Document


UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
FORM 11-K
 
 
 
 
 
 
 
 
 
 
(Mark One)
 
 
 
 
 
x
ANNUAL REPORT PURSUANT TO SECTION 15(d)
 
 
OF THE SECURITIES EXCHANGE ACT OF 1934
 
 
 
 
 
 
 
For the year ended December 31, 2017
 
 
 
 
 
 
 
OR
 
 
 
 
 
 
o
TRANSITION REPORT PURSUANT TO SECTION 15(d)
 
 
OF THE SECURITIES EXCHANGE ACT OF 1934
 
 
 
 
 
 
 
For the transition period from __________ to __________
 
 
 
 
 
 
 
 
 
 
 
 
Commission File Number: 1 - 3525
 
 
 
 
 
 
 
AMERICAN ELECTRIC POWER SYSTEM
 
 
RETIREMENT SAVINGS PLAN
 
 
(Full title of the plan)
 
 
 
 
 
 
 
 
 
 
 
 
AMERICAN ELECTRIC POWER COMPANY, INC.
 
 
1 Riverside Plaza, Columbus, Ohio 43215
 
 
(Name of issuer of the securities held
 
 
pursuant to the plan and the address
 
 
of its principal executive office)
 




TABLE OF CONTENTS
 
Page
Number
 
 
 
Signatures
 
 
 
 
Reports of Independent Registered Public Accounting Firms
 
 
 
 
Financial Statements
 
 
Statements of Net Assets Available for Benefits
 
Statements of Changes in Net Assets Available for Benefits
 
Notes to Financial Statements
 
 
 
 
Supplemental Schedules
 
 
Schedule of Assets (Held as of End of Year)
 
Schedule of Nonexempt Transactions
 
 
 
 
Exhibit Index:
 
Exhibit 23(1)
 
 
Exhibit 23(2)
 
 

1


SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934, the Benefits Finance Committee has duly caused this annual report to be signed by the undersigned thereunto duly authorized.
 
 
 
By:
/s/ Lonni Dieck
 
 
 
 
Lonni Dieck, SVP and Treasurer
 
Date: June 28, 2018
 
 
 

2


Report of Independent Registered Public Accounting Firm

To the Plan Administrator and Plan Participants
American Electric Power System Retirement Savings Plan
 
Opinion on the Financial Statements

We have audited the accompanying statement of net assets available for benefits of the American Electric Power System Retirement Savings Plan (the “Plan”) as of December 31, 2017, and the related statement of changes in net assets available for benefits for the year ended December 31, 2017, and the related notes (collectively referred to as the “financial statements”). In our opinion, the financial statements present fairly, in all material respects, the net assets of the Plan as of December 31, 2017, and the changes in its net assets for the year ended December 31, 2017, in conformity with accounting principles generally accepted in the United States of America.

Basis of Opinion

The Plan’s management is responsible for these financial statements. Our responsibility is to express an opinion on the Plan’s financial statements based on our audit. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (“PCAOB”) and are required to be independent with respect to the Plan in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

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

Our audit included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audit also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. We believe that our audit provides a reasonable basis for our opinion.

Supplemental Information

The supplemental information in the accompanying supplemental schedule of assets (held as of end of year) and supplemental schedule of nonexempt transactions have been subjected to audit procedures performed in conjunction with the audit of the Plan’s financial statements. The supplemental information is the responsibility of the Plan’s management. Our audit procedures included determining whether the supplemental information reconciles to the financial statements or the underlying accounting and other records, as applicable, and performing procedures to test the completeness and accuracy of the information presented in the supplemental information. In forming our opinion on the supplemental information, we evaluated whether the supplemental information, including its form and content, is presented in conformity with Department of Labor’s Rules and Regulations for Reporting under the Employee Retirement Income Security Act of 1974. In our opinion, the supplemental information is fairly stated, in all material respects, in relation to the financial statements as a whole.

We have served as the Plan’s auditor since 2018.

/s/ Plante & Moran, PLLC
Columbus, Ohio
June 28, 2018

3


REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

To the Trustees and Participants of the American Electric Power System Retirement Savings Plan

We have audited the accompanying statement of net assets available for benefits of the American Electric Power System Retirement Savings Plan (the “Plan”) as of December 31, 2016, and the related statement of changes in net assets available for benefits for the year then ended. These financial statements are the responsibility of the Plan's management. Our responsibility is to express an opinion on these financial statements based on our audits.

We conducted our audits in accordance with standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. The Plan is not required to have, nor were we engaged to perform, an audit of its internal control over financial reporting. Our audits included consideration of internal control over financial reporting as a basis for designing audit procedures that are appropriate in the circumstances, but not for the purpose of expressing an opinion on the effectiveness of the Plan's internal control over financial reporting. Accordingly, we express no such opinion. An audit also includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, as well as evaluating the overall financial statement presentation. We believe that our audits provide a reasonable basis for our opinion.

In our opinion, such financial statements present fairly, in all material respects, the net assets available for benefits of the Plan as of December 31, 2016, and the changes in net assets available for benefits for the year then ended in conformity with accounting principles generally accepted in the United States of America.



/s/ Deloitte & Touche LLP
Columbus, Ohio
June 23, 2017




4



AMERICAN ELECTRIC POWER SYSTEM RETIREMENT SAVINGS PLAN
STATEMENTS OF NET ASSETS AVAILABLE FOR BENEFITS
December 31, 2017 and 2016
 
 
December 31,
 
 
2017
 
2016
ASSETS
 
 
 
 
Investments at Fair Value
 
$
3,911,334,765
 
 
$
3,377,447,950
 
 
 
 
 
 
Investments at Contract Value
 
675,853,018
 
 
717,227,064
 
 
 
 
 
 
Notes Receivable from Participants
 
80,963,724
 
 
84,946,911
 
 
 
 
 
 
NET ASSETS AVAILABLE FOR BENEFITS
 
$
4,668,151,507
 
 
$
4,179,621,925
 
 
 
 
 
 
See Notes to Financial Statements beginning on page 7.
 
 
 
 



5


AMERICAN ELECTRIC POWER SYSTEM RETIREMENT SAVINGS PLAN
STATEMENTS OF CHANGES IN NET ASSETS AVAILABLE FOR BENEFITS
For the Years Ended December 31, 2017 and 2016
 
 
Years Ended December 31,
 
 
2017
 
2016
INVESTMENT INCOME
 
 
 
 
Net Appreciation in Investments
 
$
617,049,618
 
 
$
270,252,489
 
Interest and Dividends
 
25,193,172
 
 
23,721,274
 
Total Investment Income
 
642,242,790
 
 
293,973,763
 
 
 
 
 
 
CONTRIBUTIONS
 
 
 
 
Participants
 
182,408,216
 
 
173,725,207
 
Employer
 
74,162,699
 
 
73,094,370
 
Total Contributions
 
256,570,915
 
 
246,819,577
 
 
 
 
 
 
DISTRIBUTIONS TO PARTICIPANTS
 
(405,950,242
)
 
(325,639,867
)
 
 
 
 
 
ADMINISTRATIVE AND MANAGEMENT FEES
 
 
 
 
Professional Fees
 
(668,913
)
 
(696,174
)
Investment Advisory and Management Fees
 
(6,287,913
)
 
(5,765,750
)
Other Fees
 
(465,656
)
 
(440,666
)
Total Administrative and Management Fees
 
(7,422,482
)
 
(6,902,590
)
 
 
 
 
 
INTEREST INCOME ON NOTES RECEIVABLE FROM PARTICIPANTS
 
3,088,601
 
 
4,122,637
 
 
 
 
 
 
NET INCREASE IN NET ASSETS BEFORE TRANSFERS
 
488,529,582
 
 
212,373,520
 
 
 
 
 
 
TRANSFERS INTO PLAN (Note 1)
 
—
 
 
20,407,529
 
TRANSFERS FROM PLAN (Note 1)
 
—
 
 
(67,609,797
)
 
 
 
 
 
NET INCREASE IN NET ASSETS
 
488,529,582
 
 
165,171,252
 
 
 
 
 
 
NET ASSETS AVAILABLE FOR BENEFITS BEGINNING OF YEAR
 
4,179,621,925
 
 
4,014,450,673
 
 
 
 
 
 
NET ASSETS AVAILABLE FOR BENEFITS END OF YEAR
 
$
4,668,151,507
 
 
$
4,179,621,925
 
 
 
 
 
 
See Notes to Financial Statements beginning on page 7.
 
 
 
 



6


AMERICAN ELECTRIC POWER SYSTEM RETIREMENT SAVINGS PLAN
NOTES TO FINANCIAL STATEMENTS
For the Years Ended December 31, 2017 and 2016

1. PLAN DESCRIPTION

The following description of the American Electric Power System Retirement Savings Plan (Plan) is provided for general information purposes only. Participants should refer to the Plan documents for a more complete description of the Plan’s information. The Plan is subject to the provisions of the Employee Retirement Income Security Act of 1974 (ERISA).

General

The Plan is a defined contribution plan that became effective and commenced operations on January 1, 1978. The Plan covers full-time and part-time employees of the participating subsidiaries of American Electric Power Company, Inc. (AEP or the Company) who are not excluded by the terms of the Plan, such as pursuant to a unionized collective bargaining agreement. American Electric Power Service Corporation (AEPSC) is the plan administrator (Plan Administrator) and plan sponsor (Plan Sponsor). AEPSC is a wholly-owned subsidiary of AEP. JPMorgan Chase Bank (JPMorgan) is the primary trustee for the Plan. Great West Financial Retirement Plan Services, LLC (Empower Retirement) is the plan record keeper. Effective May 23, 2016, American Electric Power Service Corporation (AEPSC) appointed Great-West Trust Company, LLC (GWTC) as a trustee/custodian for certain cash held on behalf of the Plan pending investment or disbursement.

Contributions

Newly eligible employees are automatically enrolled in the Plan with a 3% pretax deferral. Employees may opt out of the automatic enrollment or revise their elections after they are notified of their right not to have such pretax deferrals made on their behalf and how their account will be invested in the absence of their making an investment election. Generally, eligible employees participating in the Plan may make contributions (pretax, after-tax or Roth 401(k) contributions) in 1% increments up to 50% of their eligible pay (within Internal Revenue Service (IRS) limits). Participants who are age 50 and older are eligible to contribute additional pretax or Roth 401(k) amounts as catch-up contributions. The catch-up contribution limit was $6,000 for 2017 and 2016. An employee who is eligible to participate in the Plan also may roll eligible retirement benefits into the Plan. The participating employers contribute to the Plan, on behalf of each participant, an amount equal to 100% of the participant’s non-rollover contributions up to 1% of the participant’s eligible compensation for each payroll period, plus 70% of the participant’s contributions for the next 5% of the participant’s eligible compensation for each payroll period, subject to certain limitations. All contributions that are withheld from a participant’s pay or are made by the participating employers are deposited in the American Electric Power System Retirement Savings Plan Trust after each pay period. The Plan, in a manner consistent with the requirements under section 401 of the Internal Revenue Code (IRC), restricts the amount that certain participants who are deemed highly compensated may contribute to the Plan, provided that it is AEPSC’s intent that the Plan include a “qualified automatic contribution arrangement” (as defined in Section 401(k)(13) of the IRC), such that only the after-tax contributions made by such highly compensated participants may be subject to such restrictions.

Dolet Hills Lignite Company, LLC (DHLC) is wholly-owned by Southwestern Electric Power Company, which is a wholly-owned Subsidiary of AEP. In January 2016, DHLC employees became eligible to participate in the Plan. In connection with that transition, DHLC and the Plan Sponsor decided that DHLC’s 401(k) savings plan would be merged into the Plan and as a result, $20.4 million in assets were transferred to the Plan in January 2016.

In November 2015, AEP sold its commercial barge transportation subsidiary, AEP River Operations (AEPRO), to American Commercial Barge Lines (ACBL), a nonaffiliated party. ACBL acquired AEPRO by purchasing all the common stock of AEP Resources, Inc., the parent company of AEPRO. AEP agreed to cause the Plan account balances of the participants who became employees of ACBL or its affiliates to be transferred to the 401(k) retirement plan in which they had become participants following the sale.  As a result, $67.6 million in assets were transferred out of the Plan and into ACBL’s 401(k) plan in February 2016, including $5.0 million in participant notes receivable.

7



Notes Receivable from Participants

Participants may borrow from their savings plan accounts a minimum of $1,000 but no more than the lesser of $50,000 or 50% of their account balance. Loan terms range from 12 months to 60 months (or up to 180 months for certain residential loans), or any monthly increment in-between. Interest rates, fixed for the life of the loan, are calculated by adding 1% to the prime rate, as reported in the Wall Street Journal as of the first business day of the calendar month in which the loan is taken. Active employees repay principal and interest payments through payroll deductions.

Participant loans and the accrued interest are collateralized by the account balance, and upon default, the outstanding balance is subject to income taxes and possible tax penalty.

Participant Accounts

Individual accounts are maintained for each Plan participant. Each participant’s account is credited with the participant’s contributions, the Company’s contributions and investment earnings and losses and charged with benefit payments and allocations of Plan expenses. The benefit to which a participant is entitled is the benefit that can be provided from the participant’s account.

Participants may transfer the value of their cumulative contributions, in any whole percentage or dollar amount, among investments, and change their investment elections on a daily basis. Participants may change their payroll contribution elections coinciding with the Company’s payroll periods.

Vesting and Distribution

Participants are immediately vested in their pretax, after-tax, Roth 401(k) and the Company contributions, including earnings thereon. Excluding participants’ pretax and Roth 401(k) contributions, profit sharing contributions, and post-2008 Company matching contributions, all participants may make an unlimited number of withdrawals of their interest in the Plan at any time, including their pre-2009 Company matching contributions. Pretax, Roth 401(k) and profit sharing contributions are eligible for withdrawal by participants only after age 59-1/2, or earlier upon hardship (as defined by the Plan) or following termination of employment. Post-2008 Company matching contributions are eligible for withdrawal by participants only after age 59-1/2, or earlier following earlier termination of employment, but not upon hardship.

The AEP Stock Fund is an investment option in the Plan. Participants can elect to have dividends generated from their AEP Stock Fund holdings paid out in cash, rather than automatically reinvested in the fund. The dividend payouts are made periodically (at least annually) and are treated as ordinary income to the participants for tax purposes.

2. ACCOUNTING POLICIES

Basis of Accounting

The accompanying financial statements are prepared on an accrual basis of accounting, in conformity with accounting principles generally accepted in the United States of America (GAAP).
    
Investment Valuation and Income Recognition

Participants direct the investment of their plan accounts among various investment options offered by the Plan. Investments in securities are reported at fair value while fully benefit responsive investment contracts are reported at contract value. Fair value of a financial instrument is the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date.

Purchases and sales of securities have been recorded on a trade-date basis. Net appreciation includes the Plan’s gains or losses on investments bought or sold as well as held throughout the year. Interest income is recorded on an accrual basis. Dividends are recorded on the ex-dividend date. These amounts are reinvested by the Trustee in the funds that

8


generated such income with the exception of the AEP Stock Fund, which pays or reinvests dividends at the direction of each participant.

Notes Receivable from Participants

Notes Receivable from Participants are measured at their unpaid principal balance plus any accrued but unpaid interest. Delinquent participant loans are not recorded as distributions until actually distributed based on the terms of the Plan document.

Administrative and Management Fees

Administrative and Management Fees incurred relating to JPMorgan and Empower Retirement during 2017 and 2016 totaled $2,652,054 and $2,566,217, respectively. The Plan directly pays for administrative, recordkeeping and management fees.

Distributions to Participants

Distributions to participants are recorded when paid. There were no material amounts of distributions due to participants who requested distributions from the Plan as of December 31, 2017 and 2016.

Use of Estimates

The preparation of financial statements in conformity with GAAP requires management to make estimates and assumptions that affect the reported amounts of net assets available for benefits and changes therein and disclosure of contingent assets. Actual results could differ from the estimates.

Fair Value Measurements of Assets

The accounting guidance for “Fair Value Measurements and Disclosures” establishes a fair value hierarchy that prioritizes the inputs used to measure fair value. The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). AEPSC’s staff independently monitors valuation policies and procedures and provides members of the Benefits Finance Committee (BFC) and its Investment Subcommittee (IC) various monthly and quarterly reports, regarding compliance with policies and procedures. The BFC consists of AEPSC’s Chief Financial Officer, Treasurer, Chief Administrative Officer, Chief Risk Officer, Executive Vice President General Counsel in addition to the Executive Vice President - Energy Supply of AEP and the President of AEP Ohio. The IC consists of AEPSC’s Treasurer, Director of Trusts and Investments and two Managing Directors of Corporate Finance.

The Plan utilizes its Trustee’s external pricing service to estimate the fair value of the underlying investments held in the Plan. The Plan’s investment managers review and validate the prices utilized by the Trustee to determine fair value. The Plan Administrator performs its own valuation testing to verify the fair values of the securities, in part by reviewing audit reports of the Trustee’s operating controls and valuation processes.

Assets in the Plan are classified using the following methods. Equities are classified as Level 1 holdings if they are actively traded on exchanges. Items classified as Level 1 are investments in equity securities and registered investment companies. They are valued based on observable inputs primarily unadjusted quoted prices in active markets for identical assets. Items classified as Level 2 are primarily investments in individual fixed income securities. Fixed income securities generally do not trade on exchanges and do not have an official closing price but their valuation inputs are based on observable market data.

The Trustee uses multiple pricing vendors for the assets held in trust. The Trustee’s pricing vendors calculate bond valuations using financial models and matrices. The models use observable inputs including yields on benchmark securities, quotes by securities brokers, rating agency actions, discounts or premiums on securities compared to par prices, changes in yields for U.S. Treasury securities, corporate actions by bond issuers, prepayment schedules and

9


histories, economic events and, for certain securities, adjustments to yields to reflect changes in the rate of inflation. Cash equivalent funds are held to provide liquidity and meet short term cash needs. The underlying holdings in the cash funds consist of commercial paper, certificates of deposit, treasury bills, and other short-term debt securities. Short-term debt securities are valued based on observable market data by the trust banks pricing vendor. Other securities with model-derived valuation inputs that are observable are also classified as Level 2 investments. Investments with unobservable valuation inputs are classified as Level 3 investments. Investments classified as “Other” are valued using Net Asset Value as a practical expedient. Items classified as Other are primarily cash equivalent funds and common collective trusts. These investments do not have a readily determinable fair value or they contain redemption restrictions which may include the right to suspend redemptions under certain circumstances. Redemption restrictions on common collective trusts may also prevent certain investments from being redeemed at the reporting date for the underlying value.

Common Collective Trusts are valued at the net asset value per share (NAV). The basis of the reported NAV is the total fair value of all underlying holdings less expenses and liabilities. The value of each unit is determined by dividing the net asset value of the fund by the number of applicable units outstanding on the valuation date.

The plan offers a self-directed brokerage account (SDB) option that allows participants to invest in thousands of retail mutual funds.

3. PLAN TERMINATION

Although it has not expressed any intent to do so, AEPSC has the right to take such actions as will allow contributions to the Plan to be discontinued at any time and to terminate the Plan subject to the provisions of ERISA. In the event of Plan termination, participants remain 100 percent vested in their accounts.

4. INVESTMENT CONTRACTS

The Plan has a fully benefit responsive synthetic investment contract, the Managed Income Fund. The Managed Income Fund provides a stable value investment option that includes fully benefit-responsive wrap contracts which assure the book value of investments for plan participants. The fund’s underlying assets, which are held in a trust, utilize wrap contracts issued by four financial institutions as of December 31, 2017 and 2016. The fund’s underlying investment or investments, usually a portfolio, owned by the Plan, consist primarily of high quality, intermediate term fixed income securities and guaranteed investment contracts. The contracts provide that participants execute plan transactions at contract value. Contract value represents contributions made to the fund, plus credited interest, less participant withdrawals, without regard to changes in the fair value of the investments and securities underlying the fund. The rates for crediting interest are reset periodically based on market rates of other similar investments, the current yield of the underlying investments and the spread between the market value and contract value. The interest crediting rate cannot be less than 0%. Certain events initiated by the Plan Sponsor, such as plan termination or a plan merger, would limit the ability of the Plan to administer participant-level transactions at contract value or may allow for the termination of the wrap contract at market value, rather than contract value.

The Plan Sponsor does not believe that any events that may limit the ability of the plan to transact at contract value are probable as of December 31, 2017 or the date these financial statements are issued.

5. PARTY-IN-INTEREST TRANSACTIONS

Certain transactions involving the Plan and its assets during 2016 and 2017 involved parties in interest with respect to the Plan, but most of those transactions were not prohibited transactions under ERISA because of the applicability of one or more exemptions. The exempt party-in-interest transactions involving the Plan included the following: JPMorgan Chase Bank, N.A. has acted as trustee and custodian under the Plan, while its affiliates have acted as (a) investment managers for a number of the Plan’s investment options; and (2) Great West Trust Company, LLC, has been acting as a trustee and custodian under the Plan since May 23, 2016, while its affiliates have acted as (a) the Plan’s record keeper and (b) investment advisor or investment manager for a number of plan participants with respect to the amounts held in their Plan accounts.

10



As of December 31, 2017 and 2016, the Plan held 4,514,539 and 5,229,663 shares, respectively, of common stock of American Electric Power Company, Inc., the parent company of the Plan Sponsor, with a cost basis of $195,026,006 and $220,285,746, respectively. During the year ended December 31, 2017, the Plan acquired 194,158 shares of that common stock with a fair value of $13,427,212 and disposed of 909,282 shares with a fair value of $63,833,080. During the year ended December 31, 2016, the Plan acquired 491,724 shares of that common stock with a fair value of $31,587,072 and disposed of 765,388 shares with a fair value of $48,622,397. During the years ended December 31, 2017 and 2016, the Plan recorded dividend income of $11,654,344 and $11,775,399, respectively, related to its investment in that common stock.

The Plan entered into a non-exempt prohibited transaction when it made a series of payments to the Trustee between February 2014 and January 2017. ERISA Section 406(a)(1)(D) prohibits the use of plan assets by, or transfer of plan assets to, a party in interest (such as a fiduciary investment manager or Trustee). Although an exemption under ERISA 408(b)(2) generally is applicable to contracts with parties (such as Trustees) for services necessary for the operation of a plan where no more than reasonable compensation is paid therefor, the described payments represent the amount invoiced and paid by the Plan for services later determined not to have been applicable to the Plan.

Therefore, although the Trustee had an agreement to charge the subject fees when participating in class actions on behalf of the Plan, the amount of the subject billings related to class actions in which the Plan had no interest, resulting in the imposition of charges for which the Plan received services that were not applicable to the Plan. The erroneous charges from January 2017 were identified and almost immediately reimbursed in March 2017. Following a more thorough review of historical invoices, additional such charges were identified from February 2014 and October 2015 and reimbursed to the Plan in January 2018. The Plan received payment of its lost earnings attributable to the charges from the Trustee in June 2018 and this transaction is considered fully remediated.

The Plan entered into another non-exempt prohibited transaction when it made a series of overpayments to the Trustee between October 2006 and July 2014. The described payments represent the amount invoiced and paid by the Plan in excess of the amount required by the applicable contract.

The Trustee had agreed to apply different fee rates to different plan accounts, depending on the classification of the activity transacted in those accounts, and had agreed to waive normal fees with regard to other accounts. However, upon a review of the invoices generated by the Trustee, it was discovered that (a) for the period between July 2006 and July 2014, the Trustee had mistakenly applied incorrect fee rates applicable to certain accounts, and (b) between July 2009 and July 2014, it had mistakenly applied fees that it had agreed to waive. These resulted in an effective overcharge for their services. Following confirmation of the overpayments in 2014, the Plan secured repayment of the excess charges and the Trustee and Plan Sponsor have confirmed that the transactions were fully remediated in 2016.

The Plan also entered into a non-exempt prohibited transaction in March 2016 when Galliard Capital Management, Inc. (Galliard), a fiduciary investment manager engaged by the Plan, used its discretion to cause the Plan to purchase corporate bonds that had been issued by Berkshire Hathaway, Inc., which by then had become a 10% or more shareholder of Wells Fargo, Inc., which is the parent corporation of Galliard. ERISA Section 3(14)(H) defines the term “party in interest” to include a 10 percent or more shareholder directly or indirectly of a plan fiduciary. Therefore, when Galliard caused the Plan to purchase the bonds issued by Berkshire Hathaway, the resulting relationship between the Plan and Berkshire Hathaway may be considered an indirect use of Plan assets by a party in interest. When Galliard caused the Plan to sell the bonds approximately 6 months later at a gain of $25,359, that put the Plan in a financial position that was no worse than it would have been had the transaction not occurred, which “corrected” the transaction per applicable tax regulations. (See Temporary Treasury Regulation Section 141.4975-13 and Treasury Regulation Section 53.4941(e)-1(c)(1).


11


6. FAIR VALUE MEASUREMENTS

For a discussion of fair value accounting and the classification of assets within the fair value hierarchy, see the “Fair Value Measurements of Assets” section of Note 2.
Plan Assets within the Fair Value Hierarchy as of December 31, 2017
 
 
 
 
 
 
 
 
 
 
 
 
 
Level 1
 
Level 2
 
Level 3
 
Other
 
Total
Equities
 
 
 
 
 
 
 
 
 
 
Corporate Stocks
 
$
626,593,817

 
$
—

 
$
—

 
$
—

 
$
626,593,817

AEP Stock
 
332,134,634

 
—

 
—

 
—

 
332,134,634

Subtotal Equities
 
958,728,451

 
—

 
—

 
—

 
958,728,451

 
 
 
 
 
 
 
 
 
 
 
Fixed Income
 
 
 
 
 
 
 
 
 
 
Government Bonds
 
—

 
21,069,176

 
—

 
—

 
21,069,176

Corporate Debt Securities
 
—

 
12,074,537

 
—

 
—

 
12,074,537

Mortgage Backed Securities
 
—

 
11,382,346

 
—

 
—

 
11,382,346

Subtotal Fixed Income
 
—

 
44,526,059

 
—

 
—

 
44,526,059

 
 
 
 
 
 
 
 
 
 
 
Common/Collective Trusts
 
 
 
 
 
 
 
 
 
 
JPMorgan Liquidity Fund (a)
 
—

 
—

 
—

 
15,858,228

 
15,858,228

Mellon Capital Small Cap Stock Index Fund (a)
 
—

 
—

 
—

 
193,197,108

 
193,197,108

Mellon Capital Mid Cap Stock Index Fund (a)
 
—

 
—

 
—

 
292,675,208

 
292,675,208

Mellon Capital Stock Index Fund (a)
 
—

 
—

 
—

 
882,411,388

 
882,411,388

Mellon Capital International Stock Index Fund (a)
 
—

 
—

 
—

 
576,531,607

 
576,531,607

Mellon Capital REIT Index Fund (a)
 
—

 
—

 
—

 
31,222,230

 
31,222,230

Mellon Capital Aggregate Bond Index Fund (a)
 
—

 
—

 
—

 
498,581,554

 
498,581,554

Mellon Capital Treasury Inflation-Protected Securities Fund (a)
 
—

 
—

 
—

 
22,010,402

 
22,010,402

JPMorgan Strategic Property Fund (a)
 
—

 
—

 
—

 
49,924,957

 
49,924,957

Mellon Capital Emerging Markets Stock Index Fund (a)
 
—

 
—

 
—

 
32,291,448

 
32,291,448

Columbia Trust Focused Large Cap Growth Fund (a)
 
—

 
—

 
—

 
150,013,620

 
150,013,620

Subtotal Common/Collective Trusts
 
—

 
—

 
—

 
2,744,717,750

 
2,744,717,750

 
 
 
 
 
 
 
 
 
 
 
Self-Directed Brokerage Account (c)
 
76,611,659

 
—

 
—

 
15,109,777

 
91,721,436

Registered Investment Companies (b)
 
76,036,445

 
—

 
—

 
—

 
76,036,445

Cash Equivalents (a)
 
5,659,628

 
—

 
—

 
1,253,946

 
6,913,574

Accrued Items and Unsettled Trades (a)
 
4,343,118

 
(14,622,118
)
 
—

 
(1,029,950
)
 
(11,308,950
)
 
 
 
 
 
 
 
 
 
 
 
Total Assets Reflecting Investments at Fair Value
 
$
1,121,379,301

 
$
29,903,941

 
$
—

 
$
2,760,051,523

 
$
3,911,334,765


(a)
Amounts in “Other” column represent investments for which fair value is measured using net asset value per share.
(b)
The classification within the fair value hierarchy of Registered Investment Companies was changed in the current year. The change was due to a change in the assessment of the valuation methodology. Previously, such investments were reported at NAV.
(c)
The underlying investments in the self-directed brokerage account, previously classified as registered investment companies and cash equivalents within the leveling table are presented on a combined basis as a self-directed brokerage account.  In 2016, these investments are presented as Registered Investment Companies of $70,405,035 and Cash Equivalents of $18,222,478.

12


Plan Assets within the Fair Value Hierarchy as of December 31, 2016
 
 
 
 
 
 
 
 
 
 
 
 
 
Level 1
 
Level 2
 
Level 3
 
Other
 
Total
Equities
 
 
 
 
 
 
 
 
 
 
Corporate Stocks
 
$
635,410,822

 
$
—

 
$
—

 
$
—

 
$
635,410,822

AEP Stock
 
329,259,557

 
—

 
—

 
—

 
329,259,557

Subtotal Equities
 
964,670,379

 
—

 
—

 
—

 
964,670,379

 
 
 
 
 
 
 
 
 
 
 
Fixed Income
 
 
 
 
 
 
 
 
 
 
Government Bonds
 
—

 
20,789,868

 
—

 
—

 
20,789,868

Corporate Debt Securities
 
—

 
10,937,074

 
—

 
—

 
10,937,074

Mortgage Backed Securities
 
—

 
10,794,803

 
—

 
—

 
10,794,803

Subtotal Fixed Income
 
—

 
42,521,745

 
—

 
—

 
42,521,745

 
 
 
 
 
 
 
 
 
 
 
Common/Collective Trusts
 
 
 
 
 
 
 
 
 
 
JPMorgan Liquidity Fund (a)
 
—

 
—

 
—

 
12,947,585

 
12,947,585

Mellon Capital Small Cap Stock Index Fund (a)
 
—

 
—

 
—

 
181,257,716

 
181,257,716

Mellon Capital Mid Cap Stock Index Fund (a)
 
—

 
—

 
—

 
239,275,406

 
239,275,406

Mellon Capital Stock Index Fund (a)
 
—

 
—

 
—

 
744,575,161

 
744,575,161

Mellon Capital International Stock Index Fund (a)
 
—

 
—

 
—

 
463,841,234

 
463,841,234

Mellon Capital REIT Index Fund (a)
 
—

 
—

 
—

 
27,607,567

 
27,607,567

Mellon Capital Aggregate Bond Index Fund (a)
 
—

 
—

 
—

 
451,234,688

 
451,234,688

Mellon Capital Treasury Inflation-Protected Securities Fund (a)
 
—

 
—

 
—

 
19,303,861

 
19,303,861

JPMorgan Strategic Property Fund (a)
 
—

 
—

 
—

 
43,720,839

 
43,720,839

Mellon Capital Emerging Markets Stock Index Fund (a)
 
—

 
—

 
—

 
26,607,569

 
26,607,569

Subtotal Common/Collective Trusts
 
—

 
—

 
—

 
2,210,371,626

 
2,210,371,626

 
 
 
 
 
 
 
 
 
 
 
Registered Investment Companies (a)
 
—

 
—

 
—

 
146,398,474

 
146,398,474

Cash Equivalents (a)
 
—

 
38,478

 
—

 
21,981,151

 
22,019,629

Accrued Items and Unsettled Trades (a)
 
(956,071
)
 
(5,486,311
)
 
—

 
(2,091,521
)
 
(8,533,903
)
 
 
 
 
 
 
 
 
 
 
 
Total Assets Reflecting Investments at Fair Value
 
$
963,714,308

 
$
37,073,912

 
$
—

 
$
2,376,659,730

 
$
3,377,447,950

 
(a)
Amounts in “Other” column represent investments for which fair value is measured using net asset value per share.


13


The following tables set forth a summary of the Plan's investments with a reported Net Asset Value as of December 31, 2017 and 2016:
Fair Value Estimated Using Net Asset Value per Share as of December 31, 2017
 
 
 
 
 
 
 
Common/Collective Trusts
 
Fair Value
 
Redemption
Frequency
(If currently
eligible)
 
Redemption
Notice Period
JPMorgan Liquidity Fund
 
$
15,858,228

 
Daily
 
1 Day
Mellon Capital Small Cap Stock Index Fund
 
193,197,108

 
Daily
 
Trade Date + 1
Mellon Capital Mid Cap Stock Index Fund
 
292,675,208

 
Daily
 
Trade Date + 1
Mellon Capital Stock Index Fund
 
882,411,388

 
Daily
 
Trade Date + 1
Mellon Capital International Stock Index Fund
 
576,531,607

 
Daily
 
Trade Date + 1
Mellon Capital REIT Index Fund
 
31,222,230

 
Daily
 
Trade Date + 1
Mellon Capital Aggregate Bond Index Fund
 
498,581,554

 
Daily
 
Trade Date + 1
Mellon Capital Treasury Inflation-Protected Securities Fund
 
22,010,402

 
Daily
 
Trade Date + 1
JPMorgan Strategic Property Fund
 
49,924,957

 
Quarterly
 
45 Days
Mellon Capital Emerging Markets Stock Index Fund
 
32,291,448

 
Daily
 
Trade Date + 1
Columbia Trust Focused Large Cap Growth Fund
 
150,013,620

 
Daily
 
Trade Date + 1
Total Assets
 
$
2,744,717,750

 
 
 
 
Fair Value Estimated Using Net Asset Value per Share as of December 31, 2016
 
 
 
 
 
 
 
Common/Collective Trusts
 
Fair Value
 
Redemption
Frequency
(If currently
eligible)
 
Redemption
Notice Period
JPMorgan Liquidity Fund
 
$
12,947,585

 
Daily
 
1 Day
Mellon Capital Small Cap Stock Index Fund
 
181,257,716

 
Daily
 
Trade Date + 1
Mellon Capital Mid Cap Stock Index Fund
 
239,275,406

 
Daily
 
Trade Date + 1
Mellon Capital Stock Index Fund
 
744,575,161

 
Daily
 
Trade Date + 1
Mellon Capital International Stock Index Fund
 
463,841,234

 
Daily
 
Trade Date + 1
Mellon Capital REIT Index Fund
 
27,607,567

 
Daily
 
Trade Date + 1
Mellon Capital Aggregate Bond Index Fund
 
451,234,688

 
Daily
 
Trade Date + 1
Mellon Capital Treasury Inflation-Protected
    Securities Fund
 
19,303,861

 
Daily
 
Trade Date + 1
JPMorgan Strategic Property Fund
 
43,720,839

 
Quarterly
 
45 Days
Mellon Capital Emerging Markets Stock Index Fund
 
26,607,569

 
Daily
 
Trade Date + 1
Total Assets
 
$
2,210,371,626

 
 
 
 

It is the Plan’s policy to record transfers in and transfers out of each level at the end of each reporting period. There have been no transfers between Level 1, Level 2, and Level 3 during the years ended December 31, 2017 and 2016.

