SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 11-K
x ANNUAL REPORT PURSUANT TO SECTION 15(d) OF THE
SECURITIES EXCHANGE ACT OF 1934
For the fiscal year ended December 31, 2015
¨ TRANSITION REPORT PURSUANT TO SECTION 15(d) OF
THE SECURITIES EXCHANGE ACT OF 1934
For the Transition Period From to
Commission File Number 0-14278
| A. | Full title of the plan and the address of the plan, if different from that of the issuer named below: |
MICROSOFT CORPORATION SAVINGS PLUS 401(k) PLAN
| B. | Name of issuer of the securities held pursuant to the plan and the address of its principal executive office: |
Microsoft Corporation
One Microsoft Way
Redmond, Washington 98052-6399
REQUIRED INFORMATION
The Microsoft Corporation Savings Plus 401(k) Plan (the Plan) is subject to the Employee Retirement Income Security Act of 1974 (ERISA). Therefore, in lieu of the required information outlined as Items 1-3 of the Form 11-K, the statements of net assets available for benefits and the related statements of changes in net assets available for benefits as of and for the years ended December 31, 2015 and 2014, which have been prepared in accordance with the financial reporting requirements of ERISA, are attached hereto as Appendix 1 and incorporated herein by this reference.
SIGNATURES
The Plan. Pursuant to the requirements of the Securities Exchange Act of 1934, the trustees (or other persons who administer the employee benefit plan) have duly caused this annual report on Form 11-K to be signed on its behalf by the undersigned hereunto duly authorized.
| Microsoft Corporation Savings Plus 401(k) Plan |
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| Date: June 22, 2016 |
/s/ J. RITCHIE |
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| J. Ritchie |
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| Member of 401(k) Administrative Committee |
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| Date: June 22, 2016 |
/s/ DANIEL GOFF |
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| Daniel Goff |
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| Member of 401(k) Administrative Committee |
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| Date: June 22, 2016 |
/s/ GEORGE ZINN |
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| George Zinn |
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| Member of 401(k) Administrative Committee |
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APPENDIX 1
MICROSOFT CORPORATION
SAVINGS PLUS 401(k) PLAN
REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM;
FINANCIAL STATEMENTS AS OF AND FOR THE YEARS ENDED DECEMBER 31, 2015 AND 2014;
NOTES TO FINANCIAL STATEMENTS; AND
SUPPLEMENTAL SCHEDULE OF ASSETS HELD AT END OF YEAR AS OF DECEMBER 31, 2015
MICROSOFT CORPORATION
SAVINGS PLUS 401(k) PLAN
| Page | ||
| 1 | ||
| FINANCIAL STATEMENTS: |
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| Statements of Net Assets Available for Benefits as of December 31, 2015 and 2014 |
2 | |
| 3 | ||
| 4 | ||
| SUPPLEMENTAL SCHEDULE: |
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| Supplemental Schedule of Assets Held at End of Year as of December 31, 2015 |
11 | |
| EXHIBIT: |
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REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM
To the Participants and Administrators of the Microsoft Corporation Savings Plus 401(k) Plan
Redmond, Washington
We have audited the accompanying statements of net assets available for benefits of Microsoft Corporation Savings Plus 401(k) Plan (the “Plan”) as of December 31, 2015 and 2014, and the related statements of changes in net assets available for benefits for the years then ended. These financial statements are the responsibility of the Plan’s management. Our responsibility is to express an opinion on these financial statements based on our audits.
We conducted our audits in accordance with standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. The Plan is not required to have, nor were we engaged to perform, an audit of its internal control over financial reporting. Our audits included consideration of internal control over financial reporting as a basis for designing audit procedures that are appropriate in the circumstances, but not for the purpose of expressing an opinion on the effectiveness of the Plan’s internal control over financial reporting. Accordingly, we express no such opinion. An audit also includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, as well as evaluating the overall financial statement presentation. We believe that our audits provide a reasonable basis for our opinion.
In our opinion, such financial statements present fairly, in all material respects, the net assets available for benefits of the Plan as of December 31, 2015 and 2014, and the changes in net assets available for benefits for the years then ended in conformity with accounting principles generally accepted in the United States of America.
The supplemental schedule of assets held at end of year as of December 31, 2015, has been subjected to audit procedures performed in conjunction with the audit of the Plan’s financial statements. The supplemental schedule is the responsibility of the Plan’s management. Our audit procedures included determining whether the supplemental schedule reconciles to the financial statements or the underlying accounting and other records, as applicable, and performing procedures to test the completeness and accuracy of the information presented in the supplemental schedule. In forming our opinion on the supplemental schedule, we evaluated whether the supplemental schedule, including its form and content, is presented in compliance with the Department of Labor’s Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974. In our opinion, such schedule is fairly stated, in all material respects, in relation to the financial statements as a whole.
/s/ DELOITTE & TOUCHE LLP
Seattle, Washington
June 22, 2016
1
MICROSOFT CORPORATION
SAVINGS PLUS 401(k) PLAN
STATEMENTS OF NET ASSETS AVAILABLE FOR BENEFITS
| December 31, | 2015 | 2014 | ||||||
| ASSETS |
||||||||
| Cash |
$ | 5,986,815 | $ | 5,672,423 | ||||
| Investments held by trustee, at fair value |
13,582,604,176 | 12,417,632,077 | ||||||
| Receivables: |
||||||||
| Participant loans |
111,386,236 | 103,400,059 | ||||||
| Other receivables |
8,409,201 | 15,678,861 | ||||||
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|
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| Total receivables |
119,795,437 | 119,078,920 | ||||||
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| Total assets |
$ | 13,708,386,428 | $ | 12,542,383,420 | ||||
| LIABILITIES |
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| Operating payables |
$ | 4,067,784 | $ | 3,287,926 | ||||
| Other payables |
5,812,112 | 6,249,250 | ||||||
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| Total liabilities |
$ | 9,879,896 | $ | 9,537,176 | ||||
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| NET ASSETS AVAILABLE FOR BENEFITS |
$ | 13,698,506,532 | $ | 12,532,846,244 | ||||
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|
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See accompanying notes.
2
MICROSOFT CORPORATION
SAVINGS PLUS 401(k) PLAN
STATEMENTS OF CHANGES IN NET ASSETS AVAILABLE FOR BENEFITS
| Year Ended December 31, | 2015 | 2014 | ||||||
| ADDITIONS |
||||||||
| Net investment income: |
||||||||
| Interest and dividends |
$ | 82,857,978 | $ | 81,791,572 | ||||
| Net increase in fair value of investments |
225,815,479 | 845,412,137 | ||||||
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|
|||||
| Total net investment income |
308,673,457 | 927,203,709 | ||||||
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| Contributions: |
||||||||
| Participant contributions |
889,619,123 | 810,491,649 | ||||||
| Employer contributions |
256,503,739 | 249,160,178 | ||||||
|
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|
|||||
| Total contributions |
1,146,122,862 | 1,059,651,827 | ||||||
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|
|
|
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| Total additions before transfers |
1,454,796,319 | 1,986,855,536 | ||||||
| DEDUCTIONS |
||||||||
| Benefits paid to participants |
862,421,212 | 718,024,527 | ||||||
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|
|
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| INCREASE IN NET ASSETS BEFORE TRANSFERS |
592,375,107 | 1,268,831,009 | ||||||
| Net transfers in |
573,285,181 | 9,174,105 | ||||||
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|
|
|
|
|||||
| INCREASE IN NET ASSETS AVAILABLE FOR BENEFITS |
1,165,660,288 | 1,278,005,114 | ||||||
| NET ASSETS AVAILABLE FOR BENEFITS |
||||||||
| Beginning of year |
12,532,846,244 | 11,254,841,130 | ||||||
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| End of year |
$ | 13,698,506,532 | $ | 12,532,846,244 | ||||
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See accompanying notes.
3
MICROSOFT CORPORATION
SAVINGS PLUS 401(k) PLAN
NOTE 1 — DESCRIPTION OF THE PLAN AND SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES
Plan Description
The Microsoft Corporation Savings Plus 401(k) Plan (the “Plan”), a defined contribution plan, is sponsored by Microsoft Corporation (the “Company” or “Microsoft”). Participating employers included in the Plan are Microsoft Corporation; MOL Corporation; Vexcel Corporation; Microsoft Online, Inc; Microsoft Payments, Inc; Microsoft Open Technologies, Inc; and Microsoft Technology Licensing. These entities represent Microsoft or wholly owned subsidiaries of Microsoft. Twisted Pixel Games was removed as a participating employer from the Plan as of September 30, 2015. The Plan year is January 1 through December 31. The Plan is administered by the 401(k) Administrative Committee (the “Plan Administrator”) and subject to the provisions of the Employee Retirement Income Security Act of 1974. The information below summarizes certain aspects of the Plan, and is intended to be a summary only. Plan participants should refer to the Summary Plan Description for more complete information.
Accounting Principles
The financial statements and accompanying notes are prepared in accordance with accounting principles generally accepted in the United States of America (“U.S. GAAP”).
Eligibility
Regular and retail services employees of participating employers who are on U.S. payroll and have reached age 18 may enroll in the Plan at any time.
Eligible Compensation
Eligible compensation includes wages, salary, bonuses, commissions, and overtime. Compensation does not include, for example, items such as stock awards, amounts realized on the exercise of Microsoft stock options, reimbursements or other expense allowances, fringe benefits (cash and noncash), moving expenses, deferred compensation, welfare plan benefits including health or life insurance, or bonuses or expense allowances which are not based upon performance as an employee.
Contributions
Participant Contributions
Participants may contribute to the Plan on a pre-tax basis and/or Roth basis using eligible compensation each pay period, subject to regulatory limitations. Participants reaching age 50 or older by the end of the Plan year may also elect to make additional catch-up contributions to the Plan on a pre-tax basis and/or Roth basis. Additionally, all participants may contribute up to $20,000 annually on an after-tax basis. A participant’s aggregate contribution election (combined pre-tax, Roth, after-tax, pre-tax catch-up and Roth catch-up) may not exceed 75 percent of their eligible compensation per pay period. Participant contributions may be suspended at any time and reinstated at any subsequent entry date.
Participants may also choose to make rollover contributions to the Plan of amounts received from an eligible employer plan maintained by another company, including direct rollovers from such plans.
4
Employer Contributions
In 2015, the Company made a pre-tax matching contribution of $0.50 for every $1.00 contributed (up to a 6 percent combined pre-tax and Roth contribution rate). Participants are matched only on regular pre-tax and Roth contributions and do not receive a match on after-tax contributions or catch-up contributions. The maximum Company match in 2015 was 3 percent of the participant’s eligible compensation, subject to regulatory limitations.
Beginning in January 2016, the Company increased their pre-tax matching contribution to $0.50 for every $1.00 contributed on a pre-tax and/or Roth basis (up to 50 percent of the maximum annual 401(k) pre-tax and Roth contribution limit of $18,000 for 2016).
Transfers
Nokia, Inc. (“Nokia”) was acquired by the Company in 2014 and the Nokia Plan assets merged into the Plan during 2015. The merged amounts are included as transfers in on the statements of changes in net assets available for benefits for the year ended December 31, 2015.
Employee Stock Ownership Plan Feature
The Plan includes an Employee Stock Ownership Plan (“ESOP”) feature for the portion of the Plan designed to invest primarily in Microsoft Common Stock. The ESOP feature allows participants to either reinvest their cash dividends earned on Microsoft Common Stock or receive those dividends in cash. Amounts invested in Microsoft Common Stock are treated as being held through the ESOP, provided that at the time such amounts were received by the Plan (e.g., through contributions or transfers), the participants whose Plan accounts received such assets were employed by Microsoft or a corporation that is part of the same controlled group of corporations as Microsoft.
Participants who are not employed by an employer established as a corporation that is part of the same controlled group of corporations as Microsoft may not participate in the ESOP, but may invest their contributions and earnings in Microsoft Common Stock. Employees that are not eligible to participate in the ESOP feature are not eligible to receive dividends on Microsoft Common Stock in cash paid directly to them. Instead, dividends paid on contributions invested in Microsoft Common Stock and the earnings that accumulate on those contributions will automatically be reinvested in Microsoft Common Stock.
Beginning January 2016, the investment of new contributions or reallocation of existing account holdings into Microsoft Common Stock within the Plan was discontinued. Participants with existing Microsoft Common Stock as part of their account can retain those holdings, and dividends can continue to be reinvested or received in cash.
Participant Accounts
Each participant’s account is credited with (a) the participant elective deferrals (i.e. participant contributions) and the Company’s matching contribution (i.e. employer contributions) and (b) the allocation of Plan earnings and expenses, based on participant earnings or account balances, as defined. The benefit to which a participant is entitled is the benefit that can be provided from the participant’s vested account. All amounts in participant accounts are participant-directed. Participants may invest in various instruments including common stock, mutual funds, common collective trusts, and separately managed accounts. Participants also have the option to direct their investments through a brokerage account, which offers mutual funds and the option to invest in individual stocks.
Vesting
Participants are fully vested in all Plan accounts at all times.
5
Distributions
Active participants may take a withdrawal from the Plan in the event of a financial hardship. A hardship withdrawal is limited to the following participant account types: pre-tax and after-tax rollover accounts, after-tax accounts, pre-tax contribution accounts, and pre-tax catch-up contribution accounts. A hardship withdrawal will result in a six-month suspension of contributions to the Plan. Active participants may also take a withdrawal from their rollover and after-tax account types within the Plan without meeting one of the hardship criteria. After reaching age 59 1⁄2, active participants may withdraw all, or any portion, of the balance in their accounts. Distributions, in full or any portion, may also occur if the participant terminates employment, retires, becomes permanently disabled, or dies. Distributions of investments in Microsoft Common Stock may be taken in the form of Microsoft Common Stock or cash.
In-Plan Roth Conversions
Active participants may convert their Plan distribution-eligible balances to their Roth account within the Plan.
Administrative Expenses
Plan administrative expenses are paid by the Company to the extent not offset by expense reimbursements. Through September 30, 2015, certain PIMCO mutual fund investments offered in the Plan paid reimbursements back to Fidelity Management Trust Company (“Fidelity”), the Plan trustee. These reimbursements were used by the trustee to pay for Plan administrative expenses. Effective October 1, 2015, PIMCO no longer pays reimbursements back to Fidelity.
Participants are responsible for fees associated with certain transactions such as loan originations and maintenance, domestic relations order qualifications, and dividend checks. Participants also pay commission charges to Fidelity for buying and selling Microsoft Common Stock within the Plan.
Plan Amendment and Termination
Although it has not expressed an interest to do so, the Company has the right to modify, amend, suspend, or terminate the Plan at any time and for any reason. If the Plan is terminated, all account balances will be distributed in the form and manner determined by the Plan Administrator.
Risks and Uncertainties
The Plan utilizes various investment instruments, including common stock, mutual funds, common collective trusts, and separately managed accounts. Investment securities, in general, are exposed to various risks, such as interest rate, credit, and overall market volatility. Due to the level of risk associated with certain investment securities, it is reasonably possible that changes in the values of investment securities will occur in the near term and that such changes could materially affect the amounts reported in the financial statements.
Use of Estimates
The preparation of financial statements in conformity with U.S. GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and changes therein. Actual results could differ from these estimates. The Plan has no contingent assets or liabilities for any periods presented in these financial statements.
Valuation of Investments
Investments are recorded at fair value. Security transactions are accounted for as of the trade date. Dividend income is recorded on the ex-dividend date, and interest income is recorded as earned.
6
Participant Loans
Participant loans are measured at their unpaid principal balance plus any accrued but unpaid interest, and participant loans deemed distributed due to default are included in benefits paid to participants on the statements of changes in net assets available for benefits.
Other Receivables and Payables
Other receivables and payables as of December 31, 2015 and 2014 primarily consist of unsettled trades. Other receivables also include accrued interest.
Recently Adopted Accounting Guidance
In July 2015, the Financial Accounting Standards Board (“FASB”) issued Accounting Standards Update (“ASU”) 2015-12, Plan Accounting (Topic 960, Topic 962, and Topic 965): (Part I) Fully Benefit-Responsive Investment Contracts, (Part II) Plan Investment Disclosures, (Part III) Measurement Date Practical Expedient. Under this ASU, investments need to be disaggregated only by general type within the statement of net assets available for benefits or within the notes. Additionally, investments representing 5 percent or more of net assets available for benefits no longer need to be listed individually, and presentation of net appreciation or depreciation of investments is required only in the aggregate. Employee benefit plans are also no longer required to disclose the investment strategies of plan investments that are both measured at fair value using the net asset value (“NAV”) practical expedient permitted by ASC 820-10 and in a fund entity that directly files Form 5500 with the U.S. Department of Labor. The ASU is effective for the Plan beginning January 1, 2016, with early adoption permitted.
Plan management has elected to early adopt this ASU in the current year and has implemented the guidance within these financial statements, including retrospective application to all prior periods presented. The primary impact of adoption resulted in application of the simplified disclosure guidance in Note 5 – Financial Instruments, and the removal of a separate note disclosing the balances of investments and net appreciation in the fair value of investments. There was no impact to total investments disclosed in the Plan’s financial statements or the notes.
In May 2015, the FASB issued ASU 2015-07, Fair Value Measurement (Topic 820): Disclosures for Investments in Certain Entities that Calculate Net Asset Value per Share (or its Equivalent). Under this ASU, investments for which the practical expedient is used to measure fair value at NAV must be removed from the fair value hierarchy. Instead, those investments must be included as a reconciling line item so that the total fair value amount of investments in the disclosure is consistent with the amount on the statement of net assets available for benefits. Further, the ASU requires entities to provide certain disclosures only for investments for which they elect to use the NAV practical expedient to determine fair value. The ASU is effective for the Plan beginning January 1, 2016, with early adoption permitted.
Plan management has elected to early adopt this ASU in the current year and has implemented the guidance within these financial statements, including retrospective application to all prior periods presented. The primary impact of adoption resulted in application of new disclosure guidance in Note 5 – Financial Instruments, which includes separate presentation of the investments valued using the NAV practical expedient. There was no impact to total investments disclosed in the Plan’s financial statements or the notes.
NOTE 2 — PARTICIPANT LOANS
Participant loans are available in $100 increments ranging from $1,000 to $49,500. The maximum loan amount is the lesser of (a) 50 percent of the vested account balance, reduced by the current outstanding balance of all other loans from the Plan; or (b) $50,000, reduced by: (1) the current outstanding balance of all other loans from the Plan, and (2) the excess (if any) of all Plan loans during the previous 12 months over the current outstanding balance of Plan loans. Participants are limited to two loans – one Primary Residence Loan and one General Loan. The term of a Primary Residence Loan may not exceed 15 years (or 30 years for Nokia Plan legacy loans) or be less than 12 months from the first payment date. The term of a General Loan may not exceed five years (or 15 years for Nokia Plan legacy loans) or be less than 12 months from the first payment date.
The interest rate for loans is 1 percent plus the prime rate on Corporate Loans. The range of interest rates for outstanding Primary Residence Loans as of December 31, 2015 was 3.25 percent to 9.00 percent, maturing at various dates through March 2044. The range of interest rates for outstanding General Loans as of December 31, 2015 was 3.25 percent to 4.25 percent, maturing at various dates through January 2021.
7
Loan repayments are made through after-tax payroll deductions. Employees who are terminated have 60 days to elect to continue to make loan repayments or payoff the loan in full. Failure of the employee to establish a loan repayment service or payoff the loan in full during this 60-day window results in a default of the loan, which is taxable income to the participant.
NOTE 3 — TAX STATUS
The Internal Revenue Service (“IRS”) has determined and informed the Plan by a letter dated August 21 2014, that the Plan is qualified as a tax-exempt plan under the appropriate sections of the Internal Revenue Code (“IRC”). The determination letter covered Plan amendments adopted from September 17, 2010 through August 5, 2014, and the trust agreement with Fidelity adopted on July 19, 2013. The Plan has been amended since receiving the determination letter; however, the Plan Administrator believes that the Plan is designed and currently being operated in compliance with the applicable requirements of the IRC. Therefore, the Plan is tax-exempt as of the financial statement date and, accordingly, no provision for income taxes has been recorded in the Plan’s financial statements.
NOTE 4 — PARTY-IN-INTEREST TRANSACTIONS
Certain Plan investments include shares of mutual funds that are managed by affiliates of Fidelity. Fidelity is the trustee and third-party administrator as defined by the Plan and, therefore, these transactions qualify as party-in-interest transactions.
Transactions in Microsoft Common Stock also qualify as party-in-interest transactions. As of December 31, 2015 and 2014, the Plan held 20,830,786 shares of Microsoft Common Stock valued at $1,155,692,023 and 21,593,435 shares of Microsoft Common Stock valued at $1,003,015,044, respectively. During the years ended December 31, 2015 and 2014, the Plan recorded Microsoft Common Stock dividend income of $27,457,802 and $25,293,650, respectively.
NOTE 5 — FINANCIAL INSTRUMENTS
The Plan accounts for certain assets and liabilities at fair value. The hierarchy below lists three levels of fair value based on the extent to which inputs used in measuring fair value are observable in the market. The Plan categorizes each of its fair value measurements in one of these three levels based on the lowest level input that is significant to the fair value measurement in its entirety. These levels are:
| • | Level 1 – inputs are based upon unadjusted quoted prices for identical instruments traded in active markets. Our Level 1 non-derivative investments primarily include U.S. government securities, domestic and international equities, and actively traded mutual funds. Our Level 1 derivative assets include those actively traded on exchanges. |
| • | Level 2 – inputs are based upon quoted prices for similar instruments in active markets, quoted prices for identical or similar instruments in markets that are not active, and model-based valuation techniques (e.g. the Black-Scholes model) for which all significant inputs are observable in the market or can be corroborated by observable market data for substantially the full term of the assets or liabilities. Where applicable, these models project future cash flows and discount the future amounts to a present value using market-based observable inputs including interest rate curves, credit spreads, foreign exchange rates, and forward and spot prices for currencies and commodities. Our Level 2 non-derivative investments consist primarily of mutual funds in our separately managed accounts. Our Level 2 derivative assets and liabilities primarily include certain over-the-counter futures contracts. |
| • | Level 3 – inputs are generally unobservable and typically reflect management’s estimates of assumptions that market participants would use in pricing the asset or liability. The fair values are therefore determined using model-based techniques, including option pricing models and discounted cash flow models. As of December 31, 2015 and 2014, the Plan did not hold any financial instruments in Level 3. |
8
Our collective trusts are valued using the NAV provided by the trustee in order to estimate fair value. The NAV is based on the fair value of the underlying investments held by the fund less its liabilities. Were the Plan to initiate a full redemption of a collective trust, the investment advisor reserves the right to temporarily delay withdrawal from the collective trust in order to ensure that securities liquidations will be carried out in an orderly business manner. The collective trusts have no unfunded commitments, other redemption restrictions, or redemption notice periods. The portfolios are comprised of a mix of stocks, bonds, commodities, and cash and gradually become more conservative as the target year approaches.
