UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington D.C. 20549
FORM 11-K
(Mark One)
 
ý
ANNUAL REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934
For the fiscal year ended December 31, 2016
OR
 
 
¨
TRANSITION REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934
Commission file number 001-37702
AMGEN RETIREMENT AND SAVINGS PLAN
(Full title of the plan)
AMGEN INC.
(Name of issuer of the securities held)
 
 
 
 
One Amgen Center Drive,
 
91320-1799
Thousand Oaks, California
 
(Zip Code)
(Address of principal executive offices)
 
 






Amgen Retirement and Savings Plan

Audited Financial Statements
and Supplemental Schedules
Years Ended December 31, 2016 and 2015

Contents
 



Report of Independent Registered Public Accounting Firm


Amgen Inc., as Named Fiduciary, and the Plan Participants of the
Amgen Retirement and Savings Plan
We have audited the accompanying statements of net assets available for benefits of the Amgen Retirement and Savings Plan (the Plan) as of December 31, 2016 and 2015 , and the related statements of changes in net assets available for benefits for the years then ended. These financial statements are the responsibility of the Plan’s management. Our responsibility is to express an opinion on these financial statements based on our audits.
We conducted our audits in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. We were not engaged to perform an audit of the Plan’s internal control over financial reporting. Our audits included consideration of internal control over financial reporting as a basis for designing audit procedures that are appropriate in the circumstances, 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. An audit also includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. We believe that our audits provide a reasonable basis for our opinion.
In our opinion, the financial statements referred to above present fairly, in all material respects, the net assets available for benefits of the Plan at December 31, 2016 and 2015 , and the changes in its net assets available for benefits for the years then ended, in conformity with U.S. generally accepted accounting principles.
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, 2016, and schedule of assets (acquired and disposed of within year) 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
Los Angeles, California
June 13, 2017


1


Amgen Retirement and Savings Plan
Statements of Net Assets Available for Benefits



 
 
December 31,
 
 
2016
 
2015
Assets
 
 
 
 
Investments at fair value
 
$
3,975,857,253

 
$
3,703,163,819

Investments in fully benefit-responsive investment contracts at contract value
 
272,851,129

 
250,930,972

Notes receivable from participants
 
35,526,531

 
36,178,066

Other – principally due from broker
 
18,390,076

 
18,191,847

Total assets
 
4,302,624,989

 
4,008,464,704

Liabilities
 
 
 
 
Other – principally due to broker
 
22,975,289

 
19,848,751

Total liabilities
 
22,975,289

 
19,848,751

Net assets available for benefits
 
$
4,279,649,700

 
$
3,988,615,953

See accompanying notes.


2


Amgen Retirement and Savings Plan
Statements of Changes in Net Assets Available for Benefits



 
 
Years Ended December 31,
 
 
2016
 
2015
Additions to (deductions from) net assets:
 
 
 
 
Employer contributions
 
$
153,202,093

 
$
152,552,643

Participant contributions
 
130,958,684

 
132,244,673

Rollover contributions
 
29,565,852

 
19,563,421

Interest and dividend income
 
48,143,585

 
43,666,455

Net realized/unrealized gains (losses)
 
254,079,547

 
(88,349,679
)
Interest income on notes receivable from participants
 
1,477,046

 
1,562,965

Benefits paid
 
(317,622,135
)
 
(490,737,270
)
Investment and administrative fees
 
(8,770,925
)
 
(9,036,668
)
Net increase (decrease)
 
291,033,747

 
(238,533,460
)
Net assets available for benefits at beginning of year
 
3,988,615,953

 
4,227,149,413

Net assets available for benefits at end of year
 
$
4,279,649,700

 
$
3,988,615,953

See accompanying notes.


3


Amgen Retirement and Savings Plan
Notes to Financial Statements
December 31, 2016


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 most recently amended and restated effective January 1, 2017. The Plan is a defined contribution plan covering substantially all domestic employees of Amgen Inc. (the Company or Amgen) and participating subsidiaries. The Plan, as amended and restated, 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 $18,000 in 2016 and 2015. Participant after-tax contributions are subject to IRS and Plan limitations and could not exceed a maximum of $8,500 in 2016 and 2015. 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 2016 and 2015. 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 $13,250 in 2016 and 2015. 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 $13,250 in 2016 and 2015.

4


Amgen Retirement and Savings Plan
Notes to Financial Statements (continued)


Also, the Company can, in its discretion, make a special non-elective 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 Inc. 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.
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 an amount equal to the entire value 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 receive a partial distribution of his or her account balance no more than once per year.

5


Amgen Retirement and Savings Plan
Notes to Financial Statements (continued)


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.
Subsequent to termination of employment, participants may also elect to maintain their account balance in the Plan, provided that their account balance is greater than $1,000.
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 which 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.
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

6


Amgen Retirement and Savings Plan
Notes to Financial Statements (continued)


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, 2016 and 2015 , 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 at December 31, 2016 and 2015 , were as follows:
 
December 31,
 
2016
 
2015
Synthetic investment contracts
$
202,231,726

 
$
185,803,751

Insurance separate accounts contract
70,619,403

 
65,127,221

Total fully benefit-responsive investment contracts
$
272,851,129

 
$
250,930,972

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 which, 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.

7


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 as of December 31, 2016 and 2015 .
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.
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.

8


Amgen Retirement and Savings Plan
Notes to Financial Statements (continued)


The following fair value hierarchy table presents information about each major class/category of the Plan’s investments measured at fair value:
 
 
Fair value measurements at December 31, 2016, using
 
 
Quoted prices in active markets for identical assets
(Level 1)
 
Significant
other observable
inputs
(Level 2)
 
Significant
unobservable
inputs
(Level 3)
 
Total
Amgen stock
 
$
260,587,917

 
$
—

 
$
—

 
$
260,587,917

Cash and cash equivalents
 
2,156,118

 
—

 
—

 
2,156,118

Common and preferred stocks
 
909,701,894

 
6,405,355

 
—

 
916,107,249

Debt securities
 
76,611,987

 
238,598,594

 
—

 
315,210,581

Mutual funds
 
357,489,329

 
—

 
—

 
357,489,329

Self-directed brokerage accounts
 
318,695,182

 
489,903

 
—

 
319,185,085

Other
 
—

 
96,030

 
—

 
96,030

 
 
$
1,925,242,427

 
$
245,589,882

 
$
—

 
$
2,170,832,309

Collective trust funds measured at net asset value
 
 
 
 
 
 
 
1,805,024,944

Total assets at fair value
 
 
 
 
 
 
 
$
3,975,857,253

 

 
 
Fair value measurements at December 31, 2015, using
 
 
Quoted prices in active markets for identical assets
(Level 1)
 
Significant
other observable
inputs
(Level 2)
 
Significant
unobservable
inputs
(Level 3)
 
Total
Amgen stock
 
$
295,705,743

 
$
—

 
$
—

 
$
295,705,743

Cash and cash equivalents
 
2,734,210

 
—

 
—

 
2,734,210

Common and preferred stocks
 
874,221,841

 
3,305,492

 
—

 
877,527,333

Debt securities
 
68,513,288

 
238,776,610

 
—

 
307,289,898

Mutual funds
 
331,413,649

 
—

 
—

 
331,413,649

Self-directed brokerage accounts
 
297,167,287

 
510,416

 
—

 
297,677,703

 
 
$
1,869,756,018

 
$
242,592,518

 
$
—

 
$
2,112,348,536

Collective trust funds measured at net asset value
 
 
 
 
 
 
 
1,590,815,283

Total assets at fair value
 
 
 
 
 
 
 
$
3,703,163,819

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 utilize 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. These inputs include reported trades of and broker/dealer quotes on the same or similar securities, issuer credit spreads, benchmark securities and, when applicable, prepayment/default projections based on historical data 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

9


Amgen Retirement and Savings Plan
Notes to Financial Statements (continued)


and short-term investments. The only redemption restriction with respect to these investments is on the Wells Fargo Stable Value Fund W (fair value of $38,555,065 as of December 31, 2016), which requires a one-year notice to be given in the event of complete liquidation.
4. Income Tax Status
The Plan received a determination letter from the IRS dated September 18, 2013, stating that 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. On January 31, 2017, the Company timely requested a new determination letter from the IRS. The Company is awaiting a response from the IRS with respect to its request. 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.
GAAP requires the Company to evaluate uncertain tax positions taken by the Plan. The financial statement effects of a tax position are recognized when the position is more likely than not, based on the technical merits, to be sustained upon examination. As of December 31, 2016 , no uncertain tax positions have been taken or are expected to be taken, and no amounts related to uncertain tax positions have been recorded in the Plan’s financial statements. The Plan is subject to audits by the IRS, however there are currently no audits for any periods in progress. The Company believes the Plan is no longer subject to IRS examinations with respect to annual reports for years prior to 2013.  
5. Services Provided by the Company
During 2016 and 2015 , the Company paid trustee fees and certain 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 as of December 31, 2016 and 2015 , consisted of the following:
 
 
 
December 31,
 
 
2016
 
2015
Net assets available for benefits per the financial statements
 
$
4,279,649,700

 
$
3,988,615,953

Adjustment to fair value for fully benefit-responsive investment contracts
 
(270,752
)
 
617,171

Amounts allocated to withdrawing participants
 
(2,144,196
)
 
(2,713,632
)
Deemed loans
 
(303,178
)
 
(325,519
)
Net assets per the Form 5500
 
$
4,276,931,574

 
$
3,986,193,973


10


Amgen Retirement and Savings Plan
Notes to Financial Statements (continued)


For the year ended December 31, 2016 , the following is a reconciliation of the net investment gain per the financial statements to the Form 5500:  

 
 
Year Ended
December 31,
2016
Interest and dividend income
 
$
48,143,585

Net realized/unrealized gains
 
254,079,547

Total net investment gain per the financial statements
 
302,223,132

Adjustment from fair value to contract value for fully benefit-responsive investment contracts:
 
 
Less prior year adjustment
 
(617,171
)
Add current year adjustment
 
(270,752
)
Total net investment gain per the Form 5500
 
$
301,335,209

For the year ended December 31, 2016 , the following is a reconciliation of distributions per the financial statements to the Form 5500:
 
 
 
Year Ended
December 31,
2016
Benefits paid
 
$
(317,622,135
)
Investment and administrative fees
 
(8,770,925
)
Total distributions per the financial statements
 
(326,393,060
)
Add prior year amounts allocated to withdrawing participants
 
2,713,632

Less current year amounts allocated to withdrawing participants
 
(2,144,196
)
Add prior year deemed loan balance
 
325,519

Less current year deemed loan balance
 
(303,178
)
Total distributions per the Form 5500
 
$
(325,801,283
)

11

Supplemental Schedule
Amgen Retirement and Savings Plan
EIN: 95-3540776 Plan: #001
As of December 31, 2016
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
 
$
260,587,917

 
 
 
 
 
 
 
$
260,587,917

Capital Preservation Asset Class:
 
 
 
 
 
 
Wells Fargo Fixed Income Fund F *
 
Collective trust fund 6,204,245 units
 
86,114,922

 
 
Metropolitan Life Contract*
 
Insurance separate accounts investment contract 651,034 units
 
70,306,234

 
 
Wells Fargo Fixed Income Fund D*
 
Collective trust fund 4,661,761 units
 
62,016,374

 
 
Wells Fargo Fixed Income Fund L*
 
Collective trust fund 4,372,989 units
 
54,142,847

 
 
Wells Fargo Stable Value Fund W*
 
Collective trust fund 720,388 units
 
38,555,065

 
 
NT Collective Short Term Investment Fund*
 
Collective trust fund 17,522,685 units
 
17,522,685



 
Wrapper contracts
 
 
 
—

 
Total Capital Preservation Asset Class
 
 
 
 
328,658,127

 
 
 
 
 
 
Emerging Markets Equity Asset Class:
 
 
 
 
 
 
J.P. Morgan Emerging Markets Equity Focus Fund*
 
Collective trust fund 5,188,078 units
 
53,428,379

 
 
NT Collective Emerging Markets Fund - Non Lending*
 
Collective trust fund 2,866,457 units
 
48,815,763

 
 
Blackrock FTSE RAFI Emerging Index Non Lendable Fund F*
 
Collective trust fund 49,694 units
 
6,997,054

 
Total Emerging Markets Equity Asset Class
 
 
 
 
109,241,196

 
 
 
 
 
 
 
Fixed Income Asset Class:
 
 
 
 
 
 
NT Collective Aggregate Bond Index Fund - Non Lending*
 
Collective trust fund 160,500 units
 
21,781,446

 
 
NT Collective Short Term Investment Fund*
 
Collective trust fund 7,829,809 units
 
7,829,809

 
 
United States Treasury Note 2% Due 11/15/2026
 
Government Bond 5,635,000 units
 
5,421,704

 
 
United States Treasury Note 1.75% Due 11/30/2021
 
Government Bond 5,385,000 units
 
5,344,823

 
 
United States Treasury Note 1.5% 12/31/2018
 
Government Bond 4,935,000 units
 
4,963,722

 
 
United States Treasury Note .75% Due 10/31/2017
 
Government Bond 4,485,000 units
 
4,480,972

 
 
United States Treasury Note 2% Due 12/31/2021
 
Government Bond 3,950,000 units
 
3,964,504

 
 
United States Treasury Bond 2.875% Due 11/15/2046
 
Government Bond 4,035,000 units
 
3,895,667

 
 
United States Treasury Bond 1.5% Due 01/31/2022
 
Government Bond 3,285,000 units
 
3,210,831

 
 
United States Treasury SEC Stripped Interest Payment Due 05/15/2023
 
Government Bond 3,460,000 units
 
2,993,135

 
 
United States Treasury 1.25% Due 10/31/2021
 
Government Bond 2,975,000 units
 
2,884,822

 
 
United States Treasury SEC Stripped Interest Payment Due 02/15/2021
 
Government Bond 3,005,000 units
 
2,782,302

 
 
Federal Home Loan Mortgage Corporation Pool #G08732 3% Due 11/01/2046
 
Government Mortgage Backed Security 2,693,824 units
 
2,677,693

 
 
United States Treasury Note 1.25% Due 12/31/2018
 
Government Bond 2,430,000 units
 
2,432,469

 
 
United States Treasury SEC Stripped Interest Payment Due 11/15/2022
 
Government Bond 2,500,000 units
 
2,198,910

 
 
United States Treasury SEC Stripped Interest Payment Due 05/15/2034
 
Government Bond 3,220,000 units
 
1,920,811

 
 
Federal Home Loan Mortgage Corporation Pool #G08702 3.5% Due 04/01/2046
 
Government Mortgage Backed Security 1,844,961 units
 
1,890,747

 
 
United States Treasury Note Inflation Indexed .375% Due 07/15/2025
 
Index Linked Government Bond 1,833,000 units
 
1,858,137

 
 
Metropolitan West Funds Floating Rate Income Fund Class I*
 
Mutual Fund 183,129 shares
 
1,844,113

 

12


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 05/15/2022
 
Government Bond 1,860,000 units
 
1,659,425

 
 
United States Treasury Note 1% Due 11/30/2018
 
Government Bond 1,600,000 units
 
1,594,875

 
 
United States Treasury SEC Stripped Interest Payment Due 11/15/2032
 
Government Bond 2,400,000 units
 
1,511,854

 
 
United States Treasury SEC Stripped Interest Payment Due 05/15/2021
 
Government Bond 1,630,000 units
 
1,499,043

 
 
Fannie Mae Pool #466430 3.37% Due 11/01/2020
 
Government Mortgage Backed Security 1,276,390 units
 
1,403,295

 
 
Fannie Mae Single Family Mortgage 3% Due 30 Years
 
Government Mortgage Backed Security 1,390,000 units
 
1,380,845

 
 
United States Treasury SEC Stripped Interest Payment 0% Due 08/15/2021
 
Government Bond 1,505,000 units
 
1,372,417

 
 
Fannie Mae Single Family Mortgage 4% Due 30 Years
 
Government Mortgage Backed Security 1,295,000 units
 
1,361,445

 
 
Federal Home Loan Mortgage Corporation Pool #G18622 2.5% Due 12/01/2031
 
Government Mortgage Backed Security 1,347,313 units
 
1,350,946

 
 
United States Treasury Note 1.5% Due 01/31/2019
 
Government Bond 1,330,000 units
 
1,337,222

 
 
United States Treasury SEC Stripped Interest Payment Due 02/15/2020
 
Government Bond 1,370,000 units
 
1,304,748

 
 
United States Treasury SEC Stripped Interest Payment 00517 Due 02/15/2029
 
Government Bond 1,820,000 units
 
1,300,274

 
 
Treasury Inflation Indexed Bond 0.75% Due 02/15/2045
 
Index Linked Government Bond 1,329,400 units
 
1,283,973

 
 
Fannie Mae Single Family Mortgage 3.5% Due 30 Years
 
Government Mortgage Backed Security 1,240,000 units
 
1,270,903

 
 
Federal Home Loan Mortgage Corporation Pool #G60080 3.5% Due 06/01/2045
 
Government Mortgage Backed Security 1,175,078 units
 
1,208,336

 
 
Federal Home Loan Mortgage Corporation Pool #G60344 4% Due 12/01/2045
 
Government Mortgage Backed Security 1,133,667 units
 
1,198,893

 
 
United States Treasury SEC Stripped Interest Payment Due 08/15/2020
 
Government Bond 1,250,000 units
 
1,175,281

 
 
United States Treasury Bond Inflation Index 5.500% Due 8/15/2028
 
Government Bond 900,000 units
 
1,165,219

 
 
Federal Home Loan Mortgage Corporation Gold G60023 3.5% Due 04/01/2045
 
Government Mortgage Backed Security 1,103,678 units
 
1,136,607

 
 
Morgan Stanley Capital I Trust 2011-C1 Class A-3 4.7% Due 09/15/2020
 
Commercial Mortgage-Backed Security 1,082,383 units
 
1,134,056

 
 
Federal Home Loan Mortgage Corporation Gold #G07924 3.5% Due 01/01/2045
 
Government Mortgage Backed Security 1,074,603 units
 
1,104,978

 
 
Federal Home Loan Mortgage Corporation Pool #G08741 3% Due 01/01/2047
 
Government Mortgage Backed Security 1,085,000 units
 
1,078,503

 
 
Fannie Mae Remic Trust 2010-142 Variable Rate Due 12/25/2040
 
Government Mortgage Backed Security 1,000,000 units
 
1,051,897

 
 
Federal Home Loan Mortgage Corporation Pool #G08716 3.5% Due 08/01/2046
 
Government Mortgage Backed Security 1,023,601 units
 
1,049,099

 
 
Citigroup Inc. 6.125% Due 11/21/2017
 
Corporate Bond 1,005,000 units
 
1,043,802

 
 
United States Treasury Note 2.625% Due 11/15/2020
 
Government Bond 1,000,000 units
 
1,033,594

 
 
Fannie Mae Pool #466430 3.37% Due 11/01/2020
 
Government Mortgage Backed Security 982,217 units
 
1,030,155

 
 
TCW Emerging Markets Income Fund*
 
Collective trust fund 10,637 units
 
1,023,037

 
 
Ginnie Mae II Pool #MA4126 Series 2046 3% Due 12/20/2046
 
Government Mortgage Backed Security 995,000 units
 
1,008,898

 
 
United States Treasury Note 3.125% Due 01/31/2017
 
Government Bond 1,000,000 units
 
1,002,107

 
 
United States Treasury Bond 1% Due 08/15/2018
 
Government Bond 1,000,000 units
 
998,672

 
 
Fannie Mae Pool #465769 3.96% Due 08/01/2020
 
Government Mortgage Backed Security 936,822 units
 
994,921

 
 
Fannie Mae Pool #Al9027 4% Due 09/01/2046
 
Government Mortgage Backed Security 897,651 units
 
943,937

 
 
United States Treasury Note 1% Due 12/31/2017
 
Government Bond 920,000 units
 
920,719

 
 
Ginnie Mae Pool #MA4069 3.5% Due 11/20/2046
 
Government Mortgage Backed Security 882,256 units
 
918,278

 

13


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 11/15/2028
 
Government Bond 1,250,000 units
 
900,524

 
 
United States Treasury SEC Stripped Interest Payment Due 11/15/2021
 
Government Bond 980,000 units
 
887,826

 
 
Federal Home Loan Mortgage Corporation Gold G67700 3.5% Due 08/01/2046
 
Government Mortgage Backed Security 857,717 units
 
881,879

 
 
Fannie Mae Pool #AV5051 4.50% Due 02/01/2044
 
Government Mortgage Backed Security 784,041 units
 
857,163

 
 
Federal Home Loan Mortgage Corporation Series K Class A 2.77% Due 05/25/2025
 
Government Mortgage Backed Security 850,000 units
 
836,662

 
 
United States Treasury SEC Stripped Interest Payment Due 02/15/2026
 
Government Bond 1,000,000 units
 
789,116

 
 
Fannie Mae Pool #MA2545 3.5% Due 02/01/2046
 
Government Mortgage Backed Security 751,084 units
 
774,807

 
 
United States Treasury Bonds 4.375% Due 05/15/2040
 
Government Bond 620,000 units
 
766,015

 
 
United States Treasury SEC Stripped Interest Payment Due 02/15/2027
 
Government Bond 1,000,000 units
 
765,100

 
 
United States Treasury Note 1.375% Due 12/31/2018
 
Government Bond 750,000 units
 
752,432

 
 
Fannie Mae Single Family Mortgage 2.5% Due 15 Years
 
Government Mortgage Backed Security 745,000 units
 
746,179

 
 
Fannie Mae Pool #AM2674 2.61% Due 03/01/2023
 
Government Mortgage Backed Security 745,000 units
 
745,766

 
 
SLC Student Loan Trust Floating Rate Due 12/15/2038
 
Asset Backed Security 800,000 units
 
720,758

 
 
Ginnie Mae II Jumbos 3.5% Due 30 Years
 
Government Mortgage Backed Security 685,000 units
 
712,066

 
 
J. P. Morgan Mortgage Floating Rate Due 06/25/2035*
 
Asset Backed Security 745,000 units
 
710,793

 
 
United States Treasury SEC Stripped Interest Payment Due 11/15/2027
 
Government Bond 950,000 units
 
708,344

 
 
SLM Student Loan Trust 2005-5 Class A-4 Due 10/25/2028
 
Asset Backed Security 720,000 units
 
701,013

 
 
Federal Home Loan Mortgage Corporation Variable Rate 08/25/2023
 
Government Mortgage Backed Security 665,000 units
 
700,824

 
 
Ginnie Mae II Jumbos 3% Due 30 Years
 
Government Mortgage Backed Security 690,000 units
 
698,639

 
 
SLC Student Loan Trust Floating Rate Due 09/15/2039
 
Asset Backed Security 770,000 units
 
694,619

 
 
Federal Home Loan Mortgage Corporation Pool #G08707 4% Due 05/01/2046
 
Government Mortgage Backed Security 660,526 units
 
694,259

 
 
United States Treasury 0% Due 02/15/2030
 
Government Bond 1,000,000 units
 
692,586

 
 
Federal Home Loan Mortgage Corporation Pool #K037 3.49% Due 01/25/2024
 
Government Mortgage Backed Security 650,000 units
 
685,261

 
 
Wachovia Student Loan Floating Rate Due 04/25/2040*
 
Asset Backed Security 780,000 units
 
681,966

 
 
Fannie Mae Pool #AT5907 4% Due 06/01/2043
 
Government Mortgage Backed Security 640,239 units
 
680,557

 
 
Nelnet Student Loan Trust Series 2015-3 Class A-2 Floating Rate Due 02/26/2046
 
Asset Backed Security 695,000 units
 
680,123

 
 
Fannie Mae Pool #MA2740 2.5% Due 09/01/2026
 
Government Mortgage Backed Security 667,613 units
 
678,934

 
 
Washington Mutual Mortgage Pass-Through Series 2005-AR2 Class 1A1A Floating Rate Due 01/25/2045
 
Collateralized Mortgage Obligation 708,009 units
 
677,445

 
 
SLM Student Loan Series 2004-10 Class A-6A Floating Rate Due 04/27/2026
 
Asset Backed Security 680,000 units
 
677,153

 
 
New Century Home Equity Loan Trust Series 2004-2 Class A1 Floating Rate Due 08/25/2034
 
Asset Backed Security 732,252 units
 
675,857

 
 
SLM Student Loan Trust 2014-2 Class A-3 Floating Rate Due 03/26/2029
 
Asset Backed Security 680,000 units
 
674,528

 
 
United States Treasury SEC Stripped Interest Payment 6.5% Due 11/15/2026
 
Government Bond 850,000 units
 
654,634

 
 
Fannie Mae Pool #MA1546 3.5% Due 08/01/2043
 
Government Mortgage Backed Security 632,013 units
 
651,939

 
 
SLM Student Loan Trust 2005/5 Class A-5 Due 10/25/2040
 
Asset Backed Security 700,000 units
 
649,153

 
 
Fannie Mae Remic Trust 2015-M2 Class A3 Variable Rate Due 12/25/2024
 
Government Mortgage Backed Security 630,953 units
 
638,530

 

14


Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)

Identity of Issue
 
Description of Investment
 
Current Value
 
Nationstar Home Floating Rate Due 09/25/2036
 
Asset Backed Security 640,715 units
 
621,040

 
 
Fannie Mae Pool #Al6167 3.5% Due 01/01/2044
 
Government Mortgage Backed Security 591,088 units
 
609,668

 
 
Banc of America Funding Corporation Series 2015/R7 Class 1A 1.03833%*
 
Collateralized Mortgage Obligation 629,683 units
 
608,804

 
 
Fannie Mae Pool #AT5915 4% Due 06/01/2043
 
Government Mortgage Backed Security 571,736 units
 
606,534

 
 
Fannie Mae Pool #Am1762 2.39% Due 12/01/2022
 
Government Mortgage Backed Security 607,535 units
 
606,051

 
 
American Credit Acceptance Receivables Series 15-2 Class B 2.97% Due 05/12/2021
 
Asset Backed Security 600,000 units
 
604,216

 
 
The Goldman Sachs Group, Inc. 5.95% Due 01/18/2018
 
Corporate Bond 568,000 units
 
591,709

 
 
SLM Student Loan Trust 2009-3 Class A Variable Rate Due 01/25/2045
 
Asset Backed Security 592,515 units
 
577,760

 
 
Washington Mutual Mortgage Pass-Through Series 2005-AR13 Class A-1A1 Floating Rate Due 10/25/2045
 
Collateralized Mortgage Obligation 603,361 units
 
577,186

 
 
Fannie Mae Pool #Al7092 3% Due 07/01/2045
 
Government Mortgage Backed Security 577,273 units
 
575,085

 
 
GS Mortgage Securities Corporation 2005-9 Class 2A3 Variable Rate Due 08/25/2035
 
Asset Backed Security 591,323 units
 
572,151

 
 
Federal Home Loan Mortgage Corporation Multiclass Series 4324 Class AY 3% Due 04/15/2029
 
Government Mortgage Backed Security 568,738 units
 
561,111

 
 
United States Treasury SEC Stripped Interest Payment Due 05/15/2018
 
Government Bond 565,000 units
 
556,684

 
 
Wellpoint Systems Inc. 1.875% Due 01/15/2018
 
Corporate Bond 555,000 units
 
555,244

 
 
Morgan Stanley 5.95% Due 12/28/2017
 
Corporate Bond 526,000 units
 
547,477

 
 
Fannie Mae Pool #MA1462 3.5% Due 06/01/2043
 
Government Mortgage Backed Security 529,789 units
 
544,471

 
 
J.P. Morgan Mortgage Acquisition Corporation Series 07-Ch1 Class AV5 Floating Rate Due 11/25/2036*
 
Asset Backed Security 551,987 units
 
543,629

 
 
Federal Home Loan Mortgage Corporation Pool #G07957 4% Due 01/01/2045
 
Government Mortgage Backed Security 503,518 units
 
532,953

 
 
Fannie Mae Pool #AM2711 2.57% Due 03/01/2023
 
Government Mortgage Backed Security 528,320 units
 
528,663

 
 
Fannie Mae Pool #AM1990 2.33% Due 01/01/2023
 
Government Mortgage Backed Security 530,333 units
 
527,203

 
 
United States Treasury SEC Stripped Interest Payment Due 08/15/2034
 
Government Bond 875,000 units
 
519,471

 
 
Fannie Mae Pool #BC1158 3.5% Due 02/01/2046
 
Government Mortgage Backed Security 500,255 units
 
513,097

 
 
United States Treasury SEC Stripped Interest Payment Due 02/15/2022
 
Government Bond 570,000 units
 
512,397

 
 
Federal Home Loan Mortgage Corporation Pool #G08677 4% Due 11/01/2045
 
Government Mortgage Backed Security 486,749 units
 
511,482

 
 
Bank of America Corporation 6.1% Due 06/15/2017*
 
Corporate Bond 500,000 units
 
510,166

 
 
Ginnie Mae 5% Due 03/16/2034
 
Government Mortgage Backed Security 460,000 units
 
506,436

 
 
NextEra Energy Capital Step Coupon 1.586% Due 06/01/2017
 
Corporate Bond 500,000 units
 
500,294

 
 
WEA Financial LLC / Westfield UK & Europe Finance plc 2.7% Due 09/17/2019
 
Corporate Bond 494,000 units
 
499,655

 
 
Ginnie Mae II Pool #MA3736 Series 2046 3.5% Due 06/20/2046
 
Government Mortgage Backed Security 479,924 units
 
499,427

 
 
Ginnie Mae 2011-71 Class ZC 5.5% Due 7/16/2034
 
Government Mortgage Backed Security 441,385 units
 
498,702

 
 
Fannie Mae Pool #Am8674 2.81% Due 04/01/2025
 
Government Mortgage Backed Security 500,000 units
 
497,045

 
 
Federal Home Loan Mortgage Corporation Pool #Al2293 4.374% Due 06/01/2021
 
Government Mortgage Backed Security 457,845 units
 
495,213

 
 
Federal Home Loan Mortgage Corporation Multiclass Series 3895 4.5% Due 07/15/2041
 
Government Mortgage Backed Security 450,000 units
 
494,080

 
 
United States Treasury 3.0% Due 11/15/2045
 
Government Bond 500,000 units
 
493,164

 

15


Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)

Identity of Issue
 
Description of Investment
 
Current Value
 
Ginnie Mae 3.5% Due 03/20/2046
 
Government Mortgage Backed Security 473,189 units
 
492,418

 
 
Fannie Mae Pool #468559 4.01% Due 08/01/2021
 
Government Mortgage Backed Security 458,629 units
 
491,807

 
 
Morgan Stanley ABS Capital I Inc. 2006-NC1 Pass-Through Class A-4 Due 12/25/2035
 
Asset Backed Security 494,510 units
 
486,545

 
 
Fannie Mae Pool #MA2830 2.5% Due 12/01/2031
 
Government Mortgage Backed Security 482,166 units
 
483,356

 
 
CSAIL 2015-C3 3.7182% Due 08/15/2048
 
Commercial Mortgage-Backed Security 463,000 units
 
482,883

 
 
Citigroup Mortgage Loan Trust Series 2015-6 Class 2A1 Floating Rate Due 12/25/2035
 
Collateralized Mortgage Obligation 503,418 units
 
477,983

 
 
Fannie Mae Remic Series 2015/M4 Class AV2 2.509% Due 07/25/2022
 
Government Mortgage Backed Security 475,000 units
 
476,495

 
 
Fannie Mae Pool #AQ1534 3.5% Due 10/01/2032
 
Government Mortgage Backed Security 458,464 units
 
476,299

 
 
Ba Cr Card Tr 1.36% Due 09/15/2020
 
Asset Backed Security 475,000 units
 
474,781

 
 
Fannie Mae Pool #AM3307 2.85% Due 05/01/2023
 
Government Mortgage Backed Security 465,312 units
 
471,732

 
 
Federal National Mortgage Association Pool #G08676 3.5% Due 11/01/2045
 
Government Mortgage Backed Security 455,062 units
 
466,311

 
 
Federal Home Loan Mortgage Corporation Multiclass Series 3677 4.5% Due 05/15/2040
 
Government Mortgage Backed Security 429,591 units
 
462,067

 
 
Ginnie Mae 2007-035 6% Due 06/20/2037
 
Government Mortgage Backed Security 408,693 units
 
458,758

 
 
Fannie Mae Pool #Am7514 3.07% Due 02/01/2025
 
Government Mortgage Backed Security 450,000 units
 
457,722

 
 
Anheuser-Busch 3.65% Due 02/01/2026
 
Corporate Bond 450,000 units
 
456,836

 
 
Fannie Mae Single Family Mortgage 3% Due 15 Years
 
Government Mortgage Backed Security 445,000 units
 
456,647

 
 
Fannie Mae Pool #471834 1.4% Due 07/01/2017
 
Government Mortgage Backed Security 455,000 units
 
454,797

 
 
Federal Home Loan Mortgage Corporation Pool #G08711 3.5% Due 06/01/2046
 
Government Mortgage Backed Security 442,785 units
 
453,803

 
 
Columbia Pipeline Group Inc. 2.45% Due 06/01/2018
 
Corporate Bond 450,000 units
 
452,199

 
 
Washington Mutual Mortgage Pass-Through Series 2005-AR11 Class A1A Floating Rate Due 08/25/2045*
 
Collateralized Mortgage Obligation 469,938 units
 
451,260

 
 
Wells Fargo & Company 3% Due 04/22/2026*
 
Corporate Bond 470,000 units
 
448,489

 
 
DBWF 2015-LCM Mortgage Trust Floating Rate Due 06/10/2034
 
Commercial Mortgage-Backed Security 460,000 units
 
446,036

 
 
Ginnie Mae II Pool #MA3597 Series 2046 3.5% Due 04/20/2046
 
Government Mortgage Backed Security 428,266 units
 
445,670

 
 
Ginnie Mae Pool #783867 6.00% Due 8/15/2036
 
Government Mortgage Backed Security 384,337 units
 
445,211

 
 
Exeter Automobile 1.84% Due 11/16/2020
 
Asset Backed Security 445,083 units
 
444,465

 
 
Fannie Mae Pool #AR7961 3.5% Due 03/01/2033
 
Government Mortgage Backed Security 426,425 units
 
443,016

 
 
Long Beach Mortgage Loan Trust 2005-2 Pass-through Due 04/25/2035*
 
Asset Backed Security 452,508 units
 
441,927

 
 
Fannie Mae Pool #467757 4.33% Due 04/01/2021
 
Government Mortgage Backed Security 410,051 units
 
441,474

 
 
Fannie Mae Pool #AR6380 3.00% Due 02/01/2043
 
Government Mortgage Backed Security 441,953 units
 
441,372

 
 
Fannie Mae Pool #AB7575 3.00% Due 01/01/2043
 
Government Mortgage Backed Security 439,964 units
 
439,838

 
 
Federal National Mortgage Association Pool #Al2965 2.667% Due 12/01/2022
 
Government Mortgage Backed Security 432,601 units
 
439,643

 
 
Discover Bank of Greenwood Delaware 2.6% Due 11/13/2018
 
Corporate Bond 435,000 units
 
438,772

 
 
Fannie Mae Remic Series 2015-M7 Class A2 2.59% Due 12/25/2024
 
Government Mortgage Backed Security 447,000 units
 
438,601

 
 
J.P. Morgan Mortgage Trust 2005/A2 Pass/through Class 1/A-1 Due 04/25/2035*
 
Collateralized Mortgage Obligation 434,623 units
 
433,971

 

16


Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)

Identity of Issue
 
Description of Investment
 
Current Value
 
Fannie Mae Series 2013-M7 Class A2 2.28% Due 12/25/2022
 
Government Mortgage Backed Security 441,000 units
 
433,649

 
 
Fannie Mae Series 2014-M3 Class A2 Variable Rate Due 01/25/2024
 
Government Mortgage Backed Security 415,000 units
 
433,122

 
 
Bear Stearns ARM Floating Rate Due 11/25/2034
 
Collateralized Mortgage Obligation 434,559 units
 
432,198

 
 
