EX-1 3 exhibit1.htm exhibit1.htm - Generated by SEC Publisher for SEC Filing

Total Stock Market Index Fund

Financial Statements

Statement of Net Assets
As of December 31, 2016

The fund reports a complete list of its holdings in regulatory filings four times in each fiscal year, at the quarter-ends. For the second and fourth fiscal quarters, the complete listing of the fund’s holdings is available electronically on vanguard.com and on the Securities and Exchange Commission’s website (sec.gov), or you can have it mailed to you without charge by calling 800-662-7447. For the first and third fiscal quarters, the fund files the lists with the SEC on Form N-Q. Shareholders can look up the fund’s Forms N-Q on the SEC’s website. Forms N-Q may also be reviewed and copied at the SEC’s Public Reference Room.

    Market
    Value
  Shares ($000)
Common Stocks (99.5%)1    
Basic Materials (2.6%)    
Dow Chemical Co. 23,772,758 1,360,277
EI du Pont de Nemours & Co. 18,469,469 1,355,659
Praxair Inc. 6,043,761 708,268
Air Products & Chemicals Inc. 4,590,678 660,231
Ecolab Inc. 5,563,773 652,185
LyondellBasell Industries NV Class A 6,932,822 594,697
PPG Industries Inc. 5,641,524 534,591
International Paper Co. 8,698,490 461,542
Nucor Corp. 6,709,217 399,333
Newmont Mining Corp. 11,242,949 383,047
* Freeport-McMoRan Inc. 25,935,226 342,086
Celanese Corp. Class A 3,065,307 241,362
Eastman Chemical Co. 2,934,207 220,682
Mosaic Co. 7,411,996 217,394
Albemarle Corp. 2,380,817 204,941
International Flavors & Fragrances Inc. 1,541,451 181,629
Steel Dynamics Inc. 4,902,169 174,419
Arconic Inc. 9,290,231 172,241
FMC Corp. 2,832,158 160,187
CF Industries Holdings Inc. 4,929,443 155,179
RPM International Inc. 2,824,745 152,056
Ashland Global Holdings Inc. 1,314,457 143,657
Avery Dennison Corp. 1,877,984 131,872
* Axalta Coating Systems Ltd. 4,559,640 124,022
United States Steel Corp. 3,652,387 120,565
Reliance Steel & Aluminum Co. 1,470,534 116,966
* Alcoa Corp. 3,828,243 107,497
WR Grace & Co. 1,490,190 100,796
US Silica Holdings Inc. 1,674,757 94,925
Scotts Miracle-Gro Co. Class A 960,869 91,811
Olin Corp. 3,494,343 89,490
Royal Gold Inc. 1,387,317 87,887
NewMarket Corp. 204,003 86,465
Chemours Co. 3,843,928 84,912
Huntsman Corp. 4,270,923 81,489
Sensient Technologies Corp. 945,818 74,322
* AK Steel Holding Corp. 6,624,443 67,636
* Versum Materials Inc. 2,293,022 64,365
CONSOL Energy Inc. 3,403,473 62,045
Cabot Corp. 1,187,825 60,033
PolyOne Corp. 1,779,350 57,010
Minerals Technologies Inc. 735,719 56,834
Compass Minerals International Inc. 723,167 56,660
* Balchem Corp. 668,526 56,103
Commercial Metals Co. 2,551,623 55,574
Domtar Corp. 1,326,886 51,788
HB Fuller Co. 1,060,497 51,233
* Univar Inc. 1,757,541 49,861
* Ingevity Corp. 892,941 48,987
Westlake Chemical Corp. 821,052 45,971
Hecla Mining Co. 8,503,876 44,560

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
* Chemtura Corp. 1,341,855 44,550
  Worthington Industries Inc. 939,022 44,547
* Stillwater Mining Co. 2,580,646 41,574
  KapStone Paper and Packaging Corp. 1,844,027 40,661
* Platform Specialty Products Corp. 4,101,975 40,240
* GCP Applied Technologies Inc. 1,500,921 40,150
*,^ Fairmount Santrol Holdings Inc. 3,293,195 38,827
* Cambrex Corp. 679,307 36,649
*,^ Cliffs Natural Resources Inc. 4,346,554 36,555
^ Allegheny Technologies Inc. 2,290,562 36,489
* Coeur Mining Inc. 3,999,775 36,358
  Carpenter Technology Corp. 995,983 36,025
* Arch Coal Inc. Class A 445,609 34,780
  Stepan Co. 415,443 33,850
  Quaker Chemical Corp. 255,419 32,678
  Innospec Inc. 476,566 32,645
  Kaiser Aluminum Corp. 390,668 30,351
  Neenah Paper Inc. 338,038 28,801
* Ferro Corp. 1,730,591 24,799
* Clearwater Paper Corp. 358,238 23,482
  PH Glatfelter Co. 898,946 21,476
  Innophos Holdings Inc. 390,067 20,385
  A Schulman Inc. 581,258 19,443
* Kraton Corp. 652,031 18,570
  Calgon Carbon Corp. 1,058,945 18,002
  Deltic Timber Corp. 226,595 17,464
* Koppers Holdings Inc. 406,473 16,381
  Rayonier Advanced Materials Inc. 938,153 14,504
* AdvanSix Inc. 634,432 14,046
  Tronox Ltd. Class A 1,307,380 13,479
  Aceto Corp. 589,992 12,962
  Tredegar Corp. 539,318 12,944
  Chase Corp. 147,074 12,288
* CSW Industrials Inc. 321,193 11,836
  Haynes International Inc. 269,088 11,568
* SunCoke Energy Inc. 1,007,052 11,420
  American Vanguard Corp. 574,230 10,996
* Veritiv Corp. 199,088 10,701
  Hawkins Inc. 185,000 9,981
* Century Aluminum Co. 1,035,310 8,862
* OMNOVA Solutions Inc. 881,839 8,818
*,^ Nexeo Solutions Inc. 842,388 7,843
* Cloud Peak Energy Inc. 1,297,199 7,277
  KMG Chemicals Inc. 178,150 6,928
* Resolute Forest Products Inc. 1,279,793 6,847
  FutureFuel Corp. 486,122 6,757
* Westmoreland Coal Co. 369,406 6,527
^ Kronos Worldwide Inc. 471,468 5,629
* Verso Corp. 722,716 5,131
  Gold Resource Corp. 1,162,671 5,058
  Olympic Steel Inc. 198,115 4,800
* Ryerson Holding Corp. 323,545 4,319
*,^ LSB Industries Inc. 428,298 3,606
  Ampco-Pittsburgh Corp. 214,187 3,588
* Real Industry Inc. 573,437 3,498
  Hallador Energy Co. 368,644 3,351
*,^ Uranium Energy Corp. 2,296,250 2,572
* Universal Stainless & Alloy Products Inc. 164,818 2,227
* Codexis Inc. 472,529 2,174
* Synalloy Corp. 187,582 2,054
*,^ Ur-Energy Inc. 3,850,766 2,045
* ChromaDex Corp. 475,100 1,573
*,^ Pershing Gold Corp. 315,046 1,030
*,^ Senomyx Inc. 1,000,586 961

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
* Northern Technologies International Corp. 62,670 862
* Intrepid Potash Inc. 398,420 829
*,^ AgroFresh Solutions Inc. 288,862 765
* NL Industries Inc. 92,843 757
  Friedman Industries Inc. 103,125 687
* Centrus Energy Corp. Class A 98,468 628
*,^ Uni-Pixel Inc. 607,970 598
* Handy & Harman Ltd. 21,102 539
*,^ Comstock Mining Inc. 2,018,866 531
  Empire Resources Inc. 78,065 530
  United-Guardian Inc. 26,819 416
*,^ Marrone Bio Innovations Inc. 188,755 404
* Solitario Exploration & Royalty Corp. 539,324 343
*,^ Golden Minerals Co. 563,224 327
* General Moly Inc. 1,015,507 254
* Dynasil Corp. of America 158,073 202
* Ikonics Corp. 6,410 73
* TOR Minerals International Inc. 2,580 16
* US Antimony Corp. 6,500 2
      12,812,037
Consumer Goods (9.5%)    
  Procter & Gamble Co. 56,683,460 4,765,945
  Coca-Cola Co. 82,265,445 3,410,725
  PepsiCo Inc. 30,407,160 3,181,501
  Philip Morris International Inc. 32,864,233 3,006,749
  Altria Group Inc. 41,374,314 2,797,731
  NIKE Inc. Class B 28,314,543 1,439,228
  Mondelez International Inc. Class A 31,140,671 1,380,466
  Colgate-Palmolive Co. 18,900,163 1,236,827
  Kraft Heinz Co. 12,887,717 1,125,355
  Reynolds American Inc. 18,136,060 1,016,345
  Ford Motor Co. 82,605,613 1,002,006
  Monsanto Co. 9,280,867 976,440
  General Motors Co. 27,494,722 957,916
  Kimberly-Clark Corp. 7,607,098 868,122
  General Mills Inc. 12,565,081 776,145
  Archer-Daniels-Midland Co. 12,215,374 557,632
  Constellation Brands Inc. Class A 3,562,647 546,189
*,^ Tesla Motors Inc. 2,554,526 545,877
  Activision Blizzard Inc. 14,152,284 511,039
* Electronic Arts Inc. 6,060,507 477,326
  Newell Brands Inc. 10,215,173 456,107
* Monster Beverage Corp. 9,065,766 401,976
  Delphi Automotive plc 5,749,454 387,226
  Kellogg Co. 5,189,278 382,502
  Tyson Foods Inc. Class A 6,173,150 380,760
  Conagra Brands Inc. 9,271,887 366,703
  Stanley Black & Decker Inc. 3,183,157 365,076
  Molson Coors Brewing Co. Class B 3,696,160 359,673
  Estee Lauder Cos. Inc. Class A 4,668,278 357,077
  Dr Pepper Snapple Group Inc. 3,926,876 356,050
  Clorox Co. 2,737,602 328,567
  VF Corp. 5,750,065 306,766
  Hershey Co. 2,905,729 300,540
  JM Smucker Co. 2,342,176 299,939
  Whirlpool Corp. 1,596,055 290,115
  Genuine Parts Co. 2,999,765 286,598
  Mead Johnson Nutrition Co. 3,908,355 276,555
* Mohawk Industries Inc. 1,334,607 266,494
  Campbell Soup Co. 4,247,461 256,844
  Church & Dwight Co. Inc. 5,453,876 241,007
  McCormick & Co. Inc. 2,432,573 227,032
  Harley-Davidson Inc. 3,752,367 218,913
  Bunge Ltd. 2,950,456 213,141

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
  Snap-on Inc. 1,232,812 211,144
* WhiteWave Foods Co. Class A 3,741,390 208,021
  Coach Inc. 5,895,332 206,455
  DR Horton Inc. 7,509,655 205,239
  Lear Corp. 1,517,148 200,825
  Mattel Inc. 7,204,202 198,476
  Hormel Foods Corp. 5,613,707 195,413
  Ingredion Inc. 1,525,485 190,625
* LKQ Corp. 6,157,743 188,735
  Hasbro Inc. 2,384,107 185,460
  BorgWarner Inc. 4,433,957 174,875
  Coty Inc. Class A 9,495,493 173,862
  Hanesbrands Inc. 8,007,861 172,730
  Brown-Forman Corp. Class B 3,832,239 172,144
  Goodyear Tire & Rubber Co. 5,556,970 171,544
  Lennar Corp. Class A 3,912,475 167,963
  Harman International Industries Inc. 1,479,074 164,414
  Leucadia National Corp. 6,852,814 159,328
* Middleby Corp. 1,220,079 157,158
  PVH Corp. 1,710,545 154,360
* Michael Kors Holdings Ltd. 3,340,648 143,581
  Leggett & Platt Inc. 2,838,947 138,768
  Pinnacle Foods Inc. 2,488,857 133,029
* Lululemon Athletica Inc. 2,016,396 131,046
* NVR Inc. 78,422 130,886
  Gentex Corp. 6,137,688 120,851
* WABCO Holdings Inc. 1,120,862 118,979
  PulteGroup Inc. 6,440,380 118,374
  Lamb Weston Holdings Inc. 3,079,250 116,550
*,^ Under Armour Inc. Class A 3,948,296 114,698
  Ralph Lauren Corp. Class A 1,191,843 107,647
^ Polaris Industries Inc. 1,289,402 106,234
  Thor Industries Inc. 1,044,325 104,485
* Post Holdings Inc. 1,295,578 104,152
  Brunswick Corp. 1,907,111 104,014
* Toll Brothers Inc. 3,160,386 97,972
* Under Armour Inc. 3,836,509 96,565
* Edgewell Personal Care Co. 1,245,208 90,888
* Take-Two Interactive Software Inc. 1,815,280 89,475
  Pool Corp. 836,654 87,296
  Carter's Inc. 1,007,338 87,024
* TreeHouse Foods Inc. 1,198,667 86,532
* Hain Celestial Group Inc. 2,186,483 85,338
  Flowers Foods Inc. 3,951,822 78,918
* Tenneco Inc. 1,156,544 72,249
*,^ Tempur Sealy International Inc. 1,050,000 71,694
*,^ Herbalife Ltd. 1,441,788 69,408
* Skechers U.S.A. Inc. Class A 2,820,832 69,336
  Snyder's-Lance Inc. 1,623,116 62,230
  B&G Foods Inc. 1,405,064 61,542
  Spectrum Brands Holdings Inc. 500,768 61,259
  Energizer Holdings Inc. 1,326,901 59,193
  Dana Inc. 3,073,544 58,336
  Visteon Corp. 712,876 57,272
  Lancaster Colony Corp. 403,170 57,004
* Manitowoc Foodservice Inc. 2,902,822 56,112
  Nu Skin Enterprises Inc. Class A 1,121,892 53,604
  CalAtlantic Group Inc. 1,569,573 53,381
  Drew Industries Inc. 489,448 52,738
  HNI Corp. 940,098 52,570
* Dorman Products Inc. 701,586 51,258
* Kate Spade & Co. 2,694,582 50,308
* Helen of Troy Ltd. 590,445 49,863
* Vista Outdoor Inc. 1,280,557 47,253

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
  Vector Group Ltd. 2,051,684 46,655
* Avon Products Inc. 9,252,344 46,632
  Cooper Tire & Rubber Co. 1,160,924 45,102
*,^ Blue Buffalo Pet Products Inc. 1,875,506 45,087
  Tupperware Brands Corp. 854,709 44,975
* Darling Ingredients Inc. 3,455,234 44,607
  Wolverine World Wide Inc. 1,989,553 43,671
  Herman Miller Inc. 1,272,300 43,513
  Fresh Del Monte Produce Inc. 704,840 42,734
  J&J Snack Foods Corp. 314,362 41,945
  Dean Foods Co. 1,914,661 41,701
* Steven Madden Ltd. 1,161,525 41,525
* Zynga Inc. Class A 15,341,271 39,427
  Sanderson Farms Inc. 404,101 38,082
* Deckers Outdoor Corp. 672,004 37,222
* Cooper-Standard Holdings Inc. 344,856 35,651
  Columbia Sportswear Co. 598,362 34,885
* TRI Pointe Group Inc. 3,030,624 34,792
* US Foods Holding Corp. 1,208,675 33,214
  WD-40 Co. 276,912 32,371
  La-Z-Boy Inc. 1,041,755 32,346
* iRobot Corp. 552,069 32,268
* Boston Beer Co. Inc. Class A 184,230 31,291
  Steelcase Inc. Class A 1,732,810 31,017
* American Axle & Manufacturing Holdings Inc. 1,604,410 30,965
* ACCO Brands Corp. 2,252,131 29,390
  Schweitzer-Mauduit International Inc. 634,811 28,903
  Universal Corp. 450,105 28,694
* Meritage Homes Corp. 793,684 27,620
  Knoll Inc. 968,516 27,051
  KB Home 1,688,217 26,691
* Gentherm Inc. 788,076 26,676
^ Cal-Maine Foods Inc. 599,100 26,465
  Interface Inc. Class A 1,399,578 25,962
*,^ Wayfair Inc. 722,920 25,338
* G-III Apparel Group Ltd. 816,772 24,144
  Andersons Inc. 535,739 23,948
  Pilgrim's Pride Corp. 1,221,534 23,197
* Fossil Group Inc. 858,118 22,191
*,^ Fitbit Inc. Class A 2,996,341 21,933
  Callaway Golf Co. 1,987,672 21,785
  MDC Holdings Inc. 844,914 21,680
* Seaboard Corp. 5,421 21,424
  Nutrisystem Inc. 617,331 21,391
  Standard Motor Products Inc. 395,932 21,071
* Select Comfort Corp. 929,127 21,017
  Ethan Allen Interiors Inc. 521,049 19,201
  Briggs & Stratton Corp. 861,525 19,178
  Calavo Growers Inc. 310,589 19,070
  Oxford Industries Inc. 314,805 18,929
* Universal Electronics Inc. 286,983 18,525
* Cavco Industries Inc. 178,657 17,839
  Winnebago Industries Inc. 555,690 17,588
  Coca-Cola Bottling Co. Consolidated 96,596 17,276
^ Tootsie Roll Industries Inc. 415,329 16,509
* Central Garden & Pet Co. Class A 522,245 16,137
* Fox Factory Holding Corp. 560,290 15,548
*,^ GoPro Inc. Class A 1,744,982 15,199
  AdvancePierre Foods Holdings Inc. 503,482 14,994
* Modine Manufacturing Co. 976,875 14,555
* USANA Health Sciences Inc. 233,032 14,262
  National Beverage Corp. 254,939 13,022
  Superior Industries International Inc. 486,040 12,807
* Central Garden & Pet Co. 386,149 12,778

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
* M/I Homes Inc. 497,934 12,538
  MGP Ingredients Inc. 245,438 12,267
* Nautilus Inc. 654,496 12,108
  John B Sanfilippo & Son Inc. 171,739 12,089
* Taylor Morrison Home Corp. Class A 620,380 11,949
  Tower International Inc. 420,073 11,909
  Inter Parfums Inc. 360,480 11,806
  National Presto Industries Inc. 108,613 11,556
  Phibro Animal Health Corp. Class A 381,538 11,179
* Motorcar Parts of America Inc. 384,226 10,343
* WCI Communities Inc. 438,871 10,292
*,^ LGI Homes Inc. 351,620 10,102
* Crocs Inc. 1,463,441 10,039
  Titan International Inc. 895,078 10,034
* Unifi Inc. 306,753 10,009
* Omega Protein Corp. 398,341 9,978
* Stoneridge Inc. 561,788 9,938
  Movado Group Inc. 344,760 9,912
* Beazer Homes USA Inc. 717,156 9,538
  Lennar Corp. Class B 273,277 9,428
* William Lyon Homes Class A 483,130 9,194
* Iconix Brand Group Inc. 957,870 8,947
  Medifast Inc. 214,136 8,914
* Acushnet Holdings Corp. 446,136 8,793
  Flexsteel Industries Inc. 140,299 8,652
  Hooker Furniture Corp. 225,825 8,570
^ Camping World Holdings Inc. Class A 254,742 8,302
  Libbey Inc. 426,017 8,290
  Culp Inc. 212,632 7,899
* Farmer Brothers Co. 207,361 7,610
* Eastman Kodak Co. 481,744 7,467
* Federal-Mogul Holdings Corp. 709,901 7,319
* Century Communities Inc. 341,999 7,182
* elf Beauty Inc. 241,656 6,994
* Malibu Boats Inc. Class A 365,540 6,975
* Primo Water Corp. 558,897 6,863
*,^ Hovnanian Enterprises Inc. Class A 2,479,494 6,769
* Revlon Inc. Class A 230,189 6,710
^ Orchids Paper Products Co. 250,054 6,546
  Bassett Furniture Industries Inc. 213,662 6,495
  Metaldyne Performance Group Inc. 279,579 6,416
* Perry Ellis International Inc. 251,463 6,264
  Limoneira Co. 286,252 6,157
*,^ Amplify Snack Brands Inc. 614,010 5,409
  Nutraceutical International Corp. 152,936 5,345
* Vera Bradley Inc. 428,063 5,017
* Seneca Foods Corp. Class A 125,014 5,007
  MCBC Holdings Inc. 335,192 4,887
* Inventure Foods Inc. 479,372 4,722
* Freshpet Inc. 432,638 4,391
* ZAGG Inc. 581,983 4,132
*,^ Glu Mobile Inc. 2,094,346 4,063
*,^ Arctic Cat Inc. 264,756 3,977
  Oil-Dri Corp. of America 96,105 3,672
  Weyco Group Inc. 114,453 3,582
*,^ Sequential Brands Group Inc. 763,682 3,574
  Superior Uniform Group Inc. 179,445 3,521
* Core Molding Technologies Inc. 201,018 3,439
  Johnson Outdoors Inc. Class A 84,976 3,373
  Strattec Security Corp. 83,626 3,370
*,^ Jamba Inc. 309,686 3,190
* Craft Brew Alliance Inc. 181,843 3,073
* Alliance One International Inc. 157,621 3,026
  A-Mark Precious Metals Inc. 152,127 2,966

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
*,^ JAKKS Pacific Inc. 552,677 2,846
  Lifetime Brands Inc. 157,660 2,798
* New Home Co. Inc. 230,218 2,696
* Delta Apparel Inc. 127,573 2,645
* Cherokee Inc. 248,819 2,613
* Skyline Corp. 164,720 2,547
* Black Diamond Inc. 475,499 2,544
  Crown Crafts Inc. 324,287 2,513
  Nature's Sunshine Products Inc. 162,457 2,437
* Lifevantage Corp. 291,057 2,372
^ Valvoline Inc. 107,048 2,302
  Marine Products Corp. 160,759 2,230
*,^ Vuzix Corp. 318,298 2,164
* Lakeland Industries Inc. 206,432 2,147
  Rocky Brands Inc. 183,158 2,115
  Escalade Inc. 145,056 1,915
*,^ Vince Holding Corp. 407,335 1,650
* Turning Point Brands Inc. 131,404 1,610
  Acme United Corp. 59,133 1,513
* Castle Brands Inc. 1,989,401 1,512
*,^ 22nd Century Group Inc. 1,365,718 1,489
* S&W Seed Co. 317,456 1,460
* Fenix Parts Inc. 515,373 1,453
  Alico Inc. 49,140 1,334
* Natural Alternatives International Inc. 107,239 1,212
  Unique Fabricating Inc. 80,609 1,177
* Lifeway Foods Inc. 97,126 1,118
* Shiloh Industries Inc. 159,008 1,099
* US Auto Parts Network Inc. 305,527 1,075
* Dixie Group Inc. 296,984 1,069
* Alpha Pro Tech Ltd. 292,060 1,022
  LS Starrett Co. Class A 105,372 980
  Kewaunee Scientific Corp. 39,165 958
  Rocky Mountain Chocolate Factory Inc. 93,674 955
* Virco Manufacturing Corp. 218,789 941
  Mannatech Inc. 40,249 817
* Tandy Leather Factory Inc. 93,919 761
* Reed's Inc. 168,431 691
* Coffee Holding Co. Inc. 130,802 608
* Zedge Inc. Class B 155,961 488
*,^ Nova Lifestyle Inc. 246,529 476
* Willamette Valley Vineyards Inc. 55,833 447
* Summer Infant Inc. 163,915 334
* Female Health Co. 350,871 319
*,^ Lipocine Inc. 83,770 308
* Charles & Colvard Ltd. 233,777 257
* Emerson Radio Corp. 183,685 193
  Stanley Furniture Co. Inc. 194,361 175
  P&F Industries Inc. Class A 18,458 153
*,^ DS Healthcare Group Inc. 231,016 152
* Cyanotech Corp. 23,466 101
  CompX International Inc. 5,846 94
* CTI Industries Corp. 14,046 88
* Differential Brands Group Inc. 31,820 75
* JRjr33 Inc. 80,833 61
* Hovnanian Enterprises Inc. Class B 19,300 53
* Crystal Rock Holdings Inc. 60,050 49
  Ocean Bio-Chem Inc. 11,842 45
* RiceBran Technologies 28,938 30
* Koss Corp. 12,072 28
*,^ Long Island Iced Tea Corp. 6,400 27
  LCI Industries 96 10
  Monster Digital Inc. 3,100 5

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
* Bridgford Foods Corp. 53 1
      47,649,009
Consumer Services (13.0%)    
* Amazon.com Inc. 8,558,557 6,417,805
  Comcast Corp. Class A 50,479,761 3,485,628
  Home Depot Inc. 25,791,280 3,458,095
  Walt Disney Co. 30,329,375 3,160,927
  Wal-Mart Stores Inc. 32,757,385 2,264,190
  McDonald's Corp. 17,591,525 2,141,240
  CVS Health Corp. 22,588,149 1,782,431
  Starbucks Corp. 29,301,800 1,626,836
  Walgreens Boots Alliance Inc. 19,495,680 1,613,462
* Priceline Group Inc. 1,046,652 1,534,455
  Time Warner Inc. 15,530,657 1,499,174
  Costco Wholesale Corp. 9,269,270 1,484,103
  Lowe's Cos. Inc. 18,540,088 1,318,571
* Charter Communications Inc. Class A 4,303,031 1,238,929
* Netflix Inc. 8,636,517 1,069,201
  TJX Cos. Inc. 13,208,832 992,380
  Target Corp. 11,909,957 860,256
  Delta Air Lines Inc. 15,847,303 779,529
  Kroger Co. 20,040,742 691,606
  McKesson Corp. 4,787,594 672,418
* eBay Inc. 22,578,550 670,357
  Southwest Airlines Co. 13,041,061 649,966
  Twenty-First Century Fox Inc. Class A 22,349,546 626,681
  Sysco Corp. 10,471,480 579,806
* O'Reilly Automotive Inc. 1,993,666 555,057
  Ross Stores Inc. 8,389,562 550,355
  CBS Corp. Class B 8,078,541 513,957
  Marriott International Inc. Class A 6,189,328 511,734
  American Airlines Group Inc. 10,437,006 487,304
* AutoZone Inc. 616,963 487,271
  Cardinal Health Inc. 6,765,985 486,948
  Yum! Brands Inc. 7,377,173 467,196
  Las Vegas Sands Corp. 8,423,217 449,884
  Dollar General Corp. 5,936,364 439,706
  Omnicom Group Inc. 5,009,331 426,344
* United Continental Holdings Inc. 5,798,893 422,623
  Carnival Corp. 8,017,370 417,384
* Dollar Tree Inc. 4,741,103 365,918
  Hilton Worldwide Holdings Inc. 12,569,835 341,900
  L Brands Inc. 5,171,972 340,523
* Ulta Salon Cosmetics & Fragrance Inc. 1,254,370 319,789
  Nielsen Holdings plc 7,558,616 317,084
  Royal Caribbean Cruises Ltd. 3,647,798 299,265
* MGM Resorts International 10,293,394 296,759
  Expedia Inc. 2,612,595 295,955
  AmerisourceBergen Corp. Class A 3,509,060 274,373
  Viacom Inc. Class B 7,555,990 265,215
* DISH Network Corp. Class A 4,553,251 263,770
* CarMax Inc. 4,051,476 260,875
  Advance Auto Parts Inc. 1,480,894 250,449
  Best Buy Co. Inc. 5,728,469 244,434
  Macy's Inc. 6,528,507 233,786
*,^ Chipotle Mexican Grill Inc. Class A 616,714 232,699
  Alaska Air Group Inc. 2,615,963 232,114
  Twenty-First Century Fox Inc. 8,508,236 231,849
  Tractor Supply Co. 2,793,749 211,794
  Whole Foods Market Inc. 6,742,663 207,404
^ Tiffany & Co. 2,620,230 202,884
  Foot Locker Inc. 2,838,932 201,252
  Interpublic Group of Cos. Inc. 8,479,245 198,499
  Kohl's Corp. 3,829,469 189,099

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
  Darden Restaurants Inc. 2,580,081 187,624
  Aramark 5,158,598 184,265
* Rite Aid Corp. 22,200,255 182,930
  Wyndham Worldwide Corp. 2,322,836 177,395
* Liberty Interactive Corp. QVC Group Class A 8,877,660 177,376
  Domino's Pizza Inc. 1,019,555 162,354
^ Sirius XM Holdings Inc. 36,095,286 160,624
* JetBlue Airways Corp. 6,857,105 153,736
  Signet Jewelers Ltd. 1,621,605 152,852
  Wynn Resorts Ltd. 1,725,274 149,253
* Norwegian Cruise Line Holdings Ltd. 3,365,067 143,116
  FactSet Research Systems Inc. 859,696 140,500
* Discovery Communications Inc. 4,976,344 133,267
* Burlington Stores Inc. 1,508,092 127,811
  Bed Bath & Beyond Inc. 3,103,186 126,113
  Staples Inc. 13,780,864 124,717
  KAR Auction Services Inc. 2,920,710 124,481
  Vail Resorts Inc. 766,451 123,636
  Nordstrom Inc. 2,563,916 122,889
  Scripps Networks Interactive Inc. Class A 1,712,730 122,238
* Liberty Media Corp-Liberty SiriusXM Class C 3,582,138 121,506
* Copart Inc. 2,088,269 115,711
  News Corp. Class A 10,095,045 115,689
* VCA Inc. 1,624,823 111,544
  Service Corp. International 3,907,008 110,959
* TripAdvisor Inc. 2,389,835 110,817
* ServiceMaster Global Holdings Inc. 2,873,011 108,226
  H&R Block Inc. 4,697,332 107,992
  Gap Inc. 4,629,159 103,878
  Sabre Corp. 4,121,856 102,840
  Dunkin' Brands Group Inc. 1,939,325 101,698
  Casey's General Stores Inc. 831,009 98,790
  TEGNA Inc. 4,534,721 96,998
* Panera Bread Co. Class A 469,539 96,298
  Six Flags Entertainment Corp. 1,575,426 94,463
  Dick's Sporting Goods Inc. 1,766,142 93,782
  Dun & Bradstreet Corp. 770,278 93,450
* Spirit Airlines Inc. 1,483,529 85,837
  Cinemark Holdings Inc. 2,213,852 84,923
^ Cracker Barrel Old Country Store Inc. 507,889 84,807
* Discovery Communications Inc. Class A 3,022,976 82,860
* Sally Beauty Holdings Inc. 3,103,531 81,995
  Williams-Sonoma Inc. 1,693,987 81,972
  Jack in the Box Inc. 690,001 77,032
  CST Brands Inc. 1,595,125 76,805
* Live Nation Entertainment Inc. 2,787,064 74,136
* AutoNation Inc. 1,516,197 73,763
* Liberty Media Corp-Liberty SiriusXM Class A 2,103,539 72,614
  Rollins Inc. 2,110,772 71,302
* Madison Square Garden Co. Class A 414,024 71,009
* GrubHub Inc. 1,798,786 67,670
* AMC Networks Inc. Class A 1,276,882 66,832
* Cabela's Inc. 1,137,053 66,574
* Bright Horizons Family Solutions Inc. 943,135 66,038
  Texas Roadhouse Inc. Class A 1,346,770 64,968
* Hawaiian Holdings Inc. 1,078,512 61,475
* Avis Budget Group Inc. 1,674,815 61,432
* Pandora Media Inc. 4,668,940 60,883
  Cable One Inc. 96,434 59,956
* Buffalo Wild Wings Inc. 387,845 59,883
* Grand Canyon Education Inc. 1,002,664 58,606
* Beacon Roofing Supply Inc. 1,266,927 58,367
  Wendy's Co. 4,284,410 57,925
* Yelp Inc. Class A 1,512,860 57,685

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
  Tribune Media Co. Class A 1,631,159 57,058
  Cheesecake Factory Inc. 932,084 55,813
  GameStop Corp. Class A 2,194,615 55,436
  Brinker International Inc. 1,103,438 54,653
* Sprouts Farmers Market Inc. 2,882,892 54,544
  John Wiley & Sons Inc. Class A 993,421 54,141
  Lions Gate Entertainment Corp. Class B 2,206,054 54,137
  Chemed Corp. 327,905 52,599
  American Eagle Outfitters Inc. 3,465,092 52,565
*,^ JC Penney Co. Inc. 6,174,853 51,313
* United Natural Foods Inc. 1,057,501 50,464
  Office Depot Inc. 11,112,668 50,229
* Dave & Buster's Entertainment Inc. 889,645 50,087
  Dolby Laboratories Inc. Class A 1,107,215 50,035
  Aaron's Inc. 1,539,033 49,234
  Matthews International Corp. Class A 637,301 48,977
  Papa John's International Inc. 567,185 48,540
* Michaels Cos. Inc. 2,361,154 48,286
* Murphy USA Inc. 785,239 48,269
  Graham Holdings Co. Class B 93,855 48,049
  Big Lots Inc. 941,921 47,294
  Meredith Corp. 793,029 46,908
  Allegiant Travel Co. Class A 280,600 46,692
  AMERCO 125,958 46,553
  Regal Entertainment Group Class A 2,257,269 46,500
  Sinclair Broadcast Group Inc. Class A 1,385,379 46,202
* Five Below Inc. 1,149,420 45,931
  Hillenbrand Inc. 1,194,792 45,820
* Urban Outfitters Inc. 1,608,807 45,819
  Lithia Motors Inc. Class A 470,783 45,586
* Liberty Expedia Holdings Inc. Class A 1,140,731 45,253
* Media General Inc. 2,288,722 43,097
  Bloomin' Brands Inc. 2,387,311 43,043
  PriceSmart Inc. 508,707 42,477
  Churchill Downs Inc. 282,056 42,435
* Acxiom Corp. 1,553,946 41,646
  ILG Inc. 2,269,866 41,243
  Core-Mark Holding Co. Inc. 929,933 40,052
  Choice Hotels International Inc. 713,600 39,997
* Sotheby's 1,002,526 39,961
  Penske Automotive Group Inc. 762,111 39,508
  Nexstar Broadcasting Group Inc. Class A 614,324 38,887
  SkyWest Inc. 1,060,206 38,645
  Chico's FAS Inc. 2,677,505 38,529
  Children's Place Inc. 380,599 38,421
  New York Times Co. Class A 2,834,449 37,698
*,^ WebMD Health Corp. 760,460 37,696
* Stamps.com Inc. 327,915 37,595
  Extended Stay America Inc. 2,302,075 37,179
  Monro Muffler Brake Inc. 649,224 37,136
  Marriott Vacations Worldwide Corp. 423,977 35,974
  Time Inc. 1,935,062 34,541
  DeVry Education Group Inc. 1,104,872 34,472
* Shutterfly Inc. 681,496 34,197
* Boyd Gaming Corp. 1,663,479 33,552
* Hyatt Hotels Corp. Class A 578,528 31,969
  Group 1 Automotive Inc. 407,274 31,743
* Caesars Acquisition Co. Class A 2,305,190 31,120
* Liberty Media Corp-Liberty Media 985,298 30,869
  DSW Inc. Class A 1,360,374 30,812
*,^ Groupon Inc. Class A 9,080,247 30,146
* comScore Inc. 953,817 30,122
  SpartanNash Co. 742,471 29,357
  Morningstar Inc. 391,780 28,819

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
*,^ Ollie's Bargain Outlet Holdings Inc. 1,007,531 28,664
  Caleres Inc. 862,732 28,315
* Houghton Mifflin Harcourt Co. 2,589,085 28,092
  DineEquity Inc. 362,260 27,894
* MSG Networks Inc. 1,288,118 27,695
^ Lions Gate Entertainment Corp. Class A 1,019,433 27,423
* Popeyes Louisiana Kitchen Inc. 450,739 27,261
^ SeaWorld Entertainment Inc. 1,393,382 26,377
* SUPERVALU Inc. 5,612,243 26,209
  Tailored Brands Inc. 1,022,651 26,129
* Asbury Automotive Group Inc. 422,225 26,051
* Genesco Inc. 416,097 25,840
* Hertz Global Holdings Inc. 1,188,218 25,618
* Rush Enterprises Inc. Class A 796,256 25,401
* La Quinta Holdings Inc. 1,780,249 25,297
*,^ RH 811,803 24,923
  Scholastic Corp. 520,608 24,724
  Dillard's Inc. Class A 391,837 24,564
* Belmond Ltd. Class A 1,825,081 24,365
* Etsy Inc. 2,053,408 24,189
* Ascena Retail Group Inc. 3,881,193 24,025
  Gannett Co. Inc. 2,459,895 23,886
* Performance Food Group Co. 980,144 23,523
* EW Scripps Co. Class A 1,207,781 23,346
  Sonic Corp. 872,169 23,121
  HSN Inc. 661,016 22,673
  Bob Evans Farms Inc. 419,849 22,340
* Herc Holdings Inc. 548,505 22,028
* Penn National Gaming Inc. 1,577,470 21,753
* Liberty TripAdvisor Holdings Inc. Class A 1,438,309 21,647
  Capella Education Co. 244,132 21,435
  Planet Fitness Inc. Class A 1,025,883 20,620
^ AMC Entertainment Holdings Inc. 608,282 20,469
* Denny's Corp. 1,577,438 20,239
  International Speedway Corp. Class A 540,259 19,882
* Apollo Education Group Inc. 1,924,721 19,055
  ClubCorp Holdings Inc. 1,292,573 18,548
  National CineMedia Inc. 1,254,901 18,485
  Weis Markets Inc. 273,282 18,266
^ Wingstop Inc. 604,748 17,895
* Hibbett Sports Inc. 470,550 17,552
* BJ's Restaurants Inc. 436,023 17,136
* Pinnacle Entertainment Inc. 1,180,729 17,121
* Express Inc. 1,585,308 17,058
  Abercrombie & Fitch Co. 1,417,964 17,016
* Strayer Education Inc. 210,386 16,963
* Fiesta Restaurant Group Inc. 565,112 16,869
  New Media Investment Group Inc. 1,048,589 16,767
  Finish Line Inc. Class A 890,763 16,755
* Red Robin Gourmet Burgers Inc. 282,342 15,924
  GNC Holdings Inc. Class A 1,440,536 15,904
  Cato Corp. Class A 521,406 15,684
* Scientific Games Corp. Class A 1,100,379 15,405
* Francesca's Holdings Corp. 841,660 15,175
  Guess? Inc. 1,242,722 15,037
* Liberty Media Corp-Liberty Braves Series C 727,698 14,983
* Quotient Technology Inc. 1,360,063 14,621
*,^ Shake Shack Inc. Class A 404,848 14,490
* Gray Television Inc. 1,325,315 14,380
  Pier 1 Imports Inc. 1,683,211 14,375
* SiteOne Landscape Supply Inc. 413,761 14,370
* Liberty Media Corp-Liberty Media Class A 455,946 14,294
  Buckle Inc. 611,025 13,931
  Ingles Markets Inc. Class A 288,211 13,863

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
^ Fred's Inc. Class A 741,437 13,761
* Tile Shop Holdings Inc. 700,509 13,695
*,^ TrueCar Inc. 1,089,739 13,622
* Career Education Corp. 1,337,932 13,500
  Red Rock Resorts Inc. Class A 574,855 13,331
  Barnes & Noble Inc. 1,178,434 13,140
  Sonic Automotive Inc. Class A 562,530 12,882
* Isle of Capri Casinos Inc. 515,339 12,724
  World Wrestling Entertainment Inc. Class A 671,599 12,357
* Vitamin Shoppe Inc. 517,965 12,302
  Ruth's Hospitality Group Inc. 667,481 12,215
* K12 Inc. 705,433 12,105
  Rent-A-Center Inc. 1,063,848 11,968
* Bankrate Inc. 1,048,451 11,585
* Diplomat Pharmacy Inc. 906,457 11,421
* SP Plus Corp. 401,704 11,308
* Chuy's Holdings Inc. 346,901 11,257
  Marcus Corp. 353,632 11,139
* Biglari Holdings Inc. 22,935 10,853
* Carrols Restaurant Group Inc. 708,356 10,802
* Regis Corp. 743,394 10,794
*,^ Caesars Entertainment Corp. 1,232,713 10,478
*,^ Chegg Inc. 1,417,101 10,458
* MarineMax Inc. 521,442 10,090
* Providence Service Corp. 259,701 9,882
* XO Group Inc. 491,883 9,567
*,^ Zoe's Kitchen Inc. 396,528 9,513
* Eldorado Resorts Inc. 556,806 9,438
  Entravision Communications Corp. Class A 1,295,206 9,066
^ PetMed Express Inc. 391,792 9,039
* Del Taco Restaurants Inc. 629,632 8,890
  Blue Nile Inc. 218,074 8,860
*,^ Party City Holdco Inc. 615,017 8,733
* FTD Cos. Inc. 363,752 8,672
  Haverty Furniture Cos. Inc. 362,955 8,602
* Smart & Final Stores Inc. 604,461 8,523
*,^ Lumber Liquidators Holdings Inc. 538,273 8,472
* Barnes & Noble Education Inc. 738,519 8,471
*,^ Zumiez Inc. 387,583 8,469
* Del Frisco's Restaurant Group Inc. 484,849 8,242
  Shoe Carnival Inc. 292,424 7,890
* American Public Education Inc. 316,764 7,777
  Carriage Services Inc. Class A 264,488 7,575
*,^ tronc Inc. 544,833 7,557
* RetailMeNot Inc. 808,524 7,519
* Angie's List Inc. 852,156 7,013
*,^ Weight Watchers International Inc. 609,855 6,983
^ MDC Partners Inc. Class A 1,065,816 6,981
* Clean Energy Fuels Corp. 2,438,146 6,973
* 1-800-Flowers.com Inc. Class A 648,433 6,938
* America's Car-Mart Inc. 157,565 6,893
  Big 5 Sporting Goods Corp. 392,584 6,811
* Chefs' Warehouse Inc. 425,560 6,724
  Entercom Communications Corp. Class A 437,705 6,697
* Global Eagle Entertainment Inc. 1,034,576 6,683
* Potbelly Corp. 505,539 6,521
* Bojangles' Inc. 346,719 6,466
* Sportsman's Warehouse Holdings Inc. 658,221 6,181
* Intrawest Resorts Holdings Inc. 339,365 6,058
* Habit Restaurants Inc. Class A 348,144 6,005
* Overstock.com Inc. 338,656 5,926
* Rubicon Project Inc. 790,152 5,863
  News Corp. Class B 496,186 5,855
  Winmark Corp. 45,000 5,677

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
  Citi Trends Inc. 296,071 5,578
* Monarch Casino & Resort Inc. 211,116 5,443
*,^ Trupanion Inc. 349,801 5,429
*,^ Lands' End Inc. 352,618 5,342
*,^ El Pollo Loco Holdings Inc. 432,335 5,318
  Village Super Market Inc. Class A 170,813 5,278
*,^ Duluth Holdings Inc. 204,688 5,199
  RCI Hospitality Holdings Inc. 295,780 5,058
* J Alexander's Holdings Inc. 466,456 5,014
* Titan Machinery Inc. 337,978 4,924
* Daily Journal Corp. 20,306 4,910
  Speedway Motorsports Inc. 224,949 4,875
* Tuesday Morning Corp. 899,213 4,856
* Liquidity Services Inc. 493,955 4,816
* Kirkland's Inc. 309,634 4,802
* Lindblad Expeditions Holdings Inc. 502,136 4,745
* Reading International Inc. Class A 267,133 4,434
*,^ Sears Holdings Corp. 474,483 4,408
* Care.com Inc. 492,474 4,221
^ Natural Health Trends Corp. 169,273 4,206
  CSS Industries Inc. 152,348 4,124
* Build-A-Bear Workshop Inc. 290,639 3,996
* Nathan's Famous Inc. 60,924 3,954
* Ruby Tuesday Inc. 1,191,510 3,849
*,^ Trade Desk Inc. Class A 138,197 3,824
* PCM Inc. 167,129 3,760
* Liberty Media Corp-Liberty Braves Series A 180,472 3,698
* Ascent Capital Group Inc. Class A 227,164 3,694
* Bridgepoint Education Inc. 363,674 3,684
  Clear Channel Outdoor Holdings Inc. Class A 725,923 3,666
* Conn's Inc. 285,058 3,606
* Boot Barn Holdings Inc. 287,466 3,599
  Saga Communications Inc. Class A 71,295 3,586
* Tilly's Inc. Class A 271,103 3,576
* Townsquare Media Inc. Class A 341,712 3,557
* Avid Technology Inc. 792,873 3,489
* Lee Enterprises Inc. 1,110,959 3,222
  Stein Mart Inc. 583,377 3,197
* Century Casinos Inc. 377,961 3,111
* Destination XL Group Inc. 699,917 2,975
* At Home Group Inc. 199,207 2,914
  A H Belo Corp. Class A 444,082 2,820
* West Marine Inc. 264,561 2,770
* Autobytel Inc. 198,457 2,669
* TechTarget Inc. 304,451 2,597
  Stage Stores Inc. 578,358 2,527
*,^ Kona Grill Inc. 200,313 2,514
  Collectors Universe Inc. 117,187 2,488
* Natural Grocers by Vitamin Cottage Inc. 206,944 2,461
* Red Lion Hotels Corp. 280,003 2,338
* Marchex Inc. Class B 817,652 2,167
*,^ Hemisphere Media Group Inc. Class A 193,265 2,165
* EVINE Live Inc. 1,408,823 2,113
* QuinStreet Inc. 549,349 2,066
* Gaia Inc. Class A 236,794 2,048
*,^ Container Store Group Inc. 314,632 1,998
  Golden Entertainment Inc. 162,280 1,965
* RealNetworks Inc. 386,288 1,877
* Leaf Group Ltd. 263,028 1,723
* Christopher & Banks Corp. 697,604 1,632
* Fogo De Chao Inc. 113,216 1,625
  McClatchy Co. Class A 119,995 1,582
* Travelzoo Inc. 166,357 1,564
* Radio One Inc. 538,531 1,562

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
  Wayside Technology Group Inc. 79,567 1,488
* Luby's Inc. 335,552 1,436
* YuMe Inc. 400,538 1,434
*,^ Papa Murphy's Holdings Inc. 311,582 1,315
  Salem Media Group Inc. Class A 207,043 1,294
* Cambium Learning Group Inc. 248,408 1,240
* Peak Resorts Inc. 197,020 1,093
* Town Sports International Holdings Inc. 404,990 1,012
  Destination Maternity Corp. 185,491 959
* New York & Co. Inc. 406,347 922
^ Live Ventures Inc. 37,251 895
  Liberty Tax Inc. 64,719 867
* Remark Media Inc. 219,630 861
  Educational Development Corp. 82,487 821
* Bravo Brio Restaurant Group Inc. 154,523 587
* Nevada Gold & Casinos Inc. 312,948 579
* Profire Energy Inc. 409,919 566
*,^ Good Times Restaurants Inc. 178,652 563
* Famous Dave's of America Inc. 108,592 538
  Gaming Partners International Corp. 42,577 503
* Full House Resorts Inc. 193,494 464
*,^ Digital Turbine Inc. 625,025 422
* CafePress Inc. 139,975 412
  Emmis Communications Corp. Class A 123,802 406
*,^ WeCast Network Inc. 326,461 402
  Ark Restaurants Corp. 15,310 371
*,^ Bon-Ton Stores Inc. 245,651 361
* TheStreet Inc. 412,547 351
  National American University Holdings Inc. 175,287 342
* Dover Downs Gaming & Entertainment Inc. 315,936 325
* Gordmans Stores Inc. 446,665 306
*,^ hhgregg Inc. 207,489 297
* Cumulus Media Inc. Class A 257,942 263
* Spark Networks Inc. 283,674 238
* Rave Restaurant Group Inc. 123,069 231
* MaxPoint Interactive Inc. 38,149 229
* Insignia Systems Inc. 95,048 227
* Diversified Restaurant Holdings Inc. 152,142 213
  Value Line Inc. 9,438 184
* Spanish Broadcasting System Inc. 51,540 157
  Flanigan's Enterprises Inc. 5,174 128
^ bebe stores inc 23,971 122
* VistaGen Therapeutics Inc. 30,687 114
* Rush Enterprises Inc. Class B 2,967 92
*,^ Noodles & Co. Class A 20,188 83
*,^ FunctionX Inc. 15,119 37
*,^ Net Element Inc. 46,142 36
* NTN Buzztime Inc. 3,841 33
  Haverty Furniture Cos. Inc. Class A 1,375 32
* SPAR Group Inc. 19,446 19
  Viacom Inc. Class A 300 12
* Universal Travel Group 42,843 7
* ONE Group Hospitality Inc. 2,677 6
* Radio One Inc. Class A 950 3
      64,671,428
Financials (20.6%)    
  JPMorgan Chase & Co. 75,817,317 6,542,276
* Berkshire Hathaway Inc. Class B 39,400,223 6,421,448
  Wells Fargo & Co. 95,774,705 5,278,144
  Bank of America Corp. 214,199,154 4,733,801
  Citigroup Inc. 60,190,801 3,577,139
  Visa Inc. Class A 39,581,531 3,088,151
  Mastercard Inc. Class A 20,405,276 2,106,845
  Goldman Sachs Group Inc. 7,584,395 1,816,083

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
  US Bancorp 34,462,772 1,770,353
  American International Group Inc. 21,679,713 1,415,902
  Morgan Stanley 29,800,018 1,259,051
  Chubb Ltd. 9,355,851 1,236,095
  American Express Co. 16,496,910 1,222,091
  PNC Financial Services Group Inc. 10,378,104 1,213,823
  Simon Property Group Inc. 6,656,048 1,182,580
  Bank of New York Mellon Corp. 21,324,482 1,010,354
  MetLife Inc. 18,617,438 1,003,294
  Charles Schwab Corp. 25,193,362 994,382
  American Tower Corporation 9,018,762 953,103
  Prudential Financial Inc. 9,116,711 948,685
  Capital One Financial Corp. 10,278,751 896,718
  BlackRock Inc. 2,239,398 852,181
  BB&T Corp. 17,285,295 812,755
  CME Group Inc. 6,816,896 786,329
  Marsh & McLennan Cos. Inc. 10,957,611 740,625
  Travelers Cos. Inc. 6,025,524 737,645
  Intercontinental Exchange Inc. 12,564,326 708,879
  Public Storage 3,121,279 697,606
  Crown Castle International Corp. 7,632,563 662,278
  Synchrony Financial 17,329,956 628,558
  Aon plc 5,591,582 623,629
  Discover Financial Services 8,416,813 606,768
  Aflac Inc. 8,673,858 603,701
  S&P Global Inc. 5,495,954 591,035
  Prologis Inc. 11,113,911 586,703
  SunTrust Banks Inc. 10,524,918 577,292
  Allstate Corp. 7,785,156 577,036
  State Street Corp. 7,376,312 573,287
  Equinix Inc. 1,509,476 539,502
  AvalonBay Communities Inc. 2,908,334 515,211
  Welltower Inc. 7,660,677 512,729
  Equity Residential 7,741,298 498,230
  Weyerhaeuser Co. 15,845,479 476,790
  M&T Bank Corp. 2,998,952 469,126
  Ventas Inc. 7,489,759 468,260
  Fifth Third Bancorp 16,242,180 438,052
  Progressive Corp. 12,330,185 437,722
  KeyCorp 22,912,617 418,614
  Boston Properties Inc. 3,252,809 409,138
  Northern Trust Corp. 4,556,504 405,757
  Citizens Financial Group Inc. 11,024,777 392,813
  Hartford Financial Services Group Inc. 8,036,329 382,931
  Regions Financial Corp. 26,562,688 381,440
  Vornado Realty Trust 3,596,184 375,334
  Ameriprise Financial Inc. 3,363,873 373,188
  T. Rowe Price Group Inc. 4,934,268 371,353
  Principal Financial Group Inc. 6,085,772 352,123
  Willis Towers Watson plc 2,761,751 337,707
  Digital Realty Trust Inc. 3,362,352 330,385
  General Growth Properties Inc. 13,089,029 326,964
  Moody's Corp. 3,462,359 326,397
  Lincoln National Corp. 4,870,841 322,791
  Essex Property Trust Inc. 1,385,297 322,082
  Realty Income Corp. 5,463,848 314,062
  Huntington Bancshares Inc. 22,990,586 303,936
  Equifax Inc. 2,528,490 298,943
  First Republic Bank 3,214,610 296,194
  Host Hotels & Resorts Inc. 15,711,362 296,002
  HCP Inc. 9,895,628 294,098
  Franklin Resources Inc. 7,278,410 288,079
  Loews Corp. 6,109,144 286,091
* IHS Markit Ltd. 7,590,070 268,764

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
  Invesco Ltd. 8,687,070 263,566
* Markel Corp. 282,185 255,236
* Liberty Broadband Corp. 3,409,884 252,570
  Cincinnati Financial Corp. 3,323,962 251,790
  Comerica Inc. 3,685,293 251,005
* Berkshire Hathaway Inc. Class A 978 238,750
  Mid-America Apartment Communities Inc. 2,404,377 235,437
  SL Green Realty Corp. 2,136,310 229,760
  Western Union Co. 10,305,783 223,842
  TD Ameritrade Holding Corp. 5,014,979 218,653
  Unum Group 4,965,894 218,152
  XL Group Ltd. 5,764,145 214,772
  Federal Realty Investment Trust 1,508,967 214,439
* Arch Capital Group Ltd. 2,479,668 213,971
  Kimco Realty Corp. 8,475,054 213,232
  Annaly Capital Management Inc. 21,350,573 212,865
  UDR Inc. 5,644,811 205,923
  Macerich Co. 2,884,863 204,364
* E*TRADE Financial Corp. 5,792,329 200,704
  Duke Realty Corp. 7,472,104 198,459
* CBRE Group Inc. Class A 6,232,611 196,265
  Extra Space Storage Inc. 2,527,298 195,209
  Arthur J Gallagher & Co. 3,753,786 195,047
* Alleghany Corp. 312,889 190,274
* SVB Financial Group 1,102,853 189,316
  Raymond James Financial Inc. 2,703,631 187,281
  FNF Group 5,513,907 187,252
  Zions Bancorporation 4,349,908 187,220
  Alexandria Real Estate Equities Inc. 1,671,343 185,736
  CIT Group Inc. 4,303,836 183,688
  Ally Financial Inc. 9,614,451 182,867
  Torchmark Corp. 2,420,000 178,499
  VEREIT Inc. 20,675,209 174,912
  Iron Mountain Inc. 5,298,889 172,108
  Reinsurance Group of America Inc. Class A 1,354,362 170,419
* Affiliated Managers Group Inc. 1,150,749 167,204
  Nasdaq Inc. 2,468,419 165,680
  Voya Financial Inc. 4,194,113 164,493
* Signature Bank 1,076,143 161,637
  Brixmor Property Group Inc. 6,432,725 157,087
  New York Community Bancorp Inc. 9,812,915 156,123
  East West Bancorp Inc. 3,065,924 155,841
  Camden Property Trust 1,848,812 155,430
  MSCI Inc. Class A 1,966,555 154,925
  SEI Investments Co. 3,079,911 152,024
  Regency Centers Corp. 2,204,263 151,984
  Apartment Investment & Management Co. 3,306,103 150,262
  Everest Re Group Ltd. 693,123 149,992
  Kilroy Realty Corp. 1,945,593 142,456
  American Campus Communities Inc. 2,805,453 139,627
  National Retail Properties Inc. 3,103,353 137,168
  PacWest Bancorp 2,441,829 132,933
  WP Carey Inc. 2,241,092 132,426
  American Financial Group Inc. 1,486,340 130,976
  WR Berkley Corp. 1,968,813 130,946
  Bank of the Ozarks Inc. 2,437,090 128,167
  People's United Financial Inc. 6,590,671 127,595
^ Omega Healthcare Investors Inc. 4,079,863 127,537
  CBOE Holdings Inc. 1,724,903 127,453
  AGNC Investment Corp. 7,004,599 126,993
  Axis Capital Holdings Ltd. 1,937,338 126,450
  Gaming and Leisure Properties Inc. 4,120,617 126,173
  Endurance Specialty Holdings Ltd. 1,357,657 125,448
  Liberty Property Trust 3,098,068 122,374

