NOTES TO FINANCIAL STATEMENTS
For the Years Ended December 31, 2019 and 2018
1. PLAN DESCRIPTION
The following description of the AEP Retirement Savings 401(k) Plan (known as American Electric Power System Retirement Savings Plan prior to January 1, 2019) (Plan) is provided for general information purposes only. Participants should refer to the Plan documents for a more complete description of the Plan’s information. The Plan is subject to the provisions of the Employee Retirement Income Security Act of 1974 (ERISA).
General
The Plan is a defined contribution plan that became effective and commenced operations on January 1, 1978. The Plan covers full-time and part-time employees of the participating subsidiaries of American Electric Power Company, Inc. (AEP or the Company) who are not excluded by the terms of the Plan, such as pursuant to a unionized collective bargaining agreement. American Electric Power Service Corporation (AEPSC) is the plan administrator (Plan Administrator) and plan sponsor (Plan Sponsor). AEPSC is a wholly-owned subsidiary of AEP. JPMorgan Chase Bank (JPMorgan) is the primary trustee for the Plan. Great-West Financial Retirement Plan Services, LLC (Empower Retirement) is the plan record keeper. Effective May 23, 2016, American Electric Power Service Corporation (AEPSC) appointed Great-West Trust Company, LLC (GWTC) is a trustee/custodian for certain cash held on behalf of the Plan pending investment or disbursement.
AEP Energy, Inc. (AEPE) is wholly -owned by AEP Retail Energy Partners LLC, which is a wholly-owned Subsidiary of AEP. In January 2020, AEPE employees became eligible to participate in the Plan. In connection with that transition, the AEP Energy, Inc. 401(k) Retirement Plan was merged into the Plan and as a result, approximately $9.3 million in assets were transferred to the Plan on December 30, 2019.
Contributions
Newly eligible employees are automatically enrolled in the Plan with a 3% pretax deferral. Such deferrals automatically increase each year by 1% to a maximum of 6%. Employees may opt out of the automatic enrollment or revise their elections after they are notified of their right not to have such pretax deferrals made on their behalf and how their account will be invested in the absence of their making an investment election. Generally, eligible employees participating in the Plan may make contributions (pretax, after-tax or Roth 401(k) contributions) in 1% increments up to 50% of their eligible pay (within Internal Revenue Service (IRS) limits), although pretax and Roth 401(k) amounts are limited to $19,000 for 2019 and $18,500 for 2018. Participants who are age 50 and older are eligible to contribute additional pretax or Roth 401(k) amounts as catch-up contributions. The catch-up contribution limit was $6,000 for 2019 and 2018. An employee who is eligible to participate in the Plan also may roll eligible retirement benefits into the Plan. The participating employers contribute to the Plan, on behalf of each participant, an amount equal to 100% of the participant’s non-rollover contributions up to 1% of the participant’s eligible compensation for each payroll period, plus 70% of the participant’s contributions for the next 5% of the participant’s eligible compensation for each payroll period, subject to certain limitations. All contributions that are withheld from a participant’s pay or are made by the participating employers are deposited in the AEP Retirement Savings 401(k) Plan Trust after each pay period. The Plan, in a manner consistent with the requirements under Section 401 of the Internal Revenue Code (IRC), restricts the amount that certain participants who are deemed highly compensated may contribute to the Plan, provided that it is AEPSC’s intent that the Plan include a “qualified automatic contribution arrangement” (as defined in Section 401(k)(13) of the IRC), such that only the after-tax contributions made by such highly compensated participants may be subject to such restrictions.
Notes Receivable from Participants
Participants may borrow from their savings plan accounts a minimum of $1,000 but no more than the lesser of $50,000 or 50% of their account balance. Loan terms range from 12 months to 60 months (or up to 180 months for certain residential loans), or any monthly increment in-between. Interest rates, fixed for the life of the loan, are calculated by adding 1% to the prime rate, as reported in the Wall Street Journal as of the first business day of the calendar month in which the loan is taken. Active employees repay principal and interest payments through payroll deductions.
Participant loans and the accrued interest are collateralized by the account balance, and upon default, the outstanding balance is subject to income taxes and possible tax penalty. No allowance for credit losses has been recorded at December 31, 2019 or 2018.
Participant Accounts
Individual accounts are maintained for each Plan participant. Each participant’s account is credited with the participant’s contributions, the Company’s contributions and investment earnings and losses and charged with benefit payments and allocations of Plan expenses. The benefit to which a participant is entitled is the benefit that can be provided from the participant’s account.
Participants may transfer the value of their cumulative contributions, in any whole percentage or dollar amount, among investments, and change their investment elections on a daily basis. Participants may change their payroll contribution elections coinciding with the Company’s payroll periods.