Fannie Mae 3.726% Due 06/25/2021
 
Government Mortgage Backed Security 410,000 units
 
431,978

 
 
Ginnie Mae 5.5% Due 06/20/2035
 
Government Mortgage Backed Security 383,315 units
 
428,122

 
 
AbbVie Inc. 3.6% Due 05/14/2025
 
Corporate Bond 432,000 units
 
427,891

 
 
Fannie Mae 1.80057001114% Due 12/25/2019
 
Government Mortgage Backed Security 425,000 units
 
426,317

 
 
Federal National Mortgage Association Pool #Al0561 3.738% Due 06/01/2018
 
Government Mortgage Backed Security 415,572 units
 
423,625

 
 
Bank America Corporation 4.1% Due 07/24/2023*
 
Corporate Bond 405,000 units
 
423,063

 
 
Federal Home Loan Mortgage Corporation Gold Pool U9-0291 4% Due 10/01/2042
 
Government Mortgage Backed Security 395,677 units
 
418,301

 
 
Residential Accredit Loans, Inc. Series 03-QA1 Class A2 Floating Rate 12/25/2033
 
Collateralized Mortgage Obligation 482,284 units
 
417,948

 
 
Fannie Mae Pool #MA0214 5% Due 10/01/2029
 
Government Mortgage Backed Security 381,874 units
 
415,924

 
 
Federal Home Loan Mortgage Corporation Multiclass Series 2334 Class KB 6.5% Due 05/15/2028
 
Government Mortgage Backed Security 375,883 units
 
414,878

 
 
Fannie Mae Pool #467025 3.38% Due 01/01/2018
 
Government Mortgage Backed Security 410,000 units
 
414,564

 
 
Structured Asset Mortgage Investments II Inc. Series 2004-AR1 Class A1 Floating Rate Due 3/19/2034
 
Collateralized Mortgage Obligation 428,253 units
 
412,850

 
 
Fannie Mae Pool #AQ1607 3.5% Due 11/01/2032
 
Government Mortgage Backed Security 395,348 units
 
410,645

 
 
Fannie Mae Pool #AM5473 3.76% Due 03/01/2024
 
Government Mortgage Backed Security 385,000 units
 
408,919

 
 
Federal Home Loan Mortgage Corporation Gold Pool U89009 3.5% Due 09/01/2032
 
Government Mortgage Backed Security 393,029 units
 
408,441

 
 
Federal Home Loan Mortgage Corporation Multiclass Series 7307 3% Due 8/15/2044
 
Government Mortgage Backed Security 406,402 units
 
404,650

 
 
United Technologies Corporation 1.778% Due 05/04/2018
 
Corporate Bond 400,000 units
 
400,087

 
 
Fannie Mae Pool #465973 3.59% Due 10/01/2020
 
Government Mortgage Backed Security 379,718 units
 
399,973

 
 
GE Capital International Funding Company 4.418% Due 11/15/2035
 
Corporate Bond 381,000 units
 
399,253

 
 
Federal Home Loan Mortgage Corporation Multiclass Series 2901 4.5% Due 12/15/2019
 
Government Mortgage Backed Security 380,000 units
 
395,822

 
 
Fannie Mae Pool #MA1373 3.50% Due 03/01/2043
 
Government Mortgage Backed Security 383,665 units
 
395,748

 
 
PRICOA Global Funding 2.2% Due 06/03/2021
 
Corporate Bond 400,000 units
 
392,887

 
 
BBCCRE Trust Series 2015-GTP Class A 3.966% Due 08/10/2033
 
Commercial Mortgage-Backed Security 385,000 units
 
392,622

 
 
Federal Home Loan Mortgage Corporation Pool #G08703 4% Due 04/01/2046
 
Government Mortgage Backed Security 371,214 units
 
390,135

 
 
Farmers Exchange Floating Rate Due 10/15/2054
 
Corporate Bond 400,000 units
 
389,544

 
 
United States Treasury Security 4.5% Due 08/15/2039
 
Government Bond 310,000 units
 
389,292

 
 
Credit Acceptance Auto Loan 2.4% Due 02/15/2023
 
Asset Backed Security 383,000 units
 
384,321

 
 
American Airlines 2013-2 4.95% Due 01/15/2023
 
Corporate Bond 359,601 units
 
383,425

 
 
United States Treasury Note 4.375% Due 11/15/2039
 
Government Bond 310,000 units
 
382,680

 
 
Commercial Mortgage Trust Series 2015-Cr24 Class A5 3.696% Due 08/10/2055
 
Commercial Mortgage-Backed Security 366,146 units
 
380,075

 
 
United States Treasury Bond 8.125% Due 02/15/2021
 
Government Bond 300,000 units
 
378,609

 
 
Fannie Mae Variable Rate Due 07/25/2024
 
Government Mortgage Backed Security 373,000 units
 
378,281

 
 
Progress Residential Series 2015-SFR2 Class A 2.74% Due 06/12/2032
 
Asset Backed Security 380,255 units
 
377,718

 

17


Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)

Identity of Issue
 
Description of Investment
 
Current Value
 
Charter 4.464% Due 07/23/2022
 
Corporate Bond 355,000 units
 
370,986

 
 
Fannie Mae Series 2011-M2 3.645% Due 07/25/2021
 
Government Mortgage Backed Security 355,000 units
 
369,736

 
 
Fannie Mae Pool #468564 4.06% Due 07/01/2021
 
Government Mortgage Backed Security 337,993 units
 
363,078

 
 
Federal Home Loan Mortgage Corporation Pool #S0/6297 3.5% Due 09/15/2042
 
Government Mortgage Backed Security 347,763 units
 
360,245

 
 
Fannie Mae Pool #AM5079 3.45% Due 01/01/2024
 
Government Mortgage Backed Security 344,747 units
 
359,138

 
 
United States Treasury Bond 1.375% Due 02/15/2044
 
Index Linked Government Bond 316,600 units
 
358,334

 
 
Wells Fargo Commercial 3.664% Due 09/15/2048*
 
Commercial Mortgage-Backed Security 346,000 units
 
357,900

 
 
Flagship CLO VIII Ltd. / Flagship Series 2014-8A Class A Floating Rate Due 01/16/2026
 
Asset Backed Security 355,000 units
 
356,119

 
 
Magnetite IX, Ltd. / Magnetite IX LLC Class A-1 Floating Rate Due 07/25/2026
 
Asset Backed Security 355,000 units
 
355,146

 
 
Exelon Corporation 1.55% Due 06/09/2017
 
Corporate Bond 355,000 units
 
354,354

 
 
Honda Auto 1.04% Due 04/18/2019
 
Asset Backed Security 355,000 units
 
354,153

 
 
Aetna Inc. 2.8% Due 06/15/2023
 
Corporate Bond 358,000 units
 
352,633

 
 
Fannie Mae Remic Series 2003-W2 5.9% Due 07/25/2042
 
Government Mortgage Backed Security 316,354 units
 
352,612

 
 
Berkshire Hathaway Inc. 4.4% Due 05/15/2042
 
Corporate Bond 334,000 units
 
351,620

 
 
Public Service Electric and Gas Company 4.05% Due 05/01/2045
 
Corporate Bond 350,000 units
 
350,467

 
 
Voya CLO 2014-2 Ltd. 2014-2 Class A1 Floating Rate Due 07/17/2026
 
Asset Backed Security 350,000 units
 
350,242

 
 
Pernod Ricard SA 2.95% Due 01/15/2017
 
Corporate Bond 350,000 units
 
350,189

 
 
United States Treasury SEC Stripped Interest Payment Due 05/15/2020
 
Government Bond 370,000 units
 
350,124

 
 
Ginnie Mae 5.25% Due 03/20/2038
 
Government Mortgage Backed Security 317,287 units
 
348,687

 
 
Fannie Mae Pool #MA1866 4.50% Due 04/01/2044
 
Government Mortgage Backed Security 318,829 units
 
348,477

 
 
Fannie Mae Pool #469688 3.38% Due 12/01/2021
 
Government Mortgage Backed Security 332,683 units
 
348,461

 
 
Federal Home Loan Mortgage Corporation Pool #G0-7239 3.00% Due 12/01/2042
 
Government Mortgage Backed Security 347,534 units
 
347,392

 
 
Fannie Mae Pool #Al9472 4% Due 10/01/2043
 
Government Mortgage Backed Security 327,789 units
 
346,271

 
 
Federal Home Loan Mortgage Corporation Tranche 00839 2.615% Due 01/25/2023
 
Government Mortgage Backed Security 345,000 units
 
345,759

 
 
Citibank Credit Card Issuance Trust 2008-A2 Floating Rate Due 01/23/2020
 
Asset Backed Security 340,000 units
 
343,493

 
 
Fannie Mae Pool #AM4764 3.44% Due 11/01/2023
 
Government Mortgage Backed Security 329,775 units
 
343,296

 
 
Impac Secured Assets Corporation 2004-3 Pass-Through Class M-1 Floating Rate Due 11/25/2034
 
Collateralized Mortgage Obligation 370,000 units
 
343,162

 
 
Protective Life Global Funding 1.722% Due 04/15/2019
 
Corporate Bond 345,000 units
 
342,240

 
 
Navient Student Loan Trust Series 2015-3 Class B Floating Rate Due 10/25/2058
 
Asset Backed Security 400,000 units
 
340,287

 
 
Ginnie Mae Pool #MA3663 3.5% Due 05/20/2046
 
Government Mortgage Backed Security 326,736 units
 
340,014

 
 
Gilead Sciences, Inc. 4.15% Due 03/01/2047
 
Corporate Bond 355,000 units
 
337,180

 
 
Fannie Mae Pool #MA2010 4.00% Due 08/01/2044
 
Government Mortgage Backed Security 316,590 units
 
336,666

 
 
Duquesne Light Holdings, Inc. 6.4% Due 09/15/2020
 
Corporate Bond 300,000 units
 
334,736

 
 
Ocwen Master Advance Receivables Trust Series 15-T3 Class AT3 3.211% Due 11/15/2047
 
Asset Backed Security 334,000 units
 
333,930

 
 
Credit Suisse First Boston Mortgage Securities Corporation 2004-AR6 Pass-Through Class 2-A Variable Rate Due 10/25/34
 
Collateralized Mortgage Obligation 333,089 units
 
330,166

 
 
Boston Properties Ltd. Partnership 3.8% Due 02/01/2024
 
Corporate Bond 325,000 units
 
329,617

 

18


Schedule H, line 4i – Schedule of Assets (Held at End of Year) (continued)

Identity of Issue
 
Description of Investment
 
Current Value
 
Actavis Funding SCS 4.75% Due 03/15/2045
 
Corporate Bond 333,000 units
 
326,917

 
 
Federal Home Loan Mortgage Corporation Series 4374 Class NC Step-up Due 02/15/2046
 
Government Mortgage Backed Security 315,938 units
 
326,822

 
 
Teva 2.8% Due 07/21/2023
 
Corporate Bond 345,000 units
 
326,574

 
 
Duke Energy Corporation 3.75% Due 06/01/2045
 
Corporate Bond 343,000 units
 
326,511

 
 
Fannie Mae Pool #Am4407 3.65% Due 09/01/2023
 
Government Mortgage Backed Security 309,425 units
 
325,603

 
 
Fannie Mae Pool #FN0001 3.766% Due 12/01/2020
 
Government Mortgage Backed Security 307,407 units
 
324,454

 
 
Americredit Corporation 1.27% Due 01/08/2020
 
Asset Backed Security 321,411 units
 
321,367

 
 
Chase Issuance Trust Series 2007-A2 Class A2 Floating Rate Due 04/15/2019*
 
Asset Backed Security 320,000 units
 
320,000

 
 
Federal Home Loan Mortgage Corporation Multiclass Series 3662 5% Due 04/15/2040
 
Government Mortgage Backed Security 291,768 units
 
318,468

 
 
J.P. Morgan Chase & Company 6.0% Due 01/15/2018*
 
Corporate Bond 305,000 units
 
318,153

 
 
CVS Health Corp 5.125% Due 07/20/2045
 
Corporate Bond 285,000 units
 
317,617

 
 
Federal Home Loan Mortgage Corporation Pool #G08737 3% Due 12/01/2046
 
Government Mortgage Backed Security 319,204 units
 
317,293

 
 
Verizon Communications Inc. 4.862% Due 08/21/2046
 
Corporate Bond 313,000 units
 
317,161

 
 
Continental Airlines, Inc. Pass/Through Series 2000/1 Class A-1 8.048% Due 5/1/2022
 
Corporate Bond 283,442 units
 
314,975

 
 
United States Treasury SEC Stripped Interest Payment Due 05/15/2031
 
Government Bond 470,000 units
 
311,438

 
 
Ginnie Mae 6% Due 11/16/2032
 
Government Mortgage Backed Security 276,511 units
 
311,402

 
 
Bank America Corporation 5.75% Due 12/01/2017*
 
Corporate Bond 300,000 units
 
310,755

 
 
The Goldman Sachs Group, Inc. 5.25% Due 07/27/2021
 
Corporate Bond 283,000 units
 
310,165

 
 
Commercial Mortgage Trust Series 2015-CRE25 Class A-4 3.759% Due 08/10/2048
 
Commercial Mortgage-Backed Security 297,000 units
 
309,915

 
 
Fannie Mae Pool #MA1510 4.00% Due 07/01/2043
 
Government Mortgage Backed Security 291,238 units
 
308,944

 
 
Fannie Mae Remic Series 416 Class A300 3% Due 11/25/2042
 
Government Mortgage Backed Security 312,409 units
 
308,579

 
 
Encore Credit Floating Rate Due 01/25/2036
 
Asset Backed Security 308,833 units
 
307,932

 
 
Ginnie Mae Pool 2013-H05 Remic Pass-Through Class FB Floating Rate Due 02/20/2062
 
Government Mortgage Backed Security 306,896 units
 
306,728

 
 
Appalachian Power Company 4.45% Due 06/01/2045
 
Corporate Bond 300,000 units
 
306,527

 
 
Morgan Stanley 7.3% Due 05/13/2019
 
Corporate Bond 275,000 units
 
306,426

 
 
Federal Home Loan Mortgage Corporation Multiclass Series 323 Class 300 Due 01/15/2044
 
Government Mortgage Backed Security 303,979 units
 
302,487

 
 
Fannie Mae Pool #Fn0009 3.414% Due 10/01/2020
 
Government Mortgage Backed Security 288,096 units
 
300,713

 
 
Ford Motor Credit Company LLC Floating Rate Due 01/09/2018
 
Corporate Bond 298,000 units
 
298,876

 
 
Fannie Mae Pool #Am4493 3.92% Due 10/01/2023
 
Government Mortgage Backed Security 280,000 units
 
298,548

 
 
VNDO Mortgage Trust 2012-6 2.9950% Due 11/15/2030
 
Commercial Mortgage-Backed Security 295,237 units
 
297,959

 
 
National Credit Union Association Guaranteed Trust 2010-R3 Due 12/06/2020
 
Government Mortgage Backed Security 293,399 units
 
294,180

 
 
Bank of America Corporation 6% Due 09/01/2017*
 
Corporate Bond 285,000 units
 
293,259

 
 
Fannie Mae Remic Trust 2004-W12 6.5% Due 07/25/2044
 
Government Mortgage Backed Security 250,856 units
 
293,244

 
 
Bank of America Corporation 4% Due 01/22/2025*
 
Corporate Bond 292,000 units
 
292,367

 
 
Fannie Mae Pool #AM6429 3.58% Due 08/01/2029
 
Government Mortgage Backed Security 280,065 units
 
291,422

 
 
Fannie Mae Pool #467136 4.57% Due 01/01/2021
 
Government Mortgage Backed Security 267,140 units
 
290,134

 
 
Capital Auto 1.72% Due 01/22/2019
 
Asset Backed Security 289,000 units
 
289,699

 
 
DT Auto Owner Trust 2016/3 Class A 1.75% Due 11/15/2019
 
Asset Backed Security 288,147 units
 
288,446

 
 
Fannie Mae Remic Series 2014-M1 Class A Floating Rate Due 07/25/2023
 
Government Mortgage Backed Security 275,000 units
 
283,918

 
 
AT&T Inc. 4.8% Due 06/15/2044
 
Corporate Bond 300,000 units
 
283,474

 
 
Fannie Mae Pool #MA1900 4.50% Due 04/01/2044
 
Government Mortgage Backed Security 257,381 units
 
281,306

 
 
Citigroup Inc. 4.25% Due 08/15/2017
 
Corporate Bond 275,000 units
 
278,781

 
 
United States Treasury Note .75% Due 10/31/2018
 
Government Bond 280,000 units
 
277,987

 
 
Jersey Central Power & Light Company 4.7% Due 04/01/2024
 
Corporate Bond 261,000 units
 
277,709

 
 
MetLife Global 1.95% Due 09/15/2021*
 
Corporate Bond 285,000 units
 
277,070

 
 
Ventas Realty Ltd. 3.5% Due 02/01/2025
 
Corporate Bond 280,000 units
 
275,667

 
 
HCA Inc. 6.5% Due 02/15/2020
 
Corporate Bond 250,000 units
 
273,500

 
 
UBS AG Stamford Branch 1.8% Due 03/26/2018
 
Corporate Bond 271,000 units
 
271,187

 
 
Fannie Mae Remic Series 2004-T1 6% Due 01/25/2044
 
Government Mortgage Backed Security 242,244 units
 
270,853

 
 
Wachovia Bank National Association 6% Due 11/15/2017*
 
Corporate Bond 260,000 units
 
269,826

 
 
PFP 2015-2 Ltd./PFP 2015-2 LLC Class A Variable Rate Due 07/14/2034
 
Commercial Mortgage-Backed Security 269,970 units
 
269,707

 
 
Fannie Mae Pool #MA1900 4.50% Due 05/01/2039
 
Government Mortgage Backed Security 245,390 units
 
268,258

 
 
Opteum Mortgage Acceptance Corporation 2005-4 Class I-A1C Floating Rate Due 11/25/2035
 
Collateralized Mortgage Obligation 269,288 units
 
266,761

 
 
Fannie Mae Pool #AM6430 3.58% Due 08/01/2029
 
Government Mortgage Backed Security 255,922 units
 
266,300

 
 
Trafigura Securitizations Finance plc Floating Rate Due 10/15/2021
 
Asset Backed Security 266,000 units
 
265,358

 
 
Colony American Finance 2016/2 2.554% Due 11/15/2048
 
Asset Backed Security 271,459 units
 
264,272

 
 
Fannie Mae Pool #AN0335 3.39% Due 01/01/2031
 
Government Mortgage Backed Security 260,000 units
 
264,000

 
 
Fannie Mae Pool #AM9491 3.55% Due 08/01/2030
 
Government Mortgage Backed Security 255,148 units
 
263,340

 
 
Federal Home Loan Mortgage Corporation Pool #G18592 3% Due 03/01/2031
 
Government Mortgage Backed Security 255,941 units
 
262,835

 
 
Fannie Mae Pool #AM4198 3.55% Due 03/01/2024
 
Government Mortgage Backed Security 250,254 units
 
262,261

 
 
Fannie Mae Pool #Am8203 2.74% Due 03/01/2025
 
Government Mortgage Backed Security 261,844 units
 
260,402

 
 
Fannie Mae Series 2002-86 6% Due 09/25/2032
 
Government Mortgage Backed Security 228,541 units
 
260,144

 
 
J.P. Morgan Chase Bank of New York 6% Due 10/01/2017*
 
Corporate Bond 250,000 units
 
257,996

 
 
Metlife Inc. 7.8% Due 11/01/2025*
 
Corporate Bond 205,000 units
 
257,960

 
 
Fannie Mae Pool #AN1835 2.535% Due 07/01/2028
 
Government Mortgage Backed Security 275,000 units
 
257,758

 
 
Fannie Mae Series 2009-W1 6% Due 12/25/2049
 
Government Mortgage Backed Security 227,393 units
 
257,751

 
 
SLM Student Loan Trust 2003-12 Class A-5 Variable Rate Due 09/15/2022
 
Asset Backed Security 257,685 units
 
257,344

 
 
Fannie Mae Pool #AM6428 3.58% Due 08/01/2029
 
Government Mortgage Backed Security 246,264 units
 
256,251

 
 
United States Treasury Bond 4.24% Due 05/15/2039
 
Government Bond 210,000 units
 
254,961

 
 
Federal Home Loan Mortgage Corporation Series 2899 4% Due 12/15/2019
 
Government Mortgage Backed Security 248,405 units
 
253,704

 
 
The Goldman Sachs Group, Inc. 3.85% Due 07/08/2024
 
Corporate Bond 248,000 units
 
253,156

 
 
Fannie Mae Series 2013-96 3.5% Due 09/25/2038
 
Government Mortgage Backed Security 243,185 units
 
252,251

 
 
American Home Mortgage Investment Trust Series 2004-3 Class 5A Variable Rate Due 10/25/2034
 
Collateralized Mortgage Obligation 251,764 units
 
251,748

 
 
J.P. Morgan Chase & Company 1.8% Due 01/25/2018*
 
Corporate Bond 250,000 units
 
250,277

 
 
UBS Commercial Mortgage Trust 2012-C1 Variable Rate Due 05/10/2045
 
Commercial Mortgage-Backed Security 250,000 units
 
249,972

 
 
UBS AG Stamford Branch 1.375% Due 06/01/2017
 
Corporate Bond 250,000 units
 
249,942

 
 
Fannie Mae Pool #Am6501 3.32% Due 08/01/2026
 
Government Mortgage Backed Security 245,000 units
 
249,852

 
 
Stadshypotek AB (publ) 1.875% Due 10/02/2019
 
Corporate Bond 250,000 units
 
248,715

 
 
Fannie Mae Remic Trust 2007-93 4.50% Due 09/25/2037
 
Government Mortgage Backed Security 226,320 units
 
247,007

 
 
GS Mortgage Securities Corporation Trust 2011-GC5 Due 08/10/2044
 
Commercial Mortgage-Backed Security 245,000 units
 
243,389

 
 
Bank of America Corporation 5.65% Due 05/01/2018*
 
Corporate Bond 230,000 units
 
240,985

 
 
Westgate Resorts 2.15% Due 12/20/2026
 
Corporate Bond 243,407 units
 
240,668

 
 
J.P. Morgan Chase & Company 4.25% Due 10/01/2027*
 
Corporate Bond 230,000 units
 
236,308

 
 
Ginnie Mae 2015-H32 Remic Pass-Through Class FH Due 12/20/2065
 
Government Mortgage Backed Security 235,627 units
 
235,912

 
 
Siemens 2% Due 09/15/2023
 
Corporate Bond 250,000 units
 
235,885

 
 
Oracle Corporation 3.625% Due 07/15/2023
 
Corporate Bond 224,000 units
 
234,770

 
 
UnitedHealth Group, Inc. 4.625% Due 07/15/2035
 
Corporate Bond 215,000 units
 
234,358

 
 
Fannie Mae Remic Trust 2001-81 6.5% Due 01/25/2032
 
Government Mortgage Backed Security 201,836 units
 
228,929

 
 
Microsoft Corporation 3.75% Due 02/12/2045
 
Corporate Bond 242,000 units
 
226,936

 
 
Apple Inc. 4.65% Due 02/23/2046
 
Corporate Bond 210,000 units
 
226,768

 
 
Anadarko Petroleum Corporation 6.45% Due 09/15/2036
 
Corporate Bond 190,000 units
 
226,132

 
 
Nordea Bank 1.625% Due 05/15/2018
 
Corporate Bond 225,000 units
 
224,460

 
 
Americredit Corporation 1.26% Due 11/08/2019
 
Asset Backed Security 223,322 units
 
223,321

 
 
Wachovia Corporation 5.75% Due 02/01/2018*
 
Corporate Bond 210,000 units
 
218,945

 
 
UBS/Bank of America Merrill Lynch Trust Series 2012-WRM 3.663% Due 06/10/2030*
 
Commercial Mortgage-Backed Security 211,000 units
 
215,539

 
 
HSBC Bank plc 4.75% Due 01/19/2021
 
Corporate Bond 200,000 units
 
214,337

 
 
Conoco Inc. 6.95% Due 04/15/2029
 
Corporate Bond 170,000 units
 
213,785

 
 
Kraft Heinz Foods Co 1.6% Due 06/30/2017
 
Corporate Bond 213,000 units
 
213,171

 
 
Fannie Mae Pool #AN1161 3.05% Due 04/01/2028
 
Government Mortgage Backed Security 215,000 units
 
212,079

 
 
New York State Dormitory Authority 5.289% Due 03/15/2033
 
Municipal/Provincial Bond 180,000 units
 
209,270

 
 
Comcast Corporation 4.4% Due 08/15/2035
 
Corporate Bond 200,000 units
 
209,228

 
 
General Motors Financial Company, Inc. 4.75 Due 08/15/2017
 
Corporate Bond 205,000 units
 
208,888

 
 
Continental Airlines, Inc. Pass/Through 5.983% Due 04/19/2023
 
Corporate Bond 188,612 units
 
208,416

 
 
CPS Auto 1.65% Due 11/15/2019
 
Asset Backed Security 207,790 units
 
207,910

 
 
UBS Commercial Mortgage 2007 C7 Variable Rate Mortgage Pass Thru Class A/3 09/15/2045
 
Commercial Mortgage-Backed Security 201,969 units
 
206,957

 
 
UBS-Barclays Commercial Mortgage Trust 2012-C2 3.52500009537% Due 05/10/2063
 
Commercial Mortgage-Backed Security 197,600 units
 
206,754

 
 
Energy Transfer 5.15% Due 03/15/2045
 
Corporate Bond 215,000 units
 
206,202

 
 
The Goldman Sachs Group, Inc. 5.375% Due 03/15/2020
 
Corporate Bond 190,000 units
 
206,147

 
 
Merrill Lynch & Co., Inc. 6.4% Due 08/28/2017*
 
Corporate Bond 200,000 units
 
206,133

 
 
Fannie Mae Remic Trust 2010/137 4.5% Due 10/25/2040
 
Government Mortgage Backed Security 197,804 units
 
204,425

 
 
Federal Home Loan Mortgage Corporation Multiclass Tranche 2.72% Due 07/25/2026
 
Government Mortgage Backed Security 210,000 units
 
203,386

 
 
General Electric Capital Corporation 3.1% Due 01/09/2023
 
Corporate Bond 200,000 units
 
202,695

 
 
Shell International Finance BV 4.375% Due 05/11/2045
 
Corporate Bond 200,000 units
 
202,595

 
 
MidAmerican Energy 4.8% Due 09/15/2043
 
Corporate Bond 183,000 units
 
202,429

 
 
North Shore Long Island 4.8% Due 11/01/2042
 
Corporate Bond 200,000 units
 
202,286

 
 
Ford Motor Credit Company LLC 3.336% Due 03/18/2021
 
Corporate Bond 200,000 units
 
201,388

 
 
Santander UK plc 1.65% Due 09/29/2017
 
Corporate Bond 200,000 units
 
200,212

 
 
Healthcare Realty Trust Inc. 3.75% Due 04/15/2023
 
Corporate Bond 200,000 units
 
199,285

 
 
Santander Dr Auto 1.5% Due 08/17/2020
 
Asset Backed Security 199,000 units
 
198,120

 
 
Williams Partners LP 3.6% Due 03/15/2022
 
Corporate Bond 197,000 units
 
198,042

 
 
Healthcare Trust of America Inc. 3.5% Due 08/01/2026
 
Corporate Bond 205,000 units
 
195,904

 
 
Bank of New York Mellon Corporation 2.5% Due 04/15/2021
 
Corporate Bond 195,000 units
 
195,217

 
 
Hyundai Auto 1.12% Due 11/15/2019
 
Asset Backed Security 193,000 units
 
192,647

 
 
Federal Home Loan Mortgage Corporation Pool #G18626 2.5% Due 01/01/2032
 
Government Mortgage Backed Security 190,000 units
 
190,512

 
 
Ford Credit Auto Owner 1.28% Due 09/15/2019
 
Asset Backed Security 189,770 units
 
189,845

 
 
Texas Eastern Transmission, LP 2.8% Due 10/15/2022
 
Corporate Bond 195,000 units
 
189,805

 
 
AT&T Inc. 4.75% Due 05/15/2046
 
Corporate Bond 200,000 units
 
189,484

 
 
Volt XXXII LLC Series 2015-NPL3 Class A1144A 3.375% Due 10/25/2058
 
Asset Backed Security 189,717 units
 
189,452

 
 
Hyundai Auto 1.05% Due 04/15/2019
 
Asset Backed Security 188,745 units
 
188,646

 
 
Bank of America Corporation 4.125% Due 01/22/2024*
 
Corporate Bond 181,000 units
 
188,104

 
 
Federal Home Loan Mortgage Corporation Multiclass Series 2072 6.5% Due 07/15/2028
 
Government Mortgage Backed Security 164,920 units
 
185,773

 
 
BP Capital Markets plc 3.062% Due 03/17/2022
 
Corporate Bond 183,000 units
 
185,105

 
 
Nissan Auto .87000000477% Due 11/15/2018
 
Asset Backed Security 185,112 units
 
185,007

 
 
Federal Home Loan Mortgage Corporation Series 2595 5% Due 04/15/2023
 
Government Mortgage Backed Security 173,946 units
 
184,703

 
 
Federal Home Loan Mortgage Corporation Multiclass Series 2980 6% Due 05/15/2035
 
Government Mortgage Backed Security 160,461 units
 
182,195

 
 
Westlake 1.57% Due 06/17/2019
 
Asset Backed Security 182,000 units
 
182,159

 
 
Federal Home Loan Mortgage Corporation Multiclass Series 3415 Class TF Due 08/15/2035
 
Government Mortgage Backed Security 179,668 units
 
182,073

 
 
Springleaf Mortgage Loan Trust 2013-2 Class M-1 Variable Rate Due 12/25/2065
 
Collateralized Mortgage Obligation 181,000 units
 
181,556

 
 
Wal-Mart Stores, Inc. 4.75% Due 10/02/2043
 
Corporate Bond 160,000 units
 
179,415

 
 
United States Treasury Note 1% Due 06/30/2019
 
Government Bond 180,000 units
 
178,594

 
 
Newell Rubbermaid Inc. 3.85% Due 04/01/2023
 
Corporate Bond 170,000 units
 
176,342

 
 
Honda Auto .82% Due 07/23/2018
 
Asset Backed Security 175,838 units
 
175,725

 
 
Verizon Communications Inc. 4.522% Due 09/15/2048
 
Corporate Bond 183,000 units
 
175,481

 
 
Springleaf Mortgage Loan Trust 2013-2 Class M-2 Variable Rate 12/25/2065
 
Collateralized Mortgage Obligation 175,000 units
 
175,451

 
 
Fannie Mae Pool #Ap0645 3.5% Due 07/01/2032
 
Government Mortgage Backed Security 167,736 units
 
174,226

 
 
Federal Home Loan Mortgage Corporation Multiclass Series 4168 Class JA 3.5% Due 02/15/2043
 
Government Mortgage Backed Security 169,315 units
 
173,527

 
 
WFRBS Commercial Mortgage Trust Variable Rate Due 03/15/2045
 
Commercial Mortgage-Backed Security 190,000 units
 
173,088

 
 
Ginnie Mae Pool 2012-84 Class LI I-O 4% Due 05/16/2042
 
Government Mortgage Backed Security 978,799 units
 
171,044

 
 
J. P. Morgan Mortgage Floating Rate Due 06/25/2035*
 
Asset Backed Security 168,971 units
 
168,624

 
 
HSBC Holdings plc 4% Due 03/30/2022
 
Corporate Bond 163,000 units
 
168,599

 
 
Morgan Stanley 5.75% Due 01/25/2021
 
Corporate Bond 150,000 units
 
166,436

 
 
Wells Fargo & Company 4.48% Due 01/16/2024*
 
Corporate Bond 158,000 units
 
166,320

 
 
Buckeye Partners LP 3.95% Due 12/01/2026
 
Corporate Bond 170,000 units
 
165,445

 
 
Fannie Mae Preassign 00653 5.5% Due 03/25/2023
 
Government Mortgage Backed Security 151,864 units
 
164,284

 
 
Royal Bank of Canada 1.2% Due 09/19/2017
 
Corporate Bond 163,000 units
 
162,781

 
 
Fannie Mae Remic Series 2013-6 Class GI 09/25/2032
 
Government Mortgage Backed Security 1,518,375 units
 
162,676

 
 
Telefonica 5.134% Due 04/27/2020
 
Corporate Bond 150,000 units
 
160,719

 
 
Biogen Inc. 5.2% Due 09/15/2045
 
Corporate Bond 150,000 units
 
160,522

 
 
CarFinance Capital Auto Trust 2014-2 Class B 2.64% Due 11/16/2020
 
Asset Backed Security 160,000 units
 
160,344

 
 
Enterprise Products Company 3.75% Due 02/15/2025
 
Corporate Bond 157,000 units
 
159,522

 
 
Total Capital Canada Ltd. 2.75% Due 07/15/2023
 
Corporate Bond 160,000 units
 
158,331

 
 
J.P. Morgan Chase & Company 4.25% Due 10/15/2020*
 
Corporate Bond 149,000 units
 
157,677

 
 
Fannie Mae Tranche 00743 3.5% Due 10/25/2037
 
Government Mortgage Backed Security 151,505 units
 
157,434

 
 
Cox Communications, Inc. 3.85% Due 02/01/2025
 
Corporate Bond 160,000 units
 
156,920

 
 
Healthcare Realty Trust Inc. 5.75% Due 01/15/2021
 
Corporate Bond 142,000 units
 
156,066

 
 
Celgene Corporation 5% Due 08/15/2045
 
Corporate Bond 150,000 units
 
155,960

 
 
Merrill Lynch Mortgage Investors, Inc. Series 2003-5 Class A-1 Due 10/25/2028*
 
Collateralized Mortgage Obligation 159,235 units
 
155,474

 
 
General Electric Company 4.5% Due 03/11/2044
 
Corporate Bond 144,000 units
 
154,580

 
 
Fannie Mae Preassign 00166 6.5% Due 08/25/2036
 
Government Mortgage Backed Security 136,009 units
 
154,228

 
 
Residential Accredit Loans, Inc. Pass-Through Trust Series 2004-QS7 5.5% Due 05/25/2034
 
Collateralized Mortgage Obligation 151,366 units
 
153,678

 
 
General Electric Capital Corporation 5.5% Due 01/08/2020
 
Corporate Bond 140,000 units
 
153,397

 
 
HCP, Inc. 4.2% Due 03/01/2024
 
Corporate Bond 150,000 units
 
152,666

 
 
Ginnie Mae 0% Due 12/20/2040
 
Government Mortgage Backed Security 182,913 units
 
151,176

 
 
Spectra Energy Capital 5.65% Due 03/01/2020
 
Corporate Bond 141,000 units
 
151,120

 
 
Federal Home Loan Mortgage Corporation Series 3852 Floating Rate Due 05/15/2041
 
Government Mortgage Backed Security 145,373 units
 
150,907

 
 
HBOS plc Tranche # Sb 00008 6.75% Due 5/21/2018
 
Corporate Bond 143,000 units
 
150,793

 
 
United States Treasury Note 3.25% Due 12/31/2016
 
Government Bond 150,000 units
 
150,000

 
 
PRICOA Global Funding 1.6% Due 05/29/2018
 
Corporate Bond 150,000 units
 
149,899

 
 
General Electric Capital Corporation 5.875% Due 01/14/2038
 
Corporate Bond 119,000 units
 
149,765

 
 
Macmo Master Asset Securitization Trust 5.5% Due 12/25/2033
 
Collateralized Mortgage Obligation 147,213 units
 
149,428

 
 
Boardwalk REIT 4.95% Due 12/15/2024
 
Corporate Bond 145,000 units
 
148,882

 
 
Sprint Nextel Corporation 9% Due 11/15/2018
 
Corporate Bond 135,000 units
 
148,838

 
 
