Page
No.
|
||
(a)
|
Financial
Statements
|
|
Report
of Independent Registered Public Accounting Firm
|
3
|
|
Statements
of Net Assets Available for Benefits
|
4
|
|
Statement
of Changes in Net Assets Available for Benefits
|
5
|
|
Notes
to Financial Statements
|
6-12
|
|
(b)
|
Schedule
*
|
|
Schedule
H, Part IV, Line 4(i) – Schedule of Assets (Held at End of
Year)
|
13-39
|
|
(c)
|
Signature
|
40
|
(d)
|
Exhibit
|
|
(23.1) Consent of Independent Registered Public Accounting Firm |
As
of December 30,
|
||||||||
2007
|
2006
|
|||||||
ASSETS
|
||||||||
Investments
at Fair Value (including securities on loan of $1,155,691 and $1,054,628
in 2007 and 2006, respectively)
|
$ | 7,144,473 | $ | 7,168,094 | ||||
Loans
to Participants
|
31,024 | 39,026 | ||||||
Restricted
Collateral for Loaned Securities
|
1,172,174 | 1,075,818 | ||||||
Receivables:
|
||||||||
Dividends
and Interest
|
73 | 534 | ||||||
Employer
Contributions
|
1,034 | 1,226 | ||||||
Participants’
Contributions
|
2,352 | 2,849 | ||||||
Total
Assets
|
8,351,130 | 8,287,547 | ||||||
LIABILITIES
|
||||||||
Amounts
due Broker for Securities Purchased
|
2 | 68 | ||||||
Accounts
Payable and Accrued Expenses
|
2,931 | 1,303 | ||||||
Futures
Contracts Variation Payable
|
- | 1,374 | ||||||
Payable
for Collateral on Loaned Securities
|
1,172,174 | 1,075,818 | ||||||
Total
Liabilities
|
1,175,107 | 1,078,563 | ||||||
Net
Assets Available for Benefits at Fair Value
|
7,176,023 | 7,208,984 | ||||||
Adjustment
from fair value to contract value for interest in fully benefit-responsive
investment contracts
|
(42,282 | ) | (47,222 | ) | ||||
Net
Assets Available for Benefits
|
$ | 7,133,741 | $ | 7,161,762 | ||||
For
the fiscal year ended December 30, 2007
|
||||
ADDITIONS:
|
||||
Dividends
on Eastman Kodak Company Common Stock
|
$ | 1,049 | ||
Interest
and Other Dividends
|
303,704 | |||
Net
Appreciation in Fair Value of Investments
|
98,850 | |||
Contributions:
|
||||
Employer
|
14,239 | |||
Participants’
|
465,103 | |||
Total
Additions
|
882,945 | |||
DEDUCTIONS:
|
||||
Benefits
Paid to Participants
|
(909,709 | ) | ||
Administrative
Expenses
|
(1,257 | ) | ||
Total
Deductions
|
(910,966 | ) | ||
Net
Decrease in Net Assets Available for Benefits
|
(28,021 | ) | ||
Net
Assets Available for Benefits at Beginning of Year
|
7,161,762 | |||
|
||||
Net
Assets Available for Benefits at End of Year
|
$ | 7,133,741 |
Contract
ID #
|
Issuer
|
Contract
Rate
|
Maturity
Date
|
|||||
25205
|
Metropolitan
Life
|
7.34 | % |
01/15/08
|
||||
14525
|
John
Hancock
|
6.42 | % |
03/31/08
|
||||
4-20445-4
|
Principal
Financial Group
|
6.31 | % |
11/01/08
|
||||
117742
|
Metropolitan
Life
|
7.60 | % |
07/01/10
|
||||
15187
|
John
Hancock
|
6.79 | % |
07/05/11
|
Issuer/Wrapper
|
Inception
Date
|
Commonwealth
General Corp (AEGON)
|
2001
|
J.P.
Morgan Chase
|
2001
|
UBS
|
2001
|
State
Street Bank & Trust
|
2004
|
Average
yields for GICs and SICs
|
2007
|
2006
|
Based
on actual earnings
|
5.28%
|
5.85%
|
Based
on interest rate credited to participants
|
5.21%
|
5.53%
|
2007
|
||||
Eastman
Kodak Company Common Stock
|
$ | (8,509 | ) | |
Other
Common and Preferred Stocks
|
187 | |||
Mutual
Funds
|
73,322 | |||
Futures | 245 | |||
Interest
in Common/Collective Trust (Pooled)
Funds
|
33,605 | |||
$ | 98,850 | |||
Maturity
|
Interest
|
Fair
|
||||||||
Investment
|
Date
|
Rate
|
Value
|
|||||||
2007
|
||||||||||
John
Hancock Mutual Life Ins. GAC #15187
|
7/5/2011
|
6.79 | % | $ | 437,402 | |||||
2006
|
||||||||||
John
Hancock Mutual Life Ins. GAC #15187
|
7/5/2011
|
6.79 | % | $ | 403,959 | |||||
2007
|
2006
|
|||||||
Net
Assets Available for Benefits (per the Financial
Statements)
|
$ | 7,133,741 | $ | 7,161,762 | ||||
Adjustment
from contract value to fair value for interest in fully benefit-responsive
investment contracts
|
42,282 | 47,222 | ||||||
Net
Assets Available for Benefits (per the Form 5500)
|
$ | 7,176,023 | $ | 7,208,984 | ||||
Net
Decrease in Net Assets Available for Benefits (per the Financial
Statements)
|
$ | (28,021 | ) | |||||
Change
in adjustment from contract value to fair value for interest in fully
benefit-responsive investment contracts
|
(4,940 | ) | ||||||
Net
Loss (per the Form 5500)
|
$ | (32,961 | ) | |||||
Maturity | Interest | Current | |
Description | Date | Rate | Value |
FIXED INCOME FUND | |||
Group
Annuity Contracts:
|
|||
JOHN
HANCOCK MUTUAL LIFE INSURANCE CO
|
03/31/08
|
6.4200%
|
$ 121,712
|
JOHN
HANCOCK MUTUAL LIFE INSURANCE CO
|
07/05/11
|
6.7900%
|
437,402
|
METROPOLITAN
LIFE INSURANCE CO
|
01/15/08
|
7.3400%
|
38,625
|
METROPOLITAN
LIFE INSURANCE CO
|
07/01/10
|
7.6000%
|
98,156
|
PRINCIPAL
MUTUAL LIFE INSURANCE CO.
|
11/01/08
|
6.3100%
|
44,601
|
$ 740,496
|
|||
Investment
Contract:
|
|||
NISA/AEGON
(WRAPPER)
|
4.9700%
|
$ 64,470
|
|
U.S.
Government Securities:
|
|||
FEDERAL
FARM CR BKS CONS SYS
|
01/17/17
|
4.8750%
|
1,847
|
FEDERAL
HOME LN BKS CONS BDS
|
09/02/08-05/17/17
|
4.375%-5.800%
|
68,769
|
FEDERAL
HOME LN CORP MTN
|
03/05/19
|
5.2000%
|
5,755
|
FEDERAL
HOME LN MTG CONS BD
|
07/18/16
|
5.5000%
|
2,148
|
FEDERAL
HOME LN MTG CORP DEBS
|
04/15/08-07/15/32
|
4.500%-6.250%
|
29,778
|
FEDERAL
HOME LN MTG CORP MTN
|
10/25/12-11/23/35
|
4.625%-5.625%
|
4,362
|
FEDERAL
HOME LN MTG CORP REF
|
03/05/12-02/16/17
|
4.750%-5.000%
|
11,435
|
FEDERAL
HOME LN MTG NTS
|
04/18/16
|
5.2500%
|
2,858
|
FEDERAL
NATL MTG ASSN
|
07/13/09-08/01/12
|
5.125%-5.250%
|
8,152
|
FEDERAL
NATL MTG ASSN DEBS
|
11/20/09-11/15/30
|
4.375%-6.625%
|
73,485
|
FEDERAL
NATL MTG ASSN GTD MTG
|
06/12/17
|
5.3750%
|
1,746
|
FEDERAL
NATL MTG ASSN MTN
|
12/10/09
|
3.8750%
|
3,160
|
FHLMC
INT PMT ON % DEB 2031
|
01/15/12
|
5.7500%
|
15,641
|
FHLMC
MULTI-CLASS MTG 3128 BA
|
01/15/24
|
5.0000%
|
4,632
|
FHLMC
MULTI-CLASS MTG 3152 DA
|
09/15/25
|
6.0000%
|
2,934
|
FHLMC
MULTI-CLASS MTG 3216 MA
|
04/15/27
|
6.0000%
|
2,495
|
FNMA
GTG REMIC P/T 06-51 PA
|
02/25/30
|
5.5000%
|
2,498
|
TENESSEE
VALEY AUTH PWT BDS
|
04/01/36
|
5.8800%
|
3,129
|
U.S.
TREAS STRIP GENERIC TINT
|
05/15/14
|
15,979
|
|
U.S.
TREASURY BONDS
|
02/15/16-05/15/37
|
4.500%-9.250%
|
225,834
|
U.S.
TREASURY NOTES
|
03/31/08-11/15/17
|
3.125%-6.500%
(ZERO CPN)
|
780,269
|
Corporate
Debt Instruments:
|
|||
ABBOTT
LABORATORIES NT
|
11/30/17
|
5.6000%
|
3,293
|
ABBOTT
LABORATORIES NT
|
11/30/37
|
6.1500%
|
4,117
|
ABBOTT
LABS
|
05/15/11
|
5.6000%
|
5,581
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
FIXED INCOME FUND (continued) | |||
Corporate
Debt Instruments:
|
|||
ACE
INA HLDG INC SR NT
|
02/15/17
|
5.7000%
|
1,046
|
AEP
TEX CENT TRANS 06-A CL A4
|
01/01/18
|
5.1700%
|
2,992
|
AEP
TEX NORTH CO SR NT
|
03/01/13
|
5.5000%
|
303
|
AETNA
INC NEW SR NT
|
12/15/37
|
6.7500%
|
969
|
AETNA
INC SR NT
|
06/15/11
|
5.7500%
|
2,390
|
AETNA
INC SR NT
|
06/15/36
|
6.6250%
|
324
|
AFRICAN
DEV BK NTS
|
10/15/15
|
6.8750%
|
3,250
|
AGFC
CAP TR I TR PFD SECS 144A
|
01/15/67
|
VAR
RT
|
2,357
|
AIFUL
CORP SR NT 144A
|
12/12/11
|
6.0000%
|
4,344
|
AIG
SUNAMERICA GLOBAL NT 144A
|
05/10/11
|
6.3000%
|
3,152
|
ALABAMA
PWR CO SR NT SER X
|
05/01/08
|
3.1250%
|
1,132
|
ALCAN
INC NT
|
12/15/33
|
6.1250%
|
1,875
|
ALCOA
INC NT
|
02/23/19
|
5.7200%
|
2,347
|
ALCOA
INC NT
|
02/23/22
|
5.8700%
|
6,892
|
ALLIED
CAP CORP NEW NT
|
04/01/12
|
6.0000%
|
3,631
|
ALLIED
WORLD ASSURN CO
|
08/01/16
|
7.5000%
|
2,168
|
ALLSTATE
CORP DEBS
|
05/15/38
|
6.9000%
|
1,049
|
ALLSTATE
CORP JR SUB DEB SER A
|
05/15/57
|
VAR
RT
|
2,059
|
ALLSTATE
CORP SR NT
|
05/09/35
|
5.5500%
|
1,300
|
ALLSTATE
LIFE GBL MTN #TR00001
|
05/29/09
|
4.5000%
|
5,013
|
ALLSTATE
LIFE GLOBAL #TR00015
|
03/23/09
|
VAR
RT
|
2,995
|
ALTRIA
GROUP INC NT
|
11/04/13
|
7.0000%
|
1,435
|
AMERADA
HESS CORP
|
10/01/29
|
7.8750%
|
8,291
|
AMEREN
UN ELEC SR SECD NT
|
08/01/37
|
5.3000%
|
2,023
|
AMERICA
MOVIL S A B DE C V GTD
|
11/15/17
|
5.6250%
|
2,344
|
AMERICA
MOVIL S A DE DV SR NT
|
03/01/35
|
6.3750%
|
1,530
|
AMERICAN
CAP STRATEGIES LTD SR
|
08/01/12
|
6.8500%
|
3,108
|
AMERICAN
EXPRESS CENTURION BK
|
06/12/17
|
5.9500%
|
3,545
|
AMERICAN
EXPRESS CO SUB DEB
|
09/01/66
|
VAR
RT
|
6,232
|
AMERICAN
EXPRESS CR 06-2 144A
|
01/15/14
|
5.6500%
|
984
|
AMERICAN
EXPRESS CR TR 04-3 A
|
12/15/11
|
4.3500%
|
4,662
|
AMERICAN
EXPRESS TRAVEL 144A
|
11/21/11
|
5.2500%
|
1,290
|
AMERICAN
GEN CORP SR NT
|
02/15/29
|
6.6250%
|
526
|
AMERICAN
GEN FIN CORP MEDIUM
|
12/15/17
|
6.9000%
|
2,047
|
AMERICAN
GENL CORP NTS
|
08/11/10
|
7.5000%
|
2,138
|
AMERICAN
HOME PRODS CORP NT
|
03/15/11
|
STEP
|
5,770
|
AMERICAN
INTL GP INC MTN00029
|
10/18/11
|
5.3750%
|
1,951
|
AMERICAN
INTL GROUP INC JR SUB
|
03/15/37
|
6.2500%
|
311
|
AMERICAN
INTL GROUP INC MEDIUM
|
01/16/18
|
5.8500%
|
4,409
|
AMERICAN
INTL GROUP INC MTN
|
05/18/17
|
5.4500%
|
2,993
|
AMERICAN
INTL GROUP INC NT
|
10/01/15
|
5.0500%
|
803
|
ANADARKO
FIN CO SR NT
|
05/01/31
|
7.5000%
|
8,397
|
ANADARKO
PETE CORP SR NT
|
09/15/16
|
5.9500%
|
1,851
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
FIXED INCOME FUND (continued) | |||
|
|||