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
  Starwood Property Trust Inc. 5,422,381 119,021
  Lamar Advertising Co. Class A 1,751,046 117,740
  Equity LifeStyle Properties Inc. 1,624,092 117,097
  RenaissanceRe Holdings Ltd. 845,038 115,111
  Assurant Inc. 1,235,076 114,689
  Lazard Ltd. Class A 2,755,291 113,215
  Spirit Realty Capital Inc. 10,302,864 111,889
  MarketAxess Holdings Inc. 759,279 111,553
  Douglas Emmett Inc. 3,027,595 110,689
  Hospitality Properties Trust 3,429,298 108,846
  Commerce Bancshares Inc. 1,861,355 107,605
  Navient Corp. 6,510,028 106,960
  Forest City Realty Trust Inc. Class A 5,102,916 106,345
  Assured Guaranty Ltd. 2,815,097 106,326
  Sun Communities Inc. 1,386,873 106,248
  Brown & Brown Inc. 2,366,545 106,163
  Webster Financial Corp. 1,941,202 105,368
  Highwoods Properties Inc. 2,065,130 105,342
  Cullen/Frost Bankers Inc. 1,188,149 104,830
  Synovus Financial Corp. 2,509,739 103,100
  CubeSmart 3,790,805 101,480
  Prosperity Bancshares Inc. 1,403,121 100,716
  Old Republic International Corp. 5,283,948 100,395
  DDR Corp. 6,550,369 100,024
  First Horizon National Corp. 4,895,563 97,960
* Western Alliance Bancorp 2,006,918 97,757
  Jones Lang LaSalle Inc. 954,905 96,484
  EPR Properties 1,342,326 96,339
  Popular Inc. 2,198,438 96,336
  Senior Housing Properties Trust 5,030,324 95,224
  Eaton Vance Corp. 2,268,681 95,012
  American Homes 4 Rent Class A 4,528,080 94,999
  Allied World Assurance Co. Holdings AG 1,768,050 94,962
  Investors Bancorp Inc. 6,729,267 93,873
  Weingarten Realty Investors 2,547,494 91,175
  Hudson Pacific Properties Inc. 2,598,293 90,369
  DCT Industrial Trust Inc. 1,886,569 90,329
  Taubman Centers Inc. 1,212,463 89,637
  Validus Holdings Ltd. 1,616,656 88,932
  Umpqua Holdings Corp. 4,693,862 88,151
  Healthcare Trust of America Inc. Class A 3,011,039 87,651
  PrivateBancorp Inc. 1,600,204 86,715
* Howard Hughes Corp. 756,330 86,297
  First American Financial Corp. 2,330,728 85,375
  Apple Hospitality REIT Inc. 4,265,804 85,231
  Life Storage Inc. 979,369 83,501
  Medical Properties Trust Inc. 6,785,642 83,463
  New Residential Investment Corp. 5,288,026 83,128
  BankUnited Inc. 2,199,383 82,895
  Hanover Insurance Group Inc. 906,533 82,504
  STORE Capital Corp. 3,323,730 82,129
  Gramercy Property Trust 8,920,994 81,895
  Bank of Hawaii Corp. 922,572 81,823
  Radian Group Inc. 4,531,494 81,476
* Texas Capital Bancshares Inc. 1,036,685 81,276
  Wintrust Financial Corp. 1,112,200 80,712
  Communications Sales & Leasing Inc. 3,172,033 80,601
* Equity Commonwealth 2,660,044 80,440
  Realogy Holdings Corp. 3,100,275 79,770
*,^ Zillow Group Inc. 2,167,952 79,065
  Associated Banc-Corp 3,198,271 78,997
  IBERIABANK Corp. 934,861 78,295
  Chemical Financial Corp. 1,421,403 76,997
  Retail Properties of America Inc. 4,997,683 76,615

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
  Hancock Holding Co. 1,749,115 75,387
  United Bankshares Inc. 1,625,602 75,184
  CyrusOne Inc. 1,675,018 74,924
  Healthcare Realty Trust Inc. 2,464,178 74,714
* MGIC Investment Corp. 7,173,794 73,101
  MB Financial Inc. 1,539,211 72,697
  Outfront Media Inc. 2,911,652 72,413
  LaSalle Hotel Properties 2,375,433 72,379
  Tanger Factory Outlet Centers Inc. 2,004,647 71,726
  FNB Corp. 4,457,193 71,449
  CNO Financial Group Inc. 3,723,420 71,304
  Home BancShares Inc. 2,531,577 70,302
  DuPont Fabros Technology Inc. 1,599,471 70,265
  Aspen Insurance Holdings Ltd. 1,272,833 70,006
  Fulton Financial Corp. 3,704,742 69,649
  Sunstone Hotel Investors Inc. 4,565,392 69,622
  UMB Financial Corp. 901,487 69,523
  Rayonier Inc. 2,599,394 69,144
  First Industrial Realty Trust Inc. 2,442,151 68,502
  Primerica Inc. 980,236 67,783
* Stifel Financial Corp. 1,339,576 66,912
  White Mountains Insurance Group Ltd. 79,595 66,545
  Education Realty Trust Inc. 1,543,697 65,298
  Washington Federal Inc. 1,899,321 65,242
  Two Harbors Investment Corp. 7,448,470 64,951
  Pinnacle Financial Partners Inc. 933,173 64,669
  Empire State Realty Trust Inc. 3,200,192 64,612
  Chimera Investment Corp. 3,795,811 64,605
  Cousins Properties Inc. 7,579,510 64,502
  TCF Financial Corp. 3,290,159 64,454
  ProAssurance Corp. 1,139,819 64,058
  Piedmont Office Realty Trust Inc. Class A 3,042,020 63,609
* Liberty Ventures Class A 1,710,988 63,084
  Corporate Office Properties Trust 1,987,246 62,042
  Sterling Bancorp 2,627,083 61,474
  RLJ Lodging Trust 2,502,371 61,283
^ First Financial Bankshares Inc. 1,351,627 61,094
* CoreCivic Inc. 2,485,721 60,801
  Cathay General Bancorp 1,597,911 60,769
  National Health Investors Inc. 814,458 60,408
  Equity One Inc. 1,966,999 60,367
  Brandywine Realty Trust 3,653,520 60,320
  MFA Financial Inc. 7,889,767 60,199
  LPL Financial Holdings Inc. 1,699,327 59,833
  Hope Bancorp Inc. 2,722,835 59,603
  Valley National Bancorp 5,096,865 59,328
  Legg Mason Inc. 1,972,728 59,004
  Erie Indemnity Co. Class A 521,959 58,694
  First Citizens BancShares Inc. Class A 165,216 58,652
  Paramount Group Inc. 3,646,265 58,304
  Glacier Bancorp Inc. 1,606,358 58,198
  NorthStar Realty Finance Corp. 3,813,308 57,772
  Ryman Hospitality Properties Inc. 914,326 57,612
  Urban Edge Properties 2,081,071 57,250
  Blackstone Mortgage Trust Inc. Class A 1,896,074 57,015
  GEO Group Inc. 1,585,661 56,973
  CoreSite Realty Corp. 715,574 56,795
  Columbia Property Trust Inc. 2,627,869 56,762
  NorthStar Asset Management Group Inc. 3,803,909 56,754
  Community Bank System Inc. 910,114 56,236
  BancorpSouth Inc. 1,807,495 56,123
* SLM Corp. 5,066,801 55,836
  Columbia Banking System Inc. 1,248,772 55,795
  RLI Corp. 881,587 55,655

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
  Federated Investors Inc. Class B 1,949,831 55,141
  Physicians Realty Trust 2,883,125 54,664
  Acadia Realty Trust 1,663,247 54,355
  Great Western Bancorp Inc. 1,239,899 54,047
  Selective Insurance Group Inc. 1,219,700 52,508
  Old National Bancorp 2,850,083 51,729
  Washington REIT 1,516,565 49,577
  CVB Financial Corp. 2,153,929 49,390
  Interactive Brokers Group Inc. 1,345,328 49,118
  Mack-Cali Realty Corp. 1,682,898 48,838
  DiamondRock Hospitality Co. 4,228,041 48,749
  International Bancshares Corp. 1,191,695 48,621
  Evercore Partners Inc. Class A 699,068 48,026
* Essent Group Ltd. 1,481,892 47,969
  EastGroup Properties Inc. 648,358 47,875
  Trustmark Corp. 1,337,499 47,682
  Retail Opportunity Investments Corp. 2,255,244 47,653
  AmTrust Financial Services Inc. 1,734,576 47,493
  Hilltop Holdings Inc. 1,585,042 47,234
  PS Business Parks Inc. 402,652 46,917
  FirstCash Inc. 987,423 46,409
  Colony Capital Inc. Class A 2,275,947 46,088
  Colony Starwood Homes 1,596,631 45,999
  Xenia Hotels & Resorts Inc. 2,333,511 45,317
  Pebblebrook Hotel Trust 1,514,535 45,057
* Blackhawk Network Holdings Inc. 1,193,895 44,980
  American National Insurance Co. 359,542 44,803
  BGC Partners Inc. Class A 4,341,583 44,414
  Care Capital Properties Inc. 1,772,434 44,311
  Lexington Realty Trust 4,093,792 44,213
  EverBank Financial Corp. 2,255,702 43,873
  Alexander & Baldwin Inc. 976,406 43,811
  South State Corp. 497,284 43,463
  Capitol Federal Financial Inc. 2,618,611 43,102
  First Midwest Bancorp Inc. 1,677,305 42,318
  QTS Realty Trust Inc. Class A 837,411 41,577
  CBL & Associates Properties Inc. 3,608,162 41,494
  Kite Realty Group Trust 1,756,035 41,232
  Janus Capital Group Inc. 3,103,874 41,188
  LTC Properties Inc. 872,212 40,977
  Financial Engines Inc. 1,114,547 40,960
* Enstar Group Ltd. 206,401 40,805
  Washington Prime Group Inc. 3,908,445 40,687
* Genworth Financial Inc. Class A 10,551,547 40,201
* HealthEquity Inc. 989,216 40,083
  Argo Group International Holdings Ltd. 607,558 40,038
* Eagle Bancorp Inc. 655,010 39,923
* LendingClub Corp. 7,561,599 39,698
  United Community Banks Inc. 1,338,554 39,648
  American Equity Investment Life Holding Co. 1,758,309 39,632
*,^ Zillow Group Inc. Class A 1,081,448 39,419
  STAG Industrial Inc. 1,641,592 39,185
  Towne Bank 1,165,741 38,761
  WesBanco Inc. 892,158 38,416
  Kennedy-Wilson Holdings Inc. 1,863,911 38,210
*,^ Credit Acceptance Corp. 174,642 37,986
  Monogram Residential Trust Inc. 3,502,213 37,894
  Independent Bank Corp. 533,954 37,617
  Potlatch Corp. 893,389 37,210
  Northwest Bancshares Inc. 2,054,664 37,046
  NBT Bancorp Inc. 880,497 36,875
  LegacyTexas Financial Group Inc. 854,609 36,799
  Banner Corp. 657,364 36,688
* PRA Group Inc. 936,002 36,598

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
* HRG Group Inc. 2,329,944 36,254
  Kemper Corp. 815,521 36,128
  BOK Financial Corp. 434,563 36,086
* FCB Financial Holdings Inc. Class A 753,470 35,941
  Mercury General Corp. 593,285 35,722
  Horace Mann Educators Corp. 834,415 35,713
  Simmons First National Corp. Class A 573,302 35,631
  Astoria Financial Corp. 1,910,304 35,627
  New York REIT Inc. 3,507,569 35,497
  Renasant Corp. 837,567 35,362
  ServisFirst Bancshares Inc. 941,372 35,245
  First Financial Bancorp 1,238,460 35,234
  American Assets Trust Inc. 817,344 35,211
*,^ BofI Holding Inc. 1,206,759 34,453
  Invesco Mortgage Capital Inc. 2,322,774 33,913
  Yadkin Financial Corp. 986,367 33,793
  Rexford Industrial Realty Inc. 1,439,068 33,372
  First Merchants Corp. 883,833 33,276
  Park National Corp. 275,743 32,995
  Union Bankshares Corp. 922,899 32,984
^ Westamerica Bancorporation 523,424 32,939
  Provident Financial Services Inc. 1,159,292 32,808
  Chesapeake Lodging Trust 1,261,885 32,632
  Waddell & Reed Financial Inc. Class A 1,669,501 32,572
  Select Income REIT 1,292,410 32,569
  Apollo Commercial Real Estate Finance Inc. 1,932,795 32,123
  Sabra Health Care REIT Inc. 1,307,304 31,924
* Santander Consumer USA Holdings Inc. 2,320,243 31,323
  Franklin Street Properties Corp. 2,392,264 31,004
  Ameris Bancorp 704,638 30,722
* Quality Care Properties Inc. 1,971,019 30,551
  Navigators Group Inc. 258,649 30,456
  S&T Bancorp Inc. 776,573 30,317
  BNC Bancorp 949,698 30,295
  Summit Hotel Properties Inc. 1,860,443 29,823
  Beneficial Bancorp Inc. 1,615,375 29,723
  WSFS Financial Corp. 635,392 29,450
* MBIA Inc. 2,743,552 29,356
^ Government Properties Income Trust 1,498,895 28,576
  Four Corners Property Trust Inc. 1,390,269 28,528
  Terreno Realty Corp. 974,606 27,767
  Tompkins Financial Corp. 293,413 27,739
^ WisdomTree Investments Inc. 2,484,407 27,676
  Kearny Financial Corp. 1,775,573 27,610
  Global Net Lease Inc. 3,516,130 27,531
  Ramco-Gershenson Properties Trust 1,609,349 26,683
  Boston Private Financial Holdings Inc. 1,606,113 26,581
  National General Holdings Corp. 1,056,720 26,407
  Pennsylvania REIT 1,387,360 26,304
  Agree Realty Corp. 563,789 25,963
  First Commonwealth Financial Corp. 1,813,455 25,715
* OneMain Holdings Inc. Class A 1,158,164 25,642
  Employers Holdings Inc. 645,234 25,551
  Redwood Trust Inc. 1,669,300 25,390
  Artisan Partners Asset Management Inc. Class A 843,154 25,084
  Lakeland Financial Corp. 526,041 24,913
  TFS Financial Corp. 1,278,899 24,350
  CenterState Banks Inc. 963,522 24,252
  CYS Investments Inc. 3,136,594 24,246
  Athene Holding Ltd. Class A 503,641 24,170
  Heartland Financial USA Inc. 503,511 24,169
  Nelnet Inc. Class A 473,661 24,038
  AMERISAFE Inc. 382,128 23,826
  Berkshire Hills Bancorp Inc. 624,526 23,014

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
  PennyMac Mortgage Investment Trust 1,403,002 22,967
  Hanmi Financial Corp. 649,449 22,666
  HFF Inc. Class A 748,642 22,646
  Maiden Holdings Ltd. 1,295,164 22,601
* St. Joe Co. 1,186,174 22,537
  Brookline Bancorp Inc. 1,369,649 22,462
  FelCor Lodging Trust Inc. 2,766,343 22,158
  Safety Insurance Group Inc. 300,304 22,132
* Piper Jaffray Cos. 299,393 21,706
  City Holding Co. 319,938 21,628
  First Busey Corp. 695,457 21,406
  Southside Bancshares Inc. 565,523 21,303
  Cardinal Financial Corp. 647,827 21,242
  Monmouth Real Estate Investment Corp. 1,389,534 21,177
  Capstead Mortgage Corp. 2,063,410 21,026
^ Investors Real Estate Trust 2,935,909 20,933
* Green Dot Corp. Class A 886,661 20,881
* Pacific Premier Bancorp Inc. 587,400 20,765
  Stewart Information Services Corp. 446,457 20,573
  NRG Yield Inc. 1,300,071 20,541
  CareTrust REIT Inc. 1,338,727 20,509
  Universal Insurance Holdings Inc. 714,724 20,298
  Universal Health Realty Income Trust 307,776 20,187
  State Bank Financial Corp. 748,638 20,108
* Customers Bancorp Inc. 560,777 20,087
  Capital Bank Financial Corp. 509,492 19,998
  Lakeland Bancorp Inc. 1,020,457 19,899
* iStar Inc. 1,602,586 19,824
* FNFV Group 1,444,386 19,788
  United Fire Group Inc. 401,460 19,740
  RE/MAX Holdings Inc. Class A 351,466 19,682
  Sandy Spring Bancorp Inc. 491,196 19,643
  National Storage Affiliates Trust 888,327 19,605
  National Bank Holdings Corp. Class A 612,415 19,530
  Ladder Capital Corp. Class A 1,423,322 19,528
  Central Pacific Financial Corp. 619,365 19,460
^ Seritage Growth Properties Class A 454,638 19,418
* Parkway Inc. 869,817 19,353
*,^ Black Knight Financial Services Inc. Class A 509,062 19,243
  Saul Centers Inc. 288,358 19,208
  Meridian Bancorp Inc. 1,010,639 19,101
  New Senior Investment Group Inc. 1,942,629 19,018
  Infinity Property & Casualty Corp. 213,774 18,791
  Stock Yards Bancorp Inc. 399,712 18,766
  Alexander's Inc. 43,464 18,553
  Northfield Bancorp Inc. 927,459 18,521
* First BanCorp (NYSE) 2,759,476 18,240
  Hersha Hospitality Trust Class A 846,496 18,200
* Walker & Dunlop Inc. 579,314 18,075
  Getty Realty Corp. 707,451 18,033
  First Interstate BancSystem Inc. Class A 420,595 17,896
  Hannon Armstrong Sustainable Infrastructure Capital Inc. 935,183 17,759
  Banc of California Inc. 1,013,674 17,587
  MainSource Financial Group Inc. 510,368 17,557
  United Financial Bancorp Inc. 961,781 17,466
  OceanFirst Financial Corp. 577,307 17,337
  ARMOUR Residential REIT Inc. 794,527 17,233
  Tier REIT Inc. 985,798 17,143
  Meta Financial Group Inc. 165,530 17,033
  Easterly Government Properties Inc. 846,020 16,937
* KCG Holdings Inc. Class A 1,274,173 16,883
  ConnectOne Bancorp Inc. 637,291 16,538
  FBL Financial Group Inc. Class A 210,390 16,442
  Enterprise Financial Services Corp. 379,092 16,301

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
  Flushing Financial Corp. 552,497 16,238
  New York Mortgage Trust Inc. 2,458,382 16,225
  TrustCo Bank Corp. NY 1,834,198 16,049
  First Hawaiian Inc. 457,360 15,925
  Community Trust Bancorp Inc. 320,664 15,905
  Washington Trust Bancorp Inc. 281,064 15,754
  Chatham Lodging Trust 755,302 15,521
  Univest Corp. of Pennsylvania 499,787 15,443
  BancFirst Corp. 164,324 15,290
* HomeStreet Inc. 482,000 15,231
  Virtus Investment Partners Inc. 128,366 15,154
*,^ LendingTree Inc. 148,953 15,096
  Heritage Financial Corp. 580,664 14,952
  Oritani Financial Corp. 797,224 14,948
* MTGE Investment Corp. 944,349 14,826
  James River Group Holdings Ltd. 356,811 14,826
  National Western Life Group Inc. Class A 47,243 14,683
  Greenhill & Co. Inc. 526,254 14,577
  Cohen & Steers Inc. 432,586 14,535
* Third Point Reinsurance Ltd. 1,253,447 14,477
* Liberty Broadband Corp. Class A 199,415 14,450
  Independent Bank Group Inc. 231,350 14,436
  TriCo Bancshares 419,606 14,342
  Camden National Corp. 321,360 14,284
  Horizon Bancorp 507,428 14,208
  CoBiz Financial Inc. 836,620 14,131
* Greenlight Capital Re Ltd. Class A 616,392 14,054
  Independence Realty Trust Inc. 1,558,727 13,904
  Moelis & Co. Class A 410,032 13,900
  Bryn Mawr Bank Corp. 329,033 13,869
  Ashford Hospitality Trust Inc. 1,771,741 13,749
*,^ Encore Capital Group Inc. 479,557 13,739
  Armada Hoffler Properties Inc. 932,372 13,585
  Mercantile Bank Corp. 348,954 13,156
  Urstadt Biddle Properties Inc. Class A 543,677 13,108
  Investment Technology Group Inc. 658,215 12,993
  Bridge Bancorp Inc. 341,532 12,944
  Preferred Bank 245,689 12,879
  Heritage Commerce Corp. 891,202 12,860
  First of Long Island Corp. 446,737 12,754
  InfraREIT Inc. 711,885 12,750
  Diamond Hill Investment Group Inc. 60,602 12,749
* Seacoast Banking Corp. of Florida 572,144 12,622
  German American Bancorp Inc. 237,874 12,515
  First Potomac Realty Trust 1,139,741 12,503
  Great Southern Bancorp Inc. 227,200 12,416
* NMI Holdings Inc. Class A 1,165,381 12,411
  Anworth Mortgage Asset Corp. 2,346,903 12,134
  OFG Bancorp 917,265 12,016
* Ambac Financial Group Inc. 528,630 11,894
  Altisource Residential Corp. 1,062,695 11,732
  Gladstone Commercial Corp. 583,419 11,727
  Dime Community Bancshares Inc. 581,604 11,690
  CatchMark Timber Trust Inc. Class A 1,036,624 11,672
  First Financial Corp. 220,334 11,634
* INTL. FCStone Inc. 293,330 11,616
  NRG Yield Inc. Class A 754,664 11,592
*,^ Nationstar Mortgage Holdings Inc. 638,344 11,529
  AG Mortgage Investment Trust Inc. 657,502 11,250
  Guaranty Bancorp 464,831 11,249
  Silver Bay Realty Trust Corp. 653,836 11,207
  Southwest Bancorp Inc. 376,995 10,933
* EZCORP Inc. Class A 1,025,805 10,925
  Peoples Bancorp Inc. 336,332 10,917

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
  Opus Bank 362,857 10,904
  Cedar Realty Trust Inc. 1,627,937 10,630
  Park Sterling Corp. 984,629 10,624
* Ocwen Financial Corp. 1,959,934 10,564
* CU Bancorp 294,438 10,541
  QCR Holdings Inc. 243,352 10,537
* Flagstar Bancorp Inc. 390,362 10,516
  Suffolk Bancorp 240,313 10,290
  PJT Partners Inc. 331,172 10,227
* Triumph Bancorp Inc. 387,180 10,125
  UMH Properties Inc. 659,642 9,928
  State National Cos. Inc. 708,279 9,817
  Stonegate Bank 230,716 9,628
* Franklin Financial Network Inc. 229,163 9,590
  Bank Mutual Corp. 991,212 9,367
* TriState Capital Holdings Inc. 418,854 9,257
  NexPoint Residential Trust Inc. 414,161 9,252
  Independent Bank Corp. Michigan 424,010 9,201
  Waterstone Financial Inc. 499,977 9,200
  United Community Financial Corp. 1,019,232 9,112
  Peapack Gladstone Financial Corp. 294,408 9,091
* Bancorp Inc. 1,152,119 9,056
  Kinsale Capital Group Inc. 265,729 9,037
  Whitestone REIT 623,647 8,968
  Blue Hills Bancorp Inc. 476,432 8,933
  Virtu Financial Inc. Class A 556,827 8,881
  Fidelity Southern Corp. 372,287 8,812
  Preferred Apartment Communities Inc. Class A 590,553 8,805
  First Defiance Financial Corp. 173,443 8,801
  Financial Institutions Inc. 254,896 8,717
  Pacific Continental Corp. 397,133 8,677
* Forestar Group Inc. 644,548 8,573
* HomeTrust Bancshares Inc. 330,585 8,562
  First Bancorp 314,940 8,547
  Arrow Financial Corp. 211,011 8,546
* Tejon Ranch Co. 335,528 8,532
  Westwood Holdings Group Inc. 141,736 8,503
* Marcus & Millichap Inc. 318,195 8,502
  Midland States Bancorp Inc. 234,785 8,495
  CorEnergy Infrastructure Trust Inc. 243,143 8,481
  Clifton Bancorp Inc. 501,079 8,478
*,^ Citizens Inc. Class A 863,136 8,476
  Western Asset Mortgage Capital Corp. 824,137 8,299
  Heritage Insurance Holdings Inc. 526,969 8,258
* First Foundation Inc. 289,377 8,247
* Atlantic Capital Bancshares Inc. 425,706 8,088
  Federal Agricultural Mortgage Corp. 140,002 8,018
  1st Source Corp. 175,787 7,851
* World Acceptance Corp. 121,837 7,832
^ Cowen Group Inc. Class A 503,502 7,804
  Community Healthcare Trust Inc. 338,482 7,795
  First Community Bancshares Inc. 258,101 7,779
* MedEquities Realty Trust Inc. 684,654 7,600
* Green Bancorp Inc. 499,252 7,589
  Farmers National Banc Corp. 532,236 7,558
  Houlihan Lokey Inc. 238,157 7,411
  West Bancorporation Inc. 297,901 7,358
  Live Oak Bancshares Inc. 396,900 7,343
  People's Utah Bancorp 272,975 7,329
* Allegiance Bancshares Inc. 201,417 7,281
  Xenith Bankshares Inc. 257,181 7,253
  Ashford Hospitality Prime Inc. 525,960 7,179
  HCI Group Inc. 177,536 7,009
  EMC Insurance Group Inc. 232,856 6,988

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
  Ares Commercial Real Estate Corp. 506,179 6,950
  Arlington Asset Investment Corp. Class A 462,362 6,852
* PennyMac Financial Services Inc. Class A 411,092 6,845
  City Office REIT Inc. 519,471 6,841
  One Liberty Properties Inc. 271,435 6,818
* Global Indemnity Ltd. 178,113 6,806
  American National Bankshares Inc. 195,532 6,805
  Arbor Realty Trust Inc. 911,743 6,802
* National Commerce Corp. 183,030 6,800
  State Auto Financial Corp. 253,569 6,798
* PICO Holdings Inc. 446,669 6,767
^ Fidelity & Guaranty Life 283,211 6,712
  OneBeacon Insurance Group Ltd. Class A 418,138 6,711
*,^ Altisource Portfolio Solutions SA 252,370 6,711
  Carolina Financial Corp. 214,105 6,592
* MoneyGram International Inc. 551,724 6,516
  First Connecticut Bancorp Inc. 286,860 6,497
  MBT Financial Corp. 569,575 6,465
* HarborOne Bancorp Inc. 333,819 6,456
  Dynex Capital Inc. 933,848 6,369
* Nicolet Bankshares Inc. 133,261 6,355
  RMR Group Inc. Class A 159,578 6,303
  Cherry Hill Mortgage Investment Corp. 343,342 6,245
* Enova International Inc. 497,246 6,240
  Old Second Bancorp Inc. 563,540 6,227
  Charter Financial Corp. 372,448 6,209
  RAIT Financial Trust 1,831,718 6,155
* WMIH Corp. 3,929,491 6,091
  Bank of Marin Bancorp 87,215 6,083
  Prudential Bancorp Inc. 353,203 6,047
^ Peoples Financial Services Corp. 123,049 5,993
^ Orchid Island Capital Inc. 545,124 5,904
  Republic Bancorp Inc. Class A 148,101 5,856
  Hingham Institution for Savings 29,020 5,711
* Regional Management Corp. 216,812 5,698
* Veritex Holdings Inc. 211,414 5,647
  Heritage Oaks Bancorp 457,286 5,638
* NewStar Financial Inc. 608,100 5,625
  National Bankshares Inc. 129,222 5,615
* Pacific Mercantile Bancorp 767,710 5,604
  Timberland Bancorp Inc. 270,330 5,585
  CNB Financial Corp. 202,637 5,419
* Safeguard Scientifics Inc. 394,700 5,309
  United Insurance Holdings Corp. 349,790 5,296
  Enterprise Bancorp Inc. 140,874 5,291
  Bluerock Residential Growth REIT Inc. Class A 383,662 5,264
* FRP Holdings Inc. 139,016 5,241
  Pzena Investment Management Inc. Class A 459,472 5,105
  Farmers Capital Bank Corp. 119,724 5,034
  First Mid-Illinois Bancshares Inc. 147,699 5,022
  Resource Capital Corp. 602,245 5,017
  Macatawa Bank Corp. 480,746 5,005
  MidWestOne Financial Group Inc. 131,944 4,961
* Southern First Bancshares Inc. 137,728 4,958
*,^ CardConnect Corp. 389,689 4,949
  Consolidated-Tomoka Land Co. 92,551 4,944
  Merchants Bancshares Inc. 90,332 4,896
  Citizens & Northern Corp. 186,835 4,895
  Ames National Corp. 146,601 4,838
* Republic First Bancorp Inc. 575,397 4,805
  Codorus Valley Bancorp Inc. 166,545 4,763
  Federated National Holding Co. 253,013 4,729
* First Northwest Bancorp 302,022 4,712
  Orrstown Financial Services Inc. 210,135 4,707

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
* Stratus Properties Inc. 142,314 4,661
  Sierra Bancorp 173,955 4,625
  Shore Bancshares Inc. 303,151 4,623
  First Bancorp Inc. 138,764 4,593
  Investar Holding Corp. 243,121 4,534
  ESCROW WINTHROP REALTYTRUST 562,609 4,512
* Cascade Bancorp 551,715 4,480
  Territorial Bancorp Inc. 136,300 4,476
  GAIN Capital Holdings Inc. 677,382 4,457
  Sun Bancorp Inc. 171,177 4,451
  Drive Shack Inc. 1,173,979 4,414
* Ladenburg Thalmann Financial Services Inc. 1,803,152 4,400
  Owens Realty Mortgage Inc. 232,758 4,311
  Jernigan Capital Inc. 201,980 4,252
  Southern National Bancorp of Virginia Inc. 260,040 4,249
  Western New England Bancorp Inc. 453,610 4,241
  Bank of Commerce Holdings 442,890 4,207
*,^ First Community Financial Partners Inc. 355,182 4,156
  Baldwin & Lyons Inc. Class B 164,743 4,152
  American Farmland Co. 520,817 4,151
^ Global Medical REIT Inc. 463,975 4,139
  BankFinancial Corp. 278,046 4,121
  MidSouth Bancorp Inc. 299,101 4,068
  ESSA Bancorp Inc. 256,659 4,035
  Reis Inc. 180,218 4,010
* Sutherland Asset Management Corp. 296,505 3,988
  First Financial Northwest Inc. 201,997 3,987
  Ellington Residential Mortgage REIT 302,791 3,939
  First Internet Bancorp 123,009 3,936
  Calamos Asset Management Inc. Class A 459,317 3,927
  Great Ajax Corp. 293,875 3,900
  Bear State Financial Inc. 383,531 3,893
  WashingtonFirst Bankshares Inc. 133,150 3,860
* eHealth Inc. 362,213 3,858
^ Farmland Partners Inc. 345,562 3,856
  Tiptree Financial Inc. Class A 624,992 3,844
* On Deck Capital Inc. 810,857 3,754
^ Central Valley Community Bancorp 183,014 3,653
  Bar Harbor Bankshares 77,157 3,652
* BSB Bancorp Inc. 123,470 3,574
* Carolina Bank Holdings Inc. 138,316 3,573
* FB Financial Corp. 137,654 3,572
  Home Bancorp Inc. 91,599 3,537
  Manning & Napier Inc. 464,929 3,510
  Silvercrest Asset Management Group Inc. Class A 264,796 3,482
  Donegal Group Inc. Class A 196,160 3,429
  Investors Title Co. 21,162 3,347
  Marlin Business Services Corp. 158,706 3,317
  Southern Missouri Bancorp Inc. 93,400 3,305
  Wheeler REIT Inc. 1,933,539 3,287
  Lake Sunapee Bank Group 138,742 3,273
  Capital City Bank Group Inc. 159,056 3,257
* Equity Bancshares Inc. Class A 95,079 3,198
*,^ Impac Mortgage Holdings Inc. 224,990 3,154
  Unity Bancorp Inc. 199,003 3,124
* UCP Inc. 258,732 3,118
  Sotherly Hotels Inc. 458,677 3,114
  Northrim BanCorp Inc. 98,554 3,114
* Trinity Place Holdings Inc. 330,021 3,059
  Provident Financial Holdings Inc. 150,670 3,047
  Middleburg Financial Corp. 87,119 3,027
  Penns Woods Bancorp Inc. 59,264 2,993
* Entegra Financial Corp. 144,122 2,969
* Atlas Financial Holdings Inc. 159,477 2,879

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
  FBR & Co. 219,692 2,856
  Oppenheimer Holdings Inc. Class A 153,353 2,852
* First NBC Bank Holding Co. 382,989 2,796
  C&F Financial Corp. 55,655 2,774
* SmartFinancial Inc. 139,194 2,756
  Five Oaks Investment Corp. 553,730 2,752
  MutualFirst Financial Inc. 82,894 2,744
  Century Bancorp Inc. Class A 45,204 2,712
  GAMCO Investors Inc. Class A 87,119 2,691
^ Access National Corp. 96,911 2,690
  Summit Financial Group Inc. 97,574 2,686
*,^ Walter Investment Management Corp. 560,577 2,663
  Old Line Bancshares Inc. 110,778 2,656
  First Business Financial Services Inc. 111,527 2,645
  Associated Capital Group Inc. Class A 80,379 2,640
  United Bancorp Inc. 194,803 2,630
* AV Homes Inc. 160,363 2,534
* Malvern Bancorp Inc. 116,188 2,457
  Kingstone Cos. Inc. 175,538 2,414
  SI Financial Group Inc. 155,648 2,397
* Commerce Union Bancshares Inc. 109,466 2,380
  Federal Agricultural Mortgage Corp. Class A 38,986 2,378
  Gladstone Land Corp. 210,951 2,371
  Independence Holding Co. 120,758 2,361
* Consumer Portfolio Services Inc. 432,627 2,215
* Hallmark Financial Services Inc. 190,242 2,213
  HopFed Bancorp Inc. 161,415 2,173
  LCNB Corp. 92,274 2,145
*,^ Centrue Financial Corp. 96,509 2,115
  1st Constitution Bancorp 112,587 2,105
  Premier Financial Bancorp Inc. 104,198 2,094
* MSB Financial Corp. 137,827 2,026
  FS Bancorp Inc. 55,283 1,987
  Blue Capital Reinsurance Holdings Ltd. 107,626 1,986
  Medley Management Inc. Class A 191,156 1,892
*,^ Health Insurance Innovations Inc. Class A 95,669 1,708
  Global Self Storage Inc. 357,723 1,706
*,^ Stonegate Mortgage Corp. 283,714 1,694
  Civista Bancshares Inc. 86,961 1,690
* American River Bankshares 111,451 1,684
  First Bancshares Inc. 60,415 1,661
* Atlantic Coast Financial Corp. 240,434 1,635
* Westbury Bancorp Inc. 75,189 1,556
  Summit State Bank 101,234 1,519
  Northeast Bancorp 110,689 1,450
* Performant Financial Corp. 613,513 1,442
* Nicholas Financial Inc. 120,764 1,436
  Bankwell Financial Group Inc. 43,392 1,410
* Maui Land & Pineapple Co. Inc. 184,180 1,335
  CB Financial Services Inc. 50,236 1,299
* Ashford Inc. 28,887 1,274
  Urstadt Biddle Properties Inc. 64,362 1,262
  Manhattan Bridge Capital Inc. 162,879 1,238
  First US Bancshares Inc. 102,457 1,142
  Fifth Street Asset Management Inc. 164,515 1,102
* Coastway Bancorp Inc. 69,446 1,087
  Parke Bancorp Inc. 53,671 1,081
  Select Bancorp Inc. 102,462 1,009
* JW Mays Inc. 22,036 989
^ Poage Bankshares Inc. 54,231 984
  AmeriServ Financial Inc. 261,840 969
  Citizens Community Bancorp Inc. 77,102 958
  DNB Financial Corp. 33,690 957
  PB Bancorp Inc. 95,384 949

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
* Asta Funding Inc. 95,799 939
* Security National Financial Corp. Class A 143,485 933
  Sussex Bancorp 42,121 880
* Sunshine Bancorp Inc. 49,892 855
  Mackinac Financial Corp. 63,025 849
* Conifer Holdings Inc. 103,497 844
  SB Financial Group Inc. 51,539 827
  Hennessy Advisors Inc. 22,997 730
* Provident Bancorp Inc. 40,760 730
  First Guaranty Bancshares Inc. 30,460 730
  Home Federal Bancorp Inc. 26,980 725
* 1347 Property Insurance Holdings Inc. 91,546 714
*,^ IZEA Inc. 144,706 653
*,^ Altisource Asset Management Corp. 11,228 601
* Jason Industries Inc. 326,636 588
  Bancorp of New Jersey Inc. 42,822 578
  Eagle Bancorp Montana Inc. 25,938 547
* FXCM Inc. Class A 70,356 496
  California First National Bancorp 28,965 453
* Emergent Capital Inc. 366,873 444
* Anchor Bancorp Inc. 14,890 405
  First Savings Financial Group Inc. 7,979 381
* First Acceptance Corp. 340,089 354
* Melrose Bancorp Inc. 19,964 336
* Connecture Inc. 171,098 287
  United Bancshares Inc. 12,609 277
  US Global Investors Inc. Class A 203,281 276
  Stewardship Financial Corp. 27,139 266
  Wellesley Bank 9,400 261
* National Holdings Corp. 93,836 252
  Pathfinder Bancorp Inc. 17,572 236
* Bay Bancorp Inc. 34,372 227
* Capstar Financial Holdings Inc. 8,149 179
* InterGroup Corp. 6,301 170
  WVS Financial Corp. 11,313 167
  Oxbridge Re Holdings Ltd. 23,000 137
  Institutional Financial Markets Inc. 102,416 122
*,^ Income Opportunity Realty Investors Inc. 12,550 92
* Gyrodyne LLC 4,548 83
* RMG Networks Holding Corp. 111,292 76
*,^ ZAIS Group Holdings Inc. 40,786 60
  Atlantic American Corp. 11,780 48
* ITUS Corp. 8,580 46
* Randolph Bancorp Inc. 2,600 42
* Unico American Corp. 1,600 17
  Lake Shore Bancorp Inc. 1,050 17
* Intersections Inc. 4,274 17
  National Security Group Inc. 800 14
  Paragon Commercial Corp. 267 12
* Vestin Realty Mortgage II Inc. 4,452 10
  Porter Bancorp Inc. 631 8
* LM Funding America Inc. 1,700 7
  Baldwin & Lyons Inc. Class A 225 6
* American Realty Investors Inc. 668 3
  NorthStar Realty Europe Corp. 22 —
      102,612,418
Health Care (12.2%)    
  Johnson & Johnson 57,656,000 6,642,548
  Pfizer Inc. 128,584,313 4,176,419
  Merck & Co. Inc. 58,449,208 3,440,905
  UnitedHealth Group Inc. 20,169,939 3,227,997
  Amgen Inc. 15,786,623 2,308,162
  AbbVie Inc. 34,453,691 2,157,490
  Medtronic plc 29,348,359 2,090,484

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
  Bristol-Myers Squibb Co. 35,417,036 2,069,772
  Gilead Sciences Inc. 27,919,852 1,999,341
* Celgene Corp. 16,423,272 1,900,994
* Allergan plc 7,961,224 1,671,937
  Eli Lilly & Co. 21,046,019 1,547,935
* Biogen Inc. 4,620,409 1,310,256
  Abbott Laboratories 31,181,236 1,197,671
  Thermo Fisher Scientific Inc. 8,361,155 1,179,759
  Aetna Inc. 7,429,060 921,278
* Express Scripts Holding Co. 13,092,196 900,612
  Anthem Inc. 5,574,044 801,380
  Stryker Corp. 6,344,487 760,133
  Becton Dickinson and Co. 4,511,558 746,888
  Cigna Corp. 5,434,923 724,964
  Humana Inc. 3,156,838 644,090
* Boston Scientific Corp. 28,828,593 623,562
* Regeneron Pharmaceuticals Inc. 1,644,512 603,684
  Zoetis Inc. 10,484,653 561,243
* Alexion Pharmaceuticals Inc. 4,512,224 552,071
* Intuitive Surgical Inc. 819,327 519,593
  St. Jude Medical Inc. 6,034,194 483,882
* HCA Holdings Inc. 6,388,229 472,857
  Baxter International Inc. 10,362,620 459,479
  Zimmer Biomet Holdings Inc. 4,242,269 437,802
* Edwards Lifesciences Corp. 4,527,416 424,219
* Illumina Inc. 3,110,766 398,302
* Vertex Pharmaceuticals Inc. 5,252,462 386,949
  CR Bard Inc. 1,555,698 349,503
* Mylan NV 9,148,346 349,009
* Incyte Corp. 3,391,160 340,032
* BioMarin Pharmaceutical Inc. 3,659,216 303,129
  Dentsply Sirona Inc. 4,939,495 285,157
* Laboratory Corp. of America Holdings 2,165,718 278,035
  Quest Diagnostics Inc. 2,941,973 270,367
* Henry Schein Inc. 1,720,382 260,999
  Perrigo Co. plc 2,885,602 240,169
* Quintiles IMS Holdings Inc. 3,122,406 237,459
* Hologic Inc. 5,870,261 235,515
* IDEXX Laboratories Inc. 1,898,841 222,677
* Waters Corp. 1,619,765 217,680
* DaVita Inc. 3,384,029 217,255
  Universal Health Services Inc. Class B 1,907,806 202,952
* Centene Corp. 3,432,516 193,971
  ResMed Inc. 2,980,513 184,941
  Cooper Cos. Inc. 1,027,901 179,811
* Alkermes plc 3,216,290 178,761
* Varian Medical Systems Inc. 1,973,044 177,140
  Envision Healthcare Corp. 2,482,196 157,098
  Teleflex Inc. 933,821 150,485
* Align Technology Inc. 1,524,467 146,547
* Jazz Pharmaceuticals plc 1,217,612 132,756
* MEDNAX Inc. 1,984,338 132,276
  West Pharmaceutical Services Inc. 1,555,976 131,993
* United Therapeutics Corp. 908,270 130,273
* WellCare Health Plans Inc. 936,334 128,353
  STERIS plc 1,828,297 123,209
*,^ Ionis Pharmaceuticals Inc. 2,565,053 122,686
* Mallinckrodt plc 2,280,264 113,603
* DexCom Inc. 1,793,013 107,043
*,^ TESARO Inc. 791,558 106,449
*,^ Seattle Genetics Inc. 1,995,772 105,317
* ABIOMED Inc. 870,308 98,066
* Exelixis Inc. 6,087,989 90,772
  Bio-Techne Corp. 786,301 80,855

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
* Bio-Rad Laboratories Inc. Class A 440,012 80,205
* Charles River Laboratories International Inc. 995,682 75,861
  HealthSouth Corp. 1,806,146 74,485
* PAREXEL International Corp. 1,118,280 73,493
  Patterson Cos. Inc. 1,783,252 73,167
* Neurocrine Biosciences Inc. 1,853,149 71,717
* Alere Inc. 1,840,162 71,711
* NuVasive Inc. 1,060,524 71,437
* Catalent Inc. 2,636,149 71,071
* Endo International plc 4,252,449 70,038
  Hill-Rom Holdings Inc. 1,240,474 69,640
*,^ OPKO Health Inc. 7,109,171 66,115
* Masimo Corp. 937,224 63,169
* Team Health Holdings Inc. 1,411,838 61,344
*,^ ACADIA Pharmaceuticals Inc. 2,037,376 58,758
* Prestige Brands Holdings Inc. 1,113,665 58,022
* Alnylam Pharmaceuticals Inc. 1,542,816 57,763
  Healthcare Services Group Inc. 1,456,943 57,068
* INC Research Holdings Inc. Class A 1,079,131 56,762
* Ultragenyx Pharmaceutical Inc. 800,948 56,315
  Cantel Medical Corp. 706,750 55,657
* Horizon Pharma plc 3,406,989 55,125
* Integra LifeSciences Holdings Corp. 627,281 53,814
*,^ Bluebird Bio Inc. 866,853 53,485
* Wright Medical Group NV 2,183,525 50,177
*,^ Acadia Healthcare Co. Inc. 1,515,549 50,165
* Neogen Corp. 758,344 50,051
* LifePoint Health Inc. 870,946 49,470
* Molina Healthcare Inc. 900,326 48,852
* Brookdale Senior Living Inc. 3,920,367 48,691
* Medicines Co. 1,418,889 48,157
  Bruker Corp. 2,243,265 47,512
* PRA Health Sciences Inc. 846,880 46,680
  Owens & Minor Inc. 1,318,383 46,526
*,^ ARIAD Pharmaceuticals Inc. 3,681,999 45,804
* Insulet Corp. 1,214,182 45,750
* ICU Medical Inc. 309,901 45,664
* VWR Corp. 1,804,726 45,172
* Haemonetics Corp. 1,083,070 43,539
* Ironwood Pharmaceuticals Inc. Class A 2,765,505 42,285
*,^ Ligand Pharmaceuticals Inc. 402,008 40,848
* Akorn Inc. 1,868,548 40,790
* Nektar Therapeutics Class A 3,232,013 39,657
* Nevro Corp. 526,617 38,264
*,^ Kite Pharma Inc. 840,033 37,667
*,^ Intercept Pharmaceuticals Inc. 340,089 36,951
* Magellan Health Inc. 490,990 36,947
* Halyard Health Inc. 982,677 36,339
* NxStage Medical Inc. 1,364,281 35,758
* Globus Medical Inc. 1,440,236 35,732
*,^ Penumbra Inc. 537,354 34,283
* Sage Therapeutics Inc. 664,445 33,927
*,^ Zeltiq Aesthetics Inc. 750,574 32,665
* HMS Holdings Corp. 1,780,557 32,335
*,^ Radius Health Inc. 847,544 32,232
*,^ Juno Therapeutics Inc. 1,677,023 31,612
*,^ Array BioPharma Inc. 3,541,417 31,129
*,^ Clovis Oncology Inc. 690,395 30,667
*,^ Exact Sciences Corp. 2,284,566 30,522
* Sarepta Therapeutics Inc. 1,094,686 30,027
* Agios Pharmaceuticals Inc. 705,546 29,442
* Select Medical Holdings Corp. 2,187,486 28,984
* Five Prime Therapeutics Inc. 577,430 28,935
* Inogen Inc. 425,761 28,598

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
* Portola Pharmaceuticals Inc. 1,265,732 28,403
*,^ Intrexon Corp. 1,124,846 27,334
* Surgical Care Affiliates Inc. 587,456 27,182
*,^ Theravance Biopharma Inc. 822,532 26,222
* Aerie Pharmaceuticals Inc. 683,445 25,868
* Amedisys Inc. 597,855 25,487
* Supernus Pharmaceuticals Inc. 996,377 25,159
* Tenet Healthcare Corp. 1,684,616 25,000
* AMAG Pharmaceuticals Inc. 717,694 24,976
* Myriad Genetics Inc. 1,464,887 24,420
* Pacira Pharmaceuticals Inc. 755,205 24,393
* Omnicell Inc. 714,367 24,217
*,^ Spark Therapeutics Inc. 485,140 24,209
  CONMED Corp. 547,644 24,189
* Emergent BioSolutions Inc. 719,472 23,627
  Abaxis Inc. 447,079 23,592
*,^ Halozyme Therapeutics Inc. 2,363,700 23,353
* Depomed Inc. 1,289,353 23,234
* Merit Medical Systems Inc. 867,972 23,001
* Momenta Pharmaceuticals Inc. 1,523,043 22,922
* Natus Medical Inc. 658,341 22,910
* Air Methods Corp. 719,159 22,905
* FibroGen Inc. 1,067,525 22,845
* Cynosure Inc. Class A 495,658 22,602
  Ensign Group Inc. 1,003,286 22,283
*,^ Spectranetics Corp. 899,864 22,047
* Synergy Pharmaceuticals Inc. 3,619,193 22,041
  Analogic Corp. 263,660 21,871
* Repligen Corp. 707,161 21,795
* Xencor Inc. 820,893 21,606
* Impax Laboratories Inc. 1,576,593 20,890
* Puma Biotechnology Inc. 659,569 20,249
* Vascular Solutions Inc. 347,522 19,496
*,^ TherapeuticsMD Inc. 3,335,787 19,248
*,^ Alder Biopharmaceuticals Inc. 893,726 18,590
*,^ MiMedx Group Inc. 2,058,058 18,234
* Acorda Therapeutics Inc. 966,711 18,174
*,^ Innoviva Inc. 1,635,020 17,495
  US Physical Therapy Inc. 246,689 17,318
* Insmed Inc. 1,291,964 17,093
* Dermira Inc. 555,613 16,852
* Luminex Corp. 813,860 16,464
* Cardiovascular Systems Inc. 670,219 16,226
* Acceleron Pharma Inc. 631,615 16,119
* Vanda Pharmaceuticals Inc. 1,002,665 15,993
* Healthways Inc. 684,771 15,579
  Meridian Bioscience Inc. 878,960 15,558
* PharMerica Corp. 611,873 15,389
  Atrion Corp. 30,204 15,319
*,^ Eagle Pharmaceuticals Inc. 192,868 15,302
* Amicus Therapeutics Inc. 3,038,976 15,104
* Glaukos Corp. 433,223 14,860
* LHC Group Inc. 322,858 14,755
* Retrophin Inc. 778,616 14,739
  National HealthCare Corp. 194,426 14,736
*,^ Lannett Co. Inc. 667,600 14,721
* Anika Therapeutics Inc. 292,302 14,311
*,^ Coherus Biosciences Inc. 504,563 14,203
* MacroGenics Inc. 682,934 13,959
*,^ Avexis Inc. 289,499 13,818
* Blueprint Medicines Corp. 478,675 13,427
* Amphastar Pharmaceuticals Inc. 728,681 13,422
*,^ ZIOPHARM Oncology Inc. 2,490,571 13,325
  Kindred Healthcare Inc. 1,696,555 13,318

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
* Orthofix International NV 366,937 13,276
* K2M Group Holdings Inc. 656,437 13,155
* HealthStream Inc. 523,152 13,105
* AtriCure Inc. 666,275 13,039
* Community Health Systems Inc. 2,279,296 12,741
* Progenics Pharmaceuticals Inc. 1,469,052 12,693
* GenMark Diagnostics Inc. 1,034,108 12,657
* Corcept Therapeutics Inc. 1,733,730 12,587
* BioTelemetry Inc. 556,003 12,427
* NeoGenomics Inc. 1,435,960 12,306
* CryoLife Inc. 640,421 12,264
*,^ Lexicon Pharmaceuticals Inc. 876,363 12,120
* Quidel Corp. 556,135 11,912
*,^ Accelerate Diagnostics Inc. 559,392 11,607
* Genomic Health Inc. 381,206 11,204
* Cytokinetics Inc. 920,131 11,180
* AngioDynamics Inc. 662,232 11,172
*,^ Merrimack Pharmaceuticals Inc. 2,574,118 10,502
*,^ Enanta Pharmaceuticals Inc. 312,515 10,469
* Ardelyx Inc. 733,157 10,411
* Intra-Cellular Therapies Inc. Class A 679,890 10,260
* Epizyme Inc. 842,227 10,191
*,^ Keryx Biopharmaceuticals Inc. 1,737,331 10,181
* ANI Pharmaceuticals Inc. 166,165 10,073
* SciClone Pharmaceuticals Inc. 931,546 10,061
*,^ Inovio Pharmaceuticals Inc. 1,446,159 10,036
* Universal American Corp. 1,002,853 9,978
*,^ Albany Molecular Research Inc. 529,789 9,939
* Achillion Pharmaceuticals Inc. 2,386,414 9,856
* Flexion Therapeutics Inc. 516,746 9,829
*,^ Cerus Corp. 2,233,123 9,714
* Triple-S Management Corp. Class B 467,641 9,680
* OraSure Technologies Inc. 1,094,246 9,607
*,^ Endologix Inc. 1,667,658 9,539
*,^ Loxo Oncology Inc. 295,027 9,475
* Aclaris Therapeutics Inc. 347,009 9,418
* Capital Senior Living Corp. 583,605 9,367
*,^ Heron Therapeutics Inc. 704,465 9,229
* BioCryst Pharmaceuticals Inc. 1,452,180 9,192
* Heska Corp. 127,220 9,109
*,^ Aimmune Therapeutics Inc. 440,723 9,013
*,^ Teladoc Inc. 544,624 8,986
*,^ Lion Biotechnologies Inc. 1,285,885 8,937
*,^ Revance Therapeutics Inc. 429,895 8,899
*,^ CoLucid Pharmaceuticals Inc. 235,320 8,566
*,^ Omeros Corp. 848,938 8,421
* REGENXBIO Inc. 445,365 8,262
* Almost Family Inc. 185,824 8,195
*,^ Global Blood Therapeutics Inc. 565,795 8,176
  Invacare Corp. 613,609 8,008
*,^ Achaogen Inc. 610,628 7,950
* NanoString Technologies Inc. 354,684 7,909
*,^ Celldex Therapeutics Inc. 2,137,785 7,568
* Otonomy Inc. 472,511 7,513
*,^ Immunomedics Inc. 2,045,575 7,507
* Accuray Inc. 1,620,010 7,452
* PTC Therapeutics Inc. 681,864 7,439
  LeMaitre Vascular Inc. 292,738 7,418
* CorVel Corp. 202,343 7,406
* Arena Pharmaceuticals Inc. 5,112,192 7,259
*,^ Novavax Inc. 5,756,947 7,254
  PDL BioPharma Inc. 3,418,090 7,246
*,^ Novocure Ltd. 916,783 7,197
* STAAR Surgical Co. 659,118 7,151

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
* Curis Inc. 2,298,786 7,080
*,^ Aduro Biotech Inc. 619,537 7,063
*,^ Sucampo Pharmaceuticals Inc. Class A 520,254 7,049
* Versartis Inc. 466,191 6,946
* Antares Pharma Inc. 2,955,714 6,887
* Surmodics Inc. 269,468 6,845
*,^ Geron Corp. 3,303,991 6,839
* Karyopharm Therapeutics Inc. 720,161 6,770
*,^ Organovo Holdings Inc. 1,969,550 6,677
*,^ Pacific Biosciences of California Inc. 1,738,197 6,605
* Surgery Partners Inc. 414,087 6,563
*,^ Bellicum Pharmaceuticals Inc. 481,109 6,553
*,^ Editas Medicine Inc. 403,508 6,549
* Medpace Holdings Inc. 179,778 6,485
*,^ Rockwell Medical Inc. 986,171 6,459
* Intersect ENT Inc. 531,238 6,428
* Agenus Inc. 1,555,992 6,411
* Natera Inc. 540,737 6,332
* Akebia Therapeutics Inc. 607,265 6,322
*,^ Corbus Pharmaceuticals Holdings Inc. 744,904 6,294
* Civitas Solutions Inc. 305,684 6,083
*,^ Collegium Pharmaceutical Inc. 390,345 6,078
* Zogenix Inc. 492,110 5,979
*,^ Minerva Neurosciences Inc. 501,377 5,891
*,^ Teligent Inc. 890,203 5,884
* Spectrum Pharmaceuticals Inc. 1,319,702 5,846
* AxoGen Inc. 644,881 5,804
*,^ Insys Therapeutics Inc. 622,935 5,731
*,^ Adamas Pharmaceuticals Inc. 332,937 5,627
* Exactech Inc. 201,464 5,500
  Utah Medical Products Inc. 75,141 5,467
*,^ ConforMIS Inc. 670,178 5,428
* BioSpecifics Technologies Corp. 97,325 5,421
*,^ Advaxis Inc. 756,031 5,413
* Enzo Biochem Inc. 773,112 5,365
* Addus HomeCare Corp. 153,052 5,364
* Paratek Pharmaceuticals Inc. 346,115 5,330
* Aratana Therapeutics Inc. 725,112 5,206
* Atara Biotherapeutics Inc. 365,179 5,186
* La Jolla Pharmaceutical Co. 285,899 5,012
*,^ BioTime Inc. 1,386,571 5,006
*,^ Invitae Corp. 623,559 4,951
* NewLink Genetics Corp. 466,694 4,798
*,^ Foundation Medicine Inc. 269,612 4,772
* Rigel Pharmaceuticals Inc. 1,993,937 4,746
*,^ Sorrento Therapeutics Inc. 958,302 4,696
* ChemoCentryx Inc. 632,749 4,682
* Cutera Inc. 267,094 4,634
* American Renal Associates Holdings Inc. 216,586 4,609
* Fluidigm Corp. 627,848 4,571
* Trevena Inc. 767,965 4,516
* Edge Therapeutics Inc. 359,777 4,497
* CytomX Therapeutics Inc. 397,067 4,364
* MyoKardia Inc. 335,242 4,341
* Quorum Health Corp. 590,419 4,292
* Sangamo BioSciences Inc. 1,391,399 4,244
* Seres Therapeutics Inc. 412,625 4,085
  Protagonist Therapeutics Inc. 185,600 4,081
*,^ Esperion Therapeutics Inc. 323,919 4,055
*,^ MannKind Corp. 6,306,828 4,016
* Lantheus Holdings Inc. 462,939 3,981
*,^ MediciNova Inc. 650,207 3,921
*,^ Intellia Therapeutics Inc. 298,649 3,915
*,^ Idera Pharmaceuticals Inc. 2,607,756 3,912

