137,500 units
|
|
135,781
|
|
|
|
|
Fannie Mae REMIC Trust 2007/93 4.50% Due 09/25/2037
|
|
Government Bond 129,506 units
|
|
133,737
|
|
|
|
|
Time Warner Inc. 4.75% Due 03/29/2021
|
|
Corporate Bond 130,000 units
|
|
133,278
|
|
|
|
|
United States Treasury Notes 2.875% Due 05/15/2028
|
|
Government Bond 130,500 units
|
|
132,503
|
|
|
|
|
Santander Drive Auto Receivables Trust Series 2017-1 Note Class C 2.58% Due 05/16/2022
|
|
Corporate Bond 133,000 units
|
|
132,256
|
|
|
|
|
World Omni Automobile Lease Securitization Trust Series 18/B Class A3 3.19% Due 12/15/2021
|
|
Corporate Bond 131,000 units
|
|
131,743
|
|
|
|
|
United States Treasury Bills 03/28/2019 United States Treasury Bills
|
|
Government Bond 132,000 units
|
|
131,261
|
|
|
|
|
GS Mortgage Securities Corporation 2012/AlohaCommerical 3.551% 4/10/2034
|
|
Corporate Bond 130,000 units
|
|
131,026
|
|
|
|
|
Bank Of Montreal 2.35% Due 09/11/2022
|
|
Corporate Bond 135,000 units
|
|
130,410
|
|
|
|
|
Aercap Ireland Capital 3.65% Due 07/21/2027
|
|
Corporate Bond 150,000 units
|
|
130,380
|
|
|
|
|
General Motors Company 4.875% Due 10/02/2023
|
|
Corporate Bond 130,000 units
|
|
130,294
|
|
|
|
|
Union Pacific Corporation 3.95% Due 09/10/2028
|
|
Corporate Bond 130,000 units
|
|
129,823
|
|
|
|
|
Verizon Communications Inc. 4.862% Due 08/21/2046
|
|
Corporate Bond 132,000 units
|
|
129,726
|
|
|
|
|
Raymond James Financial, Inc. 4.95% Due 07/15/2046
|
|
Corporate Bond 135,000 units
|
|
129,702
|
|
|
|
|
Liberty Street Trust 2016-225L 3.597% Due 02/10/2036
|
|
Corporate Bond 130,000 units
|
|
129,687
|
|
|
|
|
Reckson Operating Partnership, LP 4.5% Due 12/01/2022
|
|
Corporate Bond 128,000 units
|
|
129,538
|
|
|
|
|
Transcanada 3.75% Due 10/16/2023
|
|
Corporate Bond 130,000 units
|
|
129,528
|
|
|
|
|
SFAVE Commerical Series 2015/5 Class A/1 3.872% Due 01/05/2043
|
|
Corporate Bond 140,000 units
|
|
129,501
|
|
|
|
|
HSBC Holdings PLC 5.1 Due 04/05/2021
|
|
Corporate Bond 125,000 units
|
|
129,264
|
|
|
|
|
CMO Commercial 2016/787S Mortgage Trust Pass-Through CTF Class A 02/10/2036
|
|
Corporate Bond 130,000 units
|
|
129,185
|
|
|
|
|
Wells Fargo Commercial Mortgage Tranche 2013-120B Pass-through 03/18/2028*
|
|
Corporate Bond 130,000 units
|
|
128,957
|
|
|
|
|
Chevron Corporation 2.419% Due 11/17/2020
|
|
Corporate Bond 130,000 units
|
|
128,804
|
|
|
|
|
Southern California Edison 4% Due 04/01/2047
|
|
Corporate Bond 140,000 units
|
|
128,344
|
|
|
|
|
Home Depot Inc. 3.9% Due 12/06/2028
|
|
Corporate Bond 125,000 units
|
|
128,032
|
|
|
|
|
Sallie Mae Student Loan Trust 2008-3 Class B Floating Rate 04/25/2029
|
|
Corporate Bond 130,000 units
|
|
126,848
|
|
|
|
|
ONEOK Partners LP 4.9% Due 03/15/2025
|
|
Corporate Bond 125,000 units
|
|
126,645
|
|
|
|
|
BP Capital Markets PLC 3.814% Due 02/10/2024
|
|
Corporate Bond 125,000 units
|
|
126,163
|
|
|
|
|
VNDO 2013-Penn Mortgage Trust Commercial Mortgage Pass-Through CTF Class A 3.808% 12/13/2029
|
|
Corporate Bond 125,000 units
|
|
126,146
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
Honda Auto Receivables 2018/1 Owner Trust Series 18/2 Class A3 3.11% 05/18/2022
|
|
Corporate Bond 126,000 units
|
|
126,125
|
|
|
|
|
Federal National Mortgage Association Pool #MA3333 4% 04/01/2048
|
|
Government Bond 123,251 units
|
|
126,091
|
|
|
|
|
HCA Inc. 6.5% Due 02/15/2020
|
|
Corporate Bond 123,000 units
|
|
126,075
|
|
|
|
|
Comm 2013/300P Mtg 4.353 Due 08/10/2030
|
|
Corporate Bond 120,000 units
|
|
126,026
|
|
|
|
|
Westpac Banking Corporation 2.5% Due 06/28/2022
|
|
Corporate Bond 130,000 units
|
|
126,002
|
|
|
|
|
Citigroup Inc. 3.7% Due 01/12/2026
|
|
Corporate Bond 130,000 units
|
|
124,990
|
|
|
|
|
Apple Inc. 2.15% Due 02/09/2022
|
|
Corporate Bond 128,000 units
|
|
124,800
|
|
|
|
|
Ginnie Mae Pool #MA3663 3.5% Due 05/20/2046
|
|
Government Bond 123,299 units
|
|
124,229
|
|
|
|
|
American Credit Acceptance 3.69000005722% Due 06/12/2023
|
|
Corporate Bond 124,000 units
|
|
123,927
|
|
|
|
|
Kaiser Foundation Hospitals Inc. 4.15% Due 05/01/2047
|
|
Corporate Bond 125,000 units
|
|
123,459
|
|
|
|
|
RBS Commercial Funding Inc. 2013/GSP Trust Class A Variable Rate Due 01/13/2032
|
|
Corporate Bond 120,000 units
|
|
123,088
|
|
|
|
|
Federal Home Loan Mortgage Corporation Multiclass Series 2980 6% Due 05/15/2035
|
|
Government Bond 110,426 units
|
|
122,472
|
|
|
|
|
Bank of Nova Scotia 2.7% Due 03/07/2022
|
|
Corporate Bond 125,000 units
|
|
122,272
|
|
|
|
|
Actavis Inc. 3.25% Due 10/01/2022
|
|
Corporate Bond 125,000 units
|
|
122,215
|
|
|
|
|
GS Mortgage Securities Corporation Trust 2011/GC5 Due 08/10/2044
|
|
Corporate Bond 126,000 units
|
|
121,520
|
|
|
|
|
Madison Ave Trust 2013/650M Class A 3.843% Due 10/15/2032
|
|
Corporate Bond 120,000 units
|
|
121,268
|
|
|
|
|
Fannie Mae REMIC Trust 2010/137 4.5% Due 10/25/2040
|
|
Government Bond 115,546 units
|
|
121,035
|
|
|
|
|
General Electric Capital Corporation Medium Term Notes BO Tranche # Trust 00849 4.65 Due 10/17/2021
|
|
Corporate Bond 120,000 units
|
|
120,360
|
|
|
|
|
Santander Retail Auto Lease Trust SE 2018/A Class A/3 2.93% Due 05/20/2021
|
|
Corporate Bond 120,000 units
|
|
119,849
|
|
|
|
|
Drive Auto Receivables Trust Class C 2.84% Due 04/15/2022
|
|
Corporate Bond 120,000 units
|
|
119,847
|
|
|
|
|
Dr Auto 4.18% Due 03/15/2024
|
|
Corporate Bond 119,000 units
|
|
119,605
|
|
|
|
|
Anheuser-Busch 4% Due 04/13/2028
|
|
Corporate Bond 125,000 units
|
|
119,567
|
|
|
|
|
Federal National Mortgage Association REMIC Series/2018/38 Class/Patranche 00695 3.5% 06/25/2047
|
|
Government Bond 118,260 units
|
|
119,160
|
|
|
|
|
EOG Resources, Inc. 2.625% Due 03/15/2023
|
|
Corporate Bond 124,000 units
|
|
119,127
|
|
|
|
|
American Credit Accep Receivables Senior 18/3 Class A 2.92% 08/12/2021
|
|
Corporate Bond 118,961 units
|
|
118,764
|
|
|
|
|
Buckeye Partners LP 3.95% Due 12/01/2026
|
|
Corporate Bond 135,000 units
|
|
118,598
|
|
|
|
|
Bank of New York Inc. 3.25% Due 09/11/2024
|
|
Corporate Bond 120,000 units
|
|
118,446
|
|
|
|
|
Core Individual Trust Series 2015/Calw Class A 3.04% 02/10/2034
|
|
Corporate Bond 118,584 units
|
|
118,198
|
|
|
|
|
Becton Dickinson & 2.404% Due 06/05/2020
|
|
Corporate Bond 120,000 units
|
|
118,127
|
|
|
|
|
United States Of America Treasury Bonds 2.5% Due 02/15/2045
|
|
Government Bond 130,000 units
|
|
117,813
|
|
|
|
|
Sunoco Logistics Partners 5.4% 10/01/2047
|
|
Corporate Bond 130,000 units
|
|
117,807
|
|
|
|
|
Berkshire Hathaway Inc. 2.75% Due 03/15/2023
|
|
Corporate Bond 120,000 units
|
|
117,801
|
|
|
|
|
FirstEnergy Transmission LLC 5.45% Due 07/15/2044
|
|
Corporate Bond 108,000 units
|
|
117,326
|
|
|
|
|
Fannie Mae Pool #AP0645 3.5% Due 07/01/2032
|
|
Government Bond 115,254 units
|
|
117,032
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
AT&T Inc. Fixed 4.9% Due 08/15/2037
|
|
Corporate Bond 125,000 units
|
|
116,549
|
|
|
|
|
Federal Home Loan Mortgage Corporation Multiclass Series 2072 6.5% Due 07/15/2028
|
|
Government Bond 107,113 units
|
|
116,523
|
|
|
|
|
Northeast Utilities 3.15% Due 01/15/2025
|
|
Corporate Bond 120,000 units
|
|
115,941
|
|
|
|
|
World Omni Auto Lease Securitization Trust Series 18/A Class A3 2.83% 01/15/2021
|
|
Corporate Bond 116,000 units
|
|
115,624
|
|
|
|
|
Goldman Sachs Group Inc. 4.223% 05/01/2029
|
|
Corporate Bond 140,000 units
|
|
115,487
|
|
|
|
|
Ginnie Mae Pool #MA4382 3.5% Due 04/20/2047
|
|
Government Bond 114,617 units
|
|
115,379
|
|
|
|
|
Kraft Heinz Foods Company 4.375% Due 06/01/2046
|
|
Corporate Bond 140,000 units
|
|
115,336
|
|
|
|
|
Gilead Sciences 4.15% Due 03/01/2047
|
|
Corporate Bond 125,000 units
|
|
115,143
|
|
|
|
|
Sabine Pass 5.75% Due 05/15/2024
|
|
Corporate Bond 110,000 units
|
|
114,769
|
|
|
|
|
Verizon 4.125% Due 08/15/2046
|
|
Corporate Bond 130,000 units
|
|
114,696
|
|
|
|
|
Federal Home Loan Mortgage Corporation Multiclass Series 3415 Class TF Due 08/15/2035
|
|
Government Bond 112,895 units
|
|
114,445
|
|
|
|
|
General Motors Company 6.6% Due 04/01/2036
|
|
Corporate Bond 117,000 units
|
|
113,900
|
|
|
|
|
Ventas Realty Limited Partnership 3.75% Due 05/01/2024
|
|
Corporate Bond 115,000 units
|
|
113,880
|
|
|
|
|
General Electric Capital Corporation 5.875% Due 01/14/2038
|
|
Corporate Bond 119,000 units
|
|
113,775
|
|
|
|
|
Valeant Pharmaceuticals International Inc. 5.5% Due 11/01/2025
|
|
Corporate Bond 122,000 units
|
|
113,765
|
|
|
|
|
Federal Home Loan Mortgage Corporation Multiclass Tranche 00430 3.151% Due 11/25/2025
|
|
Government Bond 113,000 units
|
|
113,196
|
|
|
|
|
Celgene Corporation 3.9% 02/20/2028
|
|
Corporate Bond 120,000 units
|
|
112,557
|
|
|
|
|
Capital One Financial Corporation 3.75% Due 04/24/2024
|
|
Corporate Bond 115,000 units
|
|
112,160
|
|
|
|
|
Federal Home Loan Mortgage Company Gold Pool G67713 4.0% Due 06/01/2048
|
|
Government Bond 109,350 units
|
|
112,030
|
|
|
|
|
Peco Energy Company 2.375% Due 09/15/2022
|
|
Corporate Bond 115,000 units
|
|
111,466
|
|
|
|
|
Ontario Province Canada 4% Due 10/07/2019
|
|
Government Bond 110,000 units
|
|
110,976
|
|
|
|
|
Apple Inc. 3% Due 02/09/2024
|
|
Corporate Bond 111,000 units
|
|
109,620
|
|
|
|
|
Ohio State University General Receipts 4.8% Due 06/01/2111
|
|
Corporate Bond 100,000 units
|
|
109,543
|
|
|
|
|
Federal Home Loan Mortgage Corporation Multiclass Series 2901 4.5% Due 12/15/2019
|
|
Government Bond 109,231 units
|
|
109,419
|
|
|
|
|
United Continental Holdings Fixed 4.15% Due 04/11/2024
|
|
Corporate Bond 109,395 units
|
|
109,110
|
|
|
|
|
Norfolk Southern Corporation 2.903% Due 02/15/2023
|
|
Corporate Bond 111,000 units
|
|
109,089
|
|
|
|
|
Hero Funding Service 2017-1A Nt Class A2 4.46% Due 09/20/2047
|
|
Corporate Bond 104,260 units
|
|
108,109
|
|
|
|
|
The Mosaic Company 5.45% Due 11/15/2033
|
|
Corporate Bond 105,000 units
|
|
107,925
|
|
|
|
|
Ginnie Mae Pool 2012/84 Class LI I/O 4% Due 05/16/2042
|
|
Government Bond 731,571 units
|
|
107,494
|
|
|
|
|
FirstEnergy Corporation 7.375% Due 11/15/2031
|
|
Corporate Bond 85,000 units
|
|
107,402
|
|
|
|
|
Fannie Mae Pool #MA3058 4% Due 07/01/2047
|
|
Government Bond 105,230 units
|
|
107,306
|
|
|
|
|
Cisco Systems, Inc. 3.625% Due 03/04/2024
|
|
Corporate Bond 105,000 units
|
|
107,087
|
|
|
|
|
Federal National Mortgage Association Series 2018/M4 Class A2 Variable Rate Due 03/25/2028
|
|
Government Bond 109,000 units
|
|
105,984
|
|
|
|
|
Federal Home Loan Mortgage Corporation Series 3852 Floating Rate Due 05/15/2041
|
|
Government Bond 98,327 units
|
|
105,932
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
Comcast Corporation 3.0% Due 02/01/2024
|
|
Corporate Bond 108,000 units
|
|
105,294
|
|
|
|
|
Federal Home Loan Mortgage Corporation Multiclass Tranche 2.838% Due 09/25/2022
|
|
Government Bond 105,000 units
|
|
105,020
|
|
|
|
|
Exeter Automobile Receivables Tranche 2017-1 Class B 3.0% Due 12/15/2021
|
|
Corporate Bond 105,000 units
|
|
104,793
|
|
|
|
|
International Lease Finance Corporation 5.875% Due 08/15/2022
|
|
Corporate Bond 100,000 units
|
|
104,746
|
|
|
|
|
Daimler Financial North America LLC 2.25% Due 07/31/2019
|
|
Corporate Bond 105,000 units
|
|
104,229
|
|
|
|
|
DT Auto Owner Trust 2017-2 Asset Backed Class C 3.03% Due 01/17/2023
|
|
Corporate Bond 104,000 units
|
|
103,891
|
|
|
|
|
Nissan Auto Class A-3 2.12% Due 04/18/2022
|
|
Corporate Bond 105,000 units
|
|
103,690
|
|
|
|
|
Hydro/Quebec Series 8.4% Due 01/15/2022
|
|
Government Bond 90,000 units
|
|
103,626
|
|
|
|
|
Port Authority NY & NJ 5.647% Due 11/01/2040
|
|
Government Bond 85,000 units
|
|
103,520
|
|
|
|
|
HCP, Inc. 3.875% Due 08/15/2024
|
|
Corporate Bond 105,000 units
|
|
103,337
|
|
|
|
|
DowDuPont Inc. 4.493% Due 11/15/2025
|
|
Corporate Bond 100,000 units
|
|
102,958
|
|
|
|
|
Anheuser-Busch Companies LLC / Anheuser-Busch 4.7% 02/01/2036
|
|
Corporate Bond 111,000 units
|
|
102,941
|
|
|
|
|
Energy Transfer Partners LP 5.2% Due 2/1/2022
|
|
Corporate Bond 100,000 units
|
|
102,696
|
|
|
|
|
Morgan Stanley Capital I Trust 2011/C3 4.054% Due 07/15/2049
|
|
Corporate Bond 102,418 units
|
|
102,684
|
|
|
|
|
Federal Home Loan Mortgage Association Pool #G08676 3.5% Due 11/01/2045
|
|
Government Bond 101,630 units
|
|
101,975
|
|
|
|
|
Sumitomo Mitsui Financial Group Inc. 3.936% 10/16/2023
|
|
Corporate Bond 100,000 units
|
|
101,758
|
|
|
|
|
Nordea Bank AB 4.875% Due 01/27/2020
|
|
Corporate Bond 100,000 units
|
|
101,734
|
|
|
|
|
CSX Corporation 4.25% Due 03/15/2029
|
|
Corporate Bond 100,000 units
|
|
101,530
|
|
|
|
|
British Telecommunications PLC Step/up Due 12/15/2030
|
|
Corporate Bond 75,000 units
|
|
101,436
|
|
|
|
|
Bank of America Corporation 4.1% Due 07/24/2023*
|
|
Corporate Bond 100,000 units
|
|
101,357
|
|
|
|
|
Jefferies Group LLC 6.875% Due 04/15/2021
|
|
Corporate Bond 95,000 units
|
|
101,093
|
|
|
|
|
General Electric Capital Corporation 6% Due 08/07/2019
|
|
Corporate Bond 100,000 units
|
|
101,077
|
|
|
|
|
21st Century Fox 3.7% Due 10/15/2025
|
|
Corporate Bond 100,000 units
|
|
100,622
|
|
|
|
|
Federal Home Loan Mortgage Corporation Series 4374 Class NC Step/up Due 02/15/2046
|
|
Government Bond 99,625 units
|
|
100,576
|
|
|
|
|
Jackson National Life Global Funding 3.875% Due 06/11/2025
|
|
Corporate Bond 100,000 units
|
|
100,533
|
|
|
|
|
Williams Partners 4.5% Due 11/15/2023
|
|
Corporate Bond 100,000 units
|
|
100,527
|
|
|
|
|
Ginnie Mae 0% Due 12/20/2040
|
|
Government Bond 122,740 units
|
|
100,417
|
|
|
|
|
M & T Bank Corporation 3.55% Due 07/26/2023
|
|
Corporate Bond 100,000 units
|
|
100,399
|
|
|
|
|
United Air Lines, Inc. 3.1% Due 07/07/2028
|
|
Corporate Bond 104,195 units
|
|
100,336
|
|
|
|
|
Hertz Fleet Lease 3.23% Due 05/10/2032
|
|
Corporate Bond 100,000 units
|
|
100,330
|
|
|
|
|
Ocwen Master Advance Receivables Trust Series/18/T2 Class/At2 3.748% 08/15/2050
|
|
Corporate Bond 100,000 units
|
|
100,241
|
|
|
|
|
NBCUniversal Enterprise, Inc. 1.974% Due 04/15/2019
|
|
Corporate Bond 100,000 units
|
|
99,682
|
|
|
|
|
Medtronic Inc. 3.5% Due 03/15/2025
|
|
Corporate Bond 100,000 units
|
|
99,605
|
|
|
|
|
Flagship Credit Auto 3.61999988556% Due 07/15/2023
|
|
Corporate Bond 100,000 units
|
|
99,513
|
|
|
|
|
Select Income Real Estate Investment Trust (REIT) 3.6% Due 02/01/2020
|
|
Corporate Bond 100,000 units
|
|
99,505
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
American Tower Corporation Fixed 2.8% Due 06/01/2020
|
|
Corporate Bond 100,000 units
|
|
99,232
|
|
|
|
|
Mercedes-Benz Auto 2.01% Due 01/17/2023
|
|
Corporate Bond 100,000 units
|
|
99,204
|
|
|
|
|
Federal National Mortgage Association Pool#CA1710 4.5% 05/01/2048
|
|
Government Bond 95,645 units
|
|
99,082
|
|
|
|
|
Caterpillar Financial Services Limited 2.1% Due 01/10/2020
|
|
Corporate Bond 100,000 units
|
|
99,024
|
|
|
|
|
Kroger Company 3.4% Due 04/15/2022
|
|
Corporate Bond 100,000 units
|
|
98,971
|
|
|
|
|
Octagon Investment Partners IV Limited Senior 15/1A Class AR Floating 10/20/2026
|
|
Corporate Bond 100,000 units
|
|
98,965
|
|
|
|
|
Canadian Natural Resources Limited 3.8% Due 04/15/2024
|
|
Corporate Bond 100,000 units
|
|
98,612
|
|
|
|
|
Fannie Mae REMIC Series 2013/6 Class GI 09/25/2032
|
|
Government Bond 1,048,923 units
|
|
98,596
|
|
|
|
|
Macquarie Group Limited Senior 5.033% Due 01/15/2030
|
|
Corporate Bond 100,000 units
|
|
98,543
|
|
|
|
|
Citigroup Inc. 2.9% Due 12/08/2021
|
|
Corporate Bond 100,000 units
|
|
98,383
|
|
|
|
|
Morgan Stanley Fixed 3.7% Due 10/23/2024
|
|
Corporate Bond 100,000 units
|
|
98,339
|
|
|
|
|
IBM Credit Corporation 3.0% 02/06/2023
|
|
Corporate Bond 100,000 units
|
|
98,084
|
|
|
|
|
Lincoln National Corporation 6.25% Due 02/15/2020
|
|
Corporate Bond 95,000 units
|
|
98,054
|
|
|
|
|
Xcel Energy Inc 2.6% Due 03/15/2022
|
|
Corporate Bond 100,000 units
|
|
97,624
|
|
|
|
|
Credit Suisse First Boston Mortgage Securities Corporation 2004/AR6 Pass-Through Class 2/A Variable Rate Due 10/25/34
|
|
Corporate Bond 97,891 units
|
|
97,600
|
|
|
|
|
Union Pacific Corporation 3.25% Due 01/15/2025
|
|
Corporate Bond 100,000 units
|
|
97,521
|
|
|
|
|
British Airways Pass Thru 3.8% 09/20/2031
|
|
Corporate Bond 98,908 units
|
|
96,971
|
|
|
|
|
Wells Fargo & Company 3.3% Due 09/09/2024*
|
|
Corporate Bond 100,000 units
|
|
96,734
|
|
|
|
|
Shire Acquisitions 2.4% Due 09/23/2021
|
|
Corporate Bond 100,000 units
|
|
96,698
|
|
|
|
|
John Deere Capital Corporation 3.35% 06/12/2024
|
|
Corporate Bond 97,000 units
|
|
96,669
|
|
|
|
|
Reynolds Group 5.75% Due 10/15/2020
|
|
Corporate Bond 96,911 units
|
|
96,668
|
|
|
|
|
Merrill Lynch Mortgage Investors, Inc. Series 2003/5 Class/A1 Due 10/25/2028*
|
|
Corporate Bond 97,943 units
|
|
96,479
|
|
|
|
|
Massmutual Global Funding 2.5% Due 10/17/2022
|
|
Corporate Bond 100,000 units
|
|
96,467
|
|
|
|
|
Citigroup Inc. 4.45% Due 09/29/2027
|
|
Corporate Bond 100,000 units
|
|
96,382
|
|
|
|
|
MetLife Global 3.875% Due 04/11/2022*
|
|
Corporate Bond 95,000 units
|
|
96,220
|
|
|
|
|
Wyeth 5.95% Due 04/01/2037
|
|
Corporate Bond 80,000 units
|
|
95,941
|
|
|
|
|
NiSource Finance Corporation 2.65% Due 11/17/2022
|
|
Corporate Bond 100,000 units
|
|
95,738
|
|
|
|
|
Simon Property Group Inc. 3.375% Due 12/01/2027
|
|
Corporate Bond 100,000 units
|
|
95,698
|
|
|
|
|
AIG Sun America Global Financing 6.9% Due 03/15/2032*
|
|
Corporate Bond 75,000 units
|
|
95,347
|
|
|
|
|
The Goldman Sachs Group Inc. 3.5% Due 11/16/2026
|
|
Corporate Bond 103,000 units
|
|
95,136
|
|
|
|
|
General Electric Capital Corporation 2.1% Due 12/11/2019
|
|
Corporate Bond 96,000 units
|
|
94,324
|
|
|
|
|
Morgan Stanley 5.5% Due 07/28/2021
|
|
Corporate Bond 90,000 units
|
|
94,319
|
|
|
|
|
Morgan Stanley 3.125% Due 07/27/2026
|
|
Corporate Bond 102,000 units
|
|
94,313
|
|
|
|
|
Canadian Pacific Railway Limited 7.125% Due 10/15/2031
|
|
Corporate Bond 75,000 units
|
|
93,968
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
American Tower Corporation 3.0% Due 06/15/2023
|
|
Corporate Bond 95,000 units
|
|
91,402
|
|
|
|
|
Texas Eastern Transmission, LP 2.8% Due 10/15/2022
|
|
Corporate Bond 95,000 units
|
|
91,356
|
|
|
|
|
Schlumberger Investment 2.4% Due 08/01/2022
|
|
Corporate Bond 95,000 units
|
|
91,221
|
|
|
|
|
Walgreens Boots Alliance, Inc. 4.8% Due 11/18/2044
|
|
Corporate Bond 100,000 units
|
|
91,047
|
|
|
|
|
DT Auto Owner Trust Series 17-1A Class C 2.7% 11/15/2022
|
|
Corporate Bond 90,955 units
|
|
90,732
|
|
|
|
|
