Holdings STATE OF ARIZONA FUND: ATZ4 As of: View Date ... · ST OF AZ POOL 203 MID CAP As of: View...

STATE OF ARIZONA

November 30, 2018

ATZ4

ST OF AZ POOL 203 MID CAP

December 10, 2018As of: View Date:

FUND:

Holdings

% FundAsset ID Asset Description Rate

Unit PriceUnits Market ValueUnit Cost Total Cost Unrealized Gn/Ls% Curr

Base Currency: USD - US DOLLARMaturity Date

CASH1.000000Exchange Rate:US DOLLAR

USD US DOLLAR

1.000000Local-4,524,700.820 -4,524,700.82 -4,524,700.821.000000 0.00 0.531.000000Base -4,524,700.82 -4,524,700.821.000000 0.00 0.53

US DOLLAR Total-4,524,700.820 Local -4,524,700.82 -4,524,700.82 0.00 0.53

Base -4,524,700.82 -4,524,700.82 0.00 0.53

Base-4,524,700.820 -4,524,700.82 -4,524,700.82 0.00 0.53

CASH Total

CASH EQUIVALENT1.000000Exchange Rate:US DOLLAR

31 Dec 20302.344723501999P9A5 BLACKROCK PROV TEMP BLACKROCK PROV TEMP FUND 24

100.020000Local6,247,063.420 6,249,056.01 6,248,312.83100.031896 -743.18 0.73100.020000Base 6,249,056.01 6,248,312.83100.031896 -743.18 0.73

US DOLLAR Total6,247,063.420 Local 6,249,056.01 6,248,312.83 -743.18 0.73

Base 6,249,056.01 6,248,312.83 -743.18 0.73

Base6,247,063.420 6,249,056.01 6,248,312.83 -743.18 0.73

CASH EQUIVALENT Total

EQUITY1.000000Exchange Rate:US DOLLAR

001084102 AGCO CORP COMMON STOCK USD.01

59.680000Local32,142.000 1,270,717.04 1,918,234.5639.534473 647,517.52 0.2259.680000Base 1,270,717.04 1,918,234.5639.534473 647,517.52 0.22

Prepared by State StreetBooks Closed# Issue has not been redenominated but Local is converted& Issue has redenominated but Local is not converted

STATE OF ARIZONA

November 30, 2018

ATZ4



FUND:

Holdings




00164V103 AMC NETWORKS INC A COMMON STOCK

59.860000Local21,989.000 1,080,174.56 1,316,261.5449.123405 236,086.98 0.1559.860000Base 1,080,174.56 1,316,261.5449.123405 236,086.98 0.15

00191U102 ASGN INC COMMON STOCK USD.01

69.250000Local25,331.000 1,726,414.87 1,754,171.7568.154233 27,756.88 0.2069.250000Base 1,726,414.87 1,754,171.7568.154233 27,756.88 0.20

002535300 AARON S INC COMMON STOCK USD.5

46.800000Local33,462.000 825,122.14 1,566,021.6024.658482 740,899.46 0.1846.800000Base 825,122.14 1,566,021.6024.658482 740,899.46 0.18

00404A109 ACADIA HEALTHCARE CO INC COMMON STOCK USD.01

33.970000Local42,700.000 1,777,513.17 1,450,519.0041.627943 -326,994.17 0.1733.970000Base 1,777,513.17 1,450,519.0041.627943 -326,994.17 0.17

004498101 ACI WORLDWIDE INC COMMON STOCK USD.005

28.880000Local56,015.000 599,533.21 1,617,713.2010.703083 1,018,179.99 0.1928.880000Base 599,533.21 1,617,713.2010.703083 1,018,179.99 0.19

00508Y102 ACUITY BRANDS INC COMMON STOCK USD.01

130.020000Local19,438.000 2,337,033.60 2,527,328.76120.230147 190,295.16 0.29130.020000Base 2,337,033.60 2,527,328.76120.230147 190,295.16 0.29

00737L103 ADTALEM GLOBAL EDUCATION INC COMMON STOCK USD.01

57.740000Local28,995.000 770,120.72 1,674,171.3026.560466 904,050.58 0.2057.740000Base 770,120.72 1,674,171.3026.560466 904,050.58 0.20

00766T100 AECOM COMMON STOCK USD.01

32.160000Local29,022.000 845,351.15 933,347.5229.127943 87,996.37 0.1132.160000Base 845,351.15 933,347.5229.127943 87,996.37 0.11

014491104 ALEXANDER + BALDWIN INC REIT

20.730000Local45,801.000 1,100,174.19 949,454.7324.020746 -150,719.46 0.1120.730000Base 1,100,174.19 949,454.7324.020746 -150,719.46 0.11

017175100 ALLEGHANY CORP COMMON STOCK USD1.0

631.030000Local7,240.000 2,559,332.30 4,568,657.20353.498936 2,009,324.90 0.53631.030000Base 2,559,332.30 4,568,657.20353.498936 2,009,324.90 0.53


STATE OF ARIZONA

November 30, 2018

ATZ4



FUND:

Holdings




01741R102 ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1

26.260000Local60,819.000 1,676,345.87 1,597,106.9427.562865 -79,238.93 0.1926.260000Base 1,676,345.87 1,597,106.9427.562865 -79,238.93 0.19

018522300 ALLETE INC COMMON STOCK

81.380000Local24,844.000 1,680,271.06 2,021,804.7267.632872 341,533.66 0.2481.380000Base 1,680,271.06 2,021,804.7267.632872 341,533.66 0.24

01988P108 ALLSCRIPTS HEALTHCARE SOLUTI COMMON STOCK USD.01

10.210000Local84,546.000 1,339,459.15 863,214.6615.842963 -476,244.49 0.1010.210000Base 1,339,459.15 863,214.6615.842963 -476,244.49 0.10

024835100 AMERICAN CAMPUS COMMUNITIES REIT USD.01

43.830000Local66,284.000 2,760,275.03 2,905,227.7241.643157 144,952.69 0.3443.830000Base 2,760,275.03 2,905,227.7241.643157 144,952.69 0.34

02553E106 AMERICAN EAGLE OUTFITTERS COMMON STOCK USD.01

20.930000Local81,506.000 1,454,402.18 1,705,920.5817.844112 251,518.40 0.2020.930000Base 1,454,402.18 1,705,920.5817.844112 251,518.40 0.20

025932104 AMERICAN FINANCIAL GROUP INC COMMON STOCK

102.360000Local34,047.000 1,360,653.79 3,485,050.9239.963985 2,124,397.13 0.41102.360000Base 1,360,653.79 3,485,050.9239.963985 2,124,397.13 0.41

03755L104 APERGY CORP COMMON STOCK USD.01

34.280000Local37,379.000 1,599,585.87 1,281,352.1242.793704 -318,233.75 0.1534.280000Base 1,599,585.87 1,281,352.1242.793704 -318,233.75 0.15

038336103 APTARGROUP INC COMMON STOCK USD.01

104.050000Local30,088.000 1,382,795.00 3,130,656.4045.958355 1,747,861.40 0.37104.050000Base 1,382,795.00 3,130,656.4045.958355 1,747,861.40 0.37

03836W103 AQUA AMERICA INC COMMON STOCK USD.5

34.290000Local86,086.000 1,512,088.80 2,951,888.9417.564863 1,439,800.14 0.3434.290000Base 1,512,088.80 2,951,888.9417.564863 1,439,800.14 0.34

042735100 ARROW ELECTRONICS INC COMMON STOCK USD1.0

76.970000Local42,277.000 1,375,958.38 3,254,060.6932.546263 1,878,102.31 0.3876.970000Base 1,375,958.38 3,254,060.6932.546263 1,878,102.31 0.38


STATE OF ARIZONA

November 30, 2018

ATZ4



FUND:

Holdings




044186104 ASHLAND GLOBAL HOLDINGS INC COMMON STOCK

81.890000Local30,197.000 795,140.79 2,472,832.3326.331781 1,677,691.54 0.2981.890000Base 795,140.79 2,472,832.3326.331781 1,677,691.54 0.29

045487105 ASSOCIATED BANC CORP COMMON STOCK USD.01

23.170000Local83,282.000 1,561,758.34 1,929,643.9418.752652 367,885.60 0.2323.170000Base 1,561,758.34 1,929,643.9418.752652 367,885.60 0.23

049560105 ATMOS ENERGY CORP COMMON STOCK

95.670000Local53,796.000 2,110,310.29 5,146,663.3239.228015 3,036,353.03 0.6095.670000Base 2,110,310.29 5,146,663.3239.228015 3,036,353.03 0.60

05329W102 AUTONATION INC COMMON STOCK USD.01

37.130000Local27,828.000 1,156,959.75 1,033,253.6441.575383 -123,706.11 0.1237.130000Base 1,156,959.75 1,033,253.6441.575383 -123,706.11 0.12

05350V106 AVANOS MEDICAL INC COMMON STOCK USD.01

47.710000Local22,876.000 903,043.63 1,091,413.9639.475591 188,370.33 0.1347.710000Base 903,043.63 1,091,413.9639.475591 188,370.33 0.13

053774105 AVIS BUDGET GROUP INC COMMON STOCK USD.01

29.290000Local32,178.000 1,168,801.16 942,493.6236.322990 -226,307.54 0.1129.290000Base 1,168,801.16 942,493.6236.322990 -226,307.54 0.11

053807103 AVNET INC COMMON STOCK USD1.0

43.820000Local55,996.000 1,634,079.29 2,453,744.7229.182072 819,665.43 0.2943.820000Base 1,634,079.29 2,453,744.7229.182072 819,665.43 0.29

05971J102 BANCORPSOUTH BANK COMMON STOCK

30.790000Local43,457.000 832,618.20 1,338,041.0319.159588 505,422.83 0.1630.790000Base 832,618.20 1,338,041.0319.159588 505,422.83 0.16

062540109 BANK OF HAWAII CORP COMMON STOCK USD.01

79.750000Local20,331.000 1,083,461.18 1,621,397.2553.291091 537,936.07 0.1979.750000Base 1,083,461.18 1,621,397.2553.291091 537,936.07 0.19

06417N103 BANK OZK COMMON STOCK

27.100000Local58,518.000 2,602,625.29 1,585,837.8044.475636 -1,016,787.49 0.1927.100000Base 2,602,625.29 1,585,837.8044.475636 -1,016,787.49 0.19


STATE OF ARIZONA

November 30, 2018

ATZ4



FUND:

Holdings




075896100 BED BATH + BEYOND INC COMMON STOCK USD.01

12.880000Local67,838.000 2,009,312.88 873,753.4429.619282 -1,135,559.44 0.1012.880000Base 2,009,312.88 873,753.4429.619282 -1,135,559.44 0.10

077454106 BELDEN INC COMMON STOCK USD.01

55.780000Local19,661.000 1,530,592.80 1,096,690.5877.849184 -433,902.22 0.1355.780000Base 1,530,592.80 1,096,690.5877.849184 -433,902.22 0.13

081437105 BEMIS COMPANY COMMON STOCK USD.1

48.760000Local44,053.000 1,985,221.90 2,148,024.2845.064397 162,802.38 0.2548.760000Base 1,985,221.90 2,148,024.2845.064397 162,802.38 0.25

084423102 WR BERKLEY CORP COMMON STOCK USD.2

78.780000Local46,560.000 1,341,089.95 3,667,996.8028.803478 2,326,906.85 0.4378.780000Base 1,341,089.95 3,667,996.8028.803478 2,326,906.85 0.43

089302103 BIG LOTS INC COMMON STOCK USD.01

43.560000Local19,514.000 691,370.50 850,029.8435.429461 158,659.34 0.1043.560000Base 691,370.50 850,029.8435.429461 158,659.34 0.10

090572207 BIO RAD LABORATORIES A COMMON STOCK USD.0001

274.460000Local9,691.000 1,009,379.58 2,659,791.86104.156390 1,650,412.28 0.31274.460000Base 1,009,379.58 2,659,791.86104.156390 1,650,412.28 0.31

09073M104 BIO TECHNE CORP COMMON STOCK USD.01

161.420000Local18,270.000 1,401,124.66 2,949,143.4076.689910 1,548,018.74 0.34161.420000Base 1,401,124.66 2,949,143.4076.689910 1,548,018.74 0.34

092113109 BLACK HILLS CORP COMMON STOCK USD1.0

66.210000Local26,114.000 955,397.06 1,729,007.9436.585627 773,610.88 0.2066.210000Base 955,397.06 1,729,007.9436.585627 773,610.88 0.20

09227Q100 BLACKBAUD INC COMMON STOCK USD.001

73.250000Local23,504.000 2,101,681.16 1,721,668.0089.418021 -380,013.16 0.2073.250000Base 2,101,681.16 1,721,668.0089.418021 -380,013.16 0.20

100557107 BOSTON BEER COMPANY INC A COMMON STOCK USD.01

274.540000Local4,181.000 1,261,992.33 1,147,851.74301.839830 -114,140.59 0.13274.540000Base 1,261,992.33 1,147,851.74301.839830 -114,140.59 0.13


STATE OF ARIZONA

November 30, 2018

ATZ4



FUND:

Holdings




103304101 BOYD GAMING CORP COMMON STOCK USD.01

24.820000Local39,118.000 1,372,651.62 970,908.7635.090026 -401,742.86 0.1124.820000Base 1,372,651.62 970,908.7635.090026 -401,742.86 0.11

109641100 BRINKER INTERNATIONAL INC COMMON STOCK USD.1

51.080000Local18,672.000 395,372.88 953,765.7621.174640 558,392.88 0.1151.080000Base 395,372.88 953,765.7621.174640 558,392.88 0.11

109696104 BRINK S CO/THE COMMON STOCK USD1.0

70.820000Local24,650.000 1,988,561.91 1,745,713.0080.671883 -242,848.91 0.2070.820000Base 1,988,561.91 1,745,713.0080.671883 -242,848.91 0.20

115236101 BROWN + BROWN INC COMMON STOCK USD.1

29.020000Local112,126.000 1,333,294.82 3,253,896.5211.891041 1,920,601.70 0.3829.020000Base 1,333,294.82 3,253,896.5211.891041 1,920,601.70 0.38

117043109 BRUNSWICK CORP COMMON STOCK USD.75

53.040000Local41,950.000 1,062,938.72 2,225,028.0025.338229 1,162,089.28 0.2653.040000Base 1,062,938.72 2,225,028.0025.338229 1,162,089.28 0.26

12508E101 CDK GLOBAL INC COMMON STOCK USD.01

50.400000Local62,614.000 2,073,370.05 3,155,745.6033.113522 1,082,375.55 0.3750.400000Base 2,073,370.05 3,155,745.6033.113522 1,082,375.55 0.37

12621E103 CNO FINANCIAL GROUP INC COMMON STOCK USD.01

18.300000Local79,604.000 1,409,227.41 1,456,753.2017.702972 47,525.79 0.1718.300000Base 1,409,227.41 1,456,753.2017.702972 47,525.79 0.17

12653C108 CNX RESOURCES CORP COMMON STOCK USD.01

13.840000Local103,137.000 1,091,863.92 1,427,416.0810.586539 335,552.16 0.1713.840000Base 1,091,863.92 1,427,416.0810.586539 335,552.16 0.17

12685J105 CABLE ONE INC COMMON STOCK USD.01

899.290000Local2,402.000 1,001,422.59 2,160,094.58416.911986 1,158,671.99 0.25899.290000Base 1,001,422.59 2,160,094.58416.911986 1,158,671.99 0.25

127055101 CABOT CORP COMMON STOCK USD1.0

49.200000Local29,796.000 930,618.19 1,465,963.2031.232991 535,345.01 0.1749.200000Base 930,618.19 1,465,963.2031.232991 535,345.01 0.17


STATE OF ARIZONA

November 30, 2018

ATZ4



FUND:

Holdings




13123X102 CALLON PETROLEUM CO COMMON STOCK USD.01

8.550000Local110,203.000 1,230,907.04 942,235.6511.169451 -288,671.39 0.118.550000Base 1,230,907.04 942,235.6511.169451 -288,671.39 0.11

133131102 CAMDEN PROPERTY TRUST REIT USD.01

95.160000Local44,896.000 2,261,106.38 4,272,303.3650.363203 2,011,196.98 0.5095.160000Base 2,261,106.38 4,272,303.3650.363203 2,011,196.98 0.50

138098108 CANTEL MEDICAL CORP COMMON STOCK USD.1

85.880000Local17,548.000 1,970,223.50 1,507,022.24112.276242 -463,201.26 0.1885.880000Base 1,970,223.50 1,507,022.24112.276242 -463,201.26 0.18

142339100 CARLISLE COS INC COMMON STOCK USD1.0

105.520000Local28,912.000 1,374,990.79 3,050,794.2447.557789 1,675,803.45 0.36105.520000Base 1,374,990.79 3,050,794.2447.557789 1,675,803.45 0.36

144285103 CARPENTER TECHNOLOGY COMMON STOCK USD5.0

43.080000Local22,871.000 938,843.09 985,282.6841.049499 46,439.59 0.1143.080000Base 938,843.09 985,282.6841.049499 46,439.59 0.11

14575E105 CARS.COM INC COMMON STOCK USD.01

25.870000Local31,044.000 857,620.29 803,108.2827.625960 -54,512.01 0.0925.870000Base 857,620.29 803,108.2827.625960 -54,512.01 0.09

146229109 CARTER S INC COMMON STOCK USD.01

92.500000Local22,478.000 1,169,813.41 2,079,215.0052.042593 909,401.59 0.2492.500000Base 1,169,813.41 2,079,215.0052.042593 909,401.59 0.24

147528103 CASEY S GENERAL STORES INC COMMON STOCK NPV

129.470000Local17,703.000 1,737,010.80 2,292,007.4198.119573 554,996.61 0.27129.470000Base 1,737,010.80 2,292,007.4198.119573 554,996.61 0.27

148806102 CATALENT INC COMMON STOCK USD.01

39.650000Local70,114.000 2,343,903.92 2,780,020.1033.429899 436,116.18 0.3239.650000Base 2,343,903.92 2,780,020.1033.429899 436,116.18 0.32

149150104 CATHAY GENERAL BANCORP COMMON STOCK USD.01

39.570000Local37,340.000 583,340.39 1,477,543.8015.622399 894,203.41 0.1739.570000Base 583,340.39 1,477,543.8015.622399 894,203.41 0.17


STATE OF ARIZONA

November 30, 2018

ATZ4



FUND:

Holdings




159864107 CHARLES RIVER LABORATORIES COMMON STOCK USD.01

134.850000Local23,236.000 1,007,555.47 3,133,374.6043.361829 2,125,819.13 0.37134.850000Base 1,007,555.47 3,133,374.6043.361829 2,125,819.13 0.37

163072101 CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01

47.190000Local20,395.000 563,083.42 962,440.0527.608895 399,356.63 0.1147.190000Base 563,083.42 962,440.0527.608895 399,356.63 0.11

16359R103 CHEMED CORP COMMON STOCK USD1.0

316.780000Local7,785.000 2,516,197.17 2,466,132.30323.210940 -50,064.87 0.29316.780000Base 2,516,197.17 2,466,132.30323.210940 -50,064.87 0.29

163731102 CHEMICAL FINANCIAL CORP COMMON STOCK USD1.0

47.200000Local34,545.000 1,523,328.19 1,630,524.0044.096923 107,195.81 0.1947.200000Base 1,523,328.19 1,630,524.0044.096923 107,195.81 0.19

163851108 CHEMOURS CO/THE COMMON STOCK

28.480000Local85,574.000 1,936,210.12 2,437,147.5222.626150 500,937.40 0.2828.480000Base 1,936,210.12 2,437,147.5222.626150 500,937.40 0.28

165167107 CHESAPEAKE ENERGY CORP COMMON STOCK USD.01

2.920000Local441,291.000 1,354,286.42 1,288,569.723.068919 -65,716.70 0.152.920000Base 1,354,286.42 1,288,569.723.068919 -65,716.70 0.15

171484108 CHURCHILL DOWNS INC COMMON STOCK

277.760000Local5,778.000 786,269.45 1,604,897.28136.079863 818,627.83 0.19277.760000Base 786,269.45 1,604,897.28136.079863 818,627.83 0.19

171779309 CIENA CORP COMMON STOCK USD.01

32.620000Local69,022.000 1,235,824.80 2,251,497.6417.904796 1,015,672.84 0.2632.620000Base 1,235,824.80 2,251,497.6417.904796 1,015,672.84 0.26

17243V102 CINEMARK HOLDINGS INC COMMON STOCK USD.001

38.370000Local51,413.000 1,295,424.11 1,972,716.8125.196431 677,292.70 0.2338.370000Base 1,295,424.11 1,972,716.8125.196431 677,292.70 0.23

172755100 CIRRUS LOGIC INC COMMON STOCK USD.001

37.440000Local29,517.000 1,640,133.76 1,105,116.4855.565734 -535,017.28 0.1337.440000Base 1,640,133.76 1,105,116.4855.565734 -535,017.28 0.13


STATE OF ARIZONA

November 30, 2018

ATZ4



FUND:

Holdings




184496107 CLEAN HARBORS INC COMMON STOCK USD.01

64.530000Local24,701.000 1,026,380.81 1,593,955.5341.552197 567,574.72 0.1964.530000Base 1,026,380.81 1,593,955.5341.552197 567,574.72 0.19

192422103 COGNEX CORP COMMON STOCK USD.002

44.020000Local83,236.000 1,884,034.41 3,664,048.7222.634850 1,780,014.31 0.4344.020000Base 1,884,034.41 3,664,048.7222.634850 1,780,014.31 0.43

192479103 COHERENT INC COMMON STOCK USD.01

138.160000Local11,758.000 2,259,031.79 1,624,485.28192.127215 -634,546.51 0.19138.160000Base 2,259,031.79 1,624,485.28192.127215 -634,546.51 0.19

200525103 COMMERCE BANCSHARES INC COMMON STOCK USD5.0

63.020000Local48,193.000 1,344,216.83 3,037,122.8627.892367 1,692,906.03 0.3563.020000Base 1,344,216.83 3,037,122.8627.892367 1,692,906.03 0.35

201723103 COMMERCIAL METALS CO COMMON STOCK USD.01

19.270000Local56,631.000 827,142.12 1,091,279.3714.605819 264,137.25 0.1319.270000Base 827,142.12 1,091,279.3714.605819 264,137.25 0.13

204166102 COMMVAULT SYSTEMS INC COMMON STOCK USD.01

58.940000Local18,596.000 1,361,196.27 1,096,048.2473.198337 -265,148.03 0.1358.940000Base 1,361,196.27 1,096,048.2473.198337 -265,148.03 0.13

20451N101 COMPASS MINERALS INTERNATION COMMON STOCK USD.01

50.100000Local16,377.000 1,412,243.79 820,487.7086.233363 -591,756.09 0.1050.100000Base 1,412,243.79 820,487.7086.233363 -591,756.09 0.10

21870Q105 CORESITE REALTY CORP REIT USD.01

97.460000Local17,753.000 1,871,536.07 1,730,207.38105.420834 -141,328.69 0.2097.460000Base 1,871,536.07 1,730,207.38105.420834 -141,328.69 0.20

21871D103 CORELOGIC INC COMMON STOCK USD1.0

40.460000Local39,183.000 770,059.75 1,585,344.1819.652904 815,284.43 0.1940.460000Base 770,059.75 1,585,344.1819.652904 815,284.43 0.19

21871N101 CORECIVIC INC REIT USD.01

21.950000Local65,514.000 1,954,339.89 1,438,032.3029.830874 -516,307.59 0.1721.950000Base 1,954,339.89 1,438,032.3029.830874 -516,307.59 0.17


STATE OF ARIZONA

November 30, 2018

ATZ4



FUND:

Holdings




22002T108 CORPORATE OFFICE PROPERTIES REIT USD.01

24.470000Local52,677.000 1,643,189.78 1,289,006.1931.193686 -354,183.59 0.1524.470000Base 1,643,189.78 1,289,006.1931.193686 -354,183.59 0.15

222795106 COUSINS PROPERTIES INC REIT USD1.0

8.450000Local203,594.000 2,006,322.73 1,720,369.309.854528 -285,953.43 0.208.450000Base 2,006,322.73 1,720,369.309.854528 -285,953.43 0.20

22410J106 CRACKER BARREL OLD COUNTRY COMMON STOCK USD.01

180.810000Local11,611.000 1,764,707.52 2,099,384.91151.985834 334,677.39 0.25180.810000Base 1,764,707.52 2,099,384.91151.985834 334,677.39 0.25

224399105 CRANE CO COMMON STOCK USD1.0

86.370000Local24,501.000 977,814.14 2,116,151.3739.909152 1,138,337.23 0.2586.370000Base 977,814.14 2,116,151.3739.909152 1,138,337.23 0.25

225447101 CREE INC COMMON STOCK USD.00125

44.140000Local49,260.000 1,706,133.53 2,174,336.4034.635273 468,202.87 0.2544.140000Base 1,706,133.53 2,174,336.4034.635273 468,202.87 0.25

229899109 CULLEN/FROST BANKERS INC COMMON STOCK USD.01

100.320000Local30,914.000 2,013,090.70 3,101,292.4865.119063 1,088,201.78 0.36100.320000Base 2,013,090.70 3,101,292.4865.119063 1,088,201.78 0.36

231561101 CURTISS WRIGHT CORP COMMON STOCK USD1.0

110.400000Local21,274.000 1,502,406.37 2,348,649.6070.621715 846,243.23 0.27110.400000Base 1,502,406.37 2,348,649.6070.621715 846,243.23 0.27

232806109 CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01

13.900000Local174,886.000 2,691,928.92 2,430,915.4015.392478 -261,013.52 0.2813.900000Base 2,691,928.92 2,430,915.4015.392478 -261,013.52 0.28

23283R100 CYRUSONE INC REIT USD.01

56.080000Local50,605.000 2,623,045.99 2,837,928.4051.833732 214,882.41 0.3356.080000Base 2,623,045.99 2,837,928.4051.833732 214,882.41 0.33

235825205 DANA INC COMMON STOCK USD.01

14.510000Local69,969.000 1,494,886.01 1,015,250.1921.364976 -479,635.82 0.1214.510000Base 1,494,886.01 1,015,250.1921.364976 -479,635.82 0.12


STATE OF ARIZONA

November 30, 2018

ATZ4



FUND:

Holdings




243537107 DECKERS OUTDOOR CORP COMMON STOCK USD.01

133.240000Local14,552.000 939,786.40 1,938,908.4864.581253 999,122.08 0.23133.240000Base 939,786.40 1,938,908.4864.581253 999,122.08 0.23

248019101 DELUXE CORP COMMON STOCK USD1.0

50.350000Local23,040.000 599,835.09 1,160,064.0026.034509 560,228.91 0.1450.350000Base 599,835.09 1,160,064.0026.034509 560,228.91 0.14

25271C102 DIAMOND OFFSHORE DRILLING COMMON STOCK USD.01

12.600000Local31,269.000 548,593.05 393,989.4017.544311 -154,603.65 0.0512.600000Base 548,593.05 393,989.4017.544311 -154,603.65 0.05

253393102 DICK S SPORTING GOODS INC COMMON STOCK USD.01

35.980000Local37,018.000 1,207,988.92 1,331,907.6432.632474 123,918.72 0.1635.980000Base 1,207,988.92 1,331,907.6432.632474 123,918.72 0.16

254067101 DILLARDS INC CL A COMMON STOCK

69.390000Local9,304.000 507,523.27 645,604.5654.548933 138,081.29 0.0869.390000Base 507,523.27 645,604.5654.548933 138,081.29 0.08

25754A201 DOMINO S PIZZA INC COMMON STOCK USD.01

277.320000Local20,265.000 1,354,685.38 5,619,889.8066.848526 4,265,204.42 0.66277.320000Base 1,354,685.38 5,619,889.8066.848526 4,265,204.42 0.66

257559203 DOMTAR CORP COMMON STOCK USD.01

43.580000Local30,409.000 1,513,792.06 1,325,224.2249.781054 -188,567.84 0.1543.580000Base 1,513,792.06 1,325,224.2249.781054 -188,567.84 0.15

257651109 DONALDSON CO INC COMMON STOCK USD5.0

56.040000Local62,412.000 1,680,204.21 3,497,568.4826.921172 1,817,364.27 0.4156.040000Base 1,680,204.21 3,497,568.4826.921172 1,817,364.27 0.41

25960P109 DOUGLAS EMMETT INC REIT USD.01

36.920000Local78,062.000 2,434,141.44 2,882,049.0431.182156 447,907.60 0.3436.920000Base 2,434,141.44 2,882,049.0431.182156 447,907.60 0.34

262037104 DRIL QUIP INC COMMON STOCK USD.01

39.260000Local18,171.000 1,336,129.87 713,393.4673.530894 -622,736.41 0.0839.260000Base 1,336,129.87 713,393.4673.530894 -622,736.41 0.08


STATE OF ARIZONA

November 30, 2018

ATZ4



FUND:

Holdings




26483E100 DUN + BRADSTREET CORP COMMON STOCK USD.01

143.540000Local17,958.000 1,990,990.67 2,577,691.32110.869288 586,700.65 0.30143.540000Base 1,990,990.67 2,577,691.32110.869288 586,700.65 0.30

265504100 DUNKIN BRANDS GROUP INC COMMON STOCK USD.001

74.000000Local40,536.000 2,164,906.69 2,999,664.0053.407013 834,757.31 0.3574.000000Base 2,164,906.69 2,999,664.0053.407013 834,757.31 0.35

267475101 DYCOM INDUSTRIES INC COMMON STOCK USD.333

66.260000Local15,112.000 1,325,030.95 1,001,321.1287.680714 -323,709.83 0.1266.260000Base 1,325,030.95 1,001,321.1287.680714 -323,709.83 0.12

26884L109 EQT CORP COMMON STOCK

18.710000Local127,839.000 2,414,298.43 2,391,867.6918.885461 -22,430.74 0.2818.710000Base 2,414,298.43 2,391,867.6918.885461 -22,430.74 0.28

26884U109 EPR PROPERTIES REIT USD.01

70.830000Local35,954.000 2,043,378.69 2,546,621.8256.833139 503,243.13 0.3070.830000Base 2,043,378.69 2,546,621.8256.833139 503,243.13 0.30

26969P108 EAGLE MATERIALS INC COMMON STOCK USD.01

73.000000Local23,115.000 1,635,564.95 1,687,395.0070.757731 51,830.05 0.2073.000000Base 1,635,564.95 1,687,395.0070.757731 51,830.05 0.20

27579R104 EAST WEST BANCORP INC COMMON STOCK USD.001

53.690000Local70,098.000 1,683,565.02 3,763,561.6224.017305 2,079,996.60 0.4453.690000Base 1,683,565.02 3,763,561.6224.017305 2,079,996.60 0.44

278265103 EATON VANCE CORP COMMON STOCK USD.00390625

40.730000Local57,114.000 1,682,429.08 2,326,253.2229.457385 643,824.14 0.2740.730000Base 1,682,429.08 2,326,253.2229.457385 643,824.14 0.27

28035Q102 EDGEWELL PERSONAL CARE CO COMMON STOCK USD.01

41.800000Local26,153.000 1,219,206.65 1,093,195.4046.618233 -126,011.25 0.1341.800000Base 1,219,206.65 1,093,195.4046.618233 -126,011.25 0.13

28470R102 ELDORADO RESORTS INC COMMON STOCK

43.980000Local31,431.000 1,156,964.76 1,382,335.3836.809671 225,370.62 0.1643.980000Base 1,156,964.76 1,382,335.3836.809671 225,370.62 0.16


STATE OF ARIZONA

November 30, 2018

ATZ4



FUND:

Holdings




29084Q100 EMCOR GROUP INC COMMON STOCK USD.01

72.860000Local28,154.000 1,398,626.13 2,051,300.4449.677706 652,674.31 0.2472.860000Base 1,398,626.13 2,051,300.4449.677706 652,674.31 0.24

29261A100 ENCOMPASS HEALTH CORP COMMON STOCK USD.01

75.210000Local47,823.000 2,001,492.25 3,596,767.8341.852085 1,595,275.58 0.4275.210000Base 2,001,492.25 3,596,767.8341.852085 1,595,275.58 0.42

29272W109 ENERGIZER HOLDINGS INC COMMON STOCK

44.830000Local28,918.000 751,724.26 1,296,393.9425.995029 544,669.68 0.1544.830000Base 751,724.26 1,296,393.9425.995029 544,669.68 0.15

29275Y102 ENERSYS COMMON STOCK USD.01

87.370000Local20,377.000 1,391,145.88 1,780,338.4968.270397 389,192.61 0.2187.370000Base 1,391,145.88 1,780,338.4968.270397 389,192.61 0.21

294600101 EQUITRANS MIDSTREAM CORP COMMON STOCK

22.327500Local98,520.000 2,199,705.30 2,199,705.3022.327500 0.00 0.2622.327500Base 2,199,705.30 2,199,705.3022.327500 0.00 0.26

297425100 ESTERLINE TECHNOLOGIES CORP COMMON STOCK USD.2

118.730000Local12,817.000 1,063,509.07 1,521,762.4182.976443 458,253.34 0.18118.730000Base 1,063,509.07 1,521,762.4182.976443 458,253.34 0.18

29977A105 EVERCORE INC A COMMON STOCK USD.01

82.560000Local19,818.000 1,663,945.82 1,636,174.0883.961339 -27,771.74 0.1982.560000Base 1,663,945.82 1,636,174.0883.961339 -27,771.74 0.19

30161Q104 EXELIXIS INC COMMON STOCK USD.001

20.310000Local144,240.000 3,036,395.96 2,929,514.4021.050998 -106,881.56 0.3420.310000Base 3,036,395.96 2,929,514.4021.050998 -106,881.56 0.34

302520101 FNB CORP COMMON STOCK USD.01

12.260000Local156,852.000 2,006,696.32 1,923,005.5212.793565 -83,690.80 0.2212.260000Base 2,006,696.32 1,923,005.5212.793565 -83,690.80 0.22

303075105 FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01

234.490000Local18,554.000 1,311,616.95 4,350,727.4670.691870 3,039,110.51 0.51234.490000Base 1,311,616.95 4,350,727.4670.691870 3,039,110.51 0.51


STATE OF ARIZONA

November 30, 2018

ATZ4



FUND:

Holdings




303250104 FAIR ISAAC CORP COMMON STOCK USD.01

198.630000Local14,094.000 477,983.10 2,799,491.2233.913942 2,321,508.12 0.33198.630000Base 477,983.10 2,799,491.2233.913942 2,321,508.12 0.33

314211103 FEDERATED INVESTORS INC CL B COMMON STOCK

26.480000Local46,304.000 1,028,977.15 1,226,129.9222.222209 197,152.77 0.1426.480000Base 1,028,977.15 1,226,129.9222.222209 197,152.77 0.14

31847R102 FIRST AMERICAN FINANCIAL COMMON STOCK USD.00001

48.330000Local54,023.000 988,739.14 2,610,931.5918.302189 1,622,192.45 0.3048.330000Base 988,739.14 2,610,931.5918.302189 1,622,192.45 0.30

320517105 FIRST HORIZON NATIONAL CORP COMMON STOCK USD.625

16.490000Local157,212.000 2,159,385.42 2,592,425.8813.735500 433,040.46 0.3016.490000Base 2,159,385.42 2,592,425.8813.735500 433,040.46 0.30

32054K103 FIRST INDUSTRIAL REALTY TR REIT USD.01

32.060000Local60,961.000 1,452,834.17 1,954,409.6623.832191 501,575.49 0.2332.060000Base 1,452,834.17 1,954,409.6623.832191 501,575.49 0.23

336433107 FIRST SOLAR INC COMMON STOCK USD.001

44.450000Local36,509.000 1,153,428.15 1,622,825.0531.592981 469,396.90 0.1944.450000Base 1,153,428.15 1,622,825.0531.592981 469,396.90 0.19

33829M101 FIVE BELOW COMMON STOCK USD.01

104.790000Local26,956.000 2,077,998.52 2,824,719.2477.088534 746,720.72 0.33104.790000Base 2,077,998.52 2,824,719.2477.088534 746,720.72 0.33

343498101 FLOWERS FOODS INC COMMON STOCK USD.01

19.790000Local88,747.000 1,210,688.03 1,756,303.1313.642016 545,615.10 0.2019.790000Base 1,210,688.03 1,756,303.1313.642016 545,615.10 0.20

34959E109 FORTINET INC COMMON STOCK USD.001

73.840000Local55,618.000 4,213,380.53 4,106,833.1275.755700 -106,547.41 0.4873.840000Base 4,213,380.53 4,106,833.1275.755700 -106,547.41 0.48

360271100 FULTON FINANCIAL CORP COMMON STOCK USD2.5

17.410000Local85,145.000 874,984.82 1,482,374.4510.276409 607,389.63 0.1717.410000Base 874,984.82 1,482,374.4510.276409 607,389.63 0.17


STATE OF ARIZONA

November 30, 2018

ATZ4



FUND:

Holdings




361448103 GATX CORP COMMON STOCK USD.625

83.510000Local18,245.000 595,910.18 1,523,639.9532.661561 927,729.77 0.1883.510000Base 595,910.18 1,523,639.9532.661561 927,729.77 0.18

36162J106 GEO GROUP INC/THE REIT USD.01

23.240000Local58,908.000 1,752,763.43 1,369,021.9229.754251 -383,741.51 0.1623.240000Base 1,752,763.43 1,369,021.9229.754251 -383,741.51 0.16

371559105 GENESEE + WYOMING INC CL A COMMON STOCK USD.01

83.280000Local28,748.000 2,181,605.90 2,394,133.4475.887223 212,527.54 0.2883.280000Base 2,181,605.90 2,394,133.4475.887223 212,527.54 0.28

371901109 GENTEX CORP COMMON STOCK USD.06

22.520000Local130,139.000 1,320,213.13 2,930,730.2810.144639 1,610,517.15 0.3422.520000Base 1,320,213.13 2,930,730.2810.144639 1,610,517.15 0.34

37247D106 GENWORTH FINANCIAL INC CL A COMMON STOCK USD.001

4.660000Local242,192.000 1,206,535.60 1,128,614.724.981732 -77,920.88 0.134.660000Base 1,206,535.60 1,128,614.724.981732 -77,920.88 0.13

379577208 GLOBUS MEDICAL INC A COMMON STOCK USD.001

48.290000Local35,480.000 920,340.57 1,713,329.2025.939700 792,988.63 0.2048.290000Base 920,340.57 1,713,329.2025.939700 792,988.63 0.20

384109104 GRACO INC COMMON STOCK USD1.0

44.050000Local80,836.000 1,085,229.66 3,560,825.8013.425079 2,475,596.14 0.4244.050000Base 1,085,229.66 3,560,825.8013.425079 2,475,596.14 0.42

384637104 GRAHAM HOLDINGS CO CLASS B COMMON STOCK USD1.0

658.960000Local2,126.000 931,467.57 1,400,948.96438.131500 469,481.39 0.16658.960000Base 931,467.57 1,400,948.96438.131500 469,481.39 0.16

387328107 GRANITE CONSTRUCTION INC COMMON STOCK USD.01

50.630000Local22,103.000 692,013.36 1,119,074.8931.308572 427,061.53 0.1350.630000Base 692,013.36 1,119,074.8931.308572 427,061.53 0.13

397624107 GREIF INC CL A COMMON STOCK

51.270000Local12,565.000 658,651.57 644,207.5552.419544 -14,444.02 0.0851.270000Base 658,651.57 644,207.5552.419544 -14,444.02 0.08


STATE OF ARIZONA

November 30, 2018

ATZ4



FUND:

Holdings




402635304 GULFPORT ENERGY CORP COMMON STOCK USD.01

8.520000Local76,375.000 3,440,057.88 650,715.0045.041674 -2,789,342.88 0.088.520000Base 3,440,057.88 650,715.0045.041674 -2,789,342.88 0.08

404251100 HNI CORP COMMON STOCK USD1.0

38.550000Local21,172.000 663,172.77 816,180.6031.323105 153,007.83 0.1038.550000Base 663,172.77 816,180.6031.323105 153,007.83 0.10

405024100 HAEMONETICS CORP/MASS COMMON STOCK USD.01

107.280000Local25,023.000 2,308,616.90 2,684,467.4492.259797 375,850.54 0.31107.280000Base 2,308,616.90 2,684,467.4492.259797 375,850.54 0.31

405217100 HAIN CELESTIAL GROUP INC COMMON STOCK USD.01

20.700000Local43,265.000 1,082,204.81 895,585.5025.013401 -186,619.31 0.1020.700000Base 1,082,204.81 895,585.5025.013401 -186,619.31 0.10

410120109 HANCOCK WHITNEY CORP COMMON STOCK USD3.33

40.220000Local41,281.000 1,355,205.96 1,660,321.8232.828806 305,115.86 0.1940.220000Base 1,355,205.96 1,660,321.8232.828806 305,115.86 0.19

410867105 HANOVER INSURANCE GROUP INC/ COMMON STOCK USD.01

114.710000Local20,575.000 1,014,824.56 2,360,158.2549.323186 1,345,333.69 0.28114.710000Base 1,014,824.56 2,360,158.2549.323186 1,345,333.69 0.28

419870100 HAWAIIAN ELECTRIC INDS COMMON STOCK

38.320000Local52,681.000 1,309,776.18 2,018,735.9224.862402 708,959.74 0.2438.320000Base 1,309,776.18 2,018,735.9224.862402 708,959.74 0.24

421906108 HEALTHCARE SERVICES GROUP COMMON STOCK USD.01

47.200000Local36,677.000 1,890,183.32 1,731,154.4051.535930 -159,028.92 0.2047.200000Base 1,890,183.32 1,731,154.4051.535930 -159,028.92 0.20

421946104 HEALTHCARE REALTY TRUST INC REIT USD.01

31.000000Local60,597.000 1,830,419.68 1,878,507.0030.206441 48,087.32 0.2231.000000Base 1,830,419.68 1,878,507.0030.206441 48,087.32 0.22

42226A107 HEALTHEQUITY INC COMMON STOCK USD.0001

88.690000Local26,202.000 2,479,900.81 2,323,855.3894.645478 -156,045.43 0.2788.690000Base 2,479,900.81 2,323,855.3894.645478 -156,045.43 0.27


STATE OF ARIZONA

November 30, 2018

ATZ4



FUND:

Holdings




426281101 JACK HENRY + ASSOCIATES INC COMMON STOCK USD.01

139.700000Local6,987.000 230,200.09 976,083.9032.946914 745,883.81 0.11139.700000Base 230,200.09 976,083.9032.946914 745,883.81 0.11

431284108 HIGHWOODS PROPERTIES INC REIT USD.01

43.370000Local50,046.000 1,684,869.34 2,170,495.0233.666414 485,625.68 0.2543.370000Base 1,684,869.34 2,170,495.0233.666414 485,625.68 0.25

431475102 HILL ROM HOLDINGS INC COMMON STOCK

96.960000Local32,121.000 1,303,643.95 3,114,452.1640.585410 1,810,808.21 0.3696.960000Base 1,303,643.95 3,114,452.1640.585410 1,810,808.21 0.36

436893200 HOME BANCSHARES INC COMMON STOCK USD.01

19.610000Local77,770.000 1,791,737.38 1,525,069.7023.038927 -266,667.68 0.1819.610000Base 1,791,737.38 1,525,069.7023.038927 -266,667.68 0.18

44106M102 HOSPITALITY PROPERTIES TRUST REIT USD.01

26.840000Local79,507.000 1,823,268.01 2,133,967.8822.932170 310,699.87 0.2526.840000Base 1,823,268.01 2,133,967.8822.932170 310,699.87 0.25

443510607 HUBBELL INC COMMON STOCK USD.01

110.160000Local26,510.000 1,627,015.62 2,920,341.6061.373656 1,293,325.98 0.34110.160000Base 1,627,015.62 2,920,341.6061.373656 1,293,325.98 0.34

44930G107 ICU MEDICAL INC COMMON STOCK USD.1

240.490000Local8,019.000 2,020,082.91 1,928,489.31251.912073 -91,593.60 0.23240.490000Base 2,020,082.91 1,928,489.31251.912073 -91,593.60 0.23

45073V108 ITT INC COMMON STOCK USD1.0

55.450000Local42,382.000 953,723.32 2,350,081.9022.503028 1,396,358.58 0.2755.450000Base 953,723.32 2,350,081.9022.503028 1,396,358.58 0.27

451107106 IDACORP INC COMMON STOCK

98.240000Local24,378.000 983,149.10 2,394,894.7240.329358 1,411,745.62 0.2898.240000Base 983,149.10 2,394,894.7240.329358 1,411,745.62 0.28

45167R104 IDEX CORP COMMON STOCK USD.01

137.400000Local37,097.000 1,580,568.54 5,097,127.8042.606371 3,516,559.26 0.59137.400000Base 1,580,568.54 5,097,127.8042.606371 3,516,559.26 0.59


STATE OF ARIZONA

November 30, 2018

ATZ4



FUND:

Holdings




457187102 INGREDION INC COMMON STOCK USD.01

104.460000Local34,360.000 1,624,395.08 3,589,245.6047.275759 1,964,850.52 0.42104.460000Base 1,624,395.08 3,589,245.6047.275759 1,964,850.52 0.42

45778Q107 INSPERITY INC COMMON STOCK USD.01

100.040000Local18,454.000 1,807,653.20 1,846,138.1697.954546 38,484.96 0.22100.040000Base 1,807,653.20 1,846,138.1697.954546 38,484.96 0.22

45780L104 INOGEN INC COMMON STOCK USD.001

147.360000Local8,472.000 1,641,304.13 1,248,433.92193.732782 -392,870.21 0.15147.360000Base 1,641,304.13 1,248,433.92193.732782 -392,870.21 0.15

457985208 INTEGRA LIFESCIENCES HOLDING COMMON STOCK USD.01

53.630000Local34,186.000 2,135,356.86 1,833,395.1862.462905 -301,961.68 0.2153.630000Base 2,135,356.86 1,833,395.1862.462905 -301,961.68 0.21

458118106 INTEGRATED DEVICE TECH INC COMMON STOCK USD.001

47.940000Local62,582.000 527,989.49 3,000,181.088.436763 2,472,191.59 0.3547.940000Base 527,989.49 3,000,181.088.436763 2,472,191.59 0.35

45841N107 INTERACTIVE BROKERS GRO CL A COMMON STOCK USD.01

57.850000Local36,313.000 2,140,434.58 2,100,707.0558.944031 -39,727.53 0.2557.850000Base 2,140,434.58 2,100,707.0558.944031 -39,727.53 0.25

45867G101 INTERDIGITAL INC COMMON STOCK USD.01

75.260000Local16,841.000 680,651.01 1,267,453.6640.416306 586,802.65 0.1575.260000Base 680,651.01 1,267,453.6640.416306 586,802.65 0.15

459044103 INTERNATIONAL BANCSHARES CRP COMMON STOCK USD1.0

38.390000Local26,553.000 536,228.82 1,019,369.6720.194660 483,140.85 0.1238.390000Base 536,228.82 1,019,369.6720.194660 483,140.85 0.12

460335201 INTL SPEEDWAY CORP CL A COMMON STOCK USD.01

42.340000Local11,827.000 329,552.24 500,755.1827.864398 171,202.94 0.0642.340000Base 329,552.24 500,755.1827.864398 171,202.94 0.06

46590V100 JBG SMITH PROPERTIES REIT USD.01

40.070000Local52,385.000 1,881,785.22 2,099,066.9535.922215 217,281.73 0.2440.070000Base 1,881,785.22 2,099,066.9535.922215 217,281.73 0.24


STATE OF ARIZONA

November 30, 2018

ATZ4



FUND:

Holdings




466313103 JABIL INC COMMON STOCK USD.001

24.970000Local74,078.000 1,565,188.11 1,849,727.6621.128920 284,539.55 0.2224.970000Base 1,565,188.11 1,849,727.6621.128920 284,539.55 0.22

466367109 JACK IN THE BOX INC COMMON STOCK USD.01

88.690000Local13,185.000 1,170,879.65 1,169,377.6588.803917 -1,502.00 0.1488.690000Base 1,170,879.65 1,169,377.6588.803917 -1,502.00 0.14

477143101 JETBLUE AIRWAYS CORP COMMON STOCK USD.01

19.520000Local151,332.000 1,804,797.30 2,954,000.6411.926078 1,149,203.34 0.3419.520000Base 1,804,797.30 2,954,000.6411.926078 1,149,203.34 0.34

48020Q107 JONES LANG LASALLE INC COMMON STOCK USD.01

143.200000Local22,036.000 1,579,952.85 3,155,555.2071.698713 1,575,602.35 0.37143.200000Base 1,579,952.85 3,155,555.2071.698713 1,575,602.35 0.37

48123V102 J2 GLOBAL INC COMMON STOCK USD.01

73.810000Local22,632.000 1,749,675.71 1,670,467.9277.309814 -79,207.79 0.1973.810000Base 1,749,675.71 1,670,467.9277.309814 -79,207.79 0.19

48242W106 KBR INC COMMON STOCK USD.001

18.570000Local68,096.000 1,753,437.67 1,264,542.7225.749496 -488,894.95 0.1518.570000Base 1,753,437.67 1,264,542.7225.749496 -488,894.95 0.15

48666K109 KB HOME COMMON STOCK USD1.0

21.110000Local41,413.000 575,155.72 874,228.4313.888289 299,072.71 0.1021.110000Base 575,155.72 874,228.4313.888289 299,072.71 0.10

488401100 KEMPER CORP COMMON STOCK USD.1

76.100000Local29,439.000 1,125,391.57 2,240,307.9038.227914 1,114,916.33 0.2676.100000Base 1,125,391.57 2,240,307.9038.227914 1,114,916.33 0.26

489170100 KENNAMETAL INC COMMON STOCK USD1.25

41.820000Local39,504.000 1,184,600.25 1,652,057.2829.986843 467,457.03 0.1941.820000Base 1,184,600.25 1,652,057.2829.986843 467,457.03 0.19

49427F108 KILROY REALTY CORP REIT USD.01

70.090000Local48,681.000 2,811,958.83 3,412,051.2957.762964 600,092.46 0.4070.090000Base 2,811,958.83 3,412,051.2957.762964 600,092.46 0.40


STATE OF ARIZONA

November 30, 2018

ATZ4



FUND:

Holdings




497266106 KIRBY CORP COMMON STOCK USD.1

76.340000Local26,079.000 1,315,065.52 1,990,870.8650.426225 675,805.34 0.2376.340000Base 1,315,065.52 1,990,870.8650.426225 675,805.34 0.23

499049104 KNIGHT SWIFT TRANSPORTATION COMMON STOCK USD.001

34.660000Local62,032.000 2,383,587.21 2,150,029.1238.425123 -233,558.09 0.2534.660000Base 2,383,587.21 2,150,029.1238.425123 -233,558.09 0.25

512816109 LAMAR ADVERTISING CO A REIT USD.001

75.840000Local40,931.000 1,583,536.94 3,104,207.0438.687961 1,520,670.10 0.3675.840000Base 1,583,536.94 3,104,207.0438.687961 1,520,670.10 0.36

513847103 LANCASTER COLONY CORP COMMON STOCK

180.320000Local9,447.000 610,694.13 1,703,483.0464.644239 1,092,788.91 0.20180.320000Base 610,694.13 1,703,483.0464.644239 1,092,788.91 0.20

515098101 LANDSTAR SYSTEM INC COMMON STOCK USD.01

109.080000Local19,877.000 901,392.90 2,168,183.1645.348539 1,266,790.26 0.25109.080000Base 901,392.90 2,168,183.1645.348539 1,266,790.26 0.25

517942108 LASALLE HOTEL PROPERTIES REIT USD.01

32.060000Local53,501.000 1,908,666.38 1,715,242.0635.675340 -193,424.32 0.2032.060000Base 1,908,666.38 1,715,242.0635.675340 -193,424.32 0.20

524901105 LEGG MASON INC COMMON STOCK USD.1

28.970000Local41,320.000 1,303,355.41 1,197,040.4031.542967 -106,315.01 0.1428.970000Base 1,303,355.41 1,197,040.4031.542967 -106,315.01 0.14

525327102 LEIDOS HOLDINGS INC COMMON STOCK USD.0001

63.000000Local72,781.000 3,241,496.63 4,585,203.0044.537676 1,343,706.37 0.5463.000000Base 3,241,496.63 4,585,203.0044.537676 1,343,706.37 0.54

52603B107 LENDINGTREE INC COMMON STOCK USD.01

260.340000Local3,596.000 1,236,807.36 936,182.64343.939755 -300,624.72 0.11260.340000Base 1,236,807.36 936,182.64343.939755 -300,624.72 0.11

526107107 LENNOX INTERNATIONAL INC COMMON STOCK USD.01

225.910000Local17,521.000 963,495.50 3,958,169.1154.990897 2,994,673.61 0.46225.910000Base 963,495.50 3,958,169.1154.990897 2,994,673.61 0.46


STATE OF ARIZONA

November 30, 2018

ATZ4



FUND:

Holdings




531172104 LIBERTY PROPERTY TRUST REIT USD.001

45.290000Local71,533.000 2,492,333.37 3,239,729.5734.841729 747,396.20 0.3845.290000Base 2,492,333.37 3,239,729.5734.841729 747,396.20 0.38

53220K504 LIGAND PHARMACEUTICALS COMMON STOCK USD.001

157.770000Local10,212.000 1,674,537.77 1,611,147.24163.977455 -63,390.53 0.19157.770000Base 1,674,537.77 1,611,147.24163.977455 -63,390.53 0.19

53223X107 LIFE STORAGE INC REIT USD.01

97.640000Local22,534.000 2,292,315.42 2,200,219.76101.726965 -92,095.66 0.2697.640000Base 2,292,315.42 2,200,219.76101.726965 -92,095.66 0.26

533900106 LINCOLN ELECTRIC HOLDINGS COMMON STOCK

85.950000Local31,525.000 1,166,372.28 2,709,573.7536.998328 1,543,201.47 0.3285.950000Base 1,166,372.28 2,709,573.7536.998328 1,543,201.47 0.32

537008104 LITTELFUSE INC COMMON STOCK USD.01

191.350000Local12,140.000 1,895,724.46 2,322,989.00156.155227 427,264.54 0.27191.350000Base 1,895,724.46 2,322,989.00156.155227 427,264.54 0.27

538034109 LIVE NATION ENTERTAINMENT IN COMMON STOCK USD.01

55.680000Local66,744.000 1,758,694.92 3,716,305.9226.349858 1,957,611.00 0.4355.680000Base 1,758,694.92 3,716,305.9226.349858 1,957,611.00 0.43

53815P108 LIVERAMP HOLDINGS INC COMMON STOCK USD.1

47.300000Local37,475.000 655,411.95 1,772,567.5017.489312 1,117,155.55 0.2147.300000Base 655,411.95 1,772,567.5017.489312 1,117,155.55 0.21

54142L109 LOGMEIN INC COMMON STOCK USD.01

92.230000Local25,090.000 2,629,354.27 2,314,050.70104.796902 -315,303.57 0.2792.230000Base 2,629,354.27 2,314,050.70104.796902 -315,303.57 0.27

546347105 LOUISIANA PACIFIC CORP COMMON STOCK USD1.0

22.860000Local69,066.000 680,914.24 1,578,848.769.858892 897,934.52 0.1822.860000Base 680,914.24 1,578,848.769.858892 897,934.52 0.18

55024U109 LUMENTUM HOLDINGS INC COMMON STOCK USD.001

44.470000Local30,380.000 1,770,041.06 1,350,998.6058.263366 -419,042.46 0.1644.470000Base 1,770,041.06 1,350,998.6058.263366 -419,042.46 0.16


STATE OF ARIZONA

November 30, 2018

ATZ4



FUND:

Holdings




55264U108 MB FINANCIAL INC COMMON STOCK USD.01

45.880000Local40,739.000 1,618,105.47 1,869,105.3239.718831 250,999.85 0.2245.880000Base 1,618,105.47 1,869,105.3239.718831 250,999.85 0.22

552690109 MDU RESOURCES GROUP INC COMMON STOCK USD1.0

26.470000Local94,855.000 1,960,434.95 2,510,811.8520.667703 550,376.90 0.2926.470000Base 1,960,434.95 2,510,811.8520.667703 550,376.90 0.29

55306N104 MKS INSTRUMENTS INC COMMON STOCK

78.460000Local26,510.000 2,770,391.60 2,079,974.60104.503644 -690,417.00 0.2478.460000Base 2,770,391.60 2,079,974.60104.503644 -690,417.00 0.24

553498106 MSA SAFETY INC COMMON STOCK

108.990000Local16,929.000 656,293.12 1,845,091.7138.767389 1,188,798.59 0.22108.990000Base 656,293.12 1,845,091.7138.767389 1,188,798.59 0.22

553530106 MSC INDUSTRIAL DIRECT CO A COMMON STOCK USD.001

88.590000Local22,292.000 1,444,479.06 1,974,848.2864.798092 530,369.22 0.2388.590000Base 1,444,479.06 1,974,848.2864.798092 530,369.22 0.23

554489104 MACK CALI REALTY CORP REIT USD.01

21.660000Local43,685.000 1,135,660.06 946,217.1025.996568 -189,442.96 0.1121.660000Base 1,135,660.06 946,217.1025.996568 -189,442.96 0.11

562750109 MANHATTAN ASSOCIATES INC COMMON STOCK USD.01

49.530000Local31,803.000 1,827,840.73 1,575,202.5957.473846 -252,638.14 0.1849.530000Base 1,827,840.73 1,575,202.5957.473846 -252,638.14 0.18

56418H100 MANPOWERGROUP INC COMMON STOCK USD.01

81.180000Local31,391.000 1,564,519.06 2,548,321.3849.839733 983,802.32 0.3081.180000Base 1,564,519.06 2,548,321.3849.839733 983,802.32 0.30

57060D108 MARKETAXESS HOLDINGS INC COMMON STOCK USD.003

217.730000Local18,176.000 1,916,286.68 3,957,460.48105.429505 2,041,173.80 0.46217.730000Base 1,916,286.68 3,957,460.48105.429505 2,041,173.80 0.46

57164Y107 MARRIOTT VACATIONS WORLD COMMON STOCK USD.01

81.200000Local19,829.000 2,337,299.42 1,610,114.80117.872783 -727,184.62 0.1981.200000Base 2,337,299.42 1,610,114.80117.872783 -727,184.62 0.19


STATE OF ARIZONA

November 30, 2018

ATZ4



FUND:

Holdings




574795100 MASIMO CORP COMMON STOCK USD.001

110.420000Local23,217.000 2,171,998.85 2,563,621.1493.552089 391,622.29 0.30110.420000Base 2,171,998.85 2,563,621.1493.552089 391,622.29 0.30

576323109 MASTEC INC COMMON STOCK USD.1

45.097500Local31,452.000 1,418,406.57 1,418,406.5745.097500 0.00 0.1745.097500Base 1,418,406.57 1,418,406.5745.097500 0.00 0.17

576485205 MATADOR RESOURCES CO COMMON STOCK USD.01

22.800000Local50,118.000 1,084,453.25 1,142,690.4021.637999 58,237.15 0.1322.800000Base 1,084,453.25 1,142,690.4021.637999 58,237.15 0.13

577933104 MAXIMUS INC COMMON STOCK

71.120000Local31,073.000 1,957,831.60 2,209,911.7663.007486 252,080.16 0.2671.120000Base 1,957,831.60 2,209,911.7663.007486 252,080.16 0.26

580037703 MCDERMOTT INTL INC COMMON STOCK USD1.0

8.710000Local87,330.000 1,801,081.94 760,644.3020.623863 -1,040,437.64 0.098.710000Base 1,801,081.94 760,644.3020.623863 -1,040,437.64 0.09

58463J304 MEDICAL PROPERTIES TRUST INC REIT USD.001

17.270000Local176,594.000 2,496,710.42 3,049,778.3814.138138 553,067.96 0.3617.270000Base 2,496,710.42 3,049,778.3814.138138 553,067.96 0.36

58471A105 MEDIDATA SOLUTIONS INC COMMON STOCK USD.01

77.210000Local28,866.000 2,285,920.30 2,228,743.8679.190754 -57,176.44 0.2677.210000Base 2,285,920.30 2,228,743.8679.190754 -57,176.44 0.26

58502B106 MEDNAX INC COMMON STOCK USD.01

40.200000Local45,235.000 1,521,682.73 1,818,447.0033.639499 296,764.27 0.2140.200000Base 1,521,682.73 1,818,447.0033.639499 296,764.27 0.21

589400100 MERCURY GENERAL CORP COMMON STOCK

56.650000Local13,119.000 573,332.34 743,191.3543.702442 169,859.01 0.0956.650000Base 573,332.34 743,191.3543.702442 169,859.01 0.09

589433101 MEREDITH CORP COMMON STOCK USD1.0

57.260000Local19,246.000 758,522.00 1,102,025.9639.411930 343,503.96 0.1357.260000Base 758,522.00 1,102,025.9639.411930 343,503.96 0.13


STATE OF ARIZONA

November 30, 2018

ATZ4



FUND:

Holdings




59408Q106 MICHAELS COS INC/THE COMMON STOCK USD.06775

16.970000Local47,277.000 1,113,015.12 802,290.6923.542423 -310,724.43 0.0916.970000Base 1,113,015.12 802,290.6923.542423 -310,724.43 0.09

600544100 HERMAN MILLER INC COMMON STOCK USD.2

33.860000Local28,780.000 621,860.99 974,490.8021.607401 352,629.81 0.1133.860000Base 621,860.99 974,490.8021.607401 352,629.81 0.11

603158106 MINERALS TECHNOLOGIES INC COMMON STOCK USD.1

56.280000Local17,074.000 553,134.14 960,924.7232.396283 407,790.58 0.1156.280000Base 553,134.14 960,924.7232.396283 407,790.58 0.11

60855R100 MOLINA HEALTHCARE INC COMMON STOCK USD.001

139.710000Local29,871.000 2,544,230.12 4,173,277.4185.173919 1,629,047.29 0.49139.710000Base 2,544,230.12 4,173,277.4185.173919 1,629,047.29 0.49

609839105 MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001

132.070000Local18,824.000 1,505,815.48 2,486,085.6879.994448 980,270.20 0.29132.070000Base 1,505,815.48 2,486,085.6879.994448 980,270.20 0.29

626717102 MURPHY OIL CORP COMMON STOCK USD1.0

31.900000Local78,709.000 2,112,851.90 2,510,817.1026.843841 397,965.20 0.2931.900000Base 2,112,851.90 2,510,817.1026.843841 397,965.20 0.29

626755102 MURPHY USA INC COMMON STOCK

81.020000Local14,480.000 570,087.04 1,173,169.6039.370652 603,082.56 0.1481.020000Base 570,087.04 1,173,169.6039.370652 603,082.56 0.14

62886E108 NCR CORPORATION COMMON STOCK USD.01

27.710000Local57,031.000 1,004,731.79 1,580,329.0117.617292 575,597.22 0.1827.710000Base 1,004,731.79 1,580,329.0117.617292 575,597.22 0.18

62944T105 NVR INC COMMON STOCK USD.01

2,450.000000Local1,652.000 1,344,535.93 4,047,400.00813.883735 2,702,864.07 0.472,450.000000Base 1,344,535.93 4,047,400.00813.883735 2,702,864.07 0.47

636180101 NATIONAL FUEL GAS CO COMMON STOCK USD1.0

53.850000Local41,576.000 1,878,421.65 2,238,867.6045.180432 360,445.95 0.2653.850000Base 1,878,421.65 2,238,867.6045.180432 360,445.95 0.26


STATE OF ARIZONA

November 30, 2018

ATZ4



FUND:

Holdings




636518102 NATIONAL INSTRUMENTS CORP COMMON STOCK USD.01

48.960000Local54,359.000 1,421,870.33 2,661,416.6426.157036 1,239,546.31 0.3148.960000Base 1,421,870.33 2,661,416.6426.157036 1,239,546.31 0.31

637417106 NATIONAL RETAIL PROPERTIES REIT USD.01

50.060000Local75,955.000 2,424,691.36 3,802,307.3031.922735 1,377,615.94 0.4450.060000Base 2,424,691.36 3,802,307.3031.922735 1,377,615.94 0.44

63938C108 NAVIENT CORP COMMON STOCK USD.01

11.500000Local113,926.000 1,482,374.43 1,310,149.0013.011731 -172,225.43 0.1511.500000Base 1,482,374.43 1,310,149.0013.011731 -172,225.43 0.15

64115T104 NETSCOUT SYSTEMS INC COMMON STOCK USD.001

26.780000Local35,074.000 1,347,798.86 939,281.7238.427293 -408,517.14 0.1126.780000Base 1,347,798.86 939,281.7238.427293 -408,517.14 0.11

646025106 NEW JERSEY RESOURCES CORP COMMON STOCK USD2.5

48.530000Local42,710.000 1,473,451.24 2,072,716.3034.498975 599,265.06 0.2448.530000Base 1,473,451.24 2,072,716.3034.498975 599,265.06 0.24

649445103 NEW YORK COMMUNITY BANCORP COMMON STOCK USD.01

10.630000Local237,200.000 3,754,798.71 2,521,436.0015.829674 -1,233,362.71 0.2910.630000Base 3,754,798.71 2,521,436.0015.829674 -1,233,362.71 0.29

650111107 NEW YORK TIMES CO A COMMON STOCK USD.1

26.830000Local68,286.000 867,348.21 1,832,113.3812.701699 964,765.17 0.2126.830000Base 867,348.21 1,832,113.3812.701699 964,765.17 0.21

651587107 NEWMARKET CORP COMMON STOCK

420.480000Local4,323.000 700,201.24 1,817,735.04161.971140 1,117,533.80 0.21420.480000Base 700,201.24 1,817,735.04161.971140 1,117,533.80 0.21

655663102 NORDSON CORP COMMON STOCK

120.410000Local25,321.000 1,210,024.59 3,048,901.6147.787393 1,838,877.02 0.36120.410000Base 1,210,024.59 3,048,901.6147.787393 1,838,877.02 0.36

668074305 NORTHWESTERN CORP COMMON STOCK USD.01

63.960000Local24,343.000 1,458,805.87 1,556,978.2859.927120 98,172.41 0.1863.960000Base 1,458,805.87 1,556,978.2859.927120 98,172.41 0.18


STATE OF ARIZONA

November 30, 2018

ATZ4



FUND:

Holdings




67011P100 NOW INC COMMON STOCK USD.01

13.490000Local52,468.000 1,611,817.46 707,793.3230.720010 -904,024.14 0.0813.490000Base 1,611,817.46 707,793.3230.720010 -904,024.14 0.08

67018T105 NU SKIN ENTERPRISES INC A COMMON STOCK USD.001

65.970000Local26,869.000 1,495,329.42 1,772,547.9355.652589 277,218.51 0.2165.970000Base 1,495,329.42 1,772,547.9355.652589 277,218.51 0.21

670704105 NUVASIVE INC COMMON STOCK USD.001

63.690000Local24,878.000 1,678,482.65 1,584,479.8267.468553 -94,002.83 0.1863.690000Base 1,678,482.65 1,584,479.8267.468553 -94,002.83 0.18

670837103 OGE ENERGY CORP COMMON STOCK USD.01

39.620000Local96,590.000 2,005,295.84 3,826,895.8020.760905 1,821,599.96 0.4539.620000Base 2,005,295.84 3,826,895.8020.760905 1,821,599.96 0.45

674215108 OASIS PETROLEUM INC COMMON STOCK USD.01

7.140000Local129,383.000 1,675,943.67 923,794.6212.953353 -752,149.05 0.117.140000Base 1,675,943.67 923,794.6212.953353 -752,149.05 0.11

675232102 OCEANEERING INTL INC COMMON STOCK USD.25

16.790000Local47,690.000 1,294,642.35 800,715.1027.147040 -493,927.25 0.0916.790000Base 1,294,642.35 800,715.1027.147040 -493,927.25 0.09

679580100 OLD DOMINION FREIGHT LINE COMMON STOCK USD.1

136.730000Local31,749.000 1,048,834.89 4,341,040.7733.035210 3,292,205.88 0.51136.730000Base 1,048,834.89 4,341,040.7733.035210 3,292,205.88 0.51

680223104 OLD REPUBLIC INTL CORP COMMON STOCK USD1.0

22.550000Local137,591.000 2,186,555.24 3,102,677.0515.891703 916,121.81 0.3622.550000Base 2,186,555.24 3,102,677.0515.891703 916,121.81 0.36

680665205 OLIN CORP COMMON STOCK USD1.0

21.530000Local80,782.000 1,534,308.05 1,739,236.4618.993192 204,928.41 0.2021.530000Base 1,534,308.05 1,739,236.4618.993192 204,928.41 0.20

681116109 OLLIE S BARGAIN OUTLET HOLDI COMMON STOCK USD.001

88.700000Local24,866.000 1,824,182.84 2,205,614.2073.360526 381,431.36 0.2688.700000Base 1,824,182.84 2,205,614.2073.360526 381,431.36 0.26


STATE OF ARIZONA

November 30, 2018

ATZ4



FUND:

Holdings




681936100 OMEGA HEALTHCARE INVESTORS REIT USD.1

37.940000Local96,933.000 2,769,088.98 3,677,638.0228.567041 908,549.04 0.4337.940000Base 2,769,088.98 3,677,638.0228.567041 908,549.04 0.43

68235P108 ONE GAS INC COMMON STOCK

85.090000Local25,407.000 936,130.74 2,161,881.6336.845387 1,225,750.89 0.2585.090000Base 936,130.74 2,161,881.6336.845387 1,225,750.89 0.25

688239201 OSHKOSH CORP COMMON STOCK USD.01

71.330000Local35,361.000 1,273,781.23 2,522,300.1336.022206 1,248,518.90 0.2971.330000Base 1,273,781.23 2,522,300.1336.022206 1,248,518.90 0.29

690768403 OWENS ILLINOIS INC COMMON STOCK USD.01

18.390000Local77,032.000 1,373,783.06 1,416,618.4817.833927 42,835.42 0.1718.390000Base 1,373,783.06 1,416,618.4817.833927 42,835.42 0.17

69318G106 PBF ENERGY INC CLASS A COMMON STOCK USD.001

38.680000Local58,003.000 1,350,359.77 2,243,556.0423.280861 893,196.27 0.2638.680000Base 1,350,359.77 2,243,556.0423.280861 893,196.27 0.26

69349H107 PNM RESOURCES INC COMMON STOCK

43.220000Local38,539.000 589,763.98 1,665,655.5815.303043 1,075,891.60 0.1943.220000Base 589,763.98 1,665,655.5815.303043 1,075,891.60 0.19

69354M108 PRA HEALTH SCIENCES INC COMMON STOCK USD.01

116.740000Local28,024.000 2,636,503.59 3,271,521.7694.080202 635,018.17 0.38116.740000Base 2,636,503.59 3,271,521.7694.080202 635,018.17 0.38

69370C100 PTC INC COMMON STOCK USD.01

86.490000Local51,303.000 1,102,688.77 4,437,196.4721.493651 3,334,507.70 0.5286.490000Base 1,102,688.77 4,437,196.4721.493651 3,334,507.70 0.52

695263103 PACWEST BANCORP COMMON STOCK

40.240000Local59,222.000 2,590,102.11 2,383,093.2843.735472 -207,008.83 0.2840.240000Base 2,590,102.11 2,383,093.2843.735472 -207,008.83 0.28

698813102 PAPA JOHN S INTL INC COMMON STOCK USD.01

47.990000Local10,859.000 944,391.25 521,123.4186.968528 -423,267.84 0.0647.990000Base 944,391.25 521,123.4186.968528 -423,267.84 0.06


STATE OF ARIZONA

November 30, 2018

ATZ4



FUND:

Holdings




703395103 PATTERSON COS INC COMMON STOCK USD.01

25.370000Local39,917.000 903,533.82 1,012,694.2922.635314 109,160.47 0.1225.370000Base 903,533.82 1,012,694.2922.635314 109,160.47 0.12

703481101 PATTERSON UTI ENERGY INC COMMON STOCK USD.01

13.880000Local106,504.000 1,857,119.90 1,478,275.5217.437091 -378,844.38 0.1713.880000Base 1,857,119.90 1,478,275.5217.437091 -378,844.38 0.17

707569109 PENN NATIONAL GAMING INC COMMON STOCK USD.01

22.110000Local51,576.000 1,268,526.02 1,140,345.3624.595277 -128,180.66 0.1322.110000Base 1,268,526.02 1,140,345.3624.595277 -128,180.66 0.13

715347100 PERSPECTA INC COMMON STOCK USD.01

21.110000Local68,978.000 1,446,171.96 1,456,125.5820.965699 9,953.62 0.1721.110000Base 1,446,171.96 1,456,125.5820.965699 9,953.62 0.17

72346Q104 PINNACLE FINANCIAL PARTNERS COMMON STOCK USD1.0

57.350000Local35,411.000 2,318,375.28 2,030,820.8565.470483 -287,554.43 0.2457.350000Base 2,318,375.28 2,030,820.8565.470483 -287,554.43 0.24

724479100 PITNEY BOWES INC COMMON STOCK USD1.0

8.440000Local91,060.000 1,218,781.11 768,546.4013.384374 -450,234.71 0.098.440000Base 1,218,781.11 768,546.4013.384374 -450,234.71 0.09

727493108 PLANTRONICS INC COMMON STOCK USD.01

45.770000Local15,948.000 556,589.76 729,939.9634.900286 173,350.20 0.0945.770000Base 556,589.76 729,939.9634.900286 173,350.20 0.09

731068102 POLARIS INDUSTRIES INC COMMON STOCK USD.01

97.000000Local28,302.000 1,665,556.47 2,745,294.0058.849427 1,079,737.53 0.3297.000000Base 1,665,556.47 2,745,294.0058.849427 1,079,737.53 0.32

73179P106 POLYONE CORPORATION COMMON STOCK USD.01

33.620000Local38,669.000 1,449,689.10 1,300,051.7837.489697 -149,637.32 0.1533.620000Base 1,449,689.10 1,300,051.7837.489697 -149,637.32 0.15

73278L105 POOL CORP COMMON STOCK USD.001

162.510000Local19,530.000 1,570,705.40 3,173,820.3080.425264 1,603,114.90 0.37162.510000Base 1,570,705.40 3,173,820.3080.425264 1,603,114.90 0.37


STATE OF ARIZONA

November 30, 2018

ATZ4



FUND:

Holdings




737446104 POST HOLDINGS INC COMMON STOCK USD.01

96.750000Local32,222.000 1,405,298.20 3,117,478.5043.613004 1,712,180.30 0.3696.750000Base 1,405,298.20 3,117,478.5043.613004 1,712,180.30 0.36

737630103 POTLATCHDELTIC CORP REIT USD1.0

37.100000Local35,427.000 1,400,267.24 1,314,341.7039.525425 -85,925.54 0.1537.100000Base 1,400,267.24 1,314,341.7039.525425 -85,925.54 0.15

74112D101 PRESTIGE CONSUMER HEALTHCARE COMMON STOCK USD.01

38.820000Local25,044.000 1,398,632.57 972,208.0855.847012 -426,424.49 0.1138.820000Base 1,398,632.57 972,208.0855.847012 -426,424.49 0.11

74164M108 PRIMERICA INC COMMON STOCK

118.880000Local20,861.000 762,537.45 2,479,955.6836.553255 1,717,418.23 0.29118.880000Base 762,537.45 2,479,955.6836.553255 1,717,418.23 0.29

743606105 PROSPERITY BANCSHARES INC COMMON STOCK USD1.0

69.390000Local32,102.000 1,468,598.49 2,227,557.7845.747881 758,959.29 0.2669.390000Base 1,468,598.49 2,227,557.7845.747881 758,959.29 0.26

74733V100 QEP RESOURCES INC COMMON STOCK USD.01

8.030000Local114,766.000 1,973,514.52 921,570.9817.195986 -1,051,943.54 0.118.030000Base 1,973,514.52 921,570.9817.195986 -1,051,943.54 0.11

749685103 RPM INTERNATIONAL INC COMMON STOCK USD.01

65.950000Local64,549.000 1,708,537.11 4,257,006.5526.468839 2,548,469.44 0.5065.950000Base 1,708,537.11 4,257,006.5526.468839 2,548,469.44 0.50

75281A109 RANGE RESOURCES CORP COMMON STOCK USD.01

14.550000Local100,086.000 1,673,080.86 1,456,251.3016.716432 -216,829.56 0.1714.550000Base 1,673,080.86 1,456,251.3016.716432 -216,829.56 0.17

754907103 RAYONIER INC REIT

31.630000Local62,583.000 1,465,477.30 1,979,500.2923.416540 514,022.99 0.2331.630000Base 1,465,477.30 1,979,500.2923.416540 514,022.99 0.23

75605Y106 REALOGY HOLDINGS CORP COMMON STOCK USD.01

19.260000Local59,992.000 1,147,519.93 1,155,445.9219.127883 7,925.99 0.1319.260000Base 1,147,519.93 1,155,445.9219.127883 7,925.99 0.13


STATE OF ARIZONA

November 30, 2018

ATZ4



FUND:

Holdings




758750103 REGAL BELOIT CORP COMMON STOCK USD.01

78.180000Local21,019.000 1,373,159.87 1,643,265.4265.329458 270,105.55 0.1978.180000Base 1,373,159.87 1,643,265.4265.329458 270,105.55 0.19

759351604 REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01

149.380000Local30,794.000 1,550,343.24 4,600,007.7250.345627 3,049,664.48 0.54149.380000Base 1,550,343.24 4,600,007.7250.345627 3,049,664.48 0.54

759509102 RELIANCE STEEL + ALUMINUM COMMON STOCK

80.450000Local35,002.000 1,376,283.84 2,815,910.9039.320149 1,439,627.06 0.3380.450000Base 1,376,283.84 2,815,910.9039.320149 1,439,627.06 0.33

76118Y104 RESIDEO TECHNOLOGIES INC COMMON STOCK USD.001

20.630000Local59,853.000 1,211,780.48 1,234,767.3920.245944 22,986.91 0.1420.630000Base 1,211,780.48 1,234,767.3920.245944 22,986.91 0.14

780287108 ROYAL GOLD INC COMMON STOCK USD.01

73.150000Local31,686.000 2,406,274.61 2,317,830.9075.941255 -88,443.71 0.2773.150000Base 2,406,274.61 2,317,830.9075.941255 -88,443.71 0.27

783549108 RYDER SYSTEM INC COMMON STOCK USD.5

56.570000Local25,692.000 1,826,994.74 1,453,396.4471.111425 -373,598.30 0.1756.570000Base 1,826,994.74 1,453,396.4471.111425 -373,598.30 0.17

784117103 SEI INVESTMENTS COMPANY COMMON STOCK USD.01

53.700000Local63,735.000 1,675,556.13 3,422,569.5026.289419 1,747,013.37 0.4053.700000Base 1,675,556.13 3,422,569.5026.289419 1,747,013.37 0.40

78442P106 SLM CORP COMMON STOCK USD.2

10.270000Local210,605.000 2,009,994.11 2,162,913.359.543905 152,919.24 0.2510.270000Base 2,009,994.11 2,162,913.359.543905 152,919.24 0.25

78454L100 SM ENERGY CO COMMON STOCK USD.01

20.400000Local49,904.000 2,461,437.37 1,018,041.6049.323448 -1,443,395.77 0.1220.400000Base 2,461,437.37 1,018,041.6049.323448 -1,443,395.77 0.12

78467Y107 SPDR S+P MIDCAP 400 ETF TRUST SPDR S+P MIDCAP 400 ETF TRST

342.740000Local105,559.000 35,542,573.15 36,179,291.66336.708127 636,718.51 4.22342.740000Base 35,542,573.15 36,179,291.66336.708127 636,718.51 4.22


STATE OF ARIZONA

November 30, 2018

ATZ4



FUND:

Holdings




78573L106 SABRA HEALTH CARE REIT INC REIT USD.01

19.290000Local86,283.000 2,192,608.72 1,664,399.0725.411828 -528,209.65 0.1919.290000Base 2,192,608.72 1,664,399.0725.411828 -528,209.65 0.19

78573M104 SABRE CORP COMMON STOCK USD.01

25.570000Local133,136.000 3,142,302.20 3,404,287.5223.602198 261,985.32 0.4025.570000Base 3,142,302.20 3,404,287.5223.602198 261,985.32 0.40

79546E104 SALLY BEAUTY HOLDINGS INC COMMON STOCK USD.01

21.110000Local58,115.000 1,498,244.03 1,226,807.6525.780677 -271,436.38 0.1421.110000Base 1,498,244.03 1,226,807.6525.780677 -271,436.38 0.14

800013104 SANDERSON FARMS INC COMMON STOCK USD1.0

113.160000Local9,724.000 1,550,824.37 1,100,367.84159.484201 -450,456.53 0.13113.160000Base 1,550,824.37 1,100,367.84159.484201 -450,456.53 0.13

808625107 SCIENCE APPLICATIONS INTE COMMON STOCK USD.0001

69.520000Local20,537.000 802,925.44 1,427,732.2439.096530 624,806.80 0.1769.520000Base 802,925.44 1,427,732.2439.096530 624,806.80 0.17

80874P109 SCIENTIFIC GAMES CORP COMMON STOCK USD.001

19.480000Local26,534.000 1,294,705.18 516,882.3248.794195 -777,822.86 0.0619.480000Base 1,294,705.18 516,882.3248.794195 -777,822.86 0.06

810186106 SCOTTS MIRACLE GRO CO COMMON STOCK USD.01

75.980000Local19,036.000 930,481.15 1,446,355.2848.880077 515,874.13 0.1775.980000Base 930,481.15 1,446,355.2848.880077 515,874.13 0.17

81721M109 SENIOR HOUSING PROP TRUST REIT USD.01

13.760000Local115,040.000 2,537,420.35 1,582,950.4022.056853 -954,469.95 0.1813.760000Base 2,537,420.35 1,582,950.4022.056853 -954,469.95 0.18

81725T100 SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1

64.260000Local20,450.000 646,360.21 1,314,117.0031.606856 667,756.79 0.1564.260000Base 646,360.21 1,314,117.0031.606856 667,756.79 0.15

817565104 SERVICE CORP INTERNATIONAL COMMON STOCK USD1.0

46.200000Local87,244.000 878,066.34 4,030,672.8010.064490 3,152,606.46 0.4746.200000Base 878,066.34 4,030,672.8010.064490 3,152,606.46 0.47


STATE OF ARIZONA

November 30, 2018

ATZ4



FUND:

Holdings




82669G104 SIGNATURE BANK COMMON STOCK USD.01

123.330000Local26,804.000 2,114,323.48 3,305,737.3278.880894 1,191,413.84 0.39123.330000Base 2,114,323.48 3,305,737.3278.880894 1,191,413.84 0.39

826919102 SILICON LABORATORIES INC COMMON STOCK USD.0001

88.370000Local20,982.000 981,079.63 1,854,179.3446.758156 873,099.71 0.2288.370000Base 981,079.63 1,854,179.3446.758156 873,099.71 0.22

827048109 SILGAN HOLDINGS INC COMMON STOCK USD.01

25.750000Local37,456.000 638,090.43 964,492.0017.035733 326,401.57 0.1125.750000Base 638,090.43 964,492.0017.035733 326,401.57 0.11

83001A102 SIX FLAGS ENTERTAINMENT CORP COMMON STOCK

61.360000Local34,565.000 2,158,008.48 2,120,908.4062.433342 -37,100.08 0.2561.360000Base 2,158,008.48 2,120,908.4062.433342 -37,100.08 0.25

830566105 SKECHERS USA INC CL A COMMON STOCK USD.001

27.000000Local65,350.000 2,381,025.95 1,764,450.0036.434980 -616,575.95 0.2127.000000Base 2,381,025.95 1,764,450.0036.434980 -616,575.95 0.21

835495102 SONOCO PRODUCTS CO COMMON STOCK

57.540000Local48,197.000 1,540,258.96 2,773,255.3831.957569 1,232,996.42 0.3257.540000Base 1,540,258.96 2,773,255.3831.957569 1,232,996.42 0.32

835898107 SOTHEBY S COMMON STOCK USD.01

39.990000Local16,835.000 467,530.94 673,231.6527.771366 205,700.71 0.0839.990000Base 467,530.94 673,231.6527.771366 205,700.71 0.08

844895102 SOUTHWEST GAS HOLDINGS INC COMMON STOCK USD1.0

78.770000Local25,270.000 1,981,147.37 1,990,517.9078.399184 9,370.53 0.2378.770000Base 1,981,147.37 1,990,517.9078.399184 9,370.53 0.23

845467109 SOUTHWESTERN ENERGY CO COMMON STOCK USD.01

4.820000Local284,187.000 2,061,426.83 1,369,781.347.253769 -691,645.49 0.164.820000Base 2,061,426.83 1,369,781.347.253769 -691,645.49 0.16

85208M102 SPROUTS FARMERS MARKET INC COMMON STOCK USD.001

23.020000Local61,498.000 1,350,159.97 1,415,683.9621.954535 65,523.99 0.1723.020000Base 1,350,159.97 1,415,683.9621.954535 65,523.99 0.17


STATE OF ARIZONA

November 30, 2018

ATZ4



FUND:

Holdings




858119100 STEEL DYNAMICS INC COMMON STOCK USD.005

35.200000Local113,572.000 1,608,451.72 3,997,734.4014.162397 2,389,282.68 0.4735.200000Base 1,608,451.72 3,997,734.4014.162397 2,389,282.68 0.47

858912108 STERICYCLE INC COMMON STOCK USD.01

48.077500Local40,000.000 1,923,100.00 1,923,100.0048.077500 0.00 0.2248.077500Base 1,923,100.00 1,923,100.0048.077500 0.00 0.22

85917A100 STERLING BANCORP/DE COMMON STOCK USD.01

19.300000Local109,069.000 2,675,435.61 2,105,031.7024.529753 -570,403.91 0.2519.300000Base 2,675,435.61 2,105,031.7024.529753 -570,403.91 0.25

860630102 STIFEL FINANCIAL CORP COMMON STOCK USD.15

48.270000Local34,456.000 1,690,171.80 1,663,191.1249.053047 -26,980.68 0.1948.270000Base 1,690,171.80 1,663,191.1249.053047 -26,980.68 0.19

87157D109 SYNAPTICS INC COMMON STOCK USD.001

38.460000Local17,110.000 1,359,002.00 658,050.6079.427352 -700,951.40 0.0838.460000Base 1,359,002.00 658,050.6079.427352 -700,951.40 0.08

87161C501 SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0

37.810000Local56,779.000 1,143,988.21 2,146,813.9920.148087 1,002,825.78 0.2537.810000Base 1,143,988.21 2,146,813.9920.148087 1,002,825.78 0.25

87162W100 SYNNEX CORP COMMON STOCK USD.001

80.740000Local20,040.000 1,808,736.62 1,618,029.6090.256318 -190,707.02 0.1980.740000Base 1,808,736.62 1,618,029.6090.256318 -190,707.02 0.19

87166B102 SYNEOS HEALTH INC COMMON STOCK USD.01

51.720000Local29,376.000 1,330,626.15 1,519,326.7245.296369 188,700.57 0.1851.720000Base 1,330,626.15 1,519,326.7245.296369 188,700.57 0.18

872275102 TCF FINANCIAL CORP COMMON STOCK USD.01

22.490000Local81,080.000 1,293,000.47 1,823,489.2015.947218 530,488.73 0.2122.490000Base 1,293,000.47 1,823,489.2015.947218 530,488.73 0.21

87265H109 TRI POINTE GROUP INC COMMON STOCK USD.01

12.480000Local68,786.000 994,646.28 858,449.2814.460010 -136,197.00 0.1012.480000Base 994,646.28 858,449.2814.460010 -136,197.00 0.10


STATE OF ARIZONA

November 30, 2018

ATZ4



FUND:

Holdings




875465106 TANGER FACTORY OUTLET CENTER REIT USD.01

23.650000Local45,464.000 1,528,972.67 1,075,223.6033.630404 -453,749.07 0.1323.650000Base 1,528,972.67 1,075,223.6033.630404 -453,749.07 0.13

876664103 TAUBMAN CENTERS INC REIT USD.01

52.940000Local29,503.000 1,701,981.51 1,561,888.8257.688422 -140,092.69 0.1852.940000Base 1,701,981.51 1,561,888.8257.688422 -140,092.69 0.18

878237106 TECH DATA CORP COMMON STOCK USD.0015

89.950000Local18,606.000 848,637.21 1,673,609.7045.610943 824,972.49 0.2089.950000Base 848,637.21 1,673,609.7045.610943 824,972.49 0.20

87901J105 TEGNA INC COMMON STOCK USD1.0

13.290000Local104,207.000 1,498,315.80 1,384,911.0314.378264 -113,404.77 0.1613.290000Base 1,498,315.80 1,384,911.0314.378264 -113,404.77 0.16

879360105 TELEDYNE TECHNOLOGIES INC COMMON STOCK USD.01

224.580000Local17,363.000 1,836,883.15 3,899,382.54105.792959 2,062,499.39 0.46224.580000Base 1,836,883.15 3,899,382.54105.792959 2,062,499.39 0.46

879369106 TELEFLEX INC COMMON STOCK USD1.0

275.420000Local22,154.000 1,726,854.90 6,101,654.6877.947770 4,374,799.78 0.71275.420000Base 1,726,854.90 6,101,654.6877.947770 4,374,799.78 0.71

879433829 TELEPHONE AND DATA SYSTEMS COMMON STOCK USD.01

35.730000Local44,553.000 1,505,036.21 1,591,878.6933.780805 86,842.48 0.1935.730000Base 1,505,036.21 1,591,878.6933.780805 86,842.48 0.19

88023U101 TEMPUR SEALY INTERNATIONAL I COMMON STOCK USD.01

50.980000Local22,133.000 1,093,105.00 1,128,340.3449.388018 35,235.34 0.1350.980000Base 1,093,105.00 1,128,340.3449.388018 35,235.34 0.13

88033G407 TENET HEALTHCARE CORP COMMON STOCK USD.05

26.070000Local40,105.000 1,256,868.21 1,045,537.3531.339439 -211,330.86 0.1226.070000Base 1,256,868.21 1,045,537.3531.339439 -211,330.86 0.12

88076W103 TERADATA CORP COMMON STOCK USD.01

37.630000Local57,611.000 1,743,307.66 2,167,901.9330.259979 424,594.27 0.2537.630000Base 1,743,307.66 2,167,901.9330.259979 424,594.27 0.25


STATE OF ARIZONA

November 30, 2018

ATZ4



FUND:

Holdings




880770102 TERADYNE INC COMMON STOCK USD.125

35.690000Local90,210.000 1,841,711.23 3,219,594.9020.415821 1,377,883.67 0.3835.690000Base 1,841,711.23 3,219,594.9020.415821 1,377,883.67 0.38

880779103 TEREX CORP COMMON STOCK USD.01

33.060000Local31,372.000 746,745.69 1,037,158.3223.802935 290,412.63 0.1233.060000Base 746,745.69 1,037,158.3223.802935 290,412.63 0.12

88224Q107 TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01

59.660000Local24,263.000 1,952,747.77 1,447,530.5880.482536 -505,217.19 0.1759.660000Base 1,952,747.77 1,447,530.5880.482536 -505,217.19 0.17

882681109 TEXAS ROADHOUSE INC COMMON STOCK USD.001

66.030000Local32,159.000 1,462,975.02 2,123,458.7745.491931 660,483.75 0.2566.030000Base 1,462,975.02 2,123,458.7745.491931 660,483.75 0.25

885160101 THOR INDUSTRIES INC COMMON STOCK USD.1

67.810000Local24,219.000 928,720.07 1,642,290.3938.346755 713,570.32 0.1967.810000Base 928,720.07 1,642,290.3938.346755 713,570.32 0.19

887389104 TIMKEN CO COMMON STOCK

40.150000Local33,577.000 880,244.37 1,348,116.5526.215694 467,872.18 0.1640.150000Base 880,244.37 1,348,116.5526.215694 467,872.18 0.16

889478103 TOLL BROTHERS INC COMMON STOCK USD.01

32.970000Local65,561.000 1,838,473.54 2,161,546.1728.042183 323,072.63 0.2532.970000Base 1,838,473.54 2,161,546.1728.042183 323,072.63 0.25

890516107 TOOTSIE ROLL INDS COMMON STOCK USD.694

35.010000Local8,971.000 192,711.35 314,074.7121.481591 121,363.36 0.0435.010000Base 192,711.35 314,074.7121.481591 121,363.36 0.04

891092108 TORO CO COMMON STOCK USD1.0

61.990000Local50,910.000 1,837,555.49 3,155,910.9036.094195 1,318,355.41 0.3761.990000Base 1,837,555.49 3,155,910.9036.094195 1,318,355.41 0.37

89469A104 TREEHOUSE FOODS INC COMMON STOCK USD.01

52.600000Local27,207.000 2,215,789.47 1,431,088.2081.441889 -784,701.27 0.1752.600000Base 2,215,789.47 1,431,088.2081.441889 -784,701.27 0.17


STATE OF ARIZONA

November 30, 2018

ATZ4



FUND:

Holdings




896239100 TRIMBLE INC COMMON STOCK

38.030000Local120,910.000 2,470,854.55 4,598,207.3020.435485 2,127,352.75 0.5438.030000Base 2,470,854.55 4,598,207.3020.435485 2,127,352.75 0.54

896522109 TRINITY INDUSTRIES INC COMMON STOCK USD.01

23.830000Local71,453.000 700,577.18 1,702,724.999.804727 1,002,147.81 0.2023.830000Base 700,577.18 1,702,724.999.804727 1,002,147.81 0.20

898402102 TRUSTMARK CORP COMMON STOCK

32.340000Local32,710.000 722,965.67 1,057,841.4022.102283 334,875.73 0.1232.340000Base 722,965.67 1,057,841.4022.102283 334,875.73 0.12

899896104 TUPPERWARE BRANDS CORP COMMON STOCK USD.01

37.960000Local24,209.000 904,017.31 918,973.6437.342200 14,956.33 0.1137.960000Base 904,017.31 918,973.6437.342200 14,956.33 0.11

902252105 TYLER TECHNOLOGIES INC COMMON STOCK USD.01

192.760000Local18,691.000 2,395,328.73 3,602,877.16128.154124 1,207,548.43 0.42192.760000Base 2,395,328.73 3,602,877.16128.154124 1,207,548.43 0.42

902681105 UGI CORP COMMON STOCK

57.450000Local84,131.000 1,737,994.58 4,833,325.9520.658195 3,095,331.37 0.5657.450000Base 1,737,994.58 4,833,325.9520.658195 3,095,331.37 0.56

902788108 UMB FINANCIAL CORP COMMON STOCK USD1.0

67.670000Local21,813.000 1,694,883.71 1,476,085.7177.700624 -218,798.00 0.1767.670000Base 1,694,883.71 1,476,085.7177.700624 -218,798.00 0.17

90385D107 ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD.01

263.920000Local15,094.000 2,441,571.34 3,983,608.48161.757741 1,542,037.14 0.46263.920000Base 2,441,571.34 3,983,608.48161.757741 1,542,037.14 0.46

904214103 UMPQUA HOLDINGS CORP COMMON STOCK

19.240000Local106,574.000 1,933,423.04 2,050,483.7618.141602 117,060.72 0.2419.240000Base 1,933,423.04 2,050,483.7618.141602 117,060.72 0.24

909907107 UNITED BANKSHARES INC COMMON STOCK USD2.5

36.170000Local50,235.000 2,056,638.76 1,816,999.9540.940356 -239,638.81 0.2136.170000Base 2,056,638.76 1,816,999.9540.940356 -239,638.81 0.21


STATE OF ARIZONA

November 30, 2018

ATZ4



FUND:

Holdings




912909108 UNITED STATES STEEL CORP COMMON STOCK USD1.0

23.060000Local85,764.000 2,585,288.48 1,977,717.8430.144215 -607,570.64 0.2323.060000Base 2,585,288.48 1,977,717.8430.144215 -607,570.64 0.23

91307C102 UNITED THERAPEUTICS CORP COMMON STOCK USD.01

118.100000Local21,072.000 1,347,422.91 2,488,603.2063.943760 1,141,180.29 0.29118.100000Base 1,347,422.91 2,488,603.2063.943760 1,141,180.29 0.29

91325V108 UNITI GROUP INC REIT USD.0001

19.930000Local85,027.000 2,306,938.63 1,694,588.1127.131836 -612,350.52 0.2019.930000Base 2,306,938.63 1,694,588.1127.131836 -612,350.52 0.20

917047102 URBAN OUTFITTERS INC COMMON STOCK USD.0001

38.090000Local36,901.000 875,136.56 1,405,559.0923.715795 530,422.53 0.1638.090000Base 875,136.56 1,405,559.0923.715795 530,422.53 0.16

91704F104 URBAN EDGE PROPERTIES REIT USD.01

19.940000Local55,156.000 1,302,267.51 1,099,810.6423.610623 -202,456.87 0.1319.940000Base 1,302,267.51 1,099,810.6423.610623 -202,456.87 0.13

