Document
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, 2017
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, 2017 and 2016

Contents
 
 
 
 
 
Audited Financial Statements:
 
 
 
 
 
Supplemental Schedules:
 
 
 



Report of Independent Registered Public Accounting Firm


To the Plan Participants and the Plan Administrator of Amgen Retirement and Savings Plan
Opinion on the Financial Statements
We have audited the accompanying statements of net assets available for benefits of Amgen Retirement and Savings Plan (the Plan) as of December 31, 2017 and 2016, and the related statements of changes in net assets available for benefits for the years then ended, and the related notes (collectively referred to as the “financial statements”). In our opinion, the financial statements present fairly, in all material respects, the net assets available for benefits of the Plan at December 31, 2017 and 2016, and the changes in its net assets available for benefits for the years then ended, in conformity with U.S. generally accepted accounting principles.
Basis for Opinion
These financial statements are the responsibility of the Plan’s management. Our responsibility is to express an opinion on the Plan’s financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Plan in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.
We conducted our audits in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud. The Plan is not required to have, nor were we engaged to perform, an audit of its internal control over financial reporting. As part of our audits we are required to obtain an understanding of internal control over financial reporting but not for the purpose of expressing an opinion on the effectiveness of the Plan’s internal control over financial reporting. Accordingly, we express no such opinion.
Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. We believe that our audits provide a reasonable basis for our opinion.
Supplemental Schedules
The accompanying supplemental schedule of assets (held at end of year) and schedule of loans or fixed income obligations in default or classified as uncollectible as of December 31, 2017, 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
We have served as the Plan’s auditor since at least 1989, but we are unable to determine the specific year.
Los Angeles, California
June 18, 2018


1


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



 
 
December 31,
 
 
2017
 
2016
Assets
 
 
 
 
Investments at fair value
 
$
4,728,903,739

 
$
3,975,857,253

Investments in fully benefit-responsive investment contracts at contract value
 
308,884,844

 
272,851,129

Notes receivable from participants
 
36,837,911

 
35,526,531

Other – principally due from broker
 
14,748,135

 
18,390,076

Total assets
 
5,089,374,629

 
4,302,624,989

Liabilities
 
 
 
 
Other – principally due to broker
 
25,568,208

 
22,975,289

Total liabilities
 
25,568,208

 
22,975,289

Net assets available for benefits
 
$
5,063,806,421

 
$
4,279,649,700

See accompanying notes.


2


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



 
 
Years Ended December 31,
 
 
2017
 
2016
Additions to (deductions from) net assets:
 
 
 
 
Employer contributions
 
$
164,412,833

 
$
153,202,093

Participant contributions
 
140,087,454

 
130,958,684

Rollover contributions
 
30,284,469

 
29,565,852

Interest and dividend income
 
47,722,759

 
48,143,585

Net realized/unrealized gains
 
682,360,724

 
254,079,547

Interest income on notes receivable from participants
 
1,599,902

 
1,477,046

Benefits paid
 
(272,747,355
)
 
(317,622,135
)
Investment and administrative fees
 
(9,564,065
)
 
(8,770,925
)
Net increase
 
784,156,721

 
291,033,747

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

 
3,988,615,953

Net assets available for benefits at end of year
 
$
5,063,806,421

 
$
4,279,649,700

See accompanying notes.


3


Amgen Retirement and Savings Plan
Notes to Financial Statements
December 31, 2017

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, and subsequently amended, with the most recent amendment adopted on March 23, 2018. The Plan is a defined contribution plan covering substantially all domestic employees of Amgen Inc. (the Company or Amgen) and participating subsidiaries. The Plan, 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 2017 and 2016. Participant after-tax contributions are subject to IRS and Plan limitations and could not exceed a maximum of $9,000 in 2017 and $8,500 in 2016. 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 2017 and 2016. 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 $13,500 in 2017 and $13,250 in 2016. 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 $13,500 in 2017 and $13,250 in 2016.
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 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.

4


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

Vesting
Participants are immediately vested with respect to their contributions, Company Contributions, and earnings and losses (hereafter referred to as earnings) thereon.
Participant Accounts
Each participant’s account is credited with: (a) the participant’s contributions; (b) an allocation of Company Contributions; and (c) earnings. The benefit to which a participant is entitled is the benefit that can be provided from the participant’s account.
Plan Investments
Participants can invest in any of 16 different asset classes as well as Amgen stock or may actively manage their account under a self-directed brokerage arrangement in which a wider array of investment options are available. The value of an investment in an asset class is determined by its underlying investment vehicles, which may include one or more of the following: mutual funds, collective trust funds and portfolios which are separately managed exclusively for the benefit of Plan participants and their beneficiaries (separately managed portfolios). The separately managed portfolios invest in various types of assets, including publicly traded common and preferred stocks, fixed income securities, collective trust funds and investment contracts. The asset classes are designed to provide participants with choices among a variety of investment objectives.
Payments of Benefits
Subject to Plan limitations, upon termination of employment, including termination due to disability (as defined in the Plan) or retirement, participants may elect to receive 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.
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.

5


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

Trustees
Bank of America, N.A. and The Northern Trust Company are the Plan’s co-trustees.
2. Summary of Significant Accounting Policies
Basis of Accounting
The accompanying financial statements are prepared on the accrual basis of accounting.
Fair Value Measurement
The investments of the Plan are reported at fair value, except for fully benefit-responsive investment contracts, discussed below. Fair value is generally defined as the price that would be received to sell an asset or paid to transfer a liability (the exit price) in an orderly transaction between market participants at the measurement date (see Note 3, Fair Value Measurements).
Investment Income and Losses
Dividend income is recognized on the ex-dividend date, and interest income is recorded on an accrual basis. Unrealized gains and losses on investments are measured by the change in the difference between the fair value and cost of the securities held at the beginning of the year (or date purchased if acquired during the Plan year) and the end of the year. Realized gains and losses from security transactions are recorded based on the weighted-average cost of securities sold.
Fully Benefit-Responsive Investment Contracts
As of December 31, 2017 and 2016, 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, 2017 and 2016, were as follows:
 
December 31,
 
2017
 
2016
Synthetic investment contracts
$
229,137,030

 
$
202,231,726

Insurance separate accounts contract
79,747,814

 
70,619,403

Total fully benefit-responsive investment contracts
$
308,884,844

 
$
272,851,129

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.

6


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, 2017 and 2016.
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.

7


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, 2017, 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
 
$
297,544,696

 
$
—

 
$
—

 
$
297,544,696

Cash and cash equivalents
 
3,882,809

 
—

 
—

 
3,882,809

Common and preferred stocks
 
1,028,062,405

 
731

 
—

 
1,028,063,136

Debt securities
 
56,120,535

 
182,673,422

 
—

 
238,793,957

Mutual funds
 
386,674,940

 
—

 
—

 
386,674,940

Self-directed brokerage accounts
 
369,058,245

 
697,038

 
—

 
369,755,283

Other
 
77,000

 
—

 
—

 
77,000

 
 
$
2,141,420,630

 
$
183,371,191

 
$
—

 
$
2,324,791,821

Collective trust funds measured at net asset value
 
 
 
 
 
 
 
2,404,111,918

Total assets at fair value
 
 
 
 
 
 
 
$
4,728,903,739

 
 
 
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

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 and short-term investments. The only redemption restriction with respect to these investments

8


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

is on the Wells Fargo Stable Value Fund W (fair value of $22,885,451 as of December 31, 2017), 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 February 22, 2018, stating that, conditioned on the adoption of proposed Plan amendments submitted to the IRS on February 15, 2018, the Plan is qualified, in form, under Section 401(a) of the Code and, therefore, the related trust is exempt from taxation. Subsequent to this determination by the IRS, the Plan was amended to satisfy the conditions in the determination letter. Once qualified, the Plan is required to operate in conformity with the Code to maintain its qualification. The Company believes the Plan is currently being operated in compliance with the applicable requirements of the Code and, therefore, believes that the Plan is qualified and the related trust is tax exempt. The Company has indicated that it currently intends to continue to take the necessary steps to maintain the Plan’s compliance with the applicable requirements of the Code.
5. Services Provided by the Company
During 2017 and 2016, 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, 2017 and 2016, consisted of the following:
 
 
December 31,
 
 
2017
 
2016
Net assets available for benefits per the financial statements
 
$
5,063,806,421

 
$
4,279,649,700

Adjustment to fair value for fully benefit-responsive investment contracts
 
(750,062
)
 
(270,752
)
Amounts allocated to withdrawing participants
 
(3,892,137
)
 
(2,144,196
)
Deemed loans
 
(224,309
)
 
(303,178
)
Net assets per the Form 5500
 
$
5,058,939,913

 
$
4,276,931,574

For the year ended December 31, 2017, the following is a reconciliation of the net investment gain per the financial statements to the Form 5500: 
 
 
Year Ended
December 31,
2017
Interest and dividend income
 
$
47,722,759

Net realized/unrealized gains
 
682,360,724

Total net investment gain per the financial statements
 
730,083,483

Adjustment from fair value to contract value for fully benefit-responsive investment contracts:
 
 
Less prior year adjustment
 
270,752

Add current year adjustment
 
(750,062
)
Total net investment gain per the Form 5500
 
$
729,604,173


9


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

For the year ended December 31, 2017, the following is a reconciliation of distributions per the financial statements to the Form 5500:
 
 
Year Ended
December 31,
2017
Benefits paid
 
$
(272,747,355
)
Investment and administrative fees
 
(9,564,065
)
Total distributions per the financial statements
 
(282,311,420
)
Add prior year amounts allocated to withdrawing participants
 
2,144,196

Less current year amounts allocated to withdrawing participants
 
(3,892,137
)
Add prior year deemed loan balance
 
303,178

Less current year deemed loan balance
 
(224,309
)
Total distributions per the Form 5500
 
$
(283,980,492
)

10


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

Supplemental Schedule
Amgen Retirement and Savings Plan
EIN: 95-3540776 Plan: #001
As of December 31, 2017
Schedule H, line 4i – Schedule of Assets (Held at End of Year)
 
Identity of Issue
 
Description of Investment
 
Current Value
 
 
 
 
 
 
 
 
Amgen stock
 
Employer Securities 1,711,010 shares
 
$
297,544,696

 
 
 
 
 
 
 
 
$
297,544,696

Capital Preservation Asset Class:
 
 
 
 
 
 
 
Wells Fargo Fund F (at fair value)*
 
Collective trust fund 9,354,647 units
 
131,813,531

 
 
 
Wells Fargo Fund L (at fair value)*
 
Collective trust fund 7,620,874 units
 
96,930,653

 
 
 
Metropolitan Life Insurance Company*
 
Insurance separate accounts investment contract 720,126 units
 
79,390,598

 
 
 
Wells Fargo Stable Value Fund W*
 
Collective trust fund 419,434 units
 
22,885,451

 
 
 
NT Collective Short Term Investment Fund*
 
Collective trust fund 19,808,260 units
 
19,808,260

 
 
 
Wrapper contracts
 
 
 
—

 
Total Capital Preservation Asset Class
 
 
 
 
350,828,493

 
 
 
 
 
 
 
 
Emerging Markets Equity Asset Class:
 
 
 
 
 
 
 
J.P. Morgan Emerging Markets Equity Focus Fund*
 
Collective trust fund 3,077,941 units
 
73,316,547

 
 
 
Blackrock FTSE RAFI Emerging Index Non Lendable Fund F*
 
Collective trust fund 5,139,210 units
 
67,284,073

 
 
 
NT Collective Emerging Markets Fund - Non Lending*
 
Collective trust fund 49,352 units
 
9,527,753

 
Total Emerging Markets Equity Asset Class
 
 
 
 
150,128,373

 
 
 
 
 
 
 


Fixed Income Asset Class:
 
 
 
 
 
 
 
NT Collective Aggregate Bond Index Fund - Non Lending*
 
Collective trust fund 160,219 units
 
22,501,158

 
 
 
NT Collective Short Term Investment Fund*
 
Collective trust fund 10,309,761 units
 
10,309,761

 
 
 
United States Of America Treasury Notes 2.0% Due 11/30/2022
 
Government Bond 9,615,000 units
 
9,527,480

 
 
 
United States Treasury Notes 2.125% Due 12/31/2022
 
Government Bond 5,535,000 units
 
5,512,080

 
 
 
United States Treasury Bonds 2.75% Due 11/15/2047
 
Government Bond 5,475,000 units
 
5,483,984

 
 
 
Ginnie Mae II Jumbos 4.5% Due 30 Years Settles January
 
Government Mortgage Backed Security 3,575,000 units
 
3,749,839

 
 
 
United States Treasury Notes 2.25% Due 11/15/2027
 
Government Bond 3,445,000 units
 
3,396,419

 
 
 
United States Treasury 2% Due 10/31/2022
 
Government Bond 2,610,000 units
 
2,587,264

 
 
 
Federal Home Loan Mortgage Corporation Pool #G08732 3% Due 11/01/2046
 
Government Mortgage Backed Security 2,511,942 units
 
2,514,640

 
 
 
Fannie Mae Pool #466430 3.37% Due 11/01/2020
 
Government Mortgage Backed Security 2,216,258 units
 
2,342,262

 
 
 
Fannie Mae Pool #BM1767 4.5% Due 08/01/2046
 
Government Mortgage Backed Security 2,192,355 units
 
2,336,290

 
 
 
United States Treasury SEC Stripped Interest Payment Due 11/15/2022
 
Government Bond 2,500,000 units
 
2,243,878

 
 
 
United States Treasury SEC Stripped Interest Payment Due 05/15/2034
 
Government Bond 3,220,000 units
 
2,082,954

 
 
 
United States Treasury SEC Stripped Interest Payment Due 05/15/2023
 
Government Bond 2,340,000 units
 
2,068,310

 
 
 
Metropolitan West Funds Floating Rate Income Fund Class I
 
Mutual Fund 203,327 shares
 
2,045,472

 
 
 
Fannie Mae Single Family Mortgage 3.5% 30 Years Settles January
 
Government Mortgage Backed Security 1,950,000 units
 
2,002,102

 
 
 
United States Treasury SEC Stripped Interest Payment Due 02/15/2021
 
Government Bond 1,905,000 units
 
1,790,268

 
 
 
United States Treasury SEC Stripped Interest Payment Due 11/15/2032
 
Government Bond 2,400,000 units
 
1,621,118

 

11


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

Identity of Issue
 
Description of Investment
 
Current Value
 
 
Federal Home Loan Mortgage Corporation Gold Single Family 3.5% 30 Years Settles January
 
Government Mortgage Backed Security 1,435,000 units
 
1,473,640

 
 
 
Goverenment of Japan 0% Due 05/03/2018
 
Short Term Bills and Notes 160,000,000 units
 
1,420,678

 
 
 
Goverenment of Japan 0% Due 02/26/2018
 
Short Term Bills and Notes 160,000,000 units
 
1,420,638

 
 
 
United States Treasury SEC Stripped Interest Payment Due 08/15/2021
 
Government Bond 1,505,000 units
 
1,395,118

 
 
 
United States Treasury SEC Stripped Interest Payment Due 02/15/2029
 
Government Bond 1,820,000 units
 
1,369,255

 
 
 
United States Treas Bills Zero Coupon Due 04/19/2018
 
Short Term Bills and Notes 1,320,000 units
 
1,314,527

 
 
 
United States Of America Bonds Index Linked 0.875% Due 02/15/2047
 
Index Linked Government Bond 1,220,000 units
 
1,295,433

 
 
 
United States Treasury 1.75% Due 11/30/2019
 
Government Bond 1,240,000 units
 
1,236,900

 
 
 
Fannie Mae Remic Trust 2010-142 4% Due 12/25/2040
 
Government Mortgage Backed Security 1,000,000 units
 
1,083,444

 
 
 
Wachovia Corporation 5.75% Due 02/01/2018*
 
Corporate Bond 1,075,000 units
 
1,078,333

 
 
 
Federal Home Loan Mortgage Corporation Pool #G60344 4% Due 12/01/2045
 
Government Mortgage Backed Security 982,520 units
 
1,038,147

 
 
 
Federal Home Loan Mortgage Corporation Pool #G08741 3% Due 01/01/2047
 
Government Mortgage Backed Security 1,023,662 units
 
1,024,656

 
 
 
United States Treasury Note 2.625% Due 11/15/2020
 
Government Bond 1,000,000 units
 
1,018,047

 
 
 
Federal Home Loan Mortgage Corporation Gold G60023 3.5% Due 04/01/2045
 
Government Mortgage Backed Security 961,538 units
 
995,943

 
 
 
United States Treasury Bond Inflation Index 5.500% Due 8/15/2028
 
Government Bond 750,000 units
 
965,127

 
 
 
Fannie Mae Pool #465769 3.96% Due 08/01/2020
 
Government Mortgage Backed Security 920,015 units
 
955,347

 
 
 
United States Of America Treasury Notes Inflation Index 0.125% Due 07/15/2026
 
Index Linked Government Bond 950,000 units
 
955,192

 
 
 
United States Treasury SEC Stripped Interest Payment Due 11/15/2028
 
Government Bond 1,250,000 units
 
948,143

 
 
 
Ginnie Mae II Pool #MA4126 Series 2046 3% Due 12/20/2046
 
Government Mortgage Backed Security 921,323 units
 
930,578

 
 
 
United States Treasury Bills 1.0% Due 12/31/2017
 
Government Bond 920,000 units
 
920,000

 
 
 
TCW Emerging Markets Income Fund*
 
Collective trust fund 8,540 units
 
883,763

 
 
 
Federal Home Loan Mortgage Corporation Gold G67703 3.5% Due 04/01/2047
 
Government Mortgage Backed Security 832,303 units
 
859,841

 
 
 
Federal Home Loan Mortgage Corporation Series K Class A 2.77% Due 05/25/2025
 
Government Commercial Mortgage-Backed Security 850,000 units
 
847,388

 
 
 
United States Treasury Bills Due 01/25/2018
 
Short Term Bills and Notes 840,000 units
 
839,340

 
 
 
United States Treasury SEC Stripped Interest Payment Due 02/15/2020
 
Government Bond 870,000 units
 
836,310

 
 
 
United States Treasury Bonds 4.375% Due 05/15/2040
 
Government Bond 620,000 units
 
799,413

 
 
 
United States Treasury SEC Stripped Interest Payment Due 02/15/2027
 
Government Bond 1,000,000 units
 
797,325

 
 
 
United States Treasury SEC Stripped Interest Payment Due 05/15/2022
 
Government Bond 860,000 units
 
782,051

 
 
 
SLC Student Loan Trust Floating Rate 2.2845% Due 12/15/2038
 
Asset Backed Security 800,000 units
 
767,207

 
 
 
United States Treasury Bonds 2.875% Due 05/15/2043
 
Government Bond 740,000 units
 
760,899

 
 
 
Wachovia Student Loan Floating Rate 1.9152% Due 04/25/2040*
 
Asset Backed Security 780,000 units
 
751,755

 
 
 
Fannie Mae Pool #MA2545 3.5% Due 02/01/2046
 
Government Mortgage Backed Security 728,604 units
 
750,164

 
 
 
SLC Student Loan Trust Floating Rate 2.2845% Due 09/15/2039
 
Asset Backed Security 770,000 units
 
743,025

 
 
 
United States Treasury SEC Stripped Interest Payment Due 11/15/2027
 
Government Bond 950,000 units
 
740,136

 
 
 
United States Treasury Bond Zero Coupon Due 02/15/2030
 
Government Bond 1,000,000 units
 
732,365

 
 
 
United States of America Treasury Inflation Indexed Bond 0.125% Due 04/15/2022
 
Index Linked Government Bond 725,000 units
 
730,160

 
 
 
J.P. Morgan Mortgage Floating Rate 2.3257% Due 06/25/2035*
 
Asset Backed Security 722,163 units
 
722,924

 
 
 
SLM Student Loan Trust 2005-5 Class A-4 Due 10/25/2028
 
Asset Backed Security 720,000 units
 
715,372

 

12


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

Identity of Issue
 
Description of Investment
 
Current Value
 
 
Ginnie Mae II Jumbos 3% Due 30 Years Settles January
 
Government Mortgage Backed Security 690,000 units
 
696,253

 
 
 
United States Of America Treasury Notes .75% Due 08/31/2018
 
Government Bond 700,000 units
 
695,734

 
 
 
SLM Student Loan Trust 2005-5 Class A-5 Due 10/25/2040
 
Asset Backed Security 700,000 units
 
695,526

 
 
 
New Century Home Equity Loan Trust Series 2004-2 Class A1 Floating Rate Due 08/25/2034
 
Asset Backed Security 732,252 units
 
689,003

 
 
 
Fannie Mae Single Family Mortgage 3% 15 Years Settles January
 
Government Mortgage Backed Security 675,000 units
 
687,525

 
 
 
SLM Student Loan Trust 2014-2 Class A-3 Floating Rate Due 03/26/2029
 
Asset Backed Security 680,000 units
 
684,121

 
 
 
United States Treasury SEC Stripped Interest Payment Due 11/15/2026
 
Government Bond 850,000 units
 
680,989

 
 
 
United States Treasury SEC Stripped Interest Payment Due 05/15/2021
 
Government Bond 730,000 units
 
680,614

 
 
 
Ginnie Mae II Jumbos 3.5% Due 30 Years Settles January
 
Government Mortgage Backed Security 655,000 units
 
677,106

 
 
 
Fannie Mae Pool #AV5051 4.50% Due 02/01/2044
 
Government Mortgage Backed Security 632,654 units
 
677,000

 
 
 
Morgan Stanley Floating Due 02/14/2020
 
Corporate Bond 650,000 units
 
652,591

 
 
 
Fannie Mae Remic Trust 2015-M2 Class A3 Variable Rate Due 12/25/2024
 
Government Commercial Mortgage-Backed Security 622,717 units
 
637,080

 
 
 
Wells Fargo & Company 3% Due 04/22/2026*
 
Corporate Bond 645,000 units
 
632,809

 
 
 
GE Capital International Funding Company 4.418% Due 11/15/2035
 
Corporate Bond 581,000 units
 
628,791

 
 
 
United States Treasury SEC Stripped Interest Payment Due 08/15/2020
 
Government Bond 650,000 units
 
617,347

 
 
 
Washington Mutual Mortgage Pass-Through Series 2005-AR2 Class 1A1A Floating Rate Due 01/25/2045
 
Non-Government Backed Collateralized Mortgage Obligation 618,041 units
 
613,809

 
 
 
The Goldman Sachs Group Inc. 7.5% Due 02/15/2019
 
Corporate Bond 580,000 units
 
612,964

 
 
 
Soundview Home Loan Trust 2006-2 Mortgage Capital Trust Fund Class M-1 Variable Rate 03/25/2036
 
Asset Backed Security 610,000 units
 
609,176

 
 
 
J.P. Morgan Chase & Company 6.0% Due 01/15/2018*
 
Corporate Bond 605,000 units
 
605,842

 
 
 
Citigroup Inc. 6.125% Due 05/15/2018
 
Corporate Bond 590,000 units
 
598,940

 
 
 
Fannie Mae Pool #Am1762 2.39% Due 12/01/2022
 
Government Mortgage Backed Security 595,595 units
 
593,557

 
 
 
Ginnie Mae II Jumbos 5% Due 30 Years Settles January
 
Government Mortgage Backed Security 555,000 units
 
591,649

 
 
 
Nelnet Student Loan Trust Series 2015-3 Class A-2 Floating Rate Due 02/26/2046
 
Asset Backed Security 583,736 units
 
585,320

 
 
 
Fannie Mae Pool #AT5907 4% Due 06/01/2043
 
Government Mortgage Backed Security 550,370 units
 
584,884

 
 
 
Fannie Mae Pool #MA1546 3.5% Due 08/01/2043
 
Government Mortgage Backed Security 564,151 units
 
581,486

 
 
 
Federal Home Loan Mortgage Corporation Pool #G08707 4% Due 05/01/2046
 
Government Mortgage Backed Security 553,078 units
 
578,436

 
 
 
The Goldman Sachs Group Inc. 5.95% Due 01/18/2018
 
Corporate Bond 568,000 units
 
568,896

 
 
 
Fannie Mae Single Family Mortgage 3% 30 Years Settles January
 
Government Mortgage Backed Security 565,000 units
 
565,000

 
 
 
Citigroup Inc. 2.05% Due 12/07/2018
 
Corporate Bond 565,000 units
 
564,409

 
 
 
Fannie Mae Series 2017-M11 Class FA Floating Rate Due 09/25/2024
 
Government Commercial Mortgage-Backed Security 563,545 units
 
564,336

 
 
 
Federal Home Loan Mortgage Corporation Multiclass Series 4324 Class AY 3% Due 04/15/2029
 
Government Mortgage Backed Security 568,738 units
 
562,252

 
 
 
United States Treasury SEC Stripped Interest Payment Due 08/15/2034
 
Government Bond 875,000 units
 
561,186

 
 
 
Wellpoint Systems Inc 1.875% Due 01/15/2018
 
Corporate Bond 555,000 units
 
554,962

 
 
 
Anthem Inc. 2.5% Due 11/21/2020
 
Corporate Bond 555,000 units
 
553,841

 
 
 
Morgan Stanley Floating Due 07/22/2022
 
Corporate Bond 540,000 units
 
544,337

 
 
 
Banc of America Funding Corporation Series 2015-R7 Class 1A 1.03833%*
 
Non-Government Backed Collateralized Mortgage Obligation 530,773 units
 
533,861

 

13


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

Identity of Issue
 
Description of Investment
 
Current Value
 
 
Fannie Mae Pool #AT5915 4% Due 06/01/2043
 
Government Mortgage Backed Security 505,657 units
 
533,265

 
 
 
Fannie Mae Pool #Al6167 3.5% Due 01/01/2044
 
Government Mortgage Backed Security 516,985 units
 
532,858

 
 
 
SLM Student Loan Trust 2009-3 Class A Variable Rate Due 01/25/2045
 
Asset Backed Security 533,039 units
 
530,499

 
 
 
Fannie Mae Pool #Al7092 3% Due 07/01/2045
 
Government Mortgage Backed Security 527,464 units
 
529,477

 
 
 
United States Treasury 3.0% Due 11/15/2045
 
Government Bond 500,000 units
 
525,098

 
 
 
Fannie Mae Pool #MA2883 3% Due 01/01/2027
 
Government Mortgage Backed Security 513,453 units
 
523,815

 
 
 
Bank of America Corporation 5.65% Due 05/01/2018*
 
Corporate Bond 515,000 units
 
521,146

 
 
 
Fannie Mae Pool #AM2711 2.57% Due 03/01/2023
 
Government Mortgage Backed Security 518,180 units
 
519,757

 
 
 
Fannie Mae Pool #AM1990 2.33% Due 01/01/2023
 
Government Mortgage Backed Security 519,503 units
 
516,278

 
 
 
Federal Home Loan Mortgage Corporation Multiclass Series 3895 Class PW 4.5% Due 07/15/2041
 
Government Mortgage Backed Security 450,000 units
 
505,048

 
 
 
Fannie Mae Pool #AM8674 2.81% Due 04/01/2025
 
Government Mortgage Backed Security 500,000 units
 
503,911

 
 
 
J.P. Morgan Chase & Company 3.22% Due 03/01/2025*
 
Corporate Bond 500,000 units
 
503,899

 
 
 
Drive Auto Receivables Trust Class B 2.3% Due 05/17/2021
 
Asset Backed Security 505,000 units
 
503,840

 
 
 
Bank of America Corporation 2.369% Due 07/21/2021*
 
Corporate Bond 500,000 units
 
499,124

 
 
 
WEA Financial LLC / Westfield UK & Europe Finance PLC 2.7% Due 09/17/2019
 
Corporate Bond 494,000 units
 
496,667

 
 
 
Fannie Mae Single Family Mortgage 4% 30 Years Settles January
 
Government Mortgage Backed Security 470,000 units
 
491,497

 
 
 
United States Treasury Notes Inflation Indexed 0.375% Due 7/15/2027
 
Index Linked Government Bond 490,000 units
 
491,466

 
 
 
Washington Mutual Mortgage Pass-Through Series 2005-AR13 Class A1A1 Floating Rate Due 10/25/2045
 
Non-Government Backed Collateralized Mortgage Obligation 505,597 units
 
487,449

 
 
 
CSAIL 2015-C3 3.7182% Due 08/15/2048
 
Commercial Mortgage-Backed Security 463,000 units
 
481,584

 
 
 
Nationstar Home Floating Rate 1.9007% Due 09/25/2036
 
Asset Backed Security 482,203 units
 
479,463

 
 
 
Federal Home Loan Mortgage Corporation Pool #Al2293 4.374% Due 06/01/2021
 
Government Mortgage Backed Security 450,049 units
 
477,193

 
 
 
Fannie Mae Remic Series 2015-M4 Class AV2 2.509% Due 07/25/2022
 
Government Commercial Mortgage-Backed Security 475,000 units
 
475,935

 
 
 
Ba Cr Card Tr 1.36% Due 09/15/2020
 
Asset Backed Security 475,000 units
 
474,487

 
 
 
Fannie Mae Pool #468559 4.01% Due 08/01/2021
 
Government Mortgage Backed Security 449,506 units
 
472,843

 
 
 
Fannie Mae Pool #MA1462 3.5% Due 06/01/2043
 
Government Mortgage Backed Security 458,018 units
 
472,381

 
 
 
Federal Home Loan Mortgage Corporation Multiclass Series 4158 Class TY 3% Due 01/15/2043
 
Government Mortgage Backed Security 500,000 units
 
469,886

 
 
 
PNC Bank NA 1.5% Due 02/23/2018
 
Corporate Bond 465,000 units
 
464,854

 
 
 
Fannie Mae Pool #AM7514 3.07% Due 02/01/2025
 
Government Mortgage Backed Security 450,000 units
 
459,413

 
 
 
Fannie Mae Pool #BC1158 3.5% Due 02/01/2046
 
Government Mortgage Backed Security 446,419 units
 
458,593

 
 
 
DBWF 2015-LCM Mortgage Trust Floating Rate Due 06/10/2034
 
Commercial Mortgage-Backed Security 460,000 units
 
455,349

 
 
 
Morgan Stanley 6.625% Due 04/01/2018
 
Corporate Bond 450,000 units
 
454,931

 
 
 
Ginnie Mae Pool #MA4510 3.5% Due 06/20/2047
 
Government Mortgage Backed Security 437,606 units
 
452,830

 
 
 
Federal Home Loan Mortgage Corporation Pool #G07957 4% Due 01/01/2045
 
Government Mortgage Backed Security 427,542 units
 
452,639

 
 
 
Columbia Pipeline Group Inc. 2.45% Due 06/01/2018
 
Corporate Bond 450,000 units
 
450,266

 
 
 
Fannie Mae Remic Series 2015-M7 Class A2 2.59% Due 12/25/2024
 
Government Commercial Mortgage-Backed Security 447,000 units
 
444,762

 
 
 
Santander Drive Auto Fixed 2.79% Due 08/15/2022
 
Asset Backed Security 442,000 units
 
443,402

 

14


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

Identity of Issue
 
Description of Investment
 
Current Value
 
 
Ginnie Mae 5% Due 03/16/2034
 
Government Mortgage Backed Security 408,017 units
 
440,377

 
 
 
Ginnie Mae 2011-71 Class ZC 5.5% Due 7/16/2034
 
Government Mortgage Backed Security 397,005 units
 
438,925

 
 
 
Fannie Mae Series 2013-M7 Class A2 2.28% Due 12/25/2022
 
Government Commercial Mortgage-Backed Security 441,000 units
 
436,814

 
 
 
Discover Bank of Greenwood Delaware 2.6% Due 11/13/2018
 
Corporate Bond 435,000 units
 
436,476

 
 
 
Fannie Mae Series 2014-M3 Class A2 Variable Rate Due 01/25/2024
 
Government Commercial Mortgage-Backed Security 415,000 units
 
434,694

 
 
 
Farmers Exchange Floating Rate 5.454% Due 10/15/2054
 
Corporate Bond 400,000 units
 
431,120

 
 
 
Fannie Mae 3.726% Due 06/25/2021
 
Government Commercial Mortgage-Backed Security 410,000 units
 
426,248

 
 