7. RISK AND UNCERTAINTIES

The Plan invests in various investment instruments, and investment securities are exposed to various risks, such as interest rate, credit and market volatility. Due to the level of risk associated with certain investment securities, it is reasonably possible that changes in the values of investment securities will occur in the near term and that such change could materially affect the amounts reported in the financial statements.


14


8. FEDERAL INCOME TAX

The IRS has issued a favorable determination letter dated December 8, 2017 with respect to the Plan. A favorable determination letter indicates that, in the opinion of the IRS, the terms of the Plan meets the requirements of Section 401(a) of the IRC, and thereby recognizes the exempt status of the Plan’s trust pursuant to Section 501(a) of the IRC.

The Plan has been amended subsequent to the issuance of that IRS determination letter. Plan management believes that the Plan is currently designed and operated in compliance with the applicable requirements of the IRC and that the Plan’s trust continues to be tax-exempt. Therefore, no provision for income taxes has been included in the Plan’s financial statements.

The Plan Administrator believes it is no longer subject to income tax examinations for years prior to 2014.

9. RECONCILIATION OF FINANCIAL STATEMENTS TO THE FORM 5500

The following tables are reconciliations of participant loans and net assets available for benefits per the financial statements to Form 5500.
 
 
January 1,
Participant Loans - Schedule H, Part I, Line 1c(8), Column (a)
 
2017
 
2016
Beginning Balance per Financial Statements
 
$
84,946,911

 
$
87,524,769

Less: Loans Deemed Distributed with No Post-Default Payments
 
(3,731,609
)
 
(2,532,695
)
Balance Reported on Form 5500
 
$
81,215,302

 
$
84,992,074

 
 
December 31,
Participant Loans - Schedule H, Part I, Line 1c(8), Column (b)
 
2017
 
2016
Ending Balance per Financial Statements
 
$
80,963,724

 
$
84,946,911

Less: Assets and Activity Related to Loans Deemed Distributed with No Post-Default Payments
 
(4,013,858
)
 
(3,731,609
)
Balance Reported on Form 5500
 
$
76,949,866

 
$
81,215,302

 
 
January 1,
Net Assets - Schedule H, Part I, Line 1l, Column (a)
 
2017
 
2016
Beginning Balance per Financial Statements
 
$
4,179,621,925

 
$
4,014,450,673

Less: Loans Deemed Distributed with No Post-Default Payments
 
(3,731,609
)
 
(2,532,695
)
Beginning Balance Reported on Form 5500
 
$
4,175,890,316

 
$
4,011,917,978

 
 
December 31,
Net Assets - Schedule H, Part I, Line 1l, Column (b)
 
2017
 
2016
Ending Balance per Financial Statements
 
$
4,668,151,507

 
$
4,179,621,925

Less: Assets and Activity Related to Loans Deemed Distributed with No Post-Default Payments
 
(4,013,858
)
 
(3,731,609
)
Balance Reported on Form 5500
 
$
4,664,137,649

 
$
4,175,890,316

 
 
December 31,
Increase in Net Assets - Schedule H, Part II, Line 2k
 
2017
 
2016
Per Financial Statements
 
$
488,529,582

 
$
212,373,520

Less: Loans Deemed Distributed
 
(282,249
)
 
(1,198,914
)
Reported on Form 5500
 
$
488,247,333

 
$
211,174,606


15



AMERICAN ELECTRIC POWER SYSTEM RETIREMENT SAVINGS PLAN
PLAN #002 EIN #13-4922641
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
DECEMBER 31, 2017
 
 
 
 
 Shares
Identity of Issuer, Borrower, Lessor or Similar Party
 
 Current Value
 
 
 
 
 
Money Market Fund
 
 
 
JPMorgan US Govt MMKT Fund Capital Shares - 3164
 
$
37,312,683

 
Total Money Market Fund
 
$
37,312,683

 
 
 
 
 
Guaranteed Investment Contracts
 
 
 
Metlife Separate Account No 694
 
$
71,581,886

 
Metlife Separate Account No 690
 
84,991,415

 
Total Guaranteed Investment Contracts
 
$
156,573,301

 
 
 
 
 
Corporate Debt Securities
 
 
 
AbbVie Inc, 1.8%, due 05/14/2018, par $290,000
 
$
290,540

 
Activision Blizzard Inc, 2.6%, due 06/15/2022, par $100,000
 
99,380

 
AIG Global Funding, 2.7%, due 12/15/2021, par $450,000
 
450,310

 
AIG Global Funding, 2.7%, due 12/15/2021, par $450,000
 
450,310

 
Air Liquide Finance SA, 1.75%, due 09/27/2021, par $270,000
 
263,073

 
Air Liquide Finance SA, 1.75%, due 09/27/2021, par $200,000
 
194,869

 
Alexandria Real Estate Equities Inc, 3.45%, due 04/30/2025, par $150,000
150,091

 
Ally Auto Receivables Trust 2014-3, 1.28%, due 06/17/2019, par $208,192
208,206

 
Amazon.com Inc, 2.8%, due 08/22/2024, par $86,000
 
86,601

 
American Express Credit Account Master Trust, 1.77%, due 11/15/2022, par $1,250,000
1,240,230

 
American Express Credit Corp, 2.25%, due 05/05/2021, par $175,000
174,232

 
American Express Credit Corp, 2.25%, due 08/15/2019, par $515,000
520,453

 
American Express Credit Corp, 2.25%, due 05/05/2021, par $215,000
214,056

 
American Express Credit Corp, 1.7%, due 10/30/2019, par $200,000
198,512

 
American Express Credit Corp, 1.875%, due 05/03/2019, par $270,000
269,731

 
American Honda Finance Corp, 2.6%, due 11/16/2022, par $215,000
215,831

 
American Honda Finance Corp, 1.6%, due 07/13/2018, par $385,000
387,501

 
American Honda Finance Corp, 1.7%, due 02/22/2019, par $210,000
210,416

 
American Honda Finance Corp, 1.95%, due 07/20/2020, par $130,000
130,110

 
American Honda Finance Corp, 2%, due 11/13/2019, par $510,000
509,529

 
AmeriCredit Auto Rec Trust, 1.81%, due 10/08/2020, par $729,327
729,917

 
AmeriCredit Automobile Receivables Trust 2017-2, 1.65%, due 09/18/2020, par $2,064,533
2,062,609

 
AmeriCredit Automobile Receivables Trust 2017-3, 1.69%, due 12/18/2020, par $1,495,000
1,493,833

 
Amphenol Corp, 2.2%, due 04/01/2020, par $585,000
 
585,326

 
Anglo American Capital PLC, 3.625%, due 09/11/2024, par $200,000
201,257

 
Anheuser-Busch InBev Finance Inc, 3.3%, due 02/01/2023, par $700,000
725,930

 
Apple Inc, 2.25%, due 02/23/2021, par $170,000
 
171,161

 
Apple Inc, 2.5%, due 02/09/2022, par $505,000
 
510,426

 
Apple Inc, 2.85%, due 05/11/2024, par $200,000
 
201,688

 
Apple Inc, 2.4%, due 01/13/2023, par $570,000
 
566,927

 
ARI Fleet Lease Trust 2017-A, 1.91%, due 04/15/2026, par $780,000
778,924

 
AT&T Inc, 3%, due 06/30/2022, par $380,000
 
380,707

 
AT&T Inc, 2.8%, due 02/17/2021, par $290,000
 
294,306

 
AT&T Inc, 3.2%, due 03/01/2022, par $175,000
 
178,755

 
AT&T Inc, 3.9%, due 08/14/2027, par $480,000
 
490,695

 
AT&T Inc, 2.8%, due 02/17/2021, par $290,000
 
294,306

 
AT&T Inc, 3.2%, due 03/01/2022, par $175,000
 
178,755

 
AT&T Inc, 2.85%, due 02/14/2023, par $1,190,000
 
1,208,284

 
Atmos Energy Corp, 3%, due 06/15/2027, par $70,000
 
69,743

 
AvalonBay Communities Inc, 3.625%, due 10/01/2020, par $412,000
427,851

 
AvalonBay Communities Inc, 4.2%, due 12/15/2023, par $480,000
511,748

 
AvalonBay Communities Inc, 3.625%, due 10/01/2020, par $413,000
428,890

 
BAE Systems PLC, 4.75%, due 10/11/2021, par $335,000
 
360,720

 
BAE Systems PLC, 4.75%, due 10/11/2021, par $210,000
 
226,123

 
Baker Hughes a GE Co LLC, 2.773%, due 12/15/2022, par $125,000
125,036

 
Bank of America Corp, 3.3%, due 01/11/2023, par $450,000
 
467,363

 
Bank of America Corp, 2.625%, due 04/19/2021, par $435,000
 
439,503

 
Bank of America Corp, 3.124%, due 01/20/2023, par $255,000
 
262,235

 
Bank of America Corp, 3.705%, due 04/24/2028, par $410,000
 
423,649

 
Bank of America Corp, 2.625%, due 04/19/2021, par $435,000
 
439,503

 
Bank of America Corp, 3.124%, due 01/20/2023, par $255,000
 
262,235


16


 
Bank of America Corp, 2.36476%, due 04/24/2023, par $970,000
989,995

 
Bank of America NA, 2.05%, due 12/07/2018, par $400,000
 
400,432

 
Bank of Montreal, 2.5%, due 01/11/2022, par $325,000
 
328,386

 
Bank of Montreal, 1.75%, due 06/15/2021, par $925,000
 
903,199

 
Bank of New York Mellon Corp/The, 2.2%, due 03/04/2019, par $1,000,000
1,009,981

 
Bank of Nova Scotia/The, 1.875%, due 04/26/2021, par $375,000
368,971

 
Bank of Nova Scotia/The, 2.125%, due 09/11/2019, par $1,400,000
1,407,582

 
Bayer US Finance LLC, 2.375%, due 10/08/2019, par $425,000
427,563

 
Bayer US Finance LLC, 2.375%, due 10/08/2019, par $425,000
427,563

 
BB&T Corp, 2.85%, due 10/26/2024, par $120,000
 
119,744

 
Becton Dickinson and Co, 2.675%, due 12/15/2019, par $305,000
306,465

 
Becton Dickinson and Co, 2.675%, due 12/15/2019, par $305,000
306,465

 
BMW US Capital LLC, 1.85%, due 09/15/2021, par $450,000
 
441,501

 
BMW US Capital LLC, 1.5%, due 04/11/2019, par $380,000
 
378,642

 
BMW Vehicle Lease Trust 2017-2, 1.8%, due 02/20/2020, par $405,000
404,373

 
Boston Properties LP, 4.125%, due 05/15/2021, par $460,000
 
483,196

 
Boston Properties LP, 3.125%, due 09/01/2023, par $300,000
 
305,487

 
Boston Properties LP, 4.125%, due 05/15/2021, par $460,000
 
483,196

 
BP Capital Markets PLC, 3.224%, due 04/14/2024, par $430,000
443,557

 
BP Capital Markets PLC, 2.52%, due 09/19/2022, par $45,000
 
45,098

 
BP Capital Markets PLC, 1.375%, due 05/10/2018, par $1,400,000
1,400,589

 
Branch Banking & Trust Co, 2.3%, due 10/15/2018, par $400,000
402,682

 
Branch Banking & Trust Co, 2.625%, due 01/15/2022, par $400,000
405,597

 
Branch Banking & Trust Co, 2.25%, due 06/01/2020, par $800,000
799,817

 
Canadian National Railway Co, 5.55%, due 05/15/2018, par $200,000
204,128

 
Canadian Natural Resources Ltd, 2.95%, due 01/15/2023, par $80,000
81,025

 
Canadian Pacific Railway Co, 6.5%, due 05/15/2018, par $659,000
675,267

 
Capital Auto Rec Trust, 1.73%, due 09/20/2019, par $854,063
 
854,497

 
Capital One Exec Tr, 1.34%, due 04/15/2022, par $1,000,000
 
990,427

 
Capital One Financial Corp, 3.3%, due 10/30/2024, par $280,000
280,096

 
Capital One Multi-Asset Execution Trust, 1.99%, due 07/17/2023, par $720,000
716,086

 
Capital One NA/Mclean VA, 2.35%, due 08/17/2018, par $450,000
454,639

 
Capital One NA/Mclean VA, 1.85%, due 09/13/2019, par $370,000
368,486

 
Capital One NA/Mclean VA, 2.35%, due 08/17/2018, par $600,000
606,185

 
Capital One NA/Mclean VA, 2.21703%, due 08/08/2022, par $900,000
902,357

 
Cardinal Health Inc, 2.616%, due 06/15/2022, par $380,000
 
374,091

 
Cardinal Health Inc, 1.948%, due 06/14/2019, par $360,000
 
358,118

 
CarMax Auto Owner Trust 2015-1, 1.38%, due 11/15/2019, par $490,234
489,852

 
Carmax Auto Owner Trust 2016-3, 1.39%, due 05/17/2021, par $2,100,000
2,083,399

 
CarMax Auto Owner Trust 2017-2, 1.93%, due 03/15/2022, par $1,500,000
1,493,059

 
CarMax Auto Owner Trust 2017-3, 1.64%, due 09/15/2020, par $1,430,000
1,428,055

 
Caterpillar Financial Services Corp, 2%, due 03/05/2020, par $191,000
191,330

 
Caterpillar Financial Services Corp, 2.25%, due 12/01/2019, par $215,000
215,741

 
Caterpillar Financial Services Corp, 2%, due 03/05/2020, par $455,000
455,786

 
Caterpillar Financial Services Corp, 1.85%, due 09/04/2020, par $120,000
119,302

 
CenterPoint Energy Houston Electric LLC, 2.25%, due 08/01/2022, par $535,000
532,288

 
Chase Issuance Trust, 1.62%, due 07/15/2020, par $790,000
 
789,937

 
Chevron Corp, 2.419%, due 11/17/2020, par $370,000
 
373,330

 
Chevron Corp, 2.1%, due 05/16/2021, par $240,000
 
238,665

 
Chevron Corp, 1.365%, due 03/02/2018, par $300,000
 
301,153

 
Chevron Corp, 2.419%, due 11/17/2020, par $370,000
 
373,330

 
Chubb INA Holdings Inc, 2.3%, due 11/03/2020, par $155,000
 
155,328

 
Chubb INA Holdings Inc, 2.3%, due 11/03/2020, par $155,000
 
155,328

 
Cisco Systems Inc, 2.45%, due 06/15/2020, par $630,000
 
634,807

 
Citibank NA, 2.1%, due 06/12/2020, par $730,000
 
726,035

 
Citigroup Inc, 3.875%, due 10/25/2023, par $420,000
 
441,604

 
Citigroup Inc, 2.65%, due 10/26/2020, par $415,000
 
418,375

 
Citigroup Inc, 2.7%, due 03/30/2021, par $205,000
 
207,022

 
Citigroup Inc, 2.35%, due 08/02/2021, par $420,000
 
419,507

 
Citigroup Inc, 2.75%, due 04/25/2022, par $220,000
 
220,664

 
Citigroup Inc, 2.5%, due 07/29/2019, par $600,000
 
608,175

 
Citigroup Inc, 2.65%, due 10/26/2020, par $415,000
 
418,375

 
Citigroup Inc, 2.7%, due 03/30/2021, par $205,000
 
207,022

 
Citigroup Inc, 2.32742%, due 04/25/2022, par $420,000
 
426,201

 
Citizens Bank NA/Providence RI, 2.55%, due 05/13/2021, par $250,000
249,925

 
Citizens Bank NA/Providence RI, 2.65%, due 05/26/2022, par $250,000
248,358

 
Citizens Bank NA/Providence RI, 2.3%, due 12/03/2018, par $300,000
300,742

 
Citizens Bank NA/Providence RI, 2.2%, due 05/26/2020, par $250,000
248,790

 
CNH Equipment Trust 2015-B, 1.37%, due 07/15/2020, par $264,684
264,402

 
CNH Equipment Trust 2015-B, 1.37%, due 07/15/2020, par $794,051
793,206


17


 
CNH Equipment Trust 2017-B, 1.86%, due 09/15/2022, par $1,490,000
1,479,751

 
Comcast Corp, 3%, due 02/01/2024, par $600,000
 
611,471

 
Commonwealth Edison Co, 4%, due 08/01/2020, par $680,000
 
716,723

 
Commonwealth Edison Co, 4%, due 08/01/2020, par $681,000
 
717,777

 
ConocoPhillips Co, 2.875%, due 11/15/2021, par $320,000
 
324,895

 
ConocoPhillips Co, 2.2%, due 05/15/2020, par $225,000
 
225,127

 
ConocoPhillips Co, 4.2%, due 03/15/2021, par $132,000
 
140,439

 
ConocoPhillips Co, 2.2%, due 05/15/2020, par $225,000
 
225,127

 
ConocoPhillips Co, 4.2%, due 03/15/2021, par $132,000
 
140,439

 
Consumers Energy Co, 2.85%, due 05/15/2022, par $280,000
 
283,776

 
Consumers Energy Co, 3.375%, due 08/15/2023, par $300,000
 
311,913

 
Cooperatieve Rabobank UA/NY, 2.18028%, due 01/10/2022, par $270,000
275,233

 
Core Industrial Trust 2015-TEXW, 3.077%, due 02/10/2034, par $1,000,000
1,018,663

 
Core Industrial Trust 2015-TEXW, 3.077%, due 02/10/2034, par $1,100,000
1,120,529

 
Covidien International Finance SA, 4.2%, due 06/15/2020, par $481,000
503,632

 
Credit Suisse AG/New York NY, 1.75%, due 01/29/2018, par $295,000
297,182

 
Credit Suisse AG/New York NY, 1.75%, due 01/29/2018, par $295,000
297,182

 
Credit Suisse Group AG, 3.574%, due 01/09/2023, par $320,000
330,812

 
Credit Suisse Group AG, 2.997%, due 12/14/2023, par $250,000
247,418

 
Credit Suisse Group AG, 2.77352%, due 12/14/2023, par $625,000
631,789

 
CVS Health Corp, 2.8%, due 07/20/2020, par $500,000
 
508,344

 
CVS Health Corp, 2.8%, due 07/20/2020, par $500,000
 
508,344

 
Daimler Finance North America LLC, 2.45%, due 05/18/2020, par $500,000
501,086

 
Daimler Finance North America LLC, 2%, due 07/06/2021, par $130,000
128,440

 
Daimler Finance North America LLC, 2.45%, due 05/18/2020, par $500,000
501,086

 
Daimler Finance North America LLC, 2%, due 07/06/2021, par $100,000
98,800

 
Daimler Finance North America LLC, 2.2%, due 05/05/2020, par $180,000
179,594

 
Daimler Finance North America LLC, 2.3%, due 02/12/2021, par $200,000
198,905

 
Danone SA, 1.691%, due 10/30/2019, par $1,090,000
 
1,080,016

 
DBUBS 2011-LC2 Mortgage Trust, 4.537%, due 07/10/2044, par $1,000,000
1,056,964

 
Dell Equipment Finance Trust 2017-1, 1.86%, due 06/24/2019, par $1,755,000
1,755,168

 
Dell Equipment Finance Trust 2017-2, 2.19%, due 10/24/2022, par $120,000
119,663

 
Duke Energy Carolinas LLC, 2.5%, due 03/15/2023, par $420,000
419,339

 
Duke Energy Florida LLC, 4.55%, due 04/01/2020, par $650,000
689,379

 
Duke Energy Florida LLC, 4.55%, due 04/01/2020, par $650,000
689,379

 
Duke Energy Progress LLC, 1.70263%, due 09/08/2020, par $150,000
150,199

 
Duke Realty LP, 3.875%, due 10/15/2022, par $410,000
 
429,929

 
Ecolab Inc, 2.25%, due 01/12/2020, par $415,000
 
419,170

 
Ecolab Inc, 3.25%, due 01/14/2023, par $560,000
 
581,019

 
Ecolab Inc, 2.25%, due 01/12/2020, par $415,000
 
419,170

 
EdLinc Student Loan Funding Trust 2012-1, 2.55213%, due 09/25/2030, par $485,082
488,268

 
Edsouth Indenture No 2 LLC, 2.70213%, due 09/25/2040, par $367,788
370,526

 
Edsouth Indenture No 2 LLC, 2.70213%, due 09/25/2040, par $367,788
370,526

 
Edu Fund of South, 2.01742%, due 04/25/2035, par $1,148,940
 
1,153,321

 
Education Loan ABS Tr, 2.35213%, due 06/25/2026, par $209,658
209,866

 
Education Loan ABS Tr, 2.35213%, due 06/25/2026, par $209,658
209,866

 
EI du Pont de Nemours & Co, 1.90678%, due 05/01/2020, par $270,000
272,568

 
EMC Corp, 1.875%, due 06/01/2018, par $655,000
 
652,909

 
EMD Finance LLC (Merck KGaA), 2.4%, due 03/19/2020, par $405,000
406,867

 
EMD Finance LLC (Merck KGaA), 1.7%, due 03/19/2018, par $391,000
392,793

 
EMD Finance LLC (Merck KGaA), 2.4%, due 03/19/2020, par $405,000
406,867

 
Entergy Arkansas Inc, 3.05%, due 06/01/2023, par $700,000
 
704,353

 
Entergy Arkansas Inc, 3.75%, due 02/15/2021, par $400,000
 
420,157

 
Enterprise Fleet Fin, 1.83%, due 09/20/2021, par $530,131
 
530,141

 
Enterprise Fleet Fin, 1.3%, due 09/20/2020, par $58,918
 
58,925

 
Enterprise Fleet Fin, 1.83%, due 09/20/2021, par $530,131
 
530,141

 
Enterprise Fleet Financing LLC, 1.97%, due 01/20/2023, par $660,000
659,073

 
Enterprise Products Operating LLC, 2.85%, due 04/15/2021, par $220,000
223,159

 
Enterprise Products Operating LLC, 1.65%, due 05/07/2018, par $300,000
300,342

 
Enterprise Products Operating LLC, 2.85%, due 04/15/2021, par $220,000
223,159

 
EQT Corp, 8.125%, due 06/01/2019, par $500,000
 
541,868

 
ERP Operating LP, 4.75%, due 07/15/2020, par $535,000
 
565,073

 
ERP Operating LP, 4.75%, due 07/15/2020, par $535,000
 
565,073

 
Exxon Mobil Corp, 2.726%, due 03/01/2023, par $430,000
 
436,952

 
FedEx Corp, 2.3%, due 02/01/2020, par $180,000
 
181,704

 
FedEx Corp, 2.3%, due 02/01/2020, par $180,000
 
181,704

 
Fifth Third Auto Trust 2017-1, 1.8%, due 02/15/2022, par $1,440,000
1,430,729

 
Fifth Third Bank/Cincinnati OH, 1.625%, due 09/27/2019, par $570,000
565,838

 
Fiserv Inc, 2.7%, due 06/01/2020, par $200,000
 
201,699

 
Ford Credit Auto Owner Tr, 2.03%, due 12/15/2027, par $1,400,000
1,381,042


18


 
Ford Credit Auto Owner Tr, 1.28%, due 09/15/2019, par $462,520
462,307

 
Ford Credit Auto Owner Tr, 1.16%, due 11/15/2019, par $601,014
600,132

 
Ford Credit Auto Owner Tr, 2.31%, due 08/15/2027, par $840,000
838,078

 
Ford Credit Auto Owner Trust 2017-B, 1.49%, due 05/15/2020, par $1,450,000
1,448,714

 
Ford Motor Credit Co LLC, 2.425%, due 06/12/2020, par $200,000
199,071

 
Fortive Corp, 2.35%, due 06/15/2021, par $440,000
 
436,610

 
Fortive Corp, 1.8%, due 06/15/2019, par $652,000
 
647,815

 
GE Cap Intl Funding, 2.342%, due 11/15/2020, par $220,000
 
219,644

 
General Electric Co, 5.5%, due 01/08/2020, par $440,000
 
478,813

 
General Electric Co, 2.2%, due 01/09/2020, par $43,000
 
43,408

 
General Mills Inc, 2.6%, due 10/12/2022, par $170,000
 
169,683

 
General Mills Inc, 2.2%, due 10/21/2019, par $520,000
 
522,093

 
Georgia-Pacific LLC, 3.163%, due 11/15/2021, par $275,000
 
281,016

 
Georgia-Pacific LLC, 2.539%, due 11/15/2019, par $606,000
 
610,152

 
Gilead Sciences Inc, 1.95%, due 03/01/2022, par $200,000
 
196,454

 
Gilead Sciences Inc, 1.95%, due 03/01/2022, par $200,000
 
196,454

 
Gilead Sciences Inc, 1.85%, due 09/20/2019, par $230,000
 
230,226

 
GM Fin Auto Lease Tr 2017-3, 1.72%, due 01/21/2020, par $1,400,000
1,396,317

 
GM Fin Consumer Auto Recv Tr 2017-2, 1.86%, due 12/16/2021, par $725,000
720,602

 
GM Fin Consumer Auto Recv Tr 2017-3A, 1.97%, due 05/16/2022, par $900,000
895,372

 
Goldman Sachs Group Inc/The, 2.6%, due 04/23/2020, par $250,000
251,568

 
Goldman Sachs Group Inc/The, 2.75%, due 09/15/2020, par $270,000
273,535

 
Goldman Sachs Group Inc/The, 2.875%, due 02/25/2021, par $280,000
284,888

 
Goldman Sachs Group Inc/The, 2.625%, due 04/25/2021, par $420,000
421,729

 
Goldman Sachs Group Inc/The, 3%, due 04/26/2022, par $305,000
307,848

 
Goldman Sachs Group Inc/The, 2.625%, due 01/31/2019, par $600,000
609,198

 
Goldman Sachs Group Inc/The, 2.6%, due 04/23/2020, par $250,000
251,568

 
Goldman Sachs Group Inc/The, 2.75%, due 09/15/2020, par $270,000
273,535

 
Goldman Sachs Group Inc/The, 2.875%, due 02/25/2021, par $280,000
284,888

 
Goldman Sachs Group Inc/The, 2.625%, due 04/25/2021, par $420,000
421,729

 
Goldman Sachs Group Inc/The, 2.36476%, due 07/24/2023, par $300,000
303,936

 
Guardian Life Global Funding, 2%, due 04/26/2021, par $415,000
408,026

 
Guardian Life Global Funding, 2%, due 04/26/2021, par $415,000
408,026

 
Healthcare Trust of America Holdings LP, 2.95%, due 07/01/2022, par $110,000
111,540

 
Hewlett Packard Enterprise Co, 2.1%, due 10/04/2019, par $130,000
129,876

 
Honda Auto Receivables 2017-2 Owner Trust, 1.46%, due 10/15/2019, par $1,441,890
1,439,697

 
Honda Auto Recv Tr, 1.05%, due 10/15/2018, par $104,026
 
104,035

 
Honda Auto Recv Tr 2017-3, 1.79%, due 09/20/2021, par $720,000
715,068

 
Honeywell International Inc, 1.85%, due 11/01/2021, par $180,000
177,287

 
Honeywell International Inc, 1.85%, due 11/01/2021, par $690,000
679,602

 
HSBC Holdings PLC, 4%, due 03/30/2022, par $420,000
 
442,965

 
HSBC Holdings PLC, 3.033%, due 11/22/2023, par $200,000
 
201,060

 
HSBC USA Inc, 2.375%, due 11/13/2019, par $1,330,000
 
1,335,754

 
Hyundai Auto Receivables Trust 2015-B, 1.12%, due 11/15/2019, par $624,580
623,260

 
Hyundai Auto Receivables Trust 2017-B, 1.57%, due 08/17/2020, par $1,440,000
1,436,852

 
Hyundai Capital America, 2%, due 03/19/2018, par $310,000
 
311,659

 
IBM Credit LLC, 1.8%, due 01/20/2021, par $440,000
 
435,639

 
John Deere Capital Corp, 1.6%, due 07/13/2018, par $320,000
 
321,998

 
John Deere Capital Corp, 2.55%, due 01/08/2021, par $115,000
 
116,853

 
John Deere Capital Corp, 2.15%, due 09/08/2022, par $315,000
 
310,415

 
John Deere Capital Corp, 1.6%, due 07/13/2018, par $320,000
 
321,998

 
John Deere Capital Corp, 2.55%, due 01/08/2021, par $115,000
 
116,853

 
John Deere Capital Corp, 1.95%, due 06/22/2020, par $90,000
 
89,406

 
John Deere Owner Trust 2016-B, 1.25%, due 06/15/2020, par $2,100,000
2,088,134

 
John Deere Owner Trust 2017-B, 1.59%, due 04/15/2020, par $1,170,000
1,167,922

 
JPMorgan Chase & Co, 2.25%, due 01/23/2020, par $310,000
 
312,854

 
JPMorgan Chase & Co, 2.55%, due 10/29/2020, par $240,000
 
241,760

 
JPMorgan Chase & Co, 2.55%, due 03/01/2021, par $315,000
 
317,844

 
JPMorgan Chase & Co, 2.7%, due 05/18/2023, par $450,000
 
448,501

 
JPMorgan Chase & Co, 2.2%, due 10/22/2019, par $600,000
 
601,963

 
JPMorgan Chase & Co, 2.25%, due 01/23/2020, par $310,000
 
312,854

 
JPMorgan Chase & Co, 2.55%, due 10/29/2020, par $240,000
 
241,760

 
JPMorgan Chase & Co, 2.55%, due 03/01/2021, par $315,000
 
317,844

 
Kentucky Higher Ed Std Ln Co, 1.861%, due 06/01/2026, par $397,011
396,730

 
Kentucky Higher Ed Std Ln Co, 1.861%, due 06/01/2026, par $436,712
436,403

 
KeyBank NA/Cleveland OH, 2.25%, due 03/16/2020, par $275,000
275,998

 
KeyBank NA/Cleveland OH, 2.5%, due 12/15/2019, par $250,000
251,015

 
KeyBank NA/Cleveland OH, 2.25%, due 03/16/2020, par $275,000
275,998

 
KeyBank NA/Cleveland OH, 2.35%, due 03/08/2019, par $250,000
252,303

 
Kimco Realty Corp, 3.4%, due 11/01/2022, par $600,000
 
615,283


19


 
Kubota Credit Owner Trust 2017-1, 1.66%, due 05/15/2020, par $1,800,000
1,795,717

 
Liberty Property LP, 3.375%, due 06/15/2023, par $830,000
 
842,275

 
Lockheed Martin Corp, 2.5%, due 11/23/2020, par $350,000
 
353,159

 
Lockheed Martin Corp, 2.5%, due 11/23/2020, par $580,000
 
585,236

 
Magellan Midstream Partners LP, 5%, due 03/01/2026, par $450,000
507,361

 
Magellan Midstream Partners LP, 6.55%, due 07/15/2019, par $590,000
642,772

 
Manufacturers & Traders Trust Co, 2.25%, due 07/25/2019, par $285,000
288,053

 
Manufacturers & Traders Trust Co, 2.1%, due 02/06/2020, par $255,000
256,315

 
Manufacturers & Traders Trust Co, 2.5%, due 05/18/2022, par $300,000
299,605

 
Manufacturers & Traders Trust Co, 2.25%, due 07/25/2019, par $285,000
288,053

 
Manufacturers & Traders Trust Co, 2.1%, due 02/06/2020, par $250,000
251,289

 
Manufacturers & Traders Trust Co, 2.04567%, due 05/18/2022, par $320,000
322,306

 
Marathon Oil Corp, 2.7%, due 06/01/2020, par $660,000
 
661,577

 
Marathon Oil Corp, 2.7%, due 06/01/2020, par $660,000
 
661,577

 
Marathon Petroleum Corp, 3.4%, due 12/15/2020, par $420,000
429,789

 
Marathon Petroleum Corp, 2.7%, due 12/14/2018, par $200,000
200,958

 
Marathon Petroleum Corp, 3.4%, due 12/15/2020, par $550,000
562,818

 
Marsh & McLennan Cos Inc, 2.75%, due 01/30/2022, par $230,000
233,116

 
Marsh & McLennan Cos Inc, 2.75%, due 01/30/2022, par $230,000
233,116

 
MassMutual Global Funding II, 2.1%, due 08/02/2018, par $500,000
504,999

 
MassMutual Global Funding II, 2.1%, due 08/02/2018, par $500,000
504,999

 
MassMutual Global Funding II, 1.55%, due 10/11/2019, par $500,000
495,743

 
MAXIM INTEGRATED PRODUCT, 3.45%, due 06/15/2027, par $90,000
90,568

 
McCormick & Co Inc/MD, 3.15%, due 08/15/2024, par $230,000
234,036

 
McCormick & Co Inc/MD, 2.7%, due 08/15/2022, par $290,000
292,825

 
McDonald's Corp, 2.1%, due 12/07/2018, par $130,000
 
130,315

 
Medtronic Inc, 2.5%, due 03/15/2020, par $280,000
 
283,718

 
Mercedes-Benz Auto Lease Trust 2017-A, 1.53%, due 08/15/2019, par $1,361,239
1,359,958