Financial Instruments Measured at Fair Value
| December 31, 2015 | Level 1 | Level 2 | Total | |||||||||||||||
| Mutual funds |
$ | 910,285,907 | $ | 0 | $ | 910,285,907 | ||||||||||||
| Microsoft Common Stock |
1,155,692,023 | 0 | 1,155,692,023 | |||||||||||||||
| Separately managed accounts: |
||||||||||||||||||
| Common stock |
2,342,094,991 | 0 | 2,342,094,991 | |||||||||||||||
| Mutual funds |
0 | 574,498,125 | 574,498,125 | |||||||||||||||
| Other |
105,479,056 | 7,521,130 | 113,000,186 | |||||||||||||||
| Brokerage accounts |
497,335,258 | 12,065,259 | 509,400,517 | |||||||||||||||
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| Total |
$ | 5,010,887,235 | $ | 594,084,514 | 5,604,971,749 | |||||||||||||
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| Collective trusts measured at NAV |
7,977,632,427 | |||||||||||||||||
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|
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| Total Investments |
$ | 13,582,604,176 | ||||||||||||||||
|
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| December 31, 2014 | Level 1 | Level 2 | Total | |||||||||||||||
| Mutual funds |
$ | 3,680,485,345 | $ | 0 | $ | 3,680,485,345 | ||||||||||||
| Microsoft Common Stock |
1,003,015,044 | 0 | 1,003,015,044 | |||||||||||||||
| Separately managed accounts: |
||||||||||||||||||
| Common stock |
2,337,892,330 | 0 | 2,337,892,330 | |||||||||||||||
| Mutual funds |
313,584 | 538,385,292 | 538,698,876 | |||||||||||||||
| Other |
68,315,046 | 2,985,211 | 71,300,257 | |||||||||||||||
| Brokerage accounts |
419,313,170 | 13,783,590 | 433,096,760 | |||||||||||||||
|
|
|
|
|
|
|
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| Total |
$ | 7,509,334,519 | $ | 555,154,093 | 8,064,488,612 | |||||||||||||
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|
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| Collective trusts measured at NAV |
4,353,143,465 | |||||||||||||||||
|
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|
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| Total Investments |
$ | 12,417,632,077 | ||||||||||||||||
|
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|
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No significant transfers occurred between Level 1 and Level 2 for the years ended December 31, 2015 and 2014.
NOTE 6 — DERIVATIVES
Investment managers acting under the Plan use derivative instruments to manage risks related to foreign currencies and interest rates; to enhance investment returns for the Plan; and to facilitate Plan portfolio diversification. Our Plan derivatives consist of over-the-counter foreign exchange forward contracts and exchange-traded futures contracts, as well as put and call options, for which no hedge accounting treatment is applied. The related notional amounts, gross fair values, and amounts recognized in earnings were immaterial as of and for the years ended December 31, 2015 and 2014. These derivative instruments are a component of the “Other” caption of separately managed accounts in Note 5 – Financial Instruments.
9
NOTE 7 — RECONCILIATION OF FINANCIAL STATEMENTS TO FORM 5500
The following is a reconciliation of net assets available for benefits per the financial statements to net assets per the Form 5500, which is the annual return/report for the Plan:
| December 31, | 2015 | 2014 | ||||||
| Net assets available for benefits per the financial statements |
$ | 13,698,506,532 | $ | 12,532,846,244 | ||||
| Less: benefits payable |
(2,893,690 | ) | (2,444,765 | ) | ||||
|
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| Net assets per the Form 5500 |
$ | 13,695,612,842 | $ | 12,530,401,479 | ||||
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The following is a reconciliation of benefits paid to participants per the financial statements to the Form 5500:
| December 31, | 2015 | 2014 | ||||||
| Benefits paid to participants per the financial statements |
$ | 862,421,212 | $ | 718,024,527 | ||||
| Plus: increase in benefits payable at year end |
448,925 | 232,496 | ||||||
|
|
|
|
|
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| Benefits paid to participants per the Form 5500 |
$ | 862,870,137 | $ | 718,257,023 | ||||
|
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|
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Benefits payable are recorded on the Form 5500 for payments to participants who requested payment by December 31, but had not been paid as of that date.
10
MICROSOFT CORPORATION
SAVINGS PLUS 401(k) PLAN
EMPLOYER ID 91-1144442, PLAN 001
SUPPLEMENTAL SCHEDULE OF ASSETS HELD AT END OF YEAR
AS OF DECEMBER 31, 2015
| Identity of Issue, borrower, lessor, or similar party | Shares or Units | Cost ** | Current Value | |||||||
| BROKERAGE ACCOUNTS |
||||||||||
| BrokerageLink |
509,400,517 | $ | 509,400,517 | |||||||
| COMMON COLLECTIVE TRUSTS |
||||||||||
| BlackRock LifePath Index 2020 |
18,842,006 | 245,311,581 | ||||||||
| BlackRock LifePath Index 2030 |
53,515,668 | 736,360,344 | ||||||||
| BlackRock LifePath Index 2040 |
60,493,091 | 868,244,210 | ||||||||
| BlackRock LifePath Index 2050 |
28,904,888 | 430,527,750 | ||||||||
| BlackRock LifePath Index 2060 |
162,617 | 1,615,967 | ||||||||
| BlackRock LifePath Index Retirement |
7,298,324 | 89,891,712 | ||||||||
| Fidelity Contrafund Pool |
94,874,132 | 1,101,488,673 | ||||||||
| Fidelity Growth Company Pool |
102,095,564 | 1,325,200,425 | ||||||||
| Vanguard Russell 1000 Growth Index Trust |
4,428,179 | 484,531,325 | ||||||||
| Vanguard Russell 1000 Value Index Trust |
6,219,350 | 668,766,675 | ||||||||
| Vanguard Russell 2000 Growth Index Trust |
6,417,770 | 683,749,254 | ||||||||
| Vanguard S&P 500 Index Trust |
12,301,261 | 1,341,944,511 | ||||||||
| EMPLOYER STOCK |
||||||||||
| Microsoft Common Stock * |
20,830,786 | 1,155,692,023 | ||||||||
| MUTUAL FUNDS |
||||||||||
| Fidelity Institutional Money Market Fund |
499,105,147 | 499,105,147 | ||||||||
| PIMCO All Asset All Authority |
945,901 | 7,236,142 | ||||||||
| PIMCO Inflation Response Multi-Asset Response |
1,117,718 | 8,729,376 | ||||||||
| Vanguard Short-Term Bond Index Fund (Signal) |
37,892,161 | 395,215,242 | ||||||||
| SEPARATELY MANAGED ACCOUNTS |
||||||||||
| Artisan Mid Cap Account |
||||||||||
| Mutual Funds |
||||||||||
| SSBK GOVT STIF FUND |
47,434,389 | 47,436,972 | ||||||||
| Publicly-traded Common Stock |
||||||||||
| ACTIVISION BLIZZARD INC |
190,503 | 7,374,371 | ||||||||
11
| ACUITY BRANDS INC |
21,378 | 4,998,176 | ||||||||
| ALKERMES PLC |
189,826 | 15,068,388 | ||||||||
| AMETEK INC NEW |
590,036 | 31,620,029 | ||||||||
| ARAMARK |
139,224 | 4,489,974 | ||||||||
| ASPEN TECHNOLOGIES |
299,898 | 11,324,148 | ||||||||
| ATHENAHEALTH INC |
121,325 | 19,529,685 | ||||||||
| BECTON DICKINSON & CO |
105,361 | 16,235,076 | ||||||||
| BOSTON SCIENTIFIC CORP |
1,332,251 | 24,566,708 | ||||||||
| CARMAX INC |
37,215 | 2,008,494 | ||||||||
| CEPHEID INC |
252,180 | 9,212,135 | ||||||||
| CERNER CORP |
169,840 | 10,219,273 | ||||||||
| CHIPOTLE MEXICAN GRILL INC |
32,732 | 15,706,450 | ||||||||
| CIGNA CORP |
141,235 | 20,666,918 | ||||||||
| CIMAREX ENERGY CO |
94,225 | 8,421,831 | ||||||||
| CONCHO RESOURCES INC |
60,983 | 5,662,881 | ||||||||
| CTRIP.COM INTL LTD ADR |
180,805 | 8,376,696 | ||||||||
| DEXCOM INC |
158,486 | 12,980,003 | ||||||||
| DOLLAR TREE INC |
135,283 | 10,446,553 | ||||||||
| ELECTRONIC ARTS INC |
388,797 | 26,718,130 | ||||||||
| ENVISION HEALTHCARE HLDGS INC |
366,322 | 9,513,382 | ||||||||
| FORTUNE BRANDS HOME & SEC INC |
528,483 | 29,330,807 | ||||||||
| GARTNER INC |
180,671 | 16,386,860 | ||||||||
| GLOBAL PAYMENTS INC |
404,285 | 26,080,425 | ||||||||
| GUIDEWIRE SOFTWARE INC |
174,443 | 10,494,491 | ||||||||
| HARMAN INTL IND INC NEW |
36,639 | 3,451,760 | ||||||||
| HD SUPPLY HLDGS INC |
148,108 | 4,447,683 | ||||||||
| HUBBELL INC |
40,027 | 4,044,328 | ||||||||
| IHS INC CL A |
297,794 | 35,267,743 | ||||||||
| ILLUMINA INC |
60,006 | 11,517,852 | ||||||||
| INCYTE CORP |
53,280 | 5,778,216 | ||||||||
| INTERCONTINENTAL EXCHANGE INC |
21,585 | 5,531,372 | ||||||||
| INTUIT INC |
60,594 | 5,847,321 | ||||||||
| JD.COM INC SPON ADR |
345,292 | 11,140,846 | ||||||||
| LEVEL 3 COMMUNICATIONS INC |
263,166 | 14,305,704 | ||||||||
| LINKEDIN CORP CL A |
46,296 | 10,420,304 | ||||||||
| LKQ CORP |
1,232,949 | 36,532,279 | ||||||||
| LULULEMON ATHLETICA INC |
84,088 | 4,412,097 | ||||||||
| MCGRAW HILL FINANCIAL INC |
291,823 | 28,767,911 | ||||||||
| MICHAELS COS INC |
309,094 | 6,834,068 | ||||||||
| MOBILEYE NV |
93,375 | 3,947,895 | ||||||||
| MONSTER BEVERAGE CORP NEW |
82,084 | 12,227,233 | ||||||||
| MOTOROLA SOLUTIONS INC |
66,197 | 4,558,523 | ||||||||
| NETFLIX INC |
20,305 | 2,322,486 | ||||||||
12
| NOBLE ENERGY INC |
127,144 | 4,186,852 | ||||||||
| NVIDIA CORP |
67,467 | 2,223,712 | ||||||||
| NXP SEMICONDUCTORS NV |
152,242 | 12,826,389 | ||||||||
| PACWEST BANCORP |
209,393 | 9,024,838 | ||||||||
| PALO ALTO NETWORKS INC |
75,444 | 13,288,706 | ||||||||
| REGENERON PHARMACEUTICALS INC |
70,435 | 38,237,048 | ||||||||
| ROPER TECHNOLOGIES INC |
20,054 | 3,806,049 | ||||||||
| RPM INTERNATIONAL INC |
262,822 | 11,579,937 | ||||||||
| SEATTLE GENETICS INC |
223,633 | 10,036,649 | ||||||||
| SERVICENOW INC |
133,101 | 11,521,223 | ||||||||
| SIGNET JEWELERS LTD (US) |
174,688 | 21,607,159 | ||||||||
| TD AMERITRADE HOLDING CORP |
517,902 | 17,976,378 | ||||||||
| TEXTRON INC |
405,911 | 17,060,278 | ||||||||
| TIFFANY & CO |
72,416 | 5,553,583 | ||||||||
| TRACTOR SUPPLY CO. |
214,899 | 18,373,865 | ||||||||
| TWITTER INC |
124,682 | 2,885,141 | ||||||||
| ULTA SALON COSMETICS & FRG INC |
70,369 | 13,018,265 | ||||||||
| VERISK ANALYTICS INC |
154,459 | 11,874,808 | ||||||||
| WASTE CONNECTIONS INC |
278,489 | 15,684,500 | ||||||||
| WHITEWAVE FOODS CO CL A |
402,710 | 15,669,446 | ||||||||
| WILLIAMS-SONOMA INC |
112,186 | 6,552,784 | ||||||||
| WORKDAY INC CL A |
165,497 | 13,186,801 | ||||||||
|
|
|
|||||||||
| Artisan Mid Cap Account |
892,398,888 | |||||||||
| DFA Small Mid Value Account |
||||||||||
| Mutual Funds |
||||||||||
| SSBK STIF FUND |
856,447 | 856,645 | ||||||||
| Convertible Securities |
||||||||||
| CATALYST BIOSCI CV 0% 2/19/18 |
16,524 | 5,628 | ||||||||
| Publicly-traded Common Stock |
||||||||||
| 1 800 FLOWERS.COM INC CL A |
6,700 | 48,776 | ||||||||
| AAR CORP |
16,180 | 425,372 | ||||||||
| AARONS INC A |
19,754 | 442,786 | ||||||||
| ABERCROMBIE & FITCH CO CL A |
17,445 | 471,015 | ||||||||
| ABM INDUSTRIES INC |
21,000 | 597,870 | ||||||||
| ABRAXAS PETROLEUM CORP |
11,263 | 11,939 | ||||||||
| ACCO BRANDS CORP |
22,598 | 161,124 | ||||||||
| ACCURIDE CORP |
3,615 | 6,001 | ||||||||
| ACETO CORP |
10,923 | 294,703 | ||||||||
| ACTUA CORP |
6,824 | 78,135 | ||||||||
| ACTUANT CORP CL A |
15,601 | 373,800 | ||||||||
| ACXIOM CORP |
11,014 | 230,413 | ||||||||
| ADDUS HOMECARE CORP |
2,816 | 65,556 | ||||||||
13
| ADT CORP |
54,196 | 1,787,384 | ||||||||
| ADTRAN INC |
18,025 | 310,391 | ||||||||
| ADVANCED ENERGY INDUSTRIES INC |
13,327 | 376,221 | ||||||||
| AECOM |
45,769 | 1,374,443 | ||||||||
| AEGION CORP |
17,837 | 344,432 | ||||||||
| AEROCENTURY CORP |
600 | 7,602 | ||||||||
| AEROVIRONMENT INC |
1,959 | 57,732 | ||||||||
| AFFYMETRIX INC |
73,629 | 742,917 | ||||||||
| AGCO CORP |
29,989 | 1,361,201 | ||||||||
| AGILYSYS INC |
1,319 | 13,177 | ||||||||
| AH BELO CORP CL A |
7,747 | 38,735 | ||||||||
| AIR GAS INC |
17,162 | 2,373,848 | ||||||||
| AIR LEASE CORP CL A |
19,742 | 661,949 | ||||||||
| AIR TRANSPORT SERVICES GROUP |
15,997 | 161,250 | ||||||||
| ALAMO GROUP INC |
4,787 | 249,403 | ||||||||
| ALASKA AIR GROUP INC |
15,506 | 1,248,388 | ||||||||
| ALASKA COMM SYS GROUP INC |
8,586 | 15,026 | ||||||||
| ALBANY INTERNATIONAL CORP CL A |
11,600 | 425,952 | ||||||||
| ALBANY MOLECULAR RESEARCH INC |
3,936 | 78,130 | ||||||||
| ALBEMARLE CORP |
17,842 | 1,004,505 | ||||||||
| ALCOA INC |
35,742 | 352,774 | ||||||||
| ALERE INC |
29,171 | 1,140,294 | ||||||||
| ALEXANDER & BALDWIN INC |
9,439 | 333,291 | ||||||||
| ALICO INC |
168 | 6,510 | ||||||||
| ALLEGHANY CORP DEL |
4,830 | 2,308,402 | ||||||||
| ALLEGHENY TECHNOLOGIES INC |
17,881 | 201,161 | ||||||||
| ALLIANCE ONE INTERNATIONAL INC |
1,872 | 21,472 | ||||||||
| ALLIED WORLD ASSUR CO HLDS AG |
31,390 | 1,167,394 | ||||||||
| ALLSCRIPTS HLTHCARE SOLS INC |
30,709 | 472,304 | ||||||||
| ALMOST FAMILY INC |
3,878 | 148,256 | ||||||||
| ALON USA ENERGY INC |
21,397 | 317,531 | ||||||||
| ALPHA & OMEGA SEMICNDTR LTD |
2,379 | 21,863 | ||||||||
| ALTRA INDUSTRIAL MOTION CORP |
889 | 22,429 | ||||||||
| AMBAC FINANCIAL GROUP INC |
7,328 | 103,252 | ||||||||
| AMEDISYS INC |
7,542 | 296,551 | ||||||||
| AMERCO INC |
1,657 | 645,402 | ||||||||
| AMERESCO INC-CL A |
2,600 | 16,250 | ||||||||
| AMERICAN EAGLE OUTFITTERS INC |
43,401 | 672,716 | ||||||||
| AMERICAN EQY INVT LIFE HLD CO |
24,597 | 591,066 | ||||||||
| AMERICAN FINL GROUP INC OHIO |
36,063 | 2,599,421 | ||||||||
| AMERICAN NATIONAL INSURANCE |
1,761 | 180,097 | ||||||||
| AMERICAN PUBLIC EDUCATION INC |
2,446 | 45,520 | ||||||||
| AMERICAN RAILCAR INDS INC |
2,712 | 125,511 | ||||||||
14
| AMERICAN SCIENCE & ENGR INC |
554 | 22,925 | ||||||||
| AMERICAN SUPERCONDUCTOR CORP |
3,900 | 24,843 | ||||||||
| AMERICAN VANGUARD CORP |
2,067 | 28,959 | ||||||||
| AMERICAS CAR MART INC |
5,922 | 158,058 | ||||||||
| AMERIS BANCORP |
7,977 | 271,537 | ||||||||
| AMERISAFE INC |
6,300 | 320,670 | ||||||||
| AMKOR TECHNOLOGY INC |
76,640 | 465,971 | ||||||||
| AMPCO-PITTSBURG CORP |
700 | 7,182 | ||||||||
| AMSURG CORP |
15,327 | 1,164,852 | ||||||||
| AMTECH SYSTEMS INC |
1,525 | 9,547 | ||||||||
| ANALOGIC CORP |
3,869 | 319,966 | ||||||||
| ANDERSONS INC |
41,365 | 1,314,787 | ||||||||
| ANGIODYNAMICS INC |
11,665 | 141,613 | ||||||||
| ANIKA THERAPEUTICS INC |
3,013 | 114,976 | ||||||||
| ANIXTER INTL INC |
1,982 | 119,693 | ||||||||
| APOLLO EDUCATION GROUP INC CL |
34,927 | 267,890 | ||||||||
| APPLIED INDUSTRIAL TECH INC |
8,596 | 348,052 | ||||||||
| APPROACH RESOURCES INC |
5,151 | 9,478 | ||||||||
| APTARGROUP INC |
1,588 | 115,368 | ||||||||
| ARC DOCUMENT SOLUTIONS INC |
16,500 | 72,930 | ||||||||
| ARCBEST CORP |
1,200 | 25,668 | ||||||||
| ARCH CAPITAL GROUP LTD |
27,159 | 1,894,340 | ||||||||
| ARCHROCK INC |
26,882 | 202,153 | ||||||||
| ARCTIC CAT INC |
2,758 | 45,176 | ||||||||
| ARGAN INC |
5,452 | 176,645 | ||||||||
| ARGO GROUP INTL |
17,920 | 1,072,333 | ||||||||
| ARRIS GROUP INC |
47,921 | 1,464,945 | ||||||||
| ARROW ELECTRONICS INC |
38,268 | 2,073,360 | ||||||||
| ARROW FINANCIAL CORP |
1,352 | 36,734 | ||||||||
| ASCENA RETAIL GROUP INC |
36,591 | 360,421 | ||||||||
| INTREPID POTASH INC |
3,127 | 9,225 | ||||||||
| INVACARE CORP |
18,634 | 324,278 | ||||||||