Participants may make investments in 1% increments among various unitized funds established by the Plan including index funds, bond funds, growth funds, value funds, target date funds, and a stable value fund. The assets of each of the funds are held in the custody of JPMorgan, as trustee, and record-kept at the participant level by Empower Retirement. As the Plan owns the underlying assets of each of these funds, the financial statements present the underlying investments of these unitized funds. In the absence of a participant-directed investment, contributions are invested in a target date fund based on the participant's date of birth and estimated retirement date.
The AEP Stock Fund is an investment option in the Plan. Participants can elect to have dividends generated from their unitized holdings in the AEP Stock Fund paid out in cash, rather than automatically reinvested in the fund. The dividend payouts are made periodically (at least annually) and are treated as ordinary income to the participants for tax purposes.
In addition to the above, the Plan offers a self-directed brokerage account (SDB) option that allows participants to invest in retail mutual funds and money market funds.
Vesting and Distribution
Participants are immediately vested in their pretax, after-tax, Roth 401(k) and the Company contributions, including earnings thereon; provided that certain matching contributions made to participants of the AEP Energy, Inc. 401(k) Retirement Plan may be only partially vested in accordance with existing vesting positions of this plan. Excluding participants’ pretax and Roth 401(k) contributions, profit sharing contributions, and post-2008 Company matching contributions, all participants may make an unlimited number of withdrawals of their interest in the Plan at any time, including their pre-2009 Company matching contributions. Pretax, Roth 401(k) and profit sharing contributions are eligible for withdrawal by participants only after age 59-1/2, or earlier upon hardship (as defined by the Plan), or following termination of employment. Post-2008 Company matching contributions are eligible for withdrawal by participants only after age 59-1/2, or earlier following earlier termination of employment, but not upon hardship.
2. ACCOUNTING POLICIES
Basis of Accounting
The accompanying financial statements are prepared on an accrual basis of accounting, in conformity with accounting principles generally accepted in the United States of America (GAAP).
Investment Valuation and Income Recognition
Participants direct the investment of their plan accounts among various investment options offered by the Plan. Investments in securities are reported at fair value while fully benefit responsive investment contracts are reported at contract value. Fair value of a financial instrument is the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date.
Purchases and sales of securities have been recorded on a trade-date basis. Net appreciation (depreciation) includes the Plan’s gains or losses on investments bought or sold as well as held throughout the year. Interest income is recorded on an accrual basis. Dividends are recorded on the ex-dividend date. These amounts are reinvested by the Trustee in the funds that generated such income with the exception of the AEP Stock Fund, which pays or reinvests dividends at the direction of each participant.
Notes Receivable from Participants
Notes Receivable from Participants are measured at their unpaid principal balance plus any accrued but unpaid interest. Delinquent participant loans are not recorded as distributions until actually distributed based on the terms of the Plan document.
Administrative and Management Fees
Administrative and Management Fees incurred relating to JPMorgan and Empower Retirement during 2019 and 2018 totaled $2,476,479 and $2,694,686, respectively. The Plan directly pays for administrative, record keeping and management fees. Fees related to the administration of Notes Receivable from Participants are charged directly to the participant's account and are included in the administrative expenses. Investment related expenses are included in Net Appreciation (Depreciation) in Investments.
Distributions to Participants
Distributions to participants are recorded when paid.
Use of Estimates
The preparation of financial statements in conformity with GAAP requires management to make estimates and assumptions that affect the reported amounts of net assets available for benefits and changes therein and disclosure of contingent assets. The estimates and assumptions used are based upon management's evaluation of the relevant facts and circumstances as of the date of the financial statements. Actual results could differ from the estimates.
Fair Value Measurements of Assets
The accounting guidance for “Fair Value Measurements and Disclosures” establishes a fair value hierarchy that prioritizes the inputs used to measure fair value. The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). AEPSC’s staff independently monitors valuation policies and procedures and provides members of the Benefits Finance Committee (BFC) and its Investment Subcommittee (IC) various monthly and quarterly reports, regarding compliance with policies and procedures. The BFC consists of AEPSC’s Chief Financial Officer, Treasurer, Chief Administrative Officer, Senior Vice President Strategy and Transformation, Executive Vice President General Counsel and the Executive Vice President - Energy Supply of
AEP. The IC consists of AEPSC’s Treasurer, Director of Trusts and Investments and two Managing Directors of Corporate Finance.
The Plan utilizes its Trustee’s external pricing service to estimate the fair value of the underlying investments held in the Plan. The Plan’s investment managers review and validate the prices utilized by the Trustee to determine fair value. The Plan Administrator performs its own valuation testing to verify the fair values of the securities, in part by reviewing audit reports of the Trustee’s operating controls and valuation processes.
Assets in the Plan are classified using the following methods. Equities are classified as Level 1 holdings if they are actively traded on exchanges. Items classified as Level 1 are investments in equity securities and registered investment companies. They are valued based on observable inputs primarily unadjusted quoted prices in active markets for identical assets. Items classified as Level 2 are primarily investments in individual fixed income securities. Fixed income securities generally do not trade on exchanges and do not have an official closing price but their valuation inputs are based on observable market data.
