northern fixed income index funds...fixed income index funds bond index fund (unaudited) portfolio...

Beginning on January 1 2021 as permitted by regulations adopted by the Securities and Exchange Commission paper copies of Northern Funds shareholder reports like this one will no longer be sent by mail unless you specifically request paper copies of the reports from Northern Funds or from your financial intermediary such as a broker-dealer or bank Instead the reports will be made available on the Fundsrsquo website (northerntrustcom) and you will be notified by mail each time a report is posted and provided with a website link to access the report

If you have already elected to receive your shareholder reports electronically you will not be affected by this change and you need not take any action You may elect to receive shareholder reports and other communications from Northern Funds electronically at any time by contacting your financial intermediary (such as a broker-dealer or bank) or if your account is held directly with Northern Funds by calling the Northern Funds Center at 800-595-9111 or by sending an e-mail request to northern-fundsntrscom

You may elect to receive all future reports in paper free of charge If you invest through a financial intermediary please contact your financial intermediary to continue receiving paper copies of your shareholder reports If you invest directly with Northern Funds you can inform Northern Funds that you wish to continue receiving paper copies of your shareholder reports by calling the Northern Funds Center at 800-595-9111 or by sending an e-mail request to northern-fundsntrscom Your election to receive reports in paper will apply to all Northern Funds you hold in your account at the financial intermediary or through an account with Northern Funds You must provide separate instructions to each of your financial intermediaries

N O R T H E R N F I X E D I N C O M E I N D E X F U N D S

A N N UA L R E P O R T

M A R C H 31 2 0 2 0

A M E S S AG E F R O M

BO B B ROW N E

C H I E F I N V E S T M E N T O F F I C E R

The bond market after producing steady gains with low volatility for most of the 12 month period ended March 31 2020 experienced severe disruptions with the outbreak of the coronavirus in early 2020 A combination of supply interruptions and sharply curtailed demand from both consumers and businesses appeared to end the longest economic expansion in US history and set the stage for a domestic and global recession These events brought an immediate response from the US Federal Reserve which cut short-term interest rates from 15 to zero created a wide range of new lending facilities and announced an asset-purchase program that included Treasuries mortgage-backed securities corporate issues and municipal bonds In total the Federal Reserversquos actions dwarfed the remedy for the 2008 financial crisis in both their scope and size The US government also responded with fiscal support in the form of a $22 trillion stimulus package that was passed in late March Policymakers overseas also sought to prop up their economies with monetary and fiscal stimulus designed to offset the impact of the coronavirus

The unprecedented suddenness of the downshift from positive to negative growth was matched by equally historic dislocations in global financial markets Yields on US Treasuries plunged in response to the prospect of a global recession investorsrsquo ldquoflight to safetyrdquo and the Federal Reserversquos accommodative

policies Yields on government bonds hit all-time lows in March with the yield on the benchmark 10-year Treasury briefly falling below 04 and the 30-year reaching 07 ndash leaving the entire US yield curve beneath 1 for the first time in history These events were accompanied by an inversion of the yield curve meaning that yields for short-term issues were above those of longer-term securities Market conditions normalized somewhat in response to the Federal Reserversquos aggressive actions with yields moving off their lows and the yield curve returning to a more typical slope Nevertheless the benchmark 10-year yield closed the period at 070 on March 31 2020 well below its level of 241 on March 31 2019

Although US Treasuries delivered strong performance during the downturn credit-sensitive areas of the market experienced significant declines that pushed their returns for the full 12-month period into negative territory High-yield corporate bonds weakened due to uncertainty regarding the outlook for economic growth and corporate earnings as well as from the sharp declines in oil prices Investment-grade corporate issues were also adversely affected by these trends although to a lesser extent than high yield bonds In addition higher-grade corporate issues received a significant boost in late March from the Federal Reserversquos announcement that it would include this category of

bonds in its asset-purchase programs US government money market funds for their part represented a notable source of stability amid the unusual volatility across many other areas of the financial markets

While certain segments of the bond market have faced challenges in recent months we would note that the investment-grade Bloomberg Barclays US Aggregate Bond Index gained 315 during the first calendar quarter of 2020 and 893 for the full 12-month period ended March 31 2020 In contrast the SampP 500 Index ndash a key measure of performance for US equities ndash returned -1960 and -698 for these same periods respectively We believe that this helps to illustrate bondsrsquo continued value as a source of potential portfolio diversification particularly in challenging times

Most important please know that our thoughts are with each one of our readers ndash our clients colleagues business partners and everyone else within our community ndash as we strive to overcome this health crisis Thank you for the continued opportunity to manage your assets

Bob Browne Chief Investment Officer Northern Trust

F I X E D I N C O M E I N D E X F U N D S

TA B L E O F C O N T E N T S

This report has been prepared for the general information of Northern Funds shareholders It is not authorized for distribution to prospective investors unless accompanied or preceded by a current Northern Funds summary prospectus or prospectus which contains more complete information about a fundrsquos investment objectives risks fees and expenses Investors are reminded to read a summary prospectus or prospectus carefully before investing or sending money

This report contains certain forward-looking statements about factors that may affect the performance of the Funds in the future These statements are based on Northern Fundsrsquo management predictions and expectations concerning certain future events such as performance of the economy as a whole and of specific industry sectors changes in the levels of interest rates the impact of developing world events and other factors Management believes these forward-looking statements to be reasonable although they are inherently uncertain and difficult to predict Actual events may cause adjustments in Northern Fundsrsquo management strategies from those currently expected to be employed

Northern Funds are distributed by Northern Funds Distributors LLC Three Canal Plaza Suite 100 Portland Maine 04101 not affiliated with Northern Trust

2 PORTFOLIO MANAGEMENT COMMENTARY

4 STATEMENTS OF ASSETS AND LIABILITIES

5 STATEMENTS OF OPERATIONS

6 STATEMENTS OF CHANGES IN NET ASSETS

7 FINANCIAL HIGHLIGHTS

9 SCHEDULES OF INVESTMENTS

9 BOND INDEX FUND Ticker Symbol NOBOX

84 US TREASURY INDEX FUND Ticker Symbol BTIAX

88 NOTES TO THE FINANCIAL STATEMENTS

95 REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

96 TAX INFORMATION

97 LIQUIDITY RISK MANAGEMENT PROGRAM

98 FUND EXPENSES

99 TRUSTEES AND OFFICERS

103 INVESTMENT CONSIDERATIONS

104 FOR MORE INFORMATION

NOT FDIC INSURED

May lose value No bank guarantee

NORTHERN FUNDS ANNUAL REPORT 1 FIXED INCOME INDEX FUNDS


BO N D I N D E X F U N D (UNAUDITED)

P O R T F O L I O M A N AG E M E N T C O M M E N TA RY

The 12-month period ended March 31 2020 represented a tale of two markets As designed the Fundrsquos return of 901 for the fiscal year ended March 31 2020 was essentially in line with the benchmark Bloomberg Barclays US Aggregate Bond Index return of 893 Much of calendar year 2019 saw risk assets rally based on monetary easing significant demand for positively yielding assets and hopes for a resolution to the USChina trade war The US Federal Reserve (the ldquoFedrdquo) cut interest rates three times during 2019 citing a lack of inflation and slowing global growth while investor demand for yield supported fixed-income assets The marketrsquos positive tone then abruptly changed during the first quarter of 2020 as the spread of COVID-19 along with the Saudi ArabiaRussia oil price war badly hurt investor sentiment as much of the worldrsquos population was gradually placed into quarantine The projected global economic toll sent risk markets into a tailspin with equities falling more than 30 from their highs while the interest rate spreads of risk assets widened dramatically negatively affecting fixed-income liquidity The Fed was quick to act cutting short-term rates to near zero and announcing quantitative easing measures to support asset prices The Fedrsquos actions along with the US Congressrsquo $23 trillion fiscal stimulus package eased market stress and helped risk assets to rebound somewhat off their lows by the end of March 2020

Stable domestic growth paired with global demand for yield supported investment-grade and high-yield credit markets throughout 2019 and the first six weeks of 2020 The sudden crisis caused by the spread of COVID-19 and the significant drop in oil prices caused credit spreads to widen during the month of March 2020

Trading costs surrounding monthly rebalancing and cash flow management detracted from Fund performance The Fund remains positioned to replicate the risk and return characteristics of its stated benchmark

I N V E S T M E N T P E R F O R M A N C E

AVERAGE ANNUAL RETURNS for periods ended March 31 2020

SINCE INCEPTION TOTAL RETURN ONE YEAR FIVE YEAR TEN YEAR 022707

BOND INDEX FUND 901 325 374 418

BLOOMBERG BARCLAYS US AGGREGATE BOND INDEX 893 336 388 436

Fund Performance reflects contractual expense reimbursements in effect In their absence performance would be reduced Performance quoted represents past performance and does not guarantee future results Investment return and principal value will fluctuate so that shares when redeemed may be worth more or less than their original cost Current performance may be lower or higher than that shown here Performance data current to the most recent month-end is available at northerntrustcomfunds

G ROW T H O F A $ 10 0 0 0 I N V E S T M E N T The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the

$17080 $17477 redemption of Fund shares $18000 $17000 $16000 $15000 $14000 $13000 $12000 $11000 $10000

$9000 22707 33120

BOND INDEX FUND BLOOMBERG BARCLAYS US AGGREGATE BOND INDEX

The Bloomberg Barclays US Aggregate Bond Index is a broad-based benchmark that measures the investment grade US dollar-denominated fixed-rate taxable bond market including Treasuries government-related and corporate securities mortgage-backed securities (agency fixed-rate and hybrid adjustable-rate mortgage pass-throughs) asset-backed securities and commercial mortgage-backed securities

Unlike the Index the Fundrsquos total returns are reduced by operating expenses such as transaction costs and management fees A direct investment in an Index is not possible

Information about Investment Considerations can be found on page 103

FIXED INCOME INDEX FUNDS 2 NORTHERN FUNDS ANNUAL REPORT


U S T R E A S U RY I N D E X F U N D (UNAUDITED)


The 12-month reporting period ended March 31 2020 represented a tale of two markets The Bloomberg Barclays US Treasury Index returned 1323 during the 12 months ended March 31 2020 As designed the Fund performed in line with the index with 1329 return over the reporting period Much of calendar year 2019 saw risk assets rally based on monetary easing significant demand for positively yielding assets and hopes for a resolution to the USChina trade war The US Federal Reserve (the ldquoFedrdquo) cut interest rates three times during 2019 citing a lack of inflation and slowing global growth while investor demand for yield supported fixed-income assets The marketrsquos positive tone then abruptly changed during the first quarter of 2020 as the spread of COVID-19 along with the Saudi ArabiaRussia oil price war badly hurt investor sentiment as much of the worldrsquos population was gradually placed into quarantine The projected global economic toll sent risk markets into a tailspin with equities falling more than 30 from their highs while the interest rate spreads of risk assets widened dramatically negatively affecting fixed-income liquidity The Fed was quick to act cutting short-term rates to near zero and announcing quantitative easing measures to support asset prices The Fedrsquos actions along with the US Congressrsquo $23 trillion fiscal stimulus package eased market stress and helped risk assets to rebound somewhat off their lows by the end of March 2020

US Treasury yields plunged during the 12-month period ended March 31 2020 and the Treasury yield curve steepened During the period two-year Treasury yields fell 201 basis points to 0248 five-year yields fell 185 basis points to 038 10-year yields fell 174 basis points to 067 and 30-year yields fell 149 basis points to 132




US TREASURY INDEX FUND 1329 351 365 512

BLOOMBERG BARCLAYS US TREASURY INDEX 1323 364 383 531


The Fund commenced operations on January 11 1993 as a separate portfolio of Northern Institutional Funds (the ldquoPredecessor Fundrdquo) On November 16 2012 the Predecessor Fund was reorganized into the Fund which was a new portfolio of Northern Funds with the same investment objective strategies and policies as the Predecessor Fund Performance information for the period prior to November 17 2012 represents the performance of Class A shares of the Predecessor Fund

G ROW T H O F A $ 10 0 0 0 I N V E S T M E N T

$38924 $40875$45000

$40000

$35000

$30000

$25000

$20000

$15000

$10000

$5000 11193 33120

US TREASURY INDEX FUND BLOOMBERG BARCLAYS US TREASURY INDEX

The Bloomberg Barclays US Treasury Index is an unmanaged index of prices of US Treasury bonds with maturities of one to thirty years

The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares





S TAT E M E N T S O F A S S E T S A N D L I A B I L I T I E S MARCH 31 2020

BOND US TREASURY INDEX INDEX

Amounts in thousands except per share data FUND FUND

ASSETS

Investments at value $2901040 $101470

Investments in affiliates at value 64483 1481

Interest income receivable 15920 451

Dividend income receivable 48 1

Receivable for securities sold 1796 297

Receivable for fund shares sold 778 831

Receivable from investment adviser 7 7

Prepaid and other assets 5 4

Total Assets 2984077 104542

LIABILITIES

Payable for securities purchased

Payable for when-issued securities

Payable for fund shares redeemed

Distributions payable to shareholders

Payable to affiliates

Management fees

Custody fees

Shareholder servicing fees

Transfer agent fees

Trustee fees

Accrued other liabilities

Total Liabilities

mdash

40415

5875

1438

76

18

11

96

10

66

48005

1424

mdash

mdash

33

3

1

mdash

3

4

29

1497

Net Assets $2936072 $103045

ANALYSIS OF NET ASSETS

Capital stock $2745458 $94422

Distributable earnings 190614 8623

Net Assets $2936072 $103045

Shares Outstanding ($0001 par value unlimited authorization)

Net Asset Value Redemption and Offering Price Per Share

265704

$1105

4331

$2379

Investments at cost

Investments in affiliates at cost

$2716875

64483

$92072

1481

See Notes to the Financial Statements



S TAT E M E N T S O F O P E R AT I O N S FOR THE FISCAL YEAR ENDED MARCH 31 2020


Amounts in thousands FUND FUND

INVESTMENT INCOME

Interest Income $82528 $2006

Dividend income from investments in affiliates 1153 11

Total Investment Income 83681 2017

EXPENSES

Management fees 3923 119

Custody fees 279 14

Transfer agent fees 918 28

Blue sky fees 27 19

SEC fees 1 mdash

Printing fees 24 12

Audit fees 35 19

Legal fees 46 24

Shareholder servicing fees 107 mdash

Trustee fees 36 9

Other 41 13

Total Expenses

Less expenses reimbursed by investment adviser

Net Expenses

5437

(857)

4580

257

(106)

151

Net Investment Income 79101 1866

NET REALIZED AND UNREALIZED GAINS

Net realized gains on

Investments

Net changes in unrealized appreciation on

35532 539

Investments 145919 8676

Net Gains 181451 9215

Net Increase in Net Assets Resulting from Operations $260552 $11081




S TAT E M E N T S O F C H A N G E S I N N E T A S S E T S FOR THE FISCAL YEARS ENDED MARCH 31

BOND US TREASURY INDEX INDEX FUND FUND

Amounts in thousands 2020 2019 2020 2019

OPERATIONS

Net investment income

Net realized gains (losses)

Net change in unrealized appreciation

Net Increase in Net Assets Resulting from Operations

$79101

35532

145919

260552

$80293

(7617)

54640

127316

$1866

539

8676

11081

$1667

(373)

1970

3264

CAPITAL SHARE TRANSACTIONS

Net increase (decrease) in net assets resulting from capital share transactions

Net Increase (Decrease) in Net Assets Resulting from Capital Share Transactions

(253114)

(253114)

206435

206435

9021

9021

1735

1735

DISTRIBUTIONS PAID

Distributable earnings

Total Distributions Paid

(91564)

(91564)

(83499)

(83499)

(1866)

(1866)

(1667)

(1667) Total Increase (Decrease) in Net Assets

NET ASSETS

Beginning of year

End of year

(84126)

3020198

$2936072

250252

2769946

$3020198

18236

84809

$103045

3332

81477

$84809




F I N A N C I A L H I G H L I G H T S FOR THE FISCAL YEARS ENDED MARCH 31

BO N D I N D E X F U N D

Selected per share data 2020 2019 2018 2017 2016

Net Asset Value Beginning of Year $1045 $1031 $1047 $1074 $1084

INCOME (LOSS) FROM INVESTMENT OPERATIONS

Net investment income 028 028 026 025 025

Net realized and unrealized gains (losses) 065 015 (014) (024) (006)

Total from Investment Operations 093 043 012 001 019

LESS DISTRIBUTIONS PAID

From net investment income (030) (029) (028) (027) (027)

From net realized gains (003) mdash mdash (001) (002)

Total Distributions Paid (033) (029) (028) (028) (029)

Net Asset Value End of Year $1105 $1045 $1031 $1047 $1074

Total Return(1)

SUPPLEMENTAL DATA AND RATIOS

901 433 113 014 190

Net assets in thousands end of year

Ratio to average net assets of

$2936072 $3020198 $2769946 $2496618 $2630015

Expenses net of reimbursements and credits(2) 015 015 015 015 015

Expenses before reimbursements and credits 018 017 017 017 017

Net investment income net of reimbursements and credits(2) 263 278 250 235 240

Net investment income before reimbursements and credits 260 276 248 233 238

Portfolio Turnover Rate 5374 7072 4451 6528 8899

(1) Assumes investment at net asset value at the beginning of the year reinvestment of all dividends and distributions and a complete redemption of the investment at net asset value at the end of the year

(2) The net expenses and net investment income ratios include additional reimbursements of management fees incurred in connection with the investment of uninvested cash in affiliated money market funds of approximately $83000 $109000 $97000 $126000 and $87000 which represent less than 001 percent of average net assets for the fiscal years ended March 31 2020 2019 2018 2017 and less than 0005 percent of average net assets for the fiscal year ended March 31 2016 respectively Absent the additional reimbursements net investment income and reimbursements would have been decreased and net expenses would have been increased by a corresponding amount




F I N A N C I A L H I G H L I G H T S c o n t i n u e d FOR THE FISCAL YEARS ENDED MARCH 31

U S T R E A S U RY I N D E X F U N D





Net realized and unrealized gains (losses) 236 040 (032) (070) 016

Total from Investment Operations 281 083 006 (036) 048



From net realized gains mdash mdash mdash (008) (020)



Total Return(1)


1329 403 024 (163) 225



$103045 $84809 $81477 $108599 $123516







(2) The net expenses and net investment income ratios include additional reimbursements of management fees incurred in connection with the investment of uninvested cash in affiliated money market funds of approximately $1000 $1000 $1000 and $1000 which represent less than 001 percent of average net assets for the fiscal years ended March 31 2020 2019 2018 and 2017 respectively and less than $1000 which represents less than 0005 percent of average net assets for the fiscal year ended March 31 2016 Absent the additional reimbursements net investment income and reimbursements would have been decreased and net expenses would have been increased by a corresponding amount



ndash -

S C H E D U L E O F I N V E S T M E N T S

BO N D I N D E X F U N D MARCH 31 2020

PRINCIPAL PRINCIPAL AMOUNT VALUE AMOUNT VALUE

(000S) (000S) (000S) (000S)

A S S E T - BAC K E D S E C U R I T I E S 1 8

Auto Floor Plan ndash 00

Ally Master Owner Trust Series 2018-2 Class A

329 51523 $150 $151

Ford Credit Floorplan Master Owner Trust Series 2018-1 Class A1

295 51523 50 50

Ford Credit Floorplan Master Owner Trust Series 2018-2 Class A

317 31525 50 49


352 101523 200 200


406 111530 100 95


284 31524 200 198


306 41526 150 144

887

Automobile ndash 03

Ally Auto Receivables Trust Series 2018-3 Class A4

312 71723 100 102


184 61724 100 100


192 11525 100 101

Americredit Automobile Receivables Trust Series 2016-4 Class D

274 12822 60 59

AmeriCredit Automobile Receivables Trust Series 2017-2 Class C

297 32023 125 125

AmeriCredit Automobile Receivables Trust Series 2017-2 Class D

342 41823 100 100

Americredit Automobile Receivables Trust Series 2018-1 Class B

326 11824 100 99

A S S E T - BAC K E D S E C U R I T I E S 1 8 c o n t i n u e d

Automobile ndash 03 continued


358 101824 $100 $100

Americredit Automobile Receivables Trust Series 2018-3 Class C

374 101824 100 100

Capital One Prime Auto Receivables Trust Series 2020-1 Class A3

160 111524 100 98


163 81525 100 98

CarMax Auto Owner Trust Series 2017-4 Class A4

233 51523 100 100


336 91523 200 203


268 31524 200 202


277 121624 200 201


218 81524 100 100


230 41525 100 99


189 121624 150 150

Fifth Third Auto Trust Series 2019-1 Class A3

264 121523 100 100

Ford Credit Auto Lease Trust Series 2019-B Class A3

222 101522 100 100


227 111522 100 100

Ford Credit Auto Owner Trust Series 2017-C Class B

235 41523 100 100



- -


BO N D I N D E X F U N D c o n t i n u e d


(000S) (000S) (000S) (000S)

A S S E T - BAC K E D S E C U R I T I E S 1 8 c o n t i n u e d A S S E T - BAC K E D S E C U R I T I E S 1 8 c o n t i n u e d


Ford Credit Auto Owner Trust Series 2017-C Class C

250 51524 $100 $100

Ford Credit Auto Owner Trust Series 2019-A Class A3

278 91523 125 127

GM Financial Automobile Leasing Trust Series 2020-1 Class A3

167 122022 100 98


170 122023 100 98

GM Financial Consumer Automobile Receivables Trust Series 2019-1 Class A3

297 111623 100 101


265 21624 100 101


271 81624 100 101


218 41624 100 100


175 71624 100 101

Honda Auto Receivables Owner Trust Series 2017-3 Class A4

198 112023 100 101


330 71525 100 102


283 32023 150 152


252 62123 200 202



185 81525 $100 $101

Hyundai Auto Receivables Trust Series 2017-B Class A4

196 21523 100 100


320 121522 150 152

Mercedes-Benz Auto Lease Trust Series 2019-B Class A3

200 101722 100 100

Mercedes-Benz Auto Receivables Trust Series 2019-1 Class A3

194 31524 100 100

Nissan Auto Lease Trust Series 2019-A Class A3

276 31522 200 201

Nissan Auto Lease Trust Series 2019-B Class A3

227 71522 150 150


229 41525 100 99

Nissan Auto Receivables Owner Trust Series 2017-B Class A4

195 101623 100 100

Nissan Auto Receivables Owner Trust Series 2018-C Class A3

322 61523 200 204


250 111523 100 101


195 51526 100 100

Santander Drive Auto Receivables Trust Series 2018-3 Class D

407 81524 50 49

Santander Drive Auto Receivables Trust Series 2019-1 Class C

342 41525 50 50


365 41525 50 47



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)

A S S E T - B A C K E D S E C U R I T I E S 1 8 c o n t i n u e d


Toyota Auto Receivables Owner Trust Series 2017-D Class A4

212 21523 $100 $101


318 31523 200 203

Toyota Auto Receivables Owner Trust Series 2019-B Class A3

257 81523 100 101


199 21825 100 98

Toyota Auto Receivables Owner Trust Series 2020-A Class A3

166 51524 100 100

USAA Auto Owner Trust Series 2019-1 Class A4

214 111524 50 50

Volkswagen Auto Loan Enhanced Trust Series 2018-1 Class A3

302 112122 100 102

World Omni Auto Receivables Trust Series 2018-D Class A3

333 41524 100 103

World Omni Auto Receivables Trust Series 2019-C Class A3

196 121624 100 99


203 121525 100 98

World Omni Auto Receivables Trust Series 2020-A Class A3

170 11723 100 98

World Omni Automobile Lease Securitization Trust Series 2019-B Class A3

203 111522 100 99

6927

Commercial Mortgage-Backed Securities ndash 13

Banc of America Commercial Mortgage Trust Series 2016-UB10 Class A4

317 71549 300 302

BANK Series 2017-BNK7 Class A5

344 91560 250 265


Commercial Mortgage-Backed Securities ndash 13 continued


354 111554 $250 $269

BANK Series 2018-BN10 Class A5

369 21561 100 108


405 31561 200 221


426 51561 300 339


422 81561 100 113


413 91560 100 106


423 91560 200 226


441 111561 300 344


333 51562 200 212


318 81561 300 317


301 91562 250 261


265 11563 200 202


240 31563 400 394

Barclays Commercial Mortgage Trust Series 2019-C3 Class A4

358 51552 200 211


292 81552 100 101

BBCMS Mortgage Trust Series 2018-C2 Class A5

431 121551 150 169


264 21553 200 197

BENCHMARK Mortgage Trust Series 2018-B1 Class A2

357 11551 250 258


388 21551 150 164



- -




(000S) (000S) (000S) (000S)


Commercial Mortgage-Backed Securities


385 41051


403 41051


398 71551


408 71551


421 71551


420 101051


438 51553


451 51553


423 11552


312 81552


273 21553


229 31553

BENCHMARK Mortgage Trust Series 2020-IG1 Class A3

269 91543

CCUBS Commercial Mortgage Trust Series 2017-C1 Class A2

331 111550

CD Mortgage Trust Series 2017-CD4 Class A4

351 51050

ndash 13 continued

$500 $521

100 111

100 105

100 106

400 447

400 425

300 320

300 343

100 112

125 131

200 204

200 196

100 102

250 257

250 270



343 81550 $250 $268


346 111350 200 212


428 81551 200 225


291 81557 150 154

CFCRE Commercial Mortgage Trust Series 2016-C3 Class A3

387 11048 300 315


328 51058 250 256

CGMS Commercial Mortgage Trust Series 2017-B1 Class A4

346 81550 250 266

Citigroup Commercial Mortgage Trust Series 2012-GC8 Class A4

302 91045 383 389


437 91046 350 373

Citigroup Commercial Mortgage Trust Series 2013-GC15 Class AS

465 91046 100 104


364 101047 100 103


314 21048 200 203

Citigroup Commercial Mortgage Trust Series 2015-P1 Class A5

372 91548 200 209

Citigroup Commercial Mortgage Trust Series 2016-C1 Class A4

321 51049 250 262


315 111549 150 152



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




362 21049 $300 $319


331 41049 250 256


333 41549 250 256


347 91550 250 261

Citigroup Commercial Mortgage Trust Series 2018-B2 Class A4

401 31051 100 111


423 61051 200 222


441 111051 200 222

Commercial Mortgage Trust Series 2012-CR2 Class A4

315 81545 335 341


421 81046 100 106


405 101046 300 317


422 71045(1) (2) 200 209

Commercial Mortgage Trust Series 2013-LC6 Class A4

294 11046 121 122


396 21047 420 443


380 81047 300 316

Commercial Mortgage Trust Series 2014-UBS5 Class A4

384 91047 500 523




364 121047 $250 $259


370 81048 500 534

Commercial Mortgage Trust Series 2015-DC1 Class A5

335 21048 200 205


318 21048 500 519

Commercial Mortgage Trust Series 2015-PC1 Class A5

390 71050 200 210

Commercial Mortgage Trust Series 2018-COR3 Class A3

423 51051 200 217

CSAIL Commercial Mortgage Trust Series 2015-C1 Class A4

351 41550 225 233


372 81548 500 524


309 11549 100 100


350 111549 200 205


442 111551 300 328

CSAIL Commercial Mortgage Trust Series 2018-CX11 Class A5

403 41551 100 106


256 31553 200 197

DBJPM Mortgage Trust Series 2017-C6 Class A5

333 61050 250 267

GS Mortgage Securities Corp II Series 2013-GC10 Class A5

294 21046 100 102



- -




(000S) (000S) (000S) (000S)



GS Mortgage Securities Trust Series 2012-GCJ9 Class A3

277 111045

GS Mortgage Securities Trust Series 2013-GC12 Class A4

314 61046


405 71046(1) (2)


424 81046


400 41047


393 91047


363 111047


338 51050

GS Mortgage Securities Trust Series 2016-GS2 Class A4

305 51049


285 101049


343 81050


347 111050


399 31051


316 71052


291 21353

ndash 13 continued

$171 $174

100 102

200 212

150 157

100 106

300 314

250 264

200 205

100 101

200 201

250 258

200 213

150 161

150 158

300 309


JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C10 Class AS

337 121547 $50 $50

JP Morgan Chase Commercial Mortgage Securities Trust Series 2014-C19 Class A4

400 41547 500 530


380 71547 500 528


364 111547 200 211


367 111547 150 158


382 71548 200 214


314 61549 100 105


314 121549 150 158

JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP3 Class A5

287 81549 200 204

JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP3 Class AS

314 81549 100 98


369 31550 300 325



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




341 101550 $200 $212


372 31550 350 377


345 91550 100 106


403 61551 500 524

JP Morgan Chase Commercial Mortgage Securities Trust Series 2019-COR5 Class A4

339 61352 200 208

Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C11 Class A4

415 81546(1) (2) 200 209


310 51546 200 202


406 21547 200 209


353 101548 100 103


333 51549 250 256


286 91549 250 250

Morgan Stanley Capital I Trust Series 2018-H3 Class A5

418 71551 150 165




431 121551 $100 $114

Morgan Stanley Capital I Trust Series 2018-L1 Class A4

441 101551 200 228


326 71552 250 265


270 21553 200 201

Morgan Stanley Capital I Series 2017-HR2 Class A4

359 121550 200 217

UBS Commercial Mortgage Trust Series 2017-C1 Class A4

346 61550 250 268


349 81550 250 259


343 81550 175 181


358 121550 100 106


368 121550 150 158


431 51551 200 220


424 61551 150 168


433 101551 200 227


445 121551 100 117


398 21551 150 157



- -




(000S) (000S) (000S) (000S)




412 31551

UBS-Barclays Commercial Mortgage Trust Series 2013-C6 Class A4

324 41046

Wells Fargo Commercial Mortgage Trust Series 2012-LC5 Class A3

292 101545


422 71546

Wells Fargo Commercial Mortgage Trust Series 2015-C26 Class A4

317 21548


366 91558


318 41550

Wells Fargo Commercial Mortgage Trust Series 2015-NXS2 Class A5

377 71558


372 121548


356 11559


343 31559


293 71548


307 111559


294 101549


292 111549

ndash 13 continued

$100 $111

250 254

132 135

100 104

100 102

250 260

200 203

300 313

300 314

200 207

250 258

100 100

250 253

200 206

150 150



342 91550 $250 $260


358 101550 100 105


359 121550 100 105


401 31551 150 165


421 51551 155 172


430 11552 100 109


373 51552 200 212


273 21553 100 100

WFRBS Commercial Mortgage Trust Series 2013-C12 Class AS

356 31548 50 51

WFRBS Commercial Mortgage Trust Series 2013-C12 Class ASB

284 31548 251 253

WFRBS Commercial Mortgage Trust Series 2013-C13 Class A4

300 51545 500 503


334 61546 150 152


442 91546 250 263


363 111547 250 259

WFRBS Commercial Mortgage Trust Series 2014-LC14 Class A5

405 31547 100 107

36959



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)


Credit Card ndash 02 Credit Card ndash 02 continued

American Express Credit Account Capital One Multi-Asset Execution Trust Master Trust Series 2017-7 Class A Series 2019-A3 Class A3

235 51525 $100 $102 206 81528 $200 $200

American Express Credit Account Chase Issuance Trust Series 2012-A7 Master Trust Series 2018-2 Class A Class A7

301 101525 150 156 216 91524 200 204


299 121523 250 254 277 31523 150 152


306 21524 200 204 153 11525 200 201

American Express Credit Account Citibank Credit Card Issuance Trust Master Trust Series 2019-1 Class A Series 2007-A3 Class A3

287 101524 250 258 615 61539 150 193

BA Credit Card Trust Series 2018-A2 Citibank Credit Card Issuance Trust Class A2 Series 2016-A2 Class A2

300 91523 250 254 219 112023 100 102


310 121523 200 204 329 52325 100 103


174 11525 200 202 321 12724 150 157

Barclays Dryrock Issuance Trust Series Citibank Credit Card Issuance Trust 2019-1 Class A Series 2018-A7 Class A7

196 51525 100 99 396 101330 200 234

Capital One Multi-Asset Execution Trust Discover Card Execution Note Trust Series 2016-A5 Class A5 Series 2017-A2 Class A2

166 61724 100 100 239 71524 150 152


243 11525 200 202 303 81525 200 205


229 71525 200 197 311 11624 200 204


301 21524 200 202 304 71524 200 206

Capital One Multi-Asset Execution Trust Synchrony Card Funding LLC Series Series 2019-A1 Class A1 2019-A1 Class A

284 121524 250 257 295 31525 200 202


172 81524 200 202 234 61525 200 197




- ndash


B O N D I N D E X F U N D c o n t i n u e d


(000S) (000S) (000S) (000S)

A S S E T - B AC K E D S E C U R I T I E S 1 8 c o n t i n u e d C O R P O R AT E B O N D S 19 8

Credit Card ndash 02 continued Advertising amp Marketing ndash 00

Synchrony Card Issuance Trust Series Interpublic Group of (The) Cos Inc 2018-A1 Class A 420 41524 $150 $152 338 91524 $200 $200 Omnicom Group IncOmnicom

Synchrony Credit Card Master Capital Inc Note Trust Series 2016-2 Class A 363 5122 156 159 221 51524 100 100 360 41526 340 339

Synchrony Credit Card Master 650 Note Trust Series 2017-2 Class A

262 101525

Synchrony Credit Card Master Note Trust Series 2018-1 Class A

100 101 Aerospace amp Defense ndash 05

Boeing (The) Co

795 81524 1400 1583

297 31524 100 100 285 103024 110 100

Synchrony Credit Card Master 225 61526 250 220

Note Trust Series 2018-2 Class A 613 21533 135 148

347 51526 100 103 330 3135 55 48

World Financial Network Credit Card 663 21538 100 109

Master Trust Series 2016-A Class A 588 21540 75 73

203 41525 100 99 350 3145 500 424

World Financial Network Credit Card General Dynamics Corp Master Trust Series 2019-A Class A 225 111522 500 503 314 121525 125 126 213 81526 350 350

World Financial Network Credit Card 360 111542 155 165 Master Trust Series 2019-C Class A

221 71526 100 96 L3Harris Technologies Inc

440 61528 449 478 6530 Lockheed Martin Corp

Other ndash 00 355 11526 600 643

AEP Texas Central Transition Funding lll 360 3135 135 148 LLC Series 2012-1 Class A3 407 121542 868 1002 284 3126 100 98 380 3145 230 250

CenterPoint Energy Restoration Bond 409 91552 20 24 Co LLC Series 2009-1 Class A3

424 81523 58 60 Northrop Grumman Corp

325 11528 1000 1039 CenterPoint Energy Transition Bond Co

IV LLC Series 2012-1 Class A3

303 101525

Entergy Texas Restoration Funding LLC Series 2009-A Class A3

150 152

505 111540

475 6143

403 101547

Precision Castparts Corp

250

250

60

308

300

69

438 11123 59 60 250 11523 500 503

PSNH Funding LLC 3 Series 2018-1 390 11543 100 108

Class A3 438 61545 350 390

381 2135 100 97 Raytheon Co

467 470 121541 100 117

Total Asset-Backed Securities Rockwell Collins Inc

(Cost $50614) 51770 350 31527 500 517



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)

Aerospace amp Defense ndash 05 continued Automobiles Manufacturing ndash 03 continued

United Technologies Corp 675 4146 $145 $116

413 111628 $750 $823 540 4148 267 195

750 91529 100 141 General Motors Financial Co Inc

605 6136 600 796 420 3121 1245 1198

613 71538 175 251 320 7621 485 462

570 41540 500 640 345 41022 50 47

450 6142 450 520 370 5923 1050 945

375 11146 750 785 400 10626 750 637

13575 565 11729 150 130

Airlines ndash 01 Harley-Davidson Inc

Southwest Airlines Co Pass Through 463 72845 670 623

Trust Series 2007-1 Toyota Motor Credit Corp

615 8122 171 176 190 4821 160 159

United Airlines Pass Through Trust 270 11123 625 629

Series 2019-1 Class AA 225 101823 545 534

415 82531 1778 1844 8384

2020 Banks ndash 10

Apparel amp Textile Products ndash 00 Bank of America NA

NIKE Inc 600 101536 250 333

238 11126 250 254 Citibank NA

363 5143 75 82 340 72321 250 255

338 11146 500 519 Citizens Bank NA

855 255 51321 250 250

Auto Parts Manufacturing ndash 00 Citizens Financial Group Inc

Aptiv Corp 430 12325 250 262

415 31524 300 295 Discover Bank

BorgWarner Inc 320 8921 250 247

438 31545 170 167 270 2630 250 216

462 Fifth Third Bancorp

Automobiles Manufacturing ndash 03 365 12524

825 3138

570

275

593

363 American Honda Finance Corp

Fifth Third Bank 165 71221

170 9921

260 111622

400

500

125

395

492

124

225 61421

288 10121

HSBC Bank USA NA

200

250

200

252

363 101023 500 508 700 11539 350 456

Daimler Finance North America LLC HSBC USA Inc

850 11831

Ford Motor Co

475 11543

General Motors Co

500 4135

625 10243

175

254

500

550

237

144

375

434

350 62324

Huntington Bancshares Inc

315 31421

Huntington National Bank (The)

355 10623

1000

500

1000

1006

501

1037

C O R P O R AT E B O N D S 19 8 c o n t i n u e d C O R P O R AT E B O N D S 19 8 c o n t i n u e d



- -




(000S) (000S) (000S) (000S)

C O R P O R AT E BO N D S 19 8 c o n t i n u e d C O R P O R AT E BO N D S 19 8 c o n t i n u e d

Banks ndash 10 continued Banks ndash 10 continued

KeyBank NA 413 81523 $200 $206

330 6125 $250 $260 330 9924 1095 1140

MampT Bank Corp 300 21925 655 668

355 72623 100 105 300 42226 1365 1389

MUFG Americas Holdings Corp 300 102326 600 613

350 61822 150 153 430 72227 110 117

PNC Bank NA (Variable ICE LIBOR USD 3M +

263 21722 750 758 131) 358 52228 (3) 585 595

270 11122 750 758 538 2735 425 501

295 13023 500 507 390 5145 950 1035

380 72523 1000 1056 440 61446 850 913

PNC Financial Services Group (The) Wells Fargo Bank NA

Inc 585 2137 250 317

330 3822 150 152 660 11538 300 410

285 11922 100 102 Wells Fargo Capital X

315 51927 1000 1047 595 121536 100 125

Regions Financial Corp 29428 275 81422 250 247 Biotechnology ndash 02

Synchrony Bank Amgen Inc 300 61522 250 248 388 111521 207 251

Truist Bank 270 5122 1000 1024 300 2223 1361 1394 320 11227 250 269 275 5123 350 356 640 2139 200 278 363 91625 250 260 575 31540 935 1310 405 11325 600 621 515 111541 250 262 380 103026 250 263 565 61542 100 141

Truist Financial Corp 440 5145 250 293 275 4122 150 151 Baxalta Inc 285 102624 1000 1011 400 62325 225 236

US Bancorp 525 62345 187 235 413 52421 125 128 Biogen Inc 263 12422 115 117 405 91525 95 100 300 31522 75 77 520 91545 100 129 295 71522 1700 1718 Gilead Sciences Inc 360 91124 350 359 325 9122 145 148 238 72226 1000 986 350 2125 250 264

US Bank NA 460 9135 1000 1239 280 12725 250 258 480 4144 245 314

Wells Fargo amp Co 450 2145 150 182 460 4121 425 434 415 3147 195 238 210 72621

350 3822

250

1020

249

1040 6913

307 12423 480 485

345 21323 125 128



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)

Cable amp Satellite ndash 05 Chemicals ndash 03 continued

Charter Communications 738 11129 $100 $126 Operating LLCCharter 425 10134 670 659 Communications Operating Capital 940 51539 300 451 491 72325 $625 $664 525 111541 400 404 375 21528 1790 1798 DuPont de Nemours Inc 420 31528 740 757 473 111528 580 636 505 33029 305 330 532 111538 208 234 480 3150 500 520 Eastman Chemical Co

Comcast Corp 480 9142 200 228 338 21525 145 154 465 101544 100 107 235 11527 570 566 Ecolab Inc 330 2127 1335 1412 435 12821 204 202 705 31533 140 197 325 11423 65 65 565 61535 1005 1345 270 11126 70 71 475 3144 385 489 550 12841 455 523 460 81545 380 484 International Flavors amp Fragrances Inc 470 101548 84 109 500 92648 67 68 400 11149 30 35 Lubrizol (The) Corp 405 11152 694 826 650 10134 50 76 495 101558 930 1259 Mosaic (The) Co

TCI Communications Inc 325 111522 36 35 788 21526 755 970 545 111533 250 242

Time Warner Cable LLC 488 111541 100 81 655 5137 68 76 PPG Industries Inc 730 7138 705 865 320 31523 500 513 675 61539 130 147 Praxair Inc 550 9141 75 78 405 31521 100 102

Time Warner Entertainment Co LP 245 21522 422 424 838 71533 260 358 220 81522 150 151

13439 270 22123 250 253

Chemicals ndash 03 RPM International Inc

3M Co 375 31527 100 98

275 3122 111 112 Sherwin-Williams (The) Co

325 21424 456 483 345 6127 205 210

338 3129 500 534 295 81529 795 780

Air Products amp Chemicals Inc 455 8145 30 33

300 11321 300 304 Westlake Chemical Corp

275 2323 250 253 360 71522 65 68

Airgas Inc 360 81526 950 865

290 111522 150 156 9681 365 71524 70 77 Commercial Finance ndash 01

Dow Chemical (The) Co Air Lease Corp 455 113025 55 57 350 11522 214 193




- -




(000S) (000S) (000S) (000S)


Commercial Finance ndash 01 continued Construction Materials Manufacturing ndash 00

275 11523 $125 $105 Martin Marietta Materials Inc

300 91523 245 197 345 6127 $500 $511

425 91524 485 409 Owens Corning

325 3125 145 114 340 81526 400 373

463 10128 255 207 884 325 10129 500 401 Consumer Finance ndash 05

GATX Corp American Express Co 350 31528 500 502 250 8122 325 327 520 31544 35 38 265 12222 632 639

International Lease Finance Corp 370 8323 500 519 588 81522 250 230 300 103024 220 225

2396 363 12524 1125 1158

Communications Equipment ndash 05 313 52026 500 518

Apple Inc American Express Credit Corp

210 91222 665 675 225 5521 1180 1183

240 5323 5 5 Capital One Financial Corp

300 2924 1320 1390 475 71521 131 135

285 51124 1570 1668 320 13023 400 395

275 11325 1265 1334 375 42424 1000 1006

250 2925 55 58 330 103024 1050 1027

245 8426 225 236 375 72826 505 472

335 2927 370 403 375 3927 250 240

320 51127 540 584 Discover Financial Services

290 91227 1625 1734 450 13026 500 510

300 111327 1000 1072 Fiserv Inc

385 5443 230 273 385 6125 45 47

445 5644 75 96 350 7129 1500 1560

345 2945 55 62 440 7149 500 529

438 51345 195 248 Mastercard Inc

465 22346 250 332 200 112121 130 131

375 91247 150 184 380 112146 500 575

375 111347 25 30 Synchrony Financial

295 91149 500 532 425 81524 570 549

Cisco Systems Inc 395 12127 635 564

185 92021 1190 1198 Visa Inc

220 92023 750 789 315 121425 1250 1361

295 22826 375 399 415 121435 1000 1251

590 21539 690 991 365 91547 125 142

Corning Inc Western Union (The) Co

575 81540 170 198 620 62140 120 117

Juniper Networks Inc 15180 595 31541 100 97

14588



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)

Consumer Products ndash 02 Containers amp Packaging ndash 01 continued

Church amp Dwight Co Inc WestRock MWV LLC

395 8147 $100 $90 795 21531 $100 $136

Clorox (The) Co WRKCo Inc

305 91522 250 259 490 31529 350 376

Colgate-Palmolive Co 3328 225 111522 1150 1146 Department Stores ndash 00 195 2123 250 254 Kohlrsquos Corp 210 5123 250 254 325 2123 100 90

Estee Lauder (The) Cos Inc 475 121523 69 61 235 81522 50 50 Macyrsquos Retail Holdings Inc 600 51537 100 127 388 11522 17 12 438 61545 150 168 288 21523 86 62 415 31547 70 75 513 11542 5 3

Kimberly-Clark Corp Nordstrom Inc 240 3122 50 50 400 101521 150 145 663 8137 350 511 700 11538 26 23 370 6143 100 109

396 320 73046

Procter amp Gamble (The) Co

230 2622

310 81523

125

215

250

116

220

265

Design Manufacturing amp Distribution ndash 00

Arrow Electronics Inc

388 11228 250 233

350 102547 355 383 Diversified Banks ndash 14

Unilever Capital Corp Bank of America Corp

200 72826 1000 997 500 51321 400 411

590 111532 125 164 570 12422 1000 1045

5238 410 72423 100 107

Consumer Services ndash 00 (Variable ICE LIBOR USD 3M +

079) 300 122023 (3) 1379 1407 Cintas Corp No 2 413 12224 100 106

290 4122 85 85 (Variable ICE LIBOR USD 3M + Containers amp Packaging ndash 01 078) 355 3524 (3) 250 260

International Paper Co 400 4124 165 175

365 61524 250 252 (Variable ICE LIBOR USD 3M +

300 21527 1000 1028 094) 386 72324 (3) 1000 1046

730 111539 45 58 420 82624 280 298

600 111541 480 617 400 12225 1595 1679

515 51546 250 259 395 42125 1375 1446

Packaging Corp of America

450 11123 100 108

(Variable ICE LIBOR USD 3M + 081) 337 12326 (3) 1000 1048

365 91524

Sonoco Products Co

438 11121

575 11140

250

25

150

268

26

200

(Variable ICE LIBOR USD 3M + 064) 202 21326 (3)

445 3326

425 102226

(Variable ICE LIBOR USD 3M +

760

500

100

744

539

106

104) 342 122028 (3) 1200 1238




- -




(000S) (000S) (000S) (000S)


Diversified Banks ndash 14 continued Diversified Banks ndash 14 continued

(Variable ICE LIBOR USD 3M + (Variable ICE LIBOR USD 3M + 131) 427 72329 (3) $1000 $1081 134) 378 2128 (3) $500 $529


775 51438 275 406 095) 351 12329 (3) 500 515

500 12144 955 1213 640 51538 1054 1508

(Variable ICE LIBOR USD 3M + 560 71541 405 538

199) 444 12048 (3) 500 560 540 1642 100 132

(Variable ICE LIBOR USD 3M + 563 81643 150 194 152) 433 31550 (3) 500 590 485 2144 215 257

Citigroup Inc 495 6145 500 626 450 11422 735 763 (Variable ICE LIBOR USD 3M + 405 73022 90 91 158) 426 22248 (3) 285 330


388 102523 200 206 138) 396 111548 (3) 740 856

375 61624 909 920 41651

388 32625 1730 1754 Educational Services ndash 00 550 91325 350 383 California Institute of Technology 460 3926 205 217 470 11111 (4) 110 143 320 102126 505 523 Johns Hopkins University 430 112026 825 863 408 7153 100 120 445 92927 170 178 Massachusetts Institute of Technology (Variable ICE LIBOR USD 3M +

139) 367 72428 (3) 710 735 560 7111 (4)

468 7114 (5)

190

15

310

21 (Variable ICE LIBOR USD 3M +

115) 352 102728 (3)

663 61532

600 103133

613 82536

813 71539

588 13042

750

100

350

125

680

30

750

120

403

148

1067

38

389 7116 (6)

Northwestern University

464 12144

University of Pennsylvania

467 9112 (7)

300

50

100

345

60

144

1143

475 51846 1530 1712 Electrical Equipment Manufacturing ndash 02

JPMorgan Chase amp Co ABB Finance USA Inc

463 51021 250 257 438 5842 250 255

240 6721 500 501 Emerson Electric Co

435 81521 1865 1913 263 12121 310 317

325 92322 210 217 General Electric Co

363 51324 500 521 270 10922 580 563

388 91024 2250 2373 310 1923 500 504

390 71525 755 804 345 51524 520 514

775 71525 54 66 675 31532 150 178

320 61526 500 519 615 8737 150 171

800 42927 750 957 588 11438 400 461

363 12127 1250 1316 688 11039 300 371



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)

Electrical Equipment Manufacturing ndash 02 continued Exploration amp Production ndash 02 continued

Honeywell International Inc ConocoPhillips Holding Co

335 12123 $260 $275 695 41529 $465 $572

250 11126 780 791 Devon Energy Corp

381 112147 125 137 585 121525 660 522

Rockwell Automation Inc EOG Resources Inc

625 12137 150 162 263 31523 670 651

420 3149 100 110 315 4125 145 142

Roper Technologies Inc Hess Corp

385 121525 220 249 713 31533 690 555

380 121526 235 242 Marathon Oil Corp

5300 280 11122 260 199

Entertainment Content ndash 02 680 31532 175 128

ViacomCBS Inc 520 6145 1000 633

388 4124 245 240 Occidental Petroleum Corp

370 81524 825 805 270 21523 725 429

438 31543 490 434 620 31540 235 106

585 9143 300 307 440 41546 65 28

525 4144 30 32 410 21547 65 27

Walt Disney (The) Co Ovintiv Inc

255 21522 295 299 663 81537 180 78

245 3422 555 561 Pioneer Natural Resources Co

370 91524 915 980 395 71522 85 82

640 121535 31 43 720 11528 100 97

413 12141 105 123 5944

370 12142 395 444 Financial Services ndash 10

495 101545 500 647 Ameriprise Financial Inc

275 9149 1000 984 400 101523 250 265

5899 370 101524 500 519

Exploration amp Production ndash 02 288 91526 435 425

Apache Corp Bank of New York Mellon (The) Corp

325 41522 73 55 205 5321 500 502

510 9140 775 342 355 92321 1455 1492

525 2142 115 52 220 81623 285 286

Burlington Resources LLC 325 51627 500 522

595 101536

Cimarex Energy Co

438 31529

CNOOC Finance 2015 USA LLC

375 5223

ConocoPhillips

590 51538

ConocoPhillips Co

495 31526

125

200

500

280

120

140

134

523

321

128


BlackRock Inc

425 52421

350 31824

325 43029

Charles Schwab (The) Corp

265 12523

345 21326

1000

280

250

218

175

280

1013

287

269

228

178

290




- -




(000S) (000S) (000S) (000S)


Financial Services ndash 10 continued Financial Services ndash 10 continued

320 3227 $500 $494 State Street Corp

CME Group Inc (Variable ICE LIBOR USD 3M +

375 61528 300 335 064) 265 51523 (3) $1000 $986

530 91543 125 168 310 51523 225 230

Goldman Sachs Group (The) Inc 370 112023 340 343

575 12422 360 381 330 121624 330 341

363 12223 325 334 TD Ameritrade Holding Corp

350 12325 55 56 295 4122 80 78

375 52225 2690 2785 363 4125 250 261

(Variable ICE LIBOR USD 3M + 30299 120) 327 92925 (3) 500 508 Food amp Beverage ndash 08

375 22526 2575 2660 Anheuser-Busch Cos 350 111626 500 507 LLCAnheuser-Busch InBev 595 11527 80 91 Worldwide Inc

385 12627 195 201 365 2126 1000 1049

(Variable ICE LIBOR USD 3M + 490 2146 2910 3169 151) 369 6528 (3) 1000 1027 Anheuser-Busch InBev Finance Inc

675 10137 615 814 400 11743 150 133 (Variable ICE LIBOR USD 3M +

143) 441 42339 (3) 1020 1067 463 2144

Anheuser-Busch InBev Worldwide Inc

250 262

625 2141 300 404 820 11539 750 1123 480 7844 350 392 545 12339 190 219

Intercontinental Exchange Inc 800 111539 310 442 235 91522 500 504 375 71542 65 65

Jefferies Group LLC 460 41548 500 529 513 12023 315 321 444 10648 304 310

Legg Mason Inc Brown-Forman Corp 563 11544 269 286 375 11543 50 53

Main Street Capital Corp 450 71545 200 231 520 5124 165 156 Campbell Soup Co

Morgan Stanley 250 8222 205 204 250 42121 430 431 365 31523 86 88 263 111721 945 949 Coca-Cola (The) Co 410 52223 580 592 330 9121 250 256 388 42924 680 714 250 4123 355 370 370 102324 310 325 320 11123 100 111 313 72726 980 1005 255 6126 770 807 625 8926 100 121 Conagra Brands Inc 363 12027 190 203 325 91522 55 54 395 42327 1190 1253 320 12523 118 117 (Variable ICE LIBOR USD 3M +

134) 359 72228 (3)

638 72442

430 12745

1000

300

1095

1015

418

1267

700 10128

530 11138

Constellation Brands Inc

265 11722

200

1000

625

240

1087

597



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)

Food amp Beverage ndash 08 continued Food amp Beverage ndash 08 continued

440 111525 $188 $190 460 71745 $75 $90

360 21528 250 245 345 10646 45 51

465 111528 480 479 Tyson Foods Inc

525 111548 167 177 450 61522 300 310

General Mills Inc 510 92848 350 434

315 121521 500 506 22522 260 101222 140 141 Forest amp Paper Products Manufacturing ndash 00 365 21524 75 77 Georgia-Pacific LLC 320 21027 1000 1050 800 11524 500 606 540 61540 70 86 775 111529 500 713

Hershey (The) Co

230 81526

Ingredion Inc

365 369 Hardware ndash 02

1319

320 10126

JM Smucker (The) Co

350 31525

438 31545

Kellogg Co

250

500

250

268

513

248

Dell International LLCEMC Corp

442 61521 (8)

545 61523 (8)

602 61526 (8)

835 71546 (8)

750

730

210

900

750

750

217

1069

275 3123

450 4146

Keurig Dr Pepper Inc

313 121523

255 91526

442 121546

McCormick amp Co Inc

350

750

85

95

450

348

838

86

89

503

Hewlett Packard Enterprise Co

440 101522

490 101525

635 101545

HP Inc

405 91522

600 91541

830

1445

200

25

275

846

1522

237

26

296

270 81522

Molson Coors Beverage Co

160 160 NetApp Inc

330 92924 160 157

210 71521 55 54 5870

300 71526 170 161 Health Care Facilities amp Services ndash 06

500 5142 575 557 AHS Hospital Corp

Mondelez International Inc 502 7145 100 127

363 21326 171 179 AmerisourceBergen Corp

PepsiCo Inc 325 3125 135 137

300 82521 770 791 425 3145 60 61

170 10621 45 46 430 121547 1000 1039

275 3522 385 400 Cardinal Health Inc

275 43025 500 520 320 61522 150 152

350 71725 100 107 375 91525 250 256

285 22426 115 121 460 31543 35 35

238 10626 245 252 450 111544 710 686

300 101527 95 101 Cigna Corp

360 81342 50 52 438 101528 3300 3542

425 102244 355 407 480 71546 (8) 580 686




- -




(000S) (000S) (000S) (000S)


Health Care Facilities amp Services ndash 06 continued Industrial Other ndash 00

CVS Health Corp Fluor Corp

275 12122 $850 $856 350 121524 $565 $392

370 3923 455 473 425 91528 860 580

338 81224 250 258 972 388 72025 518 544 Integrated Oils ndash 03 430 32528 2305 2465 BP Capital Markets America Inc 478 32538 170 188 322 112823 680 696 530 12543 750 884 380 92125 905 926 513 72045 1560 1795 312 5426 535 539 505 32548 155 177 302 11627 790 799

Dignity Health Chevron Corp 527 11164 200 233 250 3322 545 553

HCA Inc 236 12522 270 274 450 21527 1780 1831 257 51623 170 175 413 61529 250 250 290 3324 200 206

Laboratory Corp of America Holdings 333 111725 140 147 470 2145 300 341 295 51626 1325 1373

McKesson Corp Exxon Mobil Corp 270 121522 120 121 244 81629 965 997 380 31524 160 166 357 3645 590 635

Memorial Sloan-Kettering Cancer Center

413 7152

NYU Langone Hospitals

100 119

411 3146

310 81649

150

200

177

202

7699

437 7147 500 533 Internet Media ndash 00

Quest Diagnostics Inc Alphabet Inc

345 6126 115 118 363 51921 250 257

575 13040 28 34 Leisure Products Manufacturing ndash 00

18107 Hasbro Inc

Home amp Office Products Manufacturing ndash 00

Leggett amp Platt Inc

315 51521

635 31540

35

250

34

239

350 111527 818 791 273

Home Improvement ndash 00 Life Insurance ndash 03

Stanley Black amp Decker Inc Aflac Inc

340 12121 265 263 645 81540 15 20

290 11122 65 65 Globe Life Inc

Whirlpool Corp 380 91522 420 446

485 61521 100 102 Lincoln National Corp

470 6122 100 105 485 62421 94 94

370 3123 100 101 363 121226 265 277

370 5125 250 243 630 10937 100 118

450 6146 90 86 MetLife Inc

965 305 121522 280 282



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)

Life Insurance ndash 03 continued Machinery Manufacturing ndash 03 continued

300 3125 $830 $818 350 3124 $250 $265

638 61534 485 629 390 9142 700 753

640 121536 150 157 Ingersoll-Rand Global Holding Co Ltd

413 81342 460 465 575 61543 150 189

472 121544 370 413 John Deere Capital Corp

Primerica Inc 313 91021 125 127

475 71522 100 103 315 101521 250 254

Principal Financial Group Inc 280 12723 150 153

463 91542 40 41 280 3623 500 512

Protective Life Corp 305 1628 250 259

845 101539 425 602 Parker-Hannifin Corp

Prudential Financial Inc 330 112124 500 515

350 51524 85 88 420 112134 200 207

570 121436 200 233 445 112144 500 526

(Variable ICE LIBOR USD 3M + 8588 304) 520 31544 (3)

391 12747

394 12749

Reinsurance Group of America Inc

500 6121

Voya Financial Inc

480 61546

275

344

335

550

1000

241

331

317

570

1055

Managed Care ndash 04

Aetna Inc

275 111522

663 61536

675 121537

450 51542

Anthem Inc

400

40

150

100

401

50

195

104

7300 350 81524 545 559 Machinery Manufacturing ndash 03 335 12124 750 763

Caterpillar Financial Services Corp 638 61537 500 644 375 112423 1000 1052 463 51542 525 576 215 11824 210 211 Humana Inc

Caterpillar Inc 395 31527 85 86 390 52721 500 512 815 61538 280 408 340 51524 790 829 Kaiser Foundation Hospitals 380 81542 445 487 327 11149 500 497 430 51544 235 250 UnitedHealth Group Inc 325 91949 220 212 335 71522 1255 1298

Deere amp Co 350 21524 40 42 260 6822 125 126 375 71525 655 708 538 101629 250 301 345 11527 1500 1609 810 51530 100 138 388 121528 145 163

Eaton Corp 580 31536 250 326 310 91527 250 252 663 111537 640 896

IDEX Corp 688 21538 170 249 420 121521 200 203 475 71545 500 637

Illinois Tool Works Inc 10211 338 91521 250 255




- -




(000S) (000S) (000S) (000S)


Mass Merchants ndash 03 Medical Equipment amp Devices Manufacturing ndash 03 continued

Costco Wholesale Corp 463 31545 $406 $542

275 51824 $750 $786 Stryker Corp

Dollar General Corp 263 31521 5 5

325 41523 900 915 338 11125 250 265

Dollar Tree Inc 410 4143 50 55

370 51523 165 168 438 51544 200 209

Target Corp Thermo Fisher Scientific Inc

290 11522 515 520 415 2124 100 107

363 41546 500 557 295 91926 155 157

390 111547 225 264 Zimmer Biomet Holdings Inc

Walmart Inc 338 113021 250 251

235 121522 500 513 315 4122 500 500

330 42224 625 663 355 4125 120 121

355 62625 180 196 9217 325 7829 1000 1099 Metals amp Mining ndash 02 238 92429 2185 2260 Barrick North America Finance LLC 395 62838 500 594 570 53041 500 615 500 102540 275 343 Newmont Corp 430 42244 145 179 588 4135 100 144 363 121547 70 80 488 31542 150 176

9137 Nucor Corp

Medical Equipment amp Devices Manufacturing ndash 03 400 8123 250 249

Abbott Laboratories 640 12137 150 188

295 31525 1000 1039 520 8143 125 144

375 113026 564 630 440 5148 1000 1134

475 113036 555 707 Southern Copper Corp

475 41543 650 831 388 42325 100 99

Agilent Technologies Inc 750 72735 300 354

320 10122 225 227 675 41640 90 105

388 71523 250 258 588 42345 1500 1588

Baxter International Inc 4796 170 81521 60 60 Oil amp Gas Services amp Equipment ndash 00 350 81546 350 322 Baker Hughes a GE Co LLCBaker

Becton Dickinson and Co Hughes Co-Obligor Inc 313 11821 150 152 408 121547 210 172 330 3123 130 131 Halliburton Co 469 121544 239 251 380 111525 123 116

Boston Scientific Corp 485 111535 25 19 385 51525 128 134 670 91538 780 697 738 11540 540 778 745 91539 160 155

Medtronic Inc 475 8143 15 12 350 31525 334 359 1171 438 31535 913 1126



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)

Pharmaceuticals ndash 10 Pharmaceuticals ndash 10 continued

AbbVie Inc Novartis Capital Corp

230 51421 $800 $803 240 51722 $170 $174

338 111421 500 511 240 92122 40 41

360 51425 225 236 340 5624 250 268

320 51426 250 248 440 5644 250 329

425 111428 300 319 Pfizer Inc

440 11642 415 461 195 6321 500 504

470 51445 4340 4875 220 121521 90 90

Allergan Finance LLC 295 31524 250 259

325 10122 1000 1003 340 51524 150 157

Bayer US Finance II LLC 720 31539 700 1121

550 81525 (8) 50 55 413 121546 750 925

440 71544 (8) 250 247 Pharmacia LLC

Bristol-Myers Squibb Co 660 12128 125 166

200 8122 600 605 Wyeth LLC

363 51524 (8) 500 528 595 4137 725 1027

290 72624 (8) 900 954 Zoetis Inc

388 81525 (8) 765 876 325 2123 500 510

320 61526 (8) 300 318 470 2143 40 45

390 22028 (8) 500 556 395 91247 450 445

525 81543 (8) 85 115 29238 500 81545 (8)

435 111547 (8)

500

900

669

1133 Pipeline ndash 07

Boardwalk Pipelines LP GlaxoSmithKline Capital Inc 445 71527 1650 1237

338 51523 1000 1044 El Paso Natural Gas Co LLC 388 51528 1000 1123 863 11522 360 385 538 41534 150 187 Enable Midstream Partners LP 638 51538 530 784 440 31527 90 55 420 31843 20 22 415 91529 115 51

Johnson amp Johnson Enbridge Energy Partners LP 355 51521 250 259 420 91521 65 64 245 3126 500 534 750 41538 50 61 438 12533 250 321 Energy Transfer Operating LP 595 81537 100 149 405 31525 25 22 485 51541 400 539 475 11526 20 18 370 3146 970 1169 420 41527 560 451

Merck amp Co Inc 550 6127 521 453 235 21022 1000 1014 663 101536 900 834 275 21025 805 838 750 7138 310 327 360 91542 25 28 Enterprise Products Operating LLC 370 21045 60 71 335 31523 110 108

Mylan Inc 390 21524 820 838 540 112943 585 583 395 21527 500 473




- -




(000S) (000S) (000S) (000S)


Pipeline ndash 07 continued Pipeline ndash 07 continued

415 101628 $1134 $1130 Sunoco Logistics Partners Operations

313 73129 875 805 LP

688 3133 50 58 595 12125 $175 $160

755 41538 515 596 390 71526 125 105

595 2141 40 43 495 11543 1000 785

Kinder Morgan Energy Partners LP 530 4144 15 12

430 5124 170 171 535 51545 80 63

730 81533 175 200 Tennessee Gas Pipeline Co LLC

655 91540 205 224 700 31527 505 565

750 111540 305 343 700 101528 545 639

638 3141 35 35 838 61532 215 259

563 9141 310 292 763 4137 5 6

540 9144 250 245 Williams (The) Cos Inc

Magellan Midstream Partners LP 360 31522 800 776

500 3126 500 494 630 41540 995 991

515 101543 20 19 580 111543 200 196

MPLX LP 20950

413 3127 235 200 Power Generation ndash 01 480 21529 965 850 Consumers Energy Co 470 41548 1000 774 285 51522 545 552

ONEOK Partners LP Exelon Generation Co LLC 338 10122 30 27 425 61522 250 250 490 31525 40 35 625 10139 1000 940 665 10136 80 73 575 10141 430 389 620 91543 20 18 System Energy Resources Inc

ONEOK Inc 410 4123 160 170 455 71528 35 30 2301 520 71548

Phillips 66 Partners LP

361 21525

355 10126

Plains All American Pipeline LPPAA Finance Corp

450 121526

1000

76

470

1330

784

72

424

1032

Property amp Casualty Insurance ndash 04

Alleghany Corp

495 62722

Allstate (The) Corp

555 5935

520 11542

55

50

225

58

62

259

665 11537

515 6142

Sabine Pass Liquefaction LLC

563 3125

500 31527

Southern Union Co

825 111529

Spectra Energy Partners LP

338 101526

80

130

340

1055

25

360

65

86

312

896

21

332


American International Group Inc

375 71025

390 4126

420 4128

450 71644

480 71045

438 11555

225

895

490

460

30

15

105

243

896

505

474

30

16

102

595 92543 300 330



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)

Property amp Casualty Insurance ndash 04 continued Publishing amp Broadcasting ndash 01

Assurant Inc Discovery Communications LLC

490 32728 $215 $243 330 51522 $340 $333

Berkshire Hathaway Finance Corp 295 32023 110 111

575 11540 255 348 395 61525 230 225

440 51542 100 121 395 32028 485 475

430 51543 440 529 413 51529 970 939

Berkshire Hathaway Inc 520 92047 200 202

275 31523 30 31 NBCUniversal Media LLC

313 31526 1445 1545 288 11523 125 129

Chubb (The) Corp 595 4141 385 528

600 51137 50 69 445 11543 650 820

650 51538 85 126 3762 Chubb INA Holdings Inc Railroad ndash 04

315 31525 295 303 Burlington Northern Santa Fe LLC 335 5326 1000 1059 375 4124 355 375 670 51536 50 63 340 9124 80 83 415 31343 100 109 300 4125 325 337

Hanover Insurance Group (The) Inc 365 9125 200 212 450 41526 200 209 620 81536 455 591

Hartford Financial Services Group (The) Inc

595 101536

Loews Corp

263 51523

413 51543

Marsh amp McLennan Cos Inc

350 6324

350 31025

375 31426

438 31529

Progressive (The) Corp

375 82321

245 11527

420 31548

Transatlantic Holdings Inc

800 113039

Travelers (The) Cos Inc

625 61537

535 11140

460 8143

400 53047

285

250

75

75

385

75

1000

330

250

500

70

375

10

75

1015

354

250

73

77

399

77

1101

337

250

562

104

529

13

90

1142

575 5140

438 9142

515 9143

470 9145

CSX Corp

425 6121

370 11123

340 8124

260 11126

600 10136

615 5137

622 43040

550 41541

Norfolk Southern Corp

290 21523

395 10142

445 61545

394 11147

510 8118 (9)

Union Pacific Corp

416 71522

295 11523

225

975

280

870

100

50

500

270

100

190

365

50

725

20

275

524

100

437

35

287

1096

355

1038

102

53

525

275

121

234

477

59

735

20

305

546

113

449

36 12758 350 6823 80 82

365 21524 524 546




- -




(000S) (000S) (000S) (000S)


Railroad ndash 04 continued Real Estate ndash 08 continued

275 3126 $300 $302 450 6145 $55 $56

380 10151 1500 1643 Essex Portfolio LP

10997 325 5123 50 49

Real Estate ndash 08 388 5124 200 201

Alexandria Real Estate Equities Inc 400 3129 300 307

395 11528 2000 2058 Federal Realty Investment Trust

American Campus Communities 300 8122 25 25

Operating Partnership LP Healthcare Realty Trust Inc

375 41523 250 252 240 31530 255 226

413 7124 100 104 Healthpeak Properties Inc

American Tower Corp 315 8122 100 100

350 13123 210 211 425 111523 43 41

400 6125 115 118 388 81524 230 234

338 101526 125 124 340 2125 200 198

313 11527 185 181 325 71526 630 611

380 81529 1500 1518 Highwoods Realty LP

AvalonBay Communities Inc 363 11523 100 100

295 91522 50 48 Host Hotels amp Resorts LP

435 41548 500 528 400 61525 215 200

Boston Properties LP Kilroy Realty LP

385 2123 60 60 438 10125 200 223

313 9123 135 135 Kimco Realty Corp

365 2126 90 91 320 5121 240 236

Brandywine Operating Partnership LP 425 4145 759 687

455 10129 235 267 Mid-America Apartments LP

Camden Property Trust 375 61524 100 99

295 121522 150 150 National Retail Properties Inc

Corporate Office Properties LP 330 41523 100 101

360 51523 90 88 Office Properties Income Trust

525 21524 100 105 450 2125 150 147

Crown Castle International Corp Piedmont Operating Partnership LP

315 71523 200 201 445 31524 100 103

430 21529 1000 1036 Realty Income Corp

520 21549 500 554 325 101522 265 266

CubeSmart LP 465 8123 185 193

313 9126 250 248 300 11527 240 227

Digital Realty Trust LP Regency Centers Corp

363 10122 250 255 375 111522 100 99

EPR Properties Service Properties Trust

475 121526 1000 913 450 31525 365 267

ERP Operating LP Simon Property Group LP

463 121521 111 114 275 2123 30 29

350 3128 1000 929 338 10124 90 88



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)

Real Estate ndash 08 continued Restaurants ndash 01 continued

330 11526 $70 $70 Starbucks Corp

338 61527 585 568 385 10123 $200 $209

338 12127 1865 1788 430 61545 200 211

675 2140 690 854 3490 UDR Inc Retail - Consumer Discretionary ndash 04

375 7124 500 503 Amazoncom Inc Ventas Realty LP 250 112922 150 155

375 5124 60 57 240 22223 500 520 350 2125 150 147 280 82224 1000 1062 570 93043 100 105 520 12325 500 596

Ventas Realty LPVentas Capital Corp 480 12534 1050 1367 325 81522 320 322 495 12544 255 360

Welltower Inc 425 82257 500 681 400 6125 315 306 AutoZone Inc 413 31529 600 612 250 41521 95 95 513 31543 150 152 370 41522 55 56

Weyerhaeuser Co 313 71523 135 136 463 91523 185 192 375 6127 250 251 688 121533 740 866 eBay Inc

21943 260 71522 500 501

Refining amp Marketing ndash 01 275 13023 110 108

Marathon Petroleum Corp 360 6527 500 515

363 91524 305 270 400 71542 235 220

513 121526 210 208 Home Depot (The) Inc

650 3141 466 432 263 6122 25 25

Phillips 66 335 91525 450 485

465 111534 395 367 213 91526 275 277

588 5142 140 139 540 91540 500 650

488 111544 165 168 595 4141 405 566

Valero Energy Corp 488 21544 405 501

750 41532 765 871 313 121549 335 331

2455 Lowersquos Cos Inc

Restaurants ndash 01 380 111521 500 509

McDonaldrsquos Corp 312 41522 500 496

363 52021 200 206 313 91524 550 559

263 11522 1000 1008 465 41542 50 52

630 101537 505 642 425 91544 75 72

363 5143 209 202 455 4549 35 38

488 12945 542 633 QVC Inc

445 3147 350 379 445 21525 415 341

545 81534 450 329

TJX (The) Cos Inc

275 61521 150 151




- -




(000S) (000S) (000S) (000S)


Retail - Consumer Discretionary ndash 04 continued

250 51523 $205 $203

225 91526 500 476

12684

Retail - Consumer Staples ndash 01

Archer-Daniels-Midland Co

250 81126 305 308

402 41643 56 62

450 31549 250 301

Bunge Ltd Finance Corp

325 81526 615 558

Sysco Corp

260 61222 95 91

330 71526 120 114

538 92135 250 255

1689

Semiconductors ndash 04

Altera Corp

410 111523 1340 1462

Applied Materials Inc

390 10125 500 527

585 61541 100 141

Broadcom CorpBroadcom Cayman Finance Ltd

265 11523 80 78

363 11524 20 20

313 11525 310 297

388 11527 375 358

Broadcom Inc

475 41529 (8) 3000 3043

Intel Corp

270 121522 80 84

370 72925 815 899

400 121532 50 59

480 10141 80 103

373 12847 578 674

310 21560 475 500

KLA Corp

465 11124 300 316

Maxim Integrated Products Inc

338 31523 50 51

QUALCOMM Inc

345 52025 485 508

Semiconductors ndash 04 continued

325 52027 $720 $757

480 52045 795 1039

10916

Software amp Services ndash 09

Adobe Inc

215 2127 265 268

Autodesk Inc

350 61527 500 514

CA Inc

450 81523 250 247

Citrix Systems Inc

450 12127 200 206

DXC Technology Co

445 91822 200 207

Equifax Inc

330 121522 365 371

IBM Credit LLC

300 2623 980 1014

International Business Machines Corp

288 11922 235 243

363 21224 170 182

300 51524 2000 2107

700 103025 385 477

345 21926 435 463

650 11528 100 129

350 51529 670 727

400 62042 320 358

425 51549 500 588

Microsoft Corp

200 8823 765 791

363 121523 335 366

288 2624 645 686

313 11325 130 142

240 8826 2670 2834

330 2627 1375 1526

420 11335 40 50

350 111542 150 172

488 121543 365 498

375 21245 145 175

445 11345 360 473

370 8846 630 756

400 21255 465 592

395 8856 215 271



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)

Software amp Services ndash 09 continued Tobacco ndash 03 continued

450 2657 $200 $275 620 21459 $280 $308

Moodyrsquos Corp BAT Capital Corp

488 21524 250 270 356 81527 480 452

Oracle Corp 454 81547 435 396

250 101522 210 214 Philip Morris International Inc

263 21523 65 67 413 51721 250 255

240 91523 30 31 290 111521 300 302

340 7824 320 340 250 11222 250 251

295 111524 60 63 263 3623 100 97

295 51525 885 915 338 81125 250 255

265 71526 3100 3164 388 82142 150 151

325 111527 1965 2024 413 3443 405 399

380 111537 5 5 488 111543 100 117

538 71540 590 788 425 111044 350 387

413 51545 365 395 Reynolds American Inc

400 71546 330 368 445 61225 1465 1474

438 51555 25 30 725 61537 250 294

26382 615 91543 65 70

Supermarkets amp Pharmacies ndash 01 585 81545 795 854

Kroger (The) Co 8804

295 11121 660 667 Transportation amp Logistics ndash 01

340 41522 400 412 Cummins Inc

265 101526 1135 1152 488 10143 90 106

750 4131 200 280 FedEx Corp

690 41538 100 133 340 21528 780 771

540 71540 400 468 390 2135 100 98

Walgreens Boots Alliance Inc 410 41543 50 44

345 6126 375 370 410 2145 50 46

450 111834 50 51 495 101748 1000 977

465 6146 635 607 JB Hunt Transport Services Inc

4140 385 31524 95 98

Tobacco ndash 03 United Parcel Service Inc

Altria Group Inc 235 51622 165 167

475 5521 125 128 620 11538 30 39

285 8922 100 100 363 10142 105 100

295 5223 450 455 340 111546 290 283

380 21424 222 225 425 31549 130 151

263 91626 95 91 2880

480 21429 250 260 Travel amp Lodging ndash 01

425 8942 575 572 Marriott International Inc

450 5243 250 247 313 101521 750 673

538 13144 370 410 325 91522 550 505

595 21449 220 254




- -




(000S) (000S) (000S) (000S)


Travel amp Lodging ndash 01 continued Utilities ndash 18 continued

313 21523 $150 $129 CenterPoint Energy Resources Corp

313 61526 130 119 663 11137 $50 $70

1426 585 11541 50 60

Utilities ndash 18 CMS Energy Corp

AEP Transmission Co LLC

400 12146

Alabama Power Co

200 202

300 51526

345 81527

488 3144

40

500

500

39

506

540

613 51538

550 31541

410 11542

385 12142

Ameren Illinois Co

270 9122

325 3125

American Water Capital Corp

340 3125

295 9127

659 101537

430 12142

430 9145

Appalachian Power Co

460 33021

700 4138

Arizona Public Service Co

450 4142

470 11544

420 81548

Atmos Energy Corp

415 11543

413 101544

Baltimore Gas amp Electric Co

350 111521

240 81526

375 81547

Berkshire Hathaway Energy Co

515 111543

CenterPoint Energy Houston Electric LLC

50

150

730

60

500

500

35

1000

125

75

500

250

75

230

100

250

250

75

275

130

475

500

63

169

735

62

489

498

35

991

178

82

514

250

102

279

113

255

264

81

274

125

507

596

Commonwealth Edison Co

645 11538

380 10142

460 81543

Connecticut Light amp Power (The) Co

250 11523

400 4148

Consolidated Edison Co of New York Inc

330 12124

530 3135

585 31536

620 61536

675 4138

550 12139

570 61540

395 3143

445 31544

385 61546

Consolidated Edison Inc

200 51521

Dominion Energy South Carolina Inc

605 11538

510 6165

Dominion Energy Inc

425 6128

525 8133

595 61535

700 61538

490 8141

405 91542

200

90

100

420

250

185

150

100

200

100

85

450

120

100

100

85

265

50

1000

250

750

20

35

100

267

95

119

434

279

182

177

112

241

127

105

555

112

111

99

84

314

62

1045

266

859

25

37

96

225 8122

240 9126

300 2127

355 8142

425 2149

105

50

150

40

500

99

50

150

41

575

DTE Electric Co

265 61522

663 6136

570 10137

395 61542

405 51548

160

200

50

100

500

159

268

62

103

562



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)

Utilities ndash 18 continued Utilities ndash 18 continued

DTE Energy Co FirstEnergy Corp

638 41533 $50 $64 738 111531 $500 $651

Duke Energy Carolinas LLC Florida Power amp Light Co

645 101532 106 142 565 2137 335 430

610 6137 150 200 595 2138 150 196

600 11538 35 48 596 4139 250 347

605 41538 175 246 569 3140 30 42

375 6145 350 383 413 2142 250 271

Duke Energy Corp 405 6142 100 113

375 41524 100 103 399 3149 1000 1126

375 9146 120 115 Georgia Power Co

Duke Energy Florida LLC 240 4121 75 75

635 91537 340 469 285 51522 100 99

340 10146 290 297 265 91529 910 878

Duke Energy Indiana LLC 430 31542 60 65

612 101535 500 679 430 31543 100 104

635 81538 25 34 Indiana Michigan Power Co

645 4139 225 318 605 31537 200 233

490 71543 1000 1213 Interstate Power amp Light Co

Duke Energy Progress LLC 470 101543 50 54

410 31543 200 221 ITC Holdings Corp

Entergy Arkansas LLC 335 111527 200 205

305 6123 250 239 MidAmerican Energy Co

Entergy Louisiana LLC 350 101524 100 105

540 11124 150 170 480 91543 100 109

305 6131 950 949 440 101544 150 171

Entergy Texas Inc National Fuel Gas Co

450 33039 250 293 490 12121 150 144

Evergy Kansas Central Inc 375 3123 250 234

413 3142 275 308 National Grid USA

463 9143 150 176 580 4135 425 480

Evergy Metro Inc National Rural Utilities Cooperative

530 10141 50 60 Finance Corp

Evergy Inc 305 21522 35 35

529 61522 220 227 285 12725 1000 1007

Eversource Energy 800 3132 50 76

280 5123 105 104 430 31549 125 139

315 11525 100 99 Nevada Power Co

330 11528 165 167 665 4136 100 132

Exelon Corp 545 51541 35 42

563 61535 75 86 NextEra Energy Capital Holdings Inc

510 61545 100 108 (Variable ICE LIBOR USD 3M + 213) 287 61567 (2) 25 17




- -




(000S) (000S) (000S) (000S)



NiSource Inc Public Service Co of Colorado

595 61541 $100 $115 225 91522 $100 $100

525 21543 100 108 250 31523 150 153

480 21544 580 585 Public Service Co of Oklahoma

Northern States Power Co 663 111537 125 168

535 11139 1065 1392 Public Service Electric amp Gas Co

413 51544 200 222 300 51525 500 514

NSTAR Electric Co 538 11139 250 320

350 91521 85 85 395 5142 50 55

238 101522 100 102 365 9142 30 32

Oglethorpe Power Corp Puget Energy Inc

538 11140 150 174 365 51525 500 489

Oklahoma Gas amp Electric Co Puget Sound Energy Inc

455 31544 65 66 548 6135 25 30

415 4147 200 195 627 31537 75 91

Oncor Electric Delivery Co LLC 564 41541 340 389

410 6122 250 255 San Diego Gas amp Electric Co

725 11533 200 292 300 81521 65 66

750 9138 145 221 360 9123 200 211

PacifiCorp 613 91537 50 62

295 2122 100 101 450 81540 150 160

525 61535 50 60 430 4142 150 159

610 8136 200 250 Sempra Energy

575 4137 540 700 288 10122 60 59

625 101537 275 357 290 2123 500 497

600 11539 60 81 355 61524 250 250

413 11549 50 54 325 61527 150 152

Potomac Electric Power Co 600 101539 250 275

360 31524 150 154 Sierra Pacific Power Co

PPL Capital Funding Inc 338 81523 160 164

420 61522 50 50 Southern California Edison Co

350 12122 1035 1036 388 6121 150 149

500 31544 100 107 240 2122 180 175

PPL Electric Utilities Corp 665 4129 300 354

300 91521 500 504 600 11534 100 120

625 51539 275 376 535 71535 586 698

520 71541 35 43 555 11537 275 293

413 61544 100 111 605 31539 50 61

Progress Energy Inc 550 31540 150 186

775 3131 50 68 390 31543 150 154

PSEG Power LLC 413 3148 90 96

863 41531 565 721 Southern California Gas Co

575 111535 150 189



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)

Utilities ndash 18 continued Waste amp Environment Services amp Equipment ndash 01

375 91542 $250 $250 Republic Services Inc

430 11549 125 137 525 111521 $500 $526

Southern Co Gas Capital Corp 355 6122 100 102

350 91521 950 953 320 31525 290 299

588 31541 600 680 338 111527 556 564

440 53047 250 247 Waste Management Inc

Southern Power Co 290 91522 110 110

525 71543 60 59 295 61524 106 108

Southwest Gas Corp 313 3125 1000 1035

380 92946 250 273 390 3135 125 138

Southwestern Electric Power Co 410 3145 500 554

355 21522 150 151 3436 275 10126 130 122 Wireless Telecommunications Services ndash 08 410 91528 250 264 ATampT Inc 620 31540 200 264 390 31124 30 31

Southwestern Public Service Co 340 51525 835 869 600 10136 100 122 360 71525 265 281

Tampa Electric Co 713 31526 435 484 260 91522 220 217 380 21527 1045 1090 410 61542 50 53 410 21528 1476 1549

Union Electric Co 430 21530 3235 3474 390 91542 50 54 635 31540 455 576 400 4148 250 278 535 9140 153 176

Virginia Electric amp Power Co 638 3141 385 484 295 11522 95 96 625 32941 175 216 600 11536 37 47 555 81541 90 102 600 51537 15 19 538 101541 500 567 888 111538 300 473 515 31542 55 63 465 81543 150 174 535 121543 725 835 445 21544 75 85 435 61545 165 174 380 91547 125 127 475 51546 120 133

Wisconsin Electric Power Co 515 111546 1292 1517 570 12136 150 197 545 3147 400 480

Wisconsin Power amp Light Co 530 81558 200 235 225 111522 300 303 Verizon Communications Inc 410 101544 100 106 415 31524 385 418

Wisconsin Public Service Corp 263 81526 1635 1688 475 11144 100 118 433 92128 2190 2491

Xcel Energy Inc 402 12329 810 910 650 7136 100 131 525 31637 80 102

52505




-

ndash

-




(000S) (000S) (000S) (000S)

C O R P O R AT E B O N D S 19 8 c o n t i n u e d F O R E I G N I S S U E R B O N D S 6 7 c o n t i n u e d

Wireless Telecommunications Services ndash 08 continued Banks ndash 08 continued

550 31647 $1155 $1581 338 11426 $1000 $1054

452 91548 2000 2560 Santander UK Group Holdings PLC

23086 288 8521 408 403

Total Corporate Bonds Santander UK PLC

(Cost $566032) 583008 400 31324 250 254

Skandinaviska Enskilda Banken AB

F O R E I G N I S S U E R B O N D S 6 7 188 91321 980 971

Advertising amp Marketing ndash 00 Sumitomo Mitsui Banking Corp

WPP Finance 2010 300 11823 210 212

375 91924 150 151 365 72325 500 512

Auto Parts Manufacturing ndash 00

Aptiv PLC

425 11526

Banks ndash 08

1000 1018

Svenska Handelsbanken AB

245 33021

188 9721

390 112023

Toronto-Dominion Bank (The)

250

275

250

251

269

260

Australia amp New Zealand Banking Group Ltd

230 6121

255 112321

BPCE SA

400 41524

Cooperatieve Rabobank UA

388 2822

395 11922

250

250

250

1750

250

250

251

259

1808

252

213 4721

325 31124

Westpac Banking Corp

210 51321

200 81921

285 51326

270 81926

335 3827

1560

500

365

250

1000

1000

500

1560

527

365

249

1033

1009

506

275 11023 1000 1003 22355

338 52125 500 527 Cable amp Satellite ndash 00

575 12143 250 309 Grupo Televisa SAB

Credit Suisse AG 663 11540 570 667

300 102921 1250 1265 Chemicals ndash 01

363 9924 750 792 LYB International Finance BV

Credit Suisse Group Funding Guernsey 400 71523 185 189 Ltd 525 71543 565 576 455 41726 650 681 LYB International Finance II BV 488 51545 500 608 350 3227 250 243

ING Groep NV LyondellBasell Industries NV 315 32922 500 502 463 22655 35 32

Lloyds Banking Group PLC Nutrien Ltd 300 11122 675 669 315 10122 200 200 (Variable ICE LIBOR USD 3M +

081) 291 11723 (3) 105 104 300 4125

713 52336

180

100

172

134 458 121025 2095 2119 588 12136 50 57 434 1948 500 501 563 12140 250 294

National Australia Bank Ltd 613 11541 100 123 300 12023 1000 1020

2020



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)

Commercial Finance ndash 00 Diversified Banks ndash 09 continued

AerCap Ireland Capital DACAerCap Mizuho Financial Group Inc Global Aviation Trust 227 91321 $470 $465 450 51521 $1000 $917 260 91122 200 199 395 2122 250 226 (Variable ICE LIBOR USD 3M + 350 11525 389 316 107) 259 52531 (3) 1000 948

1459 Royal Bank of Canada

Design Manufacturing amp Distribution ndash 00 230 32221 250 250

Flex Ltd 370 10523 500 523

500 21523 572 573 465 12726 600 627

Diversified Banks ndash 09 Royal Bank of Scotland Group PLC

Banco Santander SA

331 62729

Bank of Montreal

290 32622

1600

500

1571

506

613 121522



395

500

250

408

503

260 255 11622 300 304 (Variable ICE LIBOR USD 3M +

Bank of Nova Scotia (The) 175) 489 51829 (3) 2000 2117

188 42621 387 387 Sumitomo Mitsui Financial Group Inc

270 8326 1000 1008 206 71421 495 491

Barclays PLC 263 71426 1000 975

368 11023 250 251 354 11728 1250 1237



800

705

772

677

Electrical Equipment Manufacturing ndash 00

Johnson Controls International PLC

25766

438 11226 355 357 463 7244 215 210

520 51226 345 354 513 91445 35 40

525 81745 730 808 Tyco Electronics Group SA

BNP Paribas SA 350 2322 125 123

325 3323 250 258 713 10137 50 75

HSBC Holdings PLC 448

340 3821 800 804 Exploration amp Production ndash 01

510 4521 1085 1109 Burlington Resources LLC

295 52521 1600 1608 720 81531 320 385

488 11422 500 508 740 12131 120 156

650 91537 300 361 Canadian Natural Resources Ltd

680 6138 150 183 385 6127 1695 1340

525 31444 1000 1099 720 11532 15 14

Mitsubishi UFJ Financial Group Inc 645 63033 135 114

354 72621 1000 1009 675 2139 200 155

219 91321 453 447 CNOOC Finance 2013 Ltd

329 72527 750 777 300 5923 250 255

374 3729 1500 1605 Nexen Inc

788 31532 75 113

F O R E I G N I S S U E R B O N D S 6 7 c o n t i n u e d F O R E I G N I S S U E R B O N D S 6 7 c o n t i n u e d



- -




(000S) (000S) (000S) (000S)


Exploration amp Production ndash 01 continued

588 31035 $210 $283

640 51537 390 532

3347

Financial Services ndash 01

GE Capital International Funding Co Unlimited Co

337 111525 830 826

442 111535 1000 1067

Invesco Finance PLC

400 13024 100 102

375 11526 1000 1075

3070

Food amp Beverage ndash 00

Coca-Cola European Partners PLC

325 81921 500 502

Coca-Cola Femsa SAB de CV

525 112643 150 173

Diageo Capital PLC

388 42943 175 179

854

Government Agencies ndash 01

FMS Wertmanagement

275 3623 1500 1592

Government Development Banks ndash 08

Export Development Canada

150 52621 1000 1011

275 31523 1000 1063

Export-Import Bank of Korea

263 52626 1000 1056

Japan Bank for International Cooperation

188 42021 800 808

238 111622 1000 1040

275 111627 2000 2224

350 103128 750 883

Korea Development Bank (The)

300 91422 215 224

338 31223 300 316

Kreditanstalt fuer Wiederaufbau

263 41221 1500 1532

263 12522 900 933

213 61522 1000 1034

200 10422 250 259

Government Development Banks ndash 08 continued

213 11723 $1000 $1043

138 8524 3000 3087

200 5225 1500 1596

288 4328 1215 1401

000 41836 (10) 500 397

Landwirtschaftliche Rentenbank

238 61025 1000 1081

Oesterreichische Kontrollbank AG

238 10121 1000 1026

Svensk Exportkredit AB

175 31021 500 504

22518

Government Regional ndash 02

Province of British Columbia Canada

265 92221 150 155

200 102322 300 310

725 9136 175 293

Province of Manitoba Canada

210 9622 100 103

Province of Nova Scotia Canada

825 73022 350 409

Province of Ontario Canada

245 62922 500 519

340 101723 2000 2178

250 42726 500 539

Province of Quebec Canada

275 82521 100 103

263 21323 875 922

750 71523 300 363

713 2924 100 122

250 4924 91 97

288 101624 250 271

750 91529 375 567

Province of Saskatchewan Canada

850 71522 200 235

7186

Hardware ndash 00

Seagate HDD Cayman

488 6127 370 364

575 12134 142 133

497



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)

