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Share Name | Share Symbol | Market | Type |
---|---|---|---|
American Electric Power Company Inc | NYSE:AEP | NYSE | Common Stock |
Price Change | % Change | Share Price | High Price | Low Price | Open Price | Shares Traded | Last Trade | |
---|---|---|---|---|---|---|---|---|
0.00 | 0.00% | 81.73 | 0 | 01:00:00 |
UNITED STATES
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SECURITIES AND EXCHANGE COMMISSION
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WASHINGTON, D.C. 20549
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FORM 11-K
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(Mark One)
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x
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ANNUAL REPORT PURSUANT TO SECTION 15(d)
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OF THE SECURITIES EXCHANGE ACT OF 1934
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For the year ended December 31, 2016
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OR
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¨
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TRANSITION REPORT PURSUANT TO SECTION 15(d)
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OF THE SECURITIES EXCHANGE ACT OF 1934
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For the transition period from __________ to __________
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Commission File Number: 1 - 3525
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AMERICAN ELECTRIC POWER SYSTEM
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RETIREMENT SAVINGS PLAN
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(Full title of the plan)
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AMERICAN ELECTRIC POWER COMPANY, INC.
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1 Riverside Plaza, Columbus, Ohio 43215
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(Name of issuer of the securities held
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pursuant to the plan and the address
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of its principal executive office)
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TABLE OF CONTENTS
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Page
Number
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Signatures
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2
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Report of Independent Registered Public Accounting Firm
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3
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Financial Statements
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Statements of Net Assets Available for Benefits
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4
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Statements of Changes in Net Assets Available for Benefits
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5
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Notes to Financial Statements
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6
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Supplemental Schedules
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Schedule of Assets (Held as of End of Year)
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17
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Schedule of Assets (Acquired and Disposed of Within Year)
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51
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Schedule of Nonexempt Transactions
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52
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Exhibits
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Exhibit Index
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54
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Consent of Independent Registered Public Accounting Firm
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55
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By:
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/s/ Lonni Dieck
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Lonni Dieck, SVP and Treasurer
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Date: June 23, 2017
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2016
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2015
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ASSETS
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Investments at Fair Value
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$
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3,377,447,950
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$
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3,192,088,609
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Investments at Contract Value
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717,227,064
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734,837,295
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Notes Receivable from Participants
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84,946,911
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87,524,769
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NET ASSETS AVAILABLE FOR BENEFITS
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$
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4,179,621,925
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$
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4,014,450,673
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See Notes to Financial Statements beginning on page 6.
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2016
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2015
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INVESTMENT INCOME
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Net Appreciation (Depreciation) in Investments
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$
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270,252,489
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$
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(7,668,543
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)
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Interest and Dividends
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23,721,274
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30,016,946
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Total Investment Income
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293,973,763
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22,348,403
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CONTRIBUTIONS
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Participants
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173,725,207
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170,142,439
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Employer
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73,094,370
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72,420,999
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Total Contributions
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246,819,577
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242,563,438
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DISTRIBUTIONS TO PARTICIPANTS
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(325,639,867
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)
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(304,736,006
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)
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Administrative and Management Fees
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Professional Fees
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(696,174
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)
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(639,628
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)
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Investment Advisory and Management Fees
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(5,765,750
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)
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(6,123,841
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)
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Other Fees
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(440,666
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)
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(427,954
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)
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Total Administrative and Management Fees
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(6,902,590
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)
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(7,191,423
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)
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INTEREST INCOME ON NOTES RECEIVABLE FROM PARTICIPANTS
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4,122,637
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3,977,463
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NET INCREASE (DECREASE) IN PLAN ASSETS BEFORE TRANSFERS
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212,373,520
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(43,038,125
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)
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TRANSFERS INTO PLAN
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20,407,529
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—
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TRANSFERS FROM PLAN
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(67,609,797
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)
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—
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INCREASE (DECREASE) IN NET ASSETS
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165,171,252
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(43,038,125
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)
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NET ASSETS AVAILABLE FOR BENEFITS BEGINNING OF YEAR
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4,014,450,673
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4,057,488,798
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NET ASSETS AVAILABLE FOR BENEFITS END OF YEAR
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$
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4,179,621,925
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$
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4,014,450,673
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See Notes to Financial Statements beginning on page 6.
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Plan Assets within the Fair Value Hierarchy as of December 31, 2016
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Level 1
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Level 2
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Level 3
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Other
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Total
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Equities
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Corporate Stocks
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$
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635,410,822
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$
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—
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$
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—
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$
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—
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$
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635,410,822
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AEP Stock
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329,259,557
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—
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—
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—
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329,259,557
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Subtotal Equities
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964,670,379
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—
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—
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—
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964,670,379
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||||||||||
Fixed Income
|
|
|
|
|
|
|
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|
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Government Bonds
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—
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|
20,789,868
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—
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—
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20,789,868
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Corporate Debt Securities
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—
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10,937,074
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—
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—
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10,937,074
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Mortgage Backed Securities
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—
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10,794,803
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—
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—
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10,794,803
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Subtotal Fixed Income
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—
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42,521,745
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—
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—
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42,521,745
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|||||
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Common/Collective Trusts
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JPMorgan Liquidity Fund (a)
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—
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—
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—
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12,947,585
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12,947,585
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|||||
Mellon Capital Small Cap Stock Index Fund (a)
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—
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—
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—
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181,257,716
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181,257,716
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|||||
Mellon Capital Mid Cap Stock Index Fund (a)
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—
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—
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—
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239,275,406
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239,275,406
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|||||
Mellon Capital
Stock Index Fund (a)
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—
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—
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—
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744,575,161
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|
744,575,161
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|||||
Mellon Capital International Stock Index Fund (a)
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—
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—
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—
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463,841,234
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|
463,841,234
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Mellon Capital REIT Index Fund (a)
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—
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—
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—
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27,607,567
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|
27,607,567
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|||||
Mellon Capital Aggregate Bond Index Fund (a)
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—
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|
|
—
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|
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—
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|
451,234,688
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|
451,234,688
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|||||
Mellon Capital Treasury Inflation-Protected Securities Fund (a)
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—
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|
|
—
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—
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|
19,303,861
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19,303,861
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|
|||||
JPMorgan Strategic Property Fund (a)
|
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—
|
|
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—
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|
|
—
|
|
|
43,720,839
|
|
|
43,720,839
|
|
|||||
Mellon Capital Emerging Markets Stock Index Fund (a)
|
|
—
|
|
|
—
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|
|
—
|
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|
26,607,569
|
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|
26,607,569
|
|
|||||
Subtotal Common/Collective Trusts
|
|
—
|
|
|
—
|
|
|
—
|
|
|
2,210,371,626
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|
2,210,371,626
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|
|||||
|
|
|
|
|
|
|
|
|
|
|
||||||||||
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
|
|
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$
|
—
|
|
|
$
|
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 in accordance with ASU 2015-07, Disclosure for Investments in Certain Entities That Calculate Net Asset Value per Share (or Its Equivalent), which was retrospectively applied to prior periods.