Corporate
Debt Instruments:
|
|||
ANADARKO
PETE CORP SR NT
|
09/15/36
|
6.4500%
|
3,496
|
ANADARKO
PETE CORP SR NT
|
09/15/09
|
VAR
RT
|
2,455
|
ANADARKO
PETROLEUM CORP
|
03/15/29
|
7.2000%
|
1,336
|
AOL
TIME WARNER INC DEB
|
05/01/32
|
7.7000%
|
893
|
AOL
TIME WARNER INC NT
|
05/01/12
|
6.8750%
|
3,626
|
APACHE
CORP DEB
|
07/01/19
|
7.6250%
|
2,909
|
APACHE
CORP NT
|
01/15/37
|
6.0000%
|
1,218
|
ARCHER
DANIELS MIDLAND CO DEB
|
01/15/38
|
6.4500%
|
1,045
|
ARCHER
DANIELS MIDLAND CO NT
|
02/01/31
|
7.0000%
|
707
|
ASIAN
DEVELOPMENT BANK SNR MTN
|
06/21/27
|
2.3500%
|
5,122
|
ASIF
GLOBAL FING XIX SR 144A
|
01/17/13
|
4.9000%
|
142
|
ASSURANT
INC SR NT
|
02/15/14
|
5.6250%
|
517
|
ASSURANT
INC SR NT
|
02/15/34
|
6.7500%
|
1,957
|
ASTRAZENECA
PLC NT
|
09/15/37
|
6.4500%
|
1,032
|
AT
& T INC GLOBAL NT
|
01/15/38
|
6.3000%
|
4,462
|
AT
& T INC GLOBAL NT
|
09/01/37
|
6.5000%
|
1,731
|
AT&T
BROADBAND CORP NT
|
03/15/13
|
8.3750%
|
7,917
|
AT&T
CORP SR NT
|
11/15/31
|
STEP
|
3,230
|
AT&T
WIRELESS SVCS INC SR NT
|
03/01/11
|
7.8750%
|
6,479
|
AT&T
WIRELESS SVCS INC SR NT
|
05/01/12
|
8.1250%
|
849
|
AT&T
WIRELESS SVCS INC SR NT
|
03/01/31
|
8.7500%
|
5,540
|
ATLANTIC
CITY 03-1 A2
|
10/20/16
|
4.4600%
|
747
|
ATLANTIC
CITY ELEC 02 1 A4
|
10/20/23
|
5.5500%
|
2,085
|
AVALONBAY
CMNTYS MTN #TR00009
|
03/15/13
|
4.9500%
|
2,783
|
AXA
SA US$ SUB NT
|
12/15/30
|
8.6000%
|
2,398
|
BAC
CAP TR XIV PFD HYBRID NT
|
12/31/49
|
VAR
RT
|
2,359
|
BAE
SYS HLDGS INC GTD NT 144A
|
08/15/15
|
5.2000%
|
1,189
|
BALTIMORE
GAS & ELEC CO NT
|
10/01/36
|
6.3500%
|
575
|
BANC
AMER COML MTG 06-4 A3A
|
08/10/13
|
VAR
RT
|
2,006
|
BANC
AMER FDG 2006-2 CL 2A18
|
03/25/36
|
5.7500%
|
900
|
BANC
ONE CORP SUB DEB
|
10/15/26
|
7.6250%
|
1,607
|
BANK
AMER CORP NT
|
08/01/10
|
4.5000%
|
2,914
|
BANK
AMER CORP SR NT
|
08/15/11
|
5.3750%
|
4,681
|
BANK
AMER CORP SR NT
|
12/01/17
|
5.7500%
|
3,991
|
BANK
AMER CORP SUB GLOBAL NT
|
08/15/13
|
4.7500%
|
3,237
|
BANK
AMER CORP SUB NT
|
03/15/17
|
5.4200%
|
2,886
|
BANK
AMER CORP SUB NT
|
09/15/37
|
6.5000%
|
5,942
|
BANK
AMER CORP SUB NT
|
01/15/11
|
7.4000%
|
698
|
BANK
AMER N A CHARLOTTE N C
|
03/15/17
|
5.3000%
|
11,492
|
BANK
AMERICA CORP SUB NTS
|
10/15/11
|
7.1250%
|
783
|
BANK
OKLA N A TULSA SUB NT
|
05/15/17
|
VAR
RT
|
2,872
|
BANK
ONE CORP SUB NT
|
01/30/13
|
5.2500%
|
1,074
|
BANK
ONE ISSUANCE 04-B2 B2
|
04/15/12
|
4.3700%
|
2,108
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
FIXED
INCOME FUND (continued)
|
|||
Corporate
Debt Instruments:
|
|||
BANK
ONE ISSUANCE TR 03-3 NT
|
02/16/16
|
4.7700%
|
1,867
|
BANK
ONE ISSUANCE TR 03-7 CL A
|
03/15/11
|
3.3500%
|
5,154
|
BANK
ONE ISSURANCE TR 03 1 C
|
09/15/10
|
4.5400%
|
2,700
|
BANKAMERICA
CAP III CAP SECS
|
01/15/27
|
VAR
RT
|
601
|
BARCLAYS
BK PLC SUB HYBRID TIE
|
09/29/49
|
VAR
RT
|
3,801
|
BAXTER
INTL INC SR NT
|
09/01/16
|
5.9000%
|
3,208
|
BAYVIEW
FINL SECS 05-2 CL AF2
|
02/28/45
|
5.1400%
|
1,375
|
BB&T
CAP TR II GTD TR PFD SECS
|
06/07/36
|
6.7500%
|
2,670
|
BB&T
CORP SUB NT 2012
|
10/01/12
|
4.7500%
|
2,041
|
BEAR
STEARNS COS INC
|
01/22/17
|
5.5500%
|
982
|
BEAR
STEARNS COS INC GLOBAL NT
|
08/15/11
|
5.5000%
|
1,980
|
BEAR
STEARNS COS INC MTN
|
08/10/12
|
6.9500%
|
6,464
|
BEAR
STEARNS COS INC NT
|
07/02/08
|
2.8750%
|
3,115
|
BEAR
STEARNS COS INC SR GLOBAL
|
06/23/10
|
4.5500%
|
386
|
BEAR
STEARNS COS INC SR NT
|
10/02/17
|
6.4000%
|
2,309
|
BELLSOUTH
CAP FUNDING CORP
|
02/15/10
|
7.7500%
|
5,900
|
BELLSOUTH
CORP DEB
|
06/15/34
|
6.5500%
|
3,466
|
BELLSOUTH
CORP NT
|
11/15/12
|
4.7500%
|
1,214
|
BELLSOUTH
CORP NT
|
08/15/08
|
VAR
RT
|
7,986
|
BELLSOUTH
TELECOMMUNICAT BNDS
|
06/01/28
|
6.3750%
|
845
|
BERKSHIRE
HATHAWAY FIN
|
01/15/10
|
4.1250%
|
5,061
|
BERKSHIRE
HATHAWAY FIN CORP
|
01/15/15
|
4.8500%
|
2,907
|
BERKSHIRE
HATHAWAY FIN CORP SR
|
12/15/10
|
4.2000%
|
1,561
|
BHP
BILLITON FIN
|
05/05/11
|
4.1250%
|
570
|
BHP
BILLITON FIN USA LTD GTD
|
03/29/17
|
5.4000%
|
3,117
|
BLACK
& DECKER CORP SR NT
|
11/15/16
|
5.7500%
|
1,272
|
BLACKROCK
INC NT
|
09/15/17
|
6.2500%
|
2,629
|
BOARDWALK
PIPELINES INC LP
|
11/15/16
|
5.8750%
|
2,952
|
BOEING
CAP CORP SR NT
|
03/01/11
|
6.1000%
|
1,350
|
BOEING
CAP CORP SR NT
|
02/15/12
|
6.5000%
|
402
|
BOI
CAP FDG NO 2 LP FIXED/144A
|
02/01/49
|
VAR
RT
|
2,972
|
BOTTLING
GROUP LLC SR NT
|
11/15/12
|
4.6250%
|
911
|
BRANDYWINE
OPER LTN L P
|
11/01/09
|
4.5000%
|
2,677
|
BRISTOL
MYERS SQUIBB CO NT
|
11/15/36
|
5.8750%
|
3,328
|
BRITISH
SKY BROADCASTING NTS
|
02/23/09
|
6.8750%
|
1,120
|
BRITISH
TELECOMMUNICATIONS NT
|
12/15/10
|
STEP
|
3,743
|
BRITISH
TELECOMMUNICATIONS PLC
|
12/15/30
|
STEP
|
2,530
|
BROADRIDGE
FINL SOLUTIONS INC
|
06/01/17
|
6.1250%
|
2,500
|
BURLINGTON
NORTHN MTN TR 00002
|
07/15/37
|
6.5300%
|
1,043
|
BURLINGTON
NORTHN SANTA FE
|
06/01/36
|
7.2900%
|
653
|
BURLINGTON
NORTHN SANTA FE COR
|
05/01/17
|
5.6500%
|
1,609
|
BURLINGTON
NORTHN SANTA FE COR
|
05/01/37
|
6.1500%
|
318
|
BURLINGTON
RESOURCES FINANCE
|
12/01/11
|
6.5000%
|
5,219
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
FIXED
INCOME FUND (continued)
|
|||
Corporate
Debt Instruments:
|
|||
BURLINGTON
RESOURCES FINANCE
|
12/01/31
|
7.4000%
|
954
|
CABELAS
CR CARD 06-III A 144A
|
10/15/14
|
5.2600%
|
2,432
|
CANADIAN
NAT RES LTD NT
|
05/15/17
|
5.7000%
|
1,752
|
CANADIAN
NAT RES LTD NT
|
03/15/38
|
6.2500%
|
2,084
|
CANADIAN
NATIONAL RAILWAY CO
|
10/15/11
|
6.3750%
|
826
|
CANADIAN
NATL RY CO NT
|
11/15/17
|
5.8500%
|
2,611
|
CANADIAN
NATL RY CO SR NT
|
08/01/34
|
6.2500%
|
1,390
|
CANADIAN
PAC RY CO NEW NT
|
05/15/37
|
5.9500%
|
2,070
|
CANADIAN
PACIFIC RAILWAY CO
|
10/15/11
|
6.2500%
|
2,629
|
CANADIAN
PACIFIC RAILWAY CO
|
10/15/31
|
7.1250%
|
827
|
CAPITAL
AUTO REC 07-1 CL B
|
09/17/12
|
5.1500%
|
975
|
CAPITAL
AUTO RECV 2006-2 CL B
|
12/15/11
|
5.0700%
|
985
|
CAPITAL
ONE 2006-6 CL A
|
02/18/14
|
5.3000%
|
2,035
|
CAPITAL
ONE AUTO 06-C CL A2
|
07/15/09
|
5.3100%
|
66
|
CAPITAL
ONE BK MTN #TR 00175
|
06/13/13
|
6.5000%
|
734
|
CAPITAL
ONE BK MTN #TR 00177
|
12/01/08
|
4.2500%
|
1,808
|
CAPITAL
ONE BK MTN SR #TR00174
|
05/15/08
|
4.8750%
|
696
|
CAPITAL
ONE BK MTN SR #TR00176
|
09/15/10
|
5.7500%
|
2,008
|
CAPITAL
ONE CAP IV CAP SECS
|
02/17/37
|
6.7450%
|
2,379
|
CAPITAL
ONE FINL CORP SR NT
|
09/15/11
|
5.7000%
|
3,046
|
CAPITAL
ONE FINL CORP SR NT
|
09/15/17
|
6.7500%
|
1,003
|
CAPITAL
ONE MULTI 03-3 NT CL B
|
06/15/11
|
4.5000%
|
1,790
|
CAPITAL
ONE MULTI 07-7 CL A
|
07/15/20
|
5.7500%
|
3,001
|
CAPITAL
ONE MULTI 2005-A7 A7
|
06/15/15
|
4.7000%
|
3,011
|
CAPITAL
ONE MULTI ASSET 03-5 B
|
08/15/13
|
4.7900%
|
1,498
|
CAPITAL
ONE MULTI ASSET 05-1 B
|
12/15/17
|
4.9000%
|
956
|
CAPITAL
ONE PRIME 07-1 CL B
|
12/15/13
|
5.7600%
|
2,405
|
CAPITAL
ONE PRIME AUTO 04-3 B
|
08/15/11
|
3.8600%
|
1,926
|
CAPITAL
ONE PRIME AUTO 06-1 B
|
01/15/13
|
5.1300%
|
971
|
CAPMARK
FINL GROUP INC SR 144A
|
05/10/12
|
5.8750%
|
1,232
|
CAPTIAL
ONE MULTI 2006-3 CL A
|
12/17/18
|
5.0500%
|
4,233
|
CARGILL
INC NT 144A
|
09/15/37
|
6.6250%
|
1,751
|
CARMAX
AUTO OWNER 2005-2 CL A4
|
09/15/10
|
4.3400%
|
598
|
CAROLINA
PWR & LT CO 1ST MTG
|
12/15/15
|
5.2500%
|
733
|
CAROLINA
PWR & LT CO NT
|
07/15/12
|
6.5000%
|
1,333
|
CATERPILLAR
FINL 06 A CL A3
|
05/25/10
|
5.5700%
|
484
|
CATERPILLAR
FINL 07 A CL A-3A
|
06/25/12
|
5.3400%
|
2,028
|
CATERPILLAR
FINL 2006 A NT B
|
06/25/12
|
5.7100%
|
516
|
CATERPILLAR
FINL CORP
|
07/15/08
|
2.7000%
|
543
|
CATERPILLAR
FINL SVCS CORP SR
|
06/15/09
|
4.5000%
|
1,454
|
CBA
CAP TR I TR PFD SECS 144A
|
12/31/49
|
5.8050%
|
1,768
|
CENDANT
MTG CORP 2004-1 CL A-1
|
02/25/34
|
5.5000%
|
1,291
|
CENTERPOINT
ENERGY HOUSTON
|
07/01/23
|
5.6000%
|
1,613
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
FIXED
INCOME FUND (continued)
|
|||
Corporate
Debt Instruments:
|
|||
CENTERPOINT
ENERGY HOUSTON
|
03/15/33
|
6.9500%
|
1,161
|
CENTEX
CORP SR NT
|
10/01/13
|
5.1250%
|
431
|
CENTEX
HOME EQ LN TR 04-C AF-4
|
05/25/32
|
5.0800%
|
433
|
CENTEX
HOME EQUITY 05-A CL AF5
|
01/25/35
|
VAR
RT
|
877
|
CHARTER
ONE BK N A NT
|
04/26/11
|
5.5000%
|
5,444
|
CHASE
AUTO OWNER TR 06-B B
|
04/15/14
|
5.2400%
|
498
|
CHASE
AUTO OWNER TR 2006 A
|
01/15/13
|
5.4700%
|
461
|
CHASE
AUTO OWNER TR 2006 A A-4
|
01/15/13
|
5.3600%
|
1,011
|
CHASE
CAP II CAP SECS SER B
|
02/01/27
|
FLTG
RT
|
1,904
|
CHASE
FDG MTG LN 03-1 1A5
|
10/25/32
|
VAR
RT
|
1,626
|
CHASE
FDG MTG LN 03-4 IA-6
|
05/25/36
|
4.4290%
|
3,457
|
CHASE
FDG MTG LN 04-1 IA-6
|
06/25/15
|
4.2660%
|
2,625
|
CHASE
ISSUANCE 07-17 CL A
|
10/15/14
|
5.1200%
|
14,445
|
CHASE
ISSUANCE 07-A3 CL A3
|
04/15/19
|
5.2300%
|
1,484
|
CHASE
ISSUANCE TR 05-2 NT CL B
|
12/15/10
|
4.5200%
|
2,991
|
CHASE
ISSUANCE TR 05-4 NT CL A
|
01/15/13
|
4.2300%
|
4,983
|
CHASE
MANHATTAN AUTO 04-A CTF
|
09/15/10
|
2.5800%
|
813
|
CHUBB
CORP DIRECTLY ISSUED SUB
|
03/29/37
|
VAR
RT
|
1,379
|
CHUBB
CORP SR NT
|
05/11/37
|
6.0000%
|
4,118
|
CINCINNATI
FINL CORP SR NT
|
11/01/34
|
6.1250%
|
1,548
|
CINGULAR
WIRELESS LLC SR NT
|
12/15/11
|
6.5000%
|
525
|
CINTAS
CORP NO 2 SR NT
|
08/15/36
|
6.1500%