Integrated Oils ndash 05 Integrated Oils ndash 05 continued

BP Capital Markets PLC 370 11524 $415 $434

399 92623 $30 $31 375 41024 330 346

328 91927 595 598 13521 CNOOC Nexen Finance 2014 ULC Internet Media ndash 00

425 43024 300 319 Baidu Inc Ecopetrol SA 350 112822 200 203

413 11625 1000 932 Life Insurance ndash 00

Equinor ASA

275 111021

245 11723

775 61523

325 111024

363 91028

425 112341

Husky Energy Inc

440 41529

145

280

350

125

360

350

85

146

284

406

122

386

394

60

AXA SA

860 121530

Machinery Manufacturing ndash 00

Ingersoll-Rand Luxembourg Finance SA

350 32126

465 11144

75

250

35

100

250

40

290

Petroleos Mexicanos Medical Equipment amp Devices Manufacturing ndash 00

650 31327 105 77 Koninklijke Philips NV

684 12330 (8) 2275 1646 688 31138 225 317

663 61535 200 137 500 31542 100 119

650 6241 190 121 436

675 92147 870 567 Metals amp Mining ndash 01

635 21248 1500 938 BHP Billiton Finance USA Ltd

Shell International Finance BV 413 22442 600 717

225 1623 345 344 Rio Tinto Alcan Inc

288 51026 100 103 613 121533 100 132

250 91226 1335 1365 575 6135 100 125

238 11729 25 25 Rio Tinto Finance USA PLC

413 51135 1010 1172 475 32242 150 179

550 32540 225 292 413 82142 300 353

363 82142 200 205 1506 455 81243 60 70

Pharmaceuticals ndash 02 438 51145

375 91246

313 11749

Suncor Energy Inc

390

230

290

451

246

285

Allergan Funding SCS

385 61524

380 31525

AstraZeneca PLC

1000

750

1047

768

715 2132

595 12134

595 51535

680 51538

200

50

430

130

209

48

396

135

313 61227

645 91537

400 91842

Mylan NV

100

450

250

100

638

280

Total Capital International SA

275 61921 30 30 395 61526

Sanofi

285 281

288 21722 200 201 400 32921 315 321




- -




(000S) (000S) (000S) (000S)


Pharmaceuticals ndash 02 continued Railroad ndash 01 continued

363 61928 $250 $277 Canadian Pacific Railway Co

Shire Acquisitions Investments Ireland 595 51537 $710 $916 DAC

240 92321

288 92323

Takeda Pharmaceutical Co Ltd

440 112623

Pipeline ndash 01

Enbridge Inc

450 61044

TransCanada PipeLines Ltd

585 31536

620 101537

475 51538

610 6140



1000

250

300

40

200

445

1003

375

100

992

252

316

5272

37

213

517

996

401

61

2225

Retail - Consumer Discretionary ndash 00

Alibaba Group Holding Ltd

340 12627


Thomson Reuters Corp

550 81535

565 112343

Sovereigns ndash 09

Canada Government International Bond

200 111522

Chile Government International Bond

325 91421

313 12126

363 103042

Colombia Government International

335

150

285

500

400

500

200

1558

351

169

320

489

517

406

521

212

Aon PLC Bond 350 61424 500 519 438 71221 1000 1010

Aspen Insurance Holdings Ltd 450 12826 500 506 465 111523 270 263 738 91837 350 436

Fairfax Financial Holdings Ltd 613 11841 250 287 485 41728 250 271 563 22644 500 549

Willis Towers Watson PLC 500 61545 1500 1538 575 31521 450 461 Hungary Government International

XLIT Ltd Bond

445 33125 210 217 538 32524 390 429

525 121543 250 283 Indonesia Government International

Railroad ndash 01

Canadian National Railway Co

285 121521

275 3126

690 71528

625 8134

620 6136

638 111537

350 111542

85

250

25

15

40

20

150

2014

83

266

32

20

54

28

159

Bond

350 11128

535 21149

Israel Government International Bond

400 63022

450 13043

Korea International Bond

388 91123

275 11927

350 92028

500

1000

250

200

200

200

500

492

1136

261

218

219

210

548



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)

Sovereigns ndash 09 continued Sovereigns ndash 09 continued

Mexico Government International 413 112045 $400 $408 Bond 510 61850 750 849 400 10223 $150 $153 27787 375 11128

750 4833

675 92734

605 11140

475 3844

555 12145

460 12346

435 11547

1000

100

750

820

1000

500

500

500

994

139

986

972

1007

564

497

486

Supermarkets amp Pharmacies ndash 00

Koninklijke Ahold Delhaize NV

570 10140

Supranationals ndash 13

African Development Bank

125 72621

300 92023

116

500

750

148

505

810

Panama Government International Asian Development Bank

Bond 213 112421 100 102

400 92224 575 595 250 11227 500 555

375 31625 500 519 188 12430 5000 5363

388 31728 500 535 Corp Andina de Fomento

670 12636 550 704 438 61522 613 655

450 51547 250 274 European Bank for Reconstruction amp

Peruvian Government International Development

Bond 275 3723 500 530

735 72125 500 636 European Investment Bank

655 31437 500 726 238 51321 2500 2551

563 111850 600 894 213 101521 200 205

Philippine Government International 225 31522 250 258

Bond 250 31523 2500 2640

420 12124 1000 1053 325 12924 250 275

1063 31625 500 657 225 62424 2000 2135

550 33026 200 227 250 101524 1000 1082

775 11431 500 706 213 41326 1500 1625

638 102334 500 663 488 21536 200 297

500 11337 500 593 Inter-American Development Bank

370 2242 500 549 263 41921 2000 2044

Republic of Italy Government 125 91421 550 556

International Bond 175 91422 400 412

538 61533 175 205 300 22124 150 165

Republic of Poland Government 213 11525 500 532 International Bond 200 6226 1000 1088 513 42121 150 156 313 91828 1000 1169 300 31723 1000 1037 388 102841 200 286 400 12224 150 163 International Bank for Reconstruction amp

Uruguay Government International Development Bond 225 62421 500 510 763 32136 250 345 275 72321 4000 4115

138 92021 2000 2026




- -

ndash




(000S) (000S) (000S) (000S)


Supranationals ndash 13 continued Wireline Telecommunications Services ndash 01 continued

200 12622 $235 $241 521 3847 $150 $168

163 21022 1000 1020 490 3648 80 89

250 112524 600 651 2239 213 3325 700 748 Total Foreign Issuer Bonds 250 72925 500 545 (Cost $190916) 195592 475 21535 25 37

International Finance Corp

113 72021 1000 1007 Fannie Mae ndash 114 Nordic Investment Bank 225 41222 3000 3110

225 52124 1000 1063 288 91223 1500 1617 37803 175 7224 2000 2092

Wireless Telecommunications Services ndash 02 263 9624 1000 1091

America Movil SAB de CV 213 42426 1000 1076

313 71622 295 298 713 11530 1500 2317

613 111537 505 648 663 111530 200 304

Orange SA 563 71537 500 787

900 3131 610 926 Fannie Mae-Aces Series 2012-M17

Rogers Communications Inc Class A2

300 31523 80 79 218 112522 142 145


450 31543 45 51 Class A2

545 10143 130 163 272 22522 91 93

Vodafone Group PLC

375 11624

413 53025

788 21530

420

895

15

437

953

20

Fannie Mae-Aces Series 2012-M4 Class 1A2

298 42522

Fannie Mae-Aces Series 2012-M5 Class A2

55 56

615 22737

438 21943

1065

95

1235

98 272 22522

Fannie Mae-Aces Series 2012-M9

97 99

525 53048 135 163 Class A2

6129 248 42522 122 124

Wireline Telecommunications Services ndash 01 Fannie Mae-Aces Series 2013-M14

British Telecommunications PLC Class A2

963 121530 100 156 333 102523 165 174

Deutsche Telekom International Finance Fannie Mae-Aces Series 2013-M6

BV Class 2A

875 61530 400 540 253 32523(1) (2) 87 89

Telefonica Emisiones SA Fannie Mae-Aces Series 2013-M9

457 42723

410 3827

240

1010

246

1040

Class A2

239 12523 85 88


302 82524 100 106

U S G OV E R N M E N T A G E N C I E S 2 8 3 ( 11 )



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)

U S G OV E R N M E N T AG E N C I E S 2 8 3 ( 11 ) c o n t i n u e d U S G OV E R N M E N T AG E N C I E S 2 8 3 ( 11 ) c o n t i n u e d

Fannie Mae ndash 114 continued Fannie Mae ndash 114 continued

Fannie Mae-Aces Series 2014-M3 Fannie Mae-Aces Series 2017-M8 Class A2 Class A2

348 12524 $263 $284 306 52527 $300 $326


253 92524 150 158 298 122527(1) (2) 250 273


283 42525(1) (2) 500 529 338 72528(1) (2) 200 222


272 102524 247 253 364 82530(1) (2) 110 126


270 22526 100 106 370 92530(1) (2) 200 230


258 32526 100 106 290 12528(1) (2) 125 135


247 42526 250 262 309 22530(1) (2) 100 110

Fannie Mae-Aces Series 2016-M7 Fannie Mae-Aces Series 2018-M4 Class AV2 Class A2

216 102523 243 248 305 32528(1) (2) 100 109


229 62526 100 104 333 62528(1) (2) 100 115


242 102526(1) (2) 100 104 355 92528(1) (2) 250 285


298 82529 125 136 247 82529 200 210


288 112527(1) (2) 250 271 361 22531 150 171


280 22527(1) (2) 100 109 314 42529 200 225


258 122526(1) (2) 150 158 294 42529 200 216


318 42529(1) (2) 125 139 244 92529 150 165



- -




(000S) (000S) (000S) (000S)


Fannie Mae ndash 114 continued

Pool 256792

650 6122 $8 $8

Pool 256925

600 10137 13 15

Pool 256959

600 11137 81 93

Pool 257042

650 1138 173 200

Pool 257106

450 1128 2 2

Pool 257237

450 6128 23 25

Pool 707791

500 6133 90 99

Pool 725425

550 4134 34 38

Pool 730811

450 8133 77 85

Pool 735222

500 2135 20 22

Pool 735358

550 2135 80 91

Pool 735502

600 4135 12 14

Pool 737853

500 9133 193 214

Pool 745336

500 3136 413 459

Pool 745418

550 4136 30 34

Pool 745754

500 9134 237 262

Pool 745826

600 7136 100 115

Pool 747383

550 10133 89 97

Pool 755632

500 4134 64 71

Pool 772730

500 4134 71 78

Pool 790406

600 9134 42 48


Pool 793666

550 9134 $54 $60

Pool 796250

550 11134 39 44

Pool 800471

550 10134 183 204

Pool 817795

600 8136 21 23

Pool 826057

500 7135 50 56

Pool 826585

500 8135 92 102

Pool 828523

500 7135 36 40

Pool 831676

650 8136 12 14

Pool 832628

550 9120 1 1

Pool 833067

550 9135 124 141

Pool 833163

500 9135 57 63

Pool 840577

500 10120 1 1

Pool 844909

450 10120(12) mdash mdash

Pool 845425

600 2136 59 68

Pool 847921

550 11120 9 9

Pool 864435

450 12120 5 5

Pool 868435

600 4136 101 116

Pool 869710

600 4136 39 44

Pool 871135

600 1137 32 36

Pool 880505

600 8121 1 1

Pool 881818

650 8136 85 102



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)

U S G OV E R N M E N T AG E N C I E S 2 8 3 ( 11 ) c o n t i n u e d


Pool 885769 Pool 902414

600 6136 $5 $6 550 11136 $78 $88

Pool 885866 Pool 906090

600 6136 73 82 550 1137 97 109

Pool 888100 Pool 910147

550 9136 144 162 500 3122 8 9

Pool 888152 Pool 912414

500 5121(12) mdash mdash 450 1122 9 10

Pool 888205 Pool 915499

650 2137 30 36 500 3137 59 64

Pool 888447 Pool 918515

400 5121 1 1 500 6137 48 53

Pool 889224 Pool 923123

550 1137 155 176 500 4136 9 10

Pool 889390 Pool 923166

600 3123 8 8 750 1137 6 6

Pool 889401 Pool 928261

600 3138 69 80 450 3136 62 68

Pool 889415 Pool 928584

600 5137 300 346 650 8137 210 246

Pool 889579 Pool 928909

600 5138 143 164 600 12137 1 1

Pool 889630 Pool 928915

650 3138 19 22 600 11137 8 9

Pool 889970 Pool 930606

500 12136 113 126 400 2139 400 432

Pool 890234 Pool 931195

600 10138 67 78 450 5124 59 62

Pool 890329 Pool 932023

400 4126 638 672 500 1138 58 64

Pool 890339 Pool 932741

500 9120 1 1 450 4140 282 309

Pool 890796 Pool 934466

350 12145 2712 2907 550 9123 24 25

Pool 893363 Pool 940623

500 6136 37 41 550 8137 24 27

Pool 893366 Pool 943388

500 4135 54 60 600 6137 128 147

Pool 898417 Pool 943617

600 10136 17 20 600 8137 53 61

Pool 899079 Pool 945876

500 3137 39 43 550 8137 9 10




- -




(000S) (000S) (000S) (000S)



Pool 946527

700 9137 $15 $16

Pool 947216

600 10137 37 43

Pool 949391

550 8122 1 1

Pool 953018

650 10137 56 64

Pool 953910

600 11137 33 38

Pool 955771

650 10137 36 40

Pool 959604

650 11137 8 9

Pool 959880

550 11137 15 17

Pool 962687

500 4138 82 91

Pool 963735

450 6123 29 31

Pool 965389

600 10123 19 19

Pool 966660

600 12137 1 2

Pool 968037

600 1138 26 29

Pool 969632

650 1138 18 19

Pool 970013

450 6138 76 82

Pool 972452

550 3138 112 125

Pool 975365

500 6123 15 16

Pool 976963

550 2138 957 1084

Pool 981704

500 6123 43 45

Pool 981854

550 7138 42 47

Pool 984075

450 6123 13 13


Pool 986760

550 7138 $223 $253

Pool 987115

550 9123 7 7

Pool 992472

600 10138 9 10

Pool 992491

450 10123 17 18

Pool 993055

550 12138 17 19

Pool 995018

550 6138 49 55

Pool 995203

500 7135 340 377

Pool 995266

500 12123 109 115

Pool 995879

600 4139 66 76

Pool AA0649

500 12138 215 240

Pool AA2939

450 4139 401 441

Pool AA4482

400 4139 331 358

Pool AA4562

450 9139 369 406

Pool AA8978

450 7139 99 109

Pool AA9357

450 8139 327 358

Pool AB1048

450 5140 480 525

Pool AB2067

350 1141 713 764

Pool AB2092

400 1141 364 395

Pool AB2272

450 2141 490 543

Pool AB2693

450 4141 342 376

Pool AB2768

450 4141 392 429



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



Pool AB3035 Pool AC5040

500 5141 $552 $612 400 10124 $74 $78


500 7141 123 136 450 11139 193 211


400 12141 1341 1450 450 1140 776 850


350 1142 895 960 500 12139 291 323


400 4142 1385 1497 550 1140 699 785

Pool AB6016 Pool AD0119

350 8142 627 672 600 7138 185 213


350 9127 855 900 450 12139 375 415


200 10127 376 388 600 12138 55 63


300 11142 2079 2198 550 8137 250 283


300 1143 899 951 450 7140 205 225


300 1143 1897 2005 500 6140 286 317


200 3128 822 848 400 6125 57 60


300 4143 781 826 500 6140 183 201

Pool AB9136 Pool AE0949

250 4143 90 94 400 2141 805 870


350 5143 2101 2254 400 5125 48 51


300 7133 178 190 350 3141 647 694

Pool AC2947 Pool AE1807

550 9139 356 391 400 10140 1011 1093


500 9139 1368 1517 450 10140 156 171


450 9129 129 140 450 10140 189 207


450 10139 715 783 350 11125 110 115

Pool AC4861 Pool AH0525

450 11124 150 157 400 12140 865 935




- -




(000S) (000S) (000S) (000S)



Pool AH1295

350 1126 $220 $232

Pool AH3226

500 2141 62 69

Pool AH4158

400 1141 149 161

Pool AH4450

300 1126 121 127

Pool AH5573

400 2141 712 773

Pool AH5614

350 2126 214 226

Pool AH8854

450 4141 223 245

Pool AI1247

400 4126 103 109

Pool AI3470

450 6141 284 311

Pool AI4361

(Floating ICE LIBOR USD 1Y + 180 180 Floor 811 Cap) 405 9141(2) 8 9

Pool AI4380


Pool AI5603

450 7141 176 192

Pool AI7743

400 8141 168 182

Pool AI9137

250 11127 1030 1069

Pool AI9555

400 9141 438 474

Pool AI9828


Pool AJ2001


Pool AJ4093

350 10126 54 57


Pool AJ4408

450 10141 $101 $111

Pool AJ6086

300 12126 172 180

Pool AJ9152

350 12126 696 732

Pool AJ9218

400 2142 615 665

Pool AJ9326

350 1142 1015 1092

Pool AJ9355

300 1127 378 396

Pool AK4813

350 3142 435 466

Pool AK4945

350 2142 468 502

Pool AK7766

250 3127 460 478

Pool AK9444

400 3142 142 152

Pool AL0442

550 6140 74 84

Pool AL0766

400 9141 986 1072

Pool AL1449

400 1142 1093 1181

Pool AL1849

600 2139 294 338

Pool AL1939

350 6142 1090 1170

Pool AL2243

400 3142 1040 1124

Pool AL2303

450 6126 85 90

Pool AL2326

450 4142 1912 2095

Pool AL2397


Pool AL2438

300 9127 891 934

Pool AL2893

350 12142 2591 2786



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



Pool AL3396 Pool AO8031

250 3128 $425 $444 350 7142 $2154 $2311


300 6128 789 827 350 7142 359 385

Pool AL4408 Pool AP6273

450 11143 1204 1319 300 10142 593 628

Pool AL4462 Pool AQ6784

250 6128 780 809 350 12142 678 727


400 2144 911 990 250 1128 153 159


350 1134 244 263 350 12142 975 1046

Pool AL5254 Pool AR1706

300 11127 545 572 250 1128 2262 2348


400 6144 2582 2816 300 1128 557 586


350 9129 748 792 300 2143 527 558


400 9144 1445 1583 300 3143 1097 1160


350 8143 542 581 250 3143 136 141


300 11130 2001 2108 300 3143 349 370

Pool AL8469 Pool AS0018

350 4131 352 374 300 7143 2318 2450


300 8146 753 796 300 8133 228 243


300 8146 729 771 400 9144 1671 1806


300 12131 923 972 300 10129 1232 1295

Pool AO0752 Pool AS3657

300 4142 601 635 450 10144 922 1001


300 4127 362 379 400 12144 508 552


350 5142 1283 1384 300 1145 953 1007


350 6142 779 835 350 2145 3057 3262


250 6127 244 254 300 4145 863 912



- -




(000S) (000S) (000S) (000S)



Pool AS5090 Pool AS8424

250 6130 $303 $316 300 12136 $349 $369


250 7130 718 745 300 12146 1141 1203


300 7135 359 380 200 1132 344 355


400 8145 968 1045 350 1132 227 241


350 10145 1372 1461 400 1147 2875 3087


350 11145 2618 2789 200 2132 184 189


350 11145 1526 1626 400 3147 689 746


350 12145 1724 1836 300 4132 668 702


350 12145 1198 1276 450 5147 895 969

Pool AS6730 Pool AT0666

350 2146 2196 2343 350 4143 430 461


250 3131 643 669 300 5143 987 1044


300 5146 1300 1375 300 4143 1693 1789


300 5146 784 828 300 5143 2104 2223


400 5146 476 513 300 5143 1814 1918

Pool AS7343 Pool AU1657

300 6146 746 786 250 7128 364 380


200 7131 174 179 350 8143 2228 2391


300 7146 897 946 300 8143 1744 1844


300 10146 1277 1348 300 8133 202 215


300 10146 719 759 300 9143 1620 1712


300 10136 220 233 350 9143 1107 1188

Pool AS8194 Pool AV0691

250 10131 2124 2211 400 12143 1998 2173



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



Pool AV2339 Pool BE3171

400 12143 $445 $484 250 2132 $699 $728

Pool AW8167 Pool BH1130

350 2142 518 556 350 4132 547 578


300 8129 314 331 300 11132 2374 2500

Pool AX2163 Pool BH7032

350 11144 621 663 350 12147 582 618


400 11144 1120 1210 350 1148 1210 1283


350 11144 1196 1279 350 1148 2117 2243

Pool AX6139 Pool BJ0648

400 11144 1541 1668 350 3148 1234 1308

Pool AY0544 Pool BJ9181

250 8127 1072 1112 500 5148 887 958


300 11126 353 371 400 4148 1156 1237


300 5145 1381 1459 400 5148 566 608

Pool AZ1449 Pool BK0276

300 7145 927 980 400 9148 424 454


300 9145 498 526 400 7148 2283 2430


400 9145 1085 1173 450 7148 337 363


350 10145 775 826 400 8148 658 701


300 2131 706 742 400 8148 666 711

Pool BA2911 Pool BK4816

300 11130 301 316 400 9148 1203 1283

Pool BC0326 Pool BM1687

350 12145 572 610 400 1147 2716 2916


350 4146 5098 5407 400 9147 1692 1831


350 2146 2073 2208 350 12146 310 329


300 8146 611 644 450 11147 181 196


350 12146 834 885 250 6132 2216 2301




- -




(000S) (000S) (000S) (000S)



Pool BM5288 Pool CA0917

350 1134 $721 $759 350 12147 $1185 $1261


250 10143 790 822 400 3148 738 795


500 1149 1303 1407 400 3148 735 786

Pool BN1176 Pool CA1564

450 11148 540 581 450 4148 354 381


450 11148 417 448 450 5148 1061 1144


350 6149 529 564 450 6148 1133 1229


400 6149 3436 3658 450 6148 496 533


350 6149 1343 1419 400 7148 802 856

Pool BO1012 Pool CA1952

350 8149 665 702 450 6148 373 402


350 8149 686 725 450 7148 473 509


350 7149 448 473 450 8148 360 387


300 10149 535 562 350 8133 714 755


300 10149 291 305 350 9148 619 655


250 10149 1319 1367 400 9148 2305 2455


300 11149 1331 1395 400 11133 795 838


300 12149 1115 1172 350 11148 1777 1895

Pool CA0110 Pool CA2729

350 8147 1449 1536 450 11148 2131 2290


400 10147 324 348 400 8149 2880 3073

Pool CA0620 Pool FM1708

400 10147 3480 3735 300 12145 475 502


350 11147 1984 2112 450 9149 2357 2533

Pool CA0859 Pool MA0361

350 12147 1858 1969 400 3130 117 126



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



Pool MA0667 Pool MA2738

400 3131 $318 $347 300 9136 $636 $673


450 4131 369 403 300 10146 713 752


350 4131 199 210 250 10131 361 375


400 7131 205 224 250 10146 477 496


350 2132 452 485 300 11136 792 838


350 7132 571 613 250 11136 355 369


350 8132 313 336 250 12136 143 149


300 8132 163 173 300 1147 10548 11113


300 10132 882 938 300 2147 608 638


350 11132 423 455 350 3147 3349 3548


300 5133 900 955 350 6137 690 735


250 7133 272 284 350 7147 1728 1830


400 1134 381 416 400 7147 628 674


300 7135 794 842 350 7137 130 138


350 12135 331 356 450 7147 1178 1277


250 12130 1028 1067 300 9137 288 304


400 1146 461 498 450 10147 595 645


300 7146 2052 2156 350 11137 214 228


300 7136 442 467 350 11147 1842 1952


300 8146 1450 1535 450 11147 181 196


300 9146 661 697 300 11137 365 386




- -




(000S) (000S) (000S) (000S)




300 11132 $1002 $1053 300 12149 $660 $691


400 12147 339 364 250 1135 1466 1521


400 1148 1434 1528 350 1135 1459 1537


350 2148 1589 1678 250 1150 495 513

Pool MA3281 334217 400 2138 715 772 Federal Farm Credit Bank ndash 00

Pool MA3334

450 4148

Pool MA3385

450 6148

Pool MA3412

350 7138

Pool MA3413

400 7138

Pool MA3443

400 8148

Pool MA3444

450 8148

Pool MA3467

400 9148

Pool MA3492

400 10138

Pool MA3547

300 12133

Pool MA3590

400 2139

1204

457

429

158

530

439

517

138

741

138

1298

492

456

170

565

473

551

148

775

148

138 101122

Federal Home Loan Bank ndash 06

188 7721

170 82521

300 101221

163 122021

138 21723

550 71536

Freddie Mac ndash 66

238 11322

275 61923

675 31531

Freddie Mac Multifamily Structured Pass Through Certificates Series K017 Class A2

287 122521


1000

3500

2200

3000

4000

3500

500

1500

1000

1200

91

1012

3566

2203

3120

4085

3594

772

17340

1553

1071

1866

93

Pool MA3685 279 12522 495 508 300 6149 841 881 Freddie Mac Multifamily Structured

Pool MA3692 Pass Through Certificates Series

350 7149

Pool MA3695

720 759 K020 Class A2

237 52522 150 153

300 7134

Pool MA3744

300 8149

Pool MA3765

250 9149

Pool MA3870

250 12149

328

910

1300

494

343

953

1346

512


231 82522


257 92522

350

200

358

206



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)


Freddie Mac ndash 66 continued Freddie Mac ndash 66 continued

Freddie Mac Multifamily Structured Freddie Mac Multifamily Structured Pass Through Certificates Series Pass Through Certificates Series K028 Class A2 K046 Class A2

311 22523 $300 $314 321 32525 $250 $271


332 22523 250 263 333 52525 500 547


325 42523 300 316 331 92525 300 329


330 42523 227 241 300 122525 300 325


331 52523 365 389 275 12526 250 268


306 72523 350 370 267 32526 500 535


339 32524 295 318 253 52526 400 425


324 92524 300 324 265 82526 250 268


317 102524 300 324 312 92526 100 110


267 122524 200 212 324 42527 350 394


306 122524 200 215 312 62527 350 391




- -




(000S) (000S) (000S) (000S)


Freddie Mac ndash 66 continued


319 72527 $250 $281


324 82527 150 169


319 92527 200 225


330 112527 150 170


344 122527 150 172


335 12528 150 171


360 12528 150 173


365 22528 150 174


390 42528 200 235


385 52528 200 234


385 62528 150 176



393 62528 $200 $237


393 72528 200 235


390 82528 200 238


392 92528 350 415


405 92528 200 240


386 112528 200 237


342 22529 500 577


351 32529 150 174


330 42529 300 345


298 52529 200 225


290 62529 300 336



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




254 102529 $250 $273 399 52533 $100 $118


225 22552 250 267 399 82533 100 122


187 32553 200 207 279 12522 250 257

Freddie Mac Multifamily Structured Freddie Mac Multifamily Structured Pass Through Certificates Series Pass Through Certificates Series K-1510 Class A2 K719 Class A2

372 12531 100 121 273 62522 64 66


379 12534 100 120 309 82522 250 258


347 32531 100 122 241 32523 250 257


354 32534 100 119 245 82523 250 259


299 52531 100 110 314 102524 200 214


306 42534 100 115 359 12525 200 218


342 42532 100 118 360 22525 150 163


375 42533 100 125 370 52525 400 440




- -




(000S) (000S) (000S) (000S)




375 82525 $500 $553


321 22526 200 218


286 52526 150 161

Pool QA0127

350 6149 2132 2277

Pool QA1132

350 7149 1046 1104

Pool QA1263

350 7149 1096 1174

Pool QA4699

300 11149 763 799

Pool QN0818

250 10134 1013 1051

Pool RA1196

400 8149 4352 4643

Pool RA1501

300 10149 647 678

Pool SD0163

300 12149 1544 1621

Pool SD8019

450 10149 1841 1979

Pool SD8023

250 11149 983 1018

Pool SD8029

250 12149 986 1021

Pool SD8037

250 1150 990 1026

Pool ZA1036

450 2140 202 221

Pool ZA1159

350 4142 481 518

Pool ZA1165

350 4142 994 1066

Pool ZA1254

300 10142 2243 2371


Pool ZA1334

350 7142 $338 $363

Pool ZA1361

350 5143 423 454

Pool ZA1375

400 9144 322 348

Pool ZA1378

350 10144 460 492

Pool ZA2773

250 8127 174 181

Pool ZA3862

250 5131 612 638

Pool ZA4194

300 4143 406 430

Pool ZA4214

300 5143 641 679

Pool ZA4715

400 9146 2071 2241

Pool ZA5107

400 11147 689 739

Pool ZA5642

400 9148 1774 1891

Pool ZA5950

450 11148 3209 3450

Pool ZI6135

500 9134 653 737

Pool ZI6854

450 12137 51 55

Pool ZI7645

500 6138 218 239

Pool ZI8519

450 2139 40 44

Pool ZI9157

450 9139 1165 1275

Pool ZI9349

450 10139 668 732

Pool ZI9657

450 1140 565 618

Pool ZI9862

450 3140 346 383

Pool ZI9939

450 4140 237 260



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



Pool ZJ0631 Pool ZL6381

450 10140 $332 $364 300 6143 $793 $839


400 1141 398 432 300 7143 594 628


400 1141 312 337 300 8143 1026 1084


400 2141 680 734 350 8143 366 392


450 3141 280 307 400 2144 608 661

Pool ZK5468 Pool ZL8299

200 5128 755 779 350 7144 2166 2321


250 4130 679 707 400 7144 1648 1782


250 7130 463 480 400 11144 565 607

Pool ZL1714 Pool ZM0489

450 7141 365 400 400 11145 747 806


450 8141 943 1033 350 12145 599 640


400 9141 177 191 300 6146 983 1038


350 11141 229 246 300 10146 918 969


350 6142 628 674 300 11146 1354 1428


400 6142 1239 1341 350 12146 2546 2701


350 8142 1021 1102 350 6147 314 335


350 8142 967 1038 350 8147 1133 1205


300 1143 3166 3343 350 9147 1432 1517


300 1143 679 718 350 10147 2456 2607


300 2143 313 331 400 11147 3347 3599


350 5143 1682 1805 350 11147 604 640


300 5143 330 349 350 11147 1236 1313



- -




(000S) (000S) (000S) (000S)



Pool ZM5133 Pool ZS3596

350 12147 $491 $520 400 6142 $1356 $1466


350 1148 1345 1426 400 8142 748 809


350 2148 1121 1188 250 7143 575 599


400 3148 858 918 350 1145 748 802


450 5148 785 847 350 3145 1505 1610


400 7148 701 746 450 7144 359 393


500 7148 532 574 350 2142 609 653


400 8148 541 576 300 7143 1956 2068


400 9148 1148 1224 350 10143 799 857


450 10148 737 792 300 9144 336 354

Pool ZN1506 Pool ZS4590

350 11148 1269 1353 300 11144 3481 3676


350 2149 500 529 400 1145 971 1049

Pool ZS0932 Pool ZS4607

450 8134 20 22 350 3145 1329 1416


500 12135 194 216 300 6145 604 638


500 8137 24 26 350 6145 1056 1125


500 9138 48 54 300 7145 1467 1551


500 3138 109 121 400 8145 332 359


450 2139 131 143 300 9145 4399 4646


450 11139 313 345 350 9145 811 863


450 4140 406 445 400 10145 449 485


350 7142 519 556 400 11145 417 451



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



Pool ZS4642

350 12145

Pool ZS4655

350 3146

Pool ZS4667

300 6146

Pool ZS4671

300 8146

Pool ZS4677

300 9146

Pool ZS4682

300 10146

Pool ZS4703

300 2147

Pool ZS4722

350 6147

Pool ZS4730

350 8147

Pool ZS4740

400 10147

Pool ZS4743

350 11147

Pool ZS4745

450 11147

Pool ZS4747

350 12147

Pool ZS4748

400 12147

Pool ZS4749

450 12147

Pool ZS4752

400 1148

Pool ZS4759

350 3148

Pool ZS4769

400 5148

Pool ZS4773

450 6148

Pool ZS4781

450 7148

Pool ZS4785

400 8148

$1550

801

1015

2209

616

812

529

933

352

1417

2149

1269

567

1490

419

1238

1363

918

257

590

730

$1651

853

1072

2330

649

857

558

988

373

1524

2278

1375

598

1599

453

1332

1453

977

277

635

777



Pool ZS6948

250 11128 $444 $463

Pool ZS8023

200 8132 117 121

Pool ZS8495

250 8128 1721 1787

Pool ZS8628

200 11131 195 201

Pool ZS8639

200 1132 66 68

Pool ZS9449

350 8145 812 867

Pool ZS9495

350 10145 1160 1243

Pool ZS9580

350 12145 1151 1226

Pool ZS9618

350 3146 1954 2094

Pool ZS9805

300 9146 1100 1162

Pool ZS9813

300 9146 1078 1138

Pool ZS9827

300 10146 848 895

Pool ZS9828

300 10146 877 925

Pool ZT0000

300 1147 3166 3346

Pool ZT0074

350 3147 3717 3954

Pool ZT0495

450 8148 322 346

Pool ZT0524

450 9148 1042 1127

Pool ZT0712

400 10148 1068 1138

Pool ZT0787

400 10148 1130 1203

Pool ZT1702

400 1149 2238 2384

Pool ZT2091

300 6134 403 422

193246



- -




(000S) (000S) (000S) (000S)


Freddie Mac Gold ndash 13 Freddie Mac Gold ndash 13 continued

Pool A16753 Pool A81606

500 11133 $33 $36 600 9138 $17 $18


500 1134 43 48 550 11138 176 199


550 11134 197 222 500 3140 157 173

Pool A31136 Pool C91009

550 1135 191 211 500 11126 8 9


550 11135 89 99 500 4129 85 92


500 7135 16 18 400 1131 315 344


500 1136 53 59 450 5131 158 173


600 8136 6 7 350 2132 198 213


650 8136 11 12 400 10131 258 281


550 12136 114 125 350 11131 195 209


500 3137 122 136 350 8132 308 331


550 3137 12 14 400 1135 141 154


550 4137 126 142 300 5135 260 275


550 10136 193 218 300 12135 274 291


550 12135 32 35 300 6136 311 329


550 9137 13 15 300 9136 334 354


700 10137 15 18 250 11136 213 223


550 9137 122 133 300 1137 141 149


600 11137 17 20 300 9137 360 381


500 2138 73 81 300 10137 299 317


700 2138 21 22 350 1138 383 407



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)


Freddie Mac Gold ndash 13 continued Freddie Mac Gold ndash 13 continued

Pool C91971 Pool G03513

400 1138 $140 $151 600 11137 $44 $51


350 7138 273 290 700 11137 19 22


400 8138 348 374 650 11137 257 294

Pool D97564 Pool G03992

500 1128 96 104 600 3138 46 53


300 3132 198 211 500 5138 82 91

Pool E03033 Pool G04459

300 2127 349 366 550 6138 68 77


350 8127 639 673 600 7138 135 156

Pool G02064 Pool G04650

500 2136 91 101 650 9138 68 78


550 3136 13 15 500 11139 236 261


600 11136 146 168 500 8140 134 148


600 11136 5 5 550 8140 599 679


500 11134 46 51 550 12139 547 619


600 1137 6 7 500 10141 491 544


650 1137 11 12 600 5140 152 175


600 4137 567 653 700 3137 26 32


600 4137 7 8 550 4137 31 35


600 6137 19 22 500 4139 646 715


500 6136 76 84 450 9120 1 1


550 8136 35 40 400 1122 7 7


600 9137 21 24 500 9121 2 2


600 9137 38 44 450 4122 5 5



- -




(000S) (000S) (000S) (000S)


Freddie Mac Gold ndash 13 continued

Pool G12868

500 11122 $24

Pool G12869

500 9122 16

Pool G13136

450 5123 28

Pool G13151

600 3123 17

Pool G13201

450 7123 17

Pool G13433

550 1124 24

Pool G14168

550 12124 27

Pool G14239

400 9126 588

Pool G14554

450 7126 44

Pool G14891

300 10128 264

Pool G15134

300 5129 189

Pool G15468

350 12129 372

Pool G16562

350 8133 768

Pool G16600

300 7133 2737

Pool G16774

350 2134 678

Pool G16786

400 4134 786

Pool G18220

600 11122 4

Pool G18420

300 1127 454

Pool G18438

250 6127 223

Pool G18442

350 8127 364

Pool G18571

250 10130 366

$26

17

29

17

17

25

28

621

46

278

199

394

815

2884

714

829

4

475

232

383

380

Freddie Mac Gold ndash 13

Pool G18601

300 5131

Pool G18626

250 1132

Pool G18664

350 10132

Pool G18681

300 3133

Pool G30327

450 1127

Pool G30835

350 12135

Pool G31020

250 2137

Pool G31057

300 2138

Pool J00991

400 1121

Pool J02541

400 9120

Pool J03041

600 7121

Pool J03736

550 11121

Pool J05307

450 8122

Pool J06175

500 5121(12)

Pool J06465

600 11122

Pool J06476

550 11122

Pool J08098

550 6123

Pool J08202

500 7123

Pool J08454

500 8123

Pool J08913

550 10123

Pool J09148

500 12123

continued

$497 $522

2704 2808

313 330

1233 1295

17 18

274 295

80 84

381 401

2 3

1 1

3 3

6 6

4 4

mdash mdash

1 1

7 8

2 2

8 8

11 12

10 10

28 29



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



Pool J09305 Pool V60268

500 2124 $34 $36 300 9128 $777 $818


500 3124 27 28 250 8130 220 230


400 11124 25 26 250 8130 175 183


450 4125 227 241 250 10131 666 693

Pool J14808 39095 350 3126 237 249 Government National Mortgage Association ndash 03

Pool J16932 Pool TBA 300 10126 221 232 4150(13) 7000 7387

Pool J17055

300 11126

Pool J17232

300 11126

Pool J17932

300 3127

Pool J20834

250 10127

Pool J21601

250 12127

Pool J22069

250 1128

Pool J22986

250 3128

Pool J30435

300 1130

Pool J32244

300 7130

Pool J34252

350 4131

Pool K90071

300 2133

Pool K90641

350 6133

Pool K90791

300 7133

Pool K91490

350 1134

Pool K92325

300 1135

119

193

297

421

1410

104

877

469

1631

93

717

90

311

543

410

125

203

311

438

1464

109

915

494

1711

99

758

97

331

576

434

Government National Mortgage Association I ndash 07

Pool 510835

550 21535 25

Pool 553463

350 11542 574

Pool 597889

550 61533 137

Pool 614169

500 71533 37

Pool 616879

350 21542 404

Pool 617739

600 101537 9

Pool 634431

600 91534 15

Pool 641416

550 41535 142

Pool 646341

600 111536 27

Pool 648538

500 121535 58

Pool 651753

550 31536 9

Pool 670030

300 71545 503

Pool 675211

650 31538 6

Pool 675484

550 61538 54

Pool 676360

28

618

150

41

439

11

17

157

30

63

10

532

7

61

650 101537 5 6



- -




(000S) (000S) (000S) (000S)


Government National Mortgage Association I ndash 07 continued

Pool 682899

600 91540 $173 $197

Pool 687824

550 81538 95 108

Pool 687900

500 91538 112 123

Pool 687901

500 91538 70 78

Pool 692309

600 11539 53 60

Pool 697645

550 101538 35 40

Pool 698236

500 61539 251 279

Pool 698336

450 51539 282 312

Pool 699277

600 91538 8 9

Pool 700918

550 111538 104 118

Pool 700972

550 111538 21 24

Pool 701196

600 101538 5 6

Pool 703677

550 61539 104 115

Pool 704185

550 11539 30 34

Pool 704514

450 51539 467 523

Pool 704624

450 71539 1388 1554

Pool 717175

450 61539 263 294

Pool 719262

500 81540 130 144

Pool 720065

450 61539 890 996

Pool 720202

450 71539 210 231

Pool 723231

400 101539 214 231


Pool 723339

500 91539 $120 $134

Pool 726085

400 111524 64 67

Pool 728629

450 11540 345 380

Pool 733663

450 51540 1006 1114

Pool 736768

300 111542 903 960

Pool 737286

450 51540 356 398

Pool 737416

350 91525 59 62

Pool 738134

350 41526 122 128

Pool 738247

450 41541 154 170

Pool 745215

400 71525 55 58

Pool 747643

450 81540 499 552

Pool 760874

350 21526 111 117

Pool 768800

450 61541 64 71

Pool 773939

400 111541 451 497

Pool 778957

350 31542 528 578

Pool 782131

550 121536 41 46

Pool 782150

550 41537 47 54

Pool 782259

500 21536 94 104

Pool 782272

550 21538 84 95

Pool 782498

600 121538 42 48

Pool 782565

500 21539 977 1088



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)


Government National Mortgage Association I ndash 07 continued Government National Mortgage Association II ndash 62 continued

Pool 782584 Pool 4018

500 31539 $54 $60 650 82037 $67 $78

Pool 782675 Pool 4026

450 61524 50 53 500 92037 26 29

Pool 782696 Pool 4027

500 61539 226 252 550 92037 13 15

Pool 782831 Pool 4040

600 121539 30 34 650 102037 14 16

Pool 783176 Pool 4098

400 111540 567 614 550 32038 83 93

Pool 783467 Pool 4116

400 101541 1669 1810 650 42038 32 38

Pool 783740 Pool 4170

250 121527 181 188 600 62038 64 73

Pool AA5391 Pool 4194

350 61542 34 37 550 72038 151 170


300 21543 355 382 500 92038 38 42

Pool AB2761 Pool 4244

350 81542 134 145 550 92038 43 48


300 91542 194 206 600 92038 24 27

Pool AD8781 Pool 4269

300 31543 317 340 650 102038 32 39


300 41543 360 382 550 112038 28 31

Pool AL1763 Pool 4344

350 11545 200 217 600 12039 51 58

19087 Pool 4345

Government National Mortgage Association II ndash 62 650 12039 35 40

Pool 3570 Pool 4425

600 62034 41 47 550 42039 96 109

Pool 3665 Pool 4559

550 12035 112 126 500 102039 201 222

Pool 3852 Pool 4561

600 52036 18 21 600 102039 117 133

Pool 3879 Pool 4617

600 72036 54 62 450 12040 62 69

Pool 3910 Pool 4619

600 102036 28 32 550 12040 196 218

Pool 3994 Pool 4713

500 62037 18 21 450 62040 180 198



- -




(000S) (000S) (000S) (000S)


Government National Mortgage Association II ndash 62 continued Government National Mortgage Association II ndash 62 continued

Pool 4747 Pool 626951

500 72040 $157 $174 300 62045 $661 $704

Pool 4881 Pool 737602

350 122040 675 721 400 112040 313 343

Pool 4882 Pool 752757

400 122040 1575 1717 450 112040 362 398

Pool 4923 Pool 755677

450 12041 150 165 400 122040 230 250

Pool 5050 Pool 766711

400 52026 104 109 400 52042 1068 1159

Pool 5081 Pool 782433

400 62041 246 268 600 102038 92 105

Pool 5082 Pool 783976

450 62041 254 280 350 42043 3257 3483

Pool 5083 Pool 784345

500 62041 1007 1113 350 72047 826 908

Pool 5114 Pool AA5970

400 72041 987 1076 300 12043 1050 1121


500 82041 135 149 300 22043 1561 1677


450 92041 140 155 300 32043 1045 1116


500 92041 653 721 350 32043 384 413


350 102041 384 411 350 42043 146 157

Pool 5203 Pool AB9443

400 102041 242 264 350 112042 555 591

Pool 5232 Pool AD1755

350 112041 754 806 350 22043 662 711


550 122041 16 18 350 32043 385 414

Pool 5280 Pool AF5097

400 12042 270 294 400 82043 1063 1154

Pool 5304 Pool AJ0645

350 22042 282 301 350 72044 320 343


550 22042 118 132 350 82045 2795 3005


300 32027 300 313 400 102044 753 817

Pool 5331 Pool AK6867

350 32042 452 483 350 12045 1993 2143



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



Pool AO7525 Pool MA1064

350 82045 $1806 $1943 250 62028 $441 $458


400 82045 753 814 300 62043 929 998

Pool BB6965 Pool MA1224

350 72047 441 475 350 82043 671 717

Pool BE9902 Pool MA1285

450 62048 909 979 350 92043 389 416


250 42027 117 121 400 42044 216 236


350 42042 455 487 400 52044 232 252


350 52042 1014 1085 400 92044 1247 1359


350 72042 529 566 300 122044 188 201


350 82042 986 1055 350 12045 731 777


500 82042 231 256 400 12045 261 284


300 92042 2129 2285 300 32045 412 442


350 92042 429 459 300 42045 1079 1158


300 12043 507 544 350 42045 419 445


300 32028 136 142 300 62045 1181 1268


250 32043 186 196 350 62045 380 404


300 32043 742 797 300 72030 597 624


350 32043 861 921 300 72045 921 988


300 42043 907 974 350 82045 1099 1168


350 42043 290 311 300 92045 1233 1324


300 52043 867 931 400 92045 965 1051


350 52043 774 828 300 102045 241 259



- -




(000S) (000S) (000S) (000S)




350 102045 $4657 $4974 250 92031 $217 $225


400 102045 519 567 300 92046 2068 2214


350 112045 844 898 350 92046 2740 2931


400 112045 1891 2061 250 102046 136 143


350 122045 1805 1920 300 102046 1363 1458


450 12046 1008 1100 250 112046 1038 1092


350 32046 1639 1742 300 112046 6471 6916


400 32046 436 475 250 122031 115 119


300 42046 1033 1105 250 122046 70 74


350 42046 1649 1756 350 12047 1374 1448


300 52046 1670 1792 400 32047 627 673


350 52046 1006 1070 350 42047 492 518


400 52046 422 456 300 62047 2201 2344


300 62046 2013 2157 450 62047 858 927


350 62046 1327 1411 300 82032 180 188


250 72031 153 158 350 82047 2111 2243


300 72031 193 201 300 92047 5250 5558


300 72046 2370 2540 350 92047 3445 3677


350 72046 1972 2108 350 102047 2144 2277


300 82046 910 975 400 112047 298 320


350 82046 907 965 350 122047 2135 2255



- -

ndash

MARCH 31 2020


(000S) (000S) (000S) (000S)


Government National Mortgage Association II ndash 62 continued

Pool MA4901

400 122047 $4149 $4420

Pool MA4962

350 12048 2064 2190

Pool MA4963

400 12048 772 831

Pool MA5077

350 32048 2358 2501

Pool MA5137

400 42048 406 436

Pool MA5191

350 52048 1365 1448

Pool MA5264

400 62048 948 1013

Pool MA5265

450 62048 1039 1112

Pool MA5266

500 62048 1203 1293

Pool MA5330

400 72048 1248 1333

Pool MA5331

450 72048 2088 2239

Pool MA5398

400 82048 858 920

Pool MA5399

450 82048 968 1027

Pool MA5466

400 92048 2062 2195

Pool MA5467

450 92048 1163 1242

Pool MA5528

400 102048 1206 1289

Pool MA5529

450 102048 215 230

Pool MA5564

350 112033 519 544

Pool MA5595

400 112048 420 451

Pool MA5653

500 122048 1718 1840

Pool MA5818

450 32049 1283 1364



Pool MA5931

400 52049 $2838 $3012

Pool MA5985

350 62049 2708 2856

Pool MA6040

400 72049 3688 3913

Pool MA6217

250 102049 789 825

Pool MA6337

250 122049 596 623

Pool MA6338

300 122049 7148 7569

Pool MA6409

300 12050 1990 2107

182589

Tennessee Valley Authority ndash 01

525 91539 1650 2524

Uniform Mortgage Backed Securities ndash 11

Pool TBA

4150(13) 32000 33563

Total US Government Agencies

(Cost $796566) 830060

U S G OV E R N M E N T O B L I GAT I O N S 41 6

US Treasury Bonds ndash 92

625 81523 1550 1861

763 21525 165 223

613 111527 5000 7085

450 21536 475 728

438 21538 1000 1560

450 51538 1700 2692

350 21539 2500 3562

425 51539 2000 3111

450 81539 2000 3205

438 111539 2000 3168

463 21540 3000 4906

438 51540 1000 1590

375 81541 4000 5945

313 21542 2000 2735

275 81542 3000 3873

275 111542 4000 5174

363 21544 5000 7406

338 51544 6000 8583



- -




(000S) (000S) (000S) (000S)

U S G OV E R N M E N T O B L I GAT I O N S 41 6 c o n t i n u e d U S G OV E R N M E N T O B L I GAT I O N S 41 6 c o n t i n u e d

US Treasury Bonds ndash 92 continued

313 81544 $5500 $7591

300 111544 7000 9490

250 21545 6000 7502

300 51545 6000 8173

300 111545 15000 20568

250 51546 8000 10093

225 81546 5000 6036

288 111546 5000 6765

300 51547 8000 11089

275 81547 7000 9274

275 111547 8000 10612

300 21548 8000 11106

313 51548 5000 7084

300 81548 16000 22225

300 21549 15000 20899

288 51549 13500 18421

225 81549 5000 6091

238 111549 7070 8808

269234

US Treasury Notes ndash 324

238 31521

238 41521

138 53121

113 63021

163 63021

213 63021

213 81521

288 101521

150 103121

200 111521

163 123121

188 13122

250 21522

113 22822

188 33122

175 63022

163 81522

175 93022

188 103122

200 113022

213 123122

150 22823

263 22823

20000

5000

12000

10000

3000

1740

36000

20000

2000

20000

25000

25000

25000

25000

10000

100000

5000

10000

10000

10000

5000

5000

20000

20438

5116

12179

10127

3056

1784

36970

20821

2041

20590

25615

25759

26067

25415

10331

103438

5163

10372

10414

10457

5254

5178

21360


163 43023

275 43023

163 53123

275 53123

263 63023

275 83123

288 103123

275 111523

263 123123

238 22924

250 51524

200 53124

200 63024

238 81524

150 93024

150 103124

225 111524

150 113024

138 13125

275 22825

288 43025

213 51525

275 63025

300 93025

263 123125

163 21526

163 51526

150 81526

163 93026

200 111526

175 123126

225 21527

113 22827

225 81527

225 111527

275 21528

288 51528

288 81528

313 111528

263 21529

continued

$10000 $10408

15000 16133

1000 1042

23000 24778

5000 5375

25000 27065

10000 10906

5000 5436

5000 5430

20000 21591

20000 21761

5000 5342

25000 26730

9000 9786

5000 5254

7000 7362

10000 10859

15000 15795

10000 10476

15000 16721

2500 2811

10000 10865

5000 5604

20000 22768

10000 11222

20000 21299

10000 10672

10000 10616

10000 10703

10000 10952

10000 10800

10000 11152

10000 10390

15000 16830

15000 16866

5000 5829

5000 5895

15000 17738

10000 12072

15000 17532



-

ndash

-

MARCH 31 2020


(000S) (000S) (000S) (000S)

U S G OV E R N M E N T O B L I GAT I O N S 41 6 c o n t i n u e d


238 51529

175 111529

continued

$15000

15000

$17255

16479

952545

Total US Government Obligations

(Cost $1098192) 1221779

M U N I C I PA L B O N D S 0 6

Arizona ndash 00

Salt River Project Agricultural Improvement amp Power District Electric Revenue Bonds Build America Bonds

484 1141 110 147

California ndash 02

Bay Area Toll Authority Toll Bridge Subordinate Revenue Bonds Series S1 Build America Bonds

704 4150 150 239

Bay Area Toll Authority Toll Bridge Taxable Revenue Bonds Series S3 Build America Bonds

691 10150 150 240

California State GO Unlimited Bonds Build America Bonds

770 11130 135 139

730 10139 920 1414

763 3140 405 653

760 11140 400 666

California State Various Purpose Taxable GO Unlimited Bonds Build America Bonds

755 4139 585 949

East Bay Municipal Utility District Water System Subordinated Revenue Bonds Build America Bonds

587 6140 300 422

Los Angeles Community College District GO Unlimited Bonds Build America Bonds

675 8149 150 244

Los Angeles Department of Airports Direct Pay Revenue Bonds Build America Bonds

658 51539 250 327

M U N I C I PA L B O N D S 0 6 c o n t i n u e d

California ndash 02 continued

Los Angeles Unified School District GO Unlimited Bonds Series RY Build America Bonds

676 7134 $290 $400

Los Angeles Unified School District Taxable GO Unlimited Bonds Series KR Build America Bonds

575 7134 335 430

Metropolitan Water District of Southern California Revenue Bonds Issuer Subseries A Build America Bonds

695 7140 100 101

San Diego County Water Authority Financing Agency Revenue Bonds Series B Build America Bonds

614 5149 100 138

San Francisco City amp County Public Utilities Commission Water Revenue Bonds Build America Bonds

695 11150 75 106

University of California Revenue Bonds Build America Bonds

595 51545 150 202

6670

Connecticut ndash 00

Connecticut State Taxable GO Unlimited Bonds Series A

585 31532 300 368

District of Columbia ndash 00

District of Columbia Income Tax Secured Revenue Bonds Series E Build America Bonds

559 12134 30 37

Georgia ndash 00

Municipal Electric Authority of Georgia Revenue Bonds Build America Bonds

666 4157 100 134

Municipal Electric Authority of Georgia Taxable Revenue Bonds Build America Bonds

664 4157 69 90

706 4157 298 392



616

- -




(000S) (000S) (000S) (000S)

M U N I C I PA L BO N D S 0 6 c o n t i n u e d M U N I C I PA L BO N D S 0 6 c o n t i n u e d

Illinois ndash 01

Chicago Transit Authority Sales amp Transfer Tax Receipts Pension Funding Taxable Revenue Bonds Series A

690 12140 $300 $403

Chicago Transit Authority Sales Tax Receipts Revenue Bonds Series B Build America Bonds

620 12140 140 168

Illinois State Taxable Pension GO Unlimited Bonds

510 6133 705 700

1271

Massachusetts ndash 00

Massachusetts State GO Limited Bonds Series D Build America Bonds

450 8131

Massachusetts State School Building Authority Sales TRB Build America Bonds

572 81539

250

100

295

135

430

Mississippi ndash 00

Mississippi State GO Unlimited Bonds Series F Build America Bonds

525 11134 100 120

Nevada ndash 00

Clark County Airport System Taxable Revenue Bonds Series C Build America Bonds

682 7145 200 265

New Jersey ndash 00

New Jersey State Transportation Trust Fund Authority Revenue Bonds Series B Build America Bonds

656 121540 200 267

New Jersey State Transportation Trust Fund Authority Taxable Revenue Bonds Series C Build America Bonds

610 121528 300 308

New Jersey State Turnpike Authority Taxable Revenue Bonds Build America Bonds

741 1140 125 183

New Jersey ndash 00 continued

Rutgers State University Revenue Bonds Build America Bonds

567 5140 $145 $192

950

New York ndash 01

Metropolitan Transportation Authority Dedicated Tax Fund Taxable Revenue Bonds Build America Bonds

734 111539 75 107

Metropolitan Transportation Authority Taxable Revenue Bonds Build America Bonds

669 111540 100 130

681 111540 60 78

New York City Municipal Water Finance Authority Water amp Sewer System Revenue Bonds Build America Bonds

575 61541 200 287

572 61542 250 361

New York City Transitional Finance Authority Future Tax Secured Taxable Revenue Bonds Build America Bonds

577 8136 300 381

New York GO Unlimited Bonds Build America Bonds

552 10137 100 120

585 6140 85 114

New York State Dormitory Authority Personal Income TRB Build America Bonds

560 31540 250 303

New York State Dormitory Authority State Personal Income Tax Build America Revenue Bonds Unrefunded Balance

563 31539 75 89

New York State Urban Development Corp Taxable Revenue Bonds Build America Bonds

577 31539 100 109



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)


New York ndash 01 continued

New York Taxable GO Unlimited Bonds Series F-1 Build America Bonds

665 12131 $225 $228

Port Authority of New York amp New Jersey Consolidated 164th Taxable Revenue Bonds

565 11140 350 471


565 11140 200 269

Port Authority of New York amp New Jersey Consolidated 168th Revenue Bonds

493 10151 250 310

3357

Ohio ndash 01

American Municipal Power-Ohio Inc Revenue Bonds Subseries B Build America Bonds

645 21544 200 280

American Municipal Power-Ohio Inc Taxable Revenue Bonds Series B Build America Bonds Combined Hydroelectric Projects

808 21550 300 506

Northeast Regional Sewer District Improvement Taxable Revenue Bonds Build America Bonds

604 111540 145 149

Ohio State University Revenue Bonds Series C Build America Bonds

491 6140 190 226

Ohio State University Taxable Revenue Bonds Series A

480 6111(4) 200 241

Ohio State Water Quality Development Authority Pollution Control Taxable Revenue Bonds Series B-2 Loan Fund

488 12134 90 101

1503


Oregon ndash 00

Oregon State Department of Transportation Highway User Taxable Revenue Bonds Series A Subordinate Lien Build America Bonds

583 111534 $200 $275

Pennsylvania ndash 00

State Public School Building Authority Taxable Revenue Bonds Series A Qualified School Construction Bonds

500 91527 200 232

Tennessee ndash 00

Metropolitan Government of Nashville amp Davidson County Convention Center Authority Subordinate Taxable Revenue Bonds Series B Build America Bonds

673 7143 100 145

Texas ndash 01

Dallas Area Rapid Transit Sales TRB Build America Bonds

502 12148 180 241

Dallas Independent School District Taxable GO Unlimited Bonds Series C Build America Bonds (PSF Gtd)

645 21535 200 201

Houston Pension Taxable GO Limited Refunding Bonds Series A

629 3132 260 322

North Texas Tollway Authority Revenue Bonds Build America Bonds

672 1149 125 198

San Antonio Electric amp Gas Revenue Bonds Build America Bonds

599 2139 200 280

Texas State Taxable GO Unlimited Bonds Build America Bonds

552 4139 200 275

Texas State Transportation Commission State Highway Fund Taxable Revenue Bonds Series B First Tier

518 4130 300 361



-ndash



PRINCIPAL AMOUNT VALUE

(000S) (000S)


Texas ndash 01 continued

University of Texas Revenue Bonds Series C Build America Bonds

479 81546 $100 $116

1994

Utah ndash 00

Utah State GO Unlimited Bonds Series B Build America Bonds

354 7125 95 100

Washington ndash 00

Central Puget Sound Regional Transportation Authority Sales amp Use TRB Build America Bonds

549 11139 80 92

Washington State Convention Center Public Facilities District Revenue Bonds Build America Bonds

679 7140 100 122

Washington State GO Unlimited Bonds Series F Build America Bonds

514 8140 100 137

351

Total Municipal Bonds

(Cost $14516) 18831

NUMBER OF SHARES

VALUE (000S)

OT H E R ndash 0 0

Escrow Lehman Brothers Holdings Capital Trust VII(14) (15) 50000 $mdash

Total Other

(Cost $39) mdash

NUMBER VALUE OF SHARES (000S)

I N V E S T M E N T C O M PA N I E S 2 2

Northern Institutional Funds shyUS Government Portfolio (Shares) 040(16) (17)

Total Investment Companies

(Cost $64483)

64482831 $64483

64483

Total Investments ndash 1010

(Cost $2781358)

Liabilities less Other Assets ndash (10)

2965523

(29451)

NET ASSETS ndash 1000 $2936072

(1) Variable or floating rate security the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets

(2) Variable rate security Rate as of March 31 2020 is disclosed (3) Variable rate security Security issued at a fixed coupon rate which converts

to a variable rate at a future date Rate shown is the rate in effect as of period end

(4) Century bond maturing in 2111 (5) Century bond maturing in 2114 (6) Century bond maturing in 2116 (7) Century bond maturing in 2112 (8) Securities exempt from registration under Rule 144A of the Securities Act of

1933 These securities may be resold in transactions exempt from registration normally to qualified institutional buyers The value of these securities is determined by valuations supplied by a pricing service or brokers or if not available in accordance with procedures established by the Board of Trustees of Northern Funds

(9) Century bond maturing in 2118 (10) Zero coupon bond (11) The obligations of certain US government-sponsored entities are neither

issued nor guaranteed by the United States Treasury (12) Principal Amount and Value rounds to less than one thousand (13) When-Issued Security Coupon rate is not in effect at March 31 2020 (14) Issuer has defaulted on terms of debt obligation (15) Level 3 asset that is worthless bankrupt or has been delisted (16) Investment in affiliated Portfolio Northern Trust Investments Inc is the

investment adviser to the Fund and the investment adviser to Northern Institutional Funds

(17) 7-day current yield as of March 31 2020 is disclosed

EXPLANATION OF ABBREVIATIONS AND ACRONYMS USED THROUGHOUT THE SCHEDULE OF INVESTMENTS

1Y - 1 Year

3M - 3 Month

Fannie Mae - Federal National Mortgage Association

Freddie Mac - Federal Home Loan Mortgage Corporation

GO - General Obligation

Gtd - Guaranteed

ICE - Intercontinental Exchange



MARCH 31 2020

LIBOR - London Interbank Offered Rate

PLC - Public Limited Company

PSF - Permanent School Fund

SampP - Standard amp Poorrsquos

TBA - To be announced

TRB - Tax Revenue Bonds

USD - United States Dollar

Percentages shown are based on Net Assets

At March 31 2020 the credit quality distribution (unaudited) for the Fund as a percentage of investments including cash was

Q UA L I T Y D I S T R I B U T I O N OF INVESTMENTS

US Treasury 480

US Agency 195

AAA 55

AA 29

A 105

BBB 114

Cash Equivalents 22

Total 1000

Credit quality ratings are based on the conservative average of Moodyrsquos SampP Global and Fitch ratings If ratings from all three rating agencies disagree the model assigns the middle rating to the security If two of the three agree the model assigns the rating from those two to the security If none of these three rating agencies has assigned a rating the Fund will assign a rating of not rated The ratings expressed in SampP Globalrsquos nomenclature range from AAA (extremely strong capacity to meet its financial commitment) to D (in default) Short-term ratings expressed in SampP Globalrsquos nomenclature range from A-1 (obligorrsquos capacity to meet its financial commitment on the obligation is strong) to D (in default) The ratings represent the rating agenciesrsquo opinions of the quality of the securities they rate Ratings are relative and subjective and are not absolute standards of quality

Various inputs are used in determining the value of the Fundrsquos investments These inputs are summarized in three levels listed below

Level 1 - Unadjusted quoted market prices in active markets for identical securities on the measurement date Level 2 - Other observable inputs (eg quoted prices in active markets for similar securities securities valuations based on commonly quoted benchmark interest rates and yield curves maturities ratings andor securities indices) Level 3 - Significant unobservable inputs (eg information about assumptions including risk market participants would use in pricing a security)

The inputs or methodologies used for valuing securities are not necessarily an indication of the risk associated with investing in those securities and other financial instruments if any The following table summarizes the valuations of the Fundrsquos investments by the above fair value hierarchy as of March 31 2020

INVESTMENTS LEVEL 1 (000S)

LEVEL 2 (000S)

LEVEL 3 (000S)

TOTAL (000S)

Asset-Backed Securities(1) $ mdash $ 51770 $mdash $ 51770

Corporate Bonds(1) mdash 583008 mdash 583008

Foreign Issuer Bonds(1) mdash 195592 mdash 195592

US Government Agencies(1) mdash 830060 mdash 830060

US Government Obligations(1) mdash 1221779 mdash 1221779

Municipal Bonds(1) mdash 18831 mdash 18831

Investment Companies 64483 mdash mdash 64483

Total Investments $64483 $2901040 $mdash $2965523 (1) Classifications as defined in the Schedule of Investments



ndash -




(000S) (000S) (000S) (000S)

U S G OV E R N M E N T O B L I GAT I O N S 9 8 5 U S G OV E R N M E N T O B L I GAT I O N S 9 8 5 c o n t i n u e d

US Treasury Bonds ndash 210 US Treasury Bonds ndash 210 continued

600 21526 $10 $13 250 51546 $400 $505

650 111526 75 104 225 81546 375 453

638 81527 65 92 288 111546 300 406

613 111527 75 106 300 21547 400 554

550 81528 50 70 300 51547 350 485

525 111528 100 139 275 81547 350 464

613 81529 50 75 275 111547 350 464

625 51530 75 116 300 21548 390 541

538 21531 100 149 313 51548 425 602

450 21536 140 215 300 81548 400 556

475 21537 25 40 338 111548 450 668

500 51537 50 82 300 21549 550 766

438 21538 50 78 288 51549 450 614

450 51538 95 150 225 81549 450 548

350 21539 100 142 238 111549 475 592

425 51539 100 156 200 21550 1000 1159

450 81539 100 160 21627 438 111539

463 21540

438 51540

388 81540

425 111540

475 21541

438 51541

375 81541

313 111541

313 21542

300 51542

275 81542

275 111542

313 21543

288 51543

363 81543

375 111543

363 21544

338 51544

313 81544

300 111544

250 21545

300 51545

288 81545

300 111545

250 21546

200

185

190

150

175

145

140

150

145

200

155

230

315

205

375

350

430

400

300

425

455

450

400

425

380

400

317

303

302

225

275

242

225

223

198

274

208

297

407

281

495

517

647

592

429

587

617

563

545

569

521

504


125 33121

225 33121

238 41521

138 43021

225 43021

263 51521

313 51521

138 53121

200 53121

213 53121

263 61521

113 63021

163 63021

213 63021

263 71521

113 73121

175 73121

225 73121

213 81521

275 81521

113 83121

150 83121

200 83121

275 91521

113 93021

200

500

250

300

725

350

275

400

250

250

300

350

250

350

300

300

300

325

400

350

300

350

250

350

350

202

511

256

304

742

360

284

406

255

256

309

354

255

359

310

304

306

334

411

362

304

356

256

363

355



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)

U S G OV E R N M E N T O B L I GAT I O N S 9 8 5 c o n t i n u e d U S G OV E R N M E N T O B L I GAT I O N S 9 8 5 c o n t i n u e d

US Treasury Notes ndash 775 continued US Treasury Notes ndash 775 continued

150 93021 $400 $408 163 83122 $350 $361

213 93021 250 257 188 83122 275 286

288 101521 350 364 150 91522 200 206

125 103121 350 356 175 93022 295 306

150 103121 250 255 188 93022 300 312

200 103121 250 257 138 101522 350 360

200 111521 375 386 188 103122 225 234

288 111521 250 261 200 103122 300 313

150 113021 400 409 163 111522 755 782

175 113021 250 256 200 113022 450 471

188 113021 250 257 163 121522 600 622

263 121521 350 364 213 123122 525 552

163 123121 600 615 150 11523 650 672

200 123121 300 309 175 13123 275 286

213 123121 225 232 238 13123 250 265

250 11522 250 260 138 21523 2250 2321

138 13122 1000 1021 200 21523 475 498

150 13122 250 256 150 22823 250 259

188 13122 300 309 263 22823 350 374

200 21522 325 336 050 31523 400 403

250 21522 275 287 150 33123 200 207

113 22822 2400 2440 250 33123 350 373

175 22822 250 257 163 43023 175 182

188 22822 150 155 275 43023 350 376

238 31522 300 313 175 51523 525 549

038 33122 400 401 163 53123 200 208

175 33122 260 268 275 53123 350 377

188 33122 300 310 138 63023 250 259

225 41522 380 396 263 63023 375 403

175 43022 300 310 125 73123 350 361

188 43022 250 259 275 73123 375 405

175 51522 275 284 250 81523 300 322

213 51522 250 260 138 83123 250 259

175 53122 250 258 275 83123 350 379

188 53122 300 311 138 93023 250 259

175 61522 400 414 288 93023 380 414

175 63022 250 259 163 103123 300 314

213 63022 200 209 288 103123 350 382

175 71522 250 259 275 111523 350 381

188 73122 400 415 213 113023 300 320

200 73122 200 208 288 113023 400 437

150 81522 200 206 225 123123 250 268

163 81522 250 258 263 123123 400 434



- -


U S T R E A S U RY I N D E X F U N D c o n t i n u e d


(000S) (000S) (000S) (000S)



225 13124 $300 $322 288 113025 $300 $340

250 13124 250 271 263 123125 300 337

275 21524 550 601 263 13126 150 168

213 22924 300 321 163 21526 450 479

238 22924 300 324 250 22826 350 391

213 33124 600 643 225 33126 350 386

200 43024 250 267 238 43026 225 250

225 43024 300 323 163 51526 650 694

250 51524 575 626 213 53126 175 192

200 53124 550 588 188 63026 325 352

175 63024 425 450 188 73126 300 325

200 63024 300 321 150 81526 520 552

175 73124 250 265 138 83126 350 369

213 73124 250 269 163 93026 250 268

238 81524 525 571 163 103126 300 321

125 83124 400 416 200 111526 500 548

188 83124 250 266 163 113026 350 375

150 93024 400 420 175 123126 300 324

213 93024 300 324 150 13127 925 984

150 103124 450 473 225 21527 510 569

225 103124 300 326 113 22827 1300 1351

225 111524 550 597 063 33127 250 251

150 113024 300 316 238 51527 500 564

213 113024 200 216 225 81527 500 561

175 123124 400 426 225 111527 550 618

225 123124 250 272 275 21528 550 641

138 13125 1300 1362 288 51528 625 737

250 13125 200 220 288 81528 590 698

200 21525 625 673 313 111528 675 815

113 22825 1650 1710 263 21529 600 701

275 22825 215 240 238 51529 600 690

050 33125 250 252 163 81529 700 760

263 33125 300 333 175 111529 925 1016

288 43025 300 337 150 21530 925 996

213 51525 550 598 79843 288 53125 325 366 Total US Government Obligations 275 63025 250 280 (Cost $92072) 101470 288 73125 225 254

200 81525 550 595

275 83125 300 337

300 93025 300 341

300 103125 200 228

225 111525 645 709



ndash

MARCH 31 2020





(Cost $1481)

1481143 $1481

1481


(Cost $93553)

Other Assets less Liabilities ndash 01

102951

94


(1) Investment in affiliated Portfolio Northern Trust Investments Inc is the investment adviser to the Fund and the investment adviser to Northern Institutional Funds







US Treasury 986

Cash Equivalents 14

Total 1000






LEVEL 2 (000S)

LEVEL 3 (000S)

TOTAL (000S)

US Government Obligations(1) $ mdash $101470 $mdash $101470






N OT E S TO T H E F I N A N C I A L S TAT E M E N T S

1 O RGA N I Z AT I O N

Northern Funds (the ldquoTrustrdquo) is a Delaware statutory trust and is registered under the Investment Company Act of 1940 as amended (the ldquo1940 Actrdquo) as an open-end management investment company The Trust offers 43 funds as of March 31 2020 each with its own investment objective (eg long-term capital appreciation total return or income consistent with preservation of capital) The Bond Index and US Treasury Index Funds (each a ldquoFundrdquo and collectively the ldquoFundsrdquo) are separate diversified investment portfolios of the Trust Each of the Funds is presented herein

Northern Trust Investments Inc (ldquoNTIrdquo) a subsidiary of The Northern Trust Company (ldquoNorthern Trustrdquo) serves as the investment adviser and administrator for each of the Funds Northern Trust serves as the custodian transfer agent and sub-administrator for the Trust Northern Funds Distributors LLC not an affiliate of NTI is the Trustrsquos distributor

2 S I G N I F I C A N T AC C O U N T I N G P O L I C I E S

The Trust which is an investment company follows accounting and reporting guidance under Financial Accounting Standards Board (ldquoFASBrdquo) Accounting Standards Codification Topic 946 Financial Services-Investment Companies

The following is a summary of significant accounting policies consistently followed by the Funds in the preparation of their financial statements These policies are in conformity with accounting principles generally accepted in the United States of America (ldquoUS GAAPrdquo) The preparation of financial statements in conformity with US GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of revenues and expenses during the reporting period Actual results may differ from those estimates

The net asset value (ldquoNAVrdquo) of each Fund is determined daily as of the close of regular trading on the New York Stock Exchange (ldquoNYSErdquo) generally 300 PM Central Time on each day the NYSE is open for trading

A) VALUATION OF SECURITIES AND DERIVATIVE CONTRACTS

Securities are valued at their fair value Equity securities traded on United States (ldquoUSrdquo) securities exchanges or in the NASDAQ National Market System are principally valued at the regular trading session closing price (generally 300 PM Central Time) on the exchange or market in which such securities are principally traded If any such security is not traded on a valuation date it is valued at the most recent quoted bid price Over-the-counter securities not reported in the NASDAQ National Market System are also generally valued at the most recent quoted bid price Fixed income securities however may be valued on the basis of evaluated prices provided by the Fundsrsquo approved independent third-party pricing services when such prices are believed to

reflect the fair value of such securities or broker provided prices Such prices may be determined by taking into account other similar securitiesrsquo prices yields maturities call features ratings prepayment speeds credit risks cash flows institutional size trading in similar groups of securities and developments related to specific securities

The values of securities of foreign issuers are generally based upon market quotations which depending upon local convention or regulation may be the last sale price the last bid price or the mean between the last bid and asked price as of in each case the close of the appropriate exchange or other designated time Foreign fixed income securities however may like domestic fixed income securities be valued based on evaluated prices provided by independent pricing services when such prices are believed to reflect the fair value of such securities

Shares of open-end investment companies other than exchange-traded funds are valued at their NAV Short-term investments with a maturity of 60 days or less are valued at their amortized cost which NTI as authorized by the Trustrsquos Board of Trustees (the ldquoBoardrdquo) has determined approximates fair value

Any securities for which market quotations are not readily available or are believed to be incorrect are valued at fair value as determined in good faith by NTI under the supervision of the Board The Trust in its discretion may make adjustments to the prices of securities held by a Fund if an event occurs after the publication of fair values normally used by a Fund but before the time as of which the Fund calculates its NAV depending on the nature and significance of the event consistent with applicable regulatory guidance and US GAAP This may occur particularly with respect to certain foreign securities held by a Fund in which case the Trust may use adjustment factors obtained from an independent evaluation service that are intended to reflect more accurately the fair value of those securities as of the time the Fundrsquos NAV is calculated

The use of fair valuation involves the risk that the values used by the Funds to price their investments may be higher or lower than the values used by other unaffiliated investment companies and investors to price the same investments

B) FUTURES CONTRACTS Certain Funds invest in long or short exchange-traded futures contracts for hedging purposes to increase total return (ie for speculative purposes) or to maintain liquidity to meet potential shareholder redemptions to invest cash balances or dividends or to minimize trading costs When used as a hedge a Fund may sell a futures contract in order to offset a decrease in the fair value of its portfolio securities that might otherwise result from a market decline A Fund may do so either to hedge the value of its portfolio securities as a whole or to protect against declines occurring prior to sales of securities in the value of the securities to be sold Conversely a Fund may purchase a futures contract as a hedge in anticipation of purchases of securities In addition a Fund may utilize futures contracts in



MARCH 31 2020

anticipation of changes in the composition of its portfolio holdings A Fund bears the market risk arising from changes in the value of these financial instruments At the time a Fund enters into a futures contract it is generally required to make a margin deposit with the custodian of a specified amount of liquid assets Futures are marked-to-market each day with the change in value reflected in the unrealized gains or losses Risk may arise as a result of the potential inability of the counterparties to meet the terms of their contracts Credit risk is mitigated to the extent that the exchange on which a particular futures contract is traded assumes the risk of a counterparty defaulting on its obligations under the contract The Statements of Operations include any realized gains or losses on closed futures contracts in Net realized gains (losses) on futures contracts and any unrealized gains or losses on open futures contracts in Net change in unrealized appreciation (depreciation) on futures contracts

C) WHEN-ISSUEDDELAYED DELIVERY SECURITIES Certain Funds purchase securities with delivery or payment to occur at a later date beyond the normal settlement period At the time a Fund enters into the commitment to purchase a security the transaction is recorded and the value of the commitment is reflected in the NAV The value of the commitment may vary with market fluctuations No interest accrues to the Fund until settlement takes place At the time a Fund enters into this type of transaction it is required to segregate collateral of cash or liquid assets having a fair value at least equal to the amount of the commitment The Funds identify securities as segregated with a value that meets or exceeds the value of the commitments When-issued securities at March 31 2020 if any are noted in each Fundrsquos Schedule of Investments and in aggregate as Payable for when-issued securities in each Fundrsquos Statement of Assets and Liabilities

On January 6 2014 the Bond Index Fund entered into Master Securities Forward Transaction Agreements (ldquoMSFTArdquo) with certain counterparties pursuant to which each party has agreed to pledge cash andor securities as collateral to secure the repayment of its obligations to the other party under the MSFTA At March 31 2020 the Bond Index Fund received collateral from a broker in the form of a US Treasury Note The value amounted to approximately $282000 which is not included in the Statements of Assets and Liabilities No collateral has been pledged by the Bond Index Fund as of March 31 2020

D) MORTGAGE DOLLAR ROLLS Certain Funds enter into mortgage ldquodollar rollsrdquo in which a Fund sells securities for delivery in the future (generally within 30 days) and simultaneously contracts with the same counterparty to repurchase other mortgage securities on a specified future date During the roll period a Fund loses the right to receive principal and interest paid on the securities sold However a Fund would benefit to the extent of any difference between the price received for the securities sold and the lower forward price for the future purchase

For financial reporting and tax purposes the Funds treat mortgage dollar rolls as two separate transactions one involving the purchase of a security and a separate transaction involving a sale

E) INVESTMENT TRANSACTIONS AND INCOME Investment transactions are recorded as of the trade date The Funds determine the gain or loss realized from investment transactions by using an identified cost basis method Interest income is recognized on an accrual basis and includes amortization of premiums and accretion of discounts using the effective yield method The interest rates reflected in the Schedules of Investments represent the stated coupon rate annualized yield on date of purchase for discount notes the current reset rate for floating rate securities the 7-day yield for money market funds or for interest-only or principal-only securities the current effective yield Cost of investments includes amortization of premiums and accretion of discounts if any Dividend income is recognized on the ex-dividend date The Fundsrsquo income may be subject to certain state and local taxes

F) EXPENSES Each Fund is charged for those expenses that are directly attributable to that Fund Expenses incurred which do not specifically relate to an individual Fund generally are allocated among all Funds in the Trust in proportion to each Fundrsquos relative net assets

G) DISTRIBUTIONS TO SHAREHOLDERS Distributions of dividends from net investment income if any are declared and paid as follows

DECLARATION PAYMENT FREQUENCY FREQUENCY

Bond Index Daily Monthly

US Treasury Index Daily Monthly

Distributions of net realized capital gains if any are declared and paid at least annually Distributions to shareholders are recorded on the ex-dividend date

Income dividends and capital gains distributions are determined in accordance with federal income tax regulations Such amounts may differ from income and capital gains recorded in accordance with US GAAP Accordingly the Funds may periodically make reclassifications among certain of their capital accounts to reflect differences between financial reporting and federal income tax basis distributions The reclassifications are reported in order to reflect the tax treatment for certain permanent differences that exist between income tax regulations and US GAAP These reclassifications relate to paydowns These reclassifications have no impact on the net assets or the NAVs per share of the Funds



N OT E S TO T H E F I N A N C I A L S TAT E M E N T S c o n t i n u e d

At March 31 2020 the following reclassification was recorded

ACCUMULATED UNDISTRIBUTED UNDISTRIBUTED

NET INVESTMENT NET REALIZED Amounts in thousands INCOME (LOSS) GAINS (LOSSES)

Bond Index $4611 $(4611)

H) FEDERAL INCOME TAXES No provision for federal income taxes has been made since each Fundrsquos policy is to comply with the requirements of Subchapter M of the Internal Revenue Code of 1986 as amended (the ldquoCoderdquo) applicable to regulated investment companies and to distribute each year substantially all of its taxable income and capital gains to its shareholders

The Regulated Investment Company Modernization Act of 2010 (the ldquoActrdquo) eliminated the eight-year limit on the use of capital loss carryforwards that arise in taxable years beginning after its enactment date of December 22 2010 The changes became effective for the Funds for the fiscal year ended March 31 2012 Consequently capital losses incurred by the Funds in taxable years beginning with the taxable year ended March 31 2012 can be carried forward for an unlimited period Additionally post-enactment capital loss carryforwards will retain their character as either short-term or long-term capital losses instead of as short-term capital losses as under prior law The Fundsrsquo ability to utilize capital loss carryforwards in the future may be limited under the Code and related regulations based on the results of future transactions

Capital losses incurred that will be carried forward indefinitely under the provisions of the Act are as follows

SHORT-TERM LONG-TERM CAPITAL LOSS CAPITAL LOSS

Amounts in thousands CARRYFORWARD CARRYFOWARD

US Treasury Index $251 $235

At March 31 2020 the tax components of undistributed net investment income undistributed realized gains and unrealized gains (losses) were as follows

UNDISTRIBUTED

ORDINARY LONG-TERM UNREALIZED Amounts in thousands INCOME CAPITAL GAINS GAINS (LOSSES)

Bond Index $2086 $5818 $184157

US Treasury Index 32 mdash 9114

Ordinary income includes taxable market discount income and short-term capital gains if any

The tax character of distributions paid during the fiscal year ended March 31 2020 was as follows

DISTRIBUTIONS FROM

ORDINARY LONG-TERM Amounts in thousands INCOME CAPITAL GAINS

Bond Index $89033 $2541

US Treasury Index 1863 mdash



DISTRIBUTIONS FROM


Bond Index $83079 $mdash



As of March 31 2020 neither Fund had uncertain tax positions that would require financial statement recognition or disclosure The Fundsrsquo federal tax returns remain subject to examination by the Internal Revenue Service for the three years after they are filed Interest or penalties incurred if any on future unknown uncertain tax positions taken by the Funds will be recorded as interest expense and other expenses respectively on the Statements of Operations

3 S E RV I C E P L A N

The Trust has adopted a Service Plan pursuant to which the Trust may enter into agreements with Northern Trust its affiliates or other institutions (together ldquoService Organizationsrdquo) under which the Service Organizations agree to provide certain administrative support services and in some cases personal and account maintenance services for their customers who are beneficial owners of shares of the Funds As compensation for services provided pursuant to the Service Plan the Service Organizations receive a fee at an annual rate of up to 015 percent of the average daily net assets of the Funds beneficially owned by their customers There were no shareholder servicing fees paid by the Funds to Northern Trust or its affiliates during the fiscal year ended March 31 2020

Service Plan expenses if any are included in the Statements of Operations under Shareholder servicing fees for the fiscal year ended March 31 2020



MARCH 31 2020

4 BA N K B O R ROW I N G S

The Trust and Northern Institutional Funds a registered investment company also advised by NTI jointly entered into a $250000000 senior unsecured revolving credit facility on November 19 2018 which expired on November 18 2019 and was administered by Citibank NA for liquidity and other purposes (the ldquoCredit Facilityrdquo) The interest rate charged under the Credit Facility was equal to the sum of (i) the Federal Funds Rate plus (ii) if the one month London Interbank Offered Rate (ldquoLIBORrdquo) on the date of borrowing exceeded such Federal Funds Rate the amount by which it so exceeded plus (iii) 100 percent In addition there was an annual commitment fee of 015 percent on the unused portion of the credit line under the Credit Facility payable quarterly in arrears which is included in Other expenses on the Statements of Operations

At a meeting held on November 13-14 2019 the Board approved an agreement to replace the Credit Facility (as replaced the ldquoNew Credit Facilityrdquo) The New Credit Facility is also in the amount of $250000000 and is also administered by Citibank NA The interest rate charged under the New Credit Facility is the same as it was for the Credit Facility In addition there is an annual commitment fee of 015 percent on the unused portion of the credit line under the New Credit Facility payable quarterly in arrears The New Credit Facility went into effect on November 18 2019 and will expire on November 16 2020 unless renewed

The Funds did not have any borrowings or incur any interest expense for the fiscal year ended March 31 2020 There were no outstanding loan amounts at March 31 2020

5 M A N AG E M E N T A N D OT H E R AG R E E M E N T S

As compensation for advisory and administration services and the assumption of related expenses NTI is entitled to a management fee computed daily and payable monthly at annual rates set forth in the table below (expressed as a percentage of each Fundrsquos respective average daily net assets)

NTI has contractually agreed to reimburse a portion of the operating expenses of each Fund (other than certain excepted expenses ie acquired fund fees and expenses the compensation paid to each independent Trustee of the Trust expenses of third-party consultants engaged by the Board membership dues paid to the Investment Company Institute and Mutual Fund Directors Forum expenses in connection with the negotiation and renewal of the revolving credit facility extraordinary expenses and interest) as shown on the accompanying Statements of Operations to the extent the total annual fund operating expenses of each Fund exceeds the expense limitations set forth below The total annual fund operating expenses after expense reimshybursement for each Fund may be higher than the contractual limitation as a result of certain excepted expenses that are not reimbursed The amount of the reimbursement is included in Less expenses reimbursed by investment adviser as a reduction to Total Expenses in the Statements of Operations

At March 31 2020 the annual management fees and contractual expense limitations for the Funds were based on the following annual rates as set forth in the table below

CONTRACTUAL

ANNUAL EXPENSE MANAGEMENT FEES LIMITATIONS

Bond Index 013 015

US Treasury Index 013 015

The contractual reimbursement arrangements described above are expected to continue until at least July 31 2020 The contractual reimbursement arrangements will continue automatically for periods of one-year (each such one-year period a ldquoRenewal Yearrdquo) The arrangement may be terminated as to any succeeding Renewal Year by NTI or a Fund upon 60 daysrsquo written notice prior to the end of the current Renewal Year The Board may terminate the contractual arrangements at any time with respect to a Fund if it determines that it is in the best interest of the Fund and its shareholders

In addition NTI has contractually agreed to reimburse certain additional expenses that may be excepted expenses

As compensation for services rendered as transfer agent including the assumption by Northern Trust of the expenses related thereto Northern Trust receives a fee computed daily and payable monthly at an annual rate of 00385 percent of the average daily net assets of each Fund Prior to August 1 2019 the transfer agent annual rate was 0015 percent of the average daily net assets of each Fund

NTI has entered into a sub-administration agreement with Northern Trust pursuant to which Northern Trust performs certain administrative services for the Funds NTI pays Northern Trust for its sub-administration services out of NTIrsquos management fees

For compensation as custodian Northern Trust receives an amount based on a pre-determined schedule of charges approved by the Board The Funds have entered into an expense offset arrangement with the custodian whereby credits realized as a result of uninvested cash balances are used to reduce a portion of the Fundsrsquo custodian expenses unless such uninvested cash balances receive a separate type of return

Northern Funds Distributors LLC the distributor for the Funds received no compensation from the Funds under its distribution agreement However it received compensation from NTI for its services as distributor pursuant to a separate letter agreement between it and NTI

Certain officers of the Trust are also officers of Northern Trust and NTI All officers serve without compensation from the Funds The Trust provided a deferred compensation plan for its Trustees who are not officers of Northern Trust or NTI Prior to August 22




2013 under the deferred compensation plan Trustees may have elected to defer all or a portion of their compensation Effective August 22 2013 the Trustees may no longer defer their compensation Any amounts deferred and invested under the plan shall remain invested pursuant to the terms of the plan Each Trusteersquos account shall be deemed to be invested in shares of the US Government Portfolio of Northern Institutional Funds andor the Global Tactical Asset Allocation Fund of the Trust andor at the discretion of the Trust another money market fund selected by the Trust that complies with the provisions of Rule 2a-7 under the 1940 Act or one or more short-term fixed income instruments selected by the Trust that are ldquoeligible securitiesrdquo as defined by that rule The net investment income gains and losses achieved by such deemed investment shall be credited to the Trusteersquos account as provided in the plan

6 R E L AT E D PA R T Y T R A N SAC T I O N S

Each Fund may invest its uninvested cash in a money market fund advised by NTI or its affiliates Accordingly each Fund bears indirectly a proportionate share of that money market fundrsquos operating expenses These operating expenses include the management transfer agent and custody fees that the money market fund pays to NTI or its affiliates At March 31 2020 the uninvested cash of the Funds is invested in the Northern Institutional Funds US Government Portfolio (the ldquoPortfoliordquo) The total annual portfolio operating expenses after expense reimbursement (other than certain excepted expenses as described in the fees and expenses table of the Portfoliorsquos prospectus) on any assets invested in the Portfolio is 025 However to the extent of any duplicative advisory fees NTI will reimburse each Fund for a portion of the management fees attributable to and payable by the Funds for advisory services on any assets invested in an affiliated money market fund This reimbursement is included in Less expenses reimbursed by the investment adviser as a reduction to Total Expenses in each Fundrsquos Statements of Operations This reimbursementrsquos impact on each Fundrsquos net expense and net investment income ratios is included in each Fundrsquos Financial Highlights

8 C A P I TA L S H A R E T R A N SAC T I O N S

7 I N V E S T M E N T T R A N SAC T I O N S

For the fiscal year ended March 31 2020 the aggregate costs of purchases and proceeds from sales of securities (excluding short-term investments) for the Funds were as follows

PURCHASES SALES

Amounts in thousands US GOVERNMENT OTHER US GOVERNMENT OTHER

Bond Index $488729 $1103627 $551647 $1309440

US Treasury Index 53594 mdash 45272 mdash

The difference between book basis and tax basis net unrealized appreciation (depreciation) is attributable primarily to the tax deferral of losses on wash sales the realization for tax purposes of unrealized gains on certain foreign currency contracts the deferral of post-October currency and capital losses for tax purposes and the timing of income recognition on investments in real estate investment trusts and passive foreign investment companies

At March 31 2020 for federal income tax purposes gross unrealized appreciation gross unrealized depreciation net unrealized appreciation (depreciation) on investments (including derivative instruments if any) and the cost basis of investments (including derivative instruments if any) were as follows

NET COST Amounts in UNREALIZED UNREALIZED APPRECIATION BASIS OF thousands APPRECIATION DEPRECIATION (DEPRECIATION) INVESTMENTS

Bond Index $201327 $(17169) $184158 $2781365

US Treasury Index 9115 (1) 9114 93837

Transactions in capital shares for the fiscal year ended March 31 2020 were as follows

NET NET PROCEEDS SHARES FROM REINVESTMENTS PAYMENTS INCREASE INCREASE

SHARES FROM REINVESTED OF SHARES FOR SHARES (DECREASE) (DECREASE) Amounts in thousands SOLD SHARES SOLD DIVIDENDS DIVIDENDS REDEEMED REDEEMED IN SHARES IN NET ASSETS

Bond Index 72407 $779968 2518 $27064 (98122) $(1060146) (23197) $(253114)

US Treasury Index 2133 48107 83 1848 (1842) (40934) 374 9021



MARCH 31 2020




Bond Index 122616 $1251232 2371 $24194 (104763) $(1068991) 20224 $206435


9 I N V E S T M E N T S I N A F F I L I AT E S

Transactions in affiliated investments for the fiscal year ended March 31 2020 were as follows

NET CHANGE NET IN UNREALIZED REALIZED

Amounts in thousands VALUE BEGINNING SALES APPRECIATION GAINS DIVIDEND VALUE END SHARES END except shares AFFILIATE OF YEAR PURCHASES PROCEEDS (DEPRECIATION) (LOSSES) INCOME OF YEAR OF YEAR

Northern Institutional Funds shyUS Government

Bond Index Portfolio (Shares) $88979 $513718 $538214 $ mdash $ mdash $1153 $64483 64482831


US Treasury Index Portfolio (Shares) 237 44688 43444 mdash mdash 11 1481 1481143

10 I N D E M N I F I C AT I O N S A N D WA R R A N T I E S

In the ordinary course of their business the Funds may enter into contracts or agreements that contain indemnifications or warranties Future events could occur that lead to the execution of these provisions against the Funds The maximum exposure to the Funds under these provisions is unknown as this would involve future claims that have not yet occurred However the Funds have not had prior claims or losses pursuant to these contracts and believe the risk of loss to be remote

11 N E W AC C O U N T I N G P RO N O U N C E M E N T S

On March 30 2017 the FASB issued Accounting Standards Update (ldquoASUrdquo) 2017-08 ldquoPremium Amortization on Purchased Callable Debt Securitiesrdquo (the ldquoASUrdquo) which amends the amortization period for certain purchased callable debt securities held at premium shortening such period to the earliest call date The new guidance requires an entity to amortize the premium on a callable debt security within its scope to the earliest call date unless the guidance for considering estimated prepayments as described above is applied If the call option is not exercised at the earliest call date the yield is reset to the effective yield using the payment terms of the security If the security has more than one call date and the premium was amortized to a call price greater than the next call price any excess of the amortized cost basis over the amount repayable at the next call date will be amortized to that date If there are no other call dates any excess of the amortized cost basis over the par amount will be amortized to maturity Discounts on purchased callable debt securities will continue to be amortized to the securityrsquos maturity date The ASU is effective for public business entities for fiscal years and interim

periods within those fiscal years beginning after December 15 2018 For all other entities the ASU is effective for fiscal years beginning after December 15 2019 and interim periods within fiscal years beginning after December 15 2020 Earlier application is permitted for all entities including adoption in an interim period If an entity early adopts the ASU in an interim period any adjustments must be reflected as of the beginning of the fiscal year that includes that interim period The Funds have adopted the ASU The adoption of the ASU did not have a material impact on the financial statements