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Plan Assets within the Fair Value Hierarchy as of December 31, 2015
|
||||||||||||||||||||
|
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Level 1
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Level 2
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Level 3
|
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Other
|
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Total
|
||||||||||
Equities
|
|
|
|
|
|
|
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|
|
|
||||||||||
Corporate Stocks
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|
$
|
651,023,438
|
|
|
$
|
—
|
|
|
$
|
—
|
|
|
$
|
—
|
|
|
$
|
651,023,438
|
|
AEP Stock
|
|
320,678,864
|
|
|
—
|
|
|
—
|
|
|
—
|
|
|
320,678,864
|
|
|||||
Subtotal Equities
|
|
971,702,302
|
|
|
—
|
|
|
—
|
|
|
—
|
|
|
971,702,302
|
|
|||||
|
|
|
|
|
|
|
|
|
|
|
||||||||||
Fixed Income
|
|
|
|
|
|
|
|
|
|
|
||||||||||
Government Bonds
|
|
—
|
|
|
22,185,387
|
|
|
—
|
|
|
—
|
|
|
22,185,387
|
|
|||||
Corporate Debt Securities
|
|
—
|
|
|
12,881,747
|
|
|
—
|
|
|
—
|
|
|
12,881,747
|
|
|||||
Mortgage Backed Securities
|
|
—
|
|
|
13,834,151
|
|
|
—
|
|
|
—
|
|
|
13,834,151
|
|
|||||
Subtotal Fixed Income
|
|
—
|
|
|
48,901,285
|
|
|
—
|
|
|
—
|
|
|
48,901,285
|
|
|||||
|
|
|
|
|
|
|
|
|
|
|
||||||||||
Common/Collective Trusts
|
|
|
|
|
|
|
|
|
|
|
||||||||||
JPMorgan Liquidity Fund (a)
|
|
—
|
|
|
—
|
|
|
—
|
|
|
12,470,523
|
|
|
12,470,523
|
|
|||||
Mellon Capital Small Cap Stock Index Fund (a)
|
|
—
|
|
|
—
|
|
|
—
|
|
|
168,768,573
|
|
|
168,768,573
|
|
|||||
Mellon Capital Mid Cap Stock Index Fund (a)
|
|
—
|
|
|
—
|
|
|
—
|
|
|
65,664,948
|
|
|
65,664,948
|
|
|||||
Mellon Capital
Stock Index Fund (a)
|
|
—
|
|
|
—
|
|
|
—
|
|
|
679,723,905
|
|
|
679,723,905
|
|
|||||
Mellon Capital International Stock Index Fund (a)
|
|
—
|
|
|
—
|
|
|
—
|
|
|
390,982,224
|
|
|
390,982,224
|
|
|||||
Mellon Capital REIT Index Fund (a)
|
|
—
|
|
|
—
|
|
|
—
|
|
|
26,129,855
|
|
|
26,129,855
|
|
|||||
Mellon Capital Aggregate Bond Index Fund (a)
|
|
—
|
|
|
—
|
|
|
—
|
|
|
565,276,859
|
|
|
565,276,859
|
|
|||||
Mellon Capital Treasury Inflation-Protected Securities Fund (a)
|
|
—
|
|
|
—
|
|
|
—
|
|
|
18,154,304
|
|
|
18,154,304
|
|
|||||
JPMorgan Strategic Property Fund (a)
|
|
—
|
|
|
—
|
|
|
—
|
|
|
46,781,444
|
|
|
46,781,444
|
|
|||||
Mellon Capital Emerging Markets Stock Index Fund (a)
|
|
—
|
|
|
—
|
|
|
—
|
|
|
24,600,662
|
|
|
24,600,662
|
|
|||||
Subtotal Common/Collective Trusts
|
|
—
|
|
|
—
|
|
|
—
|
|
|
1,998,553,297
|
|
|
1,998,553,297
|
|
|||||
|
|
|
|
|
|
|
|
|
|
|
||||||||||
Registered Investment Companies (a)
|
|
—
|
|
|
—
|
|
|
—
|
|
|
159,986,702
|
|
|
159,986,702
|
|
|||||
Cash Equivalents (a)
|
|
—
|
|
|
—
|
|
|
—
|
|
|
13,495,014
|
|
|
13,495,014
|
|
|||||
Accrued Items and Unsettled Trades (a)
|
|
(2,427,977
|
)
|
|
1,742,397
|
|
|
—
|
|
|
135,589
|
|
|
(549,991
|
)
|
|||||
|
|
|
|
|
|
|
|
|
|
|
||||||||||
Total Assets Reflecting Investments at Fair Value
|
|
$
|
969,274,325
|
|
|
$
|
50,643,682
|
|
|
$
|
—
|
|
|
$
|
2,172,170,602
|
|
|
$
|
3,192,088,609
|
|
(a)
|
Amounts in “Other” column represent investments for which fair value is measured using net asset value per share in accordance with ASU 2015-07, Disclosure for Investments in Certain Entities That Calculate Net Asset Value per Share (or Its Equivalent), which was retrospectively applied to prior periods.
|
Fair Value Estimated Using Net Asset Value per Share as of December 31, 2015
|
||||||||
|
|
|
|
|
|
|
||
Common/Collective Trusts
|
|
Fair Value
|
|
Redemption
Frequency
(If currently
eligible)
|
|
Redemption
Notice Period
|
||
JPMorgan Liquidity Fund
|
|
$
|
12,470,523
|
|
|
Daily
|
|
1 Day
|
Mellon Capital Small Cap Stock Index Fund
|
|
168,768,573
|
|
|
Daily
|
|
Trade Date + 1
|
|
Mellon Capital Mid Cap Stock Index Fund
|
|
65,664,948
|
|
|
Daily
|
|
Trade Date + 1
|
|
Mellon Capital Stock Index Fund
|
|
679,723,905
|
|
|
Daily
|
|
Trade Date + 1
|
|
Mellon Capital International Stock Index Fund
|
|
390,982,224
|
|
|
Daily
|
|
Trade Date + 1
|
|
Mellon Capital REIT Index Fund
|
|
26,129,855
|
|
|
Daily
|
|
Trade Date + 1
|
|
Mellon Capital Aggregate Bond Index Fund
|
|
565,276,859
|
|
|
Daily
|
|
Trade Date + 1
|
|
Mellon Capital Treasury Inflation-Protected
Securities Fund
|
|
18,154,304
|
|
|
Daily
|
|
Trade Date + 1
|
|
JPMorgan Strategic Property Fund
|
|
46,781,444
|
|
|
Quarterly
|
|
45 Days
|
|
Mellon Capital Emerging Markets Stock Index Fund
|
|
24,600,662
|
|
|
Daily
|
|
Trade Date + 1
|
|
Total Assets
|
|
$
|
1,998,553,297
|
|
|
|
|
|
|
|
January 1,
|
||||||
Participant Loans - Schedule H, Part I, Line 1c(8), Column (a)
|
|
2016
|
|
2015
|
||||
Beginning Balance per Financial Statements
|
|
$
|
87,524,769
|
|
|
$
|
85,735,539
|
|
Less: Loans Deemed Distributed with No Post-Default Payments
|
|
(2,532,695
|
)
|
|
(2,386,756
|
)
|
||
Balance Reported on Form 5500
|
|
$
|
84,992,074
|
|
|
$
|
83,348,783
|
|
|
|
December 31,
|
||||||
Participant Loans - Schedule H, Part I, Line 1c(8), Column (b)
|
|
2016
|
|
2015
|
||||
Ending Balance per Financial Statements
|
|
$
|
84,946,911
|
|
|
$
|
87,524,769
|
|
Less: Assets and Activity Related to 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
|
|
|
|
January 1,
|
||||||
Net Assets - Schedule H, Part I, Line 1l, Column (a)
|
|
2016
|
|
2015
|
||||
Beginning Balance per Financial Statements
|
|
$
|
4,014,450,673
|
|
|
$
|
4,057,488,798
|
|
Plus: Adjustment from Contract Value to Fair Value
|
|
—
|
|
|
7,328,563
|
|
||
Less: Loans Deemed Distributed with No Post-Default Payments
|
|
(2,532,695
|
)
|
|
(2,386,756
|
)
|
||
Beginning Balance Reported on Form 5500
|
|
$
|
4,011,917,978
|
|
|
$
|
4,062,430,605
|
|
|
|
December 31,
|
||||||
Net Assets - Schedule H, Part I, Line 1l, Column (b)
|
|
2016
|
|
2015
|
||||
Ending Balance per Financial Statements
|
|
$
|
4,179,621,925
|
|
|
$
|
4,014,450,673
|
|
Less: Assets and Activity Related to Loans Deemed Distributed with No Post-Default Payments
|
|
(3,731,609
|
)
|
|
(2,532,695
|
)
|
||
Balance Reported on Form 5500
|
|
$
|
4,175,890,316
|
|
|
$
|
4,011,917,978
|
|
|
|
December 31,
|
||||||
Increase (Decrease) in Net Assets - Schedule H, Part II, Line 2k
|
|
2016
|
|
2015
|
||||
Per Financial Statements
|
|
$
|
212,373,520
|
|
|
$
|
(43,038,125
|
)
|
Plus (Less): Change in Contract Value to Fair Value
|
|
—
|
|
|
(7,328,563
|
)
|
||
Less: Loans Deemed Distributed
|
|
(1,198,914
|
)
|
|
(145,939
|
)
|
||
Reported on Form 5500
|
|
$
|
211,174,606
|
|
|
$
|
(50,512,627
|
)
|
AMERICAN ELECTRIC POWER SYSTEM RETIREMENT SAVINGS PLAN
|
|||
PLAN #002 EIN #13-4922641
|
|||
SCHEDULE OF ASSETS (HELD AS OF END OF YEAR)
|
|||
DECEMBER 31, 2016
|
|||
|
|
|
|
Shares
|
Identity of Issuer, Borrower, Lessor or Similar Party
|
|
Fair Value
|
|
Common / Collective Trusts
|
|
|
|
Wells Fargo Fixed Income Fund N
|
$
|
108,460,528
|
|
Metlife Separate Account No 690
|
|
162,420,180
|
41,231,752
|
JPMorgan US Treasury Plus Money Market Fund
|
|
50,324,705
|
|
Total Common / Collective Trusts
|
$
|
321,205,413
|
|
|
|
|
|
Corporate Debt Securities
|
|
|
|
3M Co, 1.625%, due 09/19/2021, par $590,000
|
$
|
577,679
|
|
AbbVie Inc, 1.8%, due 05/14/2018, par $290,000
|
|
290,899
|
|
AIG Global Funding, 2.7%, due 12/15/2021, par $900,000
|
|
899,147
|
|
Air Liquide Finance SA, 1.75%, due 09/27/2021, par $470,000
|
|
453,436
|
|
Ally Auto Receivables Trust 2014-3, 1.28%, due 06/17/2019, par $1,397,004
|
|
1,398,372
|
|
Altera Corp, 2.5%, due 11/15/2018, par $1,400,000
|
|
1,428,649
|
|
American Express Credit Corp, 2.25%, due 08/15/2019, par $1,030,000
|
|
1,044,487
|
|
American Express Credit Corp, 2.25%, due 05/05/2021, par $430,000
|
|
426,381
|
|
American Express Credit Corp, 1.7%, due 10/30/2019, par $200,000
|
|
198,624
|
|
American Honda Finance Corp, 2.125%, due 02/28/2017, par $700,000
|
|
706,192
|
|
American Honda Finance Corp, 1.5%, due 03/13/2018, par $140,000
|
|
140,610
|
|
American Honda Finance Corp, 1.6%, due 07/13/2018, par $770,000
|
|
777,429
|
|
American Honda Finance Corp, 1.7%, due 02/22/2019, par $420,000
|
|
420,838
|
|
AmeriCredit Automobile Receivables 2016-1, 1.81%, due 10/08/2020, par $1,200,000
|
|
1,204,056
|
|
AmeriCredit Automobile Receivables Trust 2014-2, 0.94%, due 02/08/2019, par $588,671
|
|
588,532
|
|
Amex Credit Acct Mstr Trst, 1.43%, due 06/15/2020, par $2,000,000
|
|
2,004,585
|
|
Anheuser-Busch InBev Finance Inc, 3.3%, due 02/01/2023, par $1,400,000
|
|
1,444,075
|
|
Apple Inc, 2.25%, due 02/23/2021, par $840,000
|
|
846,021
|
|
Apple Inc, 1.1%, due 08/02/2019, par $350,000
|
|
346,343
|
|
AT&T Inc, 3%, due 06/30/2022, par $380,000
|
|
373,043
|
|
AT&T Inc, 2.8%, due 02/17/2021, par $580,000
|
|
581,438
|
|
AT&T Inc, 2.4%, due 03/15/2017, par $755,000
|
|
762,190
|
|
Automatic Data Processing Inc, 2.25%, due 09/15/2020, par $420,000
|
|
424,953
|
|
AvalonBay Communities Inc, 3.625%, due 10/01/2020, par $825,000
|
|
864,143
|
|
AvalonBay Communities Inc, 4.2%, due 12/15/2023, par $480,000
|
|
508,325
|
|
BA Credit Card Trust, 1.36%, due 09/15/2020, par $2,000,000
|
|
2,000,287
|
|
BAE Systems PLC, 4.75%, due 10/11/2021, par $420,000
|
|
458,583
|
|
Bank of America Corp, 3.875%, due 03/22/2017, par $1,085,000
|
|
1,102,706
|
|
Bank of America Corp, 2.625%, due 04/19/2021, par $870,000
|
|
868,598
|
|
Bank of America NA, 2.05%, due 12/07/2018, par $800,000
|
|
805,379
|
|
Bank of Montreal, 1.75%, due 06/15/2021, par $925,000
|
|
901,086
|
|
Bank of Montreal, 1.9%, due 08/27/2021, par $730,000
|
|
712,088
|
|
Bank of New York Mellon Corp/The, 2.1%, due 08/01/2018, par $750,000
|
|
762,536
|
|
Bank of New York Mellon Corp/The, 2.2%, due 03/04/2019, par $1,000,000
|
|
1,014,284
|
|
Bank of Nova Scotia/The, 1.7%, due 06/11/2018, par $605,000
|
|
605,779
|
|
Bank of Nova Scotia/The, 1.875%, due 04/26/2021, par $750,000
|
|
734,224
|
|
Barclays Dryrock Issuance Trust, 1.04389%, due 03/16/2020, par $2,000,000
|
|
2,001,332
|
|
Bayer US Finance LLC, 2.375%, due 10/08/2019, par $850,000
|
|
856,160
|
|
Becton Dickinson and Co, 2.675%, due 12/15/2019, par $610,000
|
|
619,638
|
|
BMW US Capital LLC, 1.5%, due 04/11/2019, par $820,000
|
|
814,952
|
|
BNP Paribas SA, 1.375%, due 03/17/2017, par $1,050,000
|
|
1,054,331
|
|
Boston Properties LP, 4.125%, due 05/15/2021, par $920,000
|
|
976,871
|
|
Boston Properties LP, 3.125%, due 09/01/2023, par $300,000
|
|
297,296
|
|
BP Capital Markets PLC, 1.375%, due 05/10/2018, par $1,400,000
|
|
1,398,407
|
|
Branch Banking & Trust Co, 2.3%, due 10/15/2018, par $400,000
|
|
405,925
|
|
Capital Auto Receivables Asset Trust 2015-2, 1.73%, due 09/20/2019, par $2,200,000
|
|
2,206,925
|
|
Capital One Multi-Asset Execution Tr, 1.34%, due 04/15/2022, par $1,000,000
|
|
989,529
|
|
Capital One Multi-Asset Execution Tr , 1.48%, due 07/15/2020, par $1,000,000
|
|
1,002,724
|
|
Capital One NA/Mclean VA, 2.35%, due 08/17/2018, par $450,000
|
|
456,521
|
|
Capital One NA/Mclean VA, 1.85%, due 09/13/2019, par $370,000
|
|
367,848
|
|
Cargill Inc, 6%, due 11/27/2017, par $1,300,000
|
|
1,360,385
|
|
CarMax Auto Owner Trust 2015-1, 1.38%, due 11/15/2019, par $1,943,889
|
|
1,945,767
|
|
Carmax Auto Owner Trust 2016-3, 1.39%, due 05/17/2021, par $2,100,000
|
|
2,087,395
|
|
Caterpillar Financial Services Corp, 2.25%, due 12/01/2019, par $430,000
|
|
432,562
|
|
Caterpillar Financial Services Corp, 2%, due 03/05/2020, par $910,000
|
|
907,847
|
|
Chase Issuance Trust, 1.38%, due 11/15/2019, par $1,200,000
|
|
1,201,779
|
|
Chase Issuance Trust, 1.62%, due 07/15/2020, par $790,000
|
|
792,149
|
|
Chevron Corp, 1.07567%, due 11/15/2017, par $290,000
|
|
290,448
|
|
Chevron Corp, 1.345%, due 11/15/2017, par $390,000
|
|
391,135
|
|
Chevron Corp, 1.365%, due 03/02/2018, par $400,000
|
|
401,412
|
|
Chevron Corp, 2.419%, due 11/17/2020, par $740,000
|
|
747,457
|
|
Chevron Corp, 2.1%, due 05/16/2021, par $850,000
|
|
844,943
|
|
Chubb INA Holdings Inc, 2.3%, due 11/03/2020, par $310,000
|
|
311,078
|
|
Cisco Systems Inc, 2.45%, due 06/15/2020, par $1,260,000
|
|
1,274,083
|
|
Citigroup Inc, 1.7%, due 04/27/2018, par $700,000
|
|
700,573
|
|
Citigroup Inc, 2.65%, due 10/26/2020, par $830,000
|
|
834,556
|
|
Citigroup Inc, 2.7%, due 03/30/2021, par $410,000
|
|
411,860
|
|
Citigroup Inc, 2.35%, due 08/02/2021, par $840,000
|
|
829,857
|
|
Citizens Bank NA/Providence RI, 2.55%, due 05/13/2021, par $250,000
|
|
249,315
|
|
CNH Equipment Trust 2014-B, 0.91%, due 05/15/2019, par $859,358
|
|
859,411
|
|
CNH Equipment Trust 2015-B, 1.37%, due 07/15/2020, par $2,000,000
|
|
2,000,828
|
|
Commonwealth Edison Co, 4%, due 08/01/2020, par $1,361,000
|
|
1,457,132
|
|
ConocoPhillips Co, 2.2%, due 05/15/2020, par $450,000
|
|
447,830
|
|
ConocoPhillips Co, 4.2%, due 03/15/2021, par $330,000
|
|
354,614
|
|
Core Industrial Trust 2015-TEXW, 3.077%, due 02/10/2034, par $2,100,000
|
|
2,146,694
|
|
Credit Suisse AG/New York NY, 1.375%, due 05/26/2017, par $370,000
|
|
370,580
|
|
Credit Suisse AG/New York NY, 1.75%, due 01/29/2018, par $590,000
|
|
593,188
|
|
CVS Health Corp, 2.8%, due 07/20/2020, par $1,000,000
|
|
1,027,127
|
|
Daimler Finance North America LLC, 2.45%, due 05/18/2020, par $1,000,000
|
|
1,000,913
|
|
Daimler Finance North America LLC, 2%, due 07/06/2021, par $230,000
|
|
225,569
|
|
Danone SA, 1.691%, due 10/30/2019, par $1,090,000
|
|
1,079,374
|
|
Dell Equipment Finance Trust 2015-2, 1.42%, due 12/22/2017, par $522,594
|
|
523,020
|
|
Discover Card Execution Note Trust, 1.22%, due 10/15/2019, par $2,000,000
|
|
2,001,758
|
|
Duke Energy Carolinas LLC, 2.5%, due 03/15/2023, par $420,000
|
|
419,358
|
|
Duke Energy Florida LLC, 4.55%, due 04/01/2020, par $1,300,000
|
|
1,403,584
|
|
Ecolab Inc, 2.25%, due 01/12/2020, par $830,000
|
|
838,527
|
|
Ecolab Inc, 3.25%, due 01/14/2023, par $560,000
|
|
578,671
|
|
Edsouth Indenture No 2 LLC, 1.90611%, due 09/25/2040, par $970,700
|
|
964,211
|
|
Education Loan Asset-Backed Trust I, 1.55611%, due 06/25/2026, par $602,521
|
|
596,828
|
|
Educational Funding of the South Inc, 1.53178%, due 04/25/2035, par $1,457,775
|
|
1,442,106
|
|
EMC Corp, 1.875%, due 06/01/2018, par $655,000
|
|
648,763
|
|
EMD Finance LLC (Merck KGaA), 2.4%, due 03/19/2020, par $810,000
|
|
810,720
|
|
Entergy Arkansas Inc, 3.05%, due 06/01/2023, par $1,500,000
|
|
1,509,369
|
|
Enterprise Fleet Financing LLC, 1.3%, due 09/20/2020, par $1,000,663
|
|
1,000,335
|
|
Enterprise Fleet Financing LLC, 1.83%, due 09/20/2021, par $2,126,875
|
|
2,129,088
|
|
Enterprise Products Operating LLC, 2.85%, due 04/15/2021, par $440,000
|
|
445,994
|
|
ERP Operating LP, 4.75%, due 07/15/2020, par $1,070,000
|
|
1,153,539
|
|
Exxon Mobil Corp, 2.222%, due 03/01/2021, par $420,000
|
|
424,073
|
|
FedEx Corp, 2.3%, due 02/01/2020, par $360,000
|
|
363,873
|
|
Fifth Third Auto Trust 2014-2, 0.89%, due 11/15/2018, par $607,289
|
|
607,320
|
|
Ford Credit Auto Owner Trust 2014-A, 0.79%, due 05/15/2018, par $153,808
|
|
153,824
|
|
Ford Credit Auto Owner Trust 2015-A, 1.28%, due 09/15/2019, par $1,741,006
|
|
1,742,686
|
|
Ford Credit Auto Owner Trust 2015-B, 1.16%, due 11/15/2019, par $2,452,078
|
|
2,451,103
|
|
Ford Credit Auto Owner Trust 2015-REV1, 2.12%, due 07/15/2026, par $1,600,000
|
|
1,604,658
|
|
Ford Credit Auto Owner Trust 2016-REV1, 2.31%, due 08/15/2027, par $840,000
|
|
839,231
|
|
Ford Credit Auto Owner Trust 2016-REV2, 2.03%, due 12/15/2027, par $1,400,000
|
|
1,378,135
|
|
Ford Motor Credit Co LLC, 4.25%, due 02/03/2017, par $435,000
|
|
443,457
|
|
Ford Motor Credit Co LLC, 3%, due 06/12/2017, par $1,001,000
|
|
1,008,412
|
|
GE Capital International Funding Co Unlimited Co, 2.342%, due 11/15/2020, par $220,000
|
|
220,553
|
|
General Electric Co, 2.2%, due 01/09/2020, par $86,000
|
|
87,184
|
|
General Mills Inc, 2.2%, due 10/21/2019, par $520,000
|
|
524,755
|
|
Georgia-Pacific LLC, 2.539%, due 11/15/2019, par $380,000
|
|
384,564
|
|
Gilead Sciences Inc, 1.95%, due 03/01/2022, par $400,000
|
|
389,206
|
|
Goldman Sachs Group Inc/The, 2.6%, due 04/23/2020, par $500,000
|
|
502,980
|
|
Goldman Sachs Group Inc/The, 2.75%, due 09/15/2020, par $540,000
|
|
546,705
|
|
Goldman Sachs Group Inc/The, 2.875%, due 02/25/2021, par $560,000
|
|
568,224
|
|
Goldman Sachs Group Inc/The, 2.625%, due 04/25/2021, par $840,000
|
|
837,943
|
|
Guardian Life Global Funding, 2%, due 04/26/2021, par $830,000
|
|
812,483
|
|
Home Depot Inc/The, 2%, due 04/01/2021, par $420,000
|
|
418,761
|
|
Honda Auto Receivables 2015-1 Owner Trust, 1.05%, due 10/15/2018, par $1,467,199
|
|
1,467,034
|
|
Honda Auto Receivables Owner Trust 2014-3, 0.88%, due 06/15/2018, par $813,845
|
|
813,610
|
|
Honeywell International Inc, 1.85%, due 11/01/2021, par $1,380,000
|
|
1,352,903
|
|
HSBC USA Inc, 2.375%, due 11/13/2019, par $1,330,000
|
|
1,337,549
|
|
Hyundai Auto Receivables Trust 2015-B, 1.12%, due 11/15/2019, par $2,200,000
|
|
2,197,069
|
|
Hyundai Capital America, 2%, due 03/19/2018, par $310,000
|
|
311,700
|
|
Illinois Tool Works Inc, 1.95%, due 03/01/2019, par $1,000,000
|
|
1,011,660
|
|
International Business Machines Corp, 1.95%, due 02/12/2019, par $2,000,000
|
|
2,027,330
|
|
John Deere Capital Corp, 1.6%, due 07/13/2018, par $640,000
|
|
644,570
|
|
John Deere Capital Corp, 2.55%, due 01/08/2021, par $230,000
|
|
233,779
|
|
John Deere Owner Trust 2016-B, 1.25%, due 06/15/2020, par $2,100,000
|
|
2,091,160
|
|
JPMorgan Chase & Co, 2.25%, due 01/23/2020, par $620,000
|
|
624,663
|
|
JPMorgan Chase & Co, 2.55%, due 10/29/2020, par $480,000
|
|
481,754
|
|
JPMorgan Chase & Co, 2.55%, due 03/01/2021, par $630,000
|
|
633,375
|
|
JPMorgan Chase & Co, 2.7%, due 05/18/2023, par $850,000
|
|
834,372
|
|
Kentucky Higher Education Student Loan Corp, 1.117%, due 06/01/2026, par $1,019,997
|
|
1,001,751
|
|
KeyBank NA/Cleveland OH, 2.5%, due 12/15/2019, par $250,000
|
|
252,882
|
|
KeyBank NA/Cleveland OH, 2.25%, due 03/16/2020, par $550,000
|
|
551,301
|
|
KeyBank NA/Cleveland OH, 1.7%, due 06/01/2018, par $310,000
|
|
310,265
|
|
KeyBank NA/Cleveland OH, 2.35%, due 03/08/2019, par $250,000
|
|
253,281
|
|
Kimco Realty Corp, 3.4%, due 11/01/2022, par $600,000
|
|
612,267
|
|
Kraft Heinz Foods Co, 2.25%, due 06/05/2017, par $1,350,000
|
|
1,356,503
|
|
Liberty Property LP, 3.375%, due 06/15/2023, par $830,000
|
|
826,535
|
|
Lockheed Martin Corp, 2.5%, due 11/23/2020, par $700,000
|
|
707,762
|
|
Manufacturers & Traders Trust Co, 2.25%, due 07/25/2019, par $570,000
|
|
580,096
|
|
Manufacturers & Traders Trust Co, 2.1%, due 02/06/2020, par $505,000
|
|
507,858
|
|
Marathon Oil Corp, 2.7%, due 06/01/2020, par $1,320,000
|
|
1,324,727
|
|
Massachusetts Health & Educational Facilities Authority, 5.26%, due 10/01/2018, par $1,125,000
|
|
1,216,564
|
|
MassMutual Global Funding II, 2.1%, due 08/02/2018, par $1,000,000
|
|
1,017,368
|
|
McDonald's Corp, 2.1%, due 12/07/2018, par $260,000
|
