ý | ANNUAL REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 |
¨ | TRANSITION REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 |
A. | Full title of the plan and the address of the plan, if different from that of the issuer named below: |
B. | Name of issuer of the securities held pursuant to the plan and the address of its principal executive office: |
Page | ||
Report of Independent Registered Public Accounting Firm | 1 | |
Financial Statements: | ||
Statements of Net Assets Available for Benefits at December 31, 2015 and 2014 | 2 | |
Statement of Changes in Net Assets Available for Benefits for the Year Ended December 31, 2015 | 3 | |
Notes to Financial Statements | 4 - 9 | |
Supplemental Schedule: | ||
Schedule H, Line 4i - Schedule of Assets (Held at End of Year) at December 31, 2015 | 10 - 19 | |
Exhibit: | ||
23.0 Consent of Independent Registered Public Accounting Firm | 20 |
/s/ PricewaterhouseCoopers LLP |
Los Angeles, California |
June 21, 2016 |
December 31, 2015 | December 31, 2014 | |||||||
(In thousands) | ||||||||
ASSETS | ||||||||
Investments: | ||||||||
Short-term investment fund | $ | 16,059 | $ | 20,265 | ||||
Common stock | 179,438 | 198,086 | ||||||
Fixed income mutual fund | 8,567 | 4,175 | ||||||
Common and commingled trust funds | 529,018 | 547,541 | ||||||
Investments at fair value | 733,082 | 770,067 | ||||||
Investments at contract value | 156,415 | 176,150 | ||||||
Receivables: | ||||||||
Notes receivable from participants | 8,175 | 8,704 | ||||||
Employer contributions | 1,052 | 996 | ||||||
Participant contributions | 874 | 1,052 | ||||||
Due from brokers for securities sold | 283 | 1,866 | ||||||
Interest and dividends | 434 | 342 | ||||||
Transfer of assets into plan | — | 7,198 | ||||||
Total receivables | 10,818 | 20,158 | ||||||
Total assets | 900,315 | 966,375 | ||||||
LIABILITIES | ||||||||
Accrued expenses | 198 | 437 | ||||||
Due to brokers for securities purchased | 167 | 1,922 | ||||||
Total liabilities | 365 | 2,359 | ||||||
Net assets available for benefits | $ | 899,950 | $ | 964,016 |
December 31, 2015 | |||
(In thousands) | |||
ADDITIONS | |||
Investment (loss) income: | |||
Net depreciation in fair value of investments | $ | (12,578 | ) |
Interest and dividends | 7,653 | ||
Total investment loss | (4,925 | ) | |
Interest income on notes receivable from participants | 336 | ||
Contributions: | |||
Employer | 26,686 | ||
Participant | 34,414 | ||
Total contributions | 61,100 | ||
Total additions | 56,511 | ||
DEDUCTIONS | |||
Benefits paid to participants | (119,123 | ) | |
Administrative expenses | (1,454 | ) | |
Total deductions | (120,577 | ) | |
Net decrease | (64,066 | ) | |
Net assets available for benefits: | |||
Beginning of year | 964,016 | ||
End of year | $ | 899,950 |
December 31, 2015 | December 31, 2014 | |||||
Synthetic investment contracts | 152,326 | 163,986 | ||||
Traditional investment contracts | 4,089 | 12,164 | ||||
Total | 156,415 | 176,150 |
• | Level 1—Valuations based on unadjusted quoted prices in active markets for identical assets or liabilities that the entity has the ability to access. |
• | Level 2—Valuations based on quoted prices for similar assets or liabilities, quoted prices in markets that are not active, or other inputs that are observable or can be corroborated by observable data for substantially the full term of the assets or liabilities. |
• | Level 3—Valuations based on inputs that are unobservable, supported by little or no market activity, and that are significant to the fair value of the assets or liabilities. |
December 31, 2015 | ||||||||||||||||
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Investments: | ||||||||||||||||
Short-term investment fund | $ | — | $ | 16,059 | $ | — | $ | 16,059 | ||||||||
Common stock | 179,438 | — | — | 179,438 | ||||||||||||
Common and commingled trust funds: | ||||||||||||||||
S&P 500 Equity Index Fund | — | 165,430 | — | 165,430 | ||||||||||||
Intermediate Bond Index Fund | — | 61,269 | — | 61,269 | ||||||||||||
Wilshire 4500 Equity Index Fund | — | 59,748 | — | 59,748 | ||||||||||||
International Equity Index Fund | — | 59,587 | — | 59,587 | ||||||||||||
LifePath 2040 Index Fund | — | 58,522 | — | 58,522 | ||||||||||||
LifePath 2030 Index Fund | — | 47,685 | — | 47,685 | ||||||||||||
LifePath 2020 Index Fund | — | 33,703 | — | 33,703 | ||||||||||||
LifePath Retirement Index Fund | — | 23,897 | — | 23,897 | ||||||||||||
International Equity Fund | — | 17,012 | — | 17,012 | ||||||||||||
LifePath 2050 Index Fund | — | 2,165 | — | 2,165 | ||||||||||||
Total common and commingled trust funds | — | 529,018 | — | 529,018 | ||||||||||||
Fixed income mutual fund | 8,567 | — | — | 8,567 | ||||||||||||
Total investments | $ | 188,005 | $ | 545,077 | $ | — | $ | 733,082 |
December 31, 2014 | ||||||||||||||||
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Investments: | ||||||||||||||||
Short-term investment fund | $ | — | $ | 20,265 | $ | — | $ | 20,265 | ||||||||
Common stock | 198,086 | — | — | 198,086 | ||||||||||||
Common and commingled trust funds: | ||||||||||||||||
