þ | ANNUAL REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 |
o | TRANSITION REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 |
PAGE NO. | ||||||||
FINANCIAL STATEMENTS & SCHEDULES | ||||||||
| 2 | |||||||
| 3 | |||||||
| 4 | |||||||
| 5 | |||||||
| 6 | |||||||
| 13 | |||||||
EXHIBITS | ||||||||
| 31 | |||||||
| 32 | |||||||
| 33 | |||||||
Ex-23.1 Consent of PricewaterhouseCoopers LLP | ||||||||
Ex-23.2 Consent of KPMG LLP |
RYDER SYSTEM, INC. 401(k) SAVINGS PLAN |
||||
Date: June 28, 2007 | By: | /s/ Charles R. Patton | ||
Charles R. Patton | ||||
Vice President Compensation and Benefits, Plan Administrator |
2
3
December 31 | ||||||||
2006 | 2005 | |||||||
Assets |
||||||||
Investments: |
||||||||
Short-term money market instruments |
$ | 5,606,912 | $ | 755,143 | ||||
Investment and wrapper contracts (at fair value) |
157,149,200 | 162,650,338 | ||||||
Mutual funds |
480,608,986 | 425,823,622 | ||||||
Ryder System, Inc. Common Stock Fund |
94,468,765 | 84,231,729 | ||||||
Participant loans receivable |
27,320,209 | 27,325,149 | ||||||
Total investments |
765,154,072 | 700,785,981 | ||||||
Receivables: |
||||||||
Employer contributions |
2,788,721 | 3,376,730 | ||||||
Participant contributions |
478,862 | 437,215 | ||||||
Due from broker for securities sold |
78,718 | | ||||||
Total receivables |
3,346,301 | 3,813,945 | ||||||
Total assets |
768,500,373 | 704,599,926 | ||||||
Liabilities |
||||||||
Due to broker for securities purchased |
| 945,971 | ||||||
Operating
payable |
30,255 | | ||||||
Total
liabilities |
30,255 | 945,971 | ||||||
Net assets available for plan benefits (at fair value) |
768,470,118 | 703,653,955 | ||||||
Adjustment from fair value to contract value for fully |
||||||||
benefit-responsive investment contracts |
1,470,645 | 1,399,510 | ||||||
Net assets available for plan benefits (at contract value) |
$ | 769,940,763 | $ | 705,053,465 | ||||
4
Years ended December 31 | ||||||||
2006 | 2005 | |||||||
Additions to net assets attributed to: |
||||||||
Investment income: |
||||||||
Net appreciation in value of investments |
$ | 51,803,300 | $ | 11,659,742 | ||||
Dividends |
25,388,527 | 11,934,277 | ||||||
Interest |
9,011,279 | 8,142,732 | ||||||
Net investment income |
86,203,106 | 31,736,751 | ||||||
Contributions: |
||||||||
Employer |
9,044,665 | 9,658,806 | ||||||
Participants |
39,762,293 | 37,778,692 | ||||||
Total contributions |
48,806,958 | 47,437,498 | ||||||
Total additions |
135,010,064 | 79,174,249 | ||||||
Deductions from net assets attributed to: |
||||||||
Distributions to plan participants |
69,511,975 | 56,864,624 | ||||||
Administrative expenses |
610,791 | 265,814 | ||||||
Total deductions |
70,122,766 | 57,130,438 | ||||||
Net increase |
64,887,298 | 22,043,811 | ||||||
Net assets available for plan benefits: |
||||||||
Beginning of year |
705,053,465 | 683,009,654 | ||||||
End of year |
$ | 769,940,763 | $ | 705,053,465 | ||||
5
6
7
8
2006 | 2005 | |||||||
Ryder System, Inc. Common Stock Fund |
$ | 94,468,765 | $ | 84,231,729 | ||||
Fidelity Equity Income Fund |
76,326,154 | 65,413,367 | ||||||
Putnam Voyager Fund A |
| 68,712,913 | ||||||
Fidelity Contrafund |
89,451,989 | 82,649,511 | ||||||
Fidelity Diversified International Fund |
74,428,930 | 55,555,877 | ||||||
Fidelity Growth Company Fund |
110,598,217 | 43,074,833 |
2006 | 2005 | |||||||
Mutual Funds |
$ | 30,160,244 | $ | 25,946,516 | ||||
Ryder System, Inc. Common Stock Fund |
21,643,056 | (14,286,774 | ) | |||||
$ | 51,803,300 | $ | 11,659,742 | |||||
9
Average Yields | 2006 | 2005 | ||||||
Based on actual earnings |
4.5 | % | 4.3 | % | ||||
Based on interest rate credited to participants |
4.4 | % | 4.1 | % |
10
11
December 31, | ||||||||
2006 | 2005 | |||||||
Net assets
available for plan benefits per the
financial statements |
$ | 769,940,763 | $ | 705,053,465 | ||||
Deemed distributions of participant loans |
| (335,697 | ) | |||||
Amounts allocated to withdrawing participants with balances less than $1,000 at December 31, 2006 and less than $5,000 at December 31, 2005 reflected as payable |
(17,371 | ) | (432,053 | ) | ||||
Adjustment for fair value of fully
benefit-responsive investment contracts |
(1,470,645 | ) | | |||||
Net assets
available for plan benefits per the Form 5500 |
$ | 768,452,747 | $ | 704,285,715 | ||||
Year ended | ||||
December 31, 2006 | ||||
Distributions to
plan participants per the financial statements |
$ | 69,511,975 | ||
Add: Amounts allocated to withdrawing participants with balances less than $1,000 at December 31, 2006 |
17,371 | |||
Less: Amounts allocated to withdrawing participants with balances less than $5,000 at December 31, 2005 |
(432,053 | ) | ||
Deemed distributions of participant loans |
(335,697 | ) | ||
Benefits paid to participants per the Form 5500 |
$ | 68,761,596 | ||
Year ended | ||||
December 31, 2006 | ||||
Total additions per the financial statements |
$ | 135,010,064 | ||