|
261,908
|
|
Medtronic Inc, 2.5%, due 03/15/2020, par $820,000
|
|
835,213
|
|
Merck & Co Inc, 3.875%, due 01/15/2021, par $400,000
|
|
431,630
|
|
Micron Semiconductor Asia Pte Ltd, 1.258%, due 01/15/2019, par $1,209,000
|
|
1,210,648
|
|
Microsoft Corp, 1.55%, due 08/08/2021, par $830,000
|
|
810,137
|
|
MidAmerican Energy Co, 2.4%, due 03/15/2019, par $530,000
|
|
540,202
|
|
Missouri Higher Education Loan, %, due 05/25/2032, par $1,139,795
|
|
1,112,384
|
|
MMAF Equipment Finance LLC 2015-A, 1.39%, due 10/16/2019, par $1,928,621
|
|
1,926,452
|
|
Morgan Stanley, 5.55%, due 04/27/2017, par $545,000
|
|
557,590
|
|
Morgan Stanley, 4.75%, due 03/22/2017, par $1,380,000
|
|
1,408,420
|
|
Morgan Stanley, 2.65%, due 01/27/2020, par $810,000
|
|
822,997
|
|
Morgan Stanley Capital I Trust 2007-IQ13, 5.364%, due 03/15/2044, par $617,386
|
|
620,556
|
|
Morgan Stanley Capital I Trust 2007-TOP27, 5.64302%, due 06/11/2042, par $1,445,986
|
|
1,469,155
|
|
Morgan Stanley Capital I Trust 2011-C3, 4.118%, due 07/15/2049, par $1,900,000
|
|
2,047,244
|
|
Navient Student Loan Trust 2015-2, 1.17611%, due 08/27/2029, par $2,000,000
|
|
1,992,301
|
|
Navient Student Loan Trust 2016-6, 1.50611%, due 03/25/2066, par $1,200,000
|
|
1,202,635
|
|
Nevada Power Co, 6.5%, due 05/15/2018, par $697,000
|
|
749,236
|
|
New Hampshire Higher Education Loan Corp, %, due 10/25/2028, par $760,763
|
|
759,519
|
|
New York Life Global Funding, 1.3%, due 10/30/2017, par $1,000,000
|
|
1,002,826
|
|
New York Life Global Funding, 2%, due 04/13/2021, par $480,000
|
|
473,340
|
|
Nissan Auto Lease Trust 2014-B, 1.12%, due 09/15/2017, par $589,991
|
|
590,359
|
|
Occidental Petroleum Corp, 2.6%, due 04/15/2022, par $960,000
|
|
962,798
|
|
Ohio Phase-In-Recovery Funding LLC, 2.049%, due 07/01/2020, par $1,800,000
|
|
1,830,497
|
|
Oracle Corp, 2.25%, due 10/08/2019, par $710,000
|
|
722,293
|
|
Oracle Corp, 1.9%, due 09/15/2021, par $680,000
|
|
670,736
|
|
Orange SA, 1.625%, due 11/03/2019, par $780,000
|
|
769,639
|
|
PepsiCo Inc, 1.5%, due 02/22/2019, par $780,000
|
|
781,466
|
|
PepsiCo Inc, 1.7%, due 10/06/2021, par $450,000
|
|
438,970
|
|
Pfizer Inc, 1.7%, due 12/15/2019, par $830,000
|
|
830,785
|
|
Phillips 66, 2.95%, due 05/01/2017, par $1,470,000
|
|
1,485,427
|
|
PNC Bank NA, 1.5%, due 10/18/2017, par $1,400,000
|
|
1,404,967
|
|
PNC Bank NA, 2.3%, due 06/01/2020, par $580,000
|
|
580,862
|
|
PPL Electric Utilities Corp, 3%, due 09/15/2021, par $1,000,000
|
|
1,023,808
|
|
Praxair Inc, 2.25%, due 09/24/2020, par $580,000
|
|
582,194
|
|
Procter & Gamble Co/The, 1.7%, due 11/03/2021, par $1,000,000
|
|
985,627
|
|
Public Service Electric & Gas Co, 2%, due 08/15/2019, par $1,400,000
|
|
1,419,252
|
|
Reckitt Benckiser Treasury Services PLC, 2.125%, due 09/21/2018, par $900,000
|
|
906,884
|
|
Roche Holdings Inc, 1.75%, due 01/28/2022, par $1,170,000
|
|
1,127,883
|
|
Royal Bank of Canada, 1.875%, due 02/05/2020, par $1,625,000
|
|
1,629,368
|
|
Royal Bank of Canada, 2.3%, due 03/22/2021, par $450,000
|
|
449,696
|
|
SBA Small Business Investment Cos, 3.644%, due 09/10/2023, par $1,802,931
|
|
1,896,089
|
|
SBA Small Business Investment Cos, 3.191%, due 03/10/2024, par $3,406,648
|
|
3,559,831
|
|
SBA Small Business Investment Cos, 2.517%, due 03/10/2025, par $1,959,513
|
|
1,993,608
|
|
SBA Small Business Investment Cos, 2.829%, due 09/10/2025, par $1,947,259
|
|
1,999,585
|
|
SBA Small Business Investment Cos, 2.507%, due 03/10/2026, par $8,323,701
|
|
8,369,319
|
|
Shell International Finance BV, 2.25%, due 11/10/2020, par $1,000,000
|
|
1,001,796
|
|
Shell International Finance BV, 1.875%, due 05/10/2021, par $1,110,000
|
|
1,088,214
|
|
Siemens Financieringsmaatschappij NV, 2.15%, due 05/27/2020, par $980,000
|
|
976,043
|
|
Simon Property Group LP, 2.35%, due 01/30/2022, par $350,000
|
|
346,167
|
|
SLCC Student Loan Trust I, 1.97611%, due 10/25/2027, par $1,204,749
|
|
1,190,830
|
|
Southern California Edison Co, 3.875%, due 06/01/2021, par $1,010,000
|
|
1,072,204
|
|
State Street Corp, 2.55%, due 08/18/2020, par $700,000
|
|
713,656
|
|
Statoil ASA, 2.25%, due 11/08/2019, par $920,000
|
|
930,686
|
|
Student Loan Corp, 1.45611%, due 07/25/2036, par $1,116,158
|
|
1,106,355
|
|
SunTrust Banks Inc, 2.7%, due 01/27/2022, par $440,000
|
|
441,177
|
|
Tagua Leasing LLC, 1.581%, due 11/16/2024, par $1,378,025
|
|
1,340,360
|
|
Teva Pharmaceutical Finance Netherlands III BV, 1.7%, due 07/19/2019, par $500,000
|
|
495,042
|
|
Texas A&M University, 2.396%, due 05/15/2023, par $900,000
|
|
891,676
|
|
Thermo Fisher Scientific Inc, 3%, due 04/15/2023, par $390,000
|
|
385,788
|
|
Toronto-Dominion Bank/The, 2.25%, due 09/25/2019, par $1,400,000
|
|
1,419,545
|
|
Toronto-Dominion Bank/The, 1.95%, due 04/02/2020, par $1,400,000
|
|
1,401,722
|
|
Total Capital International SA, 1.55%, due 06/28/2017, par $995,000
|
|
996,765
|
|
Toyota Auto Receivables 2014-C Owner Trust, 0.93%, due 07/16/2018, par $911,946
|
|
911,763
|
|
Toyota Motor Credit Corp, 2.15%, due 03/12/2020, par $600,000
|
|
602,835
|
|
Toyota Motor Credit Corp, 1.7%, due 02/19/2019, par $420,000
|
|
421,291
|
|
Toyota Motor Credit Corp, 1.55%, due 10/18/2019, par $640,000
|
|
634,265
|
|
UBS AG/Stamford CT, 5.875%, due 12/20/2017, par $375,000
|
|
391,025
|
|
UBS AG/Stamford CT, 2.375%, due 08/14/2019, par $400,000
|
|
405,554
|
|
UBS-Barclays Commercial Mortgage Trust 2012-C4, 2.8502%, due 12/10/2045, par $1,800,000
|
|
1,820,441
|
|
Union Pacific Corp, 5.65%, due 05/01/2017, par $1,400,000
|
|
1,434,428
|
|
United Technologies Corp, 1.95%, due 11/01/2021, par $410,000
|
|
403,241
|
|
UnitedHealth Group Inc, 1.9%, due 07/16/2018, par $500,000
|
|
506,575
|
|
UnitedHealth Group Inc, 2.125%, due 03/15/2021, par $420,000
|
|
417,716
|
|
US Bank NA/Cincinnati OH, 1.45%, due 01/29/2018, par $1,350,000
|
|
1,357,378
|
|
USAA Capital Corp, 2%, due 06/01/2021, par $990,000
|
|
970,712
|
|
Ventas Realty LP, 3.125%, due 06/15/2023, par $420,000
|
|
412,882
|
|
Verizon Communications Inc, 4.5%, due 09/15/2020, par $400,000
|
|
433,345
|
|
Verizon Communications Inc, 1.75%, due 08/15/2021, par $600,000
|
|
579,956
|
|
Vermont Student Assistance Corp, 1.506%, due 04/30/2035, par $1,002,226
|
|
980,956
|
|
Volkswagen Group of America Finance LLC, 1.6%, due 11/20/2017, par $650,000
|
|
649,142
|
|
Volkswagen Group of America Finance LLC, 2.4%, due 05/22/2020, par $200,000
|
|
198,441
|
|
Westpac Banking Corp, 2.3%, due 05/26/2020, par $600,000
|
|
598,583
|
|
Westpac Banking Corp, 2.25%, due 11/09/2020, par $1,075,000
|
|
1,078,944
|
|
WF Dealer Floorplan Master Note Trust, 1.119%, due 07/20/2019, par $2,000,000
|
|
2,000,958
|
|
World Omni Auto Receivables Trust 2013-B, 0.83%, due 08/15/2018, par $118,564
|
|
118,583
|
|
World Omni Auto Receivables Trust 2014-A, 0.94%, due 04/15/2019, par $694,128
|
|
693,953
|
|
World Omni Auto Receivables Trust 2015-A, 1.34%, due 05/15/2020, par $1,888,671
|
|
1,891,269
|
|
Xcel Energy Inc, 2.4%, due 03/15/2021, par $420,000
|
|
420,616
|
|
Xcel Energy Inc, 2.6%, due 03/15/2022, par $530,000
|
|
528,987
|
|
Total Corporate Debt Securities
|
$
|
222,968,212
|
|
|
|
|
|
Government Bonds
|
|
|
|
Arizona School Facilities Board, 1.755%, due 07/01/2019, par $1,300,000
|
$
|
1,311,278
|
|
Beaver County School District, 1.761%, due 02/01/2018, par $1,000,000
|
|
1,012,008
|
|
City of Dallas TX Waterworks & Sewer System Revenue, 2.289%, due 10/01/2024, par $1,255,000
|
|
1,207,037
|
|
City of Frisco TX, 2.92%, due 02/15/2023, par $855,000
|
|
867,185
|
|
Coos County School District No 13 North Bend, 2.006%, due 06/15/2020, par $1,005,000
|
|
1,005,926
|
|
County of Harris TX, 1.372%, due 10/01/2018, par $1,650,000
|
|
1,654,637
|
|
County of Macomb MI, 2.688%, due 11/01/2021, par $1,000,000
|
|
1,014,960
|
|
Hashemite Kingdom of Jordan Government AID Bond, 2.578%, due 06/30/2022, par $3,150,000
|
|
3,204,510
|
|
MSN 41079 and 41084 Ltd, 1.717%, due 07/13/2024, par $1,106,932
|
|
1,086,588
|
|
North Carolina State Ed Assistance Auth, 1.556%, due 07/25/2039, par $1,719,347
|
|
1,694,530
|
|
NYC Transit Fin Auth Future Tax Rev, 2.5%, due 11/01/2020, par $750,000
|
|
765,035
|
|
NYC Transit Fin Auth Future Tax Rev, 2.5%, due 02/01/2023, par $750,000
|
|
747,148
|
|
Petroleos Mexicanos, 2%, due 12/20/2022, par $840,000
|
|
838,508
|
|
Petroleos Mexicanos, 2.83%, due 02/15/2024, par $1,631,250
|
|
1,680,613
|
|
Petroleos Mexicanos, 1.33567%, due 02/15/2024, par $1,957,500
|
|
1,963,863
|
|
Petroleos Mexicanos, 2.378%, due 04/15/2025, par $1,700,000
|
|
1,709,277
|
|
Phoenix 2012 LLC, 1.607%, due 07/03/2024, par $1,353,560
|
|
1,324,999
|
|
Port of Morrow OR, 1.809%, due 09/01/2022, par $600,000
|
|
582,828
|
|
State of CA Dept of Water Resources Power Supply Revenue, 2%, due 05/01/2022, par $1,000,000
|
|
976,957
|
|
State of New York, 3.75%, due 03/01/2018, par $1,000,000
|
|
1,039,910
|
|
State of Ohio, 3.18%, due 05/01/2018, par $500,000
|
|
514,970
|
|
State of Texas, 2.843%, due 10/01/2022, par $1,200,000
|
|
1,236,069
|
|
State of Wisconsin, 1.899%, due 05/01/2022, par $425,000
|
|
412,263
|
|
Tunisia Government AID Bonds, 1.416%, due 08/05/2021, par $1,375,000
|
|
1,337,029
|
|
Ukraine Government AID Bonds, 1.471%, due 09/29/2021, par $775,000
|
|
759,503
|
|
United States Small Business Administration, 4.14%, due 02/01/2030, par $1,449,453
|
|
1,565,873
|
|
United States Small Business Administration, 2.09%, due 11/01/2032, par $1,264,212
|
|
1,231,008
|
|
United States Treasury Inflation Indexed Bonds, 0.625%, due 01/15/2024, par $5,800,000
|
|
6,131,670
|
|
United States Treasury Inflation Indexed Bonds, 0.125%, due 07/15/2024, par $4,330,000
|
|
4,333,054
|
|
United States Treasury Inflation Indexed Bonds, 0.625%, due 01/15/2026, par $1,775,000
|
|
1,826,831
|
|
United States Treasury Note/Bond, 2.375%, due 08/15/2024, par $1,100,000
|
|
1,114,981
|
|
United States Treasury Note/Bond, 2.25%, due 11/15/2024, par $4,400,000
|
|
4,385,868
|
|
United States Treasury Note/Bond, 2%, due 02/15/2025, par $2,000,000
|
|
1,961,671
|
|
United States Treasury Note/Bond, 2.25%, due 11/15/2025, par $700,000
|
|
693,076
|
|
United States Treasury Note/Bond, 1.5%, due 03/31/2023, par $4,000,000
|
|
3,858,766
|
|
United States Treasury Note/Bond, 1.625%, due 10/31/2023, par $2,000,000
|
|
1,929,706
|
|
Total Government Bonds
|
$
|
58,980,133
|
|
|
|
|
|
Mortgage Backed Securities
|
|
|
|
Citigroup Commercial Mortgage Trust 2013-GC11, 2.69%, due 04/10/2046, par $2,275,000
|
$
|
2,311,176
|
|
COMM 2012-CCRE5 Mortgage Trust, 2.771%, due 12/10/2045, par $2,000,000
|
|
2,015,762
|
|
COMM 2013-CCRE6 Mortgage Trust, 3.101%, due 03/10/2046, par $2,000,000
|
|
2,040,444
|
|
COMM 2013-CCRE7 Mortgage Trust, 3.213%, due 03/10/2046, par $2,090,000
|
|
2,143,770
|
|
COMM 2013-LC6 Mortgage Trust, 2.941%, due 01/10/2046, par $1,000,000
|
|
1,014,340
|
|
Fannie Mae Pool, 5.5%, due 09/01/2023, par $968,005
|
|
1,080,105
|
|
Fannie Mae Pool, 4%, due 06/01/2026, par $1,959,007
|
|
2,074,928
|
|
Fannie Mae Pool, 4.5%, due 06/01/2018, par $495,728
|
|
511,341
|
|
Fannie Mae Pool, 5%, due 06/01/2023, par $729,018
|
|
776,350
|
|
Fannie Mae Pool, 4.5%, due 12/01/2022, par $303,307
|
|
315,352
|
|
Fannie Mae Pool, 5%, due 03/01/2025, par $1,142,654
|
|
1,223,506
|
|
Fannie Mae Pool, 5%, due 06/01/2020, par $846,356
|
|
872,853
|
|
Fannie Mae Pool, 4%, due 11/01/2025, par $1,608,551
|
|
1,704,980
|
|
Fannie Mae Pool, 3%, due 05/01/2027, par $177,685
|
|
183,157
|
|
Fannie Mae Pool, 3%, due 10/01/2027, par $516,817
|
|
532,488
|
|
Fannie Mae Pool, 2%, due 12/01/2022, par $796,028
|
|
805,592
|
|
Fannie Mae Pool, 2.5%, due 01/01/2028, par $1,159,363
|
|
1,164,624
|
|
Fannie Mae Pool, 2%, due 05/01/2023, par $946,122
|
|
957,476
|
|
Fannie Mae Pool, 2%, due 09/01/2023, par $1,135,997
|
|
1,149,708
|
|
Fannie Mae Pool, 2.5%, due 10/01/2023, par $524,014
|
|
536,631
|
|
Fannie Mae Pool, 2.867%, due 03/01/2044, par $862,308
|
|
889,363
|
|
Fannie Mae Pool, 2.11%, due 01/01/2020, par $3,384,801
|
|
3,422,085
|
|
Fannie Mae Pool, 2.8%, due 10/01/2021, par $4,123,243
|
|
4,173,584
|
|
Fannie Mae Pool, 2.71%, due 06/01/2022, par $3,213,188
|
|
3,278,736
|
|
Fannie Mae Pool, 2.6%, due 07/01/2042, par $1,488,875
|
|
1,520,444
|
|
Fannie Mae Pool, 2.542%, due 08/01/2042, par $1,268,431
|
|
1,293,215
|
|
Fannie Mae Pool, 2.687%, due 06/01/2045, par $1,588,842
|
|
1,626,599
|
|
Fannie Mae Pool, 2.637%, due 07/01/2045, par $3,183,906
|
|
3,253,715
|
|
Fannie Mae Pool, 3%, due 02/01/2031, par $1,838,943
|
|
1,894,871
|
|
Fannie Mae Pool, 3%, due 01/01/2032, par $4,000,000
|
|
4,112,021
|
|
Fannie Mae-Aces, 0.78267%, due 05/25/2018, par $1,393,979
|
|
1,392,577
|
|
Fannie Mae-Aces, 2.17135%, due 09/25/2019, par $5,000,000
|
|
5,029,407
|
|
Fannie Mae-Aces, 2.263%, due 02/25/2023, par $1,375,000
|
|
1,352,189
|
|
FHLMC K710 A2 Multifam, 1.883%, due 05/25/2019, par $2,000,000
|
|
2,013,022
|
|
FHLMC Multifamily Structured Passthrough, 2.699%, due 05/25/2018, par $2,148,523
|
|
2,183,285
|
|
FHMS K712 A2, 1.869%, due 11/25/2019, par $4,125,000
|
|
4,136,354
|
|
FNA 2012 - M14 ASQ2, 1.114%, due 02/25/2017, par $241,149
|
|
241,202
|
|
Freddie Mac Gold Pool, 5%, due 10/01/2020, par $884,881
|
|
927,122
|
|
Freddie Mac Gold Pool, 5%, due 04/01/2023, par $248,973
|
|
266,644
|
|
Freddie Mac Gold Pool, 5%, due 02/01/2025, par $483,062
|
|
517,165
|
|
Freddie Mac Gold Pool, 4.5%, due 06/01/2025, par $1,032,650
|
|
1,103,443
|
|
Freddie Mac Gold Pool, 4%, due 07/01/2026, par $710,838
|
|
744,526
|
|
Freddie Mac Gold Pool, 2.5%, due 01/01/2028, par $1,081,378
|
|
1,086,546
|
|
Freddie Mac Gold Pool, 2.5%, due 04/01/2023, par $829,539
|
|
846,163
|
|
Freddie Mac Gold Pool, 2.5%, due 04/01/2023, par $911,236
|
|
922,523
|
|
Freddie Mac Multifamily Structured Pass Through Certificates, 2.791%, due 01/25/2022, par $3,800,000
|
|
3,891,595
|
|
Freddie Mac Multifamily Structured Pass Through Certificates, 2.355%, due 04/25/2021, par $2,000,000
|
|
2,013,331
|
|
Freddie Mac Non Gold Pool, 2.319%, due 10/01/2043, par $1,184,372
|
|
1,206,499
|
|
Freddie Mac Non Gold Pool, 2.424%, due 08/01/2045, par $2,299,454
|
|
2,331,387
|
|
Freddie Mac Non Gold Pool, 2.666%, due 08/01/2045, par $2,929,943
|
|
2,991,987
|
|
Freddie Mac Non Gold Pool, 2.452%, due 09/01/2046, par $1,953,457
|
|
1,976,890
|
|
Freddie Mac REMICS, 4.75%, due 06/15/2035, par $404,802
|
|
412,262
|
|
GAHR Commercial Mortgage Trust 2015-NRF, 2.00389%, due 12/15/2034, par $1,981,671
|
|
1,986,622
|
|
GAHR Commercial Mortgage Trust 2015-NRF, 3.2349%, due 12/15/2034, par $1,656,000
|
|
1,702,417
|
|
Ginnie Mae I pool, 5%, due 10/15/2019, par $93,379
|
|
98,254
|
|
Ginnie Mae II pool, 4.103%, due 08/20/2062, par $2,807,270
|
|
2,931,338
|
|
Government National Mortgage Association, 4.5%, due 07/20/2038, par $107,782
|
|
111,888
|
|
Government National Mortgage Association, 5.5%, due 02/16/2037, par $256,590
|
|
264,604
|
|
Government National Mortgage Association, 4%, due 09/20/2038, par $536,799
|
|
555,761
|
|
Government National Mortgage Association, 4.25%, due 10/20/2038, par $586,926
|
|
613,228
|
|
Government National Mortgage Association, 4%, due 05/16/2035, par $134,788
|
|
137,456
|
|
Government National Mortgage Association, 4.25%, due 05/20/2039, par $219,403
|
|
229,692
|
|
Government National Mortgage Association, 5%, due 05/20/2038, par $138,981
|
|
140,987
|
|
Government National Mortgage Association, 4.5%, due 04/20/2036, par $12,459
|
|
12,509
|
|
Government National Mortgage Association, 3%, due 03/20/2038, par $257,195
|
|
261,977
|
|
Government National Mortgage Association, 3.5%, due 02/20/2039, par $425,258
|
|
441,047
|
|
Government National Mortgage Association, 4.5%, due 05/20/2040, par $304,954
|
|
321,814
|
|
Government National Mortgage Association, 4%, due 12/16/2038, par $188,115
|
|
193,301
|
|
Government National Mortgage Association, 3.5%, due 01/20/2039, par $623,039
|
|
648,390
|
|
Government National Mortgage Association, 4.5%, due 04/20/2040, par $96,487
|
|
99,186
|
|
Government National Mortgage Association, 4%, due 06/20/2040, par $217,339
|
|
227,693
|
|
GS Mortgage Securities Trust 2011-GC5, 3.707%, due 08/10/2044, par $2,000,000
|
|
2,116,968
|
|
GS Mortgage Securities Trust 2013-GC16, 4.271%, due 11/10/2046, par $1,620,000
|
|
1,756,156
|
|
Helios Leasing I LLC, 1.562%, due 09/28/2024, par $668,198
|
|
647,716
|
|
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4, 4.3878%, due 07/15/2046, par $1,900,000
|
|
2,047,741
|
|
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8, 2.3791%, due 10/15/2045, par $2,000,000
|
|
2,013,277
|
|
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16, 4.1664%, due 12/15/2046, par $1,575,000
|
|
1,697,636
|
|
JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11, 2.5539%, due 04/15/2046, par $2,000,000
|
|
2,018,411
|
|
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9, 2.657%, due 05/15/2046, par $2,000,000
|
|
2,030,244
|
|
SCG Trust 2013-SRP1, 2.10389%, due 11/15/2026, par $1,330,000
|
|
1,331,323
|
|
Towd Point Mortgage Trust 2015-6, 3.5%, due 04/25/2055, par $1,282,546
|
|
1,312,663
|
|
Towd Point Mortgage Trust 2016-1, 2.75%, due 02/25/2055, par $1,299,484
|
|
1,305,519
|
|
Towd Point Mortgage Trust 2016-3, 2.25%, due 08/25/2055, par $882,669
|
|
877,225
|
|
Towd Point Mortgage Trust 2016-4, 2.25%, due 07/25/2056, par $392,381
|
|
388,469
|
|
WFRBS Commercial Mortgage Trust 2013-C11, 3.071%, due 03/15/2045, par $1,000,000
|
|
1,021,532
|
|
WFRBS Commercial Mortgage Trust 2013-C17, 4.023%, due 12/15/2046, par $2,000,000
|
|
2,135,547
|
|
|
|
|
|
Total Mortgage Backed Securities
|
$
|
120,143,926
|
|
|
|
|
|
Net Assets Pending Settlement
|
$
|
(3,801,280)
|
|
|
|
|
|
Subtotal Stable Value
|
$
|
719,496,404
|
|
|
|
|
|
TOTAL - INVESTMENT CONTRACTS
|
|
719,496,404
|
|
ADJUSTMENT FROM FAIR VALUE TO CONTRACT VALUE
|
|
(2,269,340)
|
|
TOTAL - INVESTMENT CONTRACTS AT CONTRACT VALUE
|
$
|
717,227,064
|
AMERICAN ELECTRIC POWER SYSTEM RETIREMENT SAVINGS PLAN
|
|||||
PLAN #002 EIN #13-4922641
|
|||||
SCHEDULE OF ASSETS (HELD AS OF END OF YEAR (continued))
|
|||||
DECEMBER 31, 2016
|
|||||
|
|
|
|
||
Shares
|
Identity of Issuer, Borrower, Lessor or Similar Party
|
|
Fair Value
|
||
|
Cash Equivalents
|
|
|
||
22,019,629
|
|
Cash Equivalents
|
$
|
22,019,629
|
|
|
Total Cash Equivalents
|
$
|
22,019,629
|
|
|
|
|
|
|
||
|
Common / Collective Trusts
|
|
|
||
88,767
|
|
Mellon Capital REIT Index Fund
|
$
|
27,607,567
|
|
3,342,974
|
|
Mellon Capital Aggregate Bond Index Fund
|
|
451,234,688
|
|
3,523,558
|
|
Mellon Capital International Stock Index Fund
|
|
463,841,234
|
|
746,808
|
|
Mellon Capital Small Cap Stock Index Fund
|
|
181,257,716
|
|
3,106,668
|
|
Mellon Capital Stock Index Fund
|
|
744,575,161
|
|
1,030,205
|
|
Mellon Capital Mid Cap Stock Index Fund
|
|
239,275,406
|
|
157,814
|
|
Mellon Capital Treasury Inflation-Protected Securities Fund
|
|
19,303,861
|
|
316,155
|
|