Federal Home Loan Mortgage Corporation Multiclass Series 3087 5.5% Due 12/15/2025
 
Government Mortgage Backed Security 136,949 units
 
148,614

 
 
BellSouth Corporation 6.55% Due 06/15/2034
 
Corporate Bond 135,000 units
 
148,141

 
 
Charter 4.908% Due 07/23/2025
 
Corporate Bond 140,000 units
 
147,550

 
 
Federal Home Loan Mortgage Corporation Multiclass Series 3005 5% Due 07/15/2025
 
Government Mortgage Backed Security 136,012 units
 
146,900

 
 
HCA Inc. 4.25% Due 11/15/2023
 
Corporate Bond 140,000 units
 
143,764

 
 
DT Auto Owner Trust Class A 2% Due 09/16/2019
 
Asset Backed Security 142,902 units
 
143,068

 
 
Wells Fargo & Company 3% Due 10/23/2026*
 
Corporate Bond 150,000 units
 
142,860

 
 
Verizon Communications Inc. 5.05% Due 03/15/2034
 
Corporate Bond 135,000 units
 
142,160

 
 
Tenet Healthcare Corporation Floating Rate Due 06/15/2020
 
Corporate Bond 140,000 units
 
141,050

 
 
Rockies Express Pipeline LLC 6.85% Due 07/15/2018
 
Corporate Bond 132,000 units
 
139,425

 
 
Time Warner Inc. 4.75% Due 03/29/2021
 
Corporate Bond 130,000 units
 
139,269

 
 
Apple Inc. 4.375% Due 05/13/2045
 
Corporate Bond 135,000 units
 
138,688

 
 
Niagara Mohawk Power Corporation 3.508% Due 10/01/2024
 
Corporate Bond 136,000 units
 
138,536

 
 
SFAVE Commerical Series 2015/5 Class A-1 3.872% Due 01/05/2043
 
Commercial Mortgage-Backed Security 140,000 units
 
137,690

 
 
Keycorp 5.1% Due 03/24/2021
 
Corporate Bond 125,000 units
 
136,692

 
 
General Motors Company 4.875% Due 10/02/2023
 
Corporate Bond 130,000 units
 
136,275

 
 
Kraft Heinz Foods Company 3% Due 06/01/2026
 
Corporate Bond 145,000 units
 
136,131

 
 
GS Mortgage Securities Corporation 2012/Aloha Commerical 3.551% Due 4/10/2034
 
Commercial Mortgage-Backed Security 130,000 units
 
135,870

 
 
HSI Asset Securitization Corporation Trust 11-A 3% Due 25/12/2035
 
Asset Backed Security 136,455 units
 
135,764

 
 
Constellation Brands Inc. 6% Due 05/01/2022
 
Corporate Bond 120,000 units
 
135,341

 
 
TransCanada 3.75% Due 10/16/2023
 
Corporate Bond 130,000 units
 
134,541

 
 
Sequoia Mortgage Trust 2004-1 Floating Rate Due 11/20/2034
 
Collateralized Mortgage Obligation 143,218 units
 
134,126

 
 
Bank of Montreal 2.55% Due 11/06/2022
 
Corporate Bond 135,000 units
 
133,353

 
 
Liberty Street Trust 2016-225L 3.597% Due 02/10/2036
 
Commercial Mortgage-Backed Security 130,000 units
 
133,273

 
 
Merrill Lynch & Co., Inc. 6.875% Due 04/25/2018*
 
Corporate Bond 125,000 units
 
132,864

 
 
Commercial Mortgage Trust 2016-787S Pass-through Class A-144A Due 02/10/2036
 
Commercial Mortgage-Backed Security 130,000 units
 
132,845

 
 
Morgan Stanley Capital I Trust 2011-C3 4.054% Due 07/15/2049
 
Commercial Mortgage-Backed Security 127,721 units
 
132,792

 
 
J.P. Morgan Mortgage Trust Series 2004-A3 Due 07/25/2034*
 
Collateralized Mortgage Obligation 137,054 units
 
132,639

 
 
BAMLL Commercial Mortgage Securities Trust 3.5343% Due 03/10/2037
 
Commercial Mortgage-Backed Security 130,000 units
 
132,422

 
 
Vericrest Opportunity Loan Series 16 Class A-1 Step 12/25/2046
 
Asset Backed Security 132,000 units
 
132,358

 
 
Nabors Industries Ltd. 4.625% Due 09/15/2021
 
Corporate Bond 130,000 units
 
132,148

 
 
Kraft Heinz Foods Company 4.375% Due 06/01/2046
 
Corporate Bond 140,000 units
 
131,737

 
 
Exxon Mobil Corporation 2.709% Due 03/06/2025
 
Corporate Bond 135,000 units
 
131,418

 
 
Chevron Corporation 2.419% Due 11/17/2020
 
Corporate Bond 130,000 units
 
130,926

 
 
Federal Home Loan Mortgage Corporation Pool #G08722 3.5% Due 09/01/2046
 
Government Mortgage Backed Security 127,405 units
 
130,581

 
 
Homestar Mortgage Acceptance Corporation Series 2004-4 Class A3 Floating Rate Due 09/25/2034
 
Collateralized Mortgage Obligation 132,597 units
 
129,861

 
 
Commercial Mortgage Trust 2013-300P 4.353% Due 08/10/2030
 
Commercial Mortgage-Backed Security 120,000 units
 
129,860

 
 
BP Capital Markets plc 3.814% Due 02/10/2024
 
Corporate Bond 125,000 units
 
129,858

 
 
Citigroup Inc. 3.7% Due 01/12/2026
 
Corporate Bond 130,000 units
 
129,331

 
 
Reckson Operating Partnership, LP 4.5% Due 12/01/2022
 
Corporate Bond 128,000 units
 
129,275

 
 
Hilton Worldwide Finance LLC 5.625% Due 10/15/2021
 
Corporate Bond 125,000 units
 
129,125

 
 
Raymond James Financial, Inc. 4.95% Due 07/15/2046
 
Corporate Bond 135,000 units
 
128,519

 
 
Verizon Communications Inc. 4.4% Due 11/01/2034
 
Corporate Bond 130,000 units
 
128,308

 
 
Continental Airlines Pass-Through 6.9% Due 07/02/2019
 
Corporate Bond 126,045 units
 
127,066

 
 
Apple Inc. 2.15% Due 02/09/2022
 
Corporate Bond 128,000 units
 
125,864

 
 
RBS Commerical Funding Inc. 2013-GSP Trust Class A Variable Rate Due 01/13/2032
 
Commercial Mortgage-Backed Security 120,000 units
 
125,770

 
 
First Data Corporation 5% Due 01/15/2024
 
Corporate Bond 125,000 units
 
125,665

 
 
Ford Motor Company 7.45% Due 07/16/2031
 
Corporate Bond 100,000 units
 
125,505

 
 
Berkshire Hathaway Inc. 3.4% Due 01/31/2022
 
Corporate Bond 120,000 units
 
125,246

 
 
Americredit 1.42% Due 10/08/2019
 
Asset Backed Security 123,885 units
 
123,975

 
 
Apple Inc. 2.4% Due 05/03/2023
 
Corporate Bond 126,000 units
 
122,688

 
 
Nissan Auto 1.34% Due 10/15/2020
 
Asset Backed Security 123,000 units
 
122,631

 
 
United States Treasury Bond 6.375% Due 08/15/2027
 
Government Bond 90,000 units
 
122,523

 
 
Fannie Mae Series 417 Class C11 2.5% Due 2/25/2028
 
Government Mortgage Backed Security 1,513,345 units
 
122,489

 
 
Merrill Lynch Mortgage Investors, Inc. Series 2004-B Class 1 Due 05/25/2029*
 
Collateralized Mortgage Obligation 125,485 units
 
122,071

 
 
Credit Agricole SA Floating Rate Due 08/15/2039
 
Corporate Bond 110,000 units
 
120,672

 
 
Ameriprise Financial, Inc. 4% Due 10/15/2023
 
Corporate Bond 115,000 units
 
120,607

 
 
EOG Resources, Inc. 2.625% Due 03/15/2023
 
Corporate Bond 124,000 units
 
120,207

 
 
Comcast Corporation 6.5% Due 01/15/2017
 
Corporate Bond 120,000 units
 
120,169

 
 
Nissan Auto 1.11% Due 05/15/2019
 
Asset Backed Security 118,947 units
 
118,858

 
 
Chase Mortgage Financial Trust Series 2007-A1 Pass-Through Due 02/25/2037*
 
Collateralized Mortgage Obligation 118,745 units
 
118,506

 
 
Northeast Utilities 3.15% Due 01/15/2025
 
Corporate Bond 120,000 units
 
118,478

 
 
Ginnie Mae II Pool #3760 Series 2035 5.5% Due 09/20/2035
 
Government Mortgage Backed Security 105,588 units
 
118,218

 
 
Dr Auto 4.18% Due 03/15/2024
 
Asset Backed Security 119,000 units
 
118,110

 
 
First Horizon Mortgage Pass-Through Trust Series 2004-AR6 4.75% Due 12/25/34
 
Collateralized Mortgage Obligation 118,254 units
 
117,983

 
 
Anheuser-Busch 4.7% Due 02/01/2036
 
Corporate Bond 111,000 units
 
116,757

 
 
Ford Credit Auto Owner 1.33% Due 10/15/2020
 
Asset Backed Security 117,000 units
 
116,615

 
 
Capital One Financial Corporation 3.75% Due 04/24/2024
 
Corporate Bond 115,000 units
 
116,497

 
 
Ontario Province Canada 4% Due 10/07/2019
 
Municipal/Provincial Bond 110,000 units
 
116,222

 
 
UBS Commercial Mortgage Income Only Trust 2012-C1 2.561868% Due 05/10/2045
 
Commercial Mortgage-Backed Security 1,294,127 units
 
115,578

 
 
Federal Home Loan Mortgage Corporation Multiclass Tranche 00430 3.151% Due 11/25/2025
 
Government Mortgage Backed Security 113,000 units
 
115,390

 
 
FirstEnergy Transmission LLC 5.45% Due 07/15/2044
 
Corporate Bond 108,000 units
 
114,649

 
 
Fannie Mae Pool #890231 5% Due 07/01/2025
 
Government Mortgage Backed Security 106,859 units
 
114,556

 
 
Praxair, Inc. 1.25% Due 11/07/2018
 
Corporate Bond 115,000 units
 
114,476

 
 
British Telecommunications plc Step-up Due 12/15/2030
 
Corporate Bond 75,000 units
 
114,426

 
 
GLS Auto 2.73% Due 10/15/2020
 
Asset Backed Security 114,311 units
 
114,283

 
 
Ryder System, Inc. Trust 00208 3.5% Due 06/01/2017
 
Corporate Bond 113,000 units
 
113,956

 
 
Verizon Owner Trust 2016-1 1.42% Due 01/20/2021
 
Asset Backed Security 114,000 units
 
113,207

 
 
Peco Energy Company 2.375% Due 09/15/2022
 
Corporate Bond 115,000 units
 
112,937

 
 
Hydro-Quebec Series 8.4% Due 01/15/2022
 
Municipal/Provincial Bond 90,000 units
 
112,501

 
 
Valeant Pharmaceuticals International, Inc. 5.5% Due 03/01/2023
 
Corporate Bond 150,000 units
 
112,500

 
 
Fannie Mae 1.43% Due 03/25/2037
 
Government Mortgage Backed Security 756,406 units
 
111,524

 
 
Morgan Stanley 7.3% Due 05/13/2019
 
Corporate Bond 100,000 units
 
111,428

 
 
Principal Life Global 2.25% Due 10/15/2018*
 
Corporate Bond 110,000 units
 
111,093

 
 
The Goldman Sachs Group, Inc. 7.5% Due 02/15/2019
 
Corporate Bond 100,000 units
 
110,858

 
 
General Electric Capital Corporation 5.625% Due 05/01/2018
 
Corporate Bond 105,000 units
 
110,816

 
 
General Electric Capital Corporation 6% Due 08/07/2019
 
Corporate Bond 100,000 units
 
110,487

 
 
International Business Machines Corporation 7.625% Due 10/15/2018
 
Corporate Bond 100,000 units
 
110,404

 
 
Norfolk Southern Corporation 2.903% Due 02/15/2023
 
Corporate Bond 111,000 units
 
110,316

 
 
Bayview Commercial Asset Trust Variable Rate Due 11/25/2035
 
Commercial Mortgage-Backed Security 127,724 units
 
110,129

 
 
Cisco Systems, Inc. 3.625% Due 03/04/2024
 
Corporate Bond 105,000 units
 
109,601

 
 
FirstEnergy Corporation 7.375% Due 11/15/2031
 
Corporate Bond 85,000 units
 
109,556

 
 
Americredit 1.81% Due 10/08/2020
 
Asset Backed Security 108,000 units
 
108,240

 
 
Jefferies Group 6.875% Due 04/15/2021
 
Corporate Bond 95,000 units
 
108,075

 
 
Energy Transfer Partners, LP 5.2% Due 2/1/2022
 
Corporate Bond 100,000 units
 
107,074

 
 
Nordea Bank 4.875% Due 01/27/2020
 
Corporate Bond 100,000 units
 
106,855

 
 
Federal Home Loan Mortgage Corporation Multiclass Tranche 2.838% Due 09/25/2022
 
Government Mortgage Backed Security 105,000 units
 
106,319

 
 
Fannie Mae Remic Series 2013 M12 Class FA Floating Rate Due 10/25/2017
 
Government Mortgage Backed Security 106,055 units
 
106,236

 
 
Morgan Stanley 6.625% Due 04/01/2018
 
Corporate Bond 100,000 units
 
105,753

 
 
Americredit 1.53% Due 07/08/2021
 
Asset Backed Security 106,000 units
 
105,281

 
 
Daimler Financial North America LLC 2.25% Due 07/31/2019
 
Corporate Bond 105,000 units
 
105,139

 
 
Lincoln National Corporation 6.25% Due 02/15/2020
 
Corporate Bond 95,000 units
 
104,920

 
 
AT&T Inc. 4.45% Due 04/01/2024
 
Corporate Bond 100,000 units
 
104,244

 
 
New York City Municipal Water Finance Authority; Water/Sewer 5.44% Due 06/15/2043
 
Municipal/Provincial Bond 85,000 units
 
104,193

 
 
Burlington Northern and Santa Fe Railway Company 4.15% Due 04/01/2045
 
Corporate Bond 102,000 units
 
103,439

 
 
AT&T Inc. 3.875% Due 08/15/2021
 
Corporate Bond 100,000 units
 
103,245

 
 
General Electric Capital Corporation 5.625% Due 09/15/2017
 
Corporate Bond 100,000 units
 
103,075

 
 
Federal Home Loan Mortgage Corporation Series 3542 Class N 0% Due 07/15/2036
 
Government Mortgage Backed Security 114,170 units
 
102,942

 
 
Walgreens Boots Alliance, Inc. 4.8% Due 11/18/2044
 
Corporate Bond 100,000 units
 
102,781

 
 
Port Authority NY & NJ 5.647% Due 11/01/2040
 
Municipal/Provincial Bond 85,000 units
 
102,435

 
 
Kroger Company 3.4% Due 04/15/2022
 
Corporate Bond 100,000 units
 
101,936

 
 
Canadian Pacific Railway Ltd. 7.125% Due 10/15/2031
 
Corporate Bond 75,000 units
 
101,638

 
 
Union Pacific Corporation 3.25% Due 01/15/2025
 
Corporate Bond 100,000 units
 
101,629

 
 
Celgene Corporation 3.875% Due 08/15/2025
 
Corporate Bond 100,000 units
 
101,431

 
 
The Goldman Sachs Group, Inc. 6.45% Due 05/01/2036
 
Corporate Bond 85,000 units
 
101,301

 
 
CVS Caremark Corporation 4% Due 12/05/2023
 
Corporate Bond 96,000 units
 
101,150

 
 
Intuit Inc. 5.75% Due 03/15/2017
 
Corporate Bond 100,000 units
 
100,887

 
 
Federal Home Loan Mortgage Corporation Multiclass Series 3825 Class AP 4% Due 03/15/2039
 
Government Mortgage Backed Security 97,896 units
 
100,813

 
 
Wyeth 5.95% Due 04/01/2037
 
Corporate Bond 80,000 units
 
100,676

 
 
MetLife Global 3.875% Due 04/11/2022*
 
Corporate Bond 95,000 units
 
100,387

 
 
Freeport-McMoran 2.15% Due 03/01/2017
 
Corporate Bond 101,000 units
 
100,369

 
 
NBC Universal Enterprise, Inc. 1.974% Due 04/15/2019
 
Corporate Bond 100,000 units
 
100,361

 
 
American Honda Finance Corporation Bond 1.6% Due 02/16/2018
 
Corporate Bond 100,000 units
 
100,090

 
 
Morgan Stanley 5.5% Due 07/28/2021
 
Corporate Bond 90,000 units
 
99,732

 
 
Citigroup Inc. 2.9% Due 12/08/2021
 
Corporate Bond 100,000 units
 
99,730

 
 
Xcel Energy Inc. 2.6% Due 03/15/2022
 
Corporate Bond 100,000 units
 
99,592

 
 
BCC Funding XIII LLC 2.2% Due 12/20/2021
 
Asset Backed Security 100,000 units
 
99,485

 
 
Bank of America Corporation 3.3% Due 01/11/2023*
 
Corporate Bond 99,000 units
 
99,331

 
 
Federal Home Loan Mortgage Corporation Multiclass Series 4030 Income Only 3.50% Due 04/15/2027
 
Government Mortgage Backed Security 945,892 units
 
99,254

 
 
John Deere Capital Corporation 3.35% Due 06/12/2024
 
Corporate Bond 97,000 units
 
99,092

 
 
Massmutual Global Funding 2.5% Due 10/17/2022
 
Corporate Bond 100,000 units
 
98,197

 
 
Fannie Mae Pool #735070 6.5% Due 10/01/2024
 
Government Mortgage Backed Security 86,651 units
 
98,034

 
 
Morgan Stanley 3.125% Due 07/27/2026
 
Corporate Bond 102,000 units
 
97,448

 
 
HRPT Properties Trust 6.65% Due 01/15/2018
 
Corporate Bond 95,000 units
 
97,407

 
 
Federal Home Loan Mortgage Corporation Series 3507 5% Due 03/15/2036
 
Government Mortgage Backed Security 93,927 units
 
97,378

 
 
Ohio State University General Receipts 4.8% Due 06/01/2111
 
Municipal/Provincial Bond 100,000 units
 
97,190

 
 
Colony American Finance 2016-1 Secondary Note Class A Due 06/15/2048
 
Commercial Mortgage-Backed Security 99,078 units
 
97,099

 
 
General Electric Capital Corporation 2.1% Due 12/11/2019
 
Corporate Bond 96,000 units
 
96,703

 
 
AIG Sun America Global Financing 6.9% Due 03/15/2032*
 
Corporate Bond 75,000 units
 
95,683

 
 
Structured Asset Securities Corporation 2003-26A Pass-Through Due 09/25/2033
 
Collateralized Mortgage Obligation 97,519 units
 
95,459

 
 
Hero Funding Trust 2016-3 3.08% Due 09/20/2042
 
Collateralized Mortgage Obligation 96,557 units
 
95,169

 
 
SBA Communications Corporation .875% Due 09/01/2024
 
Corporate Bond 96,000 units
 
94,800

 
 
Nissan Auto 1.32% Due 01/15/2021
 
Asset Backed Security 95,000 units
 
94,428

 
 
Bank of America Corporation 5.65% Due 05/01/2018*
 
Corporate Bond 90,000 units
 
94,299

 
 
Rabobank Netherlands Variable Rate Due 12/29/2049
 
Corporate Bond 80,000 units
 
94,024

 
 
United States Treasury Note .875% Due 07/31/2019
 
Government Bond 95,000 units
 
93,898

 
 
Pacific Gas & Electric Company 6.05% Due 03/01/2034
 
Corporate Bond 75,000 units
 
93,860

 
 
Michigan Indiana Power Company 7% Due 03/15/2019
 
Corporate Bond 85,000 units
 
93,675

 
 
Schlumberger Investment 2.4% Due 08/01/2022
 
Corporate Bond 95,000 units
 
93,261

 
 
Diageo Capital plc 4.828% Due 07/15/2020
 
Corporate Bond 85,000 units
 
92,189

 
 
Comcast Corporation 2.35% Due 01/15/2027
 
Corporate Bond 100,000 units
 
92,183

 
 
Fannie Mae Pool #256601 6% Due 02/01/2027
 
Government Mortgage Backed Security 81,391 units
 
92,112

 
 
Apache Corporation 6% Due 01/15/2037
 
Corporate Bond 80,000 units
 
92,012

 
 
HSBC Holdings plc 4.875% Due 01/14/2022
 
Corporate Bond 85,000 units
 
91,761

 
 
Catholic Health 2.95 Due 11/01/2022
 
Corporate Bond 94,000 units
 
91,454

 
 
Enbridge Inc. 4.25% Due 12/01/2026
 
Corporate Bond 89,000 units
 
91,126

 
 
Fannie Mae Pool #254762 5% Due 05/01/2023
 
Government Mortgage Backed Security 83,523 units
 
90,936

 
 
Chevron Phillips Chemical Company LLC 3.4% Due 12/01/2026
 
Corporate Bond 91,000 units
 
90,845

 
 
Shell International Finance BV 4.375% Due 03/25/2020
 
Corporate Bond 85,000 units
 
90,802

 
 
AT&T Inc. 3.6% Due 02/17/2023
 
Corporate Bond 90,000 units
 
90,767

 
 
Federal Home Loan Mortgage Corporation Multiclass Series 3852 Floating Rate Due 05/15/2041
 
Government Mortgage Backed Security 87,192 units
 
90,304

 
 
Sequoia Mortgage Trust 2004-1, 2004-8 Variable Rate Due 09/20/2034
 
Collateralized Mortgage Obligation 93,363 units
 
89,703

 
 
Bank of New York Company, Inc. 3.65% Due 02/04/2024
 
Corporate Bond 87,000 units
 
89,527

 
 
Shell International Finance BV 2.875% Due 05/10/2026
 
Corporate Bond 92,000 units
 
88,945

 
 
Sunoco Logistics 4.25% Due 04/01/2024
 
Corporate Bond 87,000 units
 
87,672

 
 
Fannie Mae Remic Series 2013-13 Class IK Due 03/25/2028
 
Government Mortgage Backed Security 1,043,925 units
 
87,590

 
 
Boeing Company 6% Due 03/15/2019
 
Corporate Bond 80,000 units
 
87,362

 
 
U.S. Bancorp Tranche Trust 00175 3.7% Due 01/30/2024
 
Corporate Bond 84,000 units
 
87,333

 
 
Halliburton Company 3.5% Due 08/01/2023
 
Corporate Bond 86,000 units
 
87,325

 
 
National Semiconductor 6.6% Due 06/15/2017
 
Corporate Bond 85,000 units
 
87,112

 
 
Sempra Energy Company 9.8% Due 02/15/2019
 
Corporate Bond 75,000 units
 
86,871

 
 
Verizon Communications Inc. 4.15% Due 03/15/2024
 
Corporate Bond 83,000 units
 
86,734

 
 
Toyota Auto 1.3% Due 04/15/2020
 
Asset Backed Security 87,000 units
 
86,721

 
 
Ginnie Mae 2007-024 Remic Pass-Through Floating Rate Due 05/20/2037
 
Government Mortgage Backed Security 464,539 units
 
86,510

 
 
Citigroup Inc. 3.2% Due 10/21/2026
 
Corporate Bond 90,000 units
 
86,060

 
 
Penske Truck Leasing Company LP 3.375% Due 02/01/2022
 
Corporate Bond 85,000 units
 
85,719

 
 
Time Warner Cable Inc. 6.75% Due 07/01/2018
 
Corporate Bond 80,000 units
 
85,410

 
 
CWMBS, Inc. 5.25% Due 05/25/2034
 
Collateralized Mortgage Obligation 85,191 units
 
85,390

 
 
Master Adjustable Rate Mortgages Trust 2004-8 Due 08/25/2034
 
Collateralized Mortgage Obligation 86,247 units
 
85,327

 
 
Costco Wholesale Corporation 2.25% Due 02/15/2022
 
Corporate Bond 86,000 units
 
85,239

 
 
Shell International Finance BV 4% Due 05/10/2046
 
Corporate Bond 89,000 units
 
85,107

 
 
CF Industries Holdings, Inc. 3.4% Due 12/01/2021
 
Corporate Bond 86,000 units
 
85,096

 
 
American Express Company 7% Due 03/19/2018
 
Corporate Bond 80,000 units
 
85,015

 
 
Soundview Home Loan Trust 2006-Wf2 Class A-2C Due 12/25/2036
 
Asset Backed Security 84,661 units
 
84,533

 
 
United States Treasury SEC Stripped Interest Payment Due 02/15/2034
 
Government Bond 140,000 units
 
84,414

 
 
Morgan Stanley Trust 2012-IO Remic Pass-Through 1% Due 03/27/2051
 
Commercial Mortgage-Backed Security 84,913 units
 
84,399

 
 
The PNC Financial Services Group, Inc. 2.84% Due 11/09/2022
 
Corporate Bond 85,000 units
 
84,217

 
 
Ginnie Mae 2004-30 5.5% Due 02/20/2034
 
Government Mortgage Backed Security 80,385 units
 
83,691

 
 
American Water Capital Corp. 3% Due 12/01/2026
 
Corporate Bond 85,000 units
 
83,553

 
 
Magellan Midstream Partners LP 5.15% Due 10/15/2043
 
Corporate Bond 80,000 units
 
83,148

 
 
Structured Asset Securities Corporation Series 2004-6XS Due 03/25/2034
 
Asset Backed Security 83,044 units
 
82,930

 
 
Statoil ASA 2.65% Due 01/15/2024
 
Corporate Bond 84,000 units
 
82,453

 
 
United States Treasury Bond Inflation Index 2% Due 01/15/2026
 
Index Linked Government Bond 60,000 units
 
82,317

 
 
Deutsche Bank AG 3.375% Due 05/12/2021
 
Corporate Bond 83,000 units
 
82,161

 
 
United States Treasury Bond Zero Coupon .00001% Due 08/15/2023
 
Government Bond 95,000 units
 
81,599

 
 
Petro-Canada 7.875% Due 06/15/2026
 
Corporate Bond 65,000 units
 
81,476

 
 
Fannie Mae Remic Trust 2007-W1 Variable Rate Due 11/25/2046
 
Government Mortgage Backed Security 81,043 units
 
81,181

 
 
Virginia Electric & Power Company 2.95% Due 01/15/2022
 
Corporate Bond 80,000 units
 
81,098

 
 
Oncor Electric Delivery Company 6.8% Due 09/1/2018
 
Corporate Bond 75,000 units
 
81,042

 
 
State Street Corporation 3.55% Due 08/18/2025
 
Corporate Bond 79,000 units
 
80,877

 
 
Cardinal Health, Inc. 3.2% Due 03/15/2023
 
Corporate Bond 80,000 units
 
80,723

 
 
Abbott Labs 3.4% Due 11/30/2023
 
Corporate Bond 81,000 units
 
80,696

 
 
Bank of America Corporation 4% Due 04/01/2024*
 
Corporate Bond 78,000 units
 
80,444

 
 
Master Alternative Loan Trust 2004-3 6.25% Due 04/25/2034
 
Collateralized Mortgage Obligation 76,929 units
 
80,104

 
 
Time Warner Cable Inc. 7.3% Due 07/1/2038
 
Corporate Bond 65,000 units
 
79,959

 
 
United States Treasury Bills Due 04/06/2017
 
Government Bond 80,000 units
 
79,891

 
 
Bank of America Corporation 3.95% Due 04/21/2025*
 
Corporate Bond 80,000 units
 
79,639

 
 
United States Treasury SEC Stripped Interest Payment Due 08/15/2032
 
Government Bond 125,000 units
 
79,429

 
 
CarFinance Capital Auto Trust 2015-1 Class A 1.75% Due 06/15/2021
 
Asset Backed Security 79,200 units
 
79,249

 
 
Time Warner Cable Inc. 8.75% Due 02/14/2019
 
Corporate Bond 70,000 units
 
78,886

 
 
Medco Health 4.125% Due 09/15/2020
 
Corporate Bond 75,000 units
 
78,698

 
 
Burlington Northern and Santa Fe Railway Company 3.45% Due 09/15/2021
 
Corporate Bond 75,000 units
 
78,327

 
 
MidAmerican Energy 5.3% Due 03/15/2018
 
Corporate Bond 75,000 units
 
78,204

 
 
The Goldman Sachs Group, Inc. 3.5% Due 11/16/2026
 
Corporate Bond 80,000 units
 
78,159

 
 
Ginnie Mae Pool #AE8877 Series 2037 5.5% Due 01/15/2037
 
Government Mortgage Backed Security 69,839 units
 
77,905

 
 
Blackrock Inc. 6.25% Due 09/15/2017*
 
Corporate Bond 75,000 units
 
77,637

 
 
Master Alternative Loan Trust 2004-1 5.5% Pass-Through
 
Collateralized Mortgage Obligation 76,561 units
 
77,618

 
 
Morgan Stanley Dean Witter Capital I Trust 2003-HYB1 Variable Rate Due 02/25/2033
 
Collateralized Mortgage Obligation 84,828 units
 
77,084

 
 
Wells Fargo Mortgage Backed Securities Variable Rate Due 09/25/2034*
 
Collateralized Mortgage Obligation 74,825 units
 
77,028

 
 
BP Capital Markets plc 3.245% Due 05/06/2022
 
Corporate Bond 75,000 units
 
76,585

 
 
NextEra Energy Capital Holdings, Inc. 3.625% Due 06/15/2023
 
Corporate Bond 75,000 units
 
76,254

 
 
Capital One Financial Corporation 4.2% Due 10/29/2025
 
Corporate Bond 76,000 units
 
76,253

 
 
Citigroup Inc. 4.45% Due 09/29/2027
 
Corporate Bond 75,000 units
 
76,188

 
 
Republic Services, Inc. 5.5% Due 09/15/2019
 
Corporate Bond 70,000 units
 
76,177

 
 
GlaxoSmithKline plc 2.85% Due 05/08/2022
 
Corporate Bond 75,000 units
 
75,602

 
 
Toyota Motor Corp 2.125% Due 07/18/2019
 
Corporate Bond 75,000 units
 
75,325

 
 
Capital One Financial Corporation 3.5% Due 06/15/2023
 
Corporate Bond 75,000 units
 
75,284

 
 
Noble Energy, Inc. 5.05% Due 11/15/2044
 
Corporate Bond 75,000 units
 
75,221

 
 
ONEOK Partners LP 4.9% Due 03/15/2025
 
Corporate Bond 70,000 units
 
75,083

 
 
Macquarie Group Ltd. 1.6% Due 10/27/2017
 
Corporate Bond 75,000 units
 
74,995

 
 
Canadian Natural Resources Ltd. 3.8% Due 04/15/2024
 
Corporate Bond 75,000 units
 
74,743

 
 
Thornburg Mortgage Securities Trust 2004-3 Pass-Through Floating Rate Due 11/30/2044
 
Collateralized Mortgage Obligation 81,415 units
 
74,267

 
 
Nucor Corporation 4% Due 08/01/2023
 
Corporate Bond 70,000 units
 
73,585

 
 
Fannie Mae Pool #256556 6% Due 01/01/2027
 
Government Mortgage Backed Security 64,647 units
 
73,138

 
 
Washington Mutual Mortgage Pass-Through 2.67% Due 08/25/2033*
 
Collateralized Mortgage Obligation 73,009 units
 
73,090

 
 
Nelnet Student Loan Trust 2008-4 Floating Rate Due 04/25/2024
 
Asset Backed Security 72,925 units
 
73,010

 
 
Invesco Finance plc 4% Due 01/30/2024
 
Corporate Bond 70,000 units
 
72,938

 
 
eBay Inc. 2.6% Due 07/15/2022
 
Corporate Bond 75,000 units
 
72,695

 
 
Anheuser-Busch 3.7% Due 02/01/2024
 
Corporate Bond 70,000 units
 
72,360

 
 
AT&T Inc. 3.8% Due 03/15/2022
 
Corporate Bond 70,000 units
 
71,760

 
 
United States Treasury Bond .625% Due 12/31/2016
 
Government Bond 71,400 units
 
71,400

 
 
Fannie Mae Remic Series 2008-75 4.5% Due 09/25/2023
 
Government Mortgage Backed Security 69,882 units
 
71,267

 
 
Anheuser-Busch 3.3% Due 02/01/2023
 
Corporate Bond 70,000 units
 
71,241

 
 
PepsiCo, Inc. 2.375% Due 10/06/2026
 
Corporate Bond 75,000 units
 
71,000

 
 
Anheuser-Busch 5.375% Due 01/15/2020
 
Corporate Bond 65,000 units
 
70,895

 
 
Agrium Inc. 5.25% Due 01/15/2045
 
Corporate Bond 68,000 units
 
70,814

 
 
Centene Corp 4.75% Due 05/15/2022
 
Corporate Bond 70,000 units
 
70,700

 
 
Banc of America Funding Corporation Series 2005-E Class 4-A-1 Due 03/20/2035*
 
Collateralized Mortgage Obligation 70,340 units
 
70,575

 
 
Precision 3.25% Due 06/15/2025
 
Corporate Bond 70,000 units
 
70,550

 
 
Exelon Generation Company, LLC 6.25% Due 10/01/2039
 
Corporate Bond 70,000 units
 
70,481

 
 
Duke Energy Corporation 1.625% Due 08/15/2017
 
Corporate Bond 70,000 units
 
70,113

 
 
Ecolab Inc. 1.55% Due 01/12/2018
 
Corporate Bond 70,000 units
 
70,079

 
 
Washington Mutual Mortgage 5.5% Due 04/25/2033*
 
Collateralized Mortgage Obligation 68,303 units
 
70,043

 
 
Sumitomo Mitsui 2.632% Due 07/14/2026
 
Corporate Bond 75,000 units
 
69,695

 
 
Principal Life Global 2.375% Due 11/21/2021*
 
Corporate Bond 70,000 units
 
69,037

 
 
Amerada Hess Corporation 7.3% Due 08/15/2031
 
Corporate Bond 59,000 units
 
68,718

 
 
United Technologies Corporation 1.95% Due 11/01/2021
 
Corporate Bond 70,000 units
 
68,618

 
 
Johnson & Johnson 2.05% Due 03/01/2023
 
Corporate Bond 70,000 units
 
68,110

 
 
Fannie Mae Remic Trust 2005-103 Variable Rate Due 07/25/2035
 
Government Mortgage Backed Security 57,698 units
 
68,079

 
 
Sirius XM Holdings 5.75% Due 08/01/2021
 
Corporate Bond 65,000 units
 
67,681

 
 
United Technologies Corporation 4.15% Due 05/15/2045
 
Corporate Bond 67,000 units
 
67,669

 
 
GS Mortgage Securities Corporation 2005-RP2 Variable Rate Due 03/25/2035
 
Collateralized Mortgage Obligation 76,363 units
 
67,520

 
 
Churchill Downs Inc. 5.375% Due 12/15/2021
 
Corporate Bond 65,000 units
 
67,438

 
 
CCO Holdings LLC / CCO Holdings Capital Corporation 5.75% Due 02/15/2026
 
Corporate Bond 65,000 units
 
67,275

 
 
Fannie Mae Remic Trust 2010-49 Variable Rate Due 03/25/2040
 
Government Mortgage Backed Security 54,491 units
 
67,098

 
 
Macys Retail Holdings 7.45% Due 07/15/2017
 
Corporate Bond 65,000 units
 
67,052

 
 
American Tower Corp 2.25% Due 01/15/2022
 
Corporate Bond 70,000 units
 
67,051

 
 
Microsoft Corporation 2% Due 08/08/2023
 
Corporate Bond 70,000 units
 
66,906

 
 
Bank of America Corporation 4.25% Due 10/22/2026*
 
Corporate Bond 66,000 units
 
66,799

 
 