|
814
|
CISCO
SYSTEMS INC
|
02/22/11
|
5.2500%
|
2,661
|
CIT
EQUIP COLL 06-VT2 CL B
|
04/20/14
|
5.2400%
|
555
|
CIT
EQUIP COLL 06-VT2 CL C
|
04/20/14
|
5.2900%
|
554
|
CIT
EQUIP COLL TR 05-EF1 CL A3
|
05/20/09
|
4.4200%
|
318
|
CIT
EQUIP COLL TR 2006-VT1 A3
|
12/21/08
|
5.1300%
|
1,331
|
CIT
GROUP INC SR NT
|
11/30/12
|
7.6250%
|
4,456
|
CITIBANK
CR 2005-B1
|
09/15/10
|
4.4000%
|
2,831
|
CITIBANK
CR CARD 03 C3 NT
|
04/07/10
|
4.4500%
|
994
|
CITIBANK
CR CARD 03-C4 C4
|
06/10/15
|
5.0000%
|
2,264
|
CITIBANK
CR CARD 2006-A3 CL 3
|
03/15/18
|
5.3000%
|
4,839
|
CITIBANK
CR CARD 2006-B2 CL B2
|
03/07/11
|
5.1500%
|
1,146
|
CITIBANK
CR CARD MASTER TR I
|
01/15/10
|
6.2000%
|
901
|
CITIBANK
CR CARD TR 05-C5 C5
|
10/25/10
|
4.9500%
|
1,733
|
CITICORP
RESIDENTIAL 07-2 A6
|
06/25/37
|
6.2650%
|
948
|
CITIGROUP
CAP XXI ENHANCED PFD
|
12/21/57
|
VAR
RT
|
1,585
|
CITIGROUP
INC
|
10/31/25
|
2.4000%
|
1,864
|
CITIGROUP
INC GLOABL NT
|
01/07/16
|
5.3000%
|
4,978
|
CITIGROUP
INC GLOBAL NT
|
02/22/10
|
4.1250%
|
6,414
|
CITIGROUP
INC GLOBAL NT
|
10/17/12
|
5.3000%
|
6,466
|
CITIGROUP
INC GLOBAL NT
|
12/11/34
|
5.8500%
|
838
|
CITIGROUP
INC GLOBAL SR NT
|
05/29/37
|
5.8750%
|
4,029
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
FIXED
INCOME FUND (continued)
|
|||
Corporate
Debt Instruments:
|
|||
CITIGROUP
INC GLOBAL SR NT
|
08/15/17
|
6.0000%
|
2,314
|
CITIGROUP
INC GLOBAL SUB NT
|
02/22/33
|
5.8750%
|
1,873
|
CITIGROUP
INC GLOBAL SUB NT
|
10/31/33
|
6.0000%
|
911
|
CITIGROUP
INC GLOBAL SUB NT
|
06/15/32
|
6.6250%
|
707
|
CITIGROUP
INC NT
|
09/29/11
|
5.1000%
|
11,370
|
CITIGROUP
INC NTS
|
02/15/98
|
6.8750%
|
687
|
CITIGROUP
INC SUB NT
|
09/15/14
|
5.0000%
|
6,743
|
CITIGROUP
INC SUB NT
|
08/25/36
|
6.1250%
|
2,816
|
CITIGROUP
MTG LN TR 05-WF2 AF4
|
08/25/35
|
VAR
RT
|
2,975
|
CLEVELAND
ELEC ILLUM CO SR NT
|
12/15/13
|
5.6500%
|
5,677
|
CLEVELAND
ELEC ILLUM CO SR NT
|
12/15/36
|
5.9500%
|
1,815
|
CLOROX
CO SR NT
|
10/15/12
|
5.4500%
|
2,052
|
CNH
EQUIP TR 05-A ASSET CL A-3
|
04/15/09
|
4.0200%
|
175
|
CNH
EQUIP TR 2004-A NT CL A4B
|
09/15/11
|
3.4800%
|
490
|
CNH
EQUIP TR 2006-1 CL A3
|
08/16/10
|
5.2000%
|
1,938
|
CNH
EQUIP TR 2006-1 CL B
|
12/17/12
|
5.4000%
|
2,704
|
CNH
EQUIP TR 2007 A NT CL B
|
06/16/14
|
5.0900%
|
1,650
|
COCA
COLA CO NT
|
11/15/17
|
5.3500%
|
4,477
|
COMCAST
CABLE COMM INC SR NT
|
06/15/13
|
7.1250%
|
1,306
|
COMCAST
CABLE COMMUNS INC NT
|
01/30/11
|
6.7500%
|
9,356
|
COMCAST
CORP NEW GTD NT
|
03/15/16
|
5.9000%
|
2,756
|
COMCAST
CORP NEW GTD NT
|
03/15/37
|
6.4500%
|
1,759
|
COMCAST
CORP NEW NT
|
11/15/15
|
5.8500%
|
783
|
COMCAST
CORP NEW NT
|
11/15/17
|
6.3000%
|
5,121
|
COMCAST
CORP NEW NT
|
11/15/35
|
6.5000%
|
1,188
|
COMCAST
CORP NEW NT
|
08/15/37
|
6.9500%
|
3,157
|
COMERICA
CAP TR 11 GTD SECS
|
02/20/37
|
6.5760%
|
1,333
|
COMMERCE
GROUP INC MASS SR NT
|
12/09/13
|
5.9500%
|
4,903
|
COMMUNITY
PROGRAM LN TR 87 A-4
|
10/01/18
|
4.5000%
|
1,342
|
CONAGRA
INC SENIOR NTS
|
10/01/26
|
7.1250%
|
877
|
CONOCOPHILLIPS
AUSTRALIA FDG
|
04/09/09
|
VAR
RT
|
1,138
|
CONOCOPHILLIPS
CDA FDG CO II
|
04/15/12
|
5.3000%
|
9,582
|
CONSOLIDATED
NAT GAS CO 04 A
|
12/01/14
|
5.0000%
|
3,506
|
CONSUMERS
ENERGY CO 1ST MTG BD
|
03/15/15
|
5.0000%
|
772
|
CONSUMERS
ENERGY CO 1ST MTG BD
|
08/15/16
|
5.5000%
|
1,086
|
CONSUMERS
ENERGY CO SER D
|
04/15/13
|
5.3750%
|
1,193
|
CONSUMERS
FDG 01-1 CL A 4
|
04/20/12
|
4.9800%
|
2,026
|
CONSUMERS
FDG 01-1 CL A5
|
04/20/15
|
5.4300%
|
3,676
|
CONTINENTAL AIRLINES PASS
THRU
|
08/02/20
|
6.5450%
|
465
|
CONTINENTAL
AIRLS 99-2 CL A-1
|
03/15/20
|
7.2560%
|
432
|
COSTCO
WHSL CORP NEW SR NT
|
03/15/17
|
5.5000%
|
1,801
|
COUNTRYWIDE
FINL CORP MEDIUM
|
06/07/12
|
5.8000%
|
5,957
|
COVIDIEN
INTL FIN 144A
|
10/15/17
|
6.0000%
|
4,121
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
FIXED
INCOME FUND (continued)
|
|||
Corporate
Debt Instruments:
|
|||
COX
COMMUNICATIONS INC NEW NT
|
01/15/10
|
4.6250%
|
2,110
|
COX
COMMUNICATIONS INC NEW NT
|
06/01/13
|
4.6250%
|
2,224
|
COX
COMMUNICATIONS INC NEW NT
|
10/01/12
|
7.1250%
|
7,291
|
CPC
INTL MTN TR 00010
|
10/15/97
|
5.6000%
|
879
|
CPL
TRANSITION FDG 02 1 CL A5
|
01/15/17
|
6.2500%
|
3,929
|
CPL
TRANSITION FDG 02-1 CL A4
|
07/15/15
|
5.9600%
|
1,454
|
CREDIT
SUISSE FB 06-1 CL 1A3
|
02/25/36
|
5.5000%
|
1,528
|
CREDIT
SUISSE FB USA INC NT
|
01/15/12
|
6.5000%
|
3,094
|
CREDIT
SUISSE FB USA INC SR NT
|
01/15/09
|
3.8750%
|
7,433
|
CREDIT
SUISSE USA INC
|
08/16/11
|
5.5000%
|
6,136
|
CSX
CORP NT
|
05/01/17
|
5.6000%
|
1,098
|
CSX
CORP NT
|
03/15/18
|
6.2500%
|
856
|
CVS
CAREMARK CORP SR NT
|
06/01/17
|
5.7500%
|
7,841
|
CVS
CAREMARK CORP SR NT
|
06/01/27
|
6.2500%
|
3,848
|
CVS
CORP NT
|
09/15/09
|
4.0000%
|
872
|
CVS
CORP SR NT
|
08/15/11
|
5.7500%
|
1,318
|
CWABS
INC 04-13 ASSET CL AF-4
|
01/25/33
|
VAR
RT
|
3,936
|
CWALT
INC 05-28CB P/T 1-A-5
|
08/25/35
|
5.5000%
|
755
|
CWALT
INC 2005-34CB CL 1-A-6
|
09/25/35
|
5.5000%
|
1,712
|
CWMBS
INC 03-J7 CL 3-1-2
|
08/25/18
|
4.5000%
|
743
|
CWMBS
INC 2003-J13 1A1
|
01/25/34
|
5.2500%
|
1,425
|
DAIMLER
CHRYSLER HLDG CORP NT
|
01/18/31
|
8.5000%
|
1,927
|
DAIMLERCHRYSLER
07 A CL A-4A
|
03/08/13
|
5.2800%
|
2,272
|
DAIMLERCHRYSLER
AUTO 06-C A2
|
05/08/09
|
5.2500%
|
249
|
DAIMLERCHRYSLER
AUTO 06-C CL B
|
04/08/13
|
5.1100%
|
989
|
DAIMLERCHRYSLER
AUTO 2006-A B
|
09/08/12
|
5.1400%
|
981
|
DAIMLERCHRYSLER
AUTO 2006-B B
|
11/08/12
|
5.4900%
|
1,001
|
DAIMLERCHRYSLER
N A #TR00043
|
09/08/11
|
5.7500%
|
3,468
|
DAIMLERCHRYSLER
N A HLDG CORP
|
06/15/10
|
4.8750%
|
4,242
|
DAIMLERCHRYSLER
N A HLDG SR NT
|
11/15/13
|
6.5000%
|
1,084
|
DAIMLERCHRYSLER
NA HLDG CORP
|
01/15/12
|
7.3000%
|
2,847
|
DBS
BK LTD SINGAPORE SUB 144A
|
05/16/17
|
VAR
RT
|
3,378
|
DCP
MIDSTREAM LLC NT 144A
|
09/15/37
|
6.7500%
|
1,946
|
DEERE
JOHN CAP CORP MEDIUM
|
12/17/12
|
4.9500%
|
1,354
|
DEERE
JOHN CAP CORP NT
|
03/15/12
|
7.0000%
|
2,076
|
DEERE
JOHN OWNER TR 04 CL A-4
|
03/15/11
|
3.0200%
|
455
|
DEERE
JOHN OWNER TR 05 CL A-4
|
05/15/12
|
4.1600%
|
704
|
DEPFA
ACS BANK EMTN
|
12/20/16
|
1.6500%
|
6,003
|
DETROIT
EDISON 2001-1 BD CL A5
|
03/01/15
|
6.4200%
|
569
|
DETROIT
EDISON 2001-1 BD CL A6
|
03/01/16
|
6.6200%
|
1,067
|
DETROIT
EDISON CO SR NT
|
10/15/12
|
5.2000%
|
924
|
DETROIT
EDISON CO SR NT
|
10/01/10
|
6.1250%
|
828
|
DETROIT
EDISON CO SR NT 2006 A
|
06/01/36
|
6.6250%
|
315
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
FIXED
INCOME FUND (continued)
|
|||
Corporate
Debt Instruments:
|
|||
DETROIT EDISON
SR NT SER E
|
10/01/37
|
5.7000%
|
960
|
DEUTSCHE
BK AG GLOBAL MEDIUM
|
10/12/12
|
5.3750%
|
6,594
|
DEUTSCHE
BK AG LONDON SR NT
|
09/01/17
|
6.0000%
|
578
|
DEUTSCHE
BK CAP FDG TR VII
|
01/19/49
|
VAR
RT
|
2,657
|
DEUTSCHE
TELECOM INTL FIN BV
|
03/23/16
|
5.7500%
|
2,622
|
DEUTSCHE
TELEKOM INTL FIN B V
|
06/01/32
|
9.2500%
|
1,470
|
DEUTSCHE
TELEKOM INTL FIN BV
|
06/15/30
|
STEP
|
1,778
|
DEUTSCHE
TELEKOM INTL FIN BV
|
06/15/30
|
VAR
RT
|
3,983
|
DEVELOPMENT
BANK OF JAPAN
|
03/17/17
|
1.7500%
|
6,512
|
DEVELOPMENT
BANK OF JAPAN
|
03/19/26
|
2.3000%
|
11,362
|
DEVON
FING CORP ULC DEB
|
09/30/31
|
7.8750%
|
2,567
|
DIAGEO
CAP PLC GTD NT
|
01/30/13
|
5.2000%
|
13,319
|
DIAGEO
FIN BV NT
|
04/01/11
|
3.8750%
|
966
|
DISCOVER
CARD CL A 2007-1
|
03/16/20
|
5.6500%
|
3,042
|
DISNEY
WALT CO GLOBAL NT
|
12/01/12
|
4.7000%
|
1,492
|
DOMINION
RES INC VA NEW SR NT
|
05/15/08
|
STEP
|
1,482
|
DOW
CHEM CO GLOBAL NT
|
12/15/08
|
5.7500%
|
1,340
|
DOW
CHEM CO NT
|
10/01/12
|
6.0000%
|
2,427
|
DP
WORLD LTD GLOBAL MTN 144A
|
07/02/37
|
6.8500%
|
1,604
|
DTE
ENERGY CO NT
|
06/01/11
|
7.0500%
|
3,335
|
DTE
ENERGY CO SR NT
|
04/15/33
|
6.3750%
|
1,006
|
DTE
ENERGY CO SR NT SER B
|
06/01/16
|
6.3500%
|
2,600
|
DU
POINT E I DE NEMOURS & CO
|
01/15/13
|
5.0000%
|
4,026
|
DU
PONT E I DE NEMOURS & CO NT
|
11/15/12
|
4.7500%
|
800
|
DU
PONT E I DE NEMOURS & CO NT
|
04/30/14
|
4.8750%
|
493
|
DU
PONT EI DE NEMOURS & CO NT
|
10/15/09
|
6.8750%
|
522
|
DUKE
CAP CORP SR NT
|
02/15/13
|
6.2500%
|
284
|
DUKE
CAP CORP SR NT
|
02/15/32
|
6.7500%
|
337
|
DUKE
ENERGY CAROLINAS LLC NT
|
06/01/37
|
6.1000%
|
840
|
DUKE
ENERGY CORP 1ST & REF MTG
|
03/05/08
|
3.7500%
|
5,120
|
DUKE
ENERGY CORP MTG BD
|
04/01/10
|
4.5000%
|
351
|
DUKE
ENERGY CORP SR NT
|
11/30/12
|
5.6250%
|
839
|
DUKE
ENERGY CORP SR NT
|
01/15/12
|
6.2500%
|
1,110
|
DUKE
ENERGY FIELD SVCS LLC
|
08/16/10
|
7.8750%
|
2,282
|
EASTMAN
CHEM CO DEB
|
01/15/24
|
7.2500%
|
427
|
EATON
VANCE CORP NT
|
10/02/17
|
6.5000%
|
463
|
EKSPORTFINANS
A S A MEDIUM
|
10/26/11
|
5.1250%
|
4,211
|
EKSPORTFINANS
AS MTN #TR00007
|
07/15/09
|
4.3750%
|
5,503
|
EKSPORTFINANS
ASA MTN
|
09/20/10
|
4.3750%
|
1,463
|
ELECTRICIDADE
DE PORTUGAL 144A
|
11/02/12
|
5.3750%
|
1,411
|
ELECTRONIC
DATA SYS CORP NEW
|
08/01/13
|
STEP
|
655
|
ELECTRONIC
DATA SYS CORP NT
|
10/15/09
|
7.1250%
|
670
|
ELECTRONIC
DATA SYS CORP NT
|
10/15/29
|
7.4500%
|
662
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
FIXED
INCOME FUND (continued)
|
|||
Corporate
Debt Instruments:
|
|||
ELM
B.V.