 
Fannie Mae Pool #467757 4.33% Due 04/01/2021
 
Government Mortgage Backed Security 402,486 units
 
425,687

 
 
 
Ginnie Mae II Pool #MA3736 Series 2046 3.5% Due 06/20/2046
 
Government Mortgage Backed Security 407,052 units
 
421,224

 
 
 
Fannie Mae Pool #MA3027 4% Due 06/01/2047
 
Government Mortgage Backed Security 396,085 units
 
414,532

 
 
 
Federal Home Loan Mortgage Corporation Series 4639 Class HZ Step Up Due 04/15/2053
 
Government Mortgage Backed Security 437,586 units
 
409,770

 
 
 
Fannie Mae Pool #AM5473 3.76% Due 03/01/2024
 
Government Mortgage Backed Security 385,000 units
 
408,120

 
 
 
Fannie Mae Pool #AQ1534 3.5% Due 10/01/2032
 
Government Mortgage Backed Security 393,258 units
 
406,087

 
 
 
Fannie Mae Pool #AS9830 4% Due 06/01/2047
 
Government Mortgage Backed Security 387,159 units
 
405,230

 
 
 
United States Treasury Security 4.5% Due 08/15/2039
 
Government Bond 310,000 units
 
404,950

 
 
 
Ginnie Mae 3.5% Due 03/20/2046
 
Government Mortgage Backed Security 390,840 units
 
404,568

 
 
 
Citigroup Inc. 1.8% Due 02/05/2018
 
Corporate Bond 400,000 units
 
399,958

 
 
 
Morgan Stanley 7.3% Due 05/13/2019
 
Corporate Bond 375,000 units
 
399,791

 
 
 
United Technologies Corporation 1.778% Due 05/04/2018
 
Corporate Bond 400,000 units
 
399,388

 
 
 
Federal Home Loan Mortgage Corporation Pool #G08711 3.5% Due 06/01/2046
 
Government Mortgage Backed Security 388,137 units
 
399,191

 
 
 
Washington Mutual Mortgage Pass-Through Series 2005-AR11 Class A1A Floating Rate Due 08/25/2045
 
Non-Government Backed Collateralized Mortgage Obligation 398,606 units
 
399,101

 
 
 
United States Treasury Note 4.375% Due 11/15/2039
 
Government Bond 310,000 units
 
398,871

 
 
 
Navient Student Loan Trust Series 2015-3 Class B Floating Rate Due 10/25/2058
 
Asset Backed Security 400,000 units
 
398,239

 
 
 
Fannie Mae Pool #AR6380 3.00% Due 02/01/2043
 
Government Mortgage Backed Security 391,185 units
 
393,439

 
 
 
BBCCRE Trust Series 2015-GTP Class A 3.966% Due 08/10/2033
 
Commercial Mortgage-Backed Security 385,000 units
 
391,597

 
 
 
American Express Credit Corporation A-C Master Series 2017-1 Class A 1.93% Due 09/15/2022
 
Asset Backed Security 390,000 units
 
388,204

 
 
 
Fresenius Medical Care 6.5% Due 09/15/2018
 
Corporate Bond 375,000 units
 
386,666

 
 
 
Fannie Mae Pool #465973 3.59% Due 10/01/2020
 
Government Mortgage Backed Security 372,651 units
 
384,406

 
 
 
Fannie Mae Variable Rate Due 07/25/2024
 
Government Commercial Mortgage-Backed Security 373,000 units
 
383,419

 
 
 
Santander UK PLC 2.5% Due 03/14/2019
 
Corporate Bond 382,000 units
 
383,174

 
 
 
Commercial Mortgage Trust Series 2015-Cr24 Class A5 3.696% Due 08/10/2055
 
Commercial Mortgage-Backed Security 366,146 units
 
382,521

 
 
 
AT&T Inc. 3.4% Due 05/15/2025
 
Corporate Bond 389,000 units
 
382,445

 
 
 
Federal Home Loan Mortgage Corporation Multiclass Series 2901 4.5% Due 12/15/2019
 
Government Mortgage Backed Security 376,768 units
 
381,128

 
 
 
Fannie Mae Pool #AB7575 3.00% Due 01/01/2043
 
Government Mortgage Backed Security 378,912 units
 
380,956

 
 
 
Long Beach Mortgage Loan Trust 2005-2 Pass-Through Due 04/25/2035
 
Asset Backed Security 374,299 units
 
378,102

 

15


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

Identity of Issue
 
Description of Investment
 
Current Value
 
 
Progress Residential Series 2015-SFR2 Class A 2.74% Due 06/12/2032
 
Asset Backed Security 378,278 units
 
377,408

 
 
 
Berkshire Hathaway Inc. 4.4% Due 05/15/2042
 
Corporate Bond 334,000 units
 
376,375

 
 
 
Charter 4.464% Due 07/23/2022
 
Corporate Bond 355,000 units
 
370,389

 
 
 
Ginnie Mae II Pool #MA3597 Series 2046 3.5% Due 04/20/2046
 
Government Mortgage Backed Security 355,897 units
 
368,370

 
 
 
Fannie Mae Pool #AR7961 3.5% Due 03/01/2033
 
Government Mortgage Backed Security 353,542 units
 
365,078

 
 
 
Impac Secured Assets Corporation 2004-3 Pass-Through Class M-1 Floating Rate Due 11/25/2034
 
Non-Government Backed Collateralized Mortgage Obligation 370,000 units
 
364,524

 
 
 
Kabbage Asset Securitization LLC Class A 4.571% Due 03/15/2022
 
Asset Backed Security 355,000 units
 
362,757

 
 
 
Wells Fargo Commercial 3.664% Due 09/15/2048*
 
Commercial Mortgage-Backed Security 346,000 units
 
360,096

 
 
 
Navient Student Loan Trust Series 17-3A Class A3 Floating Rate Due 07/26/2066
 
Asset Backed Security 350,000 units
 
359,212

 
 
 
Magnetite CLO Limited Class A1R Flat Rate Due 07/25/2026
 
Asset Backed Security 355,000 units
 
356,434

 
 
 
Actavis Funding SCS 3.8% Due 03/15/2025
 
Corporate Bond 350,000 units
 
356,317

 
 
 
Fannie Mae Pool #AS9972 4% Due 07/01/2047
 
Government Mortgage Backed Security 339,964 units
 
355,832

 
 
 
Ginnie Mae Class 2007-035 6% Due 06/20/2037
 
Government Mortgage Backed Security 324,079 units
 
355,677

 
 
 
Flagship CLO Series 14-8A Class AR Floating Rate Due 01/16/2026
 
Asset Backed Security 355,000 units
 
355,340

 
 
 
Fannie Mae Pool #AM5079 3.45% Due 01/01/2024
 
Government Mortgage Backed Security 339,001 units
 
353,675

 
 
 
Duke Energy 3.75% Due 06/01/2045
 
Corporate Bond 343,000 units
 
353,258

 
 
 
Federal Home Loan Mortgage Corporation Pool #SO7307 3% Due 8/15/2044
 
Government Mortgage Backed Security 356,544 units
 
352,407

 
 
 
Voya CLO Class A-1 Floating Rate
 
Asset Backed Security 350,000 units
 
350,734

 
 
 
Fannie Mae Pool #468564 4.06% Due 07/01/2021
 
Government Mortgage Backed Security 332,903 units
 
350,554

 
 
 
Fannie Mae Pool #MA1373 3.50% Due 03/01/2043
 
Government Mortgage Backed Security 339,639 units
 
350,068

 
 
 
Ginnie Mae Pool #783867 Series 2036 6.0% Due 8/15/2036
 
Government Mortgage Backed Security 309,756 units
 
349,770

 
 
 
American Express Company 1.55% Due 05/22/2018
 
Corporate Bond 350,000 units
 
349,591

 
 
 
FREMF 2015-K48 Mortgage Trust Floating Rate Due 06/25/2025
 
Commercial Mortgage-Backed Security 345,000 units
 
348,770

 
 
 
Ginnie Mae 5.5% Due 06/20/2035
 
Government Mortgage Backed Security 313,368 units
 
346,909

 
 
 
Federal Home Loan Mortgage Corporation Multiclass Tranche 00839 2.615% Due 01/25/2023
 
Government Commercial Mortgage-Backed Security 345,000 units
 
346,004

 
 
 
Federal Home Loan Mortgage Corporation Multiclass Series 3677 4.5% Due 05/15/2040
 
Government Mortgage Backed Security 328,141 units
 
345,789

 
 
 
Protective Life Global Funding 1.722% Due 04/15/2019
 
Corporate Bond 345,000 units
 
343,178

 
 
 
United States Treasury Notes 1.875% Due 12/31/2019
 
Government Bond 340,000 units
 
339,894

 
 
 
GS Mortgage Securities Corporation 2005-9 Class 2A3 Variable Rate Due 08/25/2035
 
Asset Backed Security 341,258 units
 
339,862

 
 
 
Structured Asset Mortgage Investments II Inc. Series 2004-AR1 Class A1 Floating Rate Due 3/19/2034
 
Non-Government Backed Collateralized Mortgage Obligation 343,420 units
 
339,117

 
 
 
Federal Home Loan Mortgage Corporation Gold Pool U9-0291 4% Due 10/01/2042
 
Government Mortgage Backed Security 321,061 units
 
338,526

 
 
 
Fannie Mae Pool #AM4764 3.44% Due 11/01/2023
 
Government Mortgage Backed Security 324,459 units
 
338,081

 
 
 
Fannie Mae Pool #469688 3.38% Due 12/01/2021
 
Government Mortgage Backed Security 326,364 units
 
337,214

 
 
 
Boston Properties Limited Partnership 3.8% Due 02/01/2024
 
Corporate Bond 325,000 units
 
336,786

 
 
 
Fannie Mae Pool #AQ1607 3.5% Due 11/01/2032
 
Government Mortgage Backed Security 322,132 units
 
332,586

 
 
 
United States Treasury SEC Stripped Interest Payment Due 05/15/2031
 
Government Bond 470,000 units
 
331,810

 

16


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

Identity of Issue
 
Description of Investment
 
Current Value
 
 
Federal Home Loan Mortgage Corporation Gold Pool U89009 3.5% Due 09/01/2032
 
Government Mortgage Backed Security 318,161 units
 
331,391

 
 
 
Ginnie Mae Pool #MA4069 3.5% Due 11/20/2046
 
Government Mortgage Backed Security 319,614 units
 
330,734

 
 
 
Citigroup Mortgage Loan Trust Series 2015-6 Class 2A1 Floating Rate Due 12/25/2035
 
Non-Government Backed Collateralized Mortgage Obligation 343,119 units
 
329,102

 
 
 
Duquesne Light Holdings, Inc. 6.4% Due 09/15/2020
 
Corporate Bond 300,000 units
 
328,062

 
 
 
Ginnie Mae Pool #MA4838 4% Due 11/20/2047
 
Government Mortgage Backed Security 309,309 units
 
324,098

 
 
 
Morgan Stanley ABS Capital I Inc. 2006-NC1 Pass-Through Class A/4 Due 12/25/2035
 
Asset Backed Security 320,257 units
 
320,475

 
 
 
Fannie Mae Pool #AM4407 3.65% Due 09/01/2023
 
Government Mortgage Backed Security 304,081 units
 
319,284

 
 
 
Fannie Mae Pool #MA0214 5% Due 10/01/2029
 
Government Mortgage Backed Security 293,218 units
 
315,244

 
 
 
Federal National Mortgage Association Pool #Al2965 2.667% Due 12/01/2022
 
Government Mortgage Backed Security 313,319 units
 
315,183

 
 
 
Federal Home Loan Mortgage Corporation Multiclass Series 2334 Class KB 6.5% Due 05/15/2028
 
Government Mortgage Backed Security 284,544 units
 
313,297

 
 
 
Bank of America Corporation 6.875% Due 11/15/2018*
 
Corporate Bond 300,000 units
 
312,418

 
 
 
J.P. Morgan Mortgage Trust 2005-A2 Pass-Through Class 1-A-1 Due 04/25/2035*
 
Non-Government Backed Collateralized Mortgage Obligation 310,810 units
 
311,365

 
 
 
Commercial Mortgage Trust Series 2015-CRE25 Class A/4 3.759% Due 08/10/2048
 
Commercial Mortgage-Backed Security 297,000 units
 
311,148

 
 
 
Fannie Mae Remic Series 2003-W2 5.9% Due 07/25/2042
 
Government Mortgage Backed Security 280,725 units
 
308,469

 
 
 
Bank of America Corporation 3.705% Due 04/24/2028*
 
Corporate Bond 300,000 units
 
307,918

 
 
 
The Goldman Sachs Group Inc. 5.25% Due 07/27/2021
 
Corporate Bond 283,000 units
 
306,713

 
 
 
Federal Home Loan Mortgage Corporation Pool #G07239 3.00% Due 12/01/2042
 
Government Mortgage Backed Security 304,780 units
 
306,381

 
 
 
Fannie Mae Pool #MA1866 4.50% Due 04/01/2044
 
Government Mortgage Backed Security 285,992 units
 
306,349

 
 
 
Fannie Mae Pool #MA2010 4.00% Due 08/01/2044
 
Government Mortgage Backed Security 288,514 units
 
304,261

 
 
 
Verizon Communications Inc. 4.862% Due 08/21/2046
 
Corporate Bond 292,000 units
 
304,154

 
 
 
Bank of America Corporation 4% Due 01/22/2025*
 
Corporate Bond 292,000 units
 
303,786

 
 
 
Ginnie Mae II Jumbos 4% Due 30 Years Settles January
 
Government Mortgage Backed Security 290,000 units
 
302,302

 
 
 
Appalachian Power Company 3.3% Due 06/01/2027
 
Corporate Bond 300,000 units
 
300,915

 
 
 
Citigroup Inc. 2.5% Due 09/26/2018
 
Corporate Bond 300,000 units
 
300,860

 
 
 
Teva 2.8% Due 07/21/2023
 
Corporate Bond 345,000 units
 
300,429

 
 
 
UBS AG London Branch Note Floating Rate 144A Due 05/28/2019
 
Corporate Bond 300,000 units
 
300,012

 
 
 
J.P. Morgan Chase & Company 1.7% Due 03/01/2018*
 
Corporate Bond 300,000 units
 
299,971

 
 
 
Ginnie Mae II Pool #MA4722 Series 2047 5% Due 09/20/2047
 
Government Mortgage Backed Security 280,124 units
 
299,213

 
 
 
Federal Home Loan Mortgage Corporation Pool #G08737 3% Due 12/01/2046
 
Government Mortgage Backed Security 298,877 units
 
299,183

 
 
 
Ford Motor Credit Company LLC Floating Rate 2.29028% Due 01/09/2018
 
Corporate Bond 298,000 units
 
298,026

 
 
 
VNDO Mortgage Trust 2012-6 2.9950% Due 11/15/2030
 
Commercial Mortgage-Backed Security 295,237 units
 
297,957

 
 
 
AT&T Inc. 4.8% Due 06/15/2044
 
Corporate Bond 300,000 units
 
296,724

 
 
 
Federal Home Loan Mortgage Corporation Pool #S06297 3.5% Due 09/15/2042
 
Government Mortgage Backed Security 280,296 units
 
290,154

 
 
 
Fannie Mae Pool #Al9472 4% Due 10/01/2043
 
Government Mortgage Backed Security 275,079 units
 
288,836

 
 
 
Fannie Mae Pool #AM6429 3.58% Due 08/01/2029
 
Government Mortgage Backed Security 275,418 units
 
288,560

 
 
 
Fannie Mae Pool #FN0009 3.414% Due 10/01/2020
 
Government Mortgage Backed Security 281,666 units
 
288,110

 

17


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

Identity of Issue
 
Description of Investment
 
Current Value
 
 
Bank of America Corporation 3.593% Due 07/21/2028*
 
Corporate Bond 280,000 units
 
284,607

 
 
 
Bear Stearns ARM Floating Rate 3.722068% Due 11/25/2034
 
Non-Government Backed Collateralized Mortgage Obligation 283,092 units
 
283,590

 
 
 
Fannie Mae Remic Series 2014-M1 Class A Floating Rate Due 07/25/2023
 
Government Commercial Mortgage-Backed Security 275,000 units
 
283,406

 
 
 
Ginnie Mae Pool #MA3663 3.5% Due 05/20/2046
 
Government Mortgage Backed Security 273,786 units
 
283,360

 
 
 
Jersey Central Power & Light Company 4.7% Due 04/01/2024
 
Corporate Bond 261,000 units
 
282,610

 
 
 
Ventas Realty Limited 3.5% Due 02/01/2025
 
Corporate Bond 280,000 units
 
282,084

 
 
 
Fannie Mae Pool #FN0001 3.766% Due 12/01/2020
 
Government Mortgage Backed Security 272,585 units
 
281,921

 
 
 
AT&T Inc. 5.25% Due 03/01/2037
 
Corporate Bond 265,000 units
 
280,270

 
 
 
J.P. Morgan Mortgage Acquisition Corporation Series 07-Ch1 Class AV5 Floating Rate Due 11/25/2036*
 
Asset Backed Security 279,507 units
 
279,368

 
 
 
United States Treasury Bond Zero Coupon Due 08/15/2023
 
Government Bond 315,000 units
 
276,426

 
 
 
Federal Home Loan Mortgage Corporation Multiclass Series 323 Class 300 Due 01/15/2044
 
Government Mortgage Backed Security 272,898 units
 
273,155

 
 
 
UBS AG Stamford Branch 1.8% Due 03/26/2018
 
Corporate Bond 271,000 units
 
271,009

 
 
 
Fannie Mae Pool #AN0335 3.39% Due 01/01/2031
 
Government Mortgage Backed Security 260,000 units
 
268,283

 
 
 
Ginnie Mae 5.25% Due 03/20/2038
 
Government Mortgage Backed Security 246,518 units
 
268,282

 
 
 
Fannie Mae Pool #MA1510 4.00% Due 07/01/2043
 
Government Mortgage Backed Security 253,933 units
 
267,631

 
 
 
Fannie Mae Pool #AN1835 2.535% Due 07/01/2028
 
Government Mortgage Backed Security 275,000 units
 
266,450

 
 
 
United States Treasury Bond 4.24% Due 05/15/2039
 
Government Bond 210,000 units
 
265,428

 
 
 
Fannie Mae Pool #AM6430 3.58% Due 08/01/2029
 
Government Mortgage Backed Security 251,675 units
 
263,684

 
 
 
Fannie Mae Pool #AM9491 3.55% Due 08/01/2030
 
Government Mortgage Backed Security 251,250 units
 
262,903

 
 
 
Metlife Inc. 7.8% Due 11/01/2025*
 
Corporate Bond 205,000 units
 
262,809

 
 
 
Federal Home Loan Mortgage Corporation Pool #G08716 3.5% Due 08/01/2046
 
Government Mortgage Backed Security 255,024 units
 
262,288

 
 
 
Colony American Finance 2016-2 2.554% Due 11/15/2048
 
Commercial Mortgage-Backed Security 264,855 units
 
262,020

 
 
 
Fannie Mae Pool #An5742 3.19% Due 05/01/2030
 
Government Mortgage Backed Security 258,436 units
 
261,109

 
 
 
Fannie Mae Remic Series 416 Class A300 3% Due 11/25/2042
 
Government Mortgage Backed Security 259,799 units
 
260,826

 
 
 
Fannie Mae Pool #AM8203 2.74% Due 03/01/2025
 
Government Mortgage Backed Security 256,880 units
 
259,280

 
 
 
Fannie Mae Pool #AM4198 3.55% Due 03/01/2024
 
Government Mortgage Backed Security 246,302 units
 
258,492

 
 
 
International Lease Finance Corporation 7.125% Due 09/01/2018
 
Corporate Bond 250,000 units
 
257,967

 
 
 
Credit Suisse First Boston Mortgage Securities Corporation 2004/AR6 Pass-Through Class 2/A Variable Rate Due 10/25/34
 
Non-Government Backed Collateralized Mortgage Obligation 255,148 units
 
256,568

 
 
 
Microsoft Corporation 3.75% Due 02/12/2045
 
Corporate Bond 242,000 units
 
254,946

 
 
 
J.P. Morgan Chase & Company NT Fixed/Floating Rate Due 05/01/2028*
 
Corporate Bond 250,000 units
 
254,337

 
 
 
Fannie Mae Pool #MA1900 4.50% Due 04/01/2044
 
Government Mortgage Backed Security 237,235 units
 
254,127

 
 
 
Fannie Mae Pool #AM6428 3.58% Due 08/01/2029
 
Government Mortgage Backed Security 242,178 units
 
253,734

 
 
 
Fannie Mae Pool #AM6501 3.32% Due 08/01/2026
 
Government Mortgage Backed Security 245,000 units
 
253,530

 
 
 
Ginnie Mae 6% Due 11/16/2032
 
Government Mortgage Backed Security 226,702 units
 
251,906

 
 
 
UBS Commercial Mortgage Trust 2012-C1 Variable Rate Due 05/10/2045
 
Commercial Mortgage-Backed Security 250,000 units
 
250,575

 
 
 
J.P. Morgan Chase & Company 1.8% Due 01/25/2018*
 
Corporate Bond 250,000 units
 
249,981

 

18


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

Identity of Issue
 
Description of Investment
 
Current Value
 
 
Fannie Mae Pool #MA1900 4.50% Due 05/01/2039
 
Government Mortgage Backed Security 233,012 units
 
249,551

 
 
 
Continental Airlines, Inc. Pass-Through Series 2000-1 Class A-1 8.048% Due 5/1/2022
 
Corporate Bond 226,504 units
 
249,438

 
 
 
Federal Home Loan Mortgage Corporation Multiclass Series 3662 5% Due 04/15/2040
 
Government Mortgage Backed Security 229,984 units
 
248,917

 
 
 
National Credit Union Association Guaranteed Trust 2010-R3 Due 12/06/2020
 
Government Mortgage Backed Security 248,019 units
 
248,877

 
 
 
Stadshypotek AB (publ) 1.875% Due 10/02/2019
 
Corporate Bond 250,000 units
 
248,288

 
 
 
Shire Acquisitions 1.9% Due 09/23/2019
 
Corporate Bond 250,000 units
 
247,737

 
 
 
Oracle Corporation 2.4% Due 09/15/2023
 
Corporate Bond 248,000 units
 
244,899

 
 
 
Merrill Lynch & Co., Inc. 6.875% Due 04/25/2018*
 
Corporate Bond 240,000 units
 
243,667

 
 
 
Providence Health & Services 2.746% Due 10/01/2026
 
Corporate Bond 250,000 units
 
242,180

 
 
 
Federal Home Loan Mortgage Corporation Tranche 00374 Series KF34 Class A Floating Rate Due 08/25/2024
 
Government Commercial Mortgage-Backed Security 244,993 units
 
241,479

 
 
 
GS Mortgage Securities Corporation Trust 2011-GC5 Due 08/10/2044
 
Commercial Mortgage-Backed Security 245,000 units
 
239,925

 
 
 
Siemens 2% Due 09/15/2023
 
Corporate Bond 250,000 units
 
239,630

 
 
 
Abbvie Inc. 3.6% Due 05/14/2025
 
Corporate Bond 232,000 units
 
238,513

 
 
 
Verizon Communications Inc. 4.4% Due 11/01/2034
 
Corporate Bond 231,000 units
 
235,398

 
 
 
Credit Acceptance Corp. Auto Loan 2.4% Due 02/15/2023
 
Asset Backed Security 232,609 units
 
232,839

 
 
 
Anadarko Petroleum Corporation 6.45% Due 09/15/2036
 
Corporate Bond 190,000 units
 
232,714

 
 
 
Public Service Electric and Gas Company 4.05% Due 05/01/2045
 
Corporate Bond 220,000 units
 
232,059

 
 
 
Federal Home Loan Mortgage Corporation Pool #G08792 3.5% Due 12/01/2047
 
Government Mortgage Backed Security 224,257 units
 
230,646

 
 
 
Fannie Mae Remic Trust 2004-W12 6.5% Due 07/25/2044
 
Government Mortgage Backed Security 198,039 units
 
226,145

 
 
 
Fannie Mae Series 2002-86 6% Due 09/25/2032
 
Government Mortgage Backed Security 201,604 units
 
225,801

 
 
 
Shell International Finance BV 4.375% Due 05/11/2045
 
Corporate Bond 200,000 units
 
224,875

 
 
 
Conoco Inc. 6.95% Due 04/15/2029
 
Corporate Bond 170,000 units
 
223,280

 
 
 
Anheuser-Busch 4.9% Due 02/01/2046
 
Corporate Bond 192,000 units
 
222,526

 
 
 
Federal Home Loan Mortgage Corporation Pool #G18592 3% Due 03/01/2031
 
Government Mortgage Backed Security 217,199 units
 
221,279

 
 
 
Fannie Mae Remic Series 2004-T1 6% Due 01/25/2044
 
Government Mortgage Backed Security 197,544 units
 
220,481

 
 
 
Fannie Mae Series 2017-T1 Class A 2.898% Due 06/25/2027
 
Government Mortgage Backed Security 221,952 units
 
220,480

 
 
 
MidAmerican Energy 4.8% Due 09/15/2043
 
Corporate Bond 183,000 units
 
219,807

 
 
 
Comcast Corporation 4.4% Due 08/15/2035
 
Corporate Bond 200,000 units
 
218,659

 
 
 
Hero Funding LLC 2017-2 Fixed 3.28% Due 09/20/2048
 
Asset Backed Security 218,741 units
 
217,872

 
 
 
Fannie Mae Pool #AN1161 3.05% Due 04/01/2028
 
Government Mortgage Backed Security 215,000 units
 
217,869

 
 
 
Bank of America Corporation 3.004% Due 12/20/2023*
 
Corporate Bond 215,000 units
 
215,552

 
 
 
Ginnie Mae 2015-H32 Remic Pass-Through Class FH Due 12/20/2065
 
Government Mortgage Backed Security 213,719 units
 
215,420

 
 
 
Verizon Communications Inc. 5.25% Due 03/16/2037
 
Corporate Bond 195,000 units
 
214,438

 
 
 
UBS-Bank of America Merrill Lynch Trust Series 2012-WRM 3.663% Due 06/10/2030*
 
Commercial Mortgage-Backed Security 211,000 units
 
214,085

 
 
 
HSBC Bank PLC 4.75% Due 01/19/2021
 
Corporate Bond 200,000 units
 
212,652

 
 
 
New York State Dormitory Authority 5.289% Due 03/15/2033
 
Municipal/Provincial Bond 180,000 units
 
211,135

 
 
 
Energy Transfer 5.15% Due 03/15/2045
 
Corporate Bond 215,000 units
 
209,055

 
 
 
Federal Home Loan Mortgage Corporation Multiclass Tranche 2.72% Due 07/25/2026
 
Government Commercial Mortgage-Backed Security 210,000 units
 
208,543

 
 
 
Fannie Mae Series 2013-96 3.5% Due 09/25/2038
 
Government Mortgage Backed Security 201,508 units
 
207,037

 
 
 
Bank of America Corporation 4.125% Due 01/22/2024*
 
Corporate Bond 194,000 units
 
206,330

 

19


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

Identity of Issue
 
Description of Investment
 
Current Value
 
 
Massachusetts State 4.91% Due 05/01/2029
 
Municipal/Provincial Bond 175,000 units
 
205,424

 
 
 
Aetna Inc. 2.8% Due 06/15/2023
 
Corporate Bond 208,000 units
 
204,709

 
 
 
Fannie Mae Series 2009-W1 6% Due 12/25/2049
 
Government Mortgage Backed Security 181,565 units
 
204,160

 
 
 
UBS-Barclays Commercial Mortgage Trust 2012-C2 3.52500009537% Due 05/10/2063
 
Commercial Mortgage-Backed Security 197,600 units
 
204,084

 
 
 
Healthcare Realty Trust Inc. 3.75% Due 04/15/2023
 
Corporate Bond 200,000 units
 
203,431

 
 
 
GE Capital International Funding Company 3.373% Due 11/15/2025
 
Corporate Bond 200,000 units
 
203,413

 
 
 
Ford Motor Credit Company LLC 3.336% Due 03/18/2021
 
Corporate Bond 200,000 units
 
203,127

 
 
 
Barclays PLC 3.684% Due 01/10/2023
 
Corporate Bond 200,000 units
 
202,956

 
 
 
Healthcare Trust of America Inc. 3.5% Due 08/01/2026
 
Corporate Bond 205,000 units
 
201,838

 
 
 
Williams Partners LP 3.6% Due 03/15/2022
 
Corporate Bond 197,000 units
 
201,513

 
 
 
The Goldman Sachs Group Inc. 5.375% Due 03/15/2020
 
Corporate Bond 190,000 units
 
201,463

 
 
 
American Credit Acceptance 2.8599998951% Due 06/12/2023
 
Asset Backed Security 201,000 units
 
200,899

 
 
 
CRH Finance America Inc. 3.4% Due 05/09/2027
 
Corporate Bond 200,000 units
 
199,955

 
 
 
Federal Home Loan Mortgage Corporation Series 4374 Class NC Step/up Due 02/15/2046
 
Government Mortgage Backed Security 195,027 units
 
199,187

 
 
 
Santander Drive Auto 1.5% Due 08/17/2020
 
Asset Backed Security 199,000 units
 
198,673

 
 
 
AstraZeneca PLC 3.125% Due 06/12/2027
 
Corporate Bond 200,000 units
 
197,634

 
 
 
The Goldman Sachs Group Inc. 3.85% Due 07/08/2024
 
Corporate Bond 190,000 units
 
197,081

 
 
 
Continental Airlines, Inc. Pass-Through 5.983% Due 04/19/2023
 
Corporate Bond 179,736 units
 
195,967

 
 
 
AT&T Inc. 4.75% Due 05/15/2046
 
Corporate Bond 200,000 units
 
195,609

 
 
 
Bank of New York Mellon Corporation 2.5% Due 04/15/2021
 
Corporate Bond 195,000 units
 
195,439

 
 
 
Progress Residential Series 2015-SFR2 Class B 3.138% Due 06/12/2032
 
Asset Backed Security 195,000 units
 
194,769

 
 
 
Kraft Heinz Foods Co 3% Due 06/01/2026
 
Corporate Bond 200,000 units
 
192,456

 
 
 
Drive Auto 2.75% Due 09/15/2023
 
Asset Backed Security 191,000 units
 
191,270

 
 
 
Sprint Spectrum Coompany LLC 3.36% Due 09/20/2021
 
Corporate Bond 187,500 units
 
188,672

 
 
 
The Goldman Sachs Group Inc. 3.85% Due 01/26/2027
 
Corporate Bond 183,000 units
 
187,878

 
 
 
Comcast Corporation 3.0% Due 02/01/2024
 
Corporate Bond 185,000 units
 
186,225

 
 
 
HCA Inc. 6.5% Due 02/15/2020
 
Corporate Bond 175,000 units
 
185,500

 
 
 
The Goldman Sachs Group Inc. 3.272% Due 09/29/2025
 
Corporate Bond 185,000 units
 
184,255

 
 
 
UnitedHealth Group, Inc. 3.75% Due 10/15/2047
 
Corporate Bond 180,000 units
 
183,648

 
 
 
Fannie Mae Remic Trust 2001-81 6.5% Due 01/25/2032
 
Government Mortgage Backed Security 162,940 units
 
182,926

 
 
 
General Motors Company 6.6% Due 04/01/2036
 
Corporate Bond 150,000 units
 
182,758

 
 
 
WFRBS Commercial Mortgage Trust Variable Rate Due 03/15/2045
 
Commercial Mortgage-Backed Security 190,000 units
 
180,459

 
 
 
Federal National Mortgage Association Pool #Al0561 3.738% Due 06/01/2018
 
Government Mortgage Backed Security 179,542 units
 
179,801

 
 
 
Fannie Mae Remic Trust 2007-93 4.50% Due 09/25/2037
 
Government Mortgage Backed Security 167,934 units
 
175,860

 
 
 
Anheuser-Busch 3.65% Due 02/01/2026
 
Corporate Bond 170,000 units
 
175,436

 
 