Less: Adjustment for fair value of fully benefit-responsive investment
contracts |
(1,470,645 | ) | ||
Total income per the Form 5500 |
$ | 133,539,419 | ||
12
Fair | ||||||||
Cost (1) | Value | |||||||
IDENTITY OF ISSUER OR BORROWER/DESCRIPTION OF INVESTMENTS: |
||||||||
SHORT TERM MONEY MARKET INSTRUMENTS: |
||||||||
Fidelity Short-Term Interest Fund* |
$ | 5,606,912 | ||||||
INVESTMENT CONTRACTS: |
||||||||
Synthetic Guaranteed Investment Contracts: |
||||||||
Various |
||||||||
ANZ NATL INTL4.265 5 144A |
475,161 | |||||||
AT&T GLOBAL 6 3/15/09DTC |
51,573 | |||||||
ARGF 05-1A A1 4.02% 4/09 |
394,633 | |||||||
ARGF 05-2A A1 4.54% 5/09 |
317,558 | |||||||
AT&T WIRELESS 7.875 3/01/ |
201,063 | |||||||
AT&T WIRE GLBL 8.125 5/1/ |
204,986 | |||||||
AXA FINL INC 7.75 8/01/10 |
271,794 | |||||||
ACCR 03-2 A1 4.23% 10/33 |
104,422 | |||||||
ACCR 03-3 A1 4.46% 12/33 |
97,505 | |||||||
ACE 03-HS1 M1 1ML+75 6/33 |
25,135 | |||||||
ACE 03-HS1 M2 1ML+175 6/3 |
25,301 | |||||||
ACE 03-NC1 M1 1ML+78 7/33 |
50,258 | |||||||
ACE 03-HE1 M1 1ML+65 11/3 |
52,094 | |||||||
ACE 04-FM1 M1 1ML+60 9/33 |
41,316 | |||||||
ACE 02-HE1 M1 1ML+65 6/32 |
55,259 | |||||||
AIFUL 4.45 2/16/10 144A |
702,589 | |||||||
AIFUL CORP5 8/10/10 144A |
89,098 | |||||||
AIFUL 6 12/12/11 144A |
188,949 | |||||||
ALLSTATE 2.5% 6/20/08 |
48,089 | |||||||
AMERICA MOVIL 4.125 3/1/0 |
296,042 | |||||||
AGFC SR MTN 2.75% 6/15/08 |
14,497 | |||||||
AGFC SR MTN 4.625 5/15/09 |
292,086 | |||||||
AMER GENL FIN 3.875 10/1/ |
121,507 | |||||||
AMER HOND MED4.25 3/ 144A |
429,975 | |||||||
AMCAR 04-1 B 3.7 1/09 |
11,185 | |||||||
AMCAR 04-1 C 4.22% 7/09 |
19,901 | |||||||
AMCAR 04-CA A4 3.61% 5/11 |
78,659 | |||||||
AMCAR 04-DF A4 3.43 7/11 |
200,204 | |||||||
AMCAR 05-CF A4 4.63 6/12 |
367,978 | |||||||
AMCAR 06-1 A3 5.11 10/10 |
150,129 | |||||||
AMCAR 06-1 B 5.2 3/11 |
20,043 |
13
Fair | ||||||||
Cost (1) | Value | |||||||
AMCAR 06-BG A3 5.21 10/11 |
95,342 | |||||||
AMCAR 06-BG A4 5.21% 9/13 |
193,443 | |||||||
AMSI 04-R2 M1 1ML+43 4/34 |
35,040 | |||||||
AMSI 04-R2 M2 1ML+48 4/34 |
25,029 | |||||||
ABSHE 04-HE3 M1 1ML+54 6/ |
50,267 | |||||||
ASSOCIATES 6.875 11/15/08 |
72,511 | |||||||
ASSOC-NA GLBL 6.25 11/01/ |
189,764 | |||||||
AVON PRODUCTS 5.125 1/15/ |
50,706 | |||||||
BBVA BANC 5.3795 7/2 144A |
202,263 | |||||||
BTM CURACAO 4.76 7/2 144A |
109,949 | |||||||
BACM 00-2 A2 7.1975 9/32 |
105,763 | |||||||
BACM 04-6 XP CSTR 12/42 |
32,283 | |||||||
BACM 05-1 A2 4.64% 11/42 |
363,244 | |||||||
BACM 2003-2 A2 4.342 3/41 |
338,573 | |||||||
BACM 03-2 XP CSTR 3/41 |
32,188 | |||||||
BACM 04-2 A2 3.52% 11/38 |
546,811 | |||||||
BACM 04-2 XP CSTR 11/38 |
31,502 | |||||||
BACM 05-3 A3B CSTR 7/43 |
283,429 | |||||||
BACM 05-3 XP CSTR 7/43 |
73,911 | |||||||
BACM 04-4 A3 4.128% 7/42 |
175,613 | |||||||
BACM 05-4 A1 4.432 7/45 |
194,325 | |||||||
BACM 04-5 XP CSTR 11/41 |
47,967 | |||||||
BACM 05-4 XP CSTR 7/45 |
21,501 | |||||||
BACM 05-5 A1 4.716 8/10 |
263,420 | |||||||
BACM 05-5 XP CSTR 10/45 |
26,326 | |||||||
BACM 05-6 A1 5.001 9/47 |
157,154 | |||||||
BOAMS 05-E 2A7 CSTR 6/35 |
172,661 | |||||||
BACM 06-6 XP CSTR 10/45 |
103,400 | |||||||
BACM 06-5 A1 5.185% 7/11 |
89,210 | |||||||
BACM 2006-5 XP .832% 9/47 |
91,220 | |||||||
BONY INC 4.25%/3ML 9/4/12 |
186,359 | |||||||
BONY 3.4/3ML+148 3/15/13 |
587,644 | |||||||
BOIT 04-B2 B2 4.37% 4/12 |
393,008 | |||||||
BALL 05-ESHA X1 CSTR 7/20 |
13,215 | |||||||
BNK OF TOKYO MIT GL8.4 4/ |
497,643 | |||||||
BANKAMER 6.25 4/01/08 |
10,249 | |||||||
BAYC 04-1 A 1ML+36 4/34 |
116,264 | |||||||
BAYC 04-2 A 1ML+43 8/34 |
130,168 | |||||||
BAYC 04-2 M1 1ML+58 8/34 |
41,145 | |||||||
BSCMS 04-ESA A3 4.741 5/1 |
381,763 | |||||||
BSCMS 04-ESA B 4.888 5/16 |
164,129 | |||||||
BSCMS 04-ESA C 4.937 5/16 |
99,584 | |||||||
BSCMS 04-ESA D 4.986 5/16 |
39,878 | |||||||
BSCMS 04-ESA E 5.064 5/16 |
114,829 | |||||||
BSCMS 04-ESA F 5.182 5/16 |
30,036 | |||||||
BSCMS 04-PWR5 X2 CSTR 7/4 |
42,382 |
14
Fair | ||||||||
Cost (1) | Value | |||||||
BSCMS 04-T16 X2 CSTR 2/46 |
27,270 | |||||||
BSCMS 03-PWR2 X2 CSTR 5/3 |
48,779 | |||||||
BSCMS 03-PWR2 A3 4.83 5/3 |
118,607 | |||||||
BSCMS 03-T12 X2 CSTR 8/39 |
45,380 | |||||||
BSCMS 04-PWR6 X2 CSTR 11/ |
27,205 | |||||||
BSARM 05-6 1A1 CSTR 8/35 |
330,227 | |||||||
BSCMS 05-PWR9 A1 4.498 9/ |
306,197 | |||||||
BSCMS 05-PWR9 X2 CSTR 9/4 |
118,937 | |||||||
BSCMS 05-T20 A1 4.94 10/4 |
257,568 | |||||||
BSABS 04-BO1 M2 1ML+75 9/ |
101,648 | |||||||
BSABS 04-BO1 M3 1ML+105 9 |
71,142 | |||||||
BSABS 04-BO1 M4 1ML+120 9 |
61,384 | |||||||
BSCMS 06-PW13 A1 5.294 09 |
358,820 | |||||||
BSCMS 06-PW13 X2 CSTR 9/4 |
60,441 | |||||||
BSCMS 2006-T24 X2 CSTR 10 |
59,988 | |||||||
BELLSOUTH GLBL 4.2 9/15/0 |
221,513 | |||||||
BRHEA 05-4 A5 4.91 12/40 |
303,901 | |||||||
BRHEA 06-A A2R 5.03 12/41 |
419,515 | |||||||
BRITISH G 8.125/8.375 12/ |
498,177 | |||||||
CDCMC 03-HE3 M1 1ML+70 11 |
61,546 | |||||||
CITEC 05-VT1 A4 4.36 11/1 |