|
05/29/49
|
VAR
RT
|
1,479
|
EMBARQ
CORP NT
|
06/01/13
|
6.7380%
|
2,381
|
EMBARQ
CORP NT
|
06/01/16
|
7.0820%
|
1,509
|
EMBARQ
CORP NT
|
06/01/36
|
7.9950%
|
2,144
|
EMERSON
ELECTRIC CO NT
|
08/15/32
|
6.0000%
|
712
|
ENCACA
CORP NT
|
08/15/09
|
4.6000%
|
1,696
|
ENCACA
CORP NT
|
12/01/17
|
5.9000%
|
3,463
|
ENCANA
CORP NT
|
02/01/38
|
6.5000%
|
1,158
|
ENCANA
HLDGS FIN CORP NT
|
05/01/14
|
5.8000%
|
3,166
|
ENERGY
EAST CORP NT
|
07/15/36
|
6.7500%
|
4,474
|
ENERGY
TRANSFER PARTNERS LP SR
|
10/15/36
|
6.6250%
|
675
|
ENTERPRISE
PRODS INC L P SR NT
|
10/15/34
|
6.6500%
|
1,357
|
EOG
RES INC SR NT
|
09/15/17
|
5.8750%
|
2,593
|
EQUITY
ONE INC SR NT
|
09/15/17
|
6.0000%
|
2,584
|
EQUITY
ONE MTG 03-4 CL M1
|
11/25/33
|
5.3690%
|
1,733
|
ERAC
USA FIN CO GTD 144A
|
10/15/37
|
7.0000%
|
1,013
|
ERAC
USA FIN CO GTD NT 144A
|
10/15/17
|
6.3750%
|
2,900
|
ERP
OPER L P
|
08/15/26
|
7.5700%
|
2,209
|
ERP
OPERATING LP NTS
|
04/13/15
|
6.6300%
|
2,111
|
ESTEE
LAUDER COS INC SR NT
|
05/15/37
|
6.0000%
|
2,512
|
EUROPEAN
INVESTMENT BK BDS
|
06/20/17
|
1.4000%
|
4,130
|
EVEREST
REINS HLDS INC
|
05/15/37
|
VAR
RT
|
1,041
|
EXELON
CORP SR NT
|
05/01/11
|
6.7500%
|
470
|
EXELON
GENERATION CO LLC SR NT
|
10/01/17
|
6.2000%
|
2,058
|
EXPORT
IMPORT BK KOREA NT
|
10/17/12
|
5.5000%
|
2,815
|
FEDERATED
DEPT STORES INC DEL
|
09/01/08
|
6.6250%
|
2,941
|
FEDERATED
RETAIL HLDGS INC GTD
|
03/15/12
|
5.3500%
|
2,276
|
FEDERATED
RETAIL HLDGS INC GTD
|
03/15/37
|
6.3750%
|
1,037
|
FIRST
UNION CORP SUB NT STEP
|
08/01/26
|
VAR
RT
|
2,376
|
FIRSTENERGY
CORP NT SER B
|
11/15/11
|
6.4500%
|
330
|
FIRSTENERGY
CORP NT SER C
|
11/15/31
|
7.3750%
|
6,916
|
FLORIDA
PWR & LT CO 1ST MTG BD
|
06/01/35
|
4.9500%
|
1,034
|
FLORIDA
PWR & LT CO IST MTG BD
|
05/01/37
|
5.8500%
|
1,449
|
FLORIDA
PWR CORP 1ST MTG BD
|
09/15/17
|
5.8000%
|
2,585
|
FLORIDA
PWR CORP 1ST MTG BD
|
03/01/33
|
5.9000%
|
1,476
|
FLORIDA
PWR CORP 1ST MTG BD
|
09/15/37
|
6.3500%
|
783
|
FMR
CORP NT 144A
|
03/01/13
|
4.7500%
|
1,200
|
FMR
CORP NT 144A
|
06/15/19
|
7.4900%
|
3,865
|
FORD
CR AUTO 07 B CL A-4A
|
07/15/12
|
5.2400%
|
504
|
FORD
CR AUTO 07 B CL B
|
11/15/12
|
5.6900%
|
995
|
FORD
CR AUTO 07-A CL C
|
02/15/13
|
5.8000%
|
1,942
|
FORD
CR AUTO OWNER 2005-B CL C
|
08/15/10
|
4.8300%
|
1,073
|
FORD
CR AUTO OWNER 2006-C CL C
|
09/15/12
|
5.4700%
|
976
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
FIXED
INCOME FUND (continued)
|
|||
Corporate
Debt Instruments:
|
|||
FORD
CR AUTO OWNER TR 05-A B
|
01/15/10
|
3.8800%
|
2,068
|
FORD
CR AUTO OWNER TR 05-B B
|
04/15/10
|
4.6400%
|
1,205
|
FOSTERS
FIN CORP GTD NT 144A
|
10/01/14
|
4.8750%
|
757
|
FRANCE
TELECOM SA NT
|
03/01/31
|
VAR
RT
|
2,549
|
FUJI
FIN CAYMAN LTD SUB 144A
|
04/15/10
|
8.6250%
|
846
|
GAZ
CAPITAL SA 144A
|
02/25/14
|
5.0300%
|
203
|
GAZ
CAPITAL SA NOTES REGS
|
04/28/34
|
8.6250%
|
1,375
|
GE
CAP CR CARD 07-3 CL B
|
06/15/13
|
5.4900%
|
2,025
|
GE
CAP CR CARD MSTR 06-1 CL A
|
09/15/12
|
5.0800%
|
5,483
|
GE
CAP CR CARD MSTR NT 05-3 A
|
06/15/13
|
4.1300%
|
2,122
|
GE
GLOBAL INS HLDG
|
06/15/10
|
7.5000%
|
5,007
|
GE
GLOBAL INS HLDG CORP
|
02/15/26
|
7.0000%
|
1,022
|
GEN
ELEC CAP CORP MTN TR 00804
|
11/15/67
|
VAR
RT
|
2,919
|
GENERAL
DYNAMICS CORP NT
|
05/15/08
|
3.0000%
|
2,585
|
GENERAL
ELEC CAP CORP MEDIUM
|
04/10/12
|
5.0000%
|
5,052
|
GENERAL
ELEC CAP CORP MEDIUM
|
10/19/12
|
5.2500%
|
8,439
|
GENERAL
ELEC CAP CORP MEDIUM
|
09/15/17
|
5.6250%
|
1,777
|
GENERAL
ELEC CAP CORP MEDIUM
|
08/07/37
|
6.1500%
|
13,839
|
GENERAL
ELEC CAP CORP MTN
|
05/04/20
|
5.5500%
|
2,496
|
GENERAL
ELEC CAP MTN #TR 00528
|
03/15/32
|
6.7500%
|
529
|
GENERAL
ELEC CAP MTN #TR00771
|
02/01/11
|
5.2000%
|
9,931
|
GENERAL
ELEC CAP MTN TR 00792
|
06/04/14
|
5.5000%
|
14,030
|
GENERAL
ELEC CO NT
|
12/06/17
|
5.2500%
|
2,404
|
GENERAL
MILLS INC NT
|
09/10/12
|
5.6500%
|
3,514
|
GENWORTH
FINL INC SR NT
|
05/16/09
|
5.2310%
|
2,190
|
GEORGIA
PWR CO NT
|
02/17/09
|
VAR
RT
|
993
|
GEORGIA
PWR CO SR NT SER Z
|
12/15/15
|
5.2500%
|
1,459
|
GLEN MEADOWS PASS
THROUGH 144A
|
02/12/67
|
VAR
RT
|
1,303
|
GLITNIR
BANK HG GBL MTN 144A
|
07/28/11
|
6.3300%
|
1,708
|
GLITNIR
BANKI HF 144A
|
06/15/16
|
VAR
RT
|
2,987
|
GOLDEN
WEST FINL CORP DEL SR
|
10/01/12
|
4.7500%
|
7,511
|
GOLDMAN
SACHS CAP I
|
02/15/34
|
6.3450%
|
4,195
|
GOLDMAN
SACHS CAPITAL II
|
12/29/49
|
VAR
RT
|
3,918
|
GOLDMAN
SACHS GROUP INC
|
10/15/13
|
5.2500%
|
13,146
|
GOLDMAN
SACHS GROUP INC
|
01/15/16
|
5.3500%
|
3,257
|
GOLDMAN
SACHS GROUP INC SR NT
|
07/15/13
|
4.7500%
|
5,739
|
GOLDMAN
SACHS GROUP INC SR NT
|
04/01/13
|
5.2500%
|
1,202
|
GOLDMAN
SACHS GROUP INC SR NT
|
02/14/12
|
5.3000%
|
7,723
|
GOLDMAN
SACHS GROUP INC SUB NT
|
10/01/37
|
6.7500%
|
5,321
|
GREAT
AMERICA LLC 05-1 A4 144A
|
08/20/10
|
4.9700%
|
2,016
|
GREAT
RIV ENERGY 1ST MTG 144A
|
07/01/17
|
5.8290%
|
6,956
|
GREENWICH
CAP COML 06-GG7 A4
|
07/10/38
|
6.1100%
|
1,506
|
GS
MTG SECS CORP 04-GG2 A5
|
08/10/38
|
VAR
RT
|
2,528
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
FIXED
INCOME FUND (continued)
|
|||
Corporate
Debt Instruments:
|
|||
GS
MTG SECS CORP 06-GG6 A2
|
04/10/38
|
5.5060%
|
2,019
|
GTE
CORP
|
04/15/28
|
6.9400%
|
2,099
|
HALLIBURTON
CO SR NT
|
10/15/10
|
5.5000%
|
3,389
|
HARRIS
CORP DEL NT
|
12/01/17
|
5.9500%
|
1,592
|
HARTFORD
FINL SVCS GROUP INC
|
08/16/08
|
5.5500%
|
3,883
|
HARTFORD
FINL SVCS GROUP INC
|
11/16/08
|
5.6630%
|
2,979
|
HARTFORD
FINL SVCS GRP
|
10/01/41
|
6.1000%
|
113
|
HASBRO
INC NT
|
09/15/17
|
6.3000%
|
1,538
|
HBOS
CAP FDG NO 2 LP 144A
|
06/30/49
|
VAR
RT
|
1,772
|
HBOS
PLC MTN #SR00034 144A
|
09/15/09
|
4.0000%
|
1,288
|
HBOS
PLC MTN 144A # SR 00053
|
07/20/09
|
5.6250%
|
3,696
|
HEALTH
CARE REIT INC NT
|
05/15/15
|
5.8750%
|
1,111
|
HERTZ
VEH FING 05-2 A2 144A
|
02/25/10
|
4.9300%
|
1,102
|
HERTZ
VEH FING 05-2 CL A4 144A
|
02/25/11
|
5.0100%
|
1,502
|
HEWLETT
PACKARD CO GLOBAL NT
|
03/01/12
|
5.2500%
|
3,987
|
HONDA
AUTO 2006-1 CL A3
|
02/18/10
|
5.0700%
|
1,492
|
HONEYWELL
INTL INC SR NT
|
03/15/17
|
5.3000%
|
2,403
|
HONEYWELL
INTL INC SR NT
|
03/15/37
|
5.7000%
|
1,535
|
HOSPIRA
INC
|
03/30/17
|
6.0500%
|
4,263
|
HOSPITALITY
PPTYS TR SR NT
|
02/15/15
|
5.1250%
|
3,198
|
HOSPITALITY
PPTYS TR SR NT
|
02/15/13
|
6.7500%
|
1,071
|
HRPT
PPTYS TR NT
|
01/15/13
|
6.5000%
|
1,123
|
HRPT
PROPERTIES TRUST CORP BD
|
11/01/15
|
5.7500%
|
2,882
|
HSBC
BK USA GBL MTN #SR00013
|
09/15/09
|
3.8750%
|
2,374
|
HSBC
BK USA NEW YORK N Y
|
04/01/14
|
4.6250%
|
4,859
|
HSBC
CAP FDG DLR 2 LP 144A
|
12/29/49
|
VAR
RT
|
2,338
|
HSBC
FIN CAP TR IX GTD CAP
|
11/30/35
|
VAR
RT
|
6,969
|
HSBC
FIN CORP NT
|
06/01/11
|
5.7000%
|
963
|
HSBC
HLDGS PLC SUB NT
|
12/12/12
|
5.2500%
|
509
|
HSBC
HLDGS PLC SUB NT
|
05/02/36
|
6.5000%
|
626
|
HSBC
HLDGS PLC SUB NT
|
09/15/37
|
6.5000%
|
3,247
|
HUMANA
INC SR NT
|
06/01/16
|
6.4500%
|
2,590
|
HYDRO-QUEBEC
|
04/01/16
|
7.5000%
|
2,498
|
HYUNDAI
AUTO REC 06-B CL B
|
05/15/13
|
5.1900%
|
1,495
|
HYUNDAI
AUTO REC TR 04-A B
|
08/15/11
|
3.4600%
|
754
|
HYUNDAI
AUTO REC TR 2005-A A-4
|
02/15/12
|
4.1800%
|
497
|
HYUNDAI
AUTO RECV 2006-A CL B
|
06/25/14
|
5.2900%
|
1,952
|
IBM
CORP DEBENTURES
|
08/01/27
|
6.2200%
|
1,627
|
ICICI
BANK 144A
|
01/12/12
|
5.7500%
|
772
|
ICICI
BANK LTD (SINGAPORE)
|
10/20/11
|
5.8750%
|
536
|
ICICI
BK LTD BAHRAIN BRH 144A
|
10/03/12
|
6.6250%
|
2,793
|
ILFC
E CAPITAL TR II ENHANCED
|
12/21/65
|
VAR
RT
|
5,028
|
IMPERIAL
TOB OVERSEAS BV
|
04/01/09
|
7.1250%
|
817
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
FIXED
INCOME FUND (continued)
|
|||
Corporate
Debt Instruments:
|
|||
INCO
LTD
|
09/15/32
|
7.2000%
|
2,452
|
INDYMAC
MBS INC 03-A7 A2
|
07/25/33
|
4.8500%
|
691
|
INDYMAC
MBS INC 03-A8 A1
|
10/25/18
|
3.7500%
|
1,621
|
ING
BANK N V SUB NT 144A
|
05/01/15
|
5.1250%
|
483
|
INTERNATIONAL
BUS MACHS CORP
|
11/29/12
|
4.7500%
|
1,556
|
INTERNATIONAL
BUSINESS MACHS
|
03/22/11
|
4.9500%
|
2,254
|
INTERNATIONAL