The Trustee uses multiple pricing vendors for the assets held in trust. The Trustee’s pricing vendors calculate bond valuations using financial models and matrices. The models use observable inputs including yields on benchmark securities, quotes by securities brokers, rating agency actions, discounts or premiums on securities compared to par prices, changes in yields for U.S. Treasury securities, corporate actions by bond issuers, prepayment schedules and histories, economic events and, for certain securities, adjustments to yields to reflect changes in the rate of inflation. Cash equivalent funds are held to provide liquidity and meet short term cash needs. The underlying holdings in the cash funds may consist of commercial paper, certificates of deposit, treasury bills, and other short-term debt securities. Short-term debt securities are valued based on observable market data by the trust banks pricing vendor. Other securities with model-derived valuation inputs that are observable are also classified as Level 2 investments. Investments with unobservable valuation inputs are classified as Level 3 investments. Investments classified as “Other” are valued using Net Asset Value (NAV) as a practical expedient. Items classified as Other are primarily cash equivalent funds and common collective trusts. These investments do not have a readily determinable fair value or they contain redemption restrictions which may include the right to suspend redemptions under certain circumstances. Redemption restrictions on common collective trusts may also prevent certain investments from being redeemed at the reporting date for the underlying value. There are no unfunded commitments for investments in common collective trusts.
3. PLAN TERMINATION
Although it has not expressed any intent to do so, AEPSC has the right to take such actions as will allow contributions to the Plan to be discontinued at any time and to terminate the Plan subject to the provisions of ERISA. In the event of Plan termination, affected participants would be made 100 percent vested in their accounts.
4. INVESTMENT CONTRACTS
The Plan's Managed Income Fund provides a stable value investment option that includes fully benefit-responsive synthetic investment wrap contracts which assure the book value of investments in that fund for plan participants. The fund’s underlying assets, which are held in a trust, utilize wrap contracts issued by four financial institutions as of December 31, 2019 and 2018. The fund’s underlying investment or investments, usually a portfolio owned by the Plan, consist primarily of high quality, intermediate term fixed income securities and guaranteed investment contracts. The contracts provide that participants execute plan transactions at contract value. Contract value represents contributions made to the fund, plus credited interest, less participant withdrawals, without regard to changes in the fair value of the investments and securities underlying the fund. The rates for crediting interest are reset periodically based on market rates of other similar investments, the current yield of the underlying investments and the spread between the market value and contract value. The interest crediting rate cannot be less than 0%. Certain events initiated by the Plan Sponsor, such as a plan termination or a plan merger, would limit the ability of the Plan to administer participant-level transactions at contract value or may allow for the termination of the wrap contract at market value, rather than contract value.
The Plan Sponsor does not believe that any events that may limit the ability of the plan to transact at contract value are probable as of December 31, 2019 or the date these financial statements are issued.
5. PARTY-IN-INTEREST TRANSACTIONS
Certain transactions involving the Plan and its assets during 2018 and 2019 involved parties in interest with respect to the Plan, but most of those transactions were not prohibited transactions under ERISA because of the applicability of one or more exemptions. The exempt party-in-interest transactions involving the Plan included the following: JPMorgan has acted as trustee and custodian under the Plan, while its affiliates have acted as (a) investment managers for a number of the Plan’s investment options and (2) GWTC has been acting as a trustee and custodian under the Plan since May 23, 2016, while its affiliates have acted as (a) the Plan’s record keeper and (b) investment advisor or investment manager for a number of plan participants with respect to the amounts held in their Plan accounts.
As of December 31, 2019 and 2018, the Plan held 4,029,878 and 4,338,774 shares, respectively, of common stock of American Electric Power Company, Inc., the parent company of the Plan Sponsor, with a cost basis of $194,730,662 and $197,321,445, respectively. During the year ended December 31, 2019, the Plan acquired 295,761 shares of that common stock with a fair value of $25,684,663 and disposed of 604,657 shares with a fair value of $53,381,854. During the year ended December 31, 2018, the Plan acquired 455,345 shares of that common stock with a fair value of $30,852,076 and disposed of 631,110 shares with a fair value of $45,704,567. During the years ended December 31, 2019 and 2018, the Plan recorded dividend income of $11,409,018 and $11,780,742, respectively, related to its investment in that common stock.
The Plan entered into a non-exempt prohibited transaction when it made a series of payments to the Trustee between February 2014 and January 2017. ERISA Section 406(a)(1)(D) prohibits the use of plan assets by, or transfer of plan assets to, a party in interest (such as a fiduciary investment manager or Trustee). Although an exemption under ERISA 408(b)(2) generally is applicable to contracts with parties (such as Trustees) for services necessary for the operation of a plan where no more than reasonable compensation is paid therefor, the described payments represent the amount invoiced and paid by the Plan for services later determined not to have been applicable to the Plan.