| ASPEN INSURANCE HLDGS LTD |
53,901 | 2,603,418 | ||||||||
| ASSOCIATED BANC CORP |
67,707 | 1,269,506 | ||||||||
| ASSURANT INC |
30,632 | 2,467,101 | ||||||||
| ASSURED GUARANTY LTD |
50,022 | 1,322,081 | ||||||||
| ASTEC INDUSTRIES INC |
34,356 | 1,398,289 | ||||||||
| ASTORIA FINANCIAL CORP |
39,486 | 625,853 | ||||||||
| ATLANTIC TELE-NETWORK INC |
180 | 14,139 | ||||||||
| ATLAS AIR WORLD |
55,903 | 2,311,030 | ||||||||
| ATLAS FINANCIAL HOLDINGS INC |
122 | 2,428 | ||||||||
| ATWOOD OCEANICS INC |
26,259 | 268,630 | ||||||||
| AV HOMES INC |
801 | 10,261 | ||||||||
15
| AVIAT NETWORKS INC |
27,555 | 21,157 | ||||||||
| AVIS BUDGET GROUP |
44,047 | 1,598,466 | ||||||||
| AVNET INC |
55,970 | 2,397,755 | ||||||||
| AVX CORP |
21,030 | 255,304 | ||||||||
| AXCELIS TECHNOLOGIES INC |
63,000 | 163,170 | ||||||||
| AXIALL CORP |
19,461 | 302,813 | ||||||||
| AXIS CAPITAL HOLDINGS LTD |
42,084 | 2,380,692 | ||||||||
| AXT INC |
4,000 | 9,920 | ||||||||
| AZZ INC |
3,586 | 199,274 | ||||||||
| B&G FOODS INC |
3,400 | 120,258 | ||||||||
| BABCOCK &WILCOX ENTERPR INC |
2,943 | 61,420 | ||||||||
| BALDWIN & LYONS CL B |
317 | 7,618 | ||||||||
| BANC OF CALIFORNIA INC |
7,786 | 114,766 | ||||||||
| BANCFIRST CORP |
2,900 | 171,042 | ||||||||
| BANCORP INC DEL |
17,280 | 110,074 | ||||||||
| BANCORPSOUTH INC |
37,040 | 892,294 | ||||||||
| BANK MUTUAL CORP |
14,799 | 115,432 | ||||||||
| BANKFINANCIAL CORP |
1,100 | 13,893 | ||||||||
| BANKRATE INC |
28,717 | 381,936 | ||||||||
| BANNER CORP |
4,707 | 216,710 | ||||||||
| BAR HARBOR BANKSHARES |
651 | 22,407 | ||||||||
| BARNES & NOBLE EDUCATION INC |
19,321 | 192,244 | ||||||||
| BARNES & NOBLE INC |
24,693 | 215,076 | ||||||||
| BARNES GROUP INC |
25,800 | 913,062 | ||||||||
| BASIC ENERGY SERVICES INC |
17,051 | 45,697 | ||||||||
| BBCN BANCORP INC |
30,816 | 530,652 | ||||||||
| BEACON ROOFING SUPPLY INC |
15,564 | 640,926 | ||||||||
| BEL FUSE INC NV CL B |
2,918 | 50,452 | ||||||||
| BELDEN INC |
3,087 | 147,343 | ||||||||
| BELMOND LTD CL A |
21,179 | 201,201 | ||||||||
| BEMIS INC |
25,793 | 1,152,689 | ||||||||
| BENCHMARK ELECTRONICS INC |
17,175 | 355,007 | ||||||||
| BENEFICIAL BANCORP INC |
798 | 10,629 | ||||||||
| BERKLEY (WR) CORP |
21,215 | 1,161,521 | ||||||||
| BERKSHIRE HILLS BANCORP INC |
10,085 | 293,574 | ||||||||
| BGC PARTNERS INC CL A |
1,445 | 14,175 | ||||||||
| BIG 5 SPORTING GOODS CORP |
8,661 | 86,523 | ||||||||
| BIG LOTS INC |
3,090 | 119,089 | ||||||||
| BIGLARI HLDGS INC |
273 | 88,949 | ||||||||
| BILL BARRETT CORP |
10,706 | 42,075 | ||||||||
| BIOSCRIP INC |
3,300 | 5,775 | ||||||||
| BJ’S RESTAURANTS INC |
595 | 25,865 | ||||||||
| BLOUNT INTL INC |
2,000 | 19,620 | ||||||||
16
| BLUCORA INC |
25,203 | 246,989 | ||||||||
| BNC BANCORP |
800 | 20,304 | ||||||||
| BOB EVANS FARMS INC |
15,936 | 619,114 | ||||||||
| BOINGO WIRELESS INC |
9,057 | 59,957 | ||||||||
| BOISE CASCADE CO |
2,974 | 75,926 | ||||||||
| BOK FINANCIAL COMMON NEW |
6,421 | 383,912 | ||||||||
| BONANZA CREEK ENERGY INC |
8,800 | 46,376 | ||||||||
| BON-TON STORES INC |
1,228 | 2,579 | ||||||||
| BOSTON PRIVATE FINL HLDG INC |
29,521 | 334,768 | ||||||||
| BOULDER BRANDS INC |
1,800 | 19,764 | ||||||||
| BRAVO BRIO RESTAURANT GROUP |
3,916 | 35,244 | ||||||||
| BRIDGE BANCORP INC |
500 | 15,215 | ||||||||
| BRIDGEPOINT EDUCATION INC |
18,749 | 142,680 | ||||||||
| BRIGGS & STRATTON CORP |
8,095 | 140,044 | ||||||||
| BRIGHT HORIZONS FAMILY SOL INC |
2,610 | 174,348 | ||||||||
| BRINKS CO |
1,382 | 39,885 | ||||||||
| BRISTOW GROUP INC |
8,587 | 222,403 | ||||||||
| BROADRIDGE FINANCIAL SOL |
5,453 | 294,626 | ||||||||
| BROOKLINE BANCORP INC |
32,544 | 374,256 | ||||||||
| BROOKS AUTOMATION INC |
14,123 | 150,834 | ||||||||
| BRYN MAWR BANK CORP |
3,100 | 89,032 | ||||||||
| BSQUARE CORP |
4,808 | 29,281 | ||||||||
| C&J ENERGY SERVICES LTD |
22,257 | 105,943 | ||||||||
| CABLE ONE INC W/I |
1,235 | 535,570 | ||||||||
| CABOT CORP |
46,506 | 1,901,165 | ||||||||
| CABOT MICROELECTRONICS CORP |
458 | 20,051 | ||||||||
| CACI INTERNATIONAL INC |
10,305 | 956,098 | ||||||||
| CAI INTERNATIONAL INC |
1,664 | 16,773 | ||||||||
| CALAMOS ASSET MGMT INC CL A |
2,536 | 24,548 | ||||||||
| CALATLANTIC GROUP INC |
30,748 | 1,165,964 | ||||||||
| CALERES INC |
27,400 | 736,786 | ||||||||
| CALGON CARBON |
8,830 | 152,318 | ||||||||
| CALIFORNIA RES CORP |
2,964 | 6,906 | ||||||||
| CALIX NETWORKS INC |
5,000 | 39,350 | ||||||||
| CALLAWAY GOLF CO |
27,812 | 261,989 | ||||||||
| CALLON PETROLEUM CO |
21,278 | 177,459 | ||||||||
| CALPINE CORP |
25,106 | 363,284 | ||||||||
| CAMBREX CORP |
6,300 | 296,667 | ||||||||
| CAMDEN NATIONAL CORP |
1,100 | 48,499 | ||||||||
| CAPE BANCORP INC |
958 | 11,908 | ||||||||
| CAPITAL BANK FINL CORP SER A |
10,500 | 335,790 | ||||||||
| CAPITOL FED FINL (2ND STEP CV) |
60,409 | 758,737 | ||||||||
| CARDINAL FINL CORP |
3,810 | 86,678 | ||||||||
17
| CAREER EDUCATION CORP |
41,036 | 148,961 | ||||||||
| CARMIKE CINEMAS INC |
3,383 | 77,606 | ||||||||
| CARPENTER TECHNOLOGY CORP |
5,983 | 181,105 | ||||||||
| CARRIAGE SERVICES INC |
2,882 | 69,456 | ||||||||
| CARRIZO OIL & GAS INC |
6,754 | 199,783 | ||||||||
| CARROLS RESTAURANT GROUP INC |
11,924 | 139,988 | ||||||||
| CASCADE BANCORP |
2,711 | 16,456 | ||||||||
| CASCADE MICROTECH INC |
3,401 | 55,266 | ||||||||
| CASELLA WASTE SYS INC CL A |
2,218 | 13,264 | ||||||||
| CASEY GENERAL STORES |
5,701 | 686,685 | ||||||||
| CASH AMERICA INTERNATIONAL INC |
58,648 | 1,756,508 | ||||||||
| CATALYST BIOSCIENCES INC |
2,185 | 6,839 | ||||||||
| CATHAY GENERAL BANCORP |
28,553 | 894,565 | ||||||||
| CATO CORP CL A |
11,900 | 441,728 | ||||||||
| CAVCO INDUSTRIES INC DEL |
700 | 58,317 | ||||||||
| CBIZ INC |
16,405 | 161,753 | ||||||||
| CDI CORP |
5,805 | 39,242 | ||||||||
| CECO ENVIRONMENTAL CORP |
2,959 | 22,725 | ||||||||
| CELADON GRP INC |
6,138 | 60,705 | ||||||||
| CENTERSTATE BANKS INC |
11,851 | 185,468 | ||||||||
| CENTRAL EUROPEAN MEDIA CL A(US |
43,499 | 117,012 | ||||||||
| CENTRAL GARDEN & PET CO CL A |
6,463 | 87,897 | ||||||||
| CENTRAL PACIFIC FINANCIAL CORP |
13,924 | 306,606 | ||||||||
| CENTURY ALUMINUM COMPANY |
34,476 | 152,384 | ||||||||
| CENTURY COMMUNITIES INC |
2,909 | 51,518 | ||||||||
| CHART INDUSTRIES INC |
4,863 | 87,339 | ||||||||
| CHARTER FINANCIAL CORP |
449 | 5,931 | ||||||||
| CHASE CORP |
400 | 16,292 | ||||||||
| CHECKPOINT SYSTEMS INC |
16,577 | 103,938 | ||||||||
| CHEFS WAREHOUSE INC |
817 | 13,628 | ||||||||
| CHEMICAL FINANCIAL CORP |
6,858 | 235,024 | ||||||||
| CHEMTURA CORP NEW |
38,368 | 1,046,295 | ||||||||
| CHICAGO BRIDGE & IRON (NY REG) |
17,419 | 679,167 | ||||||||
| CHICAGO RIVET & MACHINE CO |
300 | 6,996 | ||||||||
| CHICOS FAS INC |
50,648 | 540,414 | ||||||||
| CHRISTOPHER & BANKS CORP |
6,800 | 11,220 | ||||||||
| CHURCHILL DOWNS INC |
451 | 65,300 | ||||||||
| CIBER INC |
25,371 | 89,052 | ||||||||
| CINCINNATI FINANCIAL CORP |
208 | 12,403 | ||||||||
| CIRCOR INTERNATIONAL INC |
29,470 | 1,242,161 | ||||||||
| CIRRUS LOGIC INC |
17,391 | 513,556 | ||||||||
| CIT GROUP INC |
21,074 | 836,638 | ||||||||
| CITI TRENDS INC |
80,103 | 1,702,189 | ||||||||
18
| CITIZENS & NORTHERN CORP |
502 | 10,542 | ||||||||
| CITY HOLDING CO |
250 | 11,410 | ||||||||
| CIVEO CORP |
36,870 | 52,355 | ||||||||
| CLEAN HARBORS INC |
5,282 | 219,995 | ||||||||
| CLEARWATER PAPER CORP |
5,439 | 247,638 | ||||||||
| CLIFTON BANCORP INC |
3,299 | 47,308 | ||||||||
| CLOUD PEAK ENERGY INC |
85,400 | 177,632 | ||||||||
| CNB FINANCIAL CORP PA |
2,100 | 37,863 | ||||||||
| COBIZ FINANCIAL INC |
13,516 | 181,385 | ||||||||
| COCA COLA BOTTLING CO CONSOLID |
1,400 | 255,514 | ||||||||
| COEUR MINING INC |
19,985 | 49,563 | ||||||||
| COHERENT INC |
5,126 | 333,754 | ||||||||
| COHU INC |
11,478 | 139,071 | ||||||||
| COLUMBIA BANKING SYSTEMS INC |
20,122 | 654,166 | ||||||||
| COLUMBIA SPORTSWEAR CO |
6,985 | 340,589 | ||||||||
| COLUMBUS MCKINNON CORP NY |
7,600 | 143,640 | ||||||||
| COMERICA INC |
8,860 | 372,474 | ||||||||
| COMFORT SYSTEMS USA INC |
14,500 | 412,090 | ||||||||
| COMMERCIAL METALS CO |
47,300 | 647,537 | ||||||||
| COMMUNITY BANK SYSTEMS INC |
13,404 | 539,511 | ||||||||
| COMMUNITY HEALTH SYS INC NEW |
38,019 | 1,008,644 | ||||||||
| COMMUNITY TRUST BANCORP INC |
3,456 | 121,893 | ||||||||
| COMSTOCK RESOURCES INC NEW |
2,899 | 5,421 | ||||||||
| COMTECH TELECOMMUNICATIONS NEW |
11,781 | 236,680 | ||||||||
| CONMED CORP |
48,417 | 2,142,452 | ||||||||
| CONNECTONE BANCORP INC |
5,080 | 94,945 | ||||||||
| CONNS INC |
2,532 | 59,426 | ||||||||
| CONSOLIDATED COMM HLDGS INC |
1,836 | 38,464 | ||||||||
| CONSOLIDATED TOMOKA LAND CO |
367 | 19,345 | ||||||||
| CONSOLIDATED WATER CO LTD |
5,400 | 66,501 | ||||||||
| CONSUMER PORTFOLIO SVCS INC |
8,447 | 43,840 | ||||||||
| CONTANGO OIL & GAS CO |
5,574 | 35,729 | ||||||||
| CONVERGYS CORP |
93,556 | 2,336,927 | ||||||||
| COOPER TIRE & RUBBER COMPANY |
18,907 | 715,630 | ||||||||
| COPA HOLDINGS SA CL A |
9,309 | 449,252 | ||||||||
| CORE MOLDING TECH INC |
1,300 | 16,679 | ||||||||
| CORELOGIC INC |
38,489 | 1,303,238 | ||||||||
| CORE-MARK HOLDING CO INC |
11,500 | 942,310 | ||||||||
| COVANTA HOLDING CORP |
44,917 | 706,994 | ||||||||
| COVENANT TRANSPORT GROUP CL A |
1,810 | 34,191 | ||||||||
| COVISINT CORP |
3,847 | 9,618 | ||||||||
| COWEN GROUP INC A |
46,002 | 176,188 | ||||||||
| CPI AEROSTRUCTURES INC |
900 | 8,757 | ||||||||
19
| CRAFT BREW ALLIANCE INC |
3,465 | 29,002 | ||||||||
| CREE INC |
38,059 | 1,015,034 | ||||||||
| CROCS INC |
16,020 | 164,045 | ||||||||
| CROSS COUNTRY HEALTHCARE INC |
8,492 | 139,184 | ||||||||
| CRYOLIFE INC |
4,244 | 45,750 | ||||||||
| CSG SYSTEMS INTL INC |
24,310 | 874,674 | ||||||||
| CU BANCORP |
257 | 6,518 | ||||||||
| CUBIC CORP |
6,358 | 300,416 | ||||||||
| CULP INC |
800 | 20,432 | ||||||||
| CUMULUS MEDIA INC CL A |
19,529 | 6,447 | ||||||||
| CURTISS WRIGHT CORPORATION |
19,233 | 1,317,461 | ||||||||
| CUSTOMERS BANCORP INC |
2,774 | 75,508 | ||||||||
| CVB FINANCIAL CORP |
37,956 | 646,770 | ||||||||
| CVR ENERGY INC |
2,603 | 102,428 | ||||||||
| CYNOSURE INC CL A |
6,771 | 302,461 | ||||||||
| CYPRESS SEMICONDUCTOR CORP |
19,358 | 192,031 | ||||||||
| DAKTRONICS INC |
886 | 7,726 | ||||||||
| DANA HOLDING CORP |
945 | 13,041 | ||||||||
| DARDEN RESTAURANTS INC |
8,475 | 539,349 | ||||||||
| DARLING INGREDIENTS INC |
33,461 | 352,010 | ||||||||
| DATALINK CORP |
3,347 | 22,760 | ||||||||
| DAWSON GEOPHYSICAL CO |
6,297 | 21,788 | ||||||||
| DEAN FOODS CO |
37,860 | 649,299 | ||||||||
| DECKERS OUTDOOR CORP |
6,837 | 322,706 | ||||||||
| DEL FRISCOS RESTAURANT GP INC |
9,921 | 158,934 | ||||||||
| DELEK US HOLDINGS INC |
18,924 | 465,530 | ||||||||
| DEMAND MEDIA INC |
3,014 | 16,577 | ||||||||
| DENBURY RESOURCES INC |
34,407 | 69,502 | ||||||||
| DERMA SCIENCES INC |
2,000 | 9,140 | ||||||||
| DESTINATION MATERNITY INC |
396 | 3,453 | ||||||||
| DESTINATION XL GROUP INC |
20,171 | 111,344 | ||||||||
| DEVRY EDUCATION GROUP INC |
22,916 | 580,004 | ||||||||
| DHI GROUP INC |
10,100 | 92,617 | ||||||||
| DHT HOLDINGS INC |
30,204 | 244,350 | ||||||||
| DIAMOND FOODS INC |
10,175 | 392,246 | ||||||||
| DIAMOND OFFSHORE DRILLING |
20,687 | 436,496 | ||||||||
| DIGI INTERNATIONAL INC |
12,120 | 137,926 | ||||||||
| DIGITALGLOBE INC |
23,243 | 363,985 | ||||||||
| DILLARDS INC CL A |
12,315 | 810,081 | ||||||||
| DIME COMMUNITY BANCSHARES INC |
18,296 | 319,997 | ||||||||
| DINEEQUITY INC |
2,238 | 191,550 | ||||||||
| DIODES INC |
19,040 | 437,539 | ||||||||
| DIXIE GROUP INC |
3,539 | 18,509 | ||||||||
20
| DOMTAR CORP |
20,378 | 761,118 | ||||||||
| DONEGAL GROUP INC CL A |
287 | 4,041 | ||||||||
| DONNELLEY R R & SONS CO |
1,813 | 26,687 | ||||||||
| GLOBAL INDEMNITY PLC |
579 | 16,803 | ||||||||
| DOUGLAS DYNAMICS INC |
7,244 | 152,631 | ||||||||
| DOVER MOTORSPORTS INC |
4,100 | 9,553 | ||||||||
| DR HORTON INC |
3,707 | 118,735 | ||||||||
| DRIL-QUIP INC |
279 | 16,525 | ||||||||
| DSP GROUP |
12,470 | 117,717 | ||||||||
| DST SYSTEMS INC |
17 | 1,939 | ||||||||
| DSW INC CL A |
10,318 | 246,187 | ||||||||
| DTS INC |
1,431 | 32,312 | ||||||||
| DUCOMMUN INC |
6,029 | 97,790 | ||||||||
| DYCOM INDUSTRIES INC |
18,029 | 1,261,309 | ||||||||
| DYNAMIC MATERIALS CORP |
6,981 | 48,937 | ||||||||
| E TRADE FINANCIAL CORP |
34,864 | 1,033,369 | ||||||||
| EASTMAN KODAK CO |
15 | 188 | ||||||||
| ECHOSTAR CORP CL A |
9,912 | 387,658 | ||||||||
| ECOLOGY INC |
1,635 | 59,579 | ||||||||
| EDGEWELL PERSONAL CARE CO |
867 | 67,947 | ||||||||
| ELECTRO RENT CORP |
600 | 5,595 | ||||||||
| ELECTRO SCIENTIFIC INDS INC |
181,581 | 942,405 | ||||||||
| ELECTRONICS FOR IMAGING INC |
18,965 | 886,424 | ||||||||
| ELLIS (PERRY) INTL INC |
11,890 | 219,014 | ||||||||
| EMC INSURANCE GROUP INC |
546 | 13,814 | ||||||||
| EMCOR GROUP INC |
9,881 | 474,683 | ||||||||
| EMCORE CORP |
6,970 | 42,726 | ||||||||
| EMERGENT BIOSOL |
16,200 | 648,162 | ||||||||
| EMERGENT CAPITAL INC |
11,085 | 40,904 | ||||||||
| EMPLOYERS HOLDINGS INC |
14,919 | 407,289 | ||||||||
| ENCORE CAP GROUP INC |
19,250 | 559,790 | ||||||||
| ENCORE WIRE CORPORATION |
6,077 | 225,396 | ||||||||
| ENDURANCE SPECIALTY HLDGS LTD |
31,206 | 1,996,872 | ||||||||
| ENERGIZER HLDGS INC |
4,207 | 143,290 | ||||||||
| ENERGY XXI (USA) |
26,563 | 26,829 | ||||||||
| ENERNOC INC |
5,100 | 19,635 | ||||||||
| ENERSYS INC |
14,643 | 818,983 | ||||||||
| ENGILITY HOLDINGS INC |
1,452 | 47,161 | ||||||||
| ENLINK MIDSTREAM LLC |
2,517 | 37,982 | ||||||||
| ENNIS INC |
8,746 | 168,361 | ||||||||
| ENOVA INTL INC |
21,010 | 138,876 | ||||||||
| ENPRO INDUSTRIES INC |
8,332 | 365,275 | ||||||||
| ENSIGN GROUP INC |
12,600 | 285,642 | ||||||||
21
| ENSTAR GROUP LTD |
10,000 | 1,500,400 | ||||||||
| ENTEGRIS INC |
53,610 | 711,405 | ||||||||
| ENTERCOM COMM CORP CL A |
4,300 | 48,289 | ||||||||
| ENTERPRISE FINL SVCS CORP |
6,777 | 192,128 | ||||||||
| EPIQ SYSTEMS INC |
1,775 | 23,199 | ||||||||
| EPLUS INC |
3,350 | 312,421 | ||||||||
| ERA GROUP INC |
3,187 | 35,535 | ||||||||
| ESCALADE |
1,300 | 17,225 | ||||||||
| ESCO TECHNOLOGIES INC |
3,915 | 141,801 | ||||||||
| ESPEY MFG.&ELECTRIC |
272 | 7,077 | ||||||||
| ESSA BANCORP INC |
3,403 | 46,553 | ||||||||
| ESSENDANT INC |
8,755 | 285,851 | ||||||||
| ESTERLINE TECHNOLOGIES CORP |
600 | 48,600 | ||||||||
| ETHAN ALLEN INTERIORS INC |
4,898 | 136,262 | ||||||||
| EVERBANK FINANCIAL CORP |
26,950 | 430,661 | ||||||||
| EVEREST REINSURANCE GROUP LTD |
11,128 | 2,037,426 | ||||||||
| EVERI HOLDINGS INC |
21,904 | 96,159 | ||||||||
| EVERYDAY HEALTH INC |
601 | 3,618 | ||||||||
| EXACTECH INC |
1,440 | 26,136 | ||||||||
| EXAR CORP |
4,400 | 26,972 | ||||||||
| EXLSERVICE HOLDINGS INC |
3,158 | 141,889 | ||||||||
| EXPRESS INC |
19,972 | 345,116 | ||||||||
| EXTERRAN CORP |
13,441 | 215,728 | ||||||||