BUSINESS MACHS
|
09/14/17
|
5.7000%
|
6,690
|
INTERNATIONAL
BUSINESS MACHS
|
11/29/32
|
5.8750%
|
1,095
|
INUIT
SR NT
|
03/15/17
|
5.7500%
|
2,376
|
ISTAR
FINL INC SR NT
|
10/15/13
|
5.9500%
|
1,590
|
J
P MORGAN CHASE & CO GBL NT
|
02/01/11
|
6.7500%
|
3,250
|
JANUS
CAP GROUP INC NT
|
06/15/17
|
6.7000%
|
3,569
|
JC
P&L TRANSITION FDG 02-A A-4
|
06/05/19
|
6.1600%
|
1,319
|
JEFFERIES
GROUP INC NEW SR DEB
|
01/15/36
|
6.2500%
|
1,617
|
JOHN
DEERE TR 06 CL A4
|
06/17/13
|
5.3900%
|
3,775
|
JOHNSON
CTLS INC NT
|
09/15/13
|
4.8750%
|
489
|
JP
MORGAN CHASE & CO
|
06/01/11
|
5.6000%
|
6,003
|
JP
MORGAN CHASE & CO GBL
|
09/01/15
|
VAR
RT
|
1,495
|
JP
MORGAN CHASE BK N A NEW
|
07/05/17
|
6.0000%
|
7,371
|
JP
MORGAN CHASE NK NA NEW YORK
|
10/01/17
|
6.0000%
|
5,366
|
JP
MORGAN MTG ACQ 06-CH2 A1FB
|
10/25/36
|
VAR
RT
|
610
|
JPMORGAN
CHASE & CO SR NT
|
01/15/18
|
6.0000%
|
1,848
|
JPMORGAN
CHASE & CO SUB NT
|
06/27/17
|
6.1250%
|
2,740
|
JPMORGAN
CHASE CAP XXV CAP SEC
|
10/01/37
|
6.8000%
|
987
|
KAUPTHING
BANK HF SR NT 144A
|
04/12/11
|
VAR
RT
|
2,659
|
KAUPTHING
BK MTN SB00001 144A
|
05/19/16
|
7.1250%
|
5,015
|
KELLOGG
CO DEB SER B
|
04/01/31
|
7.4500%
|
970
|
KELLOGG
CO GLOBAL NT
|
06/01/08
|
2.8750%
|
989
|
KELLOGG
CO NT SER B
|
04/01/11
|
6.6000%
|
312
|
KELLOGG
CO SR NT
|
12/03/12
|
5.1250%
|
2,787
|
KERR
MCGEE CORP NT
|
07/01/24
|
6.9500%
|
530
|
KEYBANK
NATL ASSN MTN #SB00001
|
09/15/15
|
4.9500%
|
58
|
KEYCORP
MEDIUM TRM SR #SR00090
|
05/21/09
|
4.7000%
|
1,800
|
KIMBERLY
CLARK CORP NT
|
08/01/17
|
6.1250%
|
3,556
|
KIMBERLY
CLARK CORP NT
|
08/01/37
|
6.6250%
|
1,442
|
KINDER
MORGAN ENERGY PARTNERS
|
01/15/38
|
6.9500%
|
218
|
KINDER
MORGAN ENERGY PARTNERS
|
08/15/33
|
7.3000%
|
1,952
|
KINDER
MORGAN ENERGY PRTNS LP
|
02/01/17
|
6.0000%
|
508
|
KOHLS
CORP NT
|
12/15/37
|
6.8750%
|
2,622
|
KRAFT
FOOD INC BD
|
02/11/13
|
6.0000%
|
959
|
KRAFT
FOODS INC GLOBAL NT
|
11/01/11
|
5.6250%
|
813
|
KRAFT
FOODS INC NT
|
10/01/13
|
5.2500%
|
2,054
|
KRAFT
FOODS INC NT
|
08/11/17
|
6.5000%
|
3,322
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
FIXED
INCOME FUND (continued)
|
|||
Corporate
Debt Instruments:
|
|||
KRAFT
FOODS INC NT
|
02/01/38
|
6.8750%
|
1,384
|
KROGER
CO NT
|
04/15/12
|
6.7500%
|
1,171
|
KROGER
CO SR DEB
|
09/15/29
|
8.0000%
|
2,778
|
LANDESBANKI
IS HF 144A SR00001
|
08/25/11
|
6.1000%
|
2,066
|
LANDESKREDITBANK
BADEN WURTTEM
|
09/15/10
|
4.2500%
|
1,552
|
LANDESKREDITBANK
GLOBAL NT
|
01/13/12
|
4.8750%
|
4,171
|
LANDSBANKI
IS HF CAP NTS 144A
|
12/19/49
|
VAR
RT
|
1,596
|
LANDWIRTSCHAFTLICHE
RENTE NT
|
07/02/12
|
5.2500%
|
3,329
|
LB
UBS COML MTG TR 06-C3 CL A2
|
03/15/39
|
5.5320%
|
1,520
|
LEHMAN
BROS HLDG INC MTN
|
07/18/11
|
5.7500%
|
1,659
|
LEHMAN
BROS HLDGS INC DTD
|
12/31/49
|
VAR
RT
|
6,475
|
LEHMAN
BROS HLDGS INC MEDIUM
|
12/28/17
|
6.7500%
|
730
|
LEHMAN
BROS HLDGS INC SUB NT
|
07/19/17
|
6.5000%
|
1,744
|
LEHMAN
BROTHERS HLDGS #TR00621
|
04/04/16
|
5.5000%
|
1,096
|
LEHMAN
BROTHERS HLDGS #TR00632
|
04/25/11
|
5.7500%
|
908
|
LEHMAN
BROTHERS HLDGS INC
|
09/26/14
|
6.2000%
|
5,687
|
LEHMAN
BROTHERS HLDGS INC MTN
|
07/19/12
|
6.0000%
|
8,637
|
LEHMAN
BROTHERS HLDGS INC MTN
|
09/15/22
|
VAR
RT
|
1,976
|
LEHMAN
BROTHERS HOLDING
|
01/14/11
|
5.0000%
|
4,333
|
LEHMAN
BROTHERS MTN #TR00636
|
05/17/13
|
5.7500%
|
4,301
|
LIBERTY
MUT GROUP INC 144A
|
08/15/36
|
7.5000%
|
1,432
|
LIBERTY
MUT GRP INC 144A
|
03/15/14
|
5.7500%
|
1,157
|
LILLY
ELI & CO NT
|
03/15/17
|
5.2000%
|
1,681
|
LILLY
ELI & CO NT
|
03/15/37
|
5.5500%
|
5,060
|
LINCOLN
NATL CORP IND CAP SECS
|
04/20/67
|
VAR
RT
|
2,719
|
LINCOLN
NATL CORP IND SR NT
|
04/07/36
|
6.1500%
|
2,846
|
LOCKHEED
MARTIN CO GTD
|
05/01/26
|
7.7500%
|
1,519
|
LOCKHEED
MARTIN CORP NT
|
09/01/36
|
6.1500%
|
2,187
|
LOCKHEED
MARTIN GTD
|
05/01/36
|
7.2000%
|
457
|
LONG
BEACH ACCEP AUTO 06-B A4
|
06/15/12
|
4.5220%
|
1,979
|
LONG
BEACH ACCEPT AUTO 06 A A3
|
12/15/10
|
5.4180%
|
2,166
|
LORAL
CORP DEB
|
09/15/23
|
7.0000%
|
1,094
|
LUKOIL
INTERNATIONAL FIN BV BD
|
06/07/17
|
6.3560%
|
1,494
|
M &
I MARSHALL & ILSLEY 00028
|
02/22/12
|
5.1500%
|
13,398
|
M&I
AUTO LN TR 2005-1 NT CL A4
|
03/21/11
|
4.8600%
|
1,499
|
MACY'S
RETAIL HLDGS INC GTD SR
|
01/15/13
|
5.8750%
|
5,997
|
MARATHON
OIL CORP SR NT
|
10/01/17
|
6.0000%
|
2,834
|
MARATHON
OIL CORP SR NT
|
10/01/37
|
6.6000%
|
579
|
MARKEL
CORP SR NT
|
08/15/34
|
7.3500%
|
2,466
|
MARLIN
LEASING 05-1 144A
|
11/17/08
|
4.6300%
|
1,175
|
MARLIN
LEASING 06-1A CLB1 144A
|
09/16/13
|
5.6300%
|
795
|
MARLIN
LEASING 2006-1A CL A3
|
12/15/09
|
5.3300%
|
592
|
MARLIN
LEASING REC 06-1A CL A4
|
09/16/13
|
5.3300%
|
507
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
FIXED
INCOME FUND (continued)
|
|||
Corporate
Debt Instruments:
|
|||
MARSH
& MCLENNAN COS INC SR NT
|
09/15/10
|
5.1500%
|
2,195
|
MASSMUTUAL
GBL TR 00016 144A
|
04/15/09
|
3.8000%
|
1,151
|
MASSMUTUAL
GLOBAL FDG II 144A
|
07/15/08
|
2.5500%
|
1,008
|
MAY
DEPT STORES CO NT
|
07/15/14
|
5.7500%
|
1,622
|
MAY
DEPT STORES CO SR NT
|
07/15/24
|
6.6500%
|
803
|
MBNA
CR CARD MASTER 04-B1 B1
|
08/15/16
|
4.4500%
|
1,556
|
MBNA
CR CARD MASTER 05-1 CL A
|
09/15/10
|
4.2000%
|
1,222
|
MBNA
CR CARD TR 02-1 CL C
|
07/15/14
|
6.8000%
|
1,567
|
MBNA
MASTER CR CARD 99-J CL B
|
02/15/12
|
7.4000%
|
1,561
|
MCDONALDS
CORP MEDIUM TERM NTS
|
10/15/17
|
5.8000%
|
2,031
|
MERCK
& CO INC DEBS
|
03/01/28
|
6.4000%
|
1,243
|
MERCK
& CO INC MTNS TR 00011
|
05/13/37
|
5.7600%
|
532
|
MERCK
& CO INC SR NT
|
02/15/13
|
4.3750%
|
861
|
MERRILL
LYNCH & CO INC MEDIUM
|
08/15/12
|
6.0500%
|
2,730
|
MERRILL
LYNCH & CO INC MTN
|
08/28/17
|
6.4000%
|
5,080
|
MERRILL
LYNCH & CO INC NTS
|
02/17/09
|
6.0000%
|
2,695
|
MERRILL
LYNCH & CO INC SUB NT
|
05/02/17
|
5.7000%
|
3,478
|
MERRILL
LYNCH & CO INC SUB NT
|
01/29/37
|
6.1100%
|
3,458
|
MID
AMERICAN ENERGY #TR00008
|
10/15/36
|
5.8000%
|
3,080
|
MID
STATE TR XI ASSET BKD CL A
|
07/15/38
|
4.8640%
|
1,228
|
MIDAMERICAN
ENERGY HLDGS CO
|
04/01/36
|
6.1250%
|
1,583
|
MIDLAND
BANK PLC NTS
|
03/15/11
|
6.9500%
|
3,525
|
MID-STATE
TR VI BKD NTS CL A-1
|
07/01/35
|
7.3400%
|
3,536
|
MIZUHO
FIN(CAYMAN) MTN
|
04/15/14
|
VAR
RT
|
1,412
|
MIZUHO
FINL GRP CAYMAN 144A
|
04/15/14
|
5.7900%
|
7,523
|
ML
CFC COML MTG 06 2 CL A3
|
06/12/46
|
VAR
RT
|
3,131
|
MMG
FIDUCIARY & TR CORP 144A
|
02/01/16
|
6.7500%
|
3,355
|
MOBIL
CORP NT
|
08/15/21
|
8.6250%
|
1,728
|
MOLSON
COORS CAP FIN SR NT
|
09/22/10
|
4.8500%
|
2,013
|
MORGAN
STANLEY DW & CO GL NT
|
04/15/11
|
6.7500%
|
1,164
|
MORGAN
STANLEY GLOBAL MED TERM
|
04/27/17
|
5.5500%
|
10,480
|
MORGAN
STANLEY GLOBAL MEDIUM
|
11/02/12
|
5.2500%
|
10,280
|
MORGAN
STANLEY GLOBAL MTN
|
08/28/17
|
6.2500%
|
2,413
|
MORGAN
STANLEY GLOBAL SUB NT
|
04/01/14
|
4.7500%
|
2,340
|
MORGAN
STANLEY NT
|
01/21/11
|
5.0500%
|
1,346
|
MORGAN
STANLEY NT
|
01/09/17
|
5.4500%
|
3,918
|
MORGAN
STANLEY SR MEDIUM TERM
|
12/28/17
|
5.9500%
|
3,711
|
MORGAN
STANLEY SR MTN SER F
|
01/09/12
|
5.6250%
|
9,561
|
MOTOROLA
INC
|
09/01/25
|
6.5000%
|
260
|
MOTOROLA
INC DEBS
|
11/15/28
|
6.5000%
|
432
|
MOTOROLA
INC NTS
|
11/15/10
|
7.6250%
|
174
|
MUFG
CAP FIN 1 LTD USD
|
07/29/49
|
VAR
RT
|
1,000
|
MUTUAL
OMAHA INS CO NT 144A
|
06/15/36
|
6.8000%
|
2,599
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
FIXED
INCOME FUND (continued)
|
|||
Corporate
Debt Instruments:
|
|||
NATIONAL
BK CDA N Y BRH DEP NT
|
11/01/09
|
7.7500%
|
4,064
|
NATIONAL CITY
BK MTN #SB 00001
|
02/15/11
|
6.3000%
|
970
|
NATIONAL CITY
BK MTN #SB 00003
|
12/15/11
|
6.2000%
|
1,354
|
NATIONAL
RURAL UTILITIES COOP
|
02/15/08
|
3.8750%
|
1,773
|
NATIONAL
RURAL UTILS COOP FIN
|
03/01/12
|
7.2500%
|
1,157
|
NATIONWIDE
FINL SVCS INC JR
|
05/15/37
|
6.7500%
|
3,702
|
NATIONWIDE
HEALTH PPTYS INC
|
07/15/11
|
6.5000%
|
3,173
|
NATIONWIDE
MTN #SR00019 144A
|
02/01/10
|
4.2500%
|
2,225
|
NATL
CITY CORP SUB NT
|
02/01/09
|
5.7500%
|
3,097
|
NEW
AMER HLDGS INC NT
|
08/01/34