919794107 VALLEY NATIONAL BANCORP COMMON STOCK

10.820000Local160,340.000 1,752,948.31 1,734,878.8010.932695 -18,069.51 0.2010.820000Base 1,752,948.31 1,734,878.8010.932695 -18,069.51 0.20

920253101 VALMONT INDUSTRIES COMMON STOCK USD1.0

130.540000Local10,838.000 1,038,128.60 1,414,792.5295.785994 376,663.92 0.17130.540000Base 1,038,128.60 1,414,792.5295.785994 376,663.92 0.17

92047W101 VALVOLINE INC COMMON STOCK USD.01

21.090000Local92,269.000 1,070,720.44 1,945,953.2111.604336 875,232.77 0.2321.090000Base 1,070,720.44 1,945,953.2111.604336 875,232.77 0.23

92240G101 VECTREN CORP COMMON STOCK

71.810000Local40,199.000 1,142,937.85 2,886,690.1928.431997 1,743,752.34 0.3471.810000Base 1,142,937.85 2,886,690.1928.431997 1,743,752.34 0.34

92532W103 VERSUM MATERIALS INC COMMON STOCK USD1.0

34.640000Local52,748.000 1,269,100.53 1,827,190.7224.059690 558,090.19 0.2134.640000Base 1,269,100.53 1,827,190.7224.059690 558,090.19 0.21


STATE OF ARIZONA

November 30, 2018

ATZ4



FUND:

Holdings




92552V100 VIASAT INC COMMON STOCK USD.0001

69.140000Local27,084.000 2,001,346.18 1,872,587.7673.894040 -128,758.42 0.2269.140000Base 2,001,346.18 1,872,587.7673.894040 -128,758.42 0.22

928298108 VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1

20.850000Local63,940.000 591,356.03 1,333,149.009.248609 741,792.97 0.1620.850000Base 591,356.03 1,333,149.009.248609 741,792.97 0.16

92839U206 VISTEON CORP COMMON STOCK

73.820000Local14,204.000 1,863,025.76 1,048,539.28131.162050 -814,486.48 0.1273.820000Base 1,863,025.76 1,048,539.28131.162050 -814,486.48 0.12

929740108 WABTEC CORP COMMON STOCK USD.01

94.600000Local41,504.000 1,388,389.60 3,926,278.4033.451947 2,537,888.80 0.4694.600000Base 1,388,389.60 3,926,278.4033.451947 2,537,888.80 0.46

938824109 WASHINGTON FEDERAL INC COMMON STOCK USD1.0

28.810000Local40,409.000 694,852.99 1,164,183.2917.195501 469,330.30 0.1428.810000Base 694,852.99 1,164,183.2917.195501 469,330.30 0.14

942622200 WATSCO INC COMMON STOCK USD.5

153.700000Local15,508.000 1,346,752.35 2,383,579.6086.842426 1,036,827.25 0.28153.700000Base 1,346,752.35 2,383,579.6086.842426 1,036,827.25 0.28

947890109 WEBSTER FINANCIAL CORP COMMON STOCK USD.01

60.170000Local44,635.000 1,033,746.90 2,685,687.9523.160007 1,651,941.05 0.3160.170000Base 1,033,746.90 2,685,687.9523.160007 1,651,941.05 0.31

948626106 WEIGHT WATCHERS INTL INC COMMON STOCK

50.020000Local18,695.000 1,235,087.62 935,123.9066.065131 -299,963.72 0.1150.020000Base 1,235,087.62 935,123.9066.065131 -299,963.72 0.11

948741103 WEINGARTEN REALTY INVESTORS REIT USD.03

28.860000Local57,616.000 1,384,829.61 1,662,797.7624.035504 277,968.15 0.1928.860000Base 1,384,829.61 1,662,797.7624.035504 277,968.15 0.19

95058W100 WENDY S CO/THE COMMON STOCK USD.1

17.930000Local90,565.000 532,087.96 1,623,830.455.875205 1,091,742.49 0.1917.930000Base 532,087.96 1,623,830.455.875205 1,091,742.49 0.19


STATE OF ARIZONA

November 30, 2018

ATZ4



FUND:

Holdings




950755108 WERNER ENTERPRISES INC COMMON STOCK USD.01

33.860000Local21,491.000 501,692.32 727,685.2623.344299 225,992.94 0.0833.860000Base 501,692.32 727,685.2623.344299 225,992.94 0.08

955306105 WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25

109.560000Local35,595.000 2,206,313.03 3,899,788.2061.983791 1,693,475.17 0.46109.560000Base 2,206,313.03 3,899,788.2061.983791 1,693,475.17 0.46

96208T104 WEX INC COMMON STOCK USD.01

154.970000Local20,856.000 1,730,962.07 3,232,054.3282.995880 1,501,092.25 0.38154.970000Base 1,730,962.07 3,232,054.3282.995880 1,501,092.25 0.38

968223206 WILEY (JOHN) + SONS CLASS A COMMON STOCK USD1.0

55.290000Local22,004.000 962,097.20 1,216,601.1643.723741 254,503.96 0.1455.290000Base 962,097.20 1,216,601.1643.723741 254,503.96 0.14

969904101 WILLIAMS SONOMA INC COMMON STOCK USD.01

56.630000Local38,987.000 1,268,695.05 2,207,833.8132.541489 939,138.76 0.2656.630000Base 1,268,695.05 2,207,833.8132.541489 939,138.76 0.26

97650W108 WINTRUST FINANCIAL CORP COMMON STOCK

77.350000Local27,272.000 1,973,952.18 2,109,489.2072.380177 135,537.02 0.2577.350000Base 1,973,952.18 2,109,489.2072.380177 135,537.02 0.25

980745103 WOODWARD INC COMMON STOCK USD.00292

83.680000Local26,870.000 875,794.84 2,248,481.6032.593779 1,372,686.76 0.2683.680000Base 875,794.84 2,248,481.6032.593779 1,372,686.76 0.26

981475106 WORLD FUEL SERVICES CORP COMMON STOCK USD.01

25.790000Local32,878.000 1,338,586.39 847,923.6240.713741 -490,662.77 0.1025.790000Base 1,338,586.39 847,923.6240.713741 -490,662.77 0.10

98156Q108 WORLD WRESTLING ENTERTAIN A COMMON STOCK USD.01

73.960000Local20,982.000 1,647,389.08 1,551,828.7278.514397 -95,560.36 0.1873.960000Base 1,647,389.08 1,551,828.7278.514397 -95,560.36 0.18

981811102 WORTHINGTON INDUSTRIES COMMON STOCK

41.420000Local19,551.000 336,341.02 809,802.4217.203264 473,461.40 0.0941.420000Base 336,341.02 809,802.4217.203264 473,461.40 0.09


STATE OF ARIZONA

November 30, 2018

ATZ4



FUND:

Holdings




98212B103 WPX ENERGY INC COMMON STOCK USD.01

13.950000Local190,981.000 2,811,973.83 2,664,184.9514.723841 -147,788.88 0.3113.950000Base 2,811,973.83 2,664,184.9514.723841 -147,788.88 0.31

98310W108 WYNDHAM DESTINATIONS INC COMMON STOCK USD.01

41.470000Local48,103.000 2,172,927.49 1,994,831.4145.172390 -178,096.08 0.2341.470000Base 2,172,927.49 1,994,831.4145.172390 -178,096.08 0.23

98311A105 WYNDHAM HOTELS + RESORTS INC COMMON STOCK USD.01

50.130000Local48,349.000 2,859,633.67 2,423,735.3759.145663 -435,898.30 0.2850.130000Base 2,859,633.67 2,423,735.3759.145663 -435,898.30 0.28

989207105 ZEBRA TECHNOLOGIES CORP CL A COMMON STOCK USD.01

179.800000Local25,972.000 1,100,957.77 4,669,765.6042.390181 3,568,807.83 0.55179.800000Base 1,100,957.77 4,669,765.6042.390181 3,568,807.83 0.55

G0084W101 ADIENT PLC COMMON STOCK USD.001

23.680000Local42,076.000 1,832,144.17 996,359.6843.543687 -835,784.49 0.1223.680000Base 1,832,144.17 996,359.6843.543687 -835,784.49 0.12

G05384105 ASPEN INSURANCE HOLDINGS LTD COMMON STOCK USD.001514456

41.860000Local28,881.000 926,467.72 1,208,958.6632.078796 282,490.94 0.1441.860000Base 926,467.72 1,208,958.6632.078796 282,490.94 0.14

G0551A103 ARRIS INTERNATIONAL PLC COMMON STOCK GBP.0001

30.900000Local82,023.000 2,411,035.27 2,534,510.7029.394624 123,475.43 0.3030.900000Base 2,411,035.27 2,534,510.7029.394624 123,475.43 0.30

G2709G107 DELPHI TECHNOLOGIES PLC COMMON STOCK USD.01

17.090000Local42,922.000 2,191,256.16 733,536.9851.052052 -1,457,719.18 0.0917.090000Base 2,191,256.16 733,536.9851.052052 -1,457,719.18 0.09

G3157S106 ENSCO PLC CL A COMMON STOCK USD.1

5.670000Local211,785.000 1,842,429.77 1,200,820.958.699529 -641,608.82 0.145.670000Base 1,842,429.77 1,200,820.958.699529 -641,608.82 0.14

G4388N106 HELEN OF TROY LTD COMMON STOCK USD.1

143.030000Local12,747.000 1,313,464.26 1,823,203.41103.041050 509,739.15 0.21143.030000Base 1,313,464.26 1,823,203.41103.041050 509,739.15 0.21


STATE OF ARIZONA

November 30, 2018

ATZ4



FUND:

Holdings




G4474Y214 JANUS HENDERSON GROUP PLC COMMON STOCK

23.400000Local81,501.000 2,225,763.09 1,907,123.4027.309641 -318,639.69 0.2223.400000Base 2,225,763.09 1,907,123.4027.309641 -318,639.69 0.22

G5509L101 LIVANOVA PLC COMMON STOCK GBP1.0

101.190000Local23,514.000 1,714,645.24 2,379,381.6672.920185 664,736.42 0.28101.190000Base 1,714,645.24 2,379,381.6672.920185 664,736.42 0.28

G5785G107 MALLINCKRODT PLC COMMON STOCK USD.2

23.790000Local40,267.000 1,833,418.63 957,951.9345.531543 -875,466.70 0.1123.790000Base 1,833,418.63 957,951.9345.531543 -875,466.70 0.11

G6359F103 NABORS INDUSTRIES LTD COMMON STOCK USD.001

3.230000Local157,444.000 1,899,084.02 508,544.1212.061965 -1,390,539.90 0.063.230000Base 1,899,084.02 508,544.1212.061965 -1,390,539.90 0.06

G6700G107 NVENT ELECTRIC PLC COMMON STOCK USD.01

25.020000Local78,810.000 2,064,574.28 1,971,826.2026.196857 -92,748.08 0.2325.020000Base 2,064,574.28 1,971,826.2026.196857 -92,748.08 0.23

G7496G103 RENAISSANCERE HOLDINGS LTD COMMON STOCK USD1.0

132.610000Local19,485.000 1,850,608.46 2,583,905.8594.976056 733,297.39 0.30132.610000Base 1,850,608.46 2,583,905.8594.976056 733,297.39 0.30

G7665A101 ROWAN COMPANIES PLC A COMMON STOCK USD.125

13.860000Local61,503.000 1,664,576.92 852,431.5827.064971 -812,145.34 0.1013.860000Base 1,664,576.92 852,431.5827.064971 -812,145.34 0.10

G81276100 SIGNET JEWELERS LTD COMMON STOCK USD.18

52.700000Local25,115.000 970,605.68 1,323,560.5038.646454 352,954.82 0.1552.700000Base 970,605.68 1,323,560.5038.646454 352,954.82 0.15

G84720104 STERIS PLC COMMON STOCK

119.080000Local40,927.000 3,094,054.06 4,873,587.1675.599337 1,779,533.10 0.57119.080000Base 3,094,054.06 4,873,587.1675.599337 1,779,533.10 0.57

H8817H100 TRANSOCEAN LTD COMMON STOCK CHF.1

9.280000Local207,999.000 1,865,669.55 1,930,230.728.969608 64,561.17 0.239.280000Base 1,865,669.55 1,930,230.728.969608 64,561.17 0.23


STATE OF ARIZONA

November 30, 2018

ATZ4



FUND:

Holdings




N22717107 CORE LABORATORIES N.V. COMMON STOCK EUR.02

83.110000Local21,389.000 2,259,032.98 1,777,639.79105.616578 -481,393.19 0.2183.110000Base 2,259,032.98 1,777,639.79105.616578 -481,393.19 0.21

US DOLLAR Total19,878,824.000 Local 646,882,941.70 846,058,204.61 199,175,262.91 98.74

Base 646,882,941.70 846,058,204.61 199,175,262.91 98.74

Base19,878,824.000 646,882,941.70 846,058,204.61 199,175,262.91 98.74

EQUITY Total


STATE OF ARIZONA

November 30, 2018

ATZ4



FUND:

Holdings




648,607,296.89Base21,601,186.600FUND Total

847,781,816.62 199,174,519.73 100.00


STATE OF ARIZONA

November 30, 2018

ATZ5

ST OF AZ POOL 204 SMALL CAP


FUND:

Holdings





USD US DOLLAR

1.000000Local-1,276.070 -1,276.07 -1,276.071.000000 0.00 0.001.000000Base -1,276.07 -1,276.071.000000 0.00 0.00

US DOLLAR Total-1,276.070 Local -1,276.07 -1,276.07 0.00 0.00

Base -1,276.07 -1,276.07 0.00 0.00

Base-1,276.070 -1,276.07 -1,276.07 0.00 0.00

CASH Total



100.020000Local17,111,065.970 17,116,470.85 17,114,488.18100.031587 -1,982.67 2.82100.020000Base 17,116,470.85 17,114,488.18100.031587 -1,982.67 2.82

US DOLLAR Total17,111,065.970 Local 17,116,470.85 17,114,488.18 -1,982.67 2.82

Base 17,116,470.85 17,114,488.18 -1,982.67 2.82

Base17,111,065.970 17,116,470.85 17,114,488.18 -1,982.67 2.82



000360206 AAON INC COMMON STOCK USD.004

37.950000Local29,466.000 376,511.27 1,118,234.7012.777821 741,723.43 0.1837.950000Base 376,511.27 1,118,234.7012.777821 741,723.43 0.18


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




000361105 AAR CORP COMMON STOCK USD1.0

43.690000Local23,324.000 578,100.69 1,019,025.5624.785658 440,924.87 0.1743.690000Base 578,100.69 1,019,025.5624.785658 440,924.87 0.17

000957100 ABM INDUSTRIES INC COMMON STOCK USD.01

31.680000Local47,486.000 1,204,156.31 1,504,356.4825.358133 300,200.17 0.2531.680000Base 1,204,156.31 1,504,356.4825.358133 300,200.17 0.25

001547108 AK STEEL HOLDING CORP COMMON STOCK USD.01

3.080000Local227,515.000 1,375,939.41 700,746.206.047687 -675,193.21 0.123.080000Base 1,375,939.41 700,746.206.047687 -675,193.21 0.12

00163U106 AMAG PHARMACEUTICALS INC COMMON STOCK USD.01

18.050000Local24,872.000 643,137.64 448,939.6025.857898 -194,198.04 0.0718.050000Base 643,137.64 448,939.6025.857898 -194,198.04 0.07

001744101 AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01

63.700000Local34,268.000 446,631.68 2,182,871.6013.033491 1,736,239.92 0.3663.700000Base 446,631.68 2,182,871.6013.033491 1,736,239.92 0.36

00182C103 ANI PHARMACEUTICALS INC COMMON STOCK USD.0001

55.590000Local5,976.000 384,315.74 332,205.8464.309863 -52,109.90 0.0555.590000Base 384,315.74 332,205.8464.309863 -52,109.90 0.05

00215F107 ATN INTERNATIONAL INC COMMON STOCK USD.01

84.560000Local7,838.000 373,284.74 662,781.2847.624999 289,496.54 0.1184.560000Base 373,284.74 662,781.2847.624999 289,496.54 0.11

002474104 AZZ INC COMMON STOCK USD1.0

47.740000Local18,768.000 569,530.12 895,984.3230.345808 326,454.20 0.1547.740000Base 569,530.12 895,984.3230.345808 326,454.20 0.15

002896207 ABERCROMBIE + FITCH CO CL A COMMON STOCK USD.01

20.910000Local48,324.000 753,901.69 1,010,454.8415.600979 256,553.15 0.1720.910000Base 753,901.69 1,010,454.8415.600979 256,553.15 0.17

004239109 ACADIA REALTY TRUST REIT USD.001

28.670000Local58,813.000 1,573,704.32 1,686,168.7126.757763 112,464.39 0.2828.670000Base 1,573,704.32 1,686,168.7126.757763 112,464.39 0.28


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




00484M106 ACORDA THERAPEUTICS INC COMMON STOCK USD.001

20.430000Local28,461.000 810,166.67 581,458.2328.465854 -228,708.44 0.1020.430000Base 810,166.67 581,458.2328.465854 -228,708.44 0.10

00508X203 ACTUANT CORP A COMMON STOCK USD.2

25.600000Local43,911.000 1,139,197.10 1,124,121.6025.943319 -15,075.50 0.1925.600000Base 1,139,197.10 1,124,121.6025.943319 -15,075.50 0.19

00738A106 ADTRAN INC COMMON STOCK USD.01

12.450000Local34,452.000 713,266.10 428,927.4020.703184 -284,338.70 0.0712.450000Base 713,266.10 428,927.4020.703184 -284,338.70 0.07

00770F104 AEGION CORP COMMON STOCK USD.01

19.100000Local23,299.000 465,731.47 445,010.9019.989333 -20,720.57 0.0719.100000Base 465,731.47 445,010.9019.989333 -20,720.57 0.07

00773T101 ADVANSIX INC COMMON STOCK USD.01

28.710000Local21,895.000 366,955.84 628,605.4516.759801 261,649.61 0.1028.710000Base 366,955.84 628,605.4516.759801 261,649.61 0.10

007800105 AEROJET ROCKETDYNE HOLDINGS COMMON STOCK USD.1

35.210000Local50,154.000 559,036.87 1,765,922.3411.146406 1,206,885.47 0.2935.210000Base 559,036.87 1,765,922.3411.146406 1,206,885.47 0.29

007973100 ADVANCED ENERGY INDUSTRIES COMMON STOCK USD.001

47.040000Local28,205.000 496,131.47 1,326,763.2017.590196 830,631.73 0.2247.040000Base 496,131.47 1,326,763.2017.590196 830,631.73 0.22

008073108 AEROVIRONMENT INC COMMON STOCK USD.0001

76.600000Local15,375.000 470,440.48 1,177,725.0030.597755 707,284.52 0.1976.600000Base 470,440.48 1,177,725.0030.597755 707,284.52 0.19

00847J105 AGILYSYS INC COMMON STOCK USD.3

16.490000Local12,768.000 124,005.01 210,544.329.712172 86,539.31 0.0316.490000Base 124,005.01 210,544.329.712172 86,539.31 0.03

008492100 AGREE REALTY CORP REIT USD.0001

59.570000Local24,882.000 983,152.34 1,482,220.7439.512593 499,068.40 0.2459.570000Base 983,152.34 1,482,220.7439.512593 499,068.40 0.24


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




009728106 AKORN INC COMMON STOCK

6.860000Local67,944.000 451,390.46 466,095.846.643566 14,705.38 0.086.860000Base 451,390.46 466,095.846.643566 14,705.38 0.08

011311107 ALAMO GROUP INC COMMON STOCK USD.1

82.810000Local6,936.000 428,050.27 574,370.1661.714283 146,319.89 0.0982.810000Base 428,050.27 574,370.1661.714283 146,319.89 0.09

011642105 ALARM.COM HOLDINGS INC COMMON STOCK

50.850000Local25,107.000 1,008,964.56 1,276,690.9540.186584 267,726.39 0.2150.850000Base 1,008,964.56 1,276,690.9540.186584 267,726.39 0.21

012348108 ALBANY INTL CORP CL A COMMON STOCK USD.001

72.360000Local20,912.000 587,435.41 1,513,192.3228.090829 925,756.91 0.2572.360000Base 587,435.41 1,513,192.3228.090829 925,756.91 0.25

01748X102 ALLEGIANT TRAVEL CO COMMON STOCK USD.001

134.410000Local9,210.000 657,335.84 1,237,916.1071.371970 580,580.26 0.20134.410000Base 657,335.84 1,237,916.1071.371970 580,580.26 0.20

023139884 AMBAC FINANCIAL GROUP INC COMMON STOCK USD.01

17.480000Local32,689.000 647,431.40 571,403.7219.805788 -76,027.68 0.0917.480000Base 647,431.40 571,403.7219.805788 -76,027.68 0.09

023436108 AMEDISYS INC COMMON STOCK USD.001

136.250000Local20,891.000 569,857.66 2,846,398.7527.277663 2,276,541.09 0.47136.250000Base 569,857.66 2,846,398.7527.277663 2,276,541.09 0.47

024013104 AMERICAN ASSETS TRUST INC REIT USD.01

41.620000Local27,241.000 919,682.46 1,133,770.4233.760965 214,087.96 0.1941.620000Base 919,682.46 1,133,770.4233.760965 214,087.96 0.19

024061103 AMERICAN AXLE + MFG HOLDINGS COMMON STOCK USD.01

12.450000Local80,537.000 1,328,585.69 1,002,685.6516.496588 -325,900.04 0.1712.450000Base 1,328,585.69 1,002,685.6516.496588 -325,900.04 0.17

025676206 AMERICAN EQUITY INVT LIFE HL COMMON STOCK USD1.0

34.130000Local65,120.000 1,651,060.78 2,222,545.6025.354127 571,484.82 0.3734.130000Base 1,651,060.78 2,222,545.6025.354127 571,484.82 0.37


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




02913V103 AMERICAN PUBLIC EDUCATION COMMON STOCK USD.01

31.640000Local11,858.000 447,031.01 375,187.1237.698685 -71,843.89 0.0631.640000Base 447,031.01 375,187.1237.698685 -71,843.89 0.06

029899101 AMERICAN STATES WATER CO COMMON STOCK

67.080000Local26,485.000 607,408.09 1,776,613.8022.934042 1,169,205.71 0.2967.080000Base 607,408.09 1,776,613.8022.934042 1,169,205.71 0.29

030371108 AMERICAN VANGUARD CORP COMMON STOCK USD.1

16.720000Local19,254.000 278,064.80 321,926.8814.441924 43,862.08 0.0516.720000Base 278,064.80 321,926.8814.441924 43,862.08 0.05

030506109 AMERICAN WOODMARK CORP COMMON STOCK

66.890000Local11,291.000 510,259.85 755,254.9945.191732 244,995.14 0.1266.890000Base 510,259.85 755,254.9945.191732 244,995.14 0.12

03071H100 AMERISAFE INC COMMON STOCK USD.01

64.590000Local13,896.000 404,954.00 897,542.6429.141767 492,588.64 0.1564.590000Base 404,954.00 897,542.6429.141767 492,588.64 0.15

03076K108 AMERIS BANCORP COMMON STOCK USD1.0

42.830000Local28,783.000 1,019,435.61 1,232,775.8935.417976 213,340.28 0.2042.830000Base 1,019,435.61 1,232,775.8935.417976 213,340.28 0.20

03209R103 AMPHASTAR PHARMACEUTICALS IN COMMON STOCK USD.0001

21.720000Local25,016.000 507,236.31 543,347.5220.276475 36,111.21 0.0921.720000Base 507,236.31 543,347.5220.276475 36,111.21 0.09

034164103 ANDERSONS INC/THE COMMON STOCK

33.060000Local18,984.000 620,681.78 627,611.0432.694995 6,929.26 0.1033.060000Base 620,681.78 627,611.0432.694995 6,929.26 0.10

03475V101 ANGIODYNAMICS INC COMMON STOCK USD.01

21.490000Local26,735.000 447,495.18 574,535.1516.738178 127,039.97 0.0921.490000Base 447,495.18 574,535.1516.738178 127,039.97 0.09

035255108 ANIKA THERAPEUTICS INC COMMON STOCK USD.01

34.450000Local10,529.000 382,197.49 362,724.0536.299505 -19,473.44 0.0634.450000Base 382,197.49 362,724.0536.299505 -19,473.44 0.06


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




035290105 ANIXTER INTERNATIONAL INC COMMON STOCK USD1.0

63.960000Local20,768.000 1,382,684.36 1,328,321.2866.577637 -54,363.08 0.2263.960000Base 1,382,684.36 1,328,321.2866.577637 -54,363.08 0.22

037598109 APOGEE ENTERPRISES INC COMMON STOCK USD.333

36.450000Local20,403.000 416,144.39 743,689.3520.396235 327,544.96 0.1236.450000Base 416,144.39 743,689.3520.396235 327,544.96 0.12

03762U105 APOLLO COMMERCIAL REAL ESTAT REIT USD.01

18.940000Local80,586.000 1,506,145.87 1,526,298.8418.689920 20,152.97 0.2518.940000Base 1,506,145.87 1,526,298.8418.689920 20,152.97 0.25

03820C105 APPLIED INDUSTRIAL TECH INC COMMON STOCK

65.230000Local27,926.000 1,030,258.72 1,821,612.9836.892456 791,354.26 0.3065.230000Base 1,030,258.72 1,821,612.9836.892456 791,354.26 0.30

03823U102 APPLIED OPTOELECTRONICS INC COMMON STOCK USD.001

20.590000Local13,494.000 650,826.51 277,841.4648.230807 -372,985.05 0.0520.590000Base 650,826.51 277,841.4648.230807 -372,985.05 0.05

03937C105 ARCBEST CORP COMMON STOCK USD.01

40.260000Local18,544.000 449,451.18 746,581.4424.237014 297,130.26 0.1240.260000Base 449,451.18 746,581.4424.237014 297,130.26 0.12

03957W106 ARCHROCK INC COMMON STOCK USD.01

10.200000Local93,413.000 1,050,093.91 952,812.6011.241411 -97,281.31 0.1610.200000Base 1,050,093.91 952,812.6011.241411 -97,281.31 0.16

039653100 ARCOSA INC COMMON STOCK USD.01

27.340000Local35,506.000 991,096.94 970,734.0427.913506 -20,362.90 0.1627.340000Base 991,096.94 970,734.0427.913506 -20,362.90 0.16

04208T108 ARMADA HOFFLER PROPERTIES IN REIT USD.01

15.210000Local35,303.000 467,543.89 536,958.6313.243744 69,414.74 0.0915.210000Base 467,543.89 536,958.6313.243744 69,414.74 0.09

042315507 ARMOUR RESIDENTIAL REIT INC REIT USD.0001

22.140000Local30,234.000 787,369.84 669,380.7626.042530 -117,989.08 0.1122.140000Base 787,369.84 669,380.7626.042530 -117,989.08 0.11


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




043436104 ASBURY AUTOMOTIVE GROUP COMMON STOCK USD.01

69.120000Local14,674.000 729,179.52 1,014,266.8849.691939 285,087.36 0.1769.120000Base 729,179.52 1,014,266.8849.691939 285,087.36 0.17

04351G101 ASCENA RETAIL GROUP INC COMMON STOCK USD.01

3.020000Local124,511.000 731,312.09 376,023.225.873474 -355,288.87 0.063.020000Base 731,312.09 376,023.225.873474 -355,288.87 0.06

04545L107 ASSERTIO THERAPEUTICS INC COMMON STOCK

4.985000Local46,177.000 553,237.29 230,192.3511.980798 -323,044.94 0.044.985000Base 553,237.29 230,192.3511.980798 -323,044.94 0.04

046224101 ASTEC INDUSTRIES INC COMMON STOCK USD.2

35.670000Local16,653.000 617,675.58 594,012.5137.090949 -23,663.07 0.1035.670000Base 617,675.58 594,012.5137.090949 -23,663.07 0.10

049164205 ATLAS AIR WORLDWIDE HOLDINGS COMMON STOCK USD.01

53.250000Local18,439.000 848,060.54 981,876.7545.992762 133,816.21 0.1653.250000Base 848,060.54 981,876.7545.992762 133,816.21 0.16

05379B107 AVISTA CORP COMMON STOCK

52.020000Local47,368.000 1,352,222.01 2,464,083.3628.547163 1,111,861.35 0.4152.020000Base 1,352,222.01 2,464,083.3628.547163 1,111,861.35 0.41

054303102 AVON PRODUCTS INC COMMON STOCK USD.25

2.120000Local318,834.000 901,733.92 675,928.082.828224 -225,805.84 0.112.120000Base 901,733.92 675,928.082.828224 -225,805.84 0.11

054540208 AXCELIS TECHNOLOGIES INC COMMON STOCK USD.001

19.920000Local23,368.000 755,507.41 465,490.5632.330855 -290,016.85 0.0819.920000Base 755,507.41 465,490.5632.330855 -290,016.85 0.08

05464C101 AXON ENTERPRISE INC COMMON STOCK USD.00001

43.470000Local42,064.000 959,226.89 1,828,522.0822.803987 869,295.19 0.3043.470000Base 959,226.89 1,828,522.0822.803987 869,295.19 0.30

05465C100 AXOS FINANCIAL INC COMMON STOCK USD.01

31.200000Local39,836.000 764,477.26 1,242,883.2019.190613 478,405.94 0.2131.200000Base 764,477.26 1,242,883.2019.190613 478,405.94 0.21


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




05508R106 B+G FOODS INC COMMON STOCK USD.01

30.330000Local47,575.000 1,248,968.63 1,442,949.7526.252625 193,981.12 0.2430.330000Base 1,248,968.63 1,442,949.7526.252625 193,981.12 0.24

056525108 BADGER METER INC COMMON STOCK USD1.0

55.500000Local20,979.000 451,879.58 1,164,334.5021.539615 712,454.92 0.1955.500000Base 451,879.58 1,164,334.5021.539615 712,454.92 0.19

057665200 BALCHEM CORP COMMON STOCK USD.0667

86.700000Local23,227.000 1,043,559.24 2,013,780.9044.928714 970,221.66 0.3386.700000Base 1,043,559.24 2,013,780.9044.928714 970,221.66 0.33

05990K106 BANC OF CALIFORNIA INC COMMON STOCK USD.01

17.200000Local30,758.000 545,926.02 529,037.6017.749074 -16,888.42 0.0917.200000Base 545,926.02 529,037.6017.749074 -16,888.42 0.09

06652V208 BANNER CORPORATION COMMON STOCK USD.01

60.000000Local22,725.000 919,900.16 1,363,500.0040.479655 443,599.84 0.2260.000000Base 919,900.16 1,363,500.0040.479655 443,599.84 0.22

067774109 BARNES + NOBLE INC COMMON STOCK USD.001

7.570000Local41,125.000 483,333.92 311,316.2511.752800 -172,017.67 0.057.570000Base 483,333.92 311,316.2511.752800 -172,017.67 0.05

06777U101 BARNES + NOBLE EDUCATION INC COMMON STOCK USD.01

6.670000Local26,050.000 301,853.99 173,753.5011.587485 -128,100.49 0.036.670000Base 301,853.99 173,753.5011.587485 -128,100.49 0.03

067806109 BARNES GROUP INC COMMON STOCK USD.01

60.050000Local33,962.000 958,923.90 2,039,418.1028.235201 1,080,494.20 0.3460.050000Base 958,923.90 2,039,418.1028.235201 1,080,494.20 0.34

077347300 BEL FUSE INC CL B COMMON STOCK USD.1

22.510000Local7,094.000 149,337.99 159,685.9421.051310 10,347.95 0.0322.510000Base 149,337.99 159,685.9421.051310 10,347.95 0.03

08160H101 BENCHMARK ELECTRONICS INC COMMON STOCK USD.1

23.840000Local31,519.000 548,260.04 751,412.9617.394589 203,152.92 0.1223.840000Base 548,260.04 751,412.9617.394589 203,152.92 0.12


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




084680107 BERKSHIRE HILLS BANCORP INC COMMON STOCK USD.01

34.150000Local29,152.000 1,188,727.96 995,540.8040.776892 -193,187.16 0.1634.150000Base 1,188,727.96 995,540.8040.776892 -193,187.16 0.16

090672106 BIOTELEMETRY INC COMMON STOCK USD.001

70.940000Local23,607.000 520,091.43 1,674,680.5822.031238 1,154,589.15 0.2870.940000Base 520,091.43 1,674,680.5822.031238 1,154,589.15 0.28

09180C106 BJ S RESTAURANTS INC COMMON STOCK

54.320000Local15,168.000 709,162.90 823,925.7646.753883 114,762.86 0.1454.320000Base 709,162.90 823,925.7646.753883 114,762.86 0.14

095229100 BLUCORA INC COMMON STOCK USD.0001

30.960000Local34,367.000 458,912.24 1,064,002.3213.353282 605,090.08 0.1830.960000Base 458,912.24 1,064,002.3213.353282 605,090.08 0.18

09739D100 BOISE CASCADE CO COMMON STOCK USD.01

26.580000Local28,046.000 848,513.75 745,462.6830.254359 -103,051.07 0.1226.580000Base 848,513.75 745,462.6830.254359 -103,051.07 0.12

097793400 BONANZA CREEK ENERGY INC COMMON STOCK

26.530000Local13,479.000 495,560.79 357,597.8736.765397 -137,962.92 0.0626.530000Base 495,560.79 357,597.8736.765397 -137,962.92 0.06

101119105 BOSTON PRIVATE FINL HOLDING COMMON STOCK USD1.0

12.690000Local61,028.000 529,371.04 774,445.328.674232 245,074.28 0.1312.690000Base 529,371.04 774,445.328.674232 245,074.28 0.13

101388106 BOTTOMLINE TECHNOLOGIES (DE) COMMON STOCK USD.001

55.070000Local26,369.000 715,211.01 1,452,140.8327.123175 736,929.82 0.2455.070000Base 715,211.01 1,452,140.8327.123175 736,929.82 0.24

104674106 BRADY CORPORATION CL A COMMON STOCK USD.01

43.560000Local34,766.000 1,074,666.92 1,514,406.9630.911434 439,740.04 0.2543.560000Base 1,074,666.92 1,514,406.9630.911434 439,740.04 0.25

109043109 BRIGGS + STRATTON COMMON STOCK USD.01

14.920000Local30,586.000 571,754.64 456,343.1218.693345 -115,411.52 0.0814.920000Base 571,754.64 456,343.1218.693345 -115,411.52 0.08


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




110394103 BRISTOW GROUP INC COMMON STOCK USD.01

3.920000Local25,790.000 1,141,519.39 101,096.8044.262093 -1,040,422.59 0.023.920000Base 1,141,519.39 101,096.8044.262093 -1,040,422.59 0.02

11373M107 BROOKLINE BANCORP INC COMMON STOCK USD.01

15.480000Local57,988.000 587,883.77 897,654.2410.138025 309,770.47 0.1515.480000Base 587,883.77 897,654.2410.138025 309,770.47 0.15

114340102 BROOKS AUTOMATION INC COMMON STOCK USD.01

30.360000Local50,938.000 583,319.84 1,546,477.6811.451565 963,157.84 0.2630.360000Base 583,319.84 1,546,477.6811.451565 963,157.84 0.26

118440106 BUCKLE INC/THE COMMON STOCK USD.01

19.100000Local20,511.000 854,552.47 391,760.1041.663131 -462,792.37 0.0619.100000Base 854,552.47 391,760.1041.663131 -462,792.37 0.06

124830100 CBL + ASSOCIATES PROPERTIES REIT USD.01

2.610000Local124,987.000 1,179,287.58 326,216.079.435282 -853,071.51 0.052.610000Base 1,179,287.58 326,216.079.435282 -853,071.51 0.05

126349109 CSG SYSTEMS INTL INC COMMON STOCK USD.01

35.070000Local24,167.000 510,688.05 847,536.6921.131628 336,848.64 0.1435.070000Base 510,688.05 847,536.6921.131628 336,848.64 0.14

126501105 CTS CORP COMMON STOCK

29.010000Local23,859.000 290,073.40 692,149.5912.157819 402,076.19 0.1129.010000Base 290,073.40 692,149.5912.157819 402,076.19 0.11

126600105 CVB FINANCIAL CORP COMMON STOCK

23.240000Local73,886.000 988,843.58 1,717,110.6413.383369 728,267.06 0.2823.240000Base 988,843.58 1,717,110.6413.383369 728,267.06 0.28

12674R100 C+J ENERGY SERVICES INC COMMON STOCK

17.180000Local45,817.000 1,305,584.87 787,136.0628.495643 -518,448.81 0.1317.180000Base 1,305,584.87 787,136.0628.495643 -518,448.81 0.13

12709P103 CABOT MICROELECTRONICS CORP COMMON STOCK USD.001

107.480000Local20,262.000 1,062,021.14 2,177,759.7652.414428 1,115,738.62 0.36107.480000Base 1,062,021.14 2,177,759.7652.414428 1,115,738.62 0.36


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




127190304 CACI INTERNATIONAL INC CL A COMMON STOCK USD.1

164.910000Local17,817.000 1,213,508.40 2,938,201.4768.109581 1,724,693.07 0.48164.910000Base 1,213,508.40 2,938,201.4768.109581 1,724,693.07 0.48

128030202 CAL MAINE FOODS INC COMMON STOCK USD.01

46.720000Local21,818.000 522,017.27 1,019,336.9623.925991 497,319.69 0.1746.720000Base 522,017.27 1,019,336.9623.925991 497,319.69 0.17

128126109 CALAMP CORP COMMON STOCK USD.01

17.700000Local25,470.000 391,673.54 450,819.0015.377838 59,145.46 0.0717.700000Base 391,673.54 450,819.0015.377838 59,145.46 0.07

128246105 CALAVO GROWERS INC COMMON STOCK USD.001

98.280000Local11,280.000 375,994.47 1,108,598.4033.332843 732,603.93 0.1898.280000Base 375,994.47 1,108,598.4033.332843 732,603.93 0.18

129500104 CALERES INC COMMON STOCK USD.01

30.230000Local31,142.000 488,921.39 941,422.6615.699743 452,501.27 0.1630.230000Base 488,921.39 941,422.6615.699743 452,501.27 0.16

130788102 CALIFORNIA WATER SERVICE GRP COMMON STOCK USD.01

45.720000Local34,663.000 921,244.67 1,584,792.3626.577177 663,547.69 0.2645.720000Base 921,244.67 1,584,792.3626.577177 663,547.69 0.26

131193104 CALLAWAY GOLF COMPANY COMMON STOCK USD.01

17.130000Local64,048.000 499,974.86 1,097,142.247.806252 597,167.38 0.1817.130000Base 499,974.86 1,097,142.247.806252 597,167.38 0.18

132011107 CAMBREX CORP COMMON STOCK USD.1

47.830000Local23,982.000 345,808.88 1,147,059.0614.419518 801,250.18 0.1947.830000Base 345,808.88 1,147,059.0614.419518 801,250.18 0.19

14067E506 CAPSTEAD MORTGAGE CORP REIT USD.01

7.730000Local66,704.000 806,682.48 515,621.9212.093465 -291,060.56 0.097.730000Base 806,682.48 515,621.9212.093465 -291,060.56 0.09

140781105 CARBO CERAMICS INC COMMON STOCK USD.01

4.580000Local15,403.000 490,784.03 70,545.7431.862886 -420,238.29 0.014.580000Base 490,784.03 70,545.7431.862886 -420,238.29 0.01


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




141665109 CAREER EDUCATION CORP COMMON STOCK USD.01

13.490000Local50,277.000 326,131.23 678,236.736.486688 352,105.50 0.1113.490000Base 326,131.23 678,236.736.486688 352,105.50 0.11

14174T107 CARETRUST REIT INC REIT USD.01

20.020000Local65,683.000 881,234.33 1,314,973.6613.416475 433,739.33 0.2220.020000Base 881,234.33 1,314,973.6613.416475 433,739.33 0.22

144577103 CARRIZO OIL + GAS INC COMMON STOCK USD.01

17.110000Local61,474.000 1,835,038.75 1,051,820.1429.850648 -783,218.61 0.1717.110000Base 1,835,038.75 1,051,820.1429.850648 -783,218.61 0.17

149205106 CATO CORP CLASS A COMMON STOCK USD.033

15.110000Local16,530.000 460,773.68 249,768.3027.874996 -211,005.38 0.0415.110000Base 460,773.68 249,768.3027.874996 -211,005.38 0.04

149568107 CAVCO INDUSTRIES INC COMMON STOCK USD.01

164.560000Local6,154.000 629,397.98 1,012,702.24102.274615 383,304.26 0.17164.560000Base 629,397.98 1,012,702.24102.274615 383,304.26 0.17

150602209 CEDAR REALTY TRUST INC REIT USD.06

3.590000Local63,618.000 337,044.86 228,388.625.297948 -108,656.24 0.043.590000Base 337,044.86 228,388.625.297948 -108,656.24 0.04

153527106 CENTRAL GARDEN + PET CO COMMON STOCK USD.01

33.850000Local7,446.000 123,715.91 252,047.1016.615083 128,331.19 0.0433.850000Base 123,715.91 252,047.1016.615083 128,331.19 0.04

153527205 CENTRAL GARDEN AND PET CO A COMMON STOCK USD.01

31.100000Local29,506.000 407,589.77 917,636.6013.813793 510,046.83 0.1531.100000Base 407,589.77 917,636.6013.813793 510,046.83 0.15

154760409 CENTRAL PACIFIC FINANCIAL CO COMMON STOCK

28.040000Local21,209.000 463,404.48 594,700.3621.849426 131,295.88 0.1028.040000Base 463,404.48 594,700.3621.849426 131,295.88 0.10

156431108 CENTURY ALUMINUM COMPANY COMMON STOCK USD.01

8.980000Local35,413.000 474,508.78 318,008.7413.399282 -156,500.04 0.058.980000Base 474,508.78 318,008.7413.399282 -156,500.04 0.05


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




157210105 CEVA INC COMMON STOCK USD.001

25.990000Local15,892.000 414,710.52 413,033.0826.095552 -1,677.44 0.0725.990000Base 414,710.52 413,033.0826.095552 -1,677.44 0.07

16115Q308 CHART INDUSTRIES INC COMMON STOCK USD.01

63.560000Local22,366.000 784,954.98 1,421,582.9635.095904 636,627.98 0.2363.560000Base 784,954.98 1,421,582.9635.095904 636,627.98 0.23

16208T102 CHATHAM LODGING TRUST REIT USD.01

19.990000Local33,116.000 683,825.51 661,988.8420.649399 -21,836.67 0.1119.990000Base 683,825.51 661,988.8420.649399 -21,836.67 0.11

163086101 CHEFS WAREHOUSE INC/THE COMMON STOCK USD.01

38.110000Local16,642.000 561,404.70 634,226.6233.734209 72,821.92 0.1038.110000Base 561,404.70 634,226.6233.734209 72,821.92 0.10

165240102 CHESAPEAKE LODGING TRUST REIT USD.01

29.570000Local43,566.000 1,321,626.57 1,288,246.6230.336193 -33,379.95 0.2129.570000Base 1,321,626.57 1,288,246.6230.336193 -33,379.95 0.21

168615102 CHICO S FAS INC COMMON STOCK USD.01

5.400000Local90,830.000 789,836.25 490,482.008.695764 -299,354.25 0.085.400000Base 789,836.25 490,482.008.695764 -299,354.25 0.08

168905107 CHILDREN S PLACE INC/THE COMMON STOCK USD.1

129.640000Local11,831.000 620,477.04 1,533,770.8452.445021 913,293.80 0.25129.640000Base 620,477.04 1,533,770.8452.445021 913,293.80 0.25

171604101 CHUY S HOLDINGS INC COMMON STOCK USD.01

21.400000Local12,220.000 367,926.26 261,508.0030.108532 -106,418.26 0.0421.400000Base 367,926.26 261,508.0030.108532 -106,418.26 0.04

171871502 CINCINNATI BELL INC COMMON STOCK USD.01

12.420000Local36,198.000 609,128.46 449,579.1616.827683 -159,549.30 0.0712.420000Base 609,128.46 449,579.1616.827683 -159,549.30 0.07

17273K109 CIRCOR INTERNATIONAL INC COMMON STOCK USD.01

33.100000Local14,304.000 602,813.24 473,462.4042.142984 -129,350.84 0.0833.100000Base 602,813.24 473,462.4042.142984 -129,350.84 0.08


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




177835105 CITY HOLDING CO COMMON STOCK USD2.5

76.730000Local11,144.000 419,908.21 855,079.1237.680205 435,170.91 0.1476.730000Base 419,908.21 855,079.1237.680205 435,170.91 0.14

18538R103 CLEARWATER PAPER CORP COMMON STOCK USD.0001

30.810000Local11,870.000 479,317.06 365,714.7040.380544 -113,602.36 0.0630.810000Base 479,317.06 365,714.7040.380544 -113,602.36 0.06

18911Q102 CLOUD PEAK ENERGY INC COMMON STOCK USD.01

0.837500Local54,649.000 776,037.97 45,768.5414.200406 -730,269.43 0.010.837500Base 776,037.97 45,768.5414.200406 -730,269.43 0.01

191098102 COCA COLA BOTTLING CO CONSOL COMMON STOCK USD1.0

212.520000Local3,346.000 701,957.62 711,091.92209.790084 9,134.30 0.12212.520000Base 701,957.62 711,091.92209.790084 9,134.30 0.12

19239V302 COGENT COMMUNICATIONS HOLDIN COMMON STOCK USD.001

48.490000Local30,123.000 1,119,001.73 1,460,664.2737.147752 341,662.54 0.2448.490000Base 1,119,001.73 1,460,664.2737.147752 341,662.54 0.24

192576106 COHU INC COMMON STOCK USD1.0

19.600000Local29,183.000 452,148.26 571,986.8015.493550 119,838.54 0.0919.600000Base 452,148.26 571,986.8015.493550 119,838.54 0.09

197236102 COLUMBIA BANKING SYSTEM INC COMMON STOCK

40.680000Local52,836.000 1,441,463.30 2,149,368.4827.281840 707,905.18 0.3540.680000Base 1,441,463.30 2,149,368.4827.281840 707,905.18 0.35

199908104 COMFORT SYSTEMS USA INC COMMON STOCK USD.01

52.660000Local26,857.000 384,322.56 1,414,289.6214.309959 1,029,967.06 0.2352.660000Base 384,322.56 1,414,289.6214.309959 1,029,967.06 0.23

203607106 COMMUNITY BANK SYSTEM INC COMMON STOCK USD1.0

65.660000Local36,848.000 1,206,095.56 2,419,439.6832.731642 1,213,344.12 0.4065.660000Base 1,206,095.56 2,419,439.6832.731642 1,213,344.12 0.40

203668108 COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD.01

4.750000Local84,032.000 928,960.40 399,152.0011.054841 -529,808.40 0.074.750000Base 928,960.40 399,152.0011.054841 -529,808.40 0.07


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




20369C106 COMMUNITY HEALTHCARE TRUST I REIT USD.01

31.540000Local12,464.000 338,039.32 393,114.5627.121255 55,075.24 0.0631.540000Base 338,039.32 393,114.5627.121255 55,075.24 0.06

205306103 COMPUTER PROGRAMS + SYSTEMS COMMON STOCK USD.001

26.680000Local8,634.000 490,857.54 230,355.1256.851696 -260,502.42 0.0426.680000Base 490,857.54 230,355.1256.851696 -260,502.42 0.04

205826209 COMTECH TELECOMMUNICATIONS COMMON STOCK USD.1

25.540000Local17,075.000 402,538.87 436,095.5023.574751 33,556.63 0.0725.540000Base 402,538.87 436,095.5023.574751 33,556.63 0.07

207410101 CONMED CORP COMMON STOCK USD.01

67.960000Local18,668.000 614,182.06 1,268,677.2832.900260 654,495.22 0.2167.960000Base 614,182.06 1,268,677.2832.900260 654,495.22 0.21

20854L108 CONSOL ENERGY INC COMMON STOCK USD.01

34.360000Local20,193.000 498,798.94 693,831.4824.701577 195,032.54 0.1134.360000Base 498,798.94 693,831.4824.701577 195,032.54 0.11

209034107 CONSOLIDATED COMMUNICATIONS COMMON STOCK USD.01

13.760000Local51,417.000 1,125,127.02 707,497.9221.882393 -417,629.10 0.1213.760000Base 1,125,127.02 707,497.9221.882393 -417,629.10 0.12

21240D107 CONTROL4 CORP COMMON STOCK USD.0001

21.770000Local18,827.000 468,737.27 409,863.7924.897077 -58,873.48 0.0721.770000Base 468,737.27 409,863.7924.897077 -58,873.48 0.07

21676P103 COOPER STANDARD HOLDING COMMON STOCK USD.001

73.120000Local11,950.000 1,184,151.67 873,784.0099.092190 -310,367.67 0.1473.120000Base 1,184,151.67 873,784.0099.092190 -310,367.67 0.14

216831107 COOPER TIRE + RUBBER COMMON STOCK USD1.0

34.200000Local36,098.000 956,339.69 1,234,551.6026.492872 278,211.91 0.2034.200000Base 956,339.69 1,234,551.6026.492872 278,211.91 0.20

218352102 CORCEPT THERAPEUTICS INC COMMON STOCK USD.001

13.930000Local76,153.000 1,565,848.51 1,060,811.2920.561876 -505,037.22 0.1813.930000Base 1,565,848.51 1,060,811.2920.561876 -505,037.22 0.18


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




218681104 CORE MARK HOLDING CO INC COMMON STOCK USD.01

26.280000Local33,123.000 1,110,344.04 870,472.4433.521844 -239,871.60 0.1426.280000Base 1,110,344.04 870,472.4433.521844 -239,871.60 0.14

221006109 CORVEL CORP COMMON STOCK USD.0001

69.700000Local6,667.000 191,919.78 464,689.9028.786528 272,770.12 0.0869.700000Base 191,919.78 464,689.9028.786528 272,770.12 0.08

225223304 CRAY INC COMMON STOCK USD.01

26.210000Local29,451.000 1,084,581.83 771,910.7136.826655 -312,671.12 0.1326.210000Base 1,084,581.83 771,910.7136.826655 -312,671.12 0.13

227046109 CROCS INC COMMON STOCK USD.001

27.800000Local49,102.000 982,779.42 1,365,035.6020.015059 382,256.18 0.2327.800000Base 982,779.42 1,365,035.6020.015059 382,256.18 0.23

227483104 CROSS COUNTRY HEALTHCARE INC COMMON STOCK USD.0001

9.070000Local26,202.000 233,484.24 237,652.148.910932 4,167.90 0.049.070000Base 233,484.24 237,652.148.910932 4,167.90 0.04

228903100 CRYOLIFE INC COMMON STOCK USD.01

30.320000Local24,397.000 242,563.63 739,717.049.942355 497,153.41 0.1230.320000Base 242,563.63 739,717.049.942355 497,153.41 0.12

229669106 CUBIC CORP COMMON STOCK

61.190000Local20,269.000 1,002,206.94 1,240,260.1149.445308 238,053.17 0.2061.190000Base 1,002,206.94 1,240,260.1149.445308 238,053.17 0.20

23204G100 CUSTOMERS BANCORP INC COMMON STOCK USD1.0

19.510000Local21,021.000 552,827.36 410,119.7126.298814 -142,707.65 0.0719.510000Base 552,827.36 410,119.7126.298814 -142,707.65 0.07

232109108 CUTERA INC COMMON STOCK USD.001

20.500000Local9,978.000 447,656.50 204,549.0044.864352 -243,107.50 0.0320.500000Base 447,656.50 204,549.0044.864352 -243,107.50 0.03

23282W605 CYTOKINETICS INC COMMON STOCK USD.001

7.860000Local39,490.000 613,501.61 310,391.4015.535619 -303,110.21 0.057.860000Base 613,501.61 310,391.4015.535619 -303,110.21 0.05


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




23332B106 DSP GROUP INC COMMON STOCK USD.001

12.270000Local14,077.000 112,799.73 172,724.798.013052 59,925.06 0.0312.270000Base 112,799.73 172,724.798.013052 59,925.06 0.03

23334L102 DSW INC CLASS A COMMON STOCK

27.740000Local49,184.000 1,032,543.84 1,364,364.1620.993491 331,820.32 0.2327.740000Base 1,032,543.84 1,364,364.1620.993491 331,820.32 0.23

233377407 DXP ENTERPRISES INC COMMON STOCK USD.01

36.230000Local11,409.000 672,778.00 413,348.0758.969060 -259,429.93 0.0736.230000Base 672,778.00 413,348.0758.969060 -259,429.93 0.07

234264109 DAKTRONICS INC COMMON STOCK

8.950000Local28,295.000 291,956.53 253,240.2510.318308 -38,716.28 0.048.950000Base 291,956.53 253,240.2510.318308 -38,716.28 0.04

237266101 DARLING INGREDIENTS INC COMMON STOCK USD.01

21.880000Local118,732.000 2,014,603.33 2,597,856.1616.967653 583,252.83 0.4321.880000Base 2,014,603.33 2,597,856.1616.967653 583,252.83 0.43

238337109 DAVE + BUSTER S ENTERTAINMEN COMMON STOCK USD.01

56.860000Local28,401.000 1,201,114.99 1,614,880.8642.291292 413,765.87 0.2756.860000Base 1,201,114.99 1,614,880.8642.291292 413,765.87 0.27

242370203 DEAN FOODS CO COMMON STOCK USD.01

5.040000Local65,889.000 567,395.21 332,080.568.611380 -235,314.65 0.055.040000Base 567,395.21 332,080.568.611380 -235,314.65 0.05

247916208 DENBURY RESOURCES INC COMMON STOCK USD.001

2.260000Local332,165.000 775,072.97 750,692.902.333397 -24,380.07 0.122.260000Base 775,072.97 750,692.902.333397 -24,380.07 0.12

252784301 DIAMONDROCK HOSPITALITY CO REIT USD.01

10.540000Local149,874.000 1,583,409.15 1,579,671.9610.564936 -3,737.19 0.2610.540000Base 1,583,409.15 1,579,671.9610.564936 -3,737.19 0.26

253651103 DIEBOLD NIXDORF INC COMMON STOCK USD1.25

3.270000Local55,030.000 683,619.68 179,948.1012.422673 -503,671.58 0.033.270000Base 683,619.68 179,948.1012.422673 -503,671.58 0.03


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




253798102 DIGI INTERNATIONAL INC COMMON STOCK USD.01

11.840000Local19,645.000 220,729.13 232,596.8011.235894 11,867.67 0.0411.840000Base 220,729.13 232,596.8011.235894 11,867.67 0.04

253922108 DIME COMMUNITY BANCSHARES COMMON STOCK USD.01

18.250000Local22,973.000 331,846.00 419,257.2514.445044 87,411.25 0.0718.250000Base 331,846.00 419,257.2514.445044 87,411.25 0.07

254423106 DINE BRANDS GLOBAL INC COMMON STOCK USD.01

89.180000Local12,762.000 788,838.88 1,138,115.1661.811541 349,276.28 0.1989.180000Base 788,838.88 1,138,115.1661.811541 349,276.28 0.19

254543101 DIODES INC COMMON STOCK USD.667

34.830000Local28,534.000 711,860.38 993,839.2224.947795 281,978.84 0.1634.830000Base 711,860.38 993,839.2224.947795 281,978.84 0.16

25456K101 DIPLOMAT PHARMACY INC COMMON STOCK

15.480000Local40,804.000 1,052,245.11 631,645.9225.787793 -420,599.19 0.1015.480000Base 1,052,245.11 631,645.9225.787793 -420,599.19 0.10

257867200 RR DONNELLEY + SONS CO COMMON STOCK USD1.25

6.330000Local50,765.000 1,254,783.53 321,342.4524.717493 -933,441.08 0.056.330000Base 1,254,783.53 321,342.4524.717493 -933,441.08 0.05

25787G100 DONNELLEY FINANCIAL SOLUTION COMMON STOCK USD.01

16.660000Local24,517.000 619,356.09 408,453.2225.262311 -210,902.87 0.0716.660000Base 619,356.09 408,453.2225.262311 -210,902.87 0.07

258278100 DORMAN PRODUCTS INC COMMON STOCK USD.01

87.860000Local21,059.000 853,716.60 1,850,243.7440.539275 996,527.14 0.3187.860000Base 853,716.60 1,850,243.7440.539275 996,527.14 0.31

268603107 EL POLLO LOCO HOLDINGS INC COMMON STOCK USD.01

15.270000Local15,879.000 212,438.70 242,472.3313.378594 30,033.63 0.0415.270000Base 212,438.70 242,472.3313.378594 30,033.63 0.04

26885G109 ERA GROUP INC COMMON STOCK USD.01

10.060000Local14,715.000 292,207.97 148,032.9019.857830 -144,175.07 0.0210.060000Base 292,207.97 148,032.9019.857830 -144,175.07 0.02


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




268948106 EAGLE BANCORP INC COMMON STOCK USD.01

57.640000Local22,759.000 1,312,909.81 1,311,828.7657.687500 -1,081.05 0.2257.640000Base 1,312,909.81 1,311,828.7657.687500 -1,081.05 0.22

269796108 EAGLE PHARMACEUTICALS INC COMMON STOCK USD.001

50.400000Local8,049.000 467,852.89 405,669.6058.125592 -62,183.29 0.0750.400000Base 467,852.89 405,669.6058.125592 -62,183.29 0.07

27616P103 EASTERLY GOVERNMENT PROPERTI REIT USD.01

18.220000Local43,544.000 917,461.59 793,371.6821.069759 -124,089.91 0.1318.220000Base 917,461.59 793,371.6821.069759 -124,089.91 0.13

277276101 EASTGROUP PROPERTIES INC REIT

100.020000Local25,765.000 1,351,328.26 2,577,015.3052.448215 1,225,687.04 0.43100.020000Base 1,351,328.26 2,577,015.3052.448215 1,225,687.04 0.43

278715206 EBIX INC COMMON STOCK USD.1

47.220000Local16,350.000 367,754.79 772,047.0022.492648 404,292.21 0.1347.220000Base 367,754.79 772,047.0022.492648 404,292.21 0.13

27875T101 ECHO GLOBAL LOGISTICS INC COMMON STOCK USD.0001

25.370000Local20,602.000 520,521.33 522,672.7425.265573 2,151.41 0.0925.370000Base 520,521.33 522,672.7425.265573 2,151.41 0.09

28238P109 EHEALTH INC COMMON STOCK USD.001

38.520000Local11,628.000 197,459.52 447,910.5616.981383 250,451.04 0.0738.520000Base 197,459.52 447,910.5616.981383 250,451.04 0.07

282914100 8X8 INC COMMON STOCK USD.001

19.710000Local67,330.000 709,410.06 1,327,074.3010.536315 617,664.24 0.2219.710000Base 709,410.06 1,327,074.3010.536315 617,664.24 0.22

283677854 EL PASO ELECTRIC CO COMMON STOCK

55.350000Local29,342.000 1,001,670.39 1,624,079.7034.137768 622,409.31 0.2755.350000Base 1,001,670.39 1,624,079.7034.137768 622,409.31 0.27

285229100 ELECTRO SCIENTIFIC INDS INC COMMON STOCK

29.400000Local24,625.000 304,134.15 723,975.0012.350625 419,840.85 0.1229.400000Base 304,134.15 723,975.0012.350625 419,840.85 0.12


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




286082102 ELECTRONICS FOR IMAGING COMMON STOCK USD.01

27.680000Local31,999.000 782,096.50 885,732.3224.441279 103,635.82 0.1527.680000Base 782,096.50 885,732.3224.441279 103,635.82 0.15

29089Q105 EMERGENT BIOSOLUTIONS INC COMMON STOCK USD.001

72.840000Local31,750.000 957,323.49 2,312,670.0030.151921 1,355,346.51 0.3872.840000Base 957,323.49 2,312,670.0030.151921 1,355,346.51 0.38

292218104 EMPLOYERS HOLDINGS INC COMMON STOCK USD.01

44.950000Local23,617.000 456,292.89 1,061,584.1519.320527 605,291.26 0.1844.950000Base 456,292.89 1,061,584.1519.320527 605,291.26 0.18

29251M106 ENANTA PHARMACEUTICALS INC COMMON STOCK USD.01

79.140000Local11,343.000 553,739.42 897,685.0248.817722 343,945.60 0.1579.140000Base 553,739.42 897,685.0248.817722 343,945.60 0.15

292554102 ENCORE CAPITAL GROUP INC COMMON STOCK USD.01

27.980000Local18,464.000 550,334.40 516,622.7229.805806 -33,711.68 0.0927.980000Base 550,334.40 516,622.7229.805806 -33,711.68 0.09

292562105 ENCORE WIRE CORP COMMON STOCK USD.01

49.960000Local15,034.000 442,047.25 751,098.6429.403169 309,051.39 0.1249.960000Base 442,047.25 751,098.6429.403169 309,051.39 0.12

29286C107 ENGILITY HOLDINGS INC COMMON STOCK USD.01

31.270000Local13,058.000 287,107.54 408,323.6621.987099 121,216.12 0.0731.270000Base 287,107.54 408,323.6621.987099 121,216.12 0.07

29355X107 ENPRO INDUSTRIES INC COMMON STOCK USD.01

70.380000Local15,116.000 725,530.05 1,063,864.0847.997489 338,334.03 0.1870.380000Base 725,530.05 1,063,864.0847.997489 338,334.03 0.18

29357K103 ENOVA INTERNATIONAL INC COMMON STOCK USD.00001

22.140000Local24,651.000 584,903.64 545,773.1423.727380 -39,130.50 0.0922.140000Base 584,903.64 545,773.1423.727380 -39,130.50 0.09

29358P101 ENSIGN GROUP INC/THE COMMON STOCK USD.001

45.370000Local35,306.000 467,313.63 1,601,833.2213.236097 1,134,519.59 0.2645.370000Base 467,313.63 1,601,833.2213.236097 1,134,519.59 0.26


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




294268107 EPLUS INC COMMON STOCK USD.01

81.750000Local9,891.000 424,362.13 808,589.2542.903865 384,227.12 0.1381.750000Base 424,362.13 808,589.2542.903865 384,227.12 0.13

296315104 ESCO TECHNOLOGIES INC COMMON STOCK USD.01

70.280000Local18,679.000 667,019.55 1,312,760.1235.709596 645,740.57 0.2270.280000Base 667,019.55 1,312,760.1235.709596 645,740.57 0.22

296689102 ESSENDANT INC COMMON STOCK USD.1

12.640000Local23,639.000 778,998.84 298,796.9632.953968 -480,201.88 0.0512.640000Base 778,998.84 298,796.9632.953968 -480,201.88 0.05

297602104 ETHAN ALLEN INTERIORS INC COMMON STOCK USD.01

20.780000Local17,799.000 396,612.03 369,863.2222.282827 -26,748.81 0.0620.780000Base 396,612.03 369,863.2222.282827 -26,748.81 0.06

30040P103 EVERTEC INC COMMON STOCK USD.01

27.330000Local43,522.000 866,460.98 1,189,456.2619.908575 322,995.28 0.2027.330000Base 866,460.98 1,189,456.2619.908575 322,995.28 0.20

302081104 EXLSERVICE HOLDINGS INC COMMON STOCK USD.001

57.960000Local24,743.000 739,777.54 1,434,104.2829.898458 694,326.74 0.2457.960000Base 739,777.54 1,434,104.2829.898458 694,326.74 0.24

30214U102 EXPONENT INC COMMON STOCK USD.001

50.320000Local37,525.000 544,742.95 1,888,258.0014.516801 1,343,515.05 0.3150.320000Base 544,742.95 1,888,258.0014.516801 1,343,515.05 0.31

30219E103 EXPRESS INC COMMON STOCK

6.240000Local53,814.000 942,709.54 335,799.3617.517924 -606,910.18 0.066.240000Base 942,709.54 335,799.3617.517924 -606,910.18 0.06

30226D106 EXTREME NETWORKS INC COMMON STOCK USD.001

6.580000Local85,453.000 1,254,491.30 562,280.7414.680483 -692,210.56 0.096.580000Base 1,254,491.30 562,280.7414.680483 -692,210.56 0.09

30227H106 EXTERRAN CORP COMMON STOCK USD.01

22.500000Local22,663.000 349,497.49 509,917.5015.421502 160,420.01 0.0822.500000Base 349,497.49 509,917.5015.421502 160,420.01 0.08


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




302301106 EZCORP INC CL A COMMON STOCK USD.01

9.520000Local37,132.000 830,050.09 353,496.6422.354037 -476,553.45 0.069.520000Base 830,050.09 353,496.6422.354037 -476,553.45 0.06

302941109 FTI CONSULTING INC COMMON STOCK USD.01

70.250000Local27,559.000 927,799.71 1,936,019.7533.665943 1,008,220.04 0.3270.250000Base 927,799.71 1,936,019.7533.665943 1,008,220.04 0.32

311642102 FARO TECHNOLOGIES INC COMMON STOCK USD.001

49.720000Local12,244.000 523,616.92 608,771.6842.765185 85,154.76 0.1049.720000Base 523,616.92 608,771.6842.765185 85,154.76 0.10

313855108 FEDERAL SIGNAL CORP COMMON STOCK USD1.0

23.460000Local43,429.000 350,954.64 1,018,844.348.081113 667,889.70 0.1723.460000Base 350,954.64 1,018,844.348.081113 667,889.70 0.17

316394105 FIDELITY SOUTHERN CORP COMMON STOCK

23.730000Local15,916.000 317,278.37 377,686.6819.934555 60,408.31 0.0623.730000Base 317,278.37 377,686.6819.934555 60,408.31 0.06

31660B101 FIESTA RESTAURANT GROUP COMMON STOCK USD.01

18.850000Local16,918.000 407,310.00 318,904.3024.075541 -88,405.70 0.0518.850000Base 407,310.00 318,904.3024.075541 -88,405.70 0.05

31787A507 FINISAR CORPORATION COMMON STOCK USD.001

23.350000Local84,557.000 1,633,896.97 1,974,405.9519.323024 340,508.98 0.3323.350000Base 1,633,896.97 1,974,405.9519.323024 340,508.98 0.33

318672706 FIRST BANCORP PUERTO RICO COMMON STOCK USD.1

9.050000Local157,134.000 946,951.53 1,422,062.706.026395 475,111.17 0.239.050000Base 946,951.53 1,422,062.706.026395 475,111.17 0.23

319829107 FIRST COMMONWEALTH FINL CORP COMMON STOCK USD1.0

13.940000Local72,373.000 522,017.30 1,008,879.627.212874 486,862.32 0.1713.940000Base 522,017.30 1,008,879.627.212874 486,862.32 0.17

320209109 FIRST FINANCIAL BANCORP COMMON STOCK

27.920000Local70,647.000 1,503,048.04 1,972,464.2421.275469 469,416.20 0.3327.920000Base 1,503,048.04 1,972,464.2421.275469 469,416.20 0.33


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




32020R109 FIRST FINL BANKSHARES INC COMMON STOCK USD.01

65.520000Local48,834.000 1,074,036.41 3,199,603.6821.993619 2,125,567.27 0.5365.520000Base 1,074,036.41 3,199,603.6821.993619 2,125,567.27 0.53

320867104 FIRST MIDWEST BANCORP INC/IL COMMON STOCK USD.01

23.590000Local74,388.000 1,114,731.78 1,754,812.9214.985371 640,081.14 0.2923.590000Base 1,114,731.78 1,754,812.9214.985371 640,081.14 0.29

33767D105 FIRSTCASH INC COMMON STOCK USD.01

89.050000Local31,968.000 1,331,881.15 2,846,750.4041.662949 1,514,869.25 0.4789.050000Base 1,331,881.15 2,846,750.4041.662949 1,514,869.25 0.47

337930705 FLAGSTAR BANCORP INC COMMON STOCK USD.01

32.450000Local21,209.000 656,995.77 688,232.0530.977216 31,236.28 0.1132.450000Base 656,995.77 688,232.0530.977216 31,236.28 0.11

346375108 FORMFACTOR INC COMMON STOCK USD.001

16.490000Local53,327.000 746,526.73 879,362.2313.999039 132,835.50 0.1516.490000Base 746,526.73 879,362.2313.999039 132,835.50 0.15

346563109 FORRESTER RESEARCH INC COMMON STOCK USD.01

46.740000Local7,285.000 256,889.14 340,500.9035.262751 83,611.76 0.0646.740000Base 256,889.14 340,500.9035.262751 83,611.76 0.06

349853101 FORWARD AIR CORP COMMON STOCK USD.01

65.280000Local21,190.000 768,842.94 1,383,283.2036.283291 614,440.26 0.2365.280000Base 768,842.94 1,383,283.2036.283291 614,440.26 0.23

34988V106 FOSSIL GROUP INC COMMON STOCK USD.01

19.330000Local32,774.000 562,983.26 633,521.4217.177740 70,538.16 0.1019.330000Base 562,983.26 633,521.4217.177740 70,538.16 0.10

35086T109 FOUR CORNERS PROPERTY TRUST REIT USD.0001

27.740000Local62,767.000 1,239,963.16 1,741,156.5819.755017 501,193.42 0.2927.740000Base 1,239,963.16 1,741,156.5819.755017 501,193.42 0.29

35138V102 FOX FACTORY HOLDING CORP COMMON STOCK USD.001

63.710000Local27,265.000 721,116.50 1,737,053.1526.448432 1,015,936.65 0.2963.710000Base 721,116.50 1,737,053.1526.448432 1,015,936.65 0.29


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




351793104 FRANCESCAS HOLDINGS CORP COMMON STOCK USD.01

1.990000Local26,073.000 648,179.15 51,885.2724.860168 -596,293.88 0.011.990000Base 648,179.15 51,885.2724.860168 -596,293.88 0.01

353514102 FRANKLIN ELECTRIC CO INC COMMON STOCK USD.1

45.250000Local27,960.000 753,940.08 1,265,190.0026.964953 511,249.92 0.2145.250000Base 753,940.08 1,265,190.0026.964953 511,249.92 0.21

35352P104 FRANKLIN FINANCIAL NETWORK COMMON STOCK

33.700000Local8,776.000 329,258.55 295,751.2037.518066 -33,507.35 0.0533.700000Base 329,258.55 295,751.2037.518066 -33,507.35 0.05

35471R106 FRANKLIN STREET PROPERTIES C REIT USD.0001

7.700000Local77,324.000 968,040.60 595,394.8012.519277 -372,645.80 0.107.700000Base 968,040.60 595,394.8012.519277 -372,645.80 0.10

35906A306 FRONTIER COMMUNICATIONS CORP COMMON STOCK USD.25

3.570000Local76,503.000 631,426.76 273,115.718.253621 -358,311.05 0.053.570000Base 631,426.76 273,115.718.253621 -358,311.05 0.05

359694106 H.B. FULLER CO. COMMON STOCK USD1.0

48.240000Local36,496.000 1,056,083.59 1,760,567.0428.936968 704,483.45 0.2948.240000Base 1,056,083.59 1,760,567.0428.936968 704,483.45 0.29

36116M106 FUTUREFUEL CORP COMMON STOCK USD.0001

17.270000Local18,600.000 284,051.22 321,222.0015.271571 37,170.78 0.0517.270000Base 284,051.22 321,222.0015.271571 37,170.78 0.05

36237H101 G III APPAREL GROUP LTD COMMON STOCK USD.01

40.080000Local30,174.000 1,159,563.03 1,209,373.9238.429212 49,810.89 0.2040.080000Base 1,159,563.03 1,209,373.9238.429212 49,810.89 0.20

36467W109 GAMESTOP CORP CLASS A COMMON STOCK USD.001

13.660000Local73,410.000 1,087,187.63 1,002,780.6014.809803 -84,407.03 0.1713.660000Base 1,087,187.63 1,002,780.6014.809803 -84,407.03 0.17

36473H104 GANNETT CO INC COMMON STOCK USD.01

10.370000Local81,481.000 995,879.44 844,957.9712.222229 -150,921.47 0.1410.370000Base 995,879.44 844,957.9712.222229 -150,921.47 0.14


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




366505105 GARRETT MOTION INC COMMON STOCK USD.001

11.500000Local53,550.000 791,382.92 615,825.0014.778393 -175,557.92 0.1011.500000Base 791,382.92 615,825.0014.778393 -175,557.92 0.10

371532102 GENESCO INC COMMON STOCK USD1.0

41.760000Local14,361.000 789,904.47 599,715.3655.003445 -190,189.11 0.1041.760000Base 789,904.47 599,715.3655.003445 -190,189.11 0.10

37253A103 GENTHERM INC COMMON STOCK

46.430000Local26,305.000 1,334,465.15 1,221,341.1550.730475 -113,124.00 0.2046.430000Base 1,334,465.15 1,221,341.1550.730475 -113,124.00 0.20

37364X109 GEOSPACE TECHNOLOGIES CORP COMMON STOCK USD.01

15.550000Local9,805.000 434,266.49 152,467.7544.290310 -281,798.74 0.0315.550000Base 434,266.49 152,467.7544.290310 -281,798.74 0.03

374297109 GETTY REALTY CORP REIT USD.01

30.590000Local24,421.000 516,038.52 747,038.3921.130933 230,999.87 0.1230.590000Base 516,038.52 747,038.3921.130933 230,999.87 0.12

374689107 GIBRALTAR INDUSTRIES INC COMMON STOCK USD.01

36.160000Local23,074.000 351,926.46 834,355.8415.252079 482,429.38 0.1436.160000Base 351,926.46 834,355.8415.252079 482,429.38 0.14

37637Q105 GLACIER BANCORP INC COMMON STOCK USD.01

47.220000Local60,945.000 1,165,428.03 2,877,822.9019.122619 1,712,394.87 0.4747.220000Base 1,165,428.03 2,877,822.9019.122619 1,712,394.87 0.47

377316104 GLATFELTER COMMON STOCK USD.01

12.750000Local31,569.000 613,814.11 402,504.7519.443572 -211,309.36 0.0712.750000Base 613,814.11 402,504.7519.443572 -211,309.36 0.07

379378201 GLOBAL NET LEASE INC REIT USD.01

20.190000Local54,304.000 945,919.55 1,096,397.7617.418966 150,478.21 0.1820.190000Base 945,919.55 1,096,397.7617.418966 150,478.21 0.18

38376A103 GOVERNMENT PROPERTIES INCOME REIT USD.01

8.800000Local71,425.000 1,518,744.78 628,540.0021.263490 -890,204.78 0.108.800000Base 1,518,744.78 628,540.0021.263490 -890,204.78 0.10


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




38741L107 GRANITE POINT MORTGAGE TRUST REIT USD.01

18.960000Local31,336.000 586,385.56 594,130.5618.712840 7,745.00 0.1018.960000Base 586,385.56 594,130.5618.712840 7,745.00 0.10

391416104 GREAT WESTERN BANCORP INC COMMON STOCK USD.01

37.320000Local42,481.000 1,330,130.49 1,585,390.9231.311186 255,260.43 0.2637.320000Base 1,330,130.49 1,585,390.9231.311186 255,260.43 0.26

39260X100 GREEN BANCORP INC COMMON STOCK USD.01

20.340000Local19,120.000 423,704.86 388,900.8022.160296 -34,804.06 0.0620.340000Base 423,704.86 388,900.8022.160296 -34,804.06 0.06

39304D102 GREEN DOT CORP CLASS A COMMON STOCK USD.001

83.340000Local34,107.000 821,757.46 2,842,477.3824.093513 2,020,719.92 0.4783.340000Base 821,757.46 2,842,477.3824.093513 2,020,719.92 0.47

393222104 GREEN PLAINS INC COMMON STOCK USD.001

16.250000Local28,083.000 649,416.43 456,348.7523.124895 -193,067.68 0.0816.250000Base 649,416.43 456,348.7523.124895 -193,067.68 0.08

393657101 GREENBRIER COMPANIES INC COMMON STOCK

48.910000Local23,218.000 809,046.01 1,135,592.3834.845637 326,546.37 0.1948.910000Base 809,046.01 1,135,592.3834.845637 326,546.37 0.19

395259104 GREENHILL + CO INC COMMON STOCK USD.01

23.530000Local12,585.000 567,419.05 296,125.0545.086933 -271,294.00 0.0523.530000Base 567,419.05 296,125.0545.086933 -271,294.00 0.05

398433102 GRIFFON CORP COMMON STOCK USD.25

12.160000Local24,341.000 298,996.61 295,986.5612.283662 -3,010.05 0.0512.160000Base 298,996.61 295,986.5612.283662 -3,010.05 0.05

398905109 GROUP 1 AUTOMOTIVE INC COMMON STOCK USD.01

56.200000Local12,742.000 680,184.94 716,100.4053.381333 35,915.46 0.1256.200000Base 680,184.94 716,100.4053.381333 35,915.46 0.12

401617105 GUESS? INC COMMON STOCK USD.01

23.800000Local40,899.000 566,239.99 973,396.2013.844837 407,156.21 0.1623.800000Base 566,239.99 973,396.2013.844837 407,156.21 0.16


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




402307102 GULF ISLAND FABRICATION INC COMMON STOCK

7.900000Local9,896.000 245,852.76 78,178.4024.843650 -167,674.36 0.017.900000Base 245,852.76 78,178.4024.843650 -167,674.36 0.01

40416E103 HCI GROUP INC COMMON STOCK

54.350000Local5,289.000 224,050.49 287,457.1542.361598 63,406.66 0.0554.350000Base 224,050.49 287,457.1542.361598 63,406.66 0.05

40418F108 HFF INC CLASS A COMMON STOCK USD.01

40.400000Local28,206.000 624,869.97 1,139,522.4022.153796 514,652.43 0.1940.400000Base 624,869.97 1,139,522.4022.153796 514,652.43 0.19

40425J101 HMS HOLDINGS CORP COMMON STOCK USD.01

35.740000Local60,202.000 907,005.50 2,151,619.4815.066036 1,244,613.98 0.3535.740000Base 907,005.50 2,151,619.4815.066036 1,244,613.98 0.35

410495204 HANMI FINANCIAL CORPORATION COMMON STOCK USD.001

22.440000Local23,445.000 287,145.46 526,105.8012.247620 238,960.34 0.0922.440000Base 287,145.46 526,105.8012.247620 238,960.34 0.09

413160102 HARMONIC INC COMMON STOCK USD.001

5.620000Local62,037.000 377,144.29 348,647.946.079344 -28,496.35 0.065.620000Base 377,144.29 348,647.946.079344 -28,496.35 0.06

415864107 HARSCO CORP COMMON STOCK USD1.25

26.750000Local58,298.000 938,853.11 1,559,471.5016.104379 620,618.39 0.2626.750000Base 938,853.11 1,559,471.5016.104379 620,618.39 0.26

419596101 HAVERTY FURNITURE COMMON STOCK USD1.0

20.490000Local13,859.000 205,842.46 283,970.9114.852620 78,128.45 0.0520.490000Base 205,842.46 283,970.9114.852620 78,128.45 0.05

419879101 HAWAIIAN HOLDINGS INC COMMON STOCK USD.01

40.140000Local36,597.000 1,019,083.58 1,469,003.5827.846096 449,920.00 0.2440.140000Base 1,019,083.58 1,469,003.5827.846096 449,920.00 0.24

420261109 HAWKINS INC COMMON STOCK USD.05

41.740000Local6,954.000 271,997.83 290,259.9639.113867 18,262.13 0.0541.740000Base 271,997.83 290,259.9639.113867 18,262.13 0.05


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




420877201 HAYNES INTERNATIONAL INC COMMON STOCK USD.001

32.970000Local9,026.000 487,465.94 297,587.2254.006862 -189,878.72 0.0532.970000Base 487,465.94 297,587.2254.006862 -189,878.72 0.05

42222N103 HEALTHSTREAM INC COMMON STOCK

24.640000Local18,413.000 501,752.29 453,696.3227.249894 -48,055.97 0.0724.640000Base 501,752.29 453,696.3227.249894 -48,055.97 0.07

422347104 HEARTLAND EXPRESS INC COMMON STOCK USD.01

20.750000Local34,282.000 621,305.45 711,351.5018.123372 90,046.05 0.1220.750000Base 621,305.45 711,351.5018.123372 90,046.05 0.12

422819102 HEIDRICK + STRUGGLES INTL COMMON STOCK USD.01

36.660000Local13,671.000 298,327.69 501,178.8621.821936 202,851.17 0.0836.660000Base 298,327.69 501,178.8621.821936 202,851.17 0.08

42330P107 HELIX ENERGY SOLUTIONS GROUP COMMON STOCK

8.200000Local100,396.000 634,570.93 823,247.206.320679 188,676.27 0.148.200000Base 634,570.93 823,247.206.320679 188,676.27 0.14

42722X106 HERITAGE FINANCIAL CORP COMMON STOCK

34.970000Local23,928.000 829,022.58 836,762.1634.646547 7,739.58 0.1434.970000Base 829,022.58 836,762.1634.646547 7,739.58 0.14

427825500 HERSHA HOSPITALITY TRUST REIT USD.01

19.100000Local26,125.000 510,749.15 498,987.5019.550207 -11,761.65 0.0819.100000Base 510,749.15 498,987.5019.550207 -11,761.65 0.08

42805E306 HESKA CORP COMMON STOCK USD.001

103.980000Local4,891.000 515,055.16 508,566.18105.306718 -6,488.98 0.08103.980000Base 515,055.16 508,566.18105.306718 -6,488.98 0.08

428567101 HIBBETT SPORTS INC COMMON STOCK USD.01

15.490000Local13,654.000 557,618.17 211,500.4640.839180 -346,117.71 0.0315.490000Base 557,618.17 211,500.4640.839180 -346,117.71 0.03

43114K108 HIGHPOINT RESOURCES CORP COMMON STOCK USD.001

3.260000Local150,751.000 1,345,519.71 491,448.268.925445 -854,071.45 0.083.260000Base 1,345,519.71 491,448.268.925445 -854,071.45 0.08


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




431571108 HILLENBRAND INC COMMON STOCK

44.310000Local44,953.000 1,092,703.09 1,991,867.4324.307679 899,164.34 0.3344.310000Base 1,092,703.09 1,991,867.4324.307679 899,164.34 0.33

43785V102 HOMESTREET INC COMMON STOCK

26.620000Local19,488.000 608,774.97 518,770.5631.238453 -90,004.41 0.0926.620000Base 608,774.97 518,770.5631.238453 -90,004.41 0.09

43940T109 HOPE BANCORP INC COMMON STOCK USD.001

15.200000Local89,100.000 880,723.32 1,354,320.009.884661 473,596.68 0.2215.200000Base 880,723.32 1,354,320.009.884661 473,596.68 0.22

440327104 HORACE MANN EDUCATORS COMMON STOCK USD.001

40.280000Local29,576.000 592,479.13 1,191,321.2820.032429 598,842.15 0.2040.280000Base 592,479.13 1,191,321.2820.032429 598,842.15 0.20

443320106 HUB GROUP INC CL A COMMON STOCK USD.01

44.440000Local24,315.000 872,731.61 1,080,558.6035.892725 207,826.99 0.1844.440000Base 872,731.61 1,080,558.6035.892725 207,826.99 0.18

45031U101 ISTAR INC REIT USD.001

10.680000Local49,012.000 525,253.56 523,448.1610.716836 -1,805.40 0.0910.680000Base 525,253.56 523,448.1610.716836 -1,805.40 0.09

45378A106 INDEPENDENCE REALTY TRUST IN REIT USD.01

10.100000Local63,273.000 623,068.39 639,057.309.847303 15,988.91 0.1110.100000Base 623,068.39 639,057.309.847303 15,988.91 0.11

453836108 INDEPENDENT BANK CORP/MA COMMON STOCK USD.01

80.370000Local19,858.000 676,989.83 1,595,987.4634.091541 918,997.63 0.2680.370000Base 676,989.83 1,595,987.4634.091541 918,997.63 0.26

45688C107 INGEVITY CORP COMMON STOCK USD.01

98.010000Local30,314.000 868,665.24 2,971,075.1428.655580 2,102,409.90 0.4998.010000Base 868,665.24 2,971,075.1428.655580 2,102,409.90 0.49

45765U103 INSIGHT ENTERPRISES INC COMMON STOCK USD.01

44.580000Local25,575.000 508,764.62 1,140,133.5019.893045 631,368.88 0.1944.580000Base 508,764.62 1,140,133.5019.893045 631,368.88 0.19


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




45768S105 INNOSPEC INC COMMON STOCK USD.01

73.740000Local17,606.000 846,743.30 1,298,266.4448.094019 451,523.14 0.2173.740000Base 846,743.30 1,298,266.4448.094019 451,523.14 0.21

45774N108 INNOPHOS HOLDINGS INC COMMON STOCK USD.001

27.740000Local14,139.000 701,881.82 392,215.8649.641546 -309,665.96 0.0627.740000Base 701,881.82 392,215.8649.641546 -309,665.96 0.06

45774W108 INSTEEL INDUSTRIES INC COMMON STOCK

27.540000Local13,069.000 523,691.12 359,920.2640.071246 -163,770.86 0.0627.540000Base 523,691.12 359,920.2640.071246 -163,770.86 0.06

45780R101 INSTALLED BUILDING PRODUCTS COMMON STOCK USD.01

38.730000Local15,954.000 441,057.26 617,898.4227.645560 176,841.16 0.1038.730000Base 441,057.26 617,898.4227.645560 176,841.16 0.10

45781M101 INNOVIVA INC COMMON STOCK

18.260000Local49,069.000 527,379.20 895,999.9410.747706 368,620.74 0.1518.260000Base 527,379.20 895,999.9410.747706 368,620.74 0.15

45826H109 INTEGER HOLDINGS CORP COMMON STOCK USD.001

88.580000Local21,317.000 642,818.70 1,888,259.8630.155214 1,245,441.16 0.3188.580000Base 642,818.70 1,888,259.8630.155214 1,245,441.16 0.31

458334109 INTER PARFUMS INC COMMON STOCK USD.001

61.770000Local12,422.000 285,509.74 767,306.9422.984201 481,797.20 0.1361.770000Base 285,509.74 767,306.9422.984201 481,797.20 0.13

458665304 INTERFACE INC COMMON STOCK USD.1

16.200000Local42,901.000 704,136.43 694,996.2016.413054 -9,140.23 0.1116.200000Base 704,136.43 694,996.2016.413054 -9,140.23 0.11

46116V105 INTL FCSTONE INC COMMON STOCK USD.01

38.960000Local11,452.000 347,078.97 446,169.9230.307280 99,090.95 0.0738.960000Base 347,078.97 446,169.9230.307280 99,090.95 0.07

461203101 INVACARE CORP COMMON STOCK USD.25

5.500000Local23,962.000 543,191.19 131,791.0022.668859 -411,400.19 0.025.500000Base 543,191.19 131,791.0022.668859 -411,400.19 0.02


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




46131B100 INVESCO MORTGAGE CAPITAL REIT USD.01

15.620000Local80,454.000 1,417,694.65 1,256,691.4817.621183 -161,003.17 0.2115.620000Base 1,417,694.65 1,256,691.4817.621183 -161,003.17 0.21

46145F105 INVESTMENT TECHNOLOGY GROUP COMMON STOCK USD.01

30.130000Local23,780.000 364,148.31 716,491.4015.313217 352,343.09 0.1230.130000Base 364,148.31 716,491.4015.313217 352,343.09 0.12

46269C102 IRIDIUM COMMUNICATIONS INC COMMON STOCK USD.001

23.880000Local69,510.000 766,206.51 1,659,898.8011.022968 893,692.29 0.2723.880000Base 766,206.51 1,659,898.8011.022968 893,692.29 0.27

462726100 IROBOT CORP COMMON STOCK USD.01

95.400000Local19,762.000 619,371.41 1,885,294.8031.341535 1,265,923.39 0.3195.400000Base 619,371.41 1,885,294.8031.341535 1,265,923.39 0.31

464287804 ISHARES CORE S+P SMALL CAP ETF ISHARES CORE S+P SMALL CAP E

79.300000Local519,603.000 41,930,049.26 41,204,517.9080.696319 -725,531.36 6.8079.300000Base 41,930,049.26 41,204,517.9080.696319 -725,531.36 6.80

465741106 ITRON INC COMMON STOCK

54.160000Local24,088.000 856,506.19 1,304,606.0835.557381 448,099.89 0.2254.160000Base 856,506.19 1,304,606.0835.557381 448,099.89 0.22

466032109 J + J SNACK FOODS CORP COMMON STOCK

156.870000Local10,795.000 713,046.69 1,693,411.6566.053422 980,364.96 0.28156.870000Base 713,046.69 1,693,411.6566.053422 980,364.96 0.28

477839104 JOHN BEAN TECHNOLOGIES CORP COMMON STOCK USD.01

82.540000Local22,782.000 649,178.10 1,880,426.2828.495220 1,231,248.18 0.3182.540000Base 649,178.10 1,880,426.2828.495220 1,231,248.18 0.31

48253L106 KLX ENERGY SERVICES HOLDING COMMON STOCK USD.01

20.190000Local14,664.000 420,461.03 296,066.1628.673011 -124,394.87 0.0520.190000Base 420,461.03 296,066.1628.673011 -124,394.87 0.05

483007704 KAISER ALUMINUM CORP COMMON STOCK USD.01

97.730000Local11,993.000 719,349.91 1,172,075.8959.980815 452,725.98 0.1997.730000Base 719,349.91 1,172,075.8959.980815 452,725.98 0.19


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




483548103 KAMAN CORP COMMON STOCK USD1.0

56.770000Local20,188.000 732,030.20 1,146,072.7636.260660 414,042.56 0.1956.770000Base 732,030.20 1,146,072.7636.260660 414,042.56 0.19

488152208 KELLY SERVICES INC A COMMON STOCK USD1.0

22.920000Local22,447.000 386,394.72 514,485.2417.213646 128,090.52 0.0822.920000Base 386,394.72 514,485.2417.213646 128,090.52 0.08

488360207 KEMET CORP COMMON STOCK USD.01

20.480000Local41,345.000 1,038,816.46 846,745.6025.125564 -192,070.86 0.1420.480000Base 1,038,816.46 846,745.6025.125564 -192,070.86 0.14

497498105 KIRKLAND S INC COMMON STOCK

10.850000Local11,325.000 159,091.59 122,876.2514.047823 -36,215.34 0.0210.850000Base 159,091.59 122,876.2514.047823 -36,215.34 0.02

49803T300 KITE REALTY GROUP TRUST REIT USD.01

16.510000Local60,334.000 1,461,078.01 996,114.3424.216495 -464,963.67 0.1616.510000Base 1,461,078.01 996,114.3424.216495 -464,963.67 0.16

49926D109 KNOWLES CORP COMMON STOCK USD.01

15.240000Local64,971.000 875,723.37 990,158.0413.478681 114,434.67 0.1615.240000Base 875,723.37 990,158.0413.478681 114,434.67 0.16

500600101 KOPIN CORP COMMON STOCK USD.01

1.660000Local44,465.000 172,446.44 73,811.903.878251 -98,634.54 0.011.660000Base 172,446.44 73,811.903.878251 -98,634.54 0.01

50060P106 KOPPERS HOLDINGS INC COMMON STOCK USD.01

18.640000Local15,263.000 530,965.13 284,502.3234.787730 -246,462.81 0.0518.640000Base 530,965.13 284,502.3234.787730 -246,462.81 0.05

500643200 KORN/FERRY INTERNATIONAL COMMON STOCK USD.01

48.970000Local41,069.000 838,104.84 2,011,148.9320.407238 1,173,044.09 0.3348.970000Base 838,104.84 2,011,148.9320.407238 1,173,044.09 0.33

50077C106 KRATON CORP COMMON STOCK USD.01

26.200000Local22,993.000 657,749.27 602,416.6028.606501 -55,332.67 0.1026.200000Base 657,749.27 602,416.6028.606501 -55,332.67 0.10


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




501242101 KULICKE + SOFFA INDUSTRIES COMMON STOCK

21.600000Local48,749.000 532,464.21 1,052,978.4010.922567 520,514.19 0.1721.600000Base 532,464.21 1,052,978.4010.922567 520,514.19 0.17

50187A107 LHC GROUP INC COMMON STOCK USD.01

104.870000Local21,013.000 764,037.54 2,203,633.3136.360231 1,439,595.77 0.36104.870000Base 764,037.54 2,203,633.3136.360231 1,439,595.77 0.36

50187T106 LGI HOMES INC COMMON STOCK USD.01

46.160000Local13,405.000 512,857.10 618,774.8038.258642 105,917.70 0.1046.160000Base 512,857.10 618,774.8038.258642 105,917.70 0.10

50189K103 LCI INDUSTRIES COMMON STOCK USD.01

77.380000Local18,186.000 669,831.04 1,407,232.6836.832236 737,401.64 0.2377.380000Base 669,831.04 1,407,232.6836.832236 737,401.64 0.23

502160104 LSB INDUSTRIES INC COMMON STOCK USD.1

7.670000Local14,650.000 492,721.38 112,365.5033.632859 -380,355.88 0.027.670000Base 492,721.38 112,365.5033.632859 -380,355.88 0.02

502175102 LTC PROPERTIES INC REIT USD.01

46.440000Local28,574.000 1,003,946.06 1,326,976.5635.134950 323,030.50 0.2246.440000Base 1,003,946.06 1,326,976.5635.134950 323,030.50 0.22

50218P107 LSC COMMUNICATIONS INC COMMON STOCK USD.01

10.020000Local24,087.000 757,312.60 241,351.7431.440719 -515,960.86 0.0410.020000Base 757,312.60 241,351.7431.440719 -515,960.86 0.04

505336107 LA Z BOY INC COMMON STOCK USD1.0

29.230000Local33,666.000 476,815.26 984,057.1814.163110 507,241.92 0.1629.230000Base 476,815.26 984,057.1814.163110 507,241.92 0.16

516012101 LANNETT CO INC COMMON STOCK USD.001

5.900000Local24,450.000 855,845.80 144,255.0035.003918 -711,590.80 0.025.900000Base 855,845.80 144,255.0035.003918 -711,590.80 0.02

516544103 LANTHEUS HOLDINGS INC COMMON STOCK USD.01

18.750000Local27,634.000 456,212.54 518,137.5016.509103 61,924.96 0.0918.750000Base 456,212.54 518,137.5016.509103 61,924.96 0.09


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




516806106 LAREDO PETROLEUM INC COMMON STOCK USD.01

4.370000Local110,694.000 719,078.20 483,732.786.496090 -235,345.42 0.084.370000Base 719,078.20 483,732.786.496090 -235,345.42 0.08

52471Y106 LEGACYTEXAS FINANCIAL GROUP COMMON STOCK USD.01

38.810000Local32,420.000 689,269.62 1,258,220.2021.260630 568,950.58 0.2138.810000Base 689,269.62 1,258,220.2021.260630 568,950.58 0.21

525558201 LEMAITRE VASCULAR INC COMMON STOCK USD.01

27.890000Local11,372.000 361,712.82 317,165.0831.807318 -44,547.74 0.0527.890000Base 361,712.82 317,165.0831.807318 -44,547.74 0.05

529043101 LEXINGTON REALTY TRUST REIT USD.0001

8.780000Local153,962.000 1,480,848.06 1,351,786.369.618270 -129,061.70 0.228.780000Base 1,480,848.06 1,351,786.369.618270 -129,061.70 0.22

535555106 LINDSAY CORP COMMON STOCK USD1.0

101.160000Local7,756.000 545,293.57 784,596.9670.306030 239,303.39 0.13101.160000Base 545,293.57 784,596.9670.306030 239,303.39 0.13

53635B107 LIQUIDITY SERVICES INC COMMON STOCK USD.001

6.480000Local18,560.000 444,462.62 120,268.8023.947339 -324,193.82 0.026.480000Base 444,462.62 120,268.8023.947339 -324,193.82 0.02

536797103 LITHIA MOTORS INC CL A COMMON STOCK

82.860000Local16,734.000 710,520.89 1,386,579.2442.459716 676,058.35 0.2382.860000Base 710,520.89 1,386,579.2442.459716 676,058.35 0.23

538146101 LIVEPERSON INC COMMON STOCK USD.001

18.870000Local41,424.000 512,381.92 781,670.8812.369204 269,288.96 0.1318.870000Base 512,381.92 781,670.8812.369204 269,288.96 0.13

55003T107 LUMBER LIQUIDATORS HOLDINGS COMMON STOCK USD.001

12.630000Local20,631.000 573,855.03 260,569.5327.815182 -313,285.50 0.0412.630000Base 573,855.03 260,569.5327.815182 -313,285.50 0.04

55027E102 LUMINEX CORP COMMON STOCK USD.001

29.370000Local29,915.000 663,083.03 878,603.5522.165570 215,520.52 0.1429.370000Base 663,083.03 878,603.5522.165570 215,520.52 0.14


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




550819106 LYDALL INC COMMON STOCK USD.1

22.130000Local12,544.000 194,159.04 277,598.7215.478240 83,439.68 0.0522.130000Base 194,159.04 277,598.7215.478240 83,439.68 0.05

552074700 WILLIAM LYON HOMES CL A COMMON STOCK USD.01

12.430000Local23,912.000 466,969.15 297,226.1619.528653 -169,742.99 0.0512.430000Base 466,969.15 297,226.1619.528653 -169,742.99 0.05