| EZCORP INC CL A NON VTG |
103,000 | 513,970 | ||||||||
| FABRINET |
3,444 | 82,036 | ||||||||
| FAIRCHILD SEMICON INTL INC |
24,361 | 504,516 | ||||||||
| FARMERS CAPITAL BANK CORP |
503 | 13,636 | ||||||||
| FARO TECHNOLOGIES INC |
2,981 | 87,999 | ||||||||
| FBL FINANCIAL GROUP INC CL A |
2,800 | 178,192 | ||||||||
| FEDERAL AGRI MTG NON VTG CL C |
3,241 | 102,318 | ||||||||
| FEDERAL MOGUL HLDGS CORP CL A |
31,720 | 217,282 | ||||||||
| FEDERAL SIGNAL CORP |
9,211 | 145,994 | ||||||||
| FEDERATED NATIONAL HOLDING CO |
1,326 | 39,197 | ||||||||
| FIDELITY SOUTHERN CORP |
4,456 | 99,413 | ||||||||
| FINANCIAL INSTITUTIONS INC |
1,000 | 28,200 | ||||||||
| FINISAR CORP |
34,727 | 504,931 | ||||||||
| FINISH LINE INC CL A |
15,295 | 276,534 | ||||||||
| FIRST AMERICAN FINANCIAL CORP |
12,133 | 435,575 | ||||||||
| FIRST BANCORP INC ME |
144 | 2,948 | ||||||||
| FIRST BANCORP NC |
3,651 | 68,712 | ||||||||
| FIRST BANCORP PUERTO RICO |
21,298 | 69,219 | ||||||||
| FIRST BUSEY CORP |
7,287 | 150,331 | ||||||||
| FIRST BUSINESS FIN SVCS INC |
357 | 8,929 | ||||||||
22
| FIRST CITIZEN BANCSHARES INC A |
820 | 211,945 | ||||||||
| FIRST COMMONWEALTH FINL CORP |
36,921 | 334,873 | ||||||||
| FIRST COMMUNITY BANCSHARES INC |
2,749 | 51,214 | ||||||||
| FIRST CONNECTICUT BANCORP |
1,226 | 21,345 | ||||||||
| FIRST DEFIANCE FINL CORP |
1,026 | 38,762 | ||||||||
| FIRST FINANCIAL BANCORP |
30,850 | 562,396 | ||||||||
| FIRST FINANCIAL INDIANA |
1,588 | 53,944 | ||||||||
| FIRST FINANCIAL NORTWEST INC |
3,748 | 52,322 | ||||||||
| FIRST INTST BANCSYST INC CL A |
7,088 | 206,048 | ||||||||
| FIRST MERCHANTS CORP |
12,999 | 330,435 | ||||||||
| FIRST MIDWEST BANCORP INC DEL |
30,670 | 568,008 | ||||||||
| FIRST NBC BANK HOLDING COMPANY |
2,019 | 75,490 | ||||||||
| FIRST NIAGARA FINL GROUP INC |
42,526 | 461,407 | ||||||||
| FIRST OF LONG ISLAND CORP |
601 | 18,150 | ||||||||
| FIRST SOLAR INC |
31,859 | 2,102,375 | ||||||||
| FIRST SOURCE CORP |
2,871 | 88,628 | ||||||||
| FIRSTMERIT CORP |
42,188 | 786,806 | ||||||||
| FIVE STAR QUALITY CARE INC |
3,279 | 10,427 | ||||||||
| FLAGSTAR BANCORP INC |
17,102 | 395,227 | ||||||||
| FLEXSTEEL IND |
1,481 | 65,697 | ||||||||
| FLEXTRONICS INTERNATIONAL LTD |
84,735 | 949,879 | ||||||||
| FLOTEK INDUSTRIES INC |
900 | 10,296 | ||||||||
| FLUOR CORP |
3,498 | 165,910 | ||||||||
| FLUSHING FINANCIAL CORP |
12,900 | 279,156 | ||||||||
| FNB CORP PA |
59,315 | 791,262 | ||||||||
| FORESTAR GROUP INC |
39,723 | 434,570 | ||||||||
| FORMFACTOR INC |
18,991 | 170,919 | ||||||||
| FORUM ENERGY TECHNOLOGIES INC |
3,667 | 45,691 | ||||||||
| FOSTER L B CO CL A |
3,870 | 52,864 | ||||||||
| FOX CHASE BANCORP INC NEW |
378 | 7,670 | ||||||||
| FRANKLIN ELECTRIC CO. INC. |
1,855 | 50,141 | ||||||||
| FREDS INC CL A |
17,200 | 281,564 | ||||||||
| FREIGHTCAR AMERICA INC |
5,925 | 115,123 | ||||||||
| FRESH DEL MONTE PRODUCE INC |
26,760 | 1,040,429 | ||||||||
| FRONTIER COMMUNICATIONS CORP |
272,002 | 1,270,249 | ||||||||
| FRP HOLDINGS INC |
760 | 25,794 | ||||||||
| FTD COS INC |
11,820 | 309,329 | ||||||||
| FTI CONSULTING INC |
4,706 | 163,110 | ||||||||
| FUEL SYSTEMS SOLUTIONS INC |
117,608 | 575,103 | ||||||||
| FULLER H B CO |
15,516 | 565,869 | ||||||||
| FULTON FINANCIAL CORP |
77,294 | 1,012,551 | ||||||||
| FURMANITE CORP |
7,800 | 51,948 | ||||||||
| FUTUREFUEL CORP |
13,949 | 188,312 | ||||||||
23
| G & K SERVICES INC CL A |
4,625 | 290,913 | ||||||||
| GAIN CAPITAL HOLDINGS INC |
16,565 | 134,342 | ||||||||
| GAMESTOP CORP CL A |
35,840 | 1,004,954 | ||||||||
| GANNETT CO INC NEW |
44,579 | 733,325 | ||||||||
| GASLOG LTD |
9,636 | 79,979 | ||||||||
| GATX CORP |
7,580 | 322,529 | ||||||||
| GENCO SHIPPING & TRADING LTD |
2,650 | 3,949 | ||||||||
| GENERAL CABLE CORP DEL |
13,576 | 182,326 | ||||||||
| GENERAL COMMUNICATIONS CL A |
3,354 | 66,342 | ||||||||
| GENESCO INC |
9,330 | 530,224 | ||||||||
| GENESEE & WYOMING INC CL A |
2,200 | 118,118 | ||||||||
| GENTEX CORP |
873 | 13,977 | ||||||||
| GEOSPACE TECHNOLOGIES CORP |
1,361 | 19,149 | ||||||||
| GERMAN AMERICAN BANCORP INC |
2,000 | 66,640 | ||||||||
| GIBRALTAR INDUSTRIES INC |
10,477 | 266,535 | ||||||||
| G-III APPAREL GROUP LTD |
15,580 | 689,571 | ||||||||
| GLACIER BANCORP INC |
23,883 | 633,616 | ||||||||
| GLATFELTER |
16,763 | 311,121 | ||||||||
| ASHLAND INC |
8,500 | 872,950 | ||||||||
| GLOBAL POWER EQUIPMENT GROUP |
7,030 | 24,464 | ||||||||
| GOLDEN OCEAN GROUP LTD |
9,503 | 10,168 | ||||||||
| GOODYEAR TIRE & RUBBER CO |
66,707 | 2,179,318 | ||||||||
| GORDMANS STORES INC |
6,738 | 21,225 | ||||||||
| GORMAN-RUPP CO |
1,000 | 26,730 | ||||||||
| GP STRATEGIES CORP |
600 | 15,066 | ||||||||
| GRAHAM CORPORATION |
600 | 10,092 | ||||||||
| GRAHAM HOLDINGS CO |
1,527 | 740,549 | ||||||||
| GRANITE CONSTRUCTION INC |
21,102 | 908,230 | ||||||||
| GRAPHIC PACKAGING HOLDING CO |
7,993 | 102,950 | ||||||||
| GRAY TELEVISION INC |
20,326 | 331,314 | ||||||||
| GREAT LAKES DREDGE & DOCK CORP |
13,711 | 54,296 | ||||||||
| GREAT SOUTHERN BANCORP INC |
3,400 | 154,632 | ||||||||
| GREATBATCH INC |
9,363 | 491,558 | ||||||||
| GREEN BRICK PARTNERS INC |
1,113 | 8,014 | ||||||||
| GREEN DOT CORP CLASS-A |
46,300 | 760,246 | ||||||||
| GREEN PLAINS INC |
12,241 | 280,319 | ||||||||
| GREENBRIER COMPANIES INC |
10,591 | 345,478 | ||||||||
| GREENLIGHT CAPITAL RE LTD A |
9,153 | 171,253 | ||||||||
| GREIF INC CL A |
7,043 | 219,953 | ||||||||
| GRIFFON CORP |
8,844 | 157,423 | ||||||||
| GROUP 1 AUTOMOTIVE INC |
9,972 | 754,880 | ||||||||
| GUARANTY BANCORP |
1,134 | 18,756 | ||||||||
| GUESS INC |
41,500 | 783,520 | ||||||||
24
| GULF ISLAND FABRICATION INC |
5,110 | 53,451 | ||||||||
| GULFMARK OFFSHORE INC CLASS A |
11,094 | 51,809 | ||||||||
| GULFPORT ENERGY CORP |
24,937 | 612,702 | ||||||||
| H&E EQUIPMENT SERVICES INC |
1,300 | 22,724 | ||||||||
| HACKETT GROUP INC |
12,100 | 195,657 | ||||||||
| HAEMONETICS CORP MASS |
12,368 | 398,744 | ||||||||
| HALCON RESOURCES CORP |
13,360 | 16,834 | ||||||||
| HALLADOR PETROLEUM CO |
1,473 | 6,717 | ||||||||
| HALLMARK FIN SERVICES INC |
447 | 5,225 | ||||||||
| HALYARD HEALTH INC |
9,247 | 308,942 | ||||||||
| HANCOCK HOLDING CO |
26,241 | 660,486 | ||||||||
| HANGER INC |
5,290 | 87,021 | ||||||||
| HANMI FINANCIAL CORPORATION |
10,244 | 244,422 | ||||||||
| HANOVER INSURANCE GROUP INC |
17,900 | 1,455,986 | ||||||||
| HARDINGE INC |
4,000 | 37,280 | ||||||||
| HARMAN INTL IND INC NEW |
3,542 | 333,692 | ||||||||
| HARMONIC INC |
50,877 | 207,069 | ||||||||
| HARRIS CORP |
720 | 62,568 | ||||||||
| HARTE-HANKS INC |
22,130 | 71,701 | ||||||||
| HARVARD BIOSCIENCES INC |
12,612 | 43,764 | ||||||||
| HAVERTY FURNITURE COS INC |
9,000 | 192,960 | ||||||||
| HAWAIIAN HLDGS INC |
18,090 | 639,120 | ||||||||
| HAWAIIAN TELCOM HOLDCO INC |
4,408 | 109,583 | ||||||||
| HAWKINS INC |
5 | 179 | ||||||||
| HAYNES INTL INC |
3,274 | 120,123 | ||||||||
| HCI GROUP INC |
815 | 28,403 | ||||||||
| HEALTHWAYS INC |
13,384 | 172,252 | ||||||||
| HEARTLAND FINANCIAL USA INC |
5,583 | 175,083 | ||||||||
| HECLA MINING CO |
119,043 | 224,991 | ||||||||
| HEIDRICK & STRUGGLES INTL INC |
7,045 | 191,765 | ||||||||
| HELEN OF TROY LTD |
9,378 | 883,877 | ||||||||
| HELIX ENERGY SOL GRP INC |
22,732 | 119,570 | ||||||||
| HELMERICH & PAYNE INC |
14,449 | 773,744 | ||||||||
| HERITAGE FINANCIAL CORP WASH |
14,586 | 274,800 | ||||||||
| HHGREGG INC |
12,045 | 44,085 | ||||||||
| HIGHER ONE HLDGS INC |
4,100 | 13,284 | ||||||||
| HILLENBRAND INC |
788 | 23,348 | ||||||||
| HILLTOP HLDGS I |
10,730 | 206,231 | ||||||||
| HMS HOLDINGS CORP |
5,700 | 70,338 | ||||||||
| HOLLYFRONTIER CORP |
16,061 | 640,673 | ||||||||
| HOMESTREET INC |
9,154 | 198,733 | ||||||||
| HOMETRUST BANCSHARES INC |
3,852 | 78,003 | ||||||||
| HOOKER FURNITURE CORP |
1,462 | 36,901 | ||||||||
25
| HORACE MANN EDUCATORS CORP |
16,151 | 535,890 | ||||||||
| HORIZON BANCORP INDIANA |
893 | 24,968 | ||||||||
| HORIZON GLOBAL CORP |
2,999 | 31,100 | ||||||||
| HORNBECK OFFSHORE SERVICES INC |
7,548 | 75,027 | ||||||||
| HORSEHEAD HOLDING CORP |
14,736 | 30,209 | ||||||||
| HOUGHTON MIFFLIN HARCOURT CO |
1,932 | 42,079 | ||||||||
| HOUSTON WIRE & CABLE CO |
3,800 | 20,064 | ||||||||
| HRG GROUP INC |
19,982 | 270,956 | ||||||||
| HUB GROUP INC CL A |
7,097 | 233,846 | ||||||||
| HUDSON TECHNOLOGIES INC |
1,767 | 5,248 | ||||||||
| HUNTSMAN CORP |
83,844 | 953,306 | ||||||||
| HURCO INC |
1,347 | 35,884 | ||||||||
| HURON CONSULTING GROUP INC |
6,592 | 391,565 | ||||||||
| HUTCHINSON TECHNOLOGY INC |
7,130 | 25,597 | ||||||||
| HYSTER-YALE MATRS |
401 | 21,032 | ||||||||
| IAC/INTERACTIVECORP |
2,302 | 138,235 | ||||||||
| IBERIABANK CORP |
23,700 | 1,313,217 | ||||||||
| ICAD INC |
2,800 | 14,476 | ||||||||
| ICF INTERNATIONAL INC |
8,555 | 304,216 | ||||||||
| ICU MEDICAL INC |
4,264 | 480,894 | ||||||||
| IDT CORP CL B NEW |
4,461 | 52,015 | ||||||||
| II-VI INC. |
25,479 | 472,890 | ||||||||
| IMATION CORP |
5,202 | 7,127 | ||||||||
| IMPAX LABORATORIES INC |
11,835 | 506,065 | ||||||||
| INDEPENDENT BANK CORP MASS |
4,724 | 220,989 | ||||||||
| INDEPENDENT BANK GROUP INC |
478 | 15,296 | ||||||||
| INFINITY PPTY & CASUALTY CORP |
2,158 | 177,452 | ||||||||
| INGLES MARKETS INC-CL A |
5,171 | 227,938 | ||||||||
| INGRAM MICRO INC CL A |
54,857 | 1,666,556 | ||||||||
| INGREDION INC |
23,675 | 2,279,666 | ||||||||
| INNERWORKINGS INC |
2,711 | 20,333 | ||||||||
| INNOPHOS HOLDINGS INC |
4,399 | 127,483 | ||||||||
| INNOSPEC INC |
4,335 | 235,434 | ||||||||
| INSIGHT ENTERPRISES INC |
1,200 | 30,144 | ||||||||
| INSTEEL INDUSTRIES INC |
8,006 | 175,492 | ||||||||
| INTEGRA LIFESCIENCES HLDS CORP |
10,500 | 711,690 | ||||||||
| INTEGRATED DEVICE TECH INC |
44,600 | 1,175,210 | ||||||||
| INTELIQUENT INC |
21,887 | 388,932 | ||||||||
| INTER PARFUMS INC |
3,800 | 91,010 | ||||||||
| INTERACTIVE BROKERS GROUP INC |
20,216 | 881,418 | ||||||||
| INTERNATIONAL BANCSHARES CORP |
26,657 | 685,085 | ||||||||
| PACIFIC DRILLING SA (US) |
14,891 | 12,508 | ||||||||
| INTERNATIONAL SHIPHOLDING CORP |
2,200 | 3,190 | ||||||||
26
| INTERNATIONAL SPEEDW A (1/5VT) |
8,700 | 293,364 | ||||||||
| INTERSIL CORPORATION CL A |
33,452 | 426,848 | ||||||||
| INTERVAL LEISURE GROUP INC |
487 | 7,602 | ||||||||
| INTEVAC INC |
10,220 | 48,136 | ||||||||
| INTL FCSTONE INC |
6,402 | 214,211 | ||||||||
| INTRALINKS HLDGS INC |
16,643 | 150,952 | ||||||||
| INTRAWEST RESORTS HLDGS INC |
3,296 | 25,775 | ||||||||
| INVENTURE FOODS |
1,096 | 7,782 | ||||||||
| INVESTMENT TECH GROUP INC |
33,200 | 565,064 | ||||||||
| INVESTORS BANCORP INC NEW |
77,493 | 964,013 | ||||||||
| IRIDIUM COMMUNICATIONS INC |
28,717 | 241,510 | ||||||||
| ITRON INC |
2,839 | 102,715 | ||||||||
| ITT CORP |
2,486 | 90,292 | ||||||||
| IXIA |
1,458 | 18,123 | ||||||||
| IXYS CORP DEL |
5,380 | 67,949 | ||||||||
| J2 GLOBAL INC |
7,560 | 622,339 | ||||||||
| JABIL CIRCUIT INC |
82,807 | 1,928,575 | ||||||||
| JACOBS ENGINEERING GROUP INC |
37,341 | 1,566,455 | ||||||||
| JANUS CAPITAL GROUP INC |
14,276 | 201,149 | ||||||||
| JETBLUE AIRWAYS CORP |
89,090 | 2,017,889 | ||||||||
| JOURNAL MEDIA GROUP INC WI |
4,612 | 55,436 | ||||||||
| JOY GLOBAL INC |
5,475 | 69,095 | ||||||||
| K12 INC |
10,707 | 94,222 | ||||||||
| KADANT INC |
3,704 | 150,419 | ||||||||
| KAMAN CORP |
43,837 | 1,796,879 | ||||||||
| KAPSTONE PAPER & PCKGING CORP |
31,138 | 706,521 | ||||||||
| KAR AUCTION SERVICES INC |
39,884 | 1,487,673 | ||||||||
| KB HOME |
12,983 | 160,080 | ||||||||
| KCG HOLDINGS INC CL A |
13,882 | 170,887 | ||||||||
| KELLY SERVICES INC CL A |
17,219 | 278,087 | ||||||||
| KEMET CORP |
2,400 | 5,688 | ||||||||
| KEMPER CORP |
16,546 | 616,339 | ||||||||
| KEY ENERGY SERVICES INC |
132,798 | 64,022 | ||||||||
| KIMBALL ELECTRONICS INC |
8,394 | 92,250 | ||||||||
| KIMBALL INTL INC CL B |
11,193 | 109,971 | ||||||||
| KINDRED HEALTHCARE INC |
28,657 | 341,305 | ||||||||
| KIRBY CORP |
13,095 | 689,059 | ||||||||
| KIRKLANDS INC |
7,600 | 110,200 | ||||||||
| KLX INC W/I |
12,125 | 373,329 | ||||||||
| KMG CHEMICALS INC |
600 | 13,812 | ||||||||
| KNIGHT TRANSPORTATION INC |
32,696 | 792,224 | ||||||||
| KNOWLES CORP |
7,052 | 94,003 | ||||||||
| KORN/FERRY INTL |
19,900 | 662,272 | ||||||||
27
| KOSMOS ENERGY LTD |
18,288 | 95,098 | ||||||||
| KRATON PERFRMNCE POLYMERS INC |
3,188 | 52,953 | ||||||||
| KRATOS DEFENSE & SEC SOLTN INC |
31,358 | 128,568 | ||||||||
| KRONOS WORLDWIDE INC |
1,000 | 5,640 | ||||||||
| KULICKE & SOFFA INDUSTRIES INC |
129,595 | 1,512,374 | ||||||||
| KVH INDUSTRIES INC |
800 | 7,536 | ||||||||
| LA QUINTA HOLDINGS INC |
5,089 | 69,261 | ||||||||
| LA Z BOY INC |
21,424 | 523,174 | ||||||||
| LADENBURG THALMANN FINL SVCS |
8,200 | 22,632 | ||||||||
| LAKELAND BANCORP INC |
4,615 | 54,411 | ||||||||
| LAKELAND FINANCIAL CORP |
4,603 | 214,592 | ||||||||
| LANDEC CORP |
5,429 | 64,225 | ||||||||
| LANDMARK BANCORP INC |
576 | 15,132 | ||||||||
| LATTICE SEMICONDUCTOR CORP |
30,842 | 199,548 | ||||||||
| LAYNE CHRISTENSEN CO |
50,802 | 267,219 | ||||||||
| LEAR CORP NEW |
10,201 | 1,252,989 | ||||||||
| LEGACYTEXAS FINANCIAL GRP INC |
39,845 | 996,922 | ||||||||
| LEGG MASON INC |
50,411 | 1,987,706 | ||||||||
| LEMAITRE VASCULAR INC |
2,700 | 46,575 | ||||||||
| LEXMARK INTERNATIONAL INC CL A |
36,700 | 1,190,915 | ||||||||
| LHC GROUP INC |
6,635 | 300,499 | ||||||||
| LIBERTY TRIPADVISOR HOLDG A WI |
22,732 | 689,689 | ||||||||
| LIBERTY VENTURES CL A |
12,591 | 567,980 | ||||||||
| LIFEPOINT HEALTH INC |
12,574 | 922,932 | ||||||||
| LIFETIME BRANDS INC |
6,202 | 82,239 | ||||||||
| LIMELIGHT NETWORKS INC |
3,135 | 4,577 | ||||||||
| LINDSAY CORP |
699 | 50,608 | ||||||||
| LIQUIDITY SERVICES INC |
3,090 | 20,085 | ||||||||
| LITTELFUSE INC |
364 | 38,952 | ||||||||
| LMI AEROSPACE INC |
2,245 | 22,607 | ||||||||
| LORAL SPACE & COMMUNIC LTD |
1,792 | 72,952 | ||||||||
| LSB INDUSTRIES INC |
8,252 | 59,827 | ||||||||
| LSI INDUSTRIES INC |
3,710 | 45,225 | ||||||||
| LUMOS NETWORKS CORP - WI |
4,287 | 48,014 | ||||||||
| LYDALL INC |
1,300 | 46,124 | ||||||||
| LYON WILLIAM HOMES CLS A |
4,907 | 80,966 | ||||||||
| M D C HOLDINGS INC |
19,106 | 487,776 | ||||||||
| M/I HOMES INC |
19,090 | 418,453 | ||||||||
| MADISON SQUARE GARDEN CO/THE |
6,520 | 1,054,936 | ||||||||
| MAGELLAN HEALTH INC |
11,769 | 725,677 | ||||||||
| MAGNACHIP SEMICONDUCTOR |
8,849 | 46,811 | ||||||||
| MAIDEN HLDGS LTD |
32,080 | 482,804 | ||||||||
| MAINSOURCE FINACIAL GROUP INC |
3,045 | 69,670 | ||||||||
28
| MANITOWOC CO INC |
29,410 | 451,444 | ||||||||
| MANPOWERGROUP INC |
16,426 | 1,384,548 | ||||||||
| MANTECH INTL CORP CL A |
9,475 | 286,524 | ||||||||
| MARCHEX INC |
9,488 | 36,908 | ||||||||
| MARCUS CORP |
1,500 | 28,455 | ||||||||
| MARINEMAX INC |
6,580 | 121,204 | ||||||||
| MARLIN BUSINESS SERVICES CORP |