 
Merck & Co Inc, 3.875%, due 01/15/2021, par $135,000
 
143,384

 
Metropolitan Life Global Funding I, 2.05%, due 06/12/2020, par $530,000
526,727

 
Micron Semiconductor Asia Pte Ltd, 1.258%, due 01/15/2019, par $725,400
726,012

 
MidAmerican Energy Co, 2.4%, due 03/15/2019, par $530,000
 
535,846

 
Missouri Higher Ed Ln Auth, %, due 05/25/2032, par $482,630
 
480,068

 
Missouri Higher Ed Ln Auth, %, due 08/26/2030, par $1,264,509
1,271,512

 
Missouri Higher Ed Ln Auth, %, due 05/25/2032, par $482,630
 
480,068

 
Mitsubishi UFJ Financial Group Inc, 2.665%, due 07/25/2022, par $190,000
190,400

 
MMAF Equipment Finance LLC 2015-A, 1.39%, due 10/16/2019, par $377,825
377,697

 
MMAF Equipment Finance LLC 2017-A, 2.41%, due 08/16/2024, par $1,100,000
1,092,004

 
MMAF Equipment Finance LLC 2017-A, 2.04%, due 02/16/2022, par $1,755,000
1,747,429

 
MMAF Equipment Finance LLC 2017-B, 2.41%, due 11/15/2024, par $1,090,000
1,084,804

 
Monongahela Power Co, 4.1%, due 04/15/2024, par $430,000
 
459,524

 
Morgan Stanley, 3.7%, due 10/23/2024, par $430,000
 
447,336

 
Morgan Stanley, 2.65%, due 01/27/2020, par $405,000
 
411,420

 
Morgan Stanley, 2.54261%, due 01/20/2022, par $405,000
 
413,788

 
Morgan Stanley, 2.65%, due 01/27/2020, par $610,000
 
619,669

 
Morgan Stanley, 2.8%, due 06/16/2020, par $350,000
 
353,566

 
Morgan Stanley, 2.54261%, due 01/20/2022, par $405,000
 
413,788

 
Morgan Stanley, 2.2925%, due 07/22/2022, par $450,000
 
455,620

 
Morgan Stanley Capital I Trust 2011-C3, 4.118%, due 07/15/2049, par $950,000
997,813

 
Morgan Stanley Capital I Trust 2011-C3, 4.118%, due 07/15/2049, par $950,000
997,813

 
Navient Student Loan Trust 2015-2, 1.97213%, due 08/27/2029, par $950,587
952,778

 
Navient Student Loan Trust 2015-2, 1.97213%, due 08/27/2029, par $950,587
952,778

 
Navient Student Loan Trust 2016-6, 2.30213%, due 03/25/2066, par $600,000
606,611

 
Navient Student Loan Trust 2016-6, 2.30213%, due 03/25/2066, par $600,000
606,611

 
Nevada Power Co, 6.5%, due 05/15/2018, par $697,000
 
714,756

 
New Hamp Higher Ed Ln Co, %, due 10/25/2028, par $293,236
293,160

 
New Hamp Higher Ed Ln Co, %, due 10/25/2028, par $293,236
293,160

 
New York Life Global Funding, 1.95%, due 02/11/2020, par $375,000
375,410

 
New York Life Global Funding, 2%, due 04/13/2021, par $240,000
237,895

 
New York Life Global Funding, 1.95%, due 02/11/2020, par $375,000
375,410

 
New York Life Global Funding, 2%, due 04/13/2021, par $240,000
237,895

 
New York Life Global Funding, 2.05606%, due 06/10/2022, par $270,000
271,613

 
Nissan Auto Lease Trust 2017-A, 1.64%, due 09/16/2019, par $955,000
953,287

 
Nissan Auto Lease Trust 2017-B, 1.83%, due 12/16/2019, par $950,000
948,488

 
Norfolk Southern Corp, 3%, due 04/01/2022, par $540,000
 
550,831

 
Norfolk Southern Corp, 5.9%, due 06/15/2019, par $350,000
 
368,865

 
Northrop Grumman Corp, 2.93%, due 01/15/2025, par $270,000
270,110

 
Northrop Grumman Corp, 5.05%, due 08/01/2019, par $150,000
159,894

 
Northrop Grumman Corp, 2.08%, due 10/15/2020, par $80,000
 
79,709

 
Occidental Petroleum Corp, 2.6%, due 04/15/2022, par $480,000
483,668


20


 
Occidental Petroleum Corp, 2.6%, due 04/15/2022, par $480,000
483,668

 
Ohio Phase In Recov Fund, 2.049%, due 07/01/2020, par $833,013
841,496

 
Ohio Phase In Recov Fund, 2.049%, due 07/01/2020, par $833,013
841,496

 
Oracle Corp, 2.95%, due 11/15/2024, par $400,000
 
404,571

 
Oracle Corp, 2.625%, due 02/15/2023, par $260,000
 
261,563

 
Orange SA, 1.625%, due 11/03/2019, par $780,000
 
772,326

 
Overseas Private Investment Corp, 0%, due 02/11/2019, par $730,000
732,875

 
Packaging Corp of America, 2.45%, due 12/15/2020, par $225,000
225,591

 
PNC Bank NA, 2.3%, due 06/01/2020, par $290,000
 
290,270

 
PNC Bank NA, 2.45%, due 11/05/2020, par $250,000
 
251,327

 
PNC Bank NA, 2.3%, due 06/01/2020, par $290,000
 
290,270

 
PNC Bank NA, 2%, due 05/19/2020, par $860,000
 
855,002

 
PNC Bank NA, 1.87446%, due 07/27/2022, par $270,000
 
271,612

 
PPL Electric Utilities Corp, 3%, due 09/15/2021, par $500,000
 
512,962

 
PPL Electric Utilities Corp, 3%, due 09/15/2021, par $500,000
 
512,962

 
Public Service Co of Colorado, 3.2%, due 11/15/2020, par $410,000
420,369

 
Public Service Co of New Hampshire, 3.5%, due 11/01/2023, par $410,000
425,266

 
Public Service Co of New Hampshire, 6%, due 05/01/2018, par $410,000
419,338

 
Public Service Electric & Gas Co, 2%, due 08/15/2019, par $700,000
703,472

 
Realty Income Corp, 3.25%, due 10/15/2022, par $460,000
 
470,569

 
Reckitt Benckiser Treasury Services PLC, 2.125%, due 09/21/2018, par $450,000
453,056

 
Reckitt Benckiser Treasury Services PLC, 2.375%, due 06/24/2022, par $260,000
255,021

 
Reckitt Benckiser Treasury Services PLC, 2.125%, due 09/21/2018, par $450,000
453,056

 
Roche Holdings Inc, 1.75%, due 01/28/2022, par $585,000
 
573,036

 
Roche Holdings Inc, 2.25%, due 09/30/2019, par $500,000
 
503,753

 
Rogers Communications Inc, 3.625%, due 12/15/2025, par $440,000
450,110

 
Royal Bank of Canada, 1.875%, due 02/05/2020, par $812,000
 
811,441

 
Royal Bank of Canada, 2.3%, due 03/22/2021, par $225,000
 
225,089

 
Royal Bank of Canada, 2.2%, due 09/23/2019, par $300,000
 
301,632

 
Royal Bank of Canada, 1.875%, due 02/05/2020, par $813,000
 
812,441

 
Royal Bank of Canada, 2.1%, due 10/14/2020, par $405,000
 
403,900

 
Royal Bank of Canada, 2.3%, due 03/22/2021, par $225,000
 
225,089

 
SBA Small Business Investment Cos, 3.644%, due 09/10/2023, par $560,946
581,309

 
SBA Small Business Investment Cos, 3.191%, due 03/10/2024, par $1,317,761
1,356,880

 
SBA Small Business Investment Cos, 2.517%, due 03/10/2025, par $941,084
951,129

 
SBA Small Business Investment Cos, 2.829%, due 09/10/2025, par $1,835,368
1,868,001

 
SBA Small Business Investment Cos, 2.507%, due 03/10/2026, par $8,165,475
8,248,221

 
SBA Small Business Investment Cos, 2.518%, due 09/10/2027, par $740,000
745,838

 
SBA Small Business Investment Cos, 3.644%, due 09/10/2023, par $570,453
591,161

 
SBA Small Business Investment Cos, 3.191%, due 03/10/2024, par $1,317,761
1,356,880

 
Schlumberger Finance Canada Ltd, 2.65%, due 11/20/2022, par $170,000
169,730

 
Schlumberger Finance Canada Ltd, 2.2%, due 11/20/2020, par $145,000
144,516

 
Shell International Finance BV, 2.25%, due 11/10/2020, par $500,000
501,459

 
Shell International Finance BV, 1.875%, due 05/10/2021, par $555,000
548,312

 
Shell International Finance BV, 2.25%, due 11/10/2020, par $500,000
501,459

 
Shell International Finance BV, 1.875%, due 05/10/2021, par $555,000
548,312

 
Sherwin-Williams Co/The, 3.125%, due 06/01/2024, par $110,000
110,893

 
Sherwin-Williams Co/The, 2.75%, due 06/01/2022, par $510,000
509,189

 
Siemens Financieringsmaatschappij NV, 2.15%, due 05/27/2020, par $490,000
487,981

 
Siemens Financieringsmaatschappij NV, 2.15%, due 05/27/2020, par $590,000
587,569

 
Simon Property Group LP, 2.35%, due 01/30/2022, par $120,000
120,044

 
Simon Property Group LP, 2.625%, due 06/15/2022, par $200,000
199,753

 
Simon Property Group LP, 2.5%, due 09/01/2020, par $580,000
 
586,932

 
Simon Property Group LP, 2.35%, due 01/30/2022, par $175,000
175,064

 
SLCC Student Loan Trust I, 2.77213%, due 10/25/2027, par $464,195
470,016

 
SLCC Student Loan Trust I, 2.77213%, due 10/25/2027, par $464,195
470,016

 
Southern California Edison Co, 3.875%, due 06/01/2021, par $505,000
530,069

 
Southern California Edison Co, 3.875%, due 06/01/2021, par $505,000
530,069

 
State Street Corp, 2.653%, due 05/15/2023, par $95,000
 
95,350

 
State Street Corp, 2.55%, due 08/18/2020, par $350,000
 
355,619

 
State Street Corp, 2.653%, due 05/15/2023, par $420,000
 
421,545

 
Statoil ASA, 2.25%, due 11/08/2019, par $920,000
 
922,976

 
Student Loan Corp, 2.25213%, due 07/25/2036, par $469,692
 
467,490

 
Student Loan Corp, 2.25213%, due 07/25/2036, par $470,134
 
467,930

 
SunTrust Bank/Atlanta GA, 2.25%, due 01/31/2020, par $290,000
292,289

 
SunTrust Banks Inc, 2.7%, due 01/27/2022, par $220,000
 
222,533

 
SunTrust Banks Inc, 2.7%, due 01/27/2022, par $220,000
 
222,533

 
Tagua Leasing LLC, 1.581%, due 11/16/2024, par $1,215,824
 
1,180,594

 
Teva Pharmaceutical Finance Netherlands III BV, 2.2%, due 07/21/2021, par $230,000
212,347

 
Teva Pharmaceutical Finance Netherlands III BV, 1.7%, due 07/19/2019, par $500,000
489,623


21


 
Texas A&M University, 2.396%, due 05/15/2023, par $900,000
890,560

 
Texas A&M University, 3.253%, due 05/15/2019, par $665,000
677,892

 
Texas Instruments Inc, 2.625%, due 05/15/2024, par $730,000
 
726,649

 
Texas Instruments Inc, 2.75%, due 03/12/2021, par $980,000
 
1,001,129

 
The Leland Stanford Junior University, 4.75%, due 05/01/2019, par $500,000
521,399

 
Thermo Fisher Scientific Inc, 3%, due 04/15/2023, par $390,000
394,875

 
Thermo Fisher Scientific Inc, 2.15%, due 12/14/2018, par $499,000
500,162

 
Toronto-Dominion Bank/The, 2.25%, due 09/25/2019, par $700,000
704,383

 
Toronto-Dominion Bank/The, 1.95%, due 04/02/2020, par $700,000
697,935

 
Toronto-Dominion Bank/The, 2.25%, due 09/25/2019, par $1,250,000
1,257,826

 
Toronto-Dominion Bank/The, 1.95%, due 04/02/2020, par $700,000
697,935

 
Toyota Auto Receivables 2017-B Owner Trust, 1.46%, due 01/15/2020, par $2,340,000
2,336,431

 
Toyota Motor Credit Corp, 2.15%, due 03/12/2020, par $200,000
200,671

 
Toyota Motor Credit Corp, 2.6%, due 01/11/2022, par $80,000
 
81,412

 
Toyota Motor Credit Corp, 2.15%, due 03/12/2020, par $300,000
301,006

 
Toyota Motor Credit Corp, 1.7%, due 02/19/2019, par $210,000
210,374

 
Toyota Motor Credit Corp, 1.55%, due 10/18/2019, par $220,000
218,738

 
Tyco Electronics Group SA, 3.45%, due 08/01/2024, par $170,000
177,206

 
Tyco Electronics Group SA, 2.375%, due 12/17/2018, par $600,000
601,904

 
UBS AG/London, 2.2%, due 06/08/2020, par $250,000
 
248,747

 
UBS AG/London, 2.45%, due 12/01/2020, par $200,000
 
199,819

 
UBS AG/Stamford CT, 2.375%, due 08/14/2019, par $400,000
 
403,944

 
UBS Group Funding Switzerland AG, 2.36586%, due 08/15/2023, par $500,000
503,642

 
UDR Inc, 3.75%, due 07/01/2024, par $430,000
 
450,351

 
Unilever Capital Corp, 2.6%, due 05/05/2024, par $220,000
 
218,452

 
Unilever Capital Corp, 1.8%, due 05/05/2020, par $580,000
 
577,352

 
Union Electric Co, 2.95%, due 06/15/2027, par $230,000
 
228,155

 
United Parcel Service Inc, 2.5%, due 04/01/2023, par $305,000
 
304,299

 
United Technologies Corp, 1.95%, due 11/01/2021, par $205,000
200,949

 
United Technologies Corp, 2.8%, due 05/04/2024, par $570,000
 
568,319

 
United Technologies Corp, 1.95%, due 11/01/2021, par $205,000
200,949

 
United Technologies Corp, 1.9%, due 05/04/2020, par $250,000
 
248,289

 
UnitedHealth Group Inc, 2.125%, due 03/15/2021, par $210,000
209,768

 
UnitedHealth Group Inc, 2.125%, due 03/15/2021, par $210,000
209,768

 
University of California, 1.9%, due 05/15/2020, par $750,000
 
747,171

 
US Bancorp, 3.15%, due 04/27/2027, par $460,000
 
463,418

 
US Bank NA/Cincinnati OH, 2%, due 01/24/2020, par $645,000
647,903

 
US Bank NA/Cincinnati OH, 2.05%, due 10/23/2020, par $300,000
298,983

 
USAA Capital Corp, 2%, due 06/01/2021, par $490,000
 
481,488

 
USAA Capital Corp, 2%, due 06/01/2021, par $500,000
 
491,314

 
Ventas Realty LP, 3.125%, due 06/15/2023, par $420,000
 
420,761

 
Verizon Communications Inc, 3.5%, due 11/01/2024, par $440,000
450,455

 
Verizon Communications Inc, 3.376%, due 02/15/2025, par $510,000
518,383

 
Verizon Communications Inc, 1.75%, due 08/15/2021, par $300,000
293,926

 
Verizon Communications Inc, 4.6%, due 04/01/2021, par $315,000
338,737

 
Verizon Owner Trust 2017-3, 2.06%, due 04/20/2022, par $740,000
736,670

 
Vermont Std Asst Corp, %, due 04/30/2035, par $407,546
 
406,657

 
Vermont Std Asst Corp, %, due 04/30/2035, par $1,426,410
 
1,423,299

 
Virginia College Building Authority, 3.5%, due 02/01/2020, par $500,000
520,147

 
Virginia College Building Authority, 2%, due 02/01/2019, par $765,000
770,912

 
Volkswagen Group of America Finance LLC, 2.4%, due 05/22/2020, par $100,000
99,968

 
Volkswagen Group of America Finance LLC, 2.4%, due 05/22/2020, par $100,000
99,968

 
Vornado Realty LP, 3.5%, due 01/15/2025, par $135,000
 
134,718

 
Washington & Clackamas School, 3.227%, due 06/15/2028, par $500,000
509,112

 
Westpac Banking Corp, 2.3%, due 05/26/2020, par $300,000
 
300,803

 
Westpac Banking Corp, 2.25%, due 11/09/2020, par $575,000
 
574,692

 
Westpac Banking Corp, 2.3%, due 05/26/2020, par $300,000
 
300,803

 
Westpac Banking Corp, 2.25%, due 11/09/2020, par $500,000
 
499,732

 
WestRock RKT Co, 4.9%, due 03/01/2022, par $330,000
 
361,256

 
WestRock RKT Co, 4.45%, due 03/01/2019, par $500,000
 
518,552

 
World Omni Auto Receivables Trust 2017-A, 1.93%, due 09/15/2022, par $2,200,000
2,188,109

 
World Omni Auto Receivables Trust 2017-B, 1.61%, due 02/16/2021, par $1,400,000
1,397,034

 
World Omni Auto Recv Trust, 1.34%, due 05/15/2020, par $488,669
488,173

 
Xcel Energy Inc, 2.4%, due 03/15/2021, par $210,000
 
210,094

 
Xcel Energy Inc, 2.4%, due 03/15/2021, par $210,000
 
210,094

 
Total Corporate Debt Securities
 
$
240,729,114

 
 
 
 
 
Government Bonds
 
 
 
Bergen County Improvement Authority/The, 2.25%, due 03/01/2019, par $1,000,000
$
1,007,670

 
CA Dept of Water Resources , 2%, due 05/01/2022, par $750,000
735,543


22


 
City & County of Denver CO, 2.168%, due 08/01/2020, par $500,000
502,762

 
City of Frisco TX, 2.92%, due 02/15/2023, par $855,000
 
869,382

 
City of Houston TX, 3.625%, due 03/01/2029, par $255,000
 
256,756

 
City of Houston TX, 2.768%, due 03/01/2022, par $215,000
 
215,248

 
City of Houston TX Combined Utility System Revenue, 3.428%, due 05/15/2023, par $300,000
312,327

 
Coos County School District No 13 North Bend, 2.006%, due 06/15/2020, par $505,000
502,562

 
Coos County School District No 13 North Bend, 2.006%, due 06/15/2020, par $500,000
497,586

 
County of Frederick MD, 1.66%, due 08/01/2020, par $500,000
 
493,658

 
County of Macomb MI, 2.688%, due 11/01/2021, par $500,000
 
508,990

 
County of Macomb MI, 2.688%, due 11/01/2021, par $500,000
 
508,990

 
Dallas TX Water Sewer, 2.289%, due 10/01/2024, par $1,255,000
1,230,179

 
Iraq Government AID Bond, 2.149%, due 01/18/2022, par $1,300,000
1,305,191

 
MD Comm Dev Admin Housing Rev, 2.857%, due 09/01/2040, par $440,000
441,555

 
MO State Higher Ed Std Asst, 2.28267%, due 05/20/2030, par $881,029
890,661

 
MSN 41079 and 41084 Ltd, 1.717%, due 07/13/2024, par $972,841
952,528

 
NC State Edu Asst Auth, %, due 07/25/2039, par $716,914
 
718,736

 
NC State Edu Asst Auth, %, due 07/25/2039, par $717,352
 
719,175

 
NYC Transit Fin Auth Future Tax Rev, 2.5%, due 02/01/2023, par $750,000
753,425

 
NYC Transit Fin Auth Future Tax Rev, 2.75%, due 05/01/2024, par $350,000
350,113

 
NYC Transit Fin Auth Future Tax Rev, 2.5%, due 11/01/2020, par $750,000
757,940

 
NYC Transit Fin Auth Future Tax Rev, 1.96%, due 05/01/2020, par $500,000
499,298

 
Petroleos Mexicanos, 2%, due 12/20/2022, par $350,000
 
346,608

 
Petroleos Mexicanos, 2.83%, due 02/15/2024, par $1,413,750
 
1,445,431

 
Petroleos Mexicanos, 1.84586%, due 02/15/2024, par $843,750
 
831,426

 
Petroleos Mexicanos, 2.378%, due 04/15/2025, par $750,000
 
750,095

 
Petroleos Mexicanos, 2%, due 12/20/2022, par $350,000
 
346,608

 
Petroleos Mexicanos, 1.84586%, due 02/15/2024, par $843,750
 
831,426

 
Petroleos Mexicanos, 2.378%, due 04/15/2025, par $750,000
 
750,095

 
Phoenix 2012 LLC, 1.607%, due 07/03/2024, par $1,186,564
 
1,159,430

 
San Jose Redevelopment Agency Successor Agency, 3.25%, due 08/01/2029, par $370,000
365,006

 
San Jose Redevelopment Agency Successor Agency, 2.259%, due 08/01/2020, par $705,000
708,960

 
State of California, 2.193%, due 04/01/2047, par $470,000
 
473,733

 
State of Mississippi, 1.779%, due 11/01/2028, par $485,000
 
485,905

 
State of New York, 3.75%, due 03/01/2018, par $500,000
 
507,910

 
State of Oregon, 5.892%, due 06/01/2027, par $440,000
 
531,344

 
State of Oregon, 5.762%, due 06/01/2023, par $226,717
 
250,019

 
State of Oregon, 1.85%, due 05/01/2019, par $440,000
 
440,437

 
State of Texas, 4.631%, due 04/01/2033, par $500,000
 
573,689

 
State of Texas, 1.6%, due 08/01/2019, par $380,000
 
381,174

 
State of Utah, 4.154%, due 07/01/2019, par $750,000
 
787,778

 
State of Wisconsin, 2.049%, due 05/01/2023, par $425,000
 
411,670

 
Texas Transportation Commission State Highway Fund, 5.178%, due 04/01/2030, par $500,000
607,193

 
United States Small Business Administration, 4.14%, due 02/01/2030, par $596,250
638,472

 
United States Small Business Administration, 2.09%, due 11/01/2032, par $530,257
519,349

 
United States Small Business Administration, 2.81%, due 06/01/2037, par $588,131
591,072

 
United States Small Business Administration, 2.98%, due 07/01/2037, par $460,000
469,994

 
United States Small Business Administration, 4.14%, due 02/01/2030, par $596,250
638,472

 
United States Treasury Inflation Indexed Bonds, 0.375%, due 01/15/2027, par $1,075,000
1,091,706

 
United States Treasury Inflation Indexed Bonds, 0.375%, due 07/15/2027, par $1,100,000
1,105,212

 
United States Treasury Inflation Indexed Bonds, 0.125%, due 04/15/2021, par $7,043,000
7,301,689

 
United States Treasury Inflation Indexed Bonds, 0.125%, due 04/15/2022, par $5,507,000
5,547,693

 
United States Treasury Note/Bond, 2%, due 11/30/2022, par $1,245,000
1,235,857

 
United States Treasury Note/Bond, 2.25%, due 02/15/2027, par $10,825,000
10,774,920

 
United States Treasury Note/Bond, 2.25%, due 08/15/2027, par $1,725,000
1,715,403

 
United States Treasury Note/Bond, 2%, due 10/31/2022, par $1,725,000
1,715,882

 
United States Treasury Note/Bond, 2.25%, due 11/15/2027, par $2,200,000
2,175,402

 
United States Treasury Note/Bond, 1.5%, due 10/31/2019, par $2,825,000
2,812,836

 
United States Treasury Note/Bond, 0.875%, due 03/31/2018, par $5,375,000
5,380,188

 
United States Treasury Note/Bond, 1.125%, due 08/31/2021, par $1,275,000
1,236,544

 
United States Treasury Note/Bond, 1.25%, due 03/31/2019, par $2,050,000
2,041,412

 
United States Treasury Note/Bond, 1.5%, due 08/15/2020, par $2,875,000
2,859,506

 
United States Treasury Note/Bond, 1.625%, due 10/15/2020, par $2,000,000
1,989,230

 
United States Treasury Note/Bond, 1.75%, due 11/15/2020, par $2,825,000
2,815,198

 
United States Treasury Note/Bond, 1.875%, due 12/15/2020, par $2,825,000
2,819,307

 
Utah State Board of Regents, 2.114%, due 12/26/2038, par $1,024,869
1,019,048

 
Utah State Board of Regents, 2.15213%, due 02/25/2043, par $1,480,045
1,484,705

 
Total Government Bonds
 
$
87,995,305

 
 
 
 
 
Mortgage Backed Securities
 
 
 
Citigroup Commercial Mortgage Trust 2013-GC11, 2.69%, due 04/10/2046, par $1,140,000
$
1,146,072


23


 
COMM 2012-CCRE5 Mortgage Trust, 2.771%, due 12/10/2045, par $1,000,000
1,001,299

 
COMM 2012-CCRE5 Mortgage Trust, 2.771%, due 12/10/2045, par $1,000,000
1,001,299

 
COMM 2013-CCRE6 Mortgage Trust, 3.101%, due 03/10/2046, par $1,000,000
1,016,261

 
COMM 2013-CCRE7 Mortgage Trust, 3.213%, due 03/10/2046, par $2,090,000
2,137,996

 
COMM 2013-CCRE7 Mortgage Trust, 3.213%, due 03/10/2046, par $500,000
511,482

 
COMM 2013-LC6 Mortgage Trust, 2.941%, due 01/10/2046, par $1,000,000
1,009,603

 
Fannie Mae Pool, 5.5%, due 09/01/2023, par $368,096
 
404,603

 
Fannie Mae Pool, 5%, due 06/01/2023, par $445,047
 
457,766

 
Fannie Mae Pool, 4.5%, due 12/01/2022, par $81,626
 
83,266

 
Fannie Mae Pool, 3%, due 10/01/2027, par $444,377
 
454,037

 
Fannie Mae Pool, 2.5%, due 01/01/2028, par $958,466
 
964,973

 
Fannie Mae Pool, 2.71%, due 06/01/2022, par $3,159,675
 
3,189,242

 
Fannie Mae Pool, 3%, due 02/01/2031, par $1,581,447
 
1,616,715

 
Fannie Mae Pool, 4.5%, due 06/01/2056, par $926,606
 
993,665

 
Fannie Mae Pool, 5%, due 08/01/2056, par $2,388,225
 
2,612,355

 
Fannie Mae Pool, 3.5%, due 12/01/2031, par $2,019,297
 
2,105,754

 
Fannie Mae Pool, 3.5%, due 08/01/2056, par $1,163,153
 
1,196,188

 
Fannie Mae Pool, 4%, due 01/01/2048, par $1,250,000
 
1,308,563

 
Fannie Mae Pool, 3%, due 01/01/2048, par $2,225,000
 
2,226,854

 
Fannie Mae Pool, 3.5%, due 01/01/2048, par $4,245,000
 
4,362,549

 
Fannie Mae Pool, 2.65%, due 08/01/2024, par $2,000,000
 
2,003,604

 
Fannie Mae Pool, 3.02%, due 12/01/2024, par $945,866
 
965,313

 
Fannie Mae Pool, 2.61%, due 12/01/2021, par $1,090,811
 
1,099,897

 
Fannie Mae Pool, 2.32%, due 09/01/2022, par $378,566
 
376,204

 
Fannie Mae Pool, 2.61%, due 03/01/2026, par $548,648
 
541,577

 
Fannie Mae Pool, 2.63%, due 09/01/2025, par $548,708
 
546,747

 
Fannie Mae Pool, 4%, due 07/01/2056, par $604,236
 
636,251

 
Fannie Mae Pool, 4.5%, due 06/01/2056, par $1,687,565
 
1,824,531

 
Fannie Mae Pool, 4%, due 08/01/2046, par $997,667
 
1,058,105

 
Fannie Mae Pool, 4%, due 07/01/2056, par $2,507,315
 
2,651,943

 
Fannie Mae Pool, 4%, due 02/01/2057, par $1,276,517
 
1,344,065

 
Fannie Mae Pool, 2.818%, due 09/01/2047, par $158,903
 
160,871

 
Fannie Mae Pool, 2.847%, due 09/01/2047, par $154,941
 
156,978

 
Fannie Mae Pool, 2.836%, due 10/01/2047, par $89,350
 
90,342

 
Fannie Mae Pool, 4%, due 10/01/2047, par $1,670,004
 
1,753,351

 
Fannie Mae Pool, 4%, due 06/01/2047, par $2,795,891
 
2,935,426

 
Fannie Mae Pool, 3.5%, due 07/01/2047, par $4,254,018
 
4,382,441

 
Fannie Mae Pool, 5.5%, due 09/01/2023, par $368,096
 
404,603

 
Fannie Mae Pool, 4%, due 06/01/2026, par $1,514,012
 
1,589,640

 
Fannie Mae Pool, 4.5%, due 06/01/2018, par $101,564
 
103,519

 
Fannie Mae Pool, 4.5%, due 12/01/2022, par $81,626
 
83,266

 
Fannie Mae Pool, 5%, due 03/01/2025, par $791,080
 
837,710

 
Fannie Mae Pool, 5%, due 06/01/2020, par $350,535
 
358,311

 
Fannie Mae Pool, 4%, due 11/01/2025, par $1,166,425
 
1,224,247

 
Fannie Mae Pool, 3%, due 05/01/2027, par $140,547
 
143,897

 
Fannie Mae Pool, 2%, due 12/01/2022, par $571,258
 
568,548

 
Fannie Mae Pool, 2%, due 05/01/2023, par $690,611
 
687,342

 
Fannie Mae Pool, 2%, due 09/01/2023, par $858,356
 
854,248

 
Fannie Mae Pool, 2.5%, due 10/01/2023, par $393,390
 
396,399

 
Fannie Mae Pool, 2.864%, due 03/01/2044, par $353,097
 
361,221

 
Fannie Mae Pool, 2.596%, due 07/01/2042, par $1,286,888
 
1,304,953

 
Fannie Mae Pool, 2.547%, due 08/01/2042, par $484,611
 
490,666

 
Fannie Mae Pool, 2.663%, due 06/01/2045, par $649,827
 
659,772

 
Fannie Mae Pool, 2.628%, due 07/01/2045, par $2,461,532
 
2,499,155

 
Fannie Mae Pool, 4.5%, due 06/01/2056, par $1,238,283
 
1,327,897

 
Fannie Mae Pool, 5%, due 08/01/2056, par $3,166,995
 
3,464,210

 
Fannie Mae Pool, 3.5%, due 12/01/2031, par $3,173,181
 
3,309,043

 
Fannie Mae Pool, 2.832%, due 05/01/2047, par $3,765,184
 
3,814,460

 
Fannie Mae Pool, 2.3%, due 01/01/2022, par $1,904,078
 
1,897,457

 
Fannie Mae Pool, 2.3%, due 01/01/2022, par $950,056
 
946,752

 
Fannie Mae Pool, 3.1%, due 06/01/2047, par $4,068,738
 
4,171,908

 
Fannie Mae Pool, 3.049%, due 06/01/2047, par $4,128,266
 
4,227,443

 
Fannie Mae-Aces, 1.48777%, due 05/25/2018, par $69,882
 
69,919

 
Fannie Mae-Aces, 2.263%, due 02/25/2023, par $687,000
 
682,684

 
Fannie Mae-Aces, 1.48777%, due 05/25/2018, par $69,882
 
69,919

 
Fannie Mae-Aces, 2.17135%, due 09/25/2019, par $2,254,465
 
2,258,520

 
Fannie Mae-Aces, 1.72777%, due 04/25/2024, par $1,154,167
 
1,157,159

 
FHLMC K710 A2 Multifam, 1.883%, due 05/25/2019, par $1,000,000
999,471

 
FHLMC Multifamily Structured Passthrough, 2.699%, due 05/25/2018, par $1,012,221
1,015,357

 
Freddie Mac Gold Pool, 2.5%, due 01/01/2028, par $892,138
 
898,334


24


 
Freddie Mac Gold Pool, 3.5%, due 01/01/2048, par $5,710,000
 
5,869,305

 
Freddie Mac Gold Pool, 3.5%, due 08/01/2046, par $2,464,992
 
2,553,884

 
Freddie Mac Gold Pool, 3.5%, due 04/01/2047, par $4,180,326
 
4,330,829

 
Freddie Mac Gold Pool, 4%, due 09/01/2047, par $1,692,448
 
1,776,174

 
Freddie Mac Gold Pool, 4%, due 09/01/2047, par $2,632,706
 
2,783,224

 
Freddie Mac Gold Pool, 4%, due 10/01/2047, par $1,617,881
 
1,697,918

 
Freddie Mac Gold Pool, 5%, due 10/01/2020, par $492,940
 
505,644

 
Freddie Mac Gold Pool, 5%, due 04/01/2023, par $173,844
 
183,198

 
Freddie Mac Gold Pool, 5%, due 02/01/2025, par $367,202
 
385,118

 
Freddie Mac Gold Pool, 4.5%, due 06/01/2025, par $783,872
 
825,961

 
Freddie Mac Gold Pool, 4%, due 07/01/2026, par $540,559
 
566,312

 
Freddie Mac Gold Pool, 2.5%, due 04/01/2023, par $607,302
 
610,471

 
Freddie Mac Gold Pool, 2.5%, due 04/01/2023, par $708,101
 
711,685

 
Freddie Mac Multifam Struct PT Cert, 2.905%, due 07/25/2049, par $1,305,000
1,330,355

 
Freddie Mac Multifam Struct PT Cert, 2.355%, due 04/25/2021, par $943,548
947,616

 
Freddie Mac Multifam Struct PT Cert, 2.67158%, due 01/25/2021, par $677,691
685,263