Target Corporation 2.5% Due 04/15/2026
 
Corporate Bond 70,000 units
 
66,783

 
 
Microsoft Corporation 3.45% Due 08/08/2036
 
Corporate Bond 70,000 units
 
66,525

 
 
AT&T Inc. 3.4% Due 05/15/2025
 
Corporate Bond 69,000 units
 
66,504

 
 
MetroPCS Communications, Inc. 6.625% Due 11/15/2020
 
Corporate Bond 65,000 units
 
66,463

 
 
Synchrony Financial 3.7% Due 08/04/2026
 
Corporate Bond 69,000 units
 
66,328

 
 
The Home Depot, Inc. 3.75% Due 02/15/2024
 
Corporate Bond 63,000 units
 
66,325

 
 
Honeywell International Inc. 2.5% Due 11/01/2026
 
Corporate Bond 70,000 units
 
66,258

 
 
Plains All American Pipeline LP 4.9% Due 02/15/2045
 
Corporate Bond 71,000 units
 
65,591

 
 
BB&T Corporation 2.625% Due 06/29/2020
 
Corporate Bond 65,000 units
 
65,509

 
 
Wells Fargo Mortgage Backed Securities 2004-EE Trust Variable Rate Due 12/25/2034*
 
Collateralized Mortgage Obligation 64,337 units
 
65,504

 
 
Bayview Commercial Asset Trust Variable Rate Due 01/25/2036
 
Commercial Mortgage-Backed Security 75,524 units
 
65,482

 
 
Diamond Offshore Drilling, Inc. 4.875% Due 11/01/2043
 
Corporate Bond 92,000 units
 
65,350

 
 
J.P. Morgan Mortgage Trust 2006-A2 3.75% Due 04/25/2036*
 
Collateralized Mortgage Obligation 64,314 units
 
65,207

 
 
Citigroup Inc. 2.05% Due 12/07/2018
 
Corporate Bond 65,000 units
 
64,993

 
 
HCP, Inc. 4.25% Due 11/15/2023
 
Corporate Bond 63,000 units
 
64,694

 
 
Potash Corporation of Saskatchewan, Inc. 3.625% Due 03/15/2024
 
Corporate Bond 65,000 units
 
64,475

 
 
Morgan Stanley Mortgage Loan Trust 2004-2AR Due 09/25/2034
 
Collateralized Mortgage Obligation 63,183 units
 
64,183

 
 
General Electric Capital Corporation Trust 00750 Variable Rate Due 08/15/36
 
Corporate Bond 75,000 units
 
64,135

 
 
Centene Corp 4.75% Due 01/15/2025
 
Corporate Bond 65,000 units
 
63,456

 
 
Microsoft Corporation 3.625% Due 12/15/2023
 
Corporate Bond 60,000 units
 
63,195

 
 
Fannie Mae Pool #576557 6.5% Due 06/01/2019
 
Government Mortgage Backed Security 55,730 units
 
63,051

 
 
Illinois State Taxable Pension 5.1% Due 06/01/2033
 
Municipal/Provincial Bond 70,000 units
 
62,545

 
 
The Goldman Sachs Group, Inc. 2.6% Due 04/23/2020
 
Corporate Bond 62,000 units
 
62,065

 
 
Energy Transfer 3.6% Due 02/01/2023
 
Corporate Bond 63,000 units
 
61,961

 
 
MidAmerican Energy 3.75% Due 11/15/2023
 
Corporate Bond 59,000 units
 
61,697

 
 
Kraft Foods Group, Inc. 3.5% Due 06/06/2022
 
Corporate Bond 60,000 units
 
61,018

 
 
Quintiles 4.875% Due 05/15/2023
 
Corporate Bond 60,000 units
 
60,900

 
 
Verizon Communications Inc. 5.15% Due 09/15/2023
 
Corporate Bond 55,000 units
 
60,816

 
 
OneMain Financial Issuance Trust 2014-2 Class A 2.47% Due 09/18/2024
 
Asset Backed Security 60,733 units
 
60,758

 
 
Fannie Mae Stripped Mortgage-Backed Securities Trust 410 Class 29 4% Due 05/25/2027
 
Government Mortgage Backed Security 624,099 units
 
60,564

 
 
Laboratory Corporation of America Holdings 2.2% Due 08/23/2017
 
Corporate Bond 60,000 units
 
60,280

 
 
AbbVie Inc. 4.3% Due 05/14/2036
 
Corporate Bond 63,000 units
 
60,033

 
 
Analog Devices, Inc. 3.125% Due 12/05/2023
 
Corporate Bond 60,000 units
 
59,995

 
 
John Deere Capital Corporation 1.35% Due 01/16/2018
 
Corporate Bond 60,000 units
 
59,927

 
 
DT Auto Owner Trust 3.77% Due 10/17/2022
 
Asset Backed Security 60,700 units
 
59,686

 
 
Cisco Systems, Inc. 2.95% Due 02/28/2026
 
Corporate Bond 60,000 units
 
59,416

 
 
Chevron Corporation 2.566% Due 05/16/2023
 
Corporate Bond 60,000 units
 
59,153

 
 
AT&T Inc. 3% Due 06/30/2022
 
Corporate Bond 60,000 units
 
58,897

 
 
BB&T Corporation 2.05% Due 05/10/2021
 
Corporate Bond 60,000 units
 
58,887

 
 
Bamll Commerical Mortgage Trust 2014-520M Class-A 08/15/2046
 
Commercial Mortgage-Backed Security 55,000 units
 
58,741

 
 
Oracle Corporation 3.85% Due 07/15/2036
 
Corporate Bond 60,000 units
 
58,555

 
 
Southern Power Company 1.95% Due 12/15/2019
 
Corporate Bond 59,000 units
 
58,505

 
 
NiSource Finance Corporation 5.65% Due 02/01/2045
 
Corporate Bond 50,000 units
 
58,298

 
 
Ginnie Mae Remic Series 2008-40 Floating Rate Due 05/16/2038
 
Government Mortgage Backed Security 347,939 units
 
58,257

 
 
AGL Capital Corporation 5.875% Due 03/15/2041
 
Corporate Bond 50,000 units
 
58,241

 
 
Ventas Realty Ltd. 4.25% Due 03/01/2022
 
Corporate Bond 55,000 units
 
58,145

 
 
Wells Fargo Mortgage Backed Securities 2004-K Due 07/25/2034*
 
Collateralized Mortgage Obligation 57,801 units
 
57,666

 
 
The Goldman Sachs Group, Inc. 2.625% Due 01/31/2019
 
Corporate Bond 57,000 units
 
57,613

 
 
BMW US Capital, LLC 2.25% Due 09/15/2023
 
Corporate Bond 60,000 units
 
57,502

 
 
Santander UK plc 2.5% Due 03/14/2019
 
Corporate Bond 57,000 units
 
57,333

 
 
Federal Home Loan Mortgage Corporation Pool 5.891% Due 08/1/2037
 
Government Mortgage Backed Security 53,479 units
 
56,735

 
 
Federal Home Loan Mortgage Corporation Multiclass Series 12-K708 Floating Rate Due 01/25/2019
 
Government Mortgage Backed Security 2,204,420 units
 
56,301

 
 
Morgan Stanley Fixed Income 1.875% Due 01/05/2018
 
Corporate Bond 56,000 units
 
56,083

 
 
Laboratory Corporation of America Holdings 2.5% Due 11/01/2018
 
Corporate Bond 55,000 units
 
55,485

 
 
The Mosaic Company 4.25% Due 11/15/2023
 
Corporate Bond 55,000 units
 
55,459

 
 
Sempra Energy Company 4.05% Due 12/01/2023
 
Corporate Bond 53,000 units
 
55,355

 
 
Shell International Finance BV 4.125% Due 05/11/2035
 
Corporate Bond 54,000 units
 
55,137

 
 
CVS Health Corp 2.125% Due 05/25/2016
 
Corporate Bond 56,000 units
 
54,910

 
 
Northern States Power Company 4.125% Due 05/15/2044
 
Corporate Bond 54,000 units
 
54,903

 
 
Time Warner Inc. 3.6% Due 07/15/2025
 
Corporate Bond 55,000 units
 
54,692

 
 
Kaupthing Bank Due 2/28/2020 in default
 
Corporate Bond 310,000 units
 
54,638

 
 
The Mosaic Company 5.45% Due 11/15/2033
 
Corporate Bond 55,000 units
 
54,549

 
 
Waste Management, Inc. 2.4% Due 05/15/2023
 
Corporate Bond 56,000 units
 
54,300

 
 
J.P. Morgan Mortgage Trust Series 2004-S1 5.5% Due 09/25/2034*
 
Collateralized Mortgage Obligation 54,179 units
 
54,125

 
 
Apple Inc. 2.85% Due 05/06/2021
 
Corporate Bond 53,000 units
 
54,100

 
 
Public Service Electric and Gas Company 2.25% Due 09/15/2026
 
Corporate Bond 58,000 units
 
53,822

 
 
American Airlines Group Inc. 3.0% Due 04/15/2030
 
Corporate Bond 56,000 units
 
53,690

 
 
DBUBS Mortgage Trust Pass-Through Income Only Series 2011-LC2 Class X-A Due 07/10/2044
 
Commercial Mortgage-Backed Security 1,470,590 units
 
53,518

 
 
Duke Energy Corporation 4.3% Due 06/15/2020
 
Corporate Bond 50,000 units
 
53,449

 
 
PepsiCo, Inc. 3.1% Due 07/17/2022
 
Corporate Bond 52,000 units
 
53,421

 
 
Biogen Inc. 3.625% Due 09/15/2022
 
Corporate Bond 52,000 units
 
53,376

 
 
Viacom Inc. 3.125 Due 06/15/2022
 
Corporate Bond 55,000 units
 
53,330

 
 
Agrium Inc. 3.375% Due 03/15/2025
 
Corporate Bond 55,000 units
 
53,275

 
 
UnitedHealth Group, Inc. 3.1% Due 03/15/2026
 
Corporate Bond 54,000 units
 
53,260

 
 
Kraft Foods Group, Inc. 5.375% Due 02/10/2020
 
Corporate Bond 49,000 units
 
53,072

 
 
Medtronic Inc. 4.375% Due 03/15/2035
 
Corporate Bond 50,000 units
 
52,896

 
 
Hydro-Quebec Series 8.05% Due 07/07/2024
 
Municipal/Provincial Bond 40,000 units
 
52,589

 
 
Hewlett-Packard Company 4.65% Due 12/09/2021
 
Corporate Bond 49,000 units
 
52,302

 
 
Entergy Corporation 4.0% Due 07/15/2022
 
Corporate Bond 50,000 units
 
52,284

 
 
National Retail Properties, Inc. 4% Due 11/15/2025
 
Corporate Bond 51,000 units
 
51,992

 
 
New York State Electric & Gas Corporation 3.25% Due 12/01/2026
 
Corporate Bond 52,000 units
 
51,774

 
 
Verizon Communications Inc. 4.672% Due 03/15/2055
 
Corporate Bond 55,000 units
 
51,651

 
 
Verizon Communications Inc. 2.625% Due 08/15/2026
 
Corporate Bond 56,000 units
 
51,551

 
 
Macys Retail Holdings 4.375% Due 09/01/2023
 
Corporate Bond 50,000 units
 
51,411

 
 
Deutsche Bank AG 2.95% Due 08/20/2020
 
Corporate Bond 52,000 units
 
51,190

 
 
Florida Power & Light Company 3.25% Due 06/01/2024
 
Corporate Bond 50,000 units
 
51,024

 
 
SunTrust Banks Inc. 2.7% Due 01/27/2022
 
Corporate Bond 51,000 units
 
51,022

 
 
CSX Corporation 3.4% Due 08/01/2024
 
Corporate Bond 50,000 units
 
50,931

 
 
Fannie Mae 0% Due 12/01/2024
 
Government Mortgage Backed Security 54,704 units
 
50,903

 
 
Orange SA 2.75% Due 02/06/2019
 
Corporate Bond 50,000 units
 
50,662

 
 
Potash Corporation of Saskatchewan, Inc. 3.25% Due 12/01/2017
 
Corporate Bond 50,000 units
 
50,652

 
 
21st Century Fox 3.7% Due 10/15/2025
 
Corporate Bond 50,000 units
 
50,608

 
 
Microsoft Corporation 3.125% Due 11/03/2025
 
Corporate Bond 50,000 units
 
50,558

 
 
Prudential Financial, Inc. 2.35% Due 08/15/2019*
 
Corporate Bond 50,000 units
 
50,482

 
 
Pacific Gas & Electric Company 4% Due 12/01/2046
 
Corporate Bond 51,000 units
 
50,297

 
 
Bank of New York Company, Inc. 3.25% Due 09/11/2024
 
Corporate Bond 50,000 units
 
50,221

 
 
General Motors Financial Company, Inc. 4% Due 10/06/2026
 
Corporate Bond 52,000 units
 
49,999

 
 
Noble Energy, Inc. 5.25% Due 11/15/2043
 
Corporate Bond 49,000 units
 
49,912

 
 
Arrow Electronics Inc. 3.5% Due 04/01/2022
 
Corporate Bond 50,000 units
 
49,502

 
 
Eli Lilly and Company 2.75% Due 06/01/2025
 
Corporate Bond 50,000 units
 
48,740

 
 
Intel Corporation 3.7% Due 07/29/2025
 
Corporate Bond 46,000 units
 
48,519

 
 
Hewlett-Packard Company 6% Due 09/15/2041
 
Corporate Bond 47,000 units
 
47,405

 
 
CBS Corporation 3.7% Due 08/15/2024
 
Corporate Bond 47,000 units
 
47,344

 
 
Duke Energy Indiana, LLC 3.75% Due 05/15/2046
 
Corporate Bond 50,000 units
 
47,029

 
 
American International Group 3.875% Due 01/15/2035
 
Corporate Bond 50,000 units
 
46,967

 
 
Entergy Louisiana LLC 2.4% Due 10/01/2026
 
Corporate Bond 50,000 units
 
46,657

 
 
Southwestn Elec 3.9% Due 04/01/2045
 
Corporate Bond 50,000 units
 
46,572

 
 
Plains All American Pipeline 4.65% Due 10/15/2025
 
Corporate Bond 45,000 units
 
46,491

 
 
Banc America Mortgage Securities Inc. 2004-C 3.73055% Due 04/25/2034*
 
Collateralized Mortgage Obligation 46,716 units
 
46,388

 
 
Tennessee Valley Authority Global Power Bond Series A 4.25% Due 09/15/2065
 
Government Agency 45,000 units
 
46,324

 
 
Air Lease Corp 2.125% Due 01/15/2020
 
Corporate Bond 47,000 units
 
46,299

 
 
Amazon.com, Inc. 4.8% Due 12/05/2034
 
Corporate Bond 42,000 units
 
46,228

 
 
American Express Credit Corporation 1.8% Due 07/31/2018
 
Corporate Bond 46,000 units
 
46,059

 
 
Health Care REIT, Inc. 4% Due 06/01/2025
 
Corporate Bond 45,000 units
 
45,990

 
 
Buckeye Partners LP 4.35% Due 10/15/2024
 
Corporate Bond 45,000 units
 
45,924

 
 
Wells Fargo Mortgage Backed Securities 2004-EE Trust Variable Rate Due 12/25/2034*
 
Collateralized Mortgage Obligation 44,188 units
 
45,561

 
 
GS Mortgage Securities Corporation 2004-6F 5.5% Due 05/25/3034
 
Collateralized Mortgage Obligation 43,736 units
 
44,975

 
 
Marathon Oil Corporation 2.8% Due 11/01/2022
 
Corporate Bond 47,000 units
 
44,944

 
 
Prudential Financial, Inc. Trust 00010 5.9% Due 3/17/2036*
 
Corporate Bond 38,000 units
 
44,939

 
 
Texas Instruments Inc. 2.75% Due 03/12/2021
 
Corporate Bond 44,000 units
 
44,823

 
 
Illinois Tool Works Inc. 3.5% Due 03/01/2024
 
Corporate Bond 43,000 units
 
44,656

 
 
Northrop Grumman Corporation 3.2% Due 02/01/2027
 
Corporate Bond 45,000 units
 
44,523

 
 
Novartis Capital Corporation 3.4% Due 05/06/2024
 
Corporate Bond 43,000 units
 
44,312

 
 
Ginnie Mae 2009-016 Remic Pass-Through Floating Rate Due 05/20/2037
 
Government Mortgage Backed Security 275,513 units
 
44,107

 
 
Suncor Energy Inc. 3.6% Due 12/01/2024
 
Corporate Bond 43,000 units
 
44,064

 
 
CVS Health Corp 2.875% Due 06/01/2026
 
Corporate Bond 46,000 units
 
43,846

 
 
Exeter Automobile 2.84% Due 08/16/2021
 
Asset Backed Security 44,000 units
 
43,827

 
 
Dow Chemical Company 8.55% Due 05/15/2019
 
Corporate Bond 38,000 units
 
43,551

 
 
7 WTC Depositor, LLC Trust 2012-WTC 4.082% Due 03/13/2031
 
Commercial Mortgage-Backed Security 42,875 units
 
43,443

 
 
Ginnie Mae 2007-058 Remic Pass-Through Floating Rate Due 10/20/2037
 
Government Mortgage Backed Security 256,877 units
 
43,135

 
 
AbbVie Inc. 3.2% Due 11/06/2022
 
Corporate Bond 43,000 units
 
43,028

 
 
PHH Mortgage Trust Series 6% Due 07/25/2038
 
Collateralized Mortgage Obligation 42,418 units
 
42,842

 
 
Lowes Companies, Inc. 3.375% Due 09/15/2025
 
Corporate Bond 42,000 units
 
42,720

 
 
Apple Inc. 3.85% Due 08/04/2046
 
Corporate Bond 44,000 units
 
42,158

 
 
AIG Global Funding 1.65% Due 12/15/2017*
 
Corporate Bond 42,000 units
 
42,041

 
 
Union Pacific Corporation 3.75% Due 03/15/2024
 
Corporate Bond 40,000 units
 
42,012

 
 
HCP, Inc. 3.875% Due 08/15/2024
 
Corporate Bond 42,000 units
 
41,979

 
 
Teva 3.65% Due 11/10/2021
 
Corporate Bond 41,000 units
 
41,527

 
 
Fannie Mae Remic Series 2004-36 Due 05/25/2034
 
Government Mortgage Backed Security 30,520 units
 
41,201

 
 
Boston Properties Ltd. Partnership 2.75% Due 10/01/2026
 
Corporate Bond 45,000 units
 
41,145

 
 
PNC FDG Corporation 6.7% Due 06/10/2019
 
Corporate Bond 37,000 units
 
41,051

 
 
Marsh & McLennan Companies, Inc. 2.35% Due 03/06/2020
 
Corporate Bond 41,000 units
 
41,036

 
 
Johnson & Johnson 3.55% Due 03/01/2036
 
Corporate Bond 41,000 units
 
41,025

 
 
Realty Income Corporation 3.875% Due 07/15/2024
 
Corporate Bond 40,000 units
 
40,844

 
 
Access Midstream 4.875% Due 05/15/2023
 
Corporate Bond 40,000 units
 
40,747

 
 
Verizon Communications Inc. 4.5% Due 09/15/2020
 
Corporate Bond 38,000 units
 
40,664

 
 
PNC Funding Corp 4.375% Due 08/11/2020
 
Corporate Bond 38,000 units
 
40,465

 
 
DTE Energy Company 3.5% Due 06/01/2024
 
Corporate Bond 40,000 units
 
40,313

 
 
Alabama Power Company 5.875% Due 12/01/2022
 
Corporate Bond 35,000 units
 
40,296

 
 
Actavis Funding SCS 3.8% Due 03/15/2025
 
Corporate Bond 40,000 units
 
40,047

 
 
Fannie Mae Remic Trust Pass-Through Variable Rate Due 01/25/2040
 
Government Mortgage Backed Security 264,758 units
 
39,643

 
 
Jackson National Life Global Funding 2.25% Due 04/29/2021
 
Corporate Bond 40,000 units
 
39,447

 
 
Westn Gas Partners 3.95% Due 06/01/2025
 
Corporate Bond 40,000 units
 
39,442

 
 
PepsiCo, Inc. 4.45% Due 04/14/2046
 
Corporate Bond 37,000 units
 
39,408

 
 
Host Hotels and Resorts Inc. 3.75% Due 10/15/2023
 
Corporate Bond 40,000 units
 
39,269

 
 
Vodafone Group plc 6.15% Due 02/27/2037
 
Corporate Bond 35,000 units
 
39,248

 
 
Rio Tinto Financial USA 9% Due 05/01/2019
 
Corporate Bond 34,000 units
 
39,204

 
 
Ginnie Mae 2008-060 Remic Pass-Through 5.5% Due 07/20/2038
 
Government Mortgage Backed Security 35,000 units
 
39,028

 
 
Fannie Mae Pool #550389 6.45% Due 09/1/2030
 
Government Mortgage Backed Security 38,472 units
 
38,878

 
 
Virginia Electric & Power Company 4.45% Due 02/15/2044
 
Corporate Bond 37,000 units
 
38,845

 
 
Fannie Mae Remic Trust 1997-89 7% Due 12/20/2027
 
Government Mortgage Backed Security 199,379 units
 
38,842

 
 
Valeant Pharmaceuticals International, Inc. 5.625% Due 01/12/2021
 
Corporate Bond 50,000 units
 
38,750

 
 
General Motors Financial Company, Inc. 3.7% Due 05/09/2023
 
Corporate Bond 39,000 units
 
38,375

 
 
Verizon Communications Inc. 3.45% Due 03/15/2021
 
Corporate Bond 37,000 units
 
38,199

 
 
Citigroup Inc. 2.7% Due 03/30/2021
 
Corporate Bond 38,000 units
 
37,913

 
 
Freeport-McMoran 5.4% Due 11/14/2034
 
Corporate Bond 45,000 units
 
37,800

 
 
Western Gas Partners 5.375% Due 06/01/2021
 
Corporate Bond 35,000 units
 
37,644

 
 
Ginnie Mae Remic Series 2008-073 Floating Rate Due 08/20/2038
 
Government Mortgage Backed Security 235,435 units
 
37,283

 
 
Washington Mutual Variable Rate Pass-Through Due 09/25/2033*
 
Collateralized Mortgage Obligation 36,854 units
 
37,084

 
 
Shire Acquisitions 2.875% Due 09/23/2023
 
Corporate Bond 39,000 units
 
37,067

 
 
Sunoco Logistics 4.65% Due 02/15/2022
 
Corporate Bond 35,000 units
 
37,019

 
 
Citigroup Mortgage Loan Trust 2008-AR4 Remic Pass-Through Due 11/25/2038
 
Collateralized Mortgage Obligation 37,055 units
 
36,930

 
 
Avalonbay 2.9% Due 10/15/2026
 
Corporate Bond 39,000 units
 
36,908

 
 
Toyota Auto .67% Due 12/15/2017
 
Asset Backed Security 36,726 units
 
36,710

 
 
United States Treasury SEC Stripped Interest Payment 4.95% Due 05/15/2028
 
Government Bond 50,000 units
 
36,624

 
 
Viacom Inc. 4.85% Due 12/15/2034
 
Corporate Bond 41,000 units
 
36,550

 
 
Ginnie Mae 2006-26 Remic 0% Due 06/20/2036
 
Government Mortgage Backed Security 41,515 units
 
36,484

 
 
DBRR Series 2013-EZ3 Class A Variable Rate Due 12/18/2049
 
Commercial Mortgage-Backed Security 36,297 units
 
36,309

 
 
Berkshire Hathaway Inc. 3.5% Due 02/01/2025
 
Corporate Bond 35,000 units
 
35,693

 
 
SunTrust Banks Inc. 2.5% Due 05/01/2019
 
Corporate Bond 35,000 units
 
35,298

 
 
Consumers Energy Company 3.125% Due 08/31/2024
 
Corporate Bond 35,000 units
 
35,256

 
 
Cardinal Health, Inc. 3.75% Due 09/15/2025
 
Corporate Bond 34,000 units
 
35,116

 
 
Health Care REIT, Inc. 4.5% Due 01/15/2024
 
Corporate Bond 33,000 units
 
34,867

 
 
DT Auto Owner Trust 2.02% Due 08/17/2020
 
Asset Backed Security 35,000 units
 
34,866

 
 
W. W. Grainger Inc. 3.75% Due 05/15/2046
 
Corporate Bond 37,000 units
 
34,652

 
 
Ginnie Mae 2009-072 Remic Pass-Through Floating Rate Due 08/16/2039
 
Government Mortgage Backed Security 209,388 units
 
34,240

 
 
Rogers Cable Inc. 8.75% Due 05/01/2032
 
Corporate Bond 25,000 units
 
34,060

 
 
Fannie Mae Pool #889213 5.5% Due 10/01/2020
 
Government Mortgage Backed Security 32,482 units
 
33,739

 
 
Ginnie Mae Floating 2004-86 Remic Pass-Through Due 09/20/2034
 
Government Mortgage Backed Security 254,434 units
 
33,551

 
 
Intercontinental Exchange Inc. 4% Due 10/15/2023
 
Corporate Bond 32,000 units
 
33,465

 
 
Canadian Natural Resources Ltd. 3.9% Due 02/01/2025
 
Corporate Bond 33,000 units
 
33,098

 
 
Fannie Mae Remic Trust 2001-38 Principal Only Due 08/25/2031
 
Government Mortgage Backed Security 35,401 units
 
33,065

 
 
Ginnie Mae Remic Series 2007-16 Floating Rate Due 04/20/2037
 
Government Mortgage Backed Security 212,030 units
 
33,017

 
 
Ginnie Mae 2002-41 Remic Trust Floating Rate Due 06/16/2032
 
Government Mortgage Backed Security 177,118 units
 
32,911

 
 
Phillips 66 3.55% Due 10/01/2026
 
Corporate Bond 34,000 units
 
32,904

 
 
Statoil ASA 3.25% Due 11/10/2024
 
Corporate Bond 32,000 units
 
32,434

 
 
Enterprise Products Company 7.55% Due 04/15/2038
 
Corporate Bond 25,000 units
 
32,304

 
 
Spectrum Brands, Inc. 5.75% Due 07/15/2025
 
Corporate Bond 31,000 units
 
32,163

 
 
Enterprise Products Company 3.9% Due 02/15/2024
 
Corporate Bond 31,000 units
 
31,973

 
 
Banc of America Commercial Mortgage Inc. 4.727% Due 07/10/2043*
 
Commercial Mortgage-Backed Security 31,922 units
 
31,946

 
 
United Air Lines, Inc. 3.1% Due 07/07/2028
 
Corporate Bond 33,000 units
 
31,845

 
 
Nissan Motor Company Ltd. 1.9% Due 09/14/2021
 
Corporate Bond 33,000 units
 
31,843

 
 
Atmos Energy Corporation 4.125% Due 10/15/2044
 
Corporate Bond 32,000 units
 
31,828

 
 
Tyson Foods, Inc. 4.875% Due 08/15/2034
 
Corporate Bond 31,000 units
 
31,590

 
 
T-Mobile US, Inc. 6.731% Due 04/28/2022
 
Corporate Bond 30,000 units
 
31,350

 
 
Federal Home Loan Mortgage Corporation Multiclass Preassign 00121 0% Due 07/15/2036
 
Government Mortgage Backed Security 34,809 units
 
31,214

 
 
Bank of New York Company, Inc. 2.2% Due 05/15/2019
 
Corporate Bond 31,000 units
 
31,187

 
 
Pacific Gas & Electric Company 3.5% Due 06/15/2025
 
Corporate Bond 30,000 units
 
30,826

 
 
American Express Credit Corporation 2.25% Due 05/05/2021
 
Corporate Bond 31,000 units
 
30,631

 
 
Ginnie Mae Remic Series 2006-26 Due 06/20/2036
 
Government Mortgage Backed Security 148,094 units
 
30,209

 
 
Buckeye Partners LP 2.65% Due 11/15/2018
 
Corporate Bond 30,000 units
 
30,197

 
 
ERP Operating Ltd. Partnership 2.85% Due 11/01/2026
 
Corporate Bond 32,000 units
 
30,170

 
 
Starbucks Corporation 2.7% Due 06/15/2022
 
Corporate Bond 30,000 units
 
30,156

 
 
Apple Inc. 3.45% Due 05/06/2024
 
Corporate Bond 29,000 units
 
29,871

 
 
Merck & Co., Inc. 2.35% Due 02/10/2022
 
Corporate Bond 30,000 units
 
29,790

 
 
Wells Fargo & Company 4.9% Due 11/17/2045*
 
Corporate Bond 29,000 units
 
29,787

 
 
Citigroup Mortgage Loan Trust 2003-1 5.25% Due 09/25/2033
 
Collateralized Mortgage Obligation 29,815 units
 
29,655

 
 
Michigan Bell Telephone Company 7.85% Due 01/15/2022
 
Corporate Bond 25,000 units
 
29,532

 
 
Parker-Hannifin Corporation 3.3% Due 11/21/2024
 
Corporate Bond 29,000 units
 
29,368

 
 
Master Asset Security Trust 2003-6 5% Due 07/25/2023
 
Collateralized Mortgage Obligation 29,520 units
 
29,322

 
 
Lockheed Martin Corporation 3.1% Due 01/15/2023
 
Corporate Bond 29,000 units
 
29,317

 
 
Ford Motor Company 4.346% Due 12/08/2026
 
Corporate Bond 29,000 units
 
29,304

 
 
Celgene Corporation 3.625% Due 05/15/2024
 
Corporate Bond 29,000 units
 
29,142

 
 
Bank America Corporation 4.45% Due 03/03/2026*
 
Corporate Bond 28,000 units
 
28,855

 
 
Ginnie Mae 2008-091 Remic Pass-Through 6.5% Due 11/20/2038
 
Government Mortgage Backed Security 107,389 units
 
28,762

 
 
Federal Home Loan Mortgage Corporation Pool #1G3623 Adjustable Rate Due 05/1/2037
 
Government Mortgage Backed Security 27,129 units
 
28,742

 
 
Banc America Alternative Loan Trust 2004/6 5% Due 07/25/2019*
 
Collateralized Mortgage Obligation 28,470 units
 
28,693

 
 
Toronto-Dominion Bank 2.125% Due 04/07/2021
 
Corporate Bond 29,000 units
 
28,557

 
 
MetLife, Inc. 3.6% Due 11/13/2025*
 
Corporate Bond 28,000 units
 
28,469

 
 
State Street Corporation 2.65% Due 05/19/2026
 
Corporate Bond 30,000 units
 
28,453

 
 
Thermo Fisher Corporation 2.95% Due 09/19/2026
 
Corporate Bond 30,000 units
 
28,328

 
 
Blackstone Holdings 4.45% Due 07/15/2045
 
Corporate Bond 31,000 units
 
28,325

 
 
Rogers Cable Inc. 3.625% Due 12/15/2025
 
Corporate Bond 28,000 units
 
28,313

 
 
Alabama Power Company 3.55% Due 12/01/2023
 
Corporate Bond 27,000 units
 
28,205

 
 
The Walt Disney Company 4.125% Due 06/01/2044
 
Corporate Bond 27,000 units
 
27,914

 
 
Federal Home Loan Mortgage Corporation Multiclass Floating Rate Due 10/15/2040
 
Government Mortgage Backed Security 162,087 units
 
27,763

 
 
The Home Depot, Inc. 2.125% Due 09/15/2026
 
Corporate Bond 30,000 units
 
27,672

 
 
Equity One ABS, Inc. 5.05% Due 09/25/2033
 
Asset Backed Security 27,322 units
 
27,538

 
 
Arch Capital Group Ltd. 4.011% Due 12/15/2026
 
Corporate Bond 27,000 units
 
27,389

 
 
Toronto-Dominion Bank 1.8% Due 07/13/2021
 
Corporate Bond 28,000 units
 
27,114

 
 
American Express Company 3.625% Due 12/05/2024
 
Corporate Bond 27,000 units
 
27,112

 
 
Americredit 1.6% Due 11/09/2020
 
Asset Backed Security 27,000 units
 
26,951

 
 
Fannie Mae Remic Pass-Through Trust 2009-112 Floating Rate Due 01/25/2040
 
Government Mortgage Backed Security 174,120 units
 
26,801

 
 
AGL Capital Corporation 5.25% Due 08/15/2019
 
Corporate Bond 25,000 units
 
26,786

 
 
Federal Home Loan Mortgage Corporation Multiclass 0% Due 11/15/2037
 
Government Mortgage Backed Security 27,476 units
 
26,749

 
 
The Charles Schwab Corporation 4.45% Due 07/22/2020
 
Corporate Bond 25,000 units
 
26,724

 
 
Fannie Mae Remic Trust 2008-91 Floating Rate Due 03/25/2038
 
Government Mortgage Backed Security 214,033 units
 
26,643

 
 
PFS Tax Lien Trust 1.44% Due 05/15/2029
 
Asset Backed Security 26,759 units
 
26,579

 
 
Morgan Stanley Mortgage Loan Trust 2004-2AR 5% Due 09/25/2034
 
Collateralized Mortgage Obligation 26,310 units
 
26,439

 
 
Nordstrom, Inc. 4% Due 10/15/2021
 
Corporate Bond 25,000 units
 
26,177

 
 
Noble Energy, Inc. 5.625% Due 05/01/2021
 
Corporate Bond 25,000 units
 
26,082

 
 
Plains All American Pipeline LP 2.6% Due 02/15/2019
 
Corporate Bond 26,000 units
 
26,027

 
 
Air Lease Corporation 3% Due 09/15/2023
 
Corporate Bond 27,000 units
 
25,795

 
 
Ecolab Inc. 3.25% Due 01/14/2023
 
Corporate Bond 25,000 units
 
25,457

 
 
PPL Electric Utilities Corporation 4.125% Due 06/15/2044
 
Corporate Bond 25,000 units
 
25,337

 
 
UDR, Inc. 2.95% Due 09/01/2026
 
Corporate Bond 27,000 units
 
25,255

 
 
EnLink Midstream, LLC 4.15% Due 06/01/2025
 
Corporate Bond 26,000 units
 
25,237

 
 
Barrick North America Finance LLC 4.4% Due 05/30/2021
 
Corporate Bond 24,000 units
 
25,221

 
 
Occidental Petroleum Corporation 3.4% Due 04/15/2026
 
Corporate Bond 25,000 units
 
25,189

 
 
Lowes Companies, Inc. 3.125% Due 09/15/2024
 
Corporate Bond 25,000 units
 
25,127

 
 
Dr Pepper Snapple Group Inc. 2.55% Due 09/15/2026
 
Corporate Bond 27,000 units
 
25,003

 
 
Microsoft Corporation 2.375% Due 02/12/2022
 
Corporate Bond 25,000 units
 
24,899

 
 
Federal Home Loan Mortgage Corporation Multiclass Series 3211 6% Due 12/15/2035
 
Government Mortgage Backed Security 24,407 units
 
24,793

 
 
Ginnie Mae 2008-087 Remic Pass-Through 6.5% Due 10/20/2038
 
Government Mortgage Backed Security 132,320 units
 
24,734

 
 
DaVita HealthCare Partners Inc. 5% Due 05/01/2025
 
Corporate Bond 25,000 units
 
24,594

 
 
Apple Inc. 4.5% Due 02/23/2036
 
Corporate Bond 23,000 units
 
24,562

 
 
Microsoft Corporation 2.375% Due 05/01/2023
 
Corporate Bond 25,000 units
 
24,541

 
 
Residential Accredit Loans, Inc. Pass-Through Trust Series 2004-QS3 5% Due 03/25/2019
 
Collateralized Mortgage Obligation 24,567 units
 
24,485

 
 
Wells Fargo & Company 4.75% Due 12/07/2046*
 
Corporate Bond 24,000 units
 
24,357

 
 
Xylem Inc. 3.25% Due 11/01/2026
 
Corporate Bond 25,000 units
 
24,276

 
 