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
* RadNet Inc. 604,762 3,901
* Audentes Therapeutics Inc. 210,772 3,851
*,^ ImmunoGen Inc. 1,879,282 3,834
*,^ XBiotech Inc. 373,154 3,776
* Veracyte Inc. 482,611 3,735
* Chimerix Inc. 810,753 3,729
* Stemline Therapeutics Inc. 348,272 3,727
*,^ Cara Therapeutics Inc. 395,999 3,679
* Assembly Biosciences Inc. 302,456 3,675
* OncoMed Pharmaceuticals Inc. 469,476 3,620
* Novan Inc. 133,930 3,619
* Concert Pharmaceuticals Inc. 347,518 3,576
*,^ TG Therapeutics Inc. 749,917 3,487
* Durect Corp. 2,576,202 3,452
*,^ Clearside Biomedical Inc. 376,509 3,366
  Aevi Genomic Medicine Inc. 634,352 3,286
*,^ NantKwest Inc. 572,884 3,277
* Ophthotech Corp. 673,963 3,255
*,^ Voyager Therapeutics Inc. 254,663 3,244
  Digirad Corp. 646,980 3,235
*,^ Dynavax Technologies Corp. 816,600 3,226
* RTI Surgical Inc. 985,239 3,202
* Ignyta Inc. 600,099 3,181
* PharmAthene Inc. 968,713 3,148
*,^ Ocular Therapeutix Inc. 365,932 3,063
*,^ Anavex Life Sciences Corp. 764,285 3,027
  Psychemedics Corp. 119,882 2,959
* Pfenex Inc. 325,659 2,954
* Tetraphase Pharmaceuticals Inc. 720,540 2,904
* FONAR Corp. 150,332 2,879
* IRIDEX Corp. 204,439 2,874
* Proteostasis Therapeutics Inc. 231,393 2,837
*,^ Cempra Inc. 967,979 2,710
* ArQule Inc. 2,137,145 2,693
* Harvard Bioscience Inc. 878,204 2,679
*,^ InVivo Therapeutics Holdings Corp. 625,909 2,629
*,^ Zynerba Pharmaceuticals Inc. 163,457 2,548
  Fulgent Genetics Inc. 220,000 2,545
*,^ Abeona Therapeutics Inc. 518,436 2,514
*,^ Argos Therapeutics Inc. 497,911 2,440
* Derma Sciences Inc. 464,190 2,414
* Alliance HealthCare Services Inc. 241,816 2,321
*,^ BioScrip Inc. 2,231,081 2,320
*,^ Athersys Inc. 1,489,845 2,279
* Bio-Path Holdings Inc. 1,681,363 2,270
*,^ VIVUS Inc. 1,968,718 2,264
* Corvus Pharmaceuticals Inc. 157,500 2,252
*,^ Adeptus Health Inc. Class A 288,080 2,201
* Entellus Medical Inc. 114,578 2,174
* Applied Genetic Technologies Corp. 221,786 2,074
* Recro Pharma Inc. 255,810 2,062
*,^ Arrowhead Pharmaceuticals Inc. 1,300,881 2,016
*,^ BioDelivery Sciences International Inc. 1,145,388 2,004
* Cidara Therapeutics Inc. 191,857 1,995
*,^ Chembio Diagnostics Inc. 290,580 1,976
*,^ Vital Therapies Inc. 442,228 1,924
*,^ AcelRx Pharmaceuticals Inc. 732,481 1,904
* Endocyte Inc. 735,099 1,875
*,^ Catalyst Pharmaceuticals Inc. 1,748,734 1,836
*,^ T2 Biosystems Inc. 336,001 1,767
* CTI BioPharma Corp. 4,370,634 1,761
*,^ Bovie Medical Corp. 486,896 1,748
  Tactile Systems Technology Inc. 106,179 1,742
*,^ Asterias Biotherapeutics Inc. 375,039 1,725

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
* Cascadian Therapeutics Inc. 393,118 1,694
*,^ Kura Oncology Inc. 287,100 1,694
*,^ AAC Holdings Inc. 230,474 1,669
* GlycoMimetics Inc. 270,870 1,652
* Syndax Pharmaceuticals Inc. 229,410 1,645
*,^ CytoSorbents Corp. 295,020 1,608
* Genesis Healthcare Inc. 374,905 1,593
* Titan Pharmaceuticals Inc. 397,542 1,590
*,^ Genocea Biosciences Inc. 376,301 1,550
*,^ Sophiris Bio Inc. 548,430 1,536
*,^ Avinger Inc. 412,020 1,524
*,^ Fortress Biotech Inc. 559,887 1,512
*,^ Osiris Therapeutics Inc. 307,407 1,509
* Agile Therapeutics Inc. 259,723 1,480
*,^ Navidea Biopharmaceuticals Inc. 2,346,720 1,475
* Axsome Therapeutics Inc. 208,908 1,410
* Dimension Therapeutics Inc. 322,496 1,403
*,^ Senseonics Holdings Inc. 520,900 1,391
* Juniper Pharmaceuticals Inc. 239,881 1,343
*,^ Tenax Therapeutics Inc. 670,313 1,307
^ Ekso Bionics Holdings Inc. 324,075 1,290
*,^ Adamis Pharmaceuticals Corp. 408,783 1,288
*,^ ContraVir Pharmaceuticals Inc. 1,060,916 1,273
* pSivida Corp. 699,532 1,196
*,^ ViewRay Inc. 369,163 1,155
* Kindred Biosciences Inc. 261,521 1,111
* SeaSpine Holdings Corp. 139,932 1,105
*,^ Biolase Inc. 782,521 1,096
* Eiger BioPharmaceuticals Inc. 93,838 1,093
* Palatin Technologies Inc. 2,069,790 1,055
* Zafgen Inc. 330,152 1,050
* OvaScience Inc. 672,993 1,030
* Mirati Therapeutics Inc. 214,806 1,020
* Aptevo Therapeutics Inc. 410,439 1,001
*,^ Sientra Inc. 116,485 992
*,^ ContraFect Corp. 562,432 984
* Vericel Corp. 324,459 973
*,^ iRadimed Corp. 87,565 972
* iRhythm Technologies Inc. 32,239 967
* Cumberland Pharmaceuticals Inc. 174,158 958
* Sunesis Pharmaceuticals Inc. 262,053 949
* Invuity Inc. 164,239 944
* Aviragen Therapeutics Inc. 765,807 942
* SCYNEXIS Inc. 279,836 893
*,^ BrainStorm Cell Therapeutics Inc. 345,909 879
*,^ CorMedix Inc. 573,435 877
* Inotek Pharmaceuticals Corp. 142,704 871
* Fate Therapeutics Inc. 344,044 864
  Span-America Medical Systems Inc. 46,312 845
* Oncobiologics Inc. 275,848 830
*,^ Alimera Sciences Inc. 765,933 827
* Flex Pharma Inc. 149,915 792
* InfuSystem Holdings Inc. 309,333 789
*,^ Corium International Inc. 193,046 784
* Calithera Biosciences Inc. 239,944 780
*,^ Conatus Pharmaceuticals Inc. 141,976 748
*,^ VBI Vaccines Inc. 241,319 748
*,^ Corindus Vascular Robotics Inc. 1,065,903 744
* CareDx Inc. 274,549 741
* vTv Therapeutics Inc. Class A 150,518 727
* Misonix Inc. 67,638 707
*,^ Unilife Corp. 306,133 704
*,^ Ampio Pharmaceuticals Inc. 762,451 686
*,^ Repros Therapeutics Inc. 511,083 675

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
*,^ Actinium Pharmaceuticals Inc. 761,144 666
*,^ Egalet Corp. 86,983 665
* CAS Medical Systems Inc. 412,750 665
*,^ Anthera Pharmaceuticals Inc. 949,565 616
*,^ NanoViricides Inc. 566,452 606
* Ra Pharmaceuticals Inc. 39,693 603
* Verastem Inc. 537,319 602
*,^ Obalon Therapeutics Inc. 66,929 592
*,^ Trovagene Inc. 281,797 592
*,^ ADMA Biologics Inc. 113,943 583
* Madrigal Pharmaceuticals Inc. 38,527 574
*,^ Ohr Pharmaceutical Inc. 380,923 571
* AVEO Pharmaceuticals Inc. 1,031,501 557
* Aldeyra Therapeutics Inc. 102,570 549
*,^ KemPharm Inc. 184,183 543
* Immune Design Corp. 98,402 541
  Daxor Corp. 66,468 538
*,^ Tracon Pharmaceuticals Inc. 108,586 532
* IsoRay Inc. 900,205 522
*,^ Fibrocell Science Inc. 802,852 506
*,^ Pain Therapeutics Inc. 880,267 502
* Threshold Pharmaceuticals Inc. 1,115,776 492
* Five Star Quality Care Inc. 180,143 486
*,^ Vermillion Inc. 504,917 480
*,^ Neuralstem Inc. 1,710,759 472
*,^ XOMA Corp. 108,693 459
* AdCare Health Systems Inc. 309,348 452
* Cymabay Therapeutics Inc. 258,141 447
  Diversicare Healthcare Services Inc. 42,483 442
*,^ aTyr Pharma Inc. 200,968 432
*,^ Reata Pharmaceuticals Inc. Class A 19,732 431
* Cogentix Medical Inc. 209,595 421
*,^ CytRx Corp. 1,128,662 420
* Catabasis Pharmaceuticals Inc. 112,834 407
*,^ Immune Pharmaceuticals Inc. 2,207,433 402
* Wright Medical Group Inc. CVR Exp. 12/31/2049 288,011 380
*,^ Second Sight Medical Products Inc. 186,783 368
*,^ OncoSec Medical Inc. 292,978 360
* MGC Diagnostics Corp. 46,649 359
* Alphatec Holdings Inc. 109,998 353
* Oncocyte Corp. 46,753 330
* Imprimis Pharmaceuticals Inc. 129,279 323
^ Sonoma Pharmaceuticals Inc. 63,391 320
^ Pernix Therapeutics Holdings Inc. 145,510 282
*,^ iBio Inc. 695,887 275
* Adverum Biotechnologies Inc. 86,265 250
*,^ Evoke Pharma Inc. 122,519 248
*,^ Aethlon Medical Inc. 58,207 244
* Pulse Biosciences Inc. 37,130 241
*,^ Chiasma Inc. 120,825 236
* CASI Pharmaceuticals Inc. 203,062 234
*,^ Proteon Therapeutics Inc. 120,924 230
*,^ Synthetic Biologics Inc. 288,520 220
* Vical Inc. 93,764 216
* Viking Therapeutics Inc. 180,700 215
*,^ Orexigen Therapeutics Inc. 114,777 200
*,^ Cerulean Pharma Inc. 281,559 199
* Mirna Therapeutics Inc. 110,371 199
* Joint Corp. 70,775 188
* ImmuCell Corp. 31,066 185
* Ritter Pharmaceuticals Inc. 68,184 185
* Biostage Inc. 206,222 184
* Alliqua BioMedical Inc. 308,139 182
* TearLab Corp. Class A 351,759 179

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
  GTx Inc. 33,383 176
*,^ Galectin Therapeutics Inc. 178,655 175
* Retractable Technologies Inc. 177,584 165
*,^ Tokai Pharmaceuticals Inc. 168,149 164
* ARCA biopharma Inc. 56,421 161
*,^ Cyclacel Pharmaceuticals Inc. 29,908 158
* Aeglea BioTherapeutics Inc. 36,160 157
*,^ Caladrius Biosciences Inc. 53,621 152
* Electromed Inc. 38,975 151
* Dicerna Pharmaceuticals Inc. 50,890 147
* HTG Molecular Diagnostics Inc. 62,008 139
*,^ OncoGenex Pharmaceuticals Inc. 268,324 134
* Dextera Surgical Inc. 132,288 127
* Hemispherx Biopharma Inc. 183,002 126
*,^ KalVista Pharmaceuticals Inc. 16,033 113
*,^ Tandem Diabetes Care Inc. 48,830 105
  PhaseRx Inc. 67,478 105
*,^ Presbia plc 29,300 102
^ Novelion Therapeutics Inc. 11,869 100
* Capricor Therapeutics Inc. 35,961 96
* Cancer Genetics Inc. 70,693 95
  Aradigm Corp. 50,300 80
* Windtree Therapeutics Inc. 61,982 77
* Celsion Corp. 243,540 76
*,^ BioLife Solutions Inc. 45,286 73
* Apricus Biosciences Inc. 53,785 70
*,^ EyeGate Pharmaceuticals Inc. 42,337 69
*,^ Cytori Therapeutics Inc. 44,642 67
*,^ Biocept Inc. 85,506 66
*,^ Amedica Corp. 89,379 56
*,^ BioPharmX Corp. 144,970 54
*,^ Arcadia Biosciences Inc. 58,253 54
* Cleveland BioLabs Inc. 35,225 50
* Zosano Pharma Corp. 64,011 50
* Acura Pharmaceuticals Inc. 61,759 47
* Arrhythmia Research Technology Inc. 12,440 47
*,^ ASTERIAS BIOTHERAPEUTICS INC WARRANTS EXP 2/15/2017 52,036 28
* Bellerophon Therapeutics Inc. 53,719 28
* Pro-Dex Inc. 6,000 28
* Milestone Scientific Inc. 18,945 26
* MEI Pharma Inc. 15,989 23
*,^ Tonix Pharmaceuticals Holding Corp. 46,320 22
* ImmunoCellular Therapeutics Ltd. 10,552 22
*,^ Cerecor Inc. 20,749 18
* OpGen Inc. 14,550 17
*,^ Nobilis Health Corp. 7,679 16
* Gemphire Therapeutics Inc. 1,600 13
  Viveve Medical Inc. 2,422 12
* Histogenics Corp. 5,370 9
*,^ Medovex Corp. 5,693 8
*,^ Marinus Pharmaceuticals Inc. 5,791 6
^ Spring Bank Pharmaceuticals Inc. 596 5
* Ocera Therapeutics Inc. 1,183 2
* Onconova Therapeutics Inc. 488 1
  Biomerica Inc. 400 1
* Infinity Pharmaceuticals Inc. 300 —
  Galena Biopharma Inc Warrants Expire 3/18/2020 157,500 —
      60,970,360
Industrials (12.9%)    
  General Electric Co. 187,373,784 5,921,012
  3M Co. 12,749,834 2,276,738
  Boeing Co. 12,421,412 1,933,765
  Honeywell International Inc. 16,134,074 1,869,132
  Union Pacific Corp. 17,448,454 1,809,056

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
  United Technologies Corp. 15,702,725 1,721,333
  United Parcel Service Inc. Class B 14,577,924 1,671,213
  Accenture plc Class A 13,153,758 1,540,700
  Lockheed Martin Corp. 5,271,465 1,317,550
  Caterpillar Inc. 12,373,665 1,147,534
  Danaher Corp. 13,172,970 1,025,384
* PayPal Holdings Inc. 24,286,187 958,576
  General Dynamics Corp. 5,493,892 948,575
  FedEx Corp. 5,060,428 942,252
  Automatic Data Processing Inc. 9,104,761 935,787
  Raytheon Co. 6,227,115 884,250
  Northrop Grumman Corp. 3,738,907 869,595
  Illinois Tool Works Inc. 6,704,264 821,004
  Johnson Controls International plc 19,817,144 816,268
  Emerson Electric Co. 13,630,443 759,897
  CSX Corp. 19,833,934 712,633
  Norfolk Southern Corp. 6,187,364 668,668
  Waste Management Inc. 9,386,618 665,605
  Deere & Co. 6,322,170 651,436
  Eaton Corp. plc 9,624,352 645,698
  Fidelity National Information Services Inc. 6,937,207 524,730
  TE Connectivity Ltd. 7,532,304 521,838
* Fiserv Inc. 4,648,404 494,032
  Cummins Inc. 3,567,039 487,507
  PACCAR Inc. 7,424,449 474,422
  Sherwin-Williams Co. 1,672,653 449,509
  Amphenol Corp. Class A 6,541,564 439,593
  Paychex Inc. 6,864,698 417,923
  Ingersoll-Rand plc 5,460,838 409,781
  Parker-Hannifin Corp. 2,847,572 398,660
  Roper Technologies Inc. 2,148,381 393,326
  Rockwell Automation Inc. 2,739,864 368,238
  Fortive Corp. 6,586,363 353,227
  Vulcan Materials Co. 2,816,497 352,485
  Agilent Technologies Inc. 6,897,395 314,245
  Martin Marietta Materials Inc. 1,340,569 296,976
  Republic Services Inc. Class A 5,110,355 291,546
  Waste Connections Inc. 3,702,044 290,944
  Fastenal Co. 6,115,320 287,298
* FleetCor Technologies Inc. 1,960,824 277,496
  Ball Corp. 3,691,114 277,092
  WestRock Co. 5,323,772 270,288
  Alliance Data Systems Corp. 1,168,802 267,071
  TransDigm Group Inc. 1,071,313 266,714
* Verisk Analytics Inc. Class A 3,216,846 261,111
  Rockwell Collins Inc. 2,749,784 255,070
^ WW Grainger Inc. 1,079,869 250,800
  Textron Inc. 5,145,597 249,870
  Dover Corp. 3,285,925 246,214
  AMETEK Inc. 4,929,814 239,589
* Mettler-Toledo International Inc. 560,203 234,479
  Global Payments Inc. 3,254,600 225,902
  L-3 Communications Holdings Inc. 1,475,048 224,370
  CH Robinson Worldwide Inc. 3,028,338 221,856
  Masco Corp. 7,009,380 221,637
  Acuity Brands Inc. 930,787 214,881
  Cintas Corp. 1,768,112 204,323
  Expeditors International of Washington Inc. 3,845,362 203,650
* Vantiv Inc. Class A 3,324,346 198,198
  Kansas City Southern 2,288,283 194,161
  Pentair plc 3,458,202 193,901
* United Rentals Inc. 1,793,335 189,340
  Sealed Air Corp. 4,162,975 188,749
  Xylem Inc. 3,787,218 187,543

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
  JB Hunt Transport Services Inc. 1,906,059 185,021
  Huntington Ingalls Industries Inc. 991,737 182,668
* HD Supply Holdings Inc. 4,249,856 180,661
  Fortune Brands Home & Security Inc. 3,269,675 174,797
  Total System Services Inc. 3,501,515 171,679
  Packaging Corp. of America 1,993,532 169,091
  Broadridge Financial Solutions Inc. 2,505,052 166,085
  Xerox Corp. 18,233,335 159,177
* Trimble Inc. 5,277,345 159,112
  Valspar Corp. 1,510,976 156,552
* Crown Holdings Inc. 2,957,510 155,476
  Fluor Corp. 2,950,516 154,961
  Spirit AeroSystems Holdings Inc. Class A 2,615,116 152,592
  Carlisle Cos. Inc. 1,368,243 150,904
  Wabtec Corp. 1,813,121 150,525
  AO Smith Corp. 3,143,567 148,848
  Jack Henry & Associates Inc. 1,671,594 148,404
* Jacobs Engineering Group Inc. 2,591,813 147,733
  IDEX Corp. 1,608,215 144,836
* Sensata Technologies Holding NV 3,624,155 141,161
* Stericycle Inc. 1,800,328 138,697
* Arrow Electronics Inc. 1,932,061 137,756
  Hubbell Inc. Class B 1,174,359 137,048
  Lennox International Inc. 864,761 132,455
  Flowserve Corp. 2,753,044 132,284
* Keysight Technologies Inc. 3,616,687 132,262
  Macquarie Infrastructure Corp. 1,617,292 132,133
* CoStar Group Inc. 690,433 130,140
  Allegion plc 2,028,832 129,845
  ManpowerGroup Inc. 1,450,468 128,903
  B/E Aerospace Inc. 2,139,590 128,782
  Avnet Inc. 2,699,997 128,547
* Old Dominion Freight Line Inc. 1,492,257 128,021
  Robert Half International Inc. 2,616,704 127,643
  Owens Corning 2,433,890 125,491
* Berry Plastics Group Inc. 2,572,205 125,344
  Toro Co. 2,214,759 123,916
  PerkinElmer Inc. 2,319,836 120,979
  MDU Resources Group Inc. 4,133,468 118,920
* AECOM 3,264,091 118,682
  Donaldson Co. Inc. 2,818,692 118,611
  Nordson Corp. 1,057,108 118,449
  Sonoco Products Co. 2,140,500 112,804
  Cognex Corp. 1,712,929 108,977
  Orbital ATK Inc. 1,241,918 108,953
  Booz Allen Hamilton Holding Corp. Class A 2,998,279 108,148
* Quanta Services Inc. 3,069,417 106,969
* First Data Corp. Class A 7,464,681 105,924
  FLIR Systems Inc. 2,916,233 105,538
  Allison Transmission Holdings Inc. 3,068,272 103,370
  Oshkosh Corp. 1,574,000 101,696
*,^ XPO Logistics Inc. 2,339,106 100,956
  Hexcel Corp. 1,956,233 100,629
  Lincoln Electric Holdings Inc. 1,293,944 99,207
  AptarGroup Inc. 1,340,321 98,447
  Graco Inc. 1,181,317 98,156
  Bemis Co. Inc. 2,005,719 95,913
  Eagle Materials Inc. 967,282 95,306
* Zebra Technologies Corp. 1,061,881 91,067
  EMCOR Group Inc. 1,285,680 90,975
* WEX Inc. 812,274 90,650
* Genesee & Wyoming Inc. Class A 1,298,360 90,119
  Trinity Industries Inc. 3,211,318 89,146
  MSC Industrial Direct Co. Inc. Class A 952,907 88,039

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
  AGCO Corp. 1,470,193 85,065
  CLARCOR Inc. 1,027,842 84,766
  Graphic Packaging Holding Co. 6,743,272 84,156
  Ryder System Inc. 1,125,905 83,812
  Curtiss-Wright Corp. 843,658 82,982
  Jabil Circuit Inc. 3,443,132 81,499
* Teledyne Technologies Inc. 656,382 80,735
  Watsco Inc. 544,926 80,714
  Woodward Inc. 1,162,286 80,256
  BWX Technologies Inc. 1,960,704 77,840
  Landstar System Inc. 896,096 76,437
  MAXIMUS Inc. 1,368,474 76,347
  National Instruments Corp. 2,474,259 76,257
  Crane Co. 1,053,731 75,995
* Euronet Worldwide Inc. 1,044,661 75,665
  Deluxe Corp. 1,035,630 74,161
  ITT Inc. 1,899,301 73,256
* Genpact Ltd. 3,001,400 73,054
* IPG Photonics Corp. 734,198 72,473
* Kirby Corp. 1,089,504 72,452
  Littelfuse Inc. 476,435 72,309
  Air Lease Corp. Class A 2,099,197 72,065
* Coherent Inc. 514,885 70,737
  EnerSys 898,267 70,155
* CoreLogic Inc. 1,869,333 68,848
  Terex Corp. 2,181,404 68,780
  World Fuel Services Corp. 1,488,531 68,338
  Chicago Bridge & Iron Co. NV 2,132,727 67,714
* WESCO International Inc. 1,000,413 66,577
  Belden Inc. 889,847 66,534
  Regal Beloit Corp. 956,732 66,254
  HEICO Corp. Class A 972,613 66,040
* Colfax Corp. 1,836,799 65,996
  Valmont Industries Inc. 455,450 64,173
* USG Corp. 2,146,806 62,000
* Clean Harbors Inc. 1,083,366 60,289
* Owens-Illinois Inc. 3,445,926 59,994
* TransUnion 1,932,123 59,761
  Timken Co. 1,493,380 59,287
  Joy Global Inc. 2,074,316 58,081
* Sanmina Corp. 1,556,711 57,053
* Generac Holdings Inc. 1,400,120 57,041
* Louisiana-Pacific Corp. 3,009,848 56,976
* WageWorks Inc. 775,044 56,191
* Esterline Technologies Corp. 619,721 55,279
  GATX Corp. 871,633 53,675
* MasTec Inc. 1,378,322 52,721
  Kennametal Inc. 1,675,624 52,380
* Cardtronics plc Class A 954,121 52,066
  Tetra Tech Inc. 1,200,593 51,806
  Barnes Group Inc. 1,080,815 51,252
  KBR Inc. 3,042,105 50,773
  John Bean Technologies Corp. 590,440 50,748
* Itron Inc. 805,661 50,636
*,^ Universal Display Corp. 896,345 50,464
* KLX Inc. 1,109,734 50,060
* Anixter International Inc. 592,911 48,055
  Mueller Industries Inc. 1,201,737 48,021
* Summit Materials Inc. Class A 1,969,168 46,847
^ Silgan Holdings Inc. 899,687 46,046
  Vishay Intertechnology Inc. 2,829,637 45,840
  MSA Safety Inc. 660,269 45,776
  Applied Industrial Technologies Inc. 768,268 45,635
*,^ Cimpress NV 497,833 45,606

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
  ABM Industries Inc. 1,116,167 45,584
* Moog Inc. Class A 690,450 45,349
* On Assignment Inc. 1,024,816 45,256
  Granite Construction Inc. 821,203 45,166
  UniFirst Corp. 313,882 45,089
  Knight Transportation Inc. 1,355,588 44,802
  Convergys Corp. 1,823,655 44,789
* RBC Bearings Inc. 470,004 43,621
* Masonite International Corp. 659,621 43,403
  Mueller Water Products Inc. Class A 3,224,081 42,913
  Universal Forest Products Inc. 418,107 42,722
* LifeLock Inc. 1,762,784 42,166
* Rexnord Corp. 2,147,215 42,064
  CEB Inc. 678,123 41,094
*,^ Swift Transportation Co. 1,680,689 40,942
* FTI Consulting Inc. 892,438 40,231
  G&K Services Inc. Class A 416,237 40,146
* Trex Co. Inc. 617,869 39,791
  Brink's Co. 958,061 39,520
* AMN Healthcare Services Inc. 1,015,062 39,029
  Covanta Holding Corp. 2,490,971 38,859
  Simpson Manufacturing Co. Inc. 879,276 38,468
* NeuStar Inc. Class A 1,142,509 38,160
* DigitalGlobe Inc. 1,322,349 37,885
  Watts Water Technologies Inc. Class A 576,817 37,608
* Plexus Corp. 695,727 37,597
  Brady Corp. Class A 984,298 36,960
  Otter Tail Corp. 903,841 36,877
* Armstrong World Industries Inc. 875,731 36,606
*,^ Ambarella Inc. 656,746 35,550
  AZZ Inc. 555,786 35,515
* Headwaters Inc. 1,482,517 34,869
* ExlService Holdings Inc. 668,164 33,702
  Greif Inc. Class A 655,214 33,619
*,^ Navistar International Corp. 1,040,655 32,645
* II-VI Inc. 1,099,097 32,588
  Apogee Enterprises Inc. 608,331 32,582
  Matson Inc. 913,588 32,332
  Franklin Electric Co. Inc. 822,072 31,979
  Korn/Ferry International 1,086,270 31,969
  Exponent Inc. 523,210 31,550
* Benchmark Electronics Inc. 1,030,224 31,422
*,^ Knowles Corp. 1,872,560 31,290
* MACOM Technology Solutions Holdings Inc. 675,789 31,276
  Methode Electronics Inc. 743,012 30,724
  EnPro Industries Inc. 449,363 30,269
  Actuant Corp. Class A 1,165,591 30,247
* Hub Group Inc. Class A 687,873 30,094
  Forward Air Corp. 631,707 29,930
* Fabrinet 727,296 29,310
* OSI Systems Inc. 381,289 29,024
* Rogers Corp. 377,758 29,016
* TopBuild Corp. 808,769 28,792
* Advisory Board Co. 861,159 28,634
  Astec Industries Inc. 421,529 28,436
  Mobile Mini Inc. 934,619 28,272
  ESCO Technologies Inc. 494,835 28,032
* Gibraltar Industries Inc. 669,452 27,883
  Albany International Corp. 599,760 27,769
  AAON Inc. 839,224 27,736
  Triumph Group Inc. 1,044,795 27,687
* Atlas Air Worldwide Holdings Inc. 523,760 27,314
  Kaman Corp. 554,474 27,130
* SPX FLOW Inc. 841,922 26,992

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
*,^ TASER International Inc. 1,095,534 26,556
  Insperity Inc. 373,111 26,472
* Navigant Consulting Inc. 997,690 26,120
  Tennant Co. 365,735 26,040
  Comfort Systems USA Inc. 778,169 25,913
* Proto Labs Inc. 499,491 25,649
* Veeco Instruments Inc. 861,854 25,123
  Aircastle Ltd. 1,202,773 25,078
*,^ Smith & Wesson Holding Corp. 1,182,124 24,919
  Werner Enterprises Inc. 919,409 24,778
* TTM Technologies Inc. 1,798,754 24,517
* Aerojet Rocketdyne Holdings Inc. 1,361,936 24,447
  Cubic Corp. 507,697 24,344
  RR Donnelley & Sons Co. 1,481,991 24,186
* Imperva Inc. 617,797 23,723
  Standex International Corp. 267,681 23,516
* Saia Inc. 530,664 23,429
  Multi-Color Corp. 301,693 23,411
* Sykes Enterprises Inc. 810,873 23,402
* BMC Stock Holdings Inc. 1,198,979 23,380
  EVERTEC Inc. 1,316,926 23,375
* Tutor Perini Corp. 830,396 23,251
  Greenbrier Cos. Inc. 557,116 23,148
* Huron Consulting Group Inc. 456,207 23,107
* Meritor Inc. 1,852,880 23,013
  AAR Corp. 693,593 22,923
* Team Inc. 583,800 22,914
  Harsco Corp. 1,677,981 22,821
* TriNet Group Inc. 884,061 22,650
* TriMas Corp. 954,314 22,426
  CIRCOR International Inc. 344,369 22,343
  US Ecology Inc. 450,775 22,156
  ManTech International Corp. Class A 519,156 21,934
* American Woodmark Corp. 291,145 21,909
* TrueBlue Inc. 886,917 21,863
* Patrick Industries Inc. 285,020 21,747
* Wabash National Corp. 1,368,822 21,655
  Badger Meter Inc. 577,943 21,355
^ Sturm Ruger & Co. Inc. 400,273 21,094
* Lydall Inc. 340,447 21,057
* ICF International Inc. 375,840 20,746
  Heartland Express Inc. 1,002,424 20,409
*,^ US Concrete Inc. 309,966 20,303
  Griffon Corp. 771,490 20,213
  MTS Systems Corp. 350,474 19,872
  Primoris Services Corp. 868,913 19,794
  Federal Signal Corp. 1,252,910 19,558
* Builders FirstSource Inc. 1,770,693 19,425
* Continental Building Products Inc. 839,225 19,386
  Raven Industries Inc. 760,023 19,153
* Integer Holdings Corp. 648,416 19,096
  General Cable Corp. 1,000,035 19,051
  Argan Inc. 269,260 18,996
  Sun Hydraulics Corp. 474,272 18,957
  McGrath RentCorp 478,526 18,753
* SPX Corp. 782,270 18,555
  Viad Corp. 418,298 18,447
* Boise Cascade Co. 818,595 18,418
  Altra Industrial Motion Corp. 498,901 18,409
* PHH Corp. 1,195,086 18,118
  Encore Wire Corp. 411,107 17,822
* Babcock & Wilcox Enterprises Inc. 1,066,344 17,691
* Installed Building Products Inc. 425,501 17,573
  Materion Corp. 442,249 17,513

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
* Aegion Corp. Class A 712,514 16,887
* Wesco Aircraft Holdings Inc. 1,125,395 16,825
* Paylocity Holding Corp. 560,614 16,824
* Air Transport Services Group Inc. 1,048,600 16,736
  Essendant Inc. 797,779 16,674
  Quad/Graphics Inc. 619,800 16,660
  Global Brass & Copper Holdings Inc. 477,031 16,362
  LSC Communications Inc. 548,885 16,291
  Lindsay Corp. 214,768 16,024
  AVX Corp. 1,005,166 15,711
  H&E Equipment Services Inc. 675,097 15,696
* Manitowoc Co. Inc. 2,575,142 15,399
  Kimball International Inc. Class B 874,493 15,356
  Advanced Drainage Systems Inc. 738,067 15,204
  Douglas Dynamics Inc. 445,385 14,987
* MYR Group Inc. 395,222 14,892
  CTS Corp. 655,001 14,672
  HEICO Corp. 189,056 14,586
*,^ Inovalon Holdings Inc. Class A 1,412,018 14,544
  Quanex Building Products Corp. 716,108 14,537
  Alamo Group Inc. 189,031 14,385
  Cass Information Systems Inc. 193,883 14,264
* Echo Global Logistics Inc. 566,083 14,180
  Kelly Services Inc. Class A 614,192 14,077
  Insteel Industries Inc. 392,861 14,002
  Resources Connection Inc. 725,749 13,971
  Schnitzer Steel Industries Inc. 536,498 13,788
* CBIZ Inc. 1,002,273 13,731
* NCI Building Systems Inc. 874,944 13,693
  ArcBest Corp. 492,355 13,614
  Triton International Ltd. 853,190 13,480
  Kadant Inc. 215,927 13,215
* Astronics Corp. 382,643 12,949
* Engility Holdings Inc. 382,826 12,901
* Novanta Inc. 614,157 12,897
* Thermon Group Holdings Inc. 662,857 12,654
* Donnelley Financial Solutions Inc. 545,096 12,526
* FARO Technologies Inc. 347,235 12,500
  Kforce Inc. 515,389 11,905
* Aerovironment Inc. 442,074 11,861
  TeleTech Holdings Inc. 380,883 11,617
* TimkenSteel Corp. 731,559 11,325
* RPX Corp. 1,036,797 11,197
  Marten Transport Ltd. 479,616 11,175
* DXP Enterprises Inc. 320,408 11,131
* PGT Innovations Inc. 959,013 10,981
  Gorman-Rupp Co. 349,977 10,832
* Evolent Health Inc. Class A 705,597 10,443
* Milacron Holdings Corp. 558,910 10,413
* GMS Inc. 354,155 10,370
* Kimball Electronics Inc. 563,106 10,249
*,^ MINDBODY Inc. Class A 478,259 10,187
* Cross Country Healthcare Inc. 651,701 10,173
* Cotiviti Holdings Inc. 289,835 9,970
  NN Inc. 522,482 9,953
* Armstrong Flooring Inc. 497,991 9,915
  Hyster-Yale Materials Handling Inc. 154,918 9,879
  Columbus McKinnon Corp. 364,129 9,846
  Miller Industries Inc. 370,944 9,811
* Casella Waste Systems Inc. Class A 758,397 9,412
  Landauer Inc. 195,406 9,399
* InnerWorkings Inc. 947,326 9,331
* Multi Packaging Solutions International Ltd. 648,561 9,248
* Atkore International Group Inc. 386,294 9,236

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
* Horizon Global Corp. 379,406 9,106
  Ennis Inc. 524,240 9,096
  Barrett Business Services Inc. 141,804 9,090
  Heidrick & Struggles International Inc. 376,061 9,082
  AEP Industries Inc. 78,106 9,068
* Mistras Group Inc. 352,153 9,043
* Kratos Defense & Security Solutions Inc. 1,218,060 9,014
* YRC Worldwide Inc. 653,433 8,678
  Daktronics Inc. 739,088 7,908
^ American Railcar Industries Inc. 174,425 7,900
  CECO Environmental Corp. 561,668 7,835
  Mesa Laboratories Inc. 63,759 7,826
  Myers Industries Inc. 542,871 7,763
* Forterra Inc. 354,684 7,682
  Park-Ohio Holdings Corp. 180,019 7,669
*,^ Energy Recovery Inc. 726,691 7,521
* GP Strategies Corp. 262,840 7,517
  NVE Corp. 102,925 7,352
* Bazaarvoice Inc. 1,507,644 7,312
  Spartan Motors Inc. 780,194 7,217
* Advanced Disposal Services Inc. 323,808 7,195
* Landec Corp. 518,187 7,151
* Ply Gem Holdings Inc. 427,713 6,950
  Park Electrochemical Corp. 371,028 6,920
  Powell Industries Inc. 172,369 6,722
* Acacia Research Corp. 1,029,137 6,689
  NACCO Industries Inc. Class A 73,097 6,619
* Roadrunner Transportation Systems Inc. 632,957 6,576
* ServiceSource International Inc. 1,133,418 6,438
* Era Group Inc. 379,091 6,433
  CRA International Inc. 174,695 6,394
* Lionbridge Technologies Inc. 1,044,911 6,060
* DHI Group Inc. 967,787 6,049
  International Seaways Inc. 428,920 6,022
  VSE Corp. 149,982 5,825
* Kemet Corp. 869,933 5,768
  B. Riley Financial Inc. 310,035 5,720
*,^ Energous Corp. 336,127 5,664
* Ducommun Inc. 217,433 5,558
* NV5 Global Inc. 164,303 5,488
* Intevac Inc. 628,101 5,370
* Hudson Technologies Inc. 667,944 5,350
  Bel Fuse Inc. Class B 172,239 5,322
* Orion Group Holdings Inc. 499,478 4,970
  Overseas Shipholding Group Inc. Class A 1,286,761 4,928
  Black Box Corp. 307,270 4,686
* Covenant Transportation Group Inc. Class A 241,973 4,680
  DMC Global Inc. 294,290 4,665
  LSI Industries Inc. 474,117 4,618
* Great Lakes Dredge & Dock Corp. 1,095,081 4,599
*,^ Layne Christensen Co. 418,918 4,554
*,^ Advanced Emissions Solutions Inc. 488,559 4,514
  Supreme Industries Inc. Class A 283,231 4,447
* Vicor Corp. 289,060 4,365
* Control4 Corp. 426,000 4,345
* Sparton Corp. 182,157 4,344
* PRGX Global Inc. 734,620 4,334
* Franklin Covey Co. 212,060 4,273
  Graham Corp. 179,845 3,984
* Heritage-Crystal Clean Inc. 253,510 3,980
  National Research Corp. Class A 208,582 3,963
* CyberOptics Corp. 151,509 3,954
  Crawford & Co. Class B 313,468 3,937
  Celadon Group Inc. 549,932 3,932

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
* Northwest Pipe Co. 227,039 3,910
  FreightCar America Inc. 261,724 3,908
* Commercial Vehicle Group Inc. 686,712 3,798
* Information Services Group Inc. 1,033,241 3,761
* Astronics Corp. Class B 111,356 3,753
*,^ CUI Global Inc. 539,270 3,737
* Vishay Precision Group Inc. 195,688 3,699
* Sterling Construction Co. Inc. 435,913 3,688
* ARC Document Solutions Inc. 724,577 3,681
^ National Research Corp. Class B 87,271 3,637
* Willdan Group Inc. 158,055 3,570
  Hurco Cos. Inc. 104,659 3,464
  Eastern Co. 156,839 3,278
  Houston Wire & Cable Co. 501,322 3,259
  Hardinge Inc. 294,077 3,258
*,^ Aqua Metals Inc. 248,259 3,255
* Twin Disc Inc. 222,915 3,255
* Neff Corp. Class A 228,288 3,219
  BG Staffing Inc. 203,010 3,167
* CAI International Inc. 361,967 3,138
* TRC Cos. Inc. 295,261 3,130
* Maxwell Technologies Inc. 610,039 3,123
* Willis Lease Finance Corp. 121,866 3,117
* EnerNOC Inc. 519,268 3,116
  LB Foster Co. Class A 228,304 3,105
* Electro Scientific Industries Inc. 524,444 3,105
* UFP Technologies Inc. 121,044 3,081
*,^ Workhorse Group Inc. 435,995 3,078
* IES Holdings Inc. 158,506 3,035
* Planet Payment Inc. 720,688 2,940
* Hill International Inc. 643,055 2,797
* Everi Holdings Inc. 1,265,707 2,747
  Allied Motion Technologies Inc. 126,738 2,711
* CDI Corp. 362,987 2,686
* Goldfield Corp. 522,323 2,664
  Universal Logistics Holdings Inc. 157,806 2,580
* Gencor Industries Inc. 162,211 2,547
* Omega Flex Inc. 45,587 2,542
*,^ Blue Bird Corp. 161,939 2,502
  United States Lime & Minerals Inc. 32,014 2,425
* Napco Security Technologies Inc. 273,313 2,323
* Lawson Products Inc. 96,392 2,294
* PFSweb Inc. 265,272 2,255
  Richardson Electronics Ltd. 356,807 2,248
* Arotech Corp. 624,710 2,186
  Crawford & Co. Class A 222,466 2,107
* Mattersight Corp. 532,688 1,971
* ALJ Regional Holdings Inc. 433,860 1,905
*,^ American Superconductor Corp. 248,483 1,831
* Iteris Inc. 491,878 1,790
  Huttig Building Products Inc. 267,332 1,767
* LMI Aerospace Inc. 201,975 1,741
*,^ ExOne Co. 185,756 1,735
* PAM Transportation Services Inc. 65,144 1,692
* Manitex International Inc. 246,535 1,691
* Ameresco Inc. Class A 297,398 1,636
* Volt Information Sciences Inc. 237,249 1,625
* Aspen Aerogels Inc. 392,456 1,621
^ Eagle Bulk Shipping Inc. 269,339 1,576
* StarTek Inc. 185,124 1,564
* Ballantyne Strong Inc. 193,214 1,546
* Perceptron Inc. 229,932 1,527
* ModusLink Global Solutions Inc. 1,045,604 1,527
  Global Water Resources Inc. 154,220 1,403

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
* Sharps Compliance Corp. 358,366 1,373
* Radiant Logistics Inc. 350,329 1,366
*,^ Energy Focus Inc. 300,272 1,276
*,^ Synthesis Energy Systems Inc. 1,217,100 1,217
* CPI Aerostructures Inc. 120,875 1,118
* MFRI Inc. 136,141 1,103
* Broadwind Energy Inc. 270,895 1,096
* Taylor Devices Inc. 67,327 1,023
* Xerium Technologies Inc. 180,929 1,017
* Frequency Electronics Inc. 92,589 1,000
* Key Technology Inc. 84,925 990
* Ultralife Corp. 193,856 960
* Patriot Transportation Holding Inc. 39,973 931
* Cenveo Inc. 131,158 917
* Asure Software Inc. 106,300 905
* Orion Energy Systems Inc. 409,453 889
* Lincoln Educational Services Corp. 438,257 841
*,^ MicroVision Inc. 638,927 805
* Perma-Fix Environmental Services 198,880 776
* Innovative Solutions & Support Inc. 227,411 757
* Nuvectra Corp. 143,510 722
  EnviroStar Inc. 47,800 693
* IEC Electronics Corp. 191,258 683
* eMagin Corp. 316,500 680
  Universal Technical Institute Inc. 230,576 671
*,^ Vertex Energy Inc. 482,481 632
*,^ Research Frontiers Inc. 336,660 613
*,^ Applied DNA Sciences Inc. 328,013 607
* USA Truck Inc. 67,991 592
^ Patriot National Inc. 124,959 581
* ENGlobal Corp. 238,948 571
*,^ Cemtrex Inc. 76,243 563
  Textainer Group Holdings Ltd. 72,760 542
*,^ CryoPort Inc. 166,681 540
  AMCON Distributing Co. 4,565 526
*,^ Revolution Lighting Technologies Inc. 90,476 498
  Chicago Rivet & Machine Co. 11,186 465
*,^ Digital Ally Inc. 110,620 465
*,^ EnSync Inc. 630,942 455
* Air T Inc. 19,270 441
  BlueLinx Holdings Inc. 58,466 437
*,^ ClearSign Combustion Corp. 121,920 415
* Wireless Telecom Group Inc. 205,351 392
*,^ Turtle Beach Corp. 273,113 358
*,^ Odyssey Marine Exploration Inc. 102,472 350
*,^ Astrotech Corp. 220,560 329
* Image Sensing Systems Inc. 88,673 328
* LightPath Technologies Inc. Class A 209,228 322
* AMREP Corp. 41,186 306
* DLH Holdings Corp. 50,884 302
*,^ GEE Group Inc. 67,770 298
*,^ Capstone Turbine Corp. 419,339 285
* Luna Innovations Inc. 190,541 280
*,^ Power Solutions International Inc. 37,180 279
  Bel Fuse Inc. Class A 10,580 268
* UQM Technologies Inc. 561,390 241
* Rand Logistics Inc. 289,234 240
* Fuel Tech Inc. 201,954 232
* Versar Inc. 164,937 228
  Ecology and Environment Inc. 21,480 227
* SIFCO Industries Inc. 29,538 226
* Marathon Patent Group Inc. 127,181 219
* Continental Materials Corp. 8,941 214
  RF Industries Ltd. 117,256 205

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
* Echelon Corp. 42,263 199
* Sevcon Inc. 21,782 186
* Pioneer Power Solutions Inc. 27,339 163
* SigmaTron International Inc. 30,411 144
* IntriCon Corp. 16,574 114
* American Electric Technologies Inc. 73,150 113
* General Finance Corp. 20,286 113
* Sypris Solutions Inc. 114,894 101
* Quest Resource Holding Corp. 37,893 93
* Industrial Services of America Inc. 49,467 89
* American DG Energy Inc. 304,050 85
* Nortech Systems Inc. 17,942 70
*,^ Payment Data Systems Inc. 37,516 69
  Servotronics Inc. 4,914 49
  L3 Technologies Inc. 296 45
* Command Security Corp. 13,027 36
* AeroCentury Corp. 3,772 36
* Art's-Way Manufacturing Co. Inc. 7,669 26
* Tel-Instrument Electronics Corp. 4,297 19
  Greif Inc. Class B 197 13
* Micronet Enertec Technologies Inc. 9,444 13
  American Outdoor Brands Corp. 312 7
  Issuer Direct Corp. 600 5
* Electro-Sensors Inc. 1,291 4
* Interlink Electronics Inc. 462 3
* Jewett-Cameron Trading Co. Ltd. 185 2
* CTPartners Executive Search Inc. 100,659 —
* LGL Group Inc. Warrants expire 6/8/2018 3,000 —
      64,247,397
Oil & Gas (7.0%)    
  Exxon Mobil Corp. 87,889,990 7,932,951
  Chevron Corp. 40,008,346 4,708,982
  Schlumberger Ltd. 29,469,666 2,473,978
  ConocoPhillips 26,248,049 1,316,077
  EOG Resources Inc. 12,212,402 1,234,674
  Occidental Petroleum Corp. 16,181,173 1,152,585
  Halliburton Co. 17,328,004 937,272
  Kinder Morgan Inc. 40,205,372 832,653
  Anadarko Petroleum Corp. 11,835,539 825,292
  Phillips 66 9,409,557 813,080
  Valero Energy Corp. 9,609,772 656,540
  Pioneer Natural Resources Co. 3,591,344 646,693
  Spectra Energy Corp. 14,861,863 610,674
  Baker Hughes Inc. 8,991,063 584,149
  Marathon Petroleum Corp. 11,196,567 563,747
  Apache Corp. 8,035,523 510,015
  Williams Cos. Inc. 15,910,031 495,438
  Devon Energy Corp. 10,533,487 481,064
* Concho Resources Inc. 3,092,414 410,054
  Hess Corp. 6,033,203 375,808
  Noble Energy Inc. 9,100,268 346,356
  Marathon Oil Corp. 17,948,050 310,681
  National Oilwell Varco Inc. 7,989,987 299,145
  Cimarex Energy Co. 2,009,742 273,124
  EQT Corp. 3,654,241 238,987
  Cabot Oil & Gas Corp. 9,851,151 230,123
  Tesoro Corp. 2,492,911 218,005
  Targa Resources Corp. 3,629,998 203,534
* Diamondback Energy Inc. 1,875,665 189,555
  Range Resources Corp. 5,244,223 180,192
* Cheniere Energy Inc. 4,237,954 175,578
* Newfield Exploration Co. 4,202,765 170,212
* FMC Technologies Inc. 4,756,057 168,983
  Helmerich & Payne Inc. 2,165,117 167,580

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
  OGE Energy Corp. 4,198,738 140,448
*,^ Chesapeake Energy Corp. 18,886,545 132,584
  HollyFrontier Corp. 3,732,669 122,282
* Parsley Energy Inc. Class A 3,449,864 121,573
* Energen Corp. 2,054,102 118,460
*,^ Transocean Ltd. 7,746,303 114,181
* Southwestern Energy Co. 10,475,028 113,340
  Core Laboratories NV 931,135 111,773
* Antero Resources Corp. 4,651,947 110,019
  Murphy Oil Corp. 3,465,667 107,886
* WPX Energy Inc. 7,304,915 106,433
*,^ Weatherford International plc 20,842,910 104,006
* Continental Resources Inc. 1,984,550 102,284
* RSP Permian Inc. 2,157,855 96,284
* QEP Resources Inc. 5,078,912 93,503
  Nabors Industries Ltd. 5,687,332 93,272
* PDC Energy Inc. 1,193,927 86,655
  Patterson-UTI Energy Inc. 2,948,246 79,367
* Oasis Petroleum Inc. 5,028,507 76,132
* Rice Energy Inc. 3,447,398 73,602
* Whiting Petroleum Corp. 6,045,446 72,666
* Gulfport Energy Corp. 3,271,632 70,798
  SM Energy Co. 2,043,328 70,454
* Callon Petroleum Co. 4,257,672 65,440
  Western Refining Inc. 1,717,434 65,005
  PBF Energy Inc. Class A 2,290,525 63,860
  Ensco plc Class A 6,388,311 62,094
  SemGroup Corp. Class A 1,417,976 59,201
  Oceaneering International Inc. 2,084,073 58,792
  Superior Energy Services Inc. 3,219,664 54,348
*,^ First Solar Inc. 1,642,650 52,713
* Rowan Cos. plc Class A 2,697,426 50,954
* Matador Resources Co. 1,899,587 48,933
* Carrizo Oil & Gas Inc. 1,308,455 48,871
* Dril-Quip Inc. 805,811 48,389
* NOW Inc. 2,159,202 44,199
* Laredo Petroleum Inc. 3,069,387 43,401
* Oil States International Inc. 1,099,948 42,898
* MRC Global Inc. 1,943,664 39,379
* McDermott International Inc. 5,149,771 38,057
*,^ Synergy Resources Corp. 4,031,820 35,924
* Denbury Resources Inc. 8,420,992 30,989
* Forum Energy Technologies Inc. 1,404,961 30,909
  Noble Corp. plc 5,110,650 30,255
* Centennial Resource Development Inc. Class A 1,491,016 29,403
* Unit Corp. 1,091,205 29,321
  Delek US Holdings Inc. 1,177,545 28,344
  Pattern Energy Group Inc. Class A 1,463,199 27,786
* SEACOR Holdings Inc. 345,733 24,644
*,^ Diamond Offshore Drilling Inc. 1,325,100 23,454
* Chart Industries Inc. 642,205 23,132
^ RPC Inc. 1,164,371 23,066
  Green Plains Inc. 752,153 20,947
* Helix Energy Solutions Group Inc. 2,366,691 20,874
  Archrock Inc. 1,399,470 18,473
^ Atwood Oceanics Inc. 1,328,919 17,449
* Exterran Corp. 713,382 17,050
^ California Resources Corp. 785,630 16,726
* Resolute Energy Corp. 377,498 15,549
* Matrix Service Co. 580,632 13,180
* Newpark Resources Inc. 1,689,337 12,670
*,^ Clayton Williams Energy Inc. 103,481 12,341
* REX American Resources Corp. 119,225 11,773
* TETRA Technologies Inc. 2,252,177 11,306

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
* Ring Energy Inc. 858,440 11,151
*,^ Flotek Industries Inc. 1,139,200 10,697
*,^ Sanchez Energy Corp. 1,181,915 10,673
*,^ Bill Barrett Corp. 1,492,964 10,436
* Pioneer Energy Services Corp. 1,516,281 10,387
  Bristow Group Inc. 503,180 10,305
* Natural Gas Services Group Inc. 319,571 10,274
* Cobalt International Energy Inc. 7,912,482 9,653
* Par Pacific Holdings Inc. 661,146 9,613
  CVR Energy Inc. 374,207 9,501
  Midstates Petroleum Co. Inc. 420,300 8,717
  Halcon Resources Corp. 857,700 8,011
* Tesco Corp. 941,004 7,763
*,^ SunPower Corp. Class A 1,173,805 7,759
  SandRidge Energy Inc. 328,219 7,730
  Alon USA Energy Inc. 672,814 7,657
  Panhandle Oil and Gas Inc. Class A 321,643 7,575
*,^ Renewable Energy Group Inc. 723,319 7,016
* Abraxas Petroleum Corp. 2,646,359 6,801
  Evolution Petroleum Corp. 648,491 6,485
* Parker Drilling Co. 2,423,500 6,301
* CARBO Ceramics Inc. 541,252 5,662
*,^ Jones Energy Inc. Class A 1,109,905 5,550
* Pacific Ethanol Inc. 580,879 5,518
*,^ Extraction Oil & Gas Inc. 274,571 5,502
*,^ EP Energy Corp. Class A 811,259 5,314
  Gulf Island Fabrication Inc. 438,021 5,212
* Geospace Technologies Corp. 255,500 5,202
*,^ Green Brick Partners Inc. 477,433 4,798
*,^ Plug Power Inc. 3,778,705 4,534
*,^ Eclipse Resources Corp. 1,674,787 4,472
* Contango Oil & Gas Co. 472,614 4,414
* Hornbeck Offshore Services Inc. 607,776 4,388
* PHI Inc. Non-Voting Shares 223,641 4,030
* Independence Contract Drilling Inc. 594,489 3,983
* Trecora Resources 283,725 3,930
* Willbros Group Inc. 1,135,786 3,680
* Gastar Exploration Inc. 2,249,277 3,486
* Dawson Geophysical Co. 429,604 3,454
*,^ Mammoth Energy Services Inc. 222,470 3,382
  Smart Sand Inc. 198,992 3,293
*,^ Northern Oil and Gas Inc. 1,037,885 2,854
*,^ EXCO Resources Inc. 3,232,988 2,825
*,^ Approach Resources Inc. 823,916 2,760
*,^ TPI Composites Inc. 153,652 2,465
*,^ W&T Offshore Inc. 874,096 2,421
*,^ TerraVia Holdings Inc. 1,670,800 1,921
  Isramco Inc. 15,179 1,887
*,^ Tidewater Inc. 540,990 1,845
* VAALCO Energy Inc. 1,300,873 1,353
  Adams Resources & Energy Inc. 34,060 1,351
*,^ Harvest Natural Resources Inc. 212,634 1,314
* Zion Oil & Gas Inc. 900,079 1,233
*,^ Bonanza Creek Energy Inc. 1,176,141 1,200
*,^ Amyris Inc. 1,624,711 1,186
*,^ ION Geophysical Corp. 196,829 1,181
  Lonestar Resources US Inc. Class A 133,474 1,140
* Gulfmark Offshore Inc. 651,155 1,140
* Stone Energy Corp. 143,132 1,023
^ Comstock Resources Inc. 103,685 1,021
* Mitcham Industries Inc. 241,556 1,002
* PetroQuest Energy Inc. 178,180 590
*,^ Rex Energy Corp. 1,232,669 581
* Enphase Energy Inc. 552,794 558