 
Freddie Mac Non Gold Pool, 3.004%, due 08/01/2047, par $607,921
620,728

 
Freddie Mac Non Gold Pool, 2.32%, due 10/01/2043, par $495,904
502,234

 
Freddie Mac Non Gold Pool, 2.404%, due 08/01/2045, par $905,219
912,180

 
Freddie Mac Non Gold Pool, 2.685%, due 08/01/2045, par $2,463,400
2,500,478

 
Freddie Mac Non Gold Pool, 2.435%, due 09/01/2046, par $874,905
879,161

 
Freddie Mac Non Gold Pool, 2.816%, due 05/01/2047, par $2,122,475
2,144,115

 
Freddie Mac Non Gold Pool, 2.974%, due 05/01/2047, par $1,790,924
1,819,117

 
Freddie Mac REMICS, 4.75%, due 06/15/2035, par $129,639
 
130,576

 
GAHR Commercial Mortgage Trust 2015-NRF, 2.551%, due 12/15/2034, par $143,355
143,588

 
GAHR Commercial Mortgage Trust 2015-NRF, 3.2349%, due 12/15/2034, par $828,000
840,705

 
GAHR Commercial Mortgage Trust 2015-NRF, 2.551%, due 12/15/2034, par $143,355
143,588

 
GAHR Commercial Mortgage Trust 2015-NRF, 3.2349%, due 12/15/2034, par $828,000
840,705

 
Ginnie Mae I pool, 5%, due 10/15/2019, par $21,263
 
21,825

 
Ginnie Mae I pool, 5%, due 10/15/2019, par $21,263
 
21,825

 
Ginnie Mae II pool, 4.085%, due 08/20/2062, par $1,209,899
 
1,239,844

 
GNMA, 4.5%, due 07/20/2038, par $26,700
 
27,242

 
GNMA, 5.5%, due 02/16/2037, par $14,208
 
14,296

 
GNMA, 4.25%, due 10/20/2038, par $171,120
 
175,752

 
GNMA, 4.25%, due 05/20/2039, par $69,251
 
71,322

 
GNMA, 3%, due 03/20/2038, par $46,292
 
46,585

 
GNMA, 3.5%, due 02/20/2039, par $292,980
 
300,149

 
GNMA, 4.5%, due 05/20/2040, par $230,570
 
240,941

 
GNMA, 3.5%, due 01/20/2039, par $460,682
 
473,089

 
GNMA, 4.5%, due 04/20/2040, par $23,656
 
23,980

 
GNMA, 4%, due 06/20/2040, par $155,556
 
160,797

 
GNMA, 2.24333%, due 12/20/2066, par $2,910,708
 
2,971,305

 
GNMA, 1.89333%, due 10/20/2065, par $1,807,609
 
1,812,809

 
GNMA, 4.5%, due 07/20/2038, par $26,700
 
27,242

 
GNMA, 5.5%, due 02/16/2037, par $14,208
 
14,296

 
GNMA, 4%, due 09/20/2038, par $304,769
 
310,872

 
GNMA, 4.25%, due 10/20/2038, par $171,120
 
175,752

 
GNMA, 4.25%, due 05/20/2039, par $69,251
 
71,322

 
GNMA, 3%, due 03/20/2038, par $46,292
 
46,585

 
GNMA, 4%, due 12/16/2038, par $118,573
 
120,398

 
GNMA, 4.5%, due 04/20/2040, par $23,656
 
23,980

 
GS Mortgage Securities Trust 2011-GC5, 3.707%, due 08/10/2044, par $1,000,000
1,037,323

 
GS Mortgage Securities Trust 2013-GC16, 4.271%, due 11/10/2046, par $1,620,000
1,745,319

 
Helios Leasing I LLC, 1.562%, due 09/28/2024, par $586,694
 
567,327

 
JPMorgan Chase Comml Mtg Sec Tr, 4.1664%, due 12/15/2046, par $1,575,000
1,687,715

 
JPMorgan Chase Comml Mtg Sec Tr, 2.5539%, due 04/15/2046, par $1,000,000
1,002,978

 
JPMorgan Comm Mtg Sec Tr, 4.3878%, due 07/15/2046, par $900,000
948,560

 
JPMorgan Comm Mtg Sec Tr, 2.3791%, due 10/15/2045, par $960,208
960,507

 
JPMorgan Comm Mtg Sec Tr, 4.3878%, due 07/15/2046, par $1,500,000
1,580,933

 
Morgan Stanley BAML Trust, 2.657%, due 05/15/2046, par $1,000,000
1,006,587

 
SCG Trust 2013-SRP1, 3.12703%, due 11/15/2026, par $430,000
430,370

 
Towd Point Mortgage Trust 2015-6, 3.5%, due 04/25/2055, par $513,176
522,884

 
Towd Point Mortgage Trust 2015-6, 3.5%, due 04/25/2055, par $513,176
522,884

 
Towd Point Mortgage Trust 2016-1, 2.75%, due 02/25/2055, par $454,259
455,409

 
Towd Point Mortgage Trust 2016-1, 2.75%, due 02/25/2055, par $454,259
455,409

 
Towd Point Mortgage Trust 2016-3, 2.25%, due 04/25/2056, par $340,797
338,178

 
Towd Point Mortgage Trust 2016-3, 2.25%, due 04/25/2056, par $340,797
338,178

 
Towd Point Mortgage Trust 2016-4, 2.25%, due 07/25/2056, par $155,275
154,300

 
Towd Point Mortgage Trust 2016-4, 2.25%, due 07/25/2056, par $155,275
154,300

 
Towd Point Mortgage Trust 2017-1, 2.75%, due 10/25/2056, par $341,333
341,677


25


 
Towd Point Mortgage Trust 2017-1, 2.75%, due 10/25/2056, par $328,995
329,327

 
Towd Point Mortgage Trust 2017-5, 2.15213%, due 02/25/2057, par $133,736
133,945

 
Towd Point Mortgage Trust 2017-6, 2.75%, due 10/25/2057, par $1,022,007
1,020,786

 
UBS-Barclays Commercial Mortgage Trust 2012-C4, 2.8502%, due 12/10/2045, par $900,000
905,307

 
UBS-Barclays Commercial Mortgage Trust 2012-C4, 2.8502%, due 12/10/2045, par $900,000
905,307

 
WFRBS Commercial Mortgage Trust 2013-C11, 3.071%, due 03/15/2045, par $1,000,000
1,017,130

 
WFRBS Commercial Mortgage Trust 2013-C17, 4.023%, due 12/15/2046, par $2,000,000
2,130,177

 
Total Mortgage Backed Securities
 
$
161,531,376

 
 
 
 
 
Net Assets Pending Settlement
$
(7,928,722
)
 
 
 
 
 
Subtotal Stable Value
$
676,213,057

 
 
 
 
 
TOTAL - INVESTMENT CONTRACTS
$
676,213,057

 
ADJUSTMENT FROM FAIR VALUE TO CONTRACT VALUE
$
(360,039
)
 
TOTAL - INVESTMENT CONTRACTS AT CONTRACT VALUE
$
675,853,018


26


AMERICAN ELECTRIC POWER SYSTEM RETIREMENT SAVINGS PLAN
PLAN #002 EIN #13-4922641
SCHEDULE OF ASSETS (HELD AT END OF YEAR (continued))
DECEMBER 31, 2017
 
 
 
 
 Shares
Identity of Issuer, Borrower, Lessor or Similar Party
 
 Current Value
 
Cash Equivalents
 
 
 
Cash Equivalents
 
$
22,023,351

 
Total Cash Equivalents
 
$
22,023,351

 
 
 
 
 
Common / Collective Trusts
 
 
 
Mellon Capital REIT Index Fund
 
$
31,222,230

 
Mellon Capital Emerging Markets Stock Index Fund
 
32,291,448

 
Mellon Capital Aggregate Bond Index Fund
 
498,581,554

 
Mellon Capital International Stock Index Fund
 
576,531,607

 
Mellon Capital Small Cap Stock
 
193,197,108

 
Mellon Capital Stock Index Fund
 
882,411,388

 
Mellon Capital Mid Cap Stock Index Fund
 
292,675,208

 
Mellon Capital Treasury Inflation Protected Securities Fund
 
22,010,402

 
JPMCB Strategic Property Fund
 
49,924,957

 
JPMCB Liquidity Fund
 
15,858,228

 
Columbia Trust Focused Large Cap Growth Fund
 
150,013,620

 
Total Common / Collective Trusts
 
$
2,744,717,750

 
 
 
 
 
AEP Stock
 
 
 
American Electric Power Company, Inc. Common Stock $6.50 par value
 
$
332,134,634

 
Total AEP Stock
 
$
332,134,634

 
 
 
 
 
Corporate Stocks
 
 
 