552676108 MDC HOLDINGS INC COMMON STOCK USD.01

29.450000Local32,557.000 701,563.50 958,803.6521.548776 257,240.15 0.1629.450000Base 701,563.50 958,803.6521.548776 257,240.15 0.16

55303J106 MGP INGREDIENTS INC COMMON STOCK

67.990000Local9,120.000 810,780.28 620,068.8088.901346 -190,711.48 0.1067.990000Base 810,780.28 620,068.8088.901346 -190,711.48 0.10

55305B101 M/I HOMES INC COMMON STOCK USD.01

23.540000Local20,594.000 378,371.26 484,782.7618.372888 106,411.50 0.0823.540000Base 378,371.26 484,782.7618.372888 106,411.50 0.08

553777103 MTS SYSTEMS CORP COMMON STOCK USD.25

51.450000Local12,879.000 593,430.87 662,624.5546.077403 69,193.68 0.1151.450000Base 593,430.87 662,624.5546.077403 69,193.68 0.11

55405W104 MYR GROUP INC/DELAWARE COMMON STOCK USD.01

31.300000Local11,946.000 366,658.69 373,909.8030.693009 7,251.11 0.0631.300000Base 366,658.69 373,909.8030.693009 7,251.11 0.06

556269108 STEVEN MADDEN LTD COMMON STOCK USD.0001

32.230000Local57,582.000 1,037,817.83 1,855,867.8618.023303 818,050.03 0.3132.230000Base 1,037,817.83 1,855,867.8618.023303 818,050.03 0.31

559079207 MAGELLAN HEALTH INC COMMON STOCK USD.01

54.520000Local17,707.000 966,226.68 965,385.6454.567498 -841.04 0.1654.520000Base 966,226.68 965,385.6454.567498 -841.04 0.16

564563104 MANTECH INTERNATIONAL CORP A COMMON STOCK USD.01

56.300000Local19,030.000 579,770.96 1,071,389.0030.466157 491,618.04 0.1856.300000Base 579,770.96 1,071,389.0030.466157 491,618.04 0.18


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




566324109 MARCUS + MILLICHAP INC COMMON STOCK USD.0001

36.490000Local15,318.000 555,698.75 558,953.8236.277500 3,255.07 0.0936.490000Base 555,698.75 558,953.8236.277500 3,255.07 0.09

566330106 MARCUS CORPORATION COMMON STOCK USD1.0

42.460000Local14,195.000 196,654.64 602,719.7013.853796 406,065.06 0.1042.460000Base 196,654.64 602,719.7013.853796 406,065.06 0.10

567908108 MARINEMAX INC COMMON STOCK USD.001

21.230000Local16,241.000 189,650.62 344,796.4311.677275 155,145.81 0.0621.230000Base 189,650.62 344,796.4311.677275 155,145.81 0.06

573075108 MARTEN TRANSPORT LTD COMMON STOCK USD.01

19.480000Local27,984.000 369,000.48 545,128.3213.186123 176,127.84 0.0919.480000Base 369,000.48 545,128.3213.186123 176,127.84 0.09

576690101 MATERION CORP COMMON STOCK

52.880000Local14,589.000 488,043.35 771,466.3233.452831 283,422.97 0.1352.880000Base 488,043.35 771,466.3233.452831 283,422.97 0.13

576853105 MATRIX SERVICE CO COMMON STOCK USD.01

20.440000Local19,364.000 292,532.30 395,800.1615.107018 103,267.86 0.0720.440000Base 292,532.30 395,800.1615.107018 103,267.86 0.07

57686G105 MATSON INC COMMON STOCK

39.350000Local30,789.000 812,518.03 1,211,547.1526.389880 399,029.12 0.2039.350000Base 812,518.03 1,211,547.1526.389880 399,029.12 0.20

577128101 MATTHEWS INTL CORP CLASS A COMMON STOCK USD1.0

42.130000Local23,156.000 1,001,805.92 975,562.2843.263341 -26,243.64 0.1642.130000Base 1,001,805.92 975,562.2843.263341 -26,243.64 0.16

57776J100 MAXLINEAR INC COMMON STOCK

20.400000Local45,021.000 1,360,900.12 918,428.4030.228118 -442,471.72 0.1520.400000Base 1,360,900.12 918,428.4030.228118 -442,471.72 0.15

584688105 MEDICINES COMPANY COMMON STOCK USD.001

22.130000Local47,402.000 1,128,308.43 1,049,006.2623.802971 -79,302.17 0.1722.130000Base 1,128,308.43 1,049,006.2623.802971 -79,302.17 0.17


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




58470H101 MEDIFAST INC COMMON STOCK USD.001

148.500000Local8,630.000 398,490.36 1,281,555.0046.175013 883,064.64 0.21148.500000Base 398,490.36 1,281,555.0046.175013 883,064.64 0.21

589378108 MERCURY SYSTEMS INC COMMON STOCK USD.01

51.810000Local34,910.000 697,333.17 1,808,687.1019.975170 1,111,353.93 0.3051.810000Base 697,333.17 1,808,687.1019.975170 1,111,353.93 0.30

589584101 MERIDIAN BIOSCIENCE INC COMMON STOCK

18.940000Local30,587.000 616,574.82 579,317.7820.158068 -37,257.04 0.1018.940000Base 616,574.82 579,317.7820.158068 -37,257.04 0.10

589889104 MERIT MEDICAL SYSTEMS INC COMMON STOCK

63.050000Local39,482.000 818,732.75 2,489,340.1020.736861 1,670,607.35 0.4163.050000Base 818,732.75 2,489,340.1020.736861 1,670,607.35 0.41

59001A102 MERITAGE HOMES CORP COMMON STOCK USD.01

38.250000Local27,539.000 850,551.89 1,053,366.7530.885359 202,814.86 0.1738.250000Base 850,551.89 1,053,366.7530.885359 202,814.86 0.17

59100U108 META FINANCIAL GROUP INC COMMON STOCK USD.01

22.860000Local19,777.000 482,113.72 452,102.2224.377495 -30,011.50 0.0722.860000Base 482,113.72 452,102.2224.377495 -30,011.50 0.07

591520200 METHODE ELECTRONICS INC COMMON STOCK USD.5

30.300000Local26,680.000 461,088.63 808,404.0017.282183 347,315.37 0.1330.300000Base 461,088.63 808,404.0017.282183 347,315.37 0.13

594972408 MICROSTRATEGY INC CL A COMMON STOCK USD.001

129.640000Local6,801.000 950,356.24 881,681.64139.737721 -68,674.60 0.15129.640000Base 950,356.24 881,681.64139.737721 -68,674.60 0.15

60740F105 MOBILE MINI INC COMMON STOCK USD.01

40.420000Local32,251.000 864,547.61 1,303,585.4226.806847 439,037.81 0.2240.420000Base 864,547.61 1,303,585.4226.806847 439,037.81 0.22

60877T100 MOMENTA PHARMACEUTICALS INC COMMON STOCK USD.0001

11.840000Local56,608.000 883,649.65 670,238.7215.609978 -213,410.93 0.1111.840000Base 883,649.65 670,238.7215.609978 -213,410.93 0.11


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




609027107 MONARCH CASINO + RESORT INC COMMON STOCK USD.01

40.000000Local8,525.000 121,817.85 341,000.0014.289484 219,182.15 0.0640.000000Base 121,817.85 341,000.0014.289484 219,182.15 0.06

61022P100 MONOTYPE IMAGING HOLDINGS IN COMMON STOCK USD.001

17.250000Local30,396.000 532,258.50 524,331.0017.510807 -7,927.50 0.0917.250000Base 532,258.50 524,331.0017.510807 -7,927.50 0.09

610236101 MONRO INC COMMON STOCK USD.01

81.320000Local23,714.000 1,026,805.59 1,928,422.4843.299553 901,616.89 0.3281.320000Base 1,026,805.59 1,928,422.4843.299553 901,616.89 0.32

615394202 MOOG INC CLASS A COMMON STOCK USD1.0

87.450000Local23,382.000 1,097,051.05 2,044,755.9046.918615 947,704.85 0.3487.450000Base 1,097,051.05 2,044,755.9046.918615 947,704.85 0.34

620071100 MOTORCAR PARTS OF AMERICA IN COMMON STOCK USD.01

17.950000Local13,640.000 455,666.01 244,838.0033.406599 -210,828.01 0.0417.950000Base 455,666.01 244,838.0033.406599 -210,828.01 0.04

624580106 MOVADO GROUP INC COMMON STOCK USD.01

37.640000Local11,918.000 256,328.77 448,593.5221.507700 192,264.75 0.0737.640000Base 256,328.77 448,593.5221.507700 192,264.75 0.07

624756102 MUELLER INDUSTRIES INC COMMON STOCK USD.01

23.820000Local41,529.000 957,185.04 989,220.7823.048594 32,035.74 0.1623.820000Base 957,185.04 989,220.7823.048594 32,035.74 0.16

625383104 MULTI COLOR CORP COMMON STOCK

44.400000Local10,051.000 613,124.29 446,264.4061.001322 -166,859.89 0.0744.400000Base 613,124.29 446,264.4061.001322 -166,859.89 0.07

628464109 MYERS INDUSTRIES INC COMMON STOCK

16.500000Local25,401.000 364,886.50 419,116.5014.365045 54,230.00 0.0716.500000Base 364,886.50 419,116.5014.365045 54,230.00 0.07

62855J104 MYRIAD GENETICS INC COMMON STOCK USD.01

32.240000Local53,860.000 1,139,888.33 1,736,446.4021.163913 596,558.07 0.2932.240000Base 1,139,888.33 1,736,446.4021.163913 596,558.07 0.29


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




628778102 N B T BANCORP INC COMMON STOCK USD.01

38.970000Local31,487.000 722,430.97 1,227,048.3922.943785 504,617.42 0.2038.970000Base 722,430.97 1,227,048.3922.943785 504,617.42 0.20

62914B100 NIC INC COMMON STOCK

13.000000Local47,996.000 808,506.14 623,948.0016.845282 -184,558.14 0.1013.000000Base 808,506.14 623,948.0016.845282 -184,558.14 0.10

629209305 NMI HOLDINGS INC CLASS A COMMON STOCK USD.01

19.540000Local47,416.000 733,632.40 926,508.6415.472254 192,876.24 0.1519.540000Base 733,632.40 926,508.6415.472254 192,876.24 0.15

630077105 NANOMETRICS INC COMMON STOCK

32.120000Local17,421.000 292,219.79 559,562.5216.773996 267,342.73 0.0932.120000Base 292,219.79 559,562.5216.773996 267,342.73 0.09

633707104 NATIONAL BANK HOLD CL A COMMON STOCK

37.230000Local18,617.000 590,592.19 693,110.9131.723274 102,518.72 0.1137.230000Base 590,592.19 693,110.9131.723274 102,518.72 0.11

637215104 NATIONAL PRESTO INDS INC COMMON STOCK USD1.0

128.480000Local3,623.000 341,113.66 465,483.0494.152266 124,369.38 0.08128.480000Base 341,113.66 465,483.0494.152266 124,369.38 0.08

637870106 NATIONAL STORAGE AFFILIATES REIT USD.01

27.970000Local40,760.000 1,002,331.65 1,140,057.2024.591061 137,725.55 0.1927.970000Base 1,002,331.65 1,140,057.2024.591061 137,725.55 0.19

638904102 NAVIGATORS GROUP INC COMMON STOCK USD.1

69.470000Local16,743.000 485,395.79 1,163,136.2128.990969 677,740.42 0.1969.470000Base 485,395.79 1,163,136.2128.990969 677,740.42 0.19

639050103 NATUS MEDICAL INC COMMON STOCK USD.001

35.380000Local24,107.000 520,580.94 852,905.6621.594597 332,324.72 0.1435.380000Base 520,580.94 852,905.6621.594597 332,324.72 0.14

63910B102 NAUTILUS INC COMMON STOCK

12.910000Local21,844.000 509,502.90 282,006.0423.324615 -227,496.86 0.0512.910000Base 509,502.90 282,006.0423.324615 -227,496.86 0.05


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




63935N107 NAVIGANT CONSULTING INC COMMON STOCK USD.001

25.620000Local30,711.000 366,026.71 786,815.8211.918424 420,789.11 0.1325.620000Base 366,026.71 786,815.8211.918424 420,789.11 0.13

640079109 NEENAH INC COMMON STOCK USD.01

68.880000Local12,117.000 380,754.69 834,618.9631.423181 453,864.27 0.1468.880000Base 380,754.69 834,618.9631.423181 453,864.27 0.14

640491106 NEOGEN CORP COMMON STOCK USD.16

64.860000Local37,375.000 961,942.19 2,424,142.5025.737584 1,462,200.31 0.4064.860000Base 961,942.19 2,424,142.5025.737584 1,462,200.31 0.40

64111Q104 NETGEAR INC COMMON STOCK USD.001

55.400000Local22,941.000 825,161.39 1,270,931.4035.968850 445,770.01 0.2155.400000Base 825,161.39 1,270,931.4035.968850 445,770.01 0.21

64704V106 NEW MEDIA INVESTMENT GROUP COMMON STOCK USD.01

13.200000Local39,129.000 626,333.90 516,502.8016.006898 -109,831.10 0.0913.200000Base 626,333.90 516,502.8016.006898 -109,831.10 0.09

649604501 NEW YORK MORTGAGE TRUST INC REIT USD.02

6.200000Local109,290.000 670,400.66 677,598.006.134145 7,197.34 0.116.200000Base 670,400.66 677,598.006.134145 7,197.34 0.11

651718504 NEWPARK RESOURCES INC COMMON STOCK USD.01

7.690000Local65,301.000 742,587.24 502,164.6911.371759 -240,422.55 0.087.690000Base 742,587.24 502,164.6911.371759 -240,422.55 0.08

65343C102 NEXTGEN HEALTHCARE INC COMMON STOCK USD.01

17.550000Local34,267.000 1,134,532.92 601,385.8533.108615 -533,147.07 0.1017.550000Base 1,134,532.92 601,385.8533.108615 -533,147.07 0.10

66611T108 NORTHFIELD BANCORP INC COMMON STOCK USD.01

14.090000Local33,905.000 527,633.28 477,721.4515.562108 -49,911.83 0.0814.090000Base 527,633.28 477,721.4515.562108 -49,911.83 0.08

667340103 NORTHWEST BANCSHARES INC COMMON STOCK USD.01

17.930000Local74,389.000 950,404.43 1,333,794.7712.776142 383,390.34 0.2217.930000Base 950,404.43 1,333,794.7712.776142 383,390.34 0.22


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




66765N105 NORTHWEST NATURAL HOLDING CO COMMON STOCK

66.330000Local20,777.000 980,585.81 1,378,138.4147.195736 397,552.60 0.2366.330000Base 980,585.81 1,378,138.4147.195736 397,552.60 0.23

67069D108 NUTRISYSTEM INC COMMON STOCK USD.001

37.190000Local21,232.000 331,890.40 789,618.0815.631613 457,727.68 0.1337.190000Base 331,890.40 789,618.0815.631613 457,727.68 0.13

67103X102 OFG BANCORP COMMON STOCK USD1.0

18.180000Local31,716.000 484,241.49 576,596.8815.268051 92,355.39 0.1018.180000Base 484,241.49 576,596.8815.268051 92,355.39 0.10

671044105 OSI SYSTEMS INC COMMON STOCK

72.400000Local12,134.000 608,164.98 878,501.6050.120733 270,336.62 0.1472.400000Base 608,164.98 878,501.6050.120733 270,336.62 0.14

67555N206 OCLARO INC COMMON STOCK USD.01

8.070000Local123,082.000 1,079,628.35 993,271.748.771619 -86,356.61 0.168.070000Base 1,079,628.35 993,271.748.771619 -86,356.61 0.16

676220106 OFFICE DEPOT INC COMMON STOCK USD.01

3.230000Local401,049.000 1,086,610.65 1,295,388.272.709421 208,777.62 0.213.230000Base 1,086,610.65 1,295,388.272.709421 208,777.62 0.21

678026105 OIL STATES INTERNATIONAL INC COMMON STOCK USD.01

22.420000Local43,255.000 1,068,987.79 969,777.1024.713624 -99,210.69 0.1622.420000Base 1,068,987.79 969,777.1024.713624 -99,210.69 0.16

680033107 OLD NATIONAL BANCORP COMMON STOCK

18.730000Local108,602.000 1,390,020.75 2,034,115.4612.799219 644,094.71 0.3418.730000Base 1,390,020.75 2,034,115.4612.799219 644,094.71 0.34

68162K106 OLYMPIC STEEL INC COMMON STOCK

18.360000Local6,588.000 152,322.94 120,955.6823.121272 -31,367.26 0.0218.360000Base 152,322.94 120,955.6823.121272 -31,367.26 0.02

68213N109 OMNICELL INC COMMON STOCK USD.001

77.230000Local28,318.000 623,453.34 2,186,999.1422.016150 1,563,545.80 0.3677.230000Base 623,453.34 2,186,999.1422.016150 1,563,545.80 0.36


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




68287N100 ONESPAN INC COMMON STOCK USD.001

16.970000Local22,639.000 285,511.13 384,183.8312.611473 98,672.70 0.0616.970000Base 285,511.13 384,183.8312.611473 98,672.70 0.06

684000102 OPUS BANK COMMON STOCK

21.600000Local15,586.000 491,569.15 336,657.6031.539147 -154,911.55 0.0621.600000Base 491,569.15 336,657.6031.539147 -154,911.55 0.06

68554V108 ORASURE TECHNOLOGIES INC COMMON STOCK USD.000001

12.700000Local44,112.000 575,885.41 560,222.4013.055074 -15,663.01 0.0912.700000Base 575,885.41 560,222.4013.055074 -15,663.01 0.09

68628V308 ORION GROUP HOLDINGS INC COMMON STOCK USD.01

4.360000Local20,833.000 174,702.63 90,831.888.385860 -83,870.75 0.014.360000Base 174,702.63 90,831.888.385860 -83,870.75 0.01

68633D103 ORITANI FINANCIAL CORP COMMON STOCK USD.01

15.590000Local28,343.000 392,291.59 441,867.3713.840863 49,575.78 0.0715.590000Base 392,291.59 441,867.3713.840863 49,575.78 0.07

68752M108 ORTHOFIX MEDICAL INC COMMON STOCK USD.1

60.250000Local13,644.000 544,530.59 822,051.0039.909894 277,520.41 0.1460.250000Base 544,530.59 822,051.0039.909894 277,520.41 0.14

690732102 OWENS + MINOR INC COMMON STOCK USD2.0

7.630000Local44,937.000 709,052.74 342,869.3115.778818 -366,183.43 0.067.630000Base 709,052.74 342,869.3115.778818 -366,183.43 0.06

691497309 OXFORD INDUSTRIES INC COMMON STOCK USD1.0

80.390000Local12,235.000 593,889.02 983,571.6548.540173 389,682.63 0.1680.390000Base 593,889.02 983,571.6548.540173 389,682.63 0.16

69327R101 PDC ENERGY INC COMMON STOCK USD.01

33.940000Local47,659.000 2,257,912.25 1,617,546.4647.376408 -640,365.79 0.2733.940000Base 2,257,912.25 1,617,546.4647.376408 -640,365.79 0.27

693282105 PDF SOLUTIONS INC COMMON STOCK USD.00015

9.250000Local19,979.000 359,733.99 184,805.7518.005605 -174,928.24 0.039.250000Base 359,733.99 184,805.7518.005605 -174,928.24 0.03


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




69336V101 PGT INNOVATIONS INC COMMON STOCK USD.01

19.270000Local41,762.000 446,875.53 804,753.7410.700530 357,878.21 0.1319.270000Base 446,875.53 804,753.7410.700530 357,878.21 0.13

69354N106 PRA GROUP INC COMMON STOCK USD.01

30.520000Local32,666.000 1,007,069.95 996,966.3230.829301 -10,103.63 0.1630.520000Base 1,007,069.95 996,966.3230.829301 -10,103.63 0.16

69360J107 PS BUSINESS PARKS INC/CA REIT USD.01

141.020000Local14,390.000 976,683.67 2,029,277.8067.872388 1,052,594.13 0.33141.020000Base 976,683.67 2,029,277.8067.872388 1,052,594.13 0.33

69478X105 PACIFIC PREMIER BANCORP INC COMMON STOCK USD.01

30.870000Local32,391.000 1,260,482.84 999,910.1738.914601 -260,572.67 0.1630.870000Base 1,260,482.84 999,910.1738.914601 -260,572.67 0.16

69888T207 PAR PACIFIC HOLDINGS INC COMMON STOCK USD.01

16.920000Local20,205.000 416,352.63 341,868.6020.606416 -74,484.03 0.0616.920000Base 416,352.63 341,868.6020.606416 -74,484.03 0.06

700416209 PARK ELECTROCHEMICAL CORP COMMON STOCK USD.1

17.810000Local13,869.000 368,586.83 247,006.8926.576309 -121,579.94 0.0417.810000Base 368,586.83 247,006.8926.576309 -121,579.94 0.04

703343103 PATRICK INDUSTRIES INC COMMON STOCK

39.720000Local16,805.000 728,293.35 667,494.6043.337896 -60,798.75 0.1139.720000Base 728,293.35 667,494.6043.337896 -60,798.75 0.11

70788V102 PENN VIRGINIA CORP COMMON STOCK

58.150000Local9,675.000 815,319.33 562,601.2584.270732 -252,718.08 0.0958.150000Base 815,319.33 562,601.2584.270732 -252,718.08 0.09

708160106 J.C. PENNEY CO INC COMMON STOCK USD.5

1.430000Local228,546.000 1,067,608.48 326,820.784.671307 -740,787.70 0.051.430000Base 1,067,608.48 326,820.784.671307 -740,787.70 0.05

709102107 PENN REAL ESTATE INVEST TST REIT USD1.0

8.190000Local46,231.000 736,570.61 378,631.8915.932396 -357,938.72 0.068.190000Base 736,570.61 378,631.8915.932396 -357,938.72 0.06


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




70931T103 PENNYMAC MORTGAGE INVESTMENT REIT USD.01

21.050000Local43,952.000 712,923.47 925,189.6016.220501 212,266.13 0.1521.050000Base 712,923.47 925,189.6016.220501 212,266.13 0.15

71375U101 PERFICIENT INC COMMON STOCK USD.001

25.310000Local25,122.000 333,182.42 635,837.8213.262575 302,655.40 0.1025.310000Base 333,182.42 635,837.8213.262575 302,655.40 0.10

716382106 PETMED EXPRESS INC COMMON STOCK USD.001

24.090000Local14,917.000 197,742.84 359,350.5313.256207 161,607.69 0.0624.090000Base 197,742.84 359,350.5313.256207 161,607.69 0.06

71742Q106 PHIBRO ANIMAL HEALTH CORP A COMMON STOCK USD.001

33.900000Local14,510.000 466,472.90 491,889.0032.148374 25,416.10 0.0833.900000Base 466,472.90 491,889.0032.148374 25,416.10 0.08

719405102 PHOTRONICS INC COMMON STOCK USD.01

9.700000Local49,314.000 479,408.80 478,345.809.721556 -1,063.00 0.089.700000Base 479,408.80 478,345.809.721556 -1,063.00 0.08

723664108 PIONEER ENERGY SERVICES CORP COMMON STOCK USD.1

2.530000Local56,622.000 540,556.00 143,253.669.546749 -397,302.34 0.022.530000Base 540,556.00 143,253.669.546749 -397,302.34 0.02

724078100 PIPER JAFFRAY COS COMMON STOCK USD.01

71.370000Local10,940.000 405,577.77 780,787.8037.072922 375,210.03 0.1371.370000Base 405,577.77 780,787.8037.072922 375,210.03 0.13

729132100 PLEXUS CORP COMMON STOCK USD.01

61.040000Local23,240.000 787,715.26 1,418,569.6033.894805 630,854.34 0.2361.040000Base 787,715.26 1,418,569.6033.894805 630,854.34 0.23

739128106 POWELL INDUSTRIES INC COMMON STOCK USD.01

30.570000Local6,315.000 240,448.37 193,049.5538.075751 -47,398.82 0.0330.570000Base 240,448.37 193,049.5538.075751 -47,398.82 0.03

739276103 POWER INTEGRATIONS INC COMMON STOCK USD.001

63.360000Local21,202.000 871,206.21 1,343,358.7241.090756 472,152.51 0.2263.360000Base 871,206.21 1,343,358.7241.090756 472,152.51 0.22


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




740367404 PREFERRED BANK/LOS ANGELES COMMON STOCK

51.220000Local10,072.000 675,063.85 515,887.8467.023814 -159,176.01 0.0951.220000Base 675,063.85 515,887.8467.023814 -159,176.01 0.09

74267C106 PROASSURANCE CORP COMMON STOCK USD.01

43.730000Local38,665.000 1,500,717.82 1,690,820.4538.813341 190,102.63 0.2843.730000Base 1,500,717.82 1,690,820.4538.813341 190,102.63 0.28

743187106 PROGENICS PHARMACEUTICALS COMMON STOCK USD.0013

5.190000Local60,579.000 640,226.77 314,405.0110.568461 -325,821.76 0.055.190000Base 640,226.77 314,405.0110.568461 -325,821.76 0.05

743312100 PROGRESS SOFTWARE CORP COMMON STOCK USD.01

35.160000Local32,460.000 795,024.13 1,141,293.6024.492425 346,269.47 0.1935.160000Base 795,024.13 1,141,293.6024.492425 346,269.47 0.19

74347M108 PROPETRO HOLDING CORP COMMON STOCK

16.220000Local53,045.000 960,333.47 860,389.9018.104128 -99,943.57 0.1416.220000Base 960,333.47 860,389.9018.104128 -99,943.57 0.14

743713109 PROTO LABS INC COMMON STOCK USD.001

128.690000Local19,491.000 1,563,553.09 2,508,296.7980.219234 944,743.70 0.41128.690000Base 1,563,553.09 2,508,296.7980.219234 944,743.70 0.41

743815102 PROVIDENCE SERVICE CORP COMMON STOCK USD.001

70.810000Local7,961.000 364,121.52 563,718.4145.738164 199,596.89 0.0970.810000Base 364,121.52 563,718.4145.738164 199,596.89 0.09

74386T105 PROVIDENT FINANCIAL SERVICES COMMON STOCK USD.01

25.680000Local44,331.000 691,147.08 1,138,420.0815.590604 447,273.00 0.1925.680000Base 691,147.08 1,138,420.0815.590604 447,273.00 0.19

747316107 QUAKER CHEMICAL CORP COMMON STOCK USD1.0

206.240000Local9,613.000 513,082.93 1,982,585.1253.373861 1,469,502.19 0.33206.240000Base 513,082.93 1,982,585.1253.373861 1,469,502.19 0.33

74758T303 QUALYS INC COMMON STOCK USD.001

78.760000Local24,188.000 758,810.61 1,905,046.8831.371366 1,146,236.27 0.3178.760000Base 758,810.61 1,905,046.8831.371366 1,146,236.27 0.31


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




747619104 QUANEX BUILDING PRODUCTS COMMON STOCK USD.01

15.790000Local25,357.000 435,228.09 400,387.0317.164021 -34,841.06 0.0715.790000Base 435,228.09 400,387.0317.164021 -34,841.06 0.07

74874Q100 QUINSTREET INC COMMON STOCK USD.001

16.140000Local26,511.000 208,653.29 427,887.547.870442 219,234.25 0.0716.140000Base 208,653.29 427,887.547.870442 219,234.25 0.07

74909E106 QUORUM HEALTH CORP COMMON STOCK USD.0001

4.410000Local18,043.000 219,571.50 79,569.6312.169345 -140,001.87 0.014.410000Base 219,571.50 79,569.6312.169345 -140,001.87 0.01

749607107 RLI CORP COMMON STOCK USD1.0

75.820000Local28,137.000 1,075,506.19 2,133,347.3438.223911 1,057,841.15 0.3575.820000Base 1,075,506.19 2,133,347.3438.223911 1,057,841.15 0.35

74967X103 RH COMMON STOCK USD.0001

116.140000Local14,102.000 416,800.19 1,637,806.2829.556105 1,221,006.09 0.27116.140000Base 416,800.19 1,637,806.2829.556105 1,221,006.09 0.27

74971D101 RPT REALTY REIT USD.01

14.290000Local57,758.000 760,192.98 825,361.8213.161692 65,168.84 0.1414.290000Base 760,192.98 825,361.8213.161692 65,168.84 0.14

750917106 RAMBUS INC COMMON STOCK USD.001

8.720000Local77,496.000 883,500.68 675,765.1211.400597 -207,735.56 0.118.720000Base 883,500.68 675,765.1211.400597 -207,735.56 0.11

754212108 RAVEN INDUSTRIES INC COMMON STOCK USD1.0

40.350000Local25,902.000 555,736.57 1,045,145.7021.455354 489,409.13 0.1740.350000Base 555,736.57 1,045,145.7021.455354 489,409.13 0.17

75508B104 RAYONIER ADVANCED MATERIALS COMMON STOCK USD.01

14.750000Local36,954.000 814,301.55 545,071.5022.035546 -269,230.05 0.0914.750000Base 814,301.55 545,071.5022.035546 -269,230.05 0.09

75524W108 RE/MAX HOLDINGS INC CL A COMMON STOCK USD.0001

32.970000Local12,789.000 417,843.12 421,653.3332.672071 3,810.21 0.0732.970000Base 417,843.12 421,653.3332.672071 3,810.21 0.07


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




75689M101 RED ROBIN GOURMET BURGERS COMMON STOCK USD.001

34.690000Local9,383.000 389,394.46 325,496.2741.499996 -63,898.19 0.0534.690000Base 389,394.46 325,496.2741.499996 -63,898.19 0.05

758075402 REDWOOD TRUST INC REIT USD.01

16.690000Local59,801.000 971,860.93 998,078.6916.251583 26,217.76 0.1616.690000Base 971,860.93 998,078.6916.251583 26,217.76 0.16

758932107 REGIS CORP COMMON STOCK USD.05

18.270000Local23,890.000 373,508.03 436,470.3015.634493 62,962.27 0.0718.270000Base 373,508.03 436,470.3015.634493 62,962.27 0.07

75901B107 REGENXBIO INC COMMON STOCK USD.0001

59.910000Local21,205.000 1,515,249.80 1,270,391.5571.457194 -244,858.25 0.2159.910000Base 1,515,249.80 1,270,391.5571.457194 -244,858.25 0.21

75972A301 RENEWABLE ENERGY GROUP INC COMMON STOCK USD.0001

26.950000Local26,877.000 523,022.26 724,335.1519.459845 201,312.89 0.1226.950000Base 523,022.26 724,335.1519.459845 201,312.89 0.12

759916109 REPLIGEN CORP COMMON STOCK USD.01

64.670000Local28,118.000 628,726.57 1,818,391.0622.360288 1,189,664.49 0.3064.670000Base 628,726.57 1,818,391.0622.360288 1,189,664.49 0.30

76009N100 RENT A CENTER INC COMMON STOCK USD.01

14.680000Local32,025.000 381,617.76 470,127.0011.916245 88,509.24 0.0814.680000Base 381,617.76 470,127.0011.916245 88,509.24 0.08

76122Q105 RESOURCES CONNECTION INC COMMON STOCK USD.01

16.840000Local21,652.000 256,157.51 364,619.6811.830663 108,462.17 0.0616.840000Base 256,157.51 364,619.6811.830663 108,462.17 0.06

76131N101 RETAIL OPPORTUNITY INVESTMEN REIT USD.0001

18.100000Local81,322.000 1,351,538.97 1,471,928.2016.619598 120,389.23 0.2418.100000Base 1,351,538.97 1,471,928.2016.619598 120,389.23 0.24

761624105 REX AMERICAN RESOURCES CORP COMMON STOCK USD.01

69.590000Local4,127.000 239,077.24 287,197.9357.930031 48,120.69 0.0569.590000Base 239,077.24 287,197.9357.930031 48,120.69 0.05


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




76680V108 RING ENERGY INC COMMON STOCK USD.001

6.990000Local41,047.000 600,643.49 286,918.5314.633067 -313,724.96 0.056.990000Base 600,643.49 286,918.5314.633067 -313,724.96 0.05

775133101 ROGERS CORP COMMON STOCK USD1.0

128.660000Local13,266.000 687,870.87 1,706,803.5651.852169 1,018,932.69 0.28128.660000Base 687,870.87 1,706,803.5651.852169 1,018,932.69 0.28

781270103 RUDOLPH TECHNOLOGIES INC COMMON STOCK USD.001

21.220000Local23,004.000 239,067.89 488,144.8810.392449 249,076.99 0.0821.220000Base 239,067.89 488,144.8810.392449 249,076.99 0.08

783332109 RUTH S HOSPITALITY GROUP INC COMMON STOCK USD.01

24.470000Local20,572.000 163,569.01 503,396.847.951050 339,827.83 0.0824.470000Base 163,569.01 503,396.847.951050 339,827.83 0.08

783859101 S + T BANCORP INC COMMON STOCK USD2.5

42.270000Local25,239.000 589,875.58 1,066,852.5323.371591 476,976.95 0.1842.270000Base 589,875.58 1,066,852.5323.371591 476,976.95 0.18

784635104 SPX CORP COMMON STOCK USD.01

29.580000Local31,044.000 402,230.81 918,281.5212.956797 516,050.71 0.1529.580000Base 402,230.81 918,281.5212.956797 516,050.71 0.15

78463M107 SPS COMMERCE INC COMMON STOCK USD.001

85.230000Local12,605.000 927,516.50 1,074,324.1573.583221 146,807.65 0.1885.230000Base 927,516.50 1,074,324.1573.583221 146,807.65 0.18

78469X107 SPX FLOW INC COMMON STOCK USD.01

37.530000Local30,655.000 1,033,128.85 1,150,482.1533.701806 117,353.30 0.1937.530000Base 1,033,128.85 1,150,482.1533.701806 117,353.30 0.19

78470V108 SRC ENERGY INC COMMON STOCK USD.001

5.770000Local175,186.000 1,516,132.82 1,010,823.228.654418 -505,309.60 0.175.770000Base 1,516,132.82 1,010,823.228.654418 -505,309.60 0.17

78648T100 SAFETY INSURANCE GROUP INC COMMON STOCK USD.01

87.820000Local10,472.000 521,358.25 919,651.0449.785929 398,292.79 0.1587.820000Base 521,358.25 919,651.0449.785929 398,292.79 0.15


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




78709Y105 SAIA INC COMMON STOCK USD.001

60.310000Local18,527.000 664,357.49 1,117,363.3735.858881 453,005.88 0.1860.310000Base 664,357.49 1,117,363.3735.858881 453,005.88 0.18

800422107 JOHN B. SANFILIPPO + SON INC COMMON STOCK USD.01

62.220000Local6,308.000 460,069.96 392,483.7672.934363 -67,586.20 0.0662.220000Base 460,069.96 392,483.7672.934363 -67,586.20 0.06

801056102 SANMINA CORP COMMON STOCK USD.01

27.040000Local48,971.000 849,964.44 1,324,175.8417.356485 474,211.40 0.2227.040000Base 849,964.44 1,324,175.8417.356485 474,211.40 0.22

804395101 SAUL CENTERS INC REIT USD.01

52.650000Local8,271.000 360,212.93 435,468.1543.551315 75,255.22 0.0752.650000Base 360,212.93 435,468.1543.551315 75,255.22 0.07

806037107 SCANSOURCE INC COMMON STOCK

38.040000Local18,456.000 656,246.62 702,066.2435.557359 45,819.62 0.1238.040000Base 656,246.62 702,066.2435.557359 45,819.62 0.12

807066105 SCHOLASTIC CORP COMMON STOCK USD.01

46.210000Local19,994.000 634,915.24 923,922.7431.755289 289,007.50 0.1546.210000Base 634,915.24 923,922.7431.755289 289,007.50 0.15

808541106 SCHWEITZER MAUDUIT INTL INC COMMON STOCK USD.1

28.510000Local22,179.000 714,127.80 632,323.2932.198377 -81,804.51 0.1028.510000Base 714,127.80 632,323.2932.198377 -81,804.51 0.10

808CVR104 SCHULMAN A INC CVR COM COMMON STOCK

1.910000Local21,096.000 40,293.36 40,293.361.910000 0.00 0.011.910000Base 40,293.36 40,293.361.910000 0.00 0.01

811054402 EW SCRIPPS CO/THE A COMMON STOCK USD.01

17.630000Local41,432.000 664,859.07 730,446.1616.046994 65,587.09 0.1217.630000Base 664,859.07 730,446.1616.046994 65,587.09 0.12

811707801 SEACOAST BANKING CORP/FL COMMON STOCK USD.1

29.000000Local36,865.000 988,883.64 1,069,085.0026.824458 80,201.36 0.1829.000000Base 988,883.64 1,069,085.0026.824458 80,201.36 0.18


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




811904101 SEACOR HOLDINGS INC COMMON STOCK USD.01

41.540000Local12,353.000 573,547.06 513,143.6246.429779 -60,403.44 0.0841.540000Base 573,547.06 513,143.6246.429779 -60,403.44 0.08

81619Q105 SELECT MEDICAL HOLDINGS CORP COMMON STOCK USD.001

19.380000Local78,136.000 1,065,239.13 1,514,275.6813.633141 449,036.55 0.2519.380000Base 1,065,239.13 1,514,275.6813.633141 449,036.55 0.25

816300107 SELECTIVE INSURANCE GROUP COMMON STOCK USD2.0

66.370000Local42,426.000 886,741.76 2,815,813.6220.900904 1,929,071.86 0.4666.370000Base 886,741.76 2,815,813.6220.900904 1,929,071.86 0.46

816850101 SEMTECH CORP COMMON STOCK USD.01

53.340000Local47,772.000 992,992.71 2,548,158.4820.786082 1,555,165.77 0.4253.340000Base 992,992.71 2,548,158.4820.786082 1,555,165.77 0.42

817070501 SENECA FOODS CORP CL A COMMON STOCK USD.25

33.470000Local4,877.000 133,841.09 163,233.1927.443324 29,392.10 0.0333.470000Base 133,841.09 163,233.1927.443324 29,392.10 0.03

81768T108 SERVISFIRST BANCSHARES INC COMMON STOCK USD.001

39.370000Local33,013.000 758,711.30 1,299,721.8122.982198 541,010.51 0.2139.370000Base 758,711.30 1,299,721.8122.982198 541,010.51 0.21

819047101 SHAKE SHACK INC CLASS A COMMON STOCK USD.01

55.550000Local18,531.000 776,048.74 1,029,397.0541.878406 253,348.31 0.1755.550000Base 776,048.74 1,029,397.0541.878406 253,348.31 0.17

824889109 SHOE CARNIVAL INC COMMON STOCK USD.01

37.930000Local7,542.000 225,222.81 286,068.0629.862478 60,845.25 0.0537.930000Base 225,222.81 286,068.0629.862478 60,845.25 0.05

82568P304 SHUTTERFLY INC COMMON STOCK USD.0001

49.990000Local24,125.000 1,107,647.65 1,206,008.7545.912856 98,361.10 0.2049.990000Base 1,107,647.65 1,206,008.7545.912856 98,361.10 0.20

825690100 SHUTTERSTOCK INC COMMON STOCK USD.01

38.210000Local13,363.000 609,738.04 510,600.2345.628829 -99,137.81 0.0838.210000Base 609,738.04 510,600.2345.628829 -99,137.81 0.08


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




828730200 SIMMONS FIRST NATL CORP CL A COMMON STOCK USD.01

29.400000Local66,549.000 1,486,221.36 1,956,540.6022.332738 470,319.24 0.3229.400000Base 1,486,221.36 1,956,540.6022.332738 470,319.24 0.32

829073105 SIMPSON MANUFACTURING CO INC COMMON STOCK USD.01

58.500000Local30,059.000 944,546.33 1,758,451.5031.423079 813,905.17 0.2958.500000Base 944,546.33 1,758,451.5031.423079 813,905.17 0.29

830879102 SKYWEST INC COMMON STOCK

57.680000Local37,553.000 581,665.16 2,166,057.0415.489180 1,584,391.88 0.3657.680000Base 581,665.16 2,166,057.0415.489180 1,584,391.88 0.36

83125X103 SLEEP NUMBER CORP COMMON STOCK USD.01

38.340000Local25,161.000 506,471.72 964,672.7420.129237 458,201.02 0.1638.340000Base 506,471.72 964,672.7420.129237 458,201.02 0.16

83417M104 SOLAREDGE TECHNOLOGIES INC COMMON STOCK USD.0001

38.930000Local30,840.000 826,040.87 1,200,601.2026.784723 374,560.33 0.2038.930000Base 826,040.87 1,200,601.2026.784723 374,560.33 0.20

835451105 SONIC CORP COMMON STOCK USD.01

43.450000Local24,726.000 349,351.93 1,074,344.7014.128930 724,992.77 0.1843.450000Base 349,351.93 1,074,344.7014.128930 724,992.77 0.18

83545G102 SONIC AUTOMOTIVE INC CLASS A COMMON STOCK USD.01

15.790000Local17,057.000 282,935.62 269,330.0316.587654 -13,605.59 0.0415.790000Base 282,935.62 269,330.0316.587654 -13,605.59 0.04

838518108 SOUTH JERSEY INDUSTRIES COMMON STOCK USD1.25

31.200000Local61,678.000 1,714,092.18 1,924,353.6027.790982 210,261.42 0.3231.200000Base 1,714,092.18 1,924,353.6027.790982 210,261.42 0.32

84470P109 SOUTHSIDE BANCSHARES INC COMMON STOCK USD1.25

34.130000Local23,784.000 644,650.47 811,747.9227.104376 167,097.45 0.1334.130000Base 644,650.47 811,747.9227.104376 167,097.45 0.13

847215100 SPARTANNASH CO COMMON STOCK

18.750000Local25,911.000 571,026.73 485,831.2522.038004 -85,195.48 0.0818.750000Base 571,026.73 485,831.2522.038004 -85,195.48 0.08


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




84763A108 SPECTRUM PHARMACEUTICALS INC COMMON STOCK USD.001

14.460000Local71,334.000 801,971.83 1,031,489.6411.242491 229,517.81 0.1714.460000Base 801,971.83 1,031,489.6411.242491 229,517.81 0.17

84857L101 SPIRE INC COMMON STOCK USD1.0

78.910000Local36,533.000 1,793,116.39 2,882,819.0349.082101 1,089,702.64 0.4878.910000Base 1,793,116.39 2,882,819.0349.082101 1,089,702.64 0.48

84863T106 SPOK HOLDINGS INC COMMON STOCK USD.0001

14.570000Local13,049.000 196,194.85 190,123.9315.035240 -6,070.92 0.0314.570000Base 196,194.85 190,123.9315.035240 -6,070.92 0.03

852857200 STAMPS.COM INC COMMON STOCK USD.001

171.460000Local12,307.000 598,143.71 2,110,158.2248.601910 1,512,014.51 0.35171.460000Base 598,143.71 2,110,158.2248.601910 1,512,014.51 0.35

853666105 STANDARD MOTOR PRODS COMMON STOCK USD2.0

52.670000Local14,553.000 322,018.87 766,506.5122.127319 444,487.64 0.1352.670000Base 322,018.87 766,506.5122.127319 444,487.64 0.13

854231107 STANDEX INTERNATIONAL CORP COMMON STOCK USD1.5

79.700000Local9,236.000 417,709.36 736,109.2045.226219 318,399.84 0.1279.700000Base 417,709.36 736,109.2045.226219 318,399.84 0.12

858586100 STEPAN CO COMMON STOCK USD1.0

80.820000Local14,614.000 672,790.54 1,181,103.4846.037398 508,312.94 0.1980.820000Base 672,790.54 1,181,103.4846.037398 508,312.94 0.19

860372101 STEWART INFORMATION SERVICES COMMON STOCK USD1.0

42.060000Local17,122.000 365,168.23 720,151.3221.327428 354,983.09 0.1242.060000Base 365,168.23 720,151.3221.327428 354,983.09 0.12

86272C103 STRATEGIC EDUCATION INC COMMON STOCK USD.01

136.490000Local15,513.000 792,567.83 2,117,369.3751.090558 1,324,801.54 0.35136.490000Base 792,567.83 2,117,369.3751.090558 1,324,801.54 0.35

864159108 STURM RUGER + CO INC COMMON STOCK USD1.0

53.610000Local12,591.000 456,994.67 675,003.5136.295343 218,008.84 0.1153.610000Base 456,994.67 675,003.5136.295343 218,008.84 0.11


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




866082100 SUMMIT HOTEL PROPERTIES INC REIT

11.150000Local75,531.000 1,048,197.87 842,170.6513.877717 -206,027.22 0.1411.150000Base 1,048,197.87 842,170.6513.877717 -206,027.22 0.14

86722A103 SUNCOKE ENERGY INC COMMON STOCK USD.01

9.760000Local46,675.000 634,289.45 455,548.0013.589490 -178,741.45 0.089.760000Base 634,289.45 455,548.0013.589490 -178,741.45 0.08

868157108 SUPERIOR ENERGY SERVICES INC COMMON STOCK USD.001

5.450000Local111,610.000 657,103.88 608,274.505.887500 -48,829.38 0.105.450000Base 657,103.88 608,274.505.887500 -48,829.38 0.10

868168105 SUPERIOR INDUSTRIES INTL COMMON STOCK

7.360000Local16,620.000 326,420.69 122,323.2019.640234 -204,097.49 0.027.360000Base 326,420.69 122,323.2019.640234 -204,097.49 0.02

868459108 SUPERNUS PHARMACEUTICALS INC COMMON STOCK USD.001

47.420000Local37,676.000 744,887.35 1,786,595.9219.770871 1,041,708.57 0.2947.420000Base 744,887.35 1,786,595.9219.770871 1,041,708.57 0.29

868873100 SURMODICS INC COMMON STOCK USD.05

60.590000Local9,628.000 168,011.55 583,360.5217.450306 415,348.97 0.1060.590000Base 168,011.55 583,360.5217.450306 415,348.97 0.10

871237103 SYKES ENTERPRISES INC COMMON STOCK USD.01

27.620000Local28,717.000 555,843.57 793,163.5419.355907 237,319.97 0.1327.620000Base 555,843.57 793,163.5419.355907 237,319.97 0.13

87305R109 TTM TECHNOLOGIES COMMON STOCK USD.001

11.890000Local66,592.000 809,833.79 791,778.8812.161127 -18,054.91 0.1311.890000Base 809,833.79 791,778.8812.161127 -18,054.91 0.13

873379101 TABULA RASA HEALTHCARE INC COMMON STOCK USD.0001

75.480000Local12,132.000 549,238.80 915,723.3645.271909 366,484.56 0.1575.480000Base 549,238.80 915,723.3645.271909 366,484.56 0.15

87357P100 TACTILE SYSTEMS TECHNOLOGY I COMMON STOCK USD.001

56.240000Local12,029.000 410,243.95 676,510.9634.104576 266,267.01 0.1156.240000Base 410,243.95 676,510.9634.104576 266,267.01 0.11


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




87403A107 TAILORED BRANDS INC COMMON STOCK USD.01

22.900000Local35,926.000 1,193,239.21 822,705.4033.213806 -370,533.81 0.1422.900000Base 1,193,239.21 822,705.4033.213806 -370,533.81 0.14

878155100 TEAM INC COMMON STOCK USD.3

16.710000Local21,649.000 621,827.29 361,754.7928.723141 -260,072.50 0.0616.710000Base 621,827.29 361,754.7928.723141 -260,072.50 0.06

87874R100 TECHTARGET COMMON STOCK USD.001

14.390000Local15,723.000 316,654.48 226,253.9720.139571 -90,400.51 0.0414.390000Base 316,654.48 226,253.9720.139571 -90,400.51 0.04

880345103 TENNANT CO COMMON STOCK USD.375

59.850000Local13,035.000 582,910.01 780,144.7544.718835 197,234.74 0.1359.850000Base 582,910.01 780,144.7544.718835 197,234.74 0.13

88162F105 TETRA TECHNOLOGIES INC COMMON STOCK USD.01

2.320000Local90,627.000 772,210.08 210,254.648.520751 -561,955.44 0.032.320000Base 772,210.08 210,254.648.520751 -561,955.44 0.03

88162G103 TETRA TECH INC COMMON STOCK USD.01

60.960000Local39,901.000 988,880.52 2,432,364.9624.783352 1,443,484.44 0.4060.960000Base 988,880.52 2,432,364.9624.783352 1,443,484.44 0.40

88554D205 3D SYSTEMS CORP COMMON STOCK USD.001

12.380000Local82,227.000 1,001,974.19 1,017,970.2612.185465 15,996.07 0.1712.380000Base 1,001,974.19 1,017,970.2612.185465 15,996.07 0.17

88677Q109 TILE SHOP HLDGS INC COMMON STOCK USD.0001

5.910000Local28,124.000 426,561.31 166,212.8415.167164 -260,348.47 0.035.910000Base 426,561.31 166,212.8415.167164 -260,348.47 0.03

887399103 TIMKENSTEEL CORP COMMON STOCK

11.040000Local28,292.000 503,299.07 312,343.6817.789448 -190,955.39 0.0511.040000Base 503,299.07 312,343.6817.789448 -190,955.39 0.05

88830M102 TITAN INTERNATIONAL INC COMMON STOCK

6.510000Local36,282.000 766,358.27 236,195.8221.122272 -530,162.45 0.046.510000Base 766,358.27 236,195.8221.122272 -530,162.45 0.04


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




88870P106 TIVO CORP COMMON STOCK USD.001

9.900000Local89,255.000 1,235,563.57 883,624.5013.843074 -351,939.07 0.159.900000Base 1,235,563.57 883,624.5013.843074 -351,939.07 0.15

88870R102 TIVITY HEALTH INC COMMON STOCK USD.001

40.960000Local28,849.000 492,097.88 1,181,655.0417.057710 689,557.16 0.1940.960000Base 492,097.88 1,181,655.0417.057710 689,557.16 0.19

890110109 TOMPKINS FINANCIAL CORP COMMON STOCK USD.1

81.770000Local8,923.000 405,023.74 729,633.7145.390983 324,609.97 0.1281.770000Base 405,023.74 729,633.7145.390983 324,609.97 0.12

89055F103 TOPBUILD CORP COMMON STOCK

50.950000Local25,705.000 762,108.78 1,309,669.7529.648270 547,560.97 0.2250.950000Base 762,108.78 1,309,669.7529.648270 547,560.97 0.22

894650100 TREDEGAR CORP COMMON STOCK

16.660000Local18,430.000 360,431.47 307,043.8019.556781 -53,387.67 0.0516.660000Base 360,431.47 307,043.8019.556781 -53,387.67 0.05

89531P105 TREX COMPANY INC COMMON STOCK USD.01

63.730000Local42,341.000 963,911.20 2,698,391.9322.765433 1,734,480.73 0.4563.730000Base 963,911.20 2,698,391.9322.765433 1,734,480.73 0.45

89679E300 TRIUMPH BANCORP INC COMMON STOCK USD.01

38.280000Local17,452.000 729,417.22 668,062.5641.795623 -61,354.66 0.1138.280000Base 729,417.22 668,062.5641.795623 -61,354.66 0.11

896818101 TRIUMPH GROUP INC COMMON STOCK USD.001

16.810000Local35,919.000 979,495.48 603,798.3927.269564 -375,697.09 0.1016.810000Base 979,495.48 603,798.3927.269564 -375,697.09 0.10

89785X101 TRUEBLUE INC COMMON STOCK

25.250000Local29,296.000 540,814.88 739,724.0018.460366 198,909.12 0.1225.250000Base 540,814.88 739,724.0018.460366 198,909.12 0.12

898349105 TRUSTCO BANK CORP NY COMMON STOCK USD1.0

7.890000Local69,616.000 391,998.72 549,270.245.630871 157,271.52 0.097.890000Base 391,998.72 549,270.245.630871 157,271.52 0.09


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




89854H102 TTEC HOLDINGS INC COMMON STOCK USD.01

29.250000Local9,988.000 200,843.81 292,149.0020.108511 91,305.19 0.0529.250000Base 200,843.81 292,149.0020.108511 91,305.19 0.05

902104108 II VI INC COMMON STOCK

37.420000Local42,395.000 968,106.34 1,586,420.9022.835390 618,314.56 0.2637.420000Base 968,106.34 1,586,420.9022.835390 618,314.56 0.26

90333L201 US CONCRETE INC COMMON STOCK USD.001

39.330000Local11,527.000 530,453.49 453,356.9146.018347 -77,096.58 0.0739.330000Base 530,453.49 453,356.9146.018347 -77,096.58 0.07

90337L108 U.S. PHYSICAL THERAPY INC COMMON STOCK USD.01

118.990000Local9,143.000 468,621.00 1,087,925.5751.254621 619,304.57 0.18118.990000Base 468,621.00 1,087,925.5751.254621 619,304.57 0.18

90346E103 US SILICA HOLDINGS INC COMMON STOCK USD.01

14.190000Local55,906.000 1,831,888.84 793,306.1432.767303 -1,038,582.70 0.1314.190000Base 1,831,888.84 793,306.1432.767303 -1,038,582.70 0.13

90385V107 ULTRA CLEAN HOLDINGS INC COMMON STOCK USD.001

9.400000Local28,076.000 621,578.47 263,914.4022.139139 -357,664.07 0.049.400000Base 621,578.47 263,914.4022.139139 -357,664.07 0.04

904677200 UNIFI INC COMMON STOCK USD.1

27.770000Local10,445.000 316,340.32 290,057.6530.286292 -26,282.67 0.0527.770000Base 316,340.32 290,057.6530.286292 -26,282.67 0.05

904708104 UNIFIRST CORP/MA COMMON STOCK USD.1

154.410000Local11,117.000 783,410.07 1,716,575.9770.469557 933,165.90 0.28154.410000Base 783,410.07 1,716,575.9770.469557 933,165.90 0.28

909214306 UNISYS CORP COMMON STOCK USD.01

13.520000Local36,785.000 674,963.12 497,333.2018.348868 -177,629.92 0.0813.520000Base 674,963.12 497,333.2018.348868 -177,629.92 0.08

909218109 UNIT CORP COMMON STOCK USD.2

20.800000Local39,002.000 927,971.16 811,241.6023.792912 -116,729.56 0.1320.800000Base 927,971.16 811,241.6023.792912 -116,729.56 0.13


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




90984P303 UNITED COMMUNITY BANKS/GA COMMON STOCK USD1.0

25.850000Local57,068.000 922,023.57 1,475,207.8016.156578 553,184.23 0.2425.850000Base 922,023.57 1,475,207.8016.156578 553,184.23 0.24

910340108 UNITED FIRE GROUP INC COMMON STOCK USD.001

53.870000Local15,354.000 362,282.47 827,119.9823.595315 464,837.51 0.1453.870000Base 362,282.47 827,119.9823.595315 464,837.51 0.14

910710102 UNITED INSURANCE HOLDINGS CO COMMON STOCK USD.0001

19.400000Local15,431.000 342,009.75 299,361.4022.163810 -42,648.35 0.0519.400000Base 342,009.75 299,361.4022.163810 -42,648.35 0.05

911163103 UNITED NATURAL FOODS INC COMMON STOCK USD.01

21.610000Local36,386.000 821,868.78 786,301.4622.587500 -35,567.32 0.1321.610000Base 821,868.78 786,301.4622.587500 -35,567.32 0.13

913456109 UNIVERSAL CORP/VA COMMON STOCK

63.400000Local17,991.000 866,491.11 1,140,629.4048.162476 274,138.29 0.1963.400000Base 866,491.11 1,140,629.4048.162476 274,138.29 0.19

913483103 UNIVERSAL ELECTRONICS INC COMMON STOCK USD.01

34.480000Local9,974.000 297,414.52 343,903.5229.818981 46,489.00 0.0634.480000Base 297,414.52 343,903.5229.818981 46,489.00 0.06

913543104 UNIVERSAL FOREST PRODUCTS COMMON STOCK

27.660000Local44,443.000 582,827.37 1,229,293.3813.114042 646,466.01 0.2027.660000Base 582,827.37 1,229,293.3813.114042 646,466.01 0.20

91359E105 UNIVERSAL HEALTH RLTY INCOME REIT USD.01

70.210000Local9,107.000 396,633.58 639,402.4743.552606 242,768.89 0.1170.210000Base 396,633.58 639,402.4743.552606 242,768.89 0.11

91359V107 UNIVERSAL INSURANCE HOLDINGS COMMON STOCK USD.01

43.890000Local23,134.000 393,042.67 1,015,351.2616.989828 622,308.59 0.1743.890000Base 393,042.67 1,015,351.2616.989828 622,308.59 0.17

917286205 URSTADT BIDDLE CLASS A REIT USD.01

20.580000Local21,541.000 422,892.61 443,313.7819.631986 20,421.17 0.0720.580000Base 422,892.61 443,313.7819.631986 20,421.17 0.07


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




91732J102 US ECOLOGY INC COMMON STOCK USD.01

69.670000Local15,877.000 753,640.17 1,106,150.5947.467416 352,510.42 0.1869.670000Base 753,640.17 1,106,150.5947.467416 352,510.42 0.18

921659108 VANDA PHARMACEUTICALS INC COMMON STOCK USD.001

25.040000Local37,786.000 743,587.87 946,161.4419.678925 202,573.57 0.1625.040000Base 743,587.87 946,161.4419.678925 202,573.57 0.16

92214X106 VAREX IMAGING CORP COMMON STOCK USD.01

26.350000Local27,421.000 784,583.62 722,543.3528.612509 -62,040.27 0.1226.350000Base 784,583.62 722,543.3528.612509 -62,040.27 0.12

922417100 VEECO INSTRUMENTS INC COMMON STOCK USD.01

8.760000Local35,183.000 1,229,723.74 308,203.0834.952214 -921,520.66 0.058.760000Base 1,229,723.74 308,203.0834.952214 -921,520.66 0.05

92335C106 VERA BRADLEY INC COMMON STOCK

11.020000Local15,676.000 258,434.89 172,749.5216.486023 -85,685.37 0.0311.020000Base 258,434.89 172,749.5216.486023 -85,685.37 0.03

923451108 VERITEX HOLDINGS INC COMMON STOCK USD.01

25.690000Local17,438.000 410,663.19 447,982.2223.549902 37,319.03 0.0725.690000Base 410,663.19 447,982.2223.549902 37,319.03 0.07

923454102 VERITIV CORP COMMON STOCK USD.01

30.350000Local9,147.000 382,749.68 277,611.4541.844286 -105,138.23 0.0530.350000Base 382,749.68 277,611.4541.844286 -105,138.23 0.05

92552R406 VIAD CORP COMMON STOCK USD1.5

50.350000Local14,660.000 344,800.07 738,131.0023.519786 393,330.93 0.1250.350000Base 344,800.07 738,131.0023.519786 393,330.93 0.12

925550105 VIAVI SOLUTIONS INC COMMON STOCK USD.001

10.140000Local163,481.000 1,048,399.14 1,657,697.346.412972 609,298.20 0.2710.140000Base 1,048,399.14 1,657,697.346.412972 609,298.20 0.27

925815102 VICOR CORP COMMON STOCK USD.01

35.800000Local11,575.000 145,166.29 414,385.0012.541364 269,218.71 0.0735.800000Base 145,166.29 414,385.0012.541364 269,218.71 0.07


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




92827P102 VIRTUSA CORP COMMON STOCK USD.01

44.330000Local19,730.000 488,091.18 874,630.9024.738529 386,539.72 0.1444.330000Base 488,091.18 874,630.9024.738529 386,539.72 0.14

92828Q109 VIRTUS INVESTMENT PARTNERS COMMON STOCK USD.01

95.000000Local5,174.000 557,281.78 491,530.00107.708114 -65,751.78 0.0895.000000Base 557,281.78 491,530.00107.708114 -65,751.78 0.08

928377100 VISTA OUTDOOR INC COMMON STOCK USD.01

11.400000Local41,519.000 834,275.06 473,316.6020.093814 -360,958.46 0.0811.400000Base 834,275.06 473,316.6020.093814 -360,958.46 0.08

92849E101 VITAMIN SHOPPE INC COMMON STOCK USD.01

7.800000Local11,289.000 452,504.25 88,054.2040.083643 -364,450.05 0.017.800000Base 452,504.25 88,054.2040.083643 -364,450.05 0.01

92886T201 VONAGE HOLDINGS CORP COMMON STOCK USD.001

10.590000Local158,742.000 1,342,545.74 1,681,077.788.457407 338,532.04 0.2810.590000Base 1,342,545.74 1,681,077.788.457407 338,532.04 0.28

929236107 WD 40 CO COMMON STOCK USD.001

174.680000Local10,016.000 581,566.43 1,749,594.8858.063741 1,168,028.45 0.29174.680000Base 581,566.43 1,749,594.8858.063741 1,168,028.45 0.29

929566107 WABASH NATIONAL CORP COMMON STOCK USD.01

15.540000Local41,253.000 577,882.90 641,071.6214.008264 63,188.72 0.1115.540000Base 577,882.90 641,071.6214.008264 63,188.72 0.11

930059100 WADDELL + REED FINANCIAL A COMMON STOCK USD.01

20.360000Local57,514.000 1,017,636.17 1,170,985.0417.693712 153,348.87 0.1920.360000Base 1,017,636.17 1,170,985.0417.693712 153,348.87 0.19

930427109 WAGEWORKS INC COMMON STOCK USD.001

33.330000Local28,599.000 1,218,716.65 953,204.6742.613960 -265,511.98 0.1633.330000Base 1,218,716.65 953,204.6742.613960 -265,511.98 0.16

93148P102 WALKER + DUNLOP INC COMMON STOCK

47.230000Local20,738.000 433,615.28 979,455.7420.909214 545,840.46 0.1647.230000Base 433,615.28 979,455.7420.909214 545,840.46 0.16


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




93964W108 WASHINGTON PRIME GROUP INC REIT USD.0001

6.250000Local134,160.000 945,000.38 838,500.007.043831 -106,500.38 0.146.250000Base 945,000.38 838,500.007.043831 -106,500.38 0.14

942749102 WATTS WATER TECHNOLOGIES A COMMON STOCK USD.1

73.760000Local20,050.000 814,675.77 1,478,888.0040.632208 664,212.23 0.2473.760000Base 814,675.77 1,478,888.0040.632208 664,212.23 0.24

957090103 WESTAMERICA BANCORPORATION COMMON STOCK

63.200000Local19,232.000 911,207.47 1,215,462.4047.379756 304,254.93 0.2063.200000Base 911,207.47 1,215,462.4047.379756 304,254.93 0.20

966084204 WHITESTONE REIT REIT USD.001

14.080000Local28,680.000 371,647.79 403,814.4012.958431 32,166.61 0.0714.080000Base 371,647.79 403,814.4012.958431 32,166.61 0.07

974155103 WINGSTOP INC COMMON STOCK USD.01

65.620000Local21,113.000 671,186.54 1,385,435.0631.790202 714,248.52 0.2365.620000Base 671,186.54 1,385,435.0631.790202 714,248.52 0.23

974637100 WINNEBAGO INDUSTRIES COMMON STOCK USD.5

25.030000Local20,706.000 323,791.68 518,271.1815.637578 194,479.50 0.0925.030000Base 323,791.68 518,271.1815.637578 194,479.50 0.09

97717P104 WISDOMTREE INVESTMENTS INC COMMON STOCK USD.01

7.090000Local84,003.000 729,625.40 595,581.278.685706 -134,044.13 0.107.090000Base 729,625.40 595,581.278.685706 -134,044.13 0.10

978097103 WOLVERINE WORLD WIDE INC COMMON STOCK USD1.0

34.600000Local68,568.000 1,452,975.17 2,372,452.8021.190281 919,477.63 0.3934.600000Base 1,452,975.17 2,372,452.8021.190281 919,477.63 0.39

981419104 WORLD ACCEPTANCE CORP COMMON STOCK

108.940000Local4,843.000 339,361.89 527,596.4270.072660 188,234.53 0.09108.940000Base 339,361.89 527,596.4270.072660 188,234.53 0.09

983772104 XO GROUP INC COMMON STOCK USD.01

34.500000Local17,742.000 205,393.76 612,099.0011.576697 406,705.24 0.1034.500000Base 205,393.76 612,099.0011.576697 406,705.24 0.10


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




98421B100 XPERI CORP COMMON STOCK USD.001

14.100000Local35,430.000 734,054.48 499,563.0020.718444 -234,491.48 0.0814.100000Base 734,054.48 499,563.0020.718444 -234,491.48 0.08

989817101 ZUMIEZ INC COMMON STOCK

19.720000Local13,617.000 342,353.36 268,527.2425.141614 -73,826.12 0.0419.720000Base 342,353.36 268,527.2425.141614 -73,826.12 0.04

G1154H107 BELMOND LTD CLASS A COMMON STOCK USD.01

18.200000Local64,592.000 603,109.99 1,175,574.409.337224 572,464.41 0.1918.200000Base 603,109.99 1,175,574.409.337224 572,464.41 0.19

G1991C105 CARDTRONICS PLC A COMMON STOCK

32.440000Local26,921.000 730,081.60 873,317.2427.119409 143,235.64 0.1432.440000Base 730,081.60 873,317.2427.119409 143,235.64 0.14

G30401106 ENDO INTERNATIONAL PLC COMMON STOCK USD.0001

12.030000Local143,836.000 1,341,603.45 1,730,347.089.327313 388,743.63 0.2912.030000Base 1,341,603.45 1,730,347.089.327313 388,743.63 0.29

G3323L100 FABRINET COMMON STOCK USD.01

52.730000Local26,292.000 670,977.89 1,386,377.1625.520230 715,399.27 0.2352.730000Base 670,977.89 1,386,377.1625.520230 715,399.27 0.23

G4740B105 ICHOR HOLDINGS LTD COMMON STOCK USD.0001

18.200000Local16,498.000 426,359.46 300,263.6025.843100 -126,095.86 0.0518.200000Base 426,359.46 300,263.6025.843100 -126,095.86 0.05

G5005R107 JAMES RIVER GROUP HOLDINGS L COMMON STOCK USD.0002

38.060000Local21,581.000 749,531.04 821,372.8634.731062 71,841.82 0.1438.060000Base 749,531.04 821,372.8634.731062 71,841.82 0.14

G5753U112 MAIDEN HOLDINGS LTD COMMON STOCK USD.01

2.530000Local49,762.000 691,579.04 125,897.8613.897734 -565,681.18 0.022.530000Base 691,579.04 125,897.8613.897734 -565,681.18 0.02

G65431101 NOBLE CORP PLC COMMON STOCK USD.01

4.170000Local178,365.000 816,410.52 743,782.054.577190 -72,628.47 0.124.170000Base 816,410.52 743,782.054.577190 -72,628.47 0.12


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




G8827U100 THIRD POINT REINSURANCE LTD COMMON STOCK USD.1

10.320000Local53,646.000 880,955.71 553,626.7216.421648 -327,328.99 0.0910.320000Base 880,955.71 553,626.7216.421648 -327,328.99 0.09

G9019D104 TRAVELPORT WORLDWIDE LTD COMMON STOCK USD.0025

15.280000Local91,069.000 1,250,210.26 1,391,534.3213.728165 141,324.06 0.2315.280000Base 1,250,210.26 1,391,534.3213.728165 141,324.06 0.23

US DOLLAR Total21,899,082.000 Local 458,998,562.03 589,026,715.33 130,028,153.30 97.18

Base 458,998,562.03 589,026,715.33 130,028,153.30 97.18

Base21,899,082.000 458,998,562.03 589,026,715.33 130,028,153.30 97.18

EQUITY Total


STATE OF ARIZONA

November 30, 2018

ATZ5



FUND:

Holdings




476,113,756.81Base39,008,871.900FUND Total

606,139,927.44 130,026,170.63 100.00


STATE OF ARIZONA

November 30, 2018

ATZ6

ST OF AZ POOL 205 FIXED INCOME


FUND:

Holdings





USD US DOLLAR

1.000000Local-10,731,644.530 -10,731,644.53 -10,731,644.531.000000 0.00 0.481.000000Base -10,731,644.53 -10,731,644.531.000000 0.00 0.48


Base -10,731,644.53 -10,731,644.53 0.00 0.48

Base-10,731,644.530 -10,731,644.53 -10,731,644.53 0.00 0.48

CASH Total



100.020000Local14,826,560.900 14,830,044.23 14,829,526.21100.023494 -518.02 0.66100.020000Base 14,830,044.23 14,829,526.21100.023494 -518.02 0.66

06 Dec 20182.2713738KM61 CAN AST & CAN LTD JT

99.968472Local13,000,000.000 12,995,901.39 12,995,901.3999.968472 0.00 0.5899.968472Base 12,995,901.39 12,995,901.3999.968472 0.00 0.58

20 Jun 20192.31912796QM4 TREASURY BILL 06/19 0.00000

98.637375Local10,000,000.000 9,871,946.25 9,863,737.5098.719463 -8,208.75 0.4498.637375Base 9,871,946.25 9,863,737.5098.719463 -8,208.75 0.44

18 Jul 20192.34912796QR3 TREASURY BILL 07/19 0.00000

98.411722Local10,000,000.000 9,851,340.83 9,841,172.2098.513408 -10,168.63 0.4498.411722Base 9,851,340.83 9,841,172.2098.513408 -10,168.63 0.44


Base 47,549,232.70 47,530,337.30 -18,895.40 2.12


STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




Base47,826,560.900 47,549,232.70 47,530,337.30 -18,895.40 2.12


FIXED INCOME1.000000Exchange Rate:US DOLLAR

15 Feb 20224.0001055AJ1 AFLAC INC SR UNSECURED 02/22 4

101.536595Local5,000,000.000 4,997,118.07 5,076,829.7599.942361 79,711.68 0.23101.536595Base 4,997,118.07 5,076,829.7599.942361 79,711.68 0.23

15 Feb 20284.100206RER9 AT+T INC SR UNSECURED 144A 02/28 4.1

94.164538Local10,205,000.000 10,233,608.49 9,609,491.10100.280338 -624,117.39 0.4394.164538Base 10,233,608.49 9,609,491.10100.280338 -624,117.39 0.43

15 Nov 20465.1500206RHA3 AT+T INC SR UNSECURED 11/46 5.15

90.480173Local10,062,000.000 10,048,681.94 9,104,115.0199.867640 -944,566.93 0.4190.480173Base 10,048,681.94 9,104,115.0199.867640 -944,566.93 0.41

29 Mar 20212.81613020002BE0 ALLSTATE CORP SR UNSECURED 03/21 VAR

98.934500Local5,000,000.000 5,000,000.00 4,946,725.00100.000000 -53,275.00 0.2298.934500Base 5,000,000.00 4,946,725.00100.000000 -53,275.00 0.22

25 Feb 20243.37502079KAB3 ALPHABET INC SR UNSECURED 02/24 3.375

99.637938Local5,000,000.000 5,273,188.71 4,981,896.90105.463774 -291,291.81 0.2299.637938Base 5,273,188.71 4,981,896.90105.463774 -291,291.81 0.22

19 Mar 20388.15025816AZ2 AMERICAN EXPRESS CO SR UNSECURED 03/38 8.15

136.330038Local5,000,000.000 4,988,194.60 6,816,501.9099.763892 1,828,307.30 0.30136.330038Base 4,988,194.60 6,816,501.9099.763892 1,828,307.30 0.30

27 Feb 20233.34119025816BT5 AMERICAN EXPRESS CO SR UNSECURED 02/23 VAR

98.993770Local10,000,000.000 10,000,000.00 9,899,377.00100.000000 -100,623.00 0.4498.993770Base 10,000,000.00 9,899,377.00100.000000 -100,623.00 0.44

15 Oct 20252.626502582JHS2 AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2018 3 A

99.810500Local4,000,000.000 4,000,000.00 3,992,420.00100.000000 -7,580.00 0.1899.810500Base4,000,000.000Original Face: 4,000,000.00 3,992,420.00100.000000 -7,580.00 0.18


STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




18 Mar 20192.887130258M0DL0 AMERICAN EXPRESS CREDIT SR UNSECURED 03/19 VAR

100.088822Local7,000,000.000 7,000,000.00 7,006,217.54100.000000 6,217.54 0.31100.088822Base 7,000,000.00 7,006,217.54100.000000 6,217.54 0.31

15 Feb 20296.625026351AZ9 AIG LIFE HOLDINGS INC COMPANY GUAR 02/29 6.625

113.216737Local3,000,000.000 2,998,140.76 3,396,502.1199.938025 398,361.35 0.15113.216737Base 2,998,140.76 3,396,502.1199.938025 398,361.35 0.15

09 Sep 20212.9371302665WBJ9 AMERICAN HONDA FINANCE SR UNSECURED 09/21 VAR

100.671239Local10,000,000.000 10,000,000.00 10,067,123.90100.000000 67,123.90 0.45100.671239Base 10,000,000.00 10,067,123.90100.000000 67,123.90 0.45

01 Jun 20224.875026874CU9 AMERICAN INTL GROUP SR UNSECURED 06/22 4.875

102.587187Local5,000,000.000 5,247,845.90 5,129,359.35104.956918 -118,486.55 0.23102.587187Base 5,247,845.90 5,129,359.35104.956918 -118,486.55 0.23

10 May 20192.93463031162CL2 AMGEN INC SR UNSECURED 05/19 VAR

100.051890Local13,000,000.000 13,000,000.00 13,006,745.70100.000000 6,745.70 0.58100.051890Base 13,000,000.00 13,006,745.70100.000000 6,745.70 0.58

01 Feb 20192.941035242AF3 ANHEUSER BUSCH INBEV FIN COMPANY GUAR 02/19 VAR

100.007141Local7,000,000.000 7,000,000.00 7,000,499.87100.000000 499.87 0.31100.007141Base 7,000,000.00 7,000,499.87100.000000 499.87 0.31

06 May 20202.91813037833BE9 APPLE INC SR UNSECURED 05/20 VAR

100.203907Local10,000,000.000 10,000,000.00 10,020,390.70100.000000 20,390.70 0.45100.203907Base 10,000,000.00 10,020,390.70100.000000 20,390.70 0.45

01 Jun 20273.75053332AV4 AUTOZONE INC SR UNSECURED 06/27 3.75

94.664704Local10,000,000.000 9,999,572.22 9,466,470.4099.995722 -533,101.82 0.4294.664704Base 9,999,572.22 9,466,470.4099.995722 -533,101.82 0.42

01 Feb 20193.20105531FAR4 BB+T CORPORATION SR UNSECURED 02/19 VAR

100.048790Local7,000,000.000 7,000,000.00 7,003,415.30100.000000 3,415.30 0.31100.048790Base 7,000,000.00 7,003,415.30100.000000 3,415.30 0.31

22 Mar 20212.1905584PAE7 BMW VEHICLE LEASE TRUST BMWLT 2017 2 A4



STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




21 Oct 20192.4958405586CAA2 BMW VEHICLE LEASE TRUST BMWLT 2018 1 A1


16 Aug 20232.206406FAD5 BANK OF NY MELLON CORP SR UNSECURED 08/23 2.2

93.454416Local15,000,000.000 14,981,883.90 14,018,162.4099.879226 -963,721.50 0.6393.454416Base 14,981,883.90 14,018,162.4099.879226 -963,721.50 0.63

15 Jan 20192.106406HCP2 BANK OF NY MELLON CORP SR UNSECURED 01/19 2.1

99.912000Local10,000,000.000 10,000,391.27 9,991,200.00100.003913 -9,191.27 0.4599.912000Base 10,000,391.27 9,991,200.00100.003913 -9,191.27 0.45

17 Aug 20203.5106406HDE6 BANK OF NY MELLON CORP SR UNSECURED 08/20 VAR

101.028000Local3,000,000.000 3,000,000.00 3,030,840.00100.000000 30,840.00 0.14101.028000Base 3,000,000.00 3,030,840.00100.000000 30,840.00 0.14

15 Mar 20263.125084670BS6 BERKSHIRE HATHAWAY INC SR UNSECURED 03/26 3.125

95.427460Local3,000,000.000 2,997,964.56 2,862,823.8099.932152 -135,140.76 0.1395.427460Base 2,997,964.56 2,862,823.8099.932152 -135,140.76 0.13

15 Apr 20444.961312527EAD0 CFCRE COMMERCIAL MORTGAGE TRUS CFCRE 2011 C1 A4 144A


10 Apr 20474.05112591VAE1 COMM MORTGAGE TRUST COMM 2014 CR16 A4


10 Nov 20473.5912592LBJ0 COMM MORTGAGE TRUST COMM 2014 CR20 A4


10 Mar 20481.56912592XAY2 COMM MORTGAGE TRUST COMM 2015 CR22 A1


10 Jul 20453.83412625UBA0 COMM MORTGAGE TRUST COMM 2013 CR9 ASB



STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




10 Oct 20484.15812636FBM4 COMM MORTGAGE TRUST COMM 2015 LC23 AM


01 Jun 20212.125126650CT5 CVS HEALTH CORP SR UNSECURED 06/21 2.125

95.968095Local8,000,000.000 7,989,075.33 7,677,447.6099.863442 -311,627.73 0.3495.968095Base 7,989,075.33 7,677,447.6099.863442 -311,627.73 0.34

09 Mar 20202.95713126650DB3 CVS HEALTH CORP SR UNSECURED 03/20 VAR

100.074664Local10,000,000.000 10,000,000.00 10,007,466.40100.000000 7,466.40 0.45100.074664Base 10,000,000.00 10,007,466.40100.000000 7,466.40 0.45

17 Jul 20232.25126802DH7 CABELA S MASTER CREDIT CARD TR CABMT 2015 2 A1


17 Jul 20232.9765126802DJ3 CABELA S MASTER CREDIT CARD TR CABMT 2015 2 A2

100.633880Local7,000,000.000 7,000,000.00 7,044,371.60100.000000 44,371.60 0.31100.633880Base7,000,000.000Original Face: 7,000,000.00 7,044,371.60100.000000 44,371.60 0.31

30 Jan 20233.6703814042RFJ5 CAPITAL ONE NA SR UNSECURED 01/23 VAR

100.234537Local10,000,000.000 10,000,000.00 10,023,453.70100.000000 23,453.70 0.45100.234537Base 10,000,000.00 10,023,453.70100.000000 23,453.70 0.45

15 May 20222.8144141DC9 DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 05/22 2.8

97.828957Local3,000,000.000 2,997,779.60 2,934,868.7199.925987 -62,910.89 0.1397.828957Base 2,997,779.60 2,934,868.7199.925987 -62,910.89 0.13

03 Mar 20222.85125166764AU4 CHEVRON CORP SR UNSECURED 03/22 VAR

100.408024Local4,000,000.000 4,000,000.00 4,016,320.96100.000000 16,320.96 0.18100.408024Base 4,000,000.00 4,016,320.96100.000000 16,320.96 0.18

16 May 20262.954166764BL3 CHEVRON CORP SR UNSECURED 05/26 2.954

94.059814Local10,000,000.000 10,000,000.00 9,405,981.40100.000000 -594,018.60 0.4294.059814Base 10,000,000.00 9,405,981.40100.000000 -594,018.60 0.42

30 Jul 20224.05172967GK1 CITIGROUP INC SUBORDINATED 07/22 4.05

100.362901Local2,000,000.000 2,000,000.00 2,007,258.02100.000000 7,258.02 0.09100.362901Base 2,000,000.00 2,007,258.02100.000000 7,258.02 0.09


STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




10 Feb 20483.183200474BC7 COMM MORTGAGE TRUST COMM 2015 LC19 A4


15 May 20385.920825CAP9 CONOCOPHILLIPS COMPANY GUAR 05/38 5.9

115.683597Local10,000,000.000 9,975,506.40 11,568,359.7099.755064 1,592,853.30 0.52115.683597Base 9,975,506.40 11,568,359.7099.755064 1,592,853.30 0.52

10 Jul 20444.53723305XAD3 DBUBS MORTGAGE TRUST DBUBS 2011 LC2A A4 144A


17 Apr 20192.2524422ERR2 JOHN DEERE CAPITAL CORP SR UNSECURED 04/19 2.25

99.760513Local3,000,000.000 2,999,566.68 2,992,815.3999.985556 -6,751.29 0.1399.760513Base 2,999,566.68 2,992,815.3999.985556 -6,751.29 0.13

15 Jan 20201.724422ERY7 JOHN DEERE CAPITAL CORP SR UNSECURED 01/20 1.7

98.399894Local3,000,000.000 2,998,428.89 2,951,996.8299.947630 -46,432.07 0.1398.399894Base 2,998,428.89 2,951,996.8299.947630 -46,432.07 0.13

08 Jan 20192.7280625468PDG8 WALT DISNEY COMPANY/THE SR UNSECURED 01/19 VAR

100.018537Local10,000,000.000 10,000,000.00 10,001,853.70100.000000 1,853.70 0.45100.018537Base 10,000,000.00 10,001,853.70100.000000 1,853.70 0.45

01 May 20203.071263534CM9 E.I. DU PONT DE NEMOURS SR UNSECURED 05/20 VAR

100.203394Local5,000,000.000 5,000,000.00 5,010,169.70100.000000 10,169.70 0.22100.203394Base 5,000,000.00 5,010,169.70100.000000 10,169.70 0.22

15 Sep 20213.5526441CAF2 DUKE ENERGY CORP SR UNSECURED 09/21 3.55

99.693946Local5,000,000.000 4,999,754.35 4,984,697.3099.995087 -15,057.05 0.2299.693946Base 4,999,754.35 4,984,697.3099.995087 -15,057.05 0.22

30 Jan 20233.39038278642AT0 EBAY INC SR UNSECURED 01/23 VAR

99.963697Local15,000,000.000 15,000,000.00 14,994,554.55100.000000 -5,445.45 0.6799.963697Base 15,000,000.00 14,994,554.55100.000000 -5,445.45 0.67

15 Oct 20185.25291011AX2 EMERSON ELECTRIC CO SR UNSECURED 10/18 5.25

0.000000Local0.000 -0.02 0.000.000000 0.02 0.000.000000Base -0.02 0.000.000000 0.02 0.00


STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




15 Apr 20195.0291011BA1 EMERSON ELECTRIC CO SR UNSECURED 04/19 5

100.744796Local5,000,000.000 4,998,252.38 5,037,239.8099.965048 38,987.42 0.22100.744796Base 4,998,252.38 5,037,239.8099.965048 38,987.42 0.22

25 Aug 20453.6886530261KAN6 FREMF MORTGAGE TRUST FREMF 2012 K711 B 144A


01 Dec 20325.531283H7K5 FED HM LN PC POOL G01798 FG 12/32 FIXED 5.5

107.658550Local76,864.350 76,986.54 82,751.04100.158968 5,764.50 0.00107.658550Base5,000,000.000Original Face: 76,986.54 82,751.04100.158968 5,764.50 0.00

01 Dec 20184.531283KZW1 FED HM LN PC POOL G11657 FG 12/18 FIXED 4.5

101.792970Local1,974.000 1,974.00 2,009.39100.000000 35.39 0.00101.792970Base15,000,000.000Original Face: 1,974.00 2,009.39100.000000 35.39 0.00

15 Aug 20423.03128HXW76 FREDDIEMAC STRIP FHS 270 300

96.052605Local4,736,710.600 4,481,509.69 4,549,733.9294.612276 68,224.23 0.2096.052605Base 4,481,509.69 4,549,733.9294.612276 68,224.23 0.20

01 Feb 20264.53128MCXT7 FED HM LN PC POOL G14090 FG 02/26 FIXED 4.5


01 Jul 20292.53128MD5D1 FED HM LN PC POOL G15144 FG 07/29 FIXED 2.5


01 Dec 20263.03128MDA94 FED HM LN PC POOL G14332 FG 12/26 FIXED 3


01 Dec 20303.53128MFNU8 FED HM LN PC POOL G16503 FG 12/30 FIXED 3.5


01 Oct 20474.53128MJ2U3 FED HM LN PC POOL G08786 FG 10/47 FIXED 4.5



STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




01 Dec 20292.53128MMSX2 FED HM LN PC POOL G18533 FG 12/29 FIXED 2.5


01 Apr 20333.03128P7ZN6 FED HM LN PC POOL C91649 FG 04/33 FIXED 3


01 Sep 20363.03128P8C41 FED HM LN PC POOL C91891 FG 09/36 FIXED 3


01 May 20373.53128P8D99 FED HM LN PC POOL C91928 FG 05/37 FIXED 3.5


15 Apr 20217.0312905KW1 FREDDIE MAC FHR 1063 I


01 Sep 20395.5312935M30 FED HM LN PC POOL A88478 FG 09/39 FIXED 5.5


01 Apr 20195.0312966BB9 FED HM LN PC POOL B13634 FG 04/19 FIXED 5


01 Sep 20335.031296M6W4 FED HM LN PC POOL A13585 FG 09/33 FIXED 5


01 Oct 20335.031296PDL3 FED HM LN PC POOL A14607 FG 10/33 FIXED 5


01 Dec 20335.031296RGX0 FED HM LN PC POOL A16514 FG 12/33 FIXED 5



STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




01 Dec 20335.031296RZG6 FED HM LN PC POOL A17043 FG 12/33 FIXED 5


01 Dec 20194.5312970GJ9 FED HM LN PC POOL B17401 FG 12/19 FIXED 4.5


01 Nov 20345.531297GFV8 FED HM LN PC POOL A28280 FG 11/34 FIXED 5.5


01 Dec 20345.531297HLU1 FED HM LN PC POOL A29339 FG 12/34 FIXED 5.5


01 Jan 20355.531297LAK6 FED HM LN PC POOL A30910 FG 01/35 FIXED 5.5


01 Jan 20374.40731300LKC8 FED HM LN PC POOL 848391 FH 01/37 FLOATING VAR


01 Oct 20364.4631300LKT1 FED HM LN PC POOL 848406 FH 10/36 FLOATING VAR


01 Sep 20272.531306XQQ9 FED HM LN PC POOL J20463 FG 09/27 FIXED 2.5


01 Sep 20272.531306XQR7 FED HM LN PC POOL J20464 FG 09/27 FIXED 2.5


01 Sep 20243.031307JMN0 FED HM LN PC POOL J29365 FG 09/24 FIXED 3



STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




01 Oct 20243.031307JWU3 FED HM LN PC POOL J29659 FG 10/24 FIXED 3


01 Oct 20313.031307R3T0 FED HM LN PC POOL J35310 FG 10/31 FIXED 3


28 May 20191.3753130ABF92 FEDERAL HOME LOAN BANK BONDS 05/19 1.375

99.445500Local5,000,000.000 4,997,745.17 4,972,275.0099.954903 -25,470.17 0.2299.445500Base 4,997,745.17 4,972,275.0099.954903 -25,470.17 0.22

01 Dec 20333.53132H1BT3 FED HM LN PC POOL U89049 FG 12/33 FIXED 3.5


01 Sep 20424.53132H3E74 FED HM LN PC POOL U90158 FG 09/42 FIXED 4.5


15 Aug 20443.03132J0AF4 FREDDIEMAC STRIP FHS 334 300


01 Jan 20334.03132KGDY3 FED HM LN PC POOL V61919 FG 01/33 FIXED 4


01 Jan 20373.03132LQD20 FED HM LN PC POOL K93821 FG 01/37 FIXED 3


06 Oct 20255.0331331VBN5 FEDERAL FARM CREDIT BANK BONDS 10/25 5.03

111.066200Local5,000,000.000 5,554,024.46 5,553,310.00111.080489 -714.46 0.25111.066200Base 5,554,024.46 5,553,310.00111.080489 -714.46 0.25

07 Jun 20245.4331331XPD8 FEDERAL FARM CREDIT BANK BONDS 06/24 5.43

111.889500Local5,000,000.000 5,590,807.26 5,594,475.00111.816145 3,667.74 0.25111.889500Base 5,590,807.26 5,594,475.00111.816145 3,667.74 0.25


STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




14 Dec 20181.75313376BR5 FEDERAL HOME LOAN BANK BONDS 12/18 1.75

99.982900Local5,000,000.000 5,001,164.90 4,999,145.00100.023298 -2,019.90 0.2299.982900Base 5,001,164.90 4,999,145.00100.023298 -2,019.90 0.22

14 Jun 20191.625313379EE5 FEDERAL HOME LOAN BANK BONDS 06/19 1.625

99.495400Local5,000,000.000 5,010,467.69 4,974,770.00100.209354 -35,697.69 0.2299.495400Base 5,010,467.69 4,974,770.00100.209354 -35,697.69 0.22

13 Sep 20194.53133XUMS9 FEDERAL HOME LOAN BANK BONDS 09/19 4.5

101.344600Local5,000,000.000 5,120,305.53 5,067,230.00102.406111 -53,075.53 0.23101.344600Base 5,120,305.53 5,067,230.00102.406111 -53,075.53 0.23

13 Dec 20194.1253133XVRK9 FEDERAL HOME LOAN BANK BONDS 12/19 4.125

101.391100Local5,510,000.000 5,655,819.27 5,586,649.61102.646448 -69,169.66 0.25101.391100Base 5,655,819.27 5,586,649.61102.646448 -69,169.66 0.25

25 Dec 20243.53136A2TP8 FANNIE MAE FNR 2011 127 VU


25 Mar 20525.603433136A35N7 FANNIE MAE FNR 2012 21 WA

107.383310Local502,310.790 548,696.97 539,397.95109.234558 -9,299.02 0.02107.383310Base4,261,779.000Original Face: 548,696.97 539,397.95109.234558 -9,299.02 0.02

25 Apr 20234.03136A3TC5 FANNIE MAE FNR 2012 11 DV


25 Mar 20253.53136A4GU7 FANNIE MAE FNR 2012 20 VK


25 Apr 20222.9763136A56W1 FANNIEMAE ACES FNA 2012 M4 1A2


25 Dec 20313.53136A5E85 FANNIE MAE FNR 2012 44 KL



STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




25 Mar 20294.03136A6P99 FANNIE MAE FNR 2012 76 VG


25 Sep 20422.53136A8HK9 FANNIE MAE FNR 2012 93 MC


25 Oct 20423.03136A9ZF8 FANNIE MAE FNR 2012 126 TA


25 Jan 20282.03136AA6K6 FANNIE MAE FNR 2012 151 YA


25 Jul 20422.53136AAF42 FANNIE MAE FNR 2012 133 JP


25 Apr 20422.53136ACH53 FANNIE MAE FNR 2013 13 PH


25 Jul 20433.53136AE2K2 FANNIE MAE FNR 2013 70 KC


25 Jun 20433.03136AFYS7 FANNIE MAE FNR 2013 87 GD


25 Oct 20303.03136AGC34 FANNIE MAE FNR 2013 101 HA

99.320930Local993,808.950 1,018,522.46 987,060.29102.486747 -31,462.17 0.0499.320930Base2,500,000.000Original Face: 1,018,522.46 987,060.29102.486747 -31,462.17 0.04

25 Apr 20382.665133136AGDC3 FANNIE MAE FNR 2013 97 JF



STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




25 Mar 20303.03136AGNN8 FANNIE MAE FNR 2013 103 VG


25 Feb 20434.03136AGY30 FANNIE MAE FNR 2013 117 PA


25 Feb 20273.53136AH5F3 FANNIE MAE FNR 2014 5 KV


25 Mar 20432.73136AHBT6 FANNIE MAE FNR 2013 123 PN


25 Jul 20283.03136AHDP2 FANNIE MAE FNR 2013 118 YA


25 Aug 20413.03136AHRY8 FANNIE MAE FNR 2013 131 KH


25 May 20374.03136AJDJ2 FANNIE MAE FNR 2014 9 A


25 May 20333.03136AJJ80 FANNIE MAE FNR 2014 30 KC


25 May 20273.03136AJMT0 FANNIE MAE FNR 2014 21 GV


25 May 20254.53136AJPN0 FANNIE MAE FNR 2014 19 VJ



STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




25 Jan 20333.03136AJSJ6 FANNIE MAE FNR 2014 14 KD


25 Jan 20333.03136AJVF0 FANNIE MAE FNR 2014 18 TA


25 Jan 20293.53136AJVK9 FANNIE MAE FNR 2014 18 WV


25 Jan 20292.03136AKJ20 FANNIE MAE FNR 2014 52 GT


25 Mar 20353.03136AL2K6 FANNIE MAE FNR 2014 84 VK

92.727620Local10,692,273.000 10,940,950.94 9,914,690.28102.325772 -1,026,260.66 0.4492.727620Base10,692,273.000Original Face: 10,940,950.94 9,914,690.28102.325772 -1,026,260.66 0.44

25 Oct 20433.03136ALTG6 FANNIE MAE FNR 2014 68 TL


25 Sep 20413.53136AMP94 FANNIE MAE FNR 2015 15 HA


25 Jul 20263.03136AMYU7 FANNIE MAE FNR 2015 14 MV


25 Aug 20273.03136ARYU6 FANNIE MAE FNR 2016 21 VB


25 Nov 20423.03136AU4B4 FANNIE MAE FNR 2017 8 BA



STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




25 Sep 20413.03136AU6Q9 FANNIE MAE FNR 2017 2 EA


25 May 20413.03136AVJL4 FANNIE MAE FNR 2017 4 AH


25 Jan 20393.03136AVT74 FANNIE MAE FNR 2017 22 JL


25 Apr 20463.03136AYUG6 FANNIE MAE FNR 2017 86 MA


01 Nov 20335.031371LEW5 FNMA POOL 254949 FN 11/33 FIXED 5


01 May 20194.531371LPL7 FNMA POOL 255227 FN 05/19 FIXED 4.5


01 Feb 20345.531376KCW4 FNMA POOL 357485 FN 02/34 FIXED 5.5


15 Dec 20214.53137A34T3 FREDDIE MAC FHR 3763 WV


25 Oct 20204.3333137A6B27 FHLMC MULTIFAMILY STRUCTURED P FHMS K010 A2


15 Oct 20404.53137A6EC2 FREDDIE MAC FHR 3815 TA



STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




15 Feb 20294.03137A8BY3 FREDDIE MAC FHR 3820 WA


15 Apr 20414.03137A9QP4 FREDDIE MAC FHR 3842 PH


15 Aug 20384.03137A9VR4 FREDDIE MAC FHR 3835 BA


15 Sep 20412.53137AF2R2 FREDDIE MAC FHR 3920 AC


15 Oct 20262.53137AGR51 FREDDIE MAC FHR 3935 GC


15 Dec 20404.03137ANQX6 FREDDIE MAC FHR 4027 AB


15 Oct 20253.53137AV3S4 FREDDIE MAC FHR 4122 VM


25 Jul 20191.733137AVE86 FHLMC MULTIFAMILY STRUCTURED P FHMS K711 A2


15 Aug 20422.53137AXSF1 FREDDIE MAC FHR 4153 KG


15 Sep 20423.03137AXT29 FREDDIE MAC FHR 4153 YJ



STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




15 Jan 20332.53137AXUG6 FREDDIE MAC FHR 4160 HP


15 Nov 20323.03137AYTU5 FREDDIE MAC FHR 4163 GP


15 Oct 20293.03137B0BB9 FREDDIE MAC FHR 4183 VC


15 Mar 20263.53137B12M3 FREDDIE MAC FHR 4182 VB


15 May 20263.53137B2BC3 FREDDIE MAC FHR 4199 YV


15 May 20413.53137B3GL6 FREDDIE MAC FHR 4229 MA


15 Dec 20383.03137B3KZ0 FREDDIE MAC FHR 4223 DG


15 Apr 20312.53137B4JB3 FREDDIE MAC FHR 4252 GA


15 Oct 20272.53137B56H1 FREDDIE MAC FHR 4257 A


15 Sep 20373.03137B6ES6 FREDDIE MAC FHR 4288 AG



STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




15 Dec 20433.03137B6G54 FREDDIE MAC FHR 4279 PA


15 Aug 20313.03137B73L1 FREDDIE MAC FHR 4289 WE


15 Feb 20393.03137B8Z34 FREDDIE MAC FHR 4316 DA


15 Jul 20413.03137B9SJ5 FREDDIE MAC FHR 4328 WB


15 Mar 20373.03137BAHY1 FREDDIE MAC FHR 4345 AC


15 Jul 20393.53137BAVW9 FREDDIE MAC FHR 4340 TB


15 Oct 20423.03137BBK25 FREDDIE MAC FHR 4357 MA


15 Nov 20253.03137BBPZ7 FREDDIE MAC FHR 4351 EV


15 May 20373.03137BCGR3 FREDDIE MAC FHR 4360 DA


15 Aug 20292.53137BDAM8 FREDDIE MAC FHR 4372 TC



STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




15 Jun 20403.03137BDCR5 FREDDIE MAC FHR 4377 LA


15 Apr 20393.03137BDVQ6 FREDDIE MAC FHR 4385 TA


15 Sep 20394.03137BDY75 FREDDIE MAC FHR 4387 CB


15 Mar 20283.03137BFYM7 FREDDIE MAC FHR 4432 JV


15 Mar 20333.03137BHYX9 FREDDIE MAC FHR 4472 AB


15 Oct 20263.03137BJAB9 FREDDIE MAC FHR 4475 MV


15 May 20333.03137BJWT6 FREDDIE MAC FHR 4488 BD


15 Jun 20433.03137BNRL0 FREDDIE MAC FHR 4567 BA


15 Oct 20433.03137BSF99 FREDDIE MAC FHR 4622 TP


15 Jan 20423.53137BTNK3 FREDDIE MAC FHR 4636 CM



STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




15 Jul 20443.53137BTVJ7 FREDDIE MAC FHR 4651 BA


15 Jan 20423.53137BUDG0 FREDDIE MAC FHR 4646 DA


13 Jan 20222.3753137EADB2 FREDDIE MAC NOTES 01/22 2.375

98.387300Local2,000,000.000 1,996,371.90 1,967,746.0099.818595 -28,625.90 0.0998.387300Base 1,996,371.90 1,967,746.0099.818595 -28,625.90 0.09

