[X]
|
ANNUAL REPORT PURSUANT TO SECTION 15(d)
|
OF THE SECURITIES EXCHANGE ACT OF 1934
|
[ ]
|
TRANSITION REPORT PURSUANT TO SECTION 15(d)
|
OF THE SECURITIES EXCHANGE ACT OF 1934
|
TABLE OF CONTENTS
|
Signatures
|
Report of Independent Registered Public Accounting Firm
|
Financial Statements
|
Statements of Net Assets Available for Benefits as of December 31, 2009 and 2008
|
Statements of Changes in Net Assets Available for Benefits for the Years Ended December 31, 2009 and 2008
|
Notes to Financial Statements
|
Supplemental Schedules
|
Schedule of Assets (Held at End of Year) as of December 31, 2009
|
Schedule of Assets (Acquired and Disposed of Within Year) for the Year Ended December 31, 2009
|
Schedule of Nonexempt Transactions
|
Exhibits
|
Exhibit Index
|
Consent of Independent Registered Public Accounting Firm
|
2009
|
2008
|
|||||||
ASSETS
|
||||||||
Investments at Fair Value:
|
||||||||
Participant Directed Investments
|
$ | 2,914,481,843 | $ | 2,379,889,312 | ||||
Wrapper Contracts
|
1,332,221 | 1,712,868 | ||||||
Participant Loans
|
66,455,396 | 60,521,812 | ||||||
NET ASSETS AVAILABLE FOR BENEFITS AT FAIR VALUE
|
2,982,269,460 | 2,442,123,992 | ||||||
Adjustment from Fair Value to Contract Value for Fully Benefit
Responsive Investment Contracts
|
49,132,012 | 106,018,835 | ||||||
NET ASSETS AVAILABLE FOR BENEFITS
|
$ | 3,031,401,472 | $ | 2,548,142,827 | ||||
See Notes to Financial Statements.
|
2009
|
2008
|
|||||||
INVESTMENT INCOME (LOSS)
|
||||||||
Net Appreciation (Depreciation) in Fair Value of Investments
|
$ | 349,619,288 | $ | (737,313,772 | ) | |||
Interest
|
32,432,036 | 43,946,885 | ||||||
Dividends
|
17,454,018 | 18,372,332 | ||||||
Total Investment Income (Loss)
|
399,505,342 | (674,994,555 | ) | |||||
CONTRIBUTIONS
|
||||||||
Participants
|
165,891,106 | 168,414,794 | ||||||
Employer
|
72,023,354 | 68,725,459 | ||||||
Total Contributions
|
237,914,460 | 237,140,253 | ||||||
DISTRIBUTIONS TO PARTICIPANTS
|
(148,134,967 | ) | (193,748,297 | ) | ||||
ADMINISTRATIVE AND MANAGEMENT FEES
|
||||||||
Professional Fees
|
(779,070 | ) | (571,150 | ) | ||||
Investment Advisory and Management Fees
|
(4,770,852 | ) | (5,342,141 | ) | ||||
Other Fees
|
(476,268 | ) | (448,638 | ) | ||||
Total Administrative and Management Fees
|
(6,026,190 | ) | (6,361,929 | ) | ||||
INCREASE (DECREASE) IN NET ASSETS
|
483,258,645 | (637,964,528 | ) | |||||
NET ASSETS AVAILABLE FOR BENEFITS BEGINNING OF YEAR
|
2,548,142,827 | 3,186,107,355 | ||||||
NET ASSETS AVAILABLE FOR BENEFITS END OF YEAR
|
$ | 3,031,401,472 | $ | 2,548,142,827 | ||||
See Notes to Financial Statements.
|
1.
|
PLAN DESCRIPTION
|
2.
|
ACCOUNTING POLICIES
|
Type of Fixed Income Security
|
||||||
Government
|
Corporate
|
Mortgage Backed
|
||||
Type of Input
|
Bonds
|
Debt
|
Securities
|
|||
Benchmark Yields
|
X
|
X
|
X
|
|||
Broker Quotes
|
X
|
X
|
X
|
|||
Discount Margins
|
X
|
X
|
||||
Treasury Market Update
|
X
|
|||||
Base Spread
|
X
|
X
|
X
|
|||
Corporate Actions
|
X
|
|||||
Ratings Agency Updates
|
X
|
X
|
||||
Prepayment Schedule and History
|
X
|
|||||
Yield Adjustments
|
X
|
3.
|
PLAN TERMINATION
|
4.
|
INVESTMENTS
|
5.
|
INVESTMENT CONTRACTS
|
6.
|
INVESTMENTS EXCEEDING 5% OF NET PLAN NET ASSETS
|
December 31,
|
||||||||
2009
|
2008
|
|||||||
American Electric Power Company, Inc. Common Stock
|
$ | 290,349,477 | $ | 267,992,159 | ||||
Mellon Capital Aggregate Bond Index Fund
|
320,369,946 | 267,155,971 | ||||||
Mellon Capital Stock Index Fund
|
384,825,849 | 277,166,824 | ||||||
Mellon Capital International Stock Index Fund
|
243,903,092 | 164,647,256 | ||||||
Intermediate Term Bond Fund
|
803,613,204 | 728,654,801 |
7.
|
NET APPRECIATION (DEPRECIATION) OF INVESTMENTS
|
Years Ended December 31,
|
||||||||
2009
|
2008
|
|||||||
American Electric Power Company, Inc. - Common Stock
|
$ | 15,124,119 | $ | (99,973,910 | ) | |||
Participant Loans
|
182,114 | 104,604 | ||||||
Common/Collective Trusts
|
198,567,573 | (361,388,798 | ) | |||||
Corporate Stock
|
133,656,423 | (255,804,906 | ) | |||||
Fixed Income Securities
|
2,198,623 | (7,479,660 | ) | |||||
Registered Investment Companies
|
(109,564 | ) | (12,771,102 | ) | ||||
Net Appreciation (Depreciation) in Fair Value of Investments
|
$ | 349,619,288 | $ | (737,313,772 | ) |
8.
|
PARTY-IN-INTEREST TRANSACTIONS
|
9.
|
FAIR VALUE MEASUREMENTS
|
Fair Value Measurements at December 31, 2009
|
||||||||||||||||
Level 1
|
Level 2
|
Level 3
|
Total
|
|||||||||||||
Equities
|
||||||||||||||||
Corporate Stock – Domestic
|
$ | 471,790,974 | $ | - | $ | - | $ | 471,790,974 | ||||||||
AEP Stock Fund
|
292,902,705 | - | - | 292,902,705 | ||||||||||||
Subtotal Equities
|
764,693,679 | - | - | 764,693,679 | ||||||||||||
Fixed Income
|
||||||||||||||||
Government Bonds
|
- | 17,891,351 | - | 17,891,351 | ||||||||||||
Corporate Debt Securities
|
- | 7,778,197 | - | 7,778,197 | ||||||||||||
Mortgage Backed Securities
|
- | 22,055,886 | - | 22,055,886 | ||||||||||||
Subtotal Fixed Income
|
- | 47,725,434 | - | 47,725,434 | ||||||||||||
Common/Collective Trusts
|
||||||||||||||||
JPMCB Liquidity Fund
|
- | 10,075,323 | - | 10,075,323 | ||||||||||||
Mellon Capital Small Cap Stock Index Fund
|
- | 120,246,768 | - | 120,246,768 | ||||||||||||
Mellon Capital Stock Index Fund
|
- | 384,825,849 | - | 384,825,849 | ||||||||||||
Mellon Capital International Stock Index Fund
|
- | 243,903,092 | - | 243,903,092 | ||||||||||||
Alliance Bernstein International Style Blend
|
- | 70,450,436 | - | 70,450,436 | ||||||||||||
JP Morgan US Real Estate Securities Fund
|
- | 13,030,934 | - | 13,030,934 | ||||||||||||
Mellon Capital Aggregate Bond Index Fund
|
- | 320,369,946 | - | 320,369,946 | ||||||||||||
JP Morgan Strategic Property Fund
|
- | - | 20,401,736 | 20,401,736 | ||||||||||||
JP Morgan Emerging Markets Fund
|
- | - | 13,745,305 | 13,745,305 | ||||||||||||
Subtotal Common Collective Trusts
|
- | 1,162,902,348 | 34,147,041 | 1,197,049,389 | ||||||||||||
Registered Investment Companies
|
47,703,075 | - | - | 47,703,075 | ||||||||||||
Cash Equivalents
|
- | 11,546,014 | - | 11,546,014 | ||||||||||||
Stable Value Fund
|
- | 836,434,950 | - | 836,434,950 | ||||||||||||
Participant Loans
|
- | - | 66,455,396 | 66,455,396 | ||||||||||||
Wrapper Contracts
|
1,332,221 | 1,332,221 | ||||||||||||||
Accrued Items and Unsettled Trades
|
2,923,100 | 6,406,202 | - | 9,329,302 | ||||||||||||
Total Assets
|
$ | 815,319,854 | $ | 2,065,014,948 | $ | 101,934,658 | $ | 2,982,269,460 |
Fair Value Estimated Using Net Asset Value per Share as of December 31, 2009
|
||||||
Fair Value
|
Redemption Frequency
(If currently eligible)
|
Redemption Notice Period
|
||||
JP Morgan Liquidity Fund
|
$
|
10,075,323
|
Daily
|
1 Day
|
||
Mellon Capital Small Cap Stock Index Fund
|
120,246,768
|
Daily
|
Trade Date + 1
|
|||
Mellon Capital Stock Index Fund
|
384,825,849
|
Daily
|
Trade Date + 1
|
|||
Mellon Capital International Stock Index Fund
|
243,903,092
|
Daily
|
Trade Date + 1
|
|||
Alliance Bernstein International Style Blend
|
70,450,436
|
Daily
|
1-30 Days
|
|||
JP Morgan US Real Estate Securities Fund
|
13,030,934
|
Daily
|
1 Day
|
|||
Mellon Capital Aggregate Bond Index Fund
|
320,369,946
|
Daily
|
Trade Date + 1
|
|||
JP Morgan Strategic Property Fund
|
20,401,735
|
Daily
|
45 Days
|
|||
JP Morgan Emerging Markets Fund
|
13,745,306
|
Daily
|
1 Day
|
|||
Stable Value Fund
|
836,434,950
|
Daily
|
1 Day
|
|||
Total Assets
|
$
|
2,033,484,339
|
Fair Value Measurements at December 31, 2008
|
||||||||||||||||
Level 1
|
Level 2
|
Level 3
|
Total
|
|||||||||||||
Corporate Stock
|
$ | 345,027,766 | $ | - | $ | - | $ | 345,027,766 | ||||||||
Corporate Debt
|
- | 28,808,270 | - | 28,808,270 | ||||||||||||
Mortgage Backed Securities
|
- | 9,848,119 | - | 9,848,119 | ||||||||||||
Government Bonds
|
- | 11,441,975 | - | 11,441,975 | ||||||||||||
Common Collective Trust:
|
||||||||||||||||
Equities
|
- | 581,443,853 | - | 581,443,853 | ||||||||||||
Debt
|
- | 267,155,971 | - | 267,155,971 | ||||||||||||
Strategic Property
|
- | - | 31,212,837 | 31,212,837 | ||||||||||||
Emerging Markets
|
- | - | 8,764,187 | 8,764,187 | ||||||||||||
Cash Equivalents
|
- | 19,167,024 | - | 19,167,024 | ||||||||||||
Registered Investment Companies
|
33,465,370 | - | - | 33,465,370 | ||||||||||||
Stable Value
|
- | 779,958,193 | - | 779,958,193 | ||||||||||||
Wrapper Contracts
|
1,712,868 | 1,712,868 | ||||||||||||||
AEP Stock Fund
|
270,663,162 | - | - | 270,663,162 | ||||||||||||
Participant Loans
|
- | - | 60,521,812 | 60,521,812 | ||||||||||||
Unsettled Trades
|
3,226,069 | (10,293,484 | ) | - | (7,067,415 | ) | ||||||||||
Total Assets
|
$ | 652,382,367 | $ | 1,687,529,921 | $ | 102,211,704 | $ | 2,442,123,992 |
Changes in Fair Value Measurements for the Year Ended December 31, 2009
|
||||||||||||||||||||
Strategic
Property
Fund
|
Emerging
Markets
Fund
|
Wrapper
Contracts
|
Participant
Loans
|
Total
|
||||||||||||||||
Balance at Beginning of Year
|
$ | 31,212,837 | $ | 8,764,187 | $ | 1,712,868 | $ | 60,521,812 | $ | 102,211,704 | ||||||||||
Realized Gains (Losses)
|
(846,000 | ) | 319,435 | - | - | (119,214 | ) | |||||||||||||
Unrealized Gains (Losses)
|
(7,507,188 | ) | 6,662,133 | (380,647 | ) | - | (1,633,053 | ) | ||||||||||||
Purchases, Sales, Issuances, and Settlements (Net)
|
(2,457,913 | ) | (2,000,450 | ) | - | 5,933,584 | 1,475,221 | |||||||||||||
Balance at End of Year
|
$ | 20,401,736 | $ | 13,745,305 | $ | 1,332,221 | $ | 66,455,396 | $ | 101,934,658 |
Changes in Fair Value Measurements for the Year Ended December 31, 2008
|
||||||||||||||||||||
Strategic
Property
Fund
|
Emerging
Markets
Fund
|
Wrapper
Contracts
|
Participant
Loans
|
Total
|
||||||||||||||||
Balance at Beginning of Year
|
$ | 53,073,359 | $ | 15,647,202 | $ | - | $ | 58,519,891 | $ | 127,240,452 | ||||||||||
Realized Gains
|
2,233,758 | 820,004 | - | - | 3,053,762 | |||||||||||||||
Unrealized Gains (Losses)
|
(4,040,239 | ) | (6,571,629 | ) | 1,712,868 | - | (8,899,000 | ) | ||||||||||||
Purchases, Sales, Issuances, and Settlements (Net)
|
(20,054,041 | ) | (1,131,390 | ) | - | 2,001,921 | (19,183,510 | ) | ||||||||||||
Balance at End of Year
|
$ | 31,212,837 | $ | 8,764,187 | $ | 1,712,868 | $ | 60,521,812 | $ | 102,211,704 |
10.
|
RISK AND UNCERTAINITIES
|
11.
|
FEDERAL INCOME TAX
|
12.
|
LEGAL ISSUES
|
13.
|
RECONCILIATION OF FINANCIAL STATEMENTS TO THE FORM 5500
|
January 1,
|
||||||
Participant Loans – Schedule H, Part I, line 1c(8), Column (a)
|
2009
|
2008
|
||||
Beginning Balance per Financial Statements
|
$
|
60,521,812
|
$
|
58,519,891
|
||
Less: Loans Deemed Distributed with No Post-Default Payments
|
(510,538)
|
(472,366)
|
||||
Balance Reported on Form 5500
|
$
|
60,011,274
|
$
|
58,047,525
|
December 31,
|
||||||
Participant Loans – Schedule H, Part I, Line 1c(8), Column (b)
|
2009
|
2008
|
||||
Ending Balance per Financial Statements
|
$
|
66,455,396
|
$
|
60,521,812
|
||
Less: Assets and Activity Related to Loans Deemed Distributed with No Payments Post-Default
|
(766,983)
|
(510,538)
|
||||
Balance Reported on Form 5500
|
$
|
65,688,413
|
$
|
60,011,274
|
January 1,
|
||||||
Net Assets – Schedule H, Part I, Line 1L, Column (a)
|
2009
|
2008
|
||||
Beginning Balance per Financial Statements
|
$
|
2,548,142,827
|
$
|
3,186,107,355
|
||
Less: Loans Deemed Distributed with No Post-Default Payments
|
(510,538)
|
(472,366)
|
||||
Less: Adjustment from Contract Value to Fair Value
|
(106,018,835)
|
-
|
||||
Beginning Balance Reported on Form 5500
|
$
|
2,441,613,454
|
$
|
3,185,634,989
|
December 31,
|
||||||
Net Assets – Schedule H, Part I, Line 1L, Column (b)
|
2009
|
2008
|
||||
Ending Balance per Financial Statements
|
$
|
3,031,401,472
|
$
|
2,548,142,827
|
||
Less: Adjustment from Contract Value to Fair Value
|
(49,132,012)
|
(106,018,835)
|
||||
Less: Assets and Activity Related to Loans Deemed Distributed with No Payments Post-Default
|
(766,983)
|
(510,538)
|
||||
Balance Reported on Form 5500
|
$
|
2,981,502,477
|
$
|
2,441,613,454
|
December 31,
|
||||||
Increase (Decrease) in Net Assets – Schedule H, Part II, Line 2k
|
2009
|
2008
|
||||
Balance per Financial Statements
|
$
|
483,258,645
|
$
|
(637,964,528)
|
||
Less: Loans Deemed Distributed
|
(256,445)
|
(38,172)
|
||||
Less: Adjustment from Contract Value to Fair Value
|
56,886,823 |
(106,018,835)
|
||||
Balance Reported on Form 5500
|
$
|
539,889,023
|
$
|
(744,021,535)
|
SUPPLEMENTAL SCHEDULE OF ASSETS HELD AS OF DECEMBER 31, 2009
|
||||||||
Identity of Issuer, Borrower, Lessor or Similar Party
|
Number of Shares/Units
|
Fair Value
|
||||||
Investment Contracts:
|
||||||||
Stable Value Wrap
|
- | $ | 665,710 | |||||
Bank of America
|
||||||||
variable annual yield (2.00% at December 31, 2009)
|
||||||||
with an indeterminate maturity date
|
||||||||
Stable Value Wrap
|
- | - | ||||||