Mellon Capital Emerging Markets Stock Index Fund
|
|
26,607,569
|
|
14,478
|
|
JPMorgan Strategic Property Fund
|
|
43,720,839
|
|
12,947,585
|
|
JPMorgan Liquidity Fund
|
|
12,947,585
|
|
|
Total Common / Collective Trusts
|
$
|
2,210,371,626
|
|
|
|
|
|
|
||
|
AEP Stock
|
|
|
||
5,229,663
|
|
American Electric Power Company, Inc. Common Stock $6.50 par value
|
$
|
329,259,557
|
|
|
Total AEP Stock
|
$
|
329,259,557
|
|
|
|
|
|
|
||
|
Corporate Stocks
|
|
|
||
5,300
|
|
3M CO COMMON STOCK USD 0.01
|
$
|
946,421
|
|
6,706
|
|
AARON'S INC COMMON STOCK USD 0.5
|
|
214,709
|
|
58,611
|
|
ABBOTT LABORATORIES COMMON STOCK USD 0
|
|
2,251,249
|
|
5,221
|
|
ABIOMED INC COMMON STOCK USD 0.01
|
|
588,302
|
|
5,330
|
|
ABM INDUSTRIES INC COMMON STOCK USD 0.01
|
|
217,677
|
|
23,960
|
|
ACADIA HEALTHCARE CO INC COMMON STOCK USD 0.01
|
|
793,076
|
|
12,300
|
|
ACCENTURE PLC COMMON STOCK USD 0.0000225
|
|
1,440,699
|
|
15,200
|
|
ACTUANT CORP COMMON STOCK USD 0.2
|
|
394,440
|
|
36,539
|
|
ADIDAS AG ADR USD
|
|
2,870,138
|
|
47,242
|
|
ADOBE SYSTEMS INC COMMON STOCK USD 0.0001
|
|
4,863,564
|
|
5,142
|
|
ADVANCE AUTO PARTS INC COMMON STOCK USD 0.0001
|
|
869,920
|
|
9,371
|
|
AECOM COMMON STOCK USD 0.01
|
|
340,730
|
|
19,346
|
|
AECOM COMMON STOCK USD 0.01
|
|
703,421
|
|
7,397
|
|
AEGION CORP COMMON STOCK USD 0.01
|
|
175,309
|
|
26,218
|
|
AES CORP/VA COMMON STOCK USD 0.01
|
|
304,653
|
|
16,700
|
|
AETNA INC COMMON STOCK USD 0.01
|
|
2,070,967
|
|
17,400
|
|
AGCO CORP COMMON STOCK USD 0.01
|
|
1,006,764
|
|
10,027
|
|
AGNC INVESTMENT CORP REIT USD 0.01
|
|
183,594
|
|
25,290
|
|
AIR LEASE CORP COMMON STOCK USD 0.01
|
|
870,102
|
|
13,748
|
|
AIR METHODS CORP COMMON STOCK EUR 0.06
|
|
437,874
|
|
2,300
|
|
AIR PRODUCTS & CHEMICALS INC COMMON STOCK USD 1
|
|
332,764
|
|
9,188
|
|
AIRCASTLE LTD COMMON STOCK USD 0.01
|
|
191,570
|
|
16,893
|
|
ALBEMARLE CORP COMMON STOCK USD 0.01
|
|
1,459,302
|
|
3,600
|
|
ALBEMARLE CORP COMMON STOCK USD 0.01
|
|
310,986
|
|
22,040
|
|
ALEXION PHARMACEUTICALS INC COMMON STOCK USD
|
|
2,696,594
|
|
64,366
|
|
ALIBABA GROUP HOLDING LTD ADR USD 0.000025
|
|
5,651,978
|
|
17,618
|
|
ALLERGAN PLC COMMON STOCK 0.0033
|
|
3,699,956
|
|
12,800
|
|
ALLSTATE CORP/THE COMMON STOCK USD 0.01
|
|
952,960
|
|
18,032
|
|
ALLY FINANCIAL INC COMMON STOCK USD 0.1
|
|
342,969
|
|
51,200
|
|
ALLY FINANCIAL INC COMMON STOCK USD 0.1
|
|
973,824
|
|
7,958
|
|
ALPHABET INC COMMON STOCK USD 0.001
|
|
6,306,317
|
|
9,266
|
|
ALPHABET INC COMMON STOCK USD 0.001
|
|
7,151,684
|
|
7,200
|
|
ALTRA INDUSTRIAL MOTION CORP
|
|
266,760
|
|
18,990
|
|
AMAZON.COM INC COMMON STOCK USD 0.01
|
|
14,240,031
|
|
16,600
|
|
AMBARELLA INC COMMON STOCK USD 0.00045
|
|
898,558
|
|
25,775
|
|
AMC NETWORKS INC COMMON STOCK USD
|
|
1,349,064
|
|
7,837
|
|
AMDOCS LTD COMMON STOCK USD 0.01
|
|
458,033
|
|
10,300
|
|
AMEREN CORP COMMON STOCK USD 0.01
|
|
540,338
|
|
114,800
|
|
AMERICAN EAGLE OUTFITTERS INC COMMON STOCK USD
|
|
1,741,516
|
|
22,929
|
|
AMERICAN EAGLE OUTFITTERS INC COMMON STOCK USD
|
|
347,833
|
|
21,742
|
|
AMERICAN HOMES 4 RENT REIT USD 0.01
|
|
456,151
|
|
18,000
|
|
AMERICAN INTERNATIONAL GROUP INC COMMON STOCK USD
|
|
1,175,580
|
|
11,300
|
|
AMERIPRISE FINANCIAL INC COMMON STOCK USD 0.01
|
|
1,253,622
|
|
14,700
|
|
AMGEN INC COMMON STOCK USD 0.0001
|
|
2,149,287
|
|
22,500
|
|
AMPHENOL CORP COMMON STOCK USD 0.001
|
|
1,515,600
|
|
14,100
|
|
ANTHEM INC COMMON STOCK USD 0.01
|
|
2,027,157
|
|
22,277
|
|
ANWORTH MORTGAGE ASSET CORP REIT USD 0.01
|
|
118,514
|
|
93,413
|
|
APPLE INC COMMON STOCK USD 0.00001
|
|
10,819,094
|
|
114,150
|
|
APPLIED MICRO CIRCUITS CORP COMMON STOCK EUR 0.01
|
|
941,738
|
|
41,824
|
|
ARAMARK COMMON STOCK USD 0.01
|
|
1,493,953
|
|
7,500
|
|
ARCHER-DANIELS-MIDLAND CO COMMON STOCK USD 0
|
|
342,375
|
|
20,178
|
|
ARES CAPITAL CORP COMMON STOCK USD 0.001
|
|
332,735
|
|
28,771
|
|
ARES COMMERCIAL REAL ESTATE CORP REIT USD 0.01
|
|
402,506
|
|
6,713
|
|
ARGO GROUP INTERNATIONAL HOLDINGS LTD COMMON STOCK
|
|
442,406
|
|
114,900
|
|
ARRAY BIOPHARMA INC COMMON STOCK USD 0.001
|
|
1,009,971
|
|
98,900
|
|
ARRIS INTERNATIONAL PLC COMMON STOCK USD 0.01
|
|
2,979,857
|
|
12,440
|
|
ARROW ELECTRONICS INC COMMON STOCK USD 1
|
|
886,972
|
|
7,800
|
|
ASHLAND GLOBAL HOLDINGS INC COMMON STOCK USD 0
|
|
852,462
|
|
9,500
|
|
ASPEN INSURANCE HOLDINGS LTD COMMON STOCK USD
|
|
522,500
|
|
1,831
|
|
ASSURANT INC COMMON STOCK USD 0.01
|
|
170,027
|
|
7,400
|
|
ASSURANT INC COMMON STOCK USD 0.01
|
|
687,164
|
|
11,186
|
|
ASSURED GUARANTY LTD COMMON STOCK USD 0.01
|
|
422,495
|
|
2,415
|
|
ATHENE HOLDING LTD COMMON STOCK USD 0.001
|
|
115,896
|
|
16,695
|
|
AUTODESK INC COMMON STOCK USD 0.01
|
|
1,235,597
|
|
8,500
|
|
AUTOLIV INC COMMON STOCK USD 1
|
|
961,775
|
|
3,900
|
|
AVALONBAY COMMUNITIES INC REIT USD 0.01
|
|
696,150
|
|
22,600
|
|
AVNET INC COMMON STOCK USD 1
|
|
1,075,986
|
|
14,264
|
|
AVNET INC COMMON STOCK USD 1
|
|
679,109
|
|
8,430
|
|
AXIS CAPITAL HOLDINGS LTD COMMON STOCK USD 0.0125
|
|
553,430
|
|
7,700
|
|
B&G FOODS INC COMMON STOCK USD 0.01
|
|
340,841
|
|
4,600
|
|
BALL CORP COMMON STOCK USD 0
|
|
345,322
|
|
22,641
|
|
BANC OF CALIFORNIA INC COMMON STOCK USD 0.01
|
|
395,765
|
|
1,100
|
|
BANCFIRST CORP COMMON STOCK USD 1
|
|
102,773
|
|
53,900
|
|
BANK OF AMERICA CORP COMMON STOCK USD 0.01
|
|
1,191,190
|
|
2,257
|
|
BELDEN INC COMMON STOCK USD 0.01
|
|
168,869
|
|
3,700
|
|
BELDEN INC COMMON STOCK USD 0.01
|
|
276,834
|
|
61,300
|
|
BELMOND LTD COMMON STOCK USD 0.01
|
|
818,355
|
|
13,904
|
|
BERRY GLOBAL GROUP INC COMMON STOCK USD 0.01
|
|
677,542
|
|
42,300
|
|
BEST BUY CO INC COMMON STOCK USD 0.1
|
|
1,804,941
|
|
5,100
|
|
BIG LOTS INC COMMON STOCK USD 0.01
|
|
256,071
|
|
7,300
|
|
BIOGEN INC COMMON STOCK USD 0.0005
|
|
2,070,134
|
|
32,690
|
|
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD 0.001
|
|
2,708,040
|
|
5,521
|
|
BLACKSTONE MORTGAGE TRUST INC REIT USD 0.01
|
|
169,439
|
|
13,800
|
|
BLOOMIN' BRANDS INC COMMON STOCK USD 0.01
|
|
248,814
|
|
19,593
|
|
BMC STOCK HOLDINGS INC COMMON STOCK USD 0.01
|
|
382,064
|
|
36,921
|
|
BOEING CO/THE COMMON STOCK USD 5
|
|
5,747,861
|
|
5,196
|
|
BOOZ ALLEN HAMILTON HOLDING CORP COMMON STOCK USD
|
|
187,420
|
|
14,918
|
|
BORGWARNER INC COMMON STOCK USD 0.01
|
|
588,366
|
|
102,100
|
|
BOSTON SCIENTIFIC CORP COMMON STOCK USD 0.01
|
|
2,208,423
|
|
65,300
|
|
BOYD GAMING CORP COMMON STOCK USD 0.01
|
|
1,317,101
|
|
17,400
|
|
BP PLC ADR USD
|
|
650,412
|
|
82,774
|
|
BRISTOL-MYERS SQUIBB CO COMMON STOCK USD 0.1
|
|
4,837,313
|
|
16,720
|
|
BRISTOW GROUP INC COMMON STOCK USD 0.01
|
|
342,426
|
|
31,518
|
|
BROCADE COMMUNICATIONS SYSTEMS INC COMMON STOCK
|
|
395,393
|
|
14,332
|
|
BROOKS AUTOMATION INC COMMON STOCK USD 0.01
|
|
244,647
|
|
3,588
|
|
BRUNSWICK CORP/DE COMMON STOCK USD 0.75
|
|
195,690
|
|
10,398
|
|
BRUNSWICK CORP/DE COMMON STOCK USD 0.75
|
|
567,107
|
|
49,100
|
|
CA INC COMMON STOCK USD 0.1
|
|
1,559,907
|
|
2,995
|
|
CABOT CORP COMMON STOCK USD 1
|
|
151,367
|
|
4,979
|
|
CABOT CORP COMMON STOCK USD 1
|
|
251,639
|
|
97,900
|
|
CAE INC COMMON STOCK CAD 0
|
|
1,367,663
|
|
19,700
|
|
CALLON PETROLEUM CO COMMON STOCK USD 0.01
|
|
302,789
|
|
83,000
|
|
CAMECO CORP COMMON STOCK CAD 0
|
|
875,152
|
|
14,200
|
|
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD 0.01
|
|
1,238,808
|
|
28,500
|
|
CAPSTEAD MORTGAGE CORP REIT USD 0.01
|
|
296,970
|
|
8,400
|
|
CARE CAPITAL PROPERTIES INC REIT USD 0.01
|
|
214,788
|
|
5,066
|
|
CARRIZO OIL & GAS INC COMMON STOCK USD 0.01
|
|
189,215
|
|
7,510
|
|
CATHAY GENERAL BANCORP COMMON STOCK USD 0.01
|
|
285,605
|
|
26,500
|
|
CBL & ASSOCIATES PROPERTIES INC REIT USD 0.01
|
|
311,773
|
|
11,661
|
|
CDW CORP/DE COMMON STOCK USD 0.01
|
|
607,421
|
|
36,661
|
|
CDW CORP/DE COMMON STOCK USD 0.01
|
|
1,909,671
|
|
4,149
|
|
CELANESE CORP COMMON STOCK USD 0.0001
|
|
326,692
|
|
45,692
|
|
CELGENE CORP COMMON STOCK USD 0.01
|
|
5,288,849
|
|
2,693
|
|
CENTENE CORP COMMON STOCK USD 0.001
|
|
152,181
|
|
21,700
|
|
CENTERPOINT ENERGY INC COMMON STOCK USD 0.01
|
|
534,688
|
|
22,973
|
|
CERNER CORP COMMON STOCK USD 0.01
|
|
1,088,231
|
|
11,500
|
|
CF INDUSTRIES HOLDINGS INC COMMON STOCK USD 0.01
|
|
362,020
|
|
2,699
|
|
CHARTER COMMUNICATIONS INC COMMON STOCK USD 0.001
|
|
777,096
|
|
15,566
|
|
CHATHAM LODGING TRUST REIT USD 0.01
|
|
321,594
|
|
4,290
|
|
CHEMED CORP COMMON STOCK USD 1
|
|
688,159
|
|
5,900
|
|
CHEVRON CORP COMMON STOCK USD 0.75
|
|
694,430
|
|
9,000
|
|
CHUBB LTD COMMON STOCK USD 24.15
|
|
1,195,290
|
|
75,440
|
|
CINCINNATI BELL INC COMMON STOCK USD 0.01
|
|
1,686,084
|
|
22,800
|
|
CIT GROUP INC COMMON STOCK USD 0.01
|
|
973,104
|
|
20,300
|
|
CITIGROUP INC COMMON STOCK USD 0.01
|
|
1,206,429
|
|
4,900
|
|
CLEAN HARBORS INC COMMON STOCK USD 0.01
|
|
272,685
|
|
3,900
|
|
CLEARWATER PAPER CORP COMMON STOCK USD 0.0001
|
|
255,645
|
|
36,792
|
|
CLUBCORP HOLDINGS INC COMMON STOCK USD 0.01
|
|
527,965
|
|
40,800
|
|
COGNEX CORP COMMON STOCK USD 0.002
|
|
2,595,696
|
|
4,011
|
|
COHERENT INC COMMON STOCK USD 0.01
|
|
551,051
|
|
3,839
|
|
COHERENT INC COMMON STOCK USD 0.01
|
|
527,421
|
|
13,100
|
|
COLFAX CORP COMMON STOCK USD 0.001
|
|
470,683
|
|
20,607
|
|
COLONY CAPITAL INC REIT EUR 0.01
|
|
425,535
|
|
3,930
|
|
COLUMBIA BANKING SYSTEM INC COMMON STOCK USD 0
|
|
175,592
|
|
3,405
|
|
COMMERCE BANCSHARES INC/MO COMMON STOCK USD 5
|
|
196,852
|
|
11,882
|
|
COMMSCOPE HOLDING CO INC COMMON STOCK USD 0.01
|
|
442,010
|
|
5,010
|
|
COMPUTER SCIENCES CORP COMMON STOCK EUR 1
|
|
298,396
|
|
24,581
|
|
CONCHO RESOURCES INC COMMON STOCK USD 0.001
|
|
3,259,441
|
|
13,600
|
|
CONOCOPHILLIPS COMMON STOCK USD 0.01
|
|
681,904
|
|
6,187
|
|
CONSTELLATION BRANDS INC COMMON STOCK USD 0.01
|
|
948,529
|
|
7,079
|
|
CONVERGYS CORP COMMON STOCK USD 0
|
|
174,497
|
|
19,115
|
|
CONVERGYS CORP COMMON STOCK USD 0
|
|
471,185
|
|
19,309
|
|
COSTCO WHOLESALE CORP COMMON STOCK USD 0.005
|
|
3,091,564
|
|
6,200
|
|
CROWN HOLDINGS INC COMMON STOCK USD 5
|
|
325,934
|
|
3,057
|
|
CROWN HOLDINGS INC COMMON STOCK USD 5
|
|
160,706
|
|
11,510
|
|
CSRA INC COMMON STOCK USD 0.001
|
|
367,629
|
|
3,368
|
|
CUBIC CORP COMMON STOCK USD 0
|
|
161,496
|
|
16,112
|
|
CULLEN/FROST BANKERS INC COMMON STOCK USD 0.01
|
|
1,421,562
|
|
6,700
|
|
CUMMINS INC COMMON STOCK USD 2.5
|
|
915,689
|
|
14,000
|
|
CUMMINS INC COMMON STOCK USD 2.5
|
|
1,913,380
|
|
3,036
|
|
CURTISS-WRIGHT CORP COMMON STOCK USD 1
|
|
298,621
|
|
4,411
|
|
CVB FINANCIAL CORP COMMON STOCK USD 0
|
|
101,144
|
|
30,200
|
|
CYRUSONE INC REIT USD 0.01
|
|
1,362,322
|
|
67,239
|
|
CYS INVESTMENTS INC REIT USD 0.01
|
|
519,757
|
|
32,566
|
|
CYS INVESTMENTS INC REIT USD 0.01
|
|
251,735
|
|
66,556
|
|
DANA INC
|
|
1,263,233
|
|
26,400
|
|
DANAHER CORP COMMON STOCK USD 0.01
|
|
2,058,276
|
|
13,451
|
|
DEL FRISCO'S RESTAURANT GROUP INC COMMON STOCK USD
|
|
228,667
|
|
13,700
|
|
DELPHI AUTOMOTIVE PLC COMMON STOCK USD 0.01
|
|
922,695
|
|
9,600
|
|
DELPHI AUTOMOTIVE PLC COMMON STOCK USD 0.01
|
|
646,560
|
|
18,600
|
|
DELTA AIR LINES INC COMMON STOCK USD 0.0001
|
|
914,934
|
|
6,828
|
|
DIAMONDBACK ENERGY INC COMMON STOCK USD 0.01
|
|
690,038
|
|
36,900
|
|
DICK'S SPORTING GOODS INC COMMON STOCK USD 0.01
|
|
1,959,390
|
|
16,300
|
|
DISCOVER FINANCIAL SERVICES COMMON STOCK USD 0.01
|
|
1,175,067
|
|
89,000
|
|
DISCOVERY COMMUNICATIONS INC COMMON STOCK USD 0.01
|
|
2,383,420
|
|
7,903
|
|
DOLLAR TREE INC COMMON STOCK USD 0.01
|
|
609,954
|
|
4,458
|
|
DOMINO'S PIZZA INC COMMON STOCK USD 0.01
|
|
709,892
|
|
12,500
|
|
DOVER CORP COMMON STOCK USD 1
|
|
936,625
|
|
8,600
|
|
DOVER CORP COMMON STOCK USD 1
|
|
644,398
|
|
23,300
|
|
DR HORTON INC COMMON STOCK USD 0.01
|
|
636,789
|
|
22,815
|
|
DR HORTON INC COMMON STOCK USD 0.01
|
|
623,534
|
|
22,300
|
|
DR PEPPER SNAPPLE GROUP INC COMMON STOCK USD 0.01
|
|
2,033,760
|
|
9,623
|
|
DREW INDUSTRIES INC COMMON STOCK USD 0.01
|
|
1,036,878
|
|
2,490
|
|
DRIL-QUIP INC COMMON STOCK USD 0.01
|
|
149,525
|
|
19,100
|
|
DUPONT FABROS TECHNOLOGY INC REIT USD 0.001
|
|
848,613
|
|
57,900
|
|
DYAX CORPORATION CVR CONTRA
|
|
—
|
|
11,439
|
|
EAST WEST BANCORP INC COMMON STOCK USD 0.001
|
|
581,444
|
|
4,200
|
|
EASTMAN CHEMICAL CO COMMON STOCK USD 0.01
|
|
318,024
|
|
7,300
|
|
EASTMAN CHEMICAL CO COMMON STOCK USD 0.01
|
|
552,756
|
|
7,100
|
|
EDISON INTERNATIONAL COMMON STOCK USD 0
|
|
514,981
|
|
11,842
|
|
EDWARDS LIFESCIENCES CORP COMMON STOCK USD 1
|
|
1,109,595
|
|
8,600
|
|
EL PASO ELECTRIC CO COMMON STOCK USD 0
|
|
399,900
|
|
27,600
|
|
ELECTRONIC ARTS INC COMMON STOCK USD 0.01
|
|
2,173,776
|
|
13,660
|
|
ELECTRONIC ARTS INC COMMON STOCK USD 0.01
|
|
1,075,862
|
|
15,500
|
|
EMERSON ELECTRIC CO COMMON STOCK USD 0.5
|
|
864,125
|
|
32,700
|
|
ENDOCYTE INC COMMON STOCK USD
|
|
83,385
|
|
4,356
|
|
ENERSYS COMMON STOCK USD 0.01
|
|
340,204
|
|
9,104
|
|
ENERSYS COMMON STOCK USD 0.01
|
|
711,022
|
|
21,700
|
|
ENI SPA ADR USD
|
|
699,608
|
|
7,200
|
|
ENTERGY CORP COMMON STOCK USD 0.01
|
|
528,984
|
|
15,272
|
|
ENVESTNET INC COMMON STOCK USD
|
|
538,338
|
|
4,364
|
|
ENVISION HEALTHCARE CORP COMMON STOCK USD 0.01
|
|
276,198
|
|
8,489
|
|
ENVISION HEALTHCARE CORP COMMON STOCK USD 0.01
|
|
537,269
|
|
13,211
|
|
ENVISION HEALTHCARE CORP COMMON STOCK USD 0.01
|
|
836,103
|
|
32,174
|
|
EOG RESOURCES INC COMMON STOCK USD 0.01
|
|
3,252,791
|
|
12,900
|
|
EPR PROPERTIES REIT USD 0.01
|
|
929,961
|
|
17,600
|
|
EQT CORP COMMON STOCK USD 0
|
|
1,151,040
|
|
11,872
|
|
ESSENDANT INC COMMON STOCK USD 0.1
|
|
249,787
|
|
13,977
|
|
ESSENT GROUP LTD COMMON STOCK USD 0.015
|
|
452,435
|
|
5,470
|
|
ETRADE FINANCIAL CORP
|
|
189,536
|
|
52,600
|
|
EW SCRIPPS CO/THE COMMON STOCK USD 0.01
|
|
1,016,758
|
|
15,700
|
|
EXELON CORP COMMON STOCK USD 0
|
|
557,193
|
|
12,118
|
|
EXPEDIA INC COMMON STOCK USD 0.001
|
|
1,372,727
|
|
9,398
|
|
EXPEDIA INC COMMON STOCK USD 0.001
|
|
1,064,605
|
|
14,163
|
|
EXPRESS INC COMMON STOCK USD
|
|
152,394
|
|
29,500
|
|
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD 0.01
|
|
2,029,305
|
|
9,096
|
|
EXTRA SPACE STORAGE INC REIT USD 0.01
|
|
702,575
|
|
2,997
|
|
EXTRACTION OIL & GAS INC COMMON STOCK USD
|
|
60,060
|
|
7,400
|
|
EXXON MOBIL CORP COMMON STOCK USD 0
|
|
667,924
|
|
10,800
|
|
F5 NETWORKS INC COMMON STOCK USD 0
|
|
1,562,976
|
|
80,218
|
|
FACEBOOK INC COMMON STOCK USD 0.000006
|
|
9,229,081
|
|
5,386
|
|
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD 0.01
|
|
880,234
|
|
24,124
|
|
FASTENAL CO COMMON STOCK USD 0.01
|
|
1,133,346
|
|
5,607
|
|
FCB FINANCIAL HOLDINGS INC COMMON STOCK USD 0.001
|
|
267,454
|
|
7,744
|
|
FEDERATED INVESTORS INC COMMON STOCK USD 0
|
|
219,000
|
|
10,457
|
|
FERRO CORP COMMON STOCK USD 1
|
|
149,849
|
|
8,937
|
|
FERROGLOBE PLC COMMON STOCK USD 7.5
|
|
96,788
|
|
23,400
|
|
FIBROGEN INC COMMON STOCK USD 0.01
|
|
500,760
|
|
25,800
|
|
FIFTH THIRD BANCORP COMMON STOCK USD 0
|
|
699,438
|
|
15,972
|
|
FINISH LINE INC/THE COMMON STOCK USD 0.01
|
|
300,433
|
|
62,300
|
|
FIREEYE INC COMMON STOCK USD 0.0001
|
|
741,370
|
|
6,263
|
|
FIRST AMERICAN FINANCIAL CORP COMMON STOCK USD
|
|
229,414
|
|
844
|
|
FIRST CITIZENS BANCSHARES INC/NC COMMON STOCK USD
|
|
299,873
|
|
6,000
|
|
FIRST MERCHANTS CORP COMMON STOCK USD 0
|
|
225,900
|
|
2,243
|
|
FIRST REPUBLIC BANK/CA COMMON STOCK
|
|
206,670
|
|
12,728
|
|
FIRST REPUBLIC BANK/CA COMMON STOCK
|
|
1,172,758
|
|
4,433
|
|
FIRST SOLAR INC COMMON STOCK USD 0.001
|
|
142,255
|
|
8,012
|
|
FIRSTCASH INC
|
|
376,564
|
|
17,800
|
|
FIRSTENERGY CORP COMMON STOCK USD 0.1
|
|
551,266
|
|
14,800
|
|
FISERV INC COMMON STOCK USD 0.01
|
|
1,572,944
|
|
60,400
|
|
FITBIT INC COMMON STOCK USD 0.0001
|
|
442,128
|
|
20,984
|
|
FLEETCOR TECHNOLOGIES INC COMMON STOCK USD 0.001
|
|
2,969,656
|
|
9,982
|
|
FLEETCOR TECHNOLOGIES INC COMMON STOCK USD 0.001
|
|
1,412,653
|
|
36,508
|
|
FLEX LTD
|
|
524,620
|
|
10,600
|
|
FMC TECHNOLOGIES INC COMMON STOCK EUR 0.01
|
|
376,618
|
|
19,852
|
|
FNB CORP/PA COMMON STOCK USD 0.01
|
|
318,228
|
|
7,031
|
|
FNF GROUP TRACKING STK USD 0.0001
|
|
238,773
|
|
23,500
|
|
FNF GROUP TRACKING STK USD 0.0001
|
|
798,060
|
|
3,946
|
|
FNFV GROUP TRACKING STK USD 0.0001
|
|
54,060
|
|
10,800
|
|
FORUM ENERGY TECHNOLOGIES INC COMMON STOCK USD
|
|
237,600
|
|
—
|
|
FOUR CORNERS PROPERTY TRUST INC REIT
|
|
—
|
|
29,600
|
|
FRANKLIN RESOURCES INC COMMON STOCK USD 0.1
|
|
1,177,488
|
|
7,662
|
|
FTD COS INC COMMON STOCK USD 0.0001
|
|
182,662
|
|
4,001
|
|
FTI CONSULTING INC COMMON STOCK USD 0.01
|
|
180,365
|
|
10,500
|
|
FULTON FINANCIAL CORP COMMON STOCK USD 2.5
|
|
198,450
|
|
1,622
|
|
G&K SERVICES INC COMMON STOCK USD 0.5
|
|
156,442
|
|
16,841
|
|
GARTNER INC COMMON STOCK USD 0.0005
|
|
1,702,120
|
|
9,800
|
|
GENERAL DYNAMICS CORP COMMON STOCK USD 1
|
|
1,692,068
|
|
3,800
|
|
GENESCO INC COMMON STOCK USD 1
|
|
235,980
|
|
6,100
|
|
GENESEE & WYOMING INC COMMON STOCK USD 0.01
|
|
423,401
|
|
1,300
|
|
GERMAN AMERICAN BANCORP INC COMMON STOCK USD 0
|
|
68,393
|
|
23,000
|
|
GLOBAL PAYMENTS INC COMMON STOCK USD 0
|
|
1,596,430
|
|
21,734
|
|
GLOBAL PAYMENTS INC COMMON STOCK USD 0
|
|
1,508,557
|
|
19,881
|
|
GOLDMAN SACHS GROUP INC/THE COMMON STOCK USD 0.01
|
|
4,760,505
|
|
5,100
|
|
GOLDMAN SACHS GROUP INC/THE COMMON STOCK USD 0.01
|
|
1,221,195
|
|
63,000
|
|
GOODYEAR TIRE & RUBBER CO/THE COMMON STOCK USD 0
|
|
1,944,810
|
|
54,100
|
|
GOPRO INC COMMON STOCK USD 0.0001
|
|
471,211
|
|
18,288
|
|
GRAND CANYON EDUCATION INC COMMON STOCK USD 0.01
|
|
1,068,934
|
|
4,685
|
|
GRANITE CONSTRUCTION INC COMMON STOCK USD 0.01
|
|
258,284
|
|
38,884
|
|
GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD 0.01
|
|
488,189
|
|
39,500
|
|
GREAT PLAINS ENERGY INC COMMON STOCK USD 0
|
|
1,080,325
|
|
16,264
|
|
GREAT WESTERN BANCORP INC COMMON STOCK USD 0.01
|
|
708,948
|
|
2,527
|
|
GROUP 1 AUTOMOTIVE INC COMMON STOCK USD 0.01
|
|
196,954
|
|
12,743
|
|
GRUBHUB INC COMMON STOCK USD 0.0001
|
|
479,392
|
|
9,656
|
|
GULFPORT ENERGY CORP COMMON STOCK USD 0.01
|
|
208,956
|
|
10,900
|
|
GULFPORT ENERGY CORP COMMON STOCK USD 0.01
|
|
235,876
|
|
80,246
|
|
HALLIBURTON CO COMMON STOCK USD 2.5
|
|
4,340,506
|
|
5,800
|
|
HANCOCK HOLDING CO COMMON STOCK USD 3.33
|
|
249,980
|
|
7,911
|
|
HANMI FINANCIAL CORP COMMON STOCK USD 0.001
|
|
276,094
|
|
2,325
|
|
HANOVER INSURANCE GROUP INC/THE COMMON STOCK USD
|
|
211,598
|
|
5,725
|
|
HARMAN INTERNATIONAL INDUSTRIES INC COMMON STOCK
|
|
636,391
|
|
158,600
|
|
HARMONIC INC COMMON STOCK USD 0.001
|
|
793,000
|
|
24,900
|
|
HARTFORD FINANCIAL SERVICES GROUP INC/THE COMMON
|
|
1,191,614
|
|
8,523
|
|
HB FULLER CO COMMON STOCK USD 1
|
|
411,746
|
|
6,644
|
|
HEALTHSOUTH CORP COMMON STOCK USD 0.01
|
|
275,593
|
|
8,010
|
|
HEIDRICK & STRUGGLES INTERNATIONAL INC COMMON
|
|
193,442
|
|
7,600
|
|
HELMERICH & PAYNE INC COMMON STOCK USD 0.1
|
|
588,240
|
|
25,768
|
|
HERMAN MILLER INC COMMON STOCK USD 0.2
|
|
885,602
|
|
10,700
|
|
HESS CORP COMMON STOCK USD 1
|
|
666,503
|
|
33,300
|
|
HEXCEL CORP COMMON STOCK USD 0.01
|
|
1,712,952
|
|
16,237