2U INC COMMON STOCK USD 0.001
 
$
1,101,315

 
3D SYSTEMS CORP COMMON STOCK USD 0.001
 
575,320

 
3M CO COMMON STOCK USD 0.01
 
423,666

 
AARON'S INC COMMON STOCK USD 0.5
 
235,531

 
ABBOTT LABORATORIES COMMON STOCK USD 0
 
2,018,509

 
ABBVIE INC COMMON STOCK USD 0.01
 
1,685,172

 
ABIOMED INC COMMON STOCK USD 0.01
 
440,226

 
ABM INDUSTRIES INC COMMON STOCK USD 0.01
 
182,452

 
ABM INDUSTRIES INC COMMON STOCK USD 0.01
 
543,658

 
ACCO BRANDS CORP COMMON STOCK USD 0.01
 
405,016

 
ACTIVISION BLIZZARD INC COMMON STOCK USD 0.000001
 
1,551,910

 
ACTUANT CORP COMMON STOCK USD 0.2
 
384,560

 
ADIDAS AG ADR USD
 
342,083

 
ADOBE SYSTEMS INC COMMON STOCK USD 0.0001
 
3,751,713

 
ADTALEM GLOBAL EDUCATION INC
 
323,785

 
AECOM COMMON STOCK USD 0.01
 
470,616

 
AECOM COMMON STOCK USD 0.01
 
752,139

 
AEGION CORP COMMON STOCK USD 0.01
 
170,737

 
AERCAP HOLDINGS NV COMMON STOCK USD 0.01
 
857,543

 
AES CORP/VA COMMON STOCK USD 0.01
 
257,624

 
AGCO CORP COMMON STOCK USD 0.01
 
392,865

 
AGNC INVESTMENT CORP REIT USD 0.01
 
185,347

 
AIR LEASE CORP COMMON STOCK USD 0.01
 
976,088

 
AIR PRODUCTS & CHEMICALS INC COMMON STOCK USD 1
 
198,036

 
AIRCASTLE LTD COMMON STOCK USD 0.01
 
214,907

 
ALASKA AIR GROUP INC COMMON STOCK USD 0.01
 
404,305

 
ALASKA AIR GROUP INC COMMON STOCK USD 0.01
 
386,810

 
ALASKA AIR GROUP INC COMMON STOCK USD 0.01
 
127,613

 
ALBEMARLE CORP COMMON STOCK USD 0.01
 
1,808,146

 
ALBEMARLE CORP COMMON STOCK USD 0.01
 
153,852

 
ALDER BIOPHARMACEUTICALS INC COMMON STOCK USD
 
498,075

 
ALEXION PHARMACEUTICALS INC COMMON STOCK USD
 
1,420,490

 
ALIBABA GROUP HOLDING LTD ADR USD 0.000025
 
4,767,690

 
ALLEGHANY CORP COMMON STOCK USD 1
 
284,931

 
ALLEGION PLC COMMON STOCK USD 0.01
 
1,073,662

 
ALLERGAN PLC COMMON STOCK USD 0.0033
 
1,911,269

 
ALLIANCE DATA SYSTEMS CORP COMMON STOCK USD 0.01
 
684,396

 
ALLY FINANCIAL INC COMMON STOCK USD 0.1
 
477,291

 
ALLY FINANCIAL INC COMMON STOCK USD 0.1
 
1,332,612

 
ALNYLAM PHARMACEUTICALS INC COMMON STOCK USD 0.01
 
475,675

 
ALPHABET INC COMMON STOCK USD 0.001
 
3,835,429


27


 
ALPHABET INC COMMON STOCK USD 0.001
 
4,435,690

 
ALPHABET INC COMMON STOCK USD 0.001
 
1,975,125

 
ALTRA INDUSTRIAL MOTION CORP COMMON STOCK USD
 
268,021

 
AMAZON.COM INC COMMON STOCK USD 0.01
 
6,743,164

 
AMBARELLA INC COMMON STOCK USD 0.00045
 
1,703,750

 
AMC NETWORKS INC COMMON STOCK USD
 
1,112,696

 
AMC NETWORKS INC COMMON STOCK USD
 
379,101

 
AMDOCS LTD COMMON STOCK USD 0.01
 
467,258

 
AMEREN CORP COMMON STOCK USD 0.01
 
253,657

 
AMERICAN INTERNATIONAL GROUP INC COMMON STOCK USD
 
726,876

 
AMERIPRISE FINANCIAL INC COMMON STOCK USD 0.01
 
779,562

 
AMGEN INC COMMON STOCK USD 0.0001
 
939,060

 
AMPHENOL CORP COMMON STOCK USD 0.001
 
1,337,448

 
ANTERO RESOURCES CORP COMMON STOCK USD
 
2,670,450

 
ANTHEM INC COMMON STOCK USD 0.01
 
1,080,048

 
ANWORTH MORTGAGE ASSET CORP REIT USD 0.01
 
113,007

 
AON PLC COMMON STOCK USD 0.01
 
1,058,600

 
APPLE INC COMMON STOCK USD 0.00001
 
5,885,989

 
APPLE INC COMMON STOCK USD 0.00001
 
1,336,917

 
APPLIED MATERIALS INC COMMON STOCK USD 0.01
 
1,651,176

 
APTIV PLC COMMON STOCK USD 0.01
 
339,320

 
APTIV PLC COMMON STOCK USD 0.01
 
576,844

 
ARCHER-DANIELS-MIDLAND CO COMMON STOCK USD 0
 
160,320

 
ARES CAPITAL CORP COMMON STOCK USD 0.001
 
371,809

 
ARES COMMERCIAL REAL ESTATE CORP REIT USD 0.01
 
343,829

 
ARGO GROUP INTERNATIONAL HOLDINGS LTD COMMON STOCK
 
413,856

 
ARRAY BIOPHARMA INC COMMON STOCK USD 0.001
 
1,131,520

 
ARRIS INTERNATIONAL PLC COMMON STOCK USD 0.01
 
1,980,699

 
ARROW ELECTRONICS INC COMMON STOCK USD 1
 
907,668

 
ASHLAND GLOBAL HOLDINGS INC COMMON STOCK USD 0
 
811,680

 
ASPEN INSURANCE HOLDINGS LTD COMMON STOCK USD
 
168,328

 
ASPEN INSURANCE HOLDINGS LTD COMMON STOCK USD
 
292,320

 
ASSURANT INC COMMON STOCK USD 0.01
 
167,697

 
ASSURANT INC COMMON STOCK USD 0.01
 
1,290,752

 
ASSURED GUARANTY LTD COMMON STOCK USD 0.01
 
343,781

 
ATARA BIOTHERAPEUTICS INC COMMON STOCK USD 0.0001
 
610,875

 
ATHENAHEALTH INC COMMON STOCK USD 0.01
 
1,001,525

 
ATHENE HOLDING LTD COMMON STOCK USD 0.001
 
163,869

 
AUTOLIV INC COMMON STOCK USD 1
 
419,364

 
AVALONBAY COMMUNITIES INC REIT USD 0.01
 
773,269

 
AVNET INC COMMON STOCK USD 1
 
282,332

 
AXIS CAPITAL HOLDINGS LTD COMMON STOCK USD 0.0125
 
131,285

 
B&G FOODS INC COMMON STOCK USD 0.01
 
448,749

 
BALL CORP COMMON STOCK USD 0
 
158,970

 
BANCFIRST CORP COMMON STOCK USD 1
 
112,992

 
BANK OF AMERICA CORP COMMON STOCK USD 0.01
 
717,336

 
BANK OF AMERICA CORP COMMON STOCK USD 0.01
 
3,887,784

 
BANK OF THE OZARKS COMMON STOCK USD 0.01
 
1,042,063

 
BANKUNITED INC COMMON STOCK USD 0.01
 
577,980

 
BARRACUDA NETWORKS INC COMMON STOCK USD 0.001
 
871,145

 
BELDEN INC COMMON STOCK USD 0.01
 
428,880

 
BELDEN INC COMMON STOCK USD 0.01
 
285,714

 
BELMOND LTD COMMON STOCK USD 0.01
 
753,375

 
BERKSHIRE HATHAWAY INC COMMON STOCK USD 0.0033
 
2,319,174

 
BERRY GLOBAL GROUP INC COMMON STOCK USD 0.01
 
572,971

 
BEST BUY CO INC COMMON STOCK USD 0.1
 
691,547

 
BIG LOTS INC COMMON STOCK USD 0.01
 
308,825

 
BIOGEN INC COMMON STOCK USD 0.0005
 
891,996

 
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD 0.001
 
1,776,534

 
BLACKSTONE MORTGAGE TRUST INC REIT USD 0.01
 
164,328

 
BLOOMIN' BRANDS INC COMMON STOCK USD 0.01
 
221,936

 
BLUEBIRD BIO INC COMMON STOCK USD 0.01
 
562,618

 
BMC STOCK HOLDINGS INC COMMON STOCK USD 0.01
 
449,783

 
BOEING CO/THE COMMON STOCK USD 5
 
3,962,706

 
BOEING CO/THE COMMON STOCK USD 5
 
1,504,041

 
BOOZ ALLEN HAMILTON HOLDING CORP COMMON STOCK USD
 
179,783

 
BOYD GAMING CORP COMMON STOCK USD 0.01
 
1,776,060

 
BP PLC ADR USD
 
327,834

 
BP PLC ADR USD
 
1,435,325

 
BRISTOL-MYERS SQUIBB CO COMMON STOCK USD 0.1
 
2,931,696


28


 
BROADCOM LTD COMMON STOCK USD
 
1,370,048

 
BROOKS AUTOMATION INC COMMON STOCK USD 0.01
 
310,145

 
BURLINGTON STORES INC COMMON STOCK USD 0.0001
 
762,786

 
CABOT CORP COMMON STOCK USD 1
 
167,402

 
CABOT CORP COMMON STOCK USD 1
 
306,657

 
CADENCE DESIGN SYSTEMS INC COMMON STOCK USD 0.01
 
864,336

 
CAE INC COMMON STOCK CAD 0
 
1,408,704

 
CALLIDUS SOFTWARE INC COMMON STOCK USD 0.001
 
811,425

 
CALLON PETROLEUM CO COMMON STOCK USD 0.01
 
404,595

 
CAMBREX CORP COMMON STOCK USD 0.1
 
418,512

 
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD 0.01
 
756,808

 
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD 0.01
 
2,987,400

 
CARLISLE COS INC COMMON STOCK USD 1
 
409,140

 
CARLISLE COS INC COMMON STOCK USD 1
 
186,500

 
CARMAX INC COMMON STOCK USD 0.5
 
519,453

 
CARS.COM INC COMMON STOCK USD 0.01
 
966,140

 
CARTER'S INC COMMON STOCK USD 0.01
 
1,748,486

 
CASEY'S GENERAL STORES INC COMMON STOCK USD 0
 
751,453

 
CATALENT INC COMMON STOCK USD 0.01
 
457,549

 
CATHAY GENERAL BANCORP COMMON STOCK USD 0.01
 
316,697

 
CBS CORP COMMON STOCK USD 0.001
 
2,316,897

 
CDW CORP/DE COMMON STOCK USD 0.01
 
735,343

 
CDW CORP/DE COMMON STOCK USD 0.01
 
1,276,740

 
CELANESE CORP COMMON STOCK USD 0.0001
 
165,867

 
CELGENE CORP COMMON STOCK USD 0.01
 
2,166,201

 
CENTENE CORP COMMON STOCK USD 0.001
 
1,059,240

 
CENTERPOINT ENERGY INC COMMON STOCK USD 0.01
 
263,748

 
CHANNELADVISOR CORP COMMON STOCK USD 0.001
 
413,955

 
CHARTER COMMUNICATIONS INC COMMON STOCK USD 0.001
 
1,690,551

 
CHATHAM LODGING TRUST REIT USD 0.01
 
187,854

 
CHEMED CORP COMMON STOCK USD 1
 
425,285

 
CHEVRON CORP COMMON STOCK USD 0.75
 
312,975

 
CHUBB LTD COMMON STOCK USD 24.15
 
1,174,720

 
CIENA CORP COMMON STOCK USD 0.01
 
310,413

 
CIMPRESS NV COMMON STOCK USD 0.001
 
1,344,934

 
CINCINNATI BELL INC COMMON STOCK USD 0.01
 
1,210,134

 
CIT GROUP INC COMMON STOCK USD 0.01
 
536,607

 
CITIGROUP INC COMMON STOCK USD 0.01
 
721,777

 
CITIGROUP INC COMMON STOCK USD 0.01
 
3,527,034

 
CLEAN HARBORS INC COMMON STOCK USD 0.01
 
265,580

 
CLEAN HARBORS INC COMMON STOCK USD 0.01
 
1,724,861

 
CLEARWATER PAPER CORP COMMON STOCK USD 0.0001
 
272,400

 
COGNEX CORP COMMON STOCK USD 0.002
 
3,840,848

 
COHERENT INC COMMON STOCK USD 0.01
 
1,037,159

 
COLFAX CORP COMMON STOCK USD 0.001
 
736,932

 
COLONY NORTHSTAR INC REIT USD 0.01
 
320,231

 
COLUMBIA BANKING SYSTEM INC COMMON STOCK USD 0
 
154,950

 
COLUMBIA BANKING SYSTEM INC COMMON STOCK USD 0
 
182,665

 
COMMERCE BANCSHARES INC/MO COMMON STOCK USD 5
 
140,996

 
COMMSCOPE HOLDING CO INC COMMON STOCK USD 0.01
 
407,921

 
CONCHO RESOURCES INC COMMON STOCK USD 0.001
 
1,673,601

 
CONOCOPHILLIPS COMMON STOCK USD 0.01
 
340,318

 
CONSTELLATION BRANDS INC COMMON STOCK USD 0.01
 
1,553,362

 
CONVERGYS CORP COMMON STOCK USD 0
 
255,989

 
CONVERGYS CORP COMMON STOCK USD 0
 
281,989

 
COOPER COS INC/THE COMMON STOCK USD 0.1
 
787,418

 
COOPER TIRE & RUBBER CO COMMON STOCK USD 1
 
185,305

 
CORNING INC COMMON STOCK USD 0.5
 
441,494

 
COSTAR GROUP INC COMMON STOCK USD 0.01
 
488,780

 
COSTCO WHOLESALE CORP COMMON STOCK USD 0.005
 
2,516,342

 
CROWN CASTLE INTERNATIONAL CORP REIT USD 0.01
 
768,744

 
CROWN HOLDINGS INC COMMON STOCK USD 5
 
157,500

 
CROWN HOLDINGS INC COMMON STOCK USD 5
 
156,038

 
CSRA INC COMMON STOCK USD 0.001
 
302,491

 
CULLEN/FROST BANKERS INC COMMON STOCK USD 0.01
 
1,184,261

 
CUMMINS INC COMMON STOCK USD 2.5
 
423,936

 
CUMMINS INC COMMON STOCK USD 2.5
 
1,890,048

 
CURTISS-WRIGHT CORP COMMON STOCK USD 1
 
195,326

 
CVB FINANCIAL CORP COMMON STOCK USD 0
 
75,651

 
CYBERARK SOFTWARE LTD COMMON STOCK USD 0.01
 
637,240


29


 
CYRUSONE INC REIT USD 0.01
 
1,384,845

 
CYS INVESTMENTS INC REIT USD 0.01
 
489,926

 
CYS INVESTMENTS INC REIT USD 0.01
 
261,505

 
CYTOKINETICS INC COMMON STOCK USD 0.001
 
261,615

 
DANA INC
 
1,784,750

 
DANAHER CORP COMMON STOCK USD 0.01
 
1,003,968

 
DBV TECHNOLOGIES SA ADR USD 0.1
 
543,340

 
DEL FRISCO'S RESTAURANT GROUP INC COMMON STOCK USD
 
224,953

 
DELPHI TECHNOLOGIES PLC COMMON STOCK USD 0.01
 
118,897

 
DELTA AIR LINES INC COMMON STOCK USD 0.0001
 
436,800

 
DELTA AIR LINES INC COMMON STOCK USD 0.0001
 
2,363,200

 
DESCARTES SYSTEMS GROUP INC/THE COMMON STOCK CAD 0
 
889,318

 
DEXCOM INC COMMON STOCK USD 0.001
 
784,120

 
DIAMONDBACK ENERGY INC COMMON STOCK USD 0.01
 
782,371

 
DICK'S SPORTING GOODS INC COMMON STOCK USD 0.01
 
191,322

 
DICK'S SPORTING GOODS INC COMMON STOCK USD 0.01
 
527,264

 
DISCOVER FINANCIAL SERVICES COMMON STOCK USD 0.01
 
807,660

 
DISCOVERY COMMUNICATIONS INC COMMON STOCK USD 0.01
 
1,460,730

 
DOLLAR TREE INC COMMON STOCK USD 0.01
 
611,667

 
DOVER CORP COMMON STOCK USD 1
 
444,356

 
DOVER CORP COMMON STOCK USD 1
 
1,009,900

 
DR HORTON INC COMMON STOCK USD 0.01
 
617,947

 
DR HORTON INC COMMON STOCK USD 0.01
 
771,157

 
DR PEPPER SNAPPLE GROUP INC COMMON STOCK USD 0.01
 
1,034,984

 
DRIL-QUIP INC COMMON STOCK USD 0.01
 
107,850

 
DST SYSTEMS INC COMMON STOCK USD 0.01
 
397,248

 
DUNKIN' BRANDS GROUP INC COMMON STOCK USD 0.001
 
1,639,794

 
DXC TECHNOLOGY CO COMMON STOCK USD 0.01
 
666,619

 
DYAX CORPORATION CVR CONTRA
 
—

 
EAST WEST BANCORP INC COMMON STOCK USD 0.001
 
631,476

 
EASTMAN CHEMICAL CO COMMON STOCK USD 0.01
 
186,400

 
EASTMAN CHEMICAL CO COMMON STOCK USD 0.01
 
680,360

 
EDISON INTERNATIONAL COMMON STOCK USD 0
 
204,304

 
EL PASO ELECTRIC CO COMMON STOCK USD 0
 
476,010

 
EMERSON ELECTRIC CO COMMON STOCK USD 0.5
 
439,047

 
ENDOLOGIX INC COMMON STOCK USD 0.001
 
572,231

 
ENERGIZER HOLDINGS INC COMMON STOCK 0
 
193,695

 
ENERSYS COMMON STOCK USD 0.01
 
513,800

 
ENERSYS COMMON STOCK USD 0.01
 
633,912

 
ENGILITY HOLDINGS INC COMMON STOCK USD 0.01
 
208,321

 
ENI SPA ADR USD
 
308,667

 
ENTERGY CORP COMMON STOCK USD 0.01
 
236,031

 
ENVISION HEALTHCARE CORP COMMON STOCK USD 0.01
 
317,848

 
EOG RESOURCES INC COMMON STOCK USD 0.01
 
2,184,746

 
EPR PROPERTIES REIT USD 0.01
 
1,085,564

 
EQT CORP COMMON STOCK USD 0
 
411,076

 
EQT CORP COMMON STOCK USD 0
 
1,440,702

 
ESPERION THERAPEUTICS INC COMMON STOCK USD 0.001
 
1,514,320

 
ESSENT GROUP LTD COMMON STOCK USD 0.015
 
550,696

 
ESTEE LAUDER COS INC/THE COMMON STOCK USD 0.01
 
2,223,773

 
ETRADE FINANCIAL CORP
 
600,888

 
EURONET WORLDWIDE INC COMMON STOCK USD 0.02
 
560,648

 
EVEREST RE GROUP LTD COMMON STOCK USD 0.01
 
411,101

 
EVERSOURCE ENERGY COMMON STOCK USD 5
 
259,038

 
EVOQUA WATER TECHNOLOGIES CORP COMMON STOCK USD
 
580,302

 
EW SCRIPPS CO/THE COMMON STOCK USD 0.01
 
626,763

 
EXACT SCIENCES CORP COMMON STOCK USD 0.01
 
843,582

 
EXELON CORP COMMON STOCK USD 0
 
240,401

 
EXELON CORP COMMON STOCK USD 0
 
1,676,896

 
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD 0.01
 
962,856

 
EXTRACTION OIL & GAS INC COMMON STOCK USD
 
323,664

 
EXXON MOBIL CORP COMMON STOCK USD 0
 
276,012

 
FACEBOOK INC COMMON STOCK USD 0.000006
 
6,414,850

 
FCB FINANCIAL HOLDINGS INC COMMON STOCK USD 0.001
 
258,470

 
FERRO CORP COMMON STOCK USD 1
 
243,402

 
FERROGLOBE PLC COMMON STOCK USD 7.5
 
361,033

 
FIBROGEN INC COMMON STOCK USD 0.01
 
824,760

 
FIFTH THIRD BANCORP COMMON STOCK USD 0
 
503,250

 
FINANCIAL ENGINES INC COMMON STOCK USD 0.0001
 
1,182,238

 
FINISAR CORP COMMON STOCK USD 0.001
 
832,315


30


 
FIREEYE INC COMMON STOCK USD 0.0001
 
1,415,740

 
FIRST CITIZENS BANCSHARES INC/NC COMMON STOCK USD
 
309,773

 
FIRST DATA CORP COMMON STOCK USD 0.01
 
2,565,821

 
FIRST MERCHANTS CORP COMMON STOCK USD 0
 
269,352

 
FIRST MIDWEST BANCORP INC/IL COMMON STOCK USD 0.01
 
166,889

 
FIRST OF LONG ISLAND CORP/THE COMMON STOCK USD 0.1
 
108,870

 
FIRSTCASH INC
 
600,170

 
FIRSTENERGY CORP COMMON STOCK USD 0.1
 
217,402

 
FISERV INC COMMON STOCK USD 0.01
 
1,285,074

 
FLEETCOR TECHNOLOGIES INC COMMON STOCK USD 0.001
 
1,829,624

 
FLEX LTD
 
595,901

 
FLEX LTD
 
1,321,366

 
FLUOR CORP COMMON STOCK USD 0.01
 
2,455,571

 
FNB CORP/PA COMMON STOCK USD 0.01
 
274,355

 
FNF GROUP TRACKING STK USD 0.0001
 
169,438

 
FNF GROUP TRACKING STK USD 0.0001
 
926,064

 
FNFV GROUP TRACKING STK USD 0.0001
 
—

 
FOOT LOCKER INC COMMON STOCK USD 0.01
 
248,511

 
FORMFACTOR INC COMMON STOCK USD 0.001
 
974,995

 
FORUM ENERGY TECHNOLOGIES INC COMMON STOCK USD
 
184,159

 
FORWARD AIR CORP COMMON STOCK USD 0.01
 
1,200,783

 
FRANKLIN RESOURCES INC COMMON STOCK USD 0.1
 
640,332

 
FRANK'S INTERNATIONAL NV COMMON STOCK USD 0.01
 
138,020

 
FREEPORT-MCMORAN INC COMMON STOCK USD 0.1
 
1,519,644

 
FRESH DEL MONTE PRODUCE INC COMMON STOCK USD 0.01
 
243,737

 
FTI CONSULTING INC COMMON STOCK USD 0.01
 
313,092

 
FULTON FINANCIAL CORP COMMON STOCK USD 2.5
 
189,105

 
GARDNER DENVER HOLDINGS INC COMMON STOCK USD 0.01
 
418,730

 
GARTNER INC COMMON STOCK USD 0.0005
 
665,749

 
GENERAL DYNAMICS CORP COMMON STOCK USD 1
 
1,444,495

 
GENESEE & WYOMING INC COMMON STOCK USD 0.01
 
543,237

 
GENTEX CORP COMMON STOCK USD 0.06
 
437,855

 
GERMAN AMERICAN BANCORP INC COMMON STOCK USD 0
 
68,894

 
GIBRALTAR INDUSTRIES INC COMMON STOCK USD 0.01
 
66,990

 
GLOBAL PAYMENTS INC COMMON STOCK USD 0
 
1,403,360

 
GOLDMAN SACHS GROUP INC/THE COMMON STOCK USD 0.01
 
2,713,704

 
GOLDMAN SACHS GROUP INC/THE COMMON STOCK USD 0.01
 
713,328

 
GOODYEAR TIRE & RUBBER CO/THE COMMON STOCK USD 0
 
2,090,457

 
GRAND CANYON EDUCATION INC COMMON STOCK USD 0.01
 
1,176,693

 
GRANITE CONSTRUCTION INC COMMON STOCK USD 0.01
 
184,260

 
GRANITE POINT MORTGAGE TRUST INC REIT USD 0.01
 
126,749

 
GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD 0.01
 
784,090

 
GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD 0.01
 
1,057,749

 
GREAT PLAINS ENERGY INC COMMON STOCK USD 0
 
1,221,896

 
GREAT WESTERN BANCORP INC COMMON STOCK USD 0.01
 
647,307

 
GROUP 1 AUTOMOTIVE INC COMMON STOCK USD 0.01
 
162,734

 
GUARANTY BANCORP COMMON STOCK USD 0.001
 
116,130

 
GULFPORT ENERGY CORP COMMON STOCK USD 0.01
 
217,086

 
GULFPORT ENERGY CORP COMMON STOCK USD 0.01
 
139,084

 
HALLIBURTON CO COMMON STOCK USD 2.5
 
2,430,061

 
HANCOCK HOLDING CO COMMON STOCK USD 3.33
 
287,100

 
HANESBRANDS INC COMMON STOCK USD 0.01
 
944,777

 
HANMI FINANCIAL CORP COMMON STOCK USD 0.001
 
218,429

 
HANOVER INSURANCE GROUP INC/THE COMMON STOCK USD
 
316,134

 
HARTFORD FINANCIAL SERVICES GROUP INC/THE COMMON
 
655,748

 
HB FULLER CO COMMON STOCK USD 1
 
410,651

 
HEALTHEQUITY INC COMMON STOCK USD 0.0001
 
430,159

 
HEALTHSOUTH CORP COMMON STOCK USD 0.01
 
334,907

 
HEARTLAND EXPRESS INC COMMON STOCK USD 0.01
 
1,763,220

 
HEICO CORP COMMON STOCK USD 0.01
 
1,177,766

 
HELEN OF TROY LTD COMMON STOCK USD 0.1
 
635,621

 
HELMERICH & PAYNE INC COMMON STOCK USD 0.1
 
368,448

 
HESS CORP COMMON STOCK USD 1
 
322,796

 
HEXCEL CORP COMMON STOCK USD 0.01
 
1,595,730

 
HILLENBRAND INC COMMON STOCK USD 0
 
193,596

 
HILL-ROM HOLDINGS INC COMMON STOCK USD 0
 
254,472

 
HOLOGIC INC COMMON STOCK USD 0.01
 
1,051,650

 
HOME DEPOT INC/THE COMMON STOCK USD 0.05
 
3,305,593

 
HOME DEPOT INC/THE COMMON STOCK USD 0.05
 
701,261

 
HOPE BANCORP INC
 
186,734


31


 
HUNTINGTON INGALLS INDUSTRIES INC COMMON STOCK USD
 
164,519

 
HUNTSMAN CORP COMMON STOCK USD 0.01
 
196,411

 
HURON CONSULTING GROUP INC COMMON STOCK USD 0.01
 
267,698

 
IAC/INTERACTIVECORP COMMON STOCK USD 0.001
 
1,699,692

 
ICON PLC COMMON STOCK USD 0.06
 
542,694

 
II-VI INC COMMON STOCK USD 0
 
1,380,330

 
ILLUMINA INC COMMON STOCK USD 0.01
 
1,524,186

 
IMMUNOGEN INC COMMON STOCK USD 0.01
 
291,655

 
IMMUNOMEDICS INC COMMON STOCK USD 0.01
 
721,399

 
INC RESEARCH HOLDINGS INC COMMON STOCK USD 0.01
 
384,944

 
INC RESEARCH HOLDINGS INC COMMON STOCK USD 0.01
 
1,181,516

 
INFINITY PROPERTY & CASUALTY CORP COMMON STOCK USD
 
170,554

 
INGREDION INC COMMON STOCK USD 0.01
 
196,560

 
INSIGHT ENTERPRISES INC COMMON STOCK USD 0.01
 
179,159

 
INSIGHT ENTERPRISES INC COMMON STOCK USD 0.01
 
167,289

 
INSULET CORP COMMON STOCK USD 0.001
 
453,468

 
INTEGRA LIFESCIENCES HOLDINGS CORP COMMON STOCK
 
165,835

 
INTEGRATED DEVICE TECHNOLOGY INC COMMON STOCK USD
 
1,397,310

 
INTEGRATED DEVICE TECHNOLOGY INC COMMON STOCK USD
 
549,886

 
INTEL CORP COMMON STOCK USD 0.001
 
1,370,952

 
INTEL CORP COMMON STOCK USD 0.001
 
2,190,292

 
INTERCEPT PHARMACEUTICALS INC COMMON STOCK USD
 
443,992

 
INTERFACE INC COMMON STOCK USD 0.1
 
311,860

 
INTERNATIONAL PAPER CO COMMON STOCK USD 1
 
179,614

 
INTERNATIONAL PAPER CO COMMON STOCK USD 1
 
2,937,558

 
INTERNATIONAL SPEEDWAY CORP COMMON STOCK USD 0.01
 
430,380

 
INTERXION HOLDING NV COMMON STOCK USD 0.1
 
2,775,603

 
IONIS PHARMACEUTICALS INC COMMON STOCK USD 0.001
 
1,790,680

 
IRIDIUM COMMUNICATIONS INC COMMON STOCK USD 0.001
 
1,163,480

 
ITT INC COMMON STOCK USD 1
 
464,319

 
JACOBS ENGINEERING GROUP INC COMMON STOCK USD 1
 
389,164

 
JAGGED PEAK ENERGY INC COMMON STOCK USD 0.01
 
423,567

 
JANUS HENDERSON GROUP PLC COMMON STOCK USD
 
2,025,829

 
JAZZ PHARMACEUTICALS PLC COMMON STOCK USD 0.0001
 
299,462

 
JM SMUCKER CO/THE COMMON STOCK USD 0
 
969,072

 
JOHN BEAN TECHNOLOGIES CORP COMMON STOCK USD 0.01
 
687,736

 
JOHNSON & JOHNSON COMMON STOCK USD 1
 
964,068

 
JONES LANG LASALLE INC COMMON STOCK USD 0.01
 
378,282

 
JPMORGAN CHASE & CO COMMON STOCK USD 1
 
1,351,187

 
JPMORGAN CHASE & CO COMMON STOCK USD 1
 
780,662

 
JPMORGAN US GOVT MMKT FUND CAPITAL SHARES - FUND
 
2,206,334

 
JPMORGAN US GOVT MMKT FUND CAPITAL SHARES - FUND
 
1,837,351

 
JPMORGAN US GOVT MMKT FUND CAPITAL SHARES - FUND
 
1,141,048

 
JPMORGAN US GOVT MMKT FUND CAPITAL SHARES - FUND
 
3,680,070

 
JPMORGAN US GOVT MMKT FUND CAPITAL SHARES - FUND
 
1,160,437

 
JPMORGAN US GOVT MMKT FUND CAPITAL SHARES - FUND
 
2,417,545

 
JPMORGAN US GOVT MMKT FUND CAPITAL SHARES - FUND
 
1,723,057

 
JPMORGAN US GOVT MMKT FUND CAPITAL SHARES - FUND
 
3,910,915

 
JUNO THERAPEUTICS INC COMMON STOCK USD 0.0001
 
572,655

 
KANSAS CITY SOUTHERN COMMON STOCK USD 0.01
 
1,530,910

 
KAR AUCTION SERVICES INC COMMON STOCK USD 0.01
 
547,152

 
KENNAMETAL INC COMMON STOCK USD 1.25
 
1,546,361

 
KERING ADR USD
 
1,847,403

 
KEYSIGHT TECHNOLOGIES INC COMMON STOCK USD
 
704,995

 
KEYSIGHT TECHNOLOGIES INC COMMON STOCK USD
 
2,090,400

 
KIRBY CORP COMMON STOCK USD 0.1
 
1,957,908

 
KLX INC COMMON STOCK USD 0.01
 
313,950

 
KOSMOS ENERGY LTD COMMON STOCK USD 0.01
 
226,625

 
LAKELAND FINANCIAL CORP COMMON STOCK USD 0
 
67,886

 
LAM RESEARCH CORP COMMON STOCK USD 0.001
 
3,150

 
LAM RESEARCH CORP COMMON STOCK USD 0.001
 
4,051,312

 
LAMAR ADVERTISING CO REIT USD 0.001
 
862,531

 
LAS VEGAS SANDS CORP COMMON STOCK USD 0.001
 
646,257

 
LAS VEGAS SANDS CORP COMMON STOCK USD 0.001
 
2,300,119

 
LA-Z-BOY INC COMMON STOCK USD 1
 
378,830

 
LCI INDUSTRIES COMMON STOCK USD 0.01
 
643,370

 
LEAR CORP COMMON STOCK USD 0.01
 
423,984

 
LEGG MASON INC COMMON STOCK USD 0.1
 
409,922

 
LEUCADIA NATIONAL CORP COMMON STOCK USD 1
 
503,495

 
LEXICON PHARMACEUTICALS INC COMMON STOCK USD 0.001
 
283,556


32


 
LIBERTY MEDIA CORP-LIBERTY SIRIUSXM TRACKING STK
 
467,988

 
LIBERTY MEDIA CORP-LIBERTY SIRIUSXM TRACKING STK
 
253,824

 
LIFEPOINT HEALTH INC COMMON STOCK USD 0.01
 
385,950

 
LINCOLN NATIONAL CORP COMMON STOCK USD 0
 
707,204

 
LIONS GATE ENTERTAINMENT CORP COMMON STOCK USD
 
755,380

 
LIONS GATE ENTERTAINMENT CORP COMMON STOCK USD
 
153,050

 
LITHIA MOTORS INC COMMON STOCK USD 0
 
580,899

 
LPL FINANCIAL HOLDINGS INC COMMON STOCK USD
 
2,608,098

 
LULULEMON ATHLETICA INC COMMON STOCK USD 0.005
 
1,275,751

 
LUMENTUM HOLDINGS INC COMMON STOCK USD 0.001
 
2,461,577

 
LYONDELLBASELL INDUSTRIES NV COMMON STOCK USD 0.04
 
198,576

 
MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC COMMON
 
310,692

 
MACROGENICS INC COMMON STOCK USD 0.01
 
495,900

 
MADISON SQUARE GARDEN CO/THE COMMON STOCK USD 0.01
 
1,012,080

 
MAIDEN HOLDINGS LTD COMMON STOCK USD 0.01
 
555,041

 
MANPOWERGROUP INC COMMON STOCK USD 0.01
 
580,106

 
MANPOWERGROUP INC COMMON STOCK USD 0.01
 
218,927

 
MARATHON OIL CORP COMMON STOCK USD 1
 
341,986

 
MARRIOTT INTERNATIONAL INC/MD COMMON STOCK USD
 
3,357,824

 
MARSH & MCLENNAN COS INC COMMON STOCK USD 1
 
1,314,449

 
MARVELL TECHNOLOGY GROUP LTD COMMON STOCK USD
 
539,649

 
MARVELL TECHNOLOGY GROUP LTD COMMON STOCK USD
 
966,697

 
MASTERCARD INC COMMON STOCK USD 0.0001
 
5,080,398

 
MAXIMUS INC COMMON STOCK USD 0
 
175,013

 
MAXIMUS INC COMMON STOCK USD 0
 
796,972

 
MCDONALD'S CORP COMMON STOCK USD 0.01
 
585,208

 
MCKESSON CORP COMMON STOCK USD 0.01
 
1,015,885

 
MEDIA GEN INC CVR
 
—

 
MEDICINES CO/THE COMMON STOCK USD 0.001
 
1,019,782

 
MEDIDATA SOLUTIONS INC COMMON STOCK USD 0.01
 
561,522

 
MEDNAX INC COMMON STOCK USD 0.01
 
769,536

 
MEDNAX INC COMMON STOCK USD 0.01
 
1,190,055

 
MEDTRONIC PLC COMMON STOCK USD 0.1
 
1,007,004

 
MERCK & CO INC COMMON STOCK USD 0.5
 
1,010,150

 
MERCK & CO INC COMMON STOCK USD 0.5
 
2,610,500

 
METHODE ELECTRONICS INC COMMON STOCK USD 0.5
 
276,690

 
METLIFE INC COMMON STOCK USD 0.01
 
632,000

 
METLIFE INC COMMON STOCK USD 0.01
 
2,277,728

 
MFA FINANCIAL INC REIT USD 0.01
 
456,320

 
MFA FINANCIAL INC REIT USD 0.01
 
567,588

 
MGM GROWTH PROPERTIES LLC REIT USD
 
503,843

 
MICRO FOCUS INTERNATIONAL PLC ADR USD
 
1,103,432

 
MICROCHIP TECHNOLOGY INC COMMON STOCK USD 0.001
 
409,345

 
MICRON TECHNOLOGY INC COMMON STOCK USD 0.1
 
1,147,248

 
MICRON TECHNOLOGY INC COMMON STOCK USD 0.1
 
1,663,304

 
MICROSEMI CORP COMMON STOCK USD 0.2
 
604,305

 
MICROSOFT CORP COMMON STOCK USD 0.00000625
 
5,046,176

 
MICROSOFT CORP COMMON STOCK USD 0.00000625
 
2,211,209

 
MIDDLEBY CORP/THE COMMON STOCK USD 0.01
 
960,979

 
MILACRON HOLDINGS CORP COMMON STOCK USD 0.01
 
300,498

 
MINERALS TECHNOLOGIES INC COMMON STOCK USD 0.1
 
498,818

 
MINERALS TECHNOLOGIES INC COMMON STOCK USD 0.1
 
323,595

 
MISTRAS GROUP INC COMMON STOCK USD 0.01
 
326,233

 
MODINE MANUFACTURING CO COMMON STOCK USD 0.625
 
244,117

 
MOHAWK INDUSTRIES INC COMMON STOCK USD 0.01
 
662,160

 
MONDELEZ INTERNATIONAL INC COMMON STOCK USD 0
 
1,322,091

 
MONRO INC COMMON STOCK USD 0.01
 
1,344,874

 
MONSTER BEVERAGE CORP COMMON STOCK USD
 
2,240,339

 
MOODY'S CORP COMMON STOCK USD 0.01
 
605,201

 
MOOG INC COMMON STOCK USD 1
 
418,878

 
MORGAN STANLEY COMMON STOCK USD 0.01
 
755,568

 
MOSAIC CO/THE COMMON STOCK USD 0.01
 
212,978

 
MSC INDUSTRIAL DIRECT CO INC COMMON STOCK USD
 
2,072,970

 
MSG NETWORKS INC COMMON STOCK USD 0.01
 
289,575

 
MTGE INVESTMENT CORP REIT USD 0.01
 
131,803

 
MULTI-COLOR CORP COMMON STOCK USD 0
 
1,862,717

 
MURPHY OIL CORP COMMON STOCK USD 1
 
335,340

 
MURPHY OIL CORP COMMON STOCK USD 1
 
1,146,987

 
MYRIAD GENETICS INC COMMON STOCK USD 0.01
 
827,715

 
NABORS INDUSTRIES LTD COMMON STOCK USD 0.001
 
382,395


33


 
NATIONAL CINEMEDIA INC COMMON STOCK USD 0.01
 
639,222

 
NATIONAL GENERAL HOLDINGS CORP COMMON STOCK USD
 
411,528

 
NATIONAL OILWELL VARCO INC COMMON STOCK USD 0.01
 
320,578

 
NATIONAL STORAGE AFFILIATES TRUST REIT USD 0.01
 
984,658

 
NAVIENT CORP COMMON STOCK USD 0.01
 
658,794

 
NAVIGANT CONSULTING INC COMMON STOCK USD 0.001
 
266,538

 
NCR CORP COMMON STOCK USD 0.01
 
456,316

 
NELNET INC COMMON STOCK USD 0.01
 
384,884

 
NETAPP INC COMMON STOCK USD 0.001
 
612,669

 
NETFLIX INC COMMON STOCK USD 0.001
 
4,883,270

 
NEUROCRINE BIOSCIENCES INC COMMON STOCK USD 0.001
 
691,327

 
NEVRO CORP COMMON STOCK USD 0.001
 
572,687

 
NEW RELIC INC COMMON STOCK USD 0.001
 
553,668

 
NEXSTAR MEDIA GROUP INC COMMON STOCK USD 0.01
 
140,056

 
NIKE INC COMMON STOCK USD 1
 
2,926,823

 
NORTHROP GRUMMAN CORP COMMON STOCK USD 1
 
1,411,786

 
NRG ENERGY INC COMMON STOCK USD 0.01
 
242,080

 
NVIDIA CORP COMMON STOCK USD 0.001
 
2,546,073

 
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD 0.2
 
2,792,665

 
OCEANFIRST FINANCIAL CORP COMMON STOCK USD 0.01
 
196,718

 
OGE ENERGY CORP COMMON STOCK USD 0.01
 
233,661

 
OIL STATES INTERNATIONAL INC COMMON STOCK USD 0.01
 
283,000

 
OLIN CORP COMMON STOCK USD 1
 
190,566

 
ON ASSIGNMENT INC COMMON STOCK USD 0.01
 
711,212

 
ON SEMICONDUCTOR CORP COMMON STOCK USD 0.01
 
614,736

 
ONEMAIN HOLDINGS INC COMMON STOCK USD 0.01
 
283,291

 
ORACLE CORP COMMON STOCK USD 0.01
 
1,404,216

 
ORACLE CORP COMMON STOCK USD 0.01
 
2,364,000

 
OWENS-ILLINOIS INC COMMON STOCK USD 0.01
 
159,624

 
OWENS-ILLINOIS INC COMMON STOCK USD 0.01
 
255,820

 
OWENS-ILLINOIS INC COMMON STOCK USD 0.01
 
718,308

 
OXFORD INDUSTRIES INC COMMON STOCK USD 1
 
278,203

 
PACKAGING CORP OF AMERICA COMMON STOCK USD 0.01
 
181,770

 
PACKAGING CORP OF AMERICA COMMON STOCK USD 0.01
 
775,552

 
PARKER-HANNIFIN CORP COMMON STOCK USD 0.5
 
3,154,761

 
PARKER-HANNIFIN CORP COMMON STOCK USD 0.5
 
389,181

 
PARSLEY ENERGY INC COMMON STOCK USD 0.01
 
814,487

 
PAYPAL HOLDINGS INC COMMON STOCK USD 0.0001
 
1,351,958

 
PEAPACK GLADSTONE FINANCIAL CORP COMMON STOCK USD
 
53,896

 
PENTAIR PLC COMMON STOCK USD 0.01
 
1,207,602

 
PFIZER INC COMMON STOCK USD 0.05
 
2,240,207

 
PHOTRONICS INC COMMON STOCK USD 0.01
 
185,845

 
PINNACLE FINANCIAL PARTNERS INC COMMON STOCK USD 1
 
273,023

 
PINNACLE WEST CAPITAL CORP COMMON STOCK USD 0
 
1,013,642

 
PITNEY BOWES INC COMMON STOCK USD 1
 
402,480

 
PLANTRONICS INC COMMON STOCK USD 0.01
 
352,660

 
POLARIS INDUSTRIES INC COMMON STOCK
 
1,588,560

 
POLYONE CORP COMMON STOCK USD 0.01
 
82,546

 
PORTLAND GENERAL ELECTRIC CO COMMON STOCK USD 0
 
168,756

 
PORTLAND GENERAL ELECTRIC CO COMMON STOCK USD 0
 
463,792

 
PORTOLA PHARMACEUTICALS INC COMMON STOCK USD 0.001
 
749,672

 
PQ GROUP HOLDINGS INC COMMON STOCK USD
 
429,904

 
PRA GROUP INC COMMON STOCK USD 0.01
 
180,243

 
PRESIDIO INC COMMON STOCK USD 0.01
 
859,391

 
PRESTIGE BRANDS HOLDINGS INC COMMON STOCK USD 0.01
 
758,878

 
PRICELINE.COM COMMON STOCK USD
 
2,305,981

 
PRINCIPAL FINANCIAL GROUP INC COMMON STOCK USD
 
663,264

 
PROGENICS PHARMACEUTICALS INC COMMON STOCK USD
 
448,035

 
PROGRESS SOFTWARE CORP COMMON STOCK USD 0.01
 
239,243

 
PROSPERITY BANCSHARES INC COMMON STOCK USD 1
 
845,090

 
PROTHENA CORP PLC COMMON STOCK USD 0.01
 
423,637

 
PROTO LABS INC COMMON STOCK USD 0.001
 
1,171,934

 
PROVIDENCE SERVICE CORP/THE COMMON STOCK USD 0.001
 
392,475

 
PRUDENTIAL FINANCIAL INC COMMON STOCK USD 0.01
 
701,378

 
PTC THERAPEUTICS INC COMMON STOCK USD 0.001
 
171,804

 
PUBLIC SERVICE ENTERPRISE GROUP INC COMMON STOCK
 
247,200

 
PULTEGROUP INC COMMON STOCK USD 0.01
 
606,788

 
PVH CORP COMMON STOCK USD 1
 
686,050

 
QCR HOLDINGS INC COMMON STOCK USD 1
 
98,670

 
QEP RESOURCES INC COMMON STOCK USD 0.01
 
239,748


34


 
QEP RESOURCES INC COMMON STOCK USD 0.01
 
333,993

 
QORVO INC COMMON STOCK USD 0.0001
 
3,451,878

 
QORVO INC COMMON STOCK USD 0.0001
 
306,826

 
QUALCOMM INC COMMON STOCK USD 0.0001
 
1,440,962

 
QUANEX BUILDING PRODUCTS CORP COMMON STOCK USD
 
273,780

 
QUANTA SERVICES INC COMMON STOCK USD 0.00001
 
336,346

 
RADIAN GROUP INC COMMON STOCK USD 0.001
 
536,870

 
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD 0.01
 
1,902,090

 
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD 0.01
 
201,729

 
REALOGY HOLDINGS CORP COMMON STOCK USD 0.01
 
121,370

 
REALPAGE INC COMMON STOCK USD 0.001
 
1,109,626

 
RED HAT INC COMMON STOCK USD 0.0001
 
2,376,058

 
RED ROBIN GOURMET BURGERS INC COMMON STOCK USD
 
312,851

 
REGENERON PHARMACEUTICALS INC COMMON STOCK USD
 
2,261,399

 
REGIONS FINANCIAL CORP COMMON STOCK USD 0.01
 
781,650

 
REINSURANCE GROUP OF AMERICA INC COMMON STOCK USD
 
622,473

 
RELIANCE STEEL & ALUMINUM CO COMMON STOCK USD 0
 
197,317

 
REPUBLIC SERVICES INC COMMON STOCK USD 0.01
 
849,438

 
REVANCE THERAPEUTICS INC COMMON STOCK USD 0.001
 
648,755

 
RIGNET INC COMMON STOCK USD 0.001
 
310,123

 
RITCHIE BROS AUCTIONEERS INC COMMON STOCK CAD 0
 
789,164

 
ROBERT HALF INTERNATIONAL INC COMMON STOCK USD
 
1,305,190

 
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD 0.01
 
563,436

 
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD 0.01
 
4,195,800

 
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD 0.01
 
210,241

 
ROYAL DUTCH SHELL PLC ADR USD
 
326,879

 
RPX CORP COMMON STOCK USD 0.0001
 
317,386

 
RSP PERMIAN INC COMMON STOCK USD 0.01
 
506,669

 
RYDER SYSTEM INC COMMON STOCK USD 0.5
 
446,101

 
S&P GLOBAL INC COMMON STOCK USD 1
 
1,610,486

 
S&P GLOBAL INC COMMON STOCK USD 1
 
660,660

 
S&T BANCORP INC COMMON STOCK USD 2.5
 
230,898

 
SABRA HEALTH CARE REIT INC REIT USD 0.01
 
216,474

 
SABRE CORP COMMON STOCK USD 0.01
 
1,549,800

 
SAIA INC COMMON STOCK USD 0.001
 
290,075

 
SALESFORCE.COM INC COMMON STOCK USD 0.001
 
3,766,051

 
SALLY BEAUTY HOLDINGS INC COMMON STOCK USD 0.01
 
2,209,159

 
SAREPTA THERAPEUTICS INC COMMON STOCK USD 0.0001
 
600,912

 
SCANA CORP COMMON STOCK USD 0
 
218,120

 
SCHOLASTIC CORP COMMON STOCK USD 0.01
 
102,160

 
SCHWEITZER-MAUDUIT INTERNATIONAL INC COMMON STOCK
 
619,572

 
SCIENCE APPLICATIONS INTERNATIONAL CORP COMMON
 
314,014

 
SEATTLE GENETICS INC COMMON STOCK USD 0.001
 
1,460,550

 
SELECT MEDICAL HOLDINGS CORP COMMON STOCK USD
 
152,037

 
SENSATA TECHNOLOGIES HOLDING NV COMMON STOCK EUR
 
2,917,154

 
SERVICEMASTER GLOBAL HOLDINGS INC COMMON STOCK USD
 
2,282,745

 
SHUTTERSTOCK INC COMMON STOCK USD 0.01
 
1,428,338

 
SIGNATURE BANK/NEW YORK NY COMMON STOCK USD 0.01
 
713,752

 
SINCLAIR BROADCAST GROUP INC COMMON STOCK USD 0.01
 
1,782,735

 
SKECHERS U.S.A. INC COMMON STOCK USD 0.001
 
758,351

 
SLM CORP COMMON STOCK USD 0.2
 
861,953

 
SOTHEBY'S COMMON STOCK USD 0.01
 
1,062,960

 
SOUTH STATE CORP COMMON STOCK USD 2.5
 
90,287

 
SOUTHWESTERN ENERGY CO COMMON STOCK USD 0.01
 
330,894

 
SP PLUS CORP COMMON STOCK USD 0.001
 
255,990

 
SPARTANNASH CO COMMON STOCK USD 0
 
169,711

 
SPIRIT AEROSYSTEMS HOLDINGS INC COMMON STOCK USD
 
1,345,190

 
SPIRIT AIRLINES INC COMMON STOCK USD 0.0001
 
282,555

 
SPLUNK INC COMMON STOCK USD 0.001
 
1,368,765

 
SS&C TECHNOLOGIES HOLDINGS INC COMMON STOCK USD
 
2,201,383

 
STAG INDUSTRIAL INC REIT USD 0.01
 
868,713

 
STANDARD MOTOR PRODUCTS INC COMMON STOCK USD 2
 
167,155

 
STANDEX INTERNATIONAL CORP COMMON STOCK USD 1.5
 
610,896

 
STANLEY BLACK & DECKER INC COMMON STOCK USD 2.5
 
593,915

 
STARWOOD PROPERTY TRUST INC REIT USD 0.01
 
508,595

 
STEEL DYNAMICS INC COMMON STOCK USD 0.005
 
750,519

 
STERIS PLC COMMON STOCK USD
 
2,108,639

 
STEVEN MADDEN LTD COMMON STOCK USD 0.0001
 
649,457

 
STIFEL FINANCIAL CORP COMMON STOCK USD 0.15
 
722,641

 
STOCK YARDS BANCORP INC COMMON STOCK USD 0
 
81,055


35


 
STRATASYS LTD COMMON STOCK USD 0.01
 
884,507

 
SUNCOKE ENERGY INC COMMON STOCK USD 0.01
 
485,703

 
SUNTRUST BANKS INC COMMON STOCK USD 1
 
762,162

 
SVB FINANCIAL GROUP COMMON STOCK USD 0.001
 
305,070

 
SWITCH INC COMMON STOCK USD 0.001
 
920,123

 
SYKES ENTERPRISES INC COMMON STOCK USD 0.01
 
216,093

 
SYKES ENTERPRISES INC COMMON STOCK USD 0.01
 
265,941

 
SYNCHRONY FINANCIAL COMMON STOCK USD 0.001
 
795,366

 
SYNNEX CORP COMMON STOCK USD 0.001
 
493,091

 
TAKE-TWO INTERACTIVE SOFTWARE INC COMMON STOCK USD
 
636,724

 
TANGER FACTORY OUTLET CENTERS INC REIT USD 0.01
 
365,838

 
TCF FINANCIAL CORP COMMON STOCK USD 0.01
 
799,705

 
TE CONNECTIVITY LTD COMMON STOCK USD 0.57
 
1,226,016

 
TEGNA INC COMMON STOCK USD 1
 
1,422,075

 
TEGNA INC COMMON STOCK USD 1
 
111,686

 
TELEPHONE & DATA SYSTEMS INC COMMON STOCK USD 0.01
 
722,800

 
TEMPUR SEALY INTERNATIONAL INC COMMON STOCK USD
 
161,866

 
TENCENT HOLDINGS LTD ADR USD
 
3,816,276

 
TENNANT CO COMMON STOCK USD 0.375
 
1,489,761

 
TERADYNE INC COMMON STOCK USD 0.125
 
308,456

 
TESLA INC COMMON STOCK USD 0.001
 
1,190,291

 
TETRA TECH INC COMMON STOCK USD 0.01
 
440,910

 
TEXAS INSTRUMENTS INC COMMON STOCK USD 1
 
1,368,164

 
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD 1
 
2,109,528

 
THOR INDUSTRIES INC COMMON STOCK USD 0.1
 
619,469

 
TIME WARNER INC COMMON STOCK USD 0.01
 
1,292,197

 
T-MOBILE US INC COMMON STOCK USD 0.0001
 
254,040

 
TOLL BROTHERS INC COMMON STOCK USD 0.01
 
590,646

 
TORCHMARK CORP COMMON STOCK USD 1
 
186,409

 
TOTAL SA ADR USD
 
279,492

 
TOTAL SA ADR USD
 
1,341,561

 
TRANSDIGM GROUP INC COMMON STOCK USD 0.01
 
1,320,648

 
TRANSOCEAN LTD COMMON STOCK USD 0.1
 
320,400

 
TREEHOUSE FOODS INC COMMON STOCK USD 0.01
 
650,943

 
TRIMBLE INC
 
2,751,328

 
TRIMBLE INC
 
1,088,542

 
TRINET GROUP INC COMMON STOCK USD 0.000025
 
2,593,269

 
TRINSEO SA COMMON STOCK USD 0.01
 
311,890

 
TTEC HOLDINGS INC COMMON STOCK USD
 
671,531

 
TUTOR PERINI CORP COMMON STOCK USD 1
 
363,164

 
TWO HARBORS INVESTMENT CORP REIT USD
 
600,140

 
TYSON FOODS INC COMMON STOCK USD 0.1
 
1,021,482

 
UGI CORP COMMON STOCK USD 0
 
615,960

 
UNDER ARMOUR INC COMMON STOCK USD 0.000333
 
915,657

 
UNIFI INC COMMON STOCK USD 0.1
 
783,150

 
UNITED CONTINENTAL HOLDINGS INC COMMON STOCK USD
 
438,100

 
UNITED RENTALS INC COMMON STOCK USD 0.01
 
395,393

 
UNITED THERAPEUTICS CORP COMMON STOCK USD 0.01
 
1,020,855

 
UNITEDHEALTH GROUP INC COMMON STOCK USD 0.01
 
2,210,993

 
UNIVERSAL CORP/VA COMMON STOCK USD 0
 
312,375

 
UNIVERSAL HEALTH SERVICES INC COMMON STOCK USD
 
1,473,550

 
UNUM GROUP COMMON STOCK USD 0.1
 
669,658

 
VALIDUS HOLDINGS LTD COMMON STOCK USD 0.175
 
470,438

 
VALVOLINE INC COMMON STOCK USD 0.01
 
587,908

 
VECTREN CORP COMMON STOCK USD 0
 
539,666

 
VERIZON COMMUNICATIONS INC COMMON STOCK USD 0.1
 
280,529

 
VERTEX PHARMACEUTICALS INC COMMON STOCK USD 0.01
 
1,859,463

 
VIAVI SOLUTIONS INC COMMON STOCK USD 0.001
 
613,522

 
VISA INC COMMON STOCK USD 0.0001
 
4,916,656

 
VISHAY INTERTECHNOLOGY INC COMMON STOCK USD 0.1
 
846,600

 
VISTA OUTDOOR INC COMMON STOCK USD 0.01
 
201,066

 
VODAFONE GROUP PLC ADR USD
 
1,272,943

 
WABTEC CORP/DE COMMON STOCK USD 0.01
 
1,307,929

 
WALKER & DUNLOP INC COMMON STOCK USD
 
907,013

 
WALMART INC COMMON STOCK USD 0.1
 
2,421,944

 
WATTS WATER TECHNOLOGIES INC COMMON STOCK USD 0.1
 
311,395

 
WEATHERFORD INTERNATIONAL PLC COMMON STOCK USD
 
384,474

 
WEATHERFORD INTERNATIONAL PLC COMMON STOCK USD
 
833,583

 
WELLCARE HEALTH PLANS INC COMMON STOCK USD 0.01
 
985,439

 
WESCO INTERNATIONAL INC COMMON STOCK USD 0.01
 
813,779


36


 
WESTERN UNION CO/THE COMMON STOCK USD 0.01
 
908,678

 
WESTLAKE CHEMICAL CORP COMMON STOCK USD 0.01
 
213,060

 
WHITE MOUNTAINS INSURANCE GROUP LTD COMMON STOCK
 
405,209

 
WILDHORSE RESOURCE DEVELOPMENT CORP COMMON STOCK
 
348,409

 
WISDOMTREE INVESTMENTS INC COMMON STOCK USD 0.01
 
1,267,676

 
WOLVERINE WORLD WIDE INC COMMON STOCK USD 1
 
1,683,398

 
WOODWARD INC COMMON STOCK USD 0.00292
 
491,693

 
WORKDAY INC COMMON STOCK USD 0.001
 
1,503,921

 
WORLD FUEL SERVICES CORP COMMON STOCK USD 0.01
 
987,601

 
WORLD WRESTLING ENTERTAINMENT INC COMMON STOCK USD
 
1,284,360

 
WSFS FINANCIAL CORP COMMON STOCK USD 0.01
 
287,100

 
WYNDHAM WORLDWIDE CORP COMMON STOCK USD 0.01
 
1,008,069

 
XCEL ENERGY INC COMMON STOCK USD 2.5
 
256,891

 
ZEBRA TECHNOLOGIES CORP COMMON STOCK USD 0.01
 
314,306

 
ZIMMER BIOMET HOLDINGS INC COMMON STOCK USD 0.01
 
1,172,827

 
Total Corporate Stock
 
$
626,593,817

 
 
 
 
 
Corporate Debt Securities
 
 
 