Bayview Commercial Asset Trust Variable Rate Due 11/25/2035
|
|
Corporate Bond 93,340 units
|
|
90,588
|
|
|
|
|
United States Treasury SEC Stripped Interest Payment Due 02/15/2034
|
|
Government Bond 140,000 units
|
|
90,157
|
|
|
|
|
Comcast Corporation 2.35% Due 01/15/2027
|
|
Corporate Bond 100,000 units
|
|
89,389
|
|
|
|
|
Air Canada 3.55% Due 07/15/2031
|
|
Corporate Bond 93,000 units
|
|
88,854
|
|
|
|
|
Vodafone Group PLC 3.75% Due 01/16/2024
|
|
Corporate Bond 90,000 units
|
|
88,707
|
|
|
|
|
Chevron Phillips Chemical Company LLC 3.4% Due 12/01/2026
|
|
Corporate Bond 91,000 units
|
|
88,578
|
|
|
|
|
Shell International Finance BV 2.875% Due 05/10/2026
|
|
Corporate Bond 92,000 units
|
|
88,242
|
|
|
|
|
Enbridge Inc. 4.25% Due 12/01/2026
|
|
Corporate Bond 89,000 units
|
|
88,005
|
|
|
|
|
HSBC Holdings PLC 4.875% Due 01/14/2022
|
|
Corporate Bond 85,000 units
|
|
87,861
|
|
|
|
|
Diageo Capital PLC 4.828% Due 07/15/2020
|
|
Corporate Bond 85,000 units
|
|
87,328
|
|
|
|
|
Bank of New York Company, Inc. 3.65% Due 02/04/2024
|
|
Corporate Bond 87,000 units
|
|
87,178
|
|
|
|
|
Sequoia Mortgage Trust 2004/1 Floating Rate Due 11/20/2034
|
|
Corporate Bond 87,923 units
|
|
86,789
|
|
|
|
|
British Airways Pass Thru Trust 2018/1A 4.125% 09/20/2031
|
|
Corporate Bond 87,956 units
|
|
86,699
|
|
|
|
|
DT Auto Owner Trust SE 18/1A Class C 3.47% Due 12/15/2023
|
|
Corporate Bond 86,000 units
|
|
86,205
|
|
|
|
|
Shell International Finance BV 4% Due 05/10/2046
|
|
Corporate Bond 89,000 units
|
|
85,944
|
|
|
|
|
Comcast Corporation 4.6% 10/15/2038
|
|
Corporate Bond 85,000 units
|
|
85,831
|
|
|
|
|
Merrill Lynch Mortgage Investors, Inc. Series 2004/B Class 1 Due 05/25/2029*
|
|
Corporate Bond 87,876 units
|
|
85,616
|
|
|
|
|
Royal Bank Of Canada 4.65% Due 01/27/2026
|
|
Corporate Bond 83,000 units
|
|
85,441
|
|
|
|
|
Verizon Communications Inc. 4.329% 09/21/2028
|
|
Corporate Bond 85,000 units
|
|
85,349
|
|
|
|
|
U.S. Bancorp Tranche Trust 00175 3.7% Due 01/30/2024
|
|
Corporate Bond 84,000 units
|
|
85,302
|
|
|
|
|
Fannie Mae Preassign 00166 6.5% Due 08/25/2036
|
|
Government Bond 77,369 units
|
|
85,211
|
|
|
|
|
Penske Truck 4.125% Due 08/01/2023
|
|
Corporate Bond 85,000 units
|
|
84,850
|
|
|
|
|
Federal Home Loan Mortgage Corporation Series 2595 5% Due 04/15/2023
|
|
Government Bond 83,180 units
|
|
84,662
|
|
|
|
|
J.P. Morgan Mortgage Trust Series 2004/A3 Due 07/25/2034*
|
|
Corporate Bond 86,087 units
|
|
84,527
|
|
|
|
|
United States Treasury SEC Stripped Interest Payment Due 08/15/2032
|
|
Government Bond 125,000 units
|
|
84,423
|
|
|
|
|
Sunoco Logistics 4.25% Due 04/01/2024
|
|
Corporate Bond 87,000 units
|
|
84,392
|
|
|
|
|
Federal Home Loan Mortgage Corporation Multiclass Series 3087 5.5% Due 12/15/2025
|
|
Government Bond 81,532 units
|
|
83,668
|
|
|
|
|
Costco Wholesale Corporation 2.75% Due 05/18/2024
|
|
Corporate Bond 86,000 units
|
|
83,649
|
|
|
|
|
Westgate Resorts 2.15% Due 12/20/2026
|
|
Corporate Bond 83,513 units
|
|
83,353
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
The PNC Financial Services Group, Inc. 2.84% Due 11/09/2022
|
|
Corporate Bond 85,000 units
|
|
83,297
|
|
|
|
|
Citigroup Inc. 3.2% Due 10/21/2026
|
|
Corporate Bond 90,000 units
|
|
83,087
|
|
|
|
|
United States Treasury SEC Stripped Interest Payment Due 02/15/2026
|
|
Government Bond 100,000 units
|
|
82,804
|
|
|
|
|
Rabobank Netherlands Variable Rate Due 12/29/2049
|
|
Corporate Bond 80,000 units
|
|
82,600
|
|
|
|
|
Baker Hughes A General Electric Company LLC/Baker Hughes 4.08% 12/15/2047
|
|
Corporate Bond 100,000 units
|
|
82,405
|
|
|
|
|
Abbott Laboratories 3.875% Due 09/15/2025
|
|
Corporate Bond 81,000 units
|
|
82,019
|
|
|
|
|
United States Treasury Bond Inflation Index 2% Due 01/15/2026
|
|
Government Bond 60,000 units
|
|
81,581
|
|
|
|
|
Statoil ASA 2.65% Due 01/15/2024
|
|
Corporate Bond 84,000 units
|
|
81,252
|
|
|
|
|
Flagship Credit Auto 2.83% Due 03/15/2023
|
|
Corporate Bond 81,000 units
|
|
80,763
|
|
|
|
|
American Water Capital Corporation 3% Due 12/01/2026
|
|
Corporate Bond 85,000 units
|
|
80,509
|
|
|
|
|
Amazon Inc. 4.8% Due 12/05/2034
|
|
Corporate Bond 75,000 units
|
|
80,336
|
|
|
|
|
Deutsche Bank AG 3.375% Due 05/12/2021
|
|
Corporate Bond 83,000 units
|
|
80,099
|
|
|
|
|
Federal Home Loan Mortgage Corporation Multiclass Series 3005 5% Due 07/15/2025
|
|
Government Bond 77,641 units
|
|
79,645
|
|
|
|
|
Virginia Electric & Power Company 2.95% Due 01/15/2022
|
|
Corporate Bond 80,000 units
|
|
79,129
|
|
|
|
|
Red Finance Inc. 4.25% Due 05/15/2024
|
|
Corporate Bond 86,000 units
|
|
79,120
|
|
|
|
|
Rite Aid Corporation Senior 6.125% Due 04/01/2023/04/01/2019
|
|
Corporate Bond 100,000 units
|
|
79,000
|
|
|
|
|
State Street Corporation 3.55% Due 08/18/2025
|
|
Corporate Bond 79,000 units
|
|
78,803
|
|
|
|
|
Petro/Canada 7.875% Due 06/15/2026
|
|
Corporate Bond 65,000 units
|
|
77,885
|
|
|
|
|
Bank of America Corporation 3.95% Due 04/21/2025*
|
|
Corporate Bond 80,000 units
|
|
77,515
|
|
|
|
|
Duke Energy Florida 3.2% Due 01/15/2027
|
|
Corporate Bond 80,000 units
|
|
77,406
|
|
|
|
|
United States Treasury Notes 2.75% 04/30/2025
|
|
Government Bond 76,000 units
|
|
77,318
|
|
|
|
|
Fannie Mae Preassign 00653 5.5% Due 03/25/2023
|
|
Government Bond 75,132 units
|
|
77,151
|
|
|
|
|
CMS Energy Corporation 3.45% Due 08/15/2027
|
|
Corporate Bond 80,000 units
|
|
76,977
|
|
|
|
|
Bacardi Limited Guaranteed Note 4.7% Due 05/15/2028
|
|
Corporate Bond 80,000 units
|
|
76,879
|
|
|
|
|
Comcast Corporation 4.95% Due 10/15/2058
|
|
Corporate Bond 75,000 units
|
|
76,249
|
|
|
|
|
Ginnie Mae II Pool #3760 Series 2035 5.5% Due 09/20/2035
|
|
Government Bond 71,205 units
|
|
76,021
|
|
|
|
|
Medco Health 4.125% Due 09/15/2020
|
|
Corporate Bond 75,000 units
|
|
75,809
|
|
|
|
|
Burlington Northern and Santa Fe Railway Company 3.45% Due 09/15/2021
|
|
Corporate Bond 75,000 units
|
|
75,762
|
|
|
|
|
Sempra Energy Company 9.8% Due 02/15/2019
|
|
Corporate Bond 75,000 units
|
|
75,500
|
|
|
|
|
Realty Income Corporation 4.125% 10/15/2026
|
|
Corporate Bond 75,000 units
|
|
75,447
|
|
|
|
|
Macmo Master Asset Securitization Trust 5.5% Due 12/25/2033
|
|
Corporate Bond 74,868 units
|
|
75,373
|
|
|
|
|
Enterprise Products Operating LLC 3.5% 02/01/2022
|
|
Corporate Bond 75,000 units
|
|
75,199
|
|
|
|
|
Regions Financial Corporation 3.8% Due 08/14/2023
|
|
Corporate Bond 75,000 units
|
|
75,134
|
|
|
|
|
Ryder Systems Inc. Medium Term Notes Book Entrytranche # Trust 00225 3.5% Due 06/01/2021
|
|
Corporate Bond 75,000 units
|
|
75,097
|
|
|
|
|
Vodafone Group PLC 4.125% Due 05/30/2025
|
|
Corporate Bond 76,000 units
|
|
75,080
|
|
|
|
|
Sprint Corporation Fixed 7.625% Due 03/01/2026
|
|
Corporate Bond 76,000 units
|
|
75,050
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
NextEra Energy Capital Holdings, Inc. 3.625% Due 06/15/2023
|
|
Corporate Bond 75,000 units
|
|
74,908
|
|
|
|
|
Intelsat Jackson 8.5% Due 10/15/2024
|
|
Corporate Bond 77,000 units
|
|
74,690
|
|
|
|
|
Toyota Motor Corp 2.125% Due 07/18/2019
|
|
Corporate Bond 75,000 units
|
|
74,597
|
|
|
|
|
Fedex Corporation 4.2% 10/17/2028
|
|
Corporate Bond 75,000 units
|
|
74,508
|
|
|
|
|
Verizon Communications Inc. 3.125% Due 03/16/2022
|
|
Corporate Bond 75,000 units
|
|
74,500
|
|
|
|
|
BP Capital Markets American Fixed 3.245% Due 05/06/2022
|
|
Corporate Bond 75,000 units
|
|
74,350
|
|
|
|
|
AT&T Inc. 3.95% Due 01/15/2025
|
|
Corporate Bond 76,000 units
|
|
74,317
|
|
|
|
|
Transcanada Pipelines 4.25% Due 05/15/2028
|
|
Corporate Bond 75,000 units
|
|
74,276
|
|
|
|
|
GlaxoSmithKline PLC 2.85% Due 05/08/2022
|
|
Corporate Bond 75,000 units
|
|
74,091
|
|
|
|
|
Health Care REIT, Inc. 4% Due 06/01/2025
|
|
Corporate Bond 75,000 units
|
|
74,019
|
|
|
|
|
Exelon Generation Company LLC 6.25% Due 10/01/2039
|
|
Corporate Bond 70,000 units
|
|
72,999
|
|
|
|
|
Fannie Mae Tranche 00743 3.5% Due 10/25/2037
|
|
Government Bond 72,153 units
|
|
72,756
|
|
|
|
|
New York State Electric & Gas Corporation 3.25% Due 12/01/2026
|
|
Corporate Bond 75,000 units
|
|
72,730
|
|
|
|
|
Federal National Mortgage Association Series 2018/M3 Class A2 3.1935% 02/25/2030
|
|
Government Bond 75,000 units
|
|
71,957
|
|
|
|
|
CVS Health Corporation 4.78% Due 03/25/2038
|
|
Corporate Bond 75,000 units
|
|
71,869
|
|
|
|
|
Daiwa Securities Group Inc. 3.129% Due 04/19/2022
|
|
Corporate Bond 73,000 units
|
|
71,830
|
|
|
|
|
Renew 2017-1 Funding Note Class A 3.67000007629% Due 09/20/2052
|
|
Corporate Bond 70,878 units
|
|
71,309
|
|
|
|
|
Westpac Banking Corporation 4.322% Due 11/23/2031
|
|
Corporate Bond 75,000 units
|
|
71,188
|
|
|
|
|
Republic Services, Inc. 5.5% Due 09/15/2019
|
|
Corporate Bond 70,000 units
|
|
71,084
|
|
|
|
|
Nucor Corporation 4% Due 08/01/2023
|
|
Corporate Bond 70,000 units
|
|
71,074
|
|
|
|
|
Fannie Mae Series 417 Class C11 2.5% Due 2/25/2028
|
|
Government Bond 1,013,931 units
|
|
70,833
|
|
|
|
|
Time Warner Cable Inc. 7.3% Due 07/1/2038
|
|
Corporate Bond 65,000 units
|
|
70,464
|
|
|
|
|
Time Warner Cable Inc. 8.75% Due 02/14/2019
|
|
Corporate Bond 70,000 units
|
|
70,391
|
|
|
|
|
Chase Mortgage Financial Trust Series 2007/A1 Pass-Through Due 02/25/2037*
|
|
Corporate Bond 68,573 units
|
|
70,177
|
|
|
|
|
State Street Corporation Variable Rate 3.776% 12/03/2024
|
|
Corporate Bond 70,000 units
|
|
70,167
|
|
|
|
|
Capital One Financial Corporation 3.2% Due 02/05/2025
|
|
Corporate Bond 75,000 units
|
|
70,016
|
|
|
|
|
Invesco Finance PLC 4% Due 01/30/2024
|
|
Corporate Bond 70,000 units
|
|
69,887
|
|
|
|
|
International Flavors & 5% Due 09/26/2048
|
|
Corporate Bond 70,000 units
|
|
69,723
|
|
|
|
|
Comcast Corporation 3.375% Due 02/15/2025
|
|
Corporate Bond 71,000 units
|
|
69,539
|
|
|
|
|
Pacific Gas & Electric Company 6.05% Due 03/01/2034
|
|
Corporate Bond 75,000 units
|
|
69,492
|
|
|
|
|
Citigroup Inc. 4.6% Due 03/09/2026
|
|
Corporate Bond 70,000 units
|
|
69,086
|
|
|
|
|
Air Lease Corporation 3.25% Due 03/01/2025
|
|
Corporate Bond 75,000 units
|
|
68,907
|
|
|
|
|
PepsiCo, Inc. 2.375% Due 10/06/2026
|
|
Corporate Bond 75,000 units
|
|
68,854
|
|
|
|
|
Precision 3.25% Due 06/15/2025
|
|
Corporate Bond 70,000 units
|
|
68,758
|
|
|
|
|
Sumitomo Mitsui 2.632% Due 07/14/2026
|
|
Corporate Bond 75,000 units
|
|
68,588
|
|
|
|
|
BP Capital Markets American Fixed 3.224% Due 04/14/2024
|
|
Corporate Bond 70,000 units
|
|
68,535
|
|
|
|
|
Nutrien Limited Fixed 5.25% Due 01/15/2045
|
|
Corporate Bond 68,000 units
|
|
68,160
|
|
|
|
|
Americredit 1.53% Due 07/08/2021
|
|
Corporate Bond 68,515 units
|
|
68,159
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
Principal Life Global 2.375% Due 11/21/2021*
|
|
Corporate Bond 70,000 units
|
|
68,088
|
|
|
|
|
Westar Energy Inc. 3.1% Due 04/01/2027
|
|
Corporate Bond 70,000 units
|
|
67,704
|
|
|
|
|
Alimentation Couche/Tard Inc. 2.7% Due 07/26/2022/07/26/2017
|
|
Corporate Bond 70,000 units
|
|
67,549
|
|
|
|
|
Wells Fargo & Company 2.625% Due 07/22/2022*
|
|
Corporate Bond 70,000 units
|
|
67,498
|
|
|
|
|
Reynolds American Inc. Fixed 4.45% Due 06/12/2025
|
|
Corporate Bond 70,000 units
|
|
67,496
|
|
|
|
|
Microsoft Corporation 2% Due 08/08/2023
|
|
Corporate Bond 70,000 units
|
|
67,302
|
|
|
|
|
United Technologies Corporation 1.95% Due 11/01/2021
|
|
Corporate Bond 70,000 units
|
|
67,197
|
|
|
|
|
American Tower Corporation 2.25% Due 01/15/2022
|
|
Corporate Bond 70,000 units
|
|
66,990
|
|
|
|
|
UBS Commercial Mortgage Income Only Trust 2012/C1 2.561868% Due 05/10/2045
|
|
Corporate Bond 1,226,417 units
|
|
66,826
|
|
|
|
|
American Airlines Group Inc. 3.0% Due 04/15/2030
|
|
Corporate Bond 70,085 units
|
|
66,191
|
|
|
|
|
Microsoft Corporation 3.45% Due 08/08/2036
|
|
Corporate Bond 70,000 units
|
|
65,930
|
|
|
|
|
CenterPoint Energy 3% Due 02/01/2027
|
|
Corporate Bond 69,000 units
|
|
65,845
|
|
|
|
|
Citigroup Inc. 3.4% Due 05/01/2026
|
|
Corporate Bond 70,000 units
|
|
65,843
|
|
|
|
|
Honeywell International Inc. 2.5% Due 11/01/2026
|
|
Corporate Bond 70,000 units
|
|
65,473
|
|
|
|
|
Target Corporation 2.5% Due 04/15/2026
|
|
Corporate Bond 70,000 units
|
|
65,352
|
|
|
|
|
Fannie Mae Single Family Mortgage 3% 15 Years Settles January
|
|
Government Bond 65,000 units
|
|
64,839
|
|
|
|
|
Consolidated Edison Company of New York Inc. 3.875% Due 06/15/2047
|
|
Corporate Bond 70,000 units
|
|
64,557
|
|
|
|
|
BB&T Corporation 2.625% Due 06/29/2020
|
|
Corporate Bond 65,000 units
|
|
64,418
|
|
|
|
|
The Home Depot, Inc. 3.75% Due 02/15/2024
|
|
Corporate Bond 63,000 units
|
|
64,417
|
|
|
|
|
General Mills Inc. 3.2% Due 02/10/2027
|
|
Corporate Bond 70,000 units
|
|
64,360
|
|
|
|
|
Fannie Mae Pool #890231 5% Due 07/01/2025
|
|
Government Bond 62,746 units
|
|
64,210
|
|
|
|
|
Bank of America Corporation 4.25% Due 10/22/2026*
|
|
Corporate Bond 66,000 units
|
|
64,192
|
|
|
|
|
Citigroup Inc. 2.65% Due 10/26/2020
|
|
Corporate Bond 65,000 units
|
|
64,136
|
|
|
|
|
Amerada Hess Corporation 7.3% Due 08/15/2031
|
|
Corporate Bond 59,000 units
|
|
63,841
|
|
|
|
|
American Home Mortgage Investment Trust Series 2004/3 Class 5A Variable Rate Due 10/25/2034
|
|
Corporate Bond 63,646 units
|
|
63,276
|
|
|
|
|
Bacardi Limited 5.3% 05/15/2048
|
|
Corporate Bond 70,000 units
|
|
63,194
|
|
|
|
|
Nutrien Limited Fixed 3.625% Due 03/15/2024
|
|
Corporate Bond 65,000 units
|
|
63,156
|
|
|
|
|
Burl Northern Santa Fixed 3% Due 04/01/2025
|
|
Corporate Bond 65,000 units
|
|
62,979
|
|
|
|
|
CVS Lease Backed Pass Thru Series 2013 Trust 4.704 01/10/2036
|
|
Corporate Bond 64,236 units
|
|
62,900
|
|
|
|
|
Constellation 4.75% Due 11/15/2024
|
|
Corporate Bond 60,000 units
|
|
62,162
|
|
|
|
|
Analog Devices Inc. 4.5% Due 12/05/2036
|
|
Corporate Bond 65,000 units
|
|
61,370
|
|
|
|
|
Intelsat Jackson Holdings S.A. 9.75% Due 07/15/2025
|
|
Corporate Bond 61,000 units
|
|
61,171
|
|
|
|
|
First Horizon National Corporation 4.75% Due 12/25/2034
|
|
Corporate Bond 59,570 units
|
|
61,036
|
|
|
|
|
DT Auto Owner Trust 3.77% Due 10/17/2022
|
|
Corporate Bond 60,700 units
|
|
60,791
|
|
|
|
|
Energy Transfer 3.6% Due 02/01/2023
|
|
Corporate Bond 63,000 units
|
|
60,696
|
|
|
|
|
Plains All American Pipeline LP 4.9% Due 02/15/2045
|
|
Corporate Bond 71,000 units
|
|
60,674
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
United Technologies Corporation 4.15% Due 05/15/2045
|
|
Corporate Bond 67,000 units
|
|
59,920
|
|
|
|
|
DT Auto Owner Trust Series 18/1A Class D 4.09% Due 12/15/2023
|
|
Corporate Bond 60,000 units
|
|
59,916
|
|
|
|
|
MidAmerican Energy 3.75% Due 11/15/2023
|
|
Corporate Bond 59,000 units
|
|
59,838
|
|
|
|
|
Federal Home Loan Mortgage Corporation Series 3542 Class N 0% Due 07/15/2036
|
|
Government Bond 68,374 units
|
|
59,625
|
|
|
|
|
Wells Fargo Mortgage Backed Securities 2004/EE Trust Variable Rate Due 12/25/2034*
|
|
Corporate Bond 57,728 units
|
|
59,541
|
|
|
|
|
Morgan Stanley Dean Witter Capital I Trust 2003/HYB1 Variable Rate Due 02/25/2033
|
|
Corporate Bond 60,623 units
|
|
59,421
|
|
|
|
|
PPL Capital Funding Inc. 3.4% Due 06/01/2023
|
|
Corporate Bond 60,000 units
|
|
59,362
|
|
|
|
|
Host Hotels & Resorts Inc. 3.875% Due 04/01/2024
|
|
Corporate Bond 60,000 units
|
|
59,191
|
|
|
|
|
American Express Credit Corporation 2.7% Due 03/03/2022
|
|
Corporate Bond 60,000 units
|
|
58,812
|
|
|
|
|
Synchrony Financial 3.7% Due 08/04/2026
|
|
Corporate Bond 69,000 units
|
|
58,529
|
|
|
|
|
Kroger Company 2.8% Due 08/01/2022
|
|
Corporate Bond 60,000 units
|
|
58,474
|
|
|
|
|
Chevron Corporation 2.566% Due 05/16/2023
|
|
Corporate Bond 60,000 units
|
|
58,433
|
|
|
|
|
BB&T Corporation 2.05% Due 05/10/2021
|
|
Corporate Bond 60,000 units
|
|
58,424
|
|
|
|
|
Analog Devices, Inc. 3.125% Due 12/05/2023
|
|
Corporate Bond 60,000 units
|
|
58,281
|
|
|
|
|
Southern Power Company 1.95% Due 12/15/2019
|
|
Corporate Bond 59,000 units
|
|
58,110
|
|
|
|
|
Prudential Financial 3.905% Due 12/07/2047*
|
|
Corporate Bond 65,000 units
|
|
58,083
|
|
|
|
|
Deutsche Bank AG 3.125% Due 01/13/2021
|
|
Corporate Bond 60,000 units
|
|
58,069
|
|
|
|
|
Sequoia Mortgage Trust 2004/1, 2004/8 Variable Rate Due 09/20/2034
|
|
Corporate Bond 58,395 units
|
|
57,821
|
|
|
|
|
Campbell Soup Company 3.95% Due 03/15/2025
|
|
Corporate Bond 60,000 units
|
|
57,483
|
|
|
|
|
Teachers Ins & 4.27% Due 05/15/2047
|
|
Corporate Bond 60,000 units
|
|
57,428
|
|
|
|
|
Hero Funding Trust 2016-3 3.08% Due 09/20/2042
|
|
Corporate Bond 58,671 units
|
|
57,414
|
|
|
|
|
Centene Corp 4.75% Due 01/15/2025
|
|
Corporate Bond 60,000 units
|
|
57,300
|
|
|
|
|
Cisco Systems, Inc. 2.95% Due 02/28/2026
|
|
Corporate Bond 60,000 units
|
|
57,207
|
|
|
|
|
The Goldman Sachs Group Inc. 2.905% Due 07/24/2023
|
|
Corporate Bond 60,000 units
|
|
57,155
|
|
|
|
|
Level 3 Financing Inc. 5.375% Due 01/15/2024
|
|
Corporate Bond 60,000 units
|
|
57,150
|
|
|
|
|
Qualcomm Inc. 2.9% Due 05/20/2024
|
|
Corporate Bond 60,000 units
|
|
57,132
|
|
|
|
|
Hyundai Auto Fixed 2.79% Due 07/15/2022
|
|
Corporate Bond 57,000 units
|
|
56,954
|
|
|
|
|
Oracle Corporation 3.85% Due 07/15/2036
|
|
Corporate Bond 60,000 units
|
|
56,669
|
|
|
|
|
AGL Capital Corporation 5.875% Due 03/15/2041
|
|
Corporate Bond 50,000 units
|
|
56,507
|
|
|
|
|
Abbvie Inc. 4.3% Due 05/14/2036
|
|
Corporate Bond 63,000 units
|
|
56,207
|
|
|
|
|
CWMBS, Inc. 5.25% Due 05/25/2034
|
|
Corporate Bond 56,454 units
|
|
56,038
|
|
|
|
|
BMW US Capital, LLC 2.25% Due 09/15/2023
|
|
Corporate Bond 60,000 units
|
|
55,983
|
|
|
|
|
Verizon Owner Trust 2016-1 1.42% Due 01/20/2021
|
|
Corporate Bond 56,189 units
|
|
55,914
|
|
|
|
|
Structured Asset Securities Corporation 2003/26A Pass-Through Due 09/25/2033
|
|
Corporate Bond 55,402 units
|
|
55,624
|
|
|
|
|
GS Mortgage Securities Corporation 2005/RP2 Variable Rate Due 03/25/2035
|
|
Corporate Bond 59,667 units
|
|
55,581
|
|
|
|
|
Structured Asset Securities Corporation Series 2004/6XS Due 03/25/2034
|
|
Corporate Bond 55,056 units
|
|
55,539
|
|
|
|
|
The Goldman Sachs Group Inc. 3.75% Due 05/22/2025
|
|
Corporate Bond 58,000 units
|
|
55,493
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
Federal Home Loan Mortgage Corporation Multiclass Series 3852 Class QN Floating Rate Due 05/15/2041
|
|
Government Bond 54,381 units
|
|
55,320
|
|
|
|
|
Master Alternative Loan Trust 2004/1 5.5% Pass-Through
|
|
Corporate Bond 53,794 units
|
|
55,159
|
|
|
|
|