 
Reynolds American Inc. 6.875% Due 05/01/2020
 
Corporate Bond 160,000 units
 
175,423

 
 
 
Flagship Credit Auto 2.96000003815% Due 07/15/2023
 
Asset Backed Security 175,000 units
 
174,849

 
 
 
Crown Castle International Corporation 3.2% Due 09/01/2024
 
Corporate Bond 175,000 units
 
173,185

 
 
 
Federal Home Loan Mortgage Corporation Pool #G18626 2.5% Due 01/01/2032
 
Government Mortgage Backed Security 172,333 units
 
172,129

 
 
 
American Credit Acceptance Receivables Series 15-2 Class B 2.97% Due 05/12/2021
 
Asset Backed Security 171,866 units
 
172,110

 
 
 
Santander Drive Auto Receivables Trust Series 17-1 Class D 3.17% Due 04/17/2023
 
Asset Backed Security 171,000 units
 
171,870

 
 
 
HSBC Holdings PLC 4% Due 03/30/2022
 
Corporate Bond 163,000 units
 
170,264

 
 
 
Celgene Corporation 5% Due 08/15/2045
 
Corporate Bond 150,000 units
 
170,189

 
 
 
Exeter Automobile 1.84% Due 11/16/2020
 
Asset Backed Security 168,967 units
 
168,773

 

20


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

Identity of Issue
 
Description of Investment
 
Current Value
 
 
Total Capital International 3.7% Due 01/15/2024
 
Corporate Bond 160,000 units
 
168,700

 
 
 
Wells Fargo & Company 4.1% Due 06/03/2026*
 
Corporate Bond 160,000 units
 
167,780

 
 
 
Buckeye Partners LP 3.95% Due 12/01/2026
 
Corporate Bond 170,000 units
 
167,095

 
 
 
Cox Communications, Inc. 3.85% Due 02/01/2025
 
Corporate Bond 160,000 units
 
163,728

 
 
 
Ginnie Mae Pool 2013-H05 Remic Pass-Through Class FB Floating Rate Due 02/20/2062
 
Government Mortgage Backed Security 163,667 units
 
163,680

 
 
 
AT&T Inc. 5.15% Due 11/15/2046
 
Corporate Bond 160,000 units
 
163,525

 
 
 
Morgan Stanley 5.75% Due 01/25/2021
 
Corporate Bond 150,000 units
 
163,460

 
 
 
Santander Drive Auto 2.1% Due 06/15/2021
 
Asset Backed Security 163,000 units
 
162,543

 
 
 
Fannie Mae Pool #MA2896 3.5% Due 02/01/2047
 
Government Mortgage Backed Security 157,749 units
 
162,051

 
 
 
Enterprise Products Company 3.75% Due 02/15/2025
 
Corporate Bond 157,000 units
 
161,882

 
 
 
CarFinance Capital Auto Trust 2014-2 Class B 2.64% Due 11/16/2020
 
Asset Backed Security 160,000 units
 
159,919

 
 
 
HCP, Inc. 4.2% Due 03/01/2024
 
Corporate Bond 150,000 units
 
156,928

 
 
 
Exeter Automobile Receivable 17-2A Class C 3.93% Due 04/17/2023
 
Asset Backed Security 155,000 units
 
156,273

 
 
 
J.P. Morgan Chase & Company 4.25% Due 10/15/2020*
 
Corporate Bond 149,000 units
 
156,229

 
 
 
Microsoft Corporation 2.875% Due 02/06/2024
 
Corporate Bond 154,000 units
 
156,229

 
 
 
Westgate Resorts 2.15% Due 12/20/2026
 
Corporate Bond 155,108 units
 
154,417

 
 
 
Fannie Mae Series 2017-M5 Class A2 3.303% Due 04/25/2029
 
Government Commercial Mortgage-Backed Security 152,000 units
 
154,271

 
 
 
General Electric Capital Corporation 5.875% Due 01/14/2038
 
Corporate Bond 119,000 units
 
153,889

 
 
 
Strip Principal Zero Coupon Due 02/15/2020
 
Government Bond 160,000 units
 
153,714

 
 
 
United States Treasury SEC Stripped Interest Payment Due 05/15/2020
 
Government Bond 160,000 units
 
153,061

 
 
 
Raymond James Financial, Inc. 4.95% Due 07/15/2046
 
Corporate Bond 135,000 units
 
152,625

 
 
 
Fannie Mae Remic Trust 2010-137 4.5% Due 10/25/2040
 
Government Mortgage Backed Security 143,167 units
 
150,620

 
 
 
Southern California Edison 4% Due 04/01/2047
 
Corporate Bond 140,000 units
 
150,370

 
 
 
PRICOA Global Funding 1.6% Due 05/29/2018
 
Corporate Bond 150,000 units
 
149,862

 
 
 
Constellation Brands Inc. 2.0% Due 11/07/2019
 
Corporate Bond 150,000 units
 
149,028

 
 
 
Charter 4.908% Due 07/23/2025
 
Corporate Bond 140,000 units
 
148,846

 
 
 
General Electric Capital Corporation 5.5% Due 01/08/2020
 
Corporate Bond 140,000 units
 
148,649

 
 
 
Aercap Ireland Capital 3.65% Due 07/21/2027
 
Corporate Bond 150,000 units
 
148,450

 
 
 
Fannie Mae Pool #AP0645 3.5% Due 07/01/2032
 
Government Mortgage Backed Security 143,732 units
 
148,417

 
 
 
Wells Fargo & Company 3% Due 10/23/2026*
 
Corporate Bond 150,000 units
 
147,024

 
 
 
Plains All American Pipeline LP 4.5% Due 12/15/2026
 
Corporate Bond 145,000 units
 
146,987

 
 
 
Federal Home Loan Mortgage Corporation Multiclass Series 2072 6.5% Due 07/15/2028
 
Government Mortgage Backed Security 132,862 units
 
146,950

 
 
 
HCP, Inc. 4.25% Due 11/15/2023
 
Corporate Bond 140,000 units
 
146,941

 
 
 
HBOS plc Tranche # Sb 00008 6.75% Due 5/21/2018
 
Corporate Bond 143,000 units
 
145,424

 
 
 
Niagara Mohawk Power Corporation 3.508% Due 10/01/2024
 
Corporate Bond 136,000 units
 
140,770

 
 
 
SFAVE Commerical Series 2015-5 Class A-1 3.872% Due 01/05/2043
 
Commercial Mortgage-Backed Security 140,000 units
 
140,770

 
 
 
General Motors Company 4.875% Due 10/02/2023
 
Corporate Bond 130,000 units
 
140,682

 
 
 
Federal Home Loan Mortgage Corporation Multiclass Series 3415 Class TF Due 08/15/2035
 
Government Mortgage Backed Security 138,102 units
 
139,894

 
 
 
Drive Auto Receivables Trust Class D 3.84% Due 03/15/2023
 
Asset Backed Security 137,000 units
 
139,764

 
 
 
Federal Home Loan Mortgage Corporation Multiclass Series 4168 Class JA 3.5% Due 02/15/2043
 
Government Mortgage Backed Security 138,399 units
 
139,575

 
 
 
Kraft Heinz Foods Co 4.375% Due 06/01/2046
 
Corporate Bond 140,000 units
 
138,677

 
 
 
Hero Funding Service 2017-1A Nt Class A2 4.46% Due 09/20/2047
 
Asset Backed Security 134,533 units
 
138,587

 
 
 
Federal Home Loan Mortgage Corporation Multiclass Series 2980 6% Due 05/15/2035
 
Government Mortgage Backed Security 123,559 units
 
138,484

 
 
 
Time Warner Inc. 4.75% Due 03/29/2021
 
Corporate Bond 130,000 units
 
138,372

 

21


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

Identity of Issue
 
Description of Investment
 
Current Value
 
 
Valeant Pharmaceuticals International, Inc. 5.5% Due 03/01/2023
 
Corporate Bond 150,000 units
 
137,250

 
 
 
Federal Home Loan Mortgage Corporation Series 3852 Floating Rate Due 05/15/2041
 
Government Mortgage Backed Security 121,282 units
 
136,856

 
 
 
Ginnie Mae Pool 2012-84 Class LI I/O 4% Due 05/16/2042
 
Government Mortgage Backed Security 867,909 units
 
136,453

 
 
 
Transcanada 3.75% Due 10/16/2023
 
Corporate Bond 130,000 units
 
135,829

 
 
 
Kaiser Foundation Hospitals Inc. 4.15% Due 05/01/2047
 
Corporate Bond 125,000 units
 
135,068

 
 
 
Ginnie Mae Pool #MA4382 3.5% Due 04/20/2047
 
Government Mortgage Backed Security 130,430 units
 
134,968

 
 
 
Constellation Brands Inc. 6% Due 05/01/2022
 
Corporate Bond 120,000 units
 
134,872

 
 
 
Rockies Express Pipeline LLC 6.85% Due 07/15/2018
 
Corporate Bond 132,000 units
 
134,310

 
 
 
Reckson Operating Partnership, LP 4.5% Due 12/01/2022
 
Corporate Bond 128,000 units
 
134,048

 
 
 
GS Mortgage Securities Corporation 2012-AlohaCommerical 3.551% 4/10/2034
 
Commercial Mortgage-Backed Security 130,000 units
 
134,042

 
 
 
ONEOK Partners LP 4.9% Due 03/15/2025
 
Corporate Bond 125,000 units
 
134,028

 
 
 
Liberty Street Trust 2016-225L 3.597% Due 02/10/2036
 
Commercial Mortgage-Backed Security 130,000 units
 
133,902

 
 
 
Citigroup Inc. 3.7% Due 01/12/2026
 
Corporate Bond 130,000 units
 
133,836

 
 
 
Bank Of Montreal 2.35% Due 09/11/2022
 
Corporate Bond 135,000 units
 
132,798

 
 
 
Commercial Mortgage Trust Series 2016-787S Class A Bonds 3.545% Due 02/10/2036
 
Commercial Mortgage-Backed Security 130,000 units
 
132,770

 
 
 
Santander Drive Auto Receivables Trust Series 2017-1 Note Class C 2.58% Due 05/16/2022
 
Asset Backed Security 133,000 units
 
132,613

 
 
 
Bank of America Merrill Lynch Commercial Mortgage 3.5343% Due 03/10/2037*
 
Commercial Mortgage-Backed Security 130,000 units
 
132,149

 
 
 
BP Capital Markets PLC 3.814% Due 02/10/2024
 
Corporate Bond 125,000 units
 
131,408

 
 
 
Chevron Corporation 2.419% Due 11/17/2020
 
Corporate Bond 130,000 units
 
130,786

 
 
 
Ford Motor Company 7.45% Due 07/16/2031
 
Corporate Bond 100,000 units
 
130,721

 
 
 
Wells Fargo Commercial Mortgage Trust 2013-120B Pass-through 03/18/2028*
 
Commercial Mortgage-Backed Security 130,000 units
 
130,041

 
 
 
Westpac Banking Corporation 2.5% Due 06/28/2022
 
Corporate Bond 130,000 units
 
129,188

 
 
 
VNDO 2013-Penn Mortgage Trust Commercial Mortgage Pass-through Capital Trust Fund Class A 3.808% Due 12/13/2029
 
Commercial Mortgage-Backed Security 125,000 units
 
128,853

 
 
 
Comm 2013-300P Mortgage 4.353% Due 08/10/2030
 
Commercial Mortgage-Backed Security 120,000 units
 
128,569

 
 
 
FirstEnergy Transmission LLC 5.45% Due 07/15/2044
 
Corporate Bond 108,000 units
 
128,285

 
 
 
J.P. Morgan Mortgage Trust Series 2004-A3 Due 07/25/2034*
 
Non-Government Backed Collateralized Mortgage Obligation 129,924 units
 
128,199

 
 
 
Fannie Mae Remic Series 2013-6 Class GI 09/25/2032
 
Government Mortgage Backed Security 1,276,129 units
 
127,658

 
 
 
AT&T Inc. 4.9% Due 08/14/2037
 
Corporate Bond 125,000 units
 
126,574

 
 
 
The Western Union Company 3.6% Due 03/15/2022
 
Corporate Bond 125,000 units
 
126,544

 
 
 
Ginnie Mae 0% Due 12/20/2040
 
Government Mortgage Backed Security 146,572 units
 
126,430

 
 
 
American Home Mortgage Investment Trust Series 2004-3 Class 5A Variable Rate Due 10/25/2034
 
Non-Government Backed Collateralized Mortgage Obligation 125,650 units
 
126,423

 
 
 
Apple Inc. 2.15% Due 02/09/2022
 
Corporate Bond 128,000 units
 
126,336

 
 
 
Federal Home Loan Mortgage Corporation Series 2595 5% Due 04/15/2023
 
Government Mortgage Backed Security 120,467 units
 
126,116

 
 
 
American Credit Acceptance 3.69000005722% Due 06/12/2023
 
Asset Backed Security 124,000 units
 
124,813

 
 
 
Apple Inc. 2.4% Due 05/03/2023
 
Corporate Bond 126,000 units
 
124,703

 
 
 
Fannie Mae Pool #MA3058 4% Due 07/01/2047
 
Government Mortgage Backed Security 118,805 units
 
124,344

 
 
 
RBS Commercial Funding Inc. 2013-GSP Trust Class A Variable Rate Due 01/13/2032
 
Commercial Mortgage-Backed Security 120,000 units
 
124,184

 
 
 
Anheuser-Busch 4.7% Due 02/01/2036
 
Corporate Bond 111,000 units
 
124,115

 
 
 
United States Of America Treasury Bonds 2.5% Due 02/15/2045
 
Government Bond 130,000 units
 
123,932

 

22


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

Identity of Issue
 
Description of Investment
 
Current Value
 
 
Residential Accredit Loans, Inc. Pass-Through Trust Series 2004-QS7 5.5% Due 05/25/2034
 
Non-Government Backed Collateralized Mortgage Obligation 121,311 units
 
123,927

 
 
 
Nabors Industries Limited 4.625% Due 09/15/2021
 
Corporate Bond 130,000 units
 
123,825

 
 
 
Federal Home Loan Mortgage Corporation Series 2899 4% Due 12/15/2019
 
Government Mortgage Backed Security 122,619 units
 
123,547

 
 
 
EOG Resources, Inc. 2.625% Due 03/15/2023
 
Corporate Bond 124,000 units
 
122,577

 
 
 
Nissan Auto 1.34% Due 10/15/2020
 
Asset Backed Security 123,000 units
 
122,437

 
 
 
Ameriprise Financial, Inc. 4% Due 10/15/2023
 
Corporate Bond 115,000 units
 
122,381

 
 
 
Drive Auto 4.18% Due 03/15/2024
 
Asset Backed Security 119,000 units
 
122,216

 
 
 
Merrill Lynch Mortgage Investors, Inc. Series 2003-5 Class-A1 Due 10/25/2028*
 
Non-Government Backed Collateralized Mortgage Obligation 124,521 units
 
122,118

 
 
 
Verizon Communications Inc. 4.522% Due 09/15/2048
 
Corporate Bond 123,000 units
 
121,112

 
 
 
Berkshire Hathaway Inc. 2.75% Due 03/15/2023
 
Corporate Bond 120,000 units
 
120,784

 
 
 
Drive Auto Receivables Trust Class C 2.84% Due 04/15/2022
 
Asset Backed Security 120,000 units
 
120,531

 
 
 
Northeast Utilities 3.15% Due 01/15/2025
 
Corporate Bond 120,000 units
 
120,453

 
 
 
Morgan Stanley Capital I Trust 2011-C3 4.054% Due 07/15/2049
 
Commercial Mortgage-Backed Security 117,074 units
 
119,995

 
 
 
Federal Home Loan Mortgage Association Pool #G08676 3.5% Due 11/01/2045
 
Government Mortgage Backed Security 115,927 units
 
119,225

 
 
 
Capital One Financial Corporation 3.75% Due 04/24/2024
 
Corporate Bond 115,000 units
 
118,141

 
 
 
Ventas Realty Limited Partnership 3.75% Due 05/01/2024
 
Corporate Bond 115,000 units
 
118,076

 
 
 
Fannie Mae Preassign 00653 5.5% Due 03/25/2023
 
Government Mortgage Backed Security 110,986 units
 
117,109

 
 
 
Ford Credit Auto Owner 1.33% Due 10/15/2020
 
Asset Backed Security 117,000 units
 
116,451

 
 
 
Federal Home Loan Mortgage Corporation Multiclass Tranche 00430 3.151% Due 11/25/2025
 
Government Commercial Mortgage-Backed Security 113,000 units
 
116,093

 
 
 
Fannie Mae Preassign 00166 6.5% Due 08/25/2036
 
Government Mortgage Backed Security 102,558 units
 
114,851

 
 
 
FirstEnergy Corporation 7.375% Due 11/15/2031
 
Corporate Bond 85,000 units
 
114,640

 
 
 
Praxair, Inc. 1.25% Due 11/07/2018
 
Corporate Bond 115,000 units
 
114,526

 
 
 
The Mosaic Company 5.45% Due 11/15/2033
 
Corporate Bond 105,000 units
 
114,351

 
 
 
Peco Energy Company 2.375% Due 09/15/2022
 
Corporate Bond 115,000 units
 
113,966

 
 
 
Volt LVI LLC Class A-1 Due 03/25/2047
 
Asset Backed Security 113,208 units
 
113,693

 
 
 
Ontario Province Canada 4% Due 10/07/2019
 
Municipal/Provincial Bond 110,000 units
 
113,422

 
 
 
Verizon Owner Trust 2016-1 1.42% Due 01/20/2021
 
Asset Backed Security 114,000 units
 
113,251

 
 
 
Ohio State University General Receipts 4.8% Due 06/01/2111
 
Municipal/Provincial Bond 100,000 units
 
112,325

 
 
 
British Telecommunications PLC Step-up Due 12/15/2030
 
Corporate Bond 75,000 units
 
112,055

 
 
 
New York City Municipal Water Finance Authority; Water/Sewer 5.44% Due 06/15/2043
 
Municipal/Provincial Bond 85,000 units
 
111,841

 
 
 
Federal Home Loan Mortgage Corporation Multiclass Series 3087 5.5% Due 12/15/2025
 
Government Mortgage Backed Security 105,337 units
 
111,731

 
 
 
Norfolk Southern Corporation 2.903% Due 02/15/2023
 
Corporate Bond 111,000 units
 
111,535

 
 
 
Port Authority NY & NJ 5.647% Due 11/01/2040
 
Municipal/Provincial Bond 85,000 units
 
111,489

 
 
 
Federal Home Loan Mortgage Corporation Multiclass Series 3005 5% Due 07/15/2025
 
Government Mortgage Backed Security 104,639 units
 
110,994

 
 
 
Burlington Northern and Santa Fe Railway Company 4.15% Due 04/01/2045
 
Corporate Bond 102,000 units
 
110,843

 
 
 
International Lease Finance Corporation 5.875% Due 08/15/2022
 
Corporate Bond 100,000 units
 
110,787

 
 
 
Cisco Systems, Inc. 3.625% Due 03/04/2024
 
Corporate Bond 105,000 units
 
110,616

 
 
 
Fannie Mae Tranche 00743 3.5% Due 10/25/2037
 
Government Mortgage Backed Security 108,143 units
 
110,304

 
 
 
Hydro-Quebec Series 8.4% Due 01/15/2022
 
Municipal/Provincial Bond 90,000 units
 
107,716

 
 
 
Walgreens Boots Alliance, Inc. 4.8% Due 11/18/2044
 
Corporate Bond 100,000 units
 
107,665

 
 
 
HCP, Inc. 3.875% Due 08/15/2024
 
Corporate Bond 105,000 units
 
107,472

 
 
 
Wyeth 5.95% Due 04/01/2037
 
Corporate Bond 80,000 units
 
107,251

 
 
 
Energy Transfer Partners LP 5.2% Due 2/1/2022
 
Corporate Bond 100,000 units
 
106,763

 

23


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

Identity of Issue
 
Description of Investment
 
Current Value
 
 
Federal Home Loan Mortgage Corporation Multiclass Tranche 2.838% Due 09/25/2022
 
Government Commercial Mortgage-Backed Security 105,000 units
 
106,513

 
 
 
Bayview Commercial Asset Trust Variable Rate Due 11/25/2035
 
Commercial Mortgage-Backed Security 111,096 units
 
106,401

 
 
 
Sequoia Mortgage Trust 2004-1 Floating Rate Due 11/20/2034
 
Non-Government Backed Collateralized Mortgage Obligation 107,234 units
 
106,394

 
 
 
Jefferies Group LLC 6.875% Due 04/15/2021
 
Corporate Bond 95,000 units
 
106,277

 
 
 
General Electric Capital Corporation 5.625% Due 05/01/2018
 
Corporate Bond 105,000 units
 
106,253

 
 
 
Merrill Lynch Mortgage Investors, Inc. Series 2004-B Class 1 Due 05/25/2029*
 
Non-Government Backed Collateralized Mortgage Obligation 108,425 units
 
106,088

 
 
 
General Electric Capital Corporation 6% Due 08/07/2019
 
Corporate Bond 100,000 units
 
105,959

 
 
 
AT&T Inc. 4.45% Due 04/01/2024
 
Corporate Bond 100,000 units
 
105,781

 
 
 
The Goldman Sachs Group Inc. 7.5% Due 02/15/2019
 
Corporate Bond 100,000 units
 
105,684

 
 
 
Americredit 1.53% Due 07/08/2021
 
Asset Backed Security 106,000 units
 
105,309

 
 
 
Exeter Automobile Receivables Trust 2017-1 Class B 144A 3.0% Due 12/15/2021
 
Asset Backed Security 105,000 units
 
105,215

 
 
 
Daimler Financial North America LLC 2.25% Due 07/31/2019
 
Corporate Bond 105,000 units
 
105,192

 
 
 
Nordea Bank AB 4.875% Due 01/27/2020
 
Corporate Bond 100,000 units
 
105,050

 
 
 
Nissan Auto Class A-3 2.12% Due 04/18/2022
 
Asset Backed Security 105,000 units
 
104,819

 
 
 
DT Auto Owner Trust Series 17-1 A Class C 144A 2.7% Due 11/15/2022
 
Asset Backed Security 105,000 units
 
104,729

 
 
 
Macmo Master Asset Securitization Trust 5.5% Due 12/25/2033
 
Non-Government Backed Collateralized Mortgage Obligation 102,834 units
 
104,536

 
 
 
21st Century Fox 3.7% Due 10/15/2025
 
Corporate Bond 100,000 units
 
104,357

 
 
 
DT Auto Owner Trust 2017-2 Asset Backed Note Class C 144A 3.03% Due 01/17/2023
 
Asset Backed Security 104,000 units
 
104,010

 
 
 
The Goldman Sachs Group Inc. 3.5% Due 11/16/2026
 
Corporate Bond 103,000 units
 
103,603

 
 
 
Canadian Pacific Railway Limited 7.125% Due 10/15/2031
 
Corporate Bond 75,000 units
 
102,620

 
 
 
Union Pacific Corporation 3.25% Due 01/15/2025
 
Corporate Bond 100,000 units
 
102,383

 
 
 
Kroger Company 3.4% Due 04/15/2022
 
Corporate Bond 100,000 units
 
102,360

 
 
 
Lincoln National Corporation 6.25% Due 02/15/2020
 
Corporate Bond 95,000 units
 
102,299

 
 
 
Baker Hughes 4.08% Due 12/15/2047
 
Corporate Bond 100,000 units
 
101,707

 
 
 
Wells Fargo & Company 3.3% Due 09/09/2024*
 
Corporate Bond 100,000 units
 
101,551

 
 
 
Bank of America Corporation 3.3% Due 01/11/2023*
 
Corporate Bond 99,000 units
 
101,277

 
 
 
Citigroup Inc. 2.9% Due 12/08/2021
 
Corporate Bond 100,000 units
 
100,658

 
 
 
Morgan Stanley 3.125% Due 07/27/2026
 
Corporate Bond 102,000 units
 
100,606

 
 
 
Simon Property Group Inc. 3.375% Due 12/01/2027
 
Corporate Bond 100,000 units
 
100,463

 
 
 
AIG Sun America Global Financing 6.9% Due 03/15/2032
 
Corporate Bond 75,000 units
 
100,028

 
 
 
John Deere Capital Corporation 3.35% 06/12/2024
 
Corporate Bond 97,000 units
 
99,885

 
 
 
NBC Universal Enterprise, Inc. 1.974% Due 04/15/2019
 
Corporate Bond 100,000 units
 
99,819

 
 
 
Caterpillar Financial Services Limited 2.1% Due 01/10/2020
 
Corporate Bond 100,000 units
 
99,793

 
 
 
Xcel Energy Inc. 2.6% Due 03/15/2022
 
Corporate Bond 100,000 units
 
99,752

 
 
 
Flagship Credit Auto 3.61999988556% Due 07/15/2023
 
Asset Backed Security 100,000 units
 
99,700

 
 
 
MetLife Global 3.875% Due 04/11/2022*
 
Corporate Bond 95,000 units
 
99,622

 
 
 
The Goldman Sachs Group Inc. 2.35% Due 11/15/2021
 
Corporate Bond 101,000 units
 
99,469

 
 
 
NiSource Finance Corporation 2.65% Due 11/17/2022
 
Corporate Bond 100,000 units
 
99,246

 
 
 
Massmutual Global Funding 2.5% Due 10/17/2022
 
Corporate Bond 100,000 units
 
98,944

 
 
 
Morgan Stanley 5.5% Due 07/28/2021
 
Corporate Bond 90,000 units
 
98,445

 
 
 
Reynolds Group 5.75% Due 10/15/2020
 
Corporate Bond 96,911 units
 
98,364

 
 
 
General Electric Capital Corporation 2.1% Due 12/11/2019
 
Corporate Bond 96,000 units
 
95,727

 
 
 
Shell International Finance BV 4% Due 05/10/2046
 
Corporate Bond 89,000 units
 
94,790

 
 
 
American Tower Corporation 3.0% Due 06/15/2023
 
Corporate Bond 95,000 units
 
94,751

 
 
 
Apache Corporation 6% Due 01/15/2037
 
Corporate Bond 80,000 units
 
94,622

 
 
 
Pacific Gas & Electric Company 6.05% Due 03/01/2034
 
Corporate Bond 75,000 units
 
94,533

 

24


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

Identity of Issue
 
Description of Investment
 
Current Value
 
 
Ginnie Mae II Pool #3760 Series 2035 5.5% Due 09/20/2035
 
Government Mortgage Backed Security 85,373 units
 
94,479

 
 
 
Comcast Corporation 2.35% Due 01/15/2027
 
Corporate Bond 100,000 units
 
94,440

 
 
 
Texas Eastern Transmission, LP 2.8% Due 10/15/2022
 
Corporate Bond 95,000 units
 
94,393

 
 
 
Fannie Mae Series 417 Class C11 2.5% Due 2/25/2028
 
Government Mortgage Backed Security 1,246,047 units
 
94,353

 
 
 
Nissan Auto 1.32% Due 01/15/2021
 
Asset Backed Security 95,000 units
 
94,343

 
 
 
Schlumberger Investment 2.4% Due 08/01/2022
 
Corporate Bond 95,000 units
 
93,849

 
 
 
Chevron Phillips Chemical Company LLC 3.4% Due 12/01/2026
 
Corporate Bond 91,000 units
 
93,330

 
 
 
Enbridge Inc. 4.25% Due 12/01/2026
 
Corporate Bond 89,000 units
 
93,061

 
 
 
Shell International Finance BV 2.875% Due 05/10/2026
 
Corporate Bond 92,000 units
 
92,001

 
 
 
HSBC Holdings PLC 4.875% Due 01/14/2022
 
Corporate Bond 85,000 units
 
91,454

 
 
 
United States Treasury SEC Stripped Interest Payment Due 02/15/2034
 
Government Bond 140,000 units
 
91,218

 
 
 
Bank of New York Company, Inc. 3.65% Due 02/04/2024
 
Corporate Bond 87,000 units
 
91,055

 
 
 
UBS Commercial Mortgage Income Only Trust 2012-C1 2.561868% Due 05/10/2045
 
Commercial Mortgage-Backed Security 1,256,542 units
 
91,036

 
 
 
Homestar Mortgage Acceptance Corporation Series 2004-4 Class A3 Floating Rate Due 09/25/2034
 
Non-Government Backed Collateralized Mortgage Obligation 91,350 units
 
90,973

 
 
 
Magellan Midstream Partners LP 5.15% Due 10/15/2043
 
Corporate Bond 80,000 units
 
90,492

 
 
 
Diageo Capital PLC 4.828% Due 07/15/2020
 
Corporate Bond 85,000 units
 
90,328

 
 
 
Michigan Indiana Power Company 7% Due 03/15/2019
 
Corporate Bond 85,000 units
 
89,617

 
 
 
Royal Bank Of Canada 4.65% Due 01/27/2026
 
Corporate Bond 83,000 units
 
89,443

 
 
 
Rabobank Netherlands Variable Rate Due 12/29/2049
 
Corporate Bond 80,000 units
 
89,400

 
 
 
Citigroup Inc. 3.2% Due 10/21/2026
 
Corporate Bond 90,000 units
 
89,297

 
 
 
Shell International Finance BV 4.375% Due 03/25/2020
 
Corporate Bond 85,000 units
 
88,883

 
 
 
Sunoco Logistics 4.25% Due 04/01/2024
 
Corporate Bond 87,000 units
 
88,694

 
 
 
Renew 2017-1 Funding Note Class A 144A 3.67000007629% Due 09-20-2052
 
Asset Backed Security 89,495 units
 
88,430

 
 
 
U.S. Bancorp Tranche Trust 00175 3.7% Due 01/30/2024
 
Corporate Bond 84,000 units
 
88,220

 
 
 
Amazon.com, Inc. 4.8% Due 12/05/2034
 
Corporate Bond 75,000 units
 
88,030

 
 
 
Americredit 1.81% Due 10/08/2020
 
Asset Backed Security 87,519 units
 
87,489

 
 
 
Verizon Communications Inc. 4.15% Due 03/15/2024
 
Corporate Bond 83,000 units
 
87,299

 
 
 
Penske Truck Leasing Company LP 3.375% Due 02/01/2022
 
Corporate Bond 85,000 units
 
86,591

 
 
 
First Horizon National Corporation 4.75% Due 12/25/2034
 
Non-Government Backed Collateralized Mortgage Obligation 85,717 units
 
86,215

 
 
 
Costco Wholesale Corporation 2.75% Due 05/18/2024
 
Corporate Bond 86,000 units
 
85,922

 
 
 
Red Finance Inc. 4.25% Due 05/15/2024
 
Corporate Bond 86,000 units
 
85,785

 
 
 
The PNC Financial Services Group, Inc. 2.84% Due 11/09/2022
 
Corporate Bond 85,000 units
 
85,150

 
 
 
United States Treasury SEC Stripped Interest Payment Due 08/15/2032
 
Government Bond 125,000 units
 
85,044

 
 
 
Chase Mortgage Financial Trust Series 2007-A1 Pass-Through Due 02/25/2037*
 
Non-Government Backed Collateralized Mortgage Obligation 84,301 units
 
84,989

 
 
 
Toyota Auto 1.3% Due 04/15/2020
 
Asset Backed Security 84,810 units
 
84,492

 
 
 
Fannie Mae Pool #890231 5% Due 07/01/2025
 
Government Mortgage Backed Security 79,544 units
 
83,993

 
 
 
American Water Capital Corporation 3% Due 12/01/2026
 
Corporate Bond 85,000 units
 
83,890

 
 
 
United States Treasury Bond Inflation Index 2% Due 01/15/2026
 
Index Linked Government Bond 60,000 units
 
83,874

 
 
 
Abbott Laboratories 3.875% Due 09/15/2025
 
Corporate Bond 81,000 units
 
83,780

 
 
 
Deutsche Bank AG 3.375% Due 05/12/2021
 
Corporate Bond 83,000 units
 
83,766

 
 
 
Boeing Company 6% Due 03/15/2019
 
Corporate Bond 80,000 units
 
83,679

 
 
 
Statoil ASA 2.65% Due 01/15/2024
 
Corporate Bond 84,000 units
 
83,637

 
 