ING
|
||||||||
variable annual yield (2.00% at December 31, 2009)
|
||||||||
with an indeterminate maturity date
|
||||||||
Stable Value Wrap
|
- | - | ||||||
IXIS
|
||||||||
variable annual yield (2.00% at December 31, 2009)
|
||||||||
with an indeterminate maturity date
|
||||||||
Stable Value Wrap
|
- | 666,511 | ||||||
State Street Bank
|
||||||||
variable annual yield (2.00% at December 31, 2009)
|
||||||||
with an indeterminate maturity date
|
||||||||
Subtotal Wrapper Contracts
|
$ | 1,332,221 | ||||||
Intermediate Bond Fund-
|
$ | 803,613,204 | ||||||
JPMorgan Chase Bank
|
||||||||
U.S. Treasury Notes
|
95,271 | |||||||
(2.000%, due at February 28, 2010)
|
||||||||
U.S. Treasury Notes
|
110,709 | |||||||
(2.125%, due at April 30, 2010)
|
||||||||
U.S. Treasury Notes
|
252,471 | |||||||
(2.625%, due at May 31, 2010)
|
||||||||
U.S. Treasury Notes
|
582,614 | |||||||
(2.375%, due at August 31, 2010)
|
||||||||
U.S. Treasury Notes
|
1,371,091 | |||||||
(2.000%, due at September 30, 2010)
|
||||||||
JPMorgan Chase Bank
|
30,409,590 | |||||||
Liquidity Fund
|
||||||||
Subtotal Stable Value
|
836,434,950 | |||||||
TOTAL - INVESTMENT CONTRACTS
|
837,767,171 | |||||||
ADJUSTMENT FROM FAIR VALUE TO CONTRACT VALUE
|
49,132,012 | |||||||
TOTAL - INVESTMENT CONTRACTS AT CONTRACT VALUE
|
$ | 886,899,183 |
AMERICAN ELECTRIC POWER SYSTEM RETIREMENT SAVINGS PLAN
|
||||
SUPPLEMENTAL SCHEDULE OF ASSETS HELD AS OF DECEMBER 31, 2009 (continued)
|
||||
Identity of Issuer, Borrower, Lessor or Similar Party
|
Number of Shares/Units
|
Fair Value
|
||
Cash Equivalents
|
||||
(VAN 2) JPMORGAN DOMESTIC LIQUIDITY
|
9,898,391
|
Units
|
$
|
9,900,598
|
CASH
|
12,034
|
Units
|
12,034
|
|
CASH - COMMINGLED FUNDS
|
1,633,382
|
Units
|
1,633,382
|
|
Total Cash Equivalents
|
$
|
11,546,014
|
||
Common / Collective Trusts
|
||||
JP Morgan Liquidity Fund
|
10,075,323
|
Units
|
10,075,323
|
|
Mellon Capital Small Cap Stock Index Fund
|
1,181,717
|
Units
|
120,246,768
|
|
Mellon Capital Stock Index Fund
|
3,737,298
|
Units
|
384,825,849
|
|
Mellon Capital International Stock Index Fund
|
2,443,307
|
Units
|
243,903,092
|
|
Alliance Bernstein Internatinal Style Blend
|
7,247,987
|
Units
|
$
|
70,450,436
|
JP Morgan US Real Estate Securities Fund
|
474,715
|
Units
|
13,030,934
|
|
Mellon Capital Aggregate Bond Index Fund
|
3,034,898
|
Units
|
320,369,946
|
|
JP Morgan Emerging Markets Fund
|
299,658
|
Units
|
13,745,305
|
|
JP Morgan Strategic Property Fund
|
16,129
|
Units
|
20,401,736
|
|
Total Common / Collective Trusts
|
$
|
1,197,049,389
|
||
AEP Stock Fund
|
||||
American Electric Power Company, Inc. Common Stock $6.50 par value
|
8,345,774
|
Units
|
$
|
290,349,477
|
JP Morgan Liquid Assets Money Market Fund
|
2,553,228
|
Units
|
2,553,228
|
|
Total AEP Stock Fund
|
$
|
292,902,705
|
||
Corporate Stock - Domestic
|
||||
3M CO COM STK USD0.01
|
12,000
|
Units
|
$
|
992,040
|
AARONS INC COM
|
5,100
|
Units
|
141,515
|
|
ABBOTT LABORATORIES COM STK NPV
|
62,500
|
Units
|
3,374,375
|
|
ABM INDUSTRIES INC COM STK USD0.01
|
10,435
|
Units
|
215,587
|
|
ACE LIMITED CHF32.51
|
20,100
|
Units
|
1,013,040
|
|
ACUITY BRANDS INC COM STK USD0.01
|
8,615
|
Units
|
307,039
|
|
ADOBE SYSTEMS INC COM STK USD0.0001
|
141,000
|
Units
|
5,185,980
|
|
ADVANCE AUTO PARTS INC COM STK USD0.0001
|
2,725
|
Units
|
110,472
|
|
AEROPOSTALE INC COM STK USD0.01
|
49,500
|
Units
|
1,685,475
|
|
AFC ENTERPRISES INC COM STK USD0.001
|
7,700
|
Units
|
62,832
|
|
AFFILIATED MANAGERS GROUP INC COM STK USD0.01
|
7,530
|
Units
|
507,146
|
|
AGILENT TECHNOLOGIES INC COM STK USD0.01
|
42,278
|
Units
|
1,313,577
|
|
AIR METHODS CORP COM STK USD0.06
|
8,100
|
Units
|
272,322
|
|
AIR PRODUCTS & CHEMICALS INC COM STK USD1
|
4,100
|
Units
|
334,191
|
|
AKAMAI TECHNOLOGIES COM STK USD0.01
|
28,900
|
Units
|
732,037
|
|
ALCON INC CHF0.20
|
25,900
|
Units
|
4,256,665
|
|
ALEXANDRIA REAL ESTATE EQUITIES INC COM STK
|
1,100
|
Units
|
71,104
|
|
ALLEGHENY TECHNOLOGIES INC COM STK USD0.10
|
10,510
|
Units
|
470,533
|
|
ALLIANCE DATA SYSTEM COM STK USD0.01
|
17,100
|
Units
|
1,104,489
|
|
ALLIANCE HEALTHCARE SERVICES INC COM STK USD0.01
|
10,005
|
Units
|
57,129
|
|
ALLIANT TECHSYSTEMS INC COM STK USD0.01
|
14,900
|
Units
|
1,315,223
|
|
ALLSTATE CORP COM STK USD0.01
|
64,600
|
Units
|
1,953,504
|
|
ALTERA CORP COM STK USD0.001
|
85,100
|
Units
|
1,925,813
|
|
ALTRIA GROUP INC COM STK USD0.333
|
49,600
|
Units
|
990,512
|
|
AMAZON COM INC COM STK USD0.01
|
43,700
|
Units
|
5,878,524
|
|
AMEDISYS INC COM STK USD0.001
|
4,870
|
Units
|
236,487
|
|
AMEREN CORP COM STK USD0.01
|
14,300
|
Units
|
399,685
|
|
AMERICAN EAGLE OUTFITTER COM STK USD0.01
|
9,855
|
Units
|
168,323
|
|
AMERIPRISE FINANCIAL INC COM STK USD0.01
|
73,000
|
Units
|
2,833,860
|
|
AMERISOURCEBERGEN CORP COM STK NPV
|
48,845
|
Units
|
1,273,389
|
|
AMGEN INC COM STK USD0.0001
|
16,900
|
Units
|
956,033
|
|
AMPHENOL CORP CLASS'A'COM STK USD0.001
|
27,800
|
Units
|
1,284,221
|
|
AMR CORP COM STK USD1
|
72,200
|
Units
|
558,106
|
|
AMSURG CORP COM STK NPV
|
5,835
|
Units
|
128,487
|
|
ANALOG DEVICES INC COM STK USD0.16 2/3
|
80,900
|
Units
|
2,554,822
|
|
ANNTAYLOR STORES CORP COM STK USD0.0068
|
48,600
|
Units
|
662,904
|
|
ANWORTH MORTGAGE ASSET CORP COM STK USD0.01
|
47,155
|
Units
|
343,288
|
|
APACHE CORP COM STK USD1.25
|
11,400
|
Units
|
1,176,138
|
|
APOLLO INVESTMENT CORP COM STK USD0.001
|
27,040
|
Units
|
265,262
|
|
APPLE INC COM STK NPV
|
35,700
|
Units
|
7,527,702
|
|
APTARGROUP INC COM STK USD0.01
|
22,700
|
Units
|
811,298
|
|
ARBITRON INC COM STK USD0.50
|
6,510
|
Units
|
153,115
|
|
ARCH CAPITAL GROUP COM STK USD0.01
|
6,200
|
Units
|
443,610
|
|
ARCHER DANIELS MIDLAND CO COM STK NPV
|
11,100
|
Units
|
347,541
|
|
ARES CAPITAL CORP COM STK USD0.001
|
37,400
|
Units
|
465,630
|
|
ARGO GROUP INTL HLDGS COM STK USD0.01
|
7,919
|
Units
|
230,760
|
|
ARKANSAS BEST CORP COM STK USD0.01
|
5,415
|
Units
|
159,363
|
|
ARRIS GROUP INC COM STK USD0.01
|
70,700
|
Units
|
808,101
|
|
ARROW ELECTRONICS INC COM STK USD1
|
37,185
|
Units
|
1,101,048
|
|
ASBURY AUTOMOTIVE GROUP INC COM STK USD0.01
|
21,575
|
Units
|
248,760
|
|
ASCENT MEDIA CORPORATION SER'A'USD0.01
|
2,905
|
Units
|
74,165
|
|
ASHLAND INC COM STK USD1
|
15,450
|
Units
|
612,129
|
|
ASML HOLDING NV EUR0.09(NY REG)
|
37,900
|
Units
|
1,292,011
|
|
ASPEN INSURANCE HLDGS COM STK USD0.15144558
|
5,800
|
Units
|
147,610
|
|
ASSURANT INC COM STK USD0.01
|
48,175
|
Units
|
1,420,199
|
|
ASSURED GUARANTY LTD COM STK USD0.01
|
77,200
|
Units
|
1,679,872
|
|
ASTRAZENECA PLC ADR EACH REP 1 ORD USD0.25(MGT)
|
20,200
|
Units
|
948,188
|
|
ATHEROS COMMUNICATIONS INC COM STK USD0.0005
|
41,200
|
Units
|
1,410,688
|
|
ATMEL CORP COM STK USD0.001
|
243,093
|
Units
|
1,120,659
|
|
ATWOOD OCEANICS INC COM STK USD1
|
20,800
|
Units
|
745,680
|
|
AUTONATION INC COM STK USD0.01
|
49,300
|
Units
|
944,095
|
|
AVNET INC COM STK USD1
|
44,625
|
Units
|
1,345,890
|
|
AVON PRODUCTS INC COM STK USD0.25
|
33,700
|
Units
|
1,061,550
|
|
BAIDU INC ADS EACH REPR 1 ORD CLS'A'SHS
|
2,200
|
Units
|
904,706
|
|
BALL CORP COM STK NPV
|
6,800
|
Units
|
351,560
|
|
BANK OF AMERICA CORP COM EQV SECS(CONS DEP SHS &
|
37,600
|
Units
|
560,992
|
|
BANK OF AMERICA CORP COM STK USD0.01
|
57,100
|
Units
|
859,926
|
|
BANK OF HAWAII CORP COM STK USD2
|
18,500
|
Units
|
870,610
|
|
BAXTER INTERNATIONAL INC COM STK USD1
|
54,800
|
Units
|
3,231,556
|
|
BE AEROSPACE INC COM STK USD0.01
|
31,600
|
Units
|
742,600
|
|
BEACON ROOFING SUPPLY INC COM STK USD0.01 CLS'A'
|
7,330
|
Units
|
117,280
|
|
BECKMAN COULTER INC COM STK USD0.10
|
24,386
|
Units
|
1,595,820
|
|
BED BATH AND BEYOND COM STK USD0.01
|
22,600
|
Units
|
873,038
|
|
BEL FUSE INC CLASS'B'SHS USD0.1
|
4,000
|
Units
|
85,960
|
|
BELDEN INC COM STK USD0.01
|
19,045
|
Units
|
418,419
|
|
BELO CORP CLASS'A'COM STK USD1.67
|
76,900
|
Units
|
418,336
|
|
BERKSHIRE HILLS BANCORP INC COM STK USD0.01
|
1,500
|
Units
|
31,020
|
|
BIG LOTS INC COM STK USD0.01
|
29,466
|
Units
|
853,925
|
|
BILL BARRETT CORP COM NPV
|
14,500
|
Units
|
451,095
|
|
BIO RAD LABORATORIES INC CLASS'A'COM STK USD0.0001
|
1,100
|
Units
|
106,106
|
|
BJ SERVICES COM STK USD0.10
|
37,600
|
Units
|
701,240
|
|
BJS WHOLESALE CLUB INC COM STK USD0.01
|
34,365
|
Units
|
1,124,079
|
|
BLACK BOX CORP COM STK USD0.001
|
4,700
|
Units
|
133,480
|
|
BLOCK(H & R) INC COM STK NPV
|
11,980
|
Units
|
272,785
|
|
BMC SOFTWARE INC COM STK USD0.01
|
32,300
|
Units
|
1,295,230
|
|
BORG-WARNER INC COM STK USD0.01
|
16,500
|
Units
|
548,130
|
|
BOWNE & CO INC USD0.01
|
32,940
|
Units
|
220,039
|
|
BP AMOCO P.L.C ADR-EACH CNV INTO 6 ORD USD0.25
|
18,000
|
Units
|
1,043,460
|
|
BRADY CORP 'A'NON.V USD0.01
|
5,375
|
Units
|
161,304
|
|
BRINK'S COMPANY BRINKS GROUP COM USD1
|
12,885
|
Units
|
313,621
|
|
BRISTOW GROUP INC COM STK USD0.01
|
13,720
|
Units
|
527,534
|
|
BROCADE COMM USD0.001
|
116,900
|
Units
|
891,947
|
|
BROOKS AUTOMATION INC
|
59,400
|
Units
|
509,652
|
|
BROWN & BROWN INC COM STK USD0.10
|
3,700
|
Units
|
66,489
|
|
BROWN SHOE CO INC COM STK USD3.75
|
19,230
|
Units
|
191,146
|
|
BUCKLE COM STK USD0.05
|
38,450
|
Units
|
1,125,816
|
|
BUCYRUS INTERNATIONAL INC COM STK USD0.01
|
35,700
|
Units
|
2,012,409
|
|
BUNGE LTD COM STK USD0.01
|
5,500
|
Units
|
351,065
|
|
CABLEVISION SYSTEMS CORP NY GROUP COM STK USD0.01
|
60,400
|
Units
|
1,559,528
|
|
CABOT CORP COM STK USD1
|
3,272
|
Units
|
85,825
|
|
CACI INTL INC CLASS A COM
|
3,900
|
Units
|
190,515
|
|
CAE INC COM NPV
|
112,700
|
Units
|
927,521
|
|
CALLAWAY GOLF CO COM STK USD0.01
|
18,110
|
Units
|
136,549
|
|
CAMBREX CORP COM STK USD0.10
|
9,700
|
Units
|
54,126
|
|
CAMECO CORP COM NPV
|
71,300
|
Units
|
2,297,765
|
|
CAMPBELL SOUP CO CAP STK USD0.0375
|
26,900
|
Units
|
916,618
|
|
CAPITALSOURCE INC COM STK USD0.01
|
37,865
|
Units
|
150,324
|
|
CAPSTEAD MTGE.CORP COM STK USD0.01
|
15,265
|
Units
|
216,610
|
|
CARLISLE COS INC COM STK USD1
|
14,499
|
Units
|
496,736
|
|
CEC ENTERTAINMENT COM STK USD0.10
|
7,400
|
Units
|
236,208
|
|
CELANESE CORP COM STK USD0.0001 CLS'A'
|
10,949
|
Units
|
351,463
|
|
CELGENE CORP COM STK USD0.01
|
45,900
|
Units
|
2,555,712
|
|
CENOVUS ENERGY INC NPV
|
16,400
|
Units
|
413,280
|
|
CENTENE CORP(DEL) COM STK USD0.001
|
8,435
|
Units
|
178,569
|
|
CEPHALON INC COM STK USD0.01
|
15,300
|
Units
|
954,873
|
|
CHARMING SHOPPES INC COM STK USD0.10
|
39,735
|
Units
|
257,085
|
|
CHECKPOINT SYSTEMS COM STK USD0.10
|
7,645
|
Units
|
116,586
|
|
CHEVRON CORP COM STK USD0.75
|
13,100
|
Units
|
1,008,569
|
|
CHICAGO BRIDGE & IRON CO N.V. EUR0.01 (REG)
|
22,700
|
Units
|
458,994
|
|
CHICOS FAS INC COM STK USD0.01
|
13,300
|
Units
|
186,865
|
|
CHINA MEDICAL TECHNOLOGIES INC ADR EACH REP 10 ORD
|
17,100
|
Units
|
240,255
|
|
CHUBB CORP COM STK USD1
|
19,200
|
Units
|
950,976
|
|
CIBER INC COM STK USD0.01
|
23,100
|
Units
|
79,695
|
|
CIGNA CORP COM STK USD0.25
|
50,255
|
Units
|
1,772,494
|
|
CINCINNATI BELL NC USD0.01
|
237,100
|
Units
|
817,995
|
|
CISCO SYSTEMS INC COM STK USD0.001
|
200,400
|
Units
|
4,797,576
|
|
CITY HLDG CO COM STK USD2.50
|
3,000
|
Units
|
96,990
|
|
CLIFFS NATURAL RESOURCES INC COM STK USD0.125
|
20,500
|
Units
|
944,845
|
|
CMS ENERGY CORP COM STK USD0.01
|
26,400
|
Units
|
413,424
|
|
COACH INC COM STK USD0.01
|
48,520
|
Units
|
1,772,436
|
|
COGNEX CORP COM STK USD0.002
|
40,500
|
Units
|
717,660
|
|
COGNIZANT TECHNOLOGY SOLUTIONS CORP COM STK
|
19,000
|
Units
|
860,700
|
|
COLGATE-PALMOLIVE CO COM STK USD1
|
30,900
|
Units
|
2,538,435
|
|
COLONY FINANCIAL INC USD0.01
|
6,100
|
Units
|
124,684
|
|
COMMERCE BANCSHARES INC COM STK USD5
|
1,575
|
Units
|
60,984
|
|
COMPUTER SCIENCES CORP COM STK USD1
|
38,910
|
Units
|
2,238,492
|
|
COMTECH TELECOMMUNICATIONS COM STK USD0.10
|
21,657
|
Units
|
759,078
|
|
CONMED CORP COM STK USD0.01
|
11,280
|
Units
|
257,184
|
|
CONOCOPHILLIPS COM STK USD1.25
|
19,100
|
Units
|
975,437
|
|
CONSOL ENERGY INC COM STK USD0.01
|
13,900
|
Units
|
692,220
|
|
CONSTELLATION ENERGY GROUP INC COM STK NPV
|
11,000
|
Units
|
389,510
|
|
CONVERGYS CORP COM STK NPV
|
16,800
|
Units
|
180,600
|
|
CORE LABORATORIES NV EUR0.01
|
1,200
|
Units
|
141,744
|
|
CORPORATE EXECUTIVE BOARD CO COM STK USD0.01
|
10,410
|
Units
|
237,556
|
|
COSTCO WHOLESALE CORP COM STK USD0.005
|
46,000
|
Units
|
2,721,820
|
|
COVANCE INC COM STK USD0.01
|
5,502
|
Units
|
300,244
|
|
CRA INTERNATIONAL INC COM
|
3,569
|
Units
|
95,114
|
|
CRACKER BARREL OLD COUNTRY STORE INC
|
25,400
|
Units
|
964,946
|
|
CREDIT SUISSE GROUP ADR-EACH REPR 1 ORD(DT
|
20,600
|
Units
|
1,012,696
|
|
CREE INC COM STK USD0.005
|
18,000
|
Units
|
1,014,660
|
|
CROWN MEDIA HOLDINGS CLASS'A'COM STK USD0.01
|
41,400
|
Units
|
60,030
|
|
CUMMINS INC COM STK USD2.50
|
71,000
|
Units
|
3,256,060
|
|
CVB FINANCIAL NPV
|
14,811
|
Units
|
129,226
|
|
CYTEC INDUSTRIES INC COM STK USD0.01
|
5,155
|
