UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT
INVESTMENT COMPANY
Investment Company Act file number:
811-10267
GPS Funds I
(Exact name of registrant as specified in charter)
2300 Contra Costa Boulevard, Suite 600
Pleasant Hill, CA 94523-3967
(Address of principal executive offices)
(Zip code)
Starr E. Frohlich
2300 Contra Costa Boulevard, Suite 600
Pleasant Hill, CA 94523
(Name and address of agent for service)
(800) 664-5345
Registrant’s telephone number, including
area code
Date of fiscal year end:
March 31, 2013
Date of reporting period:
June 30, 2013
Item 1. Schedule of Investments.
GuideMark
SM
Large Cap Growth Fund
Schedule of Investments
June 30, 2013 (Unaudited)
Number of
Shares
|
|
|
|
Value
|
|
|
|
|
COMMON STOCKS - 99.42%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Aerospace & Defense - 5.08%
|
|
|
|
|
|
34,170
|
|
Boeing Co.
|
|
$
|
3,500,375
|
|
|
33,358
|
|
Honeywell International, Inc.
|
|
|
2,646,623
|
|
|
26,086
|
|
United Technologies Corp.
|
|
|
2,424,433
|
|
|
|
|
|
|
|
8,571,431
|
|
|
|
|
|
|
|
|
|
|
|
|
Automobiles - 0.61%
|
|
|
|
|
|
66,479
|
|
Ford Motor Co.
|
|
|
1,028,430
|
|
|
|
|
|
|
|
|
|
|
|
|
Beverages - 2.28%
|
|
|
|
|
|
16,065
|
|
Anheuser-Busch InBev NV - ADR
|
|
|
1,450,027
|
|
|
59,733
|
|
The Coca-Cola Co.
|
|
|
2,395,890
|
|
|
|
|
|
|
|
3,845,917
|
|
|
|
|
|
|
|
|
|
|
|
|
Biotechnology - 5.43%
|
|
|
|
|
|
39,112
|
|
Amgen, Inc.
|
|
|
3,858,790
|
|
|
6,703
|
|
Biogen Idec, Inc. (b)
|
|
|
1,442,485
|
|
|
16,782
|
|
Celgene Corp. (b)
|
|
|
1,961,984
|
|
|
37,027
|
|
Gilead Sciences, Inc. (b)
|
|
|
1,896,153
|
|
|
|
|
|
|
|
9,159,412
|
|
|
|
|
|
|
|
|
|
|
|
|
Chemicals - 1.41%
|
|
|
|
|
|
24,061
|
|
Monsanto Co.
|
|
|
2,377,227
|
|
|
|
|
|
|
|
|
|
|
|
|
Commercial Services & Supplies - 0.37%
|
|
|
|
|
|
15,668
|
|
The ADT Corp.
|
|
|
624,370
|
|
|
|
|
|
|
|
|
|
|
|
|
Communications Equipment - 6.58%
|
|
|
|
|
|
423,502
|
|
Cisco Systems, Inc.
|
|
|
10,295,334
|
|
|
13,050
|
|
Qualcomm, Inc.
|
|
|
797,094
|
|
|
|
|
|
|
|
11,092,428
|
|
|
|
|
|
|
|
|
|
|
|
|
Computers & Peripherals - 5.63%
|
|
|
|
|
|
6,993
|
|
Apple, Inc.
|
|
|
2,769,787
|
|
|
6,496
|
|
International Business Machines Corp.
|
|
|
1,241,451
|
|
|
79,313
|
|
NetApp, Inc. (b)
|
|
|
2,996,445
|
|
|
11,143
|
|
QLogic Corp. (b)
|
|
|
106,527
|
|
|
24,869
|
|
SanDisk Corp. (b)
|
|
|
1,519,496
|
|
|
13,667
|
|
Western Digital Corp. (a)
|
|
|
848,584
|
|
|
|
|
|
|
|
9,482,290
|
|
|
|
|
|
|
|
|
|
|
|
|
Consumer Finance - 1.38%
|
|
|
|
|
|
31,106
|
|
American Express Co.
|
|
|
2,325,484
|
|
|
|
|
|
|
|
|
|
|
|
|
Diversified Financial Services - 2.41%
|
|
|
|
|
|
155,570
|
|
Bank of America Corp.
|
|
|
2,000,630
|
|
|
2,711
|
|
IntercontinentalExchange, Inc. (a)(b)
|
|
|
481,908
|
|
|
29,890
|
|
JPMorgan Chase & Co.
|
|
|
1,577,893
|
|
|
|
|
|
|
|
4,060,431
|
|
|
|
|
|
|
|
|
|
|
|
|
Diversified Telecommunication Services - 2.37%
|
|
|
|
|
|
79,500
|
|
Verizon Communications, Inc.
|
|
|
4,002,030
|
|
|
|
|
|
|
|
|
|
|
|
|
Energy Equipment & Services - 1.26%
|
|
|
|
|
|
16,906
|
|
Oceaneering International, Inc.
|
|
|
1,220,613
|
|
|
18,758
|
|
Transocean Ltd. - ADR (b)
|
|
|
899,446
|
|
|
|
|
|
|
|
2,120,059
|
|
|
|
|
|
|
|
|
|
|
|
|
Food & Staples Retailing - 4.72%
|
|
|
|
|
|
18,416
|
|
Costco Wholesale Corp.
|
|
|
2,036,257
|
|
|
30,730
|
|
CVS Caremark Corp.
|
|
|
1,757,142
|
|
|
55,792
|
|
Wal-Mart Stores, Inc.
|
|
|
4,155,946
|
|
|
|
|
|
|
|
7,949,345
|
|
|
|
Food Products - 0.77%
|
|
|
|
|
17,311
|
|
Green Mountain Coffee Roasters, Inc. (b)
|
|
|
1,299,364
|
|
|
|
|
|
|
|
|
|
|
|
|
Health Care Equipment & Supplies - 3.30%
|
|
|
|
|
|
5,668
|
|
Becton, Dickinson & Co.
|
|
|
560,168
|
|
|
7,476
|
|
C.R. Bard, Inc.
|
|
|
812,492
|
|
|
47,217
|
|
Medtronic, Inc.
|
|
|
2,430,259
|
|
|
23,590
|
|
Zimmer Holdings, Inc. (a)
|
|
|
1,767,835
|
|
|
|
|
|
|
|
5,570,754
|
|
|
|
|
|
|
|
|
|
|
|
|
Health Care Providers & Services - 2.46%
|
|
|
|
|
|
20,782
|
|
Aetna, Inc.
|
|
|
1,320,488
|
|
|
16,309
|
|
Express Scripts Holding Co. (b)
|
|
|
1,006,102
|
|
|
15,844
|
|
McKesson Corp.
|
|
|
1,814,138
|
|
|
|
|
|
|
|
4,140,728
|
|
|
|
|
|
|
|
|
|
|
|
|
Hotels, Restaurants & Leisure - 1.78%
|
|
|
|
|
|
20,187
|
|
Starwood Hotels & Resorts Worldwide, Inc.
|
|
|
1,275,616
|
|
|
19,308
|
|
Wyndham Worldwide Corp.
|
|
|
1,104,997
|
|
|
4,872
|
|
Wynn Resorts Ltd.
|
|
|
623,616
|
|
|
|
|
|
|
|
3,004,229
|
|
|
|
|
|
|
|
|
|
|
|
|
Household Products - 0.33%
|
|
|
|
|
|
9,869
|
|
Colgate-Palmolive Co.
|
|
|
565,395
|
|
|
|
|
|
|
|
|
|
|
|
|
Industrial Conglomerates - 2.32%
|
|
|
|
|
|
22,560
|
|
3M Co.
|
|
|
2,466,936
|
|
|
38,325
|
|
General Electric Co.
|
|
|
888,757
|
|
|
16,685
|
|
Tyco International Ltd. - ADR
|
|
|
549,770
|
|
|
|
|
|
|
|
3,905,463
|
|
|
|
|
|
|
|
|
|
|
|
|
Internet & Catalog Retail - 1.16%
|
|
|
|
|
|
3,787
|
|
Amazon.com, Inc. (b)
|
|
|
1,051,612
|
|
|
1,092
|
|
Priceline.com, Inc. (b)
|
|
|
903,226
|
|
|
|
|
|
|
|
1,954,838
|
|
|
|
|
|
|
|
|
|
|
|
|
Internet Software & Services - 6.65%
|
|
|
|
|
|
38,524
|
|
eBay, Inc. (b)
|
|
|
1,992,461
|
|
|
6,274
|
|
Google, Inc. (b)
|
|
|
5,523,442
|
|
|
45,577
|
|
IAC/InterActiveCorp
|
|
|
2,167,642
|
|
|
61,019
|
|
Yahoo, Inc. (b)
|
|
|
1,532,187
|
|
|
|
|
|
|
|
11,215,732
|
|
|
|
|
|
|
|
|
|
|
|
|
IT Services - 2.58%
|
|
|
|
|
|
3,387
|
|
Alliance Data Systems Corp. (b)
|
|
|
613,148
|
|
|
23,734
|
|
Paychex, Inc.
|
|
|
866,766
|
|
|
15,677
|
|
Visa, Inc.
|
|
|
2,864,972
|
|
|
|
|
|
|
|
4,344,886
|
|
|
|
|
|
|
|
|
|
|
|
|
Life Sciences Tools & Services - 0.28%
|
|
|
|
|
|
29,653
|
|
Bruker Corp. (b)
|
|
|
478,896
|
|
|
|
|
|
|
|
|
|
|
|
|
Machinery - 2.34%
|
|
|
|
|
|
24,799
|
|
Danaher Corp.
|
|
|
1,569,777
|
|
|
11,041
|
|
Dover Corp.
|
|
|
857,444
|
|
|
4,064
|
|
Illinois Tool Works, Inc. (a)
|
|
|
281,107
|
|
|
12,921
|
|
Parker Hannifin Corp.
|
|
|
1,232,663
|
|
|
|
|
|
|
|
3,940,991
|
|
|
|
|
|
|
|
|
|
|
|
|
Media - 4.85%
|
|
|
|
|
|
66,051
|
|
Comcast Corp.
|
|
|
2,766,216
|
|
|
61,199
|
|
News Corp.
|
|
|
1,995,087
|
|
|
34,194
|
|
Omnicom Group, Inc.
|
|
|
2,149,777
|
|
|
378,054
|
|
Sirius XM Radio, Inc. (a)
|
|
|
1,266,481
|
|
|
|
|
|
|
|
8,177,561
|
|
|
|
|
|
|
|
|
|
|
|
|
Metals & Mining - 0.10%
|
|
|
|
|
|
25,310
|
|
Allied Nevada Gold Corp. (b)
|
|
|
164,009
|
|
|
|
|
|
|
|
|
|
|
|
|
Multiline Retail - 0.77%
|
|
|
|
|
|
25,546
|
|
Dollar Tree, Inc. (b)
|
|
|
1,298,759
|
|
|
|
|
Oil & Gas - 0.69%
|
|
|
|
|
|
33,378
|
|
Valero Energy Corp.
|
|
|
1,160,553
|
|
|
|
|
|
|
|
|
|
|
|
|
Pharmaceuticals - 4.94%
|
|
|
|
|
|
64,496
|
|
Abbott Laboratories
|
|
|
2,249,620
|
|
|
45,502
|
|
Eli Lilly & Co.
|
|
|
2,235,058
|
|
|
25,732
|
|
Johnson & Johnson
|
|
|
2,209,350
|
|
|
35,019
|
|
Merck & Co., Inc.
|
|
|
1,626,633
|
|
|
|
|
|
|
|
8,320,661
|
|
|
|
|
|
|
|
|
|
|
|
|
Road & Rail - 0.49%
|
|
|
|
|
|
33,268
|
|
Hertz Global Holdings, Inc. (a)(b)
|
|
|
825,046
|
|
|
|
|
|
|
|
|
|
|
|
|
Semiconductor & Semiconductor Equipment - 4.70%
|
|
|
|
|
|
62,956
|
|
Altera Corp.
|
|
|
2,076,918
|
|
|
52,935
|
|
Broadcom Corp.
|
|
|
1,787,086
|
|
|
43,326
|
|
Intel Corp.
|
|
|
1,049,356
|
|
|
38,068
|
|
Microchip Technology, Inc. (a)
|
|
|
1,418,033
|
|
|
40,261
|
|
Xilinx, Inc.
|
|
|
1,594,738
|
|
|
|
|
|
|
|
7,926,131
|
|
|
|
|
|
|
|
|
|
|
|
|
Software - 9.26%
|
|
|
|
|
|
17,416
|
|
BMC Software, Inc. (b)
|
|
|
786,158
|
|
|
37,232
|
|
Check Point Software Technologies Ltd. - ADR (b)
|
|
|
1,849,686
|
|
|
11,831
|
|
Intuit, Inc.
|
|
|
722,046
|
|
|
228,092
|
|
Microsoft Corp.
|
|
|
7,876,017
|
|
|
7,223
|
|
NetSuite, Inc. (a)(b)
|
|
|
662,638
|
|
|
111,596
|
|
Oracle Corp.
|
|
|
3,428,229
|
|
|
6,000
|
|
Red Hat, Inc. (b)
|
|
|
286,920
|
|
|
|
|
|
|
|
15,611,694
|
|
|
|
|
|
|
|
|
|
|
|
|
Specialty Retail - 8.64%
|
|
|
|
|
|
3,612
|
|
CST Brands, Inc. (b)
|
|
|
111,286
|
|
|
47,112
|
|
Home Depot, Inc.
|
|
|
3,649,767
|
|
|
79,822
|
|
Lowe’s Companies, Inc.
|
|
|
3,264,720
|
|
|
21,795
|
|
O’Reilly Automotive, Inc. (b)
|
|
|
2,454,553
|
|
|
11,251
|
|
PetSmart, Inc.
|
|
|
753,704
|
|
|
5,698
|
|
Sherwin Williams Co.
|
|
|
1,006,267
|
|
|
21,134
|
|
The Buckle, Inc. (a)
|
|
|
1,099,391
|
|
|
14,268
|
|
The Gap, Inc.
|
|
|
595,403
|
|
|
32,410
|
|
The TJX Companies, Inc.
|
|
|
1,622,444
|
|
|
|
|
|
|
|
14,557,535
|
|
|
|
|
|
|
|
|
|
|
|
|
Tobacco - 1.48%
|
|
|
|
|
|
28,764
|
|
Philip Morris International, Inc.
|
|
|
2,491,538
|
|
|
|
|
Total Common Stocks (Cost $127,175,286)
|
|
|
167,593,617
|
|
|
|
|
|
|
|
|
|
|
|
|
SHORT TERM INVESTMENTS - 0.42%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Money Market Funds - 0.42%
|
|
|
|
|
|
702,832
|
|
Federated Prime Obligations Fund
|
|
|
702,832
|
|
|
|
|
Total Short Term Investments (Cost $702,832)
|
|
|
702,832
|
|
|
|
|
|
|
|
|
|
|
|
|
INVESTMENTS PURCHASED AS SECURITIES LENDING COLLATERAL - 4.32%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Money Market Funds - 4.28%
|
|
|
|
|
|
7,219,634
|
|
First American Government Obligations Fund
|
|
|
7,219,634
|
|
|
20,508
|
|
Reserve Primary Fund (c)
|
|
|
792
|
|
|
|
|
Total Money Market Funds (Cost $7,237,326)
|
|
|
7,220,426
|
|
Principal
Amount
|
|
|
|
|
|
|
|
|
|
Cash - 0.04%
|
|
|
|
|
$
|
63,761
|
|
Cash
|
|
|
63,761
|
|
|
|
|
Total Cash (Cost $63,761)
|
|
|
63,761
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments Purchased as Securities Lending Collateral (Cost $7,301,087)
|
|
|
7,284,187
|
|
|
Total Investments (Cost $135,179,205) - 104.16%
|
|
|
175,580,636
|
|
|
Liabilities in Excess of Other Assets - (4.16)%
|
|
|
(7,012,736
|
)
|
|
TOTAL NET ASSETS - 100.00%
|
|
$
|
168,567,900
|
|
Percentages
are stated as a percent of net assets.
ADR
|
American Depositary Receipt
|
(a)
|
All or portion of this security is on loan.
|
(b)
|
Non-income producing security.
|
(c)
|
As of June 30, 2013, the Fund has fair valued this security and deemed it illiquid. The value of this security was $792, which represents 0.00% of total net assets.
|
|
|
|
The cost basis of investments for federal income tax purposes at June 30, 2013 was as follows*:
|
Cost of investments
|
|
$
|
135,179,205
|
|
Gross unrealized appreciation
|
|
|
41,949,397
|
|
Gross unrealized depreciation
|
|
|
(1,547,966
|
)
|
Net unrealized appreciation
|
|
$
|
40,401,431
|
|
|
*
|
Because tax adjustments are calculated annually, the above table does not reflect tax adjustments. For the previous fiscal year’s federal income tax information, please refer to the Notes to Financial Statements section in the Fund’s most recent semi-annual or annual report.
|
GuideMark
SM
Large Cap Value Fund
Schedule of Investments
June 30, 2013 (Unaudited)
Number of
Shares
|
|
|
|
Value
|
|
|
|
|
COMMON STOCKS - 99.93%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Aerospace & Defense - 3.91%
|
|
|
|
|
|
25,200
|
|
General Dynamics Corp.
|
|
$
|
1,973,916
|
|
|
31,000
|
|
Honeywell International, Inc.
|
|
|
2,459,540
|
|
|
44,600
|
|
Raytheon Co.
|
|
|
2,948,952
|
|
|
|
|
|
|
|
7,382,408
|
|
|
|
|
|
|
|
|
|
|
|
|
Auto Components - 1.68%
|
|
|
|
|
|
62,500
|
|
Delphi Automotive Plc
|
|
|
3,168,125
|
|
|
|
|
|
|
|
|
|
|
|
|
Automobiles - 2.50%
|
|
|
|
|
|
45,000
|
|
Daimler AG - ADR (a)
|
|
|
2,717,550
|
|
|
60,200
|
|
General Motors Co. (b)
|
|
|
2,005,262
|
|
|
|
|
|
|
|
4,722,812
|
|
|
|
|
|
|
|
|
|
|
|
|
Building Products - 0.24%
|
|
|
|
|
|
22,900
|
|
Masco Corp.
|
|
|
446,321
|
|
|
|
|
|
|
|
|
|
|
|
|
Capital Markets - 3.51%
|
|
|
|
|
|
26,400
|
|
Ameriprise Financial, Inc.
|
|
|
2,135,232
|
|
|
172,100
|
|
E*TRADE Financial Corp. (b)
|
|
|
2,178,786
|
|
|
35,700
|
|
State Street Corp.
|
|
|
2,327,997
|
|
|
|
|
|
|
|
6,642,015
|
|
|
|
|
|
|
|
|
|
|
|
|
Chemicals - 2.57%
|
|
|
|
|
|
40,400
|
|
E.I. du Pont de Nemours & Co.
|
|
|
2,121,000
|
|
|
42,700
|
|
Rockwood Holdings, Inc.
|
|
|
2,734,081
|
|
|
|
|
|
|
|
4,855,081
|
|
|
|
|
|
|
|
|
|
|
|
|
Commercial Banks - 6.44%
|
|
|
|
|
|
153,600
|
|
Fifth Third Bancorp (a)
|
|
|
2,772,480
|
|
|
244,300
|
|
First Niagara Financial Group, Inc.
|
|
|
2,460,101
|
|
|
41,200
|
|
PNC Financial Services Group, Inc.
|
|
|
3,004,304
|
|
|
95,600
|
|
Wells Fargo & Co.
|
|
|
3,945,412
|
|
|
|
|
|
|
|
12,182,297
|
|
|
|
|
|
|
|
|
|
|
|
|
Construction Materials - 1.24%
|
|
|
|
|
|
115,500
|
|
CRH Plc - ADR (a)
|
|
|
2,345,805
|
|
|
|
|
|
|
|
|
|
|
|
|
Consumer Finance - 7.90%
|
|
|
|
|
|
41,000
|
|
American Express Co.
|
|
|
3,065,160
|
|
|
83,500
|
|
Capital One Financial Corp.
|
|
|
5,244,635
|
|
|
49,800
|
|
Discover Financial Services
|
|
|
2,372,472
|
|
|
185,800
|
|
SLM Corp.
|
|
|
4,247,388
|
|
|
|
|
|
|
|
14,929,655
|
|
|
|
|
|
|
|
|
|
|
|
|
Diversified Financial Services - 6.53%
|
|
|
|
|
|
257,600
|
|
Bank of America Corp.
|
|
|
3,312,736
|
|
|
98,980
|
|
Citigroup, Inc.
|
|
|
4,748,071
|
|
|
81,300
|
|
JPMorgan Chase & Co.
|
|
|
4,291,827
|
|
|
|
|
|
|
|
12,352,634
|
|
|
|
|
|
|
|
|
|
|
|
|
Diversified Telecommunication Services - 2.44%
|
|
|
|
|
|
102,100
|
|
AT&T, Inc.
|
|
|
3,614,340
|
|
|
19,900
|
|
Verizon Communications, Inc.
|
|
|
1,001,766
|
|
|
|
|
|
|
|
4,616,106
|
|
|
|
|
|
|
|
|
|
|
|
|
Electrical Equipment - 2.86%
|
|
|
|
|
|
45,000
|
|
Eaton Corp. Plc
|
|
|
2,961,450
|
|
|
44,800
|
|
Emerson Electric Co.
|
|
|
2,443,392
|
|
|
|
|
|
|
|
5,404,842
|
|
|
|
|
|
|
|
|
|
|
|
|
Electronic Equipment & Instruments - 0.99%
|
|
|
|
|
|
64,100
|
|
Molex, Inc. (a)
|
|
|
1,880,694
|
|
|
|
|
|
|
|
|
|
|
|
|
Energy Equipment & Services - 2.51%
|
|
|
|
|
|
27,300
|
|
National Oilwell Varco, Inc.
|
|
|
1,880,970
|
|
|
70,500
|
|
SeaDrill Ltd. (a)
|
|
|
2,872,170
|
|
|
|
|
|
|
|
4,753,140
|
|
|
|
|
|
|
|
|
|
|
|
|
Food & Staples Retailing - 2.06%
|
|
|
|
|
|
24,900
|
|
CVS Caremark Corp.
|
|
|
1,423,782
|
|
|
56,100
|
|
Walgreen Co.
|
|
|
2,479,620
|
|
|
|
|
|
|
|
3,903,402
|
|
|
|
|
Gas Utilities - 0.30%
|
|
|
|
|
|
13,800
|
|
ONEOK, Inc.
|
|
|
570,078
|
|
|
|
|
|
|
|
|
|
|
|
|
Health Care Equipment & Supplies - 3.01%
|
|
|
|
|
|
31,700
|
|
Baxter International, Inc.
|
|
|
2,195,859
|
|
|
67,900
|
|
Medtronic, Inc.
|
|
|
3,494,813
|
|
|
|
|
|
|
|
5,690,672
|
|
|
|
|
|
|
|
|
|
|
|
|
Health Care Providers & Services - 6.32%
|
|
|
|
|
|
47,800
|
|
Cardinal Health, Inc.
|
|
|
2,256,160
|
|
|
28,600
|
|
CIGNA Corp.
|
|
|
2,073,214
|
|
|
62,500
|
|
Omnicare, Inc.
|
|
|
2,981,875
|
|
|
43,400
|
|
UnitedHealth Group, Inc.
|
|
|
2,841,832
|
|
|
22,000
|
|
WellPoint, Inc.
|
|
|
1,800,480
|
|
|
|
|
|
|
|
11,953,561
|
|
|
|
|
|
|
|
|
|
|
|
|
Hotels, Restaurants & Leisure - 4.25%
|
|
|
|
|
|
79,700
|
|
Carnival Corp. - ADR
|
|
|
2,732,913
|
|
|
151,600
|
|
International Game Technology
|
|
|
2,533,236
|
|
|
83,300
|
|
Royal Caribbean Cruises Ltd.
|
|
|
2,777,222
|
|
|
|
|
|
|
|
8,043,371
|
|
|
|
|
|
|
|
|
|
|
|
|
Household Durables - 1.38%
|
|
|
|
|
|
33,800
|
|
Stanley Black & Decker, Inc.
|
|
|
2,612,740
|
|
|
|
|
|
|
|
|
|
|
|
|
Industrial Conglomerates - 1.55%
|
|
|
|
|
|
88,700
|
|
Tyco International Ltd. - ADR
|
|
|
2,922,665
|
|
|
|
|
|
|
|
|
|
|
|
|
Insurance - 2.96%
|
|
|
|
|
|
74,600
|
|
American International Group, Inc. (b)
|
|
|
3,334,620
|
|
|
74,600
|
|
XL Group Plc
|
|
|
2,261,872
|
|
|
|
|
|
|
|
5,596,492
|
|
|
|
|
|
|
|
|
|
|
|
|
Leisure Equipment & Products - 0.72%
|
|
|
|
|
|
30,200
|
|
Hasbro, Inc. (a)
|
|
|
1,353,866
|
|
|
|
|
|
|
|
|
|
|
|
|
Machinery - 4.76%
|
|
|
|
|
|
28,300
|
|
Illinois Tool Works, Inc.
|
|
|
1,957,511
|
|
|
30,650
|
|
ITT Corp.
|
|
|
901,417
|
|
|
61,989
|
|
Pentair Ltd.
|
|
|
3,576,145
|
|
|
35,700
|
|
SPX Corp.
|
|
|
2,569,686
|
|
|
|
|
|
|
|
9,004,759
|
|
|
|
|
|
|
|
|
|
|
|
|
Multiline Retail - 1.51%
|
|
|
|
|
|
41,400
|
|
Target Corp.
|
|
|
2,850,804
|
|
|
|
|
|
|
|
|
|
|
|
|
Oil & Gas - 6.84%
|
|
|
|
|
|
64,400
|
|
BP Plc - ADR
|
|
|
2,688,056
|
|
|
41,400
|
|
ConocoPhillips
|
|
|
2,504,700
|
|
|
89,100
|
|
Marathon Oil Corp.
|
|
|
3,081,078
|
|
|
31,800
|
|
Occidental Petroleum Corp.
|
|
|
2,837,514
|
|
|
30,850
|
|
Phillips 66
|
|
|
1,817,373
|
|
|
|
|
|
|
|
12,928,721
|
|
|
|
|
|
|
|
|
|
|
|
|
Pharmaceuticals - 5.24%
|
|
|
|
|
|
33,100
|
|
Johnson & Johnson
|
|
|
2,841,966
|
|
|
41,700
|
|
Merck & Co., Inc.
|
|
|
1,936,965
|
|
|
96,800
|
|
Pfizer, Inc.
|
|
|
2,711,368
|
|
|
46,800
|
|
Sanofi Aventis - ADR
|
|
|
2,410,668
|
|
|
|
|
|
|
|
9,900,967
|
|
|
|
|
|
|
|
|
|
|
|
|
Semiconductor & Semiconductor Equipment - 2.84%
|
|
|
|
|
|
72,100
|
|
Microchip Technology, Inc. (a)
|
|
|
2,685,725
|
|
|
76,800
|
|
Texas Instruments, Inc.
|
|
|
2,678,016
|
|
|
|
|
|
|
|
5,363,741
|
|
|
|
|
|
|
|
|
|
|
|
|
Software - 2.82%
|
|
|
|
|
|
81,200
|
|
CA, Inc.
|
|
|
2,324,756
|
|
|
86,900
|
|
Microsoft Corp.
|
|
|
3,000,657
|
|
|
|
|
|
|
|
5,325,413
|
|
|
|
|
|
|
|
|
|
|
|
|
Specialty Retail - 0.81%
|
|
|
|
|
|
40,900
|
|
Rent-A-Center, Inc.
|
|
|
1,535,795
|
|
|
|
|
|
|
|
|
|
|
|
|
Textiles, Apparel & Luxury Goods - 1.50%
|
|
|
|
|
|
55,100
|
|
Hanesbrands, Inc. (b)
|
|
|
2,833,242
|
|
|
|
|
Thrifts & Mortgage Finance - 3.06%
|
|
|
|
|
|
195,200
|
|
New York Community Bancorp, Inc. (a)
|
|
|
2,732,800
|
|
|
205,200
|
|
People’s United Financial, Inc. (a)
|
|
|
3,057,480
|
|
|
|
|
|
|
|
5,790,280
|
|
|
|
|
|
|
|
|
|
|
|
|
Tobacco - 2.68%
|
|
|
|
|
|
77,200
|
|
Altria Group, Inc.
|
|
|
2,701,228
|
|
|
27,300
|
|
Philip Morris International, Inc.
|
|
|
2,364,726
|
|
|
|
|
|
|
|
5,065,954
|
|
|
|
|
Total Common Stocks (Cost $142,056,316)
|
|
|
188,928,458
|
|
|
|
|
|
|
|
|
|
|
|
|
SHORT TERM INVESTMENTS - 0.01%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Money Market Funds - 0.01%
|
|
|
|
|
|
24,987
|
|
Federated Prime Obligations Fund
|
|
|
24,987
|
|
|
|
|
Total Short Term Investments (Cost $24,987)
|
|
|
24,987
|
|
|
|
|
|
|
|
|
|
|
|
|
INVESTMENTS PURCHASED AS SECURITIES LENDING COLLATERAL - 5.90%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Money Market Funds - 5.85%
|
|
|
|
|
|
11,048,819
|
|
First American Government Obligations Fund
|
|
|
11,048,819
|
|
|
23,460
|
|
Reserve Primary Fund (c)
|
|
|
906
|
|
|
|
|
Total Money Market Funds (Cost $11,069,062)
|
|
|
11,049,725
|
|
Principal
Amount
|
|
|
|
|
|
|
|
|
|
Cash - 0.05%
|
|
|
|
|
$
|
97,579
|
|
Cash
|
|
|
97,579
|
|
|
|
|
Total Cash (Cost $97,579)
|
|
|
97,579
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments Purchased as Securities Lending Collateral (Cost $11,166,641)
|
|
|
11,147,304
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments (Cost $153,247,944) - 105.84%
|
|
|
200,100,749
|
|
|
|
|
Liabilities in Excess of Other Assets - (5.84)%
|
|
|
(11,046,580
|
)
|
|
|
|
TOTAL NET ASSETS - 100.00%
|
|
$
|
189,054,169
|
|
Percentages are stated as a percent of net assets.