 
Centene Corp 4.75% Due 01/15/2025
 
Corporate Bond 82,000 units
 
83,435

 
 
 
Petro-Canada 7.875% Due 06/15/2026
 
Corporate Bond 65,000 units
 
83,371

 

25


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

Identity of Issue
 
Description of Investment
 
Current Value
 
 
Wells Fargo Mortgage Backed Securities 2004-EE Trust Variable Rate Due 12/25/2034*
 
Non-Government Backed Collateralized Mortgage Obligation 80,735 units
 
83,193

 
 
 
Bank of America Corporation 3.95% Due 04/21/2025*
 
Corporate Bond 80,000 units
 
82,729

 
 
 
State Street Corporation 3.55% Due 08/18/2025
 
Corporate Bond 79,000 units
 
82,096

 
 
 
Exelon Generation Company LLC 6.25% Due 10/01/2039
 
Corporate Bond 70,000 units
 
81,887

 
 
 
United States Treasury SEC Stripped Interest Payment Due 02/15/2026
 
Government Bond 100,000 units
 
81,860

 
 
 
Time Warner Cable Inc. 6.75% Due 07/01/2018
 
Corporate Bond 80,000 units
 
81,773

 
 
 
Time Warner Cable Inc. 7.3% Due 07/1/2038
 
Corporate Bond 65,000 units
 
81,475

 
 
 
Sempra Energy Company 9.8% Due 02/15/2019
 
Corporate Bond 75,000 units
 
81,228

 
 
 
Flagship Credit Auto 2.83% Due 03/15/2023
 
Asset Backed Security 81,000 units
 
81,207

 
 
 
Duke Energy Florida 3.2% Due 01/15/2027
 
Corporate Bond 80,000 units
 
80,992

 
 
 
Virginia Electric & Power Company 2.95% Due 01/15/2022
 
Corporate Bond 80,000 units
 
80,985

 
 
 
American Express Company 7% Due 03/19/2018
 
Corporate Bond 80,000 units
 
80,857

 
 
 
PFP 2015-2 Limited-PFP 2015-2 LLC Class A Variable Rate Due 07/14/2034
 
Commercial Mortgage-Backed Security 80,836 units
 
80,803

 
 
 
CMS Energy Corporation 3.45% Due 08/15/2027
 
Corporate Bond 80,000 units
 
80,707

 
 
 
Noble Energy, Inc. 5.05% Due 11/15/2044
 
Corporate Bond 75,000 units
 
80,336

 
 
 
Cardinal Health, Inc. 3.2% Due 03/15/2023
 
Corporate Bond 80,000 units
 
80,083

 
 
 
Citigroup Inc. 4.45% Due 09/29/2027
 
Corporate Bond 75,000 units
 
79,403

 
 
 
Colony American Finance 2016-1 Secondary Note Class A Due 06/15/2048
 
Commercial Mortgage-Backed Security 80,086 units
 
79,376

 
 
 
Agrium Inc. 5.25% Due 01/15/2045
 
Corporate Bond 68,000 units
 
79,116

 
 
 
Capital One Financial Corporation 4.2% Due 10/29/2025
 
Corporate Bond 76,000 units
 
78,191

 
 
 
Medco Health 4.125% Due 09/15/2020
 
Corporate Bond 75,000 units
 
77,828

 
 
 
Hero Funding Trust 2016-3 3.08% Due 09/20/2042
 
Non-Government Backed Collateralized Mortgage Obligation 78,744 units
 
77,714

 
 
 
Burlington Northern and Santa Fe Railway Company 3.45% Due 09/15/2021
 
Corporate Bond 75,000 units
 
77,492

 
 
 
Westpac Banking Corporation 4.322% Due 11/23/2031
 
Corporate Bond 75,000 units
 
77,273

 
 
 
Oncor Electric Delivery Company 6.8% Due 09/1/2018
 
Corporate Bond 75,000 units
 
77,248

 
 
 
Canadian Natural Resources Limited 3.8% Due 04/15/2024
 
Corporate Bond 75,000 units
 
77,238

 
 
 
NextEra Energy Capital Holdings, Inc. 3.625% Due 06/15/2023
 
Corporate Bond 75,000 units
 
77,110

 
 
 
BP Capital Markets PLC 3.245% Due 05/06/2022
 
Corporate Bond 75,000 units
 
76,874

 
 
 
GlaxoSmithKline PLC 2.85% Due 05/08/2022
 
Corporate Bond 75,000 units
 
76,126

 
 
 
Federal Home Loan Mortgage Corporation Series 3542 Class N 0% Due 07/15/2036
 
Government Mortgage Backed Security 85,733 units
 
76,109

 
 
 
Verizon Communications Inc. 3.125% Due 03/16/2022
 
Corporate Bond 75,000 units
 
76,043

 
 
 
Sequoia Mortgage Trust 2004-1, 2004-8 Variable Rate Due 09/20/2034
 
Non-Government Backed Collateralized Mortgage Obligation 76,847 units
 
75,672

 
 
 
New York State Electric & Gas Corporation 3.25% Due 12/01/2026
 
Corporate Bond 75,000 units
 
75,614

 
 
 
MidAmerican Energy 5.3% Due 03/15/2018
 
Corporate Bond 75,000 units
 
75,543

 
 
 
Toyota Motor Corp 2.125% Due 07/18/2019
 
Corporate Bond 75,000 units
 
75,002

 
 
 
Bank of Nova Scotia 2.7% Due 03/07/2022
 
Corporate Bond 75,000 units
 
75,000

 
 
 
Structured Asset Securities Corporation 2003-26A Pass-Through Due 09/25/2033
 
Non-Government Backed Collateralized Mortgage Obligation 74,264 units
 
74,758

 
 
 
Time Warner Cable Inc. 8.75% Due 02/14/2019
 
Corporate Bond 70,000 units
 
74,636

 
 
 
Citigroup Inc. 4.6% Due 03/09/2026
 
Corporate Bond 70,000 units
 
74,496

 
 
 
Capital One Financial Corporation 3.2% Due 02/05/2025
 
Corporate Bond 75,000 units
 
74,266

 
 
 
Invesco Finance PLC 4% Due 01/30/2024
 
Corporate Bond 70,000 units
 
73,815

 
 
 
Republic Services, Inc. 5.5% Due 09/15/2019
 
Corporate Bond 70,000 units
 
73,611

 
 
 
Daiwa Securities Group Inc. 3.129% Due 04/19/2022
 
Corporate Bond 73,000 units
 
73,443

 
 
 
Nucor Corporation 4% Due 08/01/2023
 
Corporate Bond 70,000 units
 
73,296

 
 
 
Consolidated Edison Company of New York Inc. 3.875% Due 06/15/2047
 
Corporate Bond 70,000 units
 
73,208

 

26


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

Identity of Issue
 
Description of Investment
 
Current Value
 
 
Fannie Mae Remic Series 2013-13 Class IK Due 03/25/2028
 
Government Mortgage Backed Security 862,945 units
 
72,872

 
 
 
Hyundai Auto 1.12% Due 11/15/2019
 
Asset Backed Security 73,057 units
 
72,866

 
 
 
Federal Home Loan Mortgage Corporation Multiclass Series 4030 Income Only 3.50% Due 04/15/2027
 
Government Mortgage Backed Security 738,627 units
 
72,759

 
 
 
Microsoft Corporation 3.45% Due 08/08/2036
 
Corporate Bond 70,000 units
 
72,169

 
 
 
BP Capital Markets PLC 3.224% Due 04/14/2024
 
Corporate Bond 70,000 units
 
71,724

 
 
 
Amerada Hess Corporation 7.3% Due 08/15/2031
 
Corporate Bond 59,000 units
 
71,553

 
 
 
Precision 3.25% Due 06/15/2025
 
Corporate Bond 70,000 units
 
71,551

 
 
 
Sumitomo Mitsui 2.632% Due 07/14/2026
 
Corporate Bond 75,000 units
 
71,394

 
 
 
United Technologies Corporation 4.15% Due 05/15/2045
 
Corporate Bond 67,000 units
 
71,373

 
 
 
PepsiCo, Inc. 2.375% Due 10/06/2026
 
Corporate Bond 75,000 units
 
71,325

 
 
 
Structured Asset Securities Corporation Series 2004-6XS Due 03/25/2034
 
Asset Backed Security 70,935 units
 
70,988

 
 
 
Federal Home Loan Mortgage Corporation Multiclass Series 3852 Class QN Floating Rate Due 05/15/2041
 
Government Mortgage Backed Security 67,938 units
 
70,541

 
 
 
Citigroup Inc. 3.4% Due 05/01/2026
 
Corporate Bond 70,000 units
 
70,418

 
 
 
Westar Energy Inc. 3.1% Due 04/01/2027
 
Corporate Bond 70,000 units
 
70,389

 
 
 
Ecolab Inc. 1.55% Due 01/12/2018
 
Corporate Bond 70,000 units
 
69,992

 
 
 
General Mills Inc. 3.2% Due 02/10/2027
 
Corporate Bond 70,000 units
 
69,834

 
 
 
Bank of America Corporation 4.25% Due 10/22/2026*
 
Corporate Bond 66,000 units
 
69,553

 
 
 
Principal Life Global 2.375% Due 11/21/2021*
 
Corporate Bond 70,000 units
 
69,481

 
 
 
CenterPoint Energy 3% Due 02/01/2027
 
Corporate Bond 69,000 units
 
68,666

 
 
 
United Technologies Corporation 1.95% Due 11/01/2021
 
Corporate Bond 70,000 units
 
68,389

 
 
 
Fannie Mae Pool #735070 6.5% Due 10/01/2024
 
Government Mortgage Backed Security 61,543 units
 
68,218

 
 
 
Plains All American Pipeline LP 4.9% Due 02/15/2045
 
Corporate Bond 71,000 units
 
68,180

 
 
 
American Tower Corporation 2.25% Due 01/15/2022
 
Corporate Bond 70,000 units
 
68,177

 
 
 
Synchrony Financial 3.7% Due 08/04/2026
 
Corporate Bond 69,000 units
 
68,029

 
 
 
Microsoft Corporation 2% Due 08/08/2023
 
Corporate Bond 70,000 units
 
67,999

 
 
 
Honeywell International Inc. 2.5% Due 11/01/2026
 
Corporate Bond 70,000 units
 
67,704

 
 
 
BCC Funding XIII LLC 2.2% Due 12/20/2021
 
Asset Backed Security 67,775 units
 
67,618

 
 
 
Abbvie Inc. 4.3% Due 05/14/2036
 
Corporate Bond 63,000 units
 
67,506

 
 
 
Target Corporation 2.5% Due 04/15/2026
 
Corporate Bond 70,000 units
 
67,302

 
 
 
Medtronic Global Holdings 3.35% Due 04/01/2027
 
Corporate Bond 65,000 units
 
66,694

 
 
 
Potash Corporation of Saskatchewan, Inc. 3.625% Due 03/15/2024
 
Corporate Bond 65,000 units
 
66,623

 
 
 
Burlington Northern and Santa Fe Railway Company 3.25% Due 06/15/2027
 
Corporate Bond 65,000 units
 
66,492

 
 
 
The Home Depot, Inc. 3.75% Due 02/15/2024
 
Corporate Bond 63,000 units
 
66,423

 
 
 
CWMBS, Inc. 5.25% Due 05/25/2034
 
Non-Government Backed Collateralized Mortgage Obligation 66,207 units
 
66,362

 
 
 
Prudential Financial Inc. 3.905% Due 12/07/2047*
 
Corporate Bond 65,000 units
 
66,300

 
 
 
General Electric Capital Corporation Trust 00750 Variable Rate Due 08/15/36
 
Corporate Bond 75,000 units
 
66,083

 
 
 
Constellation 4.75% Due 11/15/2024
 
Corporate Bond 60,000 units
 
65,748

 
 
 
Fannie Mae 1.43% Due 03/25/2037
 
Government Mortgage Backed Security 529,553 units
 
65,672

 
 
 
BB&T Corporation 2.625% Due 06/29/2020
 
Corporate Bond 65,000 units
 
65,443

 
 
 
Anheuser-Busch 2.65% Due 02/01/2021
 
Corporate Bond 65,000 units
 
65,326

 
 
 
Fannie Mae Pool #256601 6% Due 02/01/2027
 
Government Mortgage Backed Security 58,450 units
 
65,296

 
 
 
Fannie Mae Pool #254762 5% Due 05/01/2023
 
Government Mortgage Backed Security 60,501 units
 
64,951

 
 
 
Fannie Mae Remic Trust 2007-W1 Variable Rate Due 11/25/2046
 
Government Mortgage Backed Security 64,717 units
 
64,831

 
 
 
Atmos Energy Corporation 3.0% Due 06/15/2027
 
Corporate Bond 65,000 units
 
64,675

 

27


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

Identity of Issue
 
Description of Investment
 
Current Value
 
 
Ginnie Mae Pool #AE8877 Series 2037 5.5% Due 01/15/2037
 
Government Mortgage Backed Security 57,648 units
 
64,418

 
 
 
United States Treasury Bills Due 03/01/2018
 
Short Term Bills and Notes 64,000 units
 
63,869

 
 
 
Teachers Insurance & Annuity 4.27% Due 05/15/2047
 
Corporate Bond 60,000 units
 
63,452

 
 
 
Central Garden & Pet 6.125% Due 11/15/2023
 
Corporate Bond 60,000 units
 
63,450

 
 
 
Oracle Corporation 3.85% Due 07/15/2036
 
Corporate Bond 60,000 units
 
63,405

 
 
 
Energy Transfer 3.6% Due 02/01/2023
 
Corporate Bond 63,000 units
 
63,066

 
 
 
Thornburg Mortgage Securities Trust 2004-3 Pass-Through Floating Rate Due 11/30/2044
 
Non-Government Backed Collateralized Mortgage Obligation 66,058 units
 
62,620

 
 
 
NiSource Finance Corporation 5.65% Due 02/01/2045
 
Corporate Bond 50,000 units
 
62,611

 
 
 
Fannie Mae Remic Trust 2005-103 Variable Rate Due 07/25/2035
 
Government Mortgage Backed Security 54,088 units
 
62,579

 
 
 
Encore Credit Floating Rate 2.0407% Due 01/25/2036
 
Asset Backed Security 62,562 units
 
62,569

 
 
 
Morgan Stanley Dean Witter Capital I Trust 2003-HYB1 Variable Rate Due 02/25/2033
 
Non-Government Backed Collateralized Mortgage Obligation 67,527 units
 
62,366

 
 
 
AGL Capital Corporation 5.875% Due 03/15/2041
 
Corporate Bond 50,000 units
 
62,046

 
 
 
Ginnie Mae 2007-024 Remic Pass-Through Floating Rate Due 05/20/2037
 
Government Mortgage Backed Security 381,130 units
 
61,743

 
 
 
MidAmerican Energy 3.75% Due 11/15/2023
 
Corporate Bond 59,000 units
 
61,438

 
 
 
PPL Capital Funding Inc. 3.4% Due 06/01/2023
 
Corporate Bond 60,000 units
 
61,211

 
 
 
GS Mortgage Securities Corporation 2005-RP2 Variable Rate Due 03/25/2035
 
Non-Government Backed Collateralized Mortgage Obligation 66,841 units
 
61,194

 
 
 
Host Hotels & Resorts Inc. 3.875% Due 04/01/2024
 
Corporate Bond 60,000 units
 
61,045

 
 
 
DT Auto Owner Trust 3.77% Due 10/17/2022
 
Asset Backed Security 60,700 units
 
60,639

 
 
 
Master Adjustable Rate Mortgages Trust 2004-8 Due 08/25/2034
 
Non-Government Backed Collateralized Mortgage Obligation 59,963 units
 
60,607

 
 
 
Deutsche Bank AG 3.125% Due 01/13/2021
 
Corporate Bond 60,000 units
 
60,353

 
 
 
Cisco Systems, Inc. 2.95% Due 02/28/2026
 
Corporate Bond 60,000 units
 
60,283

 
 
 
American Express Credit Corporation 2.7% Due 03/03/2022
 
Corporate Bond 60,000 units
 
60,195

 
 
 
Master Alternative Loan Trust 2004-1 5.5% Pass-Through
 
Non-Government Backed Collateralized Mortgage Obligation 59,406 units
 
60,167

 
 
 
Analog Devices, Inc. 3.125% Due 12/05/2023
 
Corporate Bond 60,000 units
 
60,122

 
 
 
Regency Centers LP 3.6% Due 02/01/2027
 
Corporate Bond 60,000 units
 
60,055

 
 
 
Bayview Commercial Asset Trust Variable Rate Due 01/25/2036
 
Commercial Mortgage-Backed Security 64,070 units
 
60,024

 
 
 
Washington Mutual Mortgage Pass-Through 2.67% Due 08/25/2033
 
Non-Government Backed Collateralized Mortgage Obligation 59,276 units
 
59,884

 
 
 
Chevron Corporation 2.566% Due 05/16/2023
 
Corporate Bond 60,000 units
 
59,866

 
 
 
Nelnet Student Loan Trust 2008-4 Floating Rate Due 04/25/2024
 
Asset Backed Security 59,440 units
 
59,840

 
 
 
Kroger Company 2.8% Due 08/01/2022
 
Corporate Bond 60,000 units
 
59,782

 
 
 
The Goldman Sachs Group Inc. 3.75% Due 05/22/2025
 
Corporate Bond 58,000 units
 
59,755

 
 
 
The Goldman Sachs Group Inc. 2.905% Due 07/24/2023
 
Corporate Bond 60,000 units
 
59,581

 
 
 
BB&T Corporation 2.05% Due 05/10/2021
 
Corporate Bond 60,000 units
 
59,143

 
 
 
Shell International Finance BV 4.125% Due 05/11/2035
 
Corporate Bond 54,000 units
 
58,906

 
 
 
Northern States Power Company 4.125% Due 05/15/2044
 
Corporate Bond 54,000 units
 
58,900

 
 
 
Qualcomm Inc. 2.9% Due 05/20/2024
 
Corporate Bond 60,000 units
 
58,540

 
 
 
Southern Power Company 1.95% Due 12/15/2019
 
Corporate Bond 59,000 units
 
58,515

 
 
 
BMW US Capital, LLC 2.25% Due 09/15/2023
 
Corporate Bond 60,000 units
 
58,287

 
 
 
CPS Auto 1.65% Due 11/15/2019
 
Asset Backed Security 57,974 units
 
57,939

 
 
 
Master Alternative Loan Trust 2004-3 6.25% Due 04/25/2034
 
Non-Government Backed Collateralized Mortgage Obligation 54,320 units
 
56,574

 
 
 
Medtronic Inc. 4.375% Due 03/15/2035
 
Corporate Bond 50,000 units
 
56,366

 
 
 
Prosper Marketplace Inc. Series 17 -1A Class A 2.56% Due 06/15/2023
 
Asset Backed Security 55,914 units
 
56,082

 
 
 
Morgan Stanley Fixed Income 1.875% Due 01/05/2018
 
Corporate Bond 56,000 units
 
55,999

 
 
 
Boardwalk REIT 5.95% Due 06/01/2026
 
Corporate Bond 50,000 units
 
55,773

 

28


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

Identity of Issue
 
Description of Investment
 
Current Value
 
 
Santander Drive Auto Fixed 3.73% Due 07/17/2023
 
Asset Backed Security 55,000 units
 
55,550

 
 
 
Wells Fargo Mortgage Backed Securities Variable Rate Due 09/25/2034*
 
Non-Government Backed Collateralized Mortgage Obligation 54,252 units
 
55,536

 
 
 
Fannie Mae Pool #256556 6% Due 01/01/2027
 
Government Mortgage Backed Security 49,650 units
 
55,465

 
 
 
Sempra Energy Company 4.05% Due 12/01/2023
 
Corporate Bond 53,000 units
 
55,438

 
 
 
Agrium Inc. 3.375% Due 03/15/2025
 
Corporate Bond 55,000 units
 
55,254

 
 
 
Laboratory Corporation of America Holdings 2.5% Due 11/01/2018
 
Corporate Bond 55,000 units
 
55,169

 
 
 
Time Warner Inc. 3.6% Due 07/15/2025
 
Corporate Bond 55,000 units
 
55,123

 
 
 
Canadian Natural Resources Limited 3.85% Due 06/01/2027
 
Corporate Bond 54,000 units
 
55,116

 
 
 
Devon Financing Corporation ULC 7.875% Due 09/30/2031
 
Corporate Bond 40,000 units
 
54,912

 
 
 
Public Service Electric and Gas Company 2.25% Due 09/15/2026
 
Corporate Bond 58,000 units
 
54,557

 
 
 
UnitedHealth Group, Inc. 3.1% Due 03/15/2026
 
Corporate Bond 54,000 units
 
54,399

 
 
 
Noble Energy, Inc. 5.25% Due 11/15/2043
 
Corporate Bond 49,000 units
 
54,231

 
 
 
Biogen Inc. 3.625% Due 09/15/2022
 
Corporate Bond 52,000 units
 
53,890

 
 
 
Southern Natural Gas Company LLC Due 3/15/2047
 
Corporate Bond 49,000 units
 
53,885

 
 
 
Apple Inc. 2.85% Due 05/06/2021
 
Corporate Bond 53,000 units
 
53,850

 
 
 
Goodman Us Finance Three LLC 3.7% Due 03/15/2028
 
Corporate Bond 54,000 units
 
53,584

 
 
 
AT&T Inc. 5.45% Due 03/01/2047
 
Corporate Bond 50,000 units
 
53,439

 
 
 
PepsiCo, Inc. 3.1% Due 07/17/2022
 
Corporate Bond 52,000 units
 
53,246

 
 
 
American Airlines Group Inc. 3.0% Due 04/15/2030
 
Corporate Bond 54,454 units
 
53,228

 
 
 
Tennessee Valley Authority Global Power Bond Series A 4.25% Due 09/15/2065
 
Government Agency 45,000 units
 
53,201

 
 
 
CCO Holdings LLC 5.125% Due 05/01/2027
 
Corporate Bond 54,000 units
 
53,190

 
 
 
Manulife Financial Corporation 4.15% Due 03/04/2026
 
Corporate Bond 50,000 units
 
53,101

 
 
 
Verizon Communications Inc. 4.672% Due 03/15/2055
 
Corporate Bond 55,000 units
 
53,099

 
 
 
Air Canada 3.55% Due 07/15/2031
 
Corporate Bond 53,000 units
 
52,994

 
 
 
General Motors Financial Company, Inc. 4% Due 10/06/2026
 
Corporate Bond 52,000 units
 
52,886

 
 
 
APT Pipelines Limited 4.25% Due 07/15/2027
 
Corporate Bond 51,000 units
 
52,777

 
 
 
UnitedHealth Group, Inc. 3.75% Due 07/15/2025
 
Corporate Bond 50,000 units
 
52,701

 
 
 
Sprint Nextel Corporation 9% Due 11/15/2018
 
Corporate Bond 50,000 units
 
52,630

 
 
 
Duke Energy Carolinas, LLC 4.3% Due 06/15/2020
 
Corporate Bond 50,000 units
 
52,370

 
 
 
National Retail Properties, Inc. 4% Due 11/15/2025
 
Corporate Bond 51,000 units
 
52,316

 
 
 
Entergy Corporation 4.0% Due 07/15/2022
 
Corporate Bond 50,000 units
 
52,197

 
 
 
Washington Mutual Mortgage 5.5% Due 04/25/2033
 
Non-Government Backed Collateralized Mortgage Obligation 50,989 units
 
52,128

 
 
 
AmeriCredit CDA Automobile Series 17-1 Class D 3.13% Due 01/18/2023
 
Asset Backed Security 52,000 units
 
52,093

 
 
 
Hewlett/Packard Company 4.65% Due 12/09/2021
 
Corporate Bond 49,000 units
 
52,083

 
 
 
Kraft Foods Group, Inc. 5.375% Due 02/10/2020
 
Corporate Bond 49,000 units
 
51,915

 
 
 
Hydro-Quebec Series 8.05% Due 07/07/2024
 
Municipal/Provincial Bond 40,000 units
 
51,687

 
 
 
Quintiles 4.875% Due 05/15/2023
 
Corporate Bond 50,000 units
 
51,500

 
 
 
CVS Corporation 1999-11 Trust 7.15% Pass Thru Due 5/15/2019
 
Corporate Bond 39,917 units
 
51,457

 
 
 
Florida Power & Light Company 3.25% Due 06/01/2024
 
Corporate Bond 50,000 units
 
51,401

 
 
 
Southwestern Electric 3.9% Due 04/01/2045
 
Corporate Bond 50,000 units
 
51,298

 
 
 
Duke Energy Indiana, LLC 3.75% Due 05/15/2046
 
Corporate Bond 50,000 units
 
51,288

 
 
 
MPLX LP 4.125% Due 03/01/2027
 
Corporate Bond 50,000 units
 
51,212

 
 
 
Pacific Gas & Electric Company 4% Due 12/01/2046
 
Corporate Bond 51,000 units
 
51,053

 
 
 
Bank of New York Company, Inc. 3.25% Due 09/11/2024
 
Corporate Bond 50,000 units
 
51,050

 
 
 
Microsoft Corporation 3.125% Due 11/03/2025
 
Corporate Bond 50,000 units
 
51,047

 
 
 
SunTrust Banks Inc 2.7% Due 01/27/2022
 
Corporate Bond 51,000 units
 
50,998

 
 
 
AT&T Inc. 4.25% Due 03/01/2027
 
Corporate Bond 50,000 units
 
50,971

 

29


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

Identity of Issue
 
Description of Investment
 
Current Value
 
 
Morgan Stanley Capital I Trust 2011-C1 Class A-3 4.7% Due 09/15/2020
 
Commercial Mortgage-Backed Security 50,624 units
 
50,733

 
 
 
Arrow Electronics Inc. 3.5% Due 04/01/2022
 
Corporate Bond 50,000 units
 
50,670

 
 
 
Toyota Motor Credit Corporation 2.9% Due 04/17/2024
 
Corporate Bond 50,000 units
 
50,538

 
 
 
Carlisle Companies Inc. 3.5% Due 12/01/2024
 
Corporate Bond 50,000 units
 
50,395

 
 
 
Morgan Stanley Mortgage Loan Trust 2004-2AR Due 09/25/2034
 
Non-Government Backed Collateralized Mortgage Obligation 49,170 units
 
50,380

 
 
 
Manulife Financial Corporation 4.061% Due 02/24/2032
 
Corporate Bond 50,000 units
 
50,377

 
 
 
DDR Corporation 3.9% Due 08/15/2024
 
Corporate Bond 50,000 units
 
50,371

 
 
 
Ford Credit Auto Owner 1.28% Due 09/15/2019
 
Asset Backed Security 50,415 units
 
50,363

 
 
 
EPR Properties 4.5% Due 06/01/2027
 
Corporate Bond 50,000 units
 
50,285

 
 
 
Orange SA 2.75% Due 02/06/2019
 
Corporate Bond 50,000 units
 
50,276

 
 
 
American International Group 3.875% Due 01/15/2035
 
Corporate Bond 50,000 units
 
50,189

 
 
 
Actavis Inc. 3.25% Due 10/01/2022
 
Corporate Bond 50,000 units
 
50,154

 
 
 
The Commonwealth Bank of Australia 2.75% Due 03/10/2022
 
Corporate Bond 50,000 units
 
50,144

 
 
 
Eli Lilly and Company 2.75% Due 06/01/2025
 
Corporate Bond 50,000 units
 
50,139

 
 
 
Roper Technologies, Inc. 2.8% Due 12/15/2021
 
Corporate Bond 50,000 units
 
50,088

 
 
 
Prudential Financial, Inc. 2.35% Due 08/15/2019*
 
Corporate Bond 50,000 units
 
50,034

 
 
 
The Walt Disney Company 2.45% Due 03/04/2022
 
Corporate Bond 50,000 units
 
49,946

 
 
 
Darden Restaurants Inc. 3.85% Due 05/01/2027
 
Corporate Bond 49,000 units
 
49,937

 
 
 
Rockwell Collins Inc. 3.5% Due 03/15/2027
 
Corporate Bond 49,000 units
 
49,891

 
 
 
Viacom Inc. 3.875% Due 04/01/2024
 
Corporate Bond 50,000 units
 
49,886

 
 
 
Vornado Realty LP 3.5% Due 01/15/2025
 
Corporate Bond 50,000 units
 
49,876

 
 
 
Citigroup Inc. 2.876% Due 07/24/2023
 
Corporate Bond 50,000 units
 
49,749

 
 
 
Macquarie Group Limited 3.189% Due 11/28/2023
 
Corporate Bond 50,000 units
 
49,652

 
 
 
Apple Inc. 2.75% Due 01/13/2025
 
Corporate Bond 50,000 units
 
49,565

 
 
 
CBS Corporation 3.7% Due 06/01/2028
 
Corporate Bond 50,000 units
 
49,309

 
 
 
Martin Marietta 3.45% Due 06/01/2027
 
Corporate Bond 50,000 units
 
49,286

 
 
 
Fannie Mae Remic Trust 2010-49 Variable Rate Due 03/25/2040
 
Government Mortgage Backed Security 42,174 units
 
49,266

 
 
 
Ryder Systems Inc. 2.5% Due 09/01/2022
 
Corporate Bond 50,000 units
 
49,102

 
 
 
Valeant Pharmaceuticals International, Inc. 5.625% Due 01/12/2021
 
Corporate Bond 50,000 units
 
48,875

 
 
 
J.P. Morgan Mortgage Trust 2006-A2 3.75% Due 04/25/2036*
 
Non-Government Backed Collateralized Mortgage Obligation 47,993 units
 
48,850

 
 
 
Intel Corporation 3.7% Due 07/29/2025
 
Corporate Bond 46,000 units
 
48,564

 
 
 
CBS Corporation 3.7% Due 08/15/2024
 
Corporate Bond 47,000 units
 
48,362

 
 
 
Expedia Inc. 3.8% Due 02/15/2028
 
Corporate Bond 50,000 units
 
48,315

 
 
 
American Airlines Group Inc. 3.65% Due 06/15/2028
 
Corporate Bond 47,400 units
 
48,075

 
 
 
Banc of America Funding Corporation Series 2005-E Class 4-A-1 Due 03/20/2035*
 
Non-Government Backed Collateralized Mortgage Obligation 46,979 units
 
47,655

 
 
 
Southern Natural Gas Company 8% Due 03/01/2032
 
Corporate Bond 35,000 units
 
47,451

 
 
 
Entergy Louisiana LLC 2.4% Due 10/01/2026
 
Corporate Bond 50,000 units
 
47,331

 
 
 
VMware Inc. 2.95% Due 08/21/2022
 
Corporate Bond 47,000 units
 
46,869

 
 
 
Tenet Healthcare Corporation 4.625% Due 07/15/2024
 
Corporate Bond 48,000 units
 
46,800

 
 
 
Air Lease Corporation 2.125% Due 01/15/2020
 
Corporate Bond 47,000 units
 
46,655

 
 
 
Health Care REIT, Inc. 4% Due 06/01/2025
 
Corporate Bond 45,000 units
 
46,532

 
 
 
Plains All American Pipeline 4.65% Due 10/15/2025
 
Corporate Bond 45,000 units
 
46,372

 
 
 
American Express Credit Corporation 1.8% Due 07/31/2018
 
Corporate Bond 46,000 units
 
45,970

 
 
 
Buckeye Partners LP 4.35% Due 10/15/2024
 
Corporate Bond 45,000 units
 
45,920

 
 
 
Apple Inc. 3.85% Due 08/04/2046
 
Corporate Bond 44,000 units
 
45,855

 
 
 
Ginnie Mae Remic Series 2008-40 Floating Rate Due 05/16/2038
 
Government Mortgage Backed Security 291,831 units
 
45,612

 
 
 
Bank of America Corporation 4% Due 04/01/2024*
 
Corporate Bond 43,000 units
 
45,456

 

30


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

Identity of Issue
 
Description of Investment
 
Current Value
 
 
Northrop Grumman Corporation 3.2% Due 02/01/2027
 
Corporate Bond 45,000 units
 
45,168

 
 
 
Illinois Tool Works Inc. 3.5% Due 03/01/2024
 
Corporate Bond 43,000 units
 
45,010

 
 