Santander Drive Auto Fixed 3.73% Due 07/17/2023
|
|
Corporate Bond 55,000 units
|
|
54,711
|
|
|
|
|
Northern States Power Company 4.125% Due 05/15/2044
|
|
Corporate Bond 54,000 units
|
|
54,509
|
|
|
|
|
NiSource Finance Corporation 5.65% Due 02/01/2045
|
|
Corporate Bond 50,000 units
|
|
54,435
|
|
|
|
|
Transocean 5.875% Due 01/15/2024
|
|
Corporate Bond 56,000 units
|
|
53,620
|
|
|
|
|
Shell International Finance BV 4.125% Due 05/11/2035
|
|
Corporate Bond 54,000 units
|
|
53,593
|
|
|
|
|
Sempra Energy Company 4.05% Due 12/01/2023
|
|
Corporate Bond 53,000 units
|
|
53,390
|
|
|
|
|
Thornburg Mortgage Securities Trust 2004/3 Pass-Through Floating Rate Due 11/30/2044
|
|
Corporate Bond 54,321 units
|
|
53,221
|
|
|
|
|
Ginnie Mae Pool #AE8877 Series 2037 5.5% Due 01/15/2037
|
|
Government Bond 49,205 units
|
|
53,192
|
|
|
|
|
Apple Inc. 2.85% Due 05/06/2021
|
|
Corporate Bond 53,000 units
|
|
53,065
|
|
|
|
|
Public Service Electric and Gas Company 2.25% Due 09/15/2026
|
|
Corporate Bond 58,000 units
|
|
52,986
|
|
|
|
|
Fannie Mae REMIC Trust 2007/W1 Variable Rate Due 11/25/2046
|
|
Government Bond 52,932 units
|
|
52,117
|
|
|
|
|
UnitedHealth Group, Inc. 3.1% Due 03/15/2026
|
|
Corporate Bond 54,000 units
|
|
52,115
|
|
|
|
|
Time Warner Inc. 3.6% Due 07/15/2025
|
|
Corporate Bond 55,000 units
|
|
52,092
|
|
|
|
|
HCA Inc. 5.25% Due 04/15/2025
|
|
Corporate Bond 52,000 units
|
|
51,740
|
|
|
|
|
Bayview Commercial Asset Trust Variable Rate Due 01/25/2036
|
|
Corporate Bond 54,143 units
|
|
51,708
|
|
|
|
|
AmeriCredit CDA Automobile Series 17-1 Class D 3.13% Due 01/18/2023
|
|
Corporate Bond 52,000 units
|
|
51,694
|
|
|
|
|
Nutrien Limited 3.375% Due 03/15/2025
|
|
Corporate Bond 55,000 units
|
|
51,673
|
|
|
|
|
Boardwalk REIT 5.95% Due 06/01/2026
|
|
Corporate Bond 50,000 units
|
|
51,656
|
|
|
|
|
Federal Home Loan Mortgage Corporation Multiclass Series 4030 Income Only 3.50% Due 04/15/2027
|
|
Government Bond 565,556 units
|
|
51,575
|
|
|
|
|
Goodman Us Finance Three LLC 3.7% Due 03/15/2028
|
|
Corporate Bond 54,000 units
|
|
51,394
|
|
|
|
|
Medtronic Inc. 4.375% Due 03/15/2035
|
|
Corporate Bond 50,000 units
|
|
51,192
|
|
|
|
|
Duke Energy Carolinas, LLC 4.3% Due 06/15/2020
|
|
Corporate Bond 50,000 units
|
|
50,970
|
|
|
|
|
Canadian Natural Resources Limited 3.85% Due 06/01/2027
|
|
Corporate Bond 54,000 units
|
|
50,939
|
|
|
|
|
Fannie Mae REMIC Series 2013/13 Class IK Due 03/25/2028
|
|
Government Bond 686,575 units
|
|
50,848
|
|
|
|
|
Suntrust Bank Bonds 4.05% 11/03/2025
|
|
Corporate Bond 50,000 units
|
|
50,845
|
|
|
|
|
UnitedHealth Group, Inc. 3.75% Due 07/15/2025
|
|
Corporate Bond 50,000 units
|
|
50,613
|
|
|
|
|
Manulife Financial Corporation 4.15% Due 03/04/2026
|
|
Corporate Bond 50,000 units
|
|
50,499
|
|
|
|
|
National Retail Properties, Inc. 4% Due 11/15/2025
|
|
Corporate Bond 51,000 units
|
|
50,459
|
|
|
|
|
Entergy Corporation 4.0% Due 07/15/2022
|
|
Corporate Bond 50,000 units
|
|
50,439
|
|
|
|
|
Master Alternative Loan Trust 2004/3 6.25% Due 04/25/2034
|
|
Corporate Bond 48,283 units
|
|
50,402
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
Valeant Pharmaceuticals International Inc. 5.5% Due 03/01/2023
|
|
Corporate Bond 55,000 units
|
|
50,325
|
|
|
|
|
General Electric Capital Corporation Trust 00750 Variable Rate Due 08/15/36
|
|
Corporate Bond 75,000 units
|
|
50,309
|
|
|
|
|
Nextera Energy Capital 3.342% Due 09/01/2020
|
|
Corporate Bond 50,000 units
|
|
50,099
|
|
|
|
|
Keycorp Medium Term Senior Notes Book 4.1% 04/30/2028
|
|
Corporate Bond 50,000 units
|
|
50,066
|
|
|
|
|
Government Properties Inc. Trust 3.75% Due 08/15/2019
|
|
Corporate Bond 50,000 units
|
|
50,049
|
|
|
|
|
Orange SA 2.75% Due 02/06/2019
|
|
Corporate Bond 50,000 units
|
|
49,971
|
|
|
|
|
ARC Properties Operating Partnership LP / Clark A3 Due 02/06/2019
|
|
Corporate Bond 50,000 units
|
|
49,970
|
|
|
|
|
Bank of Nova Scotia B C Fixed 3.125% Due 04/20/2021
|
|
Corporate Bond 50,000 units
|
|
49,921
|
|
|
|
|
Florida Power & Light Company 3.25% Due 06/01/2024
|
|
Corporate Bond 50,000 units
|
|
49,881
|
|
|
|
|
Kraft Heinz Foods 4% Due 06/15/2023
|
|
Corporate Bond 50,000 units
|
|
49,869
|
|
|
|
|
Prudential Financial, Inc. 2.35% Due 08/15/2019*
|
|
Corporate Bond 50,000 units
|
|
49,766
|
|
|
|
|
SunTrust Banks Inc 2.7% Due 01/27/2022
|
|
Corporate Bond 51,000 units
|
|
49,740
|
|
|
|
|
Hydro/Quebec Series 8.05% Due 07/07/2024
|
|
Government Bond 40,000 units
|
|
49,685
|
|
|
|
|
APT Pipelines Limited 4.25% Due 07/15/2027
|
|
Corporate Bond 51,000 units
|
|
49,625
|
|
|
|
|
Western Gas Partners LP 4 Due 07/01/2022
|
|
Corporate Bond 50,000 units
|
|
49,572
|
|
|
|
|
Nissan Auto 1.32% Due 01/15/2021
|
|
Corporate Bond 49,929 units
|
|
49,530
|
|
|
|
|
Welltower Inc. Fixed 4.25% Due 04/15/2028
|
|
Corporate Bond 50,000 units
|
|
49,496
|
|
|
|
|
Microsoft Corporation 3.125% Due 11/03/2025
|
|
Corporate Bond 50,000 units
|
|
49,452
|
|
|
|
|
Verizon Communications Inc. 4.5% Due 08/10/2033
|
|
Corporate Bond 50,000 units
|
|
49,354
|
|
|
|
|
Arrow Electronics Inc. 3.5% Due 04/01/2022
|
|
Corporate Bond 50,000 units
|
|
49,328
|
|
|
|
|
Fannie Mae Pool #256601 6% Due 02/01/2027
|
|
Government Bond 45,860 units
|
|
49,223
|
|
|
|
|
The Commonwealth Bank of Australia 2.75% Due 03/10/2022
|
|
Corporate Bond 50,000 units
|
|
49,059
|
|
|
|
|
Viacom Inc. 3.875% Due 04/01/2024
|
|
Corporate Bond 50,000 units
|
|
49,044
|
|
|
|
|
Aviation Capital Group LLC 3.875% Due 05/01/2023
|
|
Corporate Bond 50,000 units
|
|
48,986
|
|
|
|
|
Roper Technologies, Inc. 2.8% Due 12/15/2021
|
|
Corporate Bond 50,000 units
|
|
48,984
|
|
|
|
|
The Walt Disney Company 2.45% Due 03/04/2022
|
|
Corporate Bond 50,000 units
|
|
48,945
|
|
|
|
|
AT&T Inc. 5.45% Due 03/01/2047
|
|
Corporate Bond 50,000 units
|
|
48,835
|
|
|
|
|
Apple Inc. 2.85% Due 05/11/2024
|
|
Corporate Bond 50,000 units
|
|
48,782
|
|
|
|
|
Novartis Capital Corporation 3% Due 11/20/2025
|
|
Corporate Bond 50,000 units
|
|
48,434
|
|
|
|
|
Citigroup Inc. 2.876% Due 07/24/2023
|
|
Corporate Bond 50,000 units
|
|
48,386
|
|
|
|
|
Apple Inc. 2.75% Due 01/13/2025
|
|
Corporate Bond 50,000 units
|
|
48,213
|
|
|
|
|
EPR Properties 4.5% Due 06/01/2027
|
|
Corporate Bond 50,000 units
|
|
48,191
|
|
|
|
|
Eli Lilly and Company 2.75% Due 06/01/2025
|
|
Corporate Bond 50,000 units
|
|
48,161
|
|
|
|
|
Pilgrims Pride Corporation 5.875% Due 09/30/2027
|
|
Corporate Bond 53,000 units
|
|
48,098
|
|
|
|
|
Macquarie Group Limited 3.189% Due 11/28/2023
|
|
Corporate Bond 50,000 units
|
|
48,057
|
|
|
|
|
Ryder Systems Inc. 2.5% Due 09/01/2022
|
|
Corporate Bond 50,000 units
|
|
48,039
|
|
|
|
|
Federal Home Loan Mortgage Corporation Multiclass Series 4168 Class JA 3.5% Due 02/15/2043
|
|
Government Bond 47,958 units
|
|
47,904
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
Occidental Petroleum 4.2% Due 03/15/2048
|
|
Corporate Bond 50,000 units
|
|
47,787
|
|
|
|
|
MPLX LP 4.125% Due 03/01/2027
|
|
Corporate Bond 50,000 units
|
|
47,606
|
|
|
|
|
AT&T Inc. Fixed 4.3% 02/15/2030
|
|
Corporate Bond 50,000 units
|
|
47,249
|
|
|
|
|
Conagra Brands Inc. Formerly Conagra 5.3% 11/01/2038
|
|
Corporate Bond 50,000 units
|
|
47,247
|
|
|
|
|
Senior Housing Properties Trust Fixed 4.75% Due 02/15/2028
|
|
Corporate Bond 50,000 units
|
|
47,172
|
|
|
|
|
Manulife Financial Corporation 4.061% Due 02/24/2032
|
|
Corporate Bond 50,000 units
|
|
47,151
|
|
|
|
|
Transcontinental Gas Pipe Line 4.6% Due 03/15/2048
|
|
Corporate Bond 50,000 units
|
|
46,751
|
|
|
|
|
General Motors Financial Company, Inc. 4% Due 10/06/2026
|
|
Corporate Bond 52,000 units
|
|
46,687
|
|
|
|
|
Southern Natural Gas Coompany LLC
|
|
Corporate Bond 49,000 units
|
|
46,595
|
|
|
|
|
Fannie Mae Pool #735070 6.5% Due 10/01/2024
|
|
Government Bond 43,273 units
|
|
46,469
|
|
|
|
|
Intel Corporation 3.7% Due 07/29/2025
|
|
Corporate Bond 46,000 units
|
|
46,402
|
|
|
|
|
CBS Corporation Fixed 3.7% Due 06/01/2028
|
|
Corporate Bond 50,000 units
|
|
46,390
|
|
|
|
|
Air Lease Corporation 2.125% Due 01/15/2020
|
|
Corporate Bond 47,000 units
|
|
46,321
|
|
|
|
|
Transocean Pontus Limited 6.125% Due 08/01/2025
|
|
Corporate Bond 48,000 units
|
|
46,320
|
|
|
|
|
CVS Corporation 7.15% Pass-Through CTFs 05/15/2019
|
|
Corporate Bond 38,235 units
|
|
46,241
|
|
|
|
|
Martin Marietta 3.45% Due 06/01/2027
|
|
Corporate Bond 50,000 units
|
|
46,183
|
|
|
|
|
Apache Corporation 6% Due 01/15/2037
|
|
Corporate Bond 45,000 units
|
|
46,108
|
|
|
|
|
Commonwealth REIT 5.875% Due 09/15/2020
|
|
Corporate Bond 45,000 units
|
|
46,097
|
|
|
|
|
Duke Energy Indiana, LLC 3.75% Due 05/15/2046
|
|
Corporate Bond 50,000 units
|
|
46,087
|
|
|
|
|
Rockwell Collins Inc. 3.5% Due 03/15/2027
|
|
Corporate Bond 49,000 units
|
|
45,996
|
|
|
|
|
Entergy Louisiana LLC 2.4% Due 10/01/2026
|
|
Corporate Bond 50,000 units
|
|
45,980
|
|
|
|
|
CBS Corporation 3.7% Due 08/15/2024
|
|
Corporate Bond 47,000 units
|
|
45,673
|
|
|
|
|
Washington Mutual Mortgage 5.5% Due 04/25/2033
|
|
Corporate Bond 44,331 units
|
|
45,491
|
|
|
|
|
Expedia Inc. Fixed 3.8% Due 02/15/2028
|
|
Corporate Bond 50,000 units
|
|
45,342
|
|
|
|
|
Southwestern Electric 3.9% Due 04/01/2045
|
|
Corporate Bond 50,000 units
|
|
45,018
|
|
|
|
|
The Home Depot, Inc. 2.125% Due 09/15/2026
|
|
Corporate Bond 50,000 units
|
|
45,008
|
|
|
|
|
United States Treasury Notes Dated 05/15/2014 2.5% Due 05/15/2024
|
|
Government Bond 45,000 units
|
|
44,917
|
|
|
|
|
VMware Inc. 2.95% Due 08/21/2022
|
|
Corporate Bond 47,000 units
|
|
44,799
|
|
|
|
|
Tenet Healthcare Corporation 4.625% Senior Security Notes 07/15/2024
|
|
Corporate Bond 48,000 units
|
|
44,640
|
|
|
|
|
Southern Natural Gas Company 8% Due 03/01/2032
|
|
Corporate Bond 35,000 units
|
|
44,518
|
|
|
|
|
Fannie Mae Pool #254762 5% Due 05/01/2023
|
|
Government Bond 42,212 units
|
|
44,218
|
|
|
|
|
Hess Corporation 5.6% Due 02/15/2041
|
|
Corporate Bond 50,000 units
|
|
43,997
|
|
|
|
|
Texas Instruments Inc. 2.75% Due 03/12/2021
|
|
Corporate Bond 44,000 units
|
|
43,734
|
|
|
|
|
Illinois Tool Works Inc. 3.5% Due 03/01/2024
|
|
Corporate Bond 43,000 units
|
|
43,659
|
|
|
|
|
AmeriCredit Automobile Receivables Class B 2.3% Due 02/18/2022
|
|
Corporate Bond 44,000 units
|
|
43,564
|
|
|
|
|
Exeter Automobile 2.84% Due 08/16/2021
|
|
Corporate Bond 43,534 units
|
|
43,471
|
|
|
|
|
Washington Mutual Mortgage Pass-Through 2.67% Due 08/25/2033
|
|
Corporate Bond 42,317 units
|
|
43,332
|
|
|
|
|
The Goldman Sachs Group Inc. 2.908% Due 06/05/2023
|
|
Corporate Bond 45,000 units
|
|
43,200
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
United Airlines Inc. 2018/1B Pass Thru Trust 4.6% 09/01/2027
|
|
Corporate Bond 43,000 units
|
|
43,018
|
|
|
|
|
American International Group 3.875% Due 01/15/2035*
|
|
Corporate Bond 50,000 units
|
|
42,943
|
|
|
|
|
Fannie Mae 1.43% Due 03/25/2037
|
|
Government Bond 390,771 units
|
|
42,925
|
|
|
|
|
Nissan Auto 1.34% Due 10/15/2020
|
|
Corporate Bond 43,084 units
|
|
42,857
|
|
|
|
|
American Airlines Group Inc. 3.65% Due 06/15/2028
|
|
Corporate Bond 44,975 units
|
|
42,708
|
|
|
|
|
Antero Resources Corporation 5.125% 12/01/2022
|
|
Corporate Bond 45,000 units
|
|
42,300
|
|
|
|
|
Northrop Grumman Corporation 3.2% Due 02/01/2027
|
|
Corporate Bond 45,000 units
|
|
42,196
|
|
|
|
|
Suncor Energy Inc. 3.6% Due 12/01/2024
|
|
Corporate Bond 43,000 units
|
|
42,058
|
|
|
|
|
Fannie Mae Pool #256556 6% Due 01/01/2027
|
|
Government Bond 39,122 units
|
|
41,978
|
|
|
|
|
Athene Global Funding 2.75% Due 04/20/2020
|
|
Corporate Bond 42,000 units
|
|
41,613
|
|
|
|
|
Morgan Stanley 3.591% Due 07/22/2028
|
|
Corporate Bond 44,000 units
|
|
41,602
|
|
|
|
|
Fannie Mae REMIC Trust 2005/103 Variable Rate Due 07/25/2035
|
|
Government Bond 37,773 units
|
|
41,578
|
|
|
|
|
Range Resources Corporation 4.875% Due 05/15/2025
|
|
Corporate Bond 50,000 units
|
|
41,000
|
|
|
|
|
CCO Holdings LLC 5.125% Due 05/01/2027
|
|
Corporate Bond 44,000 units
|
|
40,982
|
|
|
|
|
Apple Inc. 3.85% Due 08/04/2046
|
|
Corporate Bond 44,000 units
|
|
40,919
|
|
|
|
|
Centene Escrow I Corporation 5.375% 06/01/2026
|
|
Corporate Bond 42,000 units
|
|
40,845
|
|
|
|
|
MPLX LP 4.875% Due 12/01/2024
|
|
Corporate Bond 40,000 units
|
|
40,717
|
|
|
|
|
Wells Fargo Mortgage Backed Securities Variable Rate Due 09/25/2034*
|
|
Corporate Bond 39,663 units
|
|
40,692
|
|
|
|
|
Boston Properties Limited Partnership 2.75% Due 10/01/2026
|
|
Corporate Bond 45,000 units
|
|
40,645
|
|
|
|
|
Marsh & McLennan Companies, Inc. 2.35% Due 03/06/2020
|
|
Corporate Bond 41,000 units
|
|
40,636
|
|
|
|
|
Ford Credit Auto Owner 1.33% Due 10/15/2020
|
|
Corporate Bond 40,747 units
|
|
40,560
|
|
|
|
|
Ginnie Mae 2007/024 REMIC Pass-Through Floating Rate Due 05/20/2037
|
|
Government Bond 320,645 units
|
|
40,443
|
|
|
|
|
Union Pacific Corporation 3.75% Due 03/15/2024
|
|
Corporate Bond 40,000 units
|
|
40,346
|
|
|
|
|
United Airlines Inc. 3.5% Due 03/01/2030
|
|
Corporate Bond 41,000 units
|
|
40,248
|
|
|
|
|
Ford Motor Company 7.45% Due 07/16/2031
|
|
Corporate Bond 39,000 units
|
|
40,210
|
|
|
|
|
Realty Income Corporation 3.875% Due 07/15/2024
|
|
Corporate Bond 40,000 units
|
|
40,067
|
|
|
|
|
Central Garden & Pet 6.125% Due 11/15/2023
|
|
Corporate Bond 40,000 units
|
|
39,900
|
|
|
|
|
Lowes Companies, Inc. 3.375% Due 09/15/2025
|
|
Corporate Bond 42,000 units
|
|
39,856
|
|
|
|
|
Guardian Life 3.4% Due 04/25/2023
|
|
Corporate Bond 40,000 units
|
|
39,850
|
|
|
|
|
US Bancorp 2.625% Due 01/24/2022
|
|
Corporate Bond 40,000 units
|
|
39,392
|
|
|
|
|
Sumitomo Mitsui 2.84% Due 01/11/2022
|
|
Corporate Bond 40,000 units
|
|
39,265
|
|
|
|
|
American Tower Corporation 4% Due 06/01/2025
|
|
Corporate Bond 40,000 units
|
|
39,242
|
|
|
|
|
John Deere Capital Corporation 2.65% Due 01/06/2022
|
|
Corporate Bond 40,000 units
|
|
39,235
|
|
|
|
|
Jackson National Life Global Funding 2.25% Due 04/29/2021
|
|
Corporate Bond 40,000 units
|
|
39,057
|
|
|
|
|
Actavis Funding SCS 3.8% Due 03/15/2025
|
|
Corporate Bond 40,000 units
|
|
39,049
|
|
|
|
|
Westlake 2.7% Due 10/17/2022
|
|
Corporate Bond 39,000 units
|
|
38,804
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
Ford Credit Auto Lease Trust 2017-B NT Class A-3 2.03% Due 12/15/2020
|
|
Corporate Bond 39,000 units
|
|
38,706
|
|
|
|
|
PNC Funding Corp 4.375% Due 08/11/2020
|
|
Corporate Bond 38,000 units
|
|
38,698
|
|
|
|
|
Brixmor Operating Partnership LP 3.85% Due 02/01/2025
|
|
Corporate Bond 40,000 units
|
|
38,664
|
|
|
|
|
PepsiCo, Inc. 4.45% Due 04/14/2046
|
|
Corporate Bond 37,000 units
|
|
38,641
|
|
|
|
|
Comcast Corporation 3.55% Due 05/01/2028
|
|
Corporate Bond 40,000 units
|
|
38,610
|
|
|
|
|
United States Treasury SEC Stripped Interest Payment Due 05/15/2028
|
|
Government Bond 50,000 units
|
|
38,516
|
|
|
|
|
Alabama Power Company 5.875% Due 12/01/2022
|
|
Corporate Bond 35,000 units
|
|
38,386
|
|
|
|
|
The Charles Schwab Corporation 3.2% Due 03/02/2027
|
|
Corporate Bond 40,000 units
|
|
38,159
|
|
|
|
|
United Airlines Inc. 3.7% Due 09/01/2031
|
|
Corporate Bond 39,000 units
|
|
38,038
|
|
|
|
|
FedEx Corporation 3.3% Due 03/15/2027
|
|
Corporate Bond 40,000 units
|
|
38,034
|
|
|
|
|
Fannie Mae REMIC Trust 2010/49 Variable Rate Due 03/25/2040
|
|
Government Bond 34,359 units
|
|
37,982
|
|
|
|
|
Bank of America Corporation 3.093% 10/01/2025*
|
|
Corporate Bond 40,000 units
|
|
37,928
|
|
|
|
|
Colony American Finance 2016/1 Secondary Note Class A Due 06/15/2048
|
|
Corporate Bond 38,399 units
|
|
37,818
|
|
|
|
|
SBA Communications 4.875% Due 09/01/2024
|
|
Corporate Bond 40,000 units
|
|
37,600
|
|
|
|
|
PNC Funding Corp 6.7% Due 06/10/2019
|
|
Corporate Bond 37,000 units
|
|
37,584
|
|
|
|
|
Level 3 Financing Inc. 5.375% Due 05/01/2025
|
|
Corporate Bond 40,000 units
|
|
37,500
|
|
|
|
|
Citigroup Inc. 2.7% Due 03/30/2021
|
|
Corporate Bond 38,000 units
|
|
37,436
|
|
|
|
|
Virginia Electric & Power Company 4.45% Due 02/15/2044
|
|
Corporate Bond 37,000 units
|
|
37,206
|
|
|
|
|
Matthews International Corporation 5.25% Due 12/01/2025
|
|
Corporate Bond 40,000 units
|
|
37,200
|
|
|
|
|
Hartford Financial Services 4.3 Due 04/15/2043
|
|
Corporate Bond 40,000 units
|
|
37,160
|
|
|
|
|
General Motors Financial Company, Inc. 3.7% Due 05/09/2023
|
|
Corporate Bond 39,000 units
|
|
37,106
|
|
|
|
|
Shire Acquisitions 2.875% Due 09/23/2023
|
|
Corporate Bond 39,000 units
|
|
36,867
|
|
|
|
|
Avalonbay 2.9% Due 10/15/2026
|
|
Corporate Bond 39,000 units
|
|
36,799
|
|
|
|
|
Vodafone Group PLC 6.15% Due 02/27/2037
|
|
Corporate Bond 35,000 units
|
|
36,684
|
|
|
|
|
Markel Corporation 5.35% Due 06/01/2021
|
|
Corporate Bond 35,000 units
|
|
36,429
|
|
|
|
|
Celgene Corporation 3.45% Due 11/15/2027
|
|
Corporate Bond 40,000 units
|
|
36,400
|
|
|
|
|
Boston Properties Limited Partnership 3.2% Due 01/15/2025
|
|
Corporate Bond 38,000 units
|
|
36,285
|
|
|
|
|
Cincinnati Financial Corporation 6.92% Due 05/15/2028
|
|
Corporate Bond 30,000 units
|
|
36,131
|
|
|
|
|
United States Treasury Bonds Dated 3.125% 05/15/2048
|
|
Government Bond 35,000 units
|
|
35,664
|
|
|
|
|
Torchmark Corporation 4.55% Due 09/15/2028
|
|
Corporate Bond 35,000 units
|
|
35,562
|
|
|
|
|
Sunoco Logistics 4.65% Due 02/15/2022
|
|
Corporate Bond 35,000 units
|
|
35,541
|
|
|
|
|
Master Adjustable Rate Mortgages Trust 2004/8 Due 08/25/2034
|
|
Corporate Bond 35,324 units
|
|
35,454
|
|
|
|
|
Fannie Mae Pool #550389 6.45% Due 09/1/2030
|
|
Government Bond 34,814 units
|
|
35,019
|
|
|
|
|
Ginnie Mae REMIC Series 2008/40 Floating Rate Due 05/16/2038
|
|
Government Bond 248,542 units
|
|
34,744
|
|
|
|
|
Avangrid Inc. 3.15% Due 12/01/2024
|
|
Corporate Bond 36,000 units
|
|
34,740
|
|
|
|
|
Berkshire Hathaway Inc. 3.5% Due 02/01/2025
|
|
Corporate Bond 35,000 units
|
|
34,705
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
Consumers Energy Company 3.125% Due 08/31/2024
|
|
Corporate Bond 35,000 units
|
|
34,566
|
|
|
|
|
Bank of America Corporation 3.419% 12/20/2028*
|
|
Corporate Bond 37,000 units
|
|
34,564
|
|
|
|
|
Morgan Stanley Mortgage Loan Trust 2004/2AR Due 09/25/2034
|
|
Corporate Bond 33,566 units
|
|
34,317
|
|
|
|
|
J.P. Morgan Mortgage Trust 2006/A2 3.75% Due 04/25/2036*
|
|
Corporate Bond 33,477 units
|
|
34,261
|
|
|
|
|
Tennessee Valley Authority Global Power Bond Series A 4.25% Due 09/15/2065
|
|
Government Bond 30,000 units
|
|