15 Nov 20283.03137F17G7 FREDDIE MAC FHR 4693 VN


15 Apr 20294.03137F3P57 FREDDIE MAC FHR 4772 VL


15 May 20294.03137F4CM2 FREDDIE MAC FHR 4773 KV


15 Jan 20293.53137FBBJ4 FREDDIE MAC FHR 4726 VA


15 Dec 20473.03137FCA20 FREDDIE MAC FHR 4735 CT


15 Mar 20313.03137FCV27 FREDDIE MAC FHR 4749 PV


15 Oct 20476.03137FDFE7 FREDDIE MAC FHR 4757 PT



STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




15 Mar 20294.03137FDFH0 FREDDIE MAC FHR 4757 VA


15 May 20433.53137FDSL7 FREDDIE MAC FHR 4761 NA


15 Jun 20424.53137FGAD7 FREDDIE MAC FHR 4806 AL


15 Sep 20294.03137FGYW9 FREDDIE MAC FHR 4819 LV


15 Jul 20424.03137FH2F9 FREDDIE MAC FHR 4822 BA


15 Apr 20434.53137FHDQ3 FREDDIE MAC FHR 4821 EA


15 Nov 20294.53137FJGN3 FREDDIE MAC FHR 4842 VA


01 Jan 20414.03138A4W92 FNMA POOL AH3371 FN 01/41 FIXED 4


01 Sep 20263.53138AN6N8 FNMA POOL AI8976 FN 09/26 FIXED 3.5


01 Nov 20354.3393138EGEC4 FNMA POOL AL0130 FN 11/35 FLOATING VAR



STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




01 Apr 20414.53138EGGZ1 FNMA POOL AL0215 FN 04/41 FIXED VAR


01 May 20364.183138EGME1 FNMA POOL AL0356 FN 05/36 FLOATING VAR


01 Oct 20374.4373138EJBQ0 FNMA POOL AL1846 FN 10/37 FLOATING VAR


01 Aug 20324.03138EJP85 FNMA POOL AL2246 FN 08/32 FIXED VAR


01 Jun 20214.3813138EJRP5 FNMA POOL AL2293 FN 06/21 FIXED VAR


01 Aug 20374.2293138EJVB1 FNMA POOL AL2409 FN 08/37 FLOATING VAR


01 Apr 20232.7053138EK7G4 FNMA POOL AL3594 FN 04/23 FIXED VAR


01 Feb 20232.4363138EKW43 FNMA POOL AL3366 FN 02/23 FIXED VAR


01 Mar 20283.03138ELFF5 FNMA POOL AL3765 FN 03/28 FIXED VAR


01 Apr 20263.53138ELUQ4 FNMA POOL AL4190 FN 04/26 FIXED VAR



STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




01 Nov 20272.53138EMEK3 FNMA POOL AL4637 FN 11/27 FIXED VAR


01 Jan 20213.5633138EMJG7 FNMA POOL AL4762 FN 01/21 FIXED VAR


01 Dec 20343.53138EPMU5 FNMA POOL AL6670 FN 12/34 FIXED VAR


01 May 20453.53138EPTD6 FNMA POOL AL6847 FN 05/45 FIXED VAR


01 Oct 20312.53138ER6F2 FNMA POOL AL9869 FN 10/31 FIXED VAR


01 Dec 20444.03138ERJ68 FNMA POOL AL9284 FN 12/44 FIXED VAR


01 Sep 20302.53138ESCN6 FNMA POOL AL9976 FN 09/30 FIXED VAR


01 May 20252.763138L95M0 FNMA POOL AM8951 FN 05/25 FIXED 2.76


01 Sep 20232.153138LD5G4 FNMA POOL AN1746 FN 09/23 FIXED 2.15


01 Nov 20262.933138LJHZ6 FNMA POOL AN5647 FN 11/26 FIXED 2.93



STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




01 Nov 20272.53138MFUC9 FNMA POOL AQ0578 FN 11/27 FIXED 2.5


01 Oct 20322.53138MJVY2 FNMA POOL AQ3330 FN 10/32 FIXED 2.5


01 Jan 20302.53138WDUN9 FNMA POOL AS4188 FN 01/30 FIXED 2.5


01 Dec 20353.03138WF6D3 FNMA POOL AS6267 FN 12/35 FIXED 3


01 Jul 20312.53138WHKH4 FNMA POOL AS7495 FN 07/31 FIXED 2.5


01 Sep 20333.53138X5RY5 FNMA POOL AU5902 FN 09/33 FIXED 3.5


01 Jan 20344.03138XHYE5 FNMA POOL AV6108 FN 01/34 FIXED 4


25 Apr 20194.031393XMJ3 FANNIE MAE FNR 2004 19 AY

99.877260Local648.900 650.19 648.10100.198798 -2.09 0.0099.877260Base5,000,000.000Original Face: 650.19 648.10100.198798 -2.09 0.00

25 Oct 20194.531394A3E4 FANNIE MAE FNR 2004 70 BD


25 Feb 20205.031394B6B5 FANNIE MAE FNR 2005 8 EY



STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




15 Jun 20333.531394GJC8 FREDDIE MAC FHR 2649 PJ


25 Mar 20447.031394XVE3 FHLMC STRUCTURED PASS THROUGH FSPC T 60 1A2


15 May 20356.031395UEG2 FREDDIE MAC FHR 2980 QA


25 Oct 20325.27131396PGT2 FANNIEMAE ACES FNA 2006 M2 A2A


25 Sep 20396.030631396Q5U9 FANNIE MAE FNR 2009 69 WA


25 Jul 20244.031396QKJ7 FANNIE MAE FNR 2009 52 AJ

100.567350Local52,031.280 52,934.60 52,326.48101.736110 -608.12 0.00100.567350Base6,000,000.000Original Face: 52,934.60 52,326.48101.736110 -608.12 0.00

25 Jul 20244.531396QLE7 FANNIE MAE FNR 2009 52 KC


25 Aug 20395.5742231396QTR0 FANNIE MAE FNR 2009 62 WA


25 Dec 20234.031397MD46 FANNIE MAE FNR 2008 92 AY


25 Jan 20314.031397QW53 FANNIE MAE FNR 2010 151 BL



STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




25 Apr 20263.031397SFE9 FANNIE MAE FNR 2011 26 EB


25 Sep 20394.031397SGM0 FANNIE MAE FNR 2011 27 JQ


25 Oct 20406.0473131398NWN0 FANNIE MAE FNR 2010 111 WA


01 Apr 20345.031402CY71 FNMA POOL 725334 FN 04/34 FIXED VAR


01 Nov 20195.031402DPT1 FNMA POOL 725934 FN 11/19 FIXED VAR


01 Nov 20204.531403DC72 FNMA POOL 745394 FN 11/20 FIXED VAR


01 Dec 20204.031403DE39 FNMA POOL 745454 FN 12/20 FIXED VAR


01 Feb 20355.031403S6T8 FNMA POOL 756982 FN 02/35 FIXED 5


01 Dec 20335.531404AG57 FNMA POOL 762620 FN 12/33 FIXED 5.5


01 Feb 20345.531404EDM5 FNMA POOL 766108 FN 02/34 FIXED 5.5



STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




01 Aug 20345.531405H5H7 FNMA POOL 790248 FN 08/34 FIXED 5.5


01 Nov 20345.531405WTT2 FNMA POOL 801662 FN 11/34 FIXED 5.5


01 Dec 20345.531406CDQ8 FNMA POOL 805711 FN 12/34 FIXED 5.5

107.612816Local931,299.680 940,945.27 1,002,197.81101.035713 61,252.54 0.04107.612816Base10,547,657.000Original Face: 940,945.27 1,002,197.81101.035713 61,252.54 0.04

01 Sep 20345.531406FBL4 FNMA POOL 808343 FN 09/34 FIXED 5.5


01 Feb 20365.531409VZ89 FNMA POOL 880167 FN 02/36 FIXED 5.5


01 Jan 20464.03140ECP29 FNMA POOL BA7640 FN 01/46 FIXED 4


01 Nov 20363.03140FNGS7 FNMA POOL BE2908 FN 11/36 FIXED 3


01 Dec 20363.03140FNGW8 FNMA POOL BE2912 FN 12/36 FIXED 3


01 Apr 20473.53140FVTZ9 FNMA POOL BE9567 FN 04/47 FIXED 3.5


01 May 20474.53140GPZH4 FNMA POOL BH1643 FN 05/47 FIXED 4.5



STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




01 Apr 20474.53140GPZJ0 FNMA POOL BH1644 FN 04/47 FIXED 4.5


01 Mar 20485.03140HEZ39 FNMA POOL BK1661 FN 03/48 FIXED 5


01 Mar 20485.03140HEZ47 FNMA POOL BK1662 FN 03/48 FIXED 5


01 Apr 20484.53140HG2E6 FNMA POOL BK3472 FN 04/48 FIXED 4.5


01 Nov 20313.03140J74R3 FNMA POOL BM3531 FN 11/31 FIXED VAR


01 Oct 20312.531410LUB6 FNMA POOL 890778 FN 10/31 FIXED VAR


01 Aug 20395.531412QGR4 FNMA POOL 931808 FN 08/39 FIXED 5.5


01 Mar 20264.031416XWN6 FNMA POOL AB2452 FN 03/26 FIXED 4


01 Jul 20264.031416YTQ1 FNMA POOL AB3258 FN 07/26 FIXED 4


01 Jan 20424.031417AYM5 FNMA POOL AB4315 FN 01/42 FIXED 4



STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




01 Apr 20433.031417GAV8 FNMA POOL AB9019 FN 04/43 FIXED 3


01 Jun 20282.531417GWJ1 FNMA POOL AB9648 FN 06/28 FIXED 2.5


01 Jan 20254.031417VTG8 FNMA POOL AC8650 FN 01/25 FIXED 4


01 Oct 20314.031417Y6Q5 FNMA POOL MA0878 FN 10/31 FIXED 4


01 Sep 20194.531417YFR3 FNMA POOL MA0175 FN 09/19 FIXED 4.5


01 Sep 20283.031418AXT0 FNMA POOL MA1589 FN 09/28 FIXED 3


01 Mar 20343.531418BA71 FNMA POOL MA1829 FN 03/34 FIXED 3.5


01 Mar 20344.031418BAQ9 FNMA POOL MA1814 FN 03/34 FIXED 4


01 Apr 20344.531418BCG9 FNMA POOL MA1870 FN 04/34 FIXED 4.5


01 Oct 20313.031418CCS1 FNMA POOL MA2780 FN 10/31 FIXED 3



STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




01 Apr 20323.031418CJJ4 FNMA POOL MA2964 FN 04/32 FIXED 3


01 Mar 20334.031418CVV3 FNMA POOL MA3327 FN 03/33 FIXED 4


01 Feb 20374.22231418NB74 FNMA POOL AD0961 FN 02/37 FLOATING VAR


01 Sep 20325.7531419AJJ7 FNMA POOL AE0264 FN 09/32 FIXED VAR


01 Jan 20374.0931419AQF7 FNMA POOL AE0453 FN 01/37 FLOATING VAR


01 Dec 20253.531419AVV6 FNMA POOL AE0627 FN 12/25 FIXED VAR


01 Feb 20385.95341081FA0 FLORIDA POWER + LIGHT CO 1ST MORTGAGE 02/38 5.95

119.811278Local5,000,000.000 4,982,646.09 5,990,563.9099.652922 1,007,917.81 0.27119.811278Base 4,982,646.09 5,990,563.9099.652922 1,007,917.81 0.27

15 Jan 20272.4434530WAA5 FORD CREDIT AUTO OWNER TRUST/F FORDR 2015 2 A 144A


15 Dec 20272.0334531BAA0 FORD CREDIT AUTO OWNER TRUST/F FORDR 2016 2 A 144A


04 Nov 20192.597345397WY5 FORD MOTOR CREDIT CO LLC SR UNSECURED 11/19 2.597

98.677825Local20,000,000.000 19,960,020.35 19,735,565.0099.800102 -224,455.35 0.8898.677825Base 19,960,020.35 19,735,565.0099.800102 -224,455.35 0.88


STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




09 Jan 20203.40806345397YF4 FORD MOTOR CREDIT CO LLC SR UNSECURED 01/20 VAR

99.904919Local10,000,000.000 10,000,000.00 9,990,491.90100.000000 -9,508.10 0.4599.904919Base 10,000,000.00 9,990,491.90100.000000 -9,508.10 0.45

05 Apr 20213.21825345397YY3 FORD MOTOR CREDIT CO LLC SR UNSECURED 04/21 VAR

98.009211Local5,000,000.000 5,000,000.00 4,900,460.55100.000000 -99,539.45 0.2298.009211Base 5,000,000.00 4,900,460.55100.000000 -99,539.45 0.22

01 Mar 20223.5535671DAU9 FREEPORT MCMORAN INC COMPANY GUAR 03/22 3.55

95.125000Local5,000,000.000 4,996,131.60 4,756,250.0099.922632 -239,881.60 0.2195.125000Base 4,996,131.60 4,756,250.0099.922632 -239,881.60 0.21

25 Jul 20223.50661357081AE8 FREMF MORTGAGE TRUST FREMF 2015 K720 B 144A


20 Aug 20466.036179SJY4 GNMA II POOL MA3879 G2 08/46 FIXED 6


20 Sep 20474.03617BA6P3 GNMA II POOL BC7178 G2 09/47 FIXED 4


20 Feb 20483.53617G0P38 GNMA II POOL BE5842 G2 02/48 FIXED 3.5


20 Jun 20405.536186J5B0 GNMA II POOL AN5342 G2 06/40 FIXED 5.5


20 Jan 20464.036192YD61 GNMA II POOL AR3725 G2 01/46 FIXED 4


20 Mar 20474.536197D2A5 GNMA II POOL AZ1669 G2 03/47 FIXED 4.5



STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




20 Mar 20474.036197J4J1 GNMA II POOL AZ6225 G2 03/47 FIXED 4


15 Oct 20335.536200MYJ6 GNMA POOL 604713 GN 10/33 FIXED 5.5


20 Aug 20264.036202FV52 GNMA II POOL 005136 G2 08/26 FIXED 4


20 Nov 20413.536202FZA7 GNMA II POOL 005237 G2 11/41 FIXED 3.5


20 Jun 20282.53622A2F31 GNMA II POOL 783786 G2 06/28 FIXED 2.5


20 Sep 20415.03622A2PF3 GNMA II POOL 784022 G2 09/41 FIXED 5


15 Jul 20454.03622A2PV8 GNMA POOL 784036 GN 07/45 FIXED 4


10 Aug 20433.67936249KAA8 GS MORTGAGE SECURITIES TRUST GSMS 2010 C1 A1 144A


15 Mar 20345.536291FVS4 GNMA POOL 627125 GN 03/34 FIXED 5.5


15 Jul 20395.036296Q2U2 GNMA POOL 698387 GN 07/39 FIXED 5



STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




15 Mar 20233.3341336966THT2 GENERAL ELECTRIC CO SR UNSECURED 03/23 VAR

90.454440Local10,000,000.000 10,000,000.00 9,045,444.00100.000000 -954,556.00 0.4090.454440Base 10,000,000.00 9,045,444.00100.000000 -954,556.00 0.40

09 Apr 20213.2580637045XCH7 GENERAL MOTORS FINL CO COMPANY GUAR 04/21 VAR

99.321760Local10,000,000.000 10,000,000.00 9,932,176.00100.000000 -67,824.00 0.4499.321760Base 10,000,000.00 9,932,176.00100.000000 -67,824.00 0.44

20 Apr 20202.5008838014BAC3 GM FINANCIAL AUTOMOBILE LEASIN GMALT 2018 1 A2B


16 Apr 20423.538375CTA8 GOVERNMENT NATIONAL MORTGAGE A GNR 2012 48 PA


20 Jul 20393.038375CWQ9 GOVERNMENT NATIONAL MORTGAGE A GNR 2012 43 JP


20 Apr 20423.538375GX30 GOVERNMENT NATIONAL MORTGAGE A GNR 2012 104 QM


20 Aug 20672.4739438375UE97 GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H16 FD


20 Apr 20673.2466938375UYY0 GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H09 FA


16 Oct 20393.038376C2F5 GOVERNMENT NATIONAL MORTGAGE A GNR 2009 89 E


20 Jul 20384.538376FNL2 GOVERNMENT NATIONAL MORTGAGE A GNR 2009 66 UG



STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




16 Feb 20413.038376GW30 GOVERNMENT NATIONAL MORTGAGE A GNR 2011 86 B


20 Jun 20632.4739438376R6Y7 GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H18 FE


20 Dec 20662.2559438376RJ98 GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H27 FG


20 Aug 20345.7184838377DSY3 GOVERNMENT NATIONAL MORTGAGE A GNR 2010 103 WA

107.766460Local1,038,870.600 1,119,903.82 1,119,554.07107.800126 -349.75 0.05107.766460Base5,000,000.000Original Face: 1,119,903.82 1,119,554.07107.800126 -349.75 0.05

20 Apr 20376.0325938377MBJ4 GOVERNMENT NATIONAL MORTGAGE A GNR 2010 129 AW


16 Aug 20412.6869238378BDT3 GOVERNMENT NATIONAL MORTGAGE A GNR 2012 22 B


16 Oct 20472.6763138378BUA5 GOVERNMENT NATIONAL MORTGAGE A GNR 2012 67 B


16 Jan 20273.038378CJ73 GOVERNMENT NATIONAL MORTGAGE A GNR 2012 3 AK


16 Oct 20513.038378KX79 GOVERNMENT NATIONAL MORTGAGE A GNR 2013 139 AG


16 Apr 20433.238378N5M1 GOVERNMENT NATIONAL MORTGAGE A GNR 2014 73 AG



STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




16 Dec 20472.2538378NY56 GOVERNMENT NATIONAL MORTGAGE A GNR 2014 64 AC


20 Sep 20413.038378UZR1 GOVERNMENT NATIONAL MORTGAGE A GNR 2013 144 DA


20 Sep 20433.538378WW25 GOVERNMENT NATIONAL MORTGAGE A GNR 2013 129 HE


16 Jan 20412.0538378XA50 GOVERNMENT NATIONAL MORTGAGE A GNR 2014 172 AE


20 Nov 20433.038379GMY0 GOVERNMENT NATIONAL MORTGAGE A GNR 2014 142 UQ


16 Oct 20292.9538379KAE8 GOVERNMENT NATIONAL MORTGAGE A GNR 2015 30 DV


16 Aug 20552.238379KSP4 GOVERNMENT NATIONAL MORTGAGE A GNR 2015 81 A


20 Dec 20303.038380BC45 GOVERNMENT NATIONAL MORTGAGE A GNR 2016 156 VA


20 Nov 20426.0874238380CAV5 GOVERNMENT NATIONAL MORTGAGE A GNR 2016 141 KB


20 Jul 20453.038380CJU8 GOVERNMENT NATIONAL MORTGAGE A GNR 2017 13 KA



STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




20 Mar 20453.038380CRE5 GOVERNMENT NATIONAL MORTGAGE A GNR 2017 5 MA


20 Nov 20422.538380HX31 GOVERNMENT NATIONAL MORTGAGE A GNR 2017 165 MC


20 Apr 20433.038380KBF1 GOVERNMENT NATIONAL MORTGAGE A GNR 2017 174 MP


20 Nov 20443.038380UP98 GOVERNMENT NATIONAL MORTGAGE A GNR 2018 12 T


20 Jul 20442.538380VJS1 GOVERNMENT NATIONAL MORTGAGE A GNR 2018 27 BD


20 Jun 20485.4838381AY42 GOVERNMENT NATIONAL MORTGAGE A GNR 2018 153 UA

106.875000Local10,000,000.000 10,687,500.00 10,687,500.00106.875000 0.00 0.48106.875000Base10,000,000.000Original Face: 10,687,500.00 10,687,500.00106.875000 0.00 0.48

08 Mar 20192.6770641283LAP0 HARLEY DAVIDSON FINL SER COMPANY GUAR 144A 03/19 VAR

99.974622Local10,000,000.000 10,000,000.00 9,997,462.20100.000000 -2,537.80 0.4599.974622Base 10,000,000.00 9,997,462.20100.000000 -2,537.80 0.45

21 Aug 20253.2427866AU2 HERSHEY COMPANY SR UNSECURED 08/25 3.2

97.449864Local5,000,000.000 4,989,787.21 4,872,493.2099.795744 -117,294.01 0.2297.449864Base 4,989,787.21 4,872,493.2099.795744 -117,294.01 0.22

15 Jan 20286.5459200AS0 IBM CORP SR UNSECURED 01/28 6.5

115.631495Local10,000,000.000 11,925,041.57 11,563,149.50119.250416 -361,892.07 0.52115.631495Base 11,925,041.57 11,563,149.50119.250416 -361,892.07 0.52

15 Nov 20483.598246590JAW7 JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C32 A5



STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




15 May 20386.446625HHF0 JPMORGAN CHASE + CO SR UNSECURED 05/38 6.4

119.711732Local5,000,000.000 4,962,561.35 5,985,586.6099.251227 1,023,025.25 0.27119.711732Base 4,962,561.35 5,985,586.6099.251227 1,023,025.25 0.27

18 May 20232.746625HRL6 JPMORGAN CHASE + CO SR UNSECURED 05/23 2.7

95.414735Local10,000,000.000 9,983,283.04 9,541,473.5099.832830 -441,809.54 0.4395.414735Base 9,983,283.04 9,541,473.5099.832830 -441,809.54 0.43

15 Feb 20464.717146635TCG5 JP MORGAN CHASE COMMERCIAL MOR JPMCC 2011 C3 A4 144A


15 Jun 20453.138846637WAC7 JP MORGAN CHASE COMMERCIAL MOR JPMCC 2012 CBX A3


15 Oct 20452.379146638UAD8 JP MORGAN CHASE COMMERCIAL MOR JPMCC 2012 C8 ASB


15 Apr 20462.694246639YAP2 JP MORGAN CHASE COMMERCIAL MOR JPMCC 2013 LC11 A4


15 Jan 20483.494346643TBJ0 JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2014 C26 A4


15 May 20334.95478160AL8 JOHNSON + JOHNSON SR UNSECURED 05/33 4.95

110.259842Local5,000,000.000 4,911,980.25 5,512,992.1098.239605 601,011.85 0.25110.259842Base 4,911,980.25 5,512,992.1098.239605 601,011.85 0.25

21 Jun 20233.3033848126DX53 JPMORGAN CHASE + CO SR UNSECURED 06/23 VAR

99.132636Local5,000,000.000 5,000,000.00 4,956,631.80100.000000 -43,368.20 0.2299.132636Base 5,000,000.00 4,956,631.80100.000000 -43,368.20 0.22

01 Apr 20263.25487836BP2 KELLOGG CO SR UNSECURED 04/26 3.25

92.484426Local5,000,000.000 4,996,212.78 4,624,221.3099.924256 -371,991.48 0.2192.484426Base 4,996,212.78 4,624,221.3099.924256 -371,991.48 0.21


STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




10 Aug 20223.4381350077LAQ9 KRAFT HEINZ FOODS CO COMPANY GUAR 08/22 VAR

99.277332Local15,000,000.000 15,000,000.00 14,891,599.80100.000000 -108,400.20 0.6699.277332Base 15,000,000.00 14,891,599.80100.000000 -108,400.20 0.66

15 Jan 20223.87555616XAF4 MACYS RETAIL HLDGS INC COMPANY GUAR 01/22 3.875

98.812834Local2,000,000.000 1,995,228.67 1,976,256.6899.761434 -18,971.99 0.0998.812834Base 1,995,228.67 1,976,256.6899.761434 -18,971.99 0.09

15 Aug 20212.35577081BA9 MATTEL INC SR UNSECURED 08/21 2.35

89.750000Local3,000,000.000 2,997,997.78 2,692,500.0099.933259 -305,497.78 0.1289.750000Base 2,997,997.78 2,692,500.0099.933259 -305,497.78 0.12

01 Mar 20386.358013MEF7 MCDONALD S CORP SR UNSECURED 03/38 6.3

116.148115Local5,000,000.000 4,984,990.95 5,807,405.7599.699819 822,414.80 0.26116.148115Base 4,984,990.95 5,807,405.7599.699819 822,414.80 0.26

06 Dec 20181.625594918AV6 MICROSOFT CORP SR UNSECURED 12/18 1.625

99.994935Local5,000,000.000 4,999,921.12 4,999,746.7599.998422 -174.37 0.2299.994935Base 4,999,921.12 4,999,746.7599.998422 -174.37 0.22

15 Feb 20286.375604059AE5 3M COMPANY SR UNSECURED 02/28 6.375

117.380598Local10,000,000.000 12,036,987.85 11,738,059.80120.369879 -298,928.05 0.52117.380598Base 12,036,987.85 11,738,059.80120.369879 -298,928.05 0.52

26 Jan 20205.561747YCM5 MORGAN STANLEY SR UNSECURED 01/20 5.5

102.302056Local3,100,000.000 3,179,693.02 3,171,363.74102.570743 -8,329.28 0.14102.302056Base 3,179,693.02 3,171,363.74102.570743 -8,329.28 0.14

01 Jun 20224.0626717AD4 MURPHY OIL CORP SR UNSECURED 06/22 4

95.231705Local5,000,000.000 4,996,446.36 4,761,585.2599.928927 -234,861.11 0.2195.231705Base 4,996,446.36 4,761,585.2599.928927 -234,861.11 0.21

25 Apr 20273.05637432NN1 NATIONAL RURAL UTIL COOP COLLATERAL T 04/27 3.05

93.927748Local10,000,000.000 9,982,456.40 9,392,774.8099.824564 -589,681.60 0.4293.927748Base 9,982,456.40 9,392,774.8099.824564 -589,681.60 0.42

15 Mar 20223.5651639AN6 NEWMONT MINING CORP COMPANY GUAR 03/22 3.5

98.170162Local8,000,000.000 7,981,081.38 7,853,612.9699.763517 -127,468.42 0.3598.170162Base 7,981,081.38 7,853,612.9699.763517 -127,468.42 0.35


STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




01 Sep 20203.34265339KAQ3 NEXTERA ENERGY CAPITAL COMPANY GUAR 09/20 3.342

99.477922Local10,000,000.000 10,024,190.98 9,947,792.20100.241910 -76,398.78 0.4499.477922Base 10,024,190.98 9,947,792.20100.241910 -76,398.78 0.44

01 Jun 20273.15655844BT4 NORFOLK SOUTHERN CORP SR UNSECURED 06/27 3.15

94.114807Local5,000,000.000 4,993,377.40 4,705,740.3599.867548 -287,637.05 0.2194.114807Base 4,993,377.40 4,705,740.3599.867548 -287,637.05 0.21

19 May 20202.069353RFC7 PNC BANK NA SR UNSECURED 05/20 2

98.056980Local8,000,000.000 7,995,231.73 7,844,558.4099.940397 -150,673.33 0.3598.056980Base 7,995,231.73 7,844,558.4099.940397 -150,673.33 0.35

19 May 20203.069353RFD5 PNC BANK NA SR UNSECURED 05/20 VAR

99.977117Local20,000,000.000 20,000,000.00 19,995,423.40100.000000 -4,576.60 0.8999.977117Base 20,000,000.00 19,995,423.40100.000000 -4,576.60 0.89

01 Mar 20243.6713448CM8 PEPSICO INC SR UNSECURED 03/24 3.6

100.340047Local5,000,000.000 4,995,519.47 5,017,002.3599.910389 21,482.88 0.22100.340047Base 4,995,519.47 5,017,002.3599.910389 21,482.88 0.22

02 May 20222.9235713448DU9 PEPSICO INC SR UNSECURED 05/22 VAR

100.479637Local20,000,000.000 20,000,000.00 20,095,927.40100.000000 95,927.40 0.90100.479637Base 20,000,000.00 20,095,927.40100.000000 95,927.40 0.90

15 Dec 20212.2717081DZ3 PFIZER INC SR UNSECURED 12/21 2.2

97.056092Local5,000,000.000 4,997,269.99 4,852,804.6099.945400 -144,465.39 0.2297.056092Base 4,997,269.99 4,852,804.6099.945400 -144,465.39 0.22

15 Dec 20276.7571713UAT9 PHARMACIA LLC COMPANY GUAR 12/27 6.75

120.092662Local3,000,000.000 3,573,077.11 3,602,779.86119.102570 29,702.75 0.16120.092662Base 3,573,077.11 3,602,779.86119.102570 29,702.75 0.16

26 Mar 20204.5718172AH2 PHILIP MORRIS INTL INC SR UNSECURED 03/20 4.5

101.505723Local5,000,000.000 4,991,560.62 5,075,286.1599.831212 83,725.53 0.23101.505723Base 4,991,560.62 5,075,286.1599.831212 83,725.53 0.23

01 Apr 20223.05737679DD9 POTOMAC ELECTRIC POWER 1ST MORTGAGE 04/22 3.05

98.389970Local3,000,000.000 2,997,103.96 2,951,699.1099.903465 -45,404.86 0.1398.389970Base 2,997,103.96 2,951,699.1099.903465 -45,404.86 0.13


STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




01 Oct 20385.625740816AD5 PRES + FELLOWS OF HARVAR UNSECURED 10/38 5.625

120.477103Local9,800,000.000 9,795,054.88 11,806,756.0999.949540 2,011,701.21 0.53120.477103Base 9,795,054.88 11,806,756.0999.949540 2,011,701.21 0.53

15 Sep 20202.3742651DV1 PRIVATE EXPORT FUNDING US GOVT GUAR 09/20 2.3

98.800400Local10,000,000.000 10,045,470.94 9,880,040.00100.454709 -165,430.94 0.4498.800400Base 10,045,470.94 9,880,040.00100.454709 -165,430.94 0.44

08 Feb 20213.27591EPAK6 REGIONS FINANCIAL CORP SR UNSECURED 02/21 3.2

98.859771Local3,000,000.000 3,017,210.95 2,965,793.13100.573698 -51,417.82 0.1398.859771Base 3,017,210.95 2,965,793.13100.573698 -51,417.82 0.13

30 Sep 20243.35771196BE1 ROCHE HOLDINGS INC COMPANY GUAR 144A 09/24 3.35

98.606192Local5,000,000.000 5,028,371.67 4,930,309.60100.567433 -98,062.07 0.2298.606192Base 5,028,371.67 4,930,309.60100.567433 -98,062.07 0.22

01 Jun 20224.875779382AP5 ROWAN COMPANIES INC COMPANY GUAR 06/22 4.875

90.000000Local4,000,000.000 3,991,151.42 3,600,000.0099.778786 -391,151.42 0.1690.000000Base 3,991,151.42 3,600,000.0099.778786 -391,151.42 0.16

25 Jan 20283.2808513AU9 CHARLES SCHWAB CORP SR UNSECURED 01/28 3.2

93.605124Local10,000,000.000 9,986,217.11 9,360,512.4099.862171 -625,704.71 0.4293.605124Base 9,986,217.11 9,360,512.4099.862171 -625,704.71 0.42

11 May 20203.06813822582BH4 SHELL INTERNATIONAL FIN COMPANY GUAR 05/20 VAR

100.432541Local10,000,000.000 10,000,000.00 10,043,254.10100.000000 43,254.10 0.45100.432541Base 10,000,000.00 10,043,254.10100.000000 43,254.10 0.45

01 Jul 20232.95842587CU9 SOUTHERN CO SR UNSECURED 07/23 2.95

95.673671Local5,000,000.000 4,997,295.30 4,783,683.5599.945906 -213,611.75 0.2195.673671Base 4,997,295.30 4,783,683.5599.945906 -213,611.75 0.21

01 Apr 20223.875844895AV4 SOUTHWEST GAS CORP SR UNSECURED 04/22 3.875

99.809708Local4,000,000.000 3,999,571.13 3,992,388.3299.989278 -7,182.81 0.1899.809708Base 3,999,571.13 3,992,388.3299.989278 -7,182.81 0.18

15 Jun 20222.7855244AG4 STARBUCKS CORP SR UNSECURED 06/22 2.7

97.088871Local5,000,000.000 4,999,532.40 4,854,443.5599.990648 -145,088.85 0.2297.088871Base 4,999,532.40 4,854,443.5599.990648 -145,088.85 0.22


STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




15 May 20233.1857477AL7 STATE STREET CORP SUBORDINATED 05/23 3.1

96.935545Local5,000,000.000 4,996,399.50 4,846,777.2599.927990 -149,622.25 0.2296.935545Base 4,996,399.50 4,846,777.2599.927990 -149,622.25 0.22

01 Nov 20326.3587612EAK2 TARGET CORP SR UNSECURED 11/32 6.35

121.131469Local5,000,000.000 5,408,054.97 6,056,573.45108.161099 648,518.48 0.27121.131469Base 5,408,054.97 6,056,573.45108.161099 648,518.48 0.27

12 Jan 20223.389233P5T9 TOYOTA MOTOR CREDIT CORP SR UNSECURED 01/22 3.3

99.814789Local5,000,000.000 4,994,225.72 4,990,739.4599.884514 -3,486.27 0.2299.814789Base 4,994,225.72 4,990,739.4599.884514 -3,486.27 0.22

15 Jun 20224.5902494AT0 TYSON FOODS INC COMPANY GUAR 06/22 4.5

102.091573Local3,000,000.000 2,994,532.94 3,062,747.1999.817765 68,214.25 0.14102.091573Base 2,994,532.94 3,062,747.1999.817765 68,214.25 0.14

23 Aug 20212.25902494BF9 TYSON FOODS INC SR UNSECURED 08/21 2.25

96.079298Local5,000,000.000 4,993,338.37 4,803,964.9099.866767 -189,373.47 0.2196.079298Base 4,993,338.37 4,803,964.9099.866767 -189,373.47 0.21

01 Jun 20212.090327QCY3 USAA CAPITAL CORP SR UNSECURED 144A 06/21 2

96.187582Local15,000,000.000 14,991,851.77 14,428,137.3099.945678 -563,714.47 0.6496.187582Base 14,991,851.77 14,428,137.3099.945678 -563,714.47 0.64

01 Feb 20192.77190327QCZ0 USAA CAPITAL CORP SR UNSECURED 144A 02/19 VAR

100.016108Local7,000,000.000 7,000,000.00 7,001,127.56100.000000 1,127.56 0.31100.016108Base 7,000,000.00 7,001,127.56100.000000 1,127.56 0.31

15 Jan 20386.2911312AJ5 UNITED PARCEL SERVICE SR UNSECURED 01/38 6.2

120.987374Local5,000,000.000 4,983,649.19 6,049,368.7099.672984 1,065,719.51 0.27120.987374Base 4,983,649.19 6,049,368.7099.672984 1,065,719.51 0.27

01 Aug 20192.05911759LH9 HOUSING URBAN DEVELOPMNT US GOVT GUAR 08/19 2.05

99.515800Local5,000,000.000 5,000,000.00 4,975,790.00100.000000 -24,210.00 0.2299.515800Base 5,000,000.00 4,975,790.00100.000000 -24,210.00 0.22

15 Aug 20198.125912810ED6 US TREASURY N/B 08/19 8.125

103.742188Local7,500,000.000 7,709,127.00 7,780,664.10102.788360 71,537.10 0.35103.742188Base 7,709,127.00 7,780,664.10102.788360 71,537.10 0.35


STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




15 Aug 20227.25912810EM6 US TREASURY N/B 08/22 7.25

115.324219Local5,000,000.000 5,649,500.88 5,766,210.95112.990018 116,710.07 0.26115.324219Base 5,649,500.88 5,766,210.95112.990018 116,710.07 0.26

15 Nov 20227.625912810EN4 US TREASURY N/B 11/22 7.625

117.730469Local5,000,000.000 5,739,572.67 5,886,523.45114.791453 146,950.78 0.26117.730469Base 5,739,572.67 5,886,523.45114.791453 146,950.78 0.26

15 Feb 20237.125912810EP9 US TREASURY N/B 02/23 7.125

116.734375Local5,000,000.000 5,407,917.12 5,836,718.75108.158342 428,801.63 0.26116.734375Base 5,407,917.12 5,836,718.75108.158342 428,801.63 0.26

15 Nov 20247.5912810ES3 US TREASURY N/B 11/24 7.5

125.019531Local5,000,000.000 6,462,299.42 6,250,976.55129.245988 -211,322.87 0.28125.019531Base 6,462,299.42 6,250,976.55129.245988 -211,322.87 0.28

15 Aug 20256.875912810EV6 US TREASURY N/B 08/25 6.875

123.929688Local12,500,000.000 15,517,297.78 15,491,211.00124.138382 -26,086.78 0.69123.929688Base 15,517,297.78 15,491,211.00124.138382 -26,086.78 0.69

15 Feb 20266.0912810EW4 US TREASURY N/B 02/26 6

119.882812Local12,500,000.000 14,639,284.84 14,985,351.50117.114279 346,066.66 0.67119.882812Base 14,639,284.84 14,985,351.50117.114279 346,066.66 0.67

15 Aug 20266.75912810EX2 US TREASURY N/B 08/26 6.75

126.183594Local20,000,000.000 26,019,366.55 25,236,718.80130.096833 -782,647.75 1.13126.183594Base 26,019,366.55 25,236,718.80130.096833 -782,647.75 1.13

15 Nov 20266.5912810EY0 US TREASURY N/B 11/26 6.5

125.078125Local12,500,000.000 16,604,544.63 15,634,765.63132.836357 -969,779.00 0.70125.078125Base 16,604,544.63 15,634,765.63132.836357 -969,779.00 0.70

15 Aug 20276.375912810FA1 US TREASURY N/B 08/27 6.375

125.820312Local15,000,000.000 18,114,897.61 18,873,046.80120.765984 758,149.19 0.84125.820312Base 18,114,897.61 18,873,046.80120.765984 758,149.19 0.84

15 Nov 20276.125912810FB9 US TREASURY N/B 11/27 6.125

124.339844Local15,000,000.000 20,035,449.26 18,650,976.60133.569662 -1,384,472.66 0.83124.339844Base 20,035,449.26 18,650,976.60133.569662 -1,384,472.66 0.83


STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




15 Aug 20285.5912810FE3 US TREASURY N/B 08/28 5.5

120.699219Local27,500,000.000 34,878,192.80 33,192,285.23126.829792 -1,685,907.57 1.48120.699219Base 34,878,192.80 33,192,285.23126.829792 -1,685,907.57 1.48

15 Nov 20285.25912810FF0 US TREASURY N/B 11/28 5.25

119.003906Local17,500,000.000 22,048,586.81 20,825,683.55125.991925 -1,222,903.26 0.93119.003906Base 22,048,586.81 20,825,683.55125.991925 -1,222,903.26 0.93

15 Feb 20295.25912810FG8 US TREASURY N/B 02/29 5.25

119.316406Local20,000,000.000 24,856,597.11 23,863,281.20124.282986 -993,315.91 1.07119.316406Base 24,856,597.11 23,863,281.20124.282986 -993,315.91 1.07

15 Aug 20296.125912810FJ2 US TREASURY N/B 08/29 6.125

128.011719Local20,000,000.000 26,962,532.68 25,602,343.80134.812663 -1,360,188.88 1.14128.011719Base 26,962,532.68 25,602,343.80134.812663 -1,360,188.88 1.14

15 May 20306.25912810FM5 US TREASURY N/B 05/30 6.25

130.781250Local17,500,000.000 24,946,233.54 22,886,718.75142.549906 -2,059,514.79 1.02130.781250Base 24,946,233.54 22,886,718.75142.549906 -2,059,514.79 1.02

31 Aug 20202.6259128284Y3 US TREASURY N/B 08/20 2.625

99.664062Local5,000,000.000 4,984,553.01 4,983,203.1099.691060 -1,349.91 0.2299.664062Base 4,984,553.01 4,983,203.1099.691060 -1,349.91 0.22

30 Sep 20202.759128285B2 US TREASURY N/B 09/20 2.75

99.867188Local5,000,000.000 4,992,840.33 4,993,359.4099.856807 519.07 0.2299.867188Base 4,992,840.33 4,993,359.4099.856807 519.07 0.22

31 Jan 20212.125912828B58 US TREASURY N/B 01/21 2.125

98.535156Local5,000,000.000 4,995,985.30 4,926,757.8099.919706 -69,227.50 0.2298.535156Base 4,995,985.30 4,926,757.8099.919706 -69,227.50 0.22

15 Nov 20242.25912828G38 US TREASURY N/B 11/24 2.25

96.402344Local2,500,000.000 2,576,461.95 2,410,058.60103.058478 -166,403.35 0.1196.402344Base 2,576,461.95 2,410,058.60103.058478 -166,403.35 0.11

15 Feb 20192.75912828KD1 US TREASURY N/B 02/19 2.75

100.072152Local5,000,000.000 5,012,301.91 5,003,607.60100.246038 -8,694.31 0.22100.072152Base 5,012,301.91 5,003,607.60100.246038 -8,694.31 0.22


STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




15 Nov 20252.25912828M56 US TREASURY N/B 11/25 2.25

95.695312Local10,000,000.000 9,962,034.63 9,569,531.2099.620346 -392,503.43 0.4395.695312Base 9,962,034.63 9,569,531.2099.620346 -392,503.43 0.43

15 Aug 20202.625912828NT3 US TREASURY N/B 08/20 2.625

99.664062Local5,000,000.000 5,007,038.03 4,983,203.10100.140761 -23,834.93 0.2299.664062Base 5,007,038.03 4,983,203.10100.140761 -23,834.93 0.22

15 May 20213.125912828QN3 US TREASURY N/B 05/21 3.125

100.707031Local5,000,000.000 5,185,785.74 5,035,351.55103.715715 -150,434.19 0.22100.707031Base 5,185,785.74 5,035,351.55103.715715 -150,434.19 0.22

31 Jan 20191.25912828SD3 US TREASURY N/B 01/19 1.25

99.827513Local5,000,000.000 4,992,225.09 4,991,375.6599.844502 -849.44 0.2299.827513Base 4,992,225.09 4,991,375.6599.844502 -849.44 0.22

30 Jun 20191.0912828TC4 US TREASURY N/B 06/19 1

99.089844Local5,000,000.000 4,995,436.70 4,954,492.2099.908734 -40,944.50 0.2299.089844Base 4,995,436.70 4,954,492.2099.908734 -40,944.50 0.22

15 Aug 20221.625912828TJ9 US TREASURY N/B 08/22 1.625

95.683594Local5,000,000.000 4,985,670.27 4,784,179.7099.713405 -201,490.57 0.2195.683594Base 4,985,670.27 4,784,179.7099.713405 -201,490.57 0.21

30 Sep 20191.0912828TR1 US TREASURY N/B 09/19 1

98.621094Local10,000,000.000 9,928,547.29 9,862,109.4099.285473 -66,437.89 0.4498.621094Base 9,928,547.29 9,862,109.4099.285473 -66,437.89 0.44

15 Nov 20221.625912828TY6 US TREASURY N/B 11/22 1.625

95.417969Local5,000,000.000 4,967,170.15 4,770,898.4599.343403 -196,271.70 0.2195.417969Base 4,967,170.15 4,770,898.4599.343403 -196,271.70 0.21

15 Nov 20262.0912828U24 US TREASURY N/B 11/26 2

93.156250Local10,000,000.000 9,598,360.23 9,315,625.0095.983602 -282,735.23 0.4293.156250Base 9,598,360.23 9,315,625.0095.983602 -282,735.23 0.42

30 Nov 20191.0912828UB4 US TREASURY N/B 11/19 1

98.281250Local7,500,000.000 7,488,636.45 7,371,093.7599.848486 -117,542.70 0.3398.281250Base 7,488,636.45 7,371,093.7599.848486 -117,542.70 0.33


STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




15 Feb 20272.25912828V98 US TREASURY N/B 02/27 2.25

94.726562Local5,000,000.000 4,789,530.21 4,736,328.1095.790604 -53,202.11 0.2194.726562Base 4,789,530.21 4,736,328.1095.790604 -53,202.11 0.21

30 Jun 20191.625912828WS5 US TREASURY N/B 06/19 1.625

99.441406Local10,000,000.000 9,978,539.19 9,944,140.6099.785392 -34,398.59 0.4499.441406Base 9,978,539.19 9,944,140.6099.785392 -34,398.59 0.44

31 Jul 20191.625912828WW6 US TREASURY N/B 07/19 1.625

99.332031Local5,000,000.000 4,972,861.22 4,966,601.5599.457224 -6,259.67 0.2299.332031Base 4,972,861.22 4,966,601.5599.457224 -6,259.67 0.22

31 Jul 20202.625912828Y46 US TREASURY N/B 07/20 2.625

99.675781Local5,000,000.000 4,996,588.58 4,983,789.0599.931772 -12,799.53 0.2299.675781Base 4,996,588.58 4,983,789.0599.931772 -12,799.53 0.22

20 Sep 20212.0692348NAA5 VERIZON OWNER TRUST VZOT 2017 1A A 144A


20 Sep 20222.5608892349FAB9 VERIZON OWNER TRUST VZOT 2018 1A A1B 144A


15 May 20473.72392890FAT3 WF RBS COMMERCIAL MORTGAGE TRU WFRBS 2014 C20 A4


15 Jun 20453.43192936TAB8 WF RBS COMMERCIAL MORTGAGE TRU WFRBS 2012 C7 A2


15 Mar 20452.69592937EAC8 WF RBS COMMERCIAL MORTGAGE TRU WFRBS 2013 C11 A3


15 Mar 20483.5692937FAF8 WF RBS COMMERCIAL MORTGAGE TRU WFRBS 2013 C12 AS



STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




05 Apr 20275.875931142CH4 WALMART INC SR UNSECURED 04/27 5.875

114.826707Local5,000,000.000 4,996,100.04 5,741,335.3599.922001 745,235.31 0.26114.826707Base 4,996,100.04 5,741,335.3599.922001 745,235.31 0.26

09 Oct 20192.37806931142DX8 WALMART INC SR UNSECURED 10/19 VAR

99.914397Local5,000,000.000 5,000,000.00 4,995,719.85100.000000 -4,280.15 0.2299.914397Base 5,000,000.00 4,995,719.85100.000000 -4,280.15 0.22

15 May 20232.494106LBD0 WASTE MANAGEMENT INC COMPANY GUAR 05/23 2.4

94.756932Local5,000,000.000 4,996,799.71 4,737,846.6099.935994 -258,953.11 0.2194.756932Base 4,996,799.71 4,737,846.6099.935994 -258,953.11 0.21

15 May 20223.12594973VAX5 ANTHEM INC SR UNSECURED 05/22 3.125

97.949808Local5,000,000.000 5,000,000.00 4,897,490.40100.000000 -102,509.60 0.2297.949808Base 5,000,000.00 4,897,490.40100.000000 -102,509.60 0.22

04 Mar 20212.5949746RS2 WELLS FARGO + COMPANY SR UNSECURED 03/21 2.5

97.487486Local10,000,000.000 9,998,962.10 9,748,748.6099.989621 -250,213.50 0.4497.487486Base 9,998,962.10 9,748,748.6099.989621 -250,213.50 0.44

04 Mar 20213.66075949746RT0 WELLS FARGO + COMPANY SR UNSECURED 03/21 VAR

101.210458Local15,000,000.000 15,000,000.00 15,181,568.70100.000000 181,568.70 0.68101.210458Base 15,000,000.00 15,181,568.70100.000000 181,568.70 0.68

15 May 20481.53194989JAW6 WELLS FARGO COMMERCIAL MORTGAG WFCM 2015 C28 A1


15 May 20483.5494989JAZ9 WELLS FARGO COMMERCIAL MORTGAG WFCM 2015 C28 A4


13 May 20262.85961214CX9 WESTPAC BANKING CORP SR UNSECURED 05/26 2.85

92.281938Local7,000,000.000 6,979,771.30 6,459,735.6699.711019 -520,035.64 0.2992.281938Base 6,979,771.30 6,459,735.6699.711019 -520,035.64 0.29

US DOLLAR Total2,129,093,992.350 Local 2,224,371,742.98 2,181,669,809.04 -42,701,933.94 97.40

Base2,139,181,531.000Original Face: 2,224,371,742.98 2,181,669,809.04 -42,701,933.94 97.40


STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




Base2,129,093,992.350 2,224,371,742.98 2,181,669,809.04 -42,701,933.94 97.40

FIXED INCOME Total

2,139,181,531.000Original Face:


STATE OF ARIZONA

November 30, 2018

ATZ6



FUND:

Holdings




2,261,189,331.15Base2,166,188,908.720FUND Total

2,218,468,501.81 -42,720,829.34 100.00Original Face: 2,139,181,531.000


STATE OF ARIZONA

November 30, 2018

ATZ7

ST OF AZ POOL 500 LGIP MED


FUND:

Holdings





USD US DOLLAR

1.000000Local377,022.990 377,022.99 377,022.991.000000 0.00 0.111.000000Base 377,022.99 377,022.991.000000 0.00 0.11

US DOLLAR Total377,022.990 Local 377,022.99 377,022.99 0.00 0.11

Base 377,022.99 377,022.99 0.00 0.11

Base377,022.990 377,022.99 377,022.99 0.00 0.11

CASH Total


16 Jun 20222.55136069TY7 CANADIAN IMPERIAL BANK SR UNSECURED 06/22 2.55

99.934146Local3,000,000.000 2,998,024.38 2,998,024.3899.934146 0.00 0.8699.934146Base 2,998,024.38 2,998,024.3899.934146 0.00 0.86

03 Dec 20182.3238346MM35 GOTHAM FDG CORP

99.987111Local5,000,000.000 4,999,355.56 4,999,355.5699.987111 0.00 1.4499.987111Base 4,999,355.56 4,999,355.5699.987111 0.00 1.44

01 Feb 20192.6552952MP12 LEXINGTN PKR CAP CO LL

99.543611Local3,000,000.000 2,986,308.33 2,986,308.3399.543611 0.00 0.8699.543611Base 2,986,308.33 2,986,308.3399.543611 0.00 0.86

03 Dec 20182.462455BM36 MOUNTCLIFF

99.986667Local5,000,000.000 4,999,333.33 4,999,333.3399.986667 0.00 1.4499.986667Base 4,999,333.33 4,999,333.3399.986667 0.00 1.44

22 Feb 20192.6567983UPN7 OLD LINE FUNDING LLC

99.389028Local2,087,000.000 2,074,249.01 2,074,249.0199.389028 0.00 0.6099.389028Base 2,074,249.01 2,074,249.0199.389028 0.00 0.60


STATE OF ARIZONA

November 30, 2018

ATZ7



FUND:

Holdings




28 Feb 20192.6867983UPU1 OLD LINE FUNDING LLC

99.337445Local2,000,000.000 1,986,748.89 1,986,748.8999.337445 0.00 0.5799.337445Base 1,986,748.89 1,986,748.8999.337445 0.00 0.57

01 Feb 20192.692646LP12 VICTORY RECEIVABLES

99.552222Local5,000,000.000 4,977,611.11 4,977,611.1199.552222 0.00 1.4399.552222Base 4,977,611.11 4,977,611.1199.552222 0.00 1.43

03 Dec 20182.3193114FM35 WAL-MART STORES INC

99.987167Local5,000,000.000 4,999,358.33 4,999,358.3399.987167 0.00 1.4499.987167Base 4,999,358.33 4,999,358.3399.987167 0.00 1.44

03 Dec 20182.27979TUW001 GUGGENHEIM SECURITIES REPO 08/14 VAR

100.000000Local5,000,000.000 5,000,000.00 5,000,000.00100.000000 0.00 1.44100.000000Base 5,000,000.00 5,000,000.00100.000000 0.00 1.44

US DOLLAR Total35,087,000.000 Local 35,020,988.94 35,020,988.94 0.00 10.06

Base 35,020,988.94 35,020,988.94 0.00 10.06

Base35,087,000.000 35,020,988.94 35,020,988.94 0.00 10.06



11 Mar 20193.0012500206RCD2 AT+T INC SR UNSECURED 03/19 VAR

100.087700Local500,000.000 500,000.00 500,438.50100.000000 438.50 0.14100.087700Base 500,000.00 500,438.50100.000000 438.50 0.14

17 Feb 20212.800206RCR1 AT+T INC SR UNSECURED 02/21 2.8

98.189808Local2,000,000.000 2,020,543.57 1,963,796.16101.027179 -56,747.41 0.5698.189808Base 2,020,543.57 1,963,796.16101.027179 -56,747.41 0.56

15 Oct 20252.626502582JHS2 AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2018 3 A



STATE OF ARIZONA

November 30, 2018

ATZ7



FUND:

Holdings




30 Oct 20191.70258M0EC9 AMERICAN EXPRESS CREDIT SR UNSECURED 10/19 1.7

98.760609Local2,000,000.000 1,999,275.56 1,975,212.1899.963778 -24,063.38 0.5798.760609Base 1,999,275.56 1,975,212.1899.963778 -24,063.38 0.57

30 Oct 20193.090380258M0ED7 AMERICAN EXPRESS CREDIT SR UNSECURED 10/19 VAR

100.154743Local2,000,000.000 2,000,000.00 2,003,094.86100.000000 3,094.86 0.58100.154743Base 2,000,000.00 2,003,094.86100.000000 3,094.86 0.58

03 May 20192.91150258M0EJ4 AMERICAN EXPRESS CREDIT SR UNSECURED 05/19 VAR

100.035847Local3,000,000.000 3,000,000.00 3,001,075.41100.000000 1,075.41 0.86100.035847Base 3,000,000.00 3,001,075.41100.000000 1,075.41 0.86

12 Feb 20212.8281302665WCC3 AMERICAN HONDA FINANCE SR UNSECURED 02/21 VAR

99.595358Local5,000,000.000 5,000,000.00 4,979,767.90100.000000 -20,232.10 1.4399.595358Base 5,000,000.00 4,979,767.90100.000000 -20,232.10 1.43

10 May 20192.93463031162CL2 AMGEN INC SR UNSECURED 05/19 VAR

100.051890Local2,000,000.000 2,000,000.00 2,001,037.80100.000000 1,037.80 0.57100.051890Base 2,000,000.00 2,001,037.80100.000000 1,037.80 0.57


100.007141Local2,000,000.000 2,000,000.00 2,000,142.82100.000000 142.82 0.57100.007141Base 2,000,000.00 2,000,142.82100.000000 142.82 0.57

06 May 20202.91813037833BE9 APPLE INC SR UNSECURED 05/20 VAR

100.203907Local5,000,000.000 5,000,000.00 5,010,195.35100.000000 10,195.35 1.44100.203907Base 5,000,000.00 5,010,195.35100.000000 10,195.35 1.44

11 May 20222.96463037833CP3 APPLE INC SR UNSECURED 05/22 VAR

100.502000Local7,000,000.000 7,000,000.00 7,035,140.00100.000000 35,140.00 2.02100.502000Base 7,000,000.00 7,035,140.00100.000000 35,140.00 2.02

21 Dec 20202.9705586CAB0 BMW VEHICLE LEASE TRUST BMWLT 2018 1 A2


26 Sep 20212.8206048WXT2 BANK OF AMERICA CORP SR UNSECURED 09/21 VAR

99.497000Local2,000,000.000 2,000,000.00 1,989,940.00100.000000 -10,060.00 0.5799.497000Base 2,000,000.00 1,989,940.00100.000000 -10,060.00 0.57


STATE OF ARIZONA

November 30, 2018

ATZ7



FUND:

Holdings




19 Oct 20202.62506051GFT1 BANK OF AMERICA CORP SR UNSECURED 10/20 2.625

98.443641Local5,810,000.000 5,828,234.61 5,719,575.54100.313849 -108,659.07 1.6498.443641Base 5,828,234.61 5,719,575.54100.313849 -108,659.07 1.64

18 Jul 20193.0945606367THR4 BANK OF MONTREAL SR UNSECURED 07/19 VAR

100.230873Local3,000,000.000 3,000,000.00 3,006,926.19100.000000 6,926.19 0.86100.230873Base 3,000,000.00 3,006,926.19100.000000 6,926.19 0.86

12 Dec 20192.106367TPX2 BANK OF MONTREAL SR UNSECURED 12/19 2.1

98.918337Local500,000.000 499,926.17 494,591.6999.985234 -5,334.48 0.1498.918337Base 499,926.17 494,591.6999.985234 -5,334.48 0.14

15 Jun 20202.106367TYL8 BANK OF MONTREAL SR UNSECURED 06/20 2.1

98.240470Local3,000,000.000 2,999,861.55 2,947,214.1099.995385 -52,647.45 0.8598.240470Base 2,999,861.55 2,947,214.1099.995385 -52,647.45 0.85

15 Jun 20202.7741306367TYM6 BANK OF MONTREAL SR UNSECURED 06/20 VAR

100.139000Local5,000,000.000 5,000,000.00 5,006,950.00100.000000 6,950.00 1.44100.139000Base 5,000,000.00 5,006,950.00100.000000 6,950.00 1.44

21 Feb 20202.2506741VK76 BARCLAYS BANK PLC SR UNSECURED 02/20 VAR

99.998677Local4,000,000.000 4,000,000.00 3,999,947.08100.000000 -52.92 1.1599.998677Base 4,000,000.00 3,999,947.08100.000000 -52.92 1.15

10 Dec 20451.67812623SAB6 COMM MORTGAGE TRUST COMM 2012 CR5 A2


01 Jun 20212.125126650CT5 CVS HEALTH CORP SR UNSECURED 06/21 2.125

95.968095Local2,000,000.000 1,997,268.83 1,919,361.9099.863442 -77,906.93 0.5595.968095Base 1,997,268.83 1,919,361.9099.863442 -77,906.93 0.55

09 Mar 20202.95713126650DB3 CVS HEALTH CORP SR UNSECURED 03/20 VAR

100.074664Local5,000,000.000 5,000,000.00 5,003,733.20100.000000 3,733.20 1.44100.074664Base 5,000,000.00 5,003,733.20100.000000 3,733.20 1.44

17 Jul 20232.25126802DH7 CABELA S MASTER CREDIT CARD TR CABMT 2015 2 A1

98.562780Local1,000,000.000 999,770.16 985,627.8099.977016 -14,142.36 0.2898.562780Base1,000,000.000Original Face: 999,770.16 985,627.8099.977016 -14,142.36 0.28


STATE OF ARIZONA

November 30, 2018

ATZ7



FUND:

Holdings






16 Jun 20223.05413136069TZ4 CANADIAN IMPERIAL BANK SR UNSECURED 06/22 VAR

100.294978Local3,000,000.000 3,000,000.00 3,008,849.34100.000000 8,849.34 0.86100.294978Base 3,000,000.00 3,008,849.34100.000000 8,849.34 0.86

06 Sep 20192.8427513607RAC4 CANADIAN IMPERIAL BANK SR UNSECURED 09/19 VAR

100.253762Local4,000,000.000 4,000,000.00 4,010,150.48100.000000 10,150.48 1.15100.253762Base 4,000,000.00 4,010,150.48100.000000 10,150.48 1.15

31 Jan 20202.3514042RFH9 CAPITAL ONE NA SR UNSECURED 01/20 2.35

98.764206Local5,000,000.000 4,993,524.59 4,938,210.3099.870492 -55,314.29 1.4298.764206Base 4,993,524.59 4,938,210.3099.870492 -55,314.29 1.42

08 Aug 20222.6514042RHC8 CAPITAL ONE NA SR UNSECURED 08/22 2.65

95.408851Local4,000,000.000 3,993,277.37 3,816,354.0499.831934 -176,923.33 1.1095.408851Base 3,993,277.37 3,816,354.0499.831934 -176,923.33 1.10

15 Feb 20223.1114315EAB6 CARMAX AUTO OWNER TRUST CARMX 2018 4 A2A


30 Mar 20212.7172967KK6 CITIGROUP INC SR UNSECURED 03/21 2.7

97.808864Local2,370,000.000 2,375,799.32 2,318,070.08100.244697 -57,729.24 0.6797.808864Base 2,375,799.32 2,318,070.08100.244697 -57,729.24 0.67


100.018537Local1,000,000.000 1,000,000.00 1,000,185.37100.000000 185.37 0.29100.018537Base 1,000,000.00 1,000,185.37100.000000 185.37 0.29

05 Jun 20202.15278642AR4 EBAY INC SR UNSECURED 06/20 2.15

98.159226Local2,000,000.000 1,998,981.69 1,963,184.5299.949085 -35,797.17 0.5698.159226Base 1,998,981.69 1,963,184.5299.949085 -35,797.17 0.56

20 Sep 20211.8329372EBP2 ENTERPRISE FLEET FINANCING LLC EFF 2016 1 A2 144A



STATE OF ARIZONA

November 30, 2018

ATZ7



FUND:

Holdings




20 Jan 20231.9729372JAB3 ENTERPRISE FLEET FINANCING LLC EFF 2017 2 A2 144A


07 Feb 20201.829736RAL4 ESTEE LAUDER CO INC SR UNSECURED 02/20 1.8

98.537133Local4,000,000.000 3,999,778.15 3,941,485.3299.994454 -58,292.83 1.1398.537133Base 3,999,778.15 3,941,485.3299.994454 -58,292.83 1.13

01 Mar 20191.70830231GAP7 EXXON MOBIL CORPORATION SR UNSECURED 03/19 1.708

99.732531Local2,000,000.000 2,000,000.00 1,994,650.62100.000000 -5,349.38 0.5799.732531Base 2,000,000.00 1,994,650.62100.000000 -5,349.38 0.57

25 Jun 20222.2530303KAA4 FRESB MULTIFAMILY MORTGAGE PAS FRESB 2017 SB35 A5F


01 Apr 20204.531283K2K3 FED HM LN PC POOL G11678 FG 04/20 FIXED 4.5


01 Mar 20414.03128M8RU0 FED HM LN PC POOL G06499 FG 03/41 FIXED 4


01 Mar 20234.53128MMHX4 FED HM LN PC POOL G18245 FG 03/23 FIXED 4.5

103.140246Local3,285.040 3,316.04 3,388.20100.943672 72.16 0.00103.140246Base250,000.000Original Face: 3,316.04 3,388.20100.943672 72.16 0.00

01 Jun 20244.53128MMK36 FED HM LN PC POOL G18313 FG 06/24 FIXED 4.5


01 Feb 20244.53128MMKJ1 FED HM LN PC POOL G18296 FG 02/24 FIXED 4.5


01 Nov 20263.03128MMN33 FED HM LN PC POOL G18409 FG 11/26 FIXED 3



STATE OF ARIZONA

November 30, 2018

ATZ7



FUND:

Holdings




01 May 20282.53128MMQT3 FED HM LN PC POOL G18465 FG 05/28 FIXED 2.5


01 Jun 20244.53128PMY87 FED HM LN PC POOL J09735 FG 06/24 FIXED 4.5


01 Jul 20254.03128PR3M9 FED HM LN PC POOL J12604 FG 07/25 FIXED 4


01 Sep 20253.53128PSKA4 FED HM LN PC POOL J12989 FG 09/25 FIXED 3.5


01 Feb 20423.531292LFA8 FED HM LN PC POOL C03761 FG 02/42 FIXED 3.5


01 Oct 20394.0312936EV5 FED HM LN PC POOL A89148 FG 10/39 FIXED 4


01 Dec 20404.0312944H79 FED HM LN PC POOL A95654 FG 12/40 FIXED 4


13 Dec 20192.3753130A0JR2 FEDERAL HOME LOAN BANK BONDS 12/19 2.375

99.549500Local5,000,000.000 5,013,621.79 4,977,475.00100.272436 -36,146.79 1.4399.549500Base 5,013,621.79 4,977,475.00100.272436 -36,146.79 1.43

26 Jul 20212.03130AAL55 FEDERAL HOME LOAN BANK BONDS 07/21 2

97.262700Local2,000,000.000 2,000,000.00 1,945,254.00100.000000 -54,746.00 0.5697.262700Base 2,000,000.00 1,945,254.00100.000000 -54,746.00 0.56

24 Jun 20191.523133EEZ60 FEDERAL FARM CREDIT BANK BONDS 06/19 1.52

99.405300Local2,900,000.000 2,901,817.63 2,882,753.70100.062677 -19,063.93 0.8399.405300Base 2,901,817.63 2,882,753.70100.062677 -19,063.93 0.83


STATE OF ARIZONA

November 30, 2018

ATZ7



FUND:

Holdings




27 Jul 20222.153134GBWG3 FREDDIE MAC NOTES 07/22 2.15

96.937300Local5,000,000.000 5,000,000.00 4,846,865.00100.000000 -153,135.00 1.3996.937300Base 5,000,000.00 4,846,865.00100.000000 -153,135.00 1.39

28 Jan 20191.3753135G0H63 FANNIE MAE NOTES 01/19 1.375

99.834000Local1,000,000.000 999,967.77 998,340.0099.996777 -1,627.77 0.2999.834000Base 999,967.77 998,340.0099.996777 -1,627.77 0.29

25 Sep 20192.1713136AK2A0 FANNIEMAE ACES FNA 2014 M10 ASQ2


25 Apr 20202.6223136AP3Z3 FANNIEMAE ACES FNA 2015 M12 FA


28 Dec 20213.053136G4TN3 FANNIE MAE NOTES 12/21 3.05

99.848300Local2,000,000.000 2,000,000.00 1,996,966.00100.000000 -3,034.00 0.5799.848300Base 2,000,000.00 1,996,966.00100.000000 -3,034.00 0.57

01 Jan 20194.531371LJV2 FNMA POOL 255076 FN 01/19 FIXED 4.5

101.531250Local348.190 348.14 353.5299.985640 5.38 0.00101.531250Base2,360,770.000Original Face: 348.14 353.5299.985640 5.38 0.00

25 Nov 20191.8693137B1AZ5 FHLMC MULTIFAMILY STRUCTURED P FHMS K712 A2


15 Mar 20264.03137BG5C9 FREDDIE MAC FHR 4425 VL


12 Aug 20211.1253137EAEC9 FREDDIE MAC NOTES 08/21 1.125

95.537900Local2,000,000.000 1,994,519.38 1,910,758.0099.725969 -83,761.38 0.5595.537900Base 1,994,519.38 1,910,758.0099.725969 -83,761.38 0.55

01 Nov 20203.3931381N7L1 FNMA POOL 466299 FN 11/20 FIXED 3.39

100.206194Local399,781.030 409,265.67 400,605.35102.372459 -8,660.32 0.12100.206194Base500,000.000Original Face: 409,265.67 400,605.35102.372459 -8,660.32 0.12


STATE OF ARIZONA

November 30, 2018

ATZ7



FUND:

Holdings




01 Sep 20212.483138L9ZC9 FNMA POOL AM8838 FN 09/21 FIXED 2.48


01 Nov 20272.53138MFUC9 FNMA POOL AQ0578 FN 11/27 FIXED 2.5


01 May 20216.031403DHB8 FNMA POOL 745526 FN 05/21 FIXED VAR


01 Jul 20394.531412QBF5 FNMA POOL 931638 FN 07/39 FIXED 4.5

103.992095Local79,212.360 80,437.77 82,374.59101.546993 1,936.82 0.02103.992095Base983,845.000Original Face: 80,437.77 82,374.59101.546993 1,936.82 0.02

01 Aug 20226.031413MFY8 FNMA POOL 949383 FN 08/22 FIXED 6


01 Nov 20214.531416B6K9 FNMA POOL 995574 FN 11/21 FIXED VAR


01 Dec 20404.031416XE97 FNMA POOL AB1959 FN 12/40 FIXED 4


01 Jan 20272.531417AU98 FNMA POOL AB4207 FN 01/27 FIXED 2.5


01 Aug 20272.531417CUR4 FNMA POOL AB5991 FN 08/27 FIXED 2.5


01 May 20282.531417GSE7 FNMA POOL AB9516 FN 05/28 FIXED 2.5



STATE OF ARIZONA

November 30, 2018

ATZ7



FUND:

Holdings




01 Nov 20245.031417SXR6 FNMA POOL AC6087 FN 11/24 FIXED 5


01 Jan 20254.031417VTG8 FNMA POOL AC8650 FN 01/25 FIXED 4


01 Feb 20273.531418ACU0 FNMA POOL MA0982 FN 02/27 FIXED 3.5


01 Aug 20272.531418AHW1 FNMA POOL MA1144 FN 08/27 FIXED 2.5


01 Mar 20254.531418RFS5 FNMA POOL AD3776 FN 03/25 FIXED 4.5


01 Aug 20254.031419AJM0 FNMA POOL AE0267 FN 08/25 FIXED VAR


01 Feb 20414.031419BBT1 FNMA POOL AE0949 FN 02/41 FIXED VAR


01 Sep 20404.531419CZL0 FNMA POOL AE2546 FN 09/40 FIXED 4.5


01 Nov 20404.531419JM47 FNMA POOL AE7578 FN 11/40 FIXED 4.5


01 Nov 20253.031419KU78 FNMA POOL AE8705 FN 11/25 FIXED 3



STATE OF ARIZONA

November 30, 2018

ATZ7



FUND:

Holdings




27 Jul 20202.875316773CT5 FIFTH THIRD BANCORP SR UNSECURED 07/20 2.875

99.079753Local4,000,000.000 4,011,347.44 3,963,190.12100.283686 -48,157.32 1.1499.079753Base 4,011,347.44 3,963,190.12100.283686 -48,157.32 1.14

04 Nov 20192.597345397WY5 FORD MOTOR CREDIT CO LLC SR UNSECURED 11/19 2.597

98.677825Local5,000,000.000 4,990,005.09 4,933,891.2599.800102 -56,113.84 1.4298.677825Base 4,990,005.09 4,933,891.2599.800102 -56,113.84 1.42

08 Jan 20193.98806345397XS7 FORD MOTOR CREDIT CO LLC SR UNSECURED 01/19 VAR

100.078154Local1,000,000.000 1,000,000.00 1,000,781.54100.000000 781.54 0.29100.078154Base 1,000,000.00 1,000,781.54100.000000 781.54 0.29

31 Jan 20202.038150AAE5 GOLDMAN SACHS GROUP INC SR UNSECURED 01/20 VAR

98.505024Local8,000,000.000 7,999,221.92 7,880,401.9299.990274 -118,820.00 2.2698.505024Base 7,999,221.92 7,880,401.9299.990274 -118,820.00 2.26

16 May 20421.538378KBF5 GOVERNMENT NATIONAL MORTGAGE A GNR 2013 30 A


16 Aug 20421.72338378KDJ5 GOVERNMENT NATIONAL MORTGAGE A GNR 2013 46 AB


16 May 20442.438379KTC2 GOVERNMENT NATIONAL MORTGAGE A GNR 2015 85 AF


16 Aug 20482.038379U5P7 GOVERNMENT NATIONAL MORTGAGE A GNR 2017 20 AG


20 Nov 20422.2538380HX49 GOVERNMENT NATIONAL MORTGAGE A GNR 2017 165 MD


15 Jan 20192.2541283LAG0 HARLEY DAVIDSON FINL SER COMPANY GUAR 144A 01/19 2.25

99.917280Local1,000,000.000 999,995.10 999,172.8099.999510 -822.30 0.2999.917280Base 999,995.10 999,172.8099.999510 -822.30 0.29


STATE OF ARIZONA

November 30, 2018

ATZ7



FUND:

Holdings




08 Sep 20222.244932HAC7 IBM CREDIT LLC SR UNSECURED 09/22 2.2

94.473116Local3,000,000.000 3,000,000.00 2,834,193.48100.000000 -165,806.52 0.8194.473116Base 3,000,000.00 2,834,193.48100.000000 -165,806.52 0.81

30 Sep 20191.2459058FQ1 INTL BK RECON + DEVELOP SR UNSECURED 09/19 1.2

98.660500Local4,000,000.000 3,987,308.90 3,946,420.0099.682723 -40,888.90 1.1398.660500Base 3,987,308.90 3,946,420.0099.682723 -40,888.90 1.13

12 Feb 20192.98813459200HW4 IBM CORP SR UNSECURED 02/19 VAR

100.052032Local500,000.000 500,000.00 500,260.16100.000000 260.16 0.14100.052032Base 500,000.00 500,260.16100.000000 260.16 0.14

17 May 20191.8459200JE2 IBM CORP SR UNSECURED 05/19 1.8

99.497956Local2,000,000.000 1,999,884.24 1,989,959.1299.994212 -9,925.12 0.5799.497956Base 1,999,884.24 1,989,959.1299.994212 -9,925.12 0.57

10 Sep 20192.74713548661DB0 LOWE S COS INC SR UNSECURED 09/19 VAR

100.147314Local500,000.000 500,000.00 500,736.57100.000000 736.57 0.14100.147314Base 500,000.00 500,736.57100.000000 736.57 0.14

17 Aug 20202.0555279HAN0 MANUF + TRADERS TRUST CO SR UNSECURED 08/20 2.05

97.864036Local2,000,000.000 1,999,041.97 1,957,280.7299.952099 -41,761.25 0.5697.864036Base 1,999,041.97 1,957,280.7299.952099 -41,761.25 0.56

25 Jan 20212.7598855279HAS9 MANUF + TRADERS TRUST CO SR UNSECURED 01/21 VAR

99.866677Local7,000,000.000 7,000,000.00 6,990,667.39100.000000 -9,332.61 2.0199.866677Base 7,000,000.00 6,990,667.39100.000000 -9,332.61 2.01

10 Feb 20202.9896358933YAP0 MERCK + CO INC SR UNSECURED 02/20 VAR

100.291809Local5,500,000.000 5,500,000.00 5,516,049.50100.000000 16,049.50 1.58100.291809Base 5,500,000.00 5,516,049.50100.000000 16,049.50 1.58

10 Feb 20201.8558933YAS4 MERCK + CO INC SR UNSECURED 02/20 1.85

98.655392Local3,000,000.000 2,999,863.89 2,959,661.7699.995463 -40,202.13 0.8598.655392Base 2,999,863.89 2,959,661.7699.995463 -40,202.13 0.85

12 Feb 20201.85594918AY0 MICROSOFT CORP SR UNSECURED 02/20 1.85

98.808498Local8,000,000.000 8,018,911.30 7,904,679.84100.236391 -114,231.46 2.2798.808498Base 8,018,911.30 7,904,679.84100.236391 -114,231.46 2.27


STATE OF ARIZONA

November 30, 2018

ATZ7



FUND:

Holdings




08 Aug 20191.1594918BN3 MICROSOFT CORP SR UNSECURED 08/19 1.1

98.814585Local2,000,000.000 1,999,529.67 1,976,291.7099.976484 -23,237.97 0.5798.814585Base 1,999,529.67 1,976,291.7099.976484 -23,237.97 0.57

01 Sep 20203.34265339KAQ3 NEXTERA ENERGY CAPITAL COMPANY GUAR 09/20 3.342

99.477922Local2,000,000.000 2,004,838.20 1,989,558.44100.241910 -15,279.76 0.5799.477922Base 2,004,838.20 1,989,558.44100.241910 -15,279.76 0.57

15 Oct 20201.3465478UAD1 NISSAN AUTO RECEIVABLES OWNER NAROT 2016 A A3


05 Nov 20202.4569353REU8 PNC BANK NA SR UNSECURED 11/20 2.45

98.096405Local3,790,000.000 3,786,478.52 3,717,853.7599.907085 -68,624.77 1.0798.096405Base 3,786,478.52 3,717,853.7599.907085 -68,624.77 1.07

19 May 20202.069353RFC7 PNC BANK NA SR UNSECURED 05/20 2

98.056980Local2,000,000.000 1,998,896.80 1,961,139.6099.944840 -37,757.20 0.5698.056980Base 1,998,896.80 1,961,139.6099.944840 -37,757.20 0.56

19 May 20203.069353RFD5 PNC BANK NA SR UNSECURED 05/20 VAR

99.977117Local2,000,000.000 2,000,000.00 1,999,542.34100.000000 -457.66 0.5799.977117Base 2,000,000.00 1,999,542.34100.000000 -457.66 0.57

03 Jun 20191.45717081DU4 PFIZER INC SR UNSECURED 06/19 1.45

99.344925Local3,000,000.000 3,002,208.00 2,980,347.75100.073600 -21,860.25 0.8699.344925Base 3,002,208.00 2,980,347.75100.073600 -21,860.25 0.86

08 Apr 20192.2578012KHR1 ROYAL BANK OF CANADA SR UNSECURED 04/19 VAR

99.605035Local4,000,000.000 4,000,000.00 3,984,201.40100.000000 -15,798.60 1.1499.605035Base 4,000,000.00 3,984,201.40100.000000 -15,798.60 1.14

30 Mar 20222.1578012KWY9 ROYAL BANK OF CANADA SR UNSECURED 03/22 VAR

99.756255Local4,000,000.000 3,996,007.67 3,990,250.2099.900192 -5,757.47 1.1599.756255Base 3,996,007.67 3,990,250.2099.900192 -5,757.47 1.15

06 Mar 20233.078013XGQ5 ROYAL BANK OF CANADA SR UNSECURED 03/23 VAR

100.365736Local5,000,000.000 5,000,000.00 5,018,286.80100.000000 18,286.80 1.44100.365736Base 5,000,000.00 5,018,286.80100.000000 18,286.80 1.44


STATE OF ARIZONA

November 30, 2018

ATZ7



FUND:

Holdings




22 Oct 20213.078014RAQ3 ROYAL BANK OF CANADA SR UNSECURED 10/21 VAR

99.584000Local2,000,000.000 2,000,000.00 1,991,680.00100.000000 -8,320.00 0.5799.584000Base 2,000,000.00 1,991,680.00100.000000 -8,320.00 0.57

01 Mar 20233.1855244AN9 STARBUCKS CORP SR UNSECURED 03/23 3.1

97.490000Local3,000,000.000 2,999,187.28 2,924,700.0099.972909 -74,487.28 0.8497.490000Base 2,999,187.28 2,924,700.0099.972909 -74,487.28 0.84

15 May 20242.2187165LBB6 SYNCHRONY CREDIT CARD MASTER N SYNCT 2016 2 A


15 Mar 20202.25880591EV0 TENN VALLEY AUTHORITY SR UNSECURED 03/20 2.25

99.278300Local5,000,000.000 4,993,121.95 4,963,915.0099.862439 -29,206.95 1.4399.278300Base 4,993,121.95 4,963,915.0099.862439 -29,206.95 1.43

15 Jun 20191.62588579YAG6 3M COMPANY SR UNSECURED 06/19 1.625

99.337028Local3,000,000.000 3,006,844.90 2,980,110.84100.228163 -26,734.06 0.8699.337028Base 3,006,844.90 2,980,110.84100.228163 -26,734.06 0.86

17 Jan 20192.189236TBB0 TOYOTA MOTOR CREDIT CORP SR UNSECURED 01/19 2.1

99.918426Local500,000.000 499,989.07 499,592.1399.997814 -396.94 0.1499.918426Base 499,989.07 499,592.1399.997814 -396.94 0.14

13 Feb 20203.0181389236TCD5 TOYOTA MOTOR CREDIT CORP SR UNSECURED 02/20 VAR

99.606751Local5,000,000.000 5,000,000.00 4,980,337.55100.000000 -19,662.45 1.4399.606751Base 5,000,000.00 4,980,337.55100.000000 -19,662.45 1.43

20 May 20191.489236TDE2 TOYOTA MOTOR CREDIT CORP SR UNSECURED 05/19 1.4

99.356864Local5,000,000.000 4,976,360.70 4,967,843.2099.527214 -8,517.50 1.4399.356864Base 4,976,360.70 4,967,843.2099.527214 -8,517.50 1.43

01 Feb 20192.77190327QCZ0 USAA CAPITAL CORP SR UNSECURED 144A 02/19 VAR

100.016108Local5,000,000.000 5,000,000.00 5,000,805.40100.000000 805.40 1.44100.016108Base 5,000,000.00 5,000,805.40100.000000 805.40 1.44

31 Oct 20192.43228389128283B4 US TREASURY FRN 10/19 VAR

100.062364Local5,000,000.000 5,000,137.34 5,003,118.20100.002747 2,980.86 1.44100.062364Base 5,000,137.34 5,003,118.20100.002747 2,980.86 1.44


STATE OF ARIZONA

November 30, 2018

ATZ7



FUND:

Holdings





99.664062Local1,000,000.000 997,841.60 996,640.6299.784160 -1,200.98 0.2999.664062Base 997,841.60 996,640.6299.784160 -1,200.98 0.29

15 Jun 20213.1591324PDH2 UNITEDHEALTH GROUP INC SR UNSECURED 06/21 3.15

99.732298Local2,000,000.000 1,999,083.19 1,994,645.9699.954160 -4,437.23 0.5799.732298Base 1,999,083.19 1,994,645.9699.954160 -4,437.23 0.57

01 Aug 20452.2491514AEZ4 UNIV OF TEXAS TX UNIV REVENUES UNIHGR 08/45 ADJUSTABLE VAR

100.000000Local4,000,000.000 4,000,000.00 4,000,000.00100.000000 0.00 1.15100.000000Base 4,000,000.00 4,000,000.00100.000000 0.00 1.15

20 Apr 20233.2392348XAA3 VERIZON OWNER TRUST VZOT 2018 A A1A

100.012900Local1,000,000.000 999,984.89 1,000,129.0099.998489 144.11 0.29100.012900Base1,000,000.000Original Face: 999,984.89 1,000,129.0099.998489 144.11 0.29

15 Dec 20181.95931142DJ9 WALMART INC SR UNSECURED 12/18 1.95

99.971069Local2,000,000.000 2,000,717.37 1,999,421.38100.035869 -1,295.99 0.5799.971069Base 2,000,717.37 1,999,421.38100.035869 -1,295.99 0.57

04 Mar 20212.5949746RS2 WELLS FARGO + COMPANY SR UNSECURED 03/21 2.5

97.487486Local3,000,000.000 2,999,688.63 2,924,624.5899.989621 -75,064.05 0.8497.487486Base 2,999,688.63 2,924,624.5899.989621 -75,064.05 0.84

26 Jul 20212.1949746SA0 WELLS FARGO + COMPANY SR UNSECURED 07/21 2.1

95.950647Local1,000,000.000 986,869.53 959,506.4798.686953 -27,363.06 0.2895.950647Base 986,869.53 959,506.4798.686953 -27,363.06 0.28

11 Feb 20223.54813949746SP7 WELLS FARGO + COMPANY SR UNSECURED 02/22 VAR

100.155957Local3,000,000.000 3,000,000.00 3,004,678.71100.000000 4,678.71 0.86100.155957Base 3,000,000.00 3,004,678.71100.000000 4,678.71 0.86

15 Jan 20202.6663194988J5K9 WELLS FARGO BANK NA SR UNSECURED 01/20 VAR

99.970649Local5,000,000.000 5,000,000.00 4,998,532.45100.000000 -1,467.55 1.4499.970649Base 5,000,000.00 4,998,532.45100.000000 -1,467.55 1.44

15 May 20481.53194989JAW6 WELLS FARGO COMMERCIAL MORTGAG WFCM 2015 C28 A1



STATE OF ARIZONA

November 30, 2018

ATZ7



FUND:

Holdings




28 Jun 20222.5961214DQ3 WESTPAC BANKING CORP SR UNSECURED 06/22 2.5

96.152780Local2,000,000.000 1,997,670.15 1,923,055.6099.883508 -74,614.55 0.5596.152780Base 1,997,670.15 1,923,055.6099.883508 -74,614.55 0.55

US DOLLAR Total315,795,569.570 Local 316,539,250.61 312,694,909.24 -3,844,341.37 89.83

Base183,818,802.000Original Face: 316,539,250.61 312,694,909.24 -3,844,341.37 89.83

Base315,795,569.570 316,539,250.61 312,694,909.24 -3,844,341.37 89.83

FIXED INCOME Total

183,818,802.000Original Face:


STATE OF ARIZONA

November 30, 2018

ATZ7



FUND:

Holdings




351,937,262.54Base351,259,592.560FUND Total

348,092,921.17 -3,844,341.37 100.00Original Face: 183,818,802.000


STATE OF ARIZONA

November 30, 2018

ATZ8

ST OF AZ POOL 700 LGIP MD FF&C


FUND:

Holdings





USD US DOLLAR

1.000000Local571,004.530 571,004.53 571,004.531.000000 0.00 0.421.000000Base 571,004.53 571,004.531.000000 0.00 0.42


Base 571,004.53 571,004.53 0.00 0.42

Base571,004.530 571,004.53 571,004.53 0.00 0.42

CASH Total


28 Mar 20192.3064912796PX1 TREASURY BILL 03/19 0.00000

99.249500Local2,000,000.000 1,985,008.40 1,984,990.0099.250420 -18.40 1.4699.249500Base 1,985,008.40 1,984,990.0099.250420 -18.40 1.46

26 Dec 20182.211912796UF4 TREASURY BILL 12/18 0.00000

99.846459Local2,000,000.000 1,996,929.17 1,996,929.1799.846459 0.00 1.4799.846459Base 1,996,929.17 1,996,929.1799.846459 0.00 1.47

08 Jan 20192.2815912796UH0 TREASURY BILL 01/19 0.00000

99.759175Local2,000,000.000 1,995,183.50 1,995,183.5099.759175 0.00 1.4799.759175Base 1,995,183.50 1,995,183.5099.759175 0.00 1.47

03 Dec 20182.25926NKW009 AMHERST PIERPONT 04/15 VAR

100.000000Local15,000,000.000 15,000,000.00 15,000,000.00100.000000 0.00 11.03100.000000Base 15,000,000.00 15,000,000.00100.000000 0.00 11.03


100.000000Local4,000,000.000 4,000,000.00 4,000,000.00100.000000 0.00 2.94100.000000Base 4,000,000.00 4,000,000.00100.000000 0.00 2.94


STATE OF ARIZONA

November 30, 2018

ATZ8



FUND:

Holdings





Base 24,977,121.07 24,977,102.67 -18.40 18.37

Base25,000,000.000 24,977,121.07 24,977,102.67 -18.40 18.37



28 Aug 20211.85930218HAA5 EXPORT LEASING 2009 LLC US GOVT GUAR 08/21 1.859


26 Sep 20190.0131771KAA5 FICO STRIP PRIN SECURED 09/19 0.00000

97.793300Local1,000,000.000 986,181.71 977,933.0098.618171 -8,248.71 0.7297.793300Base 986,181.71 977,933.0098.618171 -8,248.71 0.72

15 Sep 20414.036176S4T4 GNMA POOL 775134 GN 09/41 FIXED 4


15 Aug 20273.036178GHQ0 GNMA POOL AA8339 GN 08/27 FIXED 3


20 Apr 20272.536179MAF7 GNMA II POOL MA0006 G2 04/27 FIXED 2.5


20 Apr 20273.036179MAG5 GNMA II POOL MA0007 G2 04/27 FIXED 3


20 Apr 20273.536179MAH3 GNMA II POOL MA0008 G2 04/27 FIXED 3.5



STATE OF ARIZONA

November 30, 2018

ATZ8



FUND:

Holdings




20 May 20272.536179MCH1 GNMA II POOL MA0072 G2 05/27 FIXED 2.5


20 Jul 20273.036179MGN4 GNMA II POOL MA0205 G2 07/27 FIXED 3


20 Jul 20273.536179MGP9 GNMA II POOL MA0206 G2 07/27 FIXED 3.5


20 Jul 20423.036179MGW4 GNMA II POOL MA0213 G2 07/42 FIXED 3


20 May 20433.036179NDH8 GNMA II POOL MA1004 G2 05/43 FIXED 3


20 Feb 20273.536202F3T1 GNMA II POOL 005310 G2 02/27 FIXED 3.5


20 Nov 20404.036202FL61 GNMA II POOL 004849 G2 11/40 FIXED 4


15 Sep 20404.53620C4U57 GNMA POOL 748604 GN 09/40 FIXED 4.5


20 Sep 20403.7536225E3Y6 GNMA II POOL 082614 G2 09/40 FLOATING VAR


15 Dec 20272.53622A2EM0 GNMA POOL 783740 GN 12/27 FIXED 2.5



STATE OF ARIZONA

November 30, 2018

ATZ8



FUND:

Holdings




20 Jun 20282.53622A2F31 GNMA II POOL 783786 G2 06/28 FIXED 2.5


15 Nov 20404.036230M3Y1 GNMA POOL 753515 GN 11/40 FIXED 4


15 Feb 20245.536241KZ76 GNMA POOL 782566 GN 02/24 FIXED 5.5


15 Dec 20355.036290TK65 GNMA POOL 616917 GN 12/35 FIXED 5


15 Sep 20225.036294XCP9 GNMA POOL 662578 GN 09/22 FIXED 5

106.610457Local505.800 514.23 539.24101.666667 25.01 0.00106.610457Base25,000.000Original Face: 514.23 539.24101.666667 25.01 0.00

15 Oct 20395.036297KGS4 GNMA POOL 714009 GN 10/39 FIXED 5


20 Mar 20334.038374C5H0 GOVERNMENT NATIONAL MORTGAGE A GNR 2003 85 PD


20 Apr 20672.4939438376R3G9 GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H11 FP




16 Aug 20392.038377YWD8 GOVERNMENT NATIONAL MORTGAGE A GNR 2011 140 PC



STATE OF ARIZONA

November 30, 2018

ATZ8



FUND:

Holdings




16 May 20512.63738378B4Q9 GOVERNMENT NATIONAL MORTGAGE A GNR 2013 7 C


20 Jul 20422.038378H4K9 GOVERNMENT NATIONAL MORTGAGE A GNR 2012 124 KB




16 Apr 20391.4538378KES4 GOVERNMENT NATIONAL MORTGAGE A GNR 2013 45 AB


16 Aug 20481.6538378KHE2 GOVERNMENT NATIONAL MORTGAGE A GNR 2013 55 AC


16 Mar 20482.4261838378KRR2 GOVERNMENT NATIONAL MORTGAGE A GNR 2013 78 AF


16 Dec 20442.538378X2R1 GOVERNMENT NATIONAL MORTGAGE A GNR 2015 2 A


16 Jul 20503.038378XEW7 GOVERNMENT NATIONAL MORTGAGE A GNR 2014 101 AD


16 May 20542.15438378XJS1 GOVERNMENT NATIONAL MORTGAGE A GNR 2014 124 AC


16 Aug 20523.02838378XJV4 GOVERNMENT NATIONAL MORTGAGE A GNR 2014 124 AJ



STATE OF ARIZONA

November 30, 2018

ATZ8



FUND:

Holdings




16 Feb 20492.8538378XLY5 GOVERNMENT NATIONAL MORTGAGE A GNR 2014 120 AD


16 Aug 20552.238379KSP4 GOVERNMENT NATIONAL MORTGAGE A GNR 2015 81 A


15 Jun 20442.138379KZY7 GOVERNMENT NATIONAL MORTGAGE A GNR 2015 114 A


16 Dec 20492.638379RAN3 GOVERNMENT NATIONAL MORTGAGE A GNR 2015 181 AB


16 Mar 20572.338379RMD2 GOVERNMENT NATIONAL MORTGAGE A GNR 2017 23 AC


20 May 20393.538380K3L7 GOVERNMENT NATIONAL MORTGAGE A GNR 2018 21 BC


30 Oct 20202.503418097AC5 AID JORDAN US GOVT GUAR 10/20 2.503

99.153805Local6,280,000.000 6,336,696.16 6,226,858.95100.902805 -109,837.21 4.5899.153805Base 6,336,696.16 6,226,858.95100.902805 -109,837.21 4.58

12 Jun 20193.062889KAD3 NCUA GUARANTEED NOTES US GOVT GUAR 06/19 3

100.151000Local1,000,000.000 1,008,585.13 1,001,510.00100.858513 -7,075.13 0.74100.151000Base 1,008,585.13 1,001,510.00100.858513 -7,075.13 0.74

26 Jan 20216903532L0 OVERSEAS PRIVATE INV COR US GOVT GUAR 01/21 0.000001

100.873229Local5,000,000.000 5,111,786.88 5,043,661.45102.235738 -68,125.43 3.71100.873229Base 5,111,786.88 5,043,661.45102.235738 -68,125.43 3.71


101.430000Local2,500,000.000 2,619,897.67 2,535,750.00104.795907 -84,147.67 1.87101.430000Base 2,619,897.67 2,535,750.00104.795907 -84,147.67 1.87


STATE OF ARIZONA

November 30, 2018

ATZ8



FUND:

Holdings




15 Nov 20180.01690353R41 OVERSEAS PRIVATE INV COR US GOVT GUAR 11/18 0.00000

0.000000Local0.000 13,473.36 0.000.000000 -13,473.36 0.000.000000Base 13,473.36 0.000.000000 -13,473.36 0.00

11 Feb 20200.01690353V20 OVERSEAS PRIVATE INV COR US GOVT GUAR 02/20 0.00000

102.010000Local2,000,000.000 2,047,215.67 2,040,200.00102.360784 -7,015.67 1.50102.010000Base 2,047,215.67 2,040,200.00102.360784 -7,015.67 1.50

15 Mar 20202.25742651DU3 PRIVATE EXPORT FUNDING US GOVT GUAR 03/20 2.25

99.100800Local3,440,000.000 3,453,314.26 3,409,067.52100.387042 -44,246.74 2.5199.100800Base 3,453,314.26 3,409,067.52100.387042 -44,246.74 2.51

10 Sep 20212.877831641EV3 SMALL BUSINESS ADMINISTRATION SBIC 2011 10B 1


10 Mar 20222.766831641EW1 SMALL BUSINESS ADMINISTRATION SBIC 2012 10A 1


16 May 20191.844903724AK8 AID UKRAINE US GOVT GUAR 05/19 1.844

99.589800Local2,270,000.000 2,269,994.03 2,260,688.4699.999737 -9,305.57 1.6699.589800Base 2,269,994.03 2,260,688.4699.999737 -9,305.57 1.66

29 May 20201.847903724AL6 AID UKRAINE US GOVT GUAR 05/20 1.847

98.573100Local1,000,000.000 1,001,537.30 985,731.00100.153730 -15,806.30 0.7398.573100Base 1,001,537.30 985,731.00100.153730 -15,806.30 0.73

29 Sep 20211.471903724BL5 AID UKRAINE US GOVT GUAR 09/21 1.471

96.039800Local3,000,000.000 2,970,561.24 2,881,194.0099.018708 -89,367.24 2.1296.039800Base 2,970,561.24 2,881,194.0099.018708 -89,367.24 2.12

28 Feb 2019912796PT0 TREASURY BILL 02/19 0.00000

99.439937Local2,000,000.000 1,988,325.18 1,988,798.7499.416259 473.56 1.4699.439937Base 1,988,325.18 1,988,798.7499.416259 473.56 1.46

20 Dec 2018912796QP7 TREASURY BILL 12/18 0.00000

99.898413Local2,000,000.000 1,997,759.26 1,997,968.2699.887963 209.00 1.4799.898413Base 1,997,759.26 1,997,968.2699.887963 209.00 1.47


STATE OF ARIZONA

November 30, 2018

ATZ8



FUND:

Holdings




27 Dec 2018912796QQ5 TREASURY BILL 12/18 0.00000

99.852670Local2,000,000.000 1,996,876.39 1,997,053.4099.843820 177.01 1.4799.852670Base 1,996,876.39 1,997,053.4099.843820 177.01 1.47

07 Feb 2019912796QW2 TREASURY BILL 02/19 0.00000

99.578333Local2,000,000.000 1,991,245.01 1,991,566.6699.562251 321.65 1.4699.578333Base 1,991,245.01 1,991,566.6699.562251 321.65 1.46

15 Nov 20201.759128283G3 US TREASURY N/B 11/20 1.75

97.972656Local5,000,000.000 4,960,876.70 4,898,632.8099.217534 -62,243.90 3.6097.972656Base 4,960,876.70 4,898,632.8099.217534 -62,243.90 3.60


99.664062Local1,000,000.000 997,841.60 996,640.6299.784160 -1,200.98 0.7399.664062Base 997,841.60 996,640.6299.784160 -1,200.98 0.73

31 Oct 20191.5912828F62 US TREASURY N/B 10/19 1.5

98.894531Local5,000,000.000 4,988,866.91 4,944,726.5599.777338 -44,140.36 3.6498.894531Base 4,988,866.91 4,944,726.5599.777338 -44,140.36 3.64

31 Aug 20201.375912828L32 US TREASURY N/B 08/20 1.375

97.542969Local5,000,000.000 4,925,705.13 4,877,148.4598.514103 -48,556.68 3.5997.542969Base 4,925,705.13 4,877,148.4598.514103 -48,556.68 3.59

