ý | Annual Report Pursuant to Section 15(d) of the Securities Exchange Act of 1934 |
¨ | Transaction Report Pursuant to Section 15(d) of the Securities Exchange Act of 1934 |
A. | Full title of the plan and the address of the plan, if different from that of the issuer named below: |
B. | Name of issuer of the securities held pursuant to the plan and the address of its principal executive office: |
January 31, | |||||||
2018 | 2017 | ||||||
Assets | |||||||
Cash | $ | 170,000 | $ | - | |||
Investments, at fair value | 29,076,968,639 | 23,260,958,229 | |||||
Notes receivable from participants | 1,072,859,045 | 952,901,404 | |||||
Accrued investment income | 5,291,446 | - | |||||
Total assets | 30,155,289,130 | 24,213,859,633 | |||||
Liabilities | |||||||
Due to broker | 5,832,846 | - | |||||
Accrued expenses | 7,088,626 | 7,427,962 | |||||
Total liabilities | 12,921,472 | 7,427,962 | |||||
Net assets available for benefits | $ | 30,142,367,658 | $ | 24,206,431,671 |
Year Ended January 31, 2018 | |||
Additions | |||
Investment income: | |||
Net appreciation in fair value of investments | $ | 5,422,743,071 | |
Interest and dividends | 174,579,152 | ||
Net investment income | 5,597,322,223 | ||
Interest income on notes receivable from participants | 45,541,110 | ||
Contributions: | |||
Company | 1,114,072,765 | ||
Participant | 1,523,245,818 | ||
Rollovers | 55,791,704 | ||
Total contributions | 2,693,110,287 | ||
Other, net | 1,568,469 | ||
Total additions | 8,337,542,089 | ||
Deductions | |||
Benefits paid to participants | 2,355,561,616 | ||
Administrative expenses | 39,617,096 | ||
Fees on notes receivable from participants | 6,427,390 | ||
Total deductions | 2,401,606,102 | ||
Net increase | 5,935,935,987 | ||
Net assets available for benefits: | |||
Beginning of year | 24,206,431,671 | ||
End of year | $ | 30,142,367,658 |
Level 1 | Unadjusted quoted prices for identical, unrestricted assets or liabilities in active markets that a plan has the ability to access. |
Level 2 | Quoted prices for similar assets or liabilities in active markets; quoted prices for identical or similar assets or liabilities in inactive markets; inputs other than quoted prices that are observable for the asset or liability; and inputs that are derived principally from or corroborated by observable market data by correlation or other means for substantially the full term of the assets or liabilities. |
Level 3 | Significant unobservable inputs. |
Fair Value Measurements as of January 31, 2018 | ||||||||||||||
Level 1 | Level 2 | Total | ||||||||||||
Walmart Inc. equity securities | $ | 4,055,842,713 | $ | - | $ | 4,055,842,713 | ||||||||
Common stocks | 2,087,799,317 | - | 2,087,799,317 | |||||||||||
Cash equivalents | 11,273,390 | - | 11,273,390 | |||||||||||
Mutual funds | 1,467,008,488 | - | 1,467,008,488 | |||||||||||
Government securities | - | 410,128,244 | 410,128,244 | |||||||||||
Corporate bonds | - | 198,723,836 | 198,723,836 | |||||||||||
Asset-backed securities | - | 102,708,757 | 102,708,757 | |||||||||||
Mortgage-backed securities | - | 26,398,153 | 26,398,153 | |||||||||||
Total assets in the fair value hierarchy | $ | 7,621,923,908 | $ | 737,958,990 | 8,359,882,898 | |||||||||
Investments measured at NAV* | 20,717,085,741 | |||||||||||||
Total Investments at fair value | $ | 29,076,968,639 |
Fair Value Measurements as of January 31, 2017 | ||||||||||||||||
Level 1 | Level 2 | Total | ||||||||||||||
Walmart Inc. equity securities | $ | 2,747,916,854 | $ | - | $ | 2,747,916,854 | ||||||||||
Common stocks | 1,803,356,761 | - | 1,803,356,761 | |||||||||||||
Cash equivalents | 16,650,104 | - | 16,650,104 | |||||||||||||
Mutual funds | 1,200,139,715 | - | 1,200,139,715 | |||||||||||||
Government securities | - | 344,782,673 | 344,782,673 | |||||||||||||
Corporate bonds | - | 295,637,852 | 295,637,852 | |||||||||||||
Total assets in the fair value hierarchy | $ | 5,768,063,434 | $ | 640,420,525 | 6,408,483,959 | |||||||||||
Investments measured at NAV* | 16,852,474,270 | |||||||||||||||
Total investments at fair value | $ | 23,260,958,229 |
Fair Value as of January 31, | Unfunded commitments | Redemption frequency (if currently eligible) | Redemption notice | ||||||
Investments | 2018 | 2017 | |||||||
Collective investment trusts/collective trust funds | $ | 20,269,367,509 | $ | 16,494,865,365 | N/A | Daily | N/A | ||
103-12 investment Entity | 447,718,232 | 357,608,905 | N/A | Daily | N/A | ||||
Total investments measured at NAV | $ | 20,717,085,741 | $ | 16,852,474,270 |
January 31, | ||||||||||
2018 | 2017 | |||||||||
Net assets available for benefits per the financial statements | $ | 30,142,367,658 | $ | 24,206,431,671 | ||||||
Less: Benefits payable per the Form 5500 | (21,247,561 | ) | (21,238,900 | ) | ||||||
Net assets available for benefits per the Form 5500 | $ | 30,121,120,097 | $ | 24,185,192,771 |
Net increase in net assets available for benefits per the financial statements | $ | 5,935,935,987 | ||
Less: Benefits payable per the Form 5500 at January 31, 2018 | (21,247,561 | ) | ||
Add: Benefits payable per the Form 5500 at January 31, 2017 | 21,238,900 | |||
Net increase per the Form 5500 | $ | 5,935,927,326 |
(a) | (b) Identity of issuers, borrower lessor or similar party | (c) Description of investment including maturity date, rate of interest, collateral, par or maturity value | (d) Cost | (e) Current value | ||||||
Investments | ||||||||||
* | Walmart Inc. Equity Securities | Common Stock | ** | $ | 4,055,842,713 | |||||
Common Stocks | ||||||||||
2U Inc. | Common Stock | ** | 2,237,309 | |||||||
3M Co. | Common Stock | ** | 492,734 | |||||||
A. Schulman Inc. | Common Stock | ** | 3,644,043 | |||||||
A.O. Smith Corp | Common Stock | ** | 2,700,249 | |||||||
Abaxis Inc. | Common Stock | ** | 1,049,959 | |||||||
Abeona Therapeutics Inc. | Common Stock | ** | 680,608 | |||||||
Acadia Healthcare Co Inc. | Common Stock | ** | 3,241,008 | |||||||
ACCO Brands Corp. | Common Stock | ** | 1,917,176 | |||||||
Activision Blizzard Inc. | Common Stock | ** | 524,766 | |||||||
Actuant Corp. | Common Stock | ** | 916,220 | |||||||
Acxiom Corp. | Common Stock | ** | 3,082,894 | |||||||
Adamas Pharmaceuticals Inc. | Common Stock | ** | 1,269,570 | |||||||
Adobe Systems Inc. | Common Stock | ** | 11,703,938 | |||||||
Adtalem Global Education Inc. | Common Stock | ** | 825,378 | |||||||
AECOM | Common Stock | ** | 1,967,624 | |||||||
Aetna Inc. | Common Stock | ** | 366,540 | |||||||
AGCO Corp. | Common Stock | ** | 4,551,604 | |||||||
Agilent Technologies Inc. | Common Stock | ** | 2,089,744 | |||||||
Air Products & Chemicals Inc. | Common Stock | ** | 1,450,844 | |||||||
Akmai Technologies Inc. | Common Stock | ** | 1,697,929 | |||||||
Alaska Air Group Inc. | Common Stock | ** | 2,432,010 | |||||||
Albany International Corp. | Common Stock | ** | 3,433,406 | |||||||
Albemarle Corp. | Common Stock | ** | 4,804,731 | |||||||
Alexandria Real Estate Equities Inc. | Common Stock | ** | 9,670,690 | |||||||
Alexion Pharmaceuticals Inc. | Common Stock | ** | 1,847,074 | |||||||
Algonquin Power & Utilities Corp. | Common Stock | ** | 6,232,576 | |||||||
Align Technology Inc. | Common Stock | ** | 4,388,762 | |||||||
ALLETE Inc. | Common Stock | ** | 4,876,443 | |||||||
Alliant Energy Corp. | Common Stock | ** | 5,218,539 | |||||||
Allison Transmission Holdings Inc. | Common Stock | ** | 1,357,991 | |||||||
Allscripts Healthcare Solutions Inc. | Common Stock | ** | 2,570,484 | |||||||
Allstate Corp. | Common Stock | ** | 2,006,019 | |||||||
Alphabet Inc. | Common Stock, Class A | ** | 20,058,871 | |||||||
Alphabet Inc. | Common Stock, Class C | ** | 4,382,595 | |||||||
Altra Industrial Motion Corp. | Common Stock | ** | 732,238 | |||||||
Altria Group Inc. | Common Stock | ** | 439,273 | |||||||
Amag Pharmaceuticals Inc. | Common Stock | ** | 2,442,887 | |||||||
Amazon.com Inc. | Common Stock | ** | 15,067,493 | |||||||
AMC Entertainment Holdings Inc. | Common Stock | ** | 255,091 | |||||||
Amdocs Ltd. | Common Stock | ** | 2,752,211 |
American Equity Investment Life Holding Co. | Common Stock | ** | 8,006,295 | |||||||
American Financial Group Inc. | Common Stock | ** | 107,673 | |||||||
American Tower Corp. | Common Stock | ** | 2,728,019 | |||||||
American Water Works Co Inc. | Common Stock | ** | 6,612,181 | |||||||
Ameriprise Financial Inc. | Common Stock | ** | 8,385,065 | |||||||
AmerisourceBergen Corp. | Common Stock | ** | 3,424,661 | |||||||
AMN Healthcare Services Inc. | Common Stock | ** | 4,149,291 | |||||||
Andersons Inc. | Common Stock | ** | 996,573 | |||||||
Anthem Inc. | Common Stock | ** | 1,195,628 | |||||||
Apogee Enterprises Inc. | Common Stock | ** | 4,587,727 | |||||||
Apple Inc. | Common Stock | ** | 19,487,178 | |||||||
Applied Materials Inc. | Common Stock | ** | 3,462,889 | |||||||
Aptiv PLC | Common Stock | ** | 267,277 | |||||||
Arch Coal Inc. | Common Stock | ** | 3,134,958 | |||||||
Archer-Daniels Midland Co. | Common Stock | ** | 2,035,830 | |||||||
Arista Networks Inc. | Common Stock | ** | 753,540 | |||||||
Array BioPharma Inc. | Common Stock | ** | 908,644 | |||||||
Arris International PLC | Common Stock | ** | 2,727,340 | |||||||
Arrow Electronics Inc. | Common Stock | ** | 1,187,564 | |||||||
Arthur J. Gallagher & Co. | Common Stock | ** | 6,505,772 | |||||||
ASGN Inc. | Common Stock | ** | 7,839,926 | |||||||
Ashland Global Holdings Inc. | Common Stock | ** | 2,882,767 | |||||||
Aspen Insurance Holdings Ltd. | Common Stock | ** | 24,838 | |||||||
Assurant Inc. | Common Stock | ** | 2,451,664 | |||||||
At Home Group Inc. | Common Stock | ** | 1,091,218 | |||||||
AT&T Inc. | Common Stock | ** | 4,332,366 | |||||||
Athene Holding Ltd | Common Stock | ** | 151,082 | |||||||
Atlas Air Worldwide Holdings Inc. | Common Stock | ** | 5,309,540 | |||||||
Avery Dennison Corp. | Common Stock | ** | 1,781,559 | |||||||
AveXis Inc. | Common Stock | ** | 887,639 | |||||||
Axis Capital Holdings Ltd. | Common Stock | ** | 2,351,009 | |||||||
AxoGen Inc. | Common Stock | ** | 831,804 | |||||||
Baker Hughes, a GE Co. | Common Stock | ** | 364,227 | |||||||
Bank of the Ozarks Inc. | Common Stock | ** | 7,699,593 | |||||||
BankUnited Inc. | Common Stock | ** | 6,535,004 | |||||||
Barnes Group Inc. | Common Stock | ** | 1,109,548 | |||||||
Baxter International Inc. | Common Stock | ** | 462,937 | |||||||
Beacon Roofing Supply Inc. | Common Stock | ** | 2,687,834 | |||||||
Berkshire Hathaway Inc | Common Stock | ** | 4,702,211 | |||||||
Best Buy Inc. | Common Stock | ** | 3,835,650 | |||||||
Big Lots Inc. | Common Stock | ** | 6,461,583 | |||||||
BioTelemetry Inc. | Common Stock | ** | 1,664,130 | |||||||
Black Knight Inc | Common Stock | ** | 1,617,462 | |||||||
Blackhawk Network Holdings Inc | Common Stock | ** | 6,180,064 | |||||||
BlackRock Inc | Common Stock | ** | 1,048,319 | |||||||
Bloomin Brands Inc | Common Stock | ** | 1,669,654 | |||||||
Bluebird Bio Inc. | Common Stock | ** | 1,386,558 | |||||||
Blueprint Medicines Corp | Common Stock | ** | 796,882 | |||||||
BMC Stock Holdings Inc. | Common Stock | ** | 1,509,357 | |||||||
Boeing Co. | Common Stock | ** | 2,607,454 | |||||||
Boingo Wireless Inc. | Common Stock | ** | 2,305,545 | |||||||
Booking Holdings Inc. | Common Stock | ** | 2,084,135 | |||||||
Boot Barn Holdings Inc. | Common Stock | ** | 1,208,308 |
Booz Allen Hamilton Holding Corp | Common Stock | ** | 4,791,518 | |||||||
Boyd Gaming Corp | Common Stock | ** | 1,012,327 | |||||||
Brandywine Realty Trust | Common Stock | ** | 6,504,147 | |||||||
Bristol-Myers Squibb Company | Common Stock | ** | 1,109,272 | |||||||
Broadridge Financial Solutions Inc. | Common Stock | ** | 9,796,317 | |||||||
Bruker Corp | Common Stock | ** | 3,732,106 | |||||||