S&P 500 Equity Index Fund | — | 170,397 | — | 170,397 | ||||||||||||
Wilshire 4500 Equity Index Fund | — | 65,476 | — | 65,476 | ||||||||||||
Intermediate Bond Index Fund | — | 65,125 | — | 65,125 | ||||||||||||
International Equity Index Fund | — | 64,856 | — | 64,856 | ||||||||||||
LifePath 2040 Index Fund | — | 57,361 | — | 57,361 | ||||||||||||
LifePath 2030 Index Fund | — | 47,808 | — | 47,808 | ||||||||||||
LifePath 2020 Index Fund | — | 37,594 | — | 37,594 | ||||||||||||
LifePath Retirement Index Fund | — | 25,535 | — | 25,535 | ||||||||||||
International Equity Fund | — | 13,389 | — | 13,389 | ||||||||||||
Total common and commingled trust funds | — | 547,541 | — | 547,541 | ||||||||||||
Fixed income mutual fund | 4,175 | — | — | 4,175 | ||||||||||||
Total investments | $ | 202,261 | $ | 567,806 | $ | — | $ | 770,067 |
2015 | 2014 | |||||||
Net assets available for benefits per the financial statements | $ | 899,950 | $ | 964,016 | ||||
Adjustments from contract value to fair value for fully benefit-responsive investment contracts | 976 | 2,460 | ||||||
Benefits due to participants but unpaid at year-end | (520 | ) | (1,186 | ) | ||||
Loans classified as uncollectible per the Form 5500 | (108 | ) | (97 | ) | ||||
Net assets available for benefits per the Form 5500 | $ | 900,298 | $ | 965,193 |
2015 | |||
Net decrease in net assets available for benefits per the financial statements | $ | (64,066 | ) |
Adjustments from contract value to fair value for fully benefit-responsive investment contracts | (1,484 | ) | |
Benefits due to participants but unpaid at year-end | 666 | ||
Deemed distributions of participant loans per the Form 5500 | (11 | ) | |
Net decrease in net assets available for benefits per the Form 5500 | $ | (64,895 | ) |
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party | (c) Description of Investment, including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value | (d) Cost | (e) Current Value | ||||||
Common and Commingled Trust Funds: | ||||||||||
* | BGI Equity Index Fund | 2,133,000 shares | 108,409,000 | 165,430,000 | ||||||
* | BGI Intermediate Government/Corp Fund | 2,404,000 shares | 57,674,000 | 61,269,000 | ||||||
* | BGI Lifepath Index 2020 Fund | 2,907,000 shares | 28,707,000 | 33,703,000 | ||||||
* | BGI Lifepath Index 2030 Fund | 3,955,000 shares | 39,817,000 | 47,685,000 | ||||||
* | BGI Lifepath Index 2040 Fund | 4,715,000 shares | 50,013,000 | 58,522,000 | ||||||
* | BGI Lifepath Index 2050 Fund | 170,000 shares | 2,222,000 | 2,165,000 | ||||||
* | BGI Lifepath Index Retirement | 2,142,000 shares | 22,190,000 | 23,897,000 | ||||||
* | Northern Trust EAFE (Index) Fund | 4,722,000 shares | 62,457,000 | 59,587,000 | ||||||
* | Northern Trust Wilshire 4500 | 118,000 shares | 46,121,000 | 59,748,000 | ||||||
* | Pyramis Select International Fund | 112,000 shares | 16,534,000 | 17,012,000 | ||||||
Total | 529,018,000 | |||||||||
Common Stock: | ||||||||||
Advance Auto Parts Inc. | 5,000 shares | 522,000 | 703,000 | |||||||
Air Lease Corp. | 23,000 shares | 759,000 | 761,000 | |||||||
Alaska Air Group Inc. | 13,000 shares | 553,000 | 1,058,000 | |||||||
Allergan PLC | 13,000 shares | 3,585,000 | 4,052,000 | |||||||
Ally Financial Inc. | 134,000 shares | 2,935,000 | 2,493,000 | |||||||
Altra Holdings Inc. | 31,000 shares | 919,000 | 788,000 | |||||||
American Express Co | 38,000 shares | 2,978,000 | 2,671,000 | |||||||
American Tower Corp. | 21,000 shares | 1,918,000 | 2,073,000 | |||||||
Ameriprise Financial Inc. | 25,000 shares | 2,978,000 | 2,607,000 | |||||||
Apple Inc. | 28,000 shares | 3,084,000 | 2,931,000 | |||||||
Arch Capital Group Ltd. | 16,000 shares | 788,000 | 1,140,000 | |||||||
ARGO Group International Holdings Ltd. | 19,000 shares | 1,025,000 | 1,133,000 | |||||||
B/E Aerospace, Inc. | 19,000 shares | 829,000 | 804,000 | |||||||
Bloomin' Brands Inc. | 51,000 shares | 1,070,000 | 858,000 | |||||||
Boeing Co. | 18,000 shares | 2,108,000 | 2,532,000 | |||||||
Broadsoft Inc. | 28,000 shares | 751,000 | 976,000 | |||||||
Brookdale Senior Living Inc. | 32,000 shares | 947,000 | 599,000 | |||||||
Brown & Brown Inc. | 32,000 shares | 1,038,000 | 1,037,000 | |||||||
Cable One Inc. | 2,000 shares | 701,000 | 742,000 | |||||||
Calgon Carbon Corp. | 60,000 shares | 1,121,000 | 1,035,000 | |||||||
Cboe Holdings Inc. | 14,000 shares | 826,000 | 913,000 | |||||||
Cellectis | 22,000 shares | 823,000 | 678,000 | |||||||
Chevron Corp. | 45,000 shares | 4,004,000 | 4,033,000 | |||||||
Chicos Fas Inc. | 69,000 shares | 1,068,000 | 734,000 | |||||||
Citigroup Inc. | 47,000 shares | 1,946,000 | 2,409,000 | |||||||
CMS Energy Corp. | 35,000 shares | 1,174,000 | 1,275,000 | |||||||
Comcast Corp. Class A | 45,000 shares | 2,400,000 | 2,548,000 | |||||||
Continental Building Products | 42,000 shares | 828,000 | 733,000 | |||||||
Crown Castle International Corp. | 22,000 shares | 1,795,000 | 1,916,000 | |||||||
DCT Industrial Trust Inc. | 28,000 shares | 916,000 | 1,037,000 | |||||||
Delta Air Lines Inc. | 31,000 shares | 1,309,000 | 1,580,000 | |||||||
Discovery Communications Inc. | 62,000 shares | 1,877,000 | 1,571,000 |