|
|
HEXCEL CORP COMMON STOCK USD 0.01
|
|
835,231
|
|
5,074
|
|
HILLENBRAND INC COMMON STOCK USD 0
|
|
194,588
|
|
3,019
|
|
HILL-ROM HOLDINGS INC COMMON STOCK USD 0
|
|
169,487
|
|
52,100
|
|
HOLOGIC INC COMMON STOCK USD 0.01
|
|
2,090,252
|
|
17,284
|
|
HOME DEPOT INC/THE COMMON STOCK USD 0.05
|
|
2,317,439
|
|
14,800
|
|
HOME DEPOT INC/THE COMMON STOCK USD 0.05
|
|
1,984,384
|
|
10,232
|
|
HOPE BANCORP INC
|
|
223,978
|
|
15,496
|
|
HUNTINGTON BANCSHARES INC/OH COMMON STOCK USD 0.01
|
|
206,097
|
|
2,999
|
|
HUNTINGTON INGALLS INDUSTRIES INC COMMON STOCK USD
|
|
552,386
|
|
18,100
|
|
IAC/INTERACTIVECORP COMMON STOCK USD 0.001
|
|
1,172,699
|
|
6,301
|
|
IAC/INTERACTIVECORP COMMON STOCK USD 0.001
|
|
408,242
|
|
6,175
|
|
ICON PLC COMMON STOCK USD 0.06
|
|
464,360
|
|
20,398
|
|
ICON PLC COMMON STOCK USD 0.06
|
|
1,533,930
|
|
45,821
|
|
IHS MARKIT LTD
|
|
1,622,522
|
|
13,790
|
|
ILLUMINA INC COMMON STOCK USD 0.01
|
|
1,765,672
|
|
6,934
|
|
ILLUMINA INC COMMON STOCK USD 0.01
|
|
887,829
|
|
61,200
|
|
IMMUNOGEN INC COMMON STOCK USD 0.01
|
|
124,848
|
|
6,285
|
|
INCYTE CORP COMMON STOCK USD 0.001
|
|
630,197
|
|
192,529
|
|
INDUSTRIA DE DISENO TEXTIL SA ADR USD
|
|
3,267,217
|
|
55,000
|
|
INFINITY PHARMACEUTICALS INC COMMON STOCK USD
|
|
74,250
|
|
1,775
|
|
INFINITY PROPERTY & CASUALTY CORP COMMON STOCK USD
|
|
156,023
|
|
2,800
|
|
INGREDION INC COMMON STOCK USD 0.01
|
|
351,288
|
|
5,156
|
|
INSIGHT ENTERPRISES INC COMMON STOCK USD 0.01
|
|
208,509
|
|
6,100
|
|
INSIGHT ENTERPRISES INC COMMON STOCK USD 0.01
|
|
246,684
|
|
1,931
|
|
INTEGRA LIFESCIENCES HOLDINGS CORP COMMON STOCK
|
|
165,660
|
|
60,700
|
|
INTEGRATED DEVICE TECHNOLOGY INC COMMON STOCK USD
|
|
1,430,092
|
|
18,496
|
|
INTEGRATED DEVICE TECHNOLOGY INC COMMON STOCK USD
|
|
435,766
|
|
42,300
|
|
INTEL CORP COMMON STOCK USD 0.001
|
|
1,534,221
|
|
20,870
|
|
INTERCONTINENTALEXCHANGE INC
|
|
1,177,485
|
|
11,200
|
|
INTERFACE INC COMMON STOCK USD 0.1
|
|
207,760
|
|
6,400
|
|
INTERNATIONAL PAPER CO COMMON STOCK USD 1
|
|
339,584
|
|
14,500
|
|
INTERNATIONAL SPEEDWAY CORP COMMON STOCK USD 0.01
|
|
533,600
|
|
60,700
|
|
INTERXION HOLDING NV COMMON STOCK USD 0.1
|
|
2,128,749
|
|
20,045
|
|
INVESTORS BANCORP INC COMMON STOCK USD 0.01
|
|
279,628
|
|
46,000
|
|
IONIS PHARMACEUTIC COMMON STOCK USD 0.001
|
|
2,200,180
|
|
79,100
|
|
IRIDIUM COMMUNICATIONS INC COMMON STOCK USD 0.001
|
|
759,360
|
|
6,965
|
|
J2 GLOBAL INC COMMON STOCK USD 0.01
|
|
569,737
|
|
16,600
|
|
JACOBS ENGINEERING GROUP INC COMMON STOCK USD 1
|
|
946,200
|
|
7,576
|
|
JACOBS ENGINEERING GROUP INC COMMON STOCK USD 1
|
|
431,832
|
|
77,700
|
|
JANUS CAPITAL GROUP INC COMMON STOCK USD 0.01
|
|
1,031,079
|
|
17,200
|
|
JOHNSON & JOHNSON COMMON STOCK USD 1
|
|
1,981,612
|
|
2,798
|
|
JONES LANG LASALLE INC COMMON STOCK USD 0.01
|
|
282,710
|
|
33,137
|
|
JPMORGAN CHASE & CO COMMON STOCK USD 1
|
|
2,859,392
|
|
14,300
|
|
JPMORGAN CHASE & CO COMMON STOCK USD 1
|
|
1,233,947
|
|
18,700
|
|
KANSAS CITY SOUTHERN COMMON STOCK USD 0.01
|
|
1,592,866
|
|
1,279
|
|
KANSAS CITY SOUTHERN COMMON STOCK USD 0.01
|
|
108,945
|
|
11,857
|
|
KAR AUCTION SERVICES INC COMMON STOCK USD 0.01
|
|
509,140
|
|
64,800
|
|
KEYCORP COMMON STOCK USD 1
|
|
1,183,896
|
|
15,600
|
|
KEYSIGHT TECHNOLOGIES INC COMMON STOCK USD
|
|
570,492
|
|
5,100
|
|
KITE PHARMA INC COMMON STOCK USD 0.001
|
|
228,684
|
|
5,700
|
|
KLX INC COMMON STOCK USD 0.01
|
|
257,127
|
|
24,431
|
|
KOSMOS ENERGY LTD COMMON STOCK USD 0.01
|
|
171,261
|
|
10,400
|
|
L-3 COMMUNICATIONS HOLDINGS INC COMMON STOCK EUR
|
|
1,581,944
|
|
1,400
|
|
LAKELAND FINANCIAL CORP COMMON STOCK USD 0
|
|
66,304
|
|
15,300
|
|
LAM RESEARCH CORP COMMON STOCK USD 0.001
|
|
1,624,554
|
|
45,550
|
|
LAM RESEARCH CORP COMMON STOCK USD 0.001
|
|
4,836,499
|
|
6,083
|
|
LAM RESEARCH CORP COMMON STOCK USD 0.001
|
|
645,893
|
|
11,972
|
|
LAMAR ADVERTISING CO REIT USD 0.001
|
|
804,997
|
|
42,700
|
|
LAS VEGAS SANDS CORP COMMON STOCK USD 0.001
|
|
2,280,607
|
|
9,952
|
|
LASALLE HOTEL PROPERTIES REIT USD 0.01
|
|
307,716
|
|
7,100
|
|
LEAR CORP COMMON STOCK USD 0.01
|
|
939,827
|
|
9,700
|
|
LEGG MASON INC COMMON STOCK USD 0.1
|
|
292,261
|
|
20,944
|
|
LEUCADIA NATIONAL CORP COMMON STOCK USD 1
|
|
486,948
|
|
48,826
|
|
LEVEL 3 COMMUNICATIONS INC COMMON STOCK USD 0.01
|
|
2,751,833
|
|
8,100
|
|
LIBERTY MEDIA CORP-LIBERTY SIRIUSXM TRACKING STK
|
|
279,612
|
|
17,800
|
|
LIBERTY MEDIA CORP-LIBERTY SIRIUSXM TRACKING STK
|
|
603,776
|
|
3,447
|
|
LIFEPOINT HEALTH INC COMMON STOCK USD 0.01
|
|
195,790
|
|
18,100
|
|
LINCOLN NATIONAL CORP COMMON STOCK USD 0
|
|
1,199,487
|
|
30,799
|
|
LIONS GATE ENTERTAINMENT CORP COMMON STOCK USD
|
|
755,816
|
|
5,314
|
|
LIONS GATE ENTERTAINMENT CORP COMMON STOCK USD
|
|
130,406
|
|
5,636
|
|
LITHIA MOTORS INC COMMON STOCK USD 0
|
|
545,734
|
|
5,603
|
|
LIVE NATION ENTERTAINMENT INC COMMON STOCK USD
|
|
149,040
|
|
66,800
|
|
LKQ CORP COMMON STOCK USD 0.01
|
|
2,047,420
|
|
6,000
|
|
LOCKHEED MARTIN CORP COMMON STOCK USD 1
|
|
1,499,640
|
|
8,300
|
|
LTC PROPERTIES INC REIT USD 0.01
|
|
389,934
|
|
50,139
|
|
LUMENTUM HOLDINGS INC COMMON STOCK USD 0.001
|
|
1,937,872
|
|
3,900
|
|
LYONDELLBASELL INDUSTRIES NV COMMON STOCK USD 0.04
|
|
334,542
|
|
3,200
|
|
M&T BANK CORP COMMON STOCK USD 0.5
|
|
500,576
|
|
23,500
|
|
MACROGENICS INC COMMON STOCK USD 0.01
|
|
480,340
|
|
6,100
|
|
MADISON SQUARE GARDEN CO/THE COMMON STOCK USD 0.01
|
|
1,046,211
|
|
52,695
|
|
MAIDEN HOLDINGS LTD COMMON STOCK USD 0.01
|
|
927,432
|
|
1,913
|
|
MANPOWERGROUP INC COMMON STOCK USD 0.01
|
|
170,008
|
|
3,775
|
|
MARKETAXESS HOLDINGS INC COMMON STOCK USD 0.003
|
|
554,623
|
|
54,594
|
|
MARRIOTT INTERNATIONAL INC/MD COMMON STOCK USD
|
|
4,513,832
|
|
52,500
|
|
MARVELL TECHNOLOGY GROUP LTD COMMON STOCK USD
|
|
728,175
|
|
74,066
|
|
MASTERCARD INC COMMON STOCK USD 0.0001
|
|
7,647,315
|
|
2,695
|
|
MAXIMUS INC COMMON STOCK USD 0
|
|
150,354
|
|
19,862
|
|
MAXLINEAR INC COMMON STOCK USD
|
|
432,992
|
|
59,000
|
|
MEDIA GENERAL INC COMMON STOCK USD 0
|
|
1,110,970
|
|
48,100
|
|
MEDICINES CO/THE COMMON STOCK USD 0.001
|
|
1,632,514
|
|
14,600
|
|
MEDNAX INC COMMON STOCK USD 0.01
|
|
973,236
|
|
12,455
|
|
MELLANOX TECHNOLOGIES LTD COMMON STOCK USD 0.0175
|
|
509,410
|
|
32,800
|
|
MERCK & CO INC COMMON STOCK USD 0.5
|
|
1,946,352
|
|
21,200
|
|
METLIFE INC COMMON STOCK USD 0.01
|
|
1,142,468
|
|
61,931
|
|
MFA FINANCIAL INC REIT USD 0.01
|
|
484,920
|
|
80,900
|
|
MFA FINANCIAL INC REIT USD 0.01
|
|
633,447
|
|
13,200
|
|
MGM GROWTH PROPERTIES LLC REIT USD
|
|
339,207
|
|
74,700
|
|
MGM RESORTS INTERNATIONAL COMMON STOCK USD 0.01
|
|
2,153,601
|
|
29,065
|
|
MICHAELS COS INC/THE COMMON STOCK USD 0.06775
|
|
594,379
|
|
6,158
|
|
MICROCHIP TECHNOLOGY INC COMMON STOCK USD 0.001
|
|
395,035
|
|
9,300
|
|
MICROSEMI CORP COMMON STOCK USD 0.2
|
|
501,921
|
|
130,177
|
|
MICROSOFT CORP COMMON STOCK USD 0.00000625
|
|
8,089,199
|
|
25,900
|
|
MICROSOFT CORP COMMON STOCK USD 0.00000625
|
|
1,609,426
|
|
7,983
|
|
MINERALS TECHNOLOGIES INC COMMON STOCK USD 0.1
|
|
616,687
|
|
4,700
|
|
MINERALS TECHNOLOGIES INC COMMON STOCK USD 0.1
|
|
363,075
|
|
4,478
|
|
MISTRAS GROUP INC COMMON STOCK USD 0.01
|
|
114,995
|
|
10,000
|
|
MOHAWK INDUSTRIES INC COMMON STOCK USD 0.01
|
|
1,996,800
|
|
5,015
|
|
MOHAWK INDUSTRIES INC COMMON STOCK USD 0.01
|
|
1,001,395
|
|
84,985
|
|
MONDELEZ INTERNATIONAL INC COMMON STOCK USD 0
|
|
3,783,532
|
|
58,288
|
|
MONSTER BEVERAGE CORP COMMON STOCK USD
|
|
2,584,490
|
|
10,102
|
|
MONSTER BEVERAGE CORP COMMON STOCK USD
|
|
447,923
|
|
5,723
|
|
MOOG INC COMMON STOCK USD 1
|
|
375,887
|
|
27,500
|
|
MORGAN STANLEY COMMON STOCK USD 0.01
|
|
1,161,875
|
|
20,500
|
|
MOTOROLA SOLUTIONS INC COMMON STOCK USD 0.01
|
|
1,708,880
|
|
16,671
|
|
MSCI INC COMMON STOCK USD 0.01
|
|
1,313,341
|
|
18,400
|
|
MSG NETWORKS INC COMMON STOCK USD 0.01
|
|
395,600
|
|
7,645
|
|
MTGE INVESTMENT CORP
|
|
123,085
|
|
19,674
|
|
MULTI PACKAGING SOLUTIONS INTERNATIONAL LTD COMMON
|
|
280,551
|
|
20,600
|
|
MURPHY OIL CORP COMMON STOCK USD 1
|
|
641,278
|
|
30,470
|
|
MURPHY OIL CORP COMMON STOCK USD 1
|
|
948,531
|
|
32,200
|
|
MYRIAD GENETICS INC COMMON STOCK USD 0.01
|
|
536,774
|
|
40,900
|
|
NABORS INDUSTRIES LTD COMMON STOCK USD 0.001
|
|
673,214
|
|
18,800
|
|
NATIONAL OILWELL VARCO INC COMMON STOCK USD 0.01
|
|
703,872
|
|
19,846
|
|
NATIONSTAR MORTGAGE HOLDINGS INC COMMON STOCK USD
|
|
358,419
|
|
47,317
|
|
NAVIENT CORP COMMON STOCK USD 0.01
|
|
777,418
|
|
15,131
|
|
NAVIGANT CONSULTING INC COMMON STOCK USD 0.001
|
|
396,130
|
|
8,433
|
|
NAVIGANT CONSULTING INC COMMON STOCK USD 0.001
|
|
220,776
|
|
7,743
|
|
NELNET INC COMMON STOCK USD 0.01
|
|
392,957
|
|
45,170
|
|
NETFLIX INC COMMON STOCK USD 0.001
|
|
5,592,046
|
|
47,994
|
|
NIELSEN HOLDINGS PLC COMMON STOCK USD 0.07
|
|
2,013,348
|
|
96,827
|
|
NIKE INC COMMON STOCK USD 1
|
|
4,939,334
|
|
7,000
|
|
NORTHROP GRUMMAN CORP COMMON STOCK USD 1
|
|
1,628,060
|
|
18,028
|
|
NORWEGIAN CRUISE LINE HOLDINGS LTD COMMON STOCK
|
|
766,731
|
|
44,600
|
|
NRG ENERGY INC COMMON STOCK USD 0.01
|
|
546,796
|
|
7,392
|
|
NU SKIN ENTERPRISES INC COMMON STOCK USD 0.001
|
|
353,190
|
|
57,183
|
|
NVIDIA CORP COMMON STOCK USD 0.001
|
|
6,103,713
|
|
15,600
|
|
NVIDIA CORP COMMON STOCK USD 0.001
|
|
1,665,144
|
|
37,376
|
|
NXP SEMICONDUCTORS NV COMMON STOCK USD
|
|
3,663,222
|
|
7,494
|
|
OCEANFIRST FINANCIAL CORP COMMON STOCK USD 0.01
|
|
225,045
|
|
40,334
|
|
OFFICE DEPOT INC COMMON STOCK USD 0.01
|
|
182,310
|
|
17,300
|
|
OGE ENERGY CORP COMMON STOCK USD 0.01
|
|
578,685
|
|
7,600
|
|
OIL STATES INTERNATIONAL INC COMMON STOCK USD 0.01
|
|
296,400
|
|
13,857
|
|
OLD DOMINION FREIGHT LINE INC COMMON STOCK USD 0.1
|
|
1,188,792
|
|
13,884
|
|
OLIN CORP COMMON STOCK USD 1
|
|
355,569
|
|
4,580
|
|
ON ASSIGNMENT INC COMMON STOCK USD 0.01
|
|
202,253
|
|
62,174
|
|
ON SEMICONDUCTOR CORP COMMON STOCK USD 0.01
|
|
793,340
|
|
4,001
|
|
OWENS & MINOR INC COMMON STOCK USD 2
|
|
141,195
|
|
18,800
|
|
OWENS-ILLINOIS INC COMMON STOCK USD 0.01
|
|
327,308
|
|
29,800
|
|
OWENS-ILLINOIS INC COMMON STOCK USD 0.01
|
|
518,818
|
|
3,700
|
|
OXFORD INDUSTRIES INC COMMON STOCK USD 1
|
|
222,481
|
|
6,540
|
|
PACIFIC CONTINENTAL CORP COMMON STOCK USD 0
|
|
142,899
|
|
3,900
|
|
PACKAGING CORP OF AMERICA COMMON STOCK USD 0.01
|
|
333,255
|
|
1,947
|
|
PACKAGING CORP OF AMERICA COMMON STOCK USD 0.01
|
|
166,371
|
|
9,000
|
|
PACKAGING CORP OF AMERICA COMMON STOCK USD 0.01
|
|
769,050
|
|
18,651
|
|
PALO ALTO NETWORKS INC COMMON STOCK USD 0.0001
|
|
2,332,308
|
|
6,889
|
|
PAREXEL INTERNATIONAL CORP COMMON STOCK USD 0.01
|
|
452,745
|
|
7,400
|
|
PARK STERLING CORP COMMON STOCK USD 0.01
|
|
79,846
|
|
16,405
|
|
PARKER-HANNIFIN CORP COMMON STOCK USD 0.5
|
|
2,296,700
|
|
6,650
|
|
PARKER-HANNIFIN CORP COMMON STOCK USD 0.5
|
|
931,000
|
|
30,493
|
|
PARSLEY ENERGY INC COMMON STOCK USD 0.01
|
|
1,074,573
|
|
25,100
|
|
PATTERSON-UTI ENERGY INC COMMON STOCK USD 0.01
|
|
675,692
|
|
66,400
|
|
PFIZER INC COMMON STOCK USD 0.05
|
|
2,156,672
|
|
5,968
|
|
PHARMERICA CORP COMMON STOCK USD 0.01
|
|
150,095
|
|
4,118
|
|
PINNACLE FINANCIAL PARTNERS INC COMMON STOCK USD 1
|
|
285,377
|
|
6,800
|
|
PINNACLE WEST CAPITAL CORP COMMON STOCK USD 0
|
|
530,604
|
|
12,000
|
|
PINNACLE WEST CAPITAL CORP COMMON STOCK USD 0
|
|
936,360
|
|
55,600
|
|
PITNEY BOWES INC COMMON STOCK USD 1
|
|
844,564
|
|
8,400
|
|
PLANTRONICS INC COMMON STOCK USD 0.01
|
|
459,984
|
|
5,437
|
|
PNM RESOURCES INC COMMON STOCK USD 0
|
|
186,489
|
|
12,441
|
|
POPEYES LOUISIANA KITCHEN INC COMMON STOCK EUR
|
|
752,432
|
|
10,100
|
|
PORTLAND GENERAL ELECTRIC CO COMMON STOCK USD 0
|
|
440,865
|
|
20,400
|
|
PORTOLA PHARMACEUTICALS INC COMMON STOCK USD 0.001
|
|
457,776
|
|
3,400
|
|
PPG INDUSTRIES INC COMMON STOCK USD 1.67
|
|
322,184
|
|
5,982
|
|
PRA GROUP INC COMMON STOCK USD 0.01
|
|
233,896
|
|
3,654
|
|
PRICELINE GROUP INC/THE COMMON STOCK USD 0.008
|
|
5,356,983
|
|
20,300
|
|
PRINCIPAL FINANCIAL GROUP INC COMMON STOCK USD
|
|
1,174,558
|
|
97,200
|
|
PROGENICS PHARMACEUTICALS INC COMMON STOCK USD
|
|
839,808
|
|
7,420
|
|
PROGRESS SOFTWARE CORP COMMON STOCK USD 0.01
|
|
236,921
|
|
11,999
|
|
PROSPERITY BANCSHARES INC COMMON STOCK USD 1
|
|
865,368
|
|
14,500
|
|
PROTHENA CORP PLC COMMON STOCK USD 0.01
|
|
713,255
|
|
5,814
|
|
PROVIDENCE SERVICE CORP/THE COMMON STOCK USD 0.001
|
|
221,223
|
|
11,700
|
|
PRUDENTIAL FINANCIAL INC COMMON STOCK USD 0.01
|
|
1,217,502
|
|
6,700
|
|
PTC INC COMMON STOCK USD 0.01
|
|
310,009
|
|
12,900
|
|
PTC THERAPEUTICS INC COMMON STOCK USD 0.001
|
|
140,739
|
|
12,600
|
|
PUBLIC SERVICE ENTERPRISE GROUP INC COMMON STOCK
|
|
552,888
|
|
8,182
|
|
PULTEGROUP INC COMMON STOCK USD 0.01
|
|
151,122
|
|
27,606
|
|
QEP RESOURCES INC COMMON STOCK USD 0.01
|
|
508,226
|
|
66,830
|
|
QORVO INC COMMON STOCK USD 0.0001
|
|
3,523,946
|
|
56,493
|
|
QUALCOMM INC COMMON STOCK USD 0.0001
|
|
3,683,344
|
|
11,700
|
|
QUANEX BUILDING PRODUCTS CORP COMMON STOCK USD
|
|
237,510
|
|
10,300
|
|
QUANTA SERVICES INC COMMON STOCK USD 0.00001
|
|
358,955
|
|
10,428
|
|
QUINTILES IMS HOLDINGS INC COMMON STOCK USD 0.01
|
|
793,024
|
|
28,709
|
|
RADIAN GROUP INC COMMON STOCK USD 0.001
|
|
516,188
|
|
26,700
|
|
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD 0.01
|
|
1,855,383
|
|
2,489
|
|
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD 0.01
|
|
172,961
|
|
10,800
|
|
RAYTHEON CO COMMON STOCK USD 0.01
|
|
1,541,511
|
|
5,049
|
|
REALOGY HOLDINGS CORP COMMON STOCK USD 0.01
|
|
129,911
|
|
49,582
|
|
RED HAT INC COMMON STOCK USD 0.0001
|
|
3,455,865
|
|
4,847
|
|
RED ROBIN GOURMET BURGERS INC COMMON STOCK USD
|
|
273,371
|
|
6,170
|
|
REGENERON PHARMACEUTICALS INC COMMON STOCK USD
|
|
2,264,945
|
|
7,815
|
|
REGENERON PHARMACEUTICALS INC COMMON STOCK USD
|
|
2,868,808
|
|
82,000
|
|
REGIONS FINANCIAL CORP COMMON STOCK USD 0.01
|
|
1,183,715
|
|
4,398
|
|
REINSURANCE GROUP OF AMERICA INC COMMON STOCK USD
|
|
553,400
|
|
4,300
|
|
RELIANCE STEEL & ALUMINUM CO COMMON STOCK USD 0
|
|
342,022
|
|
13,600
|
|
REPUBLIC SERVICES INC COMMON STOCK USD 0.01
|
|
780,232
|
|
21,514
|
|
RICE ENERGY INC COMMON STOCK USD 0.01
|
|
459,324
|
|
30,400
|
|
ROBERT HALF INTERNATIONAL INC COMMON STOCK USD
|
|
1,482,912
|
|
21,654
|
|
ROSS STORES INC COMMON STOCK USD 0.01
|
|
1,420,502
|
|
28,700
|
|
ROWAN COS PLC COMMON STOCK USD 0.125
|
|
542,143
|
|
45,100
|
|
ROYAL CARIBBEAN CRUISES LTD
|
|
3,721,652
|
|
6,500
|
|
ROYAL CARIBBEAN CRUISES LTD
|
|
536,380
|
|
11,600
|
|
ROYAL DUTCH SHELL PLC ADR USD
|
|
630,808
|
|
26,022
|
|
RPX CORP COMMON STOCK USD 0.0001
|
|
281,038
|
|
6,819
|
|
RSP PERMIAN INC COMMON STOCK USD 0.01
|
|
304,264
|
|
4,600
|
|
RYDER SYSTEM INC COMMON STOCK USD 0.5
|
|
342,424
|
|
20,982
|
|
S&P GLOBAL INC COMMON STOCK USD 1
|
|
2,256,404
|
|
7,100
|
|
S&T BANCORP INC COMMON STOCK USD 2.5
|
|
277,184
|
|
4,100
|
|
SAIA INC COMMON STOCK USD 0.001
|
|
181,015
|
|
77,406
|
|
SALESFORCE.COM INC COMMON STOCK USD 0.001
|
|
5,299,215
|
|
3,011
|
|
SCHOLASTIC CORP COMMON STOCK USD 0.01
|
|
142,992
|
|
10,800
|
|
SCHWEITZER-MAUDUIT INTERNATIONAL INC COMMON STOCK
|
|
491,724
|
|
3,101
|
|
SCIENCE APPLICATIONS INTERNATIONAL CORP COMMON
|
|
262,965
|
|
4,254
|
|
SCRIPPS NETWORKS INTERACTIVE INC COMMON STOCK USD
|
|
303,608
|
|
95,500
|
|
SEACHANGE INTERNATIONAL INC COMMON STOCK USD 0.01
|
|
219,650
|
|
3,800
|
|
SEACOR HOLDINGS INC COMMON STOCK USD 0.01
|
|
270,864
|
|
—
|
|
SEASPINE HOLDINGS CORP COMMON STOCK USD 0.01
|
|
—
|
|
35,200
|
|
SEATTLE GENETICS INC COMMON STOCK USD 0.001
|
|
1,857,504
|
|
15,537
|
|
SELECT MEDICAL HOLDINGS CORP COMMON STOCK USD
|
|
205,865
|
|
6,878
|
|
SERVICE CORP INTERNATIONAL/US COMMON STOCK USD 1
|
|
195,335
|
|
9,494
|
|
SERVICENOW INC COMMON STOCK USD 0.001
|
|
705,784
|
|
23,546
|
|
SHIRE PLC ADR USD
|
|
4,011,767
|
|
60,700
|
|
SINCLAIR BROADCAST GROUP INC COMMON STOCK USD 0.01
|
|
2,024,345
|
|
21,927
|
|
SKECHERS U.S.A. INC COMMON STOCK USD 0.001
|
|
538,966
|
|
6,757
|
|
SKYWORKS SOLUTIONS INC COMMON STOCK USD 0.25
|
|
504,478
|
|
29,962
|
|
SLM CORP COMMON STOCK USD 0.2
|
|
330,181
|
|
6,271
|
|
SNAP-ON INC COMMON STOCK USD 1
|
|
1,074,034
|
|
26,600
|
|
SOTHEBY'S COMMON STOCK USD 0.01
|
|
1,060,276
|
|
8,200
|
|
SP PLUS CORP COMMON STOCK USD 0.001
|
|
230,830
|
|
4,861
|
|
SPARTANNASH CO COMMON STOCK USD 0
|
|
192,204
|
|
4,500
|
|
SPIRIT AIRLINES INC COMMON STOCK USD 0.0001
|
|
260,370
|
|
45,200
|
|
SPLUNK INC COMMON STOCK USD 0.001
|
|
2,311,980
|
|
32,750
|
|
STAG INDUSTRIAL INC REIT USD 0.01
|
|
785,536
|
|
6,698
|
|
STANDEX INTERNATIONAL CORP COMMON STOCK USD 1.5
|
|
588,419
|
|
70,336
|
|
STARBUCKS CORP COMMON STOCK USD 0.001
|
|
3,905,055
|
|
20,560
|
|
STARWOOD PROPERTY TRUST INC REIT USD 0.01
|
|
461,161
|
|
19,108
|
|
STEEL DYNAMICS INC COMMON STOCK USD 0.005
|
|
682,538
|
|
18,500
|
|
STEELCASE INC COMMON STOCK USD 0
|
|
333,370
|
|
11,332
|
|
STEVEN MADDEN LTD COMMON STOCK USD 0.0001
|
|
405,119
|
|
13,369
|
|
STIFEL FINANCIAL CORP COMMON STOCK USD 0.15
|
|
667,782
|
|
39,900
|
|
STILLWATER MINING CO COMMON STOCK 0.01
|
|
642,789
|
|
2,850
|
|
STOCK YARDS BANCORP INC COMMON STOCK USD 0
|
|
133,808
|
|
21,300
|
|
SUNTRUST BANKS INC COMMON STOCK USD 1
|
|
1,168,305
|
|
42,800
|
|
SUPERIOR ENERGY SERVICES INC COMMON STOCK USD
|
|
722,464
|
|
4,774
|
|
SVB FINANCIAL GROUP COMMON STOCK USD 0.001
|
|
819,505
|
|
7,573
|
|
SYKES ENTERPRISES INC COMMON STOCK USD 0.01
|
|
218,557
|
|
7,256
|
|
SYKES ENTERPRISES INC COMMON STOCK USD 0.01
|
|
209,408
|
|
3,998
|
|
SYNNEX CORP COMMON STOCK USD 0.001
|
|
483,838
|
|
28,560
|
|
TAILORED BRANDS INC COMMON STOCK USD 0.01
|
|
729,708
|
|
6,656
|
|
TAKE-TWO INTERACTIVE SOFTWARE INC COMMON STOCK USD
|
|
328,074
|
|
27,500
|
|
TARGET CORP COMMON STOCK USD 0.0833
|
|
1,986,325
|
|
43,410
|
|
TCF FINANCIAL CORP COMMON STOCK USD 0.01
|
|
850,402
|
|
102,600
|
|
TEGNA INC COMMON STOCK USD 1
|
|
2,208,978
|
|
8,697
|
|
TEGNA INC COMMON STOCK USD 1
|
|
187,246
|
|
33,600
|
|
TELEPHONE & DATA SYSTEMS INC COMMON STOCK USD 0.01
|
|
970,032
|
|
18,382
|
|
TELETECH HOLDINGS INC COMMON STOCK USD 0.01
|
|
560,651
|
|
3,014
|
|
TEMPUR SEALY INTERNATIONAL INC COMMON STOCK USD
|
|
205,796
|
|
162,579
|
|
TENCENT HOLDINGS LTD ADR USD
|
|
3,937,663
|
|
13,813
|
|
TERADYNE INC COMMON STOCK USD 0.125
|
|
350,850
|
|
9,687
|
|
TESLA INC COMMON STOCK USD 0.001
|
|
2,070,015
|
|
10,062
|
|
TETRA TECH INC COMMON STOCK USD 0.01
|
|
434,175
|
|
21,300
|
|
TEXAS INSTRUMENTS INC COMMON STOCK USD 1
|
|
1,554,261
|
|
31,175
|
|
TIME WARNER INC COMMON STOCK USD 0.01
|
|
3,009,323
|
|
34,915
|
|
TJX COS INC/THE COMMON STOCK USD 1
|
|
2,623,164
|
|
9,600
|
|
T-MOBILE US INC COMMON STOCK USD 0.0001
|
|
552,096
|
|
4,873
|
|
TORCHMARK CORP COMMON STOCK USD 1
|
|
359,432
|
|
13,900
|
|
TOTAL SA ADR USD
|
|
715,333
|
|
6,081
|
|
TRACTOR SUPPLY CO COMMON STOCK USD 0.008
|
|
461,001
|
|
4,309
|
|
TRANSDIGM GROUP INC COMMON STOCK USD 0.01
|
|
1,072,769
|
|
44,900
|
|
TRANSOCEAN LTD COMMON STOCK USD 0.1
|
|