Therefore, although the Trustee had an agreement to charge the subject fees when participating in class actions on behalf of the Plan, the amount of the subject billings related to class actions in which the Plan had no interest, resulting in the imposition of charges for which the Plan received services that were not applicable to the Plan. The erroneous charges from January 2017 were identified and almost immediately reimbursed in March 2017. Following a more thorough review of historical invoices, additional such charges were identified from February 2014 and October 2015 and reimbursed to the Plan in January 2018. The Plan received payment of its lost earnings attributable to the charges from the Trustee in June 2018 and this transaction is considered fully remediated.
6. FAIR VALUE MEASUREMENTS
For a discussion of fair value accounting and the classification of assets within the fair value hierarchy, see the “Fair Value Measurements of Assets” section of Note 2.
Plan Assets within the Fair Value Hierarchy as of December 31, 2019
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Level 1
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|
Level 2
|
|
Level 3
|
|
Other
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|
Total
|
|
Equities
|
|
|
|
|
|
|
|
|
|
|
|
Corporate Stocks
|
|
$
|
600,687,149
|
|
|
$
|
—
|
|
|
$
|
—
|
|
|
$
|
—
|
|
|
$
|
600,687,149
|
|
|
AEP Stock
|
|
380,863,770
|
|
|
—
|
|
|
—
|
|
|
—
|
|
|
380,863,770
|
|
|
Subtotal Equities
|
|
981,550,919
|
|
|
—
|
|
|
—
|
|
|
—
|
|
|
981,550,919
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Common/Collective Trusts
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|
|
|
|
|
|
|
|
|
|
|
JPMorgan Liquidity Fund (a)
|
|
—
|
|
|
—
|
|
|
—
|
|
|
19,859,891
|
|
|
19,859,891
|
|
|
Mellon Capital Small Cap Stock Index Fund (a)
|
|
—
|
|
|
—
|
|
|
—
|
|
|
191,414,132
|
|
|
191,414,132
|
|
|
Mellon Capital Mid Cap Stock Index Fund (a)
|
|
—
|
|
|
—
|
|
|
—
|
|
|
347,678,996
|
|
|
347,678,996
|
|
|
Mellon Capital Stock Index Fund (a)
|
|
—
|
|
|
—
|
|
|
—
|
|
|
1,043,780,733
|
|
|
1,043,780,733
|
|
|
Mellon Capital International Stock Index Fund (a)
|
|
—
|
|
|
—
|
|
|
—
|
|
|
637,365,934
|
|
|
637,365,934
|
|
|
Mellon Capital Aggregate Bond Index Fund (a)
|
|
—
|
|
|
—
|
|
|
—
|
|
|
521,931,878
|
|
|
521,931,878
|
|
|
Mellon Capital Treasury Inflation-Protected Securities Fund (a)
|
|
—
|
|
|
—
|
|
|
—
|
|
|
24,771,357
|
|
|
24,771,357
|
|
|
JPMorgan Strategic Property Fund (a)
|
|
—
|
|
|
—
|
|
|
—
|
|
|
58,824,271
|
|
|
58,824,271
|
|
|
Mellon Capital Emerging Markets Stock Index Fund (a)
|
|
—
|
|
|
—
|
|
|
—
|
|
|
47,176,380
|
|
|
47,176,380
|
|
|
Columbia Trust Focused Large Cap Growth Fund (a)
|
|
—
|
|
|
—
|
|
|
—
|
|
|
181,483,856
|
|
|
181,483,856
|
|
|
Metwest Total Return Bond Fund
|
|
—
|
|
|
—
|
|
|
—
|
|
|
41,507,995
|
|
|
41,507,995
|
|
|
Subtotal Common/Collective Trusts
|
|
—
|
|
|
—
|
|
|
—
|
|
|
3,115,795,423
|
|
|
3,115,795,423
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Self-Directed Brokerage Account (a)
|
|
73,408,748
|
|
|
—
|
|
|
—
|
|
|
15,537,182
|
|
|
88,945,930
|
|
|
Registered Investment Companies
|
|
93,186,718
|
|
|
—
|
|
|
—
|
|
|
—
|
|
|
93,186,718
|
|
|
Cash Equivalents (a)
|
|
—
|
|
|
—
|
|
|
—
|
|
|
161,649
|
|
|
161,649
|
|
|
Accrued Items and Unsettled Trades (a)
|
|
(1,003,428)
|
|
|
(8,484)
|
|
|
—
|
|
|
(1,958,762)
|
|
|
(2,970,674)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Assets Reflecting Investments at Fair Value
|
|
$
|
1,147,142,957
|
|
|
$
|
(8,484)
|
|
|
$
|
—
|
|
|
$
|
3,129,535,492
|
|
|
$
|
4,276,669,965
|
|
(a)Amounts in “Other” column represent investments for which fair value is measured using net asset value per share.