2,164 | 34,754 | ||||||||
| MARRIOTT VACATIONS WORLD |
14,800 | 847,300 | ||||||||
| MARTEN TRANSPORT LTD |
14,842 | 262,703 | ||||||||
| MARTIN MARIETTA MATERIALS INC |
360 | 49,169 | ||||||||
| MARVELL TECHNOLOGY GROUP LTD |
200,976 | 1,772,608 | ||||||||
| MASTEC INC |
71,100 | 1,235,718 | ||||||||
| MATADOR RESOURCES COMPANY |
26,325 | 520,445 | ||||||||
| MATERION CORP |
47,200 | 1,321,600 | ||||||||
| MATRIX SERVICE CO |
10,669 | 219,141 | ||||||||
| MATSON INC |
17,285 | 736,860 | ||||||||
| MATTHEWS INTL CORP CL A |
8,907 | 476,079 | ||||||||
| MAXLINEAR INC CL A |
40,087 | 590,482 | ||||||||
| MAXWELL TECHNOLOGIES INC |
11,331 | 80,903 | ||||||||
| MB FINANCIAL INC |
24,336 | 787,756 | ||||||||
| MBIA INC |
61,585 | 399,071 | ||||||||
| MCDERMOTT INTL INC |
105,624 | 353,840 | ||||||||
| MCEWEN MINING INC |
24,025 | 25,467 | ||||||||
| MCGRATH RENTCORP |
8,138 | 204,996 | ||||||||
| MEDASSETS INC |
9,701 | 300,149 | ||||||||
| MEDIA GENERAL INC |
6,927 | 111,871 | ||||||||
| MEDICINES CO |
8,654 | 323,140 | ||||||||
| MENS WEARHOUSE INC |
24,092 | 353,671 | ||||||||
| MENTOR GRAPHICS CORP |
18,370 | 339,386 | ||||||||
| MERCANTILE BANK CORP |
2,104 | 51,632 | ||||||||
| MERCER INTERNATIONAL INC |
6,444 | 59,059 | ||||||||
| MERCHANTS BANCSHARES INC |
656 | 20,657 | ||||||||
| MERCURY SYSTEMS INC |
136,271 | 2,501,936 | ||||||||
| MEREDITH CORP. |
12,081 | 522,503 | ||||||||
| MERIDIAN BANCORP INC |
8,194 | 115,781 | ||||||||
| MERIT MEDICAL SYSTEMS INC |
16,512 | 306,958 | ||||||||
| MERITAGE HOMES CORP |
13,410 | 455,806 | ||||||||
| META FINL GROUP INC |
746 | 34,361 | ||||||||
| METRO BANCORP INC |
1,149 | 36,056 | ||||||||
| MGP INGREDIENTS INC |
700 | 18,165 | ||||||||
| MICROSEMI CORP |
28,629 | 933,019 | ||||||||
| MIDSOUTH BANCORP INC |
1,839 | 16,864 | ||||||||
| MILLER INDUSTRIES INC TENN |
5,750 | 125,235 | ||||||||
29
| MINERALS TECHNOLOGIES INC |
10,808 | 495,655 | ||||||||
| MISTRAS GROUP INC |
2,377 | 45,377 | ||||||||
| MITCHAM INDUSTRIES INC |
900 | 2,709 | ||||||||
| MKS INSTRUMENTS INC |
15,004 | 540,144 | ||||||||
| MOBILE MINI INC |
13,191 | 410,636 | ||||||||
| MODINE MANUFACTURING CO |
18,994 | 171,896 | ||||||||
| MODUSLINK GLOBAL SOLUTIO INC |
9,387 | 23,280 | ||||||||
| MOLINA HEALTHCARE INC |
18,666 | 1,122,387 | ||||||||
| MONARCH CASINO & RESORT INC |
5,503 | 125,028 | ||||||||
| MONSTER WORLDWIDE INC |
61,577 | 352,836 | ||||||||
| MOOG INC CL A |
11,562 | 700,657 | ||||||||
| MOTORCAR PARTS OF AMERICA INC |
1,390 | 46,996 | ||||||||
| MOVADO GROUP INC |
919 | 23,627 | ||||||||
| MRC GLOBAL INC |
33,933 | 437,736 | ||||||||
| MSG NETWORKS INC CL A |
19,561 | 406,869 | ||||||||
| MUELLER INDUSTRIES INC |
18,621 | 504,629 | ||||||||
| MULTI COLOR CO. |
4,330 | 258,977 | ||||||||
| MULTI FINELINE ELECTRONIX INC |
2,037 | 42,125 | ||||||||
| MURPHY OIL CORP |
791 | 17,758 | ||||||||
| MURPHY USA INC |
4,047 | 245,815 | ||||||||
| MYERS INDUSTRIES |
13,087 | 176,086 | ||||||||
| MYR GROUP INC/DELAWARE |
52,838 | 1,088,991 | ||||||||
| NABORS INDUSTRIES LTD |
109,823 | 934,594 | ||||||||
| NACCO INDUSTRIES INC CL A |
141 | 5,950 | ||||||||
| NASDAQ INC |
26,183 | 1,523,065 | ||||||||
| NATIONAL BK HLDGS CORP |
11,406 | 243,746 | ||||||||
| NATIONAL GEN HLDGS CORP |
4,818 | 105,466 | ||||||||
| NATIONAL HEALTHCARE CORP |
2,200 | 136,620 | ||||||||
| NATIONAL INTERSTATE CORP |
6,501 | 173,577 | ||||||||
| NATIONAL PENN BANCSHARES INC |
31,099 | 383,451 | ||||||||
| NATIONAL WESTN LIFE GRP INC- A |
375 | 94,478 | ||||||||
| NATURAL GAS SERVICES GROUP |
4,101 | 91,452 | ||||||||
| NATUS MEDICAL INC |
2,388 | 114,743 | ||||||||
| NAVIENT CORP |
54,112 | 619,582 | ||||||||
| NAVIGANT CONSULTING INC |
15,485 | 248,689 | ||||||||
| NAVIGATORS GROUP INC |
2,400 | 205,896 | ||||||||
| NBT BANCORP INC |
5,443 | 151,751 | ||||||||
| NCR CORP |
1,321 | 32,312 | ||||||||
| NEENAH PAPER INC |
2,513 | 156,887 | ||||||||
| NELNET INC CL A |
52,200 | 1,752,354 | ||||||||
| NEOPHOTONICS CO |
8,018 | 87,075 | ||||||||
| NETGEAR INC |
55,656 | 2,332,543 | ||||||||
| NEUSTAR INC CL A |
1,850 | 44,345 | ||||||||
30
| NEW MEDIA INVSTMNT GRP INC |
1,805 | 35,125 | ||||||||
| NEW YORK COMMUNITY BANCORP INC |
63,292 | 1,032,925 | ||||||||
| NEW YORK TIMES CO CL A |
27,237 | 365,521 | ||||||||
| NEWFIELD EXPLORATION CO |
25,055 | 815,791 | ||||||||
| NEWPARK RESOURCES INC |
118,300 | 624,624 | ||||||||
| NEWPORT CORP |
10,527 | 167,063 | ||||||||
| NEWSTAR FINANCIAL INC |
957 | 8,594 | ||||||||
| NMI HOLDINGS INC |
10,906 | 73,834 | ||||||||
| NN INC |
7,223 | 115,135 | ||||||||
| NOBLE CORP PLC |
45,511 | 480,141 | ||||||||
| INTERNATIONAL GAME TECHNGY PLC |
7,448 | 120,509 | ||||||||
| DORIAN LPG LTD |
1,197 | 14,089 | ||||||||
| NOBLE ENERGY INC |
2,821 | 92,896 | ||||||||
| NORDIC AMERICAN TANKER LTD |
3,668 | 57,001 | ||||||||
| NORTHERN OIL AND GAS INC |
7,754 | 29,930 | ||||||||
| NORTHFIELD BANCORP INC NEW |
25,298 | 402,744 | ||||||||
| NORTHRIM BANCORP INC |
727 | 19,338 | ||||||||
| NORTHWEST BANCSHARES INC |
36,612 | 490,235 | ||||||||
| NORTHWEST PIPE CO |
2,200 | 24,618 | ||||||||
| NOVATEL WIRELESS INC |
13,943 | 23,285 | ||||||||
| NRG ENERGY INC |
56,643 | 666,688 | ||||||||
| NUTRACEUTICAL INTL CORP |
3,835 | 99,020 | ||||||||
| NUVASIVE INC |
5,701 | 308,481 | ||||||||
| OASIS PETROLEUM INC |
15,353 | 113,152 | ||||||||
| OCEANEERING INTERNATIONAL INC |
5,607 | 210,375 | ||||||||
| OCEANFIRST FINANCIAL CORP |
1,320 | 26,440 | ||||||||
| OCLARO INC |
31,707 | 110,340 | ||||||||
| OFFICE DEPOT INC |
53,237 | 300,257 | ||||||||
| OFG BANCORP |
17,758 | 131,054 | ||||||||
| OIL STATES INTERNATIONAL INC |
18,435 | 502,354 | ||||||||
| OLD NATIONAL BANCORP (IND) |
40,753 | 552,611 | ||||||||
| OLD REPUBLIC INTL CORP |
86,239 | 1,606,633 | ||||||||
| OLD SECOND BANCORP |
1,055 | 8,271 | ||||||||
| OLIN CORP |
33,550 | 579,073 | ||||||||
| OLYMPIC STEEL INC |
4,828 | 55,908 | ||||||||
| OMEGA PROTEIN CORP |
8,800 | 195,360 | ||||||||
| OMNICELL INC |
14,235 | 442,424 | ||||||||
| OMNIVISION TECHNOLOGIES INC |
51,543 | 1,495,778 | ||||||||
| OMNOVA SOLUTIONS INC |
10,400 | 63,752 | ||||||||
| ON ASSIGNMENT INC |
15,745 | 707,738 | ||||||||
| ON SEMICONDUCTOR CORP |
10,354 | 101,469 | ||||||||
| ONEBEACON INSURANCE GROUP LTD |
5,657 | 70,203 | ||||||||
| OPUS BANK |
276 | 10,204 | ||||||||
31
| ORASURE TECHNOLOGIES INC |
2,508 | 16,152 | ||||||||
| ORBCOMM INC |
13,069 | 94,620 | ||||||||
| ORBITAL ATK INC |
19,892 | 1,777,151 | ||||||||
| ORCHIDS PAPER PRODUCTS CO |
2,149 | 66,447 | ||||||||
| ORION ENERGY SYSTEMS INC |
3,100 | 6,727 | ||||||||
| ORION MARINE GROUP INC |
11,100 | 46,287 | ||||||||
| ORITANI FINL CORP NEW |
20,574 | 339,471 | ||||||||
| ORMAT TECHNOLOGIES INC |
10,753 | 392,162 | ||||||||
| ORTHOFIX INTL NV (NASDQ) |
710 | 27,839 | ||||||||
| OSHKOSH CORP |
28,079 | 1,096,204 | ||||||||
| OSI SYSTEMS INC |
4,830 | 428,228 | ||||||||
| OWENS AND MINOR INC |
25,627 | 922,059 | ||||||||
| OWENS CORNING INC |
38,990 | 1,840,328 | ||||||||
| OWENS ILLINOIS INC |
334 | 5,818 | ||||||||
| PACIFIC CONTINENTAL CORP |
1,295 | 19,270 | ||||||||
| ASCENT CAPITAL GROUP INC |
3,904 | 65,275 | ||||||||
| PACIFIC MERCANTILE BANCORP |
3,090 | 21,970 | ||||||||
| PACIFIC PREMIER BANCORP INC |
1,019 | 21,654 | ||||||||
| PACWEST BANCORP |
64,782 | 2,792,104 | ||||||||
| PAM TRANSPORTAION |
944 | 26,045 | ||||||||
| PANHANDLE OIL & GAS CL A |
2,200 | 35,552 | ||||||||
| PARK ELECTROCHEMICAL CORP. |
5,300 | 80,348 | ||||||||
| PARK NATIONAL CORP |
2,772 | 250,811 | ||||||||
| PARK OHIO HLDGS CORP |
1,400 | 51,492 | ||||||||
| PARK STERLING CORP |
8,562 | 62,674 | ||||||||
| PARKER DRILLING CO |
48,983 | 89,149 | ||||||||
| PARTNERRE LTD |
18,049 | 2,522,167 | ||||||||
| PATRIOT TRANSPORTATION HLD INC |
253 | 5,870 | ||||||||
| PATTERSON-UTI ENERGY INC |
84,142 | 1,268,861 | ||||||||
| PBF ENERGY INC CL A |
28,905 | 1,063,993 | ||||||||
| PC CONNECTION INC |
5,800 | 133,632 | ||||||||
| PDC ENERGY INC |
4,621 | 246,669 | ||||||||
| PEAPACK GLADSTONE FINL CORP |
1,306 | 26,930 | ||||||||
| PENNEY (J.C.) CO INC |
64,978 | 432,753 | ||||||||
| PENSKE AUTOMOTIVE GROUP INC |
27,692 | 1,172,479 | ||||||||
| PEOPLES BANCORP INC |
3,695 | 69,614 | ||||||||
| PEOPLES UNITED FINANCIAL INC |
119,608 | 1,931,669 | ||||||||
| PEP BOYS-MANNY MOE & JACK |
3,798 | 69,921 | ||||||||
| PERCEPTRON INC |
3,435 | 26,759 | ||||||||
| PERFICIENT INC |
6,930 | 118,642 | ||||||||
| PHARMERICA CORP |
17,800 | 623,000 | ||||||||
| PHH CORP |
8,038 | 130,216 | ||||||||
| PHI INC NON VTG |
2,106 | 34,559 | ||||||||
32
| PHOTRONIC INC |
172,201 | 2,143,902 | ||||||||
| PICO HOLDINGS INC |
1,900 | 19,608 | ||||||||
| PINNACLE FINL PARTNERS INC |
6,186 | 317,713 | ||||||||
| PINNACLE FOODS INC |
36,415 | 1,555,467 | ||||||||
| PIONEER ENERGY SVCS CORP |
44,100 | 95,697 | ||||||||
| PIPER JAFFRAY COS |
36,855 | 1,488,942 | ||||||||
| PLANTRONICS INC |
2,289 | 108,544 | ||||||||
| PLEXUS CORP |
13,743 | 479,906 | ||||||||
| PMC-SIERRA INC |
63,530 | 738,219 | ||||||||
| POLYCOM INC |
175,255 | 2,206,460 | ||||||||
| POPULAR INC |
10,911 | 310,691 | ||||||||
| POST HOLDINGS INC |
20,487 | 1,264,048 | ||||||||
| POWELL INDUSTRIES INC |
1,604 | 41,752 | ||||||||
| POWERSECURE INTL INC |
1,400 | 21,070 | ||||||||
| PREFERRED BANK LOS ANGELES |
600 | 19,812 | ||||||||
| PRESTIGE BRANDS HOLDINGS INC |
20,909 | 1,076,395 | ||||||||
| PRIMERICA INC |
6,647 | 313,938 | ||||||||
| PRIVATEBANCORP INC |
30,940 | 1,269,159 | ||||||||
| PROASSURANCE CORPORATION |
20,300 | 1,011,752 | ||||||||
| PROGRESS SOFTWARE CORP |
10,326 | 247,824 | ||||||||
| PROSPERITY BANCSHARES INC |
12,022 | 578,980 | ||||||||
| PROVIDENCE SERVICE CORP |
479 | 22,475 | ||||||||
| PROVIDENT FINANCIAL HLDGS INC |
1,200 | 22,668 | ||||||||
| PROVIDENT FINANCIAL SVCS INC |
15,373 | 309,766 | ||||||||
| PULASKI FINANCIAL CORP |
550 | 8,778 | ||||||||
| PULTEGROUP INC |
51,634 | 924,765 | ||||||||
| QCR HOLDINGS INC |
752 | 18,296 | ||||||||
| QLOGIC CORP |
35,800 | 436,760 | ||||||||
| QORVO INC |
10,894 | 554,505 | ||||||||
| QUAD/GRAPHICS INC CL A |
13,354 | 124,192 | ||||||||
| QUANEX BUILDING PRODUCTS |
14,421 | 300,678 | ||||||||
| QUANTA SVCS INC |
61,134 | 1,237,964 | ||||||||
| QUINSTREET INC |
16,796 | 72,055 | ||||||||
| RADISYS CORP |
1,500 | 4,155 | ||||||||
| RAVEN INDUSTRIES INC |
2,029 | 31,652 | ||||||||
| RBC BEARINGS INC |
1,364 | 88,101 | ||||||||
| RCI HOSPITALITY HOLDINGS INC |
2,759 | 27,562 | ||||||||
| RE/MAX HOLDINGS INC CL A |
349 | 13,018 | ||||||||
| READING INTL INC CL A |
892 | 11,694 | ||||||||
| REALNETWORKS INC |
4,000 | 17,000 | ||||||||
| REALOGY HOLDINGS CORP |
8,674 | 318,076 | ||||||||
| RED LION HOTEL CORP |
894 | 6,267 | ||||||||
| RED ROBIN GOURMET BURGERS INC |
1,339 | 82,670 | ||||||||
33
| REGAL BELOIT CORP |
11,037 | 648,424 | ||||||||
| REGIONAL MANAGEMENT CORP |
2,871 | 44,414 | ||||||||
| REGIS CORPORATION |
3,135 | 44,360 | ||||||||
| REINSURANCE GROUP OF AMERICA |
21,975 | 1,879,961 | ||||||||
| RELIANCE STEEL & ALUMINUM CO |
31,460 | 1,821,849 | ||||||||
| RENAISSANCERE HLDGS LTD |
15,206 | 1,721,167 | ||||||||
| RENASANT CORP |
6,183 | 212,757 | ||||||||
| RENEWABLE ENERGY GROUP INC |
13,034 | 121,086 | ||||||||
| RENT A CTR INC |
20,773 | 315,957 | ||||||||
| REPUBLIC AIRWAYS HOLDINGS INC |
12,568 | 49,392 | ||||||||
| REPUBLIC BANCORP INC KY CL A |
5,500 | 146,344 | ||||||||
| RESOLUTE FOREST PRODUCTS INC |
2,376 | 17,986 | ||||||||
| RESOURCES CONNECTION INC |
16,295 | 266,260 | ||||||||
| RETAILMENOT INC |
2,586 | 25,653 | ||||||||
| REX AMERICAN RESOURCES CORP |
4,000 | 216,280 | ||||||||
| RICE ENERGY INC |
2,992 | 32,613 | ||||||||
| RLI CORP |
4,341 | 268,057 | ||||||||
| ROADRUNNER TRANSPORTATION SYST |
15,060 | 142,016 | ||||||||
| ROCKY BRANDS INC |
3,100 | 35,836 | ||||||||
| ROFIN SINAR TECHNOLOGIES INC |
4,664 | 124,902 | ||||||||
| ROGERS CORP |
6,947 | 358,257 | ||||||||
| ROVI CORPORATION |
30,833 | 513,678 | ||||||||
| ROWAN COMPANIES PLC |
95,192 | 1,613,504 | ||||||||
| ROYAL GOLD INC |
2,415 | 88,075 | ||||||||
| RPC INC |
2,191 | 26,182 | ||||||||
| RPX CORP |
21,311 | 234,421 | ||||||||
| RSP PERMIAN INC |
6,450 | 157,316 | ||||||||
| RTI SURGICAL INC |
18,555 | 73,663 | ||||||||
| RUBICON TECHNOLOGY INC |
8,107 | 9,242 | ||||||||
| RUBY TUESDAY INC |
134,501 | 741,101 | ||||||||
| RUDOLPH TECHNOLOGIES INC |
6,331 | 90,027 | ||||||||
| RUSH ENTERPRISES INC CL A |
8,322 | 182,169 | ||||||||
| RYDER SYSTEM INC |
19,200 | 1,091,136 | ||||||||
| S & T BANCORP |
5,596 | 172,469 | ||||||||
| SAFETY INSURANCE GROUP INC |
7,565 | 426,515 | ||||||||
| SAGENT PHARMACEUTICALS INC |
1,047 | 16,658 | ||||||||
| SAIA INC |
2,289 | 50,930 | ||||||||
| SANDERSON FARMS INC |
9,403 | 728,921 | ||||||||
| SANDY SPRING BANCORP INC |
10,645 | 286,989 | ||||||||
| SANFILIPPO (JOHN B) & SON INC. |
2,117 | 114,382 | ||||||||
| SANMINA CORP |
33,971 | 699,123 | ||||||||
| SCANSOURCE INC |
7,168 | 230,953 | ||||||||
| SCHNITZER STEEL INDS INC CL A |
20,710 | 297,603 | ||||||||
34
| SCHOLASTIC CORP |
4,048 | 156,091 | ||||||||
| SCHWEITZER-MAUDUIT INTL INC |
3,042 | 127,734 | ||||||||
| SCICLONE PHARMACEUTICALS INC |
15,209 | 139,923 | ||||||||
| SCORPIO TANKERS INC |
55,896 | 448,286 | ||||||||
| SCRIPPS (EW) CO CL A |
17,908 | 340,252 | ||||||||
| SEABOARD CORP |
24 | 69,474 | ||||||||
| SEACHANGE INTL INC |
23,776 | 160,250 | ||||||||
| SEACOAST BANKING CORP FLORIDA |
2,599 | 38,933 | ||||||||
| SEACOR HOLDINGS INC |
7,871 | 413,700 | ||||||||
| SEARS HOMETOWN&OUTLET STRS INC |
3,370 | 26,960 | ||||||||
| SEASPINE HOLDINGS CORP |
3,500 | 60,130 | ||||||||
| SEAWORLD ENTMT INC |
4,467 | 87,955 | ||||||||
| SELECT MEDICAL HLDGS CORP |
41,768 | 497,457 | ||||||||
| SELECTIVE INSURANCE GROUP INC |
22,770 | 764,617 | ||||||||
| SENECA FOODS CORP CL A |
1,175 | 34,052 | ||||||||
| SENSIENT TECHNOLOGIES CORP |
4,216 | 264,849 | ||||||||
| SERVICE CORP INTERNATIONAL INC |
35,717 | 929,356 | ||||||||
| SHENANDOAH TELECOM CO |
9,342 | 402,173 | ||||||||
| SHILOH INDUSTRIES |
6,300 | 33,012 | ||||||||
| SHIP FINANCE INTL LTD (NY) |
17,328 | 287,125 | ||||||||
| SHOE CARNIVAL |
5,961 | 138,295 | ||||||||
| SHORETEL INC |
33,400 | 295,590 | ||||||||
| SHULMAN A INC |
10,088 | 309,096 | ||||||||
| SHUTTERFLY INC |
12,622 | 562,436 | ||||||||
| SIERRA BANCORP |
814 | 14,367 | ||||||||
| SIGMA DESIGNS INC |
11,800 | 74,576 | ||||||||
| SILICON LABORATORIES INC |
6,496 | 315,316 | ||||||||
| SIMMONS 1ST NATL CORP CL A |
3,839 | 198,054 | ||||||||
| SIMPSON MANUFACTURING CO |
19,145 | 653,802 | ||||||||
| SINCLAIR BROADCAST GROUP CL A |
1,178 | 38,332 | ||||||||
| SIZMEK INC |
12,536 | 45,756 | ||||||||
| SKECHERS USA INC CL A |
24,594 | 742,985 | ||||||||
| SKULLCANDY INC |
21,900 | 103,587 | ||||||||
| SKYWEST INC |
36,100 | 688,066 | ||||||||
| SL INDUSTRIES INC |
600 | 19,128 | ||||||||