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party | (c) Description of Investment, including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value | (d) Cost | (e) Current Value | ||||||
Dollar General Corp. | 18,000 shares | 1,195,000 | 1,276,000 | |||||||
Dril-Quip Inc. | 11,000 shares | 686,000 | 661,000 | |||||||
East West Bank Corp. Inc. | 26,000 shares | 782,000 | 1,067,000 | |||||||
Echo Global Logistics, Inc. | 38,000 shares | 776,000 | 784,000 | |||||||
Emcor Group Inc. | 9,000 shares | 402,000 | 447,000 | |||||||
Evertec Inc. | 54,000 shares | 1,153,000 | 899,000 | |||||||
Express Scripts Holding Co. Ltd. | 18,000 shares | 1,361,000 | 1,588,000 | |||||||
Extra Space Storage Inc. | 12,000 shares | 487,000 | 1,041,000 | |||||||
Flir Systems Inc. | 43,000 shares | 1,219,000 | 1,219,000 | |||||||
Fox Factory Holding Corp. | 49,000 shares | 712,000 | 810,000 | |||||||
Generac Holdings Inc. | 25,000 shares | 769,000 | 754,000 | |||||||
General Electric Co. | 77,000 shares | 1,527,000 | 2,392,000 | |||||||
Gentherm Inc. | 11,000 shares | 404,000 | 501,000 | |||||||
Goldman Sachs Group Inc. | 12,000 shares | 2,006,000 | 2,130,000 | |||||||
Great Western Bank Corp. Inc. | 34,000 shares | 719,000 | 988,000 | |||||||
Grupo Televisa, S.A. | 49,000 shares | 1,675,000 | 1,339,000 | |||||||
Home Bancshares Inc. | 30,000 shares | 1,176,000 | 1,205,000 | |||||||
Honeywell International Inc. | 25,000 shares | 1,320,000 | 2,615,000 | |||||||
HP Inc. | 85,000 shares | 1,175,000 | 1,011,000 | |||||||
Intel Corp. | 43,000 shares | 1,267,000 | 1,494,000 | |||||||
Intercontinental Exchange | 11,000 shares | 2,500,000 | 2,829,000 | |||||||
J2 Global Inc. | 13,000 shares | 538,000 | 1,046,000 | |||||||
Johnson Controls Inc. | 61,000 shares | 2,030,000 | 2,414,000 | |||||||
Jones Lang Lasalle Inc. | 7,000 shares | 719,000 | 1,073,000 | |||||||
Kapstone Paper and Packaging Company | 24,000 shares | 562,000 | 550,000 | |||||||
Kilroy Realty Corp. | 15,000 shares | 799,000 | 970,000 | |||||||
Las Vegas Sands Corp. | 47,000 shares | 2,531,000 | 2,082,000 | |||||||
Lasalle Hotel Properties | 20,000 shares | 690,000 | 511,000 | |||||||
Liberty Media Corp. | 28,000 shares | 999,000 | 1,080,000 | |||||||
Littelfuse Inc. | 6,000 shares | 445,000 | 625,000 | |||||||
M/A-COM Technology Solutions H | 23,000 shares | 727,000 | 952,000 | |||||||
Mallinckrodt Plc | 6,000 shares | 384,000 | 438,000 | |||||||
Mallinckrodt Plc | 25,000 shares | 1,622,000 | 1,854,000 | |||||||
* | Mattel Inc. | 820,000 shares | 19,107,000 | 22,282,000 | ||||||
Mattress Firm Holding Corp. | 16,000 shares | 704,000 | 720,000 | |||||||
McKesson Corp. | 16,000 shares | 2,906,000 | 3,065,000 | |||||||
MDC Partners Inc. | 48,000 shares | 1,049,000 | 1,046,000 | |||||||
Medtronic Plc | 35,000 shares | 2,675,000 | 2,713,000 | |||||||
Memorial Resource Development | 67,000 shares | 1,339,000 | 1,079,000 | |||||||
Microsemi Corp. | 18,000 shares | 515,000 | 599,000 | |||||||
Modine Mfg Co. | 66,000 shares | 740,000 | 599,000 | |||||||
Monsanto Co. | 32,000 shares | 2,857,000 | 3,118,000 | |||||||
Morningstar Inc. | 10,000 shares | 838,000 | 844,000 | |||||||
Mosaic Co. | 48,000 shares | 2,347,000 | 1,331,000 | |||||||
NCR Corp. | 42,000 shares | 1,052,000 | 1,017,000 | |||||||
New Jersey Res Corp. | 40,000 shares | 1,062,000 | 1,317,000 | |||||||
* | Northern Trust Corp. | 36,000 shares | 2,302,000 | 2,596,000 | ||||||
Novartis AG | 34,000 shares | 3,282,000 | 2,925,000 | |||||||
Occidental Pete Corp. | 31,000 shares | 2,786,000 | 2,126,000 | |||||||
Omnicom Group | 38,000 shares | 2,787,000 | 2,899,000 | |||||||
On Assignment Inc. | 10,000 shares | 318,000 | 463,000 |
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party | (c) Description of Investment, including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value | (d) Cost | (e) Current Value | ||||||
Onemain Holdings Inc. | 28,000 shares | 745,000 | 1,149,000 | |||||||
Oracle Corporation | 79,000 shares | 2,936,000 | 2,903,000 | |||||||
Pacwest Bank Corp. | 25,000 shares | 758,000 | 1,084,000 | |||||||
Pegasystems Inc. | 25,000 shares | 654,000 | 693,000 | |||||||
Pentair Plc | 46,000 shares | 2,878,000 | 2,289,000 | |||||||
PGT Inc. | 78,000 shares | 889,000 | 892,000 | |||||||
Phibro Animal Health Corp. | 26,000 shares | 576,000 | 786,000 | |||||||
Pitney Bowes Inc. | 49,000 shares | 1,017,000 | 1,015,000 | |||||||
PNC Financial Services Group | 25,000 shares | 1,848,000 | 2,421,000 | |||||||
Quanta Services Inc. | 33,000 shares | 831,000 | 672,000 | |||||||
Quintiles Transnational H | 15,000 shares | 721,000 | 1,023,000 | |||||||
Reinsurance Group America Class A | 14,000 shares | 1,328,000 | 1,168,000 | |||||||
Sally Beauty Co. Inc. | 34,000 shares | 999,000 | 955,000 | |||||||
Scholastic Corp. | 19,000 shares | 796,000 | 739,000 | |||||||
Signature Bank | 7,000 shares | 656,000 | 1,071,000 | |||||||
Sirona Dental Systems Inc. | 10,000 shares | 729,000 | 1,043,000 | |||||||
Steven Madden Ltd. | 26,000 shares | 894,000 | 796,000 | |||||||
SVB Financial Group | 9,000 shares | 1,067,000 | 1,037,000 | |||||||
Tanger Factory Outlet Center | 30,000 shares | 978,000 | 991,000 | |||||||