ADR
|
|
American Depositary Receipt
|
(a)
|
|
All or portion of this security is on loan.
|
(b)
|
|
Non-income producing security.
|
(c)
|
|
As of June 30, 2013, the Fund has fair
valued this security and deemed it illiquid. The value of this security was $906, which represents 0.00% of total net assets.
|
|
|
|
|
|
The cost basis of investments for federal income tax purposes at June 30, 2013 was as follows*:
|
Cost of investments
|
|
$
|
153,247,944
|
|
Gross unrealized appreciation
|
|
|
47,576,661
|
|
Gross unrealized depreciation
|
|
|
(723,856
|
)
|
Net unrealized appreciation
|
|
$
|
46,852,805
|
|
|
*
|
Because
tax adjustments are calculated annually, the above table does not reflect tax adjustments. For the previous
fiscal year’s
federal income tax information, please refer to the Notes to Financial Statements section in the Fund’s most recent
semi-annual or annual report.
|
GuideMark
SM
Small/Mid Cap Core Fund
Schedule of Investments
June 30, 2013 (Unaudited)
Number of
Shares
|
|
|
|
Value
|
|
|
|
|
COMMON STOCKS - 94.04%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Aerospace & Defense - 2.39%
|
|
|
|
|
|
14,700
|
|
BE Aerospace, Inc. (b)
|
|
$
|
927,276
|
|
|
10,720
|
|
Triumph Group, Inc.
|
|
|
848,488
|
|
|
|
|
|
|
|
1,775,764
|
|
|
|
|
|
|
|
|
|
|
|
|
Airlines - 1.25%
|
|
|
|
|
|
7,100
|
|
Copa Holdings SA
|
|
|
930,952
|
|
|
|
|
|
|
|
|
|
|
|
|
Biotechnology - 4.03%
|
|
|
|
|
|
15,900
|
|
Amarin Corp. - ADR (a)(b)
|
|
|
92,220
|
|
|
34,180
|
|
Ariad Pharmaceuticals, Inc. (b)
|
|
|
597,808
|
|
|
5,980
|
|
BioMarin Pharmaceutical, Inc. (b)
|
|
|
333,624
|
|
|
12,620
|
|
Coronado Biosciences, Inc. (b)
|
|
|
108,532
|
|
|
14,240
|
|
Medivation, Inc. (b)
|
|
|
700,608
|
|
|
8,310
|
|
Onyx Pharmaceuticals, Inc. (b)
|
|
|
721,474
|
|
|
3,080
|
|
Pharmacyclics, Inc. (b)
|
|
|
244,768
|
|
|
14,530
|
|
Repligen Corp. (b)
|
|
|
119,727
|
|
|
15,540
|
|
Sunesis Pharmaceuticals, Inc. (b)
|
|
|
80,964
|
|
|
|
|
|
|
|
2,999,725
|
|
|
|
|
|
|
|
|
|
|
|
|
Building Products - 0.74%
|
|
|
|
|
|
14,170
|
|
Fortune Brands Home & Security, Inc. (b)
|
|
|
548,946
|
|
|
|
|
|
|
|
|
|
|
|
|
Capital Markets - 4.39%
|
|
|
|
|
|
44,360
|
|
FXCM, Inc.
|
|
|
727,948
|
|
|
22,600
|
|
Invesco Ltd.
|
|
|
718,680
|
|
|
33,890
|
|
Raymond James Financial, Inc.
|
|
|
1,456,592
|
|
|
10,710
|
|
Walter Investment Management Corp. (b)
|
|
|
362,105
|
|
|
|
|
|
|
|
3,265,325
|
|
|
|
|
|
|
|
|
|
|
|
|
Chemicals - 3.08%
|
|
|
|
|
|
11,080
|
|
Ashland, Inc.
|
|
|
925,180
|
|
|
18,580
|
|
Innospec, Inc.
|
|
|
746,545
|
|
|
9,610
|
|
Rockwood Holdings, Inc.
|
|
|
615,328
|
|
|
|
|
|
|
|
2,287,053
|
|
|
|
|
|
|
|
|
|
|
|
|
Commercial Banks - 6.64%
|
|
|
|
|
|
10,420
|
|
BBCN Bancorp, Inc.
|
|
|
148,172
|
|
|
29,272
|
|
CVB Financial Corp.
|
|
|
344,239
|
|
|
18,010
|
|
East West Bancorp, Inc.
|
|
|
495,275
|
|
|
63,480
|
|
FirstMerit Corp.
|
|
|
1,271,504
|
|
|
21,020
|
|
Hanmi Financial Corp. (b)
|
|
|
371,423
|
|
|
96,570
|
|
Huntington Bancshares, Inc.
|
|
|
760,972
|
|
|
18,750
|
|
Investors Bancorp, Inc.
|
|
|
395,250
|
|
|
11,640
|
|
SCBT Financial Corp.
|
|
|
586,540
|
|
|
6,790
|
|
SVB Financial Group (b)
|
|
|
565,743
|
|
|
|
|
|
|
|
4,939,118
|
|
|
|
|
|
|
|
|
|
|
|
|
Commercial Services & Supplies - 0.31%
|
|
|
|
|
|
7,620
|
|
Multi-Color Corp.
|
|
|
231,191
|
|
|
|
|
|
|
|
|
|
|
|
|
Communications Equipment - 3.99%
|
|
|
|
|
|
23,010
|
|
ADTRAN, Inc. (a)
|
|
|
566,276
|
|
|
50,800
|
|
Juniper Networks, Inc. (b)
|
|
|
980,948
|
|
|
20,910
|
|
NetGear, Inc. (b)
|
|
|
638,591
|
|
|
10,140
|
|
Palo Alto Networks, Inc. (b)
|
|
|
427,503
|
|
|
22,770
|
|
Riverbed Technology, Inc. (b)
|
|
|
354,301
|
|
|
|
|
|
|
|
2,967,619
|
|
|
|
|
|
|
|
|
|
|
|
|
Computers & Peripherals - 1.26%
|
|
|
|
|
|
28,480
|
|
NCR Corp. (b)
|
|
|
939,555
|
|
|
|
|
|
|
|
|
|
|
|
|
Construction & Engineering - 0.84%
|
|
|
|
|
|
19,320
|
|
KBR, Inc.
|
|
|
627,900
|
|
|
|
|
|
|
|
|
|
|
|
|
Construction Materials - 1.37%
|
|
|
|
|
|
6,770
|
|
Eagle Materials, Inc.
|
|
|
448,648
|
|
|
5,790
|
|
Martin Marietta Materials, Inc.
|
|
|
569,852
|
|
|
|
|
|
|
|
1,018,500
|
|
|
|
|
|
|
|
|
|
|
|
|
Consumer Finance - 0.61%
|
|
|
|
|
|
32,740
|
|
DFC Global Corp. (b)
|
|
|
452,139
|
|
|
|
|
Containers & Packaging - 1.81%
|
|
|
|
|
|
10,630
|
|
AptarGroup, Inc.
|
|
|
586,882
|
|
|
7,580
|
|
Rock-Tenn Co.
|
|
|
757,091
|
|
|
|
|
|
|
|
1,343,973
|
|
|
|
|
|
|
|
|
|
|
|
|
Diversified Financial Services - 0.93%
|
|
|
|
|
|
43,350
|
|
Interactive Brokers Group, Inc.
|
|
|
692,299
|
|
|
|
|
|
|
|
|
|
|
|
|
Electric Utilities - 1.94%
|
|
|
|
|
|
30,590
|
|
Great Plains Energy, Inc.
|
|
|
689,498
|
|
|
24,510
|
|
Portland General Electric Co.
|
|
|
749,761
|
|
|
|
|
|
|
|
1,439,259
|
|
|
|
|
|
|
|
|
|
|
|
|
Electrical Equipment - 1.72%
|
|
|
|
|
|
21,320
|
|
AMETEK, Inc.
|
|
|
901,836
|
|
|
3,360
|
|
InvenSense, Inc. (b)
|
|
|
51,677
|
|
|
5,020
|
|
Regal Beloit Corp.
|
|
|
325,497
|
|
|
|
|
|
|
|
1,279,010
|
|
|
|
|
|
|
|
|
|
|
|
|
Energy Equipment & Services - 2.38%
|
|
|
|
|
|
6,120
|
|
Dril-Quip, Inc. (b)
|
|
|
552,575
|
|
|
22,570
|
|
Forum Energy Technologies, Inc. (b)
|
|
|
686,805
|
|
|
9,290
|
|
Tidewater, Inc.
|
|
|
529,251
|
|
|
|
|
|
|
|
1,768,631
|
|
|
|
|
|
|
|
|
|
|
|
|
Food & Staples Retailing - 1.22%
|
|
|
|
|
|
16,810
|
|
United Natural Foods, Inc. (b)
|
|
|
907,572
|
|
|
|
|
|
|
|
|
|
|
|
|
Food Products - 0.92%
|
|
|
|
|
|
20,610
|
|
Hillshire Brands Co.
|
|
|
681,779
|
|
|
|
|
|
|
|
|
|
|
|
|
Gas Utilities - 1.35%
|
|
|
|
|
|
24,460
|
|
Atmos Energy Corp.
|
|
|
1,004,327
|
|
|
|
|
|
|
|
|
|
|
|
|
Health Care Equipment & Supplies - 0.96%
|
|
|
|
|
|
6,380
|
|
Haemonetics Corp. (b)
|
|
|
263,813
|
|
|
5,820
|
|
Teleflex, Inc.
|
|
|
450,992
|
|
|
|
|
|
|
|
714,805
|
|
|
|
|
|
|
|
|
|
|
|
|
Health Care Providers & Services - 2.03%
|
|
|
|
|
|
10,660
|
|
Air Methods Corp.
|
|
|
361,161
|
|
|
41,280
|
|
Health Management Associates, Inc., Class A (b)
|
|
|
648,922
|
|
|
7,410
|
|
Universal Health Services, Inc.
|
|
|
496,173
|
|
|
|
|
|
|
|
1,506,256
|
|
|
|
|
|
|
|
|
|
|
|
|
Hotels, Restaurants & Leisure - 1.81%
|
|
|
|
|
|
11,890
|
|
Darden Restaurants, Inc.
|
|
|
600,207
|
|
|
13,030
|
|
Wyndham Worldwide Corp.
|
|
|
745,707
|
|
|
|
|
|
|
|
1,345,914
|
|
|
|
|
|
|
|
|
|
|
|
|
Household Durables - 3.17%
|
|
|
|
|
|
33,090
|
|
D.R. Horton, Inc.
|
|
|
704,155
|
|
|
19,115
|
|
Jarden Corp. (b)
|
|
|
836,282
|
|
|
24,940
|
|
Toll Brothers, Inc. (b)
|
|
|
813,792
|
|
|
|
|
|
|
|
2,354,229
|
|
|
|
|
|
|
|
|
|
|
|
|
Industrial Conglomerates - 0.92%
|
|
|
|
|
|
11,030
|
|
Carlisle Companies, Inc.
|
|
|
687,279
|
|
|
|
|
|
|
|
|
|
|
|
|
Insurance - 5.19%
|
|
|
|
|
|
28,500
|
|
Axis Capital Holdings Ltd.
|
|
|
1,304,730
|
|
|
7,700
|
|
Platinum Underwriters Holdings Ltd.
|
|
|
440,594
|
|
|
15,620
|
|
Reinsurance Group of America
|
|
|
1,079,498
|
|
|
20,920
|
|
StanCorp Financial Group, Inc.
|
|
|
1,033,657
|
|
|
|
|
|
|
|
3,858,479
|
|
|
|
|
|
|
|
|
|
|
|
|
Internet & Catalog Retail - 0.85%
|
|
|
|
|
|
10,550
|
|
Expedia, Inc.
|
|
|
634,582
|
|
|
|
|
|
|
|
|
|
|
|
|
IT Services - 3.18%
|
|
|
|
|
|
21,870
|
|
ExlService Holdings, Inc. (b)
|
|
|
646,477
|
|
|
8,950
|
|
Fleetcor Technologies, Inc. (b)
|
|
|
727,635
|
|
|
40,550
|
|
Total System Services, Inc.
|
|
|
992,664
|
|
|
|
|
|
|
|
2,366,776
|
|
|
|
|
|
|
|
|
|
|
|
|
Leisure Equipment & Products - 1.11%
|
|
|
|
|
|
25,800
|
|
Brunswick Corp. (a)
|
|
|
824,310
|
|
|
|
|
|
|
|
|
|
|
|
|
Life Sciences Tools & Services - 0.79%
|
|
|
|
|
|
36,290
|
|
Bruker Corp. (b)
|
|
|
586,083
|
|
|
|
|
|
|
|
|
|
|
|
|
Machinery - 4.82%
|
|
|
|
|
|
14,160
|
|
Colfax Corp. (b)
|
|
|
737,877
|
|
|
11,970
|
|
Flowserve Corp. (a)
|
|
|
646,500
|
|
|
12,230
|
|
IDEX Corp.
|
|
|
658,096
|
|
|
11,900
|
|
Nordson Corp.
|
|
|
824,789
|
|
|
9,960
|
|
SPX Corp.
|
|
|
716,921
|
|
|
|
|
|
|
|
3,584,183
|
|
|
|
|
|
|
|
|
|
|
|
|
Media - 1.06%
|
|
|
|
|
|
43,910
|
|
Regal Entertainment Group (a)
|
|
|
785,989
|
|
|
|
|
|
|
|
|
|
|
|
|
Multi-Utilities - 1.48%
|
|
|
|
|
|
14,970
|
|
Alliant Energy Corp.
|
|
|
754,787
|
|
|
12,930
|
|
NRG Energy, Inc.
|
|
|
345,231
|
|
|
|
|
|
|
|
1,100,018
|
|
|
|
|
|
|
|
|
|
|
|
|
Oil & Gas - 3.44%
|
|
|
|
|
|
9,340
|
|
Berry Petroleum Co. (a)
|
|
|
395,269
|
|
|
6,980
|
|
Concho Resources, Inc. (b)
|
|
|
584,366
|
|
|
20,610
|
|
Diamondback Energy, Inc. (b)
|
|
|
686,725
|
|
|
26,870
|
|
Rex Energy Corp. (b)
|
|
|
472,375
|
|
|
14,890
|
|
Western Refining, Inc.
|
|
|
417,962
|
|
|
|
|
|
|
|
2,556,697
|
|
|
|
|
|
|
|
|
|
|
|
|
Personal Products - 1.04%
|
|
|
|
|
|
12,680
|
|
Nu Skin Enterprises, Inc.
|
|
|
775,002
|
|
|
|
|
|
|
|
|
|
|
|
|
Pharmaceuticals - 2.07%
|
|
|
|
|
|
21,430
|
|
Cempra Holdings, Inc. (b)
|
|
|
167,797
|
|
|
16,230
|
|
Endo Health Solutions, Inc. (b)
|
|
|
597,102
|
|
|
3,710
|
|
Salix Pharmaceuticals Ltd. (b)
|
|
|
245,416
|
|
|
8,900
|
|
Theravance, Inc. (a)(b)
|
|
|
342,917
|
|
|
9,500
|
|
Warner Chilcott Plc
|
|
|
188,860
|
|
|
|
|
|
|
|
1,542,092
|
|
|
|
|
|
|
|
|
|
|
|
|
Road & Rail - 1.01%
|
|
|
|
|
|
8,890
|
|
Genesee & Wyoming, Inc. (b)
|
|
|
754,228
|
|
|
|
|
|
|
|
|
|
|
|
|
Semiconductor & Semiconductor Equipment - 2.86%
|
|
|
|
|
|
19,620
|
|
Cavium, Inc. (b)
|
|
|
693,959
|
|
|
30,460
|
|
Monolithic Power Systems, Inc.
|
|
|
734,391
|
|
|
22,500
|
|
NXP Semiconductors NV (b)
|
|
|
697,050
|
|
|
|
|
|
|
|
2,125,400
|
|
|
|
|
|
|
|
|
|
|
|
|
Software - 2.66%
|
|
|
|
|
|
21,030
|
|
Bottomline Technologies, Inc. (b)
|
|
|
531,849
|
|
|
15,840
|
|
Guidewire Software, Inc. (a)(b)
|
|
|
666,072
|
|
|
13,990
|
|
Sourcefire, Inc. (a)(b)
|
|
|
777,144
|
|
|
|
|
|
|
|
1,975,065
|
|
|
|
|
|
|
|
|
|
|
|
|
Specialty Retail - 5.38%
|
|
|
|
|
|
9,290
|
|
Advance Auto Parts, Inc.
|
|
|
754,069
|
|
|
24,370
|
|
Foot Locker, Inc.
|
|
|
856,118
|
|
|
12,710
|
|
PetSmart, Inc.
|
|
|
851,443
|
|
|
6,670
|
|
Tractor Supply Co.
|
|
|
784,459
|
|
|
16,790
|
|
Vitamin Shoppe, Inc. (a)(b)
|
|
|
752,864
|
|
|
|
|
|
|
|
3,998,953
|
|
|
|
|
|
|
|
|
|
|
|
|
Textiles, Apparel & Luxury Goods - 1.65%
|
|
|
|
|
|
3,450
|
|
Lululemon Athletica, Inc. (b)
|
|
|
226,044
|
|
|
8,000
|
|
PVH Corp.
|
|
|
1,000,400
|
|
|
|
|
|
|
|
1,226,444
|
|
|
|
|
|
|
|
|
|
|
|
|
Thrifts & Mortgage Finance - 1.21%
|
|
|
|
|
|
23,990
|
|
Nationstar Mortgage Holdings, Inc. (a)(b)
|
|
|
898,186
|
|
|
|
|
|
|
|
|
|
|
|
|
Trading Companies & Distributors - 1.10%
|
|
|
|
|
|
12,010
|
|
Wesco International, Inc. (b)
|
|
|
816,200
|
|
|
|
|
|
|
|
|
|
|
|
|
Wireless Telecommunication Services - 1.08%
|
|
|
|
|
|
9,170
|
|
SBA Communications Corp. (b)
|
|
|
679,680
|
|
|
5,080
|
|
T-Mobile USA, Inc. (b)
|
|
|
126,035
|
|
|
|
|
|
|
|
805,715
|
|
|
|
|
Total Common Stocks (Cost $58,083,493)
|
|
|
69,923,522
|
|
|
|
|
|
|
|
|
|
|
|
|
REAL ESTATE INVESTMENT TRUSTS - 4.26%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Real Estate Investment Trusts - 4.26%
|
|
|
|
|
|
19,850
|
|
American Campus Communities, Inc.
|
|
|
807,101
|
|
|
46,280
|
|
Douglas Emmett, Inc. (a)
|
|
|
1,154,686
|
|
|
13,430
|
|
Extra Space Storage, Inc.
|
|
|
563,120
|
|
|
37,840
|
|
Redwood Trust, Inc. (a)
|
|
|
643,280
|
|
|
|
|
Total Real Estate Investment Trusts (Cost $2,550,843)
|
|
|
3,168,187
|
|
|
|
SHORT TERM INVESTMENTS - 1.47%
|
|
|
|
|
|
|
|
|
|
|
|
Money Market Funds - 1.47%
|
|
|
|
|
1,093,498
|
|
Federated Prime Obligations Fund
|
|
|
1,093,498
|
|
|
|
|
Total Short Term Investments (Cost $1,093,498)
|
|
|
1,093,498
|
|
|
|
|
|
|
|
|
|
|
|
|
INVESTMENTS PURCHASED AS SECURITIES LENDING COLLATERAL - 5.73%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Money Market Funds - 5.68%
|
|
|
|
|
|
4,221,463
|
|
First American Government Obligations Fund
|
|
|
4,221,463
|
|
|
6,386
|
|
Reserve Primary Fund (c)
|
|
|
247
|
|
|
|
|
Total Money Market Funds (Cost $4,226,970)
|
|
|
4,221,710
|
|
Principal
Amount
|
|
|
|
|
|
|
|
|
|
Cash - 0.05%
|
|
|
|
|
$
|
37,282
|
|
Cash
|
|
|
37,282
|
|
|
|
|
Total Cash (Cost $37,282)
|
|
|
37,282
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments Purchased as Securities Lending Collateral (Cost $4,264,252)
|
|
|
4,258,992
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments (Cost $65,992,086) - 105.50%
|
|
|
78,444,199
|
|
|
|
|
Liabilities in Excess of Other Assets - (5.50)%
|
|
|
(4,085,326
|
)
|
|
|
|
TOTAL NET ASSETS - 100.00%
|
|
$
|
74,358,873
|
|
Percentages are stated as a percent of net assets.
ADR
|
|
American Depositary Receipt
|
(a)
|
|
All or portion of this security is on loan.
|
(b)
|
|
Non-income producing security.
|
(c)
|
|
As of June 30, 2013, the Fund has fair
valued this security and deemed it illiquid. The value of this security was $247, which represents 0.00% of total net assets.
|
|
|
|
|
|
The cost basis of investments for federal income tax purposes at June 30, 2013 was as follows*:
|
Cost of investments
|
|
$
|
65,992,086
|
|
Gross unrealized appreciation
|
|
|
13,130,372
|
|
Gross unrealized depreciation
|
|
|
(678,259
|
)
|
Net unrealized appreciation
|
|
$
|
12,452,113
|
|
|
*
|
Because tax adjustments are calculated annually, the above table does not reflect tax adjustments. For the previous fiscal year’s federal income tax information, please refer to the Notes to Financial Statements section in the Fund’s most recent semi-annual or annual report.
|
GuideMark
SM
World ex-US Fund
Schedule of Investments
June 30, 2013 (Unaudited)
Number of
Shares
|
|
|
|
|
Value
|
|
|
|
|
|
COMMON STOCKS - 95.11%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Australia - 5.34%
|
|
|
|
|
|
17,535
|
|
|
Ansell Ltd.
|
|
$
|
282,483
|
|
|
114,109
|
|
|
Australia and New Zealand Banking Group Ltd.
|
|
|
2,962,207
|
|
|
12,653
|
|
|
BHP Billiton Ltd.
|
|
|
364,190
|
|
|
58,712
|
|
|
Boral Ltd.
|
|
|
224,653
|
|
|
36,256
|
|
|
CSL Ltd.
|
|
|
2,036,744
|
|
|
140,721
|
|
|
Fortescue Metals Group Ltd.
|
|
|
387,384
|
|
|
40,871
|
|
|
Goodman Group
|
|
|
181,712
|
|
|
34,855
|
|
|
Iluka Resources Ltd.
|
|
|
314,118
|
|
|
113,161
|
|
|
Incitec Pivot Ltd.
|
|
|
294,633
|
|
|
199,468
|
|
|
Mirvac Group
|
|
|
292,022
|
|
|
21,790
|
|
|
Rio Tinto Ltd.
|
|
|
1,044,297
|
|
|
1
|
|
|
SCA Property Group
|
|
|
1
|
|
|
150,161
|
|
|
SP AusNet
|
|
|
161,104
|
|
|
218,369
|
|
|
Spark Infrastructure Group
|
|
|
346,289
|
|
|
42,099
|
|
|
Suncorp Group Ltd.
|
|
|
457,243
|
|
|
98,303
|
|
|
Tatts Group Ltd.
|
|
|
283,966
|
|
|
124,119
|
|
|
Westfield Group
|
|
|
1,299,982
|
|
|
85,841
|
|
|
Westpac Banking Corp.
|
|
|
2,253,754
|
|
|
43,787
|
|
|
Woodside Petroleum Ltd.
|
|
|
1,394,529
|
|
|
56,260
|
|
|
Woolworths Ltd.
|
|
|
1,685,368
|
|
|
|
|
|
|
|
|
16,266,679
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Belgium - 1.65%
|
|
|
|
|
|
10,800
|
|
|
Ageas
|
|
|
378,953
|
|
|
25,777
|
|
|
Anheuser-Busch InBev NV
|
|
|
2,320,773
|
|
|
28,862
|
|
|
KBC Groep NV
|
|
|
1,075,952
|
|
|
1,100
|
|
|
ThromboGenics NV (b)
|
|
|
42,254
|
|
|
10,600
|
|
|
UCB SA
|
|
|
569,013
|
|
|
15,562
|
|
|
Umicore SA
|
|
|
646,206
|
|
|
|
|
|
|
|
|
5,033,151
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Bermuda - 0.20%
|
|
|
|
|
|
15,200
|
|
|
Seadrill Ltd.
|
|
|
612,201
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Brazil - 1.33%
|
|
|
|
|
|
64,200
|
|
|
Banco do Brasil SA
|
|
|
635,570
|
|
|
61,200
|
|
|
Cia de Saneamento Basico do Estado de Sau Paulo
|
|
|
631,926
|
|
|
11,300
|
|
|
Cielo SA
|
|
|
283,139
|
|
|
25,600
|
|
|
Cosan SA Industria e Comercio
|
|
|
493,563
|
|
|
39,500
|
|
|
Ez Tec Empreendimentos e Participacoes SA
|
|
|
482,033
|
|
|
20,000
|
|
|
Kroton Educacional SA
|
|
|
276,873
|
|
|
73,800
|
|
|
Petroleo Brasileiro SA
|
|
|
491,482
|
|
|
33,100
|
|
|
Qualicorp SA (b)
|
|
|
252,031
|
|
|
65,700
|
|
|
Tim Participacoes SA
|
|
|
240,852
|
|
|
11,400
|
|
|
Ultrapar Participacoes SA
|
|
|
272,157
|
|
|
|
|
|
|
|
|
4,059,626
|
|
|
|
|
|
Canada - 7.22%
|
|
|
|
|
|
33,000
|
|
|
Alamos Gold, Inc. (b)
|
|
|
399,753
|
|
|
21,300
|
|
|
Alimentation Couche Tard, Inc. (b)
|
|
|
1,263,782
|
|
|
39,600
|
|
|
Canadian Natural Resources Ltd. (b)
|
|
|
1,116,421
|
|
|
11,300
|
|
|
Canadian Pacific Railway Ltd. (b)
|
|
|
1,370,247
|
|
|
38,800
|
|
|
Cenovus Energy, Inc. (b)
|
|
|
1,106,780
|
|
|
11,000
|
|
|
Dollarama, Inc. (b)
|
|
|
769,906
|
|
|
74,920
|
|
|
Eldorado Gold Corp. (b)
|
|
|
463,753
|
|
|
11,000
|
|
|
Franco Nevada Corp.
|
|
|
393,791
|
|
|
19,400
|
|
|
Goldcorp, Inc. (b)
|
|
|
481,818
|
|
|
9,600
|
|
|
Keyera Corp (b)
|
|
|
516,284
|
|
|
14,900
|
|
|
Magna International, Inc. (b)
|
|
|
1,060,582
|
|
|
74,200
|
|
|
Manulife Financial Corp. (b)
|
|
|
1,187,398
|
|
|
16,900
|
|
|
National Bank Of Canada (b)
|
|
|
1,205,834
|
|
|
10,600
|
|
|
Open Text Corp. (b)
|
|
|
724,674
|
|
|
13,900
|
|
|
Peyto Exploration & Development Corp. (b)
|
|
|
401,788
|
|
|
13,800
|
|
|
Research In Motion Ltd. (b)
|
|
|
145,387
|
|
|
38,400
|
|
|
Royal Bank Of Canada (b)
|
|
|
2,237,475
|
|
|
32,500
|
|
|
Sun Life Financial, Inc. (b)
|
|
|
962,608
|
|
|
50,900
|
|
|
Suncor Energy, Inc. (b)
|
|
|
1,500,333
|
|
|
50,900
|
|
|
Talisman Energy, Inc. (b)
|
|
|
580,774
|
|
|
25,800
|
|
|
Toronto-Dominion Bank (b)
|
|
|
2,072,194
|
|
|
11,500
|
|
|
Tourmaline Oil Corp. (b)
|
|
|
460,678
|
|
|
18,300
|
|
|
Valeant Pharmaceuticals International, Inc. (b)
|
|
|
1,577,868
|
|
|
|
|
|
|
|
|
22,000,128
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Cayman Islands - 1.40%
|
|
|
|
|
|
183,000
|
|
|
Lifestyle International Holdings Ltd.
|
|
|
381,955
|
|
|
225,000
|
|
|
Sands China Ltd.
|
|
|
1,051,441
|
|
|
616,000
|
|
|
Sino Biophamaceutical
|
|
|
397,937
|
|
|
44,900
|
|
|
Tencent Holdings Ltd.
|
|
|
1,753,221
|
|
|
42,000
|
|
|
TPK Holding Co. Ltd.
|
|
|
668,127
|
|
|
|
|
|
|
|
|
4,252,681
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Chile - 0.22%
|
|
|
|
|
|
500,900
|
|
|
Aguas Andinas SA
|
|
|
356,807
|
|
|
5,147,500
|
|
|
Banco Santander Chile
|
|
|
316,621
|
|
|
|
|
|
|
|
|
673,428
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
China - 2.30%
|
|
|
|
|
|
1,312,000
|
|
|
Bank of China Ltd.
|
|
|
537,480
|
|
|
1,993,000
|
|
|
China Construction Bank Corp.
|
|
|
1,400,518
|
|
|
508,000
|
|
|
China National Building Material Co. Ltd.
|
|
|
451,912
|
|
|
412,000
|
|
|
China Oilfield Services Ltd.
|
|
|
801,293
|
|
|
203,400
|
|
|
China Pacific Insurance Group Co. Ltd.
|
|
|
644,835
|
|
|
1,001,000
|
|
|
China Petroleum & Chemical Corp.
|
|
|
700,464
|
|
|
365,500
|
|
|
China Railway Construction Corp. Ltd.
|
|
|
316,071
|
|
|
158,500
|
|
|
Great Wall Motor Co. Ltd.
|
|
|
678,331
|
|
|
642,000
|
|
|
Guangshen Railway Co. Ltd.
|
|
|
257,632
|
|
|
180,000
|
|
|
Kingsoft Corp. Ltd.
|
|
|
296,000
|
|
|
584,000
|
|
|
Petrochina Co.
|
|
|
633,264
|
|
|
200,000
|
|
|
Want Want China Holdings Ltd.
|
|
|
280,329
|
|
|
|
|
|
|
|
|
6,998,129
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Colombia - 0.06%
|
|
|
|
|
|
12,610
|
|
|
Bancolombia SA
|
|
|
173,235
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Czech Republic - 0.22%
|
|
|
|
|
|
3,650
|
|
|
Komercni Banka AS
|
|
|
677,569
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Denmark - 1.37%
|
|
|
|
|
|
96
|
|
|
A.P. Moller - Maersk Group
|
|
|
686,747
|
|
|
16,752
|
|
|
Novo Nordisk A/S
|
|
|
2,604,307
|
|
|
110,500
|
|
|
TDC A/S
|
|
|
895,555
|
|
|
|
|
|
|
|
|
4,186,609
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Finland - 0.33%
|
|
|
|
|
|
71,400
|
|
|
Nokia OYJ
|
|
|
266,174
|
|
|
19,300
|
|
|
Sampo OYJ
|
|
|
751,535
|
|
|
|
|
|
|
|
|
1,017,709
|
|
|
|
|
|
France - 7.18%
|
|
|
|
|
|
12,461
|
|
|
Alstom SA
|
|
|
408,766
|
|
|
8,500
|
|
|
Arkema SA
|
|
|
779,151
|
|
|
4,635
|
|
|
AtoS
|
|
|
344,463
|
|
|
25,503
|
|
|
BNP Paribas SA
|
|
|
1,396,156
|
|
|
32,082
|
|
|
Carrefour SA
|
|
|
881,181
|
|
|
2,625
|
|
|
Christian Dior SA
|
|
|
424,075
|
|
|
14,700
|
|
|
Legrand SA
|
|
|
681,565
|
|
|
2,900
|
|
|
L’Oreal SA
|
|
|
476,712
|
|
|
7,486
|
|
|
LVMH Moet Hennessy Louis Vuitton SA
|
|
|
1,215,379
|
|
|
4,900
|
|
|
Pernod-Ricard SA
|
|
|
543,868
|
|
|
5,150
|
|
|
PPR SA
|
|
|
1,047,954
|
|
|
6,200
|
|
|
Publicis Groupe SA
|
|
|
441,556
|
|
|
13,000
|
|
|
Renault SA
|
|
|
875,643
|
|
|
19,130
|
|
|
Safran SA
|
|
|
998,703
|
|
|
43,540
|
|
|
Sanofi-Aventis SA
|
|
|
4,501,166
|
|
|
19,645
|
|
|
Schneider Electric SA
|
|
|
1,426,744
|
|
|
7,428
|
|
|
Societe Generale SA
|
|
|
255,637
|
|
|
2,900
|
|
|
Sodexo
|
|
|
241,585
|
|
|
7,400
|
|
|
Technip SA
|
|
|
752,075
|
|
|
36,665
|
|
|
Total SA
|
|
|
1,790,826
|
|
|
15,080
|
|
|
Vinci SA
|
|
|
756,417
|
|
|
85,843
|
|
|
Vivendi SA
|
|
|
1,626,855
|
|
|
|
|
|
|
|
|
21,866,477
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Germany - 5.84%
|
|
|
|
|
|
6,500
|
|
|
Adidas AG
|
|
|
702,639
|
|
|
15,034
|
|
|
Allianz SE
|
|
|
2,194,371
|
|
|
7,588
|
|
|
BASF SE
|
|
|
676,797
|
|
|
26,417
|
|
|
Bayer AG
|
|
|
2,812,619
|
|
|
7,171
|
|
|
Beiersdorf AG
|
|
|
624,655
|
|
|
3,500
|
|
|
Brenntag AG
|
|
|
531,971
|
|
|
8,979
|
|
|
Daimler AG
|
|
|
542,049
|
|
|
5,300
|
|
|
Fresenius SE & Co. KGaA
|
|
|
652,324
|
|
|
19,929
|
|
|
GEA Group AG
|
|
|
705,627
|
|
|
9,832
|
|
|
HeidelbergCement AG
|
|
|
658,749
|
|
|
6,677
|
|
|
Henkel AG & Co. KGaA
|
|
|
522,940
|
|
|
32,900
|
|
|
Infineon Technologies AG
|
|
|
275,402
|
|
|
14,921
|
|
|
Lanxess AG
|
|
|
898,571
|
|
|
7,507
|
|
|
Linde AG
|
|
|
1,398,903
|
|
|
27,427
|
|
|
SAP AG
|
|
|
2,002,792
|
|
|
42,400
|
|
|
Sky Deutschland AG (b)
|
|
|
294,502
|
|
|
18,600
|
|
|
ThyssenKrupp AG
|
|
|
364,601
|
|
|
9,629
|
|
|
Volkswagen AG
|
|
|
1,944,890
|
|
|
|
|
|
|
|
|
17,804,402
|
|
|
|
|
|
Hong Kong - 3.64%
|
|
|
|
|
|
374,000
|
|
|
AIA Group Ltd.