Units
|
187,745
|
|
DARDEN RESTAURANTS INC COM STK NPV
|
12,900
|
Units
|
452,403
|
|
DAVITA INC COM STK USD0.001
|
9,910
|
Units
|
582,113
|
|
DECKERS OUTDOOR CORP COM STK USD0.01
|
3,700
|
Units
|
376,364
|
|
DELPHI FINANCIAL GROUP INC CLASS'A'COM STK USD0.01
|
10,600
|
Units
|
237,122
|
|
DIEBOLD INC COM STK USD1.25
|
25,875
|
Units
|
736,144
|
|
DISCOVERY COMMUNICATIONS INC CLS 'A' USD0.01
|
29,050
|
Units
|
890,964
|
|
DISCOVERY COMMUNICATIONS INC CLS 'C' USD0.01
|
29,050
|
Units
|
770,406
|
|
DOLBY LABORATORIES INC COM STK USD0.001 CLASS 'A'
|
29,000
|
Units
|
1,384,170
|
|
DOLE FOOD CO INC USD0.001
|
43,910
|
Units
|
544,923
|
|
DOLLAR TREE INC COM STK USD0.01
|
18,800
|
Units
|
908,040
|
|
DONNELLEY(R.R.)& SONS CO COM STK USD1.25
|
43,336
|
Units
|
965,093
|
|
DOVER CORP COM STK USD1
|
17,800
|
Units
|
740,658
|
|
DOW CHEMICAL CO COM STK USD2.50
|
12,400
|
Units
|
344,472
|
|
DRESS BARN INC COM STK USD0.05
|
6,555
|
Units
|
151,421
|
|
DTE ENERGY CO COM STK NPV
|
9,000
|
Units
|
397,080
|
|
DU PONT(E.I.)DE NEMOURS & CO COM STK USD0.30
|
10,600
|
Units
|
356,902
|
|
DUKE REALTY CORP COM STK USD0.01
|
68,379
|
Units
|
832,172
|
|
DYNCORP INTERNATIONAL INC COM STK USD0.01
|
64,300
|
Units
|
922,705
|
|
E TRADE FINANCIAL CORP COM STK USD0.01
|
262,860
|
Units
|
460,005
|
|
EARTHLINK INC COM STK USD0.01
|
26,355
|
Units
|
219,010
|
|
EAST WEST BANCORP INC COM STK USD0.01
|
28,310
|
Units
|
447,298
|
|
EASTMAN CHEMICAL CO COM STK USD0.01
|
5,500
|
Units
|
333,740
|
|
EATON CORP COM USD0.50
|
14,100
|
Units
|
897,042
|
|
EBIX. COM INC USD0.10
|
3,900
|
Units
|
190,437
|
|
EDISON INTERNATIONAL COM STK NPV
|
10,400
|
Units
|
364,988
|
|
EL PASO ELECTRIC CO COM STK NPV
|
16,400
|
Units
|
332,592
|
|
ELECTRONICS FOR IMAGING INC COM STK USD0.01
|
11,860
|
Units
|
154,299
|
|
EMULEX CORP COM STK USD0.10
|
19,999
|
Units
|
217,989
|
|
ENCANA CORP COM NPV
|
16,400
|
Units
|
531,196
|
|
ENDURANCE SPECIALTY HLDGS LTD USD1
|
19,500
|
Units
|
725,985
|
|
ENERGEN CORP COM STK USD0.01
|
18,900
|
Units
|
884,520
|
|
ENERSYS COM USD0.01
|
18,605
|
Units
|
406,891
|
|
ENI ADR EACH REP 2 ORD (MGT)
|
18,800
|
Units
|
951,468
|
|
ENSCO PLC
|
21,100
|
Units
|
842,734
|
|
ENSTAR GROUP LIMITED SHS
|
800
|
Units
|
58,416
|
|
EQUIFAX INC COM STK USD1.25
|
15,785
|
Units
|
487,599
|
|
EXPRESS SCRIPTS INC COM STK USD0.01
|
14,400
|
Units
|
1,244,880
|
|
EXXON MOBIL CORP COM STK NPV
|
13,800
|
Units
|
941,022
|
|
FAMILY DOLLAR STORES INC COM STK USD0.10
|
8,100
|
Units
|
226,517
|
|
FBR CAPITAL MARKETS COM STK USD0.001
|
37,540
|
Units
|
231,997
|
|
FEDERATED INVESTORS INC COM STK CLASS'B'USD0.01
|
6,780
|
Units
|
186,450
|
|
FIDELITY NATIONAL FINANCIAL INC CLASS 'A' COM STK
|
13,850
|
Units
|
186,421
|
|
FIFTH STREET FINANCE CORP USD0.01
|
19,245
|
Units
|
206,691
|
|
FINISH LINE INC CLASS'A'COM STK USD0.01
|
13,680
|
Units
|
171,684
|
|
FIRST AMERICAN CORP COM STK USD1
|
6,180
|
Units
|
205,979
|
|
FIRST CITIZENS BANCSHARES INC NRTH CLASS'A'SHS
|
1,495
|
Units
|
245,643
|
|
FIRST MIDWEST BANCORP COM STK USD0.01
|
15,219
|
Units
|
165,887
|
|
FIRSTENERGY CORP COM STK USD0.10
|
8,700
|
Units
|
404,115
|
|
FLOWSERVE CORP COM STK USD1.25
|
14,000
|
Units
|
1,327,092
|
|
FLUOR CORP(NEW) COM STK USD0.01
|
-
|
Units
|
2,263
|
|
FLUSHING FINANCIAL CORP COM STK USD0.01
|
49,300
|
Units
|
555,118
|
|
FNB CORP PA COM STK USD0.01
|
24,352
|
Units
|
165,350
|
|
FOOT LOCKER INC COM STK USD0.01
|
20,430
|
Units
|
227,590
|
|
FORD MOTOR CO COM STK USD0.01
|
95,800
|
Units
|
958,000
|
|
FOREST LABORATORIES INC COM STK USD0.10
|
30,718
|
Units
|
986,355
|
|
FRANKLIN RESOURCES INC COM STK USD0.10
|
9,700
|
Units
|
1,024,029
|
|
FRESH DEL MONTE PRODUCE NV COM STK USD0.01
|
12,075
|
Units
|
266,858
|
|
FTI CONSULTING INC COM STK USD0.01
|
9,360
|
Units
|
441,418
|
|
FULLER(H.B.)CO COM STK USD1
|
12,400
|
Units
|
282,100
|
|
G & K SERVICES INC CLASS'A'COM STK USD0.50
|
7,580
|
Units
|
190,485
|
|
GAMESTOP CORPORATION NEW CLASS 'A' COM USD0.001
|
48,809
|
Units
|
1,070,869
|
|
GANNETT CO INC COM STK USD1
|
37,700
|
Units
|
561,353
|
|
GAP INC COM STK USD0.05
|
40,800
|
Units
|
854,760
|
|
GARDNER DENVER INC COM STK USD0.01
|
6,050
|
Units
|
257,428
|
|
GENCORP INC COM STK USD0.10
|
65,400
|
Units
|
457,800
|
|
GENERAL CABLE CORP COM STK USD0.01
|
18,600
|
Units
|
547,212
|
|
GILEAD SCIENCES INC COM STK USD0.001
|
112,000
|
Units
|
4,847,360
|
|
GLAXOSMITHKLINE ADR EACH REPR 2 ORD GBP0.25
|
22,502
|
Units
|
963,402
|
|
GLOBAL PAYMENTS INC COM STK USD0.001
|
8,755
|
Units
|
471,544
|
|
GOLDMAN SACHS GROUP INC COM STK USD0.01
|
29,400
|
Units
|
4,963,896
|
|
GOODRICH CORP COM STK USD5
|
26,700
|
Units
|
1,722,684
|
|
GOODRICH PETROLEUM CORPORATION COM STK USD0.20
|
35,700
|
Units
|
869,295
|
|
GOOGLE INC COM STK USD0.001 CLS'A'
|
12,619
|
Units
|
7,823,528
|
|
GRACO INC COM STK USD1
|
5,000
|
Units
|
142,850
|
|
GRANITE CONSTRUCTION COM STK USD0.01
|
3,710
|
Units
|
125,361
|
|
GREATBATCH INC COM STK USD0.001
|
2,261
|
Units
|
43,479
|
|
GREIF INC COM STK CLASS'A' NPV
|
2,400
|
Units
|
130,464
|
|
GRIFFON CORP COM STK USD0.25
|
33,101
|
Units
|
404,494
|
|
GROUP 1 AUTOMOTIVE INC COM STK NPV
|
5,245
|
Units
|
148,696
|
|
GUESS INC COM STK USD0.01
|
11,100
|
Units
|
469,530
|
|
GYMBOREE CORP COM STK USD0.001
|
3,415
|
Units
|
148,518
|
|
HAEMONETICS CORP COM STK USD0.01
|
4,785
|
Units
|
263,893
|
|
HANGER ORTHOPEDICCOM USD0.01
|
8,660
|
Units
|
119,768
|
|
HANOVER INSURANCE GROUP INC COM STK USD0.01
|
10,330
|
Units
|
458,962
|
|
HARMONIC INC COM STK USD0.001
|
157,400
|
Units
|
996,342
|
|
HARRIS CORP COM STK USD1
|
11,340
|
Units
|
539,217
|
|
HARRIS STRATEX NETWORKS INC COM STK USD0.01
|
26,500
|
Units
|
183,115
|
|
HARSCO CORP COM STK USD1.25
|
37,293
|
Units
|
1,201,953
|
|
HARTE-HANKS INC COM STK USD1
|
9,829
|
Units
|
105,957
|
|
HARTFORD FINANCIAL SERVICES GRP INC COM STK
|
55,200
|
Units
|
1,286,187
|
|
HATTERAS FINANCIAL CORP USD0.001
|
6,360
|
Units
|
185,458
|
|
HCC INSURANCE HLDG COM STK USD1
|
29,600
|
Units
|
831,908
|
|
HEALTH CARE REIT INC COM STK USD1
|
1,020
|
Units
|
45,206
|
|
HEARTLAND PAYMENT SYSTEMS INC COM STK USD0.001
|
12,525
|
Units
|
164,453
|
|
HEIDRICK & STRUGGLES COM STK USD0.01
|
31,805
|
Units
|
993,588
|
|
HEINZ(H.J.)CO COM STK USD0.25
|
22,800
|
Units
|
984,504
|
|
HELIX ENERGY SOLUTIONS GROUP INC COM STK NPV
|
24,055
|
Units
|
282,646
|
|
HELMERICH & PAYNE INC COM STK USD0.10
|
35,200
|
Units
|
1,403,776
|
|
HERBALIFE LTD
|
23,200
|
Units
|
941,224
|
|
HEWITT ASSOCIATES COM USD0.01 CLASS A
|
7,515
|
Units
|
317,584
|
|
HEWLETT-PACKARD CO COM STK USD0.01
|
110,800
|
Units
|
5,715,564
|
|
HEXCEL CORP COM STK USD0.01
|
57,000
|
Units
|
739,860
|
|
HILLENBRAND INC NPV
|
19,070
|
Units
|
359,279
|
|
HORACE MANN EDUCATORS CORP COM STK USD0.001
|
7,370
|
Units
|
92,125
|
|
HORNBECK OFFSHORE SERVICES INC COM STK USD0.01
|
3,171
|
Units
|
73,821
|
|
HOSPIRA INC COM STK USD0.01
|
14,900
|
Units
|
759,900
|
|
HUMANA INC COM STK USD0.166
|
26,900
|
Units
|
1,180,641
|
|
IAC/INTERACTIVE CORP COM STK USD0.01
|
20,500
|
Units
|
419,840
|
|
ICT GROUP INC COM STK USD0.01
|
6,300
|
Units
|
102,879
|
|
ILLUMINA INC COM STK USD0.01
|
24,600
|
Units
|
753,990
|
|
IMATION CORP COM STK USD0.01
|
14,280
|
Units
|
124,522
|
|
INDEPENDENT BANK CORP(MASS) COM STK USD0.01
|
2,500
|
Units
|
52,675
|
|
INFINITY PROPERTY & CASUALTY CORP COM NPV
|
3,150
|
Units
|
128,016
|
|
INGRAM MICRO INC CLASS'A'COM STK USD0.01
|
21,915
|
Units
|
382,417
|
|
INSIGHT ENTERPRISE INC COM STK USD0.01
|
25,445
|
Units
|
290,582
|
|
INTEGRATED DEVICE TECHNOLOGY INC COM STK USD0.001
|
95,311
|
Units
|
616,662
|
|
INTEGRYS ENERGY GROUP INC COM STK USD1
|
9,842
|
Units
|
413,266
|
|
INTEL CORP COM STK USD0.001
|
153,300
|
Units
|
3,127,320
|
|
INTERACTIVE DATA CORP COM STK NPV
|
7,600
|
Units
|
192,280
|
|
INTERMEC INC COM STK USD0.01
|
48,700
|
Units
|
626,282
|
|
INTERNATIONAL BUS MACH CORP COM STK USD0.20
|
9,600
|
Units
|
1,256,640
|
|
INTERNATIONAL PAPER CO COM STK USD1
|
13,200
|
Units
|
353,496
|
|
INTERNATIONAL SPEEDWAY CORP CLASS'A'COM STK
|
11,835
|
Units
|
336,706
|
|
INVACARE CORP COM STK NPV
|
5,380
|
Units
|
134,244
|
|
INVENTIV HEALTH INC COM STK USD0.001
|
8,200
|
Units
|
132,594
|
|
ION GEOPHYSICAL CORPORATION COM STK USD0.01
|
84,900
|
Units
|
502,608
|
|
ISIS PHARMACEUTICAL COM STK USD0.001
|
62,000
|
Units
|
688,200
|
|
ITT EDUCATIONAL SERVICES INC COM STK USD0.01
|
26,200
|
Units
|
2,514,152
|
|
JACK IN THE BOX INC COM STK USD0.01
|
8,900
|
Units
|
175,063
|
|
JACKSON HEWITT TAX SERVICE INC COM STK USD0.01
|
17,700
|
Units
|
77,880
|
|
JOHNSON & JOHNSON COM STK USD1
|
14,800
|
Units
|
953,268
|
|
JOHNSON CONTROLS INC COM STK USD0.01388
|
71,800
|
Units
|
1,965,166
|
|
JONES LANG LASALLE INC COM STK USD0.01
|
7,965
|
Units
|
481,086
|
|
JOY GLOBAL INC COM STK USD1
|
24,100
|
Units
|
1,243,319
|
|
JPMORGAN CHASE & CO COM STK USD1
|
81,900
|
Units
|
3,412,773
|
|
JUNIPER NETWORKS COM STK USD0.00001
|
70,300
|
Units
|
1,874,901
|
|
KANSAS CITY SOUTHERN COM STK USD0.01
|
25,200
|
Units
|
838,908
|
|
KB HOME COM STK USD1
|
40,800
|
Units
|
558,144
|
|
KBR INC COM STK USD0.001
|
50,400
|
Units
|
959,860
|
|
KENNAMETAL INC CAP STK USD1.25
|
7,400
|
Units
|
191,808
|
|
KFORCE INC COM STK USD0.01
|
5,092
|
Units
|
63,650
|
|
KIMBERLY-CLARK CORP COM STK USD1.25
|
14,500
|
Units
|
932,495
|
|
KINDRED HEALTHCARE INC COM STK USD0.25
|
21,215
|
Units
|
391,629
|
|
KINROSS GOLD CORP COM STK NPV
|
38,300
|
Units
|
704,720
|
|
KNIGHT CAPITAL GROUP INC CLASS'A' COM STK USD0.01
|
29,605
|
Units
|
455,917
|
|
KNOLL INC COM STK USD1
|
19,720
|
Units
|
203,708
|
|
KNOLL INC COM STK USD1
|
16,555
|
Units
|
171,013
|
|
KOHLS CORP COM STK USD0.01
|
33,000
|
Units
|
1,779,690
|
|
L-1 IDENTITY SOLUTIONS INC COM STK USD0.001
|
47,400
|
Units
|
355,026
|
|
LAM RESEARCH CORP COM STK USD0.001
|
34,000
|
Units
|
1,333,140
|
|
LANCE INC COM STK USD0.833
|
6,200
|
Units
|
163,060
|
|
LANDSTAR SYSTEMS INC COM STK USD0.01
|
6,740
|
Units
|
261,310
|
|
LAS VEGAS SANDS CORP COM STK USD0.001
|
72,400
|
Units
|
1,081,656
|
|
LAZARD LTD COM STK CLASS 'A' USD0.01
|
36,460
|
Units
|
1,384,386
|
|
LENNAR CORP COM STK USD0.10
|
26,340
|
Units
|
336,362
|
|
LENNOX INTERNATIONAL INC COM STK USD0.01
|
4,970
|
Units
|
194,725
|
|
LEXMARK INTERNATIONAL INC CLASS'A'COM STK USD0.01
|
7,175
|
Units
|
186,407
|
|
LIBERTY MEDIA HOLDING COM STK NPV CAP'A' WI
|
13,200
|
Units
|
315,216
|
|
LIFE TECHNOLOGIES CORP COM
|
16,100
|
Units
|
840,903
|
|
LIFE TIME FITNESS INC COM STK USD0.02
|
4,457
|
Units
|
111,113
|
|
LIFEPOINT HOSPITALS INC COM STK USD0.01
|
8,770
|
Units
|
285,113
|
|
LILLY(ELI)& CO COM STK NPV
|
26,000
|
Units
|
928,460
|
|
LIN TV CORP COM STK USD0.01
|
86,100
|
Units
|
384,006
|
|
LINCARE HLDGS INC COM STK USD0.01
|
11,570
|
Units
|
429,478
|
|
LINCOLN ELECTRIC HLDGS INC COM STK NPV
|
15,970
|
Units
|
858,060
|
|
LINCOLN NATIONAL CORP COM STK USD1.25
|
34,805
|
Units
|
865,948
|
|
LIVE NATION ENTERTAINMENT INC COM STK USD0.01
|
56,125
|
Units
|
477,624
|
|
LODGENET INTERATIVE CORP
|
45,200
|
Units
|
249,956
|
|
LONGTOP FINANCIAL TECHNOLOGIES ADR EACH REPR 1 ORD
|
13,500
|
Units
|
499,770
|
|
LSI CORPORATION COM STK USD0.01
|
123,700
|
Units
|
743,437
|
|
LUBRIZOL CORP COM STK NPV
|
4,900
|
Units
|
357,455
|
|
MACK CALI REALTY CORP COM STK USD0.01
|
2,500
|
Units
|
86,425
|
|
MANPOWER INC COM STK USD0.01
|
5,530
|
Units
|
301,827
|
|
MANTECH INTERNATIONAL CORP COM STK USD0.01
|
19,500
|
Units
|
941,460
|
|
MARATHON OIL CORP COM STK USD1
|
28,900
|
Units
|
902,258
|
|
MARRIOTT INTERNATIONAL INC COM STK USD0.01 CL'A'
|
58,283
|
Units
|
1,588,206
|
|
MARSHALL & ILSLEY CORP NEW COM STK USD1
|
47,300
|
Units
|
257,785
|
|
MASTERCARD INC COM STK
|
17,300
|
Units
|
4,428,454
|
|
MATTHEWS INTL CORP CLASS'A'COM STK USD1
|
5,120
|
Units
|
181,402
|
|
MAX CAPITAL GROUP COM STK USD1
|
30,930
|
Units
|
689,739
|
|
MAXIM INTEGRATED PRODUCTS COM STK USD0.001
|
66,000
|
Units
|
1,339,800
|
|
MAXIMUS INC COM STK NPV
|
7,196
|
Units
|
359,800
|
|
MB FINANCIAL INC COM STK USD0.01
|
2,376
|
Units
|
46,855
|
|
MCDONALD'S CORP COM STK USD0.01
|
13,400
|
Units
|
836,696
|
|
MCKESSON CORP COM STK USD0.01
|
15,100
|
Units
|
945,562
|
|
MDC HLDGS INC COM STK USD0.01
|
3,920
|
Units
|
121,677
|
|
MEADWESTVACO CORPORATION COM NPV
|
31,700
|
Units
|
907,571
|
|
MEDCO HEALTH SOLUTIONS INC COM STK USD0.01
|
68,600
|
Units
|
4,384,226
|
|
MEDTRONIC INC COM STK USD0.10
|
21,500
|
Units
|
945,570
|
|
MENS WEARHOUSE INC COM STK USD0.01
|
8,375
|
Units
|
176,378
|
|
METLIFE INC COM STK USD0.01
|
28,100
|
Units
|
993,335
|
|
METTLER TOLEDO COM STK USD0.01
|
4,400
|
Units
|
461,956
|
|
MFA FINANCIAL INC COM STK USD0.01
|
96,080
|
Units
|
732,130
|
|
MICROCHIP TECHNOLOGY COM STK USD0.001
|
25,200
|
Units
|
732,312
|
|
MICROSOFT CORP COM STK USD0.00000625
|
83,200
|
Units
|
2,536,768
|
|
MICROSTRATEGY INC.