54,455 | |||||||
CIT GROUP4.125% 11/3/09 |
219,699 | |||||||
CIT GROUP INC 5% 11/24/08 |
115,038 | |||||||
CNH 05-A A4B 4.29% 6/12 |
158,044 | |||||||
CNH 05-B A3 4.27 1/10 |
327,044 | |||||||
CNH 05-B B 4.57 7/12 |
102,424 | |||||||
COMM 02-FL7 D 1ML+57 11/1 |
16,096 | |||||||
COMM 05-C6 A2 CSTR 6/44 |
324,375 | |||||||
COMM 05-C6 XP CSTR 6/44 |
33,651 | |||||||
CPS 06-C A3 5.14% 1/11 |
90,198 | |||||||
CWL 04-3 M1 1ML+50 6/34 |
50,275 | |||||||
CWL 04-4 A 1ML+37.5 8/34 |
16,068 | |||||||
CWHL 02-25 2A1 5.5 11/17 |
71,546 | |||||||
CIBC# YCD 4.375 7/28/2008 |
203,719 | |||||||
CARAT 06-1 A3 5.03 10/09 |
64,938 | |||||||
CARAT 06-1 B 5.26 10/10 |
60,015 | |||||||
CARAT 2006-SN1A A3 5.31 1 |
255,438 | |||||||
CARAT 2006-SN1A A4A 5.32 |
290,800 | |||||||
CARAT 2006-SN1A B 5.5 4/1 |
25,097 | |||||||
CARAT 2006-SN1A C 5.77 5/ |
25,107 | |||||||
CAPITAL ONE MTN 4.875 5/1 |
200,013 | |||||||
CAPITAL ONE MTN 4.25 12/1 |
196,761 | |||||||
CAPITAL ONE 5% 6/15/09 |
84,706 | |||||||
COAFT 05-C A4A 4.71 6/12 |
153,986 |
15
Fair | ||||||||
Cost (1) | Value | |||||||
COMET 04-B6 B6 4.155 7/12 |
297,810 | |||||||
COAFT 2006-CA 5.07% 7/11 |
235,637 | |||||||
COPAR 06-2 A4 4.94% 7/12 |
209,614 | |||||||
COPAR 2006-2 B 5.05% 6/13 |
89,863 | |||||||
CFAT 05-A B 4.27 4/11 |
266,142 | |||||||
CD 06-CD3 XP CSTR 10/48 |
205,929 | |||||||
AESOP05-1A A1 3.95% 4/08 |
196,998 | |||||||
CDTIM 05-1A A1 4.67 5/17 |
74,302 | |||||||
CHAIT 05-B2 B2 4.52 12/10 |
1,617,831 | |||||||
CHUBB CORP5.472% 8/16/08 |
151,421 | |||||||
CITIGROUP GLBL 3.625 2/09 |
482,517 | |||||||
CCCIT 05-B1 B1 4.4 9/10 |
434,378 | |||||||
CCCIT 06-B2 B2 5.15% 3/11 |
355,059 | |||||||
CGCMT 04-C2 XP CSTR 10/41 |
33,376 | |||||||
CGCMT 05-EMG A2 4.2211 9/ |
122,370 | |||||||
CWCI 06-C1 A2 5.122 8/15/ |
277,549 | |||||||
COMM 99-1 A2 6.455 5/32 |
693,234 | |||||||
COMM 04-LBN2 X2 CSTR 3/39 |
11,475 | |||||||
COMM 06-C8 A1 5.11% 12/46 |
190,668 | |||||||
COMM 06-C8 XP CSTR 12/46 |
278,740 | |||||||
COMM 04-HTL1 B 1ML+45 7/1 |
648 | |||||||
COMM 04-HTL1 D 1ML+55 7/1 |
1,530 | |||||||
COMM 04-HTL1 E 1ML+75 7/1 |
1,068 | |||||||
COMM 04-HTL1 F 1ML+80 7/1 |
5,640 | |||||||
COMM 06-CN2A BFX 5.537 2/ |
70,970 | |||||||
COMM 06-CN2A CFX 5.47945 |
30,403 | |||||||
COMM 06-CN2A D 5.52861 2/ |
50,601 | |||||||
COMM 06-CN2A E CSTR 2/19 |
96,234 | |||||||
COMM 06-CN2A F CSTR 2/19 |
20,224 | |||||||
COMM 04-LB4A XP CSTR 10/3 |
80,247 | |||||||
COMM 05-LP5 A2 4.63 5/43 |
305,807 | |||||||
COMM 05-LP5 XP CSTR 5/43 |
30,633 | |||||||
CMAC 98-C2 B CSTR 9/30 |
432,022 | |||||||
CMAT 99-C1 A3 6.64 1/32 |
87,412 | |||||||
CONSTELATION EC 6.35 4/01 |
315,309 | |||||||
CONSTELATION EN 6.125 9/0 |
150,549 | |||||||
CONTL AIR 98-3A2 6.32 11/ |
51,152 | |||||||
CONTL AIR 991A 6.545 2/02 |
259,671 | |||||||
CSFB 99-C1 A2 7.29 9/41 |
590,923 | |||||||
CSFB 01-CK3 A3 6.4 6/34 |
114,329 | |||||||
CSFB 03-C3 ASP CSTR 5/38 |
130,028 | |||||||
CSFB 03-C5 A3 4.429 12/36 |
268,482 | |||||||
CSFB 03-C4 A3 CSTR 8/36 |
157,593 | |||||||
CSFB 03-C4 ASP CSTR 8/36 |
27,170 |
16
Fair | ||||||||
Cost (1) | Value | |||||||
CSFB 03-C5 ASP CSTR 12/36 |
49,977 | |||||||
CSFB 2004-C1 A2 3.516 1/3 |
370,308 | |||||||
CSFB 04-C1 ASP CSTR 1/37 |
55,022 | |||||||
CSFB 04-C4 ASP CSTR 10/39 |
43,357 | |||||||
CSFB 04-C3 ASP CSTR 7/36 |
74,010 | |||||||
CSFB 05-FIX1 A2 4.31 5/35 |
218,488 | |||||||
CSMC 06-C5 ASP CSTR 12/39 |
226,686 | |||||||
CSMC 06-C4 ASP CSTR 9/39 |
405,098 | |||||||
CSFB 05-C1 ASP CSTR 2/38 |
35,826 | |||||||
CSFB 05-C4 ASP CSTR 8/38 |
88,498 | |||||||
CSFB 05-C2 ASP CSTR 4/37 |
47,421 | |||||||
CCI 05-1A B 4.878% 6/35 |
133,121 | |||||||
CCI 05-1A C 5.074% 6/35 |
121,682 | |||||||
DLJCM 98-CG1 A1B 6.41 6/3 |
134,961 | |||||||
DLJCM 99-CG1 A1B 6.46 3/3 |
302,304 | |||||||
DLJCM 99-CG2 A1B 7.3 6/32 |
94,009 | |||||||
DLJCM 99-G3 A1A 7.12 10/3 |
26,129 | |||||||
DLJCM 00-CF1 A1B 7.62 6/3 |
240,658 | |||||||
DAIMLERCHRYSLER 5.75 8/10 |
803,908 | |||||||
DCAT 2006-C A4 4.98 11/11 |
275,195 | |||||||
DCAT 2006-C B 5.11% 4/13 |
230,448 | |||||||
JOHN DEERE MTN D 4.375 3/ |
255,342 | |||||||
JOHN DEERE CAP4.875 3/16 |
80,425 | |||||||
DEUTSCHE TEL 5.375 3/23/1 |
485,569 | |||||||
DRT 00-1A A2 6.971% 3/10 |
148,753 | |||||||
DONNELLEY RR 3.75% 4/1/09 |
690,099 | |||||||
DRIVE 05-3 A3 4.99 10/10 |
339,309 | |||||||
DRIVE 06-2 A-2 5.3% 7/11 |
235,481 | |||||||
DRIVE 06-2 A-3 5.33% 4/14 |
301,231 | |||||||
DRVT 2006-A A3 5.501 11/1 |
201,426 | |||||||
DRVT 2006-B A2 5.32% 3/10 |
365,863 | |||||||
DRVT 2006-B A3 5.23% 8/12 |
205,477 | |||||||
DUKE ENERGY 3.75% 3/05/08 |
249,146 | |||||||
ENCANA CORP4.6% 8/15/09 |
99,858 | |||||||
EXELON GEN GLBL 6.95 6/15 |
343,381 | |||||||
FPL GROUP5.551% 2/16/08 |
194,200 | |||||||
FHLM ARM 4.889 3/3 847126 |
9,956 | |||||||
FHLM ARM 4.314 12/ 1B2670 |
35,770 | |||||||
FHLM ARM 4.106 12/ 1B2699 |
13,932 | |||||||
FHLM ARM 4.22 2/35 1B2747 |
182,587 | |||||||
FHLM ARM 4.63 3/35 1B2811 |
122,780 | |||||||