Plan Assets within the Fair Value Hierarchy as of December 31, 2018
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Level 1
|
|
Level 2
|
|
Level 3
|
|
Other
|
|
Total
|
|
Equities
|
|
|
|
|
|
|
|
|
|
|
|
Corporate Stocks
|
|
$
|
521,880,397
|
|
|
$
|
—
|
|
|
$
|
—
|
|
|
$
|
—
|
|
|
$
|
521,880,397
|
|
|
AEP Stock
|
|
324,279,969
|
|
|
—
|
|
|
—
|
|
|
—
|
|
|
324,279,969
|
|
|
Subtotal Equities
|
|
846,160,366
|
|
|
—
|
|
|
—
|
|
|
—
|
|
|
846,160,366
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Fixed Income
|
|
|
|
|
|
|
|
|
|
|
|
Government Bonds
|
|
—
|
|
|
15,656,078
|
|
|
—
|
|
|
—
|
|
|
15,656,078
|
|
|
Corporate Debt Securities
|
|
—
|
|
|
13,365,008
|
|
|
—
|
|
|
—
|
|
|
13,365,008
|
|
|
Mortgage Backed Securities
|
|
—
|
|
|
12,043,896
|
|
|
—
|
|
|
—
|
|
|
12,043,896
|
|
|
Subtotal Fixed Income
|
|
—
|
|
|
41,064,982
|
|
|
—
|
|
|
—
|
|
|
41,064,982
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Common/Collective Trusts
|
|
|
|
|
|
|
|
|
|
|
|
JPMorgan Liquidity Fund (a)
|
|
—
|
|
|
—
|
|
|
—
|
|
|
16,275,892
|
|
|
16,275,892
|
|
|
Mellon Capital Small Cap Stock Index Fund (a)
|
|
—
|
|
|
—
|
|
|
—
|
|
|
155,591,639
|
|
|
155,591,639
|
|
|
Mellon Capital Mid Cap Stock Index Fund (a)
|
|
—
|
|
|
—
|
|
|
—
|
|
|
261,037,193
|
|
|
261,037,193
|
|
|
Mellon Capital Stock Index Fund (a)
|
|
—
|
|
|
—
|
|
|
—
|
|
|
791,410,430
|
|
|
791,410,430
|
|
|
Mellon Capital International Stock Index Fund (a)
|
|
—
|
|
|
—
|
|
|
—
|
|
|
513,687,288
|
|
|
513,687,288
|
|
|
Mellon Capital REIT Index Fund (a)
|
|
—
|
|
|
—
|
|
|
—
|
|
|
28,663,650
|
|
|
28,663,650
|
|
|
Mellon Capital Aggregate Bond Index Fund (a)
|
|
—
|
|
|
—
|
|
|
—
|
|
|
500,674,213
|
|
|
500,674,213
|
|
|
Mellon Capital Treasury Inflation-Protected Securities Fund (a)
|
|
—
|
|
|
—
|
|
|
—
|
|
|
21,154,104
|
|
|
21,154,104
|
|
|
JPMorgan Strategic Property Fund (a)
|
|
—
|
|
|
—
|
|
|
—
|
|
|
56,341,266
|
|
|
56,341,266
|
|
|
Mellon Capital Emerging Markets Stock Index Fund (a)
|
|
—
|
|
|
—
|
|
|
—
|
|
|
29,657,890
|
|
|
29,657,890
|
|
|
Columbia Trust Focused Large Cap Growth Fund (a)
|
|
—
|
|
|
—
|
|
|
—
|
|
|
144,736,195
|
|
|
144,736,195
|
|
|
Subtotal Common/Collective Trusts
|
|
—
|
|
|
—
|
|
|
—
|
|
|
2,519,229,760
|
|
|
2,519,229,760
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Self-Directed Brokerage Account (a)
|
|
64,289,056
|
|
|
—
|
|
|
—
|
|
|
14,027,054
|
|
|
78,316,110
|
|
|
Registered Investment Companies
|
|
65,398,438
|
|
|
—
|
|
|
—
|
|
|
—
|
|
|
65,398,438
|
|
|
Cash Equivalents (a)
|
|
4,394,623
|
|
|
—
|
|
|
—
|
|
|
5,741
|
|
|
4,400,364
|
|
|
Accrued Items and Unsettled Trades (a)
|
|
1,005,499
|
|
|
(2,420,291)
|
|
|
—
|
|
|
(2,818,059)
|
|
|
(4,232,851)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Assets Reflecting Investments at Fair Value
|
|
$
|
981,247,982
|
|
|
$
|
38,644,691
|
|
|
$
|
—
|
|
|
$
|
2,530,444,496
|
|
|
$
|
3,550,337,169
|
|
(a)Amounts in “Other” column represent investments for which fair value is measured using net asset value per share.