 
Novartis Capital Corporation 3.4% Due 05/06/2024
 
Corporate Bond 43,000 units
 
44,719

 
 
 
The Goldman Sachs Group Inc. 2.908% Due 06/05/2023
 
Corporate Bond 45,000 units
 
44,701

 
 
 
Texas Instruments Inc. 2.75% Due 03/12/2021
 
Corporate Bond 44,000 units
 
44,582

 
 
 
Morgan Stanley 3.591% Due 07/22/2028
 
Corporate Bond 44,000 units
 
44,405

 
 
 
TC Pipelines LP 3.9% Due 05/25/2027
 
Corporate Bond 44,000 units
 
44,220

 
 
 
Verizon Communications Inc. 4.5% Due 08/10/2033
 
Corporate Bond 42,000 units
 
44,051

 
 
 
Suncor Energy Inc. 3.6% Due 12/01/2024
 
Corporate Bond 43,000 units
 
43,944

 
 
 
Exeter Automobile 2.84% Due 08/16/2021
 
Asset Backed Security 44,000 units
 
43,943

 
 
 
AmeriCredit Automobile Receivables Class B 2.3% Due 02/18/2022
 
Asset Backed Security 44,000 units
 
43,922

 
 
 
Vodafone Group PLC 6.15% Due 02/27/2037
 
Corporate Bond 35,000 units
 
43,900

 
 
 
AbbVie Inc. 3.2% Due 11/06/2022
 
Corporate Bond 43,000 units
 
43,664

 
 
 
Lowes Companies, Inc. 3.375% Due 09/15/2025
 
Corporate Bond 42,000 units
 
43,276

 
 
 
MPLX LP 4.875% Due 12/01/2024
 
Corporate Bond 40,000 units
 
43,116

 
 
 
Boston Properties Limited Partnership 2.75% Due 10/01/2026
 
Corporate Bond 45,000 units
 
42,451

 
 
 
Union Pacific Corporation 3.75% Due 03/15/2024
 
Corporate Bond 40,000 units
 
42,276

 
 
 
PepsiCo, Inc. 4.45% Due 04/14/2046
 
Corporate Bond 37,000 units
 
42,045

 
 
 
Athene Global Funding 2.75% Due 04/20/2020
 
Corporate Bond 42,000 units
 
42,021

 
 
 
Fannie Mae Stripped Mortgage-Backed Securities Trust 410 Class 29 4% Due 05/25/2027
 
Government Mortgage Backed Security 468,465 units
 
41,998

 
 
 
Opteum Mortgage Acceptance Corporation 2005-4 Class I-A1C Floating Rate Due 11/25/2035
 
Non-Government Backed Collateralized Mortgage Obligation 41,829 units
 
41,973

 
 
 
Virginia Electric & Power Company 4.45% Due 02/15/2044
 
Corporate Bond 37,000 units
 
41,744

 
 
 
Apple Inc. 3% Due 02/09/2024
 
Corporate Bond 41,000 units
 
41,520

 
 
 
American Tower Corporation 4% Due 06/01/2025
 
Corporate Bond 40,000 units
 
41,449

 
 
 
Realty Income Corporation 3.875% Due 07/15/2024
 
Corporate Bond 40,000 units
 
41,271

 
 
 
Dow Chemical Company 8.55% Due 05/15/2019
 
Corporate Bond 38,000 units
 
41,161

 
 
 
SBA Communications 4.875% Due 09/01/2024
 
Corporate Bond 40,000 units
 
41,100

 
 
 
Marsh & McLennan Companies, Inc. 2.35% Due 03/06/2020
 
Corporate Bond 41,000 units
 
40,977

 
 
 
Morgan Stanley Trust 2012-IO Remic Pass-Through 1% Due 03/27/2051
 
Commercial Mortgage-Backed Security 40,765 units
 
40,906

 
 
 
Americredit Corporation 1.27% Due 01/08/2020
 
Asset Backed Security 40,802 units
 
40,789

 
 
 
The Charles Schwab Corporation 3.2% Due 03/02/2027
 
Corporate Bond 40,000 units
 
40,365

 
 
 
FedEx Corporation 3.3% Due 03/15/2027
 
Corporate Bond 40,000 units
 
40,268

 
 
 
John Deere Capital Corporation 2.65% Due 01/06/2022
 
Corporate Bond 40,000 units
 
40,233

 
 
 
US Bancorp 2.625% Due 01/24/2022
 
Corporate Bond 40,000 units
 
40,230

 
 
 
DXC Technology Company Senior Notes Floating Due 3/01/2021
 
Corporate Bond 40,000 units
 
40,098

 
 
 
Sumitomo Mitsui 2.84% Due 01/11/2022
 
Corporate Bond 40,000 units
 
40,079

 
 
 
GLS Auto 2.73% Due 10/15/2020
 
Asset Backed Security 39,981 units
 
40,049

 
 
 
Western Gas Partners 3.95% Due 06/01/2025
 
Corporate Bond 40,000 units
 
39,996

 
 
 
Celgene Corporation 3.45% Due 11/15/2027
 
Corporate Bond 40,000 units
 
39,970

 
 
 
Brixmor Operating Partnership LP 3.85% Due 02/01/2025
 
Corporate Bond 40,000 units
 
39,947

 
 
 
PNC Funding Corp 4.375% Due 08/11/2020
 
Corporate Bond 38,000 units
 
39,929

 
 
 
Alabama Power Company 5.875% Due 12/01/2022
 
Corporate Bond 35,000 units
 
39,813

 
 
 
General Motors Financial Company, Inc. 3.7% Due 05/09/2023
 
Corporate Bond 39,000 units
 
39,777

 
 
 
Jackson National Life Global Funding 2.25% Due 04/29/2021
 
Corporate Bond 40,000 units
 
39,573

 
 
 
PNC Funding Corp 6.7% Due 06/10/2019
 
Corporate Bond 37,000 units
 
39,254

 
 
 
Teva 3.65% Due 11/10/2021
 
Corporate Bond 41,000 units
 
39,003

 
 
 
Westlake 2.7% Due 10/17/2022
 
Asset Backed Security 39,000 units
 
39,003

 
 
 
GS Mortgage Securities Corporation 2004-6F 5.5% Due 05/25/3034
 
Non-Government Backed Collateralized Mortgage Obligation 37,886 units
 
38,933

 

31


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

Identity of Issue
 
Description of Investment
 
Current Value
 
 
Ford Credit Auto Lease Trust 2017-B NT Class A-3 2.03% Due 12/15/2020
 
Asset Backed Security 39,000 units
 
38,841

 
 
 
DBUBS Mortgage Trust Pass-Through Income Only Series 2011-LC2 Class X-A Due 07/10/2044
 
Commercial Mortgage-Backed Security 1,433,302 units
 
38,831

 
 
 
Fannie Mae 0% Due 12/01/2024
 
Government Mortgage Backed Security 40,979 units
 
38,758

 
 
 
Cincinnati Financial Corporation 6.92% Due 05/15/2028
 
Corporate Bond 30,000 units
 
38,735

 
 
 
United States Treasury SEC Stripped Interest Payment Due 05/15/2028
 
Government Bond 50,000 units
 
38,510

 
 
 
Shire Acquisitions 2.875% Due 09/23/2023
 
Corporate Bond 39,000 units
 
38,340

 
 
 
Citigroup Inc. 2.7% Due 03/30/2021
 
Corporate Bond 38,000 units
 
38,115

 
 
 
WellCare Group Inc. 5.25% Due 04/01/2025
 
Corporate Bond 36,000 units
 
37,980

 
 
 
Avalonbay 2.9% Due 10/15/2026
 
Corporate Bond 39,000 units
 
37,959

 
 
 
Ginnie Mae 2004-30 5.5% Due 02/20/2034
 
Government Mortgage Backed Security 37,246 units
 
37,944

 
 
 
Boston Properties Limited Partnership 3.2% Due 01/15/2025
 
Corporate Bond 38,000 units
 
37,879

 
 
 
Markel Corporation 5.35% Due 06/01/2021
 
Corporate Bond 35,000 units
 
37,710

 
 
 
Textron Inc. 3.65% Due 03/15/2027
 
Corporate Bond 37,000 units
 
37,603

 
 
 
Westlake 1.57% Due 06/17/2019
 
Asset Backed Security 37,447 units
 
37,433

 
 
 
Western Gas Partners 5.375% Due 06/01/2021
 
Corporate Bond 35,000 units
 
37,114

 
 
 
Bank of America Corporation 3.419% Due 12/20/2028*
 
Corporate Bond 37,000 units
 
37,008

 
 
 
Fannie Mae Pool #550389 6.45% Due 09/1/2030
 
Government Mortgage Backed Security 36,707 units
 
36,996

 
 
 
Sunoco Logistics 4.65% Due 02/15/2022
 
Corporate Bond 35,000 units
 
36,746

 
 
 
J.P. Morgan Mortgage Trust Series 2004-S1 5.5% Due 09/25/2034*
 
Non-Government Backed Collateralized Mortgage Obligation 36,731 units
 
36,700

 
 
 
Valvoline Inc. 4.375% Due 08/15/2025
 
Corporate Bond 36,000 units
 
36,360

 
 
 
Berkshire Hathaway Inc. 3.5% Due 02/01/2025
 
Corporate Bond 35,000 units
 
36,086

 
 
 
Wells Fargo Mortgage Backed Securities 2004-K Due 07/25/2034*
 
Non-Government Backed Collateralized Mortgage Obligation 35,802 units
 
36,002

 
 
 
Banc America Mortgage Securities Inc. 2004-C 3.73055% Due 04/25/2034*
 
Non-Government Backed Collateralized Mortgage Obligation 35,503 units
 
35,826

 
 
 
Avangrid Inc. 3.15% Due 12/01/2024
 
Corporate Bond 36,000 units
 
35,812

 
 
 
Ginnie Mae 2008-060 Remic Pass-Through 5.5% Due 07/20/2038
 
Government Mortgage Backed Security 32,794 units
 
35,692

 
 
 
Rogers Cable Inc. 8.75% Due 05/01/2032
 
Corporate Bond 25,000 units
 
35,518

 
 
 
Consumers Energy Company 3.125% Due 08/31/2024
 
Corporate Bond 35,000 units
 
35,373

 
 
 
Health Care REIT, Inc. 4.5% Due 01/15/2024
 
Corporate Bond 33,000 units
 
35,264

 
 
 
SunTrust Banks Inc 2.5% Due 05/01/2019
 
Corporate Bond 35,000 units
 
35,131

 
 
 
Federal Home Loan Mortgage Corporation Series 3507 5% Due 03/15/2036
 
Government Mortgage Backed Security 34,571 units
 
35,080

 
 
 
SBA Communications Corporation 4.0% Due 10/01/2022
 
Corporate Bond 35,000 units
 
35,044

 
 
 
Enterprise Products Company 7.55% Due 04/15/2038
 
Corporate Bond 25,000 units
 
35,014

 
 
 
DT Auto Owner Trust 2.02% Due 08/17/2020
 
Asset Backed Security 35,000 units
 
34,960

 
 
 
Atmos Energy Corporation 4.125% Due 10/15/2044
 
Corporate Bond 32,000 units
 
34,944

 
 
 
Tyson Foods, Inc. 4.875% Due 08/15/2034
 
Corporate Bond 31,000 units
 
34,933

 
 
 
Federal Home Loan Mortgage Corporation Pool #1J1818 5.891% Due 08/1/2037
 
Government Mortgage Backed Security 32,986 units
 
34,632

 
 
 
Cardinal Health, Inc. 3.75% Due 09/15/2025
 
Corporate Bond 34,000 units
 
34,617

 
 
 
Canadian Natural Resources Limited 3.9% Due 02/01/2025
 
Corporate Bond 33,000 units
 
33,975

 
 
 
Intercontinental Exchange Inc. 4% Due 10/15/2023
 
Corporate Bond 32,000 units
 
33,903

 
 
 
Federal Home Loan Mortgage Corporation Multiclass Series 3825 Class AP 4% 03/15/2039
 
Government Mortgage Backed Security 33,479 units
 
33,783

 
 
 
Crown Castle International Corporation 4% Due 03/01/2027
 
Corporate Bond 33,000 units
 
33,740

 
 
 
Phillips 66 3.55% Due 10/01/2026
 
Corporate Bond 34,000 units
 
33,698

 
 
 
Intelsat Jackson Holdings S.A. 9.75% Due 07/15/2025
 
Corporate Bond 35,000 units
 
33,688

 

32


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

Identity of Issue
 
Description of Investment
 
Current Value
 
 
Nucor Corporation 6.4% Due 12/01/2037
 
Corporate Bond 25,000 units
 
33,470

 
 
 
Blackstone Holdings 4.45% Due 07/15/2045
 
Corporate Bond 31,000 units
 
33,275

 
 
 
American International Group 4.7% Due 07/10/2035
 
Corporate Bond 30,000 units
 
33,179

 
 
 
Dominion Resources Inc. 2.75% Due 01/15/2022
 
Corporate Bond 33,000 units
 
32,948

 
 
 
Fannie Mae Remic Series 2004-36 Due 05/25/2034
 
Government Mortgage Backed Security 25,007 units
 
32,921

 
 
 
United Air Lines, Inc. 3.1% Due 07/07/2028
 
Corporate Bond 33,000 units
 
32,918

 
 
 
Statoil ASA 3.25% Due 11/10/2024
 
Corporate Bond 32,000 units
 
32,898

 
 
 
Wells Fargo & Company 4.9% Due 11/17/2045*
 
Corporate Bond 29,000 units
 
32,822

 
 
 
Spectrum Brands, Inc. 5.75% Due 07/15/2025
 
Corporate Bond 31,000 units
 
32,628

 
 
 
Ginnie Mae 2009-016 Remic Pass-Through Floating Rate Due 05/20/2037
 
Government Mortgage Backed Security 220,075 units
 
32,622

 
 
 
Community Health Systems Inc. 6.25% Due 03/31/2023
 
Corporate Bond 36,000 units
 
32,400

 
 
 
Enterprise Products Company 3.9% Due 02/15/2024
 
Corporate Bond 31,000 units
 
32,302

 
 
 
The Estee Lauder Companies Inc. 3.15% Due 03/15/2027
 
Corporate Bond 32,000 units
 
32,221

 
 
 
Nissan Motor Company Limited 1.9% Due 09/14/2021
 
Corporate Bond 33,000 units
 
32,104

 
 
 
Pilgrims Pride Corporation 5.875% Due 09/30/2027
 
Corporate Bond 31,000 units
 
31,930

 
 
 
Dow Chemical Company 4.25% Due 10/01/2034
 
Corporate Bond 30,000 units
 
31,531

 
 
 
Westlake Chemical Corporation 4.375% Due 11/15/2047
 
Corporate Bond 30,000 units
 
31,156

 
 
 
ERP Operating Limited Partnership 2.85% Due 11/01/2026
 
Corporate Bond 32,000 units
 
31,043

 
 
 
Bank of New York Company, Inc. 2.2% Due 05/15/2019
 
Corporate Bond 31,000 units
 
31,041

 
 
 
Kraft Heinz Foods Co 3.95% Due 07/15/2025
 
Corporate Bond 30,000 units
 
30,986

 
 
 
Spirit Airlines Inc. Class AA 3.375% Due 08/15/2031
 
Corporate Bond 31,000 units
 
30,984

 
 
 
Ginnie Mae 2007-058 Remic Pass-Through Floating Rate Due 10/20/2037
 
Government Mortgage Backed Security 206,421 units
 
30,783

 
 
 
Kraft Foods Group, Inc. 3.5% Due 06/06/2022
 
Corporate Bond 30,000 units
 
30,698

 
 
 
Fannie Mae Remic Trust 1997-89 7% Due 12/20/2027
 
Government Mortgage Backed Security 167,313 units
 
30,681

 
 
 
Pacific Gas & Electric Company 3.5% Due 06/15/2025
 
Corporate Bond 30,000 units
 
30,670

 
 
 
Ford Motor Company 4.346% Due 12/08/2026
 
Corporate Bond 29,000 units
 
30,235

 
 
 
AT&T Inc. 3.4% Due 08/14/2024
 
Corporate Bond 30,000 units
 
30,154

 
 
 
Starbucks Corporation 2.7% Due 06/15/2022
 
Corporate Bond 30,000 units
 
30,092

 
 
 
Buckeye Partners LP 2.65% Due 11/15/2018
 
Corporate Bond 30,000 units
 
30,087

 
 
 
Apple Inc. 3.45% Due 05/06/2024
 
Corporate Bond 29,000 units
 
30,074

 
 
 
General Motors Financial Company Inc. 3.5% Due 11/07/2024
 
Corporate Bond 30,000 units
 
29,939

 
 
 
Merck & Company Inc. 2.4% Due 09/15/2022
 
Corporate Bond 30,000 units
 
29,892

 
 
 
Bank of America Corporation 4.45% Due 03/03/2026*
 
Corporate Bond 28,000 units
 
29,887

 
 
 
Celgene Corporation 3.625% Due 05/15/2024
 
Corporate Bond 29,000 units
 
29,825

 
 
 
Parker-Hannifin Corporation 3.3% Due 11/21/2024
 
Corporate Bond 29,000 units
 
29,676

 
 
 
CarFinance Capital Auto Trust 2015-1 Class A 1.75% Due 06/15/2021
 
Asset Backed Security 29,684 units
 
29,646

 
 
 
Fannie Mae Pool #576557 6.5% Due 06/01/2019
 
Government Mortgage Backed Security 26,697 units
 
29,592

 
 
 
Lockheed Martin Corporation 3.1% Due 01/15/2023
 
Corporate Bond 29,000 units
 
29,466

 
 
 
Discovery 6.35% Due 06/01/2040
 
Corporate Bond 25,000 units
 
29,410

 
 
 
Fannie Mae Remic Trust Pass-Through Variable Rate Due 01/25/2040
 
Government Mortgage Backed Security 198,381 units
 
29,258

 
 
 
State Street Corporation 2.65% Due 05/19/2026
 
Corporate Bond 30,000 units
 
29,184

 
 
 
The Walt Disney Company 4.125% Due 06/01/2044
 
Corporate Bond 27,000 units
 
29,159

 
 
 
Thermo Fisher Corporation 2.95% Due 09/19/2026
 
Corporate Bond 30,000 units
 
29,151

 
 
 
MetLife, Inc. 3.6% Due 11/13/2025*
 
Corporate Bond 28,000 units
 
29,127

 
 
 
Energy Transfer Partners LP 6.625% Due 10/15/2036
 
Corporate Bond 25,000 units
 
28,798

 
 
 
Washington Mutual Variable Rate Pass-Through Due 09/25/2033
 
Non-Government Backed Collateralized Mortgage Obligation 28,220 units
 
28,749

 
 
 
Toronto-Dominion Bank 2.125% Due 04/07/2021
 
Corporate Bond 29,000 units
 
28,724

 

33


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

Identity of Issue
 
Description of Investment
 
Current Value
 
 
American Airlines 3.65% Due 08/15/2030
 
Corporate Bond 28,000 units
 
28,610

 
 
 
Rogers Cable Inc. 3.625% Due 12/15/2025
 
Corporate Bond 28,000 units
 
28,598

 
 
 
Ginnie Mae 2006-26 Remic 0% Due 06/20/2036
 
Government Mortgage Backed Security 32,915 units
 
28,567

 
 
 
Rockwell Collins Inc. 4.8% Due 12/15/2043
 
Corporate Bond 25,000 units
 
28,554

 
 
 
Arch Capital Group Ltd. 4.011% Due 12/15/2026
 
Corporate Bond 27,000 units
 
28,110

 
 
 
The Home Depot, Inc. 2.125% Due 09/15/2026
 
Corporate Bond 30,000 units
 
28,088

 
 
 
Continental Airlines, Inc. Pass-Through 6.9% Due 07/02/2019
 
Corporate Bond 27,957 units
 
27,957

 
 
 
Harris Corporation 4.854% Due 04/27/2035
 
Corporate Bond 25,000 units
 
27,940

 
 
 
Alabama Power Company 3.55% Due 12/01/2023
 
Corporate Bond 27,000 units
 
27,878

 
 
 
American Express Company 3.625% Due 12/05/2024
 
Corporate Bond 27,000 units
 
27,782

 
 
 
Toronto-Dominion Bank 1.8% Due 07/13/2021
 
Corporate Bond 28,000 units
 
27,419

 
 
 
Crown Castle International Corporation 5.25% Due 01/15/2023
 
Corporate Bond 25,000 units
 
27,374

 
 
 
PPL Electric Utilities Corporation 4.125% Due 06/15/2044
 
Corporate Bond 25,000 units
 
27,290

 
 
 
DXC Technology Company 4.25% Due 04/15/2024
 
Corporate Bond 26,000 units
 
27,083

 
 
 
Ginnie Mae Remic Series 2008-073 Floating Rate Due 08/20/2038
 
Government Mortgage Backed Security 181,776 units
 
27,074

 
 
 
Americredit 1.6% Due 11/09/2020
 
Asset Backed Security 27,000 units
 
26,956

 
 
 
Wells Fargo & Company 4.75% Due 12/07/2046*
 
Corporate Bond 24,000 units
 
26,823

 
 
 
Air Lease Corporation 3% Due 09/15/2023
 
Corporate Bond 27,000 units
 
26,791

 
 
 
Nissan Auto 1.11% Due 05/15/2019
 
Asset Backed Security 26,479 units
 
26,467

 
 
 
Apple Inc. 4.5% Due 02/23/2036
 
Corporate Bond 23,000 units
 
26,365

 
 
 
The Charles Schwab Corporation 4.45% Due 07/22/2020
 
Corporate Bond 25,000 units
 
26,343

 
 
 
Advance Auto Parts 4.5% Due 12/01/2023
 
Corporate Bond 25,000 units
 
26,284

 
 
 
EnLink Midstream, LLC 4.15% Due 06/01/2025
 
Corporate Bond 26,000 units
 
26,271

 
 
 
Natural Rural Utilities 2.95% Due 02/07/2024
 
Corporate Bond 26,000 units
 
26,195

 
 
 
Plains All American Pipeline LP 3.65% Due 06/01/2022
 
Corporate Bond 26,000 units
 
26,152

 
 
 
Husky Energy Inc. 4% Due 04/15/2024
 
Corporate Bond 25,000 units
 
26,115

 
 
 
General Motors Financial Company Inc. 4.35% Due 01/17/2027
 
Corporate Bond 25,000 units
 
26,001

 
 
 
AGL Capital Corporation 5.25% Due 08/15/2019
 
Corporate Bond 25,000 units
 
25,999

 
 
 
UDR, Inc. 2.95% Due 09/01/2026
 
Corporate Bond 27,000 units
 
25,949

 
 
 
The Mosaic Company 4.25% Due 11/15/2023
 
Corporate Bond 25,000 units
 
25,888

 
 
 
Nordstrom, Inc. 4% Due 10/15/2021
 
Corporate Bond 25,000 units
 
25,860

 
 
 
Athene Global Funding 4.0% Due 01/25/2022
 
Corporate Bond 25,000 units
 
25,798

 
 
 
Citigroup Inc. 4.125% Due 07/25/2028
 
Corporate Bond 25,000 units
 
25,766

 
 
 
Noble Energy, Inc. 5.625% Due 05/01/2021
 
Corporate Bond 25,000 units
 
25,680

 
 
 
National Retail Properties, Inc. 3.9% Due 06/15/2024
 
Corporate Bond 25,000 units
 
25,636

 
 
 
Occidental Petroleum Corporation 3.4% Due 04/15/2026
 
Corporate Bond 25,000 units
 
25,603

 
 
 
AT&T Inc. 3.95% Due 01/15/2025
 
Corporate Bond 25,000 units
 
25,597

 
 
 
Dr Pepper Snapple Group Inc. 2.55% Due 09/15/2026
 
Corporate Bond 27,000 units
 
25,596

 
 
 
Ecolab Inc. 3.25% Due 01/14/2023
 
Corporate Bond 25,000 units
 
25,561

 
 
 
Barrick North America Finance LLC 4.4% Due 05/30/2021
 
Corporate Bond 24,000 units
 
25,404

 
 
 
Actavis Funding SCS 4.55% Due 03/15/2035
 
Corporate Bond 24,000 units
 
25,396

 
 
 
Lowes Companies, Inc. 3.125% Due 09/15/2024
 
Corporate Bond 25,000 units
 
25,386

 
 
 
Anthem Inc. 3.35% Due 12/01/2024
 
Corporate Bond 25,000 units
 
25,363

 
 
 
Johnson Controls International 4.5% Due 02/15/2047
 
Corporate Bond 23,000 units
 
25,268

 
 
 
General Motors Company 6.75% Due 04/01/2046
 
Corporate Bond 20,000 units
 
25,181

 
 
 
O'Reilly Automotive Inc. 3.6% Due 09/01/2027
 
Corporate Bond 25,000 units
 
25,092

 
 
 
Air Lease Corporation 3.625% Due 12/01/2027
 
Corporate Bond 25,000 units
 
24,974

 
 
 
Microsoft Corporation 2.375% Due 02/12/2022
 
Corporate Bond 25,000 units
 
24,959

 
 
 
Express Scripts 3.05% Due 11/30/2022
 
Corporate Bond 25,000 units
 
24,958

 
 
 
Regions Financial Corporation Fixed 2.75% Due 08/14/2022
 
Corporate Bond 25,000 units
 
24,921

 

34


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

Identity of Issue
 
Description of Investment
 
Current Value
 
 
Sysco Corporation 3.25% Due 07/15/2027
 
Corporate Bond 25,000 units
 
24,916

 
 
 
Orix Corporation 2.9% Due 07/18/2022*
 
Corporate Bond 25,000 units
 
24,913

 
 
 
Kellogg Company 3.4% Due 11/15/2027
 
Corporate Bond 25,000 units
 
24,879

 
 
 
Xylem Inc 3.25% Due 11/01/2026
 
Corporate Bond 25,000 units
 
24,869

 
 
 
Natural Rural Utilities 2.4% Due 04/25/2022
 
Corporate Bond 25,000 units
 
24,858


 
 
Autonation Inc. 3.5% Due 11/15/2024
 
Corporate Bond 25,000 units
 
24,728

 
 
 
GAIF Bond Issuer Proprietary Limited 3.4% Due 09/30/2026
 
Corporate Bond 25,000 units
 
24,505

 
 
 
Marathon Petroleum Corporation 3.625% Due 09/15/2024
 
Corporate Bond 24,000 units
 
24,476

 
 
 
Federal Home Loan Mortgage Corporation Multiclass Series 12-K708 Floating Rate Due 01/25/2019
 
Government Commercial Mortgage-Backed Security 2,092,665 units
 
24,434

 
 
 
The Sherwin-Williams Company 3.45% Due 06/01/2027
 
Corporate Bond 24,000 units
 
24,384

 
 
 
Federal Home Loan Mortgage Corporation Pool #1G3623 Adjustable Rate Due 05/1/2037
 
Government Mortgage Backed Security 23,424 units
 
24,365

 
 
 
Plains All American Pipeline LP 3.6% Due 11/01/2024
 
Corporate Bond 25,000 units
 
24,346

 
 
 
Reliance Standard Tranche 5 3.05% Due 01/20/2021
 
Corporate Bond 24,000 units
 
24,326

 
 
 
Ginnie Mae 2009-072 Remic Pass-Through Floating Rate Due 08/16/2039
 
Government Mortgage Backed Security 166,101 units
 
24,281

 
 
 
Fortis Inc. 3.055% Due 10/04/2026
 
Corporate Bond 25,000 units
 
24,139

 
 
 
Johnson Controls International PLC 3.9% Due 02/14/2026
 
Corporate Bond 23,000 units
 
24,064

 
 
 
Energy Transfer 4.05% Due 03/15/2025
 
Corporate Bond 24,000 units
 
23,982

 
 
 
Microsoft Corporation 3.5% Due 02/12/2035
 
Corporate Bond 23,000 units
 
23,931

 
 
 
Equifax Inc. 3.25% Due 06/01/2026
 
Corporate Bond 25,000 units
 
23,910

 
 
 
Bunge Limited Financial Corporation 3% Due 09/25/2022
 
Corporate Bond 24,000 units
 
23,821

 
 
 
Federal Home Loan Mortgage Corporation Multiclass Preassign 00121 0% Due 07/15/2036
 
Government Mortgage Backed Security 26,862 units
 
23,805

 
 
 
Liberty Properties Ltd. 3.25% Due 10/01/2026
 
Corporate Bond 24,000 units
 
23,620

 
 
 
Jackson National Life Funding LLC 3.25% Due 01/30/2024
 
Corporate Bond 23,000 units
 
23,230

 
 
 
Morgan Stanley Capital I Trust Due 02/12/2044
 
Commercial Mortgage-Backed Security 1,840,377 units
 
23,207

 
 
 
Johnson Controls International PLC Senior Note Step Up Due 07/02/2064
 
Corporate Bond 21,000 units
 
23,133

 
 
 
Dow Chemical Co 3% Due 11/15/2022
 
Corporate Bond 23,000 units
 
23,122

 
 
 
Dow Chemical Company 4.125% Due 11/15/2021
 
Corporate Bond 22,000 units
 
23,068

 
 
 
AmeriCredit Automobile Receivables Class C 2.71% Due 08/18/2022
 
Asset Backed Security 23,000 units
 
22,980

 
 
 
Realty Income Corporation 3% Due 01/15/2027
 
Corporate Bond 24,000 units
 
22,966

 
 
 
Ginnie Mae Remic Series 2007-16 Floating Rate Due 04/20/2037
 
Government Mortgage Backed Security 171,093 units
 
22,909

 
 
 
American Honda Finance Corporation 2.3% Due 09/09/2026
 
Corporate Bond 24,000 units
 
22,717

 
 
 
Public Service Company of New Hampshire 3.5% Due 11/01/2023
 
Corporate Bond 22,000 units
 
22,691

 
 
 
Fannie Mae Remic Trust 2001-38 Principal Only Due 08/25/2031
 
Government Mortgage Backed Security 25,067 units
 
22,614

 
 
 
Arrow Electronics Inc. 4% Due 04/01/2025
 
Corporate Bond 22,000 units
 
22,449

 
 
 
Boston Properties Limited Partnership 3.65% Due 02/01/2026
 
Corporate Bond 22,000 units
 
22,349

 
 
 
FedEx Corporation 3.9% Due 02/01/2035
 
Corporate Bond 22,000 units
 
22,349

 
 
 
DTE Energy Co 3.3% Due 06/15/2022
 
Corporate Bond 22,000 units
 
22,325

 
 
 
Equity One ABS, Inc. 5.05% Due 09/25/2033
 
Asset Backed Security 22,017 units
 
22,240

 
 
 
Arrow Electronics Inc. 3.875% Due 01/12/2028
 
Corporate Bond 22,000 units
 
21,934

 
 
 
Cheniere Corpus Christi Holdings LLC 5.125% Due 06/30/2027
 
Corporate Bond 21,000 units
 
21,722

 
 
 
Tyson Foods Inc. 2.25% Due 08/23/2021
 
Corporate Bond 22,000 units
 
21,705

 
 
 
Ginnie Mae 2002-41 Remic Trust Floating Rate Due 06/16/2032
 
Government Mortgage Backed Security 146,479 units
 
21,661

 
 
 
CMS Energy Corporation 3% Due 05/15/2026
 
Corporate Bond 22,000 units
 
21,600

 
 
 
Fannie Mae Remic Series 2008-75 4.5% Due 09/25/2023
 
Government Mortgage Backed Security 21,402 units
 
21,513

 
 
 
Raytheon Company 3.15% Due 12/15/2024
 
Corporate Bond 21,000 units
 
21,471

 

35


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

Identity of Issue
 
Description of Investment
 
Current Value
 
 
Ginnie Mae Floating 2004-86 Remic Pass-Through Due Floating Rate 09/20/2034
 
Government Mortgage Backed Security 204,508 units
 
21,296

 
 
 
FedEx Corporation 3.25% Due 04/01/2026
 
Corporate Bond 21,000 units
 
21,160

 
 
 
Mitsubishi UFJ Financial Group Inc. 2.998% Due 02/22/2022
 
Corporate Bond 21,000 units
 
21,133

 
 