|
8.4500%
|
252
|
NEW
CENTY HOME EQTY 04-A MI1
|
08/25/34
|
VAR
RT
|
2,217
|
NEW
STH WALES TSY BDS
|
08/01/14
|
5.5000%
|
8,851
|
NEWS
AMER HLDGS
|
02/01/13
|
9.2500%
|
3,715
|
NEWS
AMER INC BD
|
12/15/14
|
5.3000%
|
2,972
|
NEWS
AMER INC BD
|
12/15/34
|
6.2000%
|
2,647
|
NEWS
AMER INC GTD SR DEBS
|
04/08/28
|
7.1250%
|
636
|
NEWS
AMER INC GTD SR NT
|
03/01/37
|
6.1500%
|
1,532
|
NEWS
AMER INC GTD SR NT
|
03/15/33
|
6.5500%
|
2,605
|
NEWS
AMER INC SR NT
|
12/15/35
|
6.4000%
|
3,333
|
NEWS
AMER INC SR NT 144A
|
11/15/37
|
6.6500%
|
859
|
NEXEN
INC NT
|
05/15/37
|
6.4000%
|
4,163
|
NEXTEL
COMMUNICATIONS INC SR
|
10/31/13
|
6.8750%
|
4,483
|
NIAGARA
MOHAWK PWR CORP SR NTS
|
10/01/08
|
7.7500%
|
759
|
NISOURCE
FIN CORP GTD NT
|
11/15/10
|
7.8750%
|
5,218
|
NISOURCE
FIN CORP NT
|
03/15/18
|
6.4000%
|
5,033
|
NISSAN
AUTO LEASE 06-A CL A3
|
03/15/10
|
5.1100%
|
5,221
|
NISSAN
AUTO REC 2006 B A-3
|
02/15/10
|
5.1600%
|
1,797
|
NOMURA
ASSET SER 07-1 CL 1-A-5
|
03/25/37
|
5.8200%
|
2,848
|
NORAND
INC NT
|
10/15/15
|
6.0000%
|
3,772
|
NORANDA
INC NT
|
06/15/35
|
6.2000%
|
2,399
|
NORANDA
INC NT
|
07/15/12
|
7.2500%
|
2,467
|
NORDEA
BANK AB (SE)
|
09/30/16
|
VAR
RT
|
906
|
NORDIC
INVESTMENT BANK
|
04/27/17
|
1.7000%
|
9,867
|
NORFOLK
SOUTHERN CORP SR NTS
|
04/15/09
|
6.2000%
|
1,811
|
NORFOLK
SOUTHN CORP NT
|
05/17/25
|
5.5900%
|
761
|
NORFOLK
SOUTHN CORP NT
|
05/15/10
|
8.6250%
|
2,880
|
NORFOLK
SOUTHN CORP SR NT
|
02/15/31
|
7.2500%
|
991
|
NORTHROP
GRUMMAN CORP DEB
|
03/01/26
|
7.8750%
|
2,598
|
NORTHRUP
GRUMMAN CORP DEB
|
02/15/31
|
7.7500%
|
6
|
NORTHRUP
GRUMMAN CORP NT
|
02/15/11
|
7.1250%
|
3,139
|
NYCTL
2005-A TR SER 05-A 144A
|
12/10/10
|
4.7800%
|
232
|
NYCTL
2006-A TR CL A 144A
|
11/10/19
|
5.9300%
|
219
|
NYKREDIT
A/S
|
01/01/12
|
4.0000%
|
1,583
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
FIXED
INCOME FUND (continued)
|
|||
Corporate
Debt Instruments:
|
|||
OHIO
EDISON CO SR NT
|
07/15/36
|
6.8750%
|
2,153
|
ONCOR
ELEC DELIVERY CO DEB
|
09/01/22
|
7.0000%
|
6,957
|
ONCOR
ELEC DELIVERY CO SR SECD
|
05/01/12
|
6.3750%
|
3,745
|
ORACLE
CORP/OZARK HLDG INC
|
01/15/16
|
5.2500%
|
5,791
|
OWENS
CORNING NEW SR NT
|
12/01/36
|
7.0000%
|
1,522
|
PACIFIC
BELL DEB
|
03/15/26
|
7.1250%
|
2,148
|
PACIFIC
GAS & ELEC CO 1ST MTG
|
03/01/34
|
6.0500%
|
4,742
|
PACIFICCORP
1ST MTG BD
|
04/01/37
|
5.7500%
|
1,954
|
PACIFICORP
BD
|
10/15/37
|
6.2500%
|
3,448
|
PACTIV
CORP NT
|
01/15/18
|
6.4000%
|
1,251
|
PANCANADIAN
PETROLEUM LTD
|
11/01/11
|
6.3000%
|
3,817
|
PANHANDLE
EASTN PIPE LINE CO
|
08/15/08
|
4.8000%
|
1,413
|
PANHANDLE
EASTN PIPE LINE CO
|
11/01/17
|
6.2000%
|
1,709
|
PC
FINL PARTNERSHIP GTD SR NT
|
11/15/14
|
5.0000%
|
998
|
PECO
ENERGY 99-A-A7
|
03/01/09
|
6.1300%
|
1,290
|
PECO
ENERGY CO 1ST & REF MTG
|
10/01/36
|
5.9500%
|
407
|
PECO
ENERGY TRANSITION 01-A BD
|
12/31/10
|
6.5200%
|
2,287
|
PEMEX
PROJ FDG MASTER TR GTD
|
06/15/35
|
6.6250%
|
7,597
|
PENN
MUT LIFE INS CO 144A
|
06/15/34
|
6.6500%
|
1,873
|
PENNEY
J C CO BDS
|
03/01/97
|
7.6250%
|
235
|
PENNEY
JC CORP INC SR NT
|
10/15/36
|
6.3750%
|
155
|
PENNSYLVANIA
ELEC 144A
|
09/01/17
|
6.0500%
|
376
|
PEPCO
HLDGS INC NT
|
06/01/17
|
6.1250%
|
3,008
|
PEPSIAMERICAS
INC NT
|
07/31/12
|
5.7500%
|
1,387
|
PETRO
CDA SR NT
|
07/15/33
|
5.3500%
|
1,122
|
PETRONAS
CAPITAL BDS USD1000
|
05/22/22
|
7.8750%
|
616
|
PHARMACIA
CORP DEB
|
12/15/27
|
6.7505%
|
2,521
|
PHILLIPS
PETE CO NT
|
05/25/10
|
8.7500%
|
2,764
|
PHOENIX
LIFE INS SURPLUS 144A
|
12/15/34
|
7.1500%
|
1,567
|
PNC
FDG CORP GTD SR NT
|
09/28/12
|
5.5000%
|
1,913
|
PNC
FDG CORP NT
|
03/10/08
|
4.2000%
|
4,837
|
POLAR
TANKERS INC NT 144A
|
05/10/37
|
5.9510%
|
1,655
|
POPULAR
ABS INC 04-5 AF4
|
12/25/34
|
VAR
RT
|
1,484
|
POPULAR
ABS INC 2005-3 CL M-1
|
07/25/35
|
VAR
RT
|
1,085
|
POPULAR
ABS INC SER 2004-4 AF6
|
09/25/34
|
VAR
RT
|
1,308
|
POPULAR
NORTH AMER #TR00015
|
04/15/09
|
5.6500%
|
2,932
|
PPL
ELEC UTILS CORP SR SECD BD
|
08/15/37
|
6.4500%
|
1,787
|
PREMIUM
ASSET TR 05-5 144A
|
07/15/08
|
VAR
RT
|
600
|
PROCTER
& GAMBLE CO DEB
|
09/01/24
|
8.0000%
|
1,936
|
PROCTER
& GAMBLE CO NT
|
03/05/37
|
5.5500%
|
5,779
|
PROCTOR
& GAMBLE CO SR NT
|
08/15/08
|
4.3000%
|
718
|
PROGRESS
ENERGY INC SR NT
|
04/15/12
|
6.8500%
|
801
|
PROGRESS
ENERGY INC SR NT
|
03/01/11
|
7.1000%
|
706
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
FIXED
INCOME FUND (continued)
|
|||
Corporate
Debt Instruments:
|
|||
PROGRESS
ENERGY INC SR NT
|
03/01/31
|
7.7500%
|
1,739
|
PROTECTIVE
LIFE MTN #TR 00001
|
11/24/08
|
3.7000%
|
2,736
|
PRUDENTIAL
FINL INC MTN
|
12/14/36
|
5.7000%
|
3,501
|
PRUDENTIAL
FINL INC MTN #00002
|
07/15/13
|
4.5000%
|
1,418
|
PSE&G
TRANSITION FDG 01-1 A-8
|
12/15/17
|
6.8900%
|
2,495
|
PSEG
PWR LLC SR NT
|
04/15/31
|
8.6250%
|
623
|
PSI
ENERGY INC DEB
|
09/15/13
|
5.0000%
|
2,269
|
PSNH
FDG LLC NT CL A 2
|
11/01/10
|
5.7300%
|
207
|
QUEST
DIAGNOSTICS INC SR NT
|
11/01/10
|
5.1250%
|
3,688
|
QUEST
DIAGNOSTICS INC SR NT
|
07/01/37
|
6.9500%
|
1,033
|
RABOBANK
CAP FDG 144A
|
10/29/49
|
VAR
RT
|
3,267
|
RAYTHEON
CO DEB
|
12/15/18
|
6.4000%
|
1,927
|
RAYTHEON
CO NT
|
01/15/11
|
4.8500%
|
2,002
|
RBS
CAP TR III TR PFD SECS
|
09/29/49
|
VAR
RT
|
4,963
|
REGENCY
CTRS L P GTD NT
|
06/15/17
|
5.8750%
|
1,381
|
REGIONS
FINL CORP NEW SR NT
|
08/08/08
|
4.5000%
|
2,350
|
RELIANT
ENERGY 2001-1 CL A3
|
09/15/11
|
5.1600%
|
2,139
|
RESIDENTIAL
ASSET 04-RS12 AI4
|
03/25/33
|
4.6200%
|
2,211
|
RESONA
PFD GLOBAL SECS 144A
|
12/29/49
|
VAR
RT
|
5,075
|
REYNOLDS
AMERN INC SR SECD NT
|
06/01/16
|
7.6250%
|
1,811
|
RIO
TINTO FIN USA LTD
|
09/30/08
|
2.6250%
|
1,228
|
ROGERS
CABLE INC
|
05/01/12
|
7.8750%
|
7,536
|
ROGERS
CABLE INC SR SECD NT
|
06/15/13
|
6.2500%
|
2,491
|
ROGERS
WIRELESS INC SECD NT
|
03/15/15
|
7.5000%
|
4,006
|
ROLLS-ROYCE
PLC
|
03/16/11
|
4.5000%
|
1,317
|
ROYAL
BK SCOTLAND GROUP PLC
|
11/12/13
|
5.0000%
|
3,706
|
ROYAL
BK SCOTLAND GROUP PLC
|
03/31/49
|
VAR
RT
|
399
|
ROYAL
BK SCOTLAND SUB NTS
|
10/01/14
|
5.0000%
|
793
|
ROYAL
KPN NV NT
|
10/01/10
|
8.0000%
|
1,639
|
ROYAL
KPN NV NT
|
10/01/30
|
8.3750%
|
1,274
|
SABMILLER
PLC NT 2011 144A
|
07/01/11
|
6.2000%
|
454
|
SAFEWAY
INC
|
08/16/10
|
4.9500%
|
2,405
|
SAFEWAY
INC NT
|
08/15/12
|
5.8000%
|
279
|
SAFEWAY
INC NT
|
08/15/17
|
6.3500%
|
1,162
|
SAFEWAY
INC NT
|
09/15/09
|
7.5000%
|
713
|
SANTANDER
CENTRAL HISPANO ISS
|
09/14/10
|
7.6250%
|
1,979
|
SANTANDER
FINL SUB NTS
|
02/15/11
|
6.3750%
|
639
|
SARAWAK
INTL
|
08/03/15
|
5.5000%
|
920
|
SB
CAPITAL SA
|
05/15/13
|
6.4800%
|
302
|
SBC
COMMUNICATIONS
|
09/15/14
|
5.1000%
|
3,018
|
SBC
COMMUNS INC GLOBAL NT
|
06/15/16
|
5.6250%
|
969
|
SCANA
CORP MTN TRNAHCE TR00014
|
05/15/11
|
6.8750%
|
1,059
|
SCHERING
PLOUGH CORP SR NT
|
12/01/13
|
STEP
|
1,909
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
FIXED
INCOME FUND (continued)
|
|||
Corporate
Debt Instruments:
|
|||
SCHERING-PLOUGH
SR NT
|
09/15/17
|
6.0000%
|
2,290
|
SCOTTISH
PWR PLC NT
|
03/15/10
|
4.9100%
|
6,364
|
SCOTTISH
PWR PLC NT
|
03/15/15
|
5.3750%
|
2,447
|
SHINSEI
FIN CAYMAN LTD 144A
|
01/29/49
|
VAR
RT
|
4,688
|
SIEMENS
NV 144A
|
08/17/26
|
6.1250%
|
3,009
|
SIMON
PPTY GROUP INC NEW NT
|
01/30/09
|
3.7500%
|
8,521
|
SLM
CORP MTN # TR 00013
|
03/17/08
|
3.6250%
|
1,373
|
SLM
CORP MTN # TR 00057
|
05/15/14
|
5.3750%
|
1,877
|
SMGF
PFD CAP USD I LTD 144A
|
01/29/49
|
VAR
RT
|
917
|
SOUTHERN
CALIF EDISON CO
|
01/15/16
|
5.0000%
|
2,063
|
SOUTHERN
COPPER CORP DEL NT
|
07/27/35
|
7.5000%
|
373
|
SOUTHERN
UN CO NEW SR NT
|
02/01/24
|
7.6000%
|
972
|
SOVEREIGN
BANCORP INC SR NT
|
09/01/10
|
4.8000%
|
1,632
|
SPRINT
CAP CORP
|
11/15/28
|
6.8750%
|
1,177
|
SPRINT
CAP CORP
|
01/30/11
|
7.6250%
|
546
|
SPRINT
CAP CORP NT
|
03/15/12
|
8.3750%
|
1,232
|
SPRINT
CAP CORP NT
|
03/15/32
|
8.7500%
|
2,267
|
SPRINT
CAPITAL CORP
|
05/01/19
|
6.9000%
|
4,380
|
SPRINT
NEXTEL CORP NT
|
12/01/16
|
6.0000%
|
3,701
|
SUMITOMO
MITSUI BK CORP SUB NT