Team Health Holdings Inc. | 17,000 shares | 913,000 | 725,000 | |||||||
Tenneco Inc. | 10,000 shares | 458,000 | 472,000 | |||||||
Tesco Corp. | 86,000 shares | 908,000 | 619,000 | |||||||
Teva Pharmaceutical Industries | 30,000 shares | 1,942,000 | 1,946,000 | |||||||
Texas Instruments Inc. | 19,000 shares | 609,000 | 1,050,000 | |||||||
Toro Co. | 7,000 shares | 383,000 | 544,000 | |||||||
Trimas Corp. | 47,000 shares | 951,000 | 875,000 | |||||||
United Rental Inc. | 11,000 shares | 724,000 | 802,000 | |||||||
United Therapeutics Corp. | 6,000 shares | 881,000 | 1,002,000 | |||||||
Universal Display Corp. | 15,000 shares | 565,000 | 796,000 | |||||||
Vantiv Inc. | 21,000 shares | 717,000 | 1,002,000 | |||||||
Vodafone Group Plc | 63,000 shares | 1,930,000 | 2,047,000 | |||||||
Whirlpool Corp. | 17,000 shares | 3,283,000 | 2,516,000 | |||||||
Woodward Inc. | 10,000 shares | 456,000 | 511,000 | |||||||
Total | 179,438,000 | |||||||||
Mutual Fund: | ||||||||||
PIMCO Income Institutional Fund | 730,000 shares | 8,567,000 | ||||||||
Total | 8,567,000 | |||||||||
Interest Bearing Cash: | ||||||||||
* | Wells Fargo Short-Term Investment Fund | Investment Fund N; 16,059,000 shares | 16,059,000 | 16,059,000 | ||||||
Total | 16,059,000 | |||||||||
Total Investments at Fair Value | 733,082,000 | |||||||||
Traditional Guaranteed Investment Contracts: | ||||||||||
New York Life #GA34397XX | 1.00%, due 5/9/2016 | 4,089,000 | ||||||||
Total | 4,089,000 | |||||||||
Synthetic Guaranteed Investment Contracts: |
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party | (c) Description of Investment, including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value | (d) Cost | (e) Current Value | ||||||
MetLife (Contract #GAC32606) | ||||||||||
MetLife MAT Separate Account | 1.91%, no due date | 30,673,000 | ||||||||
Total | 30,673,000 | |||||||||
Principal Life Insurance Wrap (Contract #GA8-9578) | ||||||||||
* | Morley Stable Income Bond Fund | 1.59%, no due date | 30,286,000 | |||||||
Total | 30,286,000 | |||||||||
Prudential Insurance Wrap (Contract #GA-62237) | ||||||||||
Prudential Trust Co. Collective Trust | 2.40%, no due date | 46,498,000 | ||||||||
Total | 46,498,000 | |||||||||
Transamerica Premier Life Wrap-Multi Asset (Contract #MDA00450TR) | ||||||||||
ABB Finance USA Inc. | 1.63%, due 5/8/2017 | 45,000 | ||||||||
Ace Ina Holdings Inc. | 2.30%, due 11/3/2020 | 85,000 | ||||||||
Actavis Funding SCS | 2.35%, due 3/12/2018 | 151,000 | ||||||||
Aetna Inc. | 2.20%, due 3/15/2019 | 100,000 | ||||||||
Airgas Inc. | 1.65%, due 2/15/2018 | 100,000 | ||||||||
Ally Auto Receivables Trust 2014-1 | 0.97%, due 10/15/2018 | 75,000 | ||||||||
Ally Master Owner Trust | 1.72%, due 7/15/2019 | 5,000 | ||||||||
Ally Master Owner Trust | 1.54%, due 9/15/2019 | 65,000 | ||||||||
Ally Master Owner Trust | 1.60%, due 10/15/2019 | 184,000 | ||||||||
Ally Master Owner Trust | 1.83%, due 1/15/2021 | 75,000 | ||||||||
Ally Master Owner Trust | 1.63%, due 5/15/2020 | 144,000 | ||||||||
American Express Credit Corp. | 2.38%, due 3/24/2017 | 432,000 | ||||||||
American Express Credit Corp. | 2.13%, due 3/18/2019 | 65,000 | ||||||||
American Express Credit Corp. | 2.25%, due 8/15/2019 | 76,000 | ||||||||
American Express Credit Corp. | 2.60%, due 9/14/2020 | 40,000 | ||||||||
American Honda Finance Corp. | 2.25%, due 8/15/2019 | 273,000 | ||||||||
American Honda Finance Corp. | 2.45%, due 9/24/2020 | 106,000 | ||||||||
Amerisourcebergen Corp. | 1.15%, due 5/15/2017 | 99,000 | ||||||||
Amphenol Corp. | 2.55%, due 1/30/2019 | 131,000 | ||||||||
AT&T Inc. | 1.40%, due 12/1/2017 | 573,000 | ||||||||
BA Credit Card Trust | 1.36%, due 9/15/2020 | 25,000 | ||||||||
Bank of America Corp. | 2.65%, due 4/1/2019 | 252,000 | ||||||||
Bank of Montreal | 1.45%, due 4/9/2018 | 185,000 | ||||||||
Bank of New York Mellon Corp. | 1.30%, due 1/25/2018 | 329,000 | ||||||||
Bank of New York Mellon Corp. | 2.20%, due 3/4/2019 | 20,000 | ||||||||
Bank of New York Mellon Corp. | 2.20%, due 5/15/2019 | 30,000 | ||||||||
Bank of New York Mellon Corp. | 2.15%, due 2/24/2020 | 150,000 | ||||||||
Bank of The West Auto Trust | 1.31%, due 10/15/2019 | 164,000 | ||||||||
Barclays Dryrock Issuance Trust | 2.41%, due 7/15/2022 | 145,000 | ||||||||
Barclays Dryrock Issuance Trust | 1.48%, due 9/15/2020 | 205,000 | ||||||||
Barclays Dryrock Issuance Trust | 2.20%, due 12/15/2022 | 25,000 | ||||||||
Barclays Dryrock Issuance Trust | 1.56%, due 3/15/2021 | 204,000 | ||||||||
Barclays Plc | 2.75%, due 11/8/2019 | 100,000 | ||||||||
BAT International Finance Plc | 2.75%, due 6/15/2020 | 45,000 | ||||||||
BB&T Corp. | 2.45%, due 1/15/2020 | 97,000 | ||||||||
BB&T Corp. | 2.63%, due 6/29/2020 | 96,000 | ||||||||
BP Capital Markets Plc | 1.38%, due 11/6/2017 | 45,000 |
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party | (c) Description of Investment, including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value | (d) Cost | (e) Current Value | ||||||
BP Capital Markets Plc | 2.24%, due 9/26/2018 | 61,000 | ||||||||
BP Capital Markets Plc | 2.52%, due 1/15/2020 | 111,000 | ||||||||