FHLM ARM 4.497 6/3 1B2907 |
66,404 | |||||||
FHLM ARM 4.307 5/3 847408 |
46,618 | |||||||
FHLM ARM 4.55 2/35 1G0068 |
56,323 |
17
Fair | ||||||||
Cost (1) | Value | |||||||
FHLM ARM 4.401 2/3 1G0103 |
86,154 | |||||||
FHLM ARM 4.37 3/35 1G0125 |
38,584 | |||||||
FHLM ARM 4.444 3/3 1G0133 |
19,743 | |||||||
FHLM ARM 4.504 3/3 1G0145 |
36,363 | |||||||
FHLM ARM 4.941 11/ 1J1228 |
123,419 | |||||||
FHLM ARM 5.26 1/36 1J1274 |
123,410 | |||||||
FHLM ARM 4.93 9/35 1K1215 |
114,700 | |||||||
FHLM ARM 5.034 4/3 1N0002 |
143,447 | |||||||
FHLM ARM 5.62 12/3 1N0117 |
200,083 | |||||||
FHLM ARM 6.53 8/36 1N0187 |
440,210 | |||||||
FHLM ARM 6.67 10/3 1G2538 |
152,853 | |||||||
FHLM ARM 5.34 6/35 1L0097 |
95,255 | |||||||
FHLM ARM 4.40 8/35 1L1225 |
462,089 | |||||||
FHLM ARM 5.885 6/3 1L1275 |
43,143 | |||||||
FHLM ARM 5.676 4/3 789284 |
3,457 | |||||||
FHLM ARM 5.085 9/3 789806 |
69,789 | |||||||
FHR 2292 QT 6.5% 5/30 |
3,155 | |||||||
FHR 2313 C 6 5/31 |
152,628 | |||||||
FHR 1601 PL 6 10/08 |
197,855 | |||||||
FHLM ARM 4.819 10/ 1B0610 |
5,420 | |||||||
FHLM ARM 4.441 2/3 781229 |
27,245 | |||||||
FHLM ARM 4.13 12/3 782916 |
29,111 | |||||||
FHLM ARM 4.232 1/3 782988 |
81,631 | |||||||
FHLM ARM 4.434 2/3 783032 |
53,844 | |||||||
FHLM ARM 4.307 3/3 783067 |
28,335 | |||||||
FNMA 6.50 1/16 #253633 |
71,560 | |||||||
FNMA 20YR 5.50 11/ 254543 |
30,026 | |||||||
FNMA ARM 4.25 2/35 255658 |
18,465 | |||||||
FNMA 20YR 5.50 4/2 255711 |
134,312 | |||||||
FNMA 7.00 12/08 #313638 |
4,597 | |||||||
FNMA 7.00 6/17 #545725 |
115,965 | |||||||
FNMA 7.00 12/17 #555532 |
171,603 | |||||||
FNMA ARM 4.305 8/3 555696 |
40,367 | |||||||
FNMA 20YR 5.50 11/ 555867 |
332,845 | |||||||
FNMA ARM 4.428 7/3 555923 |
129,360 | |||||||
FNMA 7.00 2/16 #619196 |
20,243 | |||||||
FNMA 6.50 3/17 #637071 |
143,362 | |||||||
FNMA ARM 4.710 10/ 648938 |
3,647 | |||||||
FNMA ARM 4.732 10/ 668509 |
3,726 | |||||||
FNMA ARM 4.925 12/ 677026 |
2,791 | |||||||
FNR 02-18 PE 5.5 6/16 |
576,638 | |||||||
FNR 03-23 AB 4% 3/17 |
263,511 | |||||||
FNR 01-52 XM 6.5 11/10 |
88,880 | |||||||
FNR 03-24 PB 4.5 12/12 |
235,605 |
18
Fair | ||||||||
Cost (1) | Value | |||||||
FNR 03-83 TH 4.5% 11/16 |
233,427 | |||||||
FHR 2590 NT 5% 4/16 |
224,954 | |||||||
FHR 2626 NA 5 6/23 |
233,763 | |||||||
FHR 2885 PC 4.5 3/18 |
235,125 | |||||||
FNMA ARM 3.828 4/3 688969 |
63,704 | |||||||
FNMA ARM 4.646 1/3 689554 |
15,294 | |||||||
FNMA ARM 4.708 2/3 693344 |
4,333 | |||||||
FNMA ARM 4.318 3/3 694530 |
12,237 | |||||||
FNMA ARM 4.801 2/3 695019 |
18,710 | |||||||
FNMA ARM 4.292 3/3 701296 |
23,838 | |||||||
FNMA ARM 3.984 5/3 703915 |
11,282 | |||||||
FNMA ARM 4.079 4/3 708221 |
6,827 | |||||||
FNMA ARM 4.351 6/3 720921 |
8,320 | |||||||
FNMA ARM 3.878 6/3 723633 |
78,777 | |||||||
FNMA ARM 3.836 6/3 723760 |
11,791 | |||||||
FNMA ARM 5.12 1/34 725109 |
15,488 | |||||||
FNMA ARM 4.862 9/3 725855 |
26,964 | |||||||
FNMA ARM 4.832 8/3 725858 |
18,378 | |||||||
FNMA ARM 4.409 10/ 725968 |
119,798 | |||||||
FNMA 4.00 9/18 #734729 |
337,385 | |||||||
FNMA ARM 5.229 8/3 735030 |
27,375 | |||||||
FNMA ARM 4.115 2/3 735343 |
14,704 | |||||||
FNMA ARM 4.162 2/3 735345 |
29,030 | |||||||
FNMA ARM 4.587 2/3 735355 |
285,085 | |||||||
FNMA ARM 4.493 8/3 735360 |
57,704 | |||||||
FNMA ARM 4.62 2/35 735433 |
84,338 | |||||||
FNMA ARM 4.53 3/35 735448 |
59,899 | |||||||
FNMA ARM 4.319 5/3 735538 |
23,049 | |||||||
FNMA ARM 4.177 3/3 735545 |
91,497 | |||||||
FNMA ARM 4.763 6/3 735689 |
179,434 | |||||||
FNMA ARM 4.402 10/ 735934 |
195,268 | |||||||
FNMA ARM 4.898 10/ 745060 |
34,965 | |||||||
FNMA ARM 4.99 11/3 745064 |
1,207,298 | |||||||
FNMA ARM 4.858 10/ 745231 |
77,737 | |||||||
FNMA ARM 3.941 6/3 745335 |
117,274 | |||||||
FNMA ARM 5.541 11/ 745972 |
145,437 | |||||||
FNMA ARM 3.753 10/ 746320 |
14,220 | |||||||
FNMA ARM 4.155 7/3 747270 |
83,941 | |||||||
FNMA ARM 4.055 10/ 749296 |
17,055 | |||||||
FNMA ARM 4.358 10/ 754672 |
9,366 | |||||||
FNMA ARM 3.752 10/ 755148 |
23,447 | |||||||
FNMA ARM 4.294 1/3 759264 |
21,171 | |||||||
FNMA ARM 3.750 1/3 761058 |
25,380 | |||||||
FNMA ARM 3.826 10/ 763199 |
231,975 |
19
Fair | ||||||||
Cost (1) | Value | |||||||
FNMA ARM 4.250 1/3 765659 |
28,944 | |||||||
FNMA ARM 4.25 2/34 765660 |
19,908 | |||||||
FNMA ARM 4.30 1/34 766886 |
133,437 | |||||||
FNMA ARM 4.057 5/3 768224 |
7,436 | |||||||
FNMA ARM 4.368 2/3 769940 |
43,798 | |||||||
FNMA ARM 3.83 1/35 773220 |
13,034 | |||||||
FNMA ARM 3.98 1/35 773221 |
26,255 | |||||||
FNMA ARM 4.12 2/35 773243 |
29,896 | |||||||
FNMA ARM 4.455 3/3 773281 |
38,404 | |||||||
FNMA ARM 3.939 10/ 781549 |
25,193 | |||||||
FNMA ARM 3.786 12/ 781576 |
14,416 | |||||||
FNMA ARM 3.791 6/3 783545 |
89,501 | |||||||
FNMA ARM 4.351 1/3 783580 |
19,488 | |||||||
FNMA ARM 4.499 3/3 783587 |
56,635 | |||||||
FNMA ARM 4.4 2/35 #783588 |
36,091 | |||||||
FNMA ARM 4.876 7/3 785318 |
83,864 | |||||||
FNMA ARM 5.019 9/3 790458 |
23,043 | |||||||
FNMA ARM 4.658 9/3 790618 |