661,826
|
|
46,033
|
|
TRANSUNION COMMON STOCK USD 0.01
|
|
1,423,801
|
|
13,761
|
|
TREEHOUSE FOODS INC COMMON STOCK USD 0.01
|
|
993,407
|
|
87,400
|
|
TRIMBLE INC
|
|
2,635,110
|
|
27,586
|
|
TRINET GROUP INC COMMON STOCK USD 0.000025
|
|
706,753
|
|
5,593
|
|
TUTOR PERINI CORP COMMON STOCK USD 1
|
|
156,604
|
|
58,387
|
|
TWO HARBORS INVESTMENT CORP REIT USD
|
|
523,148
|
|
12,300
|
|
UGI CORP COMMON STOCK USD 0
|
|
569,420
|
|
13,050
|
|
UGI CORP COMMON STOCK USD 0
|
|
604,443
|
|
20,224
|
|
UNDER ARMOUR INC COMMON STOCK USD 0.000333
|
|
509,038
|
|
28,133
|
|
UNIFI INC COMMON STOCK USD 0.1
|
|
917,980
|
|
12,400
|
|
UNITED CONTINENTAL HOLDINGS INC COMMON STOCK USD
|
|
903,712
|
|
11,700
|
|
UNITED RENTALS INC COMMON STOCK USD 0.01
|
|
1,235,286
|
|
12,200
|
|
UNITED STATES CELLULAR CORP COMMON STOCK USD 1
|
|
533,384
|
|
12,700
|
|
UNITEDHEALTH GROUP INC COMMON STOCK USD 0.01
|
|
2,032,508
|
|
6,555
|
|
UNIVERSAL CORP/VA COMMON STOCK USD 0
|
|
417,881
|
|
19,600
|
|
UNIVERSAL HEALTH SERVICES INC COMMON STOCK USD
|
|
2,085,048
|
|
9,700
|
|
UNIVERSAL HEALTH SERVICES INC COMMON STOCK USD
|
|
1,031,886
|
|
7,389
|
|
UNIVERSAL HEALTH SERVICES INC COMMON STOCK USD
|
|
786,042
|
|
28,000
|
|
UNUM GROUP COMMON STOCK USD 0.1
|
|
1,230,040
|
|
8,667
|
|
VAIL RESORTS INC COMMON STOCK USD 0.01
|
|
1,405,126
|
|
10,475
|
|
VALIDUS HOLDINGS LTD COMMON STOCK USD 0.175
|
|
576,251
|
|
8,600
|
|
VALSPAR CORP/THE COMMON STOCK USD 0.5
|
|
891,046
|
|
12,505
|
|
VANTIV INC COMMON STOCK USD 0.00001
|
|
745,548
|
|
8,300
|
|
VECTREN CORP COMMON STOCK USD 0
|
|
432,845
|
|
10,300
|
|
VERIZON COMMUNICATIONS INC COMMON STOCK USD 0.1
|
|
549,814
|
|
17,052
|
|
VERTEX PHARMACEUTICALS INC COMMON STOCK USD 0.01
|
|
1,256,221
|
|
68,297
|
|
VIAVI SOLUTIONS INC COMMON STOCK USD 0.001
|
|
558,669
|
|
95,154
|
|
VISA INC COMMON STOCK USD 0.0001
|
|
7,423,915
|
|
52,600
|
|
VISHAY INTERTECHNOLOGY INC COMMON STOCK USD 0.1
|
|
852,120
|
|
9,300
|
|
VISTA OUTDOOR INC COMMON STOCK USD 0.01
|
|
343,170
|
|
10,013
|
|
WABCO HOLDINGS INC COMMON STOCK USD 0.01
|
|
1,062,880
|
|
30,000
|
|
WADDELL & REED FINANCIAL INC COMMON STOCK USD 0.01
|
|
585,300
|
|
23,477
|
|
WALKER & DUNLOP INC COMMON STOCK USD
|
|
732,482
|
|
4,100
|
|
WATTS WATER TECHNOLOGIES INC COMMON STOCK USD 0.1
|
|
267,320
|
|
124,100
|
|
WEATHERFORD INTERNATIONAL PLC COMMON STOCK USD
|
|
619,259
|
|
139,500
|
|
WEATHERFORD INTERNATIONAL PLC COMMON STOCK USD
|
|
696,105
|
|
12,558
|
|
WERNER ENTERPRISES INC COMMON STOCK USD 0.01
|
|
339,192
|
|
12,569
|
|
WESCO INTERNATIONAL INC COMMON STOCK USD 0.01
|
|
836,467
|
|
11,957
|
|
WESTERN REFINING INC COMMON STOCK USD 0.01
|
|
452,572
|
|
6,100
|
|
WESTLAKE CHEMICAL CORP COMMON STOCK USD 0.01
|
|
341,539
|
|
20,858
|
|
WILDHORSE RESOURCE DEVELOPMENT CORP COMMON STOCK
|
|
304,527
|
|
12,139
|
|
WIX.COM LTD COMMON STOCK USD 0.01
|
|
540,792
|
|
32,615
|
|
WORKDAY INC COMMON STOCK USD 0.001
|
|
2,155,525
|
|
16,168
|
|
WORLD FUEL SERVICES CORP COMMON STOCK USD 0.01
|
|
743,243
|
|
54,200
|
|
WORLD WRESTLING ENTERTAINMENT INC COMMON STOCK USD
|
|
997,280
|
|
6,000
|
|
WSFS FINANCIAL CORP COMMON STOCK USD 0.01
|
|
278,100
|
|
13,500
|
|
WYNDHAM WORLDWIDE CORP COMMON STOCK USD 0.01
|
|
1,030,995
|
|
3,128
|
|
ZEBRA TECHNOLOGIES CORP COMMON STOCK USD 0.01
|
|
268,257
|
|
10,400
|
|
ZIMMER BIOMET HOLDINGS INC COMMON STOCK USD 0.01
|
|
1,075,776
|
|
|
Total Corporate Stock
|
$
|
635,410,822
|
|
|
|
|
|
|
||
|
Corporate Debt Securities
|
|
|
||
100,000
|
|
ABBVIE INC CALLABLE NOTES FIXED 3.6% 14/MAY/2025
|
$
|
99,519
|
|
100,000
|
|
AETNA INC CALLABLE NOTES FIXED 2.8% 15/JUN/2023
|
|
98,625
|
|
115,000
|
|
ALLERGAN FUNDING SCS CALLABLE NOTES FIXED 4.75%
|
|
114,508
|
|
50,000
|
|
AMGEN INC CALLABLE NOTES FIXED 4.4% 01/MAY/2045
|
|
48,294
|
|
25,000
|
|
ANADARKO PETROLEUM CORP CALLABLE NOTES FIXED 4.5%
|
|
24,008
|
|
85,000
|
|
ANHEUSER-BUSCH INBEV FINANCE INC CALLABLE NOTES
|
|
87,584
|
|
76,000
|
|
ANHEUSER-BUSCH INBEV FINANCE INC CALLABLE NOTES
|
|
83,698
|
|
45,000
|
|
APPLE INC CALLABLE NOTES FIXED 4.375% 13/MAY/2045
|
|
46,492
|
|
40,000
|
|
APPLE INC CALLABLE NOTES FIXED 4.65% 23/FEB/2046
|
|
43,855
|
|
50,000
|
|
AT&T INC CALLABLE NOTES FIXED 3.8% 15/MAR/2022 USD
|
|
51,816
|
|
95,000
|
|
AT&T INC CALLABLE NOTES FIXED 4.75% 15/MAY/2046
|
|
90,581
|
|
400,000
|
|
BANK OF AMERICA CORP MEDIUM TERM NOTE FIXED 5.65%
|
|
422,871
|
|
150,000
|
|
BANK OF AMERICA NA NOTES FIXED 5.3% 15/MAR/2017
|
|
153,503
|
|
71,000
|
|
BANK OF NEW YORK MELLON CORP/THE CALLABLE MEDIUM
|
|
71,454
|
|
170,000
|
|
BARNABAS HEALTH INC CALLABLE BOND FIXED 4%
|
|
170,604
|
|
125,000
|
|
BEAR STEARNS COS LLC/THE NOTES FIXED 7.25%
|
|
136,056
|
|
75,000
|
|
BERKSHIRE HATHAWAY ENERGY CO CALLABLE BOND FIXED
|
|
94,814
|
|
25,000
|
|
BERKSHIRE HATHAWAY FINANCE CORP CALLABLE NOTES
|
|
26,484
|
|
50,000
|
|
BERKSHIRE HATHAWAY INC CALLABLE NOTES FIXED 4.5%
|
|
54,041
|
|
70,000
|
|
BIOGEN INC CALLABLE NOTES FIXED 5.2% 15/SEP/2045
|
|
75,982
|
|
125,000
|
|
BOSTON PROPERTIES LP CALLABLE NOTES FIXED 5.875%
|
|
137,857
|
|
20,000
|
|
BURLINGTON NORTHERN SANTA FE LLC CALLABLE BOND
|
|
20,490
|
|
125,000
|
|
CAPITAL ONE BANK USA NA CALLABLE BOND FIXED 1.2%
|
|
125,550
|
|
60,000
|
|
CATHOLIC HEALTH INITIATIVES CALLABLE BOND FIXED
|
|
58,670
|
|
70,000
|
|
CELGENE CORP CALLABLE NOTES FIXED 3.875%
|
|
72,026
|
|
100,000
|
|
CENTERPOINT ENERGY RESOURCES CORP CALLABLE NOTES
|
|
116,193
|
|
90,000
|
|
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER
|
|
95,816
|
|
175,000
|
|
CITIGROUP INC NOTES FIXED 1.8% 05/FEB/2018 USD
|
|
176,180
|
|
85,000
|
|
CITIGROUP INC NOTES VARIABLE 15/MAY/2018 USD 1000
|
|
86,636
|
|
150,000
|
|
COLUMBIA PIPELINE GROUP INC CALLABLE NOTES FIXED
|
|
151,039
|
|
75,000
|
|
COMCAST CORP CALLABLE NOTES FIXED 5.875%
|
|
80,302
|
|
45,267
|
|
CONTINENTAL AIRLINES 2007-1 CLASS A PASS THROUGH
|
|
50,562
|
|
125,000
|
|
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK
|
|
127,012
|
|
70,000
|
|
CVS HEALTH CORP CALLABLE NOTES FIXED 5.125%
|
|
79,616
|
|
78,185
|
|
DELTA AIR LINES 2010-2 CLASS A PASS THROUGH TRUST
|
|
82,346
|
|
125,000
|
|
DUKE ENERGY CAROLINAS LLC CALLABLE BOND FIXED 4%
|
|
125,401
|
|
150,000
|
|
EL PASO ELECTRIC CO CALLABLE NOTES FIXED 3.3%
|
|
146,574
|
|
60,000
|
|
EXPRESS SCRIPTS HOLDING CO CALLABLE NOTES FIXED
|
|
56,895
|
|
45,000
|
|
EXXON MOBIL CORP CALLABLE NOTES FIXED 3.567%
|
|
42,435
|
|
100,000
|
|
GENERAL ELECTRIC CO MEDIUM TERM NOTE FIXED 3.15%
|
|
103,127
|
|
75,000
|
|
GENERAL ELECTRIC CO MEDIUM TERM NOTE FIXED 5.5%
|
|
84,159
|
|
100,000
|
|
GENERAL ELECTRIC CO MEDIUM TERM NOTE FIXED 5.875%
|
|
128,578
|
|
28,000
|
|
GENERAL ELECTRIC CO MEDIUM TERM NOTE VARIABLE
|
|
27,144
|
|
70,000
|
|
GILEAD SCIENCES INC CALLABLE NOTES FIXED 4.5%
|
|
71,254
|
|
50,000
|
|
GOLDMAN SACHS GROUP INC/THE MEDIUM TERM NOTE FIXED
|
|
55,580
|
|
125,000
|
GOLDMAN SACHS GROUP INC/THE MEDIUM TERM NOTE FIXED
|
|
137,602
|
175,000
|
GOLDMAN SACHS GROUP INC/THE NOTES FIXED 6.15%
|
|
186,776
|
125,000
|
HCP INC CALLABLE NOTES FIXED 3.4% 01/FEB/2025 USD
|
|
121,374
|
100,000
|
HEALTH CARE REIT INC CALLABLE NOTES FIXED 3.75%
|
|
103,115
|
120,000
|
HSBC HOLDINGS PLC NOTES FIXED 4.875% 14/JAN/2022
|
|
132,258
|
150,000
|
INTERNATIONAL LEASE FINANCE CORP CALLABLE NOTES
|
|
165,188
|
100,000
|
ITC HOLDINGS CORP CALLABLE NOTES FIXED 3.25%
|
|
97,154
|
75,000
|
JPMORGAN CHASE & CO NOTES FIXED 4.5% 24/JAN/2022
|
|
82,354
|
200,000
|
JPMORGAN CHASE & CO NOTES FIXED 5.6% 15/JUL/2041
|
|
244,324
|
50,000
|
JPMORGAN CHASE BANK NA NOTES FIXED 6% 01/OCT/2017
|
|
52,349
|
50,000
|
KRAFT HEINZ FOODS CO CALLABLE NOTES FIXED 3%
|
|
47,067
|
70,000
|
KRAFT HEINZ FOODS CO CALLABLE NOTES FIXED 5.2%
|
|
74,955
|
70,000
|
MICROSOFT CORP CALLABLE NOTES FIXED 3.75%
|
|
66,656
|
40,000
|
MOLSON COORS BREWING CO CALLABLE NOTES FIXED 3%
|
|
38,392
|
125,000
|
MORGAN STANLEY CALLABLE MEDIUM TERM NOTE FIXED
|
|
128,316
|
125,000
|
MORGAN STANLEY CALLABLE MEDIUM TERM NOTE FIXED
|
|
134,261
|
50,000
|
MORGAN STANLEY CALLABLE MEDIUM TERM NOTE FIXED
|
|
56,201
|
215,000
|
NAVIENT STUDENT LOAN TRUST 2014-1 2014-1 A3
|
|
210,165
|
50,000
|
NBCUNIVERSAL MEDIA LLC CALLABLE NOTES FIXED 5.15%
|
|
55,113
|
82,094
|
NCUA GUARANTEED NOTES TRUST 2010-R2 2010-R2 1A
|
|
82,158
|
80,938
|
NCUA GUARANTEED NOTES TRUST 2010-R3 2010-R3 1A
|
|
81,221
|
75,597
|
NCUA GUARANTEED NOTES TRUST 2010-R3 2010-R3 2A
|
|
76,016
|
115,026
|
NCUA GUARANTEED NOTES TRUST 2011-C1 2011-C1 2A
|
|
114,888
|
159,776
|
NCUA GUARANTEED NOTES TRUST 2011-R2 2011-R2 1A
|
|
159,894
|
85,000
|
NEW YORK AND PRESBYTERIAN HOSPITAL/THE CALLABLE
|
|
82,855
|
25,375
|
NISSAN AUTO RECEIVABLES 2014-A OWNER TRUST 2014-A
|
|
25,362
|
31,000
|
NOBLE ENERGY INC CALLABLE NOTES FIXED 3.9%
|
|
31,391
|
125,000
|
NORTHWELL HEALTHCARE INC CALLABLE NOTES FIXED 4.8%
|
|
127,429
|
100,000
|
NYU HOSPITALS CENTER CALLABLE BOND FIXED 4.784%
|
|
106,659
|
100,000
|
PANHANDLE EASTERN PIPE LINE CO LP CALLABLE NOTES
|
|
105,805
|
125,000
|
PUBLIC SERVICE CO OF NEW MEXICO CALLABLE NOTES
|
|
138,853
|
22,000
|
ROHM & HAAS CO CALLABLE NOTES FIXED 6% 15/SEP/2017
|
|
23,075
|
30,000
|
SHELL INTERNATIONAL FINANCE BV CALLABLE NOTES
|
|
30,572
|
100,000
|
SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC
|
|
99,249
|
87,063
|
SLM STUDENT LOAN TRUST 2003-14 2003-14 A5 FLOATING
|
|
87,035
|
260,000
|
SLM STUDENT LOAN TRUST 2004-1 2004-1 A4 FLOATING
|
|
256,384
|
16,696
|
SLM STUDENT LOAN TRUST 2004-8 2004-8 B FLOATING
|
|
14,619
|
172,298
|
SLM STUDENT LOAN TRUST 2005-4 2005-4 A3 FLOATING
|
|
170,803
|
130,000
|
SLM STUDENT LOAN TRUST 2006-2 2006-2 A6 FLOATING
|
|
122,255
|
130,000
|
SLM STUDENT LOAN TRUST 2006-8 2006-8 A6 FLOATING
|
|
116,807
|
27,105
|
SLM STUDENT LOAN TRUST 2007-6 2007-6 B FLOATING
|
|
23,983
|
35,000
|
SLM STUDENT LOAN TRUST 2008-2 2008-2 B FLOATING
|
|
30,641
|
35,000
|
SLM STUDENT LOAN TRUST 2008-3 2008-3 B FLOATING
|
|
31,265
|
35,000
|
SLM STUDENT LOAN TRUST 2008-4 2008-4 B FLOATING
|
|
32,890
|
35,000
|
SLM STUDENT LOAN TRUST 2008-5 2008-5 B FLOATING
|
|
33,685
|
35,000
|
SLM STUDENT LOAN TRUST 2008-6 2008-6 B FLOATING
|
|
32,705
|
35,000
|
SLM STUDENT LOAN TRUST 2008-7 2008-7 B FLOATING
|
|
32,712
|
35,000
|
SLM STUDENT LOAN TRUST 2008-8 2008-8 B FLOATING
|
|
33,985
|
35,000
|
SLM STUDENT LOAN TRUST 2008-9 2008-9 B FLOATING
|
|
34,373
|
83,116
|
SLM STUDENT LOAN TRUST 2012-3 2012-3 A FLOATING
|
|
80,933
|
75,000
|
SOUTHERN COPPER CORP CALLABLE NOTES FIXED 7.5%
|
|
89,024
|
100,000
|
SOUTHERN NATURAL GAS CO LLC CALLABLE NOTES FIXED
|
|
118,261
|
121,723
|
SPIRIT AIRLINES PASS THROUGH TRUST 2015-1A
|
|
125,429
|
120,000
|
SUTTER HEALTH CALL/PUT BOND FIXED 2.286%
|
|
118,125
|
50,000
|
TENNESSEE GAS PIPELINE CO LLC CALLABLE NOTES FIXED
|
|
62,499
|
30,000
|
TIME WARNER CABLE LLC CALLABLE NOTES FIXED 5.5%
|
|
31,048
|
125,000
|
TUCSON ELECTRIC POWER CO CALLABLE NOTES FIXED
|
|
137,190
|
250,000
|
|
UBS AG/STAMFORD CT MEDIUM TERM NOTE FIXED 1.375%
|
|
250,228
|
|
200,000
|
|
VENTAS REALTY LP / VENTAS CAPITAL CORP CALLABLE
|
|
201,923
|
|
45,000
|
|
VERIZON COMMUNICATIONS INC CALLABLE NOTES FIXED
|
|
50,441
|
|
45,000
|
|
VERIZON COMMUNICATIONS INC CALLABLE NOTES FIXED
|
|
46,388
|
|
102,000
|
|
VERIZON COMMUNICATIONS INC CALLABLE NOTES FIXED
|
|
99,167
|
|
105,000
|
|
VIRGINIA ELECTRIC & POWER CO CALLABLE NOTES FIXED
|
|
105,207
|
|
100,000
|
|
WALGREENS BOOTS ALLIANCE INC CALLABLE BOND FIXED
|
|
99,597
|
|
75,000
|
|
WELLPOINT INC CALLABLE NOTES FIXED 7% 15/FEB/2019
|
|
84,186
|
|
140,000
|
|
WELLS FARGO & CO NOTES FIXED 2.1% 26/JUL/2021 USD
|
|
137,502
|
|
190,000
|
|
WELLS FARGO & CO NOTES FIXED 2.5% 04/MAR/2021 USD
|
|
190,136
|
|
125,000
|
|
WELLTOWER INC CALLABLE NOTES FIXED 6.125%
|
|
140,370
|
|
|
Total Corporate Debt Securities
|
$
|
10,937,074
|
|
|
|
|
|
|
||
|
|
|
|
||
|
Government Bonds
|
|
|
||
40,000
|
|
CALIFORNIA ST FOR PREVIOUS ISSUES SEE 13063A FOR
|
$
|
48,217
|
|
75,000
|
|
MASSACHUSETTS ST FOR ISSUES DTD PRIOR TO
|
|
65,614
|
|
50,000
|
|
NEW YORK N Y CITY MUN WTR FIN AUTH WTR & SWR SYS
|
|
61,580
|
|
80,000
|
|
NEW YORK N Y FOR PRIOR ISSUES SEE 64966G ETC FOR
|
|
91,248
|
|
50,000
|
|
NEW YORK ST DORM AUTH ST PERS INCOME TAX REV
|
|
59,058
|
|
40,000
|
|
NEW YORK ST URBAN DEV CORP REV TAXABLE-ST PERS
|
|
41,739
|
|
225,000
|
|
UNITED STATES OF AMERICA BOND FIXED .75%
|
|
217,967
|
|
245,000
|
|
UNITED STATES OF AMERICA BOND FIXED 1.375%
|
|
278,623
|
|
1,415,000
|
|
UNITED STATES OF AMERICA BOND FIXED 2.875%
|
|
1,371,420
|
|
576,000
|
|
UNITED STATES OF AMERICA NOTES FIXED .375%
|
|
584,922
|
|
954,000
|
|
UNITED STATES OF AMERICA NOTES FIXED .75%
|
|
954,369
|
|
160,000
|
|
UNITED STATES OF AMERICA NOTES FIXED .75%
|
|
159,055
|
|
690,000
|
|
UNITED STATES OF AMERICA NOTES FIXED 1%
|
|
688,397
|
|
1,670,000
|
|
UNITED STATES OF AMERICA NOTES FIXED 1%
|
|
1,671,350
|
|
2,050,000
|
|
UNITED STATES OF AMERICA NOTES FIXED 1.25%
|
|
1,992,249
|
|
785,000
|
|
UNITED STATES OF AMERICA NOTES FIXED 1.25%
|
|
785,798
|
|
780,000
|
|
UNITED STATES OF AMERICA NOTES FIXED 1.5%
|
|
767,285
|
|
2,455,000
|
|
UNITED STATES OF AMERICA NOTES FIXED 1.5%
|
|
2,469,390
|
|
410,000
|
|
UNITED STATES OF AMERICA NOTES FIXED 1.5%
|
|
414,800
|
|
2,930,000
|
|
UNITED STATES OF AMERICA NOTES FIXED 1.75%
|
|
2,912,647
|
|
405,000
|
|
UNITED STATES OF AMERICA NOTES FIXED 1.875%
|
|
402,409
|
|
2,630,000
|
|
UNITED STATES OF AMERICA NOTES FIXED 2%
|
|
2,537,279
|
|
1,615,000
|
|
UNITED STATES OF AMERICA NOTES FIXED 2%
|
|
1,620,930
|
|
570,000
|
|
UNITED STATES OF AMERICA NOTES FIXED 3.5%
|
|
593,522
|
|
|
Total Government Bonds
|
$
|
20,789,868
|
|
|
|
|
|
|
||
|
Mortgage Backed Securities
|
|
|
||
32,040
|
|
FHLMC MORTPASS ARM 01/APR/2037 1N PN# 1N1454
|
$
|
33,493
|
|
4,838
|
|
FHLMC MORTPASS ARM 01/SEP/2037 1G PN# 1G2201
|
|
5,178
|
|
214,107
|
|
FHLMC REMICS 3197 DZ 5% 15/AUG/2036
|
|
231,352
|
|
392,759
|
|
FHLMCGLD MORTPASS 2.5% 01/DEC/2031 G1 PN# G18622
|
|
394,637
|
|
50,000
|
|
FHLMCGLD MORTPASS 2.5% 01/JAN/2032 G1 PN# G18626
|
|
50,135
|
|
166,086
|
|
FHLMCGLD MORTPASS 3% 01/AUG/2046 G0 PN# G08715
|
|
165,508
|
|
88,256
|
|
FHLMCGLD MORTPASS 3% 01/MAR/2031 G1 PN# G18592
|
|
90,854
|
|
223,657
|
|
FHLMCGLD MORTPASS 3% 01/NOV/2046 G0 PN# G08732
|
|
222,877
|
|
420,724
|
|
FHLMCGLD MORTPASS 3% 01/OCT/2046 G0 PN# G08726
|
|
419,256
|
|
152,275
|
|
FHLMCGLD MORTPASS 3.5% 01/APR/2044 G0 PN# G07848
|
|
157,261
|
|
300,660
|
|
FHLMCGLD MORTPASS 3.5% 01/APR/2046 G0 PN# G08702
|
|
308,999
|
|
406,317
|
|
FHLMCGLD MORTPASS 3.5% 01/AUG/2045 G6 PN# G60138
|
|
419,641
|
|
271,667
|
|
FHLMCGLD MORTPASS 3.5% 01/AUG/2046 G0 PN# G08716
|
|
279,226
|
|
117,642
|
|
FHLMCGLD MORTPASS 3.5% 01/DEC/2041 Q0 PN# Q05261
|
|
121,537
|
|
384,571
|
|
FHLMCGLD MORTPASS 3.5% 01/JUN/2045 G6 PN# G60080
|
|
396,577
|
|
238,056
|
|
FHLMCGLD MORTPASS 3.5% 01/JUN/2046 G0 PN# G08711
|
|
244,675
|
|
272,694
|
|
FHLMCGLD MORTPASS 3.5% 01/MAR/2046 G0 PN# G08698
|
|
280,241
|
|
83,498
|
|
FHLMCGLD MORTPASS 3.5% 01/NOV/2045 G0 PN# G08676
|
|
85,805
|
|
137,205
|
|
FHLMCGLD MORTPASS 3.5% 01/SEP/2046 G0 PN# G08722
|
|
141,025
|
|
180,725
|
|
FHLMCGLD MORTPASS 4% 01/JAN/2043 U9 PN# U90791
|
|
192,122
|
|
64,255
|
|
FHLMCGLD MORTPASS 4.5% 01/JUN/2041 Q0 PN# Q01638
|
|
69,727
|
|
52,331
|
|
FHLMCGLD MORTPASS 5.5% 01/JAN/2038 G0 PN# G03696
|
|
58,548
|
|
45,390
|
|
FHLMCGLD MORTPASS 5.5% 01/NOV/2037 G0 PN# G03695
|
|
50,779
|
|
82,502
|
|
FHLMCGLD MORTPASS 6.5% 01/MAY/2034 P5 PN# P50216
|
|
86,621
|
|
203,540
|
|
FNMA MORTPASS 2.5% 01/OCT/2026 CN PN# MA2776
|
|
207,354
|
|
222,173
|
|
FNMA MORTPASS 3% 01/MAY/2043 CL PN# AB9236
|
|
222,665
|
|
312,022
|
|
FNMA MORTPASS 3% 01/SEP/2033 CT PN# MA1561
|
|
319,143
|
|
126,320
|
|
FNMA MORTPASS 3.5% 01/SEP/2033 CT PN# MA1584
|
|
131,771
|
|
128,579
|
|
FNMA MORTPASS 3.587% 01/SEP/2020 XY PN# FN0000
|
|
135,374
|
|
134,234
|
|
FNMA MORTPASS 3.666% 01/OCT/2020 XY PN# AE0918
|
|
141,831
|
|
136,626
|
|
FNMA MORTPASS 3.762% 01/DEC/2020 XY PN# FN0001
|
|
144,644
|
|
369,376
|
|
FNMA MORTPASS 4% 01/MAY/2043 CL PN# AT2733
|
|
393,868
|
|
181,018
|
|
FNMA MORTPASS 4% 01/OCT/2043 CL PN# AL9472
|
|
191,224
|
|
145,208
|
|
FNMA MORTPASS 4% 01/SEP/2046 CL PN# AL9027
|
|
153,180
|
|
215,000
|
|
FNMA MORTPASS 4% 01/SEP/2046 CL PN# AL9549
|
|
226,941
|
|
63,875
|
|
FNMA MORTPASS 4.283% 01/JAN/2021 XY PN# FN0003
|
|
68,642
|
|
179,260
|
|
FNMA MORTPASS 4.5% 01/MAY/2048 CZ PN# 257280
|
|
191,975
|
|
119,900
|
|
FNMA MORTPASS 5% 01/AUG/2047 CZ PN# 995963
|
|
129,079
|
|
105,929
|
|
FNMA MORTPASS 5% 01/MAR/2034 CL PN# 725205
|
|
115,950
|
|
72,768
|
|
FNMA MORTPASS 5% 01/SEP/2033 CL PN# 738567
|
|
80,020
|
|
34,087
|
|
FNMA MORTPASS 5.5% 01/JUN/2036 CL PN# 889745
|
|
38,406
|
|
33,871
|
|
FNMA MORTPASS 6.5% 01/AUG/2037 CL PN# 936879
|
|
38,504
|
|
440,175
|
|
FNMA REMICS 2004-97 ZH 4.5% 25/JAN/2035
|
|
475,382
|
|
88,313
|
|
GNMA 2009-66 UF FLOATING 16/AUG/2039
|
|
90,496
|
|
—
|
|
GNMA II MORTPASS 3% 20/APR/2046 SF PN# MA3596
|
|
—
|
|
305,000
|
|
GNMA II MORTPASS 3% 20/DEC/2046 SF PN# MA4126
|
|
310,023
|
|
312,277
|
|
GNMA II MORTPASS 3.5% 20/APR/2046 SF PN# MA3597
|
|
325,878
|
|
160,546
|
|
GNMA II MORTPASS 3.5% 20/MAR/2046 SF PN# MA3521
|
|
167,539
|
|
73,631
|
|
GNMA II MORTPASS 3.5% 20/MAY/2046 SF PN# MA3663
|
|
76,838
|
|
249,225
|
|
GNMA II MORTPASS 3.5% 20/NOV/2046 SF PN# MA4069
|
|
260,127
|
|
200,000
|
|
TBA FNMA SINGLE FAMILY 15YR 2.5 1/17
|
|
200,316
|
|
325,000
|
|
TBA FNMA SINGLE FAMILY 30YR 3 1/17
|
|
322,859
|
|
225,000
|
|
TBA FNMA SINGLE FAMILY 30YR 3.5 1/17
|
|
230,607
|
|
400,000
|
|
TBA FNMA SINGLE FAMILY 30YR 4 1/17
|
|
420,523
|
|
215,000
|
|
TBA GNMA2 SINGLE FAMILY 30YR 3 1/17
|
|
217,692
|
|
250,000
|
|
TBA GNMA2 SINGLE FAMILY 30YR 3.5 1/17
|
|
259,878
|
|
|
Total Mortgage Backed Securities
|
$
|
10,794,803
|
|
|
|
|
|
|
||
|
Registered Investment Companies
|
|
|
||
57,297
|
|
AB
|
$
|
500,285
|
|
7,532
|
|
AB
|
|
65,305
|
|
1,544
|
|
ABERDEEN TOTAL
|
|
20,124
|
|
9,557
|
|
ABSOLUTE STRATEGIES
|
|
85,074
|
|
347
|
|
ACADIAN EMERGING
|
|
5,714
|
|
4,529
|
|
AIG FOCUSED
|
|
77,896
|
|
77
|
|
AIG FOCUSED MULTI-
|
|
1,803
|
|
4,516
|
|
AKRE FOCUS FUND
|
|
112,867
|
|
4,935
|
|
ALGER CAPITAL
|
|
130,321
|
|
80
|
|
ALGER SMALL CAP
|
|
938
|
|
12,221
|
|
ALLIANCE BERNSTEIN
|
|
102,046
|
|
291
|
|
ALLIANCE BERNSTEIN
|
|
2,429
|
|
137
|
|
ALLIANZGI
|
|
6,743
|
|
2,997
|
ALLIANZGI INCOME
|
|
33,058
|
63
|
ALLIANZGI NFJ
|
|
1,038
|
1,042
|
ALLIANZGI NFJ SMALL
|
|
24,725
|
508
|
ALPINE DYNAMIC
|
|
1,832
|
338
|
ALPINE REALTY
|
|
7,520
|
11,663
|
AMANA MUTUAL FUND
|
|
407,571
|
1,026
|
AMANA MUTUAL FUND
|
|
30,848
|
216
|
AMCAP FUND CLASS A
|
|
5,883
|
199
|
AMCAP FUND CLASS F-2
|
|
5,441
|
292
|
AMCAP FUNDS CLASS R6
|
|
8,035
|
9,968
|
AMERICAN BALANCED
|
|
247,347
|
460
|
AMERICAN BALANCED
|
|
11,419
|
20,842
|
AMERICAN BEACON
|
|
536,447
|
1,406
|
AMERICAN BEACON
|
|
36,547
|
41,486
|
AMERICAN CENTURY
|
|
494,525
|
11,377
|
AMERICAN CENTURY
|
|
124,405
|
691
|
AMERICAN FUNDS 2025
|
|
8,270
|
7,642
|
AMERICAN FUNDS U.S.