34,133
|
|
|
|
|
Rogers Cable Inc. 8.75% Due 05/01/2032
|
|
Corporate Bond 25,000 units
|
|
34,061
|
|
|
|
|
CVS Health Corporation 4.3% Due 03/25/2028
|
|
Corporate Bond 34,000 units
|
|
33,239
|
|
|
|
|
Valvoline Inc. 4.375% Due 08/15/2025
|
|
Corporate Bond 36,000 units
|
|
33,120
|
|
|
|
|
Ginnie Mae Pool 2013/H05 REMIC Pass-Through Class FB Floating Rate Due 02/20/2062
|
|
Government Bond 32,996 units
|
|
32,951
|
|
|
|
|
Intercontinental Exchange Inc. 4% Due 10/15/2023
|
|
Corporate Bond 32,000 units
|
|
32,765
|
|
|
|
|
GS Mortgage Securities Corporation 2004/6F 5.5% Due 05/25/3034
|
|
Corporate Bond 31,752 units
|
|
32,235
|
|
|
|
|
Dominion Resources Inc. 2.75% Due 01/15/2022
|
|
Corporate Bond 33,000 units
|
|
32,144
|
|
|
|
|
Crown Castle International Corporation 4% Due 03/01/2027
|
|
Corporate Bond 33,000 units
|
|
32,141
|
|
|
|
|
Canadian Natural Resources Limited 3.9% Due 02/01/2025
|
|
Corporate Bond 33,000 units
|
|
32,043
|
|
|
|
|
Statoil ASA 3.25% Due 11/10/2024
|
|
Corporate Bond 32,000 units
|
|
31,866
|
|
|
|
|
Phillips 66 3.55% Due 10/01/2026
|
|
Corporate Bond 34,000 units
|
|
31,779
|
|
|
|
|
Enterprise Products Company 7.55% Due 04/15/2038
|
|
Corporate Bond 25,000 units
|
|
31,649
|
|
|
|
|
Anheuser-Busch 2.65% Due 02/01/2021
|
|
Corporate Bond 32,000 units
|
|
31,469
|
|
|
|
|
Nissan Motor Company Ltd 1.9% Due 09/14/2021
|
|
Corporate Bond 33,000 units
|
|
31,426
|
|
|
|
|
Enterprise Products Company 3.9% Due 02/15/2024
|
|
Corporate Bond 31,000 units
|
|
31,263
|
|
|
|
|
Anheuser-Busch 4.375% Due 04/15/2038
|
|
Corporate Bond 35,000 units
|
|
31,227
|
|
|
|
|
The Estee Lauder Companies Inc. 3.15% Due 03/15/2027
|
|
Corporate Bond 32,000 units
|
|
31,180
|
|
|
|
|
Bank of New York Company, Inc. 2.2% Due 05/15/2019
|
|
Corporate Bond 31,000 units
|
|
30,928
|
|
|
|
|
Atmos Energy Corporation 4.125% Due 10/15/2044
|
|
Corporate Bond 32,000 units
|
|
30,869
|
|
|
|
|
Anheuser-Busch 4.75% Due 04/15/2058
|
|
Corporate Bond 35,000 units
|
|
30,458
|
|
|
|
|
ERP Operating Limited Partnership 2.85% Due 11/01/2026
|
|
Corporate Bond 32,000 units
|
|
30,077
|
|
|
|
|
Tyson Foods, Inc. 4.875% Due 08/15/2034
|
|
Corporate Bond 31,000 units
|
|
30,016
|
|
|
|
|
DXC Technology Company Senior Notes Floating Due 3/01/2021
|
|
Corporate Bond 30,000 units
|
|
29,967
|
|
|
|
|
Nucor Corporation 6.4% Due 12/01/2037
|
|
Corporate Bond 25,000 units
|
|
29,850
|
|
|
|
|
EPR Properties 4.95% Due 04/15/2028
|
|
Corporate Bond 30,000 units
|
|
29,685
|
|
|
|
|
Fannie Mae Stripped Mortgage/Backed Securities Trust 410 Class 29 4% Due 05/25/2027
|
|
Government Bond 357,522 units
|
|
29,542
|
|
|
|
|
Spectrum Brands, Inc. 5.75% Due 07/15/2025
|
|
Corporate Bond 31,000 units
|
|
29,441
|
|
|
|
|
Starbucks Corporation 2.7% Due 06/15/2022
|
|
Corporate Bond 30,000 units
|
|
29,402
|
|
|
|
|
Fannie Mae 0% Due 12/01/2024
|
|
Government Bond 31,054 units
|
|
29,376
|
|
|
|
|
Apple Inc. 3.45% Due 05/06/2024
|
|
Corporate Bond 29,000 units
|
|
29,137
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
Ginnie Mae 2008/060 REMIC Pass-Through 5.5% Due 07/20/2038
|
|
Government Bond 26,809 units
|
|
29,136
|
|
|
|
|
Spirit Airlines Inc. Class AA 3.375% Due 08/15/2031
|
|
Corporate Bond 30,417 units
|
|
29,098
|
|
|
|
|
American International Group 4.2% Due 04/01/2028*
|
|
Corporate Bond 30,000 units
|
|
28,901
|
|
|
|
|
Banc America Mortgage Securities Inc. 2004/C 3.73055% Due 04/25/2034*
|
|
Corporate Bond 28,470 units
|
|
28,670
|
|
|
|
|
Parker Hannifin Corporation 3.3% Due 11/21/2024
|
|
Corporate Bond 29,000 units
|
|
28,634
|
|
|
|
|
Duke Energy 3.95% 03/15/2048
|
|
Corporate Bond 30,000 units
|
|
28,626
|
|
|
|
|
Blackstone Holdings 4.45% Due 07/15/2045
|
|
Corporate Bond 31,000 units
|
|
28,620
|
|
|
|
|
American International Group 4.7% Due 07/10/2035*
|
|
Corporate Bond 30,000 units
|
|
28,460
|
|
|
|
|
Toronto-Dominion Bank 2.125% Due 04/07/2021
|
|
Corporate Bond 29,000 units
|
|
28,378
|
|
|
|
|
Wells Fargo & Company 4.9% Due 11/17/2045*
|
|
Corporate Bond 29,000 units
|
|
28,277
|
|
|
|
|
Clear Channel International 8.75% Due 12/15/2020
|
|
Corporate Bond 28,000 units
|
|
28,210
|
|
|
|
|
Vodafone Group PLC 5% Due 05/30/2038
|
|
Corporate Bond 30,000 units
|
|
28,110
|
|
|
|
|
State Street Corporation 2.65% Due 05/19/2026
|
|
Corporate Bond 30,000 units
|
|
28,089
|
|
|
|
|
MPLX LP 4.8% 02/15/2029
|
|
Corporate Bond 28,000 units
|
|
27,931
|
|
|
|
|
Fannie Mae REMIC Series 2004/36 Due 05/25/2034
|
|
Government Bond 21,102 units
|
|
27,755
|
|
|
|
|
Thermo Fisher Corporation 2.95% Due 09/19/2026
|
|
Corporate Bond 30,000 units
|
|
27,685
|
|
|
|
|
Bank of America Corporation 4.45% Due 03/03/2026*
|
|
Corporate Bond 28,000 units
|
|
27,681
|
|
|
|
|
Masco Corporation 6.5% Due 08/15/2032
|
|
Corporate Bond 25,000 units
|
|
27,636
|
|
|
|
|
Macquarie Group Limited Senior Medium 3.763% 11/28/2028
|
|
Corporate Bond 30,000 units
|
|
27,510
|
|
|
|
|
Dow Chemical Company 4.25% Due 10/01/2034
|
|
Corporate Bond 30,000 units
|
|
27,492
|
|
|
|
|
General Motors Financial Company, Inc. 3.5% Due 11/07/2024
|
|
Corporate Bond 30,000 units
|
|
27,430
|
|
|
|
|
Rogers Cable Inc. 3.625% Due 12/15/2025
|
|
Corporate Bond 28,000 units
|
|
27,299
|
|
|
|
|
Alabama Power Company 3.55% Due 12/01/2023
|
|
Corporate Bond 27,000 units
|
|
27,266
|
|
|
|
|
Federal Home Loan Mortgage Corporation Series 2899 4% Due 12/15/2019
|
|
Government Bond 27,163 units
|
|
27,132
|
|
|
|
|
Wells Fargo Mortgage Backed Securities 2004/K Due 07/25/2034*
|
|
Corporate Bond 26,624 units
|
|
27,071
|
|
|
|
|
Arch Capital Group Ltd. 4.011% Due 12/15/2026
|
|
Corporate Bond 27,000 units
|
|
26,961
|
|
|
|
|
The Walt Disney Company 4.125% Due 06/01/2044
|
|
Corporate Bond 27,000 units
|
|
26,744
|
|
|
|
|
Range Resources Corporation 5.0% 03/15/2023
|
|
Corporate Bond 30,000 units
|
|
26,400
|
|
|
|
|
American Express Company 3.625% Due 12/05/2024
|
|
Corporate Bond 27,000 units
|
|
26,395
|
|
|
|
|
Discovery 6.35% Due 06-01-2040
|
|
Corporate Bond 25,000 units
|
|
26,194
|
|
|
|
|
Crown Castle International Corporation 5.25% Due 01/15/2023
|
|
Corporate Bond 25,000 units
|
|
25,961
|
|
|
|
|
Telefonica Emisiones S A U 5.462 Due 02/16/2021
|
|
Corporate Bond 25,000 units
|
|
25,909
|
|
|
|
|
Ford Motor Company 4.346% Due 12/08/2026
|
|
Corporate Bond 29,000 units
|
|
25,833
|
|
|
|
|
Energy Transfer Partners LP 6.625% Due 10/15/2036
|
|
Corporate Bond 25,000 units
|
|
25,672
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
National Rural Utilities Cooperative Finance Corporation 3.9% Due 11/01/2028
|
|
Corporate Bond 25,000 units
|
|
25,624
|
|
|
|
|
Natural Rural Utilities 2.95% Due 02/07/2024
|
|
Corporate Bond 26,000 units
|
|
25,585
|
|
|
|
|
DXC Technology Company 4.25% Due 04/15/2024
|
|
Corporate Bond 26,000 units
|
|
25,583
|
|
|
|
|
United States Treasury Notes Dated 11/15/2014 2.25% Due 11/15/2024
|
|
Government Bond 26,000 units
|
|
25,552
|
|
|
|
|
The Charles Schwab Corporation 4.45% Due 07/22/2020
|
|
Corporate Bond 25,000 units
|
|
25,550
|
|
|
|
|
Plains All American Pipeline LP 3.65% Due 06/01/2022
|
|
Corporate Bond 26,000 units
|
|
25,525
|
|
|
|
|
American Express Company 4.2% Due 11/06/2025
|
|
Corporate Bond 25,000 units
|
|
25,485
|
|
|
|
|
American Airlines 3.65% Due 08/15/2030
|
|
Corporate Bond 25,865 units
|
|
25,448
|
|
|
|
|
Comcast Corporation 3.95% 10/15/2025
|
|
Corporate Bond 25,000 units
|
|
25,296
|
|
|
|
|
Athene Global Funding 4.0% Due 01/25/2022
|
|
Corporate Bond 25,000 units
|
|
25,256
|
|
|
|
|
AGL Capital Corporation 5.25% Due 08/15/2019
|
|
Corporate Bond 25,000 units
|
|
25,233
|
|
|
|
|
Nordstrom, Inc. 4% Due 10/15/2021
|
|
Corporate Bond 25,000 units
|
|
25,170
|
|
|
|
|
Westlake Chemical Corporation 4.375% Due 11/15/2047
|
|
Corporate Bond 30,000 units
|
|
25,140
|
|
|
|
|
DBUBS Mortgage Trust Pass-Through Income Only Series 2011/LC2 Class X/A Due 07/10/2044
|
|
Corporate Bond 1,252,236 units
|
|
25,035
|
|
|
|
|
National Retail Properties, Inc. 3.9% Due 06/15/2024
|
|
Corporate Bond 25,000 units
|
|
25,013
|
|
|
|
|
Ecolab Inc. 3.25% Due 01/14/2023
|
|
Corporate Bond 25,000 units
|
|
24,903
|
|
|
|
|
UDR, Inc. 2.95% Due 09/01/2026
|
|
Corporate Bond 27,000 units
|
|
24,888
|
|
|
|
|
PPL Electric Utilities Corporation 4.125% Due 06/15/2044
|
|
Corporate Bond 25,000 units
|
|
24,808
|
|
|
|
|
Harris Corporation 4.854% Due 04/27/2035
|
|
Corporate Bond 25,000 units
|
|
24,803
|
|
|
|
|
CNA Financial Corporation 3.95% Due 05/15/2024
|
|
Corporate Bond 25,000 units
|
|
24,768
|
|
|
|
|
Husky Energy Inc. 4% Due 04/15/2024
|
|
Corporate Bond 25,000 units
|
|
24,741
|
|
|
|
|
Simon Property Group L 2.5% Due 09/01/2020
|
|
Corporate Bond 25,000 units
|
|
24,730
|
|
|
|
|
Microsoft Corporation 2.375% Due 02/12/2022
|
|
Corporate Bond 25,000 units
|
|
24,697
|
|
|
|
|
Rockwell Collins Inc. 4.8% Due 12/15/2043
|
|
Corporate Bond 25,000 units
|
|
24,627
|
|
|
|
|
Starbucks Corporation 3.1% 03/01/2023
|
|
Corporate Bond 25,000 units
|
|
24,624
|
|
|
|
|
Penske Truck Leasing Company LP/Ptl 3.95%03/10/2025
|
|
Corporate Bond 25,000 units
|
|
24,491
|
|
|
|
|
Occidental Petroleum Corporation 3.4% Due 04/15/2026
|
|
Corporate Bond 25,000 units
|
|
24,460
|
|
|
|
|
Orix Corporation 2.9% Due 07/18/2022*
|
|
Corporate Bond 25,000 units
|
|
24,427
|
|
|
|
|
Anthem Inc. 3.35% Due 12/01/2024
|
|
Corporate Bond 25,000 units
|
|
24,355
|
|
|
|
|
Fannie Mae REMIC Trust 1997/89 7% Due 12/20/2027
|
|
Government Bond 142,182 units
|
|
24,328
|
|
|
|
|
Natural Rural Utilities 2.4% Due 04/25/2022
|
|
Corporate Bond 25,000 units
|
|
24,328
|
|
|
|
|
Kansas City Power & Light Company 4.2% 03/15/2048
|
|
Corporate Bond 25,000 units
|
|
24,247
|
|
|
|
|
Lowes Companies, Inc. 3.125% Due 09/15/2024
|
|
Corporate Bond 25,000 units
|
|
24,212
|
|
|
|
|
Express Scripts 3.05% Due 11/30/2022
|
|
Corporate Bond 25,000 units
|
|
24,195
|
|
|
|
|
Apple Inc. 4.5% Due 02/23/2036
|
|
Corporate Bond 23,000 units
|
|
24,187
|
|
|
|
|
Canadian Pacific Railway Company 2.9% Due 02/01/2025
|
|
Corporate Bond 25,000 units
|
|
23,938
|
|
|
|
|
Comcast Corporation 3.15% Due 03/01/2026
|
|
Corporate Bond 25,000 units
|
|
23,920
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
O'Reilly Automotive Inc. 3.6% Due 09/01/2027
|
|
Corporate Bond 25,000 units
|
|
23,819
|
|
|
|
|
Plains All American Pipeline LP 3.6% Due 11/01/2024
|
|
Corporate Bond 25,000 units
|
|
23,792
|
|
|
|
|
Reliance Standard Tranche 5 3.05% Due 01/20/2021
|
|
Corporate Bond 24,000 units
|
|
23,781
|
|
|
|
|
Xylem Inc 3.25% Due 11/01/2026
|
|
Corporate Bond 25,000 units
|
|
23,757
|
|
|
|
|
Banc of America Funding Corporation Series 2005/E Class 4/A/1 Due 03/20/2035*
|
|
Corporate Bond 23,609 units
|
|
23,712
|
|
|
|
|
GAIF Bond Issuer PTY Limited 3.4% Due 09/30/2026
|
|
Corporate Bond 25,000 units
|
|
23,607
|
|
|
|
|
Brookfield Finance Inc. 3.9% Due 01/25/2028
|
|
Corporate Bond 25,000 units
|
|
23,600
|
|
|
|
|
Ginnie Mae 2006/26 REMIC 0% Due 06/20/2036
|
|
Government Bond 27,454 units
|
|
23,508
|
|
|
|
|
Sysco Corporation 3.25% Due 07/15/2027
|
|
Corporate Bond 25,000 units
|
|
23,448
|
|
|
|
|
Marathon Petroleum Corporation 3.625% Due 09/15/2024
|
|
Corporate Bond 24,000 units
|
|
23,353
|
|
|
|
|
Ginnie Mae 2009/016 REMIC Pass-Through Floating Rate Due 05/20/2037
|
|
Government Bond 188,717 units
|
|
23,283
|
|
|
|
|
Dr Pepper Snapple Group Inc. 2.55% Due 09/15/2026
|
|
Corporate Bond 27,000 units
|
|
23,220
|
|
|
|
|
Autonation Inc. 3.5% Due 11/15/2024
|
|
Corporate Bond 25,000 units
|
|
23,129
|
|
|
|
|
Wells Fargo & Company 4.75% Due 12/07/2046*
|
|
Corporate Bond 24,000 units
|
|
23,108
|
|
|
|
|
Norfolk Southern 3.95 Due 10/01/2042
|
|
Corporate Bond 25,000 units
|
|
22,923
|
|
|
|
|
J.P. Morgan Mortgage Trust Series 2004/S1 5.5% Due 09/25/2034*
|
|
Corporate Bond 22,998 units
|
|
22,901
|
|
|
|
|
Fortis Inc. 3.055% Due 10/04/2026
|
|
Corporate Bond 25,000 units
|
|
22,822
|
|
|
|
|
AmeriCredit Automobile Receivables Class C 2.71% Due 08/18/2022
|
|
Corporate Bond 23,000 units
|
|
22,787
|
|
|
|
|
Johnson Controls International PLC 3.9% Due 02/14/2026
|
|
Corporate Bond 23,000 units
|
|
22,556
|
|
|
|
|
Jackson National Life Funding LLC 3.25% Due 01/30/2024
|
|
Corporate Bond 23,000 units
|
|
22,552
|
|
|
|
|
Energy Transfer 4.05% Due 03/15/2025
|
|
Corporate Bond 24,000 units
|
|
22,525
|
|
|
|
|
Federal Home Loan Mortgage Corporation Pool #1J1818 5.891% Due 08/1/2037
|
|
Government Bond 21,387 units
|
|
22,465
|
|
|
|
|
Liberty Properties Ltd. 3.25% Due 10/01/2026
|
|
Corporate Bond 24,000 units
|
|
22,411
|
|
|
|
|
Toyota Auto 1.3% Due 04/15/2020
|
|
Corporate Bond 22,528 units
|
|
22,406
|
|
|
|
|
The Sherwin-Williams Company 3.45% Due 06/01/2027
|
|
Corporate Bond 24,000 units
|
|
22,372
|
|
|
|
|
Realty Income Corporation 3% Due 01/15/2027
|
|
Corporate Bond 24,000 units
|
|
22,314
|
|
|
|
|
Dow Chemical Company 3% Due 11/15/2022
|
|
Corporate Bond 23,000 units
|
|
22,310
|
|
|
|
|
BCC Funding XIII LLC 2.2% Due 12/20/2021
|
|
Corporate Bond 22,300 units
|
|
22,208
|
|
|
|
|
Public Service Company of New Hampshire 3.5% Due 11/01/2023
|
|
Corporate Bond 22,000 units
|
|
22,189
|
|
|
|
|
Air Lease Corporation 3.625% Due 12/01/2027
|
|
Corporate Bond 25,000 units
|
|
22,083
|
|
|
|
|
Microsoft Corporation 3.5% Due 02/12/2035
|
|
Corporate Bond 23,000 units
|
|
21,951
|
|
|
|
|
Washington Mutual Variable Rate Pass-Through Due 09/25/2033
|
|
Corporate Bond 21,484 units
|
|
21,943
|
|
|
|
|
American Honda Finance Corporation 2.3% Due 09/09/2026
|
|
Corporate Bond 24,000 units
|
|
21,869
|
|
|
|
|
DTE Energy Company 3.3% Due 06/15/2022
|
|
Corporate Bond 22,000 units
|
|
21,831
|
|
|
|
|
Sprint Capital Corporation 6.875% Due 11/15/2028
|
|
Corporate Bond 23,000 units
|
|
21,735
|
|
|
|
|
MPLX LP 4.7% 04/15/2048
|
|
Corporate Bond 25,000 units
|
|
21,713
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
Transocean Proteus 6.25% Due 12/01/2024
|
|
Corporate Bond 22,400 units
|
|
21,448
|
|
|
|
|
Arrow Electronics Inc. 4% Due 04/01/2025
|
|
Corporate Bond 22,000 units
|
|
21,429
|
|
|
|
|
Tyson Foods Inc. 2.25% Due 08/23/2021
|
|
Corporate Bond 22,000 units
|
|
21,305
|
|
|
|
|
Boston Properties Limited Partnership 3.65% Due 02/01/2026
|
|
Corporate Bond 22,000 units
|
|
21,289
|
|
|
|
|
Johnson Controls International 4.5% Due 02/15/2047
|
|
Corporate Bond 23,000 units
|
|
21,280
|
|
|
|
|
Equity One ABS, Inc. 5.05% Due 09/25/2033
|
|
Corporate Bond 20,806 units
|
|
21,026
|
|
|
|
|
CHS Community Health Systems Inc. Senior Secured Note 8.625% 01/15/2024
|
|
Corporate Bond 21,000 units
|
|
20,738
|
|
|
|
|
Mitsubishi UFJ Financial Group Inc. 2.998% Due 02/22/2022
|
|
Corporate Bond 21,000 units
|
|
20,706
|
|
|
|
|
CMS Energy Corporation 3% Due 05/15/2026
|
|
Corporate Bond 22,000 units
|
|
20,687
|
|
|
|
|
American Express Credit Corporation 2.25% Due 05/05/2021
|
|
Corporate Bond 21,000 units
|
|
20,550
|
|
|
|
|
PNC Funding Corporation 5.125% Due 02/08/2020
|
|
Corporate Bond 20,000 units
|
|
20,423
|
|
|
|
|
Kroger Company 4% Due 02/01/2024
|
|
Corporate Bond 20,000 units
|
|
20,169
|
|
|
|
|
Conagra Brands Inc. 4.6% 11/01/2025
|
|
Corporate Bond 20,000 units
|
|
20,063
|
|
|
|
|
Arrow Electronics Inc. 3.875% Due 01/12/2028
|
|
Corporate Bond 22,000 units
|
|
20,040
|
|
|
|
|
Federal Home Loan Mortgage Corporation Multiclass Preassign 00121 0% Due 07/15/2036
|
|
Government Bond 22,989 units
|
|
19,993
|
|
|
|
|
FedEx Corporation 3.25% Due 04/01/2026
|
|
Corporate Bond 21,000 units
|
|
19,935
|
|
|
|
|
FedEx Corporation 3.9% Due 02/01/2035
|
|
Corporate Bond 22,000 units
|
|
19,918
|
|
|
|
|
Huntington Bancshares Incorporated 3.15% Due 03/14/2021
|
|
Corporate Bond 20,000 units
|
|
19,911
|
|
|
|
|
Ginnie Mae 2007/058 REMIC Pass-Through Floating Rate Due 10/20/2037
|
|
Government Bond 180,953 units
|
|
19,899
|
|
|
|
|
United Technologies Corporation 3.95% 08/16/2025
|
|
Corporate Bond 20,000 units
|
|
19,845
|
|
|
|
|
Wi Energy Corporation 3.55% Due 06/15/2025
|
|
Corporate Bond 20,000 units
|
|
19,794
|
|
|
|
|
AGL Capital Corporation 3.25% Due 06/15/2026
|
|
Corporate Bond 21,000 units
|
|
19,637
|
|
|
|
|
Gilead Sciences, Inc. 3.65% Due 03/01/2026
|
|
Corporate Bond 20,000 units
|
|
19,604
|
|
|
|
|
Anthem Inc. 4.101% 03/01/2028
|
|
Corporate Bond 20,000 units
|
|
19,603
|
|
|
|
|
General Mills Inc. 4.2% Due 04/17/2028
|
|
Corporate Bond 20,000 units
|
|
19,598
|
|
|
|
|
Fannie Mae REMIC Trust Pass-Through Variable Rate Due 01/25/2040
|
|
Government Bond 154,599 units
|
|
19,592
|
|
|
|
|
UnitedHealth Group, Inc. 2.75% Due 02/15/2023
|
|
Corporate Bond 20,000 units
|
|
19,570
|
|
|
|
|
United States Treasury Bond Inflation Index 3.875% Due 04/15/2029
|
|
Government Bond 10,000 units
|
|
19,566
|
|
|
|
|
Johnson Controls International PLC Senior Note Step Up Due 07/02/2064
|
|
Corporate Bond 21,000 units
|
|
19,518
|
|
|
|
|
United States Treasury Notes 1.875% 06/30/2024
|
|
Government Bond 20,000 units
|
|
19,448
|
|
|
|
|
Williams Partners LP 3.9% Due 01/15/2025
|
|
Corporate Bond 20,000 units
|
|
19,431
|
|
|
|
|
General Motors Company 6.75% Due 04/01/2046
|
|
Corporate Bond 20,000 units
|
|
19,362
|
|
|
|
|
Phillips 66 3.9% Due 03/15/2028
|
|
Corporate Bond 20,000 units
|
|
19,320
|
|
|
|
|
Brookfield Financial Inc. 4.7% Due 09/20/2047
|
|
Corporate Bond 21,000 units
|
|
19,310
|
|
|
|
|
First Data Corporation 5% Due 01/15/2024
|
|
Corporate Bond 20,000 units
|
|
19,250
|
|
|
|
|
Walgreens Boots Alliance, Inc. 4.5% Due 11/18/2034
|
|
Corporate Bond 20,000 units
|
|
19,181
|
|
|
|
|
PacifiCorp 3.6% Due 04/01/2024
|
|
Corporate Bond 19,000 units
|
|
19,180
|
|
|
|
|
McDonalds Corporation 4.45% Due 03/01/2047
|
|
Corporate Bond 20,000 units
|
|
19,122
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
Roper Technologies, Inc. 3% Due 12/15/2020
|
|
Corporate Bond 19,000 units
|
|
18,877
|
|
|
|
|
Air Canada 2013/1 Pass Thru 4.125 Due 11/15/2026
|
|
Corporate Bond 19,038 units
|
|
18,865
|
|
|
|
|
The Home Depot, Inc. 2.625% Due 06/01/2022
|
|
Corporate Bond 19,000 units
|
|
18,801
|
|
|
|
|
General Motors Financial Company, Inc. 4% Due 01/15/2025
|
|
Corporate Bond 20,000 units
|
|
18,708
|
|
|
|
|
Baltimore Gas and Electric Company 3.5% Due 08/15/2046
|
|
Corporate Bond 21,000 units
|
|
18,636
|
|
|
|
|
Marsh & McLennan Companies, Inc. 2.75% Due 01/30/2022
|
|
Corporate Bond 19,000 units
|
|
18,623
|
|
|
|
|
Sysco Corporation 3.75% Due 10/01/2025