13,756 | |||||||
FNMA ARM 4.748 7/3 793028 |
53,575 | |||||||
FNMA ARM 4.82 8/34 793420 |
92,016 | |||||||
FNMA ARM 4.74 10/3 794794 |
76,623 | |||||||
FNMA ARM 4.96 8/34 796987 |
193,686 | |||||||
FNMA ARM 3.737 1/3 797416 |
27,877 | |||||||
FNMA ARM 4.202 1/3 797418 |
36,303 | |||||||
FNMA ARM 4.67 11/3 799727 |
59,773 | |||||||
FNMA ARM 4.85 11/3 799812 |
51,655 | |||||||
FNMA ARM 4.825 12/ 800297 |
44,008 | |||||||
FNMA ARM 4.845 12/ 800335 |
13,613 | |||||||
FNMA ARM 5.00 9/34 801341 |
245,553 | |||||||
FNMA ARM 5.05 7/34 801635 |
9,268 | |||||||
FNMA ARM 4.23 11/3 803591 |
9,507 | |||||||
FNMA ARM 4.029 1/3 806167 |
15,736 | |||||||
FNMA ARM 4.127 1/3 806519 |
27,972 | |||||||
FNMA ARM 4.048 1/3 806711 |
12,232 | |||||||
FNMA ARM 4.118 1/3 807221 |
34,136 | |||||||
FNMA ARM 3.913 12/ 809113 |
15,091 | |||||||
FNMA ARM 4.5 2/35 #809429 |
218,762 | |||||||
FNMA ARM 5.029 2/3 809463 |
7,157 | |||||||
FNMA ARM 4.625 2/3 809931 |
59,183 | |||||||
FNMA ARM 4.145 2/3 810415 |
47,146 | |||||||
FNMA ARM 4.872 1/3 810896 |
355,654 | |||||||
FNMA ARM 4.57 2/35 811803 |
12,338 | |||||||
FNMA ARM 4.052 2/3 812091 |
14,992 | |||||||
FNMA ARM 4.118 2/3 813114 |
14,669 |
20
Fair | ||||||||
Cost (1) | Value | |||||||
FNMA ARM 4.151 1/3 813170 |
58,527 | |||||||
FNMA ARM 4.694 11/ 813184 |
66,103 | |||||||
FNMA ARM 3.87 1/35 813713 |
32,668 | |||||||
FNMA ARM 3.84 1/35 813714 |
48,920 | |||||||
FNMA ARM 4.023 2/3 813737 |
16,632 | |||||||
FNMA ARM 5.01 4/35 814954 |
50,958 | |||||||
FNMA ARM 4.790 1/3 815323 |
62,726 | |||||||
FNMA ARM 4.293 3/3 815586 |
16,710 | |||||||
FNMA ARM 4.653 3/3 816322 |
8,974 | |||||||
FNMA ARM 4.573 2/3 816591 |
111,726 | |||||||
FNMA ARM 4.639 2/3 816599 |
11,601 | |||||||
FNMA ARM 4.934 3/3 819648 |
34,150 | |||||||
FNMA ARM 4.928 2/3 820356 |
177,595 | |||||||
FNMA ARM 4.372 4/3 820407 |
14,827 | |||||||
FNMA ARM 4.725 3/3 820598 |
148,862 | |||||||
FNMA ARM 4.597 6/3 821487 |
64,000 | |||||||
FNMA ARM 4.575 7/3 822002 |
59,567 | |||||||
FNMA ARM 4.302 1/3 827592 |
32,247 | |||||||
FNMA ARM 5.8170 5/ 827781 |
121,457 | |||||||
FNMA ARM 5.10 5/35 827782 |
57,348 | |||||||
FNMA ARM 5.208 5/3 827783 |
459,469 | |||||||
FNMA ARM 5.180 5/3 827785 |
67,282 | |||||||
FNMA ARM 4.520 8/3 829603 |
37,176 | |||||||
FNMA ARM 4.409 5/3 829985 |
56,638 | |||||||
FNMA ARM 5.203 6/3 830605 |
91,162 | |||||||
FNMA ARM 4.555 7/3 832099 |
72,372 | |||||||
FNMA ARM 5.344 7/3 834917 |
11,537 | |||||||
FNMA ARM 5.101 7/3 841837 |
77,221 | |||||||
FNMA ARM 5.349 12/ 843013 |
26,144 | |||||||
FNMA ARM 5.43 11/3 844168 |
32,872 | |||||||
FNMA ARM 4.893 10/ 847787 |
39,080 | |||||||
FNMA ARM 5.32 1/36 850852 |
174,208 | |||||||
FNMA ARM 5.409 2/3 865319 |
20,986 | |||||||
FNMA ARM 5.84 3/36 865958 |
238,258 | |||||||
FNMA ARM 5.98 4/36 868793 |
132,605 | |||||||
FNMA ARM 5.839 1/3 879146 |
159,446 | |||||||
FNMA ARM 3.854 10/ 879906 |
480,177 | |||||||
FNMA ARM 6.21 4/36 891332 |
88,948 | |||||||
FNMA ARM 6.08 4/36 895834 |
36,245 | |||||||
FNMA ARM 5.50 5/36 896475 |
119,811 | |||||||
FNMA ARM 6.63 9/36 898175 |
341,914 | |||||||
FNMA ARM 6.60 9/36 898177 |
194,408 | |||||||
FNMA ARM 6.62 9/36 898178 |
186,472 | |||||||
FNMA ARM 6.65 9/36 898179 |
183,465 |
21
Fair | ||||||||
Cost (1) | Value | |||||||
FNMA ARM 6.62 9/36 898180 |
184,028 | |||||||
FNMA ARM 5.26 11/3 901494 |
75,248 | |||||||
FITAT 04-A A3 3.19 2/08 |
574 | |||||||
FIAOT 06A A3 4.93 2/15/11 |
154,542 | |||||||
FIRST UNION 6.375 1/15/09 |
162,966 | |||||||
FULB 97-C2 A3 6.65 11/29 |
68,962 | |||||||
FLEETBOSTON FIN 7.375 12/ |
249,508 | |||||||
FLTBOSFI 3.85% 2/15/08 |
204,831 | |||||||
FORDO 2005-A B 3.88 1/10 |
73,798 | |||||||
FORDO 05-C A4 4.36 6/10 |
187,383 | |||||||
FORDO 2006-B B 5.43% 2/12 |
211,432 | |||||||
FORDO 06-C A4A 5.15% 2/12 |
390,830 | |||||||
FORDO 2006-C B 5.3% 6/12 |
95,233 | |||||||
FRNK 06-1 A4 5.2% 7/14 |
558,569 | |||||||
FRNK 06-1 B1 5.33% 7/14 |
34,945 | |||||||
FUJI FIN 8.625 4/15/ 144A |
334,149 | |||||||
GECMC 02-2A A2 4.97% 8/36 |
413,946 | |||||||
GECMC 02-3A X2 CSTR 12/37 |
48,680 | |||||||
GEBL 03-1 A 1ML+43 4/31 |
122,439 | |||||||
GMACC 03-C3 X2 CSTR 12/38 |
51,724 | |||||||
GMACC 97-C1 A3 6.869 7/29 |
43,726 | |||||||
GMACC 97-C2 A3 6.566 4/29 |
13,329 | |||||||
GMACC 04-C2 A2 CSTR 8/38 |
118,651 | |||||||
GMACC 2004-C3 A3 CSTR 12/ |
317,211 | |||||||
GMACC 04-C3 X2 CSTR 12/41 |
35,475 | |||||||
GMACC 05-C1 A2 CSTR 5/43 |
186,550 | |||||||
GMACC 05-C1 X2 CSTR 5/43 |
51,965 | |||||||
GMACC 06-C1 A1 4.975 11/4 |
187,243 | |||||||
GMACC 06-C1 XP CSTR 11/45 |
26,178 | |||||||
GMACC 2002-C1 A1 5.785 11 |
349,200 | |||||||
GMACC 2003-C2 A1 4.576 5/ |
603,856 | |||||||
GNII ARM 3.750 1/3 080817 |
121,587 | |||||||
GSMS 98-GLII A2 6.562 4/3 |
187,988 | |||||||
GSMS 01-LIBA C 6.733 2/16 |
100,555 | |||||||
GSMS 03-C1 A2A 3.59% 1/40 |
221,557 | |||||||
GSMS 04-C1 A1 3.659 10/28 |
270,241 | |||||||
GSMS 05-GG4 XP CSTR 7/39 |
156,580 | |||||||