12 L I B O R T R A N S I T I O N

Certain of the Fundsrsquo investments payment obligations and financing terms may be based on floating rates such as LIBOR Euro Interbank Offered Rate and other similar types of reference rates (each a ldquoReference Raterdquo) On July 27 2017 the Chief Executive of the UK Financial Conduct Authority (ldquoFCArdquo) which regulates LIBOR announced that the FCA will no longer persuade nor compel banks to submit rates for the calculation of LIBOR and certain other Reference Rates after 2021 Such announcement indicates that the continuation of LIBOR and other Reference Rates on the current basis cannot and will not be guaranteed after 2021 The transition away from Reference Rates may lead to increased volatility and illiquidity in markets that are tied to such Reference Rates and reduced values of Reference Rate-related instruments This announcement and any additional regulatory or market changes that occur as a result of the transition away from Reference Rates may have an adverse impact on a Fundrsquos investments performance or financial condition



N OT E S TO T H E F I N A N C I A L S TAT E M E N T S c o n t i n u e d MARCH 31 2020

13 C O RO N AV I RU S ( C OV I D - 19 ) PA N D E M I C

A recent outbreak of respiratory disease caused by a novel coronavirus was first detected in December 2019 and has spread internationally The outbreak and efforts to contain its spread have resulted in closing borders and quarantines restricting international and domestic travel enhanced health screenings cancelations disrupted supply chains and customer activity responses by businesses (including changes to operations and reducing staff) and have produced general concern and uncertainty The impact of the coronavirus pandemic and other epidemics and pandemics that may arise in the future could adversely affect national and global economies individual companies and the market in general in a manner and for a period of time that cannot be foreseen at the present time and may adversely affect the value volatility and liquidity of dividend and interest paying securities In the event of a pandemic or an outbreak there can be no assurance that the Funds and their service providers will be able to maintain normal business operations for an extended period of time or will not lose the services of key personnel on a temporary or long-term basis due to illness or other reasons and could otherwise disrupt the ability of the Fundsrsquo service providers to perform essential services Certain economic and market conditions arising out of a pandemic or outbreak could result in a Fundrsquos inability to achieve its investment objectives cause the postponement of reconstitution or rebalance dates for benchmark indices adversely affect the prices and liquidity of the securities and other instruments in which a Fund invests negatively impact a Fundrsquos performance and cause losses on your investment in a Fund Management is monitoring the development of the pandemic which was ongoing as of the date of the financial statements and is evaluating its impact on the financial position and operating results of the Funds

14 S U B S E Q U E N T E V E N T S

Management has evaluated subsequent events for the Funds through the date the financial statements were issued and has concluded that there are no recognized or non-recognized subsequent events relevant for financial statement disclosure



R E P O R T O F I N D E P E N D E N T R E G I S T E R E D P U B L I C AC C O U N T I N G F I R M

To the Shareholders and Board of Trustees of Northern Funds

Opinion on the Financial Statements and Financial Highlights

We have audited the accompanying statements of assets and liabilities of two separate portfolios of Northern Funds comprising the Bond Index Fund and US Treasury Index Fund (collectively the ldquoFundsrdquo) including the schedules of investments as of March 31 2020 the related statements of operations for the year then ended the statements of changes in net assets for each of the two years in the period then ended the financial highlights for each of the five years in the period then ended and the related notes In our opinion the financial statements and financial highlights present fairly in all material respects the financial position of each of the two portfolios constituting the Northern Funds as of March 31 2020 and the results of their operations for the year then ended the changes in their net assets for each of the two years in the period then ended and the financial highlights for each of the five years in the period then ended in conformity with accounting principles generally accepted in the United States of America

Basis for Opinion

These financial statements and financial highlights are the responsibility of the Fundsrsquo management Our responsibility is to express an opinion on the Fundsrsquo financial statements and financial highlights based on our audits We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Funds in accordance with the US federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB

We conducted our audits in accordance with the standards of the PCAOB Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements and financial highlights are free of material misstatement whether due to error or fraud The Funds are not required to have nor were we engaged to perform an audit of their internal control over financial reporting As part of our audits we are required to obtain an understanding of internal control over financial reporting but not for the purpose of expressing an opinion on the effectiveness of the Fundsrsquo internal control over financial reporting Accordingly we express no such opinion

Our audits included performing procedures to assess the risks of material misstatement of the financial statements and financial highlights whether due to error or fraud and performing procedures that respond to those risks Such procedures included examining on a test basis evidence regarding the amounts and disclosures in the financial statements and financial highlights Our audits also included evaluating the accounting principles used and significant estimates made by management as well as evaluating the overall presentation of the financial statements and financial highlights Our procedures included confirmation of securities owned as of March 31 2020 by correspondence with the custodian and brokers when replies were not received from brokers we performed other auditing procedures We believe that our audits provide a reasonable basis for our opinion

s DELOITTE amp TOUCHE LLP

Chicago Illinois May 22 2020

We have served as the auditor of one or more Northern Trust investment companies since 2002



TA X I N F O R M AT I O N MARCH 31 2020 (UNAUDITED)

LONG-TERM CAPITAL GAIN mdash The following Fund designated the below amount as long-term capital gains pursuant to Section 852 of the Code for the fiscal year ended March 31 2020

LONG-TERM Amounts in thousands CAPITAL GAIN

Bond Index $5818



L I Q U I D I T Y R I S K M A N AG E M E N T P RO G R A M MARCH 31 2020 (UNAUDITED)

Each Fund has adopted and implemented a Liquidity Risk Management Program (the ldquoProgramrdquo) as required by rule 22e-4 under the Investment Company Act of 1940 The Program seeks to assess manage and review each Fundrsquos Liquidity Risk ldquoLiquidity Riskrdquo is defined as the risk that a Fund could not meet requests to redeem shares issued by the Fund without significant dilution of remaining investorsrsquo interest in the Fund

The Board has appointed Northern Trust Investments Inc (ldquoNTIrdquo) the investment adviser to the Funds as the program administrator for the Program NTI has delegated oversight of the Program to the Northern Trust Asset Management Credit amp Liquidity Risk Committee (the ldquoCommitteerdquo)

At a meeting held on November 13-14 2019 the Board received and reviewed the annual written report of the Committee on behalf of NTI (the ldquoReportrdquo) concerning the operation of the Program for the period from December 1 2018 to September 30 2019 (the ldquoReporting Periodrdquo) The Report addressed the operation of the Program and assessed its adequacy and effectiveness of implementation

The Report summarized the operation of the Program and the information and factors considered by the Committee in reviewing the adequacy and effectiveness of the Programrsquos implementation with respect to each Fund Such information and factors included among other things (i) the liquidity risk framework used to assess manage and periodically review each Fundrsquos liquidity risk and the results of this assessment (ii) the methodology and inputs used to classify the liquidity of each Fundrsquos portfolio investments and the Committeersquos assessment that each Fundrsquos strategy is appropriate for an open-end mutual fund (iii) that each Fund held primarily highly liquid assets (investments that the Fund anticipates can be converted to cash within 3 business days or less in current market conditions without significantly changing their market value) (iv) that none of the Funds required the establishment of a highly liquid investment minimum and the methodology for that determination (v) confirmation that none of the Funds had breached the 15 maximum illiquid security threshold (investments that cannot be sold or disposed of in seven days or less in current market conditions without the sale of the investment significantly changing the market value of the investment) and the procedures for monitoring compliance with the limit and (vi) historical information regarding redemptions and shareholder concentration in each Fund The Report also summarized the changes made to the Program over the course of the year

Based on the review the Report concluded that the Program was being effectively implemented and that the Program was reasonably designed to assess and manage each Fundrsquos liquidity risk

There can be no assurance that the Program will achieve its objectives under all circumstances in the future Please refer to your Fundrsquos prospectus for more information regarding the Fundrsquos exposure to liquidity risk and other risks to which it may be subject



F U N D E X P E N S E S MARCH 31 2020 (UNAUDITED)

As a shareholder of the Funds you incur two types of costs (1) transaction costs if any and (2) ongoing costs including management fees and other fund expenses This Example is intended to help you understand your ongoing costs (in dollars) of investing in the Funds and to compare these costs with the ongoing costs of investing in other mutual funds

The Example is based on an investment of $1000 invested at the beginning of the period and held for the entire period October 1 2019 through March 31 2020

AC T UA L E X P E N S E S

The first line of the tables below provides information about actual account values and actual expenses You may use the information in this line together with the amount you invested to estimate the expenses that you paid over the period Simply divide your account value by $1000 (for example an $8600 account value divided by $1000 = 86) then multiply the result by the number in the first line under the heading entitled Expenses Paid 1012019 - 3312020 to estimate the expenses you paid on your account during this period

H Y P OT H E T I C A L E X A M P L E F O R C O M PA R I S O N P U R P O S E S

The second line in the tables below provides information about hypothetical account values and hypothetical expenses based on the Fundsrsquo actual expense ratios and an assumed rate of return of 5 percent per year before expenses which is not the Fundsrsquo actual return The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period You may use this information to compare the ongoing costs of investing in the Funds and other funds To do so compare this 5 percent hypothetical example with the 5 percent hypothetical examples that appear in the shareholder reports of the other funds

Please note that the expenses shown in the tables are meant to highlight your ongoing costs only and do not reflect any transaction costs such as sales charges (loads) redemption fees or exchange fees or other costs such as advisory fees related to affiliated money market fund investments but shareholders of other funds may incur such costs If these fees were included your costs would have been higher The information also does not reflect reimbursements on advisory fees incurred in connection with the investment of uninvested cash in affiliated money market funds (See page 92) which may result in different expense ratios in the Financial Highlights Therefore the hypothetical information is useful in comparing ongoing costs only and will not help you determine the relative total costs of owning different funds

BO N D I N D E X

BEGINNING ENDING EXPENSES ACCOUNT ACCOUNT PAID

EXPENSE VALUE VALUE 1012019shySHARES RATIO 1012019 3312020 3312020

Actual 015 $100000 $103420 $076

Hypothetical 015 $100000 $102425 $076

U S T R E A S U RY I N D E X



Actual 016 $100000 $107490 $083

Hypothetical 016 $100000 $102420 $081

Expenses are calculated using the Fundsrsquo annualized expense ratios which represent ongoing expenses as a percentage of net assets for the six months ended March 31 2020 Expenses are equal to the Fundsrsquo annualized expense ratio multiplied by the average account value over the period multiplied by 183366 (to reflect the one-half year period)



T RU S T E E S A N D O F F I C E R S MARCH 31 2020 (UNAUDITED)

Set forth below is information about the Trustees and Officers of Northern Funds Each Trustee has served in that capacity since he or she was originally elected or appointed to the Board of Trustees Each Trustee oversees a total of 50 portfolios in the Northern Funds ComplexmdashNorthern Funds offers 43 portfolios and Northern Institutional Funds consists of 7 portfolios The Northern Fundsrsquo Statement of Additional Information contains additional information about the Trustees and is available upon request and without charge by calling 800-595-9111

N O N - I N T E R E S T E D T RU S T E E S

NAME AGE ADDRESS(1) POSITIONS HELD WITH TRUST AND LENGTH OF OTHER DIRECTORSHIPS SERVICE AS TRUSTEE(2) PRINCIPAL OCCUPATIONS DURING PAST FIVE YEARS HELD BY TRUSTEE(3)

Therese M Bobek Age 59 Trustee since 2019

bull Adjunct Lecturer in the Masters of Accountancy Program University of Iowa Tippie College of Business since 2018

bull Retired Assurance Partner PricewaterhouseCoopers LLP from 1997 to 2018

bull Methode Electronics Inc

Ingrid LaMae A de Jongh Age 54 Trustee since 2019

bull Head of School Management and Technology Success Academy Charter Schools since 2016

bull Member of the Board of Directors of Bank Leumi USA since 2016

bull None

bull Partner in Accenture (global management consulting and professional services firm) from 1987 to 2012

bull Member of the Board of Directors Member of Nominating and Governance and Compensating Committees of Carver Bancorp from 2014 to 2018

Mark G Doll bull Member of the State of Wisconsin Investment Board since 2015 bull None Age 70 Trustee since 2013

bull Executive Vice President and Chief Investment Officer Northwestern Mutual Life Insurance Company from 2008 to 2012

bull Senior Vice PresidentmdashPublic Markets Northwestern Mutual Life Insurance Company from 2002 to 2008

bull President Northwestern Mutual Series Fund Mason Street Advisors and Mason Street Funds from 2002 to 2008

bull Chairman Archdiocese of Milwaukee Finance Council from 2005 to 2015 bull Member of Investment Committee of Greater Milwaukee Foundation from

2003 to 2015

Thomas A Kloet Age 61 Trustee since 2015 and Chairperson since January 1 2020

bull Chair of Boards of The NASDAQ Stock Market LLC NASDAQ PHLX LLC and NASDAQ BX Inc since 2016

bull Executive Director and Chief Executive Officer TMX Group Ltd (financial services company and operator of stock derivatives exchanges their clearing operations and securities depository) from 2008 to 2014

bull Nasdaq Inc

David R Martin Age 63 Trustee since 2017

bull Chief Financial Officer Neo Tech (an electronics manufacturer) since June 2019 bull Adjunct professor University of Texas McCombs School of Business since 2017 bull Vice President Chief Financial Officer and Treasurer of Dimensional Fund

bull None

Advisors LP (an investment manager) from 2007 to 2016

bull Executive Vice President Finance and Chief Financial Officer of Janus Capital Group Inc (an investment manager) from 2005 to 2007

bull Senior Vice President Finance of Charles Schwab amp Co Inc (an investment banking and securities brokerage firm) from 1999 to 2005

Cynthia R Ploucheacute bull Assessor Moraine Township Illinois from January 2014 to June 2018 Age 63 Trustee since 2014

bull Trustee of AXA Premier VIP Trust (registered investment companymdash34 portfolios) from 2001 to May 2017

bull Senior Portfolio Manager and member of Investment Policy Committee Williams Capital Management LLC from 2006 to 2012

bull Managing Director and Chief Investment Officer of Blaylock-Abacus Asset Management Inc from June 2003 to 2006

bull Founder Chief Investment Officer and Managing Director of Abacus Financial Group from 1991 to 2003 (a manager of fixed income portfolios for institutional clients)

bull Barings Funds Trust (registered investment companymdash8 portfolios) Barings Global Short Duration High Yield Fund (closed-end investment company advised by Barings LLC)




T RU S T E E S A N D O F F I C E R S c o n t i n u e d


Mary Jacobs Skinner Esq bull Executive Committee member and Chair Public Policy Committee Ann amp bull None Age 62 Robert H Lurie Childrenrsquos Hospital since 2016 Trustee since 1998 bull Director Pathways Awareness Foundation since 2000

bull Harvard Advanced Leadership Fellowmdash2016 bull Retired in 2015 as partner in the law firm of Sidley Austin LLP bull Director Chicago Area Foundation for Legal Services from 1995 to 2013

I N T E R E S T E D T RU S T E E

NAME AGE ADDRESS(1) POSITIONS HELD WITH TRUST AND LENGTH OF SERVICE AS TRUSTEE(2) PRINCIPAL OCCUPATIONS DURING PAST FIVE YEARS

OTHER DIRECTORSHIPS HELD BY TRUSTEE(3)

Darek Wojnar(4)

Age 54 Trustee since 2019

bull Director and Executive Vice President Head of Funds and Managed Accounts Group at Northern Trust Investments Inc since 2018

bull Head of Exchange Traded Funds at Hartford Funds from 2014 to 2017 bull Managing Director at Lattice Strategies LLC from 2014 to 2016 acquired by

Hartford Funds in 2016

bull FlexShares Trust (registered investment companymdash29 portfolios)

bull Managing Director Head of US iShares Product at BlackRock from 2005 to 2013 including Barclay Global Investors acquired by BlackRock in 2009

bull Managing Member Wojnar Group LLC which offers consulting services within the publishing industry since 2013

(1) Each Trustee may be contacted by writing to the Trustee co Diana E McCarthy Faegre Drinker Biddle amp Reath LLP One Logan Square Suite 2000 Philadelphia PA 19103-6996

(2) Each Trustee will hold office for an indefinite term until the earliest of (i) the next meeting of shareholders if any called for the purpose of considering the election or re-election of such Trustee and until the election and qualification of his or her successor if any elected at such meeting (ii) the date a Trustee resigns or retires or a Trustee is removed by the Board of Trustees or shareholders in accordance with the Trustrsquos Agreement and Declaration of Trust or (iii) in accordance with the current resolutions of the Board of Trustees (which may be changed without shareholder vote) on the earlier of the completion of 15 years of service on the Board and the last day of the calendar year in which he or she attains the age of seventy-five years The 15-year service limit does not apply to the service of Trustees of the Trust who began serving on the Board prior to July 1 2016

(3) This column includes only directorships of companies required to report to the SEC under the Securities Exchange Act of 1934 as amended (ie public companies) or other investment companies registered under the Investment Company Act of 1940 as amended (the 1940 Act)

(4) An ldquointerested personrdquo as defined by the 1940 Act Mr Wojnar is an ldquointerestedrdquo Trustee because he is an officer director employee and a shareholder of Northern Trust Corporation andor its affiliates

O F F I C E R S O F T H E T RU S T

NAME AGE ADDRESS POSITIONS HELD WITH TRUST AND LENGTH OF SERVICE(1) PRINCIPAL OCCUPATIONS DURING PAST FIVE YEARS

Peter K Ewing Director of Product Management ETFs and Mutual Funds Northern Trust Investments Inc since 2017 Director of Age 61 Northern Trust Investments Inc since 2017 Director of ETF Product Management Northern Trust Investments Inc Northern Trust Investments from 2010 to 2017 Senior Vice President of The Northern Trust Company and Northern Trust Investments Inc since Inc 2010 President of FlexShares Trust since 2017 Vice President of FlexShares Trust from 2011 to 2017 50 South LaSalle Street Chicago Illinois 60603 President since 2017




MARCH 31 2020 (UNAUDITED)


Kevin P OrsquoRourke Senior Vice President of Northern Trust Investments Inc since 2014 Vice President of Northern Trust Investments Age 48 Inc from 2009 to 2014 Northern Trust Investments Inc 50 South LaSalle Street Chicago Illinois 60603 Vice President since 2015

Jack P Huntington Fund Chief Compliance Officer Foreside Fund Officer Services LLC (since 2015) Senior Vice President of Regulatory Age 49 Administration Citi Fund Services Ohio Inc (2008 to 2015) Foreside Fund Officer Services LLC 10 High Street Suite 302 Boston Massachusetts 02110 Acting Chief Compliance Officer since September 2019

Darlene Chappell Age 57 Northern Trust Investments Inc 50 South LaSalle Street Chicago Illinois 60603 Anti-Money Laundering Compliance Officer since 2009

Anti-Money Laundering Compliance Officer for Northern Trust Investments Inc Northern Trust Securities Inc and Alpha Core Strategies Fund since 2009 Anti-Money Laundering Compliance Officer for 50 South Capital Advisors LLC since 2015 FlexShares Trust since 2011 and Belvedere Advisors LLC since September 2019 Anti-Money

Laundering Compliance Officer for Equity LongShort Opportunities Fund from 2011 to 2019 Vice President and Compliance Consultant for The Northern Trust Company since 2006 Anti-Money Laundering Compliance Officer for The Northern Trust Company of Connecticut from 2009 to 2013 and Northern Trust Global Advisors Inc from 2009 to 2011

Randal E Rein Senior Vice President of Northern Trust Investments Inc since 2010 Treasurer and Principal Financial Officer of Age 49 FlexShares Trust since 2011 Treasurer of Alpha Core Strategies Fund from 2008 to 2018 Treasurer of Equity Northern Trust Investments LongShort Opportunities Fund from 2011 to 2018 Inc 50 South LaSalle Street Chicago Illinois 60603 Treasurer since 2008

Michael J Pryszcz Senior Vice President of Fund Accounting of The Northern Trust Company since 2010 Age 52 The Northern Trust Company 50 South LaSalle Street Chicago Illinois 60603 Assistant Treasurer since 2008

Richard N Crabill Senior Vice President of Fund Administration of The Northern Trust Company since 2011 Vice President of Fund Age 51 Administration of The Northern Trust Company from 2005 to 2011 The Northern Trust Company 50 South LaSalle Street Chicago Illinois 60603 Assistant Treasurer since 2008




T RU S T E E S A N D O F F I C E R S c o n t i n u e d MARCH 31 2020 (UNAUDITED)


Michael G Meehan Senior Vice President of Northern Trust Investments Inc since 2016 Vice President of Northern Trust Investments Age 49 Inc from 2011 to 2016 Assistant Treasurer of Alpha Core Strategies Fund and Equity LongShort Opportunities Fund Northern Trust Investments from 2011 to 2018 Inc 50 South LaSalle Street Chicago Illinois 60603 Assistant Treasurer since 2011

John P Gennovario Vice President of Northern Trust Investments Inc since August 2019 Management Consultant Principal Funds from Age 59 September 2018 to April 2019 Financial Reporting Manager Consultant BNY Mellon from December 2016 to June Northern Trust Investments 2018 Vice President Fund Accounting Unit Manager US Bancorp Fund Services and Accounting Manager State Inc Street Global Services from January 2016 to August 2016 Assistant Treasurer Forward Management LLC from July 50 South LaSalle Street 2010 to March 2013 Chicago Illinois 60603 Vice President since August 2019

Gregory A Chidsey Senior Vice President of Financial Reporting of The Northern Trust Company since 2010 Age 50 The Northern Trust Company 50 South LaSalle Street Chicago Illinois 60603 Assistant Treasurer since 2013

Craig R Carberry Esq Age 59 The Northern Trust Company 50 South LaSalle Street Chicago Illinois 60603 Chief Legal Officer since August 2019

Chief Legal Officer and Secretary of Northern Trust Investments Inc since May 2000 Chief Compliance Officer of Northern Trust Investments Inc from October 2015 to June 2017 Chief Legal Officer and Secretary of Belvedere Advisers LLC since September 2019 Chief Legal Officer and Secretary of 50 South Capital Advisors LLC since 2015 Associate General Counsel and Senior Vice President at The Northern Trust Company since June 2015 Assistant

General Counsel and US Funds General Counsel at The Northern Trust Company from July 2014 to June 2015 Senior Legal Counsel and US Funds General Counsel at The Northern Trust Company from 2000-2014 Secretary of Alpha Core Strategies Fund (formerly NT Alpha Strategies Fund) since 2004 Secretary of Equity LongShort Opportunities

Fund (formerly NT Equity LongShort Strategies Fund) from 2011 to 2019 Secretary of Northern Institutional Funds and Northern Funds from 2010-2018 Secretary of FlexShares Trust from 2011-2018

Jose J Del Real Esq Age 42 The Northern Trust Company 50 South LaSalle Street Chicago Illinois 60603 Secretary since 2018

Senior Legal Counsel and Senior Vice President of The Northern Trust Company since 2017 Senior Legal Counsel and Vice President of The Northern Trust Company from 2015 to 2017 Assistant Secretary of Northern Trust Investments Inc since 2016 Legal Counsel and Vice President of The Northern Trust Company from 2014 to 2015 Assistant

Secretary of Northern Funds and Northern Institutional Funds from 2011 to 2014 and from 2015 to 2018 Assistant Secretary of FlexShares Trust from 2015 to 2018 Secretary of FlexShares Trust since 2018

Angela R Burke Esq Vice President of The Northern Trust Company since 2016 Attorney of Jackson National Asset Management LLC and Age 37 Assistant Secretary of Jackson Variable Series Trust from 2013 to 2015 The Northern Trust Company 50 South LaSalle Street Chicago Illinois 60603 Assistant Secretary since 2018

(1) Each Officer serves until his or her resignation removal retirement or election of his or her successor Each officer also holds the same office with Northern Institutional Funds



I N V E S T M E N T C O N S I D E R AT I O N S

BOND INDEX FUND1234

US TREASURY INDEX FUND124

1 Fixed Income Market Risk The market values of fixed-income securities owned by the Fund may decline at times sharply and unpredictably Fixed income securities may experience increased volatility illiquidity or other potentially adverse effects in response to changing market conditions inflation changes in interest rates or lack of liquidity in markets which may be caused by numerous factors including but not limited to local or regional events such as war acts of terrorism the spread of infectious illness or other public health issues recessions or other events or adverse investor sentiment

2 Tracking Risk The Fundrsquos performance may vary substantially from the performance of the benchmark index it tracks as a result of share purchases and redemptions transaction costs expenses and other factors

3 US Government Securities Risk There is a risk that the US government will not provide financial support to its agencies instrumentalities or sponsored enterprises if it is not obligated to do so by law Many US government securities purchased by the Fund are not backed by the full faith and credit of the United States It is possible that the issuers of such securities will not have the funds to meet their payment obligations in the future

4 Interest RateMaturity Risk Securities with longer maturities tend to be more sensitive to changes in interest rates causing them to be more volatile than securities with shorter maturities Securities with shorter maturities tend to provide lower returns and be less volatile than securities with longer maturities Changing interest rates may have unpredictable effects on the markets and the Fundrsquos investments A low or declining interest rate environment poses risks to the Fundrsquos performance including the risk that proceeds from prepaid or maturing instruments may have to be reinvested at a lower interest rate Fluctuations in interest rates may also affect the liquidity of fixed income securities and instruments held by the Fund



F O R M O R E I N F O R M AT I O N

P O R T F O L I O H O L D I N G S

Northern Funds files its complete schedule of portfolio holdings with the US Securities and Exchange Commission (ldquoSECrdquo) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT The Fundsrsquo Forms N-PORT (and its predecessor form Form N-Q) are available on the SECrsquos web site at wwwsecgov

P ROX Y VOT I N G

Northern Fundsrsquo Proxy Voting Policies and Procedures and each Fundrsquos portfolio securities voting record for the 12-month period ended June 30 are available upon request and without charge by visiting Northern Fundsrsquo web site at northerntrustcomfunds or the SECrsquos web site at wwwsecgov or by calling the Northern Funds Center at 800-595-9111


When building a sound Northern Funds investment strategy yoursquoll want to select a mix of equity fixed income and money market funds that have return potential and an acceptable level of risk Please carefully read the summary prospectus or prospectus and consider the investment objectives risks charges and expenses of Northern Funds before investing Visit northerntrustcomfunds or call 800-595-9111 to obtain a summary prospectus or prospectus The summary prospectus and prospectus contain this and other information about the funds

P ROT E C T I N G YO U R P R I VAC Y Protecting your privacy is important at Northern Funds which is why we wanted you to know

We do not sell non-public personal information about our investors or former investors to any outside company

We have policies that limit access to your information to only those people who need it to perform their jobs and provide services to you and we have physical electronic and procedural safeguards that comply with federal standards to guard your personal information

We collect information about you from applications forms conversations and your use of our Web site third parties with your permission and your transactions with us our affiliates and our joint marketing partners

We do not disclose the information we collect about our investors or former investors to anyone except to companies that perform services for us affiliates with whom we have joint marketing agreements such as Northern Trust (1) for our everyday purposes such as to process transactions maintain accounts respond to court orders and legal investigations or report to credit bureaus or (2) as permitted by law

The information includes account balances and account history You may limit our use or sharing of information about you with our affiliates and joint marketing partners for marketing purposes by calling 800-595-9111 weekdays from 700 am to 500 pm Central time or by writing to us at Northern Funds PO Box 75986 Chicago IL 60675-5986

If our information sharing practices change we will send you a revised notice You can also visit our Web site northerntrustcomfunds for an online version of our current privacy notice

S H A R E H O L D E R CO M M U N I C AT I O N S In order to help reduce expenses and reduce the amount of mail that you receive we generally send a single copy of all materials including prospectuses financial reports proxy statements and information statements to all investors who share the same mailing address even if more than one person in a household holds shares of a fund

If you do not want your mailings combined with those of other members of your household you may opt-out at any time by contacting the Northern Funds Center either by telephone at 800-595-9111 by mail at Northern Funds PO Box 75986 Chicago Illinois 60675-5986 or by sending an e-mail to northern-fundsntrscom

Not part of the Annual Report

N O R T H E R N

FA M I LY O F F U N D S R I S K R E WA R D P OT E N T I A L

HIGHER RISK

REWARD

LOWER RISK

REWARD

GR

OW

THIN

CO

ME

LIQ

UID

ITY

EQUIT Y FUNDS

INTERNATIONAL EQUITIES amp SECTOR FUNDS Active M Emerging Markets Equity Emerging Markets Equity Index Multi-Manager Global Real Estate Global Real Estate Index Multi-Manager Global Listed Infrastructure International Equity Active M International Equity International Equity Index Northern Engage360TM

Global Sustainability Index

SMALL- amp MEDIUM-CAP EQUITY FUNDS Small Cap Value Small Cap Core Small Cap Index Mid Cap Index

INCOME amp L ARGE-CAP EQUITY FUNDS US Quality ESG Large Cap Value Large Cap Core Stock Index Income Equity

ASSET ALLOCATION FUND Global Tactical Asset Allocation

F IXE D INCOME FUNDS

LONGER-TERM amp HIGH YIELD BOND FUNDS Multi-Manager Emerging Markets Debt Opportunity Multi-Manager High Yield Opportunity High Yield Fixed Income High Yield Municipal California Tax-Exempt Arizona Tax-Exempt Tax-Exempt US Treasury Index

SHORT amp INTERMEDIATE-TERM BOND FUNDS Fixed Income Bond Index Core Bond California Intermediate Tax-Exempt Intermediate Tax-Exempt Short-Intermediate Tax-Exempt US Government Short Bond Short-Intermediate US Government Ultra-Short Fixed Income Tax-Advantaged Ultra-Short Fixed Income

MONE Y M ARKET FUNDS

MONEY MARKET FUNDS Municipal Money Market Money Market US Government Select Money Market US Government Money Market

You could lose money by investing in the Money Market Funds Although each of the Money Market Funds seeks to preserve the value of your investment at $100 per share it cannot guarantee it will do so The Fundsrsquo sponsor has no legal obligation to provide financial support to the Funds and you should not expect that the sponsor will provide financial support to the Funds at any time

The Money Market Fund and the Municipal Money Market Fund may impose a fee upon the sale of your shares or may temporarily suspend your ability to sell shares if the Fundrsquos liquidity falls below required minimums because of market conditions or other factors

You could lose money by investing in the Funds An investment in a Fund involves investment risks including possible loss of principal An investment in a Fund is not a deposit of a bank and is not insured or guaranteed by the Federal Deposit Insurance Corporation (ldquoFDICrdquo) any other government agency or The Northern Trust Company its affiliates subsidiaries or any other bank

e

SIGN UP FOR E-DELIVERY To get future shareholder reports online and to eliminate mailings go to northerntrustcome-delivery

copy2020 Northern Funds

FIX

AN

R IN

DX

(52

0)

A M E S S AG E F R O M

BO B B ROW N E

C H I E F I N V E S T M E N T O F F I C E R

The bond market after producing steady gains with low volatility for most of the 12 month period ended March 31 2020 experienced severe disruptions with the outbreak of the coronavirus in early 2020 A combination of supply interruptions and sharply curtailed demand from both consumers and businesses appeared to end the longest economic expansion in US history and set the stage for a domestic and global recession These events brought an immediate response from the US Federal Reserve which cut short-term interest rates from 15 to zero created a wide range of new lending facilities and announced an asset-purchase program that included Treasuries mortgage-backed securities corporate issues and municipal bonds In total the Federal Reserversquos actions dwarfed the remedy for the 2008 financial crisis in both their scope and size The US government also responded with fiscal support in the form of a $22 trillion stimulus package that was passed in late March Policymakers overseas also sought to prop up their economies with monetary and fiscal stimulus designed to offset the impact of the coronavirus

The unprecedented suddenness of the downshift from positive to negative growth was matched by equally historic dislocations in global financial markets Yields on US Treasuries plunged in response to the prospect of a global recession investorsrsquo ldquoflight to safetyrdquo and the Federal Reserversquos accommodative

policies Yields on government bonds hit all-time lows in March with the yield on the benchmark 10-year Treasury briefly falling below 04 and the 30-year reaching 07 ndash leaving the entire US yield curve beneath 1 for the first time in history These events were accompanied by an inversion of the yield curve meaning that yields for short-term issues were above those of longer-term securities Market conditions normalized somewhat in response to the Federal Reserversquos aggressive actions with yields moving off their lows and the yield curve returning to a more typical slope Nevertheless the benchmark 10-year yield closed the period at 070 on March 31 2020 well below its level of 241 on March 31 2019

Although US Treasuries delivered strong performance during the downturn credit-sensitive areas of the market experienced significant declines that pushed their returns for the full 12-month period into negative territory High-yield corporate bonds weakened due to uncertainty regarding the outlook for economic growth and corporate earnings as well as from the sharp declines in oil prices Investment-grade corporate issues were also adversely affected by these trends although to a lesser extent than high yield bonds In addition higher-grade corporate issues received a significant boost in late March from the Federal Reserversquos announcement that it would include this category of

bonds in its asset-purchase programs US government money market funds for their part represented a notable source of stability amid the unusual volatility across many other areas of the financial markets

While certain segments of the bond market have faced challenges in recent months we would note that the investment-grade Bloomberg Barclays US Aggregate Bond Index gained 315 during the first calendar quarter of 2020 and 893 for the full 12-month period ended March 31 2020 In contrast the SampP 500 Index ndash a key measure of performance for US equities ndash returned -1960 and -698 for these same periods respectively We believe that this helps to illustrate bondsrsquo continued value as a source of potential portfolio diversification particularly in challenging times

Most important please know that our thoughts are with each one of our readers ndash our clients colleagues business partners and everyone else within our community ndash as we strive to overcome this health crisis Thank you for the continued opportunity to manage your assets

Bob Browne Chief Investment Officer Northern Trust
















96 TAX INFORMATION


98 FUND EXPENSES




NOT FDIC INSURED

















$9000 22707 33120



















$38924 $40875$45000

$40000

$35000

$30000

$25000

$20000

$15000

$10000

$5000 11193 33120











ASSETS










LIABILITIES






Management fees

Custody fees


Transfer agent fees

Trustee fees


Total Liabilities

mdash

40415

5875

1438

76

18

11

96

10

66

48005

1424

mdash

mdash

33

3

1

mdash

3

4

29

1497

Net Assets $2936072 $103045




Net Assets $2936072 $103045



265704

$1105

4331

$2379

Investments at cost


$2716875

64483

$92072

1481







INVESTMENT INCOME




EXPENSES


Custody fees 279 14


Blue sky fees 27 19

SEC fees 1 mdash

Printing fees 24 12

Audit fees 35 19

Legal fees 46 24


Trustee fees 36 9

Other 41 13

Total Expenses


Net Expenses

5437

(857)

4580

257

(106)

151




Investments


35532 539


Net Gains 181451 9215








OPERATIONS





$79101

35532

145919

260552

$80293

(7617)

54640

127316

$1866

539

8676

11081

$1667

(373)

1970

3264




(253114)

(253114)

206435

206435

9021

9021

1735

1735

DISTRIBUTIONS PAID



(91564)

(91564)

(83499)

(83499)

(1866)

(1866)

(1667)


NET ASSETS

Beginning of year

End of year

(84126)

3020198

$2936072

250252

2769946

$3020198

18236

84809

$103045

3332

81477

$84809

















Total Return(1)


901 433 113 014 190



$2936072 $3020198 $2769946 $2496618 $2630015
























Total Return(1)


1329 403 024 (163) 225



$103045 $84809 $81477 $108599 $123516










ndash -




(000S) (000S) (000S) (000S)




329 51523 $150 $151


295 51523 50 50


317 31525 50 49


352 101523 200 200


406 111530 100 95


284 31524 200 198


306 41526 150 144

887

Automobile ndash 03


312 71723 100 102


184 61724 100 100


192 11525 100 101


274 12822 60 59


297 32023 125 125


342 41823 100 100


326 11824 100 99




358 101824 $100 $100


374 101824 100 100


160 111524 100 98


163 81525 100 98


233 51523 100 100


336 91523 200 203


268 31524 200 202


277 121624 200 201


218 81524 100 100


230 41525 100 99


189 121624 150 150


264 121523 100 100


222 101522 100 100


227 111522 100 100


235 41523 100 100



- -




(000S) (000S) (000S) (000S)




250 51524 $100 $100


278 91523 125 127


167 122022 100 98


170 122023 100 98


297 111623 100 101


265 21624 100 101


271 81624 100 101


218 41624 100 100


175 71624 100 101


198 112023 100 101


330 71525 100 102


283 32023 150 152


252 62123 200 202



185 81525 $100 $101


196 21523 100 100


320 121522 150 152


200 101722 100 100


194 31524 100 100


276 31522 200 201


227 71522 150 150


229 41525 100 99


195 101623 100 100


322 61523 200 204


250 111523 100 101


195 51526 100 100


407 81524 50 49


342 41525 50 50


365 41525 50 47



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




212 21523 $100 $101


318 31523 200 203


257 81523 100 101


199 21825 100 98


166 51524 100 100


214 111524 50 50


302 112122 100 102


333 41524 100 103


196 121624 100 99


203 121525 100 98


170 11723 100 98


203 111522 100 99

6927



317 71549 300 302


344 91560 250 265




354 111554 $250 $269


369 21561 100 108


405 31561 200 221


426 51561 300 339


422 81561 100 113


413 91560 100 106


423 91560 200 226


441 111561 300 344


333 51562 200 212


318 81561 300 317


301 91562 250 261


265 11563 200 202


240 31563 400 394


358 51552 200 211


292 81552 100 101


431 121551 150 169


264 21553 200 197


357 11551 250 258


388 21551 150 164



- -




(000S) (000S) (000S) (000S)




385 41051


403 41051


398 71551


408 71551


421 71551


420 101051


438 51553


451 51553


423 11552


312 81552


273 21553


229 31553


269 91543


331 111550


351 51050

ndash 13 continued

$500 $521

100 111

100 105

100 106

400 447

400 425

300 320

300 343

100 112

125 131

200 204

200 196

100 102

250 257

250 270



343 81550 $250 $268


346 111350 200 212


428 81551 200 225


291 81557 150 154


387 11048 300 315


328 51058 250 256


346 81550 250 266


302 91045 383 389


437 91046 350 373


465 91046 100 104


364 101047 100 103


314 21048 200 203


372 91548 200 209


321 51049 250 262


315 111549 150 152



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




362 21049 $300 $319


331 41049 250 256


333 41549 250 256


347 91550 250 261


401 31051 100 111


423 61051 200 222


441 111051 200 222


315 81545 335 341


421 81046 100 106


405 101046 300 317


422 71045(1) (2) 200 209


294 11046 121 122


396 21047 420 443


380 81047 300 316


384 91047 500 523




364 121047 $250 $259


370 81048 500 534


335 21048 200 205


318 21048 500 519


390 71050 200 210


423 51051 200 217


351 41550 225 233


372 81548 500 524


309 11549 100 100


350 111549 200 205


442 111551 300 328


403 41551 100 106


256 31553 200 197


333 61050 250 267


294 21046 100 102



- -




(000S) (000S) (000S) (000S)




277 111045


314 61046


405 71046(1) (2)


424 81046


400 41047


393 91047


363 111047


338 51050


305 51049


285 101049


343 81050


347 111050


399 31051


316 71052


291 21353

ndash 13 continued

$171 $174

100 102

200 212

150 157

100 106

300 314

250 264

200 205

100 101

200 201

250 258

200 213

150 161

150 158

300 309



337 121547 $50 $50


400 41547 500 530


380 71547 500 528


364 111547 200 211


367 111547 150 158


382 71548 200 214


314 61549 100 105


314 121549 150 158


287 81549 200 204


314 81549 100 98


369 31550 300 325



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




341 101550 $200 $212


372 31550 350 377


345 91550 100 106


403 61551 500 524


339 61352 200 208


415 81546(1) (2) 200 209


310 51546 200 202


406 21547 200 209


353 101548 100 103


333 51549 250 256


286 91549 250 250


418 71551 150 165




431 121551 $100 $114


441 101551 200 228


326 71552 250 265


270 21553 200 201


359 121550 200 217


346 61550 250 268


349 81550 250 259


343 81550 175 181


358 121550 100 106


368 121550 150 158


431 51551 200 220


424 61551 150 168


433 101551 200 227


445 121551 100 117


398 21551 150 157



- -




(000S) (000S) (000S) (000S)




412 31551


324 41046


292 101545


422 71546


317 21548


366 91558


318 41550


377 71558


372 121548


356 11559


343 31559


293 71548


307 111559


294 101549


292 111549

ndash 13 continued

$100 $111

250 254

132 135

100 104

100 102

250 260

200 203

300 313

300 314

200 207

250 258

100 100

250 253

200 206

150 150



342 91550 $250 $260


358 101550 100 105


359 121550 100 105


401 31551 150 165


421 51551 155 172


430 11552 100 109


373 51552 200 212


273 21553 100 100


356 31548 50 51


284 31548 251 253


300 51545 500 503


334 61546 150 152


442 91546 250 263


363 111547 250 259


405 31547 100 107

36959



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




235 51525 $100 $102 206 81528 $200 $200


301 101525 150 156 216 91524 200 204


299 121523 250 254 277 31523 150 152


306 21524 200 204 153 11525 200 201


287 101524 250 258 615 61539 150 193


300 91523 250 254 219 112023 100 102


310 121523 200 204 329 52325 100 103


174 11525 200 202 321 12724 150 157


196 51525 100 99 396 101330 200 234


166 61724 100 100 239 71524 150 152


243 11525 200 202 303 81525 200 205


229 71525 200 197 311 11624 200 204


301 21524 200 202 304 71524 200 206


284 121524 250 257 295 31525 200 202


172 81524 200 202 234 61525 200 197




- ndash




(000S) (000S) (000S) (000S)






262 101525



Boeing (The) Co

795 81524 1400 1583

297 31524 100 100 285 103024 110 100



347 51526 100 103 330 3135 55 48



203 41525 100 99 350 3145 500 424





Other ndash 00 355 11526 600 643






303 101525


150 152

505 111540

475 6143

403 101547


250

250

60

308

300

69

438 11123 59 60 250 11523 500 503


Class A3 438 61545 350 390

381 2135 100 97 Raytheon Co

467 470 121541 100 117


(Cost $50614) 51770 350 31527 500 517



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



413 111628 $750 $823 540 4148 267 195


605 6136 600 796 420 3121 1245 1198

613 71538 175 251 320 7621 485 462

570 41540 500 640 345 41022 50 47

450 6142 450 520 370 5923 1050 945

375 11146 750 785 400 10626 750 637

13575 565 11729 150 130




615 8122 171 176 190 4821 160 159


Series 2019-1 Class AA 225 101823 545 534

415 82531 1778 1844 8384

2020 Banks ndash 10


NIKE Inc 600 101536 250 333

238 11126 250 254 Citibank NA

363 5143 75 82 340 72321 250 255


855 255 51321 250 250


Aptiv Corp 430 12325 250 262

415 31524 300 295 Discover Bank


438 31545 170 167 270 2630 250 216



825 3138

570

275

593



170 9921

260 111622

400

500

125

395

492

124

225 61421

288 10121

HSBC Bank USA NA

200

250

200

252

363 101023 500 508 700 11539 350 456


850 11831

Ford Motor Co

475 11543

General Motors Co

500 4135

625 10243

175

254

500

550

237

144

375

434

350 62324


315 31421


355 10623

1000

500

1000

1006

501

1037




- -




(000S) (000S) (000S) (000S)



KeyBank NA 413 81523 $200 $206

330 6125 $250 $260 330 9924 1095 1140

MampT Bank Corp 300 21925 655 668

355 72623 100 105 300 42226 1365 1389


350 61822 150 153 430 72227 110 117


263 21722 750 758 131) 358 52228 (3) 585 595

270 11122 750 758 538 2735 425 501

295 13023 500 507 390 5145 950 1035

380 72523 1000 1056 440 61446 850 913


Inc 585 2137 250 317

330 3822 150 152 660 11538 300 410


315 51927 1000 1047 595 121536 100 125



Truist Bank 270 5122 1000 1024 300 2223 1361 1394 320 11227 250 269 275 5123 350 356 640 2139 200 278 363 91625 250 260 575 31540 935 1310 405 11325 600 621 515 111541 250 262 380 103026 250 263 565 61542 100 141



US Bank NA 460 9135 1000 1239 280 12725 250 258 480 4144 245 314


350 3822

250

1020

249

1040 6913

307 12423 480 485

345 21323 125 128



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)







13439 270 22123 250 253


3M Co 375 31527 100 98


325 21424 456 483 345 6127 205 210

338 3129 500 534 295 81529 795 780



275 2323 250 253 360 71522 65 68

Airgas Inc 360 81526 950 865






- -




(000S) (000S) (000S) (000S)




300 91523 245 197 345 6127 $500 $511

425 91524 485 409 Owens Corning

325 3125 145 114 340 81526 400 373




2396 363 12524 1125 1158



210 91222 665 675 225 5521 1180 1183


300 2924 1320 1390 475 71521 131 135

285 51124 1570 1668 320 13023 400 395

275 11325 1265 1334 375 42424 1000 1006

250 2925 55 58 330 103024 1050 1027

245 8426 225 236 375 72826 505 472

335 2927 370 403 375 3927 250 240


290 91227 1625 1734 450 13026 500 510

300 111327 1000 1072 Fiserv Inc

385 5443 230 273 385 6125 45 47

445 5644 75 96 350 7129 1500 1560

345 2945 55 62 440 7149 500 529


465 22346 250 332 200 112121 130 131

375 91247 150 184 380 112146 500 575


295 91149 500 532 425 81524 570 549


185 92021 1190 1198 Visa Inc

220 92023 750 789 315 121425 1250 1361

295 22826 375 399 415 121435 1000 1251

590 21539 690 991 365 91547 125 142


575 81540 170 198 620 62140 120 117


14588



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



395 8147 $100 $90 795 21531 $100 $136


305 91522 250 259 490 31529 350 376




396 320 73046


230 2622

310 81523

125

215

250

116

220

265



388 11228 250 233



200 72826 1000 997 500 51321 400 411

590 111532 125 164 570 12422 1000 1045

5238 410 72423 100 107


079) 300 122023 (3) 1379 1407 Cintas Corp No 2 413 12224 100 106




300 21527 1000 1028 094) 386 72324 (3) 1000 1046

730 111539 45 58 420 82624 280 298

600 111541 480 617 400 12225 1595 1679

515 51546 250 259 395 42125 1375 1446


450 11123 100 108


365 91524

Sonoco Products Co

438 11121

575 11140

250

25

150

268

26

200


445 3326

425 102226


760

500

100

744

539

106

104) 342 122028 (3) 1200 1238




- -




(000S) (000S) (000S) (000S)





775 51438 275 406 095) 351 12329 (3) 500 515

500 12144 955 1213 640 51538 1054 1508


199) 444 12048 (3) 500 560 540 1642 100 132




388 102523 200 206 138) 396 111548 (3) 740 856

375 61624 909 920 41651


139) 367 72428 (3) 710 735 560 7111 (4)

468 7114 (5)

190

15

310


115) 352 102728 (3)

663 61532

600 103133

613 82536

813 71539

588 13042

750

100

350

125

680

30

750

120

403

148

1067

38

389 7116 (6)


464 12144


467 9112 (7)

300

50

100

345

60

144

1143



463 51021 250 257 438 5842 250 255


435 81521 1865 1913 263 12121 310 317


363 51324 500 521 270 10922 580 563

388 91024 2250 2373 310 1923 500 504

390 71525 755 804 345 51524 520 514

775 71525 54 66 675 31532 150 178

320 61526 500 519 615 8737 150 171

800 42927 750 957 588 11438 400 461

363 12127 1250 1316 688 11039 300 371



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



335 12123 $260 $275 695 41529 $465 $572


381 112147 125 137 585 121525 660 522


625 12137 150 162 263 31523 670 651

420 3149 100 110 315 4125 145 142


385 121525 220 249 713 31533 690 555


5300 280 11122 260 199


ViacomCBS Inc 520 6145 1000 633


370 81524 825 805 270 21523 725 429

438 31543 490 434 620 31540 235 106

585 9143 300 307 440 41546 65 28

525 4144 30 32 410 21547 65 27


255 21522 295 299 663 81537 180 78


370 91524 915 980 395 71522 85 82

640 121535 31 43 720 11528 100 97

413 12141 105 123 5944



275 9149 1000 984 400 101523 250 265

5899 370 101524 500 519



325 41522 73 55 205 5321 500 502

510 9140 775 342 355 92321 1455 1492

525 2142 115 52 220 81623 285 286


595 101536

Cimarex Energy Co

438 31529


375 5223

ConocoPhillips

590 51538

ConocoPhillips Co

495 31526

125

200

500

280

120

140

134

523

321

128


BlackRock Inc

425 52421

350 31824

325 43029


265 12523

345 21326

1000

280

250

218

175

280

1013

287

269

228

178

290




- -




(000S) (000S) (000S) (000S)





375 61528 300 335 064) 265 51523 (3) $1000 $986

530 91543 125 168 310 51523 225 230


575 12422 360 381 330 121624 330 341


350 12325 55 56 295 4122 80 78

375 52225 2690 2785 363 4125 250 261



385 12627 195 201 365 2126 1000 1049



143) 441 42339 (3) 1020 1067 463 2144


250 262

625 2141 300 404 820 11539 750 1123 480 7844 350 392 545 12339 190 219






134) 359 72228 (3)

638 72442

430 12745

1000

300

1095

1015

418

1267

700 10128

530 11138


265 11722

200

1000

625

240

1087

597



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)


440 111525 $188 $190 460 71745 $75 $90

360 21528 250 245 345 10646 45 51

465 111528 480 479 Tyson Foods Inc

525 111548 167 177 450 61522 300 310



Hershey (The) Co

230 81526

Ingredion Inc


1319

320 10126

JM Smucker (The) Co

350 31525

438 31545

Kellogg Co

250

500

250

268

513

248


442 61521 (8)

545 61523 (8)

602 61526 (8)

835 71546 (8)

750

730

210

900

750

750

217

1069

275 3123

450 4146


313 121523

255 91526

442 121546


350

750

85

95

450

348

838

86

89

503


440 101522

490 101525

635 101545

HP Inc

405 91522

600 91541

830

1445

200

25

275

846

1522

237

26

296

270 81522


160 160 NetApp Inc

330 92924 160 157

210 71521 55 54 5870





PepsiCo Inc 325 3125 135 137

300 82521 770 791 425 3145 60 61

170 10621 45 46 430 121547 1000 1039


275 43025 500 520 320 61522 150 152

350 71725 100 107 375 91525 250 256

285 22426 115 121 460 31543 35 35

238 10626 245 252 450 111544 710 686

300 101527 95 101 Cigna Corp

360 81342 50 52 438 101528 3300 3542

425 102244 355 407 480 71546 (8) 580 686




- -




(000S) (000S) (000S) (000S)




275 12122 $850 $856 350 121524 $565 $392

370 3923 455 473 425 91528 860 580



HCA Inc 236 12522 270 274 450 21527 1780 1831 257 51623 170 175 413 61529 250 250 290 3324 200 206




413 7152


100 119

411 3146

310 81649

150

200

177

202

7699



345 6126 115 118 363 51921 250 257


18107 Hasbro Inc



315 51521

635 31540

35

250

34

239

350 111527 818 791 273



340 12121 265 263 645 81540 15 20




470 6122 100 105 485 62421 94 94

370 3123 100 101 363 121226 265 277

370 5125 250 243 630 10937 100 118

450 6146 90 86 MetLife Inc

965 305 121522 280 282



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)


300 3125 $830 $818 350 3124 $250 $265

638 61534 485 629 390 9142 700 753


413 81342 460 465 575 61543 150 189


Primerica Inc 313 91021 125 127

475 71522 100 103 315 101521 250 254


463 91542 40 41 280 3623 500 512




350 51524 85 88 420 112134 200 207

570 121436 200 233 445 112144 500 526


391 12747

394 12749


500 6121

Voya Financial Inc

480 61546

275

344

335

550

1000

241

331

317

570

1055


Aetna Inc

275 111522

663 61536

675 121537

450 51542

Anthem Inc

400

40

150

100

401

50

195

104




Deere amp Co 350 21524 40 42 260 6822 125 126 375 71525 655 708 538 101629 250 301 345 11527 1500 1609 810 51530 100 138 388 121528 145 163

Eaton Corp 580 31536 250 326 310 91527 250 252 663 111537 640 896

IDEX Corp 688 21538 170 249 420 121521 200 203 475 71545 500 637





- -




(000S) (000S) (000S) (000S)




275 51824 $750 $786 Stryker Corp


325 41523 900 915 338 11125 250 265


370 51523 165 168 438 51544 200 209


290 11522 515 520 415 2124 100 107

363 41546 500 557 295 91926 155 157


Walmart Inc 338 113021 250 251

235 121522 500 513 315 4122 500 500

330 42224 625 663 355 4125 120 121


9137 Nucor Corp



295 31525 1000 1039 520 8143 125 144

375 113026 564 630 440 5148 1000 1134


475 41543 650 831 388 42325 100 99


320 10122 225 227 675 41640 90 105

388 71523 250 258 588 42345 1500 1588




Medtronic Inc 475 8143 15 12 350 31525 334 359 1171 438 31535 913 1126



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



230 51421 $800 $803 240 51722 $170 $174

338 111421 500 511 240 92122 40 41

360 51425 225 236 340 5624 250 268

320 51426 250 248 440 5644 250 329

425 111428 300 319 Pfizer Inc

440 11642 415 461 195 6321 500 504

470 51445 4340 4875 220 121521 90 90


325 10122 1000 1003 340 51524 150 157


550 81525 (8) 50 55 413 121546 750 925

440 71544 (8) 250 247 Pharmacia LLC


200 8122 600 605 Wyeth LLC

363 51524 (8) 500 528 595 4137 725 1027

290 72624 (8) 900 954 Zoetis Inc

388 81525 (8) 765 876 325 2123 500 510

320 61526 (8) 300 318 470 2143 40 45

390 22028 (8) 500 556 395 91247 450 445

525 81543 (8) 85 115 29238 500 81545 (8)

435 111547 (8)

500

900

669






Mylan Inc 390 21524 820 838 540 112943 585 583 395 21527 500 473




- -




(000S) (000S) (000S) (000S)




313 73129 875 805 LP

688 3133 50 58 595 12125 $175 $160

755 41538 515 596 390 71526 125 105

595 2141 40 43 495 11543 1000 785


430 5124 170 171 535 51545 80 63


655 91540 205 224 700 31527 505 565

750 111540 305 343 700 101528 545 639

638 3141 35 35 838 61532 215 259

563 9141 310 292 763 4137 5 6



500 3126 500 494 630 41540 995 991

515 101543 20 19 580 111543 200 196

MPLX LP 20950



ONEOK Inc 410 4123 160 170 455 71528 35 30 2301 520 71548


361 21525

355 10126


450 121526

1000

76

470

1330

784

72

424

1032


Alleghany Corp

495 62722

Allstate (The) Corp

555 5935

520 11542

55

50

225

58

62

259

665 11537

515 6142


563 3125

500 31527

Southern Union Co

825 111529


338 101526

80

130

340

1055

25

360

65

86

312

896

21

332



375 71025

390 4126

420 4128

450 71644

480 71045

438 11555

225

895

490

460

30

15

105

243

896

505

474

30

16

102

595 92543 300 330



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



490 32728 $215 $243 330 51522 $340 $333


575 11540 255 348 395 61525 230 225

440 51542 100 121 395 32028 485 475

430 51543 440 529 413 51529 970 939



313 31526 1445 1545 288 11523 125 129

Chubb (The) Corp 595 4141 385 528

600 51137 50 69 445 11543 650 820





595 101536

Loews Corp

263 51523

413 51543


350 6324

350 31025

375 31426

438 31529


375 82321

245 11527

420 31548


800 113039


625 61537

535 11140

460 8143

400 53047

285

250

75

75

385

75

1000

330

250

500

70

375

10

75

1015

354

250

73

77

399

77

1101

337

250

562

104

529

13

90

1142

575 5140

438 9142

515 9143

470 9145

CSX Corp

425 6121

370 11123

340 8124

260 11126

600 10136

615 5137

622 43040

550 41541


290 21523

395 10142

445 61545

394 11147

510 8118 (9)

Union Pacific Corp

416 71522

295 11523

225

975

280

870

100

50

500

270

100

190

365

50

725

20

275

524

100

437

35

287

1096

355

1038

102

53

525

275

121

234

477

59

735

20

305

546

113

449

36 12758 350 6823 80 82

365 21524 524 546




- -




(000S) (000S) (000S) (000S)



275 3126 $300 $302 450 6145 $55 $56


10997 325 5123 50 49






375 41523 250 252 240 31530 255 226



350 13123 210 211 425 111523 43 41

400 6125 115 118 388 81524 230 234

338 101526 125 124 340 2125 200 198

313 11527 185 181 325 71526 630 611




435 41548 500 528 400 61525 215 200


385 2123 60 60 438 10125 200 223


365 2126 90 91 320 5121 240 236







525 21524 100 105 450 2125 150 147


315 71523 200 201 445 31524 100 103


520 21549 500 554 325 101522 265 266

CubeSmart LP 465 8123 185 193

313 9126 250 248 300 11527 240 227


363 10122 250 255 375 111522 100 99


475 121526 1000 913 450 31525 365 267


463 121521 111 114 275 2123 30 29

350 3128 1000 929 338 10124 90 88



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



338 61527 585 568 385 10123 $200 $209

338 12127 1865 1788 430 61545 200 211



375 5124 60 57 240 22223 500 520 350 2125 150 147 280 82224 1000 1062 570 93043 100 105 520 12325 500 596




21943 260 71522 500 501



363 91524 305 270 400 71542 235 220


650 3141 466 432 263 6122 25 25

Phillips 66 335 91525 450 485

465 111534 395 367 213 91526 275 277

588 5142 140 139 540 91540 500 650

488 111544 165 168 595 4141 405 566


750 41532 765 871 313 121549 335 331




363 52021 200 206 313 91524 550 559

263 11522 1000 1008 465 41542 50 52

630 101537 505 642 425 91544 75 72

363 5143 209 202 455 4549 35 38

488 12945 542 633 QVC Inc

445 3147 350 379 445 21525 415 341

545 81534 450 329

TJX (The) Cos Inc

275 61521 150 151




- -




(000S) (000S) (000S) (000S)



250 51523 $205 $203

225 91526 500 476

12684



250 81126 305 308

402 41643 56 62

450 31549 250 301


325 81526 615 558

Sysco Corp

260 61222 95 91

330 71526 120 114

538 92135 250 255

1689


Altera Corp

410 111523 1340 1462


390 10125 500 527

585 61541 100 141


265 11523 80 78

363 11524 20 20

313 11525 310 297

388 11527 375 358

Broadcom Inc

475 41529 (8) 3000 3043

Intel Corp

270 121522 80 84

370 72925 815 899

400 121532 50 59

480 10141 80 103

373 12847 578 674

310 21560 475 500

KLA Corp

465 11124 300 316


338 31523 50 51

QUALCOMM Inc

345 52025 485 508


325 52027 $720 $757

480 52045 795 1039

10916


Adobe Inc

215 2127 265 268

Autodesk Inc

350 61527 500 514

CA Inc

450 81523 250 247

Citrix Systems Inc

450 12127 200 206

DXC Technology Co

445 91822 200 207

Equifax Inc

330 121522 365 371

IBM Credit LLC

300 2623 980 1014


288 11922 235 243

363 21224 170 182

300 51524 2000 2107

700 103025 385 477

345 21926 435 463

650 11528 100 129

350 51529 670 727

400 62042 320 358

425 51549 500 588

Microsoft Corp

200 8823 765 791

363 121523 335 366

288 2624 645 686

313 11325 130 142

240 8826 2670 2834

330 2627 1375 1526

420 11335 40 50

350 111542 150 172

488 121543 365 498

375 21245 145 175

445 11345 360 473

370 8846 630 756

400 21255 465 592

395 8856 215 271



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)


450 2657 $200 $275 620 21459 $280 $308


488 21524 250 270 356 81527 480 452

Oracle Corp 454 81547 435 396


263 21523 65 67 413 51721 250 255

240 91523 30 31 290 111521 300 302

340 7824 320 340 250 11222 250 251

295 111524 60 63 263 3623 100 97

295 51525 885 915 338 81125 250 255

265 71526 3100 3164 388 82142 150 151

325 111527 1965 2024 413 3443 405 399

380 111537 5 5 488 111543 100 117

538 71540 590 788 425 111044 350 387


400 71546 330 368 445 61225 1465 1474

438 51555 25 30 725 61537 250 294

26382 615 91543 65 70




340 41522 400 412 Cummins Inc

265 101526 1135 1152 488 10143 90 106

750 4131 200 280 FedEx Corp

690 41538 100 133 340 21528 780 771

540 71540 400 468 390 2135 100 98


345 6126 375 370 410 2145 50 46

450 111834 50 51 495 101748 1000 977


4140 385 31524 95 98



475 5521 125 128 620 11538 30 39

285 8922 100 100 363 10142 105 100

295 5223 450 455 340 111546 290 283

380 21424 222 225 425 31549 130 151

263 91626 95 91 2880



450 5243 250 247 313 101521 750 673

538 13144 370 410 325 91522 550 505

595 21449 220 254




- -




(000S) (000S) (000S) (000S)




313 61526 130 119 663 11137 $50 $70

1426 585 11541 50 60



400 12146

Alabama Power Co

200 202

300 51526

345 81527

488 3144

40

500

500

39

506

540

613 51538

550 31541

410 11542

385 12142

Ameren Illinois Co

270 9122

325 3125


340 3125

295 9127

659 101537

430 12142

430 9145


460 33021

700 4138


450 4142

470 11544

420 81548

Atmos Energy Corp

415 11543

413 101544


350 111521

240 81526

375 81547


515 111543


50

150

730

60

500

500

35

1000

125

75

500

250

75

230

100

250

250

75

275

130

475

500

63

169

735

62

489

498

35

991

178

82

514

250

102

279

113

255

264

81

274

125

507

596


645 11538

380 10142

460 81543


250 11523

400 4148


330 12124

530 3135

585 31536

620 61536

675 4138

550 12139

570 61540

395 3143

445 31544

385 61546


200 51521


605 11538

510 6165

Dominion Energy Inc

425 6128

525 8133

595 61535

700 61538

490 8141

405 91542

200

90

100

420

250

185

150

100

200

100

85

450

120

100

100

85

265

50

1000

250

750

20

35

100

267

95

119

434

279

182

177

112

241

127

105

555

112

111

99

84

314

62

1045

266

859

25

37

96

225 8122

240 9126

300 2127

355 8142

425 2149

105

50

150

40

500

99

50

150

41

575

DTE Electric Co

265 61522

663 6136

570 10137

395 61542

405 51548

160

200

50

100

500

159

268

62

103

562



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



638 41533 $50 $64 738 111531 $500 $651


645 101532 106 142 565 2137 335 430

610 6137 150 200 595 2138 150 196

600 11538 35 48 596 4139 250 347

605 41538 175 246 569 3140 30 42

375 6145 350 383 413 2142 250 271


375 41524 100 103 399 3149 1000 1126



635 91537 340 469 285 51522 100 99

340 10146 290 297 265 91529 910 878


612 101535 500 679 430 31543 100 104


645 4139 225 318 605 31537 200 233







540 11124 150 170 480 91543 100 109

305 6131 950 949 440 101544 150 171


450 33039 250 293 490 12121 150 144



463 9143 150 176 580 4135 425 480


530 10141 50 60 Finance Corp

Evergy Inc 305 21522 35 35

529 61522 220 227 285 12725 1000 1007


280 5123 105 104 430 31549 125 139


330 11528 165 167 665 4136 100 132

Exelon Corp 545 51541 35 42






- -




(000S) (000S) (000S) (000S)




595 61541 $100 $115 225 91522 $100 $100

525 21543 100 108 250 31523 150 153




413 51544 200 222 300 51525 500 514


350 91521 85 85 395 5142 50 55

238 101522 100 102 365 9142 30 32


538 11140 150 174 365 51525 500 489


455 31544 65 66 548 6135 25 30

415 4147 200 195 627 31537 75 91



725 11533 200 292 300 81521 65 66

750 9138 145 221 360 9123 200 211

PacifiCorp 613 91537 50 62

295 2122 100 101 450 81540 150 160

525 61535 50 60 430 4142 150 159


575 4137 540 700 288 10122 60 59

625 101537 275 357 290 2123 500 497

600 11539 60 81 355 61524 250 250

413 11549 50 54 325 61527 150 152





350 12122 1035 1036 388 6121 150 149

500 31544 100 107 240 2122 180 175


300 91521 500 504 600 11534 100 120

625 51539 275 376 535 71535 586 698

520 71541 35 43 555 11537 275 293

413 61544 100 111 605 31539 50 61


775 3131 50 68 390 31543 150 154



575 111535 150 189



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



430 11549 125 137 525 111521 $500 $526


350 91521 950 953 320 31525 290 299

588 31541 600 680 338 111527 556 564



525 71543 60 59 295 61524 106 108


380 92946 250 273 390 3135 125 138










Xcel Energy Inc 402 12329 810 910 650 7136 100 131 525 31637 80 102

52505




-

ndash

-




(000S) (000S) (000S) (000S)



550 31647 $1155 $1581 338 11426 $1000 $1054


23086 288 8521 408 403


(Cost $566032) 583008 400 31324 250 254




WPP Finance 2010 300 11823 210 212

375 91924 150 151 365 72325 500 512


Aptiv PLC

425 11526

Banks ndash 08

1000 1018


245 33021

188 9721

390 112023


250

275

250

251

269

260


230 6121

255 112321

BPCE SA

400 41524


388 2822

395 11922

250

250

250

1750

250

250

251

259

1808

252

213 4721

325 31124


210 51321

200 81921

285 51326

270 81926

335 3827

1560

500

365

250

1000

1000

500

1560

527

365

249

1033

1009

506

275 11023 1000 1003 22355




300 102921 1250 1265 Chemicals ndash 01





081) 291 11723 (3) 105 104 300 4125

713 52336

180

100

172

134 458 121025 2095 2119 588 12136 50 57 434 1948 500 501 563 12140 250 294


2020



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)





Flex Ltd 370 10523 500 523

500 21523 572 573 465 12726 600 627


Banco Santander SA

331 62729

Bank of Montreal

290 32622

1600

500

1571

506

613 121522



395

500

250

408

503




270 8326 1000 1008 206 71421 495 491

Barclays PLC 263 71426 1000 975

368 11023 250 251 354 11728 1250 1237



800

705

772

677



25766

438 11226 355 357 463 7244 215 210

520 51226 345 354 513 91445 35 40


BNP Paribas SA 350 2322 125 123

325 3323 250 258 713 10137 50 75




295 52521 1600 1608 720 81531 320 385

488 11422 500 508 740 12131 120 156


680 6138 150 183 385 6127 1695 1340

525 31444 1000 1099 720 11532 15 14


354 72621 1000 1009 675 2139 200 155


329 72527 750 777 300 5923 250 255

374 3729 1500 1605 Nexen Inc

788 31532 75 113




- -




(000S) (000S) (000S) (000S)



588 31035 $210 $283

640 51537 390 532

3347



337 111525 830 826

442 111535 1000 1067

Invesco Finance PLC

400 13024 100 102

375 11526 1000 1075

3070



325 81921 500 502


525 112643 150 173

Diageo Capital PLC

388 42943 175 179

854


FMS Wertmanagement

275 3623 1500 1592



150 52621 1000 1011

275 31523 1000 1063


263 52626 1000 1056


188 42021 800 808

238 111622 1000 1040

275 111627 2000 2224

350 103128 750 883


300 91422 215 224

338 31223 300 316


263 41221 1500 1532

263 12522 900 933

213 61522 1000 1034

200 10422 250 259


213 11723 $1000 $1043

138 8524 3000 3087

200 5225 1500 1596

288 4328 1215 1401

000 41836 (10) 500 397


238 61025 1000 1081


238 10121 1000 1026


175 31021 500 504

22518



265 92221 150 155

200 102322 300 310

725 9136 175 293


210 9622 100 103


825 73022 350 409


245 62922 500 519

340 101723 2000 2178

250 42726 500 539


275 82521 100 103

263 21323 875 922

750 71523 300 363

713 2924 100 122

250 4924 91 97

288 101624 250 271

750 91529 375 567


850 71522 200 235

7186

Hardware ndash 00

Seagate HDD Cayman

488 6127 370 364

575 12134 142 133

497



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



399 92623 $30 $31 375 41024 330 346




Equinor ASA

275 111021

245 11723

775 61523

325 111024

363 91028

425 112341

Husky Energy Inc

440 41529

145

280

350

125

360

350

85

146

284

406

122

386

394

60

AXA SA

860 121530



350 32126

465 11144

75

250

35

100

250

40

290



684 12330 (8) 2275 1646 688 31138 225 317

663 61535 200 137 500 31542 100 119

650 6241 190 121 436





288 51026 100 103 613 121533 100 132

250 91226 1335 1365 575 6135 100 125


413 51135 1010 1172 475 32242 150 179

550 32540 225 292 413 82142 300 353

363 82142 200 205 1506 455 81243 60 70


375 91246

313 11749

Suncor Energy Inc

390

230

290

451

246

285


385 61524

380 31525

AstraZeneca PLC

1000

750

1047

768

715 2132

595 12134

595 51535

680 51538

200

50

430

130

209

48

396

135

313 61227

645 91537

400 91842

Mylan NV

100

450

250

100

638

280


275 61921 30 30 395 61526

Sanofi

285 281

288 21722 200 201 400 32921 315 321




- -




(000S) (000S) (000S) (000S)





240 92321

288 92323


440 112623

Pipeline ndash 01

Enbridge Inc

450 61044


585 31536

620 101537

475 51538

610 6140



1000

250

300

40

200

445

1003

375

100

992

252

316

5272

37

213

517

996

401

61

2225



340 12627



550 81535

565 112343

Sovereigns ndash 09


200 111522


325 91421

313 12126

363 103042


335

150

285

500

400

500

200

1558

351

169

320

489

517

406

521

212

Aon PLC Bond 350 61424 500 519 438 71221 1000 1010




XLIT Ltd Bond

445 33125 210 217 538 32524 390 429


Railroad ndash 01


285 121521

275 3126

690 71528

625 8134

620 6136

638 111537

350 111542

85

250

25

15

40

20

150

2014

83

266

32

20

54

28

159

Bond

350 11128

535 21149


400 63022

450 13043


388 91123

275 11927

350 92028

500

1000

250

200

200

200

500

492

1136

261

218

219

210

548



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



750 4833

675 92734

605 11140

475 3844

555 12145

460 12346

435 11547

1000

100

750

820

1000

500

500

500

994

139

986

972

1007

564

497

486



570 10140



125 72621

300 92023

116

500

750

148

505

810


Bond 213 112421 100 102

400 92224 575 595 250 11227 500 555

375 31625 500 519 188 12430 5000 5363


670 12636 550 704 438 61522 613 655



Bond 275 3723 500 530


655 31437 500 726 238 51321 2500 2551

563 111850 600 894 213 101521 200 205


Bond 250 31523 2500 2640

420 12124 1000 1053 325 12924 250 275

1063 31625 500 657 225 62424 2000 2135

550 33026 200 227 250 101524 1000 1082

775 11431 500 706 213 41326 1500 1625

638 102334 500 663 488 21536 200 297


370 2242 500 549 263 41921 2000 2044



538 61533 175 205 300 22124 150 165



138 92021 2000 2026




- -

ndash




(000S) (000S) (000S) (000S)



200 12622 $235 $241 521 3847 $150 $168

163 21022 1000 1020 490 3648 80 89




225 52124 1000 1063 288 91223 1500 1617 37803 175 7224 2000 2092



313 71622 295 298 713 11530 1500 2317

613 111537 505 648 663 111530 200 304

Orange SA 563 71537 500 787



300 31523 80 79 218 112522 142 145


450 31543 45 51 Class A2

545 10143 130 163 272 22522 91 93

Vodafone Group PLC

375 11624

413 53025

788 21530

420

895

15

437

953

20


298 42522


55 56

615 22737

438 21943

1065

95

1235

98 272 22522


97 99

525 53048 135 163 Class A2

6129 248 42522 122 124



963 121530 100 156 333 102523 165 174


BV Class 2A

875 61530 400 540 253 32523(1) (2) 87 89


457 42723

410 3827

240

1010

246

1040

Class A2

239 12523 85 88


302 82524 100 106




- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




348 12524 $263 $284 306 52527 $300 $326


253 92524 150 158 298 122527(1) (2) 250 273


283 42525(1) (2) 500 529 338 72528(1) (2) 200 222


272 102524 247 253 364 82530(1) (2) 110 126


270 22526 100 106 370 92530(1) (2) 200 230


258 32526 100 106 290 12528(1) (2) 125 135


247 42526 250 262 309 22530(1) (2) 100 110


216 102523 243 248 305 32528(1) (2) 100 109


229 62526 100 104 333 62528(1) (2) 100 115


242 102526(1) (2) 100 104 355 92528(1) (2) 250 285


298 82529 125 136 247 82529 200 210


288 112527(1) (2) 250 271 361 22531 150 171


280 22527(1) (2) 100 109 314 42529 200 225


258 122526(1) (2) 150 158 294 42529 200 216


318 42529(1) (2) 125 139 244 92529 150 165



- -




(000S) (000S) (000S) (000S)



Pool 256792

650 6122 $8 $8

Pool 256925

600 10137 13 15

Pool 256959

600 11137 81 93

Pool 257042

650 1138 173 200

Pool 257106

450 1128 2 2

Pool 257237

450 6128 23 25

Pool 707791

500 6133 90 99

Pool 725425

550 4134 34 38

Pool 730811

450 8133 77 85

Pool 735222

500 2135 20 22

Pool 735358

550 2135 80 91

Pool 735502

600 4135 12 14

Pool 737853

500 9133 193 214

Pool 745336

500 3136 413 459

Pool 745418

550 4136 30 34

Pool 745754

500 9134 237 262

Pool 745826

600 7136 100 115

Pool 747383

550 10133 89 97

Pool 755632

500 4134 64 71

Pool 772730

500 4134 71 78

Pool 790406

600 9134 42 48


Pool 793666

550 9134 $54 $60

Pool 796250

550 11134 39 44

Pool 800471

550 10134 183 204

Pool 817795

600 8136 21 23

Pool 826057

500 7135 50 56

Pool 826585

500 8135 92 102

Pool 828523

500 7135 36 40

Pool 831676

650 8136 12 14

Pool 832628

550 9120 1 1

Pool 833067

550 9135 124 141

Pool 833163

500 9135 57 63

Pool 840577

500 10120 1 1

Pool 844909


Pool 845425

600 2136 59 68

Pool 847921

550 11120 9 9

Pool 864435

450 12120 5 5

Pool 868435

600 4136 101 116

Pool 869710

600 4136 39 44

Pool 871135

600 1137 32 36

Pool 880505

600 8121 1 1

Pool 881818

650 8136 85 102



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



Pool 885769 Pool 902414

600 6136 $5 $6 550 11136 $78 $88

Pool 885866 Pool 906090

600 6136 73 82 550 1137 97 109

Pool 888100 Pool 910147

550 9136 144 162 500 3122 8 9

Pool 888152 Pool 912414

500 5121(12) mdash mdash 450 1122 9 10

Pool 888205 Pool 915499

650 2137 30 36 500 3137 59 64

Pool 888447 Pool 918515

400 5121 1 1 500 6137 48 53

Pool 889224 Pool 923123

550 1137 155 176 500 4136 9 10

Pool 889390 Pool 923166

600 3123 8 8 750 1137 6 6

Pool 889401 Pool 928261

600 3138 69 80 450 3136 62 68

Pool 889415 Pool 928584

600 5137 300 346 650 8137 210 246

Pool 889579 Pool 928909

600 5138 143 164 600 12137 1 1

Pool 889630 Pool 928915

650 3138 19 22 600 11137 8 9

Pool 889970 Pool 930606

500 12136 113 126 400 2139 400 432

Pool 890234 Pool 931195

600 10138 67 78 450 5124 59 62

Pool 890329 Pool 932023

400 4126 638 672 500 1138 58 64

Pool 890339 Pool 932741

500 9120 1 1 450 4140 282 309

Pool 890796 Pool 934466

350 12145 2712 2907 550 9123 24 25

Pool 893363 Pool 940623

500 6136 37 41 550 8137 24 27

Pool 893366 Pool 943388

500 4135 54 60 600 6137 128 147

Pool 898417 Pool 943617

600 10136 17 20 600 8137 53 61

Pool 899079 Pool 945876

500 3137 39 43 550 8137 9 10




- -




(000S) (000S) (000S) (000S)



Pool 946527

700 9137 $15 $16

Pool 947216

600 10137 37 43

Pool 949391

550 8122 1 1

Pool 953018

650 10137 56 64

Pool 953910

600 11137 33 38

Pool 955771

650 10137 36 40

Pool 959604

650 11137 8 9

Pool 959880

550 11137 15 17

Pool 962687

500 4138 82 91

Pool 963735

450 6123 29 31

Pool 965389

600 10123 19 19

Pool 966660

600 12137 1 2

Pool 968037

600 1138 26 29

Pool 969632

650 1138 18 19

Pool 970013

450 6138 76 82

Pool 972452

550 3138 112 125

Pool 975365

500 6123 15 16

Pool 976963

550 2138 957 1084

Pool 981704

500 6123 43 45

Pool 981854

550 7138 42 47

Pool 984075

450 6123 13 13


Pool 986760

550 7138 $223 $253

Pool 987115

550 9123 7 7

Pool 992472

600 10138 9 10

Pool 992491

450 10123 17 18

Pool 993055

550 12138 17 19

Pool 995018

550 6138 49 55

Pool 995203

500 7135 340 377

Pool 995266

500 12123 109 115

Pool 995879

600 4139 66 76

Pool AA0649

500 12138 215 240

Pool AA2939

450 4139 401 441

Pool AA4482

400 4139 331 358

Pool AA4562

450 9139 369 406

Pool AA8978

450 7139 99 109

Pool AA9357

450 8139 327 358

Pool AB1048

450 5140 480 525

Pool AB2067

350 1141 713 764

Pool AB2092

400 1141 364 395

Pool AB2272

450 2141 490 543

Pool AB2693

450 4141 342 376

Pool AB2768

450 4141 392 429



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




500 5141 $552 $612 400 10124 $74 $78


500 7141 123 136 450 11139 193 211


400 12141 1341 1450 450 1140 776 850


350 1142 895 960 500 12139 291 323


400 4142 1385 1497 550 1140 699 785


350 8142 627 672 600 7138 185 213


350 9127 855 900 450 12139 375 415


200 10127 376 388 600 12138 55 63


300 11142 2079 2198 550 8137 250 283


300 1143 899 951 450 7140 205 225


300 1143 1897 2005 500 6140 286 317


200 3128 822 848 400 6125 57 60


300 4143 781 826 500 6140 183 201


250 4143 90 94 400 2141 805 870


350 5143 2101 2254 400 5125 48 51


300 7133 178 190 350 3141 647 694


550 9139 356 391 400 10140 1011 1093


500 9139 1368 1517 450 10140 156 171


450 9129 129 140 450 10140 189 207


450 10139 715 783 350 11125 110 115


450 11124 150 157 400 12140 865 935




- -




(000S) (000S) (000S) (000S)



Pool AH1295

350 1126 $220 $232

Pool AH3226

500 2141 62 69

Pool AH4158

400 1141 149 161

Pool AH4450

300 1126 121 127

Pool AH5573

400 2141 712 773

Pool AH5614

350 2126 214 226

Pool AH8854

450 4141 223 245

Pool AI1247

400 4126 103 109

Pool AI3470

450 6141 284 311

Pool AI4361


Pool AI4380


Pool AI5603

450 7141 176 192

Pool AI7743

400 8141 168 182

Pool AI9137

250 11127 1030 1069

Pool AI9555

400 9141 438 474

Pool AI9828


Pool AJ2001


Pool AJ4093

350 10126 54 57


Pool AJ4408

450 10141 $101 $111

Pool AJ6086

300 12126 172 180

Pool AJ9152

350 12126 696 732

Pool AJ9218

400 2142 615 665

Pool AJ9326

350 1142 1015 1092

Pool AJ9355

300 1127 378 396

Pool AK4813

350 3142 435 466

Pool AK4945

350 2142 468 502

Pool AK7766

250 3127 460 478

Pool AK9444

400 3142 142 152

Pool AL0442

550 6140 74 84

Pool AL0766

400 9141 986 1072

Pool AL1449

400 1142 1093 1181

Pool AL1849

600 2139 294 338

Pool AL1939

350 6142 1090 1170

Pool AL2243

400 3142 1040 1124

Pool AL2303

450 6126 85 90

Pool AL2326

450 4142 1912 2095

Pool AL2397


Pool AL2438

300 9127 891 934

Pool AL2893

350 12142 2591 2786



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




250 3128 $425 $444 350 7142 $2154 $2311


300 6128 789 827 350 7142 359 385


450 11143 1204 1319 300 10142 593 628


250 6128 780 809 350 12142 678 727


400 2144 911 990 250 1128 153 159


350 1134 244 263 350 12142 975 1046


300 11127 545 572 250 1128 2262 2348


400 6144 2582 2816 300 1128 557 586


350 9129 748 792 300 2143 527 558


400 9144 1445 1583 300 3143 1097 1160


350 8143 542 581 250 3143 136 141


300 11130 2001 2108 300 3143 349 370


350 4131 352 374 300 7143 2318 2450


300 8146 753 796 300 8133 228 243


300 8146 729 771 400 9144 1671 1806


300 12131 923 972 300 10129 1232 1295


300 4142 601 635 450 10144 922 1001


300 4127 362 379 400 12144 508 552


350 5142 1283 1384 300 1145 953 1007


350 6142 779 835 350 2145 3057 3262


250 6127 244 254 300 4145 863 912



- -




(000S) (000S) (000S) (000S)




250 6130 $303 $316 300 12136 $349 $369


250 7130 718 745 300 12146 1141 1203


300 7135 359 380 200 1132 344 355


400 8145 968 1045 350 1132 227 241


350 10145 1372 1461 400 1147 2875 3087


350 11145 2618 2789 200 2132 184 189


350 11145 1526 1626 400 3147 689 746


350 12145 1724 1836 300 4132 668 702


350 12145 1198 1276 450 5147 895 969


350 2146 2196 2343 350 4143 430 461


250 3131 643 669 300 5143 987 1044


300 5146 1300 1375 300 4143 1693 1789


300 5146 784 828 300 5143 2104 2223


400 5146 476 513 300 5143 1814 1918


300 6146 746 786 250 7128 364 380


200 7131 174 179 350 8143 2228 2391


300 7146 897 946 300 8143 1744 1844


300 10146 1277 1348 300 8133 202 215


300 10146 719 759 300 9143 1620 1712


300 10136 220 233 350 9143 1107 1188


250 10131 2124 2211 400 12143 1998 2173



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




400 12143 $445 $484 250 2132 $699 $728


350 2142 518 556 350 4132 547 578


300 8129 314 331 300 11132 2374 2500


350 11144 621 663 350 12147 582 618


400 11144 1120 1210 350 1148 1210 1283


350 11144 1196 1279 350 1148 2117 2243


400 11144 1541 1668 350 3148 1234 1308


250 8127 1072 1112 500 5148 887 958


300 11126 353 371 400 4148 1156 1237


300 5145 1381 1459 400 5148 566 608


300 7145 927 980 400 9148 424 454


300 9145 498 526 400 7148 2283 2430


400 9145 1085 1173 450 7148 337 363


350 10145 775 826 400 8148 658 701


300 2131 706 742 400 8148 666 711


300 11130 301 316 400 9148 1203 1283


350 12145 572 610 400 1147 2716 2916


350 4146 5098 5407 400 9147 1692 1831


350 2146 2073 2208 350 12146 310 329


300 8146 611 644 450 11147 181 196


350 12146 834 885 250 6132 2216 2301




- -




(000S) (000S) (000S) (000S)




350 1134 $721 $759 350 12147 $1185 $1261


250 10143 790 822 400 3148 738 795


500 1149 1303 1407 400 3148 735 786


450 11148 540 581 450 4148 354 381


450 11148 417 448 450 5148 1061 1144


350 6149 529 564 450 6148 1133 1229


400 6149 3436 3658 450 6148 496 533


350 6149 1343 1419 400 7148 802 856


350 8149 665 702 450 6148 373 402


350 8149 686 725 450 7148 473 509


350 7149 448 473 450 8148 360 387


300 10149 535 562 350 8133 714 755


300 10149 291 305 350 9148 619 655


250 10149 1319 1367 400 9148 2305 2455


300 11149 1331 1395 400 11133 795 838


300 12149 1115 1172 350 11148 1777 1895


350 8147 1449 1536 450 11148 2131 2290


400 10147 324 348 400 8149 2880 3073


400 10147 3480 3735 300 12145 475 502


350 11147 1984 2112 450 9149 2357 2533


350 12147 1858 1969 400 3130 117 126



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




400 3131 $318 $347 300 9136 $636 $673


450 4131 369 403 300 10146 713 752


350 4131 199 210 250 10131 361 375


400 7131 205 224 250 10146 477 496


350 2132 452 485 300 11136 792 838


350 7132 571 613 250 11136 355 369


350 8132 313 336 250 12136 143 149


300 8132 163 173 300 1147 10548 11113


300 10132 882 938 300 2147 608 638


350 11132 423 455 350 3147 3349 3548


300 5133 900 955 350 6137 690 735


250 7133 272 284 350 7147 1728 1830


400 1134 381 416 400 7147 628 674


300 7135 794 842 350 7137 130 138


350 12135 331 356 450 7147 1178 1277


250 12130 1028 1067 300 9137 288 304


400 1146 461 498 450 10147 595 645


300 7146 2052 2156 350 11137 214 228


300 7136 442 467 350 11147 1842 1952


300 8146 1450 1535 450 11147 181 196


300 9146 661 697 300 11137 365 386




- -




(000S) (000S) (000S) (000S)




300 11132 $1002 $1053 300 12149 $660 $691


400 12147 339 364 250 1135 1466 1521


400 1148 1434 1528 350 1135 1459 1537


350 2148 1589 1678 250 1150 495 513


Pool MA3334

450 4148

Pool MA3385

450 6148

Pool MA3412

350 7138

Pool MA3413

400 7138

Pool MA3443

400 8148

Pool MA3444

450 8148

Pool MA3467

400 9148

Pool MA3492

400 10138

Pool MA3547

300 12133

Pool MA3590

400 2139

1204

457

429

158

530

439

517

138

741

138

1298

492

456

170

565

473

551

148

775

148

138 101122


188 7721

170 82521

300 101221

163 122021

138 21723

550 71536


238 11322

275 61923

675 31531


287 122521


1000

3500

2200

3000

4000

3500

500

1500

1000

1200

91

1012

3566

2203

3120

4085

3594

772

17340

1553

1071

1866

93



350 7149

Pool MA3695

720 759 K020 Class A2

237 52522 150 153

300 7134

Pool MA3744

300 8149

Pool MA3765

250 9149

Pool MA3870

250 12149

328

910

1300

494

343

953

1346

512


231 82522


257 92522

350

200

358

206



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




311 22523 $300 $314 321 32525 $250 $271


332 22523 250 263 333 52525 500 547


325 42523 300 316 331 92525 300 329


330 42523 227 241 300 122525 300 325


331 52523 365 389 275 12526 250 268


306 72523 350 370 267 32526 500 535


339 32524 295 318 253 52526 400 425


324 92524 300 324 265 82526 250 268


317 102524 300 324 312 92526 100 110


267 122524 200 212 324 42527 350 394


306 122524 200 215 312 62527 350 391




- -




(000S) (000S) (000S) (000S)




319 72527 $250 $281


324 82527 150 169


319 92527 200 225


330 112527 150 170


344 122527 150 172


335 12528 150 171


360 12528 150 173


365 22528 150 174


390 42528 200 235


385 52528 200 234


385 62528 150 176



393 62528 $200 $237


393 72528 200 235


390 82528 200 238


392 92528 350 415


405 92528 200 240


386 112528 200 237


342 22529 500 577


351 32529 150 174


330 42529 300 345


298 52529 200 225


290 62529 300 336



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




254 102529 $250 $273 399 52533 $100 $118


225 22552 250 267 399 82533 100 122


187 32553 200 207 279 12522 250 257


372 12531 100 121 273 62522 64 66


379 12534 100 120 309 82522 250 258


347 32531 100 122 241 32523 250 257


354 32534 100 119 245 82523 250 259


299 52531 100 110 314 102524 200 214


306 42534 100 115 359 12525 200 218


342 42532 100 118 360 22525 150 163


375 42533 100 125 370 52525 400 440




- -




(000S) (000S) (000S) (000S)




375 82525 $500 $553


321 22526 200 218


286 52526 150 161

Pool QA0127

350 6149 2132 2277

Pool QA1132

350 7149 1046 1104

Pool QA1263

350 7149 1096 1174

Pool QA4699

300 11149 763 799

Pool QN0818

250 10134 1013 1051

Pool RA1196

400 8149 4352 4643

Pool RA1501

300 10149 647 678

Pool SD0163

300 12149 1544 1621

Pool SD8019

450 10149 1841 1979

Pool SD8023

250 11149 983 1018

Pool SD8029

250 12149 986 1021

Pool SD8037

250 1150 990 1026

Pool ZA1036

450 2140 202 221

Pool ZA1159

350 4142 481 518

Pool ZA1165

350 4142 994 1066

Pool ZA1254

300 10142 2243 2371


Pool ZA1334

350 7142 $338 $363

Pool ZA1361

350 5143 423 454

Pool ZA1375

400 9144 322 348

Pool ZA1378

350 10144 460 492

Pool ZA2773

250 8127 174 181

Pool ZA3862

250 5131 612 638

Pool ZA4194

300 4143 406 430

Pool ZA4214

300 5143 641 679

Pool ZA4715

400 9146 2071 2241

Pool ZA5107

400 11147 689 739

Pool ZA5642

400 9148 1774 1891

Pool ZA5950

450 11148 3209 3450

Pool ZI6135

500 9134 653 737

Pool ZI6854

450 12137 51 55

Pool ZI7645

500 6138 218 239

Pool ZI8519

450 2139 40 44

Pool ZI9157

450 9139 1165 1275

Pool ZI9349

450 10139 668 732

Pool ZI9657

450 1140 565 618

Pool ZI9862

450 3140 346 383

Pool ZI9939

450 4140 237 260



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




450 10140 $332 $364 300 6143 $793 $839


400 1141 398 432 300 7143 594 628


400 1141 312 337 300 8143 1026 1084


400 2141 680 734 350 8143 366 392


450 3141 280 307 400 2144 608 661


200 5128 755 779 350 7144 2166 2321


250 4130 679 707 400 7144 1648 1782


250 7130 463 480 400 11144 565 607


450 7141 365 400 400 11145 747 806


450 8141 943 1033 350 12145 599 640


400 9141 177 191 300 6146 983 1038


350 11141 229 246 300 10146 918 969


350 6142 628 674 300 11146 1354 1428


400 6142 1239 1341 350 12146 2546 2701


350 8142 1021 1102 350 6147 314 335


350 8142 967 1038 350 8147 1133 1205


300 1143 3166 3343 350 9147 1432 1517


300 1143 679 718 350 10147 2456 2607


300 2143 313 331 400 11147 3347 3599


350 5143 1682 1805 350 11147 604 640


300 5143 330 349 350 11147 1236 1313



- -




(000S) (000S) (000S) (000S)