 
The Goldman Sachs Group Inc. 2.6% Due 04/23/2020
 
Corporate Bond 21,000 units
 
21,029

 
 
 
Ginnie Mae Remic Series 2006-26 Due 06/20/2036
 
Government Mortgage Backed Security 117,416 units
 
20,968

 
 
 
Walgreens Boots Alliance, Inc. 4.5% Due 11/18/2034
 
Corporate Bond 20,000 units
 
20,883

 
 
 
AGL Capital Corporation 3.25% Due 06/15/2026
 
Corporate Bond 21,000 units
 
20,844

 
 
 
American Express Credit Corporation 2.25% Due 05/05/2021
 
Corporate Bond 21,000 units
 
20,834

 
 
 
Kroger Company 4% Due 02/01/2024
 
Corporate Bond 20,000 units
 
20,779

 
 
 
Gilead Sciences, Inc. 3.65% Due 03/01/2026
 
Corporate Bond 20,000 units
 
20,748

 
 
 
Baltimore Gas and Electric Company 3.5% Due 08/15/2046
 
Corporate Bond 21,000 units
 
20,575

 
 
 
First Data Corporation 5% Due 01/15/2024
 
Corporate Bond 20,000 units
 
20,575

 
 
 
General Motors Financial Company Inc. 4% Due 01/15/2025
 
Corporate Bond 20,000 units
 
20,549

 
 
 
Hasbro Inc. 3.5% Due 09/15/2027
 
Corporate Bond 21,000 units
 
20,523

 
 
 
United States Treasury Bond Inflation Index 3.875% Due 04/15/2029
 
Index Linked Government Bond 10,000 units
 
20,456

 
 
 
Wi Energy Corporation 3.55% Due 06/15/2025
 
Corporate Bond 20,000 units
 
20,448

 
 
 
Pacific Gas & Electric Company 2.95% Due 03/01/2026
 
Corporate Bond 21,000 units
 
20,445

 
 
 
Williams Partners LP 3.9% Due 01/15/2025
 
Corporate Bond 20,000 units
 
20,384

 
 
 
Huntington Bancshares Incorporated 3.15% Due 03/14/2021
 
Corporate Bond 20,000 units
 
20,315

 
 
 
CDK Global Inc. 4.875% Due 06/01/2027
 
Corporate Bond 20,000 units
 
20,250

 
 
 
American Airlines Group Inc. 3.35% Due 04/15/2031
 
Corporate Bond 20,000 units
 
20,164

 
 
 
Deutsche Bank AG 3.7% Due 5/30/2024
 
Corporate Bond 20,000 units
 
20,134

 
 
 
Macquarie Group Limited 2.6% Due 06/24/2019
 
Corporate Bond 20,000 units
 
20,054

 
 
 
UnitedHealth Group, Inc. 2.75% Due 02/15/2023
 
Corporate Bond 20,000 units
 
20,040

 
 
 
PACCAR Financial Corporation 1.4% Due 05/18/2018
 
Corporate Bond 20,000 units
 
19,959

 
 
 
PacifiCorp 3.6% Due 04/01/2024
 
Corporate Bond 19,000 units
 
19,862

 
 
 
Martin Marietta 4.25% Due 12/15/2047
 
Corporate Bond 20,000 units
 
19,789

 
 
 
Sysco Corporation 3.75% Due 10/01/2025
 
Corporate Bond 19,000 units
 
19,757

 
 
 
Ginnie Mae 2008-087 Remic Pass-Through 6.5% Due 10/20/2038
 
Government Mortgage Backed Security 101,933 units
 
19,591

 
 
 
Hyundai Auto 1.05% Due 04/15/2019
 
Asset Backed Security 19,540 units
 
19,530

 
 
 
The Provident Service Corporation 2.746% Due 10/01/2026
 
Corporate Bond 20,000 units
 
19,374

 
 
 
Roper Technologies, Inc. 3% Due 12/15/2020
 
Corporate Bond 19,000 units
 
19,226

 
 
 
The Home Depot, Inc. 2.625% Due 06/01/2022
 
Corporate Bond 19,000 units
 
19,106

 
 
 
Marsh & McLennan Companies, Inc. 2.75% Due 01/30/2022
 
Corporate Bond 19,000 units
 
19,038

 
 
 
The Home Depot, Inc. 3% Due 04/01/2026
 
Corporate Bond 19,000 units
 
19,025

 
 
 
Mead Johnson Company 4.6% Due 06/01/2044
 
Corporate Bond 17,000 units
 
18,954

 
 
 
Fannie Mae Pool #550387 6.45% Due 08/01/2030
 
Government Mortgage Backed Security 18,863 units
 
18,916

 
 
 
Sumitomo Mitsui 2.442% Due 10/19/2021
 
Corporate Bond 19,000 units
 
18,800

 
 
 
Magellan Midstream Partners LP 4.2% Due 12/01/2042
 
Corporate Bond 19,000 units
 
18,671

 
 
 
Fannie Mae Remic Pass-Through Trust 2009-112 Floating Rate Due 01/25/2040
 
Government Mortgage Backed Security 130,467 units
 
18,623

 
 
 
Enterprise Products Operating LLC 3.7% Due 02/15/2026
 
Corporate Bond 18,000 units
 
18,431

 
 
 
7 WTC Depositor, LLC Trust 2012-WTC 4.082% Due 03/13/2031
 
Commercial Mortgage-Backed Security 18,309 units
 
18,386

 
 
 
Cisco Systems, Inc. 2.9% Due 03/04/2021
 
Corporate Bond 18,000 units
 
18,328

 
 
 
Exelon Generation Company LLC 3.4% Due 03/15/2022
 
Corporate Bond 18,000 units
 
18,302

 
 
 
Mead Johnson Company 3% Due 11/15/2020
 
Corporate Bond 18,000 units
 
18,270

 
 
 
Fannie Mae Remic Trust 2010-35 Variable Rate Due 04/25/2040
 
Government Mortgage Backed Security 122,345 units
 
18,124

 

36


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

Identity of Issue
 
Description of Investment
 
Current Value
 
 
Citigroup Mortgage Loan Trust 2003-1 5.25% Due 09/25/2033
 
Non-Government Backed Collateralized Mortgage Obligation 18,039 units
 
18,119

 
 
 
Brookfield Financial Inc. 4.7% Due 09/20/2047
 
Corporate Bond 17,000 units
 
17,816

 
 
 
Walgreens Boots Alliance, Inc. 3.45% Due 06/01/2026
 
Corporate Bond 18,000 units
 
17,799

 
 
 
Fannie Mae Remic Trust 2008-91 Floating Rate Due 03/25/2038
 
Government Mortgage Backed Security 158,856 units
 
17,680

 
 
 
Shell International Finance BV 3.4% Due 08/12/2023
 
Corporate Bond 17,000 units
 
17,652

 
 
 
Fannie Mae Series 390 Variable Rate Due 06/25/2038
 
Government Mortgage Backed Security 95,271 units
 
17,468

 
 
 
PHH Mortgage Trust Series 6% Due 07/25/2038
 
Non-Government Backed Collateralized Mortgage Obligation 17,226 units
 
17,390

 
 
 
ACE INA Holdings Inc. 2.875% Due 11/03/2022
 
Corporate Bond 17,000 units
 
17,231

 
 
 
Fannie Mae Series 331 Variable Rate Due 02/01/2033
 
Government Mortgage Backed Security 84,358 units
 
16,854

 
 
 
Energy Transfer 4.75% Due 01/15/2026
 
Corporate Bond 16,000 units
 
16,600

 
 
 
CCO Holdings LLC 5.0% Due 02/01/2028
 
Corporate Bond 17,000 units
 
16,533

 
 
 
Federal Home Loan Mortgage Corporation Multiclass Floating Rate Due 10/15/2040
 
Government Mortgage Backed Security 115,060 units
 
16,388

 
 
 
Federal Home Loan Mortgage Corporation Multiclass Series 3117 Principal Only Due 02/15/2036
 
Government Mortgage Backed Security 18,678 units
 
16,304

 
 
 
Federal Home Loan Mortgage Corporation Pool #G02809 3.5% Due 05/01/2036
 
Government Mortgage Backed Security 14,486 units
 
16,255

 
 
 
Thermo Fisher Corporation 3% Due 04/15/2023
 
Corporate Bond 16,000 units
 
16,099

 
 
 
Consolidated Edison Inc. 2.0% Due 03/15/2020
 
Corporate Bond 16,000 units
 
15,913

 
 
 
Federal Home Loan Mortgage Corporation Multiclass 0% Due 11/15/2037
 
Government Mortgage Backed Security 16,297 units
 
15,850

 
 
 
Exelon Generation Company LLC 4.25% Due 06/15/2022
 
Corporate Bond 15,000 units
 
15,740

 
 
 
Fannie Mae Pool #889213 5.5% Due 10/01/2020
 
Government Mortgage Backed Security 15,132 units
 
15,470

 
 
 
Federal Home Loan Mortgage Corporation Series 3218 Floating Rate Due 09/15/2026
 
Government Mortgage Backed Security 113,503 units
 
15,462

 
 
 
Citigroup Inc. 5.3% Due 05/06/2044
 
Corporate Bond 13,000 units
 
15,349

 
 
 
Bank of New York Mellon Corporation 3.442% Due 02/07/2028 & 02/07/2027
 
Corporate Bond 15,000 units
 
15,332

 
 
 
Ginnie Mae 2009-106 Floating Rate Due 06/20/2037
 
Government Mortgage Backed Security 153,277 units
 
15,317

 
 
 
Ginnie Mae Remic Series 2008-79 Floating Rate Due 09/20/2038
 
Government Mortgage Backed Security 89,275 units
 
15,241

 
 
 
General Motors Financial Company, Inc. 3.1% Due 01/15/2019
 
Corporate Bond 15,000 units
 
15,080

 
 
 
Banc America Alternative Loan Trust 2004-6 5% Due 07/25/2019*
 
Non-Government Backed Collateralized Mortgage Obligation 15,084 units
 
15,071

 
 
 
Fannie Mae Remic Trust 2006-20 Variable Rate Due 04/25/2036
 
Government Mortgage Backed Security 102,187 units
 
15,067

 
 
 
Marsh & McLennan Companies, Inc. 2.35% Due 09/10/2019
 
Corporate Bond 15,000 units
 
15,042

 
 
 
PSEG Power LLC 4.3% Due 11/15/2023
 
Corporate Bond 14,000 units
 
14,923

 
 
 
Burlington Northern and Santa Fe Railway Company 3.75% Due 04/01/2024
 
Corporate Bond 14,000 units
 
14,819

 
 
 
Shell International Finance BV 4.55% Due 08/12/2043
 
Corporate Bond 13,000 units
 
14,786

 
 
 
Federal Home Loan Mortgage Corporation Multiclass Preassign 00890 Due 04/15/2036
 
Government Mortgage Backed Security 16,425 units
 
14,758

 
 
 
Americredit 1.42% Due 10/08/2019
 
Asset Backed Security 14,741 units
 
14,737

 
 
 
Federal Home Loan Mortgage Corporation Multiclass Series 3117 Due 02/15/2036
 
Government Mortgage Backed Security 16,175 units
 
14,071

 
 
 
Teva 3.15% Due 10/01/2026
 
Corporate Bond 17,000 units
 
14,036

 
 
 
Target Corporation 3.5% Due 07/01/2024
 
Corporate Bond 13,000 units
 
13,553

 
 
 
QEP Resources Inc. 5.375% Due 10/01/2022
 
Corporate Bond 13,000 units
 
13,293

 
 
 
Thermo Fisher Corporation 3.15% Due 01/15/2023
 
Corporate Bond 13,000 units
 
13,162

 
 
 
Diamondback Energy Inc. 4.75% Due 11/01/2024
 
Corporate Bond 13,000 units
 
13,049

 

37


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

Identity of Issue
 
Description of Investment
 
Current Value
 
 
Freddie Mac Series 2643 Floating Rate Due 03/15/2032
 
Government Mortgage Backed Security 6,557 units
 
12,910

 
 
 
Thermo Fisher Scientific Inc. 4.15% Due 02/01/2024
 
Corporate Bond 12,000 units
 
12,729

 
 
 
Southern Company Gas Capital Corporation 2.45% Due 10/01/2023
 
Corporate Bond 13,000 units
 
12,581

 
 
 
Gilead Sciences, Inc. 4.6% Due 09/01/2035
 
Corporate Bond 11,000 units
 
12,395

 
 
 
Dominion Gas Holdings, LLC 2.8% Due 11/15/2020
 
Corporate Bond 12,000 units
 
12,092

 
 
 
Dr Pepper Snapple Group Inc. 2.53% Due 11/15/2021
 
Corporate Bond 12,000 units
 
11,976

 
 
 
Federal Home Loan Mortgage Corporation Multiclass Series 2611 Floating Rate Due 05/15/2033
 
Government Mortgage Backed Security 9,597 units
 
11,785

 
 
 
Ginnie Mae 2010-014 Remic Pass-Through Principal Only Due 12/20/2032
 
Government Mortgage Backed Security 12,078 units
 
11,679

 
 
 
Ginnie Mae 2008-091 Remic Pass-Through 6.5% Due 11/20/2038
 
Government Mortgage Backed Security 104,978 units
 
11,566

 
 
 
CBS Corporation 4.9% Due 08/15/2044
 
Corporate Bond 11,000 units
 
11,561

 
 
 
Virginia Electric & Power Company 3.45% Due 02/15/2024
 
Corporate Bond 11,000 units
 
11,358

 
 
 
American Water Capital Corporation 3.4% Due 03/01/2025
 
Corporate Bond 11,000 units
 
11,336

 
 
 
Duke Realty Limited Partnership 3.625% Due 04/15/2023
 
Corporate Bond 11,000 units
 
11,268

 
 
 
Statoil ASA 3.15% Due 01/23/2022
 
Corporate Bond 11,000 units
 
11,250

 
 
 
Residential Accredit Loans, Inc. Pass-Through Trust Series 2004-QS3 5% Due 03/25/2019
 
Non-Government Backed Collateralized Mortgage Obligation 11,262 units
 
11,232

 
 
 
Fifth Third Bancorp 2.875% Due 07/27/2020
 
Corporate Bond 11,000 units
 
11,116

 
 
 
Federal Home Loan Mortgage Corporation Multiclass Series 3171 Principal Only Due 06/15/2036
 
Government Mortgage Backed Security 12,007 units
 
11,020

 
 
 
Morgan Stanley Mortgage Loan Trust 2004-2AR 5% Due 09/25/2034
 
Non-Government Backed Collateralized Mortgage Obligation 10,980 units
 
11,003

 
 
 
Arizona Public Service Company 2.2% Due 01/15/2020
 
Corporate Bond 11,000 units
 
10,968

 
 
 
E*TRADE Financial Corporation 3.8% Due 08/24/2027
 
Corporate Bond 11,000 units
 
10,964

 
 
 
Fannie Mae Preassign 00869 Variable Rate Due 12/25/2032
 
Government Mortgage Backed Security 8,936 units
 
10,721

 
 
 
Federal Home Loan Mortgage Corporation Variable Rate 08/25/2023
 
Government Commercial Mortgage-Backed Security 10,000 units
 
10,469

 
 
 
Federal Home Loan Mortgage Corporation Multiclass Series 2934 Principal Only Due 02/15/2020
 
Government Mortgage Backed Security 10,549 units
 
10,356

 
 
 
Zoetis, Inc. 3.45% Due 11/13/2020
 
Corporate Bond 10,000 units
 
10,236

 
 
 
Fannie Mae Floating Rate Series 2007-88 Due 09/25/2037
 
Government Mortgage Backed Security 59,691 units
 
10,190

 
 
 
Fannie Mae Pool #889745 5.5% Due 06/01/2036
 
Government Mortgage Backed Security 9,183 units
 
10,187

 
 
 
Chubb Corporation 5.75% Due 05/15/2018
 
Corporate Bond 10,000 units
 
10,137

 
 
 
Digital Realty Trust LP 3.7% Due 08/15/2027
 
Corporate Bond 10,000 units
 
10,073

 
 
 
National Retail Properties, Inc. 3.6% Due 12/15/2026
 
Corporate Bond 10,000 units
 
9,916

 
 
 
Federal Home Loan Mortgage Corporation Series 3201 Floating Rate Due 08/15/2036
 
Government Mortgage Backed Security 89,334 units
 
9,878

 
 
 
Federal Home Loan Mortgage Corporation Multiclass Series 3784 Floating Rate Due 07/15/2023
 
Government Mortgage Backed Security 123,777 units
 
9,613


 
 
Jefferies Group LLC 4.85% Due 01/15/2027
 
Corporate Bond 9,000 units
 
9,568

 
 
 
Federal Home Loan Mortgage Corporation Pool #A39803 5.5% Due 11/01/2035
 
Government Mortgage Backed Security 8,612 units
 
9,559

 
 
 
Monsanto Company 4.7% Due 07/15/2064
 
Corporate Bond 9,000 units
 
9,392

 
 
 
AT&T Inc. 4.35% Due 06/15/2045
 
Corporate Bond 10,000 units
 
9,226

 
 
 
Becton Dickinson & Company 3.734% Due 12/15/2024
 
Corporate Bond 9,000 units
 
9,218

 
 
 
Microsoft Corporation 2.375% Due 05/01/2023
 
Corporate Bond 9,000 units
 
8,924

 
 
 
Federal Home Loan Mortgage Corporation Series 3306 Floating Rate Due 04/15/2037
 
Government Mortgage Backed Security 8,350 units
 
8,914

 
 
 
Federal Home Loan Mortgage Corporation Pool #G13390 6% Due 01/01/2024
 
Government Mortgage Backed Security 8,164 units
 
8,611

 
 
 
Prologis LP 3.75% Due 11/01/2025
 
Corporate Bond 8,000 units
 
8,387

 

38


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

Identity of Issue
 
Description of Investment
 
Current Value
 
 
CBS Corporation 4% Due 01/15/2026
 
Corporate Bond 8,000 units
 
8,176

 
 
 
Ginnie Mae 2007-059 Remic Pass-Through Due 04/20/2037
 
Government Mortgage Backed Security 104,335 units
 
7,870

 
 
 
Enterprise Products Company 4.95% Due 10/15/2054
 
Corporate Bond 7,000 units
 
7,659

 
 
 
Federal Home Loan Mortgage Corporation Multiclass Floating Rate Due 04/15/2037
 
Government Mortgage Backed Security 7,221 units
 
7,583

 
 
 
Stryker Corporation 3.5% Due 03/15/2026
 
Corporate Bond 7,000 units
 
7,223

 
 
 
Fannie Mae Remic Trust 1997-30 8% Due 05/18/2027
 
Government Mortgage Backed Security 41,422 units
 
7,196

 
 
 
Fannie Mae Pool #745948 6.5% Due 10/01/2036
 
Government Mortgage Backed Security 6,263 units
 
7,055

 
 
 
Master Asset Security Trust 2004-6 5.25% Due 07/25/2019
 
Non-Government Backed Collateralized Mortgage Obligation 6,206 units
 
6,216

 
 
 
Marsh & McLennan Companies, Inc. 3.3% Due 03/14/2023
 
Corporate Bond 6,000 units
 
6,149

 
 
 
Ginnie Mae 2010-001 Remic Pass-Through Floating Rate Due 08/16/2039
 
Government Mortgage Backed Security 114,461 units
 
5,756

 
 
 
Americredit Corporation 1.26% Due 11/08/2019
 
Asset Backed Security 5,645 units
 
5,644

 
 
 
Fannie Mae Preassign 00470 7% Due 06/25/2033
 
Government Mortgage Backed Security 24,059 units
 
5,628

 
 
 
GMAC Mortgage Loan Trust 2003-J10 4.75% Due 01/25/2019
 
Non-Government Backed Collateralized Mortgage Obligation 5,533 units
 
5,521

 
 
 
The Walt Disney Company 1.85% Due 07/30/2026
 
Corporate Bond 6,000 units
 
5,495

 
 
 
Fannie Mae Remic Trust 1993-G17 Variable Rate Due 04/25/2023
 
Government Mortgage Backed Security 41,268 units
 
5,416

 
 
 
Prime Mortgage Trust 2004-2 Pass-Through 4.75% Due 11/25/2019
 
Non-Government Backed Collateralized Mortgage Obligation 5,399 units
 
5,412

 
 
 
Indymac Mortgage Backed Securities, Inc. 4.75% Due 02/25/2019
 
Asset Backed Security 5,598 units
 
5,336

 
 
 
United States dollar
 
Other 0 units
 
5,250

 
 
 
Federal Home Loan Mortgage Corporation Multiclass Series 3593 Floating Rate Due 11/15/2024
 
Government Mortgage Backed Security 68,235 units
 
4,798

 
 
 
Fannie Mae Pool #852523 5.5% Due 02/01/2036
 
Government Mortgage Backed Security 3,861 units
 
4,271

 
 
 
Federal Home Loan Mortgage Corporation Pool #1J1574 5.697% Due 04/1/2037
 
Government Mortgage Backed Security 3,809 units
 
4,037

 
 
 
Fannie Mae Preassign 00464 Due 01/25/2036
 
Government Mortgage Backed Security 3,406 units
 
3,312

 
 
 
Agrium Inc. 4.125% Due 03/15/2035
 
Corporate Bond 3,000 units
 
3,099

 
 
 
Fannie Mae Remic Series 2008-80 5.60825% Due 09/25/2038
 
Government Mortgage Backed Security 23,454 units
 
3,045

 
 
 
Ginnie Mae 2006-023 Remic Floating Rate Due 01/20/2036
 
Government Mortgage Backed Security 82,718 units
 
2,967

 
 
 
Fannie Mae Pool #735439 6% Due 09/01/2019
 
Government Mortgage Backed Security 2,537 units
 
2,583

 
 
 
Federal Home Loan Mortgage Corporation Multiclass Preassign 00603 5% Due 02/15/2020
 
Government Mortgage Backed Security 65,406 units
 
2,506

 
 
 
Fannie Mae Remic Trust 390 6% Due 07/25/2023
 
Government Mortgage Backed Security 31,682 units
 
2,420

 
 
 
Federal Home Loan Mortgage Corporation Multiclass Series 3253 Principal Only Due 12/15/2021
 
Government Mortgage Backed Security 2,340 units
 
2,324

 
 
 
Ginnie Mae 2008-071 Remic Pass-Through Floating Rate Due 08/20/2038
 
Government Mortgage Backed Security 20,270 units
 
2,316

 
 
 
Federal Home Loan Mortgage Corporation Multiclass Series 3219 6% Due 04/15/2036
 
Government Mortgage Backed Security 10,801 units
 
2,204

 
 
 
Fannie Mae Remic Trust 2008-53 Variable Rate Due 07/25/2038
 
Government Mortgage Backed Security 12,948 units
 
2,175

 
 
 
Valeant Pharmaceuticals International, Inc. 5.5% Due 11/01/2025
 
Corporate Bond 2,000 units
 
2,035

 
 
 
Federal Home Loan Mortgage Corporation Multiclass Series 2650 Principal Only Due 12/15/2032
 
Government Mortgage Backed Security 2,002 units
 
1,977

 
 
 
Bear Stearns Asset Backed Securities Trust Adjustable Rate Due 12/25/2033
 
Asset Backed Security 1,922 units
 
1,892

 

39


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

Identity of Issue
 
Description of Investment
 
Current Value
 
 
Fannie Mae Remic Trust 2009-15 Variable Rate Due 03/25/2024
 
Government Mortgage Backed Security 38,343 units
 
1,749

 
 
 
Federal Home Loan Mortgage Corporation Multiclass Preassign 00482 6.5% Due 03/15/2033
 
Government Mortgage Backed Security 7,802 units
 
1,466

 
 
 
OneMain Financial Issuance Trust 2014-2 Class A 2.47% Due 09/18/2024
 
Asset Backed Security 1,208 units
 
1,208

 
 
 
Fannie Mae Series 343 Class 29 5% Due 10/01/2018
 
Government Mortgage Backed Security 72,480 units
 
748

 
 
 
Federal Home Loan Mortgage Corporation Multiclass Series 3747 4.5% Due 07/15/2037
 
Government Mortgage Backed Security 41,551 units
 
716

 
 
 
Fannie Mae Remic Series 2009-9 5% Due 02/25/2024
 
Government Mortgage Backed Security 9,811 units
 
445

 
 
 
Fannie Mae Series 2009-18 5% Due 03/25/2024
 
Government Mortgage Backed Security 11,759 units
 
398

 
 
 
Federal Home Loan Mortgage Corporation Series 10% Due 07/15/2019
 
Government Mortgage Backed Security 346 units
 
349

 
 
 
Fannie Mae Remic Trust 2010-43 4.5% Due 02/25/2025
 
Government Mortgage Backed Security 18,223 units
 
332

 
 
 
Ginnie Mae 2009-010 Remic Pass-Through Floating Rate Due 03/16/2034
 
Government Mortgage Backed Security 18,258 units
 
198

 
 
 
Federal Home Loan Mortgage Corporation Pool #M30285 5% Due 02/01/2018
 
Government Mortgage Backed Security 56 units
 
56

 
 
 
Fannie Mae Series 2008-19 5% Due 03/25/2023
 
Government Mortgage Backed Security 3,958 units
 
42

 
 
 
Kaupthing Bank 02/28/2020 In Default
 
Corporate Bond 310,000 units
 
3

 
 
 
Banc America Mortgage Securities Inc. 5% Due 06/25/2019*
 
Non-Government Backed Collateralized Mortgage Obligation 1 units
 
1


Total Fixed Income Asset Class
 
 
 
 
274,427,183

 
 
 
 
 
 
 
 
Fixed Income Index Asset Class:
 
 
 
 
 
 
 
NT Collective Aggregate Bond Index Fund - Non Lending*
 
Collective trust fund 940,617 units
 
132,100,233

 
Total Fixed Income Index Asset Class
 
 
 
 
132,100,233

 
 
 
 
 
 
 
 
High Yield Asset Class:
 
 
 
 
 
 
 
Blackrock High Yield Bond Fund Class A
 
Mutual Fund 8,092,634 shares
 
63,122,542

 
 
 
Mackay Shields High Yield Bond Fund*
 
Collective trust fund 6,011,199 units
 
62,997,361

 
 
 
NT Collective Aggregate Bond Index Fund - Non Lending*
 
Collective trust fund 66,590 units
 
9,351,904

 
 
 
Exide Technologies 0% Due 12/31/2049
 
Debt security 170,825 units
 
105,057

 
 
 
Exide Technologies 11.0% Due 04/30/2022
 
Debt security 7,913 units
 
7,122

 
 
 
Exide Technologies
 
Common and preferred stock 2,430 shares
 
1,701

 
 
 
Exide Technologies
 
Common and preferred stock 1,625 shares
 
731

 
 
 
NT Collective Short Term Investment Fund*
 
Collective trust fund 159 units
 
159

 
Total High Yield Asset Class
 
 
 
 
135,586,577

 
 
 
 
 
 
 
 
Inflation Protection Asset Class:
 
 
 
 
 
 
 
NT Collective Treasury Inflation-Protected Securities Index Fund - Non Lending*
 
Collective trust fund 546,954 units
 
77,426,821

 
Total Inflation Protection Asset Class
 
 
 
 
77,426,821

 
 
 
 
 
 
 
 
International Growth Asset Class:
 
 
 
 
 
 
 
Artisan International Fund*
 
Collective trust fund 3,090,596 units
 
73,556,178

 
 
 
MFS Institutional International Equity Fund
 
Mutual Fund 2,850,138 shares
 
72,564,504

 
 
 
NT Collective EAFE Index Fund - Non Lending*
 
Collective trust fund 17,827 units
 
5,799,663

 
Total International Growth Asset Class
 
 
 
 
151,920,345

 
 
 
 
 
 
 
 
International Index Asset Class:
 
 
 
 
 

40


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

Identity of Issue
 
Description of Investment
 
Current Value
 
 
NT Collective All Country World Index (ACWI) Ex/US Fund - Non Lending*
 
Collective trust fund 1,235,648 units
 
196,332,115

 
Total International Index Asset Class
 
 
 
 
196,332,115

 
 
 
 
 
 
 
 
International Value Asset Class:
 
 
 
 
 
 
 
Dodge & Cox International Fund
 
Mutual Fund 2,414,092 shares
 
111,820,756

 
 
 
Altrinsic International Equity Fund Class C*
 
Collective trust fund 9,422,069 units
 
111,471,552

 
 
 
NT Collective EAFE Index Fund - Non Lending*
 
Collective trust fund 27,693 units
 
9,009,593

 
Total International Value Asset Class
 
 
 
 
232,301,901

 
 
 
 
 
 
 
 
Large Cap Growth Asset Class:
 
 
 
 
 
 
 
NT Collective Russell 1000 Growth Index Fund - Non Lending*
 
Collective trust fund 75,036 units
 
30,921,617

 
 
 
Amazon.com, Inc.
 
Common and preferred stock 19,980 shares
 
23,366,008

 
 
 
Visa Inc. Class A
 
Common and preferred stock 197,082 shares
 
22,471,290

 
 
 
Facebook, Inc.
 
Common and preferred stock 97,715 shares
 
17,242,789

 
 
 
salesforce.com, inc.
 
Common and preferred stock 118,331 shares
 
12,096,978

 
 
 
Alphabet Inc. Class A
 
Common and preferred stock 10,996 shares
 
11,583,186

 
 
 
Netflix, Inc.
 
Common and preferred stock 57,791 shares
 
11,093,560

 
 
 
The Priceline Group Inc.
 
Common and preferred stock 5,630 shares
 
9,783,476

 
 
 
NT Collective Short Term Investment Fund*
 
Collective trust fund 9,419,540 units
 
9,419,540

 
 
 
Alibaba Group Holding Limited
 
Common and preferred stock 52,300 shares
 
9,018,089

 
 
 
FleetCor Technologies, Inc.
 
Common and preferred stock 45,123 shares
 
8,683,019

 
 
 
Regeneron Pharmaceuticals, Inc.
 
Common and preferred stock 22,856 shares
 
8,592,942

 
 
 
The Charles Schwab Corporation
 
Common and preferred stock 156,717 shares
 
8,050,552

 
 
 
ServiceNow, Inc.
 
Common and preferred stock 57,800 shares
 
7,536,542

 
 
 
Starbucks Corporation
 
Common and preferred stock 120,605 shares
 
6,926,345

 
 
 
Apple Inc.
 
Common and preferred stock 40,524 shares
 
6,857,877

 
 
 
Red Hat, Inc.
 
Common and preferred stock 51,245 shares
 
6,154,525

 
 
 
Alexion Pharmaceuticals, Inc.
 
Common and preferred stock 46,500 shares
 
5,560,935

 
 
 
Nike, Inc. Class B
 
Common and preferred stock 84,259 shares
 
5,270,400

 
 
 
Activision Blizzard Inc.
 
Common and preferred stock 81,300 shares
 
5,147,916

 
 
 
Ecolab Inc.
 
Common and preferred stock 37,870 shares
 
5,081,397

 
 
 
UnitedHealth Group Inc.
 
Common and preferred stock 22,500 shares
 
4,960,350

 
 
 
Monster Beverage Corp
 
Common and preferred stock 78,300 shares
 
4,955,607

 
 
 
Alphabet Inc. Class C
 
Common and preferred stock 4,634 shares
 
4,849,018

 
 
 
Novo Nordisk A/S
 
Common and preferred stock 89,998 shares
 
4,830,193

 
 
 
Chipotle Mexican Grill, Inc.
 
Common and preferred stock 16,671 shares
 
4,818,419

 
 
 
Baidu, Inc.
 
Common and preferred stock 20,125 shares
 
4,713,476

 
 
 
Illumina, Inc.
 
Common and preferred stock 21,450 shares
 
4,686,611

 
 
 
Caterpillar Inc.
 
Common and preferred stock 29,219 shares
 
4,604,330

 
 
 
Autodesk Inc.
 
Common and preferred stock 43,850 shares
 
4,596,796

 
 
 
Adobe Systems Inc.
 
Common and preferred stock 25,800 shares
 
4,521,192

 
 
 
Ulta Salon, Cosmetics & Fragrance, Inc.
 