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
*,^ Yuma Energy Inc. 122,763 417
*,^ Ideal Power Inc. 125,202 413
*,^ Torchlight Energy Resources Inc. 334,264 394
*,^ Triangle Petroleum Corp. 1,572,497 371
* Enservco Corp. 573,746 321
* Aemetis Inc. 226,506 315
* PrimeEnergy Corp. 5,740 310
*,^ MagneGas Corp. 575,218 259
* Superior Drilling Products Inc. 113,740 150
* Eco-Stim Energy Solutions Inc. 78,636 78
* PHI Inc. Voting Shares 2,641 45
*,^ Basic Energy Services Inc. 168 6
      34,776,121
Other (0.0%)2    
* Dyax Corp CVR Expire 12/31/2019 2,750,063 3,053
* Tobira Therapeutics Inc. CVR 201,001 2,762
* Leap Wireless International Inc. CVR 872,848 2,200
* Adolor Corp. Rights Exp. 07/01/2019 592,629 308
* Chelsea Therapeutics International Ltd. CVR Exp. 12/31/2049 1,157,305 127
* Ambit Biosciences Corp. CVR 201,330 121
* Omthera Pharmaceuticals Inc. CVR 121,311 73
* Alexza Pharmaceuticals Inc CVR 327,391 11
  Bagger Dave's Burger Tavern Inc. 151,742 9
* Clinical Data CVR 216,285 —
* Gerber Scientific Inc. CVR 388,581 —
*,^ Cubist Pharmaceuticals, Inc. CVR 511,822 —
*,^ Biosante Pharmaceutical Inc CVR 253,823 —
  ClearSign Combustion Corp Rights Expire 1/13/2017 180,408 —
* Allen Organ Co. Escrow Shares 11,462 —
^ Basic Energy Services Warrants Expire 12/23/23 4,642 —
* NuPathe Inc. CVR 158,681 —
      8,664
Technology (16.2%)    
  Apple Inc. 107,359,335 12,434,358
  Microsoft Corp. 156,550,284 9,728,035
* Facebook Inc. Class A 49,598,883 5,706,351
* Alphabet Inc. Class A 6,319,126 5,007,591
* Alphabet Inc. 6,168,588 4,761,040
  Intel Corp. 100,431,928 3,642,666
  Cisco Systems Inc. 106,408,771 3,215,673
  International Business Machines Corp. 18,123,544 3,008,327
  Oracle Corp. 65,315,224 2,511,370
  QUALCOMM Inc. 31,299,189 2,040,707
  Texas Instruments Inc. 21,227,731 1,548,988
  Broadcom Ltd. 7,996,975 1,413,625
  NVIDIA Corp. 10,851,556 1,158,295
* Adobe Systems Inc. 10,544,515 1,085,558
* salesforce.com Inc. 14,016,038 959,538
  Hewlett Packard Enterprise Co. 35,217,285 814,928
  Applied Materials Inc. 22,862,377 737,769
* Cognizant Technology Solutions Corp. Class A 12,853,335 720,172
* Yahoo! Inc. 18,179,988 703,020
  Intuit Inc. 5,148,565 590,077
  HP Inc. 36,234,128 537,714
  Corning Inc. 20,371,237 494,410
* Micron Technology Inc. 22,059,402 483,542
  Analog Devices Inc. 6,511,859 472,891
  Western Digital Corp. 6,039,047 410,353
  Lam Research Corp. 3,432,594 362,928
* Autodesk Inc. 4,493,230 332,544
  Xilinx Inc. 5,367,335 324,026
  Linear Technology Corp. 5,084,926 317,045
  Symantec Corp. 13,170,354 314,640
* Cerner Corp. 6,447,524 305,419

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
  Skyworks Solutions Inc. 3,966,831 296,164
  Microchip Technology Inc. 4,563,470 292,747
  Motorola Solutions Inc. 3,531,237 292,704
* Citrix Systems Inc. 3,131,546 279,678
  Harris Corp. 2,640,921 270,615
* Red Hat Inc. 3,831,589 267,062
  KLA-Tencor Corp. 3,302,105 259,810
* Dell Technologies Inc. Class V 4,718,176 259,358
* ServiceNow Inc. 3,344,950 248,664
  Seagate Technology plc 6,276,315 239,567
* Akamai Technologies Inc. 3,518,706 234,627
  Maxim Integrated Products Inc. 6,008,800 231,759
* Palo Alto Networks Inc. 1,843,283 230,503
  Juniper Networks Inc. 7,699,682 217,593
  CA Inc. 6,654,251 211,406
  NetApp Inc. 5,897,288 207,997
* F5 Networks Inc. 1,400,915 202,740
* Twitter Inc. 12,119,536 197,548
  CDK Global Inc. 3,185,767 190,158
* Advanced Micro Devices Inc. 16,693,853 189,308
* Synopsys Inc. 3,212,804 189,106
  CDW Corp. 3,429,915 178,664
  Computer Sciences Corp. 2,967,238 176,313
* ANSYS Inc. 1,848,609 170,978
* Workday Inc. Class A 2,580,019 170,513
* Gartner Inc. 1,665,997 168,382
  Leidos Holdings Inc. 3,160,212 161,613
* Cadence Design Systems Inc. 6,191,732 156,155
* CommScope Holding Co. Inc. 4,075,535 151,610
* Splunk Inc. 2,858,283 146,201
*,^ VeriSign Inc. 1,919,640 146,027
* Qorvo Inc. 2,706,773 142,728
* Microsemi Corp. 2,434,553 131,393
* ARRIS International plc 4,038,650 121,685
  Marvell Technology Group Ltd. 8,320,376 115,404
*,^ VMware Inc. Class A 1,450,053 114,163
* PTC Inc. 2,426,623 112,280
* ON Semiconductor Corp. 8,787,995 112,135
  CSRA Inc. 3,459,843 110,161
  Teradyne Inc. 4,293,940 109,066
  Brocade Communications Systems Inc. 8,570,572 107,046
  Garmin Ltd. 2,200,507 106,703
* NCR Corp. 2,618,964 106,225
* Ultimate Software Group Inc. 581,693 106,072
  SS&C Technologies Holdings Inc. 3,616,658 103,436
* IAC/InterActiveCorp 1,567,715 101,572
* Tyler Technologies Inc. 693,762 99,048
* Fortinet Inc. 3,101,825 93,427
* Aspen Technology Inc. 1,696,391 92,759
* Nuance Communications Inc. 6,069,391 90,434
* athenahealth Inc. 832,489 87,553
* Arista Networks Inc. 883,890 85,534
* Cavium Inc. 1,354,326 84,564
  Mentor Graphics Corp. 2,276,732 83,989
* Veeva Systems Inc. Class A 2,026,423 82,475
* Manhattan Associates Inc. 1,519,200 80,563
  j2 Global Inc. 965,487 78,977
  Fair Isaac Corp. 651,024 77,615
* Cirrus Logic Inc. 1,357,802 76,770
  SYNNEX Corp. 633,559 76,673
* Guidewire Software Inc. 1,537,681 75,854
* Teradata Corp. 2,752,501 74,785
* ViaSat Inc. 1,125,934 74,559
  Cypress Semiconductor Corp. 6,491,736 74,265

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
  DST Systems Inc. 688,319 73,753
* Ciena Corp. 2,918,559 71,242
* Finisar Corp. 2,330,888 70,556
  MKS Instruments Inc. 1,130,849 67,172
  InterDigital Inc. 722,094 65,963
  Science Applications International Corp. 776,625 65,858
* EPAM Systems Inc. 1,022,160 65,735
  Intersil Corp. Class A 2,886,522 64,369
  Blackbaud Inc. 1,001,526 64,098
* CACI International Inc. Class A 513,703 63,853
* Integrated Device Technology Inc. 2,702,571 63,673
* Tech Data Corp. 746,070 63,177
  Monolithic Power Systems Inc. 767,217 62,858
* Proofpoint Inc. 849,043 59,985
  Pitney Bowes Inc. 3,921,368 59,566
* NetScout Systems Inc. 1,868,877 58,870
* Medidata Solutions Inc. 1,151,093 57,175
*,^ Cree Inc. 2,137,056 56,397
* Ellie Mae Inc. 671,052 56,154
* Silicon Laboratories Inc. 834,554 54,246
* Entegris Inc. 2,987,288 53,472
* TiVo Corp. 2,455,020 51,310
* Tableau Software Inc. Class A 1,212,541 51,109
*,^ Dycom Industries Inc. 628,379 50,453
  LogMeIn Inc. 509,390 49,182
* Verint Systems Inc. 1,323,596 46,657
  Tessera Holding Corp. 1,028,920 45,478
* Advanced Energy Industries Inc. 829,384 45,409
* Cornerstone OnDemand Inc. 1,062,990 44,975
* ACI Worldwide Inc. 2,475,331 44,927
* Square Inc. 3,266,096 44,517
* Lumentum Holdings Inc. 1,133,748 43,819
* Electronics For Imaging Inc. 991,447 43,485
* CommVault Systems Inc. 843,441 43,353
* Semtech Corp. 1,369,327 43,202
* Paycom Software Inc. 949,071 43,173
* VeriFone Systems Inc. 2,335,156 41,402
* Allscripts Healthcare Solutions Inc. 3,985,400 40,691
* Synaptics Inc. 745,993 39,970
* Viavi Solutions Inc. 4,850,206 39,675
  Power Integrations Inc. 580,130 39,362
  Plantronics Inc. 716,878 39,256
* MicroStrategy Inc. Class A 198,253 39,135
* FireEye Inc. 3,274,121 38,962
* Zendesk Inc. 1,801,890 38,200
* GoDaddy Inc. Class A 1,090,025 38,096
* EchoStar Corp. Class A 723,877 37,200
  Diebold Nixdorf Inc. 1,443,224 36,297
* RealPage Inc. 1,196,508 35,895
* NETGEAR Inc. 651,954 35,434
  Cogent Communications Holdings Inc. 855,551 35,377
* Inphi Corp. 779,032 34,760
* Synchronoss Technologies Inc. 857,110 32,827
  CSG Systems International Inc. 663,847 32,130
* HubSpot Inc. 679,788 31,950
* Rambus Inc. 2,313,239 31,853
  Progress Software Corp. 990,531 31,628
* Gigamon Inc. 685,037 31,203
* Insight Enterprises Inc. 770,377 31,154
  NIC Inc. 1,302,663 31,134
  Cabot Microelectronics Corp. 490,385 30,978
*,^ Ubiquiti Networks Inc. 520,363 30,077
*,^ 3D Systems Corp. 2,247,478 29,869
* Premier Inc. Class A 983,635 29,863

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
* Envestnet Inc. 842,504 29,698
* Oclaro Inc. 3,295,180 29,492
*,^ 2U Inc. 934,872 28,186
^ Ebix Inc. 477,885 27,263
* MaxLinear Inc. 1,213,197 26,448
  Pegasystems Inc. 729,009 26,244
* BroadSoft Inc. 617,747 25,482
* Infinera Corp. 2,998,825 25,460
  West Corp. 1,026,476 25,416
* SPS Commerce Inc. 352,599 24,643
* Ixia 1,528,663 24,611
* Mercury Systems Inc. 810,713 24,500
  Brooks Automation Inc. 1,370,939 23,402
* RingCentral Inc. Class A 1,122,741 23,128
  ADTRAN Inc. 1,027,969 22,975
* Super Micro Computer Inc. 808,628 22,682
* InvenSense Inc. 1,770,176 22,641
* New Relic Inc. 786,088 22,207
* Callidus Software Inc. 1,311,964 22,041
* ScanSource Inc. 541,547 21,851
* Web.com Group Inc. 995,853 21,062
* Bottomline Technologies de Inc. 815,071 20,393
* Diodes Inc. 766,918 19,687
* Amkor Technology Inc. 1,857,221 19,594
*,^ Shutterstock Inc. 407,472 19,363
* Qualys Inc. 611,351 19,349
* Q2 Holdings Inc. 622,505 17,959
* Lattice Semiconductor Corp. 2,412,631 17,757
* Cray Inc. 856,305 17,726
*,^ Acacia Communications Inc. 285,414 17,624
  Monotype Imaging Holdings Inc. 857,432 17,020
* FormFactor Inc. 1,490,834 16,697
  Inteliquent Inc. 716,750 16,428
* Photronics Inc. 1,434,801 16,213
* ePlus Inc. 136,808 15,760
*,^ Unisys Corp. 1,046,667 15,648
*,^ Twilio Inc. Class A 519,727 14,994
* CEVA Inc. 445,248 14,938
*,^ Match Group Inc. 860,459 14,714
* Barracuda Networks Inc. 683,718 14,652
* Quality Systems Inc. 1,092,750 14,370
* Virtusa Corp. 564,256 14,174
  Syntel Inc. 712,623 14,103
* Rudolph Technologies Inc. 603,250 14,086
* Intralinks Holdings Inc. 1,012,735 13,692
* Endurance International Group Holdings Inc. 1,440,290 13,395
* Applied Micro Circuits Corp. 1,621,347 13,376
* Box Inc. 962,564 13,341
*,^ Pure Storage Inc. Class A 1,175,271 13,292
* Ultratech Inc. 520,053 12,471
* Five9 Inc. 874,674 12,412
* PDF Solutions Inc. 548,518 12,369
* Perficient Inc. 704,205 12,317
* Nanometrics Inc. 488,999 12,254
* Blucora Inc. 794,216 11,715
*,^ Gogo Inc. 1,264,563 11,659
* PROS Holdings Inc. 541,703 11,657
* Extreme Networks Inc. 2,268,344 11,410
* Exar Corp. 1,027,262 11,074
* Loral Space & Communications Inc. 264,029 10,838
* CalAmp Corp. 735,002 10,658
*,^ Nimble Storage Inc. 1,312,512 10,395
* Actua Corp. 733,975 10,276
*,^ Nutanix Inc. 378,419 10,051

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
* ShoreTel Inc. 1,395,049 9,975
* Silver Spring Networks Inc. 744,061 9,903
* Vocera Communications Inc. 533,146 9,858
* Benefitfocus Inc. 322,809 9,587
  Forrester Research Inc. 217,134 9,326
  Hackett Group Inc. 518,141 9,150
* Boingo Wireless Inc. 748,003 9,118
* Axcelis Technologies Inc. 613,732 8,930
* CommerceHub Inc. 587,683 8,833
*,^ KEYW Holding Corp. 739,954 8,724
*,^ Alarm.com Holdings Inc. 312,451 8,696
* Harmonic Inc. 1,707,962 8,540
* VASCO Data Security International Inc. 620,153 8,465
* NeoPhotonics Corp. 759,547 8,211
* Applied Optoelectronics Inc. 347,495 8,145
* Xcerra Corp. 1,059,120 8,092
* A10 Networks Inc. 964,375 8,014
* LivePerson Inc. 1,058,961 7,995
* Alpha & Omega Semiconductor Ltd. 375,311 7,983
* Varonis Systems Inc. 294,932 7,904
* RigNet Inc. 336,443 7,789
* Carbonite Inc. 439,069 7,201
* Workiva Inc. 520,376 7,103
* Jive Software Inc. 1,613,587 7,019
* Ultra Clean Holdings Inc. 716,809 6,953
*,^ Impinj Inc. 195,219 6,899
* Calix Inc. 874,595 6,734
* ChannelAdvisor Corp. 466,637 6,696
* PC Connection Inc. 237,077 6,660
  Cohu Inc. 469,834 6,531
* Immersion Corp. 602,045 6,400
*,^ Hortonworks Inc. 769,051 6,391
* Digi International Inc. 464,566 6,388
*,^ Digimarc Corp. 209,003 6,270
  American Software Inc. Class A 606,253 6,263
* Sonus Networks Inc. 992,265 6,251
* Tangoe Inc. 745,190 5,872
  IXYS Corp. 488,571 5,814
*,^ MeetMe Inc. 1,131,173 5,577
  Comtech Telecommunications Corp. 459,437 5,444
* Exa Corp. 354,366 5,443
^ Computer Programs & Systems Inc. 230,292 5,435
* Vectrus Inc. 223,969 5,342
* Zix Corp. 1,051,977 5,197
  QAD Inc. Class A 165,520 5,032
* Model N Inc. 561,393 4,968
* Brightcove Inc. 614,528 4,947
* Instructure Inc. 249,872 4,885
* DSP Group Inc. 371,532 4,849
* GSI Technology Inc. 781,430 4,845
* Sigma Designs Inc. 802,765 4,817
  EMCORE Corp. 549,620 4,782
* Blackline Inc. 171,889 4,749
* Radisys Corp. 1,033,859 4,580
* Rapid7 Inc. 365,157 4,444
*,^ Coupa Software Inc. 174,565 4,366
* Datalink Corp. 377,762 4,254
* KVH Industries Inc. 360,452 4,253
* Quantum Corp. 5,080,784 4,228
* Clearfield Inc. 200,171 4,144
*,^ Appfolio Inc. 173,046 4,127
* CommerceHub Inc. Class A 269,882 4,051
*,^ Mitek Systems Inc. 646,054 3,973
* Xactly Corp. 345,015 3,795

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
* GigPeak Inc. 1,473,942 3,714
* Everbridge Inc. 199,295 3,677
* Guidance Software Inc. 518,568 3,671
* Telenav Inc. 518,426 3,655
* Rosetta Stone Inc. 406,874 3,625
* AXT Inc. 721,559 3,463
* Limelight Networks Inc. 1,365,485 3,441
* Castlight Health Inc. Class B 687,159 3,401
* USA Technologies Inc. 772,430 3,321
* Amber Road Inc. 363,220 3,298
* Apptio Inc. Class A 176,170 3,264
* Kopin Corp. 1,134,754 3,223
* Agilysys Inc. 300,463 3,113
* MobileIron Inc. 810,395 3,039
* SecureWorks Corp. Class A 270,060 2,860
* Quantenna Communications Inc. 155,875 2,826
  Simulations Plus Inc. 286,767 2,767
* ARI Network Services Inc. 500,995 2,710
  PC-Tel Inc. 471,771 2,538
  Preformed Line Products Co. 43,570 2,532
* VOXX International Corp. Class A 524,627 2,466
* Key Tronic Corp. 314,337 2,458
  NCI Inc. Class A 175,318 2,446
* Aerohive Networks Inc. 424,692 2,421
*,^ Park City Group Inc. 188,474 2,394
* Aware Inc. 387,102 2,361
  Computer Task Group Inc. 540,202 2,274
*,^ VirnetX Holding Corp. 1,007,331 2,216
  Tabula Rasa HealthCare Inc. 146,500 2,195
  Airgain Inc. 149,522 2,153
* Datawatch Corp. 390,284 2,147
  Great Elm Capital Group Inc. 558,900 2,096
* Edgewater Technology Inc. 271,591 2,037
* BSQUARE Corp. 345,151 2,019
* Pendrell Corp. 268,136 1,810
*,^ Pixelworks Inc. 642,411 1,799
* Ooma Inc. 195,376 1,758
  Systemax Inc. 196,928 1,727
*,^ Neonode Inc. 911,744 1,678
* RCM Technologies Inc. 257,001 1,635
  TransAct Technologies Inc. 246,089 1,624
* iPass Inc. 983,950 1,624
  ClearOne Inc. 141,648 1,615
* Rightside Group Ltd. 192,546 1,592
  TESSCO Technologies Inc. 121,875 1,584
*,^ TransEnterix Inc. 1,165,497 1,515
* Tremor Video Inc. 598,009 1,489
* Numerex Corp. Class A 192,180 1,422
* NetSol Technologies Inc. 268,367 1,396
  Concurrent Computer Corp. 245,188 1,312
*,^ Inseego Corp. 480,281 1,172
*,^ QuickLogic Corp. 841,787 1,170
* ID Systems Inc. 207,353 1,124
* Synacor Inc. 359,073 1,113
* Aviat Networks Inc. 79,504 1,104
* Amtech Systems Inc. 258,398 1,098
* PAR Technology Corp. 189,722 1,059
  LRAD Corp. 602,425 1,030
*,^ Netlist Inc. 1,005,691 1,026
* MRV Communications Inc. 125,429 1,022
  Evolving Systems Inc. 239,404 982
  QAD Inc. Class B 38,321 979
* GSE Systems Inc. 275,429 964
*,^ CVD Equipment Corp. 107,442 933

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
* WidePoint Corp. 1,178,418 931
*,^ Sunworks Inc. 459,758 920
*,^ Rocket Fuel Inc. 536,942 918
* Upland Software Inc. 101,213 906
  GlobalSCAPE Inc. 213,477 869
*,^ SITO Mobile Ltd. 225,398 832
* Covisint Corp. 408,547 776
  AstroNova Inc. 50,100 714
* Icad Inc. 214,839 695
* Xplore Technologies Corp. 312,216 631
* Inuvo Inc. 363,197 607
  RELM Wireless Corp. 127,563 606
* ARC Group Worldwide Inc. 126,690 557
* Resonant Inc. 101,540 513
* Westell Technologies Inc. Class A 696,943 453
* Identiv Inc. 128,529 409
* DASAN Zhone Solutions Inc. 414,351 408
* Intermolecular Inc. 420,975 399
* eGain Corp. 180,736 380
  Communications Systems Inc. 75,909 351
* inTEST Corp. 75,255 346
* Data I/O Corp. 79,543 332
* Qumu Corp. 136,998 326
* FalconStor Software Inc. 703,835 317
* Marin Software Inc. 133,535 314
  CSP Inc. 29,660 314
* FORM Holdings Corp. 143,235 305
*,^ ParkerVision Inc. 141,148 260
*,^ Aehr Test Systems 93,715 226
* Streamline Health Solutions Inc. 181,006 224
* SharpSpring Inc. 35,880 189
* Lantronix Inc. 107,354 183
* BroadVision Inc. 38,131 177
* Network-1 Technologies Inc. 45,755 156
* Smith Micro Software Inc. 93,135 146
* Adesto Technologies Corp. 63,582 118
* Mastech Digital Inc. 15,394 105
* Cinedigm Corp. Class A 67,058 97
*,^ NXT-ID Inc. 33,800 93
* Determine Inc. 48,769 90
* Sonic Foundry Inc. 17,328 86
* ADDvantage Technologies Group Inc. 29,519 52
* Fusion Telecommunications International Inc. 31,290 47
* Internap Corp. 15,400 24
* Imation Corp. 26,366 22
* Atomera Inc. 2,980 20
* Socket Mobile Inc. 5,000 19
* Finjan Holdings Inc. 6,800 8
  Intelligent Systems Corp. 1,383 6
* Infosonics Corp. 14,144 6
*,^ Voltari Corp. 2,237 5
      80,674,890
Telecommunications (2.4%)    
  AT&T Inc. 130,162,950 5,535,830
  Verizon Communications Inc. 86,383,145 4,611,132
* T-Mobile US Inc. 6,098,353 350,716
* Level 3 Communications Inc. 6,095,827 343,561
  CenturyLink Inc. 11,566,995 275,063
* SBA Communications Corp. Class A 2,638,586 272,460
*,^ Sprint Corp. 12,641,148 106,439
* Zayo Group Holdings Inc. 3,063,282 100,659
  Frontier Communications Corp. 24,792,580 83,799
  Telephone & Data Systems Inc. 1,924,246 55,553
  Shenandoah Telecommunications Co. 995,747 27,184

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
  Consolidated Communications Holdings Inc. 1,003,325 26,939
* Vonage Holdings Corp. 3,915,472 26,821
* 8x8 Inc. 1,775,688 25,392
  Cincinnati Bell Inc. 962,075 21,502
  ATN International Inc. 226,525 18,152
*,^ Iridium Communications Inc. 1,691,911 16,242
* GTT Communications Inc. 527,326 15,161
  Windstream Holdings Inc. 1,996,364 14,633
*,^ Globalstar Inc. 8,993,896 14,210
  EarthLink Holdings Corp. 2,317,427 13,070
* United States Cellular Corp. 270,905 11,844
* ORBCOMM Inc. 1,366,538 11,301
* General Communication Inc. Class A 538,965 10,483
* FairPoint Communications Inc. 479,503 8,967
  Spok Holdings Inc. 405,283 8,410
* Hawaiian Telcom Holdco Inc. 286,751 7,106
* Lumos Networks Corp. 433,706 6,775
  IDT Corp. Class B 357,074 6,620
*,^ pdvWireless Inc. 259,979 5,863
*,^ Straight Path Communications Inc. Class B 151,385 5,134
* HC2 Holdings Inc. 545,396 3,234
* Alaska Communications Systems Group Inc. 1,432,201 2,349
*,^ Intelsat SA 587,792 1,569
* Pareteum Corp. 1,003,978 120
* Otelco Inc. Class A 2,754 18
      12,044,311
Utilities (3.1%)    
  NextEra Energy Inc. 10,151,300 1,212,674
  Duke Energy Corp. 14,559,005 1,130,070
  Southern Co. 20,710,219 1,018,736
  Dominion Resources Inc. 13,278,827 1,017,025
  Exelon Corp. 19,490,339 691,712
  American Electric Power Co. Inc. 10,392,347 654,302
  PG&E Corp. 10,691,639 649,731
  Sempra Energy 5,297,058 533,096
  Edison International 6,895,174 496,384
  PPL Corp. 14,344,058 488,415
  Consolidated Edison Inc. 6,431,161 473,848
  Public Service Enterprise Group Inc. 10,690,290 469,090
  Xcel Energy Inc. 10,712,314 435,991
  WEC Energy Group Inc. 6,664,429 390,869
  DTE Energy Co. 3,788,881 373,243
  Eversource Energy 6,709,627 370,573
  FirstEnergy Corp. 8,991,483 278,466
  Entergy Corp. 3,760,547 276,287
  American Water Works Co. Inc. 3,709,756 268,438
  Ameren Corp. 5,115,316 268,349
  ONEOK Inc. 4,449,934 255,471
  CMS Energy Corp. 5,796,580 241,254
  CenterPoint Energy Inc. 8,616,913 212,321
  SCANA Corp. 2,709,475 198,550
  Pinnacle West Capital Corp. 2,363,366 184,413
  Alliant Energy Corp. 4,814,252 182,412
  UGI Corp. 3,675,744 169,378
  Westar Energy Inc. Class A 2,993,028 168,657
  Atmos Energy Corp. 2,198,392 163,011
  AES Corp. 13,988,954 162,552
  NiSource Inc. 6,798,443 150,518
  Great Plains Energy Inc. 4,466,692 122,164
  Aqua America Inc. 3,635,610 109,214
  National Fuel Gas Co. 1,708,703 96,781
  Vectren Corp. 1,781,811 92,921
  IDACORP Inc. 1,111,140 89,502
* Calpine Corp. 7,596,927 86,833

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
  Portland General Electric Co. 1,951,812 84,572
  WGL Holdings Inc. 1,074,636 81,973
  NRG Energy Inc. 6,670,306 81,778
  Hawaiian Electric Industries Inc. 2,283,128 75,503
  Southwest Gas Corp. 952,916 73,012
  Black Hills Corp. 1,162,905 71,333
  ONE Gas Inc. 1,099,153 70,302
  ALLETE Inc. 1,062,323 68,190
  New Jersey Resources Corp. 1,817,280 64,513
  PNM Resources Inc. 1,772,187 60,786
  Spire Inc. 931,528 60,130
  Avista Corp. 1,486,614 59,450
  NorthWestern Corp. 1,030,704 58,616
  South Jersey Industries Inc. 1,675,782 56,457
  MGE Energy Inc. 842,635 55,024
  Avangrid Inc. 1,340,894 50,793
  Ormat Technologies Inc. 850,518 45,605
  El Paso Electric Co. 906,080 42,133
  California Water Service Group 1,108,292 37,571
  Northwest Natural Gas Co. 601,574 35,974
  American States Water Co. 759,874 34,620
  Empire District Electric Co. 923,557 31,484
* TerraForm Power Inc. Class A 1,825,120 23,380
  Chesapeake Utilities Corp. 335,144 22,438
* Dynegy Inc. 2,493,045 21,091
  SJW Group 373,840 20,928
  Connecticut Water Service Inc. 330,836 18,477
  Unitil Corp. 406,314 18,422
  Middlesex Water Co. 369,766 15,878
  York Water Co. 285,431 10,903
*,^ Sunrun Inc. 1,496,357 7,946
  Artesian Resources Corp. Class A 226,518 7,235
* Atlantic Power Corp. 2,261,958 5,655
  Delta Natural Gas Co. Inc. 191,597 5,620
*,^ Cadiz Inc. 367,102 4,589
  Gas Natural Inc. 345,011 4,330
^ Spark Energy Inc. Class A 125,328 3,797
* Pure Cycle Corp. 483,835 2,661
  Genie Energy Ltd. Class B 296,510 1,705
* US Geothermal Inc. 378,870 1,550
*,^ Vivint Solar Inc. 225,836 576
* AquaVenture Holdings Ltd. 21,284 522
      15,680,773
Total Common Stocks (Cost $341,328,447)   496,147,408

 

 

Total Stock Market Index Fund        
 
 
        Face  
      Maturity Amount  
    Coupon Date ($000)  
Convertible Bonds (0.0%)        
 
  Catalyst Biosciences Inc. Cvt. 0.000% 2/19/18 649 424
Total Convertible Bonds (Cost $0)       424
 
        Shares  
Temporary Cash Investments (0.7%)1        
Money Market Fund (0.7%)        
3,4 Vanguard Market Liquidity Fund 0.823%   32,961,150 3,296,445
 
        Face  
        Amount  
        ($000)  
U.S. Government and Agency Obligations (0.0%)        
  United States Treasury Bill 0.290% 1/5/17 5,000 5,000
5 United States Treasury Bill 0.406% 2/9/17 210 210
  United States Treasury Bill 0.601% 4/27/17 1,900 1,896
5 United States Treasury Bill 0.564%-0.567% 5/4/17 29,900 29,842
5 United States Treasury Bill 0.623% 5/18/17 12,100 12,073
5,6 United States Treasury Bill 0.607%-0.618% 5/25/17 52,600 52,474
          101,495
Total Temporary Cash Investments (Cost $3,397,810)       3,397,940
Total Investments (100.2%) (Cost $344,726,257)       499,545,772
          Amount
          ($000)
Other Assets and Liabilities (-0.2%)        
Other Assets        
Investment in Vanguard       36,779
Receivables for Investment Securities Sold       82,440
Receivables for Accrued Income       646,428
Receivables for Capital Shares Issued       945,632
Other Assets       18,556
Total Other Assets       1,729,835
Liabilities        
Payable for Investment Securities Purchased       (34,246)
Collateral for Securities on Loan       (1,635,086))
Payables for Capital Shares Redeemed       (924,771)
Payables to Vanguard       (219,349)
Other Liabilities       (10,223)
Total Liabilities       (2,823,675)
Net Assets (100%)       498,451,932

 

 

Total Stock Market Index Fund  
 
At December 31, 2016, net assets consisted of:  
 
  Amount
  ($000)
Paid-in Capital 344,186,084
Overdistributed Net Investment Income (85,889)
Accumulated Net Realized Losses (447,121)
Unrealized Appreciation (Depreciation)  
Investment Securities 154,819,515
Futures Contracts (20,158)
Swap Contracts (499)
Net Assets 498,451,932
 
Investor Shares—Net Assets  
Applicable to 1,853,895,846 outstanding $.001 par value shares of  
beneficial interest (unlimited authorization) 103,932,248
Net Asset Value Per Share—Investor Shares $56.06
 
ETF Shares—Net Assets  
Applicable to 606,640,639 outstanding $.001 par value shares of  
beneficial interest (unlimited authorization) 69,888,585
Net Asset Value Per Share—ETF Shares $115.21
 
Admiral Shares—Net Assets  
Applicable to 2,703,472,409 outstanding $.001 par value shares of  
beneficial interest (unlimited authorization) 151,612,481
Net Asset Value Per Share—Admiral Shares $56.08
 
Institutional Shares—Net Assets  
Applicable to 1,416,356,578 outstanding $.001 par value shares of  
beneficial interest (unlimited authorization) 79,442,669
Net Asset Value Per Share—Institutional Shares $56.09
 
Institutional Plus Shares—Net Assets  
Applicable to 808,393,630 outstanding $.001 par value shares of  
beneficial interest (unlimited authorization) 85,030,555
Net Asset Value Per Share—Institutional Plus Shares $105.18
 
Institutional Select Shares—Net Assets  
Applicable to 77,425,599 outstanding $.001 par value shares of  
beneficial interest (unlimited authorization) 8,545,394
Net Asset Value Per Share—Institutional Select Shares $110.37

 

* Non-income-producing security.
^ Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $1,517,319,000.
1 The fund invests a portion of its cash reserves in equity markets through the use of index futures contracts and swap contracts. After giving
effect to futures and swap investments, the fund's effective common stock and temporary cash investment positions represent 100.0% and
0.2%, respectively, of net assets.
2 “Other” represents securities that are not classified by the fund’s benchmark index.
3 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day
yield.
4 Includes $1,635,086,000 of collateral received for securities on loan.
5 Securities with a value of $92,987,000 have been segregated as initial margin for open futures contracts.
6 Securities with a value of $1,501,000 have been segregated as collateral for open over-the-counter swap contracts.
CVR—Contingent Value Rights.
REIT—Real Estate Investment Trust.
See accompanying Notes, which are an integral part of the Financial Statements

 

Total Stock Market Index Fund

Financial Statements

Statement of Net Assets
As of December 31, 2015

The fund reports a complete list of its holdings in regulatory filings four times in each fiscal year, at the quarter-ends. For the second and fourth fiscal quarters, the complete listing of the fund’s holdings is available electronically on vanguard.com and on the Securities and Exchange Commission’s website (sec.gov), or you can have it mailed to you without charge by calling 800-662-7447. For the first and third fiscal quarters, the fund files the lists with the SEC on Form N-Q. Shareholders can look up the fund’s Forms N-Q on the SEC’s website. Forms N-Q may also be reviewed and copied at the SEC’s Public Reference Room.

    Market
    Value
  Shares ($000)
Common Stocks (99.4%)1    
Basic Materials (2.3%)    
Dow Chemical Co. 21,244,888 1,093,687
EI du Pont de Nemours & Co. 16,068,993 1,070,195
LyondellBasell Industries NV Class A 6,594,731 573,082
Ecolab Inc. 4,876,503 557,774
Praxair Inc. 5,260,231 538,648
PPG Industries Inc. 4,945,385 488,703
Air Products & Chemicals Inc. 3,557,694 462,892
International Paper Co. 7,607,539 286,804
Alcoa Inc. 24,016,095 237,039
Nucor Corp. 5,868,560 236,503
Celanese Corp. Class A 2,758,833 185,752
International Flavors & Fragrances Inc. 1,463,479 175,091
Newmont Mining Corp. 9,691,000 174,341
Eastman Chemical Co. 2,581,855 174,301
CF Industries Holdings Inc. 4,270,226 174,268
Airgas Inc. 1,189,293 164,503
Mosaic Co. 5,834,327 160,969
Freeport-McMoRan Inc. 21,194,290 143,485
* WR Grace & Co. 1,298,145 129,282
Ashland Inc. 1,222,040 125,504
Albemarle Corp. 2,050,215 114,833
RPM International Inc. 2,424,634 106,829
Avery Dennison Corp. 1,672,637 104,807
FMC Corp. 2,439,152 95,444
Steel Dynamics Inc. 4,198,505 75,027
Reliance Steel & Aluminum Co. 1,265,220 73,269
NewMarket Corp. 190,115 72,382
* Axalta Coating Systems Ltd. 2,603,057 69,371
Sensient Technologies Corp. 843,329 52,978
Olin Corp. 3,016,297 52,061
PolyOne Corp. 1,594,973 50,656
Compass Minerals International Inc. 616,963 46,439
Royal Gold Inc. 1,198,792 43,720
Huntsman Corp. 3,808,925 43,307
Domtar Corp. 1,135,328 41,950
Cabot Corp. 1,022,798 41,812
Westlake Chemical Corp. 711,836 38,667
KapStone Paper and Packaging Corp. 1,577,003 35,624
Balchem Corp. 566,582 34,448
* Chemtura Corp. 1,235,279 33,686
^ CONSOL Energy Inc. 4,181,788 33,036
HB Fuller Co. 885,817 32,306
Minerals Technologies Inc. 633,080 29,033
Commercial Metals Co. 2,100,061 28,750
* Platform Specialty Products Corp. 2,162,310 27,742
Carpenter Technology Corp. 895,258 27,099
* Cambrex Corp. 574,942 27,074
Kaiser Aluminum Corp. 305,018 25,518
Worthington Industries Inc. 830,634 25,035

 

 

Total Stock Market Index Fund    
 
 
      Market
      Value
    Shares ($000)
  Allegheny Technologies Inc. 1,993,314 22,425
  Innospec Inc. 411,426 22,345
^ United States Steel Corp. 2,664,319 21,261
  Axiall Corp. 1,279,737 19,708
* Stillwater Mining Co. 2,189,665 18,765
  Neenah Paper Inc. 299,096 18,673
^ US Silica Holdings Inc. 979,076 18,338
  Chemours Co. 3,310,036 17,742
  Stepan Co. 357,047 17,742
  Quaker Chemical Corp. 227,172 17,551
* Ferro Corp. 1,551,380 17,251
  Calgon Carbon Corp. 943,025 16,267
  A Schulman Inc. 492,103 15,078
* Clearwater Paper Corp. 327,381 14,906
  PH Glatfelter Co. 785,707 14,488
  Aceto Corp. 504,105 13,601
  Hecla Mining Co. 6,858,625 12,963
  Globe Specialty Metals Inc. 1,201,691 12,918
  Deltic Timber Corp. 202,255 11,907
* CSW Industrials Inc. 284,057 10,700
* Univar Inc. 621,690 10,575
  Innophos Holdings Inc. 338,261 9,803
* Resolute Forest Products Inc. 1,185,835 8,977
* Kraton Performance Polymers Inc. 509,037 8,455
  Haynes International Inc. 221,753 8,136
  Wausau Paper Corp. 776,889 7,948
  Rayonier Advanced Materials Inc. 775,831 7,595
*,^ AK Steel Holding Corp. 3,072,188 6,882
  American Vanguard Corp. 484,761 6,792
* Koppers Holdings Inc. 345,861 6,312
  Tredegar Corp. 458,923 6,251
* Coeur Mining Inc. 2,460,580 6,102
  FutureFuel Corp. 414,559 5,597
  Hawkins Inc. 153,812 5,502
* Veritiv Corp. 146,119 5,292
* OMNOVA Solutions Inc. 758,640 4,650
  Tronox Ltd. Class A 1,132,443 4,428
  Chase Corp. 100,230 4,082
  SunCoke Energy Inc. 1,152,206 3,998
* Century Aluminum Co. 861,083 3,806
*,^ AgroFresh Solutions Inc. 598,300 3,787
* Real Industry Inc. 466,580 3,747
*,^ Cliffs Natural Resources Inc. 2,357,380 3,725
  KMG Chemicals Inc. 151,079 3,478
* Intrepid Potash Inc. 1,033,295 3,048
*,^ Senomyx Inc. 780,100 2,941
  Kronos Worldwide Inc. 461,593 2,603
*,^ Peabody Energy Corp. 336,547 2,585
* LSB Industries Inc. 340,485 2,469
* Cloud Peak Energy Inc. 1,104,456 2,297
*,^ Horsehead Holding Corp. 1,064,636 2,183
  Olympic Steel Inc. 171,066 1,981
*,^ Westmoreland Coal Co. 335,642 1,974
  Ampco-Pittsburgh Corp. 179,902 1,846
*,^ Uranium Energy Corp. 1,716,068 1,819
  Rentech Inc. 506,989 1,785
* Codexis Inc. 415,606 1,758
  Gold Resource Corp. 839,595 1,394
* Fairmount Santrol Holdings Inc. 586,854 1,379
  Synalloy Corp. 168,394 1,159
*,^ Ur-Energy Inc. 1,772,000 1,152
* Universal Stainless & Alloy Products Inc. 113,899 1,058
  Hallador Energy Co. 206,031 939
* Northern Technologies International Corp. 62,556 868
* Ryerson Holding Corp. 128,702 601

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
  Friedman Industries Inc. 86,825 479
  United-Guardian Inc. 22,924 439
* Comstock Mining Inc. 1,090,693 436
^ Arch Coal Inc. 379,939 375
*,^ Marrone Bio Innovations Inc. 288,282 317
  Empire Resources Inc. 78,065 290
* Dynasil Corp. of America 158,073 283
* NL Industries Inc. 92,843 282
* Solitario Exploration & Royalty Corp. 537,224 265
*,^ Uranium Resources Inc. 509,666 265
* General Moly Inc. 1,063,551 213
*,^ Metabolix Inc. 93,474 144
*,^ Golden Minerals Co. 688,429 138
*,^ Uni-Pixel Inc. 197,660 103
* Pershing Gold Corp. 28,854 101
* Ikonics Corp. 6,410 72
* Centrus Energy Corp. Class A 33,592 44
* Paramount Gold Nevada Corp. 26,153 27
* TOR Minerals International Inc. 2,580 12
* Finjan Holdings Inc. 6,800 8
      9,158,407
Consumer Goods (10.2%)    
  Procter & Gamble Co. 49,897,085 3,962,328
  Coca-Cola Co. 71,806,305 3,084,799
  PepsiCo Inc. 26,732,123 2,671,074
  Philip Morris International Inc. 28,417,610 2,498,192
  Altria Group Inc. 35,954,691 2,092,923
  NIKE Inc. Class B 24,746,368 1,546,648
  Mondelez International Inc. Class A 27,712,845 1,242,644
  Colgate-Palmolive Co. 16,462,788 1,096,751
  Ford Motor Co. 71,467,623 1,006,979
  General Motors Co. 25,682,193 873,451
  Kimberly-Clark Corp. 6,645,576 845,982
  Kraft Heinz Co. 11,123,611 809,354
  Monsanto Co. 8,071,363 795,191
  Reynolds American Inc. 15,704,149 724,746
  General Mills Inc. 10,958,032 631,840
  Johnson Controls Inc. 11,889,966 469,535
  Delphi Automotive plc 5,144,804 441,064
*,^ Tesla Motors Inc. 1,800,517 432,142
  Constellation Brands Inc. Class A 3,007,306 428,361
* Monster Beverage Corp. 2,806,400 418,041
  Archer-Daniels-Midland Co. 10,955,349 401,842
  VF Corp. 6,248,523 388,971
* Electronic Arts Inc. 5,409,251 371,724
  Activision Blizzard Inc. 9,373,775 362,859
  Estee Lauder Cos. Inc. Class A 4,085,375 359,758
  ConAgra Foods Inc. 7,920,205 333,916
  Kellogg Co. 4,528,893 327,303
  Dr Pepper Snapple Group Inc. 3,441,528 320,750
  Clorox Co. 2,358,820 299,169
  Stanley Black & Decker Inc. 2,774,816 296,156
  Tyson Foods Inc. Class A 5,435,322 289,866
  Mead Johnson Nutrition Co. 3,632,818 286,811
  JM Smucker Co. 2,189,300 270,028
* Under Armour Inc. Class A 3,299,890 266,004
  Molson Coors Brewing Co. Class B 2,684,731 252,150
  Hershey Co. 2,575,588 229,923
  Genuine Parts Co. 2,630,170 225,905
* Jarden Corp. 3,835,257 219,070
* Mohawk Industries Inc. 1,151,349 218,054
  Newell Rubbermaid Inc. 4,899,356 215,964
  Whirlpool Corp. 1,441,251 211,677
  Hanesbrands Inc. 7,177,481 211,233

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
  DR Horton Inc. 6,418,579 205,587
  Church & Dwight Co. Inc. 2,387,876 202,683
  Hormel Foods Corp. 2,412,244 190,760
  Brown-Forman Corp. Class B 1,888,287 187,469
  Keurig Green Mountain Inc. 2,047,183 184,206
  Coca-Cola Enterprises Inc. 3,728,793 183,606
  Snap-on Inc. 1,058,390 181,440
  Campbell Soup Co. 3,391,016 178,198
  Bunge Ltd. 2,605,566 177,908
  BorgWarner Inc. 4,099,441 177,219
  McCormick & Co. Inc. 2,009,171 171,905
  Lear Corp. 1,386,460 170,299
  Mattel Inc. 6,217,702 168,935
  Coach Inc. 5,075,871 166,133
  Goodyear Tire & Rubber Co. 4,923,279 160,844
  Harley-Davidson Inc. 3,521,631 159,847
  Lennar Corp. Class A 3,173,754 155,228
* LKQ Corp. 5,021,104 148,775
  Hasbro Inc. 2,059,669 138,739
* Michael Kors Holdings Ltd. 3,211,315 128,645
* WhiteWave Foods Co. Class A 3,222,132 125,373
  Ingredion Inc. 1,302,219 124,805
  Harman International Industries Inc. 1,306,055 123,043
  Ralph Lauren Corp. Class A 1,079,862 120,383
* Middleby Corp. 1,047,909 113,038
* NVR Inc. 67,744 111,303
  PVH Corp. 1,510,933 111,280
  PulteGroup Inc. 5,740,038 102,287
  Leucadia National Corp. 5,875,189 102,170
* WABCO Holdings Inc. 996,139 101,865
  Leggett & Platt Inc. 2,365,249 99,388
  Polaris Industries Inc. 1,145,852 98,486
* Toll Brothers Inc. 2,894,745 96,395
*,^ lululemon athletica Inc. 1,793,627 94,112
  Pinnacle Foods Inc. 2,111,752 89,665
* Edgewell Personal Care Co. 1,126,414 88,277
* Visteon Corp. 743,256 85,103
  Gentex Corp. 5,278,677 84,512
  Brunswick Corp. 1,667,396 84,220
* Tempur Sealy International Inc. 1,138,263 80,202
  Carter's Inc. 893,922 79,586
* Hain Celestial Group Inc. 1,873,422 75,668
* Skechers U.S.A. Inc. Class A 2,377,203 71,815
  Flowers Foods Inc. 3,287,021 70,638
* Post Holdings Inc. 1,133,407 69,931
*,^ Herbalife Ltd. 1,182,085 63,383
  Pool Corp. 734,587 59,340
* TreeHouse Foods Inc. 742,828 58,282
  CalAtlantic Group Inc. 1,435,613 54,438
  Scotts Miracle-Gro Co. Class A 837,003 53,995
* Vista Outdoor Inc. 1,146,659 51,038
* Take-Two Interactive Software Inc. 1,453,057 50,624
* Helen of Troy Ltd. 514,520 48,494
  Thor Industries Inc. 859,578 48,265
* Tenneco Inc. 1,039,878 47,741
  Spectrum Brands Holdings Inc. 429,859 43,760
  Tupperware Brands Corp. 783,305 43,591
* Kate Spade & Co. 2,334,856 41,490
  Snyder's-Lance Inc. 1,196,019 41,023
  Dana Holding Corp. 2,940,188 40,575
  Lancaster Colony Corp. 350,646 40,486
  Cooper Tire & Rubber Co. 1,040,367 39,378
  Vector Group Ltd. 1,650,625 38,938
  Energizer Holdings Inc. 1,128,100 38,423

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
^ Nu Skin Enterprises Inc. Class A 1,001,424 37,944
  B&G Foods Inc. 1,044,654 36,584
* Zynga Inc. Class A 13,520,122 36,234
* Boston Beer Co. Inc. Class A 167,208 33,761
* TRI Pointe Group Inc. 2,617,214 33,160
* G-III Apparel Group Ltd. 745,677 33,004
  Avon Products Inc. 7,975,667 32,301
*,^ Fitbit Inc. Class A 1,080,525 31,973
  J&J Snack Foods Corp. 272,916 31,841
* Darling Ingredients Inc. 2,971,041 31,255
* Gentherm Inc. 652,626 30,934
  Herman Miller Inc. 1,076,322 30,890
* Steven Madden Ltd. 1,020,655 30,844
  Wolverine World Wide Inc. 1,770,692 29,588
  HNI Corp. 805,937 29,062
  Dean Foods Co. 1,684,689 28,892
*,^ GoPro Inc. Class A 1,520,089 27,377
*,^ Fossil Group Inc. 744,182 27,207
* Deckers Outdoor Corp. 575,754 27,176
* Dorman Products Inc. 572,247 27,165
  Sanderson Farms Inc. 341,522 26,475
^ Pilgrim's Pride Corp. 1,169,464 25,833
  Coty Inc. Class A 997,909 25,576
  Columbia Sportswear Co. 516,818 25,200
  Drew Industries Inc. 412,790 25,135
  Fresh Del Monte Produce Inc. 637,764 24,796
* American Axle & Manufacturing Holdings Inc. 1,298,670 24,597
  WD-40 Co. 248,130 24,478
* Meritage Homes Corp. 718,810 24,432
^ Cal-Maine Foods Inc. 515,644 23,895
  Schweitzer-Mauduit International Inc. 547,797 23,002
  La-Z-Boy Inc. 913,849 22,316
  Steelcase Inc. Class A 1,449,511 21,598
  Universal Corp. 383,170 21,488
*,^ Wayfair Inc. 449,123 21,387
  Interface Inc. Class A 1,116,972 21,379
* Cooper-Standard Holding Inc. 264,830 20,548
  KB Home 1,629,309 20,089
* Select Comfort Corp. 919,820 19,693
* Diamond Foods Inc. 483,710 18,647
* iRobot Corp. 491,183 17,388
  MDC Holdings Inc. 676,440 17,270
* Tumi Holdings Inc. 1,028,668 17,107
  Oxford Industries Inc. 264,999 16,912
  Knoll Inc. 830,746 15,618
  Callaway Golf Co. 1,638,702 15,437
  Andersons Inc. 483,029 15,278
* TiVo Inc. 1,756,844 15,162
  Coca-Cola Bottling Co. Consolidated 82,736 15,100
* Seaboard Corp. 5,158 14,931
* ACCO Brands Corp. 1,980,908 14,124
  Calavo Growers Inc. 284,544 13,943
* Crocs Inc. 1,332,238 13,642
* Universal Electronics Inc. 265,058 13,611
*,^ Blue Buffalo Pet Products Inc. 717,174 13,418
* USANA Health Sciences Inc. 104,879 13,398
  Standard Motor Products Inc. 348,854 13,274
* Cavco Industries Inc. 157,454 13,117
  Ethan Allen Interiors Inc. 466,555 12,980
  Briggs & Stratton Corp. 747,396 12,930
* Boulder Brands Inc. 1,051,290 11,543
^ Tootsie Roll Industries Inc. 362,276 11,444
  Nutrisystem Inc. 516,721 11,182
* Motorcar Parts of America Inc. 327,259 11,065

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
  Lennar Corp. Class B 270,198 10,857
  Tower International Inc. 351,438 10,041
* WCI Communities Inc. 424,199 9,451
  Winnebago Industries Inc. 474,301 9,439
* Taylor Morrison Home Corp. Class A 586,912 9,391
* National Beverage Corp. 205,420 9,334
* M/I Homes Inc. 417,578 9,153
  Phibro Animal Health Corp. Class A 303,349 9,140
* Nautilus Inc. 533,621 8,922
* RealD Inc. 822,627 8,679
* Blount International Inc. 865,771 8,493
* Omega Protein Corp. 368,871 8,189
* Beazer Homes USA Inc. 712,102 8,182
  John B Sanfilippo & Son Inc. 150,542 8,134
  Movado Group Inc. 310,748 7,989
  Libbey Inc. 369,370 7,875
  National Presto Industries Inc. 94,028 7,791
* Unifi Inc. 276,404 7,781
* Modine Manufacturing Co. 854,773 7,736
  Superior Industries International Inc. 419,432 7,726
  Inter Parfums Inc. 316,690 7,544
* DTS Inc. 327,606 7,397
*,^ LGI Homes Inc. 290,354 7,064
* William Lyon Homes Class A 407,454 6,723
* Stoneridge Inc. 440,144 6,514
  Orchids Paper Products Co. 206,129 6,373
* Central Garden & Pet Co. Class A 450,283 6,124
* Revlon Inc. Class A 217,362 6,051
  Medifast Inc. 197,637 6,004
* Fox Factory Holding Corp. 343,326 5,675
* Century Communities Inc. 319,982 5,667
* Vera Bradley Inc. 357,670 5,637
*,^ Iconix Brand Group Inc. 819,840 5,599
* ZAGG Inc. 509,700 5,576
*,^ Eastman Kodak Co. 441,782 5,540
*,^ Sequential Brands Group Inc. 671,449 5,311
  Flexsteel Industries Inc. 115,074 5,084
* Malibu Boats Inc. Class A 309,834 5,072
  Kimball International Inc. Class B 499,744 4,882
  Bassett Furniture Industries Inc. 189,727 4,758
  MGP Ingredients Inc. 183,270 4,756
  Hooker Furniture Corp. 185,294 4,677
* Glu Mobile Inc. 1,880,352 4,569
* Primo Water Corp. 565,387 4,523
* Central Garden & Pet Co. 333,932 4,515
  Culp Inc. 168,561 4,293
*,^ Elizabeth Arden Inc. 430,117 4,258
  Metaldyne Performance Group Inc. 224,564 4,118
* Federal-Mogul Holdings Corp. 596,048 4,083
*,^ Jamba Inc. 293,398 3,958
* Nutraceutical International Corp. 151,045 3,900
*,^ Hovnanian Enterprises Inc. Class A 2,124,056 3,845
* Perry Ellis International Inc. 208,575 3,842
  Arctic Cat Inc. 225,505 3,694
* Lipocine Inc. 275,528 3,563
  Oil-Dri Corp. of America 95,357 3,512
  Strattec Security Corp. 60,661 3,427
*,^ Amplify Snack Brands Inc. 282,781 3,258
*,^ JAKKS Pacific Inc. 401,411 3,195
  Titan International Inc. 795,454 3,134
*,^ Freshpet Inc. 365,703 3,105
* Farmer Brothers Co. 94,199 3,040
  Superior Uniform Group Inc. 178,068 3,024
  Weyco Group Inc. 112,378 3,007