350 12147 $491 $520 400 6142 $1356 $1466


350 1148 1345 1426 400 8142 748 809


350 2148 1121 1188 250 7143 575 599


400 3148 858 918 350 1145 748 802


450 5148 785 847 350 3145 1505 1610


400 7148 701 746 450 7144 359 393


500 7148 532 574 350 2142 609 653


400 8148 541 576 300 7143 1956 2068


400 9148 1148 1224 350 10143 799 857


450 10148 737 792 300 9144 336 354


350 11148 1269 1353 300 11144 3481 3676


350 2149 500 529 400 1145 971 1049


450 8134 20 22 350 3145 1329 1416


500 12135 194 216 300 6145 604 638


500 8137 24 26 350 6145 1056 1125


500 9138 48 54 300 7145 1467 1551


500 3138 109 121 400 8145 332 359


450 2139 131 143 300 9145 4399 4646


450 11139 313 345 350 9145 811 863


450 4140 406 445 400 10145 449 485


350 7142 519 556 400 11145 417 451



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



Pool ZS4642

350 12145

Pool ZS4655

350 3146

Pool ZS4667

300 6146

Pool ZS4671

300 8146

Pool ZS4677

300 9146

Pool ZS4682

300 10146

Pool ZS4703

300 2147

Pool ZS4722

350 6147

Pool ZS4730

350 8147

Pool ZS4740

400 10147

Pool ZS4743

350 11147

Pool ZS4745

450 11147

Pool ZS4747

350 12147

Pool ZS4748

400 12147

Pool ZS4749

450 12147

Pool ZS4752

400 1148

Pool ZS4759

350 3148

Pool ZS4769

400 5148

Pool ZS4773

450 6148

Pool ZS4781

450 7148

Pool ZS4785

400 8148

$1550

801

1015

2209

616

812

529

933

352

1417

2149

1269

567

1490

419

1238

1363

918

257

590

730

$1651

853

1072

2330

649

857

558

988

373

1524

2278

1375

598

1599

453

1332

1453

977

277

635

777



Pool ZS6948

250 11128 $444 $463

Pool ZS8023

200 8132 117 121

Pool ZS8495

250 8128 1721 1787

Pool ZS8628

200 11131 195 201

Pool ZS8639

200 1132 66 68

Pool ZS9449

350 8145 812 867

Pool ZS9495

350 10145 1160 1243

Pool ZS9580

350 12145 1151 1226

Pool ZS9618

350 3146 1954 2094

Pool ZS9805

300 9146 1100 1162

Pool ZS9813

300 9146 1078 1138

Pool ZS9827

300 10146 848 895

Pool ZS9828

300 10146 877 925

Pool ZT0000

300 1147 3166 3346

Pool ZT0074

350 3147 3717 3954

Pool ZT0495

450 8148 322 346

Pool ZT0524

450 9148 1042 1127

Pool ZT0712

400 10148 1068 1138

Pool ZT0787

400 10148 1130 1203

Pool ZT1702

400 1149 2238 2384

Pool ZT2091

300 6134 403 422

193246



- -




(000S) (000S) (000S) (000S)




500 11133 $33 $36 600 9138 $17 $18


500 1134 43 48 550 11138 176 199


550 11134 197 222 500 3140 157 173


550 1135 191 211 500 11126 8 9


550 11135 89 99 500 4129 85 92


500 7135 16 18 400 1131 315 344


500 1136 53 59 450 5131 158 173


600 8136 6 7 350 2132 198 213


650 8136 11 12 400 10131 258 281


550 12136 114 125 350 11131 195 209


500 3137 122 136 350 8132 308 331


550 3137 12 14 400 1135 141 154


550 4137 126 142 300 5135 260 275


550 10136 193 218 300 12135 274 291


550 12135 32 35 300 6136 311 329


550 9137 13 15 300 9136 334 354


700 10137 15 18 250 11136 213 223


550 9137 122 133 300 1137 141 149


600 11137 17 20 300 9137 360 381


500 2138 73 81 300 10137 299 317


700 2138 21 22 350 1138 383 407



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




400 1138 $140 $151 600 11137 $44 $51


350 7138 273 290 700 11137 19 22


400 8138 348 374 650 11137 257 294


500 1128 96 104 600 3138 46 53


300 3132 198 211 500 5138 82 91


300 2127 349 366 550 6138 68 77


350 8127 639 673 600 7138 135 156


500 2136 91 101 650 9138 68 78


550 3136 13 15 500 11139 236 261


600 11136 146 168 500 8140 134 148


600 11136 5 5 550 8140 599 679


500 11134 46 51 550 12139 547 619


600 1137 6 7 500 10141 491 544


650 1137 11 12 600 5140 152 175


600 4137 567 653 700 3137 26 32


600 4137 7 8 550 4137 31 35


600 6137 19 22 500 4139 646 715


500 6136 76 84 450 9120 1 1


550 8136 35 40 400 1122 7 7


600 9137 21 24 500 9121 2 2


600 9137 38 44 450 4122 5 5



- -




(000S) (000S) (000S) (000S)



Pool G12868

500 11122 $24

Pool G12869

500 9122 16

Pool G13136

450 5123 28

Pool G13151

600 3123 17

Pool G13201

450 7123 17

Pool G13433

550 1124 24

Pool G14168

550 12124 27

Pool G14239

400 9126 588

Pool G14554

450 7126 44

Pool G14891

300 10128 264

Pool G15134

300 5129 189

Pool G15468

350 12129 372

Pool G16562

350 8133 768

Pool G16600

300 7133 2737

Pool G16774

350 2134 678

Pool G16786

400 4134 786

Pool G18220

600 11122 4

Pool G18420

300 1127 454

Pool G18438

250 6127 223

Pool G18442

350 8127 364

Pool G18571

250 10130 366

$26

17

29

17

17

25

28

621

46

278

199

394

815

2884

714

829

4

475

232

383

380


Pool G18601

300 5131

Pool G18626

250 1132

Pool G18664

350 10132

Pool G18681

300 3133

Pool G30327

450 1127

Pool G30835

350 12135

Pool G31020

250 2137

Pool G31057

300 2138

Pool J00991

400 1121

Pool J02541

400 9120

Pool J03041

600 7121

Pool J03736

550 11121

Pool J05307

450 8122

Pool J06175

500 5121(12)

Pool J06465

600 11122

Pool J06476

550 11122

Pool J08098

550 6123

Pool J08202

500 7123

Pool J08454

500 8123

Pool J08913

550 10123

Pool J09148

500 12123

continued

$497 $522

2704 2808

313 330

1233 1295

17 18

274 295

80 84

381 401

2 3

1 1

3 3

6 6

4 4

mdash mdash

1 1

7 8

2 2

8 8

11 12

10 10

28 29



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




500 2124 $34 $36 300 9128 $777 $818


500 3124 27 28 250 8130 220 230


400 11124 25 26 250 8130 175 183


450 4125 227 241 250 10131 666 693


Pool J16932 Pool TBA 300 10126 221 232 4150(13) 7000 7387

Pool J17055

300 11126

Pool J17232

300 11126

Pool J17932

300 3127

Pool J20834

250 10127

Pool J21601

250 12127

Pool J22069

250 1128

Pool J22986

250 3128

Pool J30435

300 1130

Pool J32244

300 7130

Pool J34252

350 4131

Pool K90071

300 2133

Pool K90641

350 6133

Pool K90791

300 7133

Pool K91490

350 1134

Pool K92325

300 1135

119

193

297

421

1410

104

877

469

1631

93

717

90

311

543

410

125

203

311

438

1464

109

915

494

1711

99

758

97

331

576

434


Pool 510835

550 21535 25

Pool 553463

350 11542 574

Pool 597889

550 61533 137

Pool 614169

500 71533 37

Pool 616879

350 21542 404

Pool 617739

600 101537 9

Pool 634431

600 91534 15

Pool 641416

550 41535 142

Pool 646341

600 111536 27

Pool 648538

500 121535 58

Pool 651753

550 31536 9

Pool 670030

300 71545 503

Pool 675211

650 31538 6

Pool 675484

550 61538 54

Pool 676360

28

618

150

41

439

11

17

157

30

63

10

532

7

61

650 101537 5 6



- -




(000S) (000S) (000S) (000S)



Pool 682899

600 91540 $173 $197

Pool 687824

550 81538 95 108

Pool 687900

500 91538 112 123

Pool 687901

500 91538 70 78

Pool 692309

600 11539 53 60

Pool 697645

550 101538 35 40

Pool 698236

500 61539 251 279

Pool 698336

450 51539 282 312

Pool 699277

600 91538 8 9

Pool 700918

550 111538 104 118

Pool 700972

550 111538 21 24

Pool 701196

600 101538 5 6

Pool 703677

550 61539 104 115

Pool 704185

550 11539 30 34

Pool 704514

450 51539 467 523

Pool 704624

450 71539 1388 1554

Pool 717175

450 61539 263 294

Pool 719262

500 81540 130 144

Pool 720065

450 61539 890 996

Pool 720202

450 71539 210 231

Pool 723231

400 101539 214 231


Pool 723339

500 91539 $120 $134

Pool 726085

400 111524 64 67

Pool 728629

450 11540 345 380

Pool 733663

450 51540 1006 1114

Pool 736768

300 111542 903 960

Pool 737286

450 51540 356 398

Pool 737416

350 91525 59 62

Pool 738134

350 41526 122 128

Pool 738247

450 41541 154 170

Pool 745215

400 71525 55 58

Pool 747643

450 81540 499 552

Pool 760874

350 21526 111 117

Pool 768800

450 61541 64 71

Pool 773939

400 111541 451 497

Pool 778957

350 31542 528 578

Pool 782131

550 121536 41 46

Pool 782150

550 41537 47 54

Pool 782259

500 21536 94 104

Pool 782272

550 21538 84 95

Pool 782498

600 121538 42 48

Pool 782565

500 21539 977 1088



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



Pool 782584 Pool 4018

500 31539 $54 $60 650 82037 $67 $78

Pool 782675 Pool 4026

450 61524 50 53 500 92037 26 29

Pool 782696 Pool 4027

500 61539 226 252 550 92037 13 15

Pool 782831 Pool 4040

600 121539 30 34 650 102037 14 16

Pool 783176 Pool 4098

400 111540 567 614 550 32038 83 93

Pool 783467 Pool 4116

400 101541 1669 1810 650 42038 32 38

Pool 783740 Pool 4170

250 121527 181 188 600 62038 64 73


350 61542 34 37 550 72038 151 170


300 21543 355 382 500 92038 38 42


350 81542 134 145 550 92038 43 48


300 91542 194 206 600 92038 24 27


300 31543 317 340 650 102038 32 39


300 41543 360 382 550 112038 28 31


350 11545 200 217 600 12039 51 58

19087 Pool 4345


Pool 3570 Pool 4425

600 62034 41 47 550 42039 96 109

Pool 3665 Pool 4559

550 12035 112 126 500 102039 201 222

Pool 3852 Pool 4561

600 52036 18 21 600 102039 117 133

Pool 3879 Pool 4617

600 72036 54 62 450 12040 62 69

Pool 3910 Pool 4619

600 102036 28 32 550 12040 196 218

Pool 3994 Pool 4713

500 62037 18 21 450 62040 180 198



- -




(000S) (000S) (000S) (000S)



Pool 4747 Pool 626951

500 72040 $157 $174 300 62045 $661 $704

Pool 4881 Pool 737602

350 122040 675 721 400 112040 313 343

Pool 4882 Pool 752757

400 122040 1575 1717 450 112040 362 398

Pool 4923 Pool 755677

450 12041 150 165 400 122040 230 250

Pool 5050 Pool 766711

400 52026 104 109 400 52042 1068 1159

Pool 5081 Pool 782433

400 62041 246 268 600 102038 92 105

Pool 5082 Pool 783976

450 62041 254 280 350 42043 3257 3483

Pool 5083 Pool 784345

500 62041 1007 1113 350 72047 826 908


400 72041 987 1076 300 12043 1050 1121


500 82041 135 149 300 22043 1561 1677


450 92041 140 155 300 32043 1045 1116


500 92041 653 721 350 32043 384 413


350 102041 384 411 350 42043 146 157


400 102041 242 264 350 112042 555 591


350 112041 754 806 350 22043 662 711


550 122041 16 18 350 32043 385 414


400 12042 270 294 400 82043 1063 1154


350 22042 282 301 350 72044 320 343


550 22042 118 132 350 82045 2795 3005


300 32027 300 313 400 102044 753 817


350 32042 452 483 350 12045 1993 2143



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




350 82045 $1806 $1943 250 62028 $441 $458


400 82045 753 814 300 62043 929 998


350 72047 441 475 350 82043 671 717


450 62048 909 979 350 92043 389 416


250 42027 117 121 400 42044 216 236


350 42042 455 487 400 52044 232 252


350 52042 1014 1085 400 92044 1247 1359


350 72042 529 566 300 122044 188 201


350 82042 986 1055 350 12045 731 777


500 82042 231 256 400 12045 261 284


300 92042 2129 2285 300 32045 412 442


350 92042 429 459 300 42045 1079 1158


300 12043 507 544 350 42045 419 445


300 32028 136 142 300 62045 1181 1268


250 32043 186 196 350 62045 380 404


300 32043 742 797 300 72030 597 624


350 32043 861 921 300 72045 921 988


300 42043 907 974 350 82045 1099 1168


350 42043 290 311 300 92045 1233 1324


300 52043 867 931 400 92045 965 1051


350 52043 774 828 300 102045 241 259



- -




(000S) (000S) (000S) (000S)




350 102045 $4657 $4974 250 92031 $217 $225


400 102045 519 567 300 92046 2068 2214


350 112045 844 898 350 92046 2740 2931


400 112045 1891 2061 250 102046 136 143


350 122045 1805 1920 300 102046 1363 1458


450 12046 1008 1100 250 112046 1038 1092


350 32046 1639 1742 300 112046 6471 6916


400 32046 436 475 250 122031 115 119


300 42046 1033 1105 250 122046 70 74


350 42046 1649 1756 350 12047 1374 1448


300 52046 1670 1792 400 32047 627 673


350 52046 1006 1070 350 42047 492 518


400 52046 422 456 300 62047 2201 2344


300 62046 2013 2157 450 62047 858 927


350 62046 1327 1411 300 82032 180 188


250 72031 153 158 350 82047 2111 2243


300 72031 193 201 300 92047 5250 5558


300 72046 2370 2540 350 92047 3445 3677


350 72046 1972 2108 350 102047 2144 2277


300 82046 910 975 400 112047 298 320


350 82046 907 965 350 122047 2135 2255



- -

ndash

MARCH 31 2020


(000S) (000S) (000S) (000S)



Pool MA4901

400 122047 $4149 $4420

Pool MA4962

350 12048 2064 2190

Pool MA4963

400 12048 772 831

Pool MA5077

350 32048 2358 2501

Pool MA5137

400 42048 406 436

Pool MA5191

350 52048 1365 1448

Pool MA5264

400 62048 948 1013

Pool MA5265

450 62048 1039 1112

Pool MA5266

500 62048 1203 1293

Pool MA5330

400 72048 1248 1333

Pool MA5331

450 72048 2088 2239

Pool MA5398

400 82048 858 920

Pool MA5399

450 82048 968 1027

Pool MA5466

400 92048 2062 2195

Pool MA5467

450 92048 1163 1242

Pool MA5528

400 102048 1206 1289

Pool MA5529

450 102048 215 230

Pool MA5564

350 112033 519 544

Pool MA5595

400 112048 420 451

Pool MA5653

500 122048 1718 1840

Pool MA5818

450 32049 1283 1364



Pool MA5931

400 52049 $2838 $3012

Pool MA5985

350 62049 2708 2856

Pool MA6040

400 72049 3688 3913

Pool MA6217

250 102049 789 825

Pool MA6337

250 122049 596 623

Pool MA6338

300 122049 7148 7569

Pool MA6409

300 12050 1990 2107

182589


525 91539 1650 2524


Pool TBA

4150(13) 32000 33563


(Cost $796566) 830060



625 81523 1550 1861

763 21525 165 223

613 111527 5000 7085

450 21536 475 728

438 21538 1000 1560

450 51538 1700 2692

350 21539 2500 3562

425 51539 2000 3111

450 81539 2000 3205

438 111539 2000 3168

463 21540 3000 4906

438 51540 1000 1590

375 81541 4000 5945

313 21542 2000 2735

275 81542 3000 3873

275 111542 4000 5174

363 21544 5000 7406

338 51544 6000 8583



- -




(000S) (000S) (000S) (000S)



313 81544 $5500 $7591

300 111544 7000 9490

250 21545 6000 7502

300 51545 6000 8173

300 111545 15000 20568

250 51546 8000 10093

225 81546 5000 6036

288 111546 5000 6765

300 51547 8000 11089

275 81547 7000 9274

275 111547 8000 10612

300 21548 8000 11106

313 51548 5000 7084

300 81548 16000 22225

300 21549 15000 20899

288 51549 13500 18421

225 81549 5000 6091

238 111549 7070 8808

269234


238 31521

238 41521

138 53121

113 63021

163 63021

213 63021

213 81521

288 101521

150 103121

200 111521

163 123121

188 13122

250 21522

113 22822

188 33122

175 63022

163 81522

175 93022

188 103122

200 113022

213 123122

150 22823

263 22823

20000

5000

12000

10000

3000

1740

36000

20000

2000

20000

25000

25000

25000

25000

10000

100000

5000

10000

10000

10000

5000

5000

20000

20438

5116

12179

10127

3056

1784

36970

20821

2041

20590

25615

25759

26067

25415

10331

103438

5163

10372

10414

10457

5254

5178

21360


163 43023

275 43023

163 53123

275 53123

263 63023

275 83123

288 103123

275 111523

263 123123

238 22924

250 51524

200 53124

200 63024

238 81524

150 93024

150 103124

225 111524

150 113024

138 13125

275 22825

288 43025

213 51525

275 63025

300 93025

263 123125

163 21526

163 51526

150 81526

163 93026

200 111526

175 123126

225 21527

113 22827

225 81527

225 111527

275 21528

288 51528

288 81528

313 111528

263 21529

continued

$10000 $10408

15000 16133

1000 1042

23000 24778

5000 5375

25000 27065

10000 10906

5000 5436

5000 5430

20000 21591

20000 21761

5000 5342

25000 26730

9000 9786

5000 5254

7000 7362

10000 10859

15000 15795

10000 10476

15000 16721

2500 2811

10000 10865

5000 5604

20000 22768

10000 11222

20000 21299

10000 10672

10000 10616

10000 10703

10000 10952

10000 10800

10000 11152

10000 10390

15000 16830

15000 16866

5000 5829

5000 5895

15000 17738

10000 12072

15000 17532



-

ndash

-

MARCH 31 2020


(000S) (000S) (000S) (000S)



238 51529

175 111529

continued

$15000

15000

$17255

16479

952545


(Cost $1098192) 1221779


Arizona ndash 00


484 1141 110 147

California ndash 02


704 4150 150 239


691 10150 150 240


770 11130 135 139

730 10139 920 1414

763 3140 405 653

760 11140 400 666


755 4139 585 949


587 6140 300 422


675 8149 150 244


658 51539 250 327




676 7134 $290 $400


575 7134 335 430


695 7140 100 101


614 5149 100 138


695 11150 75 106


595 51545 150 202

6670



585 31532 300 368



559 12134 30 37

Georgia ndash 00


666 4157 100 134


664 4157 69 90

706 4157 298 392



616

- -




(000S) (000S) (000S) (000S)


Illinois ndash 01


690 12140 $300 $403


620 12140 140 168


510 6133 705 700

1271



450 8131


572 81539

250

100

295

135

430



525 11134 100 120

Nevada ndash 00


682 7145 200 265

New Jersey ndash 00


656 121540 200 267


610 121528 300 308


741 1140 125 183



567 5140 $145 $192

950

New York ndash 01


734 111539 75 107


669 111540 100 130

681 111540 60 78


575 61541 200 287

572 61542 250 361


577 8136 300 381


552 10137 100 120

585 6140 85 114


560 31540 250 303


563 31539 75 89


577 31539 100 109



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




665 12131 $225 $228


565 11140 350 471


565 11140 200 269


493 10151 250 310

3357

Ohio ndash 01


645 21544 200 280


808 21550 300 506


604 111540 145 149


491 6140 190 226


480 6111(4) 200 241


488 12134 90 101

1503


Oregon ndash 00


583 111534 $200 $275



500 91527 200 232

Tennessee ndash 00


673 7143 100 145

Texas ndash 01


502 12148 180 241


645 21535 200 201


629 3132 260 322


672 1149 125 198


599 2139 200 280


552 4139 200 275


518 4130 300 361



-ndash




(000S) (000S)




479 81546 $100 $116

1994

Utah ndash 00


354 7125 95 100

Washington ndash 00


549 11139 80 92


679 7140 100 122


514 8140 100 137

351


(Cost $14516) 18831

NUMBER OF SHARES

VALUE (000S)

OT H E R ndash 0 0


Total Other

(Cost $39) mdash





(Cost $64483)

64482831 $64483

64483


(Cost $2781358)


2965523

(29451)












1Y - 1 Year

3M - 3 Month




Gtd - Guaranteed




MARCH 31 2020











US Treasury 480

US Agency 195

AAA 55

AA 29

A 105

BBB 114

Cash Equivalents 22

Total 1000






LEVEL 2 (000S)

LEVEL 3 (000S)

TOTAL (000S)











ndash -




(000S) (000S) (000S) (000S)



600 21526 $10 $13 250 51546 $400 $505

650 111526 75 104 225 81546 375 453

638 81527 65 92 288 111546 300 406

613 111527 75 106 300 21547 400 554

550 81528 50 70 300 51547 350 485

525 111528 100 139 275 81547 350 464

613 81529 50 75 275 111547 350 464

625 51530 75 116 300 21548 390 541

538 21531 100 149 313 51548 425 602

450 21536 140 215 300 81548 400 556

475 21537 25 40 338 111548 450 668

500 51537 50 82 300 21549 550 766

438 21538 50 78 288 51549 450 614

450 51538 95 150 225 81549 450 548

350 21539 100 142 238 111549 475 592

425 51539 100 156 200 21550 1000 1159

450 81539 100 160 21627 438 111539

463 21540

438 51540

388 81540

425 111540

475 21541

438 51541

375 81541

313 111541

313 21542

300 51542

275 81542

275 111542

313 21543

288 51543

363 81543

375 111543

363 21544

338 51544

313 81544

300 111544

250 21545

300 51545

288 81545

300 111545

250 21546

200

185

190

150

175

145

140

150

145

200

155

230

315

205

375

350

430

400

300

425

455

450

400

425

380

400

317

303

302

225

275

242

225

223

198

274

208

297

407

281

495

517

647

592

429

587

617

563

545

569

521

504


125 33121

225 33121

238 41521

138 43021

225 43021

263 51521

313 51521

138 53121

200 53121

213 53121

263 61521

113 63021

163 63021

213 63021

263 71521

113 73121

175 73121

225 73121

213 81521

275 81521

113 83121

150 83121

200 83121

275 91521

113 93021

200

500

250

300

725

350

275

400

250

250

300

350

250

350

300

300

300

325

400

350

300

350

250

350

350

202

511

256

304

742

360

284

406

255

256

309

354

255

359

310

304

306

334

411

362

304

356

256

363

355



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



150 93021 $400 $408 163 83122 $350 $361

213 93021 250 257 188 83122 275 286

288 101521 350 364 150 91522 200 206

125 103121 350 356 175 93022 295 306

150 103121 250 255 188 93022 300 312

200 103121 250 257 138 101522 350 360

200 111521 375 386 188 103122 225 234

288 111521 250 261 200 103122 300 313

150 113021 400 409 163 111522 755 782

175 113021 250 256 200 113022 450 471

188 113021 250 257 163 121522 600 622

263 121521 350 364 213 123122 525 552

163 123121 600 615 150 11523 650 672

200 123121 300 309 175 13123 275 286

213 123121 225 232 238 13123 250 265

250 11522 250 260 138 21523 2250 2321

138 13122 1000 1021 200 21523 475 498

150 13122 250 256 150 22823 250 259

188 13122 300 309 263 22823 350 374

200 21522 325 336 050 31523 400 403

250 21522 275 287 150 33123 200 207

113 22822 2400 2440 250 33123 350 373

175 22822 250 257 163 43023 175 182

188 22822 150 155 275 43023 350 376

238 31522 300 313 175 51523 525 549

038 33122 400 401 163 53123 200 208

175 33122 260 268 275 53123 350 377

188 33122 300 310 138 63023 250 259

225 41522 380 396 263 63023 375 403

175 43022 300 310 125 73123 350 361

188 43022 250 259 275 73123 375 405

175 51522 275 284 250 81523 300 322

213 51522 250 260 138 83123 250 259

175 53122 250 258 275 83123 350 379

188 53122 300 311 138 93023 250 259

175 61522 400 414 288 93023 380 414

175 63022 250 259 163 103123 300 314

213 63022 200 209 288 103123 350 382

175 71522 250 259 275 111523 350 381

188 73122 400 415 213 113023 300 320

200 73122 200 208 288 113023 400 437

150 81522 200 206 225 123123 250 268

163 81522 250 258 263 123123 400 434



- -




(000S) (000S) (000S) (000S)



225 13124 $300 $322 288 113025 $300 $340

250 13124 250 271 263 123125 300 337

275 21524 550 601 263 13126 150 168

213 22924 300 321 163 21526 450 479

238 22924 300 324 250 22826 350 391

213 33124 600 643 225 33126 350 386

200 43024 250 267 238 43026 225 250

225 43024 300 323 163 51526 650 694

250 51524 575 626 213 53126 175 192

200 53124 550 588 188 63026 325 352

175 63024 425 450 188 73126 300 325

200 63024 300 321 150 81526 520 552

175 73124 250 265 138 83126 350 369

213 73124 250 269 163 93026 250 268

238 81524 525 571 163 103126 300 321

125 83124 400 416 200 111526 500 548

188 83124 250 266 163 113026 350 375

150 93024 400 420 175 123126 300 324

213 93024 300 324 150 13127 925 984

150 103124 450 473 225 21527 510 569

225 103124 300 326 113 22827 1300 1351

225 111524 550 597 063 33127 250 251

150 113024 300 316 238 51527 500 564

213 113024 200 216 225 81527 500 561

175 123124 400 426 225 111527 550 618

225 123124 250 272 275 21528 550 641

138 13125 1300 1362 288 51528 625 737

250 13125 200 220 288 81528 590 698

200 21525 625 673 313 111528 675 815

113 22825 1650 1710 263 21529 600 701

275 22825 215 240 238 51529 600 690

050 33125 250 252 163 81529 700 760

263 33125 300 333 175 111529 925 1016

288 43025 300 337 150 21530 925 996


200 81525 550 595

275 83125 300 337

300 93025 300 341

300 103125 200 228

225 111525 645 709



ndash

MARCH 31 2020





(Cost $1481)

1481143 $1481

1481


(Cost $93553)


102951

94









US Treasury 986

Cash Equivalents 14

Total 1000






LEVEL 2 (000S)

LEVEL 3 (000S)

TOTAL (000S)

























MARCH 31 2020




















Bond Index $4611 $(4611)








UNDISTRIBUTED


Bond Index $2086 $5818 $184157




DISTRIBUTIONS FROM


Bond Index $89033 $2541




DISTRIBUTIONS FROM











MARCH 31 2020









CONTRACTUAL


Bond Index 013 015


















PURCHASES SALES


Bond Index $488729 $1103627 $551647 $1309440





Bond Index $201327 $(17169) $184158 $2781365





Bond Index 72407 $779968 2518 $27064 (98122) $(1060146) (23197) $(253114)




MARCH 31 2020




Bond Index 122616 $1251232 2371 $24194 (104763) $(1068991) 20224 $206435






























Basis for Opinion












Bond Index $5818




















BO N D I N D E X



Actual 015 $100000 $103420 $076

Hypothetical 015 $100000 $102425 $076




Actual 016 $100000 $107490 $083

Hypothetical 016 $100000 $102420 $081















bull None








2003 to 2015




bull Nasdaq Inc



bull None




















Darek Wojnar(4)
















































BOND INDEX FUND1234











P ROX Y VOT I N G














N O R T H E R N


HIGHER RISK

REWARD

LOWER RISK

REWARD

GR

OW

THIN

CO

ME

LIQ

UID

ITY

EQUIT Y FUNDS














e



FIX

AN

R IN

DX

(52

0)
















96 TAX INFORMATION


98 FUND EXPENSES




NOT FDIC INSURED

















$9000 22707 33120



















$38924 $40875$45000

$40000

$35000

$30000

$25000

$20000

$15000

$10000

$5000 11193 33120











ASSETS










LIABILITIES






Management fees

Custody fees


Transfer agent fees

Trustee fees


Total Liabilities

mdash

40415

5875

1438

76

18

11

96

10

66

48005

1424

mdash

mdash

33

3

1

mdash

3

4

29

1497

Net Assets $2936072 $103045




Net Assets $2936072 $103045



265704

$1105

4331

$2379

Investments at cost


$2716875

64483

$92072

1481







INVESTMENT INCOME




EXPENSES


Custody fees 279 14


Blue sky fees 27 19

SEC fees 1 mdash

Printing fees 24 12

Audit fees 35 19

Legal fees 46 24


Trustee fees 36 9

Other 41 13

Total Expenses


Net Expenses

5437

(857)

4580

257

(106)

151




Investments


35532 539


Net Gains 181451 9215








OPERATIONS





$79101

35532

145919

260552

$80293

(7617)

54640

127316

$1866

539

8676

11081

$1667

(373)

1970

3264




(253114)

(253114)

206435

206435

9021

9021

1735

1735

DISTRIBUTIONS PAID



(91564)

(91564)

(83499)

(83499)

(1866)

(1866)

(1667)


NET ASSETS

Beginning of year

End of year

(84126)

3020198

$2936072

250252

2769946

$3020198

18236

84809

$103045

3332

81477

$84809

















Total Return(1)


901 433 113 014 190



$2936072 $3020198 $2769946 $2496618 $2630015
























Total Return(1)


1329 403 024 (163) 225



$103045 $84809 $81477 $108599 $123516










ndash -




(000S) (000S) (000S) (000S)




329 51523 $150 $151


295 51523 50 50


317 31525 50 49


352 101523 200 200


406 111530 100 95


284 31524 200 198


306 41526 150 144

887

Automobile ndash 03


312 71723 100 102


184 61724 100 100


192 11525 100 101


274 12822 60 59


297 32023 125 125


342 41823 100 100


326 11824 100 99




358 101824 $100 $100


374 101824 100 100


160 111524 100 98


163 81525 100 98


233 51523 100 100


336 91523 200 203


268 31524 200 202


277 121624 200 201


218 81524 100 100


230 41525 100 99


189 121624 150 150


264 121523 100 100


222 101522 100 100


227 111522 100 100


235 41523 100 100



- -




(000S) (000S) (000S) (000S)




250 51524 $100 $100


278 91523 125 127


167 122022 100 98


170 122023 100 98


297 111623 100 101


265 21624 100 101


271 81624 100 101


218 41624 100 100


175 71624 100 101


198 112023 100 101


330 71525 100 102


283 32023 150 152


252 62123 200 202



185 81525 $100 $101


196 21523 100 100


320 121522 150 152


200 101722 100 100


194 31524 100 100


276 31522 200 201


227 71522 150 150


229 41525 100 99


195 101623 100 100


322 61523 200 204


250 111523 100 101


195 51526 100 100


407 81524 50 49


342 41525 50 50


365 41525 50 47



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




212 21523 $100 $101


318 31523 200 203


257 81523 100 101


199 21825 100 98


166 51524 100 100


214 111524 50 50


302 112122 100 102


333 41524 100 103


196 121624 100 99


203 121525 100 98


170 11723 100 98


203 111522 100 99

6927



317 71549 300 302


344 91560 250 265




354 111554 $250 $269


369 21561 100 108


405 31561 200 221


426 51561 300 339


422 81561 100 113


413 91560 100 106


423 91560 200 226


441 111561 300 344


333 51562 200 212


318 81561 300 317


301 91562 250 261


265 11563 200 202


240 31563 400 394


358 51552 200 211


292 81552 100 101


431 121551 150 169


264 21553 200 197


357 11551 250 258


388 21551 150 164



- -




(000S) (000S) (000S) (000S)




385 41051


403 41051


398 71551


408 71551


421 71551


420 101051


438 51553


451 51553


423 11552


312 81552


273 21553


229 31553


269 91543


331 111550


351 51050

ndash 13 continued

$500 $521

100 111

100 105

100 106

400 447

400 425

300 320

300 343

100 112

125 131

200 204

200 196

100 102

250 257

250 270



343 81550 $250 $268


346 111350 200 212


428 81551 200 225


291 81557 150 154


387 11048 300 315


328 51058 250 256


346 81550 250 266


302 91045 383 389


437 91046 350 373


465 91046 100 104


364 101047 100 103


314 21048 200 203


372 91548 200 209


321 51049 250 262


315 111549 150 152



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




362 21049 $300 $319


331 41049 250 256


333 41549 250 256


347 91550 250 261


401 31051 100 111


423 61051 200 222


441 111051 200 222


315 81545 335 341


421 81046 100 106


405 101046 300 317


422 71045(1) (2) 200 209


294 11046 121 122


396 21047 420 443


380 81047 300 316


384 91047 500 523




364 121047 $250 $259


370 81048 500 534


335 21048 200 205


318 21048 500 519


390 71050 200 210


423 51051 200 217


351 41550 225 233


372 81548 500 524


309 11549 100 100


350 111549 200 205


442 111551 300 328


403 41551 100 106


256 31553 200 197


333 61050 250 267


294 21046 100 102



- -




(000S) (000S) (000S) (000S)




277 111045


314 61046


405 71046(1) (2)


424 81046


400 41047


393 91047


363 111047


338 51050


305 51049


285 101049


343 81050


347 111050


399 31051


316 71052


291 21353

ndash 13 continued

$171 $174

100 102

200 212

150 157

100 106

300 314

250 264

200 205

100 101

200 201

250 258

200 213

150 161

150 158

300 309



337 121547 $50 $50


400 41547 500 530


380 71547 500 528


364 111547 200 211


367 111547 150 158


382 71548 200 214


314 61549 100 105


314 121549 150 158


287 81549 200 204


314 81549 100 98


369 31550 300 325



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




341 101550 $200 $212


372 31550 350 377


345 91550 100 106


403 61551 500 524


339 61352 200 208


415 81546(1) (2) 200 209


310 51546 200 202


406 21547 200 209


353 101548 100 103


333 51549 250 256


286 91549 250 250


418 71551 150 165




431 121551 $100 $114


441 101551 200 228


326 71552 250 265


270 21553 200 201


359 121550 200 217


346 61550 250 268


349 81550 250 259


343 81550 175 181


358 121550 100 106


368 121550 150 158


431 51551 200 220


424 61551 150 168


433 101551 200 227


445 121551 100 117


398 21551 150 157



- -




(000S) (000S) (000S) (000S)




412 31551


324 41046


292 101545


422 71546


317 21548


366 91558


318 41550


377 71558


372 121548


356 11559


343 31559


293 71548


307 111559


294 101549


292 111549

ndash 13 continued

$100 $111

250 254

132 135

100 104

100 102

250 260

200 203

300 313

300 314

200 207

250 258

100 100

250 253

200 206

150 150



342 91550 $250 $260


358 101550 100 105


359 121550 100 105


401 31551 150 165


421 51551 155 172


430 11552 100 109


373 51552 200 212


273 21553 100 100


356 31548 50 51


284 31548 251 253


300 51545 500 503


334 61546 150 152


442 91546 250 263


363 111547 250 259


405 31547 100 107

36959



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




235 51525 $100 $102 206 81528 $200 $200


301 101525 150 156 216 91524 200 204


299 121523 250 254 277 31523 150 152


306 21524 200 204 153 11525 200 201


287 101524 250 258 615 61539 150 193


300 91523 250 254 219 112023 100 102


310 121523 200 204 329 52325 100 103


174 11525 200 202 321 12724 150 157


196 51525 100 99 396 101330 200 234


166 61724 100 100 239 71524 150 152


243 11525 200 202 303 81525 200 205


229 71525 200 197 311 11624 200 204


301 21524 200 202 304 71524 200 206


284 121524 250 257 295 31525 200 202


172 81524 200 202 234 61525 200 197




- ndash




(000S) (000S) (000S) (000S)






262 101525



Boeing (The) Co

795 81524 1400 1583

297 31524 100 100 285 103024 110 100



347 51526 100 103 330 3135 55 48



203 41525 100 99 350 3145 500 424





Other ndash 00 355 11526 600 643






303 101525


150 152

505 111540

475 6143

403 101547


250

250

60

308

300

69

438 11123 59 60 250 11523 500 503


Class A3 438 61545 350 390

381 2135 100 97 Raytheon Co

467 470 121541 100 117


(Cost $50614) 51770 350 31527 500 517



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



413 111628 $750 $823 540 4148 267 195


605 6136 600 796 420 3121 1245 1198

613 71538 175 251 320 7621 485 462

570 41540 500 640 345 41022 50 47

450 6142 450 520 370 5923 1050 945

375 11146 750 785 400 10626 750 637

13575 565 11729 150 130




615 8122 171 176 190 4821 160 159


Series 2019-1 Class AA 225 101823 545 534

415 82531 1778 1844 8384

2020 Banks ndash 10


NIKE Inc 600 101536 250 333

238 11126 250 254 Citibank NA

363 5143 75 82 340 72321 250 255


855 255 51321 250 250


Aptiv Corp 430 12325 250 262

415 31524 300 295 Discover Bank


438 31545 170 167 270 2630 250 216



825 3138

570

275

593



170 9921

260 111622

400

500

125

395

492

124

225 61421

288 10121

HSBC Bank USA NA

200

250

200

252

363 101023 500 508 700 11539 350 456


850 11831

Ford Motor Co

475 11543

General Motors Co

500 4135

625 10243

175

254

500

550

237

144

375

434

350 62324


315 31421


355 10623

1000

500

1000

1006

501

1037




- -




(000S) (000S) (000S) (000S)



KeyBank NA 413 81523 $200 $206

330 6125 $250 $260 330 9924 1095 1140

MampT Bank Corp 300 21925 655 668

355 72623 100 105 300 42226 1365 1389


350 61822 150 153 430 72227 110 117


263 21722 750 758 131) 358 52228 (3) 585 595

270 11122 750 758 538 2735 425 501

295 13023 500 507 390 5145 950 1035

380 72523 1000 1056 440 61446 850 913


Inc 585 2137 250 317

330 3822 150 152 660 11538 300 410


315 51927 1000 1047 595 121536 100 125



Truist Bank 270 5122 1000 1024 300 2223 1361 1394 320 11227 250 269 275 5123 350 356 640 2139 200 278 363 91625 250 260 575 31540 935 1310 405 11325 600 621 515 111541 250 262 380 103026 250 263 565 61542 100 141



US Bank NA 460 9135 1000 1239 280 12725 250 258 480 4144 245 314


350 3822

250

1020

249

1040 6913

307 12423 480 485

345 21323 125 128



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)







13439 270 22123 250 253


3M Co 375 31527 100 98


325 21424 456 483 345 6127 205 210

338 3129 500 534 295 81529 795 780



275 2323 250 253 360 71522 65 68

Airgas Inc 360 81526 950 865






- -




(000S) (000S) (000S) (000S)




300 91523 245 197 345 6127 $500 $511

425 91524 485 409 Owens Corning

325 3125 145 114 340 81526 400 373




2396 363 12524 1125 1158



210 91222 665 675 225 5521 1180 1183


300 2924 1320 1390 475 71521 131 135

285 51124 1570 1668 320 13023 400 395

275 11325 1265 1334 375 42424 1000 1006

250 2925 55 58 330 103024 1050 1027

245 8426 225 236 375 72826 505 472

335 2927 370 403 375 3927 250 240


290 91227 1625 1734 450 13026 500 510

300 111327 1000 1072 Fiserv Inc

385 5443 230 273 385 6125 45 47

445 5644 75 96 350 7129 1500 1560

345 2945 55 62 440 7149 500 529


465 22346 250 332 200 112121 130 131

375 91247 150 184 380 112146 500 575


295 91149 500 532 425 81524 570 549


185 92021 1190 1198 Visa Inc

220 92023 750 789 315 121425 1250 1361

295 22826 375 399 415 121435 1000 1251

590 21539 690 991 365 91547 125 142


575 81540 170 198 620 62140 120 117


14588



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



395 8147 $100 $90 795 21531 $100 $136


305 91522 250 259 490 31529 350 376




396 320 73046


230 2622

310 81523

125

215

250

116

220

265



388 11228 250 233



200 72826 1000 997 500 51321 400 411

590 111532 125 164 570 12422 1000 1045

5238 410 72423 100 107


079) 300 122023 (3) 1379 1407 Cintas Corp No 2 413 12224 100 106




300 21527 1000 1028 094) 386 72324 (3) 1000 1046

730 111539 45 58 420 82624 280 298

600 111541 480 617 400 12225 1595 1679

515 51546 250 259 395 42125 1375 1446


450 11123 100 108


365 91524

Sonoco Products Co

438 11121

575 11140

250

25

150

268

26

200


445 3326

425 102226


760

500

100

744

539

106

104) 342 122028 (3) 1200 1238




- -




(000S) (000S) (000S) (000S)





775 51438 275 406 095) 351 12329 (3) 500 515

500 12144 955 1213 640 51538 1054 1508


199) 444 12048 (3) 500 560 540 1642 100 132




388 102523 200 206 138) 396 111548 (3) 740 856

375 61624 909 920 41651


139) 367 72428 (3) 710 735 560 7111 (4)

468 7114 (5)

190

15

310


115) 352 102728 (3)

663 61532

600 103133

613 82536

813 71539

588 13042

750

100

350

125

680

30

750

120

403

148

1067

38

389 7116 (6)


464 12144


467 9112 (7)

300

50

100

345

60

144

1143



463 51021 250 257 438 5842 250 255


435 81521 1865 1913 263 12121 310 317


363 51324 500 521 270 10922 580 563

388 91024 2250 2373 310 1923 500 504

390 71525 755 804 345 51524 520 514

775 71525 54 66 675 31532 150 178

320 61526 500 519 615 8737 150 171

800 42927 750 957 588 11438 400 461

363 12127 1250 1316 688 11039 300 371



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



335 12123 $260 $275 695 41529 $465 $572


381 112147 125 137 585 121525 660 522


625 12137 150 162 263 31523 670 651

420 3149 100 110 315 4125 145 142


385 121525 220 249 713 31533 690 555


5300 280 11122 260 199


ViacomCBS Inc 520 6145 1000 633


370 81524 825 805 270 21523 725 429

438 31543 490 434 620 31540 235 106

585 9143 300 307 440 41546 65 28

525 4144 30 32 410 21547 65 27


255 21522 295 299 663 81537 180 78


370 91524 915 980 395 71522 85 82

640 121535 31 43 720 11528 100 97

413 12141 105 123 5944



275 9149 1000 984 400 101523 250 265

5899 370 101524 500 519



325 41522 73 55 205 5321 500 502

510 9140 775 342 355 92321 1455 1492

525 2142 115 52 220 81623 285 286


595 101536

Cimarex Energy Co

438 31529


375 5223

ConocoPhillips

590 51538

ConocoPhillips Co

495 31526

125

200

500

280

120

140

134

523

321

128


BlackRock Inc

425 52421

350 31824

325 43029


265 12523

345 21326

1000

280

250

218

175

280

1013

287

269

228

178

290




- -




(000S) (000S) (000S) (000S)





375 61528 300 335 064) 265 51523 (3) $1000 $986

530 91543 125 168 310 51523 225 230


575 12422 360 381 330 121624 330 341


350 12325 55 56 295 4122 80 78

375 52225 2690 2785 363 4125 250 261



385 12627 195 201 365 2126 1000 1049



143) 441 42339 (3) 1020 1067 463 2144


250 262

625 2141 300 404 820 11539 750 1123 480 7844 350 392 545 12339 190 219






134) 359 72228 (3)

638 72442

430 12745

1000

300

1095

1015

418

1267

700 10128

530 11138


265 11722

200

1000

625

240

1087

597



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)


440 111525 $188 $190 460 71745 $75 $90

360 21528 250 245 345 10646 45 51

465 111528 480 479 Tyson Foods Inc

525 111548 167 177 450 61522 300 310



Hershey (The) Co

230 81526

Ingredion Inc


1319

320 10126

JM Smucker (The) Co

350 31525

438 31545

Kellogg Co

250

500

250

268

513

248


442 61521 (8)

545 61523 (8)

602 61526 (8)

835 71546 (8)

750

730

210

900

750

750

217

1069

275 3123

450 4146


313 121523

255 91526

442 121546


350

750

85

95

450

348

838

86

89

503


440 101522

490 101525

635 101545

HP Inc

405 91522

600 91541

830

1445

200

25

275

846

1522

237

26

296

270 81522


160 160 NetApp Inc

330 92924 160 157

210 71521 55 54 5870





PepsiCo Inc 325 3125 135 137

300 82521 770 791 425 3145 60 61

170 10621 45 46 430 121547 1000 1039


275 43025 500 520 320 61522 150 152

350 71725 100 107 375 91525 250 256

285 22426 115 121 460 31543 35 35

238 10626 245 252 450 111544 710 686

300 101527 95 101 Cigna Corp

360 81342 50 52 438 101528 3300 3542

425 102244 355 407 480 71546 (8) 580 686




- -




(000S) (000S) (000S) (000S)




275 12122 $850 $856 350 121524 $565 $392

370 3923 455 473 425 91528 860 580



HCA Inc 236 12522 270 274 450 21527 1780 1831 257 51623 170 175 413 61529 250 250 290 3324 200 206




413 7152


100 119

411 3146

310 81649

150

200

177

202

7699



345 6126 115 118 363 51921 250 257


18107 Hasbro Inc



315 51521

635 31540

35

250

34

239

350 111527 818 791 273



340 12121 265 263 645 81540 15 20




470 6122 100 105 485 62421 94 94

370 3123 100 101 363 121226 265 277

370 5125 250 243 630 10937 100 118

450 6146 90 86 MetLife Inc

965 305 121522 280 282



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)


300 3125 $830 $818 350 3124 $250 $265

638 61534 485 629 390 9142 700 753


413 81342 460 465 575 61543 150 189


Primerica Inc 313 91021 125 127

475 71522 100 103 315 101521 250 254


463 91542 40 41 280 3623 500 512




350 51524 85 88 420 112134 200 207

570 121436 200 233 445 112144 500 526


391 12747

394 12749


500 6121

Voya Financial Inc

480 61546

275

344

335

550

1000

241

331

317

570

1055


Aetna Inc

275 111522

663 61536

675 121537

450 51542

Anthem Inc

400

40

150

100

401

50

195

104




Deere amp Co 350 21524 40 42 260 6822 125 126 375 71525 655 708 538 101629 250 301 345 11527 1500 1609 810 51530 100 138 388 121528 145 163

Eaton Corp 580 31536 250 326 310 91527 250 252 663 111537 640 896

IDEX Corp 688 21538 170 249 420 121521 200 203 475 71545 500 637





- -




(000S) (000S) (000S) (000S)




275 51824 $750 $786 Stryker Corp


325 41523 900 915 338 11125 250 265


370 51523 165 168 438 51544 200 209


290 11522 515 520 415 2124 100 107

363 41546 500 557 295 91926 155 157


Walmart Inc 338 113021 250 251

235 121522 500 513 315 4122 500 500

330 42224 625 663 355 4125 120 121


9137 Nucor Corp



295 31525 1000 1039 520 8143 125 144

375 113026 564 630 440 5148 1000 1134


475 41543 650 831 388 42325 100 99


320 10122 225 227 675 41640 90 105

388 71523 250 258 588 42345 1500 1588




Medtronic Inc 475 8143 15 12 350 31525 334 359 1171 438 31535 913 1126



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



230 51421 $800 $803 240 51722 $170 $174

338 111421 500 511 240 92122 40 41

360 51425 225 236 340 5624 250 268

320 51426 250 248 440 5644 250 329

425 111428 300 319 Pfizer Inc

440 11642 415 461 195 6321 500 504

470 51445 4340 4875 220 121521 90 90


325 10122 1000 1003 340 51524 150 157


550 81525 (8) 50 55 413 121546 750 925

440 71544 (8) 250 247 Pharmacia LLC


200 8122 600 605 Wyeth LLC

363 51524 (8) 500 528 595 4137 725 1027

290 72624 (8) 900 954 Zoetis Inc

388 81525 (8) 765 876 325 2123 500 510

320 61526 (8) 300 318 470 2143 40 45

390 22028 (8) 500 556 395 91247 450 445

525 81543 (8) 85 115 29238 500 81545 (8)

435 111547 (8)

500

900

669






Mylan Inc 390 21524 820 838 540 112943 585 583 395 21527 500 473




- -




(000S) (000S) (000S) (000S)




313 73129 875 805 LP

688 3133 50 58 595 12125 $175 $160

755 41538 515 596 390 71526 125 105

595 2141 40 43 495 11543 1000 785


430 5124 170 171 535 51545 80 63


655 91540 205 224 700 31527 505 565

750 111540 305 343 700 101528 545 639

638 3141 35 35 838 61532 215 259

563 9141 310 292 763 4137 5 6



500 3126 500 494 630 41540 995 991

515 101543 20 19 580 111543 200 196

MPLX LP 20950



ONEOK Inc 410 4123 160 170 455 71528 35 30 2301 520 71548


361 21525

355 10126


450 121526

1000

76

470

1330

784

72

424

1032


Alleghany Corp

495 62722

Allstate (The) Corp

555 5935

520 11542

55

50

225

58

62

259

665 11537

515 6142


563 3125

500 31527

Southern Union Co

825 111529


338 101526

80

130

340

1055

25

360

65

86

312

896

21

332



375 71025

390 4126

420 4128

450 71644

480 71045

438 11555

225

895

490

460

30

15

105

243

896

505

474

30

16

102

595 92543 300 330



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



490 32728 $215 $243 330 51522 $340 $333


575 11540 255 348 395 61525 230 225

440 51542 100 121 395 32028 485 475

430 51543 440 529 413 51529 970 939



313 31526 1445 1545 288 11523 125 129

Chubb (The) Corp 595 4141 385 528

600 51137 50 69 445 11543 650 820





595 101536

Loews Corp

263 51523

413 51543


350 6324

350 31025

375 31426

438 31529


375 82321

245 11527

420 31548


800 113039


625 61537

535 11140

460 8143

400 53047

285

250

75

75

385

75

1000

330

250

500

70

375

10

75

1015

354

250

73

77

399

77

1101

337

250

562

104

529

13

90

1142

575 5140

438 9142

515 9143

470 9145

CSX Corp

425 6121

370 11123

340 8124

260 11126

600 10136

615 5137

622 43040

550 41541


290 21523

395 10142

445 61545

394 11147

510 8118 (9)

Union Pacific Corp

416 71522

295 11523

225

975

280

870

100

50

500

270

100

190

365

50

725

20

275

524

100

437

35

287

1096

355

1038

102

53

525

275

121

234

477

59

735

20

305

546

113

449

36 12758 350 6823 80 82

365 21524 524 546




- -




(000S) (000S) (000S) (000S)



275 3126 $300 $302 450 6145 $55 $56


10997 325 5123 50 49






375 41523 250 252 240 31530 255 226



350 13123 210 211 425 111523 43 41

400 6125 115 118 388 81524 230 234

338 101526 125 124 340 2125 200 198

313 11527 185 181 325 71526 630 611




435 41548 500 528 400 61525 215 200


385 2123 60 60 438 10125 200 223


365 2126 90 91 320 5121 240 236







525 21524 100 105 450 2125 150 147


315 71523 200 201 445 31524 100 103


520 21549 500 554 325 101522 265 266

CubeSmart LP 465 8123 185 193

313 9126 250 248 300 11527 240 227


363 10122 250 255 375 111522 100 99


475 121526 1000 913 450 31525 365 267


463 121521 111 114 275 2123 30 29

350 3128 1000 929 338 10124 90 88



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



338 61527 585 568 385 10123 $200 $209

338 12127 1865 1788 430 61545 200 211



375 5124 60 57 240 22223 500 520 350 2125 150 147 280 82224 1000 1062 570 93043 100 105 520 12325 500 596




21943 260 71522 500 501



363 91524 305 270 400 71542 235 220


650 3141 466 432 263 6122 25 25

Phillips 66 335 91525 450 485

465 111534 395 367 213 91526 275 277

588 5142 140 139 540 91540 500 650

488 111544 165 168 595 4141 405 566


750 41532 765 871 313 121549 335 331




363 52021 200 206 313 91524 550 559

263 11522 1000 1008 465 41542 50 52

630 101537 505 642 425 91544 75 72

363 5143 209 202 455 4549 35 38

488 12945 542 633 QVC Inc

445 3147 350 379 445 21525 415 341

545 81534 450 329

TJX (The) Cos Inc

275 61521 150 151




- -




(000S) (000S) (000S) (000S)



250 51523 $205 $203

225 91526 500 476

12684



250 81126 305 308

402 41643 56 62

450 31549 250 301


325 81526 615 558

Sysco Corp

260 61222 95 91

330 71526 120 114

538 92135 250 255

1689


Altera Corp

410 111523 1340 1462


390 10125 500 527

585 61541 100 141


265 11523 80 78

363 11524 20 20

313 11525 310 297

388 11527 375 358

Broadcom Inc

475 41529 (8) 3000 3043

Intel Corp

270 121522 80 84

370 72925 815 899

400 121532 50 59

480 10141 80 103

373 12847 578 674

310 21560 475 500

KLA Corp

465 11124 300 316


338 31523 50 51

QUALCOMM Inc

345 52025 485 508


325 52027 $720 $757

480 52045 795 1039

10916


Adobe Inc

215 2127 265 268

Autodesk Inc

350 61527 500 514

CA Inc

450 81523 250 247

Citrix Systems Inc

450 12127 200 206

DXC Technology Co

445 91822 200 207

Equifax Inc

330 121522 365 371

IBM Credit LLC

300 2623 980 1014


288 11922 235 243

363 21224 170 182

300 51524 2000 2107

700 103025 385 477

345 21926 435 463

650 11528 100 129

350 51529 670 727

400 62042 320 358

425 51549 500 588

Microsoft Corp

200 8823 765 791

363 121523 335 366

288 2624 645 686

313 11325 130 142

240 8826 2670 2834

330 2627 1375 1526

420 11335 40 50

350 111542 150 172

488 121543 365 498

375 21245 145 175

445 11345 360 473

370 8846 630 756

400 21255 465 592

395 8856 215 271



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)


450 2657 $200 $275 620 21459 $280 $308


488 21524 250 270 356 81527 480 452

Oracle Corp 454 81547 435 396


263 21523 65 67 413 51721 250 255

240 91523 30 31 290 111521 300 302

340 7824 320 340 250 11222 250 251

295 111524 60 63 263 3623 100 97

295 51525 885 915 338 81125 250 255

265 71526 3100 3164 388 82142 150 151

325 111527 1965 2024 413 3443 405 399

380 111537 5 5 488 111543 100 117

538 71540 590 788 425 111044 350 387


400 71546 330 368 445 61225 1465 1474

438 51555 25 30 725 61537 250 294

26382 615 91543 65 70




340 41522 400 412 Cummins Inc

265 101526 1135 1152 488 10143 90 106

750 4131 200 280 FedEx Corp

690 41538 100 133 340 21528 780 771

540 71540 400 468 390 2135 100 98


345 6126 375 370 410 2145 50 46

450 111834 50 51 495 101748 1000 977


4140 385 31524 95 98



475 5521 125 128 620 11538 30 39

285 8922 100 100 363 10142 105 100

295 5223 450 455 340 111546 290 283

380 21424 222 225 425 31549 130 151

263 91626 95 91 2880



450 5243 250 247 313 101521 750 673

538 13144 370 410 325 91522 550 505

595 21449 220 254




- -




(000S) (000S) (000S) (000S)




313 61526 130 119 663 11137 $50 $70

1426 585 11541 50 60



400 12146

Alabama Power Co

200 202

300 51526

345 81527

488 3144

40

500

500

39

506

540

613 51538

550 31541

410 11542

385 12142

Ameren Illinois Co

270 9122

325 3125


340 3125

295 9127

659 101537

430 12142

430 9145


460 33021

700 4138


450 4142

470 11544

420 81548

Atmos Energy Corp

415 11543

413 101544


350 111521

240 81526

375 81547


515 111543


50

150

730

60

500

500

35

1000

125

75

500

250

75

230

100

250

250

75

275

130

475

500

63

169

735

62

489

498

35

991

178

82

514

250

102

279

113

255

264

81

274

125

507

596


645 11538

380 10142

460 81543


250 11523

400 4148


330 12124

530 3135

585 31536

620 61536

675 4138

550 12139

570 61540

395 3143

445 31544

385 61546


200 51521


605 11538

510 6165

Dominion Energy Inc

425 6128

525 8133

595 61535

700 61538

490 8141

405 91542

200

90

100

420

250

185

150

100

200

100

85

450

120

100

100

85

265

50

1000

250

750

20

35

100

267

95

119

434

279

182

177

112

241

127

105

555

112

111

99

84

314

62

1045

266

859

25

37

96

225 8122

240 9126

300 2127

355 8142

425 2149

105

50

150

40

500

99

50

150

41

575

DTE Electric Co

265 61522

663 6136

570 10137

395 61542

405 51548

160

200

50

100

500

159

268

62

103

562



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



638 41533 $50 $64 738 111531 $500 $651


645 101532 106 142 565 2137 335 430

610 6137 150 200 595 2138 150 196

600 11538 35 48 596 4139 250 347

605 41538 175 246 569 3140 30 42

375 6145 350 383 413 2142 250 271


375 41524 100 103 399 3149 1000 1126



635 91537 340 469 285 51522 100 99

340 10146 290 297 265 91529 910 878


612 101535 500 679 430 31543 100 104


645 4139 225 318 605 31537 200 233







540 11124 150 170 480 91543 100 109

305 6131 950 949 440 101544 150 171


450 33039 250 293 490 12121 150 144



463 9143 150 176 580 4135 425 480


530 10141 50 60 Finance Corp

Evergy Inc 305 21522 35 35

529 61522 220 227 285 12725 1000 1007


280 5123 105 104 430 31549 125 139


330 11528 165 167 665 4136 100 132

Exelon Corp 545 51541 35 42






- -




(000S) (000S) (000S) (000S)




595 61541 $100 $115 225 91522 $100 $100

525 21543 100 108 250 31523 150 153




413 51544 200 222 300 51525 500 514


350 91521 85 85 395 5142 50 55

238 101522 100 102 365 9142 30 32


538 11140 150 174 365 51525 500 489


455 31544 65 66 548 6135 25 30

415 4147 200 195 627 31537 75 91



725 11533 200 292 300 81521 65 66

750 9138 145 221 360 9123 200 211

PacifiCorp 613 91537 50 62

295 2122 100 101 450 81540 150 160

525 61535 50 60 430 4142 150 159


575 4137 540 700 288 10122 60 59

625 101537 275 357 290 2123 500 497

600 11539 60 81 355 61524 250 250

413 11549 50 54 325 61527 150 152





350 12122 1035 1036 388 6121 150 149

500 31544 100 107 240 2122 180 175


300 91521 500 504 600 11534 100 120

625 51539 275 376 535 71535 586 698

520 71541 35 43 555 11537 275 293

413 61544 100 111 605 31539 50 61


775 3131 50 68 390 31543 150 154



575 111535 150 189



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



430 11549 125 137 525 111521 $500 $526


350 91521 950 953 320 31525 290 299

588 31541 600 680 338 111527 556 564



525 71543 60 59 295 61524 106 108


380 92946 250 273 390 3135 125 138










Xcel Energy Inc 402 12329 810 910 650 7136 100 131 525 31637 80 102

52505




-

ndash

-




(000S) (000S) (000S) (000S)



550 31647 $1155 $1581 338 11426 $1000 $1054


23086 288 8521 408 403


(Cost $566032) 583008 400 31324 250 254




WPP Finance 2010 300 11823 210 212

375 91924 150 151 365 72325 500 512


Aptiv PLC

425 11526

Banks ndash 08

1000 1018


245 33021

188 9721

390 112023


250

275

250

251

269

260


230 6121

255 112321

BPCE SA

400 41524


388 2822

395 11922

250

250

250

1750

250

250

251

259

1808

252

213 4721

325 31124


210 51321

200 81921

285 51326

270 81926

335 3827

1560

500

365

250

1000

1000

500

1560

527

365

249

1033

1009

506

275 11023 1000 1003 22355




300 102921 1250 1265 Chemicals ndash 01





081) 291 11723 (3) 105 104 300 4125

713 52336

180

100

172

134 458 121025 2095 2119 588 12136 50 57 434 1948 500 501 563 12140 250 294


2020



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)





Flex Ltd 370 10523 500 523

500 21523 572 573 465 12726 600 627


Banco Santander SA

331 62729

Bank of Montreal

290 32622

1600

500

1571

506

613 121522



395

500

250

408

503




270 8326 1000 1008 206 71421 495 491

Barclays PLC 263 71426 1000 975

368 11023 250 251 354 11728 1250 1237



800

705

772

677



25766

438 11226 355 357 463 7244 215 210

520 51226 345 354 513 91445 35 40


BNP Paribas SA 350 2322 125 123

325 3323 250 258 713 10137 50 75




295 52521 1600 1608 720 81531 320 385

488 11422 500 508 740 12131 120 156


680 6138 150 183 385 6127 1695 1340

525 31444 1000 1099 720 11532 15 14


354 72621 1000 1009 675 2139 200 155


329 72527 750 777 300 5923 250 255

374 3729 1500 1605 Nexen Inc

788 31532 75 113




- -




(000S) (000S) (000S) (000S)



588 31035 $210 $283

640 51537 390 532

3347



337 111525 830 826

442 111535 1000 1067

Invesco Finance PLC

400 13024 100 102

375 11526 1000 1075

3070



325 81921 500 502


525 112643 150 173

Diageo Capital PLC

388 42943 175 179

854


FMS Wertmanagement

275 3623 1500 1592



150 52621 1000 1011

275 31523 1000 1063


263 52626 1000 1056


188 42021 800 808

238 111622 1000 1040

275 111627 2000 2224

350 103128 750 883


300 91422 215 224

338 31223 300 316


263 41221 1500 1532

263 12522 900 933

213 61522 1000 1034

200 10422 250 259


213 11723 $1000 $1043

138 8524 3000 3087

200 5225 1500 1596

288 4328 1215 1401

000 41836 (10) 500 397


238 61025 1000 1081


238 10121 1000 1026


175 31021 500 504

22518



265 92221 150 155

200 102322 300 310

725 9136 175 293


210 9622 100 103


825 73022 350 409


245 62922 500 519

340 101723 2000 2178

250 42726 500 539


275 82521 100 103

263 21323 875 922

750 71523 300 363

713 2924 100 122

250 4924 91 97

288 101624 250 271

750 91529 375 567


850 71522 200 235

7186

Hardware ndash 00

Seagate HDD Cayman

488 6127 370 364

575 12134 142 133

497



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



399 92623 $30 $31 375 41024 330 346




Equinor ASA

275 111021

245 11723

775 61523

325 111024

363 91028

425 112341

Husky Energy Inc

440 41529

145

280

350

125

360

350

85

146

284

406

122

386

394

60

AXA SA

860 121530



350 32126

465 11144

75

250

35

100

250

40

290



684 12330 (8) 2275 1646 688 31138 225 317

663 61535 200 137 500 31542 100 119

650 6241 190 121 436





288 51026 100 103 613 121533 100 132

250 91226 1335 1365 575 6135 100 125


413 51135 1010 1172 475 32242 150 179

550 32540 225 292 413 82142 300 353

363 82142 200 205 1506 455 81243 60 70


375 91246

313 11749

Suncor Energy Inc

390

230

290

451

246

285


385 61524

380 31525

AstraZeneca PLC

1000

750

1047

768

715 2132

595 12134

595 51535

680 51538

200

50

430

130

209

48

396

135

313 61227

645 91537

400 91842

Mylan NV

100

450

250

100

638

280


275 61921 30 30 395 61526

Sanofi

285 281

288 21722 200 201 400 32921 315 321




- -




(000S) (000S) (000S) (000S)





240 92321

288 92323


440 112623

Pipeline ndash 01

Enbridge Inc

450 61044


585 31536

620 101537

475 51538

610 6140



1000

250

300

40

200

445

1003

375

100

992

252

316

5272

37

213

517

996

401

61

2225



340 12627



550 81535

565 112343

Sovereigns ndash 09


200 111522


325 91421

313 12126

363 103042


335

150

285

500

400

500

200

1558

351

169

320

489

517

406

521

212

Aon PLC Bond 350 61424 500 519 438 71221 1000 1010




XLIT Ltd Bond

445 33125 210 217 538 32524 390 429


Railroad ndash 01


285 121521

275 3126

690 71528

625 8134

620 6136

638 111537

350 111542

85

250

25

15

40

20

150

2014

83

266

32

20

54

28

159

Bond

350 11128

535 21149


400 63022

450 13043


388 91123

275 11927

350 92028

500

1000

250

200

200

200

500

492

1136

261

218

219

210

548



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



750 4833

675 92734

605 11140

475 3844

555 12145

460 12346

435 11547

1000

100

750

820

1000

500

500

500

994

139

986

972

1007

564

497

486



570 10140



125 72621

300 92023

116

500

750

148

505

810


Bond 213 112421 100 102

400 92224 575 595 250 11227 500 555

375 31625 500 519 188 12430 5000 5363


670 12636 550 704 438 61522 613 655



Bond 275 3723 500 530


655 31437 500 726 238 51321 2500 2551

563 111850 600 894 213 101521 200 205


Bond 250 31523 2500 2640

420 12124 1000 1053 325 12924 250 275

1063 31625 500 657 225 62424 2000 2135

550 33026 200 227 250 101524 1000 1082

775 11431 500 706 213 41326 1500 1625

638 102334 500 663 488 21536 200 297


370 2242 500 549 263 41921 2000 2044



538 61533 175 205 300 22124 150 165



138 92021 2000 2026




- -

ndash




(000S) (000S) (000S) (000S)



200 12622 $235 $241 521 3847 $150 $168

163 21022 1000 1020 490 3648 80 89




225 52124 1000 1063 288 91223 1500 1617 37803 175 7224 2000 2092



313 71622 295 298 713 11530 1500 2317

613 111537 505 648 663 111530 200 304

Orange SA 563 71537 500 787



300 31523 80 79 218 112522 142 145


450 31543 45 51 Class A2

545 10143 130 163 272 22522 91 93

Vodafone Group PLC

375 11624

413 53025

788 21530

420

895

15

437

953

20


298 42522


55 56

615 22737

438 21943

1065

95

1235

98 272 22522


97 99

525 53048 135 163 Class A2

6129 248 42522 122 124



963 121530 100 156 333 102523 165 174


BV Class 2A

875 61530 400 540 253 32523(1) (2) 87 89


457 42723

410 3827

240

1010

246

1040

Class A2

239 12523 85 88


302 82524 100 106




- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




348 12524 $263 $284 306 52527 $300 $326


253 92524 150 158 298 122527(1) (2) 250 273


283 42525(1) (2) 500 529 338 72528(1) (2) 200 222


272 102524 247 253 364 82530(1) (2) 110 126


270 22526 100 106 370 92530(1) (2) 200 230


258 32526 100 106 290 12528(1) (2) 125 135


247 42526 250 262 309 22530(1) (2) 100 110


216 102523 243 248 305 32528(1) (2) 100 109


229 62526 100 104 333 62528(1) (2) 100 115


242 102526(1) (2) 100 104 355 92528(1) (2) 250 285


298 82529 125 136 247 82529 200 210


288 112527(1) (2) 250 271 361 22531 150 171


280 22527(1) (2) 100 109 314 42529 200 225


258 122526(1) (2) 150 158 294 42529 200 216


318 42529(1) (2) 125 139 244 92529 150 165



- -




(000S) (000S) (000S) (000S)



Pool 256792

650 6122 $8 $8

Pool 256925

600 10137 13 15

Pool 256959

600 11137 81 93

Pool 257042

650 1138 173 200

Pool 257106

450 1128 2 2

Pool 257237

450 6128 23 25

Pool 707791

500 6133 90 99

Pool 725425

550 4134 34 38

Pool 730811

450 8133 77 85

Pool 735222

500 2135 20 22

Pool 735358

550 2135 80 91

Pool 735502

600 4135 12 14

Pool 737853

500 9133 193 214

Pool 745336

500 3136 413 459

Pool 745418

550 4136 30 34

Pool 745754

500 9134 237 262

Pool 745826

600 7136 100 115

Pool 747383

550 10133 89 97

Pool 755632

500 4134 64 71

Pool 772730

500 4134 71 78

Pool 790406

600 9134 42 48


Pool 793666

550 9134 $54 $60

Pool 796250

550 11134 39 44

Pool 800471

550 10134 183 204

Pool 817795

600 8136 21 23

Pool 826057

500 7135 50 56

Pool 826585

500 8135 92 102

Pool 828523

500 7135 36 40

Pool 831676

650 8136 12 14

Pool 832628

550 9120 1 1

Pool 833067

550 9135 124 141

Pool 833163

500 9135 57 63

Pool 840577

500 10120 1 1

Pool 844909


Pool 845425

600 2136 59 68

Pool 847921

550 11120 9 9

Pool 864435

450 12120 5 5

Pool 868435

600 4136 101 116

Pool 869710

600 4136 39 44

Pool 871135

600 1137 32 36

Pool 880505

600 8121 1 1

Pool 881818

650 8136 85 102



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



Pool 885769 Pool 902414

600 6136 $5 $6 550 11136 $78 $88

Pool 885866 Pool 906090

600 6136 73 82 550 1137 97 109

Pool 888100 Pool 910147

550 9136 144 162 500 3122 8 9

Pool 888152 Pool 912414

500 5121(12) mdash mdash 450 1122 9 10

Pool 888205 Pool 915499

650 2137 30 36 500 3137 59 64

Pool 888447 Pool 918515

400 5121 1 1 500 6137 48 53

Pool 889224 Pool 923123

550 1137 155 176 500 4136 9 10

Pool 889390 Pool 923166

600 3123 8 8 750 1137 6 6

Pool 889401 Pool 928261

600 3138 69 80 450 3136 62 68

Pool 889415 Pool 928584

600 5137 300 346 650 8137 210 246

Pool 889579 Pool 928909

600 5138 143 164 600 12137 1 1

Pool 889630 Pool 928915

650 3138 19 22 600 11137 8 9

Pool 889970 Pool 930606

500 12136 113 126 400 2139 400 432

Pool 890234 Pool 931195

600 10138 67 78 450 5124 59 62

Pool 890329 Pool 932023

400 4126 638 672 500 1138 58 64

Pool 890339 Pool 932741

500 9120 1 1 450 4140 282 309

Pool 890796 Pool 934466

350 12145 2712 2907 550 9123 24 25

Pool 893363 Pool 940623

500 6136 37 41 550 8137 24 27

Pool 893366 Pool 943388

500 4135 54 60 600 6137 128 147

Pool 898417 Pool 943617

600 10136 17 20 600 8137 53 61

Pool 899079 Pool 945876

500 3137 39 43 550 8137 9 10




- -




(000S) (000S) (000S) (000S)



Pool 946527

700 9137 $15 $16

Pool 947216

600 10137 37 43

Pool 949391

550 8122 1 1

Pool 953018

650 10137 56 64

Pool 953910

600 11137 33 38

Pool 955771

650 10137 36 40

Pool 959604

650 11137 8 9

Pool 959880

550 11137 15 17

Pool 962687

500 4138 82 91

Pool 963735

450 6123 29 31

Pool 965389

600 10123 19 19

Pool 966660

600 12137 1 2

Pool 968037

600 1138 26 29

Pool 969632

650 1138 18 19

Pool 970013

450 6138 76 82

Pool 972452

550 3138 112 125

Pool 975365

500 6123 15 16

Pool 976963

550 2138 957 1084

Pool 981704

500 6123 43 45

Pool 981854

550 7138 42 47

Pool 984075

450 6123 13 13


Pool 986760

550 7138 $223 $253

Pool 987115

550 9123 7 7

Pool 992472

600 10138 9 10

Pool 992491

450 10123 17 18

Pool 993055

550 12138 17 19

Pool 995018

550 6138 49 55

Pool 995203

500 7135 340 377

Pool 995266

500 12123 109 115

Pool 995879

600 4139 66 76

Pool AA0649

500 12138 215 240

Pool AA2939

450 4139 401 441

Pool AA4482

400 4139 331 358

Pool AA4562

450 9139 369 406

Pool AA8978

450 7139 99 109

Pool AA9357

450 8139 327 358

Pool AB1048

450 5140 480 525

Pool AB2067

350 1141 713 764

Pool AB2092

400 1141 364 395

Pool AB2272

450 2141 490 543

Pool AB2693

450 4141 342 376

Pool AB2768

450 4141 392 429



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




500 5141 $552 $612 400 10124 $74 $78


500 7141 123 136 450 11139 193 211


400 12141 1341 1450 450 1140 776 850


350 1142 895 960 500 12139 291 323


400 4142 1385 1497 550 1140 699 785


350 8142 627 672 600 7138 185 213


350 9127 855 900 450 12139 375 415


200 10127 376 388 600 12138 55 63


300 11142 2079 2198 550 8137 250 283


300 1143 899 951 450 7140 205 225


300 1143 1897 2005 500 6140 286 317


200 3128 822 848 400 6125 57 60


300 4143 781 826 500 6140 183 201


250 4143 90 94 400 2141 805 870


350 5143 2101 2254 400 5125 48 51


300 7133 178 190 350 3141 647 694


550 9139 356 391 400 10140 1011 1093


500 9139 1368 1517 450 10140 156 171


450 9129 129 140 450 10140 189 207


450 10139 715 783 350 11125 110 115


450 11124 150 157 400 12140 865 935




- -




(000S) (000S) (000S) (000S)



Pool AH1295

350 1126 $220 $232

Pool AH3226

500 2141 62 69

Pool AH4158

400 1141 149 161

Pool AH4450

300 1126 121 127

Pool AH5573

400 2141 712 773

Pool AH5614

350 2126 214 226

Pool AH8854

450 4141 223 245

Pool AI1247

400 4126 103 109

Pool AI3470

450 6141 284 311

Pool AI4361


Pool AI4380


Pool AI5603

450 7141 176 192

Pool AI7743

400 8141 168 182

Pool AI9137

250 11127 1030 1069

Pool AI9555

400 9141 438 474

Pool AI9828


Pool AJ2001


Pool AJ4093

350 10126 54 57


Pool AJ4408

450 10141 $101 $111

Pool AJ6086

300 12126 172 180

Pool AJ9152

350 12126 696 732

Pool AJ9218

400 2142 615 665

Pool AJ9326

350 1142 1015 1092

Pool AJ9355

300 1127 378 396

Pool AK4813

350 3142 435 466

Pool AK4945

350 2142 468 502

Pool AK7766

250 3127 460 478

Pool AK9444

400 3142 142 152

Pool AL0442

550 6140 74 84

Pool AL0766

400 9141 986 1072

Pool AL1449

400 1142 1093 1181

Pool AL1849

600 2139 294 338

Pool AL1939

350 6142 1090 1170

Pool AL2243

400 3142 1040 1124

Pool AL2303

450 6126 85 90

Pool AL2326

450 4142 1912 2095

Pool AL2397


Pool AL2438

300 9127 891 934

Pool AL2893

350 12142 2591 2786



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




250 3128 $425 $444 350 7142 $2154 $2311


300 6128 789 827 350 7142 359 385


450 11143 1204 1319 300 10142 593 628


250 6128 780 809 350 12142 678 727


400 2144 911 990 250 1128 153 159


350 1134 244 263 350 12142 975 1046


300 11127 545 572 250 1128 2262 2348


400 6144 2582 2816 300 1128 557 586


350 9129 748 792 300 2143 527 558


400 9144 1445 1583 300 3143 1097 1160


350 8143 542 581 250 3143 136 141


300 11130 2001 2108 300 3143 349 370


350 4131 352 374 300 7143 2318 2450


300 8146 753 796 300 8133 228 243


300 8146 729 771 400 9144 1671 1806


300 12131 923 972 300 10129 1232 1295


300 4142 601 635 450 10144 922 1001


300 4127 362 379 400 12144 508 552


350 5142 1283 1384 300 1145 953 1007


350 6142 779 835 350 2145 3057 3262


250 6127 244 254 300 4145 863 912



- -




(000S) (000S) (000S) (000S)




250 6130 $303 $316 300 12136 $349 $369


250 7130 718 745 300 12146 1141 1203


300 7135 359 380 200 1132 344 355


400 8145 968 1045 350 1132 227 241


350 10145 1372 1461 400 1147 2875 3087


350 11145 2618 2789 200 2132 184 189


350 11145 1526 1626 400 3147 689 746


350 12145 1724 1836 300 4132 668 702


350 12145 1198 1276 450 5147 895 969


350 2146 2196 2343 350 4143 430 461


250 3131 643 669 300 5143 987 1044


300 5146 1300 1375 300 4143 1693 1789


300 5146 784 828 300 5143 2104 2223


400 5146 476 513 300 5143 1814 1918


300 6146 746 786 250 7128 364 380


200 7131 174 179 350 8143 2228 2391


300 7146 897 946 300 8143 1744 1844


300 10146 1277 1348 300 8133 202 215


300 10146 719 759 300 9143 1620 1712


300 10136 220 233 350 9143 1107 1188


250 10131 2124 2211 400 12143 1998 2173



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




400 12143 $445 $484 250 2132 $699 $728


350 2142 518 556 350 4132 547 578


300 8129 314 331 300 11132 2374 2500


350 11144 621 663 350 12147 582 618


400 11144 1120 1210 350 1148 1210 1283


350 11144 1196 1279 350 1148 2117 2243


400 11144 1541 1668 350 3148 1234 1308


250 8127 1072 1112 500 5148 887 958


300 11126 353 371 400 4148 1156 1237


300 5145 1381 1459 400 5148 566 608


300 7145 927 980 400 9148 424 454


300 9145 498 526 400 7148 2283 2430


400 9145 1085 1173 450 7148 337 363


350 10145 775 826 400 8148 658 701


300 2131 706 742 400 8148 666 711


300 11130 301 316 400 9148 1203 1283


350 12145 572 610 400 1147 2716 2916


350 4146 5098 5407 400 9147 1692 1831


350 2146 2073 2208 350 12146 310 329


300 8146 611 644 450 11147 181 196


350 12146 834 885 250 6132 2216 2301




- -




(000S) (000S) (000S) (000S)




350 1134 $721 $759 350 12147 $1185 $1261


250 10143 790 822 400 3148 738 795


500 1149 1303 1407 400 3148 735 786


450 11148 540 581 450 4148 354 381


450 11148 417 448 450 5148 1061 1144


350 6149 529 564 450 6148 1133 1229


400 6149 3436 3658 450 6148 496 533


350 6149 1343 1419 400 7148 802 856


350 8149 665 702 450 6148 373 402


350 8149 686 725 450 7148 473 509


350 7149 448 473 450 8148 360 387


300 10149 535 562 350 8133 714 755


300 10149 291 305 350 9148 619 655


250 10149 1319 1367 400 9148 2305 2455


300 11149 1331 1395 400 11133 795 838


300 12149 1115 1172 350 11148 1777 1895


350 8147 1449 1536 450 11148 2131 2290


400 10147 324 348 400 8149 2880 3073


400 10147 3480 3735 300 12145 475 502


350 11147 1984 2112 450 9149 2357 2533


350 12147 1858 1969 400 3130 117 126



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




400 3131 $318 $347 300 9136 $636 $673


450 4131 369 403 300 10146 713 752


350 4131 199 210 250 10131 361 375


400 7131 205 224 250 10146 477 496


350 2132 452 485 300 11136 792 838


350 7132 571 613 250 11136 355 369


350 8132 313 336 250 12136 143 149


300 8132 163 173 300 1147 10548 11113


300 10132 882 938 300 2147 608 638


350 11132 423 455 350 3147 3349 3548


300 5133 900 955 350 6137 690 735


250 7133 272 284 350 7147 1728 1830


400 1134 381 416 400 7147 628 674


300 7135 794 842 350 7137 130 138


350 12135 331 356 450 7147 1178 1277


250 12130 1028 1067 300 9137 288 304


400 1146 461 498 450 10147 595 645


300 7146 2052 2156 350 11137 214 228


300 7136 442 467 350 11147 1842 1952


300 8146 1450 1535 450 11147 181 196


300 9146 661 697 300 11137 365 386




- -




(000S) (000S) (000S) (000S)




300 11132 $1002 $1053 300 12149 $660 $691


400 12147 339 364 250 1135 1466 1521


400 1148 1434 1528 350 1135 1459 1537


350 2148 1589 1678 250 1150 495 513


Pool MA3334

450 4148

Pool MA3385

450 6148

Pool MA3412

350 7138

Pool MA3413

400 7138

Pool MA3443

400 8148

Pool MA3444

450 8148

Pool MA3467

400 9148

Pool MA3492

400 10138

Pool MA3547

300 12133

Pool MA3590

400 2139

1204

457

429

158

530

439

517

138

741

138

1298

492

456

170

565

473

551

148

775

148

138 101122


188 7721

170 82521

300 101221

163 122021

138 21723

550 71536


238 11322

275 61923

675 31531


287 122521


1000

3500

2200

3000

4000

3500

500

1500

1000

1200

91

1012

3566

2203

3120

4085

3594

772

17340

1553

1071

1866

93



350 7149

Pool MA3695

720 759 K020 Class A2

237 52522 150 153

300 7134

Pool MA3744

300 8149

Pool MA3765

250 9149

Pool MA3870

250 12149

328

910

1300

494

343

953

1346

512


231 82522


257 92522

350

200

358

206



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




311 22523 $300 $314 321 32525 $250 $271


332 22523 250 263 333 52525 500 547


325 42523 300 316 331 92525 300 329


330 42523 227 241 300 122525 300 325


331 52523 365 389 275 12526 250 268


306 72523 350 370 267 32526 500 535


339 32524 295 318 253 52526 400 425


324 92524 300 324 265 82526 250 268


317 102524 300 324 312 92526 100 110


267 122524 200 212 324 42527 350 394


306 122524 200 215 312 62527 350 391




- -




(000S) (000S) (000S) (000S)




319 72527 $250 $281


324 82527 150 169


319 92527 200 225


330 112527 150 170


344 122527 150 172


335 12528 150 171


360 12528 150 173


365 22528 150 174


390 42528 200 235


385 52528 200 234


385 62528 150 176



393 62528 $200 $237


393 72528 200 235


390 82528 200 238


392 92528 350 415


405 92528 200 240


386 112528 200 237


342 22529 500 577


351 32529 150 174


330 42529 300 345


298 52529 200 225


290 62529 300 336



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




254 102529 $250 $273 399 52533 $100 $118


225 22552 250 267 399 82533 100 122


187 32553 200 207 279 12522 250 257


372 12531 100 121 273 62522 64 66


379 12534 100 120 309 82522 250 258


347 32531 100 122 241 32523 250 257


354 32534 100 119 245 82523 250 259


299 52531 100 110 314 102524 200 214


306 42534 100 115 359 12525 200 218


342 42532 100 118 360 22525 150 163


375 42533 100 125 370 52525 400 440




- -




(000S) (000S) (000S) (000S)




375 82525 $500 $553


321 22526 200 218


286 52526 150 161

Pool QA0127

350 6149 2132 2277

Pool QA1132

350 7149 1046 1104

Pool QA1263

350 7149 1096 1174

Pool QA4699

300 11149 763 799

Pool QN0818

250 10134 1013 1051

Pool RA1196

400 8149 4352 4643

Pool RA1501

300 10149 647 678

Pool SD0163

300 12149 1544 1621

Pool SD8019

450 10149 1841 1979

Pool SD8023

250 11149 983 1018

Pool SD8029

250 12149 986 1021

Pool SD8037

250 1150 990 1026

Pool ZA1036

450 2140 202 221

Pool ZA1159

350 4142 481 518

Pool ZA1165

350 4142 994 1066

Pool ZA1254

300 10142 2243 2371


Pool ZA1334

350 7142 $338 $363

Pool ZA1361

350 5143 423 454

Pool ZA1375

400 9144 322 348

Pool ZA1378

350 10144 460 492

Pool ZA2773

250 8127 174 181

Pool ZA3862

250 5131 612 638

Pool ZA4194

300 4143 406 430

Pool ZA4214

300 5143 641 679

Pool ZA4715

400 9146 2071 2241

Pool ZA5107

400 11147 689 739

Pool ZA5642

400 9148 1774 1891

Pool ZA5950

450 11148 3209 3450

Pool ZI6135

500 9134 653 737

Pool ZI6854

450 12137 51 55

Pool ZI7645

500 6138 218 239

Pool ZI8519

450 2139 40 44

Pool ZI9157

450 9139 1165 1275

Pool ZI9349

450 10139 668 732

Pool ZI9657

450 1140 565 618

Pool ZI9862

450 3140 346 383

Pool ZI9939

450 4140 237 260



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




450 10140 $332 $364 300 6143 $793 $839


400 1141 398 432 300 7143 594 628


400 1141 312 337 300 8143 1026 1084


400 2141 680 734 350 8143 366 392


450 3141 280 307 400 2144 608 661


200 5128 755 779 350 7144 2166 2321


250 4130 679 707 400 7144 1648 1782


250 7130 463 480 400 11144 565 607


450 7141 365 400 400 11145 747 806


450 8141 943 1033 350 12145 599 640


400 9141 177 191 300 6146 983 1038


350 11141 229 246 300 10146 918 969


350 6142 628 674 300 11146 1354 1428


400 6142 1239 1341 350 12146 2546 2701


350 8142 1021 1102 350 6147 314 335


350 8142 967 1038 350 8147 1133 1205


300 1143 3166 3343 350 9147 1432 1517


300 1143 679 718 350 10147 2456 2607


300 2143 313 331 400 11147 3347 3599


350 5143 1682 1805 350 11147 604 640


300 5143 330 349 350 11147 1236 1313



- -




(000S) (000S) (000S) (000S)




350 12147 $491 $520 400 6142 $1356 $1466


350 1148 1345 1426 400 8142 748 809


350 2148 1121 1188 250 7143 575 599


400 3148 858 918 350 1145 748 802


450 5148 785 847 350 3145 1505 1610


400 7148 701 746 450 7144 359 393


500 7148 532 574 350 2142 609 653


400 8148 541 576 300 7143 1956 2068


400 9148 1148 1224 350 10143 799 857


450 10148 737 792 300 9144 336 354


350 11148 1269 1353 300 11144 3481 3676


350 2149 500 529 400 1145 971 1049


450 8134 20 22 350 3145 1329 1416


500 12135 194 216 300 6145 604 638


500 8137 24 26 350 6145 1056 1125


500 9138 48 54 300 7145 1467 1551


500 3138 109 121 400 8145 332 359


450 2139 131 143 300 9145 4399 4646


450 11139 313 345 350 9145 811 863


450 4140 406 445 400 10145 449 485


350 7142 519 556 400 11145 417 451



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



Pool ZS4642

350 12145

Pool ZS4655

350 3146

Pool ZS4667

300 6146

Pool ZS4671

300 8146

Pool ZS4677

300 9146

Pool ZS4682

300 10146

Pool ZS4703

300 2147

Pool ZS4722

350 6147

Pool ZS4730

350 8147

Pool ZS4740

400 10147

Pool ZS4743

350 11147

Pool ZS4745

450 11147

Pool ZS4747

350 12147

Pool ZS4748

400 12147

Pool ZS4749

450 12147

Pool ZS4752

400 1148

Pool ZS4759

350 3148

Pool ZS4769

400 5148

Pool ZS4773

450 6148

Pool ZS4781

450 7148

Pool ZS4785

400 8148

$1550

801

1015

2209

616

812

529

933

352

1417

2149

1269

567

1490

419

1238

1363

918

257

590

730

$1651

853

1072

2330

649

857

558

988

373

1524

2278

1375

598

1599

453

1332

1453

977

277

635

777



Pool ZS6948

250 11128 $444 $463

Pool ZS8023

200 8132 117 121

Pool ZS8495

250 8128 1721 1787

Pool ZS8628

200 11131 195 201

Pool ZS8639

200 1132 66 68

Pool ZS9449

350 8145 812 867

Pool ZS9495

350 10145 1160 1243

Pool ZS9580

350 12145 1151 1226

Pool ZS9618

350 3146 1954 2094

Pool ZS9805

300 9146 1100 1162

Pool ZS9813

300 9146 1078 1138

Pool ZS9827

300 10146 848 895

Pool ZS9828

300 10146 877 925

Pool ZT0000

300 1147 3166 3346

Pool ZT0074

350 3147 3717 3954

Pool ZT0495

450 8148 322 346

Pool ZT0524

450 9148 1042 1127

Pool ZT0712

400 10148 1068 1138

Pool ZT0787

400 10148 1130 1203

Pool ZT1702

400 1149 2238 2384

Pool ZT2091

300 6134 403 422

193246



- -




(000S) (000S) (000S) (000S)




500 11133 $33 $36 600 9138 $17 $18


500 1134 43 48 550 11138 176 199


550 11134 197 222 500 3140 157 173


550 1135 191 211 500 11126 8 9


550 11135 89 99 500 4129 85 92


500 7135 16 18 400 1131 315 344


500 1136 53 59 450 5131 158 173


600 8136 6 7 350 2132 198 213


650 8136 11 12 400 10131 258 281


550 12136 114 125 350 11131 195 209


500 3137 122 136 350 8132 308 331


550 3137 12 14 400 1135 141 154


550 4137 126 142 300 5135 260 275


550 10136 193 218 300 12135 274 291


550 12135 32 35 300 6136 311 329


550 9137 13 15 300 9136 334 354


700 10137 15 18 250 11136 213 223


550 9137 122 133 300 1137 141 149


600 11137 17 20 300 9137 360 381


500 2138 73 81 300 10137 299 317


700 2138 21 22 350 1138 383 407



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




400 1138 $140 $151 600 11137 $44 $51


350 7138 273 290 700 11137 19 22


400 8138 348 374 650 11137 257 294


500 1128 96 104 600 3138 46 53


300 3132 198 211 500 5138 82 91


300 2127 349 366 550 6138 68 77


350 8127 639 673 600 7138 135 156


500 2136 91 101 650 9138 68 78


550 3136 13 15 500 11139 236 261


600 11136 146 168 500 8140 134 148


600 11136 5 5 550 8140 599 679


500 11134 46 51 550 12139 547 619


600 1137 6 7 500 10141 491 544


650 1137 11 12 600 5140 152 175


600 4137 567 653 700 3137 26 32


600 4137 7 8 550 4137 31 35


600 6137 19 22 500 4139 646 715


500 6136 76 84 450 9120 1 1


550 8136 35 40 400 1122 7 7


600 9137 21 24 500 9121 2 2


600 9137 38 44 450 4122 5 5



- -




(000S) (000S) (000S) (000S)