Common and preferred stock 20,070 shares
 
4,488,856

 
 
 
Lowes Companies, Inc.
 
Common and preferred stock 47,344 shares
 
4,400,151

 
 
 
Schlumberger Limited
 
Common and preferred stock 62,460 shares
 
4,209,179

 
 
 
Equinix Inc.
 
Common and preferred stock 9,265 shares
 
4,199,083

 
 
 
SAP SE
 
Common and preferred stock 37,324 shares
 
4,193,725

 
 
 
Microsoft Corporation
 
Common and preferred stock 48,852 shares
 
4,178,800

 
 
 
J.B. Hunt Transport Services Inc.
 
Common and preferred stock 36,120 shares
 
4,153,078

 
 
 
Alliance Data Systems Corporation
 
Common and preferred stock 16,353 shares
 
4,145,158

 
 
 
TJX Companies, Inc.
 
Common and preferred stock 53,593 shares
 
4,097,721

 

41


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

Identity of Issue
 
Description of Investment
 
Current Value
 
 
Mondelez International, Inc.
 
Common and preferred stock 94,611 shares
 
4,049,351

 
 
 
Yum! Brands Inc.
 
Common and preferred stock 48,962 shares
 
3,995,789

 
 
 
Incyte Corporation
 
Common and preferred stock 40,350 shares
 
3,821,549

 
 
 
Cerner Corporation
 
Common and preferred stock 49,268 shares
 
3,320,171

 
 
 
Edwards Lifesciences Corporation
 
Common and preferred stock 29,000 shares
 
3,268,590

 
 
 
Biomarin Pharmaceutical Inc.
 
Common and preferred stock 36,400 shares
 
3,245,788

 
 
 
Applied Materials, Inc.
 
Common and preferred stock 62,033 shares
 
3,171,127

 
 
 
The Estee Lauder Companies Inc.
 
Common and preferred stock 24,800 shares
 
3,155,552

 
 
 
Automatic Data Processing, Inc.
 
Common and preferred stock 26,731 shares
 
3,132,606

 
 
 
Palo Alto Networks, Inc.
 
Common and preferred stock 21,300 shares
 
3,087,222

 
 
 
CoStar Group Inc.
 
Common and preferred stock 10,333 shares
 
3,068,384

 
 
 
Core Laboratories N.V.
 
Common and preferred stock 27,382 shares
 
2,999,698

 
 
 
Mastercard Inc. Class A
 
Common and preferred stock 19,320 shares
 
2,924,275

 
 
 
Intuitive Surgical, Inc.
 
Common and preferred stock 7,966 shares
 
2,907,112

 
 
 
Dollar Tree, Inc.
 
Common and preferred stock 26,900 shares
 
2,886,639

 
 
 
Biogen Inc.
 
Common and preferred stock 8,850 shares
 
2,819,345

 
 
 
S&P Global Inc.
 
Common and preferred stock 15,724 shares
 
2,663,646

 
 
 
Diamondback Energy Inc.
 
Common and preferred stock 20,971 shares
 
2,647,589

 
 
 
Walt Disney Company
 
Common and preferred stock 24,595 shares
 
2,644,208

 
 
 
Baxter International Inc.
 
Common and preferred stock 40,700 shares
 
2,630,848

 
 
 
Wynn Resorts, Limited
 
Common and preferred stock 15,282 shares
 
2,576,392

 
 
 
Royal Caribbean Cruises Limited
 
Common and preferred stock 21,231 shares
 
2,532,434

 
 
 
Deere & Company
 
Common and preferred stock 15,410 shares
 
2,411,819

 
 
 
Splunk Inc.
 
Common and preferred stock 28,100 shares
 
2,327,804

 
 
 
Citizens Financial Group, Inc.
 
Common and preferred stock 55,236 shares
 
2,318,807

 
 
 
SBV Financial Group
 
Common and preferred stock 9,750 shares
 
2,279,258

 
 
 
FMC Corporation
 
Common and preferred stock 23,200 shares
 
2,196,112

 
 
 
FedEx Corporation
 
Common and preferred stock 8,737 shares
 
2,180,231

 
 
 
Lam Resh Corporation
 
Common and preferred stock 10,933 shares
 
2,012,437

 
 
 
Broadcom Ltd
 
Common and preferred stock 7,789 shares
 
2,000,994

 
 
 
Thermo Fisher Corporation
 
Common and preferred stock 10,499 shares
 
1,993,550

 
 
 
Vertex Pharmaceuticals Inc.
 
Common and preferred stock 13,000 shares
 
1,948,180

 
 
 
PVH Corp
 
Common and preferred stock 13,900 shares
 
1,907,219

 
 
 
Arista Networks Inc.
 
Common and preferred stock 7,507 shares
 
1,768,499

 
 
 
Rockwell Automation
 
Common and preferred stock 8,859 shares
 
1,739,465

 
 
 
XPO Logistics Inc.
 
Common and preferred stock 17,500 shares
 
1,602,825

 
 
 
Knight-Swift Transportation Holdings Inc.
 
Common and preferred stock 35,500 shares
 
1,552,060

 
 
 
Cummins Inc.
 
Common and preferred stock 8,700 shares
 
1,536,768

 
 
 
The Chemours Company
 
Common and preferred stock 29,400 shares
 
1,471,764

 
 
 
Urban Outfitters Inc.
 
Common and preferred stock 41,400 shares
 
1,451,484

 
 
 
Air Products and Chemicals Inc.
 
Common and preferred stock 8,400 shares
 
1,378,272

 
 
 
Take Two Interactive Software Inc
 
Common and preferred stock 12,537 shares
 
1,376,312

 
 
 
Stanley Black & Decker Inc.
 
Common and preferred stock 8,100 shares
 
1,374,489

 
 
 
Capital One Financial Corporation
 
Common and preferred stock 13,600 shares
 
1,354,288

 
 
 
Wal-Mart Stores, Inc.
 
Common and preferred stock 13,600 shares
 
1,343,000

 
 
 
Micron Technology, Inc.
 
Common and preferred stock 32,500 shares
 
1,336,400

 
 
 
The Sherwin-Williams Company
 
Common and preferred stock 3,200 shares
 
1,312,128

 
 
 
Align Technology, Inc.
 
Common and preferred stock 5,700 shares
 
1,266,483

 
 
 
Loxo Oncology Inc.
 
Common and preferred stock 14,820 shares
 
1,247,548

 
 
 
Universal Display Corporation
 
Common and preferred stock 7,200 shares
 
1,243,080

 

42


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

Identity of Issue
 
Description of Investment
 
Current Value
 
 
Square Inc. Class A
 
Common and preferred stock 35,200 shares
 
1,220,384

 
 
 
Idexx Laboratories, Inc.
 
Common and preferred stock 7,563 shares
 
1,182,702

 
 
 
Continental Resources Inc.
 
Common and preferred stock 19,800 shares
 
1,048,806

 
 
 
Vantiv, Inc.
 
Common and preferred stock 12,400 shares
 
912,020

 
Total Large Cap Growth Asset Class
 
 
 
 
436,304,229

 
 
 
 
 
 
 
 
Large Cap Index Asset Class:
 
 
 
 
 
 
 
NT Collective S&P 500 Index Fund – Non Lending*
 
Collective trust fund 108,846 units
 
996,664,909

 
Total Large Cap Index Asset Class
 
 
 
 
996,664,909

 
 
 
 
 
 
 
 
Large Cap Value Asset Class:
 
 
 
 
 
 
 
NT Collective Russell 1000 Value Index Fund - Non Lending*
 
Collective trust fund 43,554 units
 
15,719,895

 
 
 
Oracle Corporation
 
Common and preferred stock 204,487 shares
 
9,668,145

 
 
 
Alphabet Inc. Class C
 
Common and preferred stock 7,317 shares
 
7,656,509

 
 
 
National Oilwell Varco, Inc.
 
Common and preferred stock 209,080 shares
 
7,531,062

 
 
 
AmerisourceBergen Corp.
 
Common and preferred stock 74,591 shares
 
6,848,946

 
 
 
NT Collective Short Term Investment Fund*
 
Collective trust fund 6,141,557 units
 
6,141,557

 
 
 
Mastercard Inc. Class A
 
Common and preferred stock 36,456 shares
 
5,517,980

 
 
 
CVS Health Corp
 
Common and preferred stock 75,481 shares
 
5,472,373

 
 
 
Visa Inc. Class A
 
Common and preferred stock 45,964 shares
 
5,240,815

 
 
 
McKesson Corporation
 
Common and preferred stock 33,406 shares
 
5,209,666

 
 
 
Bank of New York Mellon Corporation
 
Common and preferred stock 92,994 shares
 
5,008,657

 
 
 
The Charles Schwab Corporation
 
Common and preferred stock 86,000 shares
 
4,417,820

 
 
 
Capital One Financial Corporation
 
Common and preferred stock 44,000 shares
 
4,381,520

 
 
 
Bank of America Corporation*
 
Common and preferred stock 146,100 shares
 
4,312,872

 
 
 
Wells Fargo & Company*
 
Common and preferred stock 70,000 shares
 
4,246,900

 
 
 
State Street Corporation
 
Common and preferred stock 43,187 shares
 
4,215,483

 
 
 
Swiss Re AG
 
Common and preferred stock 44,416 shares
 
4,159,015

 
 
 
Qorvo, Inc.
 
Common and preferred stock 60,902 shares
 
4,056,073

 
 
 
Skyworks Solutions Inc
 
Common and preferred stock 41,973 shares
 
3,985,336

 
 
 
Comcast Corporation Class A
 
Common and preferred stock 90,000 shares
 
3,604,500

 
 
 
Autozone Inc.
 
Common and preferred stock 4,858 shares
 
3,455,835

 
 
 
Microsoft Corporation
 
Common and preferred stock 40,000 shares
 
3,421,600

 
 
 
European Aeronautic Defense and Space Company
 
Common and preferred stock 34,162 shares
 
3,397,753

 
 
 
Charter Communications, Inc. Class A
 
Common and preferred stock 9,722 shares
 
3,266,203

 
 
 
Cardinal Health, Inc.
 
Common and preferred stock 51,541 shares
 
3,157,917

 
 
 
Anthem Inc.
 
Common and preferred stock 13,480 shares
 
3,033,135


 
 
GKN PLC
 
Common and preferred stock 694,622 shares
 
3,001,242

 
 
 
The Goldman Sachs Group Inc.
 
Common and preferred stock 11,700 shares
 
2,980,692

 
 
 
Novartis AG
 
Common and preferred stock 35,000 shares
 
2,938,600

 
 
 
Sanofi-Aventis
 
Common and preferred stock 66,000 shares
 
2,838,000

 
 
 
J.P. Morgan Chase & Company*
 
Common and preferred stock 26,500 shares
 
2,833,910

 
 
 
O'Reilly Automotive Inc.
 
Common and preferred stock 11,766 shares
 
2,830,194

 
 
 
American Express Company
 
Common and preferred stock 26,700 shares
 
2,651,577

 
 
 
FedEx Corporation
 
Common and preferred stock 10,600 shares
 
2,645,124

 
 
 
Everest Re Group Ltd
 
Common and preferred stock 11,020 shares
 
2,438,285

 
 
 
Express Scripts Holding Company
 
Common and preferred stock 32,500 shares
 
2,425,800

 
 
 
Anadarko Petroleum Corporation
 
Common and preferred stock 44,000 shares
 
2,360,160

 
 
 
Cisco Systems, Inc.
 
Common and preferred stock 60,500 shares
 
2,317,150


 
 
Axis Capital Holdings Limited
 
Common and preferred stock 45,958 shares
 
2,309,849

 

43


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

Identity of Issue
 
Description of Investment
 
Current Value
 
 
Moody's Corporation
 
Common and preferred stock 15,319 shares
 
2,261,238

 
 
 
Twenty-First Century Fox, Inc. Class A
 
Common and preferred stock 65,000 shares
 
2,244,450

 
 
 
Hewlett Packard Enterprise Company
 
Common and preferred stock 155,300 shares
 
2,230,108

 
 
 
Parker-Hannifin Corporation
 
Common and preferred stock 10,521 shares
 
2,099,781

 
 
 
S&P Global Inc.
 
Common and preferred stock 12,389 shares
 
2,098,697

 
 
 
MetLife, Inc.*
 
Common and preferred stock 41,500 shares
 
2,098,240

 
 
 
Cigna Corporation
 
Common and preferred stock 10,300 shares
 
2,091,827

 
 
 
AstraZeneca PLC
 
Common and preferred stock 59,000 shares
 
2,047,300

 
 
 
UnitedHealth Group Inc.
 
Common and preferred stock 9,150 shares
 
2,017,209

 
 
 
Time Warner Inc.
 
Common and preferred stock 20,900 shares
 
1,911,723


 
 
Schlumberger Limited
 
Common and preferred stock 28,000 shares
 
1,886,920

 
 
 
Hilton Worldwide Holdings Inc.
 
Common and preferred stock 23,282 shares
 
1,859,301

 
 
 
Aetna Inc.
 
Common and preferred stock 10,284 shares
 
1,855,131

 
 
 
GlaxoSmithKline PLC
 
Common and preferred stock 52,000 shares
 
1,844,440

 
 
 
Union Pacific Corporation
 
Common and preferred stock 13,450 shares
 
1,803,645

 
 
 
CBRE Group Inc. Class A
 
Common and preferred stock 41,637 shares
 
1,803,298

 
 
 
Northern Trust Corporation*
 
Common and preferred stock 17,870 shares
 
1,785,034

 
 
 
HP Inc.
 
Common and preferred stock 84,600 shares
 
1,777,446

 
 
 
Booking Holdings Inc.
 
Common and preferred stock 1,000 shares
 
1,737,740

 
 
 
Bristol-Myers Squibb Company
 
Common and preferred stock 28,000 shares
 
1,715,840

 
 
 
Johnson Controls International PLC
 
Common and preferred stock 44,355 shares
 
1,690,369

 
 
 
InterContinental Hotels Group PLC
 
Common and preferred stock 25,881 shares
 
1,643,702

 
 
 
Eli Lilly and Company
 
Common and preferred stock 19,000 shares
 
1,604,740

 
 
 
TE Connectivity Limited
 
Common and preferred stock 16,000 shares
 
1,520,640

 
 
 
SS&C Technologies Holdings Inc.
 
Common and preferred stock 37,055 shares
 
1,499,986

 
 
 
Roche Holdings Ltd.
 
Common and preferred stock 45,000 shares
 
1,421,100

 
 
 
Medtronic PLC
 
Common and preferred stock 17,500 shares
 
1,413,125

 
 
 
The Priceline Group Inc.
 
Common and preferred stock 750 shares
 
1,303,305

 
 
 
Apache Corporation
 
Common and preferred stock 30,000 shares
 
1,266,600

 
 
 
Celanese Corporation
 
Common and preferred stock 11,600 shares
 
1,242,128

 
 
 
Target Corporation
 
Common and preferred stock 18,000 shares
 
1,174,500

 
 
 
WPP PLC
 
Common and preferred stock 64,496 shares
 
1,169,982

 
 
 
Gilead Sciences Inc.
 
Common and preferred stock 16,000 shares
 
1,146,240

 
 
 
BB&T Corporation
 
Common and preferred stock 23,000 shares
 
1,143,560

 
 
 
Sabre Corp
 
Common and preferred stock 55,146 shares
 
1,130,493

 
 
 
Baker Hughes
 
Common and preferred stock 35,500 shares
 
1,123,220

 
 
 
Dell Technologies Inc. Class V
 
Common and preferred stock 13,084 shares
 
1,063,468

 
 
 
National Oilwell Varco, Inc.
 
Common and preferred stock 29,500 shares
 
1,062,590

 
 
 
Maxim Integrated Products, Inc.
 
Common and preferred stock 19,800 shares
 
1,035,144

 
 
 
United Technologies Corporation
 
Common and preferred stock 7,242 shares
 
923,862

 
 
 
Concho Resources Inc.
 
Common and preferred stock 6,000 shares
 
901,320

 
 
 
Alnylam Pharmaceuticals, Inc.
 
Common and preferred stock 7,000 shares
 
889,350

 
 
 
Sprint Corporation
 
Common and preferred stock 150,092 shares
 
884,042

 
 
 
Juniper Networks, Inc.
 
Common and preferred stock 31,000 shares
 
883,500

 
 
 
Zayo Group Holdings Inc.
 
Common and preferred stock 22,500 shares
 
828,000

 
 
 
Merck & Co., Inc.
 
Common and preferred stock 14,100 shares
 
793,407

 
 
 
Liberty Interactive Corporation
 
Common and preferred stock 31,100 shares
 
759,462

 
 
 
Micro Focus International PLC
 
Common and preferred stock 21,326 shares
 
716,340

 
 
 
Dish Network Corporation Class A
 
Common and preferred stock 15,000 shares
 
716,250

 
 
 
NetApp, Inc.
 
Common and preferred stock 11,800 shares
 
652,776

 
 
 
Aegon N.V.*
 
Common and preferred stock 99,400 shares
 
626,220

 

44


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

Identity of Issue
 
Description of Investment
 
Current Value
 
 
Synopsys, Inc.
 
Common and preferred stock 6,900 shares
 
588,156

 
 
 
Danaher Corporation
 
Common and preferred stock 6,300 shares
 
584,766

 
 
 
Corning Inc.
 
Common and preferred stock 18,100 shares
 
579,019

 
 
 
Mattel Inc.
 
Common and preferred stock 32,800 shares
 
504,464

 
 
 
Twenty-First Century Fox, Inc. Class B
 
Common and preferred stock 14,500 shares
 
494,740

 
 
 
Wal-Mart Stores, Inc.
 
Common and preferred stock 4,900 shares
 
483,875

 
 
 
Harley-Davidson
 
Common and preferred stock 8,800 shares
 
447,744

 
 
 
Alphabet Inc. Class A
 
Common and preferred stock 250 shares
 
263,350

 
 
 
Occidental Petroleum Corporation
 
Common and preferred stock 3,539 shares
 
260,683

 
 
 
News Corporation Class A
 
Common and preferred stock 16,000 shares
 
259,360

 
 
 
Brighthouse Financial Inc.
 
Common and preferred stock 3,563 shares
 
208,934

 
 
 
Weatherford International Ltd.
 
Common and preferred stock 39,700 shares
 
165,549

 
Total Large Cap Value Asset Class
 
 
 
 
249,937,579

 
 
 
 
 
 
 
 
Participant Self-Directed Accounts
 
Various Investments
 
369,755,283

 
 
 
 
 
 
 
 
369,755,283

Real Estate Investment Trust (REIT) Asset Class:
 
 
 
 
 
 
 
Vanguard Specialized Portfolios REIT Index Fund Institutional Class
 
Mutual Fund 7,538,299 shares
 
137,121,665

 
 
 
NT Collective Global Real Estate Index Fund - Non Lending*
 
Collective trust fund 35,638 units
 
7,210,474

 
Total Real Estate Investment Trust (REIT) Asset Class
 
 
 
 
144,332,139

 
 
 
 
 
 
 
 
Small-Mid Cap Growth Asset Class:
 
 
 
 
 
 
 
NT Collective Russell 2000 Growth Index Fund - Non Lending*
 
Collective trust fund 19,594 units
 
6,721,988

 
 
 
NT Collective Short Term Investment Fund*
 
Collective trust fund 2,200,365 units
 
2,200,365

 
 
 
Universal Display Corporation
 
Common and preferred stock 10,948 shares
 
1,890,167

 
 
 
Knight-Swift Transportation Holdings Inc.
 
Common and preferred stock 38,262 shares
 
1,672,815

 
 
 
FMC Corporation
 
Common and preferred stock 13,500 shares
 
1,277,910

 
 
 
Copart, Inc.
 
Common and preferred stock 29,567 shares
 
1,276,999

 
 
 
ICON Public Limited Company
 
Common and preferred stock 11,194 shares
 
1,255,407

 
 
 
Ultimate Software Group, Inc.
 
Common and preferred stock 5,729 shares
 
1,250,240

 
 
 
Ollie's Bargain Outlet Holdings Inc.
 
Common and preferred stock 23,196 shares
 
1,235,187

 
 
 
HEICO Corporation Class A
 
Common and preferred stock 15,163 shares
 
1,198,635

 
 
 
Waste Connections Inc.
 
Common and preferred stock 15,570 shares
 
1,104,536

 
 
 
RBC Bearings Inc.
 
Common and preferred stock 8,652 shares
 
1,093,613

 
 
 
Healthcare Services Group Inc.
 
Common and preferred stock 20,242 shares
 
1,067,158

 
 
 
Five Below, Inc.
 
Common and preferred stock 16,083 shares
 
1,066,625

 
 
 
Wesco International Inc.
 
Common and preferred stock 15,048 shares
 
1,025,521

 
 
 
AMETEK, Inc.
 
Common and preferred stock 13,900 shares
 
1,007,333

 
 
 
Diamondback Energy Inc.
 
Common and preferred stock 7,776 shares
 
981,720

 
 
 
Comerica Inc.
 
Common and preferred stock 11,297 shares
 
980,693

 
 
 
Callidus Software Inc.
 
Common and preferred stock 34,052 shares
 
975,590

 
 
 
Teradyne, Inc.
 
Common and preferred stock 22,117 shares
 
926,039

 
 
 
WABCO Holdings Inc.
 
Common and preferred stock 6,391 shares
 
917,109

 
 
 
Eagle Bancorp, Inc.
 
Common and preferred stock 15,463 shares
 
895,308

 
 
 
E*TRADE Financial Corporation
 
Common and preferred stock 17,862 shares
 
885,419


 
 
WellCare Health Plans, Inc.
 
Common and preferred stock 4,400 shares
 
884,884

 
 
 
Monro Muffler Brake, Inc.
 
Common and preferred stock 15,416 shares
 
877,941

 
 
 
D R Horton Inc.
 
Common and preferred stock 16,989 shares
 
867,628

 
 
 
Zions Bancorporation
 
Common and preferred stock 16,950 shares
 
861,569

 
 
 
Cantel Medical Corporation
 
Common and preferred stock 8,331 shares
 
857,010

 
 
 
Norwegian Cruise Line Holdings Limited
 
Common and preferred stock 15,589 shares
 
830,114

 

45


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

Identity of Issue
 
Description of Investment
 
Current Value
 
 
Monolithic Power Systems, Inc.
 
Common and preferred stock 7,037 shares
 
790,677

 
 
 
G-III Apparel Group Limited
 
Common and preferred stock 21,071 shares
 
777,309

 
 
 
Barnes Group Inc.
 
Common and preferred stock 12,000 shares
 
759,240

 
 
 
Wynn Resorts, Limited
 
Common and preferred stock 4,500 shares
 
758,655

 
 
 
Teladoc Inc.
 
Common and preferred stock 21,520 shares
 
749,972

 
 
 
Pinnacle Financial Partners
 
Common and preferred stock 11,135 shares
 
738,251

 
 
 
Mimecast Limited
 
Common and preferred stock 25,556 shares
 
732,691

 
 
 
Healthequity, Inc.
 
Common and preferred stock 15,547 shares
 
725,423

 
 
 
2U Inc.
 
Common and preferred stock 11,177 shares
 
721,028

 
 
 
Balchem Corporation
 
Common and preferred stock 8,855 shares
 
713,713

 
 
 
Brink's Company
 
Common and preferred stock 9,000 shares
 
708,300

 
 
 
Texas Capital Bancshares, Inc.
 
Common and preferred stock 7,818 shares
 
695,020

 
 
 
Vocera Communications Inc.
 
Common and preferred stock 22,725 shares
 
686,750

 
 
 
SiteOne Landscape Supply Inc.
 
Common and preferred stock 8,793 shares
 
674,423

 
 
 
Zendesk, Inc.
 
Common and preferred stock 19,855 shares
 
671,893

 
 
 
Grubhub Inc.
 
Common and preferred stock 9,321 shares
 
669,248

 
 
 
Exact Sciences Corporation
 
Common and preferred stock 12,661 shares
 
665,209

 
 
 
HFF, Inc. Class A
 
Common and preferred stock 13,661 shares
 
664,471

 
 
 
Trimble Inc.
 
Common and preferred stock 15,950 shares
 
648,208

 
 
 
AAON Inc.
 
Common and preferred stock 17,619 shares
 
646,617

 
 
 
The Chemours Company
 
Common and preferred stock 12,700 shares
 
635,762

 
 
 
Melco Resorts & Entertainment Limited
 
Common and preferred stock 21,700 shares
 
630,168

 
 
 
Skechers U.S.A Inc.
 
Common and preferred stock 16,499 shares
 
624,322

 
 
 
Chegg Inc.
 
Common and preferred stock 37,957 shares
 
619,458

 
 
 
MKS Instruments, Inc.
 
Common and preferred stock 6,533 shares
 
617,369

 
 
 
The Ensign Group, Inc.
 
Common and preferred stock 27,596 shares
 
612,631

 
 
 
Vail Resorts Inc.
 
Common and preferred stock 2,862 shares
 
608,089

 
 
 
RingCentral, Inc. Class A
 
Common and preferred stock 12,550 shares
 
607,420

 
 
 
IPG Photonics Corporation
 
Common and preferred stock 2,830 shares
 
605,988

 
 
 
Zebra Technologies Corporation
 
Common and preferred stock 5,644 shares
 
585,847

 
 
 
East West Bancorp Inc.
 
Common and preferred stock 9,600 shares
 
583,968

 
 
 
Wayfair Inc. Class A
 
Common and preferred stock 7,268 shares
 
583,402

 
 
 
Paylocity Holding Corp
 
Common and preferred stock 12,349 shares
 
582,379

 
 
 
Sun Hydraulics Corporation
 
Common and preferred stock 8,703 shares
 
562,997

 
 
 
Middleby Corporation
 
Common and preferred stock 4,131 shares
 
557,478

 
 
 
bluebird bio Inc.
 
Common and preferred stock 3,128 shares
 
557,097

 
 
 
Luxoft Holding Inc.
 
Common and preferred stock 9,991 shares
 
556,499

 
 
 
Mohawk Industries Inc.
 
Common and preferred stock 2,017 shares
 
556,490

 
 
 
HubSpot, Inc.
 
Common and preferred stock 6,261 shares
 
553,472

 
 
 
Santander Consumer USA Holdings, Inc.
 
Common and preferred stock 29,703 shares
 
553,070

 
 
 
Envestnet, Inc.
 
Common and preferred stock 10,966 shares
 
546,655

 
 
 
BorgWarner Inc.
 
Common and preferred stock 10,162 shares
 
519,177

 
 
 
Guess Inc.
 
Common and preferred stock 30,615 shares
 
516,781


 
 
Sangamo Biosciences, Inc.
 
Common and preferred stock 31,469 shares
 
516,092

 
 
 
Square Inc. Class A
 
Common and preferred stock 14,883 shares
 
515,994

 
 
 
National Vision Holdings Inc.
 
Common and preferred stock 12,701 shares
 
515,788

 
 
 
Aerie Pharmaceuticals Inc.
 
Common and preferred stock 8,622 shares
 
515,165

 
 
 
Radian Group Inc.
 
Common and preferred stock 24,800 shares
 
511,128

 
 
 
CoStar Group Inc.
 
Common and preferred stock 1,720 shares
 
510,754

 
 
 
Cimpress N.V.
 
Common and preferred stock 4,253 shares
 
509,850

 

46


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

Identity of Issue
 
Description of Investment
 
Current Value
 
 
Polaris Industries Inc.
 
Common and preferred stock 4,089 shares
 
506,995

 
 
 
Allegiant Travel Company
 
Common and preferred stock 3,245 shares
 
502,164

 
 
 
Yum China Holdings Inc.
 
Common and preferred stock 12,400 shares
 
496,248


 
 
FLIR Systems Inc.
 
Common and preferred stock 10,622 shares
 
495,198

 
 
 
Proofpoint, Inc.
 
Common and preferred stock 5,536 shares
 
491,652

 
 
 
SBV Financial Group
 
Common and preferred stock 2,099 shares
 
490,683

 
 
 
Cognex Corporation
 
Common and preferred stock 7,912 shares
 
483,898

 
 
 
Esperion Therapeutics, Inc.
 
Common and preferred stock 7,189 shares
 
473,324

 
 
 
Spirit Airlines, Inc.
 
Common and preferred stock 10,525 shares
 
472,046

 
 
 
U.S. Concrete, Inc.
 
Common and preferred stock 5,548 shares
 
464,090

 
 
 
Chuy's Holdings, Inc.
 
Common and preferred stock 16,255 shares
 
455,953

 
 
 
The Chefs' Warehouse Holdings, Inc.
 
Common and preferred stock 22,211 shares
 
455,326

 
 
 
IAC/InterActiveCorp
 
Common and preferred stock 3,700 shares
 
452,436


 
 
Owens Corning
 
Common and preferred stock 4,900 shares
 
450,506

 
 
 
Steel Dynamics Inc.
 
Common and preferred stock 10,400 shares
 
448,552

 
 
 
Neogen Corporation
 
Common and preferred stock 5,435 shares
 
446,811

 
 
 
Terex Corporation
 
Common and preferred stock 9,181 shares
 
442,708

 
 
 
Rapid7 Inc.
 
Common and preferred stock 23,638 shares
 
441,085

 
 
 
Five9 Inc.
 
Common and preferred stock 17,700 shares
 
440,376

 
 
 
TransUnion
 
Common and preferred stock 7,800 shares
 
428,688

 
 
 
ServiceNow, Inc.
 
Common and preferred stock 3,284 shares
 
428,201

 
 
 
Inter Parfums, Inc.
 
Common and preferred stock 9,400 shares
 
408,430

 
 
 
Fiesta Restaurant Group Inc.
 
Common and preferred stock 21,172 shares
 
402,268

 
 
 
InterXion Holding N.V.
 
Common and preferred stock 6,695 shares
 
394,536

 
 
 
On Assignment Inc.
 
Common and preferred stock 6,000 shares
 
385,620

 
 
 
Globant SA
 
Common and preferred stock 8,134 shares
 
377,906

 
 
 
John Bean Technologies Corporation
 
Common and preferred stock 3,300 shares
 
365,640

 
 
 
Celanese Corporation
 
Common and preferred stock 3,300 shares
 
353,364

 
 
 
Cyber-Ark Software Inc.
 
Common and preferred stock 8,276 shares
 
342,544

 
 
 
Neurocrine Biosciences, Inc.
 
Common and preferred stock 4,321 shares
 
335,266

 
 
 
Juno Therapeutics Inc.
 
Common and preferred stock 7,308 shares
 
334,049

 
 
 
Darden Restaurants Inc.
 
Common and preferred stock 3,452 shares
 
331,461

 
 
 
Insulet Corporation
 
Common and preferred stock 4,795 shares
 
330,855

 
 
 
Splunk Inc.
 
Common and preferred stock 3,991 shares
 
330,614

 
 
 
Coherent, Inc.
 
Common and preferred stock 1,147 shares
 
323,706

 
 
 
Nektar Therapeutics
 
Common and preferred stock 5,394 shares
 
322,130

 
 
 
Lululemon Athletica Inc.
 
Common and preferred stock 4,093 shares
 
321,669

 
 
 
First Solar Inc.
 
Common and preferred stock 4,711 shares
 
318,087

 
 
 
Kennametal Inc.
 
Common and preferred stock 6,100 shares
 
295,301

 
 
 
Seattle Genetics, Inc.
 
Common and preferred stock 5,514 shares
 
294,999

 
 
 
TrueCar Inc.
 
Common and preferred stock 22,904 shares
 
256,525

 
 
 
Cree Inc.
 
Common and preferred stock 6,900 shares
 
256,266

 
 
 
Intra-Cellular Therapies, Inc.
 
Common and preferred stock 16,758 shares
 
242,656

 
 
 
Floor & Decor Holdings Inc.
 
Common and preferred stock 4,832 shares
 
235,222

 
 
 
Olin Corporation
 
Common and preferred stock 6,319 shares
 
224,830

 
 
 
Take Two Interactive Software Inc
 
Common and preferred stock 2,039 shares
 
223,841

 
 
 
Shopify Inc.
 
Common and preferred stock 2,175 shares
 
219,675

 
 
 
Macrogenics Inc.
 