GSALT 05-1 A3 4.45 5/10 |
253,524 | |||||||
GSALT 05-1 B 4.62 11/13 |
21,488 | |||||||
GECMC 04-C1 X2 CSTR 11/38 |
49,234 | |||||||
GECMC 04-C3 A2 4.433 7/39 |
492,507 | |||||||
GCOSL 06-1A NOTE 5.72 3/2 |
177,278 | |||||||
GE CAP CP MTN 7.5 6/15/09 |
315,755 | |||||||
GE CAP MTN 5.25 10/27/09 |
1,513,507 |
22
Fair | ||||||||
Cost (1) | Value | |||||||
TOWER 06-1 B 5.588% 2/36 |
90,924 | |||||||
TOWER 06-1 C 5.707% 2/36 |
110,975 | |||||||
GNR 02-35 C CSTR 10/23 |
27,215 | |||||||
GPMH 01-1 IA 1ML+34 4/32 |
68,530 | |||||||
GCCFC 03-C1 A2 3.285 7/35 |
258,984 | |||||||
GCCFC 03-C1 XP CSTR 7/35 |
75,818 | |||||||
GCCFC 03-C2 XP CSTR 1/36 |
81,790 | |||||||
GCCFC 04-GG1 A4 4.755 6/3 |
247,633 | |||||||
GCCFC 05-GG3 A2 CSTR 8/42 |
175,877 | |||||||
GCCFC 05-GG3 XP CSTR 8/42 |
196,257 | |||||||
GCCFC 05-GG5 CSTR 4/37 |
164,806 | |||||||
HBOS PLC MTN 3.75 9/ 144A |
240,906 | |||||||
HSBC FIN MTN4.125 3/11/08 |
149,894 | |||||||
HAT 2006-3 A3 5.38% 9/11 |
1,286,374 | |||||||
HANCOCK JHN GLB 3.75 9/30 |
196,612 | |||||||
HANCOCK JOHN GLB 3.5 1/30 |
303,521 | |||||||
HARTFORD FINL 5.55 8/16/0 |
101,089 | |||||||
HEINZ CO 6.428 12/01 144A |
194,407 | |||||||
HMPT 99-HMTA B 7.3% 8/15 |
68,331 | |||||||
HMPT 99-HMTA D 7.97 8/15 |
53,248 | |||||||
HAT 04-1 A4 3.93 7/11 |
142,809 | |||||||
HOUSEHOLD FIN GL 6.4 6/17 |
295,165 | |||||||
HOUSEHOLD GBL 5.875 2/1/0 |
129,853 | |||||||
HOUSEHOLD FIN C 4.125 12/ |
427,159 | |||||||
HOUSEHOLD FIN CO 4.75 5/1 |
242,841 | |||||||
HOUSEHOLD MTN 4.125 11/16 |
249,230 | |||||||
HUTCHISON WINT 7 2/1 144A |
217,170 | |||||||
HUTCHISON WH 5.45 11 144H |
403,408 | |||||||
HART 05-A B 4.2 2/12 |
137,811 | |||||||
HART 05-A C 4.22 2/12 |
24,690 | |||||||
HART 06-1 A-3 5.13 6/10 |
375,326 | |||||||
HART 06-1 B 5.29 11/12 |
20,061 | |||||||
HART 06-1 C 5.34 11/12 |
25,081 | |||||||
ILFC ECAP TR 5.9/VR 144A |
657,797 | |||||||
IMM 04-9 M2 1ML+65 1/35 |
40,198 | |||||||
IMM 04-9 M3 1ML+70 1/35 |
30,593 | |||||||
IMM 04-9 M4 1ML+105 1/35 |
14,468 | |||||||
INTL LEASE FIN 4.625 6/02 |
74,402 | |||||||
JPMMT 05-A8 2A3 CSTR 11/3 |
50,108 | |||||||
JPMCC 03-LN1 X2 CSTR 10/3 |
66,351 | |||||||
JPMCC 2001-C1 A2 5.464 10 |
201,758 | |||||||
JPMCC 03-CB7 X2 CSTR 1/38 |
67,053 | |||||||
JPMCC 02-C3 X2 CSTR 7/35 |
27,205 | |||||||
JPMCC 04-C1 X2 CSTR 1/38 |
16,009 |
23
Fair | ||||||||
Cost (1) | Value | |||||||
JPMCC 04-CB8 X2 CSTR 1/39 |
21,909 | |||||||
JPMCC 04-CB9 A2 CSTR 6/41 |
294,646 | |||||||
JPMCC 04-CBX X2 CSTR 1/37 |
108,051 | |||||||
JPMCC 05-LDP2 A2 4.575 7/ |
186,754 | |||||||
JPMCC 05-LDP4 A1 CSTR 10/ |
210,191 | |||||||
JPMCC 05-LDP4 X2 CSTR 10/ |
124,302 | |||||||
JPMCC 05-LDP5 A1 5.035 12 |
273,877 | |||||||
JPMCC 2006-LDP9 A1 CSTR 5 |
175,288 | |||||||
JPMCC 2006-CB17 A3 5.45 1 |
197,073 | |||||||
JPMART 2006-A A-3 5.18 12 |
285,543 | |||||||
JPMRT 2006-A A4 5.14 12/1 |
225,487 | |||||||
JPMART 2006-A B 5.36 12/1 |
60,179 | |||||||
KOREA DEV BANK 3.875 3/02 |
201,633 | |||||||
KRAFT FOODS 4% 10/1/08 |
207,487 | |||||||
LBCMT 98-C4 A1B 6.21 10/3 |
335,786 | |||||||
LBUBS 01-WM X CSTR 7/16 |
34,975 | |||||||
LBUBS 00-C3 A2 7.95 1/10 |
263,013 | |||||||
LBUBS 00-C5 A2 6.51 12/26 |
125,664 | |||||||
LBUBS 04-C2 XCP CSTR 3/36 |
43,712 | |||||||
LBUBS 04-C4 A2 CSTR 6/29 |
232,407 | |||||||
LBUBS 01-C3 A1 6.058 6/20 |
137,194 | |||||||
LBUBS 04-C6 A2 4.187 8/29 |
175,686 | |||||||
LBUBS 02-C7 XCP CSTR 1/36 |
36,893 | |||||||
LBUBS 04-C6 XCP CSTR 8/36 |
40,232 | |||||||
LBUBS 03-C1 XCP CSTR 12/3 |
25,010 | |||||||
LBUBS 03-C3 A2 3.086 5/27 |
194,538 | |||||||
LBUBS 03-C3 XCP CSTR 3/37 |
21,486 | |||||||
LBUBS 03-C5 A2 3.478 7/27 |
876,201 | |||||||
LBUBS 04-C8 XCP CSTR 12/3 |
24,560 | |||||||
LBUBS 04-C1 XCP1.0542 |
72,774 | |||||||
LBUBS 05-C5 XCP CSTR 9/40 |
164,640 | |||||||
LBUBS 05-C7 XCP CSTR 11/4 |
101,721 | |||||||
LBUBS 06-C1A A1 5.018 2/3 |
133,553 | |||||||
LBUBS 206-C1A XCP CSTR 2/ |
137,570 | |||||||
LEGG MASON 6.75 7/02/08 |
152,745 | |||||||
LEHMAN BROS GLB 3.5 8/07/ |
586,732 | |||||||
LEHMAN BROS MTN 3.95 11/1 |
286,802 | |||||||
LEHMAN BROS MTN 4.25 1/27 |
148,741 | |||||||
LBART 2006-B A3 5.17 8/11 |
135,305 | |||||||
LBART 2006-B A4 5.18 9/13 |
200,544 | |||||||
LOUIS DREYFUS 6.875 12/01 |
106,849 | |||||||
MARSHALL & ILSLEY 4.5 8/2 |
507,089 | |||||||
MILT 05-1 B 5.02 7/12 |
278,977 | |||||||
MBNA CAPITAL 8.278 12/01/ |
157,397 |
24
Fair | ||||||||
Cost (1) | Value | |||||||
MBNAS 05-B4 B4 4.9% 3/11 |
363,813 | |||||||
MSSTR 04-1 1A1 CSTR 8/17 |
127,718 | |||||||
MLCFC 2006-4 XP CSTR 12/4 |
466,115 | |||||||
MANUFTRS & TRDR 3.85 4/01 |
893,219 | |||||||
AMERITECH CAP6.25 5/18/0 |
10,500 | |||||||
MVCOT 05-2 A 4.6% 10/27 |
124,122 | |||||||
MVCOT 06-2A A 5.417 10/28 |
149,766 | |||||||
MVCOT 06-2A B 5.467 10/28 |
24,354 | |||||||
MVCOT 06-2A C 5.766 10/28 |
9,362 | |||||||
MARM 04-11 1A4 1ML+49 11/ |
16,246 | |||||||
MARM 04-11 2A2 1ML+44 11/ |
10,310 | |||||||
MLCC 03-E XA1 CSTR 10/28 |
3,855 | |||||||
MLCC 03-G XA1 1% 1/29 |