|
|
|
1,575,662
|
|
|
70,500
|
|
|
BOC Hong Kong Holdings Ltd.
|
|
|
215,666
|
|
|
158,000
|
|
|
Cathay Pacific Airways Ltd.
|
|
|
274,944
|
|
|
85,500
|
|
|
China Mobile Ltd.
|
|
|
885,511
|
|
|
308,000
|
|
|
China Resources Land Ltd.
|
|
|
836,789
|
|
|
158,000
|
|
|
China Resources Power Holdings Co. Ltd.
|
|
|
377,515
|
|
|
303,000
|
|
|
CNOOC Ltd.
|
|
|
507,500
|
|
|
135,000
|
|
|
COSCO Pacific Ltd.
|
|
|
173,998
|
|
|
165,000
|
|
|
Galaxy Entertainment Group Ltd. (b)
|
|
|
801,477
|
|
|
42,000
|
|
|
Hengan International Group Co. Ltd.
|
|
|
456,334
|
|
|
70,000
|
|
|
Hongkong Land Holdings Ltd.
|
|
|
479,287
|
|
|
79,000
|
|
|
Hysan Development Co. Ltd.
|
|
|
341,054
|
|
|
964,000
|
|
|
Industrial & Commercial Bank of China
|
|
|
604,170
|
|
|
196,000
|
|
|
Kunlun Energy Co. Ltd.
|
|
|
346,000
|
|
|
102,500
|
|
|
KWG Property Holding Ltd.
|
|
|
53,273
|
|
|
416,000
|
|
|
Noble Group Ltd.
|
|
|
316,383
|
|
|
50,500
|
|
|
Orient Overseas International Ltd.
|
|
|
323,482
|
|
|
636,000
|
|
|
Skyworth Digital Holdings Ltd.
|
|
|
319,250
|
|
|
100,000
|
|
|
Sun Hung Kai Properties Ltd.
|
|
|
1,284,204
|
|
|
28,000
|
|
|
Swire Pacific Ltd.
|
|
|
337,352
|
|
|
51,000
|
|
|
Wheelock & Co. Ltd.
|
|
|
254,457
|
|
|
36,493
|
|
|
Wing Hang Bank Ltd.
|
|
|
326,404
|
|
|
|
|
|
|
|
|
11,090,712
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Indonesia - 0.64%
|
|
|
|
|
|
1,027,000
|
|
|
Bank Rakyat Indonesia Persero Tbk PT
|
|
|
797,362
|
|
|
80,500
|
|
|
PT Gudang Garam Tbk
|
|
|
409,275
|
|
|
394,500
|
|
|
Telekomunikasi Indonesia Persero Tbk PT
|
|
|
439,338
|
|
|
597,500
|
|
|
Tower Bersama Infrastructure Tbk PT (b)
|
|
|
312,018
|
|
|
|
|
|
|
|
|
1,957,993
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Ireland - 0.09%
|
|
|
|
|
|
32,560
|
|
|
James Hardie Industries Plc
|
|
|
279,591
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Italy - 0.60%
|
|
|
|
|
|
352,417
|
|
|
Enel S.p.A.
|
|
|
1,105,867
|
|
|
73,800
|
|
|
Finmeccanica S.p.A. (b)
|
|
|
369,217
|
|
|
66,421
|
|
|
Mediobanca S.p.A.
|
|
|
345,439
|
|
|
|
|
|
|
|
|
1,820,523
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Japan - 15.52%
|
|
|
|
|
|
8,000
|
|
|
AEON Financial Service Co. Ltd.
|
|
|
226,619
|
|
|
14,100
|
|
|
Aeon Mall Co. Ltd.
|
|
|
349,792
|
|
|
32,000
|
|
|
Ajinomoto Co., Inc.
|
|
|
469,416
|
|
|
72,000
|
|
|
Asahi Glass Co. Ltd.
|
|
|
466,689
|
|
|
62,000
|
|
|
Asahi Kasei Corp.
|
|
|
409,084
|
|
|
19,800
|
|
|
Astellas Pharma, Inc.
|
|
|
1,075,617
|
|
|
27,000
|
|
|
Bridgestone Corp.
|
|
|
920,706
|
|
|
12,400
|
|
|
Credit Saison Co.
|
|
|
311,576
|
|
|
12,000
|
|
|
Daiichi Sankyo Co. Ltd.
|
|
|
199,978
|
|
|
7,200
|
|
|
Daikin Industries Ltd.
|
|
|
291,023
|
|
|
5,300
|
|
|
Daito Trust Construction Co. Ltd.
|
|
|
499,365
|
|
|
8,000
|
|
|
Dentsu, Inc.
|
|
|
276,757
|
|
|
5,900
|
|
|
Don Quijote Co. Ltd.
|
|
|
286,412
|
|
|
14,800
|
|
|
East Japan Railway Co.
|
|
|
1,151,922
|
|
|
36,000
|
|
|
Fuji Heavy Industries Ltd.
|
|
|
888,992
|
|
|
9,300
|
|
|
Hitachi High-Technologies Corp.
|
|
|
224,276
|
|
|
154,000
|
|
|
Hitachi Ltd.
|
|
|
986,755
|
|
|
35,900
|
|
|
Honda Motor Co. Ltd.
|
|
|
1,333,664
|
|
|
108
|
|
|
Inpex Corp.
|
|
|
448,870
|
|
|
42,100
|
|
|
ITOCHU Corp.
|
|
|
486,840
|
|
|
3,000
|
|
|
Japan Airlines Co. Ltd.
|
|
|
154,442
|
|
|
47,700
|
|
|
Japan Tobacco, Inc.
|
|
|
1,683,693
|
|
|
17,600
|
|
|
JFE Holdings, Inc.
|
|
|
385,580
|
|
|
29,900
|
|
|
JS Group Corp.
|
|
|
728,086
|
|
|
12,000
|
|
|
JSR Corp.
|
|
|
242,804
|
|
|
31,800
|
|
|
JTEKT Corporation
|
|
|
356,442
|
|
|
70,500
|
|
|
JX Holdings, Inc.
|
|
|
340,403
|
|
|
99,000
|
|
|
Kawasaki Heavy Industries, Ltd.
|
|
|
303,830
|
|
|
18,400
|
|
|
KDDI Corp.
|
|
|
958,152
|
|
|
8,700
|
|
|
Komatsu Ltd.
|
|
|
200,378
|
|
|
21,000
|
|
|
Kubota Corp.
|
|
|
305,621
|
|
|
4,000
|
|
|
Kyocera Corp.
|
|
|
406,983
|
|
|
8,100
|
|
|
Makita Corp.
|
|
|
435,475
|
|
|
106,000
|
|
|
Mitsubishi Electric Corp.
|
|
|
990,475
|
|
|
35,000
|
|
|
Mitsubishi Gas Chemical Co., Inc.
|
|
|
256,606
|
|
|
239,900
|
|
|
Mitsubishi UFJ Financial Group, Inc.
|
|
|
1,481,591
|
|
|
83,100
|
|
|
Mitsubishi UFJ Lease & Finance Co. Ltd.
|
|
|
394,271
|
|
|
16,000
|
|
|
Mitsui Fudosan Co. Ltd.
|
|
|
470,401
|
|
|
32,800
|
|
|
MS&AD Insurance Group Holdings
|
|
|
830,830
|
|
|
8,900
|
|
|
Murata Manufacturing Co. Ltd.
|
|
|
676,978
|
|
|
113,000
|
|
|
Nippon Steel & Sumitomo Metal Corp.
|
|
|
304,450
|
|
|
90,800
|
|
|
Nissan Motor Co.
|
|
|
910,053
|
|
|
5,250
|
|
|
Nitori Holdings Co. Ltd.
|
|
|
422,673
|
|
|
14,000
|
|
|
Nitto Denko Corp.
|
|
|
897,899
|
|
|
31,200
|
|
|
Nomura Holdings, Inc.
|
|
|
229,656
|
|
|
9,700
|
|
|
Olympus Corp.
|
|
|
294,758
|
|
|
7,100
|
|
|
OMRON Corp.
|
|
|
211,672
|
|
|
109,600
|
|
|
ORIX Corp.
|
|
|
1,495,681
|
|
|
67,800
|
|
|
Rakuten, Inc.
|
|
|
801,734
|
|
|
23,000
|
|
|
Rohto Pharmaceutical Co. Ltd.
|
|
|
326,305
|
|
|
4,500
|
|
|
Santen Pharmaceutical Co. Ltd.
|
|
|
194,737
|
|
|
27,800
|
|
|
Sega Sammy Holdings, Inc.
|
|
|
696,616
|
|
|
29,900
|
|
|
Seven & I Holdings Co. Ltd.
|
|
|
1,095,038
|
|
|
10,100
|
|
|
Shin-Etsu Chemical Co. Ltd.
|
|
|
668,471
|
|
|
19,700
|
|
|
Shinko Electric Industries Co. Ltd.
|
|
|
231,419
|
|
|
381,000
|
|
|
Shinsei Bank
|
|
|
865,194
|
|
|
12,700
|
|
|
Shionogi & Co. Ltd.
|
|
|
264,838
|
|
|
37,500
|
|
|
Softbank Corp.
|
|
|
2,182,873
|
|
|
62,700
|
|
|
Sumitomo Electric Industries Ltd.
|
|
|
746,384
|
|
|
50,500
|
|
|
Sumitomo Mitsui Financial Group, Inc.
|
|
|
2,311,539
|
|
|
173,000
|
|
|
Sumitomo Mitsui Trust Holdings, Inc.
|
|
|
807,193
|
|
|
15,600
|
|
|
Sumitomo Rubber Industries Ltd.
|
|
|
254,656
|
|
|
15,200
|
|
|
Suzuki Motor Corp.
|
|
|
350,365
|
|
|
104,200
|
|
|
The Kansai Electric Power Co., Inc.
|
|
|
1,426,322
|
|
|
11,700
|
|
|
Tokio Marine Holdings, Inc.
|
|
|
369,193
|
|
|
3,300
|
|
|
Tokyo Electron Ltd.
|
|
|
166,846
|
|
|
36,000
|
|
|
Tokyo Tatemono Co.
|
|
|
299,558
|
|
|
62,000
|
|
|
Toray Industries, Inc.
|
|
|
400,622
|
|
|
135,000
|
|
|
Toshiba Corp.
|
|
|
647,133
|
|
|
55,700
|
|
|
Toyota Motor Corp.
|
|
|
3,359,704
|
|
|
13,000
|
|
|
West Japan Railway Co.
|
|
|
551,334
|
|
|
1,224
|
|
|
Yahoo Japan Corp.
|
|
|
602,716
|
|
|
|
|
|
|
|
|
47,295,026
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Jersey - 0.50%
|
|
|
|
|
|
12,550
|
|
|
Wolseley Plc
|
|
|
579,055
|
|
|
55,864
|
|
|
WPP Plc
|
|
|
954,879
|
|
|
|
|
|
|
|
|
1,533,934
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Luxembourg - 0.11%
|
|
|
|
|
|
3,900
|
|
|
RTL Group SA
|
|
|
320,743
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Malaysia - 0.44%
|
|
|
|
|
|
205,600
|
|
|
CIMB Group Holdings Bhd
|
|
|
535,965
|
|
|
267,300
|
|
|
DiGi.Com Bhd
|
|
|
402,013
|
|
|
277,400
|
|
|
Gamuda Bhd
|
|
|
415,608
|
|
|
|
|
|
|
|
|
1,353,586
|
|
|
|
|
|
Mexico - 1.07%
|
|
|
|
|
|
217,200
|
|
|
Alfa SAB de CV
|
|
|
522,321
|
|
|
33,800
|
|
|
Alsea SAB de CV
|
|
|
80,447
|
|
|
484,600
|
|
|
America Movil SAB de CV
|
|
|
527,331
|
|
|
211,400
|
|
|
Cemex SAB de CV (b)
|
|
|
224,167
|
|
|
70,700
|
|
|
Fomento Economico Mexicano SAB de CV
|
|
|
732,238
|
|
|
17,400
|
|
|
Fresnillo Plc
|
|
|
234,916
|
|
|
124,900
|
|
|
Grupo Mexico SAB de CV
|
|
|
361,472
|
|
|
136,400
|
|
|
Mexichem SAB de CV
|
|
|
565,603
|
|
|
|
|
|
|
|
|
3,248,495
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Netherlands - 2.26%
|
|
|
|
|
|
163,000
|
|
|
AEGON NV
|
|
|
1,093,571
|
|
|
10,432
|
|
|
ASML Holding NV
|
|
|
823,506
|
|
|
34,683
|
|
|
Koninklijke Ahold NV
|
|
|
515,836
|
|
|
8,900
|
|
|
Koninklijke DSM NV
|
|
|
580,218
|
|
|
44,922
|
|
|
Koninklijke Philips Electronics NV
|
|
|
1,224,617
|
|
|
19,200
|
|
|
Randstad Holding NV
|
|
|
789,276
|
|
|
47,549
|
|
|
Unilever NV
|
|
|
1,871,724
|
|
|
|
|
|
|
|
|
6,898,748
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Nigeria - 0.03%
|
|
|
|
|
|
13,495
|
|
|
Guaranty Trust Bank Plc - ADR (b)
|
|
|
90,869
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Norway - 0.75%
|
|
|
|
|
|
20,580
|
|
|
Aker Solutions ASA
|
|
|
280,958
|
|
|
80,200
|
|
|
DNB ASA
|
|
|
1,163,434
|
|
|
41,520
|
|
|
Telenor ASA
|
|
|
824,713
|
|
|
|
|
|
|
|
|
2,269,105
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Philippines - 0.39%
|
|
|
|
|
|
1,462,700
|
|
|
Alliance Global Group, Inc.
|
|
|
786,374
|
|
|
115,660
|
|
|
Security Bank Corp.
|
|
|
404,437
|
|
|
|
|
|
|
|
|
1,190,811
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Republic of Korea - 3.38%
|
|
|
|
|
|
10,523
|
|
|
Daelim Industrial
|
|
|
793,204
|
|
|
18,130
|
|
|
DGB Financial Group, Inc.
|
|
|
246,419
|
|
|
13,300
|
|
|
Hana Financial Group, Inc.
|
|
|
384,790
|
|
|
18,380
|
|
|
Hynix Semiconductor, Inc. (b)
|
|
|
498,882
|
|
|
11,008
|
|
|
Hyundai Motor Co.
|
|
|
2,159,006
|
|
|
8,900
|
|
|
KB Financial Group, Inc.
|
|
|
263,953
|
|
|
17,490
|
|
|
Korea Electric Power Corp. (b)
|
|
|
402,288
|
|
|
46,703
|
|
|
Korean Reinsurance Co.
|
|
|
427,797
|
|
|
2,676
|
|
|
LG Chemical Ltd.
|
|
|
589,302
|
|
|
920
|
|
|
LG Household & Health Care Ltd.
|
|
|
448,128
|
|
|
515
|
|
|
Orion Corp.
|
|
|
429,110
|
|
|
2,644
|
|
|
POSCO
|
|
|
689,175
|
|
|
2,264
|
|
|
Samsung Electronics Co. Ltd.
|
|
|
2,646,218
|
|
|
10,660
|
|
|
Samsung Heavy Industries Co. Ltd.
|
|
|
331,704
|
|
|
|
|
|
|
|
|
10,309,976
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Russian Federation - 1.53%
|
|
|
|
|
|
18,090
|
|
|
Eurasia Drilling Co. Ltd.
|
|
|
672,785
|
|
|
41,805
|
|
|
Gazprom OAO - ADR (b)
|
|
|
262,152
|
|
|
15,840
|
|
|
Lukoil OAO
|
|
|
946,440
|
|
|
2,190
|
|
|
Magnit OJSC
|
|
|
492,750
|
|
|
6,900
|
|
|
MegaFon OAO
|
|
|
216,127
|
|
|
25,860
|
|
|
Mobile TeleSystems OJSC - ADR (a)
|
|
|
489,789
|
|
|
440,370
|
|
|
Sberbank of Russia (b)
|
|
|
1,231,485
|
|
|
356,540
|
|
|
Surgutneftegas OAO - ADR (b)
|
|
|
336,930
|
|
|
|
|
|
|
|
|
4,648,458
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Singapore - 1.26%
|
|
|
|
|
|
230,000
|
|
|
Global Logistic Properties Ltd.
|
|
|
497,506
|
|
|
10,000
|
|
|
Sembcorp Industries Ltd.
|
|
|
39,053
|
|
|
516,000
|
|
|
Singapore Telecommunications Ltd.
|
|
|
1,528,297
|
|
|
88,581
|
|
|
United Overseas Bank Ltd.
|
|
|
1,383,291
|
|
|
73,000
|
|
|
UOL Group Ltd.
|
|
|
385,907
|
|
|
|
|
|
|
|
|
3,834,054
|
|
|
|
|
|
South Africa - 1.49%
|
|
|
|
|
|
16,460
|
|
|
AngloGold Ashanti Ltd.
|
|
|
235,302
|
|
|
42,700
|
|
|
AVI Ltd.
|
|
|
257,196
|
|
|
12,700
|
|
|
Bidvest Group Ltd.
|
|
|
314,654
|
|
|
20,200
|
|
|
Discovery Ltd.
|
|
|
171,737
|
|
|
16,500
|
|
|
MTN Group Ltd.
|
|
|
306,890
|
|
|
303,000
|
|
|
Nampak Ltd.
|
|
|
1,007,858
|
|
|
11,990
|
|
|
Naspers Ltd.
|
|
|
885,002
|
|
|
214,300
|
|
|
Netcare Ltd.
|
|
|
499,241
|
|
|
42,300
|
|
|
Standard Bank Group Ltd.
|
|
|
476,667
|
|
|
57,600
|
|
|
Woolworths Holdings Ltd.
|
|
|
375,446
|
|
|
|
|
|
|
|
|
4,529,993
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Spain - 0.95%
|
|
|
|
|
|
23,600
|
|
|
Amadeus IT Holding SA
|
|
|
755,318
|
|
|
26,140
|
|
|
Enagas SA
|
|
|
646,075
|
|
|
24,877
|
|
|
Grifols SA - ADR (a)
|
|
|
708,497
|
|
|
37,012
|
|
|
Repsol YPF SA
|
|
|
781,133
|
|
|
|
|
|
|
|
|
2,891,023
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Sweden - 2.48%
|
|
|
|
|
|
21,000
|
|
|
Assa Abloy AB
|
|
|
820,717
|
|
|
13,000
|
|
|
Atlas Copco AB
|
|
|
313,324
|
|
|
44,300
|
|
|
H & M Hennes & Mauritz AB
|
|
|
1,457,531
|
|
|
117,800
|
|
|
Nordea Bank AB
|
|
|
1,315,504
|
|
|
55,000
|
|
|
Sandvik AB
|
|
|
656,883
|
|
|
11,500
|
|
|
SKF AB - B Shares
|
|
|
269,412
|
|
|
37,400
|
|
|
Svenska Cellulosa AB
|
|
|
937,945
|
|
|
9,700
|
|
|
Svenska Handelsbanken AB
|
|
|
388,625
|
|
|
40,600
|
|
|
Swedbank AB
|
|
|
929,925
|
|
|
35,100
|
|
|
Volvo AB
|
|
|
468,391
|
|
|
|
|
|
|
|
|
7,558,257
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Switzerland - 5.73%
|
|
|
|
|
|
6,718
|
|
|
Cie Financiere Richemont SA
|
|
|
592,449
|
|
|
49,503
|
|
|
Credit Suisse Group AG
|
|
|
1,310,546
|
|
|
55,716
|
|
|
Nestle SA
|
|
|
3,656,106
|
|
|
1,579
|
|
|
Partners Group Holding AG
|
|
|
427,402
|
|
|
9,526
|
|
|
Roche Holding AG
|
|
|
2,364,328
|
|
|
3,666
|
|
|
Schindler Holding AG
|
|
|
510,081
|
|
|
8,020
|
|
|
Swiss Re AG
|
|
|
596,695
|
|
|
2,152
|
|
|
Swisscom AG
|
|
|
942,083
|
|
|
2,070
|
|
|
Syngenta AG
|
|
|
807,215
|
|
|
1,924
|
|
|
The Swatch Group AG
|
|
|
1,050,964
|
|
|
15,445
|
|
|
Transocean Ltd. (b)
|
|
|
741,623
|
|
|
183,111
|
|
|
UBS AG
|
|
|
3,108,097
|
|
|
5,187
|
|
|
Zurich Financial Services AG
|
|
|
1,344,518
|
|
|
|
|
|
|
|
|
17,452,107
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Taiwan - 1.78%
|
|
|
|
|
|
62,000
|
|
|
Casetek Holdings Ltd. (b)
|
|
|
318,358
|
|
|
596,000
|
|
|
Cathay Financial Holding Co. Ltd.
|
|
|
809,984
|
|
|
208,000
|
|
|
Chipbond Technology Corp.
|
|
|
506,137
|
|
|
326,000
|
|
|
Far EasTone Telecommunications Co. Ltd.
|
|
|
873,715
|
|
|
17,000
|
|
|
Mediatek, Inc.
|
|
|
195,986
|
|
|
751,000
|
|
|
Taiwan Semiconductor Manufacturing Co. Ltd.
|
|
|
2,718,692
|
|
|
|
|
|
|
|
|
5,422,872
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Thailand - 0.86%
|
|
|
|
|
|
68,700
|
|
|
Bangkok Bank PCL
|
|
|
457,563
|
|
|
82,400
|
|
|
Bangkok Dusit Medical Services PCL
|
|
|
416,280
|
|
|
307,500
|
|
|
CP ALL PCL
|
|
|
385,207
|
|
|
185,700
|
|
|
Kasikornbank PCL
|
|
|
1,164,146
|
|
|
37,600
|
|
|
PTT Exploration & Production PCL
|
|
|
191,245
|
|
|
|
|
|
|
|
|
2,614,441
|
|
|
|
|
|
Turkey - 0.68%
|
|
|
|
|
|
76,811
|
|
|
Aygaz AS
|
|
|
352,675
|
|
|
18,400
|
|
|
Coca-Cola Icecek AS
|
|
|
529,024
|
|
|
14,400
|
|
|
Tupras Turkiye Petroleum Rafinerileri AS
|
|
|
351,620
|
|
|
46,000
|
|
|
Turk Hava Yollari Anonim Ortakligi
|
|
|
178,723
|
|
|
78,900
|
|
|
Turkiye Halk Bankasi AS
|
|
|
668,519
|
|
|
|
|
|
|
|
|
2,080,561
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
United Kingdom - 14.27%
|
|
|
|
|
|
60,100
|
|
|
African Minerals Ltd. (b)
|
|
|
173,082
|
|
|
7,800
|
|
|
Aggreko PLC
|
|
|
194,958
|
|
|
43,600
|
|
|
Amarin Corp. - ADR (a)(b)
|
|
|
252,880
|
|
|
11,200
|
|
|
Associated British Foods Plc
|
|
|
295,459
|
|
|
567,364
|
|
|
Barclays Plc
|
|
|
2,416,273
|
|
|
78,533
|
|
|
BG Group Plc
|
|
|
1,334,602
|
|
|
31,168
|
|
|
BHP Billiton Plc
|
|
|
794,721
|
|
|
185,846
|
|
|
BP Plc
|
|
|
1,289,769
|
|
|
53,490
|
|
|
British American Tobacco Plc
|
|
|
2,743,496
|
|
|
406,900
|
|
|
BT Group Plc
|
|
|
1,910,306
|
|
|
15,000
|
|
|
Bunzl Plc
|
|
|
292,563
|
|
|
22,400
|
|
|
Capita Plc
|
|
|
329,260
|
|
|
185,201
|
|
|
Centrica Plc
|
|
|
1,013,002
|
|
|
4,800
|
|
|
Croda International Plc
|
|
|
181,010
|
|
|
36,800
|
|
|
Experian Plc
|
|
|
639,579
|
|
|
100,333
|
|
|
GlaxoSmithKline Plc
|
|
|
2,507,962
|
|
|
25,157
|
|
|
Hikma Pharmaceuticals Plc
|
|
|
364,061
|
|
|
329,022
|
|
|
HSBC Holdings Plc
|
|
|
3,406,105
|
|
|
33,200
|
|
|
IMI Plc
|
|
|
625,774
|
|
|
41,868
|
|
|
Imperial Tobacco Group Plc
|
|
|
1,451,765
|
|
|
12,000
|
|
|
Intercontinental Hotels Group Plc
|
|
|
329,789
|
|
|
256,800
|
|
|
ITV Plc
|
|
|
547,515
|
|
|
15,916
|
|
|
Johnson Matthey Plc
|
|
|
635,918
|
|
|
111,500
|
|
|
Kingfisher Plc
|
|
|
581,344
|
|
|
286,669
|
|
|
Legal & General Group Plc
|
|
|
747,165
|
|
|
972,900
|
|
|
Lloyds Banking Group Plc (b)
|
|
|
934,294
|
|
|
48,700
|
|
|
Meggitt Plc
|
|
|
383,694
|
|
|
3,800
|
|
|
Next Plc
|
|
|
263,228
|
|
|
48,613
|
|
|
Prudential Plc
|
|
|
793,504
|
|
|
18,300
|
|
|
Reckitt Benckiser Group Plc
|
|
|
1,294,486
|
|
|
41,400
|
|
|
Rio Tinto Plc
|
|
|
1,683,705
|
|
|
53,900
|
|
|
Rolls-Royce Holdings Plc (b)
|
|
|
928,077
|
|
|
133,978
|
|
|
Royal Dutch Shell Plc, Class A
|
|
|
4,279,820
|
|
|
7,394
|
|
|
Royal Dutch Shell Plc, Class B
|
|
|
244,883
|
|
|
31,889
|
|
|
SABMiller Plc
|
|
|
1,528,875
|
|
|
67,588
|
|
|
Sage Group Plc
|
|
|
349,312
|
|
|
41,244
|
|
|
Serco Group Plc
|
|
|
387,864
|
|
|
55,400
|
|
|
SSE Plc
|
|
|
1,282,937
|
|
|
62,179
|
|
|
Standard Chartered Plc
|
|
|
1,349,938
|
|
|
18,440
|
|
|
Unilever Plc
|
|
|
746,496
|
|
|
415,178
|
|
|
Vodafone Group Plc
|
|
|
1,189,773
|
|
|
10,857
|
|
|
Whitbread Plc
|
|
|
505,067
|
|
|
39,008
|
|
|
William Hill Plc
|
|
|
261,584
|
|
|
|
|
|
|
|
|
43,465,895
|
|
|
|
|
|
Total Common Stocks (Cost $268,334,486)
|
|
|
289,779,797
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
INVESTMENT COMPANIES - 1.40%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
India - 1.40%
|
|
|
|
|
|
257,800
|
|
|
PowerShares India Portfolio (a)
|
|
|
4,271,746
|
|
|
|
|
|
Total Investment Companies (Cost $5,495,977)
|
|
|
4,271,746
|
|
|
|
|
|
PREFERRED STOCKS - 1.33%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Brazil - 1.28%
|
|
|
|
|
|
43,870
|
|
|
Banco Bradesco SA
|
|
|
566,229
|
|
|
30,400
|
|
|
Cia de Bebidas das Americas
|
|
|
1,134,474
|
|
|
76,890
|
|
|
Itau Unibanco Holding SA
|
|
|
993,107
|
|
|
57,700
|
|
|
Petroleo Brasileiro SA
|
|
|
419,688
|
|
|
64,300
|
|
|
Vale SA
|
|
|
779,490
|
|
|
|
|
|
|
|
|
3,892,988
|
|
|
|
|
|
Colombia - 0.05%
|
|
|
|
|
|
2,378
|
|
|
Bancolombia SA
|
|
|
134,357
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
United Kingdom - 0.00%
|
|
|
|
|
|
6,568,800
|
|
|
Rolls-Royce Holdings Plc (b)
|
|
|
9,991
|
|
|
|
|
|
Total Preferred Stocks (Cost $5,644,055)
|
|
|
4,037,336
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
REAL ESTATE INVESTMENT TRUSTS - 0.48%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
France - 0.26%
|
|
|
|
|
|
3,400
|
|
|
Unibail-Rodamco SE
|
|
|
791,873
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Hong Kong - 0.09%
|
|
|
|
|
|
184,000
|
|
|
CIMC Enric Holdings Ltd.
|
|
|
284,290
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
United Kingdom - 0.13%
|
|
|
|
|
|
44,403
|
|
|
British Land Co. Plc
|
|
|
382,516
|
|
|
|
|
|
Total Real
Estate Investment Trusts (Cost $1,447,064)
|
|
|
1,458,679
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
RIGHTS - 0.00%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
France - 0.00%
|
|
|
|
|
|
5,150
|
|
|
Groupe FNAC SA
|
|
|
13,427
|
|
|
|
|
|
Total Rights (Cost $12,654)
|
|
|
13,427
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SHORT TERM INVESTMENTS - 0.94%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Money Market Funds - 0.94%
|
|
|
|
|
|
2,875,433
|
|
|
Federated Prime Obligations Fund
|
|
|
2,875,433
|
|
|
|
|
|
Total Short Term Investments (Cost $2,875,433)
|
|
|
2,875,433
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
INVESTMENTS PURCHASED AS SECURITIES LENDING COLLATERAL - 0.30%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Money Market Funds - 0.30%
|
|
|
|
|
|
898,784
|
|
|
First American Government Obligations Fund
|
|
|
898,784
|
|
|
5,588
|
|
|
Reserve Primary Fund (c)
|
|
|
216
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments Purchased as
Securities Lending Collateral (Cost $903,607)
|
|
|
899,000
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments (Cost $284,713,276) - 99.56%
|
|
|
303,335,418
|
|
|
|
|
|
Other Assets in Excess of Liabilities - 0.44%
|
|
|
1,353,880
|
|
|
|
|
|
TOTAL NET ASSETS - 100.00%
|
|
$
|
304,689,298
|
|
Percentages are stated as a percent of net assets.