Pool G12868

500 11122 $24

Pool G12869

500 9122 16

Pool G13136

450 5123 28

Pool G13151

600 3123 17

Pool G13201

450 7123 17

Pool G13433

550 1124 24

Pool G14168

550 12124 27

Pool G14239

400 9126 588

Pool G14554

450 7126 44

Pool G14891

300 10128 264

Pool G15134

300 5129 189

Pool G15468

350 12129 372

Pool G16562

350 8133 768

Pool G16600

300 7133 2737

Pool G16774

350 2134 678

Pool G16786

400 4134 786

Pool G18220

600 11122 4

Pool G18420

300 1127 454

Pool G18438

250 6127 223

Pool G18442

350 8127 364

Pool G18571

250 10130 366

$26

17

29

17

17

25

28

621

46

278

199

394

815

2884

714

829

4

475

232

383

380


Pool G18601

300 5131

Pool G18626

250 1132

Pool G18664

350 10132

Pool G18681

300 3133

Pool G30327

450 1127

Pool G30835

350 12135

Pool G31020

250 2137

Pool G31057

300 2138

Pool J00991

400 1121

Pool J02541

400 9120

Pool J03041

600 7121

Pool J03736

550 11121

Pool J05307

450 8122

Pool J06175

500 5121(12)

Pool J06465

600 11122

Pool J06476

550 11122

Pool J08098

550 6123

Pool J08202

500 7123

Pool J08454

500 8123

Pool J08913

550 10123

Pool J09148

500 12123

continued

$497 $522

2704 2808

313 330

1233 1295

17 18

274 295

80 84

381 401

2 3

1 1

3 3

6 6

4 4

mdash mdash

1 1

7 8

2 2

8 8

11 12

10 10

28 29



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




500 2124 $34 $36 300 9128 $777 $818


500 3124 27 28 250 8130 220 230


400 11124 25 26 250 8130 175 183


450 4125 227 241 250 10131 666 693


Pool J16932 Pool TBA 300 10126 221 232 4150(13) 7000 7387

Pool J17055

300 11126

Pool J17232

300 11126

Pool J17932

300 3127

Pool J20834

250 10127

Pool J21601

250 12127

Pool J22069

250 1128

Pool J22986

250 3128

Pool J30435

300 1130

Pool J32244

300 7130

Pool J34252

350 4131

Pool K90071

300 2133

Pool K90641

350 6133

Pool K90791

300 7133

Pool K91490

350 1134

Pool K92325

300 1135

119

193

297

421

1410

104

877

469

1631

93

717

90

311

543

410

125

203

311

438

1464

109

915

494

1711

99

758

97

331

576

434


Pool 510835

550 21535 25

Pool 553463

350 11542 574

Pool 597889

550 61533 137

Pool 614169

500 71533 37

Pool 616879

350 21542 404

Pool 617739

600 101537 9

Pool 634431

600 91534 15

Pool 641416

550 41535 142

Pool 646341

600 111536 27

Pool 648538

500 121535 58

Pool 651753

550 31536 9

Pool 670030

300 71545 503

Pool 675211

650 31538 6

Pool 675484

550 61538 54

Pool 676360

28

618

150

41

439

11

17

157

30

63

10

532

7

61

650 101537 5 6



- -




(000S) (000S) (000S) (000S)



Pool 682899

600 91540 $173 $197

Pool 687824

550 81538 95 108

Pool 687900

500 91538 112 123

Pool 687901

500 91538 70 78

Pool 692309

600 11539 53 60

Pool 697645

550 101538 35 40

Pool 698236

500 61539 251 279

Pool 698336

450 51539 282 312

Pool 699277

600 91538 8 9

Pool 700918

550 111538 104 118

Pool 700972

550 111538 21 24

Pool 701196

600 101538 5 6

Pool 703677

550 61539 104 115

Pool 704185

550 11539 30 34

Pool 704514

450 51539 467 523

Pool 704624

450 71539 1388 1554

Pool 717175

450 61539 263 294

Pool 719262

500 81540 130 144

Pool 720065

450 61539 890 996

Pool 720202

450 71539 210 231

Pool 723231

400 101539 214 231


Pool 723339

500 91539 $120 $134

Pool 726085

400 111524 64 67

Pool 728629

450 11540 345 380

Pool 733663

450 51540 1006 1114

Pool 736768

300 111542 903 960

Pool 737286

450 51540 356 398

Pool 737416

350 91525 59 62

Pool 738134

350 41526 122 128

Pool 738247

450 41541 154 170

Pool 745215

400 71525 55 58

Pool 747643

450 81540 499 552

Pool 760874

350 21526 111 117

Pool 768800

450 61541 64 71

Pool 773939

400 111541 451 497

Pool 778957

350 31542 528 578

Pool 782131

550 121536 41 46

Pool 782150

550 41537 47 54

Pool 782259

500 21536 94 104

Pool 782272

550 21538 84 95

Pool 782498

600 121538 42 48

Pool 782565

500 21539 977 1088



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



Pool 782584 Pool 4018

500 31539 $54 $60 650 82037 $67 $78

Pool 782675 Pool 4026

450 61524 50 53 500 92037 26 29

Pool 782696 Pool 4027

500 61539 226 252 550 92037 13 15

Pool 782831 Pool 4040

600 121539 30 34 650 102037 14 16

Pool 783176 Pool 4098

400 111540 567 614 550 32038 83 93

Pool 783467 Pool 4116

400 101541 1669 1810 650 42038 32 38

Pool 783740 Pool 4170

250 121527 181 188 600 62038 64 73


350 61542 34 37 550 72038 151 170


300 21543 355 382 500 92038 38 42


350 81542 134 145 550 92038 43 48


300 91542 194 206 600 92038 24 27


300 31543 317 340 650 102038 32 39


300 41543 360 382 550 112038 28 31


350 11545 200 217 600 12039 51 58

19087 Pool 4345


Pool 3570 Pool 4425

600 62034 41 47 550 42039 96 109

Pool 3665 Pool 4559

550 12035 112 126 500 102039 201 222

Pool 3852 Pool 4561

600 52036 18 21 600 102039 117 133

Pool 3879 Pool 4617

600 72036 54 62 450 12040 62 69

Pool 3910 Pool 4619

600 102036 28 32 550 12040 196 218

Pool 3994 Pool 4713

500 62037 18 21 450 62040 180 198



- -




(000S) (000S) (000S) (000S)



Pool 4747 Pool 626951

500 72040 $157 $174 300 62045 $661 $704

Pool 4881 Pool 737602

350 122040 675 721 400 112040 313 343

Pool 4882 Pool 752757

400 122040 1575 1717 450 112040 362 398

Pool 4923 Pool 755677

450 12041 150 165 400 122040 230 250

Pool 5050 Pool 766711

400 52026 104 109 400 52042 1068 1159

Pool 5081 Pool 782433

400 62041 246 268 600 102038 92 105

Pool 5082 Pool 783976

450 62041 254 280 350 42043 3257 3483

Pool 5083 Pool 784345

500 62041 1007 1113 350 72047 826 908


400 72041 987 1076 300 12043 1050 1121


500 82041 135 149 300 22043 1561 1677


450 92041 140 155 300 32043 1045 1116


500 92041 653 721 350 32043 384 413


350 102041 384 411 350 42043 146 157


400 102041 242 264 350 112042 555 591


350 112041 754 806 350 22043 662 711


550 122041 16 18 350 32043 385 414


400 12042 270 294 400 82043 1063 1154


350 22042 282 301 350 72044 320 343


550 22042 118 132 350 82045 2795 3005


300 32027 300 313 400 102044 753 817


350 32042 452 483 350 12045 1993 2143



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




350 82045 $1806 $1943 250 62028 $441 $458


400 82045 753 814 300 62043 929 998


350 72047 441 475 350 82043 671 717


450 62048 909 979 350 92043 389 416


250 42027 117 121 400 42044 216 236


350 42042 455 487 400 52044 232 252


350 52042 1014 1085 400 92044 1247 1359


350 72042 529 566 300 122044 188 201


350 82042 986 1055 350 12045 731 777


500 82042 231 256 400 12045 261 284


300 92042 2129 2285 300 32045 412 442


350 92042 429 459 300 42045 1079 1158


300 12043 507 544 350 42045 419 445


300 32028 136 142 300 62045 1181 1268


250 32043 186 196 350 62045 380 404


300 32043 742 797 300 72030 597 624


350 32043 861 921 300 72045 921 988


300 42043 907 974 350 82045 1099 1168


350 42043 290 311 300 92045 1233 1324


300 52043 867 931 400 92045 965 1051


350 52043 774 828 300 102045 241 259



- -




(000S) (000S) (000S) (000S)




350 102045 $4657 $4974 250 92031 $217 $225


400 102045 519 567 300 92046 2068 2214


350 112045 844 898 350 92046 2740 2931


400 112045 1891 2061 250 102046 136 143


350 122045 1805 1920 300 102046 1363 1458


450 12046 1008 1100 250 112046 1038 1092


350 32046 1639 1742 300 112046 6471 6916


400 32046 436 475 250 122031 115 119


300 42046 1033 1105 250 122046 70 74


350 42046 1649 1756 350 12047 1374 1448


300 52046 1670 1792 400 32047 627 673


350 52046 1006 1070 350 42047 492 518


400 52046 422 456 300 62047 2201 2344


300 62046 2013 2157 450 62047 858 927


350 62046 1327 1411 300 82032 180 188


250 72031 153 158 350 82047 2111 2243


300 72031 193 201 300 92047 5250 5558


300 72046 2370 2540 350 92047 3445 3677


350 72046 1972 2108 350 102047 2144 2277


300 82046 910 975 400 112047 298 320


350 82046 907 965 350 122047 2135 2255



- -

ndash

MARCH 31 2020


(000S) (000S) (000S) (000S)



Pool MA4901

400 122047 $4149 $4420

Pool MA4962

350 12048 2064 2190

Pool MA4963

400 12048 772 831

Pool MA5077

350 32048 2358 2501

Pool MA5137

400 42048 406 436

Pool MA5191

350 52048 1365 1448

Pool MA5264

400 62048 948 1013

Pool MA5265

450 62048 1039 1112

Pool MA5266

500 62048 1203 1293

Pool MA5330

400 72048 1248 1333

Pool MA5331

450 72048 2088 2239

Pool MA5398

400 82048 858 920

Pool MA5399

450 82048 968 1027

Pool MA5466

400 92048 2062 2195

Pool MA5467

450 92048 1163 1242

Pool MA5528

400 102048 1206 1289

Pool MA5529

450 102048 215 230

Pool MA5564

350 112033 519 544

Pool MA5595

400 112048 420 451

Pool MA5653

500 122048 1718 1840

Pool MA5818

450 32049 1283 1364



Pool MA5931

400 52049 $2838 $3012

Pool MA5985

350 62049 2708 2856

Pool MA6040

400 72049 3688 3913

Pool MA6217

250 102049 789 825

Pool MA6337

250 122049 596 623

Pool MA6338

300 122049 7148 7569

Pool MA6409

300 12050 1990 2107

182589


525 91539 1650 2524


Pool TBA

4150(13) 32000 33563


(Cost $796566) 830060



625 81523 1550 1861

763 21525 165 223

613 111527 5000 7085

450 21536 475 728

438 21538 1000 1560

450 51538 1700 2692

350 21539 2500 3562

425 51539 2000 3111

450 81539 2000 3205

438 111539 2000 3168

463 21540 3000 4906

438 51540 1000 1590

375 81541 4000 5945

313 21542 2000 2735

275 81542 3000 3873

275 111542 4000 5174

363 21544 5000 7406

338 51544 6000 8583



- -




(000S) (000S) (000S) (000S)



313 81544 $5500 $7591

300 111544 7000 9490

250 21545 6000 7502

300 51545 6000 8173

300 111545 15000 20568

250 51546 8000 10093

225 81546 5000 6036

288 111546 5000 6765

300 51547 8000 11089

275 81547 7000 9274

275 111547 8000 10612

300 21548 8000 11106

313 51548 5000 7084

300 81548 16000 22225

300 21549 15000 20899

288 51549 13500 18421

225 81549 5000 6091

238 111549 7070 8808

269234


238 31521

238 41521

138 53121

113 63021

163 63021

213 63021

213 81521

288 101521

150 103121

200 111521

163 123121

188 13122

250 21522

113 22822

188 33122

175 63022

163 81522

175 93022

188 103122

200 113022

213 123122

150 22823

263 22823

20000

5000

12000

10000

3000

1740

36000

20000

2000

20000

25000

25000

25000

25000

10000

100000

5000

10000

10000

10000

5000

5000

20000

20438

5116

12179

10127

3056

1784

36970

20821

2041

20590

25615

25759

26067

25415

10331

103438

5163

10372

10414

10457

5254

5178

21360


163 43023

275 43023

163 53123

275 53123

263 63023

275 83123

288 103123

275 111523

263 123123

238 22924

250 51524

200 53124

200 63024

238 81524

150 93024

150 103124

225 111524

150 113024

138 13125

275 22825

288 43025

213 51525

275 63025

300 93025

263 123125

163 21526

163 51526

150 81526

163 93026

200 111526

175 123126

225 21527

113 22827

225 81527

225 111527

275 21528

288 51528

288 81528

313 111528

263 21529

continued

$10000 $10408

15000 16133

1000 1042

23000 24778

5000 5375

25000 27065

10000 10906

5000 5436

5000 5430

20000 21591

20000 21761

5000 5342

25000 26730

9000 9786

5000 5254

7000 7362

10000 10859

15000 15795

10000 10476

15000 16721

2500 2811

10000 10865

5000 5604

20000 22768

10000 11222

20000 21299

10000 10672

10000 10616

10000 10703

10000 10952

10000 10800

10000 11152

10000 10390

15000 16830

15000 16866

5000 5829

5000 5895

15000 17738

10000 12072

15000 17532



-

ndash

-

MARCH 31 2020


(000S) (000S) (000S) (000S)



238 51529

175 111529

continued

$15000

15000

$17255

16479

952545


(Cost $1098192) 1221779


Arizona ndash 00


484 1141 110 147

California ndash 02


704 4150 150 239


691 10150 150 240


770 11130 135 139

730 10139 920 1414

763 3140 405 653

760 11140 400 666


755 4139 585 949


587 6140 300 422


675 8149 150 244


658 51539 250 327




676 7134 $290 $400


575 7134 335 430


695 7140 100 101


614 5149 100 138


695 11150 75 106


595 51545 150 202

6670



585 31532 300 368



559 12134 30 37

Georgia ndash 00


666 4157 100 134


664 4157 69 90

706 4157 298 392



616

- -




(000S) (000S) (000S) (000S)


Illinois ndash 01


690 12140 $300 $403


620 12140 140 168


510 6133 705 700

1271



450 8131


572 81539

250

100

295

135

430



525 11134 100 120

Nevada ndash 00


682 7145 200 265

New Jersey ndash 00


656 121540 200 267


610 121528 300 308


741 1140 125 183



567 5140 $145 $192

950

New York ndash 01


734 111539 75 107


669 111540 100 130

681 111540 60 78


575 61541 200 287

572 61542 250 361


577 8136 300 381


552 10137 100 120

585 6140 85 114


560 31540 250 303


563 31539 75 89


577 31539 100 109



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




665 12131 $225 $228


565 11140 350 471


565 11140 200 269


493 10151 250 310

3357

Ohio ndash 01


645 21544 200 280


808 21550 300 506


604 111540 145 149


491 6140 190 226


480 6111(4) 200 241


488 12134 90 101

1503


Oregon ndash 00


583 111534 $200 $275



500 91527 200 232

Tennessee ndash 00


673 7143 100 145

Texas ndash 01


502 12148 180 241


645 21535 200 201


629 3132 260 322


672 1149 125 198


599 2139 200 280


552 4139 200 275


518 4130 300 361



-ndash




(000S) (000S)




479 81546 $100 $116

1994

Utah ndash 00


354 7125 95 100

Washington ndash 00


549 11139 80 92


679 7140 100 122


514 8140 100 137

351


(Cost $14516) 18831

NUMBER OF SHARES

VALUE (000S)

OT H E R ndash 0 0


Total Other

(Cost $39) mdash





(Cost $64483)

64482831 $64483

64483


(Cost $2781358)


2965523

(29451)












1Y - 1 Year

3M - 3 Month




Gtd - Guaranteed




MARCH 31 2020











US Treasury 480

US Agency 195

AAA 55

AA 29

A 105

BBB 114

Cash Equivalents 22

Total 1000






LEVEL 2 (000S)

LEVEL 3 (000S)

TOTAL (000S)











ndash -




(000S) (000S) (000S) (000S)



600 21526 $10 $13 250 51546 $400 $505

650 111526 75 104 225 81546 375 453

638 81527 65 92 288 111546 300 406

613 111527 75 106 300 21547 400 554

550 81528 50 70 300 51547 350 485

525 111528 100 139 275 81547 350 464

613 81529 50 75 275 111547 350 464

625 51530 75 116 300 21548 390 541

538 21531 100 149 313 51548 425 602

450 21536 140 215 300 81548 400 556

475 21537 25 40 338 111548 450 668

500 51537 50 82 300 21549 550 766

438 21538 50 78 288 51549 450 614

450 51538 95 150 225 81549 450 548

350 21539 100 142 238 111549 475 592

425 51539 100 156 200 21550 1000 1159

450 81539 100 160 21627 438 111539

463 21540

438 51540

388 81540

425 111540

475 21541

438 51541

375 81541

313 111541

313 21542

300 51542

275 81542

275 111542

313 21543

288 51543

363 81543

375 111543

363 21544

338 51544

313 81544

300 111544

250 21545

300 51545

288 81545

300 111545

250 21546

200

185

190

150

175

145

140

150

145

200

155

230

315

205

375

350

430

400

300

425

455

450

400

425

380

400

317

303

302

225

275

242

225

223

198

274

208

297

407

281

495

517

647

592

429

587

617

563

545

569

521

504


125 33121

225 33121

238 41521

138 43021

225 43021

263 51521

313 51521

138 53121

200 53121

213 53121

263 61521

113 63021

163 63021

213 63021

263 71521

113 73121

175 73121

225 73121

213 81521

275 81521

113 83121

150 83121

200 83121

275 91521

113 93021

200

500

250

300

725

350

275

400

250

250

300

350

250

350

300

300

300

325

400

350

300

350

250

350

350

202

511

256

304

742

360

284

406

255

256

309

354

255

359

310

304

306

334

411

362

304

356

256

363

355



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



150 93021 $400 $408 163 83122 $350 $361

213 93021 250 257 188 83122 275 286

288 101521 350 364 150 91522 200 206

125 103121 350 356 175 93022 295 306

150 103121 250 255 188 93022 300 312

200 103121 250 257 138 101522 350 360

200 111521 375 386 188 103122 225 234

288 111521 250 261 200 103122 300 313

150 113021 400 409 163 111522 755 782

175 113021 250 256 200 113022 450 471

188 113021 250 257 163 121522 600 622

263 121521 350 364 213 123122 525 552

163 123121 600 615 150 11523 650 672

200 123121 300 309 175 13123 275 286

213 123121 225 232 238 13123 250 265

250 11522 250 260 138 21523 2250 2321

138 13122 1000 1021 200 21523 475 498

150 13122 250 256 150 22823 250 259

188 13122 300 309 263 22823 350 374

200 21522 325 336 050 31523 400 403

250 21522 275 287 150 33123 200 207

113 22822 2400 2440 250 33123 350 373

175 22822 250 257 163 43023 175 182

188 22822 150 155 275 43023 350 376

238 31522 300 313 175 51523 525 549

038 33122 400 401 163 53123 200 208

175 33122 260 268 275 53123 350 377

188 33122 300 310 138 63023 250 259

225 41522 380 396 263 63023 375 403

175 43022 300 310 125 73123 350 361

188 43022 250 259 275 73123 375 405

175 51522 275 284 250 81523 300 322

213 51522 250 260 138 83123 250 259

175 53122 250 258 275 83123 350 379

188 53122 300 311 138 93023 250 259

175 61522 400 414 288 93023 380 414

175 63022 250 259 163 103123 300 314

213 63022 200 209 288 103123 350 382

175 71522 250 259 275 111523 350 381

188 73122 400 415 213 113023 300 320

200 73122 200 208 288 113023 400 437

150 81522 200 206 225 123123 250 268

163 81522 250 258 263 123123 400 434



- -




(000S) (000S) (000S) (000S)



225 13124 $300 $322 288 113025 $300 $340

250 13124 250 271 263 123125 300 337

275 21524 550 601 263 13126 150 168

213 22924 300 321 163 21526 450 479

238 22924 300 324 250 22826 350 391

213 33124 600 643 225 33126 350 386

200 43024 250 267 238 43026 225 250

225 43024 300 323 163 51526 650 694

250 51524 575 626 213 53126 175 192

200 53124 550 588 188 63026 325 352

175 63024 425 450 188 73126 300 325

200 63024 300 321 150 81526 520 552

175 73124 250 265 138 83126 350 369

213 73124 250 269 163 93026 250 268

238 81524 525 571 163 103126 300 321

125 83124 400 416 200 111526 500 548

188 83124 250 266 163 113026 350 375

150 93024 400 420 175 123126 300 324

213 93024 300 324 150 13127 925 984

150 103124 450 473 225 21527 510 569

225 103124 300 326 113 22827 1300 1351

225 111524 550 597 063 33127 250 251

150 113024 300 316 238 51527 500 564

213 113024 200 216 225 81527 500 561

175 123124 400 426 225 111527 550 618

225 123124 250 272 275 21528 550 641

138 13125 1300 1362 288 51528 625 737

250 13125 200 220 288 81528 590 698

200 21525 625 673 313 111528 675 815

113 22825 1650 1710 263 21529 600 701

275 22825 215 240 238 51529 600 690

050 33125 250 252 163 81529 700 760

263 33125 300 333 175 111529 925 1016

288 43025 300 337 150 21530 925 996


200 81525 550 595

275 83125 300 337

300 93025 300 341

300 103125 200 228

225 111525 645 709



ndash

MARCH 31 2020





(Cost $1481)

1481143 $1481

1481


(Cost $93553)


102951

94









US Treasury 986

Cash Equivalents 14

Total 1000






LEVEL 2 (000S)

LEVEL 3 (000S)

TOTAL (000S)

























MARCH 31 2020




















Bond Index $4611 $(4611)








UNDISTRIBUTED


Bond Index $2086 $5818 $184157




DISTRIBUTIONS FROM


Bond Index $89033 $2541




DISTRIBUTIONS FROM











MARCH 31 2020









CONTRACTUAL


Bond Index 013 015


















PURCHASES SALES


Bond Index $488729 $1103627 $551647 $1309440





Bond Index $201327 $(17169) $184158 $2781365





Bond Index 72407 $779968 2518 $27064 (98122) $(1060146) (23197) $(253114)




MARCH 31 2020




Bond Index 122616 $1251232 2371 $24194 (104763) $(1068991) 20224 $206435






























Basis for Opinion












Bond Index $5818




















BO N D I N D E X



Actual 015 $100000 $103420 $076

Hypothetical 015 $100000 $102425 $076




Actual 016 $100000 $107490 $083

Hypothetical 016 $100000 $102420 $081















bull None








2003 to 2015




bull Nasdaq Inc



bull None




















Darek Wojnar(4)
















































BOND INDEX FUND1234











P ROX Y VOT I N G














N O R T H E R N


HIGHER RISK

REWARD

LOWER RISK

REWARD

GR

OW

THIN

CO

ME

LIQ

UID

ITY

EQUIT Y FUNDS














e



FIX

AN

R IN

DX

(52

0)















$9000 22707 33120



















$38924 $40875$45000

$40000

$35000

$30000

$25000

$20000

$15000

$10000

$5000 11193 33120











ASSETS










LIABILITIES






Management fees

Custody fees


Transfer agent fees

Trustee fees


Total Liabilities

mdash

40415

5875

1438

76

18

11

96

10

66

48005

1424

mdash

mdash

33

3

1

mdash

3

4

29

1497

Net Assets $2936072 $103045




Net Assets $2936072 $103045



265704

$1105

4331

$2379

Investments at cost


$2716875

64483

$92072

1481







INVESTMENT INCOME




EXPENSES


Custody fees 279 14


Blue sky fees 27 19

SEC fees 1 mdash

Printing fees 24 12

Audit fees 35 19

Legal fees 46 24


Trustee fees 36 9

Other 41 13

Total Expenses


Net Expenses

5437

(857)

4580

257

(106)

151




Investments


35532 539


Net Gains 181451 9215








OPERATIONS





$79101

35532

145919

260552

$80293

(7617)

54640

127316

$1866

539

8676

11081

$1667

(373)

1970

3264




(253114)

(253114)

206435

206435

9021

9021

1735

1735

DISTRIBUTIONS PAID



(91564)

(91564)

(83499)

(83499)

(1866)

(1866)

(1667)


NET ASSETS

Beginning of year

End of year

(84126)

3020198

$2936072

250252

2769946

$3020198

18236

84809

$103045

3332

81477

$84809

















Total Return(1)


901 433 113 014 190



$2936072 $3020198 $2769946 $2496618 $2630015
























Total Return(1)


1329 403 024 (163) 225



$103045 $84809 $81477 $108599 $123516










ndash -




(000S) (000S) (000S) (000S)




329 51523 $150 $151


295 51523 50 50


317 31525 50 49


352 101523 200 200


406 111530 100 95


284 31524 200 198


306 41526 150 144

887

Automobile ndash 03


312 71723 100 102


184 61724 100 100


192 11525 100 101


274 12822 60 59


297 32023 125 125


342 41823 100 100


326 11824 100 99




358 101824 $100 $100


374 101824 100 100


160 111524 100 98


163 81525 100 98


233 51523 100 100


336 91523 200 203


268 31524 200 202


277 121624 200 201


218 81524 100 100


230 41525 100 99


189 121624 150 150


264 121523 100 100


222 101522 100 100


227 111522 100 100


235 41523 100 100



- -




(000S) (000S) (000S) (000S)




250 51524 $100 $100


278 91523 125 127


167 122022 100 98


170 122023 100 98


297 111623 100 101


265 21624 100 101


271 81624 100 101


218 41624 100 100


175 71624 100 101


198 112023 100 101


330 71525 100 102


283 32023 150 152


252 62123 200 202



185 81525 $100 $101


196 21523 100 100


320 121522 150 152


200 101722 100 100


194 31524 100 100


276 31522 200 201


227 71522 150 150


229 41525 100 99


195 101623 100 100


322 61523 200 204


250 111523 100 101


195 51526 100 100


407 81524 50 49


342 41525 50 50


365 41525 50 47



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




212 21523 $100 $101


318 31523 200 203


257 81523 100 101


199 21825 100 98


166 51524 100 100


214 111524 50 50


302 112122 100 102


333 41524 100 103


196 121624 100 99


203 121525 100 98


170 11723 100 98


203 111522 100 99

6927



317 71549 300 302


344 91560 250 265




354 111554 $250 $269


369 21561 100 108


405 31561 200 221


426 51561 300 339


422 81561 100 113


413 91560 100 106


423 91560 200 226


441 111561 300 344


333 51562 200 212


318 81561 300 317


301 91562 250 261


265 11563 200 202


240 31563 400 394


358 51552 200 211


292 81552 100 101


431 121551 150 169


264 21553 200 197


357 11551 250 258


388 21551 150 164



- -




(000S) (000S) (000S) (000S)




385 41051


403 41051


398 71551


408 71551


421 71551


420 101051


438 51553


451 51553


423 11552


312 81552


273 21553


229 31553


269 91543


331 111550


351 51050

ndash 13 continued

$500 $521

100 111

100 105

100 106

400 447

400 425

300 320

300 343

100 112

125 131

200 204

200 196

100 102

250 257

250 270



343 81550 $250 $268


346 111350 200 212


428 81551 200 225


291 81557 150 154


387 11048 300 315


328 51058 250 256


346 81550 250 266


302 91045 383 389


437 91046 350 373


465 91046 100 104


364 101047 100 103


314 21048 200 203


372 91548 200 209


321 51049 250 262


315 111549 150 152



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




362 21049 $300 $319


331 41049 250 256


333 41549 250 256


347 91550 250 261


401 31051 100 111


423 61051 200 222


441 111051 200 222


315 81545 335 341


421 81046 100 106


405 101046 300 317


422 71045(1) (2) 200 209


294 11046 121 122


396 21047 420 443


380 81047 300 316


384 91047 500 523




364 121047 $250 $259


370 81048 500 534


335 21048 200 205


318 21048 500 519


390 71050 200 210


423 51051 200 217


351 41550 225 233


372 81548 500 524


309 11549 100 100


350 111549 200 205


442 111551 300 328


403 41551 100 106


256 31553 200 197


333 61050 250 267


294 21046 100 102



- -




(000S) (000S) (000S) (000S)




277 111045


314 61046


405 71046(1) (2)


424 81046


400 41047


393 91047


363 111047


338 51050


305 51049


285 101049


343 81050


347 111050


399 31051


316 71052


291 21353

ndash 13 continued

$171 $174

100 102

200 212

150 157

100 106

300 314

250 264

200 205

100 101

200 201

250 258

200 213

150 161

150 158

300 309



337 121547 $50 $50


400 41547 500 530


380 71547 500 528


364 111547 200 211


367 111547 150 158


382 71548 200 214


314 61549 100 105


314 121549 150 158


287 81549 200 204


314 81549 100 98


369 31550 300 325



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




341 101550 $200 $212


372 31550 350 377


345 91550 100 106


403 61551 500 524


339 61352 200 208


415 81546(1) (2) 200 209


310 51546 200 202


406 21547 200 209


353 101548 100 103


333 51549 250 256


286 91549 250 250


418 71551 150 165




431 121551 $100 $114


441 101551 200 228


326 71552 250 265


270 21553 200 201


359 121550 200 217


346 61550 250 268


349 81550 250 259


343 81550 175 181


358 121550 100 106


368 121550 150 158


431 51551 200 220


424 61551 150 168


433 101551 200 227


445 121551 100 117


398 21551 150 157



- -




(000S) (000S) (000S) (000S)




412 31551


324 41046


292 101545


422 71546


317 21548


366 91558


318 41550


377 71558


372 121548


356 11559


343 31559


293 71548


307 111559


294 101549


292 111549

ndash 13 continued

$100 $111

250 254

132 135

100 104

100 102

250 260

200 203

300 313

300 314

200 207

250 258

100 100

250 253

200 206

150 150



342 91550 $250 $260


358 101550 100 105


359 121550 100 105


401 31551 150 165


421 51551 155 172


430 11552 100 109


373 51552 200 212


273 21553 100 100


356 31548 50 51


284 31548 251 253


300 51545 500 503


334 61546 150 152


442 91546 250 263


363 111547 250 259


405 31547 100 107

36959



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




235 51525 $100 $102 206 81528 $200 $200


301 101525 150 156 216 91524 200 204


299 121523 250 254 277 31523 150 152


306 21524 200 204 153 11525 200 201


287 101524 250 258 615 61539 150 193


300 91523 250 254 219 112023 100 102


310 121523 200 204 329 52325 100 103


174 11525 200 202 321 12724 150 157


196 51525 100 99 396 101330 200 234


166 61724 100 100 239 71524 150 152


243 11525 200 202 303 81525 200 205


229 71525 200 197 311 11624 200 204


301 21524 200 202 304 71524 200 206


284 121524 250 257 295 31525 200 202


172 81524 200 202 234 61525 200 197




- ndash




(000S) (000S) (000S) (000S)






262 101525



Boeing (The) Co

795 81524 1400 1583

297 31524 100 100 285 103024 110 100



347 51526 100 103 330 3135 55 48



203 41525 100 99 350 3145 500 424





Other ndash 00 355 11526 600 643






303 101525


150 152

505 111540

475 6143

403 101547


250

250

60

308

300

69

438 11123 59 60 250 11523 500 503


Class A3 438 61545 350 390

381 2135 100 97 Raytheon Co

467 470 121541 100 117


(Cost $50614) 51770 350 31527 500 517



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



413 111628 $750 $823 540 4148 267 195


605 6136 600 796 420 3121 1245 1198

613 71538 175 251 320 7621 485 462

570 41540 500 640 345 41022 50 47

450 6142 450 520 370 5923 1050 945

375 11146 750 785 400 10626 750 637

13575 565 11729 150 130




615 8122 171 176 190 4821 160 159


Series 2019-1 Class AA 225 101823 545 534

415 82531 1778 1844 8384

2020 Banks ndash 10


NIKE Inc 600 101536 250 333

238 11126 250 254 Citibank NA

363 5143 75 82 340 72321 250 255


855 255 51321 250 250


Aptiv Corp 430 12325 250 262

415 31524 300 295 Discover Bank


438 31545 170 167 270 2630 250 216



825 3138

570

275

593



170 9921

260 111622

400

500

125

395

492

124

225 61421

288 10121

HSBC Bank USA NA

200

250

200

252

363 101023 500 508 700 11539 350 456


850 11831

Ford Motor Co

475 11543

General Motors Co

500 4135

625 10243

175

254

500

550

237

144

375

434

350 62324


315 31421


355 10623

1000

500

1000

1006

501

1037




- -




(000S) (000S) (000S) (000S)



KeyBank NA 413 81523 $200 $206

330 6125 $250 $260 330 9924 1095 1140

MampT Bank Corp 300 21925 655 668

355 72623 100 105 300 42226 1365 1389


350 61822 150 153 430 72227 110 117


263 21722 750 758 131) 358 52228 (3) 585 595

270 11122 750 758 538 2735 425 501

295 13023 500 507 390 5145 950 1035

380 72523 1000 1056 440 61446 850 913


Inc 585 2137 250 317

330 3822 150 152 660 11538 300 410


315 51927 1000 1047 595 121536 100 125



Truist Bank 270 5122 1000 1024 300 2223 1361 1394 320 11227 250 269 275 5123 350 356 640 2139 200 278 363 91625 250 260 575 31540 935 1310 405 11325 600 621 515 111541 250 262 380 103026 250 263 565 61542 100 141



US Bank NA 460 9135 1000 1239 280 12725 250 258 480 4144 245 314


350 3822

250

1020

249

1040 6913

307 12423 480 485

345 21323 125 128



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)







13439 270 22123 250 253


3M Co 375 31527 100 98


325 21424 456 483 345 6127 205 210

338 3129 500 534 295 81529 795 780



275 2323 250 253 360 71522 65 68

Airgas Inc 360 81526 950 865






- -




(000S) (000S) (000S) (000S)




300 91523 245 197 345 6127 $500 $511

425 91524 485 409 Owens Corning

325 3125 145 114 340 81526 400 373




2396 363 12524 1125 1158



210 91222 665 675 225 5521 1180 1183


300 2924 1320 1390 475 71521 131 135

285 51124 1570 1668 320 13023 400 395

275 11325 1265 1334 375 42424 1000 1006

250 2925 55 58 330 103024 1050 1027

245 8426 225 236 375 72826 505 472

335 2927 370 403 375 3927 250 240


290 91227 1625 1734 450 13026 500 510

300 111327 1000 1072 Fiserv Inc

385 5443 230 273 385 6125 45 47

445 5644 75 96 350 7129 1500 1560

345 2945 55 62 440 7149 500 529


465 22346 250 332 200 112121 130 131

375 91247 150 184 380 112146 500 575


295 91149 500 532 425 81524 570 549


185 92021 1190 1198 Visa Inc

220 92023 750 789 315 121425 1250 1361

295 22826 375 399 415 121435 1000 1251

590 21539 690 991 365 91547 125 142


575 81540 170 198 620 62140 120 117


14588



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



395 8147 $100 $90 795 21531 $100 $136


305 91522 250 259 490 31529 350 376




396 320 73046


230 2622

310 81523

125

215

250

116

220

265



388 11228 250 233



200 72826 1000 997 500 51321 400 411

590 111532 125 164 570 12422 1000 1045

5238 410 72423 100 107


079) 300 122023 (3) 1379 1407 Cintas Corp No 2 413 12224 100 106




300 21527 1000 1028 094) 386 72324 (3) 1000 1046

730 111539 45 58 420 82624 280 298

600 111541 480 617 400 12225 1595 1679

515 51546 250 259 395 42125 1375 1446


450 11123 100 108


365 91524

Sonoco Products Co

438 11121

575 11140

250

25

150

268

26

200


445 3326

425 102226


760

500

100

744

539

106

104) 342 122028 (3) 1200 1238




- -




(000S) (000S) (000S) (000S)





775 51438 275 406 095) 351 12329 (3) 500 515

500 12144 955 1213 640 51538 1054 1508


199) 444 12048 (3) 500 560 540 1642 100 132




388 102523 200 206 138) 396 111548 (3) 740 856

375 61624 909 920 41651


139) 367 72428 (3) 710 735 560 7111 (4)

468 7114 (5)

190

15

310


115) 352 102728 (3)

663 61532

600 103133

613 82536

813 71539

588 13042

750

100

350

125

680

30

750

120

403

148

1067

38

389 7116 (6)


464 12144


467 9112 (7)

300

50

100

345

60

144

1143



463 51021 250 257 438 5842 250 255


435 81521 1865 1913 263 12121 310 317


363 51324 500 521 270 10922 580 563

388 91024 2250 2373 310 1923 500 504

390 71525 755 804 345 51524 520 514

775 71525 54 66 675 31532 150 178

320 61526 500 519 615 8737 150 171

800 42927 750 957 588 11438 400 461

363 12127 1250 1316 688 11039 300 371



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



335 12123 $260 $275 695 41529 $465 $572


381 112147 125 137 585 121525 660 522


625 12137 150 162 263 31523 670 651

420 3149 100 110 315 4125 145 142


385 121525 220 249 713 31533 690 555


5300 280 11122 260 199


ViacomCBS Inc 520 6145 1000 633


370 81524 825 805 270 21523 725 429

438 31543 490 434 620 31540 235 106

585 9143 300 307 440 41546 65 28

525 4144 30 32 410 21547 65 27


255 21522 295 299 663 81537 180 78


370 91524 915 980 395 71522 85 82

640 121535 31 43 720 11528 100 97

413 12141 105 123 5944



275 9149 1000 984 400 101523 250 265

5899 370 101524 500 519



325 41522 73 55 205 5321 500 502

510 9140 775 342 355 92321 1455 1492

525 2142 115 52 220 81623 285 286


595 101536

Cimarex Energy Co

438 31529


375 5223

ConocoPhillips

590 51538

ConocoPhillips Co

495 31526

125

200

500

280

120

140

134

523

321

128


BlackRock Inc

425 52421

350 31824

325 43029


265 12523

345 21326

1000

280

250

218

175

280

1013

287

269

228

178

290




- -




(000S) (000S) (000S) (000S)





375 61528 300 335 064) 265 51523 (3) $1000 $986

530 91543 125 168 310 51523 225 230


575 12422 360 381 330 121624 330 341


350 12325 55 56 295 4122 80 78

375 52225 2690 2785 363 4125 250 261



385 12627 195 201 365 2126 1000 1049



143) 441 42339 (3) 1020 1067 463 2144


250 262

625 2141 300 404 820 11539 750 1123 480 7844 350 392 545 12339 190 219






134) 359 72228 (3)

638 72442

430 12745

1000

300

1095

1015

418

1267

700 10128

530 11138


265 11722

200

1000

625

240

1087

597



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)


440 111525 $188 $190 460 71745 $75 $90

360 21528 250 245 345 10646 45 51

465 111528 480 479 Tyson Foods Inc

525 111548 167 177 450 61522 300 310



Hershey (The) Co

230 81526

Ingredion Inc


1319

320 10126

JM Smucker (The) Co

350 31525

438 31545

Kellogg Co

250

500

250

268

513

248


442 61521 (8)

545 61523 (8)

602 61526 (8)

835 71546 (8)

750

730

210

900

750

750

217

1069

275 3123

450 4146


313 121523

255 91526

442 121546


350

750

85

95

450

348

838

86

89

503


440 101522

490 101525

635 101545

HP Inc

405 91522

600 91541

830

1445

200

25

275

846

1522

237

26

296

270 81522


160 160 NetApp Inc

330 92924 160 157

210 71521 55 54 5870





PepsiCo Inc 325 3125 135 137

300 82521 770 791 425 3145 60 61

170 10621 45 46 430 121547 1000 1039


275 43025 500 520 320 61522 150 152

350 71725 100 107 375 91525 250 256

285 22426 115 121 460 31543 35 35

238 10626 245 252 450 111544 710 686

300 101527 95 101 Cigna Corp

360 81342 50 52 438 101528 3300 3542

425 102244 355 407 480 71546 (8) 580 686




- -




(000S) (000S) (000S) (000S)




275 12122 $850 $856 350 121524 $565 $392

370 3923 455 473 425 91528 860 580



HCA Inc 236 12522 270 274 450 21527 1780 1831 257 51623 170 175 413 61529 250 250 290 3324 200 206




413 7152


100 119

411 3146

310 81649

150

200

177

202

7699



345 6126 115 118 363 51921 250 257


18107 Hasbro Inc



315 51521

635 31540

35

250

34

239

350 111527 818 791 273



340 12121 265 263 645 81540 15 20




470 6122 100 105 485 62421 94 94

370 3123 100 101 363 121226 265 277

370 5125 250 243 630 10937 100 118

450 6146 90 86 MetLife Inc

965 305 121522 280 282



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)


300 3125 $830 $818 350 3124 $250 $265

638 61534 485 629 390 9142 700 753


413 81342 460 465 575 61543 150 189


Primerica Inc 313 91021 125 127

475 71522 100 103 315 101521 250 254


463 91542 40 41 280 3623 500 512




350 51524 85 88 420 112134 200 207

570 121436 200 233 445 112144 500 526


391 12747

394 12749


500 6121

Voya Financial Inc

480 61546

275

344

335

550

1000

241

331

317

570

1055


Aetna Inc

275 111522

663 61536

675 121537

450 51542

Anthem Inc

400

40

150

100

401

50

195

104




Deere amp Co 350 21524 40 42 260 6822 125 126 375 71525 655 708 538 101629 250 301 345 11527 1500 1609 810 51530 100 138 388 121528 145 163

Eaton Corp 580 31536 250 326 310 91527 250 252 663 111537 640 896

IDEX Corp 688 21538 170 249 420 121521 200 203 475 71545 500 637





- -




(000S) (000S) (000S) (000S)




275 51824 $750 $786 Stryker Corp


325 41523 900 915 338 11125 250 265


370 51523 165 168 438 51544 200 209


290 11522 515 520 415 2124 100 107

363 41546 500 557 295 91926 155 157


Walmart Inc 338 113021 250 251

235 121522 500 513 315 4122 500 500

330 42224 625 663 355 4125 120 121


9137 Nucor Corp



295 31525 1000 1039 520 8143 125 144

375 113026 564 630 440 5148 1000 1134


475 41543 650 831 388 42325 100 99


320 10122 225 227 675 41640 90 105

388 71523 250 258 588 42345 1500 1588




Medtronic Inc 475 8143 15 12 350 31525 334 359 1171 438 31535 913 1126



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



230 51421 $800 $803 240 51722 $170 $174

338 111421 500 511 240 92122 40 41

360 51425 225 236 340 5624 250 268

320 51426 250 248 440 5644 250 329

425 111428 300 319 Pfizer Inc

440 11642 415 461 195 6321 500 504

470 51445 4340 4875 220 121521 90 90


325 10122 1000 1003 340 51524 150 157


550 81525 (8) 50 55 413 121546 750 925

440 71544 (8) 250 247 Pharmacia LLC


200 8122 600 605 Wyeth LLC

363 51524 (8) 500 528 595 4137 725 1027

290 72624 (8) 900 954 Zoetis Inc

388 81525 (8) 765 876 325 2123 500 510

320 61526 (8) 300 318 470 2143 40 45

390 22028 (8) 500 556 395 91247 450 445

525 81543 (8) 85 115 29238 500 81545 (8)

435 111547 (8)

500

900

669






Mylan Inc 390 21524 820 838 540 112943 585 583 395 21527 500 473




- -




(000S) (000S) (000S) (000S)




313 73129 875 805 LP

688 3133 50 58 595 12125 $175 $160

755 41538 515 596 390 71526 125 105

595 2141 40 43 495 11543 1000 785


430 5124 170 171 535 51545 80 63


655 91540 205 224 700 31527 505 565

750 111540 305 343 700 101528 545 639

638 3141 35 35 838 61532 215 259

563 9141 310 292 763 4137 5 6



500 3126 500 494 630 41540 995 991

515 101543 20 19 580 111543 200 196

MPLX LP 20950



ONEOK Inc 410 4123 160 170 455 71528 35 30 2301 520 71548


361 21525

355 10126


450 121526

1000

76

470

1330

784

72

424

1032


Alleghany Corp

495 62722

Allstate (The) Corp

555 5935

520 11542

55

50

225

58

62

259

665 11537

515 6142


563 3125

500 31527

Southern Union Co

825 111529


338 101526

80

130

340

1055

25

360

65

86

312

896

21

332



375 71025

390 4126

420 4128

450 71644

480 71045

438 11555

225

895

490

460

30

15

105

243

896

505

474

30

16

102

595 92543 300 330



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



490 32728 $215 $243 330 51522 $340 $333


575 11540 255 348 395 61525 230 225

440 51542 100 121 395 32028 485 475

430 51543 440 529 413 51529 970 939



313 31526 1445 1545 288 11523 125 129

Chubb (The) Corp 595 4141 385 528

600 51137 50 69 445 11543 650 820





595 101536

Loews Corp

263 51523

413 51543


350 6324

350 31025

375 31426

438 31529


375 82321

245 11527

420 31548


800 113039


625 61537

535 11140

460 8143

400 53047

285

250

75

75

385

75

1000

330

250

500

70

375

10

75

1015

354

250

73

77

399

77

1101

337

250

562

104

529

13

90

1142

575 5140

438 9142

515 9143

470 9145

CSX Corp

425 6121

370 11123

340 8124

260 11126

600 10136

615 5137

622 43040

550 41541


290 21523

395 10142

445 61545

394 11147

510 8118 (9)

Union Pacific Corp

416 71522

295 11523

225

975

280

870

100

50

500

270

100

190

365

50

725

20

275

524

100

437

35

287

1096

355

1038

102

53

525

275

121

234

477

59

735

20

305

546

113

449

36 12758 350 6823 80 82

365 21524 524 546




- -




(000S) (000S) (000S) (000S)



275 3126 $300 $302 450 6145 $55 $56


10997 325 5123 50 49






375 41523 250 252 240 31530 255 226



350 13123 210 211 425 111523 43 41

400 6125 115 118 388 81524 230 234

338 101526 125 124 340 2125 200 198

313 11527 185 181 325 71526 630 611




435 41548 500 528 400 61525 215 200


385 2123 60 60 438 10125 200 223


365 2126 90 91 320 5121 240 236







525 21524 100 105 450 2125 150 147


315 71523 200 201 445 31524 100 103


520 21549 500 554 325 101522 265 266

CubeSmart LP 465 8123 185 193

313 9126 250 248 300 11527 240 227


363 10122 250 255 375 111522 100 99


475 121526 1000 913 450 31525 365 267


463 121521 111 114 275 2123 30 29

350 3128 1000 929 338 10124 90 88



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



338 61527 585 568 385 10123 $200 $209

338 12127 1865 1788 430 61545 200 211



375 5124 60 57 240 22223 500 520 350 2125 150 147 280 82224 1000 1062 570 93043 100 105 520 12325 500 596




21943 260 71522 500 501



363 91524 305 270 400 71542 235 220


650 3141 466 432 263 6122 25 25

Phillips 66 335 91525 450 485

465 111534 395 367 213 91526 275 277

588 5142 140 139 540 91540 500 650

488 111544 165 168 595 4141 405 566


750 41532 765 871 313 121549 335 331




363 52021 200 206 313 91524 550 559

263 11522 1000 1008 465 41542 50 52

630 101537 505 642 425 91544 75 72

363 5143 209 202 455 4549 35 38

488 12945 542 633 QVC Inc

445 3147 350 379 445 21525 415 341

545 81534 450 329

TJX (The) Cos Inc

275 61521 150 151




- -




(000S) (000S) (000S) (000S)



250 51523 $205 $203

225 91526 500 476

12684



250 81126 305 308

402 41643 56 62

450 31549 250 301


325 81526 615 558

Sysco Corp

260 61222 95 91

330 71526 120 114

538 92135 250 255

1689


Altera Corp

410 111523 1340 1462


390 10125 500 527

585 61541 100 141


265 11523 80 78

363 11524 20 20

313 11525 310 297

388 11527 375 358

Broadcom Inc

475 41529 (8) 3000 3043

Intel Corp

270 121522 80 84

370 72925 815 899

400 121532 50 59

480 10141 80 103

373 12847 578 674

310 21560 475 500

KLA Corp

465 11124 300 316


338 31523 50 51

QUALCOMM Inc

345 52025 485 508


325 52027 $720 $757

480 52045 795 1039

10916


Adobe Inc

215 2127 265 268

Autodesk Inc

350 61527 500 514

CA Inc

450 81523 250 247

Citrix Systems Inc

450 12127 200 206

DXC Technology Co

445 91822 200 207

Equifax Inc

330 121522 365 371

IBM Credit LLC

300 2623 980 1014


288 11922 235 243

363 21224 170 182

300 51524 2000 2107

700 103025 385 477

345 21926 435 463

650 11528 100 129

350 51529 670 727

400 62042 320 358

425 51549 500 588

Microsoft Corp

200 8823 765 791

363 121523 335 366

288 2624 645 686

313 11325 130 142

240 8826 2670 2834

330 2627 1375 1526

420 11335 40 50

350 111542 150 172

488 121543 365 498

375 21245 145 175

445 11345 360 473

370 8846 630 756

400 21255 465 592

395 8856 215 271



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)


450 2657 $200 $275 620 21459 $280 $308


488 21524 250 270 356 81527 480 452

Oracle Corp 454 81547 435 396


263 21523 65 67 413 51721 250 255

240 91523 30 31 290 111521 300 302

340 7824 320 340 250 11222 250 251

295 111524 60 63 263 3623 100 97

295 51525 885 915 338 81125 250 255

265 71526 3100 3164 388 82142 150 151

325 111527 1965 2024 413 3443 405 399

380 111537 5 5 488 111543 100 117

538 71540 590 788 425 111044 350 387


400 71546 330 368 445 61225 1465 1474

438 51555 25 30 725 61537 250 294

26382 615 91543 65 70




340 41522 400 412 Cummins Inc

265 101526 1135 1152 488 10143 90 106

750 4131 200 280 FedEx Corp

690 41538 100 133 340 21528 780 771

540 71540 400 468 390 2135 100 98


345 6126 375 370 410 2145 50 46

450 111834 50 51 495 101748 1000 977


4140 385 31524 95 98



475 5521 125 128 620 11538 30 39

285 8922 100 100 363 10142 105 100

295 5223 450 455 340 111546 290 283

380 21424 222 225 425 31549 130 151

263 91626 95 91 2880



450 5243 250 247 313 101521 750 673

538 13144 370 410 325 91522 550 505

595 21449 220 254




- -




(000S) (000S) (000S) (000S)




313 61526 130 119 663 11137 $50 $70

1426 585 11541 50 60



400 12146

Alabama Power Co

200 202

300 51526

345 81527

488 3144

40

500

500

39

506

540

613 51538

550 31541

410 11542

385 12142

Ameren Illinois Co

270 9122

325 3125


340 3125

295 9127

659 101537

430 12142

430 9145


460 33021

700 4138


450 4142

470 11544

420 81548

Atmos Energy Corp

415 11543

413 101544


350 111521

240 81526

375 81547


515 111543


50

150

730

60

500

500

35

1000

125

75

500

250

75

230

100

250

250

75

275

130

475

500

63

169

735

62

489

498

35

991

178

82

514

250

102

279

113

255

264

81

274

125

507

596


645 11538

380 10142

460 81543


250 11523

400 4148


330 12124

530 3135

585 31536

620 61536

675 4138

550 12139

570 61540

395 3143

445 31544

385 61546


200 51521


605 11538

510 6165

Dominion Energy Inc

425 6128

525 8133

595 61535

700 61538

490 8141

405 91542

200

90

100

420

250

185

150

100

200

100

85

450

120

100

100

85

265

50

1000

250

750

20

35

100

267

95

119

434

279

182

177

112

241

127

105

555

112

111

99

84

314

62

1045

266

859

25

37

96

225 8122

240 9126

300 2127

355 8142

425 2149

105

50

150

40

500

99

50

150

41

575

DTE Electric Co

265 61522

663 6136

570 10137

395 61542

405 51548

160

200

50

100

500

159

268

62

103

562



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



638 41533 $50 $64 738 111531 $500 $651


645 101532 106 142 565 2137 335 430

610 6137 150 200 595 2138 150 196

600 11538 35 48 596 4139 250 347

605 41538 175 246 569 3140 30 42

375 6145 350 383 413 2142 250 271


375 41524 100 103 399 3149 1000 1126



635 91537 340 469 285 51522 100 99

340 10146 290 297 265 91529 910 878


612 101535 500 679 430 31543 100 104


645 4139 225 318 605 31537 200 233







540 11124 150 170 480 91543 100 109

305 6131 950 949 440 101544 150 171


450 33039 250 293 490 12121 150 144



463 9143 150 176 580 4135 425 480


530 10141 50 60 Finance Corp

Evergy Inc 305 21522 35 35

529 61522 220 227 285 12725 1000 1007


280 5123 105 104 430 31549 125 139


330 11528 165 167 665 4136 100 132

Exelon Corp 545 51541 35 42






- -




(000S) (000S) (000S) (000S)




595 61541 $100 $115 225 91522 $100 $100

525 21543 100 108 250 31523 150 153




413 51544 200 222 300 51525 500 514


350 91521 85 85 395 5142 50 55

238 101522 100 102 365 9142 30 32


538 11140 150 174 365 51525 500 489


455 31544 65 66 548 6135 25 30

415 4147 200 195 627 31537 75 91



725 11533 200 292 300 81521 65 66

750 9138 145 221 360 9123 200 211

PacifiCorp 613 91537 50 62

295 2122 100 101 450 81540 150 160

525 61535 50 60 430 4142 150 159


575 4137 540 700 288 10122 60 59

625 101537 275 357 290 2123 500 497

600 11539 60 81 355 61524 250 250

413 11549 50 54 325 61527 150 152





350 12122 1035 1036 388 6121 150 149

500 31544 100 107 240 2122 180 175


300 91521 500 504 600 11534 100 120

625 51539 275 376 535 71535 586 698

520 71541 35 43 555 11537 275 293

413 61544 100 111 605 31539 50 61


775 3131 50 68 390 31543 150 154



575 111535 150 189



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



430 11549 125 137 525 111521 $500 $526


350 91521 950 953 320 31525 290 299

588 31541 600 680 338 111527 556 564



525 71543 60 59 295 61524 106 108


380 92946 250 273 390 3135 125 138










Xcel Energy Inc 402 12329 810 910 650 7136 100 131 525 31637 80 102

52505




-

ndash

-




(000S) (000S) (000S) (000S)



550 31647 $1155 $1581 338 11426 $1000 $1054


23086 288 8521 408 403


(Cost $566032) 583008 400 31324 250 254




WPP Finance 2010 300 11823 210 212

375 91924 150 151 365 72325 500 512


Aptiv PLC

425 11526

Banks ndash 08

1000 1018


245 33021

188 9721

390 112023


250

275

250

251

269

260


230 6121

255 112321

BPCE SA

400 41524


388 2822

395 11922

250

250

250

1750

250

250

251

259

1808

252

213 4721

325 31124


210 51321

200 81921

285 51326

270 81926

335 3827

1560

500

365

250

1000

1000

500

1560

527

365

249

1033

1009

506

275 11023 1000 1003 22355




300 102921 1250 1265 Chemicals ndash 01





081) 291 11723 (3) 105 104 300 4125

713 52336

180

100

172

134 458 121025 2095 2119 588 12136 50 57 434 1948 500 501 563 12140 250 294


2020



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)





Flex Ltd 370 10523 500 523

500 21523 572 573 465 12726 600 627


Banco Santander SA

331 62729

Bank of Montreal

290 32622

1600

500

1571

506

613 121522



395

500

250

408

503




270 8326 1000 1008 206 71421 495 491

Barclays PLC 263 71426 1000 975

368 11023 250 251 354 11728 1250 1237



800

705

772

677



25766

438 11226 355 357 463 7244 215 210

520 51226 345 354 513 91445 35 40


BNP Paribas SA 350 2322 125 123

325 3323 250 258 713 10137 50 75




295 52521 1600 1608 720 81531 320 385

488 11422 500 508 740 12131 120 156


680 6138 150 183 385 6127 1695 1340

525 31444 1000 1099 720 11532 15 14


354 72621 1000 1009 675 2139 200 155


329 72527 750 777 300 5923 250 255

374 3729 1500 1605 Nexen Inc

788 31532 75 113




- -




(000S) (000S) (000S) (000S)



588 31035 $210 $283

640 51537 390 532

3347



337 111525 830 826

442 111535 1000 1067

Invesco Finance PLC

400 13024 100 102

375 11526 1000 1075

3070



325 81921 500 502


525 112643 150 173

Diageo Capital PLC

388 42943 175 179

854


FMS Wertmanagement

275 3623 1500 1592



150 52621 1000 1011

275 31523 1000 1063


263 52626 1000 1056


188 42021 800 808

238 111622 1000 1040

275 111627 2000 2224

350 103128 750 883


300 91422 215 224

338 31223 300 316


263 41221 1500 1532

263 12522 900 933

213 61522 1000 1034

200 10422 250 259


213 11723 $1000 $1043

138 8524 3000 3087

200 5225 1500 1596

288 4328 1215 1401

000 41836 (10) 500 397


238 61025 1000 1081


238 10121 1000 1026


175 31021 500 504

22518



265 92221 150 155

200 102322 300 310

725 9136 175 293


210 9622 100 103


825 73022 350 409


245 62922 500 519

340 101723 2000 2178

250 42726 500 539


275 82521 100 103

263 21323 875 922

750 71523 300 363

713 2924 100 122

250 4924 91 97

288 101624 250 271

750 91529 375 567


850 71522 200 235

7186

Hardware ndash 00

Seagate HDD Cayman

488 6127 370 364

575 12134 142 133

497



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



399 92623 $30 $31 375 41024 330 346




Equinor ASA

275 111021

245 11723

775 61523

325 111024

363 91028

425 112341

Husky Energy Inc

440 41529

145

280

350

125

360

350

85

146

284

406

122

386

394

60

AXA SA

860 121530



350 32126

465 11144

75

250

35

100

250

40

290



684 12330 (8) 2275 1646 688 31138 225 317

663 61535 200 137 500 31542 100 119

650 6241 190 121 436





288 51026 100 103 613 121533 100 132

250 91226 1335 1365 575 6135 100 125


413 51135 1010 1172 475 32242 150 179

550 32540 225 292 413 82142 300 353

363 82142 200 205 1506 455 81243 60 70


375 91246

313 11749

Suncor Energy Inc

390

230

290

451

246

285


385 61524

380 31525

AstraZeneca PLC

1000

750

1047

768

715 2132

595 12134

595 51535

680 51538

200

50

430

130

209

48

396

135

313 61227

645 91537

400 91842

Mylan NV

100

450

250

100

638

280


275 61921 30 30 395 61526

Sanofi

285 281

288 21722 200 201 400 32921 315 321




- -




(000S) (000S) (000S) (000S)





240 92321

288 92323


440 112623

Pipeline ndash 01

Enbridge Inc

450 61044


585 31536

620 101537

475 51538

610 6140



1000

250

300

40

200

445

1003

375

100

992

252

316

5272

37

213

517

996

401

61

2225



340 12627



550 81535

565 112343

Sovereigns ndash 09


200 111522


325 91421

313 12126

363 103042


335

150

285

500

400

500

200

1558

351

169

320

489

517

406

521

212

Aon PLC Bond 350 61424 500 519 438 71221 1000 1010




XLIT Ltd Bond

445 33125 210 217 538 32524 390 429


Railroad ndash 01


285 121521

275 3126

690 71528

625 8134

620 6136

638 111537

350 111542

85

250

25

15

40

20

150

2014

83

266

32

20

54

28

159

Bond

350 11128

535 21149


400 63022

450 13043


388 91123

275 11927

350 92028

500

1000

250

200

200

200

500

492

1136

261

218

219

210

548



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



750 4833

675 92734

605 11140

475 3844

555 12145

460 12346

435 11547

1000

100

750

820

1000

500

500

500

994

139

986

972

1007

564

497

486



570 10140



125 72621

300 92023

116

500

750

148

505

810


Bond 213 112421 100 102

400 92224 575 595 250 11227 500 555

375 31625 500 519 188 12430 5000 5363


670 12636 550 704 438 61522 613 655



Bond 275 3723 500 530


655 31437 500 726 238 51321 2500 2551

563 111850 600 894 213 101521 200 205


Bond 250 31523 2500 2640

420 12124 1000 1053 325 12924 250 275

1063 31625 500 657 225 62424 2000 2135

550 33026 200 227 250 101524 1000 1082

775 11431 500 706 213 41326 1500 1625

638 102334 500 663 488 21536 200 297


370 2242 500 549 263 41921 2000 2044



538 61533 175 205 300 22124 150 165



138 92021 2000 2026




- -

ndash




(000S) (000S) (000S) (000S)



200 12622 $235 $241 521 3847 $150 $168

163 21022 1000 1020 490 3648 80 89




225 52124 1000 1063 288 91223 1500 1617 37803 175 7224 2000 2092



313 71622 295 298 713 11530 1500 2317

613 111537 505 648 663 111530 200 304

Orange SA 563 71537 500 787



300 31523 80 79 218 112522 142 145


450 31543 45 51 Class A2

545 10143 130 163 272 22522 91 93

Vodafone Group PLC

375 11624

413 53025

788 21530

420

895

15

437

953

20


298 42522


55 56

615 22737

438 21943

1065

95

1235

98 272 22522


97 99

525 53048 135 163 Class A2

6129 248 42522 122 124



963 121530 100 156 333 102523 165 174


BV Class 2A

875 61530 400 540 253 32523(1) (2) 87 89


457 42723

410 3827

240

1010

246

1040

Class A2

239 12523 85 88


302 82524 100 106




- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




348 12524 $263 $284 306 52527 $300 $326


253 92524 150 158 298 122527(1) (2) 250 273


283 42525(1) (2) 500 529 338 72528(1) (2) 200 222


272 102524 247 253 364 82530(1) (2) 110 126


270 22526 100 106 370 92530(1) (2) 200 230


258 32526 100 106 290 12528(1) (2) 125 135


247 42526 250 262 309 22530(1) (2) 100 110


216 102523 243 248 305 32528(1) (2) 100 109


229 62526 100 104 333 62528(1) (2) 100 115


242 102526(1) (2) 100 104 355 92528(1) (2) 250 285


298 82529 125 136 247 82529 200 210


288 112527(1) (2) 250 271 361 22531 150 171


280 22527(1) (2) 100 109 314 42529 200 225


258 122526(1) (2) 150 158 294 42529 200 216


318 42529(1) (2) 125 139 244 92529 150 165



- -




(000S) (000S) (000S) (000S)



Pool 256792

650 6122 $8 $8

Pool 256925

600 10137 13 15

Pool 256959

600 11137 81 93

Pool 257042

650 1138 173 200

Pool 257106

450 1128 2 2

Pool 257237

450 6128 23 25

Pool 707791

500 6133 90 99

Pool 725425

550 4134 34 38

Pool 730811

450 8133 77 85

Pool 735222

500 2135 20 22

Pool 735358

550 2135 80 91

Pool 735502

600 4135 12 14

Pool 737853

500 9133 193 214

Pool 745336

500 3136 413 459

Pool 745418

550 4136 30 34

Pool 745754

500 9134 237 262

Pool 745826

600 7136 100 115

Pool 747383

550 10133 89 97

Pool 755632

500 4134 64 71

Pool 772730

500 4134 71 78

Pool 790406

600 9134 42 48


Pool 793666

550 9134 $54 $60

Pool 796250

550 11134 39 44

Pool 800471

550 10134 183 204

Pool 817795

600 8136 21 23

Pool 826057

500 7135 50 56

Pool 826585

500 8135 92 102

Pool 828523

500 7135 36 40

Pool 831676

650 8136 12 14

Pool 832628

550 9120 1 1

Pool 833067

550 9135 124 141

Pool 833163

500 9135 57 63

Pool 840577

500 10120 1 1

Pool 844909


Pool 845425

600 2136 59 68

Pool 847921

550 11120 9 9

Pool 864435

450 12120 5 5

Pool 868435

600 4136 101 116

Pool 869710

600 4136 39 44

Pool 871135

600 1137 32 36

Pool 880505

600 8121 1 1

Pool 881818

650 8136 85 102



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



Pool 885769 Pool 902414

600 6136 $5 $6 550 11136 $78 $88

Pool 885866 Pool 906090

600 6136 73 82 550 1137 97 109

Pool 888100 Pool 910147

550 9136 144 162 500 3122 8 9

Pool 888152 Pool 912414

500 5121(12) mdash mdash 450 1122 9 10

Pool 888205 Pool 915499

650 2137 30 36 500 3137 59 64

Pool 888447 Pool 918515

400 5121 1 1 500 6137 48 53

Pool 889224 Pool 923123

550 1137 155 176 500 4136 9 10

Pool 889390 Pool 923166

600 3123 8 8 750 1137 6 6

Pool 889401 Pool 928261

600 3138 69 80 450 3136 62 68

Pool 889415 Pool 928584

600 5137 300 346 650 8137 210 246

Pool 889579 Pool 928909

600 5138 143 164 600 12137 1 1

Pool 889630 Pool 928915

650 3138 19 22 600 11137 8 9

Pool 889970 Pool 930606

500 12136 113 126 400 2139 400 432

Pool 890234 Pool 931195

600 10138 67 78 450 5124 59 62

Pool 890329 Pool 932023

400 4126 638 672 500 1138 58 64

Pool 890339 Pool 932741

500 9120 1 1 450 4140 282 309

Pool 890796 Pool 934466

350 12145 2712 2907 550 9123 24 25

Pool 893363 Pool 940623

500 6136 37 41 550 8137 24 27

Pool 893366 Pool 943388

500 4135 54 60 600 6137 128 147

Pool 898417 Pool 943617

600 10136 17 20 600 8137 53 61

Pool 899079 Pool 945876

500 3137 39 43 550 8137 9 10




- -




(000S) (000S) (000S) (000S)



Pool 946527

700 9137 $15 $16

Pool 947216

600 10137 37 43

Pool 949391

550 8122 1 1

Pool 953018

650 10137 56 64

Pool 953910

600 11137 33 38

Pool 955771

650 10137 36 40

Pool 959604

650 11137 8 9

Pool 959880

550 11137 15 17

Pool 962687

500 4138 82 91

Pool 963735

450 6123 29 31

Pool 965389

600 10123 19 19

Pool 966660

600 12137 1 2

Pool 968037

600 1138 26 29

Pool 969632

650 1138 18 19

Pool 970013

450 6138 76 82

Pool 972452

550 3138 112 125

Pool 975365

500 6123 15 16

Pool 976963

550 2138 957 1084

Pool 981704

500 6123 43 45

Pool 981854

550 7138 42 47

Pool 984075

450 6123 13 13


Pool 986760

550 7138 $223 $253

Pool 987115

550 9123 7 7

Pool 992472

600 10138 9 10

Pool 992491

450 10123 17 18

Pool 993055

550 12138 17 19

Pool 995018

550 6138 49 55

Pool 995203

500 7135 340 377

Pool 995266

500 12123 109 115

Pool 995879

600 4139 66 76

Pool AA0649

500 12138 215 240

Pool AA2939

450 4139 401 441

Pool AA4482

400 4139 331 358

Pool AA4562

450 9139 369 406

Pool AA8978

450 7139 99 109

Pool AA9357

450 8139 327 358

Pool AB1048

450 5140 480 525

Pool AB2067

350 1141 713 764

Pool AB2092

400 1141 364 395

Pool AB2272

450 2141 490 543

Pool AB2693

450 4141 342 376

Pool AB2768

450 4141 392 429



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




500 5141 $552 $612 400 10124 $74 $78


500 7141 123 136 450 11139 193 211


400 12141 1341 1450 450 1140 776 850


350 1142 895 960 500 12139 291 323


400 4142 1385 1497 550 1140 699 785


350 8142 627 672 600 7138 185 213


350 9127 855 900 450 12139 375 415


200 10127 376 388 600 12138 55 63


300 11142 2079 2198 550 8137 250 283


300 1143 899 951 450 7140 205 225


300 1143 1897 2005 500 6140 286 317


200 3128 822 848 400 6125 57 60


300 4143 781 826 500 6140 183 201


250 4143 90 94 400 2141 805 870


350 5143 2101 2254 400 5125 48 51


300 7133 178 190 350 3141 647 694


550 9139 356 391 400 10140 1011 1093


500 9139 1368 1517 450 10140 156 171


450 9129 129 140 450 10140 189 207


450 10139 715 783 350 11125 110 115


450 11124 150 157 400 12140 865 935




- -




(000S) (000S) (000S) (000S)



Pool AH1295

350 1126 $220 $232

Pool AH3226

500 2141 62 69

Pool AH4158

400 1141 149 161

Pool AH4450

300 1126 121 127

Pool AH5573

400 2141 712 773

Pool AH5614

350 2126 214 226

Pool AH8854

450 4141 223 245

Pool AI1247

400 4126 103 109

Pool AI3470

450 6141 284 311

Pool AI4361


Pool AI4380


Pool AI5603

450 7141 176 192

Pool AI7743

400 8141 168 182

Pool AI9137

250 11127 1030 1069

Pool AI9555

400 9141 438 474

Pool AI9828


Pool AJ2001


Pool AJ4093

350 10126 54 57


Pool AJ4408

450 10141 $101 $111

Pool AJ6086

300 12126 172 180

Pool AJ9152

350 12126 696 732

Pool AJ9218

400 2142 615 665

Pool AJ9326

350 1142 1015 1092

Pool AJ9355

300 1127 378 396

Pool AK4813

350 3142 435 466

Pool AK4945

350 2142 468 502

Pool AK7766

250 3127 460 478

Pool AK9444

400 3142 142 152

Pool AL0442

550 6140 74 84

Pool AL0766

400 9141 986 1072

Pool AL1449

400 1142 1093 1181

Pool AL1849

600 2139 294 338

Pool AL1939

350 6142 1090 1170

Pool AL2243

400 3142 1040 1124

Pool AL2303

450 6126 85 90

Pool AL2326

450 4142 1912 2095

Pool AL2397


Pool AL2438

300 9127 891 934

Pool AL2893

350 12142 2591 2786



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




250 3128 $425 $444 350 7142 $2154 $2311


300 6128 789 827 350 7142 359 385


450 11143 1204 1319 300 10142 593 628


250 6128 780 809 350 12142 678 727


400 2144 911 990 250 1128 153 159


350 1134 244 263 350 12142 975 1046


300 11127 545 572 250 1128 2262 2348


400 6144 2582 2816 300 1128 557 586


350 9129 748 792 300 2143 527 558


400 9144 1445 1583 300 3143 1097 1160


350 8143 542 581 250 3143 136 141


300 11130 2001 2108 300 3143 349 370


350 4131 352 374 300 7143 2318 2450


300 8146 753 796 300 8133 228 243


300 8146 729 771 400 9144 1671 1806


300 12131 923 972 300 10129 1232 1295


300 4142 601 635 450 10144 922 1001


300 4127 362 379 400 12144 508 552


350 5142 1283 1384 300 1145 953 1007


350 6142 779 835 350 2145 3057 3262


250 6127 244 254 300 4145 863 912



- -




(000S) (000S) (000S) (000S)




250 6130 $303 $316 300 12136 $349 $369


250 7130 718 745 300 12146 1141 1203


300 7135 359 380 200 1132 344 355


400 8145 968 1045 350 1132 227 241


350 10145 1372 1461 400 1147 2875 3087


350 11145 2618 2789 200 2132 184 189


350 11145 1526 1626 400 3147 689 746


350 12145 1724 1836 300 4132 668 702


350 12145 1198 1276 450 5147 895 969


350 2146 2196 2343 350 4143 430 461


250 3131 643 669 300 5143 987 1044


300 5146 1300 1375 300 4143 1693 1789


300 5146 784 828 300 5143 2104 2223


400 5146 476 513 300 5143 1814 1918


300 6146 746 786 250 7128 364 380


200 7131 174 179 350 8143 2228 2391


300 7146 897 946 300 8143 1744 1844


300 10146 1277 1348 300 8133 202 215


300 10146 719 759 300 9143 1620 1712


300 10136 220 233 350 9143 1107 1188


250 10131 2124 2211 400 12143 1998 2173



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




400 12143 $445 $484 250 2132 $699 $728


350 2142 518 556 350 4132 547 578


300 8129 314 331 300 11132 2374 2500


350 11144 621 663 350 12147 582 618


400 11144 1120 1210 350 1148 1210 1283


350 11144 1196 1279 350 1148 2117 2243


400 11144 1541 1668 350 3148 1234 1308


250 8127 1072 1112 500 5148 887 958


300 11126 353 371 400 4148 1156 1237


300 5145 1381 1459 400 5148 566 608


300 7145 927 980 400 9148 424 454


300 9145 498 526 400 7148 2283 2430


400 9145 1085 1173 450 7148 337 363


350 10145 775 826 400 8148 658 701


300 2131 706 742 400 8148 666 711


300 11130 301 316 400 9148 1203 1283


350 12145 572 610 400 1147 2716 2916


350 4146 5098 5407 400 9147 1692 1831


350 2146 2073 2208 350 12146 310 329


300 8146 611 644 450 11147 181 196


350 12146 834 885 250 6132 2216 2301




- -




(000S) (000S) (000S) (000S)




350 1134 $721 $759 350 12147 $1185 $1261


250 10143 790 822 400 3148 738 795


500 1149 1303 1407 400 3148 735 786


450 11148 540 581 450 4148 354 381


450 11148 417 448 450 5148 1061 1144


350 6149 529 564 450 6148 1133 1229


400 6149 3436 3658 450 6148 496 533


350 6149 1343 1419 400 7148 802 856


350 8149 665 702 450 6148 373 402


350 8149 686 725 450 7148 473 509


350 7149 448 473 450 8148 360 387


300 10149 535 562 350 8133 714 755


300 10149 291 305 350 9148 619 655


250 10149 1319 1367 400 9148 2305 2455


300 11149 1331 1395 400 11133 795 838


300 12149 1115 1172 350 11148 1777 1895


350 8147 1449 1536 450 11148 2131 2290


400 10147 324 348 400 8149 2880 3073


400 10147 3480 3735 300 12145 475 502


350 11147 1984 2112 450 9149 2357 2533


350 12147 1858 1969 400 3130 117 126



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




400 3131 $318 $347 300 9136 $636 $673


450 4131 369 403 300 10146 713 752


350 4131 199 210 250 10131 361 375


400 7131 205 224 250 10146 477 496


350 2132 452 485 300 11136 792 838


350 7132 571 613 250 11136 355 369


350 8132 313 336 250 12136 143 149


300 8132 163 173 300 1147 10548 11113


300 10132 882 938 300 2147 608 638


350 11132 423 455 350 3147 3349 3548


300 5133 900 955 350 6137 690 735


250 7133 272 284 350 7147 1728 1830


400 1134 381 416 400 7147 628 674


300 7135 794 842 350 7137 130 138


350 12135 331 356 450 7147 1178 1277


250 12130 1028 1067 300 9137 288 304


400 1146 461 498 450 10147 595 645


300 7146 2052 2156 350 11137 214 228


300 7136 442 467 350 11147 1842 1952


300 8146 1450 1535 450 11147 181 196


300 9146 661 697 300 11137 365 386




- -




(000S) (000S) (000S) (000S)




300 11132 $1002 $1053 300 12149 $660 $691


400 12147 339 364 250 1135 1466 1521


400 1148 1434 1528 350 1135 1459 1537


350 2148 1589 1678 250 1150 495 513


Pool MA3334

450 4148

Pool MA3385

450 6148

Pool MA3412

350 7138

Pool MA3413

400 7138

Pool MA3443

400 8148

Pool MA3444

450 8148

Pool MA3467

400 9148

Pool MA3492

400 10138

Pool MA3547

300 12133

Pool MA3590

400 2139

1204

457

429

158

530

439

517

138

741

138

1298

492

456

170

565

473

551

148

775

148

138 101122


188 7721

170 82521

300 101221

163 122021

138 21723

550 71536


238 11322

275 61923

675 31531


287 122521


1000

3500

2200

3000

4000

3500

500

1500

1000

1200

91

1012

3566

2203

3120

4085

3594

772

17340

1553

1071

1866

93



350 7149

Pool MA3695

720 759 K020 Class A2

237 52522 150 153

300 7134

Pool MA3744

300 8149

Pool MA3765

250 9149

Pool MA3870

250 12149

328

910

1300

494

343

953

1346

512


231 82522


257 92522

350

200

358

206



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




311 22523 $300 $314 321 32525 $250 $271


332 22523 250 263 333 52525 500 547


325 42523 300 316 331 92525 300 329


330 42523 227 241 300 122525 300 325


331 52523 365 389 275 12526 250 268


306 72523 350 370 267 32526 500 535


339 32524 295 318 253 52526 400 425


324 92524 300 324 265 82526 250 268


317 102524 300 324 312 92526 100 110


267 122524 200 212 324 42527 350 394


306 122524 200 215 312 62527 350 391




- -




(000S) (000S) (000S) (000S)




319 72527 $250 $281


324 82527 150 169


319 92527 200 225


330 112527 150 170


344 122527 150 172


335 12528 150 171


360 12528 150 173


365 22528 150 174


390 42528 200 235


385 52528 200 234


385 62528 150 176



393 62528 $200 $237


393 72528 200 235


390 82528 200 238


392 92528 350 415


405 92528 200 240


386 112528 200 237


342 22529 500 577


351 32529 150 174


330 42529 300 345


298 52529 200 225


290 62529 300 336



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




254 102529 $250 $273 399 52533 $100 $118


225 22552 250 267 399 82533 100 122


187 32553 200 207 279 12522 250 257


372 12531 100 121 273 62522 64 66


379 12534 100 120 309 82522 250 258


347 32531 100 122 241 32523 250 257


354 32534 100 119 245 82523 250 259


299 52531 100 110 314 102524 200 214


306 42534 100 115 359 12525 200 218


342 42532 100 118 360 22525 150 163


375 42533 100 125 370 52525 400 440




- -




(000S) (000S) (000S) (000S)




375 82525 $500 $553


321 22526 200 218


286 52526 150 161

Pool QA0127

350 6149 2132 2277

Pool QA1132

350 7149 1046 1104

Pool QA1263

350 7149 1096 1174

Pool QA4699

300 11149 763 799

Pool QN0818

250 10134 1013 1051

Pool RA1196

400 8149 4352 4643

Pool RA1501

300 10149 647 678

Pool SD0163

300 12149 1544 1621

Pool SD8019

450 10149 1841 1979

Pool SD8023

250 11149 983 1018

Pool SD8029

250 12149 986 1021

Pool SD8037

250 1150 990 1026

Pool ZA1036

450 2140 202 221

Pool ZA1159

350 4142 481 518

Pool ZA1165

350 4142 994 1066

Pool ZA1254

300 10142 2243 2371


Pool ZA1334

350 7142 $338 $363

Pool ZA1361

350 5143 423 454

Pool ZA1375

400 9144 322 348

Pool ZA1378

350 10144 460 492

Pool ZA2773

250 8127 174 181

Pool ZA3862

250 5131 612 638

Pool ZA4194

300 4143 406 430

Pool ZA4214

300 5143 641 679

Pool ZA4715

400 9146 2071 2241

Pool ZA5107

400 11147 689 739

Pool ZA5642

400 9148 1774 1891

Pool ZA5950

450 11148 3209 3450

Pool ZI6135

500 9134 653 737

Pool ZI6854

450 12137 51 55

Pool ZI7645

500 6138 218 239

Pool ZI8519

450 2139 40 44

Pool ZI9157

450 9139 1165 1275

Pool ZI9349

450 10139 668 732

Pool ZI9657

450 1140 565 618

Pool ZI9862

450 3140 346 383

Pool ZI9939

450 4140 237 260



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




450 10140 $332 $364 300 6143 $793 $839


400 1141 398 432 300 7143 594 628


400 1141 312 337 300 8143 1026 1084


400 2141 680 734 350 8143 366 392


450 3141 280 307 400 2144 608 661


200 5128 755 779 350 7144 2166 2321


250 4130 679 707 400 7144 1648 1782


250 7130 463 480 400 11144 565 607


450 7141 365 400 400 11145 747 806


450 8141 943 1033 350 12145 599 640


400 9141 177 191 300 6146 983 1038


350 11141 229 246 300 10146 918 969


350 6142 628 674 300 11146 1354 1428


400 6142 1239 1341 350 12146 2546 2701


350 8142 1021 1102 350 6147 314 335


350 8142 967 1038 350 8147 1133 1205


300 1143 3166 3343 350 9147 1432 1517


300 1143 679 718 350 10147 2456 2607


300 2143 313 331 400 11147 3347 3599


350 5143 1682 1805 350 11147 604 640


300 5143 330 349 350 11147 1236 1313



- -




(000S) (000S) (000S) (000S)




350 12147 $491 $520 400 6142 $1356 $1466


350 1148 1345 1426 400 8142 748 809


350 2148 1121 1188 250 7143 575 599


400 3148 858 918 350 1145 748 802


450 5148 785 847 350 3145 1505 1610


400 7148 701 746 450 7144 359 393


500 7148 532 574 350 2142 609 653


400 8148 541 576 300 7143 1956 2068


400 9148 1148 1224 350 10143 799 857


450 10148 737 792 300 9144 336 354


350 11148 1269 1353 300 11144 3481 3676


350 2149 500 529 400 1145 971 1049


450 8134 20 22 350 3145 1329 1416


500 12135 194 216 300 6145 604 638


500 8137 24 26 350 6145 1056 1125


500 9138 48 54 300 7145 1467 1551


500 3138 109 121 400 8145 332 359


450 2139 131 143 300 9145 4399 4646


450 11139 313 345 350 9145 811 863


450 4140 406 445 400 10145 449 485


350 7142 519 556 400 11145 417 451



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



Pool ZS4642

350 12145

Pool ZS4655

350 3146

Pool ZS4667

300 6146

Pool ZS4671

300 8146

Pool ZS4677

300 9146

Pool ZS4682

300 10146

Pool ZS4703

300 2147

Pool ZS4722

350 6147

Pool ZS4730

350 8147

Pool ZS4740

400 10147

Pool ZS4743

350 11147

Pool ZS4745

450 11147

Pool ZS4747

350 12147

Pool ZS4748

400 12147

Pool ZS4749

450 12147

Pool ZS4752

400 1148

Pool ZS4759

350 3148

Pool ZS4769

400 5148

Pool ZS4773

450 6148

Pool ZS4781

450 7148

Pool ZS4785

400 8148

$1550

801

1015

2209

616

812

529

933

352

1417

2149

1269

567

1490

419

1238

1363

918

257

590

730

$1651

853

1072

2330

649

857

558

988

373

1524

2278

1375

598

1599

453

1332

1453

977

277

635

777



Pool ZS6948

250 11128 $444 $463

Pool ZS8023

200 8132 117 121

Pool ZS8495

250 8128 1721 1787

Pool ZS8628

200 11131 195 201

Pool ZS8639

200 1132 66 68

Pool ZS9449

350 8145 812 867

Pool ZS9495

350 10145 1160 1243

Pool ZS9580

350 12145 1151 1226

Pool ZS9618

350 3146 1954 2094

Pool ZS9805

300 9146 1100 1162

Pool ZS9813

300 9146 1078 1138

Pool ZS9827

300 10146 848 895

Pool ZS9828

300 10146 877 925

Pool ZT0000

300 1147 3166 3346

Pool ZT0074

350 3147 3717 3954

Pool ZT0495

450 8148 322 346

Pool ZT0524

450 9148 1042 1127

Pool ZT0712

400 10148 1068 1138

Pool ZT0787

400 10148 1130 1203

Pool ZT1702

400 1149 2238 2384

Pool ZT2091

300 6134 403 422

193246



- -




(000S) (000S) (000S) (000S)




500 11133 $33 $36 600 9138 $17 $18


500 1134 43 48 550 11138 176 199


550 11134 197 222 500 3140 157 173


550 1135 191 211 500 11126 8 9


550 11135 89 99 500 4129 85 92


500 7135 16 18 400 1131 315 344


500 1136 53 59 450 5131 158 173


600 8136 6 7 350 2132 198 213


650 8136 11 12 400 10131 258 281


550 12136 114 125 350 11131 195 209


500 3137 122 136 350 8132 308 331


550 3137 12 14 400 1135 141 154


550 4137 126 142 300 5135 260 275


550 10136 193 218 300 12135 274 291


550 12135 32 35 300 6136 311 329


550 9137 13 15 300 9136 334 354


700 10137 15 18 250 11136 213 223


550 9137 122 133 300 1137 141 149


600 11137 17 20 300 9137 360 381


500 2138 73 81 300 10137 299 317


700 2138 21 22 350 1138 383 407



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




400 1138 $140 $151 600 11137 $44 $51


350 7138 273 290 700 11137 19 22


400 8138 348 374 650 11137 257 294


500 1128 96 104 600 3138 46 53


300 3132 198 211 500 5138 82 91


300 2127 349 366 550 6138 68 77


350 8127 639 673 600 7138 135 156


500 2136 91 101 650 9138 68 78


550 3136 13 15 500 11139 236 261


600 11136 146 168 500 8140 134 148


600 11136 5 5 550 8140 599 679


500 11134 46 51 550 12139 547 619


600 1137 6 7 500 10141 491 544


650 1137 11 12 600 5140 152 175


600 4137 567 653 700 3137 26 32


600 4137 7 8 550 4137 31 35


600 6137 19 22 500 4139 646 715


500 6136 76 84 450 9120 1 1


550 8136 35 40 400 1122 7 7


600 9137 21 24 500 9121 2 2


600 9137 38 44 450 4122 5 5



- -




(000S) (000S) (000S) (000S)



Pool G12868

500 11122 $24

Pool G12869

500 9122 16

Pool G13136

450 5123 28

Pool G13151

600 3123 17

Pool G13201

450 7123 17

Pool G13433

550 1124 24

Pool G14168

550 12124 27

Pool G14239

400 9126 588

Pool G14554

450 7126 44

Pool G14891

300 10128 264

Pool G15134

300 5129 189

Pool G15468

350 12129 372

Pool G16562

350 8133 768

Pool G16600

300 7133 2737

Pool G16774

350 2134 678

Pool G16786

400 4134 786

Pool G18220

600 11122 4

Pool G18420

300 1127 454

Pool G18438

250 6127 223

Pool G18442

350 8127 364

Pool G18571

250 10130 366

$26

17

29

17

17

25

28

621

46

278

199

394

815

2884

714

829

4

475

232

383

380


Pool G18601

300 5131

Pool G18626

250 1132

Pool G18664

350 10132

Pool G18681

300 3133

Pool G30327

450 1127

Pool G30835

350 12135

Pool G31020

250 2137

Pool G31057

300 2138

Pool J00991

400 1121

Pool J02541

400 9120

Pool J03041

600 7121

Pool J03736

550 11121

Pool J05307

450 8122

Pool J06175

500 5121(12)

Pool J06465

600 11122

Pool J06476

550 11122

Pool J08098

550 6123

Pool J08202

500 7123

Pool J08454

500 8123

Pool J08913

550 10123

Pool J09148

500 12123

continued

$497 $522

2704 2808

313 330

1233 1295

17 18

274 295

80 84

381 401

2 3

1 1

3 3

6 6

4 4

mdash mdash

1 1

7 8

2 2

8 8

11 12

10 10

28 29



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




500 2124 $34 $36 300 9128 $777 $818


500 3124 27 28 250 8130 220 230


400 11124 25 26 250 8130 175 183


450 4125 227 241 250 10131 666 693


Pool J16932 Pool TBA 300 10126 221 232 4150(13) 7000 7387

Pool J17055

300 11126

Pool J17232

300 11126

Pool J17932

300 3127

Pool J20834

250 10127

Pool J21601

250 12127

Pool J22069

250 1128

Pool J22986

250 3128

Pool J30435

300 1130

Pool J32244

300 7130

Pool J34252

350 4131

Pool K90071

300 2133

Pool K90641

350 6133

Pool K90791

300 7133

Pool K91490

350 1134

Pool K92325

300 1135

119

193

297

421

1410

104

877

469

1631

93

717

90

311

543

410

125

203

311

438

1464

109

915

494

1711

99

758

97

331

576

434


Pool 510835

550 21535 25

Pool 553463

350 11542 574

Pool 597889

550 61533 137

Pool 614169

500 71533 37

Pool 616879

350 21542 404

Pool 617739

600 101537 9

Pool 634431

600 91534 15

Pool 641416

550 41535 142

Pool 646341

600 111536 27

Pool 648538

500 121535 58

Pool 651753

550 31536 9

Pool 670030

300 71545 503

Pool 675211

650 31538 6

Pool 675484

550 61538 54

Pool 676360

28

618

150

41

439

11

17

157

30

63

10

532

7

61

650 101537 5 6



- -




(000S) (000S) (000S) (000S)



Pool 682899

600 91540 $173 $197

Pool 687824

550 81538 95 108

Pool 687900

500 91538 112 123

Pool 687901

500 91538 70 78

Pool 692309

600 11539 53 60

Pool 697645

550 101538 35 40

Pool 698236

500 61539 251 279

Pool 698336

450 51539 282 312

Pool 699277

600 91538 8 9

Pool 700918

550 111538 104 118

Pool 700972

550 111538 21 24

Pool 701196

600 101538 5 6

Pool 703677

550 61539 104 115

Pool 704185

550 11539 30 34

Pool 704514

450 51539 467 523

Pool 704624

450 71539 1388 1554

Pool 717175

450 61539 263 294

Pool 719262

500 81540 130 144

Pool 720065

450 61539 890 996

Pool 720202

450 71539 210 231

Pool 723231

400 101539 214 231


Pool 723339

500 91539 $120 $134

Pool 726085

400 111524 64 67

Pool 728629

450 11540 345 380

Pool 733663

450 51540 1006 1114

Pool 736768

300 111542 903 960

Pool 737286

450 51540 356 398

Pool 737416

350 91525 59 62

Pool 738134

350 41526 122 128

Pool 738247

450 41541 154 170

Pool 745215

400 71525 55 58

Pool 747643

450 81540 499 552

Pool 760874

350 21526 111 117

Pool 768800

450 61541 64 71

Pool 773939

400 111541 451 497

Pool 778957

350 31542 528 578

Pool 782131

550 121536 41 46

Pool 782150

550 41537 47 54

Pool 782259

500 21536 94 104

Pool 782272

550 21538 84 95

Pool 782498

600 121538 42 48

Pool 782565

500 21539 977 1088



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



Pool 782584 Pool 4018

500 31539 $54 $60 650 82037 $67 $78

Pool 782675 Pool 4026

450 61524 50 53 500 92037 26 29

Pool 782696 Pool 4027

500 61539 226 252 550 92037 13 15

Pool 782831 Pool 4040

600 121539 30 34 650 102037 14 16

Pool 783176 Pool 4098

400 111540 567 614 550 32038 83 93

Pool 783467 Pool 4116

400 101541 1669 1810 650 42038 32 38

Pool 783740 Pool 4170

250 121527 181 188 600 62038 64 73


350 61542 34 37 550 72038 151 170


300 21543 355 382 500 92038 38 42


350 81542 134 145 550 92038 43 48


300 91542 194 206 600 92038 24 27


300 31543 317 340 650 102038 32 39


300 41543 360 382 550 112038 28 31


350 11545 200 217 600 12039 51 58

19087 Pool 4345


Pool 3570 Pool 4425

600 62034 41 47 550 42039 96 109

Pool 3665 Pool 4559

550 12035 112 126 500 102039 201 222

Pool 3852 Pool 4561

600 52036 18 21 600 102039 117 133

Pool 3879 Pool 4617

600 72036 54 62 450 12040 62 69

Pool 3910 Pool 4619

600 102036 28 32 550 12040 196 218

Pool 3994 Pool 4713

500 62037 18 21 450 62040 180 198



- -




(000S) (000S) (000S) (000S)