| SM ENERGY CO |
14,455 | 284,185 | ||||||||
| SNYDERS LANCE INC |
16,118 | 552,847 | ||||||||
| SONIC AUTOMOTIVE INC CL A |
15,862 | 361,614 | ||||||||
| SONIC CORP |
909 | 29,370 | ||||||||
| SONOCO PRODUCTS CO |
22,058 | 901,510 | ||||||||
| SONUS NETWORKS INC |
10,000 | 71,300 | ||||||||
| SOTHEBY’S |
3,951 | 101,778 | ||||||||
| SOUTH STATE CORP |
3,160 | 227,362 | ||||||||
35
| SOUTHSIDE BANCSHARES INC |
1,406 | 33,772 | ||||||||
| SOUTHWEST BANCORP INC OKLA |
7,862 | 137,428 | ||||||||
| SPAN-AMERICA MED SYSTEMS INC |
547 | 10,858 | ||||||||
| SPARTAN MOTORS INC |
14,800 | 46,028 | ||||||||
| SPARTANNASH CO |
12,845 | 277,966 | ||||||||
| SPARTON CORP |
616 | 12,314 | ||||||||
| SPECTRUM PHARMACEUTICAL INC |
16,023 | 96,619 | ||||||||
| SPEEDWAY MOTORSPORTS |
5,084 | 105,340 | ||||||||
| SPOK HOLDINGS INC |
3,007 | 55,088 | ||||||||
| STAGE STORES INC |
4,039 | 36,795 | ||||||||
| STANCORP FINL GROUP INC |
16,532 | 1,882,664 | ||||||||
| STANDARD MOTOR PRODUCTS INC |
1,511 | 57,494 | ||||||||
| STANDEX INTL CORP |
894 | 74,336 | ||||||||
| STARTEK INC |
139 | 498 | ||||||||
| STATE AUTO FINANCIAL CORP |
1,018 | 20,961 | ||||||||
| STATE BANK FINANCIAL CORP |
60,061 | 1,263,083 | ||||||||
| STEEL DYNAMICS INC |
110,400 | 1,988,028 | ||||||||
| STEIN MART INC |
7,961 | 54,175 | ||||||||
| STEPAN CO |
736 | 36,572 | ||||||||
| STERLING BANCORP/DE |
30,104 | 488,287 | ||||||||
| STERLING CONSTRUCTION CO INC |
5,500 | 33,440 | ||||||||
| STEWART INFORMATION SERVICES |
11,338 | 423,248 | ||||||||
| STIFEL FINANCIAL CORP |
8,397 | 355,697 | ||||||||
| STILLWATER MINING CO |
24,478 | 209,776 | ||||||||
| STOCK YARDS BANCORP INC |
3,100 | 117,149 | ||||||||
| STONE ENERGY CORP |
20,434 | 87,662 | ||||||||
| STONERIDGE INC |
10,529 | 155,829 | ||||||||
| STRATTEC SEC CORP |
155 | 8,756 | ||||||||
| SUFFOLK BANCORP |
222 | 6,294 | ||||||||
| SUN BANCORP INC NJ |
799 | 16,491 | ||||||||
| SUNCOKE ENERGY INC |
28,300 | 98,201 | ||||||||
| SUPER MICRO COMPUTER INC |
16,015 | 392,528 | ||||||||
| SUPERIOR ENERGY SERVICES INC |
65,195 | 878,177 | ||||||||
| SUPERIOR INDUSTRIES INTL |
7,494 | 139,388 | ||||||||
| SVB FINL GROUP |
6,231 | 740,866 | ||||||||
| SYKES ENTERPRISES INC |
17,748 | 546,283 | ||||||||
| SYMETRA FINANCIAL CORP |
48,130 | 1,529,090 | ||||||||
| SYMMETRY SURGICAL INC |
99 | 911 | ||||||||
| SYNERGY RESOURCES CORP |
1,446 | 12,320 | ||||||||
| SYNNEX CORP |
15,344 | 1,379,886 | ||||||||
| SYNOVUS FINANICAL CORP |
44,119 | 1,433,868 | ||||||||
| TAKE-TWO INTERACTV SOFTWR INC |
15,439 | 537,895 | ||||||||
| TAL INTL GROUP INC |
12,628 | 200,785 | ||||||||
36
| TALMER BANCORP INC CL A |
665 | 12,043 | ||||||||
| TANDY LEATHER FACTORY INC |
1,300 | 9,542 | ||||||||
| TANGOE INC |
900 | 7,551 | ||||||||
| TCF FINANCIAL CORPORATION |
54,431 | 768,566 | ||||||||
| TEAM INC |
1,583 | 50,593 | ||||||||
| TECH DATA CORP |
15,429 | 1,024,177 | ||||||||
| TECHTARGET INC |
2,469 | 19,826 | ||||||||
| TEEKAY CORP |
1,238 | 12,219 | ||||||||
| TEEKAY TANKERS LTD CL A |
12,286 | 84,528 | ||||||||
| TEGNA INC |
85,920 | 2,204,707 | ||||||||
| TEJON RANCH CO |
457 | 8,752 | ||||||||
| TELECOMMUNICATION SYST INC A |
18,455 | 91,721 | ||||||||
| TELENAV INC |
15,086 | 85,839 | ||||||||
| TELEPHONE & DATA SYSTEMS INC |
38,716 | 1,002,357 | ||||||||
| TEREX CORP |
9,352 | 172,825 | ||||||||
| TERRITORIAL BANCORP INC |
3,682 | 102,139 | ||||||||
| TESCO CORP |
15,193 | 109,997 | ||||||||
| TESSCO TECHNOLOGIES INC |
800 | 15,576 | ||||||||
| TETRA TECH INC |
8,603 | 223,850 | ||||||||
| TETRA TECHNOLOGIES INC |
83,663 | 629,146 | ||||||||
| TEXAS CAPITAL BANCSHARES INC |
10,959 | 541,594 | ||||||||
| TEXTAINER GROUP HLDGS LTD |
12,457 | 175,768 | ||||||||
| THE CHILDRENS PLACE INC |
9,116 | 504,571 | ||||||||
| THERMON GROUP HOLDINGS INC |
2,136 | 36,141 | ||||||||
| THESTREET INC |
2,600 | 3,900 | ||||||||
| THOR INDUSTRIES INC |
3,633 | 205,083 | ||||||||
| TIDEWATER INC |
15,810 | 110,038 | ||||||||
| TILLY’S INC |
2,900 | 19,227 | ||||||||
| TIME INC |
21,034 | 329,603 | ||||||||
| TIMKEN CO |
6,613 | 189,066 | ||||||||
| TIMKENSTEEL CORP |
6,322 | 52,978 | ||||||||
| TITAN INTERNATIONAL INC |
96,112 | 379,162 | ||||||||
| TITAN MACHINERY INC |
45,700 | 499,501 | ||||||||
| TOLL BROTHERS INC |
4,920 | 163,836 | ||||||||
| TOMPKINS FINANCIAL CORP |
700 | 39,312 | ||||||||
| TOOTSIE ROLL INDUSTRIES INC |
829 | 26,263 | ||||||||
| TOPBUILD CORP W/I |
3,486 | 107,264 | ||||||||
| TOWNE BANK |
3,180 | 66,748 | ||||||||
| TRC COMPANIES INC |
1,500 | 13,875 | ||||||||
| TRECORA RESOURCES |
5,605 | 69,446 | ||||||||
| TREDEGAR CORP |
2,798 | 38,417 | ||||||||
| TREEHOUSE FOODS INC |
2,900 | 227,534 | ||||||||
| TREMOR VIDEO INC |
4,600 | 9,476 | ||||||||
37
| TRI POINTE GROUP INC |
35,491 | 449,671 | ||||||||
| TRIANGLE PETROLEUM CORP |
3,508 | 2,701 | ||||||||
| TRICO BANCSHARES |
7,386 | 202,672 | ||||||||
| TRIMAS CORP |
7,499 | 139,856 | ||||||||
| TRINITY INDUSTRIES INC |
51,910 | 1,246,878 | ||||||||
| TRIPLE-S MANAGEMENT CORP CL B |
11,300 | 270,183 | ||||||||
| TRISTATE CAPITAL HOLDINGS INC |
1,395 | 19,516 | ||||||||
| TRIUMPH GROUP INC |
23,650 | 940,088 | ||||||||
| TRONOX LTD CL A |
10,365 | 40,527 | ||||||||
| TRUEBLUE INC |
7,821 | 201,469 | ||||||||
| TRUSTCO BANK CORP NY |
29,367 | 182,241 | ||||||||
| TRUSTMARK CORP |
27,416 | 631,665 | ||||||||
| TTM TECHNOLOGIES INC |
30,972 | 201,628 | ||||||||
| TUMI HOLDINGS INC |
1,045 | 17,378 | ||||||||
| TUTOR PERINI CORP |
19,248 | 322,212 | ||||||||
| TWIN DISC INC |
4,160 | 43,763 | ||||||||
| UFP TECHNOLOGIES INC |
350 | 8,337 | ||||||||
| UGI CORP NEW |
48,137 | 1,636,056 | ||||||||
| ULTRA CLEAN HOLDINGS INC |
11,070 | 56,678 | ||||||||
| ULTRALIFE CORP |
139 | 898 | ||||||||
| ULTRATECH INC |
9,625 | 190,768 | ||||||||
| UMB FINANCIAL CORP |
5,756 | 269,352 | ||||||||
| UMPQUA HOLDINGS CORP |
58,814 | 944,553 | ||||||||
| UNIFIRST CORP |
4,133 | 430,814 | ||||||||
| UNION BANKSHARES CORP |
8,982 | 226,706 | ||||||||
| UNIT CORP |
46,689 | 569,606 | ||||||||
| UNITED BANKSHARES INC. W VA. |
22,704 | 847,313 | ||||||||
| UNITED CMNTY FINL CORP OHIO |
3,271 | 19,299 | ||||||||
| UNITED COMMUNITY BANKS GA |
6,321 | 123,576 | ||||||||
| UNITED FINL BANCORP INC NEW |
18,329 | 236,078 | ||||||||
| UNITED FIRE GROUP INC |
7,300 | 279,663 | ||||||||
| UNITED INS HLDGS CORP |
900 | 15,390 | ||||||||
| UNITED ONLINE INC |
8,442 | 99,531 | ||||||||
| UNITED RENTALS INC |
1,335 | 96,841 | ||||||||
| UNITED STATES CELLULAR CORP |
6,993 | 285,384 | ||||||||
| UNITED STATES LIME & MIN INC |
320 | 17,587 | ||||||||
| UNITED STATES STEEL CORP |
16,887 | 134,758 | ||||||||
| UNIVERSAL AMERICAN CORP NEW |
17,176 | 120,232 | ||||||||
| UNIVERSAL CORP |
871 | 48,846 | ||||||||
| UNIVERSAL ELECTRONICS INC |
4,607 | 236,569 | ||||||||
| UNIVERSAL FOREST PRODUCTS INC |
16,650 | 1,138,361 | ||||||||
| UNIVERSAL INSURANCE HLDGS INC |
12,783 | 296,310 | ||||||||
| UNIVERSAL TECH INST INC |
5,805 | 27,051 | ||||||||
38
| UNIVEST CORP PA |
8,152 | 171,681 | ||||||||
| USA TRUCK INC |
497 | 8,673 | ||||||||
| UTI WORLDWIDE INC |
4,500 | 31,635 | ||||||||
| VAALCO ENERGY INC |
500 | 800 | ||||||||
| VALIDUS HOLDING |
27,918 | 1,292,324 | ||||||||
| VALLEY NATL BANCORP |
91,097 | 907,326 | ||||||||
| VALMONT INDUSTRIES INC |
1,285 | 136,718 | ||||||||
| VCA INC |
14,700 | 808,500 | ||||||||
| VECTRUS INC |
4,208 | 87,905 | ||||||||
| VEECO INSTRUMENT |
1,449 | 29,791 | ||||||||
| VERA BRADLEY INC |
8,700 | 137,112 | ||||||||
| VERITIV CORP |
1,993 | 72,186 | ||||||||
| VERSAR |
3,100 | 9,579 | ||||||||
| VIAD CORP |
8,207 | 232,504 | ||||||||
| VIASAT INC |
254 | 15,497 | ||||||||
| VIAVI SOLUTIONS INC |
6,998 | 42,618 | ||||||||
| VILLAGE SUPER MKT INC CL A NEW |
824 | 21,918 | ||||||||
| VISHAY INTERTECHNOLOGY INC |
157,842 | 1,901,996 | ||||||||
| VISHAY PRECISION GROUP INC |
2,304 | 26,081 | ||||||||
| VISTA OUTDOOR INC |
16,784 | 747,056 | ||||||||
| VITAMIN SHOPPE INC |
5,618 | 183,709 | ||||||||
| VONAGE HOLDINGS CORP |
10,190 | 58,491 | ||||||||
| VOXX INTERNATIONAL CORP |
8,941 | 47,030 | ||||||||
| VSE CORP |
1,769 | 109,996 | ||||||||
| W&T OFFSHORE INC |
30,758 | 71,051 | ||||||||
| WABASH NATIONAL CORP |
15,722 | 185,991 | ||||||||
| WALKER & DUNLOP INC |
4,998 | 143,992 | ||||||||
| WASHINGTON FEDERAL INC |
44,291 | 1,055,455 | ||||||||
| WASHINGTON TR BANCORP INC |
4,140 | 165,020 | ||||||||
| WASTE CONNECTIONS INC |
30,764 | 1,732,628 | ||||||||
| WATERSTONE FINANCIAL INC |
7,820 | 110,262 | ||||||||
| WATTS WATER TECH INC CL A |
11,709 | 581,586 | ||||||||
| WAYSIDE TECHNOLOGY GROUP INC |
800 | 14,672 | ||||||||
| WCI COMMUNITIES INC |
5,817 | 129,603 | ||||||||
| WEIS MARKETS INC |
1,537 | 68,089 | ||||||||
| WELLCARE HEALTH PLANS INC |
1,300 | 101,673 | ||||||||
| WENDYS CO |
160,508 | 1,728,671 | ||||||||
| WERNER ENTERPRISES INC |
24,072 | 564,488 | ||||||||
| WESBANCO INC |
11,139 | 336,955 | ||||||||
| WESCO AIRCRAFT HOLDINGS INC |
38,482 | 460,630 | ||||||||
| WESCO INTERNATIONAL INC |
7,012 | 306,284 | ||||||||
| WEST BANCORPORATION INC |
1,884 | 37,209 | ||||||||
| WEST MARINE INC |
87,334 | 741,466 | ||||||||
39
| WESTELL TECHNOLOGIES INC CL A |
3,100 | 3,906 | ||||||||
| WESTERN REFINING INC |
22,330 | 795,395 | ||||||||
| WESTLAKE CHEMICAL CORP |
1,589 | 86,314 | ||||||||
| WESTROCK CO |
1,868 | 85,218 | ||||||||
| WEYCO GROUP INC |
39 | 1,051 | ||||||||
| WHITING PETROLEUM CORP |
36,654 | 346,014 | ||||||||
| WILEY (JOHN) & SONS INC CL A |
9,464 | 429,003 | ||||||||
| WILEY (JOHN) & SONS INC CL B |
176 | 7,869 | ||||||||
| WILLBROS GROUP INC |
19,631 | 52,807 | ||||||||
| WILLIAMS CLAYTON ENERGY INC |
3,668 | 108,463 | ||||||||
| WILSHIRE BANCORP INC |
30,532 | 354,477 | ||||||||
| WINDSTREAM HOLDINGS INC |
39,587 | 260,878 | ||||||||
| WINTRUST FINANCIAL CORP |
15,831 | 768,120 | ||||||||
| WOLVERINE WORLD WIDE INC |
18,542 | 310,949 | ||||||||
| WOODWARD INC |
4,219 | 209,516 | ||||||||
| WORLD FUEL SERVICES CORP |
324 | 12,480 | ||||||||
| WORTHINGTON INDUSTRIES INC |
1,716 | 51,720 | ||||||||
| WPX ENERGY INC |
57,325 | 329,046 | ||||||||
| WSFS FINANCIAL CORP |
9,900 | 320,364 | ||||||||
| XCERRA CORP |
8,650 | 52,333 | ||||||||
| XO GROUP INC |
5,379 | 86,387 | ||||||||
| XPO LOGISTICS INC |
2,091 | 56,980 | ||||||||
| YADKIN FINANCIAL CORP |
1,085 | 27,309 | ||||||||
| ZAGG INC |
7,900 | 86,426 | ||||||||
| ZIONS BANCORP |
71,798 | 1,960,085 | ||||||||
| ZUMIEZ INC |
3,109 | 47,008 | ||||||||
| ZYNGA INC |
122,648 | 328,697 | ||||||||
|
|
|
|||||||||
| DFA Small Mid Value Account |
413,882,789 | |||||||||
| PIMCO Total Return Account |
||||||||||
| Mutual Funds |
||||||||||
| HIGH YIELD PORTFOLIO INSTL CL |
4,830,497 | 34,006,702 | ||||||||
| PAPS SR FLOATNG RATE PORTFOLIO |
97,725 | 928,387 | ||||||||
| PIMCO ASSET BACK SECS PORT-UNL |
3,369,305 | 41,206,602 | ||||||||
| PIMCO EMMERG MKTS FD INST CL |
3,897,879 | 33,872,565 | ||||||||
| PIMCO INTL PORT FUND(UNLISTED) |
6,134,184 | 50,729,706 | ||||||||
| PIMCO INV GRD CORP PORT(UNLST) |
8,930,174 | 84,122,237 | ||||||||
| PIMCO MTG PORT INSTL CL(UNLST) |
10,311,995 | 110,235,231 | ||||||||
| PIMCO MUNI SECTR PORT INSTL CL |
882,658 | 6,796,466 | ||||||||
| PIMCO REAL RETRN BD FD INST CL |
8,678,713 | 73,682,272 | ||||||||
| PIMCO SHORT TM FLT NAV PORT II |
5,446,644 | 54,503,338 | ||||||||
| PIMCO US GOVT SECTOR PORT INST |
9,581,682 | 84,414,619 | ||||||||
40
| SSBK GOVT STIF FUND |
14 | 14 | ||||||||
|
|
|
|||||||||
| PIMCO Total Return Account |
574,498,139 | |||||||||
| Russell International Growth Account |
||||||||||
| Currency |
||||||||||
| AUSTRALIAN DOLLAR CURRENCY |
40 | 29 | ||||||||
| BRAZILIAN REAL |
3,475 | 878 | ||||||||
| BRITISH POUND STERLING CURRENCY |
33 | 55,484 | ||||||||
| CANADIAN DOLLAR |
13,057 | 9,436 | ||||||||
| EGYPTIAN POUND |
797,802 | 101,890 | ||||||||
| EURO MONETARY UNIT. |
353 | 384 | ||||||||
| HONG KONG DOLLAR |
641 | 83 | ||||||||
| JAPANESE YEN |
(958 | ) | (8) | |||||||
| MALAYSIAN RINGGIT |
30,722 | 7,155 | ||||||||
| SOUTH AFRICAN RAND CURRENCY |
(1 | ) | 0 | |||||||
| SOUTH KOREAN WON |
2,616 | 2 | ||||||||
| TAIWAN DOLLAR |
7,731,852 | 234,896 | ||||||||
| Futures |
||||||||||
| CAC40 10 EURO FUT JAN16 CFF6 |
34 | (14,226) | ||||||||
| FTSE 100 IDX FUT MAR16 Z H6 |
42 | (17,337) | ||||||||
| HANG SENG IDX FUT JAN16 HIF6 |
5 | 97 | ||||||||
| IBEX 35 INDX FUTR JAN16 IBF6 |
6 | (6,534) | ||||||||
| S&P/TSX 60 IX FUT MAR16 PTH6 |
15 | (16,478) | ||||||||
| SPI 200 FUT MAR16 XPH6 |
14 | (8,416) | ||||||||
| Mutual Funds |
||||||||||
| SSBK GOVT STIF FUND |
27,829,999 | 27,831,804 | ||||||||
| Publicly-traded Common Stock |
||||||||||
| ABB LTD (REG) (SWIT) |
116,806 | 2,094,485 | ||||||||
| ADVANCED SEMICONDUCTOR ENG INC |
452,000 | 521,813 | ||||||||
| AIA GROUP LTD |
1,540,800 | 9,264,622 | ||||||||
| AIR CHINA LIMITED H |
568,000 | 447,801 | ||||||||
| AIR LIQUIDE SA |
24,795 | 2,792,949 | ||||||||
| AIR LIQUIDE SA(PRIME FID 2017) |
25,307 | 2,850,622 | ||||||||
| ALFA SAB DE CV CL A |
407,300 | 805,879 | ||||||||
| ALIBABA GROUP HLD LTD SPON ADR |
10,440 | 848,459 | ||||||||
| ALSEA SAB DE CV |
114,400 | 397,275 | ||||||||
| AMADEUS IT HOLDING SA CL A |
140,048 | 6,192,142 | ||||||||
| AMOREPACIFIC NEW |
3,035 | 1,072,732 | ||||||||
| ANHEUSER BUSCH INBEV NV |
39,023 | 4,851,503 | ||||||||
| ARM HOLDINGS PLC |
163,327 | 2,501,670 | ||||||||
| ASSA ABLOY AB SER B |
201,146 | 4,241,450 | ||||||||
| ASSOCIATED BRITISH FOODS PLC |
0 | 12,782 | ||||||||
| ASTRAZENECA PLC (UK) |
56,776 | 3,863,973 | ||||||||
41
| ATLAS COPCO AB SER A |
94,157 | 2,324,520 | ||||||||
| AUSTRALIA & NZ BANKING GRP |
292,558 | 5,954,313 | ||||||||
| BANK OF IRELAND (IRISH) |
6,835,941 | 2,510,988 | ||||||||
| BANK RAKYAT INDONESIA TBK PT |
1,025,700 | 850,100 | ||||||||
| BAYER AG |
71,067 | 8,943,473 | ||||||||
| BB SEGURIDADE PARTICIPACOES SA |
56,500 | 347,462 | ||||||||
| BEIERSDORF AG |
60,271 | 5,512,439 | ||||||||
| BEIJING ENTERPRISES HLDGS LTD |
114,000 | 690,615 | ||||||||
| BGF RETAIL |
3,542 | 518,675 | ||||||||
| BHARTI INFRATEL LTD |
104,146 | 673,422 | ||||||||
| BNP PARIBAS (FRAN) |
42,308 | 2,401,442 | ||||||||
| BRITISH AMERICAN TOBACCO PLC |
60,399 | 3,357,706 | ||||||||
| BURBERRY GROUP PLC |
82,396 | 1,463,935 | ||||||||
| CAIXABANK SA |
467,216 | 1,631,899 | ||||||||
| CANADIAN NATL RAILWAY CO |
172,542 | 9,641,647 | ||||||||
| CANADIAN NATL RESOURCES LTD |
101,100 | 2,208,023 | ||||||||
| CATCHER TECHNOLOGY CO LTD |
78,000 | 654,028 | ||||||||
| CEMEX SAB DE CV SPON ADR |
104,200 | 580,394 | ||||||||
| CETIP SA MERCADOS ORGANIZADO |
61,400 | 587,645 | ||||||||
| CHINA CONSTRUCTION BANK CORP H |
2,446,000 | 1,675,894 | ||||||||
| CHINA LIFE INS CO LTD H |
234,000 | 756,344 | ||||||||
| CHINA MERCHANTS HLD INT CO LTD |
184,000 | 585,235 | ||||||||
| CHINA MOBILE LIMITED |
121,900 | 1,376,281 | ||||||||