|
1,600
|
Units
|
150,432
|
|
MILLER(HERMAN) INC COM STK USD0.20
|
74,200
|
Units
|
1,187,179
|
|
MINERALS TECHNOLOGIES INC COM STK USD0.10
|
1,900
|
Units
|
103,493
|
|
MOLINA HEALTHCARE INC COM STK USD0.001
|
3,000
|
Units
|
68,610
|
|
MONRO MUFFLER BRAKE INC COM STK USD0.01
|
3,840
|
Units
|
128,410
|
|
MONSANTO CO COM STK USD0.01
|
900
|
Units
|
73,575
|
|
MONSTER WORLDWIDE INC COM STK USD0.001
|
14,120
|
Units
|
245,688
|
|
MOOG INC CLASS'A'(LIM.V)USD1
|
7,000
|
Units
|
204,610
|
|
MPS GROUP INC COM STK USD0.01
|
18,910
|
Units
|
259,823
|
|
MUELLER INDUSTRIES INC COM STK USD0.01
|
5,185
|
Units
|
128,795
|
|
MUELLER WATER PRODUCTS INC COM STK USD0.01 SER'A'
|
28,355
|
Units
|
147,446
|
|
MYERS INDUSTRIES INC COM STK NPV
|
6,200
|
Units
|
56,792
|
|
MYLAN INC COM STK USD0.50
|
64,300
|
Units
|
1,185,049
|
|
MYRIAD GENETICS INC COM STK USD0.01
|
76,000
|
Units
|
1,983,600
|
|
NATIONAL PENN BANCSHARES COM STK NPV
|
23,164
|
Units
|
134,120
|
|
NATIONWIDE HEALTH PROPERTIES INC COM STK USD0.10
|
5,400
|
Units
|
189,972
|
|
NAVIGANT CONSULTING INC COM STK USD0.001
|
21,935
|
Units
|
325,954
|
|
NAVIGATORS GROUP INC COM STK USD0.10
|
900
|
Units
|
42,399
|
|
NBTY INC COM STK USD0.008
|
12,859
|
Units
|
559,881
|
|
NETAPP INC COM
|
119,100
|
Units
|
4,095,849
|
|
NEW YORK TIMES CO COM CLASS'A'STK USD0.10
|
37,000
|
Units
|
457,320
|
|
NII HOLDINGS INC COM STK USD0.001
|
11,400
|
Units
|
382,812
|
|
NIKE INC CLASS'B'COM STK NPV
|
44,000
|
Units
|
2,918,960
|
|
NISOURCE INC COM STK NPV
|
25,700
|
Units
|
395,266
|
|
NOBLE CORPORATION CHF0.01
|
53,500
|
Units
|
2,177,450
|
|
NOBLE ENERGY INC COM STK USD3.33 1/3
|
10,300
|
Units
|
733,566
|
|
NORDSTROM INC COM STK NPV
|
28,800
|
Units
|
1,082,304
|
|
NORTHWEST NATURAL GAS CO COM STK USD3.167
|
3,900
|
Units
|
175,656
|
|
NOVELLUS SYSTEMS INC COM STK NPV
|
46,900
|
Units
|
1,094,646
|
|
NU SKIN ENTERPRISES INC CLASS'A'COM STK USD0.001
|
17,925
|
Units
|
481,645
|
|
NUANCE COMMUNICATIONS INC COM STK USD0.001
|
11,400
|
Units
|
177,156
|
|
NV ENERGY INC COM STK USD0.01
|
45,775
|
Units
|
566,695
|
|
NVR INC COM STK USD0.01
|
2,697
|
Units
|
1,916,785
|
|
OCCIDENTAL PETROLEUM CORP COM USD0.20
|
50,600
|
Units
|
4,133,008
|
|
OCEANEERING INTERNATIONAL INC COM STK USD0.25
|
3,000
|
Units
|
175,560
|
|
OLD DOMINION FREIGHT LINE INC COM STK USD0.10
|
4,000
|
Units
|
122,800
|
|
OLIN CORP COM STK USD1
|
8,280
|
Units
|
145,066
|
|
OMNICARE INC COM STK USD1
|
27,980
|
Units
|
676,556
|
|
ONYX PHARMACEUTICALS COM STK USD0.001
|
21,800
|
Units
|
639,612
|
|
ORACLE CORP COM STK USD0.01
|
56,500
|
Units
|
1,386,510
|
|
O'REILLY AUTOMOTIVE INC COM STK USD0.01
|
30,000
|
Units
|
1,143,600
|
|
ORIENT EXPRESS HOTELS LTD CLS'A'COM STK USD0.01
|
74,100
|
Units
|
751,374
|
|
OSHKOSH CORPORATION
|
6,185
|
Units
|
229,031
|
|
OSI PHARMACEUTICALS INC COM STK USD0.01
|
23,100
|
Units
|
716,793
|
|
OXFORD INDUSTRIES INC COM STK USD1
|
3,000
|
Units
|
62,040
|
|
PACTIV CORP COM STK USD0.01
|
54,400
|
Units
|
1,313,216
|
|
PALL CORP COM STK USD0.10
|
41,800
|
Units
|
1,513,160
|
|
PALM INC COM STK USD0.001
|
61,900
|
Units
|
621,476
|
|
PANTRY INC COM STK USD0.01
|
3,900
|
Units
|
53,001
|
|
PARAMETRIC TECHNOLOGY CORP NEW COM STK USD0.01
|
13,315
|
Units
|
217,567
|
|
PARKER-HANNIFIN CORP COM STK USD0.50
|
16,850
|
Units
|
907,878
|
|
PARTNERRE COM STK USD1
|
5,240
|
Units
|
391,218
|
|
PDL BIOPHARMA INC COM STK USD0.01
|
73,500
|
Units
|
504,210
|
|
PEPSICO INC CAP STK USD0.0166
|
28,600
|
Units
|
1,755,350
|
|
PERRIGO CO COM STK NPV
|
5,710
|
Units
|
227,486
|
|
PETROLEO BRASILEIRO SA PETROBRAS ADS EACH REP 2
|
30,600
|
Units
|
1,464,978
|
|
PFIZER INC COM STK USD0.05
|
135,600
|
Units
|
2,466,564
|
|
PG&E CORP COM STK NPV
|
15,400
|
Units
|
694,078
|
|
PHARMERICA CORPORATION COM STK USD0.01
|
5,745
|
Units
|
91,231
|
|
PHH CORP COM STK NPV
|
26,470
|
Units
|
426,432
|
|
PHILIP MORRIS INTERNATIONAL INC NPV
|
18,700
|
Units
|
911,999
|
|
PINNACLE WEST CAPITAL CORP COM STK USD2.50
|
30,000
|
Units
|
1,097,400
|
|
PITNEY BOWES INC COM STK USD1
|
40,200
|
Units
|
914,952
|
|
PLATINUM UNDERWRITERS HLDGS LTD SHS
|
16,610
|
Units
|
635,997
|
|
PNM RESOURCES INC COM STK USD5
|
33,160
|
Units
|
419,474
|
|
PPG INDUSTRIES INC COM STK USD1.666
|
5,700
|
Units
|
333,678
|
|
PRAXAIR INC COM STK USD0.01
|
15,200
|
Units
|
1,220,712
|
|
PRECISION CASTPARTS CORP COM NPV
|
44,930
|
Units
|
4,958,026
|
|
PRICE T ROWE GROUP INC COM STK USD0.20
|
20,500
|
Units
|
1,091,625
|
|
PRICELINE.COM INC COM STK USD0.008
|
5,800
|
Units
|
1,267,300
|
|
PROASSURANCE CORP COM STK USD0.01
|
2,015
|
Units
|
108,226
|
|
PROCTER & GAMBLE CO COM STK NPV
|
15,100
|
Units
|
915,513
|
|
PROGRESS SOFTWARE CORP COM STK USD0.01
|
7,171
|
Units
|
209,465
|
|
PROSPERITY BANCSHARES INC COM STK USD1
|
5,000
|
Units
|
203,125
|
|
PRUDENTIAL FINANCIAL INC COM STK USD0.01
|
20,200
|
Units
|
1,005,152
|
|
PSYCHIATRIC SOLUTIONS INC COM STK USD0.01
|
6,205
|
Units
|
131,174
|
|
PULTE GROUP INC COM STK USD0.01
|
30,335
|
Units
|
303,350
|
|
QUALCOMM INC COM STK USD0.0001
|
138,400
|
Units
|
6,402,384
|
|
QUESTAR CORP COM STK NPV
|
10,500
|
Units
|
436,485
|
|
QWEST COMMUNICATIONS INTL INC COM STK USD0.01
|
92,100
|
Units
|
387,741
|
|
RAMCO-GERSHENSON PROPERTIES TRUST SBI USD0.01
|
10,456
|
Units
|
101,457
|
|
RAYMOND JAMES FINANCIAL INC COM STK USD0.01
|
40,000
|
Units
|
955,200
|
|
RAYONIER INC COM STK NPV
|
5,100
|
Units
|
215,016
|
|
RC2 CORP COM STK USD0.01
|
24,815
|
Units
|
366,021
|
|
REDWOOD TRUST INC COM STK USD0.01
|
22,035
|
Units
|
324,135
|
|
REGENCY CENTERS CORP COM STK USD0.01
|
3,055
|
Units
|
107,108
|
|
REGENERON PHARMACEUTICALS INC COM STK USD0.001
|
50,700
|
Units
|
1,225,926
|
|
REGIS CORP COM STK USD0.05
|
18,990
|
Units
|
295,674
|
|
REHABCARE GROUP INC COM
|
5,705
|
Units
|
173,603
|
|
REINSURANCE GROUP OF AMERICA USD0.01
|
19,120
|
Units
|
911,068
|
|
RELIANCE STEEL & ALUMINIUM COM STK NPV
|
8,500
|
Units
|
368,220
|
|
RENAISSANCERE HLDGS COM STK USD1
|
3,320
|
Units
|
176,458
|
|
RENT-A-CENTER INC COM STK USD0.01
|
17,820
|
Units
|
315,770
|
|
REYNOLDS AMERICAN INC COM STK USD0.0001
|
17,700
|
Units
|
955,839
|
|
RF MICRO DEVICES INC COM STK NPV
|
140,800
|
Units
|
671,616
|
|
ROBERT HALF INTERNATIONAL INC COM STK USD1
|
30,400
|
Units
|
812,592
|
|
ROCHE HLDG AG ADR-REPR GENUS PTG CERT NPV
|
41,100
|
Units
|
1,747,371
|
|
ROCK-TENN CO CLASS'A'COM STK USD0.01
|
2,620
|
Units
|
132,074
|
|
ROSETTA RESOURCES INC COM STK USD0.01
|
8,580
|
Units
|
170,999
|
|
ROSS STORES INC COM STK USD0.01
|
20,000
|
Units
|
854,200
|
|
ROWAN COS INC COM STK USD0.125
|
23,900
|
Units
|
541,096
|
|
ROYAL CARIBBEAN CRUISES COM STK USD0.01
|
35,400
|
Units
|
894,912
|
|
ROYAL DUTCH SHELL ADR EACH REPR 2'A'SHS
|
16,200
|
Units
|
973,782
|
|
RTI INTERNATIONAL METALS INC COM STK USD0.01
|
54,830
|
Units
|
1,380,071
|
|
RUDDICK CORP COM STK USD1
|
16,000
|
Units
|
413,600
|
|
RYDER SYSTEM INC COM STK USD0.50
|
1,000
|
Units
|
41,170
|
|
S & T BANCORP INC COM STK USD2.50
|
5,314
|
Units
|
90,391
|
|
SAKS INC COM STK USD0.10
|
78,000
|
Units
|
511,680
|
|
SALESFORCE.COM INC COM STK USD0.001
|
30,200
|
Units
|
2,227,854
|
|
SANOFI-AVENTIS ADR ECH REP 1/2 ORD EUR2 SPON
|
24,000
|
Units
|
942,480
|
|
SAP AG ADR EACH 1 REP 1 COM NPV(SPONS)LEVEL II
|
44,700
|
Units
|
2,092,407
|
|
SARA LEE CORP COM STK USD0.01
|
64,400
|
Units
|
791,476
|
|
SCHLUMBERGER COM STK USD0.01
|
45,500
|
Units
|
2,971,150
|
|
SCHOLASTIC CORP COM STK USD0.01
|
1,700
|
Units
|
50,711
|
|
SCHWAB(CHARLES)CORP COM STK USD0.01
|
196,800
|
Units
|
3,703,776
|
|
SCOTTS MIRACLE-GRO CO CLASS'A'COM STK NPV
|
13,505
|
Units
|
530,882
|
|
SEABRIGHT INSURANCE HLDGS INC COM STK USD0.01
|
7,400
|
Units
|
85,026
|
|
SEACHANGE INTERNATIONAL INC COM STK USD0.01
|
82,600
|
Units
|
542,682
|
|
SEAGATE TECHNOLOGY HLDGS COM STK USD0.00001
|
20,500
|
Units
|
372,895
|
|
SEATTLE GENETICS INC COM STK USD0.01
|
59,600
|
Units
|
605,536
|
|
SELECT MEDICAL HLDGS CORP NPV
|
41,990
|
Units
|
445,934
|
|
SEMPRA ENERGY CORP COM STK NPV
|
6,600
|
Units
|
372,042
|
|
SENSIENT TECHNOLOGIES CORP COM STK USD0.10
|
7,420
|
Units
|
195,146
|
|
SERVICE CORPORATION INTERNATIONAL COM STK USD1
|
55,460
|
Units
|
454,217
|
|
SHIRE PLC
|
28,780
|
Units
|
1,689,386
|
|
SIMON PPTY GROUP INC NEW COM
|
11,045
|
Units
|
881,391
|
|
SINCLAIR BROADCAST GROUP INC CLASS'A'COM STK
|
60,000
|
Units
|
241,800
|
|
SKECHERS USA INC CLASS'A'COM STK USD0.001
|
15,345
|
Units
|
451,296
|
|
SKYWEST INC COM STK NPV
|
3,000
|
Units
|
50,880
|
|
SKYWORKS SOLUTIONS INCCOM
|
57,300
|
Units
|
813,087
|
|
SLM CORP COM STK USD0.20
|
75,900
|
Units
|
855,393
|
|
SONOCO PRODUCTS CO COM STK NPV
|
31,200
|
Units
|
912,600
|
|
SOUTHWESTERN ENERGY CO COM STK USD0.10
|
55,600
|
Units
|
2,679,920
|
|
SPARTAN STORES INC COM STK USD0.01
|
12,300
|
Units
|
175,767
|
|
ST MARY LAND & EXPLORATION COM STK USD0.01
|
5,200
|
Units
|
178,048
|
|
ST.JUDE MEDICAL INC COM STK USD0.10
|
42,000
|
Units
|
1,544,760
|
|
STANCORP FINANCIAL GROUP COM STK NPV
|
1,300
|
Units
|
52,026
|
|
STANDEX INTERNATIONAL CORP COM STK USD1.5
|
9,100
|
Units
|
182,819
|
|
STAPLES INC COM STK USD0.0006
|
32,000
|
Units
|
786,880
|
|
STARBUCKS CORP COM STK NPV
|
43,100
|
Units
|
993,886
|
|
STATE AUTO FINANCIAL CORP COM STK NPV
|
5,390
|
Units
|
99,715
|
|
STEEL DYNAMICS INC COM STK USD0.01
|
58,200
|
Units
|
1,035,669
|
|
STEELCASE INC COM STK NPV
|
71,100
|
Units
|
455,040
|
|
STERIS CORP COM STK NPV
|
3,500
|
Units
|
97,895
|
|
STIFEL FINANCIAL CORP COM STK USD0.15
|
2,650
|
Units
|
156,986
|
|
STILLWATER MINING CO COM STK USD0.01
|
107,100
|
Units
|
1,015,308
|
|
SUNOCO INC COM STK USD1
|
27,900
|
Units
|
728,190
|
|
SVB FINANCIAL GROUP COM STK USD0.001
|
8,865
|
Units
|
369,582
|
|
SY BANCORP INC COM STK NPV
|
1,400
|
Units
|
30,128
|
|
SYBASE INC COM STK USD0.001
|
13,674
|
Units
|
593,452
|
|
SYKES ENTERPRISES INC COM STK USD0.01
|
6,900
|
Units
|
175,743
|
|
SYMMETRY MEDICAL INC COM STK USD0.0001
|
17,000
|
Units
|
137,020
|
|
TALISMAN ENERGY INC COM NPV
|
53,800
|
Units
|
1,002,832
|
|
TARGET CORP COM STK USD0.0833
|
40,700
|
Units
|
1,968,659
|
|
TAUBMAN CENTRES INC COM STK USD0.01
|
1,500
|
Units
|
53,865
|
|
TCF FINANCIAL COM STK USD0.01
|
9,700
|
Units
|
132,114
|
|
TECHNITROL INC COM STK USD0.125
|
17,970
|
Units
|
79,158
|
|
TECO ENERGY INC COM STK USD1
|
24,500
|
Units
|
397,390
|
|
TELEDYNE TECHNOLOGIES INC COM STK USD0.01
|
23,100
|
Units
|
886,116
|
|
TEMPUR PEDIC INTERNATIONAL INC COM STK USD0.01
|
18,640
|
Units
|
440,463
|
|
TENCENT HLDGS LIMITED UNSP ADR EACH REPR 1SH
|
55,000
|
Units
|
1,190,750
|
|
TERADATA CORP DEL COM
|
8,100
|
Units
|
254,583
|
|
TERADYNE INC COM STK USD0.125
|
15,025
|
Units
|
161,218
|
|
TEVA PHARMACEUTICAL INDUSTRIES ADR EACH CNV INTO 1
|
52,400
|
Units
|
2,943,832
|
|
TEXAS INSTRUMENTS INC COM STK USD1
|
47,500
|
Units
|
1,237,850
|
|
THE MOSAIC COMPANY
|
22,500
|
Units
|
1,343,925
|
|
TIFFANY & CO COM STK USD0.01
|
24,300
|
Units
|
1,048,895
|
|
TJX COS INC COM STK USD1
|
49,100
|
Units
|
1,794,605
|
|
TOLL BROS INC COM STK USD0.01
|
14,495
|
Units
|
272,651
|
|
TORO CO COM STK USD1
|
5,375
|
Units
|
225,696
|
|
TOTAL S A SPONSORED ADR(CNV 1/2 SHS EUR10)
|
15,900
|
Units
|
1,018,236
|
|
TOWER GROUP INC COM STK USD0.01
|
2,380
|
Units
|
55,716
|
|
TRANSDIGM INC USD0.01
|
16,196
|
Units
|
769,148
|
|
TRAVELERS COS INC/THE
|
20,000
|
Units
|
997,200
|
|
TRIMBLE NAVIGATION COM STK NPV
|
41,800
|
Units
|
1,053,360
|
|
TRIQUINT SEMI CONDUCTOR INC COM STK USD0.001
|
155,800
|
Units
|
934,800
|
|
TRUE RELIGION APPAREL INC COM STK USD0.00001
|
40,900
|
Units
|
756,241
|
|
TRUSTMARK CORP COM STK NPV
|
699
|
Units
|
15,755
|
|
TUTOR PERINI CORP COM STK USD1
|
6,105
|
Units
|
110,378
|
|
TW TELECOM INC CLS'A'COM STK USD0.01
|
72,200
|
Units
|
1,237,508
|
|
ULTRA PETROLEUM CORP COM NPV
|
15,700
|
Units
|
782,802
|
|
UNIFI INC COM STK USD0.10
|
95,000
|
Units
|
368,600
|
|
UNILEVER ADS-EACH REPR 1 ORD(JPM)
|
79,840
|
Units
|
2,546,896
|
|
UNION PACIFIC CORP COM STK USD2.50
|
26,600
|
Units
|
1,706,922
|
|
UNITED AMERICA INDEMNITY LTD COM STK
|
7,519
|
Units
|
59,550
|
|
UNITED BANKSHARES INC COM STK USD2.50
|
3,700
|
Units
|
74,999
|
|
UNITED RENTALS INC COM STK USD0.01
|
66,966
|
Units
|
656,936
|
|
UNITED STATES CELLULAR CORP COM STK USD1
|
19,900
|
Units
|
843,959
|
|
UNITED STATES STEEL CORP COM STK USD1
|
4,100
|
Units
|
225,992
|
|
UNITED STATIONERS INC COM STK USD0.10
|
8,200
|
Units
|
466,170
|
|
UNITED TECHNOLOGIES CORP COM STK USD1
|
22,310
|
Units
|
1,548,537
|
|
UNITEDHEALTH GROUP INC COM STK USD0.01
|
29,000
|
Units
|
883,920
|
|
UNIVERSAL CORP COM STK NPV
|
5,120
|
Units
|
233,523
|
|
URS CORP COM STK USD0.01
|
9,900
|
Units
|
440,748
|
|
USEC INC COM STK USD0.10
|
83,290
|
Units
|
320,667
|
|
UTI WORLDWIDE INC ORD NPV
|
31,200
|
Units
|
446,784
|
|
VALIDUS HOLDING LTD COM STK USD0.175
|
27,824
|
Units
|
749,589
|
|
VALLEY NATIONAL BANCORP COM STK NPV
|
3,780
|
Units
|
54,130
|
|
VALMONT INDUSTRIES INC COM STK USD1
|
13,200
|
Units
|
1,037,520
|
|
VALSPAR CORP COM STK USD0.50
|
41,800
|
Units
|
1,141,140
|
|
VCA ANTECH INC COM STK USD0.01
|
9,265
|
Units
|
230,884
|
|
VECTREN CORP COM NPV
|
12,200
|
Units
|
301,096
|
|
VERISIGN COM STK USD0.001
|
41,600
|
Units
|
1,008,384
|
|
VERTEX PHARMACEUTICAL COM STK USD0.01
|
25,800
|
Units
|
1,105,530
|
|
VF CORP COM STK NPV
|
9,400
|
Units
|
688,456
|
|
VIAD CORP COM STOCK USD1.5
|
8,300
|
Units
|
171,561
|
|
VISA INC USD0.0001 'A'
|
63,000
|
Units
|
5,509,980
|
|
VISHAY INTL USD0.10
|
89,900
|
Units
|
750,665
|
|
VMWARE INC CLS'A'COM STK USD0.01
|
13,200
|
Units
|
559,416
|
|
WADDELL & REED FINL INC CL A
|
77,800
|
Units
|
2,390,794
|
|
WALT DISNEY(HLDG)CO DISNEY COM STK USD0.01
|
101,100
|
Units
|
3,295,860
|
|
WARNACO GROUP INC CLS'A'COM STK USD0.01
|
2,770
|
Units
|
116,866
|
|
WATERS CORP COM STK USD0.01
|
21,500
|
Units
|
1,332,140
|
|
WATSON WYATT WORLDWIDE INC CLASS'A'COM STK USD0.01
|
10,520
|
Units
|
500,699
|
|
WELLPOINT INC COM STK USD0.01
|
15,700
|
Units
|
915,153
|
|
WERNER ENTERPRISES INC COM STK USD0.01
|
41,100
|
Units
|
813,369
|
|
WESCO INTERNATIONAL INC COM STK USD0.01
|
50,635
|
Units
|
1,367,651
|
|
WESTAMERICA BANCORP COM STK NPV
|
3,100
|
Units
|
171,647
|
|
WESTERN DIGITAL CORP COM STK USD0.01
|
29,400
|
Units
|