ADR
|
|
American Depositary Receipt
|
(a)
|
|
All or portion of this security is on loan.
|
(b)
|
|
Non-income producing security.
|
(c)
|
|
As of June 30, 2013, the Fund has fair valued this security and deemed it illiquid. The value
of this security was $216, which
represents 0.00% of total net assets.
|
|
|
|
|
|
The cost basis of investments
for federal income tax purposes at June 30, 2013 was as follows*:
|
Cost of investments
|
|
$
|
284,713,276
|
|
Gross unrealized appreciation
|
|
|
42,216,975
|
|
Gross unrealized depreciation
|
|
|
(23,594,833
|
)
|
Net unrealized appreciation
|
|
$
|
18,622,142
|
|
|
*
|
Because
tax adjustments are calculated annually, the above table does not reflect tax adjustments. For the previous fiscal year’s
federal income tax information, please refer to the Notes to Financial Statements section in the Fund’s most recent semi-annual
or annual report.
|
GuideMark
SM
Opportunistic Equity Fund
Schedule of Investments
June 30, 2013 (Unaudited)
Number of
Shares
|
|
|
|
Value
|
|
|
|
|
COMMON STOCKS - 96.51%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Aerospace & Defense - 4.34%
|
|
|
|
|
|
8,600
|
|
BE Aerospace, Inc. (b)
|
|
$
|
542,488
|
|
|
6,570
|
|
General Dynamics Corp.
|
|
|
514,628
|
|
|
17,670
|
|
Hexcel Corp. (b)
|
|
|
601,664
|
|
|
4,130
|
|
Lockheed Martin Corp.
|
|
|
447,940
|
|
|
7,920
|
|
Raytheon Co.
|
|
|
523,670
|
|
|
36,225
|
|
United Technologies Corp.
|
|
|
3,366,751
|
|
|
|
|
|
|
|
5,997,141
|
|
|
|
|
|
|
|
|
|
|
|
|
Air Freight & Logistics - 1.52%
|
|
|
|
|
|
36,850
|
|
Hub Group, Inc. (b)
|
|
|
1,342,077
|
|
|
8,780
|
|
United Parcel Service, Inc.
|
|
|
759,294
|
|
|
|
|
|
|
|
2,101,371
|
|
|
|
|
|
|
|
|
|
|
|
|
Airlines - 1.39%
|
|
|
|
|
|
149,120
|
|
Southwest Airlines Co.
|
|
|
1,922,157
|
|
|
|
|
|
|
|
|
|
|
|
|
Auto Components - 0.29%
|
|
|
|
|
|
4,690
|
|
BorgWarner, Inc. (b)
|
|
|
404,043
|
|
|
|
|
|
|
|
|
|
|
|
|
Beverages - 2.57%
|
|
|
|
|
|
16,365
|
|
Dr. Pepper Snapple Group, Inc.
|
|
|
751,644
|
|
|
10,060
|
|
Molson Coors Brewing Co.
|
|
|
481,472
|
|
|
23,725
|
|
PepsiCo., Inc.
|
|
|
1,940,468
|
|
|
9,530
|
|
The Coca-Cola Co.
|
|
|
382,248
|
|
|
|
|
|
|
|
3,555,832
|
|
|
|
|
|
|
|
|
|
|
|
|
Biotechnology - 1.63%
|
|
|
|
|
|
14,500
|
|
Celgene Corp. (b)
|
|
|
1,695,195
|
|
|
11,270
|
|
Medivation, Inc. (b)
|
|
|
554,484
|
|
|
|
|
|
|
|
2,249,679
|
|
|
|
|
|
|
|
|
|
|
|
|
Capital Markets - 3.28%
|
|
|
|
|
|
8,330
|
|
Ameriprise Financial, Inc.
|
|
|
673,730
|
|
|
2,185
|
|
BlackRock, Inc.
|
|
|
561,217
|
|
|
189,925
|
|
Fortress Investment Group LLC - Class A
|
|
|
1,245,908
|
|
|
83,750
|
|
Morgan Stanley
|
|
|
2,046,013
|
|
|
|
|
|
|
|
4,526,868
|
|
|
|
|
|
|
|
|
|
|
|
|
Chemicals - 1.38%
|
|
|
|
|
|
6,000
|
|
Eastman Chemical Co.
|
|
|
420,060
|
|
|
3,645
|
|
Innophos Holdings, Inc.
|
|
|
171,935
|
|
|
7,800
|
|
Monsanto Co.
|
|
|
770,640
|
|
|
3,730
|
|
PPG Industries, Inc.
|
|
|
546,109
|
|
|
|
|
|
|
|
1,908,744
|
|
|
|
|
|
|
|
|
|
|
|
|
Commercial Banks - 2.58%
|
|
|
|
|
|
10,650
|
|
PNC Financial Services Group, Inc.
|
|
|
776,598
|
|
|
70,190
|
|
Popular, Inc. (b)
|
|
|
2,128,863
|
|
|
18,190
|
|
U.S. Bancorp (a)
|
|
|
657,568
|
|
|
|
|
|
|
|
3,563,029
|
|
|
|
|
|
|
|
|
|
|
|
|
Commercial Services & Supplies - 1.17%
|
|
|
|
|
|
9,710
|
|
ABM Industries, Inc.
|
|
|
237,992
|
|
|
16,450
|
|
Iron Mountain, Inc.
|
|
|
437,735
|
|
|
15,080
|
|
Republic Services, Inc.
|
|
|
511,815
|
|
|
12,725
|
|
The Geo Group, Inc.
|
|
|
432,014
|
|
|
|
|
|
|
|
1,619,556
|
|
|
|
|
|
|
|
|
|
|
|
|
Communications Equipment - 2.25%
|
|
|
|
|
|
59,785
|
|
Cisco Systems, Inc.
|
|
|
1,453,373
|
|
|
57,935
|
|
Juniper Networks, Inc. (b)
|
|
|
1,118,725
|
|
|
8,880
|
|
Qualcomm, Inc.
|
|
|
542,391
|
|
|
|
|
|
|
|
3,114,489
|
|
|
|
|
Computers & Peripherals - 3.99%
|
|
|
|
|
|
8,566
|
|
Apple, Inc.
|
|
|
3,392,821
|
|
|
11,125
|
|
International Business Machines Corp.
|
|
|
2,126,099
|
|
|
|
|
|
|
|
5,518,920
|
|
|
|
|
|
|
|
|
|
|
|
|
Containers & Packaging - 0.33%
|
|
|
|
|
|
11,680
|
|
Bemis, Inc. (a)
|
|
|
457,155
|
|
|
|
|
|
|
|
|
|
|
|
|
Distributors - 0.28%
|
|
|
|
|
|
4,950
|
|
Genuine Parts Co.
|
|
|
386,447
|
|
|
|
|
|
|
|
|
|
|
|
|
Diversified Consumer Services - 0.17%
|
|
|
|
|
|
9,710
|
|
Hillenbrand, Inc.
|
|
|
230,224
|
|
|
|
|
|
|
|
|
|
|
|
|
Diversified Financial Services - 2.23%
|
|
|
|
|
|
26,165
|
|
Citigroup, Inc.
|
|
|
1,255,135
|
|
|
9,305
|
|
CME Group, Inc.
|
|
|
706,994
|
|
|
21,145
|
|
JPMorgan Chase & Co.
|
|
|
1,116,244
|
|
|
|
|
|
|
|
3,078,373
|
|
|
|
|
|
|
|
|
|
|
|
|
Diversified Telecommunication Services - 0.39%
|
|
|
|
|
|
10,700
|
|
Verizon Communications, Inc.
|
|
|
538,638
|
|
|
|
|
|
|
|
|
|
|
|
|
Electrical Equipment - 0.39%
|
|
|
|
|
|
9,880
|
|
Emerson Electric Co.
|
|
|
538,855
|
|
|
|
|
|
|
|
|
|
|
|
|
Electronic Equipment & Instruments - 0.40%
|
|
|
|
|
|
38,510
|
|
Corning, Inc.
|
|
|
547,997
|
|
|
|
|
|
|
|
|
|
|
|
|
Energy Equipment & Services - 0.95%
|
|
|
|
|
|
10,100
|
|
Halliburton Co. (a)
|
|
|
421,372
|
|
|
8,430
|
|
National-Oilwell Varco, Inc.
|
|
|
580,827
|
|
|
22,340
|
|
Weatherford International Ltd. (b)
|
|
|
306,058
|
|
|
|
|
|
|
|
1,308,257
|
|
|
|
|
|
|
|
|
|
|
|
|
Food & Staples Retailing - 2.39%
|
|
|
|
|
|
7,330
|
|
Costco Wholesale Corp.
|
|
|
810,478
|
|
|
21,470
|
|
SYSCO Corp.
|
|
|
733,415
|
|
|
18,390
|
|
Walgreen Co.
|
|
|
812,838
|
|
|
6,480
|
|
Wal-Mart Stores, Inc.
|
|
|
482,695
|
|
|
9,070
|
|
Whole Foods Market, Inc.
|
|
|
466,924
|
|
|
|
|
|
|
|
3,306,350
|
|
|
|
|
|
|
|
|
|
|
|
|
Food Products - 5.57%
|
|
|
|
|
|
19,640
|
|
B&G Foods, Inc.
|
|
|
668,742
|
|
|
78,335
|
|
ConAgra Foods, Inc.
|
|
|
2,736,242
|
|
|
37,590
|
|
General Mills, Inc.
|
|
|
1,824,243
|
|
|
9,300
|
|
Hershey Co.
|
|
|
830,304
|
|
|
12,033
|
|
Kraft Foods Group, Inc.
|
|
|
672,284
|
|
|
26,770
|
|
Mondelez International, Inc. - Class A
|
|
|
763,748
|
|
|
12,230
|
|
WhiteWave Foods Co. (a)(b)
|
|
|
198,737
|
|
|
|
|
|
|
|
7,694,300
|
|
|
|
|
|
|
|
|
|
|
|
|
Gas Utilities - 0.61%
|
|
|
|
|
|
3,840
|
|
AmeriGas Partners, L.P. (a)
|
|
|
189,811
|
|
|
11,250
|
|
National Fuel Gas Co.
|
|
|
651,938
|
|
|
|
|
|
|
|
841,749
|
|
|
|
|
|
|
|
|
|
|
|
|
Health Care Equipment & Supplies - 7.02%
|
|
|
|
|
|
22,900
|
|
Arthrocare Corp. (b)
|
|
|
790,737
|
|
|
37,360
|
|
Baxter International, Inc.
|
|
|
2,587,927
|
|
|
5,110
|
|
Becton, Dickinson & Co.
|
|
|
505,021
|
|
|
293,770
|
|
Boston Scientific Corp. (b)
|
|
|
2,723,248
|
|
|
45,890
|
|
Medtronic, Inc.
|
|
|
2,361,958
|
|
|
6,170
|
|
The Cooper Companies, Inc.
|
|
|
734,539
|
|
|
|
|
|
|
|
9,703,430
|
|
|
|
|
|
|
|
|
|
|
|
|
Health Care Providers & Services - 1.41%
|
|
|
|
|
|
17,980
|
|
Owens & Minor, Inc.
|
|
|
608,263
|
|
|
20,380
|
|
UnitedHealth Group, Inc.
|
|
|
1,334,483
|
|
|
|
|
|
|
|
1,942,746
|
|
|
|
|
Hotels, Restaurants & Leisure - 1.13%
|
|
|
|
|
|
6,080
|
|
Bob Evans Farms, Inc.
|
|
|
285,638
|
|
|
11,100
|
|
Darden Restaurants, Inc.
|
|
|
560,328
|
|
|
11,000
|
|
Starbucks Corp.
|
|
|
720,390
|
|
|
|
|
|
|
|
1,566,356
|
|
|
|
|
|
|
|
|
|
|
|
|
Household Durables - 0.29%
|
|
|
|
|
|
12,070
|
|
Toll Brothers, Inc. (b)
|
|
|
393,844
|
|
|
|
|
|
|
|
|
|
|
|
|
Household Products - 0.90%
|
|
|
|
|
|
7,630
|
|
Kimberly-Clark Corp.
|
|
|
741,178
|
|
|
6,570
|
|
Procter & Gamble Co.
|
|
|
505,824
|
|
|
|
|
|
|
|
1,247,002
|
|
|
|
|
|
|
|
|
|
|
|
|
Industrial Conglomerates - 1.17%
|
|
|
|
|
|
14,785
|
|
3M Co.
|
|
|
1,616,740
|
|
|
|
|
Insurance - 5.78%
|
|
|
|
|
|
57,125
|
|
American International Group, Inc. (b)
|
|
|
2,553,488
|
|
|
19,800
|
|
Endurance Specialty Holdings Ltd.
|
|
|
1,018,710
|
|
|
6,820
|
|
PartnerRe Ltd.
|
|
|
617,619
|
|
|
33,505
|
|
Prudential Financial, Inc.
|
|
|
2,446,870
|
|
|
33,215
|
|
Willis Group Holdings Plc
|
|
|
1,354,508
|
|
|
|
|
|
|
|
7,991,195
|
|
|
|
|
|
|
|
|
|
|
|
|
Internet & Catalog Retail - 0.90%
|
|
|
|
|
|
1,970
|
|
Amazon.com, Inc. (b)
|
|
|
547,049
|
|
|
835
|
|
Priceline.com, Inc. (b)
|
|
|
690,654
|
|
|
|
|
|
|
|
1,237,703
|
|
|
|
|
|
|
|
|
|
|
|
|
Internet Software & Services - 1.71%
|
|
|
|
|
|
1,670
|
|
Google, Inc. (b)
|
|
|
1,470,218
|
|
|
11,780
|
|
J2 Global, Inc. (a)
|
|
|
500,768
|
|
|
2,230
|
|
LinkedIn Corp. (b)
|
|
|
397,609
|
|
|
|
|
|
|
|
2,368,595
|
|
|
|
|
|
|
|
|
|
|
|
|
IT Services - 2.29%
|
|
|
|
|
|
5,800
|
|
Alliance Data Systems Corp. (b)
|
|
|
1,049,974
|
|
|
1,600
|
|
Cognizant Technology Solutions Corp. (b)
|
|
|
100,176
|
|
|
10,310
|
|
Paychex, Inc.
|
|
|
376,521
|
|
|
36,985
|
|
The Western Union Co.
|
|
|
632,813
|
|
|
5,470
|
|
Visa, Inc.
|
|
|
999,643
|
|
|
|
|
|
|
|
3,159,127
|
|
|
|
|
|
|
|
|
|
|
|
|
Leisure Equipment & Products - 0.53%
|
|
|
|
|
|
16,195
|
|
Hasbro, Inc. (a)
|
|
|
726,022
|
|
|
|
|
|
|
|
|
|
|
|
|
Life Sciences Tools & Services - 0.63%
|
|
|
|
|
|
10,300
|
|
Thermo Fisher Scientific, Inc.
|
|
|
871,689
|
|
|
|
|
|
|
|
|
|
|
|
|
Machinery - 2.41%
|
|
|
|
|
|
10,600
|
|
Danaher Corp.
|
|
|
670,980
|
|
|
17,855
|
|
Dover Corp.
|
|
|
1,386,619
|
|
|
10,845
|
|
Parker Hannifin Corp.
|
|
|
1,034,613
|
|
|
13,900
|
|
Titan International, Inc.
|
|
|
234,493
|
|
|
|
|
|
|
|
3,326,705
|
|
|
|
|
|
|
|
|
|
|
|
|
Media - 1.60%
|
|
|
|
|
|
19,070
|
|
Gannett Co., Inc.
|
|
|
466,452
|
|
|
5,870
|
|
Liberty Global Plc - Class A (b)
|
|
|
434,850
|
|
|
10,500
|
|
The Walt Disney Co.
|
|
|
663,075
|
|
|
19,860
|
|
Thomson Reuters Corp.
|
|
|
646,840
|
|
|
|
|
|
|
|
2,211,217
|
|
|
|
|
|
|
|
|
|
|
|
|
Metals & Mining - 0.34%
|
|
|
|
|
|
10,820
|
|
Nucor Corp.
|
|
|
468,722
|
|
|
|
|
|
|
|
|
|
|
|
|
Multiline Retail - 1.06%
|
|
|
|
|
|
15,770
|
|
Kohl’s Corp.
|
|
|
796,543
|
|
|
9,800
|
|
Target Corp.
|
|
|
674,828
|
|
|
|
|
|
|
|
1,471,371
|
|
|
|
|
Multi-Utilities
- 0.18%
|
|
|
|
|
|
9,380
|
|
Avista Corp.
|
|
|
253,448
|
|
|
|
|
|
|
|
|
|
|
|
|
Oil & Gas - 7.20%
|
|
|
|
|
|
26,545
|
|
Apache Corp.
|
|
|
2,225,267
|
|
|
18,910
|
|
BreitBurn Energy Partners L.P.
|
|
|
345,107
|
|
|
5,890
|
|
Chevron Corp.
|
|
|
697,023
|
|
|
26,770
|
|
Cimarex Energy Co.
|
|
|
1,739,782
|
|
|
14,400
|
|
Consol Energy, Inc.
|
|
|
390,240
|
|
|
5,320
|
|
Devon Energy Corp.
|
|
|
276,002
|
|
|
28,550
|
|
Occidental Petroleum Corp.
|
|
|
2,547,517
|
|
|
10,930
|
|
Tesoro Corp.
|
|
|
571,858
|
|
|
14,230
|
|
Valero Energy Corp.
|
|
|
494,777
|
|
|
12,705
|
|
Williams Partners L.P. (a)
|
|
|
655,578
|
|
|
|
|
|
|
|
9,943,151
|
|
|
|
|
|
|
|
|
|
|
|
|
Paper & Forest Products - 0.40%
|
|
|
|
|
|
12,570
|
|
International Paper Co.
|
|
|
556,977
|
|
|
|
|
|
|
|
|
|
|
|
|
Pharmaceuticals - 6.28%
|
|
|
|
|
|
6,370
|
|
Actavis, Inc. (b)
|
|
|
804,021
|
|
|
18,000
|
|
Bristol Myers Squibb Co.
|
|
|
804,420
|
|
|
51,140
|
|
Forest Labs, Inc. (b)
|
|
|
2,096,740
|
|
|
7,320
|
|
Johnson & Johnson
|
|
|
628,495
|
|
|
13,270
|
|
Merck & Co., Inc.
|
|
|
616,392
|
|
|
66,935
|
|
Pfizer, Inc.
|
|
|
1,874,849
|
|
|
93,000
|
|
Warner Chilcott Plc
|
|
|
1,848,840
|
|
|
|
|
|
|
|
8,673,757
|
|
|
|
|
|
|
|
|
|
|
|
|
Real Estate - 0.51%
|
|
|
|
|
|
30,100
|
|
CBRE Group, Inc. (b)
|
|
|
703,136
|
|
|
|
|
|
|
|
|
|
|
|
|
Road & Rail - 1.32%
|
|
|
|
|
|
5,630
|
|
J.B. Hunt Transport Services, Inc.
|
|
|
406,711
|
|
|
19,460
|
|
Norfolk Southern Corp.
|
|
|
1,413,769
|
|
|
|
|
|
|
|
1,820,480
|
|
|
|
|
|
|
|
|
|
|
|
|
Semiconductor & Semiconductor Equipment - 0.73%
|
|
|
|
|
|
41,560
|
|
Intel Corp.
|
|
|
1,006,583
|
|
|
|
|
|
|
|
|
|
|
|
|
Software - 3.89%
|
|
|
|
|
|
19,535
|
|
CA, Inc.
|
|
|
559,287
|
|
|
7,770
|
|
Citrix Systems, Inc. (b)
|
|
|
468,764
|
|
|
82,095
|
|
Microsoft Corp.
|
|
|
2,834,740
|
|
|
22,700
|
|
Nuance Communications, Inc. (a)(b)
|
|
|
417,226
|
|
|
10,930
|
|
Red Hat, Inc. (b)
|
|
|
522,673
|
|
|
14,970
|
|
Salesforce.com, Inc. (b)
|
|
|
571,555
|
|
|
|
|
|
|
|
5,374,245
|
|
|
|
|
|
|
|
|
|
|
|
|
Specialty Retail - 3.96%
|
|
|
|
|
|
48,105
|
|
Aarons, Inc.
|
|
|
1,347,421
|
|
|
10,100
|
|
Home Depot, Inc.
|
|
|
782,447
|
|
|
7,170
|
|
Signet Jewelers Limited
|
|
|
483,473
|
|
|
41,300
|
|
Staples, Inc. (a)
|
|
|
655,018
|
|
|
25,945
|
|
The TJX Companies, Inc.
|
|
|
1,298,807
|
|
|
16,100
|
|
Williams Sonoma, Inc. (a)
|
|
|
899,829
|
|
|
|
|
|
|
|
5,466,995
|
|
|
|
|
|
|
|
|
|
|
|
|
Textiles, Apparel & Luxury Goods - 1.64%
|
|
|
|
|
|
9,080
|
|
Coach, Inc.
|
|
|
518,377
|
|
|
9,040
|
|
VF Corp.
|
|
|
1,745,263
|
|
|
|
|
|
|
|
2,263,640
|
|
|
|
|
|
|
|
|
|
|
|
|
Trading Companies & Distributors - 0.45%
|
|
|
|
|
|
6,275
|
|
Aircastle Ltd.
|
|
|
100,337
|
|
|
7,700
|
|
Wesco International, Inc. (a)(b)
|
|
|
523,292
|
|
|
|
|
|
|
|
623,629
|
|
|
|
|
|
|
|
|
|
|
|
|
Wireless Telecommunication Services - 0.68%
|
|
|
|
|
|
32,600
|
|
Vodafone Group Plc - ADR
|
|
|
936,924
|
|
|
|
|
Total Common Stocks (Cost $110,898,760)
|
|
|
133,335,603
|
|
|
|
|
PREFERRED STOCKS - 0.29%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Diversified Telecommunicaiton Services - 0.29%
|
|
|
|
|
|
17,550
|
|
Telefonica Brasil SA
|
|
|
400,491
|
|
|
|
|
Total Preferred Stocks (Cost $447,557)
|
|
|
400,491
|
|
|
|
|
|
|
|
|
|
|
|
|
REAL ESTATE INVESTMENT TRUSTS - 1.15%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Real Estate Investment Trusts - 1.15%
|
|
|
|
|
|
140,530
|
|
iStar Financial, Inc. (a)(b)
|
|
|
1,586,584
|
|
|
|
|
Total Real Estate Investment Trusts (Cost $1,029,179)
|
|
|
1,586,584
|
|
|
|
|
|
|
|
|
|
|
|
|
SHORT TERM INVESTMENTS - 2.70%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Money Market Funds - 2.70%
|
|
|
|
|
|
3,730,450
|
|
Federated Prime Obligations Fund
|
|
|
3,730,450
|
|
|
|
|
Total Short Term Investments (Cost $3,730,450)
|
|
|
3,730,450
|
|
|
|
|
|
|
|
|
|
|
|
|
INVESTMENTS PURCHASED AS SECURITIES LENDING COLLATERAL - 2.56%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Money Market Funds - 2.56%
|
|
|
|
|
|
3,533,739
|
|
First American Government Obligations Fund
|
|
|
3,533,739
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments Purchased as Securities Lending Collateral (Cost $3,533,739)
|
|
|
3,533,739
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments (Cost $119,639,685) - 103.21%
|
|
|
142,586,867
|
|
|
|
|
Liabilities in Excess of Other Assets - (3.21)%
|
|
|
(4,430,286
|
)
|
|
|
|
TOTAL NET ASSETS - 100.00%
|
|
$
|
138,156,581
|
|
Percentages are stated as a percent of net assets.
|
|
ADR
|
|
American Depositary Receipt
|
(a)
|
|
All or portion of this security is on loan.
|
(b)
|
|
Non-income producing security.
|
|
|
|
|
|
The cost basis of investments for federal income tax purposes at June 30, 2013 was as follows*:
|
Cost of investments
|
|
$
|
119,639,685
|
|
Gross unrealized appreciation
|
|
|
24,130,449
|
|
Gross unrealized depreciation
|
|
|
(1,183,267
|
)
|
Net unrealized appreciation
|
|
$
|
22,947,182
|
|
|
*
|
Because tax adjustments are calculated annually, the above table does not reflect tax adjustments. For the previous
fiscal year’s federal income tax information, please refer to the Notes to Financial Statements section in the Fund’s most recent semi-annual or annual report.
|
GuideMark
SM
Core Fixed Income Fund
Schedule of Investments
June 30, 2013 (Unaudited)
Principal Amount
|
|
|
|
Value
|
|
|
|
|
ASSET BACKED SECURITIES - 4.88%
|
|
|
|
|
|
161,748
|
|
Accredited Mortgage Loan Trust
Series 2005-3, 0.430%, 09/25/2035 (d)
|
|
$
|
158,906
|
|
|
|
|
Ally Master Owner Trust
|
|
|
|
|
|
255,000
|
|
Series 2013-1, 1.000%, 02/15/2018
|
|
|
252,858
|
|
|
420,000
|
|
Series 2013-2, 0.641%, 04/15/2018 (d)
|
|
|
418,184
|
|
|
535,000
|
|
Series 2012-5, 1.540%, 09/15/2019
|
|
|
524,580
|
|
|
|
|
American Credit Acceptance Receivables Trust
|
|
|
|
|
|
533,891
|
|
Series 2012-3, 1.640%, 11/15/2016 (Acquired 11/27/2012, Cost $533,871) (b)
|
|
|
533,280
|
|
|
333,346
|
|
Series 2013-1A, 1.450%, 04/16/2018 (Acquired 03/20/2013, Cost $333,319) (b)
|
|
|
332,784
|
|
|
315,000
|
|
AmeriCredit Automobile Receivables Trust
Series 2012-5, 1.120%, 11/08/2017
|
|
|
313,047
|
|
|
500,000
|
|
Apidos CDO
Series 2013-12A, 1.373%, 04/15/2025 (b)(d)
|
|
|
501,244
|
|
|
214,857
|
|
ARI Fleet Lease Trust
Series 2012-B, 0.491%, 01/15/2021 (Acquired 10/16/2012, Cost $214,857) (b)(d)
|
|
|
214,515
|
|
|
500,000
|
|
Atrium IX
Series 9-A, 1.757%, 02/28/2024 (Acquired 01/24/2013, Cost $500,000) (b)(d)
|
|
|
500,491
|
|
|
500,000
|
|
Atrium X
Series 10-A, 1.396%, 07/16/2025 (b)
|
|
|
499,250
|
|
|
825,000
|
|
Babson CLO Ltd.
Series 2013-IA, 1.312%, 04/20/2025 (Acquired 05/03/2013, Cost $825,000) (b)(d)
|
|
|
809,180
|
|
|
80,933
|
|
CarFinance Capital LLC
Series 2013-1A, 1.650%, 07/17/2017 (Acquired 05/21/2013, Cost $80,931) (b)
|
|
|
80,695
|
|
|
555,000
|
|
Carlyle Global Market Strategies
Series 2013-3A, 1.390%, 07/15/2025 (b)(d)
|
|
|
553,835
|
|
|
365,000
|
|
CIFC Funding Ltd.
Series 2013-1A, 1.432%, 04/16/2025 (Acqired 02/22/2013, Cost $365,000) (b)(d)
|
|
|
365,361
|
|
|
|
|
CNH Equipment Trust
|
|
|
|
|
|
130,145
|
|
Series 2010-C, 1.170%, 05/15/2015
|
|
|
130,227
|
|
|
740,000
|
|
Series 2011-A, 2.040%, 10/17/2016
|
|
|
751,765
|
|
|
1,185,000
|
|
Series 2012-A, 0.940%, 05/15/2017 (d)
|
|
|
1,187,642
|
|
|
69,151
|
|
Conseco Finance Securitizations Corp.
Series 2000-4, 8.310%, 05/01/2032
|
|
|
51,991
|
|
|
58,659
|
|
Countrywide Asset-Backed Certificates
Series 2005-4, 4.456%, 10/25/2035 (d)
|
|
|
58,874
|
|
|
242,162
|
|
CPS Auto Receivables Trust
Series 2013-A, 1.310%, 06/15/2020 (Acquired 03/12/2013, Cost $242,130) (b)
|
|
|
241,293
|
|
|
|
|
CPS Auto Trust
|
|
|
|
|
|
121,036
|
|
Series 2012-C, 1.820%, 12/16/2019 (Acquired 09/11/2012, Cost $121,032) (b)
|
|
|
121,642
|
|
|
191,346
|
|
Series 2012-D, 1.480%, 03/16/2020 (Acquired 12/07/2012, Cost $191,323) (b)
|
|
|
191,402
|
|
|
710,000
|
|
Series 2013-B, 1.820%, 09/15/2020 (Acquired 06/13/2013, Cost $709,987) (b)
|
|
|
708,246
|
|
|
|
|
Credit Acceptance Auto Loan Trust
|
|
|
|
|
|
265,000
|
|
Series 2011-1B, 3.960%, 09/15/2019 (Acquired 02/07/2013, Cost $274,320) (b)
|
|
|
272,302
|
|
|
356,000
|
|
Series 2012-2, 1.520%, 03/16/2020 (Acquired 09/11/2012, Cost $355,938) (b)
|
|
|
356,889
|
|
|
425,000
|
|
Dryden XXVI Senior Loan Fund
Series 2013-26A, 1.368%, 07/15/2025 (Acquired 02/20/2013, Cost $425,000) (b)(d)
|
|
|
422,190
|
|
|
162,120
|
|
Education Funding Capital Trust I
Series 2004-1, 0.433%, 12/15/2022 (d)
|
|
|
161,347
|
|
|
215,000
|
|
Enterprise Fleet Financing LLC
Series 2012-1, 1.410%, 11/20/2017 (Acquired 11/02/2012, Cost $216,661) (b)
|
|
|
215,565
|
|
|
475,000
|
|
First Investors Auto Owner Trust
Series 2013-2A, 1.230%, 03/15/2019 (b)
|
|
|
473,201
|
|
|
650,000
|
|
Ford Credit Auto Lease Trust
Series 2013-A, 0.600%, 03/15/2016
|
|
|
643,068
|
|
|
100,000
|
|
GCO Education Loan Funding Trust
Series 2006-1, 0.503%, 05/25/2036 (d)
|
|
|
87,098
|
|
|
|
|
HLSS Servicer Advance Receivables Backed Note
|
|
|
|
|
|
285,000
|
|
Series 2013-T3, 1.793%, 05/15/2017 (Acquired 05/17/2013, Cost $284,999) (b)
|
|
|
281,519
|
|
|
265,000
|
|
Series 2013-T1, 1.495%, 01/16/2046 (Acquired 01/16/2013, Cost $265,845) (b)
|
|
|
261,788
|
|
|
175,000
|
|
Series 2013-T1, 2.289%, 01/15/2048 (Acquired 01/16/2013, Cost $175,000) (b)(d)
|
|
|
170,848
|
|
|
528,508
|
|
Morgan Stanley
Series 2003-N, 1.210%, 10/25/2033 (d)
|
|
|
480,331
|
|
|
1,440,000
|
|
Nissan Auto Lease Trust
Series 2012-B, 0.580%, 11/16/2015
|
|
|
1,435,157
|
|
|
70,326
|
|
Northstar Education Finance, Inc.