15 Nov 20181.25912828M64 US TREASURY N/B 11/18 1.25

0.000000Local0.000 -146.84 0.000.000000 146.84 0.000.000000Base -146.84 0.000.000000 146.84 0.00

28 Feb 20211.125912828P87 US TREASURY N/B 02/21 1.125

96.332031Local1,000,000.000 995,132.94 963,320.3199.513294 -31,812.63 0.7196.332031Base 995,132.94 963,320.3199.513294 -31,812.63 0.71

15 Dec 20191.375912828U73 US TREASURY N/B 12/19 1.375

98.597656Local5,000,000.000 4,992,003.01 4,929,882.8099.840060 -62,120.21 3.6398.597656Base 4,992,003.01 4,929,882.8099.840060 -62,120.21 3.63

15 Dec 20332.7592262BAB1 VENDEE MORTGAGE TRUST VENDE 2011 2 DG



STATE OF ARIZONA

November 30, 2018

ATZ8



FUND:

Holdings






Base112,329,342.680 113,291,547.79 110,409,875.39 -2,881,672.40 81.21

FIXED INCOME Total



STATE OF ARIZONA

November 30, 2018

ATZ8



FUND:

Holdings




138,839,673.39Base137,900,347.210FUND Total

135,957,982.59 -2,881,690.80 100.00Original Face: 153,264,820.000


STATE OF ARIZONA

November 30, 2018

ATZ9

ST OF AZ POOL 201 LARGE CAP


FUND:

Holdings





USD US DOLLAR

1.000000Local-1,019,706.820 -1,019,706.82 -1,019,706.821.000000 0.00 0.051.000000Base -1,019,706.82 -1,019,706.821.000000 0.00 0.05


Base -1,019,706.82 -1,019,706.82 0.00 0.05

Base-1,019,706.820 -1,019,706.82 -1,019,706.82 0.00 0.05

CASH Total



100.020000Local13,109,496.990 13,112,846.74 13,112,118.89100.025552 -727.85 0.61100.020000Base 13,112,846.74 13,112,118.89100.025552 -727.85 0.61


Base 13,112,846.74 13,112,118.89 -727.85 0.61

Base13,109,496.990 13,112,846.74 13,112,118.89 -727.85 0.61



001055102 AFLAC INC COMMON STOCK USD.1

45.740000Local69,626.000 1,383,821.45 3,184,693.2419.875068 1,800,871.79 0.1545.740000Base 1,383,821.45 3,184,693.2419.875068 1,800,871.79 0.15


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




00130H105 AES CORP COMMON STOCK USD.01

15.490000Local59,958.000 1,187,525.73 928,749.4219.805960 -258,776.31 0.0415.490000Base 1,187,525.73 928,749.4219.805960 -258,776.31 0.04

00206R102 AT+T INC COMMON STOCK USD1.0

31.240000Local658,332.000 22,628,331.31 20,566,291.6834.372218 -2,062,039.63 0.9631.240000Base 22,628,331.31 20,566,291.6834.372218 -2,062,039.63 0.96

002824100 ABBOTT LABORATORIES COMMON STOCK

74.050000Local159,039.000 4,381,064.16 11,776,837.9527.547106 7,395,773.79 0.5574.050000Base 4,381,064.16 11,776,837.9527.547106 7,395,773.79 0.55

00287Y109 ABBVIE INC COMMON STOCK USD.01

94.270000Local137,287.000 4,298,039.90 12,942,045.4931.306969 8,644,005.59 0.6194.270000Base 4,298,039.90 12,942,045.4931.306969 8,644,005.59 0.61

003654100 ABIOMED INC COMMON STOCK USD.01

332.680000Local4,066.000 1,566,352.68 1,352,676.88385.231845 -213,675.80 0.06332.680000Base 1,566,352.68 1,352,676.88385.231845 -213,675.80 0.06

00507V109 ACTIVISION BLIZZARD INC COMMON STOCK USD.000001

49.880000Local69,136.000 2,550,107.79 3,448,503.6836.885382 898,395.89 0.1649.880000Base 2,550,107.79 3,448,503.6836.885382 898,395.89 0.16

00724F101 ADOBE INC COMMON STOCK USD.0001

250.890000Local44,411.000 1,717,583.56 11,142,275.7938.674733 9,424,692.23 0.52250.890000Base 1,717,583.56 11,142,275.7938.674733 9,424,692.23 0.52

00751Y106 ADVANCE AUTO PARTS INC COMMON STOCK USD.0001

177.710000Local6,718.000 1,071,440.28 1,193,855.78159.487985 122,415.50 0.06177.710000Base 1,071,440.28 1,193,855.78159.487985 122,415.50 0.06

007903107 ADVANCED MICRO DEVICES COMMON STOCK USD.01

21.300000Local77,842.000 1,090,297.32 1,658,034.6014.006543 567,737.28 0.0821.300000Base 1,090,297.32 1,658,034.6014.006543 567,737.28 0.08

008252108 AFFILIATED MANAGERS GROUP COMMON STOCK USD.01

111.120000Local4,848.000 980,749.14 538,709.76202.299740 -442,039.38 0.03111.120000Base 980,749.14 538,709.76202.299740 -442,039.38 0.03


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




00846U101 AGILENT TECHNOLOGIES INC COMMON STOCK USD.01

72.350000Local28,906.000 897,955.41 2,091,349.1031.064672 1,193,393.69 0.1072.350000Base 897,955.41 2,091,349.1031.064672 1,193,393.69 0.10

009158106 AIR PRODUCTS + CHEMICALS INC COMMON STOCK USD1.0

160.870000Local19,882.000 1,462,738.27 3,198,417.3473.570982 1,735,679.07 0.15160.870000Base 1,462,738.27 3,198,417.3473.570982 1,735,679.07 0.15

00971T101 AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01

68.750000Local15,371.000 673,019.32 1,056,756.2543.785006 383,736.93 0.0568.750000Base 673,019.32 1,056,756.2543.785006 383,736.93 0.05

011659109 ALASKA AIR GROUP INC COMMON STOCK USD.01

73.260000Local11,168.000 732,869.71 818,167.6865.622288 85,297.97 0.0473.260000Base 732,869.71 818,167.6865.622288 85,297.97 0.04

012653101 ALBEMARLE CORP COMMON STOCK USD.01

96.320000Local9,835.000 819,928.44 947,307.2083.368423 127,378.76 0.0496.320000Base 819,928.44 947,307.2083.368423 127,378.76 0.04

015271109 ALEXANDRIA REAL ESTATE EQUIT REIT USD.01

124.500000Local9,590.000 1,103,770.61 1,193,955.00115.095997 90,184.39 0.06124.500000Base 1,103,770.61 1,193,955.00115.095997 90,184.39 0.06

015351109 ALEXION PHARMACEUTICALS INC COMMON STOCK USD.0001

123.150000Local20,209.000 2,210,370.41 2,488,738.35109.375546 278,367.94 0.12123.150000Base 2,210,370.41 2,488,738.35109.375546 278,367.94 0.12

016255101 ALIGN TECHNOLOGY INC COMMON STOCK USD.0001

229.890000Local6,628.000 1,003,850.16 1,523,710.92151.455969 519,860.76 0.07229.890000Base 1,003,850.16 1,523,710.92151.455969 519,860.76 0.07

018581108 ALLIANCE DATA SYSTEMS CORP COMMON STOCK USD.01

200.360000Local4,285.000 1,089,990.60 858,542.60254.373536 -231,448.00 0.04200.360000Base 1,089,990.60 858,542.60254.373536 -231,448.00 0.04

018802108 ALLIANT ENERGY CORP COMMON STOCK USD.01

45.390000Local21,198.000 850,076.10 962,177.2240.101712 112,101.12 0.0545.390000Base 850,076.10 962,177.2240.101712 112,101.12 0.05


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




020002101 ALLSTATE CORP COMMON STOCK USD.01

89.190000Local31,397.000 1,238,921.02 2,800,298.4339.459853 1,561,377.41 0.1389.190000Base 1,238,921.02 2,800,298.4339.459853 1,561,377.41 0.13

02079K107 ALPHABET INC CL C COMMON STOCK USD.001

1,094.430000Local27,879.000 9,649,893.65 30,511,613.97346.134856 20,861,720.32 1.431,094.430000Base 9,649,893.65 30,511,613.97346.134856 20,861,720.32 1.43

02079K305 ALPHABET INC CL A COMMON STOCK USD.001

1,109.650000Local27,072.000 8,753,944.45 30,040,444.80323.357877 21,286,500.35 1.411,109.650000Base 8,753,944.45 30,040,444.80323.357877 21,286,500.35 1.41

02209S103 ALTRIA GROUP INC COMMON STOCK USD.333

54.830000Local170,950.000 3,156,473.76 9,373,188.5018.464310 6,216,714.74 0.4454.830000Base 3,156,473.76 9,373,188.5018.464310 6,216,714.74 0.44

023135106 AMAZON.COM INC COMMON STOCK USD.01

1,690.170000Local37,093.000 8,299,998.50 62,693,475.81223.761855 54,393,477.31 2.941,690.170000Base 8,299,998.50 62,693,475.81223.761855 54,393,477.31 2.94

023608102 AMEREN CORPORATION COMMON STOCK USD.01

68.620000Local22,133.000 882,582.93 1,518,766.4639.876335 636,183.53 0.0768.620000Base 882,582.93 1,518,766.4639.876335 636,183.53 0.07

02376R102 AMERICAN AIRLINES GROUP INC COMMON STOCK

40.160000Local37,167.000 1,796,034.06 1,492,626.7248.323353 -303,407.34 0.0740.160000Base 1,796,034.06 1,492,626.7248.323353 -303,407.34 0.07

025537101 AMERICAN ELECTRIC POWER COMMON STOCK USD6.5

77.740000Local44,700.000 1,716,867.51 3,474,978.0038.408669 1,758,110.49 0.1677.740000Base 1,716,867.51 3,474,978.0038.408669 1,758,110.49 0.16

025816109 AMERICAN EXPRESS CO COMMON STOCK USD.2

112.270000Local64,028.000 2,877,119.91 7,188,423.5644.935339 4,311,303.65 0.34112.270000Base 2,877,119.91 7,188,423.5644.935339 4,311,303.65 0.34

026874784 AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5

43.250000Local80,566.000 8,650,421.09 3,484,479.50107.370617 -5,165,941.59 0.1643.250000Base 8,650,421.09 3,484,479.50107.370617 -5,165,941.59 0.16


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




03027X100 AMERICAN TOWER CORP REIT USD.01

164.490000Local39,975.000 2,304,759.60 6,575,487.7557.655024 4,270,728.15 0.31164.490000Base 2,304,759.60 6,575,487.7557.655024 4,270,728.15 0.31

030420103 AMERICAN WATER WORKS CO INC COMMON STOCK USD.01

95.410000Local16,367.000 1,124,200.05 1,561,575.4768.686995 437,375.42 0.0795.410000Base 1,124,200.05 1,561,575.4768.686995 437,375.42 0.07

03073E105 AMERISOURCEBERGEN CORP COMMON STOCK USD.01

88.900000Local14,519.000 409,581.27 1,290,739.1028.210019 881,157.83 0.0688.900000Base 409,581.27 1,290,739.1028.210019 881,157.83 0.06

03076C106 AMERIPRISE FINANCIAL INC COMMON STOCK USD.01

129.750000Local12,865.000 504,585.35 1,669,233.7539.221558 1,164,648.40 0.08129.750000Base 504,585.35 1,669,233.7539.221558 1,164,648.40 0.08

031100100 AMETEK INC COMMON STOCK USD.01

73.430000Local21,023.000 990,211.00 1,543,718.8947.101318 553,507.89 0.0773.430000Base 990,211.00 1,543,718.8947.101318 553,507.89 0.07

031162100 AMGEN INC COMMON STOCK USD.0001

208.250000Local58,696.000 3,828,030.41 12,223,442.0065.217909 8,395,411.59 0.57208.250000Base 3,828,030.41 12,223,442.0065.217909 8,395,411.59 0.57

032095101 AMPHENOL CORP CL A COMMON STOCK USD.001

87.940000Local27,236.000 638,971.56 2,395,133.8423.460551 1,756,162.28 0.1187.940000Base 638,971.56 2,395,133.8423.460551 1,756,162.28 0.11

032511107 ANADARKO PETROLEUM CORP COMMON STOCK USD.1

52.900000Local46,436.000 2,304,754.05 2,456,464.4049.632915 151,710.35 0.1252.900000Base 2,304,754.05 2,456,464.4049.632915 151,710.35 0.12

032654105 ANALOG DEVICES INC COMMON STOCK USD.167

91.920000Local33,703.000 1,640,415.13 3,097,979.7648.672674 1,457,564.63 0.1591.920000Base 1,640,415.13 3,097,979.7648.672674 1,457,564.63 0.15

03662Q105 ANSYS INC COMMON STOCK USD.01

162.020000Local7,644.000 938,099.06 1,238,480.88122.723582 300,381.82 0.06162.020000Base 938,099.06 1,238,480.88122.723582 300,381.82 0.06


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




036752103 ANTHEM INC COMMON STOCK USD.01

290.070000Local23,572.000 1,416,893.93 6,837,530.0460.109194 5,420,636.11 0.32290.070000Base 1,416,893.93 6,837,530.0460.109194 5,420,636.11 0.32

037411105 APACHE CORP COMMON STOCK USD.625

35.130000Local34,684.000 2,315,773.94 1,218,448.9266.767787 -1,097,325.02 0.0635.130000Base 2,315,773.94 1,218,448.9266.767787 -1,097,325.02 0.06

03748R101 APARTMENT INVT + MGMT CO A REIT USD.01

47.090000Local14,268.000 351,416.95 671,880.1224.629727 320,463.17 0.0347.090000Base 351,416.95 671,880.1224.629727 320,463.17 0.03

037833100 APPLE INC COMMON STOCK USD.00001

178.580000Local415,434.000 10,249,579.44 74,188,203.7224.671980 63,938,624.28 3.48178.580000Base 10,249,579.44 74,188,203.7224.671980 63,938,624.28 3.48

038222105 APPLIED MATERIALS INC COMMON STOCK USD.01

37.280000Local89,140.000 1,790,100.20 3,323,139.2020.081896 1,533,039.00 0.1637.280000Base 1,790,100.20 3,323,139.2020.081896 1,533,039.00 0.16

039483102 ARCHER DANIELS MIDLAND CO COMMON STOCK

46.020000Local50,757.000 1,242,318.92 2,335,837.1424.475815 1,093,518.22 0.1146.020000Base 1,242,318.92 2,335,837.1424.475815 1,093,518.22 0.11

03965L100 ARCONIC INC COMMON STOCK

21.480000Local38,995.000 1,691,992.44 837,612.6043.389984 -854,379.84 0.0421.480000Base 1,691,992.44 837,612.6043.389984 -854,379.84 0.04

040413106 ARISTA NETWORKS INC COMMON STOCK USD.0001

238.480000Local4,681.000 1,388,126.01 1,116,324.88296.544758 -271,801.13 0.05238.480000Base 1,388,126.01 1,116,324.88296.544758 -271,801.13 0.05

04621X108 ASSURANT INC COMMON STOCK USD.01

97.240000Local4,787.000 262,119.34 465,487.8854.756495 203,368.54 0.0297.240000Base 262,119.34 465,487.8854.756495 203,368.54 0.02

052769106 AUTODESK INC COMMON STOCK USD.01

144.500000Local19,824.000 790,228.94 2,864,568.0039.862235 2,074,339.06 0.13144.500000Base 790,228.94 2,864,568.0039.862235 2,074,339.06 0.13


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




053015103 AUTOMATIC DATA PROCESSING COMMON STOCK USD.1

147.420000Local39,727.000 1,642,180.43 5,856,554.3441.336633 4,214,373.91 0.27147.420000Base 1,642,180.43 5,856,554.3441.336633 4,214,373.91 0.27

053332102 AUTOZONE INC COMMON STOCK USD.01

809.070000Local2,398.000 521,882.87 1,940,149.86217.632556 1,418,266.99 0.09809.070000Base 521,882.87 1,940,149.86217.632556 1,418,266.99 0.09

053484101 AVALONBAY COMMUNITIES INC REIT USD.01

190.570000Local12,533.000 1,661,455.28 2,388,413.81132.566447 726,958.53 0.11190.570000Base 1,661,455.28 2,388,413.81132.566447 726,958.53 0.11

053611109 AVERY DENNISON CORP COMMON STOCK USD1.0

96.400000Local7,927.000 398,318.70 764,162.8050.248354 365,844.10 0.0496.400000Base 398,318.70 764,162.8050.248354 365,844.10 0.04

054937107 BB+T CORP COMMON STOCK USD5.0

51.100000Local70,229.000 2,305,299.93 3,588,701.9032.825470 1,283,401.97 0.1751.100000Base 2,305,299.93 3,588,701.9032.825470 1,283,401.97 0.17

05722G100 BAKER HUGHES A GE CO COMMON STOCK USD.0001

22.820000Local46,048.000 2,335,069.75 1,050,815.3650.709472 -1,284,254.39 0.0522.820000Base 2,335,069.75 1,050,815.3650.709472 -1,284,254.39 0.05

058498106 BALL CORP COMMON STOCK

49.110000Local31,180.000 493,840.95 1,531,249.8015.838388 1,037,408.85 0.0749.110000Base 493,840.95 1,531,249.8015.838388 1,037,408.85 0.07

060505104 BANK OF AMERICA CORP COMMON STOCK USD.01

28.400000Local840,980.000 20,020,476.06 23,883,832.0023.806126 3,863,355.94 1.1228.400000Base 20,020,476.06 23,883,832.0023.806126 3,863,355.94 1.12

064058100 BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01

51.310000Local83,423.000 2,969,115.24 4,280,434.1335.591087 1,311,318.89 0.2051.310000Base 2,969,115.24 4,280,434.1335.591087 1,311,318.89 0.20

071813109 BAXTER INTERNATIONAL INC COMMON STOCK USD1.0

68.550000Local45,056.000 1,226,792.47 3,088,588.8027.228171 1,861,796.33 0.1468.550000Base 1,226,792.47 3,088,588.8027.228171 1,861,796.33 0.14


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




075887109 BECTON DICKINSON AND CO COMMON STOCK USD1.0

252.750000Local24,255.000 2,887,769.12 6,130,451.25119.058714 3,242,682.13 0.29252.750000Base 2,887,769.12 6,130,451.25119.058714 3,242,682.13 0.29

084670702 BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.0033

218.240000Local176,597.000 15,218,561.24 38,540,529.2886.176782 23,321,968.04 1.81218.240000Base 15,218,561.24 38,540,529.2886.176782 23,321,968.04 1.81

086516101 BEST BUY CO INC COMMON STOCK USD.1

64.590000Local22,031.000 722,309.30 1,422,982.2932.786042 700,672.99 0.0764.590000Base 722,309.30 1,422,982.2932.786042 700,672.99 0.07

09062X103 BIOGEN INC COMMON STOCK USD.0005

333.720000Local18,268.000 1,688,980.50 6,096,396.9692.455688 4,407,416.46 0.29333.720000Base 1,688,980.50 6,096,396.9692.455688 4,407,416.46 0.29

09247X101 BLACKROCK INC COMMON STOCK USD.01

428.010000Local11,140.000 2,407,948.37 4,768,031.40216.153355 2,360,083.03 0.22428.010000Base 2,407,948.37 4,768,031.40216.153355 2,360,083.03 0.22

093671105 H+R BLOCK INC COMMON STOCK

27.010000Local18,645.000 361,755.03 503,601.4519.402254 141,846.42 0.0227.010000Base 361,755.03 503,601.4519.402254 141,846.42 0.02

097023105 BOEING CO/THE COMMON STOCK USD5.0

346.760000Local48,448.000 3,213,823.77 16,799,828.4866.335530 13,586,004.71 0.79346.760000Base 3,213,823.77 16,799,828.4866.335530 13,586,004.71 0.79

09857L108 BOOKING HOLDINGS INC COMMON STOCK USD.008

1,891.880000Local4,304.000 1,539,316.80 8,142,651.52357.647955 6,603,334.72 0.381,891.880000Base 1,539,316.80 8,142,651.52357.647955 6,603,334.72 0.38

099724106 BORGWARNER INC COMMON STOCK USD.01

39.580000Local18,931.000 647,595.03 749,288.9834.208179 101,693.95 0.0439.580000Base 647,595.03 749,288.9834.208179 101,693.95 0.04

101121101 BOSTON PROPERTIES INC REIT USD.01

131.200000Local14,003.000 1,293,147.32 1,837,193.6092.347877 544,046.28 0.09131.200000Base 1,293,147.32 1,837,193.6092.347877 544,046.28 0.09


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




101137107 BOSTON SCIENTIFIC CORP COMMON STOCK USD.01

37.670000Local125,405.000 2,201,405.54 4,724,006.3517.554368 2,522,600.81 0.2237.670000Base 2,201,405.54 4,724,006.3517.554368 2,522,600.81 0.22

10922N103 BRIGHTHOUSE FINANCIAL INC COMMON STOCK USD.01

40.260000Local10,862.000 511,974.58 437,304.1247.134467 -74,670.46 0.0240.260000Base 511,974.58 437,304.1247.134467 -74,670.46 0.02

110122108 BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1

53.460000Local148,005.000 6,050,895.48 7,912,347.3040.883048 1,861,451.82 0.3753.460000Base 6,050,895.48 7,912,347.3040.883048 1,861,451.82 0.37

11133T103 BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK USD.01

105.870000Local10,550.000 1,227,993.09 1,116,928.50116.397449 -111,064.59 0.05105.870000Base 1,227,993.09 1,116,928.50116.397449 -111,064.59 0.05

11135F101 BROADCOM INC COMMON STOCK

237.410000Local39,147.000 7,145,784.34 9,293,889.27182.537215 2,148,104.93 0.44237.410000Base 7,145,784.34 9,293,889.27182.537215 2,148,104.93 0.44

115637209 BROWN FORMAN CORP CLASS B COMMON STOCK USD.15

47.720000Local15,284.000 315,902.84 729,352.4820.668859 413,449.64 0.0347.720000Base 315,902.84 729,352.4820.668859 413,449.64 0.03

124857202 CBS CORP CLASS B NON VOTING COMMON STOCK USD.001

54.180000Local30,698.000 1,156,161.35 1,663,217.6437.662432 507,056.29 0.0854.180000Base 1,156,161.35 1,663,217.6437.662432 507,056.29 0.08

12503M108 CBOE GLOBAL MARKETS INC COMMON STOCK

107.620000Local10,130.000 857,433.10 1,090,190.6084.642952 232,757.50 0.05107.620000Base 857,433.10 1,090,190.6084.642952 232,757.50 0.05

12504L109 CBRE GROUP INC A COMMON STOCK USD.01

43.680000Local28,650.000 655,240.25 1,251,432.0022.870515 596,191.75 0.0643.680000Base 655,240.25 1,251,432.0022.870515 596,191.75 0.06

125269100 CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01

42.190000Local21,171.000 580,512.13 893,204.4927.420156 312,692.36 0.0442.190000Base 580,512.13 893,204.4927.420156 312,692.36 0.04


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




12541W209 C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1

92.330000Local12,564.000 669,487.36 1,160,034.1253.286164 490,546.76 0.0592.330000Base 669,487.36 1,160,034.1253.286164 490,546.76 0.05

125509109 CIGNA CORP COMMON STOCK USD.25

223.380000Local22,068.000 902,010.47 4,929,549.8440.874138 4,027,539.37 0.23223.380000Base 902,010.47 4,929,549.8440.874138 4,027,539.37 0.23

12572Q105 CME GROUP INC COMMON STOCK USD.01

190.080000Local32,039.000 2,936,143.73 6,089,973.1291.642802 3,153,829.39 0.29190.080000Base 2,936,143.73 6,089,973.1291.642802 3,153,829.39 0.29

125896100 CMS ENERGY CORP COMMON STOCK USD.01

52.090000Local25,686.000 538,130.46 1,337,983.7420.950341 799,853.28 0.0652.090000Base 538,130.46 1,337,983.7420.950341 799,853.28 0.06

126408103 CSX CORP COMMON STOCK USD1.0

72.630000Local73,985.000 873,227.04 5,373,530.5511.802758 4,500,303.51 0.2572.630000Base 873,227.04 5,373,530.5511.802758 4,500,303.51 0.25

126650100 CVS HEALTH CORP COMMON STOCK USD.01

80.200000Local117,083.000 5,354,410.68 9,390,056.6045.731752 4,035,645.92 0.4480.200000Base 5,354,410.68 9,390,056.6045.731752 4,035,645.92 0.44

127097103 CABOT OIL + GAS CORP COMMON STOCK USD.1

25.160000Local39,989.000 686,047.71 1,006,123.2417.155911 320,075.53 0.0525.160000Base 686,047.71 1,006,123.2417.155911 320,075.53 0.05

127387108 CADENCE DESIGN SYS INC COMMON STOCK USD.01

45.040000Local25,645.000 983,029.10 1,155,050.8038.332193 172,021.70 0.0545.040000Base 983,029.10 1,155,050.8038.332193 172,021.70 0.05

134429109 CAMPBELL SOUP CO COMMON STOCK USD.0375

39.200000Local17,448.000 647,554.93 683,961.6037.113419 36,406.67 0.0339.200000Base 647,554.93 683,961.6037.113419 36,406.67 0.03

14040H105 CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01

89.680000Local43,385.000 2,443,497.89 3,890,766.8056.321261 1,447,268.91 0.1889.680000Base 2,443,497.89 3,890,766.8056.321261 1,447,268.91 0.18


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




14149Y108 CARDINAL HEALTH INC COMMON STOCK

54.830000Local28,006.000 1,200,376.29 1,535,568.9842.861397 335,192.69 0.0754.830000Base 1,200,376.29 1,535,568.9842.861397 335,192.69 0.07

143130102 CARMAX INC COMMON STOCK USD.5

66.070000Local16,009.000 395,623.58 1,057,714.6324.712573 662,091.05 0.0566.070000Base 395,623.58 1,057,714.6324.712573 662,091.05 0.05

143658300 CARNIVAL CORP COMMON STOCK USD.01

60.290000Local36,558.000 1,416,930.41 2,204,081.8238.758423 787,151.41 0.1060.290000Base 1,416,930.41 2,204,081.8238.758423 787,151.41 0.10

149123101 CATERPILLAR INC COMMON STOCK USD1.0

135.670000Local53,895.000 3,065,535.62 7,311,934.6556.879778 4,246,399.03 0.34135.670000Base 3,065,535.62 7,311,934.6556.879778 4,246,399.03 0.34

151020104 CELGENE CORP COMMON STOCK USD.01

72.220000Local63,783.000 2,177,779.68 4,606,408.2634.143576 2,428,628.58 0.2272.220000Base 2,177,779.68 4,606,408.2634.143576 2,428,628.58 0.22

15135B101 CENTENE CORP COMMON STOCK USD.001

142.250000Local18,613.000 1,334,009.99 2,647,699.2571.670875 1,313,689.26 0.12142.250000Base 1,334,009.99 2,647,699.2571.670875 1,313,689.26 0.12

15189T107 CENTERPOINT ENERGY INC COMMON STOCK USD.01

28.010000Local44,789.000 893,193.33 1,254,539.8919.942248 361,346.56 0.0628.010000Base 893,193.33 1,254,539.8919.942248 361,346.56 0.06

156700106 CENTURYLINK INC COMMON STOCK USD1.0

18.800000Local86,194.000 3,695,329.83 1,620,447.2042.872240 -2,074,882.63 0.0818.800000Base 3,695,329.83 1,620,447.2042.872240 -2,074,882.63 0.08

156782104 CERNER CORP COMMON STOCK USD.01

57.910000Local29,834.000 976,011.82 1,727,686.9432.714749 751,675.12 0.0857.910000Base 976,011.82 1,727,686.9432.714749 751,675.12 0.08

16119P108 CHARTER COMMUNICATIONS INC A COMMON STOCK USD.001

329.200000Local16,190.000 4,436,932.58 5,329,748.00274.053896 892,815.42 0.25329.200000Base 4,436,932.58 5,329,748.00274.053896 892,815.42 0.25


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




166764100 CHEVRON CORP COMMON STOCK USD.75

118.940000Local173,702.000 11,441,744.10 20,660,115.8865.869962 9,218,371.78 0.97118.940000Base 11,441,744.10 20,660,115.8865.869962 9,218,371.78 0.97

169656105 CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01

473.210000Local2,218.000 674,282.66 1,049,579.78304.004806 375,297.12 0.05473.210000Base 674,282.66 1,049,579.78304.004806 375,297.12 0.05

171340102 CHURCH + DWIGHT CO INC COMMON STOCK USD1.0

66.190000Local22,257.000 967,394.18 1,473,190.8343.464716 505,796.65 0.0766.190000Base 967,394.18 1,473,190.8343.464716 505,796.65 0.07

171798101 CIMAREX ENERGY CO COMMON STOCK USD.01

81.980000Local8,647.000 1,181,689.57 708,881.06136.658907 -472,808.51 0.0381.980000Base 1,181,689.57 708,881.06136.658907 -472,808.51 0.03

172062101 CINCINNATI FINANCIAL CORP COMMON STOCK USD2.0

81.730000Local13,713.000 528,542.34 1,120,763.4938.543159 592,221.15 0.0581.730000Base 528,542.34 1,120,763.4938.543159 592,221.15 0.05

17275R102 CISCO SYSTEMS INC COMMON STOCK USD.001

47.870000Local414,451.000 11,762,311.52 19,839,769.3728.380464 8,077,457.85 0.9347.870000Base 11,762,311.52 19,839,769.3728.380464 8,077,457.85 0.93

172908105 CINTAS CORP COMMON STOCK

187.380000Local7,806.000 324,535.39 1,462,688.2841.575120 1,138,152.89 0.07187.380000Base 324,535.39 1,462,688.2841.575120 1,138,152.89 0.07

172967424 CITIGROUP INC COMMON STOCK USD.01

64.790000Local227,896.000 18,706,183.78 14,765,381.8482.082107 -3,940,801.94 0.6964.790000Base 18,706,183.78 14,765,381.8482.082107 -3,940,801.94 0.69

174610105 CITIZENS FINANCIAL GROUP COMMON STOCK USD.01

36.360000Local43,160.000 869,060.16 1,569,297.6020.135778 700,237.44 0.0736.360000Base 869,060.16 1,569,297.6020.135778 700,237.44 0.07

177376100 CITRIX SYSTEMS INC COMMON STOCK USD.001

108.970000Local11,687.000 404,341.42 1,273,532.3934.597537 869,190.97 0.06108.970000Base 404,341.42 1,273,532.3934.597537 869,190.97 0.06


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




189054109 CLOROX COMPANY COMMON STOCK USD1.0

165.620000Local11,616.000 713,824.85 1,923,841.9261.451864 1,210,017.07 0.09165.620000Base 713,824.85 1,923,841.9261.451864 1,210,017.07 0.09

191216100 COCA COLA CO/THE COMMON STOCK USD.25

50.400000Local347,019.000 10,023,171.29 17,489,757.6028.883638 7,466,586.31 0.8250.400000Base 10,023,171.29 17,489,757.6028.883638 7,466,586.31 0.82

192446102 COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01

71.230000Local52,624.000 1,327,283.10 3,748,407.5225.222011 2,421,124.42 0.1871.230000Base 1,327,283.10 3,748,407.5225.222011 2,421,124.42 0.18

194162103 COLGATE PALMOLIVE CO COMMON STOCK USD1.0

63.520000Local78,688.000 2,798,496.94 4,998,261.7635.564469 2,199,764.82 0.2363.520000Base 2,798,496.94 4,998,261.7635.564469 2,199,764.82 0.23

20030N101 COMCAST CORP CLASS A COMMON STOCK USD.01

39.010000Local414,640.000 5,555,141.82 16,175,106.4013.397506 10,619,964.58 0.7639.010000Base 5,555,141.82 16,175,106.4013.397506 10,619,964.58 0.76

200340107 COMERICA INC COMMON STOCK USD5.0

79.180000Local14,642.000 663,216.86 1,159,353.5645.295510 496,136.70 0.0579.180000Base 663,216.86 1,159,353.5645.295510 496,136.70 0.05

205887102 CONAGRA BRANDS INC COMMON STOCK USD5.0

32.340000Local42,506.000 941,760.52 1,374,644.0422.155943 432,883.52 0.0632.340000Base 941,760.52 1,374,644.0422.155943 432,883.52 0.06

20605P101 CONCHO RESOURCES INC COMMON STOCK USD.001

130.340000Local18,160.000 2,012,939.22 2,366,974.40110.844671 354,035.18 0.11130.340000Base 2,012,939.22 2,366,974.40110.844671 354,035.18 0.11

20825C104 CONOCOPHILLIPS COMMON STOCK USD.01

66.180000Local105,367.000 4,237,049.92 6,973,188.0640.212305 2,736,138.14 0.3366.180000Base 4,237,049.92 6,973,188.0640.212305 2,736,138.14 0.33

209115104 CONSOLIDATED EDISON INC COMMON STOCK USD.1

80.350000Local28,211.000 1,392,306.23 2,266,753.8549.353310 874,447.62 0.1180.350000Base 1,392,306.23 2,266,753.8549.353310 874,447.62 0.11


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




21036P108 CONSTELLATION BRANDS INC A COMMON STOCK USD.01

195.760000Local15,221.000 643,835.34 2,979,662.9642.299149 2,335,827.62 0.14195.760000Base 643,835.34 2,979,662.9642.299149 2,335,827.62 0.14

216648402 COOPER COS INC/THE COMMON STOCK USD.1

278.830000Local4,456.000 827,507.10 1,242,466.48185.706261 414,959.38 0.06278.830000Base 827,507.10 1,242,466.48185.706261 414,959.38 0.06

217204106 COPART INC COMMON STOCK

51.180000Local18,535.000 1,048,526.67 948,621.3056.570093 -99,905.37 0.0451.180000Base 1,048,526.67 948,621.3056.570093 -99,905.37 0.04

219350105 CORNING INC COMMON STOCK USD.5

32.220000Local73,475.000 1,643,724.51 2,367,364.5022.371208 723,639.99 0.1132.220000Base 1,643,724.51 2,367,364.5022.371208 723,639.99 0.11

22160K105 COSTCO WHOLESALE CORP COMMON STOCK USD.005

231.280000Local39,767.000 2,560,426.84 9,197,311.7664.385718 6,636,884.92 0.43231.280000Base 2,560,426.84 9,197,311.7664.385718 6,636,884.92 0.43

222070203 COTY INC CL A COMMON STOCK USD.01

8.340000Local40,850.000 946,302.25 340,689.0023.165294 -605,613.25 0.028.340000Base 946,302.25 340,689.0023.165294 -605,613.25 0.02

22822V101 CROWN CASTLE INTL CORP REIT USD.01

114.900000Local37,611.000 2,563,156.00 4,321,503.9068.149105 1,758,347.90 0.20114.900000Base 2,563,156.00 4,321,503.9068.149105 1,758,347.90 0.20

231021106 CUMMINS INC COMMON STOCK USD2.5

151.060000Local13,625.000 610,660.88 2,058,192.5044.819147 1,447,531.62 0.10151.060000Base 610,660.88 2,058,192.5044.819147 1,447,531.62 0.10

23331A109 DR HORTON INC COMMON STOCK USD.01

37.220000Local31,115.000 865,965.15 1,158,100.3027.831115 292,135.15 0.0537.220000Base 865,965.15 1,158,100.3027.831115 292,135.15 0.05

233331107 DTE ENERGY COMPANY COMMON STOCK

119.740000Local16,480.000 811,629.25 1,973,315.2049.249348 1,161,685.95 0.09119.740000Base 811,629.25 1,973,315.2049.249348 1,161,685.95 0.09


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




23355L106 DXC TECHNOLOGY CO COMMON STOCK USD.01

63.040000Local25,480.000 1,407,711.93 1,606,259.2055.247721 198,547.27 0.0863.040000Base 1,407,711.93 1,606,259.2055.247721 198,547.27 0.08

235851102 DANAHER CORP COMMON STOCK USD.01

109.540000Local55,835.000 1,767,970.55 6,116,165.9031.664199 4,348,195.35 0.29109.540000Base 1,767,970.55 6,116,165.9031.664199 4,348,195.35 0.29

237194105 DARDEN RESTAURANTS INC COMMON STOCK

110.540000Local11,252.000 386,666.34 1,243,796.0834.364232 857,129.74 0.06110.540000Base 386,666.34 1,243,796.0834.364232 857,129.74 0.06

23918K108 DAVITA INC COMMON STOCK USD.001

66.060000Local11,501.000 415,465.36 759,756.0636.124281 344,290.70 0.0466.060000Base 415,465.36 759,756.0636.124281 344,290.70 0.04

244199105 DEERE + CO COMMON STOCK USD1.0

154.880000Local29,170.000 1,541,151.52 4,517,849.6052.833443 2,976,698.08 0.21154.880000Base 1,541,151.52 4,517,849.6052.833443 2,976,698.08 0.21

247361702 DELTA AIR LINES INC COMMON STOCK USD.0001

60.710000Local57,049.000 1,331,690.42 3,463,444.7923.342923 2,131,754.37 0.1660.710000Base 1,331,690.42 3,463,444.7923.342923 2,131,754.37 0.16

24906P109 DENTSPLY SIRONA INC COMMON STOCK USD.01

37.780000Local20,158.000 917,124.97 761,569.2445.496824 -155,555.73 0.0437.780000Base 917,124.97 761,569.2445.496824 -155,555.73 0.04

25179M103 DEVON ENERGY CORP COMMON STOCK USD.1

27.030000Local42,420.000 1,866,926.00 1,146,612.6044.010514 -720,313.40 0.0527.030000Base 1,866,926.00 1,146,612.6044.010514 -720,313.40 0.05

25278X109 DIAMONDBACK ENERGY INC COMMON STOCK USD.01

110.382500Local13,750.000 1,517,759.38 1,517,759.38110.382500 0.00 0.07110.382500Base 1,517,759.38 1,517,759.38110.382500 0.00 0.07

253868103 DIGITAL REALTY TRUST INC REIT USD.01

115.040000Local18,690.000 1,869,228.07 2,150,097.60100.012203 280,869.53 0.10115.040000Base 1,869,228.07 2,150,097.60100.012203 280,869.53 0.10


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




254687106 WALT DISNEY CO/THE COMMON STOCK USD.01

115.490000Local134,760.000 5,148,790.64 15,563,432.4038.207114 10,414,641.76 0.73115.490000Base 5,148,790.64 15,563,432.4038.207114 10,414,641.76 0.73

254709108 DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01

71.300000Local31,069.000 661,055.82 2,215,219.7021.277023 1,554,163.88 0.1071.300000Base 661,055.82 2,215,219.7021.277023 1,554,163.88 0.10

25470F104 DISCOVERY INC A COMMON STOCK USD.01

30.720000Local14,173.000 271,182.70 435,394.5619.133754 164,211.86 0.0230.720000Base 271,182.70 435,394.5619.133754 164,211.86 0.02

25470F302 DISCOVERY INC C COMMON STOCK USD.01

27.930000Local32,615.000 731,712.42 910,936.9522.434843 179,224.53 0.0427.930000Base 731,712.42 910,936.9522.434843 179,224.53 0.04

25470M109 DISH NETWORK CORP A COMMON STOCK USD.01

32.760000Local20,779.000 1,285,079.81 680,720.0461.845123 -604,359.77 0.0332.760000Base 1,285,079.81 680,720.0461.845123 -604,359.77 0.03

256677105 DOLLAR GENERAL CORP COMMON STOCK USD.875

110.990000Local24,079.000 1,339,325.28 2,672,528.2155.622130 1,333,202.93 0.13110.990000Base 1,339,325.28 2,672,528.2155.622130 1,333,202.93 0.13

256746108 DOLLAR TREE INC COMMON STOCK USD.01

86.770000Local21,574.000 1,065,640.88 1,871,975.9849.394682 806,335.10 0.0986.770000Base 1,065,640.88 1,871,975.9849.394682 806,335.10 0.09

25746U109 DOMINION ENERGY INC COMMON STOCK

74.500000Local59,293.000 2,570,606.80 4,417,328.5043.354305 1,846,721.70 0.2174.500000Base 2,570,606.80 4,417,328.5043.354305 1,846,721.70 0.21

260003108 DOVER CORP COMMON STOCK USD1.0

84.890000Local13,395.000 420,735.06 1,137,101.5531.409859 716,366.49 0.0584.890000Base 420,735.06 1,137,101.5531.409859 716,366.49 0.05

26078J100 DOWDUPONT INC COMMON STOCK USD.01

57.850000Local209,206.000 7,726,707.24 12,102,567.1036.933488 4,375,859.86 0.5757.850000Base 7,726,707.24 12,102,567.1036.933488 4,375,859.86 0.57


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




264411505 DUKE REALTY CORP REIT USD.01

28.460000Local32,386.000 922,831.30 921,705.5628.494760 -1,125.74 0.0428.460000Base 922,831.30 921,705.5628.494760 -1,125.74 0.04

26441C204 DUKE ENERGY CORP COMMON STOCK USD.001

88.570000Local64,597.000 3,508,035.14 5,721,356.2954.306472 2,213,321.15 0.2788.570000Base 3,508,035.14 5,721,356.2954.306472 2,213,321.15 0.27

26875P101 EOG RESOURCES INC COMMON STOCK USD.01

103.310000Local52,489.000 2,207,045.32 5,422,638.5942.047768 3,215,593.27 0.25103.310000Base 2,207,045.32 5,422,638.5942.047768 3,215,593.27 0.25

269246401 E TRADE FINANCIAL CORP COMMON STOCK USD.01

52.290000Local23,548.000 624,034.71 1,231,324.9226.500540 607,290.21 0.0652.290000Base 624,034.71 1,231,324.9226.500540 607,290.21 0.06

277432100 EASTMAN CHEMICAL CO COMMON STOCK USD.01

78.820000Local12,812.000 448,630.06 1,009,841.8435.016396 561,211.78 0.0578.820000Base 448,630.06 1,009,841.8435.016396 561,211.78 0.05

278642103 EBAY INC COMMON STOCK USD.001

29.850000Local84,375.000 1,029,419.87 2,518,593.7512.200532 1,489,173.88 0.1229.850000Base 1,029,419.87 2,518,593.7512.200532 1,489,173.88 0.12

278865100 ECOLAB INC COMMON STOCK USD1.0

160.490000Local23,054.000 1,157,423.17 3,699,936.4650.204874 2,542,513.29 0.17160.490000Base 1,157,423.17 3,699,936.4650.204874 2,542,513.29 0.17

281020107 EDISON INTERNATIONAL COMMON STOCK

55.320000Local29,553.000 1,072,769.88 1,634,871.9636.299864 562,102.08 0.0855.320000Base 1,072,769.88 1,634,871.9636.299864 562,102.08 0.08

28176E108 EDWARDS LIFESCIENCES CORP COMMON STOCK USD1.0

162.010000Local18,988.000 908,930.89 3,076,245.8847.868701 2,167,314.99 0.14162.010000Base 908,930.89 3,076,245.8847.868701 2,167,314.99 0.14

285512109 ELECTRONIC ARTS INC COMMON STOCK USD.01

84.070000Local27,642.000 1,038,058.86 2,323,862.9437.553681 1,285,804.08 0.1184.070000Base 1,038,058.86 2,323,862.9437.553681 1,285,804.08 0.11


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




291011104 EMERSON ELECTRIC CO COMMON STOCK USD.5

67.520000Local56,990.000 2,232,175.00 3,847,964.8039.167836 1,615,789.80 0.1867.520000Base 2,232,175.00 3,847,964.8039.167836 1,615,789.80 0.18

29364G103 ENTERGY CORP COMMON STOCK USD.01

87.060000Local16,404.000 1,006,099.74 1,428,132.2461.332586 422,032.50 0.0787.060000Base 1,006,099.74 1,428,132.2461.332586 422,032.50 0.07

294429105 EQUIFAX INC COMMON STOCK USD1.25

102.670000Local10,919.000 1,186,598.87 1,121,053.73108.672852 -65,545.14 0.05102.670000Base 1,186,598.87 1,121,053.73108.672852 -65,545.14 0.05

29444U700 EQUINIX INC REIT USD.001

385.280000Local7,209.000 1,957,486.53 2,777,483.52271.533712 819,996.99 0.13385.280000Base 1,957,486.53 2,777,483.52271.533712 819,996.99 0.13

29476L107 EQUITY RESIDENTIAL REIT USD.01

71.250000Local33,386.000 1,497,985.39 2,378,752.5044.868669 880,767.11 0.1171.250000Base 1,497,985.39 2,378,752.5044.868669 880,767.11 0.11

297178105 ESSEX PROPERTY TRUST INC REIT USD.0001

262.510000Local5,990.000 1,080,103.46 1,572,434.90180.317773 492,331.44 0.07262.510000Base 1,080,103.46 1,572,434.90180.317773 492,331.44 0.07

30034W106 EVERGY INC COMMON STOCK

59.370000Local24,628.000 1,330,227.09 1,462,164.3654.012794 131,937.27 0.0759.370000Base 1,330,227.09 1,462,164.3654.012794 131,937.27 0.07

30040W108 EVERSOURCE ENERGY COMMON STOCK USD5.0

68.340000Local28,740.000 910,522.99 1,964,091.6031.681384 1,053,568.61 0.0968.340000Base 910,522.99 1,964,091.6031.681384 1,053,568.61 0.09

30161N101 EXELON CORP COMMON STOCK

46.390000Local87,589.000 3,612,342.63 4,063,253.7141.241967 450,911.08 0.1946.390000Base 3,612,342.63 4,063,253.7141.241967 450,911.08 0.19

30212P303 EXPEDIA GROUP INC COMMON STOCK USD.001

120.790000Local10,782.000 614,061.08 1,302,357.7856.952428 688,296.70 0.06120.790000Base 614,061.08 1,302,357.7856.952428 688,296.70 0.06


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




302130109 EXPEDITORS INTL WASH INC COMMON STOCK USD.01

76.090000Local15,809.000 663,064.80 1,202,906.8141.942235 539,842.01 0.0676.090000Base 663,064.80 1,202,906.8141.942235 539,842.01 0.06

30219G108 EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01

101.470000Local50,983.000 1,403,427.46 5,173,245.0127.527361 3,769,817.55 0.24101.470000Base 1,403,427.46 5,173,245.0127.527361 3,769,817.55 0.24

30225T102 EXTRA SPACE STORAGE INC REIT USD.01

95.980000Local11,470.000 988,171.83 1,100,890.6086.152731 112,718.77 0.0595.980000Base 988,171.83 1,100,890.6086.152731 112,718.77 0.05

30231G102 EXXON MOBIL CORP COMMON STOCK

79.500000Local383,306.000 22,856,619.27 30,472,827.0059.630215 7,616,207.73 1.4379.500000Base 22,856,619.27 30,472,827.0059.630215 7,616,207.73 1.43

302445101 FLIR SYSTEMS INC COMMON STOCK USD.01

45.860000Local12,515.000 372,773.65 573,937.9029.786149 201,164.25 0.0345.860000Base 372,773.65 573,937.9029.786149 201,164.25 0.03

302491303 FMC CORP COMMON STOCK USD.1

82.740000Local12,209.000 391,990.02 1,010,172.6632.106644 618,182.64 0.0582.740000Base 391,990.02 1,010,172.6632.106644 618,182.64 0.05

30303M102 FACEBOOK INC CLASS A COMMON STOCK USD.000006

140.610000Local218,694.000 14,980,063.17 30,750,563.3468.497824 15,770,500.17 1.44140.610000Base 14,980,063.17 30,750,563.3468.497824 15,770,500.17 1.44

311900104 FASTENAL CO COMMON STOCK USD.01

59.260000Local26,025.000 793,654.95 1,542,241.5030.495867 748,586.55 0.0759.260000Base 793,654.95 1,542,241.5030.495867 748,586.55 0.07

313747206 FEDERAL REALTY INVS TRUST REIT USD.01

132.090000Local6,663.000 999,126.24 880,115.67149.951409 -119,010.57 0.04132.090000Base 999,126.24 880,115.67149.951409 -119,010.57 0.04

31428X106 FEDEX CORP COMMON STOCK USD.1

229.000000Local22,062.000 1,812,240.76 5,052,198.0082.143086 3,239,957.24 0.24229.000000Base 1,812,240.76 5,052,198.0082.143086 3,239,957.24 0.24


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




315616102 F5 NETWORKS INC COMMON STOCK

171.970000Local5,517.000 707,335.99 948,758.49128.210257 241,422.50 0.04171.970000Base 707,335.99 948,758.49128.210257 241,422.50 0.04

31620M106 FIDELITY NATIONAL INFO SERV COMMON STOCK USD.01

107.950000Local29,819.000 1,114,114.29 3,218,961.0537.362564 2,104,846.76 0.15107.950000Base 1,114,114.29 3,218,961.0537.362564 2,104,846.76 0.15

316773100 FIFTH THIRD BANCORP COMMON STOCK

27.930000Local60,426.000 1,464,414.85 1,687,698.1824.234847 223,283.33 0.0827.930000Base 1,464,414.85 1,687,698.1824.234847 223,283.33 0.08

337738108 FISERV INC COMMON STOCK USD.01

79.130000Local36,720.000 412,692.23 2,905,653.6011.238895 2,492,961.37 0.1479.130000Base 412,692.23 2,905,653.6011.238895 2,492,961.37 0.14

337932107 FIRSTENERGY CORP COMMON STOCK USD.1

37.830000Local44,073.000 1,925,327.87 1,667,281.5943.684974 -258,046.28 0.0837.830000Base 1,925,327.87 1,667,281.5943.684974 -258,046.28 0.08

339041105 FLEETCOR TECHNOLOGIES INC COMMON STOCK USD.001

193.400000Local8,016.000 1,681,332.96 1,550,294.40209.747126 -131,038.56 0.07193.400000Base 1,681,332.96 1,550,294.40209.747126 -131,038.56 0.07

343412102 FLUOR CORP COMMON STOCK USD.01

40.930000Local12,751.000 535,827.73 521,898.4342.022408 -13,929.30 0.0240.930000Base 535,827.73 521,898.4342.022408 -13,929.30 0.02

34354P105 FLOWSERVE CORP COMMON STOCK USD1.25

48.510000Local11,865.000 297,038.14 575,571.1525.034820 278,533.01 0.0348.510000Base 297,038.14 575,571.1525.034820 278,533.01 0.03

344849104 FOOT LOCKER INC COMMON STOCK USD.01

56.400000Local10,600.000 675,143.31 597,840.0063.692765 -77,303.31 0.0356.400000Base 675,143.31 597,840.0063.692765 -77,303.31 0.03

345370860 FORD MOTOR CO COMMON STOCK USD.01

9.410000Local355,006.000 4,416,141.61 3,340,606.4612.439625 -1,075,535.15 0.169.410000Base 4,416,141.61 3,340,606.4612.439625 -1,075,535.15 0.16


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




34959E109 FORTINET INC COMMON STOCK USD.001

73.840000Local13,093.000 1,057,521.61 966,787.1280.770000 -90,734.49 0.0573.840000Base 1,057,521.61 966,787.1280.770000 -90,734.49 0.05

34959J108 FORTIVE CORP W/D COMMON STOCK USD.01

76.070000Local27,887.000 578,358.59 2,121,364.0920.739362 1,543,005.50 0.1076.070000Base 578,358.59 2,121,364.0920.739362 1,543,005.50 0.10

34964C106 FORTUNE BRANDS HOME + SECURI COMMON STOCK USD.01

43.800000Local12,918.000 734,949.07 565,808.4056.893410 -169,140.67 0.0343.800000Base 734,949.07 565,808.4056.893410 -169,140.67 0.03

354613101 FRANKLIN RESOURCES INC COMMON STOCK USD.1

33.890000Local27,721.000 714,726.39 939,464.6925.782850 224,738.30 0.0433.890000Base 714,726.39 939,464.6925.782850 224,738.30 0.04

35671D857 FREEPORT MCMORAN INC COMMON STOCK USD.1

11.940000Local131,397.000 3,133,659.40 1,568,880.1823.848790 -1,564,779.22 0.0711.940000Base 3,133,659.40 1,568,880.1823.848790 -1,564,779.22 0.07

363576109 ARTHUR J GALLAGHER + CO COMMON STOCK USD1.0

77.070000Local16,561.000 809,483.65 1,276,356.2748.878911 466,872.62 0.0677.070000Base 809,483.65 1,276,356.2748.878911 466,872.62 0.06

364760108 GAP INC/THE COMMON STOCK USD.05

27.290000Local19,669.000 537,196.87 536,767.0127.311855 -429.86 0.0327.290000Base 537,196.87 536,767.0127.311855 -429.86 0.03

366651107 GARTNER INC COMMON STOCK USD.0005

153.190000Local8,235.000 904,676.24 1,261,519.65109.857467 356,843.41 0.06153.190000Base 904,676.24 1,261,519.65109.857467 356,843.41 0.06

369550108 GENERAL DYNAMICS CORP COMMON STOCK USD1.0

184.890000Local25,253.000 1,545,261.94 4,669,027.1761.191222 3,123,765.23 0.22184.890000Base 1,545,261.94 4,669,027.1761.191222 3,123,765.23 0.22

369604103 GENERAL ELECTRIC CO COMMON STOCK USD.06

7.500000Local788,120.000 24,776,025.10 5,910,900.0031.436869 -18,865,125.10 0.287.500000Base 24,776,025.10 5,910,900.0031.436869 -18,865,125.10 0.28


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




370334104 GENERAL MILLS INC COMMON STOCK USD.1

42.310000Local54,043.000 1,608,025.79 2,286,559.3329.754562 678,533.54 0.1142.310000Base 1,608,025.79 2,286,559.3329.754562 678,533.54 0.11

37045V100 GENERAL MOTORS CO COMMON STOCK USD.01

37.950000Local119,020.000 4,213,550.79 4,516,809.0035.402040 303,258.21 0.2137.950000Base 4,213,550.79 4,516,809.0035.402040 303,258.21 0.21

372460105 GENUINE PARTS CO COMMON STOCK USD1.0

103.710000Local13,307.000 568,660.26 1,380,068.9742.733919 811,408.71 0.06103.710000Base 568,660.26 1,380,068.9742.733919 811,408.71 0.06

375558103 GILEAD SCIENCES INC COMMON STOCK USD.001

71.940000Local117,523.000 2,598,667.16 8,454,604.6222.111988 5,855,937.46 0.4071.940000Base 2,598,667.16 8,454,604.6222.111988 5,855,937.46 0.40

37940X102 GLOBAL PAYMENTS INC COMMON STOCK

111.810000Local14,345.000 1,054,626.31 1,603,914.4573.518739 549,288.14 0.08111.810000Base 1,054,626.31 1,603,914.4573.518739 549,288.14 0.08

38141G104 GOLDMAN SACHS GROUP INC COMMON STOCK USD.01

190.690000Local31,837.000 3,821,576.56 6,070,997.53120.035699 2,249,420.97 0.28190.690000Base 3,821,576.56 6,070,997.53120.035699 2,249,420.97 0.28

382550101 GOODYEAR TIRE + RUBBER CO COMMON STOCK

23.160000Local21,493.000 495,727.91 497,777.8823.064622 2,049.97 0.0223.160000Base 495,727.91 497,777.8823.064622 2,049.97 0.02

384802104 WW GRAINGER INC COMMON STOCK USD.5

314.040000Local4,124.000 400,916.96 1,295,100.9697.215558 894,184.00 0.06314.040000Base 400,916.96 1,295,100.9697.215558 894,184.00 0.06

40412C101 HCA HEALTHCARE INC COMMON STOCK USD.01

143.990000Local24,475.000 1,790,311.34 3,524,155.2573.148574 1,733,843.91 0.17143.990000Base 1,790,311.34 3,524,155.2573.148574 1,733,843.91 0.17

40414L109 HCP INC REIT USD1.0

29.260000Local42,588.000 1,524,951.33 1,246,124.8835.807066 -278,826.45 0.0629.260000Base 1,524,951.33 1,246,124.8835.807066 -278,826.45 0.06


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




40434L105 HP INC COMMON STOCK USD.01

23.000000Local143,496.000 2,211,132.06 3,300,408.0015.409015 1,089,275.94 0.1523.000000Base 2,211,132.06 3,300,408.0015.409015 1,089,275.94 0.15

406216101 HALLIBURTON CO COMMON STOCK USD2.5

31.430000Local79,829.000 2,583,609.69 2,509,025.4732.364300 -74,584.22 0.1231.430000Base 2,583,609.69 2,509,025.4732.364300 -74,584.22 0.12

410345102 HANESBRANDS INC COMMON STOCK USD.01

15.910000Local32,673.000 1,096,418.67 519,827.4333.557331 -576,591.24 0.0215.910000Base 1,096,418.67 519,827.4333.557331 -576,591.24 0.02

412822108 HARLEY DAVIDSON INC COMMON STOCK USD.01

42.290000Local15,096.000 648,468.21 638,409.8442.956294 -10,058.37 0.0342.290000Base 648,468.21 638,409.8442.956294 -10,058.37 0.03

413875105 HARRIS CORP COMMON STOCK USD1.0

142.950000Local10,656.000 559,048.16 1,523,275.2052.463228 964,227.04 0.07142.950000Base 559,048.16 1,523,275.2052.463228 964,227.04 0.07

416515104 HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.01

44.190000Local32,508.000 1,430,702.08 1,436,528.5244.010769 5,826.44 0.0744.190000Base 1,430,702.08 1,436,528.5244.010769 5,826.44 0.07

418056107 HASBRO INC COMMON STOCK USD.5

91.000000Local10,591.000 364,072.16 963,781.0034.375617 599,708.84 0.0591.000000Base 364,072.16 963,781.0034.375617 599,708.84 0.05

423452101 HELMERICH + PAYNE COMMON STOCK USD.1

60.600000Local9,874.000 467,963.21 598,364.4047.393479 130,401.19 0.0360.600000Base 467,963.21 598,364.4047.393479 130,401.19 0.03

427866108 HERSHEY CO/THE COMMON STOCK USD1.0

108.300000Local12,674.000 583,456.63 1,372,594.2046.035713 789,137.57 0.06108.300000Base 583,456.63 1,372,594.2046.035713 789,137.57 0.06

42809H107 HESS CORP COMMON STOCK USD1.0

53.890000Local22,835.000 1,181,358.36 1,230,578.1551.734546 49,219.79 0.0653.890000Base 1,181,358.36 1,230,578.1551.734546 49,219.79 0.06


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




42824C109 HEWLETT PACKARD ENTERPRISE COMMON STOCK USD.01

15.000000Local133,452.000 1,445,069.19 2,001,780.0010.828382 556,710.81 0.0915.000000Base 1,445,069.19 2,001,780.0010.828382 556,710.81 0.09

43300A203 HILTON WORLDWIDE HOLDINGS IN COMMON STOCK USD.01

75.540000Local27,039.000 1,904,519.96 2,042,526.0670.436035 138,006.10 0.1075.540000Base 1,904,519.96 2,042,526.0670.436035 138,006.10 0.10

436106108 HOLLYFRONTIER CORP COMMON STOCK USD.01

62.470000Local14,696.000 1,041,589.40 918,059.1270.875708 -123,530.28 0.0462.470000Base 1,041,589.40 918,059.1270.875708 -123,530.28 0.04

436440101 HOLOGIC INC COMMON STOCK USD.01

44.410000Local24,676.000 870,368.49 1,095,861.1635.271863 225,492.67 0.0544.410000Base 870,368.49 1,095,861.1635.271863 225,492.67 0.05

437076102 HOME DEPOT INC COMMON STOCK USD.05

180.320000Local103,718.000 4,769,576.68 18,702,429.7645.986007 13,932,853.08 0.88180.320000Base 4,769,576.68 18,702,429.7645.986007 13,932,853.08 0.88

438516106 HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0

146.750000Local67,334.000 3,217,996.76 9,881,264.5047.791558 6,663,267.74 0.46146.750000Base 3,217,996.76 9,881,264.5047.791558 6,663,267.74 0.46

440452100 HORMEL FOODS CORP COMMON STOCK USD.01465

45.090000Local24,655.000 282,096.21 1,111,693.9511.441744 829,597.74 0.0545.090000Base 282,096.21 1,111,693.9511.441744 829,597.74 0.05

44107P104 HOST HOTELS + RESORTS INC REIT USD.01

19.000000Local67,256.000 1,266,556.01 1,277,864.0018.831866 11,307.99 0.0619.000000Base 1,266,556.01 1,277,864.0018.831866 11,307.99 0.06

444859102 HUMANA INC COMMON STOCK USD.166

329.470000Local12,490.000 610,707.30 4,115,080.3048.895701 3,504,373.00 0.19329.470000Base 610,707.30 4,115,080.3048.895701 3,504,373.00 0.19

445658107 HUNT (JB) TRANSPRT SVCS INC COMMON STOCK USD.01

106.360000Local7,932.000 662,171.05 843,647.5283.480969 181,476.47 0.04106.360000Base 662,171.05 843,647.5283.480969 181,476.47 0.04


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




446150104 HUNTINGTON BANCSHARES INC COMMON STOCK USD.01

14.590000Local100,133.000 1,036,898.44 1,460,940.4710.355212 424,042.03 0.0714.590000Base 1,036,898.44 1,460,940.4710.355212 424,042.03 0.07

446413106 HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01

215.500000Local3,928.000 895,924.50 846,484.00228.086685 -49,440.50 0.04215.500000Base 895,924.50 846,484.00228.086685 -49,440.50 0.04

44980X109 IPG PHOTONICS CORP COMMON STOCK USD.0001

142.150000Local3,266.000 783,322.98 464,261.90239.841696 -319,061.08 0.02142.150000Base 783,322.98 464,261.90239.841696 -319,061.08 0.02

45168D104 IDEXX LABORATORIES INC COMMON STOCK USD.1

203.760000Local7,852.000 919,625.34 1,599,923.52117.119885 680,298.18 0.07203.760000Base 919,625.34 1,599,923.52117.119885 680,298.18 0.07

452308109 ILLINOIS TOOL WORKS COMMON STOCK USD.01

139.050000Local27,975.000 1,312,987.70 3,889,923.7546.934324 2,576,936.05 0.18139.050000Base 1,312,987.70 3,889,923.7546.934324 2,576,936.05 0.18

452327109 ILLUMINA INC COMMON STOCK USD.01

337.500000Local13,334.000 2,410,918.63 4,500,225.00180.809857 2,089,306.37 0.21337.500000Base 2,410,918.63 4,500,225.00180.809857 2,089,306.37 0.21

45337C102 INCYTE CORP COMMON STOCK USD.001

64.250000Local15,999.000 2,103,826.60 1,027,935.75131.497381 -1,075,890.85 0.0564.250000Base 2,103,826.60 1,027,935.75131.497381 -1,075,890.85 0.05

458140100 INTEL CORP COMMON STOCK USD.001

49.310000Local418,133.000 12,102,168.38 20,618,138.2328.943347 8,515,969.85 0.9749.310000Base 12,102,168.38 20,618,138.2328.943347 8,515,969.85 0.97

45866F104 INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.01

81.720000Local52,001.000 1,543,907.01 4,249,521.7229.689948 2,705,614.71 0.2081.720000Base 1,543,907.01 4,249,521.7229.689948 2,705,614.71 0.20

459200101 INTL BUSINESS MACHINES CORP COMMON STOCK USD.2

124.270000Local82,771.000 9,902,783.70 10,285,952.17119.640740 383,168.47 0.48124.270000Base 9,902,783.70 10,285,952.17119.640740 383,168.47 0.48


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




459506101 INTL FLAVORS + FRAGRANCES COMMON STOCK USD.125

141.630000Local9,163.000 621,606.40 1,297,755.6967.838743 676,149.29 0.06141.630000Base 621,606.40 1,297,755.6967.838743 676,149.29 0.06

460146103 INTERNATIONAL PAPER CO COMMON STOCK USD1.0

46.190000Local37,078.000 1,295,104.98 1,712,632.8234.929203 417,527.84 0.0846.190000Base 1,295,104.98 1,712,632.8234.929203 417,527.84 0.08

460690100 INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1

23.500000Local34,803.000 616,292.55 817,870.5017.708029 201,577.95 0.0423.500000Base 616,292.55 817,870.5017.708029 201,577.95 0.04

461202103 INTUIT INC COMMON STOCK USD.01

214.530000Local23,456.000 1,201,464.92 5,032,015.6851.222072 3,830,550.76 0.24214.530000Base 1,201,464.92 5,032,015.6851.222072 3,830,550.76 0.24

46120E602 INTUITIVE SURGICAL INC COMMON STOCK USD.001

530.870000Local10,314.000 1,338,572.31 5,475,393.18129.782074 4,136,820.87 0.26530.870000Base 1,338,572.31 5,475,393.18129.782074 4,136,820.87 0.26

46266C105 IQVIA HOLDINGS INC COMMON STOCK USD.01

125.070000Local14,698.000 1,436,474.68 1,838,278.8697.732663 401,804.18 0.09125.070000Base 1,436,474.68 1,838,278.8697.732663 401,804.18 0.09

46284V101 IRON MOUNTAIN INC REIT USD.01

33.970000Local25,948.000 803,250.83 881,453.5630.956175 78,202.73 0.0433.970000Base 803,250.83 881,453.5630.956175 78,202.73 0.04

46625H100 JPMORGAN CHASE + CO COMMON STOCK USD1.0

111.190000Local304,331.000 12,970,238.76 33,838,563.8942.618855 20,868,325.13 1.59111.190000Base 12,970,238.76 33,838,563.8942.618855 20,868,325.13 1.59

469814107 JACOBS ENGINEERING GROUP INC COMMON STOCK USD1.0

65.670000Local10,810.000 805,533.11 709,892.7074.517401 -95,640.41 0.0365.670000Base 805,533.11 709,892.7074.517401 -95,640.41 0.03

47233W109 JEFFERIES FINANCIAL GROUP IN COMMON STOCK USD1.0

21.850000Local26,310.000 825,164.46 574,873.5031.363149 -250,290.96 0.0321.850000Base 825,164.46 574,873.5031.363149 -250,290.96 0.03


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




478160104 JOHNSON + JOHNSON COMMON STOCK USD1.0

146.900000Local243,100.000 15,072,102.52 35,711,390.0061.999599 20,639,287.48 1.67146.900000Base 15,072,102.52 35,711,390.0061.999599 20,639,287.48 1.67

48203R104 JUNIPER NETWORKS INC COMMON STOCK USD.00001

28.710000Local31,267.000 630,360.75 897,675.5720.160577 267,314.82 0.0428.710000Base 630,360.75 897,675.5720.160577 267,314.82 0.04

482480100 KLA TENCOR CORP COMMON STOCK USD.001

98.560000Local14,157.000 633,200.18 1,395,313.9244.727003 762,113.74 0.0798.560000Base 633,200.18 1,395,313.9244.727003 762,113.74 0.07

485170302 KANSAS CITY SOUTHERN COMMON STOCK USD.01

103.050000Local9,261.000 1,032,989.04 954,346.05111.541846 -78,642.99 0.04103.050000Base 1,032,989.04 954,346.05111.541846 -78,642.99 0.04

487836108 KELLOGG CO COMMON STOCK USD.25

63.650000Local22,952.000 1,051,378.59 1,460,894.8045.807711 409,516.21 0.0763.650000Base 1,051,378.59 1,460,894.8045.807711 409,516.21 0.07

493267108 KEYCORP COMMON STOCK USD1.0

18.340000Local95,401.000 1,281,719.72 1,749,654.3413.435076 467,934.62 0.0818.340000Base 1,281,719.72 1,749,654.3413.435076 467,934.62 0.08

49338L103 KEYSIGHT TECHNOLOGIES IN COMMON STOCK

61.820000Local16,997.000 991,774.95 1,050,754.5458.350000 58,979.59 0.0561.820000Base 991,774.95 1,050,754.5458.350000 58,979.59 0.05

494368103 KIMBERLY CLARK CORP COMMON STOCK USD1.25

115.370000Local31,526.000 1,945,841.55 3,637,154.6261.721803 1,691,313.07 0.17115.370000Base 1,945,841.55 3,637,154.6261.721803 1,691,313.07 0.17

49446R109 KIMCO REALTY CORP REIT USD.01

16.350000Local38,212.000 910,921.98 624,766.2023.838637 -286,155.78 0.0316.350000Base 910,921.98 624,766.2023.838637 -286,155.78 0.03

49456B101 KINDER MORGAN INC COMMON STOCK USD.01

17.070000Local172,102.000 6,143,927.42 2,937,781.1435.699338 -3,206,146.28 0.1417.070000Base 6,143,927.42 2,937,781.1435.699338 -3,206,146.28 0.14


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




500255104 KOHLS CORP COMMON STOCK USD.01

67.170000Local15,126.000 771,618.57 1,016,013.4251.012731 244,394.85 0.0567.170000Base 771,618.57 1,016,013.4251.012731 244,394.85 0.05

500754106 KRAFT HEINZ CO/THE COMMON STOCK USD.01

51.120000Local56,387.000 1,814,805.56 2,882,503.4432.184822 1,067,697.88 0.1451.120000Base 1,814,805.56 2,882,503.4432.184822 1,067,697.88 0.14

501044101 KROGER CO COMMON STOCK USD1.0

29.660000Local72,220.000 994,469.51 2,142,045.2013.770002 1,147,575.69 0.1029.660000Base 994,469.51 2,142,045.2013.770002 1,147,575.69 0.10

501797104 L BRANDS INC COMMON STOCK USD.5

33.110000Local20,696.000 648,294.61 685,244.5631.324633 36,949.95 0.0333.110000Base 648,294.61 685,244.5631.324633 36,949.95 0.03

501889208 LKQ CORP COMMON STOCK USD.01

27.840000Local28,844.000 908,285.32 803,016.9631.489576 -105,268.36 0.0427.840000Base 908,285.32 803,016.9631.489576 -105,268.36 0.04

502413107 L3 TECHNOLOGIES INC COMMON STOCK USD.01

183.290000Local7,130.000 580,469.28 1,306,857.7081.412241 726,388.42 0.06183.290000Base 580,469.28 1,306,857.7081.412241 726,388.42 0.06

50540R409 LABORATORY CRP OF AMER HLDGS COMMON STOCK USD.1

145.640000Local9,239.000 681,511.50 1,345,567.9673.764639 664,056.46 0.06145.640000Base 681,511.50 1,345,567.9673.764639 664,056.46 0.06

512807108 LAM RESEARCH CORP COMMON STOCK USD.001

156.960000Local14,290.000 623,251.99 2,242,958.4043.614555 1,619,706.41 0.11156.960000Base 623,251.99 2,242,958.4043.614555 1,619,706.41 0.11

513272104 LAMB WESTON HOLDINGS INC COMMON STOCK USD1.0

76.703500Local13,000.000 997,145.50 997,145.5076.703500 0.00 0.0576.703500Base 997,145.50 997,145.5076.703500 0.00 0.05

518439104 ESTEE LAUDER COMPANIES CL A COMMON STOCK USD.01

142.660000Local20,324.000 731,634.41 2,899,421.8435.998544 2,167,787.43 0.14142.660000Base 731,634.41 2,899,421.8435.998544 2,167,787.43 0.14


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




524660107 LEGGETT + PLATT INC COMMON STOCK USD.01

38.740000Local11,804.000 276,285.15 457,286.9623.406062 181,001.81 0.0238.740000Base 276,285.15 457,286.9623.406062 181,001.81 0.02

526057104 LENNAR CORP A COMMON STOCK USD.1

42.730000Local26,448.000 1,382,182.89 1,130,123.0452.260394 -252,059.85 0.0542.730000Base 1,382,182.89 1,130,123.0452.260394 -252,059.85 0.05

532457108 ELI LILLY + CO COMMON STOCK

118.640000Local86,661.000 5,142,566.02 10,281,461.0459.341180 5,138,895.02 0.48118.640000Base 5,142,566.02 10,281,461.0459.341180 5,138,895.02 0.48

534187109 LINCOLN NATIONAL CORP COMMON STOCK

62.970000Local19,649.000 789,178.94 1,237,297.5340.163822 448,118.59 0.0662.970000Base 789,178.94 1,237,297.5340.163822 448,118.59 0.06

539830109 LOCKHEED MARTIN CORP COMMON STOCK USD1.0

300.430000Local22,466.000 1,617,876.04 6,749,460.3872.014424 5,131,584.34 0.32300.430000Base 1,617,876.04 6,749,460.3872.014424 5,131,584.34 0.32

540424108 LOEWS CORP COMMON STOCK USD.01

48.060000Local25,210.000 757,754.01 1,211,592.6030.057676 453,838.59 0.0648.060000Base 757,754.01 1,211,592.6030.057676 453,838.59 0.06

548661107 LOWE S COS INC COMMON STOCK USD.5

94.370000Local73,543.000 1,849,638.13 6,940,252.9125.150431 5,090,614.78 0.3394.370000Base 1,849,638.13 6,940,252.9125.150431 5,090,614.78 0.33

55261F104 M + T BANK CORP COMMON STOCK USD.5

169.010000Local13,040.000 1,307,616.42 2,203,890.40100.277333 896,273.98 0.10169.010000Base 1,307,616.42 2,203,890.40100.277333 896,273.98 0.10

552953101 MGM RESORTS INTERNATIONAL COMMON STOCK USD.01

26.960000Local46,322.000 1,518,144.66 1,248,841.1232.773729 -269,303.54 0.0626.960000Base 1,518,144.66 1,248,841.1232.773729 -269,303.54 0.06

55354G100 MSCI INC COMMON STOCK USD.01

157.090000Local8,055.000 1,205,624.01 1,265,359.95149.673993 59,735.94 0.06157.090000Base 1,205,624.01 1,265,359.95149.673993 59,735.94 0.06


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




554382101 MACERICH CO/THE REIT USD.01

50.290000Local9,594.000 672,966.51 482,482.2670.144518 -190,484.25 0.0250.290000Base 672,966.51 482,482.2670.144518 -190,484.25 0.02

55616P104 MACY S INC COMMON STOCK USD.01

34.220000Local27,836.000 899,851.09 952,547.9232.326882 52,696.83 0.0434.220000Base 899,851.09 952,547.9232.326882 52,696.83 0.04

565849106 MARATHON OIL CORP COMMON STOCK USD1.0

16.690000Local77,489.000 1,373,720.08 1,293,291.4117.727937 -80,428.67 0.0616.690000Base 1,373,720.08 1,293,291.4117.727937 -80,428.67 0.06

56585A102 MARATHON PETROLEUM CORP COMMON STOCK USD.01

65.160000Local81,269.000 2,587,520.35 5,295,488.0431.838959 2,707,967.69 0.2565.160000Base 2,587,520.35 5,295,488.0431.838959 2,707,967.69 0.25

571748102 MARSH + MCLENNAN COS COMMON STOCK USD1.0

88.700000Local45,792.000 1,711,271.13 4,061,750.4037.370526 2,350,479.27 0.1988.700000Base 1,711,271.13 4,061,750.4037.370526 2,350,479.27 0.19

571903202 MARRIOTT INTERNATIONAL CL A COMMON STOCK USD.01

115.030000Local26,115.000 1,004,788.29 3,004,008.4538.475523 1,999,220.16 0.14115.030000Base 1,004,788.29 3,004,008.4538.475523 1,999,220.16 0.14

573284106 MARTIN MARIETTA MATERIALS COMMON STOCK USD.01

190.690000Local5,714.000 775,015.83 1,089,602.66135.634552 314,586.83 0.05190.690000Base 775,015.83 1,089,602.66135.634552 314,586.83 0.05

574599106 MASCO CORP COMMON STOCK USD1.0

31.690000Local27,883.000 554,429.35 883,612.2719.884135 329,182.92 0.0431.690000Base 554,429.35 883,612.2719.884135 329,182.92 0.04

57636Q104 MASTERCARD INC A COMMON STOCK USD.0001

201.070000Local82,729.000 2,585,631.58 16,634,320.0331.254235 14,048,688.45 0.78201.070000Base 2,585,631.58 16,634,320.0331.254235 14,048,688.45 0.78

577081102 MATTEL INC COMMON STOCK USD1.0

13.900000Local31,227.000 684,436.42 434,055.3021.918097 -250,381.12 0.0213.900000Base 684,436.42 434,055.3021.918097 -250,381.12 0.02


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




57772K101 MAXIM INTEGRATED PRODUCTS COMMON STOCK USD.001

55.924500Local25,000.000 1,398,112.50 1,398,112.5055.924500 0.00 0.0755.924500Base 1,398,112.50 1,398,112.5055.924500 0.00 0.07

579780206 MCCORMICK + CO NON VTG SHRS COMMON STOCK

150.000000Local10,996.000 454,713.40 1,649,400.0041.352619 1,194,686.60 0.08150.000000Base 454,713.40 1,649,400.0041.352619 1,194,686.60 0.08

580135101 MCDONALD S CORP COMMON STOCK USD.01

188.510000Local70,339.000 3,597,442.37 13,259,604.8951.144349 9,662,162.52 0.62188.510000Base 3,597,442.37 13,259,604.8951.144349 9,662,162.52 0.62

58155Q103 MCKESSON CORP COMMON STOCK USD.01

124.500000Local18,115.000 1,128,511.85 2,255,317.5062.297094 1,126,805.65 0.11124.500000Base 1,128,511.85 2,255,317.5062.297094 1,126,805.65 0.11

58933Y105 MERCK + CO. INC. COMMON STOCK USD.5

79.340000Local241,136.000 11,177,049.07 19,131,730.2446.351640 7,954,681.17 0.9079.340000Base 11,177,049.07 19,131,730.2446.351640 7,954,681.17 0.90

59156R108 METLIFE INC COMMON STOCK USD.01

44.630000Local90,214.000 3,267,849.66 4,026,250.8236.223310 758,401.16 0.1944.630000Base 3,267,849.66 4,026,250.8236.223310 758,401.16 0.19

592688105 METTLER TOLEDO INTERNATIONAL COMMON STOCK USD.01

636.660000Local2,287.000 933,251.79 1,456,041.42408.068120 522,789.63 0.07636.660000Base 933,251.79 1,456,041.42408.068120 522,789.63 0.07

594918104 MICROSOFT CORP COMMON STOCK USD.00000625

110.890000Local694,452.000 23,892,129.93 77,007,782.2834.404293 53,115,652.35 3.61110.890000Base 23,892,129.93 77,007,782.2834.404293 53,115,652.35 3.61

595017104 MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001

75.000000Local21,363.000 817,236.21 1,602,225.0038.254749 784,988.79 0.0875.000000Base 817,236.21 1,602,225.0038.254749 784,988.79 0.08

595112103 MICRON TECHNOLOGY INC COMMON STOCK USD.1

38.560000Local105,173.000 2,046,576.10 4,055,470.8819.459140 2,008,894.78 0.1938.560000Base 2,046,576.10 4,055,470.8819.459140 2,008,894.78 0.19


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




59522J103 MID AMERICA APARTMENT COMM REIT USD.01

103.560000Local10,320.000 919,730.32 1,068,739.2089.121155 149,008.88 0.05103.560000Base 919,730.32 1,068,739.2089.121155 149,008.88 0.05

608190104 MOHAWK INDUSTRIES INC COMMON STOCK USD.01

128.060000Local5,750.000 472,085.72 736,345.0082.101864 264,259.28 0.03128.060000Base 472,085.72 736,345.0082.101864 264,259.28 0.03

60871R209 MOLSON COORS BREWING CO B COMMON STOCK USD.01

65.770000Local16,976.000 883,142.76 1,116,511.5252.023018 233,368.76 0.0565.770000Base 883,142.76 1,116,511.5252.023018 233,368.76 0.05

609207105 MONDELEZ INTERNATIONAL INC A COMMON STOCK

44.980000Local132,960.000 2,339,763.73 5,980,540.8017.597501 3,640,777.07 0.2844.980000Base 2,339,763.73 5,980,540.8017.597501 3,640,777.07 0.28

61174X109 MONSTER BEVERAGE CORP COMMON STOCK

59.680000Local36,075.000 1,008,530.23 2,152,956.0027.956486 1,144,425.77 0.1059.680000Base 1,008,530.23 2,152,956.0027.956486 1,144,425.77 0.10

615369105 MOODY S CORP COMMON STOCK USD.01

159.070000Local15,139.000 514,677.84 2,408,160.7333.996819 1,893,482.89 0.11159.070000Base 514,677.84 2,408,160.7333.996819 1,893,482.89 0.11

617446448 MORGAN STANLEY COMMON STOCK USD.01

44.390000Local120,223.000 4,406,332.45 5,336,698.9736.651327 930,366.52 0.2544.390000Base 4,406,332.45 5,336,698.9736.651327 930,366.52 0.25

61945C103 MOSAIC CO/THE COMMON STOCK USD.01

36.000000Local32,157.000 1,585,488.10 1,157,652.0049.304602 -427,836.10 0.0536.000000Base 1,585,488.10 1,157,652.0049.304602 -427,836.10 0.05

620076307 MOTOROLA SOLUTIONS INC COMMON STOCK USD.01

131.250000Local14,714.000 1,057,058.73 1,931,212.5071.840338 874,153.77 0.09131.250000Base 1,057,058.73 1,931,212.5071.840338 874,153.77 0.09

629377508 NRG ENERGY INC COMMON STOCK USD.01

38.430000Local27,523.000 668,804.21 1,057,708.8924.299830 388,904.68 0.0538.430000Base 668,804.21 1,057,708.8924.299830 388,904.68 0.05


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




631103108 NASDAQ INC COMMON STOCK USD.01

91.320000Local10,443.000 338,744.99 953,654.7632.437517 614,909.77 0.0491.320000Base 338,744.99 953,654.7632.437517 614,909.77 0.04

637071101 NATIONAL OILWELL VARCO INC COMMON STOCK USD.01

32.110000Local34,688.000 1,628,275.76 1,113,831.6846.940607 -514,444.08 0.0532.110000Base 1,628,275.76 1,113,831.6846.940607 -514,444.08 0.05

640268108 NEKTAR THERAPEUTICS COMMON STOCK USD.0001

40.390000Local15,642.000 1,609,038.96 631,780.38102.866575 -977,258.58 0.0340.390000Base 1,609,038.96 631,780.38102.866575 -977,258.58 0.03

64110D104 NETAPP INC COMMON STOCK USD.001

66.870000Local23,517.000 835,494.86 1,572,581.7935.527272 737,086.93 0.0766.870000Base 835,494.86 1,572,581.7935.527272 737,086.93 0.07

64110L106 NETFLIX INC COMMON STOCK USD.001

286.130000Local39,488.000 1,495,315.13 11,298,701.4437.867583 9,803,386.31 0.53286.130000Base 1,495,315.13 11,298,701.4437.867583 9,803,386.31 0.53

651229106 NEWELL BRANDS INC COMMON STOCK USD1.0

23.400000Local39,420.000 1,348,211.78 922,428.0034.201212 -425,783.78 0.0423.400000Base 1,348,211.78 922,428.0034.201212 -425,783.78 0.04

651290108 NEWFIELD EXPLORATION CO COMMON STOCK USD.01

16.950000Local18,129.000 948,586.34 307,286.5552.324251 -641,299.79 0.0116.950000Base 948,586.34 307,286.5552.324251 -641,299.79 0.01

651639106 NEWMONT MINING CORP COMMON STOCK USD1.6

32.340000Local48,369.000 1,812,577.17 1,564,253.4637.473943 -248,323.71 0.0732.340000Base 1,812,577.17 1,564,253.4637.473943 -248,323.71 0.07

65249B109 NEWS CORP CLASS A COMMON STOCK USD.01

12.980000Local34,766.000 420,702.90 451,262.6812.100987 30,559.78 0.0212.980000Base 420,702.90 451,262.6812.100987 30,559.78 0.02

65249B208 NEWS CORP CLASS B COMMON STOCK

13.400000Local11,265.000 146,896.85 150,951.0013.040111 4,054.15 0.0113.400000Base 146,896.85 150,951.0013.040111 4,054.15 0.01


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




65339F101 NEXTERA ENERGY INC COMMON STOCK USD.01

181.710000Local42,765.000 2,420,291.82 7,770,828.1556.595155 5,350,536.33 0.36181.710000Base 2,420,291.82 7,770,828.1556.595155 5,350,536.33 0.36

654106103 NIKE INC CL B COMMON STOCK

75.120000Local116,075.000 1,862,318.46 8,719,554.0016.044096 6,857,235.54 0.4175.120000Base 1,862,318.46 8,719,554.0016.044096 6,857,235.54 0.41

65473P105 NISOURCE INC COMMON STOCK USD.01

26.420000Local32,920.000 351,460.81 869,746.4010.676209 518,285.59 0.0426.420000Base 351,460.81 869,746.4010.676209 518,285.59 0.04

655044105 NOBLE ENERGY INC COMMON STOCK USD.01

23.740000Local43,809.000 1,772,014.11 1,040,025.6640.448632 -731,988.45 0.0523.740000Base 1,772,014.11 1,040,025.6640.448632 -731,988.45 0.05

655664100 NORDSTROM INC COMMON STOCK

52.870000Local10,395.000 308,417.81 549,583.6529.669823 241,165.84 0.0352.870000Base 308,417.81 549,583.6529.669823 241,165.84 0.03

655844108 NORFOLK SOUTHERN CORP COMMON STOCK USD1.0

170.740000Local25,395.000 1,097,603.99 4,335,942.3043.221264 3,238,338.31 0.20170.740000Base 1,097,603.99 4,335,942.3043.221264 3,238,338.31 0.20

665859104 NORTHERN TRUST CORP COMMON STOCK USD1.667

99.230000Local20,247.000 1,223,946.01 2,009,109.8160.450734 785,163.80 0.0999.230000Base 1,223,946.01 2,009,109.8160.450734 785,163.80 0.09

666807102 NORTHROP GRUMMAN CORP COMMON STOCK USD1.0

259.880000Local15,792.000 891,510.90 4,104,024.9656.453324 3,212,514.06 0.19259.880000Base 891,510.90 4,104,024.9656.453324 3,212,514.06 0.19

670346105 NUCOR CORP COMMON STOCK USD.4

60.410000Local28,687.000 1,014,388.18 1,732,981.6735.360553 718,593.49 0.0860.410000Base 1,014,388.18 1,732,981.6735.360553 718,593.49 0.08

67066G104 NVIDIA CORP COMMON STOCK USD.001

163.430000Local55,138.000 1,822,008.35 9,011,203.3433.044513 7,189,194.99 0.42163.430000Base 1,822,008.35 9,011,203.3433.044513 7,189,194.99 0.42


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




67103H107 O REILLY AUTOMOTIVE INC COMMON STOCK USD.01

346.780000Local7,304.000 359,354.23 2,532,881.1249.199648 2,173,526.89 0.12346.780000Base 359,354.23 2,532,881.1249.199648 2,173,526.89 0.12

674599105 OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2

70.270000Local69,363.000 3,166,281.36 4,874,138.0145.647988 1,707,856.65 0.2370.270000Base 3,166,281.36 4,874,138.0145.647988 1,707,856.65 0.23

681919106 OMNICOM GROUP COMMON STOCK USD.15

76.970000Local20,350.000 875,594.77 1,566,339.5043.026770 690,744.73 0.0776.970000Base 875,594.77 1,566,339.5043.026770 690,744.73 0.07

682680103 ONEOK INC COMMON STOCK USD.01

61.430000Local37,292.000 1,446,017.59 2,290,847.5638.775544 844,829.97 0.1161.430000Base 1,446,017.59 2,290,847.5638.775544 844,829.97 0.11

68389X105 ORACLE CORP COMMON STOCK USD.01

48.760000Local256,323.000 5,661,867.02 12,498,309.4822.088798 6,836,442.46 0.5948.760000Base 5,661,867.02 12,498,309.4822.088798 6,836,442.46 0.59

69331C108 P G + E CORP COMMON STOCK

26.380000Local46,906.000 1,827,156.77 1,237,380.2838.953583 -589,776.49 0.0626.380000Base 1,827,156.77 1,237,380.2838.953583 -589,776.49 0.06

693475105 PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5.0

135.780000Local42,104.000 3,400,464.15 5,716,881.1280.763446 2,316,416.97 0.27135.780000Base 3,400,464.15 5,716,881.1280.763446 2,316,416.97 0.27

693506107 PPG INDUSTRIES INC COMMON STOCK USD1.67

109.330000Local21,947.000 801,629.41 2,399,465.5136.525694 1,597,836.10 0.11109.330000Base 801,629.41 2,399,465.5136.525694 1,597,836.10 0.11

69351T106 PPL CORP COMMON STOCK USD.01

30.590000Local63,438.000 1,662,718.95 1,940,568.4226.210141 277,849.47 0.0930.590000Base 1,662,718.95 1,940,568.4226.210141 277,849.47 0.09

693656100 PVH CORP COMMON STOCK USD1.0

110.510000Local6,956.000 832,944.29 768,707.56119.744723 -64,236.73 0.04110.510000Base 832,944.29 768,707.56119.744723 -64,236.73 0.04


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




693718108 PACCAR INC COMMON STOCK USD1.0

62.220000Local31,787.000 990,390.23 1,977,787.1431.157084 987,396.91 0.0962.220000Base 990,390.23 1,977,787.1431.157084 987,396.91 0.09

695156109 PACKAGING CORP OF AMERICA COMMON STOCK USD.01

97.820000Local8,568.000 945,143.78 838,121.76110.310899 -107,022.02 0.0497.820000Base 945,143.78 838,121.76110.310899 -107,022.02 0.04

701094104 PARKER HANNIFIN CORP COMMON STOCK USD.5

172.040000Local12,003.000 623,540.05 2,064,996.1251.948684 1,441,456.07 0.10172.040000Base 623,540.05 2,064,996.1251.948684 1,441,456.07 0.10

704326107 PAYCHEX INC COMMON STOCK USD.01

70.760000Local29,037.000 983,778.07 2,054,658.1233.880155 1,070,880.05 0.1070.760000Base 983,778.07 2,054,658.1233.880155 1,070,880.05 0.10

70450Y103 PAYPAL HOLDINGS INC COMMON STOCK USD.0001

85.810000Local107,337.000 2,488,656.36 9,210,587.9723.185447 6,721,931.61 0.4385.810000Base 2,488,656.36 9,210,587.9723.185447 6,721,931.61 0.43

712704105 PEOPLE S UNITED FINANCIAL COMMON STOCK USD.01

16.860000Local33,745.000 560,492.62 568,940.7016.609649 8,448.08 0.0316.860000Base 560,492.62 568,940.7016.609649 8,448.08 0.03

713448108 PEPSICO INC COMMON STOCK USD.017

121.940000Local128,206.000 7,059,209.09 15,633,439.6455.061456 8,574,230.55 0.73121.940000Base 7,059,209.09 15,633,439.6455.061456 8,574,230.55 0.73

714046109 PERKINELMER INC COMMON STOCK USD1.0

87.060000Local10,041.000 278,891.34 874,169.4627.775255 595,278.12 0.0487.060000Base 278,891.34 874,169.4627.775255 595,278.12 0.04

717081103 PFIZER INC COMMON STOCK USD.05

46.230000Local531,342.000 15,096,321.62 24,563,940.6628.411685 9,467,619.04 1.1546.230000Base 15,096,321.62 24,563,940.6628.411685 9,467,619.04 1.15

718172109 PHILIP MORRIS INTERNATIONAL COMMON STOCK

86.530000Local140,965.000 5,785,757.33 12,197,701.4541.043928 6,411,944.12 0.5786.530000Base 5,785,757.33 12,197,701.4541.043928 6,411,944.12 0.57


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




718546104 PHILLIPS 66 COMMON STOCK

93.520000Local38,721.000 1,180,073.62 3,621,187.9230.476321 2,441,114.30 0.1793.520000Base 1,180,073.62 3,621,187.9230.476321 2,441,114.30 0.17

723484101 PINNACLE WEST CAPITAL COMMON STOCK

89.360000Local10,155.000 440,313.05 907,450.8043.359237 467,137.75 0.0489.360000Base 440,313.05 907,450.8043.359237 467,137.75 0.04

723787107 PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01

147.750000Local15,448.000 1,443,733.18 2,282,442.0093.457611 838,708.82 0.11147.750000Base 1,443,733.18 2,282,442.0093.457611 838,708.82 0.11

74144T108 T ROWE PRICE GROUP INC COMMON STOCK USD.2

99.360000Local22,052.000 943,261.39 2,191,086.7242.774415 1,247,825.33 0.1099.360000Base 943,261.39 2,191,086.7242.774415 1,247,825.33 0.10

74251V102 PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01

49.320000Local24,014.000 792,510.57 1,184,370.4833.002023 391,859.91 0.0649.320000Base 792,510.57 1,184,370.4833.002023 391,859.91 0.06

742718109 PROCTER + GAMBLE CO/THE COMMON STOCK

94.510000Local225,694.000 12,780,034.32 21,330,339.9456.625494 8,550,305.62 1.0094.510000Base 12,780,034.32 21,330,339.9456.625494 8,550,305.62 1.00

743315103 PROGRESSIVE CORP COMMON STOCK USD1.0

66.290000Local52,876.000 979,989.74 3,505,150.0418.533734 2,525,160.30 0.1666.290000Base 979,989.74 3,505,150.0418.533734 2,525,160.30 0.16

74340W103 PROLOGIS INC REIT USD.01

67.340000Local57,085.000 2,637,329.96 3,844,103.9046.200052 1,206,773.94 0.1867.340000Base 2,637,329.96 3,844,103.9046.200052 1,206,773.94 0.18

744320102 PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01

93.760000Local37,804.000 1,899,177.75 3,544,503.0450.237481 1,645,325.29 0.1793.760000Base 1,899,177.75 3,544,503.0450.237481 1,645,325.29 0.17

744573106 PUBLIC SERVICE ENTERPRISE GP COMMON STOCK

55.900000Local45,823.000 1,373,045.81 2,561,505.7029.964119 1,188,459.89 0.1255.900000Base 1,373,045.81 2,561,505.7029.964119 1,188,459.89 0.12


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




74460D109 PUBLIC STORAGE REIT USD.1

213.260000Local13,587.000 1,389,169.38 2,897,563.62102.242539 1,508,394.24 0.14213.260000Base 1,389,169.38 2,897,563.62102.242539 1,508,394.24 0.14

745867101 PULTEGROUP INC COMMON STOCK USD.01

26.520000Local23,686.000 428,064.97 628,152.7218.072489 200,087.75 0.0326.520000Base 428,064.97 628,152.7218.072489 200,087.75 0.03

74736K101 QORVO INC COMMON STOCK USD.0001

65.810000Local11,397.000 923,090.15 750,036.5780.994134 -173,053.58 0.0465.810000Base 923,090.15 750,036.5780.994134 -173,053.58 0.04

747525103 QUALCOMM INC COMMON STOCK USD.0001

58.260000Local109,743.000 4,809,133.35 6,393,627.1843.821778 1,584,493.83 0.3058.260000Base 4,809,133.35 6,393,627.1843.821778 1,584,493.83 0.30

74762E102 QUANTA SERVICES INC COMMON STOCK USD.00001

35.100000Local13,495.000 322,322.79 473,674.5023.884608 151,351.71 0.0235.100000Base 322,322.79 473,674.5023.884608 151,351.71 0.02

74834L100 QUEST DIAGNOSTICS INC COMMON STOCK USD.01

88.570000Local12,390.000 575,408.06 1,097,382.3046.441328 521,974.24 0.0588.570000Base 575,408.06 1,097,382.3046.441328 521,974.24 0.05

751212101 RALPH LAUREN CORP COMMON STOCK USD.01

111.400000Local5,010.000 483,500.32 558,114.0096.507050 74,613.68 0.03111.400000Base 483,500.32 558,114.0096.507050 74,613.68 0.03

754730109 RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01

79.730000Local11,903.000 932,963.54 949,026.1978.380538 16,062.65 0.0479.730000Base 932,963.54 949,026.1978.380538 16,062.65 0.04

755111507 RAYTHEON COMPANY COMMON STOCK USD.01

175.340000Local25,867.000 1,209,229.22 4,535,519.7846.747950 3,326,290.56 0.21175.340000Base 1,209,229.22 4,535,519.7846.747950 3,326,290.56 0.21

756109104 REALTY INCOME CORP REIT USD1.0

64.090000Local26,301.000 1,359,828.36 1,685,631.0951.702535 325,802.73 0.0864.090000Base 1,359,828.36 1,685,631.0951.702535 325,802.73 0.08


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




756577102 RED HAT INC COMMON STOCK USD.0001

178.560000Local16,086.000 522,507.38 2,872,316.1632.482120 2,349,808.78 0.13178.560000Base 522,507.38 2,872,316.1632.482120 2,349,808.78 0.13

758849103 REGENCY CENTERS CORP REIT USD.01

63.660000Local15,364.000 1,045,331.15 978,072.2468.037695 -67,258.91 0.0563.660000Base 1,045,331.15 978,072.2468.037695 -67,258.91 0.05

75886F107 REGENERON PHARMACEUTICALS COMMON STOCK USD.001

365.650000Local7,026.000 1,770,099.92 2,569,056.90251.935656 798,956.98 0.12365.650000Base 1,770,099.92 2,569,056.90251.935656 798,956.98 0.12