Pool 4747 Pool 626951

500 72040 $157 $174 300 62045 $661 $704

Pool 4881 Pool 737602

350 122040 675 721 400 112040 313 343

Pool 4882 Pool 752757

400 122040 1575 1717 450 112040 362 398

Pool 4923 Pool 755677

450 12041 150 165 400 122040 230 250

Pool 5050 Pool 766711

400 52026 104 109 400 52042 1068 1159

Pool 5081 Pool 782433

400 62041 246 268 600 102038 92 105

Pool 5082 Pool 783976

450 62041 254 280 350 42043 3257 3483

Pool 5083 Pool 784345

500 62041 1007 1113 350 72047 826 908


400 72041 987 1076 300 12043 1050 1121


500 82041 135 149 300 22043 1561 1677


450 92041 140 155 300 32043 1045 1116


500 92041 653 721 350 32043 384 413


350 102041 384 411 350 42043 146 157


400 102041 242 264 350 112042 555 591


350 112041 754 806 350 22043 662 711


550 122041 16 18 350 32043 385 414


400 12042 270 294 400 82043 1063 1154


350 22042 282 301 350 72044 320 343


550 22042 118 132 350 82045 2795 3005


300 32027 300 313 400 102044 753 817


350 32042 452 483 350 12045 1993 2143



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




350 82045 $1806 $1943 250 62028 $441 $458


400 82045 753 814 300 62043 929 998


350 72047 441 475 350 82043 671 717


450 62048 909 979 350 92043 389 416


250 42027 117 121 400 42044 216 236


350 42042 455 487 400 52044 232 252


350 52042 1014 1085 400 92044 1247 1359


350 72042 529 566 300 122044 188 201


350 82042 986 1055 350 12045 731 777


500 82042 231 256 400 12045 261 284


300 92042 2129 2285 300 32045 412 442


350 92042 429 459 300 42045 1079 1158


300 12043 507 544 350 42045 419 445


300 32028 136 142 300 62045 1181 1268


250 32043 186 196 350 62045 380 404


300 32043 742 797 300 72030 597 624


350 32043 861 921 300 72045 921 988


300 42043 907 974 350 82045 1099 1168


350 42043 290 311 300 92045 1233 1324


300 52043 867 931 400 92045 965 1051


350 52043 774 828 300 102045 241 259



- -




(000S) (000S) (000S) (000S)




350 102045 $4657 $4974 250 92031 $217 $225


400 102045 519 567 300 92046 2068 2214


350 112045 844 898 350 92046 2740 2931


400 112045 1891 2061 250 102046 136 143


350 122045 1805 1920 300 102046 1363 1458


450 12046 1008 1100 250 112046 1038 1092


350 32046 1639 1742 300 112046 6471 6916


400 32046 436 475 250 122031 115 119


300 42046 1033 1105 250 122046 70 74


350 42046 1649 1756 350 12047 1374 1448


300 52046 1670 1792 400 32047 627 673


350 52046 1006 1070 350 42047 492 518


400 52046 422 456 300 62047 2201 2344


300 62046 2013 2157 450 62047 858 927


350 62046 1327 1411 300 82032 180 188


250 72031 153 158 350 82047 2111 2243


300 72031 193 201 300 92047 5250 5558


300 72046 2370 2540 350 92047 3445 3677


350 72046 1972 2108 350 102047 2144 2277


300 82046 910 975 400 112047 298 320


350 82046 907 965 350 122047 2135 2255



- -

ndash

MARCH 31 2020


(000S) (000S) (000S) (000S)



Pool MA4901

400 122047 $4149 $4420

Pool MA4962

350 12048 2064 2190

Pool MA4963

400 12048 772 831

Pool MA5077

350 32048 2358 2501

Pool MA5137

400 42048 406 436

Pool MA5191

350 52048 1365 1448

Pool MA5264

400 62048 948 1013

Pool MA5265

450 62048 1039 1112

Pool MA5266

500 62048 1203 1293

Pool MA5330

400 72048 1248 1333

Pool MA5331

450 72048 2088 2239

Pool MA5398

400 82048 858 920

Pool MA5399

450 82048 968 1027

Pool MA5466

400 92048 2062 2195

Pool MA5467

450 92048 1163 1242

Pool MA5528

400 102048 1206 1289

Pool MA5529

450 102048 215 230

Pool MA5564

350 112033 519 544

Pool MA5595

400 112048 420 451

Pool MA5653

500 122048 1718 1840

Pool MA5818

450 32049 1283 1364



Pool MA5931

400 52049 $2838 $3012

Pool MA5985

350 62049 2708 2856

Pool MA6040

400 72049 3688 3913

Pool MA6217

250 102049 789 825

Pool MA6337

250 122049 596 623

Pool MA6338

300 122049 7148 7569

Pool MA6409

300 12050 1990 2107

182589


525 91539 1650 2524


Pool TBA

4150(13) 32000 33563


(Cost $796566) 830060



625 81523 1550 1861

763 21525 165 223

613 111527 5000 7085

450 21536 475 728

438 21538 1000 1560

450 51538 1700 2692

350 21539 2500 3562

425 51539 2000 3111

450 81539 2000 3205

438 111539 2000 3168

463 21540 3000 4906

438 51540 1000 1590

375 81541 4000 5945

313 21542 2000 2735

275 81542 3000 3873

275 111542 4000 5174

363 21544 5000 7406

338 51544 6000 8583



- -




(000S) (000S) (000S) (000S)



313 81544 $5500 $7591

300 111544 7000 9490

250 21545 6000 7502

300 51545 6000 8173

300 111545 15000 20568

250 51546 8000 10093

225 81546 5000 6036

288 111546 5000 6765

300 51547 8000 11089

275 81547 7000 9274

275 111547 8000 10612

300 21548 8000 11106

313 51548 5000 7084

300 81548 16000 22225

300 21549 15000 20899

288 51549 13500 18421

225 81549 5000 6091

238 111549 7070 8808

269234


238 31521

238 41521

138 53121

113 63021

163 63021

213 63021

213 81521

288 101521

150 103121

200 111521

163 123121

188 13122

250 21522

113 22822

188 33122

175 63022

163 81522

175 93022

188 103122

200 113022

213 123122

150 22823

263 22823

20000

5000

12000

10000

3000

1740

36000

20000

2000

20000

25000

25000

25000

25000

10000

100000

5000

10000

10000

10000

5000

5000

20000

20438

5116

12179

10127

3056

1784

36970

20821

2041

20590

25615

25759

26067

25415

10331

103438

5163

10372

10414

10457

5254

5178

21360


163 43023

275 43023

163 53123

275 53123

263 63023

275 83123

288 103123

275 111523

263 123123

238 22924

250 51524

200 53124

200 63024

238 81524

150 93024

150 103124

225 111524

150 113024

138 13125

275 22825

288 43025

213 51525

275 63025

300 93025

263 123125

163 21526

163 51526

150 81526

163 93026

200 111526

175 123126

225 21527

113 22827

225 81527

225 111527

275 21528

288 51528

288 81528

313 111528

263 21529

continued

$10000 $10408

15000 16133

1000 1042

23000 24778

5000 5375

25000 27065

10000 10906

5000 5436

5000 5430

20000 21591

20000 21761

5000 5342

25000 26730

9000 9786

5000 5254

7000 7362

10000 10859

15000 15795

10000 10476

15000 16721

2500 2811

10000 10865

5000 5604

20000 22768

10000 11222

20000 21299

10000 10672

10000 10616

10000 10703

10000 10952

10000 10800

10000 11152

10000 10390

15000 16830

15000 16866

5000 5829

5000 5895

15000 17738

10000 12072

15000 17532



-

ndash

-

MARCH 31 2020


(000S) (000S) (000S) (000S)



238 51529

175 111529

continued

$15000

15000

$17255

16479

952545


(Cost $1098192) 1221779


Arizona ndash 00


484 1141 110 147

California ndash 02


704 4150 150 239


691 10150 150 240


770 11130 135 139

730 10139 920 1414

763 3140 405 653

760 11140 400 666


755 4139 585 949


587 6140 300 422


675 8149 150 244


658 51539 250 327




676 7134 $290 $400


575 7134 335 430


695 7140 100 101


614 5149 100 138


695 11150 75 106


595 51545 150 202

6670



585 31532 300 368



559 12134 30 37

Georgia ndash 00


666 4157 100 134


664 4157 69 90

706 4157 298 392



616

- -




(000S) (000S) (000S) (000S)


Illinois ndash 01


690 12140 $300 $403


620 12140 140 168


510 6133 705 700

1271



450 8131


572 81539

250

100

295

135

430



525 11134 100 120

Nevada ndash 00


682 7145 200 265

New Jersey ndash 00


656 121540 200 267


610 121528 300 308


741 1140 125 183



567 5140 $145 $192

950

New York ndash 01


734 111539 75 107


669 111540 100 130

681 111540 60 78


575 61541 200 287

572 61542 250 361


577 8136 300 381


552 10137 100 120

585 6140 85 114


560 31540 250 303


563 31539 75 89


577 31539 100 109



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




665 12131 $225 $228


565 11140 350 471


565 11140 200 269


493 10151 250 310

3357

Ohio ndash 01


645 21544 200 280


808 21550 300 506


604 111540 145 149


491 6140 190 226


480 6111(4) 200 241


488 12134 90 101

1503


Oregon ndash 00


583 111534 $200 $275



500 91527 200 232

Tennessee ndash 00


673 7143 100 145

Texas ndash 01


502 12148 180 241


645 21535 200 201


629 3132 260 322


672 1149 125 198


599 2139 200 280


552 4139 200 275


518 4130 300 361



-ndash




(000S) (000S)




479 81546 $100 $116

1994

Utah ndash 00


354 7125 95 100

Washington ndash 00


549 11139 80 92


679 7140 100 122


514 8140 100 137

351


(Cost $14516) 18831

NUMBER OF SHARES

VALUE (000S)

OT H E R ndash 0 0


Total Other

(Cost $39) mdash





(Cost $64483)

64482831 $64483

64483


(Cost $2781358)


2965523

(29451)












1Y - 1 Year

3M - 3 Month




Gtd - Guaranteed




MARCH 31 2020











US Treasury 480

US Agency 195

AAA 55

AA 29

A 105

BBB 114

Cash Equivalents 22

Total 1000






LEVEL 2 (000S)

LEVEL 3 (000S)

TOTAL (000S)











ndash -




(000S) (000S) (000S) (000S)



600 21526 $10 $13 250 51546 $400 $505

650 111526 75 104 225 81546 375 453

638 81527 65 92 288 111546 300 406

613 111527 75 106 300 21547 400 554

550 81528 50 70 300 51547 350 485

525 111528 100 139 275 81547 350 464

613 81529 50 75 275 111547 350 464

625 51530 75 116 300 21548 390 541

538 21531 100 149 313 51548 425 602

450 21536 140 215 300 81548 400 556

475 21537 25 40 338 111548 450 668

500 51537 50 82 300 21549 550 766

438 21538 50 78 288 51549 450 614

450 51538 95 150 225 81549 450 548

350 21539 100 142 238 111549 475 592

425 51539 100 156 200 21550 1000 1159

450 81539 100 160 21627 438 111539

463 21540

438 51540

388 81540

425 111540

475 21541

438 51541

375 81541

313 111541

313 21542

300 51542

275 81542

275 111542

313 21543

288 51543

363 81543

375 111543

363 21544

338 51544

313 81544

300 111544

250 21545

300 51545

288 81545

300 111545

250 21546

200

185

190

150

175

145

140

150

145

200

155

230

315

205

375

350

430

400

300

425

455

450

400

425

380

400

317

303

302

225

275

242

225

223

198

274

208

297

407

281

495

517

647

592

429

587

617

563

545

569

521

504


125 33121

225 33121

238 41521

138 43021

225 43021

263 51521

313 51521

138 53121

200 53121

213 53121

263 61521

113 63021

163 63021

213 63021

263 71521

113 73121

175 73121

225 73121

213 81521

275 81521

113 83121

150 83121

200 83121

275 91521

113 93021

200

500

250

300

725

350

275

400

250

250

300

350

250

350

300

300

300

325

400

350

300

350

250

350

350

202

511

256

304

742

360

284

406

255

256

309

354

255

359

310

304

306

334

411

362

304

356

256

363

355



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



150 93021 $400 $408 163 83122 $350 $361

213 93021 250 257 188 83122 275 286

288 101521 350 364 150 91522 200 206

125 103121 350 356 175 93022 295 306

150 103121 250 255 188 93022 300 312

200 103121 250 257 138 101522 350 360

200 111521 375 386 188 103122 225 234

288 111521 250 261 200 103122 300 313

150 113021 400 409 163 111522 755 782

175 113021 250 256 200 113022 450 471

188 113021 250 257 163 121522 600 622

263 121521 350 364 213 123122 525 552

163 123121 600 615 150 11523 650 672

200 123121 300 309 175 13123 275 286

213 123121 225 232 238 13123 250 265

250 11522 250 260 138 21523 2250 2321

138 13122 1000 1021 200 21523 475 498

150 13122 250 256 150 22823 250 259

188 13122 300 309 263 22823 350 374

200 21522 325 336 050 31523 400 403

250 21522 275 287 150 33123 200 207

113 22822 2400 2440 250 33123 350 373

175 22822 250 257 163 43023 175 182

188 22822 150 155 275 43023 350 376

238 31522 300 313 175 51523 525 549

038 33122 400 401 163 53123 200 208

175 33122 260 268 275 53123 350 377

188 33122 300 310 138 63023 250 259

225 41522 380 396 263 63023 375 403

175 43022 300 310 125 73123 350 361

188 43022 250 259 275 73123 375 405

175 51522 275 284 250 81523 300 322

213 51522 250 260 138 83123 250 259

175 53122 250 258 275 83123 350 379

188 53122 300 311 138 93023 250 259

175 61522 400 414 288 93023 380 414

175 63022 250 259 163 103123 300 314

213 63022 200 209 288 103123 350 382

175 71522 250 259 275 111523 350 381

188 73122 400 415 213 113023 300 320

200 73122 200 208 288 113023 400 437

150 81522 200 206 225 123123 250 268

163 81522 250 258 263 123123 400 434



- -




(000S) (000S) (000S) (000S)



225 13124 $300 $322 288 113025 $300 $340

250 13124 250 271 263 123125 300 337

275 21524 550 601 263 13126 150 168

213 22924 300 321 163 21526 450 479

238 22924 300 324 250 22826 350 391

213 33124 600 643 225 33126 350 386

200 43024 250 267 238 43026 225 250

225 43024 300 323 163 51526 650 694

250 51524 575 626 213 53126 175 192

200 53124 550 588 188 63026 325 352

175 63024 425 450 188 73126 300 325

200 63024 300 321 150 81526 520 552

175 73124 250 265 138 83126 350 369

213 73124 250 269 163 93026 250 268

238 81524 525 571 163 103126 300 321

125 83124 400 416 200 111526 500 548

188 83124 250 266 163 113026 350 375

150 93024 400 420 175 123126 300 324

213 93024 300 324 150 13127 925 984

150 103124 450 473 225 21527 510 569

225 103124 300 326 113 22827 1300 1351

225 111524 550 597 063 33127 250 251

150 113024 300 316 238 51527 500 564

213 113024 200 216 225 81527 500 561

175 123124 400 426 225 111527 550 618

225 123124 250 272 275 21528 550 641

138 13125 1300 1362 288 51528 625 737

250 13125 200 220 288 81528 590 698

200 21525 625 673 313 111528 675 815

113 22825 1650 1710 263 21529 600 701

275 22825 215 240 238 51529 600 690

050 33125 250 252 163 81529 700 760

263 33125 300 333 175 111529 925 1016

288 43025 300 337 150 21530 925 996


200 81525 550 595

275 83125 300 337

300 93025 300 341

300 103125 200 228

225 111525 645 709



ndash

MARCH 31 2020





(Cost $1481)

1481143 $1481

1481


(Cost $93553)


102951

94









US Treasury 986

Cash Equivalents 14

Total 1000






LEVEL 2 (000S)

LEVEL 3 (000S)

TOTAL (000S)

























MARCH 31 2020




















Bond Index $4611 $(4611)








UNDISTRIBUTED


Bond Index $2086 $5818 $184157




DISTRIBUTIONS FROM


Bond Index $89033 $2541




DISTRIBUTIONS FROM











MARCH 31 2020









CONTRACTUAL


Bond Index 013 015


















PURCHASES SALES


Bond Index $488729 $1103627 $551647 $1309440





Bond Index $201327 $(17169) $184158 $2781365





Bond Index 72407 $779968 2518 $27064 (98122) $(1060146) (23197) $(253114)




MARCH 31 2020




Bond Index 122616 $1251232 2371 $24194 (104763) $(1068991) 20224 $206435






























Basis for Opinion












Bond Index $5818




















BO N D I N D E X



Actual 015 $100000 $103420 $076

Hypothetical 015 $100000 $102425 $076




Actual 016 $100000 $107490 $083

Hypothetical 016 $100000 $102420 $081















bull None








2003 to 2015




bull Nasdaq Inc



bull None




















Darek Wojnar(4)
















































BOND INDEX FUND1234











P ROX Y VOT I N G














N O R T H E R N


HIGHER RISK

REWARD

LOWER RISK

REWARD

GR

OW

THIN

CO

ME

LIQ

UID

ITY

EQUIT Y FUNDS














e



FIX

AN

R IN

DX

(52

0)














$38924 $40875$45000

$40000

$35000

$30000

$25000

$20000

$15000

$10000

$5000 11193 33120











ASSETS










LIABILITIES






Management fees

Custody fees


Transfer agent fees

Trustee fees


Total Liabilities

mdash

40415

5875

1438

76

18

11

96

10

66

48005

1424

mdash

mdash

33

3

1

mdash

3

4

29

1497

Net Assets $2936072 $103045




Net Assets $2936072 $103045



265704

$1105

4331

$2379

Investments at cost


$2716875

64483

$92072

1481







INVESTMENT INCOME




EXPENSES


Custody fees 279 14


Blue sky fees 27 19

SEC fees 1 mdash

Printing fees 24 12

Audit fees 35 19

Legal fees 46 24


Trustee fees 36 9

Other 41 13

Total Expenses


Net Expenses

5437

(857)

4580

257

(106)

151




Investments


35532 539


Net Gains 181451 9215








OPERATIONS





$79101

35532

145919

260552

$80293

(7617)

54640

127316

$1866

539

8676

11081

$1667

(373)

1970

3264




(253114)

(253114)

206435

206435

9021

9021

1735

1735

DISTRIBUTIONS PAID



(91564)

(91564)

(83499)

(83499)

(1866)

(1866)

(1667)


NET ASSETS

Beginning of year

End of year

(84126)

3020198

$2936072

250252

2769946

$3020198

18236

84809

$103045

3332

81477

$84809

















Total Return(1)


901 433 113 014 190



$2936072 $3020198 $2769946 $2496618 $2630015
























Total Return(1)


1329 403 024 (163) 225



$103045 $84809 $81477 $108599 $123516










ndash -




(000S) (000S) (000S) (000S)




329 51523 $150 $151


295 51523 50 50


317 31525 50 49


352 101523 200 200


406 111530 100 95


284 31524 200 198


306 41526 150 144

887

Automobile ndash 03


312 71723 100 102


184 61724 100 100


192 11525 100 101


274 12822 60 59


297 32023 125 125


342 41823 100 100


326 11824 100 99




358 101824 $100 $100


374 101824 100 100


160 111524 100 98


163 81525 100 98


233 51523 100 100


336 91523 200 203


268 31524 200 202


277 121624 200 201


218 81524 100 100


230 41525 100 99


189 121624 150 150


264 121523 100 100


222 101522 100 100


227 111522 100 100


235 41523 100 100



- -




(000S) (000S) (000S) (000S)




250 51524 $100 $100


278 91523 125 127


167 122022 100 98


170 122023 100 98


297 111623 100 101


265 21624 100 101


271 81624 100 101


218 41624 100 100


175 71624 100 101


198 112023 100 101


330 71525 100 102


283 32023 150 152


252 62123 200 202



185 81525 $100 $101


196 21523 100 100


320 121522 150 152


200 101722 100 100


194 31524 100 100


276 31522 200 201


227 71522 150 150


229 41525 100 99


195 101623 100 100


322 61523 200 204


250 111523 100 101


195 51526 100 100


407 81524 50 49


342 41525 50 50


365 41525 50 47



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




212 21523 $100 $101


318 31523 200 203


257 81523 100 101


199 21825 100 98


166 51524 100 100


214 111524 50 50


302 112122 100 102


333 41524 100 103


196 121624 100 99


203 121525 100 98


170 11723 100 98


203 111522 100 99

6927



317 71549 300 302


344 91560 250 265




354 111554 $250 $269


369 21561 100 108


405 31561 200 221


426 51561 300 339


422 81561 100 113


413 91560 100 106


423 91560 200 226


441 111561 300 344


333 51562 200 212


318 81561 300 317


301 91562 250 261


265 11563 200 202


240 31563 400 394


358 51552 200 211


292 81552 100 101


431 121551 150 169


264 21553 200 197


357 11551 250 258


388 21551 150 164



- -




(000S) (000S) (000S) (000S)




385 41051


403 41051


398 71551


408 71551


421 71551


420 101051


438 51553


451 51553


423 11552


312 81552


273 21553


229 31553


269 91543


331 111550


351 51050

ndash 13 continued

$500 $521

100 111

100 105

100 106

400 447

400 425

300 320

300 343

100 112

125 131

200 204

200 196

100 102

250 257

250 270



343 81550 $250 $268


346 111350 200 212


428 81551 200 225


291 81557 150 154


387 11048 300 315


328 51058 250 256


346 81550 250 266


302 91045 383 389


437 91046 350 373


465 91046 100 104


364 101047 100 103


314 21048 200 203


372 91548 200 209


321 51049 250 262


315 111549 150 152



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




362 21049 $300 $319


331 41049 250 256


333 41549 250 256


347 91550 250 261


401 31051 100 111


423 61051 200 222


441 111051 200 222


315 81545 335 341


421 81046 100 106


405 101046 300 317


422 71045(1) (2) 200 209


294 11046 121 122


396 21047 420 443


380 81047 300 316


384 91047 500 523




364 121047 $250 $259


370 81048 500 534


335 21048 200 205


318 21048 500 519


390 71050 200 210


423 51051 200 217


351 41550 225 233


372 81548 500 524


309 11549 100 100


350 111549 200 205


442 111551 300 328


403 41551 100 106


256 31553 200 197


333 61050 250 267


294 21046 100 102



- -




(000S) (000S) (000S) (000S)




277 111045


314 61046


405 71046(1) (2)


424 81046


400 41047


393 91047


363 111047


338 51050


305 51049


285 101049


343 81050


347 111050


399 31051


316 71052


291 21353

ndash 13 continued

$171 $174

100 102

200 212

150 157

100 106

300 314

250 264

200 205

100 101

200 201

250 258

200 213

150 161

150 158

300 309



337 121547 $50 $50


400 41547 500 530


380 71547 500 528


364 111547 200 211


367 111547 150 158


382 71548 200 214


314 61549 100 105


314 121549 150 158


287 81549 200 204


314 81549 100 98


369 31550 300 325



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




341 101550 $200 $212


372 31550 350 377


345 91550 100 106


403 61551 500 524


339 61352 200 208


415 81546(1) (2) 200 209


310 51546 200 202


406 21547 200 209


353 101548 100 103


333 51549 250 256


286 91549 250 250


418 71551 150 165




431 121551 $100 $114


441 101551 200 228


326 71552 250 265


270 21553 200 201


359 121550 200 217


346 61550 250 268


349 81550 250 259


343 81550 175 181


358 121550 100 106


368 121550 150 158


431 51551 200 220


424 61551 150 168


433 101551 200 227


445 121551 100 117


398 21551 150 157



- -




(000S) (000S) (000S) (000S)




412 31551


324 41046


292 101545


422 71546


317 21548


366 91558


318 41550


377 71558


372 121548


356 11559


343 31559


293 71548


307 111559


294 101549


292 111549

ndash 13 continued

$100 $111

250 254

132 135

100 104

100 102

250 260

200 203

300 313

300 314

200 207

250 258

100 100

250 253

200 206

150 150



342 91550 $250 $260


358 101550 100 105


359 121550 100 105


401 31551 150 165


421 51551 155 172


430 11552 100 109


373 51552 200 212


273 21553 100 100


356 31548 50 51


284 31548 251 253


300 51545 500 503


334 61546 150 152


442 91546 250 263


363 111547 250 259


405 31547 100 107

36959



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




235 51525 $100 $102 206 81528 $200 $200


301 101525 150 156 216 91524 200 204


299 121523 250 254 277 31523 150 152


306 21524 200 204 153 11525 200 201


287 101524 250 258 615 61539 150 193


300 91523 250 254 219 112023 100 102


310 121523 200 204 329 52325 100 103


174 11525 200 202 321 12724 150 157


196 51525 100 99 396 101330 200 234


166 61724 100 100 239 71524 150 152


243 11525 200 202 303 81525 200 205


229 71525 200 197 311 11624 200 204


301 21524 200 202 304 71524 200 206


284 121524 250 257 295 31525 200 202


172 81524 200 202 234 61525 200 197




- ndash




(000S) (000S) (000S) (000S)






262 101525



Boeing (The) Co

795 81524 1400 1583

297 31524 100 100 285 103024 110 100



347 51526 100 103 330 3135 55 48



203 41525 100 99 350 3145 500 424





Other ndash 00 355 11526 600 643






303 101525


150 152

505 111540

475 6143

403 101547


250

250

60

308

300

69

438 11123 59 60 250 11523 500 503


Class A3 438 61545 350 390

381 2135 100 97 Raytheon Co

467 470 121541 100 117


(Cost $50614) 51770 350 31527 500 517



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



413 111628 $750 $823 540 4148 267 195


605 6136 600 796 420 3121 1245 1198

613 71538 175 251 320 7621 485 462

570 41540 500 640 345 41022 50 47

450 6142 450 520 370 5923 1050 945

375 11146 750 785 400 10626 750 637

13575 565 11729 150 130




615 8122 171 176 190 4821 160 159


Series 2019-1 Class AA 225 101823 545 534

415 82531 1778 1844 8384

2020 Banks ndash 10


NIKE Inc 600 101536 250 333

238 11126 250 254 Citibank NA

363 5143 75 82 340 72321 250 255


855 255 51321 250 250


Aptiv Corp 430 12325 250 262

415 31524 300 295 Discover Bank


438 31545 170 167 270 2630 250 216



825 3138

570

275

593



170 9921

260 111622

400

500

125

395

492

124

225 61421

288 10121

HSBC Bank USA NA

200

250

200

252

363 101023 500 508 700 11539 350 456


850 11831

Ford Motor Co

475 11543

General Motors Co

500 4135

625 10243

175

254

500

550

237

144

375

434

350 62324


315 31421


355 10623

1000

500

1000

1006

501

1037




- -




(000S) (000S) (000S) (000S)



KeyBank NA 413 81523 $200 $206

330 6125 $250 $260 330 9924 1095 1140

MampT Bank Corp 300 21925 655 668

355 72623 100 105 300 42226 1365 1389


350 61822 150 153 430 72227 110 117


263 21722 750 758 131) 358 52228 (3) 585 595

270 11122 750 758 538 2735 425 501

295 13023 500 507 390 5145 950 1035

380 72523 1000 1056 440 61446 850 913


Inc 585 2137 250 317

330 3822 150 152 660 11538 300 410


315 51927 1000 1047 595 121536 100 125



Truist Bank 270 5122 1000 1024 300 2223 1361 1394 320 11227 250 269 275 5123 350 356 640 2139 200 278 363 91625 250 260 575 31540 935 1310 405 11325 600 621 515 111541 250 262 380 103026 250 263 565 61542 100 141



US Bank NA 460 9135 1000 1239 280 12725 250 258 480 4144 245 314


350 3822

250

1020

249

1040 6913

307 12423 480 485

345 21323 125 128



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)







13439 270 22123 250 253


3M Co 375 31527 100 98


325 21424 456 483 345 6127 205 210

338 3129 500 534 295 81529 795 780



275 2323 250 253 360 71522 65 68

Airgas Inc 360 81526 950 865






- -




(000S) (000S) (000S) (000S)




300 91523 245 197 345 6127 $500 $511

425 91524 485 409 Owens Corning

325 3125 145 114 340 81526 400 373




2396 363 12524 1125 1158



210 91222 665 675 225 5521 1180 1183


300 2924 1320 1390 475 71521 131 135

285 51124 1570 1668 320 13023 400 395

275 11325 1265 1334 375 42424 1000 1006

250 2925 55 58 330 103024 1050 1027

245 8426 225 236 375 72826 505 472

335 2927 370 403 375 3927 250 240


290 91227 1625 1734 450 13026 500 510

300 111327 1000 1072 Fiserv Inc

385 5443 230 273 385 6125 45 47

445 5644 75 96 350 7129 1500 1560

345 2945 55 62 440 7149 500 529


465 22346 250 332 200 112121 130 131

375 91247 150 184 380 112146 500 575


295 91149 500 532 425 81524 570 549


185 92021 1190 1198 Visa Inc

220 92023 750 789 315 121425 1250 1361

295 22826 375 399 415 121435 1000 1251

590 21539 690 991 365 91547 125 142


575 81540 170 198 620 62140 120 117


14588



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



395 8147 $100 $90 795 21531 $100 $136


305 91522 250 259 490 31529 350 376




396 320 73046


230 2622

310 81523

125

215

250

116

220

265



388 11228 250 233



200 72826 1000 997 500 51321 400 411

590 111532 125 164 570 12422 1000 1045

5238 410 72423 100 107


079) 300 122023 (3) 1379 1407 Cintas Corp No 2 413 12224 100 106




300 21527 1000 1028 094) 386 72324 (3) 1000 1046

730 111539 45 58 420 82624 280 298

600 111541 480 617 400 12225 1595 1679

515 51546 250 259 395 42125 1375 1446


450 11123 100 108


365 91524

Sonoco Products Co

438 11121

575 11140

250

25

150

268

26

200


445 3326

425 102226


760

500

100

744

539

106

104) 342 122028 (3) 1200 1238




- -




(000S) (000S) (000S) (000S)





775 51438 275 406 095) 351 12329 (3) 500 515

500 12144 955 1213 640 51538 1054 1508


199) 444 12048 (3) 500 560 540 1642 100 132




388 102523 200 206 138) 396 111548 (3) 740 856

375 61624 909 920 41651


139) 367 72428 (3) 710 735 560 7111 (4)

468 7114 (5)

190

15

310


115) 352 102728 (3)

663 61532

600 103133

613 82536

813 71539

588 13042

750

100

350

125

680

30

750

120

403

148

1067

38

389 7116 (6)


464 12144


467 9112 (7)

300

50

100

345

60

144

1143



463 51021 250 257 438 5842 250 255


435 81521 1865 1913 263 12121 310 317


363 51324 500 521 270 10922 580 563

388 91024 2250 2373 310 1923 500 504

390 71525 755 804 345 51524 520 514

775 71525 54 66 675 31532 150 178

320 61526 500 519 615 8737 150 171

800 42927 750 957 588 11438 400 461

363 12127 1250 1316 688 11039 300 371



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



335 12123 $260 $275 695 41529 $465 $572


381 112147 125 137 585 121525 660 522


625 12137 150 162 263 31523 670 651

420 3149 100 110 315 4125 145 142


385 121525 220 249 713 31533 690 555


5300 280 11122 260 199


ViacomCBS Inc 520 6145 1000 633


370 81524 825 805 270 21523 725 429

438 31543 490 434 620 31540 235 106

585 9143 300 307 440 41546 65 28

525 4144 30 32 410 21547 65 27


255 21522 295 299 663 81537 180 78


370 91524 915 980 395 71522 85 82

640 121535 31 43 720 11528 100 97

413 12141 105 123 5944



275 9149 1000 984 400 101523 250 265

5899 370 101524 500 519



325 41522 73 55 205 5321 500 502

510 9140 775 342 355 92321 1455 1492

525 2142 115 52 220 81623 285 286


595 101536

Cimarex Energy Co

438 31529


375 5223

ConocoPhillips

590 51538

ConocoPhillips Co

495 31526

125

200

500

280

120

140

134

523

321

128


BlackRock Inc

425 52421

350 31824

325 43029


265 12523

345 21326

1000

280

250

218

175

280

1013

287

269

228

178

290




- -




(000S) (000S) (000S) (000S)





375 61528 300 335 064) 265 51523 (3) $1000 $986

530 91543 125 168 310 51523 225 230


575 12422 360 381 330 121624 330 341


350 12325 55 56 295 4122 80 78

375 52225 2690 2785 363 4125 250 261



385 12627 195 201 365 2126 1000 1049



143) 441 42339 (3) 1020 1067 463 2144


250 262

625 2141 300 404 820 11539 750 1123 480 7844 350 392 545 12339 190 219






134) 359 72228 (3)

638 72442

430 12745

1000

300

1095

1015

418

1267

700 10128

530 11138


265 11722

200

1000

625

240

1087

597



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)


440 111525 $188 $190 460 71745 $75 $90

360 21528 250 245 345 10646 45 51

465 111528 480 479 Tyson Foods Inc

525 111548 167 177 450 61522 300 310



Hershey (The) Co

230 81526

Ingredion Inc


1319

320 10126

JM Smucker (The) Co

350 31525

438 31545

Kellogg Co

250

500

250

268

513

248


442 61521 (8)

545 61523 (8)

602 61526 (8)

835 71546 (8)

750

730

210

900

750

750

217

1069

275 3123

450 4146


313 121523

255 91526

442 121546


350

750

85

95

450

348

838

86

89

503


440 101522

490 101525

635 101545

HP Inc

405 91522

600 91541

830

1445

200

25

275

846

1522

237

26

296

270 81522


160 160 NetApp Inc

330 92924 160 157

210 71521 55 54 5870





PepsiCo Inc 325 3125 135 137

300 82521 770 791 425 3145 60 61

170 10621 45 46 430 121547 1000 1039


275 43025 500 520 320 61522 150 152

350 71725 100 107 375 91525 250 256

285 22426 115 121 460 31543 35 35

238 10626 245 252 450 111544 710 686

300 101527 95 101 Cigna Corp

360 81342 50 52 438 101528 3300 3542

425 102244 355 407 480 71546 (8) 580 686




- -




(000S) (000S) (000S) (000S)




275 12122 $850 $856 350 121524 $565 $392

370 3923 455 473 425 91528 860 580



HCA Inc 236 12522 270 274 450 21527 1780 1831 257 51623 170 175 413 61529 250 250 290 3324 200 206




413 7152


100 119

411 3146

310 81649

150

200

177

202

7699



345 6126 115 118 363 51921 250 257


18107 Hasbro Inc



315 51521

635 31540

35

250

34

239

350 111527 818 791 273



340 12121 265 263 645 81540 15 20




470 6122 100 105 485 62421 94 94

370 3123 100 101 363 121226 265 277

370 5125 250 243 630 10937 100 118

450 6146 90 86 MetLife Inc

965 305 121522 280 282



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)


300 3125 $830 $818 350 3124 $250 $265

638 61534 485 629 390 9142 700 753


413 81342 460 465 575 61543 150 189


Primerica Inc 313 91021 125 127

475 71522 100 103 315 101521 250 254


463 91542 40 41 280 3623 500 512




350 51524 85 88 420 112134 200 207

570 121436 200 233 445 112144 500 526


391 12747

394 12749


500 6121

Voya Financial Inc

480 61546

275

344

335

550

1000

241

331

317

570

1055


Aetna Inc

275 111522

663 61536

675 121537

450 51542

Anthem Inc

400

40

150

100

401

50

195

104




Deere amp Co 350 21524 40 42 260 6822 125 126 375 71525 655 708 538 101629 250 301 345 11527 1500 1609 810 51530 100 138 388 121528 145 163

Eaton Corp 580 31536 250 326 310 91527 250 252 663 111537 640 896

IDEX Corp 688 21538 170 249 420 121521 200 203 475 71545 500 637





- -




(000S) (000S) (000S) (000S)




275 51824 $750 $786 Stryker Corp


325 41523 900 915 338 11125 250 265


370 51523 165 168 438 51544 200 209


290 11522 515 520 415 2124 100 107

363 41546 500 557 295 91926 155 157


Walmart Inc 338 113021 250 251

235 121522 500 513 315 4122 500 500

330 42224 625 663 355 4125 120 121


9137 Nucor Corp



295 31525 1000 1039 520 8143 125 144

375 113026 564 630 440 5148 1000 1134


475 41543 650 831 388 42325 100 99


320 10122 225 227 675 41640 90 105

388 71523 250 258 588 42345 1500 1588




Medtronic Inc 475 8143 15 12 350 31525 334 359 1171 438 31535 913 1126



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



230 51421 $800 $803 240 51722 $170 $174

338 111421 500 511 240 92122 40 41

360 51425 225 236 340 5624 250 268

320 51426 250 248 440 5644 250 329

425 111428 300 319 Pfizer Inc

440 11642 415 461 195 6321 500 504

470 51445 4340 4875 220 121521 90 90


325 10122 1000 1003 340 51524 150 157


550 81525 (8) 50 55 413 121546 750 925

440 71544 (8) 250 247 Pharmacia LLC


200 8122 600 605 Wyeth LLC

363 51524 (8) 500 528 595 4137 725 1027

290 72624 (8) 900 954 Zoetis Inc

388 81525 (8) 765 876 325 2123 500 510

320 61526 (8) 300 318 470 2143 40 45

390 22028 (8) 500 556 395 91247 450 445

525 81543 (8) 85 115 29238 500 81545 (8)

435 111547 (8)

500

900

669






Mylan Inc 390 21524 820 838 540 112943 585 583 395 21527 500 473




- -




(000S) (000S) (000S) (000S)




313 73129 875 805 LP

688 3133 50 58 595 12125 $175 $160

755 41538 515 596 390 71526 125 105

595 2141 40 43 495 11543 1000 785


430 5124 170 171 535 51545 80 63


655 91540 205 224 700 31527 505 565

750 111540 305 343 700 101528 545 639

638 3141 35 35 838 61532 215 259

563 9141 310 292 763 4137 5 6



500 3126 500 494 630 41540 995 991

515 101543 20 19 580 111543 200 196

MPLX LP 20950



ONEOK Inc 410 4123 160 170 455 71528 35 30 2301 520 71548


361 21525

355 10126


450 121526

1000

76

470

1330

784

72

424

1032


Alleghany Corp

495 62722

Allstate (The) Corp

555 5935

520 11542

55

50

225

58

62

259

665 11537

515 6142


563 3125

500 31527

Southern Union Co

825 111529


338 101526

80

130

340

1055

25

360

65

86

312

896

21

332



375 71025

390 4126

420 4128

450 71644

480 71045

438 11555

225

895

490

460

30

15

105

243

896

505

474

30

16

102

595 92543 300 330



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



490 32728 $215 $243 330 51522 $340 $333


575 11540 255 348 395 61525 230 225

440 51542 100 121 395 32028 485 475

430 51543 440 529 413 51529 970 939



313 31526 1445 1545 288 11523 125 129

Chubb (The) Corp 595 4141 385 528

600 51137 50 69 445 11543 650 820





595 101536

Loews Corp

263 51523

413 51543


350 6324

350 31025

375 31426

438 31529


375 82321

245 11527

420 31548


800 113039


625 61537

535 11140

460 8143

400 53047

285

250

75

75

385

75

1000

330

250

500

70

375

10

75

1015

354

250

73

77

399

77

1101

337

250

562

104

529

13

90

1142

575 5140

438 9142

515 9143

470 9145

CSX Corp

425 6121

370 11123

340 8124

260 11126

600 10136

615 5137

622 43040

550 41541


290 21523

395 10142

445 61545

394 11147

510 8118 (9)

Union Pacific Corp

416 71522

295 11523

225

975

280

870

100

50

500

270

100

190

365

50

725

20

275

524

100

437

35

287

1096

355

1038

102

53

525

275

121

234

477

59

735

20

305

546

113

449

36 12758 350 6823 80 82

365 21524 524 546




- -




(000S) (000S) (000S) (000S)



275 3126 $300 $302 450 6145 $55 $56


10997 325 5123 50 49






375 41523 250 252 240 31530 255 226



350 13123 210 211 425 111523 43 41

400 6125 115 118 388 81524 230 234

338 101526 125 124 340 2125 200 198

313 11527 185 181 325 71526 630 611




435 41548 500 528 400 61525 215 200


385 2123 60 60 438 10125 200 223


365 2126 90 91 320 5121 240 236







525 21524 100 105 450 2125 150 147


315 71523 200 201 445 31524 100 103


520 21549 500 554 325 101522 265 266

CubeSmart LP 465 8123 185 193

313 9126 250 248 300 11527 240 227


363 10122 250 255 375 111522 100 99


475 121526 1000 913 450 31525 365 267


463 121521 111 114 275 2123 30 29

350 3128 1000 929 338 10124 90 88



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



338 61527 585 568 385 10123 $200 $209

338 12127 1865 1788 430 61545 200 211



375 5124 60 57 240 22223 500 520 350 2125 150 147 280 82224 1000 1062 570 93043 100 105 520 12325 500 596




21943 260 71522 500 501



363 91524 305 270 400 71542 235 220


650 3141 466 432 263 6122 25 25

Phillips 66 335 91525 450 485

465 111534 395 367 213 91526 275 277

588 5142 140 139 540 91540 500 650

488 111544 165 168 595 4141 405 566


750 41532 765 871 313 121549 335 331




363 52021 200 206 313 91524 550 559

263 11522 1000 1008 465 41542 50 52

630 101537 505 642 425 91544 75 72

363 5143 209 202 455 4549 35 38

488 12945 542 633 QVC Inc

445 3147 350 379 445 21525 415 341

545 81534 450 329

TJX (The) Cos Inc

275 61521 150 151




- -




(000S) (000S) (000S) (000S)



250 51523 $205 $203

225 91526 500 476

12684



250 81126 305 308

402 41643 56 62

450 31549 250 301


325 81526 615 558

Sysco Corp

260 61222 95 91

330 71526 120 114

538 92135 250 255

1689


Altera Corp

410 111523 1340 1462


390 10125 500 527

585 61541 100 141


265 11523 80 78

363 11524 20 20

313 11525 310 297

388 11527 375 358

Broadcom Inc

475 41529 (8) 3000 3043

Intel Corp

270 121522 80 84

370 72925 815 899

400 121532 50 59

480 10141 80 103

373 12847 578 674

310 21560 475 500

KLA Corp

465 11124 300 316


338 31523 50 51

QUALCOMM Inc

345 52025 485 508


325 52027 $720 $757

480 52045 795 1039

10916


Adobe Inc

215 2127 265 268

Autodesk Inc

350 61527 500 514

CA Inc

450 81523 250 247

Citrix Systems Inc

450 12127 200 206

DXC Technology Co

445 91822 200 207

Equifax Inc

330 121522 365 371

IBM Credit LLC

300 2623 980 1014


288 11922 235 243

363 21224 170 182

300 51524 2000 2107

700 103025 385 477

345 21926 435 463

650 11528 100 129

350 51529 670 727

400 62042 320 358

425 51549 500 588

Microsoft Corp

200 8823 765 791

363 121523 335 366

288 2624 645 686

313 11325 130 142

240 8826 2670 2834

330 2627 1375 1526

420 11335 40 50

350 111542 150 172

488 121543 365 498

375 21245 145 175

445 11345 360 473

370 8846 630 756

400 21255 465 592

395 8856 215 271



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)


450 2657 $200 $275 620 21459 $280 $308


488 21524 250 270 356 81527 480 452

Oracle Corp 454 81547 435 396


263 21523 65 67 413 51721 250 255

240 91523 30 31 290 111521 300 302

340 7824 320 340 250 11222 250 251

295 111524 60 63 263 3623 100 97

295 51525 885 915 338 81125 250 255

265 71526 3100 3164 388 82142 150 151

325 111527 1965 2024 413 3443 405 399

380 111537 5 5 488 111543 100 117

538 71540 590 788 425 111044 350 387


400 71546 330 368 445 61225 1465 1474

438 51555 25 30 725 61537 250 294

26382 615 91543 65 70




340 41522 400 412 Cummins Inc

265 101526 1135 1152 488 10143 90 106

750 4131 200 280 FedEx Corp

690 41538 100 133 340 21528 780 771

540 71540 400 468 390 2135 100 98


345 6126 375 370 410 2145 50 46

450 111834 50 51 495 101748 1000 977


4140 385 31524 95 98



475 5521 125 128 620 11538 30 39

285 8922 100 100 363 10142 105 100

295 5223 450 455 340 111546 290 283

380 21424 222 225 425 31549 130 151

263 91626 95 91 2880



450 5243 250 247 313 101521 750 673

538 13144 370 410 325 91522 550 505

595 21449 220 254




- -




(000S) (000S) (000S) (000S)




313 61526 130 119 663 11137 $50 $70

1426 585 11541 50 60



400 12146

Alabama Power Co

200 202

300 51526

345 81527

488 3144

40

500

500

39

506

540

613 51538

550 31541

410 11542

385 12142

Ameren Illinois Co

270 9122

325 3125


340 3125

295 9127

659 101537

430 12142

430 9145


460 33021

700 4138


450 4142

470 11544

420 81548

Atmos Energy Corp

415 11543

413 101544


350 111521

240 81526

375 81547


515 111543


50

150

730

60

500

500

35

1000

125

75

500

250

75

230

100

250

250

75

275

130

475

500

63

169

735

62

489

498

35

991

178

82

514

250

102

279

113

255

264

81

274

125

507

596


645 11538

380 10142

460 81543


250 11523

400 4148


330 12124

530 3135

585 31536

620 61536

675 4138

550 12139

570 61540

395 3143

445 31544

385 61546


200 51521


605 11538

510 6165

Dominion Energy Inc

425 6128

525 8133

595 61535

700 61538

490 8141

405 91542

200

90

100

420

250

185

150

100

200

100

85

450

120

100

100

85

265

50

1000

250

750

20

35

100

267

95

119

434

279

182

177

112

241

127

105

555

112

111

99

84

314

62

1045

266

859

25

37

96

225 8122

240 9126

300 2127

355 8142

425 2149

105

50

150

40

500

99

50

150

41

575

DTE Electric Co

265 61522

663 6136

570 10137

395 61542

405 51548

160

200

50

100

500

159

268

62

103

562



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



638 41533 $50 $64 738 111531 $500 $651


645 101532 106 142 565 2137 335 430

610 6137 150 200 595 2138 150 196

600 11538 35 48 596 4139 250 347

605 41538 175 246 569 3140 30 42

375 6145 350 383 413 2142 250 271


375 41524 100 103 399 3149 1000 1126



635 91537 340 469 285 51522 100 99

340 10146 290 297 265 91529 910 878


612 101535 500 679 430 31543 100 104


645 4139 225 318 605 31537 200 233







540 11124 150 170 480 91543 100 109

305 6131 950 949 440 101544 150 171


450 33039 250 293 490 12121 150 144



463 9143 150 176 580 4135 425 480


530 10141 50 60 Finance Corp

Evergy Inc 305 21522 35 35

529 61522 220 227 285 12725 1000 1007


280 5123 105 104 430 31549 125 139


330 11528 165 167 665 4136 100 132

Exelon Corp 545 51541 35 42






- -




(000S) (000S) (000S) (000S)




595 61541 $100 $115 225 91522 $100 $100

525 21543 100 108 250 31523 150 153




413 51544 200 222 300 51525 500 514


350 91521 85 85 395 5142 50 55

238 101522 100 102 365 9142 30 32


538 11140 150 174 365 51525 500 489


455 31544 65 66 548 6135 25 30

415 4147 200 195 627 31537 75 91



725 11533 200 292 300 81521 65 66

750 9138 145 221 360 9123 200 211

PacifiCorp 613 91537 50 62

295 2122 100 101 450 81540 150 160

525 61535 50 60 430 4142 150 159


575 4137 540 700 288 10122 60 59

625 101537 275 357 290 2123 500 497

600 11539 60 81 355 61524 250 250

413 11549 50 54 325 61527 150 152





350 12122 1035 1036 388 6121 150 149

500 31544 100 107 240 2122 180 175


300 91521 500 504 600 11534 100 120

625 51539 275 376 535 71535 586 698

520 71541 35 43 555 11537 275 293

413 61544 100 111 605 31539 50 61


775 3131 50 68 390 31543 150 154



575 111535 150 189



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



430 11549 125 137 525 111521 $500 $526


350 91521 950 953 320 31525 290 299

588 31541 600 680 338 111527 556 564



525 71543 60 59 295 61524 106 108


380 92946 250 273 390 3135 125 138










Xcel Energy Inc 402 12329 810 910 650 7136 100 131 525 31637 80 102

52505




-

ndash

-




(000S) (000S) (000S) (000S)



550 31647 $1155 $1581 338 11426 $1000 $1054


23086 288 8521 408 403


(Cost $566032) 583008 400 31324 250 254




WPP Finance 2010 300 11823 210 212

375 91924 150 151 365 72325 500 512


Aptiv PLC

425 11526

Banks ndash 08

1000 1018


245 33021

188 9721

390 112023


250

275

250

251

269

260


230 6121

255 112321

BPCE SA

400 41524


388 2822

395 11922

250

250

250

1750

250

250

251

259

1808

252

213 4721

325 31124


210 51321

200 81921

285 51326

270 81926

335 3827

1560

500

365

250

1000

1000

500

1560

527

365

249

1033

1009

506

275 11023 1000 1003 22355




300 102921 1250 1265 Chemicals ndash 01





081) 291 11723 (3) 105 104 300 4125

713 52336

180

100

172

134 458 121025 2095 2119 588 12136 50 57 434 1948 500 501 563 12140 250 294


2020



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)





Flex Ltd 370 10523 500 523

500 21523 572 573 465 12726 600 627


Banco Santander SA

331 62729

Bank of Montreal

290 32622

1600

500

1571

506

613 121522



395

500

250

408

503




270 8326 1000 1008 206 71421 495 491

Barclays PLC 263 71426 1000 975

368 11023 250 251 354 11728 1250 1237



800

705

772

677



25766

438 11226 355 357 463 7244 215 210

520 51226 345 354 513 91445 35 40


BNP Paribas SA 350 2322 125 123

325 3323 250 258 713 10137 50 75




295 52521 1600 1608 720 81531 320 385

488 11422 500 508 740 12131 120 156


680 6138 150 183 385 6127 1695 1340

525 31444 1000 1099 720 11532 15 14


354 72621 1000 1009 675 2139 200 155


329 72527 750 777 300 5923 250 255

374 3729 1500 1605 Nexen Inc

788 31532 75 113




- -




(000S) (000S) (000S) (000S)



588 31035 $210 $283

640 51537 390 532

3347



337 111525 830 826

442 111535 1000 1067

Invesco Finance PLC

400 13024 100 102

375 11526 1000 1075

3070



325 81921 500 502


525 112643 150 173

Diageo Capital PLC

388 42943 175 179

854


FMS Wertmanagement

275 3623 1500 1592



150 52621 1000 1011

275 31523 1000 1063


263 52626 1000 1056


188 42021 800 808

238 111622 1000 1040

275 111627 2000 2224

350 103128 750 883


300 91422 215 224

338 31223 300 316


263 41221 1500 1532

263 12522 900 933

213 61522 1000 1034

200 10422 250 259


213 11723 $1000 $1043

138 8524 3000 3087

200 5225 1500 1596

288 4328 1215 1401

000 41836 (10) 500 397


238 61025 1000 1081


238 10121 1000 1026


175 31021 500 504

22518



265 92221 150 155

200 102322 300 310

725 9136 175 293


210 9622 100 103


825 73022 350 409


245 62922 500 519

340 101723 2000 2178

250 42726 500 539


275 82521 100 103

263 21323 875 922

750 71523 300 363

713 2924 100 122

250 4924 91 97

288 101624 250 271

750 91529 375 567


850 71522 200 235

7186

Hardware ndash 00

Seagate HDD Cayman

488 6127 370 364

575 12134 142 133

497



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



399 92623 $30 $31 375 41024 330 346




Equinor ASA

275 111021

245 11723

775 61523

325 111024

363 91028

425 112341

Husky Energy Inc

440 41529

145

280

350

125

360

350

85

146

284

406

122

386

394

60

AXA SA

860 121530



350 32126

465 11144

75

250

35

100

250

40

290



684 12330 (8) 2275 1646 688 31138 225 317

663 61535 200 137 500 31542 100 119

650 6241 190 121 436





288 51026 100 103 613 121533 100 132

250 91226 1335 1365 575 6135 100 125


413 51135 1010 1172 475 32242 150 179

550 32540 225 292 413 82142 300 353

363 82142 200 205 1506 455 81243 60 70


375 91246

313 11749

Suncor Energy Inc

390

230

290

451

246

285


385 61524

380 31525

AstraZeneca PLC

1000

750

1047

768

715 2132

595 12134

595 51535

680 51538

200

50

430

130

209

48

396

135

313 61227

645 91537

400 91842

Mylan NV

100

450

250

100

638

280


275 61921 30 30 395 61526

Sanofi

285 281

288 21722 200 201 400 32921 315 321




- -




(000S) (000S) (000S) (000S)





240 92321

288 92323


440 112623

Pipeline ndash 01

Enbridge Inc

450 61044


585 31536

620 101537

475 51538

610 6140



1000

250

300

40

200

445

1003

375

100

992

252

316

5272

37

213

517

996

401

61

2225



340 12627



550 81535

565 112343

Sovereigns ndash 09


200 111522


325 91421

313 12126

363 103042


335

150

285

500

400

500

200

1558

351

169

320

489

517

406

521

212

Aon PLC Bond 350 61424 500 519 438 71221 1000 1010




XLIT Ltd Bond

445 33125 210 217 538 32524 390 429


Railroad ndash 01


285 121521

275 3126

690 71528

625 8134

620 6136

638 111537

350 111542

85

250

25

15

40

20

150

2014

83

266

32

20

54

28

159

Bond

350 11128

535 21149


400 63022

450 13043


388 91123

275 11927

350 92028

500

1000

250

200

200

200

500

492

1136

261

218

219

210

548



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



750 4833

675 92734

605 11140

475 3844

555 12145

460 12346

435 11547

1000

100

750

820

1000

500

500

500

994

139

986

972

1007

564

497

486



570 10140



125 72621

300 92023

116

500

750

148

505

810


Bond 213 112421 100 102

400 92224 575 595 250 11227 500 555

375 31625 500 519 188 12430 5000 5363


670 12636 550 704 438 61522 613 655



Bond 275 3723 500 530


655 31437 500 726 238 51321 2500 2551

563 111850 600 894 213 101521 200 205


Bond 250 31523 2500 2640

420 12124 1000 1053 325 12924 250 275

1063 31625 500 657 225 62424 2000 2135

550 33026 200 227 250 101524 1000 1082

775 11431 500 706 213 41326 1500 1625

638 102334 500 663 488 21536 200 297


370 2242 500 549 263 41921 2000 2044



538 61533 175 205 300 22124 150 165



138 92021 2000 2026




- -

ndash




(000S) (000S) (000S) (000S)



200 12622 $235 $241 521 3847 $150 $168

163 21022 1000 1020 490 3648 80 89




225 52124 1000 1063 288 91223 1500 1617 37803 175 7224 2000 2092



313 71622 295 298 713 11530 1500 2317

613 111537 505 648 663 111530 200 304

Orange SA 563 71537 500 787



300 31523 80 79 218 112522 142 145


450 31543 45 51 Class A2

545 10143 130 163 272 22522 91 93

Vodafone Group PLC

375 11624

413 53025

788 21530

420

895

15

437

953

20


298 42522


55 56

615 22737

438 21943

1065

95

1235

98 272 22522


97 99

525 53048 135 163 Class A2

6129 248 42522 122 124



963 121530 100 156 333 102523 165 174


BV Class 2A

875 61530 400 540 253 32523(1) (2) 87 89


457 42723

410 3827

240

1010

246

1040

Class A2

239 12523 85 88


302 82524 100 106




- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




348 12524 $263 $284 306 52527 $300 $326


253 92524 150 158 298 122527(1) (2) 250 273


283 42525(1) (2) 500 529 338 72528(1) (2) 200 222


272 102524 247 253 364 82530(1) (2) 110 126


270 22526 100 106 370 92530(1) (2) 200 230


258 32526 100 106 290 12528(1) (2) 125 135


247 42526 250 262 309 22530(1) (2) 100 110


216 102523 243 248 305 32528(1) (2) 100 109


229 62526 100 104 333 62528(1) (2) 100 115


242 102526(1) (2) 100 104 355 92528(1) (2) 250 285


298 82529 125 136 247 82529 200 210


288 112527(1) (2) 250 271 361 22531 150 171


280 22527(1) (2) 100 109 314 42529 200 225


258 122526(1) (2) 150 158 294 42529 200 216


318 42529(1) (2) 125 139 244 92529 150 165



- -




(000S) (000S) (000S) (000S)



Pool 256792

650 6122 $8 $8

Pool 256925

600 10137 13 15

Pool 256959

600 11137 81 93

Pool 257042

650 1138 173 200

Pool 257106

450 1128 2 2

Pool 257237

450 6128 23 25

Pool 707791

500 6133 90 99

Pool 725425

550 4134 34 38

Pool 730811

450 8133 77 85

Pool 735222

500 2135 20 22

Pool 735358

550 2135 80 91

Pool 735502

600 4135 12 14

Pool 737853

500 9133 193 214

Pool 745336

500 3136 413 459

Pool 745418

550 4136 30 34

Pool 745754

500 9134 237 262

Pool 745826

600 7136 100 115

Pool 747383

550 10133 89 97

Pool 755632

500 4134 64 71

Pool 772730

500 4134 71 78

Pool 790406

600 9134 42 48


Pool 793666

550 9134 $54 $60

Pool 796250

550 11134 39 44

Pool 800471

550 10134 183 204

Pool 817795

600 8136 21 23

Pool 826057

500 7135 50 56

Pool 826585

500 8135 92 102

Pool 828523

500 7135 36 40

Pool 831676

650 8136 12 14

Pool 832628

550 9120 1 1

Pool 833067

550 9135 124 141

Pool 833163

500 9135 57 63

Pool 840577

500 10120 1 1

Pool 844909


Pool 845425

600 2136 59 68

Pool 847921

550 11120 9 9

Pool 864435

450 12120 5 5

Pool 868435

600 4136 101 116

Pool 869710

600 4136 39 44

Pool 871135

600 1137 32 36

Pool 880505

600 8121 1 1

Pool 881818

650 8136 85 102



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



Pool 885769 Pool 902414

600 6136 $5 $6 550 11136 $78 $88

Pool 885866 Pool 906090

600 6136 73 82 550 1137 97 109

Pool 888100 Pool 910147

550 9136 144 162 500 3122 8 9

Pool 888152 Pool 912414

500 5121(12) mdash mdash 450 1122 9 10

Pool 888205 Pool 915499

650 2137 30 36 500 3137 59 64

Pool 888447 Pool 918515

400 5121 1 1 500 6137 48 53

Pool 889224 Pool 923123

550 1137 155 176 500 4136 9 10

Pool 889390 Pool 923166

600 3123 8 8 750 1137 6 6

Pool 889401 Pool 928261

600 3138 69 80 450 3136 62 68

Pool 889415 Pool 928584

600 5137 300 346 650 8137 210 246

Pool 889579 Pool 928909

600 5138 143 164 600 12137 1 1

Pool 889630 Pool 928915

650 3138 19 22 600 11137 8 9

Pool 889970 Pool 930606

500 12136 113 126 400 2139 400 432

Pool 890234 Pool 931195

600 10138 67 78 450 5124 59 62

Pool 890329 Pool 932023

400 4126 638 672 500 1138 58 64

Pool 890339 Pool 932741

500 9120 1 1 450 4140 282 309

Pool 890796 Pool 934466

350 12145 2712 2907 550 9123 24 25

Pool 893363 Pool 940623

500 6136 37 41 550 8137 24 27

Pool 893366 Pool 943388

500 4135 54 60 600 6137 128 147

Pool 898417 Pool 943617

600 10136 17 20 600 8137 53 61

Pool 899079 Pool 945876

500 3137 39 43 550 8137 9 10




- -




(000S) (000S) (000S) (000S)



Pool 946527

700 9137 $15 $16

Pool 947216

600 10137 37 43

Pool 949391

550 8122 1 1

Pool 953018

650 10137 56 64

Pool 953910

600 11137 33 38

Pool 955771

650 10137 36 40

Pool 959604

650 11137 8 9

Pool 959880

550 11137 15 17

Pool 962687

500 4138 82 91

Pool 963735

450 6123 29 31

Pool 965389

600 10123 19 19

Pool 966660

600 12137 1 2

Pool 968037

600 1138 26 29

Pool 969632

650 1138 18 19

Pool 970013

450 6138 76 82

Pool 972452

550 3138 112 125

Pool 975365

500 6123 15 16

Pool 976963

550 2138 957 1084

Pool 981704

500 6123 43 45

Pool 981854

550 7138 42 47

Pool 984075

450 6123 13 13


Pool 986760

550 7138 $223 $253

Pool 987115

550 9123 7 7

Pool 992472

600 10138 9 10

Pool 992491

450 10123 17 18

Pool 993055

550 12138 17 19

Pool 995018

550 6138 49 55

Pool 995203

500 7135 340 377

Pool 995266

500 12123 109 115

Pool 995879

600 4139 66 76

Pool AA0649

500 12138 215 240

Pool AA2939

450 4139 401 441

Pool AA4482

400 4139 331 358

Pool AA4562

450 9139 369 406

Pool AA8978

450 7139 99 109

Pool AA9357

450 8139 327 358

Pool AB1048

450 5140 480 525

Pool AB2067

350 1141 713 764

Pool AB2092

400 1141 364 395

Pool AB2272

450 2141 490 543

Pool AB2693

450 4141 342 376

Pool AB2768

450 4141 392 429



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




500 5141 $552 $612 400 10124 $74 $78


500 7141 123 136 450 11139 193 211


400 12141 1341 1450 450 1140 776 850


350 1142 895 960 500 12139 291 323


400 4142 1385 1497 550 1140 699 785


350 8142 627 672 600 7138 185 213


350 9127 855 900 450 12139 375 415


200 10127 376 388 600 12138 55 63


300 11142 2079 2198 550 8137 250 283


300 1143 899 951 450 7140 205 225


300 1143 1897 2005 500 6140 286 317


200 3128 822 848 400 6125 57 60


300 4143 781 826 500 6140 183 201


250 4143 90 94 400 2141 805 870


350 5143 2101 2254 400 5125 48 51


300 7133 178 190 350 3141 647 694


550 9139 356 391 400 10140 1011 1093


500 9139 1368 1517 450 10140 156 171


450 9129 129 140 450 10140 189 207


450 10139 715 783 350 11125 110 115


450 11124 150 157 400 12140 865 935




- -




(000S) (000S) (000S) (000S)



Pool AH1295

350 1126 $220 $232

Pool AH3226

500 2141 62 69

Pool AH4158

400 1141 149 161

Pool AH4450

300 1126 121 127

Pool AH5573

400 2141 712 773

Pool AH5614

350 2126 214 226

Pool AH8854

450 4141 223 245

Pool AI1247

400 4126 103 109

Pool AI3470

450 6141 284 311

Pool AI4361


Pool AI4380


Pool AI5603

450 7141 176 192

Pool AI7743

400 8141 168 182

Pool AI9137

250 11127 1030 1069

Pool AI9555

400 9141 438 474

Pool AI9828


Pool AJ2001


Pool AJ4093

350 10126 54 57


Pool AJ4408

450 10141 $101 $111

Pool AJ6086

300 12126 172 180

Pool AJ9152

350 12126 696 732

Pool AJ9218

400 2142 615 665

Pool AJ9326

350 1142 1015 1092

Pool AJ9355

300 1127 378 396

Pool AK4813

350 3142 435 466

Pool AK4945

350 2142 468 502

Pool AK7766

250 3127 460 478

Pool AK9444

400 3142 142 152

Pool AL0442

550 6140 74 84

Pool AL0766

400 9141 986 1072

Pool AL1449

400 1142 1093 1181

Pool AL1849

600 2139 294 338

Pool AL1939

350 6142 1090 1170

Pool AL2243

400 3142 1040 1124

Pool AL2303

450 6126 85 90

Pool AL2326

450 4142 1912 2095

Pool AL2397


Pool AL2438

300 9127 891 934

Pool AL2893

350 12142 2591 2786



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




250 3128 $425 $444 350 7142 $2154 $2311


300 6128 789 827 350 7142 359 385


450 11143 1204 1319 300 10142 593 628


250 6128 780 809 350 12142 678 727


400 2144 911 990 250 1128 153 159


350 1134 244 263 350 12142 975 1046


300 11127 545 572 250 1128 2262 2348


400 6144 2582 2816 300 1128 557 586


350 9129 748 792 300 2143 527 558


400 9144 1445 1583 300 3143 1097 1160


350 8143 542 581 250 3143 136 141


300 11130 2001 2108 300 3143 349 370


350 4131 352 374 300 7143 2318 2450


300 8146 753 796 300 8133 228 243


300 8146 729 771 400 9144 1671 1806


300 12131 923 972 300 10129 1232 1295


300 4142 601 635 450 10144 922 1001


300 4127 362 379 400 12144 508 552


350 5142 1283 1384 300 1145 953 1007


350 6142 779 835 350 2145 3057 3262


250 6127 244 254 300 4145 863 912



- -




(000S) (000S) (000S) (000S)




250 6130 $303 $316 300 12136 $349 $369


250 7130 718 745 300 12146 1141 1203


300 7135 359 380 200 1132 344 355


400 8145 968 1045 350 1132 227 241


350 10145 1372 1461 400 1147 2875 3087


350 11145 2618 2789 200 2132 184 189


350 11145 1526 1626 400 3147 689 746


350 12145 1724 1836 300 4132 668 702


350 12145 1198 1276 450 5147 895 969


350 2146 2196 2343 350 4143 430 461


250 3131 643 669 300 5143 987 1044


300 5146 1300 1375 300 4143 1693 1789


300 5146 784 828 300 5143 2104 2223


400 5146 476 513 300 5143 1814 1918


300 6146 746 786 250 7128 364 380


200 7131 174 179 350 8143 2228 2391


300 7146 897 946 300 8143 1744 1844


300 10146 1277 1348 300 8133 202 215


300 10146 719 759 300 9143 1620 1712


300 10136 220 233 350 9143 1107 1188


250 10131 2124 2211 400 12143 1998 2173



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




400 12143 $445 $484 250 2132 $699 $728


350 2142 518 556 350 4132 547 578


300 8129 314 331 300 11132 2374 2500


350 11144 621 663 350 12147 582 618


400 11144 1120 1210 350 1148 1210 1283


350 11144 1196 1279 350 1148 2117 2243


400 11144 1541 1668 350 3148 1234 1308


250 8127 1072 1112 500 5148 887 958


300 11126 353 371 400 4148 1156 1237


300 5145 1381 1459 400 5148 566 608


300 7145 927 980 400 9148 424 454


300 9145 498 526 400 7148 2283 2430


400 9145 1085 1173 450 7148 337 363


350 10145 775 826 400 8148 658 701


300 2131 706 742 400 8148 666 711


300 11130 301 316 400 9148 1203 1283


350 12145 572 610 400 1147 2716 2916


350 4146 5098 5407 400 9147 1692 1831


350 2146 2073 2208 350 12146 310 329


300 8146 611 644 450 11147 181 196


350 12146 834 885 250 6132 2216 2301




- -




(000S) (000S) (000S) (000S)




350 1134 $721 $759 350 12147 $1185 $1261


250 10143 790 822 400 3148 738 795


500 1149 1303 1407 400 3148 735 786


450 11148 540 581 450 4148 354 381


450 11148 417 448 450 5148 1061 1144


350 6149 529 564 450 6148 1133 1229


400 6149 3436 3658 450 6148 496 533


350 6149 1343 1419 400 7148 802 856


350 8149 665 702 450 6148 373 402


350 8149 686 725 450 7148 473 509


350 7149 448 473 450 8148 360 387


300 10149 535 562 350 8133 714 755


300 10149 291 305 350 9148 619 655


250 10149 1319 1367 400 9148 2305 2455


300 11149 1331 1395 400 11133 795 838


300 12149 1115 1172 350 11148 1777 1895


350 8147 1449 1536 450 11148 2131 2290


400 10147 324 348 400 8149 2880 3073


400 10147 3480 3735 300 12145 475 502


350 11147 1984 2112 450 9149 2357 2533


350 12147 1858 1969 400 3130 117 126



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




400 3131 $318 $347 300 9136 $636 $673


450 4131 369 403 300 10146 713 752


350 4131 199 210 250 10131 361 375


400 7131 205 224 250 10146 477 496


350 2132 452 485 300 11136 792 838


350 7132 571 613 250 11136 355 369


350 8132 313 336 250 12136 143 149


300 8132 163 173 300 1147 10548 11113


300 10132 882 938 300 2147 608 638


350 11132 423 455 350 3147 3349 3548


300 5133 900 955 350 6137 690 735


250 7133 272 284 350 7147 1728 1830


400 1134 381 416 400 7147 628 674


300 7135 794 842 350 7137 130 138


350 12135 331 356 450 7147 1178 1277


250 12130 1028 1067 300 9137 288 304


400 1146 461 498 450 10147 595 645


300 7146 2052 2156 350 11137 214 228


300 7136 442 467 350 11147 1842 1952


300 8146 1450 1535 450 11147 181 196


300 9146 661 697 300 11137 365 386




- -




(000S) (000S) (000S) (000S)




300 11132 $1002 $1053 300 12149 $660 $691


400 12147 339 364 250 1135 1466 1521


400 1148 1434 1528 350 1135 1459 1537


350 2148 1589 1678 250 1150 495 513


Pool MA3334

450 4148

Pool MA3385

450 6148

Pool MA3412

350 7138

Pool MA3413

400 7138

Pool MA3443

400 8148

Pool MA3444

450 8148

Pool MA3467

400 9148

Pool MA3492

400 10138

Pool MA3547

300 12133

Pool MA3590

400 2139

1204

457

429

158

530

439

517

138

741

138

1298

492

456

170

565

473

551

148

775

148

138 101122


188 7721

170 82521

300 101221

163 122021

138 21723

550 71536


238 11322

275 61923

675 31531


287 122521


1000

3500

2200

3000

4000

3500

500

1500

1000

1200

91

1012

3566

2203

3120

4085

3594

772

17340

1553

1071

1866

93



350 7149

Pool MA3695

720 759 K020 Class A2

237 52522 150 153

300 7134

Pool MA3744

300 8149

Pool MA3765

250 9149

Pool MA3870

250 12149

328

910

1300

494

343

953

1346

512


231 82522


257 92522

350

200

358

206



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




311 22523 $300 $314 321 32525 $250 $271


332 22523 250 263 333 52525 500 547


325 42523 300 316 331 92525 300 329


330 42523 227 241 300 122525 300 325


331 52523 365 389 275 12526 250 268


306 72523 350 370 267 32526 500 535


339 32524 295 318 253 52526 400 425


324 92524 300 324 265 82526 250 268


317 102524 300 324 312 92526 100 110


267 122524 200 212 324 42527 350 394


306 122524 200 215 312 62527 350 391




- -




(000S) (000S) (000S) (000S)




319 72527 $250 $281


324 82527 150 169


319 92527 200 225


330 112527 150 170


344 122527 150 172


335 12528 150 171


360 12528 150 173


365 22528 150 174


390 42528 200 235


385 52528 200 234


385 62528 150 176



393 62528 $200 $237


393 72528 200 235


390 82528 200 238


392 92528 350 415


405 92528 200 240


386 112528 200 237


342 22529 500 577


351 32529 150 174


330 42529 300 345


298 52529 200 225


290 62529 300 336



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




254 102529 $250 $273 399 52533 $100 $118


225 22552 250 267 399 82533 100 122


187 32553 200 207 279 12522 250 257


372 12531 100 121 273 62522 64 66


379 12534 100 120 309 82522 250 258


347 32531 100 122 241 32523 250 257


354 32534 100 119 245 82523 250 259


299 52531 100 110 314 102524 200 214


306 42534 100 115 359 12525 200 218


342 42532 100 118 360 22525 150 163


375 42533 100 125 370 52525 400 440




- -




(000S) (000S) (000S) (000S)




375 82525 $500 $553


321 22526 200 218


286 52526 150 161

Pool QA0127

350 6149 2132 2277

Pool QA1132

350 7149 1046 1104

Pool QA1263

350 7149 1096 1174

Pool QA4699

300 11149 763 799

Pool QN0818

250 10134 1013 1051

Pool RA1196

400 8149 4352 4643

Pool RA1501

300 10149 647 678

Pool SD0163

300 12149 1544 1621

Pool SD8019

450 10149 1841 1979

Pool SD8023

250 11149 983 1018

Pool SD8029

250 12149 986 1021

Pool SD8037

250 1150 990 1026

Pool ZA1036

450 2140 202 221

Pool ZA1159

350 4142 481 518

Pool ZA1165

350 4142 994 1066

Pool ZA1254

300 10142 2243 2371


Pool ZA1334

350 7142 $338 $363

Pool ZA1361

350 5143 423 454

Pool ZA1375

400 9144 322 348

Pool ZA1378

350 10144 460 492

Pool ZA2773

250 8127 174 181

Pool ZA3862

250 5131 612 638

Pool ZA4194

300 4143 406 430

Pool ZA4214

300 5143 641 679

Pool ZA4715

400 9146 2071 2241

Pool ZA5107

400 11147 689 739

Pool ZA5642

400 9148 1774 1891

Pool ZA5950

450 11148 3209 3450

Pool ZI6135

500 9134 653 737

Pool ZI6854

450 12137 51 55

Pool ZI7645

500 6138 218 239

Pool ZI8519

450 2139 40 44

Pool ZI9157

450 9139 1165 1275

Pool ZI9349

450 10139 668 732

Pool ZI9657

450 1140 565 618

Pool ZI9862

450 3140 346 383

Pool ZI9939

450 4140 237 260



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




450 10140 $332 $364 300 6143 $793 $839


400 1141 398 432 300 7143 594 628


400 1141 312 337 300 8143 1026 1084


400 2141 680 734 350 8143 366 392


450 3141 280 307 400 2144 608 661


200 5128 755 779 350 7144 2166 2321


250 4130 679 707 400 7144 1648 1782


250 7130 463 480 400 11144 565 607


450 7141 365 400 400 11145 747 806


450 8141 943 1033 350 12145 599 640


400 9141 177 191 300 6146 983 1038


350 11141 229 246 300 10146 918 969


350 6142 628 674 300 11146 1354 1428


400 6142 1239 1341 350 12146 2546 2701


350 8142 1021 1102 350 6147 314 335


350 8142 967 1038 350 8147 1133 1205


300 1143 3166 3343 350 9147 1432 1517


300 1143 679 718 350 10147 2456 2607


300 2143 313 331 400 11147 3347 3599


350 5143 1682 1805 350 11147 604 640


300 5143 330 349 350 11147 1236 1313



- -




(000S) (000S) (000S) (000S)




350 12147 $491 $520 400 6142 $1356 $1466


350 1148 1345 1426 400 8142 748 809


350 2148 1121 1188 250 7143 575 599


400 3148 858 918 350 1145 748 802


450 5148 785 847 350 3145 1505 1610


400 7148 701 746 450 7144 359 393


500 7148 532 574 350 2142 609 653


400 8148 541 576 300 7143 1956 2068


400 9148 1148 1224 350 10143 799 857


450 10148 737 792 300 9144 336 354


350 11148 1269 1353 300 11144 3481 3676


350 2149 500 529 400 1145 971 1049


450 8134 20 22 350 3145 1329 1416


500 12135 194 216 300 6145 604 638


500 8137 24 26 350 6145 1056 1125


500 9138 48 54 300 7145 1467 1551


500 3138 109 121 400 8145 332 359


450 2139 131 143 300 9145 4399 4646


450 11139 313 345 350 9145 811 863


450 4140 406 445 400 10145 449 485


350 7142 519 556 400 11145 417 451



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



Pool ZS4642

350 12145

Pool ZS4655

350 3146

Pool ZS4667

300 6146

Pool ZS4671

300 8146

Pool ZS4677

300 9146

Pool ZS4682

300 10146

Pool ZS4703

300 2147

Pool ZS4722

350 6147

Pool ZS4730

350 8147

Pool ZS4740

400 10147

Pool ZS4743

350 11147

Pool ZS4745

450 11147

Pool ZS4747

350 12147

Pool ZS4748

400 12147

Pool ZS4749

450 12147

Pool ZS4752

400 1148

Pool ZS4759

350 3148

Pool ZS4769

400 5148

Pool ZS4773

450 6148

Pool ZS4781

450 7148

Pool ZS4785

400 8148

$1550

801

1015

2209

616

812

529

933

352

1417

2149

1269

567

1490

419

1238

1363

918

257

590

730

$1651

853

1072

2330

649

857

558

988

373

1524

2278

1375

598

1599

453

1332

1453

977

277

635

777



Pool ZS6948

250 11128 $444 $463

Pool ZS8023

200 8132 117 121

Pool ZS8495

250 8128 1721 1787

Pool ZS8628

200 11131 195 201

Pool ZS8639

200 1132 66 68

Pool ZS9449

350 8145 812 867

Pool ZS9495

350 10145 1160 1243

Pool ZS9580

350 12145 1151 1226

Pool ZS9618

350 3146 1954 2094

Pool ZS9805

300 9146 1100 1162

Pool ZS9813

300 9146 1078 1138

Pool ZS9827

300 10146 848 895

Pool ZS9828

300 10146 877 925

Pool ZT0000

300 1147 3166 3346

Pool ZT0074

350 3147 3717 3954

Pool ZT0495

450 8148 322 346

Pool ZT0524

450 9148 1042 1127

Pool ZT0712

400 10148 1068 1138

Pool ZT0787

400 10148 1130 1203

Pool ZT1702

400 1149 2238 2384

Pool ZT2091

300 6134 403 422

193246



- -




(000S) (000S) (000S) (000S)




500 11133 $33 $36 600 9138 $17 $18


500 1134 43 48 550 11138 176 199


550 11134 197 222 500 3140 157 173


550 1135 191 211 500 11126 8 9


550 11135 89 99 500 4129 85 92


500 7135 16 18 400 1131 315 344


500 1136 53 59 450 5131 158 173


600 8136 6 7 350 2132 198 213


650 8136 11 12 400 10131 258 281


550 12136 114 125 350 11131 195 209


500 3137 122 136 350 8132 308 331


550 3137 12 14 400 1135 141 154


550 4137 126 142 300 5135 260 275


550 10136 193 218 300 12135 274 291


550 12135 32 35 300 6136 311 329


550 9137 13 15 300 9136 334 354


700 10137 15 18 250 11136 213 223


550 9137 122 133 300 1137 141 149


600 11137 17 20 300 9137 360 381


500 2138 73 81 300 10137 299 317


700 2138 21 22 350 1138 383 407



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




400 1138 $140 $151 600 11137 $44 $51


350 7138 273 290 700 11137 19 22


400 8138 348 374 650 11137 257 294


500 1128 96 104 600 3138 46 53


300 3132 198 211 500 5138 82 91


300 2127 349 366 550 6138 68 77


350 8127 639 673 600 7138 135 156


500 2136 91 101 650 9138 68 78


550 3136 13 15 500 11139 236 261


600 11136 146 168 500 8140 134 148


600 11136 5 5 550 8140 599 679


500 11134 46 51 550 12139 547 619


600 1137 6 7 500 10141 491 544


650 1137 11 12 600 5140 152 175


600 4137 567 653 700 3137 26 32


600 4137 7 8 550 4137 31 35


600 6137 19 22 500 4139 646 715


500 6136 76 84 450 9120 1 1


550 8136 35 40 400 1122 7 7


600 9137 21 24 500 9121 2 2


600 9137 38 44 450 4122 5 5



- -




(000S) (000S) (000S) (000S)



Pool G12868

500 11122 $24

Pool G12869

500 9122 16

Pool G13136

450 5123 28

Pool G13151

600 3123 17

Pool G13201

450 7123 17

Pool G13433

550 1124 24

Pool G14168

550 12124 27

Pool G14239

400 9126 588

Pool G14554

450 7126 44

Pool G14891

300 10128 264

Pool G15134

300 5129 189

Pool G15468

350 12129 372

Pool G16562

350 8133 768

Pool G16600

300 7133 2737

Pool G16774

350 2134 678

Pool G16786

400 4134 786

Pool G18220

600 11122 4

Pool G18420

300 1127 454

Pool G18438

250 6127 223

Pool G18442

350 8127 364

Pool G18571

250 10130 366

$26

17

29

17

17

25

28

621

46

278

199

394

815

2884

714

829

4

475

232

383

380


Pool G18601

300 5131

Pool G18626

250 1132

Pool G18664

350 10132

Pool G18681

300 3133

Pool G30327

450 1127

Pool G30835

350 12135

Pool G31020

250 2137

Pool G31057

300 2138

Pool J00991

400 1121

Pool J02541

400 9120

Pool J03041

600 7121

Pool J03736

550 11121

Pool J05307

450 8122

Pool J06175

500 5121(12)

Pool J06465

600 11122

Pool J06476

550 11122

Pool J08098

550 6123

Pool J08202

500 7123

Pool J08454

500 8123

Pool J08913

550 10123

Pool J09148

500 12123

continued

$497 $522

2704 2808

313 330

1233 1295

17 18

274 295

80 84

381 401

2 3

1 1

3 3

6 6

4 4

mdash mdash

1 1

7 8

2 2

8 8

11 12

10 10

28 29



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




500 2124 $34 $36 300 9128 $777 $818


500 3124 27 28 250 8130 220 230


400 11124 25 26 250 8130 175 183


450 4125 227 241 250 10131 666 693


Pool J16932 Pool TBA 300 10126 221 232 4150(13) 7000 7387

Pool J17055

300 11126

Pool J17232

300 11126

Pool J17932

300 3127

Pool J20834

250 10127

Pool J21601

250 12127

Pool J22069

250 1128

Pool J22986

250 3128

Pool J30435

300 1130

Pool J32244

300 7130

Pool J34252

350 4131

Pool K90071

300 2133

Pool K90641

350 6133

Pool K90791

300 7133

Pool K91490

350 1134

Pool K92325

300 1135

119

193

297

421

1410

104

877

469

1631

93

717

90

311

543

410

125

203

311

438

1464

109

915

494

1711

99

758

97

331

576

434


Pool 510835

550 21535 25

Pool 553463

350 11542 574

Pool 597889

550 61533 137

Pool 614169

500 71533 37

Pool 616879

350 21542 404

Pool 617739

600 101537 9

Pool 634431

600 91534 15

Pool 641416

550 41535 142

Pool 646341

600 111536 27

Pool 648538

500 121535 58

Pool 651753

550 31536 9

Pool 670030

300 71545 503

Pool 675211

650 31538 6

Pool 675484

550 61538 54

Pool 676360

28

618

150

41

439

11

17

157

30

63

10

532

7

61

650 101537 5 6



- -




(000S) (000S) (000S) (000S)



Pool 682899

600 91540 $173 $197

Pool 687824

550 81538 95 108

Pool 687900

500 91538 112 123

Pool 687901

500 91538 70 78

Pool 692309

600 11539 53 60

Pool 697645

550 101538 35 40

Pool 698236

500 61539 251 279

Pool 698336

450 51539 282 312

Pool 699277

600 91538 8 9

Pool 700918

550 111538 104 118

Pool 700972

550 111538 21 24

Pool 701196

600 101538 5 6

Pool 703677

550 61539 104 115

Pool 704185

550 11539 30 34

Pool 704514

450 51539 467 523

Pool 704624

450 71539 1388 1554

Pool 717175

450 61539 263 294

Pool 719262

500 81540 130 144

Pool 720065

450 61539 890 996

Pool 720202

450 71539 210 231

Pool 723231

400 101539 214 231


Pool 723339

500 91539 $120 $134

Pool 726085

400 111524 64 67

Pool 728629

450 11540 345 380

Pool 733663

450 51540 1006 1114

Pool 736768

300 111542 903 960

Pool 737286

450 51540 356 398

Pool 737416

350 91525 59 62

Pool 738134

350 41526 122 128

Pool 738247

450 41541 154 170

Pool 745215

400 71525 55 58

Pool 747643

450 81540 499 552

Pool 760874

350 21526 111 117

Pool 768800

450 61541 64 71

Pool 773939

400 111541 451 497

Pool 778957

350 31542 528 578

Pool 782131

550 121536 41 46

Pool 782150

550 41537 47 54

Pool 782259

500 21536 94 104

Pool 782272

550 21538 84 95

Pool 782498

600 121538 42 48

Pool 782565

500 21539 977 1088



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



Pool 782584 Pool 4018

500 31539 $54 $60 650 82037 $67 $78

Pool 782675 Pool 4026

450 61524 50 53 500 92037 26 29

Pool 782696 Pool 4027

500 61539 226 252 550 92037 13 15

Pool 782831 Pool 4040

600 121539 30 34 650 102037 14 16

Pool 783176 Pool 4098

400 111540 567 614 550 32038 83 93

Pool 783467 Pool 4116

400 101541 1669 1810 650 42038 32 38

Pool 783740 Pool 4170

250 121527 181 188 600 62038 64 73


350 61542 34 37 550 72038 151 170


300 21543 355 382 500 92038 38 42


350 81542 134 145 550 92038 43 48


300 91542 194 206 600 92038 24 27


300 31543 317 340 650 102038 32 39


300 41543 360 382 550 112038 28 31


350 11545 200 217 600 12039 51 58

19087 Pool 4345


Pool 3570 Pool 4425

600 62034 41 47 550 42039 96 109

Pool 3665 Pool 4559

550 12035 112 126 500 102039 201 222

Pool 3852 Pool 4561

600 52036 18 21 600 102039 117 133

Pool 3879 Pool 4617

600 72036 54 62 450 12040 62 69

Pool 3910 Pool 4619

600 102036 28 32 550 12040 196 218

Pool 3994 Pool 4713

500 62037 18 21 450 62040 180 198



- -




(000S) (000S) (000S) (000S)



Pool 4747 Pool 626951

500 72040 $157 $174 300 62045 $661 $704

Pool 4881 Pool 737602

350 122040 675 721 400 112040 313 343

Pool 4882 Pool 752757

400 122040 1575 1717 450 112040 362 398

Pool 4923 Pool 755677

450 12041 150 165 400 122040 230 250

Pool 5050 Pool 766711

400 52026 104 109 400 52042 1068 1159

Pool 5081 Pool 782433

400 62041 246 268 600 102038 92 105

Pool 5082 Pool 783976

450 62041 254 280 350 42043 3257 3483

Pool 5083 Pool 784345

500 62041 1007 1113 350 72047 826 908


400 72041 987 1076 300 12043 1050 1121


500 82041 135 149 300 22043 1561 1677


450 92041 140 155 300 32043 1045 1116


500 92041 653 721 350 32043 384 413


350 102041 384 411 350 42043 146 157


400 102041 242 264 350 112042 555 591


350 112041 754 806 350 22043 662 711


550 122041 16 18 350 32043 385 414


400 12042 270 294 400 82043 1063 1154


350 22042 282 301 350 72044 320 343


550 22042 118 132 350 82045 2795 3005


300 32027 300 313 400 102044 753 817


350 32042 452 483 350 12045 1993 2143



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




350 82045 $1806 $1943 250 62028 $441 $458


400 82045 753 814 300 62043 929 998


350 72047 441 475 350 82043 671 717


450 62048 909 979 350 92043 389 416


250 42027 117 121 400 42044 216 236


350 42042 455 487 400 52044 232 252


350 52042 1014 1085 400 92044 1247 1359


350 72042 529 566 300 122044 188 201


350 82042 986 1055 350 12045 731 777


500 82042 231 256 400 12045 261 284


300 92042 2129 2285 300 32045 412 442


350 92042 429 459 300 42045 1079 1158


300 12043 507 544 350 42045 419 445


300 32028 136 142 300 62045 1181 1268


250 32043 186 196 350 62045 380 404


300 32043 742 797 300 72030 597 624


350 32043 861 921 300 72045 921 988


300 42043 907 974 350 82045 1099 1168


350 42043 290 311 300 92045 1233 1324


300 52043 867 931 400 92045 965 1051


350 52043 774 828 300 102045 241 259



- -




(000S) (000S) (000S) (000S)




350 102045 $4657 $4974 250 92031 $217 $225


400 102045 519 567 300 92046 2068 2214


350 112045 844 898 350 92046 2740 2931


400 112045 1891 2061 250 102046 136 143


350 122045 1805 1920 300 102046 1363 1458


450 12046 1008 1100 250 112046 1038 1092


350 32046 1639 1742 300 112046 6471 6916


400 32046 436 475 250 122031 115 119


300 42046 1033 1105 250 122046 70 74


350 42046 1649 1756 350 12047 1374 1448


300 52046 1670 1792 400 32047 627 673


350 52046 1006 1070 350 42047 492 518


400 52046 422 456 300 62047 2201 2344


300 62046 2013 2157 450 62047 858 927


350 62046 1327 1411 300 82032 180 188


250 72031 153 158 350 82047 2111 2243


300 72031 193 201 300 92047 5250 5558


300 72046 2370 2540 350 92047 3445 3677


350 72046 1972 2108 350 102047 2144 2277


300 82046 910 975 400 112047 298 320


350 82046 907 965 350 122047 2135 2255



- -

ndash

MARCH 31 2020


(000S) (000S) (000S) (000S)



Pool MA4901

400 122047 $4149 $4420

Pool MA4962

350 12048 2064 2190

Pool MA4963

400 12048 772 831

Pool MA5077

350 32048 2358 2501

Pool MA5137

400 42048 406 436

Pool MA5191

350 52048 1365 1448

Pool MA5264

400 62048 948 1013

Pool MA5265

450 62048 1039 1112

Pool MA5266

500 62048 1203 1293

Pool MA5330

400 72048 1248 1333

Pool MA5331

450 72048 2088 2239

Pool MA5398

400 82048 858 920

Pool MA5399

450 82048 968 1027

Pool MA5466

400 92048 2062 2195

Pool MA5467

450 92048 1163 1242

Pool MA5528

400 102048 1206 1289

Pool MA5529

450 102048 215 230

Pool MA5564

350 112033 519 544

Pool MA5595

400 112048 420 451

Pool MA5653

500 122048 1718 1840

Pool MA5818

450 32049 1283 1364



Pool MA5931

400 52049 $2838 $3012

Pool MA5985

350 62049 2708 2856

Pool MA6040

400 72049 3688 3913

Pool MA6217

250 102049 789 825

Pool MA6337

250 122049 596 623

Pool MA6338

300 122049 7148 7569

Pool MA6409

300 12050 1990 2107

182589


525 91539 1650 2524


Pool TBA

4150(13) 32000 33563


(Cost $796566) 830060



625 81523 1550 1861

763 21525 165 223

613 111527 5000 7085

450 21536 475 728

438 21538 1000 1560

450 51538 1700 2692

350 21539 2500 3562

425 51539 2000 3111

450 81539 2000 3205

438 111539 2000 3168

463 21540 3000 4906

438 51540 1000 1590

375 81541 4000 5945

313 21542 2000 2735

275 81542 3000 3873

275 111542 4000 5174

363 21544 5000 7406

338 51544 6000 8583



- -




(000S) (000S) (000S) (000S)