Series 2005-1, 0.364%, 10/28/2026 (d)
|
|
|
70,235
|
|
|
280,000
|
|
Oak Hill Credit Partners VIII Ltd.
Series 2013-8A, 1.395%, 04/20/2025 (Acquired 04/17/2013, Cost $280,000) (b)(d)
|
|
|
278,675
|
|
|
410,000
|
|
Octagon Investment Partners XVI Ltd.
Series 2013-1A, 1.392%, 07/17/2025 (Acquired 05/15/2013, Cost $409,344) (b)(d)
|
|
|
409,344
|
|
|
220,000
|
|
Prestige Auto Receivables Trust
Series 2013-1A, 1.330%, 05/15/2019 (Acquired 04/03/2013, Cost $219,948) (b)
|
|
|
217,761
|
|
|
695,000
|
|
Race Point VIII CLO Ltd.
Series 2013-8, 1.524%, 02/20/2025 (Acquired 02/06/2013, Cost $695,000) (b)(d)
|
|
|
696,487
|
|
|
142,468
|
|
Residential Asset Mortgage Products, Inc.
Series 2004-R, 0.670%, 03/25/2034 (d)
|
|
|
129,968
|
|
|
125,962
|
|
Santander Consumer Acquired Receivables Trust
Series 2011-WO, 1.740%, 01/15/2015 (Acquired 11/20/2012, Cost $126,273) (b)
|
|
|
126,058
|
|
|
290,000
|
|
Santander Drive Auto Receivables Trust
Series 2012-5, 1.560%, 08/15/2018
|
|
|
292,444
|
|
|
151,302
|
|
SNAAC Auto Receivables Trust
Series 2013-1A, 1.140%, 10/15/2015 (Acquired 04/02/2013, Cost $151,297) (b)
|
|
|
151,089
|
|
|
131,049
|
|
U.S. Education Loan Trust, LLC
Series 2006-1, 0.405%, 03/01/2025 (Acquired 08/06/2010, Cost $128,100) (b)(d)
|
|
|
129,873
|
|
|
1,310,000
|
|
Volkswagen Auto Lease Trust
Series 2012-A, 0.870%, 07/20/2015
|
|
|
1,312,586
|
|
|
132,863
|
|
Westlake Automobile Receivables Trust
Series 2012-1, 1.030%, 03/15/2016 (Acquired 09/19/2012, Cost $132,862) (b)
|
|
|
133,000
|
|
|
|
|
Total Asset Backed Securities (Cost $18,789,747)
|
|
|
18,710,115
|
|
|
|
|
COLLATERALIZED MORTGAGE OBLIGATIONS - 6.28%
|
|
|
|
|
|
|
|
Bank of America Commercial Mortgage Trust
|
|
|
|
|
|
350,000
|
|
Series 2007-4, 5.743%, 02/10/2051 (d)
|
|
|
396,997
|
|
|
110,000
|
|
Series 2007-5, 5.620%, 02/10/2051
|
|
|
111,910
|
|
|
490,000
|
|
BB-UBS Trust
Series 2012-SHOW, 3.430%, 11/07/2036 (Acquired 12/05/2012 through 12/06/2012, Cost $511,789) (b)
|
|
|
462,253
|
|
|
|
|
Bear Stearns Commercial Mortgage Securities
|
|
|
|
|
|
3,250,000
|
|
Series 2006-PW13, 5.540%, 09/11/2041
|
|
|
3,604,923
|
|
|
883,492
|
|
Series 2004-PWR5, 4.831%, 07/11/2042
|
|
|
887,750
|
|
|
225,000
|
|
Bear Stearns Trust
Series A-4, 5.405%, 12/11/2040 (d)
|
|
|
241,430
|
|
|
|
|
CD Commercial Mortgage Trust
|
|
|
|
|
|
370,000
|
|
Series Series TR, 5.363%, 01/15/2046 (d)
|
|
|
400,706
|
|
|
265,000
|
|
Series 2007-CD4, 5.322%, 12/11/2049
|
|
|
292,850
|
|
|
150,831
|
|
Chase Mortgage Financial Trust
Series 2007-A1, 2.839%, 02/25/2037 (d)
|
|
|
140,991
|
|
|
|
|
COMM Mortgage Trust
|
|
|
|
|
|
485,000
|
|
Series 2013-LC6, 2.941%, 01/12/2046 (d)
|
|
|
454,474
|
|
|
210,000
|
|
Series 2010-C1, 4.205%, 07/10/2046 (Acquired 08/14/2012 through 08/17/2012, Cost $236,792) (b)
|
|
|
222,622
|
|
|
330,000
|
|
Commercial Mortgage Pass-Through Certificate
Series 2012-CCRE3, 2.822%, 10/17/2045
|
|
|
308,473
|
|
|
|
|
Countrywide Home Loans, Inc.
|
|
|
|
|
|
30,803
|
|
Series 2004-HYB6, 2.880%, 11/20/2034 (d)
|
|
|
28,647
|
|
|
163,180
|
|
Series 2005-11, 0.490%, 03/25/2035 (d)
|
|
|
141,857
|
|
|
450,447
|
|
Credit Suisse First Boston Mortgage Securities Corp.
Series 2005-C1, 5.014%, 02/15/2038
|
|
|
470,228
|
|
|
345,000
|
|
DBUBS Mortgage Trust
Series 2011-LC1, 5.002%, 11/13/2046 (Acquired 02/08/2011, Cost $407,155) (b)
|
|
|
382,756
|
|
|
|
|
Federal Home Loan Mortgage Corp.
|
|
|
|
|
|
800,000
|
|
Series K-703, 2.699%, 05/25/2018 (d)
|
|
|
829,964
|
|
|
600,000
|
|
Series K-705, 2.303%, 09/25/2018 (d)
|
|
|
609,141
|
|
|
900,000
|
|
Series K-706, 2.323%, 10/25/2018
|
|
|
914,494
|
|
|
600,000
|
|
Series K-709, 2.086%, 03/25/2019
|
|
|
594,941
|
|
|
400,000
|
|
Four Times Square Trust
Series 2006-4TS, 5.401%, 12/13/2028 (Acquired 03/22/2011 through 03/24/2011, Cost $467,133) (b)
|
|
|
448,316
|
|
|
|
|
GS Mortgage Securities Corp.
|
|
|
|
|
|
195,000
|
|
Series 2012-SHOP, 2.933%, 06/06/2031 (Acquired 02/12/2013, Cost $202,470) (b)
|
|
|
195,272
|
|
|
460,000
|
|
Series 2012-ALOH, 3.551%, 04/12/2034 (Acquired 08/15/2012, Cost $482,858) (b)
|
|
|
456,005
|
|
|
273,335
|
|
Series 2005-GG4, 4.680%, 07/10/2039
|
|
|
275,426
|
|
|
685,000
|
|
Series 2012-GCJ7, 3.377%, 05/12/2045
|
|
|
679,891
|
|
|
|
|
GS Mortgage Securities Corp. II
|
|
|
|
|
|
145,000
|
|
Series 2012-BWTR, 2.954%, 11/07/2034 (Acquired 12/11/2012, Cost $148,400) (b)
|
|
|
135,768
|
|
|
445,000
|
|
Series 2005-GG4, 4.751%, 07/10/2039
|
|
|
467,971
|
|
|
320,000
|
|
Series 2013-GC10, 2.943%, 02/12/2046
|
|
|
299,561
|
|
|
165,000
|
|
GS Mortgage Securities Trust
Series 2013-GC12, 3.135%, 06/10/2046
|
|
|
156,151
|
|
|
1,205,000
|
|
JPMBB Commercial Mortgage Securities
Series 2013-C12, 3.157%, 07/15/2045
|
|
|
1,200,355
|
|
|
|
|
JPMorgan Commercial Mortgage Securities Corp.
|
|
|
|
|
|
330,000
|
|
Series 2012-WLDN, 3.905%, 05/05/2030 (Acquired 05/07/2013, Cost $346,848) (b)
|
|
|
332,121
|
|
|
415,000
|
|
Series 2005-LDP2, 4.738%, 07/15/2042
|
|
|
438,477
|
|
|
290,000
|
|
Series 2011-C5, 4.171%, 08/15/2046
|
|
|
304,834
|
|
|
330,000
|
|
Series 2013-C10, 3.143%, 12/15/2047
|
|
|
313,601
|
|
|
405,000
|
|
Series 2012-LC9, 2.840%, 12/15/2047
|
|
|
377,980
|
|
|
130,000
|
|
JPMorgan Commercial Mortgage Securities Trust
Series 2012-HSBC, 3.093%, 07/08/2032 (Acquired 03/11/2013, Cost $132,166) (b)
|
|
|
124,427
|
|
|
|
|
Lehman Brothers-UBS Commercial Mortgage Trust
|
|
|
|
|
|
207,209
|
|
Series 2005-C3, 4.664%, 07/15/2030
|
|
|
209,546
|
|
|
625,000
|
|
Series 2007-C1, 5.424%, 02/15/2040
|
|
|
697,317
|
|
|
490,000
|
|
Series 2007-C2, 5.430%, 02/15/2040
|
|
|
539,403
|
|
|
550,000
|
|
Series 2008-C1, 6.151%, 04/15/2041 (d)
|
|
|
643,698
|
|
|
285,000
|
|
Merrill Lynch Mortgage Trust
Series 2008-C1, 5.690%, 02/12/2051
|
|
|
323,971
|
|
|
600,000
|
|
Morgan Stanley Capital I Trust
Series 2008-T29, 6.280%, 01/11/2043 (d)
|
|
|
701,744
|
|
|
320,000
|
|
OBP Depositor LLC Trust
Series 2010-OBP, 4.646%, 07/15/2045 (Acquired 06/25/2010, Cost $368,526) (b)
|
|
|
349,556
|
|
|
233,099
|
|
Springleaf Mortgage Loan Trust
Series 2013-1A, 1.270%, 06/25/2058 (Acquired 04/03/2013, Cost $233,080) (b)
|
|
|
233,690
|
|
|
446,672
|
|
TIAA Seasoned Commercial Mortgage Trust
Series 2007-C4, 5.528%, 08/15/2039 (d)
|
|
|
465,138
|
|
|
|
|
UBS-Barclays Commercial Mortgage Trust
|
|
|
|
|
|
315,000
|
|
Series 2013-C6, 3.244%, 04/10/2046
|
|
|
301,807
|
|
|
385,000
|
|
Series 2012-C2, 3.525%, 05/10/2063
|
|
|
381,270
|
|
|
280,000
|
|
Wachovia Bank Commercial Mortgage TRust
Series 2005-C18, 4.935%, 04/15/2042
|
|
|
295,941
|
|
|
|
|
Wells Fargo-RBS Commercial Mortgage Trust
|
|
|
|
|
|
280,000
|
|
Series 2011-C2, 4.869%, 02/15/2044 (Acquired 02/17/2011, Cost $329,643) (b)(d)
|
|
|
307,085
|
|
|
375,000
|
|
Series 2011-C3, 4.375%, 03/17/2044 (Acquired 05/27/2011, Cost $427,011) (b)
|
|
|
396,665
|
|
|
165,000
|
|
Series 2013-C11, 3.071%, 03/17/2045
|
|
|
155,865
|
|
|
60,000
|
|
Series 2012-C10, 2.875%, 12/15/2045
|
|
|
55,839
|
|
|
325,000
|
|
Series 2013-C14, 3.337%, 06/15/2046
|
|
|
311,899
|
|
|
|
|
Total Collateralized Mortgage Obligations (Cost $24,500,099)
|
|
|
24,073,997
|
|
|
|
|
|
|
|
|
|
|
|
|
CORPORATE OBLIGATIONS - 41.08%
|
|
|
|
|
|
|
|
Aerospace & Defense - 0.58%
|
|
|
|
|
|
540,000
|
|
Precision Castparts Corp.
0.700%, 12/20/2015
|
|
|
537,149
|
|
|
1,675,000
|
|
United Technologies Corp.
1.800%, 06/01/2017
|
|
|
1,682,717
|
|
|
|
|
|
|
|
2,219,866
|
|
|
|
|
|
|
|
|
|
|
|
|
Agricultural Products - 0.18%
|
|
|
|
|
|
250,000
|
|
Cargill, Inc.
4.100%, 11/01/2042 (Acquired 10/24/2012, Cost $249,528) (b)
|
|
|
223,610
|
|
|
475,000
|
|
Imperial Tobacco Finance Plc
3.500%, 02/11/2023 (Acquired 11/11/2022, Cost $474,525) (b)
|
|
|
447,472
|
|
|
25,000
|
|
Lorillard Tobacco Co.
8.125%, 06/23/2019
|
|
|
30,672
|
|
|
|
|
|
|
|
701,754
|
|
|
|
|
Air Freight & Logistics - 0.08%
|
|
|
|
|
|
320,000
|
|
United Parcel Service, Inc.
1.125%, 10/01/2017
|
|
|
313,427
|
|
|
|
|
|
|
|
|
|
|
|
|
Auto Components - 0.19%
|
|
|
|
|
|
740,000
|
|
Johnson Controls, Inc.
1.750%, 03/01/2014
|
|
|
745,569
|
|
|
|
|
|
|
|
|
|
|
|
|
Banks - 2.89%
|
|
|
|
|
|
1,030,000
|
|
Bank of Nova Scotia
0.750%, 10/09/2015
|
|
|
1,026,121
|
|
|
400,000
|
|
BNP Paribas SA
2.375%, 09/14/2017
|
|
|
396,393
|
|
|
955,000
|
|
Canadian Imperial Bank of Commerce
2.350%, 12/11/2015
|
|
|
988,629
|
|
|
745,000
|
|
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA
2.125%, 10/13/2015
|
|
|
762,852
|
|
|
760,000
|
|
Glitnir Bank
6.693%, 06/15/2016 (Acquired 06/14/2006, Cost $758,848) (c)(d)(e)
|
|
|
13,300
|
|
|
250,000
|
|
HSBC Holdings Plc
6.800%, 06/01/2038
|
|
|
288,462
|
|
|
250,000
|
|
Kaupthing Bank Hf
7.125%, 05/19/2016 (Acquired 05/12/2006, Cost $248,680) (c)(e)
|
|
|
6,563
|
|
|
325,000
|
|
KeyCorp
5.100%, 03/24/2021
|
|
|
362,167
|
|
|
|
|
PNC Funding Corp.
|
|
|
|
|
|
810,000
|
|
4.250%, 09/21/2015
|
|
|
861,716
|
|
|
735,000
|
|
3.300%, 03/08/2022
|
|
|
707,845
|
|
|
|
|
Royal Bank of Canada
|
|
|
|
|
|
615,000
|
|
1.150%, 03/13/2015
|
|
|
619,994
|
|
|
1,840,000
|
|
0.625%, 12/04/2015 (a)
|
|
|
1,830,229
|
|
|
|
|
Royal Bank of Scotland Group Plc
|
|
|
|
|
|
115,000
|
|
5.000%, 11/12/2013
|
|
|
115,776
|
|
|
230,000
|
|
2.550%, 09/18/2015
|
|
|
233,980
|
|
|
1,040,000
|
|
SunTrust Banks, Inc.
3.500%, 01/20/2017
|
|
|
1,089,235
|
|
|
|
|
U.S. Bancorp
|
|
|
|
|
|
910,000
|
|
1.650%, 05/15/2017
|
|
|
908,039
|
|
|
200,000
|
|
4.125%, 05/24/2021
|
|
|
213,479
|
|
|
300,000
|
|
Wachovia Bank NA
6.600%, 01/15/2038
|
|
|
367,800
|
|
|
300,000
|
|
Wells Fargo & Co.
1.500%, 01/16/2018
|
|
|
292,917
|
|
|
|
|
|
|
|
11,085,497
|
|
|
|
|
|
|
|
|
|
|
|
|
Beverages - 0.64%
|
|
|
|
|
|
950,000
|
|
Diageo Capital Plc
1.500%, 05/11/2017
|
|
|
942,312
|
|
|
90,000
|
|
Heineken NV
2.750%, 04/01/2023 (Acquired 10/02/2012, Cost $89,830) (b)
|
|
|
82,685
|
|
|
|
|
PepsiCo., Inc.
|
|
|
|
|
|
855,000
|
|
2.500%, 05/10/2016
|
|
|
890,256
|
|
|
560,000
|
|
2.750%, 03/01/2023
|
|
|
530,968
|
|
|
|
|
|
|
|
2,446,221
|
|
|
|
|
|
|
|
|
|
|
|
|
Biotechnology - 0.44%
|
|
|
|
|
|
450,000
|
|
Amgen, Inc.
4.950%, 10/01/2041
|
|
|
437,819
|
|
|
415,000
|
|
Genzyme Corp.
5.000%, 06/15/2020
|
|
|
465,583
|
|
|
780,000
|
|
Gilead Sciences, Inc.
2.400%, 12/01/2014
|
|
|
797,617
|
|
|
|
|
|
|
|
1,701,019
|
|
|
|
|
|
|
|
|
|
|
|
|
Capital Markets - 4.69%
|
|
|
|
|
|
2,885,000
|
|
Bear Stearns Companies, Inc.
7.250%, 02/01/2018
|
|
|
3,438,709
|
|
|
|
|
Goldman Sachs Group, Inc.
|
|
|
|
|
|
300,000
|
|
5.625%, 01/15/2017
|
|
|
325,397
|
|
|
1,125,000
|
|
5.950%, 01/18/2018
|
|
|
1,259,960
|
|
|
85,000
|
|
6.150%, 04/01/2018
|
|
|
95,881
|
|
|
95,000
|
|
7.500%, 02/15/2019
|
|
|
112,952
|
|
|
50,000
|
|
5.375%, 03/15/2020
|
|
|
54,329
|
|
|
125,000
|
|
5.750%, 01/24/2022
|
|
|
138,112
|
|
|
700,000
|
|
6.750%, 10/01/2037
|
|
|
719,211
|
|
|
|
|
Merrill Lynch & Co., Inc.
|
|
|
|
|
|
2,145,000
|
|
6.400%, 08/28/2017
|
|
|
2,424,292
|
|
|
650,000
|
|
6.500%, 07/15/2018
|
|
|
730,094
|
|
|
625,000
|
|
6.110%, 01/29/2037
|
|
|
617,126
|
|
|
|
|
Morgan Stanley
|
|
|
|
|
|
745,000
|
|
1.750%, 02/25/2016
|
|
|
738,523
|
|
|
600,000
|
|
5.950%, 12/28/2017
|
|
|
666,385
|
|
|
300,000
|
|
5.625%, 09/23/2019
|
|
|
322,874
|
|
|
200,000
|
|
5.500%, 07/24/2020
|
|
|
215,693
|
|
|
295,000
|
|
4.875%, 11/01/2022
|
|
|
291,971
|
|
|
745,000
|
|
3.750%, 02/25/2023
|
|
|
713,853
|
|
|
100,000
|
|
6.375%, 07/24/2042
|
|
|
111,956
|
|
|
|
|
State Street Corp.
|
|
|
|
|
|
1,505,000
|
|
2.875%, 03/07/2016
|
|
|
1,572,468
|
|
|
425,000
|
|
1.350%, 05/15/2018 (a)
|
|
|
413,451
|
|
|
1,310,000
|
|
The Bank of New York Mellon Corp.
2.300%, 07/28/2016
|
|
|
1,351,317
|
|
|
1,435,000
|
|
Wachovia Corp.
5.750%, 02/01/2018
|
|
|
1,654,470
|
|
|
|
|
|
|
|
17,969,024
|
|
|
|
|
|
|
|
|
|
|
|
|
Chemicals - 0.37%
|
|
|
|
|
|
670,000
|
|
Dow Chemical Co.
4.250%, 11/15/2020
|
|
|
707,788
|
|
|
740,000
|
|
El du Pont de Nemours & Co.
2.800%, 02/15/2023
|
|
|
706,569
|
|
|
|
|
|
|
|
1,414,357
|
|
|
|
|
Commercial Banks - 0.04%
|
|
|
|
|
|
155,000
|
|
Wells Fargo & Co.
3.450%, 02/13/2023
|
|
|
148,329
|
|
|
|
|
|
|
|
|
|
|
|
|
Commercial Services & Supplies - 0.18%
|
|
|
|
|
|
650,000
|
|
International Lease Finance Corp.
5.750%, 05/15/2016
|
|
|
671,212
|
|
|
|
|
|
|
|
|
|
|
|
|
Communications - 0.16%
|
|
|
|
|
|
595,000
|
|
Rogers Cable, Inc.
5.500%, 03/15/2014
|
|
|
614,465
|
|
|
|
|
|
|
|
|
|
|
|
|
Computers & Peripherals - 0.83%
|
|
|
|
|
|
1,640,000
|
|
Apple, Inc.
2.400%, 05/03/2023
|
|
|
1,524,326
|
|
|
|
|
EMC Corp
|
|
|
|
|
|
940,000
|
|
1.875%, 06/01/2018
|
|
|
930,277
|
|
|
475,000
|
|
2.650%, 06/01/2020
|
|
|
468,979
|
|
|
250,000
|
|
Hewlett-Packard Co.
3.000%, 09/15/2016
|
|
|
256,929
|
|
|
|
|
|
|
|
3,180,511
|
|
|
|
|
|
|
|
|
|
|
|
|
Consumer Finance - 2.27%
|
|
|
|
|
|
877,000
|
|
American Express Co.
4.050%, 12/03/2042
|
|
|
769,877
|
|
|
2,430,000
|
|
American Express Credit Corp.
1.750%, 06/12/2015
|
|
|
2,464,146
|
|
|
1,390,000
|
|
Capital One Financial Corp.
2.150%, 03/23/2015
|
|
|
1,412,498
|
|
|
|
|
Caterpillar Financial Services Corp.
|
|
|
|
|
|
650,000
|
|
1.100%, 05/29/2015
|
|
|
653,838
|
|
|
960,000
|
|
1.625%, 06/01/2017 (a)
|
|
|
954,842
|
|
|
|
|
John Deere Capital Corp.
|
|
|
|
|
|
350,000
|
|
0.950%, 06/29/2015
|
|
|
351,953
|
|
|
890,000
|
|
1.300%, 03/12/2018
|
|
|
863,097
|
|
|
200,000
|
|
Total Capital International SA
2.875%, 02/17/2022
|
|
|
192,594
|
|
|
1,015,000
|
|
Toyota Motor Credit Corp.
2.050%, 01/12/2017
|
|
|
1,027,533
|
|
|
|
|
|
|
|
8,690,378
|
|
|
|
|
|
|
|
|
|
|
|
|
Diversified Financial Services - 3.61%
|
|
|
|
|
|
225,000
|
|
American Honda Finance Corp.
1.600%, 02/16/2018 (Acquired 02/12/2013, Cost $224,872) (b)
|
|
|
221,461
|
|
|
|
|
Bank of America Corp.
|
|
|
|
|
|
200,000
|
|
3.875%, 03/22/2017
|
|
|
209,648
|
|
|
700,000
|
|
7.625%, 06/01/2019
|
|
|
842,270
|
|
|
175,000
|
|
5.875%, 01/05/2021
|
|
|
197,263
|
|
|
75,000
|
|
5.000%, 05/13/2021
|
|
|
80,100
|
|
|
430,000
|
|
5.700%, 01/24/2022
|
|
|
478,138
|
|
|
145,000
|
|
3.300%, 01/11/2023
|
|
|
137,322
|
|
|
|
|
Citigroup, Inc.
|
|
|
|
|
|
450,000
|
|
5.000%, 09/15/2014
|
|
|
467,789
|
|
|
560,000
|
|
6.010%, 01/15/2015
|
|
|
598,259
|
|
|
550,000
|
|
4.450%, 01/10/2017
|
|
|
589,416
|
|
|
150,000
|
|
1.750%, 05/01/2018
|
|
|
143,604
|
|
|
1,395,000
|
|
8.500%, 05/22/2019
|
|
|
1,759,853
|
|
|
345,000
|
|
4.050%, 07/30/2022
|
|
|
332,202
|
|
|
150,000
|
|
6.875%, 03/05/2038
|
|
|
182,486
|
|
|
|
|
Ford Motor Credit Co. LLC
|
|
|
|
|
|
325,000
|
|
2.750%, 05/15/2015
|
|
|
329,696
|
|
|
200,000
|
|
3.984%, 06/15/2016
|
|
|
209,672
|
|
|
|
|
General Electric Capital Corp.
|
|
|
|
|
|
1,245,000
|
|
5.500%, 01/08/2020
|
|
|
1,405,665
|
|
|
350,000
|
|
4.375%, 09/16/2020
|
|
|
371,090
|
|
|
370,000
|
|
5.300%, 02/11/2021
|
|
|
406,520
|
|
|
485,000
|
|
4.650%, 10/17/2021
|
|
|
515,356
|
|
|
250,000
|
|
6.750%, 03/15/2032
|
|
|
300,605
|
|
|
1,065,000
|
|
5.875%, 01/14/2038
|
|
|
1,176,262
|
|
|
450,000
|
|
Hutchison Whampoa International Ltd.
3.500%, 01/13/2017 (Acquired 01/10/2012, Cost $470,701) (b)
|
|
|
464,803
|
|
|
|
|
JPMorgan Chase & Co.
|
|
|
|
|
|
125,000
|
|
6.300%, 04/23/2019
|
|
|
145,392
|
|
|
415,000
|
|
4.250%, 10/15/2020
|
|
|
432,041
|
|
|
600,000
|
|
4.500%, 01/24/2022
|
|
|
629,389
|
|
|
135,000
|
|
3.250%, 09/23/2022
|
|
|
128,421
|
|
|
155,000
|
|
3.375%, 05/01/2023
|
|
|
144,627
|
|
|
555,000
|
|
National Rural Utilities Cooperative Finance Corp.
5.450%, 04/10/2017
|
|
|
628,975
|
|
|
300,000
|
|
NCUA Guaranteed Notes
Series 2011-M1, 3.000%, 06/12/2019
|
|
|
313,773
|
|
|
|
|
|
|
|
13,842,098
|
|
|
|
|
|
|
|
|
|
|
|
|
Diversified Manufacturing - 0.64%
|
|
|
|
|
|
|
|
Cooper U.S., Inc.
|
|
|
|
|
|
720,000
|
|
6.100%, 07/01/2017
|
|
|
824,214
|
|
|
675,000
|
|
3.875%, 12/15/2020
|
|
|
695,342
|
|
|
|
|
Tyco Electronics Group SA
|
|
|
|
|
|
440,000
|
|
1.600%, 02/03/2015
|
|
|
443,324
|
|
|
405,000
|
|
6.550%, 10/01/2017
|
|
|
469,269
|
|
|
|
|
|
|
|
2,432,149
|
|
|
|
|
|
|
|
|
|
|
|
|
Diversified Telecommunication Services - 1.45%
|
|
|
|
|
|
|
|
AT&T, Inc.
|
|
|
|
|
|
1,005,000
|
|
0.800%, 12/01/2015 (a)
|
|
|
1,001,005
|
|
|
695,000
|
|
5.350%, 09/01/2040
|
|
|
705,752
|
|
|
470,000
|
|
France Telecom SA
4.375%, 07/08/2014
|
|
|
484,167
|
|
|
|
|
Verizon Communications, Inc.
|
|
|
|
|
|
735,000
|
|
1.950%, 03/28/2014
|
|
|
742,535
|
|
|
295,000
|
|
3.500%, 11/01/2021
|
|
|
296,832
|
|
|
420,000
|
|
2.450%, 11/01/2022
|
|
|
381,594
|
|
|
150,000
|
|
6.400%, 02/15/2038
|
|
|
175,238
|
|
|
1,355,000
|
|
Verizon Wireless Capital LLC
8.500%, 11/15/2018
|
|
|
1,761,849
|
|
|
|
|
|
|
|
5,548,972
|
|
|
|
|
Electric Utilities - 0.80%
|
|
|
|
|
|
100,000
|
|
American Electric Power Co., Inc.
1.650%, 12/15/2017
|
|
|
97,316
|
|
|
375,000
|
|
Nevada Power Co.
5.875%, 01/15/2015
|
|
|
402,048
|
|
|
70,000
|
|
PPL Capital Funding, Inc.
1.900%, 06/01/2018
|
|
|
68,842
|
|
|
875,000
|
|
PSI Energy, Inc.
6.050%, 06/15/2016
|
|
|
993,282
|
|
|
|
|
Union Electric Co.
|
|
|
|
|
|
570,000
|
|
6.700%, 02/01/2019
|
|
|
695,975
|
|
|
350,000
|
|
3.900%, 09/15/2042
|
|
|
320,184
|
|
|
470,000
|
|
Westar Energy, Inc.
6.000%, 07/01/2014
|
|
|
493,913
|
|
|
|
|
|
|
|
3,071,560
|
|
|
|
|
|
|
|
|
|
|
|
|
Energy Equipment & Services - 0.39%
|
|
|
|
|
|
275,000
|
|
Cameron International Corp.
6.375%, 07/15/2018
|
|
|
322,861
|
|
|
605,000
|
|
Halliburton Co.
3.250%, 11/15/2021
|
|
|
614,809
|
|
|
480,000
|
|
Pride International, Inc.
6.875%, 08/15/2020
|
|
|
570,491
|
|
|
|
|
|
|
|
1,508,161
|
|
|
|
|
|
|
|
|
|
|
|
|
Engineering Construction - 0.12%
|
|
|
|
|
|
495,000
|
|
ABB Finance USA, Inc.
2.875%, 05/08/2022
|
|
|
475,156
|
|
|
|
|
|
|
|
|
|
|
|
|
Food & Staples Retailing - 0.39%
|
|
|
|
|
|
|
|
CVS Caremark Corp.
|
|
|
|
|
|
200,000
|
|
4.750%, 05/18/2020
|
|
|
220,243
|
|
|
300,000
|
|
6.250%, 06/01/2027
|
|
|
356,470
|
|
|
355,000
|
|
Walgreen Co.
3.100%, 09/15/2022
|
|
|
337,087
|
|
|
450,000
|
|
Wal-Mart Stores, Inc.
6.500%, 08/15/2037
|
|
|
570,529
|
|
|
|
|
|
|
|
1,484,329
|
|
|
|
|
|
|
|
|
|
|
|
|
Food Products - 0.50%
|
|
|
|
|
|
|
|
ConAgra Foods, Inc.
|
|
|
|
|
|
110,000
|
|
1.350%, 09/10/2015
|
|
|
110,813
|
|
|
50,000
|
|
1.900%, 01/25/2018
|
|
|
49,207
|
|
|
505,000
|
|
3.200%, 01/25/2023
|
|
|
483,899
|
|
|
|
|
Kraft Foods Group, Inc.
|
|
|
|
|
|
350,000
|
|
1.625%, 06/04/2015
|
|
|
353,899
|
|
|
75,000
|
|
2.250%, 06/05/2017
|
|
|
75,597
|
|
|
400,000
|
|
3.500%, 06/06/2022
|
|
|
396,864
|
|
|
375,000
|
|
Mondelez International, Inc.