Brunswick Corp | Common Stock | ** | 3,143,834 | |||||||
Builder FirstSource Inc. | Common Stock | ** | 1,320,971 | |||||||
Bunge Ltd. | Common Stock | ** | 3,603,739 | |||||||
Burlington Stores Inc. | Common Stock | ** | 2,518,180 | |||||||
BWX Technologies Inc. | Common Stock | ** | 951,790 | |||||||
C&J Energy Services Inc. | Common Stock | ** | 1,601,273 | |||||||
Cable One Inc. | Common Stock | ** | 8,002,850 | |||||||
Cabot Oil & Gas Corp | Common Stock | ** | 6,583,337 | |||||||
Cadence Design Systems Inc. | Common Stock | ** | 886,389 | |||||||
Caesarstone Ltd. | Common Stock | ** | 733,711 | |||||||
CAI International Inc. | Common Stock | ** | 686,322 | |||||||
CalAmp Corp | Common Stock | ** | 4,141,992 | |||||||
Callidus Software Inc. | Common Stock | ** | 5,839,610 | |||||||
Camden Property Trust | Common Stock | ** | 2,803,852 | |||||||
Camping World Holdings Inc. | Common Stock | ** | 1,011,887 | |||||||
Canada Goose Holdings Inc. | Common Stock | ** | 1,174,950 | |||||||
Cardinal Health Inc. | Common Stock | ** | 2,742,378 | |||||||
Carlisle Companies Inc. | Common Stock | ** | 1,323,009 | |||||||
Carrizo Oil & Gas Inc. | Common Stock | ** | 1,997,446 | |||||||
Carter Inc. | Common Stock | ** | 1,757,583 | |||||||
Casey's General Stores Inc. | Common Stock | ** | 5,808,557 | |||||||
Catalyst Pharmaceuticals Inc. | Common Stock | ** | 720,219 | |||||||
Caterpillar Inc. | Common Stock | ** | 10,875,332 | |||||||
CBRE Group Inc. | Common Stock | ** | 1,240,438 | |||||||
Celgene Corp | Common Stock | ** | 2,504,519 | |||||||
Centennial Resource Development Inc. | Common Stock | ** | 2,840,256 | |||||||
CenterPoint Energy Inc. | Common Stock | ** | 152,341 | |||||||
Central Garden & Pet Co | Common Stock | ** | 3,289,712 | |||||||
Century Communities Inc. | Common Stock | ** | 887,328 | |||||||
Cerus Corp. | Common Stock | ** | 2,676,283 | |||||||
Charles Schwab Inc. | Common Stock | ** | 9,727,616 | |||||||
Cheesecake Factory Inc. | Common Stock | ** | 6,556,535 | |||||||
Chegg Inc. | Common Stock | ** | 3,123,402 | |||||||
Chemical Financial Corp | Common Stock | ** | 8,443,516 | |||||||
Chevron Corp | Common Stock | ** | 2,452,723 | |||||||
Choice Hotels International Inc. | Common Stock | ** | 963,866 | |||||||
Church & Dwight Co Inc. | Common Stock | ** | 7,468,579 | |||||||
Churchill Downs Inc. | Common Stock | ** | 2,208,234 | |||||||
Ciena Corp | Common Stock | ** | 1,855,153 | |||||||
Cimarex Energy Co | Common Stock | ** | 3,216,774 | |||||||
Circor International Inc. | Common Stock | ** | 1,375,551 | |||||||
Cirrus Logic Inc. | Common Stock | ** | 1,006,271 | |||||||
Cisco Systems Inc. | Common Stock | ** | 1,304,190 | |||||||
Citigroup Inc. | Common Stock | ** | 5,136,516 | |||||||
Citizens Financial Group Inc. | Common Stock | ** | 3,309,390 | |||||||
Citrix Systems Inc. | Common Stock | ** | 3,320,808 | |||||||
CME Group Inc. | Common Stock | ** | 11,504,861 |
CMS Energy Corp | Common Stock | ** | 1,400,496 | |||||||
CNO Financial Group Inc. | Common Stock | ** | 5,329,268 | |||||||
Coca-Cola Co | Common Stock | ** | 1,032,084 | |||||||
Cognex Corp | Common Stock | ** | 2,627,898 | |||||||
Coherent Inc. | Common Stock | ** | 2,383,951 | |||||||
Collegium Pharmaceutical Inc. | Common Stock | ** | 915,146 | |||||||
Columbia Property Trust Inc. | Common Stock | ** | 1,280,368 | |||||||
Columbia Sportswear Co. | Common Stock | ** | 2,949,465 | |||||||
Columbus McKinnon Corp | Common Stock | ** | 925,388 | |||||||
Comcast Corp | Common Stock | ** | 6,426,326 | |||||||
Comerica Inc. | Common Stock | ** | 4,351,554 | |||||||
Comfort Systems USA Inc. | Common Stock | ** | 3,149,333 | |||||||
Commerce Bancshares Inc. | Common Stock | ** | 3,012,446 | |||||||
CommVault Systems Inc. | Common Stock | ** | 528,165 | |||||||
Conagra Brands Inc. | Common Stock | ** | 1,801,770 | |||||||
Concho Resources Inc. | Common Stock | ** | 3,037,018 | |||||||
Conduent Inc. | Common Stock | ** | 1,347,342 | |||||||
Conn's Inc. | Common Stock | ** | 4,030,299 | |||||||
Constellation Brands Inc. | Common Stock | ** | 7,801,720 | |||||||
Cooper Companies Inc. | Common Stock | ** | 4,466,696 | |||||||
Cooper-Standard Holdings Inc. | Common Stock | ** | 847,212 | |||||||
Core-Mark Holding Co Inc. | Common Stock | ** | 438,442 | |||||||
Cornerstone OnDemand Inc. | Common Stock | ** | 4,310,301 | |||||||
CoStar Group Inc. | Common Stock | ** | 2,196,760 | |||||||
Cowen Inc. | Common Stock | ** | 778,295 | |||||||
Crane Co. | Common Stock | ** | 1,791,125 | |||||||
Crown Castle International Corp | Common Stock | ** | 6,456,534 | |||||||
Crown Holdings Inc. | Common Stock | ** | 149,885 | |||||||
Cubic Corp. | Common Stock | ** | 817,112 | |||||||
Cummins Inc. | Common Stock | ** | 2,160,308 | |||||||
Curtis-Wright Corp | Common Stock | ** | 6,794,059 | |||||||
Cutera Inc. | Common Stock | ** | 981,584 | |||||||
CVS Health Corp. | Common Stock | ** | 2,472,282 | |||||||
CymaBay Therapeutics Inc. | Common Stock | ** | 1,205,720 | |||||||
Cypress Semiconductor Corp. | Common Stock | ** | 1,362,953 | |||||||
Dana Inc. | Common Stock | ** | 956,776 | |||||||
Danaher Corp | Common Stock | ** | 4,648,752 | |||||||
Dave & Buster's Entertainment Inc. | Common Stock | ** | 902,823 | |||||||
Deckers Outdoor Corp | Common Stock | ** | 3,041,505 | |||||||
Dell Technologies Inc. | Common Stock | ** | 2,936,975 | |||||||
Delphi Technologies PLC | Common Stock | ** | 51,861 | |||||||
Deluxe Corp. | Common Stock | ** | 4,262,875 | |||||||
Devon Energy Corp. | Common Stock | ** | 3,048,969 | |||||||
Diamondback Energy Inc. | Common Stock | ** | 6,368,498 | |||||||
Dick's Sporting Goods Inc. | Common Stock | ** | 2,102,723 | |||||||
Discover Financial Services | Common Stock | ** | 10,543,575 | |||||||
Domino's Pizza Inc. | Common Stock | ** | 11,802,712 | |||||||
Donaldson Co Inc. | Common Stock | ** | 737,255 | |||||||
Duke Energy Corp | Common Stock | ** | 625,096 | |||||||
Duke Realty Corp | Common Stock | ** | 220,339 | |||||||
Dun & Bradstreet Corp | Common Stock | ** | 2,945,269 | |||||||
DXC Technology Co. | Common Stock | ** | 89,894 | |||||||
Dycom Industries Inc. | Common Stock | ** | 3,912,353 |
E*Trade Financial Corp | Common Stock | ** | 3,670,555 | |||||||
Eagle Materials Inc. | Common Stock | ** | 6,863,063 | |||||||
East West Bancorp Inc. | Common Stock | ** | 502,893 | |||||||
Ebix Inc. | Common Stock | ** | 968,698 | |||||||
Edgewell Personal Care Co. | Common Stock | ** | 2,441,726 | |||||||
Edwards Lifesciences Corp | Common Stock | ** | 632,900 | |||||||
Eldorado Resorts Inc. | Common Stock | ** | 2,211,062 | |||||||
Electro Scientific Industries Inc. | Common Stock | ** | 969,377 | |||||||
Electronic Arts Inc. | Common Stock | ** | 8,934,048 | |||||||
Electronics for Imaging Inc. | Common Stock | ** | 2,082,736 | |||||||
EMCOR Group Inc. | Common Stock | ** | 2,535,936 | |||||||
Encompass Health Corp | Common Stock | ** | 9,023,125 | |||||||
Endo International PLC. | Common Stock | ** | 233,558 | |||||||
Energizer Holdings Inc. | Common Stock | ** | 7,522,723 | |||||||
EnPro Industries Inc. | Common Stock | ** | 966,746 | |||||||
Entegris Inc. | Common Stock | ** | 1,015,593 | |||||||
Entergy Corp | Common Stock | ** | 584,824 | |||||||
Envestnet Inc. | Common Stock | ** | 1,000,664 | |||||||
Equinix Inc. | Common Stock | ** | 6,873,369 | |||||||
Equity Commonwealth | Common Stock | ** | 347,494 | |||||||
Equity Lifestyle Properties Inc. | Common Stock | ** | 280,454 | |||||||
Esperion Therapeutics Inc. | Common Stock | ** | 1,127,603 | |||||||
Essent Group Ltd. | Common Stock | ** | 952,776 | |||||||
Essex Property Trust Inc. | Common Stock | ** | 3,538,966 | |||||||
Etsy Inc. | Common Stock | ** | 303,912 | |||||||
Everbridge Inc. | Common Stock | ** | 1,150,491 | |||||||
Everest Re Group Ltd. | Common Stock | ** | 5,778,091 | |||||||
Evolent Health Inc. | Common Stock | ** | 2,554,046 | |||||||
Exact Sciences Corp | Common Stock | ** | 4,667,123 | |||||||
Expedia Group Inc. | Common Stock | ** | 8,335,883 | |||||||
Extended Stay America Inc. | Common Stock | ** | 1,256,506 | |||||||
Extreme Networks Inc. | Common Stock | ** | 849,195 | |||||||
Exxon Mobil Corp | Common Stock | ** | 4,612,757 | |||||||
F N B Corp | Common Stock | ** | 7,239,647 | |||||||
F5 Networks Inc. | Common Stock | ** | 3,004,842 | |||||||
Facebook Inc. | Common Stock | ** | 17,043,807 | |||||||
FactSet Research Systems Inc. | Common Stock | ** | 7,197,345 | |||||||
Fair Isaac Corp | Common Stock | ** | 1,370,575 | |||||||
Federated Investors Inc. | Common Stock | ** | 1,357,757 | |||||||
Ferrari NV | Common Stock | ** | 5,975,239 | |||||||
Ferro Corp | Common Stock | ** | 970,459 | |||||||
Fidelity National Financial Inc. | Common Stock | ** | 479,259 | |||||||
Finisar Corp | Common Stock | ** | 3,354,569 | |||||||
FireEye Inc. | Common Stock | ** | 6,252,319 | |||||||
First Commonwealth Financial Corp | Common Stock | ** | 5,032,377 | |||||||
First Hawaiian Inc. | Common Stock | ** | 130,455 | |||||||
FirstEnergy Corp | Common Stock | ** | 380,982 | |||||||
Five Below Inc. | Common Stock | ** | 905,838 | |||||||
Five9 Inc. | Common Stock | ** | 3,370,480 | |||||||
Fleetcor Technologies Inc. | Common Stock | ** | 2,452,250 | |||||||
FLIR Systems Inc. | Common Stock | ** | 4,212,176 | |||||||
Fluor Corp | Common Stock | ** | 3,884,800 | |||||||
FMC Corp | Common Stock | ** | 602,778 |
Ford Motor Co. | Common Stock | ** | 155,807 | |||||||
Fortinet Inc. | Common Stock | ** | 3,153,740 | |||||||
Fortress Transportation and Infrastructure Investors LLC | Common Stock | ** | 2,876,177 | |||||||
Fortune Brands Home & Security Inc. | Common Stock | ** | 6,270,070 | |||||||
Gap Inc. | Common Stock | ** | 345,031 | |||||||
Garmin Ltd. | Common Stock | ** | 1,010,565 | |||||||
Gartner Inc. | Common Stock | ** | 1,737,441 | |||||||
Genpact Ltd. | Common Stock | ** | 2,886,597 | |||||||
Gentherm Inc. | Common Stock | ** | 3,496,960 | |||||||
Gibraltar Industries Inc. | Common Stock | ** | 3,212,860 | |||||||
G-III Apparel Group Ltd. | Common Stock | ** | 913,768 | |||||||
Global Blood Therapeutics Inc. | Common Stock | ** | 987,948 | |||||||
Globus Medical Inc. | Common Stock | ** | 1,008,736 | |||||||
GlycoMimetics Inc. | Common Stock | ** | 1,083,073 | |||||||
GoDaddy Inc. | Common Stock | ** | 2,166,397 | |||||||
Gogo Inc. | Common Stock | ** | 1,516,439 | |||||||
Graco Inc. | Common Stock | ** | 294,278 | |||||||
Graham Holdings Co. | Common Stock | ** | 90,356 | |||||||
Grand Canyon Education Inc. | Common Stock | ** | 848,999 | |||||||
Granite Construction Inc. | Common Stock | ** | 1,798,296 | |||||||
Great Western Bancorp Inc. | Common Stock | ** | 8,569,221 | |||||||
Green Dot Corp | Common Stock | ** | 3,568,150 | |||||||
GrubHub Inc. | Common Stock | ** | 1,056,801 | |||||||
GTT Communications Inc. | Common Stock | ** | 1,190,808 | |||||||
Guidewire Software Inc. | Common Stock | ** | 1,024,984 | |||||||
Gulfport Energy Corp | Common Stock | ** | 3,664,912 | |||||||
H&E Equipment Services Inc. | Common Stock | ** | 920,153 | |||||||
Haemonetics Corp | Common Stock | ** | 937,554 | |||||||
Halliburton Co. | Common Stock | ** | 6,747,190 | |||||||
Hanesbrands Inc. | Common Stock | ** | 9,964,159 | |||||||
Harris Corp | Common Stock | ** | 8,724,142 | |||||||
HCP Inc. | Common Stock | ** | 3,390,271 | |||||||
Healthcare Services Group Inc. | Common Stock | ** | 848,448 | |||||||
Helen of Troy Ltd. | Common Stock | ** | 3,870,848 | |||||||
Heritage Financial Corp | Common Stock | ** | 848,201 | |||||||
Heron Therapeutics Inc. | Common Stock | ** | 895,812 | |||||||
Hilton Grand Vacations Inc. | Common Stock | ** | 697,620 | |||||||
Hilton Worldwide Holdings Inc. | Common Stock | ** | 3,426,000 | |||||||