1,298,010
|
|
WESTERN UNION COMPANY (THE) COM STK USD0.01
|
115,500
|
Units
|
2,177,175
|
|
WHIRLPOOL CORP COM STK USD1
|
10,200
|
Units
|
822,732
|
|
WHITING PETROLEUM CORP COM STK USD0.001
|
3,600
|
Units
|
257,220
|
|
WILLIS GROUP HOLDINGS COM STK USD0.000115
|
18,253
|
Units
|
486,260
|
|
WILMINGTON TRUST CORP COM STK NPV
|
11,285
|
Units
|
139,257
|
|
WORLD FUEL SERVICES CORP COM STK USD0.01
|
12,060
|
Units
|
323,540
|
|
ZIMMER HOLDINGS INC COM STK USD0.01
|
10,600
|
Units
|
626,566
|
|
ZOLL MEDICAL CORP COM STK USD0.01
|
5,755
|
Units
|
153,774
|
|
ZORAN CORP COM STK USD0.001
|
13,085
|
Units
|
144,589
|
|
Total Corporate Stock - Domestic
|
$
|
471,790,974
|
||
Corporate Debt Securities
|
||||
3M CO 5.7% NTS 15/MAR/2037 USD2000
|
50,000
|
Units
|
53,018
|
|
ABBOTT LABORATORIES 5.125% SRN 01/APR/2019 USD2000
|
75,000
|
Units
|
79,409
|
|
ALABAMA POWER CO 6% SR NTS 01/MAR/2039 USD1000
|
50,000
|
Units
|
53,697
|
|
ALTRIA GROUP INC 8.5% NTS 10/NOV/2013 USD1000
|
125,000
|
Units
|
145,959
|
|
AMERICAN EXPRESS CO 7.25% LN STK 20/MAY/2014
|
100,000
|
Units
|
113,663
|
|
ANADARKO PETROLEUM CORP 5.95% SNR NTS 15/SEP/2016
|
50,000
|
Units
|
54,961
|
|
ARCELORMITTAL SA 9% LN STK 15/FEB/2015 USD1000
|
75,000
|
Units
|
91,132
|
|
AT&T WIRELESS SERVICES INC 8.75% SNR NTS
|
100,000
|
Units
|
132,148
|
|
BANC OF AMERICA COMMERCIAL MORTGAGE 5.8379% BDS
|
90,000
|
Units
|
88,336
|
|
BANK OF AMERICA CORP 5.65% BDS 01/MAY/2018 USD5000
|
150,000
|
Units
|
153,754
|
|
BANK OF NEW YORK MELLON CORP 4.95% BDS 01/NOV/2012
|
125,000
|
Units
|
135,654
|
|
BARCLAYS BANK PLC 5.00% 22/SEP/2016
|
75,000
|
Units
|
77,667
|
|
BAYVIEW COMMERCIAL ASSET TRUST 2005-3A A1 VAR
|
263,552
|
Units
|
166,033
|
|
BAYVIEW COMMERCIAL ASSET TRUST 2005-4 A-2 14
|
152,966
|
Units
|
96,270
|
|
BEAR STEARNS CO 7.25% BDS 01/FEB/2018 USD1000
|
125,000
|
Units
|
147,258
|
|
BERKSHIRE HATHAWAY FINANCE CORP 5% GTD SNR NTS
|
125,000
|
Units
|
136,774
|
|
BERKSHIRE HATHAWAY FINANCE CORP 5.4% SNR NOTE
|
25,000
|
Units
|
26,292
|
|
BOSTON PROPERTIES INC 5.875% BDS 15/OCT/2019
|
50,000
|
Units
|
50,826
|
|
BRITISH TELECOMMUNICATIONS 5.95% SNR NTS
|
125,000
|
Units
|
130,474
|
|
CISCO SYSTEMS INC 5.5% BDS 22/FEB/2016 USD1000
|
150,000
|
Units
|
167,641
|
|
CITIGROUP INC 6.125% NTS 15/MAY/2018 USD1000
|
125,000
|
Units
|
126,654
|
|
CITIGROUP INC 8.50% BDS 22/MAY/2019 USD1000
|
25,000
|
Units
|
29,099
|
|
COCA-COLA ENTERPRISES INC 7.375% NTS 03/MAR/2014
|
75,000
|
Units
|
88,783
|
|
COMCAST CORP 5.875% BD15/FEB/2018 USD1000
|
75,000
|
Units
|
81,283
|
|
CONOCOPHILLIPS 6.5% NTS 01/FEB/2039 USD1000
|
75,000
|
Units
|
85,269
|
|
COVIDIEN INTERNATIONAL FINANCE 6% GTD SNR NTS
|
58,000
|
Units
|
63,424
|
|
CREDIT SUISSE NEW YORK BRANCH SR NT 5.5%
|
125,000
|
Units
|
136,796
|
|
CVS CAREMARK CORP 6.6% BDS 15/MAR/2019 USD1000
|
125,000
|
Units
|
139,215
|
|
DAIMLERCHRYSLER NA HOLDINGS CORPORATION 6.5%
|
75,000
|
Units
|
82,841
|
|
DOW CHEMICAL CO 7.6% BDS 15/MAY/2014 USD1000
|
75,000
|
Units
|
86,070
|
|
GENERAL ELECTRIC CAPITAL CORP 4.8% MTN 01/MAY/2013
|
150,000
|
Units
|
157,991
|
|
GENERAL MILLS INC 5.65% NTS 10/SEP/2012 USD1000
|
25,000
|
Units
|
27,632
|
|
GENERAL MILLS INC 6% NOTES 15/FEB/2012 USD1000
|
50,000
|
Units
|
55,117
|
|
GEORGIA POWER COMPANY 5.95% 01/FEB/2039
|
25,000
|
Units
|
26,716
|
|
GOLDMAN SACHS GROUP INC 6.15% BDS 01/APR/2018
|
125,000
|
Units
|
135,734
|
|
GOLDMAN SACHS GROUP INC 7.5% SRN 15/FEB/2019
|
25,000
|
Units
|
29,853
|
|
HALLIBURTON CO 6.15% BDS 15/SEP/2019 USD1000
|
75,000
|
Units
|
85,111
|
|
HYDRO-QUEBEC 6.3% NTS 11/MAY/2011 USD1000
|
50,000
|
Units
|
53,843
|
|
ISRAEL ST BD DTD 13/JUN/2003 DUE 15/JUN/2013
|
75,000
|
Units
|
79,632
|
|
JOHN DEERE CAPITAL CORP 4.9% MTN 09/SEP/2013
|
75,000
|
Units
|
81,776
|
|
KELLOGG CO 7.45% BDS 01/APR/2031 USD1000
|
50,000
|
Units
|
61,552
|
|
KINDER MORGAN ENERGY PARTNERS 6.95% BDS
|
75,000
|
Units
|
82,336
|
|
KONINKLIJKE KPN NV 8.375% BDS 01/OCT/2030 USD1000
|
50,000
|
Units
|
63,696
|
|
KOREA DEVELOPMENT BANK 8% BDS 23/JAN/2014 USD1000
|
150,000
|
Units
|
178,125
|
|
KROGER CO 7.5% BDS 15/JAN/2014 USD1000
|
75,000
|
Units
|
88,190
|
|
LILLY(ELI)& CO BDS 15/MAR/2017 USD1000
|
75,000
|
Units
|
80,560
|
|
MARATHON OIL CORP 7.50% BDS 15/FEB/2019 USD1000
|
75,000
|
Units
|
88,684
|
|
MCKESSON HBOC INC 5.7% BDS 01/MAR/2017 USD1000
|
75,000
|
Units
|
80,091
|
|
MEDCO HEALTH SOLUTIONS INC 7.125% BDS 15/MAR/2018
|
25,000
|
Units
|
28,628
|
|
METLIFE INC 6.5% DUE 15/DEC/2032
|
75,000
|
Units
|
80,157
|
|
MEXICO(UNITED MEXICAN STATES) 5.625% NTS
|
75,000
|
Units
|
80,133
|
|
MIDAMERICAN ENERGY HLDGS 6.125% BDS 01/APR/2036
|
75,000
|
Units
|
77,963
|
|
MORGAN STANLEY 6.6250% 01/APR/2018
|
125,000
|
Units
|
137,216
|
|
MORGAN STANLEY 7.3% BDS 13/MAY/2019 USD100000
|
25,000
|
Units
|
28,317
|
|
NATIONAL RURAL UTILITIES CO-OP 8% NTS 01/MAR/2032
|
25,000
|
Units
|
30,563
|
|
NATIONAL RURAL UTILS COOP FIN BD 10.375%
|
25,000
|
Units
|
33,559
|
|
NEWS AMERICA INC 6.15% SNR NTS 01/MAR/2037 USD1000
|
25,000
|
Units
|
25,385
|
|
NEWS AMERICA INC 6.4% SNR NTS 15/DEC/2035 USD1000
|
50,000
|
Units
|
51,484
|
|
NORTHROP GRUMMAN CORP 7.75% DEB 15/FEB/2031
|
50,000
|
Units
|
63,241
|
|
NOVARTIS SECURITIES INVESTMENT LTD 5.125% BDS
|
75,000
|
Units
|
80,295
|
|
ONTARIO(PROVINCE OF) 5.45% BDS 27/APR/2016 USD5000
|
50,000
|
Units
|
54,898
|
|
ORACLE CORP 5% LN STK 08/JUL/2019 USD1000
|
75,000
|
Units
|
79,149
|
|
PACIFIC GAS & ELECTRIC CO 8.25% SNR NTS
|
75,000
|
Units
|
92,885
|
|
PEPSICO INC 7.9% SNR UNSEC NTS 01/NOV/2018 USD1000
|
100,000
|
Units
|
124,042
|
|
PETROBRAS INTERNATIONAL FINANCE 7.875% GTD BDS
|
75,000
|
Units
|
88,200
|
|
PROCTER & GAMBLE CO 5.55% NTS 05/MAR/2037 USD1000
|
75,000
|
Units
|
78,799
|
|
REPUBLIC OF POLAND 6.25% DUE 03/JUL/2012
|
125,000
|
Units
|
139,024
|
|
RIO TINTO FINANCE LTD 5.875% BDS 15/JUL/2013
|
75,000
|
Units
|
82,960
|
|
SAFEWAY INC 5.8% 15/AUG/2012
|
75,000
|
Units
|
82,647
|
|
SIMON PROPERTY GROUP INC 5.1% NTS 15/JUN/2015
|
25,000
|
Units
|
24,752
|
|
SIMON PROPERTY GROUP INC 5.875% BDS 01/MAR/2017
|
125,000
|
Units
|
127,623
|
|
SMITH INTERNATIONAL INC 9.75% BDS 15/MAR/2019
|
100,000
|
Units
|
129,544
|
|
SOUTHERN POWER COMPANIES 4.875% NTS 15/JUL/2015
|
75,000
|
Units
|
79,747
|
|
TIME WARNER CABLE INC 6.2% BDS 01/JUL/2013 USD1000
|
50,000
|
Units
|
56,473
|
|
TIME WARNER CABLE INC SR NT 7.5% 01/APR/2014
|
25,000
|
Units
|
29,273
|
|
TIME WARNER ENT 8.375% SUB NTS 15/JUL/2033 USD1000
|
50,000
|
Units
|
61,703
|
|
UNITED PARCEL SERVICE INC 5.5% SNR NTS 15/JAN/2018
|
50,000
|
Units
|
$
|
55,163
|
US BANCORP 4.2% NTS 15/MAY/2014 USD1000
|
125,000
|
Units
|
130,426
|
|
VALERO ENERGY CORP 9.375% BDS 15/MAR/2019 USD1000
|
125,000
|
Units
|
152,125
|
|
VERIZON COMMUNICATIONS INC 6.9% BDS 15/APR/2038
|
75,000
|
Units
|
84,218
|
|
VIACOM INC 6.25% 30/APR/2016
|
75,000
|
Units
|
82,535
|
|
WACHOVIA CORP 5.5% MTN 01/MAY/2013 USD1000 TR'33'
|
100,000
|
Units
|
107,150
|
|
WAL-MART STORES INC 5.8% NTS 15/FEB/2018 USD1000
|
110,000
|
Units
|
124,483
|
|
WASTE MANAGEMENT INC 7% SNR NOTES 13/JUL/2028
|
100,000
|
Units
|
110,929
|
|
WELLPOINT INC 7.00% BDS 15/FEB/2019 USD1000
|
75,000
|
Units
|
85,865
|
|
WELLS FARGO COMPANY 4.375% 31/JAN/2013
|
50,000
|
Units
|
52,852
|
|
XEROX CORP 5.5% SNR NTS 15/MAY/2012 USD1000
|
100,000
|
Units
|
106,385
|
|
XTO ENERGY INC 5.5% SNR NTS 15/JUN/2018 USD1000
|
150,000
|
Units
|
160,367
|
|
Total Corporate Debt Securities
|
$
|
7,778,197
|
||
Government Bonds
|
||||
UNITED STATES OF AMER TREAS NOTES 0% TREAS NTS
|
525,000
|
Units
|
521,922
|
|
UNITED STATES OF AMER TREAS NOTES 2.375%
|
2,000,000
|
Units
|
2,001,452
|
|
UNITED STATES TREAS NTS 1% 31/AUG/2011
|
7,200,000
|
Units
|
7,228,122
|
|
UNITED STATES TREAS NTS 3.5% 15/FEB/2018
|
2,900,000
|
Units
|
2,914,550
|
|
USA TREASURY BDS 4.5% DEB 15/FEB/2036 USD1000
|
400,000
|
Units
|
400,799
|
|
USA TREASURY BDS 5.25% BDS 15/NOV/2028 USD1000
|
400,000
|
Units
|
436,164
|
|
USA TREASURY BDS 8.125% BDS15/AUG/2019 USD1000
|
430,000
|
Units
|
591,950
|
|
US Treasury Note - 4.625%, 2/28.2008 (912828EY)
|
3,790,000
|
Units
|
3,796,392
|
|
Total Government Bonds
|
$
|
17,891,351
|
||
Mortgage Backed Securities
|
||||
3197 DZ 0.000% 15/AUG/2036
|
590,476
|
Units
|
$
|
585,655
|
FANNIE MAE 2004-97 ZH 4.500% 25/JAN/2035
|
1,251,796
|
Units
|
$
|
1,160,807
|
FEDERAL AGRIC MTG CORP MNTS B FR 3.875%19/AUG/2011
|
70,000
|
Units
|
74,147
|
|
FEDERAL HOME LOAN MORTGAGE CORP 1.75% NTS
|
800,000
|
Units
|
804,165
|
|
FEDERAL NATIONAL MORTGAGE ASSOC 2.75% NTS
|
800,000
|
Units
|
813,394
|
|
FEDERAL NATIONAL MORTGAGE ASSOC 2.875% BDS
|
650,000
|
Units
|
664,052
|
|
FEDERAL NATIONAL MORTGAGE ASSOC 5% MBPT
|
897,909
|
Units
|
928,915
|
|
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.0% POOL
|
668,687
|
Units
|
691,777
|
|
FEDERAL NATL MTG ASSN PRIN ST PRINPMT 01/FEB/2019
|
30,000
|
Units
|
17,609
|
|
FHLMC MORTPASS ARM 01/APR/2037 1N PN# 1N1454
|
276,487
|
Units
|
297,059
|
|
FHLMC MORTPASS ARM 01/FEB/2037 1G PN# 1G2628
|
284,717
|
Units
|
304,804
|
|
FHLMC MORTPASS ARM 01/SEP/2037 1G PN# 1G2201
|
146,459
|
Units
|
157,586
|
|
FHLMCGLD MORTPASS 5.5% 01/JAN/2038 G0 PN# G03696
|
868,798
|
Units
|
915,089
|
|
FHLMCGLD MORTPASS 5.5% 01/NOV/2035 A3 PN# A39803
|
196,516
|
Units
|
207,509
|
|
FHLMCGLD MORTPASS 5.5% 01/NOV/2037 G0 PN# G03695
|
793,489
|
Units
|
836,387
|
|
FHLMCGLD MORTPASS 6.5% 01/MAY/2034 P5 PN# P50216
|
667,841
|
Units
|
722,167
|
|
FNMA MORTPASS 4% 01/AUG/2029 CT PN# MA0142
|
984,309
|
Units
|
968,617
|
|
FNMA MORTPASS 4.5% 01/JUL/2029 CT PN# MA0115
|
1,465,011
|
Units
|
1,476,327
|
|
FNMA MORTPASS 4.5% 01/MAY/2048 CZ PN# 257280
|
897,724
|
Units
|
891,365
|
|
FNMA MORTPASS 4.5% 01/SEP/2039 CK PN# MA0181
|
993,038
|
Units
|
988,176
|
|
FNMA MORTPASS 5% 01/AUG/2047 CZ PN# 995963
|
953,762
|
Units
|
974,784
|
|
FNMA MORTPASS 5% 01/SEP/2033 CL PN# 738567
|
858,485
|
Units
|
888,129
|
|
FNMA MORTPASS 5.5% 01/FEB/2036 CL PN# 852523
|
238,423
|
Units
|
251,126
|
|
FNMA MORTPASS 5.5% 01/JUL/2037 CL PN# 928470
|
30,321
|
Units
|
31,913
|
|
FNMA MORTPASS 5.5% 01/JUN/2036 CL PN# 889745
|
232,085
|
Units
|
244,994
|
|
FNMA MORTPASS 5.5% 01/JUN/2037 CL PN# 899569
|
379,256
|
Units
|
399,167
|
|
FNMA MORTPASS 5.5% 01/NOV/2036 CL PN# 745959
|
394,552
|
Units
|
415,575
|
|
FNMA MORTPASS 6.5% 01/AUG/2037 CL PN# 936879
|
431,594
|
Units
|
465,020
|
|
FNMA MORTPASS 6.5% 01/NOV/2037 CL PN# 956793
|
175,269
|
Units
|
188,843
|
|
FREDDIE MAC 2825 PZ 5.500% 15/JUL/2034
|
673,066
|
Units
|
682,623
|
|
FREDDIE MAC 3048 QJ 5.000% 15/OCT/2025
|
1,400,000
|
Units
|
1,431,810
|
|
FREDDIE MAC 3406 B 6.000% 15/JAN/2038
|
1,000,000
|
Units
|
1,075,313
|
|
FREDDIE MAC 3552 CB 4.500% 15/JUL/2029
|
1,500,000
|
Units
|
1,500,982
|
|
Total Mortgage Backed Securities
|
$
|
22,055,886
|
||
Registered Investment Companies
|
||||
ABERDEEN INTL EQUITY CLASS A
|
548
|
Units
|
$
|
6,689
|
ACADIAN EMERGING MARKETS PORT INSTL
|
181
|
Units
|
3,007
|
|
AIM CHINA FD CLASS A
|
43
|
Units
|
844
|
|
AIM ENERGY CLASS B
|
150
|
Units
|
4,925
|
|
AIM ENERGY INVESTOR CLASS
|
834
|
Units
|
29,523
|
|
AIM EUROPEAN GROWTH INVESTORS
|
219
|
Units
|
6,034
|
|
AIM FINANCIAL SERVICES INV CLASS
|
172
|
Units
|
1,299
|
|
AIM GLOBAL HEALTH CARE INVESTOR CL
|
143
|
Units
|
3,663
|
|
AIM GOLD & PRECIOUS METALS INV CLASS
|
6,492
|
Units
|
52,264
|
|
AIM INTERNATIONAL CORE EQUITY INV CL
|
5,495
|
Units
|
59,674
|
|
AIM REAL ESTATE INVESTOR CLASS
|
121
|
Units
|
2,139
|
|
AKRE FOCUS FUND RETAIL
|
1,499
|
Units
|
15,225
|
|
ALLIANCEBER GLOBAL BOND CLASS A
|
9,162
|
Units
|
72,746
|
|
ALLIANCEBER INTL VALUE ADVISOR
|
1,434
|
Units
|
19,946
|
|
ALLIANCEBERNSTEIN HIGH INCOME CLASS C
|
1,195
|
Units
|
10,167
|
|
ALLIANZ NFJ DIVIDEND VALUE FD CL D
|
1,503
|
Units
|
15,621
|
|
ALLIANZ NFJ INTL VALUE FD CLASS D
|
3,500
|
Units
|
66,644
|
|
ALLIANZ NFJ SMALL CAP VALUE CLASS D
|
492
|
Units
|
11,667
|
|
ALLIANZ RCM TECHNOLOGY CL A
|
227
|
Units
|
8,369
|
|
ALLIANZ RCM TECHNOLOGY CL D
|
1,561
|
Units
|
56,856
|
|
ALLIANZ RCM WELLNESS FD CL D
|
564
|
Units
|
13,358
|
|
ALPINE DYNAMIC DIVID FUND
|
15,306
|
Units
|
77,602
|
|
ALPINE INTERNATIONAL REAL ESTATE EQUITY Y
|
2,589
|
Units
|
58,794
|
|
ALPINE REALTY INCOME & GROWTH Y
|
248
|
Units
|
3,045
|
|
AMANA MUTUAL FUND TRUST GROWTH
|
35,996
|
Units
|
767,799
|
|
AMANA MUTUAL FUND TRUST INCOME
|
4,502
|
Units
|
129,167
|
|
AMER CENTURY TARGET MATURITIES TR 2010
|
974
|
Units
|
102,689
|
|
AMER CENTURY TARGET MATURITIES TR 2015
|
112
|
Units
|
10,790
|
|
AMER CENTURY TARGET MATURITIES TR 2025
|
51
|
Units
|
2,848
|
|
AMERICAN AMCAP CLASS A
|
851
|
Units
|
14,135
|
|
AMERICAN BALANCED CL R5
|
1,693
|
Units
|
27,454
|
|
AMERICAN BALANCED CLASS R3
|
243
|
Units
|
3,928
|
|
AMERICAN BEACON BALANCED INVST
|
1,896
|
Units
|
21,069
|
|
AMERICAN BEACON EMRG MARKETS INVESTOR
|
2,513
|
Units
|
31,794
|
|
AMERICAN BEACON LARGE CAP INVESTOR
|
4,777
|
Units
|
78,445
|
|
AMERICAN BOND FUND OF AMERICA CL R3
|
5,419
|
Units
|
63,940
|
|
AMERICAN CAPITAL INCOME BUILDER CL A
|
2,765
|
Units
|
132,428
|
|
AMERICAN CAPITAL INCOME BUILDER CL F1
|
350
|
Units
|
16,769
|
|
AMERICAN CAPITAL INCOME BUILDER CL R3
|
244
|
Units
|
11,708
|
|
AMERICAN CAPITAL INCOME BUILDER R5
|
571
|
Units
|
27,353
|
|
AMERICAN CAPITAL WOR LD BOND FD R5
|
2,461
|
Units
|
49,392
|
|
AMERICAN CAPITAL WORLD GRTH & INC A
|
504
|
Units
|
17,173
|
|
AMERICAN CAPITAL WORLD GRWTH & INC F1
|
305
|
Units
|
10,365
|
|
AMERICAN CAPITAL WORLD GRWTH & INC R5
|
1,079
|
Units
|
36,763
|
|
AMERICAN CENTURY CAPITAL PRESERVATION
|
253,139
|
Units
|
253,139
|
|
AMERICAN CENTURY CAPITAL VAL INV SHR
|
3,046
|
Units
|
16,843
|
|
AMERICAN CENTURY DIVERSIFIED BOND
|
1,005
|
Units
|
10,614
|
|
AMERICAN CENTURY EMERGING MARKETS INV
|
15,060
|
Units
|
114,757
|
|
AMERICAN CENTURY EQUITY GROWTH
|
912
|
Units
|
16,770
|
|
AMERICAN CENTURY EQUITY INCOME
|
54,491
|
Units
|
357,462
|
|
AMERICAN CENTURY GLOBAL GOLD
|
7,952
|
Units
|
161,109
|
|
AMERICAN CENTURY HERITAGE
|
3,012
|
Units
|
48,103
|
|
AMERICAN CENTURY HIGH YIELD INV FD
|
451
|
Units
|
2,627
|
|
AMERICAN CENTURY INFLATION ADJ TREAS
|
19,195
|
Units
|
220,737
|
|
AMERICAN CENTURY INTERNATIONAL BOND
|
5,822
|
Units
|
84,013
|
|
AMERICAN CENTURY LIVESTRONG 2025 INV
|
3,846
|
Units
|
40,542
|
|