6.500%, 02/09/2040
|
|
|
448,966
|
|
|
|
|
|
|
|
1,919,245
|
|
|
|
|
|
|
|
|
|
|
|
|
Health Care Equipment & Supplies - 0.92%
|
|
|
|
|
|
|
|
Baxter International, Inc.
|
|
|
|
|
|
455,000
|
|
1.850%, 01/15/2017
|
|
|
458,147
|
|
|
880,000
|
|
3.200%, 06/15/2023 (a)
|
|
|
864,996
|
|
|
725,000
|
|
Becton, Dickinson & Co.
3.250%, 11/12/2020
|
|
|
734,320
|
|
|
630,000
|
|
Covidien International Finance SA
2.800%, 06/15/2015
|
|
|
652,374
|
|
|
800,000
|
|
St. Jude Medical, Inc.
2.500%, 01/15/2016
|
|
|
822,446
|
|
|
|
|
|
|
|
3,532,283
|
|
|
|
|
|
|
|
|
|
|
|
|
Health Care Providers & Services - 1.33%
|
|
|
|
|
|
745,000
|
|
Cardinal Health, Inc.
3.200%, 03/15/2023
|
|
|
696,675
|
|
|
|
|
Express Scripts Holding Co.
|
|
|
|
|
|
325,000
|
|
3.125%, 05/15/2016
|
|
|
338,185
|
|
|
125,000
|
|
3.500%, 11/15/2016
|
|
|
132,798
|
|
|
1,000,000
|
|
Humana, Inc.
3.150%, 12/01/2022
|
|
|
929,888
|
|
|
|
|
UnitedHealth Group, Inc.
|
|
|
|
|
|
675,000
|
|
5.375%, 03/15/2016
|
|
|
748,126
|
|
|
360,000
|
|
3.950%, 10/15/2042
|
|
|
311,006
|
|
|
|
|
WellPoint, Inc.
|
|
|
|
|
|
125,000
|
|
1.250%, 09/10/2015
|
|
|
125,276
|
|
|
1,175,000
|
|
4.350%, 08/15/2020
|
|
|
1,253,169
|
|
|
425,000
|
|
3.125%, 05/15/2022
|
|
|
403,773
|
|
|
150,000
|
|
5.850%, 01/15/2036
|
|
|
167,072
|
|
|
|
|
|
|
|
5,105,968
|
|
|
|
|
|
|
|
|
|
|
|
|
Independent Power Producers & Energy Traders - 0.08%
|
|
|
|
|
|
290,000
|
|
Exelon Generation Co., LLC
6.250%, 10/01/2039
|
|
|
316,490
|
|
|
|
|
|
|
|
|
|
|
|
|
Industrial Conglomerates - 0.20%
|
|
|
|
|
|
655,000
|
|
Koninklijke Philips Electronics NV
5.750%, 03/11/2018
|
|
|
759,374
|
|
|
|
|
|
|
|
|
|
|
|
|
Insurance - 0.88%
|
|
|
|
|
|
|
|
American International Group, Inc.
|
|
|
|
|
|
100,000
|
|
8.250%, 08/15/2018
|
|
|
124,282
|
|
|
30,000
|
|
4.875%, 06/01/2022
|
|
|
32,036
|
|
|
810,000
|
|
CNA Financial Corp.
7.350%, 11/15/2019
|
|
|
982,039
|
|
|
615,000
|
|
Liberty Mutual Group, Inc.
5.000%, 06/01/2021 (Acquired 05/18/2011, Cost $622,094) (b)
|
|
|
649,787
|
|
|
500,000
|
|
New York Life Global Funding
3.000%, 05/04/2015 (Acquired 03/19/2012, Cost $515,681) (b)
|
|
|
521,249
|
|
|
375,000
|
|
Prudential Financial, Inc.
4.500%, 11/15/2020
|
|
|
400,326
|
|
|
605,000
|
|
Willis North America, Inc.
6.200%, 03/28/2017
|
|
|
674,323
|
|
|
|
|
|
|
|
3,384,042
|
|
|
|
|
Internet Software & Services - 0.18%
|
|
|
|
|
|
700,000
|
|
eBay, Inc.
1.350%, 07/15/2017
|
|
|
688,666
|
|
|
|
|
|
|
|
|
|
|
|
|
Life Sciences Tools & Services - 0.04%
|
|
|
|
|
|
150,000
|
|
Life Technologies Corp.
6.000%, 03/01/2020
|
|
|
169,220
|
|
|
|
|
|
|
|
|
|
|
|
|
Machinery - 0.16%
|
|
|
|
|
|
530,000
|
|
Eaton Corp.
5.600%, 05/15/2018
|
|
|
603,848
|
|
|
|
|
|
|
|
|
|
|
|
|
Media - 2.30%
|
|
|
|
|
|
|
|
CBS Corp.
|
|
|
|
|
|
525,000
|
|
3.375%, 03/01/2022
|
|
|
507,017
|
|
|
100,000
|
|
4.850%, 07/01/2042
|
|
|
92,786
|
|
|
|
|
Comcast Corp.
|
|
|
|
|
|
1,345,000
|
|
5.875%, 02/15/2018
|
|
|
1,571,926
|
|
|
250,000
|
|
6.400%, 05/15/2038
|
|
|
299,398
|
|
|
665,000
|
|
COX Communications, Inc.
|
|
|
|
|
|
|
|
2.950%, 06/30/2023 (Acquired 03/30/2023, Cost $662,074) (b)
|
|
|
606,177
|
|
|
|
|
DIRECTV Holdings, LLC
|
|
|
|
|
|
270,000
|
|
1.750%, 01/15/2018 (a)
|
|
|
260,946
|
|
|
825,000
|
|
5.200%, 03/15/2020
|
|
|
892,037
|
|
|
475,000
|
|
3.800%, 03/15/2022
|
|
|
457,114
|
|
|
375,000
|
|
6.350%, 03/15/2040
|
|
|
392,730
|
|
|
145,000
|
|
NBCUniversal Enterprise, Inc.
|
|
|
|
|
|
|
|
1.974%, 04/15/2019 (Acquired 03/20/2013, Cost $144,917) (b)
|
|
|
141,314
|
|
|
400,000
|
|
NBCUniversal Media LLC
|
|
|
|
|
|
|
|
5.150%, 04/30/2020
|
|
|
456,061
|
|
|
|
|
News America, Inc.
|
|
|
|
|
|
275,000
|
|
4.500%, 02/15/2021
|
|
|
295,078
|
|
|
250,000
|
|
6.150%, 02/15/2041
|
|
|
278,588
|
|
|
|
|
Time Warner, Inc.
|
|
|
|
|
|
1,105,000
|
|
6.750%, 07/01/2018
|
|
|
1,266,203
|
|
|
400,000
|
|
4.700%, 01/15/2021
|
|
|
428,714
|
|
|
225,000
|
|
3.400%, 06/15/2022 (a)
|
|
|
218,502
|
|
|
225,000
|
|
7.625%, 04/15/2031
|
|
|
284,377
|
|
|
110,000
|
|
4.500%, 09/15/2042
|
|
|
85,610
|
|
|
250,000
|
|
Viacom, Inc.
5.625%, 09/15/2019
|
|
|
287,357
|
|
|
|
|
|
|
|
8,821,935
|
|
|
|
|
|
|
|
|
|
|
|
|
Metals & Mining - 0.57%
|
|
|
|
|
|
495,000
|
|
BHP Billiton Finance USA Ltd.
1.625%, 02/24/2017 (a)
|
|
|
493,037
|
|
|
|
|
Freeport-McMoRan Copper & Gold, Inc.
|
|
|
|
|
|
80,000
|
|
2.375%, 03/15/2018 (Acquired 02/28/2013, Cost $79,992) (b)
|
|
|
76,170
|
|
|
75,000
|
|
3.100%, 03/15/2020 (Acquired 02/28/2013, Cost $74,971) (b)
|
|
|
69,426
|
|
|
335,000
|
|
3.875%, 03/15/2023 (Acquired 12/15/2022, Cost $334,964) (b)
|
|
|
303,804
|
|
|
735,000
|
|
Rio Tinto Finance USA Ltd.
2.500%, 05/20/2016
|
|
|
756,252
|
|
|
195,000
|
|
Teck Resources Ltd.
6.000%, 08/15/2040
|
|
|
183,526
|
|
|
|
|
Xstrata Finance Canada Ltd.
|
|
|
|
|
|
165,000
|
|
2.450%, 10/25/2017 (Acquired 10/18/2012, Cost $164,723) (b)
|
|
|
160,176
|
|
|
135,000
|
|
4.000%, 10/25/2022 (Acquired 10/18/2012, Cost $134,658) (b)
|
|
|
122,795
|
|
|
|
|
|
|
|
2,165,186
|
|
|
|
|
|
|
|
|
|
|
|
|
Multi-Utilities
- 0.75%
|
|
|
|
|
|
650,000
|
|
Dominion Resources, Inc.
1.400%, 09/15/2017
|
|
|
637,253
|
|
|
580,000
|
|
Sempra Energy
6.500%, 06/01/2016
|
|
|
665,530
|
|
|
1,380,000
|
|
Xcel Energy, Inc.
5.613%, 04/01/2017
|
|
|
1,551,653
|
|
|
|
|
|
|
|
2,854,436
|
|
|
|
|
|
|
|
|
|
|
|
|
Oil & Gas - 4.77%
|
|
|
|
|
|
150,000
|
|
Anadarko Petroleum Corp.
8.700%, 03/15/2019
|
|
|
193,317
|
|
|
375,000
|
|
Apache Corp.
3.625%, 02/01/2021
|
|
|
385,560
|
|
|
|
|
BP Capital Markets Plc
|
|
|
|
|
|
350,000
|
|
3.200%, 03/11/2016
|
|
|
367,994
|
|
|
1,235,000
|
|
4.500%, 10/01/2020
|
|
|
1,341,919
|
|
|
1,120,000
|
|
2.500%, 11/06/2022
|
|
|
1,022,699
|
|
|
945,000
|
|
Canadian Natural Resources Ltd.
3.450%, 11/15/2021
|
|
|
946,117
|
|
|
200,000
|
|
Chevron Corp.
2.427%, 06/24/2020
|
|
|
199,177
|
|
|
290,000
|
|
CNPC General Capital Ltd
1.950%, 04/16/2018 (Acquired 04/09/2013, Cost $290,000) (b)
|
|
|
277,921
|
|
|
1,190,000
|
|
ConocoPhillips
6.650%, 07/15/2018
|
|
|
1,427,950
|
|
|
|
|
Energy Transfer Partners LP
|
|
|
|
|
|
943,000
|
|
8.500%, 04/15/2014
|
|
|
997,814
|
|
|
570,000
|
|
9.000%, 04/15/2019
|
|
|
726,019
|
|
|
225,000
|
|
5.200%, 02/01/2022
|
|
|
238,515
|
|
|
|
|
Husky Energy, Inc.
|
|
|
|
|
|
465,000
|
|
5.900%, 06/15/2014
|
|
|
486,586
|
|
|
810,000
|
|
3.950%, 04/15/2022
|
|
|
823,618
|
|
|
475,000
|
|
Kinder Morgan Energy Partners LP
3.450%, 02/15/2023
|
|
|
446,921
|
|
|
365,000
|
|
LUKOIL International Finance B.V.
3.416%, 04/24/2018 (Acquired 04/17/2013, Cost $365,000) (b)
|
|
|
355,875
|
|
|
800,000
|
|
Marathon Oil Corp.
6.000%, 10/01/2017
|
|
|
917,002
|
|
|
|
|
Nexen, Inc.
|
|
|
|
|
|
150,000
|
|
5.875%, 03/10/2035
|
|
|
157,215
|
|
|
150,000
|
|
7.500%, 07/30/2039
|
|
|
183,774
|
|
|
780,000
|
|
ONEOK Partners LP
6.125%, 02/01/2041
|
|
|
807,834
|
|
|
225,000
|
|
Petrobras Global Finance
2.000%, 05/20/2016
|
|
|
220,891
|
|
|
|
|
Petrobras International Finance Co.
|
|
|
|
|
|
305,000
|
|
3.500%, 02/06/2017
|
|
|
304,404
|
|
|
550,000
|
|
5.375%, 01/27/2021
|
|
|
555,332
|
|
|
250,000
|
|
6.875%, 01/20/2040
|
|
|
254,869
|
|
|
375,000
|
|
Petroleos Mexicanos
8.000%, 05/03/2019
|
|
|
455,625
|
|
|
|
|
Phillips 66
|
|
|
|
|
|
390,000
|
|
1.950%, 03/05/2015
|
|
|
396,210
|
|
|
845,000
|
|
4.300%, 04/01/2022 (a)
|
|
|
874,664
|
|
|
1,755,000
|
|
Shell International Finance BV
0.625%, 12/04/2015
|
|
|
1,754,066
|
|
|
405,000
|
|
Spectra Energy Partners LP
4.600%, 06/15/2021
|
|
|
413,285
|
|
|
295,000
|
|
Valero Energy Corp.
9.375%, 03/15/2019
|
|
|
387,263
|
|
|
370,000
|
|
Williams Cos., Inc.
3.700%, 01/15/2023
|
|
|
344,438
|
|
|
|
|
|
|
|
18,264,874
|
|
|
|
|
|
|
|
|
|
|
|
|
Pharmaceuticals - 2.13%
|
|
|
|
|
|
|
|
AbbVie, Inc.
|
|
|
|
|
|
705,000
|
|
1.200%, 11/06/2015 (Acquired 11/05/2012, Cost $704,528) (b)
|
|
|
706,181
|
|
|
280,000
|
|
1.750%, 11/06/2017 (Acquired 11/05/2012 through 11/08/2012, Cost $279,415) (b)
|
|
|
274,605
|
|
|
335,000
|
|
2.000%, 11/06/2018 (Acquired 11/05/2012, Cost $333,234) (b)
|
|
|
325,233
|
|
|
550,000
|
|
2.900%, 11/06/2022 (Acquired 11/05/2012, Cost $546,458) (b)
|
|
|
515,364
|
|
|
2,105,000
|
|
GlaxoSmithKline Capital Plc
1.500%, 05/08/2017
|
|
|
2,092,667
|
|
|
1,210,000
|
|
Novartis Capital Corp.
2.900%, 04/24/2015
|
|
|
1,261,823
|
|
|
|
|
Sanofi-Aventis SA
|
|
|
|
|
|
1,155,000
|
|
1.250%, 04/10/2018
|
|
|
1,120,005
|
|
|
780,000
|
|
4.000%, 03/29/2021
|
|
|
833,304
|
|
|
920,000
|
|
Teva Pharmaceutical Finance
3.000%, 06/15/2015
|
|
|
956,402
|
|
|
85,000
|
|
Zoetis, Inc.
1.875%, 02/01/2018 (Acquired 01/16/2013, Cost $84,952) (b)
|
|
|
83,302
|
|
|
|
|
|
|
|
8,168,886
|
|
|
|
|
|
|
|
|
|
|
|
|
Pipelines - 1.14%
|
|
|
|
|
|
490,000
|
|
Duke Energy, Inc.
5.668%, 08/15/2014
|
|
|
514,671
|
|
|
|
|
Enterprise Products Operating LLC
|
|
|
|
|
|
330,000
|
|
3.350%, 03/15/2023
|
|
|
318,210
|
|
|
680,000
|
|
6.125%, 10/15/2039
|
|
|
758,805
|
|
|
760,000
|
|
Spectra Energy Capital LLC
5.650%, 03/01/2020
|
|
|
844,223
|
|
|
|
|
TransCanada Pipelines Ltd.
|
|
|
|
|
|
660,000
|
|
7.625%, 01/15/2039
|
|
|
897,362
|
|
|
300,000
|
|
6.350%, 05/15/2067 (d)
|
|
|
313,119
|
|
|
|
|
Transocean, Inc.
|
|
|
|
|
|
155,000
|
|
2.500%, 10/15/2017 (a)
|
|
|
153,332
|
|
|
500,000
|
|
6.500%, 11/15/2020
|
|
|
563,640
|
|
|
|
|
|
|
|
4,363,362
|
|
|
|
|
|
|
|
|
|
|
|
|
Real Estate - 1.72%
|
|
|
|
|
|
525,000
|
|
Boston Properties LP
3.125%, 09/01/2023
|
|
|
485,979
|
|
|
250,000
|
|
Duke Realty LP
4.375%, 06/15/2022
|
|
|
247,718
|
|
|
375,000
|
|
ERP Operating LP
3.000%, 04/15/2023
|
|
|
345,351
|
|
|
|
|
HCP, Inc.
|
|
|
|
|
|
250,000
|
|
2.625%, 02/01/2020
|
|
|
234,550
|
|
|
955,000
|
|
5.375%, 02/01/2021
|
|
|
1,037,504
|
|
|
|
|
Health Care Property Investments, Inc.
|
|
|
|
|
|
125,000
|
|
6.300%, 09/15/2016
|
|
|
142,079
|
|
|
200,000
|
|
6.000%, 01/30/2017
|
|
|
224,539
|
|
|
|
|
Health Care REIT, Inc.
|
|
|
|
|
|
245,000
|
|
2.250%, 03/15/2018
|
|
|
240,815
|
|
|
530,000
|
|
4.125%, 04/01/2019
|
|
|
555,062
|
|
|
675,000
|
|
5.250%, 01/15/2022
|
|
|
726,721
|
|
|
|
|
Liberty Property LP
|
|
|
|
|
|
325,000
|
|
5.500%, 12/15/2016
|
|
|
359,080
|
|
|
25,000
|
|
4.125%, 06/15/2022
|
|
|
24,769
|
|
|
25,000
|
|
3.375%, 06/15/2023
|
|
|
23,234
|
|
|
161,000
|
|
Realty Income Corp.
3.250%, 10/15/2022
|
|
|
147,547
|
|
|
1,105,000
|
|
Simon Property Group, Inc.
6.125%, 05/30/2018
|
|
|
1,299,659
|
|
|
|
|
Ventas Realty LP
|
|
|
|
|
|
335,000
|
|
2.000%, 02/15/2018
|
|
|
324,628
|
|
|
150,000
|
|
2.700%, 04/01/2020
|
|
|
142,047
|
|
|
|
|
|
|
|
6,561,282
|
|
|
|
|
|
|
|
|
|
|
|
|
Road & Rail - 0.31%
|
|
|
|
|
|
565,000
|
|
Burlington Northern Santa Fe LLC
7.950%, 08/15/2030
|
|
|
747,963
|
|
|
309,000
|
|
Canadian Pacific Railway Ltd.
4.500%, 01/15/2022
|
|
|
323,413
|
|
|
125,000
|
|
Kansas City Southern
3.000%, 05/15/2023 (Acquired 02/15/2023, Cost $124,957) (b)
|
|
|
117,588
|
|
|
|
|
|
|
|
1,188,964
|
|
|
|
|
|
|
|
|
|
|
|
|
Semiconductor & Semiconductor Equipment - 0.87%
|
|
|
|
|
|
315,000
|
|
Altera Corp.
1.750%, 05/15/2017
|
|
|
312,573
|
|
|
665,000
|
|
Analog Devices, Inc.
3.000%, 04/15/2016
|
|
|
695,066
|
|
|
780,000
|
|
Applied Materials, Inc.
2.650%, 06/15/2016
|
|
|
809,012
|
|
|
|
|
Intel Corp.
|
|
|
|
|
|
665,000
|
|
1.350%, 12/15/2017
|
|
|
651,482
|
|
|
470,000
|
|
3.300%, 10/01/2021
|
|
|
472,578
|
|
|
425,000
|
|
TSMC Global Ltd.
1.625%, 04/03/2018 (Acquired 03/27/2013, Cost $424,715) (b)
|
|
|
409,635
|
|
|
|
|
|
|
|
3,350,346
|
|
|
|
|
|
|
|
|
|
|
|
|
Software - 0.24%
|
|
|
|
|
|
925,000
|
|
Oracle Corp.
1.200%, 10/15/2017
|
|
|
899,312
|
|
|
|
|
|
|
|
|
|
|
|
|
Specialty Retail - 0.25%
|
|
|
|
|
|
310,000
|
|
AutoZone, Inc.
4.000%, 11/15/2020
|
|
|
317,280
|
|
|
|
|
Home Depot, Inc.
|
|
|
|
|
|
370,000
|
|
2.700%, 04/01/2023
|
|
|
351,524
|
|
|
250,000
|
|
5.875%, 12/16/2036
|
|
|
294,956
|
|
|
|
|
|
|
|
963,760
|
|
|
|
|
|
|
|
|
|
|
|
|
Telecommunication Services - 0.05%
|
|
|
|
|
|
210,000
|
|
SBA Tower Trust
3.598%, 04/15/2018 (Acquired 04/04/2013, Cost $210,000) (b)
|
|
|
208,584
|
|
|
|
|
|
|
|
|
|
|
|
|
Thrifts & Mortgage Finance - 0.02%
|
|
|
|
|
|
60,000
|
|
Santander Holdings USA, Inc.
4.625%, 04/19/2016
|
|
|
63,337
|
|
|
|
|
|
|
|
|
|
|
|
|
Tobacco - 0.31%
|
|
|
|
|
|
|
|
Altria Group, Inc.
|
|
|
|
|
|
306,000
|
|
9.700%, 11/10/2018
|
|
|
407,246
|
|
|
665,000
|
|
2.850%, 08/09/2022
|
|
|
616,122
|
|
|
155,000
|
|
Reynolds American, Inc.
1.050%, 10/30/2015
|
|
|
155,045
|
|
|
|
|
|
|
|
1,178,413
|
|
|
|
|
|
|
|
|
|
|
|
|
Trucking - 0.12%
|
|
|
|
|
|
|
|
Penske Truck Leasing Co., L.P.
|
|
|
|
|
|
400,000
|
|
3.125%, 05/11/2015 (Acquired 05/08/2012, Cost $399,905) (b)
|
|
|
413,507
|
|
|
35,000
|
|
2.875%, 07/17/2018 (Acquired 01/15/2013, Cost $35,227) (b)
|
|
|
35,390
|
|
|
|
|
|
|
|
448,897
|
|
|
|
|
|
|
|
|
|
|
|
|
Wireless Telecommunication Services - 0.30%
|
|
|
|
|
|
1,165,000
|
|
Vodafone Group Plc
1.625%, 03/20/2017 (a)
|
|
|
1,137,649
|
|
|
|
|
Total Corporate Obligations (Cost $157,354,650)
|
|
|
157,382,413
|
|
|
|
|
|
|
|
|
|
|
|
|
FOREIGN GOVERNMENT DEBT OBLIGATIONS - 0.11%
|
|
|
|
|
|
196,000
|
|
Federal Government of Mexico
4.750%, 03/08/2044
|
|
|
175,420
|
|
|
250,000
|
|
Republic of Colombia
4.375%, 07/12/2021
|
|
|
261,000
|
|
|
|
|
Total Foreign Government Debt Obligations (Cost $393,860)
|
|
|
436,420
|
|
|
|
|
|
|
|
|
|
|
|
|
MORTGAGE BACKED SECURITIES - 29.53%
|
|
|
|
|
|
|
|
Federal Home Loan Mortgage Corp.