The following tables set forth a summary of the Plan's investments with a reported Net Asset Value as a practical expedient as of December 31, 2019 and 2018:
Fair Value Estimated Using Net Asset Value per Share as of December 31, 2019
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Common/Collective Trusts
|
|
Fair Value
|
|
Redemption
Frequency
(If currently
eligible)
|
|
Redemption
Notice Period
|
|
JPMorgan Liquidity Fund
|
|
$
|
19,859,891
|
|
|
Daily
|
|
1 Day
|
|
Mellon Capital Small Cap Stock Index Fund
|
|
191,414,132
|
|
|
Daily
|
|
Trade Date + 1
|
|
Mellon Capital Mid Cap Stock Index Fund
|
|
347,678,996
|
|
|
Daily
|
|
Trade Date + 1
|
|
Mellon Capital Stock Index Fund
|
|
1,043,780,733
|
|
|
Daily
|
|
Trade Date + 1
|
|
Mellon Capital International Stock Index Fund
|
|
637,365,934
|
|
|
Daily
|
|
Trade Date + 1
|
|
Mellon Capital Aggregate Bond Index Fund
|
|
521,931,878
|
|
|
Daily
|
|
Trade Date + 1
|
|
Mellon Capital Treasury Inflation-Protected Securities Fund
|
|
24,771,357
|
|
|
Daily
|
|
Trade Date + 1
|
|
JPMorgan Strategic Property Fund
|
|
58,824,271
|
|
|
Quarterly
|
|
45 Days
|
|
Mellon Capital Emerging Markets Stock Index Fund
|
|
47,176,380
|
|
|
Daily
|
|
Trade Date + 1
|
|
Columbia Trust Focused Large Cap Growth Fund
|
|
181,483,856
|
|
|
Daily
|
|
Trade Date + 1
|
|
Metwest Total Return Bond Fund
|
|
41,507,995
|
|
|
Daily
|
|
Trade Date + 1
|
|
Self-Directed Brokerage Account
|
|
15,537,182
|
|
|
Daily
|
|
Trade Date + 1
|
|
Total Assets
|
|
$
|
3,131,332,605
|
|
|
|
|
|
Fair Value Estimated Using Net Asset Value per Share as of December 31, 2018
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Common/Collective Trusts
|
|
Fair Value
|
|
Redemption
Frequency
(If currently
eligible)
|
|
Redemption
Notice Period
|
|
JPMorgan Liquidity Fund
|
|
$
|
16,275,892
|
|
|
Daily
|
|
1 Day
|
|
Mellon Capital Small Cap Stock Index Fund
|
|
155,591,639
|
|
|
Daily
|
|
Trade Date + 1
|
|
Mellon Capital Mid Cap Stock Index Fund
|
|
261,037,193
|
|
|
Daily
|
|
Trade Date + 1
|
|
Mellon Capital Stock Index Fund
|
|
791,410,430
|
|
|
Daily
|
|
Trade Date + 1
|
|
Mellon Capital International Stock Index Fund
|
|
513,687,288
|
|
|
Daily
|
|
Trade Date + 1
|
|
Mellon Capital REIT Index Fund
|
|
28,663,650
|
|
|
Daily
|
|
Trade Date + 1
|
|
Mellon Capital Aggregate Bond Index Fund
|
|
500,674,213
|
|
|
Daily
|
|
Trade Date + 1
|
|
Mellon Capital Treasury Inflation-Protected Securities Fund
|
|
21,154,104
|
|
|
Daily
|
|
Trade Date + 1
|
|
JPMorgan Strategic Property Fund
|
|
56,341,266
|
|
|
Quarterly
|
|
45 Days
|
|
Mellon Capital Emerging Markets Stock Index Fund
|
|
29,657,890
|
|
|
Daily
|
|
Trade Date + 1
|
|
Columbia Trust Focused Large Cap Growth Fund
|
|
144,736,195
|
|
|
Daily
|
|
Trade Date + 1
|
|
Self-Directed Brokerage Account
|
|
14,027,054
|
|
|
Daily
|
|
Trade Date + 1
|
|
Total Assets
|
|
$
|
2,533,256,814
|
|
|
|
|
|
It is the Plan’s policy to record transfers in and transfers out of each level at the end of each reporting period. There have been no transfers between Level 1, Level 2, and Level 3 during the years ended December 31, 2019 and 2018.
7. RISK AND UNCERTAINTIES
The Plan invests in various investment instruments, and investment securities are exposed to various risks, such as interest rate, credit and market volatility. Due to the level of risk associated with certain investment securities, it is reasonably possible that changes in the values of investment securities will occur in the near term and that such change could materially affect the amounts reported in the financial statements.
8. FEDERAL INCOME TAX
The IRS has issued a favorable determination letter dated December 8, 2017 with respect to the Plan. A favorable determination letter indicates that, in the opinion of the IRS, the terms of the Plan meets the requirements of Section 401(a) of the IRC, and thereby recognizes the exempt status of the Plan’s trust pursuant to Section 501(a) of the IRC.
The Plan has been amended subsequent to the issuance of that IRS determination letter. Plan management believes that the Plan is currently designed and operated in compliance with the applicable requirements of the IRC and that the Plan’s trust continues to be tax-exempt. Therefore, no provision for income taxes has been included in the Plan’s financial statements.