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
* Seneca Foods Corp. Class A 99,386 2,880
* New Home Co. Inc. 219,031 2,839
* Cherokee Inc. 159,726 2,755
  A-Mark Precious Metals Inc. 141,896 2,724
^ Limoneira Co. 179,488 2,682
* Inventure Foods Inc. 340,141 2,415
* Lifevantage Corp. 245,200 2,334
* Craft Brew Alliance Inc. 269,268 2,254
*,^ Vuzix Corp. 279,152 2,119
* Black Diamond Inc. 465,414 2,057
* Castle Brands Inc. 1,613,664 1,985
  Lifetime Brands Inc. 148,347 1,967
  Escalade Inc. 141,344 1,873
  Alico Inc. 47,911 1,854
* Fenix Parts Inc. 272,016 1,847
  Rocky Brands Inc. 154,882 1,790
* Skullcandy Inc. 368,189 1,742
  Crown Crafts Inc. 204,279 1,734
* Core Molding Technologies Inc. 134,770 1,729
  Alliance One International Inc. 147,489 1,692
* MCBC Holdings Inc. 119,686 1,640
* Dixie Group Inc. 312,289 1,633
  Nature's Sunshine Products Inc. 160,581 1,625
* Fuel Systems Solutions Inc. 326,103 1,595
* LoJack Corp. 276,852 1,539
  Johnson Outdoors Inc. Class A 69,364 1,518
* Delta Apparel Inc. 107,852 1,514
* Vince Holding Corp. 328,510 1,505
* Lakeland Industries Inc. 122,201 1,459
* Lifeway Foods Inc. 95,840 1,064
  Marine Products Corp. 166,467 1,005
  LS Starrett Co. Class A 95,823 931
* LeapFrog Enterprises Inc. 1,202,231 854
* Reed's Inc. 148,219 794
* S&W Seed Co. 179,327 757
* Shiloh Industries Inc. 140,270 735
  Rocky Mountain Chocolate Factory Inc. 67,227 723
* US Auto Parts Network Inc. 236,188 694
* Mannatech Inc. 36,471 693
  Kewaunee Scientific Corp. 36,368 647
* Stanley Furniture Co. Inc. 230,972 644
* Female Health Co. 415,043 602
* Tandy Leather Factory Inc. 77,119 566
*,^ DS Healthcare Group Inc. 152,892 393
* Coffee Holding Co. Inc. 96,178 370
* Summer Infant Inc. 163,915 366
  Acme United Corp. 20,357 346
*,^ Quantum Fuel Systems Technologies Worldwide Inc. 469,988 343
*,^ Nova Lifestyle Inc. 171,576 309
* Alpha Pro Tech Ltd. 169,806 297
* Charles & Colvard Ltd. 233,777 262
* Skyline Corp. 72,991 261
* RiceBran Technologies 114,553 218
*,^ Clean Diesel Technologies Inc. 229,646 216
* Natural Alternatives International Inc. 20,875 216
* Emerson Radio Corp. 183,685 182
* P&F Industries Inc. Class A 16,709 148
* Tofutti Brands Inc. 34,800 145
* Joe's Jeans Inc. 839,567 138
* Cyanotech Corp. 23,066 126
* Willamette Valley Vineyards Inc. 15,015 106
* CCA Industries Inc. 27,573 86
  Unique Fabricating Inc. 6,623 82
  Compx International Inc. 5,846 67

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
* CTI Industries Corp. 11,946 60
  Golden Enterprises Inc. 9,731 47
* Hovnanian Enterprises Inc. Class B 19,300 35
* Crystal Rock Holdings Inc. 60,150 35
* Koss Corp. 12,072 24
* Ocean Bio-Chem Inc. 9,942 21
* Virco Manufacturing Corp. 4,291 14
*,^ Comstock Holding Cos. Inc. Class A 9,193 13
* Reliv International Inc. 19,300 12
      41,061,184
Consumer Services (13.9%)    
* Amazon.com Inc. 6,875,454 4,647,051
  Home Depot Inc. 23,256,656 3,075,693
  Walt Disney Co. 27,282,122 2,866,805
  Comcast Corp. Class A 44,784,115 2,527,168
  McDonald's Corp. 16,838,583 1,989,310
  CVS Health Corp. 20,301,420 1,984,870
  Wal-Mart Stores Inc. 26,454,106 1,621,637
  Starbucks Corp. 25,866,651 1,552,775
  Costco Wholesale Corp. 8,020,055 1,295,239
  Lowe's Cos. Inc. 16,969,243 1,290,341
  Walgreens Boots Alliance Inc. 14,970,245 1,274,791
* Priceline Group Inc. 912,678 1,163,619
  Time Warner Cable Inc. 5,188,549 962,943
  Time Warner Inc. 13,924,268 900,482
* Netflix Inc. 7,444,052 851,451
  TJX Cos. Inc. 11,747,138 832,990
  McKesson Corp. 4,218,758 832,066
  Target Corp. 11,293,004 819,985
  Twenty-First Century Fox Inc. Class A 29,256,384 794,603
  Delta Air Lines Inc. 14,428,207 731,366
  Kroger Co. 16,943,388 708,742
  Yum! Brands Inc. 7,905,295 577,482
* eBay Inc. 20,907,830 574,547
  Cardinal Health Inc. 6,029,168 538,224
  Southwest Airlines Co. 11,929,317 513,676
  American Airlines Group Inc. 11,565,030 489,779
* O'Reilly Automotive Inc. 1,718,221 435,432
  L Brands Inc. 4,520,650 433,169
* AutoZone Inc. 558,862 414,625
  Carnival Corp. 7,558,051 411,763
  Ross Stores Inc. 7,477,112 402,343
* United Continental Holdings Inc. 7,002,326 401,233
  Sysco Corp. 9,370,317 384,183
  AmerisourceBergen Corp. Class A 3,621,555 375,591
  Dollar General Corp. 5,123,622 368,235
  CBS Corp. Class B 7,767,569 366,086
  Omnicom Group Inc. 4,424,308 334,743
  Royal Caribbean Cruises Ltd. 3,219,478 325,843
  Las Vegas Sands Corp. 7,312,983 320,601
* Dollar Tree Inc. 4,086,172 315,534
  Nielsen Holdings plc 6,047,652 281,821
* Chipotle Mexican Grill Inc. Class A 571,735 274,347
  Expedia Inc. 2,133,231 265,161
  Viacom Inc. Class B 6,225,579 256,245
*,^ Charter Communications Inc. Class A 1,331,957 243,881
* DISH Network Corp. Class A 3,907,584 223,436
* Liberty Interactive Corp. QVC Group Class A 8,108,261 221,518
  Starwood Hotels & Resorts Worldwide Inc. 3,095,463 214,454
  Hilton Worldwide Holdings Inc. 9,947,654 212,880
  Whole Foods Market Inc. 6,286,158 210,586
  Tractor Supply Co. 2,459,083 210,252
  Marriott International Inc. Class A 3,120,620 209,206
* Ulta Salon Cosmetics & Fragrance Inc. 1,111,290 205,589

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
  Macy's Inc. 5,764,318 201,636
* CarMax Inc. 3,713,703 200,429
  Advance Auto Parts Inc. 1,275,543 191,982
* MGM Resorts International 8,260,777 187,685
  Alaska Air Group Inc. 2,316,268 186,483
  Signet Jewelers Ltd. 1,458,833 180,443
* TripAdvisor Inc. 2,045,878 174,411
  Interpublic Group of Cos. Inc. 7,395,519 172,168
* Norwegian Cruise Line Holdings Ltd. 2,910,904 170,579
  Kohl's Corp. 3,551,310 169,149
  H&R Block Inc. 5,055,486 168,398
  Foot Locker Inc. 2,547,252 165,801
  Best Buy Co. Inc. 5,365,045 163,366
* Sirius XM Holdings Inc. 38,404,725 156,307
  Wyndham Worldwide Corp. 2,126,612 154,498
  Tiffany & Co. 1,994,642 152,171
* Rite Aid Corp. 19,171,449 150,304
* IHS Inc. Class A 1,243,303 147,244
* Bed Bath & Beyond Inc. 2,905,859 140,208
  Aramark 4,153,096 133,937
  Darden Restaurants Inc. 2,098,333 133,538
* Liberty Media Corp. 3,438,982 130,956
* JetBlue Airways Corp. 5,761,582 130,500
  Nordstrom Inc. 2,587,180 128,867
  Cablevision Systems Corp. Class A 3,868,448 123,403
* Discovery Communications Inc. 4,804,425 121,168
  News Corp. Class A 8,732,731 116,669
  FactSet Research Systems Inc. 714,979 116,234
  Staples Inc. 11,791,679 111,667
  Domino's Pizza Inc. 992,705 110,438
  TEGNA Inc. 4,075,100 103,997
  Wynn Resorts Ltd. 1,496,394 103,535
  Gap Inc. 4,129,044 101,987
* Hertz Global Holdings Inc. 6,926,163 98,559
* ServiceMaster Global Holdings Inc. 2,443,090 95,867
  KAR Auction Services Inc. 2,541,628 94,116
  Service Corp. International 3,443,435 89,598
  Williams-Sonoma Inc. 1,490,276 87,047
* Panera Bread Co. Class A 438,771 85,464
* AutoNation Inc. 1,426,559 85,108
  Casey's General Stores Inc. 704,094 84,808
  Vail Resorts Inc. 657,913 84,206
* AMC Networks Inc. Class A 1,106,998 82,671
* Sally Beauty Holdings Inc. 2,830,851 78,952
*,^ Copart Inc. 2,058,726 78,252
* VCA Inc. 1,394,547 76,700
  Scripps Networks Interactive Inc. Class A 1,367,563 75,503
  Six Flags Entertainment Corp. 1,362,215 74,840
  Dunkin' Brands Group Inc. 1,717,957 73,168
* Discovery Communications Inc. Class A 2,693,157 71,853
* Sprouts Farmers Market Inc. 2,613,807 69,501
  Dun & Bradstreet Corp. 654,104 67,981
* Avis Budget Group Inc. 1,823,283 66,167
* Liberty Media Corp. Class A 1,662,441 65,251
* Live Nation Entertainment Inc. 2,560,169 62,903
  Cinemark Holdings Inc. 1,878,899 62,812
  Sabre Corp. 2,177,388 60,902
* Madison Square Garden Co. Class A 373,590 60,447
* Burlington Stores Inc. 1,387,187 59,510
  Dick's Sporting Goods Inc. 1,642,137 58,050
^ Lions Gate Entertainment Corp. 1,755,077 56,847
* Office Depot Inc. 10,027,091 56,553
* Restoration Hardware Holdings Inc. 697,449 55,412
* Buffalo Wild Wings Inc. 347,078 55,411

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
*,^ SolarCity Corp. 1,071,388 54,662
^ Cracker Barrel Old Country Store Inc. 430,379 54,585
^ GameStop Corp. Class A 1,928,067 54,063
* Starz 1,580,969 52,962
  Brinker International Inc. 1,095,603 52,534
* Spirit Airlines Inc. 1,312,572 52,306
* Houghton Mifflin Harcourt Co. 2,391,907 52,096
  Jack in the Box Inc. 670,466 51,431
* Bright Horizons Family Solutions Inc. 769,105 51,376
  CST Brands Inc. 1,293,917 50,644
* Pandora Media Inc. 3,702,919 49,656
  American Eagle Outfitters Inc. 3,189,492 49,437
* Murphy USA Inc. 813,339 49,402
  Tribune Media Co. Class A 1,453,225 49,134
  GNC Holdings Inc. Class A 1,538,416 47,722
  Rollins Inc. 1,820,260 47,145
  Wendy's Co. 4,256,744 45,845
* Beacon Roofing Supply Inc. 1,063,950 43,813
  Chemed Corp. 290,561 43,526
  Lithia Motors Inc. Class A 407,442 43,462
  AMERCO 110,638 43,093
  John Wiley & Sons Inc. Class A 944,630 42,537
* Cabela's Inc. 887,947 41,494
  Allegiant Travel Co. Class A 246,090 41,301
  Texas Roadhouse Inc. Class A 1,127,948 40,347
  Graham Holdings Co. Class B 82,906 40,207
  Sinclair Broadcast Group Inc. Class A 1,233,497 40,138
  Cable One Inc. 91,501 39,680
* Urban Outfitters Inc. 1,685,571 38,347
  Cheesecake Factory Inc. 790,149 36,434
  Bloomin' Brands Inc. 2,149,528 36,306
  Monro Muffler Brake Inc. 547,806 36,276
  Big Lots Inc. 933,892 35,992
  Churchill Downs Inc. 247,592 35,032
*,^ JC Penney Co. Inc. 5,255,408 35,001
* Yelp Inc. Class A 1,197,810 34,497
  Gannett Co. Inc. 2,093,294 34,100
  Abercrombie & Fitch Co. 1,260,481 34,033
* United Natural Foods Inc. 864,252 34,017
* Grand Canyon Education Inc. 837,830 33,614
* DreamWorks Animation SKG Inc. Class A 1,271,703 32,772
* SUPERVALU Inc. 4,823,871 32,706
  Core-Mark Holding Co. Inc. 395,934 32,443
* Hawaiian Holdings Inc. 912,642 32,244
* Pinnacle Entertainment Inc. 1,031,985 32,115
  DSW Inc. Class A 1,344,150 32,071
  New York Times Co. Class A 2,375,572 31,880
* Ascena Retail Group Inc. 3,221,266 31,729
  Choice Hotels International Inc. 627,594 31,637
  Penske Automotive Group Inc. 741,574 31,398
  Nexstar Broadcasting Group Inc. Class A 529,717 31,094
* WebMD Health Corp. 640,297 30,926
  Matthews International Corp. Class A 568,071 30,363
  Hillenbrand Inc. 1,020,672 30,243
* Five Below Inc. 936,500 30,062
  Dolby Laboratories Inc. Class A 889,359 29,927
  Papa John's International Inc. 533,836 29,825
* Stamps.com Inc. 271,658 29,776
* Asbury Automotive Group Inc. 440,187 29,686
  PriceSmart Inc. 355,114 29,471
  Aaron's Inc. 1,316,032 29,466
  Group 1 Automotive Inc. 387,960 29,369
* Michaels Cos. Inc. 1,325,237 29,301
  Meredith Corp. 674,205 29,159

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
  HSN Inc. 573,224 29,045
  Sotheby's 1,112,183 28,650
  Sonic Corp. 880,481 28,448
* Acxiom Corp. 1,341,868 28,072
  Time Inc. 1,776,309 27,835
* Boyd Gaming Corp. 1,393,204 27,683
  Morningstar Inc. 342,868 27,570
  DeVry Education Group Inc. 1,085,214 27,467
* Hyatt Hotels Corp. Class A 581,431 27,339
^ Regal Entertainment Group Class A 1,419,269 26,782
  Chico's FAS Inc. 2,501,938 26,696
  Dillard's Inc. Class A 400,820 26,338
* Shutterfly Inc. 589,763 26,280
* Media General Inc. 1,627,165 26,279
*,^ GrubHub Inc. 1,079,460 26,123
* Diplomat Pharmacy Inc. 759,393 25,986
*,^ Groupon Inc. Class A 8,346,095 25,623
  DineEquity Inc. 299,405 25,351
* Express Inc. 1,461,835 25,260
* Dave & Buster's Entertainment Inc. 602,895 25,165
* comScore Inc. 607,442 24,996
  SeaWorld Entertainment Inc. 1,245,115 24,516
* Popeyes Louisiana Kitchen Inc. 405,715 23,734
* Genesco Inc. 411,435 23,382
* MSG Networks Inc. 1,118,335 23,261
* La Quinta Holdings Inc. 1,630,273 22,188
  Marriott Vacations Worldwide Corp. 372,098 21,191
  Extended Stay America Inc. 1,319,759 20,984
* Penn National Gaming Inc. 1,281,690 20,533
*,^ Diamond Resorts International Inc. 801,134 20,437
  Guess? Inc. 1,072,896 20,256
  ClubCorp Holdings Inc. 1,103,136 20,154
  Children's Place Inc. 362,271 19,997
  Caleres Inc. 742,620 19,917
  EW Scripps Co. Class A 1,036,248 19,689
* Four Corners Property Trust Inc. 790,307 19,094
  MDC Partners Inc. Class A 870,531 18,908
* Fresh Market Inc. 789,618 18,493
* Gray Television Inc. 1,125,967 18,353
* Vitamin Shoppe Inc. 537,492 17,576
* Krispy Kreme Doughnuts Inc. 1,142,439 17,217
  Cato Corp. Class A 461,622 16,997
* Pep Boys-Manny Moe & Jack 920,952 16,955
* Constant Contact Inc. 577,886 16,897
  Scholastic Corp. 430,786 16,611
  SkyWest Inc. 867,321 16,496
  National CineMedia Inc. 1,034,070 16,245
  International Speedway Corp. Class A 481,639 16,241
* Fiesta Restaurant Group Inc. 482,800 16,222
^ Buckle Inc. 525,887 16,187
*,^ Mattress Firm Holding Corp. 355,356 15,860
* Red Robin Gourmet Burgers Inc. 250,945 15,493
  New Media Investment Group Inc. 792,690 15,426
* BJ's Restaurants Inc. 351,845 15,295
  Finish Line Inc. Class A 845,064 15,279
  Bob Evans Farms Inc. 390,830 15,184
* Belmond Ltd. Class A 1,590,202 15,107
* Rush Enterprises Inc. Class A 676,346 14,805
* Denny's Corp. 1,501,625 14,761
  SpartanNash Co. 650,445 14,076
* Bankrate Inc. 1,045,421 13,904
  Rent-A-Center Inc. 903,863 13,531
  Sonic Automotive Inc. Class A 586,768 13,355
* Hibbett Sports Inc. 440,173 13,311

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
* Francesca's Holdings Corp. 751,132 13,077
* Caesars Acquisition Co. Class A 1,882,153 12,817
  Men's Wearhouse Inc. 872,305 12,805
* Apollo Education Group Inc. 1,630,964 12,509
*,^ Weight Watchers International Inc. 523,224 11,929
*,^ Conn's Inc. 494,934 11,616
*,^ Virgin America Inc. 318,317 11,463
  Interval Leisure Group Inc. 715,694 11,172
* Strayer Education Inc. 183,426 11,028
  Ingles Markets Inc. Class A 246,180 10,852
* Providence Service Corp. 229,033 10,746
  Fred's Inc. Class A 646,551 10,584
* Tile Shop Holdings Inc. 614,875 10,084
  Barnes & Noble Inc. 1,154,605 10,057
^ World Wrestling Entertainment Inc. Class A 555,022 9,902
*,^ Zoe's Kitchen Inc. 345,619 9,670
* Smart & Final Stores Inc. 527,161 9,600
  Ruth's Hospitality Group Inc. 598,086 9,522
* SP Plus Corp. 398,323 9,520
  Weis Markets Inc. 214,573 9,506
* Carmike Cinemas Inc. 413,728 9,491
* Regis Corp. 662,148 9,369
*,^ TrueCar Inc. 972,813 9,281
*,^ Etsy Inc. 1,113,853 9,200
  AMC Entertainment Holdings Inc. 382,444 9,179
  Capella Education Co. 198,166 9,159
* Chuy's Holdings Inc. 289,515 9,073
* Rubicon Project Inc. 546,753 8,994
* FTD Cos. Inc. 342,200 8,955
*,^ Quotient Technology Inc. 1,310,505 8,938
*,^ Scientific Games Corp. Class A 948,640 8,509
* Performance Food Group Co. 365,632 8,461
* MarineMax Inc. 458,548 8,446
*,^ Caesars Entertainment Corp. 1,055,446 8,327
  Entravision Communications Corp. Class A 1,079,873 8,326
* RetailMeNot Inc. 824,172 8,176
*,^ Sears Holdings Corp. 397,331 8,169
*,^ Lands' End Inc. 346,701 8,127
* Global Eagle Entertainment Inc. 819,922 8,093
*,^ Chegg Inc. 1,200,723 8,081
*,^ Lumber Liquidators Holdings Inc. 465,200 8,076
  Pier 1 Imports Inc. 1,555,636 7,918
* Blue Nile Inc. 211,426 7,850
* Lindblad Expeditions Holdings Inc. 701,800 7,797
  Carriage Services Inc. Class A 310,852 7,492
* Angie's List Inc. 799,487 7,475
  Haverty Furniture Cos. Inc. 339,726 7,284
  Twenty-First Century Fox Inc. 264,459 7,201
* Carrols Restaurant Group Inc. 586,984 6,891
* American Public Education Inc. 363,048 6,756
* XO Group Inc. 418,700 6,724
* Biglari Holdings Inc. 20,452 6,664
* Del Frisco's Restaurant Group Inc. 414,753 6,644
* J Alexander's Holdings Inc. 603,199 6,587
* Party City Holdco Inc. 505,683 6,528
  Journal Media Group Inc. 540,261 6,494
* Barnes & Noble Education Inc. 649,286 6,460
  Shoe Carnival Inc. 271,103 6,290
* Chefs' Warehouse Inc. 370,246 6,176
* Isle of Capri Casinos Inc. 440,472 6,136
* Zumiez Inc. 392,083 5,928
  Marcus Corp. 311,052 5,901
  PetMed Express Inc. 336,217 5,763

 

 

Total Stock Market Index Fund    
 
 
      Market
      Value
    Shares ($000)
  Citi Trends Inc. 268,452 5,705
* Ruby Tuesday Inc. 1,027,649 5,662
* Sportsman's Warehouse Holdings Inc. 431,762 5,570
  News Corp. Class B 374,454 5,227
* Eldorado Resorts Inc. 471,674 5,188
* Tuesday Morning Corp. 795,858 5,173
^ Stage Stores Inc. 546,184 4,976
* Avid Technology Inc. 681,928 4,971
^ Natural Health Trends Corp. 144,942 4,860
* K12 Inc. 549,934 4,839
*,^ El Pollo Loco Holdings Inc. 381,396 4,817
* Townsquare Media Inc. Class A 400,835 4,794
*,^ Habit Restaurants Inc. Class A 199,883 4,609
  Speedway Motorsports Inc. 219,771 4,554
*,^ Planet Fitness Inc. Class A 290,732 4,544
*,^ Clean Energy Fuels Corp. 1,261,153 4,540
  Village Super Market Inc. Class A 169,481 4,466
* Autobytel Inc. 192,349 4,339
  Tribune Publishing Co. 468,895 4,323
*,^ Shake Shack Inc. Class A 107,205 4,245
* Entercom Communications Corp. Class A 375,390 4,216
* Potbelly Corp. 355,650 4,165
  Winmark Corp. 44,738 4,161
* Career Education Corp. 1,115,784 4,050
*,^ TubeMogul Inc. 297,026 4,040
  CSS Industries Inc. 139,794 3,967
  Kirkland's Inc. 273,465 3,965
* Daily Journal Corp. 19,399 3,919
* Monarch Casino & Resort Inc. 171,291 3,892
* Clear Channel Outdoor Holdings Inc. Class A 680,697 3,805
* Destination XL Group Inc. 687,306 3,794
* Ascent Capital Group Inc. Class A 223,581 3,738
* America's Car-Mart Inc. 139,832 3,732
* 1-800-Flowers.com Inc. Class A 505,922 3,683
  Stein Mart Inc. 544,971 3,668
* Republic Airways Holdings Inc. 913,533 3,590
* Natural Grocers by Vitamin Cottage Inc. 167,179 3,405
* Titan Machinery Inc. 310,341 3,392
* Reading International Inc. Class A 257,620 3,377
* Overstock.com Inc. 274,766 3,374
  Big 5 Sporting Goods Corp. 329,666 3,293
*,^ Trupanion Inc. 333,826 3,258
* Build-A-Bear Workshop Inc. 251,847 3,083
  Harte-Hanks Inc. 914,956 2,964
*,^ Boot Barn Holdings Inc. 237,746 2,922
  Liberty Tax Inc. 121,848 2,904
*,^ Wingstop Inc. 126,131 2,877
* Century Casinos Inc. 368,214 2,865
* Ollie's Bargain Outlet Holdings Inc. 165,064 2,808
* Liquidity Services Inc. 428,471 2,785
* Bravo Brio Restaurant Group Inc. 306,073 2,755
  Saga Communications Inc. Class A 70,337 2,704
  Nathan's Famous Inc. 50,301 2,594
*,^ Container Store Group Inc. 306,721 2,515
* Intrawest Resorts Holdings Inc. 312,628 2,445
* RCI Hospitality Holdings Inc. 238,848 2,386
* Kona Grill Inc. 149,304 2,368
*,^ Bojangles' Inc. 148,014 2,349
* QuinStreet Inc. 543,218 2,330
* TechTarget Inc. 283,276 2,275
* Bridgepoint Education Inc. 294,656 2,242
* West Marine Inc. 262,221 2,226

 

 

Total Stock Market Index Fund    
 
 
      Market
      Value
    Shares ($000)
  Destination Maternity Corp. 246,070 2,146
  Marchex Inc. Class B 550,813 2,143
*,^ Papa Murphy's Holdings Inc. 189,982 2,139
*,^ Noodles & Co. Class A 207,783 2,013
* Everyday Health Inc. 313,070 1,885
* Red Lion Hotels Corp. 266,079 1,865
* Sears Hometown and Outlet Stores Inc. 224,008 1,792
* PCM Inc. 177,713 1,765
  Collectors Universe Inc. 113,601 1,761
* Gaiam Inc. Class A 281,679 1,758
  Liberator Medical Holdings Inc. 519,440 1,735
* Tilly's Inc. Class A 249,034 1,651
  A H Belo Corp. Class A 324,764 1,624
* Golden Entertainment Inc. 158,464 1,621
* RealNetworks Inc. 372,913 1,585
* Sizmek Inc. 429,148 1,566
*,^ Gordmans Stores Inc. 477,553 1,504
* Morgans Hotel Group Co. 443,336 1,494
* Care.com Inc. 202,548 1,450
*,^ ITT Educational Services Inc. 384,143 1,433
* Spark Networks Inc. 371,772 1,431
* Lee Enterprises Inc. 846,548 1,422
* Luby's Inc. 299,531 1,339
*,^ Fogo De Chao Inc. 87,957 1,333
* Travelzoo Inc. 157,028 1,314
* EVINE Live Inc. 730,135 1,300
* McClatchy Co. Class A 1,026,888 1,243
* Cambium Learning Group Inc. 244,281 1,185
  Wayside Technology Group Inc. 60,780 1,115
* Christopher & Banks Corp. 655,885 1,082
*,^ Empire Resorts Inc. 54,664 984
* New York & Co. Inc. 425,060 973
*,^ Digital Turbine Inc. 699,068 930
* Radio One Inc. 538,531 926
* Cumulus Media Inc. Class A 2,759,359 911
*,^ Rave Restaurant Group Inc. 139,116 889
*,^ hhgregg Inc. 239,391 876
* Demand Media Inc. 155,814 857
  Salem Media Group Inc. Class A 161,980 807
* Good Times Restaurants Inc. 160,052 768
* YuMe Inc. 218,763 768
  TheStreet Inc. 477,535 716
* Famous Dave's of America Inc. 102,790 713
  Peak Resorts Inc. 115,009 691
*,^ YOU On Demand Holdings Inc. 325,761 616
* Ignite Restaurant Group Inc. 132,916 558
*,^ Remark Media Inc. 105,624 547
^ Bon-Ton Stores Inc. 260,323 547
* CafePress Inc. 132,674 509
  Town Sports International Holdings Inc. 423,943 504
* Gaming Partners International Corp. 42,177 375
  National American University Holdings Inc. 175,287 366
*,^ Profire Energy Inc. 365,619 362
*,^ Aeropostale Inc. 1,268,354 355
* Diversified Restaurant Holdings Inc. 148,684 335
* Dover Downs Gaming & Entertainment Inc. 339,612 330
  Ark Restaurants Corp. 14,102 326
  bebe stores inc 566,914 320
*,^ ReachLocal Inc. 193,721 320
* Emmis Communications Corp. Class A 479,209 307
* MaxPoint Interactive Inc. 172,345 295
* Insignia Systems Inc. 95,048 278

 

 

Total Stock Market Index Fund    
 
 
      Market
      Value
    Shares ($000)
* Full House Resorts Inc. 160,784 268
*,^ Live Ventures Inc. 171,799 251
*,^ Cosi Inc. 542,509 239
*,^ Fairway Group Holdings Corp. 340,880 225
*,^ Pacific Sunwear of California Inc. 804,550 194
  Educational Development Corp. 17,310 192
*,^ SFX Entertainment Inc. 960,564 183
* Spanish Broadcasting System Inc. 51,140 166
  Value Line Inc. 9,438 127
* Nevada Gold & Casinos Inc. 53,790 122
  Flanigan's Enterprises Inc. 5,074 111
* Interpace Diagnostics Group Inc. 177,317 88
  Beasley Broadcast Group Inc. Class A 22,997 83
*,^ Viggle Inc. 203,922 73
* NTN Buzztime Inc. 354,386 57
* Trans World Entertainment Corp. 15,785 56
* Perfumania Holdings Inc. 23,034 56
* Speed Commerce Inc. 811,944 49
  Canterbury Park Holding Corp. 4,200 43
*,^ Net Element Inc. 174,274 33
  Haverty Furniture Cos. Inc. Class A 1,375 29
* SPAR Group Inc. 19,446 19
* Premier Exhibitions Inc. 10,767 7
* Universal Travel Group 42,843 7
* ONE Group Hospitality Inc. 300 1
      55,577,588
Financials (19.3%)    
  Wells Fargo & Co. 84,407,813 4,588,409
* Berkshire Hathaway Inc. Class B 33,807,482 4,463,940
  JPMorgan Chase & Co. 67,562,732 4,461,167
  Bank of America Corp. 190,988,325 3,214,334
  Visa Inc. Class A 35,691,364 2,767,865
  Citigroup Inc. 51,916,315 2,686,669
  MasterCard Inc. Class A 18,163,115 1,768,361
  American International Group Inc. 21,554,653 1,335,742
  US Bancorp 30,629,004 1,306,940
  Goldman Sachs Group Inc. 7,038,847 1,268,611
  Simon Property Group Inc. 5,678,931 1,104,211
  American Express Co. 15,344,266 1,067,194
  PNC Financial Services Group Inc. 9,327,346 888,989
  Morgan Stanley 26,624,644 846,930
  MetLife Inc. 16,319,273 786,752
  Bank of New York Mellon Corp. 19,048,505 785,179
  American Tower Corporation 7,775,241 753,810
  Charles Schwab Corp. 21,730,113 715,573
  Capital One Financial Corp. 9,750,033 703,757
  Prudential Financial Inc. 8,237,407 670,607
  Public Storage 2,699,851 668,753
  BlackRock Inc. 1,955,921 666,030
  ACE Ltd. 5,649,267 660,117
  Travelers Cos. Inc. 5,636,865 636,177
  Intercontinental Exchange Inc. 2,171,788 556,542
  Chubb Corp. 4,173,676 553,596
  Equity Residential 6,677,475 544,815
  BB&T Corp. 14,350,224 542,582
  CME Group Inc. 5,876,227 532,386
  Marsh & McLennan Cos. Inc. 9,592,538 531,906
  Crown Castle International Corp. 6,122,659 529,304
  McGraw Hill Financial Inc. 4,949,567 487,928
  Aon plc 5,063,107 466,869
  State Street Corp. 7,028,878 466,436

 

 

Total Stock Market Index Fund    
 
 
      Market
      Value
    Shares ($000)
* Synchrony Financial 15,271,249 464,399
  AvalonBay Communities Inc. 2,507,652 461,734
  Allstate Corp. 7,102,609 441,001
  Welltower Inc. 6,479,963 440,832
  Aflac Inc. 7,060,815 422,943
  Discover Financial Services 7,823,712 419,507
  Prologis Inc. 9,603,324 412,175
  SunTrust Banks Inc. 9,362,972 401,110
  Boston Properties Inc. 2,814,623 358,977
  Ventas Inc. 6,095,026 343,942
  Ameriprise Financial Inc. 3,218,587 342,522
  Equinix Inc. 1,128,474 341,251
  Hartford Financial Services Group Inc. 7,504,605 326,150
  HCP Inc. 8,509,350 325,398
  Progressive Corp. 10,170,495 323,422
  M&T Bank Corp. 2,640,138 319,932
  T. Rowe Price Group Inc. 4,391,615 313,957
  Vornado Realty Trust 3,107,420 310,618
  Moody's Corp. 3,074,585 308,504
  Fifth Third Bancorp 14,567,569 292,808
  Northern Trust Corp. 4,018,936 289,725
  Essex Property Trust Inc. 1,206,030 288,736
  Weyerhaeuser Co. 9,366,028 280,794
  General Growth Properties Inc. 9,697,301 263,864
  Invesco Ltd. 7,756,414 259,685
  Citizens Financial Group Inc. 9,663,091 253,076
  Franklin Resources Inc. 6,739,244 248,139
  Principal Financial Group Inc. 5,370,649 241,572
  Equifax Inc. 2,163,684 240,969
  Realty Income Corp. 4,555,343 235,192
  Macerich Co. 2,898,245 233,859
  Regions Financial Corp. 23,930,162 229,730
  Lincoln National Corp. 4,538,453 228,103
* Markel Corp. 241,991 213,763
  XL Group plc Class A 5,428,455 212,687
  Host Hotels & Resorts Inc. 13,848,233 212,432
  Loews Corp. 5,456,617 209,534
  SL Green Realty Corp. 1,821,309 205,771
  Digital Realty Trust Inc. 2,674,555 202,250
  KeyCorp 15,303,016 201,847
  Kimco Realty Corp. 7,158,715 189,420
  Extra Space Storage Inc. 2,135,944 188,412
  Federal Realty Investment Trust 1,264,518 184,746
* CBRE Group Inc. Class A 5,187,136 179,371
  UDR Inc. 4,763,687 178,972
  First Republic Bank 2,654,307 175,344
* Berkshire Hathaway Inc. Class A 863 170,701
  Cincinnati Financial Corp. 2,819,235 166,814
  FNF Group 4,808,563 166,713
  Western Union Co. 9,214,336 165,029
  Annaly Capital Management Inc. 17,207,649 161,408
  Huntington Bancshares Inc. 14,593,506 161,404
* E*TRADE Financial Corp. 5,356,600 158,770
* Affiliated Managers Group Inc. 990,418 158,229
  TD Ameritrade Holding Corp. 4,447,234 154,363
  Plum Creek Timber Co. Inc. 3,181,368 151,815
  Voya Financial Inc. 4,061,691 149,917
  Unum Group 4,447,275 148,050
* Arch Capital Group Ltd. 2,116,904 147,654
* Ally Financial Inc. 7,871,203 146,719
  CIT Group Inc. 3,678,621 146,041
  Willis Group Holdings plc 2,963,830 143,953

 

 

Total Stock Market Index Fund    
 
 
      Market
      Value
    Shares ($000)
  SEI Investments Co. 2,703,471 141,662
  New York Community Bancorp Inc. 8,407,049 137,203
  Raymond James Financial Inc. 2,350,799 136,276
  Comerica Inc. 3,242,703 135,642
* Signature Bank 874,396 134,106
  Duke Realty Corp. 6,257,907 131,541
  Jones Lang LaSalle Inc. 818,024 130,769
* Alleghany Corp. 273,210 130,575
  VEREIT Inc. 16,438,100 130,190
  MSCI Inc. Class A 1,750,826 126,287
  Arthur J Gallagher & Co. 3,068,774 125,636
  Mid-America Apartment Communities Inc. 1,369,728 124,385
  Torchmark Corp. 2,166,173 123,818
  Nasdaq Inc. 2,124,232 123,567
  Camden Property Trust 1,569,378 120,465
  Alexandria Real Estate Equities Inc. 1,314,401 118,769
  Omega Healthcare Investors Inc. 3,390,467 118,599
  Regency Centers Corp. 1,703,021 116,010
  Apartment Investment & Management Co. 2,830,882 113,320
* SVB Financial Group 945,386 112,406
  PartnerRe Ltd. 790,662 110,487
  Everest Re Group Ltd. 599,507 109,764
* Liberty Ventures Class A 2,428,398 109,545
  East West Bancorp Inc. 2,630,643 109,330
  American Capital Agency Corp. 6,283,735 108,960
  Lazard Ltd. Class A 2,374,198 106,863
  Kilroy Realty Corp. 1,679,761 106,295
  WP Carey Inc. 1,746,220 103,027
  Reinsurance Group of America Inc. Class A 1,199,484 102,616
  Zions Bancorporation 3,734,777 101,959
* Realogy Holdings Corp. 2,668,918 97,869
  National Retail Properties Inc. 2,441,421 97,779
  Equity LifeStyle Properties Inc. 1,458,280 97,224
  CBOE Holdings Inc. 1,495,231 97,040
  Axis Capital Holdings Ltd. 1,721,972 96,809
  Assurant Inc. 1,192,040 96,007
* Forest City Enterprises Inc. Class A 4,313,147 94,587
  Iron Mountain Inc. 3,466,104 93,619
  DDR Corp. 5,517,375 92,913
  WR Berkley Corp. 1,693,962 92,744
  RenaissanceRe Holdings Ltd. 815,653 92,324
  CubeSmart 3,001,374 91,902
  American Financial Group Inc. 1,256,372 90,559
  Brixmor Property Group Inc. 3,481,622 89,895
  Lamar Advertising Co. Class A 1,495,323 89,689
  People's United Financial Inc. 5,541,705 89,499
  BioMed Realty Trust Inc. 3,729,096 88,342
  StanCorp Financial Group Inc. 775,695 88,336
  PacWest Bancorp 2,005,143 86,422
  American Campus Communities Inc. 2,032,074 84,006
  Starwood Property Trust Inc. 4,077,418 83,832
  Liberty Property Trust 2,691,301 83,565
  Taubman Centers Inc. 1,042,541 79,984
  Douglas Emmett Inc. 2,534,116 79,014
  Old Republic International Corp. 4,213,872 78,504
  Legg Mason Inc. 1,980,989 77,714
  Navient Corp. 6,679,125 76,476
  Spirit Realty Capital Inc. 7,541,421 75,565
  Highwoods Properties Inc. 1,708,607 74,495
  Investors Bancorp Inc. 5,988,007 74,491
  Synovus Financial Corp. 2,270,821 73,529
  Hospitality Properties Trust 2,766,278 72,338

 

 

Total Stock Market Index Fund    
 
 
      Market
      Value
    Shares ($000)
* Howard Hughes Corp. 635,988 71,968
  Endurance Specialty Holdings Ltd. 1,123,662 71,903
  Sovran Self Storage Inc. 668,428 71,729
  MarketAxess Holdings Inc. 641,857 71,625
  Bank of the Ozarks Inc. 1,445,722 71,505
  First American Financial Corp. 1,965,556 70,563
  First Niagara Financial Group Inc. 6,456,357 70,051
  Assured Guaranty Ltd. 2,629,780 69,505
* Liberty Broadband Corp. 1,336,109 69,291
  Weingarten Realty Investors 1,976,149 68,335
  Validus Holdings Ltd. 1,447,879 67,022
  Brown & Brown Inc. 2,075,537 66,625
  Commerce Bancshares Inc. 1,553,228 66,074
  CNO Financial Group Inc. 3,437,789 65,627
  Eaton Vance Corp. 2,007,732 65,111
* Equity Commonwealth 2,333,859 64,718
  Hanover Insurance Group Inc. 782,398 63,640
  BankUnited Inc. 1,757,473 63,374
  Healthcare Trust of America Inc. Class A 2,347,137 63,302
  Senior Housing Properties Trust 4,250,640 63,080
  Retail Properties of America Inc. 4,254,557 62,840
  Umpqua Holdings Corp. 3,951,372 62,827
  Sun Communities Inc. 914,902 62,698
^ LPL Financial Holdings Inc. 1,469,530 62,675
  EPR Properties 1,057,409 61,806
  Cullen/Frost Bankers Inc. 1,024,487 61,469
  Webster Financial Corp. 1,644,378 61,154
  First Horizon National Corp. 4,190,960 60,853
^ Apple Hospitality REIT Inc. 3,009,824 60,106
  American Homes 4 Rent Class A 3,600,991 59,993
  Post Properties Inc. 1,007,205 59,586
* Western Alliance Bancorp 1,660,212 59,535
  NorthStar Realty Finance Corp. 3,471,288 59,116
  White Mountains Insurance Group Ltd. 81,138 58,972
  Gramercy Property Trust 7,635,592 58,947
  DCT Industrial Trust Inc. 1,570,342 58,684
  Prosperity Bancshares Inc. 1,210,896 57,953
  Allied World Assurance Co. Holdings AG 1,558,057 57,944
* LendingClub Corp. 5,176,452 57,200
  Corrections Corp. of America 2,122,576 56,227
  Tanger Factory Outlet Centers Inc. 1,717,704 56,169
  FirstMerit Corp. 2,983,730 55,647
  PrivateBancorp Inc. 1,352,027 55,460
  Paramount Group Inc. 3,051,852 55,239
  Outfront Media Inc. 2,499,228 54,558
* MGIC Investment Corp. 6,172,238 54,501
  Healthcare Realty Trust Inc. 1,898,316 53,760
  Aspen Insurance Holdings Ltd. 1,104,963 53,370
  Popular Inc. 1,877,472 53,208
  Two Harbors Investment Corp. 6,543,829 53,005
  Columbia Property Trust Inc. 2,239,081 52,574
  LaSalle Hotel Properties 2,057,642 51,770
  New Residential Investment Corp. 4,201,966 51,096
  Piedmont Office Realty Trust Inc. Class A 2,704,712 51,065
  Associated Banc-Corp 2,708,342 50,781
  Radian Group Inc. 3,770,479 50,487
*,^ Zillow Group Inc. 2,146,891 50,409
* Stifel Financial Corp. 1,188,073 50,327
  Rayonier Inc. 2,250,470 49,960
  Bank of Hawaii Corp. 794,086 49,948
  Chimera Investment Corp. 3,659,848 49,920
  RLJ Lodging Trust 2,302,058 49,794

 

 

Total Stock Market Index Fund    
 
 
      Market
      Value
    Shares ($000)
  AmTrust Financial Services Inc. 800,653 49,304
  Medical Properties Trust Inc. 4,282,836 49,295
  ProAssurance Corp. 1,006,289 48,835
  Federated Investors Inc. Class B 1,687,154 48,337
  Interactive Brokers Group Inc. 1,097,784 47,863
  First Industrial Realty Trust Inc. 2,135,878 47,267
  Sunstone Hotel Investors Inc. 3,772,793 47,122
  Gaming and Leisure Properties Inc. 1,673,646 46,527
  Hudson Pacific Properties Inc. 1,638,075 46,095
  Care Capital Properties Inc. 1,506,713 46,060
  RLI Corp. 728,080 44,959
  Symetra Financial Corp. 1,384,647 43,990
  United Bankshares Inc. 1,185,526 43,853
  Cathay General Bancorp 1,397,804 43,793
  MFA Financial Inc. 6,623,734 43,717
* Blackhawk Network Holdings Inc. 983,041 43,460
  Fulton Financial Corp. 3,327,698 43,293
  Brandywine Realty Trust 3,161,752 43,190
  Home BancShares Inc. 1,064,105 43,118
  CyrusOne Inc. 1,131,429 42,372
  MB Financial Inc. 1,303,246 42,186
  Wintrust Financial Corp. 868,642 42,147
  FNB Corp. 3,157,534 42,122
  Blackstone Mortgage Trust Inc. Class A 1,569,024 41,987
  Primerica Inc. 887,951 41,938
  Erie Indemnity Co. Class A 438,369 41,926
  Urban Edge Properties 1,776,923 41,669
* OneMain Holdings Inc. Class A 1,001,894 41,619
  Washington Federal Inc. 1,746,097 41,609
  Waddell & Reed Financial Inc. Class A 1,443,717 41,377
  Communications Sales & Leasing Inc. 2,207,642 41,261
  Ryman Hospitality Properties Inc. 798,953 41,258
* Texas Capital Bancshares Inc. 832,548 41,145
  IBERIABANK Corp. 745,546 41,057
  GEO Group Inc. 1,412,184 40,826
  NorthStar Asset Management Group Inc. 3,362,748 40,824
  Kennedy-Wilson Holdings Inc. 1,689,949 40,694
  Acadia Realty Trust 1,209,235 40,086
  National Health Investors Inc. 655,949 39,928
  Valley National Bancorp 4,051,275 39,905
  Corporate Office Properties Trust 1,789,494 39,065
  TCF Financial Corp. 2,740,490 38,696
  Kite Realty Group Trust 1,476,098 38,275
  Equity One Inc. 1,405,962 38,172
  CBL & Associates Properties Inc. 3,071,332 37,992
  Education Realty Trust Inc. 997,518 37,786
* Liberty TripAdvisor Holdings Inc. Class A 1,242,006 37,682
  Janus Capital Group Inc. 2,660,732 37,490
  BancorpSouth Inc. 1,556,640 37,344
  Cousins Properties Inc. 3,949,835 37,247
  DuPont Fabros Technology Inc. 1,170,751 37,218
  Colony Capital Inc. Class A 1,890,426 36,826
  Pebblebrook Hotel Trust 1,301,839 36,478
  American Equity Investment Life Holding Co. 1,515,182 36,410
  Hancock Holding Co. 1,439,756 36,239
  WP Glimcher Inc. 3,361,761 35,668
  Sterling Bancorp 2,172,249 35,234
  UMB Financial Corp. 753,370 35,069
  Retail Opportunity Investments Corp. 1,955,410 35,002
  DiamondRock Hospitality Co. 3,616,283 34,897
  Glacier Bancorp Inc. 1,304,754 34,615
  First Financial Bankshares Inc. 1,131,550 34,139

 

 

Total Stock Market Index Fund    
 
 
      Market
      Value
    Shares ($000)
  First Citizens BancShares Inc. Class A 132,227 34,137
* Genworth Financial Inc. Class A 9,129,259 34,052
  Evercore Partners Inc. Class A 627,763 33,943
  WisdomTree Investments Inc. 2,160,421 33,875
  PS Business Parks Inc. 381,900 33,390
  BGC Partners Inc. Class A 3,401,520 33,369
  Pinnacle Financial Partners Inc. 649,215 33,344
  Columbia Banking System Inc. 1,023,589 33,277
  New York REIT Inc. 2,884,148 33,168
  Mack-Cali Realty Corp. 1,419,063 33,135
*,^ Credit Acceptance Corp. 154,647 33,098
  Xenia Hotels & Resorts Inc. 2,142,762 32,849
  Selective Insurance Group Inc. 972,729 32,664
  Washington REIT 1,205,285 32,615
  Great Western Bancorp Inc. 1,091,903 31,687
  QTS Realty Trust Inc. Class A 698,376 31,504
  National Penn Bancshares Inc. 2,551,281 31,457
^ Financial Engines Inc. 932,709 31,404
* PRA Group Inc. 887,509 30,788
* Santander Consumer USA Holdings Inc. 1,942,090 30,782
  EastGroup Properties Inc. 552,836 30,743
  South State Corp. 422,606 30,407
  American Assets Trust Inc. 784,081 30,070
  CoreSite Realty Corp. 530,065 30,065
  Community Bank System Inc. 749,291 29,927
  Argo Group International Holdings Ltd. 497,661 29,780
  Monogram Residential Trust Inc. 3,038,734 29,658
  Capitol Federal Financial Inc. 2,352,567 29,548
  CVB Financial Corp. 1,743,418 29,499
  Old National Bancorp 2,129,781 28,880
  Alexander & Baldwin Inc. 812,514 28,690
  Physicians Realty Trust 1,699,247 28,649
  EverBank Financial Corp. 1,782,662 28,487
  LTC Properties Inc. 639,822 27,602
  Trustmark Corp. 1,197,795 27,597
* Enstar Group Ltd. 183,177 27,484
* Hilltop Holdings Inc. 1,427,189 27,431
  Kemper Corp. 727,405 27,096
  Chesapeake Lodging Trust 1,071,913 26,969
  Astoria Financial Corp. 1,696,872 26,895
  Invesco Mortgage Capital Inc. 2,159,472 26,756
* Eagle Bancorp Inc. 529,901 26,744
  Lexington Realty Trust 3,324,680 26,597
  STORE Capital Corp. 1,142,388 26,503
  International Bancshares Corp. 1,030,645 26,488
  Pennsylvania REIT 1,175,540 25,709
  First Midwest Bancorp Inc. 1,371,741 25,281
^ Global Net Lease Inc. 3,163,710 25,151
  Simmons First National Corp. Class A 486,544 24,989
* Liberty Broadband Corp. Class A 481,375 24,863
  Renasant Corp. 718,297 24,717
* HRG Group Inc. 1,787,229 24,235
  Horace Mann Educators Corp. 729,212 24,195
  Artisan Partners Asset Management Inc. Class A 670,533 24,179
  BBCN Bancorp Inc. 1,402,229 24,146
  Ramco-Gershenson Properties Trust 1,440,769 23,931
  S&T Bancorp Inc. 766,088 23,611
  Sabra Health Care REIT Inc. 1,164,566 23,559
  Chemical Financial Corp. 686,005 23,509
  Select Income REIT 1,183,897 23,465
  Parkway Properties Inc. 1,490,688 23,299
* FCB Financial Holdings Inc. Class A 648,838 23,222

 

 

Total Stock Market Index Fund    
 
 
      Market
      Value
    Shares ($000)
  Mercury General Corp. 496,975 23,144
*,^ Zillow Group Inc. Class A 883,551 23,008
  Banner Corp. 494,322 22,670
  BOK Financial Corp. 374,993 22,421
  Hatteras Financial Corp. 1,690,199 22,226
  TFS Financial Corp. 1,177,068 22,164
  STAG Industrial Inc. 1,200,774 22,154
  Potlatch Corp. 732,507 22,151
* SLM Corp. 3,388,804 22,095
  Westamerica Bancorporation 472,230 22,077
  NBT Bancorp Inc. 788,905 21,995
* Essent Group Ltd. 1,003,565 21,968
  National General Holdings Corp. 986,409 21,563
*,^ St. Joe Co. 1,163,187 21,531
  Northwest Bancshares Inc. 1,607,352 21,522
  Independent Bank Corp. 460,996 21,446
  Empire State Realty Trust Inc. 1,172,196 21,182
  Talmer Bancorp Inc. Class A 1,143,703 20,712
  Provident Financial Services Inc. 1,021,621 20,586
*,^ BofI Holding Inc. 971,598 20,452
  Park National Corp. 225,414 20,395
* Beneficial Bancorp Inc. 1,524,340 20,304
  PennyMac Mortgage Investment Trust 1,326,931 20,249
  CYS Investments Inc. 2,836,947 20,227
  Rexford Industrial Realty Inc. 1,229,149 20,109
  Union Bankshares Corp. 794,185 20,045
  BNC Bancorp 783,869 19,895
  HFF Inc. Class A 640,064 19,887
  Redwood Trust Inc. 1,505,430 19,872
  LegacyTexas Financial Group Inc. 781,767 19,560
  WesBanco Inc. 651,318 19,553
  Government Properties Income Trust 1,225,240 19,445
  First Financial Bancorp 1,050,577 18,984
  ServisFirst Bancshares Inc. 393,383 18,697
* MBIA Inc. 2,876,974 18,643
  United Community Banks Inc. 949,540 18,507
* iStar Inc. 1,526,614 17,907
* Navigators Group Inc. 208,556 17,892
  Ameris Bancorp 526,354 17,891
  Apollo Commercial Real Estate Finance Inc. 1,035,716 17,845
  Virtus Investment Partners Inc. 151,860 17,837
  First Merchants Corp. 701,688 17,837
  Hersha Hospitality Trust Class A 816,225 17,761
  Summit Hotel Properties Inc. 1,471,930 17,590
* First Cash Financial Services Inc. 468,088 17,521
^ Seritage Growth Properties Class A 435,524 17,517
  Franklin Street Properties Corp. 1,680,734 17,396
  Terreno Realty Corp. 765,536 17,316
  ARMOUR Residential REIT Inc. 788,742 17,163
  FelCor Lodging Trust Inc. 2,336,712 17,058
  AMERISAFE Inc. 325,810 16,584
  NRG Yield Inc. 1,112,519 16,421
  Inland Real Estate Corp. 1,543,585 16,393
* Third Point Reinsurance Ltd. 1,215,752 16,303
  Boston Private Financial Holdings Inc. 1,414,360 16,039
  WSFS Financial Corp. 490,950 15,887
  Infinity Property & Casualty Corp. 193,111 15,880
* FNFV Group 1,408,932 15,822
  Towne Bank 755,258 15,762
* HealthEquity Inc. 618,548 15,507
  Investors Real Estate Trust 2,230,165 15,500
  Berkshire Hills Bancorp Inc. 526,767 15,334

 

 

Total Stock Market Index Fund    
 
 
      Market
      Value
    Shares ($000)
  National Bank Holdings Corp. Class A 714,297 15,265
  New Senior Investment Group Inc. 1,544,545 15,229
  Capital Bank Financial Corp. 471,736 15,086
  First Commonwealth Financial Corp. 1,660,161 15,058
  Lakeland Financial Corp. 322,561 15,038
  Cash America International Inc. 493,420 14,778
  Capstead Mortgage Corp. 1,690,254 14,773
  Wilshire Bancorp Inc. 1,276,478 14,743
  Starwood Waypoint Residential Trust 647,963 14,670
  Maiden Holdings Ltd. 983,228 14,660
  Employers Holdings Inc. 534,143 14,582
  Alexander's Inc. 37,594 14,440
  Tompkins Financial Corp. 255,689 14,359
  Tier REIT Inc. 964,914 14,232
  Greenhill & Co. Inc. 487,566 13,949
  Brookline Bancorp Inc. 1,210,183 13,917
  Northfield Bancorp Inc. 871,427 13,873
* Walker & Dunlop Inc. 481,438 13,870
  Safety Insurance Group Inc. 244,721 13,797
  Chatham Lodging Trust 664,523 13,609
  Stewart Information Services Corp. 363,593 13,573
^ Universal Insurance Holdings Inc. 575,264 13,335
* KCG Holdings Inc. Class A 1,081,622 13,315
  Hanmi Financial Corp. 560,242 13,289
  Cardinal Financial Corp. 580,539 13,207
  City Holding Co. 287,914 13,140
* Green Dot Corp. Class A 795,882 13,068
  Nelnet Inc. Class A 386,475 12,974
  Meridian Bancorp Inc. 917,049 12,930
  State Bank Financial Corp. 609,473 12,817
  Agree Realty Corp. 374,719 12,737
* Encore Capital Group Inc. 434,664 12,640
* Black Knight Financial Services Inc. Class A 380,691 12,586
  CenterState Banks Inc. 798,736 12,500
* Ocwen Financial Corp. 1,782,861 12,427
* Pacific Premier Bancorp Inc. 582,678 12,382
  American Capital Mortgage Investment Corp. 885,471 12,361
  United Fire Group Inc. 321,720 12,325
  Universal Health Realty Income Trust 246,177 12,311
  InfraREIT Inc. 660,598 12,221
  Altisource Residential Corp. 981,321 12,178
* LendingTree Inc. 135,951 12,138
  Hannon Armstrong Sustainable Infrastructure Capital Inc. 640,771 12,123
* Customers Bancorp Inc. 437,200 11,901
  Central Pacific Financial Corp. 535,959 11,802
  FBL Financial Group Inc. Class A 185,357 11,796
  First Potomac Realty Trust 1,028,979 11,730
  Heartland Financial USA Inc. 373,410 11,710
  Sandy Spring Bancorp Inc. 429,396 11,577
  Oritani Financial Corp. 697,676 11,512
  MainSource Financial Group Inc. 501,492 11,474
  Saul Centers Inc. 221,619 11,362
  RE/MAX Holdings Inc. Class A 303,045 11,304
  United Financial Bancorp Inc. 877,161 11,298
* Piper Jaffray Cos. 276,583 11,174
  Diamond Hill Investment Group Inc. 58,828 11,118
  First Interstate BancSystem Inc. Class A 378,751 11,010
  Heritage Commerce Corp. 902,835 10,798
  Cohen & Steers Inc. 351,801 10,723
  American Residential Properties Inc. 564,193 10,663
  Yadkin Financial Corp. 421,795 10,617
  Flushing Financial Corp. 488,489 10,571