Viacom Inc. 3.875% Due 04/01/2024
 
Corporate Bond 25,000 units
 
24,263

 
 
Reliance Standard Tranche 5 3.05% Due 01/20/2021
 
Corporate Bond 24,000 units
 
24,191

 
 
Plains All American Pipeline LP 3.6% Due 11/01/2024
 
Corporate Bond 25,000 units
 
23,938

 
 
Santander Dr Auto 1.27% Due 02/15/2019
 
Asset Backed Security 23,860 units
 
23,860

 
 
American Airlines Group Inc. 3.65% Due 06/15/2028
 
Corporate Bond 24,000 units
 
23,835

 
 
Energy Transfer 4.05% Due 03/15/2025
 
Corporate Bond 24,000 units
 
23,758

 
 
Actavis Funding SCS 4.55% Due 03/15/2035
 
Corporate Bond 24,000 units
 
23,755

 
 
Marathon Petroleum Corporation 3.625% Due 09/15/2024
 
Corporate Bond 24,000 units
 
23,702

 
 
Johnson Controls International plc 3.9% Due 02/14/2026
 
Corporate Bond 23,000 units
 
23,690

 
 
Oracle Corporation 2.4% Due 09/15/2023
 
Corporate Bond 24,000 units
 
23,251

 
 
Dow Chemical Company 4.125% Due 11/15/2021
 
Corporate Bond 22,000 units
 
23,246

 
 
Ginnie Mae 2009-106 Floating Rate Due 06/20/2037
 
Government Mortgage Backed Security 202,063 units
 
23,175

 
 
The Goldman Sachs Group, Inc. 3.75% Due 02/25/2026
 
Corporate Bond 23,000 units
 
23,068

 
 
Discovery Communications, Inc. 4.95 Due 05/15/2042
 
Corporate Bond 25,000 units
 
23,058

 
 
Bed Bath & Beyond Inc. 4.915% Due 08/01/2034
 
Corporate Bond 23,000 units
 
23,012

 
 
Dow Chemical Company 3% Due 11/15/2022
 
Corporate Bond 23,000 units
 
23,010

 
 
Liberty Properties Ltd. 3.25% Due 10/01/2026
 
Corporate Bond 24,000 units
 
22,982

 
 
Realty Income Corporation 3% Due 01/15/2027
 
Corporate Bond 24,000 units
 
22,596

 
 
CSX Corporation 3.95% Due 05/01/2050
 
Corporate Bond 25,000 units
 
22,482

 
 
Public Service Company of New Hampshire 3.5% Due 11/01/2023
 
Corporate Bond 22,000 units
 
22,426

 
 
American Honda Finance Corporation 2.3% Due 09/09/2026
 
Corporate Bond 24,000 units
 
22,402

 
 
Fannie Mae Series 390 Variable Rate Due 06/25/2038
 
Government Mortgage Backed Security 122,463 units
 
22,382

 
 
DTE Energy Company 3.3% Due 06/15/2022
 
Corporate Bond 22,000 units
 
22,379

 
 
Microsoft Corporation 3.5% Due 02/12/2035
 
Corporate Bond 23,000 units
 
22,139

 
 
Fannie Mae Pool #550387 6.45% Due 08/01/2030
 
Government Mortgage Backed Security 21,889 units
 
22,028

 
 
Boston Properties Ltd. Partnership 3.65% Due 02/01/2026
 
Corporate Bond 22,000 units
 
21,725

 
 
Ginnie Mae Remic Series 2008-79 Floating Rate Due 09/20/2038
 
Government Mortgage Backed Security 115,114 units
 
21,681

 
 
Citi Held For Asset Issuance Series 15-PM1 Class A 2% Due 12/15/2021
 
Asset Backed Security 21,454 units
 
21,451

 
 
Arrow Electronics Inc. 4% Due 04/01/2025
 
Corporate Bond 22,000 units
 
21,435

 
 
Raytheon Company 3.15% Due 12/15/2024
 
Corporate Bond 21,000 units
 
21,377

 
 
CMS Energy Corporation 3% Due 05/15/2026
 
Corporate Bond 22,000 units
 
21,174

 
 
FedEx Corporation 3.9% Due 02/01/2035
 
Corporate Bond 22,000 units
 
21,125

 
 
Kroger Company 4% Due 02/01/2024
 
Corporate Bond 20,000 units
 
20,870

 
 
FedEx Corporation 3.25% Due 04/01/2026
 
Corporate Bond 21,000 units
 
20,856

 
 
Ensco plc 5.2% Due 03/15/2025
 
Corporate Bond 24,000 units
 
20,728

 
 
UnitedHealth Group, Inc. 3.35% Due 07/15/2022
 
Corporate Bond 20,000 units
 
20,606

 
 
Equifax, Inc. 2.3% Due 06/01/2021
 
Corporate Bond 21,000 units
 
20,580

 
 
Pacific Gas & Electric Company 2.95% Due 03/01/2026
 
Corporate Bond 21,000 units
 
20,574

 
 
AGL Capital Corporation 3.25% Due 06/15/2026
 
Corporate Bond 21,000 units
 
20,492

 
 
Fannie Mae Remic Trust 2006-20 Variable Rate Due 04/25/2036
 
Government Mortgage Backed Security 130,861 units
 
20,435



 
Wi Energy Corporation 3.55% Due 06/15/2025
 
Corporate Bond 20,000 units
 
20,383

 
 
Huntington Bancshares Inc. 3.15% Due 03/14/2021
 
Corporate Bond 20,000 units
 
20,282

 
 
Gilead Sciences, Inc. 3.65% Due 03/01/2026
 
Corporate Bond 20,000 units
 
20,279

 
 
Bunge Ltd. Finance Corp. 3.25% Due 08/15/2026
 
Corporate Bond 21,000 units
 
20,166

 
 
Macquarie Group Ltd. 2.6% Due 06/24/2019
 
Corporate Bond 20,000 units
 
20,139

 
 
Walgreens Boots Alliance, Inc. 4.5% Due 11/18/2034
 
Corporate Bond 20,000 units
 
20,125

 
 
United States Treasury Bond Inflation Index 3.875% Due 04/15/2029
 
Index Linked Government Bond 10,000 units
 
20,102

 
 
Consumer Credit Origination Loan Trust 2015-1 Class A 2.82% Due 03/15/21
 
Asset Backed Security 19,989 units
 
20,002

 
 
PACCAR Financial Corporation 1.4% Due 05/18/2018
 
Corporate Bond 20,000 units
 
19,978

 
 
PacifiCorp 3.6% Due 04/01/2024
 
Corporate Bond 19,000 units
 
19,760

 
 
Fannie Mae Series 331 Variable Rate Due 02/01/2033
 
Government Mortgage Backed Security 104,332 units
 
19,663

 
 
Federal Home Loan Mortgage Corporation Series 3218 Floating Rate Due 09/15/2026
 
Government Mortgage Backed Security 145,150 units
 
19,660

 
 
Federal Home Loan Mortgage Corporation Multiclass Series 3117 Principal Only Due 02/15/2036
 
Government Mortgage Backed Security 22,287 units
 
19,604

 
 
Johnson Controls International plc Senior Note Step Up Due 07/02/2064
 
Corporate Bond 21,000 units
 
19,584

 
 
Federal Home Loan Mortgage Corporation Multiclass Series 2934 Principal Only Due 02/15/2020
 
Government Mortgage Backed Security 20,123 units
 
19,513

 
 
Deutsche Bank AG 3.7% Due 5/30/2024
 
Corporate Bond 20,000 units
 
19,449

 
 
Roper Technologies, Inc. 3% Due 12/15/2020
 
Corporate Bond 19,000 units
 
19,247

 
 
Ensco plc 4.7% Due 03/15/2021
 
Corporate Bond 20,000 units
 
19,238

 
 
Sysco Corporation 3.75% Due 10/01/2025
 
Corporate Bond 19,000 units
 
19,229

 
 
The Home Depot, Inc. 2.625% Due 06/01/2022
 
Corporate Bond 19,000 units
 
19,092

 
 
The Home Depot, Inc. 3% Due 04/01/2026
 
Corporate Bond 19,000 units
 
18,964

 
 
The Provident Service Corporation 2.746% Due 10/01/2026
 
Corporate Bond 20,000 units
 
18,933

 
 
Federal Home Loan Mortgage Corporation Pool #G02809 3.5% Due 05/01/2036
 
Government Mortgage Backed Security 16,465 units
 
18,911

 
 
Baltimore Gas and Electric Company 3.5% Due 08/15/2046
 
Corporate Bond 21,000 units
 
18,896

 
 
Sumitomo Mitsui 2.442% Due 10/19/2021
 
Corporate Bond 19,000 units
 
18,692

 
 
Time Warner Companies 7.57% Due 02/01/2024
 
Corporate Bond 15,000 units
 
18,549

 
 
Federal Home Loan Mortgage Corporation Series 3201 Floating Rate Due 08/15/2036
 
Government Mortgage Backed Security 144,680 units
 
18,520

 
 
Federal Home Loan Mortgage Corporation Multiclass Preassign 00890 Due 04/15/2036
 
Government Mortgage Backed Security 21,199 units
 
18,475

 
 
Cisco Systems, Inc. 2.9% Due 03/04/2021
 
Corporate Bond 18,000 units
 
18,419

 
 
Banc America Mortgage Securities Inc. 5% Due 06/25/2019*
 
Collateralized Mortgage Obligation 18,243 units
 
18,390

 
 
Mead Johnson Company 3% Due 11/15/2020
 
Corporate Bond 18,000 units
 
18,226

 
 
Ginnie Mae 2010-014 Remic Pass-Through Principal Only Due 12/20/2032
 
Government Mortgage Backed Security 19,112 units
 
18,134

 
 
Enterprise Products Operating LLC 3.7% Due 02/15/2026
 
Corporate Bond 18,000 units
 
18,065

 
 
The Goldman Sachs Group, Inc. 2.625% Due 04/25/2021
 
Corporate Bond 18,000 units
 
17,869

 
 
Magellan Midstream Partners LP 4.25% Due 09/15/2046
 
Corporate Bond 19,000 units
 
17,852

 
 
Walgreens Boots Alliance, Inc. 3.45% Due 06/01/2026
 
Corporate Bond 18,000 units
 
17,669

 
 
Shell International Finance BV 3.4% Due 08/12/2023
 
Corporate Bond 17,000 units
 
17,445

 
 
Federal Home Loan Mortgage Corporation Pool #1J1574 5.697% Due 04/1/2037
 
Government Mortgage Backed Security 16,241 units
 
17,247

 
 
Ryder System, Inc. 2.875% Due 09/01/2020
 
Corporate Bond 17,000 units
 
17,185

 
 
Ace Ina Holdings Inc. 2.875% Due 11/03/2022
 
Corporate Bond 17,000 units
 
17,139

 
 
CPS Auto 1.59% Due 03/16/2020
 
Asset Backed Security 17,040 units
 
17,038

 
 
Mead Johnson Company 4.6% Due 06/01/2044
 
Corporate Bond 17,000 units
 
16,428

 
 
Boardwalk REIT 5.95% Due 06/01/2026
 
Corporate Bond 15,000 units
 
16,294

 
 
Bunge Ltd. Finance Corporation 3.5% Due 11/24/2020
 
Corporate Bond 16,000 units
 
16,285

 
 
Federal Home Loan Mortgage Corporation Multiclass Series 3117 Due 02/15/2036
 
Government Mortgage Backed Security 19,256 units
 
16,229

 
 
L3 Technologies 3.85% Due 12/15/2026
 
Corporate Bond 16,000 units
 
15,904

 
 
Thermo Fisher Corporation 3% Due 04/15/2023
 
Corporate Bond 16,000 units
 
15,726

 
 
Teva 3.15% Due 10/01/2026
 
Corporate Bond 17,000 units
 
15,673

 
 
General Motors Financial Company, Inc. 3.1% Due 01/15/2019
 
Corporate Bond 15,000 units
 
15,159

 
 
Marsh & McLennan Companies, Inc. 2.35% 09/10/2019
 
Corporate Bond 15,000 units
 
15,084

 
 
Freddie Mac Series 2643 Floating Rate Due 03/15/2032
 
Government Mortgage Backed Security 7,696 units
 
15,022

 
 
Master Asset Security Trust 2004-6 5.25% Due 07/25/2019
 
Collateralized Mortgage Obligation 14,666 units
 
14,738

 
 
Burlington Northern and Santa Fe Railway Company 3.75% Due 04/01/2024
 
Corporate Bond 14,000 units
 
14,718

 
 
Federal Home Loan Mortgage Corporation Multiclass Series 3171 Principal Only Due 06/15/2036
 
Government Mortgage Backed Security 15,840 units
 
14,669

 
 
Federal Home Loan Mortgage Corporation Multiclass Series 3784 Floating Rate Due 07/15/2023
 
Government Mortgage Backed Security 173,706 units
 
14,631

 
 
Ginnie Mae 2010-001 Remic Pass-Through Floating Rate Due 08/16/2039
 
Government Mortgage Backed Security 201,048 units
 
14,580

 
 
GMAC Mortgage Loan Trust 2003-J10 4.75% Due 01/25/2019
 
Collateralized Mortgage Obligation 14,590 units
 
14,547

 
 
PSEG Power LLC 4.3% Due 11/15/2023
 
Corporate Bond 14,000 units
 
14,471

 
 
Federal Home Loan Mortgage Corporation Multiclass Series 2611 Floating Rate Due 05/15/2033
 
Government Mortgage Backed Security 11,847 units
 
14,470

 
 
Aetna Inc. 4.25% Due 06/15/2036
 
Corporate Bond 14,000 units
 
14,037

 
 
Citigroup Inc. 5.3% Due 05/06/2044
 
Corporate Bond 13,000 units
 
14,003

 
 
Roper Technologies, Inc. 2.8% Due 12/15/2021
 
Corporate Bond 14,000 units
 
13,993

 
 
Federal Home Loan Mortgage Corporation Pool #A3-980 5.5% Due 11/01/2035
 
Government Mortgage Backed Security 12,249 units
 
13,742

 
 
Shell International Finance BV 4.55% Due 08/12/2043
 
Corporate Bond 13,000 units
 
13,557

 
 
Target Corporation 3.5% Due 07/01/2024
 
Corporate Bond 13,000 units
 
13,504

 
 
Banc America Mortgage Securities Inc. 2004-11 5.75% Due 12/25/2024*
 
Collateralized Mortgage Obligation 12,805 units
 
13,063

 
 
Thermo Fisher Corporation 3.15% Due 01/15/2023
 
Corporate Bond 13,000 units
 
13,013

 
 
Fannie Mae Floating Rate Series 2007-88 Due 09/25/2037
 
Government Mortgage Backed Security 72,540 units
 
12,879

 
 
Fannie Mae Preassign 00869 Variable Rate Due 12/25/2032
 
Government Mortgage Backed Security 10,592 units
 
12,858

 
 
Federal Home Loan Mortgage Corporation Pool #G13390 6% Due 01/01/2024
 
Government Mortgage Backed Security 11,905 units
 
12,776

 
 
Fannie Mae Pool #889745 5.5% Due 06/1/2036
 
Government Mortgage Backed Security 11,362 units
 
12,750

 
 
Ginnie Mae 2007-059 Remic Pass-Through Due 04/20/2037
 
Government Mortgage Backed Security 152,003 units
 
12,682

 
 
Thermo Fisher Scientific Inc. 4.15% Due 02/01/2024
 
Corporate Bond 12,000 units
 
12,496

 
 
Prudential Financial, Inc. 4.6% Due 05/15/2020*
 
Corporate Bond 12,000 units
 
12,489

 
 
Southern Company Gas Capital Corporation 2.45% Due 10/01/2023
 
Corporate Bond 13,000 units
 
12,468

 
 
Dominion Gas Holdings, LLC 2.8% Due 11/15/2020
 
Corporate Bond 12,000 units
 
12,109

 
 
United States dollar
 
Cash and cash equivalents 12,055 units
 
12,055

 
 
Dr Pepper Snapple Group Inc. 2.53% Due 11/15/2021
 
Corporate Bond 12,000 units
 
11,930

 
 
Duke Realty Ltd. 4.375% Due 06/15/2022
 
Corporate Bond 11,000 units
 
11,723

 
 
Gilead Sciences, Inc. 4.6% Due 09/01/2035
 
Corporate Bond 11,000 units
 
11,409

 
 
Fannie Mae Remic Trust 2010-35 Variable Rate Due 04/25/2040
 
Government Mortgage Backed Security 88,486 units
 
11,323

 
 
Virginia Electric & Power Company 3.45% Due 02/15/2024
 
Corporate Bond 11,000 units
 
11,304

 
 
American Water Capital Corporation 3.4% Due 03/01/2025
 
Corporate Bond 11,000 units
 
11,257

 
 
Statoil ASA 3.15% Due 01/23/2022
 
Corporate Bond 11,000 units
 
11,224

 
 
Fifth Third Bancorp 2.875% Due 07/27/2020
 
Corporate Bond 11,000 units
 
11,121

 
 
AT&T Inc. 3.95% Due 01/15/2025
 
Corporate Bond 11,000 units
 
11,019

 
 
Arizona Public Service Company 2.2% Due 01/15/2020
 
Corporate Bond 11,000 units
 
11,013

 
 
CBS Corporation 4.9% Due 08/15/2044
 
Corporate Bond 11,000 units
 
11,011

 
 
Ensco plc 5.75% Due 10/01/2044
 
Corporate Bond 15,000 units
 
10,875

 
 
Prime Mortgage Trust 2004-2 Pass-Through 4.75% Due 11/25/2019
 
Collateralized Mortgage Obligation 10,724 units
 
10,747

 
 
Federal Home Loan Mortgage Corporation Series 3306 Floating Rate Due 04/15/2037
 
Government Mortgage Backed Security 10,022 units
 
10,691

 
 
Chubb Corporation 5.75% Due 05/15/2018
 
Corporate Bond 10,000 units
 
10,553

 
 
Fannie Mae Remic Trust 1997-30 8% Due 05/18/2027
 
Government Mortgage Backed Security 54,520 units
 
10,422

 
 
Indymac Mortgage Backed Securities, Inc. 4.75% Due 02/25/2019
 
Asset Backed Security 10,175 units
 
10,296

 
 
Zoetis, Inc. 3.45% Due 11/13/2020
 
Corporate Bond 10,000 units
 
10,264

 
 
Waste Management, Inc. 3.9% Due 03/01/2035
 
Corporate Bond 10,000 units
 
9,942

 
 
National Retail Properties, Inc. 3.6% Due 12/15/2026
 
Corporate Bond 10,000 units
 
9,851

 
 
Fannie Mae Series 343 Class 29 5% Due 10/01/2018
 
Government Mortgage Backed Security 329,916 units
 
9,781

 
 
Fannie Mae Pool #745948 6.5% Due 10/01/2036
 
Government Mortgage Backed Security 8,497 units
 
9,685

 
 
Fannie Mae Pool #735439 6% Due 09/01/2019
 
Government Mortgage Backed Security 9,353 units
 
9,606

 
 
Federal Home Loan Mortgage Corporation Multiclass Series 3593 Floating Rate Due 11/15/2024
 
Government Mortgage Backed Security 100,166 units
 
9,447

 
 
Federal Home Loan Mortgage Corporation Multiclass Series 3253 Principal Only Due 12/15/2021
 
Government Mortgage Backed Security 9,570 units
 
9,428

 
 
Legg Mason Inc. 4.75% Due 03/15/2026
 
Corporate Bond 9,000 units
 
9,316

 
 
Becton Dickinson & Company 3.734% Due 12/15/2024
 
Corporate Bond 9,000 units
 
9,204

 
 
Federal Home Loan Mortgage Corporation Multiclass Floating Rate Due 04/15/2037
 
Government Mortgage Backed Security 8,668 units
 
9,127

 
 
AT&T Inc. 4.35% Due 06/15/2045
 
Corporate Bond 10,000 units
 
8,910

 
 
Americredit .9% Due 01/08/2019
 
Asset Backed Security 8,859 units
 
8,858

 
 
Fannie Mae Remic Trust 1993-G17 Variable Rate Due 04/25/2023
 
Government Mortgage Backed Security 54,864 units
 
8,719

 
 
Prologis LP 3.75% Due 11/01/2025
 
Corporate Bond 8,000 units
 
8,197

 
 
CBS Corporation 4% Due 01/15/2026
 
Corporate Bond 8,000 units
 
8,136

 
 
Monsanto Company 4.7% Due 07/15/2064
 
Corporate Bond 9,000 units
 
8,106

 
 
Ginnie Mae 2006-023 Remic Floating Rate Due 01/20/2036
 
Government Mortgage Backed Security 131,998 units
 
8,068

 
 
Federal Home Loan Mortgage Corporation Multiclass Series 2650 Principal Only Due 12/15/2032
 
Government Mortgage Backed Security 8,140 units
 
7,957

 
 
Walgreens Boots Alliance, Inc. 3.1% Due 06/01/2023
 
Corporate Bond 8,000 units
 
7,947

 
 
VRX Escrow Corporation 5.875% Due 05/15/2023
 
Corporate Bond 10,000 units
 
7,550

 
 
Fannie Mae Preassign 00470 7% Due 06/25/2033
 
Government Mortgage Backed Security 28,453 units
 
7,073

 
 
Stryker Corporation 3.5% Due 03/15/2026
 
Corporate Bond 7,000 units
 
7,066

 
 
Federal Home Loan Mortgage Corporation Multiclass Preassign 00603 5% Due 02/15/2020
 
Government Mortgage Backed Security 124,764 units
 
6,831

 
 
Enterprise Products Company 4.95% Due 10/15/2054
 
Corporate Bond 7,000 units
 
6,784

 
 
Federal Home Loan Mortgage Corporation Multiclass Series 2650 Principal Only Due 12/15/2032
 
Government Mortgage Backed Security 6,160 units
 
6,099

 
 
Marsh & McLennan Companies, Inc. 3.3% Due 03/14/2023
 
Corporate Bond 6,000 units
 
6,098

 
 
Citigroup Mortgage Loan Trust Series 2010-8 4.5% Due 12/25/2036
 
Collateralized Mortgage Obligation 5,873 units
 
5,871

 
 
Fannie Mae Pool #852523 5.5% Due 02/1/2036
 
Government Mortgage Backed Security 5,249 units
 
5,860

 
 
CarNow Auto 1.69% Due 01/15/2020
 
Asset Backed Security 5,831 units
 
5,831

 
 
Federal Home Loan Mortgage Corporation Multiclass Series 3747 4.5% Due 07/15/2037
 
Government Mortgage Backed Security 115,590 units
 
5,821

 
 
Fannie Mae Remic Trust 390 6% Due 07/25/2023
 
Government Mortgage Backed Security 64,940 units
 
5,719

 
 
Fannie Mae Preassign 00464 Due 01/25/2036
 
Government Mortgage Backed Security 5,715 units
 
5,509

 
 
The Walt Disney Company 1.85% Due 07/30/2026
 
Corporate Bond 6,000 units
 
5,402

 
 
Federal Home Loan Mortgage Corporation Pool #M30285 5% Due 02/01/2018
 
Government Mortgage Backed Security 5,317 units
 
5,383

 
 
Fannie Mae Remic Series 2008-80 5.60825% Due 09/25/2038
 
Government Mortgage Backed Security 31,155 units
 
4,112

 
 
Banc America Commercial Mortgage Inc. 2006/3 Due 07/10/2044*
 
Commercial Mortgage-Backed Security 3,925 units
 
3,919

 
 
Centex Home Equity Series 2004-D 4.68% Due 06/25/2032
 
Asset Backed Security 3,789 units
 
3,783

 
 
Federal Home Loan Mortgage Corporation Series 10 Due 07/15/2019
 
Government Mortgage Backed Security 3,590 units
 
3,677

 
 
Fannie Mae Remic Trust 2009-15 Variable Rate Due 03/25/2024
 
Government Mortgage Backed Security 62,995 units
 
3,648

 
 
A10 Securitization 2013-1 LLC Class A 2.4% Due 11/15/2025
 
Commercial Mortgage-Backed Security 3,532 units
 
3,532

 
 
Ginnie Mae 2008-071 Remic Pass-Through Floating Rate Due 08/20/2038
 
Government Mortgage Backed Security 26,107 units
 
3,380

 
 
Verizon Communications Inc. 5.012% Due 08/21/2054
 
Corporate Bond 3,000 units
 
2,984

 
 
CPS Auto 1.21% Due 08/15/2018
 
Asset Backed Security 2,894 units
 
2,893

 
 
Federal Home Loan Mortgage Corporation Multiclass Series 3219 6% Due 04/15/2036
 
Government Mortgage Backed Security 14,088 units
 
2,836

 
 
Agrium Inc. 4.125% Due 03/15/2035
 
Corporate Bond 3,000 units
 
2,751

 
 
Fannie Mae Remic Trust 2008-53 Variable Rate Due 07/25/2038
 
Government Mortgage Backed Security 16,019 units
 
2,585

 
 
Flagship Credit Auto Trust 2013-2 Class A 1.94% Due 01/15/2019
 
Asset Backed Security 2,419 units
 
2,420

 
 
Bear Stearns Asset Backed Securities Trust Adjustable Rate Due 12/25/2033
 
Asset Backed Security 2,493 units
 
2,375

 
 
Federal Home Loan Mortgage Corporation Multiclass Preassign 00482 6.5% Due 03/15/2033
 
Government Mortgage Backed Security 9,642 units
 
1,826

 
 
Ginnie Mae 2009-010 Remic Pass-Through Floating Rate Due 03/16/2034
 
Government Mortgage Backed Security 56,630 units
 
1,808

 
 
Fannie Mae Remic Trust 2010-43 4.5% Due 02/25/2025
 
Government Mortgage Backed Security 41,534 units
 
1,419

 
 
Fannie Mae Series 2009-18 5% Due 03/25/2024
 
Government Mortgage Backed Security 26,660 units
 
1,238

 
 
Residential Asset Mortgage Products Floating Rate Due 03/25/2033
 
Asset Backed Security 1,208 units
 
1,094

 
 
Federal Home Loan Mortgage Corporation Pool #M30277 5% Due 11/01/2017
 
Government Mortgage Backed Security 1,081 units
 
1,085

 
 
Fannie Mae Remic Series 2009-9 5% Due 02/25/2024
 
Government Mortgage Backed Security 17,890 units
 
1,079

 
 
Ginnie Mae 6% Due 06/20/2032
 
Government Mortgage Backed Security 998 units
 
1,000

 
 
Fannie Mae Series 2008-19 5% Due 03/25/2023
 
Government Mortgage Backed Security 21,244 units
 
580

 
 
Federal Home Loan Mortgage Corporation Pool #M30262 5% Due 03/1/2017
 
Government Mortgage Backed Security 203 units
 
203

 
 
Morgan Stanley Capital I Trust Due 02/12/2044
 
Commercial Mortgage-Backed Security 4,540,897 units
 
54

 
 
Fannie Mae Preassign 00506 6% Due 04/25/2017
 
Government Mortgage Backed Security 2 units
 
2

 
Total Fixed Income Asset Class
 
 
 
 
295,871,439

 
 
 
 
 
 
 
Fixed Income Index Asset Class:
 
 
 
 
 
 
NT Collective Aggregate Bond Index Fund - Non Lending*
 
Collective trust fund 373,882 units
 
50,739,534

 
Total Fixed Income Index Asset Class
 
 
 
 
50,739,534

 
 
 
 
 
 
 
High Yield Asset Class:
 
 
 
 
 
 
Blackrock High Yield Bond Fund Class A
 
Mutual Fund 6,964,483 shares
 
53,208,639

 
 
NT Collective Short Term Investment Fund*
 
Collective trust fund 9,866,846 units
 
9,866,846

 
 
Crown Castle International Corporation 5.25% Due 01/15/2023
 
Corporate Bond 525,000 units
 
565,025

 
 
Virgin Media Finance plc 5.25% Due 1/15/2021
 
Corporate Bond 460,000 units
 
485,295

 
 
Smurfit KAPPA Funding plc 7.5% Due 11/20/2025
 
Corporate Bond 415,000 units
 
481,395

 
 
Freeport-McMoRan Inc. 6.875% Due 02/15/2023
 
Corporate Bond 440,000 units
 
461,995

 
 
Carlson Wagonlit Travel BV 6.875% Due 06/15/2019
 
Corporate Bond 445,000 units
 
460,294

 
 
Nielsen Finance LLC 5% Due 04/15/2022
 
Corporate Bond 440,000 units
 
448,245

 
 
Telecable Videotron Ltee 5% Due 07/15/2022
 
Corporate Bond 430,000 units
 
440,750

 
 
Wise Metals Group LLC 8.75% Due 12/15/18
 
Corporate Bond 405,000 units
 
421,200

 
 
Mens Wearhouse Inc. 7% Due 07/01/2022
 
Corporate Bond 415,000 units
 
406,700

 
 
Rex Energy Corporation 1% Due 10/01/2020
 
Corporate Bond 775,000 units
 
403,000

 
 
Comstock Resources Inc. 12.25% Due 03/15/2020
 
Corporate Bond 380,000 units
 
389,500

 
 
Quebecor Media Inc. 5.75% Due 01/15/2023
 
Corporate Bond 370,000 units
 
383,875

 
 
Belden Inc. 5.5% Due 09/01/2022
 
Corporate Bond 370,000 units
 
381,100

 
 
Micron Technology, Inc. 7.5% Due 09/15/2023
 
Corporate Bond 340,000 units
 
376,550

 
 
IHS Markit Ltd. 5% Due 11/01/2022
 
Corporate Bond 352,000 units
 
365,200

 
 
AuRico Gold Inc. 7.75% Due 04/01/2020
 
Corporate Bond 350,000 units
 
364,000

 
 
Detour Gold Corporation 5.5% Due 11/30/2017
 
Corporate Convertible Bond 359,000 units
 
362,590

 
 
ACI Worldwide, Inc. 6.375% Due 08/15/2020
 
Corporate Bond 345,000 units
 
354,919

 
 
HCA Inc. 5.875% Due 02/15/2026
 
Corporate Bond 340,000 units
 
350,200

 
 
Calpine Corporation 5.875% Due 01/15/2021
 
Corporate Bond 335,000 units
 
349,238

 
 
Florida East Coast Holdings Corporation 6.75% Due 05/01/2019
 
Corporate Bond 335,000 units
 
346,725

 
 
Hughes Satellite 7.625% Due 06/15/2021
 
Corporate Bond 305,000 units
 
334,738

 
 
MGP Escrow Issuer, LLC 5.625% Due 05/01/2024
 
Corporate Bond 295,000 units
 
309,013

 
 
Great Lakes Dredge & Dock Corporation 7.375% Due 02/01/2019
 
Corporate Bond 300,000 units
 
297,000

 
 
Carlson Wagonlit Travel, Inc. 6.75% Due 12/15/2023
 
Corporate Bond 280,000 units
 
291,200

 
 
William Carter Company 5.25% Due 08/15/2021
 
Corporate Bond 275,000 units
 
284,969

 
 
MPH Acquisition Holdings LLC 7.125% Due 06/01/2024
 
Corporate Bond 270,000 units
 
284,202

 
 
Stone Energy Corporation 7.5% Due 11/15/2022 in default
 
Corporate Bond 470,000 units
 
282,000

 
 
Brookfield Resdential Propertys Inc. 6.5% Due 12/15/2020
 
Corporate Bond 265,000 units
 
270,963

 
 
RRI Energy, Inc. 7.875% Due 06/15/2017
 
Corporate Bond 380,000 units
 
270,750

 
 
Schaeffler Verwaltung Zwei GmbH 4.75% Due 09/15/2026
 
Corporate Bond 280,000 units
 
270,200

 
 
Summit Midstream Partners, LP 7.5% Due 07/01/2021
 
Corporate Bond 255,000 units
 
267,750

 
 
General Cable Corporation 5.75% Due 10/01/2022
 
Corporate Bond 275,000 units
 
266,750

 
 
C&S Group Enterprises LLC 5.375% Due 7/15/2022
 
Corporate Bond 275,000 units
 
265,375

 
 
California Resources Corporation 5% Due 01/15/2020
 
Corporate Bond 320,000 units
 
263,200

 
 
Hecla Mining Company 6.875% Due 05/01/2021
 
Corporate Bond 255,000 units
 
260,738

 
 
Neustar Inc. 4.5% Due 01/15/2023
 
Corporate Bond 255,000 units
 
260,738

 
 
Forum Energy Technologies, Inc. 6.25% Due 10/01/2021
 
Corporate Bond 260,000 units
 
260,000

 
 
T-Mobile US, Inc. 6.5% Due 01/15/2026
 
Corporate Bond 240,000 units
 
259,500

 
 
Match Group Inc. 6.75% Due 12/15/2022
 
Corporate Bond 245,000 units
 
258,475

 
 
American Realty Capital Trust Inc. 3.75% Due 12/15/2020
 
Corporate Convertible Bond 255,000 units
 
255,000

 
 
CONSOL Energy Inc. 5.875% Due 04/15/2022
 
Corporate Bond 260,000 units
 
254,800

 
 
NBTY, Inc. 7.625% Due 05/05/2016
 
Corporate Bond 245,000 units
 
253,575

 
 
CBRE Services, Inc. 5.25% Due 03/15/2025
 
Corporate Bond 240,000 units
 
247,478

 
 
Radio System Corporation 8.375% Due 11/01/2019
 
Corporate Bond 235,000 units
 
244,988

 
 
Halcón Resources Corporation 8.625% Due 02/01/2020
 
Corporate Bond 235,000 units
 
244,400

 
 
Micron Technology, Inc. 5.5% Due 02/01/2025
 
Corporate Bond 245,000 units
 
243,775

 
 
Drivetime Automotive Group, Inc. 8% Due 06/01/2021
 
Corporate Bond 250,000 units
 
242,188

 
 
Equinix Inc. 5.875% Due 01/15/2026
 
Corporate Bond 230,000 units
 
242,075

 
 
Florida East Coast Holdings Corporation 9.75% Due 05/01/2020
 
Corporate Bond 235,000 units
 
241,463


 
Blue Cube Spinco Inc. 9.75% Due 10/15/2023
 
Corporate Bond 200,000 units
 
238,000

 
 
Allied Specialty 8.5% Due 11/01/2019
 
Corporate Bond 230,000 units
 
236,325

 
 
PetroQuest Energy Inc. 10% Due 02/15/2021
 
Corporate Bond 335,000 units
 
234,500

 
 
Rialto Holdings LLC 7% Due 12/01/2018
 
Corporate Bond 230,000 units
 
232,875

 
 
Limited Brands, Inc. 6.625% Due 04/01/2021
 
Corporate Bond 205,000 units
 
230,113

 
 
Genesis Energy, LP 6.75% Due 08/01/2022
 
Corporate Bond 220,000 units
 
228,580

 
 
Mattamy Group Corporation 6.5% Due 11/15/2020
 
Corporate Bond 225,000 units
 
228,375

 
 
Frontier 10.5% Due 09/15/2022
 
Corporate Bond 215,000 units
 
226,030

 
 
Ashtead Capital Inc. 5.625% Due 10/01/2024
 
Corporate Bond 214,000 units
 
224,165

 
 
Calumet Specialty Products Partners, LP 11.5% Due 01/15/2021
 
Corporate Bond 195,000 units
 
222,788

 
 
GenOn Escrow Corporation 9.5% Due 10/15/2018
 
Corporate Bond 315,000 units
 
222,666

 
 
Avis Budget Car Rent LLC 5.5% Due 04/01/2023
 
Corporate Bond 225,000 units
 
221,063

 
 
NAI Entertainment Holding LLC 5% Due 08/01/2018
 
Corporate Bond 215,000 units
 
217,903

 
 
Zebra Technologies Corporation 7.25% Due 10/15/2022
 
Corporate Bond 200,000 units
 
217,500

 
 
BlueScope Steel (Finance) Ltd. 6.5% Due 05/15/2021
 
Corporate Bond 205,000 units
 
217,218

 
 