Common and preferred stock 11,556 shares
 
219,564

 
 
 
Lumber Liquidators Holdings Inc.
 
Common and preferred stock 6,700 shares
 
210,313

 
 
 
Tractor Supply Company
 
Common and preferred stock 2,490 shares
 
186,128

 

47


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

Identity of Issue
 
Description of Investment
 
Current Value
 
 
Flexion Therapeutics Inc.
 
Common and preferred stock 6,672 shares
 
167,067


 
 
Cytokinetics, Inc.
 
Common and preferred stock 19,427 shares
 
158,330

 
 
 
Switch Inc.
 
Common and preferred stock 8,535 shares
 
155,252

 
 
 
ChemoCentryx, Inc.
 
Common and preferred stock 20,655 shares
 
122,897

 
 
 
Inovio Pharmaceuticals, Inc.
 
Common and preferred stock 25,767 shares
 
106,418

 
 
 
Fluidigm Corporation
 
Common and preferred stock 11,432 shares
 
67,334

 
Total Small-Mid Cap Growth Asset Class
 
 
 
 
88,641,614

 
 
 
 
 
 
 

Small-Mid Cap Index Asset Class:
 
 
 
 
 
 
 
NT Collective Extended Equity Market Index Fund - Non Lending*
 
Collective trust fund 2,067,840 units
 
394,792,089

 
Total Small-Mid Cap Index Asset Class
 
 
 
 
394,792,089

 
 
 
 
 
 
 
 
Small-Mid Cap Value Asset Class:
 
 
 
 
 
 
 
NT Collective Russell 2000 Value Index Fund - Non Lending*
 
Collective trust fund 69,929 units
 
21,662,882

 
 
 
NT Collective Short Term Investment Fund*
 
Collective trust fund 7,847,681 units
 
7,847,681

 
 
 
Tri Pointe Homes, Inc.
 
Common and preferred stock 373,775 shares
 
6,698,048

 
 
 
Citigroup Inc.
 
Common and preferred stock 120,308 shares
 
5,922,763

 
 
 
Hewlett Packard Enterprise Company
 
Common and preferred stock 370,900 shares
 
5,326,124

 
 
 
Popular, Inc.
 
Common and preferred stock 148,600 shares
 
5,273,814

 
 
 
EQT Corporation
 
Common and preferred stock 81,485 shares
 
4,638,126

 
 
 
Carrizo Oil & Gas Inc.
 
Common and preferred stock 213,030 shares
 
4,533,278

 
 
 
Whiting Petroleum Corporation
 
Common and preferred stock 168,400 shares
 
4,459,232

 
 
 
ARRIS International PLC
 
Common and preferred stock 168,870 shares
 
4,338,270

 
 
 
ERICSSON Inc.
 
Common and preferred stock 594,300 shares
 
3,969,924

 
 
 
Mellanox Technologies Limited
 
Common and preferred stock 61,135 shares
 
3,955,435

 
 
 
Citizens Financial Group, Inc.
 
Common and preferred stock 89,800 shares
 
3,769,804

 
 
 
The Bank of N.T. Butterfield & Son Limited
 
Common and preferred stock 102,465 shares
 
3,718,455

 
 
 
Goodyear Tire & Rubber Company
 
Common and preferred stock 113,700 shares
 
3,673,647

 
 
 
Kosmos Energy Limited
 
Common and preferred stock 531,700 shares
 
3,642,145

 
 
 
Mitel Networks Corporation
 
Common and preferred stock 424,530 shares
 
3,493,882

 
 
 
Albany International Corporation Class A
 
Common and preferred stock 56,352 shares
 
3,462,830

 
 
 
Bio-Rad Laboratories, Inc. Class A
 
Common and preferred stock 14,315 shares
 
3,416,561

 
 
 
Axis Capital Holdings Limited
 
Common and preferred stock 66,555 shares
 
3,345,054

 
 
 
Western Alliance Bancorporation
 
Common and preferred stock 58,650 shares
 
3,320,763

 
 
 
CNO Financial Group, Inc.
 
Common and preferred stock 132,900 shares
 
3,281,301

 
 
 
Royal Mail PLC
 
Common and preferred stock 262,500 shares
 
3,241,875

 
 
 
Coherent, Inc.
 
Common and preferred stock 11,460 shares
 
3,234,241

 
 
 
Cairn Energy PLC
 
Common and preferred stock 523,900 shares
 
3,044,069

 
 
 
Reliance Steel & Aluminum Company
 
Common and preferred stock 34,960 shares
 
2,999,218

 
 
 
Ferroglobe PLC
 
Common and preferred stock 175,300 shares
 
2,839,860

 
 
 
1st Horizon National Corporation
 
Common and preferred stock 141,627 shares
 
2,831,118

 
 
 
Haverty Furniture Companies, Inc.
 
Common and preferred stock 122,320 shares
 
2,770,548

 
 
 
Office Depot, Inc.
 
Common and preferred stock 776,300 shares
 
2,748,102

 
 
 
Ophir Energy Company
 
Common and preferred stock 1,392,000 shares
 
2,610,000

 
 
 
Newfield Exploration Company
 
Common and preferred stock 82,460 shares
 
2,599,964

 
 
 
Gulfport Energy Corporation
 
Common and preferred stock 202,800 shares
 
2,587,728

 
 
 
MDC Partners Inc. Class A
 
Common and preferred stock 258,600 shares
 
2,521,350

 
 
 
Boise Cascade Co
 
Common and preferred stock 62,425 shares
 
2,490,758

 
 
 
Ameris Bancorp
 
Common and preferred stock 50,530 shares
 
2,435,546

 
 
 
KBR, Inc.
 
Common and preferred stock 120,100 shares
 
2,381,583

 
 
 
Innospec Inc.
 
Common and preferred stock 33,390 shares
 
2,357,334

 

48


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

Identity of Issue
 
Description of Investment
 
Current Value
 
 
PPDC Energy Inc.
 
Common and preferred stock 45,325 shares
 
2,336,051

 
 
 
Ramco-Gershenson Properties Trust
 
Common and preferred stock 157,690 shares
 
2,322,774

 
 
 
NRG Energy, Inc.
 
Common and preferred stock 81,400 shares
 
2,318,272

 
 
 
Discovery Communications Inc. Series A
 
Common and preferred stock 102,000 shares
 
2,282,760

 
 
 
Bed Bath & Beyond Inc.
 
Common and preferred stock 103,100 shares
 
2,267,169

 
 
 
Navistar International Corporation
 
Common and preferred stock 52,200 shares
 
2,238,336

 
 
 
Taylor Morrison Home Corporation
 
Common and preferred stock 89,205 shares
 
2,182,846

 
 
 
Calpine Corporation
 
Common and preferred stock 142,700 shares
 
2,159,051

 
 
 
Orbital ATK Inc.
 
Common and preferred stock 16,354 shares
 
2,150,551


 
 
Globus Medical Inc.
 
Common and preferred stock 50,410 shares
 
2,071,851

 
 
 
Kohl's Corporation
 
Common and preferred stock 38,200 shares
 
2,071,586

 
 
 
Popular, Inc.
 
Common and preferred stock 58,300 shares
 
2,069,067

 
 
 
Harley-Davidson
 
Common and preferred stock 38,730 shares
 
1,970,582

 
 
 
Ally Financial Inc.
 
Common and preferred stock 67,200 shares
 
1,959,552

 
 
 
United Financial Bancorp Inc.
 
Common and preferred stock 110,900 shares
 
1,956,276

 
 
 
EnerSys
 
Common and preferred stock 28,005 shares
 
1,949,988

 
 
 
Tetra Tech, Inc.
 
Common and preferred stock 454,800 shares
 
1,941,996

 
 
 
Allegheny Technologies Inc.
 
Common and preferred stock 79,800 shares
 
1,926,372

 
 
 
The Geo Group, Inc.
 
Common and preferred stock 63,300 shares
 
1,917,500

 
 
 
First Foundation Inc.
 
Common and preferred stock 103,400 shares
 
1,917,036

 
 
 
Equity Commonwealth
 
Common and preferred stock 62,800 shares
 
1,916,028

 
 
 
Corning Inc.
 
Common and preferred stock 59,800 shares
 
1,913,002

 
 
 
Tutor Perini Corporation
 
Common and preferred stock 75,000 shares
 
1,901,250

 
 
 
Lattice Semiconductor Company
 
Common and preferred stock 328,335 shares
 
1,897,776

 
 
 
National Bank Holdings Corporation Class A
 
Common and preferred stock 58,200 shares
 
1,887,426

 
 
 
C&J Energy Services Inc.
 
Common and preferred stock 56,200 shares
 
1,881,014

 
 
 
Avnet, Inc.
 
Common and preferred stock 45,500 shares
 
1,802,710

 
 
 
Meridian Bancorp, Inc.
 
Common and preferred stock 87,400 shares
 
1,800,440

 
 
 
State Bank Financial Corporation
 
Common and preferred stock 60,000 shares
 
1,790,400

 
 
 
SuperValu Inc.
 
Common and preferred stock 82,600 shares
 
1,784,160

 
 
 
Teradyne, Inc.
 
Common and preferred stock 42,085 shares
 
1,762,099

 
 
 
Kennedy-Wilson Holdings, Inc.
 
Common and preferred stock 101,200 shares
 
1,755,820

 
 
 
Reinsurance Group of America, Inc.
 
Common and preferred stock 11,210 shares
 
1,747,975

 
 
 
Gramercy Property Trust
 
Common and preferred stock 65,433 shares
 
1,744,444

 
 
 
Pacwest Bancorp Company
 
Common and preferred stock 34,425 shares
 
1,735,020

 
 
 
Ardmore Shipping Corporation
 
Common and preferred stock 216,000 shares
 
1,728,000

 
 
 
Kemper Corporation
 
Common and preferred stock 25,000 shares
 
1,722,500

 
 
 
Central Pacific Financial Corporation
 
Common and preferred stock 57,600 shares
 
1,718,208

 
 
 
Great Lakes Dredge & Dock Corporation
 
Common and preferred stock 314,200 shares
 
1,696,680

 
 
 
Scorpio Tankers Inc.
 
Common and preferred stock 555,200 shares
 
1,693,360

 
 
 
Brandywine Realty Trust
 
Common and preferred stock 92,457 shares
 
1,681,793

 
 
 
FreightCar America, Inc.
 
Common and preferred stock 97,500 shares
 
1,665,300

 
 
 
Murphy Oil Corporation
 
Common and preferred stock 53,500 shares
 
1,661,175

 
 
 
Embraer SA
 
Common and preferred stock 68,700 shares
 
1,643,991

 
 
 
Synchrony Financial
 
Common and preferred stock 42,500 shares
 
1,640,925

 
 
 
Discover Financial Services
 
Common and preferred stock 21,200 shares
 
1,630,704

 
 
 
HomeStreet Inc.
 
Common and preferred stock 56,300 shares
 
1,629,885

 
 
 
Barrett Bill Corporation
 
Common and preferred stock 315,300 shares
 
1,617,489

 
 
 
Fulton Financial Corporation
 
Common and preferred stock 88,100 shares
 
1,576,990

 
 
 
YRC Worldwide Inc.
 
Common and preferred stock 107,500 shares
 
1,545,850

 
 
 
Mallinckrodt PLC
 
Common and preferred stock 67,500 shares
 
1,522,800

 

49


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

Identity of Issue
 
Description of Investment
 
Current Value
 
 
Marathon Oil Corporation
 
Common and preferred stock 89,700 shares
 
1,518,621

 
 
 
Qorvo, Inc.
 
Common and preferred stock 22,305 shares
 
1,485,513

 
 
 
Weatherford International Ltd.
 
Common and preferred stock 350,600 shares
 
1,462,002

 
 
 
Cummins Inc.
 
Common and preferred stock 8,200 shares
 
1,448,448

 
 
 
Covanta Holding Corporation
 
Common and preferred stock 84,800 shares
 
1,433,120

 
 
 
Materion Corporation
 
Common and preferred stock 29,300 shares
 
1,423,980

 
 
 
Northfield Bancorp Inc.
 
Common and preferred stock 82,600 shares
 
1,410,808

 
 
 
Cypress Semiconductor Corporation
 
Common and preferred stock 92,360 shares
 
1,407,566

 
 
 
Banner Corporation
 
Common and preferred stock 25,300 shares
 
1,394,536

 
 
 
Santander Consumer USA Holdings, Inc.
 
Common and preferred stock 74,000 shares
 
1,377,880

 
 
 
LivaNova PLC
 
Common and preferred stock 17,005 shares
 
1,359,040

 
 
 
John B. Sanfilippo & Son, Inc.
 
Common and preferred stock 21,335 shares
 
1,349,439

 
 
 
Bunge Limited
 
Common and preferred stock 20,000 shares
 
1,341,600

 
 
 
Ladder Capital Corporation
 
Common and preferred stock 97,900 shares
 
1,334,377

 
 
 
News Corporation Class A
 
Common and preferred stock 80,400 shares
 
1,303,284

 
 
 
Superior Energy Services Inc.
 
Common and preferred stock 133,800 shares
 
1,288,494

 
 
 
MGIC Investment Corporation
 
Common and preferred stock 90,700 shares
 
1,279,777

 
 
 
ViaSat, Inc.
 
Common and preferred stock 17,070 shares
 
1,277,690

 
 
 
Snap-On Incorporated
 
Common and preferred stock 7,250 shares
 
1,263,675

 
 
 
MedEquities Realty Trust Inc.
 
Common and preferred stock 111,600 shares
 
1,252,152

 
 
 
Smart Sand Inc.
 
Common and preferred stock 142,300 shares
 
1,232,318

 
 
 
Deckers Outdoor Corporation
 
Common and preferred stock 15,160 shares
 
1,216,590

 
 
 
Texas Capital Bancshares, Inc.
 
Common and preferred stock 13,670 shares
 
1,215,263

 
 
 
Orion Marine Group, Inc.
 
Common and preferred stock 154,400 shares
 
1,208,952

 
 
 
Accuray Inc.
 
Common and preferred stock 278,200 shares
 
1,196,260

 
 
 
Cedar Realty Trust, Inc.
 
Common and preferred stock 196,200 shares
 
1,192,896

 
 
 
PH Glatfelter Company
 
Common and preferred stock 55,235 shares
 
1,184,238

 
 
 
Team Inc.
 
Common and preferred stock 77,000 shares
 
1,147,300

 
 
 
McDermott International Inc.
 
Common and preferred stock 172,500 shares
 
1,135,050

 
 
 
Ameris Bancorp
 
Common and preferred stock 23,400 shares
 
1,127,880

 
 
 
Magna International Inc.
 
Common and preferred stock 19,000 shares
 
1,076,730

 
 
 
Getty Realty Corporation
 
Common and preferred stock 38,300 shares
 
1,040,228

 
 
 
McDermott International, Inc.
 
Common and preferred stock 157,900 shares
 
1,038,982

 
 
 
Deltic Timber Corporation
 
Common and preferred stock 11,135 shares
 
1,019,409

 
 
 
Teradata Corporation
 
Common and preferred stock 26,500 shares
 
1,019,190

 
 
 
Microsemi Corporation
 
Common and preferred stock 19,345 shares
 
999,169

 
 
 
Tri Pointe Group Inc.
 
Common and preferred stock 55,400 shares
 
992,768

 
 
 
Acacia Communications Inc.
 
Common and preferred stock 27,100 shares
 
981,833

 
 
 
Apogee Enterprises, Inc.
 
Common and preferred stock 21,445 shares
 
980,680

 
 
 
Euronet Worldwide, Inc.
 
Common and preferred stock 11,310 shares
 
953,094

 
 
 
KEYW Holding Corporation
 
Common and preferred stock 161,000 shares
 
945,070

 
 
 
Matrix Service Company
 
Common and preferred stock 52,900 shares
 
941,620

 
 
 
Fluor Corporation
 
Common and preferred stock 18,200 shares
 
940,030

 
 
 
QAD Inc. Class A
 
Common and preferred stock 24,000 shares
 
932,400

 
 
 
Xi Group Ltd.
 
Common and preferred stock 26,290 shares
 
924,356

 
 
 
Haynes International Inc.
 
Common and preferred stock 28,700 shares
 
919,835

 
 
 
Discovery Communications, Inc. Series C
 
Common and preferred stock 42,100 shares
 
891,257

 
 
 
Generac Holdings Inc.
 
Common and preferred stock 17,900 shares
 
886,408

 
 
 
Adient PLC
 
Common and preferred stock 11,100 shares
 
873,570

 
 
 
VASCO Data Security International Inc.
 
Common and preferred stock 62,600 shares
 
870,140

 
 
 
Aerohive Networks Inc.
 
Common and preferred stock 145,600 shares
 
848,848

 

50


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

Identity of Issue
 
Description of Investment
 
Current Value
 
 
Portland General Electric Company
 
Common and preferred stock 18,600 shares
 
847,788

 
 
 
Stealthgas Inc.
 
Common and preferred stock 190,500 shares
 
830,580

 
 
 
Essent Group Limited
 
Common and preferred stock 18,900 shares
 
820,638

 
 
 
Avis Budget Group Inc.
 
Common and preferred stock 18,600 shares
 
816,168

 
 
 
Kearny Financial Corporation
 
Common and preferred stock 56,400 shares
 
814,980

 
 
 
Regions Financial Corporation
 
Common and preferred stock 45,900 shares
 
793,152

 
 
 
Smart & Final Stores Inc.
 
Common and preferred stock 92,200 shares
 
788,310


 
 
Ooma Inc.
 
Common and preferred stock 65,900 shares
 
787,505

 
 
 
United Community Bank Blairsville Georgia
 
Common and preferred stock 27,800 shares
 
782,292

 
 
 
Chuy's Holdings Inc.
 
Common and preferred stock 27,800 shares
 
779,790

 
 
 
Hibbett Sports Inc.
 
Common and preferred stock 37,200 shares
 
758,880

 
 
 
ProPetro Holding Corporation
 
Common and preferred stock 37,200 shares
 
749,952

 
 
 
Trinity Biotech PLC
 
Common and preferred stock 142,000 shares
 
725,620

 
 
 
ALLETE Inc.
 
Common and preferred stock 9,600 shares
 
713,856


 
 
NorthWestern Corporation
 
Common and preferred stock 11,900 shares
 
710,430

 
 
 
The Hanover Insurance Group, Inc.
 
Common and preferred stock 6,500 shares
 
702,520

 
 
 
Veeco Instruments Inc.
 
Common and preferred stock 46,100 shares
 
684,585


 
 
Sanchez Energy Corporation
 
Common and preferred stock 128,700 shares
 
683,397

 
 
 
Celadon Group, Inc.
 
Common and preferred stock 106,500 shares
 
681,600

 
 
 
Fred's Inc. Class A
 
Common and preferred stock 165,125 shares
 
668,756

 
 
 
FirstCash Inc.
 
Common and preferred stock 9,900 shares
 
667,755

 
 
 
Hess Corporation LLC
 
Common and preferred stock 14,000 shares
 
664,580

 
 
 
Nomad Foods Limited
 
Common and preferred stock 39,300 shares
 
664,563

 
 
 
Ribbon Communications Inc.
 
Common and preferred stock 85,600 shares
 
661,688

 
 
 
Extraction Oil & Gas Inc.
 
Common and preferred stock 46,100 shares
 
659,691

 
 
 
Daseke Inc.
 
Common and preferred stock 46,000 shares
 
657,340

 
 
 
Investors Bancorp, Inc.
 
Common and preferred stock 46,000 shares
 
638,480

 
 
 
Resolute Energy Corporation
 
Common and preferred stock 20,200 shares
 
635,694

 
 
 
BMC Stock Holdings Inc.
 
Common and preferred stock 24,800 shares
 
627,440

 
 
 
BJ's Restaurants Inc.
 
Common and preferred stock 17,000 shares
 
618,800

 
 
 
Astronics Corporation
 
Common and preferred stock 14,515 shares
 
601,937

 
 
 
Allison Transmission Holdings, Inc.
 
Common and preferred stock 13,900 shares
 
598,673

 
 
 
Landec Corporation
 
Common and preferred stock 47,500 shares
 
598,500

 
 
 
Schweitzer-Mauduit International Inc.
 
Common and preferred stock 13,100 shares
 
594,216

 
 
 
El Paso Electric Company
 
Common and preferred stock 10,700 shares
 
592,245

 
 
 
Heritage Financial Corporation
 
Common and preferred stock 19,197 shares
 
591,268

 
 
 
Treehouse Foods, Inc.
 
Common and preferred stock 11,790 shares
 
583,133

 
 
 
The Chefs' Warehouse Holdings, Inc.
 
Common and preferred stock 28,300 shares
 
580,150

 
 
 
Century Communities, Inc.
 
Common and preferred stock 18,600 shares
 
578,460

 
 
 
Bemis Company Inc.
 
Common and preferred stock 12,040 shares
 
575,392

 
 
 
DSW Inc.
 
Common and preferred stock 26,700 shares
 
571,647

 
 
 
Carpenter Technology Corporation
 
Common and preferred stock 11,200 shares
 
571,088

 
 
 
Libbey, Inc.
 
Common and preferred stock 75,900 shares
 
570,768

 
 
 
PNM Resources, Inc.
 
Common and preferred stock 13,700 shares
 
554,165

 
 
 
Eclipse Resources Corporation
 
Common and preferred stock 227,100 shares
 
545,040

 
 
 
Carrols Restaurant Group Inc.
 
Common and preferred stock 44,800 shares
 
544,320

 
 
 
Alleghany Corporation
 
Common and preferred stock 900 shares
 
536,481

 
 
 
Commvault Systems Inc.
 
Common and preferred stock 10,200 shares
 
535,500

 
 
 
Del Taco Restaurants Inc.
 
Common and preferred stock 43,900 shares
 
532,068

 
 
 
Zimmer Biomet Holdings Inc
 
Common and preferred stock 4,400 shares
 
530,948

 
 
 
Pacific Ethanol, Inc.
 
Common and preferred stock 114,900 shares
 
522,795

 

51


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

Identity of Issue
 
Description of Investment
 
Current Value
 
 
Seritage Growth Properties Class A
 
Common and preferred stock 12,700 shares
 
513,842

 
 
 
ICF International, Inc.
 
Common and preferred stock 9,770 shares
 
512,925

 
 
 
Astec Industries Inc.
 
Common and preferred stock 8,400 shares
 
491,400

 
 
 
DHT Holdings Inc.
 
Common and preferred stock 136,300 shares
 
489,317

 
 
 
Enstar Group Ltd.
 
Common and preferred stock 2,400 shares
 
481,800

 
 
 
Lumentum Holdings Inc.
 
Common and preferred stock 9,537 shares
 
466,359

 
 
 
Flotek Industries Inc.
 
Common and preferred stock 95,900 shares
 
446,894

 
 
 
Green Plains Inc.
 
Common and preferred stock 26,100 shares
 
439,785

 
 
 
Franks International NV
 
Common and preferred stock 65,300 shares
 
434,245

 
 
 
SunTrust Banks, Inc.
 
Common and preferred stock 6,500 shares
 
419,835

 
 
 
Foundation Building Materials Inc.
 
Common and preferred stock 28,300 shares
 
418,557

 
 
 
ARC Document Solutions Inc.
 
Common and preferred stock 136,300 shares
 
347,565

 
 
 
Fifth Third Bancorp
 
Common and preferred stock 9,900 shares
 
300,366

 
 
 
Invacare Corporation
 
Common and preferred stock 16,900 shares
 
284,765

 
 
 
Cadiz Inc.
 
Common and preferred stock 19,100 shares
 
272,175

 
 
 
Apache Corporation
 
Common and preferred stock 5,900 shares
 
249,098

 
 
 
Regis Corporation
 
Common and preferred stock 16,100 shares
 
247,296

 
 
 
LifePoint Hospitals, Inc.
 
Common and preferred stock 4,700 shares
 
234,060

 
 
 
Rent-A-Center, Inc.
 
Common and preferred stock 18,300 shares
 
203,130

 
 
 
Approach Resources Inc.
 
Common and preferred stock 67,200 shares
 
198,912

 
 
 
Sequential Brands Group, Inc.
 
Common and preferred stock 80,904 shares
 
144,009

 
 
 
Super Com Limited
 
Common and preferred stock 28,900 shares
 
112,999

 
 
 
Tetra Tech, Inc.
 
Rights/Warrants 71,750 shares
 
71,750

 
 
 
Destination XL Group, Inc.
 
Common and preferred stock 29,700 shares
 
65,340

 
Total Small-Mid Cap Value Asset Class
 
 
 
 
353,884,557

 
 
 
 
 
 
 
 
Notes Receivable from Participants
 
Interest Rate 4.25% - 10.50%
 
36,613,602

 
 
 
 
 
 
 
 
36,613,602

Other:
 
 
 
 
 
 
 
BIF Money Fund*
 
Cash and cash equivalents 3,882,809 units
 
3,882,809

 
 
 
NT Collective Short Term Investment Fund*
 
Collective trust fund 246,576 units
 
246,576

 
Total Other
 
 
 
 
4,129,385

 
 
 
 
 
 
 
 
Grand Total
 
 
 
 
$
5,073,652,123

 
 
 
 
 
* Indicates party-in-interest
 
 
 
 


52


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, 2017
Schedule H, line 4i – Schedule of Assets (Acquired and Disposed of Within Year)

Identity of Issue
 
Description of Investment
 
Proceeds of
Dispositions
Airxcel Inc. 8.5% Due 02/15/2022
 
Corporate Bond 70,000 units
 
$
72,100

Amerigas Partners 5.75% Due 05/20/2027
 
Corporate Bond 100,000 units
 
100,500

Block Communications Inc. 6.875% Due 02/15/2025
 
Corporate Bond 165,000 units
 
174,504

Capital Funding Inc. 3.5% Due 12/01/2022
 
Corporate Bond 60,000 units
 
62,436

Chobani LLC 7.5% Due 04/15/2025
 
Corporate Bond 33,000 units
 
36,038

Continential Resources Inc. 4.5% Due 04/15/2023
 
Corporate Bond 60,000 units
 
58,762

Davita Inc. 5.125% Due 07/15/2024
 
Corporate Bond 35,000 units
 
35,703

Dish DBS Corporation 5.875% Due 07/15/2022
 
Corporate Bond 55,000 units
 
58,953

Dish DBS Corporation 5.875% Due 11/15/2024
 
Corporate Bond 135,000 units
 
144,113

Dish DBS Corporation 7.75% Due 07/01/2026
 
Corporate Bond 50,000 units
 
58,750

DS Services America Inc. 10% Due 09/01/2021
 
Corporate Bond 100,000 units
 
105,886

Energy Transfer Partners LP 4.2% Due 04/15/2027
 
Corporate Bond 16,000 units
 
15,977

Equinix Inc. 5.375% Due 05/15/2027
 
Corporate Bond 40,000 units
 
43,280

Flex Acquisition Company Inc. 6.875% Due 01/15/2025
 
Corporate Bond 55,000 units
 
55,688

General Motors Company 5% Due 04/01/2035
 
Corporate Bond 150,000 units
 
147,693

General Motors Company 5.4% Due 04/01/2048
 
Corporate Bond 20,000 units
 
20,631

Goldman Sachs Group Inc. Tranche # Tr 00590 Variable Rate Due 11/15/2018
 
Corporate Bond 400,000 units
 
404,236

Goodyear Tire & Rubber Company 4.875% Due 03/15/2027
 
Corporate Bond 25,000 units
 
24,938

Government of Japan 0% T-Bill Due 07/24/2017
 
Corporate Bond 330,000,000 units
 
2,970,297

Government of Japan T-Bill Due 10/16/2017
 
Corporate Bond 310,000,000 units
 
2,775,415

Great Plains 2.5% Due 03/09/2020
 
Corporate Bond 265,000 units
 
267,650

HCA Inc. 4.75% 05/01/2023
 
Corporate Bond 25,000 units
 
26,500

Hill-Rom Holdings Inc. 5.0% Due 02/15/2025
 
Corporate Bond 45,000 units
 
45,225

HIS Markit Limited 4.75% Due 02/15/2025
 
Corporate Bond 85,000 units
 
87,604

Hospitality Properties Trust 4.5% Due 06/15/2023
 
Corporate Bond 16,000 units
 
16,842

Hospitality Properties Trust 4.65% Due 03/15/2024
 
Corporate Bond 16,000 units
 
16,768

Hospitality Properties Trust 4.95% Due 02/15/2027
 
Corporate Bond 9,000 units
 
9,457

Iasis Capital LLC/ Iasis Capital Corporation 8.375% Due 05/15/2019
 
Corporate Bond 70,000 units
 
68,425

Ingles Markets Inc. 5.75% Due 06/15/2023
 
Corporate Bond 85,000 units
 
87,763

Jacobs Entertainment Inc. 7.875% Due 02/01/2024
 
Corporate Bond 111,000 units
 
114,053

Koppers Inc. 6.0% Due 02/15/2025
 
Corporate Bond 55,000 units
 
57,200

Lamb Weston Holdings 4.625% Due 11/01/2024
 
Corporate Bond 65,000 units
 
66,814

Lear Corporation 3.8% Due 09/15/2027
 
Corporate Bond 13,000 units
 
13,051

Lundin Mining Corporation 7.875% Due 11/01/2022
 
Corporate Bond 55,000 units
 
60,225

Mercer International Inc. 6.5% Due 02/01/2024
 
Corporate Bond 140,000 units
 
142,800

Nova Chemicals Corporation 144A 5% Due 05/01/2025
 
Corporate Bond 55,000 units
 
55,688

Oracle Corporation 3.25% 11/15/2027
 
Corporate Bond 120,000 units
 
121,670

Park Aerospace Holdings 5.25% Due 08/15/2022
 
Corporate Bond 55,000 units
 
57,338

Parsley Energy LLC 5.25% Due 08/15/2025
 
Corporate Bond 80,000 units
 
80,800

Pilgrims Pride 5.75% Due 03/15/2025
 
Corporate Bond 31,000 units
 
32,860


53


Schedule H, line 4i – Schedule of Assets (Acquired and Disposed of Within Year) (continued)



QEP Resources Inc. 5.25% Due 05/01/2023
 
Corporate Bond 13,000 units
 
12,724

SLM Student Loan Trust Floating Rate 2.0352% Due 01/25/2044
 
Corporate Bond 339,973 units
 
319,575

Symantec Corporation 5.0% Due 04/15/2025
 
Corporate Bond 65,000 units
 
66,715

Tenet Healthcare 4.375% Due 10/01/2021
 
Corporate Bond 14,000 units
 
14,403

Terex Corporation 144A 5.625% Due 02/01/2025
 
Corporate Bond 75,000 units
 
76,969

The Nielsen Company 5.0% Due 02/01/2025
 
Corporate Bond 110,000 units
 
110,550

T-Mobile Usa Inc. 6.633% Due 04/28/2021
 
Corporate Bond 65,000 units
 
67,480

Vector Group Limited 6.125% Due 02/01/2025
 
Corporate Bond 60,000 units
 
61,800

Ventas Realty Limited 3.1% Due 01/15/2023
 
Corporate Bond 60,000 units
 
60,227

Westpac Banking Corporation 2.8% Due 01/11/2022
 
Corporate Bond 130,000 units
 
132,336

Westpac Banking Corporation 3.35% Due 03/08/2027
 
Corporate Bond 75,000 units
 
76,205

Participant Directed Brokerage Accounts
 
Various Investments
 
122,558


54

Supplemental Schedule
Amgen Retirement and Savings Plan
EIN: 95-3540776 Plan Number: #001
As of December 31, 2017
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

 
$
3

 
Corporate bonds 310,000 units due 2/28/2020
 
$
—

 
$
—



55

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 18, 2018
 
 
By:
 
/s/ DAVID W. MELINE
 
 
 
 
 
 
David W. Meline
 
 
 
 
 
 
Executive Vice President and
 
 
 
 
 
 
Chief Financial Officer
 
 
 
 
 
 
Amgen Inc.

56

AMGEN RETIREMENT AND SAVINGS PLAN
INDEX TO EXHIBIT
 
Consent of Independent Registered Public Accounting Firm
  
Exhibit 23.1

57