|
|
|
|
|
|
634,615
|
|
Pool #2590NV 5.000%, 03/15/2018
|
|
|
676,652
|
|
|
8,377
|
|
Pool #E9-9763 4.500%, 09/01/2018
|
|
|
8,812
|
|
|
8,411
|
|
Pool #E9-9764 4.500%, 09/01/2018
|
|
|
8,848
|
|
|
152,293
|
|
Pool #D9-6291 4.500%, 09/01/2023
|
|
|
163,543
|
|
|
451,044
|
|
Pool #G1-3624 5.000%, 08/01/2024
|
|
|
483,128
|
|
|
488,705
|
|
Pool #2329ZA 6.500%, 06/15/2031
|
|
|
547,410
|
|
|
254,806
|
|
Pool #2338ZC 6.500%, 07/15/2031
|
|
|
289,657
|
|
|
429,854
|
|
Pool #78-0447 2.375%, 04/01/2033 (d)
|
|
|
457,337
|
|
|
350
|
|
Pool #A4-3129 5.500%, 02/01/2036
|
|
|
379
|
|
|
2,678,127
|
|
Pool #A8-9148 4.000%, 10/01/2039
|
|
|
2,786,394
|
|
|
1,274,364
|
|
Pool #C0-3815 3.500%, 03/01/2042
|
|
|
1,293,942
|
|
|
1,604,723
|
|
Pool #C0-3830 4.000%, 03/01/2042
|
|
|
1,673,808
|
|
|
964,368
|
|
Pool #U9-0688 4.000%, 05/01/2042
|
|
|
1,010,783
|
|
|
334,172
|
|
Pool #Q0-9530 3.500%, 07/01/2042
|
|
|
339,060
|
|
|
2,163,815
|
|
Pool #Q0-9949 3.000%, 08/01/2042
|
|
|
2,113,090
|
|
|
|
|
Federal National Mortgage Association
|
|
|
|
|
|
485,801
|
|
Pool #467626 3.740%, 05/01/2018
|
|
|
526,741
|
|
|
2,781
|
|
Pool #685505 5.000%, 05/01/2018
|
|
|
2,976
|
|
|
2,683
|
|
Pool #705709 5.000%, 05/01/2018
|
|
|
2,871
|
|
|
1,868,687
|
|
Pool #AH6301 4.000%, 05/01/2026
|
|
|
1,973,938
|
|
|
1,482,063
|
|
Pool #AB5907 3.000%, 08/01/2027
|
|
|
1,527,920
|
|
|
1,871,619
|
|
Pool #AQ5095 3.000%, 11/01/2027
|
|
|
1,932,699
|
|
|
1,069,381
|
|
Pool #AL2877 3.500%, 01/01/2028
|
|
|
1,117,521
|
|
|
292,084
|
|
Pool #544859 2.707%, 08/01/2029 (d)
|
|
|
305,192
|
|
|
351,603
|
|
Pool #786848 7.000%, 10/01/2031
|
|
|
410,696
|
|
|
13,402
|
|
Pool #727181 5.000%, 08/01/2033
|
|
|
14,717
|
|
|
6,745
|
|
Pool #730727 5.000%, 08/01/2033
|
|
|
7,440
|
|
|
1,813
|
|
Pool #741862 5.500%, 09/01/2033
|
|
|
2,003
|
|
|
2,572
|
|
Pool #766197 5.500%, 02/01/2034
|
|
|
2,840
|
|
|
433
|
|
Pool #776974 5.500%, 04/01/2034
|
|
|
484
|
|
|
320,015
|
|
Pool #888504 2.196%, 04/01/2034 (d)
|
|
|
342,076
|
|
|
14,998
|
|
Pool #775776 5.500%, 05/01/2034
|
|
|
16,579
|
|
|
333,402
|
|
Pool #802783 2.655%, 10/01/2034 (d)
|
|
|
355,110
|
|
|
18,825
|
|
Pool #781629 5.500%, 12/01/2034
|
|
|
20,810
|
|
|
711
|
|
Pool #806098 6.000%, 12/01/2034
|
|
|
783
|
|
|
258,456
|
|
Pool #735504 6.000%, 04/01/2035
|
|
|
288,903
|
|
|
16,320
|
|
Pool #822815 5.500%, 04/01/2035
|
|
|
18,028
|
|
|
14,933
|
|
Pool #820242 5.000%, 07/01/2035
|
|
|
16,253
|
|
|
16,138
|
|
Pool #357850 5.500%, 07/01/2035
|
|
|
17,819
|
|
|
3,306
|
|
Pool #838452 5.500%, 09/01/2035
|
|
|
3,669
|
|
|
17,980
|
|
Pool #865854 6.000%, 03/01/2036
|
|
|
19,964
|
|
|
32,234
|
|
Pool #891474 6.000%, 04/01/2036
|
|
|
35,827
|
|
|
30,001
|
|
Pool #906000 6.000%, 01/01/2037
|
|
|
32,651
|
|
|
240
|
|
Pool #928062 5.500%, 02/01/2037
|
|
|
263
|
|
|
267
|
|
Pool #899119 5.500%, 04/01/2037
|
|
|
402
|
|
|
383
|
|
Pool #938488 5.500%, 05/01/2037
|
|
|
417
|
|
|
582
|
|
Pool #970131 5.500%, 03/01/2038
|
|
|
642
|
|
|
484
|
|
Pool #981313 5.500%, 06/01/2038
|
|
|
530
|
|
|
699
|
|
Pool #985108 5.500%, 07/01/2038
|
|
|
764
|
|
|
229
|
|
Pool #964930 5.500%, 08/01/2038
|
|
|
251
|
|
|
285
|
|
Pool #987032 5.500%, 08/01/2038
|
|
|
312
|
|
|
378
|
|
Pool #968371 5.500%, 09/01/2038
|
|
|
414
|
|
|
175,931
|
|
Pool #AD0095 6.000%, 11/01/2038
|
|
|
191,219
|
|
|
276
|
|
Pool #993050 5.500%, 12/01/2038
|
|
|
302
|
|
|
64,065
|
|
Pool #993579 4.000%, 05/01/2039
|
|
|
66,754
|
|
|
15,534
|
|
Pool #AA5840 4.000%, 06/01/2039
|
|
|
16,186
|
|
|
189,319
|
|
Pool #AA7670 4.500%, 06/01/2039
|
|
|
201,647
|
|
|
125,617
|
|
Pool #AA8715 4.000%, 06/01/2039
|
|
|
132,097
|
|
|
15,283
|
|
Pool #AA9133 4.500%, 08/01/2039
|
|
|
16,649
|
|
|
32,683
|
|
Pool #AC2861 4.500%, 08/01/2039
|
|
|
35,592
|
|
|
70,932
|
|
Pool #AC6121 4.500%, 11/01/2039
|
|
|
77,213
|
|
|
13,075
|
|
Pool #AC8372 4.500%, 12/01/2039
|
|
|
14,232
|
|
|
566,207
|
|
Pool #AD0586 4.500%, 12/01/2039
|
|
|
616,510
|
|
|
524,413
|
|
Pool #AD5574 5.000%, 04/01/2040
|
|
|
570,843
|
|
|
2,273,540
|
|
Pool #AD5661 5.000%, 05/01/2040
|
|
|
2,489,042
|
|
|
2,813,658
|
|
Pool #AB1231 5.000%, 07/01/2040
|
|
|
3,079,725
|
|
|
110,644
|
|
Pool #AD7793 4.500%, 07/01/2040
|
|
|
117,263
|
|
|
34,233
|
|
Pool #AD9896 4.000%, 08/01/2040
|
|
|
35,691
|
|
|
1,179,692
|
|
Pool #AE0217 4.500%, 08/01/2040
|
|
|
1,249,956
|
|
|
40,917
|
|
Pool #AB1500 4.000%, 09/01/2040
|
|
|
42,660
|
|
|
31,914
|
|
Pool #AD9856 4.000%, 09/01/2040
|
|
|
33,274
|
|
|
41,096
|
|
Pool #AE2559 4.000%, 09/01/2040
|
|
|
42,846
|
|
|
13,013
|
|
Pool #AE2562 4.000%, 09/01/2040
|
|
|
13,567
|
|
|
16,290
|
|
Pool #AE2566 4.000%, 09/01/2040
|
|
|
16,984
|
|
|
88,816
|
|
Pool #AE4124 4.000%, 10/01/2040
|
|
|
92,600
|
|
|
53,625
|
|
Pool #AE4888 4.000%, 10/01/2040
|
|
|
55,910
|
|
|
57,169
|
|
Pool #AE3916 4.000%, 11/01/2040
|
|
|
59,605
|
|
|
9,673
|
|
Pool #AE5147 4.000%, 11/01/2040
|
|
|
10,085
|
|
|
118,147
|
|
Pool #AE8715 4.000%, 11/01/2040
|
|
|
123,181
|
|
|
1,143,662
|
|
Pool #AE0698 4.500%, 12/01/2040
|
|
|
1,212,078
|
|
|
208,591
|
|
Pool #AE8893 4.000%, 12/01/2040
|
|
|
217,477
|
|
|
12,802
|
|
Pool #AH0006 4.000%, 12/01/2040
|
|
|
13,347
|
|
|
34,307
|
|
Pool #AH0020 4.000%, 12/01/2040
|
|
|
35,768
|
|
|
65,486
|
|
Pool #AH0599 4.000%, 12/01/2040
|
|
|
68,276
|
|
|
26,789
|
|
Pool #AH0601 4.000%, 12/01/2040
|
|
|
27,930
|
|
|
108,373
|
|
Pool #AE7893 4.000%, 01/01/2041
|
|
|
112,990
|
|
|
45,661
|
|
Pool #AH1263 4.000%, 01/01/2041
|
|
|
47,606
|
|
|
254,945
|
|
Pool #AH2999 4.000%, 01/01/2041
|
|
|
265,806
|
|
|
431,343
|
|
Pool #AB2265 4.000%, 02/01/2041
|
|
|
452,845
|
|
|
13,376
|
|
Pool #AH4659 4.000%, 02/01/2041
|
|
|
13,958
|
|
|
2,314,801
|
|
Pool #AH5574 4.000%, 02/01/2041
|
|
|
2,423,681
|
|
|
203,162
|
|
Pool #AH5653 4.000%, 02/01/2041
|
|
|
212,852
|
|
|
85,525
|
|
Pool #AH5783 4.000%, 02/01/2041
|
|
|
89,257
|
|
|
375,580
|
|
Pool #AL0934 5.000%, 02/01/2041
|
|
|
411,914
|
|
|
429,258
|
|
Pool #AD1889 4.500%, 03/01/2041
|
|
|
454,937
|
|
|
25,599
|
|
Pool #AH6150 4.000%, 03/01/2041
|
|
|
26,714
|
|
|
86,226
|
|
Pool #AH6583 4.000%, 03/01/2041
|
|
|
89,980
|
|
|
750,826
|
|
Pool #AH4246 4.500%, 04/01/2041
|
|
|
796,338
|
|
|
3,291,826
|
|
Pool #AH8854 4.500%, 04/01/2041
|
|
|
3,512,298
|
|
|
258,197
|
|
Pool #AL0215 4.500%, 04/01/2041
|
|
|
275,431
|
|
|
3,005,594
|
|
Pool #AL0247 4.000%, 04/01/2041
|
|
|
3,154,254
|
|
|
1,090,110
|
|
Pool #AI1856 4.500%, 05/01/2041
|
|
|
1,177,899
|
|
|
291,793
|
|
Pool #AL0187 5.000%, 05/01/2041
|
|
|
314,519
|
|
|
2,693,258
|
|
Pool #AL0208 4.500%, 05/01/2041
|
|
|
2,873,470
|
|
|
43,495
|
|
Pool #AL0456 5.000%, 06/01/2041
|
|
|
46,883
|
|
|
626,208
|
|
Pool #AI7368 4.500%, 07/01/2041
|
|
|
664,166
|
|
|
2,434,663
|
|
Pool #AB3395 4.500%, 08/01/2041
|
|
|
2,598,793
|
|
|
694,712
|
|
Pool #AI7913 4.500%, 08/01/2041
|
|
|
736,823
|
|
|
214,988
|
|
Pool #AI8154 4.000%, 08/01/2041
|
|
|
224,348
|
|
|
177,911
|
|
Pool #AI8842 4.500%, 08/01/2041
|
|
|
188,696
|
|
|
38,100
|
|
Pool #AJ1080 4.500%, 09/01/2041
|
|
|
40,409
|
|
|
68,360
|
|
Pool #AL0815 4.000%, 09/01/2041
|
|
|
71,929
|
|
|
181,123
|
|
Pool #AB3691 4.000%, 10/01/2041
|
|
|
189,223
|
|
|
22,802
|
|
Pool #AJ1562 4.000%, 10/01/2041
|
|
|
23,986
|
|
|
25,656
|
|
Pool #AJ1972 4.000%, 10/01/2041
|
|
|
26,985
|
|
|
3,546,975
|
|
Pool #AJ2212 4.500%, 10/01/2041
|
|
|
3,812,327
|
|
|
46,234
|
|
Pool #AJ3146 4.500%, 10/01/2041
|
|
|
49,036
|
|
|
248,496
|
|
Pool #AJ4044 4.000%, 10/01/2041
|
|
|
261,468
|
|
|
35,573
|
|
Pool #AJ4756 4.000%, 10/01/2041
|
|
|
37,424
|
|
|
2,092,442
|
|
Pool #AL0933 5.000%, 10/01/2041
|
|
|
2,303,357
|
|
|
1,398,354
|
|
Pool #AB3876 4.000%, 11/01/2041
|
|
|
1,461,022
|
|
|
28,340
|
|
Pool #AJ3330 4.000%, 11/01/2041
|
|
|
29,814
|
|
|
31,368
|
|
Pool #AJ4549 4.000%, 11/01/2041
|
|
|
33,006
|
|
|
23,682
|
|
Pool #AJ4698 4.000%, 11/01/2041
|
|
|
24,911
|
|
|
48,718
|
|
Pool #AJ5424 4.000%, 11/01/2041
|
|
|
51,267
|
|
|
25,778
|
|
Pool #AJ7840 4.000%, 11/01/2041
|
|
|
27,122
|
|
|
29,788
|
|
Pool #AB3995 4.000%, 12/01/2041
|
|
|
31,337
|
|
|
246,903
|
|
Pool #AB4054 4.000%, 12/01/2041
|
|
|
259,780
|
|
|
30,887
|
|
Pool #AI0848 4.000%, 12/01/2041
|
|
|
32,499
|
|
|
28,299
|
|
Pool #AJ4187 4.000%, 12/01/2041
|
|
|
29,768
|
|
|
37,105
|
|
Pool #AJ5736 4.000%, 12/01/2041
|
|
|
39,056
|
|
|
27,776
|
|
Pool #AJ5968 4.000%, 12/01/2041
|
|
|
28,986
|
|
|
35,460
|
|
Pool #AJ6061 4.000%, 12/01/2041
|
|
|
37,305
|
|
|
24,915
|
|
Pool #AJ7868 4.000%, 12/01/2041
|
|
|
26,211
|
|
|
51,695
|
|
Pool #AJ8104 4.000%, 12/01/2041
|
|
|
54,407
|
|
|
31,234
|
|
Pool #AJ8109 4.000%, 12/01/2041
|
|
|
32,875
|
|
|
23,583
|
|
Pool #AJ8171 4.000%, 12/01/2041
|
|
|
24,809
|
|
|
38,371
|
|
Pool #AJ8341 4.000%, 12/01/2041
|
|
|
40,360
|
|
|
60,219
|
|
Pool #AJ8436 4.000%, 12/01/2041
|
|
|
63,372
|
|
|
24,553
|
|
Pool #AJ8912 4.000%, 12/01/2041
|
|
|
25,834
|
|
|
28,440
|
|
Pool #AJ9248 4.000%, 12/01/2041
|
|
|
29,926
|
|
|
40,415
|
|
Pool #AJ2446 4.000%, 01/01/2042
|
|
|
42,175
|
|
|
37,720
|
|
Pool #AJ7538 4.000%, 01/01/2042
|
|
|
39,700
|
|
|
16,587
|
|
Pool #AJ8001 4.000%, 01/01/2042
|
|
|
17,343
|
|
|
37,914
|
|
Pool #AJ8369 4.000%, 01/01/2042
|
|
|
39,891
|
|
|
33,234
|
|
Pool #AJ9162 4.000%, 01/01/2042
|
|
|
34,969
|
|
|
180,978
|
|
Pool #AJ9330 4.000%, 01/01/2042
|
|
|
190,451
|
|
|
22,899
|
|
Pool #AJ9779 4.000%, 01/01/2042
|
|
|
24,095
|
|
|
30,273
|
|
Pool #AK0170 4.000%, 01/01/2042
|
|
|
31,848
|
|
|
62,907
|
|
Pool #AK0543 4.000%, 01/01/2042
|
|
|
66,199
|
|
|
25,510
|
|
Pool #AK0563 4.000%, 01/01/2042
|
|
|
26,838
|
|
|
55,317
|
|
Pool #AK1827 4.000%, 01/01/2042
|
|
|
58,219
|
|
|
3,646,350
|
|
Pool #AB4438 3.500%, 02/01/2042
|
|
|
3,717,150
|
|
|
4,269,097
|
|
Pool #AK9382 4.000%, 04/01/2042
|
|
|
4,475,011
|
|
|
5,798,620
|
|
Pool #AJ0130 3.500%, 05/01/2042
|
|
|
5,896,127
|
|
|
14,999,609
|
|
Pool #AT3202 3.500%, 05/01/2042
|
|
|
15,262,463
|
|
|
385,135
|
|
Pool #AO4164 4.000%, 06/01/2042
|
|
|
397,468
|
|
|
190,122
|
|
Pool #AB5529 4.000%, 07/01/2042
|
|
|
196,189
|
|
|
339,991
|
|
Pool #AB6228 3.500%, 09/01/2042
|
|
|
346,353
|
|
|
5,082,787
|
|
Pool #AR8929 3.000%, 01/01/2043
|
|
|
4,974,752
|
|
|
2,800,000
|
|
Pool #AT5916 3.500%, 06/01/2043
|
|
|
2,848,830
|
|
|
|
|
Government National Mortgage Association
|
|
|
|
|
|
244,993
|
|
Pool #752842X 3.950%, 07/15/2025
|
|
|
256,455
|
|
|
32,391
|
|
Pool #614436X 5.000%, 08/15/2033
|
|
|
35,030
|
|
|
544,044
|
|
Pool #618907X 5.000%, 09/15/2033
|
|
|
592,675
|
|
|
67,240
|
|
Pool #605098X 5.000%, 03/15/2034
|
|
|
73,147
|
|
|
70,964
|
|
Pool #520279X 5.000%, 11/15/2034
|
|
|
77,347
|
|
|
1,224,565
|
|
Pool #644812X 6.000%, 05/15/2035
|
|
|
1,376,507
|
|
|
1,219,821
|
|
Pool #688021X 6.000%, 10/15/2038
|
|
|
1,357,989
|
|
|
101,974
|
|
Pool #736686X 5.000%, 02/15/2039
|
|
|
110,450
|
|
|
1,525,992
|
|
Pool #723248 5.000%, 10/15/2039
|
|
|
1,687,194
|
|
|
595,889
|
|
Pool #726382 5.000%, 10/15/2039
|
|
|
658,559
|
|
|
376,800
|
|
Pool #782916X 5.500%, 02/15/2040
|
|
|
410,842
|
|
|
1,256,454
|
|
Pool #752599C 4.000%, 10/20/2040
|
|
|
1,335,050
|
|
|
1,851,793
|
|
Pool #752631C 4.500%, 10/20/2040
|
|
|
2,017,973
|
|
|
2,178,443
|
|
Pool #AD8801X 3.500%, 03/15/2043
|
|
|
2,239,857
|
|
|
|
|
Total Mortgage Backed Securities (Cost $112,654,707)
|
|
|
113,111,272
|
|
|
|
|
|
|
|
|
|
|
|
|
MUNICIPAL DEBT OBLIGATIONS - 0.37%
|
|
|
|
|
|
|
|
California, GO,
|
|
|
|
|
|
230,000
|
|
7.500%, 04/01/2034
|
|
|
298,375
|
|
|
175,000
|
|
7.950%, 03/01/2036
|
|
|
207,849
|
|
|
425,000
|
|
7.550%, 04/01/2039
|
|
|
569,517
|
|
|
315,000
|
|
Illinois, GO,
7.350%, 07/01/2035
|
|
|
347,416
|
|
|
|
|
Total Municipal Debt Obligations (Cost $1,277,303)
|
|
|
1,423,157
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. GOVERNMENT AGENCY ISSUES - 1.33%
|
|
|
|
|
|
|
|
Federal Home Loan Mortgage Corp.
|
|
|
|
|
|
300,000
|
|
0.500%, 10/15/2013
|
|
|
300,334
|
|
|
1,300,000
|
|
1.000%, 03/08/2017
|
|
|
1,294,797
|
|
|
400,000
|
|
1.250%, 05/12/2017
|
|
|
400,936
|
|
|
1,200,000
|
|
1.000%, 06/29/2017
|
|
|
1,190,395
|
|
|
|
|
Federal National Mortgage Association
|
|
|
|
|
|
200,000
|
|
4.125%, 04/15/2014
|
|
|
206,199
|
|
|
1,700,000
|
|
0.625%, 10/30/2014
|
|
|
1,707,793
|
|
|
|
|
Total U.S. Government Agency Issues (Cost $5,095,913)
|
|
|
5,100,454
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. TREASURY OBLIGATIONS - 15.03%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. Treasury Bonds - 3.58%
|
|
|
|
|
|
365,000
|
|
4.250%, 11/15/2014
|
|
|
385,132
|
|
|
1,040,000
|
|
5.375%, 02/15/2031
|
|
|
1,355,169
|
|
|
6,655,000
|
|
3.125%, 11/15/2041
|
|
|
6,240,620
|
|
|
2,125,000
|
|
2.750%, 08/15/2042
|
|
|
1,834,638
|
|
|
300,000
|
|
2.750%, 11/15/2042
|
|
|
258,726
|
|
|
1,500,000
|
|
3.125%, 02/15/2043
|
|
|
1,400,508
|
|
|
2,550,000
|
|
2.875%, 05/15/2043
|
|
|
2,257,148
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. Treasury Notes - 11.45%
|
|
|
|
|
|
10,550,000
|
|
0.250%, 07/15/2015
|
|
|
10,522,391
|
|
|
3,125,000
|
|
1.750%, 07/31/2015
|
|
|
3,213,744
|
|
|
2,060,000
|
|
2.000%, 04/30/2016
|
|
|
2,139,423
|
|
|
9,220,000
|
|
0.875%, 01/31/2017
|
|
|
9,207,037
|
|
|
4,310,000
|
|
0.875%, 04/30/2017
|
|
|
4,289,122
|
|
|
4,980,000
|
|
2.000%, 11/15/2021
|
|
|
4,894,991
|
|
|
9,800,000
|
|
2.000%, 02/15/2022
|
|
|
9,587,154
|
|
|
|
|
Total U.S. Treasury Obligations (Cost $58,834,250)
|
|
|
57,585,803
|
|
Number of Shares
|
|
|
|
|
|
|
|
|
|
SHORT TERM INVESTMENTS - 1.05%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Money Market Funds - 1.05%
|
|
|
|
|
|
4,012,617
|
|
Federated Prime Obligations Fund
|
|
|
4,012,617
|
|
|
|
|
Total Short Term Investments (Cost $4,012,617)
|
|
|
4,012,617
|
|
|
|
|
|
|
|
|
|
|
|
|
INVESTMENTS PURCHASED AS SECURITIES LENDING COLLATERAL - 1.22%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Money Market Funds - 1.21%
|
|
|
|
|
|
4,627,701
|
|
First American Government Obligations Fund
|
|
|
4,627,701
|
|
|
4,931
|
|
Reserve Primary Fund (f)
|
|
|
191
|
|
|
|
|
Total Money Market Funds (Cost $4,631,956)
|
|
|
4,627,892
|
|
Principal Amount
|
|
|
|
|
|
|
|
|
|
Cash - 0.01%
|
|
|
|
|
$
|
40,871
|
|
Cash
|
|
|
40,871
|
|
|
|
|
Total Cash (Cost $40,871)
|
|
|
40,871
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments Purchased as Securities Lending Collateral (Cost $4,672,827)
|
|
|
4,668,763
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments (Cost $387,585,973) - 100.88%
|
|
|
386,505,011
|
|
|
|
|
Liabilities in Excess of Other Assets - (0.88)%
|
|
|
(3,379,443)
|
|
|
|
|
TOTAL NET ASSETS - 100.00%
|
|
$
|
383,125,568
|
|
Percentages are stated as a percent of net assets.
|
Principal amounts are denominated in the currency in which the security was purchased.
|
|
(a)
|
All or portion of this security is on loan.
|
(b)
|
Restricted securities as defined in Rule 144(a) under the Securities Act of 1933. Such securities are treated as liquid securities according to the Fund's liquidity guidelines. The value of these securities total $22,110,457, which represents 5.77% of total net assets.
|
(c)
|
Restricted securities as defined in Rule 144(a) under the Securities Act of 1933. Such securities are treated as illiquid securities according to the Fund's liquidity guidelines. The value of thses securities total $19,863, which represents 0.01% of total net assets.
|
(d)
|
Variable Rate Security. The rate shown is the rate in effect on June 30, 2013.
|
(e)
|
Non-income producing. Item identified as in default as to payment of interest.
|
(f)
|
As of June 30, 2013, the Fund has fair valued this security and deemed it illiquid. The value of this security was $191, which represents 0.00% of total net assets.
|
|
|
|
The cost basis of investments for federal
income tax purposes at June 30, 2013 was as follows*:
|
|
Cost of investments
|
|
$
|
387,585,973
|
|
|
|
|
|
|
|
|
|
|
Gross unrealized appreciation
|
|
|
6,215,776
|
|
|
|
|
|
|
|
|
|
|
Gross unrealized depreciation
|
|
|
(7,296,738
|
)
|
|
|
|
|
|
|
|
|
|
Net unrealized depreciation
|
|
($
|
1,080,962
|
)
|
|
*
|
Because tax adjustments are calculated annually, the above table does not reflect tax adjustments. For the previous fiscal year's federal income tax information, please refer to the Notes to Financial Statements section in the Fund's most recent semi-annual or annual report.
|
GuideMark
SM
Tax-Exempt Fixed Income Fund
Schedule of Investments
June 30, 2013 (Unaudited)
Principal
Amount
|
|
|
|
Value
|
|
|
|
|
MUNICIPAL DEBT OBLIGATIONS - 98.30%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Alaska - 1.11%
|
|
|
|
|
$
|
195,000
|
|
Northern Tobacco Securitization Corp., Series A, Refunding, Revenue Bond,
5.000%, 06/01/2046
|
|
$
|
153,510
|
|
|
500,000
|
|
Valdez Marine Terminal - BP Pipelines, Series B, Refunding, Revenue Bond, BP Plc Insured,
5.000%, 01/01/2021
|
|
|
577,920
|
|
|
|
|
|
|
|
731,430
|
|
|
|
|
|
|
|
|
|
|
|
|
Arizona - 2.96%
|
|
|
|
|
|
250,000
|
|
Arizona State Health Facilities Authority, Series B, Refunding, Revenue Bond,
5.000%, 02/01/2043
|
|
|
245,818
|
|
|
590,000
|
|
Arizona University System Board of Regents, Series A, Refunding, Revenue Bond,
5.000%, 07/01/2028
|
|
|
649,177
|
|
|
450,000
|
|
Phoenix Civic Improvement Wastewater System, Refunding, Revenue Bond,
5.000%, 07/01/2020
|
|
|
500,845
|
|
|
500,000
|
|
Salt River Project, Series A, Revenue Bond,
5.000%, 01/01/2021
|
|
|
557,560
|
|
|
|
|
|
|
|
1,953,400
|
|
|
|
|
|
|
|
|
|
|
|
|
Arkansas - 1.06%
|
|
|
|
|
|
210,000
|
|
Springdale School District, Refunding, GO,
3.000%, 06/01/2024
|
|
|
195,199
|
|
|
500,000
|
|
University of Arkansas, Series A, Revenue Bond,
4.125%, 11/01/2030
|
|
|
506,845
|
|
|
|
|
|
|
|
702,044
|
|
|
|
|
|
|
|
|
|
|
|
|
California - 7.98%
|
|
|
|
|
|
445,000
|
|
California Economic Recovery, Series A, Refunding, GO,
5.250%, 07/01/2021
|
|
|
520,832
|
|
|
400,000
|
|
California Municipal Finance Authority, Mobile Home Park, Series A, Refunding, Revenue Bond,
6.400%, 08/15/2045
|
|
|
428,712
|
|
|
350,000
|
|
California Statewide Communities Development Authority, Refunding, Revenue Bond,
6.125%, 07/01/2046
|
|
|
358,257
|
|
|
500,000
|
|
California Statewide Community Development Authority, Series A, Revenue Bond,
5.000%, 04/01/2042
|
|
|
509,180
|
|
|
1,000,000
|
|
California, GO,
6.500%, 04/01/2033
|
|
|
1,196,780
|
|
|
100,000
|
|
California, Refunding, GO,
5.000%, 09/01/2022
|
|
|
116,873
|
|
|
|
|
Golden State Tobacco Securitization, Series A, Refunding, Revenue Bond,
|
|
|
|
|
|
210,000
|
|
4.500%, 06/01/2027
|
|
|
197,148
|
|
|
325,000
|
|
5.750%, 06/01/2047
|
|
|
275,499
|
|
|
1,000,000
|
|
Los Angeles Department of Airports, Series A, Refunding, Revenue Bond,
5.250%, 05/15/2029
|
|
|
1,110,520
|
|
|
500,000
|
|
San Mateo Joint Powers Financing Authority, Series A, Refunding, Revenue Bond,
5.250%, 07/15/2025
|
|
|
559,055
|
|
|
|
|
|
|
|
5,272,856
|
|
|
|
|
|
|
|
|
|
|
|
|
Colorado - 2.52%
|
|
|
|
|
|
280,000
|
|
Colorado Health Facilities Authority, Refunding, Revenue Bond,
5.000%, 12/01/2028
|
|
|
294,585
|
|
|
500,000
|
|
Colorado Regional Transportation District, Series A, Revenue Bond,
5.000%, 11/01/2027
|
|
|
559,225
|
|
|
700,000
|
|
Regional Transportation District, Revenue Bond,
6.000%, 01/15/2026
|
|
|
810,152
|
|
|
|
|
|
|
|
1,663,962
|
|
|
|
|
|
|
|
|
|
|
|
|
Connecticut - 0.84%
|
|
|
|
|
|
500,000
|
|
Connecticut Health & Educational Facilities Authority, Series A, Refunding, Revenue Bond,
5.000%, 07/01/2025
|
|
|
552,655
|
|
|
|
|
|
|
|
|
|
|
|
|
Delaware - 0.53%
|
|
|
|
|
|
350,000
|
|
New Castle County, Revenue Bond,
5.000%, 09/01/2036
|
|
|
347,130
|
|
|
|
|
|
|
|
|
|
|
|
|
District of Columbia - 0.61%
|
|
|
|
|
|
380,000
|
|
District of Columbia, Series A, Revenue Bond,
5.000%, 10/01/2029
|
|
|
400,220
|
|
|
|
|
|
|
|
|
|
|
|
|
Florida - 2.12%
|
|
|
|
|
|
300,000
|
|
Brevard County Health Facilities Authority, Revenue Bond,
7.000%, 04/01/2039
|
|
|
340,161
|
|
|
500,000
|
|
Florida Board of Education, Series C, Refunding, GO,
4.000%, 06/01/2025
|
|
|
520,930
|
|
|
500,000
|
|
Miami-Dade County Health Facilities, Series A, Refunding, Revenue Bond,
5.250%, 08/01/2021
|
|
|
535,315
|
|
|
|
|
|
|
|
1,396,406
|
|
|
|
|
|
|
|
|
|
|
|
|
Georgia - 1.91%
|
|
|
|
|
|
350,000
|
|
Atlanta Water & Wastewater, Revenue Bond,
6.250%, 11/01/2039
|
|
|
405,909
|
|
|
430,000
|
|
Georgia, Series I, Refunding, GO,
5.000%, 07/01/2021
|
|
|
519,573
|
|
|
325,000
|
|
Marietta Development Authority, Revenue Bond,
7.000%, 06/15/2039
|
|
|
333,008
|
|
|
|
|
|
|
|
1,258,490
|
|
|
|
|
|
|
|
|
|
|
|
|
Hawaii - 0.86%
|
|
|
|
|
|
85,000
|
|
Hawaii, Series CW, Refunding, GO
5.000%, 04/01/2024
|
|
|
94,283
|
|
|
415,000
|
|
Hawaii, Series DJ, GO,
5.000%, 04/01/2024
|
|
|
474,864
|
|
|
|
|
|
|
|
569,147
|
|
|
|
|
|
|
|
|
|
|
|
|
Idaho - 1.87%
|
|
|
|
|
|
1,000,000
|
|
Boise-Kuna District, Revenue Bond,
7.375%, 06/01/2034
|
|
|
1,101,780
|
|
|
140,000
|
|
Nampa Development Corp., Tax Allocation,
5.000%, 09/01/2031
|
|
|
131,335
|
|
|
|
|
|
|
|
1,233,115
|
|
|
|
|
|
|
|
|
|
|
|
|
Illinois - 3.45%
|
|
|
|
|
|
225,000
|
|
Illinois Financial Authority, Revenue Bond,
7.000%, 08/15/2044
|
|
|
250,074
|
|
|
100,000
|
|
Illinois Financing Authority, Series A, Refunding, Revenue Bond,
5.125%, 05/15/2043
|
|
|
92,596
|
|
|
|
|
Railsplitter Tobacco Settlement Authority, Revenue Bond,
|
|
|
|
|
|
750,000
|
|
5.000%, 06/01/2018
|
|
|
842,407
|
|
|
500,000
|
|
6.250%, 06/01/2024
|
|
|
548,180
|
|
|
500,000
|
|
University of Illinois, Series C, Revenue Bond,
5.000%, 04/01/2026
|
|
|
548,030
|
|
|
|
|
|
|
|
2,281,287
|
|
|
|
|
|
|
|
|
|
|
|
|
Indiana - 3.19%
|
|
|
|
|
|
500,000
|
|
Fishers Industry Redevelopment District, Saxony Project, Revenue Bond,
5.250%, 07/15/2034
|
|
|
526,215
|
|
|
500,000
|
|
Indiana State Finance Authority, Series A, Refunding, Revenue Bond,
5.000%, 02/01/2021
|
|
|
583,960
|
|
|
400,000
|
|
Sheridan Community School’s Building Corporation, Revenue Bond, FSA Insured,
5.500%, 07/15/2020
|
|
|
446,788
|
|
|
500,000
|
|
Tri-Creek Middle School Building Corp., Revenue Bond, FSA Insured,
5.250%, 07/15/2021
|
|
|
548,025
|
|
|
|
|
|
|
|
2,104,988
|
|
|
|
|
|
|
|
|
|
|
|
|
Iowa - 1.50%
|
|
|
|
|
|
400,000
|
|
Iowa Board of Regents, Revenue Bond,
4.000%, 09/01/2034
|
|
|
362,756
|
|
|
600,000
|
|
Iowa Finance Authority Pollution Control, Revenue Bond, FGIC Insured,
5.000%, 07/01/2014
|
|
|
626,502
|
|
|
|
|
|
|
|
989,258
|
|
|
|
|
|
|
|
|
|
|
|
|
Kansas - 0.46%
|
|
|
|
|
|
455,000
|
|
Wyandotte County/Kansas City Unified Government, Series B, Refunding, Revenue Bond,
0.000%, 06/01/2021 (b)
|
|
|
303,772
|
|
|
|
|
|
|
|
|
|
|
|
|
Kentucky - 0.76%
|
|
|
|
|
|
500,000
|
|
Pikeville Hospital, Revenue Bond,
3.000%, 09/01/2013
|
|
|
501,815
|
|
|
|
|
|
|
|
|
|
|
|
|
Louisiana - 1.44%
|
|
|
|
|
|
800,000
|
|
Louisiana Citizens Property, Revenue Bond,
6.750%, 06/01/2026
|
|
|
951,712
|
|
|
|
|
|
|
|
|
|
|
|
|
Maryland - 3.59%
|
|
|
|
|
|
325,000
|
|
Anne Arundel County, Tax Allocation,
6.100%, 07/01/2040
|
|
|
341,192
|
|
|
600,000
|
|
Maryland Department of Transportation County T Construction, Revenue Bond,
5.500%, 02/01/2017
|
|
|
693,966
|
|
|
400,000
|
|
Maryland Department of Transportation, Revenue Bond,
5.000%, 02/15/2026
|
|
|
458,200
|
|
|
400,000
|
|
Maryland Student Housing Economic Development, Revenue Bond,
5.750%, 06/01/2033
|
|
|
415,192
|
|
|
250,000
|
|
Montgomery County Public Improvements, Series A, Refunding, GO,
3.000%, 11/01/2028
|
|
|
229,012
|
|
|
250,000
|
|
Prince George’s County, Series B, Refunding, GO,
3.000%, 03/01/2026
|
|
|
234,220
|
|
|
|
|
|
|
|
2,371,782
|
|
|
|
|
|
|
|
|
|
|
|
|
Massachusetts - 3.63%
|
|
|
|
|
|
430,000
|
|
Massachusetts Development Finance Agency, Series A, Revenue Bond,
5.450%, 04/15/2014
|
|
|
436,682
|
|
|
785,000
|
|
Massachusetts Health & Educational Facilities Authority, Series A, Refunding, Revenue Bond,
5.500%, 11/15/2036
|
|
|
882,827
|
|
|
500,000
|
|
Massachusetts Health & Educational Facilities Authority, Series B, Revenue Bond,
5.000%, 10/01/2038
|
|
|
547,065
|
|
|
500,000
|
|
Massachusetts, Series D, Refunding, GO,
4.250%, 10/01/2027
|
|
|
530,310
|
|
|
|
|
|
|
|
2,396,884
|
|
|
|
|
|
|
|
|
|
|
|
|
Minnesota - 0.96%
|
|
|
|
|
|
560,000
|
|
Rochester Health Care Facilities Mayo Clinic, Series C, Revenue Bond,
4.500%, 11/15/2038 (a)
|
|
|
634,127
|
|
|
|
|
|
|
|
|
|
|
|
|
Missouri - 4.11%
|
|
|
|
|
|
810,000
|
|
Hannibal Industrial Development Authority, Hannibal Regional Hospital, Refunding, Revenue Bond,
5.250%, 09/01/2018
|
|
|
828,581
|
|
|
135,000
|
|
Missouri Board of Public Buildings, Series A, Refunding, Revenue Bond,
3.000%, 10/01/2026
|
|
|
122,976
|
|
|
500,000
|
|
Missouri Health & Educational Facilities Authority, Series A, Revenue Bond,
5.375%, 03/15/2039
|
|
|
546,625
|
|
|
500,000
|
|
Missouri Highway & Transportation Commission, Series B, Revenue Bond,
5.000%, 05/01/2024
|
|
|
550,750
|
|
|
250,000
|
|
Sikeston Electric, Refunding, Revenue Bond,
5.000%, 06/01/2018
|
|
|
276,155
|
|
|
350,000
|
|
St. Louis Airport, Revenue Bond,
6.625%, 07/01/2034
|
|
|
392,010
|
|
|
|
|
|
|
|
2,717,097
|
|
|
|
|
Nebraska - 0.85%
|
|
|
|
|
|
500,000
|
|
Omaha Public Power Distributors, Series B, Revenue Bond,
5.000%, 02/01/2027
|
|
|
559,410
|
|
|
|
|
|
|
|
|
|
|
|
|
New Hampshire - 0.19%
|
|
|
|
|
|
120,000
|
|
New Hampshire Health & Educational Facilities Authority, Refunding, Revenue Bond,