|
|
7,642
|
275
|
AMERICAN HIGH
|
|
2,817
|
1,263
|
AMERICAN MUTUAL
|
|
46,444
|
32,931
|
AMG GW&K ENHANCED
|
|
318,442
|
23,623
|
AMG MANAGERS
|
|
334,328
|
677
|
AMG MANAGERS
|
|
26,287
|
2,500
|
AMG MANAGERS AMUNDI
|
|
24,075
|
831
|
AMG MANAGERS GLOBAL
|
|
15,829
|
9,350
|
AMG MANAGERS HIGH
|
|
71,995
|
8,036
|
AMG MANAGERS LAKE
|
|
96,829
|
62
|
AMG MANAGERS LAKE
|
|
751
|
4,226
|
AMG MANAGERS LMCG
|
|
56,756
|
428
|
AMG MANAGERS LMCG
|
|
5,749
|
1,614
|
AMG SOUTHERNSUN
|
|
25,299
|
1,757
|
AMG YACKTMAN
|
|
34,588
|
614
|
AMG YACKTMAN
|
|
12,086
|
2,554
|
AMG YACKTMAN FUND
|
|
54,625
|
794
|
AMG YACKTMAN FUND
|
|
16,993
|
12,161
|
AQR DIVERSIFIED
|
|
112,242
|
2,629
|
AQR EQUITY MARKET
|
|
31,466
|
8,258
|
AQR LONG-SHORT
|
|
107,356
|
4,945
|
AQR MANAGED FUTURES
|
|
45,540
|
1,054
|
AQUILA THREE PEAKS
|
|
8,955
|
533
|
AQUILA THREE PEAKS
|
|
4,534
|
3,627
|
ARIEL APPRECIATION
|
|
170,593
|
426
|
ARIEL INTERNATIONAL
|
|
5,213
|
6,879
|
ARTISAN
|
|
186,372
|
4,163
|
ARTISAN DEVELOPING
|
|
40,633
|
237
|
ARTISAN DEVELOPING
|
|
2,312
|
369
|
ARTISAN GLOBAL
|
|
7,535
|
323
|
ARTISAN GLOBAL
|
|
4,746
|
324
|
ARTISAN SMALL-CAP
|
|
9,067
|
8,127
|
ARTISAN VALUE FUND
|
|
112,643
|
1,299
|
ARTISAN VALUE FUND
|
|
17,998
|
698
|
AVE MARIA GROWTH
|
|
18,458
|
611
|
AVE MARIA VALUE
|
|
11,675
|
943
|
BAIRD AGGREGATE
|
|
10,415
|
3,063
|
BAIRD CORE PLUS
|
|
35,098
|
868
|
BAIRD INTERMEDIATE
|
|
10,148
|
159
|
BAIRD MID CAP FUND
|
|
2,396
|
1,394
|
|
BARON ASSET FUND
|
|
80,690
|
|
146
|
|
BARON DISCOVERY
|
|
1,958
|
|
4,627
|
|
BARON EMERGING
|
|
50,671
|
|
1,419
|
|
BARON GROWTH FUND
|
|
84,429
|
|
63
|
|
BARON PARTNERS FUND
|
|
2,353
|
|
4,387
|
|
BARON REAL ESTATE
|
|
103,848
|
|
142
|
|
BARON REAL ESTATE
|
|
3,351
|
|
7,143
|
|
BARON SMALL-CAP FUND
|
|
181,067
|
|
1,723
|
|
BBH CORE SELECT
|
|
35,036
|
|
127
|
|
BECKER VALUE EQUITY
|
|
2,266
|
|
3,936
|
|
BIOTECHNOLOGY
|
|
194,550
|
|
3,681
|
|
BLACKROCK
|
|
39,266
|
|
1,103
|
|
BLACKROCK ADVANTAGE
|
|
16,713
|
|
4,190
|
|
BLACKROCK EMERGING
|
|
40,098
|
|
11
|
|
BLACKROCK ENERGY &
|
|
212
|
|
5,538
|
|
BLACKROCK EQUITY
|
|
124,540
|
|
1,327
|
|
BLACKROCK EQUITY
|
|
29,845
|
|
221
|
|
BLACKROCK GLOBAL
|
|
2,635
|
|
57
|
|
BLACKROCK HEALTH
|
|
2,557
|
|
128
|
|
BLACKROCK HEALTH
|
|
5,723
|
|
3,206
|
|
BLACKROCK HIGH
|
|
24,492
|
|
2,432
|
|
BLACKROCK LARGE CAP
|
|
45,122
|
|
332
|
|
BLACKROCK LARGE CAP
|
|
6,160
|
|
24
|
|
BLACKROCK LATIN
|
|
952
|
|
116
|
|
BLACKROCK NATURAL
|
|
5,346
|
|
5
|
|
BLACKROCK S&P 500
|
|
1,413
|
|
5,108
|
|
BLACKROCK STRATEGIC
|
|
50,216
|
|
5,763
|
|
BOSTON PARTNERS
|
|
106,810
|
|
118
|
|
BOSTON PARTNERS
|
|
2,758
|
|
923
|
|
BRIDGEWAY
|
|
58,730
|
|
769
|
|
BROADVIEW
|
|
27,160
|
|
103
|
|
BROWN CAPITAL SMALL
|
|
7,564
|
|
203
|
|
BROWN CAPITAL SMALL
|
|
14,875
|
|
740
|
|
BUFFALO DISCOVERY
|
|
14,939
|
|
670
|
|
BUFFALO FLEXIBLE
|
|
9,755
|
|
1,577
|
|
BUFFALO MID-CAP FUND
|
|
23,647
|
|
991
|
|
BUFFALO SMALL-CAP
|
|
14,896
|
|
670
|
|
CAMBIAR
|
|
16,030
|
|
174
|
|
CAMBIAR GLOBAL
|
|
3,254
|
|
2,838
|
|
CAPITAL INCOME
|
|
163,612
|
|
1,212
|
|
CAPITAL WORLD
|
|
53,128
|
|
129
|
|
CAPITAL WORLD
|
|
5,652
|
|
728
|
|
CAPITAL WORLD BOND
|
|
13,802
|
|
328
|
|
CAUSEWAY INTL VALUE
|
|
4,521
|
|
2,980
|
|
CHAMPLAIN MID CAP
|
|
44,847
|
|
1,165
|
|
CLEARBRIDGE
|
|
57,388
|
|
1,267
|
|
COHEN & STEERS
|
|
83,149
|
|
2,043
|
|
COHEN & STEERS
|
|
30,229
|
|
1,193
|
|
COLUMBIA ACORN
|
|
45,006
|
|
522
|
|
COLUMBIA CONTRARIAN
|
|
11,746
|
|
3,083
|
|
COLUMBIA DIVIDEND
|
|
58,889
|
|
1,323
|
|
COLUMBIA EMERGING
|
|
12,477
|
|
1,119
|
|
COLUMBIA GLOBAL
|
|
20,254
|
|
2,851
|
|
COLUMBIA INCOME
|
|
32,991
|
|
1,702
|
|
COLUMBIA MID CAP
|
|
42,643
|
|
496
|
|
COLUMBIA MID CAP
|
|
7,262
|
|
573
|
|
COLUMBIA OVERSEAS
|
|
4,707
|
|
2,550
|
|
COLUMBIA SELECT
|
|
34,806
|
|
18
|
|
COLUMBIA SELIGMAN
|
|
1,072
|
|
6
|
|
COLUMBIA SELIGMAN
|
|
361
|
|
1,780
|
|
COLUMBIA SMALL CAP
|
|
31,291
|
|
366
|
|
COLUMBIA SMALL CAP
|
|
6,439
|
|
140
|
|
CONESTOGA SMALL CAP
|
|
5,660
|
|
449
|
|
CONSUMER SERVICES
|
|
40,110
|
|
7
|
|
CONSUMER SERVICES
|
|
657
|
|
1,954
|
|
CULLEN HIGH
|
|
33,909
|
|
5,270
|
|
DAVIS NEW YORK
|
|
161,346
|
|
3,950
|
|
DELAWARE
|
|
34,012
|
|
1,616
|
|
DEUTSCHE ENHANCED
|
|
19,039
|
|
725
|
|
DIAMOND HILL
|
|
15,355
|
|
7,143
|
|
DIAMOND HILL LARGE
|
|
165,724
|
|
782
|
|
DIAMOND HILL LONG
|
|
19,480
|
|
3,159
|
|
DIAMOND HILL SMALL
|
|
110,140
|
|
2,434
|
|
DIREXION MONTHLY
|
|
72,065
|
|
6,281
|
|
DODGE & COX
|
|
246,129
|
|
266
|
|
DODGE & COX
|
|
11,963
|
|
547
|
|
DODGE & COX GLOBAL
|
|
6,509
|
|
21,945
|
|
DODGE & COX INCOME
|
|
298,230
|
|
1,246
|
|
DODGE & COX INCOME
|
|
16,936
|
|
1,570,382
|
|
DODGE & COX INTERNATIONAL STOCK FUND OPEN-END FUND
|
|
59,831,548
|
|
344
|
|
DODGE & COX STOCK
|
|
63,313
|
|
36,593
|
|
DOUBLELINE TOTAL
|
|
388,618
|
|
1,690
|
|
DOUBLELINE TOTAL
|
|
17,947
|
|
1,324
|
|
DREYFUS
|
|
41,670
|
|
338
|
|
DREYFUS
|
|
11,295
|
|
518
|
|
DREYFUS BOND MARKET
|
|
5,297
|
|
361
|
|
DREYFUS GLOBAL
|
|
4,388
|
|
4,984
|
|
DREYFUS MID-CAP
|
|
174,750
|
|
397
|
|
DREYFUS S & P 500
|
|
19,339
|
|
976
|
|
DREYFUS SMALL-CAP
|
|
29,395
|
|
5,372
|
|
DRIEHAUS EMERGING
|
|
150,306
|
|
8,764
|
|
EATON VANCE
|
|
99,721
|
|
10,618
|
|
EDGEWOOD GROWTH
|
|
228,394
|
|
1,760
|
|
EDGEWOOD GROWTH
|
|
37,861
|
|
813
|
|
EUROPACIFIC GROWTH
|
|
36,537
|
|
49
|
|
EUROPE 30 PROFUND
|
|
589
|
|
3,278
|
|
FEDERATED
|
|
19,309
|
|
76
|
|
FEDERATED EQUITY
|
|
1,737
|
|
10,939
|
|
FEDERATED HIGH
|
|
73,400
|
|
41
|
|
FEDERATED HIGH
|
|
277
|
|
463
|
|
FEDERATED PRUDENT
|
|
4,326
|
|
6,805
|
|
FIDELITY
|
|
77,558
|
|
205
|
|
FIDELITY
|
|
7,471
|
|
23,796
|
|
FIDELITY 500 INDEX
|
|
1,864,153
|
|
673
|
|
FIDELITY 500 INDEX
|
|
52,696
|
|
27,508
|
|
FIDELITY ADVISOR
|
|
579,764
|
|
7,903
|
|
FIDELITY ADVISOR
|
|
99,294
|
|
1,457
|
|
FIDELITY ADVISOR NEW
|
|
39,257
|
|
2,384
|
|
FIDELITY ADVISORS
|
|
27,965
|
|
423
|
|
FIDELITY BALANCED
|
|
9,314
|
|
1,986
|
|
FIDELITY BLUE CHIP
|
|
133,769
|
|
2,350
|
|
FIDELITY BLUE CHIP
|
|
158,283
|
|
2,652
|
|
FIDELITY CANADA FUND
|
|
129,669
|
|
679
|
|
FIDELITY CANADA FUND
|
|
33,218
|
|
368
|
FIDELITY CAPITAL
|
|
11,647
|
20,224
|
FIDELITY CAPITAL AND
|
|
196,373
|
510
|
FIDELITY CHINA
|
|
12,136
|
361
|
FIDELITY CONSUMER
|
|
4,832
|
1,843
|
FIDELITY CONSUMER
|
|
24,659
|
6,305
|
FIDELITY CONTRA FUND
|
|
620,823
|
227
|
FIDELITY CONTRA FUND
|
|
22,365
|
179
|
FIDELITY DIVERSIFIED
|
|
5,948
|
1,494
|
FIDELITY EMERGING
|
|
35,191
|
476
|
FIDELITY EXTENDED
|
|
26,430
|
7,363
|
FIDELITY FLOATING
|
|
70,977
|
320
|
FIDELITY GLOBAL
|
|
3,616
|
1,527
|
FIDELITY GNMA FUND
|
|
17,457
|
1,649
|
FIDELITY GROWTH
|
|
56,048
|
282
|
FIDELITY HIGH
|
|
2,458
|
6,049
|
FIDELITY INFLATION
|
|
66,332
|
176
|
FIDELITY INTERMED
|
|
1,897
|
6,711
|
FIDELITY INT'L
|
|
237,031
|
93
|
FIDELITY JAPAN SMALL
|
|
1,361
|
1,808
|
FIDELITY LATIN
|
|
34,441
|
8,556
|
FIDELITY LEVERAGED
|
|
284,826
|
1,948
|
FIDELITY LONG-TERM
|
|
24,511
|
4,879
|
FIDELITY LOW PRICED
|
|
241,413
|
273
|
FIDELITY LOW PRICED
|
|
13,522
|
2,895
|
FIDELITY MID CAP
|
|
45,612
|
2,291
|
FIDELITY NASDAQ
|
|
161,817
|
1,968
|
FIDELITY NEW
|
|
70,911
|
9,412
|
FIDELITY NEW MARKETS
|
|
146,826
|
4,347
|
FIDELITY OTC
|
|
362,221
|
169
|
FIDELITY OTC
|
|
14,108
|
4,875
|
FIDELITY OVERSEAS
|
|
192,743
|
22,106
|
FIDELITY PURITAN
|
|
454,939
|
2,467
|
FIDELITY REAL
|
|
102,850
|
148
|
FIDELITY REAL
|
|
6,157
|
210
|
FIDELITY REAL ESTATE
|
|
2,477
|
33,727
|
FIDELITY SELECT
|
|
2,107,372
|
2,296
|
FIDELITY SELECT
|
|
171,322
|
130
|
FIDELITY SELECT CON-
|
|
7,678
|
2,014
|
FIDELITY SELECT IT
|
|
84,390
|
55
|
FIDELITY SELECT IT
|
|
2,316
|
524
|
FIDELITY SELECT TECH
|
|
68,181
|
4,479
|
FIDELITY SHORT-TERM
|
|
46,494
|
11,159
|
FIDELITY SMALL CAP
|
|
253,156
|
7,722
|
FIDELITY SMALL-CAP
|
|
154,834
|
144
|
FIDELITY SMALL-CAP
|
|
2,957
|
13,172
|
FIDELITY STRATEGIC
|
|
190,682
|
2,468
|
FIDELITY TELECOM
|
|
61,065
|
1,392
|
FIDELITY TOTAL
|
|
89,832
|
1,099
|
FIDELITY TOTAL BOND
|
|
11,566
|
1,908
|
FIDELITY TOTAL BOND
|
|
20,077
|
20,464
|
FIDELITY U.S. BOND
|
|
235,340
|
538
|
FIDELITY U.S. BOND
|
|
6,190
|
1,804
|
FIDELITY VALUE
|
|
68,801
|
303
|
FIDELITY VALUE FUND
|
|
33,280
|
299
|
FINANCIAL
|
|
5,341
|
3,260
|
FIRST EAGLE
|
|
98,284
|
575
|
FMI INTERNATIONAL
|
|
17,177
|
16,396
|
FMI LARGE CAP FUND
|
|
323,328
|
5,653
|
FPA CRESCENT
|
|
184,349
|
2,110
|
FPA CRESCENT
|
|
68,801
|
336
|
FRANKLIN
|
|
4,986
|
1,476
|
FRANKLIN DYNATECH
|
|
70,488
|
1,533
|
FRANKLIN GOLD AND
|
|
24,168
|
1,299
|
FRANKLIN GROWTH FUND
|
|
99,542
|
35,814
|
FRANKLIN INCOME
|
|
82,730
|
5,064
|
FRANKLIN MUTUAL
|
|
89,343
|
1,359
|
FRANKLIN RISING
|
|
71,539
|
425
|
FRANKLIN RISING
|
|
22,373
|
5,301
|
FRANKLIN TEMPLETON
|
|
50,991
|
937
|
FRANKLIN UTILITIES
|
|
16,545
|
3,664
|
FUNDAMENTAL
|
|
199,558
|
362
|
FUNDAMENTAL
|
|
19,706
|
192
|
FUNDX CONSERVATIVE
|
|
7,300
|
328
|
FUNDX FLEXIBLE
|
|
9,338
|
1,695
|
GABELLI EQUITY
|
|
41,144
|
1,253
|
GABELLI FOCUS FIVE
|
|
15,669
|
1,560
|
GABELLI GOLD FUND
|
|
20,342
|
153
|
GABELLI SMALL-CAP
|
|
7,881
|
5,162
|
GABELLI UTILITIES
|
|
47,799
|
55,636
|
GLENMEDE LARGE CAP
|
|
1,438,301
|
803
|
GLENMEDE LARGE CAP
|
|
20,783
|
98
|
GLENMEDE SMALL CAP
|
|
2,816
|
48
|
GOLDMAN SACHS
|
|
464
|
8,087
|
GOLDMAN SACHS
|
|
77,961
|
647
|
GOLDMAN SACHS GROWTH
|
|
8,669
|
130
|
GOLDMAN SACHS LARGE
|
|
3,148
|
2,967
|
GRANDEUR PEAK
|
|
9,407
|
2,258
|
GRANDEUR PEAK
|
|
8,738
|
2,944
|
GREENSPRING FUND
|
|
72,931
|
14,839
|
GUINNESS ATKINSON
|
|
150,547
|
354
|
HANCOCK HORIZON
|
|
23,519
|
10,523
|
HARBOR
|
|
196,171
|
1,973
|
HARBOR
|
|
115,220
|
1,841
|
HARBOR CAPITAL
|
|
101,193
|
911
|
HARBOR CAPITAL
|
|
51,530
|
2,342
|
HARBOR HIGH YIELD
|
|
23,419
|
4,954
|
HARBOR INTERNATIONAL
|
|
287,114
|
216
|
HARBOR INTERNATIONAL
|
|
12,537
|
17,174
|
HARBOR REAL RETURN
|
|
159,374
|
8,723
|
HARDING LOEVNER
|
|
205,304
|
701
|
HARDING LOEVNER
|
|
12,492
|
509
|
HARTFORD CAPITAL
|
|
18,109
|
339
|
HEARTLAND VALUE
|
|
10,292
|
68
|
HENDERSON EUROPEAN
|
|
2,052
|
4,794
|
HENDERSON INTL
|
|
120,371
|
183
|
HENDERSON INTL
|
|
4,605
|
8,284
|
HENNESSY
|
|
149,566
|
255
|
HENNESSY
|
|
4,970
|
3,157
|
HENNESSY GAS
|
|
89,435
|
1,161
|
HENNESSY JAPAN
|
|
12,611
|
1,285
|
HENNESSY JAPAN FUND
|
|
33,902
|
642
|
HENNESSY LARGE CAP
|
|
12,288
|
178
|
HENNESSY SMALL CAP
|
|
4,645
|
2,255
|
HODGES FUND
|
|
105,638
|
1,563
|
|
HOMESTEAD
|
|
64,283
|
|
350
|
|
HOTCHKIS & WILEY
|
|
12,884
|
|
14,007
|
|
HUSSMAN STRATEGIC
|
|
118,511
|
|
6,335
|
|
ICON ENERGY FUND
|
|
85,960
|
|
904
|
|
ICON ENERGY FUND
|
|
12,267
|
|
2,708
|
|
ICON NATURAL
|
|
37,502
|
|
8,124
|
|
INTECH GLOBAL
|
|
98,543
|
|
1,099
|
|
INTERNATIONAL
|
|
31,125
|
|
8,639
|
|
INVESCO AMERICAN
|
|
132,681
|
|
8,421
|
|
INVESCO COMSTOCK
|
|
199,336
|
|
2,706
|
|
INVESCO DIVERSIFIED
|
|
52,179
|
|
247
|
|
INVESCO DIVERSIFIED
|
|
4,772
|
|
1,357
|
|
INVESCO ENERGY FUND
|
|
37,962
|
|
100
|
|
INVESCO EUROPEAN
|
|
3,300
|
|
664
|
|
INVESCO GLOBAL
|
|
21,868
|
|
15,523
|
|
INVESCO GOLD AND
|
|
63,951
|
|
292
|
|
INVESCO GOLD AND
|
|
1,203
|
|
45
|
|
INVESCO GREATER
|
|
945
|
|
1,191
|
|
INVESCO MID CAP
|
|
25,872
|
|
362
|
|
INVESCO MUNICIPAL
|
|
4,749
|
|
11,586
|
|
IVA INTERNATIONAL
|
|
182,772
|
|
368
|
|
IVA WORLDWIDE FUND
|
|
6,310
|
|
4,383
|
|
IVY ASSET STRATEGY
|
|
92,123
|
|
62,401
|
|
IVY HIGH INCOME
|
|
467,384
|
|
8,707
|
|
IVY INTERNATIONAL
|
|
145,107
|
|
39
|
|
IVY SCIENCE AND
|
|
2,199
|
|
20
|
|
IVY SCIENCE AND
|
|
1,025
|
|
4,211
|
|
JAMES BALANCED:
|
|
103,042
|
|
613
|
|
JANUS CONTRARIAN
|
|
11,877
|
|
6,499
|
|
JANUS ENTERPRISE
|
|
612,683
|
|
132
|
|
JANUS ENTERPRISE
|
|
12,491
|
|
930
|
|
JANUS FLEXIBLE
|
|
9,563
|
|
263
|
|
JANUS GLOBAL
|
|
2,520
|
|
1,122
|
|
JANUS GLOBAL LIFE
|
|
50,671
|
|
1,291
|
|
JANUS GLOBAL SELECT
|
|
16,734
|
|
316
|
|
JANUS OVERSEAS
|
|
8,005
|
|
5,814
|
|
JANUS TRITON FUND
|
|
137,281
|
|
384
|
|
JANUS TRITON FUND
|
|
9,065
|
|
2,565
|
|
JENSEN QUALITY
|
|
100,308
|
|
91
|
|
JOHCM INTERNATIONAL
|
|
1,702
|
|
475
|
|
JOHCM INTERNATIONAL
|
|
8,830
|
|
1,843
|
|
JOHN HANCOCK
|
|
42,589
|
|
915
|
|
JOHN HANCOCK GLOBAL
|
|
9,243
|
|
430,641
|
|
JP MORGAN 100% U.S.
|
|
430,641
|
|
1,254
|
|
JP MORGAN CORE
|
|
14,412
|
|
38,941
|
|
JP MORGAN CORE BOND
|
|
447,038
|
|
424
|
|
JP MORGAN EMERGING
|
|
4,689
|
|
3,576
|
|
JP MORGAN EQUITY
|
|
53,499
|
|
758
|
|
JP MORGAN GROWTH
|
|
11,500
|
|
12,007
|
|
JP MORGAN HIGH
|
|
87,774
|
|
9,651
|
|
JP MORGAN INCOME
|
|
96,571
|
|
4,017
|
|
JP MORGAN INTL
|
|
48,287
|
|
163
|
|
JP MORGAN MID CAP
|
|
7,149
|
|
—
|
|
JP MORGAN MORTGAGE-
|
|
1
|
|
44
|
|
JP MORGAN MORTGAGE-
|
|
506
|
|
18,018
|
|
JP MORGAN PRIME
|
|
18,024
|
|
181
|
|
JP MORGAN SMALL CAP
|
|
8,251
|
|
440
|
|
JP MORGAN SMART
|
|
7,630
|
|
8,023
|
|
JP MORGAN STRATEGIC
|
|
92,825
|
|
832,215
|
|
JP MORGAN U.S.