Cabela's Credit Card Master Note Trust | 1.45%, due 6/15/2020 | 140,000 | ||||||||
Cabela's Credit Card Master Note Trust | 2.26%, due 3/15/2023 | 189,000 | ||||||||
Canadian Imperial Bank Of Commerce | 1.55%, due 1/23/2018 | 70,000 | ||||||||
Capital One Financial Corp. | 2.45%, due 4/24/2019 | 171,000 | ||||||||
Capital One Multi-Asset Execution Trust | 1.39%, due 1/15/2021 | 109,000 | ||||||||
Capital One Multi-Asset Execution Trust | 2.08%, due 3/15/2023 | 59,000 | ||||||||
Capital One Multi-Asset Execution Trust | 2.05%, due 8/15/2023 | 197,000 | ||||||||
Cash | 51,000 | |||||||||
Centerpoint Energy Transition Bond Co IV LLC | 2.16%, due 10/15/2021 | 142,000 | ||||||||
CFCRE Commercial Mortgage Trust 2011-C2 | 3.06%, due 12/15/2047 | 135,000 | ||||||||
Chase Issuance Trust | 1.84%, due 4/15/2022 | 143,000 | ||||||||
Chase Issuance Trust | 1.62%, due 7/15/2020 | 115,000 | ||||||||
Chevron Corp. | 1.96%, due 3/3/2020 | 129,000 | ||||||||
Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP | 1.70%, due 5/1/2018 | 154,000 | ||||||||
Cisco Systems Inc. | 2.13%, due 3/1/2019 | 264,000 | ||||||||
CIT Equipment Collateral 2014-VT1 | 1.50%, due 10/21/2019 | 99,000 | ||||||||
Citibank Credit Card Issuance Trust | 5.65%, due 9/20/2019 | 455,000 | ||||||||
Citigroup Commercial Mortgage Trust 2014-Gc23 | 1.39%, due 7/10/2047 | 8,000 | ||||||||
Citigroup Commercial Mortgage Trust 2014-Gc25 | 1.49%, due 10/10/2047 | 106,000 | ||||||||
Citigroup Commercial Mortgage Trust 2015-Gc27 | 1.35%, due 2/10/2048 | 48,000 | ||||||||
Citigroup Commercial Mortgage Trust 2015-Gc27 | 2.69%, due 2/10/2048 | 162,000 | ||||||||
Citigroup Inc. | 2.05%, due 12/7/2018 | 199,000 | ||||||||
CNH Equipment Trust 2014-C | 1.05%, due 11/15/2019 | 104,000 | ||||||||
Comm 2013-CCRE12 Mortgage Trust | 1.30%, due 10/10/2046 | 182,000 | ||||||||
Comm 2014-CCRE18 Mortgage Trust | 1.44%, due 7/15/2047 | 28,000 | ||||||||
Comm 2014-CCRE19 Mortgage Trust | 1.42%, due 8/10/2047 | 44,000 | ||||||||
Comm 2014-CCRE20 Mortgage Trust | 1.32%, due 11/10/2047 | 112,000 | ||||||||
Comm 2014-LC17 Mortgage Trust | 1.38%, due 10/10/2047 | 72,000 | ||||||||
Comm 2014-UBS4 Mortgage Trust | 2.96%, due 8/10/2047 | 204,000 | ||||||||
Comm 2014-UBS6 Mortgage Trust | 1.45%, due 12/10/2047 | 21,000 | ||||||||
Comm 2015-CCRE22 Mortgage Trust | 1.57%, due 3/10/2048 | 44,000 | ||||||||
Comm 2015-CCRE23 Mortgage Trust | 2.85%, due 5/10/2048 | 51,000 | ||||||||
Comm 2015-CCRE24 Mortgage Trust | 1.65%, due 8/10/2055 | 80,000 | ||||||||
Comm 2015-LC19 Mortgage Trust | 1.40%, due 2/10/2048 | 148,000 | ||||||||
Comm 2015-LC23 Mortgage Trust | 3.22%, due 10/10/2053 | 103,000 | ||||||||
Conocophillips Co. | 1.05%, due 12/15/2017 | 187,000 | ||||||||
Conocophillips Co. | 2.20%, due 5/15/2020 | 39,000 | ||||||||
Credit Suisse | 1.38%, due 5/26/2017 | 103,000 | ||||||||
Credit Suisse | 2.30%, due 5/28/2019 | 70,000 | ||||||||
Credit Suisse | 1.70%, due 4/27/2018 | 120,000 | ||||||||
CSAIL 2015-C1 Commerial Mortgage Trust | 1.68%, due 4/15/2050 | 23,000 | ||||||||
CSAIL 2015-C3 Commerial Mortgage Trust | 3.03%, due 8/15/2048 | 133,000 | ||||||||
Dell Equipment Finance Trust 2015-1 | 1.30%, due 3/23/2020 | 74,000 | ||||||||
Dell Equipment Finance Trust 2015-2 | 1.72%, due 9/22/2020 | 93,000 | ||||||||
Deutsche Bank AG | 1.40%, due 2/13/2017 | 50,000 | ||||||||
Deutsche Bank AG | 2.50%, due 2/13/2019 | 31,000 | ||||||||
Deutsche Bank AG | 1.88%, due 2/13/2018 | 50,000 | ||||||||
Discover Card Execution Note Trust | 5.65%, due 3/16/2020 | 145,000 | ||||||||
Discover Card Execution Note Trust | 1.67%, due 1/18/2022 | 138,000 |
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party | (c) Description of Investment, including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value | (d) Cost | (e) Current Value | ||||||
Discover Card Execution Note Trust | 2.12%, due 12/15/2021 | 166,000 | ||||||||
Discover Card Execution Note Trust | 1.90%, due 10/17/2022 | 49,000 | ||||||||
Dominion Gas Holdings LLC | 2.80%, due 11/15/2020 | 181,000 | ||||||||
Duke Energy Progress Inc. | 5.30%, due 1/15/2019 | 95,000 | ||||||||
ERP Operating LP | 2.38%, due 7/1/2019 | 36,000 | ||||||||
Fannie Mae Pool | 3.50%, due 1/1/2026 | 153,000 | ||||||||
Fannie Mae Pool | 4.00%, due 2/1/2026 | 116,000 | ||||||||
Fannie Mae Pool | 3.00%, due 10/1/2026 | 84,000 | ||||||||
Fannie Mae Pool | 3.50%, due 11/1/2026 | 175,000 | ||||||||
Fannie Mae Pool | 3.50%, due 11/1/2026 | 59,000 | ||||||||
Fannie Mae Pool | 3.00%, due 1/1/2027 | 355,000 | ||||||||
Fannie Mae Pool | 4.00%, due 8/1/2026 | 215,000 | ||||||||
Fannie Mae Pool | 3.00%, due 11/1/2027 | 207,000 | ||||||||
Fannie Mae Pool | 3.50%, due 8/1/2030 | 460,000 | ||||||||
Fannie Mae Pool | 3.00%, due 7/1/2027 | 203,000 | ||||||||
Fannie Mae Pool | 2.50%, due 10/1/2027 | 193,000 | ||||||||
Fannie Mae Pool | 2.50%, due 1/1/2028 | 210,000 | ||||||||
Fannie Mae Pool | 2.50%, due 11/1/2027 | 360,000 | ||||||||
Fannie Mae Pool | 3.00%, due 3/1/2029 | 165,000 | ||||||||
Fannie Mae Pool | 4.50%, due 11/1/2019 | 58,000 | ||||||||
Fannie Mae Pool | 4.50%, due 3/1/2023 | 152,000 | ||||||||