HollyFrontier Corp | Common Stock | ** | 3,697,716 | |||||||
Home BancShares Inc. | Common Stock | ** | 8,916,666 | |||||||
Honeywell International Inc. | Common Stock | ** | 1,670,308 | |||||||
Hormel Foods Corp | Common Stock | ** | 5,086,642 | |||||||
Hortonworks Inc. | Common Stock | ** | 874,708 | |||||||
Hospitality Properties Trust | Common Stock | ** | 257,508 | |||||||
Host Hotels & Resorts Inc. | Common Stock | ** | 1,480,333 | |||||||
Hostess Brands Inc. | Common Stock | ** | 3,814,872 | |||||||
Hubbell Inc. | Common Stock | ** | 4,995,483 | |||||||
Hudson Pacific Properties Inc. | Common Stock | ** | 4,407,864 | |||||||
Humana Inc. | Common Stock | ** | 1,806,248 | |||||||
Huntington Ingalls Industries Inc. | Common Stock | ** | 2,795,608 | |||||||
Huntsman Corp | Common Stock | ** | 945,628 | |||||||
Ichor Holdings Ltd. | Common Stock | ** | 815,301 |
ICU Medical Inc. | Common Stock | ** | 813,001 | |||||||
Idacorp Inc. | Common Stock | ** | 5,759,190 | |||||||
IDEXX Laboratories Inc. | Common Stock | ** | 2,942,139 | |||||||
Imperva Inc. | Common Stock | ** | 1,094,888 | |||||||
Infinera Corp | Common Stock | ** | 1,090,971 | |||||||
Ingevity Corp | Common Stock | ** | 853,986 | |||||||
Ingredion Inc. | Common Stock | ** | 1,611,928 | |||||||
Inogen Inc. | Common Stock | ** | 840,087 | |||||||
Inphi Corp. | Common Stock | ** | 2,100,578 | |||||||
Insmed Inc. | Common Stock | ** | 813,317 | |||||||
Insperity Inc. | Common Stock | ** | 787,063 | |||||||
Installed Building Products Inc. | Common Stock | ** | 860,810 | |||||||
Insteel Industries Inc. | Common Stock | ** | 2,403,638 | |||||||
Instructure Inc. | Common Stock | ** | 984,773 | |||||||
Insulet Corp | Common Stock | ** | 974,763 | |||||||
Integra Lifesciences Holdings Corp | Common Stock | ** | 3,637,279 | |||||||
Integrated Device Technology Inc. | Common Stock | ** | 4,356,191 | |||||||
Intel Corp | Common Stock | ** | 1,657,797 | |||||||
Intercontinental Exchange Inc. | Common Stock | ** | 687,598 | |||||||
Interface Inc. | Common Stock | ** | 1,359,650 | |||||||
International Business Machines Corp | Common Stock | ** | 404,339 | |||||||
International Flavors & Fragrances Inc. | Common Stock | ** | 6,619,513 | |||||||
International Game Technology PLC | Common Stock | ** | 2,578,509 | |||||||
Intersect ENT Inc. | Common Stock | ** | 980,400 | |||||||
InterXion Holding NV | Common Stock | ** | 4,848,191 | |||||||
Intuit Inc. | Common Stock | ** | 10,084,074 | |||||||
Intuitive Surgical Inc. | Common Stock | ** | 5,335,441 | |||||||
Iovance Biotherapeutics Inc. | Common Stock | ** | 1,049,609 | |||||||
iRhythm Technologies Inc. | Common Stock | ** | 905,124 | |||||||
Itron Inc. | Common Stock | ** | 624,396 | |||||||
J&J Snack Foods Corp | Common Stock | ** | 2,663,032 | |||||||
j2 Global Inc. | Common Stock | ** | 2,168,369 | |||||||
Jabil Inc. | Common Stock | ** | 2,649,806 | |||||||
Jack Henry & Associates Inc. | Common Stock | ** | 9,576,880 | |||||||
Jack In The Box Inc. | Common Stock | ** | 3,242,702 | |||||||
Jacobs Engineering Group Inc. | Common Stock | ** | 3,432,019 | |||||||
JB Hunt Transport Services Inc. | Common Stock | ** | 7,672,705 | |||||||
JBG SMITH Properties | Common Stock | ** | 296,190 | |||||||
JetBlue Airways Corp | Common Stock | ** | 3,040,136 | |||||||
John Bean Technologies Corp | Common Stock | ** | 836,631 | |||||||
John Wiley & Sons Inc. | Common Stock | ** | 444,751 | |||||||
Johnson & Johnson | Common Stock | ** | 3,697,273 | |||||||
Jones Lang LaSalle Inc. | Common Stock | ** | 231,398 | |||||||
JP Morgan Chase & Co. | Common Stock | ** | 195,829 | |||||||
Juniper Networks Inc. | Common Stock | ** | 2,816,355 | |||||||
Juno Therapeutics Inc. | Common Stock | ** | 159,263 | |||||||
Kadant Inc. | Common Stock | ** | 864,656 | |||||||
KapStone Paper And Packaging Corp | Common Stock | ** | 1,436,936 | |||||||
Kellogg Co. | Common Stock | ** | 930,723 | |||||||
Kemper Corp | Common Stock | ** | 1,990,895 | |||||||
Kimberly-Clark Corp | Common Stock | ** | 1,999,413 | |||||||
KLX Inc. | Common Stock | ** | 1,133,810 | |||||||
KMG Chemicals Inc. | Common Stock | ** | 931,723 |
Knight-Swift Transportation Holdings Inc. | Common Stock | ** | 3,274,290 | |||||||
Korn/Ferry International | Common Stock | ** | 3,109,932 | |||||||
Kosmos Energy Ltd. | Common Stock | ** | 1,625,184 | |||||||
Kraton Corp | Common Stock | ** | 1,008,115 | |||||||
L.B. Foster Co. | Common Stock | ** | 1,408,325 | |||||||
Lam Research Corp | Common Stock | ** | 8,192,076 | |||||||
Landstar System Inc. | Common Stock | ** | 3,494,077 | |||||||
Lannett Co Inc. | Common Stock | ** | 5,540,756 | |||||||
Lantheus Holdings Inc. | Common Stock | ** | 1,158,717 | |||||||
Lear Corp | Common Stock | ** | 73,393 | |||||||
LendingTree Inc. | Common Stock | ** | 2,338,055 | |||||||
Liberty Interactive Corp | Common Stock | ** | 108,608 | |||||||
Liberty Property Trust | Common Stock | ** | 798,716 | |||||||
Ligand Pharmaceuticals Inc. | Common Stock | ** | 6,901,076 | |||||||
Lincoln Electric Holdings Inc. | Common Stock | ** | 907,401 | |||||||
Littelfuse Inc. | Common Stock | ** | 6,145,071 | |||||||
Live Nation Entertainment Inc. | Common Stock | ** | 1,612,652 | |||||||
LKQ Corp | Common Stock | ** | 1,804,768 | |||||||
Lockheed Martin Corp | Common Stock | ** | 11,248,035 | |||||||
Loews Corp | Common Stock | ** | 814,882 | |||||||
LogMeIn Inc. | Common Stock | ** | 4,645,542 | |||||||
Lowe's Companies Inc. | Common Stock | ** | 1,648,345 | |||||||
LPL Financial Holdings Inc. | Common Stock | ** | 4,589,882 | |||||||
LSB Industries Inc. | Common Stock | ** | 1,386,417 | |||||||
LSC Communications Inc. | Common Stock | ** | 2,955 | |||||||
Lululemon Athletica Inc. | Common Stock | ** | 2,205,522 | |||||||
Luminex Corp | Common Stock | ** | 1,381,945 | |||||||
M&T Bank Corp | Common Stock | ** | 4,163,583 | |||||||
Madrigal Pharmaceuticals Inc. | Common Stock | ** | 1,247,173 | |||||||
Magellan Health Inc. | Common Stock | ** | 951,280 | |||||||
ManpowerGroup Inc. | Common Stock | ** | 4,600,358 | |||||||
Marathon Oil Corp | Common Stock | ** | 359,744 | |||||||
Marathon Petroleum Corp | Common Stock | ** | 4,869,058 | |||||||
Marcus & Millichap Inc. | Common Stock | ** | 937,316 | |||||||
MarketAxess Holdings Inc. | Common Stock | ** | 6,974,873 | |||||||
Marvell Technology Group Ltd. | Common Stock | ** | 4,286,841 | |||||||
MasTec Inc. | Common Stock | ** | 2,976,302 | |||||||
Mastercard Inc. | Common Stock | ** | 17,065,113 | |||||||
Matador Resources Co. | Common Stock | ** | 1,153,666 | |||||||
Maxar Technologies Ltd. | Common Stock | ** | 1,250,272 | |||||||
Maximus Inc. | Common Stock | ** | 4,246,523 | |||||||
MaxLinear Inc. | Common Stock | ** | 4,725,631 | |||||||
McDonald's Corp | Common Stock | ** | 480,048 | |||||||
Medical Properties Trust Inc. | Common Stock | ** | 2,567,447 | |||||||
Medifast Inc. | Common Stock | ** | 858,531 | |||||||
Medtronic PLC | Common Stock | ** | 161,130 | |||||||
Mellanox Technologies Ltd. | Common Stock | ** | 997,762 | |||||||
Merck & Co Inc. | Common Stock | ** | 520,511 | |||||||
Merit Medical Systems Inc. | Common Stock | ** | 962,630 | |||||||
Methode Electronics Inc. | Common Stock | ** | 3,403,499 | |||||||
Microchip Technology Inc. | Common Stock | ** | 6,144,547 | |||||||
Microsoft Corp | Common Stock | ** | 24,507,925 | |||||||
MINDBODY Inc. | Common Stock | ** | 930,421 |
MKS Instruments Inc. | Common Stock | ** | 3,946,223 | |||||||
Modine Manufacturing Co. | Common Stock | ** | 907,965 | |||||||
Molina Healthcare Inc. | Common Stock | ** | 4,395,330 | |||||||
Monolithic Power Systems Inc. | Common Stock | ** | 720,438 | |||||||
Monster Beverage Corp | Common Stock | ** | 4,202,968 | |||||||
Motorola Solutions Inc. | Common Stock | ** | 8,914,500 | |||||||
MSCI Inc. | Common Stock | ** | 9,385,216 | |||||||
National General Holdings Corp | Common Stock | ** | 2,599,257 | |||||||
National Oilwell Varco Inc. | Common Stock | ** | 2,626,288 | |||||||
National Vision Holdings Inc. | Common Stock | ** | 663,906 | |||||||
Navistar International Corp | Common Stock | ** | 1,074,805 | |||||||
NCR Corp | Common Stock | ** | 2,551,618 | |||||||
Nektar Therapeutics Inc. | Common Stock | ** | 1,845,858 | |||||||
NeoGenomics Inc. | Common Stock | ** | 2,824,949 | |||||||
Netgear Inc. | Common Stock | ** | 1,098,472 | |||||||
Neurocrine Biosciences Inc. | Common Stock | ** | 1,224,529 | |||||||
Nevro Corp | Common Stock | ** | 1,360,166 | |||||||
New Relic Inc. | Common Stock | ** | 800,561 | |||||||
NewMarket Corp | Common Stock | ** | 8,006,667 | |||||||
Nielsen Holdings PLC | Common Stock | ** | 5,237,026 | |||||||
NiSource Inc. | Common Stock | ** | 3,900,477 | |||||||
Nomad Foods Ltd. | Common Stock | ** | 3,517,312 | |||||||
Nordson Corp | Common Stock | ** | 10,217,917 | |||||||
* | Northern Trust Corp | Common Stock | ** | 3,435,714 | ||||||
Northrop Grumman Corp | Common Stock | ** | 5,179,461 | |||||||
Novanta Inc. | Common Stock | ** | 982,737 | |||||||
NovoCure Ltd. | Common Stock | ** | 988,900 | |||||||
Nu Skin Enterprises Inc. | Common Stock | ** | 1,722,723 | |||||||
NuVasive Inc. | Common Stock | ** | 1,120,736 | |||||||
NVR Inc. | Common Stock | ** | 4,392,231 | |||||||
OFG Bancorp | Common Stock | ** | 6,773,641 | |||||||
Ollie's Bargain Outlet Holdings Inc. | Common Stock | ** | 762,590 | |||||||
Omnicell Inc. | Common Stock | ** | 811,679 | |||||||
ONEOK Inc. | Common Stock | ** | 5,980,823 | |||||||
Oracle Corp | Common Stock | ** | 503,467 | |||||||
OSI Systems Inc. | Common Stock | ** | 4,737,672 | |||||||
Outfront Media Inc. | Common Stock | ** | 228,032 | |||||||
Owens-Corning Inc. | Common Stock | ** | 5,395,607 | |||||||
Owens-Illinois Inc. | Common Stock | ** | 3,861,834 | |||||||
Pacira Pharmaceuticals Inc. | Common Stock | ** | 2,450,448 | |||||||
Palo Alto Networks Inc. | Common Stock | ** | 3,496,821 | |||||||
Paratek Pharmaceuticals Inc. | Common Stock | ** | 402,600 | |||||||
Park Hotels & Resorts Inc. | Common Stock | ** | 174,500 | |||||||
Parker Hannifin Corp | Common Stock | ** | 1,961,831 | |||||||
Parsley Energy Inc. | Common Stock | ** | 1,071,228 | |||||||
Party City Holdco Inc. | Common Stock | ** | 823,673 | |||||||
Paychex Inc. | Common Stock | ** | 5,057,120 | |||||||
Paycom Software Inc. | Common Stock | ** | 1,010,698 | |||||||
PayPal Holdings Inc. | Common Stock | ** | 15,466,810 | |||||||
PBF Energy Inc. | Common Stock | ** | 3,918,008 | |||||||
PDF Solutions Inc. | Common Stock | ** | 1,325,960 | |||||||
Peabody Energy Corp | Common Stock | ** | 1,479,410 | |||||||
Pentair PLC | Common Stock | ** | 4,055,480 |
PepsiCo Inc. | Common Stock | ** | 3,979,043 | |||||||
Perficient Inc. | Common Stock | ** | 2,048,048 | |||||||
PerkinElmer Inc. | Common Stock | ** | 7,739,127 | |||||||
Pfizer Inc. | Common Stock | ** | 605,234 | |||||||
Philip Morris International Inc. | Common Stock | ** | 5,800,070 | |||||||
Physicians Realty Trust | Common Stock | ** | 3,420,555 | |||||||
Pilgrims Pride Corp | Common Stock | ** | 835,877 | |||||||
Pinnacle West Capital Corp | Common Stock | ** | 2,618,762 | |||||||
Planet Fitness Inc. | Common Stock | ** | 2,570,486 | |||||||
PNC Financial Services Group Inc. | Common Stock | ** | 2,329,847 | |||||||
PolyOne Corp | Common Stock | ** | 3,281,317 | |||||||
Popular Inc. | Common Stock | ** | 3,221,004 | |||||||
Power Solutions International Inc. | Common Stock | ** | 516,229 | |||||||
PRA Health Sciences Inc. | Common Stock | ** | 695,425 | |||||||
Preferred Bank | Common Stock | ** | 931,964 | |||||||
Premier Inc. | Common Stock | ** | 2,632,863 | |||||||
Prestige Brands Holdings Inc. | Common Stock | ** | 3,298,588 | |||||||
Principal Financial Group Inc. | Common Stock | ** | 819,109 | |||||||