| CHINA OVERSEAS LAND & INV LTD |
258,000 | 905,491 | ||||||||
| CHINA PETROL & CHEM CORP H |
776,000 | 468,601 | ||||||||
| CHINATRUST FI(JPM)(CWT)3/9/16 |
1,258,948 | 646,379 | ||||||||
| CJ E&M CORP |
5,688 | 390,086 | ||||||||
| CNOOC LTD |
231,000 | 240,537 | ||||||||
| COGNIZANT TECH SOLUTIONS CL A |
19,100 | 1,146,382 | ||||||||
| COMMERCIAL INTL BK EGYPT SAE |
76,834 | 372,883 | ||||||||
| COMMONWEALTH BK OF AUSTRALIA |
53,847 | 3,356,053 | ||||||||
| COMPASS GROUP PLC |
631,347 | 10,936,098 | ||||||||
| COSAN SA INDUSTRIA E COMERCIO |
97,500 | 621,043 | ||||||||
| CREDICORP LTD (USA) |
4,400 | 428,208 | ||||||||
| CRRC CORP LTD H |
451,000 | 557,491 | ||||||||
| DANONE SA |
85,632 | 5,795,813 | ||||||||
| DAVIDE CAMPARI SPA MILANO |
322,946 | 2,807,693 | ||||||||
| DBS GROUP HOLDINGS LTD |
360,000 | 4,237,534 | ||||||||
| DENSO CORP |
174,400 | 8,441,775 | ||||||||
| DEUTSCHE TELEKOM AG (REGD) |
138,579 | 2,513,526 | ||||||||
| DIAGEO PLC |
227,665 | 6,230,855 | ||||||||
| DSV DE SAMMENSLUT VOGN |
63,322 | 2,505,328 | ||||||||
| ECLAT TEXTILE CO LTD |
49,000 | 675,097 | ||||||||
42
| EISAI CO LTD |
66,900 | 4,487,830 | ||||||||
| ELECTROLUX AB SER B |
67,671 | 1,644,989 | ||||||||
| EMAAR PROPERTIES |
233,629 | 361,925 | ||||||||
| ENGIE |
233,245 | 4,138,045 | ||||||||
| ERSTE GROUP BANK AG |
30,874 | 970,293 | ||||||||
| ESSILOR INTERNATIONAL SA(FRAN) |
28,752 | 3,594,879 | ||||||||
| FANUC CORPORATION |
27,500 | 4,822,996 | ||||||||
| FIRSTRAND LIMITED |
152,968 | 419,092 | ||||||||
| FMTC INR UNREALIZED GAIN/LOSS |
1 | 0 | ||||||||
| FOMENTO ECONO MEX(FEMSA)SP ADR |
40,713 | 3,759,846 | ||||||||
| FUCHS PETROLU SE (GERW) PFD |
77,665 | 3,671,506 | ||||||||
| GALP ENERGIA SGPS SA |
308,594 | 3,595,108 | ||||||||
| GEBERIT AG (REG) |
11,476 | 3,897,899 | ||||||||
| GLOBAL BRANDS GROUP HLDG LTD |
4,214,000 | 799,295 | ||||||||
| GREAT WALL MOTOR CO LTD H |
382,500 | 445,671 | ||||||||
| GRUMA SAB CL B |
26,900 | 377,329 | ||||||||
| GRUPO FINANCIERO BANORTE SAB |
175,200 | 965,636 | ||||||||
| HDFC BANK LTD (DEMAT) |
50,638 | 1,023,760 | ||||||||
| HDFC BANK LTD SPON ADR |
105,614 | 6,505,822 | ||||||||
| HEIDELBERGCEMENT AG (GERW) |
27,546 | 2,263,731 | ||||||||
| HENDERSON GROUP PLC |
509,505 | 2,325,444 | ||||||||
| HENGAN INTL GRP CO LTD |
383,500 | 3,622,196 | ||||||||
| HENNES & MAURITZ AB B |
160,066 | 5,728,392 | ||||||||
| HONDA MOTOR CO LTD |
176,000 | 5,757,577 | ||||||||
| HOWDEN JOINERY GROUP PLC |
543,722 | 4,220,187 | ||||||||
| HOYA CORP |
166,400 | 6,895,781 | ||||||||
| HSBC HOLDINGS PLC (UK REG) |
929,803 | 7,349,777 | ||||||||
| HYUNDAI MOTOR CO |
8,392 | 1,078,223 | ||||||||
| ICICI BANK LTD (DEMAT) |
180,702 | 713,321 | ||||||||
| ICICI BANK LTD SPONS ADR |
330,800 | 2,590,164 | ||||||||
| IMPERIAL OIL LTD |
0 | 3,107 | ||||||||
| INDOFOOD SUKSES MAKMR (DEMAT) |
825,300 | 309,824 | ||||||||
| INFINEON TECHNOLOGIES AG |
198,412 | 2,912,005 | ||||||||
| ING GROEP NV CVA |
480,778 | 6,504,944 | ||||||||
| INNER MONG A (JPM) (CWT) 10/19 |
159,400 | 403,308 | ||||||||
| INPEX CORP |
358,300 | 3,533,963 | ||||||||
| INTERCONTINENTAL HOTELS GP PLC |
194,854 | 7,635,205 | ||||||||
| INTERTEK GROUP PLC |
130,451 | 5,340,473 | ||||||||
| ITAU UNIBANCO HLDG SA SPON ADR |
62,900 | 412,419 | ||||||||
| JAMES HARDIE INDUSTRES PLC CDI |
158,826 | 2,036,211 | ||||||||
| JBS SA |
120,900 | 377,407 | ||||||||
| JULIUS BAER GRUPPE AG |
72,759 | 3,534,797 | ||||||||
| KASIKORNBANK PCL NVDR |
124,500 | 520,479 | ||||||||
43
| KEYENCE CORP |
16,400 | 9,152,727 | ||||||||
| KOC HLDG AS |
165,497 | 620,245 | ||||||||
| KOMERCNI BANKA AS |
1,608 | 320,119 | ||||||||
| KONE OYJ B |
51,283 | 2,183,015 | ||||||||
| LARGAN PREN CO LTD CWT 8/17/20 |
3,200 | 220,683 | ||||||||
| LG CHEMICAL LTD |
3,064 | 866,855 | ||||||||
| LINDE AG |
33,588 | 4,887,586 | ||||||||
| LOJAS RENNER SA |
132,100 | 575,586 | ||||||||
| L’OREAL SA (PRIME FIDE 2018) |
23,304 | 3,933,069 | ||||||||
| L’OREAL SA ORD |
30,705 | 5,182,153 | ||||||||
| LUKOIL PJSC SPONS ADR |
19,032 | 632,162 | ||||||||
| LVMH MOET HENNESSY LOUIS VU SE |
26,660 | 4,198,152 | ||||||||
| MAGNIT PJSC (RUB) |
815 | 125,354 | ||||||||
| MAGNIT PJSC (USD) |
3,104 | 477,421 | ||||||||
| MAIL.RU GROUP LTD GDR REGS |
27,452 | 619,043 | ||||||||
| MARUTI SUZUKI (UBS) CWT 2/9/16 |
12,627 | 881,505 | ||||||||
| MATAHARI DEPARTMENT STORE TBK |
465,500 | 594,327 | ||||||||
| MEDICLINIC INTERNATIONAL LTD |
83,443 | 642,077 | ||||||||
| METROPOLITAN BANK & TRUST CO |
513,000 | 880,053 | ||||||||
| MITSUBISHI UFJ FINL GRP INC |
317,900 | 2,002,430 | ||||||||
| MOBILEYE NV |
61,574 | 2,603,349 | ||||||||
| MTN GROUP LTD |
41,029 | 352,560 | ||||||||
| NASPERS LTD N SHS |
11,948 | 1,637,877 | ||||||||
| NESTLE SA (REG) |
200,896 | 14,952,872 | ||||||||
| NIDEC CORP |
33,000 | 2,426,232 | ||||||||
| NINTENDO CO LTD |
17,500 | 2,439,473 | ||||||||
| NOVARTIS AG (REG) |
73,716 | 6,388,327 | ||||||||
| NOVO-NORDISK AS CL B |
94,340 | 5,493,733 | ||||||||
| NXP SEMICONDUCTORS NV |
30,113 | 2,537,020 | ||||||||
| OLYMPUS CORP |
44,200 | 1,765,132 | ||||||||
| ONO PHARMACEUTICAL CO LTD |
47,400 | 8,553,650 | ||||||||
| OTP BANK (REG) |
33,590 | 694,486 | ||||||||
| PEGATRON CORP |
143,000 | 312,796 | ||||||||
| PERNOD-RICARD |
47,597 | 5,441,579 | ||||||||
| PING AN INSURANCE CO LTD H |
142,000 | 787,866 | ||||||||
| PRESIDENT CHAIN(HSBC)(CWT)9/24 |
106,000 | 661,775 | ||||||||
| PRUDENTIAL PLC |
94,963 | 2,143,315 | ||||||||
| PTT PCL NVDR |
68,800 | 466,311 | ||||||||
| RANDSTAD HOLDINGS NV |
97,982 | 6,125,906 | ||||||||
| RATIONAL AG |
5,018 | 2,289,846 | ||||||||
| RECKITT BENCKISER GROUP PLC |
35,395 | 3,277,382 | ||||||||
| RICHEMONT CIE FINANCIERE SA A |
82,523 | 5,940,404 | ||||||||
| ROCHE HLDGS AG (GENUSSCHEINE) |
85,627 | 23,629,496 | ||||||||
44
| ROLLS-ROYCE HOLDINGS PLC |
405,654 | 3,438,587 | ||||||||
| ROTORK PLC |
1,388,480 | 3,739,681 | ||||||||
| RYANAIR HOLDINGS PLC SPON ADR |
28,305 | 2,447,250 | ||||||||
| SAFRAN SA |
40,260 | 2,772,599 | ||||||||
| SAMSONITE INTERNATIONAL S.A. |
734,700 | 2,208,826 | ||||||||
| SAMSUNG ELECTRONICS CO LTD |
2,733 | 2,975,404 | ||||||||
| SAMSUNG LIFE INSURANCE CO(PEND |
7,363 | 700,427 | ||||||||
| SANDS CHINA LTD |
1,082,000 | 3,706,699 | ||||||||
| SAP SE |
183,325 | 14,619,384 | ||||||||
| SBERBANK OF RUSSIA (RUS) |
334,480 | 463,965 | ||||||||
| SBERBANK-SPONSORED ADR |
120,790 | 710,245 | ||||||||
| SCHINDLER HOLDING AG PART CERT |
36,114 | 6,057,460 | ||||||||
| SCHNEIDER ELECTRIC SE |
146,518 | 8,369,047 | ||||||||
| SEVEN & I HOLDINGS CO LTD |
84,800 | 3,915,637 | ||||||||
| SHANGHAI INTL (JPM) CWT 11/19 |
112,300 | 510,514 | ||||||||
| SHIMANO INC |
30,200 | 4,707,954 | ||||||||
| SHINHAN FINANCIAL GROUP CO LTD |
27,448 | 945,871 | ||||||||
| SINOPHARM GROUP CO LTD H |
162,800 | 653,296 | ||||||||
| SKY PLC |
531,925 | 8,719,901 | ||||||||
| SM INVESTMENTS CORP |
33,270 | 612,579 | ||||||||
| SMC CORP |
9,300 | 2,458,180 | ||||||||
| SMITH & NEPHEW PLC |
70,316 | 1,252,211 | ||||||||
| SONY CORP |
135,800 | 3,391,752 | ||||||||
| SPIRAX-SARCO ENGINEERING PLC |
96,318 | 4,661,597 | ||||||||
| SVENSKA HANDELSBANKEN SER A |
465,378 | 6,224,189 | ||||||||
| SWATCH GROUP AG (BR) |
6,002 | 2,098,543 | ||||||||
| TAIWAN SEMIC MFG CO LTD SP ADR |
746,794 | 16,989,564 | ||||||||
| TATA CONSULTANCY SERVICES LTD |
74,952 | 2,758,744 | ||||||||
| TAV HAVALIMANLARI HOLDING ASA |
31,753 | 198,048 | ||||||||
| TENAGA NASIONAL BHD |
218,500 | 677,867 | ||||||||
| TENCENT HOLDINGS LIMITED |
295,700 | 5,818,576 | ||||||||
| THE FOSCHINI GROUP LTD |
62,788 | 494,428 | ||||||||
| TIGER BRANDS LTD |
17,249 | 352,944 | ||||||||
| TRANSURBAN GROUP STAPLED UNIT |
14,829 | 115,569 | ||||||||
| UBS GROUP AG |
352,451 | 6,868,853 | ||||||||
| UCB SA |
43,725 | 3,954,935 | ||||||||
| ULTRATECH CEMCO LTD |
15,720 | 660,211 | ||||||||
| UNICHARM CORP |
134,500 | 2,780,081 | ||||||||
| UNILEVER NV CVA (BEARER) |
128,667 | 5,607,837 | ||||||||
| UNIONE DI BANCHE ITALIANE RT |
187,002 | 2 | ||||||||
| UNIONE DI BANCHE ITALIANE SCPA |
375,294 | 2,528,675 | ||||||||
| VIPSHOP HLDGS LTD ADR |
140,000 | 2,137,800 | ||||||||
| WANT WANT CHINA HOLDINGS LTD |
3,058,312 | 2,276,948 | ||||||||
45
| WORLDPAY GROUP PLC |
496,461 | 2,249,076 | ||||||||
| WPP PLC NEW (UK) |
374,008 | 8,617,797 | ||||||||
| YANDEX NV CL A |
59,500 | 935,340 | ||||||||
| YUM BRANDS INC |
80,356 | 5,870,006 | ||||||||
| ZALANDO SE |
76,595 | 3,029,922 | ||||||||
| ZEE ENTERTAINMT ENT LTD(DEMAT) |
138,172 | 912,534 | ||||||||
|
|
|
|||||||||
| Russell International Growth Account |
609,127,009 | |||||||||
| Russell International Value Account |
||||||||||
| Currency |
||||||||||
| AUSTRALIAN DOLLAR CURRENCY |
248,862 | 251,623 | ||||||||
| BRITISH POUND STERLING CURRENCY |
56,225 | 64,410 | ||||||||
| CANADIAN DOLLAR |
103,072 | 74,491 | ||||||||
| CHILEAN PESO |
1,258,802 | 1,777 | ||||||||
| DANISH KRONE |
4,247 | 58,254 | ||||||||
| EURO MONETARY UNIT. |
187,747 | 298,040 | ||||||||
| HONG KONG DOLLAR |
858,983 | 55,024 | ||||||||
| ISRAELI SHEKEL |
639,400 | 164,328 | ||||||||
| JAPANESE YEN |
15,407,866 | 335,623 | ||||||||
| MALAYSIAN RINGGIT |
(4 | ) | (1) | |||||||
| NEW ZEALAND DOLLAR CURRENCY |
8,850 | 6,053 | ||||||||
| NORWEGIAN KRONA |
1,047,088 | (37,832) | ||||||||
| POLAND ZLOTY NEW |
1 | 0 | ||||||||
| SINGAPORE DOLLAR CURRENCY |
155,843 | 109,911 | ||||||||
| SOUTH KOREAN WON |
2,039 | 1 | ||||||||
| SWEDISH KRONA CURRENCY |
47,375 | 51,975 | ||||||||
| SWISS FRANC |
36,112 | 23,189 | ||||||||
| TAIWAN DOLLAR |
664,610 | 17,727 | ||||||||
| TURKISH LIRA (NEW) |
18,392 | 6,306 | ||||||||
| Forward Currency Contracts |
||||||||||
| CURRENCY CONTRACT - USD |
(47,163,122 | ) | (511) | |||||||
| JAPANESE YEN |
7,497,300 | 110 | ||||||||
| Futures |
||||||||||
| FTSE 100 IDX FUT MAR16 Z H6 |
188 | (77,602) | ||||||||
| HANG SENG IDX FUT JAN16 HIF6 |
7 | 135 | ||||||||
| MINI MSCI EMG MKT MAR16 MESH6 |
400 | (40,000) | ||||||||
| S&P/TSX 60 IX FUT MAR16 PTH6 |
19 | (20,872) | ||||||||
| S&P500 EMINI FUT MAR16 ESH6 |
64 | (61,440) | ||||||||
| SPI 200 FUT MAR16 XPH6 |
19 | (11,422) | ||||||||
| YEN DENOM NIKKE FUT MAR16 NHH6 |
135 | (84,238) | ||||||||
| Mutual Funds |
||||||||||
| SSBK GOVT STIF FUND |
36,899,442 | 36,901,450 | ||||||||
| SSBK STIF FUND |
236,716 | 236,775 | ||||||||
46
| Publicly-traded Common Stock |
||||||||||
| 3I GROUP PLC |
164,363 | 1,181,474 | ||||||||
| ABB LTD (REG) (SWIT) |
354,713 | 6,360,468 | ||||||||
| ABB LTD SPON ADR |
28,400 | 503,532 | ||||||||
| ACCIONA SA |
2,310 | 198,522 | ||||||||
| ACS ACTIVIDADES CONST Y SRV SA |
13,330 | 391,349 | ||||||||
| ACTELION LTD (REGD) |
10,880 | 1,516,422 | ||||||||
| ADECCO SA (UNITARY REGD) |
19,570 | 1,346,219 | ||||||||
| ADIDAS AG |
4,450 | 434,808 | ||||||||
| AEGON NV |
151,793 | 862,746 | ||||||||
| AERCAP HOLDINGS NV |
6,600 | 284,856 | ||||||||
| AGFA GEVAERT NV |
5,100 | 29,042 | ||||||||
| AHOLD NV (KONINKLIJKE) |
279,620 | 5,918,006 | ||||||||
| AIRBUS GROUP SE |
36,500 | 2,459,315 | ||||||||
| ALLIANZ SE (REGD) |
11,755 | 2,089,310 | ||||||||
| AMADEUS IT HOLDING SA CL A |
18,770 | 829,905 | ||||||||
| AMEC FOSTER WHEELER PLC |
40,350 | 263,930 | ||||||||
| ANHEUSER BUSCH INBEV NV |
10,850 | 1,348,918 | ||||||||
| AOYAMA TRADING CO LTD |
12,500 | 487,229 | ||||||||
| ASTELLAS PHARMA INC |
41,500 | 597,839 | ||||||||
| ATKINS (WS) PLC |
4,151 | 100,217 | ||||||||
| ATOS SE |
19,960 | 1,680,009 | ||||||||
| AUTO TRADER GROUP PLC |
81,112 | 530,914 | ||||||||
| AVIVA PLC |
189,163 | 1,438,939 | ||||||||
| AXIS BK LTD (MLSW) CWT 6/13/18 |
323,425 | 2,193,896 | ||||||||
| BAKKAFROST |
3,694 | 109,255 | ||||||||
| BALKRISHNA IND(MQ BK)(CWT)6/16 |
97,446 | 953,096 | ||||||||
| BANCO DE SABADELL SA |
947,800 | 1,684,085 | ||||||||
| BANCO SANTANDER SA (SPAIN) |
614,919 | 3,045,944 | ||||||||
| BANGKOK BNK PUBLIC CO LTD(FOR) |
58,100 | 249,346 | ||||||||
| BANK HANDLOWY W WARSZAWIE SA |
39,038 | 715,545 | ||||||||
| BANK HAPOALIM LTD (REG) |
132,701 | 685,502 | ||||||||
| BANK LEUMI LE-ISRAEL BM |
86,812 | 301,198 | ||||||||
| BANK OF MONTREAL |
34,700 | 1,958,066 | ||||||||
| BANKERS PETROLEUM LTD |
85,400 | 62,953 | ||||||||
| BANRO CORP WT 03/31/17 144A |
5,616 | 0 | ||||||||
| BARCLAYS PLC ORD |
482,138 | 1,555,871 | ||||||||
| BAVARIAN NORDIC A/S |
6,145 | 319,903 | ||||||||
| BAYTEX ENERGY CORP |
44,200 | 143,106 | ||||||||
| BEIJING ENTERPRISES HLDGS LTD |
260,500 | 1,578,116 | ||||||||
| BERENDSEN PLC |
9,908 | 157,603 | ||||||||
| BERKELEY GRP HLDGS PLC |
21,033 | 1,176,191 | ||||||||
| BILLERUDKORSNAS AB |
39,599 | 737,428 | ||||||||
47
| BLUESCOPE STEEL LTD |
84,200 | 271,809 | ||||||||
| BNP PARIBAS (FRAN) |
37,560 | 2,131,941 | ||||||||
| BOARDWALK REIT UNIT |
7,100 | 249,477 | ||||||||
| BOLIDEN AB (SWED) |
64,680 | 1,094,927 | ||||||||
| BOLSA MEXICANA DE VALORES SA |
937,700 | 1,243,774 | ||||||||
| BOUYGUES ORD |
59,775 | 2,373,981 | ||||||||
| BP PLC |
1,371,589 | 7,157,867 | ||||||||
| BP PLC SPON ADR |
29,300 | 915,918 | ||||||||
| BPOST SA |
1,820 | 44,680 | ||||||||
| BURSA MALAYSIA BHD |
745,300 | 1,449,460 | ||||||||
| BW LPG LTD |
25,100 | 207,001 | ||||||||
| CALSONIC KANSEI CORP |
10,000 | 89,604 | ||||||||
| CALTEX AUSTRALIA LTD |
21,800 | 598,889 | ||||||||
| CANADIAN IMP BK OF COMMERCE |
21,200 | 1,414,763 | ||||||||
| CANON INC |
185,400 | 5,784,350 | ||||||||
| CAP GEMINI SA (FF40) |
2,300 | 213,959 | ||||||||
| CARNIVAL PLC |
13,850 | 789,347 | ||||||||
| CASINO GUICHARD PERRACHON ORD |
5,312 | 244,854 | ||||||||
| CCL INDUSTRIES INC B NON VTG |
1,800 | 291,874 | ||||||||
| CENTRAL JAPAN RAILWAY CO |
6,300 | 1,132,160 | ||||||||
| CERVECERIAS UNIDAS SA CIA |
123,350 | 1,392,684 | ||||||||
| CEZ AS |
71,125 | 1,270,922 | ||||||||
| CHAROEN POKPHAND FOODS (FOR) |
2,332,800 | 1,185,840 | ||||||||
| CHINA HONGXING SPORTS LTD |
3,613,000 | 146,518 | ||||||||
| CHINA MENGNIU DAIRY CO LTD |
985,980 | 1,608,091 | ||||||||
| CHINA MOBILE LIMITED |
327,950 | 3,702,637 | ||||||||
| CHRISTIAN DIOR SE |
4,042 | 688,547 | ||||||||
| CHUBB LTD |
11,775 | 1,383,798 | ||||||||
| CIA HERING SA |
247,000 | 949,604 | ||||||||
| CIMIC GROUP LTD |
26,800 | 474,559 | ||||||||
| CLP HLDGS LTD |
169,000 | 1,435,946 | ||||||||
| CNH INDUSTRIAL NV |
49,885 | 341,213 | ||||||||
| CNH INDUSTRIAL NV(IT) |
198,830 | 1,369,938 | ||||||||
| COCA COLA WEST COMPANY LTD |
22,300 | 459,748 | ||||||||
| COCA-COLA ICECEK SANAYI AS |
110,878 | 1,412,018 | ||||||||
| COMMERZBANK AG |
5,900 | 61,374 | ||||||||
| COMPAL ELECTRONICS INC |
1,488,000 | 836,311 | ||||||||
| CONTAINER (MACQUARIE)(CWT)2/16 |
115,690 | 2,294,351 | ||||||||
| CONTINENTAL AG |
4,600 | 1,122,537 | ||||||||
| CREDIT AGRICOLE SA |
106,800 | 1,262,786 | ||||||||
| CREDIT SUISSE GROUP AG |
172,092 | 3,726,713 | ||||||||
| CRH PLC (UK) |
98,055 | 2,849,133 | ||||||||
| CSR LTD |