Fannie Mae Pool | 3.50%, due 1/1/2026 | 208,000 | ||||||||
Fannie Mae Pool | 3.50%, due 9/1/2026 | 103,000 | ||||||||
Fannie Mae Pool | 2.50%, due 6/1/2027 | 195,000 | ||||||||
Fannie Mae Pool | 2.50%, due 3/1/2027 | 72,000 | ||||||||
Fannie Mae Pool | 3.00%, due 6/1/2032 | 89,000 | ||||||||
Fannie Mae Pool | 2.50%, due 3/1/2028 | 143,000 | ||||||||
Fannie Mae Pool | 2.50%, due 5/1/2028 | 370,000 | ||||||||
Fannie Mae Pool | 5.50%, due 1/1/2024 | 104,000 | ||||||||
Fannie Mae Remics | 2.00%, due 9/25/2040 | 63,000 | ||||||||
Fannie Mae Remics | 2.00%, due 1/25/2043 | 106,000 | ||||||||
Fannie Mae Remics | 3.00%, due 5/25/2027 | 225,000 | ||||||||
Fannie Mae Remics | 3.00%, due 8/25/2044 | 92,000 | ||||||||
Fannie Mae Remics | 3.00%, due 6/25/2034 | 421,000 | ||||||||
Fannie Mae Remics | 2.50%, due 6/25/2045 | 134,000 | ||||||||
Fannie Mae-Aces | 1.54%, due 5/25/2022 | 21,000 | ||||||||
Fannie Mae-Aces | 1.90%, due 12/25/2024 | 14,000 | ||||||||
Federal Farm Credit Banks | 1.10%, due 6/1/2018 | 174,000 | ||||||||
Federal Farm Credit Banks | 0.70%, due 2/23/2017 | 150,000 | ||||||||
Federal Home Loan Banks | 0.63%, due 5/30/2017 | 139,000 | ||||||||
Federal Home Loan Banks | 0.80%, due 6/30/2017 | 155,000 | ||||||||
Federal Home Loan Banks | 0.75%, due 8/28/2017 | 130,000 | ||||||||
Federal Home Loan Banks | 0.63%, due 10/26/2017 | 60,000 | ||||||||
Federal Home Loan Banks | 1.00%, due 12/19/2017 | 90,000 | ||||||||
Federal Home Loan Mortgage Corp. | 0.75%, due 7/14/2017 | 190,000 | ||||||||
Federal National Mortgage Association | 0.00%, due 6/1/2017 | 246,000 | ||||||||
Federal National Mortgage Association | 1.50%, due 6/22/2020 | 123,000 | ||||||||
Federal National Mortgage Association | 1.13%, due 10/19/2018 | 115,000 | ||||||||
Federal National Mortgage Association | 0.88%, due 8/28/2017 | 700,000 | ||||||||
Federal National Mortgage Association | 1.00%, due 9/20/2017 | 110,000 | ||||||||
Fifth Third Auto Trust 2015-1 | 1.42%, due 3/16/2020 | 99,000 |
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party | (c) Description of Investment, including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value | (d) Cost | (e) Current Value | ||||||
Ford Credit Auto Lease Trust 2015-A | 1.13%, due 6/15/2018 | 90,000 | ||||||||
Ford Credit Auto Owner Trust 2015-B | 1.16%, due 11/15/2019 | 60,000 | ||||||||
Ford Credit Floorplan Master Owner Trust A | 1.49%, due 9/15/2019 | 60,000 | ||||||||
Ford Credit Floorplan Master Owner Trust A | 1.42%, due 1/15/2020 | 99,000 | ||||||||
Ford Credit Floorplan Master Owner Trust A | 1.98%, due 1/15/2022 | 100,000 | ||||||||
Ford Credit Floorplan Master Owner Trust A | 2.39%, due 8/15/2022 | 100,000 | ||||||||
Ford Credit Floorplan Master Owner Trust A | 1.77%, due 8/15/2020 | 100,000 | ||||||||
Freddie Mac Gold Pool | 2.50%, due 1/1/2028 | 392,000 | ||||||||
Freddie Mac Gold Pool | 5.00%, due 4/1/2022 | 31,000 | ||||||||
Freddie Mac Gold Pool | 4.00%, due 6/1/2024 | 259,000 | ||||||||
Freddie Mac Gold Pool | 2.50%, due 1/1/2028 | 260,000 | ||||||||
Freddie Mac Gold Pool | 4.50%, due 9/1/2026 | 132,000 | ||||||||
Freddie Mac Gold Pool | 2.50%, due 5/1/2027 | 170,000 | ||||||||
Freddie Mac Gold Pool | 2.50%, due 2/1/2028 | 230,000 | ||||||||
Freddie Mac Gold Pool | 2.50%, due 5/1/2028 | 248,000 | ||||||||
Freddie Mac Gold Pool | 3.50%, due 4/1/2030 | 192,000 | ||||||||
Freddie Mac Gold Pool | 3.00%, due 9/1/2030 | 255,000 | ||||||||
Freddie Mac Gold Pool | 5.00%, due 9/1/2020 | 64,000 | ||||||||
Freddie Mac Gold Pool | 4.00%, due 8/1/2024 | 216,000 | ||||||||
Freddie Mac Gold Pool | 3.00%, due 4/1/2027 | 124,000 | ||||||||
Freddie Mac Gold Pool | 3.50%, due 1/1/2029 | 235,000 | ||||||||
Freddie Mac Gold Pool | 3.50%, due 10/1/2029 | 175,000 | ||||||||
Freddie Mac Gold Pool | 4.50%, due 4/1/2025 | 159,000 | ||||||||
Freddie Mac Gold Pool | 3.50%, due 12/1/2025 | 174,000 | ||||||||
Freddie Mac Gold Pool | 3.50%, due 4/1/2026 | 243,000 | ||||||||
Freddie Mac Gold Pool | 4.00%, due 4/1/2021 | 60,000 | ||||||||
Freddie Mac Gold Pool | 3.00%, due 2/1/2027 | 339,000 | ||||||||
Freddie Mac Gold Pool | 3.00%, due 4/1/2027 | 129,000 | ||||||||
Freddie Mac Gold Pool | 2.50%, due 7/1/2027 | 158,000 | ||||||||
Freddie Mac Gold Pool | 3.00%, due 10/1/2027 | 107,000 | ||||||||
Freddie Mac Gold Pool | 3.00%, due 5/1/2029 | 280,000 | ||||||||
Freddie Mac Gold Pool | 3.00%, due 2/1/2030 | 167,000 | ||||||||
Freddie Mac Gold Pool | 3.00%, due 12/1/2028 | 80,000 | ||||||||
Freddie Mac Remics | 2.50%, due 2/15/2033 | 74,000 | ||||||||
Freddie Mac Remics | 2.00%, due 5/15/2033 | 76,000 | ||||||||
Freddie Mac Remics | 3.50%, due 5/15/2041 | 249,000 | ||||||||
Freddie Mac Remics | 2.50%, due 2/15/2036 | 159,000 | ||||||||
Freddie Mac Remics | 3.75%, due 12/15/2043 | 149,000 | ||||||||
Freddie Mac Remics | 3.00%, due 2/15/2029 | 125,000 | ||||||||
Freddie Mac Remics | 3.50%, due 12/15/2036 | 181,000 | ||||||||
Freddie Mac Remics | 4.00%, due 3/15/2033 | 148,000 | ||||||||
GE Equipment Small Ticket LLC Series 2013-1 | 1.39%, due 7/24/2020 | 65,000 | ||||||||
GE Equipment Small Ticket LLC Series 2014-1 | 0.95%, due 9/25/2017 | 204,000 | ||||||||