ProAssurance Corp | Common Stock | ** | 1,283,153 | |||||||
Procter & Gamble Co. | Common Stock | ** | 4,507,034 | |||||||
Progress Software Corp | Common Stock | ** | 1,139,811 | |||||||
Progressive Corp | Common Stock | ** | 4,160,290 | |||||||
Prologis Inc. | Common Stock | ** | 1,642,204 | |||||||
Proofpoint Inc. | Common Stock | ** | 5,036,829 | |||||||
ProPetro Holding Corp | Common Stock | ** | 955,277 | |||||||
Prosperity Bancshares Inc. | Common Stock | ** | 6,533,657 | |||||||
Pure Storage Inc. | Common Stock | ** | 1,391,734 | |||||||
PVH Corp | Common Stock | ** | 5,194,405 | |||||||
Qualcomm Inc. | Common Stock | ** | 496,178 | |||||||
Qualys Inc. | Common Stock | ** | 984,563 | |||||||
Quanta Services Inc. | Common Stock | ** | 2,802,072 | |||||||
Quest Diagnostics Inc. | Common Stock | ** | 9,540,943 | |||||||
Quidel Corp | Common Stock | ** | 784,257 | |||||||
Quotient Technology Inc. | Common Stock | ** | 2,431,237 | |||||||
Ralph Lauren Corp | Common Stock | ** | 994,497 | |||||||
Range Resources Corp | Common Stock | ** | 968,359 | |||||||
Rapid7 Inc. | Common Stock | ** | 1,074,664 | |||||||
Raymond James Financial Inc. | Common Stock | ** | 2,332,734 | |||||||
RBC Bearings Inc. | Common Stock | ** | 692,496 | |||||||
RealPage Inc. | Common Stock | ** | 791,871 | |||||||
Red Hat Inc. | Common Stock | ** | 966,957 | |||||||
Red Robin Gourmet Burgers Inc. | Common Stock | ** | 2,526,252 | |||||||
Reinsurance Group of America Inc. | Common Stock | ** | 2,991,232 | |||||||
Renasant Corp | Common Stock | ** | 3,986,129 | |||||||
ResMed Inc. | Common Stock | ** | 8,001,214 | |||||||
Retail Properties of America Inc. | Common Stock | ** | 2,512,606 | |||||||
REV Group Inc. | Common Stock | ** | 1,373,172 | |||||||
Revance Therapeutics Inc. | Common Stock | ** | 818,579 | |||||||
RingCentral Inc. | Common Stock | ** | 2,153,484 | |||||||
Rockwell Automation Inc. | Common Stock | ** | 12,789,522 | |||||||
Rogers Corp | Common Stock | ** | 902,006 | |||||||
Roku Inc. | Common Stock | ** | 712,880 | |||||||
Ross Stores Inc. | Common Stock | ** | 11,035,152 |
Royal Caribbean Cruises Ltd. | Common Stock | ** | 972,378 | |||||||
RPM International Inc. | Common Stock | ** | 2,786,697 | |||||||
RSP Permian Inc. | Common Stock | ** | 6,311,779 | |||||||
Rush Enterprises Inc. | Common Stock | ** | 744,485 | |||||||
Ryder Systems Inc. | Common Stock | ** | 3,011,238 | |||||||
S&P Global Inc. | Common Stock | ** | 8,107,666 | |||||||
Sage Therapeutics Inc. | Common Stock | ** | 1,412,680 | |||||||
Saia Inc. | Common Stock | ** | 2,739,820 | |||||||
Salesforce.com Inc. | Common Stock | ** | 10,734,878 | |||||||
Sangamo Therapeutics Inc. | Common Stock | ** | 1,018,356 | |||||||
Santander Consumer USA Holdings Inc. | Common Stock | ** | 1,383,450 | |||||||
Sarepta Therapeutics Inc. | Common Stock | ** | 5,341,838 | |||||||
Scientific Games Corp | Common Stock | ** | 927,962 | |||||||
Senior Housing Properties Trust | Common Stock | ** | 215,083 | |||||||
Sensient Technologies Corp | Common Stock | ** | 2,470,203 | |||||||
Service Corp International | Common Stock | ** | 8,411,966 | |||||||
ServiceNow Inc. | Common Stock | ** | 1,814,725 | |||||||
Sherwin-Williams Co. | Common Stock | ** | 7,872,950 | |||||||
Signature Bank | Common Stock | ** | 2,844,072 | |||||||
Signet Jewelers Ltd. | Common Stock | ** | 2,601,622 | |||||||
Silgan Holdings Inc. | Common Stock | ** | 1,606,468 | |||||||
Silicom Ltd. | Common Stock | ** | 649,361 | |||||||
Silicon Laboratories Inc. | Common Stock | ** | 1,003,847 | |||||||
Simon Property Group Inc. | Common Stock | ** | 815,870 | |||||||
Simpson Manufacturing Company Inc. | Common Stock | ** | 1,046,982 | |||||||
SiteOne Landscape Supply Inc. | Common Stock | ** | 1,094,267 | |||||||
Skechers USA Inc. | Common Stock | ** | 4,600,799 | |||||||
Skyworks Solutions Inc. | Common Stock | ** | 1,164,673 | |||||||
SL Green Realty Corp | Common Stock | ** | 2,755,253 | |||||||
SM Energy Co. | Common Stock | ** | 1,363,523 | |||||||
Snap-on Inc. | Common Stock | ** | 8,245,322 | |||||||
Solaris Oilfield Infrastructure Inc. | Common Stock | ** | 896,514 | |||||||
South State Corp | Common Stock | ** | 3,262,695 | |||||||
Southern Co. | Common Stock | ** | 1,498,915 | |||||||
Southwestern Energy Co. | Common Stock | ** | 2,355,680 | |||||||
Spartan Motors Inc. | Common Stock | ** | 650,892 | |||||||
Spirit AeroSystems Holdings Inc. | Common Stock | ** | 1,993,973 | |||||||
Spirit Realty Capital Inc. | Common Stock | ** | 1,375,011 | |||||||
Splunk Inc. | Common Stock | ** | 3,417,690 | |||||||
Sprint Corp | Common Stock | ** | 352,313 | |||||||
Stag Industrial Inc. | Common Stock | ** | 5,545,536 | |||||||
Stanley Black & Decker Inc. | Common Stock | ** | 7,088,047 | |||||||
Stepan Co. | Common Stock | ** | 556,625 | |||||||
STERIS PLC | Common Stock | ** | 13,833,296 | |||||||
Summit Materials Inc. | Common Stock | ** | 4,362,197 | |||||||
Sun Hydraulics Corp | Common Stock | ** | 1,057,222 | |||||||
SunTrust Banks Inc. | Common Stock | ** | 4,588,430 | |||||||
Super Micro Computer Inc. | Common Stock | ** | 3,254,617 | |||||||
Supernus Pharmaceuticals Inc. | Common Stock | ** | 3,160,941 | |||||||
Synaptics Inc. | Common Stock | ** | 1,794,493 | |||||||
Synchronoss Technologies Inc. | Common Stock | ** | 1,725,593 | |||||||
Synchrony Financial | Common Stock | ** | 4,368,768 | |||||||
Synopsys Inc. | Common Stock | ** | 4,122,349 |
Synovus Financial Corp | Common Stock | ** | 3,149,375 | |||||||
Systemax Inc. | Common Stock | ** | 717,783 | |||||||
Tableau Software Inc. | Common Stock | ** | 2,426,428 | |||||||
Tabula Rasa HealthCare Inc. | Common Stock | ** | 974,325 | |||||||
Tapestry Inc. | Common Stock | ** | 4,011,618 | |||||||
Tech Data Corp | Common Stock | ** | 2,821,798 | |||||||
Teladoc Inc. | Common Stock | ** | 815,769 | |||||||
Teleflex Inc. | Common Stock | ** | 5,760,257 | |||||||
Telephone and Data Systems Inc. | Common Stock | ** | 1,268,994 | |||||||
Teligen Inc. | Common Stock | ** | 691,392 | |||||||
Tenneco Inc. | Common Stock | ** | 1,291,187 | |||||||
Terex Corp | Common Stock | ** | 3,028,088 | |||||||
Tetra Tech Inc. | Common Stock | ** | 1,187,134 | |||||||
Texas Instruments Inc. | Common Stock | ** | 38,055 | |||||||
Textron Inc. | Common Stock | ** | 4,118,634 | |||||||
The AES Corp. | Common Stock | ** | 363,700 | |||||||
The Bancorp, Inc. | Common Stock | ** | 1,559,973 | |||||||
The Brink's Co. | Common Stock | ** | 4,315,616 | |||||||
The Hanover Insurance Group Inc. | Common Stock | ** | 4,017,957 | |||||||
The Hartford Financial Services Group Inc. | Common Stock | ** | 3,672,500 | |||||||
The Hershey Co. | Common Stock | ** | 497,588 | |||||||
The Home Depot Inc. | Common Stock | ** | 17,580,558 | |||||||
The Howard Hughes Corp | Common Stock | ** | 58,194 | |||||||
The Madison Square Garden Co. | Common Stock | ** | 2,752,176 | |||||||
The Medicines Co. | Common Stock | ** | 1,825,099 | |||||||
The Middleby Corp | Common Stock | ** | 4,448,889 | |||||||
The Toro Co. | Common Stock | ** | 8,251,155 | |||||||
Thor Industries Inc. | Common Stock | ** | 3,020,186 | |||||||
Toll Brothers Inc. | Common Stock | ** | 1,471,975 | |||||||
TopBuild Corp | Common Stock | ** | 1,029,080 | |||||||
Tractor Supply Co. | Common Stock | ** | 7,363,996 | |||||||
Trimble Inc. | Common Stock | ** | 2,079,756 | |||||||
Triton International Ltd. | Common Stock | ** | 898,068 | |||||||
Triumph Group Inc. | Common Stock | ** | 1,058,349 | |||||||
Tupperware Brands Corp | Common Stock | ** | 422,168 | |||||||
Twilio Inc. | Common Stock | ** | 1,373,585 | |||||||
Twitter Inc. | Common Stock | ** | 2,661,010 | |||||||
Umpqua Holdings Corp | Common Stock | ** | 6,263,237 | |||||||
Union Pacific Corp | Common Stock | ** | 6,548,976 | |||||||
United States Cellular Corp | Common Stock | ** | 597,705 | |||||||
United States Steel Corp | Common Stock | ** | 3,250,368 | |||||||
UnitedHealth Group Inc. | Common Stock | ** | 10,086,590 | |||||||
Univar Inc. | Common Stock | ** | 2,614,243 | |||||||
Universal Display Corp | Common Stock | ** | 615,922 | |||||||
Urban Outfitters Inc. | Common Stock | ** | 646,385 | |||||||
US Concrete Inc. | Common Stock | ** | 3,866,810 | |||||||
US Foods Holding Corp | Common Stock | ** | 1,015,308 | |||||||
USA Technologies Inc. | Common Stock | ** | 1,051,848 | |||||||
Vail Resorts Inc. | Common Stock | ** | 2,577,915 | |||||||
Valero Energy Corp | Common Stock | ** | 1,180,430 | |||||||
Valmont Industries Inc. | Common Stock | ** | 651,455 | |||||||
Varian Medical Systems Inc. | Common Stock | ** | 4,029,765 | |||||||
Varonis Systems Inc. | Common Stock | ** | 984,893 |
Vasco Data Security International Inc. | Common Stock | ** | 1,737,763 | |||||||
Veeva Systems Inc. | Common Stock | ** | 1,007,394 | |||||||
Venator Materials PLC | Common Stock | ** | 165,872 | |||||||
VeriFone Systems Inc. | Common Stock | ** | 6,694,338 | |||||||
Verint Systems Inc. | Common Stock | ** | 517,283 | |||||||
Verizon Communications Inc. | Common Stock | ** | 1,207,167 | |||||||
Vertex Pharmaceuticals Inc. | Common Stock | ** | 1,413,389 | |||||||
Viavi Solutions Inc. | Common Stock | ** | 2,521,156 | |||||||
ViewRay Inc. | Common Stock | ** | 887,356 | |||||||
Virtusa Corp | Common Stock | ** | 835,643 | |||||||
Visa Inc. | Common Stock | ** | 16,624,707 | |||||||
Visteon Corp | Common Stock | ** | 4,912,992 | |||||||
Vistra Energy Corp | Common Stock | ** | 778,304 | |||||||
Voya Financial Inc. | Common Stock | ** | 3,942,980 | |||||||
WABCO Holdings Inc. | Common Stock | ** | 4,067,096 | |||||||
WageWorks Inc. | Common Stock | ** | 6,713,480 | |||||||
Walgreens Boots Alliance Inc. | Common Stock | ** | 1,769,062 | |||||||
Walt Disney Co. | Common Stock | ** | 927,933 | |||||||
Waste Connections Inc. | Common Stock | ** | 9,387,592 | |||||||
Waste Management Inc. | Common Stock | ** | 1,518,432 | |||||||
Watts Water Technologies Inc. | Common Stock | ** | 1,102,544 | |||||||
Webster Financial Corp | Common Stock | ** | 1,240,600 | |||||||
Weight Watches International Inc. | Common Stock | ** | 998,809 | |||||||
WellCare Health Plans Inc. | Common Stock | ** | 3,940,207 | |||||||
Wells Fargo & Co. | Common Stock | ** | 607,939 | |||||||
Werner Enterprises Inc. | Common Stock | ** | 1,045,990 | |||||||
WESCO International Inc. | Common Stock | ** | 2,139,910 | |||||||
Westar Energy Inc. | Common Stock | ** | 1,482,642 | |||||||
Western Alliance Bancorp | Common Stock | ** | 7,812,632 | |||||||
Western Digital Corp | Common Stock | ** | 4,160,170 | |||||||
WEX Inc. | Common Stock | ** | 1,639,438 | |||||||
White Mountains Insurance Group Ltd. | Common Stock | ** | 1,563,894 | |||||||
Whiting Petroleum Corp | Common Stock | ** | 3,078,180 | |||||||
WildHorse Resource Development Corp | Common Stock | ** | 835,734 | |||||||
William Lyon Homes | Common Stock | ** | 2,744,322 | |||||||
Wintrust Financial Corp | Common Stock | ** | 10,605,386 | |||||||
WNS Holdings Ltd. | Common Stock | ** | 3,437,336 | |||||||
Woodward Inc. | Common Stock | ** | 3,540,726 | |||||||
World Fuel Services Corp | Common Stock | ** | 1,904,636 | |||||||
World Wrestling Entertainment Inc. | Common Stock | ** | 2,979,333 | |||||||
Worldpay Inc. | Common Stock | ** | 1,461,642 | |||||||
WPX Energy Inc. | Common Stock | ** | 4,885,720 | |||||||
Wright Medical Group Inc. | Common Stock | ** | 1,642,505 | |||||||
Wyndham Worldwide Corp | Common Stock | ** | 8,083,220 | |||||||
Xcel Energy Inc. | Common Stock | ** | 1,624,008 | |||||||
Xilinx Inc. | Common Stock | ** | 7,373,706 | |||||||
XPO Logistics Inc. | Common Stock | ** | 3,961,097 | |||||||
Yelp Inc. | Common Stock | ** | 389,998 | |||||||
YRC Worldwide Inc. | Common Stock | ** | 2,686,074 | |||||||