ABBVIE INC CALLABLE NOTES FIXED 3.6% 14/MAY/2025
 
$
51,639

 
AETNA INC CALLABLE NOTES FIXED 2.8% 15/JUN/2023
 
98,543

 
ALLERGAN FUNDING SCS CALLABLE NOTES FIXED 3.8%
 
82,339

 
ALTRIA GROUP INC NOTES FIXED 9.7% 10/NOV/2018 USD
 
102,451

 
AMAZON.COM INC CALLABLE NOTES FIXED 3.15%
 
60,768

 
AMERICAN AIRLINES 2015-2 CLASS AA PASS THROUGH
 
95,397

 
AMERICAN CAMPUS COMMUNITIES OPERATING PARTNERSHIP
 
49,858

 
AMERICAN TOWER CORP CALLABLE NOTES FIXED 3%
 
29,979

 
AMERICAN TOWER CORP CALLABLE NOTES FIXED 3.4%
 
87,055

 
AMGEN INC CALLABLE NOTES FIXED 4.4% 01/MAY/2045
 
54,769

 
ANADARKO PETROLEUM CORP CALLABLE NOTES FIXED 4.5%
 
25,432

 
ANHEUSER-BUSCH INBEV FINANCE INC CALLABLE NOTES
 
128,555

 
APPLE INC CALLABLE NOTES FIXED 4.65% 23/FEB/2046
 
47,503

 
ASTRAZENECA PLC CALLABLE NOTES FIXED 3.125%
 
49,491

 
AT&T INC CALLABLE NOTES FIXED 4.5% 09/MAR/2048 USD
 
14,265

 
AT&T INC CALLABLE NOTES FIXED 4.75% 15/MAY/2046
 
93,491

 
AT&T INC CALLABLE NOTES FIXED 4.8% 15/JUN/2044 USD
 
113,990

 
BANK OF AMERICA CORP CALLABLE MEDIUM TERM NOTE
 
80,531

 
BANK OF AMERICA CORP MEDIUM TERM NOTE FIXED 5.65%
 
204,270

 
BANK OF NEW YORK MELLON CORP/THE CALLABLE MEDIUM
 
71,535

 
BANK OF NEW YORK MELLON CORP/THE CALLABLE MEDIUM
 
100,285

 
BARNABAS HEALTH INC CALLABLE BOND FIXED 4%
 
175,954

 
BAT CAPITAL CORP CALLABLE NOTES FIXED 2.764%
 
80,400

 
BEAR STEARNS COS LLC/THE NOTES FIXED 7.25%
 
129,276

 
BERKSHIRE HATHAWAY FINANCE CORP CALLABLE NOTES
 
25,485

 
BOSTON PROPERTIES LP CALLABLE NOTES FIXED 5.875%
 
133,314

 
BURLINGTON NORTHERN SANTA FE LLC CALLABLE BOND
 
21,941

 
CANADIAN NATURAL RESOURCES LTD CALLABLE NOTES
 
17,406

 
CELGENE CORP CALLABLE NOTES FIXED 3.875%
 
73,481

 
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER
 
95,665

 
CIGNA CORP CALLABLE NOTES FIXED 3.05% 15/OCT/2027
 
59,478

 
CITIGROUP INC NOTES FIXED 1.8% 05/FEB/2018 USD
 
176,259

 
CITIGROUP INC NOTES FIXED 2.5% 26/SEP/2018 USD
 
100,946

 
CITIGROUP INC NOTES VARIABLE 15/MAY/2018 USD 1000
 
85,808

 
COLUMBIA PIPELINE GROUP INC CALLABLE NOTES FIXED
 
150,395

 
COMCAST CORP CALLABLE NOTES FIXED 5.875%
 
77,051

 
CONSTELLATION BRANDS INC CALLABLE NOTES FIXED 2%
 
99,652

 
CONTINENTAL AIRLINES 2007-1 CLASS A PASS THROUGH
 
47,548

 
CROWN CASTLE INTERNATIONAL CORP CALLABLE NOTES
 
60,178

 
CVS HEALTH CORP CALLABLE NOTES FIXED 5.125%
 
40,915

 
DELTA AIR LINES 2010-2 CLASS A PASS THROUGH TRUST
 
66,539

 
DISCOVER BANK/GREENWOOD DE NOTES FIXED 2%
 
100,729

 
DOW CHEMICAL CO/THE NOTES FIXED 8.55% 15/MAY/2019
 
92,999

 
DUKE ENERGY CAROLINAS LLC CALLABLE BOND FIXED
 
108,468

 
DUKE ENERGY CAROLINAS LLC CALLABLE BOND FIXED 4%
 
134,627

 
EL PASO ELECTRIC CO CALLABLE NOTES FIXED 3.3%
 
150,703

 
FORD MOTOR CREDIT CO LLC MEDIUM TERM NOTE FIXED
 
51,019

 
FORD MOTOR CREDIT CO LLC NOTES FIXED 2.551%
 
75,675

 
GENERAL ELECTRIC CO MEDIUM TERM NOTE FIXED 3.15%
 
102,578

 
GENERAL ELECTRIC CO MEDIUM TERM NOTE FIXED 5.5%
 
81,616

 
GENERAL ELECTRIC CO MEDIUM TERM NOTE FIXED 5.875%
 
132,044

 
GENERAL ELECTRIC CO MEDIUM TERM NOTE VARIABLE
 
26,923


37


 
GENERAL MOTORS CO NOTES VARIABLE 07/AUG/2020 USD
 
100,934

 
GILEAD SCIENCES INC CALLABLE NOTES FIXED 4.5%
 
79,112

 
GOLDMAN SACHS GROUP INC/THE MEDIUM TERM NOTE FIXED
 
134,520

 
GOLDMAN SACHS GROUP INC/THE MEDIUM TERM NOTE FIXED
 
54,194

 
GOLDMAN SACHS GROUP INC/THE NOTES FIXED 6.15%
 
179,532

 
HCP INC CALLABLE NOTES FIXED 3.75% 01/FEB/2019 USD
 
154,148

 
HEALTH CARE REIT INC CALLABLE NOTES FIXED 3.75%
 
104,730

 
HSBC HOLDINGS PLC NOTES FIXED 4.875% 14/JAN/2022
 
131,826

 
HUMANA INC CALLABLE NOTES FIXED 2.5% 15/DEC/2020
 
79,994

 
INTERNATIONAL LEASE FINANCE CORP CALLABLE NOTES
 
158,343

 
ITC HOLDINGS CORP CALLABLE NOTES FIXED 3.25%
 
99,437

 
JPMORGAN CHASE & CO CALLABLE NOTES VARIABLE
 
40,932

 
JPMORGAN CHASE & CO CALLABLE NOTES VARIABLE
 
494,428

 
JPMORGAN CHASE & CO NOTES FIXED 6.3% 23/APR/2019
 
106,470

 
KRAFT HEINZ FOODS CO CALLABLE NOTES FIXED 3%
 
48,239

 
KRAFT HEINZ FOODS CO CALLABLE NOTES FIXED 5.2%
 
78,680

 
L3 TECHNOLOGIES INC CALLABLE NOTES FIXED 5.2%
 
79,380

 
MICROSOFT CORP CALLABLE NOTES FIXED 3.75%
 
74,758

 
MIDAMERICAN ENERGY CO CALLABLE MEDIUM TERM NOTE
 
98,261

 
MORGAN STANLEY CALLABLE MEDIUM TERM NOTE FIXED
 
256,880

 
MORGAN STANLEY CALLABLE MEDIUM TERM NOTE FIXED
 
53,792

 
MORGAN STANLEY CALLABLE MEDIUM TERM NOTE VARIABLE
 
86,062

 
NAVIENT STUDENT LOAN TRUST 2014-1 2014-1 A3
 
214,406

 
NAVIENT STUDENT LOAN TRUST 2014-3 2014-3 A
 
166,784

 
NAVIENT STUDENT LOAN TRUST 2015-1 2015-1 A2
 
100,036

 
NBCUNIVERSAL MEDIA LLC CALLABLE NOTES FIXED 5.15%
 
53,707

 
NCUA GUARANTEED NOTES TRUST 2010-R3 2010-R3 1A
 
68,749

 
NCUA GUARANTEED NOTES TRUST 2010-R3 2010-R3 2A
 
65,700

 
NCUA GUARANTEED NOTES TRUST 2011-C1 2011-C1 2A
 
86,413

 
NEW YORK AND PRESBYTERIAN HOSPITAL/THE CALLABLE
 
86,926

 
NOBLE ENERGY INC CALLABLE NOTES FIXED 3.9%
 
32,028

 
NORTHROP GRUMMAN CORP CALLABLE NOTES FIXED 3.25%
 
60,510

 
NYU HOSPITALS CENTER CALLABLE BOND FIXED 4.784%
 
116,662

 
PANHANDLE EASTERN PIPE LINE CO LP CALLABLE NOTES
 
102,524

 
PFIZER INC CALLABLE NOTES FIXED 4.4% 15/MAY/2044
 
80,741

 
PIEDMONT OPERATING PARTNERSHIP LP CALLABLE NOTES
 
59,778

 
PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP
 
40,628

 
PNC BANK NA CALLABLE NOTES FIXED 1.5% 23/FEB/2018
 
251,255

 
PUBLIC SERVICE CO OF NEW MEXICO CALLABLE NOTES
 
135,292

 
SANTANDER UK PLC NOTES FIXED 2.5% 14/MAR/2019 USD
 
101,050

 
SHELL INTERNATIONAL FINANCE BV CALLABLE NOTES
 
33,913

 
SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC
 
99,612

 
SL GREEN OPERATING PARTNERSHIP LP CALLABLE NOTES
 
60,236

 
SLM STUDENT LOAN TRUST 2004-8 2004-8 B FLOATING
 
—

 
SLM STUDENT LOAN TRUST 2006-2 2006-2 A6 FLOATING
 
126,321

 
SLM STUDENT LOAN TRUST 2006-8 2006-8 A6 FLOATING
 
126,075

 
SLM STUDENT LOAN TRUST 2007-6 2007-6 B FLOATING
 
—

 
SLM STUDENT LOAN TRUST 2008-2 2008-2 A3 FLOATING
 
93,469

 
SLM STUDENT LOAN TRUST 2008-2 2008-2 B FLOATING
 
34,221

 
SLM STUDENT LOAN TRUST 2008-3 2008-3 B FLOATING
 
34,442

 
SLM STUDENT LOAN TRUST 2008-4 2008-4 B FLOATING
 
35,062

 
SLM STUDENT LOAN TRUST 2008-5 2008-5 A4 FLOATING
 
98,978

 
SLM STUDENT LOAN TRUST 2008-5 2008-5 B FLOATING
 
35,300

 
SLM STUDENT LOAN TRUST 2008-6 2008-6 B FLOATING
 
35,202

 
SLM STUDENT LOAN TRUST 2008-7 2008-7 B FLOATING
 
36,242

 
SLM STUDENT LOAN TRUST 2008-8 2008-8 B FLOATING
 
37,140

 
SLM STUDENT LOAN TRUST 2008-9 2008-9 B FLOATING
 
36,007

 
SLM STUDENT LOAN TRUST 2012-3 2012-3 A FLOATING
 
71,029

 
SOUTHERN COPPER CORP CALLABLE NOTES FIXED 7.5%
 
104,333

 
SOUTHERN NATURAL GAS CO LLC CALLABLE NOTES FIXED
 
130,529

 
SUTTER HEALTH CALL/PUT BOND FIXED 2.286%
 
120,349

 
TENNESSEE GAS PIPELINE CO LLC CALLABLE NOTES FIXED
 
65,324

 
TIME WARNER CABLE LLC CALLABLE NOTES FIXED 5.5%
 
31,819

 
TUCSON ELECTRIC POWER CO CALLABLE NOTES FIXED
 
135,822

 
UNITED TECHNOLOGIES CORP NOTES STEP CPN
 
125,733

 
UNITEDHEALTH GROUP INC CALLABLE NOTES FIXED 3.75%
 
61,629

 
UNIVERSITY OF SOUTHERN CALIFORNIA CALLABLE BOND
 
96,212

 
VENTAS REALTY LP / VENTAS CAPITAL CORP CALLABLE
 
201,500

 
VERIZON COMMUNICATIONS INC CALLABLE NOTES FIXED
 
101,792

 
VERIZON COMMUNICATIONS INC CALLABLE NOTES FIXED
 
50,751


38


 
VERIZON COMMUNICATIONS INC CALLABLE NOTES FIXED
 
47,663

 
WACHOVIA CORP MEDIUM TERM NOTE FIXED 5.75%
 
405,688

 
WELLS FARGO & CO MEDIUM TERM NOTE FIXED 3.55%
 
103,554

 
WELLS FARGO & CO NOTES FIXED 3% 22/APR/2026 USD
 
157,896

 
WELLS FARGO & CO NOTES FIXED 3% 23/OCT/2026 USD
 
69,008

 
WELLTOWER INC CALLABLE NOTES FIXED 6.125%
 
136,632

 
Total Corporate Debt Securities
 
$
12,074,537

 
 
 
 
 
 
 
 
 
Government Bonds
 
 
 
CALIFORNIA ST GO BDS 01/APR/2010 01/MAR/2022 6.65%
 
$
46,293

 
CALIFORNIA ST GO BDS 01/APR/2010 01/MAR/2036 7.95%
 
45,729

 
LOS ANGELES CALIF DEPT WTR & PWR WTRWKS REV WATER
 
66,606

 
NEW YORK N Y CITY MUN WTR FIN AUTH WTR & SWR SYS
 
65,910

 
NEW YORK N Y GO BDS 2011 C-1 20/OCT/2010
 
89,925

 
NEW YORK ST DORM AUTH ST PERS INCOME TAX REV
 
59,427

 
NEW YORK ST URBAN DEV CORP REV ST PERSONAL INCOME
 
41,260

 
UNITED STATES OF AMERICA BILL ZERO CPN 01/MAR/2018
 
13,971

 
UNITED STATES OF AMERICA BILL ZERO CPN 19/APR/2018
 
695,106

 
UNITED STATES OF AMERICA BILL ZERO CPN 26/APR/2018
 
567,532

 
UNITED STATES OF AMERICA BOND FIXED .875%
 
430,355

 
UNITED STATES OF AMERICA BOND FIXED 2.75%
 
1,623,380

 
UNITED STATES OF AMERICA NOTES FIXED .125%
 
291,777

 
UNITED STATES OF AMERICA NOTES FIXED .125%
 
251,862

 
UNITED STATES OF AMERICA NOTES FIXED .375%
 
200,960

 
UNITED STATES OF AMERICA NOTES FIXED 1.375%
 
1,910,170

 
UNITED STATES OF AMERICA NOTES FIXED 1.5%
 
1,558,261

 
UNITED STATES OF AMERICA NOTES FIXED 1.75%
 
3,007,106

 
UNITED STATES OF AMERICA NOTES FIXED 1.875%
 
904,718

 
UNITED STATES OF AMERICA NOTES FIXED 2%
 
1,084,838

 
UNITED STATES OF AMERICA NOTES FIXED 2%
 
3,652,977

 
UNITED STATES OF AMERICA NOTES FIXED 2.125%
 
2,400,021

 
UNITED STATES OF AMERICA NOTES FIXED 2.25%
 
1,720,240

 
UNITED STATES OF AMERICA NOTES FIXED 2.25%
 
340,752

 
Total Government Bonds
 
$
21,069,176

 
 
 
 
 
Mortgage Backed Securities
 
 
 
FEDERAL NATIONAL MORTGAGE ASSOCIATION TBA FIXED
 
$
803,249

 
FEDERAL NATIONAL MORTGAGE ASSOCIATION TBA FIXED
 
395,287

 
FEDERAL NATIONAL MORTGAGE ASSOCIATION TBA FIXED 3%
 
229,175

 
FHLMC MORTPASS ARM 01/APR/2037 1N PN# 1N1454
 
16,571

 
FHLMC MORTPASS ARM 01/SEP/2037 1G PN# 1G2201
 
4,739

 
FHLMC REMICS 3197 DZ 5% 15/AUG/2036
 
198,859

 
FHLMC REMICS 4656 EZ 4% 15/FEB/2047
 
137,595

 
FHLMCGLD MORTPASS 01/APR/2047 G6 G67703
 
126,661

 
FHLMCGLD MORTPASS 2.5% 01/DEC/2031 G1 PN# G18622
 
151,846

 
FHLMCGLD MORTPASS 2.5% 01/JAN/2032 G1 PN# G18626
 
45,392

 
FHLMCGLD MORTPASS 3% 01/AUG/2046 G0 PN# G08715
 
154,105

 
FHLMCGLD MORTPASS 3% 01/FEB/2047 G0 PN# G08747
 
114,325

 
FHLMCGLD MORTPASS 3% 01/MAR/2031 G1 PN# G18592
 
76,490

 
FHLMCGLD MORTPASS 3% 01/NOV/2046 G0 PN# G08732
 
209,302

 
FHLMCGLD MORTPASS 3% 01/OCT/2046 G0 PN# G08726
 
392,004

 
FHLMCGLD MORTPASS 3.5% 01/APR/2044 G0 PN# G07848
 
138,150

 
FHLMCGLD MORTPASS 3.5% 01/AUG/2045 G6 PN# G60138
 
112,067

 
FHLMCGLD MORTPASS 3.5% 01/AUG/2046 G0 PN# G08716
 
87,677

 
FHLMCGLD MORTPASS 3.5% 01/DEC/2041 Q0 PN# Q05261
 
108,619

 
FHLMCGLD MORTPASS 3.5% 01/DEC/2046 G0 PN# G08738
 
55,666

 
FHLMCGLD MORTPASS 3.5% 01/JUN/2046 G0 PN# G08711
 
215,228

 
FHLMCGLD MORTPASS 3.5% 01/MAR/2046 G0 PN# G08698
 
246,616

 
FHLMCGLD MORTPASS 3.5% 01/NOV/2045 G0 PN# G08676
 
74,727

 
FHLMCGLD MORTPASS 3.5% 01/SEP/2046 G0 PN# G08722
 
124,453

 
FHLMCGLD MORTPASS 4% 01/JAN/2043 U9 PN# U90791
 
162,236

 
FHLMCGLD MORTPASS 5.5% 01/JAN/2038 G0 PN# G03696
 
44,337

 
FHLMCGLD MORTPASS 5.5% 01/NOV/2037 G0 PN# G03695
 
38,811

 
FHLMCGLD MORTPASS 6.5% 01/MAY/2034 P5 PN# P50216
 
76,429

 
FNMA MORTPASS 3% 01/MAY/2043 CL PN# AB9236
 
200,800

 
FNMA MORTPASS 3% 01/SEP/2033 CT PN# MA1561
 
277,034

 
FNMA MORTPASS 3.5% 01/FEB/2047 CL PN# BD5046
 
43,336

 
FNMA MORTPASS 3.5% 01/SEP/2033 CT PN# MA1584
 
110,122

 
FNMA MORTPASS 3.587% 01/SEP/2020 XY PN# FN0000
 
123,345


39


 
FNMA MORTPASS 3.666% 01/OCT/2020 XY PN# AE0918
 
110,527

 
FNMA MORTPASS 3.762% 01/DEC/2020 XY PN# FN0001
 
125,691

 
FNMA MORTPASS 4% 01/AUG/2047 CL PN# MA3088
 
380,967

 
FNMA MORTPASS 4% 01/JUN/2047 CL PN# AS9830
 
127,038

 
FNMA MORTPASS 4% 01/MAY/2043 CL PN# AT2733
 
333,141

 
FNMA MORTPASS 4% 01/OCT/2043 CL PN# AL9472
 
160,013

 
FNMA MORTPASS 4.283% 01/JAN/2021 XY PN# FN0003
 
60,811

 
FNMA MORTPASS 4.5% 01/MAY/2048 CZ PN# 257280
 
136,969

 
FNMA MORTPASS 5% 01/AUG/2047 CZ PN# 995963
 
80,284

 
FNMA MORTPASS 5% 01/MAR/2034 CL PN# 725205
 
91,452

 
FNMA MORTPASS 5% 01/SEP/2033 CL PN# 738567
 
62,860

 
FNMA MORTPASS 5.5% 01/JUN/2036 CL PN# 889745
 
30,687

 
FNMA MORTPASS 6.5% 01/AUG/2037 CL PN# 936879
 
36,861

 
FNMA REMICS 2004-97 ZH 4.5% 25/JAN/2035
 
367,454

 
GNMA 2009-66 UF FLOATING 16/AUG/2039
 
68,218

 
GNMA II MORTPASS 3% 20/DEC/2046 SF PN# MA4126
 
285,959

 
GNMA II MORTPASS 3.5% 20/APR/2046 SF PN# MA3597
 
269,360

 
GNMA II MORTPASS 3.5% 20/JAN/2047 SF PN# MA4196
 
42,160

 
GNMA II MORTPASS 3.5% 20/MAR/2046 SF PN# MA3521
 
137,651

 
GNMA II MORTPASS 3.5% 20/MAY/2046 SF PN# MA3663
 
64,036

 
GNMA II MORTPASS 3.5% 20/NOV/2046 SF PN# MA4069
 
224,099

 
GNMA II MORTPASS 3.5% 20/SEP/2047 SF PN# MA4719
 
51,454

 
GNMA II MORTPASS 4% 20/NOV/2047 SF PN# MA4838
 
110,124

 
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION TBA FIXED
 
303,820

 
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION TBA FIXED
 
99,030

 
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION TBA FIXED
 
206,750

 
TBA FGLMC SINGLE FAMILY 30YR 3.5 1/17
 
282,405

 
TBA FNMA SINGLE FAMILY 30YR 3 1/18
 
205,000

 
TBA FNMA SINGLE FAMILY 30YR 4 1/18
 
230,063

 
TBA GNMA2 SINGLE FAMILY 30YR 3 1/18
 
216,948

 
TBA GNMA2 SINGLE FAMILY 30YR 4.5 1/18
 
1,185,264

 
Total Mortgage Backed Securities
 
$
11,382,346

 
 
 
 
 
Registered Investment Companies
 
 
 
361 GLOBAL LONG/SHORT EQUITY FUND INVESTOR CLASS
 
$
64,434

 
AB CONSERVATIVE WEALTH STRATEGY FUND ADVISOR CLASS
 
21,391

 
AB INTERNATIONAL VALUE FUND ADVISOR CLASS
 
2,993

 
AB UNCONSTRAINED BOND FUND ADVISOR CLASS
 
57,300

 
ABERDEEN TOTAL RETURN BOND FD CL A
 
20,356

 
ABSOLUTE STRATEGIES FUND CLASS R
 
36,227

 
ABSOLUTE STRATEGIES FUND INSTITUTIONAL CLASS
 
44,747

 
ACADIAN EMERGING MARKETS FUND INVESTOR CLASS
 
7,864

 
AIG FOCUSED DIVIDEND STRATEGY FUND CLASS A
 
93,663

 
AIG FOCUSED MULTI- CAP GROWTH FD CL A
 
2,460

 
AKRE FOCUS FUND RETAIL CLASS
 
103,942

 
ALGER CAPITAL APPRECIATION INSTITUTIONAL FUND CLASS I
 
78,528

 
ALGER SMALL CAP FOCUS FUND CLASS A
 
1,198

 
ALLIANZGI INCOME AND GROWTH FUND CL A
 
34,407

 
ALLIANZGI NFJ INTERNATIONAL FUND CLASS A
 
1,275

 
ALLIANZGI NFJ MID- CAP VALUE FUND CLASS A
 
102,158

 
ALLIANZGI NFJ SMALL CAP VALUE FUND CLASS A
 
34,432

 
ALLIANZGI TECHNOLOGY FUND CLASS A
 
8,385

 
ALPINE DYNAMIC DIVIDEND FUND
 
2,262

 
ALPINE REALTY INCOME AND GROWTH FUND CLASS Y
 
8,161

 
ALPS RED ROCKS LISTED PRIVATE EQUITY FUND INVESTOR CLASS
 
67,554

 
AMANA MUTUAL FUND TRUST GROWTH FUND INVESTOR CLASS
 
502,059

 
AMANA MUTUAL FUND TRUST INCOME FUND INVESTOR CLASS
 
528,945

 
AMCAP FUND CLASS A
 
7,181

 
AMCAP FUND CLASS F-2
 
6,653

 
AMCAP FUNDS CLASS R6
 
9,836

 
AMERICAN BALANCED FUND CLASS A
 
13,186

 
AMERICAN BALANCED FUND CLASS R-5
 
63,508

 
AMERICAN BALANCED FUND CLASS R6
 
240,260

 
AMERICAN BEACON BALANCED FUND INVESTOR CLASS
 
15,197

 
AMERICAN BEACON BRIDGEWAY LARGE CAP VALUE FUND INVESTOR CLASS
 
273,406

 
AMERICAN BEACON LARGE CAP VALUE FUND INVESTOR CLASS
 
64,547

 
AMERICAN BEACON SMALL-CAP VALUE FUND INVESTOR CLASS
 
141,597

 
AMERICAN CENTURY DIVERSIFIED BOND INVESTOR CLASS
 
9,863

 
AMERICAN CENTURY EMERGING MARKETS FUND
 
43,030

 
AMERICAN CENTURY EQUITY GROWTH FUND
 
74,786


40


 
AMERICAN CENTURY EQUITY INCOME FUND
 
196,117

 
AMERICAN CENTURY GLOBAL GOLD FUND INVESTOR CLASS
 
81,380

 
AMERICAN CENTURY HERITAGE FUND
 
14,848

 
AMERICAN CENTURY HIGH YIELD FUND CLASS A
 
8,816

 
AMERICAN CENTURY HIGH-YIELD FUND
 
2,642

 
AMERICAN CENTURY INFLATION-ADJUSTED BOND FUND INVESTOR CLASS
 
221,183

 
AMERICAN CENTURY INTERNATIONAL BOND FUND
 
2,626

 
AMERICAN CENTURY LARGE COMPANY VALUE FUND INVESTOR CLASS
 
2,110

 
AMERICAN CENTURY MID CAP VALUE FUND INVESTOR CLASS
 
11,771

 
AMERICAN CENTURY ONE CHOICE PORT: VERY AGGRESSIVE
 
5,809

 
AMERICAN CENTURY REAL ESTATE FUND
 
5,793

 
AMERICAN CENTURY U.S. GOV'T MONEY MARKET FD INVESTOR CLASS
 
103,231

 
AMERICAN CENTURY ULTRA FUND
 
134,881

 
AMERICAN CENTURY UTILITIES FUND INVESTOR CLASS
 
6,212

 
AMERICAN FUNDS 2025 TARGET DATE RETIREMENT FD CL A
 
9,506

 
AMERICAN FUNDS U.S. GOVERNMENT MONEY MARKET FUND CLASS A
 
7,676

 
AMERICAN HIGH INCOME TRUST CLASS R5
 
3,016

 
AMERICAN MUTUAL FUND CLASS F-1
 
40,289

 
AMERICAN MUTUAL FUND CLASS R5
 
27,270

 
AMG MANAGERS AMUNDI SHORT DURATION GOVERNMENT FUND CLASS N
 
29,996

 
AMG MANAGERS BRANDYWINE FUND CLASS I
 
11,871

 
AMG MANAGERS CENTERSQUARE REAL ESTATE FUND CLASS N
 
83,974

 
AMG MANAGERS GLOBAL INCOME OPPORTUNITY FUND CLASS N
 
21,376

 
AMG MANAGERS LMCG SMALL CAP GROWTH FUND CLASS N
 
32,535

 
AMG SOUTHERNSUN SMALL CAP FUND CLASS N
 
12,437

 
AMG YACKTMAN FOCUSED FUND CLASS N
 
53,867

 
AMG YACKTMAN FUND CLASS I
 
22,981

 
AQR DIVERSIFIED ARBITRAGE FUND CLASS I
 
67,380

 
AQR DIVERSIFIED ARBITRAGE FUND CLASS N
 
58,432

 
AQR GLOBAL MACRO FUND CLASS N
 
1,174

 
AQR LARGE CAP DEFENSIVE STYLE FUND CLASS N
 
50,193

 
AQR LONG-SHORT EQUITY FUND CLASS N
 
123,961

 
AQR MANAGED FUTURES STRATEGY FUND CLASS I
 
61,405

 
AQUILA THREE PEAKS HIGH INCOME FUND CLASS I
 
4,762

 
ARTISAN DEVELOPING WORLD FUND INVESTOR CLASS
 
73,002

 
ARTISAN GLOBAL EQUITY FUND INVESTOR SHARES
 
1,547

 
ARTISAN GLOBAL OPPORTUNITIES FUND INVESTOR CLASS
 
14,823

 
ARTISAN GLOBAL VALUE FUND INVESTOR CLASS
 
1,565

 
ARTISAN INTERNATIONAL FUND INVESTOR CLASS
 
149,651

 
ARTISAN INTERNATIONAL VALUE FUND INVESTOR CLASS
 
62,346

 
ARTISAN SMALL CAP FUND INSTITUTIONAL SHARES
 
205,185

 
ARTISAN SMALL-CAP FUND INVESTOR CLASS
 
11,498

 
ARTISAN VALUE FUND INVESTOR CLASS
 
26,479

 
AVE MARIA RISING DIVIDEND FUND
 
79,687

 
AVE MARIA VALUE FUND
 
13,745

 
AVE MARIA WORLD EQUITY FUNDS
 
80,204

 
BAIRD AGGREGATE BOND FUND INVESTOR CLASS
 
10,584

 
BAIRD CORE PLUS BOND FUND INVESTOR CLASS
 
86,932

 
BAIRD INTERMEDIATE MUNICIPAL BOND FUND INVESTOR CLASS
 
10,243

 
BAIRD MID CAP FUND INVESTOR CLASS
 
3,033

 
BANKS ULTRASECTOR PROFUND (INVESTOR SHARES)
 
155,292

 
BARON DISCOVERY FUND RETAIL CLASS
 
201,676

 
BARON EMERGING MARKETS FUND RETAIL CLASS
 
71,110

 
BARON GROWTH FUND RETAIL CLASS
 
105,756

 
BARON PARTNERS FUND RETAIL CLASS
 
3,095

 
BARON REAL ESTATE FUND RETAIL CLASS
 
81,745

 
BARON SMALL-CAP FUND RETAIL CLASS
 
213,559

 
BBH CORE SELECT FUND CLASS N
 
42,020

 
BECKER VALUE EQUITY FUND RETAIL CLASS
 
2,482

 
BIOTECHNOLOGY ULTRASECTOR PROFUND (INVESTOR SHARES)
 
358,940

 
BIOTECHNOLOGY ULTRASECTOR PROFUND (SERVICE SHARES)
 
5,457

 
BLACKROCK ADVANTAGE LARGE CAP CORE FUND CLASS A
 
10,266

 
BLACKROCK ADVANTAGE LARGE CAP CORE FUND INSTUTIONAL CLASS
 
62,614

 
BLACKROCK ADVANTAGE SMALL CAP GROWTH FUND CLASS A
 
19,156

 
BLACKROCK ENERGY & RESOURCES PORTFOLIO CLASS A
 
199

 
BLACKROCK EQUITY DIVIDEND FUND INST CLASS
 
58,224

 
BLACKROCK EQUITY DIVIDEND FUND SERVICE CLASS
 
172,800

 
BLACKROCK GLOBAL DIVIDEND PORTFOLIO FUND CLASS A
 
3,150

 
BLACKROCK HEALTH SCIENCES OPPORTUNITIES FUND CLASS A
 
2,481

 
BLACKROCK HEALTH SCIENCES OPPORTUNITIES FUND SERVICE CLASS
 
7,853


41


 
BLACKROCK HIGH YIELD BOND FUND SERVICE SHARES
 
59,168

 
BLACKROCK ISHARES S&P 500 INDEX FUND CLASS A
 
1,715

 
BLACKROCK LATIN AMERICA FUND CLASS A
 
1,216

 
BLACKROCK MULTI-ASSET INCOME PORTFOLIO FD INST CL
 
25,816

 
BLACKROCK NATURAL RESOURCES TRUST FUND CLASS A
 
5,767

 
BLACKROCK STRATEGIC INCOME OPPT PORTFOLIO FUND CL A
 
52,508

 
BMO TARGET RETIREMENT 2030 FUND CLASS Y
 
10,240

 
BOSTON PARTNERS ALL-CAP VALUE FUND INVESTOR
 
22,298

 
BRIDGEWAY AGGRESSIVE INVESTORS 1
 
69,562

 
BROADVIEW OPPORTUNITY FUND
 
19,591

 
BROWN CAPITAL SMALL COMPANY FUND INVESTOR CLASS
 
19,175

 
BUFFALO DISCOVERY FUND
 
18,739

 
BUFFALO FLEXIBLE INCOME FUND
 
7,727

 
BUFFALO HIGH-YIELD FUND
 
179,187

 
BUFFALO MID-CAP FUND
 
26,876

 
BUFFALO SMALL-CAP FUND
 
18,930

 
CALAMOS INTERNATIONAL GROWTH FUND CLASS A
 
112,365

 
CALVERT EQUITY FUND CLASS A
 
538

 
CAMBIAR GLOBAL ULTRA FOCUS FUND INVESTOR CLASS
 
3,464

 
CAPITAL INCOME BUILDER FUND CLASS A
 
42,931

 
CAPITAL INCOME BUILDER FUND CLASS F-1
 
39,699

 
CAPITAL INCOME BUILDER FUND CLASS R5
 
101,008

 
CAPITAL WORLD BOND FUND CLASS R5
 
14,858

 
CAPITAL WORLD GROWTH & INCOME FUND CLASS A
 
14,867

 
CAPITAL WORLD GROWTH & INCOME FUND CLASS F-1
 
11,903

 
CAPITAL WORLD GROWTH & INCOME FUND CLASS R5
 
58,575

 
CARILLON REAMS CORE BOND FUND CLASS I
 
2,681

 
CARILLON SCOUT INTERNATIONAL FUND CLASS I
 
15,551

 
CARILLON SCOUT MID CAP FUND CLASS I
 
357,534

 
CAUSEWAY INTL VALUE FUND (INVESTOR) CLASS
 
5,646

 
CLEARBRIDGE AGGRESSIVE GROWTH FUND CLASS I
 
85,228

 
CLEARBRIDGE TACTICAL DIVIDEND INCOME FUND CLASS I
 
19,342

 
COHEN & STEERS GLOB INFRASTRUCTURE FUND CLASS A
 
2,026

 
COHEN & STEERS PREFERRED SECURITIES INCOME FUND CLASS I
 
87,354

 
COHEN & STEERS REAL ESTATE SECURITIES FUND CLASS I
 
32,674

 
COHEN & STEERS REALTY SHARES
 
89,041

 
COLUMBIA ACORN INTERNATIONAL FUND CLASS A
 
59,366

 
COLUMBIA CONTRARIAN CORE FUND INSTITUTIONAL CLASS
 
13,500

 
COLUMBIA DIVIDEND INCOME FUND CLASS A
 
70,942

 
COLUMBIA EMERGING MARKETS FUND INSTITUTIONAL CLASS
 
18,334

 
COLUMBIA GLOBAL ENERGY AND NATURAL RESOURCES FUND INSTITUTIONAL CLASS
 
22,403

 
COLUMBIA INCOME BUILDER FUND CLASS A
 
35,468

 
COLUMBIA MID CAP GROWTH FUND INSTITUTIONAL CLASS
 
52,403

 
COLUMBIA MID CAP VALUE FUND CLASS A
 
8,230

 
COLUMBIA OVERSEAS VALUE FUND INSTITUTIONAL CLASS
 
5,916

 
COLUMBIA SELECT LARGE CAP GROWTH FUND INSTITUTIONAL CLASS
 
47,133

 
COLUMBIA SELIGMAN COMMUNICATIONS AND INFORMATION FD CL A
 
1,922

 
COLUMBIA SMALL CAP GROWTH FUND I INSTITUTIONAL CLASS
 
41,324

 
COLUMBIA SMALL CAP VALUE FUND II CLASS A
 
6,236

 
CONESTOGA SMALL CAP FUND INVESTOR CLASS
 
30,310

 
CONSUMER SERVICES ULTRASECTOR PROFUND (INVESTOR SHARES)
 