Alcoa Nederland Holding B.V. 6.75% Due 09/30/2024
 
Corporate Bond 200,000 units
 
217,000

 
 
MPLX LP 4.875% Due 12/01/2024
 
Corporate Bond 210,000 units
 
216,236

 
 
New Gold Inc. 7% Due 04/15/2020
 
Corporate Bond 205,000 units
 
210,125

 
 
AAF Holdings / AAF Finance 12% Due 07/01/2019
 
Corporate Bond 203,192 units
 
209,796

 
 
Carlson Wagonlit Travel, Inc. 9.5% Due 12/15/2024
 
Corporate Bond 200,000 units
 
209,250

 
 
T-Mobile US, Inc. 6.5% Due 01/15/2024
 
Corporate Bond 195,000 units
 
209,138

 
 
Churchill Downs Inc. 5.375% Due 12/15/2021
 
Corporate Bond 200,000 units
 
207,500

 
 
Cogent Communications Group Inc. 5.625% Due 04/15/2021
 
Corporate Bond 205,000 units
 
207,050

 
 
Ashton Woods USA LLC 6.875% Due 2/15/21
 
Corporate Bond 215,000 units
 
206,938

 
 
Sprint Nextel Corporation 7% Due 03/01/2020
 
Corporate Bond 190,000 units
 
206,150

 
 
PTC Inc. 6% Due 05/15/2024
 
Corporate Bond 195,000 units
 
205,725

 
 
Numericable Group SA 6% Due 05/15/2022
 
Corporate Bond 200,000 units
 
205,250

 
 
Numericable-SFR 7.375% Due 05/01/2026
 
Corporate Bond 200,000 units
 
205,000

 
 
Woodside Homes Company 6.75% Due 12/15/2021
 
Corporate Bond 210,000 units
 
202,650

 
 
T-Mobile US, Inc. 6.625% Due 04/01/2023
 
Corporate Bond 190,000 units
 
201,400

 
 
IMS Health 5% Due 10/15/2026
 
Corporate Bond 200,000 units
 
200,500

 
 
Freeport-McMoRan Inc. 6.75% Due 02/01/2022
 
Corporate Bond 195,000 units
 
200,363

 
 
Summit Materials, LLC 6.125% Due 07/15/2023
 
Corporate Bond 195,000 units
 
200,117

 
 
Asbury Automotive Group Inc. 6% Due 12/15/2024
 
Corporate Bond 195,000 units
 
199,388

 
 
DISH Network Corp 3.375% Due 08/15/2026
 
Corporate Convertible Bond 175,000 units
 
199,172

 
 
PDC Energy, Inc. 7.75% Due 10/15/2022
 
Corporate Bond 185,000 units
 
197,025

 
 
Adient Global Holdings Ltd. 4.875% Due 08/15/2026
 
Corporate Bond 200,000 units
 
196,000

 
 
Cimpress N.V. 7% Due 04/01/2022
 
Corporate Bond 190,000 units
 
193,800

 
 
Continental Resources, Inc. 5% Due 09/15/2022
 
Corporate Bond 190,000 units
 
191,784

 
 
Concho Resources Inc. 5.5% Due 10/01/2022
 
Corporate Bond 185,000 units
 
191,706

 
 
Comstock Resources Inc. 7.75% Due 04/01/2019
 
Corporate Convertible Bond 220,000 units
 
191,400

 
 
KLX, Inc. 5.875% Due 12/1/2022
 
Corporate Bond 185,000 units
 
190,550

 
 
Aleris International Inc. 7.875% Due 11/01/2020
 
Corporate Bond 190,000 units
 
190,475

 
 
Team Health Inc. 7.25% Due 12/15/2023
 
Corporate Bond 165,000 units
 
187,688

 
 
American Equity Investment Life Holding Company 6.625% Due 07/15/2021
 
Corporate Bond 180,000 units
 
187,650

 
 
Sprint Corporation 7.875% Due 09/15/2023
 
Corporate Bond 175,000 units
 
186,813

 
 
HCA Inc. 6.5% Due 02/15/2020
 
Corporate Bond 170,000 units
 
185,980

 
 
Transfield Services Ltd. 8.375% Due 05/15/2020
 
Corporate Bond 175,000 units
 
185,063

 
 
WPX Energy Inc. 7.5% Due 08/01/2020
 
Corporate Bond 170,000 units
 
182,750

 
 
Sprint Corporation 7.125% Due 06/15/2024
 
Corporate Bond 175,000 units
 
180,250

 
 
Grifols Worldwide 5.25% Due 04/01/2022
 
Corporate Bond 170,000 units
 
175,950

 
 
MSCI, Inc. 5.75% Due 08/15/2025
 
Corporate Bond 165,000 units
 
175,313

 
 
Blue Cube Spinco Inc. 10% Due 10/15/2025
 
Corporate Bond 145,000 units
 
175,088

 
 
MPLX LP 4.875% Due 06/01/2025
 
Corporate Bond 170,000 units
 
174,785

 
 
WPX Energy, Inc. 6% Due 01/15/2022
 
Corporate Bond 170,000 units
 
174,250

 
 
BCD Acquisition Inc. 9.625% Due 09/15/2023
 
Corporate Bond 160,000 units
 
171,200

 
 
Gates Global LLC 6% Due 07/15/2022
 
Corporate Bond 175,000 units
 
171,150

 
 
Cantor Commercial Real Estate Company, LP 7.75% Due 02/15/18
 
Corporate Bond 170,000 units
 
170,000

 
 
KEMET Corporation 10.5% Due 05/01/2018
 
Corporate Bond 170,000 units
 
169,788

 
 
T-Mobile US, Inc. 6.125% Due 01/15/2022
 
Corporate Bond 160,000 units
 
168,800

 
 
Energizer Holdings Inc.4.7% Due 05/19/2021
 
Corporate Bond 160,000 units
 
168,414

 
 
Group 1 Automotive, Inc. 5% Due 06/01/2022
 
Corporate Bond 170,000 units
 
167,875

 
 
Emdeon Inc. 6% Due 02/15/2021
 
Corporate Bond 160,000 units
 
167,200

 
 
James Hardie International 5.875% Due 02/15/2023
 
Corporate Bond 160,000 units
 
165,600

 
 
Hilton Worldwide Holdings Inc. 5.625% Due 10/15/2021
 
Corporate Bond 160,000 units
 
165,280

 
 
KeHE Distrbutors LLC 7.625% Due 08/15/2021
 
Corporate Bond 165,000 units
 
164,175

 
 
The Howard Hughes Corporation 6.875% Due 10/01/2021
 
Corporate Bond 155,000 units
 
163,339

 
 
Gulfport Energy Corporation 6% Due 10/15/2024
 
Corporate Bond 160,000 units
 
162,800

 
 
Lamar Media Corporation 5.875% Due 02/01/2022
 
Corporate Bond 158,000 units
 
162,740

 
 
L Brands Inc. 6.75% Due 07/01/2036
 
Corporate Bond 160,000 units
 
162,000

 
 
Reliant Energy Mid Atlantic Power Holdings LLC 9.681% Due 07/02/2026
 
Corporate Bond 250,000 units
 
161,250

 
 
Equinix, Inc. 5.375% Due 04/01/2023
 
Corporate Bond 155,000 units
 
160,813

 
 
Amsted Industries Inc. 5% Due 3/15/2022
 
Corporate Bond 160,000 units
 
160,000

 
 
EnPro Industries, Inc. 5.875% Due 09/15/2022
 
Corporate Bond 155,000 units
 
159,263

 
 
Century Communities, Inc. 6.875% Due 05/15/2022
 
Corporate Bond 155,000 units
 
158,875

 
 
Compass Investors Inc. 7.75% Due 01/15/2021
 
Corporate Bond 155,000 units
 
158,100

 
 
Allegy 5.875% Due 08/15/2023
 
Corporate Bond 160,000 units
 
156,800

 
 
Ladder Capital Finance LLC 5.875% Due 08/01/2021
 
Corporate Bond 165,000 units
 
156,750

 
 
CCO Holdings LLC/CCO Holdings Capital Corporation 5.875% Due 05/01/2027
 
Corporate Bond 150,000 units
 
155,625

 
 
Lincoln National Corporation 7.375% Due 04/15/2021
 
Corporate Bond 145,000 units
 
154,425

 
 
Schaeffler Finance BV 4.75% Due 05/15/2023
 
Corporate Bond 150,000 units
 
152,250

 
 
CFG Holdings Ltd. 11.5% Due 11/15/2019
 
Corporate Bond 150,000 units
 
151,875

 
 
Brunswick Corporation 4.625% Due 05/15/2021
 
Corporate Bond 150,000 units
 
151,688

 
 
Allegion US Holdings Company Inc. 5.75% Due 10/01/2021
 
Corporate Bond 145,000 units
 
151,525

 
 
Spectrum Brands, Inc. 6.625% Due 11/15/2022
 
Corporate Bond 140,000 units
 
148,750

 
 
Dollar Tree, Inc. 5.75% Due 03/01/2023
 
Corporate Bond 140,000 units
 
148,235

 
 
B&G Foods, Inc. 4.625% Due 06/01/2021
 
Corporate Bond 145,000 units
 
147,900

 
 
AV Homes, Inc. 8.5% Due 07/01/2019
 
Corporate Bond 140,000 units
 
144,550

 
 
Chesapeake Midstream Partners, LP 6.125% Due 07/15/2022
 
Corporate Bond 140,000 units
 
144,400

 
 
Drawbridge Special Opportunities Fund LP 5% Due 08/01/2021
 
Corporate Bond 150,000 units
 
144,375

 
 
JLL-Delta Dutch Newco BV 7.5% Due 02/01/2025
 
Corporate Bond 135,000 units
 
142,763

 
 
CTP Transportation Products LLC 8.25% Due 12/15/2019
 
Corporate Bond 165,000 units
 
142,313

 
 
Molina Healthcare, Inc. 5.375% Due 11/15/2022
 
Corporate Bond 140,000 units
 
142,100

 
 
Amerigas Partners 5.875% Due 08/20/2026
 
Corporate Bond 140,000 units
 
142,100

 
 
Land O'Lakes, Inc. 6% Due 11/15/2022
 
Corporate Bond 130,000 units
 
141,700

 
 
Anixter International Inc. 5.625% Due 05/01/2019
 
Corporate Bond 135,000 units
 
141,244

 
 
Murphy Oil Corporation 6% Due 8/15/2023
 
Corporate Bond 135,000 units
 
140,738

 
 
MGIC Investment Corp. 5.75% Due 08/15/2023
 
Corporate Bond 135,000 units
 
140,738

 
 
Hughes Satellite 6.625% Due 08/01/2026
 
Corporate Bond 140,000 units
 
140,700

 
 
MPLX LP 5.5% Due 02/15/2023
 
Corporate Bond 135,000 units
 
140,448

 
 
CBS Outdoor Americas Inc. 5.25% Due 02/15/2022
 
Corporate Bond 135,000 units
 
140,063

 
 
Fidelity & Guaranty Life Holdings, Inc. 6.375% Due 04/01/2021
 
Corporate Bond 140,000 units
 
139,300

 
 
Netflix, Inc. 5.75% Due 03/01/2024
 
Corporate Bond 130,000 units
 
139,100

 
 
Amerigas Partners 5.625% Due 05/20/2024
 
Corporate Bond 135,000 units
 
138,038

 
 
1st Quantum 7.25% Due 10/15/2019
 
Corporate Bond 135,000 units
 
136,350

 
 
Vista Outdoor Inc. 5.875% Due 10/01/2023
 
Corporate Bond 130,000 units
 
136,094

 
 
KCG Holdings Inc. 6.875% Due 03/15/2020
 
Corporate Bond 135,000 units
 
135,000

 
 
Orbital ATK Inc. 5.5% Due 10/01/2023
 
Corporate Bond 130,000 units
 
133,900

 
 
Choice Hotels International Inc. 5.75% Due 07/01/2022
 
Corporate Bond 125,000 units
 
133,438

 
 
CONSOL Energy Inc. 8% Due 04/01/2023
 
Corporate Bond 130,000 units
 
133,413

 
 
KFC Holding Company 5% Due 06/01/2024
 
Corporate Bond 130,000 units
 
132,763

 
 
Tenet Healthcare Corporation 6.75% Due 06/15/2023
 
Corporate Bond 150,000 units
 
132,375

 
 
Koppers Holdings, Inc. 7.875% Due 12/01/2019
 
Corporate Bond 130,000 units
 
131,788

 
 
Grinding Media Inc. 7.375% Due 12/15/2023
 
Corporate Bond 125,000 units
 
131,325

 
 
HCA Inc. 5.375% Due 02/01/2025
 
Corporate Bond 130,000 units
 
130,325

 
 
Amag Pharmaceuticals, Inc. 7.875% Due 09/01/2023
 
Corporate Bond 130,000 units
 
130,000

 
 
Altice Us Finance I Corporation 5.375% Due 07/15/2023
 
Corporate Bond 125,000 units
 
129,688

 
 
Sabine Pass Liquefaction LLC 5.875%
 
Corporate Bond 120,000 units
 
129,300

 
 
WESCO Distribution, Inc. 5.375% Due 12/15/2021
 
Corporate Bond 125,000 units
 
129,063

 
 
Weekley Homes LLC 6% Due 02/01/2023
 
Corporate Bond 145,000 units
 
129,050

 
 
Freeport-McMoRan Inc. 6.5% Due 11/15/2020
 
Corporate Bond 125,000 units
 
128,438

 
 
Amerigas Finance Corporation 7% Due 5/20/2022
 
Corporate Bond 121,000 units
 
127,353

 
 
T-Mobile US, Inc. 6% Due 04/15/2024
 
Corporate Bond 120,000 units
 
126,450

 
 
Centene Corporation 6.125% Due 02/15/2024
 
Corporate Bond 120,000 units
 
126,450

 
 
Prestige Brands Holdings, Inc. 6.375% Due 03/01/2024
 
Corporate Bond 120,000 units
 
126,000

 
 
Provident Funding Associates LP 6.75% Due 06/15/2021
 
Corporate Bond 125,000 units
 
125,625

 
 
T-Mobile US, Inc. 6.731% Due 04/28/2022
 
Corporate Bond 120,000 units
 
125,400

 
 
Netflix, Inc. 5.5% Due 02/15/2022
 
Corporate Bond 115,000 units
 
123,913

 
 
HCA Inc. 5.875% Due 05/01/2023
 
Corporate Bond 115,000 units
 
122,188

 
 
Novelis Inc. 6.25% Due 08/15/2024
 
Corporate Bond 115,000 units
 
121,900

 
 
KFC Holding Company/Pizza Hut Holdings, LLC 5.25% Due 06/01/2026
 
Corporate Bond 120,000 units
 
121,800

 
 
Westlake Chemical Corporation 4.625% Due 02/15/2021
 
Corporate Bond 115,000 units
 
119,025

 
 
Sprint Capital Corporation 6.875% Due 11/15/2028
 
Corporate Bond 120,000 units
 
118,500

 
 
Aleris International, Inc. 9.5% Due 04/01/2021
 
Corporate Bond 110,000 units
 
117,975

 
 
Wells Enterprises, Inc. 6.75% Due 02/01/2020
 
Corporate Bond 114,000 units
 
117,705

 
 
Hughes Satellite 5.25% Due 08/01/2026
 
Corporate Bond 120,000 units
 
117,600

 
 
SM Energy Company 6.5% Due 01/01/2023
 
Corporate Bond 115,000 units
 
116,869

 
 
E-Trade Financial Corporation 5.375% Due 11/15/2022
 
Corporate Bond 110,000 units
 
116,404

 
 
Novelis Inc. 5.875% Due 09/30/2026
 
Corporate Bond 115,000 units
 
116,150

 
 
Match Group Inc. 6.375% Due 06/01/2024
 
Corporate Bond 110,000 units
 
116,050

 
 
Range Resources Corporation 5.75% Due 06/01/2021
 
Corporate Bond 110,000 units
 
115,225

 
 
ATD Finance Corporation 10.25% Due 03/01/2022
 
Corporate Bond 120,000 units
 
115,120

 
 
CCO Holdings LLC 5.75% Due 01/15/2024
 
Corporate Bond 110,000 units
 
114,950

 
 
GCP Applied Technologies Inc. 9.5% Due 02/01/2023
 
Corporate Bond 100,000 units
 
114,750

 
 
Rockies Express Pipeline LLC 6% Due 01/15/2019
 
Corporate Bond 109,000 units
 
114,450

 
 
Hospital Corporation of America 7.69% Due 06/15/2025
 
Corporate Bond 105,000 units
 
114,188

 
 
Energizer Holdings Inc.4.7% Due 05/24/2022
 
Corporate Bond 110,000 units
 
113,300

 
 
Credit Acceptance Corp. 7.375% Due 03/15/2023
 
Corporate Bond 110,000 units
 
113,025

 
 
Comstock Resources Inc. 9.5% Due 06/15/2020
 
Corporate Convertible Bond 128,265 units
 
111,591

 
 
Algeco Scotsman Global Finance plc 8.5% Due 10/15/2018
 
Corporate Bond 120,000 units
 
111,300

 
 
Kissner Group Holdings LP/Kissner Milling Company Ltd. 8.375% Due 12/01/2022
 
Corporate Bond 110,000 units
 
111,100

 
 
Cablevision Systems Corporation 7.75% Due 04/15/2018
 
Corporate Bond 105,000 units
 
110,775

 
 
Newfield Exploration Company 5.75% Due 01/30/2022
 
Corporate Bond 105,000 units
 
110,644

 
 
AerCap Ireland Capital 5% Due 10/01/2021
 
Corporate Bond 105,000 units
 
110,381

 
 
Stone Energy Corporation 1.75% Due 03/01/2017 in default
 
Corporate Convertible Bond 185,000 units
 
110,075

 
 
Acadia Healthcare 5.625% Due 02/15/2023
 
Corporate Bond 110,000 units
 
110,000

 
 
Brinker International, Inc. 5% Due 10/01/2024
 
Corporate Bond 110,000 units
 
109,725

 
 
Newfield Exploration Company 5.625% Due 07/01/2024
 
Corporate Bond 105,000 units
 
109,463

 
 
MSCI, Inc. 4.75% Due 08/01/2026
 
Corporate Bond 110,000 units
 
109,450

 
 
Gibraltar Industries, Inc. 6.25% Due 02/01/2021
 
Corporate Bond 105,000 units
 
108,150

 
 
NuStar Logistics LP 6.75% Due 02/01/2021
 
Corporate Bond 100,000 units
 
108,000



 
TransDigm Group Inc. 5.5% Due 10/15/2020
 
Corporate Bond 105,000 units
 
107,625

 
 
VeriSign, Inc. 5.25% Due 04/01/2025
 
Corporate Bond 105,000 units
 
107,625

 
 
HealthSouth Corporation 5.75% Due 11/01/2024
 
Corporate Bond 105,000 units
 
106,313

 
 
Jack Ohio Finance LLC 6.75% Due 11/15/2021
 
Corporate Bond 105,000 units
 
106,313

 
 
Evraz, Inc. 7.5% Due 11/15/2019
 
Corporate Bond 105,000 units
 
105,525

 
 
CCO Holdings LLC 5.25% Due 09/30/2022
 
Corporate Bond 100,000 units
 
103,500

 
 
First Cash Financial 6.75% Due 01/22/2021
 
Corporate Bond 100,000 units
 
103,250

 
 
Petra Diamonds Ltd. 8.25% Due 05/31/2020
 
Corporate Bond 100,000 units
 
103,250

 
 
CCO Holdings LLC / CCO Holdings Capital Corporation 5.125% Due 05/01/2023
 
Corporate Bond 100,000 units
 
103,000

 
 
Sabra Health Care Ltd. Partnership 5.5% Due 02/01/2021
 
Corporate Bond 100,000 units
 
102,750

 
 
Endo Ltd. / Endo Finance LLC / Endo FInco Inc. 6% Due 07/15/2023
 
Corporate Bond 115,000 units
 
100,769

 
 
CCO Holdings LLC 5.375% Due 05/01/2025

 
Corporate Bond 95,000 units
 
97,850



 
Cheniere Corpus Christi Holdings, LLC 5.875% Due 03/31/2025
 
Corporate Bond 95,000 units
 
96,929

 
 
Donnelley Financial Solutions Inc. 8.25% Due 10/15/2024
 
Corporate Bond 95,000 units
 
96,663

 
 
Ladder Capital Finance LLC 7.375% Due 10/01/2017
 
Corporate Bond 95,000 units
 
95,000

 
 
VPI Escrow Corporation 6.75% Due 08/15/2018
 
Corporate Bond 100,000 units
 
94,750

 
 
H&E Equipment Services, Inc. 7% Due 09/01/2022
 
Corporate Bond 90,000 units
 
94,725

 
 
Equinix, Inc. 5.375% Due 01/01/2022
 
Corporate Bond 90,000 units
 
94,500

 
 
THC Escrow Corporation 6% Due 10/01/2020
 
Corporate Bond 90,000 units
 
94,275

 
 
California Resources Corporation 8.0% Due 12/15/2022
 
Corporate Bond 105,000 units
 
93,450

 
 
Blueline Rental Finance Corporation 7% Due 02/01/2019
 
Corporate Bond 95,000 units
 
92,625

 
 
International Automotive Components Group LLC 9.125% Due 06/01/2018
 
Corporate Bond 95,000 units
 
92,625

 
 
Quintiles 4.875% Due 05/15/2023
 
Corporate Bond 90,000 units
 
91,350



 
AEP Industries Inc. 8.25% Due 04/15/2019
 
Corporate Bond 89,000 units
 
90,780

 
 
Open Text Corporation 5.875% Due 06/01/2026
 
Corporate Bond 85,000 units
 
89,675

 
 
Centene Corporation 5.625% Due 02/15/2021
 
Corporate Bond 85,000 units
 
89,369

 
 
VPI Escrow Corporation 7.5% Due 07/15/2021
 
Corporate Bond 105,000 units
 
88,988

 
 
OneMain Financial Holdings, Inc. 7.5% Due 12/15/2021
 
Corporate Bond 85,000 units
 
88,613

 
 
Avis Budget Car Rental, LLC 6.375% Due 04/01/2024
 
Corporate Bond 85,000 units
 
84,894

 
 
Brookfield Residential Properties Inc. 6.375% Due 05/15/2025
 
Corporate Bond 85,000 units
 
84,788

 
 
Ashtead Capital Inc. 6.5% Due 07/15/2022
 
Corporate Bond 80,000 units
 
83,800

 
 
TransDigm Group Inc. 6.5% Due 07/15/2024
 
Corporate Bond 80,000 units
 
83,700

 
 
Vulcan Materials Company 7.15% Due 11/30/2037
 
Corporate Bond 70,000 units
 
83,650

 
 
GLP Capital, LP 5.375% Due 04/15/2026
 
Corporate Bond 80,000 units
 
83,432

 
 
Range Resources Corporation 5.875% Due 07/01/2022
 
Corporate Bond 80,000 units
 
83,200

 
 
Exide Technologies .0% Due 12/31/2049
 
Corporate Convertible Bond 159,468 units
 
82,923

 
 
Summit Materials, LLC 8.5% Due 04/15/2022
 
Corporate Bond 75,000 units
 
82,875

 
 
Carrizo Oil & Gas, Inc. 7.5% Due 09/15/2020
 
Corporate Bond 80,000 units
 
82,800

 
 
Halyard Health, Inc. 6.25% Due 10/15/2022
 
Corporate Bond 80,000 units
 
82,400

 
 
Oasis Petroleum Inc. 6.875% Due 03/15/2022
 
Corporate Bond 80,000 units
 
82,000

 
 
Gamestop Corporation 5.5% Due 10/01/2019
 
Corporate Bond 80,000 units
 
81,900

 
 
Felcor Lodging Ltd. Partnership 5.625 Due 03/01/2023
 
Corporate Bond 80,000 units
 
81,600

 
 
Land O'Lakes Capital Trust I 7.45% Due 03/15/2028
 
Corporate Bond 75,000 units
 
81,000

 
 
Calumet Specialty Products Partners, LP 6.5% Due 04/15/2021
 
Corporate Bond 95,000 units
 
80,513

 
 
Midcontinent Fixed 6.875% Due 08/15/2023
 
Corporate Bond 75,000 units
 
79,875

 
 
Briggs & Stratton Corporation 6.875% Due 12/15/2020
 
Corporate Bond 72,000 units
 
78,862

 
 
CCO Holdings LLC / CCO Holdings Capital Corporation 5.75% Due 02/15/2026
 
Corporate Bond 75,000 units
 
77,625

 
 
Hilton Domestic Operating Company Inc. 4.25% Due 09/01/2024
 
Corporate Bond 80,000 units
 
77,600

 
 
Flexi-Van Leasing, Inc. 7.875% Due 08/15/2018
 
Corporate Bond 85,000 units
 
77,350

 
 
Realogy Group LLC 4.875%
 
Corporate Bond 80,000 units
 
77,200

 
 
MGM Growth Properties LLC 4.5% Due 09/01/2026
 
Corporate Bond 80,000 units
 
76,800

 
 
Speedy Cash International 10.75% Due 05/15/2018
 
Corporate Bond 80,000 units
 
76,600

 
 
Endo Ltd. / Endo 6% Due 02/01/2025
 
Corporate Bond 90,000 units
 
75,375

 
 
Hologic, Inc. 5.25% Due 07/15/2022
 
Corporate Bond 70,000 units
 
73,675

 
 
Tenneco Inc. 5% Due 07/15/2026
 
Corporate Bond 75,000 units
 
73,594

 
 
Centene Corp 4.75% Due 01/15/2025
 
Corporate Bond 75,000 units
 
73,219

 
 
Callon Petroleum Company 6.125% Due 10/01/2024
 
Corporate Bond 70,000 units
 
72,100

 
 
MetroPCS Communications,, Inc. 6.625% Due 11/15/2020
 
Corporate Bond 70,000 units
 
71,575

 
 
L Brands Inc. 6.875% Due 11/01/2035
 
Corporate Bond 70,000 units
 
71,400

 
 
ZF North America Capital Inc. 4.75% Due 04/29/2025
 
Corporate Bond 70,000 units
 
71,225

 
 
Gamestop Corporation 6.75% Due 03/15/2021
 
Corporate Bond 70,000 units
 
70,525

 
 
Sabra Health Care REIT, Inc. 5.375% Due 06/01/2023
 
Corporate Bond 70,000 units
 
69,825

 
 
Hughes Satellite 6.5% Due 06/15/2019
 
Corporate Bond 64,000 units
 
69,600

 
 
Lamb Weston Holdings Inc. 4.875% Due 11/01/2026
 
Corporate Bond 70,000 units
 
69,256

 
 
EnLink Midstream, LLC 4.15% Due 06/01/2025
 
Corporate Bond 70,000 units
 
67,946

 
 
Standard Industries Inc. 5.125% Due 02/15/2021
 
Corporate Bond 65,000 units
 
67,763

 
 
TransDigm Group Inc. 6% Due 07/15/2022
 
Corporate Bond 65,000 units
 
67,600

 
 
Nexteer Automotive Group Ltd. 5.875% Due 11/15/2021
 
Corporate Bond 65,000 units
 
67,438

 
 
Hill-Rom Holdings, Inc. 5.75% Due 09/01/2023
 
Corporate Bond 65,000 units
 
67,113

 
 
Cogent Communications Group, Inc. 5.375% Due 03/01/2022
 
Corporate Bond 65,000 units
 
67,113

 
 
E*TRADE Financial Corporation 4.625% Due 09/15/2023
 
Corporate Bond 65,000 units
 
66,300

 
 
Ocwen Loan Servicing LLC 8.375% Due 11/15/2022
 
Corporate Bond 65,000 units
 
66,008

 
 
Calumet Specialty Products Partners, LP 7.625% Due 01/15/2022
 
Corporate Bond 75,000 units
 
63,563

 
 
Guitar Center, Inc. 6.5% Due 04/15/2019
 
Corporate Bond 70,000 units
 
63,525

 
 
Hanesbrands Inc. 4.625% Due 05/15/2024
 
Corporate Bond 65,000 units
 
63,050

 
 
Camelot Financial SA 7.875% Due 10/15/2024
 
Corporate Bond 60,000 units
 
62,100

 
 
Starwood Property Trust 5% Due 12/15/2021
 
Corporate Bond 60,000 units
 
60,804

 
 
Hospital Corporation of America 7.58% Due 09/15/2025
 
Corporate Bond 55,000 units
 
59,263

 
 
NCR Corporation 6.375% Due 12/15/2023
 
Corporate Bond 55,000 units
 
59,125

 
 
Vander Intermediate Holding Corporation 9.75% Due 02/01/2019
 
Corporate Bond 82,625 units
 
58,664

 
 
Hanesbrands Inc. 4.875% Due 05/15/2026
 
Corporate Bond 60,000 units
 
58,650

 
 
National Financial Partners Corporation 9% Due 07/15/2021
 
Corporate Bond 55,000 units
 
58,025

 
 
WCI Communities, Inc. 6.875% Due 08/15/2021
 
Corporate Bond 55,000 units
 
57,888

 
 
Matador Resources Company 6.875% Due 04/15/2023
 
Corporate Bond 55,000 units
 
57,750

 
 
Treehouse Foods, Inc. 6% Due 02/15/2024
 
Corporate Bond 55,000 units
 
57,750

 
 
Holly Energy Partners, LP 6% Due 08/01/2024
 
Corporate Bond 55,000 units
 
57,338

 
 
JDA Escrow LLC / JDA Bond Finance Inc. 7.375% Due 10/15/2024
 
Corporate Bond 55,000 units
 
57,063

 
 
MPT Operating Partnership LP 6.375% Due 02/15/2022
 
Corporate Bond 55,000 units
 
56,994

 
 
Level 3 Communications, Inc. 5.75% Due 12/01/2022
 
Corporate Bond 55,000 units
 
56,513

 
 
Meritor, Inc. 6.75% Due 06/15/2021
 
Corporate Bond 55,000 units
 
56,238

 
 
Ritchie Bros Auctioneers Inc. 5.375% Due 01/15/2025
 
Corporate Bond 55,000 units
 
56,100

 
 
PolyOne Corp 5.25% Due 03/15/2023
 
Corporate Bond 55,000 units
 
55,825

 
 
Gulfport Energy Corporation 6.375% Due 05/15/2025
 
Corporate Bond 55,000 units
 
55,699

 
 
The Fresh Market Inc. 9.75% Due 05/01/2023
 
Corporate Bond 65,000 units
 
55,575

 
 
Antero Midstream Partners LP 5.375 Due 9/15/2024
 
Corporate Bond 55,000 units
 
55,550

 
 
Optimas Oe 8.625% Due 06/01/2021
 
Corporate Bond 70,000 units
 
55,300

 
 
Sprint Nextel Corporation 9% Due 11/15/2018
 
Corporate Bond 50,000 units
 
55,125

 
 
First Quantum Minerals Ltd. 6.75% Due 02/15/2020
 
Corporate Bond 55,000 units
 
54,863

 
 
First Quality Finance Company Inc. 4.625% Due 05/15/2021
 
Corporate Bond 55,000 units
 
54,450

 
 
Springleaf Finance Corporation 8.25% Due 12/15/2020
 
Corporate Bond 50,000 units
 
54,375

 
 
Meritor, Inc. 6.25% Due 02/15/2024
 
Corporate Bond 55,000 units
 
53,900

 
 
Jaguar Holding Company II 6.375% Due 08/01/2023
 
Corporate Bond 50,000 units
 
53,500

 
 
Murphy Oil Corporation 6.875% Due 08/15/2024
 
Corporate Bond 50,000 units
 
53,250

 
 
RSP Permian, Inc. 6.625% Due 10/01/2022
 
Corporate Bond 50,000 units
 
52,875

 
 
Yum! Brands, Inc. 3.875% Due 11/01/2023
 
Corporate Bond 55,000 units
 
52,663

 
 
CenturyLink, Inc. 5.625% Due 04/01/2025
 
Corporate Bond 55,000 units
 
52,250

 
 
AerCap Ireland Capital 4.625% Due 10/30/2020
 
Corporate Bond 50,000 units
 
52,000

 
 
Goodyear Tire & Rubber Company 5.125% Due 11/15/2023
 
Corporate Bond 50,000 units
 
51,500

 
 
CCO Holdings LLC 5.125% Due 02/15/2023
 
Corporate Bond 50,000 units
 
51,375



 
United Rentals North America 4.625% Due 07/15/2023
 
Corporate Bond 50,000 units
 
51,000

 
 
Centene Corporation 4.75% Due 05/15/2022
 
Corporate Bond 50,000 units
 
50,500

 
 
Kindred Healthcare Inc. 8% Due 01/15/2020
 
Corporate Bond 50,000 units
 
49,750

 
 
Micron Technology, Inc. 5.625% Due 01/15/2026
 
Corporate Bond 50,000 units
 
49,563

 
 
Group 1 Automotive, Inc. 5.25% Due 12/15/2023
 
Corporate Bond 50,000 units
 
49,500

 
 
Netflix, Inc. 5.375% Due 02/01/2021
 
Corporate Bond 45,000 units
 
48,375

 
 
T-Mobile US, Inc. 6.375% Due 03/01/2025
 
Corporate Bond 45,000 units
 
48,094

 
 
Jones Energy Holdings, LLC / Jones Energy Finance Corporation 6.75% Due 04/01/2022
 
Corporate Bond 50,000 units
 
47,625

 
 
Equinix, Inc. 5.75% Due 01/01/2025
 
Corporate Bond 45,000 units
 
47,025

 
 
Onemain Financial Holdings, Inc. 6.75% Due 12/15/2019
 
Corporate Bond 45,000 units
 
46,913

 
 
TransDigm Group Inc. 6.375% Due 06/15/2026
 
Corporate Bond 45,000 units
 
46,215

 
 
Quorum Health Corporation 11.625% Due 04/15/2023
 
Corporate Bond 55,000 units
 
46,063

 
 
VEREIT Operating Partnership, LP 4.875% Due 06/01/2026
 
Corporate Bond 45,000 units
 
45,578

 
 
RSP Permian, Inc. 5.25% Due 01/15/2025
 
Corporate Bond 45,000 units
 
45,225

 
 
BMC East, LLC 5.5% Due 10/01/2024
 
Corporate Bond 45,000 units
 
44,888

 
 
Virgin Media Finance plc 5.5% Due 08/15/2026
 
Corporate Bond 45,000 units
 
44,888

 
 
MPT Operating Partnership LP 5.25% Due 08/01/2026
 
Corporate Bond 45,000 units
 
44,100

 
 
Allegheny Technologies Inc. 9.375% Due 06/01/2019
 
Corporate Bond 40,000 units
 
42,800

 
 
Tesoro Logistics LP 6.125% Due 10/15/2021
 
Corporate Bond 40,000 units
 
42,000

 
 
inVentiv Group Holdings, Inc. 7.5% Due 10/01/2024
 
Corporate Bond 40,000 units
 
41,896

 
 
Micron Technology, Inc. 5.875% Due 02/15/2022
 
Corporate Bond 40,000 units
 
41,700

 
 
CBRE Services, Inc. 5% Due 03/15/2023
 
Corporate Bond 40,000 units
 
41,264

 
 
VEREIT Operating Partnership, LP 4.125% Due 06/01/2021
 
Corporate Bond 40,000 units
 
40,600

 
 
Amerigas Partners 5.5% Due 05/20/2025
 
Corporate Bond 40,000 units
 
40,400

 
 
Genesis Energy, LP 5.75% Due 02/15/2021
 
Corporate Bond 40,000 units
 
40,400

 
 
Credit Acceptance Corp. Michigan 6.125% Due 02/15/2021
 
Corporate Bond 40,000 units
 
40,400

 
 
Cooper-Standard Automotive, Inc. 5.625% Due 11/15/2026
 
Corporate Bond 40,000 units
 
39,550

 
 
Ltd. Brands, Inc. 5.625% Due 02/15/2022
 
Corporate Bond 35,000 units
 
37,363

 
 
Tesoro Logistics LP 6.25% Due 10/15/2022
 
Corporate Bond 35,000 units
 
37,100

 
 
Tenet Healthcare Corporation 7.5% 01/01/2022
 
Corporate Bond 35,000 units
 
36,488

 
 
Penske Automotive Group, Inc. 5.75% Due 10/01/2022
 
Corporate Bond 35,000 units
 
36,050

 
 
PDC Energy Inc. 6.125% Due 09/15/2024
 
Corporate Bond 35,000 units
 
35,788

 
 
Acadia Healthcare 6.5% Due 03/01/2024
 
Corporate Bond 35,000 units
 
35,788

 
 
Nationstar Mortgage LLC 6.5% Due 08/01/2018
 
Corporate Bond 35,000 units
 
35,569

 
 
Tesoro Logistics LP 6.375% Due 05/01/2024
 
Corporate Bond 30,000 units
 
32,100

 
 
Spectrum Brands, Inc. 5.75% Due 07/15/2025
 
Corporate Bond 30,000 units
 
31,125

 
 
TRAC Intermodal 11% Due 08/15/2019
 
Corporate Bond 29,000 units
 
30,668

 
 
Brookfield 6.125% Due 07/01/2022
 
Corporate Bond 30,000 units
 
30,150

 
 
Netflix, Inc. 5.875% Due 02/15/2025
 
Corporate Bond 25,000 units
 
26,969

 
 
Qorvo, Inc. 7% Due 12/01/2025
 
Corporate Bond 20,000 units
 
22,150

 
 
PetroQuest Energy Inc.
 