Yum China Holdings Inc. | Common Stock | ** | 3,761,950 | |||||||
Zayo Group Holdings Inc. | Common Stock | ** | 4,679,360 | |||||||
Zebra Technologies Corp | Common Stock | ** | 4,020,435 | |||||||
Zions Bancorp | Common Stock | ** | 6,996,723 |
Zoetis Inc. | Common Stock | ** | 14,338,765 | |||||||
Zogenix Inc. | Common Stock | ** | 706,753 | |||||||
Zynga Inc. | Common Stock | ** | 2,493,828 | |||||||
Total Other Common Stock | 2,087,799,317 | |||||||||
Cash Equivalents | ||||||||||
* | Merrill Lynch Bank Deposit | Cash Equivalent, .47% | ** | 11,273,390 | ||||||
Mutual Funds | ||||||||||
American Funds | American Europacific Growth R6 | ** | 676,213,737 | |||||||
PIMCO | All Asset Class Institutional | ** | 790,794,751 | |||||||
Total Mutual Funds | 1,467,008,488 | |||||||||
Government Securities | ||||||||||
California State | $1,060,000 par, 7.5%, due April 1, 2034 | ** | 1,550,155 | |||||||
California State | $775,000 par, 7.3%, due October 1, 2039 | ** | 1,149,999 | |||||||
Columbia Rep | $987,000 par, 3.875%, due April 25, 2027 | ** | 995,390 | |||||||
Federal Home Loan Mortgage Corp | $335,038 par, 3.0%, due September 1, 2046 | ** | 328,866 | |||||||
Federal Home Loan Mortgage Corp (FHLMC), Freddie Mac | $1,030,927 par, 4.5%, due August 1, 2043 | ** | 1,098,750 | |||||||
Federal National Mortgage Association (FNMA), Fannie Mae | $19,445,000 par, 3.0%, due February 15, 2044 | ** | 19,058,375 | |||||||
FHLMC, Freddie Mac | $15,175,000 par, 3.5%, due February 1, 2034 | ** | 15,322,015 | |||||||
FHLMC, Freddie Mac | $3,051,212 par, 3.0%, due January 1, 2047 | ** | 2,994,814 | |||||||
FHLMC, Freddie Mac | $3,042,980 par, 3.0%, due February 1, 2047 | ** | 2,986,262 | |||||||
FHLMC, Freddie Mac | $2,585,000 par,4.0%, due February 15, 2044 | ** | 2,671,383 | |||||||
FHLMC, Freddie Mac | $2,380,173 par, 4%, due November 1, 2047 | ** | 2,463,358 | |||||||
FHLMC, Freddie Mac | $2,500,440 par, 3%, due December 1, 2046 | ** | 2,454,375 | |||||||
FHLMC, Freddie Mac | $2,390,000 par, 2.375%, due January 13, 2022 | ** | 2,384,814 | |||||||
FHLMC, Freddie Mac | $1,868,614 par, 4%, due September 1, 2047 | ** | 1,944,248 | |||||||
FHLMC, Freddie Mac | $1,842,112 par, 4%, due November 1, 2047 | ** | 1,908,016 | |||||||
FHLMC, Freddie Mac | $1,825,000 par, 3.0%, due February 1, 2041 | ** | 1,788,352 | |||||||
FHLMC, Freddie Mac | $1,396,000 par, 2.905%, due April 25, 2024 | ** | 1,398,608 | |||||||
FHLMC, Freddie Mac | $1,348,000 par, 3.064%, due August 25, 2024 | ** | 1,360,778 | |||||||
FHLMC, Freddie Mac | $829,000 par, 6.25%, due July 15, 2032 | ** | 1,129,688 | |||||||
FHLMC, Freddie Mac | $922,000 par, 3.243%, due April 25, 2027 | ** | 932,749 | |||||||
FHLMC, Freddie Mac | $872,599 par, 4.0%, due December 15, 2030 | ** | 909,080 | |||||||
FHLMC, Freddie Mac | $839,000 par, 3.187%, due September 25, 2027 | ** | 843,919 | |||||||
FHLMC, Freddie Mac | $607,714 par, 3%, December 1, 2046 | ** | 596,513 | |||||||
FHLMC, Freddie Mac | $511,000 par, 3.244%, due August 25, 2027 | ** | 516,039 | |||||||
FHLMC, Freddie Mac | $446,887 par, 3.0%, due October 1, 2046 | ** | 438,655 | |||||||
FHLMC, Freddie Mac | $420,074 par, 3.0%, due September 1, 2046 | ** | 412,335 | |||||||
FHLMC, Freddie Mac | $310,661 par, 4%, due May 1, 2026 | ** | 322,698 | |||||||
FHLMC, Freddie Mac | $273,000 par, various rates, due November 25, 2027 | ** | 277,206 | |||||||
FHLMC, Freddie Mac | $142,109 par, 3%, due November 1, 2042 | ** | 140,087 | |||||||
FHLMC, Freddie Mac | $130,783 par, 4.0%, due July 1, 2024 | ** | 135,020 | |||||||
FNMA, Fannie Mae | $23,955,000 par, 3.5%, due February 15, 2044 | ** | 24,179,578 | |||||||
FNMA, Fannie Mae | $18,350,000 par, 4.0% | ** | 18,954,266 | |||||||
FNMA, Fannie Mae | $11,095,000 par, 4.5%, due January 17, 2032 | ** | 11,694,829 | |||||||
FNMA, Fannie Mae | $2,715,055 par, 3.5%, due June 1, 2046 | ** | 2,750,850 | |||||||
FNMA, Fannie Mae | $2,593,459 par, 3.5%, due July 1, 2047 | ** | 2,627,939 | |||||||
FNMA, Fannie Mae | $2,562,078 par, 3.5%, due March 1, 2047 | ** | 2,596,046 | |||||||
FNMA, Fannie Mae | $2,425,000 par, 3.5%, due August 1, 2018 | ** | 2,481,757 |
FNMA, Fannie Mae | $2,363,054 par, 4.0%, due July 1, 2047 | ** | 2,458,189 | |||||||
FNMA, Fannie Mae | $2,401,961 par, 3.5%, due August 1, 2047 | ** | 2,432,225 | |||||||
FNMA, Fannie Mae | $2,334,369 par, 4.0%, due March 1, 2047 | ** | 2,422,732 | |||||||
FNMA, Fannie Mae | $2,312,352 par, 3.5%, due April 1, 2047 | ** | 2,343,011 | |||||||
FNMA, Fannie Mae | $2,270,927 par, 3.5%, due December 1, 2046 | ** | 2,301,033 | |||||||
FNMA, Fannie Mae | $1,995,975 par, 3.5%, due September 1, 2047 | ** | 2,022,582 | |||||||
FNMA, Fannie Mae | $1,966,314 par, 2.5%, due November 25, 2045 | ** | 1,913,346 | |||||||
FNMA, Fannie Mae | $1,911,140 par, 3.0%, due August 25, 2044 | ** | 1,899,971 | |||||||
FNMA, Fannie Mae | $1,756,154 par, 3.0%, due August 1, 2043 | ** | 1,730,800 | |||||||
FNMA, Fannie Mae | $1,647,065 par, 4.0%, due May 1, 2047 | ** | 1,717,719 | |||||||
FNMA, Fannie Mae | $1,527,813 par, 3.5%, due March 1, 2047 | ** | 1,548,068 | |||||||
FNMA, Fannie Mae | $1,574,294 par, 3.0%, due January 1, 2047 | ** | 1,546,876 | |||||||
FNMA, Fannie Mae | $1,482,364 par, 4.0%, due June 1, 2044 | ** | 1,537,987 | |||||||
FNMA, Fannie Mae | $1,441,517 par, 3.0%, due April 25, 2046 | ** | 1,430,214 | |||||||
FNMA, Fannie Mae | $1,379,613 par, 4.0%, due May 25, 2053 | ** | 1,429,710 | |||||||
FNMA, Fannie Mae | $1,290,000 par, 2.625%, due September 6, 2024 | ** | 1,282,232 | |||||||
FNMA, Fannie Mae | $1,220,963 par, 3.5%, due September 1, 2047 | ** | 1,239,479 | |||||||
FNMA, Fannie Mae | $1,186,308 par, 4.0%, due May 1, 2047 | ** | 1,235,459 | |||||||
FNMA, Fannie Mae | $1,175,007 par, 4.0%, due April 1, 2047 | ** | 1,225,409 | |||||||
FNMA, Fannie Mae | $1,234,476 par, 3.0%, due May 1, 2045 | ** | 1,216,761 | |||||||
FNMA, Fannie Mae | $1,009,912 par, 4.0%, due July 1, 2047 | ** | 1,051,841 | |||||||
FNMA, Fannie Mae | $928,566 par, 3.5%, due September 1, 2047 | ** | 941,419 | |||||||
FNMA, Fannie Mae | $902,546 par, 4.0%, due May 1, 2047 | ** | 936,616 | |||||||
FNMA, Fannie Mae | $898,620 par, 4.0%, due August 1, 2043 | ** | 935,141 | |||||||
FNMA, Fannie Mae | $829,463 par, 4%, due May 1, 2027 | ** | 856,953 | |||||||
FNMA, Fannie Mae | $838,585 par, 3.5%, due November 1, 2047 | ** | 848,797 | |||||||
FNMA, Fannie Mae | $632,431 par, 3.5%, due April 1, 2047 | ** | 640,815 | |||||||
FNMA, Fannie Mae | $600,320 par, 4.0%, due February 1, 2041 | ** | 627,451 | |||||||
FNMA, Fannie Mae | $589,691 par, 3.0%, due June 25, 2045 | ** | 587,402 | |||||||
FNMA, Fannie Mae | $519,572 par, 5.5%, due November 1, 2034 | ** | 571,937 | |||||||
FNMA, Fannie Mae | $546,240 par, 4.0%, due April 1, 2047 | ** | 570,311 | |||||||
FNMA, Fannie Mae | $513,432 par, 5.5%, due March 1, 2034 | ** | 565,328 | |||||||
FNMA, Fannie Mae | $463,016 par, 4.5%, due March 1, 2047 | ** | 488,762 | |||||||
FNMA, Fannie Mae | $391,999 par, 5.5%, due August 1, 2037 | ** | 431,626 | |||||||
FNMA, Fannie Mae | $361,900 par, 5.5%, due August 1, 2037 | ** | 397,841 | |||||||
FNMA, Fannie Mae | $377,773 par, 3.0%, due September 25, 2030 | ** | 380,745 | |||||||
FNMA, Fannie Mae | $365,183 par, 4.0%, due September 1, 2043 | ** | 380,148 | |||||||
FNMA, Fannie Mae | $349,973 par, 4.5%, due September 1, 2040 | ** | 372,834 | |||||||
FNMA, Fannie Mae | $342,704 par, 4.0%, due November 1, 2046 | ** | 355,056 | |||||||
FNMA, Fannie Mae | $275,496 par, 3.5%, due July 1, 2046 | ** | 279,136 | |||||||
FNMA, Fannie Mae | $261,375 par, 4.0%, due December 1, 2043 | ** | 271,999 | |||||||
FNMA, Fannie Mae | $246,539 par, 3.5%, due June 1, 2046 | ** | 249,783 | |||||||
FNMA, Fannie Mae | $218,836 par, 5%, due July 1, 2037 | ** | 236,175 | |||||||
FNMA, Fannie Mae | $207,732 par, 4.5%, due January 1, 2042 | ** | 222,954 | |||||||
FNMA, Fannie Mae | $199,056 par, 4.0%, due October 1, 2046 | ** | 207,078 | |||||||
FNMA, Fannie Mae | $188,510 par, 4.5%, due May 1, 2042 | ** | 200,817 | |||||||
FNMA, Fannie Mae | $168,294 par, 4.5%, due October 1, 2040 | ** | 179,256 | |||||||
FNMA, Fannie Mae | $129,890 par, 5.0%, due December 1, 2034 | ** | 140,204 | |||||||
FNMA, Fannie Mae | $135,721 par, 3.5%, due October 1, 2046 | ** | 137,518 | |||||||
FNMA, Fannie Mae | $128,092 par, 4.0%, due February 1, 2032 | ** | 132,370 | |||||||
FNMA, Fannie Mae | $116,641 par, 5.0%, due October 1, 2035 | ** | 125,898 | |||||||
FNMA, Fannie Mae | $114,121 par, 4.5%, due January 1, 2030 | ** | 120,680 | |||||||
FNMA, Fannie Mae | $102,366 par. 4.5%, due May 1, 2039 | ** | 109,271 |
FNMA, Fannie Mae | $95,915 par, 5.5%, due March 1, 2041 | ** | 105,579 | |||||||
FNMA, Fannie Mae | $95,056 par, 4.5%, due February 1, 2042 | ** | 101,374 | |||||||
FNMA, Fannie Mae | $78,620 par, 4.0%, due September 1, 2043 | ** | 81,815 | |||||||
FNMA, Fannie Mae | $74,725 par, 5.0%, due November 1, 2033 | ** | 80,896 | |||||||
FNMA, Fannie Mae | $58,918 par, 5.5%, due December 1, 2035 | ** | 64,854 | |||||||
FNMA, Fannie Mae | $58,275 par, 5.5%, due December 1, 2034 | ** | 64,124 | |||||||
FNMA, Fannie Mae | $51,895 par, 5%, due July 1, 2037 | ** | 55,996 | |||||||
FNMA, Fannie Mae | $37,456 par, 5%, due February 1, 2038 | ** | 40,422 | |||||||
GNMA, Ginnie Mae | $9,555,000 par, 4.0%, due January 1, 2070 | ** | 9,886,816 | |||||||
GNMA, Ginnie Mae | $9,880,000 par, 3.0%, due February 15, 2044 | ** | 9,781,200 | |||||||
GNMA, Ginnie Mae | $2,675,000 par, 4.5%, due January 1, 2070 | ** | 2,796,212 | |||||||
Government National Mortgage Association (GNMA), Ginnie Mae | $2,775,534 par, 4.0%, due September 20, 2047 | ** | 2,891,158 | |||||||
Illinois state | $685,000 par, 5.1%, due June 1, 2033 | ** | 666,820 | |||||||
Illinois state | $530,000 par, 5.877%, due March 1, 2019 | ** | 544,554 | |||||||
New Jersey State Transportation Trust Fund Authority | $965,000 par, 5.754%, due December 15, 2028 | ** | 1,084,322 | |||||||
New Jersey State Transportation Trust Fund Authority | $395,000 par, 6.561%, due December 15, 2040 | ** | 516,826 | |||||||
Petroleos Mexicanos | $2,706,000 par, 5.5%, due January 21, 2021 | ** | 2,869,172 | |||||||
Petroleos Mexicanos | $567,000 par, 5.625%, due January 23, 2046 | ** | 521,640 | |||||||
Republic of Chile | $214,000 par, 3.86%, due June 21, 2047 | ** | 214,535 | |||||||
Republica Oriental del Uruguay | $728,000 par, 5.1%, due June 18, 2050 | ** | 790,972 | |||||||
STATE OF ISRAEL | $431,000 par, 4.125%, due January 17, 2048 | ** | 431,216 | |||||||
U.S. Treasury Bond | $18,920,000 par, 1.375%, due October 31, 2020 | ** | 18,466,223 | |||||||
U.S. Treasury Bond | $17,322,000 par, 1.25%, due October 31, 2021 | ** | 16,602,063 | |||||||
U.S. Treasury Bond | $8,866,000 par, 4.75%, due February 15, 2037 | ** | 11,398,351 | |||||||
U.S. Treasury Bond | $11,622,000 par, 1.875%, September 30, 2022 | ** | 11,296,944 | |||||||
U.S. Treasury Bond | $10,451,000 par, 1.25%, due March 31, 2021 | ** | 10,103,995 | |||||||
U.S. Treasury Bond | $9,307,000 par, 2.125%, due December 31, 2022 | ** | 9,133,583 | |||||||
U.S. Treasury Bond | $9,226,000 par, 2.0%, due November 30, 2022 | ** | 9,008,322 | |||||||
U.S. Treasury Bond | $8,482,000 par, 2%, October 31, 2022 | ** | 8,286,185 | |||||||
U.S. Treasury Bond | $7,911,000 par, 1.125%, due September 30, 2021 | ** | 7,556,239 | |||||||
U.S. Treasury Bond | $7,737,000 par, 2.25%, due November 15, 2027 | ** | 7,425,408 | |||||||
U.S. Treasury Bond | $6,916,000 par, 2.375%, due December 31, 2024 | ** | 6,737,159 | |||||||
U.S. Treasury Bond | $6,167,000 par, 2.375%, due January 31, 2023 | ** | 6,123,159 | |||||||
U.S. Treasury Bond | $6,288,000 par, 2.125%, due November 30, 2024 | ** | 6,078,484 | |||||||