|
|
Corporate Bond 19,000 units
|
|
18,527
|
|
|
|
|
Sumitomo Mitsui 2.442% Due 10/19/2021
|
|
Corporate Bond 19,000 units
|
|
18,526
|
|
|
|
|
Tennessee Valley Authority Global Power Bond Series A 4.625% Due 09/15/2060
|
|
Government Bond 15,000 units
|
|
18,192
|
|
|
|
|
Deutsche Bank AG 3.7% Due 5/30/2024
|
|
Corporate Bond 20,000 units
|
|
18,168
|
|
|
|
|
Fannie Mae REMIC Trust 2001/38 Principal Only Due 08/25/2031
|
|
Government Bond 19,848 units
|
|
18,168
|
|
|
|
|
Cisco Systems, Inc. 2.9% Due 03/04/2021
|
|
Corporate Bond 18,000 units
|
|
18,031
|
|
|
|
|
Ginnie Mae REMIC Series 2008/073 Floating Rate Due 08/20/2038
|
|
Government Bond 148,340 units
|
|
18,006
|
|
|
|
|
Mead Johnson Company 3% Due 11/15/2020
|
|
Corporate Bond 18,000 units
|
|
17,947
|
|
|
|
|
Enterprise Products Operating LLC 3.7% Due 02/15/2026
|
|
Corporate Bond 18,000 units
|
|
17,735
|
|
|
|
|
Exelon Generation Company LLC 3.4% Due 03/15/2022
|
|
Corporate Bond 18,000 units
|
|
17,716
|
|
|
|
|
Mead Johnson Company 4.6% Due 06/01/2044
|
|
Corporate Bond 17,000 units
|
|
17,445
|
|
|
|
|
Walgreens Boots Alliance, Inc. 3.45% Due 06/01/2026
|
|
Corporate Bond 18,000 units
|
|
16,936
|
|
|
|
|
ACE INA Holdings Inc. 2.875% Due 11/03/2022
|
|
Corporate Bond 17,000 units
|
|
16,856
|
|
|
|
|
Ginnie Mae 2009/072 REMIC Pass-Through Floating Rate Due 08/16/2039
|
|
Government Bond 134,314 units
|
|
16,756
|
|
|
|
|
Ginnie Mae Floating 2004/86 REMIC Pass-Through Due Floating Rate 09/20/2034
|
|
Government Bond 164,907 units
|
|
16,379
|
|
|
|
|
Martin Marietta 4.25% Due 12/15/2047
|
|
Corporate Bond 20,000 units
|
|
16,370
|
|
|
|
|
Consolidated Edison Inc. 2.0% Due 03/15/2020
|
|
Corporate Bond 16,000 units
|
|
15,787
|
|
|
|
|
Ginnie Mae REMIC Series 2007/16 Floating Rate Due 04/20/2037
|
|
Government Bond 142,323 units
|
|
15,771
|
|
|
|
|
Fannie Mae Pool #550387 6.45% Due 08/01/2030
|
|
Government Bond 15,671 units
|
|
15,681
|
|
|
|
|
Thermo Fisher Corporation 3% Due 04/15/2023
|
|
Corporate Bond 16,000 units
|
|
15,566
|
|
|
|
|
Energy Transfer 4.75% Due 01/15/2026
|
|
Corporate Bond 16,000 units
|
|
15,547
|
|
|
|
|
Exelon Generation Company LLC 4.25% Due 06/15/2022
|
|
Corporate Bond 15,000 units
|
|
15,206
|
|
|
|
|
Fannie Mae REMIC Trust 2008/91 Floating Rate Due 03/25/2038
|
|
Government Bond 136,381 units
|
|
15,134
|
|
|
|
|
Marsh & McLennan Companies, Inc. 2.35% Due 09/10/2019
|
|
Corporate Bond 15,000 units
|
|
14,921
|
|
|
|
|
Connecticut Light & Power Company 4.0% 04/01/2048
|
|
Corporate Bond 15,000 units
|
|
14,807
|
|
|
|
|
Sysco Corporation 3.55% Due 03/15/2025
|
|
Corporate Bond 15,000 units
|
|
14,771
|
|
|
|
|
Bank of New York Mellon Corporation 3.442% Due 02/07/2028 & 02/07/2027
|
|
Corporate Bond 15,000 units
|
|
14,636
|
|
|
|
|
ERP Operating Limited 3.5% Due 03/01/2028
|
|
Corporate Bond 15,000 units
|
|
14,584
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
Fannie Mae Series 390 Variable Rate Due 06/25/2038
|
|
Government Bond 76,569 units
|
|
14,576
|
|
|
|
|
Centerpoint Energy 3.95% 03/01/2048
|
|
Corporate Bond 15,000 units
|
|
14,574
|
|
|
|
|
Ginnie Mae 2008/087 REMIC Pass-Through 6.5% Due 10/20/2038
|
|
Government Bond 83,043 units
|
|
14,463
|
|
|
|
|
Burlington Northern and Santa Fe Railway Company 3.75% Due 04/01/2024
|
|
Corporate Bond 14,000 units
|
|
14,310
|
|
|
|
|
Citigroup Mortgage Loan Trust 2003/1 5.25% Due 09/25/2033
|
|
Corporate Bond 14,374 units
|
|
14,244
|
|
|
|
|
Mosaic Company Fixed 4.05% Due 11/15/2027
|
|
Corporate Bond 15,000 units
|
|
14,226
|
|
|
|
|
General Motors Financial Company, Inc. Fixed 4.35% Due 04/09/2025
|
|
Corporate Bond 15,000 units
|
|
14,212
|
|
|
|
|
Athene Holding Limited 4.125% Due 01/12/2028
|
|
Corporate Bond 15,000 units
|
|
13,625
|
|
|
|
|
Fannie Mae REMIC Trust 2006/20 Variable Rate Due 04/25/2036
|
|
Government Bond 82,273 units
|
|
13,419
|
|
|
|
|
Federal Home Loan Mortgage Corporation Pool #G02809 3.5% Due 05/01/2036
|
|
Government Bond 11,888 units
|
|
13,274
|
|
|
|
|
Ginnie Mae REMIC Series 2006/26 Due 06/20/2036
|
|
Government Bond 97,936 units
|
|
13,272
|
|
|
|
|
Federal Home Loan Mortgage Corporation Multiclass Floating Rate Due 10/15/2040
|
|
Government Bond 95,355 units
|
|
13,217
|
|
|
|
|
Federal Home Loan Mortgage Corporation Multiclass Series 3117 Principal Only Due 02/15/2036
|
|
Government Bond 15,335 units
|
|
13,140
|
|
|
|
|
Target Corporation 3.5% Due 07/01/2024
|
|
Corporate Bond 13,000 units
|
|
13,087
|
|
|
|
|
Ginnie Mae 2008/091 REMIC Pass-Through 6.5% Due 11/20/2038
|
|
Government Bond 76,608 units
|
|
12,993
|
|
|
|
|
Teva 3.15% Due 10/01/2026
|
|
Corporate Bond 17,000 units
|
|
12,975
|
|
|
|
|
Citigroup Inc. 5.3% Due 05/06/2044
|
|
Corporate Bond 13,000 units
|
|
12,956
|
|
|
|
|
Anheuser-Busch Inc. 4.439% Due 10/06/2048
|
|
Corporate Bond 15,000 units
|
|
12,953
|
|
|
|
|
Thermo Fisher Corporation 3.15% Due 01/15/2023
|
|
Corporate Bond 13,000 units
|
|
12,740
|
|
|
|
|
Central Garden & Pet 5.125% 02/01/2028
|
|
Corporate Bond 14,000 units
|
|
12,530
|
|
|
|
|
Fannie Mae REMIC Pass-Through Trust 2009/112 Floating Rate Due 01/25/2040
|
|
Government Bond 101,673 units
|
|
12,433
|
|
|
|
|
Southern Company Gas Capital Corporation 2.45% Due 10/01/2023
|
|
Corporate Bond 13,000 units
|
|
12,391
|
|
|
|
|
United States Treasury Bonds Dated 02/15/2006 4.5% Due 02/15/2036
|
|
Government Bond 10,000 units
|
|
12,326
|
|
|
|
|
Fannie Mae Series 331 Variable Rate Due 02/01/2033
|
|
Government Bond 66,428 units
|
|
12,319
|
|
|
|
|
Thermo Fisher Scientific Inc. 4.15% Due 02/01/2024
|
|
Corporate Bond 12,000 units
|
|
12,156
|
|
|
|
|
Dominion Gas Holdings, LLC 2.8% Due 11/15/2020
|
|
Corporate Bond 12,000 units
|
|
11,822
|
|
|
|
|
Federal Home Loan Mortgage Corporation Multiclass Preassign 00890 Due 04/15/2036
|
|
Government Bond 13,428 units
|
|
11,771
|
|
|
|
|
Dr Pepper Snapple Group Inc. 2.53% Due 11/15/2021
|
|
Corporate Bond 12,000 units
|
|
11,610
|
|
|
|
|
Federal Home Loan Mortgage Corporation Multiclass Series 3117 Due 02/15/2036
|
|
Government Bond 13,323 units
|
|
11,359
|
|
|
|
|
Kellogg Company 3.4% Due 11/15/2027
|
|
Corporate Bond 12,000 units
|
|
11,176
|
|
|
|
|
Gilead Sciences, Inc. 4.6% Due 09/01/2035
|
|
Corporate Bond 11,000 units
|
|
11,106
|
|
|
|
|
Duke Realty Limited Partnership 3.625% Due 04/15/2023
|
|
Corporate Bond 11,000 units
|
|
10,992
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
Virginia Electric & Power Company 3.45% Due 02/15/2024
|
|
Corporate Bond 11,000 units
|
|
10,988
|
|
|
|
|
Statoil ASA 3.15% Due 01/23/2022
|
|
Corporate Bond 11,000 units
|
|
10,971
|
|
|
|
|
Arizona Public Service Company 2.2% Due 01/15/2020
|
|
Corporate Bond 11,000 units
|
|
10,947
|
|
|
|
|
American Water Capital Corporation 3.4% Due 03/01/2025
|
|
Corporate Bond 11,000 units
|
|
10,868
|
|
|
|
|
PHH Mortgage Trust Series 6% Due 07/25/2038
|
|
Corporate Bond 10,518 units
|
|
10,469
|
|
|
|
|
Fannie Mae REMIC Trust 2010/35 Variable Rate Due 04/25/2040
|
|
Government Bond 80,891 units
|
|
10,422
|
|
|
|
|
Federal Home Loan Mortgage Corporation Variable Rate 08/25/2023
|
|
Government Bond 10,000 units
|
|
10,201
|
|
|
|
|
Ginnie Mae REMIC Series 2008/79 Floating Rate Due 09/20/2038
|
|
Government Bond 73,992 units
|
|
10,152
|
|
|
|
|
CBS Corporation 4.9% Due 08/15/2044
|
|
Corporate Bond 11,000 units
|
|
10,039
|
|
|
|
|
Sprint Corporation 7.125% Due 06/15/2024
|
|
Corporate Bond 10,000 units
|
|
9,903
|
|
|
|
|
Federal Home Loan Mortgage Corporation Multiclass 0% Due 11/15/2037
|
|
Government Bond 10,079 units
|
|
9,756
|
|
|
|
|
Federal Home Loan Mortgage Corporation Series 3218 Floating Rate Due 09/15/2026
|
|
Government Bond 89,755 units
|
|
9,752
|
|
|
|
|
Ginnie Mae 2009/106 Floating Rate Due 06/20/2037
|
|
Government Bond 120,547 units
|
|
9,739
|
|
|
|
|
National Retail Properties, Inc. 3.6% Due 12/15/2026
|
|
Corporate Bond 10,000 units
|
|
9,616
|
|
|
|
|
Federal Home Loan Mortgage Corporation Multiclass Series 2611 Floating Rate Due 05/15/2033
|
|
Government Bond 7,877 units
|
|
9,553
|
|
|
|
|
Digital Realty Trust LP 3.7% Due 08/15/2027
|
|
Corporate Bond 10,000 units
|
|
9,438
|
|
|
|
|
Federal Home Loan Mortgage Corporation Pool #1G3623 Adjustable Rate Due 05/1/2037
|
|
Government Bond 9,060 units
|
|
9,377
|
|
|
|
|
Freddie Mac Series 2643 Floating Rate Due 03/15/2032
|
|
Government Bond 5,109 units
|
|
8,997
|
|
|
|
|
Microsoft Corporation 2.375% Due 05/01/2023
|
|
Corporate Bond 9,000 units
|
|
8,807
|
|
|
|
|
United States Treasury Notes Dated 11/15/2015 2.25% Due 11/15/2025
|
|
Government Bond 9,000 units
|
|
8,801
|
|
|
|
|
Becton Dickinson & Company 3.734% Due 12/15/2024
|
|
Corporate Bond 9,000 units
|
|
8,694
|
|
|
|
|
Fannie Mae Floating Rate Series 2007/88 Due 09/25/2037
|
|
Government Bond 50,245 units
|
|
8,677
|
|
|
|
|
CarFinance Capital Auto Trust 2014/2 Class B 2.64% Due 11/16/2020
|
|
Corporate Bond 8,678 units
|
|
8,675
|
|
|
|
|
Fannie Mae Preassign 00869 Variable Rate Due 12/25/2032
|
|
Government Bond 7,323 units
|
|
8,466
|
|
|
|
|
Federal Home Loan Mortgage Corporation Multiclass Series 3171 Principal Only Due 06/15/2036
|
|
Government Bond 9,148 units
|
|
8,186
|
|
|
|
|
Williams Partners Fixed 4.85% Due 03/01/2048
|
|
Corporate Bond 9,000 units
|
|
8,167
|
|
|
|
|
Prologis LP 3.75% Due 11/01/2025
|
|
Corporate Bond 8,000 units
|
|
8,040
|
|
|
|
|
Zimmer Biomet 3.7% Due 03/19/2023
|
|
Corporate Bond 8,000 units
|
|
7,915
|
|
|
|
|
Fannie Mae Pool #889745 5.5% Due 06/1/2036
|
|
Government Bond 7,236 units
|
|
7,793
|
|
|
|
|
CBS Corporation 4% Due 01/15/2026
|
|
Corporate Bond 8,000 units
|
|
7,751
|
|
|
|
|
Federal Home Loan Mortgage Corporation Series 3306 Floating Rate Due 04/15/2037
|
|
Government Bond 7,141 units
|
|
7,593
|
|
|
|
|
Bayer US Finance II LLC 4.7% 07/15/2064
|
|
Corporate Bond 9,000 units
|
|
7,412
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
Ginnie Mae 2010/014 REMIC Pass-Through Principal Only Due 12/20/2032
|
|
Government Bond 7,441 units
|
|
7,225
|
|
|
|
|
Enterprise Products Company 4.95% Due 10/15/2054
|
|
Corporate Bond 7,000 units
|
|
6,803
|
|
|
|
|
Federal Home Loan Mortgage Corporation Multiclass Floating Rate Due 04/15/2037
|
|
Government Bond 6,176 units
|
|
6,470
|
|
|
|
|
Federal Home Loan Mortgage Corporation Pool #A39803 5.5% Due 11/01/2035
|
|
Government Bond 6,027 units
|
|
6,407
|
|
|
|
|
Federal Home Loan Mortgage Corporation Series 3507 5% Due 03/15/2036
|
|
Government Bond 5,767 units
|
|
5,773
|
|
|
|
|
Fannie Mae Pool #576557 6.5% Due 06/01/2019
|
|
Government Bond 5,364 units
|
|
5,761
|
|
|
|
|
Fannie Mae Pool #745948 6.5% Due 10/01/2036
|
|
Government Bond 4,994 units
|
|
5,641
|
|
|
|
|
Federal Home Loan Mortgage Corporation Pool #G13390 6% Due 01/01/2024
|
|
Government Bond 5,369 units
|
|
5,554
|
|
|
|
|
Federal Home Loan Mortgage Corporation Multiclass Series 3784 Floating Rate Due 07/15/2023
|
|
Government Bond 86,994 units
|
|
5,514
|
|
|
|
|
Banc America Alternative Loan Trust 2004/6 5% Due 07/25/2019*
|
|
Corporate Bond 5,442 units
|
|
5,449
|
|
|
|
|
Ginnie Mae 2004/30 5.5% Due 02/20/2034
|
|
Government Bond 5,301 units
|
|
5,303
|
|
|
|
|
Cargill Inc. Note 3.25% 03/01/2023
|
|
Corporate Bond 5,000 units
|
|
4,992
|
|
|
|
|
Federal Home Loan Mortgage Corporation Series 3201 Floating Rate Due 08/15/2036
|
|
Government Bond 53,023 units
|
|
4,850
|
|
|
|
|
CME IRS 3.08%/R 3M Libor 11/21/2024
|
|
Exchange Cleared Swap 3,115,000 units
|
|
4,848
|
|
|
|
|
Fannie Mae Pool #889213 5.5% Due 10/01/2020
|
|
Government Bond 4,745 units
|
|
4,777
|
|
|
|
|
Fannie Mae Preassign 00470 7% Due 06/25/2033
|
|
Government Bond 19,978 units
|
|
4,767
|
|
|
|
|
Morgan Stanley Mortgage Loan Trust 2004/2AR 5% Due 09/25/2034
|
|
Corporate Bond 4,622 units
|
|
4,623
|
|
|
|
|
Fannie Mae REMIC Trust 1997/30 8% Due 05/18/2027
|
|
Government Bond 28,200 units
|
|
4,432
|
|
|
|
|
Federal Home Loan Mortgage Corporation Multiclass Series 3825 Class AP 4% 03/15/2039
|
|
Government Bond 3,957 units
|
|
3,958
|
|
|
|
|
Federal Home Loan Mortgage Corporation Multiclass Series 2934 Principal Only Due 02/15/2020
|
|
Government Bond 3,516 units
|
|
3,463
|
|
|
|
|
Americredit 1.6% Due 11/09/2020
|
|
Corporate Bond 3,453 units
|
|
3,451
|
|
|
|
|
Fannie Mae Pool #852523 5.5% Due 02/1/2036
|
|
Government Bond 2,993 units
|
|
3,219
|
|
|
|
|
Ginnie Mae 2007/059 REMIC Pass-Through Due 04/20/2037
|
|
Government Bond 71,986 units
|
|
3,144
|
|
|
|
|
Fannie Mae REMIC Trust 1993/G17 Variable Rate Due 04/25/2023
|
|
Government Bond 28,253 units
|
|
2,798
|
|
|
|
|
Federal Home Loan Mortgage Corporation Pool #1J1574 5.697% Due 04/1/2037
|
|
Government Bond 2,620 units
|
|
2,759
|
|
|
|
|
Nutrien Limited Fixed 4.125% Due 03/15/2035
|
|
Corporate Bond 3,000 units
|
|
2,731
|
|
|
|
|
Ginnie Mae 2002/41 REMIC Trust Floating Rate Due 06/16/2032
|
|
Government Bond 122,414 units
|
|
2,525
|
|
|
|
|
Federal Home Loan Mortgage Corporation Multiclass Series 3593 Floating Rate Due 11/15/2024
|
|
Government Bond 45,859 units
|
|
2,461
|
|
|
|
|
Residential Accredit Loans, Inc. Pass-Through Trust Series 2004/QS3 5% Due 03/25/2019
|
|
Corporate Bond 2,332 units
|
|
2,324
|
|
|
|
|
Prime Mortgage Trust 2004/2 Pass-Through 4.75% Due 11/25/2019
|
|
Corporate Bond 2,231 units
|
|
2,215
|
|
|
|
|
Fannie Mae REMIC Series 2008/80 5.60825% Due 09/25/2038
|
|
Government Bond 18,928 units
|
|
2,015
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
Federal Home Loan Mortgage Corporation Multiclass Series 3219 6% Due 04/15/2036
|
|
Government Bond 8,836 units
|
|
1,824
|
|
|
|
|
Fannie Mae Preassign 00464 Due 01/25/2036
|
|
Government Bond 1,797 units
|
|
1,746
|
|
|
|
|
Indymac Mortgage Backed Securities, Inc. 4.75% Due 02/25/2019
|
|
Corporate Bond 1,862 units
|
|
1,645
|
|
|
|
|
Bear Stearns Asset Backed Securities Trust Adjustable Rate Due 12/25/2033
|
|
Corporate Bond 1,603 units
|
|
1,593
|
|
|
|
|
Morgan Stanley Trust 2012/IO REMIC Pass-Through 1% Due 03/27/2051
|
|
Corporate Bond 1,487 units
|
|
1,488
|
|
|
|
|
Federal Home Loan Mortgage Corporation Multiclass Preassign 00482 6.5% Due 03/15/2033
|
|
Government Bond 6,459 units
|
|
1,468
|
|
|
|
|
Ginnie Mae 2008/071 REMIC Pass-Through Floating Rate Due 08/20/2038
|
|
Government Bond 16,493 units
|
|
1,425
|
|
|
|
|
Fannie Mae REMIC Trust 2008/53 Variable Rate Due 07/25/2038
|
|
Government Bond 9,851 units
|
|
1,409
|
|
|
|
|
GMAC Mortgage Loan Trust 2003/J10 4.75% Due 01/25/2019
|
|
Corporate Bond 1,396 units
|
|
1,395
|
|
|
|
|
Ginnie Mae 2010/001 REMIC Pass-Through Floating Rate Due 08/16/2039
|
|
Government Bond 56,918 units
|
|
1,335
|
|
|
|
|
Morgan Stanley Capital I Trust Due 02/12/2044
|
|
Corporate Bond 176,781 units
|
|
1,089
|
|
|
|
|
Master Asset Security Trust 2004/6 5.25% Due 07/25/2019
|
|
Corporate Bond 951 units
|
|
948
|
|
|
|
|
Fannie Mae REMIC Trust 390 6% Due 07/25/2023
|
|
Government Bond 15,522 units
|
|
946
|
|
|
|
|
Kaupthing Bank HF 02/28/2020 In Default
|
|
Corporate Bond 310,000 units
|
|
775
|
|
|
|
|
Ginnie Mae 2006/023 REMIC Floating Rate Due 01/20/2036
|
|
Government Bond 49,230 units
|
|
730
|
|
|
|
|
Fannie Mae Pool #735439 6% Due 09/01/2019
|
|
Government Bond 451 units
|
|
452
|
|
|
|
|
Fannie Mae REMIC Trust 2009/15 Variable Rate Due 03/25/2024
|
|
Government Bond 18,891 units
|
|
430
|
|
|
|
|
Federal Home Loan Mortgage Corporation Multiclass Preassign 00603 5% Due 02/15/2020
|
|
Government Bond 21,798 units
|
|
426
|
|
|
|
|
Fannie Mae REMIC Series 2008/75 4.5% Due 09/25/2023
|
|
Government Bond 222 units
|
|
221
|
|
|
|
|
Americredit 1.81% Due 10/08/2020
|
|
Corporate Bond 188 units
|
|
188
|
|
|
|
|
Fannie Mae REMIC Series 2009/9 5% Due 02/25/2024
|
|
Government Bond 4,207 units
|
|
108
|
|
|
|
|
Fannie Mae Series 2009/18 5% Due 03/25/2024
|
|
Government Bond 3,176 units
|
|
76
|
|
|
|
|
Federal Home Loan Mortgage Corporation Multiclass Series 12/K708 Floating Rate Due 01/25/2019
|
|
Government Bond 556,582 units
|
|
6
|
|
|
|
Total Fixed Income Asset Class
|
|
|
|
|
283,215,341
|
|
|
|
|
|
|
|
|
|
|
Fixed Income Index Asset Class:
|
|
|
|
|
|
|
|
NT Collective Aggregate Bond Index Fund / Non Lending*
|
|
Collective Trust Fund 1,001,853 units
|
|
140,740,345
|
|
|
|
Total Fixed Income Index Asset Class
|
|
|
|
|
140,740,345
|
|
|
|
|
|
|
|
|
|
|
High Yield Asset Class:
|
|
|
|
|
|
|
|
Mackay Shields High Yield Bond CIT (Fund Code-2196)*
|
|
Collective Trust Fund 6,098,630 units
|
|
63,120,823
|
|
|
|
|
Blackrock Funds V High Yield Bond Portfolio Class K
|
|
Mutual Fund 8,651,249 units
|
|
61,769,918
|
|
|
|
|
Exide Technologies 0% Due 12/31/2049
|
|
Corporate Bond 182,991 units
|
|
100,645
|
|
|
|
|
Exide Technologies 11.0% Due 04/30/2022
|
|
Corporate Bond 8,475 units
|
|
6,780
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
Exide Technologies
|
|
Common and Preferred Stock 4,055 shares
|
|
3,326
|
|
|
|
Total High Yield Asset Class
|
|
|
|
|
125,001,492
|
|
|
|
|
|
|
|
|
|
|
Inflation Protection Asset Class:
|
|
|
|
|
|
|
|
NT Collective Treasury Inflation/Protected Securities Index Fund / Non Lending*
|
|
Collective Trust Fund 699,542 units
|
|
97,740,043
|
|
|
|
Total Inflation Protection Asset Class
|
|
|
|
|
97,740,043
|
|
|
|
|
|
|
|
|
|
|
International Growth Asset Class:
|
|
|
|
|
|
|
|
Artisan International Fund*
|
|
Collective Trust Fund 2,590,849 units
|
|
55,081,440
|
|
|
|
|
MFS Institutional International Equity Fund
|
|
Mutual Fund 2,427,355 units
|
|
54,348,487
|
|
|
|
|
NT Collective EAFE Index Fund / Non Lending*
|
|
Collective Trust Fund 55,386 units
|
|
15,639,189
|
|
|
|
Total International Growth Asset Class
|
|
|
|
|
125,069,116
|
|
|
|
|
|
|
|
|
|
|
International Index Asset Class:
|
|
|
|
|
|
|
|
NT Collective All Country World Index Ex/US Fund / Non Lending*
|
|
Collective Trust Fund 2,069,166 units
|
|
283,517,086
|
|
|
|
Total International Index Asset Class
|
|
|
|
|
283,517,086
|
|
|
|
|
|
|
|
|
|
|
International Value Asset Class:
|
|
|
|
|
|
|
|
Altrinsic International Equity Fund Class C*
|
|
Collective Trust Fund 5,950,020 units
|
|
64,720,744
|
|
|
|
|
Dodge & Cox International Fund
|
|
Mutual Fund 1,713,473 units
|
|
63,244,274
|
|
|
|
Total International Value Asset Class
|
|
|
|
|
127,965,018
|
|
|
|
|
|
|
|
|
|
|
Large Cap Growth Asset Class:
|
|
|
|
|
|
|
|
NT Collective Russell 1000 Growth Index Fund / Non Lending*
|
|
Collective Trust Fund 63,913 units
|
|
25,931,165
|
|
|
|
|
Amazon Inc.