|
|
832,215
|
|
4,892
|
|
JPMORGAN
|
|
71,087
|
|
1,008
|
|
JPMORGAN INTREPID
|
|
22,802
|
|
718,553
|
|
JPMORGAN US GOVT MMKT - PREMIER SHR FUND 1086
|
|
718,639
|
|
2,803,445
|
|
JPMORGAN US GOVT MMKT - PREMIER SHR FUND 1086
|
|
2,803,501
|
|
909,668
|
|
JPMORGAN US GOVT MMKT - PREMIER SHR FUND 1086
|
|
909,739
|
|
3,693,002
|
|
JPMORGAN US GOVT MMKT - PREMIER SHR FUND 1086
|
|
3,693,234
|
|
2,967,582
|
|
JPMORGAN US GOVT MMKT - PREMIER SHR FUND 1086
|
|
2,967,810
|
|
2,287,484
|
|
JPMORGAN US GOVT MMKT - PREMIER SHR FUND 1086
|
|
2,287,649
|
|
2,781,113
|
|
JPMORGAN US GOVT MMKT - PREMIER SHR FUND 1086
|
|
2,781,319
|
|
2,880
|
|
KEELEY SMALL CAP
|
|
96,053
|
|
1,156
|
|
KINETICS PARADIGM
|
|
43,490
|
|
574
|
|
LAUDUS INT'L
|
|
11,927
|
|
214
|
|
LAUDUS U.S. LARGE
|
|
3,525
|
|
5,156
|
|
LAZARD
|
|
64,712
|
|
2,671
|
|
LAZARD EMERGING
|
|
43,833
|
|
427
|
|
LAZARD EMERGING
|
|
7,003
|
|
4,991
|
|
LAZARD GLOBAL
|
|
70,822
|
|
248
|
|
LAZARD GLOBAL
|
|
3,523
|
|
6,751
|
|
LEUTHOLD GRIZZLY
|
|
42,531
|
|
8,321
|
|
LISTED PRIVATE
|
|
53,174
|
|
553
|
|
LIVE OAK HEALTH
|
|
10,072
|
|
4,227
|
|
LONGLEAF PARTNERS
|
|
76,590
|
|
40,478
|
|
LOOMIS SAYLES
|
|
551,604
|
|
426
|
|
LOOMIS SAYLES
|
|
5,755
|
|
15,444
|
|
LOOMIS SAYLES CORE
|
|
195,516
|
|
6,336
|
|
LORD ABBETT
|
|
60,088
|
|
71,225
|
|
LORD ABBETT SHORT
|
|
306,268
|
|
349
|
|
MADISON INVESTORS
|
|
6,895
|
|
718
|
|
MADISON MID CAP
|
|
6,351
|
|
13,958
|
|
MAINSTAY CUSHING
|
|
66,717
|
|
4,428
|
|
MAINSTAY CUSHING
|
|
21,165
|
|
8,266
|
|
MAINSTAY INCOME
|
|
153,751
|
|
264
|
|
MAINSTAY INCOME
|
|
4,916
|
|
1,545
|
|
MAINSTAY S & P 500
|
|
70,716
|
|
122
|
|
MAIRS AND POWER
|
|
2,956
|
|
1,201
|
|
MARKETFIELD FUND
|
|
17,124
|
|
3,127
|
|
MARSICO
|
|
43,896
|
|
969
|
|
MARSICO 21ST
|
|
20,533
|
|
2,238
|
|
MARSICO FLEXIBLE
|
|
30,664
|
|
4,954
|
|
MARSICO GROWTH FUND
|
|
73,114
|
|
3,020
|
|
MARSICO GROWTH FUND
|
|
44,579
|
|
2,551
|
|
MATTHEW 25 FUND
|
|
74,985
|
|
14,692
|
|
MATTHEWS ASIA
|
|
223,971
|
|
1,622
|
|
MATTHEWS ASIA
|
|
28,276
|
|
2,781
|
|
MATTHEWS ASIAN
|
|
41,547
|
|
1,471
|
|
MATTHEWS CHINA FUND
|
|
22,749
|
|
885
|
|
MATTHEWS INDIA FUND
|
|
22,703
|
|
350
|
|
MATTHEWS JAPAN FUND
|
|
6,594
|
|
3,355
|
|
MATTHEWS KOREA FUND
|
|
17,615
|
|
4,034
|
|
MATTHEWS PACIFIC
|
|
92,469
|
|
247
|
|
MERGER FUND
|
|
3,874
|
|
1,080
|
|
MERK ABSOLUTE
|
|
9,912
|
|
933
|
|
MERK HARD CURRENCY
|
|
8,529
|
|
32,662
|
|
METROPOLITAN WEST
|
|
342,018
|
|
488
|
|
METROPOLITAN WEST
|
|
5,146
|
|
376
|
|
MFS GROWTH FUND
|
|
27,682
|
|
1,076
|
|
MFS INTERNATIONAL
|
|
27,811
|
|
8,893
|
|
MFS TOTAL RETURN
|
|
94,083
|
|
2,151
|
|
MFS UTILITIES FUND
|
|
38,992
|
|
393
|
|
MFS VALUE FUND
|
|
14,259
|
|
2,267
|
|
MOTLEY FOOL
|
|
44,941
|
|
3,078
|
|
MOTLEY FOOL GREAT
|
|
61,258
|
|
767
|
|
MSIF GLOBAL
|
|
13,732
|
|
1,913
|
|
MSIF GROWTH
|
|
64,989
|
|
413
|
|
MSIF SMALL COMPANY
|
|
4,688
|
|
232
|
|
NATIONWIDE FUND
|
|
4,953
|
|
364
|
|
NEUBERGER & BERMAN
|
|
8,184
|
|
5,985
|
|
NEUBERGER BERMAN
|
|
86,983
|
|
793
|
|
NEW PERSPECTIVE
|
|
28,025
|
|
1,472
|
|
NEW WORLD FUND
|
|
75,856
|
|
933
|
|
NICHOLAS FUND
|
|
57,003
|
|
508
|
|
NORTHERN EQUITY
|
|
6,550
|
|
826
|
|
NORTHERN MID-CAP
|
|
14,768
|
|
846
|
|
NORTHERN MID-CAP
|
|
15,132
|
|
450
|
|
NORTHERN MULTI-
|
|
4,700
|
|
672
|
|
NORTHERN SMALL CAP
|
|
16,211
|
|
143
|
|
NUANCE CONCENTRATED
|
|
2,024
|
|
311
|
|
NUVEEN GLOBAL
|
|
3,009
|
|
3,423
|
|
OAKMARK GLOBAL
|
|
57,541
|
|
126
|
|
OBERWEIS
|
|
2,553
|
|
195
|
|
OBERWEIS MICRO-CAP
|
|
4,289
|
|
154
|
|
OBERWEIS SMALL-CAP
|
|
2,141
|
|
2,393
|
|
OCM GOLD FUND
|
|
22,684
|
|
3,110
|
|
OIL & GAS
|
|
111,157
|
|
290
|
|
OIL & GAS
|
|
10,171
|
|
4,178
|
|
OIL EQUIPMENT,
|
|
68,106
|
|
18,650
|
|
OPPENHEIMER
|
|
234,443
|
|
132
|
|
OPPENHEIMER GLOBAL
|
|
9,131
|
|
68
|
|
OPPENHEIMER GLOBAL
|
|
4,688
|
|
157,899
|
|
PACIFIC FINANCIAL
|
|
1,341,367
|
|
14,745
|
|
PACIFIC FINANCIAL
|
|
134,669
|
|
822
|
|
PARNASSUS
|
|
27,125
|
|
11,097
|
|
PARNASSUS CORE
|
|
436,008
|
|
531
|
|
PARNASSUS MID-CAP
|
|
15,330
|
|
599
|
|
PAX GLOBAL
|
|
7,887
|
|
11,646
|
|
PAX HIGH YIELD BOND
|
|
78,147
|
|
2,251
|
|
PEAR TREE POLARIS
|
|
40,084
|
|
1,101
|
|
PERKINS GLOBAL
|
|
14,458
|
|
4,496
|
|
PERKINS MID
|
|
74,496
|
|
247
|
|
PERKINS MID CAP
|
|
4,116
|
|
3,196
|
|
PERMANENT
|
|
120,723
|
|
1,659
|
|
PERMANENT
|
|
62,658
|
|
5,979
|
|
PIMCO
|
|
63,679
|
|
3,121
|
|
PIMCO ALL ASSET ALL
|
|
26,125
|
|
1,565
|
|
PIMCO COMMODITIES
|
|
9,956
|
|
20,497
|
|
PIMCO COMMODITY
|
|
145,175
|
|
1,842
|
|
PIMCO DIVIDEND AND
|
|
19,378
|
|
2,314
|
|
PIMCO DIVIDEND AND
|
|
24,343
|
|
691
|
|
PIMCO EMERGING
|
|
5,936
|
|
8,634
|
|
PIMCO FOREIGN BOND
|
|
89,965
|
|
1,225
|
|
PIMCO FUNDAMENTAL
|
|
8,124
|
|
787
|
|
PIMCO GLOBAL BOND
|
|
7,976
|
|
33,045
|
|
PIMCO INCOME FUND
|
|
398,527
|
|
5,902
|
|
PIMCO INTL
|
|
43,437
|
|
3,183
|
|
PIMCO INVESTMENT
|
|
32,497
|
|
114
|
|
PIMCO LONG
|
|
1,189
|
|
21,099
|
|
PIMCO LOW DURATION
|
|
207,301
|
|
1,665
|
|
PIMCO RAE
|
|
11,055
|
|
1,129
|
|
PIMCO REAL ESTATE
|
|
8,420
|
|
18,773
|
|
PIMCO REAL RETURN
|
|
204,998
|
|
1,893
|
|
PIMCO REAL RETURN
|
|
20,667
|
|
785
|
|
PIMCO STOCKPLUS
|
|
7,272
|
|
727
|
|
PIMCO STOCKSPLUS
|
|
7,223
|
|
70,633
|
|
PIMCO TOTAL RETURN
|
|
705,729
|
|
81
|
|
PIN OAK EQUITY FUND
|
|
4,701
|
|
1,004
|
|
POLARIS GLOBAL
|
|
23,414
|
|
687
|
|
PRECIOUS METALS
|
|
24,857
|
|
271
|
|
PRECIOUS METALS
|
|
9,820
|
|
23,548
|
|
PRIMECAP ODYSSEY
|
|
693,165
|
|
2,778
|
|
PRINCIPAL HIGH
|
|
20,337
|
|
731
|
|
PRINCIPAL SMALLCAP
|
|
14,823
|
|
2,870
|
|
PRUDENTIAL JENNISON
|
|
46,464
|
|
363
|
|
PRUDENTIAL QMA
|
|
7,841
|
|
133,519
|
|
PRUDENTIAL SHORT-
|
|
1,474,050
|
|
2,908
|
|
PUTNAM DIVERSIFIED
|
|
20,385
|
|
9
|
|
PUTNAM EQUITY
|
|
314
|
|
2,701
|
|
PUTNAM GLOBAL
|
|
135,642
|
|
1,546
|
|
QS U.S. SMALL
|
|
21,410
|
|
1,258
|
|
RAINIER INVESTMENT
|
|
45,273
|
|
669
|
|
RBC MICROCAP VALUE
|
|
21,081
|
|
2,291
|
|
RICE HALL JAMES
|
|
23,821
|
|
974
|
|
RIDGEWORTH CEREDEX
|
|
13,409
|
|
11,855
|
|
RIDGEWORTH SEIX
|
|
103,610
|
|
10,049
|
|
RISING RATES
|
|
166,103
|
|
1,148
|
|
RISING RATES
|
|
38,703
|
|
357
|
|
RISING U.S.
|
|
10,707
|
|
4,739
|
|
RIVERPARK LONG /
|
|
48,626
|
|
2,632
|
|
RMB MENDON
|
|
55,324
|
|
241
|
|
ROOSEVELT MULTI-CAP
|
|
3,281
|
|
371
|
|
ROYCE INTERNATIONAL
|
|
3,609
|
|
1,963
|
|
ROYCE OPPORTUNITY
|
|
25,219
|
|
506
|
|
ROYCE PENNSYLVANIA
|
|
5,578
|
|
1,289
|
|
ROYCE PREMIER FUND
|
|
19,749
|
|
12,093
|
|
ROYCE SMALLER
|
|
133,147
|
|
2,737
|
|
ROYCE SPECIAL
|
|
60,270
|
|
535
|
|
ROYCE TOTAL RETURN
|
|
7,325
|
|
47
|
|
RYDEX BASIC
|
|
2,484
|
|
1,201
|
|
RYDEX BIOTECHNOLOGY
|
|
85,190
|
|
379
|
|
RYDEX COMMODITIES
|
|
32,558
|
|
194
|
|
RYDEX CONSUMER
|
|
12,109
|
|
39
|
|
RYDEX FINANCIAL
|
|
2,493
|
|
217
|
|
RYDEX INVERSE
|
|
6,883
|
|
948
|
|
RYDEX INVERSE
|
|
16,833
|
|
276
|
|
RYDEX INVERSE HIGH
|
|
17,401
|
|
2,981
|
|
RYDEX INVERSE S&P
|
|
222,269
|
|
1,171
|
|
RYDEX NASDAQ-100
|
|
64,428
|
|
297
|
|
RYDEX PRECIOUS
|
|
8,602
|
|
302
|
|
RYDEX RUSSELL 2000
|
|
36,001
|
|
1,752
|
|
RYDEX S&P SMALLCAP
|
|
50,657
|
|
7,789
|
|
SALIENT EM
|
|
58,031
|
|
7,327
|
|
SALIENT SELECT
|
|
174,493
|
|
116
|
|
SARATOGA HEALTH &
|
|
2,883
|
|
1,971
|
|
SCHNEIDER CAPITAL
|
|
32,673
|
|
313
|
|
SCHWAB DIVIDEND
|
|
4,885
|
|
18,087
|
|
SCHWAB FUNDAMENTAL
|
|
259,694
|
|
1,568
|
|
SCHWAB HEALTH CARE
|
|
33,939
|
|
144
|
|
SCHWAB MARKET TRACK
|
|
2,199
|
|
35,818
|
|
SCHWAB S&P 500
|
|
1,232,863
|
|
919
|
|
SCHWAB S&P 500
|
|
31,618
|
|
2,570
|
|
SCHWAB TOTAL BOND
|
|
24,134
|
|
230
|
|
SCOUT CORE BOND
|
|
2,588
|
|
724
|
|
SCOUT INTERNATIONAL
|
|
15,087
|
|
8,483
|
|
SCOUT MID CAP FUND
|
|
140,911
|
|
946
|
|
SEI GNMA FUND
|
|
9,929
|
|
18,885
|
|
SEXTANT
|
|
275,349
|
|
1,237
|
|
SHELTON NASDAQ 100
|
|
15,378
|
|
959
|
|
SHORT NASDAQ-100
|
|
13,787
|
|
6
|
|
SHORT PRECIOUS
|
|
292
|
|
251
|
|
SHORT REAL ESTATE
|
|
4,180
|
|
452
|
|
SIT U.S. GOVERNMENT
|
|
4,937
|
|
1,106
|
|
SMALL-CAP WORLD
|
|
51,983
|
|
507
|
|
SMALL-CAP WORLD FUND
|
|
23,583
|
|
2,465
|
|
SMEAD VALUE FUND
|
|
96,168
|
|
77
|
|
SMEAD VALUE FUND
|
|
2,997
|
|
10,082
|
|
SOUND MIND
|
|
109,993
|
|
2,371
|
|
SOUND MIND DYNAMIC
|
|
25,034
|
|
3,283
|
|
SOUND SHORE FUND
|
|
144,999
|
|
508
|
|
SSGA DYNAMIC SMALL
|
|
22,879
|
|
1,528
|
|
SYMONS VALUE
|
|
16,704
|
|
157
|
|
T ROWE DIVERSIFIED
|
|
3,842
|
|
75,302
|
|
T ROWE PRICE
|
|
1,638,642
|
|
3,138
|
|
T ROWE PRICE
|
|
83,835
|
|
7,203
|
|
T ROWE PRICE AFRICA
|
|
56,831
|
|
4,838
|
|
T ROWE PRICE BLUE
|
|
343,286
|
|
8,332
|
|
T ROWE PRICE CAP
|
|
216,127
|
|
8,018
|
|
T ROWE PRICE EQUITY
|
|
252,406
|
|
24,006
|
|
T ROWE PRICE GLOBAL
|
|
353,676
|
|
6,808
|
|
T ROWE PRICE GROWTH
|
|
362,512
|
|
465
|
|
T ROWE PRICE GROWTH
|
|
24,781
|
|
5,840
|
|
T ROWE PRICE HEALTH
|
|
345,035
|
|
5
|
|
T ROWE PRICE HEALTH
|
|
323
|
|
419
|
|
T ROWE PRICE HIGH
|
|
2,789
|
|
970
|
|
T ROWE PRICE JAPAN
|
|
11,141
|
|
192
|
|
T ROWE PRICE LATIN
|
|
3,719
|
|
1,023
|
|
T ROWE PRICE MEDIA
|
|
75,970
|
|
165
|
|
T ROWE PRICE MID
|
|
12,095
|
|
4,357
|
|
T ROWE PRICE NEW
|
|
144,915
|
|
2,131
|
|
T ROWE PRICE NEW ERA
|
|
71,743
|
|
5,718
|
|
T ROWE PRICE QM
|
|
163,540
|
|
2,350
|
|
T ROWE PRICE REAL
|
|
67,339
|
|
1,671
|
|
T ROWE PRICE SMALL-
|
|
75,435
|
|
—
|
|
T ROWE PRICE U.S.
|
|
—
|
|
3,207
|
|
T. ROWE PRICE
|
|
32,418
|
|
678
|
|
TANAKA GROWTH FUND
|
|
14,261
|
|
5,529
|
|
TCW EMERGING
|
|
57,722
|
|
592
|
|
TCW TOTAL RETURN
|
|
6,032
|
|
27,706
|
|
TEMPLETON GLOBAL
|
|
332,259
|
|
826
|
|
TEMPLETON GROWTH
|
|
19,293
|
|
1,012
|
|
THE BOND FUND OF
|
|
12,870
|
|
13,206
|
|
THE FAIRHOLME FUND
|
|
286,571
|
|
5,492
|
|
THE GROWTH FUND OF
|
|
229,656
|
|
136
|
|
THE GROWTH FUND OF
|
|
5,704
|
|
479
|
|
THE INVESTMENT
|
|
17,343
|
|
2,566
|
|
THE NEW ECONOMY
|
|
92,231
|
|
17,338
|
|
THE OAKMARK
|
|
362,572
|
|
442
|
|
THE OAKMARK
|
|
10,027
|
|
2,491
|
|
THE OAKMARK EQUITY
|
|
75,770
|
|
1,361
|
|
THE OAKMARK FUND
|
|
98,651
|
|
1,070
|
|
THE OAKMARK FUND
|
|
77,572
|
|
427
|
|
THE OAKMARK GLOBAL
|
|
11,979
|
|
6,527
|
|
THE OAKMARK SELECT
|
|
280,920
|
|
14,100
|
|
THE OSTERWEIS
|
|
158,061
|
|
1,974
|
|
THE TOCQUEVILLE
|
|
30,921
|
|
2,467
|
|
THE WIRELESS FUND
|
|
20,725
|
|
472
|
|
THIRD AVENUE VALUE
|
|
23,779
|
|
19,649
|
|
THOMPSON BOND FUND
|
|
220,265
|
|
2,474
|
|
THORNBURG
|
|
58,542
|
|
280
|
|
TIAA CREF LARGE-CAP
|
|
4,874
|
|
1,338
|
|
TIAA CREF MID-CAP
|
|
30,056
|
|
11,908
|
|
TOCQUEVILLE GOLD
|
|
402,119
|
|
2,182
|
|
TOCQUEVILLE GOLD
|
|
73,702
|
|
2,297
|
|
TOCQUEVILLE INTL
|
|
32,853
|
|
408
|
|
TOREADOR
|
|
6,274
|
|
2,428
|
|
TOUCHSTONE ULTRA
|
|
22,584
|
|
437
|
|
TRIBUTARY SMALL
|
|
12,081
|
|
497
|
|
TURNER SMALL CAP
|
|
6,152
|
|
308
|
|
TURNER SMID CAP
|
|
4,765
|
|
4,872
|
|
TWEEDY BROWNE
|
|
122,007
|
|
1,022
|
|
U S GLOBAL ACCOLADE
|
|
6,073
|
|
428
|
|
ULTRALATIN
|
|
11,137
|
|
349
|
|
ULTRAMID-CAP
|
|
38,039
|
|
38
|
|
ULTRANASDAQ-100
|
|
3,780
|
|
423
|
|
ULTRASHORT
|
|
8,857
|
|
29
|
|
ULTRASHORT DOW 30
|
|
968
|
|
20
|
|
ULTRASHORT LATIN
|
|
256
|
|
991
|
|
ULTRASHORT SMALL-
|
|
12,532
|
|
1,981
|
|
ULTRASMALL-CAP
|
|
95,045
|
|
156
|
|
ULTRASMALL-CAP
|
|
7,464
|
|
908
|
|
US CHINA REGION
|
|
6,643
|
|
4,033
|
|
US GLOBAL INVESTORS
|
|
28,244
|
|
7,482
|
|
US GLOBAL RESOURCES
|
|
39,282
|
|
52
|
|
US GLOBAL RESOURCES
|
|
272
|
|
2,704
|
|
USA MUTUALS VICE
|
|
71,742
|
|
457
|
|
USAA MUTUAL INCOME
|
|
5,888
|
|
1,514
|
|
USAA NASDAQ 100
|
|
20,881
|
|
17,190
|
|
USAA PRECIOUS
|
|
208,346
|
|
997
|
|
VALUE LINE CORE
|
|
14,731
|
|
676
|
|
VAN ECK EMERGING
|
|
8,335
|
|
4,840
|
|
VAN ECK INTERNATL
|
|
41,722
|
|
36,904
|
|
VANGUARD
|
|
526,620
|
|
2,554
|
|
VANGUARD 500 INDEX
|
|
527,509
|
|
1
|
|
VANGUARD 500 INDEX
|
|
248
|
|
6,096
|
|
VANGUARD BALANCED
|
|
189,653
|
|
9,413
|
|
VANGUARD DEVELOPED
|
|
110,509
|
|
15,556
|
|
VANGUARD DIVIDEND
|
|
366,118
|
|
22,613
|
|
VANGUARD EMERGING
|
|
555,636
|
|
52
|
|
VANGUARD EMERGING
|
|
1,189
|
|
836
|
|
VANGUARD ENERGY
|
|
60,138
|
|
25,201
|
|
VANGUARD ENERGY FUND
|
|
1,352,531
|
|
836
|
|
VANGUARD ENERGY FUND
|
|
44,854
|
|
1,671
|
|
VANGUARD EQUITY
|
|
54,499
|
|
325
|
|
VANGUARD EQUITY
|
|
10,618
|
|
116
|
|
VANGUARD EXPLORER
|
|
10,051
|
|
597
|
|
VANGUARD EXTENDED
|
|
43,410
|
|
6,485
|
|
VANGUARD FINANCIALS
|
|
192,658
|
|
1,048
|
|
VANGUARD FTSE
|
|
14,982
|
|
743
|
|
VANGUARD FTSE
|
|
10,624
|
|
3,470
|
|
VANGUARD FTSE ALL
|
|
95,253
|
|
816
|
|
VANGUARD FTSE ALL
|
|
22,389
|
|
6,072
|
|
VANGUARD FTSE ALL-
|
|
217,754
|
|
3,448
|
|
VANGUARD GLOBAL
|
|
53,337
|
|
1,098
|
|
VANGUARD GLOBAL EX-
|
|
31,191
|
|
22,839
|
|
VANGUARD GNMA FUND
|
|
240,728
|
|
188
|
|
VANGUARD GROWTH
|
|
10,778
|
|
896
|
|
VANGUARD GROWTH &
|
|
37,113
|
|
1,361
|
|
VANGUARD HEALTH
|
|
246,451
|
|
1,247
|
|
VANGUARD HEALTH CARE
|
|
97,144
|
|
24,687
|
|
VANGUARD HIGH
|
|
698,083
|
|
1,044
|
|
VANGUARD HIGH
|
|
6,088
|
|
21,116
|
|
VANGUARD HIGH YIELD
|
|
123,107
|
|
7,261
|
|
VANGUARD INDEX
|
|
407,025
|
|
2,888
|
|
VANGUARD INDEX 500
|
|
596,649
|
|
28,326
|
|
VANGUARD INTERM
|
|
318,386
|
|
762
|
|
VANGUARD INT'L
|
|
20,162
|
|
3,514
|
|
VANGUARD LARGE-CAP
|
|
145,160
|
|
7,825
|
|
VANGUARD LIFE
|
|
116,596
|
|
2,114
|
|
VANGUARD LONG-TERM
|
|
25,173
|
|
963
|
|
VANGUARD LONG-TERM
|
|
9,690
|
|
2,206
|
|
VANGUARD MARKET
|
|
27,334
|
|
1,148
|
|
VANGUARD MID CAP
|
|
52,197
|
|
8,664
|
|
VANGUARD MID-CAP
|
|
314,398
|
|
23,099
|
|
VANGUARD PRECIOUS
|
|
217,130
|
|
963
|
|
VANGUARD PRECIOUS
|
|
9,056
|
|
14,342
|
|
VANGUARD REIT INDEX
|
|
708,100
|
|
2,645
|
|
VANGUARD SELECTED
|
|
76,125
|
|
62,846
|
|
VANGUARD SHORT-TERM
|
|
819,305
|
|
33,447
|
|
VANGUARD SMALL-CAP
|
|
1,828,921
|
|
29,665
|
|
VANGUARD STAR FUND
|
|
702,467
|
|
1,765
|
|
VANGUARD STRATEGIC
|
|
57,138
|
|
11,246
|
|
VANGUARD TARGET
|
|
185,794
|
|
2,328
|
|
VANGUARD TELECOM
|
|
118,611
|
|
17,430
|
|
VANGUARD TOTAL
|
|
539,150
|
|
73,124
|
|
VANGUARD TOTAL BOND
|
|
778,767
|
|
194
|
|
VANGUARD U.S. VALUE
|
|
3,554
|
|
1,578
|
|
VANGUARD UTILITIES
|
|
84,641
|
|
6,153
|
|
VANGUARD VALUE
|
|
222,913
|
|
5,691
|
|
VANGUARD WELLESLEY
|
|
241,176
|
|
696
|
|
VANGUARD WINDSOR
|
|
24,469
|
|
232
|
|
VILLERE BALANCED
|
|
4,725
|
|
|
|
Number of
|
|
|
|||
Assets Acquired and Disposed
|
|
Shares
|
|
Fair Value
|
|||
|
|
|
|
|
|||
American Electric Power Company, Inc. Common Stock $6.50 par value (a)
|
|
|
|
|
|||
Acquired
|
|
491,724
|
|
|
$
|
31,587,072
|
|
Disposed
|
|
765,388
|
|
|
48,622,397
|
|
(a)
|
Transactions are recorded on the trade date.
|
Party Involved:
|
JPMorgan Chase Bank, NA
|
Relationship to Plan, employer or other party-in-interest:
|
Trustee and Custodian
|
Transaction:
|
Payment of Fee in Excess of Contract Amount
|
Dates of Payments:
|
Between October 2006 and July 2014
|
Amounts of Payments:
|
Varying amounts aggregating $123,600
|
Party Involved:
|
Porter Wright Morris & Arthur, LLP
|
Relationship to Plan, employer or other party-in-interest:
|
Legal Services Provider
|
Transaction:
|
Payment of Fees
|
Dates of Payment:
|
On or about September 24, 2012
|
Amount of Payment:
|
$1,926
|
Party Involved:
|
Galliard Capital Management, Inc.
|
Relationship to Plan:
|
Investment Manager
|
Transaction:
|
Purchase of bond issued by a 10% or more shareholder of the parent company of the investment manager
|
Purchase price:
|
$737,987.20 on March 8, 2016
|
Selling price:
|
$763,345.77 on September 16, 2016
|
Net gain (or loss) on transaction:
|
$25,358.57
|
Current value of asset:
|
Not applicable; securities were sold on 9/16/2016
|
Exhibit Number
|
|
Description
|
|
|
|
23
|
|
Consent of Independent Registered Public Accounting Firm
|
1 Year American Electric Power Chart |
1 Month American Electric Power Chart |
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