General Electric Capital Corp. | 5.63%, due 5/1/2018 | 115,000 | ||||||||
General Electric Capital Corp. | 2.30%, due 4/27/2017 | 142,000 | ||||||||
General Motors Financial Co. Inc. | 3.20%, due 7/13/2020 | 105,000 | ||||||||
General Motors Financial Co. Inc. | 3.10%, due 1/15/2019 | 60,000 | ||||||||
GM Financial Automobile Leasing Trust 2015-1 | 1.10%, due 12/20/2017 | 72,000 | ||||||||
GM Financial Automobile Leasing Trust 2015-1 | 1.53%, due 9/20/2018 | 75,000 | ||||||||
GMF Floorplan Owner Revolving Trust | 1.65%, due 5/15/2020 | 163,000 | ||||||||
Golden Credit Card Trust | 1.39%, due 7/15/2019 | 155,000 |
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party | (c) Description of Investment, including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value | (d) Cost | (e) Current Value | ||||||
Golden Credit Card Trust | 2.02%, due 4/15/2022 | 177,000 | ||||||||
Goldman Sachs Group Inc. | 2.75%, due 9/15/2020 | 71,000 | ||||||||
Goldman Sachs Group Inc. | 2.90%, due 7/19/2018 | 176,000 | ||||||||
Goldman Sachs Group Inc. | 2.60%, due 4/23/2020 | 170,000 | ||||||||
GS Mortgage Securities Corp. II | 1.44%, due 5/10/2050 | 87,000 | ||||||||
GS Mortgage Securities Corp. II | 2.73%, due 5/10/2050 | 146,000 | ||||||||
GS Mortgage Securities Trust 2013-GC16 | 1.26%, due 11/10/2046 | 38,000 | ||||||||
GS Mortgage Securities Trust 2013-GC16 | 3.03%, due 11/10/2046 | 118,000 | ||||||||
GS Mortgage Securities Trust 2015-GC32 | 1.59%, due 7/10/2048 | 65,000 | ||||||||
Halliburton Co. | 2.70%, due 11/15/2020 | 40,000 | ||||||||
Harley-Davidson Motorcycle Trust | 1.30%, due 3/16/2020 | 50,000 | ||||||||
Harley-Davidson Motorcycle Trust 2014-1 | 1.10%, due 9/15/2019 | 199,000 | ||||||||
Harley-Davidson Motorcycle Trust 2015-1 | 1.41%, due 6/15/2020 | 60,000 | ||||||||
Hewlett Packard Enterprise Co. | 2.85%, due 10/5/2018 | 40,000 | ||||||||
Hyundai Auto Lease Securitization Trust 2015-A | 1.42%, due 9/17/2018 | 50,000 | ||||||||
John Deere Capital Corp. | 1.95%, due 3/4/2019 | 115,000 | ||||||||
JP Morgan Chase & Co. | 2.75%, due 6/23/2020 | 85,000 | ||||||||
JP Morgan Chase & Co. | 2.55%, due 10/29/2020 | 264,000 | ||||||||
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8 | 1.80%, due 10/15/2045 | 192,000 | ||||||||
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16 | 3.67%, due 12/15/2046 | 104,000 | ||||||||
JPMBB Commercial Mortgage Securities Trust 2013-C15 | 1.23%, due 11/15/2045 | 53,000 | ||||||||
JPMBB Commercial Mortgage Securities Trust 2014-C21 | 1.32%, due 8/15/2047 | 18,000 | ||||||||
JPMBB Commercial Mortgage Securities Trust 2014-C22 | 1.45%, due 9/15/2047 | 67,000 | ||||||||
JPMBB Commercial Mortgage Securities Trust 2014-C24 | 1.54%, due 11/15/2047 | 76,000 | ||||||||
JPMBB Commercial Mortgage Securities Trust 2014-C25 | 1.52%, due 11/15/2047 | 46,000 | ||||||||
JPMBB Commercial Mortgage Securities Trust 2015-C28 | 2.77%, due 10/15/2048 | 217,000 | ||||||||
JPMBB Commercial Mortgage Securities Trust 2015-C29 | 1.63%, due 5/15/2048 | 46,000 | ||||||||
JPMBB Commercial Mortgage Securities Trust 2015-C30 | 3.09%, due 7/15/2048 | 72,000 | ||||||||
JPMorgan Chase & Co. | 2.20%, due 10/22/2019 | 50,000 | ||||||||
JPMorgan Chase & Co. | 6.00%, due 7/5/2017 | 49,000 | ||||||||
Louisiana Local Government Environmental Facilities & Community Development | 1.66%, due 2/1/2022 | 57,000 | ||||||||
Marsh & McLennan Companies Inc. | 2.35%, due 3/6/2020 | 165,000 | ||||||||
Mercedes Benz Auto Lease Trust 2015-B | 1.34%, due 7/16/2018 | 50,000 | ||||||||
MidAmerican Energy Co. | 2.40%, due 3/15/2019 | 36,000 | ||||||||
MMAF Equipment Finance LLC 2015-A | 1.39%, due 10/16/2019 | 79,000 | ||||||||
MMAF Equipment Finance LLC 2015-A | 1.93%, due 7/16/2021 | 134,000 | ||||||||
Morgan Stanley | 2.38%, due 7/23/2019 | 171,000 | ||||||||
Morgan Stanley | 2.80%, due 6/16/2020 | 151,000 | ||||||||
Morgan Stanley Bank Of America Merrill Lynch Trust 2013-C11 | 1.31%, due 8/15/2046 | 46,000 | ||||||||
Morgan Stanley Bank Of America Merrill Lynch Trust 2013-C7 | 2.47%, due 2/15/2046 | 50,000 | ||||||||
Morgan Stanley Bank Of America Merrill Lynch Trust 2013-C8 | 0.78%, due 12/15/2048 | 129,000 | ||||||||
Morgan Stanley Bank Of America Merrill Lynch Trust 2014-C17 | 1.55%, due 8/15/2047 | 24,000 | ||||||||
Morgan Stanley Bank Of America Merrill Lynch Trust 2014-C18 | 1.69%, due 10/15/2047 | 86,000 | ||||||||
Morgan Stanley Bank Of America Merrill Lynch Trust 2014-C19 | 1.57%, due 12/15/2047 | 34,000 | ||||||||
Morgan Stanley Bank Of America Merrill Lynch Trust 2014-C19 | 3.10%, due 12/15/2047 | 87,000 | ||||||||
Morgan Stanley Bank Of America Merrill Lynch Trust 2015-C20 | 1.41%, due 2/15/2048 | 17,000 | ||||||||
Morgan Stanley Bank Of America Merrill Lynch Trust 2015-C20 | 2.79%, due 2/15/2048 | 71,000 | ||||||||
Morgan Stanley Bank Of America Merrill Lynch Trust 2015-C23 | 2.98%, due 7/15/2050 | 56,000 | ||||||||
MUFG Americas Holdings Corp. | 1.63%, due 2/9/2018 | 90,000 | ||||||||
MUFG Americas Holdings Corp. | 2.25%, due 2/10/2020 | 74,000 |
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party | (c) Description of Investment, including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value | (d) Cost | (e) Current Value | ||||||