213,000 | 448,566 | ||||||||
48
| CTBC FINL HLDG CO LTD |
2,626,557 | 1,348,548 | ||||||||
| DAI ICHI LIFE INSURANCE CO |
54,600 | 924,423 | ||||||||
| DAIHATSU MOTOR CO |
133,200 | 1,818,555 | ||||||||
| DAIICHI SANKYO CO LTD |
2,200 | 45,951 | ||||||||
| DAIMLER AG (GERW) |
43,571 | 3,673,474 | ||||||||
| DAIRY CREST GROUP PLC |
193,213 | 1,936,875 | ||||||||
| DANSKE BK AS |
146,378 | 3,947,636 | ||||||||
| DELTA ELECTRONICS THAI (FOR) |
884,400 | 1,879,350 | ||||||||
| DELTA LLOYD NV |
74,653 | 441,748 | ||||||||
| DERWENT LONDON PLC |
3,320 | 179,720 | ||||||||
| DEUTSCHE BOERSE AG |
52,654 | 4,657,277 | ||||||||
| DEUTSCHE TELEKOM AG (REGD) |
226,212 | 4,103,001 | ||||||||
| DIRECT LINE INSURANCE GRP PLC |
26,700 | 160,397 | ||||||||
| DOMINION DIAMOND CORP |
7,400 | 75,702 | ||||||||
| DOWNER EDI LTD |
138,800 | 364,117 | ||||||||
| ELECTROLUX AB SER B |
15,348 | 373,089 | ||||||||
| EMBRAER S A SPON ADR |
62,700 | 1,854,841 | ||||||||
| ENEL (ENTE NAZ ENERG ELET) SPA |
719,825 | 3,044,594 | ||||||||
| ENI SPA |
595,118 | 8,925,073 | ||||||||
| ERSTE GROUP BANK AG |
70,060 | 2,201,141 | ||||||||
| EVOLUTION MINING LTD |
327,200 | 331,419 | ||||||||
| EVONIK INDUSTRIES AG |
34,769 | 1,156,794 | ||||||||
| EVRAZ PLC |
107,200 | 115,760 | ||||||||
| FAURECIA SA |
33,331 | 1,340,593 | ||||||||
| FED BANK LTD(ML) (CWT) 6/25/18 |
1,047,010 | 885,601 | ||||||||
| FIAT CHRYSLER AUTOMOBILES (IT) |
9,570 | 134,371 | ||||||||
| FIRST GULF BANK |
419,990 | 1,446,467 | ||||||||
| FLIGHT CENTRE TRVL GRP LTD |
1,800 | 52,322 | ||||||||
| FOMENTO ECONO MEX(FEMSA)SP ADR |
13,617 | 1,257,530 | ||||||||
| FORMOSA INTL HOTELS CORP |
122,623 | 847,513 | ||||||||
| FUJI ELECTRIC CO LTD |
493,500 | 2,098,078 | ||||||||
| FUJI HEAVY INDUSTRIES LTD |
29,000 | 1,212,887 | ||||||||
| FUJITSU LTD |
602,000 | 3,039,676 | ||||||||
| GAM HOLDING LTD |
25,575 | 426,420 | ||||||||
| GAMESA CORPORACION TECNOLOG SA |
40,030 | 688,211 | ||||||||
| GAZPROM PJSC SPON ADR |
316,375 | 1,168,215 | ||||||||
| GERRESHEIMER AG |
8,103 | 635,700 | ||||||||
| GIANT MANUFACTURING CO LTD |
135,000 | 898,195 | ||||||||
| GLAXOSMITHKLINE PLC |
394,141 | 8,086,013 | ||||||||
| GLENCORE PLC |
141,200 | 188,340 | ||||||||
| GREAT PORTLAND ESTATES PLC |
61,069 | 746,065 | ||||||||
| GREAT WEST LIFECO INC |
10,600 | 264,521 | ||||||||
| GRUPO FINANCIERO BANORTE SAB |
210,400 | 1,159,645 | ||||||||
49
| GUANGDONG INVESTMENTS LTD |
665,500 | 942,857 | ||||||||
| H&R REIT / H&R FIN TR STAPLED |
51,100 | 740,446 | ||||||||
| HAIER ELECTRONICS GRP CO LTD |
1,016,975 | 2,062,806 | ||||||||
| HAMMERSON PLC |
70,200 | 620,933 | ||||||||
| HANA FINANCIAL GROUP INC |
43,590 | 892,006 | ||||||||
| HANKOOK TIRE CO LTD/NEW |
25,523 | 1,030,467 | ||||||||
| HAZAMA ANDO CORP |
20,400 | 111,169 | ||||||||
| HEINEKEN HOLDING NV |
4,390 | 338,729 | ||||||||
| HEINEKEN NV |
16,262 | 1,392,081 | ||||||||
| HELVETIA HOLDING AG |
1,786 | 1,009,261 | ||||||||
| HITACHI LTD |
340,700 | 1,960,099 | ||||||||
| HOCHTIEF AG |
2,370 | 221,167 | ||||||||
| HON HAI PRECISION IND CO LTD |
211,766 | 519,829 | ||||||||
| HONDA MOTOR CO LTD |
246,800 | 8,073,694 | ||||||||
| HONGKONG LAND HLDGS LTD |
108,300 | 758,100 | ||||||||
| HOYA CORP |
30,200 | 1,251,518 | ||||||||
| HSBC HOLDINGS PLC (UK REG) |
231,286 | 1,828,237 | ||||||||
| HYSAN DEVELOPMENT CO LTD |
95,000 | 389,191 | ||||||||
| IBERDROLA SA |
615,561 | 4,381,694 | ||||||||
| IHI CORPORATION |
512,000 | 1,435,534 | ||||||||
| IIDA GROUP HOLDINGS CO LTD |
107,400 | 2,019,419 | ||||||||
| IMPERIAL BRANDS PLC |
148,540 | 7,853,634 | ||||||||
| IMPERIAL HOLDINGS LTD (SOAF) |
172,398 | 1,330,580 | ||||||||
| INCHCAPE PLC |
88,110 | 1,019,650 | ||||||||
| INDEPENDENCE GROUP NL |
74,000 | 136,966 | ||||||||
| INDIVIOR PLC |
120,800 | 334,441 | ||||||||
| INDRA SISTEMAS SA |
46,625 | 439,256 | ||||||||
| ING GROEP NV CVA |
325,720 | 4,407,004 | ||||||||
| INTACT FINL CORP |
17,500 | 1,121,558 | ||||||||
| INTERNATIONAL CONS AIRLNS (SP) |
5,100 | 45,864 | ||||||||
| INTRUM JUSTITIA AB (SWED) |
3,450 | 117,950 | ||||||||
| IPSEN PROMESSES |
10,020 | 664,243 | ||||||||
| ISRAEL DISCOUNT BANK LTD CL A |
203,090 | 368,495 | ||||||||
| ITOCHU CORP |
179,100 | 2,148,693 | ||||||||
| JARDINE CYCLE & CARRIAGE LTD |
62,000 | 1,523,873 | ||||||||
| JB HI-FI LTD |
32,000 | 455,175 | ||||||||
| JERONIMO MARTINS & FILHO SGPS |
136,783 | 1,783,044 | ||||||||
| JOY GLOBAL INC |
7,700 | 97,174 | ||||||||
| JSE LIMITED |
179,094 | 1,482,317 | ||||||||
| JUMBO SA |
86,222 | 908,907 | ||||||||
| KAKEN PHARMACEUTICAL CO LTD |
13,300 | 919,531 | ||||||||
| KALBE FARMA PT (DEMAT) |
11,196,900 | 1,072,173 | ||||||||
| KAO CORP |
47,300 | 2,476,467 | ||||||||
50
| KBC GROUPE SA |
14,775 | 925,992 | ||||||||
| KDDI CORP |
60,900 | 1,598,058 | ||||||||
| KERRY PROPERTIES LTD |
130,000 | 354,772 | ||||||||
| KINGFISHER PLC |
428,655 | 2,082,187 | ||||||||
| KONICA MINOLTA INC |
16,000 | 162,669 | ||||||||
| KONINKLIJKE PHILIPS NV |
79,090 | 2,025,007 | ||||||||
| KPN (KON) NV |
684,525 | 2,597,725 | ||||||||
| KT CORP |
55,712 | 1,339,162 | ||||||||
| KURARAY CO LTD |
14,300 | 177,746 | ||||||||
| LAND SECURITIES GROUP PLC |
3,580 | 62,548 | ||||||||
| LANXESS AG |
14,940 | 692,954 | ||||||||
| LLOYDS BANKING GROUP PLC |
1,736,639 | 1,870,704 | ||||||||
| LONZA GROUP AG |
10,052 | 1,636,862 | ||||||||
| M DIAS BRANCO SA |
64,250 | 1,091,661 | ||||||||
| MABUCHI MOTOR CO LTD |
14,200 | 790,720 | ||||||||
| MARUTI SUZUKI INDIA LTD (LOC) |
37,186 | 2,595,996 | ||||||||
| MEDIASET ESPANA COMUNICACIN SA |
49,570 | 540,318 | ||||||||
| MEDIPAL HOLDINGS CORP |
5,800 | 100,081 | ||||||||
| MERCK KGAA |
11,734 | 1,142,190 | ||||||||
| METRO AG |
21,420 | 688,103 | ||||||||
| MINDTREE (CLSA) (CWT) 4/23/20 |
33,068 | 716,112 | ||||||||
| MITSUBISHI TANABE PHARMA CORP |
19,200 | 334,816 | ||||||||
| MITSUBISHI UFJ FINL GRP INC |
389,000 | 2,450,285 | ||||||||
| MITSUI ENGG & SHIPBLDG CO LTD |
84,000 | 139,773 | ||||||||
| MMI HOLDINGS LTD |
811,358 | 1,154,211 | ||||||||
| MONDI PLC |
54,710 | 1,075,917 | ||||||||
| MONEYSUPERMARKET.COM GROUP PLC |
55,400 | 299,731 | ||||||||
| MORINAGA & CO LTD |
19,000 | 101,169 | ||||||||
| MORRISON (WM) SUPERMARKETS |
83,400 | 182,209 | ||||||||
| MS&AD INSURANCE GRP HLDGS INC |
31,800 | 944,515 | ||||||||
| MTN GROUP LTD |
49,417 | 424,638 | ||||||||
| MUNICH REINSURANCE (REG) |
9,989 | 2,003,391 | ||||||||
| NAMPAK LTD |
667,743 | 1,072,966 | ||||||||
| NATIONAL GRID PLC |
480,088 | 6,739,796 | ||||||||
| NATIXIS |
77,325 | 438,400 | ||||||||
| NESTLE SA (REG) |
71,145 | 5,295,387 | ||||||||
| NEWS CORP NEW CL A |
136,200 | 1,819,632 | ||||||||
| NEWS CORP NEW CL B |
21,485 | 299,931 | ||||||||
| NEXON CO LTD |
57,800 | 954,076 | ||||||||
| NIPPON SUISAN KAISHA LTD |
103,000 | 581,863 | ||||||||
| NIPPON TELEGRAPH & TELEPHONE |
53,200 | 2,140,482 | ||||||||
| NIPPON TELEVISION HOLDINGS INC |
13,600 | 250,739 | ||||||||
| NN GROUP NV |
80,003 | 2,830,003 | ||||||||
51
| NOBLE GROUP LTD |
154,600 | 43,614 | ||||||||
| NOKIAN TYRES OYJ |
45,352 | 1,631,376 | ||||||||
| NORTHERN STAR RESOURCES LTD |
85,100 | 172,394 | ||||||||
| NOVARTIS AG (REG) |
69,070 | 5,985,698 | ||||||||
| NTT DOCOMO INC |
259,400 | 5,360,868 | ||||||||
| OC OERLIKON CORP AG (REGD) |
102,120 | 912,514 | ||||||||
| ORIX CORP |
108,600 | 1,550,009 | ||||||||
| ORKLA ASA |
187,864 | 1,487,775 | ||||||||
| OSRAM LICHT AG |
15,931 | 671,572 | ||||||||
| OTP BANK (REG) |
155,650 | 3,218,124 | ||||||||
| OZ MINERALS LTD |
46,800 | 138,118 | ||||||||
| PERSIMMON PLC ORD |
10,280 | 307,187 | ||||||||
| PEUGEOT SA |
78,450 | 1,381,566 | ||||||||
| PHILIP MORRIS INTL INC |
16,600 | 1,476,238 | ||||||||
| POSCO |
7,550 | 1,108,159 | ||||||||
| POWSZECHNY ZALKAD UBEZPIEC SA |
174,510 | 1,513,474 | ||||||||
| PREMIER OIL PLC |
334,900 | 239,449 | ||||||||
| PRYSMIAN SPA |
51,660 | 1,137,427 | ||||||||
| PUBLICIS GROUPE SA |
27,626 | 1,842,784 | ||||||||
| QANTAS AIRWAYS LTD |
513,716 | 1,531,070 | ||||||||
| QBE INSURANCE GROUP LTD |
227,844 | 2,090,317 | ||||||||
| QINETIQ GROUP PLC |
69,800 | 278,754 | ||||||||
| RANDSTAD HOLDINGS NV |
2,330 | 145,673 | ||||||||
| RECKITT BENCKISER GROUP PLC |
20,190 | 1,869,483 | ||||||||
| RENAULT SA ORD |
2,710 | 272,804 | ||||||||
| REUNERT LTD |
200,423 | 884,894 | ||||||||
| RHEINMETALL AG ORD |
5,180 | 346,093 | ||||||||
| RIO TINTO PLC (REGD) |
21,575 | 629,597 | ||||||||
| RITCHIE BROS AUCTIONEERS (USA) |
26,700 | 643,737 | ||||||||
| ROCHE HLDGS AG (GENUSSCHEINE) |
6,509 | 1,796,213 | ||||||||
| ROLLS-ROYCE HOLDINGS PLC |
148,968 | 1,262,750 | ||||||||
| RONA INC |
3,600 | 32,131 | ||||||||
| ROYAL BANK OF CANADA |
8,400 | 450,141 | ||||||||
| ROYAL BANK OF SCOTLAND GRP PLC |
349,540 | 1,556,181 | ||||||||
| ROYAL DUTCH SHELL PLC CL A(NL) |
283,010 | 6,488,002 | ||||||||
| ROYAL MAIL PLC |
117,500 | 781,215 | ||||||||
| RSA INSURANCE GROUP PLC |
253,832 | 1,595,959 | ||||||||
| RWE AG |
160,646 | 2,044,356 | ||||||||
| SABMILLER PLC (UK) |
18,685 | 1,120,961 | ||||||||
| SAFRAN SA |
5,310 | 365,686 | ||||||||
| SALINI IMPREGILO SPA |
41,000 | 178,673 | ||||||||
| SAMSUNG ELECTRONICS CO LTD |
1,700 | 1,850,782 | ||||||||
| SANDFIRE RESOURCES NL |
75,600 | 310,155 | ||||||||
52
| SANDS CHINA LTD |
275,200 | 942,776 | ||||||||
| SANOFI |
112,757 | 9,631,540 | ||||||||
| SAP SE |
57,022 | 4,547,260 | ||||||||
| SARAS SPA |
146,200 | 283,447 | ||||||||
| SCENTRE GROUP STAPLED UNIT |
1 | 3 | ||||||||
| SCHAEFFLER AG |
18,410 | 325,115 | ||||||||
| SCHNEIDER ELECTRIC SE |
38,525 | 2,200,532 | ||||||||
| SEADRILL LTD (NORW) |
20,200 | 69,717 | ||||||||
| SECURITY BANK CORP |
779,409 | 2,358,574 | ||||||||
| SHINHAN FINANCIAL GROUP CO LTD |
43,627 | 1,503,406 | ||||||||
| SHINKO ELEC INDS CO LTD |
10,200 | 66,362 | ||||||||
| SIEMENS AG (REGD) |
20,050 | 1,958,426 | ||||||||
| SINGAPORE TELECOM LTD (SING) |
1,004,300 | 2,647,629 | ||||||||
| SINO LAND CO |
40,000 | 58,632 | ||||||||
| SK HYNIX INC |
51,839 | 1,369,570 | ||||||||
| SMART REAL ESTATE INVEST TRUST |
25,300 | 554,517 | ||||||||
| SMITH (DS) PLC |
778,465 | 4,552,581 | ||||||||
| SOCIETE GENERALE SA CL A |
41,820 | 1,934,716 | ||||||||
| SOHO CHINA LTD |
81,337 | 39,461 | ||||||||
| SOMPO JAPAN NIPPONKOA HOLD INC |
42,900 | 1,431,606 | ||||||||
| ST GOBAIN CIE DE |
73,955 | 3,202,768 | ||||||||
| STAR ENTERTAINMENT GRP LTD/THE |
233,600 | 864,740 | ||||||||
| STATOIL ASA |
23,670 | 330,783 | ||||||||
| STMICROELECTRONICS NV (ITAL) |
14,100 | 96,000 | ||||||||
| STMICROELECTRONICS NV(SICOVAM) |
170,600 | 1,145,955 | ||||||||
| STROEER SE |
760 | 47,821 | ||||||||
| SUBSEA 7 SA |
66,900 | 476,526 | ||||||||
| SUMITOMO CORP |
147,500 | 1,522,308 | ||||||||
| SUMITOMO DAINIPPON PHAR CO LTD |
9,500 | 113,104 | ||||||||
| SUMITOMO MITSUI FINL GROUP INC |
68,900 | 2,640,321 | ||||||||
| SUMITOMO MITSUI TR HLDGS INC |
94,000 | 360,531 | ||||||||
| SUMITOMO OSAKA CEMENT CO LTD |
164,000 | 607,180 | ||||||||
| SUN HUNG KAI PROPERTIES LTD |
98,000 | 1,183,579 | ||||||||
| SUZUKEN CO LTD |
11,600 | 446,358 | ||||||||
| SVENSKA CELLULOSA AB CL B |
12,740 | 372,023 | ||||||||
| SWIRE PROPERTIES LTD |
190,800 | 551,470 | ||||||||
| SWISS LIFE HLDGS AG (NEW) |
9,253 | 2,506,329 | ||||||||
| SWISS RE LTD |
14,910 | 1,461,079 | ||||||||
| SYNGENTA AG (SWIT) |
11,538 | 4,519,127 | ||||||||
| TAIWAN SEMIC MFG CO LTD SP ADR |
21,760 | 495,040 | ||||||||
| TAIWAN SEMICONDUCT MFG CO LTD |
495,000 | 2,150,474 | ||||||||
| TAKEDA PHARMACEUTICAL CO LTD |
96,400 | 4,864,312 | ||||||||
| TARO PHARMACEUTICALS IND |
1,200 | 185,460 | ||||||||
53
| TDC A/S |
156,806 | 785,263 | ||||||||
| TECHNIP SA |
20,300 | 1,008,961 | ||||||||
| TECO ELECT & MACHINERY CO LTD |
1,074,900 | 858,849 | ||||||||
| TELECOM ITALIA SPA |
1,324,050 | 1,690,721 | ||||||||
| TELEFONICA SA |
277,688 | 3,088,692 | ||||||||
| TELEKOMUNIKASI INDO B (DEMAT) |
1,801,600 | 405,801 | ||||||||
| TELENOR AS |
75,760 | 1,269,278 | ||||||||
| TELIASONERA AB (SWED) |
682,492 | 3,411,065 | ||||||||
| TESCO PLC |
1,395,080 | 3,074,657 | ||||||||
| TEVA PHARMACEUTICAL IND ADR |
64,700 | 4,246,908 | ||||||||
| TEVA PHARMACEUTICAL IND LTD |
16,890 | 1,104,730 | ||||||||
| THOMSON REUTERS CORP |
5,000 | 189,384 | ||||||||
| TIGER BRANDS LTD |
32,711 | 669,322 | ||||||||
| TOFAS TURK OTOMOBIL FABRIKASI |
330,702 | 2,148,815 | ||||||||
| TOKIO MARINE HOLDINGS INC |
102,000 | 3,998,702 | ||||||||
| TOKYO STEEL MFG CO LTD |
37,300 | 234,609 | ||||||||
| TOPPAN PRINTING LTD |
119,000 | 1,107,875 | ||||||||
| TOTAL SA (FRAN) |
57,172 | 2,601,764 | ||||||||
| TOTVS SA |
114,800 | 905,970 | ||||||||
| TOYOTA MOTOR CORP |
13,800 | 859,723 | ||||||||
| TRANSOCEAN LTD |
8,275 | 102,445 | ||||||||
| TRANSOCEAN LTD (SWISS) |
38,230 | 477,112 | ||||||||
| TRAVELSKY TECHNOLOGY LTD H |
1,231,000 | 2,026,769 | ||||||||
| TRAVIS PERKINS PLC |
73,407 | 2,135,114 | ||||||||
| TREND MICRO INC |
30,200 | 1,267,598 | ||||||||
| TURK SISE VE CAM FABRIKALARI |
1,361,425 | 1,489,146 | ||||||||
| UBS GROUP AG |
111,780 | 2,178,460 | ||||||||
| ULVAC INC |
4,000 | 114,647 | ||||||||
| UNILEVER NV CVA (BEARER) |
27,625 | 1,204,011 | ||||||||
| UNILEVER PLC ORD |
100,606 | 4,340,391 | ||||||||
| UNITED OVERSEAS BANK (LOC) |
357,582 | 4,993,525 | ||||||||
| USIMINAS PN (PFD REG) A SHRS |
400,500 | 156,910 | ||||||||
| VALLOUREC SA |
73,217 | 684,290 | ||||||||
| VESTAS WIND SYSTEMS AS |
16,440 | 1,158,212 | ||||||||
| VGI GL MEDIA PCL (FOR) WT 7/18 |
834,130 | 14,366 | ||||||||
| VGI GLOBAL MEDIA PCL(FOR) |
12,091,939 | 1,242,783 | ||||||||
| VODAFONE GROUP PLC |
1,241,856 | 4,113,316 | ||||||||
| VOLKSWAGEN AG PFD |
13,438 | 1,953,251 | ||||||||
| WEST JAPAN RAILWAY CO |
5,900 | 412,035 | ||||||||
| WESTON GEORGE LTD |
13,600 | 1,055,261 | ||||||||
| WESTPORTS HOLDINGS BHD |
1,822,395 | 1,748,752 | ||||||||
| WHARF HOLDINGS LTD |
112,000 | 621,415 | ||||||||
| WHEELOCK & CO LTD |
85,000 | 358,094 | ||||||||
54
| WILLIS GROUP HOLDINGS PLC |
39,375 | 1,912,444 | ||||||||
| WPP PLC NEW (UK) |
143,926 | 3,316,307 | ||||||||
| XL GROUP PLC |
33,000 | 1,292,940 | ||||||||
| YANDEX NV CL A |
47,414 | 745,348 | ||||||||
| YANGZIJIANG SHIPBLDG HLDGS LTD |
768,500 | 596,199 | ||||||||
| YARA INTERNATIONAL ASA |
5,310 | 229,697 | ||||||||
| YUE YUEN INDUSTRIAL HLDGS LTD |
683,195 | 2,322,848 | ||||||||
| ZURICH INSURANCE GROUP AG |
15,358 | 3,962,168 | ||||||||
|
|
|
|||||||||
|
Russell International Value Account |
539,686,477 | |||||||||
|
|
|
|||||||||
| Investments held by trustee, at fair value |
13,582,604,176 | |||||||||
|
|
|
|||||||||
|
|
|
|||||||||
| Participant loans* Interest 3.25%-9.00%, maturing through March 2044 |
111,386,236 | |||||||||
|
|
|
|||||||||
| Total Investments |
$ | 13,693,990,412 | ||||||||
|
|
|
|||||||||
* Party-in-interest
** Information not presented because investments are participant directed
55