|
|
Common and Preferred Stock 15,095 shares
|
|
22,672,237
|
|
|
|
|
Visa Inc. Class A
|
|
Common and Preferred Stock 171,058 shares
|
|
22,569,393
|
|
|
|
|
salesforce.com, inc.
|
|
Common and Preferred Stock 105,640 shares
|
|
14,469,511
|
|
|
|
|
Alphabet Inc. Class A
|
|
Common and Preferred Stock 12,849 shares
|
|
13,426,691
|
|
|
|
|
ServiceNow, Inc.
|
|
Common and Preferred Stock 68,134 shares
|
|
12,131,259
|
|
|
|
|
Microsoft Corporation
|
|
Common and Preferred Stock 116,025 shares
|
|
11,784,659
|
|
|
|
|
Netflix, Inc.
|
|
Common and Preferred Stock 39,492 shares
|
|
10,570,429
|
|
|
|
|
Alibaba Group Holding Limited
|
|
Common and Preferred Stock 66,900 shares
|
|
9,169,983
|
|
|
|
|
Regeneron Pharmaceuticals, Inc.
|
|
Common and Preferred Stock 24,094 shares
|
|
8,999,109
|
|
|
|
|
Nike, Inc. Class B
|
|
Common and Preferred Stock 107,872 shares
|
|
7,997,630
|
|
|
|
|
Abbott Lab
|
|
Common and Preferred Stock 108,126 shares
|
|
7,820,754
|
|
|
|
|
Yum! Brands Inc.
|
|
Common and Preferred Stock 80,955 shares
|
|
7,441,384
|
|
|
|
|
Alphabet Inc. Class C
|
|
Common and Preferred Stock 7,030 shares
|
|
7,280,338
|
|
|
|
|
FleetCor Technologies, Inc.
|
|
Common and Preferred Stock 39,053 shares
|
|
7,252,923
|
|
|
|
|
The Estee Lauder Companies Inc.
|
|
Common and Preferred Stock 55,381 shares
|
|
7,205,068
|
|
|
|
|
Facebook Inc. Class A
|
|
Common and Preferred Stock 54,959 shares
|
|
7,204,575
|
|
|
|
|
Adobe Systems Inc.
|
|
Common and Preferred Stock 31,300 shares
|
|
7,081,312
|
|
|
|
|
Booking Holdings Inc.
|
|
Common and Preferred Stock 3,901 shares
|
|
6,719,160
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
Ecolab Inc.
|
|
Common and Preferred Stock 44,344 shares
|
|
6,534,088
|
|
|
|
|
UnitedHealth Group Inc.
|
|
Common and Preferred Stock 26,198 shares
|
|
6,526,446
|
|
|
|
|
Autodesk Inc.
|
|
Common and Preferred Stock 43,856 shares
|
|
5,640,320
|
|
|
|
|
Walt Disney Company
|
|
Common and Preferred Stock 50,556 shares
|
|
5,543,465
|
|
|
|
|
Equinix Inc.
|
|
Common and Preferred Stock 15,485 shares
|
|
5,459,392
|
|
|
|
|
Becton Dickinson & Company
|
|
Common and Preferred Stock 23,150 shares
|
|
5,216,158
|
|
|
|
|
Illumina, Inc.
|
|
Common and Preferred Stock 17,300 shares
|
|
5,188,789
|
|
|
|
|
Edwards Lifesciences Corporation
|
|
Common and Preferred Stock 33,600 shares
|
|
5,146,512
|
|
|
|
|
Novo Nordisk A/S
|
|
Common and Preferred Stock 110,217 shares
|
|
5,077,697
|
|
|
|
|
Automatic Data Processing, Inc.
|
|
Common and Preferred Stock 38,563 shares
|
|
5,056,381
|
|
|
|
|
Lowes Companies, Inc.
|
|
Common and Preferred Stock 52,024 shares
|
|
4,804,937
|
|
|
|
|
TJX Companies, Inc.
|
|
Common and Preferred Stock 107,186 shares
|
|
4,795,502
|
|
|
|
|
Linde PLC
|
|
Common and Preferred Stock 29,919 shares
|
|
4,668,561
|
|
|
|
|
Intuit
|
|
Common and Preferred Stock 23,015 shares
|
|
4,530,503
|
|
|
|
|
Apple Inc.
|
|
Common and Preferred Stock 28,600 shares
|
|
4,511,364
|
|
|
|
|
Monster Beverage Corporation
|
|
Common and Preferred Stock 89,200 shares
|
|
4,390,424
|
|
|
|
|
Ulta Salon, Cosmetics & Fragrance, Inc.
|
|
Common and Preferred Stock 17,910 shares
|
|
4,385,084
|
|
|
|
|
CoStar Group Inc.
|
|
Common and Preferred Stock 12,683 shares
|
|
4,278,483
|
|
|
|
|
Mondelez International, Inc.
|
|
Common and Preferred Stock 101,752 shares
|
|
4,073,133
|
|
|
|
|
Palo Alto Networks, Inc.
|
|
Common and Preferred Stock 20,200 shares
|
|
3,804,670
|
|
|
|
|
Intuitive Surgical, Inc.
|
|
Common and Preferred Stock 7,684 shares
|
|
3,680,021
|
|
|
|
|
Mastercard Inc. Class A
|
|
Common and Preferred Stock 18,636 shares
|
|
3,515,681
|
|
|
|
|
Splunk Inc.
|
|
Common and Preferred Stock 30,600 shares
|
|
3,208,410
|
|
|
|
|
Caterpillar Inc.
|
|
Common and Preferred Stock 24,885 shares
|
|
3,162,137
|
|
|
|
|
Align Technology, Inc.
|
|
Common and Preferred Stock 14,300 shares
|
|
2,994,849
|
|
|
|
|
Thermo Fisher Corporation
|
|
Common and Preferred Stock 13,328 shares
|
|
2,982,673
|
|
|
|
|
Cisco Systems, Inc.
|
|
Common and Preferred Stock 68,617 shares
|
|
2,973,175
|
|
|
|
|
Alliance Data Systems Corporation
|
|
Common and Preferred Stock 19,748 shares
|
|
2,963,780
|
|
|
|
|
Zebra Technologies Corporation
|
|
Common and Preferred Stock 18,500 shares
|
|
2,945,755
|
|
|
|
|
Sarepta Therapeutics Inc.
|
|
Common and Preferred Stock 26,900 shares
|
|
2,935,597
|
|
|
|
|
Abiomed Inc.
|
|
Common and Preferred Stock 8,800 shares
|
|
2,860,352
|
|
|
|
|
Coca Cola Company
|
|
Common and Preferred Stock 57,900 shares
|
|
2,741,565
|
|
|
|
|
Match Group Inc.
|
|
Common and Preferred Stock 63,900 shares
|
|
2,733,003
|
|
|
|
|
Workday Inc. Class A
|
|
Common and Preferred Stock 16,800 shares
|
|
2,682,624
|
|
|
|
|
Deere & Company
|
|
Common and Preferred Stock 17,894 shares
|
|
2,669,248
|
|
|
|
|
Boston Scientific Corporation
|
|
Common and Preferred Stock 74,300 shares
|
|
2,625,762
|
|
|
|
|
RingCentral, Inc. Class A
|
|
Common and Preferred Stock 31,100 shares
|
|
2,563,884
|
|
|
|
|
Biomarin Pharmaceutical Inc.
|
|
Common and Preferred Stock 28,700 shares
|
|
2,443,805
|
|
|
|
|
Twitter Inc.
|
|
Common and Preferred Stock 84,000 shares
|
|
2,414,160
|
|
|
|
|
Vertex Pharmaceuticals Inc.
|
|
Common and Preferred Stock 14,373 shares
|
|
2,381,750
|
|
|
|
|
Eli Lilly and Company
|
|
Common and Preferred Stock 20,000 shares
|
|
2,314,400
|
|
|
|
|
CF Industries Holdings Inc.
|
|
Common and Preferred Stock 52,700 shares
|
|
2,292,977
|
|
|
|
|
Activision Blizzard Inc.
|
|
Common and Preferred Stock 48,400 shares
|
|
2,253,988
|
|
|
|
|
Xilinx Inc.
|
|
Common and Preferred Stock 25,900 shares
|
|
2,205,903
|
|
|
|
|
Alexion Pharmaceuticals, Inc.
|
|
Common and Preferred Stock 22,500 shares
|
|
2,190,600
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
Target Corporation
|
|
Common and Preferred Stock 31,000 shares
|
|
2,048,790
|
|
|
|
|
SBV Financial Group
|
|
Common and Preferred Stock 10,755 shares
|
|
2,042,590
|
|
|
|
|
Dexcom Inc.
|
|
Common and Preferred Stock 16,600 shares
|
|
1,988,680
|
|
|
|
|
Loxo Oncology Inc.
|
|
Common and Preferred Stock 14,020 shares
|
|
1,963,781
|
|
|
|
|
Worldpay Inc. Class A
|
|
Common and Preferred Stock 25,542 shares
|
|
1,952,175
|
|
|
|
|
Floor & Decor Holdings Inc.
|
|
Common and Preferred Stock 74,000 shares
|
|
1,916,600
|
|
|
|
|
CSX Corporation
|
|
Common and Preferred Stock 30,800 shares
|
|
1,913,604
|
|
|
|
|
Grubhub Inc.
|
|
Common and Preferred Stock 24,900 shares
|
|
1,912,569
|
|
|
|
|
Qualcomm Inc.
|
|
Common and Preferred Stock 32,000 shares
|
|
1,821,120
|
|
|
|
|
Five Below, Inc.
|
|
Common and Preferred Stock 17,700 shares
|
|
1,811,064
|
|
|
|
|
Chipotle Mexican Grill, Inc.
|
|
Common and Preferred Stock 4,100 shares
|
|
1,770,339
|
|
|
|
|
Capital One Financial Corporation
|
|
Common and Preferred Stock 22,520 shares
|
|
1,702,287
|
|
|
|
|
Intel Corporation
|
|
Common and Preferred Stock 36,000 shares
|
|
1,689,480
|
|
|
|
|
Procter & Gamble NPV
|
|
Common and Preferred Stock 17,100 shares
|
|
1,571,832
|
|
|
|
|
Atlassian Corporation PLC Class A
|
|
Common and Preferred Stock 17,450 shares
|
|
1,552,701
|
|
|
|
|
Lululemon Athletica Inc.
|
|
Common and Preferred Stock 12,000 shares
|
|
1,459,320
|
|
|
|
|
Jacobs Engineering Group Inc.
|
|
Common and Preferred Stock 22,900 shares
|
|
1,338,734
|
|
|
|
|
WellCare Health Plans, Inc.
|
|
Common and Preferred Stock 5,300 shares
|
|
1,251,277
|
|
|
|
|
Diamondback Energy Inc.
|
|
Common and Preferred Stock 12,729 shares
|
|
1,179,978
|
|
|
|
|
Pioneer National Resources Company
|
|
Common and Preferred Stock 8,000 shares
|
|
1,052,160
|
|
|
|
|
Live Nation Entertainment Inc.
|
|
Common and Preferred Stock 16,100 shares
|
|
792,925
|
|
|
|
|
Tiffany & Company
|
|
Common and Preferred Stock 7,650 shares
|
|
615,902
|
|
|
|
Total Large Cap Growth Asset Class
|
|
|
|
|
421,443,496
|
|
|
|
|
|
|
|
|
|
|
Large Cap Index Asset Class:
|
|
|
|
|
|
|
|
NT Collective S&P 500 Index Fund – Non Lending*
|
|
Collective Trust Fund 108,363 units
|
|
948,512,821
|
|
|
|
Total Large Cap Index Asset Class
|
|
|
|
|
948,512,821
|
|
|
|
|
|
|
|
|
|
|
Large Cap Value Asset Class:
|
|
|
|
|
|
|
|
NT Collective Short Term Investment Fund*
|
|
Collective Trust Fund 65,459,334 units
|
|
65,459,334
|
|
|
|
|
NT Collective Russell 1000 Value Index Fund / Non Lending*
|
|
Collective Trust Fund 33,029 units
|
|
10,942,075
|
|
|
|
|
Alphabet Inc. Class C
|
|
Common and Preferred Stock 6,759 shares
|
|
6,999,688
|
|
|
|
|
Microsoft Corporation
|
|
Common and Preferred Stock 65,492 shares
|
|
6,652,022
|
|
|
|
|
Hilton Worldwide Holdings Inc.
|
|
Common and Preferred Stock 84,276 shares
|
|
6,051,017
|
|
|
|
|
Mastercard Inc. Class A
|
|
Common and Preferred Stock 31,577 shares
|
|
5,957,001
|
|
|
|
|
Skyworks Solutions Inc
|
|
Common and Preferred Stock 85,917 shares
|
|
5,758,157
|
|
|
|
|
National Oilwell Varco, Inc.
|
|
Common and Preferred Stock 221,883 shares
|
|
5,702,393
|
|
|
|
|
Qorvo, Inc.
|
|
Common and Preferred Stock 93,886 shares
|
|
5,701,697
|
|
|
|
|
KKR & Company Inc. Class A
|
|
Common and Preferred Stock 244,244 shares
|
|
4,794,510
|
|
|
|
|
Swiss Re AG
|
|
Common and Preferred Stock 49,183 shares
|
|
4,494,940
|
|
|
|
|
McKesson Corporation
|
|
Common and Preferred Stock 39,899 shares
|
|
4,407,643
|
|
|
|
|
CVS Health Corporation
|
|
Common and Preferred Stock 66,047 shares
|
|
4,327,399
|
|
|
|
|
Comcast Corporation Class A
|
|
Common and Preferred Stock 125,000 shares
|
|
4,256,250
|
|
|
|
|
United Parcel Service Inc. Class B
|
|
Common and Preferred Stock 41,241 shares
|
|
4,022,235
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
Amazon Inc.
|
|
Common and Preferred Stock 2,655 shares
|
|
3,987,730
|
|
|
|
|
European Aeronautic Defense and Space Company
|
|
Common and Preferred Stock 41,054 shares
|
|
3,959,658
|
|
|
|
|
Teradyne Inc.
|
|
Common and Preferred Stock 126,141 shares
|
|
3,958,305
|
|
|
|
|
Parker/Hannifin Corporation
|
|
Common and Preferred Stock 26,355 shares
|
|
3,930,585
|
|
|
|
|
Visa Inc. Class A
|
|
Common and Preferred Stock 27,970 shares
|
|
3,690,362
|
|
|
|
|
Wells Fargo & Company*
|
|
Common and Preferred Stock 77,500 shares
|
|
3,571,200
|
|
|
|
|
Charter Communications, Inc. Class A
|
|
Common and Preferred Stock 11,222 shares
|
|
3,197,933
|
|
|
|
|
The Charles Schwab Corporation
|
|
Common and Preferred Stock 77,000 shares
|
|
3,197,810
|
|
|
|
|
Oracle Corporation
|
|
Common and Preferred Stock 68,080 shares
|
|
3,073,812
|
|
|
|
|
State Street Corporation
|
|
Common and Preferred Stock 48,148 shares
|
|
3,036,694
|
|
|
|
|
S&P Global Inc.
|
|
Common and Preferred Stock 16,703 shares
|
|
2,838,508
|
|
|
|
|
Sanofi/Aventis
|
|
Common and Preferred Stock 65,000 shares
|
|
2,821,650
|
|
|
|
|
Bank of America Corporation*
|
|
Common and Preferred Stock 112,000 shares
|
|
2,759,680
|
|
|
|
|
Facebook Inc. Class A
|
|
Common and Preferred Stock 21,019 shares
|
|
2,755,381
|
|
|
|
|
AmerisourceBergen Corp.
|
|
Common and Preferred Stock 36,978 shares
|
|
2,751,163
|
|
|
|
|
Novartis AG
|
|
Common and Preferred Stock 31,500 shares
|
|
2,703,015
|
|
|
|
|
Capital One Financial Corporation
|
|
Common and Preferred Stock 35,500 shares
|
|
2,683,445
|
|
|
|
|
J.P. Morgan Chase & Company*
|
|
Common and Preferred Stock 26,400 shares
|
|
2,577,168
|
|
|
|
|
Cigna Corporation
|
|
Common and Preferred Stock 13,516 shares
|
|
2,567,027
|
|
|
|
|
American Express Company
|
|
Common and Preferred Stock 26,700 shares
|
|
2,545,044
|
|
|
|
|
Everest Re Group Ltd
|
|
Common and Preferred Stock 11,236 shares
|
|
2,446,751
|
|
|
|
|
Bank of New York Mellon Corporation
|
|
Common and Preferred Stock 50,500 shares
|
|
2,377,035
|
|
|
|
|
Axis Capital Holdings Limited
|
|
Common and Preferred Stock 45,958 shares
|
|
2,373,271
|
|
|
|
|
FedEx Corporation
|
|
Common and Preferred Stock 14,600 shares
|
|
2,355,418
|
|
|
|
|
AstraZeneca PLC
|
|
Common and Preferred Stock 56,500 shares
|
|
2,145,870
|
|
|
|
|
Twenty-First Century Fox, Inc. Class A
|
|
Common and Preferred Stock 44,000 shares
|
|
2,117,280
|
|
|
|
|
Bristol/Myers Squibb Company
|
|
Common and Preferred Stock 40,500 shares
|
|
2,105,190
|
|
|
|
|
Roche Holdings Ltd.
|
|
Common and Preferred Stock 66,000 shares
|
|
2,051,280
|
|
|
|
|
MetLife, Inc.*
|
|
Common and Preferred Stock 49,000 shares
|
|
2,011,940
|
|
|
|
|
GlaxoSmithKline PLC
|
|
Common and Preferred Stock 52,000 shares
|
|
1,986,920
|
|
|
|
|
Anadarko Petroleum Corporation
|
|
Common and Preferred Stock 43,000 shares
|
|
1,885,120
|
|
|
|
|
Johnson Controls International PLC
|
|
Common and Preferred Stock 63,055 shares
|
|
1,869,581
|
|
|
|
|
Hewlett Packard Enterprise Company
|
|
Common and Preferred Stock 133,500 shares
|
|
1,763,535
|
|
|
|
|
Eli Lilly and Company
|
|
Common and Preferred Stock 15,000 shares
|
|
1,735,800
|
|
|
|
|
HP Inc.
|
|
Common and Preferred Stock 82,000 shares
|
|
1,677,720
|
|
|
|
|
The Goldman Sachs Group Inc.
|
|
Common and Preferred Stock 10,000 shares
|
|
1,670,500
|
|
|
|
|
Occidental Petroleum Corporation
|
|
Common and Preferred Stock 25,539 shares
|
|
1,567,584
|
|
|
|
|
Cisco Systems, Inc.
|
|
Common and Preferred Stock 36,000 shares
|
|
1,559,880
|
|
|
|
|
UnitedHealth Group Inc.
|
|
Common and Preferred Stock 6,200 shares
|
|
1,544,544
|
|
|
|
|
Booking Holdings Inc.
|
|
Common and Preferred Stock 875 shares
|
|
1,507,118
|
|
|
|
|
United Technologies Corporation
|
|
Common and Preferred Stock 12,500 shares
|
|
1,331,000
|
|
|
|
|
TE Connectivity Limited
|
|
Common and Preferred Stock 16,700 shares
|
|
1,263,021
|
|
|
|
|
Baker Hughes
|
|
Common and Preferred Stock 58,100 shares
|
|
1,249,150
|
|
|
|
|
Microchip Technology Inc.
|
|
Common and Preferred Stock 16,700 shares
|
|
1,201,064
|
|
|
|
|
Apache Corporation
|
|
Common and Preferred Stock 43,981 shares
|
|
1,154,501
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
Gilead Sciences Inc.
|
|
Common and Preferred Stock 16,500 shares
|
|
1,032,075
|
|
|
|
|
Qurate Retail Inc.
|
|
Common and Preferred Stock 50,000 shares
|
|
976,000
|
|
|
|
|
Celanese Corporation
|
|
Common and Preferred Stock 10,800 shares
|
|
971,676
|
|
|
|
|
Union Pacific Corporation
|
|
Common and Preferred Stock 6,500 shares
|
|
898,495
|
|
|
|
|
Juniper Networks, Inc.
|
|
Common and Preferred Stock 32,500 shares
|
|
874,575
|
|
|
|
|
BB&T Corporation
|
|
Common and Preferred Stock 20,000 shares
|
|
866,400
|
|
|
|
|
Schlumberger Limited
|
|
Common and Preferred Stock 24,000 shares
|
|
865,920
|
|
|
|
|
AT&T Inc.