National Rural Utilities Cooperative Finance Corp. | 2.15%, due 2/1/2019 | 268,000 | ||||||||
Nissan Auto Receivables 2015-C Owner Trust | 1.37%, due 5/15/2020 | 99,000 | ||||||||
Occidental Petroleum Corp. | 1.50%, due 2/15/2018 | 60,000 | ||||||||
Paccar Financial Corp. | 2.20%, due 9/15/2019 | 286,000 | ||||||||
Penske Truck Leasing Co. LP / PTL Finance Corp. | 3.20%, due 7/15/2020 | 40,000 | ||||||||
Roche Holdings Inc. | 2.25%, due 9/30/2019 | 106,000 | ||||||||
Roper Technologies Inc. | 2.05%, due 10/1/2018 | 100,000 | ||||||||
Roper Technologies Inc. | 3.00%, due 12/15/2020 | 70,000 | ||||||||
Royal Bank of Canada | 2.15%, due 3/15/2019 | 50,000 | ||||||||
Royal Bank of Canada | 2.35%, due 10/30/2020 | 109,000 | ||||||||
Ryder System Inc. | 2.88%, due 9/1/2020 | 60,000 | ||||||||
Sabmiller Holdings Inc. | 2.45%, due 1/15/2017 | 163,000 | ||||||||
Scentre Group Trust 1 / Scentre Group Trust 2 | 2.38%, due 11/5/2019 | 139,000 | ||||||||
Schlumberger Holdings Corp. | 3.00%, due 12/21/2020 | 54,000 | ||||||||
Simon Property Group LP | 2.20%, due 2/1/2019 | 51,000 | ||||||||
Simon Property Group LP | 2.50%, due 9/1/2020 | 76,000 | ||||||||
Suntrust Auto Receivables Trust 2015-1 | 1.42%, due 9/16/2019 | 193,000 | ||||||||
Suntrust Banks Inc. | 2.35%, due 11/1/2018 | 172,000 | ||||||||
Synchrony Financial | 2.70%, due 2/3/2020 | 144,000 | ||||||||
Target Corp. | 2.30%, due 6/26/2019 | 126,000 | ||||||||
TIAA Asset Management Finance Co. LLC | 2.95%, due 11/1/2019 | 111,000 | ||||||||
Toyota Motor Credit Corp. | 1.38%, due 1/10/2018 | 146,000 | ||||||||
TransCanada Pipelines Ltd. | 1.88%, due 1/12/2018 | 176,000 | ||||||||
United States Treasury Note/Bond | 1.50%, due 11/30/2019 | 733,000 | ||||||||
United States Treasury Note/Bond | 0.88%, due 1/15/2018 | 80,000 | ||||||||
United States Treasury Note/Bond | 1.38%, due 8/31/2020 | 420,000 | ||||||||
United States Treasury Note/Bond | 1.25%, due 11/15/2018 | 985,000 | ||||||||
United States Treasury Note/Bond | 1.63%, due 11/30/2020 | 1,244,000 | ||||||||
United States Treasury Note/Bond | 1.25%, due 12/15/2018 | 120,000 | ||||||||
United States Treasury Note/Bond | 1.75%, due 12/31/2020 | 315,000 | ||||||||
United States Treasury Note/Bond | 1.00%, due 12/31/2017 | 759,000 | ||||||||
United States Treasury Note/Bond | 1.25%, due 1/31/2019 | 822,000 | ||||||||
United States Treasury Note/Bond | 0.75%, due 6/30/2017 | 1,854,000 | ||||||||
United States Treasury Note/Bond | 0.63%, due 11/30/2017 | 198,000 | ||||||||
United States Treasury Note/Bond | 1.00%, due 5/31/2018 | 393,000 | ||||||||
United States Treasury Note/Bond | 1.63%, due 6/30/2020 | 349,000 | ||||||||
United States Treasury Note/Bond | 1.63%, due 7/31/2020 | 135,000 | ||||||||
United Technologies Corp. | 1.78%, due 5/4/2018 | 120,000 | ||||||||
Unitedhealth Group Inc. | 2.70%, due 7/15/2020 | 133,000 | ||||||||
US Bank Corp. | 2.20%, due 4/25/2019 | 101,000 | ||||||||
Ventas Realty LP / Ventas Capital Corp. | 4.00%, due 4/30/2019 | 52,000 | ||||||||
Volkswagen Group of America Finance LLC | 2.13%, due 5/23/2019 | 247,000 | ||||||||
Volvo Financial Equipment LLC | 1.51%, due 6/17/2019 | 150,000 | ||||||||
Vornado Realty LP | 2.50%, due 6/30/2019 | 118,000 | ||||||||
WEA Finance LLC / Westfield UK & Europe Finance PLC | 2.70%, due 9/17/2019 | 100,000 | ||||||||
* | Wells Fargo & Co. | 1.50%, due 1/16/2018 | 100,000 | |||||||
* | Wells Fargo & Co. | 2.15%, due 1/15/2019 | 25,000 | |||||||
* | Wells Fargo & Co. | 2.13%, due 4/22/2019 | 101,000 | |||||||
* | Wells Fargo & Co. | 2.15%, due 1/30/2020 | 45,000 | |||||||
* | Wells Fargo & Co. | 2.60%, due 7/22/2020 | 86,000 | |||||||
* | Wells Fargo & Co. | 1.53%, due 5/15/2048 | 18,000 |
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party | (c) Description of Investment, including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value | (d) Cost | (e) Current Value | ||||||
Westpac Banking Corp. | 2.25%, due 7/30/2018 | 117,000 | ||||||||
Westpac Banking Corp. | 2.60%, due 11/23/2020 | 65,000 | ||||||||
* | WFRBS Commercial Mortgage Trust 2012-C7 | 2.30%, due 6/15/2045 | 66,000 | |||||||
* | WFRBS Commercial Mortgage Trust 2013-C16 | 1.41%, due 9/15/2046 | 48,000 | |||||||
* | WFRBS Commercial Mortgage Trust 2014-C20 | 1.28%, due 5/15/2047 | 69,000 | |||||||
* | WFRBS Commercial Mortgage Trust 2014-C23 | 3.19%, due 10/15/2057 | 268,000 | |||||||
* | WFRBS Commercial Mortgage Trust 2014-C24 | 1.39%, due 11/15/2047 | 43,000 | |||||||
* | WFRBS Commercial Mortgage Trust 2014-C25 | 1.52%, due 11/15/2047 | 178,000 | |||||||
Xerox Corp. | 2.75%, due 9/1/2020 | 209,000 | ||||||||
Total Fair Value | 45,258,000 | |||||||||
Adjustment from fair value to contract value | (389,000 | ) | ||||||||
Total Contract Value | 44,869,000 | |||||||||
Total Investments at Contract Value | 156,415,000 | |||||||||
Notes Receivable from Participants: | ||||||||||
Notes Receivable from Participants | Interest rates: 4.25% - 9.25% | 8,175,000 | ||||||||
Maturity dates: 01/05/2016 - 11/14/2030 |
* | Party-in-interest |