4,329 | |||||||
MLCC 03-H XA1 1% 1/29 |
3,886 | |||||||
MMLT 04-1 M1 1ML+50 7/34 |
47,447 | |||||||
MERRILL LYN MTN 4.831 10/ |
430,945 | |||||||
MLMT 02-MW1 XP CSTR 7/34 |
22,458 | |||||||
MLMT 04-MKB1 A2 4.353 2/4 |
908,243 | |||||||
MLMT 04-BPC1 XP CSTR 9/41 |
120,680 | |||||||
MLMT 05-GGP1 A 4.099 11/1 |
510,268 | |||||||
MLMT 05-GGP1 B 4.146 11/1 |
84,220 | |||||||
MLMT 05-GGP1 C 4.208 11/1 |
69,379 | |||||||
MLMT 05-GGP1 D 4.291 11/1 |
24,799 | |||||||
MLMT 05-GGP1 E 4.33 11/10 |
29,774 | |||||||
MLMT 05-GGP1 F 4.35 11/10 |
39,686 | |||||||
MLMT 05-GGP1 G 4.374 11/1 |
29,769 | |||||||
MLMT 05-MKB2 XP CSTR 9/42 |
10,966 | |||||||
MLMT 05-MCP1 A2 4.556 6/4 |
284,903 | |||||||
MLMT 05-MCP1 XP CSTR 6/43 |
51,676 | |||||||
MLMT 05-LC1 A1 5.017 1/44 |
127,399 | |||||||
MET LIFE GBL 4.25 7/ 144A |
457,185 | |||||||
MLCFC 06-3 XP CSTR 7/46 |
152,555 | |||||||
MONUMENT GLOBAL 3.85 3/03 |
546,744 | |||||||
MORGAN JP MTN A 6 1/15/09 |
109,398 | |||||||
MORGAN JP & CO 6.25 1/15/ |
225,193 | |||||||
JPMC 99-C8 A2 7.4% 7/31 |
233,000 | |||||||
MSC 98-WF2 A2 6.54 7/30 |
90,316 | |||||||
MSC 98-XL2 A2 6.17 10/34 |
147,759 | |||||||
MSC 98-HF2 A2 6.48 11/30 |
447,778 | |||||||
MSC 99-WF1 A2 6.21 11/31 |
244,300 | |||||||
MSC 99-CAM1 A4 7.02 3/32 |
110,589 | |||||||
MSC 03-IQ5 A2 4.09 4/38 |
79,459 | |||||||
MSC 03-IQ5 X2 CSTR 4/38 |
32,122 | |||||||
MSC 03-IQ6 X2 CSTR 12/41 |
46,115 |
25
Fair | ||||||||
Cost (1) | Value | |||||||
MSC 04-HQ4 X2 CSTR 4/40 |
29,430 | |||||||
MSC 04-TOP13 X2 CSTR 9/45 |
35,442 | |||||||
MSC 04-HQ3 A2 4.05 1/41 |
141,232 | |||||||
MSC 05-TOP17 X2 CSTR 12/4 |
37,276 | |||||||
MSC 05-IQ9 X2 CSTR 7/56 |
72,472 | |||||||
MSC 05-HQ5 X2 CSTR 1/42 |
25,695 | |||||||
MSC 06-T21 A1 4.925 10/52 |
196,259 | |||||||
MORGAN STLY MTN 5.625 1/0 |
830,934 | |||||||
MSC 2006-HQ9 A1 5.49 7/44 |
313,265 | |||||||
MSC 2006-HQ10 X2 CSTR 11/ |
144,383 | |||||||
MCFI 98-MC2 A2 6.423 6/30 |
340,486 | |||||||
NCSLT 04-2 AIO 9.75 10/14 |
93,306 | |||||||
NCSLT 05-1 AIO 6.75% 12/0 |
18,673 | |||||||
NCSLT 05-2 AIO 7.73 3/12 |
36,510 | |||||||
NCSLT 06-1 A-IO 5.5 4/11 |
37,101 | |||||||
NCSLT 04-GT1 IO1 CSTR 6/1 |
57,066 | |||||||
NCSLT 05-3W AIO1 4.8 7/12 |
81,869 | |||||||
NCSLT 2006-3 AIO 7.1 1/12 |
152,917 | |||||||
NCSLT 06-4 AIO 6.35 02/12 |
104,478 | |||||||
NAT-RURAL GLBL 5.75 8/28/ |
123,841 | |||||||
NLFC 99-1 C 6.571 1/31 |
143,559 | |||||||
NAVOT 04-B A3 3.13 5/09 |
113,524 | |||||||
NAVOT 05-A A4 4.43 1/14 |
142,673 | |||||||
NY LIFE GLBL MTN 3.875 1/ |
89,188 | |||||||
NEXTEL COMM 5.95 SER F 3/ |
158,803 | |||||||
NAROT 05-A A4 3.82 7/10 |
152,418 | |||||||
NEF 05-1 A5 4.74 10/45 |
214,718 | |||||||
NHEL 04-1 M1 1ML+45 6/34 |
50,331 | |||||||
ONYX 05-B A4 4.34% 5/12 |
118,269 | |||||||
ORIX CORP5.48% 11/22/11 |
291,163 | |||||||
PECO ENERGY 3.5% 5/01/08 |
392,867 | |||||||
PNC FUNDING 4.2 3/10/08 |
183,932 | |||||||
PPSI 04-WCW1 M1 1ML+63 9/ |
81,031 | |||||||
PETRO EXP4.623 6/15 144A |
145,714 | |||||||
PETRO EXP4.633 6/15 144A |
88,197 | |||||||
PCAT 2006-A B 5.51% 9/09 |
85,056 | |||||||
PCAT 2006-A C 5.77% 5/10 |
80,060 | |||||||
PRICOA GLBL FDG 3.9 12/15 |
321,267 | |||||||
PRIME PROP FNDG 5.6 6/15/ |
140,495 | |||||||
PRINC LIFE 2.8 6/26/ 144A |
549,928 | |||||||
PMNT 05-2 B2 5.1 11/12 |
270,210 | |||||||
PMNT 06-B1A B1 5.35 3/13 |
295,909 | |||||||
RAMP03-SL1 A31 7.125 4/3 |
86,522 | |||||||
RAMP03-RZ2 A1 3.6% 4/33 |
47,693 |
26
Fair | ||||||||
Cost (1) | Value | |||||||
RAMP04-SL2 A1I 6.5 10/16 |
22,609 | |||||||
GMACM 05-AR5 1A1 CSTR 9/3 |
93,913 | |||||||
SBC COMM GLBL 6.25 3/15/1 |
141,860 | |||||||
SBC COMM GLBL 4.125 9/15/ |
752,301 | |||||||
SLM MTN 3.625 3/17/08 |
247,449 | |||||||
SLM CORP4% 1/15/09 |
264,003 | |||||||
SLM CORP4.5% 7/26/10 |
173,729 | |||||||
SVOVM 05-A A 5.25 2/21 |
117,535 | |||||||
SAFECO CORP4.2% 2/01/08 |
291,115 | |||||||
SBM7 00-C3 A2 6.592 12/33 |
266,332 | |||||||
SBM7 00-C1 A2 7.52 12/09 |
296,288 | |||||||
SANTANDER 5.805/VAR 6/20/ |
196,934 | |||||||
SANTANDER 4.75 10/21 144A |
598,391 | |||||||
SEMPRA ENERGY 7.95 3/01/1 |
203,380 | |||||||
SEMPRA ENERGY 4.621 5/17/ |
500,916 | |||||||
SEMPRA ENERGY 4.75 5/15/0 |
64,591 | |||||||
SMF 03-A AX1 .8% 10/08 |
3,466 | |||||||
SEMT 04-1 X1 .8% 2/34 |
2,376 | |||||||
SIMON PROPERTY 4.875 8/15 |
100,455 | |||||||
SIMON PROPERTY 5.6 9/1/11 |
231,083 | |||||||
SOUTHWEST AIR 7.875 9/01/ |
145,717 | |||||||
SPRINT CAP GLBL 7.625 1/3 |
474,154 | |||||||
STARW 99-C1A B 6.92 2/14 |
52,045 | |||||||
STRIP04-1A A 1ML+48 3/18 |
127,909 | |||||||
ARC 02-BC1 M2 1ML+110 1/3 |
11,733 | |||||||
SASC 04-GEL1 A 1ML+36 2/3 |
7,999 | |||||||
SASC 04-NP1 A 1ML+40 9/33 |
31,231 | |||||||
SWIFT 05-A12 B 1ML+48 6/1 |
296,222 | |||||||
TIAA 01-C1A A2 6.3% 6/21 |
113,822 | |||||||
TELECOM ITALIA 4 11/15/08 |
446,946 | |||||||
TELECOM ITALIA 4% 1/15/10 |
243,334 | |||||||
TELECOM ITALIA 4.875 10/0 |
118,341 | |||||||
TELEFONOS MEX 4.5 11/19/0 |
44,425 | |||||||
TELEFONOS MEXICO 4.75 1/2 |