|
|
Common and Preferred Stock 25,091 shares
|
|
716,097
|
|
|
|
|
Twenty-First Century Fox, Inc. Class B
|
|
Common and Preferred Stock 14,500 shares
|
|
692,810
|
|
|
|
|
Halliburton Company
|
|
Common and Preferred Stock 25,350 shares
|
|
673,803
|
|
|
|
|
Danaher Corporation
|
|
Common and Preferred Stock 5,700 shares
|
|
587,784
|
|
|
|
|
Sprint Corporation
|
|
Common and Preferred Stock 95,492 shares
|
|
555,763
|
|
|
|
|
Micro Focus International PLC
|
|
Common and Preferred Stock 31,226 shares
|
|
537,399
|
|
|
|
|
Medtronic PLC
|
|
Common and Preferred Stock 5,800 shares
|
|
527,568
|
|
|
|
|
Zayo Group Holdings Inc.
|
|
Common and Preferred Stock 22,500 shares
|
|
513,900
|
|
|
|
|
Molson Coors Brewing Class B
|
|
Common and Preferred Stock 9,000 shares
|
|
505,440
|
|
|
|
|
Maxim Integrated Products, Inc.
|
|
Common and Preferred Stock 9,400 shares
|
|
477,990
|
|
|
|
|
Concho Resources Inc.
|
|
Common and Preferred Stock 4,500 shares
|
|
462,555
|
|
|
|
|
Aegon N.V.*
|
|
Common and Preferred Stock 99,400 shares
|
|
462,210
|
|
|
|
|
Dish Network Corporation Class A
|
|
Common and Preferred Stock 18,200 shares
|
|
454,454
|
|
|
|
|
Dell Technologies Inc. Class C
|
|
Common and Preferred Stock 9,092 shares
|
|
444,336
|
|
|
|
|
Brighthouse Financial Inc.
|
|
Common and Preferred Stock 11,163 shares
|
|
340,248
|
|
|
|
|
Alnylam Pharmaceuticals, Inc.
|
|
Common and Preferred Stock 4,500 shares
|
|
328,095
|
|
|
|
|
Gap Inc.
|
|
Common and Preferred Stock 12,700 shares
|
|
327,152
|
|
|
|
|
Mattel Inc.
|
|
Common and Preferred Stock 32,700 shares
|
|
326,673
|
|
|
|
|
Harley/Davidson
|
|
Common and Preferred Stock 9,500 shares
|
|
324,140
|
|
|
|
|
Alphabet Inc. Class A
|
|
Common and Preferred Stock 250 shares
|
|
261,240
|
|
|
|
|
Incyte Corporation
|
|
Common and Preferred Stock 3,500 shares
|
|
222,565
|
|
|
|
|
Ball Corporation
|
|
Common and Preferred Stock 4,500 shares
|
|
206,910
|
|
|
|
|
News Corporation Class A
|
|
Common and Preferred Stock 13,000 shares
|
|
147,550
|
|
|
|
|
Target Corporation
|
|
Common and Preferred Stock 2,000 shares
|
|
132,180
|
|
|
|
|
Weatherford International Ltd.
|
|
Common and Preferred Stock 42,000 shares
|
|
23,478
|
|
|
|
|
Synopsys, Inc.
|
|
Common and Preferred Stock 200 shares
|
|
16,848
|
|
|
|
Total Large Cap Value Asset Class
|
|
|
|
|
269,837,933
|
|
|
|
|
|
|
|
|
|
|
Participant Self-Directed Brokerage Accounts
|
|
Various Investments
|
|
344,113,884
|
|
|
|
|
|
|
|
|
|
344,113,884
|
|
|
|
|
|
|
|
|
|
|
REIT Asset Class:
|
|
|
|
|
|
|
|
Vanguard Specialized Portfolios REIT Index Fund Institutional Class
|
|
Mutual Fund 7,763,136 units
|
|
127,004,903
|
|
|
|
|
NT Collective Global Real Estate Index Fund - Non Lending*
|
|
Collective Trust Fund 51,119 units
|
|
9,788,731
|
|
|
|
Total REIT Asset Class
|
|
|
|
|
136,793,634
|
|
|
|
|
|
|
|
|
|
|
Small-Mid Cap Growth Asset Class:
|
|
|
|
|
|
|
|
NT Collective Russell 2000 Growth Index Fund / Non Lending*
|
|
Collective Trust Fund 35,425 units
|
|
11,022,216
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
Zendesk, Inc.
|
|
Common and Preferred Stock 56,464 shares
|
|
3,295,804
|
|
|
|
|
Five9 Inc.
|
|
Common and Preferred Stock 64,715 shares
|
|
2,829,340
|
|
|
|
|
Euronet Worldwide, Inc.
|
|
Common and Preferred Stock 24,942 shares
|
|
2,553,562
|
|
|
|
|
HEICO Corporation Class A
|
|
Common and Preferred Stock 36,683 shares
|
|
2,311,029
|
|
|
|
|
Five Below, Inc.
|
|
Common and Preferred Stock 22,206 shares
|
|
2,272,118
|
|
|
|
|
ICON Public Limited Company
|
|
Common and Preferred Stock 17,322 shares
|
|
2,238,176
|
|
|
|
|
Green Dot Corporation Stock
|
|
Common and Preferred Stock 27,585 shares
|
|
2,193,559
|
|
|
|
|
Zebra Technologies Corporation
|
|
Common and Preferred Stock 13,604 shares
|
|
2,166,165
|
|
|
|
|
RBC Bearings Inc.
|
|
Common and Preferred Stock 15,542 shares
|
|
2,037,556
|
|
|
|
|
Molina Healthcare Inc.
|
|
Common and Preferred Stock 16,555 shares
|
|
1,924,022
|
|
|
|
|
Barnes Group Inc.
|
|
Common and Preferred Stock 35,836 shares
|
|
1,921,526
|
|
|
|
|
Dexcom Inc.
|
|
Common and Preferred Stock 15,661 shares
|
|
1,876,188
|
|
|
|
|
IAC/InterActiveCorp
|
|
Common and Preferred Stock 9,400 shares
|
|
1,720,576
|
|
|
|
|
Monro Muffler Brake, Inc.
|
|
Common and Preferred Stock 24,621 shares
|
|
1,692,694
|
|
|
|
|
RingCentral, Inc. Class A
|
|
Common and Preferred Stock 20,347 shares
|
|
1,677,407
|
|
|
|
|
Cantel Medical Corporation
|
|
Common and Preferred Stock 22,197 shares
|
|
1,652,567
|
|
|
|
|
Rapid7 Inc.
|
|
Common and Preferred Stock 52,088 shares
|
|
1,623,062
|
|
|
|
|
Monolithic Power Systems, Inc.
|
|
Common and Preferred Stock 13,908 shares
|
|
1,616,805
|
|
|
|
|
Copart, Inc.
|
|
Common and Preferred Stock 33,833 shares
|
|
1,616,541
|
|
|
|
|
Insulet Corporation
|
|
Common and Preferred Stock 20,055 shares
|
|
1,590,763
|
|
|
|
|
Exact Sciences Corporation
|
|
Common and Preferred Stock 25,371 shares
|
|
1,544,120
|
|
|
|
|
Ollie's Bargain Outlet Holdings Inc.
|
|
Common and Preferred Stock 23,149 shares
|
|
1,539,640
|
|
|
|
|
Paylocity Holding Corporation
|
|
Common and Preferred Stock 25,442 shares
|
|
1,531,863
|
|
|
|
|
Eagle Bancorp, Inc.
|
|
Common and Preferred Stock 29,191 shares
|
|
1,421,894
|
|
|
|
|
Docusign Inc.
|
|
Common and Preferred Stock 34,969 shares
|
|
1,401,558
|
|
|
|
|
Healthcare Services Group Inc.
|
|
Common and Preferred Stock 34,656 shares
|
|
1,392,478
|
|
|
|
|
Chegg Inc.
|
|
Common and Preferred Stock 47,729 shares
|
|
1,356,458
|
|
|
|
|
Neogen Corporation
|
|
Common and Preferred Stock 23,635 shares
|
|
1,347,195
|
|
|
|
|
Aaon Inc.
|
|
Common and Preferred Stock 37,338 shares
|
|
1,309,070
|
|
|
|
|
Etsy Inc.
|
|
Common and Preferred Stock 27,275 shares
|
|
1,297,472
|
|
|
|
|
The Ensign Group, Inc.
|
|
Common and Preferred Stock 33,375 shares
|
|
1,294,616
|
|
|
|
|
Globant SA
|
|
Common and Preferred Stock 22,241 shares
|
|
1,252,613
|
|
|
|
|
Lululemon Athletica Inc.
|
|
Common and Preferred Stock 10,258 shares
|
|
1,247,475
|
|
|
|
|
Wright Medical Group NV
|
|
Common and Preferred Stock 44,772 shares
|
|
1,218,694
|
|
|
|
|
Envestnet, Inc.
|
|
Common and Preferred Stock 24,613 shares
|
|
1,210,713
|
|
|
|
|
CoStar Group Inc.
|
|
Common and Preferred Stock 3,573 shares
|
|
1,205,316
|
|
|
|
|
Ulta Salon, Cosmetics & Fragrance, Inc.
|
|
Common and Preferred Stock 4,906 shares
|
|
1,201,185
|
|
|
|
|
Ultimate Software Group, Inc.
|
|
Common and Preferred Stock 4,741 shares
|
|
1,160,929
|
|
|
|
|
HubSpot, Inc.
|
|
Common and Preferred Stock 9,126 shares
|
|
1,147,412
|
|
|
|
|
Abiomed Inc.
|
|
Common and Preferred Stock 3,508 shares
|
|
1,140,240
|
|
|
|
|
G-III Apparel Group Limited
|
|
Common and Preferred Stock 40,429 shares
|
|
1,127,565
|
|
|
|
|
Cree Inc.
|
|
Common and Preferred Stock 25,678 shares
|
|
1,098,376
|
|
|
|
|
Keysight Technologies Inc.
|
|
Common and Preferred Stock 17,546 shares
|
|
1,089,256
|
|
|
|
|
Spirit Airlines, Inc.
|
|
Common and Preferred Stock 18,753 shares
|
|
1,086,174
|
|
|
|
|
Haemonetics Corporation
|
|
Common and Preferred Stock 10,818 shares
|
|
1,082,341
|
|
|
|
|
Tandem Diabetes Care Inc.
|
|
Common and Preferred Stock 28,010 shares
|
|
1,063,540
|
|
|
|
|
Proofpoint, Inc.
|
|
Common and Preferred Stock 12,574 shares
|
|
1,053,827
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
Evolent Health Inc. Class A Class A
|
|
Common and Preferred Stock 52,789 shares
|
|
1,053,141
|
|
|
|
|
Healthequity, Inc.
|
|
Common and Preferred Stock 17,098 shares
|
|
1,019,896
|
|
|
|
|
Knight-Swift Transportation Holdings Inc.
|
|
Common and Preferred Stock 37,828 shares
|
|
948,348
|
|
|
|
|
Grubhub Inc.
|
|
Common and Preferred Stock 12,280 shares
|
|
943,227
|
|
|
|
|
Irobot Corporation
|
|
Common and Preferred Stock 11,160 shares
|
|
934,538
|
|
|
|
|
InterXion Holding N.V.
|
|
Common and Preferred Stock 16,437 shares
|
|
890,228
|
|
|
|
|
Cyber-Ark Software Inc.
|
|
Common and Preferred Stock 11,884 shares
|
|
881,080
|
|
|
|
|
Array BioPharma Inc.
|
|
Common and Preferred Stock 61,769 shares
|
|
880,208
|
|
|
|
|
SiteOne Landscape Supply Inc.
|
|
Common and Preferred Stock 15,921 shares
|
|
879,954
|
|
|
|
|
Inter Parfums, Inc.
|
|
Common and Preferred Stock 13,233 shares
|
|
867,688
|
|
|
|
|
Q2 Holdings Inc.
|
|
Common and Preferred Stock 17,220 shares
|
|
853,251
|
|
|
|
|
Dolby Laboratories Inc. Class A
|
|
Common and Preferred Stock 13,772 shares
|
|
851,660
|
|
|
|
|
Sun Hydraulics Corporation
|
|
Common and Preferred Stock 25,038 shares
|
|
831,011
|
|
|
|
|
SBV Financial Group
|
|
Common and Preferred Stock 4,291 shares
|
|
814,947
|
|
|
|
|
Shake Shack Inc. Class A
|
|
Common and Preferred Stock 16,892 shares
|
|
767,235
|
|
|
|
|
PTC Inc.
|
|
Common and Preferred Stock 9,178 shares
|
|
760,856
|
|
|
|
|
Floor & Decor Holdings Inc.
|
|
Common and Preferred Stock 28,070 shares
|
|
727,013
|
|
|
|
|
Neurocrine Biosciences, Inc.
|
|
Common and Preferred Stock 10,180 shares
|
|
726,954
|
|
|
|
|
LGI Homes Inc.
|
|
Common and Preferred Stock 15,974 shares
|
|
722,344
|
|
|
|
|
Teradyne, Inc.
|
|
Common and Preferred Stock 22,898 shares
|
|
718,539
|
|
|
|
|
National Vision Holdings Inc.
|
|
Common and Preferred Stock 25,224 shares
|
|
710,560
|
|
|
|
|
Advance Auto Parts Inc.
|
|
Common and Preferred Stock 4,457 shares
|
|
701,799
|
|
|
|
|
Medpace Holdings Inc.
|
|
Common and Preferred Stock 12,912 shares
|
|
683,432
|
|
|
|
|
Chart Industries Inc.
|
|
Common and Preferred Stock 10,132 shares
|
|
658,884
|
|
|
|
|
Pinnacle Financial Partners
|
|
Common and Preferred Stock 14,166 shares
|
|
653,053
|
|
|
|
|
Glu Mobile Inc.
|
|
Common and Preferred Stock 78,235 shares
|
|
631,356
|
|
|
|
|
Twilio Inc. Class A
|
|
Common and Preferred Stock 6,865 shares
|
|
613,045
|
|
|
|
|
Semtech Corporation
|
|
Common and Preferred Stock 13,114 shares
|
|
601,539
|
|
|
|
|
Alaska Air Group Inc.
|
|
Common and Preferred Stock 9,850 shares
|
|
599,373
|
|
|
|
|
Vail Resorts Inc.
|
|
Common and Preferred Stock 2,823 shares
|
|
595,145
|
|
|
|
|
Intra/Cellular Therapies, Inc.
|
|
Common and Preferred Stock 51,157 shares
|
|
582,678
|
|
|
|
|
Varonis Systems Inc.
|
|
Common and Preferred Stock 10,957 shares
|
|
579,625
|
|
|
|
|
TransUnion
|
|
Common and Preferred Stock 10,164 shares
|
|
577,315
|
|
|
|
|
Madison Square Garden Company Class A
|
|
Common and Preferred Stock 2,113 shares
|
|
565,650
|
|
|
|
|
Urban Outfitters Inc.
|
|
Common and Preferred Stock 17,007 shares
|
|
564,632
|
|
|
|
|
Bio/Rad Laboratories, Inc. Class A
|
|
Common and Preferred Stock 2,387 shares
|
|
554,309
|
|
|
|
|
Wayfair Inc. Class A
|
|
Common and Preferred Stock 6,110 shares
|
|
550,389
|
|
|
|
|
Sangamo Biosciences, Inc.
|
|
Common and Preferred Stock 46,984 shares
|
|
539,376
|
|
|
|
|
Allegiant Travel Company
|
|
Common and Preferred Stock 5,348 shares
|
|
535,977
|
|
|
|
|
Aerie Pharmaceuticals Inc.
|
|
Common and Preferred Stock 14,407 shares
|
|
520,093
|
|
|
|
|
Tiffany & Company
|
|
Common and Preferred Stock 6,444 shares
|
|
518,806
|
|
|
|
|
Goosehead Ins Inc. Class A
|
|
Common and Preferred Stock 19,450 shares
|
|
511,341
|
|
|
|
|
Pure Storage Inc. Class A
|
|
Common and Preferred Stock 31,057 shares
|
|
499,397
|
|
|
|
|
ChemoCentryx, Inc.
|
|
Common and Preferred Stock 45,767 shares
|
|
499,318
|
|
|
|
|
Chuy's Holdings, Inc.
|
|
Common and Preferred Stock 28,001 shares
|
|
496,738
|
|
|
|
|
Texas Capital Bancshares, Inc.
|
|
Common and Preferred Stock 9,517 shares
|
|
486,224
|
|
|
|
|
Petiq Inc. Class A
|
|
Common and Preferred Stock 19,651 shares
|
|
461,209
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
Sage Therapeutics Inc.
|
|
Common and Preferred Stock 4,722 shares
|
|
452,320
|
|
|
|
|
Callon Petroleum Company
|
|
Common and Preferred Stock 69,444 shares
|
|
450,692
|
|
|
|
|
Diamondback Energy Inc.
|
|
Common and Preferred Stock 4,759 shares
|
|
441,159
|
|
|
|
|
Sarepta Therapeutics Inc.
|
|
Common and Preferred Stock 3,984 shares
|
|
434,774
|
|
|
|
|
Burlington Stores Inc.
|
|
Common and Preferred Stock 2,668 shares
|
|
434,004
|
|
|
|
|
Esperion Therapeutics, Inc.
|
|
Common and Preferred Stock 9,317 shares
|
|
428,582
|
|
|
|
|
BJs Restaurants Inc.
|
|
Common and Preferred Stock 8,372 shares
|
|
423,372
|
|
|
|
|
Wex Inc.
|
|
Common and Preferred Stock 2,989 shares
|
|
418,639
|
|
|
|
|
Advanced Micro Devices Inc.
|
|
Common and Preferred Stock 22,618 shares
|
|
417,528
|
|
|
|
|
Inovio Pharmaceuticals, Inc.
|
|
Common and Preferred Stock 103,350 shares
|
|
413,400
|
|
|
|
|
Strategic Education Inc.
|
|
Common and Preferred Stock 3,353 shares
|
|
380,297
|
|
|
|
|
MSCI Inc. Common
|
|
Common and Preferred Stock 2,418 shares
|
|
356,486
|
|
|
|
|
GoDaddy Inc. Class A
|
|
Common and Preferred Stock 5,090 shares
|
|
334,006
|
|
|
|
|
Mongodb Inc. Class A Class A
|
|
Common and Preferred Stock 3,839 shares
|
|
321,478
|
|
|
|
|
Madrigal Pharmaceuticals Inc.
|
|
Common and Preferred Stock 2,685 shares
|
|
302,653
|
|
|
|
|
Trupanion Inc.
|
|
Common and Preferred Stock 10,910 shares
|
|
277,769
|
|
|
|
|
Macrogenics Inc.
|
|
Common and Preferred Stock 20,267 shares
|
|
257,391
|
|
|
|
|
Atara Biotherapeutics Inc.
|
|
Common and Preferred Stock 7,366 shares
|
|
255,895
|
|
|
|
|
Harsco Corporation
|
|
Common and Preferred Stock 12,522 shares
|
|
248,687
|
|
|
|
|
Cytokinetics, Inc.
|
|
Common and Preferred Stock 37,508 shares
|
|
237,051
|
|
|
|
|
Malibu Boats Inc. Class A
|
|
Common and Preferred Stock 6,357 shares
|
|
221,224
|
|
|
|
|
Viking Therapeutics Inc.
|
|
Common and Preferred Stock 27,290 shares
|
|
208,769
|
|
|
|
|
Amedisys Inc.
|
|
Common and Preferred Stock 1,660 shares
|
|
194,403
|
|
|
|
|
Flexion Therapeutics Inc.
|
|
Common and Preferred Stock 12,260 shares
|
|
138,783
|
|
|
|
|
Bellicum Pharmaceuticals Inc.
|
|
Common and Preferred Stock 15,325 shares
|
|
44,749
|
|
|
|
|
Tetra Tech, Inc.
|
|
Warrant 71,750 shares
|
|
7,893
|
|
|
|
Total Small-Mid Cap Growth Asset Class
|
|
|
|
|
126,319,081
|
|
|
|
|
|
|
|
|
|
|
Small-Mid Cap Index Asset Class:
|
|
|
|
|
|
|
|
NT Collective Extended Equity Market Index Fund / Non Lending*
|
|
Collective Trust Fund 1,746,279 units
|
|
301,722,058
|
|
|
|
Total Small-Mid Cap Index Asset Class
|
|
|
|
|
301,722,058
|
|
|
|
|
|
|
|
|
|
|
Small-Mid Cap Value Asset Class:
|
|
|
|
|
|
|
|
NT Collective Russell 2000 Value Index Fund / Non Lending*
|
|
Collective Trust Fund 92,758 units
|
|
25,049,596
|
|
|
|
|
Popular, Inc.
|
|
Common and Preferred Stock 124,800 shares
|
|
5,893,056
|
|
|
|
|
Citigroup Inc.
|
|
Common and Preferred Stock 141,088 shares
|
|
5,399,438
|
|
|
|
|
Tri Pointe Group Inc.
|
|
Common and Preferred Stock 464,605 shares
|
|
5,078,133
|
|
|
|
|
Whiting Petroleum Corporation
|
|
Common and Preferred Stock 176,100 shares
|
|
3,995,709
|
|
|
|
|
Ameris Bancorp
|
|
Common and Preferred Stock 119,380 shares
|
|
3,780,765
|
|
|
|
|
Hewlett Packard Enterprise Company
|
|
Common and Preferred Stock 278,200 shares
|
|
3,675,022
|
|
|
|
|
First Horizon National Corporation
|
|
Common and Preferred Stock 273,126 shares
|
|
3,594,338
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
Citizens Financial Group, Inc.
|
|
Common and Preferred Stock 119,000 shares
|
|
3,537,870
|
|
|
|
|
KBR Inc.
|
|
Common and Preferred Stock 229,800 shares
|
|
3,488,364
|
|
|
|
|
Axis Capital Holdings Limited
|
|
Common and Preferred Stock 64,430 shares
|
|
3,327,165
|
|
|
|
|
RenaissanceRe Holdings Limited
|
|
Common and Preferred Stock 22,900 shares
|
|
3,061,730
|
|
|
|
|
Mellanox Technologies Limited
|
|
Common and Preferred Stock 31,945 shares
|
|
2,951,079
|
|
|
|
|
Bemis Company Inc.
|
|
Common and Preferred Stock 58,382 shares
|
|
2,679,734
|
|
|
|
|
Western Alliance Bancorporation
|
|
Common and Preferred Stock 67,775 shares
|
|
2,676,435
|
|
|
|
|
Goodyear Tire & Rubber Company
|
|
Common and Preferred Stock 129,900 shares
|
|
2,651,259
|
|
|
|
|
Bio/Rad Laboratories, Inc. Class A
|
|
Common and Preferred Stock 11,215 shares
|
|
2,604,347
|
|
|
|
|
Taylor Morrison Home Corporation
|
|
Common and Preferred Stock 159,865 shares
|
|
2,541,854
|
|
|
|
|
The Bank of N.T. Butterfield & Son Limited
|
|
Common and Preferred Stock 80,690 shares
|
|
2,529,632
|
|
|
|
|
RPT Realty Shares Of Beneficial Interest
|
|
Common and Preferred Stock 209,582 shares
|
|
2,504,505
|
|
|
|
|
Kosmos Energy Limited
|
|
Common and Preferred Stock 615,200 shares
|
|
2,503,864
|
|
|
|
|
Discovery Communications, Inc. Series C
|
|
Common and Preferred Stock 107,200 shares
|
|
2,474,176
|
|
|
|
|
Haverty Furniture Companies, Inc.
|
|
Common and Preferred Stock 129,090 shares
|
|
2,424,310
|
|
|
|
|
Reliance Steel & Aluminum Company
|
|
Common and Preferred Stock 33,830 shares
|
|
2,407,681
|
|
|
|
|
Avnet, Inc.
|
|
Common and Preferred Stock 66,200 shares
|
|
2,389,820
|
|
|
|
|
EnerSys
|
|
Common and Preferred Stock 30,665 shares
|
|
2,379,911
|
|
|
|
|
ARRIS International PLC
|
|
Common and Preferred Stock 77,200 shares
|
|
2,360,004
|
|
|
|
|
BorgWarner Inc.
|
|
Common and Preferred Stock 66,975 shares
|
|
2,326,712
|
|
|
|
|
The Geo Group, Inc.
|
|
Common and Preferred Stock 116,150 shares
|
|
2,288,155
|
|
|
|
|
Allegheny Technologies Inc.
|
|
Common and Preferred Stock 103,500 shares
|
|
2,253,195
|
|
|
|
|
Office Depot, Inc.
|
|
Common and Preferred Stock 867,300 shares
|
|
2,237,634
|
|
|
|
|
CNO Financial Group, Inc.
|
|
Common and Preferred Stock 149,700 shares
|
|
2,227,536
|
|
|
|
|
Cairn Energy PLC
|
|
Common and Preferred Stock 584,100 shares
|
|
2,190,375
|
|
|
|
|
Quanta Services Inc.
|
|
Common and Preferred Stock 72,310 shares
|
|
2,176,531
|
|
|
|
|
Carrizo Oil & Gas Inc.
|
|
Common and Preferred Stock 188,175 shares
|
|
2,124,496
|
|
|
|
|
EQT Corporation
|
|
Common and Preferred Stock 111,825 shares
|
|
2,112,374
|
|
|
|
|
Foot Locker Inc.
|
|
Common and Preferred Stock 39,155 shares
|
|
2,083,046
|
|
|
|
|
ICF International, Inc.
|
|
Common and Preferred Stock 31,770 shares
|
|
2,058,061
|
|
|
|
|
McDermott International Inc.
|
|
Common and Preferred Stock 306,500 shares
|
|
2,004,510
|
|
|
|
|
Embraer SA
|
|
Common and Preferred Stock 89,500 shares
|
|
1,980,635
|
|
|
|
|
Superior Energy Services Inc.
|
|
Common and Preferred Stock 582,800 shares
|
|
1,952,380
|
|
|
|
|
Amerco
|
|
Common and Preferred Stock 5,900 shares
|
|
1,935,849
|
|
|
|
|
Knight-Swift Transportation Holdings Inc.
|
|
Common and Preferred Stock 76,205 shares
|
|
1,910,459
|
|
|
|
|
Kemper Corporation
|
|
Common and Preferred Stock 28,400 shares
|
|
1,885,192
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
Royal Mail PLC
|
|
Common and Preferred Stock 272,100 shares
|
|
1,866,606
|
|
|
|
|
Innospec Inc.