5.000%, 07/01/2027
|
|
|
125,664
|
|
|
|
|
|
|
|
|
|
|
|
|
New Jersey - 3.53%
|
|
|
|
|
|
150,000
|
|
City of Paterson, Refunding, GO,
5.000%, 01/15/2024
|
|
|
166,306
|
|
|
500,000
|
|
New Jersey State Transportation Trust Fund Authority, Series A, Refunding, Revenue Bond,
5.500%, 12/15/2021
|
|
|
597,215
|
|
|
500,000
|
|
New Jersey State Transportation Trust Fund Authority, Series B, Revenue Bond,
5.000%, 06/15/2042
|
|
|
518,235
|
|
|
250,000
|
|
New Jersey Turnpike Authority, Series A, Refunding, Revenue Bond,
5.000%, 01/01/2033
|
|
|
257,320
|
|
|
300,000
|
|
New Jersey Turnpike Authority, Series B, Refunding, Revenue Bond,
5.000%, 01/01/2022
|
|
|
346,398
|
|
|
555,000
|
|
Tobacco Settlement Financing Corp., Series 1A, Refunding, Revenue Bond,
5.000%, 06/01/2041
|
|
|
443,573
|
|
|
|
|
|
|
|
2,329,047
|
|
|
|
|
|
|
|
|
|
|
|
|
New York - 10.57%
|
|
|
|
|
|
325,000
|
|
Brooklyn Arena Local Development Corp., Revenue Bond,
6.500%, 07/15/2030
|
|
|
377,585
|
|
|
500,000
|
|
Build NYC Resource Corp., Refunding, Revenue Bond,
5.000%, 08/01/2020
|
|
|
569,140
|
|
|
480,000
|
|
Hudson Yards Infrastructure Corp., Series A, Revenue Bond,
5.750%, 02/15/2047
|
|
|
515,741
|
|
|
1,000,000
|
|
Metropolitan Transportation Authority, Series F, Revenue Bond,
5.000%, 11/15/2014
|
|
|
1,062,630
|
|
|
315,000
|
|
Metropolitan Transportation Authority, Series B, Revenue Bond,
5.000%, 11/15/2043
|
|
|
321,628
|
|
|
95,000
|
|
Nassau County Local Economic Assistance Corp., Refunding, Revenue Bond,
5.000%, 07/01/2019
|
|
|
103,449
|
|
|
40,000
|
|
New York City Industrial Development Agency, Series A, Refunding, Revenue Bond,
5.000%, 07/01/2022
|
|
|
41,466
|
|
|
500,000
|
|
New York City Transitional Financing Authority, Series D, Refunding, Revenue Bond,
3.000%, 11/01/2027
|
|
|
451,245
|
|
|
325,000
|
|
New York Dormitory Authority, Revenue Bond,
6.125%, 12/01/2029
|
|
|
347,685
|
|
|
300,000
|
|
New York Dormitory Authority, Series A, Refunding, Revenue Bond,
4.000%, 07/01/2037
|
|
|
294,546
|
|
|
250,000
|
|
New York Dormitory Authority, Series B, Refunding, Revenue Bond,
5.000%, 07/01/2038
|
|
|
272,675
|
|
|
500,000
|
|
New York Environmental Facilities, Revenue Bond,
5.500%, 10/15/2027
|
|
|
621,215
|
|
|
900,000
|
|
New York, GO,
5.375%, 04/01/2036
|
|
|
980,235
|
|
|
500,000
|
|
New York, Series E, GO,
4.000%, 12/15/2027
|
|
|
521,865
|
|
|
500,000
|
|
Tobacco Settlement Financing Corp., Revenue Bond,
5.250%, 06/01/2021
|
|
|
501,585
|
|
|
|
|
|
|
|
6,982,690
|
|
|
|
|
|
|
|
|
|
|
|
|
North Carolina - 1.36%
|
|
|
|
|
|
500,000
|
|
North Carolina Capital Facilities Finance Agency, Series B, Refunding, Revenue Bond,
5.000%, 10/01/2038
|
|
|
551,830
|
|
|
320,000
|
|
North Carolina Eastern Municipal Power Agency Power Systems, Series A, Revenue Bond,
5.000%, 01/01/2025
|
|
|
347,754
|
|
|
|
|
|
|
|
899,584
|
|
|
|
|
North Dakota - 0.81%
|
|
|
|
|
|
500,000
|
|
University of North Dakota, Refunding, Revenue Bond,
5.000%, 04/01/2032
|
|
|
534,655
|
|
|
|
|
|
|
|
|
|
|
|
|
Ohio - 2.58%
|
|
|
|
|
|
500,000
|
|
Buckeye Tobacco Settlement Financial Authority, Series A, Revenue Bond,
5.875%, 06/01/2047
|
|
|
404,650
|
|
|
200,000
|
|
Muskingum County Hospital Facilities, Revenue Bond,
5.000%, 02/15/2044
|
|
|
174,368
|
|
|
500,000
|
|
Ohio Air Quality Development Authority, Series A, Revenue Bond,
5.700%, 08/01/2020
|
|
|
573,480
|
|
|
500,000
|
|
Ohio Higher Education Facilities Commission, Refunding, Revenue Bond,
5.000%, 01/01/2026
|
|
|
553,150
|
|
|
|
|
|
|
|
1,705,648
|
|
|
|
|
|
|
|
|
|
|
|
|
Oregon - 0.67%
|
|
|
|
|
|
400,000
|
|
Clackamas County School District, GO,
5.000%, 06/15/2021 (a)
|
|
|
443,104
|
|
|
|
|
|
|
|
|
|
|
|
|
Pennsylvania - 6.79%
|
|
|
|
|
|
1,000,000
|
|
Allegheny County Hospital Development Authority, Series A, Revenue Bond,
5.000%, 09/01/2014
|
|
|
1,052,750
|
|
|
180,000
|
|
Allegheny County Industrial Development Authority, Refunding, Revenue Bond,
6.500%, 05/01/2017
|
|
|
192,580
|
|
|
350,000
|
|
Butler County Hospital Authority, Revenue Bond,
7.125%, 07/01/2029
|
|
|
419,118
|
|
|
200,000
|
|
Montgomery County Industrial Development Authority, Revenue Bond,
6.000%, 02/01/2021
|
|
|
201,062
|
|
|
400,000
|
|
Pennsylvania Economic Development Financing Authority, Albert Einstein Health Care, Series A, Refunding,
Revenue Bond,
6.250%, 10/15/2023
|
|
|
446,244
|
|
|
325,000
|
|
Pennsylvania Economic Development Financing Authority, Allegheny Energy Supply, Revenue Bond,
7.000%, 07/15/2039
|
|
|
372,678
|
|
|
|
|
Pennsylvania Higher Educational Facilities Authority, Revenue Bond,
|
|
|
|
|
|
500,000
|
|
5.250%, 07/01/2019
|
|
|
531,925
|
|
|
400,000
|
|
5.800%, 07/01/2030
|
|
|
419,896
|
|
|
250,000
|
|
Pennsylvania Higher Educational Facilities Authority, Series E, Refunding, Revenue Bond,
5.000%, 05/15/2019
|
|
|
288,322
|
|
|
500,000
|
|
Philadelphia Gas Works, Refunding, Revenue Bond,
5.250%, 08/01/2017
|
|
|
556,680
|
|
|
|
|
|
|
|
4,481,255
|
|
|
|
|
|
|
|
|
|
|
|
|
Puerto Rico - 1.06%
|
|
|
|
|
|
620,000
|
|
Puerto Rico Commonwealth, Series B, Prerefunded, Refunding, GO,
5.250%, 07/01/2032
|
|
|
700,687
|
|
|
|
|
|
|
|
|
|
|
|
|
South Carolina - 0.61%
|
|
|
|
|
|
450,000
|
|
South Carolina Transportation Infrastructure Bank, Series B, Refunding, Revenue Bond,
4.000%, 10/01/2030
|
|
|
404,991
|
|
|
|
|
|
|
|
|
|
|
|
|
South Dakota - 0.78%
|
|
|
|
|
|
500,000
|
|
South Dakota Housing Development Authority, Series A, Revenue Bond,
4.250%, 05/01/2015
|
|
|
514,955
|
|
|
|
|
|
|
|
|
|
|
|
|
Texas - 12.43%
|
|
|
|
|
|
100,000
|
|
Central Texas Regional Mobility Authority, Refunding, Revenue Bond,
5.000%, 01/01/2042
|
|
|
91,506
|
|
|
|
|
Central Texas Regional Mobility Authority, Series A, Refunding, Revenue Bond,
|
|
|
|
|
|
430,000
|
|
6.000%, 01/01/2041
|
|
|
468,365
|
|
|
5,000
|
|
5.000%, 01/01/2043
|
|
|
4,821
|
|
|
635,000
|
|
Clifton Texas Higher Education Finance Corp., Series A, Refunding, Revenue Bond,
4.000%, 12/01/2015
|
|
|
652,634
|
|
|
625,000
|
|
Dallas Recreational Facility Improvements, Series A, Refunding, GO
5.000%, 02/15/2020
|
|
|
738,525
|
|
|
|
|
Dallas-Fort Worth International Airport, Series B, Revenue Bond,
|
|
|
|
|
|
200,000
|
|
5.000%, 11/01/2026
|
|
|
218,362
|
|
|
400,000
|
|
5.000%, 11/01/2031
|
|
|
420,052
|
|
|
515,000
|
|
Frisco Texas Independent School District, Series A, GO,
6.000%, 08/15/2038
|
|
|
594,629
|
|
|
425,000
|
|
Harris County Industrial Development, Revenue Bond,
5.000%, 02/01/2023
|
|
|
454,010
|
|
|
500,000
|
|
Houston, GO,
5.250%, 03/01/2028
|
|
|
557,795
|
|
|
580,000
|
|
La Porte Independent School District, GO,
5.250%, 02/15/2024
|
|
|
649,965
|
|
|
250,000
|
|
North Texas Tollway Authority, Series A, Revenue Bond,
5.000%, 09/01/2020
|
|
|
290,383
|
|
|
770,000
|
|
North Texas Tollway Authority, Series E, Refunding, Revenue Bond,
5.750%, 01/01/2038 (a)
|
|
|
856,648
|
|
|
155,000
|
|
San Antonio Electric & Gas, Refunding, Revenue Bond,
5.000%, 02/01/2022
|
|
|
183,173
|
|
|
400,000
|
|
Texas Private Activity Surface Transportation Corp., LBJ Infrastructure, Revenue Bond,
7.500%, 06/30/2033
|
|
|
483,840
|
|
|
445,000
|
|
Texas Private Activity Surface Transportation Corp., Revenue Bond,
7.500%, 12/31/2031
|
|
|
533,306
|
|
|
500,000
|
|
Texas Transportation Commission, Revenue Bond,
5.000%, 04/01/2018
|
|
|
566,995
|
|
|
400,000
|
|
Texas, Series A, GO,
5.000%, 04/01/2022
|
|
|
447,064
|
|
|
|
|
|
|
|
8,212,073
|
|
|
|
|
|
|
|
|
|
|
|
|
Utah - 1.10%
|
|
|
|
|
|
500,000
|
|
Utah Associated Municipal Power Systems San Juan Project, Refunding, Revenue Bond,
5.500%, 06/01/2022
|
|
|
572,280
|
|
|
200,000
|
|
Utah Charter School Finance Authority, Series A, Revenue Bond,
3.250%, 10/15/2036
|
|
|
154,584
|
|
|
|
|
|
|
|
726,864
|
|
|
|
|
|
|
|
|
|
|
|
|
Virginia - 2.49%
|
|
|
|
|
|
1,000,000
|
|
Henry County Public Service Authority Water & Sewer, Refunding, Revenue Bond, FSA Insured,
5.500%, 11/15/2019
|
|
|
1,162,750
|
|
|
400,000
|
|
Virginia College Building Authority Educational Facilities, Revenue Bond,
5.750%, 01/01/2034
|
|
|
484,020
|
|
|
|
|
|
|
|
1,646,770
|
|
|
|
|
|
|
|
|
|
|
|
|
Washington - 1.62%
|
|
|
|
|
|
500,000
|
|
Energy Northwest Washington Electric, Series D, Revenue Bond,
5.000%, 07/01/2035
|
|
|
531,630
|
|
|
500,000
|
|
King County Hospital, Refunding, GO, MBIA Insured,
5.000%, 12/01/2021
|
|
|
540,790
|
|
|
|
|
|
|
|
1,072,420
|
|
|
|
|
|
|
|
|
|
|
|
|
Wisconsin - 3.40%
|
|
|
|
|
|
500,000
|
|
Southeast Wisconsin Professional Baseball Park Sales Tax, Series A, Revenue Bond, MBIA Insured,
5.500%, 12/15/2026
|
|
|
582,270
|
|
|
150,000
|
|
Wisconsin Health & Educational Facilities Authority, Series A, Revenue Bond,
5.125%, 02/01/2038
|
|
|
136,272
|
|
|
220,000
|
|
Wisconsin Public Finance Authority, Refunding, Revenue Bond,
5.000%, 07/01/2022
|
|
|
227,240
|
|
|
150,000
|
|
Wisconsin Public Financing Authority, Refunding, Revenue Bond,
5.750%, 10/01/2031
|
|
|
138,953
|
|
|
1,000,000
|
|
Wisconsin, Series A, Refunding, Revenue Bond,
6.000%, 05/01/2033
|
|
|
1,160,420
|
|
|
|
|
|
|
|
2,245,155
|
|
|
|
|
Total Municipal Debt Obligations (Cost $62,226,144)
|
|
|
64,918,549
|
|
|
Number of
Shares
|
|
|
|
|
|
|
|
|
|
SHORT TERM INVESTMENTS - 0.99%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Money Market Funds - 0.99%
|
|
|
|
|
|
655,142
|
|
Fidelity Tax Exempt Portfolio
|
|
|
655,142
|
|
|
|
|
Total Short Term Investments (Cost $655,142)
|
|
|
655,142
|
|
|
|
|
Total Investments (Cost $62,881,286) - 99.29%
|
|
|
65,573,691
|
|
|
|
|
Other Assets in Excess of Liabilities - 0.71%
|
|
|
470,500
|
|
|
|
|
TOTAL NET ASSETS - 100.00%
|
|
$
|
66,044,191
|
|
Percentages are stated as a percent of net assets.
|
|
(a)
|
Variable Rate Security. The rate shown is the rate in effect on June 30, 2013.
|
(b)
|
Zero coupon bond.
|
|
|
Glossary of Terms
|
FGIC
|
Financial Guaranty Insurance Corp.
|
FSA
|
Financial Security Assurance, Inc.
|
GO
|
General Obligation
|
MBIA
|
Municipal Bond Investors Assurance Corp.
|
|
|
|
The cost basis of investments for federal income tax purposes at June 30, 2013 was as follows*:
|
Cost of investments
|
|
$
|
62,881,286
|
|
Gross unrealized appreciation
|
|
|
3,688,098
|
|
Gross unrealized depreciation
|
|
|
(995,693
|
)
|
Net unrealized appreciation
|
|
$
|
2,692,405
|
|
|
*
|
Because tax adjustments are calculated annually, the above table does not reflect tax adjustments. For the previous fiscal year’s federal income tax information, please refer to the Notes to Financial Statements section in the Fund’s most recent semi-annual or annual report.
|
The Global Industry Classification Standard (“GICS
®
”)
was developed by and/or is the exclusive property of MSCI, Inc. (MSCI”) and Standard & Poor’s Financial Services LLC (“S&P”).
GICS is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC.
Valuation Measurements
The Funds have adopted authoritative fair valuation accounting
standards which establish an authoritative definition of fair value and set out a hierarchy for measuring fair value. These standards
require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value
and a discussion in changes in valuation techniques and related inputs, if any, during the period. In addition, these standards
require expanded disclosure for each major category of assets. These inputs are summarized in the three broad levels listed below:
Level 1 - Quoted prices in active markets for identical securities.
Level 2 - Other significant observable inputs (including quoted
prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
Level 3 - Significant unobservable inputs (including the Fund’s
own assumptions in determining the fair value of investments).
During the period, certain of the securities and other instruments
held by the Funds were categorized as Level 2 or Level 3 based upon the inputs and methodologies used to determine the fair value
of the security or instrument. Descriptions of the inputs and valuation methodologies used to determine the fair values of each
class of investments within Level 2 and Level 3 are set forth below.
Level 2 Investments.
The Funds’ investments that were
categorized as Level 2 include: (1) certain fixed income securities, including asset-backed securities, collateralized mortgage
obligations, corporate bonds, U.S. and foreign government obligations, mortgage-backed securities and municipal bonds; and (2)
certain common stocks, preferred stocks and real estate investment trusts.
Fixed income securities are normally valued by pricing vendors
that use broker-dealer quotations, reported trades or valuation estimates from their internal pricing models. The service providers’
internal models typically use inputs that are observable such as institutional sized trading in similar groups of securities, yield,
credit quality, coupon rate, maturity, type of issue, trading characteristics and other market data.
Certain common stocks, preferred stocks and Real Estate Investment
Trusts that trade on foreign exchanges are subject to valuation adjustments. These valuation adjustments are applied to the foreign
exchange-traded common stocks to account for the market movement between the close of the foreign market in which the security
is traded and the close of the New York Stock Exchange. These securities are valued using pricing vendors that consider the correlation
patterns of price movements of the foreign security to the intraday trading in the U.S. markets.
Level 3 Investments.
The Funds’ investments that were
categorized as Level 3 include: (1) fair valued securities and investments purchased as securities lending collateral.
Investments purchased as securities lending collateral and warrants
are normally valued by pricing vendors using relevant observable inputs, as described above. In certain circumstances, the types
of observable inputs that are typically used by a pricing service may be unavailable or deemed by the pricing service to be unreliable.
In these instances, the pricing vendor may value the security based upon significant unobservable inputs, or the pricing vendor
may not provide a value for the security. To the extent that a pricing vendor does not provide a value for a particular security,
or the pricing vendor provides a value that the Valuation Committee does not believe accurately reflects the value of the security,
the security will be valued by the Valuation Committee based upon the information available to the Committee at the time of valuation
and in accordance with procedures adopted by the Board. These methodologies may require subjective judgments and determinations
about the value of a particular security. When significant unobservable inputs are used to value a security, the security is categorized
as Level 3.
The inputs or methodology used for valuing securities are not
an indication of the risk associated with investing in those securities.
The following is a summary of the inputs used to value the Fund’s
net assets as of June 30, 2013:
GuideMark
SM
Large Cap Growth Fund
|
|
Level 1
|
|
|
Level 2
|
|
|
Level 3
|
|
|
Total
|
|
Common Stocks
|
|
$
|
167,593,617
|
|
|
$
|
—
|
|
|
$
|
—
|
|
|
$
|
167,593,617
|
|
Short Term Investments
|
|
|
702,832
|
|
|
|
—
|
|
|
|
—
|
|
|
|
702,832
|
|
Investments Purchased as Securities Lending Collateral
|
|
|
7,283,395
|
|
|
|
—
|
|
|
|
792
|
|
|
|
7,284,187
|
|
Total Investments in Securities
|
|
$
|
175,579,844
|
|
|
$
|
—
|
|
|
$
|
792
|
|
|
$
|
175,580,636
|
|
For further information regarding security characteristics, see
the Schedule of Investments. There were no transfers in or out of Levels 1 and 2 during the period ended June 30, 2013.
There was no activity in the Level 3 assets during the period
ended June 30, 2013. The ending balance as of June 30, 2013 was unchanged from the ending balance as of March 31, 2013. The Level
3 investments as of June 30, 2013 represented 0.00% of net assets and did not warrant a disclosure of significant unobservable
valuation inputs.
GuideMark
SM
Large Cap Value Fund
|
|
Level 1
|
|
|
Level 2
|
|
|
Level 3
|
|
|
Total
|
|
Common Stocks
|
|
$
|
188,928,458
|
|
|
$
|
—
|
|
|
$
|
—
|
|
|
$
|
188,928,458
|
|
Short Term Investments
|
|
|
24,987
|
|
|
|
—
|
|
|
|
—
|
|
|
|
24,987
|
|
Investments Purchased as Securities Lending Collateral
|
|
|
11,146,398
|
|
|
|
—
|
|
|
|
906
|
|
|
|
11,147,304
|
|
Total Investments in Securities
|
|
$
|
200,099,843
|
|
|
$
|
—
|
|
|
$
|
906
|
|
|
$
|
200,100,749
|
|
For further information regarding security characteristics, see
the Schedule of Investments. There were no transfers in or out of Levels 1 and 2 during the period ended June 30, 2013.
There was no activity in the Level 3 assets during the period
ended June 30, 2013. The ending balance as of June 30, 2013 was unchanged from the ending balance as of March 31, 2013. The Level
3 investments as of June 30, 2013 represented 0.00% of net assets and did not warrant a disclosure of significant unobservable
valuation inputs.
GuideMark
SM
Small/Mid Cap Core Fund
|
|
Level 1
|
|
|
Level 2
|
|
|
Level 3
|
|
|
Total
|
|
Common Stocks
|
|
$
|
69,923,522
|
|
|
$
|
—
|
|
|
$
|
—
|
|
|
$
|
69,923,522
|
|
Real Estate Investment Trusts
|
|
|
3,168,187
|
|
|
|
—
|
|
|
|
—
|
|
|
|
3,168,187
|
|
Short Term Investments
|
|
|
1,093,498
|
|
|
|
—
|
|
|
|
—
|
|
|
|
1,093,498
|
|
Investments Purchased as Securities Lending Collateral
|
|
|
4,258,745
|
|
|
|
—
|
|
|
|
247
|
|
|
|
4,258,992
|
|
Total Investments in Securities
|
|
$
|
78,443,952
|
|
|
$
|
—
|
|
|
$
|
247
|
|
|
$
|
78,444,199
|
|
For further information regarding security characteristics, see
the Schedule of Investments. There were no transfers in or out of Levels 1 and 2 during the period ended June 30, 2013.
There was no activity in the Level 3 assets during the period
ended June 30, 2013. The ending balance as of June 30, 2013 was unchanged from the ending balance as of March 31, 2013. The Level
3 investments as of June 30, 2013 represented 0.00% of net assets and did not warrant a disclosure of significant unobservable
valuation inputs.
GuideMark
SM
World ex-US Fund
|
|
Level 1
|
|
|
Level 2
|
|
|
Level 3
|
|
|
Total
|
|
Common Stocks
|
|
$
|
34,420,768
|
|
|
$
|
255,359,029
|
|
|
$
|
—
|
|
|
$
|
289,779,797
|
|
Investment Companies
|
|
|
4,271,746
|
|
|
|
—
|
|
|
|
—
|
|
|
|
4,271,746
|
|
Preferred Stocks
|
|
|
4,027,345
|
|
|
|
9,991
|
|
|
|
—
|
|
|
|
4,037,336
|
|
Real Estate Investment Trusts
|
|
|
—
|
|
|
|
1,458,679
|
|
|
|
—
|
|
|
|
1,458,679
|
|
Rights
|
|
|
13,427
|
|
|
|
—
|
|
|
|
—
|
|
|
|
13,427
|
|
Short Term Investments
|
|
|
2,875,433
|
|
|
|
—
|
|
|
|
—
|
|
|
|
2,875,433
|
|
Investments Purchased as Securities Lending Collateral
|
|
|
898,784
|
|
|
|
—
|
|
|
|
216
|
|
|
|
899,000
|
|
Total Investments in Securities
|
|
$
|
46,507,503
|
|
|
$
|
256,827,699
|
|
|
$
|
216
|
|
|
$
|
303,335,418
|
|
Below is a reconciliation that details the transfer of securities
between Level 1 and Level 2 during the reporting period.
Description
|
|
Investments in Securities
|
|
Transfers into Level 1
|
|
$
|
2,329,514
|
|
Transfers out of Level 1
|
|
|
(42,254
|
)
|
Net Transfers into/(out of) Level 1
|
|
$
|
2,287,260
|
|
|
|
|
|
|
Transfers into Level 2
|
|
$
|
42,254
|
|
Transfers out of Level 2
|
|
|
(2,329,514
|
)
|
Net Transfers into/(out of) Level 2
|
|
$
|
(2,287,260
|
)
|
Transfers were made due to valuation adjustments on foreign common
stocks to account for the market movement between the close of a foreign market and the close of the New York Stock Exchange. Transfers
between levels are recognized at the end of the reporting period.
There was no activity in the Level 3 assets during the period
ended June 30, 2013. The ending balance as of June 30, 2013 was unchanged from the ending balance as of March 31, 2013. The Level
3 investments as of June 30, 2013 represented 0.00% of net assets and did not warrant a disclosure of significant unobservable
valuation inputs.
GuideMark
SM
Opportunistic Equity Fund
|
|
Level 1
|
|
|
Level 2
|
|
|
Level 3
|
|
|
Total
|
|
Common Stocks
|
|
$
|
133,335,603
|
|
|
$
|
—
|
|
|
$
|
—
|
|
|
$
|
133,335,603
|
|
Preferred Stocks
|
|
|
400,491
|
|
|
|
—
|
|
|
|
—
|
|
|
|
400,491
|
|
Real Estate Investment Trusts
|
|
|
1,586,584
|
|
|
|
—
|
|
|
|
—
|
|
|
|
1,586,584
|
|
Short Term Investments
|
|
|
3,730,450
|
|
|
|
—
|
|
|
|
—
|
|
|
|
3,730,450
|
|
Investments Purchased as Securities Lending Collateral
|
|
|
3,533,739
|
|
|
|
—
|
|
|
|
—
|
|
|
|
3,533,739
|
|
Total Investments in Securities
|
|
$
|
142,586,867
|
|
|
$
|
—
|
|
|
$
|
—
|
|
|
$
|
142,586,867
|
|
For further information regarding security characteristics, see
the Schedule of Investments. There were no transfers in or out of Levels 1 and 2 during the period ended June 30, 2013.
GuideMark
SM
Core Fixed Income Fund
|
|
Level 1
|
|
|
Level 2
|
|
|
Level 3
|
|
|
Total
|
|
Fixed Income
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Asset Backed Securities
|
|
$
|
—
|
|
|
$
|
18,210,865
|
|
|
$
|
—
|
|
|
$
|
18,210,865
|
|
Collateralized Mortgage Obligations
|
|
|
—
|
|
|
|
24,073,997
|
|
|
|
—
|
|
|
|
24,073,997
|
|
Corporate Obligations
|
|
|
—
|
|
|
|
157,382,413
|
|
|
|
—
|
|
|
|
157,382,413
|
|
Foreign Government Debt Obligations
|
|
|
—
|
|
|
|
436,420
|
|
|
|
—
|
|
|
|
436,420
|
|
Mortgage Backed Securities
|
|
|
—
|
|
|
|
113,610,522
|
|
|
|
—
|
|
|
|
113,610,522
|
|
Municipal Debt Obligations
|
|
|
—
|
|
|
|
1,423,157
|
|
|
|
—
|
|
|
|
1,423,157
|
|
U.S. Government Agency Issues
|
|
|
—
|
|
|
|
5,100,454
|
|
|
|
|
|
|
|
5,100,454
|
|
U.S. Treasury Obligations
|
|
|
—
|
|
|
|
57,585,803
|
|
|
|
—
|
|
|
|
57,585,803
|
|
Total Fixed Income
|
|
|
—
|
|
|
|
377,823,631
|
|
|
|
—
|
|
|
|
377,823,631
|
|
Short Term Investments
|
|
|
4,012,617
|
|
|
|
—
|
|
|
|
—
|
|
|
|
4,012,617
|
|
Investments Purchased as Securities Lending Collateral
|
|
|
4,668,572
|
|
|
|
—
|
|
|
|
191
|
|
|
|
4,668,763
|
|
Total Investments in Securities
|
|
$
|
8,681,189
|
|
|
$
|
377,823,631
|
|
|
$
|
191
|
|
|
$
|
386,505,011
|
|
For further information regarding security characteristics,
see the Schedule of Investments. There were no transfers in/out of Levels 1 or 2. during the period ended June 30, 2013.
There was no activity in the Level 3 assets during the period
ended June 30, 2013. The ending balance as of June 30, 2013 was unchanged from the ending balance as of March 31, 2013. The Level
3 investments as of June 30, 2013 represented 0.00% of net assets and did not warrant a disclosure of significant unobservable
valuation inputs.
GuideMark
SM
Tax-Exempt Fixed Income Fund
|
|
Level 1
|
|
|
Level 2
|
|
|
Level 3
|
|
|
Total
|
|
Municipal Debt Obligations
|
|
$
|
—
|
|
|
$
|
64,918,549
|
|
|
$
|
—
|
|
|
$
|
64,918,549
|
|
Short Term Investments
|
|
|
655,142
|
|
|
|
—
|
|
|
|
—
|
|
|
|
655,142
|
|
Total Investments in Securities
|
|
$
|
655,142
|
|
|
$
|
64,918,549
|
|
|
$
|
—
|
|
|
$
|
65,573,691
|
|
For further information regarding security characteristics, see
the Schedule of Investments. There were no transfers in or out of Levels 1 and 2 during the period ended June 30, 2013.
There were no transfers in or out of Levels 1 and 2 during the
period ended June 30, 2013.
Item 2. Controls and Procedures.
(a)
|
The Registrant’s President and Treasurer have concluded that the Registrant’s disclosure controls and procedures (as
defined in Rule 30a-3(c) under the Investment Company Act of 1940 (the “1940 Act”))
(17 CFR
270.30a-3(c))
are effective as of a date within 90 days of the filing date of the report that includes the disclosure required by this paragraph,
based on the evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act
(17 CFR 270.30a-3(b))
and Rule 13a-15(b) or Rule 15d‑15(b) under the Securities Exchange Act of 1934, as amended
(17 CFR 240.13a-15(b)
or 240.15d-15(d))
.
|
|
|
(b)
|
There were no changes in the Registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the
1940 Act)
(17 CFR 270.30a-3(d))
that occurred during the Registrant’s last fiscal quarter that have materially affected,
or are reasonably likely to materially affect, the Registrant’s internal control over financial reporting.
|
Item 3. Exhibits.
Separate certifications for each principal executive officer
and principal financial officer of the Registrant as required by Rule 30a-2(a) under the 1940 Act (17 CFR 270.30a-2(a)).
Filed
herewith.
SIGNATURES
Pursuant to the requirements of the Securities
Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf
by the undersigned, thereunto duly authorized.
|
|
By (Signature and Title)
|
/s/ Carrie E. Hansen
|
|
Carrie E. Hansen
|
|
Principal Executive Officer/President
|
|
|
Date
|
8/21/13
|
|
Pursuant to the requirements of the Securities
Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf
of the registrant and in the capacities and on the dates indicated.
By (Signature and Title)*
|
/s/ Carrie E. Hansen
|
|
Carrie E. Hansen
|
|
Principal Executive Officer/President
|
|
|
Date
|
8/21/13
|
|
|
|
By (Signature and Title)*
|
/s/ Starr E. Frohlich
|
|
Starr E. Frohlich
|
|
Principal Financial Officer/Treasurer
|
|
|
Date
|
8/21/13
|
|
*
Print the name and title of each signing officer
under his or her signature.
Tri Continental (NYSE:TY)
過去 株価チャート
から 6 2024 まで 7 2024
Tri Continental (NYSE:TY)
過去 株価チャート
から 7 2023 まで 7 2024