U.S. Treasury Bond | $5,691,000 par, 1.375%, due September 30, 2020 | ** | 5,560,949 | |||||||
U.S. Treasury Bond | $5,775,000 par, 2.75%, due August 15, 2047 | ** | 5,552,570 | |||||||
U.S. Treasury Bond | $5,455,000 par, 2.875%, due November 15, 2046 | ** | 5,383,616 | |||||||
U.S. Treasury Bond | $5,339,000 par, 2.0%, due January 15, 2021 | ** | 5,294,996 | |||||||
U.S. Treasury Bond | $5,462,000 par, 1.625%, due May 15, 2026 | ** | 5,022,265 | |||||||
U.S. Treasury Bond | $3,832,000 par, 1.625%, due August 31, 2022 | ** | 3,687,254 | |||||||
U.S. Treasury Bond | $3,282,000 par, 3.0%, due May 15, 2047 | ** | 3,317,767 | |||||||
U.S. Treasury Bond | $2,817,000 par, 2.0%, due January 31, 2020 | ** | 2,808,856 | |||||||
U.S. Treasury Bond | $3,044,000 par, 2.5%, due May 15, 2046 | ** | 2,785,260 | |||||||
U.S. Treasury Bond | $2,710,000 par, 3.0%, due February 15, 2047 | ** | 2,741,227 | |||||||
U.S. Treasury Bond | $2,895,000 par, 2.0%, due November 15, 2026 | ** | 2,732,608 | |||||||
U.S. Treasury Bond | $2,060,000 par, 5.0%, due May 15, 2037 | ** | 2,725,718 | |||||||
U.S. Treasury Bond | $2,315,000 par, 3.0%, due November 15, 2045 | ** | 2,343,757 | |||||||
U.S. Treasury Bond | $2,201,000 par, 1.5%, due August 15, 2026 | ** | 1,996,978 | |||||||
U.S. Treasury Bond | $1,968,000 par, 2.75%, due November 15, 2047 | ** | 1,893,124 | |||||||
U.S. Treasury Bond | $1,744,000 par, 1.75%, due June 30, 2022 | ** | 1,690,386 | |||||||
U.S. Treasury Bond | $1,520,000 par, 1.875%, due April 30, 2022 | ** | 1,483,306 |
U.S. Treasury Bond | $1,358,000 par, 1.125%, due July 31, 2021 | ** | 1,300,710 | |||||||
U.S. Treasury Bond | $1,205,000 par, 1.875%, December 31, 2019 | ** | 1,198,975 | |||||||
U.S. Treasury Bond | $967,000 par, 2.375%, due May 15, 2027 | ** | 939,501 | |||||||
U.S. Treasury Bond | $824,000 par, 1.375%, due April 30, 2021 | ** | 798,958 | |||||||
U.S. Treasury Bond | $793,000 par, 2.25%, due August 15, 2027 | ** | 761,559 | |||||||
U.S. Treasury Bond | $229,000 par, 1.875%, due March 31, 2022 | ** | 223,669 | |||||||
UNITED MEXICAN STS | $808,000 par, 4.6%, due February 10, 2048 | ** | 791,840 | |||||||
Total Government Securities | 410,128,244 | |||||||||
Corporate Bonds | ||||||||||
21st Century Fox Inc. | $842,000 par, 6.4%, due December 15, 2035 | ** | 1,106,371 | |||||||
Abbot Laboratories | $1,755,000 par, 2.9%, due November 30, 2021 | ** | 1,749,502 | |||||||
Abbvie Inc. | $3,605,000 par, 2.9%, due November 6, 2022 | ** | 3,573,049 | |||||||
Abbvie Inc. | $1,267,000 par, 2.5%, due May 14, 2020 | ** | 1,263,233 | |||||||
Abbvie Inc. | $261,000 par, 4.3%, due May 14, 2036 | ** | 274,572 | |||||||
ABN AMRO Bank | $3,210,000 par, 2.65%, due January 19, 2021 | ** | 3,192,843 | |||||||
Abu Dhabi Crude Oil Pipeline LLC | $355,000 par, 4.6%, due November 2, 2047 | ** | 356,792 | |||||||
Aercap Ireland Capital Designated Activity Company | $3,967,000 par, 4.5%, due May 15, 2021 | ** | 4,124,342 | |||||||
Aercap Ireland Capital Designated Activity Company | $1,519,000 par, 3.3%, due January 23, 2023 | ** | 1,503,658 | |||||||
AIG Global | $1,970,000 par, 1.95%, due October 18, 2019 | ** | 1,947,583 | |||||||
Alibaba Group Holding Ltd. | $736,000 par, 4.2%, due December 6, 2047 | ** | 735,469 | |||||||
Ameren Illinois Co. | $741,000 par, 3.7%, due December 1, 2047 | ** | 740,484 | |||||||
American Electric Power Co. Inc. | $1,205,000 par, 3.2%, due November 13, 2027 | ** | 1,168,503 | |||||||
American International Group Inc. | $779,000 par, 4.5%, due July 16, 2044 | ** | 805,059 | |||||||
Anadarko Petroleum Corp. | $2,577,000 par, 6.95%, due June 15, 2019 | ** | 2,716,493 | |||||||
Anadarko Petroleum Corp. | $830,000 par, 6.45%, due September 15, 2036 | ** | 1,033,079 | |||||||
Andeavor | $449,000 par, 4.5%, due April 1, 2048 | ** | 451,611 | |||||||
Andeavor | $796,000 par, 3.8%, due April 1, 2028 | ** | 783,021 | |||||||
Anheuser-Busch InBev Finance Inc. | $1,598,000 par, 4.9%, due February 1, 2046 | ** | 1,805,754 | |||||||
Appalachian Power Co. | $1,201,000 par, 4.45%, due June 1, 2045 | ** | 1,311,568 | |||||||
Apple Inc. | $1,327,000 par, 3.85%, due August 4, 2046 | ** | 1,340,964 | |||||||
Apple Inc. | $593,000 par, 4.65%, due February 23, 2046 | ** | 674,389 | |||||||
AT&T Inc. | $2,345,000 par, 3.4%, due May 15, 2025 | ** | 2,281,676 | |||||||
AT&T Inc. | $1,314,000 par, 5.25%, due March 1, 2037 | ** | 1,388,594 | |||||||
AT&T Inc. | $887,000 par, 4.9%, due August 14, 2037 | ** | 898,998 | |||||||
AT&T Inc. | $205,000 par, 5.15%, due March 15, 2042 | ** | 209,068 | |||||||
B.A.T Capital Corp. | $1,839,000 par, 4.39%, due August 15, 2037 | ** | 1,890,284 | |||||||
Baker Hughes, a GE Co. | $2,272,000 par, 2.773%, due December 15, 2022 | ** | 2,236,854 | |||||||
Baker Hughes, a GE Co. | $485,000 par, 4.08%, due December 15, 2047 | ** | 479,379 | |||||||
Banco Del Estado de Chile | $1,555,000 par, 2.668%, due January 8, 2021 | ** | 1,557,333 | |||||||
* | Bank of America Corp. | $4,557,000 par, 4.0%, due January 22, 2025 | ** | 4,662,002 | ||||||
Bank of Nova Scotia | $2,726,000 par, 2.5%, due January 8, 2021 | ** | 2,704,958 | |||||||
Berkshire Hathaway Energy Co. | $1,163,000 par, 2.375%, due January 15, 2021 | ** | 1,154,968 | |||||||
BNP Paribas | $1,209,000 par, 3.5%, due November 16, 2027 | ** | 1,187,500 | |||||||
Canadian Natural Resources Ltd. | $596,000 par, 5.9%, due February 1, 2018 | ** | 596,000 | |||||||
Canadian Natural Resources Ltd. | $168,000 par, 6.45%, due June 30, 2033 | ** | 205,361 | |||||||
CBS Corp | $937,000 par, 3.375%, due February 15, 2028 | ** | 888,357 | |||||||
Charter Communications Operating, LLC | $389,000 par, 5.375%, due May 1, 2047 | ** | 401,752 | |||||||
Charter Communications Operating, LLC | $277,000 par, 6.384%, due October 23, 2035 | ** | 321,764 | |||||||
Citibank NA | $2,724,000 par, 2.125%, October 20, 2020 | ** | 2,683,720 | |||||||
Citigroup Inc. | $2,940,000 par, 2.876%, due July 24, 2023 | ** | 2,893,724 |
Citigroup Inc. | $1,047,000 par, 4.4%, due June 10, 2025 | ** | 1,088,036 | |||||||
Citigroup Inc. | $698,000 par, 4.45%, due September 29, 2027 | ** | 727,890 | |||||||
CK Hutchinson International | $859,000 par, 2.25%, due September 29, 2020 | ** | 841,778 | |||||||
Cleveland Clinic Foundation | $593,000 par, 4.858%, due January 1, 2114 | ** | 647,155 | |||||||
Comcast Corp | $966,000 par, 3.15%, due February 15, 2028 | ** | 935,349 | |||||||
Comcast Corp | $370,000 par, 4.049%, due November 1, 2052 | ** | 367,518 | |||||||
Constellation Brands Inc. | $2,422,000 par, 2.65%, due November 7, 2022 | ** | 2,359,297 | |||||||
Cox Communications Inc. | $423,000 par, 4.6%, due August 15, 2047 | ** | 423,283 | |||||||
Credit Agricole | $1,296,000 par, 3.25%, due October 4, 2024 | ** | 1,274,083 | |||||||
Delmarva Power Co. | $359,000 par, 4.15%, due May 15, 2045 | ** | 381,569 | |||||||
Deutsche Telekom International Finance B.V. | $869,000 par, 2.225%, due January 17, 2020 | ** | 861,872 | |||||||
Dominion Energy Gas Holdings, LLC | $1,621,000 par, 2.962%, due July 1, 2019 | ** | 1,628,828 | |||||||
Dominion Energy Gas Holdings, LLC | $640,000 par, 2.5%, due December 15, 2019 | ** | 637,687 | |||||||
Dow Chemical Co. | $1,266,000 par, 8.55%, due May 15, 2019 | ** | 1,362,568 | |||||||
DP World Ltd. | $410,000 par, 6.85%, due July 2, 2037 | ** | 512,382 | |||||||
Duke Energy Florida, LLC | $631,000 par, 2.1%, due December 15, 2019 | ** | 629,345 | |||||||
Energy Transfer Partners LP | $1,028,000 par, 6.625%, due October 15, 2036 | ** | 1,188,797 | |||||||
Enlink Midstream Partners LP | $786,000 par, 2.7%, due April 1, 2019 | ** | 783,585 | |||||||
Eversource Energy Co. | $1,904,000 par, 2.75%, due March 15, 2022 | ** | 1,883,842 | |||||||
Exelon Corp. | $148,000 par, 5.625%, due June 15, 2035 | ** | 178,399 | |||||||
FedEx Co. | $1,327,000 par, 4.05%, due February 15, 2048 | ** | 1,328,440 | |||||||
FirstEnergy Transmission LLC | $532,000 par, 5.45%, due July 15, 2044 | ** | 631,592 | |||||||
Ford Motor Co. | $2,770,000 par, 2.343%, due November 2, 2020 | ** | 2,722,819 | |||||||
Ford Motor Co. | $714,000 par, 7.45%, due July 16, 2031 | ** | 908,829 | |||||||
Fortis Inc. | $2,095,000 par, 3.055%, due October 4, 2026 | ** | 1,981,397 | |||||||
GE Capital International Funding Company | $744,000 par, 4.418%, due November 15, 2035 | ** | 765,172 | |||||||
General Motors Co. | $1,349,000 par, 5.15%, due April 1, 2038 | ** | 1,413,042 | |||||||
General Motors Financial Company Inc. | $654,000 par, 2.45%, due November 6, 2020 | ** | 645,170 | |||||||
Georgia Power Co. | $496,000 par, 4.3%, due March 15, 2042 | ** | 524,263 | |||||||
Gilead Sciences Inc. | $1,241,000 par, 4.75%, due March 1, 2046 | ** | 1,394,674 | |||||||
Gilead Sciences Inc. | $190,000 par, 4.0%, due September 1, 2036 | ** | 196,035 | |||||||
HSBC Holdings PLC | $3,861,000 par, 3.262%, due March 13, 2023 | ** | 3,870,502 | |||||||
HSBC Holdings PLC | $1,453,000 par, 4.041%, due March 13, 2028 | ** | 1,488,632 | |||||||
HSBC Holdings PLC | $1,091,000 par, 3.033%, due November 22, 2023 | ** | 1,081,003 | |||||||
ITC Holdings Corp | $1,141,000 par, 2.7%, due November 15, 2022 | ** | 1,125,873 | |||||||
ITC Holdings Corp | $1,008,000 par, 3.35%, due November 15, 2027 | ** | 986,662 | |||||||
ITC Holdings Corp | $323,000 par, 5.3%, due July 1, 2043 | ** | 380,894 | |||||||
Jersey Central Power & Light Co. | $2,394,000 par, 4.7%, due April 1, 2024 | ** | 2,563,809 | |||||||
Jersey Central Power & Light Co. | $785,000 par, 7.35%, due February 1, 2019 | ** | 820,205 | |||||||
John Deere Capital Corp | $2,984,000 par, 2.7%, due January 6, 2023 | ** | 2,950,690 | |||||||
John Deere Capital Corp | $1,090,000 par, 2.35%, due January 8, 2021 | ** | 1,083,005 | |||||||
Johnson & Johnson | $1,387,000 par, 3.4%, due January 15, 2038 | ** | 1,374,642 | |||||||
JP Morgan Chase & Co. | $1,344,000 par, 3.964%, due November 15, 2048 | ** | 1,357,931 | |||||||
JP Morgan Chase & Co. | $856,000 par, 3.509%, due January 23, 2029 | ** | 851,643 | |||||||
JP Morgan Chase & Co. | $653,000 par, 4.26%, due February 22, 2048 | ** | 689,851 | |||||||
Korea Southern Power Co. Ltd. | $632,000 par, 3.0%, due January 29, 2021 | ** | 631,590 | |||||||
Lockheed Martin Corp | $2,003,000 par, 2.5%, due November 23, 2020 | ** | 1,999,030 | |||||||
Marathon Petroleum Corp | $1,022,000 par, 4.75%, due September 15, 2044 | ** | 1,082,728 | |||||||
Marathon Petroleum Corp | $581,000 par, 3.4%, due December 15, 2020 | ** | 590,366 | |||||||
Marathon Petroleum Corp | $148,000 par, 5.0%, due September 15, 2054 | ** | 153,668 | |||||||
MetLife Inc. | $906,000 par, 6.4%, due December 15, 2066 | ** | 1,042,036 | |||||||
Mexichem SAB de CV | $345,000 par, 5.5%, due January 15, 2048 | ** | 335,944 | |||||||
Microsoft Corp | $650,000 par, 3.75%, due February 12, 2045 | ** | 663,350 |
Morgan Stanley | $1,703,000 par, 3.125%, due January 23, 2023 | ** | 1,695,623 | |||||||
Morgan Stanley | $1,705,000 par, 2.75%, due May 19, 2022 | ** | 1,679,405 | |||||||
Morgan Stanley | $1,528,000 par, 3.125%, due July 27, 2026 | ** | 1,476,873 | |||||||
Morgan Stanley | $846,000 par, 3.971%, due July 22, 2038 | ** | 861,852 | |||||||
MPLX LP | $347,000 par, 5.2%, due March 1, 2047 | ** | 382,422 | |||||||
New England Power Co. | $308,000 par, 3.8%, due December 5, 2047 | ** | 308,393 | |||||||
New York Life Global Funding | $2,241,000 par, 1.95%, due September 28, 2020 | ** | 2,207,692 | |||||||
New York-Presbyterian Hospital | $433,000 par, 4.763%, due August 1, 2116 | ** | 452,524 | |||||||
Nexen Inc. | $944,000 par, 6.4%, due May 15, 2037 | ** | 1,197,540 | |||||||
NextEra Energy Capital Holdings Inc. | $1,322,000 par, 2.7%, due September 15, 2019 | ** | 1,325,754 | |||||||
Noble Energy Inc. | $1,034,000 par, 4.95%, due August 15, 2047 | ** | 1,122,313 | |||||||