|
|
Common and Preferred Stock 29,774 shares
|
|
1,838,842
|
|
|
|
|
Equitrans Midstream Corporation
|
|
Common and Preferred Stock 91,379 shares
|
|
1,829,408
|
|
|
|
|
Coherent, Inc.
|
|
Common and Preferred Stock 17,300 shares
|
|
1,828,783
|
|
|
|
|
PH Glatfelter Company
|
|
Common and Preferred Stock 184,590 shares
|
|
1,801,598
|
|
|
|
|
Acacia Communications Inc.
|
|
Common and Preferred Stock 46,800 shares
|
|
1,778,400
|
|
|
|
|
Navistar International Corporation
|
|
Common and Preferred Stock 67,800 shares
|
|
1,759,410
|
|
|
|
|
United Financial Bancorp Inc.
|
|
Common and Preferred Stock 115,100 shares
|
|
1,691,970
|
|
|
|
|
Generac Holdings Inc.
|
|
Common and Preferred Stock 34,000 shares
|
|
1,689,800
|
|
|
|
|
C&J Energy Services Inc.
|
|
Common and Preferred Stock 123,400 shares
|
|
1,665,900
|
|
|
|
|
Getty Realty Corporation
|
|
Common and Preferred Stock 56,500 units
|
|
1,661,665
|
|
|
|
|
Jacobs Engineering Group Inc.
|
|
Common and Preferred Stock 27,775 shares
|
|
1,623,727
|
|
|
|
|
Albany International Corporation Class A
|
|
Common and Preferred Stock 25,367 shares
|
|
1,583,662
|
|
|
|
|
Neophotonics Corporation
|
|
Common and Preferred Stock 243,600 shares
|
|
1,578,528
|
|
|
|
|
ViaSat, Inc.
|
|
Common and Preferred Stock 26,775 shares
|
|
1,578,386
|
|
|
|
|
Reinsurance Group of America, Inc.
|
|
Common and Preferred Stock 11,030 shares
|
|
1,546,737
|
|
|
|
|
Synchrony Financial
|
|
Common and Preferred Stock 65,800 shares
|
|
1,543,668
|
|
|
|
|
Great Lakes Dredge & Dock Corporation
|
|
Common and Preferred Stock 230,100 shares
|
|
1,523,262
|
|
|
|
|
Mammoth Energy Services Inc.
|
|
Common and Preferred Stock 84,300 shares
|
|
1,515,714
|
|
|
|
|
Tutor Perini Corporation
|
|
Common and Preferred Stock 94,700 shares
|
|
1,512,359
|
|
|
|
|
Banner Corporation
|
|
Common and Preferred Stock 28,200 shares
|
|
1,508,136
|
|
|
|
|
MGIC Investment Corporation
|
|
Common and Preferred Stock 143,800 shares
|
|
1,504,148
|
|
|
|
|
Gulfport Energy Corporation
|
|
Common and Preferred Stock 229,600 shares
|
|
1,503,880
|
|
|
|
|
PPDC Energy Inc.
|
|
Common and Preferred Stock 50,530 shares
|
|
1,503,773
|
|
|
|
|
AXA Equitable Holdings Inc.
|
|
Common and Preferred Stock 88,000 shares
|
|
1,463,440
|
|
|
|
|
HomeStreet Inc.
|
|
Common and Preferred Stock 68,600 shares
|
|
1,456,378
|
|
|
|
|
Teradyne, Inc.
|
|
Common and Preferred Stock 46,200 shares
|
|
1,449,756
|
|
|
|
|
Astronics Corporation
|
|
Common and Preferred Stock 47,370 shares
|
|
1,442,417
|
|
|
|
|
LivaNova PLC
|
|
Common and Preferred Stock 15,765 shares
|
|
1,442,025
|
|
|
|
|
Brandywine Realty Trust
|
|
Common and Preferred Stock 111,727 units
|
|
1,437,926
|
|
|
|
|
Netscout Systems Inc.
|
|
Common and Preferred Stock 60,700 shares
|
|
1,434,341
|
|
|
|
|
Bunge Limited
|
|
Common and Preferred Stock 26,800 shares
|
|
1,432,192
|
|
|
|
|
Carpenter Technology Corporation
|
|
Common and Preferred Stock 39,900 shares
|
|
1,420,839
|
|
|
|
|
BMC Stock Holdings Inc.
|
|
Common and Preferred Stock 90,490 shares
|
|
1,400,785
|
|
|
|
|
Texas Capital Bancshares, Inc.
|
|
Common and Preferred Stock 27,390 shares
|
|
1,399,355
|
|
|
|
|
Ophir Energy Company
|
|
Common and Preferred Stock 1,538,600 shares
|
|
1,399,049
|
|
|
|
|
Magna International Inc.
|
|
Common and Preferred Stock 30,600 shares
|
|
1,390,770
|
|
|
|
|
Fulton Financial Corporation
|
|
Common and Preferred Stock 85,000 shares
|
|
1,315,800
|
|
|
|
|
Cummins Inc.
|
|
Common and Preferred Stock 9,700 shares
|
|
1,296,308
|
|
|
|
|
PPL Corporation
|
|
Common and Preferred Stock 43,800 shares
|
|
1,240,854
|
|
|
|
|
Spirit Airlines, Inc.
|
|
Common and Preferred Stock 20,900 shares
|
|
1,210,528
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
Ardmore Shipping Corporation
|
|
Common and Preferred Stock 259,100 shares
|
|
1,209,997
|
|
|
|
|
Cypress Semiconductor Corporation
|
|
Common and Preferred Stock 94,565 shares
|
|
1,202,867
|
|
|
|
|
Smart Global Holdings Inc. Common Stock
|
|
Common and Preferred Stock 40,500 shares
|
|
1,202,850
|
|
|
|
|
Apogee Enterprises, Inc.
|
|
Common and Preferred Stock 39,895 shares
|
|
1,190,866
|
|
|
|
|
Central Pacific Financial Corporation
|
|
Common and Preferred Stock 48,000 shares
|
|
1,168,800
|
|
|
|
|
Ally Financial Inc.
|
|
Common and Preferred Stock 51,000 shares
|
|
1,155,660
|
|
|
|
|
Haynes International Inc.
|
|
Common and Preferred Stock 42,900 shares
|
|
1,132,560
|
|
|
|
|
Microstrategy Inc. Class A
|
|
Common and Preferred Stock 8,800 shares
|
|
1,124,200
|
|
|
|
|
High Point Resources Corporation
|
|
Common and Preferred Stock 449,500 shares
|
|
1,119,255
|
|
|
|
|
LGI Homes Inc.
|
|
Common and Preferred Stock 24,600 shares
|
|
1,112,412
|
|
|
|
|
Apache Corporation
|
|
Common and Preferred Stock 41,700 shares
|
|
1,094,625
|
|
|
|
|
Bed Bath & Beyond Inc.
|
|
Common and Preferred Stock 95,900 shares
|
|
1,085,588
|
|
|
|
|
Century Communities, Inc.
|
|
Common and Preferred Stock 62,500 shares
|
|
1,078,750
|
|
|
|
|
Discover Financial Services
|
|
Common and Preferred Stock 18,200 shares
|
|
1,073,436
|
|
|
|
|
Pacwest Bancorp Company
|
|
Common and Preferred Stock 31,980 shares
|
|
1,064,294
|
|
|
|
|
National Bank Holdings Corporation Class A
|
|
Common and Preferred Stock 34,300 shares
|
|
1,058,841
|
|
|
|
|
Schweitzer-Mauduit International Inc.
|
|
Common and Preferred Stock 40,600 shares
|
|
1,017,030
|
|
|
|
|
First Foundation Inc.
|
|
Common and Preferred Stock 78,000 shares
|
|
1,003,080
|
|
|
|
|
Euronet Worldwide, Inc.
|
|
Common and Preferred Stock 9,785 shares
|
|
1,001,788
|
|
|
|
|
Mallinckrodt PLC
|
|
Common and Preferred Stock 63,300 shares
|
|
1,000,140
|
|
|
|
|
Essent Group Limited
|
|
Common and Preferred Stock 28,800 shares
|
|
984,384
|
|
|
|
|
Northfield Bancorp Inc.
|
|
Common and Preferred Stock 72,300 shares
|
|
979,665
|
|
|
|
|
FreightCar America, Inc.
|
|
Common and Preferred Stock 144,300 shares
|
|
965,367
|
|
|
|
|
Tower International Inc.
|
|
Common and Preferred Stock 40,000 shares
|
|
952,000
|
|
|
|
|
Brixmor Property Group Inc.
|
|
Common and Preferred Stock 64,500 shares
|
|
947,505
|
|
|
|
|
Snap-On Incorporated
|
|
Common and Preferred Stock 6,500 shares
|
|
944,385
|
|
|
|
|
Corning Inc.
|
|
Common and Preferred Stock 30,900 shares
|
|
933,489
|
|
|
|
|
Commscope Holding Company Inc.
|
|
Common and Preferred Stock 56,300 shares
|
|
922,757
|
|
|
|
|
News Corporation Class A
|
|
Common and Preferred Stock 80,900 shares
|
|
918,215
|
|
|
|
|
Orion Marine Group, Inc.
|
|
Common and Preferred Stock 212,000 shares
|
|
909,480
|
|
|
|
|
Ladder Capital Corporation
|
|
Common and Preferred Stock 58,000 shares
|
|
897,260
|
|
|
|
|
Peapack/Gladstone Financial Corporation
|
|
Common and Preferred Stock 35,500 shares
|
|
893,890
|
|
|
|
|
Commvault Systems Inc.
|
|
Common and Preferred Stock 15,000 shares
|
|
886,350
|
|
|
|
|
Qorvo, Inc.
|
|
Common and Preferred Stock 14,535 shares
|
|
882,711
|
|
|
|
|
Extreme Networks Inc.
|
|
Common and Preferred Stock 144,300 shares
|
|
880,230
|
|
|
|
|
Del Taco Restaurants Inc.
|
|
Common and Preferred Stock 87,900 shares
|
|
878,121
|
|
|
|
|
Piedmont Office Realty Tru-A
|
|
Common and Preferred Stock 51,100 shares
|
|
870,744
|
|
|
|
|
ManpowerGroup Inc.
|
|
Common and Preferred Stock 13,400 shares
|
|
868,320
|
|
|
|
|
Granite Construction Inc.
|
|
Common and Preferred Stock 21,400 shares
|
|
861,992
|
|
|
|
|
Scorpio Tankers Inc.
|
|
Common and Preferred Stock 474,500 shares
|
|
835,120
|
|
|
|
|
Equity Commonwealth
|
|
Common and Preferred Stock 27,700 shares
|
|
831,277
|
|
|
|
|
Murphy Oil Corporation
|
|
Common and Preferred Stock 33,700 shares
|
|
788,243
|
|
|
|
|
The Hanover Insurance Group, Inc.
|
|
Common and Preferred Stock 6,700 shares
|
|
782,359
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
Kennedy/Wilson Holdings, Inc.
|
|
Common and Preferred Stock 42,800 shares
|
|
777,676
|
|
|
|
|
Parsley Energy Inc. Class A
|
|
Common and Preferred Stock 47,970 shares
|
|
766,561
|
|
|
|
|
Solaris Oilfield Infrastructure Inc. Class A
|
|
Common and Preferred Stock 63,400 shares
|
|
766,506
|
|
|
|
|
Air Transport Services Group Inc.
|
|
Common and Preferred Stock 33,500 shares
|
|
764,135
|
|
|
|
|
Tile Shop Holdings Inc.
|
|
Common and Preferred Stock 137,800 shares
|
|
755,144
|
|
|
|
|
Ericsson Inc.
|
|
Common and Preferred Stock 84,700 shares
|
|
751,289
|
|
|
|
|
Hibbett Sports Inc.
|
|
Common and Preferred Stock 52,500 shares
|
|
750,750
|
|
|
|
|
Adient PLC
|
|
Common and Preferred Stock 49,600 shares
|
|
746,976
|
|
|
|
|
Nexpoint Residential Trust Inc.
|
|
Common and Preferred Stock 21,100 shares
|
|
739,555
|
|
|
|
|
Portland General Electric Company
|
|
Common and Preferred Stock 15,900 shares
|
|
729,015
|
|
|
|
|
Investors Real Estate Trust Shares Of Beneficial Interest
|
|
Common and Preferred Stock 14,770 shares
|
|
724,764
|
|
|
|
|
Industrial Logistics Properties Treasury Shares Beneficial Interest Shares
|
|
Common and Preferred Stock 36,300 shares
|
|
714,021
|
|
|
|
|
United Community Bank Blairsville Georgia
|
|
Common and Preferred Stock 33,000 shares
|
|
708,180
|
|
|
|
|
Origin Bancorp Inc.
|
|
Common and Preferred Stock 20,600 shares
|
|
702,048
|
|
|
|
|
UMH Properties Inc.
|
|
Common and Preferred Stock 57,200 shares
|
|
677,248
|
|
|
|
|
Covanta Holding Corporation
|
|
Common and Preferred Stock 50,100 shares
|
|
672,342
|
|
|
|
|
Santander Consumer USA Holdings, Inc.
|
|
Common and Preferred Stock 38,200 shares
|
|
671,938
|
|
|
|
|
Enstar Group Ltd.
|
|
Common and Preferred Stock 4,000 shares
|
|
670,280
|
|
|
|
|
YRC Worldwide Inc.
|
|
Common and Preferred Stock 212,700 shares
|
|
670,005
|
|
|
|
|
State Bank Financial Corporation
|
|
Common and Preferred Stock 30,100 shares
|
|
649,859
|
|
|
|
|
Sallie Mae Corporation
|
|
Common and Preferred Stock 76,800 shares
|
|
638,208
|
|
|
|
|
Colony Capital Inc. Class A
|
|
Common and Preferred Stock 135,300 shares
|
|
633,204
|
|
|
|
|
Fifth Third Bancorp
|
|
Common and Preferred Stock 26,700 shares
|
|
628,251
|
|
|
|
|
QAD Inc. Class A
|
|
Common and Preferred Stock 15,600 shares
|
|
613,548
|
|
|
|
|
Avis Budget Group Inc.
|
|
Common and Preferred Stock 27,000 shares
|
|
606,960
|
|
|
|
|
ALLETE Inc.
|
|
Common and Preferred Stock 7,900 shares
|
|
602,138
|
|
|
|
|
Ooma Inc.
|
|
Common and Preferred Stock 43,200 shares
|
|
599,616
|
|
|
|
|
Mesa Air Group Inc.
|
|
Common and Preferred Stock 77,100 shares
|
|
594,441
|
|
|
|
|
Stealthgas Inc.
|
|
Common and Preferred Stock 213,900 shares
|
|
590,364
|
|
|
|
|
Lattice Semiconductor Company
|
|
Common and Preferred Stock 84,425 shares
|
|
584,221
|
|
|
|
|
PNM Resources, Inc.
|
|
Common and Preferred Stock 14,100 shares
|
|
579,369
|
|
|
|
|
NorthWestern Corporation
|
|
Common and Preferred Stock 9,700 shares
|
|
576,568
|
|
|
|
|
Boise Cascade Company
|
|
Common and Preferred Stock 24,075 shares
|
|
574,189
|
|
|
|
|
Libbey, Inc.
|
|
Common and Preferred Stock 135,700 shares
|
|
526,516
|
|
|
|
|
Allison Transmission Holdings, Inc.
|
|
Common and Preferred Stock 11,000 shares
|
|
483,010
|
|
|
|
|
Kearny Financial Corporation
|
|
Common and Preferred Stock 37,600 shares
|
|
482,032
|
|
|
|
|
Teradata Corporation
|
|
Common and Preferred Stock 12,000 shares
|
|
460,320
|
|
|
|
|
CBS Corporation Class B
|
|
Common and Preferred Stock 10,500 shares
|
|
459,060
|
|
|
|
|
Accuray Inc.
|
|
Common and Preferred Stock 134,500 shares
|
|
458,645
|
|
|
|
|
e.l.f. Beauty Inc.
|
|
Common and Preferred Stock 51,800 shares
|
|
448,588
|
|
|
|
|
Materion Corporation
|
|
Common and Preferred Stock 9,925 shares
|
|
446,526
|
|
|
|
|
State Street Corporation
|
|
Common and Preferred Stock 7,000 shares
|
|
441,490
|
|
|
Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Current Value
|
|
|
Tailored Brands Inc.
|
|
Common and Preferred Stock 32,300 shares
|
|
440,572
|
|
|
|
|
Alleghany Corporation
|
|
Common and Preferred Stock 700 shares
|
|
436,324
|
|
|
|
|
NRG Energy, Inc.
|
|
Common and Preferred Stock 11,000 shares
|
|
435,600
|
|
|
|
|
Zimmer Biomet Holdings Inc
|
|
Common and Preferred Stock 4,100 shares
|
|
425,252
|
|
|
|
|
Interpublic Group Companies Inc.
|
|
Common and Preferred Stock 20,100 shares
|
|
414,663
|
|
|
|
|
NN Inc.
|
|
Common and Preferred Stock 60,500 shares
|
|
405,955
|
|
|
|
|
Eclipse Resources Corporation
|
|
Common and Preferred Stock 372,800 shares
|
|
391,440
|
|
|
|
|
El Paso Electric Company
|
|
Common and Preferred Stock 7,200 shares
|
|
360,936
|
|
|
|
|
Franks International NV
|
|
Common and Preferred Stock 66,000 shares
|
|
344,520
|
|
|
|
|
MDC Partners Inc. Class A
|
|
Common and Preferred Stock 132,000 shares
|
|
344,520
|
|
|
|
|
Aerohive Networks Inc.
|
|
Common and Preferred Stock 104,200 shares
|
|
339,692
|
|
|
|
|
Tetra Tech, Inc.
|
|
Common and Preferred Stock 195,000 shares
|
|
327,600
|
|
|
|
|
Ribbon Communications Inc.
|
|
Common and Preferred Stock 64,700 shares
|
|
311,854
|
|
|
|
|
KEYW Holding Corporation
|
|
Common and Preferred Stock 44,700 shares
|
|
299,043
|
|
|
|
|
Trinity Biotech PLC
|
|
Common and Preferred Stock 121,700 shares
|
|
278,693
|
|
|
|
|
Marathon Oil Corporation
|
|
Common and Preferred Stock 16,000 shares
|
|
229,440
|
|
|
|
|
Onespan Inc.
|
|
Common and Preferred Stock 15,500 shares
|
|
200,725
|
|
|
|
|
Delek Us Holdings Inc.
|
|
Common and Preferred Stock 6,100 shares
|
|
198,311
|
|
|
|
|
Potlatchdeltic Corporation
|
|
Common and Preferred Stock 6,254 shares
|
|
197,877
|
|
|
|
|
Ferroglobe PLC
|
|
Common and Preferred Stock 115,500 shares
|
|
183,645
|
|
|
|
|
Servicesource International
|
|
Common and Preferred Stock 168,500 shares
|
|
181,980
|
|
|
|
|
Hess Corporation LLC
|
|
Common and Preferred Stock 4,400 shares
|
|
178,200
|
|
|
|
|
Resolute Energy Corporation
|
|
Common and Preferred Stock 6,100 shares
|
|
176,778
|
|
|
|
Total Small-Mid Cap Value Asset Class
|
|
|
|
|
283,028,141
|
|
|
|
|
|
|
|
|
|
|
Notes Receivable From Participants*
|
|
Interest Rate 4.25% - 10.26%
|
|
36,568,115
|
|
|
|
|
|
|
|
|
|
36,568,115
|
|
|
|
|
|
|
|
|
|
|
Other:
|
|
|
|
|
|
|
|
BIF Money Fund*
|
|
Cash and Cash Equivalents
|
|
879,088
|
|
|
|
Total Other
|
|
|
|
|
879,088
|
|
|
|
|
|
|
|
|
|
|
Grand Total
|
|
|
|
|
$
|
4,826,086,555
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
* Indicates party-in-interest
|
|
|
|
|
Schedule H, line 4i – Schedule of Assets (Acquired and Disposed of Within Year) (continued)
Supplemental Schedule
Amgen Retirement and Savings Plan
EIN: 95-3540776 Plan: #001
Year Ended December 31,
2018
Schedule H, line 4i – Schedule of Assets (Acquired and Disposed of Within Year)
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue
|
|
Description of Investment
|
|
Proceeds of
Dispositions
|
|
Stryker Corporation 2% Due 03/08/2019
|
|
Corporate Bond 300,000 units
|
|
$
|
299,388
|
|
|
E&D Realty 4.6% Due 12/01/2024
|
|
Corporate Bond 275,000 units
|
|
295,388
|
|
|
Abbott Labs 2.35% Due 11/22/2019
|
|
Corporate Bond 275,000 units
|
|
275,000
|
|
|
L3 Technologies 5.2% Due 10/15/2019
|
|
Corporate Bond 225,000 units
|
|
232,385
|
|
|
Nationwide Building Society 2.35% Due 01/21/2020
|
|
Corporate Bond 200,000 units
|
|
198,708
|
|
|
UTD Technologies 4.625% Due 11/16/2048
|
|
Corporate Bond 150,000 units
|
|
145,062
|
|
|
Morgan Stanley 3.772% Due 01/24/2029
|
|
Corporate Bond 115,000 units
|
|
115,581
|
|
|
OBP Depositor LLC Trust 2010 CTF 4.6462% Due 07/15/2045
|
|
Corporate Bond 60,000 units
|
|
60,703
|
|
|
Centene Corporation 5.625% Due 02/15/2021
|
|
Corporate Bond 51,000 units
|
|
52,066
|
|
|
Wellcare Health Plans, Inc. 5.375% 08/15/2026
|
|
Corporate Bond 50,000 units
|
|
51,563
|
|
|
Intelsat 8.125% Due 06/01/2023
|
|
Corporate Bond 58,000 units
|
|
50,814
|
|
|
Hartford Financial Services Group, Inc. 4.4% 03/15/2018
|
|
Corporate Bond 40,000 units
|
|
40,905
|
|
|
Macquarie Group Limited 4.654% 03/27/2029
|
|
Corporate Bond 40,000 units
|
|
39,660
|
|
|
Intelsat Connect 9.5% Due 02/15/2023
|
|
Corporate Bond 30,000 units
|
|
29,475
|
|
|
Norfolk Southern Corporation 4.15% 02/28/2048
|
|
Corporate Bond 25,000 units
|
|
24,655
|
|
|
Valeant Pharmaceuticals International 9.25% 04/01/2026
|
|
Corporate Bond 19,000 units
|
|
20,473
|
|
|
MUFG Americas Holdings Corporation 2.25% Due 02/10/2020
|
|
Corporate Bond 20,000 units
|
|
20,000
|
|
|
Centene Corporation 4.75% Due 05/15/2022
|
|
Corporate Bond 19,000 units
|
|
19,048
|
|
|
McDonald's Corporation 3.35% 04/01/2023
|
|
Corporate Bond 15,000 units
|
|
14,970
|
|
|
Stryker Corporation 3.65% 03/07/2028
|
|
Corporate Bond 15,000 units
|
|
14,727
|
|
|
Anheuser-Busch 4.6% Due 04/15/2048
|
|
Corporate Bond 15,000 units
|
|
13,372
|
|
|
McKesson Corporation 3.95% Due 02/16/2028
|
|
Corporate Bond 8,000 units
|
|
7,764
|
|
|
Participant Self-Directed Brokerage Accounts
|
|
Various Investments
|
|
47,850
|
|
Supplemental Schedule
Amgen Retirement and Savings Plan
EIN: 95-3540776 Plan Number: #001
As of December 31,
2018
Schedule G, Part 1 – Schedule of Loans or Fixed Income Obligations
in Default or Classified as Uncollectible
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of obligor
|
|
Original
amount of
loan
(cost of
security)
|
|
Unpaid balance
at end of year
(fair value of
security)
|
|
Detailed description of loan including dates of making and maturity, interest rate, the type and value of collateral, any renegotiation of the loan and the terms of the renegotiation and other
material items (description of fixed income obligation)
|
|
Amount of
principal
overdue
|
|
Amount of
interest
overdue
|
|
Kaupthing Bank
|
|
$
|
183,033
|
|
|
$
|
775
|
|
|
Corporate Bonds 310,000 units due 2/28/2020
|
|
$
|
—
|
|
|
$
|
—
|
|
Supplemental Schedule
Amgen Retirement and Savings Plan
EIN: 95-3540776 Plan Number: #001
Year Ended December 31,
2018
Schedule H, line 4a – Schedule of Delinquent Participant Contributions
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Participant
Contributions
Transferred
Late to Plan
|
|
Total that Constitute Nonexempt Prohibited Transactions
|
|
|
|
Check here if Late Participant Loan Repayments are included:
¨
|
|
Contributions
Not Corrected
|
|
Contributions
Corrected
Outside
VFCP
1
|
|
Contributions
Pending
Correction in
VFCP
1
|
|
Total Fully Corrected
Under VFCP
1
and PTE
2
2002-51
|
|
$
|
134,526
|
|
|
$
|
—
|
|
|
$
|
134,526
|
|
|
$
|
—
|
|
|
$
|
—
|
|
Note: In 2018, participant contributions of $134,526 were deposited into the Plan after the time period prescribed by the Department of Labor Regulations. The Company restored these amounts, along with lost earnings, to the Plan.
____________
1
Voluntary Fiduciary Correction Program
2
Prohibited Transaction Exemption
AMGEN RETIREMENT AND SAVINGS PLAN
INDEX TO EXHIBIT
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934, the trustees (or other persons who administer the employee benefit plan) have duly caused this annual report to be signed on its behalf by the undersigned hereunto duly authorized.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Amgen Retirement and Savings Plan
(Name of Plan)
|
|
|
|
|
|
|
|
|
|
Date:
|
June 17, 2019
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By:
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/s/ DAVID W. MELINE
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David W. Meline
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Executive Vice President and
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Chief Financial Officer
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Amgen Inc.
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Amgen (NASDAQ:AMGN)
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