AMERICAN CENTURY MID CAP VALUE INV SHS
|
389
|
Units
|
4,176
|
|
AMERICAN CENTURY ONE CHOICE VERY AGGR INV
|
239
|
Units
|
2,504
|
|
AMERICAN CENTURY REAL ESTATE
|
425
|
Units
|
6,134
|
|
AMERICAN CENTURY TAX FREE BOND
|
778
|
Units
|
8,513
|
|
AMERICAN CENTURY UTILITIES
|
3,752
|
Units
|
51,933
|
|
AMERICAN CENTURY VISTA
|
10,113
|
Units
|
136,422
|
|
AMERICAN EUROPACIFIC GROWTH CL R5
|
717
|
Units
|
27,439
|
|
AMERICAN EUROPACIFIC GROWTH CLASS A
|
358
|
Units
|
13,713
|
|
AMERICAN EUROPACIFIC GROWTH CLASS F1
|
186
|
Units
|
7,110
|
|
AMERICAN EUROPACIFIC GROWTH FUND CL F2
|
8,940
|
Units
|
342,501
|
|
AMERICAN FUNDAMENTAL INVESTORS CL F1
|
930
|
Units
|
30,417
|
|
AMERICAN FUNDAMENTAL INVESTORS R5
|
3,394
|
Units
|
111,123
|
|
AMERICAN GROWTH FUND OF AMERICA CL R3
|
141
|
Units
|
3,801
|
|
AMERICAN GROWTH FUND OF AMERICA CL R5
|
7,188
|
Units
|
196,094
|
|
AMERICAN GROWTH FUND OF AMERICA CLASS A
|
615
|
Units
|
16,796
|
|
AMERICAN GROWTH FUND OF AMERICA CLASS F1
|
3,903
|
Units
|
105,955
|
|
AMERICAN HIGH INCOME TRUST CLASS R5
|
170
|
Units
|
1,805
|
|
AMERICAN HIGH INCOME TRUST R3
|
4,639
|
Units
|
49,220
|
|
AMERICAN INCOME FUND OF AMER R1
|
284
|
Units
|
4,389
|
|
AMERICAN INCOME FUND OF AMERICA CLASS A
|
5,943
|
Units
|
92,050
|
|
AMERICAN INCOME FUND OF AMERICA R5
|
547
|
Units
|
8,474
|
|
AMERICAN INTERNATL GROWTH & INCOME CL A
|
166
|
Units
|
4,939
|
|
AMERICAN INVESTMENT CO OF AMERICA CL F1
|
528
|
Units
|
13,691
|
|
AMERICAN MONEY MARKET CLASS A
|
7,642
|
Units
|
7,642
|
|
AMERICAN NEW PERSPECTIVE CL F2
|
417
|
Units
|
10,675
|
|
AMERICAN NEW PERSPECTIVE CLASS A
|
4,569
|
Units
|
117,151
|
|
AMERICAN SMALLCAP WORLD CLASS C
|
394
|
Units
|
11,716
|
|
AMERICAN SMALLCAP WORLD CLASS F1
|
644
|
Units
|
20,137
|
|
AMERICAN WORLD GROWTH INCOME CL R3
|
1,065
|
Units
|
36,129
|
|
ANALYTIC SHORT TERM GOVERMENT INSTL
|
496
|
Units
|
5,000
|
|
ARIEL APPRECIATION
|
50
|
Units
|
1,755
|
|
ARIEL FUND
|
181
|
Units
|
6,985
|
|
ARTIO GLOBAL EQUITY FUND CL A
|
128
|
Units
|
4,417
|
|
ARTIO INTERNATIONAL EQUITY FUND II CL A
|
3,045
|
Units
|
35,661
|
|
ARTIO TOTAL RETURN BOND FUND CL A
|
841
|
Units
|
11,325
|
|
ARTIO US SMALLCAP FUND CL A
|
1,410
|
Units
|
13,029
|
|
ARTISAN INTERNAT'L INVESTOR CLASS
|
1,746
|
Units
|
36,078
|
|
ARTISAN INTL VALUE FUND INV CL
|
210
|
Units
|
4,861
|
|
ARTISAN OPPORTUNISTIC VALUE
|
1,007
|
Units
|
8,710
|
|
ASTON/OPTIMUM MID CAP CL N
|
1,150
|
Units
|
30,000
|
|
ASTON/TAMRO ALL CAP FUND CL N
|
1,552
|
Units
|
16,557
|
|
BANKS ULTRA SECTOR PRO FUND INVESTOR
|
47
|
Units
|
286
|
|
BARON ASSET
|
1,502
|
Units
|
69,392
|
|
BARON GROWTH
|
563
|
Units
|
23,252
|
|
BARON PARTNERS FUND
|
4,955
|
Units
|
77,497
|
|
BARON SMALL CAP FD
|
1,627
|
Units
|
31,344
|
|
BEAR PRO FUND INVESTORS SHARES
|
1,118
|
Units
|
27,246
|
|
BERWYN INCOME FUND
|
3,949
|
Units
|
50,424
|
|
BLACK ROCK ALL CAP ENERGY & RESOURCES A
|
33
|
Units
|
442
|
|
BLACK ROCK ALL CAP ENERGY & RESOURCES C
|
782
|
Units
|
10,042
|
|
BLACKROCK ENERGY & RESOURCES A
|
801
|
Units
|
25,520
|
|
BLACKROCK ENERGY & RESOURCES PORT CL C
|
699
|
Units
|
16,665
|
|
BLACKROCK EQUITY DIVIDEND FD SRV CL
|
2,194
|
Units
|
34,685
|
|
BLACKROCK GLOBAL ALLOCATION CL A
|
231
|
Units
|
4,134
|
|
BLACKROCK GLOBAL ALLOCATION FD CL C
|
506
|
Units
|
8,473
|
|
BLACKROCK HEALTH SCIENCES OPP PRT A
|
176
|
Units
|
4,870
|
|
BLACKROCK LATIN AMERICA FD CL A
|
50
|
Units
|
3,210
|
|
BLACKROCK LATIN AMERICA FD CL C
|
49
|
Units
|
2,887
|
|
BLACKROCK NATURAL RESOURCES TR CL A
|
84
|
Units
|
4,519
|
|
BOSTON PARTNERS LONG SHORT EQUITY FD
|
1,581
|
Units
|
26,091
|
|
BRANDYWINE
|
847
|
Units
|
18,576
|
|
BRANDYWINE BLUE
|
5,533
|
Units
|
119,456
|
|
BRIDGEWAY AGGRESSIVE INVESTOR 2
|
8,364
|
Units
|
105,884
|
|
BRIDGEWAY LARGE CAP GROWTH CL N
|
1,769
|
Units
|
19,498
|
|
BRIDGEWAY SMALL CAP GROWTH CL N
|
3,784
|
Units
|
37,385
|
|
BRIDGEWAY SMALL CAP VALUE FUND CL N
|
614
|
Units
|
7,234
|
|
BRIDGEWAY ULTRA SMALL CO MARKET
|
3,467
|
Units
|
41,428
|
|
BROWN CAPITAL MGMT SMALL COMPANY INST.
|
2,713
|
Units
|
97,233
|
|
BUFFALO BALANCED FUND
|
1,369
|
Units
|
14,077
|
|
BUFFALO JAYHAWK CHINA FUND
|
333
|
Units
|
2,585
|
|
BUFFALO MID CAP FUND
|
5,122
|
Units
|
69,665
|
|
BUFFALO SMALL CAP GROWTH
|
651
|
Units
|
14,637
|
|
CALAMOS CONVERTIBLE CLASS A
|
1,668
|
Units
|
31,345
|
|
CLIPPER
|
294
|
Units
|
16,024
|
|
COHEN & STEERS REALTY SHARES
|
1,455
|
Units
|
68,493
|
|
COLUMBIA ACORN CLASS Z
|
3,135
|
Units
|
77,366
|
|
COLUMBIA ACORN INTERNATIONAL CL Z
|
83
|
Units
|
2,849
|
|
COLUMBIA ACORN SELECT CLASS Z
|
326
|
Units
|
7,617
|
|
COLUMBIA EMERGING MARKETS CLASS Z
|
1,110
|
Units
|
12,190
|
|
COLUMBIA ENERGY AND NATURAL RESOURCES Z
|
836
|
Units
|
16,548
|
|
COLUMBIA GREATER CHINA FD CL Z
|
98
|
Units
|
5,253
|
|
COLUMBIA INTL GROWTH CLASS Z
|
1,689
|
Units
|
21,912
|
|
COLUMBIA MID CAP CORE FD CL Z
|
1,064
|
Units
|
14,773
|
|
COLUMBIA MID CAP GROWTH CL Z
|
1,005
|
Units
|
20,611
|
|
COLUMBIA SELECT LRG CAP GROWTH CLASS Z
|
1,744
|
Units
|
17,681
|
|
COLUMBIA SMALL CAP GROWTH I CL Z
|
520
|
Units
|
12,527
|
|
COLUMBIA SMALL CAP VALUE FD II Z
|
2,400
|
Units
|
26,376
|
|
COLUMBIA SMALL CAP VALUE II CL A
|
212
|
Units
|
2,320
|
|
COLUMBIA STRATEGIC INCOME FD CL Z
|
553
|
Units
|
3,199
|
|
COLUMBIA VALUE AND RESTRUCTURING CL Z
|
9,639
|
Units
|
412,450
|
|
COMMONWEALTH NEW ZEALAND
|
241
|
Units
|
2,457
|
|
CROFT VALUE FUND
|
1,108
|
Units
|
22,381
|
|
DAVIS NEW YORK VENTURE CLASS A
|
1,441
|
Units
|
44,640
|
|
DAVIS NEW YORK VENTURE INSTL CL Y
|
5,336
|
Units
|
166,964
|
|
DIAMOND HILL FINANCIAL LONG/SHT A
|
751
|
Units
|
7,838
|
|
DIAMOND HILL LARGE CAP CLASS A
|
2,366
|
Units
|
32,229
|
|
DIAMOND HILL LONG SHORT CLASS A
|
2,680
|
Units
|
43,717
|
|
DIAMOND HILL LONG SHORT CLASS C
|
1,109
|
Units
|
17,228
|
|
DIREIXION MONTHLY CHINA BULL 2X INV
|
429
|
Units
|
21,581
|
|
DIREXION MONTHLY COM BULL 2X INVT
|
246
|
Units
|
12,183
|
|
DIREXION MONTHLY DEV MKT BEAR 2X INV
|
95
|
Units
|
537
|
|
DIREXION MONTHLY DOLLAR BEAR 2.5X INV
|
315
|
Units
|
6,999
|
|
DIREXION MONTHLY DOLLAR BULL 2.5X INV
|
443
|
Units
|
12,255
|
|
DIREXION MONTHLY EME MKTS BULL 2XINVST
|
1,430
|
Units
|
88,926
|
|
DIREXION MONTHLY EMERG MKRTS BEAR 2X
|
290
|
Units
|
432
|
|
DIREXION MONTHLY LATIN AM BULL X2 INV
|
3,076
|
Units
|
175,673
|
|
DIREXION MONTHLY NAS BULL 2.5X INVT
|
936
|
Units
|
55,802
|
|
DIREXION MONTHLY SM CAP BULL 2.5X INV
|
173
|
Units
|
5,177
|
|
DODGE & COX BALANCE
|
119
|
Units
|
7,631
|
|
DODGE & COX GLOBAL STOCK FUND
|
1,105
|
Units
|
8,741
|
|
DODGE & COX INCOME
|
15,534
|
Units
|
201,324
|
|
DODGE & COX INTERNATL STOCK FUND
|
21,728
|
Units
|
692,030
|
|
DODGE & COX STOCK
|
702
|
Units
|
67,499
|
|
DREYFUS BOND MARKET INDEX INVS
|
507
|
Units
|
5,226
|
|
DREYFUS GREATER CHINA CL C
|
1,846
|
Units
|
78,249
|
|
DREYFUS GREATER CHINA CL I
|
1,984
|
Units
|
93,867
|
|
DREYFUS INTERNTL BOND FD C
|
114
|
Units
|
1,792
|
|
DREYFUS S&P STARS OPPR CL A
|
129
|
Units
|
2,374
|
|
DREYFUS SMALL COMPANY VALUE FUND
|
3,694
|
Units
|
85,599
|
|
DRIEHAUS EMERGING MARKETS
|
340
|
Units
|
9,942
|
|
DWS DREMAN SMALL CAP VALUE CL S
|
147
|
Units
|
4,615
|
|
DWS GLOBAL BOND CLASS S
|
1,946
|
Units
|
20,275
|
|
DWS GOLD & PRECIOUS METALS CL S
|
1,127
|
Units
|
21,682
|
|
DWS SHORT DURATION PLUS FUND CL S
|
1,060
|
Units
|
10,032
|
|
EATON VANCE GREATER INDIA FUND CLASS B
|
88
|
Units
|
1,863
|
|
EATON VANCE LARGE-CAP VALUE CL A
|
1,160
|
Units
|
19,421
|
|
EATON VANCE TAX MNGD EMERGING MKTS INSTL
|
1,413
|
Units
|
59,596
|
|
EMBARCADERO ALL-CAP GROWTH
|
1,072
|
Units
|
4,587
|
|
EMBARCADERO SMALL CAP GROWTH
|
2,353
|
Units
|
4,846
|
|
EVERGREEN EMERG MKTS GROWTH FUND CLASS C
|
965
|
Units
|
15,682
|
|
EVERGREEN GLOBAL OPPORTUNITIES CL C
|
729
|
Units
|
15,983
|
|
EVERGREEN PRECIOUS METALS CLASS A
|
213
|
Units
|
15,306
|
|
FAIRHOLME FUND
|
28,005
|
Units
|
842,674
|
|
FAM VALUE
|
216
|
Units
|
8,488
|
|
FBR FOCUS FUND
|
899
|
Units
|
37,222
|
|
FBR LARGE CAP FINANCIAL
|
166
|
Units
|
2,172
|
|
FBR SMALL CAP FINANCIAL
|
2,510
|
Units
|
42,928
|
|
FEDERATED HIGH YIELD INSTL FUND
|
7,359
|
Units
|
40,180
|
|
FEDERATED PRUDENT BEAR FUND CLASS A
|
1,626
|
Units
|
8,859
|
|
FEDERATED PRUDENT GLOBAL INC FD A
|
1,616
|
Units
|
20,506
|
|
FIDELITY ADVISOR EMERGING ASIA CL I
|
684
|
Units
|
19,750
|
|
FIDELITY ADVISOR FOCUS ENERGY CL I
|
109
|
Units
|
3,423
|
|
FIDELITY ADVISOR HIGH INCOME ADV CL I
|
176
|
Units
|
1,515
|
|
FIDELITY BALANCED
|
1,074
|
Units
|
17,564
|
|
FIDELITY BLUE CHIP GROWTH
|
227
|
Units
|
8,603
|
|
FIDELITY CANADA
|
4,603
|
Units
|
223,165
|
|
FIDELITY CAPITAL & INCOME
|
13,422
|
Units
|
115,699
|
|
FIDELITY CAPITAL APPRECIATION
|
152
|
Units
|
3,251
|
|
FIDELITY CASH RESERVES
|
61,599
|
Units
|
61,599
|
|
FIDELITY CHINA REGION
|
6,021
|
Units
|
167,928
|
|
FIDELITY CONTRAFUND
|
1,318
|
Units
|
76,797
|
|
FIDELITY DISCIPLINED EQUITY
|
274
|
Units
|
5,767
|
|
FIDELITY DIVERSIFIED INTERNATIONAL
|
785
|
Units
|
21,978
|
|
FIDELITY DIVIDEND GROWTH
|
173
|
Units
|
4,093
|
|
FIDELITY EMERGING MARKETS
|
3,021
|
Units
|
68,299
|
|
FIDELITY EQUITY INCOME
|
120
|
Units
|
4,702
|
|
FIDELITY EUROPE
|
931
|
Units
|
27,434
|
|
FIDELITY EUROPE CAPITAL APPRECIATION
|
269
|
Units
|
4,778
|
|
FIDELITY EXPORT & MULTINATIONAL
|
532
|
Units
|
10,444
|
|
FIDELITY FREEDOM 2020
|
979
|
Units
|
12,286
|
|
FIDELITY GLOBAL COMMODITY STOCK FUND
|
1,700
|
Units
|
25,005
|
|
FIDELITY GNMA FUND
|
1,459
|
Units
|
16,555
|
|
FIDELITY GOVERNMENT INCOME
|
4,798
|
Units
|
49,855
|
|
FIDELITY HIGH INCOME
|
248
|
Units
|
2,098
|
|
FIDELITY INDEPENDENCE
|
262
|
Units
|
5,217
|
|
FIDELITY INFLATION PROTECTED BOND
|
236
|
Units
|
2,647
|
|
FIDELITY INT'L DISCOVERY
|
329
|
Units
|
9,986
|
|
FIDELITY INTL SMALL CAP OPP FUND
|
288
|
Units
|
2,473
|
|
FIDELITY LARGE CAP STOCK
|
4,183
|
Units
|
62,700
|
|
FIDELITY LATIN AMERICA
|
2,675
|
Units
|
138,702
|
|
FIDELITY LEVERAGED COMPANY STOCK
|
8,903
|
Units
|
204,051
|
|
FIDELITY LOW PRICED STOCK
|
3,607
|
Units
|
115,206
|
|
FIDELITY NEW MARKETS INCOME
|
5,367
|
Units
|
80,659
|
|
FIDELITY NORDIC
|
426
|
Units
|
11,675
|
|
FIDELITY OTC PORT
|
507
|
Units
|
23,179
|
|
FIDELITY OVERSEAS
|
298
|
Units
|
9,222
|
|
FIDELITY PURITAN
|
6,157
|
Units
|
98,883
|
|
FIDELITY REAL ESTATE INVESTMENT
|
2,806
|
Units
|
56,570
|
|
FIDELITY SELECT AUTOMOTIVE
|
274
|
Units
|
8,634
|
|
FIDELITY SELECT BANKING PORTFOLIO
|
2,588
|
Units
|
39,460
|
|
FIDELITY SELECT BROKERAGE & INVS MGT
|
2,207
|
Units
|
104,745
|
|
FIDELITY SELECT CHEMICALS
|
1,328
|
Units
|
99,922
|
|
FIDELITY SELECT COMPUTERS
|
256
|
Units
|
11,683
|
|
FIDELITY SELECT CONSTRUCTN & HOUSING
|
353
|
Units
|
10,270
|
|
FIDELITY SELECT CONSUMER STPLES PORT
|
403
|
Units
|
24,495
|
|
FIDELITY SELECT DEFENSE & AEROSPACE
|
532
|
Units
|
32,135
|
|
FIDELITY SELECT ELECTRONICS
|
187
|
Units
|
7,757
|
|
FIDELITY SELECT ENERGY
|
3,380
|
Units
|
149,238
|
|
FIDELITY SELECT ENERGY SERVICE
|
488
|
Units
|
28,345
|
|
FIDELITY SELECT ENVIRONMENTAL SVCS
|
851
|
Units
|
13,233
|
|
FIDELITY SELECT GOLD
|
1,655
|
Units
|
70,871
|
|
FIDELITY SELECT HEALTH CARE
|
16
|
Units
|
1,742
|
|
FIDELITY SELECT INDUSTRIAL EQUIPMENT
|
2,481
|
Units
|
63,140
|
|
FIDELITY SELECT INDUSTRIALS PORT
|
1,624
|
Units
|
29,444
|
|
FIDELITY SELECT LEISURE
|
1,131
|
Units
|
75,184
|
|
FIDELITY SELECT MATERIALS PORTFOLIO
|
2,443
|
Units
|
131,892
|
|
FIDELITY SELECT MEDICAL DELIVERY
|
10
|
Units
|
442
|
|
FIDELITY SELECT MEDICAL EQUIP&SYSTEM
|
1,211
|
Units
|
29,632
|
|
FIDELITY SELECT MONEY MARKET
|
1,900
|
Units
|
1,900
|
|
FIDELITY SELECT NATURAL GAS
|
4,658
|
Units
|
146,863
|
|
FIDELITY SELECT NATURAL RESOURCES
|
3,061
|
Units
|
87,099
|
|
FIDELITY SELECT PHARMACEUTICAL
|
501
|
Units
|
5,449
|
|
FIDELITY SELECT SOFTWARE & COMPUTER
|
742
|
Units
|
56,309
|
|
FIDELITY SELECT TECHNOLOGY
|
1,000
|
Units
|
75,450
|
|
FIDELITY SELECT TRANSPORT
|
13
|
Units
|
530
|
|
FIDELITY SELECT WIRELESS PORTFOLIOS
|
1,323
|
Units
|
8,947
|
|
FIDELITY SMALL CAP GROWTH
|
417
|
Units
|
5,184
|
|
FIDELITY SMALL CAP VALUE
|
303
|
Units
|
3,837
|
|
FIDELITY SOUTHEAST ASIA
|
902
|
Units
|
22,942
|
|
FIDELITY STRATEGIC INCOME
|
10,259
|
Units
|
110,901
|
|
FIDELITY STRATEGIC REAL RETURN
|
667
|
Units
|
5,673
|
|
FIDELITY TELECOM AND UTILITIES FUND
|
791
|
Units
|
11,089
|
|
FIDELITY US BOND INDEX
|
7,783
|
Units
|
86,082
|
|
FIDELITY US TREASURY MONEY MARKET
|
52,687
|
Units
|
52,687
|
|
FIDELITY VALUE
|
198
|
Units
|
11,283
|
|
FIRST EAGLE GLOBAL CLASS A
|
131
|
Units
|
5,252
|
|
FIRST EAGLE GOLD FUND CLASS C
|
490
|
Units
|
12,775
|
|
FIRSTHAND ALTERNATIVE ENERGY
|
2,646
|
Units
|
21,192
|
|
FMI COMMON STOCK
|
1,924
|
Units
|
40,918
|
|
FMI FOCUS FUND
|
43
|
Units
|
1,000
|
|
FMI LARGE CAP FUND
|
6,132
|
Units
|
86,702
|
|
FMI PROVIDENT TRUST STRATEGY FUND
|
35,110
|
Units
|
266,837
|
|
FORWARD INTERNTL SMALL CO INVESTOR CL
|
1,092
|
Units
|
13,267
|
|
FORWARD SMALL CAP EQUITY INV CL
|
278
|
Units
|
4,019
|
|
FPA CRESCENT INSTL
|
2,667
|
Units
|
66,183
|
|
FPA NEW INCOME
|
11,071
|
Units
|
120,890
|
|
FRANKLIN GOLD AND PRECIOUS METALS CL C
|
178
|
Units
|
6,813
|
|
FRANKLIN INCOME CLASS C
|
14,027
|
Units
|
29,316
|
|
FRANKLIN STRATEGIC INCOME C
|
4,721
|
Units
|
46,829
|
|
GABELLI ASSET FUND
|
1,125
|
Units
|
45,239
|
|
GABELLI EQUITY INCOME FUND
|
943
|
Units
|
16,827
|
|
GABELLI SMALL CAP GROWTH
|
103
|
Units
|
2,748
|
|
GABELLI UTILITIES
|
4,239
|
Units
|
27,386
|
|
GAMCO GOLD FUND
|
3,109
|
Units
|
93,190
|
|
GAMCO WESTWOOD BALANCED FD CL AAA
|
9,738
|
Units
|
96,603
|
|
GLOBAL EMERGING MARKETS
|
1,005
|
Units
|
7,988
|
|
GLOBAL MEGA TRENDS
|
3,506
|
Units
|
28,574
|
|
GOLDMAN SACHS ASSET ALLOC GRWTH STRAT A
|
11,390
|
Units
|
112,417
|
|
GOLDMAN SACHS COMMODITY STRAT FD A
|
439
|
Units
|
2,716
|
|
GOLDMAN SACHS SHORT DURATION GOV'T SCVS
|
492
|
Units
|
5,049
|
|
GREENSPRING FUND
|
1,101
|
Units
|
24,984
|
|
GRUBB & ELLIS AGA INTERNATL REALTY A
|
196
|
Units
|
3,195
|
|
GUINNESS ATKINSON ALTERNATIVE ENERGY
|
3,238
|
Units
|
21,436
|
|
GUINNESS ATKINSON ASIA FOCUS
|
2,326
|
Units
|
41,008
|
|
GUINNESS ATKINSON ASIA PACIFIC DIV
|
1,073
|
Units
|
11,838
|
|
GUINNESS ATKINSON GLOBAL ENERGY
|
2,638
|
Units
|
67,540
|
|
HARBOR BOND INST
|
33,417
|
Units
|
405,677
|
|
HARBOR CAPITAL APPRECIATION INV CL
|
1,522
|
Units
|
49,767
|
|
HARBOR HIGH YIELD BD INST.