|
06/15/12
|
8.0000%
|
856
|
SUMITOMO
MITSUI BKG CORP 144A
|
07/29/49
|
VAR
RT
|
1,039
|
SUNCOR
ENERGY INC NT
|
06/15/38
|
6.5000%
|
3,209
|
SUNTRUST
BKS INC SR NT
|
11/05/12
|
5.2500%
|
5,584
|
SUNTRUST
CAP VIII GTD TR PFD
|
12/15/36
|
VAR
RT
|
2,857
|
SUNTRUST
PFD CAP 1 NORMAL PFD
|
12/31/49
|
VAR
RT
|
1,635
|
SUSQUEHANNA
06-1 CL C 144A
|
06/15/09
|
5.5800%
|
2,646
|
SUSQUEHANNA
AUT 05-1 CL C 144A
|
11/14/08
|
5.0900%
|
1,562
|
SUSQUEHANNA
AUTO 06-1 A-3 144A
|
03/16/09
|
5.2100%
|
2,171
|
SUSQUEHANNA
AUTO 06-1 B 144A
|
04/14/09
|
5.2800%
|
2,919
|
SUSQUEHANNA
AUTO 07-1 B 144A
|
07/14/10
|
5.3100%
|
1,241
|
SYSTEMS
2001-A T CL B 144A
|
12/15/11
|
7.1560%
|
1,197
|
TAMPA
ELEC CO NT
|
08/15/12
|
6.3750%
|
483
|
TARGET
CORP NT
|
10/01/08
|
5.4000%
|
1,003
|
TARGET
CORP NT
|
03/01/12
|
5.8750%
|
315
|
TCA
CABLE TV INC
|
02/01/28
|
6.5300%
|
1,549
|
TCI
COMMUN INC
|
08/01/15
|
8.7500%
|
1,819
|
TCI
COMMUNICATIONS INC DEB
|
02/15/26
|
7.8750%
|
2,890
|
TELE
COMMUNICATIONS INC DEB
|
08/01/13
|
7.8750%
|
1,355
|
TELECOM
ITALIA CAP GTD SR NT
|
11/15/08
|
4.0000%
|
710
|
TELECOM
ITALIA CAP GTD SR NT
|
09/30/14
|
4.9500%
|
3,907
|
TELECOM
ITALIA CAP GTD SR NT
|
07/18/11
|
6.2000%
|
2,565
|
TELECOM
ITALIA CAP GTD SR NT
|
07/18/36
|
7.2000%
|
6,769
|
TELECOM
ITALIA CAP GTD SR NT B
|
11/15/13
|
5.2500%
|
7,833
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
FIXED
INCOME FUND (continued)
|
|||
Corporate
Debt Instruments:
|
|||
TELEFONICA
EMISIONES S A U
|
06/20/11
|
5.9840%
|
4,108
|
TELEFONICA
EMISIONES S A U
|
06/20/36
|
7.0450%
|
6,069
|
TELEFONICA
EMISIONES S A U SR
|
02/04/13
|
5.8550%
|
1,817
|
TELEFONICA
EMISIONES S A U SR
|
07/03/17
|
6.2210%
|
3,466
|
TELEFONICA
EMISIONES S A U SR
|
06/20/16
|
6.4210%
|
1,971
|
TELEFONICA
EUROPE B V US NT
|
09/15/10
|
7.7500%
|
2,737
|
TELUS
CORP
|
06/01/11
|
8.0000%
|
1,006
|
TEVA
PHARMACEUTICAL FIN CO LLC
|
02/01/36
|
6.1500%
|
2,452
|
TEVA
PHARMACEUTICAL FIN LLC
|
02/01/16
|
5.5500%
|
3,540
|
TEXTRON
FINL CORP MEDIUM TERM
|
11/01/10
|
5.1250%
|
2,083
|
THORNBURG
MTG 07 4 CL 2A-1
|
07/25/37
|
VAR
RT
|
2,696
|
THORNBURG
MTG 07 4 CL 3A-1
|
07/25/37
|
VAR
RT
|
2,413
|
TIME
WARNER CABLE INC
|
05/01/17
|
5.8500%
|
8,240
|
TIME
WARNER COS INC
|
02/01/24
|
7.5700%
|
4,285
|
TIME
WARNER COS INC JJ13
|
01/15/13
|
9.1250%
|
1,689
|
TIME
WARNER ENTMT CO LP
|
07/15/33
|
8.3750%
|
2,069
|
TIME
WARNER INC BNDS
|
05/15/29
|
6.6250%
|
3,269
|
TNK
BP S A SR MTN 144A
|
03/13/18
|
7.8750%
|
1,257
|
TOYOTA
MOTOR CREDIT NTS
|
12/15/08
|
5.5000%
|
548
|
TOYOTA
MTR CR CORP NT
|
12/15/10
|
4.3500%
|
622
|
TRANSCANADA
PIPELINES LTD
|
03/15/36
|
5.8500%
|
1,069
|
TRANSCANADA
PIPELINES LTD SR
|
10/15/37
|
6.2000%
|
1,782
|
TRANSOCEAN
INC SR NT
|
03/15/13
|
5.2500%
|
3,447
|
TRANSOCEAN
INC SR NT
|
03/15/38
|
6.8000%
|
1,971
|
TRAVELERS
COS INC JR SUB DEB
|
03/15/37
|
VAR
RT
|
4,193
|
TRAVELERS
COS INC SR NT
|
06/15/37
|
6.2500%
|
3,983
|
TURNER
BROADCASTING SYSTEMS
|
07/01/13
|
8.3750%
|
846
|
TXU
ELEC DELIVERY 04-1 BD A3
|
05/15/18
|
5.2900%
|
3,983
|
TXU
ELEC DELIVERY TRANSITION
|
11/17/14
|
4.8100%
|
1,037
|
TYCO
INTL GROUP S A NT
|
11/15/13
|
6.0000%
|
640
|
TYCO
INTL GROUP SA GTD NT
|
01/15/09
|
6.1250%
|
30
|
TYCO
INTL GROUP SA GTD NT
|
02/15/11
|
6.7500%
|
440
|
TYCO
INTL GROUP SA GTD NT
|
01/15/29
|
6.8750%
|
3,181
|
TYCO
INTL GROUP SA NT
|
11/01/08
|
6.1250%
|
91
|
TYCO
INTL GROUP SA SR NT
|
10/15/11
|
6.3750%
|
3,254
|
TYSON
FOODS INC
|
04/01/16
|
VAR
RT
|
1,534
|
U
S BK NATL ASSN MTN #TR00192
|
02/06/09
|
3.7500%
|
5,431
|
UBS
AG STAMFORD # SR 00047
|
07/15/16
|
5.8750%
|
3,258
|
UBS
AG STAMFORD BRH MEDIUM
|
12/20/17
|
5.8750%
|
7,519
|
UBS
LUXEMBOURG SA
|
02/11/15
|
6.2300%
|
895
|
UBS
PFD FDG TR V
|
05/12/06
|
VAR
RT
|
4,614
|
UFJ
FIN ARUBA A E C GTD NT
|
07/15/13
|
6.7500%
|
4,120
|
UNILEVER
CAP CORP
|
11/01/10
|
7.1250%
|
857
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
FIXED
INCOME FUND (continued)
|
|||
Corporate
Debt Instruments:
|
|||
UNION
ELEC CO SR SECD NT
|
06/15/17
|
6.4000%
|
2,181
|
UNION
PAC CORP NT
|
11/15/17
|
5.7500%
|
1,190
|
UNION
PAC CORP NT
|
01/15/11
|
6.6500%
|
1,832
|
UNION
PAC RES GROUP INC DEB
|
05/15/28
|
7.1500%
|
2,554
|
UNION
PACIFIC CORP BDS
|
02/01/29
|
6.6250%
|
2,866
|
UNITED
STS STL CORP NEW SR NT
|
06/01/17
|
6.0500%
|
2,097
|
UNITED
TECH CORP DEBS
|
11/15/19
|
8.8750%
|
419
|
UNITED
TECHNOLOGIES CORP DEB
|
09/15/29
|
7.5000%
|
1,170
|
UNITED
TECHNOLOGIES CORP NT
|
12/15/17
|
5.3750%
|
1,722
|
UNITED
TECHNOLOGIES CORP NT
|
05/01/35
|
5.4000%
|
1,353
|
UNITED
TECHNOLOGIES CORP NT
|
06/01/36
|
6.0500%
|
4,233
|
UNITED
TECHNOLOGIES CORP NT
|
05/15/12
|
6.1000%
|
1,453
|
UNITED
TECHNOLOGIES CORP NT
|
06/01/09
|
6.5000%
|
2,655
|
UNITEDHEALTH
GROUP INC NT
|
08/15/09
|
4.1250%
|
2,466
|
UNITEDHEALTH
GROUP INC NT
|
08/15/14
|
5.0000%
|
1,774
|
UNITEDHEALTH
GROUP INC NT
|
03/15/36
|
5.8000%
|
639
|
UNITEDHEALTH
GROUP INC NT 144A
|
11/15/17
|
6.0000%
|
2,512
|
UNITEDHEALTH
GROUP INC NT 144A
|
11/15/37
|
6.6250%
|
1,338
|
UNITEDHEALTH
GROUP INC SR NT
|
03/15/15
|
4.8750%
|
481
|
UNIVERSAL
HEALTH SVCS INC NT
|
06/30/16
|
7.1250%
|
2,407
|
US
BK NATL ASSN MINNEAPOLIS
|
12/15/08
|
5.7000%
|
1,766
|
US
BK NATL ASSN MTN #SB 00001
|
08/01/11
|
6.3750%
|
1,957
|
US
BK NATL ASSN MTN #TR 00202
|
03/02/09
|
3.4000%
|
852
|
USA
WASTE SERVICES INC SR NTS
|
07/15/28
|
7.0000%
|
1,400
|
USAA
AUTO OWNER 07 2 CL A-4
|
06/15/13
|
5.0700%
|
1,260
|
USXL
FDG II LLC NT CL A 144A
|
04/15/14
|
5.3790%
|
1,313
|
V
F CORP NT
|
11/01/37
|
6.4500%
|
2,055
|
VALE
OVERSEAS LTD GTD NT
|
01/23/17
|
6.2500%
|
1,973
|
VALE
OVERSEAS LTD GTD NT
|
11/21/36
|
6.8750%
|
8,648
|
VALERO
ENERGY CORP NT
|
06/15/17
|
6.1250%
|
1,280
|
VALERO
ENERGY CORP NT
|
06/15/37
|
6.6250%
|
1,653
|
VALERO
ENERGY CORP NT
|
04/15/12
|
6.8750%
|
714
|
VANDERBILT
MTG & FIN 02B CL A4
|
02/07/26
|
5.8400%
|
2,026
|
VANDERBILT
MTG & FIN 03A CL A4
|
05/07/26
|
6.2100%
|
1,249
|
VANDERBILT
MTG 01-A CL A-4
|
06/07/28
|
7.2350%
|
1,447
|
VANDERBILT
MTG 02-C A4
|
08/07/24
|
6.5700%
|
2,024
|
VERIZON
GLOBAL FDG CORP BD
|
06/15/12
|
6.8750%
|
3,865
|
VERIZON
GLOBAL FDG CORP GLOBAL
|
09/01/12
|
7.3750%
|
693
|
VERIZON
GLOBAL FDG CORP NT
|
09/15/35
|
5.8500%
|
3,155
|
VERIZON
MD INC DEB SER B
|
06/15/33
|
5.1250%
|
6,652
|
VERIZON
NEW ENG INC DEB
|
09/15/11
|
6.5000%
|
1,497
|
VERIZON
NEW YORK INC DEB SER A
|
04/01/12
|
6.8750%
|
613
|
VERIZON
NEW YORK INC DEB SER A
|
04/01/32
|
7.3750%
|
1,192
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
FIXED
INCOME FUND (continued)
|
|||
Corporate
Debt Instruments:
|
|||
VIACOM
INC NEW SR NT
|
10/05/37
|
6.7500%
|
1,191
|
VIACOM
INC SR NT
|
08/15/12
|
5.6250%
|
1,428
|
VIACOM
INC SR NT
|
04/30/11
|
5.7500%
|
1,557
|
VIRGINIA
ELE & PWR CO SR NT
|
01/15/36
|
6.0000%
|
1,358
|
VIRGINIA
ELEC & PWR CO A
|
01/15/16
|
5.4000%
|
4,260
|
VIRGINIA
ELEC & PWR CO SR NT
|
03/01/13
|
4.7500%
|
1,829
|
VIRGINIA
ELEC & PWR CO SR NT
|
05/15/37
|
6.0000%
|
3,011
|
VODAFONE
AIRTOUCH PLC NT
|
02/15/10
|
7.7500%
|
15,205
|
VODAFONE
GROUP INC NEW NT
|
03/15/16
|
5.7500%
|
1,430
|
VODAFONE
GROUP PLC
|
09/15/15
|
5.0000%
|
1,176
|
VODAFONE
GROUP PLC NEW NT
|
12/16/13
|
5.0000%
|
5,690
|
VODAFONE
GROUP PLC NEW NT
|
02/27/37
|
6.1500%
|
3,740
|
WACHOVIA
CAP TR III FIXED FLTG
|
03/15/42
|
VAR
RT
|
749
|
WACHOVIA
CORP NEW NT
|
10/15/16
|
5.6250%
|
3,260
|
WACHOVIA
CORP NEW SR HLDG CO
|
03/15/11
|
VAR
RT
|
5,888
|
WACHOVIA
CORP NEW SR NT
|
06/15/17
|
5.7500%
|
6,403
|
WAL
MART STORES INC NT
|
09/01/35
|
5.2500%
|
1,362
|
WAL
MART STORES INC NT
|
08/15/37
|
6.5000%
|
1,846
|
WAL
MART STORES INC NT
|
08/10/09
|
6.8750%
|
4,369
|
WALMART
STORES INC NT
|
05/01/13
|
4.5500%
|
3,161
|
WAL-MART
STORES INC NT
|
07/01/10
|
4.1250%
|
3,518
|
WASHINGTON
MUT INC ST NT
|
01/15/10
|
4.2000%
|
1,374
|
WASHINGTON
MUT INC SUB NT
|
04/01/14
|
4.6250%
|
934
|
WASHINGTON
MUT INC SUB NT
|
11/01/17
|
7.2500%
|