Northrop Grumman Corp | $1,291,000 par, 2.55%, due October 15, 2022 | ** | 1,260,722 | |||||||
Northrop Grumman Corp | $1,059,000 par, 4.03%, due October 15, 2047 | ** | 1,074,496 | |||||||
Oneok Partners, LP | $553,000 par, 6.85%, due October 15, 2037 | ** | 688,541 | |||||||
Oracle Corp | $1,636,000 par, 3.8%, due November 15, 2037 | ** | 1,677,481 | |||||||
Oracle Corp | $605,000 par, 5.375%, due July 15, 2040 | ** | 750,163 | |||||||
Owens Corning Co. | $850,000 par, 4.4%, due January 30, 2048 | ** | 839,423 | |||||||
Partners HealthCare Systems, Inc. | $398,000 par, 3.765%, due July 1, 2048 | ** | 387,813 | |||||||
Pinnacle West Capital Corp | $722,000 par, 2.25%, due November 30, 2020 | ** | 715,683 | |||||||
Plains All American Pipeline LP | $755,000 par, 4.5%, due December 15, 2026 | ** | 773,905 | |||||||
Plains All American Pipeline LP | $726,000 par, 4.9%, due February 15, 2045 | ** | 721,023 | |||||||
Pricoa Global Funding | $903,000 par, 1.9%, due September 21, 2018 | ** | 901,377 | |||||||
Progress Energy Inc. | $1,579,000 par, 7.75%, due March 1, 2031 | ** | 2,167,793 | |||||||
Progress Energy Inc. | $1,412,000 par, 7.05%, due March 15, 2019 | ** | 1,482,935 | |||||||
Reynolds American Inc. | $2,707,000 par, 2.3%, due June 12, 2018 | ** | 2,709,333 | |||||||
Royal Bank of Canada | $682,000 par, 2.15%, due October 26, 2020 | ** | 674,677 | |||||||
Sempra Energy | $1,017,000 par, 6.0%, due October 15, 2039 | ** | 1,295,593 | |||||||
Sempra Energy | $1,048,000 par, 9.8%, due February 15, 2019 | ** | 1,126,937 | |||||||
Sempra Energy | $975,000 par, 2.9%, due February 1, 2023 | ** | 966,121 | |||||||
Sherwin-Williams Co. | $1,830,000 par, 2.75%, due June 1, 2022 | ** | 1,798,956 | |||||||
Simon Property Group LP | $3,561,000 par, 2.75%, due June 1, 2023 | ** | 3,503,355 | |||||||
Simon Property Group LP | $1,448,000 par, 3.375%, due December 1, 2027 | ** | 1,421,428 | |||||||
South Caroline Electric & Gas Co. | $531,000 par, 5.1%, due June 1, 2065 | ** | 587,779 | |||||||
Southern Co. | $1,242,000 par, 2.35%, due July 1, 2021 | ** | 1,217,661 | |||||||
Stanford Health Care | $448,000 par, 3.795%, due November 15, 2048 | ** | 451,927 | |||||||
Sumitomo Mitsui Banking Corp | $853,000 par, 2.514%, due January 17, 2020 | ** | 851,007 | |||||||
Sumitomo Mitsui Financial Group Inc. | $2,782,000 par, 3.102%, due January 17, 2023 | ** | 2,765,597 | |||||||
Tencent Holdings Ltd. | $2,059,000 par, 2.875%, due February 11, 2020 | ** | 2,065,714 | |||||||
Tencent Holdings Ltd. | $1,508,000 par, 3.595%, due January 19, 2028 | ** | 1,485,727 | |||||||
Tencent Holdings Ltd. | $1,352,000 par, 2.985%, due January 19, 2023 | ** | 1,339,057 | |||||||
Tencent Holdings Ltd. | $375,000 par, 3.8%, February 11, 2025 | ** | 381,030 | |||||||
Teva Pharmaceuticals Industries | $990,000 par, 2.8%, due July 21, 2023 | ** | 875,924 | |||||||
* | The Goldman Sachs Group, Inc. | $1,896,000 par, 3.814%, due April 23, 2029 | ** | 1,902,886 | ||||||
* | The Goldman Sachs Group, Inc. | $920,000 par, 3.625%, due January 22, 2023 | ** | 935,785 | ||||||
* | The Goldman Sachs Group, Inc. | $513,000 par, 4.75%, due October 21, 2045 | ** | 576,022 | ||||||
The Hartford Financial Services Group Inc. | $516,000 par, 5.5%, due March 30, 2020 | ** | 546,683 | |||||||
The Kraft Heinz Co | $870,000 par, 2.0%, due July 2, 2018 | ** | 869,004 | |||||||
Time Warner Inc. | $249,000 par, 7.3%, due July 1, 2038 | ** | 311,195 | |||||||
Toronto-Dominion Bank | $646,000 par, 1.95%, due April 2, 2020 | ** | 637,997 | |||||||
Toyota Motor Credit Corp Co. | $2,410,000 par, 1.55%, due October 18, 2019 | ** | 2,381,531 | |||||||
TTX Company | $1,359,000 par, 2.25%, due February 1, 2019 | ** | 1,357,293 | |||||||
UBS AG LONDON BRH | $1,852,000 par, 2.45%, due December 1, 2020 | ** | 1,836,238 | |||||||
Union Pacific Corp | $1,523,000 par, 3.6%, due September 15, 2037 | ** | 1,534,957 |
United Parcel Service Inc. | $772,000 par, 3.75%, due November 15, 2047 | ** | 780,379 | |||||||
Vale Overseas Ltd. | $1,897,000 par, 4.375%, due January 11, 2022 | ** | 1,968,138 | |||||||
Vale Overseas Ltd. | $1,343,000 par, 5.875%, due June 10, 2021 | ** | 1,459,841 | |||||||
Vale Overseas Ltd. | $532,000 par, 8.25%, due January 17, 2034 | ** | 716,205 | |||||||
Vale Overseas Ltd. | $218,000 par, 6.875%, due November 21, 2036 | ** | 273,863 | |||||||
Valero Energy Corp | $486,000 par, 6.625%, due June 15, 2037 | ** | 642,499 | |||||||
Verizon Communications Inc. | $1,504,000 par, 4.272%, due June 15, 2036 | ** | 1,490,321 | |||||||
Verizon Communications Inc. | $894,000 par, 5.25%, due March 16, 2037 | ** | 984,223 | |||||||
Verizon Communications Inc. | $729,000 par, 5.15%, due March 16, 2037 | ** | 799,881 | |||||||
Viacom Inc. | $198,000 par, 4.375%, due March 15, 2043 | ** | 181,258 | |||||||
Vulcan Materials Co. | $478,000 par, 4.5%, due June 15, 2047 | ** | 483,802 | |||||||
WEC Energy Group Inc. | $1,224,000 par, 1.65%, due June 15, 2018 | ** | 1,222,901 | |||||||
Wells Fargo & Co. | $593,000 par, 4.9%, due November 17, 2045 | ** | 667,314 | |||||||
Wells Fargo & Co. | $415,000 par, 4.75%, due December 7, 2046 | ** | 460,807 | |||||||
Wesleyan University | $667,000 par, 4.781%, due July 1, 2116 | ** | 683,863 | |||||||
Williams Partners LP | $1,376,000 par, 6.3%, due April 15, 2040 | ** | 1,700,000 | |||||||
Total Corporate Bonds | 198,723,836 | |||||||||
Asset-Backed Securities | ||||||||||
Ajax Mortgage Loan Trust 2016-C | $811,685 par, 4%, due October 25, 2057 | ** | 814,324 | |||||||
Ajax Mortgage Loan Trust 2017-A | $251,495 par, 3.47%, due April 25, 2057 | ** | 250,712 | |||||||
American Express Credit Account Master Trust SE | $2,867,000 par, 2.04%, due May 15, 2023 | ** | 2,832,910 | |||||||
American Express Credit Account Master Trust SE | $807,000 par, 2.04%, due May 15, 2025 | ** | 793,219 | |||||||
American Express Credit Account Master Trust SER 2017 | $2,324,000 par, 1.93%, due September 15, 2022 | ** | 2,303,264 | |||||||
AmeriCredit Automobile Receivables Trust 20 | $2,684,000 par, 1.83%, due May 18, 2021 | ** | 2,677,287 | |||||||
AmeriCredit Automobile Receivables Trust 20 | $1,043,000 par, 2.360%, due December 19, 2022 | ** | 1,029,646 | |||||||
AmeriCredit Automobile Receivables Trust 20 | $743,246 par, 1.51%, due May 18, 2020 | ** | 741,875 | |||||||
BA Credit Card Trust 2017-1 NT Cl A | $1,810,000 par, 1.95%, due August 15, 2022 | ** | 1,792,908 | |||||||
Bayview Opportunity Master Fund FD IVA TR 201 | $1,832,315 par, 3.277%, due January 28, 2033 | ** | 1,835,064 | |||||||
Bayview Opportunity Master Fund IIIA TR 20 | $734,200 par, 3.105%, due September 28, 2032 | ** | 730,805 | |||||||
Bayview Opportunity Master Fund IIIA TR 20 | $172,127 par, 3.228%, due May 28, 2032 | ** | 171,548 | |||||||
Bayview Opportunity Master Fund IIIB TR 20 | $144,684 par, 3.475%, due April 28, 2032 | ** | 144,798 | |||||||
Bayview Opportunity Master Fund IVA TR 201 | $1,193,887 par, 3.351%, due November 28, 2032 | ** | 1,193,747 | |||||||
Bayview Opportunity Master Fund IVB TR 201 | $267,920 par, 3.598%, due January 28, 2032 | ** | 267,943 | |||||||
CAM Mortgage LLC | $37,376 par, 3.25%, due June 15, 2057 | ** | 37,514 | |||||||
Capital Auto Receivables Asset TR 2016-3 | $35,546 par, 1.36%, due April 22, 2019 | ** | 35,536 | |||||||
Capital Auto Receivables Asset TR 2017-1 | $1,622,000 par, 1.76%, due June 22, 2020 | ** | 1,618,052 | |||||||
Capital One Multi-Asset Execution TR | $2,000,000 par, 2%, due January 17, 2023 | ** | 1,982,366 | |||||||
Capital One Multi-Asset Execution TR | $885,000 par, 1.99%, due July 17, 2023 | ** | 873,255 | |||||||
CarFinance Capital Auto TR 2015-1 | $240,915 par, 1.75%, due June 15, 2021 | ** | 240,558 | |||||||
CarMax Auto Owner TR 2017-3 | $1,947,000 par, 1.64%, due August 15, 2020 | ** | 1,941,116 | |||||||
CarMax Auto Owner TR 2017-4 CL A-3 | $825,000 par, 2.11%, due October 17, 2022 | ** | 817,656 | |||||||
CarMax Auto Owner TR 2017-4 CL A-4 | $504,000 par, 2.33%, due May 15, 2023 | ** | 497,005 | |||||||
CarMax Auto Owner TR 2018-1 | $440,000 par, 2.64%, due June 15, 2023 | ** | 438,052 | |||||||
CarMax Auto Owner TR SER 18-1 CL A3 2 | $1,012,000 par, 2.48%, due November 15, 2022 | ** | 1,009,282 | |||||||
Citibank Credit Card Issuance TR 2017-A2 NT | $4,303,000 par, 1.74%, due January 19, 2021 | ** | 4,288,004 | |||||||
Citibank Credit Card Issuance TR 2017-A7 NT | $2,126,000 par, floating rate, due August 8, 2024 | ** | 2,137,442 | |||||||
Citibank Credit Card Issuance TR 2018-A2 | $1,903,000 par, floating rate, due January 21, 2025 | ** | 1,906,603 | |||||||
CPS Auto Receivables Trust 2015-A NT CL A | $976 par, 1.53%, due July 15, 2019 | ** | 976 | |||||||
CPS Auto Receivables Trust 2015-B NT CL A | $15,519 par, 1.65%, due November 15, 2019 | ** | 15,510 | |||||||
CPS Auto Receivables Trust 2016-C | $719,749 par, 1.62%, due January 15, 2020 | ** | 718,833 | |||||||
CPS Auto Receivables Trust 2016-D | $919,962 par, 1.5%, due June 15, 2020 | ** | 917,704 |
CPS Auto Receivables Trust SER 18--A CLS A 2.1 | $1,728,000 par, 2.16%, due May 17, 2021 | ** | 1,727,013 | |||||||
CPS Auto Receivables Trust SER 2017-C | $786,479 par, 1.78%, due September 15, 2020 | ** | 784,947 | |||||||
CVS lease Backed Pass Trust SER 2014 TR | $554,932 par, 4.163%, due August 11, 2036 | ** | 556,713 | |||||||
Discover Card Execution NT TR | $3,125,000 par, 1.88%, due February 15, 2023 | ** | 3,077,209 | |||||||
Discover Card Execution NT TR SER 2017-A | $1,833,000 par, floating rate, due April 15, 2025 | ** | 1,839,756 | |||||||
Drive Auto Receivables Trust SER 2017-3 CL | $442,127 par, 1.45%, due November 15, 2018 | ** | 442,128 | |||||||
Drive Auto Receivables Trust SR 2017-1 | $475,082 par, 1.67%, due May 15, 2019 | ** | 474,945 | |||||||
Drive Auto Receivables Trust 017-B NT CL B | $674,000 par, 2.2%, due May 15, 2020 | ** | 674,166 | |||||||
Drive Auto Receivables Trust 2017-2 NT CL | $853,334 par, 1.63%, due August 15, 2019 | ** | 853,037 | |||||||
Drive Auto Receivables Trust 2017-2 NT CL B | $1,453,000 par, 2.25%, due June 15, 2021 | ** | 1,451,566 | |||||||
Drive Auto Receivables Trust 2017-3 CL B 2 | $1,243,000 par, 2.3%, due May 17, 2021 | ** | 1,239,598 | |||||||
DT Auto Owner Trust | $3,141,822 par, 1.85%, due August 17, 2020 | ** | 3,136,045 | |||||||
DT Auto Owner Trust 2016-4 | $30,134 par, 1.44%, due November 15, 2019 | ** | 30,127 | |||||||
DT Auto Owner Trust SER 17-2A CL A | $1,180,854 par, 1.72%, due May 15, 2020 | ** | 1,179,616 | |||||||
DT Auto Owner Trust SER 17-3A CLS | $1,698,858 par, 1.73%, due August 17, 2020 | ** | 1,695,789 | |||||||
Exeter Automobile Receivables Trust | $2,045,000 par, 2.21%, due May 17, 2021 | ** | 2,044,878 | |||||||
Exeter Automobile Receivables Trust | $1,745,190 par, 2.05%, due December 15, 2021 | ** | 1,738,794 | |||||||
Exeter Automobile Receivables Trust | $804,690 par, 1.84%, due November 16, 2020 | ** | 803,326 | |||||||
Exeter Automobile Receivables Trust 2016-1 | $49,773 par, 2.35%, due July 15, 2020 | ** | 49,790 | |||||||
First Investors Auto Owner Trust 2016-2 | $489,564 par, 1.53%, due November 16, 2020 | ** | 488,513 | |||||||
Flagship Credit Auto Trust 2015-1 | $1,375 par, 1.63%, due June 15, 2020 | ** | 1,374 | |||||||
Flagship Credit Auto Trust 2015-3 | $162,690 par, 2.38%, due October 15, 2020 | ** | 162,846 | |||||||
Flagship Credit Auto Trust 2016-2 | $94,012 par, 2.28%, due May 15, 2020 | ** | 94,033 | |||||||
Flagship Credit Auto Trust 2016-3 | $308,356 par, 1.61%, due December 15, 2019 | ** | 308,168 | |||||||
Flagship Credit Auto Trust 2016-4 | $1,343,187 par, 1.47%, due March 16, 2020 | ** | 1,341,804 | |||||||
Ford Credit Auto Owner Trust 2018-REV1 NT | $1,442,000 par, 3.19%, due July 15, 2031 | ** | 1,436,448 | |||||||