7591EP100 REGIONS FINANCIAL CORP COMMON STOCK USD.01

16.450000Local93,601.000 1,197,435.24 1,539,736.4512.792975 342,301.21 0.0716.450000Base 1,197,435.24 1,539,736.4512.792975 342,301.21 0.07

760759100 REPUBLIC SERVICES INC COMMON STOCK USD.01

77.340000Local19,768.000 477,415.98 1,528,857.1224.150950 1,051,441.14 0.0777.340000Base 477,415.98 1,528,857.1224.150950 1,051,441.14 0.07

761152107 RESMED INC COMMON STOCK USD.004

111.790000Local12,942.000 1,004,119.55 1,446,786.1877.586119 442,666.63 0.07111.790000Base 1,004,119.55 1,446,786.1877.586119 442,666.63 0.07

770323103 ROBERT HALF INTL INC COMMON STOCK USD.001

61.830000Local11,106.000 331,381.55 686,683.9829.838065 355,302.43 0.0361.830000Base 331,381.55 686,683.9829.838065 355,302.43 0.03

773903109 ROCKWELL AUTOMATION INC COMMON STOCK USD1.0

174.340000Local11,169.000 528,122.87 1,947,203.4647.284705 1,419,080.59 0.09174.340000Base 528,122.87 1,947,203.4647.284705 1,419,080.59 0.09

775711104 ROLLINS INC COMMON STOCK USD1.0

63.560000Local8,918.000 533,653.12 566,828.0859.840000 33,174.96 0.0363.560000Base 533,653.12 566,828.0859.840000 33,174.96 0.03

776696106 ROPER TECHNOLOGIES INC COMMON STOCK USD.01

297.590000Local9,371.000 733,173.02 2,788,715.8978.238504 2,055,542.87 0.13297.590000Base 733,173.02 2,788,715.8978.238504 2,055,542.87 0.13


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




778296103 ROSS STORES INC COMMON STOCK USD.01

87.600000Local34,142.000 507,614.77 2,990,839.2014.867751 2,483,224.43 0.1487.600000Base 507,614.77 2,990,839.2014.867751 2,483,224.43 0.14

78409V104 S+P GLOBAL INC COMMON STOCK USD1.0

182.860000Local22,806.000 976,366.88 4,170,305.1642.811842 3,193,938.28 0.20182.860000Base 976,366.88 4,170,305.1642.811842 3,193,938.28 0.20

78410G104 SBA COMMUNICATIONS CORP REIT USD.01

170.810000Local10,413.000 1,597,795.24 1,778,644.53153.442355 180,849.29 0.08170.810000Base 1,597,795.24 1,778,644.53153.442355 180,849.29 0.08

78440X101 SL GREEN REALTY CORP REIT USD.01

96.420000Local7,846.000 1,035,400.62 756,511.32131.965412 -278,889.30 0.0496.420000Base 1,035,400.62 756,511.32131.965412 -278,889.30 0.04

78462F103 SPDR S+P 500 ETF TRUST SPDR S+P 500 ETF TRUST

274.216500Local25,000.000 6,855,412.50 6,855,412.50274.216500 0.00 0.32274.216500Base 6,855,412.50 6,855,412.50274.216500 0.00 0.32

78486Q101 SVB FINANCIAL GROUP COMMON STOCK USD.001

254.810000Local4,825.000 1,280,201.04 1,229,458.25265.326640 -50,742.79 0.06254.810000Base 1,280,201.04 1,229,458.25265.326640 -50,742.79 0.06

79466L302 SALESFORCE.COM INC COMMON STOCK USD.001

142.760000Local68,601.000 3,228,503.15 9,793,478.7647.062042 6,564,975.61 0.46142.760000Base 3,228,503.15 9,793,478.7647.062042 6,564,975.61 0.46

80589M102 SCANA CORP COMMON STOCK

46.660000Local12,933.000 527,431.35 603,453.7840.781826 76,022.43 0.0346.660000Base 527,431.35 603,453.7840.781826 76,022.43 0.03

806407102 HENRY SCHEIN INC COMMON STOCK USD.01

89.200000Local13,885.000 969,641.42 1,238,542.0069.833736 268,900.58 0.0689.200000Base 969,641.42 1,238,542.0069.833736 268,900.58 0.06

806857108 SCHLUMBERGER LTD COMMON STOCK USD.01

45.100000Local125,514.000 10,707,792.35 5,660,681.4085.311538 -5,047,110.95 0.2745.100000Base 10,707,792.35 5,660,681.4085.311538 -5,047,110.95 0.27


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




808513105 SCHWAB (CHARLES) CORP COMMON STOCK USD.01

44.800000Local109,039.000 2,397,236.47 4,884,947.2021.985129 2,487,710.73 0.2344.800000Base 2,397,236.47 4,884,947.2021.985129 2,487,710.73 0.23

81211K100 SEALED AIR CORP COMMON STOCK USD.1

36.530000Local14,402.000 346,922.13 526,105.0624.088469 179,182.93 0.0236.530000Base 346,922.13 526,105.0624.088469 179,182.93 0.02

816851109 SEMPRA ENERGY COMMON STOCK

115.220000Local24,795.000 1,444,588.38 2,856,879.9058.261278 1,412,291.52 0.13115.220000Base 1,444,588.38 2,856,879.9058.261278 1,412,291.52 0.13

824348106 SHERWIN WILLIAMS CO/THE COMMON STOCK USD1.0

424.070000Local7,451.000 562,112.80 3,159,745.5775.441256 2,597,632.77 0.15424.070000Base 562,112.80 3,159,745.5775.441256 2,597,632.77 0.15

828806109 SIMON PROPERTY GROUP INC REIT USD.0001

185.690000Local28,038.000 2,380,807.87 5,206,376.2284.913613 2,825,568.35 0.24185.690000Base 2,380,807.87 5,206,376.2284.913613 2,825,568.35 0.24

83088M102 SKYWORKS SOLUTIONS INC COMMON STOCK USD.25

72.770000Local16,231.000 1,503,259.02 1,181,129.8792.616537 -322,129.15 0.0672.770000Base 1,503,259.02 1,181,129.8792.616537 -322,129.15 0.06

831865209 SMITH (A.O.) CORP COMMON STOCK USD1.0

47.380000Local13,112.000 705,709.13 621,246.5653.821624 -84,462.57 0.0347.380000Base 705,709.13 621,246.5653.821624 -84,462.57 0.03

832696405 JM SMUCKER CO/THE COMMON STOCK

104.510000Local10,313.000 653,109.59 1,077,811.6363.328769 424,702.04 0.05104.510000Base 653,109.59 1,077,811.6363.328769 424,702.04 0.05

833034101 SNAP ON INC COMMON STOCK USD1.0

166.240000Local5,114.000 253,434.98 850,151.3649.557094 596,716.38 0.04166.240000Base 253,434.98 850,151.3649.557094 596,716.38 0.04

842587107 SOUTHERN CO/THE COMMON STOCK USD5.0

47.330000Local91,963.000 3,146,764.78 4,352,608.7934.217726 1,205,844.01 0.2047.330000Base 3,146,764.78 4,352,608.7934.217726 1,205,844.01 0.20


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




844741108 SOUTHWEST AIRLINES CO COMMON STOCK USD1.0

54.610000Local46,774.000 664,572.45 2,554,328.1414.208159 1,889,755.69 0.1254.610000Base 664,572.45 2,554,328.1414.208159 1,889,755.69 0.12

854502101 STANLEY BLACK + DECKER INC COMMON STOCK USD2.5

130.850000Local13,872.000 773,869.07 1,815,151.2055.786409 1,041,282.13 0.09130.850000Base 773,869.07 1,815,151.2055.786409 1,041,282.13 0.09

855244109 STARBUCKS CORP COMMON STOCK USD.001

66.720000Local122,339.000 1,760,995.81 8,162,458.0814.394394 6,401,462.27 0.3866.720000Base 1,760,995.81 8,162,458.0814.394394 6,401,462.27 0.38

857477103 STATE STREET CORP COMMON STOCK USD1.0

73.020000Local34,405.000 1,906,156.53 2,512,253.1055.403474 606,096.57 0.1273.020000Base 1,906,156.53 2,512,253.1055.403474 606,096.57 0.12

863667101 STRYKER CORP COMMON STOCK USD.1

175.460000Local28,144.000 1,571,439.51 4,938,146.2455.835685 3,366,706.73 0.23175.460000Base 1,571,439.51 4,938,146.2455.835685 3,366,706.73 0.23

867914103 SUNTRUST BANKS INC COMMON STOCK USD1.0

62.690000Local41,780.000 1,789,294.57 2,619,188.2042.826581 829,893.63 0.1262.690000Base 1,789,294.57 2,619,188.2042.826581 829,893.63 0.12

871503108 SYMANTEC CORP COMMON STOCK USD.01

22.110000Local56,362.000 1,625,396.33 1,246,163.8228.838514 -379,232.51 0.0622.110000Base 1,625,396.33 1,246,163.8228.838514 -379,232.51 0.06

871607107 SYNOPSYS INC COMMON STOCK USD.01

91.940000Local13,474.000 949,417.66 1,238,799.5670.462940 289,381.90 0.0691.940000Base 949,417.66 1,238,799.5670.462940 289,381.90 0.06

87165B103 SYNCHRONY FINANCIAL COMMON STOCK USD.001

25.980000Local61,774.000 1,964,056.57 1,604,888.5231.794227 -359,168.05 0.0825.980000Base 1,964,056.57 1,604,888.5231.794227 -359,168.05 0.08

871829107 SYSCO CORP COMMON STOCK USD1.0

67.400000Local43,363.000 1,231,057.00 2,922,666.2028.389572 1,691,609.20 0.1467.400000Base 1,231,057.00 2,922,666.2028.389572 1,691,609.20 0.14


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




872540109 TJX COMPANIES INC COMMON STOCK USD1.0

48.850000Local113,706.000 1,011,874.60 5,554,538.108.899043 4,542,663.50 0.2648.850000Base 1,011,874.60 5,554,538.108.899043 4,542,663.50 0.26

874054109 TAKE TWO INTERACTIVE SOFTWRE COMMON STOCK USD.01

109.670000Local10,322.000 1,108,056.34 1,132,013.74107.348996 23,957.40 0.05109.670000Base 1,108,056.34 1,132,013.74107.348996 23,957.40 0.05

876030107 TAPESTRY INC COMMON STOCK USD.01

38.930000Local26,109.000 859,572.78 1,016,423.3732.922470 156,850.59 0.0538.930000Base 859,572.78 1,016,423.3732.922470 156,850.59 0.05

87612E106 TARGET CORP COMMON STOCK USD.0833

70.960000Local47,715.000 2,217,895.72 3,385,856.4046.482149 1,167,960.68 0.1670.960000Base 2,217,895.72 3,385,856.4046.482149 1,167,960.68 0.16

882508104 TEXAS INSTRUMENTS INC COMMON STOCK USD1.0

99.850000Local88,169.000 3,160,505.92 8,803,674.6535.845999 5,643,168.73 0.4199.850000Base 3,160,505.92 8,803,674.6535.845999 5,643,168.73 0.41

883203101 TEXTRON INC COMMON STOCK USD.125

56.140000Local22,527.000 725,496.06 1,264,665.7832.205623 539,169.72 0.0656.140000Base 725,496.06 1,264,665.7832.205623 539,169.72 0.06

883556102 THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0

249.550000Local36,526.000 2,249,999.20 9,115,063.3061.599934 6,865,064.10 0.43249.550000Base 2,249,999.20 9,115,063.3061.599934 6,865,064.10 0.43

88579Y101 3M CO COMMON STOCK USD.01

207.920000Local53,195.000 3,994,150.04 11,060,304.4075.085065 7,066,154.36 0.52207.920000Base 3,994,150.04 11,060,304.4075.085065 7,066,154.36 0.52

886547108 TIFFANY + CO COMMON STOCK USD.01

91.000000Local9,880.000 509,887.97 899,080.0051.608094 389,192.03 0.0491.000000Base 509,887.97 899,080.0051.608094 389,192.03 0.04

891027104 TORCHMARK CORP COMMON STOCK USD1.0

86.410000Local9,402.000 200,170.35 812,426.8221.290188 612,256.47 0.0486.410000Base 200,170.35 812,426.8221.290188 612,256.47 0.04


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




891906109 TOTAL SYSTEM SERVICES INC COMMON STOCK USD.1

87.370000Local15,218.000 448,679.89 1,329,596.6629.483499 880,916.77 0.0687.370000Base 448,679.89 1,329,596.6629.483499 880,916.77 0.06

892356106 TRACTOR SUPPLY COMPANY COMMON STOCK USD.008

95.130000Local11,045.000 797,294.44 1,050,710.8572.186006 253,416.41 0.0595.130000Base 797,294.44 1,050,710.8572.186006 253,416.41 0.05

893641100 TRANSDIGM GROUP INC COMMON STOCK USD.01

361.670000Local4,391.000 1,168,691.20 1,588,092.97266.156046 419,401.77 0.07361.670000Base 1,168,691.20 1,588,092.97266.156046 419,401.77 0.07

89417E109 TRAVELERS COS INC/THE COMMON STOCK

130.370000Local24,276.000 1,098,362.50 3,164,862.1245.244789 2,066,499.62 0.15130.370000Base 1,098,362.50 3,164,862.1245.244789 2,066,499.62 0.15

896945201 TRIPADVISOR INC COMMON STOCK USD.001

64.060000Local9,277.000 341,823.30 594,284.6236.846319 252,461.32 0.0364.060000Base 341,823.30 594,284.6236.846319 252,461.32 0.03

90130A101 TWENTY FIRST CENTURY FOX A COMMON STOCK USD.01

49.470000Local95,583.000 1,600,968.06 4,728,491.0116.749506 3,127,522.95 0.2249.470000Base 1,600,968.06 4,728,491.0116.749506 3,127,522.95 0.22

90130A200 TWENTY FIRST CENTURY FOX B COMMON STOCK USD.01

49.030000Local44,170.000 1,276,618.20 2,165,655.1028.902382 889,036.90 0.1049.030000Base 1,276,618.20 2,165,655.1028.902382 889,036.90 0.10

90184L102 TWITTER INC COMMON STOCK USD.000005

31.450000Local65,286.000 2,496,535.17 2,053,244.7038.239977 -443,290.47 0.1031.450000Base 2,496,535.17 2,053,244.7038.239977 -443,290.47 0.10

902494103 TYSON FOODS INC CL A COMMON STOCK USD.1

58.950000Local26,835.000 615,656.74 1,581,923.2522.942304 966,266.51 0.0758.950000Base 615,656.74 1,581,923.2522.942304 966,266.51 0.07

902653104 UDR INC REIT USD.01

42.620000Local24,266.000 871,552.49 1,034,216.9235.916611 162,664.43 0.0542.620000Base 871,552.49 1,034,216.9235.916611 162,664.43 0.05


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




902973304 US BANCORP COMMON STOCK USD.01

54.460000Local138,887.000 3,709,937.87 7,563,786.0226.711916 3,853,848.15 0.3554.460000Base 3,709,937.87 7,563,786.0226.711916 3,853,848.15 0.35

90384S303 ULTA BEAUTY INC COMMON STOCK USD.01

297.790000Local5,151.000 1,068,026.77 1,533,916.29207.343578 465,889.52 0.07297.790000Base 1,068,026.77 1,533,916.29207.343578 465,889.52 0.07

904311107 UNDER ARMOUR INC CLASS A COMMON STOCK USD.000333

23.880000Local16,864.000 477,254.68 402,712.3228.300206 -74,542.36 0.0223.880000Base 477,254.68 402,712.3228.300206 -74,542.36 0.02

904311206 UNDER ARMOUR INC CLASS C COMMON STOCK USD.000333

22.330000Local17,298.000 444,466.54 386,264.3425.694678 -58,202.20 0.0222.330000Base 444,466.54 386,264.3425.694678 -58,202.20 0.02

907818108 UNION PACIFIC CORP COMMON STOCK USD2.5

153.780000Local67,059.000 1,867,781.94 10,312,333.0227.852815 8,444,551.08 0.48153.780000Base 1,867,781.94 10,312,333.0227.852815 8,444,551.08 0.48

910047109 UNITED CONTINENTAL HOLDINGS COMMON STOCK USD.01

96.700000Local20,768.000 1,181,973.28 2,008,265.6056.913197 826,292.32 0.0996.700000Base 1,181,973.28 2,008,265.6056.913197 826,292.32 0.09

911312106 UNITED PARCEL SERVICE CL B COMMON STOCK USD.01

115.290000Local62,845.000 4,446,316.63 7,245,400.0570.750523 2,799,083.42 0.34115.290000Base 4,446,316.63 7,245,400.0570.750523 2,799,083.42 0.34

911363109 UNITED RENTALS INC COMMON STOCK USD.01

117.130000Local7,504.000 861,063.78 878,943.52114.747305 17,879.74 0.04117.130000Base 861,063.78 878,943.52114.747305 17,879.74 0.04

913017109 UNITED TECHNOLOGIES CORP COMMON STOCK USD1.0

121.840000Local73,762.000 4,740,886.82 8,987,162.0864.272753 4,246,275.26 0.42121.840000Base 4,740,886.82 8,987,162.0864.272753 4,246,275.26 0.42

91324P102 UNITEDHEALTH GROUP INC COMMON STOCK USD.01

281.360000Local87,175.000 3,786,885.61 24,527,558.0043.440041 20,740,672.39 1.15281.360000Base 3,786,885.61 24,527,558.0043.440041 20,740,672.39 1.15


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




913903100 UNIVERSAL HEALTH SERVICES B COMMON STOCK USD.01

137.990000Local7,806.000 892,744.59 1,077,149.94114.366460 184,405.35 0.05137.990000Base 892,744.59 1,077,149.94114.366460 184,405.35 0.05

91529Y106 UNUM GROUP COMMON STOCK USD.1

35.910000Local19,833.000 476,504.13 712,203.0324.025822 235,698.90 0.0335.910000Base 476,504.13 712,203.0324.025822 235,698.90 0.03

918204108 VF CORP COMMON STOCK

81.290000Local29,478.000 645,154.99 2,396,266.6221.885982 1,751,111.63 0.1181.290000Base 645,154.99 2,396,266.6221.885982 1,751,111.63 0.11

91913Y100 VALERO ENERGY CORP COMMON STOCK USD.01

79.900000Local38,758.000 1,202,590.95 3,096,764.2031.028199 1,894,173.25 0.1579.900000Base 1,202,590.95 3,096,764.2031.028199 1,894,173.25 0.15

92220P105 VARIAN MEDICAL SYSTEMS INC COMMON STOCK USD1.0

123.390000Local8,301.000 381,790.72 1,024,260.3945.993341 642,469.67 0.05123.390000Base 381,790.72 1,024,260.3945.993341 642,469.67 0.05

92276F100 VENTAS INC REIT USD.25

63.490000Local32,322.000 1,400,988.15 2,052,123.7843.344723 651,135.63 0.1063.490000Base 1,400,988.15 2,052,123.7843.344723 651,135.63 0.10

92343E102 VERISIGN INC COMMON STOCK USD.001

156.060000Local9,729.000 530,175.88 1,518,307.7454.494386 988,131.86 0.07156.060000Base 530,175.88 1,518,307.7454.494386 988,131.86 0.07

92343V104 VERIZON COMMUNICATIONS INC COMMON STOCK USD.1

60.300000Local374,083.000 15,945,712.25 22,557,204.9042.626134 6,611,492.65 1.0660.300000Base 15,945,712.25 22,557,204.9042.626134 6,611,492.65 1.06

92345Y106 VERISK ANALYTICS INC COMMON STOCK USD.001

123.320000Local14,937.000 1,255,313.47 1,842,030.8484.040535 586,717.37 0.09123.320000Base 1,255,313.47 1,842,030.8484.040535 586,717.37 0.09

92532F100 VERTEX PHARMACEUTICALS INC COMMON STOCK USD.01

180.790000Local23,174.000 1,927,656.22 4,189,627.4683.181851 2,261,971.24 0.20180.790000Base 1,927,656.22 4,189,627.4683.181851 2,261,971.24 0.20


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




92553P201 VIACOM INC CLASS B COMMON STOCK USD.001

30.860000Local32,049.000 1,409,585.45 989,032.1443.982198 -420,553.31 0.0530.860000Base 1,409,585.45 989,032.1443.982198 -420,553.31 0.05

92826C839 VISA INC CLASS A SHARES COMMON STOCK USD.0001

141.710000Local161,045.000 4,418,180.37 22,821,686.9527.434446 18,403,506.58 1.07141.710000Base 4,418,180.37 22,821,686.9527.434446 18,403,506.58 1.07

929042109 VORNADO REALTY TRUST REIT USD.04

71.960000Local15,698.000 936,472.18 1,129,628.0859.655509 193,155.90 0.0571.960000Base 936,472.18 1,129,628.0859.655509 193,155.90 0.05

929160109 VULCAN MATERIALS CO COMMON STOCK USD1.0

105.710000Local11,996.000 702,639.14 1,268,097.1658.572786 565,458.02 0.06105.710000Base 702,639.14 1,268,097.1658.572786 565,458.02 0.06

92939U106 WEC ENERGY GROUP INC COMMON STOCK USD.01

72.480000Local28,617.000 1,037,514.15 2,074,160.1636.255168 1,036,646.01 0.1072.480000Base 1,037,514.15 2,074,160.1636.255168 1,036,646.01 0.10

931142103 WALMART INC COMMON STOCK USD.1

97.650000Local130,122.000 7,130,610.68 12,706,413.3054.799424 5,575,802.62 0.6097.650000Base 7,130,610.68 12,706,413.3054.799424 5,575,802.62 0.60

931427108 WALGREENS BOOTS ALLIANCE INC COMMON STOCK USD.01

84.670000Local76,495.000 3,153,762.96 6,476,831.6541.228354 3,323,068.69 0.3084.670000Base 3,153,762.96 6,476,831.6541.228354 3,323,068.69 0.30

94106L109 WASTE MANAGEMENT INC COMMON STOCK USD.01

93.750000Local35,767.000 1,105,386.96 3,353,156.2530.905219 2,247,769.29 0.1693.750000Base 1,105,386.96 3,353,156.2530.905219 2,247,769.29 0.16

941848103 WATERS CORP COMMON STOCK USD.01

198.580000Local6,989.000 375,700.84 1,387,875.6253.756022 1,012,174.78 0.07198.580000Base 375,700.84 1,387,875.6253.756022 1,012,174.78 0.07

94946T106 WELLCARE HEALTH PLANS INC COMMON STOCK USD.01

254.880000Local4,532.000 1,452,991.83 1,155,116.16320.607200 -297,875.67 0.05254.880000Base 1,452,991.83 1,155,116.16320.607200 -297,875.67 0.05


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




949746101 WELLS FARGO + CO COMMON STOCK USD1.666

54.280000Local392,424.000 15,135,189.44 21,300,774.7238.568460 6,165,585.28 1.0054.280000Base 15,135,189.44 21,300,774.7238.568460 6,165,585.28 1.00

95040Q104 WELLTOWER INC REIT USD1.0

72.330000Local33,730.000 1,869,568.87 2,439,690.9055.427479 570,122.03 0.1172.330000Base 1,869,568.87 2,439,690.9055.427479 570,122.03 0.11

958102105 WESTERN DIGITAL CORP COMMON STOCK USD.01

45.390000Local26,417.000 1,067,303.54 1,199,067.6340.402148 131,764.09 0.0645.390000Base 1,067,303.54 1,199,067.6340.402148 131,764.09 0.06

959802109 WESTERN UNION CO COMMON STOCK USD.01

18.730000Local40,558.000 704,672.19 759,651.3417.374431 54,979.15 0.0418.730000Base 704,672.19 759,651.3417.374431 54,979.15 0.04

96145D105 WESTROCK CO COMMON STOCK

47.110000Local23,133.000 1,028,024.82 1,089,795.6344.439754 61,770.81 0.0547.110000Base 1,028,024.82 1,089,795.6344.439754 61,770.81 0.05

962166104 WEYERHAEUSER CO REIT USD1.25

26.410000Local68,707.000 1,919,467.63 1,814,551.8727.937002 -104,915.76 0.0926.410000Base 1,919,467.63 1,814,551.8727.937002 -104,915.76 0.09

963320106 WHIRLPOOL CORP COMMON STOCK USD1.0

126.130000Local5,854.000 542,885.34 738,365.0292.737503 195,479.68 0.03126.130000Base 542,885.34 738,365.0292.737503 195,479.68 0.03

969457100 WILLIAMS COS INC COMMON STOCK USD1.0

25.320000Local109,667.000 3,148,001.53 2,776,768.4428.705094 -371,233.09 0.1325.320000Base 3,148,001.53 2,776,768.4428.705094 -371,233.09 0.13

98311A105 WYNDHAM HOTELS + RESORTS INC COMMON STOCK USD.01

50.130000Local8,929.000 169,970.21 447,610.7719.035750 277,640.56 0.0250.130000Base 169,970.21 447,610.7719.035750 277,640.56 0.02

983134107 WYNN RESORTS LTD COMMON STOCK USD.01

109.400000Local8,868.000 778,807.76 970,159.2087.822255 191,351.44 0.05109.400000Base 778,807.76 970,159.2087.822255 191,351.44 0.05


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




98389B100 XCEL ENERGY INC COMMON STOCK USD2.5

52.450000Local46,164.000 1,099,686.64 2,421,301.8023.821303 1,321,615.16 0.1152.450000Base 1,099,686.64 2,421,301.8023.821303 1,321,615.16 0.11

983919101 XILINX INC COMMON STOCK USD.01

92.480000Local22,934.000 876,854.30 2,120,936.3238.233814 1,244,082.02 0.1092.480000Base 876,854.30 2,120,936.3238.233814 1,244,082.02 0.10

984121608 XEROX CORP COMMON STOCK USD1.0

26.920000Local18,776.000 682,254.13 505,449.9236.336500 -176,804.21 0.0226.920000Base 682,254.13 505,449.9236.336500 -176,804.21 0.02

98419M100 XYLEM INC COMMON STOCK

72.980000Local16,288.000 460,061.33 1,188,698.2428.245416 728,636.91 0.0672.980000Base 460,061.33 1,188,698.2428.245416 728,636.91 0.06

988498101 YUM BRANDS INC COMMON STOCK

92.220000Local28,769.000 654,111.79 2,653,077.1822.736688 1,998,965.39 0.1292.220000Base 654,111.79 2,653,077.1822.736688 1,998,965.39 0.12

98956P102 ZIMMER BIOMET HOLDINGS INC COMMON STOCK USD.01

117.020000Local18,453.000 1,296,462.81 2,159,370.0670.257563 862,907.25 0.10117.020000Base 1,296,462.81 2,159,370.0670.257563 862,907.25 0.10

989701107 ZIONS BANCORP NA COMMON STOCK USD.001

48.660000Local17,629.000 656,236.16 857,827.1437.224809 201,590.98 0.0448.660000Base 656,236.16 857,827.1437.224809 201,590.98 0.04

98978V103 ZOETIS INC COMMON STOCK USD.01

93.870000Local43,678.000 1,457,717.68 4,100,053.8633.374186 2,642,336.18 0.1993.870000Base 1,457,717.68 4,100,053.8633.374186 2,642,336.18 0.19

G0176J109 ALLEGION PLC COMMON STOCK USD.01

91.590000Local8,615.000 263,065.33 789,047.8530.535732 525,982.52 0.0491.590000Base 263,065.33 789,047.8530.535732 525,982.52 0.04

G0177J108 ALLERGAN PLC COMMON STOCK USD.0033

156.600000Local28,926.000 4,923,949.13 4,529,811.60170.225718 -394,137.53 0.21156.600000Base 4,923,949.13 4,529,811.60170.225718 -394,137.53 0.21


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




G0408V102 AON PLC COMMON STOCK USD.01

165.110000Local22,008.000 922,480.60 3,633,740.8841.915694 2,711,260.28 0.17165.110000Base 922,480.60 3,633,740.8841.915694 2,711,260.28 0.17

G1151C101 ACCENTURE PLC CL A COMMON STOCK USD.0000225

164.520000Local58,057.000 4,022,854.62 9,551,537.6469.291466 5,528,683.02 0.45164.520000Base 4,022,854.62 9,551,537.6469.291466 5,528,683.02 0.45

G29183103 EATON CORP PLC COMMON STOCK USD.01

76.940000Local39,293.000 1,446,520.75 3,023,203.4236.813701 1,576,682.67 0.1476.940000Base 1,446,520.75 3,023,203.4236.813701 1,576,682.67 0.14

G3223R108 EVEREST RE GROUP LTD COMMON STOCK USD.01

222.080000Local3,703.000 941,320.02 822,362.24254.204704 -118,957.78 0.04222.080000Base 941,320.02 822,362.24254.204704 -118,957.78 0.04

G47567105 IHS MARKIT LTD COMMON STOCK USD.01

53.370000Local32,349.000 1,489,604.70 1,726,466.1346.047937 236,861.43 0.0853.370000Base 1,489,604.70 1,726,466.1346.047937 236,861.43 0.08

G47791101 INGERSOLL RAND PLC COMMON STOCK USD1.0

103.520000Local22,246.000 813,448.15 2,302,905.9236.566041 1,489,457.77 0.11103.520000Base 813,448.15 2,302,905.9236.566041 1,489,457.77 0.11

G491BT108 INVESCO LTD COMMON STOCK USD.2

20.350000Local37,272.000 888,177.15 758,485.2023.829608 -129,691.95 0.0420.350000Base 888,177.15 758,485.2023.829608 -129,691.95 0.04

G51502105 JOHNSON CONTROLS INTERNATION COMMON STOCK USD.01

34.780000Local70,485.000 2,615,470.14 2,451,468.3037.106762 -164,001.84 0.1134.780000Base 2,615,470.14 2,451,468.3037.106762 -164,001.84 0.11

G5494J103 LINDE PLC COMMON STOCK EUR.001

159.050000Local49,871.000 8,002,313.50 7,931,982.55160.460257 -70,330.95 0.37159.050000Base 8,002,313.50 7,931,982.55160.460257 -70,330.95 0.37

G5960L103 MEDTRONIC PLC COMMON STOCK USD.1

97.530000Local122,466.000 9,182,381.81 11,944,108.9874.979029 2,761,727.17 0.5697.530000Base 9,182,381.81 11,944,108.9874.979029 2,761,727.17 0.56


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




G60754101 MICHAEL KORS HOLDINGS LTD COMMON STOCK

43.750000Local13,538.000 1,093,929.55 592,287.5080.804369 -501,642.05 0.0343.750000Base 1,093,929.55 592,287.5080.804369 -501,642.05 0.03

G6095L109 APTIV PLC COMMON STOCK USD.01

71.900000Local24,004.000 811,346.91 1,725,887.6033.800488 914,540.69 0.0871.900000Base 811,346.91 1,725,887.6033.800488 914,540.69 0.08

G6518L108 NIELSEN HOLDINGS PLC COMMON STOCK EUR.07

27.170000Local32,326.000 1,241,632.07 878,297.4238.409703 -363,334.65 0.0427.170000Base 1,241,632.07 878,297.4238.409703 -363,334.65 0.04

G66721104 NORWEGIAN CRUISE LINE HOLDIN COMMON STOCK USD.001

51.320000Local19,899.000 1,101,102.46 1,021,216.6855.334563 -79,885.78 0.0551.320000Base 1,101,102.46 1,021,216.6855.334563 -79,885.78 0.05

G7945M107 SEAGATE TECHNOLOGY COMMON STOCK USD.00001

43.090000Local23,699.000 683,037.57 1,021,189.9128.821367 338,152.34 0.0543.090000Base 683,037.57 1,021,189.9128.821367 338,152.34 0.05

G7S00T104 PENTAIR PLC COMMON STOCK USD.01

42.700000Local14,634.000 385,928.44 624,871.8026.372040 238,943.36 0.0342.700000Base 385,928.44 624,871.8026.372040 238,943.36 0.03

G87110105 TECHNIPFMC PLC COMMON STOCK USD1.0

23.090000Local38,754.000 1,355,007.44 894,829.8634.964325 -460,177.58 0.0423.090000Base 1,355,007.44 894,829.8634.964325 -460,177.58 0.04

G96629103 WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635

159.450000Local11,859.000 1,506,882.85 1,890,917.55127.066603 384,034.70 0.09159.450000Base 1,506,882.85 1,890,917.55127.066603 384,034.70 0.09

G97822103 PERRIGO CO PLC COMMON STOCK EUR.001

62.280000Local11,419.000 1,406,087.61 711,175.32123.135792 -694,912.29 0.0362.280000Base 1,406,087.61 711,175.32123.135792 -694,912.29 0.03

H1467J104 CHUBB LTD COMMON STOCK

133.740000Local42,006.000 3,254,279.36 5,617,882.4477.471775 2,363,603.08 0.26133.740000Base 3,254,279.36 5,617,882.4477.471775 2,363,603.08 0.26


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




H2906T109 GARMIN LTD COMMON STOCK CHF.1

66.660000Local10,960.000 495,890.91 730,593.6045.245521 234,702.69 0.0366.660000Base 495,890.91 730,593.6045.245521 234,702.69 0.03

H84989104 TE CONNECTIVITY LTD COMMON STOCK CHF.57

76.930000Local31,602.000 1,168,183.25 2,431,141.8636.965485 1,262,958.61 0.1176.930000Base 1,168,183.25 2,431,141.8636.965485 1,262,958.61 0.11

N53745100 LYONDELLBASELL INDU CL A COMMON STOCK EUR.04

93.310000Local28,953.000 1,615,464.60 2,701,604.4355.796104 1,086,139.83 0.1393.310000Base 1,615,464.60 2,701,604.4355.796104 1,086,139.83 0.13

N59465109 MYLAN NV COMMON STOCK EUR.01

33.860000Local46,765.000 2,483,672.02 1,583,462.9053.109634 -900,209.12 0.0733.860000Base 2,483,672.02 1,583,462.9053.109634 -900,209.12 0.07

V7780T103 ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01

113.070000Local15,538.000 1,250,208.84 1,756,881.6680.461375 506,672.82 0.08113.070000Base 1,250,208.84 1,756,881.6680.461375 506,672.82 0.08

US DOLLAR Total26,318,341.000 Local 1,094,803,001.23 2,119,355,651.82 1,024,552,650.59 99.34

Base 1,094,803,001.23 2,119,355,651.82 1,024,552,650.59 99.34

Base26,318,341.000 1,094,803,001.23 2,119,355,651.82 1,024,552,650.59 99.34

EQUITY Total


STATE OF ARIZONA

November 30, 2018

ATZ9



FUND:

Holdings




1,106,896,141.15Base38,408,131.170FUND Total

2,131,448,063.89 1,024,551,922.74 100.00


STATE OF ARIZONA

November 30, 2018

ATZA

ST OF AZ POOL 2 ST AGCY FF&C


FUND:

Holdings





USD US DOLLAR

1.000000Local242,196.370 242,196.37 242,196.371.000000 0.00 0.021.000000Base 242,196.37 242,196.371.000000 0.00 0.02


Base 242,196.37 242,196.37 0.00 0.02

Base242,196.370 242,196.37 242,196.37 0.00 0.02

CASH Total


03 Dec 20182.2722599G006 CREDIT AGRICOLE REPO REPO

100.000000Local102,783,855.690 102,783,855.69 102,783,855.69100.000000 0.00 9.01100.000000Base 102,783,855.69 102,783,855.69100.000000 0.00 9.01

03 Jan 20191.7254912796PK9 TREASURY BILL 01/19 0.00000

99.839336Local20,000,000.000 19,967,867.16 19,967,867.1699.839336 0.00 1.7599.839336Base 19,967,867.16 19,967,867.1699.839336 0.00 1.75

31 Jan 20191.8375912796PP8 TREASURY BILL 01/19 0.00000

99.688646Local20,000,000.000 19,937,729.17 19,937,729.1799.688646 0.00 1.7599.688646Base 19,937,729.17 19,937,729.1799.688646 0.00 1.75

23 May 20192.4225912796QH5 TREASURY BILL 05/19 0.00000

98.828889Local70,000,000.000 69,205,713.75 69,180,222.3098.865305 -25,491.45 6.0698.828889Base 69,205,713.75 69,180,222.3098.865305 -25,491.45 6.06


98.637375Local5,000,000.000 4,931,464.59 4,931,868.7598.629292 404.16 0.4398.637375Base 4,931,464.59 4,931,868.7598.629292 404.16 0.43


STATE OF ARIZONA

November 30, 2018

ATZA



FUND:

Holdings




27 Dec 20182.213912796QQ5 TREASURY BILL 12/18 0.00000

99.840172Local10,000,000.000 9,984,017.22 9,984,017.2299.840172 0.00 0.8799.840172Base 9,984,017.22 9,984,017.2299.840172 0.00 0.87


98.411722Local40,000,000.000 39,387,679.44 39,364,688.8098.469199 -22,990.64 3.4598.411722Base 39,387,679.44 39,364,688.8098.469199 -22,990.64 3.45

16 May 20192.4375912796RQ4 TREASURY BILL 05/19 0.00000

98.881639Local25,000,000.000 24,719,010.41 24,720,409.7598.876042 1,399.34 2.1798.881639Base 24,719,010.41 24,720,409.7598.876042 1,399.34 2.17

03 Dec 20182.28924CUD006 MIZUHO 06/14 VAR 1

100.000000Local66,901,425.280 66,901,425.28 66,901,425.28100.000000 0.00 5.86100.000000Base 66,901,425.28 66,901,425.28100.000000 0.00 5.86

03 Dec 20182.27978UHK000 DAIWA CAPITAL MARKETS REPO

100.000000Local200,000,000.000 200,000,000.00 200,000,000.00100.000000 0.00 17.52100.000000Base 200,000,000.00 200,000,000.00100.000000 0.00 17.52

04 Dec 20182.18979QHT009 WELLS FARGO REPO

100.000000Local55,000,000.000 55,000,000.00 55,000,000.00100.000000 0.00 4.82100.000000Base 55,000,000.00 55,000,000.00100.000000 0.00 4.82


Base 612,818,762.71 612,772,084.12 -46,678.59 53.69

Base614,685,280.970 612,818,762.71 612,772,084.12 -46,678.59 53.69



28 Aug 20211.85930218HAA5 EXPORT LEASING 2009 LLC US GOVT GUAR 08/21 1.859

98.310533Local3,973,731.810 3,992,827.93 3,906,596.92100.480559 -86,231.01 0.3498.310533Base 3,992,827.93 3,906,596.92100.480559 -86,231.01 0.34


STATE OF ARIZONA

November 30, 2018

ATZA



FUND:

Holdings




15 Sep 20403.53137F4ZH8 FREDDIE MAC FHR 4791 GA


20 Apr 20423.62536179MBB5 GNMA II POOL MA0034 G2 04/42 FLOATING VAR


20 Jul 20472.036179TDL6 GNMA II POOL MA4607 G2 07/47 FLOATING VAR


20 Mar 20195.036202D4H1 GNMA II POOL 003524 G2 03/19 FIXED 5

101.599737Local186.860 187.39 189.85100.283635 2.46 0.00101.599737Base159,822.000Original Face: 187.39 189.85100.283635 2.46 0.00

20 Jul 20195.036202D6M8 GNMA II POOL 003576 G2 07/19 FIXED 5


20 May 20205.036202EDL0 GNMA II POOL 003707 G2 05/20 FIXED 5


20 Jul 20205.036202EEC9 GNMA II POOL 003731 G2 07/20 FIXED 5


20 Jul 20215.036202EJP5 GNMA II POOL 003870 G2 07/21 FIXED 5


20 Oct 20215.036202EK32 GNMA II POOL 003914 G2 10/21 FIXED 5


20 Feb 20225.036202EL31 GNMA II POOL 003946 G2 02/22 FIXED 5



STATE OF ARIZONA

November 30, 2018

ATZA



FUND:

Holdings




20 May 20225.036202EM48 GNMA II POOL 003979 G2 05/22 FIXED 5


20 Apr 20225.036202EMT3 GNMA II POOL 003970 G2 04/22 FIXED 5


20 Jan 20283.03622A3CX6 GNMA II POOL 784586 G2 01/28 FIXED 3


16 Jul 20394.038373AZ74 GOVERNMENT NATIONAL MORTGAGE A GNR 2009 64 DQ


16 Dec 20294.538373V5B2 GOVERNMENT NATIONAL MORTGAGE A GNR 2002 76 TA


20 May 20394.038374UAY7 GOVERNMENT NATIONAL MORTGAGE A GNR 2009 32 CA


20 Jun 20422.7008838375GAT8 GOVERNMENT NATIONAL MORTGAGE A GNR 2012 77 DF


16 May 20422.038375GHL8 GOVERNMENT NATIONAL MORTGAGE A GNR 2012 84 LB

94.793110Local16,893,612.760 17,305,416.81 16,013,980.93102.437632 -1,291,435.88 1.4094.793110Base41,570,000.000Original Face: 17,305,416.81 16,013,980.93102.437632 -1,291,435.88 1.40

16 Jun 20372.6103838375KRB0 GOVERNMENT NATIONAL MORTGAGE A GNR 2007 35 KF


20 Jan 20652.038375U4P2 GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H01 PA



STATE OF ARIZONA

November 30, 2018

ATZA



FUND:

Holdings




20 Dec 20632.038375U4R8 GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H01 QA


16 Aug 20394.538376FWJ7 GOVERNMENT NATIONAL MORTGAGE A GNR 2009 78 KA


16 Jun 20433.32838376G4S6 GOVERNMENT NATIONAL MORTGAGE A GNR 2011 121 B


20 Dec 20384.038376PN97 GOVERNMENT NATIONAL MORTGAGE A GNR 2009 116 JG


20 Apr 20672.4939438376R3G9 GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H11 FP




16 Sep 20243.038376TPK2 GOVERNMENT NATIONAL MORTGAGE A GNR 2010 7 BG


20 Dec 20452.538376UVE6 GOVERNMENT NATIONAL MORTGAGE A GNR 2017 77 BE


20 Aug 20394.038376XSV6 GOVERNMENT NATIONAL MORTGAGE A GNR 2010 38 TA


16 Sep 20373.038377MTJ5 GOVERNMENT NATIONAL MORTGAGE A GNR 2010 144 BA



STATE OF ARIZONA

November 30, 2018

ATZA



FUND:

Holdings




16 Sep 20393.038377NMJ0 GOVERNMENT NATIONAL MORTGAGE A GNR 2010 151 KA


20 Oct 20393.038377RET8 GOVERNMENT NATIONAL MORTGAGE A GNR 2010 158 HJ


20 Oct 20393.538377REV3 GOVERNMENT NATIONAL MORTGAGE A GNR 2010 158 HA


20 Mar 20382.7538377RUW3 GOVERNMENT NATIONAL MORTGAGE A GNR 2010 166 PM


20 Feb 20264.538377T2L4 GOVERNMENT NATIONAL MORTGAGE A GNR 2011 23 GQ


20 Apr 20403.038377TGH8 GOVERNMENT NATIONAL MORTGAGE A GNR 2011 11 PA


20 Sep 20403.038377TWU1 GOVERNMENT NATIONAL MORTGAGE A GNR 2011 17 PH


16 Dec 20252.538377UKT4 GOVERNMENT NATIONAL MORTGAGE A GNR 2011 40 CE


20 Aug 20394.038377UWX2 GOVERNMENT NATIONAL MORTGAGE A GNR 2011 36 JA


20 Nov 20422.6008838377X5L2 GOVERNMENT NATIONAL MORTGAGE A GNR 2012 137 FA



STATE OF ARIZONA

November 30, 2018

ATZA



FUND:

Holdings




16 Nov 20412.6603838378AMG3 GOVERNMENT NATIONAL MORTGAGE A GNR 2011 146 YF


20 Jun 20413.538378AQ95 GOVERNMENT NATIONAL MORTGAGE A GNR 2011 160 BJ


16 Dec 20412.6603838378AS77 GOVERNMENT NATIONAL MORTGAGE A GNR 2011 163 NF


16 Jan 20402.45938378BCX5 GOVERNMENT NATIONAL MORTGAGE A GNR 2012 23 B


16 Apr 20391.838378BWG0 GOVERNMENT NATIONAL MORTGAGE A GNR 2012 79 A


16 Jun 20531.6198738378BX38 GOVERNMENT NATIONAL MORTGAGE A GNR 2012 132 AC


20 Feb 20383.038378CRA7 GOVERNMENT NATIONAL MORTGAGE A GNR 2012 7 ML


20 Sep 20401.538378EGJ6 GOVERNMENT NATIONAL MORTGAGE A GNR 2012 51 EA


16 Mar 20411.7538378EQB2 GOVERNMENT NATIONAL MORTGAGE A GNR 2012 69 QB


16 Mar 20412.038378EQC0 GOVERNMENT NATIONAL MORTGAGE A GNR 2012 69 QC



STATE OF ARIZONA

November 30, 2018

ATZA



FUND:

Holdings




20 Jan 20422.038378FVK3 GOVERNMENT NATIONAL MORTGAGE A GNR 2013 14 DA


20 Oct 20421.538378GG85 GOVERNMENT NATIONAL MORTGAGE A GNR 2012 143 QD


20 Oct 20422.038378GTH1 GOVERNMENT NATIONAL MORTGAGE A GNR 2012 143 QA


16 Oct 20422.038378HM29 GOVERNMENT NATIONAL MORTGAGE A GNR 2012 128 KE




16 Sep 20531.938378KBG3 GOVERNMENT NATIONAL MORTGAGE A GNR 2013 30 AB


16 Nov 20411.3674838378KP78 GOVERNMENT NATIONAL MORTGAGE A GNR 2013 125 AB


16 Jun 20452.038378KTH2 GOVERNMENT NATIONAL MORTGAGE A GNR 2013 95 AB


16 Dec 20442.538378X2R1 GOVERNMENT NATIONAL MORTGAGE A GNR 2015 2 A


16 Jul 20503.038378XEW7 GOVERNMENT NATIONAL MORTGAGE A GNR 2014 101 AD



STATE OF ARIZONA

November 30, 2018

ATZA



FUND:

Holdings




16 Aug 20523.02838378XJV4 GOVERNMENT NATIONAL MORTGAGE A GNR 2014 124 AJ


16 Feb 20492.8538378XLY5 GOVERNMENT NATIONAL MORTGAGE A GNR 2014 120 AD


20 May 20452.538379PLQ8 GOVERNMENT NATIONAL MORTGAGE A GNR 2015 77 DG


16 Dec 20492.638379RAN3 GOVERNMENT NATIONAL MORTGAGE A GNR 2015 181 AB


16 Dec 20562.638379RRX3 GOVERNMENT NATIONAL MORTGAGE A GNR 2017 54 AH


20 Dec 20452.7538379TBP3 GOVERNMENT NATIONAL MORTGAGE A GNR 2015 179 CE


20 Dec 20452.538379TLD9 GOVERNMENT NATIONAL MORTGAGE A GNR 2015 186 PE


16 Aug 20562.038379UF43 GOVERNMENT NATIONAL MORTGAGE A GNR 2016 105 A


16 Aug 20572.0538379UW28 GOVERNMENT NATIONAL MORTGAGE A GNR 2016 158 AE


20 Mar 20442.038380G5B6 GOVERNMENT NATIONAL MORTGAGE A GNR 2017 147 AC



STATE OF ARIZONA

November 30, 2018

ATZA



FUND:

Holdings




20 Oct 20462.2538380GPY4 GOVERNMENT NATIONAL MORTGAGE A GNR 2017 118 KH


20 May 20393.538380K3L7 GOVERNMENT NATIONAL MORTGAGE A GNR 2018 21 BC


20 Jan 20443.038380KE27 GOVERNMENT NATIONAL MORTGAGE A GNR 2018 22 JA


20 Nov 20443.038380TQW9 GOVERNMENT NATIONAL MORTGAGE A GNR 2016 173 CA


06 Feb 20202.7178862889CAA7 NCUA GUARANTEED NOTES NGN 2011 R2 1A


12 Jun 20193.062889KAD3 NCUA GUARANTEED NOTES US GOVT GUAR 06/19 3

100.151000Local4,700,000.000 4,740,350.06 4,707,097.00100.858512 -33,253.06 0.41100.151000Base 4,740,350.06 4,707,097.00100.858512 -33,253.06 0.41

15 Mar 20302.356903533N5 OVERSEAS PRIVATE INV COR US GOVT GUAR 03/30 VAR


15 Nov 20196903534Q7 OVERSEAS PRIVATE INV COR US GOVT GUAR 11/19 0.00000

99.940000Local2,200,000.000 2,202,924.68 2,198,680.00100.132940 -4,244.68 0.1999.940000Base 2,202,924.68 2,198,680.00100.132940 -4,244.68 0.19


101.430000Local1,200,000.000 1,257,550.88 1,217,160.00104.795907 -40,390.88 0.11101.430000Base 1,257,550.88 1,217,160.00104.795907 -40,390.88 0.11

11 Feb 20200.01690353V20 OVERSEAS PRIVATE INV COR US GOVT GUAR 02/20 0.00000

102.010000Local3,000,000.000 3,070,823.50 3,060,300.00102.360783 -10,523.50 0.27102.010000Base 3,070,823.50 3,060,300.00102.360783 -10,523.50 0.27


STATE OF ARIZONA

November 30, 2018

ATZA



FUND:

Holdings




01 Apr 20275.3283162CQY2 SMALL BUSINESS ADMINISTRATION SBAP 2007 20D 1


25 Dec 20185.07583164LK83 SBA POOL 509319 SBA 12/18 VARIABLE

100.246937Local7,803.600 7,062.41 7,822.8790.501948 760.46 0.00100.246937Base 7,062.41 7,822.8790.501948 760.46 0.00

25 Sep 20224.82583164LLC3 SBA POOL 509323 SBA 09/22 VARIABLE


25 Aug 20244.57583164LLM1 SBA POOL 509332 SBA 08/24 VARIABLE


25 Feb 20244.82583164LLS8 SBA POOL 509337 SBA 02/24 VARIABLE


25 Jul 20246.07583164LLT6 SBA POOL 509338 SBA 07/24 VARIABLE

105.445126Local993,903.270 1,062,078.74 1,048,022.56106.859367 -14,056.18 0.09105.445126Base4,650,545.000Original Face: 1,062,078.74 1,048,022.56106.859367 -14,056.18 0.09

25 Aug 20196.38183165ABF0 SBA POOL 521638 SBA 08/19 VARIABLE


25 Nov 20246.22283165ALC6 SBA POOL 521923 SBA 11/24 VARIABLE


25 Jan 20256.02783165ALV4 SBA POOL 521940 SBA 01/25 VARIABLE


25 Jan 20296.54383165AW91 SBA POOL 522272 SBA 01/29 VARIABLE



STATE OF ARIZONA

November 30, 2018

ATZA



FUND:

Holdings




16 May 20190.01912796RQ4 TREASURY BILL 05/19 0.00000

98.882181Local20,000,000.000 19,772,672.30 19,776,436.2098.863362 3,763.90 1.7398.882181Base 19,772,672.30 19,776,436.2098.863362 3,763.90 1.73

31 May 20202.59128284Q0 US TREASURY N/B 05/20 2.5

99.542969Local20,000,000.000 19,987,413.44 19,908,593.8099.937067 -78,819.64 1.7499.542969Base 19,987,413.44 19,908,593.8099.937067 -78,819.64 1.74


99.664062Local80,000,000.000 79,811,632.34 79,731,249.6099.764540 -80,382.74 6.9999.664062Base 79,811,632.34 79,731,249.6099.764540 -80,382.74 6.99

31 Dec 20181.5912828A75 US TREASURY N/B 12/18 1.5

99.943474Local5,000,000.000 4,999,986.28 4,997,173.7099.999726 -2,812.58 0.4499.943474Base 4,999,986.28 4,997,173.7099.999726 -2,812.58 0.44

31 Jan 20212.125912828B58 US TREASURY N/B 01/21 2.125

98.535156Local5,000,000.000 5,076,912.63 4,926,757.80101.538253 -150,154.83 0.4398.535156Base 5,076,912.63 4,926,757.80101.538253 -150,154.83 0.43


96.332031Local5,000,000.000 4,979,541.44 4,816,601.5599.590829 -162,939.89 0.4296.332031Base 4,979,541.44 4,816,601.5599.590829 -162,939.89 0.42

30 Jun 20180.625912828R93 US TREASURY N/B 06/18 0.625

0.000000Local0.000 46,101.80 0.000.000000 -46,101.80 0.000.000000Base 46,101.80 0.000.000000 -46,101.80 0.00

31 Oct 20180.75912828T83 US TREASURY N/B 10/18 0.75

0.000000Local0.000 -0.03 0.000.000000 0.03 0.000.000000Base -0.03 0.000.000000 0.03 0.00

30 Sep 20191.0912828TR1 US TREASURY N/B 09/19 1

98.621094Local10,000,000.000 9,999,811.82 9,862,109.4099.998118 -137,702.42 0.8698.621094Base 9,999,811.82 9,862,109.4099.998118 -137,702.42 0.86

30 Jun 20181.375912828VK3 US TREASURY N/B 06/18 1.375

0.000000Local0.000 3,127.38 0.000.000000 -3,127.38 0.000.000000Base 3,127.38 0.000.000000 -3,127.38 0.00


STATE OF ARIZONA

November 30, 2018

ATZA



FUND:

Holdings




31 Jul 20202.0912828VP2 US TREASURY N/B 07/20 2

98.675781Local5,000,000.000 5,054,211.96 4,933,789.05101.084239 -120,422.91 0.4398.675781Base 5,054,211.96 4,933,789.05101.084239 -120,422.91 0.43

30 Apr 20192.4542838912828X54 US TREASURY FRN 04/19 VAR

100.055194Local15,000,000.000 15,000,180.61 15,008,279.10100.001204 8,098.49 1.32100.055194Base 15,000,180.61 15,008,279.10100.001204 8,098.49 1.32

30 Jun 20222.125912828XG0 US TREASURY N/B 06/22 2.125

97.523438Local5,000,000.000 5,036,404.47 4,876,171.90100.728089 -160,232.57 0.4397.523438Base 5,036,404.47 4,876,171.90100.728089 -160,232.57 0.43

30 Jun 20191.25912828XV7 US TREASURY N/B 06/19 1.25

99.234375Local10,000,000.000 9,955,174.07 9,923,437.5099.551741 -31,736.57 0.8799.234375Base 9,955,174.07 9,923,437.5099.551741 -31,736.57 0.87

30 Jun 20202.5912828XY1 US TREASURY N/B 06/20 2.5

99.515625Local25,000,000.000 24,959,695.22 24,878,906.2599.838781 -80,788.97 2.1899.515625Base 24,959,695.22 24,878,906.2599.838781 -80,788.97 2.18

31 Jul 20202.625912828Y46 US TREASURY N/B 07/20 2.625

99.675781Local20,000,000.000 19,943,740.63 19,935,156.2099.718703 -8,584.43 1.7599.675781Base 19,943,740.63 19,935,156.2099.718703 -8,584.43 1.75



Base537,001,959.560 539,049,096.37 528,225,308.14 -10,823,788.23 46.29

FIXED INCOME Total



STATE OF ARIZONA

November 30, 2018

ATZA



FUND:

Holdings




1,152,110,055.45Base1,151,929,436.900FUND Total

1,141,239,588.63 -10,870,466.82 100.00Original Face: 807,038,186.000


STATE OF ARIZONA

November 30, 2018

ATZB

ST OF AZ POOL 3 ST AGCY INT.


FUND:

Holdings





USD US DOLLAR

1.000000Local-32.020 -32.02 -32.021.000000 0.00 0.001.000000Base -32.02 -32.021.000000 0.00 0.00

US DOLLAR Total-32.020 Local -32.02 -32.02 0.00 0.00

Base -32.02 -32.02 0.00 0.00

Base-32.020 -32.02 -32.02 0.00 0.00

CASH Total


09 Jan 20192.303785EN91 APPLE INC

99.750833Local10,000,000.000 9,975,083.33 9,975,083.3399.750833 0.00 0.5799.750833Base 9,975,083.33 9,975,083.3399.750833 0.00 0.57

31 Dec 20182.607010KMX3 BASIN ELEC PWR COOP

99.783333Local15,000,000.000 14,967,500.00 14,967,500.0099.783333 0.00 0.8699.783333Base 14,967,500.00 14,967,500.0099.783333 0.00 0.86

31 Jan 20192.5407644BNX6 BEDFORD ROW FDG CORP

99.569611Local20,000,000.000 19,913,922.22 19,913,922.2299.569611 0.00 1.1499.569611Base 19,913,922.22 19,913,922.2299.569611 0.00 1.14

08 May 20202.8912513606BWJ1 CANADIAN IMPERIAL BK

100.000000Local20,000,000.000 20,000,000.00 20,000,000.00100.000000 0.00 1.15100.000000Base 20,000,000.00 20,000,000.00100.000000 0.00 1.15

03 Jan 20192.2719121BN39 COCA-COLA COMPANY

99.791917Local25,000,000.000 24,947,979.17 24,947,979.1799.791917 0.00 1.4399.791917Base 24,947,979.17 24,947,979.1799.791917 0.00 1.43


STATE OF ARIZONA

November 30, 2018

ATZB



FUND:

Holdings




05 May 20203.1115233851CX0 DAIMLER FINANCE NA LLC COMPANY GUAR 144A 05/20 VAR

99.855378Local7,000,000.000 7,000,000.00 6,989,876.46100.000000 -10,123.54 0.4099.855378Base 7,000,000.00 6,989,876.46100.000000 -10,123.54 0.40

07 Dec 20182.542635J5M71 EI DUPONT

99.957667Local20,000,000.000 19,991,533.33 19,991,533.3399.957667 0.00 1.1499.957667Base 19,991,533.33 19,991,533.3399.957667 0.00 1.14

27 Dec 20182.2730229BMT1 EXXON MOBIL CORP

99.836056Local25,000,000.000 24,959,013.89 24,959,013.8999.836056 0.00 1.4399.836056Base 24,959,013.89 24,959,013.8999.836056 0.00 1.43

12 Dec 20182.2445113VMC1 IBM CREDIT LLC

99.931556Local25,000,000.000 24,982,888.89 24,982,888.8999.931556 0.00 1.4399.931556Base 24,982,888.89 24,982,888.8999.931556 0.00 1.43

03 Dec 20182.2845779QM37 INSTITUTIONAL SECURED

99.987333Local20,000,000.000 19,997,466.67 19,997,466.6799.987333 0.00 1.1599.987333Base 19,997,466.67 19,997,466.6799.987333 0.00 1.15

04 Dec 20182.1864105SM47 NESTLE FIN FRANCE S.

99.981833Local25,000,000.000 24,995,458.33 24,995,458.3399.981833 0.00 1.4399.981833Base 24,995,458.33 24,995,458.3399.981833 0.00 1.43

25 Jan 20192.4566844DNR9 NORTHWESTERN UNIVERS

99.625694Local20,000,000.000 19,925,138.88 19,925,138.8899.625694 0.00 1.1499.625694Base 19,925,138.88 19,925,138.8899.625694 0.00 1.14

16 Jan 20192.3290328BNG2 USAA CAPITAL CORP

99.703556Local25,000,000.000 24,925,888.89 24,925,888.8999.703556 0.00 1.4399.703556Base 24,925,888.89 24,925,888.8999.703556 0.00 1.43


99.836833Local10,000,000.000 9,983,683.33 9,983,683.3399.836833 0.00 0.5799.836833Base 9,983,683.33 9,983,683.3399.836833 0.00 0.57


98.637375Local80,000,000.000 78,914,934.99 78,909,900.0098.643669 -5,034.99 4.5298.637375Base 78,914,934.99 78,909,900.0098.643669 -5,034.99 4.52


STATE OF ARIZONA

November 30, 2018

ATZB



FUND:

Holdings





100.000000Local48,025,868.940 48,025,868.94 48,025,868.94100.000000 0.00 2.75100.000000Base 48,025,868.94 48,025,868.94100.000000 0.00 2.75


100.000000Local244,439,679.810 244,439,679.81 244,439,679.81100.000000 0.00 14.00100.000000Base 244,439,679.81 244,439,679.81100.000000 0.00 14.00

03 Dec 20182.35979QHR003 SOUTH STREET REPO

100.000000Local300,000,000.000 300,000,000.00 300,000,000.00100.000000 0.00 17.18100.000000Base 300,000,000.00 300,000,000.00100.000000 0.00 17.18


Base 937,946,040.67 937,930,882.14 -15,158.53 53.70

Base939,465,548.750 937,946,040.67 937,930,882.14 -15,158.53 53.70



05 Nov 20213.7025816BY4 AMERICAN EXPRESS CO SR UNSECURED 11/21 3.7

99.990854Local5,000,000.000 4,998,925.11 4,999,542.7099.978502 617.59 0.2999.990854Base 4,998,925.11 4,999,542.7099.978502 617.59 0.29

05 Nov 20213.19238025816BZ1 AMERICAN EXPRESS CO SR UNSECURED 11/21 VAR

99.838000Local2,000,000.000 2,000,000.00 1,996,760.00100.000000 -3,240.00 0.1199.838000Base 2,000,000.00 1,996,760.00100.000000 -3,240.00 0.11

03 Mar 20202.750750258M0EF2 AMERICAN EXPRESS CREDIT SR UNSECURED 03/20 VAR

100.227469Local5,000,000.000 5,000,000.00 5,011,373.45100.000000 11,373.45 0.29100.227469Base 5,000,000.00 5,011,373.45100.000000 11,373.45 0.29

06 May 20192.89238037833AP5 APPLE INC SR UNSECURED 05/19 VAR

100.098649Local5,000,000.000 5,002,395.62 5,004,932.45100.047912 2,536.83 0.29100.098649Base 5,002,395.62 5,004,932.45100.047912 2,536.83 0.29


STATE OF ARIZONA

November 30, 2018

ATZB



FUND:

Holdings




28 Aug 20213.12506048WXE5 BANK OF AMERICA CORP SR UNSECURED 08/21 VAR

97.699185Local10,000,000.000 10,000,000.00 9,769,918.50100.000000 -230,081.50 0.5697.699185Base 10,000,000.00 9,769,918.50100.000000 -230,081.50 0.56

26 Sep 20212.8206048WXT2 BANK OF AMERICA CORP SR UNSECURED 09/21 VAR

99.497000Local10,000,000.000 10,000,000.00 9,949,700.00100.000000 -50,300.00 0.5799.497000Base 10,000,000.00 9,949,700.00100.000000 -50,300.00 0.57

10 Feb 20222.2506367TRS1 BANK OF MONTREAL SR UNSECURED 02/22 VAR

97.966574Local10,000,000.000 10,000,000.00 9,796,657.40100.000000 -203,342.60 0.5697.966574Base 10,000,000.00 9,796,657.40100.000000 -203,342.60 0.56

15 Jun 20202.106367TYL8 BANK OF MONTREAL SR UNSECURED 06/20 2.1

98.240470Local10,000,000.000 9,851,977.49 9,824,047.0098.519775 -27,930.49 0.5698.240470Base 9,851,977.49 9,824,047.0098.519775 -27,930.49 0.56

28 Apr 20233.506406RAG2 BANK OF NY MELLON CORP SR UNSECURED 04/23 3.5

99.357845Local7,000,000.000 6,993,269.37 6,955,049.1599.903848 -38,220.22 0.4099.357845Base 6,993,269.37 6,955,049.1599.903848 -38,220.22 0.40

15 Jan 20202.8863107330NAP0 BRANCH BANKING + TRUST SR UNSECURED 01/20 VAR

100.047000Local10,000,000.000 10,000,000.00 10,004,700.00100.000000 4,700.00 0.57100.047000Base 10,000,000.00 10,004,700.00100.000000 4,700.00 0.57

11 Jan 20192.67044084664CP4 BERKSHIRE HATHAWAY FIN COMPANY GUAR 01/19 VAR

100.005151Local5,000,000.000 5,000,000.00 5,000,257.55100.000000 257.55 0.29100.005151Base 5,000,000.00 5,000,257.55100.000000 257.55 0.29

15 Jun 20221.78126802DN4 CABELA S MASTER CREDIT CARD TR CABMT 2016 1 A1


30 Apr 20213.4514040HBY0 CAPITAL ONE FINANCIAL CO SR UNSECURED 04/21 3.45

99.241843Local15,000,000.000 14,989,490.05 14,886,276.4599.929934 -103,213.60 0.8599.241843Base 14,989,490.05 14,886,276.4599.929934 -103,213.60 0.85

08 Aug 20223.4112514042RHB0 CAPITAL ONE NA SR UNSECURED 08/22 VAR

99.368231Local10,000,000.000 10,000,000.00 9,936,823.10100.000000 -63,176.90 0.5799.368231Base 10,000,000.00 9,936,823.10100.000000 -63,176.90 0.57


STATE OF ARIZONA

November 30, 2018

ATZB



FUND:

Holdings




16 Nov 20201.6114313YAC2 CARMAX AUTO OWNER TRUST CARMX 2016 1 A3


15 Feb 20223.1114315EAB6 CARMAX AUTO OWNER TRUST CARMX 2018 4 A2A


17 Apr 20232.5065161571HN7 CHASE ISSUANCE TRUST CHAIT 2018 A1 A1


15 Nov 20213.217298CGH5 CITIGROUP INC SR UNSECURED 11/21 VAR

100.032649Local10,000,000.000 10,000,000.00 10,003,264.90100.000000 3,264.90 0.57100.032649Base 10,000,000.00 10,003,264.90100.000000 3,264.90 0.57

15 Nov 20203.15191216AR1 COCA COLA CO/THE SR UNSECURED 11/20 3.15

99.959887Local2,000,000.000 2,008,801.29 1,999,197.74100.440065 -9,603.55 0.1199.959887Base 2,008,801.29 1,999,197.74100.440065 -9,603.55 0.11

24 Jun 20192.4524704AAA4 DELL EQUIPMENT FINANCE TRUST DEFT 2018 1 A1 144A


22 Oct 20192.6596124704DAA8 DELL EQUIPMENT FINANCE TRUST DEFT 2018 2 A1 144A


16 Jan 20243.11254683CG8 DISCOVER CARD EXECUTION NOTE T DCENT 2018 A4 A4



100.018537Local4,000,000.000 4,000,000.00 4,000,741.48100.000000 741.48 0.23100.018537Base 4,000,000.00 4,000,741.48100.000000 741.48 0.23


98.537133Local3,000,000.000 2,999,833.61 2,956,113.9999.994454 -43,719.62 0.1798.537133Base 2,999,833.61 2,956,113.9999.994454 -43,719.62 0.17


STATE OF ARIZONA

November 30, 2018

ATZB



FUND:

Holdings




29 Oct 20213.1253130AF2Y2 FEDERAL HOME LOAN BANK BONDS 10/21 3.125

99.989400Local10,000,000.000 10,000,000.00 9,998,940.00100.000000 -1,060.00 0.5799.989400Base 10,000,000.00 9,998,940.00100.000000 -1,060.00 0.57

28 May 20203.03130AFFB8 FEDERAL HOME LOAN BANK BONDS 05/20 3

100.040900Local10,000,000.000 10,000,000.00 10,004,090.00100.000000 4,090.00 0.57100.040900Base 10,000,000.00 10,004,090.00100.000000 4,090.00 0.57

01 Mar 20423.53132GSCE7 FED HM LN PC POOL Q06969 FG 03/42 FIXED 3.5


01 Jun 20423.53132GUNB6 FED HM LN PC POOL Q09086 FG 06/42 FIXED 3.5


19 Feb 20202.843132X0EY3 FARMER MAC UNSECURED 02/20 VAR

100.413488Local10,000,000.000 10,000,000.00 10,041,348.80100.000000 41,348.80 0.57100.413488Base 10,000,000.00 10,041,348.80100.000000 41,348.80 0.57

22 Jan 20212.64553133EFWB9 FEDERAL FARM CREDIT BANK BONDS 01/21 VAR

100.680387Local20,000,000.000 19,998,285.71 20,136,077.4099.991429 137,791.69 1.15100.680387Base 19,998,285.71 20,136,077.4099.991429 137,791.69 1.15

22 Feb 20191.153133EFYS0 FEDERAL FARM CREDIT BANK BONDS 02/19 1.15

99.728800Local24,900,000.000 24,900,000.00 24,832,471.20100.000000 -67,528.80 1.4299.728800Base 24,900,000.00 24,832,471.20100.000000 -67,528.80 1.42

21 Feb 20232.370253133EJDG1 FEDERAL FARM CREDIT BANK BONDS 02/23 VAR

99.950362Local10,000,000.000 10,000,000.00 9,995,036.20100.000000 -4,963.80 0.5799.950362Base 10,000,000.00 9,995,036.20100.000000 -4,963.80 0.57

01 May 20201.3753135G0T52 FANNIE MAE NOTES 05/20 VAR

99.876900Local20,000,000.000 19,994,999.82 19,975,380.0099.974999 -19,619.82 1.1499.876900Base 19,994,999.82 19,975,380.0099.974999 -19,619.82 1.14

25 Jul 20402.53136A0GS0 FANNIE MAE FNR 2011 75 HP



STATE OF ARIZONA

November 30, 2018

ATZB



FUND:

Holdings




25 Dec 20382.253136A2HK2 FANNIE MAE FNR 2011 111 DG


25 Apr 20422.03136A6JR6 FANNIE MAE FNR 2012 58 PA


25 May 20392.03136A76N7 FANNIE MAE FNR 2012 101 B


25 May 20402.03136AAEK7 FANNIE MAE FNR 2012 129 TD


25 Jul 20411.753136ABRK1 FANNIE MAE FNR 2013 9 PH


25 Feb 20281.253136ABUD3 FANNIE MAE FNR 2013 7 AC


25 Mar 20422.03136ABUY7 FANNIE MAE FNR 2013 7 GB


25 Feb 20281.53136ABUZ4 FANNIE MAE FNR 2013 7 AD


25 Dec 20422.03136ABW74 FANNIE MAE FNR 2013 6 AB


25 Mar 20391.753136ACJX0 FANNIE MAE FNR 2013 17 PB



STATE OF ARIZONA

November 30, 2018

ATZB



FUND:

Holdings




25 Aug 20411.53136AD2H1 FANNIE MAE FNR 2013 43 XP


25 May 20402.03136AEBJ5 FANNIE MAE FNR 2013 47 YA


25 Jun 20281.253136AELZ8 FANNIE MAE FNR 2013 62 DB


25 May 20291.53136AJ2X3 FANNIE MAE FNR 2014 25 WA


15 Jan 20402.253137A1UN1 FREDDIE MAC FHR 3725 PC


15 Nov 20203.03137A2PF2 FREDDIE MAC FHR 3766 HE

99.618200Local25,530.480 25,807.58 25,433.00101.085369 -374.58 0.0099.618200Base648,587.000Original Face: 25,807.58 25,433.00101.085369 -374.58 0.00

15 Feb 20402.03137A62S0 FREDDIE MAC FHR 3796 PE


15 Feb 20263.53137A7HC7 FREDDIE MAC FHR 3800 KE


15 Nov 20402.53137ADHX8 FREDDIE MAC FHR 3890 BA


15 Oct 20402.53137AFPD8 FREDDIE MAC FHR 3919 CD



STATE OF ARIZONA

November 30, 2018

ATZB



FUND:

Holdings




15 Jul 20412.03137AGAB6 FREDDIE MAC FHR 3934 PB


15 May 20412.03137AGRX0 FREDDIE MAC FHR 3935 JA


15 Mar 20273.03137ANK95 FREDDIE MAC FHR 4024 C


15 Feb 20412.03137AR5L6 FREDDIE MAC FHR 4060 JC


15 Jan 20281.53137AXMZ3 FREDDIE MAC FHR 4152 AG


15 Feb 20432.03137AYLB5 FREDDIE MAC FHR 4161 CD


15 Dec 20421.53137AYSG7 FREDDIE MAC FHR 4165 TD


15 Dec 20421.753137AYSH5 FREDDIE MAC FHR 4165 TE


15 Mar 20432.03137B0GK4 FREDDIE MAC FHR 4173 AG


15 Mar 20432.03137B1EM0 FREDDIE MAC FHR 4191 AP



STATE OF ARIZONA

November 30, 2018

ATZB



FUND:

Holdings




15 Mar 20402.03137B1VH2 FREDDIE MAC FHR 4210 AC


15 Jul 20421.53137B1ZD7 FREDDIE MAC FHR 4204 QA


15 Apr 20331.753137B2CF5 FREDDIE MAC FHR 4203 DC


15 Apr 20283.53137BUFZ6 FREDDIE MAC FHR 4646 TB


15 Oct 20403.03137BVEP7 FREDDIE MAC FHR 4655 JA


15 Aug 20424.03137F4VC3 FREDDIE MAC FHR 4774 G


15 Apr 20424.03137FEVG2 FREDDIE MAC FHR 4800 TA


15 Apr 20404.03137FGYY5 FREDDIE MAC FHR 4819 MA


01 Jun 20202.013138L33G8 FNMA POOL AM3498 FN 06/20 FIXED 2.01

98.518157Local1,000,000.000 1,010,084.19 985,181.57101.008419 -24,902.62 0.0698.518157Base1,000,000.000Original Face: 1,010,084.19 985,181.57101.008419 -24,902.62 0.06

01 May 20282.53138WND30 FNMA POOL AT1021 FN 05/28 FIXED 2.5



STATE OF ARIZONA

November 30, 2018

ATZB



FUND:

Holdings




25 Jul 20333.531393DDG3 FANNIE MAE FNR 2003 58 M


25 Jun 20275.531396WBV7 FANNIE MAE FNR 2007 56 EP


25 May 20495.031397NJ30 FANNIE MAE FNR 2009 29 PA


25 Jan 20403.031398SP80 FANNIE MAE FNR 2010 135 EA


15 Dec 20394.531398WC36 FREDDIE MAC FHR 3620 PA


26 Jul 20212.94831677QBP3 FIFTH THIRD BANK SR UNSECURED 07/21 VAR

99.719473Local2,000,000.000 2,000,000.00 1,994,389.46100.000000 -5,610.54 0.1199.719473Base 2,000,000.00 1,994,389.46100.000000 -5,610.54 0.11

08 Jan 20193.98806345397XS7 FORD MOTOR CREDIT CO LLC SR UNSECURED 01/19 VAR

100.078154Local9,000,000.000 9,000,000.00 9,007,033.86100.000000 7,033.86 0.52100.078154Base 9,000,000.00 9,007,033.86100.000000 7,033.86 0.52

09 Jan 20202.681345397YE7 FORD MOTOR CREDIT CO LLC SR UNSECURED 01/20 2.681

98.546867Local5,000,000.000 5,000,000.00 4,927,343.35100.000000 -72,656.65 0.2898.546867Base 5,000,000.00 4,927,343.35100.000000 -72,656.65 0.28

03 Aug 20223.6615345397YP2 FORD MOTOR CREDIT CO LLC SR UNSECURED 08/22 VAR

96.280000Local20,000,000.000 20,000,000.00 19,256,000.00100.000000 -744,000.00 1.1096.280000Base 20,000,000.00 19,256,000.00100.000000 -744,000.00 1.10

15 Feb 20214.536241KJZ2 GNMA POOL 782080 GN 02/21 FIXED 4.5



STATE OF ARIZONA

November 30, 2018

ATZB



FUND:

Holdings




11 May 20212.99813369550BF4 GENERAL DYNAMICS CORP COMPANY GUAR 05/21 VAR

100.207496Local5,000,000.000 5,000,000.00 5,010,374.80100.000000 10,374.80 0.29100.207496Base 5,000,000.00 5,010,374.80100.000000 10,374.80 0.29

16 Apr 20212.97644370334CB8 GENERAL MILLS INC SR UNSECURED 04/21 VAR

99.564581Local3,000,000.000 3,000,000.00 2,986,937.43100.000000 -13,062.57 0.1799.564581Base 3,000,000.00 2,986,937.43100.000000 -13,062.57 0.17

31 May 20192.62538150A7C3 GOLDMAN SACHS GROUP INC SR UNSECURED 05/19 2.625

99.678580Local10,000,000.000 10,000,000.00 9,967,858.00100.000000 -32,142.00 0.5799.678580Base 10,000,000.00 9,967,858.00100.000000 -32,142.00 0.57


98.505024Local10,000,000.000 9,998,054.79 9,850,502.4099.980548 -147,552.39 0.5698.505024Base 9,998,054.79 9,850,502.4099.980548 -147,552.39 0.56

16 Nov 20394.038376JFP4 GOVERNMENT NATIONAL MORTGAGE A GNR 2009 106 HA




16 May 20451.718538378BWR6 GOVERNMENT NATIONAL MORTGAGE A GNR 2012 83 AC









STATE OF ARIZONA

November 30, 2018

ATZB



FUND:

Holdings






06 Sep 20191.62544932HAA1 IBM CREDIT LLC SR UNSECURED 09/19 1.625

98.953031Local5,000,000.000 4,998,543.68 4,947,651.5599.970874 -50,892.13 0.2898.953031Base 4,998,543.68 4,947,651.5599.970874 -50,892.13 0.28

30 Nov 20203.4544932HAK9 IBM CREDIT LLC SR UNSECURED 11/20 3.45

100.000000Local10,000,000.000 9,992,110.81 10,000,000.0099.921108 7,889.19 0.57100.000000Base 9,992,110.81 10,000,000.0099.921108 7,889.19 0.57

26 Apr 20191.25459058FC2 INTL BK RECON + DEVELOP 04/19 1.25

99.458900Local20,000,000.000 20,000,000.00 19,891,780.00100.000000 -108,220.00 1.1499.458900Base 20,000,000.00 19,891,780.00100.000000 -108,220.00 1.14


100.052032Local1,987,082.000 1,987,082.00 1,988,115.92100.000000 1,033.92 0.11100.052032Base 1,987,082.00 1,988,115.92100.000000 1,033.92 0.11


99.497956Local15,000,000.000 14,999,131.82 14,924,693.4099.994212 -74,438.42 0.8599.497956Base 14,999,131.82 14,924,693.4099.994212 -74,438.42 0.85

27 Jan 20202.73925459200JP7 IBM CORP SR UNSECURED 01/20 VAR

100.195814Local30,000,000.000 30,000,000.00 30,058,744.20100.000000 58,744.20 1.72100.195814Base 30,000,000.00 30,058,744.20100.000000 58,744.20 1.72

25 Oct 20483.546649CAQ6 JP MORGAN MORTGAGE TRUST JPMMT 2018 4 A15 144A


05 Dec 20181.65478160BG8 JOHNSON + JOHNSON SR UNSECURED 12/18 1.65

99.997493Local10,000,000.000 10,000,716.66 9,999,749.30100.007167 -967.36 0.5799.997493Base 10,000,716.66 9,999,749.30100.007167 -967.36 0.57

15 Aug 20223.150117PAC3 KUBOTA CREDIT OWNER TRUST KCOT 2018 1A A3 144A



STATE OF ARIZONA

November 30, 2018

ATZB



FUND:

Holdings




10 Jan 20202.2563254AAT5 NATIONAL AUSTRALIA BK/NY SR UNSECURED 01/20 2.25

98.927076Local10,000,000.000 9,999,667.12 9,892,707.6099.996671 -106,959.52 0.5798.927076Base 9,999,667.12 9,892,707.6099.996671 -106,959.52 0.57

13 Apr 20212.064952WCE1 NEW YORK LIFE GLOBAL FDG SR SECURED 144A 04/21 2

96.968320Local3,000,000.000 2,997,913.34 2,909,049.6099.930445 -88,863.74 0.1796.968320Base 2,997,913.34 2,909,049.6099.930445 -88,863.74 0.17

08 Mar 20212.55654740AN9 NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/21 2.55

96.948938Local10,000,000.000 9,994,510.24 9,694,893.8099.945102 -299,616.44 0.5696.948938Base 9,994,510.24 9,694,893.8099.945102 -299,616.44 0.56

01 Dec 20186.571713UAQ5 PHARMACIA LLC COMPANY GUAR 12/18 6.5

100.000000Local1,000,000.000 1,000,000.00 1,000,000.00100.000000 0.00 0.06100.000000Base 1,000,000.00 1,000,000.00100.000000 0.00 0.06

22 Jan 20193.07978010UDP9 ROYAL BANK OF CANADA SR UNSECURED 01/19 VAR

100.059602Local10,000,000.000 10,005,529.40 10,005,960.20100.055294 430.80 0.57100.059602Base 10,005,529.40 10,005,960.20100.055294 430.80 0.57

22 Oct 20213.078014RAQ3 ROYAL BANK OF CANADA SR UNSECURED 10/21 VAR

99.584000Local10,000,000.000 10,000,000.00 9,958,400.00100.000000 -41,600.00 0.5799.584000Base 10,000,000.00 9,958,400.00100.000000 -41,600.00 0.57

25 Jan 20292.9813878446YAA1 SLM STUDENT LOAN TRUST SLMA 2012 2 A


09 Jan 20191.789236TDM4 TOYOTA MOTOR CREDIT CORP SR UNSECURED 01/19 1.7

99.896113Local10,000,000.000 9,999,813.01 9,989,611.3099.998130 -10,201.71 0.5799.896113Base 9,999,813.01 9,989,611.3099.998130 -10,201.71 0.57

26 Apr 20212.70889236TEX9 TOYOTA MOTOR CREDIT CORP SR UNSECURED 04/21 VAR

98.160032Local5,000,000.000 4,989,156.77 4,908,001.6099.783135 -81,155.17 0.2898.160032Base 4,989,156.77 4,908,001.6099.783135 -81,155.17 0.28

15 May 20192.6761389236TFB6 TOYOTA MOTOR CREDIT CORP SR UNSECURED 05/19 VAR

99.984546Local10,000,000.000 10,000,000.00 9,998,454.60100.000000 -1,545.40 0.5799.984546Base 10,000,000.00 9,998,454.60100.000000 -1,545.40 0.57


STATE OF ARIZONA

November 30, 2018

ATZB



FUND:

Holdings





99.664062Local20,000,000.000 19,946,861.87 19,932,812.4099.734309 -14,049.47 1.1499.664062Base 19,946,861.87 19,932,812.4099.734309 -14,049.47 1.14


99.867188Local40,000,000.000 39,950,541.20 39,946,875.2099.876353 -3,666.00 2.2999.867188Base 39,950,541.20 39,946,875.2099.876353 -3,666.00 2.29


96.332031Local5,000,000.000 4,979,541.44 4,816,601.5599.590829 -162,939.89 0.2896.332031Base 4,979,541.44 4,816,601.5599.590829 -162,939.89 0.28


0.000000Local0.000 -0.03 0.000.000000 0.03 0.000.000000Base -0.03 0.000.000000 0.03 0.00


99.234375Local10,000,000.000 9,955,174.07 9,923,437.5099.551741 -31,736.57 0.5799.234375Base 9,955,174.07 9,923,437.5099.551741 -31,736.57 0.57

15 Jun 20212.5941391324PDG4 UNITEDHEALTH GROUP INC SR UNSECURED 06/21 VAR

99.661918Local3,000,000.000 3,000,000.00 2,989,857.54100.000000 -10,142.46 0.1799.661918Base 3,000,000.00 2,989,857.54100.000000 -10,142.46 0.17

15 Jun 20213.1591324PDH2 UNITEDHEALTH GROUP INC SR UNSECURED 06/21 3.15

99.732298Local3,000,000.000 2,998,624.78 2,991,968.9499.954159 -6,655.84 0.1799.732298Base 2,998,624.78 2,991,968.9499.954159 -6,655.84 0.17



20 Apr 20233.2392348XAA3 VERIZON OWNER TRUST VZOT 2018 A A1A


23 Jun 20202.40638931142EF6 WALMART INC SR UNSECURED 06/20 VAR

99.942000Local10,000,000.000 10,000,000.00 9,994,200.00100.000000 -5,800.00 0.5799.942000Base 10,000,000.00 9,994,200.00100.000000 -5,800.00 0.57


STATE OF ARIZONA

November 30, 2018

ATZB



FUND:

Holdings




23 Jun 20202.85931142EG4 WALMART INC SR UNSECURED 06/20 2.85

99.799977Local5,000,000.000 4,998,784.73 4,989,998.8599.975695 -8,785.88 0.2999.799977Base 4,998,784.73 4,989,998.8599.975695 -8,785.88 0.29


100.155957Local4,000,000.000 4,000,000.00 4,006,238.28100.000000 6,238.28 0.23100.155957Base 4,000,000.00 4,006,238.28100.000000 6,238.28 0.23

06 Dec 20192.1594988J5G8 WELLS FARGO BANK NA SR UNSECURED 12/19 2.15

98.871136Local5,000,000.000 4,997,664.23 4,943,556.8099.953285 -54,107.43 0.2898.871136Base 4,997,664.23 4,943,556.8099.953285 -54,107.43 0.28

25 Mar 20202.6794988J5S2 WELLS FARGO BANK NA SR UNSECURED 03/20 VAR

99.671097Local10,000,000.000 10,000,000.00 9,967,109.70100.000000 -32,890.30 0.5799.671097Base 10,000,000.00 9,967,109.70100.000000 -32,890.30 0.57

22 Oct 20213.62594988J5T0 WELLS FARGO BANK NA SR UNSECURED 10/21 3.625

99.850479Local5,000,000.000 4,997,679.31 4,992,523.9599.953586 -5,155.36 0.2999.850479Base 4,997,679.31 4,992,523.9599.953586 -5,155.36 0.29

15 Aug 20192.3698163EAA4 WORLD OMNI AUTO RECEIVABLES TR WOART 2018 C A1




Base817,051,688.110 817,615,374.76 808,543,737.87 -9,071,636.89 46.30

FIXED INCOME Total



STATE OF ARIZONA

November 30, 2018

ATZB



FUND:

Holdings




1,755,561,383.41Base1,756,517,204.840FUND Total

1,746,474,587.99 -9,086,795.42 100.00Original Face: 528,201,117.000


US BANCORP PIPER JAFFRAY VENTURES

November 30, 2018

ATZD

ST OF AZ POOL 3 ST AGCY EXT.