1,667
|
WASHINGTON
MUT MTG 2005-8 1A8
|
10/25/35
|
5.5000%
|
1,705
|
WASHINGTON
REAL ESTATE INVT TR
|
05/01/15
|
5.3500%
|
1,846
|
WASHOVIA
BK NATL ASSN MTN
|
01/15/38
|
6.6000%
|
1,001
|
WASTE
MGMT INC DEL SR NT
|
11/15/12
|
6.3750%
|
1,082
|
WASTE
MGMT INC DEL SR NT
|
11/15/08
|
6.5000%
|
370
|
WASTE
MGMT INC DEL SR NT
|
08/01/10
|
7.3750%
|
897
|
WASTE
MGMT INC DEL SR NT
|
05/15/32
|
7.7500%
|
765
|
WEATHERFORD
INTL INC LTD 144A
|
06/15/17
|
6.3500%
|
2,779
|
WEATHERFORD
INTL INC LTD 144A
|
06/15/37
|
6.8000%
|
2,170
|
WELLPOINT
INC NT
|
12/15/14
|
5.0000%
|
3,177
|
WELLPOINT
INC NT
|
01/15/36
|
5.8500%
|
2,360
|
WELLPOINT
INC NT
|
06/15/17
|
5.8750%
|
2,409
|
WELLS
FARGO & CO NEW NT
|
01/15/10
|
4.2000%
|
1,915
|
WELLS
FARGO & CO NEW SR NT
|
01/12/11
|
4.8750%
|
749
|
WELLS
FARGO & CO NEW SR NT
|
10/23/12
|
5.2500%
|
1,618
|
WELLS
FARGO & CO NEW SR NT
|
09/15/09
|
VAR
RT
|
7,446
|
WELLS
FARGO & CO NEW SR UNSECD
|
12/11/17
|
5.6250%
|
4,707
|
WELLS
FARGO & CO NEW SUB NT
|
11/15/14
|
5.0000%
|
3,870
|
WELLS
FARGO CAP X GTD CAP SECS
|
12/15/36
|
5.9500%
|
1,832
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
FIXED
INCOME FUND (continued)
|
|||
Corporate
Debt Instruments:
|
|||
WELLS
FARGO FINL 05-A CL A-4
|
05/15/12
|
4.2800%
|
2,565
|
WELLS
FARGO HOME EQ 04 2 AI-5
|
11/25/28
|
VAR
RT
|
2,155
|
WESTVACO
CORP DEL DEB
|
02/15/31
|
7.9500%
|
1,603
|
WEYERHAEUSER
CO DEB
|
07/15/23
|
7.1250%
|
1,488
|
WEYERHAUSER
CO NTS
|
03/15/12
|
6.7500%
|
3,989
|
WILLIS
NORTH AMER INC SR NT
|
07/15/10
|
5.1250%
|
1,123
|
WILLIS
NORTH AMER INC SR NT
|
07/15/15
|
5.6250%
|
1,048
|
WORLD
SVGS BK FSB # TR 00001
|
12/15/09
|
4.1250%
|
2,093
|
WYETH
NT
|
02/15/16
|
5.5000%
|
7,081
|
WYETH
NT
|
04/01/37
|
5.9500%
|
6,619
|
WYNDHAM
WORLDWIDE CORP NT
|
12/01/16
|
6.0000%
|
2,479
|
XCEL
ENERGY INC MINN SR NT
|
12/01/10
|
7.0000%
|
1,293
|
XCEL
ENERGY INC SR NT
|
07/01/36
|
6.5000%
|
1,402
|
XTO
ENERGY INC
|
04/15/12
|
7.5000%
|
2,052
|
XTO
ENERGY INC SR NT
|
04/01/36
|
6.1000%
|
1,620
|
YUM
BRANDS INC SR NT
|
11/15/37
|
6.8750%
|
2,733
|
ZFS
FIN USA TR I SER 1 144A
|
12/15/65
|
VAR
RT
|
3,547
|
ZFS
FIN USA TR II SER II 144A
|
12/15/65
|
VAR
RT
|
2,785
|
Other Investments:
|
|||
CHILE
REP BD
|
01/15/13
|
5.5000%
|
2,189
|
DENMARK
(KINGDOM OF)
|
11/15/17
|
4.0000%
|
23
|
DENMARK
(KINGDOM OF) BDS DKK1
|
08/15/08
|
4.0000%
|
130
|
DENMARK
(KINGDOM OF) BDS
|
11/15/15
|
4.0000%
|
8,653
|
DUTCH
GOVT
|
01/15/10
|
3.0000%
|
44,265
|
FINANCEMENT
QUEBEC
|
10/25/12
|
5.0000%
|
1,754
|
GERMANY
(FEDERAL REPUBLIC)
|
01/4/17-07/04/34
|
3.750%-4.750%
|
10,940
|
GERMANY
(FEDERAL REPUBLIC) BDS EUR 0.01
|
04/17/09-07/04/39
|
3.000%-5.000%
|
56,574
|
GERMANY
(FED REP) BDS SER 98
|
07/04/08
|
4.1250%
|
11,106
|
GOVERNMENT
OF CANADA
|
06/01/33
|
5.7500%
|
3,844
|
ILLINOIS
ST TXBL
|
06/01/33
|
5.1000%
|
7,293
|
JAPAN
FIN CORP FOR MUNICAP
|
05/06/16
|
2.0000%
|
6,502
|
KOREA
DEV BK NT
|
09/16/10
|
4.6250%
|
1,034
|
MEXICO
(UNITED MEXICAN STATES)
|
08/15/31
|
8.3000%
|
1,294
|
NEW
BRUNSWICK PROV CDA BD
|
02/21/17
|
5.2000%
|
3,904
|
NOVA
SCOTIA PROV CDA BD
|
01/26/17
|
5.1250%
|
5,525
|
ONTARIO
PROV CDA GLOBAL BD
|
01/15/08
|
3.3750%
|
4,267
|
ONTARIO
PROV CDA GLOBAL NT
|
02/03/15
|
4.5000%
|
738
|
PROV
OF NOVA SCOTIA
|
02/27/12
|
5.7500%
|
2,315
|
PROV
OF QUEBEC
|
01/22/11
|
6.1250%
|
1,183
|
QUEBEC
PROV CDA GLOBAL NT
|
11/14/16
|
5.1250%
|
2,033
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
FIXED
INCOME FUND (continued)
|
|||
Other Investments:
|
|||
QUEENSLAND
TREASURY CORP
|
09/14/17
|
6.0000%
|
4,090
|
RUSSIAN
FEDERATION BDS REG S
|
03/31/30
|
STEP
|
5,843
|
SALES
TAX ASSET RECEIVABLE N Y
|
10/15/10
|
4.0600%
|
2,362
|
SWEDEN
(KINGDOM OF)
|
08/12/15-08/12/17
|
3.750%-4.500%
|
7,133
|
SWEDEN
(KINGDOM OF) BDS
|
07/12/16
|
3.0000%
|
2,258
|
SWEDEN
(KINGDOM OF) IDX LKD BDS
|
12/01/15
|
3.5000%
|
3,739
|
TREASURY
|
09/07/15
|
4.7500%
|
686
|
TREASURY
LN STK (WI)
|
12/07/55
|
4.2500%
|
597
|
TREASURY
STK
|
09/07/14
|
5.0000%
|
756
|
TREASURY
STK GBP1
|
03/07/36
|
4.2500%
|
7,895
|
UNITED
KINGDOM (GOVERNMENT OF)
|
03/07/11
|
4.2500%
|
5,072
|
UNITED
MEXICAN MTN #TR 00019
|
01/15/17
|
5.6250%
|
5,300
|
UNITED
MEXICAN STS MTN TR00010
|
01/16/13
|
6.3750%
|
3,137
|
UNITED
MEXICAN STS MTN TR00013
|
04/08/33
|
7.5000%
|
1,203
|
UNITED
MEXICAN STS MTN TR00017
|
09/27/34
|
6.7500%
|
7,955
|
WISCONSIN
ST GEN REV TXB-SER A
|
05/01/13-05/01/26
|
4.800%-5.700%
|
1,640
|
**Common/Collective Trust:
|
|||
TBC
INC. POOLED EMP DAILY
|
12/31/49
|
VAR
RT
|
76,163
|
Interest Bearing Cash:
|
|||
BANK
OF NEW YORK C/D
|
05/15/09
|
5.4100%
|
5,511
|
NON
BASE CURRENCY
|
198
|
||
Total
Investment Contract
|
$ 3,947,685
|
||
Total
Fixed Income Fund
|
$ 4,688,181
|
||
Principal
|
|||||||||
Amount
or
|
Current
|
||||||||
Description
|
Shares/Units
|
Value
|
|||||||
SIP
MANAGED SMALLER STOCK FUND – Common Stock
|
|||||||||
GEMSTAR-TV
GUIDE Int'l Inc.
|
402 | $ | 2 | ||||||
**T.
ROWE PRICE RETIREMENT 2005 FUND – Mutual Fund
|
|||||||||
T.
Rowe Price Retirement Funds Inc 2005 Fund
|
4,320 | 51,019 | |||||||
**T.
ROWE PRICE RETIREMENT 2010 FUND – Mutual Fund
|
|||||||||
T.
Rowe Price Retirement Funds Inc 2010 Fund
|
10,778 | 175,140 | |||||||
**T.
ROWE PRICE RETIREMENT 2015 FUND – Mutual Fund
|
|||||||||
T.
Rowe Price Retirement Funds Inc 2015 Fund
|
14,639 | 185,772 | |||||||
**T.
ROWE PRICE RETIREMENT 2020 FUND – Mutual Fund
|
|||||||||
T.
Rowe Price Retirement Funds Inc 2020 Fund
|
19,699 | 350,636 | |||||||
**T.
ROWE PRICE RETIREMENT 2025 FUND – Mutual Fund
|
|||||||||
T.
Rowe Price Retirement Funds Inc 2025 Fund
|
14,845 | 196,255 | |||||||
**T.
ROWE PRICE RETIREMENT 2030 FUND – Mutual Fund
|
|||||||||
T.
Rowe Price Retirement Funds Inc 2030 Fund
|
10,287 | 196,687 | |||||||
**T.
ROWE PRICE RETIREMENT 2035 FUND – Mutual Fund
|
|||||||||
T.
Rowe Price Retirement Funds Inc 2035 Fund
|
3,405 | 46,180 | |||||||
**T.
ROWE PRICE RETIREMENT 2040 FUND – Mutual Fund
|
|||||||||
T.
Rowe Price Retirement Funds Inc 2040 Fund
|
6,113 | 117,789 | |||||||
**T.
ROWE PRICE RETIREMENT 2045 FUND – Mutual Fund
|
|||||||||
T.
Rowe Price Retirement Funds Inc 2045 Fund
|
3,149 | 40,248 | |||||||
Principal | |||||||||
Amount or | Current | ||||||||
Description | Shares/Units | Value | |||||||
**T.
ROWE PRICE RETIREMENT 2050 FUND – Mutual Fund
|
|||||||||
T.
Rowe Price Retirement Funds Inc 2050 Fund
|
176 | 1,855 | |||||||
**T.
ROWE PRICE RETIREMENT 2055 FUND – Mutual Fund
|
|||||||||
T.
Rowe Price Retirement Funds Inc 2055 Fund
|
298 | 3,140 | |||||||
**T.
ROWE PRICE RETIREMENT INCOME FUND – Mutual Fund
|
|||||||||
T.
Rowe Price Retirement Funds Inc Income Fund
|
6,597 | 87,876 | |||||||
TRADELINK
BROKERAGE LINK ACCOUNT – Mutual Funds
|
|||||||||
Participant
- Directed Brokerage Link Account
|
332,875 | ||||||||
ADMINISTRATIVE
FUND
|
|||||||||
**Common/Collective
Trust
|
|||||||||
TBC
Inc. Pooled Emp Daily Var RT
|
2,820 | ||||||||
KODAK
STOCK FUND - Common Stock
|
|||||||||
**Eastman
Kodak Company
|
|||||||||
Common
Stock
|
2,527 | 55,768 | |||||||
**Common/Collective
Trust
|
|||||||||
TBC
Inc. Pooled Emp Daily Var RT
|
2,378 | 2,378 | |||||||
Total
Kodak Stock Fund
|
$ | 58,146 | |||||||
BARCLAYS
GLOBAL INVESTORS US DEBT INDEX FUND
|
|||||||||
BGI
US debt index fund
|
832 | 17,256 | |||||||
BARCLAYS
GLOBAL INVESTORS EAFE EQUITY INDEX FUND
|
|||||||||
BGI
EAFE equity index fund
|
4,808 | 164,471 | |||||||
BARCLAYS
GLOBAL INVESTORS RUSSELL 2000 INDEX FUND
|
|||||||||
BGI
Russell 2000 index fund
|
5,756 | 114,289 |
Principal
|
|||||||||
Amount
or
|
Current
|
||||||||
Description
|
Shares/Units
|
Value
|
|||||||
BARCLAYS
GLOBAL INVESTORS EQUITY INDEX FUND
|
|||||||||
BGI
Equity Index fund
|
14,246 | 313,836 | |||||||
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
PARTICIPANT
LOANS
|
|||
**Participant
Loans
|
2008-2011
|
4.000%-8.500%
|
31,024
|
Total
Plan Investments
|
$ 7,175,497
|
||