The Plan Administrator is required to evaluate tax positions taken by the Plan and recognize a tax liability (or asset) if the Plan has taken an uncertain position that more than likely than not would not be sustained upon examination by the IRS. The Plan Administrator has analyzed the tax positions taken by the Plan, and has concluded that as of December 31, 2019, there are no uncertain positions taken or expected to be taken that would require recognition of a liability (or asset) or disclosure in the financial statements. The Plan is subject to routine audits by taxing jurisdictions; however, there currently no audits for any tax periods in progress. The Plan Administrator believes it is no longer subject to income tax examinations for years prior to 2016.
9. RECONCILIATION OF FINANCIAL STATEMENTS TO THE FORM 5500
The following tables are reconciliations of participant loans and net assets available for benefits per the financial statements to the Form 5500.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
January 1,
|
|
|
|
Participant Loans - Schedule H, Part I, Line 1c(8), Column (a)
|
|
2019
|
|
2018
|
|
Beginning Balance per Financial Statements
|
|
$
|
83,446,674
|
|
|
$
|
84,946,911
|
|
|
Less: Loans Deemed Distributed with No Post-Default Payments
|
|
(4,687,356)
|
|
|
(4,013,858)
|
|
|
Balance Reported on Form 5500
|
|
$
|
78,759,318
|
|
|
$
|
80,933,053
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
December 31,
|
|
|
|
Participant Loans - Schedule H, Part I, Line 1c(8), Column (b)
|
|
2019
|
|
2018
|
|
Ending Balance per Financial Statements
|
|
$
|
76,418,775
|
|
|
$
|
83,446,674
|
|
|
Less: Assets and Activity Related to Loans Deemed Distributed with No Post-Default Payments
|
|
(5,492,568)
|
|
|
(4,687,356)
|
|
|
Balance Reported on Form 5500
|
|
$
|
70,926,207
|
|
|
$
|
78,759,318
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
January 1,
|
|
|
|
Net Assets - Schedule H, Part I, Line 1l, Column (a)
|
|
2019
|
|
2018
|
|
Beginning Balance per Financial Statements
|
|
$
|
4,284,397,175
|
|
|
$
|
4,668,151,507
|
|
|
Less: Loans Deemed Distributed with No Post-Default Payments
|
|
(4,687,356)
|
|
|
(4,013,858)
|
|
|
Beginning Balance Reported on Form 5500
|
|
$
|
4,279,709,819
|
|
|
$
|
4,664,137,649
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
December 31,
|
|
|
|
Net Assets - Schedule H, Part I, Line 1l, Column (b)
|
|
2019
|
|
2018
|
|
Ending Balance per Financial Statements
|
|
$
|
4,969,478,191
|
|
|
$
|
4,284,397,175
|
|
|
Less: Assets and Activity Related to Loans Deemed Distributed with No Post-Default Payments
|
|
(5,492,568)
|
|
|
(4,687,356)
|
|
|
Balance Reported on Form 5500
|
|
$
|
4,963,985,623
|
|
|
$
|
4,279,709,819
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
December 31,
|
|
|
|
Increase (Decrease) in Net Assets - Schedule H, Part II, Line 2k
|
|
2019
|
|
2018
|
|
Per Financial Statements
|
|
$
|
675,780,270
|
|
|
$
|
(383,754,332)
|
|
|
Less: Loans Deemed Distributed
|
|
(805,213)
|
|
|
(673,498)
|
|
|
Reported on Form 5500
|
|
$
|
674,975,057
|
|
|
$
|
(384,427,830)
|
|
10. SUBSEQUENT EVENTS
In March 2020, COVID-19 was declared a pandemic by the World Health Organization and the Centers for Disease Control and Prevention. Its rapid spread around the world and throughout the United States prompted many countries, including the United States, to institute restrictions on travel, public gatherings and certain business operations. The ultimate impact of COVID-19 on the Plan depends on factors beyond the Plan Sponsor's knowledge or control, including the duration and severity of this outbreak as well as third-party actions taken to contain its spread and mitigate its public health effects. Therefore, the Plan Sponsor cannot estimate the potential future impact to participants' account balances and the amounts reported in the Statement of Net Assets Available for Benefits.
During March 2020, the Coronavirus Aid, Relief and Economic Security Act (“CARES Act”) was signed into law. The CARES Act also provides relief to participants with outstanding plan loans (on or after March 27, 2020) by allowing for a suspension of the loan payments (due from March 27, 2020 through December 31, 2020). During the suspension period, interest will continue to accrue. The term of the loan may extend for a period of up to one year without violating the original term period.