|
3,528
|
Units
|
36,971
|
|
HARBOR HIGH YIELD BOND INVESTOR FD
|
1,121
|
Units
|
11,763
|
|
HARBOR INTERNATIONAL GROWTH INSTITUTIONAL
|
1,536
|
Units
|
17,009
|
|
HARBOR INTERNATIONAL INSTITUTIONAL FD
|
1,669
|
Units
|
91,567
|
|
HARBOR INTERNATIONAL INVESTOR SHARES
|
5,068
|
Units
|
275,623
|
|
HARBOR REAL RETURN FD INSTL CLASS SHS
|
4,267
|
Units
|
43,348
|
|
HARTFORD CAPITAL APPRECIATION CL A
|
2,436
|
Units
|
74,727
|
|
HARTFORD CAPITAL APPRECIATION CL B
|
137
|
Units
|
3,739
|
|
HARTFORD CAPITAL APPRECIATION CL C
|
842
|
Units
|
23,084
|
|
HARTFORD GLOBAL HEALTH CL C
|
1,426
|
Units
|
19,297
|
|
HEARTLAND SELECT VALUE
|
2,104
|
Units
|
52,413
|
|
HEARTLAND VALUE
|
0
|
Units
|
18
|
|
HEARTLAND VALUE PLUS
|
419
|
Units
|
9,817
|
|
HENDERSON INTERNAT'L OPPORTUNTIES CLASS A
|
200
|
Units
|
4,018
|
|
HENNESSY BALANCED
|
427
|
Units
|
4,236
|
|
HENNESSY CORNERSTONE GROWTH
|
514
|
Units
|
4,961
|
|
HENNESSY FOCUS 30 FUND
|
2,232
|
Units
|
21,204
|
|
HIGHMARK LARGE CAP VALUE CLASS C
|
292
|
Units
|
2,976
|
|
HODGES FUND
|
3,314
|
Units
|
61,776
|
|
HUSSMAN STRATEGIC TOTAL RETURN
|
1,306
|
Units
|
15,627
|
|
ICON ENERGY
|
6,005
|
Units
|
103,344
|
|
ICON EQUITY INCOME CLASS I
|
176
|
Units
|
1,845
|
|
ICON FINANCIAL FUND
|
504
|
Units
|
2,841
|
|
ICON HEALTHCARE
|
1,110
|
Units
|
14,621
|
|
ICON MATERIALS
|
3,981
|
Units
|
36,744
|
|
INDUSTRY LEADERS FUND CL I
|
460
|
Units
|
4,253
|
|
ING CORPORATE LEADER TRUST
|
3,036
|
Units
|
52,642
|
|
ING REAL ESTATE FUND CLASS C
|
107
|
Units
|
1,203
|
|
ING RUSSIA CL A
|
809
|
Units
|
25,836
|
|
INTREPID SMALL CAP FUND
|
1,076
|
Units
|
15,619
|
|
IVY GLOBAL NATURAL RESOURCES CLASS B
|
51
|
Units
|
846
|
|
IVY GLOBAL NATURAL RESOURCES FD CL I
|
651
|
Units
|
12,222
|
|
IVY INTERNATIONAL GROWTH FUND CL Y
|
164
|
Units
|
4,669
|
|
JAMES ADVANTAGE SMALL CAP
|
1,793
|
Units
|
30,028
|
|
JANUS BALANCED FUND CLASS J
|
159
|
Units
|
3,904
|
|
JANUS CONTRARIAN FUND CLASS J
|
18,891
|
Units
|
249,176
|
|
JANUS FLEXIBLE BOND FUND CLASS J
|
944
|
Units
|
9,812
|
|
JANUS FORTY CLASS S
|
585
|
Units
|
18,439
|
|
JANUS GLOBAL LIFE SCIENCES FUND CL J
|
118
|
Units
|
2,555
|
|
JANUS GLOBAL OPPORTUNITIES CL J
|
714
|
Units
|
7,977
|
|
JANUS GLOBAL TECHNOLOGY CLASS J
|
344
|
Units
|
4,792
|
|
JANUS HIGH YIELD FUND CLASS J
|
3,548
|
Units
|
30,125
|
|
JANUS LONG/SHORT CLASS C
|
786
|
Units
|
7,743
|
|
JANUS ORION CLASS R
|
782
|
Units
|
7,792
|
|
JANUS ORION FUND CLASS J SHARES
|
17,911
|
Units
|
178,932
|
|
JANUS OVERSEAS FUND CLASS J
|
22,089
|
Units
|
938,767
|
|
JANUS SHORT TERM BOND FUND CLASS J
|
20,255
|
Units
|
62,182
|
|
JENNISON NATURAL RESOURCES FD CL Z
|
650
|
Units
|
30,001
|
|
JENNISON UTILITY CL C
|
297
|
Units
|
2,720
|
|
JENSEN PORTFOLIO CLASS J
|
2,231
|
Units
|
54,632
|
|
JOHN HANCOCK REGIONAL BANK CL A
|
747
|
Units
|
10,299
|
|
JORDAN OPPORTUNITY FUND
|
1,446
|
Units
|
15,689
|
|
JP MORGAN CHINA REGION FD CL A
|
428
|
Units
|
7,573
|
|
JP MORGAN INDIA FUND CLASS C
|
426
|
Units
|
5,860
|
|
JPMORGAN 100% US TREAS MMKT MORGAN
|
680,497
|
Units
|
680,497
|
|
JPMORGAN EMERGING MARKETS DEBT SELECT
|
1,222
|
Units
|
9,175
|
|
JPMORGAN EMERGING MARKETS EQUITY CL A
|
4,447
|
Units
|
91,198
|
|
JPMORGAN HIGH YIELD BOND FUND CLASS A
|
5,195
|
Units
|
40,106
|
|
JPMORGAN INTERNATL EQUITY INDEX CL A
|
1,229
|
Units
|
22,571
|
|
JPMORGAN INTERNATL VALUE FUND CLASS A
|
4,323
|
Units
|
54,381
|
|
JPMORGAN INTERNTL EQUITY FUND CLASS A
|
700
|
Units
|
9,122
|
|
JPMORGAN INTREPID EUROPEAN CLASS A
|
2,096
|
Units
|
36,561
|
|
JPMORGAN US GOVT MM KT MORGAN SHS
|
831,605
|
Units
|
831,605
|
|
JPMORGAN US REAL ESTATE CLASS A
|
501
|
Units
|
6,113
|
|
KEELEY SMALL CAP VALUE CLASS A
|
2,117
|
Units
|
41,951
|
|
KINETICS PARADIGM FUND
|
2,188
|
Units
|
44,023
|
|
LAZARD EMERGING MKTS OPEN CLASS
|
15,870
|
Units
|
290,103
|
|
LEUTHOLD ASSET ALLOCATION FD
|
12,248
|
Units
|
119,540
|
|
LONGLEAF INTERNATL
|
2,790
|
Units
|
38,109
|
|
LOOMIS SAYLES BOND RETAIL SHARES
|
54,027
|
Units
|
718,025
|
|
LOOMIS SAYLES GLOBAL BOND RETAIL
|
4,668
|
Units
|
73,947
|
|
LOOMIS SAYLES SMALL CAP VALUE RETAIL
|
463
|
Units
|
9,832
|
|
MADISON MOSAIC INV FD
|
222
|
Units
|
3,346
|
|
MAINSTAY ICAP SELECT EQUITY FD CL I
|
22,714
|
Units
|
688,918
|
|
MANAGERS EMERGING MARKETS EQUITY
|
377
|
Units
|
5,105
|
|
MANAGERS PIMCO BOND FUND
|
2,756
|
Units
|
28,661
|
|
MANAGERS SMALL CAP FUND
|
179
|
Units
|
2,616
|
|
MANNING & NAPIER EQUITY SERIES
|
5,146
|
Units
|
87,328
|
|
MANNING & NAPIER WORLD OPPT SER CL A
|
7,549
|
Units
|
61,301
|
|
MARSICO 21ST CENTURY FUND
|
20,866
|
Units
|
254,360
|
|
MARSICO FOCUS
|
2,691
|
Units
|
41,151
|
|
MARSICO GLOBAL FUND
|
923
|
Units
|
8,347
|
|
MARSICO GROWTH FUND
|
6,061
|
Units
|
98,489
|
|
MARSICO INTERNAT'L OPPORTUNITIES
|
2,833
|
Units
|
33,934
|
|
MATTHEWS ASIAN GROWTH & INCOME FUND
|
1,072
|
Units
|
16,903
|
|
MATTHEWS ASIAN TECHNOLOGY FUND
|
3,007
|
Units
|
24,115
|
|
MATTHEWS CHINA FUND
|
3,568
|
Units
|
90,979
|
|
MATTHEWS INDIA FUND
|
3,285
|
Units
|
53,513
|
|
MATTHEWS KOREA FUND
|
2,451
|
Units
|
10,562
|
|
MATTHEWS PACIFIC TIGER FUND
|
172
|
Units
|
3,302
|
|
MERGER FUND
|
214
|
Units
|
3,325
|
|
MERIDIAN VALUE FUND
|
6,649
|
Units
|
162,966
|
|
MERK ASIAN CURRENCY FUND - INVESTOR
|
261
|
Units
|
2,511
|
|
MERK HARD CURRENCY FUND INVESTOR CL
|
2,459
|
Units
|
29,460
|
|
METROPOLITAN WEST HIGH YIELD BOND CL M
|
721
|
Units
|
7,352
|
|
METZLER PAYDEN EURO EMERGING MKTS CL
|
3,270
|
Units
|
83,181
|
|
MFS EMERGING MRKTS DEBT FD CL W
|
1,282
|
Units
|
18,029
|
|
MIDAS FUND
|
14,978
|
Units
|
57,216
|
|
MOBILE TELCOMM ULTRA SECTOR PRO FD INVSTR
|
299
|
Units
|
589
|
|
MORGAN STANLEY NATRL RESOURCES DEV CL A
|
557
|
Units
|
7,625
|
|
MUHLENKAMP FUND
|
2,010
|
Units
|
101,878
|
|
MUTUAL SERIES EUROPEAN CLASS Z
|
131
|
Units
|
2,670
|
|
MUTUAL SERIES FINCL SERVICES CLASS C
|
1,451
|
Units
|
17,481
|
|
MUTUAL SERIES FINCL SERVICES CLASS Z
|
217
|
Units
|
2,612
|
|
MUTUAL SERIES GLOBAL DISCOVERY CLASS Z
|
4,139
|
Units
|
111,868
|
|
MUTUAL SERIES MUTUAL BEACON CLASS C
|
1,784
|
Units
|
20,141
|
|
MUTUAL SERIES SHARES CLASS Z
|
107
|
Units
|
2,046
|
|
NEUBERGER BERMAN GENESIS INVESTOR CL
|
1,023
|
Units
|
27,994
|
|
NEUBERGER BERMAN INT'L INVESTOR CLASS
|
140
|
Units
|
2,057
|
|
NEUBERGER BERMAN INT'L TRUST CLASS
|
1,277
|
Units
|
20,800
|
|
NEUBERGER BERMAN PARTNERS INVESTOR
|
4,991
|
Units
|
119,336
|
|
NEUBERGER BERMAN REAL ESTATE TRUST CL
|
426
|
Units
|
3,754
|
|
NEUBERGER BERMAN REGENCY TRUST CLASS
|
849
|
Units
|
9,115
|
|
NEW ALTERNATIVES FD
|
635
|
Units
|
27,016
|
|
NORTHERN EMERGING MARKETS EQUITY FD
|
331
|
Units
|
3,654
|
|
NORTHERN GLOBAL REAL ESTATE INDEX FD
|
432
|
Units
|
3,083
|
|
NORTHERN SMALL CAP VALUE
|
592
|
Units
|
7,277
|
|
OAKMARK EQUITY & INCOME FD I
|
2,747
|
Units
|
70,153
|
|
OAKMARK FUND I
|
270
|
Units
|
9,982
|
|
OAKMARK GLOBAL FUND I
|
1,251
|
Units
|
24,401
|
|
OAKMARK GLOBAL SELECT FD CL 1
|
2,145
|
Units
|
21,429
|
|
OAKMARK INTERNAT'L I
|
2,455
|
Units
|
41,340
|
|
OAKMARK INTERNAT'L SMALL CAP I
|
2,069
|
Units
|
24,604
|
|
OAKMARK SELECT I
|
5,411
|
Units
|
131,442
|
|
OBERWEIS CHINA OPPORTUNITIES FUND
|
5,990
|
Units
|
103,441
|
|
OBERWEIS MICRO CAP FUND
|
162
|
Units
|
1,680
|
|
OIL & GAS ULTRA SECT PRO FD SERVICE
|
352
|
Units
|
9,875
|
|
OIL & GAS ULTRA SECT PRO FDS -INVESTOR
|
555
|
Units
|
17,082
|
|
OIL EQUIPMENT SCVS & DIST ULTRA INVT CL
|
1,125
|
Units
|
18,550
|
|
OLD MUTUAL DWIGHT SHORT TRM FIX INC Z
|
1,295
|
Units
|
12,960
|
|
OPPENHEIMER COMMOD STRA TOT RETURN CL A
|
682
|
Units
|
2,333
|
|
OPPENHEIMER DEV MARKETS FD CLASS A
|
360
|
Units
|
10,343
|
|
OPPENHEIMER GOLD & SPEC MINERALS CL C
|
154
|
Units
|
5,307
|
|
OPPENHEIMER INTERNAT'L BD CL N
|
2,703
|
Units
|
17,248
|
|
PARNASSUS EQUITY INCOME PORTFOLIO
|
6,174
|
Units
|
150,965
|
|
PARNASSUS FIXED INCOME FUND
|
1,617
|
Units
|
27,069
|
|
PARNASSUS WORKPLACE
|
416
|
Units
|
8,096
|
|
PAX WORLD HIGH YIELD BOND INDIV INV CL
|
3,323
|
Units
|
25,717
|
|
PERKINS MID CAP VALUE FUND CLASS J
|
45,507
|
Units
|
901,030
|
|
PERKINS SMALL CAP VALUE FUND CLASS J
|
9,415
|
Units
|
197,054
|
|
PERMANENT PORTFOLIO FAMILY OF FDS
|
4,900
|
Units
|
189,494
|
|
PERRITT EMERGING OPPORTUNITIES FUND
|
1,912
|
Units
|
16,710
|
|
PIMCO COMMODITY REAL RETURN CL D
|
19,076
|
Units
|
156,420
|
|
PIMCO EMERGING LOCAL BOND FUND CL D
|
1,758
|
Units
|
17,473
|
|
PIMCO FOREIGN BOND FUND CL D (UNHEDGED)
|
195
|
Units
|
1,955
|
|
PIMCO GLOBAL MULTI ASSET FUND CL D
|
448
|
Units
|
4,903
|
|
PIMCO REAL ESTATE REAL RETURN CL D
|
2,261
|
Units
|
10,153
|
|
PIMCO REAL RETURN CLASS D
|
10,868
|
Units
|
117,265
|
|
PIMCO STOCK PLUS TR SHORT STRATEGY CL D
|
510
|
Units
|
2,395
|
|
PIMCO STOCKS PLUS CLASS D
|
1,036
|
Units
|
7,939
|
|
PIMCO TOTAL RETURN CLASS A
|
854
|
Units
|
9,222
|
|
PIMCO TOTAL RETURN CLASS C
|
666
|
Units
|
7,195
|
|
PIMCO TOTAL RETURN CLASS D
|
142,386
|
Units
|
1,537,771
|
|
PIMCO TOTAL RETURN INSTL
|
11,689
|
Units
|
126,240
|
|
POLARIS GLOBAL VALUE
|
1,004
|
Units
|
11,777
|
|
PRECIOUS METALS ULTRA SEC PRO INVST
|
804
|
Units
|
25,510
|
|
PRECIOUS METALS ULTRA SECTOR PRO SVC
|
161
|
Units
|
4,874
|
|
PRIMECAP ODYSSEY AGGRESSIVE GRWTH FD
|
647
|
Units
|
9,054
|
|
PRO FUNDS SHORT REAL ESTATE INVESTOR CL
|
4,575
|
Units
|
52,197
|
|
PROFUNDS: SHORT PREC METALS INVESTOR CL
|
2,401
|
Units
|
21,152
|
|
PUTNAM GLOBAL NATURAL RESOURCE C
|
1,504
|
Units
|
26,516
|
|
QUANT FOREIGN VALUE FUND ORDINARY SHS
|
652
|
Units
|
7,686
|
|
QUANTITATIVE EMRG MKTS FD-ORDINARY SHS
|
1,952
|
Units
|
40,397
|
|
RAINIER LARGE CAP EQUITY PORTFOLIO
|
1,377
|
Units
|
29,835
|
|
RAINIER MID CAP EQ PORTFOLIO
|
1,016
|
Units
|
31,986
|
|
RBC MICROCAP VALUE FD CL S
|
1,678
|
Units
|
22,505
|
|
REAL ESTATE ULTRA SECTOR PRO FD INVSTR
|
63
|
Units
|
992
|
|
REAL ESTATE ULTRA SECTOR PRO FD SRVCE
|
416
|
Units
|
6,657
|
|
RICE HALL JAMES MICRO CAP PORT INSTL
|
1,509
|
Units
|
20,296
|
|
RISING RATES OPPTY PRO FUND INVESTOR
|
8,602
|
Units
|
127,568
|
|
RISING US DOLLAR PRO FUND INV CLASS
|
768
|
Units
|
20,742
|
|
ROBECO SAM SUSTAIN WATER - INVESTOR
|
4,710
|
Units
|
36,318
|
|
ROOSEVELT MULTI-CAP
|
71
|
Units
|
1,073
|
|
ROYCE LOW PRICED STOCK FD-SERVICE CL
|
2,676
|
Units
|
37,599
|
|
ROYCE MICROCAP INVESTMENT CLASS
|
752
|
Units
|
10,312
|
|
ROYCE OPPORTUNITY FUND INVEST CLASS
|
8,210
|
Units
|
74,141
|
|
ROYCE PENNSYLVANIA MUTUAL INVST CLASS
|
15,064
|
Units
|
142,358
|
|
ROYCE PREMIER FUND INVESTMENT CL
|
310
|
Units
|
5,050
|
|
ROYCE SPECIAL EQUITY INVESTMENT CL
|
1,981
|
Units
|
34,673
|
|
ROYCE TOTAL RETURN FD INVESTMENT CL
|
2,192
|
Units
|
23,691
|
|
ROYCE VALUE FUND SERVICE CL
|
5,323
|
Units
|
53,918
|
|
ROYCE VALUE PLUS SERVICE CLASS
|
32,914
|
Units
|
369,957
|
|
RS GLOBAL NATURAL RESOURCES CL A
|
280
|
Units
|
8,396
|
|
RS VALUE FUND CL A
|
1,515
|
Units
|
31,290
|
|
RYDEX COMMODITIES STRATEGY CL A
|
236
|
Units
|
3,875
|
|
RYDEX COMMODITIES STRATEGY CL H
|
817
|
Units
|
13,395
|
|
RYDEX GOVT LONG BOND 1.2X STRATEGY ADV CL
|
0
|
Units
|
5
|
|
RYDEX INVERSE DOW 2X STRATEGY CL C
|
1,692
|
Units
|
41,667
|
|
RYDEX INVERSE DOW 2X STRATEGY CL H