Common and preferred stock 4,839 shares
 
16,017

 
 
Nielsen Company Luxembourg S.A.R.L. 5.5% Due 10/01/2021
 
Corporate Bond 15,000 units
 
15,600

 
 
Rex Energy Corporation
 
Common and preferred stock 13,800 shares
 
6,503

 
 
Exide Technologies 11% Due 04/30/2020
 
Corporate Bond 7,247 units
 
5,653

 
 
T-Mobile US, Inc. 6.464% Due 04/28/2019
 
Corporate Bond 5,000 units
 
5,088

 
 
VPI Escrow Corporation 6.375% Due 10/15/2020
 
Corporate Bond 5,000 units
 
4,295

 
 
Arch Coal Inc.
 
Common and preferred stock 34 shares
 
2,654

 
 
Exide Technologies
 
Common and preferred stock 2,430 shares
 
1,494

 
Total High Yield Asset Class
 
 
 
 
114,931,763

 
 
 
 
 
 
 
Inflation Protection Asset Class:
 
 
 
 
 
 
NT Collective Treasury Inflation/Protected Securities Index Fund - Non Lending*
 
Collective trust fund 490,255 units
 
67,351,214

 
Total Inflation Protection Asset Class
 
 
 
 
67,351,214

 
 
 
 
 
 
 
International Growth Asset Class:
 
 
 
 
 
 
MFS Institutional International Equity Fund
 
Mutual Fund 2,405,903 shares
 
48,743,594

 
 
Artisan International Fund*
 
Collective trust fund 2,497,358 units
 
45,252,125

 
 
NT Collective EAFE Index Fund - Non Lending*
 
Collective trust fund 18,468 units
 
4,802,546

 
Total International Growth Asset Class
 
 
 
 
98,798,265

 
 
 
 
 
 
 
International Index Asset Class:
 
 
 
 
 
 
NT Collective All Country World Index (ACWI) Ex/US Fund - Non Lending*
 
Collective trust fund 803,233 units
 
100,323,863

 
Total International Index Asset Class
 
 
 
 
100,323,863

 
 
 
 
 
 
 
International Value Asset Class:
 
 
 
 
 
 
Dodge & Cox International Fund
 
Mutual Fund 3,134,272 shares
 
119,415,781

 
 
Altrinsic International Equity Fund Class C*
 
Collective trust fund 11,791,960 units
 
114,586,013

 
 
NT Collective EAFE Index Fund - Non Lending*
 
Collective trust fund 97,070 units
 
25,242,136

 
Total International Value Asset Class
 
 
 
 
259,243,930

 
 
 
 
 
 
 
Large Cap Growth Asset Class:
 
 
 
 
 
 
NT Collective Russell 1000 Growth Index Fund - Non Lending*
 
Collective trust fund 74,388 units
 
23,556,793

 
 
Visa Inc. Class A
 
Common and preferred stock 252,560 shares
 
19,704,731

 
 
Amazon.com, Inc.
 
Common and preferred stock 20,744 shares
 
15,555,303

 
 
Facebook, Inc.
 
Common and preferred stock 117,353 shares
 
13,501,463

 
 
The Priceline Group Inc.
 
Common and preferred stock 8,273 shares
 
12,128,714

 
 
Alphabet Inc. Class A
 
Common and preferred stock 12,710 shares
 
10,072,040

 
 
NT Collective Short Term Investment Fund*
 
Collective trust fund 9,541,158 units
 
9,541,158

 
 
Apple Inc.
 
Common and preferred stock 79,190 shares
 
9,171,786

 
 
salesforce.com, inc.
 
Common and preferred stock 126,531 shares
 
8,662,312

 
 
Chipotle Mexican Grill, Inc.
 
Common and preferred stock 17,856 shares
 
6,737,426

 
 
Netflix, Inc.
 
Common and preferred stock 53,106 shares
 
6,574,523

 
 
Regeneron Pharmaceuticals, Inc.
 
Common and preferred stock 17,603 shares
 
6,461,885

 
 
FleetCor Technologies, Inc.
 
Common and preferred stock 44,723 shares
 
6,329,199

 
 
Alphabet Inc. Class C
 
Common and preferred stock 7,410 shares
 
5,719,186

 
 
Edwards Lifesciences Corporation
 
Common and preferred stock 56,341 shares
 
5,279,152

 
 
The Charles Schwab Corporation
 
Common and preferred stock 132,100 shares
 
5,213,987

 
 
Schlumberger Ltd.
 
Common and preferred stock 59,939 shares
 
5,031,879

 
 
Microsoft Corporation
 
Common and preferred stock 73,700 shares
 
4,579,718

 
 
Mondelez International, Inc.
 
Common and preferred stock 101,160 shares
 
4,484,423

 
 
Ecolab Inc.
 
Common and preferred stock 37,870 shares
 
4,439,121

 
 
Automatic Data Processing, Inc.
 
Common and preferred stock 43,092 shares
 
4,428,996

 
 
Alexion Pharmaceuticals, Inc.
 
Common and preferred stock 34,800 shares
 
4,257,780

 
 
Colgate-Palmolive Company
 
Common and preferred stock 64,780 shares
 
4,239,203

 
 
Core Laboratories N.V.
 
Common and preferred stock 34,765 shares
 
4,173,191

 
 
Nike, Inc. Class B
 
Common and preferred stock 79,942 shares
 
4,063,452

 
 
Whole Foods Market, Inc.
 
Common and preferred stock 126,665 shares
 
3,896,215

 
 
Alibaba Group Holding Ltd.
 
Common and preferred stock 44,300 shares
 
3,889,983

 
 
Adobe Systems Inc.
 
Common and preferred stock 37,600 shares
 
3,870,920

 
 
Lowes Companies, Inc.
 
Common and preferred stock 53,460 shares
 
3,802,075

 
 
SAP SE
 
Common and preferred stock 43,937 shares
 
3,797,475

 
 
Alliance Data Systems Corporation
 
Common and preferred stock 15,977 shares
 
3,650,745

 
 
Red Hat, Inc.
 
Common and preferred stock 51,145 shares
 
3,564,807

 
 
Starbucks Corporation
 
Common and preferred stock 64,049 shares
 
3,556,000

 
 
Equinix Inc.
 
Common and preferred stock 9,880 shares
 
3,531,211

 
 
Novo Nordisk A-S
 
Common and preferred stock 95,641 shares
 
3,429,686

 
 
Biogen Inc.
 
Common and preferred stock 11,650 shares
 
3,303,707



 
Biomarin Pharmaceutical Inc.
 
Common and preferred stock 38,500 shares
 
3,189,340

 
 
Cerner Corporation
 
Common and preferred stock 66,443 shares
 
3,147,405

 
 
Ulta Salon, Cosmetics & Fragrance, Inc.
 
Common and preferred stock 12,180 shares
 
3,105,169

 
 
Mastercard Inc. Class A
 
Common and preferred stock 29,011 shares
 
2,995,386

 
 
Monster Beverage Corp
 
Common and preferred stock 66,200 shares
 
2,935,308

 
 
Illumina, Inc.
 
Common and preferred stock 22,900 shares
 
2,932,116

 
 
Baidu, Inc.

 
Common and preferred stock 17,200 shares
 
2,827,852



 
Procter & Gamble Company
 
Common and preferred stock 32,336 shares
 
2,718,811

 
 
TJX Companies, Inc.
 
Common and preferred stock 34,980 shares
 
2,628,047

 
 
State Street Corporation
 
Common and preferred stock 32,823 shares
 
2,551,004

 
 
Splunk Inc.
 
Common and preferred stock 49,500 shares
 
2,531,925

 
 
FedEx Corporation
 
Common and preferred stock 13,241 shares
 
2,465,474

 
 
Lam Resh Corporation
 
Common and preferred stock 23,032 shares
 
2,435,173

 
 
Caterpillar Inc.
 
Common and preferred stock 25,600 shares
 
2,374,144

 
 
Kansas City Southern
 
Common and preferred stock 27,898 shares
 
2,367,145

 
 
Celgene Corporation
 
Common and preferred stock 20,075 shares
 
2,323,681

 
 
UnitedHealth Group Inc.
 
Common and preferred stock 14,420 shares
 
2,307,777

 
 
Incyte Corporation
 
Common and preferred stock 22,700 shares
 
2,276,129

 
 
Palo Alto Networks, Inc.
 
Common and preferred stock 18,200 shares
 
2,275,910

 
 
Delta Air Lines, Inc.
 
Common and preferred stock 45,900 shares
 
2,257,821

 
 
Thermo Fisher Corporation
 
Common and preferred stock 15,574 shares
 
2,197,491

 
 
Intuitive Surgical, Inc.
 
Common and preferred stock 3,323 shares
 
2,107,347

 
 
Pioneer Natural Resources
 
Common and preferred stock 11,408 shares
 
2,054,239

 
 
Royal Caribbean Cruises Ltd.
 
Common and preferred stock 24,800 shares
 
2,034,592

 
 
Masco Corporation
 
Common and preferred stock 62,200 shares
 
1,966,764

 
 
Diamondback Energy Inc.
 
Common and preferred stock 19,406 shares
 
1,961,170

 
 
Mobileye N.V.
 
Common and preferred stock 51,100 shares
 
1,947,932

 
 
athenahealth, Inc.
 
Common and preferred stock 18,500 shares
 
1,945,645

 
 
Kraft Heinz Foods Company
 
Common and preferred stock 22,000 shares
 
1,921,040

 
 
NXP Semiconductors N.V.
 
Common and preferred stock 17,726 shares
 
1,737,325

 
 
Broadcom Ltd.
 
Common and preferred stock 9,788 shares
 
1,730,225

 
 
Micron Technology, Inc.
 
Common and preferred stock 74,000 shares
 
1,622,080

 
 
Fidelity National Information Services Inc.
 
Common and preferred stock 20,970 shares
 
1,586,171

 
 
Applied Materials, Inc.
 
Common and preferred stock 48,800 shares
 
1,574,776

 
 
ServiceNow, Inc.
 
Common and preferred stock 20,700 shares
 
1,538,838

 
 
Newell Rubbermaid Inc.
 
Common and preferred stock 34,100 shares
 
1,522,565

 
 
CME Group Inc.
 
Common and preferred stock 12,478 shares
 
1,439,337

 
 
CSX Corporation
 
Common and preferred stock 40,000 shares
 
1,437,200

 
 
Citizens Financial Group, Inc.
 
Common and preferred stock 40,100 shares
 
1,428,763

 
 
Panera Bread Company Class A
 
Common and preferred stock 6,958 shares
 
1,427,016

 
 
Wynn Resorts, Ltd.
 
Common and preferred stock 16,382 shares
 
1,417,207

 
 
Analog Devices, Inc.
 
Common and preferred stock 19,200 shares
 
1,394,304

 
 
S&P Global Inc.
 
Common and preferred stock 12,918 shares
 
1,389,202

 
 
Dollar Tree, Inc.
 
Common and preferred stock 17,223 shares
 
1,329,271

 
 
Albemarle Corporation
 
Common and preferred stock 14,593 shares
 
1,256,165

 
 
Dexcom, Inc.
 
Common and preferred stock 20,162 shares
 
1,203,671

 
 
Kellogg Company
 
Common and preferred stock 15,728 shares
 
1,159,311

 
 
Vantiv, Inc.
 
Common and preferred stock 18,600 shares
 
1,108,932

 
 
Deere & Company
 
Common and preferred stock 10,600 shares
 
1,092,224

 
 
eBay Inc.
 
Common and preferred stock 36,500 shares
 
1,083,685

 
 
LendingClub Corporation
 
Common and preferred stock 179,800 shares
 
943,950

 
 
Under Armour, Inc. Class A
 
Common and preferred stock 32,400 shares
 
941,220

 
 
Nordstrom, Inc.
 
Common and preferred stock 19,500 shares
 
934,635

 
 
L3 Technologies Inc.
 
Common and preferred stock 5,500 shares
 
836,605

 
 
Under Armour, Inc. Class C
 
Common and preferred stock 32,547 shares
 
819,208

 
 
Halliburton Company
 
Common and preferred stock 14,800 shares
 
800,532

 
 
Pinnacle Foods Inc.
 
Common and preferred stock 11,100 shares
 
593,295

 
 
CBS Corporation Class B
 
Common and preferred stock 8,400 shares
 
534,408

 
Total Large Cap Growth Asset Class
 
 
 
 
350,864,203

 
 
 
 
 
 
 
Large Cap Index Asset Class:
 
 
 
 
 
 
NT Collective S&P 500 Index Fund – Non Lending*
 
Collective trust fund 111,199 units
 
835,809,943

 
Total Large Cap Index Asset Class
 
 
 
 
835,809,943

 
 
 
 
 
 
 
Large Cap Value Asset Class:
 
 
 
 
 
 
NT Collective Russell 1000 Value Index Fund - Non Lending*
 
Collective trust fund 26,896 units
 
8,535,037

 
 
Oracle Corporation
 
Common and preferred stock 185,876 shares
 
7,146,930

 
 
National Oilwell Varco, Inc.
 
Common and preferred stock 183,378 shares
 
6,865,672

 
 
Bank of New York Mellon Corporation
 
Common and preferred stock 96,194 shares
 
4,557,672

 
 
Anthem Inc.
 
Common and preferred stock 31,633 shares
 
4,547,876

 
 
Time Warner Inc.
 
Common and preferred stock 45,403 shares
 
4,382,752

 
 
Axis Capital Holdings Ltd.
 
Common and preferred stock 66,710 shares
 
4,354,162

 
 
NT Collective Short Term Investment Fund*
 
Collective trust fund 4,227,469 units
 
4,227,469

 
 
Swiss Re AG
 
Common and preferred stock 44,416 shares
 
4,217,193

 
 
CVS Health Corporation
 
Common and preferred stock 48,561 shares
 
3,831,949

 
 
Bank of America Corporation*
 
Common and preferred stock 173,000 shares
 
3,823,300

 
 
McKesson Corporation
 
Common and preferred stock 26,892 shares
 
3,776,981

 
 
Capital One Financial Corporation
 
Common and preferred stock 42,200 shares
 
3,681,528

 
 
The Charles Schwab Corporation
 
Common and preferred stock 91,500 shares
 
3,611,505

 
 
Wells Fargo & Company*
 
Common and preferred stock 65,000 shares
 
3,582,150

 
 
Everest Re Group
 
Common and preferred stock 16,482 shares
 
3,566,705

 
 
AmerisourceBergen Corporation
 
Common and preferred stock 44,421 shares
 
3,473,278

 
 
Cisco Systems, Inc.
 
Common and preferred stock 114,225 shares
 
3,451,880

 
 
State Street Corporation
 
Common and preferred stock 43,187 shares
 
3,356,494

 
 
Discovery Communications, Inc. Series C
 
Common and preferred stock 122,560 shares
 
3,282,157

 
 
Hewlett Packard Enterprise Company
 
Common and preferred stock 140,000 shares
 
3,239,600

 
 
GKN plc
 
Common and preferred stock 790,110 shares
 
3,238,385

 
 
Hilton Worldwide Holdings Inc.
 
Common and preferred stock 118,063 shares
 
3,211,314

 
 
The Goldman Sachs Group, Inc.
 
Common and preferred stock 13,200 shares
 
3,160,740

 
 
Visa Inc. Class A
 
Common and preferred stock 39,028 shares
 
3,044,965

 
 
Cardinal Health, Inc.
 
Common and preferred stock 39,841 shares
 
2,867,357

 
 
Charter Communications, Inc. Class A
 
Common and preferred stock 9,922 shares
 
2,856,742

 
 
Mastercard Inc. Class A
 
Common and preferred stock 27,001 shares
 
2,787,853

 
 
Sanofi-Aventis
 
Common and preferred stock 68,000 shares
 
2,749,920

 
 
Qorvo, Inc.
 
Common and preferred stock 49,375 shares
 
2,603,544

 
 
Skyworks Solutions Inc.
 
Common and preferred stock 33,884 shares
 
2,529,779

 
 
Comcast Corporation Class A
 
Common and preferred stock 36,500 shares
 
2,520,325

 
 
Microsoft Corporation
 
Common and preferred stock 40,000 shares
 
2,485,600

 
 
UnitedHealth Group Inc.
 
Common and preferred stock 15,350 shares
 
2,456,614

 
 
Novartis AG
 
Common and preferred stock 33,000 shares
 
2,403,720

 
 
Boeing Company
 
Common and preferred stock 15,195 shares
 
2,365,558

 
 
J.P. Morgan Chase & Company*
 
Common and preferred stock 26,100 shares
 
2,252,169

 
 
CBRE Group Inc. Class A
 
Common and preferred stock 69,473 shares
 
2,187,705

 
 
Schlumberger Ltd.
 
Common and preferred stock 25,500 shares
 
2,140,725

 
 
Alphabet Inc. Class C
 
Common and preferred stock 2,759 shares
 
2,129,451

 
 
MetLife, Inc.*
 
Common and preferred stock 39,200 shares
 
2,112,488

 
 
FedEx Corporation
 
Common and preferred stock 11,000 shares
 
2,048,200

 
 
Franklin Resources, Inc.
 
Common and preferred stock 50,624 shares
 
2,003,698

 
 
InterContinental Hotels Group plc
 
Common and preferred stock 44,722 shares
 
1,982,526

 
 
American Express Company
 
Common and preferred stock 26,700 shares
 
1,977,936

 
 
Twenty-First Century Fox, Inc. Class A
 
Common and preferred stock 64,500 shares
 
1,808,580

 
 
Walt Disney Company
 
Common and preferred stock 16,651 shares
 
1,735,367

 
 
Cigna Corporation
 
Common and preferred stock 12,800 shares
 
1,707,392

 
 
Apache Corporation
 
Common and preferred stock 26,500 shares
 
1,681,955

 
 
Aetna Inc.
 
Common and preferred stock 13,399 shares
 
1,661,610

 
 
Hewlett-Packard, Inc.
 
Common and preferred stock 111,300 shares
 
1,651,692

 
 
Fossil Group, Inc.
 
Common and preferred stock 62,820 shares
 
1,624,525

 
 
Baker Hughes Inc. 7.5% Due 11/15/2018
 
Common and preferred stock 25,000 shares
 
1,624,250

 
 
Wal-Mart Stores, Inc.
 
Common and preferred stock 21,700 shares
 
1,499,904

 
 
Parker-Hannifin Corporation
 
Common and preferred stock 10,521 shares
 
1,472,940

 
 
Roche Holdings Ltd.
 
Common and preferred stock 48,900 shares
 
1,395,117

 
 
Union Pacific Corporation
 
Common and preferred stock 13,450 shares
 
1,394,496

 
 
Sabre Corporation
 
Common and preferred stock 55,146 shares
 
1,375,893

 
 
Express Scripts Holding Company
 
Common and preferred stock 19,800 shares
 
1,362,042

 
 
Sprint Corporation
 
Common and preferred stock 150,092 shares
 
1,263,775

 
 
Anadarko Petroleum Corporation
 
Common and preferred stock 17,000 shares
 
1,185,410

 
 
AstraZeneca plc
 
Common and preferred stock 41,500 shares
 
1,133,780

 
 
Bristol-Myers Squibb Company
 
Common and preferred stock 19,000 shares
 
1,110,360

 
 
The Priceline Group Inc.
 
Common and preferred stock 750 shares
 
1,099,545

 
 
TE Connectivity Ltd.
 
Common and preferred stock 15,650 shares
 
1,084,232

 
 
BB&T Corporation
 
Common and preferred stock 23,000 shares
 
1,081,460

 
 
Celanese Corporation
 
Common and preferred stock 12,500 shares
 
984,250

 
 
Dish Network Corporation Class A
 
Common and preferred stock 15,000 shares
 
868,950

 
 
Corning Inc.
 
Common and preferred stock 35,000 shares
 
849,450

 
 
Merck & Co., Inc.
 
Common and preferred stock 14,100 shares
 
830,067

 
 
NetApp, Inc.
 
Common and preferred stock 22,600 shares
 
797,102

 
 
Maxim Integrated Products, Inc.
 
Common and preferred stock 19,800 shares
 
763,686

 
 
Concho Resources Inc.
 
Common and preferred stock 5,700 shares
 
755,820

 
 
Medtronic plc
 
Common and preferred stock 10,500 shares
 
747,915

 
 
Synopsys, Inc.
 
Common and preferred stock 12,700 shares
 
747,522

 
 
Johnson Controls International plc
 
Common and preferred stock 18,055 shares
 
743,685

 
 
Target Corporation
 
Common and preferred stock 10,100 shares
 
729,523

 
 
VMware Inc. Class A
 
Common and preferred stock 9,050 shares
 
712,507

 
 
Dell Technologies Inc. Class V
 
Common and preferred stock 12,384 shares
 
680,748

 
 
Aegon N.V.*
 
Common and preferred stock 99,400 shares
 
549,682

 
 
Harley-Davidson
 
Common and preferred stock 8,800 shares
 
513,392

 
 
Coach, Inc.
 
Common and preferred stock 14,200 shares
 
497,284

 
 
Danaher Corporation
 
Common and preferred stock 6,300 shares
 
490,392

 
 
Liberty Interactive Corporation
 
Common and preferred stock 20,500 shares
 
409,590

 
 
Twenty-First Century Fox, Inc. Class B
 
Common and preferred stock 13,800 shares
 
376,050

 
 
Zayo Group Holdings Inc.
 
Common and preferred stock 11,300 shares
 
371,318

 
 
Juniper Networks, Inc.
 
Common and preferred stock 7,600 shares
 
214,776

 
 
Alphabet Inc. Class A
 
Common and preferred stock 250 shares
 
198,113

 
 
Weatherford International Ltd.
 
Common and preferred stock 39,700 shares
 
198,103

 
 
Alnylam Pharmaceuticals, Inc.
 
Common and preferred stock 5,000 shares
 
187,200

 
 
Symantec Corporation
 
Common and preferred stock 5,200 shares
 
124,228

 
 
Adient plc
 
Common and preferred stock 1,805 shares
 
105,773

 
 
News Corporation Class A
 
Common and preferred stock 7,900 shares
 
90,534

 
Total Large Cap Value Asset Class
 
 
 
 
196,121,589

 
 
 
 
 
 
 
Participant Self-Directed Accounts
 
Various Investments
 
319,185,084

 
 
 
 
 
 
 
319,185,084

Real Estate Investment Trust (REIT) Asset Class:
 
 
 
 
 
 
Vanguard Specialized Portfolios REIT Index Fund Institutional Class
 
Mutual Fund 7,422,730 shares
 
134,277,192

 
 
NT Collective Short Term Investment Fund*
 
Collective trust fund 6,168,143 units
 
6,168,143

 
Total Real Estate Investment Trust (REIT) Asset Class
 
 
 
 
140,445,335

 
 
 
 
 
 
 
Small-Mid Cap Growth Asset Class:
 
 
 
 
 
 
NT Collective Russell 2000 Growth Index Fund - Non Lending*
 
Collective trust fund 14,539 units
 
4,083,721



 
NT Collective Short Term Investment Fund*
 
Collective trust fund 2,044,504 units
 
2,044,504

 
 
Spirit Airlines, Inc.
 
Common and preferred stock 26,115 shares
 
1,511,013

 
 
Knight Transportation, Inc.
 
Common and preferred stock 43,107 shares
 
1,424,686

 
 
Cornerstone OnDemand, Inc.
 
Common and preferred stock 32,206 shares
 
1,362,636

 
 
Ultimate Software Group, Inc.
 
Common and preferred stock 6,866 shares
 
1,252,015

 
 
Copart, Inc.
 
Common and preferred stock 22,243 shares
 
1,232,485

 
 
Idexx Laboratories, Inc.
 
Common and preferred stock 10,100 shares
 
1,184,427

 
 
Mobileye N.V.
 
Common and preferred stock 30,295 shares
 
1,154,845

 
 
Cavium, Inc.
 
Common and preferred stock 14,550 shares
 
908,502

 
 
WellCare Health Plans, Inc.
 
Common and preferred stock 6,300 shares
 
863,604

 
 
O'Reilly Automotive, Inc.
 
Common and preferred stock 3,099 shares
 
862,793

 
 
Micron Technology, Inc.
 
Common and preferred stock 37,350 shares
 
818,712

 
 
BorgWarner Inc.
 
Common and preferred stock 20,700 shares
 
816,408

 
 
Waste Connections Inc.
 
Common and preferred stock 10,380 shares
 
815,764

 
 
ServiceNow, Inc.
 
Common and preferred stock 10,660 shares
 
792,464

 
 
Bank of Hawaii Corporation
 
Common and preferred stock 8,845 shares
 
784,463

 
 
CommScope Holding Company, Inc.
 
Common and preferred stock 20,450 shares
 
760,740

 
 
Align Technology, Inc.
 
Common and preferred stock 7,790 shares
 
748,853

 
 
Middleby Corporation
 
Common and preferred stock 5,800 shares
 
747,098

 
 
Royal Caribbean Cruises Ltd.
 
Common and preferred stock 9,000 shares
 
738,360

 
 
Burlington Stores, Inc.
 
Common and preferred stock 8,656 shares
 
733,596

 
 
Tenneco Inc.
 
Common and preferred stock 11,600 shares
 
724,652

 
 
Seattle Genetics, Inc.
 
Common and preferred stock 13,608 shares
 
718,094

 
 
Zions Bancorporation
 
Common and preferred stock 16,300 shares
 
701,552

 
 
ICON Public Ltd. Company
 
Common and preferred stock 9,162 shares
 
688,982

 
 
Monro Muffler Brake, Inc.
 
Common and preferred stock 11,995 shares
 
686,114

 
 
Pinnacle Financial Partners
 
Common and preferred stock 9,764 shares
 
676,645

 
 
Stamps.com Inc.
 
Common and preferred stock 5,900 shares
 
676,435

 
 
E*TRADE Financial Corporation
 
Common and preferred stock 18,600 shares
 
644,490

 
 
MEDNAX, Inc.
 
Common and preferred stock 9,511 shares
 
634,003

 
 
Ollie's Bargain Outlet Holdings Inc.
 
Common and preferred stock 22,220 shares
 
632,159

 
 
AMETEK, Inc.
 
Common and preferred stock 13,000 shares
 
631,800

 
 
Vail Resorts Inc.
 
Common and preferred stock 3,800 shares
 
612,978

 
 
Newfield Exploration Company
 
Common and preferred stock 15,100 shares
 
611,550

 
 
MakeMyTrip Ltd.
 
Common and preferred stock 27,523 shares
 
611,011

 
 
Healthequity, Inc.
 
Common and preferred stock 14,567 shares
 
590,255

 
 
HEICO Corporation Class A
 
Common and preferred stock 8,674 shares
 
588,965

 
 
Balchem Corporation
 
Common and preferred stock 6,949 shares
 
583,160

 
 
First Republic Bank
 
Common and preferred stock 6,200 shares
 
571,268

 
 
Eagle Bancorp, Inc.
 
Common and preferred stock 9,363 shares
 
570,675

 
 
Snyder's-Lance Inc.
 
Common and preferred stock 14,800 shares
 
567,432

 
 
Ulta Salon, Cosmetics & Fragrance, Inc.
 
Common and preferred stock 2,200 shares
 
560,868

 
 
Zumiez Inc.
 
Common and preferred stock 25,354 shares
 
553,985

 
 
Monolithic Power Systems, Inc.
 
Common and preferred stock 6,531 shares
 
535,085

 
 
Wayfair Inc. Class A
 
Common and preferred stock 15,247 shares
 
534,407

 
 
Luxoft Holding Inc.
 
Common and preferred stock 9,475 shares
 
532,495

 
 
NuVasive, Inc.
 
Common and preferred stock 7,900 shares
 
532,144

 
 
The Ensign Group, Inc.
 
Common and preferred stock 23,855 shares
 
529,820

 
 
Echo Global Logistics, Inc.
 
Common and preferred stock 20,699 shares
 
518,510

 
 
Five Below, Inc.
 
Common and preferred stock 12,957 shares
 
517,762

 
 
Allegiant Travel Company
 
Common and preferred stock 3,060 shares
 
509,184

 
 
Texas Capital Bancshares, Inc.
 
Common and preferred stock 6,411 shares
 
502,622

 
 
Glacier Bancorp, Inc.
 
Common and preferred stock 13,699 shares
 
496,315

 
 
Fiesta Restaurant Group Inc.
 
Common and preferred stock 16,596 shares
 
495,391

 
 
Genesee & Wyoming Inc. Class A
 
Common and preferred stock 7,100 shares
 
492,811

 
 
Zendesk, Inc.
 
Common and preferred stock 23,203 shares
 
491,904

 
 
Envestnet, Inc.
 
Common and preferred stock 13,935 shares
 
491,209

 
 
Nevro Corporation
 
Common and preferred stock 6,626 shares
 
481,445

 
 
MSC Industrial Direct Co., Inc. Class A
 
Common and preferred stock 5,211 shares
 
481,444

 
 
Callidus Software Inc.
 
Common and preferred stock 28,350 shares
 
476,280

 
 
RingCentral, Inc. Class A
 
Common and preferred stock 23,050 shares
 
474,830

 
 
Albemarle Corporation
 
Common and preferred stock 5,400 shares
 
464,832

 
 
The Chefs' Warehouse Holdings, Inc.
 
Common and preferred stock 29,128 shares
 
460,222

 
 
Universal Display Corporation
 
Common and preferred stock 7,343 shares
 
413,411

 
 
Stantec Inc.
 
Common and preferred stock 16,311 shares
 
411,853

 
 
iRobot Corporation
 
Common and preferred stock 7,000 shares
 
409,150

 
 
TESARO Inc.
 
Common and preferred stock 3,000 shares
 
403,440

 
 
Imax Corp
 
Common and preferred stock 12,400 shares
 
389,360

 
 
Square Inc. Class A
 
Common and preferred stock 28,183 shares
 
384,134

 
 
Diamondback Energy Inc.
 
Common and preferred stock 3,800 shares
 
384,028

 
 
HubSpot, Inc.
 
Common and preferred stock 7,991 shares
 
375,577

 
 
U.S. Concrete, Inc.
 
Common and preferred stock 5,648 shares
 
369,944

 
 
CommVault Systems, Inc.
 
Common and preferred stock 7,000 shares
 
359,800

 
 
Radian Group Inc.
 
Common and preferred stock 19,600 shares
 
352,408

 
 
Exlservice Holdings, Inc.
 
Common and preferred stock 6,971 shares
 
351,617

 
 
Vocera Communications Inc.
 
Common and preferred stock 18,900 shares
 
349,461

 
 
Cyber-Ark Software Inc.
 
Common and preferred stock 7,560 shares
 
343,980

 
 
Booz Allen Hamilton Holding Corporation Class A
 
Common and preferred stock 9,500 shares
 
342,665

 
 
Cognex Corporation
 
Common and preferred stock 5,300 shares
 
337,186

 
 
SPS Commerce, Inc.
 
Common and preferred stock 4,784 shares
 
334,354

 
 
Nordstrom, Inc.
 
Common and preferred stock 6,900 shares
 
330,717

 
 
Mettler-Toledo International Inc.
 
Common and preferred stock 780 shares
 
326,477

 
 
Take Two Interactive Software Inc.
 
Common and preferred stock 6,600 shares
 
325,314

 
 
U.S. Silica Holdings Inc.
 
Common and preferred stock 5,700 shares
 
323,076

 
 
HealthSouth Corporation
 
Common and preferred stock 7,800 shares
 
321,672

 
 
Inter Parfums, Inc.
 
Common and preferred stock 9,700 shares
 
317,675

 
 
MINDBODY Inc. Class A
 
Common and preferred stock 14,500 shares
 
308,850

 
 
Five9 Inc.
 
Common and preferred stock 21,755 shares
 
308,703

 
 
Proofpoint, Inc.
 
Common and preferred stock 4,336 shares
 
306,338

 
 
Chuy's Holdings, Inc.
 
Common and preferred stock 9,301 shares
 
301,817

 
 
Comerica Inc.
 
Common and preferred stock 4,400 shares
 
299,684

 
 
K2M Group Holdings, Inc.
 
Common and preferred stock 14,489 shares
 
290,360

 
 
Trimble Inc.
 
Common and preferred stock 9,350 shares
 
281,903

 
 
MKS Instruments, Inc.
 
Common and preferred stock 4,500 shares
 
267,300

 
 
Panera Bread Company Class A
 
Common and preferred stock 1,300 shares
 
266,617

 
 
Coherent, Inc.
 
Common and preferred stock 1,847 shares
 
253,750

 
 
Cimpress N.V.
 
Common and preferred stock 2,742 shares
 
251,195

 
 
Dycom Industries, Inc.
 
Common and preferred stock 3,118 shares
 
250,344

 
 
Vantiv, Inc.
 
Common and preferred stock 4,000 shares
 
238,480

 
 
ABIOMED, Inc.
 
Common and preferred stock 2,100 shares
 
236,628

 
 
Intra-Cellular Therapies, Inc.
 
Common and preferred stock 15,565 shares
 
234,876

 
 
Grubhub Inc.
 
Common and preferred stock 6,200 shares
 
233,244

 
 
Match Group Inc.
 
Common and preferred stock 13,500 shares
 
230,850

 
 
Norwegian Cruise Line Holdings Ltd.
 
Common and preferred stock 5,300 shares
 
225,409

 
 
FactSet Research Systems, Inc.
 
Common and preferred stock 1,365 shares
 
223,082

 
 
Power Integrations, Inc.
 
Common and preferred stock 3,264 shares
 
221,462

 
 
Mercury Systems, Inc.
 
Common and preferred stock 7,000 shares
 
211,540

 
 
Paylocity Corporation
 
Common and preferred stock 6,978 shares
 
209,410

 
 
Shopify Inc.
 
Common and preferred stock 4,760 shares
 
204,061

 
 
Dave & Buster's Entertainment, Inc.
 
Common and preferred stock 3,600 shares
 
202,680

 
 
Zoe's Kitchen, Inc.
 
Common and preferred stock 8,209 shares
 
196,934

 
 
Jack in the Box Inc.
 
Common and preferred stock 1,700 shares
 
189,788

 
 
HFF, Inc. Class A
 
Common and preferred stock 6,184 shares
 
187,066

 
 
Coherus Biosciences, Inc.
 
Common and preferred stock 6,468 shares
 
182,074

 
 
Lexicon Pharmaceuticals, Inc.
 
Common and preferred stock 13,035 shares
 
180,274

 
 
CACI International Inc.
 