73,933

 
CONSUMER SERVICES ULTRASECTOR PROFUND (SERVICE SHARES)
 
11,042

 
CRM MID CAP VALUE INVESTOR SHARES
 
2,283

 
CULLEN HIGH DIVIDEND EQUITY FUND RETAIL CLASS
 
38,613

 
DAVIS NEW YORK VENTURE CLASS A
 
89,267

 
DAVIS NEW YORK VENTURE CLASS Y
 
32,493

 
DELAWARE DIVERSIFIED INCOME FUND CLASS I
 
35,902

 
DEUTSCHE ENHANCED COMMODITY STRATEGY FUND CLASS S
 
19,281

 
DIAMOND HILL LARGE CAP FUND CLASS I
 
337,306

 
DIAMOND HILL SMALL CAP FUND CLASS I
 
146,429

 
DIAMOND HILL SMALL-MID CAP FUND CLASS A
 
16,214

 
DIREXION MONTHLY NASDAQ 100 BULL 2X FUND
 
6,129

 
DIREXION MONTHLY S&P 500 BULL 2X FUND
 
25,467

 
DODGE & COX BALANCED FUND
 
71,290

 
DODGE & COX GLOBAL STOCK FUND
 
7,909

 
DODGE & COX INCOME FUND
 
228,810

 
DODGE & COX INTERNATIONAL FUND
 
297,362

 
DODGE & COX INTERNATIONAL STOCK FUND OPEN-END FUND
 
76,036,445

 
DODGE & COX STOCK FUND
 
220,319

 
DOUBLELINE TOTAL RETURN BOND FUND CLASS I
 
46,939


42


 
DOUBLELINE TOTAL RETURN BOND FUND CLASS N
 
69,417

 
DREYFUS APPRECIATION FUND
 
64,609

 
DREYFUS BOND MARKET INDEX FUND (INVESTOR CLASS)
 
5,339

 
DREYFUS INTERNATIONAL BOND FUND CLASS C
 
2,171

 
DREYFUS MID-CAP INDEX FUND
 
96,543

 
DREYFUS OPPORTUNISTIC MIDCAP VALUE FD CL I
 
32,453

 
DREYFUS S & P 500 INDEX FUND
 
80,760

 
DREYFUS SMALL-CAP STOCK INDEX FUND
 
33,042

 
DRIEHAUS EMERGING MARKETS GROWTH FUND INVESTOR CLASS
 
464,428

 
EATON VANCE FLOATING-RATE ADVANTAGE FD ADV CL
 
51,870

 
EDGEWOOD GROWTH FUND RETAIL CLASS
 
317,707

 
EMERALD BANKING AND FINANCE FUND INSTL CLASS
 
6,628

 
EUROPACIFIC GROWTH FUND CLASS F-1
 
29,388

 
EUROPACIFIC GROWTH FUND CLASS F-2
 
27,091

 
EUROPACIFIC GROWTH FUND CLASS R5
 
14,275

 
EUROPE 30 PROFUND (INVESTOR SHARES)
 
699

 
FEDERATED EQUITY INCOME FUND, INC. CLASS R
 
2,013

 
FEDERATED GLOBAL TOTAL RETURN BOND FUND CLASS A
 
4,740

 
FEDERATED HIGH YIELD TRUST SS
 
79,193

 
FEDERATED STRATEGIC VALUE DIVIDEND FUND CL A
 
13,020

 
FIDELITY 500 INDEX FUND INVESTOR CLASS
 
628,032

 
FIDELITY 500 INDEX FUND PREMIUM CLASS
 
1,772,973

 
FIDELITY ADVISOR (FOCUS) HEALTH CARE FUND CLASS I
 
48,482

 
FIDELITY ADVISOR BIOTECHNOLOGY FUND CLASS A
 
160,182

 
FIDELITY ADVISOR BIOTECHNOLOGY FUND CLASS C
 
3,892

 
FIDELITY ADVISOR BIOTECHNOLOGY FUND CLASS I
 
17,789

 
FIDELITY ADVISOR CHINA REGION CLASS A
 
8,013

 
FIDELITY ADVISOR EMERGING ASIA FUND CLASS I
 
16,418

 
FIDELITY ADVISOR EMERGING MARKETS INCOME FUND CLASS I
 
32,634

 
FIDELITY ADVISOR FREEDOM 2050 FUND CLASS I
 
117,432

 
FIDELITY ADVISOR GOLD FUND CLASS A
 
9,306

 
FIDELITY ADVISOR GOLD FUND CLASS I
 
68,741

 
FIDELITY ADVISOR GOVERNMENT INCOME FUND CLASS A
 
15,920

 
FIDELITY ADVISOR HIGH INCOME ADVANTAGE FUND CLASS I
 
2,979

 
FIDELITY ADVISOR INTERNATIONAL SMALL CAP FUND CLASS A
 
17,617

 
FIDELITY ADVISOR LARGE CAP FUND CLASS A
 
49,717

 
FIDELITY ADVISOR MID CAP VALUE FUND CLASS A
 
29,249

 
FIDELITY ADVISOR NEW INSIGHTS FUND CLASS I
 
50,384

 
FIDELITY ADVISOR REAL ESTATE INCOME FUND CLASS I
 
26,011

 
FIDELITY ADVISOR SMALL-CAP VALUE FUND CLASS I
 
34,457

 
FIDELITY BALANCED FUND
 
128,848

 
FIDELITY BLUE CHIP GROWTH FUND
 
404,379

 
FIDELITY CANADA FUND
 
148,187

 
FIDELITY CAPITAL AND INCOME FUND
 
55,736

 
FIDELITY CAPITAL APPRECIATION FUND
 
3,310

 
FIDELITY CHINA REGION FUND
 
23,390

 
FIDELITY CONTRA FUND
 
645,682

 
FIDELITY DIVERSIFIED INTERNATIONAL FUND
 
2,282

 
FIDELITY EMERGING ASIA FUND
 
9,611

 
FIDELITY EMERGING MARKETS FUND
 
45,373

 
FIDELITY EXTENDED MARKET INDEX FUND INVESTOR CLASS
 
31,227

 
FIDELITY FLOATING RATE HIGH INCOME FUND
 
42,423

 
FIDELITY FOCUSED HIGH INCOME FUND
 
210,087

 
FIDELITY FREEDOM 2035 FUND
 
25,971

 
FIDELITY GLOBAL COMMODITY STOCK FUND
 
4,222

 
FIDELITY GNMA FUND
 
17,381

 
FIDELITY GROWTH STRATEGIES FUND
 
108,790

 
FIDELITY HIGH INCOME FUND
 
2,528

 
FIDELITY INFLATION PROTECTED BOND FUND
 
42,514

 
FIDELITY INFLATION PROTECTED BOND INDEX FUND PREMIUM CLASS
 
25,696

 
FIDELITY INTERM TREAS BOND INDEX FD PREMIUM CLASS
 
36,373

 
FIDELITY INTERMED BOND FUND
 
1,941

 
FIDELITY INTERNATIONAL DISCOVERY FUND
 
19,480

 
FIDELITY INTERNATIONAL GROWTH FUND
 
44,892

 
FIDELITY INT'L INDEX FUND INVESTOR CLASS
 
204,599

 
FIDELITY INT'L INDEX FUND PREMIUM CLASS
 
92,981

 
FIDELITY JAPAN SMALL COMPANIES FUND
 
1,848

 
FIDELITY LATIN AMERICA FUND
 
44,791

 
FIDELITY LEVERAGED COMPANY STOCK FUND
 
239,769

 
FIDELITY LONG-TERM TREASURY BOND INDEX FUND PREMIUM CLASS
 
104,518


43


 
FIDELITY LOW PRICED STOCK FUND
 
181,155

 
FIDELITY MAGELLAN FUND
 
2,700

 
FIDELITY MID CAP ENHANCED INDEX FUND
 
40,905

 
FIDELITY NASDAQ COMPOSITE INDEX FUND
 
46,567

 
FIDELITY NEW MARKETS INCOME
 
279,651

 
FIDELITY NEW MILLENIUM FUND
 
89,526

 
FIDELITY OHIO MUNICIPAL INCOME FUND
 
17,069

 
FIDELITY OTC PORTFOLIO
 
303,823

 
FIDELITY OVERSEAS FUND
 
192,794

 
FIDELITY PURITAN FUND
 
15,640

 
FIDELITY REAL ESTATE INCOME FUND
 
2,519

 
FIDELITY REAL ESTATE INVESTMENT PORTFOLIO
 
58,852

 
FIDELITY SELECT BANKING PORTFOLIO
 
89,084

 
FIDELITY SELECT BIOTECHNOLOGY FUND
 
689,362

 
FIDELITY SELECT BROKERAGE MANAGEMENT FUND
 
17,929

 
FIDELITY SELECT CHEMICAL PORTFOLIO FUND
 
54,059

 
FIDELITY SELECT COMPUTER FUND
 
25,899

 
FIDELITY SELECT CON- STRUCTION & HOUSING FUND
 
9,685

 
FIDELITY SELECT CONSUMER STAPLES FUND
 
96,518

 
FIDELITY SELECT CYCLICAL INDUSTRIES
 
25,944

 
FIDELITY SELECT DEFENSE & AEROSPACE FUND
 
103,878

 
FIDELITY SELECT ENERGY PORTFOLIO
 
129,610

 
FIDELITY SELECT ENERGY SERVICES FUND
 
3,096

 
FIDELITY SELECT FINANCIAL SERVICES PORTFOLIO FUND
 
26,457

 
FIDELITY SELECT GOLD FUND
 
33,927

 
FIDELITY SELECT HEALTH CARE FUND
 
80,138

 
FIDELITY SELECT INSURANCE FUND
 
24,633

 
FIDELITY SELECT IT SERVICES
 
145,672

 
FIDELITY SELECT LEISURE PORTFOLIO FD
 
85,590

 
FIDELITY SELECT MATERIALS
 
88,729

 
FIDELITY SELECT MEDICAL EQUIPMENT & SYSTEMS FUND
 
326,422

 
FIDELITY SELECT NATURAL GAS FUND
 
13,694

 
FIDELITY SELECT NATURAL RESOURCES
 
13,661

 
FIDELITY SELECT PHARMACEUTICALS PORTFOLIO
 
62,180

 
FIDELITY SELECT RETAILING FUND
 
21,835

 
FIDELITY SELECT SEMICONDUCTORS PORTFOLIO
 
28,074

 
FIDELITY SELECT SOFTWARE AND IT SERVICES PORTFOLIO
 
162,954

 
FIDELITY SELECT TECH NOLOGY PORTFOLIO FD
 
121,225

 
FIDELITY SELECT TRANSPORTATION FUND
 
55,398

 
FIDELITY SELECT UTILITIES PORTFOLIO FUND
 
7,900

 
FIDELITY SELECT WIRELESS PORTFOLIO
 
2,100

 
FIDELITY SHORT-TERM TREASURY BOND INDEX FUND PREMIUM CLASS
 
46,789

 
FIDELITY SMALL CAP DISCOVERY FUND
 
134,530

 
FIDELITY SMALL CAP ENHANCED INDEX FUND
 
44,006

 
FIDELITY SMALL-CAP GROWTH FUND
 
182,084

 
FIDELITY SMALL-CAP VALUE FUND
 
49,406

 
FIDELITY STRATEGIC DIVIDEND & INCOME FUND
 
95,979

 
FIDELITY STRATEGIC INCOME FUND
 
4,932

 
FIDELITY TELECOM AND UTILITIES FUND
 
66,180

 
FIDELITY TOTAL BOND FUND
 
113,233

 
FIDELITY TOTAL MARKET INDEX FUND PREMIUM CLASS
 
114,204

 
FIDELITY TREND FUND
 
10,909

 
FIDELITY U.S. BOND INDEX FUND INVESTOR CLASS
 
263,418

 
FIDELITY VALUE FUND
 
38,495

 
FIDELITY VALUE STRATEGIES FUND
 
81,994

 
FINANCIAL ULTRASECTOR PROFUND (INVESTOR SHARES)
 
6,793

 
FIRST EAGLE GLOBAL FUND CLASS A
 
75,372

 
FIRST EAGLE GOLD FUND CLASS A
 
43,818

 
FMI INTERNATIONAL FUND
 
22,951

 
FMI LARGE CAP FUND
 
226,264

 
FPA CRESCENT PORTFOLIO
 
231,547

 
FRANKLIN DYNATECH FUND CLASS A
 
98,194

 
FRANKLIN GOLD AND PRECIOUS METALS FUND CLASS A
 
13,690

 
FRANKLIN INCOME FUND CLASS A
 
89,690

 
FRANKLIN MODERATE ALLOCATION FUND CLASS A
 
5,733

 
FRANKLIN MUTUAL GLOBAL DISCOVERY FUND CLASS Z
 
4,580

 
FRANKLIN RISING DIVIDENDS FD CLASS A
 
112,965

 
FUNDAMENTAL INVESTORS CLASS A
 
47,412

 
FUNDAMENTAL INVESTORS CLASS F-1
 
14,150

 
FUNDAMENTAL INVESTORS CLASS F-2
 
18,749


44


 
FUNDAMENTAL INVESTORS CLASS R4
 
10,271

 
FUNDAMENTAL INVESTORS CLASS R5
 
156,598

 
FUNDAMENTAL INVESTORS CLASS R6
 
52,869

 
FUNDX CONSERVATIVE UPGRADER FUND
 
7,985

 
FUNDX FLEXIBLE INCOME FUND
 
9,643

 
GABELLI EQUITY INCOME FUND CLASS AAA
 
47,366

 
GABELLI FOCUS FIVE FUND CLASS AAA
 
21,528

 
GABELLI GOLD FUND CLASS AAA
 
21,608

 
GABELLI SMALL-CAP GROWTH FUND
 
9,375

 
GABELLI UTILITIES FUND CLASS AAA
 
47,695

 
GATEWAY FUND CLASS A
 
64,114

 
GLENMEDE LARGE CAP CORE PORTFOLIO
 
13,196

 
GLENMEDE LARGE CAP GROWTH PORTFOLIO
 
1,857,598

 
GLENMEDE SMALL CAP EQUITY ADVISOR CLASS
 
2,941

 
GOLDMAN SACHS GROWTH STRATEGY PORTFOLIO CLASS A
 
10,491

 
GOLDMAN SACHS LARGE CAP GROWTH INSIGHTS FUND CLASS A
 
4,068

 
GOLDMAN SACHS STRATEGIC INCOME FUND CLASS A
 
78,058

 
GOLDMAN SACHS TECHNOLOGY OPPORTUNITIES FUND CLASS A
 
5,627

 
GRANDEUR PEAK EMERGING MARKETS OPPORTUNITIES FUND INVESTOR CLASS
 
2,925

 
GRANDEUR PEAK GLOBAL OPPORTUNITIES FUND INVESTOR CLASS
 
21,011

 
GREENSPRING FUND
 
78,634

 
GUGGENHEIM FLOATING RATE FUND CLASS P
 
29,329

 
GUINNESS ATKINSON ALTERNATIVE ENERGY FUND
 
29,228

 
GUINNESS ATKINSON GLOBAL ENERGY FUND
 
102,780

 
GUINNESS ATKINSON GLOBAL INNOVATORS FUND
 
20,399

 
HARBOR CAPITAL APPRECIATION FUND
 
795,979

 
HARBOR CAPITAL APPRECIATION FUND INVESTOR CLASS
 
102,007

 
HARBOR HIGH YIELD BOND FUND INSTL CLASS
 
24,900

 
HARBOR INTERNATIONAL FUND INSTITUTIONAL CLASS
 
44,000

 
HARBOR INTERNATIONAL FUND INVESTOR CLASS
 
325,689

 
HARBOR REAL RETURN FUND INSTITUTIONAL CLASS
 
124,138

 
HARDING LOEVNER GLOBAL EQUITY PORTFOLIO ADVISOR CLASS
 
6,507

 
HARDING LOEVNER INTERNATIONAL EQUITY FD INVEST CL
 
94,508

 
HARDING LOEVNER INTL SMALL COMPANY PORTFOLIO INVESTOR CLASS
 
315,808

 
HARTFORD SCHRODERS U.S. SMALL MID CAP OPPORTUNITIES FUND CLASS I
 
4,802

 
HEARTLAND VALUE PLUS FUND
 
11,301

 
HENNESSY CORNERSTONE MID CAP 30 FUND INSTITUTIONAL CLASS
 
20,906

 
HENNESSY CORNERSTONE MID CAP 30 FUND INVESTOR CLASS
 
68,738

 
HENNESSY CORNERSTONE VALUE FUND INVESTOR CLASS
 
17,015

 
HENNESSY GAS UTILITY INDEX FUND INVESTOR CLASS
 
84,533

 
HENNESSY JAPAN SMALL CAP FUND INVESTOR CLASS
 
18,863

 
HENNESSY LARGE CAP FINANCIAL FUND INVESTOR CLASS
 
14,669

 
HENNESSY SMALL CAP FINANCIAL FUND INVESTOR CLASS
 
4,636

 
HODGES FUND RETAIL CLASS
 
34,984

 
HOMESTEAD SMALL-COMPANY STOCK FUND
 
73,746

 
HOTCHKIS & WILEY MID-CAP VALUE FUND CLASS A
 
13,854

 
HUSSMAN STRATEGIC GROWTH FUND
 
56,032

 
HUSSMAN STRATEGIC INTERNATIONAL FUND
 
19,008

 
HUSSMAN STRATEGIC TOTAL RETURN FUND
 
35,676

 
ICON ENERGY FUND CLASS S
 
91,609

 
ICON NATURAL RESOURCES FUND CLASS S
 
33,432

 
INDUSTRIALS ULTRASECTOR PROFUND (INVESTOR SHARES)
 
78,429

 
INTERNATIONAL GROWTH AND INCOME FUND CLASS A
 
7,967

 
INTERNATIONAL GROWTH AND INCOME FUND CLASS F-1
 
30,665

 
INTERNET ULTRASECTOR PROFUND (INVESTOR SHARES)
 
5,955

 
INVESCO AMERICAN FRANCHISE FUND CLASS A
 
2,780

 
INVESCO DIVERSIFIED DIVIDEND FUND CLASS A
 
8,628

 
INVESCO DIVERSIFIED DIVIDEND FUND CLASS Y
 
9,317

 
INVESCO DIVERSIFIED DIVIDEND FUND INVESTOR CLASS
 
53,015

 
INVESCO ENERGY FUND CLASS A
 
4,100

 
INVESCO EUROPEAN GROWTH FUND CLASS Y
 
58,454

 
INVESCO EUROPEAN GROWTH FUND INVESTOR CLASS
 
4,189

 
INVESCO GLOBAL HEALTH CARE FUND CLASS A
 
25,248

 
INVESCO GOLD AND PRECIOUS METALS FUND CLASS C
 
450

 
INVESCO GOLD AND PRECIOUS METALS FUND CLASS Y
 
66,998

 
INVESCO GREATER CHINA FUND CLASS A
 
1,345

 
INVESCO MID CAP CORE EQUITY FUND CLASS A
 
7,465

 
INVESCO MID CAP CORE EQUITY FUND CLASS Y
 
22,354

 
INVESCO MUNICIPAL INCOME FUND INVESTOR CLASS
 
4,868

 
IVA INTERNATIONAL FUND CLASS A
 
93,025


45


 
IVA INTERNATIONAL FUND CLASS I
 
121,063

 
IVA WORLDWIDE FUND CLASS A
 
7,165

 
IVY ASSET STRATEGY FUND CLASS I
 
109,401

 
IVY HIGH INCOME FUND CLASS I
 
13,059

 
IVY INTERNATIONAL CORE EQUITY FUND CLASS A
 
145,007

 
IVY INTERNATIONAL CORE EQUITY FUND CLASS I
 
33,211

 
IVY SCIENCE AND TECHNOLOGY FUND CLASS A
 
1,361

 
IVY SCIENCE AND TECHNOLOGY FUND CLASS I
 
2,927

 
JAMES BALANCED GOLDEN RAINBOW FUND
 
95,853

 
JANUS HENDERSON CONTRARIAN FUND CLASS T
 
11,576

 
JANUS HENDERSON ENTERPRISE FUND CLASS T
 
729,436

 
JANUS HENDERSON EUROPEAN FOCUS FUND CLASS I
 
2,389

 
JANUS HENDERSON FLEXIBLE BOND FUND CLASS T
 
9,628

 
JANUS HENDERSON FUND CLASS R
 
6,678

 
JANUS HENDERSON GLOBAL LIFE SCIENCES FUND CLASS I
 
11,097

 
JANUS HENDERSON GLOBAL LIFE SCIENCES FUND CLASS T
 
50,870

 
JANUS HENDERSON GLOBAL SELECT FUND CLASS T
 
15,217

 
JANUS HENDERSON GLOBAL TECHNOLOGY FUND CLASS T
 
4,668

 
JANUS HENDERSON GLOBAL UNCONSTRAINED BOND FUND CLASS T
 
2,602

 
JANUS HENDERSON INTERNATIONAL OPPORTUNITIES FUND CLASS A
 
124,963

 
JANUS HENDERSON MID CAP VALUE FUND CLASS S
 
4,678

 
JANUS HENDERSON MID CAP VALUE FUND CLASS T
 
84,836

 
JANUS HENDERSON OVERSEAS FUND CLASS T
 
10,500

 
JANUS HENDERSON TRITON FUND CLASS T
 
208,283

 
JENSEN QUALITY GROWTH FUND CLASS J
 
123,594

 
JOHCM EMERGING MARKETS OPPORTUNITIES FUND CLASS II
 
6,386

 
JOHCM INTERNATIONAL SELECT FUND CLASS II
 
12,908

 
JP MORGAN 100% U.S. TREASURY SECS MONEY MARKET FD MORGAN CL
 
431,801

 
JP MORGAN EQUITY INCOME FUND CLASS A
 
62,706

 
JP MORGAN GROWTH ADVANTAGE FUND CLASS A
 
15,546

 
JP MORGAN HEDGED EQUITY FUND CLASS A
 
73,552

 
JP MORGAN INTL VALUE FUND CLASS A
 
—

 
JP MORGAN MID CAP EQUITY FUND CLASS A
 
8,647

 
JP MORGAN MORTGAGE- BACKED SECURITIES FUND CLASS A
 
521

 
JP MORGAN PRIME MONEY MARKET FUND MORGAN CLASS
 
18,151

 
JP MORGAN SMALL CAP EQUITY FUND CLASS A
 
12,766

 
JP MORGAN SMART RETIREMENT INCOME FUND CLASS A
 
8,166

 
JP MORGAN STRATEGIC INCOME OPPORTUNITY FUND CLASS A
 
166,124

 
JP MORGAN U.S. GOVERNMENT MONEY MARKET FD MORGAN CL
 
834,718

 
JPMORGAN INCOME BUILDER FUND CLASS I
 
88,437

 
JPMORGAN INTERNATIONAL EQUITY INCOME FUND CLASS I
 
85,194

 
JPMORGAN INTREPID EUROPEAN FUND CLASS L
 
18,730

 
JPMORGAN LARGE-CAP GROWTH FUND CLASS I
 
1,315

 
KEELEY SMALL CAP VALUE FUND CLASS A
 
35,709

 
LAUDUS INT'L MARKETMASTERS FUND INVESTOR SHARES
 
15,910

 
LAUDUS U.S. LARGE CAP GROWTH FUND
 
29,669

 
LAZARD EMERGING MARKETS EQUITY OPEN SHARES
 
64,934

 
LAZARD GLOBAL LISTED INFRASTRUCTURE PORT INST SHARES
 
24,876

 
LAZARD GLOBAL LISTED INFRASTRUCTURE PORT OPEN SHARES
 
60,514

 
LAZARD INTERNATIONAL STRATEGIC EQUITY FD
 
51,546

 
LAZARD SMALL-CAP PORTFOLIO OPEN SHARES
 
201,286

 
LEUTHOLD GRIZZLY SHORT FUND
 
38,525

 
LIVE OAK HEALTH SCIENCES FUND
 
11,423

 
LOCORR MACRO STRATEGIES FUND CLASS I
 
79,329

 
LOOMIS SAYLES BOND FUND RETAIL CLASS
 
432,258

 
LOOMIS SAYLES CORE PLUS BOND FUND CLASS A
 
53,656

 
LOOMIS SAYLES GLOBAL BOND FUND RETAIL CLASS
 
306,615

 
LORD ABBETT FLOATING RATE FUND CLASS F
 
76,619

 
LORD ABBETT MULTI-ASSET GROWTH FUND CLASS A
 
3,837

 
LORD ABBETT SHORT DURATION INCOME FUND CLASS I
 
314,682

 
MADISON INVESTORS FUND CLASS Y
 
8,447

 
MAINSTAY INCOME BUILDER FUND CLASS I
 
192,505

 
MAINSTAY S & P 500 INDEX FUND CLASS A
 
85,664

 
MARKETFIELD FUND CLASS A
 
20,690

 
MARSICO 21ST CENTURY FUND
 
28,990

 
MARSICO FLEXIBLE CAPITAL FUND
 
34,033

 
MARSICO GROWTH FUND
 
121,874

 
MARSICO INTERNATIONAL OPPORTUNITIES FUND
 
63,249

 
MATTHEW 25 FUND
 
93,496

 
MATTHEWS ASIA DIVIDEND FUND INVESTOR CLASS
 
181,814


46


 
MATTHEWS ASIA GROWTH FUND INVESTOR CLASS
 
9,961

 
MATTHEWS ASIA INNOVATORS FUND INVESTOR CLASS
 
60,517

 
MATTHEWS ASIA SMALL COMPANIES FUND INVESTOR CLASS
 
70,055

 
MATTHEWS ASIAN GROWTH & INCOME FUND INVESTOR CLASS
 
52,504

 
MATTHEWS CHINA FUND INVESTOR CLASS
 
49,944

 
MATTHEWS INDIA FUND INVESTOR CLASS
 
40,509

 
MATTHEWS JAPAN FUND INVESTOR CLASS
 
8,779

 
MATTHEWS KOREA FUND INVESTOR CLASS
 
25,312

 
MATTHEWS PACIFIC TIGER FUND INVESTOR CLASS
 
143,285

 
MERK ABSOLUTE CURRENCY RETURN FUND INVESTOR CLASS
 
10,377

 
MERK HARD CURRENCY FUND INVESTOR CLASS
 
9,304

 
METROPOLITAN WEST ALPHA TRAK 500 FUND CLASS M
 
1,019

 
METROPOLITAN WEST HIGH YIELD BOND FUND CLASS M
 
16,022

 
METROPOLITAN WEST LOW DURATION BOND FUND CLASS M
 
2,538

 
METROPOLITAN WEST TOTAL RETURN BOND FUND CLASS M
 
707,200

 
MFS GROWTH FUND CLASS I
 
14,841

 
MFS GROWTH FUND CLASS R4
 
21,386

 
MFS INTERNATIONAL DIVERSIFICATION FUND CLASS A
 
6,289

 
MFS INTERNATIONAL GROWTH FUND CLASS I
 
23,256

 
MFS INTERNATIONAL VALUE FUND CLASS A
 
6,866

 
MFS RESEARCH FUND CLASS I
 
3,685

 
MFS TOTAL RETURN BOND FUND CLASS R4
 
97,998

 
MFS UTILITIES FUND CLASS I
 
45,428

 
MFS VALUE FUND CLASS I
 
16,792

 
MOTLEY FOOL GREAT AMERICA FUND INVESTOR CLASS
 
79,141

 
MOTLEY FOOL INDEPENDENCE FUND INVESTOR CLASS
 
58,591

 
MSIF GLOBAL INFRASTRUCTURE FUND CLASS A
 
1,572

 
MSIF GLOBAL OPPORTUNITY FUND CLASS A
 
7,498

 
MSIF GROWTH PORTFOLIO FUND CLASS A
 
90,764

 
MSIF TRUST CORE PLUS FIXED INCOME FUND INST CLASS
 
72,230

 
NATIONWIDE FUND CLASS C
 
5,896

 
NATIONWIDE GENEVA SMALL CAP GROWTH FD INSTL SERVICE CLASS
 
2,297

 
NEUBERGER & BERMAN GENESIS TRUST CLASS
 
5,275

 
NEUBERGER BERMAN EQUITY INCOME FUND CLASS A
 
44,144

 
NEUBERGER BERMAN INTERNATIONAL EQUITY FUND INVESTOR CLASS
 
48,187

 
NEUBERGER BERMAN STRATEGIC INCOME FUND TRUST CLASS
 
10,690

 
NEW PERSPECTIVE FUND CLASS A
 
7,140

 
NEW PERSPECTIVE FUND CLASS R6
 
29,073

 
NEW WORLD FUND CLASS A
 
5,675

 
NEW WORLD FUND CLASS R5
 
85,412

 
NEW WORLD FUND CLASS R6
 
6,612

 
NICHOLAS FUND
 
67,001

 
NORTHERN EQUITY INCOME FUND
 
7,307

 
NORTHERN MID-CAP INDEX PORTFOLIO
 
31,628

 
NORTHERN MULTI- MANAGER GLOBAL REAL ESTATE FUND
 
5,155

 
NORTHERN SMALL CAP VALUE FUND
 
13,095

 
NUANCE CONCENTRATED VALUE FUND INSTITUTIONAL CLASS
 
2,248

 
NUVEEN GLOBAL INFRASTRUCTURE FUND CLASS A
 
3,592

 
OAKMARK GLOBAL SELECT FUND INVESTOR CLASS
 
69,728

 
OBERWEIS INTERNATIONAL OPPORTUNITIES FUND
 
3,223

 
OBERWEIS MICRO-CAP FUND
 
5,486

 
OBERWEIS SMALL-CAP OPPORTUNITIES FUND
 
2,528

 
OCM GOLD FUND ADVISOR CLASS
 
25,070

 
OIL & GAS ULTRASECTOR PROFUND (INVESTOR CLASS)
 
37,869

 
OIL & GAS ULTRASECTOR PROFUND (SERVICE CLASS)
 
151,890

 
OPPENHEIMER DEVELOPING MARKETS CLASS A
 
27,522

 
OPPENHEIMER GLOBAL CLASS C
 
18,683

 
OPPENHEIMER INTERNATIONAL BOND FD CL Y
 
16,637

 
OPPENHEIMER INTERNATIONAL GROWTH FUND CLASS I
 
11,777

 
OPPENHEIMER INTERNATIONAL SMALL MID COMPANY FD CL I
 
37,760

 
OPPENHEIMER INTERNATIONAL SMALL MID COMPANY FD CL R
 
6,652

 
OPPENHEIMER STEELPATH MLP ALPHA FUND CLASS Y
 
20,098

 
OPPENHEIMER STEELPATH MLP ALPHA PLUS FUND CLASS Y
 
1,019

 
OPPENHEIMER STEELPATH MLP INCOME FUND CLASS I
 
37,861

 
OPPENHEIMER STEELPATH MLP SELECT 40 FUND CL A
 
42,777

 
O'SHAUGHNESSY MARKET LEADERS VALUE FUND CLASS I
 
15,806

 
PACIFIC FINANCIAL CORE EQUITY FUND INVESTOR CLASS
 
251,614

 
PACIFIC FINANCIAL DYNAMIC ALLOCATION FD INVESTOR CL
 
157,108

 
PACIFIC FINANCIAL EXPLORER FUND INVESTOR CLASS
 
147,838

 
PACIFIC FINANCIAL FLEXIBLE GROWTH & INCOME FD INVESTOR CL
 
62,548


47


 
PACIFIC FINANCIAL INTERNATIONAL FUND INVESTOR CLASS
 
136,919

 
PACIFIC FINANCIAL STRATEGIC CONSERV FUND INVESTOR CLASS
 
87,059

 
PACIFIC FINANCIAL TACTICAL FUND INVESTOR CLASS
 
219,856

 
PACIFIC FUNDS FLOATING RATE INCOME FUND ADVISOR CLASS
 
13,579

 
PARNASSUS CORE EQUITY FUND INVESTOR CLASS
 
743,809

 
PARNASSUS ENDEAVOR FUND
 
83,951

 
PARNASSUS MID-CAP FUND
 
17,750

 
PAX GLOBAL ENVIRONMENTAL MARKETS FUND INDIVIDUAL INVESTOR
 
9,656

 
PAX HIGH YIELD BOND FUND INDIVIDUAL INVESTOR CLASS
 
80,035

 
PEAR TREE POLARIS FOREIGN VALUE FUND ORDINARY SHARES
 
50,201

 
PERMANENT PORTFOLIO FUND CLASS I
 
172,317

 
PIMCO ALL ASSET ALL AUTHORITY FUND CLASS D
 
18,872

 
PIMCO COMMODITIES PLUS STRATEGY FUND CLASS D
 
33,190

 
PIMCO COMMODITY REAL RETURN STRATEGY FUND CL D
 
84,591

 
PIMCO COMMODITY REAL RETURN STRATEGY FUND INSTITUTIONAL CLASS
 
55,509

 
PIMCO DIVIDEND AND INCOME FUND CLASS D
 
50,636

 
PIMCO FOREIGN BOND FUND CLASS D (U.S. DOLLAR-HEDGED)
 