FUND:

Holdings





USD US DOLLAR

1.000000Local11,915.960 11,915.96 11,915.961.000000 0.00 0.011.000000Base 11,915.96 11,915.961.000000 0.00 0.01


Base 11,915.96 11,915.96 0.00 0.01

Base11,915.960 11,915.96 11,915.96 0.00 0.01

CASH Total



100.020000Local232,596.270 232,666.08 232,642.79100.030013 -23.29 0.22100.020000Base 232,666.08 232,642.79100.030013 -23.29 0.22

28 Mar 20192.4905252WPS6 AUSTR & NEW ZEALND B

99.912092Local2,000,000.000 2,000,055.36 1,998,241.84100.002768 -1,813.52 1.8699.912092Base 2,000,055.36 1,998,241.84100.002768 -1,813.52 1.86

15 Feb 20192.4506417GK98 BANK OF NOVA SCOTIA

99.974850Local500,000.000 499,874.25 499,874.2599.974850 0.00 0.4799.974850Base 499,874.25 499,874.2599.974850 0.00 0.47

16 Apr 20192.6613606BVN3 CANADIAN IMPERIAL BK

100.027956Local1,000,000.000 999,584.34 1,000,279.5699.958434 695.22 0.93100.027956Base 999,584.34 1,000,279.5699.958434 695.22 0.93

03 Dec 20182.175313385R73 FED HOME LN DISCOUNT NT DISCOUNT NOT 12/18 0.00000

99.987917Local575,000.000 574,930.52 574,930.5299.987917 0.00 0.5399.987917Base 574,930.52 574,930.5299.987917 0.00 0.53



November 30, 2018

ATZD



FUND:

Holdings




16 Aug 20191.23135G0N58 FANNIE MAE NOTES 08/19 1.2

98.959000Local3,000,000.000 2,999,540.55 2,968,770.0099.984685 -30,770.55 2.7698.959000Base 2,999,540.55 2,968,770.0099.984685 -30,770.55 2.76

23 Aug 20191.253135G0P23 FANNIE MAE NOTES 08/19 1.25

98.965100Local2,000,000.000 1,999,926.93 1,979,302.0099.996347 -20,624.93 1.8498.965100Base 1,999,926.93 1,979,302.0099.996347 -20,624.93 1.84

06 Nov 20213.17238459200HX2 IBM CORP SR UNSECURED 11/21 VAR

100.795260Local1,000,000.000 1,001,827.95 1,007,952.60100.182795 6,124.65 0.94100.795260Base 1,001,827.95 1,007,952.60100.182795 6,124.65 0.94

01 Feb 20192.2478012UAA3 ROYAL BK OF CANADA

99.943803Local400,000.000 399,775.21 399,775.2199.943803 0.00 0.3799.943803Base 399,775.21 399,775.2199.943803 0.00 0.37

02 Aug 20191.8483050FXT3 SKANDIN ENS BANKEN

99.410000Local475,000.000 472,593.59 472,197.5099.493387 -396.09 0.4499.410000Base 472,593.59 472,197.5099.493387 -396.09 0.44

12 Feb 20193.0181386958JJG5 SVENSKA HANDLSBNKN A BBA LIBOR USD 3 MONTH

100.000000Local1,500,000.000 1,500,000.00 1,500,000.00100.000000 0.00 1.40100.000000Base 1,500,000.00 1,500,000.00100.000000 0.00 1.40

21 Feb 20192.3889113XXP4 TORONTO-DOMINION

99.968578Local400,000.000 399,874.31 399,874.3199.968578 0.00 0.3799.968578Base 399,874.31 399,874.3199.968578 0.00 0.37

28 Feb 20192.4689114MCU9 TORONTO-DOMINION

100.004843Local1,500,000.000 1,500,072.65 1,500,072.65100.004843 0.00 1.40100.004843Base 1,500,072.65 1,500,072.65100.004843 0.00 1.40


Base 14,580,721.74 14,533,913.23 -46,808.51 13.52

Base14,582,596.270 14,580,721.74 14,533,913.23 -46,808.51 13.52




November 30, 2018

ATZD



FUND:

Holdings





29 Mar 20212.81613020002BE0 ALLSTATE CORP SR UNSECURED 03/21 VAR

98.934500Local1,274,000.000 1,275,727.57 1,260,425.53100.135602 -15,302.04 1.1798.934500Base 1,275,727.57 1,260,425.53100.135602 -15,302.04 1.17

15 May 20232.0402582JHJ2 AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2017 6 A


15 Sep 20221.9302587AAJ3 AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2017 1 A

98.626350Local1,000,000.000 987,063.74 986,263.5098.706374 -800.24 0.9298.626350Base1,000,000.000Original Face: 987,063.74 986,263.5098.706374 -800.24 0.92

18 Mar 20192.1250258M0DK2 AMERICAN EXPRESS CREDIT SR UNSECURED 03/19 2.125

99.749753Local650,000.000 649,198.50 648,373.3999.876692 -825.11 0.6099.749753Base 649,198.50 648,373.3999.876692 -825.11 0.60

12 Jul 20191.202665WBE0 AMERICAN HONDA FINANCE SR UNSECURED 07/19 1.2

98.880298Local475,000.000 474,903.26 469,681.4299.979634 -5,221.84 0.4498.880298Base 474,903.26 469,681.4299.979634 -5,221.84 0.44

07 Feb 20202.78925037833CL2 APPLE INC SR UNSECURED 02/20 VAR

100.095600Local1,000,000.000 1,000,000.00 1,000,956.00100.000000 956.00 0.93100.095600Base 1,000,000.00 1,000,956.00100.000000 956.00 0.93

17 Jan 20231.8405522RCX4 BANK OF AMERICA CREDIT CARD TR BACCT 2017 A2 A2


25 Nov 20201.1605582QAD9 BMW VEHICLE OWNER TRUST BMWOT 2016 A A3


27 Dec 20221.3705582QAE7 BMW VEHICLE OWNER TRUST BMWOT 2016 A A4




November 30, 2018

ATZD



FUND:

Holdings




07 Dec 20182.0506050TME9 BANK OF AMERICA NA SR UNSECURED 12/18 2.05

99.994261Local500,000.000 500,001.61 499,971.31100.000322 -30.30 0.4799.994261Base 500,001.61 499,971.31100.000322 -30.30 0.47

04 Dec 20201.006405LAA9 BANK OF NEW YORK MELLON SR UNSECURED 12/20 VAR

99.918000Local1,300,000.000 1,300,000.00 1,298,934.00100.000000 -1,066.00 1.2199.918000Base 1,300,000.00 1,298,934.00100.000000 -1,066.00 1.21

27 Nov 20202.4506406HDF3 BANK OF NY MELLON CORP SR UNSECURED 11/20 2.45

98.163580Local1,000,000.000 988,115.13 981,635.8098.811513 -6,479.33 0.9198.163580Base 988,115.13 981,635.8098.811513 -6,479.33 0.91


100.047000Local1,850,000.000 1,850,000.00 1,850,869.50100.000000 869.50 1.72100.047000Base 1,850,000.00 1,850,869.50100.000000 869.50 1.72

15 Mar 20191.7084664CG4 BERKSHIRE HATHAWAY FIN COMPANY GUAR 03/19 1.7

99.696768Local590,000.000 589,957.40 588,210.9399.992780 -1,746.47 0.5599.696768Base 589,957.40 588,210.9399.992780 -1,746.47 0.55

15 Mar 20193.02413084664CH2 BERKSHIRE HATHAWAY FIN COMPANY GUAR 03/19 VAR

100.181149Local1,100,000.000 1,100,959.43 1,101,992.64100.087221 1,033.21 1.03100.181149Base 1,100,959.43 1,101,992.64100.087221 1,033.21 1.03

15 Apr 20211.4812594BAD4 CNH EQUIPMENT TRUST CNH 2016 A A3


15 Aug 20211.6312594DAD0 CNH EQUIPMENT TRUST CNH 2016 B A3


15 Nov 20233.1912596EAC8 CNH EQUIPMENT TRUST CNH 2018 B A3


15 Dec 20211.4412635YAD5 CNH EQUIPMENT TRUST CNH 2016 C A3




November 30, 2018

ATZD



FUND:

Holdings




15 Aug 20232.0514041NFB2 CAPITAL ONE MULTI ASSET EXECUT COMET 2015 A8 A8


15 Sep 20221.8214041NFH9 CAPITAL ONE MULTI ASSET EXECUT COMET 2016 A6 A6


17 Jan 20232.014041NFK2 CAPITAL ONE MULTI ASSET EXECUT COMET 2017 A1 A1


06 Jun 20222.9127514913QAB5 CATERPILLAR FINL SERVICE SR UNSECURED 06/22 VAR

100.470468Local1,000,000.000 1,007,896.10 1,004,704.68100.789610 -3,191.42 0.93100.470468Base 1,007,896.10 1,004,704.68100.789610 -3,191.42 0.93

16 May 20212.1166764BG4 CHEVRON CORP SR UNSECURED 05/21 2.1

97.216123Local1,000,000.000 971,979.71 972,161.2397.197971 181.52 0.9097.216123Base 971,979.71 972,161.2397.197971 181.52 0.90

16 May 20191.561166764BH2 CHEVRON CORP SR UNSECURED 05/19 1.561

99.427739Local1,100,000.000 1,100,000.00 1,093,705.13100.000000 -6,294.87 1.0299.427739Base 1,100,000.00 1,093,705.13100.000000 -6,294.87 1.02

15 Jun 20202.4517275RAX0 CISCO SYSTEMS INC SR UNSECURED 06/20 2.45

98.965459Local2,000,000.000 1,992,687.06 1,979,309.1899.634353 -13,377.88 1.8498.965459Base 1,992,687.06 1,979,309.1899.634353 -13,377.88 1.84

10 Jan 20203.20425172967LE9 CITIGROUP INC SR UNSECURED 01/20 VAR

100.170970Local710,000.000 710,000.00 711,213.89100.000000 1,213.89 0.66100.170970Base 710,000.00 711,213.89100.000000 1,213.89 0.66

20 Oct 20202.76917325FAK4 CITIBANK NA SR UNSECURED 10/20 VAR

99.689245Local1,750,000.000 1,750,000.00 1,744,561.79100.000000 -5,438.21 1.6299.689245Base 1,750,000.00 1,744,561.79100.000000 -5,438.21 1.62

03 Dec 20182.317401QAC5 CITIZENS BANK NA/RI SR UNSECURED 12/18 2.3

100.000000Local590,000.000 590,000.00 590,000.00100.000000 0.00 0.55100.000000Base 590,000.00 590,000.00100.000000 0.00 0.55



November 30, 2018

ATZD



FUND:

Holdings




02 Mar 20202.8607517401QAH4 CITIZENS BANK NA/RI SR UNSECURED 03/20 VAR

99.939123Local560,000.000 560,000.00 559,659.09100.000000 -340.91 0.5299.939123Base 560,000.00 559,659.09100.000000 -340.91 0.52

26 May 20203.2592517401QAK7 CITIZENS BANK NA/RI SR UNSECURED 05/20 VAR

99.970816Local1,000,000.000 1,000,000.00 999,708.16100.000000 -291.84 0.9399.970816Base 1,000,000.00 999,708.16100.000000 -291.84 0.93

15 Feb 20232.0818978CAC7 CNH EQUIPMENT TRUST CNH 2017 C A3


30 May 20191.375191216BV1 COCA COLA CO/THE SR UNSECURED 05/19 1.375

99.238922Local660,000.000 659,923.98 654,976.8999.988482 -4,947.09 0.6199.238922Base 659,923.98 654,976.8999.988482 -4,947.09 0.61

15 Mar 20191.7519416QEF3 COLGATE PALMOLIVE CO SR UNSECURED 03/19 1.75

99.697769Local440,000.000 440,205.45 438,670.18100.046693 -1,535.27 0.4199.697769Base 440,205.45 438,670.18100.046693 -1,535.27 0.41

01 Oct 20212.8482520030NCW9 COMCAST CORP COMPANY GUAR 10/21 VAR

100.004008Local1,000,000.000 1,001,649.18 1,000,040.08100.164918 -1,609.10 0.93100.004008Base 1,001,649.18 1,000,040.08100.164918 -1,609.10 0.93

07 Jun 20232.8668124422EUG2 JOHN DEERE CAPITAL CORP SR UNSECURED 06/23 VAR

99.869661Local850,000.000 850,746.67 848,892.12100.087844 -1,854.55 0.7999.869661Base 850,746.67 848,892.12100.087844 -1,854.55 0.79

09 Oct 20202.5951924422EUL1 JOHN DEERE CAPITAL CORP SR UNSECURED 10/20 VAR

99.856097Local500,000.000 500,000.00 499,280.49100.000000 -719.51 0.4699.856097Base 500,000.00 499,280.49100.000000 -719.51 0.46

17 Oct 20221.9254683BP9 DISCOVER CARD EXECUTION NOTE T DCENT 2015 A2 A


15 Mar 20221.39254683BV6 DISCOVER CARD EXECUTION NOTE T DCENT 2016 A4 A4




November 30, 2018

ATZD



FUND:

Holdings




30 May 20193.0166325468PDC7 WALT DISNEY COMPANY/THE SR UNSECURED 05/19 VAR

100.107000Local1,100,000.000 1,099,924.38 1,101,177.0099.993125 1,252.62 1.02100.107000Base 1,099,924.38 1,101,177.0099.993125 1,252.62 1.02

08 Jan 20191.6525468PDH6 WALT DISNEY COMPANY/THE SR UNSECURED 01/19 1.65

99.878000Local305,000.000 304,985.83 304,627.9099.995354 -357.93 0.2899.878000Base 304,985.83 304,627.9099.995354 -357.93 0.28

05 Jun 20201.825468PDU7 WALT DISNEY COMPANY/THE SR UNSECURED 06/20 1.8

97.895068Local1,000,000.000 999,415.23 978,950.6899.941523 -20,464.55 0.9197.895068Base 999,415.23 978,950.6899.941523 -20,464.55 0.91


98.537133Local305,000.000 304,983.08 300,538.2699.994452 -4,444.82 0.2898.537133Base 304,983.08 300,538.2699.994452 -4,444.82 0.28

15 Mar 20191.81930231GAD4 EXXON MOBIL CORPORATION SR UNSECURED 03/19 1.819

99.710828Local1,200,000.000 1,200,460.42 1,196,529.94100.038368 -3,930.48 1.1199.710828Base 1,200,460.42 1,196,529.94100.038368 -3,930.48 1.11

01 Mar 20232.03128MDND1 FED HM LN PC POOL G14688 FG 03/23 FIXED 2


26 Jul 20191.253134G9Q75 FREDDIE MAC NOTES 07/19 1.25

99.086100Local2,775,000.000 2,774,824.87 2,749,639.2899.993689 -25,185.59 2.5699.086100Base 2,774,824.87 2,749,639.2899.993689 -25,185.59 2.56

23 Aug 20191.33134GABN3 FREDDIE MAC NOTES 08/19 1.3

98.999900Local1,100,000.000 1,100,000.00 1,088,998.90100.000000 -11,001.10 1.0198.999900Base 1,100,000.00 1,088,998.90100.000000 -11,001.10 1.01

25 Oct 20221.753136A5KR6 FANNIE MAE FNR 2012 31 AD


15 Dec 20202.253137A4WA1 FREDDIE MAC FHR 3775 LH




November 30, 2018

ATZD



FUND:

Holdings




01 Jan 20232.53138NYD28 FNMA POOL AR1920 FN 01/23 FIXED 2.5


01 May 20232.031418AS90 FNMA POOL MA1443 FN 05/23 FIXED 2


27 Sep 20192.97131677QBJ7 FIFTH THIRD BANK SR UNSECURED 09/19 VAR

100.187297Local1,205,000.000 1,206,923.34 1,207,256.93100.159613 333.59 1.12100.187297Base 1,206,923.34 1,207,256.93100.159613 333.59 1.12

30 Oct 20202.231677QBK4 FIFTH THIRD BANK SR UNSECURED 10/20 2.2

97.791845Local900,000.000 899,785.37 880,126.6199.976152 -19,658.76 0.8297.791845Base 899,785.37 880,126.6199.976152 -19,658.76 0.82

15 Feb 20221.831679RAD7 FIFTH THIRD AUTO TRUST FITAT 2017 1 A3


15 Nov 20223.0334528FAD0 FORD CREDIT AUTO OWNER TRUST FORDO 2018 A A3


15 Feb 20201.4134530YAD5 FORD CREDIT AUTO OWNER TRUST FORDO 2015 C A3


15 Nov 20211.6934531HAD1 FORD CREDIT AUTO OWNER TRUST FORDO 2017 B A3


15 Mar 20222.0134532AAD5 FORD CREDIT AUTO OWNER TRUST FORDO 2017 C A3


09 Jan 20202.236962G7M0 GENERAL ELECTRIC CO SR UNSECURED 01/20 2.2

97.278574Local850,000.000 852,252.83 826,867.88100.265039 -25,384.95 0.7797.278574Base 852,252.83 826,867.88100.265039 -25,384.95 0.77



November 30, 2018

ATZD



FUND:

Holdings




15 Apr 20203.2363136966THX3 GENERAL ELECTRIC CO SR UNSECURED 04/20 VAR

97.349542Local750,000.000 750,224.48 730,121.57100.029931 -20,102.91 0.6897.349542Base 750,224.48 730,121.57100.029931 -20,102.91 0.68

01 Apr 20192.05375558AV5 GILEAD SCIENCES INC SR UNSECURED 04/19 2.05

99.661288Local500,000.000 499,691.68 498,306.4499.938336 -1,385.24 0.4699.661288Base 499,691.68 498,306.4499.938336 -1,385.24 0.46

20 Sep 20191.85375558BR3 GILEAD SCIENCES INC SR UNSECURED 09/19 1.85

98.998822Local570,000.000 569,919.82 564,293.2999.985933 -5,626.53 0.5298.998822Base 569,919.82 564,293.2999.985933 -5,626.53 0.52

20 Oct 20382.038377XPJ5 GOVERNMENT NATIONAL MORTGAGE A GNR 2011 115 PD


05 Jun 20202.46563437076BR2 HOME DEPOT INC SR UNSECURED 06/20 VAR

100.153175Local1,010,000.000 1,010,000.00 1,011,547.07100.000000 1,547.07 0.94100.153175Base 1,010,000.00 1,011,547.07100.000000 1,547.07 0.94

16 Aug 20211.6843811BAC8 HONDA AUTO RECEIVABLES OWNER T HAROT 2017 2 A3


20 Sep 20211.7943814PAC4 HONDA AUTO RECEIVABLES OWNER T HAROT 2017 3 A3


15 Apr 20201.3943814QAC2 HONDA AUTO RECEIVABLES OWNER T HAROT 2016 2 A3


18 May 20223.0143814UAG4 HONDA AUTO RECEIVABLES OWNER T HAROT 2018 2 A3


22 Aug 20222.9543815HAC1 HONDA AUTO RECEIVABLES OWNER T HAROT 2018 3 A3




November 30, 2018

ATZD



FUND:

Holdings




30 Oct 20191.4438516BJ4 HONEYWELL INTERNATIONAL SR UNSECURED 10/19 1.4

98.569104Local1,500,000.000 1,499,639.30 1,478,536.5699.975953 -21,102.74 1.3898.569104Base 1,499,639.30 1,478,536.5699.975953 -21,102.74 1.38

10 Mar 20202.83706446438RV7 HUNTINGTON NATIONAL BANK SR UNSECURED 03/20 VAR

100.024100Local1,000,000.000 1,000,000.00 1,000,241.00100.000000 241.00 0.93100.024100Base 1,000,000.00 1,000,241.00100.000000 241.00 0.93

18 Feb 20201.4644918LAD4 HYUNDAI AUTO RECEIVABLES TRUST HART 2015 C A3


15 Sep 20201.5644930UAD8 HYUNDAI AUTO RECEIVABLES TRUST HART 2016 A A3


16 Aug 20211.7644931PAD8 HYUNDAI AUTO RECEIVABLES TRUST HART 2017 A A3


18 Jan 20221.7744932GAD7 HYUNDAI AUTO RECEIVABLES TRUST HART 2017 B A3


11 May 20222.96813458140BC3 INTEL CORP SR UNSECURED 05/22 VAR

100.410622Local1,500,000.000 1,502,470.59 1,506,159.33100.164706 3,688.74 1.40100.410622Base 1,502,470.59 1,506,159.33100.164706 3,688.74 1.40

28 Jan 20193.1392546625HJS0 JPMORGAN CHASE + CO SR UNSECURED 01/19 VAR

100.046709Local1,251,000.000 1,250,090.28 1,251,584.3399.927281 1,494.05 1.16100.046709Base 1,250,090.28 1,251,584.3399.927281 1,494.05 1.16

29 Oct 20203.7142546625HNY2 JPMORGAN CHASE + CO SR UNSECURED 10/20 VAR

101.291135Local500,000.000 504,954.03 506,455.68100.990806 1,501.65 0.47101.291135Base 504,954.03 506,455.68100.990806 1,501.65 0.47

01 Jun 20213.0007546647PAG1 JPMORGAN CHASE + CO SR UNSECURED 06/21 VAR

99.968593Local600,000.000 600,000.00 599,811.56100.000000 -188.44 0.5699.968593Base 600,000.00 599,811.56100.000000 -188.44 0.56



November 30, 2018

ATZD



FUND:

Holdings




15 Jul 20242.1147788BAE4 JOHN DEERE OWNER TRUST JDOT 2017 B A4


10 Nov 20201.95478160CH5 JOHNSON + JOHNSON SR UNSECURED 11/20 1.95

98.075762Local135,000.000 134,906.42 132,402.2899.930681 -2,504.14 0.1298.075762Base 134,906.42 132,402.2899.930681 -2,504.14 0.12

15 Dec 20192.549327M2F0 KEY BANK NA SR UNSECURED 12/19 2.5

99.254322Local955,000.000 951,805.61 947,878.7899.665509 -3,926.83 0.8899.254322Base 951,805.61 947,878.7899.665509 -3,926.83 0.88

22 Nov 20213.4631349327M2R4 KEY BANK NA SR UNSECURED 11/21 VAR

100.821264Local990,000.000 1,000,537.88 998,130.51101.064432 -2,407.37 0.93100.821264Base 1,000,537.88 998,130.51101.064432 -2,407.37 0.93

15 Feb 20191.4494368BT9 KIMBERLY CLARK CORP SR UNSECURED 02/19 1.4

99.711446Local900,000.000 899,996.22 897,403.0199.999580 -2,593.21 0.8399.711446Base 899,996.22 897,403.0199.999580 -2,593.21 0.83

15 Apr 20191.15548661DL8 LOWE S COS INC SR UNSECURED 04/19 1.15

99.329281Local1,370,000.000 1,369,816.75 1,360,811.1599.986624 -9,005.60 1.2799.329281Base 1,369,816.75 1,360,811.1599.986624 -9,005.60 1.27

18 May 20223.2555279HAM2 MANUF + TRADERS TRUST CO SR UNSECURED 05/22 VAR

100.489204Local1,800,000.000 1,800,000.00 1,808,805.67100.000000 8,805.67 1.68100.489204Base 1,800,000.00 1,808,805.67100.000000 8,805.67 1.68

16 Feb 20211.2658769BAD6 MERCEDES BENZ AUTO RECEIVABLES MBART 2016 1 A3


16 Dec 20191.3458772PAD0 MERCEDES BENZ AUTO RECEIVABLES MBART 2015 1 A3

99.936360Local177.190 177.11 177.0899.954851 -0.03 0.0099.936360Base600,000.000Original Face: 177.11 177.0899.954851 -0.03 0.00

15 Dec 20211.7558772PAE8 MERCEDES BENZ AUTO RECEIVABLES MBART 2015 1 A4




November 30, 2018

ATZD



FUND:

Holdings




15 Apr 20212.7158772RAB0 MERCEDES BENZ AUTO RECEIVABLES MBART 2018 1 A2A


08 Aug 20191.1594918BN3 MICROSOFT CORP SR UNSECURED 08/19 1.1

98.814585Local660,000.000 659,844.79 652,176.2699.976483 -7,668.53 0.6198.814585Base 659,844.79 652,176.2699.976483 -7,668.53 0.61

01 Feb 20192.4561746BDX1 MORGAN STANLEY SR UNSECURED 02/19 2.45

99.887187Local1,000,000.000 1,000,047.56 998,871.87100.004756 -1,175.69 0.9399.887187Base 1,000,047.56 998,871.87100.004756 -1,175.69 0.93

15 Nov 20192.3637432NB7 NATIONAL RURAL UTIL COOP COLLATERAL T 11/19 2.3

99.296132Local1,450,000.000 1,456,213.45 1,439,793.91100.428514 -16,419.54 1.3499.296132Base 1,456,213.45 1,439,793.91100.428514 -16,419.54 1.34

16 Aug 20211.74654747AD6 NISSAN AUTO RECEIVABLES OWNER NAROT 2017 A A3


15 Oct 20211.7565478GAD2 NISSAN AUTO RECEIVABLES OWNER NAROT 2017 B A3


15 Oct 20201.8965478HAB4 NISSAN AUTO RECEIVABLES OWNER NAROT 2017 C A2A


18 Apr 20222.1265478HAD0 NISSAN AUTO RECEIVABLES OWNER NAROT 2017 C A3


15 Jan 20211.3265478VAD9 NISSAN AUTO RECEIVABLES OWNER NAROT 2016 B A3


04 Nov 20203.45665859AL8 NORTHERN TRUST CORP SR UNSECURED 11/20 3.45

100.327904Local1,001,000.000 1,010,051.57 1,004,282.32100.904253 -5,769.25 0.93100.327904Base 1,010,051.57 1,004,282.32100.904253 -5,769.25 0.93



November 30, 2018

ATZD



FUND:

Holdings




08 Oct 20192.2568389XAX3 ORACLE CORP SR UNSECURED 10/19 2.25

99.478143Local1,341,000.000 1,333,241.82 1,334,001.9099.421463 760.08 1.2499.478143Base 1,333,241.82 1,334,001.9099.421463 760.08 1.24

28 Jan 20192.269353RCH9 PNC BANK NA SR UNSECURED 01/19 2.2

99.894719Local672,000.000 672,254.52 671,292.51100.037875 -962.01 0.6299.894719Base 672,254.52 671,292.51100.037875 -962.01 0.62

21 Jul 20202.669353RES3 PNC BANK NA SR UNSECURED 07/20 2.6

98.773714Local950,000.000 941,902.16 938,350.2899.147596 -3,551.88 0.8798.773714Base 941,902.16 938,350.2899.147596 -3,551.88 0.87

29 Jul 20191.4569353REX2 PNC BANK NA SR UNSECURED 07/19 1.45

98.956928Local250,000.000 249,923.28 247,392.3299.969312 -2,530.96 0.2398.956928Base 249,923.28 247,392.3299.969312 -2,530.96 0.23

12 Aug 20191.269371RN36 PACCAR FINANCIAL CORP SR UNSECURED 08/19 1.2

98.737899Local270,000.000 270,000.00 266,592.33100.000000 -3,407.67 0.2598.737899Base 270,000.00 266,592.33100.000000 -3,407.67 0.25

10 May 20212.8781369371RP34 PACCAR FINANCIAL CORP SR UNSECURED 05/21 VAR

100.029161Local1,580,000.000 1,581,977.59 1,580,460.74100.125164 -1,516.85 1.47100.029161Base 1,581,977.59 1,580,460.74100.125164 -1,516.85 1.47

23 Oct 20201.9742718FA2 PROCTER + GAMBLE CO/THE SR UNSECURED 10/20 1.9

97.887352Local780,000.000 779,245.12 763,521.3599.903221 -15,723.77 0.7197.887352Base 779,245.12 763,521.3599.903221 -15,723.77 0.71

18 Aug 20202.55857477AS2 STATE STREET CORP SR UNSECURED 08/20 2.55

98.584459Local1,050,000.000 1,061,895.96 1,035,136.82101.132949 -26,759.14 0.9698.584459Base 1,061,895.96 1,035,136.82101.132949 -26,759.14 0.96

15 Jan 20201.4689190BAB4 TOYOTA AUTO RECEIVABLES OWNER TAOT 2017 B A2A


15 Oct 20201.2389231LAD9 TOYOTA AUTO RECEIVABLES OWNER TAOT 2016 D A3




November 30, 2018

ATZD



FUND:

Holdings




16 Mar 20201.2589237KAD5 TOYOTA AUTO RECEIVABLES OWNER TAOT 2016 A A3


15 Nov 20211.7889237RAD0 TOYOTA AUTO RECEIVABLES OWNER TAOT 2017 C A3


01 Apr 20212.05911312BP0 UNITED PARCEL SERVICE SR UNSECURED 04/21 2.05

97.464583Local1,100,000.000 1,079,161.31 1,072,110.4198.105574 -7,050.90 1.0097.464583Base 1,079,161.31 1,072,110.4198.105574 -7,050.90 1.00

01 Nov 20192.891913017CK3 UNITED TECHNOLOGIES CORP SR UNSECURED 11/19 VAR

100.140570Local685,000.000 685,000.00 685,962.90100.000000 962.90 0.64100.140570Base 685,000.00 685,962.90100.000000 962.90 0.64

23 Jun 20212.59638931142EH2 WALMART INC SR UNSECURED 06/21 VAR

100.129209Local625,000.000 625,000.00 625,807.56100.000000 807.56 0.58100.129209Base 625,000.00 625,807.56100.000000 807.56 0.58

04 Mar 20213.66075949746RT0 WELLS FARGO + COMPANY SR UNSECURED 03/21 VAR

101.210458Local500,000.000 507,649.65 506,052.29101.529930 -1,597.36 0.47101.210458Base 507,649.65 506,052.29101.529930 -1,597.36 0.47


100.155957Local1,000,000.000 1,005,345.11 1,001,559.57100.534511 -3,785.54 0.93100.155957Base 1,005,345.11 1,001,559.57100.534511 -3,785.54 0.93

15 Jan 20212.7463194988J5M5 WELLS FARGO BANK NA SR UNSECURED 01/21 VAR

99.211183Local600,000.000 600,000.00 595,267.10100.000000 -4,732.90 0.5599.211183Base 600,000.00 595,267.10100.000000 -4,732.90 0.55


Base45,366,000.000Original Face: 93,513,890.96 92,952,598.70 -561,292.26 86.47

Base93,675,355.110 93,513,890.96 92,952,598.70 -561,292.26 86.47

FIXED INCOME Total



November 30, 2018

ATZD



FUND:

Holdings







November 30, 2018

ATZD



FUND:

Holdings




108,106,528.66Base108,269,867.340FUND Total

107,498,427.89 -608,100.77 100.00Original Face: 45,366,000.000


STATE OF ARIZONA

November 30, 2018

ATZE

ST OF AZ POOL 4 ST AGCY GOV.


FUND:

Holdings





USD US DOLLAR

1.000000Local249,999.930 249,999.93 249,999.931.000000 0.00 0.021.000000Base 249,999.93 249,999.931.000000 0.00 0.02


Base 249,999.93 249,999.93 0.00 0.02

Base249,999.930 249,999.93 249,999.93 0.00 0.02

CASH Total



99.839336Local20,000,000.000 19,967,867.16 19,967,867.1699.839336 0.00 1.6199.839336Base 19,967,867.16 19,967,867.1699.839336 0.00 1.61


98.637375Local100,000,000.000 98,641,449.38 98,637,375.0098.641449 -4,074.38 7.9598.637375Base 98,641,449.38 98,637,375.0098.641449 -4,074.38 7.95


98.411722Local80,000,000.000 78,774,341.10 78,729,377.6098.467926 -44,963.50 6.3598.411722Base 78,774,341.10 78,729,377.6098.467926 -44,963.50 6.35


100.000000Local59,566,542.710 59,566,542.71 59,566,542.71100.000000 0.00 4.80100.000000Base 59,566,542.71 59,566,542.71100.000000 0.00 4.80


100.000000Local205,560,320.180 205,560,320.18 205,560,320.18100.000000 0.00 16.57100.000000Base 205,560,320.18 205,560,320.18100.000000 0.00 16.57


STATE OF ARIZONA

November 30, 2018

ATZE



FUND:

Holdings




03 Dec 20182.35979QHR003 SOUTH STREET REPO

100.000000Local100,000,000.000 100,000,000.00 100,000,000.00100.000000 0.00 8.06100.000000Base 100,000,000.00 100,000,000.00100.000000 0.00 8.06


100.000000Local55,000,000.000 55,000,000.00 55,000,000.00100.000000 0.00 4.43100.000000Base 55,000,000.00 55,000,000.00100.000000 0.00 4.43


Base 617,510,520.53 617,461,482.65 -49,037.88 49.78

Base620,126,862.890 617,510,520.53 617,461,482.65 -49,037.88 49.78



01 May 20282.531307CLJ5 FED HM LN PC POOL J23929 FG 05/28 FIXED 2.5


12 Oct 20213.03130AF5B9 FEDERAL HOME LOAN BANK BONDS 10/21 3

100.188500Local20,000,000.000 19,987,593.07 20,037,700.0099.937965 50,106.93 1.62100.188500Base 19,987,593.07 20,037,700.0099.937965 50,106.93 1.62

23 Nov 20213.03130AFD79 FEDERAL HOME LOAN BANK BONDS 11/21 VAR

99.988500Local5,000,000.000 5,000,000.00 4,999,425.00100.000000 -575.00 0.4099.988500Base 5,000,000.00 4,999,425.00100.000000 -575.00 0.40






STATE OF ARIZONA

November 30, 2018

ATZE



FUND:

Holdings




19 Feb 20202.843132X0EY3 FARMER MAC UNSECURED 02/20 VAR

100.413488Local20,000,000.000 20,000,000.00 20,082,697.60100.000000 82,697.60 1.62100.413488Base 20,000,000.00 20,082,697.60100.000000 82,697.60 1.62

03 Jan 20222.478133132X0NX5 FARMER MAC NOTES 01/22 VAR

99.831876Local5,000,000.000 5,012,280.35 4,991,593.80100.245607 -20,686.55 0.4099.831876Base 5,012,280.35 4,991,593.80100.245607 -20,686.55 0.40

11 Sep 20202.875313370US5 FEDERAL HOME LOAN BANK BONDS 09/20 2.875

100.010000Local9,300,000.000 9,292,261.02 9,300,930.0099.916785 8,668.98 0.75100.010000Base 9,292,261.02 9,300,930.0099.916785 8,668.98 0.75

28 Dec 20181.423133EFUE5 FEDERAL FARM CREDIT BANK BONDS 12/18 1.42

99.937700Local6,875,000.000 6,875,000.00 6,870,716.88100.000000 -4,283.12 0.5599.937700Base 6,875,000.00 6,870,716.88100.000000 -4,283.12 0.55

22 Jan 20212.64553133EFWB9 FEDERAL FARM CREDIT BANK BONDS 01/21 VAR

100.680387Local10,000,000.000 9,999,142.86 10,068,038.7099.991429 68,895.84 0.81100.680387Base 9,999,142.86 10,068,038.7099.991429 68,895.84 0.81

22 Jan 20192.47553133EGMU6 FEDERAL FARM CREDIT BANK BONDS 01/19 VAR

100.040165Local5,000,000.000 5,000,000.00 5,002,008.25100.000000 2,008.25 0.40100.040165Base 5,000,000.00 5,002,008.25100.000000 2,008.25 0.40

15 Mar 20192.45653133EGUP8 FEDERAL FARM CREDIT BANK BONDS 03/19 VAR

100.061742Local10,000,000.000 10,000,000.00 10,006,174.20100.000000 6,174.20 0.81100.061742Base 10,000,000.00 10,006,174.20100.000000 6,174.20 0.81

24 Oct 20192.494883133EGZS7 FEDERAL FARM CREDIT BANK BONDS 10/19 VAR

100.219916Local10,000,000.000 10,000,000.00 10,021,991.60100.000000 21,991.60 0.81100.219916Base 10,000,000.00 10,021,991.60100.000000 21,991.60 0.81

15 Nov 20213.053133EJT74 FEDERAL FARM CREDIT BANK BONDS 11/21 3.05

100.266100Local5,000,000.000 4,995,220.80 5,013,305.0099.904416 18,084.20 0.40100.266100Base 4,995,220.80 5,013,305.0099.904416 18,084.20 0.40

26 Feb 20191.253134G8KY4 FREDDIE MAC NOTES 02/19 1.25

99.725000Local5,700,000.000 5,700,000.00 5,684,325.00100.000000 -15,675.00 0.4699.725000Base 5,700,000.00 5,684,325.00100.000000 -15,675.00 0.46


STATE OF ARIZONA

November 30, 2018

ATZE



FUND:

Holdings




27 Nov 20203.03134GSB95 FREDDIE MAC NOTES 11/20 3

99.935700Local5,000,000.000 5,000,000.00 4,996,785.00100.000000 -3,215.00 0.4099.935700Base 5,000,000.00 4,996,785.00100.000000 -3,215.00 0.40

08 May 20192.2853134GSE68 FREDDIE MAC NOTES 05/19 VAR

99.998000Local10,000,000.000 10,000,000.00 9,999,800.00100.000000 -200.00 0.8199.998000Base 10,000,000.00 9,999,800.00100.000000 -200.00 0.81

28 Jan 20191.3753135G0H63 FANNIE MAE NOTES 01/19 1.375

99.834000Local9,000,000.000 8,999,710.00 8,985,060.0099.996778 -14,650.00 0.7299.834000Base 8,999,710.00 8,985,060.0099.996778 -14,650.00 0.72

27 Jan 20201.73135G0S53 FANNIE MAE NOTES 01/20 1.7

98.734800Local10,000,000.000 10,000,000.00 9,873,480.00100.000000 -126,520.00 0.8098.734800Base 10,000,000.00 9,873,480.00100.000000 -126,520.00 0.80

01 May 20201.3753135G0T52 FANNIE MAE NOTES 05/20 VAR

99.876900Local10,000,000.000 9,997,499.91 9,987,690.0099.974999 -9,809.91 0.8199.876900Base 9,997,499.91 9,987,690.0099.974999 -9,809.91 0.81

22 Jun 20212.753135G0U35 FANNIE MAE NOTES 06/21 2.75

99.820380Local10,000,000.000 9,998,034.58 9,982,038.0099.980346 -15,996.58 0.8099.820380Base 9,998,034.58 9,982,038.0099.980346 -15,996.58 0.80



25 Apr 20421.753136A8PR5 FANNIE MAE FNR 2012 100 TA


25 Aug 20421.753136ACHX2 FANNIE MAE FNR 2013 17 WB


25 Jun 20393.03136AM6C8 FANNIE MAE FNR 2015 24 A



STATE OF ARIZONA

November 30, 2018

ATZE



FUND:

Holdings




25 Nov 20182.4523136ANMF1 FANNIEMAE ACES FNA 2015 M8 FA

0.000000Local0.000 27,195.18 0.000.000000 -27,195.18 0.000.000000Base 27,195.18 0.000.000000 -27,195.18 0.00

25 Apr 20202.6223136AP3Z3 FANNIEMAE ACES FNA 2015 M12 FA


28 Dec 20213.053136G4TN3 FANNIE MAE NOTES 12/21 3.05

99.848300Local48,000,000.000 48,000,000.00 47,927,184.00100.000000 -72,816.00 3.8699.848300Base 48,000,000.00 47,927,184.00100.000000 -72,816.00 3.86

15 Apr 20382.53137A0UL7 FREDDIE MAC FHR 3716 PC




15 Apr 20403.03137APS27 FREDDIE MAC FHR 4053 PA


15 Sep 20412.03137AQTX6 FREDDIE MAC FHR 4048 CA




15 Jul 20272.03137ARV78 FREDDIE MAC FHR 4079 AH


15 Aug 20392.03137ASUV4 FREDDIE MAC FHR 4094 CA



STATE OF ARIZONA

November 30, 2018

ATZE



FUND:

Holdings




15 Aug 20391.753137AUBR9 FREDDIE MAC FHR 4111 AG


15 Feb 20422.03137AW3Y9 FREDDIE MAC FHR 4137 GA


25 Jan 20211.6693137BMUC8 FHLMC MULTIFAMILY STRUCTURED P FHMS KJ03 A1




15 Dec 20443.53137FEVL1 FREDDIE MAC FHR 4800 UA


15 Sep 20303.03137GACU9 FREDDIE MAC FHR 3721 DB


25 Oct 20316.5313921FR4 FANNIE MAE FNR 2001 56 KZ




25 Jul 20414.031397UG52 FANNIE MAE FNR 2011 64 DB


15 Apr 20294.031398CD47 FREDDIE MAC FHR 3527 DA



STATE OF ARIZONA

November 30, 2018

ATZE



FUND:

Holdings






20 Apr 20423.62536179MBB5 GNMA II POOL MA0034 G2 04/42 FLOATING VAR


20 Nov 20333.53617HPQB3 GNMA II POOL BJ2250 G2 11/33 FIXED 3.5


20 Aug 20412.038375GZ53 GOVERNMENT NATIONAL MORTGAGE A GNR 2012 102 PA


20 Dec 20632.038375U4R8 GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H01 QA


20 Dec 20452.538376UVE6 GOVERNMENT NATIONAL MORTGAGE A GNR 2017 77 BE








20 Apr 20432.538379HVF9 GOVERNMENT NATIONAL MORTGAGE A GNR 2014 180 PB



STATE OF ARIZONA

November 30, 2018

ATZE



FUND:

Holdings








20 Dec 20452.538379TLD9 GOVERNMENT NATIONAL MORTGAGE A GNR 2015 186 PE


16 Aug 20562.038379UF43 GOVERNMENT NATIONAL MORTGAGE A GNR 2016 105 A






20 Jan 20443.038380KE27 GOVERNMENT NATIONAL MORTGAGE A GNR 2018 22 JA


26 Jan 20216903534B0 OVERSEAS PRIVATE INV COR US GOVT GUAR 01/21 0.00000

100.600000Local7,000,000.000 7,030,000.93 7,042,000.00100.428585 11,999.07 0.57100.600000Base 7,030,000.93 7,042,000.00100.428585 11,999.07 0.57

15 Nov 20196903534R5 OVERSEAS PRIVATE INV COR US GOVT GUAR 11/19 0.00000

99.940000Local2,800,000.000 2,803,722.33 2,798,320.00100.132940 -5,402.33 0.2399.940000Base 2,803,722.33 2,798,320.00100.132940 -5,402.33 0.23

15 Mar 20194.375742651DG4 PRIVATE EXPORT FUNDING US GOVT GUAR 03/19 4.375

100.514200Local16,077,000.000 16,174,493.18 16,159,667.93100.606414 -14,825.25 1.30100.514200Base 16,174,493.18 16,159,667.93100.606414 -14,825.25 1.30


STATE OF ARIZONA

November 30, 2018

ATZE



FUND:

Holdings




27 Dec 2018912796QQ5 TREASURY BILL 12/18 0.00000

99.852670Local20,000,000.000 19,968,762.46 19,970,534.0099.843812 1,771.54 1.6199.852670Base 19,968,762.46 19,970,534.0099.843812 1,771.54 1.61

31 May 20202.59128284Q0 US TREASURY N/B 05/20 2.5

99.542969Local20,000,000.000 19,986,214.72 19,908,593.8099.931074 -77,620.92 1.6099.542969Base 19,986,214.72 19,908,593.8099.931074 -77,620.92 1.60


99.664062Local65,000,000.000 64,871,802.97 64,781,640.3099.802774 -90,162.67 5.2299.664062Base 64,871,802.97 64,781,640.3099.802774 -90,162.67 5.22


99.867188Local45,000,000.000 44,919,563.47 44,940,234.6099.821252 20,671.13 3.6299.867188Base 44,919,563.47 44,940,234.6099.821252 20,671.13 3.62

31 Oct 20202.8759128285G1 US TREASURY N/B 10/20 2.875

100.082031Local15,000,000.000 15,015,062.24 15,012,304.65100.100415 -2,757.59 1.21100.082031Base 15,015,062.24 15,012,304.65100.100415 -2,757.59 1.21


96.332031Local5,000,000.000 4,979,541.44 4,816,601.5599.590829 -162,939.89 0.3996.332031Base 4,979,541.44 4,816,601.5599.590829 -162,939.89 0.39


0.000000Local0.000 -0.03 0.000.000000 0.03 0.000.000000Base -0.03 0.000.000000 0.03 0.00

30 Jun 20181.375912828VK3 US TREASURY N/B 06/18 1.375

0.000000Local0.000 -57,544.17 0.000.000000 57,544.17 0.000.000000Base -57,544.17 0.000.000000 57,544.17 0.00


99.234375Local10,000,000.000 9,955,174.07 9,923,437.5099.551741 -31,736.57 0.8099.234375Base 9,955,174.07 9,923,437.5099.551741 -31,736.57 0.80


99.515625Local25,000,000.000 24,952,977.20 24,878,906.2599.811909 -74,070.95 2.0199.515625Base 24,952,977.20 24,878,906.2599.811909 -74,070.95 2.01


STATE OF ARIZONA

November 30, 2018

ATZE



FUND:

Holdings






Base629,034,142.130 629,562,687.66 622,763,643.94 -6,799,043.72 50.20

FIXED INCOME Total



STATE OF ARIZONA

November 30, 2018

ATZE



FUND:

Holdings




1,247,323,208.12Base1,249,411,004.950FUND Total

1,240,475,126.52 -6,848,081.60 100.00Original Face: 463,053,941.000


STATE OF ARIZONA

November 30, 2018

ATZF

ST OF AZ POOL 5 LGIP


FUND:

Holdings





USD US DOLLAR

1.000000Local0.030 0.03 0.031.000000 0.00 0.001.000000Base 0.03 0.031.000000 0.00 0.00

US DOLLAR Total0.030 Local 0.03 0.03 0.00 0.00

Base 0.03 0.03 0.00 0.00

Base0.030 0.03 0.03 0.00 0.00

CASH Total


21 Dec 20182.2803785EMM3 APPLE INC

99.873333Local20,000,000.000 19,974,666.66 19,974,666.6699.873333 0.00 1.2599.873333Base 19,974,666.66 19,974,666.6699.873333 0.00 1.25

24 Jan 20192.403785ENQ3 APPLE INC

99.640000Local25,000,000.000 24,910,000.00 24,910,000.0099.640000 0.00 1.5699.640000Base 24,910,000.00 24,910,000.0099.640000 0.00 1.56

07 Dec 20182.3206370RFV6 BANK OF MONTREAL-

100.000000Local20,000,000.000 20,000,000.00 20,000,000.00100.000000 0.00 1.25100.000000Base 20,000,000.00 20,000,000.00100.000000 0.00 1.25

22 Feb 20192.4907644BPN6 BEDFORD ROW FDG CORP

99.425917Local25,000,000.000 24,856,479.17 24,856,479.1799.425917 0.00 1.5599.425917Base 24,856,479.17 24,856,479.1799.425917 0.00 1.55

18 Dec 20182.3209702MMJ9 BOEING CO.

99.890444Local25,000,000.000 24,972,611.11 24,972,611.1199.890444 0.00 1.5699.890444Base 24,972,611.11 24,972,611.1199.890444 0.00 1.56


STATE OF ARIZONA

November 30, 2018

ATZF



FUND:

Holdings




27 Feb 20192.5509702MPT4 BOEING CO.

99.376667Local25,000,000.000 24,844,166.67 24,844,166.6799.376667 0.00 1.5599.376667Base 24,844,166.67 24,844,166.6799.376667 0.00 1.55

04 Dec 20182.3712572KM47 CME GROUP INC

99.980250Local33,285,000.000 33,278,426.21 33,278,426.2199.980250 0.00 2.0899.980250Base 33,278,426.21 33,278,426.2199.980250 0.00 2.08


99.974778Local25,000,000.000 24,993,694.44 24,993,694.4499.974778 0.00 1.5699.974778Base 24,993,694.44 24,993,694.4499.974778 0.00 1.56

28 Dec 20182.4514912EMU8 CATERPLR FIN SRV CO.

99.816250Local25,000,000.000 24,954,062.50 24,954,062.5099.816250 0.00 1.5699.816250Base 24,954,062.50 24,954,062.5099.816250 0.00 1.56

14 Dec 20182.3515060YME7 CEDAR SPRING CPTL CO

99.915139Local25,000,000.000 24,978,784.72 24,978,784.7299.915139 0.00 1.5699.915139Base 24,978,784.72 24,978,784.7299.915139 0.00 1.56

20 Dec 20182.3215060YML1 CEDAR SPRING CPTL CO

99.877556Local20,000,000.000 19,975,511.11 19,975,511.1199.877556 0.00 1.2599.877556Base 19,975,511.11 19,975,511.1199.877556 0.00 1.25

13 Dec 20182.1416677KMD2 CHEVRON CORP

99.928667Local25,000,000.000 24,982,166.67 24,982,166.6799.928667 0.00 1.5699.928667Base 24,982,166.67 24,982,166.6799.928667 0.00 1.56

22 Jan 20192.419121BNN5 COCA-COLA COMPANY

99.653333Local16,000,000.000 15,944,533.33 15,944,533.3399.653333 0.00 1.0099.653333Base 15,944,533.33 15,944,533.3399.653333 0.00 1.00

03 Dec 20182.252063C1M31 CONCORD MIN CPTL CO

99.987500Local25,000,000.000 24,996,875.00 24,996,875.0099.987500 0.00 1.5699.987500Base 24,996,875.00 24,996,875.0099.987500 0.00 1.56

20 Dec 20182.322063C1ML1 CONCORD MIN CPTL CO

99.877556Local25,000,000.000 24,969,388.89 24,969,388.8999.877556 0.00 1.5699.877556Base 24,969,388.89 24,969,388.8999.877556 0.00 1.56


STATE OF ARIZONA

November 30, 2018

ATZF



FUND:

Holdings





100.000000Local17,613,763.100 17,613,763.10 17,613,763.10100.000000 0.00 1.10100.000000Base 17,613,763.10 17,613,763.10100.000000 0.00 1.10

11 Dec 20182.3323102VMB3 CUMMINS INC

99.935278Local15,000,000.000 14,990,291.67 14,990,291.6799.935278 0.00 0.9499.935278Base 14,990,291.67 14,990,291.6799.935278 0.00 0.94

18 Dec 20182.3523102VMJ6 CUMMINS INC

99.889028Local15,000,000.000 14,983,354.17 14,983,354.1799.889028 0.00 0.9499.889028Base 14,983,354.17 14,983,354.1799.889028 0.00 0.94

02 Jan 20192.4323102VN22 CUMMINS INC

99.784000Local15,000,000.000 14,967,600.00 14,967,600.0099.784000 0.00 0.9399.784000Base 14,967,600.00 14,967,600.0099.784000 0.00 0.93

19 Dec 20182.1430229BMK0 EXXON MOBIL CORP

99.893000Local25,000,000.000 24,973,250.00 24,973,250.0099.893000 0.00 1.5699.893000Base 24,973,250.00 24,973,250.0099.893000 0.00 1.56

21 Dec 20182.2430229BMM6 EXXON MOBIL CORP

99.875556Local25,000,000.000 24,968,888.89 24,968,888.8999.875556 0.00 1.5699.875556Base 24,968,888.89 24,968,888.8999.875556 0.00 1.56

10 Dec 20182.2430601WMA4 FAIRWAY FINANCE CORP

99.944000Local10,000,000.000 9,994,400.00 9,994,400.0099.944000 0.00 0.6299.944000Base 9,994,400.00 9,994,400.0099.944000 0.00 0.62

11 Feb 20192.6330601WPB9 FAIRWAY FINANCE CORP

99.474000Local15,000,000.000 14,921,100.00 14,921,100.0099.474000 0.00 0.9399.474000Base 14,921,100.00 14,921,100.0099.474000 0.00 0.93

04 Feb 20192.6838346MP40 GOTHAM FDG CORP

99.516111Local25,000,000.000 24,879,027.77 24,879,027.7799.516111 0.00 1.5599.516111Base 24,879,027.77 24,879,027.7799.516111 0.00 1.55

13 Dec 20182.2740588MMD6 HALKIN FINANCE LLC USC

99.924333Local10,000,000.000 9,992,433.33 9,992,433.3399.924333 0.00 0.6299.924333Base 9,992,433.33 9,992,433.3399.924333 0.00 0.62


STATE OF ARIZONA

November 30, 2018

ATZF



FUND:

Holdings




21 Dec 20182.3440588MMM6 HALKIN FINANCE LLC USC

99.870000Local40,000,000.000 39,948,000.00 39,948,000.0099.870000 0.00 2.5099.870000Base 39,948,000.00 39,948,000.0099.870000 0.00 2.50

03 Dec 20182.2545113VM31 IBM CREDIT LLC

99.987500Local8,000,000.000 7,999,000.00 7,999,000.0099.987500 0.00 0.5099.987500Base 7,999,000.00 7,999,000.0099.987500 0.00 0.50

05 Dec 20182.345113VM56 IBM CREDIT LLC

99.974444Local11,425,000.000 11,422,080.28 11,422,080.2899.974444 0.00 0.7199.974444Base 11,422,080.28 11,422,080.2899.974444 0.00 0.71

16 Jan 20192.4145113VNG1 IBM CREDIT LLC

99.692055Local25,000,000.000 24,923,013.84 24,923,013.8499.692055 0.00 1.5699.692055Base 24,923,013.84 24,923,013.8499.692055 0.00 1.56

18 Dec 20182.3445920GMJ2 INTL BUS MACH CORP

99.889500Local10,000,000.000 9,988,950.00 9,988,950.0099.889500 0.00 0.6299.889500Base 9,988,950.00 9,988,950.0099.889500 0.00 0.62

05 Dec 20182.254820P3M59 JUPITER SECT CO LLC

99.975000Local25,000,000.000 24,993,750.00 24,993,750.0099.975000 0.00 1.5699.975000Base 24,993,750.00 24,993,750.0099.975000 0.00 1.56

13 Feb 20192.6448802TE84 KELLS FDG LLC

99.457333Local22,500,000.000 22,377,900.00 22,377,900.0099.457333 0.00 1.4099.457333Base 22,377,900.00 22,377,900.0099.457333 0.00 1.40

11 Dec 20182.2548803THM9 KELLS FDG LLC

99.937500Local14,250,000.000 14,241,093.75 14,241,093.7599.937500 0.00 0.8999.937500Base 14,241,093.75 14,241,093.7599.937500 0.00 0.89

04 Dec 20182.2852952MM49 LEXINGTN PKR CAP CO LL

99.981000Local15,000,000.000 14,997,150.00 14,997,150.0099.981000 0.00 0.9499.981000Base 14,997,150.00 14,997,150.0099.981000 0.00 0.94

07 Jan 20192.552952MN71 LEXINGTN PKR CAP CO LL

99.743056Local10,000,000.000 9,974,305.55 9,974,305.5599.743056 0.00 0.6299.743056Base 9,974,305.55 9,974,305.5599.743056 0.00 0.62


STATE OF ARIZONA

November 30, 2018

ATZF



FUND:

Holdings




31 Dec 20182.3756274MMX7 MANHATTAN ASSET FDG.

99.802500Local25,000,000.000 24,950,625.00 24,950,625.0099.802500 0.00 1.5699.802500Base 24,950,625.00 24,950,625.0099.802500 0.00 1.56

11 Jan 20192.5556274MNB4 MANHATTAN ASSET FDG.

99.709583Local11,450,000.000 11,416,747.30 11,416,747.3099.709583 0.00 0.7199.709583Base 11,416,747.30 11,416,747.3099.709583 0.00 0.71

17 Jan 20192.3658934BNH3 MERCK & CO. INC

99.691889Local25,000,000.000 24,922,972.22 24,922,972.2299.691889 0.00 1.5699.691889Base 24,922,972.22 24,922,972.2299.691889 0.00 1.56

17 Dec 20182.3462455BMH5 MOUNTCLIFF

99.896000Local5,000,000.000 4,994,800.00 4,994,800.0099.896000 0.00 0.3199.896000Base 4,994,800.00 4,994,800.0099.896000 0.00 0.31

19 Dec 20182.3462455BMK8 MOUNTCLIFF

99.883000Local25,000,000.000 24,970,750.00 24,970,750.0099.883000 0.00 1.5699.883000Base 24,970,750.00 24,970,750.0099.883000 0.00 1.56

20 Dec 20182.3562455BML6 MOUNTCLIFF

99.875972Local15,000,000.000 14,981,395.84 14,981,395.8499.875972 0.00 0.9499.875972Base 14,981,395.84 14,981,395.8499.875972 0.00 0.94

08 Jan 20192.3363763QN86 NATIONAL SECS CLEARING

99.754056Local25,000,000.000 24,938,513.89 24,938,513.8999.754056 0.00 1.5699.754056Base 24,938,513.89 24,938,513.8999.754056 0.00 1.56

06 Dec 20182.1964105SM62 NESTLE FIN FRANCE S.

99.969583Local25,000,000.000 24,992,395.83 24,992,395.8399.969583 0.00 1.5699.969583Base 24,992,395.83 24,992,395.8399.969583 0.00 1.56

20 Dec 20182.2464105SML9 NESTLE FIN FRANCE S.

99.881778Local25,000,000.000 24,970,444.45 24,970,444.4599.881778 0.00 1.5699.881778Base 24,970,444.45 24,970,444.4599.881778 0.00 1.56

29 Jan 20192.4566844DNV0 NORTHWESTERN UNIVERS

99.598472Local30,000,000.000 29,879,541.66 29,879,541.6699.598472 0.00 1.8799.598472Base 29,879,541.66 29,879,541.6699.598472 0.00 1.87


STATE OF ARIZONA

November 30, 2018

ATZF



FUND:

Holdings




06 Dec 20182.2467983UM67 OLD LINE FUNDING LLC

99.968889Local25,000,000.000 24,992,222.22 24,992,222.2299.968889 0.00 1.5699.968889Base 24,992,222.22 24,992,222.2299.968889 0.00 1.56


99.389028Local10,000,000.000 9,938,902.78 9,938,902.7899.389028 0.00 0.6299.389028Base 9,938,902.78 9,938,902.7899.389028 0.00 0.62

28 Feb 20192.6867983UPU1 OLD LINE FUNDING LLC

99.337444Local15,000,000.000 14,900,616.67 14,900,616.6799.337444 0.00 0.9399.337444Base 14,900,616.67 14,900,616.6799.337444 0.00 0.93

03 Dec 20182.1571708FM33 PFIZER INC

99.988056Local8,000,000.000 7,999,044.44 7,999,044.4499.988056 0.00 0.5099.988056Base 7,999,044.44 7,999,044.4499.988056 0.00 0.50

20 Dec 20182.2882124MML1 SHEFFIELD RECEIVABLE

99.879667Local25,000,000.000 24,969,916.67 24,969,916.6799.879667 0.00 1.5699.879667Base 24,969,916.67 24,969,916.6799.879667 0.00 1.56

21 Dec 20182.3882124MMM9 SHEFFIELD RECEIVABLE

99.867778Local17,040,000.000 17,017,469.34 17,017,469.3499.867778 0.00 1.0699.867778Base 17,017,469.34 17,017,469.3499.867778 0.00 1.06

18 Dec 20182.38225X3MJ8 SHELL INTNL FNC B.V

99.891389Local25,000,000.000 24,972,847.22 24,972,847.2299.891389 0.00 1.5699.891389Base 24,972,847.22 24,972,847.2299.891389 0.00 1.56

11 Dec 20182.2688602UMB3 THUNDER BAY FNDNG LLC

99.937222Local25,000,000.000 24,984,305.55 24,984,305.5599.937222 0.00 1.5699.937222Base 24,984,305.55 24,984,305.5599.937222 0.00 1.56

27 Dec 20182.3688602UMT4 THUNDER BAY FNDNG LLC

99.829556Local25,000,000.000 24,957,388.89 24,957,388.8999.829556 0.00 1.5699.829556Base 24,957,388.89 24,957,388.8999.829556 0.00 1.56

16 Jan 20192.390328BNG2 USAA CAPITAL CORP

99.706111Local30,000,000.000 29,911,833.33 29,911,833.3399.706111 0.00 1.8799.706111Base 29,911,833.33 29,911,833.3399.706111 0.00 1.87


STATE OF ARIZONA

November 30, 2018

ATZF



FUND:

Holdings




27 Dec 20182.3190477EMT8 UNILEVER CAPITAL CRP

99.833167Local25,000,000.000 24,958,291.67 24,958,291.6799.833167 0.00 1.5699.833167Base 24,958,291.67 24,958,291.6799.833167 0.00 1.56


99.800167Local20,000,000.000 19,960,033.33 19,960,033.3399.800167 0.00 1.2599.800167Base 19,960,033.33 19,960,033.3399.800167 0.00 1.25

10 Jan 20192.229912796QS1 TREASURY BILL 01/19 0.00000

99.752333Local10,000,000.000 9,975,233.33 9,975,233.3399.752333 0.00 0.6299.752333Base 9,975,233.33 9,975,233.3399.752333 0.00 0.62

18 Dec 20182.181912796UE7 TREASURY BILL 12/18 0.00000

99.897008Local10,000,000.000 9,989,700.83 9,989,700.8399.897008 0.00 0.6299.897008Base 9,989,700.83 9,989,700.8399.897008 0.00 0.62

03 Dec 20182.28924CUD006 MIZUHO 06/14 VAR 1

100.000000Local33,098,574.700 33,098,574.70 33,098,574.70100.000000 0.00 2.07100.000000Base 33,098,574.70 33,098,574.70100.000000 0.00 2.07

27 Dec 20182.3592646LMT4 VICTORY RECEIVABLES

99.830278Local11,656,000.000 11,636,217.18 11,636,217.1899.830278 0.00 0.7399.830278Base 11,636,217.18 11,636,217.1899.830278 0.00 0.73

04 Jan 20192.492646LN48 VICTORY RECEIVABLES

99.773333Local15,000,000.000 14,966,000.00 14,966,000.0099.773333 0.00 0.9399.773333Base 14,966,000.00 14,966,000.0099.773333 0.00 0.93

01 Feb 20192.692646LP12 VICTORY RECEIVABLES

99.552222Local20,000,000.000 19,910,444.45 19,910,444.4599.552222 0.00 1.2499.552222Base 19,910,444.45 19,910,444.4599.552222 0.00 1.24

03 Dec 20182.25927YHY004 RBC CAPITAL MARKETS REPO 04/16 VAR

100.000000Local100,000,000.000 100,000,000.00 100,000,000.00100.000000 0.00 6.25100.000000Base 100,000,000.00 100,000,000.00100.000000 0.00 6.25

10 Dec 20182.3193114FMA9 WAL-MART STORES INC

99.942250Local14,800,000.000 14,791,453.00 14,791,453.0099.942250 0.00 0.9299.942250Base 14,791,453.00 14,791,453.0099.942250 0.00 0.92


STATE OF ARIZONA

November 30, 2018

ATZF



FUND:

Holdings




11 Dec 20182.3293114FMB7 WAL-MART STORES INC

99.935556Local25,000,000.000 24,983,888.89 24,983,888.8999.935556 0.00 1.5699.935556Base 24,983,888.89 24,983,888.8999.935556 0.00 1.56

03 Dec 20182.05979QRC005 BANK OF AMERICA REPO

100.000000Local100,000,000.000 100,000,000.00 100,000,000.00100.000000 0.00 6.25100.000000Base 100,000,000.00 100,000,000.00100.000000 0.00 6.25

US DOLLAR Total1,514,118,337.800 Local 1,511,713,289.51 1,511,713,289.51 0.00 94.42

Base 1,511,713,289.51 1,511,713,289.51 0.00 94.42

Base1,514,118,337.800 1,511,713,289.51 1,511,713,289.51 0.00 94.42





15 May 20192.314314XAA7 CARMAX AUTO OWNER TRUST CARMX 2018 2 A1


15 Nov 20192.5919814315EAA8 CARMAX AUTO OWNER TRUST CARMX 2018 4 A1


24 Jun 20192.4524704AAA4 DELL EQUIPMENT FINANCE TRUST DEFT 2018 1 A1 144A


22 Oct 20192.6596124704DAA8 DELL EQUIPMENT FINANCE TRUST DEFT 2018 2 A1 144A



STATE OF ARIZONA

November 30, 2018

ATZF



FUND:

Holdings




10 May 20192.4545905U7K4 INTL BK RECON + DEVELOP SR UNSECURED 05/19 VAR

100.004000Local25,000,000.000 25,000,000.00 25,001,000.00100.000000 1,000.00 1.56100.004000Base 25,000,000.00 25,001,000.00100.000000 1,000.00 1.56

15 Aug 20192.3558772RAA2 MERCEDES BENZ AUTO RECEIVABLES MBART 2018 1 A1



99.852670Local40,000,000.000 39,937,217.26 39,941,068.0099.843043 3,850.74 2.4999.852670Base 39,937,217.26 39,941,068.0099.843043 3,850.74 2.49


Base46,000,000.000Original Face: 89,335,632.36 89,325,683.74 -9,948.62 5.58

Base89,398,415.100 89,335,632.36 89,325,683.74 -9,948.62 5.58

FIXED INCOME Total



STATE OF ARIZONA

November 30, 2018

ATZF



FUND:

Holdings




1,601,048,921.90Base1,603,516,752.930FUND Total

1,601,038,973.28 -9,948.62 100.00Original Face: 46,000,000.000


STATE OF ARIZONA

November 30, 2018

ATZG

ST OF AZ POOL 7 LGIP FF&C


FUND:

Holdings





USD US DOLLAR

1.000000Local-2,502.580 -2,502.58 -2,502.581.000000 0.00 0.001.000000Base -2,502.58 -2,502.581.000000 0.00 0.00

US DOLLAR Total-2,502.580 Local -2,502.58 -2,502.58 0.00 0.00

Base -2,502.58 -2,502.58 0.00 0.00

Base-2,502.580 -2,502.58 -2,502.58 0.00 0.00

CASH Total



100.000000Local79,602,381.200 79,602,381.20 79,602,381.20100.000000 0.00 5.85100.000000Base 79,602,381.20 79,602,381.20100.000000 0.00 5.85

06 Dec 20182.101912796PE3 TREASURY BILL 12/18 0.00000

99.970819Local40,000,000.000 39,988,327.78 39,988,327.7899.970819 0.00 2.9499.970819Base 39,988,327.78 39,988,327.7899.970819 0.00 2.94

31 Jan 20192.153912796PP8 TREASURY BILL 01/19 0.00000

99.635186Local20,000,000.000 19,927,037.22 19,927,037.2299.635186 0.00 1.4699.635186Base 19,927,037.22 19,927,037.2299.635186 0.00 1.46

13 Dec 20182.096912796QN2 TREASURY BILL 12/18 0.00000

99.930133Local40,000,000.000 39,972,053.33 39,972,053.3399.930133 0.00 2.9499.930133Base 39,972,053.33 39,972,053.3399.930133 0.00 2.94

20 Dec 20182.05912796QP7 TREASURY BILL 12/18 0.00000

99.891806Local20,000,000.000 19,978,361.11 19,978,361.1199.891806 0.00 1.4799.891806Base 19,978,361.11 19,978,361.1199.891806 0.00 1.47


STATE OF ARIZONA

November 30, 2018

ATZG



FUND:

Holdings




10 Jan 20192.229912796QS1 TREASURY BILL 01/19 0.00000

99.752333Local20,000,000.000 19,950,466.67 19,950,466.6799.752333 0.00 1.4799.752333Base 19,950,466.67 19,950,466.6799.752333 0.00 1.47

24 Jan 20192.1305912796QU6 TREASURY BILL 01/19 0.00000

99.680425Local20,000,000.000 19,936,085.00 19,936,085.0099.680425 0.00 1.4799.680425Base 19,936,085.00 19,936,085.0099.680425 0.00 1.47

11 Dec 20182.1725912796UD9 TREASURY BILL 12/18 0.00000

99.939653Local40,000,000.000 39,975,861.11 39,975,861.1199.939653 0.00 2.9499.939653Base 39,975,861.11 39,975,861.1199.939653 0.00 2.94


99.897008Local20,000,000.000 19,979,401.67 19,979,401.6799.897008 0.00 1.4799.897008Base 19,979,401.67 19,979,401.6799.897008 0.00 1.47

26 Dec 20182.2625912796UF4 TREASURY BILL 12/18 0.00000

99.844918Local112,000,000.000 111,826,308.20 111,826,308.2099.844918 0.00 8.2299.844918Base 111,826,308.20 111,826,308.2099.844918 0.00 8.22

08 Jan 20192.2815912796UH0 TREASURY BILL 01/19 0.00000

99.759175Local30,000,000.000 29,927,752.50 29,927,752.5099.759175 0.00 2.2099.759175Base 29,927,752.50 29,927,752.5099.759175 0.00 2.20

22 Jan 20192.307912796UK3 TREASURY BILL 01/19 0.00000

99.666767Local20,000,000.000 19,933,353.33 19,933,353.3399.666767 0.00 1.4699.666767Base 19,933,353.33 19,933,353.3399.666767 0.00 1.46


100.000000Local85,000,000.000 85,000,000.00 85,000,000.00100.000000 0.00 6.25100.000000Base 85,000,000.00 85,000,000.00100.000000 0.00 6.25


100.000000Local110,000,000.000 110,000,000.00 110,000,000.00100.000000 0.00 8.08100.000000Base 110,000,000.00 110,000,000.00100.000000 0.00 8.08

03 Dec 20181.15979RFJ001 ALLIANCE BANK OF ARIZONA MONEY

100.000000Local2,503.070 2,503.07 2,503.07100.000000 0.00 0.00100.000000Base 2,503.07 2,503.07100.000000 0.00 0.00


STATE OF ARIZONA

November 30, 2018

ATZG



FUND:

Holdings





100.000000Local229,153,003.710 229,153,003.71 229,153,003.71100.000000 0.00 16.84100.000000Base 229,153,003.71 229,153,003.71100.000000 0.00 16.84


Base 885,152,895.90 885,152,895.90 0.00 65.05

Base885,757,887.980 885,152,895.90 885,152,895.90 0.00 65.05



03 Jan 2019912796PK9 TREASURY BILL 01/19 0.00000

99.807219Local40,000,000.000 39,919,846.70 39,922,887.6099.799617 3,040.90 2.9399.807219Base 39,919,846.70 39,922,887.6099.799617 3,040.90 2.93

28 Feb 2019912796PT0 TREASURY BILL 02/19 0.00000

99.439937Local30,000,000.000 29,824,877.63 29,831,981.1099.416259 7,103.47 2.1999.439937Base 29,824,877.63 29,831,981.1099.416259 7,103.47 2.19

20 Dec 2018912796QP7 TREASURY BILL 12/18 0.00000

99.898413Local38,000,000.000 37,957,426.04 37,961,396.9499.887963 3,970.90 2.7999.898413Base 37,957,426.04 37,961,396.9499.887963 3,970.90 2.79


99.852670Local108,000,000.000 107,832,605.47 107,840,883.6099.845005 8,278.13 7.9299.852670Base 107,832,605.47 107,840,883.6099.845005 8,278.13 7.92

10 Jan 2019912796QS1 TREASURY BILL 01/19 0.00000

99.764479Local40,000,000.000 39,902,324.40 39,905,791.6099.755811 3,467.20 2.9399.764479Base 39,902,324.40 39,905,791.6099.755811 3,467.20 2.93

07 Feb 20190.01912796QW2 TREASURY BILL 02/19 0.00000

99.578333Local51,000,000.000 50,782,093.17 50,784,949.8399.572732 2,856.66 3.7399.578333Base 50,782,093.17 50,784,949.8399.572732 2,856.66 3.73


STATE OF ARIZONA

November 30, 2018

ATZG



FUND:

Holdings




04 Apr 20190.01912796RD3 TREASURY BILL 04/19 0.00000

99.188410Local20,000,000.000 19,840,143.29 19,837,682.0099.200716 -2,461.29 1.4699.188410Base 19,840,143.29 19,837,682.0099.200716 -2,461.29 1.46

11 Apr 20190.01912796RG6 TREASURY BILL 04/19 0.00000

99.131937Local20,000,000.000 19,827,807.84 19,826,387.4099.139039 -1,420.44 1.4699.131937Base 19,827,807.84 19,826,387.4099.139039 -1,420.44 1.46

11 Dec 20180.01912796UD9 TREASURY BILL 12/18 0.00000

99.952222Local20,000,000.000 19,987,966.67 19,990,444.4099.939833 2,477.73 1.4799.952222Base 19,987,966.67 19,990,444.4099.939833 2,477.73 1.47


99.909583Local30,000,000.000 29,969,116.67 29,972,874.9099.897056 3,758.23 2.2099.909583Base 29,969,116.67 29,972,874.9099.897056 3,758.23 2.20

15 Jan 20190.01912796UJ6 TREASURY BILL 01/19 0.00000

99.729757Local40,000,000.000 39,884,689.96 39,891,902.8099.711725 7,212.84 2.9399.729757Base 39,884,689.96 39,891,902.8099.711725 7,212.84 2.93

22 Jan 20190.01912796UK3 TREASURY BILL 01/19 0.00000

99.682292Local40,000,000.000 39,866,094.22 39,872,916.8099.665236 6,822.58 2.9399.682292Base 39,866,094.22 39,872,916.8099.665236 6,822.58 2.93

US DOLLAR Total477,000,000.000 Local 475,594,992.06 475,640,098.97 45,106.91 34.95

Base 475,594,992.06 475,640,098.97 45,106.91 34.95

Base477,000,000.000 475,594,992.06 475,640,098.97 45,106.91 34.95

FIXED INCOME Total


STATE OF ARIZONA

November 30, 2018

ATZG



FUND:

Holdings




1,360,745,385.38Base1,362,755,385.400FUND Total

1,360,790,492.29 45,106.91 100.00



November 30, 2018

ATZH

ST OF AZ POOL 10 ST OPERATING


FUND:

Holdings





USD US DOLLAR

1.000000Local-10,000,000.000 -10,000,000.00 -10,000,000.001.000000 0.00 8.521.000000Base -10,000,000.00 -10,000,000.001.000000 0.00 8.52


Base -10,000,000.00 -10,000,000.00 0.00 8.52

Base-10,000,000.000 -10,000,000.00 -10,000,000.00 0.00 8.52

CASH Total


01 Feb 20193.0264474GS0 DULUTH MN INDEP SCH DIST 709C DULEDU 02/19 FIXED 3

100.328918Local2,125,000.000 2,131,989.50 2,131,989.50100.328918 0.00 1.82100.328918Base 2,131,989.50 2,131,989.50100.328918 0.00 1.82

31 Dec 20301.554535919TFTII0 DREYFUS TAX EXEMPT CASH MGT DREYFUS TAX EX CASH MGT FD 264

100.000000Local10,090,056.240 10,090,056.24 10,090,056.24100.000000 0.00 8.60100.000000Base 10,090,056.24 10,090,056.24100.000000 0.00 8.60


Base 12,222,045.74 12,222,045.74 0.00 10.41

Base12,215,056.240 12,222,045.74 12,222,045.74 0.00 10.41





November 30, 2018

ATZH



FUND:

Holdings




15 Mar 20195.0021087VV0 ALPINE UT SCH DIST ALPSCD 03/19 FIXED 5

100.899000Local10,050,000.000 10,152,944.09 10,140,349.50101.024319 -12,594.59 8.64100.899000Base 10,152,944.09 10,140,349.50101.024319 -12,594.59 8.64

01 Dec 20182.0091753DW0 BIWABIK MN BIW 12/18 FIXED 2

100.000000Local2,865,000.000 2,865,000.00 2,865,000.00100.000000 0.00 2.44100.000000Base 2,865,000.00 2,865,000.00100.000000 0.00 2.44

15 Feb 20195.0145628YG2 CARROLLTON FARMERS BRANCH TX I CLTSCD 02/19 FIXED 5

100.652000Local3,550,000.000 3,576,432.58 3,573,146.00100.744580 -3,286.58 3.04100.652000Base 3,576,432.58 3,573,146.00100.744580 -3,286.58 3.04

01 Jan 20371.64186103FJ1 CLEVELAND CUYAHOGA CNTY OH POR CLETRN 01/37 ADJUSTABLE VAR

100.000000Local3,650,000.000 3,650,000.00 3,650,000.00100.000000 0.00 3.11100.000000Base 3,650,000.00 3,650,000.00100.000000 0.00 3.11

01 Jul 20481.720774YQN0 CONNECTICUT ST HLTH EDUCTNL CTSMED 07/48 ADJUSTABLE VAR

100.000000Local3,700,000.000 3,700,000.00 3,700,000.00100.000000 0.00 3.15100.000000Base 3,700,000.00 3,700,000.00100.000000 0.00 3.15

15 Feb 20193.0248866W27 DENTON TX DNN 02/19 FIXED 3

100.245000Local3,000,000.000 3,008,969.04 3,007,350.00100.298968 -1,619.04 2.56100.245000Base 3,008,969.04 3,007,350.00100.298968 -1,619.04 2.56

15 Jun 20194.0250325SC2 DESCHUTES CNTY OR ADMIN SCH DI DESSCD 06/19 FIXED 4

101.129000Local1,675,000.000 1,697,534.13 1,693,910.75101.345321 -3,623.38 1.44101.129000Base 1,697,534.13 1,693,910.75101.345321 -3,623.38 1.44

01 Mar 20195.037358MCW9 GEORGIA ST ROAD TOLLWAY AUTH GASTRN 03/19 FIXED 5

100.772000Local7,850,000.000 7,918,387.96 7,910,602.00100.871184 -7,785.96 6.74100.772000Base 7,918,387.96 7,910,602.00100.871184 -7,785.96 6.74

01 Aug 20441.6845200F6G9 ILLINOIS ST FIN AUTH REVENUE ILSGEN 08/44 ADJUSTABLE VAR

100.000000Local1,675,000.000 1,675,000.00 1,675,000.00100.000000 0.00 1.43100.000000Base 1,675,000.00 1,675,000.00100.000000 0.00 1.43

01 Dec 20184.0495260G21 KING CNTY WA SCH DIST 414 LAK KINSCD 12/18 FIXED 4

100.000000Local2,955,000.000 2,955,000.00 2,955,000.00100.000000 0.00 2.52100.000000Base 2,955,000.00 2,955,000.00100.000000 0.00 2.52



November 30, 2018

ATZH



FUND:

Holdings




01 Oct 20391.7454659LAL8 LOUISVILLE JEFFERSON CNTY KY LOUMED 10/39 ADJUSTABLE VAR

100.000000Local2,500,000.000 2,500,000.00 2,500,000.00100.000000 0.00 2.13100.000000Base 2,500,000.00 2,500,000.00100.000000 0.00 2.13

01 Nov 20511.71548351AD7 LOWER NECHES VLY TX AUTH INDL LOWDEV 11/51 ADJUSTABLE VAR

100.000000Local3,500,000.000 3,500,000.00 3,500,000.00100.000000 0.00 2.98100.000000Base 3,500,000.00 3,500,000.00100.000000 0.00 2.98

01 Aug 20195.0574193JF6 MARYLAND ST MDS 08/19 FIXED 5

102.063000Local4,950,000.000 5,066,531.14 5,052,118.50102.354164 -14,412.64 4.30102.063000Base 5,066,531.14 5,052,118.50102.354164 -14,412.64 4.30

15 Nov 20391.69597146AK5 MIDDLETOWN OH HOSP FACS REVENU MIDMED 11/39 ADJUSTABLE VAR

100.000000Local2,225,000.000 2,225,000.00 2,225,000.00100.000000 0.00 1.90100.000000Base 2,225,000.00 2,225,000.00100.000000 0.00 1.90

01 Nov 20351.7260528ABZ6 MISSISSIPPI ST BUSINESS FIN CO MSSDEV 11/35 ADJUSTABLE VAR

100.000000Local3,500,000.000 3,500,000.00 3,500,000.00100.000000 0.00 2.98100.000000Base 3,500,000.00 3,500,000.00100.000000 0.00 2.98

15 Feb 20195.0727199XR7 PLANO TX INDEP SCH DIST PNOSCD 02/19 FIXED 5

100.646000Local3,600,000.000 3,626,741.37 3,623,256.00100.742816 -3,485.37 3.09100.646000Base 3,626,741.37 3,623,256.00100.742816 -3,485.37 3.09

15 Jul 20195.07417013T1 PRINCE GEORGES CNTY MD PRI 07/19 FIXED 5

101.924000Local9,850,000.000 10,065,420.35 10,039,514.00102.187009 -25,906.35 8.55101.924000Base 10,065,420.35 10,039,514.00102.187009 -25,906.35 8.55

01 Aug 20195.0779240LN8 ROUND ROCK TX INDEP SCH DIST ROUSCD 08/19 FIXED 5

102.109000Local5,210,000.000 5,330,166.64 5,319,878.90102.306461 -10,287.74 4.53102.109000Base 5,330,166.64 5,319,878.90102.306461 -10,287.74 4.53

01 Apr 20195.0821686N65 SHELBY CNTY TN SHE 04/19 FIXED 5

101.029000Local9,480,000.000 9,590,515.39 9,577,549.20101.165774 -12,966.19 8.16101.029000Base 9,590,515.39 9,577,549.20101.165774 -12,966.19 8.16

01 Jul 20194.0977109CC9 WISCONSIN ST PETROLEUM INSPECT WISGEN 07/19 FIXED 4

101.211000Local8,560,000.000 8,685,552.93 8,663,661.60101.466740 -21,891.33 7.38101.211000Base 8,685,552.93 8,663,661.60101.466740 -21,891.33 7.38



November 30, 2018

ATZH



FUND:

Holdings





Base 95,289,195.62 95,171,336.45 -117,859.17 81.07

Base94,345,000.000 95,289,195.62 95,171,336.45 -117,859.17 81.07

FIXED INCOME Total



November 30, 2018

ATZH



FUND:

Holdings




97,511,241.36Base96,560,056.240FUND Total

97,393,382.19 -117,859.17 100.00


STATE OF ARIZONA

November 30, 2018

ATZI

ST OF AZ POOL 12 CAWCD MED TRM


FUND:

Holdings





USD US DOLLAR

1.000000Local1,903,685.440 1,903,685.44 1,903,685.441.000000 0.00 0.461.000000Base 1,903,685.44 1,903,685.441.000000 0.00 0.46


Base 1,903,685.44 1,903,685.44 0.00 0.46

Base1,903,685.440 1,903,685.44 1,903,685.44 0.00 0.46

CASH Total


11 May 20203.06463031162CN8 AMGEN INC SR UNSECURED 05/20 VAR

99.900175Local5,000,000.000 5,000,000.00 4,995,008.75100.000000 -4,991.25 1.2099.900175Base 5,000,000.00 4,995,008.75100.000000 -4,991.25 1.20


99.573000Local5,000,000.000 4,978,650.00 4,978,650.0099.573000 0.00 1.2099.573000Base 4,978,650.00 4,978,650.0099.573000 0.00 1.20


99.968472Local5,000,000.000 4,998,423.61 4,998,423.6199.968472 0.00 1.2099.968472Base 4,998,423.61 4,998,423.6199.968472 0.00 1.20

23 Jan 20192.5422845AFJ4 CROWN POINT CAP CO.

100.000000Local5,000,000.000 5,000,000.00 5,000,000.00100.000000 0.00 1.20100.000000Base 5,000,000.00 5,000,000.00100.000000 0.00 1.20

07 Jan 20192.522284K1N74 CROWN POINT CAP CO.

99.741000Local5,000,000.000 4,987,050.00 4,987,050.0099.741000 0.00 1.2099.741000Base 4,987,050.00 4,987,050.0099.741000 0.00 1.20


STATE OF ARIZONA

November 30, 2018

ATZI



FUND:

Holdings




15 Jun 20222.6316773CU2 FIFTH THIRD BANCORP SR UNSECURED 06/22 2.6

96.519614Local5,000,000.000 4,999,009.42 4,825,980.7099.980188 -173,028.72 1.1696.519614Base 4,999,009.42 4,825,980.7099.980188 -173,028.72 1.16

11 Dec 20182.2738346MMB7 GOTHAM FDG CORP

99.936944Local10,000,000.000 9,993,694.44 9,993,694.4499.936944 0.00 2.4099.936944Base 9,993,694.44 9,993,694.4499.936944 0.00 2.40

02 Jan 20192.1340588MN29 HALKIN FINANCE LLC USC

99.810667Local5,000,000.000 4,990,533.33 4,990,533.3399.810667 0.00 1.2099.810667Base 4,990,533.33 4,990,533.3399.810667 0.00 1.20

13 Dec 20182.3253127UMD9 LIBERTY FUNDING LLC

99.922667Local5,000,000.000 4,996,133.33 4,996,133.3399.922667 0.00 1.2099.922667Base 4,996,133.33 4,996,133.3399.922667 0.00 1.20

11 Feb 20192.3987019SPB4 SWEDBANK

99.522000Local5,000,000.000 4,976,100.00 4,976,100.0099.522000 0.00 1.2099.522000Base 4,976,100.00 4,976,100.0099.522000 0.00 1.20

25 Apr 20192.3289912796QC6 TREASURY BILL 04/19 0.00000

99.032132Local10,000,000.000 9,906,197.09 9,903,213.2099.061971 -2,983.89 2.3899.032132Base 9,906,197.09 9,903,213.2099.061971 -2,983.89 2.38


99.844650Local5,000,000.000 4,992,232.50 4,992,232.5099.844650 0.00 1.2099.844650Base 4,992,232.50 4,992,232.5099.844650 0.00 1.20


98.411722Local10,000,000.000 9,851,627.08 9,841,172.2098.516271 -10,454.88 2.3798.411722Base 9,851,627.08 9,841,172.2098.516271 -10,454.88 2.37

15 Aug 20192.3465912796QV4 TREASURY BILL 08/19 0.00000

98.195542Local5,000,000.000 4,916,242.98 4,909,777.1098.324860 -6,465.88 1.1898.195542Base 4,916,242.98 4,909,777.1098.324860 -6,465.88 1.18

14 Feb 20192.1713912796QX0 TREASURY BILL 02/19 0.00000

99.547646Local5,000,000.000 4,977,382.29 4,977,382.2999.547646 0.00 1.2099.547646Base 4,977,382.29 4,977,382.2999.547646 0.00 1.20


STATE OF ARIZONA

November 30, 2018

ATZI



FUND:

Holdings





100.000000Local72,759,748.490 72,759,748.49 72,759,748.49100.000000 0.00 17.50100.000000Base 72,759,748.49 72,759,748.49100.000000 0.00 17.50


Base 162,323,024.56 162,125,099.94 -197,924.62 39.00

Base162,759,748.490 162,323,024.56 162,125,099.94 -197,924.62 39.00




98.189808Local2,000,000.000 2,020,543.57 1,963,796.16101.027179 -56,747.41 0.4798.189808Base 2,020,543.57 1,963,796.16101.027179 -56,747.41 0.47

05 May 20212.250258M0EB1 AMERICAN EXPRESS CREDIT SR UNSECURED 05/21 2.25

96.971663Local2,000,000.000 1,999,418.88 1,939,433.2699.970944 -59,985.62 0.4796.971663Base 1,999,418.88 1,939,433.2699.970944 -59,985.62 0.47

01 Feb 20213.625037411AX3 APACHE CORP SR UNSECURED 02/21 3.625

99.684445Local1,000,000.000 998,013.75 996,844.4599.801375 -1,169.30 0.2499.684445Base 998,013.75 996,844.4599.801375 -1,169.30 0.24

22 Feb 20191.7037833BQ2 APPLE INC SR UNSECURED 02/19 1.7

99.765000Local5,000,000.000 4,999,935.57 4,988,250.0099.998711 -11,685.57 1.2099.765000Base 4,999,935.57 4,988,250.0099.998711 -11,685.57 1.20

15 Jun 20212.686505522RCQ9 BANK OF AMERICA CREDIT CARD TR BACCT 2014 A1 A





STATE OF ARIZONA

November 30, 2018

ATZI



FUND:

Holdings






15 Sep 20212.006367TF88 BANK OF MONTREAL SR UNSECURED 09/21 VAR

96.242856Local2,500,000.000 2,500,000.00 2,406,071.40100.000000 -93,928.60 0.5896.242856Base 2,500,000.00 2,406,071.40100.000000 -93,928.60 0.58

10 Feb 20222.2506367TRS1 BANK OF MONTREAL SR UNSECURED 02/22 VAR

97.966574Local5,000,000.000 5,000,000.00 4,898,328.70100.000000 -101,671.30 1.1897.966574Base 5,000,000.00 4,898,328.70100.000000 -101,671.30 1.18

24 Jul 20243.43738064159JW7 BANK OF NOVA SCOTIA SR UNSECURED 07/24 VAR

97.541094Local5,000,000.000 5,000,000.00 4,877,054.70100.000000 -122,945.30 1.1797.541094Base 5,000,000.00 4,877,054.70100.000000 -122,945.30 1.17


100.047000Local5,000,000.000 5,000,000.00 5,002,350.00100.000000 2,350.00 1.20100.047000Base 5,000,000.00 5,002,350.00100.000000 2,350.00 1.20



15 Mar 20232.706514041NEW7 CAPITAL ONE MULTI ASSET EXECUT COMET 2015 A3 A3



99.368231Local5,000,000.000 5,000,000.00 4,968,411.55100.000000 -31,588.45 1.2099.368231Base 5,000,000.00 4,968,411.55100.000000 -31,588.45 1.20

03 Mar 20202.53075166764BQ2 CHEVRON CORP SR UNSECURED 03/20 VAR

100.113038Local5,000,000.000 5,000,000.00 5,005,651.90100.000000 5,651.90 1.20100.113038Base 5,000,000.00 5,005,651.90100.000000 5,651.90 1.20

15 Oct 20201.7717120CAC6 CHRYSLER CAPITAL AUTO RECEIVAB CCART 2016 AA A3 144A



STATE OF ARIZONA

November 30, 2018

ATZI



FUND:

Holdings




20 Sep 20192.677517275RBK7 CISCO SYSTEMS INC SR UNSECURED 09/19 VAR

100.152494Local5,000,000.000 5,000,000.00 5,007,624.70100.000000 7,624.70 1.20100.152494Base 5,000,000.00 5,007,624.70100.000000 7,624.70 1.20

27 Oct 20201.875191216BT6 COCA COLA CO/THE SR UNSECURED 10/20 1.875

97.675342Local3,000,000.000 2,997,988.57 2,930,260.2699.932952 -67,728.31 0.7097.675342Base 2,997,988.57 2,930,260.2699.932952 -67,728.31 0.70

22 Jun 20202.6563824422ETR0 JOHN DEERE CAPITAL CORP SR UNSECURED 06/20 VAR

99.918826Local5,000,000.000 5,000,000.00 4,995,941.30100.000000 -4,058.70 1.2099.918826Base 5,000,000.00 4,995,941.30100.000000 -4,058.70 1.20

15 Dec 20262.9065254683CA1 DISCOVER CARD EXECUTION NOTE T DCENT 2017 A5 A5





99.732531Local4,000,000.000 4,000,000.00 3,989,301.24100.000000 -10,698.76 0.9699.732531Base 4,000,000.00 3,989,301.24100.000000 -10,698.76 0.96

01 Mar 20212.22230231GAV4 EXXON MOBIL CORPORATION SR UNSECURED 03/21 2.222

97.725636Local1,500,000.000 1,500,000.00 1,465,884.54100.000000 -34,115.46 0.3597.725636Base 1,500,000.00 1,465,884.54100.000000 -34,115.46 0.35

15 Aug 20422.53128HXSR7 FREDDIEMAC STRIP FHS 268 25


01 Oct 20195.0312969QJ0 FED HM LN PC POOL B16757 FG 10/19 FIXED 5


07 Feb 20242.6463133EG6J9 FEDERAL FARM CREDIT BANK BONDS 02/24 VAR

100.144981Local5,000,000.000 5,000,000.00 5,007,249.05100.000000 7,249.05 1.20100.144981Base 5,000,000.00 5,007,249.05100.000000 7,249.05 1.20


STATE OF ARIZONA

November 30, 2018

ATZI



FUND:

Holdings





98.734800Local5,000,000.000 5,000,000.00 4,936,740.00100.000000 -63,260.00 1.1998.734800Base 5,000,000.00 4,936,740.00100.000000 -63,260.00 1.19

25 May 20423.03136A53R5 FANNIE MAE FNR 2012 55 PD


25 Jun 20222.80553136A6E59 FANNIEMAE ACES FNA 2012 M6 AFL


25 Mar 20401.753136A9LG1 FANNIE MAE FNR 2012 114 GB


25 Mar 20392.03136ACJY8 FANNIE MAE FNR 2013 17 PC


25 Jun 20433.03136AEFZ5 FANNIE MAE FNR 2013 53 JL


25 Jun 20423.53136AU5B3 FANNIE MAE FNR 2017 4 CA


28 Feb 20191.653136FTR68 FANNIE MAE NOTES 02/19 1.65

99.821700Local5,370,000.000 5,370,000.00 5,360,425.29100.000000 -9,574.71 1.2999.821700Base 5,370,000.00 5,360,425.29100.000000 -9,574.71 1.29

15 Apr 20382.53137A0UL7 FREDDIE MAC FHR 3716 PC


15 Nov 20392.753137A0WX9 FREDDIE MAC FHR 3714 KA



STATE OF ARIZONA

November 30, 2018

ATZI



FUND:

Holdings






15 Nov 20203.03137A2PF2 FREDDIE MAC FHR 3766 HE


15 Sep 20254.03137A6DT6 FREDDIE MAC FHR 3815 GD


15 Feb 20263.53137A7HC7 FREDDIE MAC FHR 3800 KE


15 Jan 20374.03137A8Q92 FREDDIE MAC FHR 3841 AB


15 Mar 20244.03137A8QA9 FREDDIE MAC FHR 3841 AV




15 Jan 20273.53137AKHD6 FREDDIE MAC FHR 3989 BW




15 Apr 20283.53137BUFY9 FREDDIE MAC FHR 4646 TA



STATE OF ARIZONA

November 30, 2018

ATZI



FUND:

Holdings




15 Nov 20304.03137F5MS5 FREDDIE MAC FHR 4798 G


15 Sep 20294.03137FGYW9 FREDDIE MAC FHR 4819 LV


15 Nov 20294.53137FJGN3 FREDDIE MAC FHR 4842 VA


01 Oct 20263.03138ASYU0 FNMA POOL AJ1622 FN 10/26 FIXED 3


01 Mar 20312.53138ERYE4 FNMA POOL AL9708 FN 03/31 FIXED VAR


01 Mar 20344.03138XMFR6 FNMA POOL AV9175 FN 03/34 FIXED 4


25 Feb 20333.531393C4C4 FANNIE MAE FNR 2003 66 PA


15 Dec 20324.531393MGQ8 FREDDIE MAC FHR 2585 CJ


25 Jan 20314.031397QW53 FANNIE MAE FNR 2010 151 BL


25 Jun 20202.7531397SAY0 FANNIE MAE FNR 2011 23 AB



STATE OF ARIZONA

November 30, 2018

ATZI



FUND:

Holdings






25 Oct 20383.031398SQU0 FANNIE MAE FNR 2010 137 MC




01 Nov 20195.031402DPT1 FNMA POOL 725934 FN 11/19 FIXED VAR


01 Jan 20343.531418A5Z7 FNMA POOL MA1763 FN 01/34 FIXED 3.5




15 Jul 20201.3934531PAD3 FORD CREDIT AUTO OWNER TRUST FORDO 2016 A A3


15 Feb 20214.536241KJZ2 GNMA POOL 782080 GN 02/21 FIXED 4.5




15 Aug 20243.4161338150A3Z6 GOLDMAN SACHS GROUP INC SR UNSECURED 08/24 VAR

98.887767Local5,000,000.000 5,000,000.00 4,944,388.35100.000000 -55,611.65 1.1998.887767Base 5,000,000.00 4,944,388.35100.000000 -55,611.65 1.19


STATE OF ARIZONA

November 30, 2018

ATZI



FUND:

Holdings





98.505024Local5,000,000.000 4,999,027.39 4,925,251.2099.980548 -73,776.19 1.1898.505024Base 4,999,027.39 4,925,251.2099.980548 -73,776.19 1.18

16 Sep 20393.038377NMJ0 GOVERNMENT NATIONAL MORTGAGE A GNR 2010 151 KA


20 Sep 20403.038377TWU1 GOVERNMENT NATIONAL MORTGAGE A GNR 2011 17 PH


16 May 20461.74438378B7E3 GOVERNMENT NATIONAL MORTGAGE A GNR 2013 33 AC


16 Jun 20401.7838378XAW1 GOVERNMENT NATIONAL MORTGAGE A GNR 2014 92 AB

97.984210Local1,017,047.440 1,035,587.82 996,545.90101.822961 -39,041.92 0.2497.984210Base2,289,667.000Original Face: 1,035,587.82 996,545.90101.822961 -39,041.92 0.24



16 Feb 20572.1538379UK39 GOVERNMENT NATIONAL MORTGAGE A GNR 2016 127 AF


18 Dec 20191.2243814NAC9 HONDA AUTO RECEIVABLES OWNER T HAROT 2016 1 A3



100.052032Local3,000,000.000 3,000,000.00 3,001,560.96100.000000 1,560.96 0.72100.052032Base 3,000,000.00 3,001,560.96100.000000 1,560.96 0.72


99.497956Local3,000,000.000 2,999,826.36 2,984,938.6899.994212 -14,887.68 0.7299.497956Base 2,999,826.36 2,984,938.6899.994212 -14,887.68 0.72


STATE OF ARIZONA

November 30, 2018

ATZI



FUND:

Holdings




01 Mar 20222.4494368BH5 KIMBERLY CLARK CORP SR UNSECURED 03/22 2.4

96.761113Local1,000,000.000 995,075.15 967,611.1399.507515 -27,464.02 0.2396.761113Base 995,075.15 967,611.1399.507515 -27,464.02 0.23

15 Feb 20191.4494368BT9 KIMBERLY CLARK CORP SR UNSECURED 02/19 1.4

99.711446Local4,000,000.000 3,999,983.24 3,988,457.8499.999581 -11,525.40 0.9699.711446Base 3,999,983.24 3,988,457.8499.999581 -11,525.40 0.96

13 Jul 20223.08631654740BA6 NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 07/22 VAR

99.306691Local5,000,000.000 5,000,000.00 4,965,334.55100.000000 -34,665.45 1.1999.306691Base 5,000,000.00 4,965,334.55100.000000 -34,665.45 1.19

15 Oct 20201.3465478UAD1 NISSAN AUTO RECEIVABLES OWNER NAROT 2016 A A3


15 Apr 20201.9165479AAD4 NISSAN AUTO LEASE TRUST NALT 2017 A A3


27 Feb 20201.9569371RN69 PACCAR FINANCIAL CORP SR UNSECURED 02/20 1.95

98.518014Local3,000,000.000 2,997,766.02 2,955,540.4299.925534 -42,225.60 0.7198.518014Base 2,997,766.02 2,955,540.4299.925534 -42,225.60 0.71

18 Apr 20191.574256LAR0 PRINCIPAL LFE GLB FND II SR SECURED 144A 04/19 1.5

99.448963Local4,000,000.000 3,998,427.18 3,977,958.5299.960680 -20,468.66 0.9699.448963Base 3,998,427.18 3,977,958.5299.960680 -20,468.66 0.96


100.059602Local5,000,000.000 5,002,764.70 5,002,980.10100.055294 215.40 1.20100.059602Base 5,002,764.70 5,002,980.10100.055294 215.40 1.20

19 Apr 20242.078012KMT1 ROYAL BANK OF CANADA SR UNSECURED 04/24 VAR

95.830513Local2,000,000.000 2,000,000.00 1,916,610.26100.000000 -83,389.74 0.4695.830513Base 2,000,000.00 1,916,610.26100.000000 -83,389.74 0.46


99.606751Local2,750,000.000 2,737,697.86 2,739,185.6599.552649 1,487.79 0.6699.606751Base 2,737,697.86 2,739,185.6599.552649 1,487.79 0.66


STATE OF ARIZONA

November 30, 2018

ATZI



FUND:

Holdings




24 Jan 20222.62591159HHP8 US BANCORP SR UNSECURED 01/22 2.625

97.566594Local2,500,000.000 2,497,291.89 2,439,164.8599.891676 -58,127.04 0.5997.566594Base 2,497,291.89 2,439,164.8599.891676 -58,127.04 0.59

24 Jan 20223.1273891159HHQ6 US BANCORP SR UNSECURED 01/22 VAR

100.466000Local2,500,000.000 2,500,000.00 2,511,650.00100.000000 11,650.00 0.60100.466000Base 2,500,000.00 2,511,650.00100.000000 11,650.00 0.60

31 Aug 20191.625912828D80 US TREASURY N/B 08/19 1.625

99.222656Local5,000,000.000 4,970,859.83 4,961,132.8099.417197 -9,727.03 1.1999.222656Base 4,970,859.83 4,961,132.8099.417197 -9,727.03 1.19

15 Nov 20193.375912828LY4 US TREASURY N/B 11/19 3.375

100.554688Local5,000,000.000 5,040,656.61 5,027,734.40100.813132 -12,922.21 1.21100.554688Base 5,040,656.61 5,027,734.40100.813132 -12,922.21 1.21


99.664062Local5,000,000.000 5,007,038.03 4,983,203.10100.140761 -23,834.93 1.2099.664062Base 5,007,038.03 4,983,203.10100.140761 -23,834.93 1.20

31 Mar 20191.5912828SN1 US TREASURY N/B 03/19 1.5

99.667969Local5,000,000.000 4,986,946.20 4,983,398.4599.738924 -3,547.75 1.2099.667969Base 4,986,946.20 4,983,398.4599.738924 -3,547.75 1.20


99.441406Local5,000,000.000 4,977,258.60 4,972,070.3099.545172 -5,188.30 1.2099.441406Base 4,977,258.60 4,972,070.3099.545172 -5,188.30 1.20


99.332031Local5,000,000.000 4,973,198.54 4,966,601.5599.463971 -6,596.99 1.1999.332031Base 4,973,198.54 4,966,601.5599.463971 -6,596.99 1.19


100.155957Local3,000,000.000 3,000,000.00 3,004,678.71100.000000 4,678.71 0.72100.155957Base 3,000,000.00 3,004,678.71100.000000 4,678.71 0.72




STATE OF ARIZONA

November 30, 2018

ATZI



FUND:

Holdings




Base252,986,622.090 254,012,992.53 251,665,759.91 -2,347,232.62 60.54

FIXED INCOME Total



STATE OF ARIZONA

November 30, 2018

ATZI



FUND:

Holdings




418,239,702.53Base417,650,056.020FUND Total

415,694,545.29 -2,545,157.24 100.00Original Face: 270,190,329.000


STATE OF ARIZONA

November 30, 2018

ATZJ

ST OF AZ POOL 15 ST OPER FUND


FUND:

Holdings





USD US DOLLAR

1.000000Local662.510 662.51 662.511.000000 0.00 100.001.000000Base 662.51 662.511.000000 0.00 100.00

US DOLLAR Total662.510 Local 662.51 662.51 0.00 100.00

Base 662.51 662.51 0.00 100.00

Base662.510 662.51 662.51 0.00 100.00

CASH Total


STATE OF ARIZONA

November 30, 2018

ATZJ



FUND:

Holdings




662.51Base662.510FUND Total

662.51 0.00 100.00


STATE OF ARIZONA

November 30, 2018

ATZL

ST OF AZ POOL 16 ECDHB


FUND:

Holdings





USD US DOLLAR

1.000000Local221,822.310 221,822.31 221,822.311.000000 0.00 0.071.000000Base 221,822.31 221,822.311.000000 0.00 0.07


Base 221,822.31 221,822.31 0.00 0.07

Base221,822.310 221,822.31 221,822.31 0.00 0.07

CASH Total



99.968472Local10,000,000.000 9,996,847.22 9,996,847.2299.968472 0.00 3.0699.968472Base 9,996,847.22 9,996,847.2299.968472 0.00 3.06

19 Feb 20192.7615060YPK0 CEDAR SPRING CPTL CO

99.386667Local5,000,000.000 4,969,333.33 4,969,333.3399.386667 0.00 1.5299.386667Base 4,969,333.33 4,969,333.3399.386667 0.00 1.52


100.000000Local5,000,000.000 5,000,000.00 5,000,000.00100.000000 0.00 1.53100.000000Base 5,000,000.00 5,000,000.00100.000000 0.00 1.53


96.519614Local5,000,000.000 4,999,009.42 4,825,980.7099.980188 -173,028.72 1.4896.519614Base 4,999,009.42 4,825,980.7099.980188 -173,028.72 1.48

21 Dec 20182.2938346MMM3 GOTHAM FDG CORP

99.872778Local5,000,000.000 4,993,638.89 4,993,638.8999.872778 0.00 1.5399.872778Base 4,993,638.89 4,993,638.8999.872778 0.00 1.53


STATE OF ARIZONA

November 30, 2018

ATZL



FUND:

Holdings





99.810667Local5,000,000.000 4,990,533.33 4,990,533.3399.810667 0.00 1.5399.810667Base 4,990,533.33 4,990,533.3399.810667 0.00 1.53

22 Jan 20192.5745779QNN2 INSTITUTIONAL SECURED

99.628778Local5,000,000.000 4,981,438.89 4,981,438.8999.628778 0.00 1.5399.628778Base 4,981,438.89 4,981,438.8999.628778 0.00 1.53


98.411722Local5,000,000.000 4,925,893.05 4,920,586.1098.517861 -5,306.95 1.5198.411722Base 4,925,893.05 4,920,586.1098.517861 -5,306.95 1.51


100.000000Local153,003.740 153,003.74 153,003.74100.000000 0.00 0.05100.000000Base 153,003.74 153,003.74100.000000 0.00 0.05


100.000000Local11,846,996.250 11,846,996.25 11,846,996.25100.000000 0.00 3.63100.000000Base 11,846,996.25 11,846,996.25100.000000 0.00 3.63


Base 56,856,694.12 56,678,358.45 -178,335.67 17.38

Base56,999,999.990 56,856,694.12 56,678,358.45 -178,335.67 17.38




98.189808Local2,000,000.000 2,020,543.57 1,963,796.16101.027179 -56,747.41 0.6098.189808Base 2,020,543.57 1,963,796.16101.027179 -56,747.41 0.60


96.971663Local3,000,000.000 2,999,128.32 2,909,149.8999.970944 -89,978.43 0.8996.971663Base 2,999,128.32 2,909,149.8999.970944 -89,978.43 0.89


STATE OF ARIZONA

November 30, 2018

ATZL



FUND:

Holdings




03 Mar 20202.750750258M0EF2 AMERICAN EXPRESS CREDIT SR UNSECURED 03/20 VAR

100.227469Local5,000,000.000 5,000,000.00 5,011,373.45100.000000 11,373.45 1.54100.227469Base 5,000,000.00 5,011,373.45100.000000 11,373.45 1.54


100.007141Local5,000,000.000 5,000,000.00 5,000,357.05100.000000 357.05 1.53100.007141Base 5,000,000.00 5,000,357.05100.000000 357.05 1.53






96.242856Local2,500,000.000 2,500,000.00 2,406,071.40100.000000 -93,928.60 0.7496.242856Base 2,500,000.00 2,406,071.40100.000000 -93,928.60 0.74

28 Apr 20233.506406RAG2 BANK OF NY MELLON CORP SR UNSECURED 04/23 3.5

99.357845Local5,000,000.000 4,995,192.40 4,967,892.2599.903848 -27,300.15 1.5299.357845Base 4,995,192.40 4,967,892.2599.903848 -27,300.15 1.52

24 Jul 20243.43738064159JW7 BANK OF NOVA SCOTIA SR UNSECURED 07/24 VAR

97.541094Local5,000,000.000 5,000,000.00 4,877,054.70100.000000 -122,945.30 1.5097.541094Base 5,000,000.00 4,877,054.70100.000000 -122,945.30 1.50


100.047000Local5,000,000.000 5,000,000.00 5,002,350.00100.000000 2,350.00 1.53100.047000Base 5,000,000.00 5,002,350.00100.000000 2,350.00 1.53

15 Mar 20212.2084670BQ0 BERKSHIRE HATHAWAY INC SR UNSECURED 03/21 2.2

98.004822Local3,000,000.000 2,997,145.42 2,940,144.6699.904847 -57,000.76 0.9098.004822Base 2,997,145.42 2,940,144.6699.904847 -57,000.76 0.90