758,426 | |||||||
TEXTRON FINL MTN 4.125 3/ |
109,792 | |||||||
TIME WARNER COS 8.18 8/07 |
183,284 | |||||||
TRAVELERS PPTY 3.75 3/15/ |
296,356 | |||||||
TAROT 2006-C A4 5.07 5/13 |
153,449 | |||||||
TAROT 06-A A3 4.77% 1/11 |
159,460 | |||||||
TAROT 06-A A4 4.88% 4/13 |
184,038 | |||||||
USAOT 05-1 A4 4.13% 11/11 |
211,979 | |||||||
US BANK NA MTN 4.4 8/15/0 |
291,063 | |||||||
UNCREDIT LUX 5.584/VAR 1/ |
304,738 | |||||||
US BANCORP MTN 5.3 4/28/0 |
521,040 |
27
Fair | ||||||||
Cost (1) | Value | |||||||
USTN TII 3.875% 1/15/09 |
2,059,443 | |||||||
USTN 4.375% 12/15/10 |
32,849,614 | |||||||
USTN 4.75% 3/31/11 |
4,461,085 | |||||||
USTN 4.875% 5/15/09 |
198,678 | |||||||
USTN 5% 7/31/08 |
2,953,167 | |||||||
VERIZON GLBL 7.25 12/1/10 |
423,439 | |||||||
VERIZON NEW YOR 6.875 4/0 |
516,413 | |||||||
VODAFONE GRP PLC 5.5 6/15 |
90,449 | |||||||
WESTO 04-4 A4 3.44% 5/12 |
318,026 | |||||||
WAOT 05-B A3 4.79% 4/10 |
229,257 | |||||||
WBCMT 05-C22 A1 4.98 12/4 |
174,261 | |||||||
WBCMT 06-C24 XP CSTR 3/45 |
47,509 | |||||||
WBCMT 03-C6 A2 4.498 8/35 |
226,493 | |||||||
WBCMT 03-C7 A1 4.241 10/3 |
292,100 | |||||||
WBCMT 03-C8 XP CSTR 11/35 |
20,665 | |||||||
WBCMT 03-C9 XP CSTR 12/35 |
17,381 | |||||||
WBCMT 04-C10 XP CSTR 2/41 |
22,187 | |||||||
WBCMT 04-C14 A2 4.368 8/4 |
352,603 | |||||||
WBCMT 05-C18 XP CSTR 4/42 |
44,097 | |||||||
WBCMT 2004-C15 A2 4.039 1 |
344,723 | |||||||
WBCMT 04-C15 XP CSTR 10/4 |
171,316 | |||||||
WBCMT 05-C16 A2 4.38 10/4 |
244,982 | |||||||
WALOT 06-1 A-3 5.1 7/11 |
185,037 | |||||||
WALOT 06-1B 5.15% 7/12 |
120,065 | |||||||
WALOT 06-1 C 5.22% 11/12 |
270,242 | |||||||
WACHOVIA CAP7.965 6 144A |
89,526 | |||||||
WALOT 06-2 B 5.29% 6/12 |
90,440 | |||||||
WALOT 06-2 C 5.34% 10/12 |
100,594 | |||||||
WMLT 05-B 2A4 CSTR 10/35 |
40,058 | |||||||
WACHOVIA 6.15 3/15/09 |
461,482 | |||||||
WACHOVIA CORP3.5 8/15/08 |
162,602 | |||||||
WASHINGTON MUTUAL 4.5 8/2 |
300,741 | |||||||
WAMMS 03-MS9 2A1 7.5 12/3 |
26,974 | |||||||
WAMMS 04-RA2 2A 7% 7/33 |
33,427 | |||||||
WELLS FARGO & CO 4 9/10/1 |
125,061 | |||||||
WELLS FARGO MED 4 8/15/08 |
154,177 | |||||||
WELLS FARGO 4.2% 1/15/10 |
238,455 | |||||||
WFMBS 03-14 1A1 4.75 12/1 |
181,320 | |||||||
WFMBS 05-AR4 2A2 CSTR 4/3 |
464,873 | |||||||
WFMBS 5-AR9 2A1 CSTR 5/35 |
318,200 |
28
Fair | ||||||||
Cost (1) | Value | |||||||
WFMBS 05-AR12 2A6 CSTR 7/ |
251,026 | |||||||
WFMBS 06-AR8 2A6 CSTR 4/3 |
394,249 | |||||||
WESTERN UN 5.4 11/17 144A |
402,034 | |||||||
WESTO 05-3 A4 4.39 5/13 |
212,853 | |||||||
WESTO 05-3 B 4.50 5/13 |
84,092 | |||||||
WESTO 05-3 C 4.54 5/13 |
108,866 | |||||||
WOART 04-A A4 3.96% 7/11 |
266,292 | |||||||
WOART 06-A A3 5.01 10/10 |
1,199,522 | |||||||
Cash |
17,117 | |||||||
Total investment contracts |
157,154,259 | |||||||
Wrapper Contracts: |
||||||||
Chase Manhattan Bank |
||||||||
4.35% contract, maturity date: evergreen ACT / 431253 |
(5,059 | ) | ||||||
AIG Financial Products Corp |
||||||||
4.36% contract, maturity date: evergreen ACT / 252460 |
| |||||||
CDC Financial Products |
||||||||
4.36% contract, maturity date: evergreen ACT / 1072-01 |
| |||||||
Rabobank Nederland |
||||||||
4.36% contract, maturity date: evergreen ACT / RYD020001 |
| |||||||
State Street Bank and Trust Company |
||||||||
4.36% contract, maturity date: evergreen ACT / 104008 |
| |||||||
Total investment and wrapper contracts |
157,149,200 | |||||||
29
Fair | ||||||||||
Cost (1) | Value | |||||||||
MUTUAL FUNDS: |
||||||||||
Fidelity Equity-Income Fund* |
(1,303,606 shares) | 76,326,154 | ||||||||
Fidelity Contrafund* |
(1,371,963 shares) | 89,451,989 | ||||||||
Fidelity Diversified International Fund* |
(2,014,315 shares) | 74,428,930 | ||||||||
Fidelity U.S. Bond Index Fund* |
(1,634,369 shares) | 17,749,245 | ||||||||
Spartan U.S. Equity Index Fund |
(464,394 shares) | 23,303,308 | ||||||||
Fidelity Growth Company Fund* |
(1,586,547 shares) | 110,598,217 | ||||||||
UAM: Rice, Hall, James Small Cap Porfolio |
(871,395 shares) | 17,645,757 | ||||||||
Fidelity Freedom Income Fund* |
(578,292 shares) | 6,673,493 | ||||||||
Fidelity Freedom Fund 2010* |
(973,219 shares) | 14,228,467 | ||||||||
Fidelity Freedom Fund 2020* |
(1,223,706 shares) | 19,004,150 | ||||||||
Fidelity Freedom Fund 2030* |
(959,417 shares) | 15,379,452 | ||||||||
Fidelity Freedom Fund 2040* |
(776,291 shares) | 7,359,242 | ||||||||
Spartan Extended Market Index |
(77,663 shares) | 2,992,348 | ||||||||
OSIC LAU/R Discovery Institution |
(288,409 shares) | 5,468,234 | ||||||||
480,608,986 | ||||||||||
Ryder System, Inc. Common Stock Fund* (1,826,365 shares and $603,123 cash) | 94,468,765 | |||||||||
Participant Loans (interest rates ranging from 4% to 9.5%, maturing through January 16, 2022)* (1) | 27,320,209 | |||||||||
Investments at Fair Value |
765,154,072 | |||||||||
* | Represents a Party-In-Interest | |
(1) | Cost is not disclosed as all investments are participant-directed. |
30