 

 

Total Stock Market Index Fund    
 
 
      Market
      Value
    Shares ($000)
  Opus Bank 282,742 10,453
  Ashford Hospitality Trust Inc. 1,644,892 10,379
*,^ Nationstar Mortgage Holdings Inc. 775,676 10,371
  Community Trust Bancorp Inc. 291,171 10,179
^ New York Mortgage Trust Inc. 1,898,075 10,117
* Greenlight Capital Re Ltd. Class A 537,893 10,064
  Southside Bancshares Inc. 417,110 10,019
  Urstadt Biddle Properties Inc. Class A 520,127 10,007
  Monmouth Real Estate Investment Corp. 956,491 10,005
  Virtu Financial Inc. Class A 441,536 9,996
  TriCo Bancshares 363,998 9,988
  TrustCo Bank Corp. NY 1,626,538 9,987
  Investment Technology Group Inc. 581,600 9,899
  Bridge Bancorp Inc. 325,132 9,894
  Silver Bay Realty Trust Corp. 626,703 9,814
  Cedar Realty Trust Inc. 1,378,908 9,763
  Rouse Properties Inc. 666,348 9,702
  1st Source Corp. 313,162 9,667
  Anworth Mortgage Asset Corp. 2,213,554 9,629
  National Western Life Group Inc. Class A 38,151 9,612
  Moelis & Co. Class A 323,629 9,443
  Heritage Insurance Holdings Inc. 431,372 9,413
  Washington Trust Bancorp Inc. 237,326 9,379
  Heritage Financial Corp. 494,525 9,317
* First NBC Bank Holding Co. 247,857 9,267
*,^ Walter Investment Management Corp. 649,993 9,243
  Dime Community Bancshares Inc. 519,929 9,094
  ConnectOne Bancorp Inc. 479,470 8,961
  CareTrust REIT Inc. 806,015 8,826
* INTL. FCStone Inc. 263,037 8,801
  Banc of California Inc. 592,872 8,668
  First Busey Corp. 415,127 8,564
  NRG Yield Inc. Class A 610,679 8,495
  Enterprise Financial Services Corp. 299,296 8,485
* WMIH Corp. 3,260,272 8,444
* Flagstar Bancorp Inc. 358,569 8,287
  Stock Yards Bancorp Inc. 219,008 8,276
  Getty Realty Corp. 481,922 8,265
  CoBiz Financial Inc. 615,139 8,255
* HomeStreet Inc. 380,015 8,250
* Campus Crest Communities Inc. 1,210,310 8,230
  CatchMark Timber Trust Inc. Class A 707,004 7,996
* Ambac Financial Group Inc. 564,694 7,957
  Winthrop Realty Trust 610,401 7,917
* Marcus & Millichap Inc. 270,404 7,880
  Great Southern Bancorp Inc. 174,050 7,878
  BancFirst Corp. 132,554 7,770
  James River Group Holdings Ltd. 230,910 7,745
  Bank Mutual Corp. 965,348 7,530
  NewBridge Bancorp 617,261 7,518
  Preferred Apartment Communities Inc. Class A 571,338 7,473
^ Western Asset Mortgage Capital Corp. 729,446 7,455
*,^ On Deck Capital Inc. 705,422 7,266
  Resource Capital Corp. 565,960 7,222
  Camden National Corp. 163,470 7,207
  First Financial Corp. 212,035 7,203
  Ladder Capital Corp. 570,565 7,086
  Ashford Hospitality Prime Inc. 480,898 6,973
* NMI Holdings Inc. Class A 1,019,255 6,900
  Westwood Holdings Group Inc. 131,472 6,848
*,^ Altisource Portfolio Solutions SA 245,969 6,840
* HomeTrust Bancshares Inc. 337,097 6,826

 

 

Total Stock Market Index Fund    
 
 
      Market
      Value
    Shares ($000)
* First Foundation Inc. 288,580 6,808
* First BanCorp 2,088,949 6,789
  Apollo Residential Mortgage Inc. 560,981 6,704
  Bryn Mawr Bank Corp. 232,630 6,681
* Del Taco Restaurants Inc. 625,400 6,661
* CU Bancorp 262,546 6,658
  National Storage Affiliates Trust 388,553 6,656
  Stonegate Bank 202,361 6,650
  Waterstone Financial Inc. 471,058 6,642
  Preferred Bank 200,420 6,618
* Cowen Group Inc. Class A 1,723,132 6,600
  Federated National Holding Co. 222,595 6,580
  Armada Hoffler Properties Inc. 625,383 6,554
* Anchor BanCorp Wisconsin Inc. 149,439 6,504
  Metro Bancorp Inc. 206,687 6,486
  Fidelity Southern Corp. 290,304 6,477
  State National Cos. Inc. 650,765 6,384
* Triumph Bancorp Inc. 386,881 6,384
* Forestar Group Inc. 583,496 6,383
  Financial Institutions Inc. 226,057 6,330
* Tejon Ranch Co. 328,059 6,282
* Seacoast Banking Corp. of Florida 416,525 6,240
  Independent Bank Corp. 406,582 6,192
  AG Mortgage Investment Trust Inc. 482,053 6,190
^ United Development Funding IV 553,167 6,085
  Independence Realty Trust Inc. 806,075 6,054
  Blue Hills Bancorp Inc. 392,810 6,014
  United Community Financial Corp. 1,013,343 5,979
  Lakeland Bancorp Inc. 506,287 5,969
  German American Bancorp Inc. 176,860 5,893
  Southwest Bancorp Inc. 335,700 5,868
  Fidelity & Guaranty Life 230,572 5,850
  EMC Insurance Group Inc. 231,197 5,849
* Atlantic Capital Bancshares Inc. 390,443 5,849
  West Bancorporation Inc. 295,741 5,841
  QCR Holdings Inc. 239,488 5,817
  OFG Bancorp 783,644 5,736
  One Liberty Properties Inc. 265,789 5,704
  Independent Bank Group Inc. 177,410 5,677
  Meta Financial Group Inc. 123,306 5,663
  Dynex Capital Inc. 890,813 5,657
  Peoples Bancorp Inc. 297,170 5,599
  HCI Group Inc. 160,352 5,588
  Mercantile Bank Corp. 223,978 5,496
  NexPoint Residential Trust Inc. 418,055 5,472
  Arlington Asset Investment Corp. Class A 413,395 5,469
  Whitestone REIT 454,416 5,458
  First Defiance Financial Corp. 143,156 5,408
  Kearny Financial Corp. 424,483 5,378
  Prudential Bancorp Inc. 354,077 5,368
  First Bancorp 279,699 5,242
* Franklin Financial Network Inc. 166,949 5,239
  United Insurance Holdings Corp. 306,171 5,236
* TriState Capital Holdings Inc. 373,844 5,230
* PennyMac Financial Services Inc. Class A 339,342 5,212
  First of Long Island Corp. 173,690 5,211
  Arrow Financial Corp. 190,991 5,189
* Green Bancorp Inc. 493,130 5,168
  Ares Commercial Real Estate Corp. 449,212 5,139
* Safeguard Scientifics Inc. 353,585 5,131
  State Auto Financial Corp. 246,676 5,079
  First Connecticut Bancorp Inc. 283,698 4,939

 

 

Total Stock Market Index Fund    
 
 
      Market
      Value
    Shares ($000)
  Univest Corp. of Pennsylvania 236,037 4,924
  Charter Financial Corp. 371,930 4,913
  Easterly Government Properties Inc. 285,535 4,905
* Ladenburg Thalmann Financial Services Inc. 1,773,604 4,895
  OneBeacon Insurance Group Ltd. Class A 388,427 4,820
  Newcastle Investment Corp. 1,159,643 4,731
  Horizon Bancorp 169,107 4,728
  Gladstone Commercial Corp. 323,934 4,726
  Suffolk Bancorp 164,229 4,656
^ Peoples Financial Services Corp. 121,669 4,633
*,^ Citizens Inc. Class A 619,412 4,602
  Consolidated-Tomoka Land Co. 87,122 4,592
  GAIN Capital Holdings Inc. 565,801 4,589
  First Community Bancshares Inc. 245,292 4,570
  RAIT Financial Trust 1,686,759 4,554
  UMH Properties Inc. 446,383 4,517
  Peapack Gladstone Financial Corp. 216,221 4,458
* EZCORP Inc. Class A 881,706 4,400
  Park Sterling Corp. 600,468 4,395
  ZAIS Financial Corp. 290,581 4,382
* World Acceptance Corp. 117,751 4,369
  Arbor Realty Trust Inc. 605,587 4,330
  Bank of Marin Bancorp 80,364 4,291
* PICO Holdings Inc. 414,379 4,276
* First Northwest Bancorp 301,846 4,271
  Houlihan Lokey Inc. 161,454 4,232
* Bancorp Inc. 648,583 4,131
  Reis Inc. 173,327 4,113
  Federal Agricultural Mortgage Corp. 129,190 4,079
* FRP Holdings Inc. 119,852 4,068
  OceanFirst Financial Corp. 201,519 4,036
  Cherry Hill Mortgage Investment Corp. 301,492 3,919
  Baldwin & Lyons Inc. 161,081 3,871
* Phoenix Cos. Inc. 104,501 3,871
  Clifton Bancorp Inc. 267,254 3,832
  Tiptree Financial Inc. Class A 622,227 3,820
  Guaranty Bancorp 230,124 3,806
  Republic Bancorp Inc. Class A 141,050 3,725
^ Orchid Island Capital Inc. 374,028 3,714
  Territorial Bancorp Inc. 132,776 3,683
  Heritage Oaks Bancorp 454,038 3,637
  Bluerock Residential Growth REIT Inc. Class A 303,137 3,592
  Ellington Residential Mortgage REIT 290,777 3,591
  Pacific Continental Corp. 240,884 3,584
*,^ CorEnergy Infrastructure Trust Inc. 241,424 3,583
  Investar Holding Corp. 203,421 3,580
* Global Indemnity plc 122,407 3,552
  Westfield Financial Inc. 415,733 3,492
  ESSA Bancorp Inc. 252,258 3,451
* MoneyGram International Inc. 547,471 3,433
  CNB Financial Corp. 189,417 3,415
* NewStar Financial Inc. 380,250 3,415
  Citizens & Northern Corp. 161,906 3,400
  Southern National Bancorp of Virginia Inc. 258,700 3,379
* National Commerce Corp. 133,060 3,333
* Associated Capital Group Inc. Class A 108,856 3,320
* Sun Bancorp Inc. 160,401 3,311
* Cascade Bancorp 545,291 3,310
* C1 Financial Inc. 136,246 3,299
  National Interstate Corp. 122,886 3,281
  City Office REIT Inc. 267,545 3,259
  National Bankshares Inc. 91,093 3,237

 

 

Total Stock Market Index Fund    
 
 
      Market
      Value
    Shares ($000)
* Old Second Bancorp Inc. 412,781 3,236
  Calamos Asset Management Inc. Class A 330,422 3,198
  Great Ajax Corp. 262,672 3,184
  BankFinancial Corp. 249,742 3,154
* Southern First Bancshares Inc. 137,887 3,116
  Owens Realty Mortgage Inc. 231,509 3,109
* Regional Management Corp. 200,718 3,105
* Enova International Inc. 468,830 3,099
* CommunityOne Bancorp 225,141 3,033
* Farmers Capital Bank Corp. 111,552 3,024
* eHealth Inc. 295,368 2,948
*,^ CPI Card Group Inc. 275,003 2,932
  Macatawa Bank Corp. 476,968 2,886
  Sierra Bancorp 162,405 2,866
* Atlas Financial Holdings Inc. 143,307 2,852
*,^ Hemisphere Media Group Inc. Class A 193,265 2,851
* BSB Bancorp Inc. 120,857 2,827
  Provident Financial Holdings Inc. 149,165 2,818
  Pzena Investment Management Inc. Class A 325,258 2,797
  First Financial Northwest Inc. 199,551 2,786
  MidWestOne Financial Group Inc. 91,437 2,781
  Fox Chase Bancorp Inc. 136,431 2,768
  Community Healthcare Trust Inc. 149,247 2,751
* Entegra Financial Corp. 144,122 2,747
  Ames National Corp. 112,988 2,744
  First Bancorp Inc. 131,912 2,700
  Donegal Group Inc. Class A 191,748 2,700
*,^ Ohr Pharmaceutical Inc. 435,204 2,672
  MidSouth Bancorp Inc. 293,501 2,665
  American National Bankshares Inc. 103,500 2,651
  Oppenheimer Holdings Inc. Class A 151,744 2,637
  Farmland Partners Inc. 239,672 2,629
  Manning & Napier Inc. 301,038 2,556
  Bar Harbor Bankshares 74,164 2,553
  First Business Financial Services Inc. 100,666 2,518
  FBR & Co. 125,966 2,507
^ JAVELIN Mortgage Investment Corp. 399,722 2,506
  Marlin Business Services Corp. 155,534 2,498
  Penns Woods Bancorp Inc. 58,050 2,465
  GAMCO Investors Inc. Class A 78,746 2,444
* Kansas City Life Insurance Co. 63,502 2,431
  Capital City Bank Group Inc. 153,843 2,361
  Jernigan Capital Inc. 157,394 2,353
* Republic First Bancorp Inc. 534,080 2,313
  Monarch Financial Holdings Inc. 127,241 2,289
  Northrim BanCorp Inc. 85,717 2,280
  Home Bancorp Inc. 86,917 2,258
  Cape Bancorp Inc. 179,168 2,227
* Hallmark Financial Services Inc. 184,502 2,157
  Merchants Bancshares Inc. 68,100 2,144
  Hingham Institution for Savings 17,894 2,144
  C&F Financial Corp. 54,712 2,134
  Silvercrest Asset Management Group Inc. Class A 176,868 2,103
  Pulaski Financial Corp. 128,630 2,053
  County Bancorp Inc. 100,841 2,046
^ Wheeler REIT Inc. 1,047,163 2,021
  SI Financial Group Inc. 147,248 2,010
  Investors Title Co. 20,745 2,008
* Malvern Bancorp Inc. 113,788 1,998
  Enterprise Bancorp Inc. 86,568 1,978
  MutualFirst Financial Inc. 79,243 1,975
  Central Valley Community Bancorp 158,873 1,964

 

 

Total Stock Market Index Fund    
 
 
      Market
      Value
    Shares ($000)
*,^ Impac Mortgage Holdings Inc. 108,621 1,955
* American Farmland Co. 277,601 1,954
  Sotherly Hotels Inc. 316,777 1,951
* AV Homes Inc. 149,431 1,914
  Century Bancorp Inc. Class A 44,025 1,913
* Bear State Financial Inc. 174,664 1,892
  Old Line Bancshares Inc. 105,897 1,861
* Consumer Portfolio Services Inc. 358,404 1,860
  Blue Capital Reinsurance Holdings Ltd. 107,626 1,846
* RMR Group Inc. Class A 127,910 1,843
  HF Financial Corp. 95,631 1,806
* Hampton Roads Bankshares Inc. 974,850 1,794
* Steel Excel Inc. 121,400 1,786
  Access National Corp. 85,934 1,758
  First Internet Bancorp 61,215 1,756
* Emergent Capital Inc. 459,330 1,695
  Resource America Inc. Class A 275,524 1,689
* Veritex Holdings Inc. 101,430 1,644
  Ameriana Bancorp 68,369 1,567
  Middleburg Financial Corp. 83,887 1,550
^ FXCM Inc. Class A 91,929 1,538
*,^ Stonegate Mortgage Corp. 275,084 1,499
* ASB Bancorp Inc. 58,307 1,499
* Asta Funding Inc. 187,680 1,492
* Ashford Inc. 27,884 1,485
* Southcoast Financial Corp. 95,214 1,481
  Five Oaks Investment Corp. 271,157 1,481
  Cheviot Financial Corp. 96,189 1,475
  Baylake Corp. 100,569 1,469
* Jason Industries Inc. 381,213 1,441
  Independence Holding Co. 103,421 1,432
  Premier Financial Bancorp Inc. 85,897 1,412
  Chemung Financial Corp. 47,686 1,319
* Howard Bancorp Inc. 95,866 1,266
* Nicholas Financial Inc. 107,564 1,253
* Westbury Bancorp Inc. 69,724 1,238
  Gladstone Land Corp. 140,106 1,212
  HopFed Bancorp Inc. 95,055 1,140
* UCP Inc. 156,732 1,128
  Urstadt Biddle Properties Inc. 63,312 1,127
  FS Bancorp Inc. 43,203 1,114
* American River Bankshares 102,892 1,089
* Performant Financial Corp. 607,474 1,087
* Atlantic Coast Financial Corp. 182,552 1,070
  Northeast Bancorp 99,071 1,040
* Naugatuck Valley Financial Corp. 94,777 1,038
  Federal Agricultural Mortgage Corp. Class A 38,986 1,033
* Maui Land & Pineapple Co. Inc. 183,834 1,004
*,^ 22nd Century Group Inc. 685,715 960
* Coastway Bancorp Inc. 69,446 913
  Timberland Bancorp Inc. 73,350 910
  Medley Management Inc. Class A 159,760 909
* Connecture Inc. 250,120 903
  Eastern Virginia Bankshares Inc. 125,374 900
* First Acceptance Corp. 371,196 883
  River Valley Bancorp 23,724 841
* BRT Realty Trust 131,617 834
  AmeriServ Financial Inc. 260,540 834
  CB Financial Services Inc. 36,136 828
*,^ Health Insurance Innovations Inc. Class A 119,568 801
* Security National Financial Corp. Class A 117,672 771
* First United Corp. 66,348 770

 

 

Total Stock Market Index Fund    
 
 
      Market
      Value
    Shares ($000)
  Bankwell Financial Group Inc. 38,361 761
  First Capital Bancorp Inc. 134,352 747
* Hamilton Bancorp Inc. 51,930 741
* Carolina Bank Holdings Inc. 38,934 718
* Avenue Financial Holdings Inc. 47,482 697
  Hennessy Advisors Inc. 22,997 689
  First Bancshares Inc. 37,481 687
* 1347 Property Insurance Holdings Inc. 86,788 664
  Fifth Street Asset Management Inc. 199,952 652
* First Bank 82,347 544
  Kingstone Cos. Inc. 58,974 531
*,^ Jacksonville Bancorp Inc. 28,010 525
* JG Wentworth Co. Class A 291,315 524
* First Marblehead Corp. 120,617 508
  Ocean Shore Holding Co. 29,568 507
* Allegiance Bancshares Inc. 21,054 498
  Chicopee Bancorp Inc. 26,693 463
  Salisbury Bancorp Inc. 13,251 443
  United Bancorp Inc. 46,010 442
  Community West Bancshares 59,145 420
  NorthStar Realty Europe Corp. 34,903 412
*,^ Intersections Inc. 137,800 395
  Landmark Bancorp Inc. 14,421 379
* Royal Bancshares of Pennsylvania Inc. 180,890 378
  California First National Bancorp 28,965 377
  United Community Bancorp 24,354 364
* Atlanticus Holdings Corp. 108,773 348
  People's Utah Bancorp 19,791 341
*,^ Altisource Asset Management Corp. 19,195 329
  Manhattan Bridge Capital Inc. 71,654 317
  Eagle Bancorp Montana Inc. 25,338 313
*,^ RCS Capital Corp. Class A 965,979 294
  US Global Investors Inc. Class A 231,835 271
  First Savings Financial Group Inc. 7,388 269
  IF Bancorp Inc. 13,647 252
* Provident Bancorp Inc. 18,153 239
  Pathfinder Bancorp Inc. 14,872 192
  Summit State Bank 13,701 187
  Parke Bancorp Inc. 13,912 174
* InterGroup Corp. 6,184 158
  Institutional Financial Markets Inc. 124,173 144
  WVS Financial Corp. 11,313 139
  QC Holdings Inc. 83,632 122
* National Holdings Corp. 37,954 107
* Conifer Holdings Inc. 11,145 103
* Income Opportunity Realty Investors Inc. 12,550 93
  Unity Bancorp Inc. 7,242 91
* Polonia Bancorp Inc. 7,462 86
* Sunshine Bancorp Inc. 5,288 80
  CIFC Corp. 13,144 73
  Atlantic American Corp. 11,780 59
* CVSL Inc. 51,533 51
  Two River Bancorp 4,825 48
  Citizens First Corp. 3,499 48
  United Bancshares Inc. 2,200 40
* RMG Networks Holding Corp. 50,792 38
* JW Mays Inc. 600 35
* Vestin Realty Mortgage II Inc. 12,810 33
* Anchor Bancorp Inc. 1,000 26
* Cordia Bancorp Inc. 5,680 22
  Home Federal Bancorp Inc. 980 22
  Sussex Bancorp 1,550 20

 

 

Total Stock Market Index Fund    
 
 
      Market
      Value
    Shares ($000)
* ZAIS Group Holdings Inc. 2,192 20
  Southwest Georgia Financial Corp. 1,200 19
* Melrose Bancorp Inc. 1,100 17
* Unico American Corp. 1,200 12
* ITUS Corp. 3,555 11
* Prism Technologies Group Inc. 8,626 9
* Tejon Ranch Co. Warrants Exp. 08/31/2016 33,339 —
      77,555,749
Health Care (14.0%)    
  Johnson & Johnson 50,733,121 5,211,306
  Pfizer Inc. 113,180,468 3,653,465
  Merck & Co. Inc. 51,221,217 2,705,505
  Gilead Sciences Inc. 26,426,025 2,674,049
* Allergan plc 7,225,025 2,257,820
  Amgen Inc. 13,901,042 2,256,556
  Bristol-Myers Squibb Co. 30,580,497 2,103,632
  UnitedHealth Group Inc. 17,475,043 2,055,764
  Medtronic plc 25,931,450 1,994,647
* Celgene Corp. 14,402,865 1,724,887
  AbbVie Inc. 28,470,169 1,686,573
  Eli Lilly & Co. 18,279,233 1,540,208
* Biogen Inc. 4,086,058 1,251,764
  Abbott Laboratories 27,366,182 1,229,015
* Express Scripts Holding Co. 12,401,484 1,084,014
  Thermo Fisher Scientific Inc. 7,329,041 1,039,624
* Regeneron Pharmaceuticals Inc. 1,403,975 762,176
* Alexion Pharmaceuticals Inc. 3,922,621 748,240
  Aetna Inc. 6,390,085 690,896
  Cigna Corp. 4,719,304 690,576
  Anthem Inc. 4,780,138 666,542
  Becton Dickinson and Co. 3,863,842 595,379
* Vertex Pharmaceuticals Inc. 4,503,682 566,698
* Illumina Inc. 2,684,211 515,221
  Stryker Corp. 5,510,254 512,123
  Humana Inc. 2,713,921 484,462
* Boston Scientific Corp. 24,644,073 454,437
* HCA Holdings Inc. 6,001,714 405,896
  Zoetis Inc. 8,197,970 392,847
* Mylan NV 7,207,967 389,735
  Baxalta Inc. 9,944,281 388,125
  Baxter International Inc. 10,025,455 382,471
* Intuitive Surgical Inc. 684,797 374,009
  Perrigo Co. plc 2,547,348 368,601
* Incyte Corp. 3,067,264 332,645
  Zimmer Biomet Holdings Inc. 3,173,511 325,570
  St. Jude Medical Inc. 5,179,864 319,960
* Edwards Lifesciences Corp. 3,953,646 312,259
* BioMarin Pharmaceutical Inc. 2,952,190 309,271
  CR Bard Inc. 1,352,479 256,214
* Endo International plc 4,148,360 253,963
* Henry Schein Inc. 1,517,597 240,069
* Laboratory Corp. of America Holdings 1,847,630 228,441
* Alkermes plc 2,743,461 217,776
* DaVita HealthCare Partners Inc. 3,115,565 217,186
  Universal Health Services Inc. Class B 1,664,373 198,876
* Waters Corp. 1,425,830 191,888
  Quest Diagnostics Inc. 2,613,472 185,922
* Hologic Inc. 4,654,074 180,066
* Mallinckrodt plc 2,133,085 159,192
  DENTSPLY International Inc. 2,559,080 155,720
* Jazz Pharmaceuticals plc 1,081,606 152,031

 

 

Total Stock Market Index Fund    
 
 
      Market
      Value
    Shares ($000)
* Medivation Inc. 2,994,570 144,757
* Varian Medical Systems Inc. 1,773,747 143,319
  ResMed Inc. 2,556,662 137,267
* Ionis Pharmaceuticals Inc. 2,205,055 136,559
* Centene Corp. 2,068,862 136,152
* Alnylam Pharmaceuticals Inc. 1,326,002 124,830
* United Therapeutics Corp. 791,549 123,964
* MEDNAX Inc. 1,714,421 122,855
* IDEXX Laboratories Inc. 1,664,159 121,350
  Cooper Cos. Inc. 890,131 119,456
* STERIS plc 1,567,231 118,075
* DexCom Inc. 1,414,422 115,841
* Sirona Dental Systems Inc. 1,020,614 111,829
* Dyax Corp. 2,693,690 101,337
* Quintiles Transnational Holdings Inc. 1,462,539 100,418
  Teleflex Inc. 752,854 98,963
* Health Net Inc. 1,327,842 90,904
* Neurocrine Biosciences Inc. 1,587,190 89,787
* Envision Healthcare Holdings Inc. 3,416,119 88,717
* Seattle Genetics Inc. 1,841,442 82,644
* Align Technology Inc. 1,233,804 81,246
* Anacor Pharmaceuticals Inc. 690,780 78,037
  West Pharmaceutical Services Inc. 1,243,437 74,880
* Amsurg Corp. 984,588 74,829
  Patterson Cos. Inc. 1,595,327 72,125
* Ultragenyx Pharmaceutical Inc. 642,894 72,120
* Charles River Laboratories International Inc. 847,564 68,136
* PAREXEL International Corp. 994,409 67,739
* Acadia Healthcare Co. Inc. 1,044,944 65,267
* ABIOMED Inc. 706,357 63,770
* WellCare Health Plans Inc. 803,356 62,830
* Brookdale Senior Living Inc. 3,374,386 62,291
* Alere Inc. 1,569,954 61,369
  Bio-Techne Corp. 678,367 61,053
*,^ OPKO Health Inc. 6,016,612 60,467
* LifePoint Health Inc. 798,405 58,603
* Team Health Holdings Inc. 1,327,687 58,272
* Horizon Pharma plc 2,634,163 57,082
*,^ Juno Therapeutics Inc. 1,289,140 56,683
* Tenet Healthcare Corp. 1,819,677 55,136
*,^ Myriad Genetics Inc. 1,276,479 55,093
* Akorn Inc. 1,458,115 54,402
* Community Health Systems Inc. 2,049,124 54,363
  HealthSouth Corp. 1,558,883 54,265
* Impax Laboratories Inc. 1,253,753 53,610
* ACADIA Pharmaceuticals Inc. 1,482,360 52,846
  Hill-Rom Holdings Inc. 1,075,391 51,683
* Bio-Rad Laboratories Inc. Class A 367,550 50,964
* Pacira Pharmaceuticals Inc. 644,418 49,485
* Prestige Brands Holdings Inc. 941,508 48,469
* Cepheid 1,316,296 48,084
* NuVasive Inc. 888,536 48,079
* Bruker Corp. 1,977,764 48,000
* Molina Healthcare Inc. 761,940 45,815
* Medicines Co. 1,202,701 44,909
* Portola Pharmaceuticals Inc. 858,683 44,179
* Intercept Pharmaceuticals Inc. 291,012 43,463
  Healthcare Services Group Inc. 1,239,028 43,205
*,^ Kite Pharma Inc. 698,567 43,046
* Catalent Inc. 1,685,978 42,200
* Bluebird Bio Inc. 643,668 41,336
* Nektar Therapeutics 2,435,231 41,034

 

 

Total Stock Market Index Fund    
 
 
      Market
      Value
    Shares ($000)
  Owens & Minor Inc. 1,135,780 40,865
* Wright Medical Group NV 1,680,652 40,638
* Puma Biotechnology Inc. 503,927 39,508
* Novavax Inc. 4,689,152 39,342
* Insulet Corp. 1,038,249 39,256
* Ophthotech Corp. 483,976 38,007
* Integra LifeSciences Holdings Corp. 557,711 37,802
  Cantel Medical Corp. 600,944 37,343
* Neogen Corp. 645,099 36,461
* Radius Health Inc. 592,098 36,438
* Masimo Corp. 830,138 34,459
* Ligand Pharmaceuticals Inc. 315,733 34,232
* Globus Medical Inc. 1,227,034 34,136
*,^ Agios Pharmaceuticals Inc. 519,987 33,758
* Acorda Therapeutics Inc. 777,630 33,267
* Halozyme Therapeutics Inc. 1,861,213 32,255
* Magellan Health Inc. 489,241 30,167
* VWR Corp. 1,064,485 30,136
* Haemonetics Corp. 922,875 29,753
*,^ Intrexon Corp. 974,595 29,384
* ICU Medical Inc. 259,637 29,282
*,^ Sarepta Therapeutics Inc. 741,967 28,625
* Celldex Therapeutics Inc. 1,821,465 28,561
* Halyard Health Inc. 847,531 28,316
* Intra-Cellular Therapies Inc. Class A 517,090 27,814
* TESARO Inc. 524,235 27,428
* FibroGen Inc. 892,014 27,180
* Natus Medical Inc. 563,072 27,056
* Air Methods Corp. 642,839 26,954
* Ironwood Pharmaceuticals Inc. Class A 2,266,013 26,263
* INC Research Holdings Inc. Class A 533,095 25,860
* TherapeuticsMD Inc. 2,435,219 25,253
* Emergent BioSolutions Inc. 630,217 25,215
* Sage Therapeutics Inc. 415,594 24,229
*,^ Exelixis Inc. 4,118,507 23,228
* NxStage Medical Inc. 1,034,902 22,675
  Select Medical Holdings Corp. 1,857,693 22,125
  Abaxis Inc. 390,511 21,744
* Clovis Oncology Inc. 618,426 21,645
* ImmunoGen Inc. 1,573,922 21,358
* Acceleron Pharma Inc. 437,644 21,340
* Achillion Pharmaceuticals Inc. 1,974,731 21,307
* Surgical Care Affiliates Inc. 531,336 21,152
* Amedisys Inc. 537,771 21,145
* Alder Biopharmaceuticals Inc. 625,724 20,668
* Nevro Corp. 305,728 20,640
* Amicus Therapeutics Inc. 2,119,438 20,559
* Insmed Inc. 1,130,354 20,516
*,^ Lannett Co. Inc. 507,166 20,347
* Depomed Inc. 1,121,912 20,340
  CONMED Corp. 448,618 19,762
* HMS Holdings Corp. 1,579,406 19,490
* ARIAD Pharmaceuticals Inc. 3,073,425 19,209
* Zeltiq Aesthetics Inc. 671,256 19,151
* AMAG Pharmaceuticals Inc. 626,116 18,902
*,^ Cempra Inc. 607,177 18,901
  Kindred Healthcare Inc. 1,583,734 18,862
* Omnicell Inc. 599,489 18,632
* PharMerica Corp. 530,568 18,570
  Ensign Group Inc. 818,962 18,533
*,^ ZIOPHARM Oncology Inc. 2,191,857 18,214
  Analogic Corp. 220,510 18,214

 

 

Total Stock Market Index Fund    
 
 
      Market
      Value
    Shares ($000)
* Five Prime Therapeutics Inc. 436,658 18,121
* PTC Therapeutics Inc. 549,158 17,793
*,^ MiMedx Group Inc. 1,883,199 17,646
* PRA Health Sciences Inc. 385,804 17,465
* Dynavax Technologies Corp. 716,498 17,311
* Momenta Pharmaceuticals Inc. 1,161,671 17,239
* Cynosure Inc. Class A 381,866 17,058
* MacroGenics Inc. 533,323 16,517
* HeartWare International Inc. 327,573 16,510
*,^ Exact Sciences Corp. 1,746,174 16,117
*,^ Pacific Biosciences of California Inc. 1,222,462 16,051
* Repligen Corp. 563,887 15,952
^ Theravance Inc. 1,491,407 15,719
*,^ Eagle Pharmaceuticals Inc. 172,434 15,290
*,^ Insys Therapeutics Inc. 523,380 14,984
*,^ Heron Therapeutics Inc. 557,671 14,890
*,^ Relypsa Inc. 524,397 14,861
*,^ Merrimack Pharmaceuticals Inc. 1,870,269 14,775
* Luminex Corp. 689,348 14,745
  Meridian Bioscience Inc. 712,814 14,627
* NewLink Genetics Corp. 400,395 14,570
* BioCryst Pharmaceuticals Inc. 1,404,293 14,492
*,^ Spark Therapeutics Inc. 315,240 14,284
* Affymetrix Inc. 1,393,612 14,062
* Merit Medical Systems Inc. 748,510 13,915
*,^ Geron Corp. 2,839,865 13,745
*,^ Aduro Biotech Inc. 471,946 13,281
* LHC Group Inc. 284,019 12,863
* Inogen Inc. 320,749 12,859
* Orthofix International NV 318,405 12,485
*,^ Adeptus Health Inc. Class A 218,967 11,938
*,^ Accelerate Diagnostics Inc. 544,968 11,711
* Retrophin Inc. 606,109 11,692
* Spectranetics Corp. 772,782 11,638
*,^ Endologix Inc. 1,152,584 11,411
* AtriCure Inc. 505,275 11,338
* Sangamo BioSciences Inc. 1,222,912 11,165
  US Physical Therapy Inc. 206,863 11,104
* Revance Therapeutics Inc. 324,489 11,085
* Genomic Health Inc. 314,161 11,058
* LDR Holding Corp. 440,211 11,054
* Quidel Corp. 520,616 11,037
* Supernus Pharmaceuticals Inc. 815,185 10,956
*,^ Cerus Corp. 1,730,614 10,937
* Array BioPharma Inc. 2,550,098 10,761
*,^ Synergy Pharmaceuticals Inc. 1,875,417 10,634
* HealthStream Inc. 481,863 10,601
* Capital Senior Living Corp. 497,461 10,377
* Aerie Pharmaceuticals Inc. 422,430 10,286
*,^ Omeros Corp. 652,315 10,261
  PDL BioPharma Inc. 2,896,267 10,253
* Dermira Inc. 292,007 10,106
  National HealthCare Corp. 163,572 10,092
*,^ Lexicon Pharmaceuticals Inc. 745,220 9,919
* Triple-S Management Corp. Class B 414,116 9,901
* Vascular Solutions Inc. 287,788 9,897
* Amphastar Pharmaceuticals Inc. 695,030 9,890
* Hanger Inc. 598,929 9,852
* Anika Therapeutics Inc. 250,309 9,552
  Invacare Corp. 537,033 9,339
  Atrion Corp. 24,498 9,339
* CorVel Corp. 211,601 9,294

 

 

Total Stock Market Index Fund    
 
 
      Market
      Value
    Shares ($000)
* Mirati Therapeutics Inc. 293,744 9,282
* Accuray Inc. 1,358,816 9,172
* Blueprint Medicines Corp. 340,865 8,978
* Enanta Pharmaceuticals Inc. 270,949 8,947
*,^ Albany Molecular Research Inc. 445,836 8,850
* K2M Group Holdings Inc. 443,495 8,755
* Civitas Solutions Inc. 301,189 8,671
*,^ Rockwell Medical Inc. 839,802 8,600
* Bellicum Pharmaceuticals Inc. 415,337 8,419
* Cardiovascular Systems Inc. 555,733 8,403
* Arena Pharmaceuticals Inc. 4,410,516 8,380
* Coherus Biosciences Inc. 346,812 7,963
* Xencor Inc. 536,520 7,844
* Otonomy Inc. 277,261 7,694
*,^ Inovio Pharmaceuticals Inc. 1,144,108 7,688
* Progenics Pharmaceuticals Inc. 1,254,119 7,688
* Intersect ENT Inc. 340,014 7,650
*,^ Theravance Biopharma Inc. 460,010 7,540
* Atara Biotherapeutics Inc. 285,353 7,536
* Raptor Pharmaceutical Corp. 1,447,340 7,526
* SciClone Pharmaceuticals Inc. 805,597 7,411
*,^ Keryx Biopharmaceuticals Inc. 1,443,078 7,288
* TG Therapeutics Inc. 610,297 7,281
*,^ MannKind Corp. 5,017,167 7,275
*,^ Epizyme Inc. 448,166 7,180
*,^ Spectrum Pharmaceuticals Inc. 1,187,212 7,159
* Chimerix Inc. 786,672 7,041
* Corcept Therapeutics Inc. 1,405,492 6,999
* Healthways Inc. 543,445 6,994
  Universal American Corp. 978,330 6,848
* Infinity Pharmaceuticals Inc. 869,739 6,827
*,^ Vanda Pharmaceuticals Inc. 729,027 6,787
* Surgery Partners Inc. 328,645 6,734
*,^ Teligent Inc. 756,216 6,730
* Trevena Inc. 639,641 6,716
*,^ ANI Pharmaceuticals Inc. 147,114 6,639
*,^ La Jolla Pharmaceutical Co. 244,938 6,613
* NeoGenomics Inc. 832,720 6,553
* Cytokinetics Inc. 623,437 6,521
* Sagent Pharmaceuticals Inc. 409,442 6,514
*,^ Arrowhead Research Corp. 1,047,279 6,441
* Sucampo Pharmaceuticals Inc. Class A 370,486 6,406
* OraSure Technologies Inc. 979,501 6,308
* Ocata Therapeutics Inc. 738,783 6,221
* Zogenix Inc. 399,687 5,891
* Esperion Therapeutics Inc. 260,312 5,795
* Curis Inc. 1,980,613 5,764
* Cara Therapeutics Inc. 341,738 5,762
*,^ Advaxis Inc. 572,145 5,756
* XenoPort Inc. 1,037,253 5,695
* Lion Biotechnologies Inc. 736,490 5,686
* Agenus Inc. 1,243,252 5,644
* AngioDynamics Inc. 463,977 5,633
*,^ Seres Therapeutics Inc. 160,462 5,631
* GenMark Diagnostics Inc. 724,812 5,625
* Almost Family Inc. 144,434 5,522
* Fluidigm Corp. 508,444 5,496
*,^ Global Blood Therapeutics Inc. 167,077 5,402
*,^ Idera Pharmaceuticals Inc. 1,731,485 5,350
* Tetraphase Pharmaceuticals Inc. 532,272 5,339
* BioTelemetry Inc. 452,839 5,289
* Ignyta Inc. 391,853 5,251

 

 

Total Stock Market Index Fund    
 
 
      Market
      Value
    Shares ($000)
*,^ Regulus Therapeutics Inc. 595,312 5,191
* Flexion Therapeutics Inc. 265,035 5,107
* Concert Pharmaceuticals Inc. 267,850 5,081
*,^ Avinger Inc. 220,290 5,003
  CryoLife Inc. 459,695 4,955
* Paratek Pharmaceuticals Inc. 260,630 4,944
* SurModics Inc. 243,117 4,928
* Akebia Therapeutics Inc. 379,515 4,903
* KemPharm Inc. 245,552 4,877
* Aegerion Pharmaceuticals Inc. 478,208 4,830
*,^ Immunomedics Inc. 1,555,801 4,776
*,^ Foundation Medicine Inc. 226,696 4,774
* Rigel Pharmaceuticals Inc. 1,565,724 4,744
*,^ Vital Therapies Inc. 406,446 4,682
* STAAR Surgical Co. 654,148 4,671
* Adamas Pharmaceuticals Inc. 159,159 4,507
* Vitae Pharmaceuticals Inc. 246,418 4,460
*,^ Karyopharm Therapeutics Inc. 334,828 4,436
* Loxo Oncology Inc. 154,757 4,403
* Aimmune Therapeutics Inc. 237,211 4,377
* OncoMed Pharmaceuticals Inc. 186,062 4,194
* Durect Corp. 1,878,561 4,152
*,^ NantKwest Inc. 239,065 4,143
*,^ Galena Biopharma Inc. 2,816,417 4,140
* Ardelyx Inc. 225,130 4,079
*,^ Orexigen Therapeutics Inc. 2,320,007 3,990
*,^ BioDelivery Sciences International Inc. 829,997 3,976
* Oncothyreon Inc. 1,783,153 3,959
*,^ Invitae Corp. 478,321 3,927
* Versartis Inc. 315,486 3,909
*,^ OvaScience Inc. 397,215 3,881
*,^ Peregrine Pharmaceuticals Inc. 3,311,554 3,875
*,^ ChemoCentryx Inc. 473,107 3,832
* RTI Surgical Inc. 959,917 3,811
  LeMaitre Vascular Inc. 220,830 3,809
* Sorrento Therapeutics Inc. 432,002 3,763
* Pfenex Inc. 302,966 3,751
*,^ Teladoc Inc. 204,400 3,671
*,^ Organovo Holdings Inc. 1,465,710 3,650
* Tandem Diabetes Care Inc. 308,946 3,649
*,^ InVivo Therapeutics Holdings Corp. 504,254 3,631
* RadNet Inc. 587,256 3,629
* Glaukos Corp. 146,622 3,620
* Immune Design Corp. 179,204 3,598
*,^ CytomX Therapeutics Inc. 172,307 3,596
* Heska Corp. 92,855 3,592
* BioSpecifics Technologies Corp. 83,460 3,586
* Inotek Pharmaceuticals Corp. 310,399 3,517
*,^ Sequenom Inc. 2,122,549 3,481
* Aclaris Therapeutics Inc. 128,815 3,470
* Pernix Therapeutics Holdings Inc. 1,175,001 3,466
*,^ CTI BioPharma Corp. 2,813,037 3,460
* POZEN Inc. 504,525 3,446
*,^ Synthetic Biologics Inc. 1,501,112 3,438
  Utah Medical Products Inc. 58,208 3,407
* Applied Genetic Technologies Corp. 166,190 3,390
*,^ T2 Biosystems Inc. 307,270 3,362
* Collegium Pharmaceutical Inc. 120,974 3,327
* Cutera Inc. 256,696 3,283
* Avalanche Biotechnologies Inc. 338,758 3,225
* Enzo Biochem Inc. 710,691 3,198
*,^ ConforMIS Inc. 184,488 3,190

 

 

Total Stock Market Index Fund    
 
 
      Market
      Value
    Shares ($000)
*,^ BioTime Inc. 773,439 3,171
* Aratana Therapeutics Inc. 567,500 3,167
*,^ Navidea Biopharmaceuticals Inc. 2,347,470 3,122
*,^ Northwest Biotherapeutics Inc. 968,768 3,100
*,^ XBiotech Inc. 283,224 3,079
*,^ AAC Holdings Inc. 158,125 3,014
^ Osiris Therapeutics Inc. 288,347 2,993
*,^ Antares Pharma Inc. 2,472,043 2,991
* NanoString Technologies Inc. 201,894 2,970
* Catalyst Pharmaceuticals Inc. 1,199,800 2,939
*,^ Ampio Pharmaceuticals Inc. 839,379 2,938
* Exactech Inc. 161,785 2,936
* SeaSpine Holdings Corp. 168,394 2,893
* Dicerna Pharmaceuticals Inc. 243,040 2,885
* Egalet Corp. 258,605 2,850
*,^ Corindus Vascular Robotics Inc. 869,217 2,790
*,^ REGENXBIO Inc. 165,369 2,745
* Anthera Pharmaceuticals Inc. 591,332 2,744
*,^ Nobilis Health Corp. 966,224 2,725
*,^ Trovagene Inc. 490,953 2,651
* Tobira Therapeutics Inc. 263,795 2,651
*,^ XOMA Corp. 1,983,120 2,638
* Harvard Bioscience Inc. 756,857 2,626
* iRadimed Corp. 93,477 2,620
*,^ CytRx Corp. 974,643 2,583
* Ocular Therapeutix Inc. 266,506 2,497
*,^ Tenax Therapeutics Inc. 761,068 2,496
* Addus HomeCare Corp. 106,130 2,471
* FONAR Corp. 139,817 2,413
* Medgenics Inc. 393,767 2,370
* Symmetry Surgical Inc. 253,270 2,330
  Digirad Corp. 402,221 2,329
* Zafgen Inc. 363,269 2,285
* Tonix Pharmaceuticals Holding Corp. 296,420 2,274
*,^ Endocyte Inc. 566,005 2,270
* Chiasma Inc. 115,872 2,268
*,^ pSivida Corp. 464,129 2,237
*,^ Natera Inc. 199,033 2,150
* Five Star Quality Care Inc. 663,749 2,111
* Assembly Biosciences Inc. 280,974 2,110
* ArQule Inc. 938,958 2,038
*,^ BioScrip Inc. 1,163,038 2,035
*,^ Actinium Pharmaceuticals Inc. 621,760 2,008
*,^ Fibrocell Science Inc. 439,139 1,998
* Penumbra Inc. 36,548 1,967
* AcelRx Pharmaceuticals Inc. 505,369 1,946
* Sientra Inc. 323,353 1,914
* Kura Oncology Inc. 223,467 1,877
* Juniper Pharmaceuticals Inc. 178,912 1,843
*,^ CytoSorbents Corp. 328,449 1,829
* Entellus Medical Inc. 108,082 1,822
* Corium International Inc. 220,335 1,789
*,^ PharmAthene Inc. 936,223 1,779
*,^ Cidara Therapeutics Inc. 102,887 1,766
* Derma Sciences Inc. 385,577 1,762
*,^ VIVUS Inc. 1,700,568 1,735
* Proteon Therapeutics Inc. 111,423 1,728
* Flex Pharma Inc. 130,930 1,630
* Stemline Therapeutics Inc. 257,682 1,626
* Genocea Biosciences Inc. 296,791 1,564
* AxoGen Inc. 309,020 1,545
*,^ Neuralstem Inc. 1,460,535 1,504

 

 

Total Stock Market Index Fund    
 
 
      Market
      Value
    Shares ($000)
*,^ ContraFect Corp. 316,601 1,504
* Edge Therapeutics Inc. 118,617 1,483
*,^ Fortress Biotech Inc. 526,032 1,468
*,^ Bio-Path Holdings Inc. 1,169,661 1,462
* Calithera Biosciences Inc. 189,325 1,450
* Genesis Healthcare Inc. 403,126 1,399
*,^ Athersys Inc. 1,271,125 1,309
* Alliance HealthCare Services Inc. 140,174 1,287
*,^ Tokai Pharmaceuticals Inc. 145,408 1,268
* Anavex Life Sciences Corp. 226,958 1,264
* Nivalis Therapeutics Inc. 161,630 1,251
* Verastem Inc. 657,912 1,224
* Dipexium Pharmaceuticals Inc. 107,079 1,199
* AVEO Pharmaceuticals Inc. 940,983 1,186
*,^ Abeona Therapeutics Inc. 350,821 1,179
*,^ Provectus Biopharmaceuticals Inc. Class A 2,998,219 1,169
*,^ Alimera Sciences Inc. 480,433 1,163
  Psychemedics Corp. 113,707 1,153
* Pain Therapeutics Inc. 648,731 1,135
*,^ CorMedix Inc. 557,462 1,132
* Sunesis Pharmaceuticals Inc. 1,253,164 1,125
* Fate Therapeutics Inc. 328,006 1,105
*,^ Mast Therapeutics Inc. 2,595,186 1,091
* Marinus Pharmaceuticals Inc. 142,124 1,086
* aTyr Pharma Inc. 108,007 1,062
* Tracon Pharmaceuticals Inc. 111,895 1,034
*,^ Rexahn Pharmaceuticals Inc. 2,845,469 1,033
*,^ Asterias Biotherapeutics Inc. 260,159 1,022
* MediciNova Inc. 286,212 1,016
*,^ Unilife Corp. 2,046,607 1,013
* IRIDEX Corp. 107,201 996
* Vericel Corp. 381,091 983
* Adamis Pharmaceuticals Corp. 175,999 950
* SCYNEXIS Inc. 152,100 945
* Kindred Biosciences Inc. 274,066 932
* InfuSystems Holdings Inc. 303,633 926
* Veracyte Inc. 127,777 920
* Achaogen Inc. 157,672 905
*,^ NanoViricides Inc. 765,867 904
* Neos Therapeutics Inc. 62,411 894
* Cumberland Pharmaceuticals Inc. 168,495 886
  Span-America Medical Systems Inc. 44,436 882
* Imprimis Pharmaceuticals Inc. 126,879 879
* EndoChoice Holdings Inc. 105,116 878
* OncoSec Medical Inc. 370,200 877
*,^ Caladrius Biosciences Inc. 803,356 868
*,^ IsoRay Inc. 924,245 866
* Synta Pharmaceuticals Corp. 2,453,522 864
* EPIRUS Biopharmaceuticals Inc. 276,873 856
* Carbylan Therapeutics Inc. 234,831 850
* Ocera Therapeutics Inc. 264,414 825
* MEI Pharma Inc. 506,940 811
*,^ ContraVir Pharmaceuticals Inc. 498,249 767
* GlycoMimetics Inc. 131,030 749
  AdCare Health Systems Inc. 298,748 744
* Alliqua BioMedical Inc. 347,173 743
* StemCells Inc. 1,769,454 737
*,^ Apricus Biosciences Inc. 729,018 722
* Lantheus Holdings Inc. 212,533 718
* CAS Medical Systems Inc. 400,050 708
* Brainstorm Cell Therapeutics Inc. 244,224 698
* Aldeyra Therapeutics Inc. 101,870 691

 

 

Total Stock Market Index Fund    
 
 
      Market
      Value
    Shares ($000)
* TriVascular Technologies Inc. 101,441 675
* Chembio Diagnostics Inc. 123,989 661
*,^ Biolase Inc. 763,675 642
*,^ TearLab Corp. 459,841 639
* vTv Therapeutics Inc. Class A 93,692 638
*,^ Conatus Pharmaceuticals Inc. 219,865 633
* Cancer Genetics Inc. 191,189 631
*,^ Corbus Pharmaceuticals Holdings Inc. 381,789 630
* Recro Pharma Inc. 67,102 604
* Repros Therapeutics Inc. 495,954 600
*,^ Second Sight Medical Products Inc. 101,204 596
* Threshold Pharmaceuticals Inc. 1,217,315 584
* Misonix Inc. 62,103 583
*,^ Celator Pharmaceuticals Inc. 322,916 568
*,^ Galectin Therapeutics Inc. 345,606 567
*,^ Cerulean Pharma Inc. 199,192 558
* MyoKardia Inc. 37,810 554
* ImmunoCellular Therapeutics Ltd. 1,547,621 550
* Retractable Technologies Inc. 175,484 544
*,^ Mirna Therapeutics Inc. 86,203 539
*,^ Catabasis Pharmaceuticals Inc. 67,939 539
* Cymabay Therapeutics Inc. 317,847 537
* Vical Inc. 1,299,653 533
*,^ OncoGenex Pharmaceuticals Inc. 437,026 529
* Catalyst Biosciences Inc. 166,056 520
*,^ CEL-SCI Corp. 1,376,786 509
* Agile Therapeutics Inc. 52,123 509
* Zynerba Pharmaceuticals Inc. 50,479 508
* Celsion Corp. 262,411 504
  Daxor Corp. 66,468 502
* Bovie Medical Corp. 235,448 494
*,^ Vermillion Inc. 259,215 467
* CareDx Inc. 68,515 438
  Enzon Pharmaceuticals Inc. 624,707 426
* Alphatec Holdings Inc. 1,416,564 425
* Harvard Apparatus Regenerative Technology Inc. 192,845 420
* BIND Therapeutics Inc. 183,435 420
*,^ iBio Inc. 683,611 383
* Eleven Biotherapeutics Inc. 126,551 381
* Minerva Neurosciences Inc. 61,586 374
*,^ Palatin Technologies Inc. 562,490 373
* Cogentix Medical Inc. 289,122 373
*,^ Cytori Therapeutics Inc. 1,931,804 359
*,^ Celladon Corp. 243,153 357
*,^ Sunshine Heart Inc. 258,495 349
* Oragenics Inc. 227,875 340
*,^ Hansen Medical Inc. 143,205 334
* CoLucid Pharmaceuticals Inc. 38,043 318
* Discovery Laboratories Inc. 1,479,737 317
*,^ Sophiris Bio Inc. 172,289 312
* MGC Diagnostics Corp. 46,575 306
* Joint Corp. 50,675 303
* Aethlon Medical Inc. 44,092 299
*,^ GTx Inc. 426,578 299
*,^ Alexza Pharmaceuticals Inc. 425,033 298
*,^ Biocept Inc. 215,365 297
* Wright Medical Group Inc. CVR Exp. 12/31/2049 288,011 294
* HTG Molecular Diagnostics Inc. 65,650 286
*,^ Oculus Innovative Sciences Inc. 246,641 284
* Invuity Inc. 31,432 277
* Argos Therapeutics Inc. 119,485 276
  Diversicare Healthcare Services Inc. 33,583 274

 

 

Total Stock Market Index Fund    
 
 
      Market
      Value
    Shares ($000)
* Bellerophon Therapeutics Inc. 87,474 259
* ARCA biopharma Inc. 55,421 258
*,^ OXiGENE Inc. 343,666 256
* AmpliPhi Biosciences Corp. 62,000 247
* Opexa Therapeutics Inc. 88,089 245
* Echo Therapeutics Inc. 171,131 243
* Biodel Inc. 698,555 239
*,^ EnteroMedics Inc. 1,825,754 238
* Cyclacel Pharmaceuticals Inc. 465,134 233
* CASI Pharmaceuticals Inc. 241,336 232
* Hemispherx Biopharma Inc. 2,858,987 230
* TetraLogic Pharmaceuticals Corp. 126,006 218
*,^ Heat Biologics Inc. 88,564 216
* Cardica Inc. 1,355,279 210
* Zosano Pharma Corp. 88,338 197
*,^ Stereotaxis Inc. 261,780 195
* Onconova Therapeutics Inc. 191,299 183
*,^ Neothetics Inc. 124,418 173
* Acura Pharmaceuticals Inc. 67,640 171
* ADMA Biologics Inc. 20,635 167
*,^ Venaxis Inc. 540,580 165
*,^ RXi Pharmaceuticals Corp. 396,875 152
*,^ Amedica Corp. 1,269,139 151
* Presbia plc 27,300 144
*,^ Cleveland BioLabs Inc. 40,540 141
*,^ PhotoMedex Inc. 304,543 137
* Evoke Pharma Inc. 39,971 132
* ERBA Diagnostics Inc. 94,045 131
* GenVec Inc. 61,174 113
*,^ NephroGenex Inc. 64,091 103
* Bioanalytical Systems Inc. 65,847 100
* Allied Healthcare Products Inc. 87,500 97
*,^ BioLife Solutions Inc. 44,586 97
* CombiMatrix Corp. 129,015 95
*,^ Atossa Genetics Inc. 295,017 94
* Ritter Pharmaceuticals Inc. 55,031 94
* Dimension Therapeutics Inc. 7,585 86
* ProPhase Labs Inc. 56,433 85
* Cesca Therapeutics Inc. 438,429 80
* Akers Biosciences Inc. 60,354 73
* Pulmatrix Inc. 17,594 69
* Arcadia Biosciences Inc. 22,553 69
* Arrhythmia Research Technology Inc. 12,440 68
* BioPharmX Corp. 44,533 68
*,^ Viking Therapeutics Inc. 18,275 62
* Titan Pharmaceuticals Inc. 13,800 61
* Capricor Therapeutics Inc. 19,771 61
* Transgenomic Inc. 53,000 57
* ImmuCell Corp. 7,633 56
*,^ Signal Genetics Inc. 70,186 52
* NovaBay Pharmaceuticals Inc. 21,037 43
* Immune Pharmaceuticals Inc. 58,351 43
* USMD Holdings Inc. 5,047 37
* Escalon Medical Corp. 29,989 33
* EyeGate Pharmaceuticals Inc. 10,728 29
* Milestone Scientific Inc. 10,745 25
* Biota Pharmaceuticals Inc. 11,900 23
  Birner Dental Management Services Inc. 1,710 19
* Hooper Holmes Inc. 289,917 18
* Roka Bioscience Inc. 13,614 17
* Electromed Inc. 7,600 14
* Histogenics Corp. 3,570 12
* Jaguar Animal Health Inc. 4,425 10
* GlobeImmune Inc. 2,318 9
* VBI Vaccines Inc. 3,563 8