|
90
|
Units
|
2,310
|
|
RYDEX INVERSE S&P 500 2X STRATEGY CL C
|
397
|
Units
|
8,790
|
|
RYDEX INVERSE S&P 500 2X STRATEGY CL H
|
3,427
|
Units
|
81,525
|
|
RYDEX INVERSE S&P 500 STRATEGY INV CL
|
17,060
|
Units
|
623,556
|
|
RYDEX NASDAQ 100 INV CLASS
|
5,121
|
Units
|
62,527
|
|
RYDEX PRECIOUS METALS INVESTOR CL
|
893
|
Units
|
56,900
|
|
RYDEX UTILITIES INVESTOR CLASS
|
106
|
Units
|
2,693
|
|
SARATOGA HEALTH & BIOTECH PORT CL A
|
19
|
Units
|
300
|
|
SCHNEIDER SMALL CAP VALUE FUND
|
1,226
|
Units
|
16,778
|
|
SCHNEIDER VALUE FUND
|
3,110
|
Units
|
38,900
|
|
SCOUT BOND
|
182
|
Units
|
2,085
|
|
SCOUT INTERNATIONAL FUND
|
1,139
|
Units
|
33,193
|
|
SCOUT SMALL CAP FUND
|
1,697
|
Units
|
21,649
|
|
SELECTED AMERICAN SHARES CL D
|
828
|
Units
|
30,838
|
|
SELECTED AMERICAN SHARES CL S
|
2,674
|
Units
|
99,693
|
|
SENTINEL MID CAP VALUE CL C
|
592
|
Units
|
6,658
|
|
SEXTANT INTRNATIONAL FUND
|
30,370
|
Units
|
433,682
|
|
SOUND MIND INVESTING FUND
|
21,279
|
Units
|
205,983
|
|
SOUND SHORE FD INC
|
937
|
Units
|
26,774
|
|
SPARTAN 500 INDEX FID ADVANTAGE CLASS
|
2,307
|
Units
|
177,453
|
|
SPARTAN 500 INDEX INVESTOR CLASS
|
754
|
Units
|
57,974
|
|
SPARTAN INTL INDEX INVESTOR CLASS
|
2,236
|
Units
|
74,799
|
|
SSGA EMERGING MARKETS
|
955
|
Units
|
18,340
|
|
SSGA INTERMEDIATE
|
623
|
Units
|
5,387
|
|
SSGA INTERNATIONAL STOCK SELECTION
|
6,050
|
Units
|
58,081
|
|
SSGA TUCKERMAN ACTIVE REIT
|
5,944
|
Units
|
50,999
|
|
STRATTON REAL ESTATE FUND INC
|
182
|
Units
|
3,978
|
|
STRATTON SMALL CAP VALUE FUND
|
4,116
|
Units
|
166,151
|
|
T ROWE NEW INC FUND ADVISOR CLASS
|
288
|
Units
|
2,672
|
|
T ROWE PRICE AFRICA & MIDDLE EAST FD
|
4,210
|
Units
|
28,204
|
|
T ROWE PRICE BLUE CHIP GROWTH ADV CL
|
454
|
Units
|
14,898
|
|
T ROWE PRICE BLUE CHIP GROWTH INC
|
14,206
|
Units
|
465,539
|
|
T ROWE PRICE CAP APPRECIATION
|
11,342
|
Units
|
205,968
|
|
T ROWE PRICE CAPITAL APPRECIATION ADV CL
|
5,669
|
Units
|
102,437
|
|
T ROWE PRICE EMERGING MKTS STOCK
|
5,204
|
Units
|
156,584
|
|
T ROWE PRICE EQUITY INCOME
|
8,721
|
Units
|
183,062
|
|
T ROWE PRICE EQUITY INCOME ADVISOR CL
|
198
|
Units
|
4,144
|
|
T ROWE PRICE EQUITY INDEX TR FD
|
150
|
Units
|
4,492
|
|
T ROWE PRICE FINANCIAL SERVICES
|
614
|
Units
|
7,774
|
|
T ROWE PRICE GLOBAL REAL ESTATE FUND
|
786
|
Units
|
10,580
|
|
T ROWE PRICE GLOBAL STOCK
|
2,567
|
Units
|
41,486
|
|
T ROWE PRICE GLOBAL TECHNOLOGY
|
1,752
|
Units
|
13,454
|
|
T ROWE PRICE GROWTH STOCK
|
4,102
|
Units
|
112,856
|
|
T ROWE PRICE GROWTH STOCK ADVISOR CL
|
860
|
Units
|
23,515
|
|
T ROWE PRICE HEALTH SCIENCES
|
2,771
|
Units
|
72,508
|
|
T ROWE PRICE HIGH YIELD BOND
|
3,908
|
Units
|
25,088
|
|
T ROWE PRICE INFLATION PROT BD FD
|
1,356
|
Units
|
15,648
|
|
T ROWE PRICE INTERNATIONAL BOND
|
5,454
|
Units
|
53,830
|
|
T ROWE PRICE INTL DISCOVERY FUND
|
3,163
|
Units
|
116,879
|
|
T ROWE PRICE INT'L EMERGING MARKET BOND
|
1,974
|
Units
|
24,759
|
|
T ROWE PRICE INTL EQUITY INDEX
|
1,955
|
Units
|
21,744
|
|
T ROWE PRICE INT'L GROWTH & INCOME
|
320
|
Units
|
3,947
|
|
T ROWE PRICE LATIN AMERICA FUND
|
7,884
|
Units
|
380,954
|
|
T ROWE PRICE MEDIA & TELECOMMUNICATIONS
|
378
|
Units
|
15,521
|
|
T ROWE PRICE MID CAP GROWTH
|
170
|
Units
|
8,055
|
|
T ROWE PRICE MID CAP GROWTH ADVISOR CL
|
286
|
Units
|
13,378
|
|
T ROWE PRICE NEW ASIA
|
1,641
|
Units
|
26,488
|
|
T ROWE PRICE NEW ERA
|
1,509
|
Units
|
65,851
|
|
T ROWE PRICE NEW HORIZONS FD INC
|
34,157
|
Units
|
873,728
|
|
T ROWE PRICE REAL ESTATE FUND
|
2,816
|
Units
|
38,952
|
|
T ROWE PRICE REAL ESTATE FUND ADV CL
|
524
|
Units
|
7,312
|
|
T ROWE PRICE RET 2040 FD
|
480
|
Units
|
7,268
|
|
T ROWE PRICE SCIENCE AND TECH ADVISOR CL
|
86
|
Units
|
1,906
|
|
T ROWE PRICE SMALL CAP VALUE FUND
|
671
|
Units
|
19,790
|
|
T ROWE PRICE US TREASURY LONG TERM
|
147
|
Units
|
1,626
|
|
T ROWE PRICE VALUE
|
267
|
Units
|
5,465
|
|
TARGET TOTAL RETURN BOND CL T
|
361
|
Units
|
3,847
|
|
TCW HIGH YIELD BOND CLASS I
|
2,997
|
Units
|
18,194
|
|
TCW TOTAL RETURN BOND CLASS I
|
3,115
|
Units
|
30,866
|
|
TCW TOTAL RETURN BOND CLASS N
|
4,994
|
Units
|
51,185
|
|
TCW SMALL CAP GROWTH CLASS N
|
964
|
Units
|
22,284
|
|
TELECOMM ULTRA SECTOR PRO FD INVSTR
|
590
|
Units
|
6,895
|
|
TEMPLETON GLOBAL BOND ADVISOR CLASS
|
9,791
|
Units
|
124,252
|
|
TEMPLETON GLOBAL BOND CLASS A
|
300
|
Units
|
3,822
|
|
TEMPLETON GROWTH CLASS R
|
448
|
Units
|
7,467
|
|
THE APPLESEED FUND
|
207
|
Units
|
2,582
|
|
THE DELAFIELD FUND
|
2,311
|
Units
|
53,890
|
|
THIRD AVENUE FOCSED CREDIT FUND INVESTOR
|
492
|
Units
|
5,167
|
|
THIRD AVENUE INTL VALUE
|
3,580
|
Units
|
55,495
|
|
THIRD AVENUE VALUE
|
3,458
|
Units
|
160,156
|
|
THIRD MILLENNIUM RUSSIA
|
728
|
Units
|
14,071
|
|
THOMPSON PLUMB BOND FUND
|
191
|
Units
|
2,092
|
|
THORNBURG INTL VALUE CL A
|
1,454
|
Units
|
36,064
|
|
THORNBURG INTL VALUE CL INSTL
|
1,760
|
Units
|
44,662
|
|
THORNBURG INTL VALUE CLASS C
|
601
|
Units
|
14,099
|
|
TIAA-CREF INSTIT HIGH YIELD BOND II
|
338
|
Units
|
3,137
|
|
TIAA-CREF INSTL LRG CAP VALUE -RETAIL
|
207
|
Units
|
2,251
|
|
TIAA-CREF INSTL MID CAP VALUE -RETAIL
|
2,923
|
Units
|
41,095
|
|
TIAA-CREF INSTL REAL ESTATE SEC - RETAIL
|
3,315
|
Units
|
25,958
|
|
TOCQUEVILLE FUND
|
1,716
|
Units
|
34,181
|
|
TOCQUEVILLE GOLD FUND
|
2,591
|
Units
|
148,917
|
|
TRANSAMERICA EQUITY CLASS P
|
9,691
|
Units
|
78,885
|
|
T-ROWE PRICE EMERG EURO & MEDITERRANEAN
|
7,694
|
Units
|
135,101
|
|
TURNER NEW ENTERPRISE INV CL
|
3,440
|
Units
|
21,709
|
|
TWEEDY BROWNE GLOBAL VALUE FUND
|
453
|
Units
|
9,596
|
|
ULTRA BEAR PRO FUND INVESTORS SHARES
|
4,063
|
Units
|
41,040
|
|
ULTRA JAPAN PRO FUND INVESTORS SHS
|
202
|
Units
|
2,107
|
|
ULTRA JAPAN PRO FUND SERVICE SHARES
|
575
|
Units
|
5,627
|
|
ULTRA SHORT CHINA PRO FUND - INVESTOR
|
624
|
Units
|
5,730
|
|
ULTRA SHORT DOW 30 INVESTOR SHARES
|
5,807
|
Units
|
72,936
|
|
ULTRA SHORT EMERGING MRKTS PRO FD INV CL
|
8,520
|
Units
|
15,677
|
|
ULTRA SHORT NASDAQ- 100 PROFUND INVESTOR
|
14,674
|
Units
|
79,239
|
|
ULTRA SHORT SMALL CAP PRO FDS-INVST CL
|
14,590
|
Units
|
86,079
|
|
US GLOBAL INVESTORS CHINA REGION FD
|
4,191
|
Units
|
35,036
|
|
US GLOBAL REGION EAST EUROPEAN
|
1,734
|
Units
|
15,797
|
|
US GLOBAL RESOURCES
|
20,845
|
Units
|
184,482
|
|
US GOLD AND PRECIOUS METALS
|
32,976
|
Units
|
509,812
|
|
US WORLD PRECIOUS MINERALS
|
18,494
|
Units
|
322,167
|
|
VALUE LINE
|
94
|
Units
|
640
|
|
VALUE LINE EMERGING OPPORTUNITY
|
1,353
|
Units
|
35,048
|
|
VALUE LINE INCOME
|
588
|
Units
|
4,556
|
|
VALUE LINE PREMIER GROWTH FUND
|
1,142
|
Units
|
25,208
|
|
VAN ECK EMERGING MARKETS CL C
|
3,025
|
Units
|
31,040
|
|
VAN ECK INTERNATN'L INVESTORS GOLD CL A
|
16
|
Units
|
310
|
|
VAN KAMPEN ASSETT ALLOCATION CONV A
|
534
|
Units
|
5,088
|
|
VAN KAMPEN COMSTOCK CLASS C
|
2,259
|
Units
|
31,190
|
|
VAN KAMPEN REAL ESTATE SEC CLASS C
|
1,619
|
Units
|
22,992
|
|
VANGUARD 500 INDEX FD INVESTOR SHS
|
486
|
Units
|
49,941
|
|
VANGUARD BOND INDEX TOTAL MARKET
|
8,670
|
Units
|
89,732
|
|
VANGUARD CAPITAL VALUE
|
2,521
|
Units
|
23,298
|
|
VANGUARD CONVERTIBLE SECURITIES
|
2,081
|
Units
|
26,136
|
|
VANGUARD EMERGING MARKETS STOCK INDEX
|
1,269
|
Units
|
32,881
|
|
VANGUARD ENERGY
|
3,900
|
Units
|
234,387
|
|
VANGUARD EUROPEAN STOCK INDEX
|
168
|
Units
|
4,371
|
|
VANGUARD FINANCIALS INDEX ADMIRAL SHRS
|
20,044
|
Units
|
291,644
|
|
VANGUARD FIXED INC HIGH YIELD CORP
|
685
|
Units
|
3,748
|
|
VANGUARD GLOBAL EQUITY
|
922
|
Units
|
14,442
|
|
VANGUARD GNMA
|
6,847
|
Units
|
72,852
|
|
VANGUARD GROWTH INDEX
|
113
|
Units
|
3,100
|
|
VANGUARD INDEX TRUST SMALL CAP GROWTH
|
939
|
Units
|
15,802
|
|
VANGUARD INFLATION PROTECTED SECS
|
8,984
|
Units
|
112,753
|
|
VANGUARD INTERMED TRM INVST GR INVEST
|
9,100
|
Units
|
87,542
|
|
VANGUARD INTERNATL VALUE PORTFOLIO
|
257
|
Units
|
7,865
|
|
VANGUARD INT'L GROWTH PORTFOLIO
|
1,149
|
Units
|
19,526
|
|
VANGUARD LARGE CAP INDEX INV CLASS SH
|
229
|
Units
|
4,683
|
|
VANGUARD LIFE STRATEGY GRWTH PORT
|
710
|
Units
|
13,894
|
|
VANGUARD LONG TERM INVMT GRADE INV
|
651
|
Units
|
5,803
|
|
VANGUARD MID CAP GRWTH INDX CL INVES
|
236
|
Units
|
4,497
|
|
VANGUARD MID CAP INDEX
|
2,382
|
Units
|
38,963
|
|
VANGUARD PACIFIC STOCK INDEX
|
399
|
Units
|
3,861
|
|
VANGUARD PRECIOUS METALS & MINING FUND
|
1,331
|
Units
|
27,205
|
|
VANGUARD REIT INDEX FUND
|
3,519
|
Units
|
52,221
|
|
VANGUARD SHORT TERM BOND INDEX
|
1,018
|
Units
|
10,607
|
|
VANGUARD SHORT TERM INVMT GRADE INVESTOR
|
6,263
|
Units
|
66,326
|
|
VANGUARD SMALL CAP STOCK INDEX TRUST
|
1,027
|
Units
|
28,224
|
|
VANGUARD SMALL CAP VALUE INDEX
|
240
|
Units
|
3,141
|
|
VANGUARD STRATEGIC SMALL CAP EQ INVT
|
2,995
|
Units
|
44,743
|
|
VANGUARD TARGET RET 2015 FD INVESTOR CL
|
2,453
|
Units
|
27,746
|
|
VANGUARD TARGET RET 2035 FD INVESTOR CL
|
17,317
|
Units
|
201,222
|
|
VANGUARD TARGET RETIREMENT 2010 INVT
|
16,663
|
Units
|
341,920
|
|
VANGUARD TOTAL INTL STOCK INDEX FUND
|
5,175
|
Units
|
74,566
|
|
VANGUARD TOTAL STOCK MARKET
|
8,321
|
Units
|
228,416
|
|
VANGUARD WELLINGTON FUND
|
3,448
|
Units
|
99,477
|
|
VANGUARD WINDSOR II
|
21,433
|
Units
|
507,545
|
|
VANGUARD/WELLESLEY INCOME
|
1,099
|
Units
|
22,382
|
|
VIRTUS FOREIGN OPPORTUNITES CL A
|
872
|
Units
|
17,537
|
|
WASATCH 1ST SOURCE INCOME EQUITY FUND
|
11,199
|
Units
|
142,004
|
|
WASATCH EMERGING MARKETS SMALL CAP FD
|
9,853
|
Units
|
17,933
|
|
WASATCH GLOBAL SCIENCE & TECHNOLOGY
|
2,101
|
Units
|
25,341
|
|
WASATCH HOISINGTON US TREASURY
|
112
|
Units
|
1,587
|
|
WASATCH SMALL CAP GROWTH
|
419
|
Units
|
12,826
|
|
WEITZ SHORT INTERMED INCOME FUND
|
1,761
|
Units
|
21,309
|
|
WELLS FARGO ASIA PACIFIC FD-INVESTOR
|
2,765
|
Units
|
25,220
|
|
WELLS FARGO SHORT TERM HI YIELD BD-INV
|
15,137
|
Units
|
123,061
|
|
WELLS FARGO SHORT TERM MUNI BD-INVEST
|
769
|
Units
|
7,592
|
|
WELLS FARGO SHRT TRM HI YIELD BND CLASS A
|
130
|
Units
|
1,058
|
|
WELLS FARGO ULTRA SHRT TM MUNI INC-ADV
|
4,175
|
Units
|
20,084
|
|
WESTCORE PLUS BOND FUND
|
4,327
|
Units
|
45,087
|
|
WESTERN ASSET CORE PLUS INSTITUTIONAL
|
1,845
|
Units
|
18,704
|
|
WESTPORT FUND CLASS R
|
877
|
Units
|
17,000
|
|
WESTPORT SELECT CAP CLASS I
|
0
|
Units
|
2
|
|
WILLIAM BLAIR SMALL CAP GROWTH CLASS N
|
598
|
Units
|
11,955
|
|
WILLIAM BLAIR VALUE DISCOVERY CLASS N
|
872
|
Units
|
9,143
|
|
WINTERGREEN FUND
|
1,154
|
Units
|
13,349
|
|
YACKTMAN FOCUSED FD
|
3,733
|
Units
|
60,207
|
|
YACKTMAN FUND
|
5,153
|
Units
|
78,427
|
|
CASH ACCOUNT
|
7,096,491
|
Units
|
7,110,072
|
|
Total Registered Investment Companies
|
$
|
47,703,075
|
||
PARTICIPANT LOANS (interest rate ranging from 4.25% through 10.5% maturing through November 2024)
|
$
|
66,455,396
|
||
Net Assets Pending Settlement
|
$
|
9,329,303
|
||
TOTAL INVESTMENTS
|
$
|
3,031,401,472
|
Assets Acquired (Disposed)
|
Number of
|
|||||
Shares/Units
|
Fair Value
|
|||||
American Electric Power Company, Inc. Common Stock $6.50 par value (a)
|
293,125
|
Shares
|
$
|
(7,015,575)
|
|
Transactions are recorded on the trade date.
|
Exhibit Number
|
Description
|
||
23
|
Consent of Independent Registered Public Accounting Firm
|
||