Ford Credit Auto Owner Trust 2017-A NT CL A-4 | $3,950,000 par, 1.92%, due April 15, 2022 | ** | 3,900,033 | |||||||
Ford Credit Auto Owner Trust 2017-C ASSET | $774,000 par, 2.01%, due March 15, 2022 | ** | 768,061 | |||||||
Ford Credit Auto Owner Trust SER 17-B CL | $2,325,629 par, 1.49%, due May 15, 2020 | ** | 2,318,471 | |||||||
GCAT, LLC 2017-2 | $715,227 par, 3.5%, due April 25, 2047 | ** | 713,428 | |||||||
GCAT, LLC SER 17-3 CL A-1 | $313,972 par, 3.351%, due April 25, 2047 | ** | 313,385 | |||||||
GCAT, LLC SR 17-5 CL A1 | $248,644 par, 3.228%, due July 25, 2047 | ** | 248,178 | |||||||
GM Financial Consumer Automobile Receivables | $2,026,000 par, 2.32%, due July 18, 2022 | ** | 2,016,607 | |||||||
GM Financial Consumer Automobile Receivables | $1,669,000 par, 1.78%, due October 18, 2021 | ** | 1,654,260 | |||||||
GM Financial Consumer Automobile Receivables | $1,394,000 par, 2.46%, due July 17, 2023 | ** | 1,383,774 | |||||||
Honda Auto Receivables Owner Trust 2017-4 | $967,000 par, 2.05%, due November 22, 2021 | ** | 961,686 | |||||||
Nissan Auto Receivables 2017-C CL A-4 2 | $1,381,000 par, 2.28%, due February 15, 2024 | ** | 1,363,593 | |||||||
NYMT Residential 2016-RP1 LLC | $99,214 par, 4.0%, due March 25, 2021 | ** | 99,282 | |||||||
Oak Hill Advisors Residential LN TR 2017 | $1,143,726 par, 3.0%, due July 25, 2057 | ** | 1,139,538 | |||||||
Oak Hill Advisors Residential LN TR 2017 | $641,977 par, 3.0%, due June 25, 2057 | ** | 639,285 | |||||||
PRPM 2017-2 LLC CLS A1 | $919,970 par, 3.47%, due September 25, 2022 | ** | 914,127 | |||||||
Santander Drive Auto Receivables Trust 2017 | $271,193 par, 1.49%, due February 18, 2020 | ** | 270,911 | |||||||
Santander Drive Auto Receivables Trust 2018 | $454,000 par, 2.96%, due March 15, 2024 | ** | 452,662 | |||||||
Toyota Auto Receivables Owner Trust 2018-A | $2,460,000 par, 2.52%, due May 15, 2023 | ** | 2,450,731 | |||||||
Toyota Auto Receivables Owner Trust 2018-A | $1,895,000 par, 2.35%, due May 16, 2022 | ** | 1,890,865 | |||||||
Toyota Auto Receivables Owner Trust SER 2017-A CL A2 | $1,698,150 par, 1.42%, due September 16, 2019 | ** | 1,695,438 | |||||||
Verizon Communications Inc. | $1,728,000 par, 2.06%, due April 20, 2022 | ** | 1,710,526 | |||||||
VOLT LVI LLC NT Ser 1 | $607,418 par, 3.5%, due March 25, 2047 | ** | 608,602 | |||||||
VOLT LVII LLC 17-NPL4 | $256,115 par, 3.375%, due April 25, 2047 | ** | 256,650 | |||||||
VOLT LXI LLC | $892,440 par, 3.125%, due June 25, 2047 | ** | 890,828 | |||||||
VOLT XXXVIII LLC | $154,383 par, 3.875%, due September 25, 2045 | ** | 154,511 | |||||||
Westlake Automobile Receivables Trust 2016 | $715,562 par, 1.57%, due June 17, 2019 | ** | 715,246 |
Westlake Automobile Receivables Trust 2017 | $1,644,572 par, 1.78%, due April 15, 2020 | ** | 1,643,012 | |||||||
Westlake Automobile Receivables Trust 2018 | $2,284,000 par, 1.75%, due February 15, 2019 | ** | 2,284,018 | |||||||
Westlake Automobile Receivables Trust 2018 | $2,280,000 par, 2.42%, due December 15, 2020 | ** | 2,279,927 | |||||||
World Financial Network Credit Card Master NT TR | $2,306,000 par, 2.31%, due August 15, 2024 | ** | 2,282,979 | |||||||
Total Asset-Backed Securities | 102,708,757 | |||||||||
Mortgage-Backed Securities | ||||||||||
BAML Commercial Mortgage Securities Trust | $1,061,000 par, 2.959%, due December 10, 2030 | ** | 1,056,897 | |||||||
BANK 2017-BNK9 COML MTG PASS THRU CTF CL | $231,000 par, 3.538%, due November 15, 2054 | ** | 233,699 | |||||||
Citigroup COML MTG TR 2016-C1 MTG | $874,000 par, 3.209%, due May 10, 2049 | ** | 866,128 | |||||||
Citigroup COML MTG TR 2016-P6 COML MTG | $726,000 par, 3.72%, due December 10, 2049 | ** | 746,450 | |||||||
Citigroup COML MTG TR SER 2013-GC17 | $420,000 par, 4.131%, due November 10, 2046 | ** | 441,699 | |||||||
CMO Bank 2018-BNK10 SER 2018-BN10 CL A5 | $628,000 par, 3.688%, due February 15, 2061 | ** | 643,242 | |||||||
CMO Benchmark Mortgage Trust SER 2018-B | $797,000 par, 3.66%, due January 15, 2051 | ** | 816,760 | |||||||
CMO COMM 2013-CCRE12 MTG TR MTG PASS | $1,065,000 par, 3.765%, due October 10, 2046 | ** | 1,100,884 | |||||||
CMO COMM 2013-CCRE9 MTG TR COML MTG | $644,066 par, 4.381%, due July 10, 2045 | ** | 681,613 | |||||||
CMO COMM 2013-LC6 MTG TR COML MTG | $649,000 par, 2.941%, due January 10, 2046 | ** | 646,279 | |||||||
* | CMO Morgan Stanley Bank of America Merrill Lynch | $711,000 par, 3.249%, due February 15, 2048 | ** | 711,545 | ||||||
* | CMO Morgan Stanley Bank of America Merrill Lynch | $466,000 par, 3.787%, due February 15, 2047 | ** | 481,091 | ||||||
* | CMO Morgan Stanley Bank of America Merrill Lynch | $388,000 par, 4.259%, due October 15, 2046 | ** | 410,516 | ||||||
* | CMO Morgan Stanley Bank of America Merrill Lynch | $290,000 par, 4.217%, due July 15, 2046 | ** | 304,642 | ||||||
* | CMO Morgan Stanley Bank of America Merrill Lynch | $175,000 par, 4.064%, due February 15, 2047 | ** | 183,048 | ||||||
COMM 2013-CCRE11 MTG TR COML MTG | $995,000 par, 3.983%, due October 10, 2046 | ** | 1,038,792 | |||||||
COMM 2013-CCRE8 MTG TR COML MTG PASSTHRU | $99,212 par, 3.612%, due June 10, 2046 | ** | 101,908 | |||||||
COMM 2014-CCRE16 MTG TR COML MTG | $568,000 par, 4.051%, due April 10, 2047 | ** | 594,407 | |||||||
COMM MORTGAGE TRUST SER 2013-CR7 CL A4 | $415,000 par, 3.213%, due March 10, 2046 | ** | 419,251 | |||||||
CPS Auto Receivables Trust 2016-B | $255,241 par, 2.07%, due November 15, 2019 | ** | 255,251 | |||||||
Credit Suisse First Boston Mortgage Securities Corp | $801,934 par, 5.25%, due July 25, 2033 | ** | 814,544 | |||||||
Credit Suisse First Boston Mortgage Securities Corp | $100,333 par, 5.75%, due November 25, 2033 | ** | 103,503 | |||||||
CSAIL 2016-C7 COML MTG TR | $713,000 par, 3.502%, due November 15, 2049 | ** | 719,439 | |||||||
CWMBS Inc. | $948,975 par, 6%, due December 25, 2033 | ** | 951,319 | |||||||
GS MTG SECS CORP TR 2012-SHOP | $1,429,000 par, 2.933%, due June 5, 2031 | ** | 1,438,406 | |||||||
GS MTG SECS TR 2013-GCJ12 | $242,000 par, 3.135%, due June 10, 2046 | ** | 242,767 | |||||||
GS MTG SECS TR 2013-GCJ16 | $21,000 par, 4.271%, due November 10, 2046 | ** | 22,241 | |||||||
GS MTG SECS TR 2014-GC18 | $1,424,000 par, 3.801%, due January 10, 2047 | ** | 1,471,277 | |||||||
GS MTG SECS TR 2015-GC30 | $230,786 par, 3.382%, due May 10, 2050 | ** | 233,043 | |||||||
GS MTG SECS TR 2016-GS4 | $500,000 par, 3.442%, due November 10, 2049 | ** | 503,237 | |||||||
JP Morgan Mortgage Trust 2005-A1 | $1,095,465 par, 3.759%, due February 25, 2035 | ** | 1,085,043 | |||||||
Morgan Stanley Co. CAP I TR 2014-CPT | $1,033,000 par, 3.35%, due July 13, 2029 | ** | 1,047,238 | |||||||
PVTPL CMO COMM MORTGAGE TRUST SER 2015 3 | $15,000 par, 3.178%, due 3 February 10, 2035 | ** | 14,920 | |||||||
RCO III Mortgage LLC | $1,763,125 par, 3.375%, due August 25, 2022 | ** | 1,759,621 | |||||||
Structure ADJ Rate MTG LN TR 2004-12 | $285,828 par, 3.759%, due September 25, 2034 | ** | 289,695 | |||||||
Tharaldson Hotel Portfolio Trust 2018-THPT | $329,000 par, 2.647%, due November 11, 2034 | ** | 329,405 |
Wells Fargo Commercial Mortgage Trust 2015-C27 | $171,000 par, 3.19%, due February 15, 2048 | ** | 169,971 | |||||||
Wells Fargo Commercial Mortgage Trust 2015-C31 | $647,000 par, 3.695%, due November 15, 2048 | ** | 665,163 | |||||||
Wells Fargo Commercial Mortgage Trust 2016-LC25 | $491,000 par, 3.64%, due December 15, 2059 | ** | 499,008 | |||||||
Wells Fargo Commercial Mortgage Trust Series 2017-C-4 | $759,000 par, 3.589%, due December 15, 2050 | ** | 769,802 | |||||||
Wells Fargo Mortgage Backed Security Trust 2004-EE | $926,588 par, 3.518%, due December 25, 2034 | ** | 941,309 | |||||||
WFRBS Commercial Mortgage Trust 2013-C14 | $538,000 par, 3.073%, due June 15, 2046 | ** | 537,814 | |||||||
WFRBS Commercial Mortgage Trust 2013-C14 | $54,662 par, 3.337%, due June 15, 2046 | ** | 55,286 | |||||||
Total Mortgage-Backed Securities | 26,398,153 | |||||||||
Collective Investment Trusts/Collective Trust Funds | ||||||||||
BlackRock Institutional Trust Company, N.A. | Government Short-Term Investment Fund | ** | 359,828,048 | |||||||
BlackRock Institutional Trust Company, N.A. | Russell 1000 Index Non-Lendable Fund Class F | ** | 7,538,346,778 | |||||||
BlackRock Institutional Trust Company, N.A. | Russell 2000 Index Non-Lendable Fund Class F | ** | 320,627,582 | |||||||
BlackRock Institutional Trust Company, N.A. | U.S. Treasury Inflation Protected Securities Non-Lendable Fund Class F | ** | 220,270,169 | |||||||
BlackRock Institutional Trust Company, N.A. | U.S. Debt Index Non-Lendable Fund Class F | ** | 1,111,787,705 | |||||||
BlackRock Institutional Trust Company, N.A. | MSCI ACWI ex-U.S. IMI Index Non-Lendable Fund Class F | ** | 2,125,905,684 | |||||||
BlackRock Institutional Trust Company, N.A. | Russell 1000 Defensive Index Non-Lendable Fund Class F | ** | 185,406,833 | |||||||
BlackRock Institutional Trust Company, N.A. | Russell 2500 Index Non-Lendable Fund Class F | ** | 64,761,981 | |||||||
Boston Partners Trust Company | Large Cap Value Equity Fund | ** | 310,935,509 | |||||||
Boston Partners Trust Company | WPG Partners Small Cap Value Fund | ** | 160,079,314 | |||||||
Comerica Bank & Trust, N.A. | DRZ Small Cap Value Collective Fund | ** | 163,641,289 | |||||||
Global Trust Company | AQR Emerging Equities Collective Investment Fund Class C | ** | 230,583,718 | |||||||
Global Trust Company | Harding Loevner Emerging Markets Collective Investment Fund | ** | 227,347,517 | |||||||
Invesco Trust Company | Invesco Equity Global Real Estate Securities Trust | ** | 560,056,066 | |||||||
JP Morgan Chase Bank, N.A. | JPMCB Short Duration Bond Fund | ** | 725,730,125 | |||||||
Principal Global Investors Trust Company | Global Property Securities Fund | ** | 564,378,844 | |||||||
Prudential Trust Company | Prudential Core Plus Bond Fund | ** | 682,487,766 | |||||||
Reliance Trust Company | Monarch Partners Small-Mid Cap Value Fund Class A | ** | 350,915,371 | |||||||
SEI Trust Company | AEW Global Properties Trust Fund Class L | ** | 372,509,331 | |||||||
SEI Trust Company | Cohen & Steers Global Listed Infrastructure Fund | ** | 96,105,318 | |||||||
SEI Trust Company | Fiera Asset Management USA Collective Trust | ** | 662,836,000 | |||||||
SEI Trust Company | Gresham DJF Collective Investment Fund | ** | 180,295,378 | |||||||
SEI Trust Company | CoreCommodity Management Diversified I CIT Fund | ** | 270,718,165 | |||||||
SEI Trust Company | Nuveen Global Infrastructure Fund | ** | 191,065,768 | |||||||
* | The Goldman Sachs Trust Company, N.A | Goldman Sachs Collective Trust Core Plus Fixed Income Fund | ** | 683,479,787 | ||||||
* | The Northern Trust Company | The Collective LSV International (ACWI EX US) Value Equity Fund | ** | 1,085,478,903 | ||||||
* | The Northern Trust Company | The Presima Global Real Estate Concentrated Collective Fund | ** | 372,571,055 | ||||||
* | The Northern Trust Company | Collective Short Term Investment Fund | ** | 1,788,895 | ||||||
Wellington Trust Company, N.A. | Wellington Trust Company, NA CIF II Commodities Portfolio | ** | 449,428,610 | |||||||
Total Collective Investment Trusts/Collective Trust Funds | 20,269,367,509 |
103-12 Investment Entity | ||||||||||
Mondrian Investment Partners Limited | Mondrian Wal-Mart Focused International Equity Fund | ** | 447,718,232 | |||||||
Total Investments | $ | 29,076,968,639 | ||||||||
Notes Receivable from participants | Loans to participants, interest rates ranging from 4.25% to 5.5% with various maturities | $ | 1,072,859,045 |
Date: July 19, 2018 | By: | /s/ Adam Stavisky | |
Adam Stavisky | |||
Senior Vice President, US Benefits, Global People | |||
Walmart Inc. |