 

 

Total Stock Market Index Fund    
 
 
      Market
      Value
    Shares ($000)
* Semler Scientific Inc. 3,107 8
      56,149,676
Industrials (12.3%)    
  General Electric Co. 173,064,066 5,390,946
  3M Co. 11,294,457 1,701,397
  Boeing Co. 11,679,686 1,688,766
  United Technologies Corp. 15,458,459 1,485,094
  Honeywell International Inc. 13,433,615 1,391,320
  United Parcel Service Inc. Class B 12,777,393 1,229,569
  Union Pacific Corp. 15,655,272 1,224,242
  Accenture plc Class A 11,454,978 1,197,045
  Lockheed Martin Corp. 4,792,721 1,040,739
  Danaher Corp. 10,690,439 992,928
* PayPal Holdings Inc. 21,271,962 770,045
  FedEx Corp. 4,917,667 732,683
  Caterpillar Inc. 10,679,232 725,761
  Raytheon Co. 5,519,771 687,377
  Automatic Data Processing Inc. 8,093,836 685,710
  General Dynamics Corp. 4,935,072 677,882
  Northrop Grumman Corp. 3,343,433 631,274
  Emerson Electric Co. 12,011,011 574,487
  Precision Castparts Corp. 2,397,369 556,214
  Illinois Tool Works Inc. 5,674,001 525,866
* LinkedIn Corp. Class A 2,116,216 476,318
  CSX Corp. 17,839,897 462,945
  Norfolk Southern Corp. 5,469,307 462,649
  TE Connectivity Ltd. 7,153,566 462,192
  Eaton Corp. plc 8,487,866 441,709
  Waste Management Inc. 8,187,451 436,964
  Deere & Co. 5,715,727 435,939
* Fiserv Inc. 4,239,123 387,710
  Sherwin-Williams Co. 1,451,677 376,855
  Roper Technologies Inc. 1,843,728 349,921
  Paychex Inc. 5,927,109 313,485
  Fidelity National Information Services Inc. 5,167,567 313,155
  PACCAR Inc. 6,478,834 307,097
  Amphenol Corp. Class A 5,653,897 295,303
* Alliance Data Systems Corp. 1,063,389 294,102
  Cummins Inc. 3,258,552 286,785
  Ingersoll-Rand plc 4,797,043 265,229
  Agilent Technologies Inc. 6,086,197 254,464
  Rockwell Automation Inc. 2,421,424 248,462
  Tyco International plc 7,752,094 247,214
  Parker-Hannifin Corp. 2,500,036 242,454
  AMETEK Inc. 4,367,598 234,060
  Vulcan Materials Co. 2,439,394 231,669
* FleetCor Technologies Inc. 1,601,789 228,944
  Rockwell Collins Inc. 2,397,956 221,331
  WestRock Co. 4,804,070 219,162
  WW Grainger Inc. 1,061,668 215,083
* Verisk Analytics Inc. Class A 2,793,720 214,781
* TransDigm Group Inc. 933,194 213,188
^ Fastenal Co. 5,036,266 205,580
  Republic Services Inc. Class A 4,427,328 194,758
  Textron Inc. 4,503,690 189,200
  Xerox Corp. 17,782,304 189,026
* Stericycle Inc. 1,556,518 187,716
  Acuity Brands Inc. 798,163 186,611
  Ball Corp. 2,498,656 181,727
  Masco Corp. 6,197,489 175,389
  Dover Corp. 2,836,827 173,926
* Mettler-Toledo International Inc. 502,413 170,383
  Martin Marietta Materials Inc. 1,212,033 165,539
  Sealed Air Corp. 3,705,438 165,263
  Pentair plc 3,301,849 163,541

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
  Towers Watson & Co. Class A 1,269,303 163,055
  CH Robinson Worldwide Inc. 2,623,718 162,723
  Fortune Brands Home & Security Inc. 2,919,197 162,015
  L-3 Communications Holdings Inc. 1,289,509 154,109
  Expeditors International of Washington Inc. 3,408,168 153,708
  Global Payments Inc. 2,374,674 153,190
  Total System Services Inc. 3,017,924 150,293
  Kansas City Southern 1,993,577 148,860
  Cintas Corp. 1,588,914 144,671
* Sensata Technologies Holding NV 3,111,252 143,304
* Vantiv Inc. Class A 2,848,008 135,053
* Crown Holdings Inc. 2,552,837 129,429
* Spirit AeroSystems Holdings Inc. Class A 2,560,336 128,196
  Waste Connections Inc. 2,237,772 126,031
  JB Hunt Transport Services Inc. 1,709,018 125,374
  Fluor Corp. 2,612,859 123,379
* United Rentals Inc. 1,700,490 123,354
  Valspar Corp. 1,449,967 120,275
  Wabtec Corp. 1,678,654 119,386
  Xylem Inc. 3,266,730 119,236
  ManpowerGroup Inc. 1,389,352 117,108
* CoStar Group Inc. 561,135 115,981
  Broadridge Financial Solutions Inc. 2,146,663 115,340
  Allegion plc 1,745,636 115,072
  Jack Henry & Associates Inc. 1,469,157 114,682
  Packaging Corp. of America 1,791,747 112,970
  PerkinElmer Inc. 2,044,685 109,534
  Huntington Ingalls Industries Inc. 862,194 109,369
* HD Supply Holdings Inc. 3,635,290 109,168
  Robert Half International Inc. 2,308,431 108,819
  IDEX Corp. 1,404,675 107,612
  Carlisle Cos. Inc. 1,185,103 105,107
  AO Smith Corp. 1,368,345 104,829
  Avnet Inc. 2,416,634 103,529
  ADT Corp. 3,053,402 100,701
  Flowserve Corp. 2,383,915 100,315
* Trimble Navigation Ltd. 4,587,744 98,407
  Lennox International Inc. 781,144 97,565
* Hubbell Inc. Class B 956,359 96,631
  Orbital ATK Inc. 1,067,514 95,372
  Macquarie Infrastructure Corp. 1,306,191 94,829
  Owens Corning 2,013,894 94,713
* Jacobs Engineering Group Inc. 2,236,442 93,819
* Arrow Electronics Inc. 1,721,897 93,292
* Keysight Technologies Inc. 3,095,189 87,687
  AptarGroup Inc. 1,139,779 82,805
* AECOM 2,751,121 82,616
  B/E Aerospace Inc. 1,908,728 80,873
  Hexcel Corp. 1,731,912 80,447
* Berry Plastics Group Inc. 2,196,231 79,460
  Bemis Co. Inc. 1,756,725 78,508
  Graphic Packaging Holding Co. 6,001,171 76,995
  Graco Inc. 1,045,656 75,360
  Sonoco Products Co. 1,839,977 75,200
  Allison Transmission Holdings Inc. 2,880,208 74,569
* Genpact Ltd. 2,931,956 73,240
  Jabil Circuit Inc. 3,137,809 73,080
  FLIR Systems Inc. 2,557,467 71,788
* Old Dominion Freight Line Inc. 1,191,245 70,367
  Toro Co. 958,946 70,070
  Donaldson Co. Inc. 2,441,130 69,963
^ Chicago Bridge & Iron Co. NV 1,741,970 67,919
  Trinity Industries Inc. 2,789,499 67,004
* Zebra Technologies Corp. 952,166 66,318

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
* Euronet Worldwide Inc. 902,892 65,396
  MDU Resources Group Inc. 3,562,409 65,263
  MAXIMUS Inc. 1,151,681 64,782
  Lincoln Electric Holdings Inc. 1,230,838 63,868
  Nordson Corp. 992,461 63,666
* WEX Inc. 699,794 61,862
  Booz Allen Hamilton Holding Corp. Class A 1,982,171 61,150
  AGCO Corp. 1,336,597 60,668
  National Instruments Corp. 2,100,070 60,251
  Heartland Payment Systems Inc. 632,944 60,016
  FEI Co. 748,595 59,730
  ITT Corp. 1,618,459 58,782
  Air Lease Corp. Class A 1,750,444 58,605
* Quanta Services Inc. 2,851,912 57,751
  BWX Technologies Inc. 1,795,341 57,038
* IPG Photonics Corp. 625,606 55,779
* Genesee & Wyoming Inc. Class A 1,032,471 55,433
  RR Donnelley & Sons Co. 3,754,987 55,273
  Oshkosh Corp. 1,407,340 54,943
  Ryder System Inc. 964,228 54,797
  Watsco Inc. 466,547 54,647
* CoreLogic Inc. 1,611,591 54,568
  Curtiss-Wright Corp. 769,169 52,688
  Eagle Materials Inc. 867,806 52,442
* First Data Corp. Class A 3,261,243 52,245
  EMCOR Group Inc. 1,087,280 52,233
* Kirby Corp. 985,950 51,881
  Woodward Inc. 1,041,024 51,697
* Teledyne Technologies Inc. 576,959 51,176
* Owens-Illinois Inc. 2,937,466 51,171
  Cognex Corp. 1,485,957 50,181
  World Fuel Services Corp. 1,292,893 49,725
*,^ XPO Logistics Inc. 1,806,559 49,229
  Deluxe Corp. 901,436 49,164
  MSC Industrial Direct Co. Inc. Class A 868,136 48,850
  EnerSys 858,048 47,991
  Landstar System Inc. 815,349 47,820
  Regal Beloit Corp. 810,791 47,448
* Louisiana-Pacific Corp. 2,575,815 46,390
  CLARCOR Inc. 903,749 44,898
* Esterline Technologies Corp. 550,728 44,609
  KBR Inc. 2,618,865 44,311
  Littelfuse Inc. 403,853 43,216
  Silgan Holdings Inc. 784,913 42,166
  Valmont Industries Inc. 394,926 41,870
* Universal Display Corp. 765,349 41,666
  Convergys Corp. 1,600,720 39,842
  Crane Co. 830,296 39,721
  Timken Co. 1,387,901 39,680
  HEICO Corp. Class A 790,372 38,886
* USG Corp. 1,588,848 38,593
* On Assignment Inc. 853,157 38,349
* Moog Inc. Class A 630,640 38,217
* Advisory Board Co. 768,054 38,103
* Clean Harbors Inc. 900,357 37,500
  CEB Inc. 604,974 37,139
* Generac Holdings Inc. 1,245,231 37,071
* Colfax Corp. 1,578,917 36,868
  Belden Inc. 768,978 36,665
*,^ Cimpress NV 439,544 35,665
  Triumph Group Inc. 895,711 35,605
* Armstrong World Industries Inc. 767,641 35,104
  Terex Corp. 1,878,190 34,709
^ Manitowoc Co. Inc. 2,230,773 34,242

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
* WESCO International Inc. 780,308 34,084
  Matson Inc. 792,404 33,780
  GATX Corp. 777,617 33,088
  Covanta Holding Corp. 2,047,952 31,723
* Masonite International Corp. 515,519 31,565
  Barnes Group Inc. 877,979 31,072
  Korn/Ferry International 933,470 30,973
* Imperva Inc. 486,540 30,803
*,^ Ambarella Inc. 549,287 30,617
* Anixter International Inc. 503,392 30,400
* Sanmina Corp. 1,471,283 30,279
* Greatbatch Inc. 573,063 30,086
* OSI Systems Inc. 333,446 29,563
* WageWorks Inc. 647,768 29,389
* KLX Inc. 951,900 29,309
* Coherent Inc. 446,312 29,059
  Vishay Intertechnology Inc. 2,400,947 28,931
  UniFirst Corp. 275,567 28,714
  Kennametal Inc. 1,452,861 27,895
  Mueller Industries Inc. 1,025,590 27,793
  Granite Construction Inc. 642,733 27,580
  ABM Industries Inc. 963,076 27,419
  Knight Transportation Inc. 1,129,953 27,379
* Cardtronics Inc. 804,882 27,084
* Proto Labs Inc. 423,276 26,958
  Tetra Tech Inc. 1,032,333 26,861
* AMN Healthcare Services Inc. 862,855 26,792
  Applied Industrial Technologies Inc. 657,442 26,620
* Rexnord Corp. 1,468,322 26,606
* FTI Consulting Inc. 755,330 26,180
* RBC Bearings Inc. 400,296 25,855
  John Bean Technologies Corp. 517,206 25,772
  Mobile Mini Inc. 822,669 25,610
  Simpson Manufacturing Co. Inc. 746,606 25,497
  Brink's Co. 881,134 25,430
  Universal Forest Products Inc. 371,281 25,384
* ExlService Holdings Inc. 562,623 25,279
  Watts Water Technologies Inc. Class A 503,554 25,012
  MSA Safety Inc. 572,413 24,883
* Huron Consulting Group Inc. 412,924 24,528
  Actuant Corp. Class A 1,021,502 24,475
  AZZ Inc. 437,262 24,299
  Forward Air Corp. 555,922 23,910
*,^ NeuStar Inc. Class A 977,655 23,434
  Apogee Enterprises Inc. 538,354 23,424
  Mueller Water Products Inc. Class A 2,713,586 23,337
* Itron Inc. 640,851 23,186
  Aircastle Ltd. 1,089,761 22,765
  Essendant Inc. 696,556 22,645
  Exponent Inc. 450,527 22,504
*,^ LifeLock Inc. 1,550,901 22,255
  Joy Global Inc. 1,763,023 22,232
* Swift Transportation Co. 1,576,503 21,787
* Trex Co. Inc. 571,131 21,726
* Sykes Enterprises Inc. 702,134 21,612
* Smith & Wesson Holding Corp. 979,751 21,535
  G&K Services Inc. Class A 341,929 21,507
*,^ Knowles Corp. 1,608,854 21,446
* Headwaters Inc. 1,260,569 21,266
* TopBuild Corp. 685,562 21,095
  Methode Electronics Inc. 661,360 21,051
* Plexus Corp. 600,906 20,984
  Kaman Corp. 505,766 20,640

 

 

Total Stock Market Index Fund    
 
 
      Market
      Value
    Shares ($000)
* Hub Group Inc. Class A 619,513 20,413
* MasTec Inc. 1,162,672 20,207
  Sturm Ruger & Co. Inc. 337,941 20,145
* Babcock & Wilcox Enterprises Inc. 964,684 20,133
  Heartland Express Inc. 1,180,769 20,097
* DigitalGlobe Inc. 1,280,677 20,055
* American Woodmark Corp. 249,520 19,957
* Benchmark Electronics Inc. 959,408 19,831
  Franklin Electric Co. Inc. 732,112 19,789
* SPX FLOW Inc. 706,129 19,708
* TrueBlue Inc. 762,544 19,643
  Werner Enterprises Inc. 830,940 19,436
  Albany International Corp. 527,395 19,276
* ExamWorks Group Inc. 717,365 19,082
  Standex International Corp. 229,236 19,061
  Comfort Systems USA Inc. 669,558 19,029
* TransUnion 685,211 18,891
  Otter Tail Corp. 708,591 18,870
  EVERTEC Inc. 1,123,245 18,803
  Brady Corp. Class A 817,987 18,797
* Summit Materials Inc. Class A 932,486 18,687
  EnPro Industries Inc. 425,376 18,648
  Tennant Co. 330,400 18,588
* Atlas Air Worldwide Holdings Inc. 448,179 18,528
  Cubic Corp. 391,868 18,516
* II-VI Inc. 995,279 18,472
* Boise Cascade Co. 703,134 17,951
* PHH Corp. 1,105,468 17,909
* M/A-COM Technology Solutions Holdings Inc. 429,963 17,581
  Federal Signal Corp. 1,087,208 17,232
  MTS Systems Corp. 270,434 17,148
* Rogers Corp. 329,419 16,988
* TASER International Inc. 972,745 16,819
  Insperity Inc. 346,305 16,675
  ESCO Technologies Inc. 460,765 16,652
  AAON Inc. 716,143 16,629
  Greif Inc. Class A 536,920 16,543
  Greenbrier Cos. Inc. 497,052 16,214
  AAR Corp. 606,050 15,933
* Inovalon Holdings Inc. Class A 934,113 15,880
  Primoris Services Corp. 714,659 15,744
* Aerojet Rocketdyne Holdings Inc. 977,422 15,306
* TriMas Corp. 807,610 15,062
* Veeco Instruments Inc. 726,222 14,931
  Advanced Drainage Systems Inc. 619,265 14,881
* Paylocity Holding Corp. 365,859 14,836
^ Lindsay Corp. 203,608 14,741
* TriNet Group Inc. 754,392 14,597
* Meritor Inc. 1,736,237 14,498
  Badger Meter Inc. 247,350 14,492
* US Concrete Inc. 272,033 14,325
* Wabash National Corp. 1,209,344 14,307
* Builders FirstSource Inc. 1,289,951 14,293
* Fabrinet 599,777 14,287
* Navigant Consulting Inc. 881,448 14,156
* Rofin-Sinar Technologies Inc. 506,909 13,575
  US Ecology Inc. 371,929 13,553
  Quanex Building Products Corp. 649,003 13,532
  Griffon Corp. 756,094 13,458
  Multi-Color Corp. 223,505 13,368
  Astec Industries Inc. 328,223 13,359
  ManTech International Corp. Class A 440,570 13,323
* Gibraltar Industries Inc. 523,531 13,319
  Sun Hydraulics Corp. 414,467 13,151
  CIRCOR International Inc. 310,455 13,086

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
* Continental Building Products Inc. 746,326 13,031
* Aegion Corp. Class A 664,260 12,827
* Astronics Corp. 307,978 12,538
  Encore Wire Corp. 335,468 12,443
* Wesco Aircraft Holdings Inc. 1,024,862 12,268
  Kforce Inc. 477,263 12,065
^ Outerwall Inc. 328,780 12,014
* ICF International Inc. 335,143 11,918
* Tutor Perini Corp. 710,442 11,893
* Team Inc. 366,745 11,721
* UTi Worldwide Inc. 1,645,862 11,570
  McGrath RentCorp 449,634 11,326
  Harsco Corp. 1,435,546 11,312
* Press Ganey Holdings Inc. 357,985 11,294
  Altra Industrial Motion Corp. 448,660 11,252
  General Cable Corp. 837,486 11,247
* Newport Corp. 679,726 10,787
  Resources Connection Inc. 657,303 10,740
  Raven Industries Inc. 683,380 10,661
* Aerovironment Inc. 361,726 10,660
* Engility Holdings Inc. 328,182 10,659
  AVX Corp. 869,075 10,551
  Materion Corp. 369,028 10,333
  CTS Corp. 584,495 10,311
* Lydall Inc. 290,586 10,310
* RPX Corp. 934,750 10,282
* Saia Inc. 457,713 10,184
* Patrick Industries Inc. 233,384 10,152
  HEICO Corp. 183,907 9,997
* Echo Global Logistics Inc. 490,143 9,994
  H&E Equipment Services Inc. 571,321 9,987
* Cross Country Healthcare Inc. 602,449 9,874
  Viad Corp. 348,308 9,833
  Cass Information Systems Inc. 186,902 9,618
* Thermon Group Holdings Inc. 567,686 9,605
  TAL International Group Inc. 596,941 9,491
  TeleTech Holdings Inc. 338,986 9,461
* PGT Inc. 830,316 9,457
  ArcBest Corp. 435,747 9,321
* Air Transport Services Group Inc. 916,508 9,238
* FARO Technologies Inc. 308,251 9,100
* Monster Worldwide Inc. 1,548,420 8,872
  Gorman-Rupp Co. 323,580 8,649
  Alamo Group Inc. 165,456 8,620
* Installed Building Products Inc. 345,338 8,575
  Ennis Inc. 444,926 8,565
  Kelly Services Inc. Class A 528,603 8,537
  Heidrick & Struggles International Inc. 309,538 8,426
  Global Brass & Copper Holdings Inc. 387,534 8,254
* CBIZ Inc. 837,164 8,254
*,^ Navistar International Corp. 910,776 8,051
* TTM Technologies Inc. 1,231,743 8,019
* YRC Worldwide Inc. 565,371 8,017
  Douglas Dynamics Inc. 378,881 7,983
* Rentrak Corp. 164,848 7,835
^ American Railcar Industries Inc. 169,298 7,835
  Marten Transport Ltd. 439,231 7,774
  Hyster-Yale Materials Handling Inc. 146,599 7,689
  Kadant Inc. 188,546 7,657
* Nortek Inc. 174,992 7,633
* MYR Group Inc. 367,787 7,580
  Argan Inc. 230,647 7,473
  NN Inc. 454,172 7,240

 

 

Total Stock Market Index Fund    
 
 
      Market
      Value
    Shares ($000)
* DHI Group Inc. 762,782 6,995
  Myers Industries Inc. 508,799 6,777
* GSI Group Inc. 492,032 6,701
* NCI Building Systems Inc. 537,677 6,673
* DXP Enterprises Inc. 282,162 6,433
  Schnitzer Steel Industries Inc. 447,002 6,423
  Columbus McKinnon Corp. 338,415 6,396
  Insteel Industries Inc. 297,269 6,219
* Kimball Electronics Inc. 557,228 6,124
  SPX Corp. 655,166 6,113
* GP Strategies Corp. 233,269 5,857
  Park-Ohio Holdings Corp. 157,875 5,807
  American Science & Engineering Inc. 140,124 5,798
* Mistras Group Inc. 302,673 5,778
^ Textainer Group Holdings Ltd. 408,298 5,761
* PowerSecure International Inc. 381,734 5,745
  Landauer Inc. 170,328 5,607
  TimkenSteel Corp. 659,866 5,530
  Daktronics Inc. 629,183 5,486
* Roadrunner Transportation Systems Inc. 581,350 5,482
* AEP Industries Inc. 68,682 5,299
* Bazaarvoice Inc. 1,209,617 5,298
  Park Electrochemical Corp. 351,447 5,293
  Barrett Business Services Inc. 121,174 5,276
* Landec Corp. 439,138 5,195
* Everi Holdings Inc. 1,177,183 5,168
  Mesa Laboratories Inc. 50,766 5,051
  Celadon Group Inc. 501,560 4,960
* InnerWorkings Inc. 661,185 4,959
* Lionbridge Technologies Inc. 994,607 4,884
* Multi Packaging Solutions International Ltd. 272,320 4,725
  NVE Corp. 83,161 4,672
* ServiceSource International Inc. 1,013,396 4,672
  LSI Industries Inc. 376,911 4,595
* Ply Gem Holdings Inc. 365,798 4,587
  Quad/Graphics Inc. 488,621 4,544
  VSE Corp. 72,692 4,520
  Checkpoint Systems Inc. 715,192 4,484
*,^ Energy Recovery Inc. 626,168 4,427
* Furmanite Corp. 643,065 4,283
  Powell Industries Inc. 164,271 4,276
  FreightCar America Inc. 219,111 4,257
* Covenant Transportation Group Inc. Class A 224,480 4,240
* BMC Stock Holdings Inc. 243,883 4,085
* Great Lakes Dredge & Dock Corp. 1,021,756 4,046
* Milacron Holdings Corp. 303,629 3,798
* Era Group Inc. 340,079 3,792
  CECO Environmental Corp. 491,025 3,771
  Acacia Research Corp. 870,953 3,736
* Maxwell Technologies Inc. 521,313 3,722
* Casella Waste Systems Inc. Class A 611,602 3,657
* Multi-Fineline Electronix Inc. 168,651 3,488
  Miller Industries Inc. 154,675 3,369
* Kratos Defense & Security Solutions Inc. 819,552 3,360
* Horizon Global Corp. 314,114 3,257
* Franklin Covey Co. 189,805 3,177
* CAI International Inc. 300,803 3,032
  NACCO Industries Inc. Class A 71,825 3,031
* CRA International Inc. 160,733 2,998
*,^ MINDBODY Inc. Class A 198,077 2,997
  LB Foster Co. Class A 219,290 2,996
* Ducommun Inc. 183,802 2,981
* ARC Document Solutions Inc. 672,458 2,972
  Graham Corp. 174,711 2,939
  Bel Fuse Inc. Class B 169,743 2,935

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
* Sparton Corp. 145,783 2,914
* PFSweb Inc. 223,840 2,881
* UFP Technologies Inc. 120,128 2,861
  Allied Motion Technologies Inc. 108,637 2,844
  Electro Rent Corp. 304,296 2,800
  Hurco Cos. Inc. 103,360 2,745
* USA Truck Inc. 157,251 2,744
* TRC Cos. Inc. 291,232 2,694
  Hardinge Inc. 288,250 2,687
* Evolent Health Inc. Class A 219,720 2,661
* Sharps Compliance Corp. 305,221 2,655
  Black Box Corp. 271,577 2,588
*,^ CUI Global Inc. 366,457 2,580
* Vicor Corp. 272,529 2,485
* Heritage-Crystal Clean Inc. 232,668 2,466
* Willis Lease Finance Corp. 122,689 2,466
* Hill International Inc. 616,720 2,393
*,^ Control4 Corp. 329,066 2,392
*,^ MicroVision Inc. 821,900 2,351
* Electro Scientific Industries Inc. 452,298 2,347
*,^ Eagle Bulk Shipping Inc. 654,989 2,306
  Twin Disc Inc. 213,122 2,242
* Lawson Products Inc. 94,237 2,200
  Universal Truckload Services Inc. 155,946 2,189
* Vishay Precision Group Inc. 187,891 2,127
* Xerium Technologies Inc. 176,654 2,093
* Energy Focus Inc. 150,203 2,065
* Orion Marine Group Inc. 490,153 2,044
* Higher One Holdings Inc. 618,084 2,003
  Houston Wire & Cable Co. 378,648 1,999
*,^ NV5 Global Inc. 90,895 1,998
* Northwest Pipe Co. 175,280 1,961
* EnerNOC Inc. 504,744 1,943
* Intevac Inc. 411,139 1,936
* Kemet Corp. 800,263 1,897
*,^ Research Frontiers Inc. 360,926 1,880
* Astronics Corp. Class B 46,196 1,878
  Eastern Co. 96,910 1,817
* Ameresco Inc. Class A 288,977 1,806
* Sterling Construction Co. Inc. 296,187 1,801
* Layne Christensen Co. 341,451 1,796
*,^ Energous Corp. 226,093 1,788
  National Research Corp. Class A 109,976 1,764
* PRGX Global Inc. 470,499 1,750
* Planet Payment Inc. 568,961 1,735
* SL Industries Inc. 54,078 1,724
* LMI Aerospace Inc. 170,345 1,715
  United States Lime & Minerals Inc. 31,038 1,706
  Supreme Industries Inc. Class A 248,880 1,705
* PAM Transportation Services Inc. 61,693 1,702
  Dynamic Materials Corp. 242,869 1,698
  CDI Corp. 246,500 1,666
*,^ Blue Bird Corp. 161,939 1,642
  Universal Technical Institute Inc. 351,925 1,640
  Spartan Motors Inc. 527,159 1,639
*,^ Manitex International Inc. 269,638 1,604
*,^ Power Solutions International Inc. 87,093 1,589
  ModusLink Global Solutions Inc. 634,148 1,573
*,^ ExOne Co. 153,900 1,545
  Richardson Electronics Ltd. 271,503 1,539
  Information Services Group Inc. 419,236 1,518
* Commercial Vehicle Group Inc. 536,566 1,481
  Omega Flex Inc. 44,518 1,470
* Accuride Corp. 867,885 1,441

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
*,^ Patriot National Inc. 212,461 1,426
* Neff Corp. Class A 185,510 1,421
* Hudson Global Inc. 479,777 1,401
*,^ American Superconductor Corp. 219,586 1,399
* Aspen Aerogels Inc. 225,000 1,366
* Perceptron Inc. 168,972 1,316
* Hudson Technologies Inc. 436,201 1,296
* Mattersight Corp. 196,394 1,288
* Napco Security Technologies Inc. 215,491 1,271
* Willdan Group Inc. 146,259 1,226
* CPI Aerostructures Inc. 120,673 1,174
  Crawford & Co. Class B 219,434 1,165
*,^ Applied DNA Sciences Inc. 351,468 1,139
  Crawford & Co. Class A 217,594 1,103
*,^ Synthesis Energy Systems Inc. 1,117,647 1,072
* Ultralife Corp. 165,009 1,066
* Radiant Logistics Inc. 310,329 1,064
  Global Power Equipment Group Inc. 287,939 1,002
* Orion Energy Systems Inc. 453,341 984
  National Research Corp. Class B 26,971 966
* Breeze-Eastern Corp. 47,816 947
* Frequency Electronics Inc. 88,389 939
* Iteris Inc. 426,979 918
* Gencor Industries Inc. 79,762 901
* CyberOptics Corp. 116,386 890
* General Finance Corp. 220,467 880
*,^ Cenveo Inc. 994,568 867
*,^ ClearSign Combustion Corp. 175,508 851
* Volt Information Sciences Inc. 101,733 828
  MOCON Inc. 55,449 806
  Espey Manufacturing & Electronics Corp. 30,766 801
* Patriot Transportation Holding Inc. 34,473 800
* Integrated Electrical Services Inc. 70,864 784
* Ballantyne Strong Inc. 163,571 746
* Key Technology Inc. 67,425 699
* Arotech Corp. 334,820 683
* Innovative Solutions & Support Inc. 238,921 659
* Lincoln Educational Services Corp. 330,578 658
*,^ Revolution Lighting Technologies Inc. 820,317 652
* StarTek Inc. 181,371 649
* Rand Logistics Inc. 380,273 608
*,^ A. M. Castle & Co. 370,719 589
* MFRI Inc. 85,003 556
* Perma-Fix Environmental Services 144,397 540
*,^ Rubicon Technology Inc. 456,333 520
  RF Industries Ltd. 117,094 514
* Versar Inc. 164,937 510
  Air Industries Group 63,766 505
* Goldfield Corp. 322,941 501
* Air T Inc. 19,270 472
* Fuel Tech Inc. 249,091 471
* Broadwind Energy Inc. 220,680 459
*,^ Digital Ally Inc. 72,345 457
*,^ Capstone Turbine Corp. 292,067 409
*,^ Turtle Beach Corp. 191,477 385
* UQM Technologies Inc. 574,458 382
*,^ Odyssey Marine Exploration Inc. 1,346,953 364
*,^ Vertex Energy Inc. 323,481 356
* Wireless Telecom Group Inc. 205,351 353
* LightPath Technologies Inc. Class A 122,799 348
  AMCON Distributing Co. 4,112 333
* Image Sensing Systems Inc. 88,473 323
* Active Power Inc. 244,883 318
* BlueLinx Holdings Inc. 597,002 316

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
* Astrotech Corp. 194,445 298
* eMagin Corp. 211,710 294
* SIFCO Industries Inc. 29,538 281
* Echelon Corp. 49,428 279
  Chicago Rivet & Machine Co. 11,046 258
* IEC Electronics Corp. 78,991 258
* Erickson Inc. 123,800 255
* ENGlobal Corp. 236,848 230
* Sevcon Inc. 21,782 228
* SigmaTron International Inc. 30,172 227
*,^ Lightbridge Corp. 203,945 206
* Quest Resource Holding Corp. 301,550 202
* DLH Holdings Corp. 47,352 198
  EnviroStar Inc. 47,800 198
* API Technologies Corp. 131,804 182
* AMREP Corp. 41,386 180
* Asure Software Inc. 38,646 174
* Swisher Hygiene Inc. 175,315 169
* Onvia Inc. 44,738 166
* Marathon Patent Group Inc. 103,606 166
*,^ Nuverra Environmental Solutions Inc. 304,361 156
* Sypris Solutions Inc. 141,883 155
  Bel Fuse Inc. Class A 10,580 154
* American Electric Technologies Inc. 72,950 152
* Luna Innovations Inc. 127,530 138
  Ecology and Environment Inc. 13,280 136
* Aqua Metals Inc. 21,121 113
* American DG Energy Inc. 324,240 108
* Continental Materials Corp. 7,139 107
* Overseas Shipholding Group Inc. Class B 31,082 103
* Pioneer Power Solutions Inc. 26,639 103
* Giga-tronics Inc. 59,200 96
* Flextronics International Ltd. 7,608 85
* Cartesian Inc. 33,694 74
* Nortech Systems Inc. 17,942 70
* Industrial Services of America Inc. 48,993 64
* IntriCon Corp. 7,964 60
*,^ Spherix Inc. 391,700 57
* Vicon Industries Inc. 29,860 53
* CryoPort Inc. 23,613 48
* AeroCentury Corp. 3,772 48
*,^ EnSync Inc. 111,094 42
* Micronet Enertec Technologies Inc. 19,850 42
  Servotronics Inc. 4,914 40
* Payment Data Systems Inc. 18,232 36
* Document Security Systems Inc. 203,373 35
  WSI Industries Inc. 6,300 27
  Art's-Way Manufacturing Co. Inc. 7,669 24
* Command Security Corp. 9,727 22
* Tel-Instrument Electronics Corp. 4,297 21
* Cemtrex Inc. 3,752 9
* Overseas Shipholding Group Inc. Class A 3,108 9
* Electro-Sensors Inc. 1,300 5
* JetPay Corp. 729 2
* CTPartners Executive Search Inc. 100,659 —
* LGL GROUP INC WARRANTS EXP 6/8/18 3,000 —
      49,185,181
Oil & Gas (6.0%)    
  Exxon Mobil Corp. 76,325,369 5,949,562
  Chevron Corp. 34,502,641 3,103,858
  Schlumberger Ltd. 23,113,905 1,612,195
  ConocoPhillips 22,627,022 1,056,456
  Occidental Petroleum Corp. 13,992,254 946,016
  Phillips 66 8,796,856 719,583

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
  EOG Resources Inc. 10,073,065 713,072
  Valero Energy Corp. 8,823,174 623,887
  Kinder Morgan Inc. 34,771,661 518,793
  Halliburton Co. 14,885,384 506,698
  Marathon Petroleum Corp. 9,768,176 506,382
  Anadarko Petroleum Corp. 9,309,920 452,276
  Baker Hughes Inc. 7,984,167 368,469
  Pioneer Natural Resources Co. 2,736,272 343,074
  Williams Cos. Inc. 12,369,888 317,906
  Apache Corp. 6,921,511 307,800
  Spectra Energy Corp. 12,281,561 294,021
  Noble Energy Inc. 7,831,542 257,893
  Tesoro Corp. 2,206,936 232,545
  National Oilwell Varco Inc. 6,932,060 232,155
  Devon Energy Corp. 7,177,581 229,683
  Hess Corp. 4,700,097 227,861
* Cameron International Corp. 3,495,783 220,933
* Concho Resources Inc. 2,363,760 219,499
  Marathon Oil Corp. 12,425,514 156,437
  Cimarex Energy Co. 1,729,101 154,547
  EQT Corp. 2,787,052 145,289
  Columbia Pipeline Group Inc. 7,111,097 142,222
* Cheniere Energy Inc. 3,690,142 137,458
  HollyFrontier Corp. 3,404,815 135,818
  Cabot Oil & Gas Corp. 7,570,104 133,915
* Weatherford International plc 14,439,462 121,147
* FMC Technologies Inc. 4,156,420 120,578
*,^ Antero Resources Corp. 4,822,006 105,120
  Helmerich & Payne Inc. 1,854,137 99,289
* Newfield Exploration Co. 2,982,622 97,114
  OGE Energy Corp. 3,611,158 94,937
* First Solar Inc. 1,384,590 91,369
^ Core Laboratories NV 806,683 87,719
* Diamondback Energy Inc. 1,214,789 81,269
^ Transocean Ltd. 6,399,313 79,223
  Range Resources Corp. 2,940,820 72,374
  Murphy Oil Corp. 2,994,876 67,235
  Oceaneering International Inc. 1,769,485 66,391
  PBF Energy Inc. Class A 1,786,061 65,745
  Ensco plc Class A 4,260,540 65,570
  Energen Corp. 1,429,900 58,612
*,^ Southwestern Energy Co. 7,014,782 49,875
^ Chesapeake Energy Corp. 11,026,789 49,621
  Nabors Industries Ltd. 5,824,699 49,568
* Gulfport Energy Corp. 1,983,369 48,731
^ Noble Corp. plc 4,373,005 46,135
  Western Refining Inc. 1,290,164 45,956
  QEP Resources Inc. 3,250,864 43,562
* Dril-Quip Inc. 699,898 41,455
*,^ Continental Resources Inc. 1,762,213 40,496
* PDC Energy Inc. 725,813 38,744
  Patterson-UTI Energy Inc. 2,533,888 38,211
  Rowan Cos. plc Class A 2,236,457 37,908
  Superior Energy Services Inc. 2,741,631 36,930
* Whiting Petroleum Corp. 3,828,139 36,138
* Cobalt International Energy Inc. 6,406,433 34,595
* Parsley Energy Inc. Class A 1,829,062 33,746
* Memorial Resource Development Corp. 1,851,344 29,899
*,^ SunPower Corp. Class A 996,290 29,899
* Carrizo Oil & Gas Inc. 1,010,654 29,895
* WPX Energy Inc. 5,181,267 29,740
*,^ NOW Inc. 1,849,493 29,259
* RSP Permian Inc. 1,133,441 27,645
  Targa Resources Corp. 975,578 26,399

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
* Matador Resources Co. 1,329,527 26,285
* Oil States International Inc. 929,312 25,324
  SM Energy Co. 1,271,596 25,000
  Delek US Holdings Inc. 993,431 24,438
^ Diamond Offshore Drilling Inc. 1,114,202 23,510
  SemGroup Corp. Class A 809,147 23,352
* MRC Global Inc. 1,755,828 22,650
  Pattern Energy Group Inc. Class A 1,005,233 21,019
*,^ Oasis Petroleum Inc. 2,492,849 18,372
*,^ Laredo Petroleum Inc. 2,172,852 17,361
* SEACOR Holdings Inc. 301,624 15,853
  Bristow Group Inc. 594,929 15,409
^ RPC Inc. 1,251,327 14,953
* Rice Energy Inc. 1,361,790 14,843
  Green Plains Inc. 646,557 14,806
* McDermott International Inc. 4,338,738 14,535
* Synergy Resources Corp. 1,596,701 13,604
* Forum Energy Technologies Inc. 1,078,558 13,439
  California Resources Corp. 5,754,154 13,407
^ Denbury Resources Inc. 6,555,179 13,241
  CVR Energy Inc. 330,545 13,007
* Callon Petroleum Co. 1,404,994 11,718
* Unit Corp. 918,989 11,212
^ Atwood Oceanics Inc. 1,085,138 11,101
* TETRA Technologies Inc. 1,426,526 10,727
*,^ Flotek Industries Inc. 918,901 10,512
* Chart Industries Inc. 553,375 9,939
* Matrix Service Co. 475,860 9,774
* Exterran Corp. 591,589 9,495
* Par Pacific Holdings Inc. 399,428 9,402
* Helix Energy Solutions Group Inc. 1,728,399 9,091
* Archrock Inc. 1,195,562 8,991
  Alon USA Energy Inc. 566,290 8,404
* Newpark Resources Inc. 1,423,481 7,516
*,^ Plug Power Inc. 3,245,462 6,848
*,^ Ultra Petroleum Corp. 2,681,289 6,703
* REX American Resources Corp. 122,176 6,606
^ CARBO Ceramics Inc. 360,993 6,209
^ Tidewater Inc. 848,681 5,907
* Hornbeck Offshore Services Inc. 576,208 5,727
* Renewable Energy Group Inc. 551,301 5,122
*,^ C&J Energy Services Ltd. 1,059,628 5,044
* Natural Gas Services Group Inc. 207,024 4,617
  Tesco Corp. 637,507 4,616
* Pacific Ethanol Inc. 958,004 4,579
* Stone Energy Corp. 1,009,385 4,330
*,^ Sanchez Energy Corp. 988,338 4,260
  Panhandle Oil and Gas Inc. Class A 258,414 4,176
* Bonanza Creek Energy Inc. 760,561 4,008
*,^ Northern Oil and Gas Inc. 1,023,306 3,950
* Parker Drilling Co. 2,131,049 3,878
*,^ EXCO Resources Inc. 3,014,219 3,738
*,^ Bill Barrett Corp. 925,753 3,638
* Trecora Resources 272,819 3,380
* Green Brick Partners Inc. 466,828 3,361
* Clayton Williams Energy Inc. 111,863 3,308
* PHI Inc. 199,995 3,282
* Ring Energy Inc. 456,180 3,216
*,^ EP Energy Corp. Class A 729,650 3,196
* Geospace Technologies Corp. 220,904 3,108
  Gulf Island Fabrication Inc. 294,520 3,081
*,^ Solazyme Inc. 1,146,264 2,843
* Willbros Group Inc. 977,494 2,629
* Pioneer Energy Services Corp. 1,157,343 2,511

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
*,^ FuelCell Energy Inc. 423,635 2,101
*,^ SandRidge Energy Inc. 10,461,259 2,092
* Abraxas Petroleum Corp. 1,957,369 2,075
*,^ Gulfmark Offshore Inc. 442,494 2,066
*,^ Basic Energy Services Inc. 744,281 1,995
* Jones Energy Inc. Class A 510,685 1,966
*,^ Enphase Energy Inc. 552,239 1,938
* Gastar Exploration Inc. 1,441,735 1,889
*,^ Halcon Resources Corp. 1,459,991 1,840
^ Energy XXI Ltd. 1,810,190 1,828
* Contango Oil & Gas Co. 283,542 1,817
  Evolution Petroleum Corp. 361,379 1,738
* VAALCO Energy Inc. 1,083,761 1,734
*,^ Approach Resources Inc. 849,924 1,564
*,^ Eclipse Resources Corp. 825,126 1,502
* Key Energy Services Inc. 3,039,165 1,465
*,^ W&T Offshore Inc. 623,979 1,441
*,^ Comstock Resources Inc. 760,452 1,422
* Independence Contract Drilling Inc. 266,700 1,347
  Dawson Geophysical Co. 380,690 1,317
*,^ Triangle Petroleum Corp. 1,666,236 1,283
* ION Geophysical Corp. 2,531,976 1,274
  Adams Resources & Energy Inc. 32,683 1,255
*,^ Rex Energy Corp. 1,112,967 1,169
*,^ Resolute Energy Corp. 1,334,836 1,161
*,^ Seventy Seven Energy Inc. 1,097,172 1,152
* Ideal Power Inc. 124,302 994
* Zion Oil & Gas Inc. 442,206 822
* Aemetis Inc. 269,539 782
*,^ Amyris Inc. 471,488 764
*,^ MagneGas Corp. 426,306 686
* Mitcham Industries Inc. 217,180 654
* PetroQuest Energy Inc. 1,079,148 540
*,^ Penn Virginia Corp. 1,260,560 379
* Dakota Plains Holdings Inc. 1,276,479 317
* Harvest Natural Resources Inc. 708,487 301
* Warren Resources Inc. 1,371,765 288
* Eco-Stim Energy Solutions Inc. 76,612 240
*,^ Goodrich Petroleum Corp. 887,364 236
* PrimeEnergy Corp. 4,540 233
*,^ Blue Earth Inc. 399,346 200
* Enservco Corp. 365,671 197
*,^ Torchlight Energy Resources Inc. 189,285 191
*,^ Glori Energy Inc. 472,092 168
*,^ Gevo Inc. 220,570 137
* SAExploration Holdings Inc. 65,685 131
*,^ Emerald Oil Inc. 112,534 127
*,^ Midstates Petroleum Co. Inc. 61,659 125
* Superior Drilling Products Inc. 97,596 103
* Yuma Energy Inc. 215,013 41
* PHI Inc. 2,285 41
* Forbes Energy Services Ltd. 85,788 25
* Tengasco Inc. 177,040 21
* Royale Energy Inc. 54,098 19
* US Energy Corp. Wyoming 119,438 19
* GreenHunter Resources Inc. 145,065 15
* FX Energy Inc. 2,200 2
* Magellan Petroleum Corp. 3,526 2
      23,905,794
Other (0.0%)2    
* Leap Wireless International Inc CVR 872,848 2,200
* Adolor Corp. Rights Exp. 07/01/2019 592,629 308
* Chelsea Therapeutics International Ltd. CVR Exp. 12/31/2016 1,157,305 127
* Ambit Biosciences Corp. CVR Rights 201,330 121

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
* NuPathe Inc. CVR 158,681 95
* Omthera Pharmaceuticals Inc. CVR 121,311 73
*,^ Cubist Pharmaceuticals, Inc. CVR 511,822 67
* Clinical Data Contingent Value Rights 216,285 —
* Gerber Scientific Inc. CVR 388,581 —
* Hooper Holmes Inc. Rights Expire 1/18/2016 438,539 —
*,^ Biosante Pharmaceutical Inc CVR 253,823 —
*,^ Magnum Hunter Resources Corp. Warrants Expire 4/15/2016 224,250 —
* Allen Organ Co. Escrow Shares 11,462 —
* Trubion Pharmaceuticals Inc. CVR 104 —
      2,991
Technology (16.1%)    
  Apple Inc. 97,115,836 10,222,413
  Microsoft Corp. 139,139,690 7,719,470
* Alphabet Inc. Class A 5,349,364 4,161,859
* Facebook Inc. Class A 39,548,793 4,139,177
* Alphabet Inc. 5,376,206 4,079,895
  Intel Corp. 86,562,141 2,982,066
  Cisco Systems Inc. 93,085,371 2,527,733
  International Business Machines Corp. 16,011,036 2,203,439
  Oracle Corp. 58,669,027 2,143,180
  QUALCOMM Inc. 27,557,132 1,377,443
  Texas Instruments Inc. 18,606,365 1,019,815
  EMC Corp. 35,567,422 913,371
* salesforce.com inc 11,563,653 906,590
* Adobe Systems Inc. 8,685,075 815,876
  Avago Technologies Ltd. Class A 4,806,244 697,626
* Cognizant Technology Solutions Corp. Class A 11,145,023 668,924
  Broadcom Corp. Class A 10,284,313 594,639
* Yahoo! Inc. 15,577,409 518,105
  Hewlett Packard Enterprise Co. 33,067,963 502,633
  Intuit Inc. 4,599,062 443,809
  Applied Materials Inc. 22,020,420 411,121
  Corning Inc. 21,708,526 396,832
  HP Inc. 33,073,760 391,593
* Cerner Corp. 5,638,662 339,278
  Analog Devices Inc. 5,720,667 316,467
  NVIDIA Corp. 9,364,408 308,651
* Micron Technology Inc. 19,908,420 281,903
  SanDisk Corp. 3,678,984 279,566
* Red Hat Inc. 3,344,724 276,977
  Skyworks Solutions Inc. 3,503,365 269,164
* Palo Alto Networks Inc. 1,494,118 263,174
  Symantec Corp. 12,353,471 259,423
* Autodesk Inc. 4,142,950 252,430
  Western Digital Corp. 4,033,837 242,232
* ServiceNow Inc. 2,761,518 239,037
  Lam Research Corp. 2,901,127 230,408
  Xilinx Inc. 4,711,384 221,294
* Twitter Inc. 9,399,611 217,507
  Motorola Solutions Inc. 2,974,861 203,629
* Citrix Systems Inc. 2,690,110 203,507
  Seagate Technology plc 5,478,189 200,830
  KLA-Tencor Corp. 2,858,754 198,255
  Maxim Integrated Products Inc. 5,204,057 197,754
  Harris Corp. 2,264,663 196,799
  Linear Technology Corp. 4,378,883 185,971
  Juniper Networks Inc. 6,703,289 185,011
  CA Inc. 5,993,480 171,174
  Microchip Technology Inc. 3,614,526 168,220
* Akamai Technologies Inc. 3,095,358 162,909
* Workday Inc. Class A 2,029,672 161,724
*,^ VeriSign Inc. 1,742,586 152,232
* ANSYS Inc. 1,630,438 150,816

 

 

Total Stock Market Index Fund    
 
 
 
      Market
      Value
    Shares ($000)
  NetApp Inc. 5,412,603 143,596
* Splunk Inc. 2,347,378 138,049
  CDK Global Inc. 2,904,745 137,888
* Qorvo Inc. 2,590,682 131,866
* Synopsys Inc. 2,843,363 129,686
* Gartner Inc. 1,428,353 129,552
* F5 Networks Inc. 1,299,123 125,963
  CDW Corp. 2,767,779 116,357
*,^ athenahealth Inc. 710,271 114,332
* Cadence Design Systems Inc. 5,435,073 113,104
  SS&C Technologies Holdings Inc. 1,500,371 102,430
* Tyler Technologies Inc. 579,359 100,994
* Ultimate Software Group Inc. 494,469 96,674
* Tableau Software Inc. Class A 961,015 90,547
* Nuance Communications Inc. 4,527,745 90,057
* Manhattan Associates Inc. 1,326,854 87,798
  IAC/InterActiveCorp 1,399,567 84,044
* Fortinet Inc. 2,677,187 83,448
  Ingram Micro Inc. 2,717,899 82,570
  Computer Sciences Corp. 2,508,024 81,962
*,^ VMware Inc. Class A 1,437,405 81,314
  Teradyne Inc. 3,821,503 78,990
  Garmin Ltd. 2,089,801 77,678
* Guidewire Software Inc. 1,282,607 77,162
  Pitney Bowes Inc. 3,621,558 74,785
  CSRA Inc. 2,486,624 74,599
* ON Semiconductor Corp. 7,537,548 73,868
  Leidos Holdings Inc. 1,308,963 73,642
* ARRIS Group Inc. 2,397,661 73,297
*,^ NCR Corp. 2,950,891 72,179
* PTC Inc. 2,072,092 71,757
* Integrated Device Technology Inc. 2,674,964 70,485
  Brocade Communications Systems Inc. 7,541,976 69,235
  j2 Global Inc. 832,315 68,516
  DST Systems Inc. 598,037 68,212
  Solera Holdings Inc. 1,230,333 67,459
  Marvell Technology Group Ltd. 7,569,737 66,765
* SolarWinds Inc. 1,132,070 66,679
* Teradata Corp. 2,473,857 65,359
* Cavium Inc. 969,601 63,712
  Atmel Corp. 7,302,255 62,872
* NetSuite Inc. 732,385 61,974
* IMS Health Holdings Inc. 2,385,869 60,768
* EPAM Systems Inc. 767,817 60,366
* CommScope Holding Co. Inc. 2,256,665 58,425
* Aspen Technology Inc. 1,509,506 56,999
* Microsemi Corp. 1,746,161 56,907
  Cypress Semiconductor Corp. 5,769,707 56,601
  Blackbaud Inc. 845,443 55,681
* VeriFone Systems Inc. 1,970,603 55,216
* Rackspace Hosting Inc. 2,172,648 55,011
* FireEye Inc. 2,638,284 54,718
* NetScout Systems Inc. 1,752,443 53,800
* Qlik Technologies Inc. 1,691,139 53,541
* Synaptics Inc. 661,767 53,166
*,^ Arista Networks Inc. 680,862 52,998
  Fair Isaac Corp. 561,675 52,899
* Allscripts Healthcare Solutions Inc. 3,412,655 52,487
* Ciena Corp. 2,454,312 50,780
*,^ Cree Inc. 1,887,457 50,338
  SYNNEX Corp. 535,801 48,185
* ViaSat Inc. 787,028 48,017
* Medidata Solutions Inc. 949,429 46,797

 

 

Total Stock Market Index Fund    
 
 
      Market
      Value
    Shares ($000)
* Proofpoint Inc. 712,356 46,310
* Verint Systems Inc. 1,131,466 45,892
* ACI Worldwide Inc. 2,128,339 45,546
* Infinera Corp. 2,508,912 45,461
* Fairchild Semiconductor International Inc. Class A 2,076,142 42,997
* Tech Data Corp. 637,912 42,345
* PMC-Sierra Inc. 3,642,316 42,324
  Monolithic Power Systems Inc. 642,283 40,920
* Dycom Industries Inc. 583,304 40,808
* CACI International Inc. Class A 434,853 40,346
* Electronics For Imaging Inc. 858,837 40,142
  Mentor Graphics Corp. 2,114,010 38,940
  Lexmark International Inc. Class A 1,119,915 36,341
* Veeva Systems Inc. Class A 1,247,561 35,992
  MKS Instruments Inc. 984,029 35,425
* Fleetmatics Group plc 690,035 35,047
* Zendesk Inc. 1,324,897 35,030
* Silicon Laboratories Inc. 712,865 34,602
* Cirrus Logic Inc. 1,161,250 34,292
* Entegris Inc. 2,566,423 34,056
* Demandware Inc. 614,699 33,175
*,^ Advanced Micro Devices Inc. 11,515,748 33,050
  Plantronics Inc. 687,577 32,605
* OmniVision Technologies Inc. 1,112,473 32,284
  Science Applications International Corp. 704,323 32,244
  InterDigital Inc. 654,244 32,084
* MedAssets Inc. 1,027,553 31,792
  Diebold Inc. 1,055,000 31,745
* EchoStar Corp. Class A 797,187 31,178
* Ellie Mae Inc. 512,963 30,896
* Polycom Inc. 2,412,144 30,369
  Intersil Corp. Class A 2,376,140 30,320
* Cornerstone OnDemand Inc. 873,646 30,167
* MicroStrategy Inc. Class A 167,543 30,039
* Syntel Inc. 643,238 29,107
* CommVault Systems Inc. 737,653 29,027
* LogMeIn Inc. 424,548 28,487
  Tessera Technologies Inc. 941,504 28,255
* Finisar Corp. 1,938,944 28,192
*,^ SunEdison Inc. 5,507,584 28,034
* Premier Inc. Class A 780,192 27,517
* Rovi Corp. 1,586,555 26,432
* Paycom Software Inc. 699,161 26,309
* Viavi Solutions Inc. 4,249,778 25,881
  Cogent Communications Holdings Inc. 733,534 25,446
* Rambus Inc. 2,126,980 24,652
* Synchronoss Technologies Inc. 694,976 24,484
* HubSpot Inc. 425,995 23,988
  Power Integrations Inc. 492,009 23,926
* NETGEAR Inc. 549,122 23,014
* Cray Inc. 702,918 22,810
* Semtech Corp. 1,184,187 22,405
  NIC Inc. 1,120,521 22,052
* RingCentral Inc. Class A 928,422 21,892
* Progress Software Corp. 906,931 21,766
* Bottomline Technologies de Inc. 703,324 20,910
  CSG Systems International Inc. 578,815 20,826
* SPS Commerce Inc. 295,488 20,746
* RealPage Inc. 921,678 20,692
* Envestnet Inc. 674,175 20,124
* Advanced Energy Industries Inc. 704,705 19,894
* Virtusa Corp. 480,193 19,851

 

 