313 81544 $5500 $7591

300 111544 7000 9490

250 21545 6000 7502

300 51545 6000 8173

300 111545 15000 20568

250 51546 8000 10093

225 81546 5000 6036

288 111546 5000 6765

300 51547 8000 11089

275 81547 7000 9274

275 111547 8000 10612

300 21548 8000 11106

313 51548 5000 7084

300 81548 16000 22225

300 21549 15000 20899

288 51549 13500 18421

225 81549 5000 6091

238 111549 7070 8808

269234


238 31521

238 41521

138 53121

113 63021

163 63021

213 63021

213 81521

288 101521

150 103121

200 111521

163 123121

188 13122

250 21522

113 22822

188 33122

175 63022

163 81522

175 93022

188 103122

200 113022

213 123122

150 22823

263 22823

20000

5000

12000

10000

3000

1740

36000

20000

2000

20000

25000

25000

25000

25000

10000

100000

5000

10000

10000

10000

5000

5000

20000

20438

5116

12179

10127

3056

1784

36970

20821

2041

20590

25615

25759

26067

25415

10331

103438

5163

10372

10414

10457

5254

5178

21360


163 43023

275 43023

163 53123

275 53123

263 63023

275 83123

288 103123

275 111523

263 123123

238 22924

250 51524

200 53124

200 63024

238 81524

150 93024

150 103124

225 111524

150 113024

138 13125

275 22825

288 43025

213 51525

275 63025

300 93025

263 123125

163 21526

163 51526

150 81526

163 93026

200 111526

175 123126

225 21527

113 22827

225 81527

225 111527

275 21528

288 51528

288 81528

313 111528

263 21529

continued

$10000 $10408

15000 16133

1000 1042

23000 24778

5000 5375

25000 27065

10000 10906

5000 5436

5000 5430

20000 21591

20000 21761

5000 5342

25000 26730

9000 9786

5000 5254

7000 7362

10000 10859

15000 15795

10000 10476

15000 16721

2500 2811

10000 10865

5000 5604

20000 22768

10000 11222

20000 21299

10000 10672

10000 10616

10000 10703

10000 10952

10000 10800

10000 11152

10000 10390

15000 16830

15000 16866

5000 5829

5000 5895

15000 17738

10000 12072

15000 17532



-

ndash

-

MARCH 31 2020


(000S) (000S) (000S) (000S)



238 51529

175 111529

continued

$15000

15000

$17255

16479

952545


(Cost $1098192) 1221779


Arizona ndash 00


484 1141 110 147

California ndash 02


704 4150 150 239


691 10150 150 240


770 11130 135 139

730 10139 920 1414

763 3140 405 653

760 11140 400 666


755 4139 585 949


587 6140 300 422


675 8149 150 244


658 51539 250 327




676 7134 $290 $400


575 7134 335 430


695 7140 100 101


614 5149 100 138


695 11150 75 106


595 51545 150 202

6670



585 31532 300 368



559 12134 30 37

Georgia ndash 00


666 4157 100 134


664 4157 69 90

706 4157 298 392



616

- -




(000S) (000S) (000S) (000S)


Illinois ndash 01


690 12140 $300 $403


620 12140 140 168


510 6133 705 700

1271



450 8131


572 81539

250

100

295

135

430



525 11134 100 120

Nevada ndash 00


682 7145 200 265

New Jersey ndash 00


656 121540 200 267


610 121528 300 308


741 1140 125 183



567 5140 $145 $192

950

New York ndash 01


734 111539 75 107


669 111540 100 130

681 111540 60 78


575 61541 200 287

572 61542 250 361


577 8136 300 381


552 10137 100 120

585 6140 85 114


560 31540 250 303


563 31539 75 89


577 31539 100 109



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




665 12131 $225 $228


565 11140 350 471


565 11140 200 269


493 10151 250 310

3357

Ohio ndash 01


645 21544 200 280


808 21550 300 506


604 111540 145 149


491 6140 190 226


480 6111(4) 200 241


488 12134 90 101

1503


Oregon ndash 00


583 111534 $200 $275



500 91527 200 232

Tennessee ndash 00


673 7143 100 145

Texas ndash 01


502 12148 180 241


645 21535 200 201


629 3132 260 322


672 1149 125 198


599 2139 200 280


552 4139 200 275


518 4130 300 361



-ndash




(000S) (000S)




479 81546 $100 $116

1994

Utah ndash 00


354 7125 95 100

Washington ndash 00


549 11139 80 92


679 7140 100 122


514 8140 100 137

351


(Cost $14516) 18831

NUMBER OF SHARES

VALUE (000S)

OT H E R ndash 0 0


Total Other

(Cost $39) mdash





(Cost $64483)

64482831 $64483

64483


(Cost $2781358)


2965523

(29451)












1Y - 1 Year

3M - 3 Month




Gtd - Guaranteed




MARCH 31 2020











US Treasury 480

US Agency 195

AAA 55

AA 29

A 105

BBB 114

Cash Equivalents 22

Total 1000






LEVEL 2 (000S)

LEVEL 3 (000S)

TOTAL (000S)











ndash -




(000S) (000S) (000S) (000S)



600 21526 $10 $13 250 51546 $400 $505

650 111526 75 104 225 81546 375 453

638 81527 65 92 288 111546 300 406

613 111527 75 106 300 21547 400 554

550 81528 50 70 300 51547 350 485

525 111528 100 139 275 81547 350 464

613 81529 50 75 275 111547 350 464

625 51530 75 116 300 21548 390 541

538 21531 100 149 313 51548 425 602

450 21536 140 215 300 81548 400 556

475 21537 25 40 338 111548 450 668

500 51537 50 82 300 21549 550 766

438 21538 50 78 288 51549 450 614

450 51538 95 150 225 81549 450 548

350 21539 100 142 238 111549 475 592

425 51539 100 156 200 21550 1000 1159

450 81539 100 160 21627 438 111539

463 21540

438 51540

388 81540

425 111540

475 21541

438 51541

375 81541

313 111541

313 21542

300 51542

275 81542

275 111542

313 21543

288 51543

363 81543

375 111543

363 21544

338 51544

313 81544

300 111544

250 21545

300 51545

288 81545

300 111545

250 21546

200

185

190

150

175

145

140

150

145

200

155

230

315

205

375

350

430

400

300

425

455

450

400

425

380

400

317

303

302

225

275

242

225

223

198

274

208

297

407

281

495

517

647

592

429

587

617

563

545

569

521

504


125 33121

225 33121

238 41521

138 43021

225 43021

263 51521

313 51521

138 53121

200 53121

213 53121

263 61521

113 63021

163 63021

213 63021

263 71521

113 73121

175 73121

225 73121

213 81521

275 81521

113 83121

150 83121

200 83121

275 91521

113 93021

200

500

250

300

725

350

275

400

250

250

300

350

250

350

300

300

300

325

400

350

300

350

250

350

350

202

511

256

304

742

360

284

406

255

256

309

354

255

359

310

304

306

334

411

362

304

356

256

363

355



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



150 93021 $400 $408 163 83122 $350 $361

213 93021 250 257 188 83122 275 286

288 101521 350 364 150 91522 200 206

125 103121 350 356 175 93022 295 306

150 103121 250 255 188 93022 300 312

200 103121 250 257 138 101522 350 360

200 111521 375 386 188 103122 225 234

288 111521 250 261 200 103122 300 313

150 113021 400 409 163 111522 755 782

175 113021 250 256 200 113022 450 471

188 113021 250 257 163 121522 600 622

263 121521 350 364 213 123122 525 552

163 123121 600 615 150 11523 650 672

200 123121 300 309 175 13123 275 286

213 123121 225 232 238 13123 250 265

250 11522 250 260 138 21523 2250 2321

138 13122 1000 1021 200 21523 475 498

150 13122 250 256 150 22823 250 259

188 13122 300 309 263 22823 350 374

200 21522 325 336 050 31523 400 403

250 21522 275 287 150 33123 200 207

113 22822 2400 2440 250 33123 350 373

175 22822 250 257 163 43023 175 182

188 22822 150 155 275 43023 350 376

238 31522 300 313 175 51523 525 549

038 33122 400 401 163 53123 200 208

175 33122 260 268 275 53123 350 377

188 33122 300 310 138 63023 250 259

225 41522 380 396 263 63023 375 403

175 43022 300 310 125 73123 350 361

188 43022 250 259 275 73123 375 405

175 51522 275 284 250 81523 300 322

213 51522 250 260 138 83123 250 259

175 53122 250 258 275 83123 350 379

188 53122 300 311 138 93023 250 259

175 61522 400 414 288 93023 380 414

175 63022 250 259 163 103123 300 314

213 63022 200 209 288 103123 350 382

175 71522 250 259 275 111523 350 381

188 73122 400 415 213 113023 300 320

200 73122 200 208 288 113023 400 437

150 81522 200 206 225 123123 250 268

163 81522 250 258 263 123123 400 434



- -




(000S) (000S) (000S) (000S)



225 13124 $300 $322 288 113025 $300 $340

250 13124 250 271 263 123125 300 337

275 21524 550 601 263 13126 150 168

213 22924 300 321 163 21526 450 479

238 22924 300 324 250 22826 350 391

213 33124 600 643 225 33126 350 386

200 43024 250 267 238 43026 225 250

225 43024 300 323 163 51526 650 694

250 51524 575 626 213 53126 175 192

200 53124 550 588 188 63026 325 352

175 63024 425 450 188 73126 300 325

200 63024 300 321 150 81526 520 552

175 73124 250 265 138 83126 350 369

213 73124 250 269 163 93026 250 268

238 81524 525 571 163 103126 300 321

125 83124 400 416 200 111526 500 548

188 83124 250 266 163 113026 350 375

150 93024 400 420 175 123126 300 324

213 93024 300 324 150 13127 925 984

150 103124 450 473 225 21527 510 569

225 103124 300 326 113 22827 1300 1351

225 111524 550 597 063 33127 250 251

150 113024 300 316 238 51527 500 564

213 113024 200 216 225 81527 500 561

175 123124 400 426 225 111527 550 618

225 123124 250 272 275 21528 550 641

138 13125 1300 1362 288 51528 625 737

250 13125 200 220 288 81528 590 698

200 21525 625 673 313 111528 675 815

113 22825 1650 1710 263 21529 600 701

275 22825 215 240 238 51529 600 690

050 33125 250 252 163 81529 700 760

263 33125 300 333 175 111529 925 1016

288 43025 300 337 150 21530 925 996


200 81525 550 595

275 83125 300 337

300 93025 300 341

300 103125 200 228

225 111525 645 709



ndash

MARCH 31 2020





(Cost $1481)

1481143 $1481

1481


(Cost $93553)


102951

94









US Treasury 986

Cash Equivalents 14

Total 1000






LEVEL 2 (000S)

LEVEL 3 (000S)

TOTAL (000S)

























MARCH 31 2020




















Bond Index $4611 $(4611)








UNDISTRIBUTED


Bond Index $2086 $5818 $184157




DISTRIBUTIONS FROM


Bond Index $89033 $2541




DISTRIBUTIONS FROM











MARCH 31 2020









CONTRACTUAL


Bond Index 013 015


















PURCHASES SALES


Bond Index $488729 $1103627 $551647 $1309440





Bond Index $201327 $(17169) $184158 $2781365





Bond Index 72407 $779968 2518 $27064 (98122) $(1060146) (23197) $(253114)




MARCH 31 2020




Bond Index 122616 $1251232 2371 $24194 (104763) $(1068991) 20224 $206435






























Basis for Opinion












Bond Index $5818




















BO N D I N D E X



Actual 015 $100000 $103420 $076

Hypothetical 015 $100000 $102425 $076




Actual 016 $100000 $107490 $083

Hypothetical 016 $100000 $102420 $081















bull None








2003 to 2015




bull Nasdaq Inc



bull None




















Darek Wojnar(4)
















































BOND INDEX FUND1234











P ROX Y VOT I N G














N O R T H E R N


HIGHER RISK

REWARD

LOWER RISK

REWARD

GR

OW

THIN

CO

ME

LIQ

UID

ITY

EQUIT Y FUNDS














e



FIX

AN

R IN

DX

(52

0)





ASSETS










LIABILITIES






Management fees

Custody fees


Transfer agent fees

Trustee fees


Total Liabilities

mdash

40415

5875

1438

76

18

11

96

10

66

48005

1424

mdash

mdash

33

3

1

mdash

3

4

29

1497

Net Assets $2936072 $103045




Net Assets $2936072 $103045



265704

$1105

4331

$2379

Investments at cost


$2716875

64483

$92072

1481







INVESTMENT INCOME




EXPENSES


Custody fees 279 14


Blue sky fees 27 19

SEC fees 1 mdash

Printing fees 24 12

Audit fees 35 19

Legal fees 46 24


Trustee fees 36 9

Other 41 13

Total Expenses


Net Expenses

5437

(857)

4580

257

(106)

151




Investments


35532 539


Net Gains 181451 9215








OPERATIONS





$79101

35532

145919

260552

$80293

(7617)

54640

127316

$1866

539

8676

11081

$1667

(373)

1970

3264




(253114)

(253114)

206435

206435

9021

9021

1735

1735

DISTRIBUTIONS PAID



(91564)

(91564)

(83499)

(83499)

(1866)

(1866)

(1667)


NET ASSETS

Beginning of year

End of year

(84126)

3020198

$2936072

250252

2769946

$3020198

18236

84809

$103045

3332

81477

$84809

















Total Return(1)


901 433 113 014 190



$2936072 $3020198 $2769946 $2496618 $2630015
























Total Return(1)


1329 403 024 (163) 225



$103045 $84809 $81477 $108599 $123516










ndash -




(000S) (000S) (000S) (000S)




329 51523 $150 $151


295 51523 50 50


317 31525 50 49


352 101523 200 200


406 111530 100 95


284 31524 200 198


306 41526 150 144

887

Automobile ndash 03


312 71723 100 102


184 61724 100 100


192 11525 100 101


274 12822 60 59


297 32023 125 125


342 41823 100 100


326 11824 100 99




358 101824 $100 $100


374 101824 100 100


160 111524 100 98


163 81525 100 98


233 51523 100 100


336 91523 200 203


268 31524 200 202


277 121624 200 201


218 81524 100 100


230 41525 100 99


189 121624 150 150


264 121523 100 100


222 101522 100 100


227 111522 100 100


235 41523 100 100



- -




(000S) (000S) (000S) (000S)




250 51524 $100 $100


278 91523 125 127


167 122022 100 98


170 122023 100 98


297 111623 100 101


265 21624 100 101


271 81624 100 101


218 41624 100 100


175 71624 100 101


198 112023 100 101


330 71525 100 102


283 32023 150 152


252 62123 200 202



185 81525 $100 $101


196 21523 100 100


320 121522 150 152


200 101722 100 100


194 31524 100 100


276 31522 200 201


227 71522 150 150


229 41525 100 99


195 101623 100 100


322 61523 200 204


250 111523 100 101


195 51526 100 100


407 81524 50 49


342 41525 50 50


365 41525 50 47



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




212 21523 $100 $101


318 31523 200 203


257 81523 100 101


199 21825 100 98


166 51524 100 100


214 111524 50 50


302 112122 100 102


333 41524 100 103


196 121624 100 99


203 121525 100 98


170 11723 100 98


203 111522 100 99

6927



317 71549 300 302


344 91560 250 265




354 111554 $250 $269


369 21561 100 108


405 31561 200 221


426 51561 300 339


422 81561 100 113


413 91560 100 106


423 91560 200 226


441 111561 300 344


333 51562 200 212


318 81561 300 317


301 91562 250 261


265 11563 200 202


240 31563 400 394


358 51552 200 211


292 81552 100 101


431 121551 150 169


264 21553 200 197


357 11551 250 258


388 21551 150 164



- -




(000S) (000S) (000S) (000S)




385 41051


403 41051


398 71551


408 71551


421 71551


420 101051


438 51553


451 51553


423 11552


312 81552


273 21553


229 31553


269 91543


331 111550


351 51050

ndash 13 continued

$500 $521

100 111

100 105

100 106

400 447

400 425

300 320

300 343

100 112

125 131

200 204

200 196

100 102

250 257

250 270



343 81550 $250 $268


346 111350 200 212


428 81551 200 225


291 81557 150 154


387 11048 300 315


328 51058 250 256


346 81550 250 266


302 91045 383 389


437 91046 350 373


465 91046 100 104


364 101047 100 103


314 21048 200 203


372 91548 200 209


321 51049 250 262


315 111549 150 152



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




362 21049 $300 $319


331 41049 250 256


333 41549 250 256


347 91550 250 261


401 31051 100 111


423 61051 200 222


441 111051 200 222


315 81545 335 341


421 81046 100 106


405 101046 300 317


422 71045(1) (2) 200 209


294 11046 121 122


396 21047 420 443


380 81047 300 316


384 91047 500 523




364 121047 $250 $259


370 81048 500 534


335 21048 200 205


318 21048 500 519


390 71050 200 210


423 51051 200 217


351 41550 225 233


372 81548 500 524


309 11549 100 100


350 111549 200 205


442 111551 300 328


403 41551 100 106


256 31553 200 197


333 61050 250 267


294 21046 100 102



- -




(000S) (000S) (000S) (000S)




277 111045


314 61046


405 71046(1) (2)


424 81046


400 41047


393 91047


363 111047


338 51050


305 51049


285 101049


343 81050


347 111050


399 31051


316 71052


291 21353

ndash 13 continued

$171 $174

100 102

200 212

150 157

100 106

300 314

250 264

200 205

100 101

200 201

250 258

200 213

150 161

150 158

300 309



337 121547 $50 $50


400 41547 500 530


380 71547 500 528


364 111547 200 211


367 111547 150 158


382 71548 200 214


314 61549 100 105


314 121549 150 158


287 81549 200 204


314 81549 100 98


369 31550 300 325



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




341 101550 $200 $212


372 31550 350 377


345 91550 100 106


403 61551 500 524


339 61352 200 208


415 81546(1) (2) 200 209


310 51546 200 202


406 21547 200 209


353 101548 100 103


333 51549 250 256


286 91549 250 250


418 71551 150 165




431 121551 $100 $114


441 101551 200 228


326 71552 250 265


270 21553 200 201


359 121550 200 217


346 61550 250 268


349 81550 250 259


343 81550 175 181


358 121550 100 106


368 121550 150 158


431 51551 200 220


424 61551 150 168


433 101551 200 227


445 121551 100 117


398 21551 150 157



- -




(000S) (000S) (000S) (000S)




412 31551


324 41046


292 101545


422 71546


317 21548


366 91558


318 41550


377 71558


372 121548


356 11559


343 31559


293 71548


307 111559


294 101549


292 111549

ndash 13 continued

$100 $111

250 254

132 135

100 104

100 102

250 260

200 203

300 313

300 314

200 207

250 258

100 100

250 253

200 206

150 150



342 91550 $250 $260


358 101550 100 105


359 121550 100 105


401 31551 150 165


421 51551 155 172


430 11552 100 109


373 51552 200 212


273 21553 100 100


356 31548 50 51


284 31548 251 253


300 51545 500 503


334 61546 150 152


442 91546 250 263


363 111547 250 259


405 31547 100 107

36959



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




235 51525 $100 $102 206 81528 $200 $200


301 101525 150 156 216 91524 200 204


299 121523 250 254 277 31523 150 152


306 21524 200 204 153 11525 200 201


287 101524 250 258 615 61539 150 193


300 91523 250 254 219 112023 100 102


310 121523 200 204 329 52325 100 103


174 11525 200 202 321 12724 150 157


196 51525 100 99 396 101330 200 234


166 61724 100 100 239 71524 150 152


243 11525 200 202 303 81525 200 205


229 71525 200 197 311 11624 200 204


301 21524 200 202 304 71524 200 206


284 121524 250 257 295 31525 200 202


172 81524 200 202 234 61525 200 197




- ndash




(000S) (000S) (000S) (000S)






262 101525



Boeing (The) Co

795 81524 1400 1583

297 31524 100 100 285 103024 110 100



347 51526 100 103 330 3135 55 48



203 41525 100 99 350 3145 500 424





Other ndash 00 355 11526 600 643






303 101525


150 152

505 111540

475 6143

403 101547


250

250

60

308

300

69

438 11123 59 60 250 11523 500 503


Class A3 438 61545 350 390

381 2135 100 97 Raytheon Co

467 470 121541 100 117


(Cost $50614) 51770 350 31527 500 517



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



413 111628 $750 $823 540 4148 267 195


605 6136 600 796 420 3121 1245 1198

613 71538 175 251 320 7621 485 462

570 41540 500 640 345 41022 50 47

450 6142 450 520 370 5923 1050 945

375 11146 750 785 400 10626 750 637

13575 565 11729 150 130




615 8122 171 176 190 4821 160 159


Series 2019-1 Class AA 225 101823 545 534

415 82531 1778 1844 8384

2020 Banks ndash 10


NIKE Inc 600 101536 250 333

238 11126 250 254 Citibank NA

363 5143 75 82 340 72321 250 255


855 255 51321 250 250


Aptiv Corp 430 12325 250 262

415 31524 300 295 Discover Bank


438 31545 170 167 270 2630 250 216



825 3138

570

275

593



170 9921

260 111622

400

500

125

395

492

124

225 61421

288 10121

HSBC Bank USA NA

200

250

200

252

363 101023 500 508 700 11539 350 456


850 11831

Ford Motor Co

475 11543

General Motors Co

500 4135

625 10243

175

254

500

550

237

144

375

434

350 62324


315 31421


355 10623

1000

500

1000

1006

501

1037




- -




(000S) (000S) (000S) (000S)



KeyBank NA 413 81523 $200 $206

330 6125 $250 $260 330 9924 1095 1140

MampT Bank Corp 300 21925 655 668

355 72623 100 105 300 42226 1365 1389


350 61822 150 153 430 72227 110 117


263 21722 750 758 131) 358 52228 (3) 585 595

270 11122 750 758 538 2735 425 501

295 13023 500 507 390 5145 950 1035

380 72523 1000 1056 440 61446 850 913


Inc 585 2137 250 317

330 3822 150 152 660 11538 300 410


315 51927 1000 1047 595 121536 100 125



Truist Bank 270 5122 1000 1024 300 2223 1361 1394 320 11227 250 269 275 5123 350 356 640 2139 200 278 363 91625 250 260 575 31540 935 1310 405 11325 600 621 515 111541 250 262 380 103026 250 263 565 61542 100 141



US Bank NA 460 9135 1000 1239 280 12725 250 258 480 4144 245 314


350 3822

250

1020

249

1040 6913

307 12423 480 485

345 21323 125 128



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)







13439 270 22123 250 253


3M Co 375 31527 100 98


325 21424 456 483 345 6127 205 210

338 3129 500 534 295 81529 795 780



275 2323 250 253 360 71522 65 68

Airgas Inc 360 81526 950 865






- -




(000S) (000S) (000S) (000S)




300 91523 245 197 345 6127 $500 $511

425 91524 485 409 Owens Corning

325 3125 145 114 340 81526 400 373




2396 363 12524 1125 1158



210 91222 665 675 225 5521 1180 1183


300 2924 1320 1390 475 71521 131 135

285 51124 1570 1668 320 13023 400 395

275 11325 1265 1334 375 42424 1000 1006

250 2925 55 58 330 103024 1050 1027

245 8426 225 236 375 72826 505 472

335 2927 370 403 375 3927 250 240


290 91227 1625 1734 450 13026 500 510

300 111327 1000 1072 Fiserv Inc

385 5443 230 273 385 6125 45 47

445 5644 75 96 350 7129 1500 1560

345 2945 55 62 440 7149 500 529


465 22346 250 332 200 112121 130 131

375 91247 150 184 380 112146 500 575


295 91149 500 532 425 81524 570 549


185 92021 1190 1198 Visa Inc

220 92023 750 789 315 121425 1250 1361

295 22826 375 399 415 121435 1000 1251

590 21539 690 991 365 91547 125 142


575 81540 170 198 620 62140 120 117


14588



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



395 8147 $100 $90 795 21531 $100 $136


305 91522 250 259 490 31529 350 376




396 320 73046


230 2622

310 81523

125

215

250

116

220

265



388 11228 250 233



200 72826 1000 997 500 51321 400 411

590 111532 125 164 570 12422 1000 1045

5238 410 72423 100 107


079) 300 122023 (3) 1379 1407 Cintas Corp No 2 413 12224 100 106




300 21527 1000 1028 094) 386 72324 (3) 1000 1046

730 111539 45 58 420 82624 280 298

600 111541 480 617 400 12225 1595 1679

515 51546 250 259 395 42125 1375 1446


450 11123 100 108


365 91524

Sonoco Products Co

438 11121

575 11140

250

25

150

268

26

200


445 3326

425 102226


760

500

100

744

539

106

104) 342 122028 (3) 1200 1238




- -




(000S) (000S) (000S) (000S)





775 51438 275 406 095) 351 12329 (3) 500 515

500 12144 955 1213 640 51538 1054 1508


199) 444 12048 (3) 500 560 540 1642 100 132




388 102523 200 206 138) 396 111548 (3) 740 856

375 61624 909 920 41651


139) 367 72428 (3) 710 735 560 7111 (4)

468 7114 (5)

190

15

310


115) 352 102728 (3)

663 61532

600 103133

613 82536

813 71539

588 13042

750

100

350

125

680

30

750

120

403

148

1067

38

389 7116 (6)


464 12144


467 9112 (7)

300

50

100

345

60

144

1143



463 51021 250 257 438 5842 250 255


435 81521 1865 1913 263 12121 310 317


363 51324 500 521 270 10922 580 563

388 91024 2250 2373 310 1923 500 504

390 71525 755 804 345 51524 520 514

775 71525 54 66 675 31532 150 178

320 61526 500 519 615 8737 150 171

800 42927 750 957 588 11438 400 461

363 12127 1250 1316 688 11039 300 371



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



335 12123 $260 $275 695 41529 $465 $572


381 112147 125 137 585 121525 660 522


625 12137 150 162 263 31523 670 651

420 3149 100 110 315 4125 145 142


385 121525 220 249 713 31533 690 555


5300 280 11122 260 199


ViacomCBS Inc 520 6145 1000 633


370 81524 825 805 270 21523 725 429

438 31543 490 434 620 31540 235 106

585 9143 300 307 440 41546 65 28

525 4144 30 32 410 21547 65 27


255 21522 295 299 663 81537 180 78


370 91524 915 980 395 71522 85 82

640 121535 31 43 720 11528 100 97

413 12141 105 123 5944



275 9149 1000 984 400 101523 250 265

5899 370 101524 500 519



325 41522 73 55 205 5321 500 502

510 9140 775 342 355 92321 1455 1492

525 2142 115 52 220 81623 285 286


595 101536

Cimarex Energy Co

438 31529


375 5223

ConocoPhillips

590 51538

ConocoPhillips Co

495 31526

125

200

500

280

120

140

134

523

321

128


BlackRock Inc

425 52421

350 31824

325 43029


265 12523

345 21326

1000

280

250

218

175

280

1013

287

269

228

178

290




- -




(000S) (000S) (000S) (000S)





375 61528 300 335 064) 265 51523 (3) $1000 $986

530 91543 125 168 310 51523 225 230


575 12422 360 381 330 121624 330 341


350 12325 55 56 295 4122 80 78

375 52225 2690 2785 363 4125 250 261



385 12627 195 201 365 2126 1000 1049



143) 441 42339 (3) 1020 1067 463 2144


250 262

625 2141 300 404 820 11539 750 1123 480 7844 350 392 545 12339 190 219






134) 359 72228 (3)

638 72442

430 12745

1000

300

1095

1015

418

1267

700 10128

530 11138


265 11722

200

1000

625

240

1087

597



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)


440 111525 $188 $190 460 71745 $75 $90

360 21528 250 245 345 10646 45 51

465 111528 480 479 Tyson Foods Inc

525 111548 167 177 450 61522 300 310



Hershey (The) Co

230 81526

Ingredion Inc


1319

320 10126

JM Smucker (The) Co

350 31525

438 31545

Kellogg Co

250

500

250

268

513

248


442 61521 (8)

545 61523 (8)

602 61526 (8)

835 71546 (8)

750

730

210

900

750

750

217

1069

275 3123

450 4146


313 121523

255 91526

442 121546


350

750

85

95

450

348

838

86

89

503


440 101522

490 101525

635 101545

HP Inc

405 91522

600 91541

830

1445

200

25

275

846

1522

237

26

296

270 81522


160 160 NetApp Inc

330 92924 160 157

210 71521 55 54 5870





PepsiCo Inc 325 3125 135 137

300 82521 770 791 425 3145 60 61

170 10621 45 46 430 121547 1000 1039


275 43025 500 520 320 61522 150 152

350 71725 100 107 375 91525 250 256

285 22426 115 121 460 31543 35 35

238 10626 245 252 450 111544 710 686

300 101527 95 101 Cigna Corp

360 81342 50 52 438 101528 3300 3542

425 102244 355 407 480 71546 (8) 580 686




- -




(000S) (000S) (000S) (000S)




275 12122 $850 $856 350 121524 $565 $392

370 3923 455 473 425 91528 860 580



HCA Inc 236 12522 270 274 450 21527 1780 1831 257 51623 170 175 413 61529 250 250 290 3324 200 206




413 7152


100 119

411 3146

310 81649

150

200

177

202

7699



345 6126 115 118 363 51921 250 257


18107 Hasbro Inc



315 51521

635 31540

35

250

34

239

350 111527 818 791 273



340 12121 265 263 645 81540 15 20




470 6122 100 105 485 62421 94 94

370 3123 100 101 363 121226 265 277

370 5125 250 243 630 10937 100 118

450 6146 90 86 MetLife Inc

965 305 121522 280 282



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)


300 3125 $830 $818 350 3124 $250 $265

638 61534 485 629 390 9142 700 753


413 81342 460 465 575 61543 150 189


Primerica Inc 313 91021 125 127

475 71522 100 103 315 101521 250 254


463 91542 40 41 280 3623 500 512




350 51524 85 88 420 112134 200 207

570 121436 200 233 445 112144 500 526


391 12747

394 12749


500 6121

Voya Financial Inc

480 61546

275

344

335

550

1000

241

331

317

570

1055


Aetna Inc

275 111522

663 61536

675 121537

450 51542

Anthem Inc

400

40

150

100

401

50

195

104




Deere amp Co 350 21524 40 42 260 6822 125 126 375 71525 655 708 538 101629 250 301 345 11527 1500 1609 810 51530 100 138 388 121528 145 163

Eaton Corp 580 31536 250 326 310 91527 250 252 663 111537 640 896

IDEX Corp 688 21538 170 249 420 121521 200 203 475 71545 500 637





- -




(000S) (000S) (000S) (000S)




275 51824 $750 $786 Stryker Corp


325 41523 900 915 338 11125 250 265


370 51523 165 168 438 51544 200 209


290 11522 515 520 415 2124 100 107

363 41546 500 557 295 91926 155 157


Walmart Inc 338 113021 250 251

235 121522 500 513 315 4122 500 500

330 42224 625 663 355 4125 120 121


9137 Nucor Corp



295 31525 1000 1039 520 8143 125 144

375 113026 564 630 440 5148 1000 1134


475 41543 650 831 388 42325 100 99


320 10122 225 227 675 41640 90 105

388 71523 250 258 588 42345 1500 1588




Medtronic Inc 475 8143 15 12 350 31525 334 359 1171 438 31535 913 1126



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



230 51421 $800 $803 240 51722 $170 $174

338 111421 500 511 240 92122 40 41

360 51425 225 236 340 5624 250 268

320 51426 250 248 440 5644 250 329

425 111428 300 319 Pfizer Inc

440 11642 415 461 195 6321 500 504

470 51445 4340 4875 220 121521 90 90


325 10122 1000 1003 340 51524 150 157


550 81525 (8) 50 55 413 121546 750 925

440 71544 (8) 250 247 Pharmacia LLC


200 8122 600 605 Wyeth LLC

363 51524 (8) 500 528 595 4137 725 1027

290 72624 (8) 900 954 Zoetis Inc

388 81525 (8) 765 876 325 2123 500 510

320 61526 (8) 300 318 470 2143 40 45

390 22028 (8) 500 556 395 91247 450 445

525 81543 (8) 85 115 29238 500 81545 (8)

435 111547 (8)

500

900

669






Mylan Inc 390 21524 820 838 540 112943 585 583 395 21527 500 473




- -




(000S) (000S) (000S) (000S)




313 73129 875 805 LP

688 3133 50 58 595 12125 $175 $160

755 41538 515 596 390 71526 125 105

595 2141 40 43 495 11543 1000 785


430 5124 170 171 535 51545 80 63


655 91540 205 224 700 31527 505 565

750 111540 305 343 700 101528 545 639

638 3141 35 35 838 61532 215 259

563 9141 310 292 763 4137 5 6



500 3126 500 494 630 41540 995 991

515 101543 20 19 580 111543 200 196

MPLX LP 20950



ONEOK Inc 410 4123 160 170 455 71528 35 30 2301 520 71548


361 21525

355 10126


450 121526

1000

76

470

1330

784

72

424

1032


Alleghany Corp

495 62722

Allstate (The) Corp

555 5935

520 11542

55

50

225

58

62

259

665 11537

515 6142


563 3125

500 31527

Southern Union Co

825 111529


338 101526

80

130

340

1055

25

360

65

86

312

896

21

332



375 71025

390 4126

420 4128

450 71644

480 71045

438 11555

225

895

490

460

30

15

105

243

896

505

474

30

16

102

595 92543 300 330



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



490 32728 $215 $243 330 51522 $340 $333


575 11540 255 348 395 61525 230 225

440 51542 100 121 395 32028 485 475

430 51543 440 529 413 51529 970 939



313 31526 1445 1545 288 11523 125 129

Chubb (The) Corp 595 4141 385 528

600 51137 50 69 445 11543 650 820





595 101536

Loews Corp

263 51523

413 51543


350 6324

350 31025

375 31426

438 31529


375 82321

245 11527

420 31548


800 113039


625 61537

535 11140

460 8143

400 53047

285

250

75

75

385

75

1000

330

250

500

70

375

10

75

1015

354

250

73

77

399

77

1101

337

250

562

104

529

13

90

1142

575 5140

438 9142

515 9143

470 9145

CSX Corp

425 6121

370 11123

340 8124

260 11126

600 10136

615 5137

622 43040

550 41541


290 21523

395 10142

445 61545

394 11147

510 8118 (9)

Union Pacific Corp

416 71522

295 11523

225

975

280

870

100

50

500

270

100

190

365

50

725

20

275

524

100

437

35

287

1096

355

1038

102

53

525

275

121

234

477

59

735

20

305

546

113

449

36 12758 350 6823 80 82

365 21524 524 546




- -




(000S) (000S) (000S) (000S)



275 3126 $300 $302 450 6145 $55 $56


10997 325 5123 50 49






375 41523 250 252 240 31530 255 226



350 13123 210 211 425 111523 43 41

400 6125 115 118 388 81524 230 234

338 101526 125 124 340 2125 200 198

313 11527 185 181 325 71526 630 611




435 41548 500 528 400 61525 215 200


385 2123 60 60 438 10125 200 223


365 2126 90 91 320 5121 240 236







525 21524 100 105 450 2125 150 147


315 71523 200 201 445 31524 100 103


520 21549 500 554 325 101522 265 266

CubeSmart LP 465 8123 185 193

313 9126 250 248 300 11527 240 227


363 10122 250 255 375 111522 100 99


475 121526 1000 913 450 31525 365 267


463 121521 111 114 275 2123 30 29

350 3128 1000 929 338 10124 90 88



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



338 61527 585 568 385 10123 $200 $209

338 12127 1865 1788 430 61545 200 211



375 5124 60 57 240 22223 500 520 350 2125 150 147 280 82224 1000 1062 570 93043 100 105 520 12325 500 596




21943 260 71522 500 501



363 91524 305 270 400 71542 235 220


650 3141 466 432 263 6122 25 25

Phillips 66 335 91525 450 485

465 111534 395 367 213 91526 275 277

588 5142 140 139 540 91540 500 650

488 111544 165 168 595 4141 405 566


750 41532 765 871 313 121549 335 331




363 52021 200 206 313 91524 550 559

263 11522 1000 1008 465 41542 50 52

630 101537 505 642 425 91544 75 72

363 5143 209 202 455 4549 35 38

488 12945 542 633 QVC Inc

445 3147 350 379 445 21525 415 341

545 81534 450 329

TJX (The) Cos Inc

275 61521 150 151




- -




(000S) (000S) (000S) (000S)



250 51523 $205 $203

225 91526 500 476

12684



250 81126 305 308

402 41643 56 62

450 31549 250 301


325 81526 615 558

Sysco Corp

260 61222 95 91

330 71526 120 114

538 92135 250 255

1689


Altera Corp

410 111523 1340 1462


390 10125 500 527

585 61541 100 141


265 11523 80 78

363 11524 20 20

313 11525 310 297

388 11527 375 358

Broadcom Inc

475 41529 (8) 3000 3043

Intel Corp

270 121522 80 84

370 72925 815 899

400 121532 50 59

480 10141 80 103

373 12847 578 674

310 21560 475 500

KLA Corp

465 11124 300 316


338 31523 50 51

QUALCOMM Inc

345 52025 485 508


325 52027 $720 $757

480 52045 795 1039

10916


Adobe Inc

215 2127 265 268

Autodesk Inc

350 61527 500 514

CA Inc

450 81523 250 247

Citrix Systems Inc

450 12127 200 206

DXC Technology Co

445 91822 200 207

Equifax Inc

330 121522 365 371

IBM Credit LLC

300 2623 980 1014


288 11922 235 243

363 21224 170 182

300 51524 2000 2107

700 103025 385 477

345 21926 435 463

650 11528 100 129

350 51529 670 727

400 62042 320 358

425 51549 500 588

Microsoft Corp

200 8823 765 791

363 121523 335 366

288 2624 645 686

313 11325 130 142

240 8826 2670 2834

330 2627 1375 1526

420 11335 40 50

350 111542 150 172

488 121543 365 498

375 21245 145 175

445 11345 360 473

370 8846 630 756

400 21255 465 592

395 8856 215 271



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)


450 2657 $200 $275 620 21459 $280 $308


488 21524 250 270 356 81527 480 452

Oracle Corp 454 81547 435 396


263 21523 65 67 413 51721 250 255

240 91523 30 31 290 111521 300 302

340 7824 320 340 250 11222 250 251

295 111524 60 63 263 3623 100 97

295 51525 885 915 338 81125 250 255

265 71526 3100 3164 388 82142 150 151

325 111527 1965 2024 413 3443 405 399

380 111537 5 5 488 111543 100 117

538 71540 590 788 425 111044 350 387


400 71546 330 368 445 61225 1465 1474

438 51555 25 30 725 61537 250 294

26382 615 91543 65 70




340 41522 400 412 Cummins Inc

265 101526 1135 1152 488 10143 90 106

750 4131 200 280 FedEx Corp

690 41538 100 133 340 21528 780 771

540 71540 400 468 390 2135 100 98


345 6126 375 370 410 2145 50 46

450 111834 50 51 495 101748 1000 977


4140 385 31524 95 98



475 5521 125 128 620 11538 30 39

285 8922 100 100 363 10142 105 100

295 5223 450 455 340 111546 290 283

380 21424 222 225 425 31549 130 151

263 91626 95 91 2880



450 5243 250 247 313 101521 750 673

538 13144 370 410 325 91522 550 505

595 21449 220 254




- -




(000S) (000S) (000S) (000S)




313 61526 130 119 663 11137 $50 $70

1426 585 11541 50 60



400 12146

Alabama Power Co

200 202

300 51526

345 81527

488 3144

40

500

500

39

506

540

613 51538

550 31541

410 11542

385 12142

Ameren Illinois Co

270 9122

325 3125


340 3125

295 9127

659 101537

430 12142

430 9145


460 33021

700 4138


450 4142

470 11544

420 81548

Atmos Energy Corp

415 11543

413 101544


350 111521

240 81526

375 81547


515 111543


50

150

730

60

500

500

35

1000

125

75

500

250

75

230

100

250

250

75

275

130

475

500

63

169

735

62

489

498

35

991

178

82

514

250

102

279

113

255

264

81

274

125

507

596


645 11538

380 10142

460 81543


250 11523

400 4148


330 12124

530 3135

585 31536

620 61536

675 4138

550 12139

570 61540

395 3143

445 31544

385 61546


200 51521


605 11538

510 6165

Dominion Energy Inc

425 6128

525 8133

595 61535

700 61538

490 8141

405 91542

200

90

100

420

250

185

150

100

200

100

85

450

120

100

100

85

265

50

1000

250

750

20

35

100

267

95

119

434

279

182

177

112

241

127

105

555

112

111

99

84

314

62

1045

266

859

25

37

96

225 8122

240 9126

300 2127

355 8142

425 2149

105

50

150

40

500

99

50

150

41

575

DTE Electric Co

265 61522

663 6136

570 10137

395 61542

405 51548

160

200

50

100

500

159

268

62

103

562



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



638 41533 $50 $64 738 111531 $500 $651


645 101532 106 142 565 2137 335 430

610 6137 150 200 595 2138 150 196

600 11538 35 48 596 4139 250 347

605 41538 175 246 569 3140 30 42

375 6145 350 383 413 2142 250 271


375 41524 100 103 399 3149 1000 1126



635 91537 340 469 285 51522 100 99

340 10146 290 297 265 91529 910 878


612 101535 500 679 430 31543 100 104


645 4139 225 318 605 31537 200 233







540 11124 150 170 480 91543 100 109

305 6131 950 949 440 101544 150 171


450 33039 250 293 490 12121 150 144



463 9143 150 176 580 4135 425 480


530 10141 50 60 Finance Corp

Evergy Inc 305 21522 35 35

529 61522 220 227 285 12725 1000 1007


280 5123 105 104 430 31549 125 139


330 11528 165 167 665 4136 100 132

Exelon Corp 545 51541 35 42






- -




(000S) (000S) (000S) (000S)




595 61541 $100 $115 225 91522 $100 $100

525 21543 100 108 250 31523 150 153




413 51544 200 222 300 51525 500 514


350 91521 85 85 395 5142 50 55

238 101522 100 102 365 9142 30 32


538 11140 150 174 365 51525 500 489


455 31544 65 66 548 6135 25 30

415 4147 200 195 627 31537 75 91



725 11533 200 292 300 81521 65 66

750 9138 145 221 360 9123 200 211

PacifiCorp 613 91537 50 62

295 2122 100 101 450 81540 150 160

525 61535 50 60 430 4142 150 159


575 4137 540 700 288 10122 60 59

625 101537 275 357 290 2123 500 497

600 11539 60 81 355 61524 250 250

413 11549 50 54 325 61527 150 152





350 12122 1035 1036 388 6121 150 149

500 31544 100 107 240 2122 180 175


300 91521 500 504 600 11534 100 120

625 51539 275 376 535 71535 586 698

520 71541 35 43 555 11537 275 293

413 61544 100 111 605 31539 50 61


775 3131 50 68 390 31543 150 154



575 111535 150 189



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



430 11549 125 137 525 111521 $500 $526


350 91521 950 953 320 31525 290 299

588 31541 600 680 338 111527 556 564



525 71543 60 59 295 61524 106 108


380 92946 250 273 390 3135 125 138










Xcel Energy Inc 402 12329 810 910 650 7136 100 131 525 31637 80 102

52505




-

ndash

-




(000S) (000S) (000S) (000S)



550 31647 $1155 $1581 338 11426 $1000 $1054


23086 288 8521 408 403


(Cost $566032) 583008 400 31324 250 254




WPP Finance 2010 300 11823 210 212

375 91924 150 151 365 72325 500 512


Aptiv PLC

425 11526

Banks ndash 08

1000 1018


245 33021

188 9721

390 112023


250

275

250

251

269

260


230 6121

255 112321

BPCE SA

400 41524


388 2822

395 11922

250

250

250

1750

250

250

251

259

1808

252

213 4721

325 31124


210 51321

200 81921

285 51326

270 81926

335 3827

1560

500

365

250

1000

1000

500

1560

527

365

249

1033

1009

506

275 11023 1000 1003 22355




300 102921 1250 1265 Chemicals ndash 01





081) 291 11723 (3) 105 104 300 4125

713 52336

180

100

172

134 458 121025 2095 2119 588 12136 50 57 434 1948 500 501 563 12140 250 294


2020



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)





Flex Ltd 370 10523 500 523

500 21523 572 573 465 12726 600 627


Banco Santander SA

331 62729

Bank of Montreal

290 32622

1600

500

1571

506

613 121522



395

500

250

408

503




270 8326 1000 1008 206 71421 495 491

Barclays PLC 263 71426 1000 975

368 11023 250 251 354 11728 1250 1237



800

705

772

677



25766

438 11226 355 357 463 7244 215 210

520 51226 345 354 513 91445 35 40


BNP Paribas SA 350 2322 125 123

325 3323 250 258 713 10137 50 75




295 52521 1600 1608 720 81531 320 385

488 11422 500 508 740 12131 120 156


680 6138 150 183 385 6127 1695 1340

525 31444 1000 1099 720 11532 15 14


354 72621 1000 1009 675 2139 200 155


329 72527 750 777 300 5923 250 255

374 3729 1500 1605 Nexen Inc

788 31532 75 113




- -




(000S) (000S) (000S) (000S)



588 31035 $210 $283

640 51537 390 532

3347



337 111525 830 826

442 111535 1000 1067

Invesco Finance PLC

400 13024 100 102

375 11526 1000 1075

3070



325 81921 500 502


525 112643 150 173

Diageo Capital PLC

388 42943 175 179

854


FMS Wertmanagement

275 3623 1500 1592



150 52621 1000 1011

275 31523 1000 1063


263 52626 1000 1056


188 42021 800 808

238 111622 1000 1040

275 111627 2000 2224

350 103128 750 883


300 91422 215 224

338 31223 300 316


263 41221 1500 1532

263 12522 900 933

213 61522 1000 1034

200 10422 250 259


213 11723 $1000 $1043

138 8524 3000 3087

200 5225 1500 1596

288 4328 1215 1401

000 41836 (10) 500 397


238 61025 1000 1081


238 10121 1000 1026


175 31021 500 504

22518



265 92221 150 155

200 102322 300 310

725 9136 175 293


210 9622 100 103


825 73022 350 409


245 62922 500 519

340 101723 2000 2178

250 42726 500 539


275 82521 100 103

263 21323 875 922

750 71523 300 363

713 2924 100 122

250 4924 91 97

288 101624 250 271

750 91529 375 567


850 71522 200 235

7186

Hardware ndash 00

Seagate HDD Cayman

488 6127 370 364

575 12134 142 133

497



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



399 92623 $30 $31 375 41024 330 346




Equinor ASA

275 111021

245 11723

775 61523

325 111024

363 91028

425 112341

Husky Energy Inc

440 41529

145

280

350

125

360

350

85

146

284

406

122

386

394

60

AXA SA

860 121530



350 32126

465 11144

75

250

35

100

250

40

290



684 12330 (8) 2275 1646 688 31138 225 317

663 61535 200 137 500 31542 100 119

650 6241 190 121 436





288 51026 100 103 613 121533 100 132

250 91226 1335 1365 575 6135 100 125


413 51135 1010 1172 475 32242 150 179

550 32540 225 292 413 82142 300 353

363 82142 200 205 1506 455 81243 60 70


375 91246

313 11749

Suncor Energy Inc

390

230

290

451

246

285


385 61524

380 31525

AstraZeneca PLC

1000

750

1047

768

715 2132

595 12134

595 51535

680 51538

200

50

430

130

209

48

396

135

313 61227

645 91537

400 91842

Mylan NV

100

450

250

100

638

280


275 61921 30 30 395 61526

Sanofi

285 281

288 21722 200 201 400 32921 315 321




- -




(000S) (000S) (000S) (000S)





240 92321

288 92323


440 112623

Pipeline ndash 01

Enbridge Inc

450 61044


585 31536

620 101537

475 51538

610 6140



1000

250

300

40

200

445

1003

375

100

992

252

316

5272

37

213

517

996

401

61

2225



340 12627



550 81535

565 112343

Sovereigns ndash 09


200 111522


325 91421

313 12126

363 103042


335

150

285

500

400

500

200

1558

351

169

320

489

517

406

521

212

Aon PLC Bond 350 61424 500 519 438 71221 1000 1010




XLIT Ltd Bond

445 33125 210 217 538 32524 390 429


Railroad ndash 01


285 121521

275 3126

690 71528

625 8134

620 6136

638 111537

350 111542

85

250

25

15

40

20

150

2014

83

266

32

20

54

28

159

Bond

350 11128

535 21149


400 63022

450 13043


388 91123

275 11927

350 92028

500

1000

250

200

200

200

500

492

1136

261

218

219

210

548



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



750 4833

675 92734

605 11140

475 3844

555 12145

460 12346

435 11547

1000

100

750

820

1000

500

500

500

994

139

986

972

1007

564

497

486



570 10140



125 72621

300 92023

116

500

750

148

505

810


Bond 213 112421 100 102

400 92224 575 595 250 11227 500 555

375 31625 500 519 188 12430 5000 5363


670 12636 550 704 438 61522 613 655



Bond 275 3723 500 530


655 31437 500 726 238 51321 2500 2551

563 111850 600 894 213 101521 200 205


Bond 250 31523 2500 2640

420 12124 1000 1053 325 12924 250 275

1063 31625 500 657 225 62424 2000 2135

550 33026 200 227 250 101524 1000 1082

775 11431 500 706 213 41326 1500 1625

638 102334 500 663 488 21536 200 297


370 2242 500 549 263 41921 2000 2044



538 61533 175 205 300 22124 150 165



138 92021 2000 2026




- -

ndash




(000S) (000S) (000S) (000S)



200 12622 $235 $241 521 3847 $150 $168

163 21022 1000 1020 490 3648 80 89




225 52124 1000 1063 288 91223 1500 1617 37803 175 7224 2000 2092



313 71622 295 298 713 11530 1500 2317

613 111537 505 648 663 111530 200 304

Orange SA 563 71537 500 787



300 31523 80 79 218 112522 142 145


450 31543 45 51 Class A2

545 10143 130 163 272 22522 91 93

Vodafone Group PLC

375 11624

413 53025

788 21530

420

895

15

437

953

20


298 42522


55 56

615 22737

438 21943

1065

95

1235

98 272 22522


97 99

525 53048 135 163 Class A2

6129 248 42522 122 124



963 121530 100 156 333 102523 165 174


BV Class 2A

875 61530 400 540 253 32523(1) (2) 87 89


457 42723

410 3827

240

1010

246

1040

Class A2

239 12523 85 88


302 82524 100 106




- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




348 12524 $263 $284 306 52527 $300 $326


253 92524 150 158 298 122527(1) (2) 250 273


283 42525(1) (2) 500 529 338 72528(1) (2) 200 222


272 102524 247 253 364 82530(1) (2) 110 126


270 22526 100 106 370 92530(1) (2) 200 230


258 32526 100 106 290 12528(1) (2) 125 135


247 42526 250 262 309 22530(1) (2) 100 110


216 102523 243 248 305 32528(1) (2) 100 109


229 62526 100 104 333 62528(1) (2) 100 115


242 102526(1) (2) 100 104 355 92528(1) (2) 250 285


298 82529 125 136 247 82529 200 210


288 112527(1) (2) 250 271 361 22531 150 171


280 22527(1) (2) 100 109 314 42529 200 225


258 122526(1) (2) 150 158 294 42529 200 216


318 42529(1) (2) 125 139 244 92529 150 165



- -




(000S) (000S) (000S) (000S)



Pool 256792

650 6122 $8 $8

Pool 256925

600 10137 13 15

Pool 256959

600 11137 81 93

Pool 257042

650 1138 173 200

Pool 257106

450 1128 2 2

Pool 257237

450 6128 23 25

Pool 707791

500 6133 90 99

Pool 725425

550 4134 34 38

Pool 730811

450 8133 77 85

Pool 735222

500 2135 20 22

Pool 735358

550 2135 80 91

Pool 735502

600 4135 12 14

Pool 737853

500 9133 193 214

Pool 745336

500 3136 413 459

Pool 745418

550 4136 30 34

Pool 745754

500 9134 237 262

Pool 745826

600 7136 100 115

Pool 747383

550 10133 89 97

Pool 755632

500 4134 64 71

Pool 772730

500 4134 71 78

Pool 790406

600 9134 42 48


Pool 793666

550 9134 $54 $60

Pool 796250

550 11134 39 44

Pool 800471

550 10134 183 204

Pool 817795

600 8136 21 23

Pool 826057

500 7135 50 56

Pool 826585

500 8135 92 102

Pool 828523

500 7135 36 40

Pool 831676

650 8136 12 14

Pool 832628

550 9120 1 1

Pool 833067

550 9135 124 141

Pool 833163

500 9135 57 63

Pool 840577

500 10120 1 1

Pool 844909


Pool 845425

600 2136 59 68

Pool 847921

550 11120 9 9

Pool 864435

450 12120 5 5

Pool 868435

600 4136 101 116

Pool 869710

600 4136 39 44

Pool 871135

600 1137 32 36

Pool 880505

600 8121 1 1

Pool 881818

650 8136 85 102



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



Pool 885769 Pool 902414

600 6136 $5 $6 550 11136 $78 $88

Pool 885866 Pool 906090

600 6136 73 82 550 1137 97 109

Pool 888100 Pool 910147

550 9136 144 162 500 3122 8 9

Pool 888152 Pool 912414

500 5121(12) mdash mdash 450 1122 9 10

Pool 888205 Pool 915499

650 2137 30 36 500 3137 59 64

Pool 888447 Pool 918515

400 5121 1 1 500 6137 48 53

Pool 889224 Pool 923123

550 1137 155 176 500 4136 9 10

Pool 889390 Pool 923166

600 3123 8 8 750 1137 6 6

Pool 889401 Pool 928261

600 3138 69 80 450 3136 62 68

Pool 889415 Pool 928584

600 5137 300 346 650 8137 210 246

Pool 889579 Pool 928909

600 5138 143 164 600 12137 1 1

Pool 889630 Pool 928915

650 3138 19 22 600 11137 8 9

Pool 889970 Pool 930606

500 12136 113 126 400 2139 400 432

Pool 890234 Pool 931195

600 10138 67 78 450 5124 59 62

Pool 890329 Pool 932023

400 4126 638 672 500 1138 58 64

Pool 890339 Pool 932741

500 9120 1 1 450 4140 282 309

Pool 890796 Pool 934466

350 12145 2712 2907 550 9123 24 25

Pool 893363 Pool 940623

500 6136 37 41 550 8137 24 27

Pool 893366 Pool 943388

500 4135 54 60 600 6137 128 147

Pool 898417 Pool 943617

600 10136 17 20 600 8137 53 61

Pool 899079 Pool 945876

500 3137 39 43 550 8137 9 10




- -




(000S) (000S) (000S) (000S)



Pool 946527

700 9137 $15 $16

Pool 947216

600 10137 37 43

Pool 949391

550 8122 1 1

Pool 953018

650 10137 56 64

Pool 953910

600 11137 33 38

Pool 955771

650 10137 36 40

Pool 959604

650 11137 8 9

Pool 959880

550 11137 15 17

Pool 962687

500 4138 82 91

Pool 963735

450 6123 29 31

Pool 965389

600 10123 19 19

Pool 966660

600 12137 1 2

Pool 968037

600 1138 26 29

Pool 969632

650 1138 18 19

Pool 970013

450 6138 76 82

Pool 972452

550 3138 112 125

Pool 975365

500 6123 15 16

Pool 976963

550 2138 957 1084

Pool 981704

500 6123 43 45

Pool 981854

550 7138 42 47

Pool 984075

450 6123 13 13


Pool 986760

550 7138 $223 $253

Pool 987115

550 9123 7 7

Pool 992472

600 10138 9 10

Pool 992491

450 10123 17 18

Pool 993055

550 12138 17 19

Pool 995018

550 6138 49 55

Pool 995203

500 7135 340 377

Pool 995266

500 12123 109 115

Pool 995879

600 4139 66 76

Pool AA0649

500 12138 215 240

Pool AA2939

450 4139 401 441

Pool AA4482

400 4139 331 358

Pool AA4562

450 9139 369 406

Pool AA8978

450 7139 99 109

Pool AA9357

450 8139 327 358

Pool AB1048

450 5140 480 525

Pool AB2067

350 1141 713 764

Pool AB2092

400 1141 364 395

Pool AB2272

450 2141 490 543

Pool AB2693

450 4141 342 376

Pool AB2768

450 4141 392 429



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




500 5141 $552 $612 400 10124 $74 $78


500 7141 123 136 450 11139 193 211


400 12141 1341 1450 450 1140 776 850


350 1142 895 960 500 12139 291 323


400 4142 1385 1497 550 1140 699 785


350 8142 627 672 600 7138 185 213


350 9127 855 900 450 12139 375 415


200 10127 376 388 600 12138 55 63


300 11142 2079 2198 550 8137 250 283


300 1143 899 951 450 7140 205 225


300 1143 1897 2005 500 6140 286 317


200 3128 822 848 400 6125 57 60


300 4143 781 826 500 6140 183 201


250 4143 90 94 400 2141 805 870


350 5143 2101 2254 400 5125 48 51


300 7133 178 190 350 3141 647 694


550 9139 356 391 400 10140 1011 1093


500 9139 1368 1517 450 10140 156 171


450 9129 129 140 450 10140 189 207


450 10139 715 783 350 11125 110 115


450 11124 150 157 400 12140 865 935




- -




(000S) (000S) (000S) (000S)



Pool AH1295

350 1126 $220 $232

Pool AH3226

500 2141 62 69

Pool AH4158

400 1141 149 161

Pool AH4450

300 1126 121 127

Pool AH5573

400 2141 712 773

Pool AH5614

350 2126 214 226

Pool AH8854

450 4141 223 245

Pool AI1247

400 4126 103 109

Pool AI3470

450 6141 284 311

Pool AI4361


Pool AI4380


Pool AI5603

450 7141 176 192

Pool AI7743

400 8141 168 182

Pool AI9137

250 11127 1030 1069

Pool AI9555

400 9141 438 474

Pool AI9828


Pool AJ2001


Pool AJ4093

350 10126 54 57


Pool AJ4408

450 10141 $101 $111

Pool AJ6086

300 12126 172 180

Pool AJ9152

350 12126 696 732

Pool AJ9218

400 2142 615 665

Pool AJ9326

350 1142 1015 1092

Pool AJ9355

300 1127 378 396

Pool AK4813

350 3142 435 466

Pool AK4945

350 2142 468 502

Pool AK7766

250 3127 460 478

Pool AK9444

400 3142 142 152

Pool AL0442

550 6140 74 84

Pool AL0766

400 9141 986 1072

Pool AL1449

400 1142 1093 1181

Pool AL1849

600 2139 294 338

Pool AL1939

350 6142 1090 1170

Pool AL2243

400 3142 1040 1124

Pool AL2303

450 6126 85 90

Pool AL2326

450 4142 1912 2095

Pool AL2397


Pool AL2438

300 9127 891 934

Pool AL2893

350 12142 2591 2786



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




250 3128 $425 $444 350 7142 $2154 $2311


300 6128 789 827 350 7142 359 385


450 11143 1204 1319 300 10142 593 628


250 6128 780 809 350 12142 678 727


400 2144 911 990 250 1128 153 159


350 1134 244 263 350 12142 975 1046


300 11127 545 572 250 1128 2262 2348


400 6144 2582 2816 300 1128 557 586


350 9129 748 792 300 2143 527 558


400 9144 1445 1583 300 3143 1097 1160


350 8143 542 581 250 3143 136 141


300 11130 2001 2108 300 3143 349 370


350 4131 352 374 300 7143 2318 2450


300 8146 753 796 300 8133 228 243


300 8146 729 771 400 9144 1671 1806


300 12131 923 972 300 10129 1232 1295


300 4142 601 635 450 10144 922 1001


300 4127 362 379 400 12144 508 552


350 5142 1283 1384 300 1145 953 1007


350 6142 779 835 350 2145 3057 3262


250 6127 244 254 300 4145 863 912



- -




(000S) (000S) (000S) (000S)




250 6130 $303 $316 300 12136 $349 $369


250 7130 718 745 300 12146 1141 1203


300 7135 359 380 200 1132 344 355


400 8145 968 1045 350 1132 227 241


350 10145 1372 1461 400 1147 2875 3087


350 11145 2618 2789 200 2132 184 189


350 11145 1526 1626 400 3147 689 746


350 12145 1724 1836 300 4132 668 702


350 12145 1198 1276 450 5147 895 969


350 2146 2196 2343 350 4143 430 461


250 3131 643 669 300 5143 987 1044


300 5146 1300 1375 300 4143 1693 1789


300 5146 784 828 300 5143 2104 2223


400 5146 476 513 300 5143 1814 1918


300 6146 746 786 250 7128 364 380


200 7131 174 179 350 8143 2228 2391


300 7146 897 946 300 8143 1744 1844


300 10146 1277 1348 300 8133 202 215


300 10146 719 759 300 9143 1620 1712


300 10136 220 233 350 9143 1107 1188


250 10131 2124 2211 400 12143 1998 2173



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




400 12143 $445 $484 250 2132 $699 $728


350 2142 518 556 350 4132 547 578


300 8129 314 331 300 11132 2374 2500


350 11144 621 663 350 12147 582 618


400 11144 1120 1210 350 1148 1210 1283


350 11144 1196 1279 350 1148 2117 2243


400 11144 1541 1668 350 3148 1234 1308


250 8127 1072 1112 500 5148 887 958


300 11126 353 371 400 4148 1156 1237


300 5145 1381 1459 400 5148 566 608


300 7145 927 980 400 9148 424 454


300 9145 498 526 400 7148 2283 2430


400 9145 1085 1173 450 7148 337 363


350 10145 775 826 400 8148 658 701


300 2131 706 742 400 8148 666 711


300 11130 301 316 400 9148 1203 1283


350 12145 572 610 400 1147 2716 2916


350 4146 5098 5407 400 9147 1692 1831


350 2146 2073 2208 350 12146 310 329


300 8146 611 644 450 11147 181 196


350 12146 834 885 250 6132 2216 2301




- -




(000S) (000S) (000S) (000S)




350 1134 $721 $759 350 12147 $1185 $1261


250 10143 790 822 400 3148 738 795


500 1149 1303 1407 400 3148 735 786


450 11148 540 581 450 4148 354 381


450 11148 417 448 450 5148 1061 1144


350 6149 529 564 450 6148 1133 1229


400 6149 3436 3658 450 6148 496 533


350 6149 1343 1419 400 7148 802 856


350 8149 665 702 450 6148 373 402


350 8149 686 725 450 7148 473 509


350 7149 448 473 450 8148 360 387


300 10149 535 562 350 8133 714 755


300 10149 291 305 350 9148 619 655


250 10149 1319 1367 400 9148 2305 2455


300 11149 1331 1395 400 11133 795 838


300 12149 1115 1172 350 11148 1777 1895


350 8147 1449 1536 450 11148 2131 2290


400 10147 324 348 400 8149 2880 3073


400 10147 3480 3735 300 12145 475 502


350 11147 1984 2112 450 9149 2357 2533


350 12147 1858 1969 400 3130 117 126



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




400 3131 $318 $347 300 9136 $636 $673


450 4131 369 403 300 10146 713 752


350 4131 199 210 250 10131 361 375


400 7131 205 224 250 10146 477 496


350 2132 452 485 300 11136 792 838


350 7132 571 613 250 11136 355 369


350 8132 313 336 250 12136 143 149


300 8132 163 173 300 1147 10548 11113


300 10132 882 938 300 2147 608 638


350 11132 423 455 350 3147 3349 3548


300 5133 900 955 350 6137 690 735


250 7133 272 284 350 7147 1728 1830


400 1134 381 416 400 7147 628 674


300 7135 794 842 350 7137 130 138


350 12135 331 356 450 7147 1178 1277


250 12130 1028 1067 300 9137 288 304


400 1146 461 498 450 10147 595 645


300 7146 2052 2156 350 11137 214 228


300 7136 442 467 350 11147 1842 1952


300 8146 1450 1535 450 11147 181 196


300 9146 661 697 300 11137 365 386




- -




(000S) (000S) (000S) (000S)




300 11132 $1002 $1053 300 12149 $660 $691


400 12147 339 364 250 1135 1466 1521


400 1148 1434 1528 350 1135 1459 1537


350 2148 1589 1678 250 1150 495 513


Pool MA3334

450 4148

Pool MA3385

450 6148

Pool MA3412

350 7138

Pool MA3413

400 7138

Pool MA3443

400 8148

Pool MA3444

450 8148

Pool MA3467

400 9148

Pool MA3492

400 10138

Pool MA3547

300 12133

Pool MA3590

400 2139

1204

457

429

158

530

439

517

138

741

138

1298

492

456

170

565

473

551

148

775

148

138 101122


188 7721

170 82521

300 101221

163 122021

138 21723

550 71536


238 11322

275 61923

675 31531


287 122521


1000

3500

2200

3000

4000

3500

500

1500

1000

1200

91

1012

3566

2203

3120

4085

3594

772

17340

1553

1071

1866

93



350 7149

Pool MA3695

720 759 K020 Class A2

237 52522 150 153

300 7134

Pool MA3744

300 8149

Pool MA3765

250 9149

Pool MA3870

250 12149

328

910

1300

494

343

953

1346

512


231 82522


257 92522

350

200

358

206



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




311 22523 $300 $314 321 32525 $250 $271


332 22523 250 263 333 52525 500 547


325 42523 300 316 331 92525 300 329


330 42523 227 241 300 122525 300 325


331 52523 365 389 275 12526 250 268


306 72523 350 370 267 32526 500 535


339 32524 295 318 253 52526 400 425


324 92524 300 324 265 82526 250 268


317 102524 300 324 312 92526 100 110


267 122524 200 212 324 42527 350 394


306 122524 200 215 312 62527 350 391




- -




(000S) (000S) (000S) (000S)




319 72527 $250 $281


324 82527 150 169


319 92527 200 225


330 112527 150 170


344 122527 150 172


335 12528 150 171


360 12528 150 173


365 22528 150 174


390 42528 200 235


385 52528 200 234


385 62528 150 176



393 62528 $200 $237


393 72528 200 235


390 82528 200 238


392 92528 350 415


405 92528 200 240


386 112528 200 237


342 22529 500 577


351 32529 150 174


330 42529 300 345


298 52529 200 225


290 62529 300 336



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




254 102529 $250 $273 399 52533 $100 $118


225 22552 250 267 399 82533 100 122


187 32553 200 207 279 12522 250 257


372 12531 100 121 273 62522 64 66


379 12534 100 120 309 82522 250 258


347 32531 100 122 241 32523 250 257


354 32534 100 119 245 82523 250 259


299 52531 100 110 314 102524 200 214


306 42534 100 115 359 12525 200 218


342 42532 100 118 360 22525 150 163


375 42533 100 125 370 52525 400 440




- -




(000S) (000S) (000S) (000S)




375 82525 $500 $553


321 22526 200 218


286 52526 150 161

Pool QA0127

350 6149 2132 2277

Pool QA1132

350 7149 1046 1104

Pool QA1263

350 7149 1096 1174

Pool QA4699

300 11149 763 799

Pool QN0818

250 10134 1013 1051

Pool RA1196

400 8149 4352 4643

Pool RA1501

300 10149 647 678

Pool SD0163

300 12149 1544 1621

Pool SD8019

450 10149 1841 1979

Pool SD8023

250 11149 983 1018

Pool SD8029

250 12149 986 1021

Pool SD8037

250 1150 990 1026

Pool ZA1036

450 2140 202 221

Pool ZA1159

350 4142 481 518

Pool ZA1165

350 4142 994 1066

Pool ZA1254

300 10142 2243 2371


Pool ZA1334

350 7142 $338 $363

Pool ZA1361

350 5143 423 454

Pool ZA1375

400 9144 322 348

Pool ZA1378

350 10144 460 492

Pool ZA2773

250 8127 174 181

Pool ZA3862

250 5131 612 638

Pool ZA4194

300 4143 406 430

Pool ZA4214

300 5143 641 679

Pool ZA4715

400 9146 2071 2241

Pool ZA5107

400 11147 689 739

Pool ZA5642

400 9148 1774 1891

Pool ZA5950

450 11148 3209 3450

Pool ZI6135

500 9134 653 737

Pool ZI6854

450 12137 51 55

Pool ZI7645

500 6138 218 239

Pool ZI8519

450 2139 40 44

Pool ZI9157

450 9139 1165 1275

Pool ZI9349

450 10139 668 732

Pool ZI9657

450 1140 565 618

Pool ZI9862

450 3140 346 383

Pool ZI9939

450 4140 237 260



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




450 10140 $332 $364 300 6143 $793 $839


400 1141 398 432 300 7143 594 628


400 1141 312 337 300 8143 1026 1084


400 2141 680 734 350 8143 366 392


450 3141 280 307 400 2144 608 661


200 5128 755 779 350 7144 2166 2321


250 4130 679 707 400 7144 1648 1782


250 7130 463 480 400 11144 565 607


450 7141 365 400 400 11145 747 806


450 8141 943 1033 350 12145 599 640


400 9141 177 191 300 6146 983 1038


350 11141 229 246 300 10146 918 969


350 6142 628 674 300 11146 1354 1428


400 6142 1239 1341 350 12146 2546 2701


350 8142 1021 1102 350 6147 314 335


350 8142 967 1038 350 8147 1133 1205


300 1143 3166 3343 350 9147 1432 1517


300 1143 679 718 350 10147 2456 2607


300 2143 313 331 400 11147 3347 3599


350 5143 1682 1805 350 11147 604 640


300 5143 330 349 350 11147 1236 1313



- -




(000S) (000S) (000S) (000S)




350 12147 $491 $520 400 6142 $1356 $1466


350 1148 1345 1426 400 8142 748 809


350 2148 1121 1188 250 7143 575 599


400 3148 858 918 350 1145 748 802


450 5148 785 847 350 3145 1505 1610


400 7148 701 746 450 7144 359 393


500 7148 532 574 350 2142 609 653


400 8148 541 576 300 7143 1956 2068


400 9148 1148 1224 350 10143 799 857


450 10148 737 792 300 9144 336 354


350 11148 1269 1353 300 11144 3481 3676


350 2149 500 529 400 1145 971 1049


450 8134 20 22 350 3145 1329 1416


500 12135 194 216 300 6145 604 638


500 8137 24 26 350 6145 1056 1125


500 9138 48 54 300 7145 1467 1551


500 3138 109 121 400 8145 332 359


450 2139 131 143 300 9145 4399 4646


450 11139 313 345 350 9145 811 863


450 4140 406 445 400 10145 449 485


350 7142 519 556 400 11145 417 451



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



Pool ZS4642

350 12145

Pool ZS4655

350 3146

Pool ZS4667

300 6146

Pool ZS4671

300 8146

Pool ZS4677

300 9146

Pool ZS4682

300 10146

Pool ZS4703

300 2147

Pool ZS4722

350 6147

Pool ZS4730

350 8147

Pool ZS4740

400 10147

Pool ZS4743

350 11147

Pool ZS4745

450 11147

Pool ZS4747

350 12147

Pool ZS4748

400 12147

Pool ZS4749

450 12147

Pool ZS4752

400 1148

Pool ZS4759

350 3148

Pool ZS4769

400 5148

Pool ZS4773

450 6148

Pool ZS4781

450 7148

Pool ZS4785

400 8148

$1550

801

1015

2209

616

812

529

933

352

1417

2149

1269

567

1490

419

1238

1363

918

257

590

730

$1651

853

1072

2330

649

857

558

988

373

1524

2278

1375

598

1599

453

1332

1453

977

277

635

777



Pool ZS6948

250 11128 $444 $463

Pool ZS8023

200 8132 117 121

Pool ZS8495

250 8128 1721 1787

Pool ZS8628

200 11131 195 201

Pool ZS8639

200 1132 66 68

Pool ZS9449

350 8145 812 867

Pool ZS9495

350 10145 1160 1243

Pool ZS9580

350 12145 1151 1226

Pool ZS9618

350 3146 1954 2094

Pool ZS9805

300 9146 1100 1162

Pool ZS9813

300 9146 1078 1138

Pool ZS9827

300 10146 848 895

Pool ZS9828

300 10146 877 925

Pool ZT0000

300 1147 3166 3346

Pool ZT0074

350 3147 3717 3954

Pool ZT0495

450 8148 322 346

Pool ZT0524

450 9148 1042 1127

Pool ZT0712

400 10148 1068 1138

Pool ZT0787

400 10148 1130 1203

Pool ZT1702

400 1149 2238 2384

Pool ZT2091

300 6134 403 422

193246



- -




(000S) (000S) (000S) (000S)




500 11133 $33 $36 600 9138 $17 $18


500 1134 43 48 550 11138 176 199


550 11134 197 222 500 3140 157 173


550 1135 191 211 500 11126 8 9


550 11135 89 99 500 4129 85 92


500 7135 16 18 400 1131 315 344


500 1136 53 59 450 5131 158 173


600 8136 6 7 350 2132 198 213


650 8136 11 12 400 10131 258 281


550 12136 114 125 350 11131 195 209


500 3137 122 136 350 8132 308 331


550 3137 12 14 400 1135 141 154


550 4137 126 142 300 5135 260 275


550 10136 193 218 300 12135 274 291


550 12135 32 35 300 6136 311 329


550 9137 13 15 300 9136 334 354


700 10137 15 18 250 11136 213 223


550 9137 122 133 300 1137 141 149


600 11137 17 20 300 9137 360 381


500 2138 73 81 300 10137 299 317


700 2138 21 22 350 1138 383 407



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




400 1138 $140 $151 600 11137 $44 $51


350 7138 273 290 700 11137 19 22


400 8138 348 374 650 11137 257 294


500 1128 96 104 600 3138 46 53


300 3132 198 211 500 5138 82 91


300 2127 349 366 550 6138 68 77


350 8127 639 673 600 7138 135 156


500 2136 91 101 650 9138 68 78


550 3136 13 15 500 11139 236 261


600 11136 146 168 500 8140 134 148


600 11136 5 5 550 8140 599 679


500 11134 46 51 550 12139 547 619


600 1137 6 7 500 10141 491 544


650 1137 11 12 600 5140 152 175


600 4137 567 653 700 3137 26 32


600 4137 7 8 550 4137 31 35


600 6137 19 22 500 4139 646 715


500 6136 76 84 450 9120 1 1


550 8136 35 40 400 1122 7 7


600 9137 21 24 500 9121 2 2


600 9137 38 44 450 4122 5 5



- -




(000S) (000S) (000S) (000S)



Pool G12868

500 11122 $24

Pool G12869

500 9122 16

Pool G13136

450 5123 28

Pool G13151

600 3123 17

Pool G13201

450 7123 17

Pool G13433

550 1124 24

Pool G14168

550 12124 27

Pool G14239

400 9126 588

Pool G14554

450 7126 44

Pool G14891

300 10128 264

Pool G15134

300 5129 189

Pool G15468

350 12129 372

Pool G16562

350 8133 768

Pool G16600

300 7133 2737

Pool G16774

350 2134 678

Pool G16786

400 4134 786

Pool G18220

600 11122 4

Pool G18420

300 1127 454

Pool G18438

250 6127 223

Pool G18442

350 8127 364

Pool G18571

250 10130 366

$26

17

29

17

17

25

28

621

46

278

199

394

815

2884

714

829

4

475

232

383

380


Pool G18601

300 5131

Pool G18626

250 1132

Pool G18664

350 10132

Pool G18681

300 3133

Pool G30327

450 1127

Pool G30835

350 12135

Pool G31020

250 2137

Pool G31057

300 2138

Pool J00991

400 1121

Pool J02541

400 9120

Pool J03041

600 7121

Pool J03736

550 11121

Pool J05307

450 8122

Pool J06175

500 5121(12)

Pool J06465

600 11122

Pool J06476

550 11122

Pool J08098

550 6123

Pool J08202

500 7123

Pool J08454

500 8123

Pool J08913

550 10123

Pool J09148

500 12123

continued

$497 $522

2704 2808

313 330

1233 1295

17 18

274 295

80 84

381 401

2 3

1 1

3 3

6 6

4 4

mdash mdash

1 1

7 8

2 2

8 8

11 12

10 10

28 29



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




500 2124 $34 $36 300 9128 $777 $818


500 3124 27 28 250 8130 220 230


400 11124 25 26 250 8130 175 183


450 4125 227 241 250 10131 666 693


Pool J16932 Pool TBA 300 10126 221 232 4150(13) 7000 7387

Pool J17055

300 11126

Pool J17232

300 11126

Pool J17932

300 3127

Pool J20834

250 10127

Pool J21601

250 12127

Pool J22069

250 1128

Pool J22986

250 3128

Pool J30435

300 1130

Pool J32244

300 7130

Pool J34252

350 4131

Pool K90071

300 2133

Pool K90641

350 6133

Pool K90791

300 7133

Pool K91490

350 1134

Pool K92325

300 1135

119

193

297

421

1410

104

877

469

1631

93

717

90

311

543

410

125

203

311

438

1464

109

915

494

1711

99

758

97

331

576

434


Pool 510835

550 21535 25

Pool 553463

350 11542 574

Pool 597889

550 61533 137

Pool 614169

500 71533 37

Pool 616879

350 21542 404

Pool 617739

600 101537 9

Pool 634431

600 91534 15

Pool 641416

550 41535 142

Pool 646341

600 111536 27

Pool 648538

500 121535 58

Pool 651753

550 31536 9

Pool 670030

300 71545 503

Pool 675211

650 31538 6

Pool 675484

550 61538 54

Pool 676360

28

618

150

41

439

11

17

157

30

63

10

532

7

61

650 101537 5 6



- -




(000S) (000S) (000S) (000S)



Pool 682899

600 91540 $173 $197

Pool 687824

550 81538 95 108

Pool 687900

500 91538 112 123

Pool 687901

500 91538 70 78

Pool 692309

600 11539 53 60

Pool 697645

550 101538 35 40

Pool 698236

500 61539 251 279

Pool 698336

450 51539 282 312

Pool 699277

600 91538 8 9

Pool 700918

550 111538 104 118

Pool 700972

550 111538 21 24

Pool 701196

600 101538 5 6

Pool 703677

550 61539 104 115

Pool 704185

550 11539 30 34

Pool 704514

450 51539 467 523

Pool 704624

450 71539 1388 1554

Pool 717175

450 61539 263 294

Pool 719262

500 81540 130 144

Pool 720065

450 61539 890 996

Pool 720202

450 71539 210 231

Pool 723231

400 101539 214 231


Pool 723339

500 91539 $120 $134

Pool 726085

400 111524 64 67

Pool 728629

450 11540 345 380

Pool 733663

450 51540 1006 1114

Pool 736768

300 111542 903 960

Pool 737286

450 51540 356 398

Pool 737416

350 91525 59 62

Pool 738134

350 41526 122 128

Pool 738247

450 41541 154 170

Pool 745215

400 71525 55 58

Pool 747643

450 81540 499 552

Pool 760874

350 21526 111 117

Pool 768800

450 61541 64 71

Pool 773939

400 111541 451 497

Pool 778957

350 31542 528 578

Pool 782131

550 121536 41 46

Pool 782150

550 41537 47 54

Pool 782259

500 21536 94 104

Pool 782272

550 21538 84 95

Pool 782498

600 121538 42 48

Pool 782565

500 21539 977 1088



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



Pool 782584 Pool 4018

500 31539 $54 $60 650 82037 $67 $78

Pool 782675 Pool 4026

450 61524 50 53 500 92037 26 29

Pool 782696 Pool 4027

500 61539 226 252 550 92037 13 15

Pool 782831 Pool 4040

600 121539 30 34 650 102037 14 16

Pool 783176 Pool 4098

400 111540 567 614 550 32038 83 93

Pool 783467 Pool 4116

400 101541 1669 1810 650 42038 32 38

Pool 783740 Pool 4170

250 121527 181 188 600 62038 64 73


350 61542 34 37 550 72038 151 170


300 21543 355 382 500 92038 38 42


350 81542 134 145 550 92038 43 48


300 91542 194 206 600 92038 24 27


300 31543 317 340 650 102038 32 39


300 41543 360 382 550 112038 28 31


350 11545 200 217 600 12039 51 58

19087 Pool 4345


Pool 3570 Pool 4425

600 62034 41 47 550 42039 96 109

Pool 3665 Pool 4559

550 12035 112 126 500 102039 201 222

Pool 3852 Pool 4561

600 52036 18 21 600 102039 117 133

Pool 3879 Pool 4617

600 72036 54 62 450 12040 62 69

Pool 3910 Pool 4619

600 102036 28 32 550 12040 196 218

Pool 3994 Pool 4713

500 62037 18 21 450 62040 180 198



- -




(000S) (000S) (000S) (000S)



Pool 4747 Pool 626951

500 72040 $157 $174 300 62045 $661 $704

Pool 4881 Pool 737602

350 122040 675 721 400 112040 313 343

Pool 4882 Pool 752757

400 122040 1575 1717 450 112040 362 398

Pool 4923 Pool 755677

450 12041 150 165 400 122040 230 250

Pool 5050 Pool 766711

400 52026 104 109 400 52042 1068 1159

Pool 5081 Pool 782433

400 62041 246 268 600 102038 92 105

Pool 5082 Pool 783976

450 62041 254 280 350 42043 3257 3483

Pool 5083 Pool 784345

500 62041 1007 1113 350 72047 826 908


400 72041 987 1076 300 12043 1050 1121


500 82041 135 149 300 22043 1561 1677


450 92041 140 155 300 32043 1045 1116


500 92041 653 721 350 32043 384 413


350 102041 384 411 350 42043 146 157


400 102041 242 264 350 112042 555 591


350 112041 754 806 350 22043 662 711


550 122041 16 18 350 32043 385 414


400 12042 270 294 400 82043 1063 1154


350 22042 282 301 350 72044 320 343


550 22042 118 132 350 82045 2795 3005


300 32027 300 313 400 102044 753 817


350 32042 452 483 350 12045 1993 2143



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




350 82045 $1806 $1943 250 62028 $441 $458


400 82045 753 814 300 62043 929 998


350 72047 441 475 350 82043 671 717


450 62048 909 979 350 92043 389 416


250 42027 117 121 400 42044 216 236


350 42042 455 487 400 52044 232 252


350 52042 1014 1085 400 92044 1247 1359


350 72042 529 566 300 122044 188 201


350 82042 986 1055 350 12045 731 777


500 82042 231 256 400 12045 261 284


300 92042 2129 2285 300 32045 412 442


350 92042 429 459 300 42045 1079 1158


300 12043 507 544 350 42045 419 445


300 32028 136 142 300 62045 1181 1268


250 32043 186 196 350 62045 380 404


300 32043 742 797 300 72030 597 624


350 32043 861 921 300 72045 921 988


300 42043 907 974 350 82045 1099 1168


350 42043 290 311 300 92045 1233 1324


300 52043 867 931 400 92045 965 1051


350 52043 774 828 300 102045 241 259



- -




(000S) (000S) (000S) (000S)




350 102045 $4657 $4974 250 92031 $217 $225


400 102045 519 567 300 92046 2068 2214


350 112045 844 898 350 92046 2740 2931


400 112045 1891 2061 250 102046 136 143


350 122045 1805 1920 300 102046 1363 1458


450 12046 1008 1100 250 112046 1038 1092


350 32046 1639 1742 300 112046 6471 6916


400 32046 436 475 250 122031 115 119


300 42046 1033 1105 250 122046 70 74


350 42046 1649 1756 350 12047 1374 1448


300 52046 1670 1792 400 32047 627 673


350 52046 1006 1070 350 42047 492 518


400 52046 422 456 300 62047 2201 2344


300 62046 2013 2157 450 62047 858 927


350 62046 1327 1411 300 82032 180 188


250 72031 153 158 350 82047 2111 2243


300 72031 193 201 300 92047 5250 5558


300 72046 2370 2540 350 92047 3445 3677


350 72046 1972 2108 350 102047 2144 2277


300 82046 910 975 400 112047 298 320


350 82046 907 965 350 122047 2135 2255



- -

ndash

MARCH 31 2020


(000S) (000S) (000S) (000S)



Pool MA4901

400 122047 $4149 $4420

Pool MA4962

350 12048 2064 2190

Pool MA4963

400 12048 772 831

Pool MA5077

350 32048 2358 2501

Pool MA5137

400 42048 406 436

Pool MA5191

350 52048 1365 1448

Pool MA5264

400 62048 948 1013

Pool MA5265

450 62048 1039 1112

Pool MA5266

500 62048 1203 1293

Pool MA5330

400 72048 1248 1333

Pool MA5331

450 72048 2088 2239

Pool MA5398

400 82048 858 920

Pool MA5399

450 82048 968 1027

Pool MA5466

400 92048 2062 2195

Pool MA5467

450 92048 1163 1242

Pool MA5528

400 102048 1206 1289

Pool MA5529

450 102048 215 230

Pool MA5564

350 112033 519 544

Pool MA5595

400 112048 420 451

Pool MA5653

500 122048 1718 1840

Pool MA5818

450 32049 1283 1364



Pool MA5931

400 52049 $2838 $3012

Pool MA5985

350 62049 2708 2856

Pool MA6040

400 72049 3688 3913

Pool MA6217

250 102049 789 825

Pool MA6337

250 122049 596 623

Pool MA6338

300 122049 7148 7569

Pool MA6409

300 12050 1990 2107

182589


525 91539 1650 2524


Pool TBA

4150(13) 32000 33563


(Cost $796566) 830060



625 81523 1550 1861

763 21525 165 223

613 111527 5000 7085

450 21536 475 728

438 21538 1000 1560

450 51538 1700 2692

350 21539 2500 3562

425 51539 2000 3111

450 81539 2000 3205

438 111539 2000 3168

463 21540 3000 4906

438 51540 1000 1590

375 81541 4000 5945

313 21542 2000 2735

275 81542 3000 3873

275 111542 4000 5174

363 21544 5000 7406

338 51544 6000 8583



- -




(000S) (000S) (000S) (000S)



313 81544 $5500 $7591

300 111544 7000 9490

250 21545 6000 7502

300 51545 6000 8173

300 111545 15000 20568

250 51546 8000 10093

225 81546 5000 6036

288 111546 5000 6765

300 51547 8000 11089

275 81547 7000 9274

275 111547 8000 10612

300 21548 8000 11106

313 51548 5000 7084

300 81548 16000 22225

300 21549 15000 20899

288 51549 13500 18421

225 81549 5000 6091

238 111549 7070 8808

269234


238 31521

238 41521

138 53121

113 63021

163 63021

213 63021

213 81521

288 101521

150 103121

200 111521

163 123121

188 13122

250 21522

113 22822

188 33122

175 63022

163 81522

175 93022

188 103122

200 113022

213 123122

150 22823

263 22823

20000

5000

12000

10000

3000

1740

36000

20000

2000

20000

25000

25000

25000

25000

10000

100000

5000

10000

10000

10000

5000

5000

20000

20438

5116

12179

10127

3056

1784

36970

20821

2041

20590

25615

25759

26067

25415

10331

103438

5163

10372

10414

10457

5254

5178

21360


163 43023

275 43023

163 53123

275 53123

263 63023

275 83123

288 103123

275 111523

263 123123

238 22924

250 51524

200 53124

200 63024

238 81524

150 93024

150 103124

225 111524

150 113024

138 13125

275 22825

288 43025

213 51525

275 63025

300 93025

263 123125

163 21526

163 51526

150 81526

163 93026

200 111526

175 123126

225 21527

113 22827

225 81527

225 111527

275 21528

288 51528

288 81528

313 111528

263 21529

continued

$10000 $10408

15000 16133

1000 1042

23000 24778

5000 5375

25000 27065

10000 10906

5000 5436

5000 5430

20000 21591

20000 21761

5000 5342

25000 26730

9000 9786

5000 5254

7000 7362

10000 10859

15000 15795

10000 10476

15000 16721

2500 2811

10000 10865

5000 5604

20000 22768

10000 11222

20000 21299

10000 10672

10000 10616

10000 10703

10000 10952

10000 10800

10000 11152

10000 10390

15000 16830

15000 16866

5000 5829

5000 5895

15000 17738

10000 12072

15000 17532



-

ndash

-

MARCH 31 2020


(000S) (000S) (000S) (000S)



238 51529

175 111529

continued

$15000

15000

$17255

16479

952545


(Cost $1098192) 1221779


Arizona ndash 00


484 1141 110 147

California ndash 02


704 4150 150 239


691 10150 150 240


770 11130 135 139

730 10139 920 1414

763 3140 405 653

760 11140 400 666


755 4139 585 949


587 6140 300 422


675 8149 150 244


658 51539 250 327




676 7134 $290 $400


575 7134 335 430


695 7140 100 101


614 5149 100 138


695 11150 75 106


595 51545 150 202

6670



585 31532 300 368



559 12134 30 37

Georgia ndash 00


666 4157 100 134


664 4157 69 90

706 4157 298 392



616

- -




(000S) (000S) (000S) (000S)


Illinois ndash 01


690 12140 $300 $403


620 12140 140 168


510 6133 705 700

1271



450 8131


572 81539

250

100

295

135

430



525 11134 100 120

Nevada ndash 00


682 7145 200 265

New Jersey ndash 00


656 121540 200 267


610 121528 300 308


741 1140 125 183



567 5140 $145 $192

950

New York ndash 01


734 111539 75 107


669 111540 100 130

681 111540 60 78


575 61541 200 287

572 61542 250 361


577 8136 300 381


552 10137 100 120

585 6140 85 114


560 31540 250 303


563 31539 75 89


577 31539 100 109



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




665 12131 $225 $228


565 11140 350 471


565 11140 200 269


493 10151 250 310

3357

Ohio ndash 01


645 21544 200 280


808 21550 300 506


604 111540 145 149


491 6140 190 226


480 6111(4) 200 241


488 12134 90 101

1503


Oregon ndash 00


583 111534 $200 $275



500 91527 200 232

Tennessee ndash 00


673 7143 100 145

Texas ndash 01


502 12148 180 241


645 21535 200 201


629 3132 260 322


672 1149 125 198


599 2139 200 280


552 4139 200 275


518 4130 300 361



-ndash




(000S) (000S)




479 81546 $100 $116

1994

Utah ndash 00


354 7125 95 100

Washington ndash 00


549 11139 80 92


679 7140 100 122


514 8140 100 137

351


(Cost $14516) 18831

NUMBER OF SHARES

VALUE (000S)

OT H E R ndash 0 0


Total Other

(Cost $39) mdash





(Cost $64483)

64482831 $64483

64483


(Cost $2781358)


2965523

(29451)












1Y - 1 Year

3M - 3 Month




Gtd - Guaranteed




MARCH 31 2020











US Treasury 480

US Agency 195

AAA 55

AA 29

A 105

BBB 114

Cash Equivalents 22

Total 1000






LEVEL 2 (000S)

LEVEL 3 (000S)

TOTAL (000S)











ndash -




(000S) (000S) (000S) (000S)