87,385

 
PIMCO FUNDAMENTAL INDEXPLUS AR FUND CLASS D
 
9,652

 
PIMCO FUNDAMENTAL INDEXPLUS AR FUND INSTITUTIONAL CLASS
 
27,526

 
PIMCO INCOME FUND CLASS A
 
85,719

 
PIMCO INCOME FUND CLASS D
 
256,849

 
PIMCO INCOME FUND INSTITUTIONAL CLASS
 
72,004

 
PIMCO INTL STOCKPLUS AR STRATEGY FUND CL D (US DOLLAR HEDGED)
 
183,424

 
PIMCO INVESTMENT GRADE CORPORATE BOND FUND CLASS D
 
50,876

 
PIMCO LONG DURATION TOTAL RETURN FD INSTL CL
 
1,342

 
PIMCO LOW DURATION INCOME FUND CLASS D
 
16,149

 
PIMCO RAE FUNDAMENTAL PLUS FUND CLASS A
 
13,131

 
PIMCO REAL ESTATE REAL RETURN STRATEGY FUND CLASS D
 
8,750

 
PIMCO REAL RETURN FUND CLASS D
 
22,567

 
PIMCO REAL RETURN FUND CLASS P
 
51,365

 
PIMCO REAL RETURN FUND INSTITUTIONAL CLASS
 
28,676

 
PIMCO STOCKPLUS SMALL FUND CLASS D
 
8,516

 
PIMCO STOCKSPLUS ABSOLUTE RETURN FD CLASS P
 
60,318

 
PIMCO TOTAL RETURN CLASS A
 
38,353

 
PIMCO TOTAL RETURN ESG FUND CLASS P
 
22,807

 
PIMCO TOTAL RETURN FUND (ADMIN SHARES)
 
36,930

 
PIMCO TOTAL RETURN FUND CLASS D
 
230,606

 
PIMCO TOTAL RETURN FUND INSTITUTIONAL CLASS
 
422,044

 
PIN OAK EQUITY FUND
 
5,414

 
PIONEER FUNDAMENTAL GROWTH FUND CLASS A
 
11,089

 
PRECIOUS METALS ULTRASECTOR PROFUND (INVESTOR SHARES)
 
31,568

 
PRIMECAP ODYSSEY AGGRESSIVE GROWTH FUND
 
295,889

 
PRIMECAP ODYSSEY GROWTH FUND
 
590,739

 
PRIMECAP ODYSSEY STOCK FUND
 
92,256

 
PRINCIPAL HIGH YIELD CLASS I
 
21,997

 
PRINCIPAL SMALLCAP FUND CLASS C
 
16,538

 
PRUDENTIAL JENNISON EQUITY INCOME FUND CLASS Z
 
42,182

 
PRUDENTIAL JENNISON HEALTH SCIENCES FUND CLASS Z
 
5,517

 
PRUDENTIAL JENNISON UTILITY FUND CLASS C
 
4,172

 
PRUDENTIAL QMA SMALL CAP VALUE FUND CLASS Z
 
8,336

 
PRUDENTIAL SHORT- TERM CORPORATE BOND FUND, INC CLASS Z
 
1,190,014

 
PRUDENTIAL TOTAL RETURN BOND FUND CLASS Z
 
109,186

 
PUTNAM DIVERSIFIED INCOME TRUST FUND CLASS A
 
21,715

 
PUTNAM EQUITY SPECTRUM FUND CLASS A
 
334

 
PUTNAM GLOBAL HEALTH CARE FUND CLASS A
 
5,081

 
PUTNAM SMALL CAP VALUE FUND CLASS Y
 
2,132

 
QS U.S. SMALL CAPITALIZATION EQUITY FUND CLASS I
 
25,537

 
RBC MICROCAP VALUE FUND CLASS I
 
20,097

 
RED OAK TECHNOLOGY SELECT PORTFOLIO
 
32,788

 
RICE HALL JAMES SMALL CAP PORTFOLIO INSTITUTIONAL CLASS
 
25,732

 
RISING RATES OPPORTUNITY 10 PROFUND (INVESTOR SHARES)
 
155,023

 
RISING RATES OPPORTUNITY PROFUND (INVESTOR SHARES)
 
59,709

 
RMB MENDON FINANCIAL LNG/SHRT FUND CLASS A
 
40,892

 
RMB MENDON FINANCIAL SERVICES FUND CLASS A
 
14,712

 
ROYCE INTERNATIONAL PREMIER FUND SERVICE CLASS
 
2,001

 
ROYCE OPPORTUNITY FUND INVESTMENT CLASS
 
30,736

 
ROYCE OPPORTUNITY FUND SERVICE CLASS
 
116,752

 
ROYCE PENNSYLVANIA MUTUAL FUND SERVICE CLASS
 
6,464

 
ROYCE PREMIER FUND SERVICE CLASS
 
12,143

 
ROYCE SMALLER COMPANIES GROWTH FUND SERVICE CLASS
 
155,288


48


 
ROYCE SPECIAL EQUITY FUND INVESTMENT CLASS
 
59,453

 
ROYCE TOTAL RETURN FUND INVESTMENT CLASS
 
8,325

 
RUSSELL GLOBAL INFRASTRUCTURE FUND CLASS A
 
1,269

 
RYDEX BIOTECHNOLOGY FUND (INVESTOR CLASS)
 
97,611

 
RYDEX CONSUMER PRODUCTS FUND (INVESTOR CLASS)
 
19,871

 
RYDEX ELECTRONICS FUND (INVESTOR CLASS)
 
27,993

 
RYDEX FINANCIAL SERVICES FUND (INVESTOR CLASS)
 
2,885

 
RYDEX INVERSE DOW 2X STRATEGY FUND CLASS A
 
7,686

 
RYDEX INVERSE DOW 2X STRATEGY FUND CLASS C
 
11,685

 
RYDEX INVERSE DOW 2X STRATEGY FUND CLASS H
 
153

 
RYDEX INVERSE HIGH YIELD STRATEGY FUND CLASS C
 
16,243

 
RYDEX INVERSE S&P 500 2X STRATEGY FUND CLASS A
 
2,780

 
RYDEX INVERSE S&P 500 STRATEGY FUND INVESTOR CLASS
 
193,905

 
RYDEX MONTHLY REBALANCE NASDAQ 100 2X STRATEGY FUND CLASS H
 
64,831

 
RYDEX NASDAQ-100 2X STRATEGY FUND CLASS A
 
92,729

 
RYDEX NASDAQ-100 2X STRATEGY FUND CLASS H
 
16,174

 
RYDEX NASDAQ-100 FUND INVESTOR CLASS
 
21,329

 
RYDEX PRECIOUS METALS FUND (INVESTOR CLASS)
 
16,966

 
RYDEX RUSSELL 2000 2X STRATEGY FUND CLASS H
 
106,846

 
RYDEX S&P SMALLCAP 600 PURE VALUE FUND CLASS H
 
50,289

 
SALIENT SELECT INCOME FUND INVESTOR CLASS
 
40,071

 
SARATOGA HEALTH & BIOTECHNOLOGY FUND CLASS A
 
3,228

 
SCHNEIDER CAPITAL SMALL CAP VALUE FUND
 
36,677

 
SCHWAB DIVIDEND EQUITY FUND
 
5,650

 
SCHWAB FUNDAMENTAL INTERNATIONAL SMALL COMPANY INDEX FUND
 
61,552

 
SCHWAB FUNDAMENTAL U.S. LARGE COMPANY INDEX FUND
 
115,699

 
SCHWAB FUNDAMENTAL U.S. SMALL COMPANY INDEX FUND
 
24,131

 
SCHWAB HEALTH CARE FUND
 
40,794

 
SCHWAB INTERNATIONAL CORE EQUITY FUND
 
41,590

 
SCHWAB MARKET TRACK CONSERVATIVE PORTFOLIO
 
2,404

 
SCHWAB S&P 500 INDEX FUND
 
890,281

 
SCHWAB TOTAL STOCK MARKET INDEX FUND
 
567

 
SELECTED INTERNATIONAL FUND CLASS S
 
19,192

 
SEMICONDUCTOR ULTRASECTOR PROFUND (INVESTOR SHARES)
 
82,326

 
SEXTANT INTERNATIONAL FUND
 
993,114

 
SHELTON NASDAQ 100 INDEX FUND
 
12,505

 
SHORT NASDAQ-100 PROFUND (INVESTOR SHARES)
 
1,167

 
SHORT PRECIOUS METALS PROFUND INVESTOR SHARES
 
253

 
SIT U.S. GOVERNMENT SECURITIES FUND
 
4,923

 
SMALL-CAP WORLD FUND CLASS R5
 
66,131

 
SMALL-CAP WORLD FUND CLASS R6
 
30,015

 
SMEAD VALUE FUND INVESTOR CLASS
 
29,933

 
SOUND MIND DYNAMIC ALLOCATION FUND
 
28,566

 
SOUND MIND INVESTING FUND
 
129,209

 
SOUND SHORE FUND INVESTOR CLASS
 
168,519

 
SSGA DYNAMIC SMALL CAP FUND CLASS N
 
26,944

 
SSGA S & P 500 INDEX FUND CLASS N
 
17,333

 
SYMONS VALUE INSTITUTIONAL FUND
 
15,910

 
T ROWE DIVERSIFIED MID-CAP GROWTH FUND
 
10,387

 
T ROWE PRICE AFRICA AND MIDDLE EAST FUND
 
2,819

 
T ROWE PRICE BLUE CHIP GROWTH
 
141,855

 
T ROWE PRICE BLUE CHIP GROWTH - ADVISOR CLASS
 
102,908

 
T ROWE PRICE BLUE CHIP GROWTH FUND CLASS R
 
183,651

 
T ROWE PRICE CAP APPRECIATION FUND ADVISOR CLASS
 
263,476

 
T ROWE PRICE CAPITAL APPRECIATION
 
590,493

 
T ROWE PRICE CAPITAL OPPORTUNITY FUND, INC
 
199,424

 
T ROWE PRICE DIVIDEND GROWTH
 
48,729

 
T ROWE PRICE DIVIDEND GROWTH FUND ADVISOR CLASS
 
42,250

 
T ROWE PRICE EMERGING EUROPE FUND
 
6,177

 
T ROWE PRICE EMERGING MARKETS BOND
 
137,997

 
T ROWE PRICE EMERGING MARKETS STOCK
 
155,412

 
T ROWE PRICE EQUITY INCOME
 
256,854

 
T ROWE PRICE EQUITY INCOME - ADVISOR CLASS
 
6,628

 
T ROWE PRICE EQUITY INDEX 500
 
75,150

 
T ROWE PRICE FLOATING RATE FUND ADVISOR CLASS
 
35,471

 
T ROWE PRICE GLOBAL MULTI-SECTOR BOND FUND
 
121,479

 
T ROWE PRICE GLOBAL STOCK
 
101,051

 
T ROWE PRICE GLOBAL TECHNOLOGY
 
631,538

 
T ROWE PRICE GROWTH STOCK
 
384,178

 
T ROWE PRICE HEALTH SCIENCES
 
225,865


49


 
T ROWE PRICE HIGH YIELD
 
12,188

 
T ROWE PRICE INFLATION PROTECTED BOND FUND
 
86,295

 
T ROWE PRICE INTERNATIONAL BOND
 
55,031

 
T ROWE PRICE INTERNATIONAL DISCOVERY
 
259,615

 
T ROWE PRICE INTERNATIONAL EQUITY INDEX
 
35,406

 
T ROWE PRICE JAPAN FUND
 
31,198

 
T ROWE PRICE LATIN AMERICA
 
4,818

 
T ROWE PRICE MEDIA & TELECOMMUNICATION
 
265,461

 
T ROWE PRICE MID CAP GROWTH - ADVISOR CLASS
 
13,930

 
T ROWE PRICE MID-CAP GROWTH
 
114,986

 
T ROWE PRICE NEW AMERICA GROWTH
 
47,340

 
T ROWE PRICE NEW AMERICA GROWTH FUND ADVISOR CLASS
 
19,283

 
T ROWE PRICE NEW ASIA
 
26,879

 
T ROWE PRICE NEW ERA
 
68,644

 
T ROWE PRICE NEW HORIZONS
 
29,463

 
T ROWE PRICE PERSONAL STRATEGY INCOME
 
1,951

 
T ROWE PRICE QM U.S. SMALL CAP GROWTH EQUITY FUND
 
187,785

 
T ROWE PRICE REAL ESTATE
 
25,117

 
T ROWE PRICE REAL ESTATE FUND ADVISOR CLASS
 
31,562

 
T ROWE PRICE RETIREMENT 2025 FUND
 
10,168

 
T ROWE PRICE RETIREMENT 2030 FUND
 
—

 
T ROWE PRICE RETIREMENT 2040 FUND
 
12,234

 
T ROWE PRICE RETIREMENT 2045 FUND
 
12,231

 
T ROWE PRICE SHORT- TERM BOND
 
151,048

 
T ROWE PRICE SMALL- CAP VALUE
 
99,904

 
T ROWE PRICE VALUE
 
5,114

 
TANAKA GROWTH FUND CLASS R
 
15,299

 
TCW EMERGING MARKETS INCOME FD CL I
 
60,794

 
TCW EMERGING MARKETS INCOME FUND CLASS N
 
60,819

 
TCW TOTAL RETURN BOND FUND CLASS N
 
6,056

 
TCW VALUE OPPORTUNITIES FUND CLASS N
 
5,708

 
TECHNOLOGY ULTRASECTOR PROFUND (INVESTOR SHARES)
 
5,858

 
TEMPLETON GLOBAL BOND FUND ADVISOR CLASS
 
116,952

 
TEMPLETON GLOBAL BOND FUND CLASS A
 
72,159

 
TEMPLETON GLOBAL TOTAL RETURN FUND CLASS A
 
40,387

 
TEMPLETON GROWTH FUND CLASS R
 
22,323

 
THE BOND FUND OF AMERICA CLASS R5
 
13,331

 
THE FAIRHOLME FUND
 
249,468

 
THE GROWTH FUND OF AMERICA CLASS A
 
42,246

 
THE GROWTH FUND OF AMERICA CLASS F-1
 
239,306

 
THE GROWTH FUND OF AMERICA CLASS R5
 
13,881

 
THE HARTFORD BALANCED INCOME FUND CLASS I
 
3,111

 
THE HARTFORD GROWTH OPPORTUNITIES FUND CLASS I
 
10,418

 
THE INCOME FUND OF AMERICA CLASS F-1
 
16,536

 
THE INVESTMENT COMPANY OF AMERICA CLASS A
 
7,822

 
THE MERGER FUND INVESTOR CLASS
 
3,966

 
THE NEW ECONOMY FUND CLASS A
 
123,936

 
THE OAKMARK EQUITY AND INCOME FUND INVESTOR CLASS
 
43,723

 
THE OAKMARK FUND INVESTOR CLASS
 
376,561

 
THE OAKMARK GLOBAL FUND INVESTOR CLASS
 
15,223

 
THE OAKMARK INTERNATIONAL FUND INVESTOR CLASS
 
434,764

 
THE OAKMARK INTERNATIONAL SMALL-CAP FUND INVESTOR CLASS
 
79,152

 
THE OAKMARK SELECT FUND INVESTOR CLASS
 
21,341

 
THE OSTERWEIS STRATEGIC INCOME FUND
 
87,502

 
THE TOCQUEVILLE FUND
 
10,629

 
THE TOCQUEVILLE SELECT FUND
 
16,649

 
THE WIRELESS FUND
 
37,761

 
THIRD AVENUE VALUE FUND
 
27,145

 
THOMPSON BOND FUND
 
261,880

 
THORNBURG INTERNATIONAL VALUE FUND CLASS I
 
28,553

 
TIAA CREF LARGE-CAP VALUE FUND RETAIL CLASS
 
5,466

 
TIAA CREF MID-CAP VALUE FUND RETAIL CLASS
 
19,925

 
TIAA-CREF REAL ESTATE SECURITIES FUND CLASS I
 
554

 
TIMOTHY PLAN AGGRESSIVE GROWTH FUND CLASS A
 
1,105

 
TIMOTHY PLAN LARGE/MID-CAP GROWTH FUND CLASS A
 
1,103

 
TIMOTHY PLAN STRATEGIC GROWTH FUND CLASS A
 
543

 
TOCQUEVILLE GOLD FUND
 
552,001

 
TOCQUEVILLE INTL VALUE FUND
 
40,797

 
TOREADOR INTERNATIONAL FUND INVESTOR CLASS
 
7,686

 
TOUCHSTONE ULTRA SHORT DURATION FIXED INCOME FUND CLASS Y
 
22,535


50


 
TRIBUTARY SMALL COMPANY FUND INSTITUTIONAL FUNDS
 
13,106

 
TWEEDY BROWNE GLOBAL VALUE FUND
 
76,227

 
U S GLOBAL ACCOLADE EASTERN EUROPEAN FUND
 
7,453

 
ULTRACHINA PROFUND (INVESTOR SHARES)
 
246,368

 
ULTRACHINA PROFUND (SERVICE SHARES)
 
5,181

 
ULTRADOW 30 PROFUND (INVESTOR SHARES)
 
7,639

 
ULTRAEMERGING MARKETS PROFUND (INVESTOR SHARES)
 
50,127

 
ULTRAINTERNATIONAL PROFUND (INVESTOR SHARES)
 
52,184

 
ULTRAJAPAN PROFUND (INVESTOR SHARES)
 
554,535

 
ULTRALATIN AMERICA FUND (INVESTOR SHARES)
 
3,540

 
ULTRALATIN AMERICA FUND (SERVICE SHARES)
 
12,662

 
ULTRAMID-CAP PROFUND (INVESTOR SHARES)
 
46,049

 
ULTRANASDAQ-100 PROFUND (INVESTOR SHARES)
 
41,649

 
ULTRANASDAQ-100 PROFUND (SERVICE SHARES)
 
3,121

 
ULTRASHORT DOW 30 PROFUND (INVESTOR SHARES)
 
590

 
ULTRASHORT LATIN AMERICA FUND (INVESTOR SHARES)
 
215

 
ULTRASHORT SMALL- CAP PROFUND (INVESTOR SHARES)
 
6,189

 
US CHINA REGION OPPORTUNITY FUND
 
10,474

 
US GLOBAL INVESTORS GOLD AND PRECIOUS METALS FUND
 
30,402

 
US GLOBAL INVESTORS WORLD PRECIOUS MINERALS FUND
 
1,300

 
US GLOBAL RESOURCES FUND
 
47,294

 
USA MUTUALS VICE FUND INVESTOR CLASS
 
90,194

 
USAA MUTUAL INCOME FUND
 
3,047

 
USAA NASDAQ 100 INDEX FUND
 
36,016

 
USAA PRECIOUS METALS AND MINERALS FUND
 
246,081

 
VAN ECK EMERGING MARKETS FUND CLASS A
 
12,478

 
VAN ECK EMERGING MARKETS FUND CLASS Y
 
65,987

 
VAN ECK INTERNATL GOLD FUND CLASS A
 
46,966

 
VANGUARD 500 INDEX FUND INVESTOR SHARES
 
662,064

 
VANGUARD BALANCED INDEX FUND
 
50,570

 
VANGUARD BALANCED INDEX FUND ADMIRAL SHARES
 
174,377

 
VANGUARD CONSUMER DICRETIONARY INDEX FUND ADMIRAL SHARES
 
16,528

 
VANGUARD CONSUMER STAPLES INDEX FUND ADMIRAL SHARES
 
14,168

 
VANGUARD DEVELOPED MARKETS INDEX FUND ADMIRAL CLASS
 
103,649

 
VANGUARD DIVIDEND APPRECIATION INDEX FUND INVESTOR CLASS
 
6,322

 
VANGUARD DIVIDEND GROWTH FUND
 
338,144

 
VANGUARD EMERGING MARKETS STOCK INDEX FUND
 
199,841

 
VANGUARD EMERGING MARKETS STOCK INDEX FUND ADMIRAL CLASS
 
225,268

 
VANGUARD ENERGY FUND
 
796,952

 
VANGUARD ENERGY FUND ADMIRAL SHARES
 
51,000

 
VANGUARD EQUITY INCOME FUND ADMIRAL SHARES
 
19,324

 
VANGUARD EQUITY INCOME FUND INVESTOR CLASS
 
130,894

 
VANGUARD EUROPE INDEX FUND
 
7,604

 
VANGUARD EXPLORER FUND
 
12,357

 
VANGUARD EXTENDED MARKET
 
2,276

 
VANGUARD FINANCIALS INDEX FUND ADMIRAL SHARES
 
204,529

 
VANGUARD FTSE ALL WORLD EX-U.S. INDEX FUND ADMIRAL CLASS
 
149,713

 
VANGUARD FTSE ALL- WORLD EX-U.S. SMALL CAP INDEX FD INVSTOR CLASS
 
71,632

 
VANGUARD FTSE SOCIAL INDEX FUND INVESTOR SHARES
 
18,594

 
VANGUARD GLOBAL EQUITY FUND
 
29,968

 
VANGUARD GLOBAL EX- U.S. REAL ESTATE INDEX FUND ADMIRAL CLASS
 
34,724

 
VANGUARD GLOBAL EX- U.S. REAL ESTATE INDEX FUND INVESTOR CLASS
 
4,725

 
VANGUARD GLOBAL MINIMUM VOLATILITY FUND INVESTOR SHARES
 
53,140

 
VANGUARD GNMA FUND
 
245,817

 
VANGUARD GNMA FUND ADMIRAL SHARES
 
50,160

 
VANGUARD GROWTH & INCOME FUND INVESTOR SHARES
 
44,787

 
VANGUARD GROWTH INDEX FUND ADMIRAL SHARES
 
127,253

 
VANGUARD GROWTH INDEX FUND INVESTOR SHARES
 
113,014

 
VANGUARD HEALTH CARE FUND
 
273,681

 
VANGUARD HEALTH CARE INDEX FUND ADMIRAL SHARES
 
20,385

 
VANGUARD HIGH DIVIDEND YIELD INDEX FD INVESTOR CL
 
434,957

 
VANGUARD HIGH YIELD CORPORATE BOND FUND ADMIRAL SHARES
 
187,354

 
VANGUARD HIGH YIELD CORPORATE BOND FUND INVESTOR CLASS
 
82,163

 
VANGUARD INDEX 500 FUND ADMIRAL SHARES
 
725,389

 
VANGUARD INDEX TRUST TOTAL STOCK MARKET PORTFOLIO
 
499,430

 
VANGUARD INDUSTRIALS INDEX FUND ADMIRAL SHARES
 
25,199

 
VANGUARD INFLATION PROTECTED SECURITIES FUND
 
40,548

 
VANGUARD INFORMATION TECH INDEX FUND ADMIRAL
 
46,887

 
VANGUARD INTERM TERM BOND INDEX FUND ADMIRAL SHARES
 
364,583

 
VANGUARD INTERMEDIATE TERM BOND INDEX FD INVEST CLASS
 
144,107


51


 
VANGUARD INTERMEDIATE TERM INVESTMENT GRADE FUND ADMIRAL SHARES
 
51,096

 
VANGUARD INTERMEDIATE-TERM INVESTMENT GRADE FD INVESTOR CLASS
 
18,612

 
VANGUARD INTERNATIONAL EXPLORER FUND
 
19,186

 
VANGUARD INTERNATIONAL GROWTH FUND
 
228,755

 
VANGUARD INTERNATIONAL VALUE PORTFOLIO
 
81,194

 
VANGUARD INT'L DIVIDEND APPRECIATION INDEX FUND ADMIRAL CLASS
 
30,944

 
VANGUARD INT'L HIGH DIVIDEND YIELD INDEX FUND ADMIRAL CLASS
 
18,253

 
VANGUARD LARGE-CAP INDEX FUND INVESTOR CLASS
 
176,939

 
VANGUARD LIFE STRATEGY INCOME PORTFOLIO
 
124,737

 
VANGUARD LONG-TERM BOND MARKET INDEX FUND
 
16,964

 
VANGUARD LONG-TERM INVESTMENT GRADE FUND INVESTOR CLASS
 
21,889

 
VANGUARD MARKET NEUTRAL FUND INVESTOR CLASS
 
82,628

 
VANGUARD MATERIALS INDEX FUND ADMIRAL SHARES
 
3,511

 
VANGUARD MID CAP GROWTH INDEX FUND ADMIRAL CLASS
 
63,591

 
VANGUARD MID-CAP GROWTH FUND
 
39,710

 
VANGUARD MID-CAP INDEX FUND ADMIRAL SHARES
 
72,200

 
VANGUARD MID-CAP STOCK INDEX FUND
 
211,819

 
VANGUARD MID-CAP VALUE INDEX FUND ADMIRAL CLASS
 
12,894

 
VANGUARD PRECIOUS METALS AND MINING FUND
 
269,019

 
VANGUARD PRIME MONEY MARKET FUND INVESTOR SHARES
 
325,224

 
VANGUARD REIT INDEX FUND
 
158,125

 
VANGUARD REIT INDEX FUND ADMIRAL SHARES
 
448,294

 
VANGUARD SELECTED VALUE FUND
 
97,662

 
VANGUARD SHORT TERM BOND INDEX FUND INVESTOR CLASS
 
13,327

 
VANGUARD SHORT-TERM BOND INDEX FUND ADMIRAL SHARES
 
313,880

 
VANGUARD SHORT-TERM CORPORATE BOND INDEX FUND ADMIRAL CLASS
 
258,516

 
VANGUARD SHORT-TERM INFLATION-PROTECTED SECURITIES INDEX FUND ADMIRAL CLASS
 
42,829

 
VANGUARD SHORT-TERM INVESTMENT GRADE FUND INVESTOR SHARES
 
67,401

 
VANGUARD SHORT-TERM INVESTMENT-GRADE FUND ADMIRAL SHARES
 
121,662

 
VANGUARD SMALL-CAP GROWTH INDEX FUND
 
134,756

 
VANGUARD SMALL-CAP GROWTH INDEX FUND ADMIRAL CLASS
 
9,127

 
VANGUARD SMALL-CAP INDEX FUND
 
121,984

 
VANGUARD SMALL-CAP INDEX FUND ADMIRAL SHARES
 
1,311,787

 
VANGUARD SMALL-CAP VALUE INDEX FUND ADMIRAL CLASS
 
227,624

 
VANGUARD SMALL-CAP VALUE INDEX FUND INVESTOR CLASS
 
106,508

 
VANGUARD STAR FUND
 
870,384

 
VANGUARD STRATEGIC EQUITY FUND
 
65,014

 
VANGUARD TARGET RETIREMENT 2015 FUND
 
50,151

 
VANGUARD TARGET RETIREMENT 2020 FUND
 
6,150

 
VANGUARD TARGET RETIREMENT 2030 FUND
 
17,929

 
VANGUARD TARGET RETIREMENT 2035 FUND
 
98,076

 
VANGUARD TARGET RETIREMENT 2040 FUND
 
10,459

 
VANGUARD TARGET RETIREMENT 2045 FUND
 
9,792

 
VANGUARD TARGET RETIREMENT INCOME FUND
 
30,590

 
VANGUARD TELECOM SERVICES INDEX FUND ADMIRAL SHARES
 
14,288

 
VANGUARD TOTAL BOND MARKET INDEX FUND
 
5,305

 
VANGUARD TOTAL INTERNATIONAL BOND INDEX FUND ADMIRAL SHARES
 
40,064

 
VANGUARD TOTAL INTERNATIONAL STOCK INDEX FUND
 
189,946

 
VANGUARD TOTAL INTERNATIONAL STOCK INDEX FUND ADMIRAL SHARES
 
62,590

 
VANGUARD TOTAL STOCK MARKET INDEX FUND ADMIRAL SHARES
 
412,579

 
VANGUARD TOTAL WORLD STOCK INDEX FUND INVESTOR SHARES
 
8,526

 
VANGUARD U.S. VALUE FUND
 
4,013

 
VANGUARD UTILITIES INDEX FUND ADMIRAL SHARES
 
63,366

 
VANGUARD VALUE INDEX FUND ADMIRAL SHARES
 
255,388

 
VANGUARD WELLESLEY INCOME FUND ADMIRAL SHARES
 
180,658

 
VANGUARD WELLESLEY INCOME FUND INVESTOR SHARES
 
93,217

 
VANGUARD WELLINGTON FUND
 
149,529

 
VICTORY RS MID CAP GROWTH FUND CLASS Y
 
2,727

 
VICTORY SYCAMORE ESTABLISHED VALUE FUND CLASS Y
 
55,259

 
VILLERE BALANCED FUND INVESTOR CLASS
 
5,157

 
VIRTUS CEREDEX MID CAP VALUE EQUITY FUND CLASS I
 
14,975

 
VIRTUS DUFF & PHELPS GLOBAL INFRASTRUCTURE FD CL A
 
1,546

 
VIRTUS DUFF & PHELPS GLOBAL REAL ESTATE SECURITIES FUND CLASS A
 
12,778

 
VIRTUS KAR SMALL- CAP GROWTH FUND CLASS I
 
347,635

 
VIRTUS SEIX FLOATING RATE HIGH INCOME FUND CLASS I
 
68,567

 
VIRTUS VONTOBEL FOREIGN OPPORTUNITIES FD CL A
 
39,588

 
VOYA GLOBAL REAL ESTATE FUND CLASS I
 
53,512

 
VOYA GLOBAL REAL ESTATE FUND CLASS W
 
6,610

 
VULCAN VALUE PARTNERS FUND
 
2,149

 
WALTHAUSEN SMALL CAP VALUE FUND RETAIL CLASS
 
9,880


52


 
WASATCH EMERGING INDIA FUND
 
14,551

 
WASATCH EMERGING MARKETS SMALL CAP FUND
 
95,818

 
WASATCH FRONTIER EMERGING SMALL COUNTRIES FUND
 
19,929

 
WASATCH HOISINGTON U.S. TREASURY FUND
 
6,293

 
WASATCH LONG/SHORT FUND
 
92,125

 
WASATCH MICRO-CAP VALUE FUND
 
1,226

 
WASATCH SMALL-CAP GROWTH FUND
 
33,007

 
WASATCH STRATEGIC INCOME FUND
 
21,279

 
WASHINGTON MUTUAL INVESTORS FUND CLASS A
 
7,472

 
WEITZ PARTNERS III OPPORTUNITY FUND INSTITUTIONAL CLASS
 
42,562

 
WEITZ PARTNERS III OPPORTUNITY FUND INVESTOR CLASS
 
27,217

 
WELLS FARGO DISCOVERY FUND CLASS A
 
22,942

 
WELLS FARGO EMERGING MARKETS EQUITY FUND CLASS C
 
4,339

 
WELLS FARGO INTRINSIC WORLD EQUITY FUND ADMIN CLASS
 
12,169

 
WELLS FARGO SHORT-TERM HIGH YIELD BOND FD CL A
 
15,976

 
WESTCORE FLEXIBLE INCOME FUND RETAIL CLASS
 
32,986

 
WESTCORE PLUS BOND FUND RETAIL CLASS
 
560,636

 
WESTERN ASSET CORE BOND FUND CLASS FI
 
8,621

 
WESTERN ASSET CORE BOND FUND CLASS I
 
65,313

 
WESTERN ASSET CORE PLUS BOND FUND CLASS FI
 
2,677

 
WESTERN ASSET CORE PLUS BOND FUND CLASS I
 
35,727

 
WESTERN ASSET MACRO OPPORTUNITIES FUND CLASS I
 
77,566

 
WESTWOOD INCOME OPPORTUNITY FUND INSTITUTIONAL CLASS
 
29,326

 
WILLIAM BLAIR INCOME FUND CLASS N
 
30,473

 
WILLIAM BLAIR SMALL CAP VALUE FUND CLASS N
 
29,101

 
WILLIAM BLAIR SMALL MID CAP GROWTH FUND CLASS N
 
56,676

 
WILLISTON BASIN/MID- NORTH AMERICA STOCK FUND CLASS A
 
23,324

 
WINTERGREEN FUND INVESTOR CLASS
 
10,939

 
ZACKS SMALL-CAP CORE FUND INVESTOR CLASS
 
37,382

 
Total Registered Investment Companies
 
$
152,648,104

 
 
 
 
 
Notes Receivable From Participants (interest rate ranging from 4.25% through 10.5% maturing through June 2047)
 
$
80,963,724

 
 
 
 
 
Net Assets Pending Settlement
 
$
(11,308,950
)
 
 
 
 
 
TOTAL NET ASSETS
 
$
3,992,298,489


53


AMERICAN ELECTRIC POWER SYSTEM RETIREMENT SAVINGS PLAN
PLAN #002 EIN #13-4922641
SCHEDULE OF NONEXEMPT TRANSACTIONS
FOR YEAR ENDED DECEMBER 31, 2017

Excess Payment to Trustee/Custodian
Party Involved:
JPMorgan Chase Bank, NA
Relationship to Plan, employer or other party-in-interest:
Trustee and Custodian
Transaction:
Payment of Fee for Services Not Applicable to Plan
Dates of Payments:
Between February 2014 and January 2017
Amounts of Payments:
Amounts aggregating $5,000

Reason Transaction is Nonexempt: ERISA Section 406(a)(1)(D) prohibits the use of plan assets by, or transfer of plan assets to, a party in interest (such as a fiduciary service provider). Although an exemption under ERISA 408(b)(2) generally is applicable to contracts with parties (such as trustees) for services necessary for the operation of a plan where no more than reasonable compensation is paid therefor, the described payments represent the amount invoiced and paid by the Plan for services later determined not to have been applicable to the Plan. Therefore, although the Trustee had an agreement to charge the subject fees when participating in class actions on behalf of the Plan, the amount of the subject billings related to class actions in which the Plan had no interest, resulting in the imposition of charges for which the Plan received services that were not applicable to the Plan. The erroneous charges from January 2017 were identified and almost immediately reimbursed in March 2017. Following a more thorough review of historical invoices, additional such charges were identified from February 2014 and October 2015 and reimbursed to the Plan in January 2018. The Plan received payment of its lost earnings attributable to the charges from the Trustee in June 2018 and this transaction is considered fully remediated.


54


AMERICAN ELECTRIC POWER SYSTEM RETIREMENT SAVINGS PLAN
EXHIBIT INDEX
Exhibit Number
 
Description
 
 
 
23(1)
 
23(2)
 

55