Total Stock Market Index Fund    
 
 
      Market
      Value
    Shares ($000)
* Callidus Software Inc. 1,063,637 19,752
* Marketo Inc. 679,163 19,499
  West Corp. 896,242 19,332
* QLogic Corp. 1,564,425 19,086
* Lumentum Holdings Inc. 855,915 18,847
* Cabot Microelectronics Corp. 424,479 18,584
* BroadSoft Inc. 522,735 18,484
* Cvent Inc. 526,639 18,385
* Insight Enterprises Inc. 720,042 18,087
* Infoblox Inc. 970,284 17,844
* Web.com Group Inc. 877,550 17,560
* Ixia 1,395,201 17,342
* Inphi Corp. 634,214 17,136
  Pegasystems Inc. 620,935 17,076
  Monotype Imaging Holdings Inc. 719,105 17,000
* Super Micro Computer Inc. 688,978 16,887
*,^ 3D Systems Corp. 1,924,284 16,722
* ScanSource Inc. 510,595 16,451
  ADTRAN Inc. 954,789 16,441
*,^ Gogo Inc. 921,802 16,408
  Quality Systems Inc. 1,010,935 16,296
* Ruckus Wireless Inc. 1,507,303 16,143
*,^ 2U Inc. 555,486 15,543
^ Ebix Inc. 466,853 15,308
* Diodes Inc. 661,708 15,206
*,^ Ubiquiti Networks Inc. 476,876 15,112
* Qualys Inc. 456,170 15,095
* Photronics Inc. 1,211,663 15,085
* GoDaddy Inc. Class A 467,980 15,003
*,^ InvenSense Inc. 1,413,524 14,460
* New Relic Inc. 390,766 14,236
* MaxLinear Inc. 936,256 13,791
* Lattice Semiconductor Corp. 2,110,572 13,655
  Brooks Automation Inc. 1,170,461 12,501
* CalAmp Corp. 613,225 12,222
*,^ Endurance International Group Holdings Inc. 1,111,830 12,152
* Gigamon Inc. 455,998 12,116
* ePlus Inc. 119,972 11,189
* Q2 Holdings Inc. 412,695 10,883
* Amkor Technology Inc. 1,782,906 10,840
* Mercury Systems Inc. 584,371 10,729
*,^ Shutterstock Inc. 325,794 10,536
* PROS Holdings Inc. 448,338 10,330
* Perficient Inc. 594,746 10,182
  Inteliquent Inc. 568,602 10,104
* ShoreTel Inc. 1,140,629 10,095
* Unisys Corp. 900,480 9,950
* Xura Inc. 404,799 9,950
* Interactive Intelligence Group Inc. 305,152 9,588
* Ultratech Inc. 479,096 9,496
  Computer Programs & Systems Inc. 190,071 9,456
* FormFactor Inc. 1,033,815 9,304
* Applied Micro Circuits Corp. 1,457,148 9,282
* Workiva Inc. 527,197 9,263
* Loral Space & Communications Inc. 227,398 9,257
* Hortonworks Inc. 419,054 9,177
*,^ Box Inc. 634,933 8,864
*,^ VASCO Data Security International Inc. 529,003 8,850
* CEVA Inc. 366,543 8,562
*,^ Nimble Storage Inc. 916,349 8,430
* Silver Spring Networks Inc. 562,789 8,110
*,^ Pure Storage Inc. Class A 513,031 7,988
* Rudolph Technologies Inc. 558,224 7,938
* Intralinks Holdings Inc. 870,585 7,896

 

 

Total Stock Market Index Fund    
 
 
      Market
      Value
    Shares ($000)
* Barracuda Networks Inc. 413,441 7,723
* Benefitfocus Inc. 208,913 7,602
* Actua Corp. 661,410 7,573
*,^ Textura Corp. 333,307 7,193
  Hackett Group Inc. 431,780 6,939
* Extreme Networks Inc. 1,689,857 6,895
* Blucora Inc. 687,151 6,734
  Epiq Systems Inc. 514,386 6,723
* Vocera Communications Inc. 536,914 6,550
* Harmonic Inc. 1,599,675 6,511
* RigNet Inc. 313,014 6,476
* LivePerson Inc. 928,521 6,268
* Nanometrics Inc. 407,597 6,171
* SciQuest Inc. 473,915 6,147
* Internap Corp. 939,175 6,011
* Calix Inc. 755,657 5,947
* Sonus Networks Inc. 832,833 5,938
  Forrester Research Inc. 207,949 5,922
* SunEdison Semiconductor Ltd. 744,694 5,838
* Immersion Corp. 499,192 5,821
*,^ Oclaro Inc. 1,658,759 5,772
* Applied Optoelectronics Inc. 336,095 5,767
  IXYS Corp. 453,563 5,729
* Xcerra Corp. 946,419 5,726
  Comtech Telecommunications Corp. 275,755 5,540
* Tangoe Inc. 659,336 5,532
  American Software Inc. Class A 540,785 5,505
* NeoPhotonics Corp. 500,982 5,441
* ChannelAdvisor Corp. 386,218 5,349
* Exar Corp. 853,076 5,229
* Axcelis Technologies Inc. 2,011,532 5,210
*,^ Digimarc Corp. 142,568 5,205
* Model N Inc. 464,520 5,184
* A10 Networks Inc. 782,376 5,132
  PC Connection Inc. 223,682 5,064
* Zix Corp. 996,774 5,064
* PDF Solutions Inc. 459,304 4,979
  Cohu Inc. 410,635 4,956
* Mattson Technology Inc. 1,300,214 4,590
* Digi International Inc. 399,200 4,543
* TeleCommunication Systems Inc. Class A 875,672 4,352
*,^ OPOWER Inc. 409,059 4,320
* Boingo Wireless Inc. 634,807 4,202
* Ciber Inc. 1,138,523 3,996
* Quantum Corp. 4,248,868 3,951
* Five9 Inc. 448,649 3,903
* Vectrus Inc. 185,703 3,879
* Sigma Designs Inc. 601,318 3,800
* Seachange International Inc. 554,590 3,738
* Alliance Fiber Optic Products Inc. 237,539 3,601
* Silicon Graphics International Corp. 610,070 3,599
*,^ KEYW Holding Corp. 585,670 3,526
* DSP Group Inc. 358,994 3,389
* Brightcove Inc. 545,638 3,383
* United Online Inc. 263,385 3,105
* Varonis Systems Inc. 164,878 3,100
* Jive Software Inc. 756,082 3,085
* Cascade Microtech Inc. 187,531 3,047
* MeetMe Inc. 830,996 2,975
* Carbonite Inc. 299,765 2,938
* Agilysys Inc. 292,386 2,921
* Imprivata Inc. 257,394 2,909
* Alpha & Omega Semiconductor Ltd. 314,662 2,892
  QAD Inc. Class A 140,881 2,891

 

 

Total Stock Market Index Fund    
 
 
      Market
      Value
    Shares ($000)
  Simulations Plus Inc. 284,393 2,818
*,^ Castlight Health Inc. Class B 651,468 2,782
* EMCORE Corp. 449,964 2,758
*,^ MobileIron Inc. 761,763 2,750
* Telenav Inc. 483,246 2,750
*,^ Rapid7 Inc. 179,469 2,715
*,^ Clearfield Inc. 194,605 2,610
* VOXX International Corp. Class A 482,434 2,538
* Ultra Clean Holdings Inc. 490,321 2,510
* Kopin Corp. 922,852 2,510
* Datalink Corp. 345,986 2,353
* GigOptix Inc. 765,068 2,326
*,^ USA Technologies Inc. 744,357 2,293
* KVH Industries Inc. 238,592 2,248
* Radisys Corp. 806,798 2,235
* Exa Corp. 191,587 2,224
* Mitek Systems Inc. 536,293 2,204
*,^ TransEnterix Inc. 852,369 2,114
*,^ VirnetX Holding Corp. 815,266 2,095
* Rosetta Stone Inc. 306,547 2,051
* Alarm.com Holdings Inc. 120,300 2,007
*,^ Park City Group Inc. 167,676 1,997
* Hutchinson Technology Inc. 544,466 1,955
  Computer Task Group Inc. 281,333 1,862
* Neonode Inc. 721,721 1,826
  Preformed Line Products Co. 43,037 1,812
  NCI Inc. Class A 132,403 1,807
  TESSCO Technologies Inc. 91,391 1,779
* Covisint Corp. 707,709 1,769
* Guidance Software Inc. 287,426 1,730
* BSQUARE Corp. 279,967 1,705
* Systemax Inc. 194,630 1,674
* Key Tronic Corp. 219,212 1,666
  TransAct Technologies Inc. 192,208 1,649
* Unwired Planet Inc. 1,896,706 1,637
  PC-Tel Inc. 357,424 1,626
* Amtech Systems Inc. 246,648 1,544
*,^ Pixelworks Inc. 644,421 1,534
*,^ Rightside Group Ltd. 179,340 1,489
* Rocket Fuel Inc. 425,137 1,484
*,^ Aerohive Networks Inc. 283,110 1,447
* Edgewater Technology Inc. 179,253 1,436
* AXT Inc. 576,188 1,429
* Match Group Inc. 99,094 1,343
* Marin Software Inc. 364,803 1,306
* Limelight Networks Inc. 893,306 1,304
*,^ Violin Memory Inc. 1,420,191 1,278
* Xactly Corp. 145,952 1,245
* NetSol Technologies Inc. 156,023 1,211
*,^ Apigee Corp. 147,783 1,187
  Evolving Systems Inc. 213,915 1,177
* GSI Technology Inc. 316,241 1,176
* Numerex Corp. Class A 182,247 1,170
  Concurrent Computer Corp. 233,786 1,157
* PAR Technology Corp. 170,416 1,147
* Pendrell Corp. 2,275,890 1,140
* QuickLogic Corp. 1,008,202 1,139
* Amber Road Inc. 219,870 1,119
  ClearOne Inc. 85,252 1,102
* Icad Inc. 209,738 1,084
* Support.com Inc. 1,053,784 1,064
* Aware Inc. 323,417 1,054
* Appfolio Inc. 70,210 1,025
* eGain Corp. 227,199 975

 

 

Total Stock Market Index Fund    
 
 
      Market
      Value
    Shares ($000)
* FalconStor Software Inc. 517,449 973
* ARI Network Services Inc. 212,114 955
* Inuvo Inc. 346,977 937
* ID Systems Inc. 202,190 930
* Datawatch Corp. 153,785 920
* MRV Communications Inc. 75,244 918
* MoSys Inc. 842,033 918
* ANADIGICS Inc. 1,404,456 895
* LRAD Corp. 448,300 892
* Westell Technologies Inc. Class A 696,943 878
* Ooma Inc. 138,261 878
* iPass Inc. 869,631 870
* WidePoint Corp. 1,241,370 863
* Tremor Video Inc. 412,155 849
*,^ Novatel Wireless Inc. 507,221 847
*,^ CVD Equipment Corp. 81,790 824
* Imation Corp. 592,364 812
* Intermolecular Inc. 349,185 810
* Aviat Networks Inc. 980,603 753
*,^ Netlist Inc. 768,374 676
* GSE Systems Inc. 274,729 659
* Upland Software Inc. 87,982 620
*,^ Solar3D Inc. 166,567 616
  GlobalSCAPE Inc. 155,517 616
  Communications Systems Inc. 74,329 578
* RELM Wireless Corp. 126,563 499
  Astro-Med Inc. 33,759 488
  RCM Technologies Inc. 82,170 452
  QAD Inc. Class B 22,665 418
* Zhone Technologies Inc. 414,475 414
* Qumu Corp. 152,829 414
* SITO Mobile Ltd. 198,848 414
* Smith Micro Software Inc. 492,957 359
* Xplore Technologies Corp. 69,450 356
* Synacor Inc. 201,945 353
*,^ ParkerVision Inc. 1,494,998 348
*,^ Vringo Inc. 139,890 346
* Identiv Inc. 172,117 343
* inTEST Corp. 75,035 317
*,^ InterCloud Systems Inc. 312,215 312
*,^ Cinedigm Corp. Class A 1,115,699 292
* Streamline Health Solutions Inc. 203,637 287
* Xcel Brands Inc. 37,448 281
*,^ Code Rebel Corp. 93,478 251
*,^ Resonant Inc. 90,940 241
* BroadVision Inc. 38,059 228
*,^ Infosonics Corp. 140,874 223
*,^ Crossroads Systems Inc. 193,362 207
* Data I/O Corp. 78,543 198
* ARC Group Worldwide Inc. 109,790 181
* Aehr Test Systems 93,715 176
*,^ Sysorex Global Holdings Corp. 288,616 165
* Lantronix Inc. 138,633 157
*,^ Determine Inc. 51,869 134
* Innodata Inc. 40,013 114
* Mastech Holdings Inc. 15,394 113
* SharpSpring Inc. 34,445 110
* Sonic Foundry Inc. 17,328 91
* Square Inc. 5,663 74
  CSP Inc. 9,402 65
* Fusion Telecommunications International Inc. 18,890 62
* ADDvantage Technologies Group Inc. 29,519 53
* Adesto Technologies Corp. 4,336 33
* Qualstar Corp. 34,975 27

 

 

Total Stock Market Index Fund    
 
 
      Market
      Value
    Shares ($000)
* Trio-Tech International 5,845 17
*,^ NXT-ID Inc. 58,739 14
* Network-1 Technologies Inc. 5,571 12
* Glowpoint Inc. 12,965 6
      64,479,970
Telecommunications (2.2%)    
  AT&T Inc. 112,756,002 3,879,934
  Verizon Communications Inc. 74,579,172 3,447,049
* Level 3 Communications Inc. 5,206,950 283,050
  CenturyLink Inc. 10,139,308 255,105
* SBA Communications Corp. Class A 2,313,847 243,116
* T-Mobile US Inc. 5,221,831 204,278
  Frontier Communications Corp. 21,267,630 99,320
  Telephone & Data Systems Inc. 1,627,201 42,128
*,^ Sprint Corp. 11,206,292 40,567
* Zayo Group Holdings Inc. 955,765 25,414
* Vonage Holdings Corp. 3,235,220 18,570
  Consolidated Communications Holdings Inc. 867,413 18,172
  Shenandoah Telecommunications Co. 411,045 17,696
* 8x8 Inc. 1,511,741 17,309
  Atlantic Tele-Network Inc. 189,307 14,809
  EarthLink Holdings Corp. 1,860,082 13,820
* Cincinnati Bell Inc. 3,733,228 13,440
*,^ Iridium Communications Inc. 1,438,561 12,098
^ Windstream Holdings Inc. 1,859,107 11,973
*,^ Globalstar Inc. 7,393,304 10,646
* General Communication Inc. Class A 524,787 10,380
* inContact Inc. 1,041,580 9,937
* United States Cellular Corp. 241,433 9,853
* ORBCOMM Inc. 1,133,391 8,206
* GTT Communications Inc. 439,174 7,492
*,^ pdvWireless Inc. 243,279 6,690
  Spok Holdings Inc. 364,056 6,670
* FairPoint Communications Inc. 412,021 6,621
* Hawaiian Telcom Holdco Inc. 263,722 6,556
* Lumos Networks Corp. 378,513 4,239
  IDT Corp. Class B 321,337 3,747
*,^ Straight Path Communications Inc. Class B 188,781 3,236
* NTELOS Holdings Corp. 314,525 2,875
* HC2 Holdings Inc. 508,327 2,689
* Alaska Communications Systems Group Inc. 1,392,987 2,438
*,^ Intelsat SA 468,301 1,948
*,^ Towerstream Corp. 1,074,829 408
* Elephant Talk Communications Corp. 1,050,107 284
* Otelco Inc. Class A 2,454 17
      8,762,780
Utilities (3.1%)    
  Duke Energy Corp. 12,603,601 899,771
  NextEra Energy Inc. 8,443,693 877,215
  Southern Co. 16,649,249 779,018
  Dominion Resources Inc. 10,938,569 739,885
  American Electric Power Co. Inc. 8,956,722 521,908
  PG&E Corp. 8,981,688 477,736
  Exelon Corp. 16,844,160 467,762
  PPL Corp. 12,225,291 417,249
  Sempra Energy 4,327,858 406,862
  Public Service Enterprise Group Inc. 9,268,707 358,606
  Edison International 5,958,127 352,781
  Consolidated Edison Inc. 5,355,641 344,207
  Xcel Energy Inc. 9,232,271 331,531
  WEC Energy Group Inc. 5,749,814 295,023
  Eversource Energy 5,746,858 293,492
  DTE Energy Co. 3,268,553 262,105
  FirstEnergy Corp. 7,718,752 244,916

 

 

Total Stock Market Index Fund    
 
 
      Market
      Value
    Shares ($000)
  Entergy Corp. 3,243,610 221,733
  American Water Works Co. Inc. 3,250,599 194,223
  Ameren Corp. 4,412,017 190,731
  CMS Energy Corp. 5,039,753 181,834
  SCANA Corp. 2,328,983 140,880
  AGL Resources Inc. 2,204,679 140,681
  CenterPoint Energy Inc. 7,453,171 136,840
  Pinnacle West Capital Corp. 2,007,695 129,456
  Alliant Energy Corp. 2,060,709 128,691
  Pepco Holdings Inc. 4,641,785 120,733
  AES Corp. 12,330,308 118,001
  TECO Energy Inc. 4,312,866 114,938
  Atmos Energy Corp. 1,822,342 114,880
  NiSource Inc. 5,808,802 113,330
  ITC Holdings Corp. 2,860,092 112,259
  Westar Energy Inc. Class A 2,635,057 111,753
  UGI Corp. 3,131,957 105,735
  Aqua America Inc. 3,195,743 95,233
  ONEOK Inc. 3,830,310 94,455
* Calpine Corp. 6,522,817 94,385
  Piedmont Natural Gas Co. Inc. 1,450,599 82,713
  Great Plains Energy Inc. 2,788,675 76,159
  NRG Energy Inc. 5,732,429 67,471
  IDACORP Inc. 946,939 64,392
  Vectren Corp. 1,513,404 64,199
  National Fuel Gas Co. 1,467,717 62,745
  Questar Corp. 3,166,544 61,684
  Portland General Electric Co. 1,668,262 60,675
  Hawaiian Electric Industries Inc. 2,005,544 58,060
  Cleco Corp. 1,111,108 58,011
  WGL Holdings Inc. 900,823 56,743
  New Jersey Resources Corp. 1,678,452 55,322
  NorthWestern Corp. 896,162 48,617
  ONE Gas Inc. 963,545 48,341
  ALLETE Inc. 924,126 46,973
  PNM Resources Inc. 1,513,557 46,269
  Southwest Gas Corp. 797,332 43,981
* Avangrid Inc. 1,128,928 43,351
  Laclede Group Inc. 717,387 42,620
  Black Hills Corp. 908,502 42,182
  Avista Corp. 1,174,869 41,555
  MGE Energy Inc. 758,963 35,216
  El Paso Electric Co. 770,459 29,663
* Dynegy Inc. 2,197,119 29,441
  South Jersey Industries Inc. 1,236,422 29,081
  American States Water Co. 681,607 28,593
  Northwest Natural Gas Co. 495,497 25,077
  Empire District Electric Co. 871,490 24,463
  Ormat Technologies Inc. 654,152 23,857
  California Water Service Group 857,185 19,947
  TerraForm Power Inc. Class A 1,400,411 17,617
  Chesapeake Utilities Corp. 269,108 15,272
  Unitil Corp. 323,015 11,590
* Talen Energy Corp. 1,507,722 9,393
  SJW Corp. 301,436 8,938
  Middlesex Water Co. 329,705 8,750
  Connecticut Water Service Inc. 185,740 7,060
  York Water Co. 280,678 7,000
*,^ Sunrun Inc. 410,894 4,836
  Atlantic Power Corp. 2,208,448 4,351
  Artesian Resources Corp. Class A 147,518 4,086
  Delta Natural Gas Co. Inc. 191,073 4,011
* Vivint Solar Inc. 402,153 3,845
  Genie Energy Ltd. Class B 286,954 3,200

 

 

Total Stock Market Index Fund        
 
 
 
          Market
          Value
        Shares ($000)
* Pure Cycle Corp.     481,535 2,311
  Gas Natural Inc.     236,853 1,765
*,^ Cadiz Inc.     305,837 1,609
  Spark Energy Inc. Class A     68,151 1,412
* US Geothermal Inc.     1,534,806 959
          12,266,244
Total Common Stocks (Cost $285,446,454)       398,105,564
 
 
    Coupon      
Temporary Cash Investments (1.2%)1        
Money Market Fund (1.2%)        
3,4 Vanguard Market Liquidity Fund 0.363%   4,729,461,508 4,729,462
 
 
        Face  
      Maturity Amount  
      Date ($000)  
U.S. Government and Agency Obligations (0.0%)        
5 Federal Home Loan Bank Discount Notes 0.200% 2/5/16 5,000 4,999
5,6,7 Federal Home Loan Bank Discount Notes 0.245% 3/2/16 35,000 34,977
5,6 Federal Home Loan Bank Discount Notes 0.320%-0.466% 3/7/16 13,500 13,490
5,6 Federal Home Loan Bank Discount Notes 0.501% 5/3/16 500 499
5 Federal Home Loan Bank Discount Notes 0.391% 5/27/16 600 599
5 Federal Home Loan Bank Discount Notes 0.571% 6/9/16 30,000 29,927
6 United States Treasury Bill 0.386% 5/26/16 10,000 9,984
6 United States Treasury Bill 0.536% 6/9/16 51,000 50,900
6 United States Treasury Note/Bond 0.375% 5/31/16 10,000 9,997
          155,372
Total Temporary Cash Investments (Cost $4,884,822)       4,884,834
Total Investments (100.6%) (Cost $290,331,276)       402,990,398
 
          Amount
          ($000)
Other Assets and Liabilities (-0.6%)        
Other Assets        
Investment in Vanguard       35,094
Receivables for Investment Securities Sold       3,884
Receivables for Accrued Income       547,739
Receivables for Capital Shares Issued       1,566,239
Other Assets6       65,945
Total Other Assets       2,218,901
 
Liabilities        
Payables for Investment Securities Purchased       (2,290,037)
Collateral for Securities on Loan       (1,834,498)
Payables for Capital Shares Redeemed       (118,817)
Payables to Vanguard       (211,279)
Other Liabilities       (103,611)
Total Liabilities       (4,558,242)
 
Net Assets (100%)       400,651,057

 

 

Total Stock Market Index Fund

At December 31, 2015, net assets consisted of:  
 
 
  Amount
  ($000)
Paid-in Capital 289,350,157
Overdistributed Net Investment Income (83,137)
Accumulated Net Realized Losses (1,300,679)
Unrealized Appreciation (Depreciation)  
Investment Securities 112,659,122
Futures Contracts 26,225
Swap Contracts (631)
Net Assets 400,651,057
 
Investor Shares—Net Assets  
Applicable to 1,896,992,122 outstanding $.001 par value shares of beneficial interest (unlimited  
authorization) 96,322,638
Net Asset Value Per Share—Investor Shares $50.78
 
ETF Shares—Net Assets  
Applicable to 550,446,327 outstanding $.001 par value shares of beneficial interest (unlimited  
authorization) 57,433,884
Net Asset Value Per Share—ETF Shares $104.34
 
Admiral Shares—Net Assets  
Applicable to 2,487,891,207 outstanding $.001 par value shares of beneficial interest (unlimited  
authorization) 126,363,349
Net Asset Value Per Share—Admiral Shares $50.79
 
Institutional Shares—Net Assets  
Applicable to 1,130,676,081 outstanding $.001 par value shares of beneficial interest (unlimited  
authorization) 57,437,744
Net Asset Value Per Share—Institutional Shares $50.80
 
Institutional Plus Shares—Net Assets  
Applicable to 662,298,557 outstanding $.001 par value shares of beneficial interest (unlimited  
authorization) 63,093,442
Net Asset Value Per Share—Institutional Plus Shares $95.26

 

* Non-income-producing security.
^ Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $1,713,056,000.
The fund invests a portion of its cash reserves in equity markets through the use of index futures contracts and swap contracts. After giving effect to futures and swap
1
investments, the fund's effective common stock and temporary cash investment positions represent 100.0% and 0.6%, respectively, of net assets.
2 “Other” represents securities that are not classified by the fund’s benchmark index.
3 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.

4 Includes $1,834,498,000 of collateral received for securities on loan.

The issuer operates under a congressional charter; its securities are generally neither guaranteed by the U.S. Treasury nor backed by the full faith and credit of the U.S.
5
government.
6 Securities with a value of $118,549,000 and cash of $31,198,000 have been segregated as initial margin for open futures contracts.
7 Securities with a value of $1,156,000 have been segregated as collateral for open over-the-counter swap contracts.
REIT—Real Estate Investment Trust.
See accompanying Notes, which are an integral part of the Financial Statements.


Total Stock Market Index Fund

Statement of Operations

  Year Ended Year Ended
  December 31, December 31,
  2016 2015
  ($000) ($000)
Investment Income    
Income    
Dividends 9,226,677 7,909,018
Interest1 12,010 3,502
Securities Lending—Net 106,116 95,010
Total Income 9,344,803 8,007,530
Expenses    
The Vanguard Group—Note B    
Investment Advisory Services 22,563 22,376
Management and Administrative—Investor Shares 123,186 148,542
Management and Administrative—ETF Shares 18,321 17,914
Management and Administrative—Admiral Shares 40,675 41,686
Management and Administrative—Institutional Shares 16,945 16,720
Management and Administrative—Institutional Plus Shares 9,367 4,372
Management and Administrative—Institutional Select Shares 66 —
Marketing and Distribution—Investor Shares 18,235 22,020
Marketing and Distribution—ETF Shares 3,749 5,330
Marketing and Distribution—Admiral Shares 9,833 11,237
Marketing and Distribution—Institutional Shares 2,248 7,494
Marketing and Distribution—Institutional Plus Shares 961 182
Marketing and Distribution—Institutional Select Shares — —
Custodian Fees 3,617 3,636
Auditing Fees 46 48
Shareholders' Reports—Investor Shares 217 53
Shareholders' Reports—ETF Shares 807 718
Shareholders' Reports—Admiral Shares 255 269
Shareholders' Reports—Institutional Shares 48 107
Shareholders' Reports—Institutional Plus Shares 7 —
Shareholders' Reports—Institutional Select Shares — —
Trustees' Fees and Expenses 235 268
Total Expenses 271,381 302,972
Net Investment Income 9,073,422 7,704,558
Realized Net Gain (Loss)    
Investment Securities Sold2 3,736,834 12,605,126
Futures Contracts 256,746 225,238
Swap Contracts 20,576 (16,047)
Realized Net Gain (Loss) 4,014,156 12,814,317

 

 

Total Stock Market Index Fund

Statement of Operations

Change in Unrealized Appreciation (Depreciation)    
Investment Securities 42,160,393 (18,389,876)
Futures Contracts (46,383) (27,409)
Swap Contracts 132 (2,854)
Change in Unrealized Appreciation (Depreciation) 42,114,142 (18,420,139)
Net Increase (Decrease) in Net Assets Resulting from Operations 55,201,720 2,098,736

1 For the years ended December 31, 2016 and December 31, 2015, interest income from an affiliated company of the fund was
$11,485,000 and $3,307,000, respectively.
2 For the years ended December 31, 2016 and December 31, 2015, realized net gain (loss) from an affiliated company of the fund were
$203,000 and $0, respectively.

See accompanying Notes, which are an integral part of the Financial Statements.

 

Total Stock Market Index Fund

Statement of Changes in Net Assets

  Year Ended December 31,
  2016 2015
  ($000) ($000)
Increase (Decrease) in Net Assets    
Operations    
Net Investment Income 9,073,422 7,704,558
Realized Net Gain (Loss) 4,014,156 12,814,317
Change in Unrealized Appreciation (Depreciation) 42,114,142 (18,420,139)
Net Increase (Decrease) in Net Assets Resulting from Operations 55,201,720 2,098,736
Distributions    
Net Investment Income    
Investor Shares (1,930,782) (2,011,483)
ETF Shares (1,282,510) (1,092,307)
Admiral Shares (2,820,690) (2,411,516)
Institutional Shares (1,428,815) (1,465,290)
Institutional Plus Shares (1,567,690) (670,898)
Institutional Select Shares (66,263) —
Realized Capital Gain    
Investor Shares — —
ETF Shares — —
Admiral Shares — —
Institutional Shares — —
Institutional Plus Shares — —
Institutional Select Shares — —
Total Distributions (9,096,750) (7,651,494)
Capital Share Transactions    
Investor Shares (2,633,123) (20,386,722)
ETF Shares 6,156,065 7,518,595
Admiral Shares 11,172,716 10,860,724
Institutional Shares 14,683,001 (40,464,087)
Institutional Plus Shares 13,965,811 65,672,415
Institutional Select Shares 8,351,435 —
Net Increase (Decrease) from Capital Share Transactions 51,695,905 23,200,925
Total Increase (Decrease) 97,800,875 17,648,167
Net Assets    
Beginning of Period 400,651,057 383,002,890
End of Period1 498,451,932 400,651,057
1 Net Assets—End of Period includes undistributed (overdistributed) net investment income of ($85,889,000) and ($83,137,000).

 

See accompanying Notes, which are an integral part of the Financial Statements.

 

Total Stock Market Index Fund

Financial Highlights

Investor Shares!!!!!!!!For a Share Outstanding! Year Ended December 31,! !!! !Throughout Each
Period          
Investor Shares          
For a Share Outstanding Year Ended December 31,
Throughout Each Period 2016 2015 2014 2013 2012
Net Asset Value, Beginning of          
Period $50.78 $51.58 $46.67 $35.64 $31.29
Investment Operations          
Net Investment Income 1.022 .954 .854 .757 .720
Net Realized and Unrealized Gain          
(Loss) on Investments 5.282 (.807) 4.907 11.038 4.350
Total from Investment Operations 6.304 .147 5.761 11.795 5.070
Distributions          
Dividends from Net Investment          
Income (1.024) (.947) (.851) (.765) (.720)
Distributions from Realized Capital          
Gains — — — — —
Total Distributions (1.024) (.947) (.851) (.765) (.720)
Net Asset Value, End of Period $56.06 $50.78 $51.58 $46.67 $35.64
 
Total Return1 12.53% 0.29% 12.43% 33.35% 16.25%
 
Ratios/Supplemental Data          
Net Assets, End of Period (Millions) $103,932 $96,323 $117,966 $105,008 $78,936
Ratio of Total Expenses to Average          
Net Assets 0.15% 0.16% 0.17% 0.17% 0.17%
Ratio of Net Investment Income to          
Average Net Assets 1.98% 1.85% 1.77% 1.84% 2.11%
Portfolio Turnover Rate2 4% 3% 3% 4% 3%

1 Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about
any applicable account service fees.
2 Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund's capital shares,
including ETF Creation Units.

See accompanying Notes, which are an integral part of the Financial Statements.

 

Total Stock Market Index Fund

Financial Highlights

ETF Shares!!!!!!!!For a Share Outstanding! Year Ended December 31,! !!!   !Throughout Each
Period          
ETF Shares          
For a Share Outstanding Year Ended December 31,
Throughout Each Period 2016 2015 2014 2013 2012
Net Asset Value, Beginning of          
Period $104.34 $106.00 $95.91 $73.24 $64.29
Investment Operations          
Net Investment Income 2.214 2.082 1.874 1.657 1.564
Net Realized and Unrealized Gain          
(Loss) on Investments 10.871 (1.675) 10.085 22.686 8.949
Total from Investment Operations 13.085 .407 11.959 24.343 10.513
Distributions          
Dividends from Net Investment          
Income (2.215) (2.067) (1.869) (1.673) (1.563)
Distributions from Realized Capital          
Gains — — — — —
Total Distributions (2.215) (2.067) (1.869) (1.673) (1.563)
Net Asset Value, End of Period $115.21 $104.34 $106.00 $95.91 $73.24
 
Total Return 12.68% 0.40% 12.56% 33.51% 16.41%
 
Ratios/Supplemental Data          
Net Assets, End of Period (Millions) $69,889 $57,434 $50,886 $39,165 $24,270
Ratio of Total Expenses to Average          
Net Assets 0.04% 0.05% 0.05% 0.05% 0.05%
Ratio of Net Investment Income to          
Average Net Assets 2.09% 1.96% 1.89% 1.96% 2.23%
Portfolio Turnover Rate1 4% 3% 3% 4% 3%
1 Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund's capital shares,
including ETF Creation Units.

 

See accompanying Notes, which are an integral part of the Financial Statements.

 

Total Stock Market Index Fund

Financial Highlights

Admiral Shares!!!!!!!!For a Share Outstanding! Year Ended December 31,! !!! !Throughout Each
Period          
Admiral Shares          
For a Share Outstanding Year Ended December 31,
Throughout Each Period 2016 2015 2014 2013 2012
Net Asset Value, Beginning of          
Period $50.79 $51.60 $46.69 $35.65 $31.30
Investment Operations          
Net Investment Income 1.077 1.013 .912 .807 .761
Net Realized and Unrealized Gain          
(Loss) on Investments 5.291 (.818) 4.908 11.047 4.350
Total from Investment Operations 6.368 .195 5.820 11.854 5.111
Distributions          
Dividends from Net Investment          
Income (1.078) (1.005) (.910) (.814) (.761)
Distributions from Realized Capital          
Gains — — — — —
Total Distributions (1.078) (1.005) (.910) (.814) (.761)
Net Asset Value, End of Period $56.08 $50.79 $51.60 $46.69 $35.65
 
Total Return1 12.66% 0.39% 12.56% 33.52% 16.38%
 
Ratios/Supplemental Data          
Net Assets, End of Period (Millions) $151,612 $126,363 $117,476 $86,541 $59,771
Ratio of Total Expenses to Average          
Net Assets 0.04% 0.05% 0.05% 0.05% 0.05%
Ratio of Net Investment Income to          
Average Net Assets 2.09% 1.96% 1.89% 1.96% 2.23%
Portfolio Turnover Rate2 4% 3% 3% 4% 3%

1 Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about
any applicable account service fees.
2 Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund's capital shares,
including ETF Creation Units.

See accompanying Notes, which are an integral part of the Financial Statements.

 

Total Stock Market Index Fund

Financial Highlights

Institutional Shares!!!!!!!!For a Share Outstanding! Year Ended December 31,! !!!  
Institutional Shares          
For a Share Outstanding Year Ended December 31,
Throughout Each Period 2016 2015 2014 2013 2012
Net Asset Value, Beginning of          
Period $50.80 $51.60 $46.69 $35.66 $31.30
Investment Operations          
Net Investment Income 1.082 1.017 .915 .808 .763
Net Realized and Unrealized Gain          
(Loss) on Investments 5.291 (.808) 4.908 11.038 4.359
Total from Investment Operations 6.373 .209 5.823 11.846 5.122
Distributions          
Dividends from Net Investment          
Income (1.083) (1.009) (.913) (.816) (.762)
Distributions from Realized Capital          
Gains — — — — —
Total Distributions (1.083) (1.009) (.913) (.816) (.762)
Net Asset Value, End of Period $56.09 $50.80 $51.60 $46.69 $35.66
 
Total Return 12.67% 0.42% 12.56% 33.49% 16.42%
 
Ratios/Supplemental Data          
Net Assets, End of Period (Millions) $79,443 $57,438 $96,674 $65,738 $39,367
Ratio of Total Expenses to Average          
Net Assets 0.03% 0.04% 0.04% 0.04% 0.04%
Ratio of Net Investment Income to          
Average Net Assets 2.10% 1.97% 1.90% 1.97% 2.24%
Portfolio Turnover Rate1 4% 3% 3% 4% 3%
1 Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund's capital shares,
including ETF Creation Units.

 

See accompanying Notes, which are an integral part of the Financial Statements.

 

Total Stock Market Index Fund

Financial Highlights

Institutional Plus Shares    
    April 28,
  Year Ended 20151 to
For a Share Outstanding December 31, December 31,
Throughout Each Period 2016 2015
Net Asset Value, Beginning of    
Period $95.26 $100.00
Investment Operations    
Net Investment Income 2.042 1.335
Net Realized and Unrealized Gain    
(Loss) on Investments 9.924 (4.631)
Total from Investment Operations 11.966 (3.296)
Distributions    
Dividends from Net Investment    
Income (2.046) (1.444)
Distributions from Realized Capital    
Gains — —
Total Distributions (2.046) (1.444)
Net Asset Value, End of Period $105.18 $95.26
 
Total Return 12.69% -3.28%
 
Ratios/Supplemental Data    
Net Assets, End of Period (Millions) $85,031 $63,093
Ratio of Total Expenses to Average    
Net Assets 0.02% 0.02%2
Ratio of Net Investment Income to    
Average Net Assets 2.11% 1.99%2
Portfolio Turnover Rate3 4% 3%4

 

1 Inception.
2 Annualized.
3 Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund's capital shares,
including ETF Creation Units.
4 Reflects the fund’s portfolio turnover for the fiscal year ended December 31, 2015.

See accompanying Notes, which are an integral part of the Financial Statements.

 

Total Stock Market Index Fund

Financial Highlights

Institutional Select Shares!!!!For a Share Outstanding! June 27, 20161 to December 31,! !!Throughout The
Period  
Institutional Select Shares  
  June 27,
  20161 to
For a Share Outstanding December 31,
Throughout The Period 2016
Net Asset Value, Beginning of  
Period $97.70
Investment Operations  
Net Investment Income 1.181
Net Realized and Unrealized Gain  
(Loss) on Investments 12.718
Total from Investment Operations 13.899
Distributions  
Dividends from Net Investment  
Income (1.229)
Distributions from Realized Capital  
Gains —
Total Distributions (1.229)
Net Asset Value, End of Period $110.37
 
Total Return 14.24%
 
Ratios/Supplemental Data  
Net Assets, End of Period (Millions) $8,545
Ratio of Total Expenses to Average  
Net Assets 0.01%2
Ratio of Net Investment Income to  
Average Net Assets 2.15%2
Portfolio Turnover Rate3 4%4

 

1 Inception.
2 Annualized.
3 Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund's capital shares,
including ETF Creation Units.
4 Reflects the fund’s portfolio turnover for the fiscal year ended December 31, 2016.

See accompanying Notes, which are an integral part of the Financial Statements.

 

Total Stock Market Index Fund

Notes to Financial Statements

Vanguard Total Stock Market Index Fund is registered under the Investment Company Act of 1940 as an open-end investment company, or mutual fund. The fund offers six classes of shares: Investor Shares, ETF Shares, Admiral Shares, Institutional Shares, Institutional Plus Shares, and Institutional Select Shares. Investor Shares are available to any investor who meets the fund’s minimum purchase requirements. ETF Shares are listed for trading on NYSE Arca; they can be purchased and sold through a broker. Admiral Shares, Institutional Shares, Institutional Plus Shares, and Institutional Select Shares are designed for investors who meet certain administrative, service, and account-size criteria. Institutional Select Shares were issued on June 27, 2016.

A. The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The fund consistently follows such policies in preparing its financial statements.

1. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Bonds and temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Securities for which market quotations are not readily available, or whose values have been materially affected by events occurring before the fund’s pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value.

2. Futures Contracts: The fund uses index futures contracts to a limited extent, with the objectives of maintaining full exposure to the stock market, enhancing returns, maintaining liquidity, and minimizing transaction costs. The fund may purchase futures contracts to immediately invest incoming cash in the market, or sell futures in response to cash outflows, thereby simulating a fully invested position in the underlying index while maintaining a cash balance for liquidity. The fund may seek to enhance returns by using futures contracts instead of the underlying securities when futures are believed to be priced more attractively than the underlying securities. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of stocks held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund's performance and requires daily settlement of variation margin representing changes in the market value of each contract.

Futures contracts are valued at their quoted daily settlement prices. The aggregate settlement values of the contracts are not recorded in the Statement of Net Assets. Fluctuations in the value of the contracts are recorded in the Statement of Net Assets as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the contracts are closed, when they are recorded as realized futures gains (losses).

 

Total Stock Market Index Fund

During the years ended December 31, 2016 and December 31, 2015, the fund's average investments in long and short futures contracts represented less than 1% and 0%, and less than 1% and 0% of net assets, respectively, based on the average of aggregate settlement values at each quarter-end during the period.

3. Swap Contracts: The fund has entered into equity swap contracts to earn the total return on selected reference stocks in the fund's target index. Under the terms of the swaps, the fund receives the total return on the referenced stock (i.e., receiving the increase or paying the decrease in value of the selected reference stock and receiving the equivalent of any dividends in respect of the selected referenced stock) over a specified period of time, applied to a notional amount that represents the value of a designated number of shares of the selected reference stock at the beginning of the equity swap contract. The fund also pays a floating rate that is based on short-term interest rates, applied to the notional amount. At the same time, the fund invests an amount approximating the notional amount of the swap in high-quality temporary cash investments.

The notional amounts of swap contracts are not recorded in the Statement of Net Assets. Swaps are valued daily based on market quotations received from independent pricing services or recognized dealers and the change in value is recorded in the Statement of Net Assets as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until termination of the swap, at which time realized gain (loss) is recorded. A risk associated with all types of swaps is the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund's maximum amount subject to counterparty risk is the unrealized appreciation on the swap contract. The fund mitigates its counterparty risk by entering into swaps only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold or rehypothecated. In the event of a counterparty’s default (including bankruptcy), the fund may terminate any swap contracts with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The swap contracts contain provisions whereby a counterparty may terminate open contracts if the fund net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Statement of Net Assets. The value of collateral received or pledged is compared daily to the value of the swap contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.

During the years ended December 31, 2016 and December 31, 2015, the fund's average amounts of investments in total return swaps each represented less than 1% of net assets, respectively, based on the average of notional amounts at each quarter-end during the period.

4. Federal Income Taxes: The fund intends to continue to qualify as a regulated investment company and distribute all of its taxable income. Management has analyzed the fund's tax positions taken for all open federal income tax years (December 31, 2013-2016), and has concluded that no provision for federal income tax is required in the fund's financial statements.

5. Distributions: Distributions to shareholders are recorded on the ex-dividend date.

6. Securities Lending: To earn additional income, the fund lends its securities to qualified institutional borrowers. Security loans are subject to termination by the fund at any time, and are required to be secured at all times by collateral in an amount at least equal to the market value of securities loaned. Daily market fluctuations could cause the value of loaned securities to be more or less than the value of the collateral received. When this occurs, the collateral is adjusted and settled on the next

 

Total Stock Market Index Fund

business day. The fund further mitigates its counterparty risk by entering into securities lending transactions only with a diverse group of prequalified counterparties, monitoring their financial strength, and entering into master securities lending agreements with its counterparties. The master securities lending agreements provide that, in the event of a counterparty’s default (including bankruptcy), the fund may terminate any loans with that borrower, determine the net amount owed, and sell or retain the collateral up to the net amount owed to the fund; however, such actions may be subject to legal proceedings. While collateral mitigates counterparty risk, in the absence of a default the fund may experience delays and costs in recovering the securities loaned. The fund invests cash collateral received in Vanguard Market Liquidity Fund, and records a liability in the Statement of Net Assets for the return of the collateral, during the period the securities are on loan. Securities lending income represents fees charged to borrowers plus income earned on invested cash collateral, less expenses associated with the loan. During the term of the loan, the fund is entitled to all distributions made on or in respect of the loaned securities.

7. Credit Facility: The fund and certain other funds managed by The Vanguard Group ("Vanguard") participate in a $3.1 billion committed credit facility provided by a syndicate of lenders pursuant to a credit agreement that may be renewed annually; each fund is individually liable for its borrowings, if any, under the credit facility. Borrowings may be utilized for temporary and emergency purposes, and are subject to the fund's regulatory and contractual borrowing restrictions. The participating funds are charged administrative fees and an annual commitment fee of 0.10% of the undrawn amount of the facility; these fees are allocated to the funds based on a method approved by the fund's board of trustees and included in Management and Administrative expenses on the fund's Statement of Operations. Any borrowings under this facility bear interest at a rate based upon the higher of the one-month London Interbank Offered Rate, federal funds effective rate, or overnight bank funding rate plus an agreed-upon spread.

During the fiscal year ended December 31, 2016, the fund made one borrowing in the amount of $1,000,000 to test the operational readiness of the credit facility process. The borrowing was outstanding for one business day at an annualized interest rate of 1.34%, and the related interest expense is recorded in the Statement of Operations. The fund had no borrowings outstanding at December 31, 2016, December 31, 2015, or at any other time during the periods then ended.

8. Other: Dividend income is recorded on the ex-dividend date. Interest income includes income distributions received from Vanguard Market Liquidity Fund and is accrued daily. Premiums and discounts on debt securities purchased are amortized and accreted, respectively, to interest income over the lives of the respective securities. Security transactions are accounted for on the date securities are bought or sold. Costs used to determine realized gains (losses) on the sale of investment securities are those of the specific securities sold.

Each class of shares has equal rights as to assets and earnings, except that each class separately bears certain class-specific expenses related to maintenance of shareholder accounts (included in Management and Administrative expenses) and shareholder reporting. Marketing and distribution expenses are allocated to each class of shares based on a method approved by the board of trustees. Income, other non-class-specific expenses, and gains and losses on investments are allocated to each class of shares based on its relative net assets.

B. In accordance with the terms of a Funds' Service Agreement (the “FSA”) between Vanguard and the fund, Vanguard furnishes to the fund investment advisory, corporate management, administrative, marketing, and distribution services at Vanguard’s cost of operations (as defined by the FSA). These costs of operations are allocated to the fund based on methods and guidelines approved by the board of trustees. Vanguard does not require reimbursement in the current period for certain costs of operations (such as deferred compensation/benefits and risk/insurance costs); the fund's liability for these costs of operations is included in Payables to Vanguard on the Statement of Net Assets.

 

Total Stock Market Index Fund

Upon the request of Vanguard, the fund may invest up to 0.40% of its net assets as capital in Vanguard. For the years ended December 31, 2016 and December 31, 2015, the fund had contributed to Vanguard capital in the amount of $36,779,000 and $35,094,000, respectively, representing 0.01% of the fund’s net assets at each respective year-end, and 14.71% and 14.04%, respectively, of Vanguard’s capitalization. The fund’s trustees and officers are also directors and employees, respectively, of Vanguard C. Various inputs may be used to determine the value of the fund's investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments).

The following table summarizes the market value of the fund's investments as of December 31, 2016, based on the inputs used to value them:

  Level 1 Level 2 Level 3
Investments ($000) ($000) ($000)
Common Stocks 496,134,014 59 13,335
Convertible Bonds — 424 —
Temporary Cash Investments 3,296,445 101,495 —
Futures Contracts—Liabilities1 (8,626) — —
Swap Contracts—Assets — 761 —
Swap Contracts—Liabilities — (1,260) —
Total 499,421,833 101,479 13,335
1 Represents variation margin on the last day of the reporting period.

 

The following table summarizes the market value of the fund’s investments as of December 31, 2015, based on the inputs used to value them:

  Level 1 Level 2 Level 3
Investments ($000) ($000) ($000)
Common Stocks 398,102,532 35 2,997
Convertible Bonds 4,729,462 155,372 —
Temporary Cash Investments 5,311 — —
Futures Contracts—Liabilities1 (33,683)) — —
Swap Contracts—Assets — 388 —
Swap Contracts—Liabilities — (1,019) —
Total 402,803,622 154,776 2,997
1 Represents variation margin on the last day of the reporting period.

 

 

Total Stock Market Index Fund

D. At December 31, 2016, the aggregate settlement value of open futures contracts and the related unrealized appreciation (depreciation) were:

      ($000)
      Aggregate  
    Number of Settlement Unrealized
    Long (Short) Value Long Appreciation
Futures Contracts Expiration Contracts (Short) (Depreciation) 
E-mini S&P 500 Index March 2017 18,689 2,089,617 (16,572)
E-mini Russell 2000 Index March 2017 1,914 129,855 (2,825)
E-mini S&P Mid-Cap 400 Index March 2017 240 39,818 (761)
        (20,158)
Unrealized appreciation (depreciation) on open futures contracts is required to be treated as realized gain (loss) for
tax purposes.

 

At December 31, 2015, the aggregate settlement value of open futures contracts and the related unrealized appreciation (depreciation) were:

      ($000)
      Aggregate  
    Number of Settlement Unrealized
    Long (Short) Value Long Appreciation
Futures Contracts Expiration Contracts (Short) (Depreciation)
E-mini S&P 500 Index March 2016 22,960 2,336,639 23,731
E-mini Russell 2000 Index March 2016 957 108,285 2,087
E-mini S&P Mid-Cap 400 Index March 2016 240 33,444 407
        26,225
Unrealized appreciation (depreciation) on open futures contracts is required to be treated as realized gain (loss) for
tax purposes.

 

At December 31, 2016, the fund had the following open total return swap contracts:

        Floating  
        Interest Unrealized
      Notional Rate Appreciation
  Termination   Amount Received (Depreciation)
Reference Entity Date Counterparty ($000) (Paid) ($000)
Ambac Financial Group Inc. 1/6/17 GSCM 10,501 (1.054%) (1,260)
SLM Corp. 2/21/17 GSI 36,200 (1.149%) 761
          (499)
GSCM—Goldman Sachs Capital Management.
GSI—Goldman Sachs International.

 

At December 31, 2016, the counterparty had deposited in segregated accounts securities with a value of $615,000 in connection with amounts due to the fund for open swap contracts.

 

Total Stock Market Index Fund

At December 31, 2015, the fund had the following open total return swap contracts:

        Floating  
        Interest Unrealized
      Notional Rate Appreciation
  Termination   Amount Received (Depreciation)
Reference Entity Date Counterparty ($000) (Paid) ($000)
Ambac Financial Group Inc. 1/11/16 GSBUSA 3,252 (0.693%) (27)
Empire State Realty Trust Inc. 2/17/16 GSBUSA 12,190 (0.695%) 388
SLM Corp. 3/21/16 GSI 28,910 (0.802%) (992)
          (631)
GSBUSA—Goldman Sachs Bank USA.
GSI—Goldman Sachs International.

 

At December 31, 2015, the counterparty had deposited in segregated accounts securities with a value of $547,000 in connection with amounts due to the fund for open swap contracts.

E. Distributions are determined on a tax basis and may differ from net investment income and realized capital gains for financial reporting purposes. Differences may be permanent or temporary. Permanent differences are reclassified among capital accounts in the financial statements to reflect their tax character. Temporary differences arise when certain items of income, expense, gain, or loss are recognized in different periods for financial statement and tax purposes. These differences will reverse at some time in the future. Differences in classification may also result from the treatment of short-term gains as ordinary income for tax purposes.

Certain of the fund’s investments are in securities considered to be passive foreign investment companies, for which any unrealized appreciation and/or realized gains are required to be included in distributable net income for tax purposes. During the year ended December 31, 2015, the fund realized gains on the sale of passive foreign investment companies of $18,000, which have been included in current and prior periods’ taxable income; accordingly, such gains have been reclassified from accumulated net realized losses to overdistributed net investment income. Passive foreign investment companies held at December 31, 2015, had unrealized appreciation of $8,922,000, all of which has been distributed and is reflected in the balance of overdistributed net investment income.

During the years ended December 31, 2016 and December 31, 2015, the fund realized $3,628,320,000 and $11,693,991,000, respectively, of net capital gains resulting from in-kind redemptions—in which shareholders exchanged fund shares for securities held by the fund rather than for cash. Because such gains are not taxable to the fund, and are not distributed to shareholders, they have been reclassified from accumulated net realized losses to paid-in capital.

Realized and unrealized gains (losses) on certain of the fund’s swap contracts are treated as ordinary income (loss) for tax purposes. For the years ended December 31, 2016 and December 31, 2015, the fund had swap contract realized gains of $20,576,000 and realized losses of $16,047,000, respectively, of which have been reclassified from accumulated net realized losses to overdistributed net investment income.

For tax purposes, at December 31, 2016, the fund had $127,295,000 of ordinary income available for distribution. The fund used capital loss carryforwards of $318,876,000 to offset taxable capital gains realized during the year ended December 31, 2016. Capital loss carryforwards of $488,298,000 expired on December 31, 2016; accordingly, such losses have been reclassified from accumulated net realized losses to paid-in capital. The fund realized losses of $463,562,000 during the period from

 

Total Stock Market Index Fund

November 1, 2016, through December 31, 2016, which are deferred and will be treated as realized for tax purposes in fiscal 2017. The fund will use these capital losses to offset net taxable capital gains, if any, realized during the year ending December 31, 2017.

For tax purposes, at December 31, 2015, the fund had $118,094,000 of ordinary income available for distribution. The fund used capital loss carryforwards of $917,767,000 to offset taxable capital gains realized during the year ended December 31, 2015. At December 31, 2015, the fund had available capital losses totaling $1,270,736,000 to offset future net capital gains. Of this amount, $1,003,435,000 is subject to expiration on December 31, 2016. Capital losses of $267,301,000 realized beginning in fiscal 2011 may be carried forward indefinitely under the Regulated Investment Company Modernization Act of 2010, but must be used before any expiring loss carryforwards.

At December 31, 2016 and December 31, 2015, the cost of investment securities for tax purposes was $344,735,592,000 and $290,340,198,000 respectively. Net unrealized appreciation of investment securities for tax purposes consisted of unrealized gains on securities that had risen in value since their purchase and unrealized losses on securities that had fallen in value since their purchase:

      ($000)
      Net Unrealized
  Unrealized Unrealized Appreciation
  Gains Losses (Depreciation)
2016 166,042,941 (11,232,761) 154,810,180
2015 129,321,634 (16,671,434) 112,650,200

 

F. During the years ended December 31, 2016 and December 31, 2015, purchases and sales of investment securities, other than temporary cash investments were:

  ($000) ($000)
  Purchases Sales
2016 76,882,731 24,431,366
2015 55,913,069 32,374,141

 

During the year ended December 31, 2016 and December 31, 2015, purchases and sales, in connection with in-kind purchases and sales of the fund’s capital share were:

  ($000) ($000)
  Purchases Sales
2016 20,773,929 6,379,309
2015 16,876,036 18,635,547

 

 

Total Stock Market Index Fund

G. Capital share transactions for each class of shares were:

  Year Ended December 31,
    2016   2015
  Amount Shares Amount Shares
  ($000) (000) ($000) (000)
Investor Shares        
Issued 11,360,219 224,105 9,615,095 187,612
Issued in Lieu of Cash Distributions 1,919,404 36,018 2,000,863 39,195
Redeemed (15,912,746) (303,219) (32,002,680) (616,831)
Net Increase (Decrease)—Investor Shares (2,633,123) (43,096) (20,386,722) (390,024)
ETF Shares        
Issued 12,651,306 117,794 25,815,534 241,287
Issued in Lieu of Cash Distributions — — — —
Redeemed (6,495,241) (61,600) (18,296,939) (170,900)
Net Increase (Decrease)—ETF Shares 6,156,065 56,194 7,518,595 70,387
Admiral Shares        
Issued 23,021,975 443,481 22,278,360 430,686
Issued in Lieu of Cash Distributions 2,437,517 45,667 2,101,249 41,298
Redeemed (14,286,776) (273,567) (13,518,885) (260,874)
Net Increase (Decrease)—Admiral Shares 11,172,716 215,581 10,860,724 211,110
Institutional Shares        
Issued 23,023,849 445,440 34,182,938 666,236
Issued in Lieu of Cash Distributions 1,314,828 24,590 1,369,736 26,567
Redeemed (9,655,676) (184,350) (76,016,761) (1,435,499)
Net Increase (Decrease)—Institutional Shares 14,683,001 285,680 (40,464,087) (742,696)
Institutional Plus Shares1        
Issued 17,424,884 181,141 70,375,821 710,136
Issued in Lieu of Cash Distributions 1,561,503 15,576 668,273 7,223
Redeemed (5,020,576) (50,622) (5,371,679) (55,060)
Net Increase (Decrease)—Institutional Plus Shares 13,965,811 146,095 65,672,415 662,299
Institutional Select Shares2        
Issued 8,412,782 78,011 — —
Issued in Lieu of Cash Distributions 66,262 600 — —
Redeemed (127,609) (1,185) — —
Net Increase (Decrease)—Institutional Select Shares 8,351,435 77,426 — —
1 Inception was April 28, 2015, for Institutional Plus Shares.
2 Inception was June 27, 2016, for Institutional Select Shares.

 

H. Management has determined that no material events or transactions occurred subsequent to December 31, 2016, that would require recognition or disclosure in these financial statements.