STATE OF ARIZONA

November 30, 2018

ATZL



FUND:

Holdings




15 Mar 20232.706514041NEW7 CAPITAL ONE MULTI ASSET EXECUT COMET 2015 A3 A3



99.368231Local5,000,000.000 5,000,000.00 4,968,411.55100.000000 -31,588.45 1.5299.368231Base 5,000,000.00 4,968,411.55100.000000 -31,588.45 1.52

15 Jul 20221.49161571HE7 CHASE ISSUANCE TRUST CHAIT 2016 A4 A4


03 Mar 20202.53075166764BQ2 CHEVRON CORP SR UNSECURED 03/20 VAR

100.113038Local5,000,000.000 5,000,000.00 5,005,651.90100.000000 5,651.90 1.53100.113038Base 5,000,000.00 5,005,651.90100.000000 5,651.90 1.53

20 Sep 20192.677517275RBK7 CISCO SYSTEMS INC SR UNSECURED 09/19 VAR

100.152494Local5,000,000.000 5,000,000.00 5,007,624.70100.000000 7,624.70 1.54100.152494Base 5,000,000.00 5,007,624.70100.000000 7,624.70 1.54

22 Jun 20202.6563824422ETR0 JOHN DEERE CAPITAL CORP SR UNSECURED 06/20 VAR

99.918826Local5,000,000.000 5,000,000.00 4,995,941.30100.000000 -4,058.70 1.5399.918826Base 5,000,000.00 4,995,941.30100.000000 -4,058.70 1.53

15 Dec 20262.9065254683CA1 DISCOVER CARD EXECUTION NOTE T DCENT 2017 A5 A5





99.732531Local4,000,000.000 4,000,000.00 3,989,301.24100.000000 -10,698.76 1.2299.732531Base 4,000,000.00 3,989,301.24100.000000 -10,698.76 1.22

01 Mar 20212.22230231GAV4 EXXON MOBIL CORPORATION SR UNSECURED 03/21 2.222

97.725636Local1,500,000.000 1,500,000.00 1,465,884.54100.000000 -34,115.46 0.4597.725636Base 1,500,000.00 1,465,884.54100.000000 -34,115.46 0.45


STATE OF ARIZONA

November 30, 2018

ATZL



FUND:

Holdings




15 May 20362.65653128HVKE8 FREDDIEMAC STRIP FHS 237 F22


15 Aug 20422.53128HXSR7 FREDDIEMAC STRIP FHS 268 25


15 Aug 20423.03128HXW76 FREDDIEMAC STRIP FHS 270 300


25 Jan 20275.331331XME9 FEDERAL FARM CREDIT BANK BONDS 01/27 5.3

114.062700Local2,500,000.000 2,856,402.06 2,851,567.50114.256082 -4,834.56 0.87114.062700Base 2,856,402.06 2,851,567.50114.256082 -4,834.56 0.87

22 Mar 20275.2531331XTK8 FEDERAL FARM CREDIT BANK BONDS 03/27 5.25

113.847700Local2,500,000.000 2,838,077.42 2,846,192.50113.523097 8,115.08 0.87113.847700Base 2,838,077.42 2,846,192.50113.523097 8,115.08 0.87


98.734800Local5,000,000.000 5,000,000.00 4,936,740.00100.000000 -63,260.00 1.5198.734800Base 5,000,000.00 4,936,740.00100.000000 -63,260.00 1.51

25 Jun 20222.80553136A6E59 FANNIEMAE ACES FNA 2012 M6 AFL


25 Mar 20393.03136A6UL6 FANNIE MAE FNR 2012 63 BT


25 Sep 20222.3013136A9MN5 FANNIEMAE ACES FNA 2012 M14 A2


15 Feb 20412.03137AJ6H2 FREDDIE MAC FHR 3955 BK



STATE OF ARIZONA

November 30, 2018

ATZL



FUND:

Holdings




25 Oct 20212.96763137AJMF8 FHLMC MULTIFAMILY STRUCTURED P FHMS K016 A2


15 Jan 20273.53137AKHD6 FREDDIE MAC FHR 3989 BW


15 Jan 20323.53137AL2X6 FREDDIE MAC FHR 3990 BH


15 Jun 20403.53137AMMY0 FREDDIE MAC FHR 4012 GC




15 Jan 20422.03137APJG6 FREDDIE MAC FHR 4030 BC


15 Oct 20411.53137ATR20 FREDDIE MAC FHR 4097 VH


15 Feb 20433.03137AYK42 FREDDIE MAC FHR 4172 PE







STATE OF ARIZONA

November 30, 2018

ATZL



FUND:

Holdings




15 Apr 20424.03137F5Y94 FREDDIE MAC FHR 4800 MA


15 Jun 20424.03137FGA39 FREDDIE MAC FHR 4806 A


15 Dec 20383.03137GAWQ6 FREDDIE MAC FHR 3738 BH


15 Dec 20383.53137GAWS2 FREDDIE MAC FHR 3738 BJ


01 Apr 20423.53138EDSW2 FNMA POOL AK8632 FN 04/42 FIXED 3.5




01 May 20212.213138L0WA5 FNMA POOL AM0640 FN 05/21 FIXED 2.21




25 Mar 20262.7531397SBC7 FANNIE MAE FNR 2011 16 GE


25 Jul 20404.031398NY24 FANNIE MAE FNR 2010 123 PM



STATE OF ARIZONA

November 30, 2018

ATZL



FUND:

Holdings




25 Jun 20304.031398T7A3 FANNIE MAE FNR 2010 113 LV








15 Aug 20243.4161338150A3Z6 GOLDMAN SACHS GROUP INC SR UNSECURED 08/24 VAR

98.887767Local5,000,000.000 5,000,000.00 4,944,388.35100.000000 -55,611.65 1.5298.887767Base 5,000,000.00 4,944,388.35100.000000 -55,611.65 1.52


98.505024Local5,000,000.000 4,999,027.39 4,925,251.2099.980548 -73,776.19 1.5198.505024Base 4,999,027.39 4,925,251.2099.980548 -73,776.19 1.51

16 Apr 20353.538377XC75 GOVERNMENT NATIONAL MORTGAGE A GNR 2011 133 MN






01 Apr 20214.4437076AW2 HOME DEPOT INC SR UNSECURED 04/21 4.4

102.502485Local3,000,000.000 3,102,445.73 3,075,074.55103.414858 -27,371.18 0.94102.502485Base 3,102,445.73 3,075,074.55103.414858 -27,371.18 0.94


STATE OF ARIZONA

November 30, 2018

ATZL



FUND:

Holdings





98.953031Local5,000,000.000 4,998,543.68 4,947,651.5599.970874 -50,892.13 1.5298.953031Base 4,998,543.68 4,947,651.5599.970874 -50,892.13 1.52


100.052032Local3,000,000.000 3,000,000.00 3,001,560.96100.000000 1,560.96 0.92100.052032Base 3,000,000.00 3,001,560.96100.000000 1,560.96 0.92

03 Mar 20222.25478160CD4 JOHNSON + JOHNSON SR UNSECURED 03/22 2.25

97.157948Local3,500,000.000 3,493,806.26 3,400,528.1899.823036 -93,278.08 1.0497.157948Base 3,493,806.26 3,400,528.1899.823036 -93,278.08 1.04

13 Jul 20223.08631654740BA6 NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 07/22 VAR

99.306691Local5,000,000.000 5,000,000.00 4,965,334.55100.000000 -34,665.45 1.5299.306691Base 5,000,000.00 4,965,334.55100.000000 -34,665.45 1.52

15 Apr 20201.9165479AAD4 NISSAN AUTO LEASE TRUST NALT 2017 A A3


05 Mar 20222.75713448BY3 PEPSICO INC SR UNSECURED 03/22 2.75

98.291766Local3,000,000.000 2,998,300.53 2,948,752.9899.943351 -49,547.55 0.9098.291766Base 2,998,300.53 2,948,752.9899.943351 -49,547.55 0.90

06 Feb 20222.3742718DY2 PROCTER + GAMBLE CO/THE SR UNSECURED 02/22 2.3

97.661839Local3,000,000.000 2,993,247.27 2,929,855.1799.774909 -63,392.10 0.9097.661839Base 2,993,247.27 2,929,855.1799.774909 -63,392.10 0.90

08 May 20202.9912578008SVU7 ROYAL BANK OF CANADA SR UNSECURED 05/20 VAR

100.068956Local3,000,000.000 3,000,000.00 3,002,068.68100.000000 2,068.68 0.92100.068956Base 3,000,000.00 3,002,068.68100.000000 2,068.68 0.92


100.059602Local5,000,000.000 5,002,764.70 5,002,980.10100.055294 215.40 1.53100.059602Base 5,002,764.70 5,002,980.10100.055294 215.40 1.53

19 Apr 20242.078012KMT1 ROYAL BANK OF CANADA SR UNSECURED 04/24 VAR

95.830513Local2,000,000.000 2,000,000.00 1,916,610.26100.000000 -83,389.74 0.5995.830513Base 2,000,000.00 1,916,610.26100.000000 -83,389.74 0.59


STATE OF ARIZONA

November 30, 2018

ATZL



FUND:

Holdings




15 Mar 20222.0487165LAX9 SYNCHRONY CREDIT CARD MASTER N SYNCT 2016 1 A



99.606751Local2,000,000.000 1,991,052.98 1,992,135.0299.552649 1,082.04 0.6199.606751Base 1,991,052.98 1,992,135.0299.552649 1,082.04 0.61

24 Jan 20222.62591159HHP8 US BANCORP SR UNSECURED 01/22 2.625

97.566594Local2,500,000.000 2,496,838.13 2,439,164.8599.873525 -57,673.28 0.7597.566594Base 2,496,838.13 2,439,164.8599.873525 -57,673.28 0.75

24 Jan 20223.1273891159HHQ6 US BANCORP SR UNSECURED 01/22 VAR

100.466000Local2,500,000.000 2,500,000.00 2,511,650.00100.000000 11,650.00 0.77100.466000Base 2,500,000.00 2,511,650.00100.000000 11,650.00 0.77


99.664062Local5,000,000.000 5,007,038.03 4,983,203.10100.140761 -23,834.93 1.5399.664062Base 5,007,038.03 4,983,203.10100.140761 -23,834.93 1.53

31 Oct 20191.25912828TV2 US TREASURY N/B 10/19 1.25

98.691406Local5,000,000.000 4,934,765.62 4,934,570.3098.695312 -195.32 1.5198.691406Base 4,934,765.62 4,934,570.3098.695312 -195.32 1.51

01 Nov 20213.592343VBC7 VERIZON COMMUNICATIONS SR UNSECURED 11/21 3.5

100.005660Local3,000,000.000 3,039,364.81 3,000,169.80101.312160 -39,195.01 0.92100.005660Base 3,039,364.81 3,000,169.80101.312160 -39,195.01 0.92


100.155957Local3,000,000.000 3,000,000.00 3,004,678.71100.000000 4,678.71 0.92100.155957Base 3,000,000.00 3,004,678.71100.000000 4,678.71 0.92



Base271,368,293.950 273,803,175.41 269,264,189.56 -4,538,985.85 82.55

FIXED INCOME Total


STATE OF ARIZONA

November 30, 2018

ATZL



FUND:

Holdings






STATE OF ARIZONA

November 30, 2018

ATZL



FUND:

Holdings




330,881,691.84Base328,590,116.250FUND Total

326,164,370.32 -4,717,321.52 100.00Original Face: 230,030,168.000


STATE OF ARIZONA

November 30, 2018

ATZM

ST OF AZ POOL 10 ST OPER INT


FUND:

Holdings





USD US DOLLAR

1.000000Local533,951.770 533,951.77 533,951.771.000000 0.00 0.051.000000Base 533,951.77 533,951.771.000000 0.00 0.05


Base 533,951.77 533,951.77 0.00 0.05

Base533,951.770 533,951.77 533,951.77 0.00 0.05

CASH Total


19 Mar 20192.7104821UQK1 ATLANTIC ASSET SECUR

99.166428Local20,000,000.000 19,837,400.00 19,833,285.6099.187000 -4,114.40 1.8099.166428Base 19,837,400.00 19,833,285.6099.187000 -4,114.40 1.80


99.569611Local20,000,000.000 19,913,922.22 19,913,922.2299.569611 0.00 1.8199.569611Base 19,913,922.22 19,913,922.2299.569611 0.00 1.81

19 Feb 20192.4207644BPK2 BEDFORD ROW FDG CORP

99.462222Local10,000,000.000 9,946,222.22 9,946,222.2299.462222 0.00 0.9099.462222Base 9,946,222.22 9,946,222.2299.462222 0.00 0.90

19 Dec 20182.31247P3MK5 CAFCO LLC

99.885000Local10,000,000.000 9,988,500.00 9,988,500.0099.885000 0.00 0.9199.885000Base 9,988,500.00 9,988,500.0099.885000 0.00 0.91

22 Mar 20192.7512619UQN4 CRC FUNDING LLC

99.152083Local25,000,000.000 24,788,020.83 24,788,020.8399.152083 0.00 2.2599.152083Base 24,788,020.83 24,788,020.8399.152083 0.00 2.25


STATE OF ARIZONA

November 30, 2018

ATZM



FUND:

Holdings





99.968472Local5,000,000.000 4,998,423.61 4,998,423.6199.968472 0.00 0.4599.968472Base 4,998,423.61 4,998,423.6199.968472 0.00 0.45

20 May 20192.9213738KSL2 CAN AST & CAN LTD JT

98.621111Local10,000,000.000 9,862,111.11 9,862,111.1198.621111 0.00 0.9098.621111Base 9,862,111.11 9,862,111.1198.621111 0.00 0.90

03 Jun 20192.9513738KT31 CAN AST & CAN LTD JT

98.492222Local10,000,000.000 9,849,222.22 9,849,222.2298.492222 0.00 0.9098.492222Base 9,849,222.22 9,849,222.2298.492222 0.00 0.90

11 Feb 20192.715060YPB0 CEDAR SPRING CPTL CO

99.460000Local10,000,000.000 9,946,000.00 9,946,000.0099.460000 0.00 0.9099.460000Base 9,946,000.00 9,946,000.0099.460000 0.00 0.90


99.411111Local20,000,000.000 19,882,222.22 19,882,222.2299.411111 0.00 1.8199.411111Base 19,882,222.22 19,882,222.2299.411111 0.00 1.81

09 Jan 20192.4219121BN96 COCA-COLA COMPANY

99.737833Local25,000,000.000 24,934,458.33 24,934,458.3399.737833 0.00 2.2799.737833Base 24,934,458.33 24,934,458.3399.737833 0.00 2.27

20 Feb 20192.652063C1PL8 CONCORD MIN CPTL CO

99.403750Local20,000,000.000 19,880,750.00 19,880,750.0099.403750 0.00 1.8199.403750Base 19,880,750.00 19,880,750.0099.403750 0.00 1.81

26 Apr 20192.882063C1RS1 CONCORD MIN CPTL CO

98.832000Local10,000,000.000 9,883,200.00 9,883,200.0098.832000 0.00 0.9098.832000Base 9,883,200.00 9,883,200.0098.832000 0.00 0.90


100.000000Local10,000,000.000 10,000,000.00 10,000,000.00100.000000 0.00 0.91100.000000Base 10,000,000.00 10,000,000.00100.000000 0.00 0.91

31 Dec 20182.522284K1MX8 CROWN POINT CAP CO.

99.790000Local20,000,000.000 19,958,000.00 19,958,000.0099.790000 0.00 1.8299.790000Base 19,958,000.00 19,958,000.0099.790000 0.00 1.82


STATE OF ARIZONA

November 30, 2018

ATZM



FUND:

Holdings




29 Apr 20192.882284K1RV7 CROWN POINT CAP CO.

98.808000Local10,000,000.000 9,880,800.00 9,880,800.0098.808000 0.00 0.9098.808000Base 9,880,800.00 9,880,800.0098.808000 0.00 0.90


99.980188Local5,000,000.000 4,999,009.42 4,999,009.4299.980188 0.00 0.4599.980188Base 4,999,009.42 4,999,009.4299.980188 0.00 0.45

11 Dec 20182.2738346MMB7 GOTHAM FDG CORP

99.936944Local20,000,000.000 19,987,388.89 19,987,388.8999.936944 0.00 1.8299.936944Base 19,987,388.89 19,987,388.8999.936944 0.00 1.82


99.872778Local10,000,000.000 9,987,277.78 9,987,277.7899.872778 0.00 0.9199.872778Base 9,987,277.78 9,987,277.7899.872778 0.00 0.91


99.810667Local10,000,000.000 9,981,066.66 9,981,066.6699.810667 0.00 0.9199.810667Base 9,981,066.66 9,981,066.6699.810667 0.00 0.91

25 Mar 20192.6740588MQR1 HALKIN FINANCE LLC USC

99.154500Local20,000,000.000 19,830,900.00 19,830,900.0099.154500 0.00 1.8099.154500Base 19,830,900.00 19,830,900.0099.154500 0.00 1.80

22 Jan 20192.5745779QNN2 INSTITUTIONAL SECURED

99.628778Local20,000,000.000 19,925,755.56 19,925,755.5699.628778 0.00 1.8199.628778Base 19,925,755.56 19,925,755.5699.628778 0.00 1.81

23 Jan 20192.5545779QNP7 INSTITUTIONAL SECURED

99.624583Local2,500,000.000 2,490,614.58 2,490,614.5899.624583 0.00 0.2399.624583Base 2,490,614.58 2,490,614.5899.624583 0.00 0.23

13 Dec 20182.3253127UMD9 LIBERTY FUNDING LLC

99.922667Local20,000,000.000 19,984,533.33 19,984,533.3399.922667 0.00 1.8299.922667Base 19,984,533.33 19,984,533.3399.922667 0.00 1.82

19 Dec 20182.2956274MMK5 MANHATTAN ASSET FDG.

99.885500Local20,000,000.000 19,977,100.00 19,977,100.0099.885500 0.00 1.8299.885500Base 19,977,100.00 19,977,100.0099.885500 0.00 1.82


STATE OF ARIZONA

November 30, 2018

ATZM



FUND:

Holdings




28 Jan 20192.6356274MNU2 MANHATTAN ASSET FDG.

99.576278Local10,000,000.000 9,957,627.78 9,957,627.7899.576278 0.00 0.9199.576278Base 9,957,627.78 9,957,627.7899.576278 0.00 0.91

31 Jan 20192.5862455BNX9 MOUNTCLIFF

99.562833Local20,000,000.000 19,912,566.66 19,912,566.6699.562833 0.00 1.8199.562833Base 19,912,566.66 19,912,566.6699.562833 0.00 1.81

14 Mar 20192.8262455BQE8 MOUNTCLIFF

99.193167Local10,000,000.000 9,919,316.66 9,919,316.6699.193167 0.00 0.9099.193167Base 9,919,316.66 9,919,316.6699.193167 0.00 0.90


99.398250Local10,000,000.000 9,939,825.00 9,939,825.0099.398250 0.00 0.9099.398250Base 9,939,825.00 9,939,825.0099.398250 0.00 0.90

01 Feb 20192.4982124MP12 SHEFFIELD RECEIVABLE

99.571167Local10,000,000.000 9,957,116.67 9,957,116.6799.571167 0.00 0.9199.571167Base 9,957,116.67 9,957,116.6799.571167 0.00 0.91

29 Mar 20192.5882124MQV5 SHEFFIELD RECEIVABLE

99.154333Local10,000,000.000 9,915,433.33 9,915,433.3399.154333 0.00 0.9099.154333Base 9,915,433.33 9,915,433.3399.154333 0.00 0.90

25 Apr 20192.8182124MRR3 SHEFFIELD RECEIVABLE

98.868194Local10,000,000.000 9,886,819.44 9,886,819.4498.868194 0.00 0.9098.868194Base 9,886,819.44 9,886,819.4498.868194 0.00 0.90

22 Mar 20192.7686562LQN5 SUMITOMO MTSU BKG CORP

99.149000Local10,000,000.000 9,914,900.00 9,914,900.0099.149000 0.00 0.9099.149000Base 9,914,900.00 9,914,900.0099.149000 0.00 0.90

11 Feb 20192.3987019SPB4 SWEDBANK

99.522000Local20,000,000.000 19,904,400.00 19,904,400.0099.522000 0.00 1.8199.522000Base 19,904,400.00 19,904,400.0099.522000 0.00 1.81

30 May 20192.9188602USW1 THUNDER BAY FNDNG LLC

98.561167Local20,000,000.000 19,712,233.33 19,712,233.3398.561167 0.00 1.7998.561167Base 19,712,233.33 19,712,233.3398.561167 0.00 1.79


STATE OF ARIZONA

November 30, 2018

ATZM



FUND:

Holdings




25 Apr 20192.3289912796QC6 TREASURY BILL 04/19 0.00000

99.061971Local5,000,000.000 4,953,098.54 4,953,098.5499.061971 0.00 0.4599.061971Base 4,953,098.54 4,953,098.5499.061971 0.00 0.45


99.844650Local5,000,000.000 4,992,232.50 4,992,232.5099.844650 0.00 0.4599.844650Base 4,992,232.50 4,992,232.5099.844650 0.00 0.45


98.517013Local15,000,000.000 14,777,551.94 14,777,551.9498.517013 0.00 1.3498.517013Base 14,777,551.94 14,777,551.9498.517013 0.00 1.34

15 Aug 20192.3465912796QV4 TREASURY BILL 08/19 0.00000

98.324860Local10,000,000.000 9,832,485.98 9,832,485.9898.324860 0.00 0.8998.324860Base 9,832,485.98 9,832,485.9898.324860 0.00 0.89

14 Feb 20192.1713912796QX0 TREASURY BILL 02/19 0.00000

99.547646Local10,000,000.000 9,954,764.58 9,954,764.5899.547646 0.00 0.9199.547646Base 9,954,764.58 9,954,764.5899.547646 0.00 0.91

21 Dec 20182.392646LMM9 VICTORY RECEIVABLES

99.872222Local15,000,000.000 14,980,833.33 14,980,833.3399.872222 0.00 1.3699.872222Base 14,980,833.33 14,980,833.3399.872222 0.00 1.36

23 Jan 20192.592646LNP1 VICTORY RECEIVABLES

99.631944Local15,000,000.000 14,944,791.66 14,944,791.6699.631944 0.00 1.3699.631944Base 14,944,791.66 14,944,791.6699.631944 0.00 1.36


100.000000Local34,494,836.110 34,494,836.11 34,494,836.11100.000000 0.00 3.14100.000000Base 34,494,836.11 34,494,836.11100.000000 0.00 3.14


Base 598,663,732.49 598,659,618.09 -4,114.40 54.45

Base601,994,836.110 598,663,732.49 598,659,618.09 -4,114.40 54.45



STATE OF ARIZONA

November 30, 2018

ATZM



FUND:

Holdings






98.189808Local4,000,000.000 4,041,087.13 3,927,592.32101.027178 -113,494.81 0.3698.189808Base 4,041,087.13 3,927,592.32101.027178 -113,494.81 0.36

05 Nov 20213.19238025816BZ1 AMERICAN EXPRESS CO SR UNSECURED 11/21 VAR

99.838000Local5,000,000.000 5,000,000.00 4,991,900.00100.000000 -8,100.00 0.4599.838000Base 5,000,000.00 4,991,900.00100.000000 -8,100.00 0.45


96.971663Local5,000,000.000 4,998,547.21 4,848,583.1599.970944 -149,964.06 0.4496.971663Base 4,998,547.21 4,848,583.1599.970944 -149,964.06 0.44

12 Sep 20191.5037833CZ1 APPLE INC SR UNSECURED 09/19 1.5

98.894226Local10,000,000.000 9,996,642.46 9,889,422.6099.966425 -107,219.86 0.9098.894226Base 9,996,642.46 9,889,422.6099.966425 -107,219.86 0.90





19 Apr 20212.62506051GFW4 BANK OF AMERICA CORP SR UNSECURED 04/21 2.625

97.910767Local3,000,000.000 2,999,671.24 2,937,323.0199.989041 -62,348.23 0.2797.910767Base 2,999,671.24 2,937,323.0199.989041 -62,348.23 0.27


96.242856Local5,000,000.000 5,000,000.00 4,812,142.80100.000000 -187,857.20 0.4496.242856Base 5,000,000.00 4,812,142.80100.000000 -187,857.20 0.44

11 Jan 20192.67044084664CP4 BERKSHIRE HATHAWAY FIN COMPANY GUAR 01/19 VAR

100.005151Local5,000,000.000 5,000,000.00 5,000,257.55100.000000 257.55 0.45100.005151Base 5,000,000.00 5,000,257.55100.000000 257.55 0.45


STATE OF ARIZONA

November 30, 2018

ATZM



FUND:

Holdings




27 Feb 20191.6110122BA5 BRISTOL MYERS SQUIBB CO SR UNSECURED 02/19 1.6

99.712685Local5,000,000.000 4,999,517.81 4,985,634.2599.990356 -13,883.56 0.4599.712685Base 4,999,517.81 4,985,634.2599.990356 -13,883.56 0.45

04 Sep 20201.8514913Q2A6 CATERPILLAR FINL SERVICE SR UNSECURED 09/20 1.85

97.604576Local10,000,000.000 9,995,058.37 9,760,457.6099.950584 -234,600.77 0.8997.604576Base 9,995,058.37 9,760,457.6099.950584 -234,600.77 0.89

15 Jul 20221.49161571HE7 CHASE ISSUANCE TRUST CHAIT 2016 A4 A4


15 Jul 20242.39254683BX2 DISCOVER CARD EXECUTION NOTE T DCENT 2017 A2 A2


08 Jan 20191.6525468PDH6 WALT DISNEY COMPANY/THE SR UNSECURED 01/19 1.65

99.878000Local5,000,000.000 4,999,767.69 4,993,900.0099.995354 -5,867.69 0.4599.878000Base 4,999,767.69 4,993,900.0099.995354 -5,867.69 0.45



01 Nov 20263.03128MC5Y7 FED HM LN PC POOL G14263 FG 11/26 FIXED 3


01 Dec 20303.53128MFNU8 FED HM LN PC POOL G16503 FG 12/30 FIXED 3.5







STATE OF ARIZONA

November 30, 2018

ATZM



FUND:

Holdings




09 Oct 20190.01313586RC5 FANNIE MAE SUBORDINATED 10/19 0.00000

97.648539Local5,000,000.000 4,914,164.19 4,882,426.9598.283284 -31,737.24 0.4497.648539Base 4,914,164.19 4,882,426.9598.283284 -31,737.24 0.44


98.734800Local10,000,000.000 10,000,000.00 9,873,480.00100.000000 -126,520.00 0.9098.734800Base 10,000,000.00 9,873,480.00100.000000 -126,520.00 0.90

25 Jul 20402.53136A0GS0 FANNIE MAE FNR 2011 75 HP




25 Apr 20422.03136A6JR6 FANNIE MAE FNR 2012 58 PA


25 May 20392.03136A76N7 FANNIE MAE FNR 2012 101 B


25 May 20391.753136A8YT1 FANNIE MAE FNR 2012 103 LE


25 May 20402.03136AAEK7 FANNIE MAE FNR 2012 129 TD


25 Jul 20411.753136ABRK1 FANNIE MAE FNR 2013 9 PH


25 Feb 20281.253136ABUD3 FANNIE MAE FNR 2013 7 AC



STATE OF ARIZONA

November 30, 2018

ATZM



FUND:

Holdings




25 Mar 20422.03136ABUY7 FANNIE MAE FNR 2013 7 GB


25 Feb 20281.53136ABUZ4 FANNIE MAE FNR 2013 7 AD


25 Dec 20422.03136ABW74 FANNIE MAE FNR 2013 6 AB


25 Mar 20391.753136ACJX0 FANNIE MAE FNR 2013 17 PB


25 May 20402.03136AEBJ5 FANNIE MAE FNR 2013 47 YA


25 Jun 20281.253136AELZ8 FANNIE MAE FNR 2013 62 DB




15 Feb 20402.03137A62S0 FREDDIE MAC FHR 3796 PE


25 Oct 20204.3333137A6B27 FHLMC MULTIFAMILY STRUCTURED P FHMS K010 A2


15 Nov 20402.53137ADHX8 FREDDIE MAC FHR 3890 BA



STATE OF ARIZONA

November 30, 2018

ATZM



FUND:

Holdings








15 May 20412.03137AGRX0 FREDDIE MAC FHR 3935 JA






15 Jan 20281.53137AXMZ3 FREDDIE MAC FHR 4152 AG


15 Feb 20432.03137AYLB5 FREDDIE MAC FHR 4161 CD


15 Dec 20421.53137AYSG7 FREDDIE MAC FHR 4165 TD


15 Dec 20421.753137AYSH5 FREDDIE MAC FHR 4165 TE





STATE OF ARIZONA

November 30, 2018

ATZM



FUND:

Holdings




15 Mar 20402.03137B1VH2 FREDDIE MAC FHR 4210 AC


15 Jul 20421.53137B1ZD7 FREDDIE MAC FHR 4204 QA


15 Apr 20333.03137B2CM0 FREDDIE MAC FHR 4203 DM




15 Apr 20283.53137BUFZ6 FREDDIE MAC FHR 4646 TB




15 Jun 20424.03137FGA39 FREDDIE MAC FHR 4806 A




01 May 20282.53138WND30 FNMA POOL AT1021 FN 05/28 FIXED 2.5


25 Jul 20333.531393DDG3 FANNIE MAE FNR 2003 58 M



STATE OF ARIZONA

November 30, 2018

ATZM



FUND:

Holdings










15 Jan 20272.4434530WAA5 FORD CREDIT AUTO OWNER TRUST/F FORDR 2015 2 A 144A




15 Oct 20201.3334532EAD7 FORD CREDIT AUTO OWNER TRUST FORDO 2016 B A3


11 May 20202.90813369550BB3 GENERAL DYNAMICS CORP COMPANY GUAR 05/20 VAR

100.139478Local7,000,000.000 7,000,000.00 7,009,763.46100.000000 9,763.46 0.64100.139478Base 7,000,000.00 7,009,763.46100.000000 9,763.46 0.64


98.505024Local10,000,000.000 9,998,054.79 9,850,502.4099.980548 -147,552.39 0.9098.505024Base 9,998,054.79 9,850,502.4099.980548 -147,552.39 0.90






STATE OF ARIZONA

November 30, 2018

ATZM



FUND:

Holdings












22 Jun 20202.0639154TAJ7 GREAT AMERICA LEASING RECEIVAB GALC 2017 1 A3 144A


15 Jan 20192.2541283LAG0 HARLEY DAVIDSON FINL SER COMPANY GUAR 144A 01/19 2.25

99.917280Local4,000,000.000 3,999,980.41 3,996,691.2099.999510 -3,289.21 0.3699.917280Base 3,999,980.41 3,996,691.2099.999510 -3,289.21 0.36

15 Jun 20192.0437076BE1 HOME DEPOT INC SR UNSECURED 06/19 2

99.487771Local7,000,000.000 6,997,539.68 6,964,143.9799.964853 -33,395.71 0.6399.487771Base 6,997,539.68 6,964,143.9799.964853 -33,395.71 0.63


98.953031Local10,000,000.000 9,997,087.36 9,895,303.1099.970874 -101,784.26 0.9098.953031Base 9,997,087.36 9,895,303.1099.970874 -101,784.26 0.90


100.052032Local1,512,918.000 1,512,918.02 1,513,705.20100.000001 787.18 0.14100.052032Base 1,512,918.02 1,513,705.20100.000001 787.18 0.14

01 Mar 20203.4743846513BR75 STATE OF ISRAEL 03/20 0

100.000000Local5,000,000.000 5,000,000.00 5,000,000.00100.000000 0.00 0.45100.000000Base 5,000,000.00 5,000,000.00100.000000 0.00 0.45


STATE OF ARIZONA

November 30, 2018

ATZM



FUND:

Holdings




01 May 20212.7246513CSW7 ISRAEL ST SVG BD 05/21 2.72

98.943293Local5,000,000.000 5,000,000.00 4,947,164.65100.000000 -52,835.35 0.4598.943293Base 5,000,000.00 4,947,164.65100.000000 -52,835.35 0.45

03 Mar 20222.25478160CD4 JOHNSON + JOHNSON SR UNSECURED 03/22 2.25

97.157948Local3,500,000.000 3,493,806.26 3,400,528.1899.823036 -93,278.08 0.3197.157948Base 3,493,806.26 3,400,528.1899.823036 -93,278.08 0.31

01 Mar 20201.85494368BP7 KIMBERLY CLARK CORP SR UNSECURED 03/20 1.85

98.453826Local3,000,000.000 2,999,536.26 2,953,614.7899.984542 -45,921.48 0.2798.453826Base 2,999,536.26 2,953,614.7899.984542 -45,921.48 0.27

29 May 20191.87558013MEQ3 MCDONALD S CORP SR UNSECURED 05/19 1.875

99.475574Local7,500,000.000 7,499,266.51 7,460,668.0599.990220 -38,598.46 0.6899.475574Base 7,499,266.51 7,460,668.0599.990220 -38,598.46 0.68

10 Jan 20202.2563254AAT5 NATIONAL AUSTRALIA BK/NY SR UNSECURED 01/20 2.25

98.927076Local5,000,000.000 4,999,833.56 4,946,353.8099.996671 -53,479.76 0.4598.927076Base 4,999,833.56 4,946,353.8099.996671 -53,479.76 0.45

15 Jan 20211.3265478VAD9 NISSAN AUTO RECEIVABLES OWNER NAROT 2016 B A3


01 Feb 20222.7578012KZG5 ROYAL BANK OF CANADA SR UNSECURED 02/22 2.75

97.773248Local7,000,000.000 6,998,979.54 6,844,127.3699.985422 -154,852.18 0.6297.773248Base 6,998,979.54 6,844,127.3699.985422 -154,852.18 0.62

25 Jan 20292.9813878446YAA1 SLM STUDENT LOAN TRUST SLMA 2012 2 A


27 Jan 20201.77581376NAB1 SECURITIZED TERM AUTO RECEIVAB SSTRT 2017 2A A2A 144A


25 Aug 20201.8981379JAD3 SECURITIZED TERM AUTO RECEIVAB SSTRT 2017 1A A3 144A



STATE OF ARIZONA

November 30, 2018

ATZM



FUND:

Holdings




31 Jan 20202.2586787EAR8 SUNTRUST BANK SR UNSECURED 01/20 2.25

98.930287Local3,000,000.000 2,999,556.08 2,967,908.6199.985203 -31,647.47 0.2798.930287Base 2,999,556.08 2,967,908.6199.985203 -31,647.47 0.27

26 Jun 20192.387612EBB1 TARGET CORP SR UNSECURED 06/19 2.3

99.567270Local7,000,000.000 6,998,214.54 6,969,708.9099.974493 -28,505.64 0.6399.567270Base 6,998,214.54 6,969,708.9099.974493 -28,505.64 0.63

15 Jun 20191.62588579YAG6 3M COMPANY SR UNSECURED 06/19 1.625

99.337028Local7,000,000.000 6,989,865.65 6,953,591.9699.855224 -36,273.69 0.6399.337028Base 6,989,865.65 6,953,591.9699.855224 -36,273.69 0.63


99.606751Local5,000,000.000 5,000,000.00 4,980,337.55100.000000 -19,662.45 0.4599.606751Base 5,000,000.00 4,980,337.55100.000000 -19,662.45 0.45

09 Jan 20191.789236TDM4 TOYOTA MOTOR CREDIT CORP SR UNSECURED 01/19 1.7

99.896113Local10,000,000.000 9,999,813.01 9,989,611.3099.998130 -10,201.71 0.9199.896113Base 9,999,813.01 9,989,611.3099.998130 -10,201.71 0.91


99.664062Local15,000,000.000 14,958,880.11 14,949,609.3099.725867 -9,270.81 1.3699.664062Base 14,958,880.11 14,949,609.3099.725867 -9,270.81 1.36

30 Apr 20191.625912828D23 US TREASURY N/B 04/19 1.625

99.632812Local10,000,000.000 10,000,426.51 9,963,281.20100.004265 -37,145.31 0.9199.632812Base 10,000,426.51 9,963,281.20100.004265 -37,145.31 0.91

31 Aug 20191.625912828D80 US TREASURY N/B 08/19 1.625

99.222656Local30,000,000.000 29,817,996.17 29,766,796.8099.393321 -51,199.37 2.7199.222656Base 29,817,996.17 29,766,796.8099.393321 -51,199.37 2.71

15 Nov 20193.375912828LY4 US TREASURY N/B 11/19 3.375

100.554688Local10,000,000.000 10,081,313.23 10,055,468.80100.813132 -25,844.43 0.91100.554688Base 10,081,313.23 10,055,468.80100.813132 -25,844.43 0.91

31 Mar 20191.5912828SN1 US TREASURY N/B 03/19 1.5

99.667969Local10,000,000.000 9,973,892.40 9,966,796.9099.738924 -7,095.50 0.9199.667969Base 9,973,892.40 9,966,796.9099.738924 -7,095.50 0.91


STATE OF ARIZONA

November 30, 2018

ATZM



FUND:

Holdings




31 Oct 20191.25912828TV2 US TREASURY N/B 10/19 1.25

98.691406Local5,000,000.000 4,934,765.62 4,934,570.3098.695312 -195.32 0.4598.691406Base 4,934,765.62 4,934,570.3098.695312 -195.32 0.45

31 May 20191.5912828WL0 US TREASURY N/B 05/19 1.5

99.480469Local20,000,000.000 19,983,607.01 19,896,093.8099.918035 -87,513.21 1.8199.480469Base 19,983,607.01 19,896,093.8099.918035 -87,513.21 1.81


99.441406Local10,000,000.000 9,954,517.20 9,944,140.6099.545172 -10,376.60 0.9099.441406Base 9,954,517.20 9,944,140.6099.545172 -10,376.60 0.90


99.332031Local10,000,000.000 9,946,397.09 9,933,203.1099.463971 -13,193.99 0.9099.332031Base 9,946,397.09 9,933,203.1099.463971 -13,193.99 0.90


99.515625Local10,000,000.000 9,982,905.77 9,951,562.5099.829058 -31,343.27 0.9199.515625Base 9,982,905.77 9,951,562.5099.829058 -31,343.27 0.91

20 Jan 20211.4292347XAA4 VERIZON OWNER TRUST VZOT 2016 1A A 144A




15 Mar 20211.9292887KAC4 VOLVO FINANCIAL EQUIPMENT LLC VFET 2017 1A A3 144A


06 Dec 20192.1594988J5G8 WELLS FARGO BANK NA SR UNSECURED 12/19 2.15

98.871136Local5,000,000.000 4,997,664.23 4,943,556.8099.953285 -54,107.43 0.4598.871136Base 4,997,664.23 4,943,556.8099.953285 -54,107.43 0.45




STATE OF ARIZONA

November 30, 2018

ATZM



FUND:

Holdings




Base508,517,313.920 508,620,374.28 500,312,933.19 -8,307,441.09 45.50

FIXED INCOME Total



STATE OF ARIZONA

November 30, 2018

ATZM



FUND:

Holdings




1,107,818,058.54Base1,111,046,101.800FUND Total

1,099,506,503.05 -8,311,555.49 100.00Original Face: 435,499,334.000


STATE OF ARIZONA

November 30, 2018

ATZN

ST OF AZ POOL 123 ST FIXED INC


FUND:

Holdings





USD US DOLLAR

1.000000Local-24,823,636.080 -24,823,636.08 -24,823,636.081.000000 0.00 22.311.000000Base -24,823,636.08 -24,823,636.081.000000 0.00 22.31


Base -24,823,636.08 -24,823,636.08 0.00 22.31

Base-24,823,636.080 -24,823,636.08 -24,823,636.08 0.00 22.31

CASH Total



100.020000Local4,576,881.070 4,578,259.36 4,577,796.45100.030114 -462.91 4.11100.020000Base 4,578,259.36 4,577,796.45100.030114 -462.91 4.11

21 Dec 20182.304821UMM1 ATLANTIC ASSET SECUR

99.872222Local5,000,000.000 4,993,611.11 4,993,611.1199.872222 0.00 4.4999.872222Base 4,993,611.11 4,993,611.1199.872222 0.00 4.49


99.968472Local2,000,000.000 1,999,369.44 1,999,369.4499.968472 0.00 1.8099.968472Base 1,999,369.44 1,999,369.4499.968472 0.00 1.80


99.386667Local5,000,000.000 4,969,333.33 4,969,333.3399.386667 0.00 4.4799.386667Base 4,969,333.33 4,969,333.3399.386667 0.00 4.47

19 Feb 20192.762063C1PK0 CONCORD MIN CPTL CO

99.386667Local5,000,000.000 4,969,333.33 4,969,333.3399.386667 0.00 4.4799.386667Base 4,969,333.33 4,969,333.3399.386667 0.00 4.47


STATE OF ARIZONA

November 30, 2018

ATZN



FUND:

Holdings





100.000000Local5,000,000.000 5,000,000.00 5,000,000.00100.000000 0.00 4.49100.000000Base 5,000,000.00 5,000,000.00100.000000 0.00 4.49


99.872778Local5,000,000.000 4,993,638.89 4,993,638.8999.872778 0.00 4.4999.872778Base 4,993,638.89 4,993,638.8999.872778 0.00 4.49

21 Dec 20182.3440588MMM6 HALKIN FINANCE LLC USC

99.870000Local5,000,000.000 4,993,500.00 4,993,500.0099.870000 0.00 4.4999.870000Base 4,993,500.00 4,993,500.0099.870000 0.00 4.49

23 Jan 20192.5140588MNP8 HALKIN FINANCE LLC USC

99.630472Local5,000,000.000 4,981,523.61 4,981,523.6199.630472 0.00 4.4899.630472Base 4,981,523.61 4,981,523.6199.630472 0.00 4.48

23 Jan 20192.5545779QNP7 INSTITUTIONAL SECURED

99.624583Local5,000,000.000 4,981,229.17 4,981,229.1799.624583 0.00 4.4899.624583Base 4,981,229.17 4,981,229.1799.624583 0.00 4.48

21 Dec 20182.4162455BMM4 MOUNTCLIFF

99.866111Local5,000,000.000 4,993,305.55 4,993,305.5599.866111 0.00 4.4999.866111Base 4,993,305.55 4,993,305.5599.866111 0.00 4.49

23 Jan 20192.5862455BNP6 MOUNTCLIFF

99.620167Local5,000,000.000 4,981,008.33 4,981,008.3399.620167 0.00 4.4899.620167Base 4,981,008.33 4,981,008.3399.620167 0.00 4.48

22 Feb 20192.7662455BPN9 MOUNTCLIFF

99.363667Local5,000,000.000 4,968,183.33 4,968,183.3399.363667 0.00 4.4799.363667Base 4,968,183.33 4,968,183.3399.363667 0.00 4.47

21 Dec 20182.364105SMM7 NESTLE FIN FRANCE S.

99.872222Local5,000,000.000 4,993,611.11 4,993,611.1199.872222 0.00 4.4999.872222Base 4,993,611.11 4,993,611.1199.872222 0.00 4.49


99.398250Local5,000,000.000 4,969,912.50 4,969,912.5099.398250 0.00 4.4799.398250Base 4,969,912.50 4,969,912.5099.398250 0.00 4.47


STATE OF ARIZONA

November 30, 2018

ATZN



FUND:

Holdings




22 Mar 20192.7686562LQN5 SUMITOMO MTSU BKG CORP

99.149000Local5,000,000.000 4,957,450.00 4,957,450.0099.149000 0.00 4.4699.149000Base 4,957,450.00 4,957,450.0099.149000 0.00 4.46

23 Jan 20192.592646LNP1 VICTORY RECEIVABLES

99.631944Local5,000,000.000 4,981,597.22 4,981,597.2299.631944 0.00 4.4899.631944Base 4,981,597.22 4,981,597.2299.631944 0.00 4.48

20 Feb 20192.7392646LPL8 VICTORY RECEIVABLES

99.385750Local5,000,000.000 4,969,287.50 4,969,287.5099.385750 0.00 4.4799.385750Base 4,969,287.50 4,969,287.5099.385750 0.00 4.47


Base 86,274,153.78 86,273,690.87 -462.91 77.54

Base86,576,881.070 86,274,153.78 86,273,690.87 -462.91 77.54



ACI081BC6 LOCAL GOVERNMENT INVEST POOL MUTUAL FUND

1.000000Local171,226.040 171,226.04 171,226.041.000000 0.00 0.151.000000Base 171,226.04 171,226.041.000000 0.00 0.15


Base 171,226.04 171,226.04 0.00 0.15

Base171,226.040 171,226.04 171,226.04 0.00 0.15

EQUITY Total


STATE OF ARIZONA

November 30, 2018

ATZN



FUND:

Holdings





STATE OF ARIZONA

November 30, 2018

ATZN



FUND:

Holdings




61,621,743.74Base61,924,471.030FUND Total

61,621,280.83 -462.91 100.00


Currency Summary

Holdings

View Date: December 10, 2018

% FundUnits Total Cost Market Value Total Unreal Gn/LsUnreal Curr Gn/LsUnreal Sec Gn/Ls% Currency

As of: November 30, 2018

Base Currency:USD - US DOLLAR


ATZ4STATE OF ARIZONA

FUND:

US DOLLAR 1.000000Exchange Rate:

-4,524,700.820 -4,524,700.82 0.000.00Local -4,524,700.82 0.53

CASH

0.00-4,524,700.82 0.000.00-4,524,700.82Base 0.53

6,247,063.420 6,248,312.83 -743.18-743.18Local 6,249,056.01 0.73

CASH EQUIVALENT

-743.186,248,312.83 -743.180.006,249,056.01Base 0.73

19,878,824.000 846,058,204.61 199,175,262.91199,175,262.91Local 646,882,941.70 98.74

EQUITY

199,175,262.91846,058,204.61 199,175,262.910.00646,882,941.70Base 98.74

US DOLLAR Total21,601,186.600 648,607,296.89 847,781,816.62 199,174,519.73199,174,519.73Local 100.00

0.00199,174,519.73648,607,296.89 847,781,816.62 199,174,519.73Base 100.00

0.00199,174,519.7321,601,186.600 648,607,296.89 847,781,816.62 199,174,519.73

FUND TotalBase 100.00

Prepared by State Street Books Closed

Currency Summary

Holdings







FUND:


-1,276.070 -1,276.07 0.000.00Local -1,276.07 0.00

CASH

0.00-1,276.07 0.000.00-1,276.07Base 0.00

17,111,065.970 17,114,488.18 -1,982.67-1,982.67Local 17,116,470.85 2.82

CASH EQUIVALENT

-1,982.6717,114,488.18 -1,982.670.0017,116,470.85Base 2.82

21,899,082.000 589,026,715.33 130,028,153.30130,028,153.30Local 458,998,562.03 97.18

EQUITY

130,028,153.30589,026,715.33 130,028,153.300.00458,998,562.03Base 97.18

US DOLLAR Total39,008,871.900 476,113,756.81 606,139,927.44 130,026,170.63130,026,170.63Local 100.00

0.00130,026,170.63476,113,756.81 606,139,927.44 130,026,170.63Base 100.00

0.00130,026,170.6339,008,871.900 476,113,756.81 606,139,927.44 130,026,170.63



Currency Summary

Holdings







FUND:


-10,731,644.530 -10,731,644.53 0.000.00Local -10,731,644.53 0.48

CASH

0.00-10,731,644.53 0.000.00-10,731,644.53Base 0.48

47,826,560.900 47,530,337.30 -18,895.40-18,895.40Local 47,549,232.70 2.12

CASH EQUIVALENT

-18,895.4047,530,337.30 -18,895.400.0047,549,232.70Base 2.12

2,129,093,992.350 2,181,669,809.04 -42,701,933.94-42,701,933.94Local 2,224,371,742.98 97.40

FIXED INCOME

2,139,181,531.000 -42,701,933.942,181,669,809.04 -42,701,933.940.002,224,371,742.98BaseOriginal Face: 97.40

US DOLLAR Total2,166,188,908.720 2,261,189,331.15 2,218,468,501.81 -42,720,829.34-42,720,829.34Local 100.00

0.00-42,720,829.342,139,181,531.000 2,261,189,331.15 2,218,468,501.81 -42,720,829.34BaseOriginal Face: 100.00

0.00-42,720,829.342,166,188,908.720 2,261,189,331.15 2,218,468,501.81 -42,720,829.34


2,139,181,531.000Original Face:


Currency Summary

Holdings







FUND:


377,022.990 377,022.99 0.000.00Local 377,022.99 0.11

CASH

0.00377,022.99 0.000.00377,022.99Base 0.11

35,087,000.000 35,020,988.94 0.000.00Local 35,020,988.94 10.06

CASH EQUIVALENT

0.0035,020,988.94 0.000.0035,020,988.94Base 10.06

315,795,569.570 312,694,909.24 -3,844,341.37-3,844,341.37Local 316,539,250.61 89.83

FIXED INCOME

183,818,802.000 -3,844,341.37312,694,909.24 -3,844,341.370.00316,539,250.61BaseOriginal Face: 89.83

US DOLLAR Total351,259,592.560 351,937,262.54 348,092,921.17 -3,844,341.37-3,844,341.37Local 100.00

0.00-3,844,341.37183,818,802.000 351,937,262.54 348,092,921.17 -3,844,341.37BaseOriginal Face: 100.00

0.00-3,844,341.37351,259,592.560 351,937,262.54 348,092,921.17 -3,844,341.37




Currency Summary

Holdings







FUND:


571,004.530 571,004.53 0.000.00Local 571,004.53 0.42

CASH

0.00571,004.53 0.000.00571,004.53Base 0.42

25,000,000.000 24,977,102.67 -18.40-18.40Local 24,977,121.07 18.37

CASH EQUIVALENT

-18.4024,977,102.67 -18.400.0024,977,121.07Base 18.37

112,329,342.680 110,409,875.39 -2,881,672.40-2,881,672.40Local 113,291,547.79 81.21

FIXED INCOME




0.00-2,881,690.80137,900,347.210 138,839,673.39 135,957,982.59 -2,881,690.80




Currency Summary

Holdings







FUND:


-1,019,706.820 -1,019,706.82 0.000.00Local -1,019,706.82 0.05

CASH

0.00-1,019,706.82 0.000.00-1,019,706.82Base 0.05

13,109,496.990 13,112,118.89 -727.85-727.85Local 13,112,846.74 0.61

CASH EQUIVALENT

-727.8513,112,118.89 -727.850.0013,112,846.74Base 0.61

26,318,341.000 2,119,355,651.82 1,024,552,650.591,024,552,650.59Local 1,094,803,001.23 99.34

EQUITY

1,024,552,650.592,119,355,651.82 1,024,552,650.590.001,094,803,001.23Base 99.34

US DOLLAR Total38,408,131.170 1,106,896,141.15 2,131,448,063.89 1,024,551,922.741,024,551,922.74Local 100.00

0.001,024,551,922.741,106,896,141.15 2,131,448,063.89 1,024,551,922.74Base 100.00

0.001,024,551,922.7438,408,131.170 1,106,896,141.15 2,131,448,063.89 1,024,551,922.74



Currency Summary

Holdings






ATZASTATE OF ARIZONA

FUND:


242,196.370 242,196.37 0.000.00Local 242,196.37 0.02

CASH

0.00242,196.37 0.000.00242,196.37Base 0.02

614,685,280.970 612,772,084.12 -46,678.59-46,678.59Local 612,818,762.71 53.69

CASH EQUIVALENT

-46,678.59612,772,084.12 -46,678.590.00612,818,762.71Base 53.69

537,001,959.560 528,225,308.14 -10,823,788.23-10,823,788.23Local 539,049,096.37 46.29

FIXED INCOME



0.00-10,870,466.82807,038,186.000 1,152,110,055.45 1,141,239,588.63 -10,870,466.82BaseOriginal Face: 100.00

0.00-10,870,466.821,151,929,436.900 1,152,110,055.45 1,141,239,588.63 -10,870,466.82




Currency Summary

Holdings






ATZBSTATE OF ARIZONA

FUND:


-32.020 -32.02 0.000.00Local -32.02 0.00

CASH

0.00-32.02 0.000.00-32.02Base 0.00

939,465,548.750 937,930,882.14 -15,158.53-15,158.53Local 937,946,040.67 53.70

CASH EQUIVALENT

-15,158.53937,930,882.14 -15,158.530.00937,946,040.67Base 53.70

817,051,688.110 808,543,737.87 -9,071,636.89-9,071,636.89Local 817,615,374.76 46.30

FIXED INCOME




0.00-9,086,795.421,756,517,204.840 1,755,561,383.41 1,746,474,587.99 -9,086,795.42




Currency Summary

Holdings






ATZDUS BANCORP PIPER JAFFRAY VENTURES

FUND:


11,915.960 11,915.96 0.000.00Local 11,915.96 0.01

CASH

0.0011,915.96 0.000.0011,915.96Base 0.01

14,582,596.270 14,533,913.23 -46,808.51-46,808.51Local 14,580,721.74 13.52

CASH EQUIVALENT

-46,808.5114,533,913.23 -46,808.510.0014,580,721.74Base 13.52

93,675,355.110 92,952,598.70 -561,292.26-561,292.26Local 93,513,890.96 86.47

FIXED INCOME

45,366,000.000 -561,292.2692,952,598.70 -561,292.260.0093,513,890.96BaseOriginal Face: 86.47

US DOLLAR Total108,269,867.340 108,106,528.66 107,498,427.89 -608,100.77-608,100.77Local 100.00

0.00-608,100.7745,366,000.000 108,106,528.66 107,498,427.89 -608,100.77BaseOriginal Face: 100.00

0.00-608,100.77108,269,867.340 108,106,528.66 107,498,427.89 -608,100.77




Currency Summary

Holdings






ATZESTATE OF ARIZONA

FUND:


249,999.930 249,999.93 0.000.00Local 249,999.93 0.02

CASH

0.00249,999.93 0.000.00249,999.93Base 0.02

620,126,862.890 617,461,482.65 -49,037.88-49,037.88Local 617,510,520.53 49.78

CASH EQUIVALENT

-49,037.88617,461,482.65 -49,037.880.00617,510,520.53Base 49.78

629,034,142.130 622,763,643.94 -6,799,043.72-6,799,043.72Local 629,562,687.66 50.20

FIXED INCOME




0.00-6,848,081.601,249,411,004.950 1,247,323,208.12 1,240,475,126.52 -6,848,081.60




Currency Summary

Holdings






ATZFSTATE OF ARIZONA

FUND:


0.030 0.03 0.000.00Local 0.03 0.00

CASH

0.000.03 0.000.000.03Base 0.00

1,514,118,337.800 1,511,713,289.51 0.000.00Local 1,511,713,289.51 94.42

CASH EQUIVALENT

0.001,511,713,289.51 0.000.001,511,713,289.51Base 94.42

89,398,415.100 89,325,683.74 -9,948.62-9,948.62Local 89,335,632.36 5.58

FIXED INCOME

46,000,000.000 -9,948.6289,325,683.74 -9,948.620.0089,335,632.36BaseOriginal Face: 5.58

US DOLLAR Total1,603,516,752.930 1,601,048,921.90 1,601,038,973.28 -9,948.62-9,948.62Local 100.00

0.00-9,948.6246,000,000.000 1,601,048,921.90 1,601,038,973.28 -9,948.62BaseOriginal Face: 100.00

0.00-9,948.621,603,516,752.930 1,601,048,921.90 1,601,038,973.28 -9,948.62




Currency Summary

Holdings






ATZGSTATE OF ARIZONA

FUND:


-2,502.580 -2,502.58 0.000.00Local -2,502.58 0.00

CASH

0.00-2,502.58 0.000.00-2,502.58Base 0.00

885,757,887.980 885,152,895.90 0.000.00Local 885,152,895.90 65.05

CASH EQUIVALENT

0.00885,152,895.90 0.000.00885,152,895.90Base 65.05

477,000,000.000 475,640,098.97 45,106.9145,106.91Local 475,594,992.06 34.95

FIXED INCOME

45,106.91475,640,098.97 45,106.910.00475,594,992.06Base 34.95

US DOLLAR Total1,362,755,385.400 1,360,745,385.38 1,360,790,492.29 45,106.9145,106.91Local 100.00

0.0045,106.911,360,745,385.38 1,360,790,492.29 45,106.91Base 100.00

0.0045,106.911,362,755,385.400 1,360,745,385.38 1,360,790,492.29 45,106.91



Currency Summary

Holdings






ATZHUS BANCORP PIPER JAFFRAY VENTURES

FUND:


-10,000,000.000 -10,000,000.00 0.000.00Local -10,000,000.00 8.52

CASH

0.00-10,000,000.00 0.000.00-10,000,000.00Base 8.52

12,215,056.240 12,222,045.74 0.000.00Local 12,222,045.74 10.41

CASH EQUIVALENT

0.0012,222,045.74 0.000.0012,222,045.74Base 10.41

94,345,000.000 95,171,336.45 -117,859.17-117,859.17Local 95,289,195.62 81.07

FIXED INCOME

-117,859.1795,171,336.45 -117,859.170.0095,289,195.62Base 81.07

US DOLLAR Total96,560,056.240 97,511,241.36 97,393,382.19 -117,859.17-117,859.17Local 100.00

0.00-117,859.1797,511,241.36 97,393,382.19 -117,859.17Base 100.00

0.00-117,859.1796,560,056.240 97,511,241.36 97,393,382.19 -117,859.17



Currency Summary

Holdings






ATZISTATE OF ARIZONA

FUND:


1,903,685.440 1,903,685.44 0.000.00Local 1,903,685.44 0.46

CASH

0.001,903,685.44 0.000.001,903,685.44Base 0.46

162,759,748.490 162,125,099.94 -197,924.62-197,924.62Local 162,323,024.56 39.00

CASH EQUIVALENT

-197,924.62162,125,099.94 -197,924.620.00162,323,024.56Base 39.00

252,986,622.090 251,665,759.91 -2,347,232.62-2,347,232.62Local 254,012,992.53 60.54

FIXED INCOME




0.00-2,545,157.24417,650,056.020 418,239,702.53 415,694,545.29 -2,545,157.24




Currency Summary

Holdings






ATZJSTATE OF ARIZONA

FUND:


662.510 662.51 0.000.00Local 662.51 100.00

CASH

0.00662.51 0.000.00662.51Base 100.00

US DOLLAR Total662.510 662.51 662.51 0.000.00Local 100.00

0.000.00662.51 662.51 0.00Base 100.00

0.000.00662.510 662.51 662.51 0.00



Currency Summary

Holdings






ATZLSTATE OF ARIZONA

FUND:


221,822.310 221,822.31 0.000.00Local 221,822.31 0.07

CASH

0.00221,822.31 0.000.00221,822.31Base 0.07

56,999,999.990 56,678,358.45 -178,335.67-178,335.67Local 56,856,694.12 17.38

CASH EQUIVALENT

-178,335.6756,678,358.45 -178,335.670.0056,856,694.12Base 17.38

271,368,293.950 269,264,189.56 -4,538,985.85-4,538,985.85Local 273,803,175.41 82.55

FIXED INCOME




0.00-4,717,321.52328,590,116.250 330,881,691.84 326,164,370.32 -4,717,321.52




Currency Summary

Holdings






ATZMSTATE OF ARIZONA

FUND:


533,951.770 533,951.77 0.000.00Local 533,951.77 0.05

CASH

0.00533,951.77 0.000.00533,951.77Base 0.05

601,994,836.110 598,659,618.09 -4,114.40-4,114.40Local 598,663,732.49 54.45

CASH EQUIVALENT

-4,114.40598,659,618.09 -4,114.400.00598,663,732.49Base 54.45

508,517,313.920 500,312,933.19 -8,307,441.09-8,307,441.09Local 508,620,374.28 45.50

FIXED INCOME




0.00-8,311,555.491,111,046,101.800 1,107,818,058.54 1,099,506,503.05 -8,311,555.49




Currency Summary

Holdings






ATZNSTATE OF ARIZONA

FUND:


-24,823,636.080 -24,823,636.08 0.000.00Local -24,823,636.08 22.31

CASH

0.00-24,823,636.08 0.000.00-24,823,636.08Base 22.31

86,576,881.070 86,273,690.87 -462.91-462.91Local 86,274,153.78 77.54

CASH EQUIVALENT

-462.9186,273,690.87 -462.910.0086,274,153.78Base 77.54

171,226.040 171,226.04 0.000.00Local 171,226.04 0.15

EQUITY

0.00171,226.04 0.000.00171,226.04Base 0.15

US DOLLAR Total61,924,471.030 61,621,743.74 61,621,280.83 -462.91-462.91Local 100.00

0.00-462.9161,621,743.74 61,621,280.83 -462.91Base 100.00

0.00-462.9161,924,471.030 61,621,743.74 61,621,280.83 -462.91



Units Total Cost Market Value Unreal Curr Gn/LsUnreal Sec Gn/Ls Total Unreal Gn/Ls% Fund

Holdings ST OF AZ POOL 203 MID CAPSTATE OF ARIZONA

ATZ4

November 30, 2018 December 10, 2018

Asset Summary

As of:

FUND:

View Date:

Base Currency: USD - US DOLLAR

CASH

-4,524,700.820 -4,524,700.82 -4,524,700.82 0.53 0.00 0.00 0.00US DOLLAR

CASH Total-4,524,700.820 -4,524,700.82 -4,524,700.82 0.000.53 0.000.00

Books Closed Prepared by State Street



ATZ4


Asset Summary

As of:

FUND:

View Date:


CASH EQUIVALENT

6,247,063.420 6,249,056.01 6,248,312.83 0.73 -743.18 0.00 -743.18US DOLLAR

CASH EQUIVALENT Total6,247,063.420 6,249,056.01 6,248,312.83 -743.180.73 -743.180.00




ATZ4


Asset Summary

As of:

FUND:

View Date:


EQUITY

19,878,824.000 646,882,941.70 846,058,204.61 98.74 199,175,262.91 0.00 199,175,262.91US DOLLAR

EQUITY Total19,878,824.000 646,882,941.70 846,058,204.61 199,175,262.9198.74 199,175,262.910.00




ATZ4


Asset Summary

As of:

FUND:

View Date:


FUND Total21,601,186.600 648,607,296.89 847,781,816.62 100.00 199,174,519.73 0.00 199,174,519.73



Holdings ST OF AZ POOL 204 SMALL CAPSTATE OF ARIZONA

ATZ5


Asset Summary

As of:

FUND:

View Date:


CASH

-1,276.070 -1,276.07 -1,276.07 0.00 0.00 0.00 0.00US DOLLAR

CASH Total-1,276.070 -1,276.07 -1,276.07 0.000.00 0.000.00




ATZ5


Asset Summary

As of:

FUND:

View Date:


CASH EQUIVALENT

17,111,065.970 17,116,470.85 17,114,488.18 2.82 -1,982.67 0.00 -1,982.67US DOLLAR

CASH EQUIVALENT Total17,111,065.970 17,116,470.85 17,114,488.18 -1,982.672.82 -1,982.670.00




ATZ5


Asset Summary

As of:

FUND:

View Date:


EQUITY

21,899,082.000 458,998,562.03 589,026,715.33 97.18 130,028,153.30 0.00 130,028,153.30US DOLLAR

EQUITY Total21,899,082.000 458,998,562.03 589,026,715.33 130,028,153.3097.18 130,028,153.300.00




ATZ5


Asset Summary

As of:

FUND:

View Date:


FUND Total39,008,871.900 476,113,756.81 606,139,927.44 100.00 130,026,170.63 0.00 130,026,170.63



Holdings ST OF AZ POOL 205 FIXED INCOMESTATE OF ARIZONA

ATZ6


Asset Summary

As of:

FUND:

View Date:


CASH

-10,731,644.530 -10,731,644.53 -10,731,644.53 0.48 0.00 0.00 0.00US DOLLAR

CASH Total-10,731,644.530 -10,731,644.53 -10,731,644.53 0.000.48 0.000.00




ATZ6


Asset Summary

As of:

FUND:

View Date:


CASH EQUIVALENT

47,826,560.900 47,549,232.70 47,530,337.30 2.12 -18,895.40 0.00 -18,895.40US DOLLAR





ATZ6


Asset Summary

As of:

FUND:

View Date:


FIXED INCOME

2,129,093,992.350 2,224,371,742.98 2,181,669,809.04 97.40 -42,701,933.94 0.00 -42,701,933.94US DOLLAR

FIXED INCOME Total2,129,093,992.350 2,224,371,742.98 2,181,669,809.04 -42,701,933.9497.40 -42,701,933.940.00




ATZ6


Asset Summary

As of:

FUND:

View Date:


FUND Total2,166,188,908.720 2,261,189,331.15 2,218,468,501.81 100.00 -42,720,829.34 0.00 -42,720,829.34



Holdings ST OF AZ POOL 500 LGIP MEDSTATE OF ARIZONA

ATZ7


Asset Summary

As of:

FUND:

View Date:


CASH

377,022.990 377,022.99 377,022.99 0.11 0.00 0.00 0.00US DOLLAR

CASH Total377,022.990 377,022.99 377,022.99 0.000.11 0.000.00




ATZ7


Asset Summary

As of:

FUND:

View Date:


CASH EQUIVALENT

35,087,000.000 35,020,988.94 35,020,988.94 10.06 0.00 0.00 0.00US DOLLAR

CASH EQUIVALENT Total35,087,000.000 35,020,988.94 35,020,988.94 0.0010.06 0.000.00




ATZ7


Asset Summary

As of:

FUND:

View Date:


FIXED INCOME

315,795,569.570 316,539,250.61 312,694,909.24 89.83 -3,844,341.37 0.00 -3,844,341.37US DOLLAR

FIXED INCOME Total315,795,569.570 316,539,250.61 312,694,909.24 -3,844,341.3789.83 -3,844,341.370.00




ATZ7


Asset Summary

As of:

FUND:

View Date:


FUND Total351,259,592.560 351,937,262.54 348,092,921.17 100.00 -3,844,341.37 0.00 -3,844,341.37



Holdings ST OF AZ POOL 700 LGIP MD FF&CSTATE OF ARIZONA

ATZ8


Asset Summary

As of:

FUND:

View Date:


CASH

571,004.530 571,004.53 571,004.53 0.42 0.00 0.00 0.00US DOLLAR

CASH Total571,004.530 571,004.53 571,004.53 0.000.42 0.000.00




ATZ8


Asset Summary

As of:

FUND:

View Date:


CASH EQUIVALENT

25,000,000.000 24,977,121.07 24,977,102.67 18.37 -18.40 0.00 -18.40US DOLLAR





ATZ8


Asset Summary

As of:

FUND:

View Date:


FIXED INCOME

112,329,342.680 113,291,547.79 110,409,875.39 81.21 -2,881,672.40 0.00 -2,881,672.40US DOLLAR





ATZ8


Asset Summary

As of:

FUND:

View Date:


FUND Total137,900,347.210 138,839,673.39 135,957,982.59 100.00 -2,881,690.80 0.00 -2,881,690.80



Holdings ST OF AZ POOL 201 LARGE CAPSTATE OF ARIZONA

ATZ9


Asset Summary

As of:

FUND:

View Date:


CASH

-1,019,706.820 -1,019,706.82 -1,019,706.82 0.05 0.00 0.00 0.00US DOLLAR

CASH Total-1,019,706.820 -1,019,706.82 -1,019,706.82 0.000.05 0.000.00




ATZ9


Asset Summary

As of:

FUND:

View Date:


CASH EQUIVALENT

13,109,496.990 13,112,846.74 13,112,118.89 0.61 -727.85 0.00 -727.85US DOLLAR





ATZ9


Asset Summary

As of:

FUND:

View Date:


EQUITY

26,318,341.000 1,094,803,001.23 2,119,355,651.82 99.34 1,024,552,650.59 0.00 1,024,552,650.59US DOLLAR

EQUITY Total26,318,341.000 1,094,803,001.23 2,119,355,651.82 1,024,552,650.5999.34 1,024,552,650.590.00




ATZ9


Asset Summary

As of:

FUND:

View Date:


FUND Total38,408,131.170 1,106,896,141.15 2,131,448,063.89 100.00 1,024,551,922.74 0.00 1,024,551,922.74



Holdings ST OF AZ POOL 2 ST AGCY FF&CSTATE OF ARIZONA

ATZA


Asset Summary

As of:

FUND:

View Date:


CASH

242,196.370 242,196.37 242,196.37 0.02 0.00 0.00 0.00US DOLLAR

CASH Total242,196.370 242,196.37 242,196.37 0.000.02 0.000.00




ATZA


Asset Summary

As of:

FUND:

View Date:


CASH EQUIVALENT

614,685,280.970 612,818,762.71 612,772,084.12 53.69 -46,678.59 0.00 -46,678.59US DOLLAR





ATZA


Asset Summary

As of:

FUND:

View Date:


FIXED INCOME

537,001,959.560 539,049,096.37 528,225,308.14 46.29 -10,823,788.23 0.00 -10,823,788.23US DOLLAR





ATZA


Asset Summary

As of:

FUND:

View Date:


FUND Total1,151,929,436.900 1,152,110,055.45 1,141,239,588.63 100.00 -10,870,466.82 0.00 -10,870,466.82



Holdings ST OF AZ POOL 3 ST AGCY INT.STATE OF ARIZONA

ATZB


Asset Summary

As of:

FUND:

View Date:


CASH

-32.020 -32.02 -32.02 0.00 0.00 0.00 0.00US DOLLAR

CASH Total-32.020 -32.02 -32.02 0.000.00 0.000.00




ATZB


Asset Summary

As of:

FUND:

View Date:


CASH EQUIVALENT

939,465,548.750 937,946,040.67 937,930,882.14 53.70 -15,158.53 0.00 -15,158.53US DOLLAR





ATZB


Asset Summary

As of:

FUND:

View Date:


FIXED INCOME

817,051,688.110 817,615,374.76 808,543,737.87 46.30 -9,071,636.89 0.00 -9,071,636.89US DOLLAR





ATZB


Asset Summary

As of:

FUND:

View Date:


FUND Total1,756,517,204.840 1,755,561,383.41 1,746,474,587.99 100.00 -9,086,795.42 0.00 -9,086,795.42



Holdings ST OF AZ POOL 3 ST AGCY EXT.US BANCORP PIPER JAFFRAY VENTURES

ATZD


Asset Summary

As of:

FUND:

View Date:


CASH

11,915.960 11,915.96 11,915.96 0.01 0.00 0.00 0.00US DOLLAR

CASH Total11,915.960 11,915.96 11,915.96 0.000.01 0.000.00




ATZD


Asset Summary

As of:

FUND:

View Date:


CASH EQUIVALENT

14,582,596.270 14,580,721.74 14,533,913.23 13.52 -46,808.51 0.00 -46,808.51US DOLLAR





ATZD


Asset Summary

As of:

FUND:

View Date:


FIXED INCOME

93,675,355.110 93,513,890.96 92,952,598.70 86.47 -561,292.26 0.00 -561,292.26US DOLLAR

FIXED INCOME Total93,675,355.110 93,513,890.96 92,952,598.70 -561,292.2686.47 -561,292.260.00




ATZD


Asset Summary

As of:

FUND:

View Date:


FUND Total108,269,867.340 108,106,528.66 107,498,427.89 100.00 -608,100.77 0.00 -608,100.77



Holdings ST OF AZ POOL 4 ST AGCY GOV.STATE OF ARIZONA

ATZE


Asset Summary

As of:

FUND:

View Date:


CASH

249,999.930 249,999.93 249,999.93 0.02 0.00 0.00 0.00US DOLLAR

CASH Total249,999.930 249,999.93 249,999.93 0.000.02 0.000.00




ATZE


Asset Summary

As of:

FUND:

View Date:


CASH EQUIVALENT

620,126,862.890 617,510,520.53 617,461,482.65 49.78 -49,037.88 0.00 -49,037.88US DOLLAR





ATZE


Asset Summary

As of:

FUND:

View Date:


FIXED INCOME

629,034,142.130 629,562,687.66 622,763,643.94 50.20 -6,799,043.72 0.00 -6,799,043.72US DOLLAR





ATZE


Asset Summary

As of:

FUND:

View Date:


FUND Total1,249,411,004.950 1,247,323,208.12 1,240,475,126.52 100.00 -6,848,081.60 0.00 -6,848,081.60



Holdings ST OF AZ POOL 5 LGIPSTATE OF ARIZONA

ATZF


Asset Summary

As of:

FUND:

View Date:


CASH

0.030 0.03 0.03 0.00 0.00 0.00 0.00US DOLLAR

CASH Total0.030 0.03 0.03 0.000.00 0.000.00




ATZF


Asset Summary

As of:

FUND:

View Date:


CASH EQUIVALENT

1,514,118,337.800 1,511,713,289.51 1,511,713,289.51 94.42 0.00 0.00 0.00US DOLLAR

CASH EQUIVALENT Total1,514,118,337.800 1,511,713,289.51 1,511,713,289.51 0.0094.42 0.000.00




ATZF


Asset Summary

As of:

FUND:

View Date:


FIXED INCOME

89,398,415.100 89,335,632.36 89,325,683.74 5.58 -9,948.62 0.00 -9,948.62US DOLLAR





ATZF


Asset Summary

As of:

FUND:

View Date:


FUND Total1,603,516,752.930 1,601,048,921.90 1,601,038,973.28 100.00 -9,948.62 0.00 -9,948.62



Holdings ST OF AZ POOL 7 LGIP FF&CSTATE OF ARIZONA

ATZG


Asset Summary

As of:

FUND:

View Date:


CASH

-2,502.580 -2,502.58 -2,502.58 0.00 0.00 0.00 0.00US DOLLAR

CASH Total-2,502.580 -2,502.58 -2,502.58 0.000.00 0.000.00




ATZG


Asset Summary

As of:

FUND:

View Date:


CASH EQUIVALENT

885,757,887.980 885,152,895.90 885,152,895.90 65.05 0.00 0.00 0.00US DOLLAR





ATZG


Asset Summary

As of:

FUND:

View Date:


FIXED INCOME

477,000,000.000 475,594,992.06 475,640,098.97 34.95 45,106.91 0.00 45,106.91US DOLLAR

FIXED INCOME Total477,000,000.000 475,594,992.06 475,640,098.97 45,106.9134.95 45,106.910.00




ATZG


Asset Summary

As of:

FUND:

View Date:


FUND Total1,362,755,385.400 1,360,745,385.38 1,360,790,492.29 100.00 45,106.91 0.00 45,106.91



Holdings ST OF AZ POOL 10 ST OPERATINGUS BANCORP PIPER JAFFRAY VENTURES

ATZH


Asset Summary

As of:

FUND:

View Date:


CASH

-10,000,000.000 -10,000,000.00 -10,000,000.00 8.52 0.00 0.00 0.00US DOLLAR

CASH Total-10,000,000.000 -10,000,000.00 -10,000,000.00 0.008.52 0.000.00




ATZH


Asset Summary

As of:

FUND:

View Date:


CASH EQUIVALENT

12,215,056.240 12,222,045.74 12,222,045.74 10.41 0.00 0.00 0.00US DOLLAR





ATZH


Asset Summary

As of:

FUND:

View Date:


FIXED INCOME

94,345,000.000 95,289,195.62 95,171,336.45 81.07 -117,859.17 0.00 -117,859.17US DOLLAR





ATZH


Asset Summary

As of:

FUND:

View Date:


FUND Total96,560,056.240 97,511,241.36 97,393,382.19 100.00 -117,859.17 0.00 -117,859.17



Holdings ST OF AZ POOL 12 CAWCD MED TRMSTATE OF ARIZONA

ATZI


Asset Summary

As of:

FUND:

View Date:


CASH

1,903,685.440 1,903,685.44 1,903,685.44 0.46 0.00 0.00 0.00US DOLLAR

CASH Total1,903,685.440 1,903,685.44 1,903,685.44 0.000.46 0.000.00




ATZI


Asset Summary

As of:

FUND:

View Date:


CASH EQUIVALENT

162,759,748.490 162,323,024.56 162,125,099.94 39.00 -197,924.62 0.00 -197,924.62US DOLLAR





ATZI


Asset Summary

As of:

FUND:

View Date:


FIXED INCOME

252,986,622.090 254,012,992.53 251,665,759.91 60.54 -2,347,232.62 0.00 -2,347,232.62US DOLLAR





ATZI


Asset Summary

As of:

FUND:

View Date:


FUND Total417,650,056.020 418,239,702.53 415,694,545.29 100.00 -2,545,157.24 0.00 -2,545,157.24



Holdings ST OF AZ POOL 15 ST OPER FUNDSTATE OF ARIZONA

ATZJ


Asset Summary

As of:

FUND:

View Date:


CASH

662.510 662.51 662.51 100.00 0.00 0.00 0.00US DOLLAR

CASH Total662.510 662.51 662.51 0.00100.00 0.000.00




ATZJ


Asset Summary

As of:

FUND:

View Date:


FUND Total662.510 662.51 662.51 100.00 0.00 0.00 0.00



Holdings ST OF AZ POOL 16 ECDHBSTATE OF ARIZONA

ATZL


Asset Summary

As of:

FUND:

View Date:


CASH

221,822.310 221,822.31 221,822.31 0.07 0.00 0.00 0.00US DOLLAR

CASH Total221,822.310 221,822.31 221,822.31 0.000.07 0.000.00




ATZL


Asset Summary

As of:

FUND:

View Date:


CASH EQUIVALENT

56,999,999.990 56,856,694.12 56,678,358.45 17.38 -178,335.67 0.00 -178,335.67US DOLLAR





ATZL


Asset Summary

As of:

FUND:

View Date:


FIXED INCOME

271,368,293.950 273,803,175.41 269,264,189.56 82.55 -4,538,985.85 0.00 -4,538,985.85US DOLLAR





ATZL


Asset Summary

As of:

FUND:

View Date:


FUND Total328,590,116.250 330,881,691.84 326,164,370.32 100.00 -4,717,321.52 0.00 -4,717,321.52



Holdings ST OF AZ POOL 10 ST OPER INTSTATE OF ARIZONA

ATZM


Asset Summary

As of:

FUND:

View Date:


CASH

533,951.770 533,951.77 533,951.77 0.05 0.00 0.00 0.00US DOLLAR

CASH Total533,951.770 533,951.77 533,951.77 0.000.05 0.000.00




ATZM


Asset Summary

As of:

FUND:

View Date:


CASH EQUIVALENT

601,994,836.110 598,663,732.49 598,659,618.09 54.45 -4,114.40 0.00 -4,114.40US DOLLAR





ATZM


Asset Summary

As of:

FUND:

View Date:


FIXED INCOME

508,517,313.920 508,620,374.28 500,312,933.19 45.50 -8,307,441.09 0.00 -8,307,441.09US DOLLAR





ATZM


Asset Summary

As of:

FUND:

View Date:


FUND Total1,111,046,101.800 1,107,818,058.54 1,099,506,503.05 100.00 -8,311,555.49 0.00 -8,311,555.49



Holdings ST OF AZ POOL 123 ST FIXED INCSTATE OF ARIZONA

ATZN


Asset Summary

As of:

FUND:

View Date:


CASH

-24,823,636.080 -24,823,636.08 -24,823,636.08 22.31 0.00 0.00 0.00US DOLLAR

CASH Total-24,823,636.080 -24,823,636.08 -24,823,636.08 0.0022.31 0.000.00




ATZN


Asset Summary

As of:

FUND:

View Date:


CASH EQUIVALENT

86,576,881.070 86,274,153.78 86,273,690.87 77.54 -462.91 0.00 -462.91US DOLLAR





ATZN


Asset Summary

As of:

FUND:

View Date:


EQUITY

171,226.040 171,226.04 171,226.04 0.15 0.00 0.00 0.00US DOLLAR

EQUITY Total171,226.040 171,226.04 171,226.04 0.000.15 0.000.00




ATZN


Asset Summary

As of:

FUND:

View Date:


FUND Total61,924,471.030 61,621,743.74 61,621,280.83 100.00 -462.91 0.00 -462.91


Units Total Cost Market Value Unreal Curr Gn/LsUnreal Sec Gn/Ls Total Unreal Gn/LsNotional Par % Fund


ATZ4


Fund Summary

As of:

FUND:

View Date:


CASH-4,524,700.820 -4,524,700.82 -4,524,700.82 0.53 0.00 0.00 0.00

0.000.00

0.000.00

0.000.00

GN GN GNLS LS LS

CASH EQUIVALENT6,247,063.420 6,249,056.01 6,248,312.83 0.73 -743.18 0.00 -743.18

0.00-743.18

0.000.00

0.00-743.18

GN GN GNLS LS LS

EQUITY19,878,824.000 646,882,941.70 846,058,204.61 98.74 199,175,262.91 0.00 199,175,262.91

251,100,149.15-51,924,886.24

0.000.00

251,100,149.15-51,924,886.24

GN GN GNLS LS LS

FUND Total21,601,186.600 648,607,296.89 847,781,816.62 100.00 199,174,519.73 0.00 199,174,519.730.000

0.00-51,925,629.42 LSGN251,100,149.15 0.00 251,100,149.15

-51,925,629.42GN GNLS LS




ATZ5


Fund Summary

As of:

FUND:

View Date:


CASH-1,276.070 -1,276.07 -1,276.07 0.00 0.00 0.00 0.00

0.000.00

0.000.00

0.000.00

GN GN GNLS LS LS

CASH EQUIVALENT17,111,065.970 17,116,470.85 17,114,488.18 2.82 -1,982.67 0.00 -1,982.67

0.00-1,982.67

0.000.00

0.00-1,982.67

GN GN GNLS LS LS

EQUITY21,899,082.000 458,998,562.03 589,026,715.33 97.18 130,028,153.30 0.00 130,028,153.30

180,519,038.66-50,490,885.36

0.000.00

180,519,038.66-50,490,885.36

GN GN GNLS LS LS

FUND Total39,008,871.900 476,113,756.81 606,139,927.44 100.00 130,026,170.63 0.00 130,026,170.630.000

0.00-50,492,868.03 LSGN180,519,038.66 0.00 180,519,038.66

-50,492,868.03GN GNLS LS




ATZ6


Fund Summary

As of:

FUND:

View Date:


CASH-10,731,644.530 -10,731,644.53 -10,731,644.53 0.48 0.00 0.00 0.00

0.000.00

0.000.00

0.000.00

GN GN GNLS LS LS

CASH EQUIVALENT47,826,560.900 47,549,232.70 47,530,337.30 2.12 -18,895.40 0.00 -18,895.40

0.00-18,895.40

0.000.00

0.00-18,895.40

GN GN GNLS LS LS

FIXED INCOME2,129,093,992.350 2,224,371,742.98 2,181,669,809.04 97.40 -42,701,933.94 0.00 -42,701,933.94

15,609,039.20-58,310,973.14

0.000.00

15,609,039.20-58,310,973.14

GN GN GNLS LS LS

Original Face: 2,139,181,531.000

FUND Total2,166,188,908.720 2,261,189,331.15 2,218,468,501.81 100.00 -42,720,829.34 0.00 -42,720,829.340.000

0.00-58,329,868.54 LSGN15,609,039.20 0.00 15,609,039.20

-58,329,868.54GN GNLS LS

2,139,181,531.000Original Face:




ATZ7


Fund Summary

As of:

FUND:

View Date:


CASH377,022.990 377,022.99 377,022.99 0.11 0.00 0.00 0.00

0.000.00

0.000.00

0.000.00

GN GN GNLS LS LS

CASH EQUIVALENT35,087,000.000 35,020,988.94 35,020,988.94 10.06 0.00 0.00 0.00

0.000.00

0.000.00

0.000.00

GN GN GNLS LS LS

FIXED INCOME315,795,569.570 316,539,250.61 312,694,909.24 89.83 -3,844,341.37 0.00 -3,844,341.37

164,233.51-4,008,574.88

0.000.00

164,233.51-4,008,574.88

GN GN GNLS LS LS

Original Face: 183,818,802.000

FUND Total351,259,592.560 351,937,262.54 348,092,921.17 100.00 -3,844,341.37 0.00 -3,844,341.370.000

0.00-4,008,574.88 LSGN164,233.51 0.00 164,233.51

-4,008,574.88GN GNLS LS





ATZ8


Fund Summary

As of:

FUND:

View Date:


CASH571,004.530 571,004.53 571,004.53 0.42 0.00 0.00 0.00

0.000.00

0.000.00

0.000.00

GN GN GNLS LS LS

CASH EQUIVALENT25,000,000.000 24,977,121.07 24,977,102.67 18.37 -18.40 0.00 -18.40

0.00-18.40

0.000.00

0.00-18.40

GN GN GNLS LS LS

FIXED INCOME112,329,342.680 113,291,547.79 110,409,875.39 81.21 -2,881,672.40 0.00 -2,881,672.40

10,147.56-2,891,819.96

0.000.00

10,147.56-2,891,819.96

GN GN GNLS LS LS


FUND Total137,900,347.210 138,839,673.39 135,957,982.59 100.00 -2,881,690.80 0.00 -2,881,690.800.000

0.00-2,891,838.36 LSGN10,147.56 0.00 10,147.56

-2,891,838.36GN GNLS LS





ATZ9


Fund Summary

As of:

FUND:

View Date:


CASH-1,019,706.820 -1,019,706.82 -1,019,706.82 0.05 0.00 0.00 0.00

0.000.00

0.000.00

0.000.00

GN GN GNLS LS LS

CASH EQUIVALENT13,109,496.990 13,112,846.74 13,112,118.89 0.61 -727.85 0.00 -727.85

0.00-727.85

0.000.00

0.00-727.85

GN GN GNLS LS LS

EQUITY26,318,341.000 1,094,803,001.23 2,119,355,651.82 99.34 1,024,552,650.59 0.00 1,024,552,650.59

1,092,916,959.39-68,364,308.80

0.000.00

1,092,916,959.39-68,364,308.80

GN GN GNLS LS LS

FUND Total38,408,131.170 1,106,896,141.15 2,131,448,063.89 100.00 1,024,551,922.74 0.00 1,024,551,922.740.000

0.00-68,365,036.65 LSGN1,092,916,959.39 0.00 1,092,916,959.39

-68,365,036.65GN GNLS LS




ATZA


Fund Summary

As of:

FUND:

View Date:


CASH242,196.370 242,196.37 242,196.37 0.02 0.00 0.00 0.00

0.000.00

0.000.00

0.000.00

GN GN GNLS LS LS

CASH EQUIVALENT614,685,280.970 612,818,762.71 612,772,084.12 53.69 -46,678.59 0.00 -46,678.59

1,803.50-48,482.09

0.000.00

1,803.50-48,482.09

GN GN GNLS LS LS

FIXED INCOME537,001,959.560 539,049,096.37 528,225,308.14 46.29 -10,823,788.23 0.00 -10,823,788.23

77,001.40-10,900,789.63

0.000.00

77,001.40-10,900,789.63

GN GN GNLS LS LS


FUND Total1,151,929,436.900 1,152,110,055.45 1,141,239,588.63 100.00 -10,870,466.82 0.00 -10,870,466.820.000

0.00-10,949,271.72 LSGN78,804.90 0.00 78,804.90

-10,949,271.72GN GNLS LS





ATZB


Fund Summary

As of:

FUND:

View Date:


CASH-32.020 -32.02 -32.02 0.00 0.00 0.00 0.00

0.000.00

0.000.00

0.000.00

GN GN GNLS LS LS

CASH EQUIVALENT939,465,548.750 937,946,040.67 937,930,882.14 53.70 -15,158.53 0.00 -15,158.53

0.00-15,158.53

0.000.00

0.00-15,158.53

GN GN GNLS LS LS

FIXED INCOME817,051,688.110 817,615,374.76 808,543,737.87 46.30 -9,071,636.89 0.00 -9,071,636.89

370,535.31-9,442,172.20

0.000.00

370,535.31-9,442,172.20

GN GN GNLS LS LS


FUND Total1,756,517,204.840 1,755,561,383.41 1,746,474,587.99 100.00 -9,086,795.42 0.00 -9,086,795.420.000

0.00-9,457,330.73 LSGN370,535.31 0.00 370,535.31

-9,457,330.73GN GNLS LS





ATZD


Fund Summary

As of:

FUND:

View Date:


CASH11,915.960 11,915.96 11,915.96 0.01 0.00 0.00 0.00

0.000.00

0.000.00

0.000.00

GN GN GNLS LS LS

CASH EQUIVALENT14,582,596.270 14,580,721.74 14,533,913.23 13.52 -46,808.51 0.00 -46,808.51

6,819.87-53,628.38

0.000.00

6,819.87-53,628.38

GN GN GNLS LS LS

FIXED INCOME93,675,355.110 93,513,890.96 92,952,598.70 86.47 -561,292.26 0.00 -561,292.26

26,298.72-587,590.98

0.000.00

26,298.72-587,590.98

GN GN GNLS LS LS


FUND Total108,269,867.340 108,106,528.66 107,498,427.89 100.00 -608,100.77 0.00 -608,100.770.000

0.00-641,219.36 LSGN33,118.59 0.00 33,118.59

-641,219.36GN GNLS LS





ATZE


Fund Summary

As of:

FUND:

View Date:


CASH249,999.930 249,999.93 249,999.93 0.02 0.00 0.00 0.00

0.000.00

0.000.00

0.000.00

GN GN GNLS LS LS

CASH EQUIVALENT620,126,862.890 617,510,520.53 617,461,482.65 49.78 -49,037.88 0.00 -49,037.88

0.00-49,037.88

0.000.00

0.00-49,037.88

GN GN GNLS LS LS

FIXED INCOME629,034,142.130 629,562,687.66 622,763,643.94 50.20 -6,799,043.72 0.00 -6,799,043.72

415,160.04-7,214,203.76

0.000.00

415,160.04-7,214,203.76

GN GN GNLS LS LS


FUND Total1,249,411,004.950 1,247,323,208.12 1,240,475,126.52 100.00 -6,848,081.60 0.00 -6,848,081.600.000

0.00-7,263,241.64 LSGN415,160.04 0.00 415,160.04

-7,263,241.64GN GNLS LS





ATZF


Fund Summary

As of:

FUND:

View Date:


CASH0.030 0.03 0.03 0.00 0.00 0.00 0.00

0.000.00

0.000.00

0.000.00

GN GN GNLS LS LS

CASH EQUIVALENT1,514,118,337.800 1,511,713,289.51 1,511,713,289.51 94.42 0.00 0.00 0.00

0.000.00

0.000.00

0.000.00

GN GN GNLS LS LS

FIXED INCOME89,398,415.100 89,335,632.36 89,325,683.74 5.58 -9,948.62 0.00 -9,948.62

4,866.96-14,815.58

0.000.00

4,866.96-14,815.58

GN GN GNLS LS LS


FUND Total1,603,516,752.930 1,601,048,921.90 1,601,038,973.28 100.00 -9,948.62 0.00 -9,948.620.000

0.00-14,815.58 LSGN4,866.96 0.00 4,866.96

-14,815.58GN GNLS LS





ATZG


Fund Summary

As of:

FUND:

View Date:


CASH-2,502.580 -2,502.58 -2,502.58 0.00 0.00 0.00 0.00

0.000.00

0.000.00

0.000.00

GN GN GNLS LS LS

CASH EQUIVALENT885,757,887.980 885,152,895.90 885,152,895.90 65.05 0.00 0.00 0.00

0.000.00

0.000.00

0.000.00

GN GN GNLS LS LS

FIXED INCOME477,000,000.000 475,594,992.06 475,640,098.97 34.95 45,106.91 0.00 45,106.91

48,988.64-3,881.73

0.000.00

48,988.64-3,881.73

GN GN GNLS LS LS

FUND Total1,362,755,385.400 1,360,745,385.38 1,360,790,492.29 100.00 45,106.91 0.00 45,106.910.000

0.00-3,881.73 LSGN48,988.64 0.00 48,988.64

-3,881.73GN GNLS LS




ATZH


Fund Summary

As of:

FUND:

View Date:


CASH-10,000,000.000 -10,000,000.00 -10,000,000.00 8.52 0.00 0.00 0.00

0.000.00

0.000.00

0.000.00

GN GN GNLS LS LS

CASH EQUIVALENT12,215,056.240 12,222,045.74 12,222,045.74 10.41 0.00 0.00 0.00

0.000.00

0.000.00

0.000.00

GN GN GNLS LS LS

FIXED INCOME94,345,000.000 95,289,195.62 95,171,336.45 81.07 -117,859.17 0.00 -117,859.17

0.00-117,859.17

0.000.00

0.00-117,859.17

GN GN GNLS LS LS

FUND Total96,560,056.240 97,511,241.36 97,393,382.19 100.00 -117,859.17 0.00 -117,859.170.000

0.00-117,859.17 LSGN0.00 0.00 0.00

-117,859.17GN GNLS LS




ATZI


Fund Summary

As of:

FUND:

View Date:


CASH1,903,685.440 1,903,685.44 1,903,685.44 0.46 0.00 0.00 0.00

0.000.00

0.000.00

0.000.00

GN GN GNLS LS LS

CASH EQUIVALENT162,759,748.490 162,323,024.56 162,125,099.94 39.00 -197,924.62 0.00 -197,924.62

0.00-197,924.62

0.000.00

0.00-197,924.62

GN GN GNLS LS LS

FIXED INCOME252,986,622.090 254,012,992.53 251,665,759.91 60.54 -2,347,232.62 0.00 -2,347,232.62

168,343.14-2,515,575.76

0.000.00

168,343.14-2,515,575.76

GN GN GNLS LS LS


FUND Total417,650,056.020 418,239,702.53 415,694,545.29 100.00 -2,545,157.24 0.00 -2,545,157.240.000

0.00-2,713,500.38 LSGN168,343.14 0.00 168,343.14

-2,713,500.38GN GNLS LS





ATZJ


Fund Summary

As of:

FUND:

View Date:


CASH662.510 662.51 662.51 100.00 0.00 0.00 0.00

0.000.00

0.000.00

0.000.00

GN GN GNLS LS LS

FUND Total662.510 662.51 662.51 100.00 0.00 0.00 0.000.000

0.000.00 LSGN0.00 0.00 0.00

0.00GN GNLS LS




ATZL


Fund Summary

As of:

FUND:

View Date:


CASH221,822.310 221,822.31 221,822.31 0.07 0.00 0.00 0.00

0.000.00

0.000.00

0.000.00

GN GN GNLS LS LS

CASH EQUIVALENT56,999,999.990 56,856,694.12 56,678,358.45 17.38 -178,335.67 0.00 -178,335.67

0.00-178,335.67

0.000.00

0.00-178,335.67

GN GN GNLS LS LS

FIXED INCOME271,368,293.950 273,803,175.41 269,264,189.56 82.55 -4,538,985.85 0.00 -4,538,985.85

125,317.18-4,664,303.03

0.000.00

125,317.18-4,664,303.03

GN GN GNLS LS LS


FUND Total328,590,116.250 330,881,691.84 326,164,370.32 100.00 -4,717,321.52 0.00 -4,717,321.520.000

0.00-4,842,638.70 LSGN125,317.18 0.00 125,317.18

-4,842,638.70GN GNLS LS





ATZM


Fund Summary

As of:

FUND:

View Date:


CASH533,951.770 533,951.77 533,951.77 0.05 0.00 0.00 0.00

0.000.00

0.000.00

0.000.00

GN GN GNLS LS LS

CASH EQUIVALENT601,994,836.110 598,663,732.49 598,659,618.09 54.45 -4,114.40 0.00 -4,114.40

0.00-4,114.40

0.000.00

0.00-4,114.40

GN GN GNLS LS LS

FIXED INCOME508,517,313.920 508,620,374.28 500,312,933.19 45.50 -8,307,441.09 0.00 -8,307,441.09

25,064.07-8,332,505.16

0.000.00

25,064.07-8,332,505.16

GN GN GNLS LS LS


FUND Total1,111,046,101.800 1,107,818,058.54 1,099,506,503.05 100.00 -8,311,555.49 0.00 -8,311,555.490.000

0.00-8,336,619.56 LSGN25,064.07 0.00 25,064.07

-8,336,619.56GN GNLS LS





ATZN


Fund Summary

As of:

FUND:

View Date:


CASH-24,823,636.080 -24,823,636.08 -24,823,636.08 22.31 0.00 0.00 0.00

0.000.00

0.000.00

0.000.00

GN GN GNLS LS LS

CASH EQUIVALENT86,576,881.070 86,274,153.78 86,273,690.87 77.54 -462.91 0.00 -462.91

0.00-462.91

0.000.00

0.00-462.91

GN GN GNLS LS LS

EQUITY171,226.040 171,226.04 171,226.04 0.15 0.00 0.00 0.00

0.000.00

0.000.00

0.000.00

GN GN GNLS LS LS

FUND Total61,924,471.030 61,621,743.74 61,621,280.83 100.00 -462.91 0.00 -462.910.000

0.00-462.91 LSGN0.00 0.00 0.00

-462.91GN GNLS LS


Holdings STATE OF ARIZONA FUND: ATZ4 As of: View Date ... · ST OF AZ POOL 203 MID CAP As of: View...

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Transcript of Holdings STATE OF ARIZONA FUND: ATZ4 As of: View Date ... · ST OF AZ POOL 203 MID CAP As of: View...