600 21526 $10 $13 250 51546 $400 $505

650 111526 75 104 225 81546 375 453

638 81527 65 92 288 111546 300 406

613 111527 75 106 300 21547 400 554

550 81528 50 70 300 51547 350 485

525 111528 100 139 275 81547 350 464

613 81529 50 75 275 111547 350 464

625 51530 75 116 300 21548 390 541

538 21531 100 149 313 51548 425 602

450 21536 140 215 300 81548 400 556

475 21537 25 40 338 111548 450 668

500 51537 50 82 300 21549 550 766

438 21538 50 78 288 51549 450 614

450 51538 95 150 225 81549 450 548

350 21539 100 142 238 111549 475 592

425 51539 100 156 200 21550 1000 1159

450 81539 100 160 21627 438 111539

463 21540

438 51540

388 81540

425 111540

475 21541

438 51541

375 81541

313 111541

313 21542

300 51542

275 81542

275 111542

313 21543

288 51543

363 81543

375 111543

363 21544

338 51544

313 81544

300 111544

250 21545

300 51545

288 81545

300 111545

250 21546

200

185

190

150

175

145

140

150

145

200

155

230

315

205

375

350

430

400

300

425

455

450

400

425

380

400

317

303

302

225

275

242

225

223

198

274

208

297

407

281

495

517

647

592

429

587

617

563

545

569

521

504


125 33121

225 33121

238 41521

138 43021

225 43021

263 51521

313 51521

138 53121

200 53121

213 53121

263 61521

113 63021

163 63021

213 63021

263 71521

113 73121

175 73121

225 73121

213 81521

275 81521

113 83121

150 83121

200 83121

275 91521

113 93021

200

500

250

300

725

350

275

400

250

250

300

350

250

350

300

300

300

325

400

350

300

350

250

350

350

202

511

256

304

742

360

284

406

255

256

309

354

255

359

310

304

306

334

411

362

304

356

256

363

355



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



150 93021 $400 $408 163 83122 $350 $361

213 93021 250 257 188 83122 275 286

288 101521 350 364 150 91522 200 206

125 103121 350 356 175 93022 295 306

150 103121 250 255 188 93022 300 312

200 103121 250 257 138 101522 350 360

200 111521 375 386 188 103122 225 234

288 111521 250 261 200 103122 300 313

150 113021 400 409 163 111522 755 782

175 113021 250 256 200 113022 450 471

188 113021 250 257 163 121522 600 622

263 121521 350 364 213 123122 525 552

163 123121 600 615 150 11523 650 672

200 123121 300 309 175 13123 275 286

213 123121 225 232 238 13123 250 265

250 11522 250 260 138 21523 2250 2321

138 13122 1000 1021 200 21523 475 498

150 13122 250 256 150 22823 250 259

188 13122 300 309 263 22823 350 374

200 21522 325 336 050 31523 400 403

250 21522 275 287 150 33123 200 207

113 22822 2400 2440 250 33123 350 373

175 22822 250 257 163 43023 175 182

188 22822 150 155 275 43023 350 376

238 31522 300 313 175 51523 525 549

038 33122 400 401 163 53123 200 208

175 33122 260 268 275 53123 350 377

188 33122 300 310 138 63023 250 259

225 41522 380 396 263 63023 375 403

175 43022 300 310 125 73123 350 361

188 43022 250 259 275 73123 375 405

175 51522 275 284 250 81523 300 322

213 51522 250 260 138 83123 250 259

175 53122 250 258 275 83123 350 379

188 53122 300 311 138 93023 250 259

175 61522 400 414 288 93023 380 414

175 63022 250 259 163 103123 300 314

213 63022 200 209 288 103123 350 382

175 71522 250 259 275 111523 350 381

188 73122 400 415 213 113023 300 320

200 73122 200 208 288 113023 400 437

150 81522 200 206 225 123123 250 268

163 81522 250 258 263 123123 400 434



- -




(000S) (000S) (000S) (000S)



225 13124 $300 $322 288 113025 $300 $340

250 13124 250 271 263 123125 300 337

275 21524 550 601 263 13126 150 168

213 22924 300 321 163 21526 450 479

238 22924 300 324 250 22826 350 391

213 33124 600 643 225 33126 350 386

200 43024 250 267 238 43026 225 250

225 43024 300 323 163 51526 650 694

250 51524 575 626 213 53126 175 192

200 53124 550 588 188 63026 325 352

175 63024 425 450 188 73126 300 325

200 63024 300 321 150 81526 520 552

175 73124 250 265 138 83126 350 369

213 73124 250 269 163 93026 250 268

238 81524 525 571 163 103126 300 321

125 83124 400 416 200 111526 500 548

188 83124 250 266 163 113026 350 375

150 93024 400 420 175 123126 300 324

213 93024 300 324 150 13127 925 984

150 103124 450 473 225 21527 510 569

225 103124 300 326 113 22827 1300 1351

225 111524 550 597 063 33127 250 251

150 113024 300 316 238 51527 500 564

213 113024 200 216 225 81527 500 561

175 123124 400 426 225 111527 550 618

225 123124 250 272 275 21528 550 641

138 13125 1300 1362 288 51528 625 737

250 13125 200 220 288 81528 590 698

200 21525 625 673 313 111528 675 815

113 22825 1650 1710 263 21529 600 701

275 22825 215 240 238 51529 600 690

050 33125 250 252 163 81529 700 760

263 33125 300 333 175 111529 925 1016

288 43025 300 337 150 21530 925 996


200 81525 550 595

275 83125 300 337

300 93025 300 341

300 103125 200 228

225 111525 645 709



ndash

MARCH 31 2020





(Cost $1481)

1481143 $1481

1481


(Cost $93553)


102951

94









US Treasury 986

Cash Equivalents 14

Total 1000






LEVEL 2 (000S)

LEVEL 3 (000S)

TOTAL (000S)

























MARCH 31 2020




















Bond Index $4611 $(4611)








UNDISTRIBUTED


Bond Index $2086 $5818 $184157




DISTRIBUTIONS FROM


Bond Index $89033 $2541




DISTRIBUTIONS FROM











MARCH 31 2020









CONTRACTUAL


Bond Index 013 015


















PURCHASES SALES


Bond Index $488729 $1103627 $551647 $1309440





Bond Index $201327 $(17169) $184158 $2781365





Bond Index 72407 $779968 2518 $27064 (98122) $(1060146) (23197) $(253114)




MARCH 31 2020




Bond Index 122616 $1251232 2371 $24194 (104763) $(1068991) 20224 $206435






























Basis for Opinion












Bond Index $5818




















BO N D I N D E X



Actual 015 $100000 $103420 $076

Hypothetical 015 $100000 $102425 $076




Actual 016 $100000 $107490 $083

Hypothetical 016 $100000 $102420 $081















bull None








2003 to 2015




bull Nasdaq Inc



bull None




















Darek Wojnar(4)
















































BOND INDEX FUND1234











P ROX Y VOT I N G














N O R T H E R N


HIGHER RISK

REWARD

LOWER RISK

REWARD

GR

OW

THIN

CO

ME

LIQ

UID

ITY

EQUIT Y FUNDS














e



FIX

AN

R IN

DX

(52

0)





INVESTMENT INCOME




EXPENSES


Custody fees 279 14


Blue sky fees 27 19

SEC fees 1 mdash

Printing fees 24 12

Audit fees 35 19

Legal fees 46 24


Trustee fees 36 9

Other 41 13

Total Expenses


Net Expenses

5437

(857)

4580

257

(106)

151




Investments


35532 539


Net Gains 181451 9215








OPERATIONS





$79101

35532

145919

260552

$80293

(7617)

54640

127316

$1866

539

8676

11081

$1667

(373)

1970

3264




(253114)

(253114)

206435

206435

9021

9021

1735

1735

DISTRIBUTIONS PAID



(91564)

(91564)

(83499)

(83499)

(1866)

(1866)

(1667)


NET ASSETS

Beginning of year

End of year

(84126)

3020198

$2936072

250252

2769946

$3020198

18236

84809

$103045

3332

81477

$84809

















Total Return(1)


901 433 113 014 190



$2936072 $3020198 $2769946 $2496618 $2630015
























Total Return(1)


1329 403 024 (163) 225



$103045 $84809 $81477 $108599 $123516










ndash -




(000S) (000S) (000S) (000S)




329 51523 $150 $151


295 51523 50 50


317 31525 50 49


352 101523 200 200


406 111530 100 95


284 31524 200 198


306 41526 150 144

887

Automobile ndash 03


312 71723 100 102


184 61724 100 100


192 11525 100 101


274 12822 60 59


297 32023 125 125


342 41823 100 100


326 11824 100 99




358 101824 $100 $100


374 101824 100 100


160 111524 100 98


163 81525 100 98


233 51523 100 100


336 91523 200 203


268 31524 200 202


277 121624 200 201


218 81524 100 100


230 41525 100 99


189 121624 150 150


264 121523 100 100


222 101522 100 100


227 111522 100 100


235 41523 100 100



- -




(000S) (000S) (000S) (000S)




250 51524 $100 $100


278 91523 125 127


167 122022 100 98


170 122023 100 98


297 111623 100 101


265 21624 100 101


271 81624 100 101


218 41624 100 100


175 71624 100 101


198 112023 100 101


330 71525 100 102


283 32023 150 152


252 62123 200 202



185 81525 $100 $101


196 21523 100 100


320 121522 150 152


200 101722 100 100


194 31524 100 100


276 31522 200 201


227 71522 150 150


229 41525 100 99


195 101623 100 100


322 61523 200 204


250 111523 100 101


195 51526 100 100


407 81524 50 49


342 41525 50 50


365 41525 50 47



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




212 21523 $100 $101


318 31523 200 203


257 81523 100 101


199 21825 100 98


166 51524 100 100


214 111524 50 50


302 112122 100 102


333 41524 100 103


196 121624 100 99


203 121525 100 98


170 11723 100 98


203 111522 100 99

6927



317 71549 300 302


344 91560 250 265




354 111554 $250 $269


369 21561 100 108


405 31561 200 221


426 51561 300 339


422 81561 100 113


413 91560 100 106


423 91560 200 226


441 111561 300 344


333 51562 200 212


318 81561 300 317


301 91562 250 261


265 11563 200 202


240 31563 400 394


358 51552 200 211


292 81552 100 101


431 121551 150 169


264 21553 200 197


357 11551 250 258


388 21551 150 164



- -




(000S) (000S) (000S) (000S)




385 41051


403 41051


398 71551


408 71551


421 71551


420 101051


438 51553


451 51553


423 11552


312 81552


273 21553


229 31553


269 91543


331 111550


351 51050

ndash 13 continued

$500 $521

100 111

100 105

100 106

400 447

400 425

300 320

300 343

100 112

125 131

200 204

200 196

100 102

250 257

250 270



343 81550 $250 $268


346 111350 200 212


428 81551 200 225


291 81557 150 154


387 11048 300 315


328 51058 250 256


346 81550 250 266


302 91045 383 389


437 91046 350 373


465 91046 100 104


364 101047 100 103


314 21048 200 203


372 91548 200 209


321 51049 250 262


315 111549 150 152



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




362 21049 $300 $319


331 41049 250 256


333 41549 250 256


347 91550 250 261


401 31051 100 111


423 61051 200 222


441 111051 200 222


315 81545 335 341


421 81046 100 106


405 101046 300 317


422 71045(1) (2) 200 209


294 11046 121 122


396 21047 420 443


380 81047 300 316


384 91047 500 523




364 121047 $250 $259


370 81048 500 534


335 21048 200 205


318 21048 500 519


390 71050 200 210


423 51051 200 217


351 41550 225 233


372 81548 500 524


309 11549 100 100


350 111549 200 205


442 111551 300 328


403 41551 100 106


256 31553 200 197


333 61050 250 267


294 21046 100 102



- -




(000S) (000S) (000S) (000S)




277 111045


314 61046


405 71046(1) (2)


424 81046


400 41047


393 91047


363 111047


338 51050


305 51049


285 101049


343 81050


347 111050


399 31051


316 71052


291 21353

ndash 13 continued

$171 $174

100 102

200 212

150 157

100 106

300 314

250 264

200 205

100 101

200 201

250 258

200 213

150 161

150 158

300 309



337 121547 $50 $50


400 41547 500 530


380 71547 500 528


364 111547 200 211


367 111547 150 158


382 71548 200 214


314 61549 100 105


314 121549 150 158


287 81549 200 204


314 81549 100 98


369 31550 300 325



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




341 101550 $200 $212


372 31550 350 377


345 91550 100 106


403 61551 500 524


339 61352 200 208


415 81546(1) (2) 200 209


310 51546 200 202


406 21547 200 209


353 101548 100 103


333 51549 250 256


286 91549 250 250


418 71551 150 165




431 121551 $100 $114


441 101551 200 228


326 71552 250 265


270 21553 200 201


359 121550 200 217


346 61550 250 268


349 81550 250 259


343 81550 175 181


358 121550 100 106


368 121550 150 158


431 51551 200 220


424 61551 150 168


433 101551 200 227


445 121551 100 117


398 21551 150 157



- -




(000S) (000S) (000S) (000S)




412 31551


324 41046


292 101545


422 71546


317 21548


366 91558


318 41550


377 71558


372 121548


356 11559


343 31559


293 71548


307 111559


294 101549


292 111549

ndash 13 continued

$100 $111

250 254

132 135

100 104

100 102

250 260

200 203

300 313

300 314

200 207

250 258

100 100

250 253

200 206

150 150



342 91550 $250 $260


358 101550 100 105


359 121550 100 105


401 31551 150 165


421 51551 155 172


430 11552 100 109


373 51552 200 212


273 21553 100 100


356 31548 50 51


284 31548 251 253


300 51545 500 503


334 61546 150 152


442 91546 250 263


363 111547 250 259


405 31547 100 107

36959



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




235 51525 $100 $102 206 81528 $200 $200


301 101525 150 156 216 91524 200 204


299 121523 250 254 277 31523 150 152


306 21524 200 204 153 11525 200 201


287 101524 250 258 615 61539 150 193


300 91523 250 254 219 112023 100 102


310 121523 200 204 329 52325 100 103


174 11525 200 202 321 12724 150 157


196 51525 100 99 396 101330 200 234


166 61724 100 100 239 71524 150 152


243 11525 200 202 303 81525 200 205


229 71525 200 197 311 11624 200 204


301 21524 200 202 304 71524 200 206


284 121524 250 257 295 31525 200 202


172 81524 200 202 234 61525 200 197




- ndash




(000S) (000S) (000S) (000S)






262 101525



Boeing (The) Co

795 81524 1400 1583

297 31524 100 100 285 103024 110 100



347 51526 100 103 330 3135 55 48



203 41525 100 99 350 3145 500 424





Other ndash 00 355 11526 600 643






303 101525


150 152

505 111540

475 6143

403 101547


250

250

60

308

300

69

438 11123 59 60 250 11523 500 503


Class A3 438 61545 350 390

381 2135 100 97 Raytheon Co

467 470 121541 100 117


(Cost $50614) 51770 350 31527 500 517



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



413 111628 $750 $823 540 4148 267 195


605 6136 600 796 420 3121 1245 1198

613 71538 175 251 320 7621 485 462

570 41540 500 640 345 41022 50 47

450 6142 450 520 370 5923 1050 945

375 11146 750 785 400 10626 750 637

13575 565 11729 150 130




615 8122 171 176 190 4821 160 159


Series 2019-1 Class AA 225 101823 545 534

415 82531 1778 1844 8384

2020 Banks ndash 10


NIKE Inc 600 101536 250 333

238 11126 250 254 Citibank NA

363 5143 75 82 340 72321 250 255


855 255 51321 250 250


Aptiv Corp 430 12325 250 262

415 31524 300 295 Discover Bank


438 31545 170 167 270 2630 250 216



825 3138

570

275

593



170 9921

260 111622

400

500

125

395

492

124

225 61421

288 10121

HSBC Bank USA NA

200

250

200

252

363 101023 500 508 700 11539 350 456


850 11831

Ford Motor Co

475 11543

General Motors Co

500 4135

625 10243

175

254

500

550

237

144

375

434

350 62324


315 31421


355 10623

1000

500

1000

1006

501

1037




- -




(000S) (000S) (000S) (000S)



KeyBank NA 413 81523 $200 $206

330 6125 $250 $260 330 9924 1095 1140

MampT Bank Corp 300 21925 655 668

355 72623 100 105 300 42226 1365 1389


350 61822 150 153 430 72227 110 117


263 21722 750 758 131) 358 52228 (3) 585 595

270 11122 750 758 538 2735 425 501

295 13023 500 507 390 5145 950 1035

380 72523 1000 1056 440 61446 850 913


Inc 585 2137 250 317

330 3822 150 152 660 11538 300 410


315 51927 1000 1047 595 121536 100 125



Truist Bank 270 5122 1000 1024 300 2223 1361 1394 320 11227 250 269 275 5123 350 356 640 2139 200 278 363 91625 250 260 575 31540 935 1310 405 11325 600 621 515 111541 250 262 380 103026 250 263 565 61542 100 141



US Bank NA 460 9135 1000 1239 280 12725 250 258 480 4144 245 314


350 3822

250

1020

249

1040 6913

307 12423 480 485

345 21323 125 128



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)







13439 270 22123 250 253


3M Co 375 31527 100 98


325 21424 456 483 345 6127 205 210

338 3129 500 534 295 81529 795 780



275 2323 250 253 360 71522 65 68

Airgas Inc 360 81526 950 865






- -




(000S) (000S) (000S) (000S)




300 91523 245 197 345 6127 $500 $511

425 91524 485 409 Owens Corning

325 3125 145 114 340 81526 400 373




2396 363 12524 1125 1158



210 91222 665 675 225 5521 1180 1183


300 2924 1320 1390 475 71521 131 135

285 51124 1570 1668 320 13023 400 395

275 11325 1265 1334 375 42424 1000 1006

250 2925 55 58 330 103024 1050 1027

245 8426 225 236 375 72826 505 472

335 2927 370 403 375 3927 250 240


290 91227 1625 1734 450 13026 500 510

300 111327 1000 1072 Fiserv Inc

385 5443 230 273 385 6125 45 47

445 5644 75 96 350 7129 1500 1560

345 2945 55 62 440 7149 500 529


465 22346 250 332 200 112121 130 131

375 91247 150 184 380 112146 500 575


295 91149 500 532 425 81524 570 549


185 92021 1190 1198 Visa Inc

220 92023 750 789 315 121425 1250 1361

295 22826 375 399 415 121435 1000 1251

590 21539 690 991 365 91547 125 142


575 81540 170 198 620 62140 120 117


14588



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



395 8147 $100 $90 795 21531 $100 $136


305 91522 250 259 490 31529 350 376




396 320 73046


230 2622

310 81523

125

215

250

116

220

265



388 11228 250 233



200 72826 1000 997 500 51321 400 411

590 111532 125 164 570 12422 1000 1045

5238 410 72423 100 107


079) 300 122023 (3) 1379 1407 Cintas Corp No 2 413 12224 100 106




300 21527 1000 1028 094) 386 72324 (3) 1000 1046

730 111539 45 58 420 82624 280 298

600 111541 480 617 400 12225 1595 1679

515 51546 250 259 395 42125 1375 1446


450 11123 100 108


365 91524

Sonoco Products Co

438 11121

575 11140

250

25

150

268

26

200


445 3326

425 102226


760

500

100

744

539

106

104) 342 122028 (3) 1200 1238




- -




(000S) (000S) (000S) (000S)





775 51438 275 406 095) 351 12329 (3) 500 515

500 12144 955 1213 640 51538 1054 1508


199) 444 12048 (3) 500 560 540 1642 100 132




388 102523 200 206 138) 396 111548 (3) 740 856

375 61624 909 920 41651


139) 367 72428 (3) 710 735 560 7111 (4)

468 7114 (5)

190

15

310


115) 352 102728 (3)

663 61532

600 103133

613 82536

813 71539

588 13042

750

100

350

125

680

30

750

120

403

148

1067

38

389 7116 (6)


464 12144


467 9112 (7)

300

50

100

345

60

144

1143



463 51021 250 257 438 5842 250 255


435 81521 1865 1913 263 12121 310 317


363 51324 500 521 270 10922 580 563

388 91024 2250 2373 310 1923 500 504

390 71525 755 804 345 51524 520 514

775 71525 54 66 675 31532 150 178

320 61526 500 519 615 8737 150 171

800 42927 750 957 588 11438 400 461

363 12127 1250 1316 688 11039 300 371



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



335 12123 $260 $275 695 41529 $465 $572


381 112147 125 137 585 121525 660 522


625 12137 150 162 263 31523 670 651

420 3149 100 110 315 4125 145 142


385 121525 220 249 713 31533 690 555


5300 280 11122 260 199


ViacomCBS Inc 520 6145 1000 633


370 81524 825 805 270 21523 725 429

438 31543 490 434 620 31540 235 106

585 9143 300 307 440 41546 65 28

525 4144 30 32 410 21547 65 27


255 21522 295 299 663 81537 180 78


370 91524 915 980 395 71522 85 82

640 121535 31 43 720 11528 100 97

413 12141 105 123 5944



275 9149 1000 984 400 101523 250 265

5899 370 101524 500 519



325 41522 73 55 205 5321 500 502

510 9140 775 342 355 92321 1455 1492

525 2142 115 52 220 81623 285 286


595 101536

Cimarex Energy Co

438 31529


375 5223

ConocoPhillips

590 51538

ConocoPhillips Co

495 31526

125

200

500

280

120

140

134

523

321

128


BlackRock Inc

425 52421

350 31824

325 43029


265 12523

345 21326

1000

280

250

218

175

280

1013

287

269

228

178

290




- -




(000S) (000S) (000S) (000S)





375 61528 300 335 064) 265 51523 (3) $1000 $986

530 91543 125 168 310 51523 225 230


575 12422 360 381 330 121624 330 341


350 12325 55 56 295 4122 80 78

375 52225 2690 2785 363 4125 250 261



385 12627 195 201 365 2126 1000 1049



143) 441 42339 (3) 1020 1067 463 2144


250 262

625 2141 300 404 820 11539 750 1123 480 7844 350 392 545 12339 190 219






134) 359 72228 (3)

638 72442

430 12745

1000

300

1095

1015

418

1267

700 10128

530 11138


265 11722

200

1000

625

240

1087

597



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)


440 111525 $188 $190 460 71745 $75 $90

360 21528 250 245 345 10646 45 51

465 111528 480 479 Tyson Foods Inc

525 111548 167 177 450 61522 300 310



Hershey (The) Co

230 81526

Ingredion Inc


1319

320 10126

JM Smucker (The) Co

350 31525

438 31545

Kellogg Co

250

500

250

268

513

248


442 61521 (8)

545 61523 (8)

602 61526 (8)

835 71546 (8)

750

730

210

900

750

750

217

1069

275 3123

450 4146


313 121523

255 91526

442 121546


350

750

85

95

450

348

838

86

89

503


440 101522

490 101525

635 101545

HP Inc

405 91522

600 91541

830

1445

200

25

275

846

1522

237

26

296

270 81522


160 160 NetApp Inc

330 92924 160 157

210 71521 55 54 5870





PepsiCo Inc 325 3125 135 137

300 82521 770 791 425 3145 60 61

170 10621 45 46 430 121547 1000 1039


275 43025 500 520 320 61522 150 152

350 71725 100 107 375 91525 250 256

285 22426 115 121 460 31543 35 35

238 10626 245 252 450 111544 710 686

300 101527 95 101 Cigna Corp

360 81342 50 52 438 101528 3300 3542

425 102244 355 407 480 71546 (8) 580 686




- -




(000S) (000S) (000S) (000S)




275 12122 $850 $856 350 121524 $565 $392

370 3923 455 473 425 91528 860 580



HCA Inc 236 12522 270 274 450 21527 1780 1831 257 51623 170 175 413 61529 250 250 290 3324 200 206




413 7152


100 119

411 3146

310 81649

150

200

177

202

7699



345 6126 115 118 363 51921 250 257


18107 Hasbro Inc



315 51521

635 31540

35

250

34

239

350 111527 818 791 273



340 12121 265 263 645 81540 15 20




470 6122 100 105 485 62421 94 94

370 3123 100 101 363 121226 265 277

370 5125 250 243 630 10937 100 118

450 6146 90 86 MetLife Inc

965 305 121522 280 282



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)


300 3125 $830 $818 350 3124 $250 $265

638 61534 485 629 390 9142 700 753


413 81342 460 465 575 61543 150 189


Primerica Inc 313 91021 125 127

475 71522 100 103 315 101521 250 254


463 91542 40 41 280 3623 500 512




350 51524 85 88 420 112134 200 207

570 121436 200 233 445 112144 500 526


391 12747

394 12749


500 6121

Voya Financial Inc

480 61546

275

344

335

550

1000

241

331

317

570

1055


Aetna Inc

275 111522

663 61536

675 121537

450 51542

Anthem Inc

400

40

150

100

401

50

195

104




Deere amp Co 350 21524 40 42 260 6822 125 126 375 71525 655 708 538 101629 250 301 345 11527 1500 1609 810 51530 100 138 388 121528 145 163

Eaton Corp 580 31536 250 326 310 91527 250 252 663 111537 640 896

IDEX Corp 688 21538 170 249 420 121521 200 203 475 71545 500 637





- -




(000S) (000S) (000S) (000S)




275 51824 $750 $786 Stryker Corp


325 41523 900 915 338 11125 250 265


370 51523 165 168 438 51544 200 209


290 11522 515 520 415 2124 100 107

363 41546 500 557 295 91926 155 157


Walmart Inc 338 113021 250 251

235 121522 500 513 315 4122 500 500

330 42224 625 663 355 4125 120 121


9137 Nucor Corp



295 31525 1000 1039 520 8143 125 144

375 113026 564 630 440 5148 1000 1134


475 41543 650 831 388 42325 100 99


320 10122 225 227 675 41640 90 105

388 71523 250 258 588 42345 1500 1588




Medtronic Inc 475 8143 15 12 350 31525 334 359 1171 438 31535 913 1126



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



230 51421 $800 $803 240 51722 $170 $174

338 111421 500 511 240 92122 40 41

360 51425 225 236 340 5624 250 268

320 51426 250 248 440 5644 250 329

425 111428 300 319 Pfizer Inc

440 11642 415 461 195 6321 500 504

470 51445 4340 4875 220 121521 90 90


325 10122 1000 1003 340 51524 150 157


550 81525 (8) 50 55 413 121546 750 925

440 71544 (8) 250 247 Pharmacia LLC


200 8122 600 605 Wyeth LLC

363 51524 (8) 500 528 595 4137 725 1027

290 72624 (8) 900 954 Zoetis Inc

388 81525 (8) 765 876 325 2123 500 510

320 61526 (8) 300 318 470 2143 40 45

390 22028 (8) 500 556 395 91247 450 445

525 81543 (8) 85 115 29238 500 81545 (8)

435 111547 (8)

500

900

669






Mylan Inc 390 21524 820 838 540 112943 585 583 395 21527 500 473




- -




(000S) (000S) (000S) (000S)




313 73129 875 805 LP

688 3133 50 58 595 12125 $175 $160

755 41538 515 596 390 71526 125 105

595 2141 40 43 495 11543 1000 785


430 5124 170 171 535 51545 80 63


655 91540 205 224 700 31527 505 565

750 111540 305 343 700 101528 545 639

638 3141 35 35 838 61532 215 259

563 9141 310 292 763 4137 5 6



500 3126 500 494 630 41540 995 991

515 101543 20 19 580 111543 200 196

MPLX LP 20950



ONEOK Inc 410 4123 160 170 455 71528 35 30 2301 520 71548


361 21525

355 10126


450 121526

1000

76

470

1330

784

72

424

1032


Alleghany Corp

495 62722

Allstate (The) Corp

555 5935

520 11542

55

50

225

58

62

259

665 11537

515 6142


563 3125

500 31527

Southern Union Co

825 111529


338 101526

80

130

340

1055

25

360

65

86

312

896

21

332



375 71025

390 4126

420 4128

450 71644

480 71045

438 11555

225

895

490

460

30

15

105

243

896

505

474

30

16

102

595 92543 300 330



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



490 32728 $215 $243 330 51522 $340 $333


575 11540 255 348 395 61525 230 225

440 51542 100 121 395 32028 485 475

430 51543 440 529 413 51529 970 939



313 31526 1445 1545 288 11523 125 129

Chubb (The) Corp 595 4141 385 528

600 51137 50 69 445 11543 650 820





595 101536

Loews Corp

263 51523

413 51543


350 6324

350 31025

375 31426

438 31529


375 82321

245 11527

420 31548


800 113039


625 61537

535 11140

460 8143

400 53047

285

250

75

75

385

75

1000

330

250

500

70

375

10

75

1015

354

250

73

77

399

77

1101

337

250

562

104

529

13

90

1142

575 5140

438 9142

515 9143

470 9145

CSX Corp

425 6121

370 11123

340 8124

260 11126

600 10136

615 5137

622 43040

550 41541


290 21523

395 10142

445 61545

394 11147

510 8118 (9)

Union Pacific Corp

416 71522

295 11523

225

975

280

870

100

50

500

270

100

190

365

50

725

20

275

524

100

437

35

287

1096

355

1038

102

53

525

275

121

234

477

59

735

20

305

546

113

449

36 12758 350 6823 80 82

365 21524 524 546




- -




(000S) (000S) (000S) (000S)



275 3126 $300 $302 450 6145 $55 $56


10997 325 5123 50 49






375 41523 250 252 240 31530 255 226



350 13123 210 211 425 111523 43 41

400 6125 115 118 388 81524 230 234

338 101526 125 124 340 2125 200 198

313 11527 185 181 325 71526 630 611




435 41548 500 528 400 61525 215 200


385 2123 60 60 438 10125 200 223


365 2126 90 91 320 5121 240 236







525 21524 100 105 450 2125 150 147


315 71523 200 201 445 31524 100 103


520 21549 500 554 325 101522 265 266

CubeSmart LP 465 8123 185 193

313 9126 250 248 300 11527 240 227


363 10122 250 255 375 111522 100 99


475 121526 1000 913 450 31525 365 267


463 121521 111 114 275 2123 30 29

350 3128 1000 929 338 10124 90 88



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



338 61527 585 568 385 10123 $200 $209

338 12127 1865 1788 430 61545 200 211



375 5124 60 57 240 22223 500 520 350 2125 150 147 280 82224 1000 1062 570 93043 100 105 520 12325 500 596




21943 260 71522 500 501



363 91524 305 270 400 71542 235 220


650 3141 466 432 263 6122 25 25

Phillips 66 335 91525 450 485

465 111534 395 367 213 91526 275 277

588 5142 140 139 540 91540 500 650

488 111544 165 168 595 4141 405 566


750 41532 765 871 313 121549 335 331




363 52021 200 206 313 91524 550 559

263 11522 1000 1008 465 41542 50 52

630 101537 505 642 425 91544 75 72

363 5143 209 202 455 4549 35 38

488 12945 542 633 QVC Inc

445 3147 350 379 445 21525 415 341

545 81534 450 329

TJX (The) Cos Inc

275 61521 150 151




- -




(000S) (000S) (000S) (000S)



250 51523 $205 $203

225 91526 500 476

12684



250 81126 305 308

402 41643 56 62

450 31549 250 301


325 81526 615 558

Sysco Corp

260 61222 95 91

330 71526 120 114

538 92135 250 255

1689


Altera Corp

410 111523 1340 1462


390 10125 500 527

585 61541 100 141


265 11523 80 78

363 11524 20 20

313 11525 310 297

388 11527 375 358

Broadcom Inc

475 41529 (8) 3000 3043

Intel Corp

270 121522 80 84

370 72925 815 899

400 121532 50 59

480 10141 80 103

373 12847 578 674

310 21560 475 500

KLA Corp

465 11124 300 316


338 31523 50 51

QUALCOMM Inc

345 52025 485 508


325 52027 $720 $757

480 52045 795 1039

10916


Adobe Inc

215 2127 265 268

Autodesk Inc

350 61527 500 514

CA Inc

450 81523 250 247

Citrix Systems Inc

450 12127 200 206

DXC Technology Co

445 91822 200 207

Equifax Inc

330 121522 365 371

IBM Credit LLC

300 2623 980 1014


288 11922 235 243

363 21224 170 182

300 51524 2000 2107

700 103025 385 477

345 21926 435 463

650 11528 100 129

350 51529 670 727

400 62042 320 358

425 51549 500 588

Microsoft Corp

200 8823 765 791

363 121523 335 366

288 2624 645 686

313 11325 130 142

240 8826 2670 2834

330 2627 1375 1526

420 11335 40 50

350 111542 150 172

488 121543 365 498

375 21245 145 175

445 11345 360 473

370 8846 630 756

400 21255 465 592

395 8856 215 271



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)


450 2657 $200 $275 620 21459 $280 $308


488 21524 250 270 356 81527 480 452

Oracle Corp 454 81547 435 396


263 21523 65 67 413 51721 250 255

240 91523 30 31 290 111521 300 302

340 7824 320 340 250 11222 250 251

295 111524 60 63 263 3623 100 97

295 51525 885 915 338 81125 250 255

265 71526 3100 3164 388 82142 150 151

325 111527 1965 2024 413 3443 405 399

380 111537 5 5 488 111543 100 117

538 71540 590 788 425 111044 350 387


400 71546 330 368 445 61225 1465 1474

438 51555 25 30 725 61537 250 294

26382 615 91543 65 70




340 41522 400 412 Cummins Inc

265 101526 1135 1152 488 10143 90 106

750 4131 200 280 FedEx Corp

690 41538 100 133 340 21528 780 771

540 71540 400 468 390 2135 100 98


345 6126 375 370 410 2145 50 46

450 111834 50 51 495 101748 1000 977


4140 385 31524 95 98



475 5521 125 128 620 11538 30 39

285 8922 100 100 363 10142 105 100

295 5223 450 455 340 111546 290 283

380 21424 222 225 425 31549 130 151

263 91626 95 91 2880



450 5243 250 247 313 101521 750 673

538 13144 370 410 325 91522 550 505

595 21449 220 254




- -




(000S) (000S) (000S) (000S)




313 61526 130 119 663 11137 $50 $70

1426 585 11541 50 60



400 12146

Alabama Power Co

200 202

300 51526

345 81527

488 3144

40

500

500

39

506

540

613 51538

550 31541

410 11542

385 12142

Ameren Illinois Co

270 9122

325 3125


340 3125

295 9127

659 101537

430 12142

430 9145


460 33021

700 4138


450 4142

470 11544

420 81548

Atmos Energy Corp

415 11543

413 101544


350 111521

240 81526

375 81547


515 111543


50

150

730

60

500

500

35

1000

125

75

500

250

75

230

100

250

250

75

275

130

475

500

63

169

735

62

489

498

35

991

178

82

514

250

102

279

113

255

264

81

274

125

507

596


645 11538

380 10142

460 81543


250 11523

400 4148


330 12124

530 3135

585 31536

620 61536

675 4138

550 12139

570 61540

395 3143

445 31544

385 61546


200 51521


605 11538

510 6165

Dominion Energy Inc

425 6128

525 8133

595 61535

700 61538

490 8141

405 91542

200

90

100

420

250

185

150

100

200

100

85

450

120

100

100

85

265

50

1000

250

750

20

35

100

267

95

119

434

279

182

177

112

241

127

105

555

112

111

99

84

314

62

1045

266

859

25

37

96

225 8122

240 9126

300 2127

355 8142

425 2149

105

50

150

40

500

99

50

150

41

575

DTE Electric Co

265 61522

663 6136

570 10137

395 61542

405 51548

160

200

50

100

500

159

268

62

103

562



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



638 41533 $50 $64 738 111531 $500 $651


645 101532 106 142 565 2137 335 430

610 6137 150 200 595 2138 150 196

600 11538 35 48 596 4139 250 347

605 41538 175 246 569 3140 30 42

375 6145 350 383 413 2142 250 271


375 41524 100 103 399 3149 1000 1126



635 91537 340 469 285 51522 100 99

340 10146 290 297 265 91529 910 878


612 101535 500 679 430 31543 100 104


645 4139 225 318 605 31537 200 233







540 11124 150 170 480 91543 100 109

305 6131 950 949 440 101544 150 171


450 33039 250 293 490 12121 150 144



463 9143 150 176 580 4135 425 480


530 10141 50 60 Finance Corp

Evergy Inc 305 21522 35 35

529 61522 220 227 285 12725 1000 1007


280 5123 105 104 430 31549 125 139


330 11528 165 167 665 4136 100 132

Exelon Corp 545 51541 35 42






- -




(000S) (000S) (000S) (000S)




595 61541 $100 $115 225 91522 $100 $100

525 21543 100 108 250 31523 150 153




413 51544 200 222 300 51525 500 514


350 91521 85 85 395 5142 50 55

238 101522 100 102 365 9142 30 32


538 11140 150 174 365 51525 500 489


455 31544 65 66 548 6135 25 30

415 4147 200 195 627 31537 75 91



725 11533 200 292 300 81521 65 66

750 9138 145 221 360 9123 200 211

PacifiCorp 613 91537 50 62

295 2122 100 101 450 81540 150 160

525 61535 50 60 430 4142 150 159


575 4137 540 700 288 10122 60 59

625 101537 275 357 290 2123 500 497

600 11539 60 81 355 61524 250 250

413 11549 50 54 325 61527 150 152





350 12122 1035 1036 388 6121 150 149

500 31544 100 107 240 2122 180 175


300 91521 500 504 600 11534 100 120

625 51539 275 376 535 71535 586 698

520 71541 35 43 555 11537 275 293

413 61544 100 111 605 31539 50 61


775 3131 50 68 390 31543 150 154



575 111535 150 189



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



430 11549 125 137 525 111521 $500 $526


350 91521 950 953 320 31525 290 299

588 31541 600 680 338 111527 556 564



525 71543 60 59 295 61524 106 108


380 92946 250 273 390 3135 125 138










Xcel Energy Inc 402 12329 810 910 650 7136 100 131 525 31637 80 102

52505




-

ndash

-




(000S) (000S) (000S) (000S)



550 31647 $1155 $1581 338 11426 $1000 $1054


23086 288 8521 408 403


(Cost $566032) 583008 400 31324 250 254




WPP Finance 2010 300 11823 210 212

375 91924 150 151 365 72325 500 512


Aptiv PLC

425 11526

Banks ndash 08

1000 1018


245 33021

188 9721

390 112023


250

275

250

251

269

260


230 6121

255 112321

BPCE SA

400 41524


388 2822

395 11922

250

250

250

1750

250

250

251

259

1808

252

213 4721

325 31124


210 51321

200 81921

285 51326

270 81926

335 3827

1560

500

365

250

1000

1000

500

1560

527

365

249

1033

1009

506

275 11023 1000 1003 22355




300 102921 1250 1265 Chemicals ndash 01





081) 291 11723 (3) 105 104 300 4125

713 52336

180

100

172

134 458 121025 2095 2119 588 12136 50 57 434 1948 500 501 563 12140 250 294


2020



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)





Flex Ltd 370 10523 500 523

500 21523 572 573 465 12726 600 627


Banco Santander SA

331 62729

Bank of Montreal

290 32622

1600

500

1571

506

613 121522



395

500

250

408

503




270 8326 1000 1008 206 71421 495 491

Barclays PLC 263 71426 1000 975

368 11023 250 251 354 11728 1250 1237



800

705

772

677



25766

438 11226 355 357 463 7244 215 210

520 51226 345 354 513 91445 35 40


BNP Paribas SA 350 2322 125 123

325 3323 250 258 713 10137 50 75




295 52521 1600 1608 720 81531 320 385

488 11422 500 508 740 12131 120 156


680 6138 150 183 385 6127 1695 1340

525 31444 1000 1099 720 11532 15 14


354 72621 1000 1009 675 2139 200 155


329 72527 750 777 300 5923 250 255

374 3729 1500 1605 Nexen Inc

788 31532 75 113




- -




(000S) (000S) (000S) (000S)



588 31035 $210 $283

640 51537 390 532

3347



337 111525 830 826

442 111535 1000 1067

Invesco Finance PLC

400 13024 100 102

375 11526 1000 1075

3070



325 81921 500 502


525 112643 150 173

Diageo Capital PLC

388 42943 175 179

854


FMS Wertmanagement

275 3623 1500 1592



150 52621 1000 1011

275 31523 1000 1063


263 52626 1000 1056


188 42021 800 808

238 111622 1000 1040

275 111627 2000 2224

350 103128 750 883


300 91422 215 224

338 31223 300 316


263 41221 1500 1532

263 12522 900 933

213 61522 1000 1034

200 10422 250 259


213 11723 $1000 $1043

138 8524 3000 3087

200 5225 1500 1596

288 4328 1215 1401

000 41836 (10) 500 397


238 61025 1000 1081


238 10121 1000 1026


175 31021 500 504

22518



265 92221 150 155

200 102322 300 310

725 9136 175 293


210 9622 100 103


825 73022 350 409


245 62922 500 519

340 101723 2000 2178

250 42726 500 539


275 82521 100 103

263 21323 875 922

750 71523 300 363

713 2924 100 122

250 4924 91 97

288 101624 250 271

750 91529 375 567


850 71522 200 235

7186

Hardware ndash 00

Seagate HDD Cayman

488 6127 370 364

575 12134 142 133

497



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



399 92623 $30 $31 375 41024 330 346




Equinor ASA

275 111021

245 11723

775 61523

325 111024

363 91028

425 112341

Husky Energy Inc

440 41529

145

280

350

125

360

350

85

146

284

406

122

386

394

60

AXA SA

860 121530



350 32126

465 11144

75

250

35

100

250

40

290



684 12330 (8) 2275 1646 688 31138 225 317

663 61535 200 137 500 31542 100 119

650 6241 190 121 436





288 51026 100 103 613 121533 100 132

250 91226 1335 1365 575 6135 100 125


413 51135 1010 1172 475 32242 150 179

550 32540 225 292 413 82142 300 353

363 82142 200 205 1506 455 81243 60 70


375 91246

313 11749

Suncor Energy Inc

390

230

290

451

246

285


385 61524

380 31525

AstraZeneca PLC

1000

750

1047

768

715 2132

595 12134

595 51535

680 51538

200

50

430

130

209

48

396

135

313 61227

645 91537

400 91842

Mylan NV

100

450

250

100

638

280


275 61921 30 30 395 61526

Sanofi

285 281

288 21722 200 201 400 32921 315 321




- -




(000S) (000S) (000S) (000S)





240 92321

288 92323


440 112623

Pipeline ndash 01

Enbridge Inc

450 61044


585 31536

620 101537

475 51538

610 6140



1000

250

300

40

200

445

1003

375

100

992

252

316

5272

37

213

517

996

401

61

2225



340 12627



550 81535

565 112343

Sovereigns ndash 09


200 111522


325 91421

313 12126

363 103042


335

150

285

500

400

500

200

1558

351

169

320

489

517

406

521

212

Aon PLC Bond 350 61424 500 519 438 71221 1000 1010




XLIT Ltd Bond

445 33125 210 217 538 32524 390 429


Railroad ndash 01


285 121521

275 3126

690 71528

625 8134

620 6136

638 111537

350 111542

85

250

25

15

40

20

150

2014

83

266

32

20

54

28

159

Bond

350 11128

535 21149


400 63022

450 13043


388 91123

275 11927

350 92028

500

1000

250

200

200

200

500

492

1136

261

218

219

210

548



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



750 4833

675 92734

605 11140

475 3844

555 12145

460 12346

435 11547

1000

100

750

820

1000

500

500

500

994

139

986

972

1007

564

497

486



570 10140



125 72621

300 92023

116

500

750

148

505

810


Bond 213 112421 100 102

400 92224 575 595 250 11227 500 555

375 31625 500 519 188 12430 5000 5363


670 12636 550 704 438 61522 613 655



Bond 275 3723 500 530


655 31437 500 726 238 51321 2500 2551

563 111850 600 894 213 101521 200 205


Bond 250 31523 2500 2640

420 12124 1000 1053 325 12924 250 275

1063 31625 500 657 225 62424 2000 2135

550 33026 200 227 250 101524 1000 1082

775 11431 500 706 213 41326 1500 1625

638 102334 500 663 488 21536 200 297


370 2242 500 549 263 41921 2000 2044



538 61533 175 205 300 22124 150 165



138 92021 2000 2026




- -

ndash




(000S) (000S) (000S) (000S)



200 12622 $235 $241 521 3847 $150 $168

163 21022 1000 1020 490 3648 80 89




225 52124 1000 1063 288 91223 1500 1617 37803 175 7224 2000 2092



313 71622 295 298 713 11530 1500 2317

613 111537 505 648 663 111530 200 304

Orange SA 563 71537 500 787



300 31523 80 79 218 112522 142 145


450 31543 45 51 Class A2

545 10143 130 163 272 22522 91 93

Vodafone Group PLC

375 11624

413 53025

788 21530

420

895

15

437

953

20


298 42522


55 56

615 22737

438 21943

1065

95

1235

98 272 22522


97 99

525 53048 135 163 Class A2

6129 248 42522 122 124



963 121530 100 156 333 102523 165 174


BV Class 2A

875 61530 400 540 253 32523(1) (2) 87 89


457 42723

410 3827

240

1010

246

1040

Class A2

239 12523 85 88


302 82524 100 106




- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




348 12524 $263 $284 306 52527 $300 $326


253 92524 150 158 298 122527(1) (2) 250 273


283 42525(1) (2) 500 529 338 72528(1) (2) 200 222


272 102524 247 253 364 82530(1) (2) 110 126


270 22526 100 106 370 92530(1) (2) 200 230


258 32526 100 106 290 12528(1) (2) 125 135


247 42526 250 262 309 22530(1) (2) 100 110


216 102523 243 248 305 32528(1) (2) 100 109


229 62526 100 104 333 62528(1) (2) 100 115


242 102526(1) (2) 100 104 355 92528(1) (2) 250 285


298 82529 125 136 247 82529 200 210


288 112527(1) (2) 250 271 361 22531 150 171


280 22527(1) (2) 100 109 314 42529 200 225


258 122526(1) (2) 150 158 294 42529 200 216


318 42529(1) (2) 125 139 244 92529 150 165



- -




(000S) (000S) (000S) (000S)



Pool 256792

650 6122 $8 $8

Pool 256925

600 10137 13 15

Pool 256959

600 11137 81 93

Pool 257042

650 1138 173 200

Pool 257106

450 1128 2 2

Pool 257237

450 6128 23 25

Pool 707791

500 6133 90 99

Pool 725425

550 4134 34 38

Pool 730811

450 8133 77 85

Pool 735222

500 2135 20 22

Pool 735358

550 2135 80 91

Pool 735502

600 4135 12 14

Pool 737853

500 9133 193 214

Pool 745336

500 3136 413 459

Pool 745418

550 4136 30 34

Pool 745754

500 9134 237 262

Pool 745826

600 7136 100 115

Pool 747383

550 10133 89 97

Pool 755632

500 4134 64 71

Pool 772730

500 4134 71 78

Pool 790406

600 9134 42 48


Pool 793666

550 9134 $54 $60

Pool 796250

550 11134 39 44

Pool 800471

550 10134 183 204

Pool 817795

600 8136 21 23

Pool 826057

500 7135 50 56

Pool 826585

500 8135 92 102

Pool 828523

500 7135 36 40

Pool 831676

650 8136 12 14

Pool 832628

550 9120 1 1

Pool 833067

550 9135 124 141

Pool 833163

500 9135 57 63

Pool 840577

500 10120 1 1

Pool 844909


Pool 845425

600 2136 59 68

Pool 847921

550 11120 9 9

Pool 864435

450 12120 5 5

Pool 868435

600 4136 101 116

Pool 869710

600 4136 39 44

Pool 871135

600 1137 32 36

Pool 880505

600 8121 1 1

Pool 881818

650 8136 85 102



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



Pool 885769 Pool 902414

600 6136 $5 $6 550 11136 $78 $88

Pool 885866 Pool 906090

600 6136 73 82 550 1137 97 109

Pool 888100 Pool 910147

550 9136 144 162 500 3122 8 9

Pool 888152 Pool 912414

500 5121(12) mdash mdash 450 1122 9 10

Pool 888205 Pool 915499

650 2137 30 36 500 3137 59 64

Pool 888447 Pool 918515

400 5121 1 1 500 6137 48 53

Pool 889224 Pool 923123

550 1137 155 176 500 4136 9 10

Pool 889390 Pool 923166

600 3123 8 8 750 1137 6 6

Pool 889401 Pool 928261

600 3138 69 80 450 3136 62 68

Pool 889415 Pool 928584

600 5137 300 346 650 8137 210 246

Pool 889579 Pool 928909

600 5138 143 164 600 12137 1 1

Pool 889630 Pool 928915

650 3138 19 22 600 11137 8 9

Pool 889970 Pool 930606

500 12136 113 126 400 2139 400 432

Pool 890234 Pool 931195

600 10138 67 78 450 5124 59 62

Pool 890329 Pool 932023

400 4126 638 672 500 1138 58 64

Pool 890339 Pool 932741

500 9120 1 1 450 4140 282 309

Pool 890796 Pool 934466

350 12145 2712 2907 550 9123 24 25

Pool 893363 Pool 940623

500 6136 37 41 550 8137 24 27

Pool 893366 Pool 943388

500 4135 54 60 600 6137 128 147

Pool 898417 Pool 943617

600 10136 17 20 600 8137 53 61

Pool 899079 Pool 945876

500 3137 39 43 550 8137 9 10




- -




(000S) (000S) (000S) (000S)



Pool 946527

700 9137 $15 $16

Pool 947216

600 10137 37 43

Pool 949391

550 8122 1 1

Pool 953018

650 10137 56 64

Pool 953910

600 11137 33 38

Pool 955771

650 10137 36 40

Pool 959604

650 11137 8 9

Pool 959880

550 11137 15 17

Pool 962687

500 4138 82 91

Pool 963735

450 6123 29 31

Pool 965389

600 10123 19 19

Pool 966660

600 12137 1 2

Pool 968037

600 1138 26 29

Pool 969632

650 1138 18 19

Pool 970013

450 6138 76 82

Pool 972452

550 3138 112 125

Pool 975365

500 6123 15 16

Pool 976963

550 2138 957 1084

Pool 981704

500 6123 43 45

Pool 981854

550 7138 42 47

Pool 984075

450 6123 13 13


Pool 986760

550 7138 $223 $253

Pool 987115

550 9123 7 7

Pool 992472

600 10138 9 10

Pool 992491

450 10123 17 18

Pool 993055

550 12138 17 19

Pool 995018

550 6138 49 55

Pool 995203

500 7135 340 377

Pool 995266

500 12123 109 115

Pool 995879

600 4139 66 76

Pool AA0649

500 12138 215 240

Pool AA2939

450 4139 401 441

Pool AA4482

400 4139 331 358

Pool AA4562

450 9139 369 406

Pool AA8978

450 7139 99 109

Pool AA9357

450 8139 327 358

Pool AB1048

450 5140 480 525

Pool AB2067

350 1141 713 764

Pool AB2092

400 1141 364 395

Pool AB2272

450 2141 490 543

Pool AB2693

450 4141 342 376

Pool AB2768

450 4141 392 429



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




500 5141 $552 $612 400 10124 $74 $78


500 7141 123 136 450 11139 193 211


400 12141 1341 1450 450 1140 776 850


350 1142 895 960 500 12139 291 323


400 4142 1385 1497 550 1140 699 785


350 8142 627 672 600 7138 185 213


350 9127 855 900 450 12139 375 415


200 10127 376 388 600 12138 55 63


300 11142 2079 2198 550 8137 250 283


300 1143 899 951 450 7140 205 225


300 1143 1897 2005 500 6140 286 317


200 3128 822 848 400 6125 57 60


300 4143 781 826 500 6140 183 201


250 4143 90 94 400 2141 805 870


350 5143 2101 2254 400 5125 48 51


300 7133 178 190 350 3141 647 694


550 9139 356 391 400 10140 1011 1093


500 9139 1368 1517 450 10140 156 171


450 9129 129 140 450 10140 189 207


450 10139 715 783 350 11125 110 115


450 11124 150 157 400 12140 865 935




- -




(000S) (000S) (000S) (000S)



Pool AH1295

350 1126 $220 $232

Pool AH3226

500 2141 62 69

Pool AH4158

400 1141 149 161

Pool AH4450

300 1126 121 127

Pool AH5573

400 2141 712 773

Pool AH5614

350 2126 214 226

Pool AH8854

450 4141 223 245

Pool AI1247

400 4126 103 109

Pool AI3470

450 6141 284 311

Pool AI4361


Pool AI4380


Pool AI5603

450 7141 176 192

Pool AI7743

400 8141 168 182

Pool AI9137

250 11127 1030 1069

Pool AI9555

400 9141 438 474

Pool AI9828


Pool AJ2001


Pool AJ4093

350 10126 54 57


Pool AJ4408

450 10141 $101 $111

Pool AJ6086

300 12126 172 180

Pool AJ9152

350 12126 696 732

Pool AJ9218

400 2142 615 665

Pool AJ9326

350 1142 1015 1092

Pool AJ9355

300 1127 378 396

Pool AK4813

350 3142 435 466

Pool AK4945

350 2142 468 502

Pool AK7766

250 3127 460 478

Pool AK9444

400 3142 142 152

Pool AL0442

550 6140 74 84

Pool AL0766

400 9141 986 1072

Pool AL1449

400 1142 1093 1181

Pool AL1849

600 2139 294 338

Pool AL1939

350 6142 1090 1170

Pool AL2243

400 3142 1040 1124

Pool AL2303

450 6126 85 90

Pool AL2326

450 4142 1912 2095

Pool AL2397


Pool AL2438

300 9127 891 934

Pool AL2893

350 12142 2591 2786



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




250 3128 $425 $444 350 7142 $2154 $2311


300 6128 789 827 350 7142 359 385


450 11143 1204 1319 300 10142 593 628


250 6128 780 809 350 12142 678 727


400 2144 911 990 250 1128 153 159


350 1134 244 263 350 12142 975 1046


300 11127 545 572 250 1128 2262 2348


400 6144 2582 2816 300 1128 557 586


350 9129 748 792 300 2143 527 558


400 9144 1445 1583 300 3143 1097 1160


350 8143 542 581 250 3143 136 141


300 11130 2001 2108 300 3143 349 370


350 4131 352 374 300 7143 2318 2450


300 8146 753 796 300 8133 228 243


300 8146 729 771 400 9144 1671 1806


300 12131 923 972 300 10129 1232 1295


300 4142 601 635 450 10144 922 1001


300 4127 362 379 400 12144 508 552


350 5142 1283 1384 300 1145 953 1007


350 6142 779 835 350 2145 3057 3262


250 6127 244 254 300 4145 863 912



- -




(000S) (000S) (000S) (000S)




250 6130 $303 $316 300 12136 $349 $369


250 7130 718 745 300 12146 1141 1203


300 7135 359 380 200 1132 344 355


400 8145 968 1045 350 1132 227 241


350 10145 1372 1461 400 1147 2875 3087


350 11145 2618 2789 200 2132 184 189


350 11145 1526 1626 400 3147 689 746


350 12145 1724 1836 300 4132 668 702


350 12145 1198 1276 450 5147 895 969


350 2146 2196 2343 350 4143 430 461


250 3131 643 669 300 5143 987 1044


300 5146 1300 1375 300 4143 1693 1789


300 5146 784 828 300 5143 2104 2223


400 5146 476 513 300 5143 1814 1918


300 6146 746 786 250 7128 364 380


200 7131 174 179 350 8143 2228 2391


300 7146 897 946 300 8143 1744 1844


300 10146 1277 1348 300 8133 202 215


300 10146 719 759 300 9143 1620 1712


300 10136 220 233 350 9143 1107 1188


250 10131 2124 2211 400 12143 1998 2173



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




400 12143 $445 $484 250 2132 $699 $728


350 2142 518 556 350 4132 547 578


300 8129 314 331 300 11132 2374 2500


350 11144 621 663 350 12147 582 618


400 11144 1120 1210 350 1148 1210 1283


350 11144 1196 1279 350 1148 2117 2243


400 11144 1541 1668 350 3148 1234 1308


250 8127 1072 1112 500 5148 887 958


300 11126 353 371 400 4148 1156 1237


300 5145 1381 1459 400 5148 566 608


300 7145 927 980 400 9148 424 454


300 9145 498 526 400 7148 2283 2430


400 9145 1085 1173 450 7148 337 363


350 10145 775 826 400 8148 658 701


300 2131 706 742 400 8148 666 711


300 11130 301 316 400 9148 1203 1283


350 12145 572 610 400 1147 2716 2916


350 4146 5098 5407 400 9147 1692 1831


350 2146 2073 2208 350 12146 310 329


300 8146 611 644 450 11147 181 196


350 12146 834 885 250 6132 2216 2301




- -




(000S) (000S) (000S) (000S)




350 1134 $721 $759 350 12147 $1185 $1261


250 10143 790 822 400 3148 738 795


500 1149 1303 1407 400 3148 735 786


450 11148 540 581 450 4148 354 381


450 11148 417 448 450 5148 1061 1144


350 6149 529 564 450 6148 1133 1229


400 6149 3436 3658 450 6148 496 533


350 6149 1343 1419 400 7148 802 856


350 8149 665 702 450 6148 373 402


350 8149 686 725 450 7148 473 509


350 7149 448 473 450 8148 360 387


300 10149 535 562 350 8133 714 755


300 10149 291 305 350 9148 619 655


250 10149 1319 1367 400 9148 2305 2455


300 11149 1331 1395 400 11133 795 838


300 12149 1115 1172 350 11148 1777 1895


350 8147 1449 1536 450 11148 2131 2290


400 10147 324 348 400 8149 2880 3073


400 10147 3480 3735 300 12145 475 502


350 11147 1984 2112 450 9149 2357 2533


350 12147 1858 1969 400 3130 117 126



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




400 3131 $318 $347 300 9136 $636 $673


450 4131 369 403 300 10146 713 752


350 4131 199 210 250 10131 361 375


400 7131 205 224 250 10146 477 496


350 2132 452 485 300 11136 792 838


350 7132 571 613 250 11136 355 369


350 8132 313 336 250 12136 143 149


300 8132 163 173 300 1147 10548 11113


300 10132 882 938 300 2147 608 638


350 11132 423 455 350 3147 3349 3548


300 5133 900 955 350 6137 690 735


250 7133 272 284 350 7147 1728 1830


400 1134 381 416 400 7147 628 674


300 7135 794 842 350 7137 130 138


350 12135 331 356 450 7147 1178 1277


250 12130 1028 1067 300 9137 288 304


400 1146 461 498 450 10147 595 645


300 7146 2052 2156 350 11137 214 228


300 7136 442 467 350 11147 1842 1952


300 8146 1450 1535 450 11147 181 196


300 9146 661 697 300 11137 365 386




- -




(000S) (000S) (000S) (000S)




300 11132 $1002 $1053 300 12149 $660 $691


400 12147 339 364 250 1135 1466 1521


400 1148 1434 1528 350 1135 1459 1537


350 2148 1589 1678 250 1150 495 513


Pool MA3334

450 4148

Pool MA3385

450 6148

Pool MA3412

350 7138

Pool MA3413

400 7138

Pool MA3443

400 8148

Pool MA3444

450 8148

Pool MA3467

400 9148

Pool MA3492

400 10138

Pool MA3547

300 12133

Pool MA3590

400 2139

1204

457

429

158

530

439

517

138

741

138

1298

492

456

170

565

473

551

148

775

148

138 101122


188 7721

170 82521

300 101221

163 122021

138 21723

550 71536


238 11322

275 61923

675 31531


287 122521


1000

3500

2200

3000

4000

3500

500

1500

1000

1200

91

1012

3566

2203

3120

4085

3594

772

17340

1553

1071

1866

93



350 7149

Pool MA3695

720 759 K020 Class A2

237 52522 150 153

300 7134

Pool MA3744

300 8149

Pool MA3765

250 9149

Pool MA3870

250 12149

328

910

1300

494

343

953

1346

512


231 82522


257 92522

350

200

358

206



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




311 22523 $300 $314 321 32525 $250 $271


332 22523 250 263 333 52525 500 547


325 42523 300 316 331 92525 300 329


330 42523 227 241 300 122525 300 325


331 52523 365 389 275 12526 250 268


306 72523 350 370 267 32526 500 535


339 32524 295 318 253 52526 400 425


324 92524 300 324 265 82526 250 268


317 102524 300 324 312 92526 100 110


267 122524 200 212 324 42527 350 394


306 122524 200 215 312 62527 350 391




- -




(000S) (000S) (000S) (000S)




319 72527 $250 $281


324 82527 150 169


319 92527 200 225


330 112527 150 170


344 122527 150 172


335 12528 150 171


360 12528 150 173


365 22528 150 174


390 42528 200 235


385 52528 200 234


385 62528 150 176



393 62528 $200 $237


393 72528 200 235


390 82528 200 238


392 92528 350 415


405 92528 200 240


386 112528 200 237


342 22529 500 577


351 32529 150 174


330 42529 300 345


298 52529 200 225


290 62529 300 336



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




254 102529 $250 $273 399 52533 $100 $118


225 22552 250 267 399 82533 100 122


187 32553 200 207 279 12522 250 257


372 12531 100 121 273 62522 64 66


379 12534 100 120 309 82522 250 258


347 32531 100 122 241 32523 250 257


354 32534 100 119 245 82523 250 259


299 52531 100 110 314 102524 200 214


306 42534 100 115 359 12525 200 218


342 42532 100 118 360 22525 150 163


375 42533 100 125 370 52525 400 440




- -




(000S) (000S) (000S) (000S)




375 82525 $500 $553


321 22526 200 218


286 52526 150 161

Pool QA0127

350 6149 2132 2277

Pool QA1132

350 7149 1046 1104

Pool QA1263

350 7149 1096 1174

Pool QA4699

300 11149 763 799

Pool QN0818

250 10134 1013 1051

Pool RA1196

400 8149 4352 4643

Pool RA1501

300 10149 647 678

Pool SD0163

300 12149 1544 1621

Pool SD8019

450 10149 1841 1979

Pool SD8023

250 11149 983 1018

Pool SD8029

250 12149 986 1021

Pool SD8037

250 1150 990 1026

Pool ZA1036

450 2140 202 221

Pool ZA1159

350 4142 481 518

Pool ZA1165

350 4142 994 1066

Pool ZA1254

300 10142 2243 2371


Pool ZA1334

350 7142 $338 $363

Pool ZA1361

350 5143 423 454

Pool ZA1375

400 9144 322 348

Pool ZA1378

350 10144 460 492

Pool ZA2773

250 8127 174 181

Pool ZA3862

250 5131 612 638

Pool ZA4194

300 4143 406 430

Pool ZA4214

300 5143 641 679

Pool ZA4715

400 9146 2071 2241

Pool ZA5107

400 11147 689 739

Pool ZA5642

400 9148 1774 1891

Pool ZA5950

450 11148 3209 3450

Pool ZI6135

500 9134 653 737

Pool ZI6854

450 12137 51 55

Pool ZI7645

500 6138 218 239

Pool ZI8519

450 2139 40 44

Pool ZI9157

450 9139 1165 1275

Pool ZI9349

450 10139 668 732

Pool ZI9657

450 1140 565 618

Pool ZI9862

450 3140 346 383

Pool ZI9939

450 4140 237 260



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




450 10140 $332 $364 300 6143 $793 $839


400 1141 398 432 300 7143 594 628


400 1141 312 337 300 8143 1026 1084


400 2141 680 734 350 8143 366 392


450 3141 280 307 400 2144 608 661


200 5128 755 779 350 7144 2166 2321


250 4130 679 707 400 7144 1648 1782


250 7130 463 480 400 11144 565 607


450 7141 365 400 400 11145 747 806


450 8141 943 1033 350 12145 599 640


400 9141 177 191 300 6146 983 1038


350 11141 229 246 300 10146 918 969


350 6142 628 674 300 11146 1354 1428


400 6142 1239 1341 350 12146 2546 2701


350 8142 1021 1102 350 6147 314 335


350 8142 967 1038 350 8147 1133 1205


300 1143 3166 3343 350 9147 1432 1517


300 1143 679 718 350 10147 2456 2607


300 2143 313 331 400 11147 3347 3599


350 5143 1682 1805 350 11147 604 640


300 5143 330 349 350 11147 1236 1313



- -




(000S) (000S) (000S) (000S)




350 12147 $491 $520 400 6142 $1356 $1466


350 1148 1345 1426 400 8142 748 809


350 2148 1121 1188 250 7143 575 599


400 3148 858 918 350 1145 748 802


450 5148 785 847 350 3145 1505 1610


400 7148 701 746 450 7144 359 393


500 7148 532 574 350 2142 609 653


400 8148 541 576 300 7143 1956 2068


400 9148 1148 1224 350 10143 799 857


450 10148 737 792 300 9144 336 354


350 11148 1269 1353 300 11144 3481 3676


350 2149 500 529 400 1145 971 1049


450 8134 20 22 350 3145 1329 1416


500 12135 194 216 300 6145 604 638


500 8137 24 26 350 6145 1056 1125


500 9138 48 54 300 7145 1467 1551


500 3138 109 121 400 8145 332 359


450 2139 131 143 300 9145 4399 4646


450 11139 313 345 350 9145 811 863


450 4140 406 445 400 10145 449 485


350 7142 519 556 400 11145 417 451



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



Pool ZS4642

350 12145

Pool ZS4655

350 3146

Pool ZS4667

300 6146

Pool ZS4671

300 8146

Pool ZS4677

300 9146

Pool ZS4682

300 10146

Pool ZS4703

300 2147

Pool ZS4722

350 6147

Pool ZS4730

350 8147

Pool ZS4740

400 10147

Pool ZS4743

350 11147

Pool ZS4745

450 11147

Pool ZS4747

350 12147

Pool ZS4748

400 12147

Pool ZS4749

450 12147

Pool ZS4752

400 1148

Pool ZS4759

350 3148

Pool ZS4769

400 5148

Pool ZS4773

450 6148

Pool ZS4781

450 7148

Pool ZS4785

400 8148

$1550

801

1015

2209

616

812

529

933

352

1417

2149

1269

567

1490

419

1238

1363

918

257

590

730

$1651

853

1072

2330

649

857

558

988

373

1524

2278

1375

598

1599

453

1332

1453

977

277

635

777



Pool ZS6948

250 11128 $444 $463

Pool ZS8023

200 8132 117 121

Pool ZS8495

250 8128 1721 1787

Pool ZS8628

200 11131 195 201

Pool ZS8639

200 1132 66 68

Pool ZS9449

350 8145 812 867

Pool ZS9495

350 10145 1160 1243

Pool ZS9580

350 12145 1151 1226

Pool ZS9618

350 3146 1954 2094

Pool ZS9805

300 9146 1100 1162

Pool ZS9813

300 9146 1078 1138

Pool ZS9827

300 10146 848 895

Pool ZS9828

300 10146 877 925

Pool ZT0000

300 1147 3166 3346

Pool ZT0074

350 3147 3717 3954

Pool ZT0495

450 8148 322 346

Pool ZT0524

450 9148 1042 1127

Pool ZT0712

400 10148 1068 1138

Pool ZT0787

400 10148 1130 1203

Pool ZT1702

400 1149 2238 2384

Pool ZT2091

300 6134 403 422

193246



- -




(000S) (000S) (000S) (000S)




500 11133 $33 $36 600 9138 $17 $18


500 1134 43 48 550 11138 176 199


550 11134 197 222 500 3140 157 173


550 1135 191 211 500 11126 8 9


550 11135 89 99 500 4129 85 92


500 7135 16 18 400 1131 315 344


500 1136 53 59 450 5131 158 173


600 8136 6 7 350 2132 198 213


650 8136 11 12 400 10131 258 281


550 12136 114 125 350 11131 195 209


500 3137 122 136 350 8132 308 331


550 3137 12 14 400 1135 141 154


550 4137 126 142 300 5135 260 275


550 10136 193 218 300 12135 274 291


550 12135 32 35 300 6136 311 329


550 9137 13 15 300 9136 334 354


700 10137 15 18 250 11136 213 223


550 9137 122 133 300 1137 141 149


600 11137 17 20 300 9137 360 381


500 2138 73 81 300 10137 299 317


700 2138 21 22 350 1138 383 407



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




400 1138 $140 $151 600 11137 $44 $51


350 7138 273 290 700 11137 19 22


400 8138 348 374 650 11137 257 294


500 1128 96 104 600 3138 46 53


300 3132 198 211 500 5138 82 91


300 2127 349 366 550 6138 68 77


350 8127 639 673 600 7138 135 156


500 2136 91 101 650 9138 68 78


550 3136 13 15 500 11139 236 261


600 11136 146 168 500 8140 134 148


600 11136 5 5 550 8140 599 679


500 11134 46 51 550 12139 547 619


600 1137 6 7 500 10141 491 544


650 1137 11 12 600 5140 152 175


600 4137 567 653 700 3137 26 32


600 4137 7 8 550 4137 31 35


600 6137 19 22 500 4139 646 715


500 6136 76 84 450 9120 1 1


550 8136 35 40 400 1122 7 7


600 9137 21 24 500 9121 2 2


600 9137 38 44 450 4122 5 5



- -




(000S) (000S) (000S) (000S)



Pool G12868

500 11122 $24

Pool G12869

500 9122 16

Pool G13136

450 5123 28

Pool G13151

600 3123 17

Pool G13201

450 7123 17

Pool G13433

550 1124 24

Pool G14168

550 12124 27

Pool G14239

400 9126 588

Pool G14554

450 7126 44

Pool G14891

300 10128 264

Pool G15134

300 5129 189

Pool G15468

350 12129 372

Pool G16562

350 8133 768

Pool G16600

300 7133 2737

Pool G16774

350 2134 678

Pool G16786

400 4134 786

Pool G18220

600 11122 4

Pool G18420

300 1127 454

Pool G18438

250 6127 223

Pool G18442

350 8127 364

Pool G18571

250 10130 366

$26

17

29

17

17

25

28

621

46

278

199

394

815

2884

714

829

4

475

232

383

380


Pool G18601

300 5131

Pool G18626

250 1132

Pool G18664

350 10132

Pool G18681

300 3133

Pool G30327

450 1127

Pool G30835

350 12135

Pool G31020

250 2137

Pool G31057

300 2138

Pool J00991

400 1121

Pool J02541

400 9120

Pool J03041

600 7121

Pool J03736

550 11121

Pool J05307

450 8122

Pool J06175

500 5121(12)

Pool J06465

600 11122

Pool J06476

550 11122

Pool J08098

550 6123

Pool J08202

500 7123

Pool J08454

500 8123

Pool J08913

550 10123

Pool J09148

500 12123

continued

$497 $522

2704 2808

313 330

1233 1295

17 18

274 295

80 84

381 401

2 3

1 1

3 3

6 6

4 4

mdash mdash

1 1

7 8

2 2

8 8

11 12

10 10

28 29



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




500 2124 $34 $36 300 9128 $777 $818


500 3124 27 28 250 8130 220 230


400 11124 25 26 250 8130 175 183


450 4125 227 241 250 10131 666 693


Pool J16932 Pool TBA 300 10126 221 232 4150(13) 7000 7387

Pool J17055

300 11126

Pool J17232

300 11126

Pool J17932

300 3127

Pool J20834

250 10127

Pool J21601

250 12127

Pool J22069

250 1128

Pool J22986

250 3128

Pool J30435

300 1130

Pool J32244

300 7130

Pool J34252

350 4131

Pool K90071

300 2133

Pool K90641

350 6133

Pool K90791

300 7133

Pool K91490

350 1134

Pool K92325

300 1135

119

193

297

421

1410

104

877

469

1631

93

717

90

311

543

410

125

203

311

438

1464

109

915

494

1711

99

758

97

331

576

434


Pool 510835

550 21535 25

Pool 553463

350 11542 574

Pool 597889

550 61533 137

Pool 614169

500 71533 37

Pool 616879

350 21542 404

Pool 617739

600 101537 9

Pool 634431

600 91534 15

Pool 641416

550 41535 142

Pool 646341

600 111536 27

Pool 648538

500 121535 58

Pool 651753

550 31536 9

Pool 670030

300 71545 503

Pool 675211

650 31538 6

Pool 675484

550 61538 54

Pool 676360

28

618

150

41

439

11

17

157

30

63

10

532

7

61

650 101537 5 6



- -




(000S) (000S) (000S) (000S)



Pool 682899

600 91540 $173 $197

Pool 687824

550 81538 95 108

Pool 687900

500 91538 112 123

Pool 687901

500 91538 70 78

Pool 692309

600 11539 53 60

Pool 697645

550 101538 35 40

Pool 698236

500 61539 251 279

Pool 698336

450 51539 282 312

Pool 699277

600 91538 8 9

Pool 700918

550 111538 104 118

Pool 700972

550 111538 21 24

Pool 701196

600 101538 5 6

Pool 703677

550 61539 104 115

Pool 704185

550 11539 30 34

Pool 704514

450 51539 467 523

Pool 704624

450 71539 1388 1554

Pool 717175

450 61539 263 294

Pool 719262

500 81540 130 144

Pool 720065

450 61539 890 996

Pool 720202

450 71539 210 231

Pool 723231

400 101539 214 231


Pool 723339

500 91539 $120 $134

Pool 726085

400 111524 64 67

Pool 728629

450 11540 345 380

Pool 733663

450 51540 1006 1114

Pool 736768

300 111542 903 960

Pool 737286

450 51540 356 398

Pool 737416

350 91525 59 62

Pool 738134

350 41526 122 128

Pool 738247

450 41541 154 170

Pool 745215

400 71525 55 58

Pool 747643

450 81540 499 552

Pool 760874

350 21526 111 117

Pool 768800

450 61541 64 71

Pool 773939

400 111541 451 497

Pool 778957

350 31542 528 578

Pool 782131

550 121536 41 46

Pool 782150

550 41537 47 54

Pool 782259

500 21536 94 104

Pool 782272

550 21538 84 95

Pool 782498

600 121538 42 48

Pool 782565

500 21539 977 1088



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



Pool 782584 Pool 4018

500 31539 $54 $60 650 82037 $67 $78

Pool 782675 Pool 4026

450 61524 50 53 500 92037 26 29

Pool 782696 Pool 4027

500 61539 226 252 550 92037 13 15

Pool 782831 Pool 4040

600 121539 30 34 650 102037 14 16

Pool 783176 Pool 4098

400 111540 567 614 550 32038 83 93

Pool 783467 Pool 4116

400 101541 1669 1810 650 42038 32 38

Pool 783740 Pool 4170

250 121527 181 188 600 62038 64 73


350 61542 34 37 550 72038 151 170


300 21543 355 382 500 92038 38 42


350 81542 134 145 550 92038 43 48


300 91542 194 206 600 92038 24 27


300 31543 317 340 650 102038 32 39


300 41543 360 382 550 112038 28 31


350 11545 200 217 600 12039 51 58

19087 Pool 4345


Pool 3570 Pool 4425

600 62034 41 47 550 42039 96 109

Pool 3665 Pool 4559

550 12035 112 126 500 102039 201 222

Pool 3852 Pool 4561

600 52036 18 21 600 102039 117 133

Pool 3879 Pool 4617

600 72036 54 62 450 12040 62 69

Pool 3910 Pool 4619

600 102036 28 32 550 12040 196 218

Pool 3994 Pool 4713

500 62037 18 21 450 62040 180 198



- -




(000S) (000S) (000S) (000S)



Pool 4747 Pool 626951

500 72040 $157 $174 300 62045 $661 $704

Pool 4881 Pool 737602

350 122040 675 721 400 112040 313 343

Pool 4882 Pool 752757

400 122040 1575 1717 450 112040 362 398

Pool 4923 Pool 755677

450 12041 150 165 400 122040 230 250

Pool 5050 Pool 766711

400 52026 104 109 400 52042 1068 1159

Pool 5081 Pool 782433

400 62041 246 268 600 102038 92 105

Pool 5082 Pool 783976

450 62041 254 280 350 42043 3257 3483

Pool 5083 Pool 784345

500 62041 1007 1113 350 72047 826 908


400 72041 987 1076 300 12043 1050 1121


500 82041 135 149 300 22043 1561 1677


450 92041 140 155 300 32043 1045 1116


500 92041 653 721 350 32043 384 413


350 102041 384 411 350 42043 146 157


400 102041 242 264 350 112042 555 591


350 112041 754 806 350 22043 662 711


550 122041 16 18 350 32043 385 414


400 12042 270 294 400 82043 1063 1154


350 22042 282 301 350 72044 320 343


550 22042 118 132 350 82045 2795 3005


300 32027 300 313 400 102044 753 817


350 32042 452 483 350 12045 1993 2143



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




350 82045 $1806 $1943 250 62028 $441 $458


400 82045 753 814 300 62043 929 998


350 72047 441 475 350 82043 671 717


450 62048 909 979 350 92043 389 416


250 42027 117 121 400 42044 216 236


350 42042 455 487 400 52044 232 252


350 52042 1014 1085 400 92044 1247 1359


350 72042 529 566 300 122044 188 201


350 82042 986 1055 350 12045 731 777


500 82042 231 256 400 12045 261 284


300 92042 2129 2285 300 32045 412 442


350 92042 429 459 300 42045 1079 1158


300 12043 507 544 350 42045 419 445


300 32028 136 142 300 62045 1181 1268


250 32043 186 196 350 62045 380 404


300 32043 742 797 300 72030 597 624


350 32043 861 921 300 72045 921 988


300 42043 907 974 350 82045 1099 1168


350 42043 290 311 300 92045 1233 1324


300 52043 867 931 400 92045 965 1051


350 52043 774 828 300 102045 241 259



- -




(000S) (000S) (000S) (000S)




350 102045 $4657 $4974 250 92031 $217 $225


400 102045 519 567 300 92046 2068 2214


350 112045 844 898 350 92046 2740 2931


400 112045 1891 2061 250 102046 136 143


350 122045 1805 1920 300 102046 1363 1458


450 12046 1008 1100 250 112046 1038 1092


350 32046 1639 1742 300 112046 6471 6916


400 32046 436 475 250 122031 115 119


300 42046 1033 1105 250 122046 70 74


350 42046 1649 1756 350 12047 1374 1448


300 52046 1670 1792 400 32047 627 673


350 52046 1006 1070 350 42047 492 518


400 52046 422 456 300 62047 2201 2344


300 62046 2013 2157 450 62047 858 927


350 62046 1327 1411 300 82032 180 188


250 72031 153 158 350 82047 2111 2243


300 72031 193 201 300 92047 5250 5558


300 72046 2370 2540 350 92047 3445 3677


350 72046 1972 2108 350 102047 2144 2277


300 82046 910 975 400 112047 298 320


350 82046 907 965 350 122047 2135 2255



- -

ndash

MARCH 31 2020


(000S) (000S) (000S) (000S)



Pool MA4901

400 122047 $4149 $4420

Pool MA4962

350 12048 2064 2190

Pool MA4963

400 12048 772 831

Pool MA5077

350 32048 2358 2501

Pool MA5137

400 42048 406 436

Pool MA5191

350 52048 1365 1448

Pool MA5264

400 62048 948 1013

Pool MA5265

450 62048 1039 1112

Pool MA5266

500 62048 1203 1293

Pool MA5330

400 72048 1248 1333

Pool MA5331

450 72048 2088 2239

Pool MA5398

400 82048 858 920

Pool MA5399

450 82048 968 1027

Pool MA5466

400 92048 2062 2195

Pool MA5467

450 92048 1163 1242

Pool MA5528

400 102048 1206 1289

Pool MA5529

450 102048 215 230

Pool MA5564

350 112033 519 544

Pool MA5595

400 112048 420 451

Pool MA5653

500 122048 1718 1840

Pool MA5818

450 32049 1283 1364



Pool MA5931

400 52049 $2838 $3012

Pool MA5985

350 62049 2708 2856

Pool MA6040

400 72049 3688 3913

Pool MA6217

250 102049 789 825

Pool MA6337

250 122049 596 623

Pool MA6338

300 122049 7148 7569

Pool MA6409

300 12050 1990 2107

182589


525 91539 1650 2524


Pool TBA

4150(13) 32000 33563


(Cost $796566) 830060



625 81523 1550 1861

763 21525 165 223

613 111527 5000 7085

450 21536 475 728

438 21538 1000 1560

450 51538 1700 2692

350 21539 2500 3562

425 51539 2000 3111

450 81539 2000 3205

438 111539 2000 3168

463 21540 3000 4906

438 51540 1000 1590

375 81541 4000 5945

313 21542 2000 2735

275 81542 3000 3873

275 111542 4000 5174

363 21544 5000 7406

338 51544 6000 8583



- -




(000S) (000S) (000S) (000S)



313 81544 $5500 $7591

300 111544 7000 9490

250 21545 6000 7502

300 51545 6000 8173

300 111545 15000 20568

250 51546 8000 10093

225 81546 5000 6036

288 111546 5000 6765

300 51547 8000 11089

275 81547 7000 9274

275 111547 8000 10612

300 21548 8000 11106

313 51548 5000 7084

300 81548 16000 22225

300 21549 15000 20899

288 51549 13500 18421

225 81549 5000 6091

238 111549 7070 8808

269234


238 31521

238 41521

138 53121

113 63021

163 63021

213 63021

213 81521

288 101521

150 103121

200 111521

163 123121

188 13122

250 21522

113 22822

188 33122

175 63022

163 81522

175 93022

188 103122

200 113022

213 123122

150 22823

263 22823

20000

5000

12000

10000

3000

1740

36000

20000

2000

20000

25000

25000

25000

25000

10000

100000

5000

10000

10000

10000

5000

5000

20000

20438

5116

12179

10127

3056

1784

36970

20821

2041

20590

25615

25759

26067

25415

10331

103438

5163

10372

10414

10457

5254

5178

21360


163 43023

275 43023

163 53123

275 53123

263 63023

275 83123

288 103123

275 111523

263 123123

238 22924

250 51524

200 53124

200 63024

238 81524

150 93024

150 103124

225 111524

150 113024

138 13125

275 22825

288 43025

213 51525

275 63025

300 93025

263 123125

163 21526

163 51526

150 81526

163 93026

200 111526

175 123126

225 21527

113 22827

225 81527

225 111527

275 21528

288 51528

288 81528

313 111528

263 21529

continued

$10000 $10408

15000 16133

1000 1042

23000 24778

5000 5375

25000 27065

10000 10906

5000 5436

5000 5430

20000 21591

20000 21761

5000 5342

25000 26730

9000 9786

5000 5254

7000 7362

10000 10859

15000 15795

10000 10476

15000 16721

2500 2811

10000 10865

5000 5604

20000 22768

10000 11222

20000 21299

10000 10672

10000 10616

10000 10703

10000 10952

10000 10800

10000 11152

10000 10390

15000 16830

15000 16866

5000 5829

5000 5895

15000 17738

10000 12072

15000 17532



-

ndash

-

MARCH 31 2020


(000S) (000S) (000S) (000S)



238 51529

175 111529

continued

$15000

15000

$17255

16479

952545


(Cost $1098192) 1221779


Arizona ndash 00


484 1141 110 147

California ndash 02


704 4150 150 239


691 10150 150 240


770 11130 135 139

730 10139 920 1414

763 3140 405 653

760 11140 400 666


755 4139 585 949


587 6140 300 422


675 8149 150 244


658 51539 250 327




676 7134 $290 $400


575 7134 335 430


695 7140 100 101


614 5149 100 138


695 11150 75 106


595 51545 150 202

6670



585 31532 300 368



559 12134 30 37

Georgia ndash 00


666 4157 100 134


664 4157 69 90

706 4157 298 392



616

- -




(000S) (000S) (000S) (000S)


Illinois ndash 01


690 12140 $300 $403


620 12140 140 168


510 6133 705 700

1271



450 8131


572 81539

250

100

295

135

430



525 11134 100 120

Nevada ndash 00


682 7145 200 265

New Jersey ndash 00


656 121540 200 267


610 121528 300 308


741 1140 125 183



567 5140 $145 $192

950

New York ndash 01


734 111539 75 107


669 111540 100 130

681 111540 60 78


575 61541 200 287

572 61542 250 361


577 8136 300 381


552 10137 100 120

585 6140 85 114


560 31540 250 303


563 31539 75 89


577 31539 100 109



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)




665 12131 $225 $228


565 11140 350 471


565 11140 200 269


493 10151 250 310

3357

Ohio ndash 01


645 21544 200 280


808 21550 300 506


604 111540 145 149


491 6140 190 226


480 6111(4) 200 241


488 12134 90 101

1503


Oregon ndash 00


583 111534 $200 $275



500 91527 200 232

Tennessee ndash 00


673 7143 100 145

Texas ndash 01


502 12148 180 241


645 21535 200 201


629 3132 260 322


672 1149 125 198


599 2139 200 280


552 4139 200 275


518 4130 300 361



-ndash




(000S) (000S)




479 81546 $100 $116

1994

Utah ndash 00


354 7125 95 100

Washington ndash 00


549 11139 80 92


679 7140 100 122


514 8140 100 137

351


(Cost $14516) 18831

NUMBER OF SHARES

VALUE (000S)

OT H E R ndash 0 0


Total Other

(Cost $39) mdash





(Cost $64483)

64482831 $64483

64483


(Cost $2781358)


2965523

(29451)












1Y - 1 Year

3M - 3 Month




Gtd - Guaranteed




MARCH 31 2020











US Treasury 480

US Agency 195

AAA 55

AA 29

A 105

BBB 114

Cash Equivalents 22

Total 1000






LEVEL 2 (000S)

LEVEL 3 (000S)

TOTAL (000S)











ndash -




(000S) (000S) (000S) (000S)



600 21526 $10 $13 250 51546 $400 $505

650 111526 75 104 225 81546 375 453

638 81527 65 92 288 111546 300 406

613 111527 75 106 300 21547 400 554

550 81528 50 70 300 51547 350 485

525 111528 100 139 275 81547 350 464

613 81529 50 75 275 111547 350 464

625 51530 75 116 300 21548 390 541

538 21531 100 149 313 51548 425 602

450 21536 140 215 300 81548 400 556

475 21537 25 40 338 111548 450 668

500 51537 50 82 300 21549 550 766

438 21538 50 78 288 51549 450 614

450 51538 95 150 225 81549 450 548

350 21539 100 142 238 111549 475 592

425 51539 100 156 200 21550 1000 1159

450 81539 100 160 21627 438 111539

463 21540

438 51540

388 81540

425 111540

475 21541

438 51541

375 81541

313 111541

313 21542

300 51542

275 81542

275 111542

313 21543

288 51543

363 81543

375 111543

363 21544

338 51544

313 81544

300 111544

250 21545

300 51545

288 81545

300 111545

250 21546

200

185

190

150

175

145

140

150

145

200

155

230

315

205

375

350

430

400

300

425

455

450

400

425

380

400

317

303

302

225

275

242

225

223

198

274

208

297

407

281

495

517

647

592

429

587

617

563

545

569

521

504


125 33121

225 33121

238 41521

138 43021

225 43021

263 51521

313 51521

138 53121

200 53121

213 53121

263 61521

113 63021

163 63021

213 63021

263 71521

113 73121

175 73121

225 73121

213 81521

275 81521

113 83121

150 83121

200 83121

275 91521

113 93021

200

500

250

300

725

350

275

400

250

250

300

350

250

350

300

300

300

325

400

350

300

350

250

350

350

202

511

256

304

742

360

284

406

255

256

309

354

255

359

310

304

306

334

411

362

304

356

256

363

355



- -

MARCH 31 2020


(000S) (000S) (000S) (000S)



150 93021 $400 $408 163 83122 $350 $361

213 93021 250 257 188 83122 275 286

288 101521 350 364 150 91522 200 206

125 103121 350 356 175 93022 295 306

150 103121 250 255 188 93022 300 312

200 103121 250 257 138 101522 350 360

200 111521 375 386 188 103122 225 234

288 111521 250 261 200 103122 300 313

150 113021 400 409 163 111522 755 782

175 113021 250 256 200 113022 450 471

188 113021 250 257 163 121522 600 622

263 121521 350 364 213 123122 525 552

163 123121 600 615 150 11523 650 672

200 123121 300 309 175 13123 275 286

213 123121 225 232 238 13123 250 265

250 11522 250 260 138 21523 2250 2321

138 13122 1000 1021 200 21523 475 498

150 13122 250 256 150 22823 250 259

188 13122 300 309 263 22823 350 374

200 21522 325 336 050 31523 400 403

250 21522 275 287 150 33123 200 207

113 22822 2400 2440 250 33123 350 373

175 22822 250 257 163 43023 175 182

188 22822 150 155 275 43023 350 376

238 31522 300 313 175 51523 525 549

038 33122 400 401 163 53123 200 208

175 33122 260 268 275 53123 350 377

188 33122 300 310 138 63023 250 259

225 41522 380 396 263 63023 375 403

175 43022 300 310 125 73123 350 361

188 43022 250 259 275 73123 375 405

175 51522 275 284 250 81523 300 322

213 51522 250 260 138 83123 250 259

175 53122 250 258 275 83123 350 379

188 53122 300 311 138 93023 250 259

175 61522 400 414 288 93023 380 414

175 63022 250 259 163 103123 300 314

213 63022 200 209 288 103123 350 382

175 71522 250 259 275 111523 350 381

188 73122 400 415 213 113023 300 320

200 73122 200 208 288 113023 400 437

150 81522 200 206 225 123123 250 268

163 81522 250 258 263 123123 400 434



- -




(000S) (000S) (000S) (000S)



225 13124 $300 $322 288 113025 $300 $340

250 13124 250 271 263 123125 300 337

275 21524 550 601 263 13126 150 168

213 22924 300 321 163 21526 450 479

238 22924 300 324 250 22826 350 391

213 33124 600 643 225 33126 350 386

200 43024 250 267 238 43026 225 250

225 43024 300 323 163 51526 650 694

250 51524 575 626 213 53126 175 192

200 53124 550 588 188 63026 325 352

175 63024 425 450 188 73126 300 325

200 63024 300 321 150 81526 520 552

175 73124 250 265 138 83126 350 369

213 73124 250 269 163 93026 250 268

238 81524 525 571 163 103126 300 321

125 83124 400 416 200 111526 500 548

188 83124 250 266 163 113026 350 375

150 93024 400 420 175 123126 300 324

213 93024 300 324 150 13127 925 984

150 103124 450 473 225 21527 510 569

225 103124 300 326 113 22827 1300 1351

225 111524 550 597 063 33127 250 251

150 113024 300 316 238 51527 500 564

213 113024 200 216 225 81527 500 561

175 123124 400 426 225 111527 550 618

225 123124 250 272 275 21528 550 641

138 13125 1300 1362 288 51528 625 737

250 13125 200 220 288 81528 590 698

200 21525 625 673 313 111528 675 815

113 22825 1650 1710 263 21529 600 701

275 22825 215 240 238 51529 600 690

050 33125 250 252 163 81529 700 760

263 33125 300 333 175 111529 925 1016

288 43025 300 337 150 21530 925 996


200 81525 550 595

275 83125 300 337

300 93025 300 341

300 103125 200 228

225 111525 645 709



ndash

MARCH 31 2020





(Cost $1481)

1481143 $1481

1481


(Cost $93553)


102951

94









US Treasury 986

Cash Equivalents 14

Total 1000






LEVEL 2 (000S)

LEVEL 3 (000S)

TOTAL (000S)

























MARCH 31 2020




















Bond Index $4611 $(4611)








UNDISTRIBUTED


Bond Index $2086 $5818 $184157




DISTRIBUTIONS FROM


Bond Index $89033 $2541




DISTRIBUTIONS FROM











MARCH 31 2020









CONTRACTUAL


Bond Index 013 015


















PURCHASES SALES


Bond Index $488729 $1103627 $551647 $1309440





Bond Index $201327 $(17169) $184158 $2781365





Bond Index 72407 $779968 2518 $27064 (98122) $(1060146) (23197) $(253114)




MARCH 31 2020




Bond Index 122616 $1251232 2371 $24194 (104763) $(1068991) 20224 $206435






























Basis for Opinion












Bond Index $5818




















BO N D I N D E X



Actual 015 $100000 $103420 $076

Hypothetical 015 $100000 $102425 $076




Actual 016 $100000 $107490 $083

Hypothetical 016 $100000 $102420 $081















bull None








2003 to 2015




bull Nasdaq Inc



bull None




















Darek Wojnar(4)
















































BOND INDEX FUND1234











P ROX Y VOT I N G














N O R T H E R N


HIGHER RISK

REWARD

LOWER RISK

REWARD

GR

OW

THIN

CO

ME

LIQ

UID

ITY

EQUIT Y FUNDS














e



FIX

AN

R IN

DX

(52

0)

northern fixed income index funds...fixed income index funds bond index fund (unaudited) portfolio...

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