Common and preferred stock 1,400 shares
 
174,020

 
 
Microsemi Corporation
 
Common and preferred stock 3,200 shares
 
172,704

 
 
Wabash National Corporation
 
Common and preferred stock 10,500 shares
 
166,110

 
 
Parsley Energy Inc. Class A
 
Common and preferred stock 4,700 shares
 
165,628

 
 
PVH Corporation
 
Common and preferred stock 1,800 shares
 
162,432

 
 
Whiting Petroleum Corporation
 
Common and preferred stock 13,000 shares
 
156,260

 
 
ViaSat, Inc.
 
Common and preferred stock 2,340 shares
 
154,955

 
 
Cytokinetics, Inc.
 
Common and preferred stock 12,554 shares
 
152,531

 
 
Expedia, Inc.
 
Common and preferred stock 1,300 shares
 
147,264

 
 
Flexion Therapeutics Inc.
 
Common and preferred stock 7,742 shares
 
147,253

 
 
Ultragenyx Pharmaceutical Inc.
 
Common and preferred stock 2,000 shares
 
140,620

 
 
Shutterstock, Inc.
 
Common and preferred stock 2,894 shares
 
137,523

 
 
Globant SA
 
Common and preferred stock 4,086 shares
 
136,268

 
 
ChemoCentryx, Inc.
 
Common and preferred stock 17,253 shares
 
127,672

 
 
Exact Sciences Corporation
 
Common and preferred stock 9,509 shares
 
127,040

 
 
Fluidigm Corporation
 
Common and preferred stock 15,914 shares
 
115,854

 
 
bluebird bio Inc.
 
Common and preferred stock 1,800 shares
 
111,060

 
 
Trupanion, Inc.
 
Common and preferred stock 7,088 shares
 
110,006

 
 
Neurocrine Biosciences, Inc.
 
Common and preferred stock 2,500 shares
 
96,750

 
 
Inovio Pharmaceuticals, Inc.
 
Common and preferred stock 13,844 shares
 
96,077

 
 
Sangamo Biosciences, Inc.
 
Common and preferred stock 30,313 shares
 
92,455

 
 
Tetra Tech, Inc.
 
Common and preferred stock 2,142 shares
 
92,427

 
 
WPX Energy Inc.
 
Common and preferred stock 6,138 shares
 
89,431

 
 
Argos Therapeutics, Inc.
 
Common and preferred stock 16,023 shares
 
78,513

 
 
Papa Murphy's Holdings, Inc.
 
Common and preferred stock 15,662 shares
 
66,094

 
 
Dril-Quip, Inc.
 
Common and preferred stock 1,081 shares
 
64,914

 
 
EP Energy Corporation Class A
 
Common and preferred stock 9,438 shares
 
61,819

 
 
Esperion Therapeutics, Inc.
 
Common and preferred stock 3,970 shares
 
49,704

 
 
Nabors Industries Ltd.
 
Common and preferred stock 2,982 shares
 
48,905

 
 
Cempra, Inc.
 
Common and preferred stock 14,830 shares
 
41,524

 
 
Oceaneering International
 
Common and preferred stock 1,100 shares
 
31,031

 
 
Delek US Holdings, Inc.
 
Common and preferred stock 1,245 shares
 
29,967

 
 
Western Refining Inc.
 
Common and preferred stock 775 shares
 
29,334

 
 
Seadrill Ltd.
 
Common and preferred stock 7,382 shares
 
25,173

 
 
Archrock, Inc.
 
Common and preferred stock 1,586 shares
 
20,935

 
 
Franks International N.V.
 
Common and preferred stock 1,418 shares
 
17,456

 
 
Tandem Diabetes Care, Inc.
 
Common and preferred stock 7,645 shares
 
16,437

 
 
CVR Energy, Inc.
 
Common and preferred stock 616 shares
 
15,640

 
Total Small-Mid Cap Growth Asset Class
 
 
 
 
68,419,278

 
 
 
 
 
 
 
Small-Mid Cap Index Asset Class:
 
 
 
 
 
 
 NT Collective Extended Equity Market Index Fund - Non Lending*
 
Collective trust fund 1,557,829 units
 
252,103,519

 
Total Small-Mid Cap Index Asset Class
 
 
 
 
252,103,519

 
 
 
 
 
 
 
Small-Mid Cap Value Asset Class:
 
 
 
 
 
 
NT Collective Russell 2000 Value Index Fund - Non Lending*
 
Collective trust fund 108,306 units
 
31,089,007

 
 
NT Collective Short Term Investment Fund*
 
Collective trust fund 13,524,730 units
 
13,524,730

 
 
Popular, Inc.
 
Common and preferred stock 185,900 shares
 
8,146,134

 
 
ARRIS International plc
 
Common and preferred stock 195,885 shares
 
5,902,015

 
 
Tri Pointe Homes, Inc.
 
Common and preferred stock 482,325 shares
 
5,537,091

 
 
Whiting Petroleum Corporation
 
Common and preferred stock 433,000 shares
 
5,204,660

 
 
Citigroup Inc.
 
Common and preferred stock 121,695 shares
 
5,193,943

 
 
Bio-Rad Laboratories, Inc. Class A
 
Common and preferred stock 26,495 shares
 
4,829,509

 
 
Mitel Networks Corporation
 
Common and preferred stock 648,592 shares
 
4,410,426

 
 
NRG Energy, Inc.
 
Common and preferred stock 342,000 shares
 
4,192,920

 
 
Citizens Financial Group, Inc.
 
Common and preferred stock 111,900 shares
 
3,986,997

 
 
Haverty Furniture Companies, Inc.
 
Common and preferred stock 166,885 shares
 
3,955,175

 
 
Regions Financial Corporation
 
Common and preferred stock 274,400 shares
 
3,940,384

 
 
Corning Inc.
 
Common and preferred stock 159,100 shares
 
3,861,357

 
 
Office Depot, Inc.
 
Common and preferred stock 842,700 shares
 
3,809,004

 
 
Goodyear Tire & Rubber Company
 
Common and preferred stock 123,200 shares
 
3,803,184

 
 
Lattice Semiconductor Company
 
Common and preferred stock 503,115 shares
 
3,702,926

 
 
Calpine Corporation
 
Common and preferred stock 322,700 shares
 
3,688,461

 
 
Ericsson
 
Common and preferred stock 631,000 shares
 
3,678,730

 
 
Kosmos Energy Ltd.
 
Common and preferred stock 517,500 shares
 
3,627,675

 
 
Western Alliance Bancorporation
 
Common and preferred stock 73,785 shares
 
3,594,067

 
 
Pacwest Bancorp Company
 
Common and preferred stock 61,935 shares
 
3,371,741

 
 
Ophir Energy Company
 
Common and preferred stock 1,392,000 shares
 
3,319,642

 
 
Newfield Exploration Company
 
Common and preferred stock 81,700 shares
 
3,308,850

 
 
Axis Capital Holdings Ltd.
 
Common and preferred stock 49,585 shares
 
3,236,413

 
 
Coherent, Inc.
 
Common and preferred stock 22,875 shares
 
3,142,682

 
 
Kemper Corporation
 
Common and preferred stock 69,900 shares
 
3,096,570

 
 
Treehouse Foods, Inc.
 
Common and preferred stock 42,825 shares
 
3,091,537

 
 
Cairn Energy plc
 
Common and preferred stock 529,300 shares
 
3,085,713

 
 
Ramco-Gershenson Properties Trust
 
Common and preferred stock 184,635 shares
 
3,061,248

 
 
EnerSys
 
Common and preferred stock 38,750 shares
 
3,026,375

 
 
Forestar Group Inc.
 
Common and preferred stock 219,285 shares
 
2,916,491

 
 
Electronics For Imaging, Inc.
 
Common and preferred stock 65,855 shares
 
2,888,400

 
 
Capital Bank Financial Corporation
 
Common and preferred stock 72,870 shares
 
2,860,148

 
 
Hewlett Packard Enterprise Company
 
Common and preferred stock 123,100 shares
 
2,848,534

 
 
Materion Corporation
 
Common and preferred stock 71,795 shares
 
2,843,082

 
 
Taylor Morrison Home Corporation
 
Common and preferred stock 147,280 shares
 
2,836,613

 
 
Royal Mail plc
 
Common and preferred stock 246,400 shares
 
2,811,424

 
 
PPDC Energy Inc.
 
Common and preferred stock 38,650 shares
 
2,805,217

 
 
Willis Towers Watson plc
 
Common and preferred stock 22,591 shares
 
2,762,427

 
 
CNO Financial Group, Inc.
 
Common and preferred stock 141,700 shares
 
2,713,555

 
 
Bed Bath & Beyond Inc.
 
Common and preferred stock 64,600 shares
 
2,625,344

 
 
Orbital ATK Inc.
 
Common and preferred stock 29,764 shares
 
2,611,196

 
 
PrivateBancorp, Inc.
 
Common and preferred stock 47,330 shares
 
2,564,813

 
 
Equity Commonwealth
 
Common and preferred stock 84,800 shares
 
2,564,352

 
 
Brandywine Realty Trust
 
Common and preferred stock 155,007 shares
 
2,559,166

 
 
Ameris Bancorp
 
Common and preferred stock 58,350 shares
 
2,544,060

 
 
John B. Sanfilippo & Son, Inc.
 
Common and preferred stock 35,940 shares
 
2,529,817

 
 
Customers Bancorp, Inc.
 
Common and preferred stock 70,600 shares
 
2,528,892

 
 
Libbey, Inc.
 
Common and preferred stock 125,100 shares
 
2,434,446

 
 
Gulfport Energy Corporation
 
Common and preferred stock 111,900 shares
 
2,421,516

 
 
Universal Electronics Inc.
 
Common and preferred stock 37,451 shares
 
2,417,462

 
 
Colony Starwood Homes
 
Common and preferred stock 82,900 shares
 
2,388,349

 
 
Discovery Communications Inc. Series A
 
Common and preferred stock 86,500 shares
 
2,370,965

 
 
La-Z-Boy, Inc.

 
Common and preferred stock 76,281 shares
 
2,368,525



 
Marathon Oil Corporation
 
Common and preferred stock 136,100 shares
 
2,355,891

 
 
Albany International Corporation Class A
 
Common and preferred stock 50,712 shares
 
2,347,966

 
 
The Geo Group, Inc.
 
Common and preferred stock 65,300 shares
 
2,346,229

 
 
Navistar International Corporation
 
Common and preferred stock 74,000 shares
 
2,321,380

 
 
Heritage Financial Corporation
 
Common and preferred stock 89,007 shares
 
2,291,930

 
 
Synergy Resources Corporation
 
Common and preferred stock 254,960 shares
 
2,271,694

 
 
Fred's Inc. Class A
 
Common and preferred stock 115,630 shares
 
2,146,093



 
ON Semiconductor Corporation
 
Common and preferred stock 166,800 shares
 
2,128,368

 
 
Gramercy Property Trust
 
Common and preferred stock 231,700 shares
 
2,127,006

 
 
Tutor Perini Corporation
 
Common and preferred stock 75,900 shares
 
2,125,200



 
Tetra Tech, Inc.
 
Common and preferred stock 416,500 shares
 
2,090,830

 
 
Avnet, Inc.
 
Common and preferred stock 43,900 shares
 
2,090,079

 
 
Accuray Inc.
 
Common and preferred stock 440,700 shares
 
2,027,220

 
 
The Bank of N.T. Butterfield & Son Ltd.
 
Common and preferred stock 64,225 shares
 
2,019,234

 
 
CDW Corporation
 
Common and preferred stock 38,600 shares
 
2,010,674

 
 
Great Lakes Dredge & Dock Corporation
 
Common and preferred stock 471,700 shares
 
1,981,140

 
 
Northfield Bancorp Inc.
 
Common and preferred stock 97,500 shares
 
1,947,075

 
 
National Bank Holdings Corporation Class A
 
Common and preferred stock 61,000 shares
 
1,945,290

 
 
Exar Corporation
 
Common and preferred stock 179,200 shares
 
1,931,776

 
 
Bunge Ltd.
 
Common and preferred stock 26,500 shares
 
1,914,360

 
 
State Bank Financial Corporation
 
Common and preferred stock 70,700 shares
 
1,899,002

 
 
MDC Partners Inc. Class A
 
Common and preferred stock 286,500 shares
 
1,876,575

 
 
Kennedy-Wilson Holdings, Inc.
 
Common and preferred stock 91,500 shares
 
1,875,750

 
 
Central Pacific Financial Corporation
 
Common and preferred stock 58,800 shares
 
1,847,496

 
 
Covanta Holding Corporation
 
Common and preferred stock 117,900 shares
 
1,839,240

 
 
Teradyne, Inc.
 
Common and preferred stock 71,535 shares
 
1,816,989

 
 
Marvell Technology Group Ltd.
 
Common and preferred stock 129,500 shares
 
1,796,165

 
 
Qorvo, Inc.
 
Common and preferred stock 33,790 shares
 
1,781,747

 
 
Boise Cascade Company
 
Common and preferred stock 78,255 shares
 
1,760,738

 
 
First Foundation Inc.
 
Common and preferred stock 60,800 shares
 
1,732,800

 
 
Microsemi Corporation
 
Common and preferred stock 31,480 shares
 
1,698,976

 
 
Fulton Financial Corporation
 
Common and preferred stock 89,400 shares
 
1,680,720

 
 
Maiden Holdings Ltd.
 
Common and preferred stock 96,200 shares
 
1,678,690

 
 
KBR, Inc.
 
Common and preferred stock 95,700 shares
 
1,597,233

 
 
FreightCar America, Inc.
 
Common and preferred stock 106,600 shares
 
1,591,538

 
 
Reinsurance Group of America, Inc.
 
Common and preferred stock 12,555 shares
 
1,579,796

 
 
Meridian Bancorp, Inc.
 
Common and preferred stock 83,100 shares
 
1,570,590

 
 
Scorpio Tankers Inc.
 
Common and preferred stock 338,400 shares
 
1,532,952

 
 
PHH Corporation
 
Common and preferred stock 101,100 shares
 
1,532,676

 
 
InnerWorkings, Inc.
 
Common and preferred stock 155,600 shares
 
1,532,660

 
 
ICF International, Inc.
 
Common and preferred stock 26,700 shares
 
1,473,840

 
 
Lumber Liquidators Holdings Inc.
 
Common and preferred stock 93,500 shares
 
1,471,690

 
 
Cedar Realty Trust, Inc.
 
Common and preferred stock 223,600 shares
 
1,460,108

 
 
News Corporation Class A
 
Common and preferred stock 126,500 shares
 
1,449,690

 
 
Santander Consumer USA Holdings, Inc.
 
Common and preferred stock 106,900 shares
 
1,443,150

 
 
Babcock & Wilcox Enterprises Inc.
 
Common and preferred stock 86,700 shares
 
1,438,353

 
 
Inter Parfums, Inc.
 
Common and preferred stock 43,879 shares
 
1,437,037

 
 
United Community Bank Blairsville Georgia
 
Common and preferred stock 48,300 shares
 
1,430,646

 
 
Cummins Inc.
 
Common and preferred stock 10,300 shares
 
1,407,701

 
 
Century Communities, Inc.
 
Common and preferred stock 66,700 shares
 
1,400,700

 
 
DHT Holdings Inc.
 
Common and preferred stock 329,000 shares
 
1,362,060

 
 
Two Harbors Investment Corporation
 
Common and preferred stock 155,500 shares
 
1,355,960

 
 
Adient plc
 
Common and preferred stock 22,600 shares
 
1,324,360

 
 
Kohl's Corporation
 
Common and preferred stock 26,500 shares
 
1,308,570

 
 
Murphy Oil Corporation
 
Common and preferred stock 41,700 shares
 
1,298,121

 
 
Xi Group Ltd.
 
Common and preferred stock 33,555 shares
 
1,250,259

 
 
PH Glatfelter Company
 
Common and preferred stock 52,210 shares
 
1,247,297

 
 
Bruker Corporation
 
Common and preferred stock 57,440 shares
 
1,216,579

 
 
Euronet Worldwide, Inc.
 
Common and preferred stock 16,505 shares
 
1,195,457

 
 
Deltic Timber Corporation
 
Common and preferred stock 15,190 shares
 
1,170,693

 
 
Woodward Inc.
 
Common and preferred stock 16,910 shares
 
1,167,636

 
 
Ultratech, Inc.
 
Common and preferred stock 48,500 shares
 
1,163,030

 
 
Embraer SA
 
Common and preferred stock 60,100 shares
 
1,156,925

 
 
Harley-Davidson
 
Common and preferred stock 19,830 shares
 
1,156,882

 
 
McDermott International, Inc.
 
Common and preferred stock 156,200 shares
 
1,154,318

 
 
Cobalt International Energy, Inc.
 
Common and preferred stock 941,300 shares
 
1,148,386

 
 
NorthWestern Corporation
 
Common and preferred stock 20,000 shares
 
1,137,400

 
 
Aerohive Networks Inc.
 
Common and preferred stock 196,000 shares
 
1,117,200

 
 
Titan Machinery Inc.
 
Common and preferred stock 75,700 shares
 
1,102,949

 
 
Great Plains Energy Inc.
 
Common and preferred stock 39,910 shares
 
1,091,539

 
 
Trinity Biotech plc
 
Common and preferred stock 157,700 shares
 
1,091,284

 
 
ALLETE Inc.
 
Common and preferred stock 17,000 shares
 
1,091,230

 
 
ARC Document Solutions Inc.
 
Common and preferred stock 210,900 shares
 
1,071,372

 
 
Avery Dennison Corporation
 
Common and preferred stock 14,815 shares
 
1,040,309

 
 
PNM Resources, Inc.
 
Common and preferred stock 30,000 shares
 
1,029,000

 
 
Apogee Enterprises, Inc.
 
Common and preferred stock 18,600 shares
 
996,216

 
 
Seritage Growth Properties Class A
 
Common and preferred stock 22,400 shares
 
956,704

 
 
Portland General Electric Company
 
Common and preferred stock 21,900 shares
 
948,927

 
 
Bazaarvoice Inc.
 
Common and preferred stock 194,600 shares
 
943,810

 
 
QAD Inc. Class A
 
Common and preferred stock 30,900 shares
 
939,360

 
 
Matrix Service Company
 
Common and preferred stock 40,400 shares
 
917,080

 
 
Magna International Inc.
 
Common and preferred stock 21,000 shares
 
911,400

 
 
Kearny Financial Corporation
 
Common and preferred stock 57,800 shares
 
898,790

 
 
Teradata Corporation
 
Common and preferred stock 31,400 shares
 
853,138

 
 
MedEquities Realty Trust Inc.
 
Common and preferred stock 74,900 shares
 
831,390

 
 
Xcerra Corporation
 
Common and preferred stock 108,800 shares
 
831,232

 
 
Ferroglobe plc
 
Common and preferred stock 75,100 shares
 
813,333

 
 
FBR & Co. formerly FBR Capital Markets Corporation
 
Common and preferred stock 61,900 shares
 
804,700

 
 
Barrett Bill Corporation
 
Common and preferred stock 113,500 shares
 
793,365

 
 
Caretrust REIT Inc.
 
Common and preferred stock 50,700 shares
 
776,724

 
 
Orion Marine Group, Inc.
 
Common and preferred stock 78,000 shares
 
776,100

 
 
Celadon Group, Inc.
 
Common and preferred stock 107,600 shares
 
769,340

 
 
South Jersey Industries Inc.
 
Common and preferred stock 22,600 shares
 
761,394

 
 
Air Transport Services Group, Inc.
 
Common and preferred stock 45,600 shares
 
727,776

 
 
Allegheny Technologies Inc.
 
Common and preferred stock 45,200 shares
 
720,036

 
 
AdvanSix Inc.
 
Common and preferred stock 32,400 shares
 
717,336

 
 
Imperva Inc.
 
Common and preferred stock 18,600 shares
 
714,240

 
 
The Hanover Insurance Group, Inc.
 
Common and preferred stock 7,600 shares
 
691,676

 
 
Chesapeake Utilities Corporation
 
Common and preferred stock 10,200 shares
 
682,890

 
 
Westmoreland Coal Company
 
Common and preferred stock 38,300 shares
 
676,761

 
 
Ardmore Shipping Corporation
 
Common and preferred stock 91,400 shares
 
676,360

 
 
Vocera Communications Inc.
 
Common and preferred stock 36,500 shares
 
674,885

 
 
Landec Corporation
 
Common and preferred stock 48,400 shares
 
667,920

 
 
Extraction Oil & Gas Inc.
 
Common and preferred stock 33,100 shares
 
663,324

 
 
AMN Healthcare Services, Inc.
 
Common and preferred stock 17,000 shares
 
653,650

 
 
Texas Capital Bancshares, Inc.
 
Common and preferred stock 8,225 shares
 
644,840

 
 
Real Industry, Inc.
 
Common and preferred stock 105,600 shares
 
644,160

 
 
Generac Holdings Inc.
 
Common and preferred stock 15,700 shares
 
639,618

 
 
Pacific Ethanol, Inc.
 
Common and preferred stock 66,500 shares
 
631,750

 
 
Lumentum Holdings Inc.
 
Common and preferred stock 16,207 shares
 
626,401

 
 
Spirit Airlines, Inc.
 
Common and preferred stock 10,800 shares
 
624,888

 
 
Eclipse Resources Corporation
 
Common and preferred stock 233,200 shares
 
622,644

 
 
SBV Financial Group
 
Common and preferred stock 3,625 shares
 
622,268

 
 
Zimmer Biomet Holdings Inc.
 
Common and preferred stock 6,000 shares
 
619,200

 
 
Atmos Energy Corporation
 
Common and preferred stock 8,350 shares
 
619,153

 
 
El Paso Electric Company
 
Common and preferred stock 13,300 shares
 
618,450

 
 
RH
 
Common and preferred stock 19,800 shares
 
607,860

 
 
Sierra Wireless, Inc.
 
Common and preferred stock 38,700 shares
 
607,590

 
 
Brown & Brown Inc.
 
Common and preferred stock 13,400 shares
 
601,124

 
 
Fifth Third Bancorp
 
Common and preferred stock 22,000 shares
 
593,340

 
 
KEYW Holding Corporation
 
Common and preferred stock 50,200 shares
 
591,858

 
 
Discovery Communications, Inc. Series C
 
Common and preferred stock 22,100 shares
 
591,838

 
 
Del Taco Restaurants Inc.
 
Common and preferred stock 41,900 shares
 
591,628

 
 
Cadiz Inc.
 
Common and preferred stock 46,700 shares
 
583,750

 
 
SunTrust Banks, Inc.
 
Common and preferred stock 10,500 shares
 
575,925

 
 
Nimble Storage Inc.
 
Common and preferred stock 72,500 shares
 
574,200

 
 
Fidelity National Financial, Inc.
 
Common and preferred stock 41,700 shares
 
571,290

 
 
Ally Financial Inc.
 
Common and preferred stock 30,000 shares
 
570,600

 
 
Allison Transmission Holdings, Inc.
 
Common and preferred stock 16,900 shares
 
569,361

 
 
Sequential Brands Group, Inc.
 
Common and preferred stock 120,000 shares
 
561,600

 
 
Franks International N.V.
 
Common and preferred stock 45,100 shares
 
555,181

 
 
Stealthgas Inc.
 
Common and preferred stock 160,100 shares
 
541,138

 
 
Engility Holdings, Inc.
 
Common and preferred stock 15,700 shares
 
529,090

 
 
Freshpet, Inc.
 
Common and preferred stock 51,400 shares
 
521,710

 
 
Investors Bancorp, Inc.
 
Common and preferred stock 37,200 shares
 
518,940

 
 
Avis Budget Group Inc.
 
Common and preferred stock 13,400 shares
 
491,512

 
 
Staples, Inc.
 
Common and preferred stock 53,800 shares
 
486,890

 
 
Digi International Inc.
 
Common and preferred stock 34,100 shares
 
468,875

 
 
Shoe Carnival, Inc.
 
Common and preferred stock 17,200 shares
 
464,056

 
 
Flotek Industries Inc.
 
Common and preferred stock 47,900 shares
 
449,781

 
 
Viavi Solutions Inc.
 
Common and preferred stock 54,300 shares
 
444,174

 
 
Hess Corporation LLC
 
Common and preferred stock 7,000 shares
 
436,030

 
 
Carpenter Technology Corporation
 
Common and preferred stock 11,500 shares
 
415,955

 
 
Catchmark Timber Trust, Inc.
 
Common and preferred stock 36,800 shares
 
414,368

 
 
Crocs, Inc.
 
Common and preferred stock 59,000 shares
 
404,740

 
 
Ichor Holdings Ltd.
 
Common and preferred stock 33,900 shares
 
366,798

 
 
Newpark Resources Inc.
 
Common and preferred stock 46,800 shares
 
351,000

 
 
Rent-A-Center, Inc.
 
Common and preferred stock 30,900 shares
 
347,625

 
 
Tabula Rasa HealthCare Inc.
 
Common and preferred stock 23,100 shares
 
346,038

 
 
Enstar Group Ltd.
 
Common and preferred stock 1,700 shares
 
336,090

 
 
Smart Sand Inc.
 
Common and preferred stock 19,600 shares
 
324,380

 
 
Ooma Inc.
 
Common and preferred stock 35,300 shares
 
317,700

 
 
Super Com Ltd.
 
Common and preferred stock 92,200 shares
 
312,558

 
 
LifePoint Hospitals, Inc.
 
Common and preferred stock 5,300 shares
 
301,040

 
 
Ciber, Inc.
 
Common and preferred stock 467,900 shares
 
295,619

 
 
Unum Group
 
Common and preferred stock 6,700 shares
 
294,331

 
 
Approach Resources Inc.
 
Common and preferred stock 87,100 shares
 
291,785

 
 
Marten Transport Ltd.
 
Common and preferred stock 12,145 shares
 
282,979

 
 
Korn-Ferry International
 
Common and preferred stock 9,600 shares
 
282,528

 
 
InterOil Corporation
 
Common and preferred stock 5,200 shares
 
247,416

 
 
Corecivic Inc.
 
Common and preferred stock 9,700 shares
 
237,262

 
 
Mercury Systems, Inc.
 
Common and preferred stock 7,200 shares
 
217,584

 
 
Sterling Construction Company, Inc.
 
Common and preferred stock 23,700 shares
 
200,502

 
 
NN, Inc.
 
Common and preferred stock 9,600 shares
 
182,880

 
 
Applied Micro Circuits Corporation
 
Common and preferred stock 22,000 shares
 
181,500

 
 
Callaway Golf Company
 
Common and preferred stock 13,300 shares
 
145,768

 
 
Destination XL Group, Inc.
 
Common and preferred stock 32,600 shares
 
138,550

 
 
Tetra Tech, Inc.
 
Common and preferred stock 53,350 shares
 
96,030

 
 
Scorpio Bulkers Inc.
 
Common and preferred stock 12,400 shares
 
62,620

 
 
Rand Logistics, Inc.
 
Common and preferred stock 46,140 shares
 
38,287

 
Total Small-Mid Cap Value Asset Class
 
 
 
 
397,373,962

 
 
 
 
 
 
 
Notes Receivable from Participants
 
Interest Rate 4.25% - 10.70%
 
35,223,353

 
 
 
 
 
 
 
35,223,353

Other:
 
 
 
 
 
 
BIF Money Fund*
 
Cash and cash equivalents 2,144,064 units
 
2,144,064

 
 
NT Collective Short Term Investment Fund*
 
Collective trust fund 223,405 units
 
223,405

 
Total Other
 
 
 
 
2,367,469

 
 
 
 
 
 
 
Grand Total
 
 
 
 
$
4,283,660,983

 
 
 
 
 
* Indicates party-in-interest
 
 
 
 


19


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, 2016
Schedule H, line 4i – Schedule of Assets (Acquired and Disposed of Within Year)

Identity of Issue
 
Description of Investment
 
Proceeds of
Dispositions
 
 
 
 
 
 Morgan Stanley 3.875% Due 01/27/2026
 
Corporate Bond 600,000 units
 
$
624,355

 Bank America Corporation 3.5% Due 04/19/2026
 
Corporate Bond 406,000 units
 
401,160

 MassMutual Global Funding Medium Term Notes 2.0% Due 04/15/2021
 
Corporate Bond 400,000 units
 
399,960

 Anheuser-Busch 4.9% Due 02/01/2046
 
Corporate Bond 327,000 units
 
396,822

 Schaeffler 4.125% Due 09/15/2021
 
Corporate Bond 280,000 units
 
283,500

 Morgan Stanley 2.5% Due 04/21/2021
 
Corporate Bond 275,000 units
 
278,878

 Molson Coors 3% Due 07/15/2026
 
Corporate Bond 275,000 units
 
274,770

 Wells Fargo & Company 2.5% Due 03/04/2021
 
Corporate Bond 265,000 units
 
268,352

 Exxon Mobil Corporation 2.222% Due 03/01/2021
 
Corporate Bond 265,000 units
 
267,814

 Credit Suisse Group 4.55% Due 04/17/2026
 
Corporate Bond 250,000 units
 
255,825

 Siemens 2.35% Due 10/15/2026
 
Corporate Bond 250,000 units
 
248,445

 Lloyds Banking Group plc 3.1% Due 07/06/2021
 
Corporate Bond 205,000 units
 
208,262

 Royal Bank of Scotland 4.8% Due 04/05/2026
 
Corporate Bond 200,000 units
 
205,842

 Altice Fing SA 7.5% Due 05/15/2026
 
Corporate Bond 200,000 units
 
200,500

 Valeant Pharmaceuticals International 7.25% Due 07/15/2022
 
Corporate Bond 225,000 units
 
193,310

 Citigroup Inc. 3.75% Due 06/16/2024
 
Corporate Bond 165,000 units
 
174,791

 Barclays plc 3.65% Due 03/16/2025
 
Corporate Bond 175,000 units
 
172,604

 General Motors Company 6.75% Due 04/01/2046
 
Corporate Bond 130,000 units
 
168,606

 CCO Hldgs LLC 5.875% Due 04/01/2024
 
Corporate Bond 160,000 units
 
166,400

 Diamond 1 Financial Corporation 6.02%
 
Corporate Bond 140,000 units
 
150,049

 HCP Inc. 4% Due 06/01/2025
 
Corporate Bond 130,000 units
 
129,398

 Western Digital Corporation 10.5% Due 04/01/2024
 
Corporate Bond 125,000 units
 
126,465

 Yum Brands Inc. 5.3% Due 09/15/2019
 
Corporate Bond 100,000 units
 
107,000

 Rivers Pittsburgh Borrower LP 6.125% Due 08/15/2021
 
Corporate Bond 100,000 units
 
103,906

 Royal Bank of Scotland Group plc 6% Due 12/19/2023
 
Corporate Bond 100,000 units
 
102,902

 Dish DBS Corporation 7.75% Due 07/01/2026
 
Corporate Bond 95,000 units
 
100,820

 Apple Inc. 1.55% Due 08/04/2021
 
Corporate Bond 87,000 units
 
86,401

 Outerwall Inc. 6% Due 03/15/2019
 
Corporate Bond 80,000 units
 
82,600

 Conduent Financial Inc./Xeroc Business Services 10.5% Due 12/15/2024
 
Corporate Bond 70,000 units
 
73,850

 Cortes NP Acquisition Corporation 9.25% Due 10/15/2024
 
Corporate Bond 70,000 units
 
73,675

 MDC Partners Inc. 6.5% Due 05/01/2024
 
Corporate Bond 70,000 units
 
71,313

 Kaiser Aluminum Corporation 5.875% Due 05/15/2024
 
Corporate Bond 70,000 units
 
71,138

 Lamar Media Corporation 5.75% Due 02/01/2026
 
Corporate Bond 65,000 units
 
69,225

 Allison Transmission Brands 5.0% Due 10/01/2024
 
Corporate Bond 65,000 units
 
65,197

 Boyd Gaming Corporation 6.375% Due 04/01/2026
 
Corporate Bond 60,000 units
 
64,200

 Pultegroup Inc. 5.5% Due 03/01/2026
 
Corporate Bond 60,000 units
 
61,725

 Cheniere Corpus Christi Holdings LLC 7% Due 06/30/2024
 
Corporate Bond 60,000 units
 
60,900

 HCA Inc. 5.25% Due 06/15/2026
 
Corporate Bond 60,000 units
 
60,875

 Valvoline Finance Company 5.5% Due 07/15/2024
 
Corporate Bond 55,000 units
 
57,956

 Continental Resources Inc. 7.375% Due 10/01/2020
 
Corporate Bond 55,000 units
 
56,352

 Pultegroup Inc. 5% Due 01/15/2027
 
Corporate Bond 55,000 units
 
56,238

 Eagle Materials Inc. 4.5% Due 08/01/2026
 
Corporate Bond 55,000 units
 
56,100


20


Schedule H, line 4i – Schedule of Assets (Acquired and Disposed of Within Year) (continued)



 UTD Rentals North America 5.875% Due 09/15/2026
 
Corporate Bond 55,000 units
 
55,206

 Pultegroup Inc. 4.25% Due 03/01/2021
 
Corporate Bond 50,000 units
 
52,250

 STD Industries Inc. 5.5% Due 02/15/2023
 
Corporate Bond 50,000 units
 
52,000

 Pinnacle Foods Financial 5.875% Due 01/15/2024
 
Corporate Bond 50,000 units
 
51,000

 Hertz Corporation 5.5% Due 10/15/2024
 
Corporate Bond 55,000 units
 
50,394

 Lamb Weston Holdings 4.625% Due 11/01/2024
 
Corporate Bond 50,000 units
 
50,125

 Penske Automotive 5.5% Due 05/15/2026
 
Corporate Bond 50,000 units
 
49,625

 RegionalCare Hospital Partners Holdings Inc. 8.25% Due 05/01/2023
 
Corporate Bond 40,000 units
 
40,800

 AMN Healthcare Inc. 5.125% Due 10/01/2024
 
Corporate Bond 40,000 units
 
40,388

 Abbvie Inc. 3.2% Due 05/14/2026
 
Corporate Bond 32,000 units
 
32,354

 Apple Inc. 2.85% Due 02/23/2023
 
Corporate Bond 29,000 units
 
30,684

 Teck Resources Ltd 8.5% Due 06/01/2024
 
Corporate Bond 30,000 units
 
30,675

 J C Penney Corporation 5.875% Due 07/01/2023
 
Corporate Bond 30,000 units
 
30,113

 Parsley Energy LLC 6.25% Due 06/01/2024
 
Corporate Bond 25,000 units
 
25,375

 MPT Operating Partnership 6.375% Due 03/01/2024
 
Corporate Bond 25,000 units
 
25,344

 Diamond 1 Financial Corporation 7.125% Due 06/15/2024
 
Corporate Bond 25,000 units
 
25,250

 Diamond 1 Financial Corporation 5.875%
 
Corporate Bond 25,000 units
 
25,219

 Tranche # Trust 00018 2.35% Due 01/15/2019
 
Corporate Bond 20,000 units
 
20,005

 Participant Directed Brokerage Accounts
 
Various Investments
 
56,100


21

Supplemental Schedule
Amgen Retirement and Savings Plan
EIN: 95-3540776 Plan Number: #001
As of December 31, 2016
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

 
$
54,638

 
Corporate bonds 310,000 units due 2/28/2020
 
$
—

 
$
—

Stone Energy Corporation
 
162,063

 
110,075

 
Corporate bonds 185,000 units 1.75% due 3/1/2017
 
—

 
—

Stone Energy Corporation
 
453,025

 
282,000

 
Corporate bonds 470,000 units 7.5% due 11/15/2022
 
—

 
17,625



22

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 13, 2017
 
 
By:
 
/s/ DAVID W. MELINE
 
 
 
 
 
 
David W. Meline
 
 
 
 
 
 
Executive Vice President and
 
 
 
 
 
 
Chief Financial Officer
 
 
 
 
 
 
Amgen Inc.

23

AMGEN RETIREMENT AND SAVINGS PLAN
INDEX TO EXHIBIT
 
Consent of Independent Registered Public Accounting Firm
  
Exhibit 23.1

24
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