Pursuant to the CARES Act, the Company has changed the Plan to allow certain qualified participants impacted by COVID-19 to take withdrawals up to $100,000 between January 1, 2020 and December 30, 2020. These COVID-19 related distributions are not subject to the early withdrawal penalty, or to 20% federal tax withholding; but they are subject to a 10% federal tax withholding requirement, and participants have the option to spread the applicable income tax resulting from the COVID-19 related distribution over a 3 year period. Participant who obtain a COVID-19 related distribution may repay the distribution to an eligible retirement plan within the three-year period following the distribution to defer otherwise applicable taxation.
Pursuant to the CARES Act, the Company has changed the Plan to temporarily allow certain qualified participants to obtain a COVID-19 related plan loans for the lesser of: (1) $100,000 (increased from $50,000), or (2) 100% increased from 50%) of the participant’s vested account balance. This is only available for plan loans made during the period from March 27, 2020 to September 22, 2020.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
AEP RETIREMENT SAVINGS 401(K) PLAN
|
|
|
|
|
PLAN #002 EIN #13-4922641
|
|
|
|
|
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
|
|
|
|
|
DECEMBER 31, 2019
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issuer, Borrower, Lessor or Similar Party
|
Current Value
|
|
|
|
|
|
|
Managed Income Fund
|
|
|
|
|
|
|
|
Money Market Fund
|
|
|
(a)
|
JPMORGAN US GOVT MMKT FUND CAPITAL SHARES - FUND
|
$
|
26,535,743
|
|
|
|
Total Money Market Fund
|
$
|
26,535,743
|
|
|
|
|
|
|
|
Corporate Debt Securities
|
|
|
|
3M CO
|
$
|
372,065
|
|
|
|
ABBVIE INC
|
2,156,055
|
|
|
|
ACTIVISION BLIZZARD INC
|
537,014
|
|
|
|
ADVOCATE HEALTH & HOSPITALS CORP
|
776,804
|
|
|
|
AIG GLOBAL FUNDING
|
1,057,302
|
|
|
|
AIR LIQUIDE FINANCE SA
|
470,467
|
|
|
|
ALEXANDRIA REAL ESTATE EQUITIES INC
|
724,039
|
|
|
|
ALLIANT ENERGY FINANCE LLC
|
198,663
|
|
|
|
ALLY AUTO RECEIVABLES TRUST 2018-3
|
560,046
|
|
|
|
ALLY AUTO RECEIVABLES TRUST 2019-3
|
255,150
|
|
|
|
AMEREN ILLINOIS CO
|
1,571,146
|
|
|
|
AMERICAN EXPRESS CO
|
1,921,800
|
|
|
|
AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST
|
1,758,682
|
|
|
|
AMERICAN HONDA FINANCE CORP
|
2,470,070
|
|
|
|
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2018-2
|
880,092
|
|
|
|
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2019-3
|
370,527
|
|
|
|
AMPHENOL CORP
|
572,114
|
|
|
|
ANALOG DEVICES INC
|
378,219
|
|
|
|
ANGLO AMERICAN CAPITAL PLC
|
209,705
|
|
|
|
ANHEUSER-BUSCH INBEV FINANCE INC
|
803,098
|
|
|
|
ANHEUSER-BUSCH INBEV WORLDWIDE INC
|
643,184
|
|
|
|
APPLE INC
|
571,417
|
|
|
|
ARCHER-DANIELS-MIDLAND CO
|
447,893
|
|
|
|
ARI FLEET LEASE TRUST 2017-A
|
125,724
|
|
|
|
ARI FLEET LEASE TRUST 2018-B
|
712,518
|
|
|
|
AT&T INC
|
1,716,356
|
|
|
|
AVALONBAY COMMUNITIES INC
|
516,262
|
|
|
|
BA CREDIT CARD TRUST
|
1,989,298
|
|
|
|
BAE SYSTEMS HOLDINGS INC
|
346,547
|
|
|
|
BAE SYSTEMS PLC
|
574,690
|
|
|
|
BAKER HUGHES A GE CO LLC
|
592,360
|
|
|
|
BANK OF AMERICA CORP
|
4,197,512
|
|
|
|
BANK OF AMERICA NA
|
260,483
|
|
|
|
BANK OF MONTREAL
|
2,211,947
|
|
|
|
BANK OF NEW YORK MELLON CORP/THE
|
1,329,385
|
|
|
|
BANK OF NOVA SCOTIA/THE
|
1,482,778
|
|
|
|
BAPTIST HEALTH SOUTH FLORIDA INC
|
476,548
|
|
|
|
BAYER US FINANCE II LLC
|
891,805
|
|
|
|
BLACK HILLS CORP
|
420,317
|
|
|
|
BMW US CAPITAL LLC
|
2,005,217
|
|
|
|
BMW VEHICLE LEASE TRUST 2018-1
|
944,432
|
|
|
|
BMW VEHICLE OWNER TRUST 2019-A
|
515,419
|
|
|
|
BNP PARIBAS SA
|
837,828
|
|
|
|
BOEING CO/THE
|
756,331
|
|
|
|
|
|
|
|
|
|
|
|
|
|
BOSTON PROPERTIES LP
|
1,590,021
|
|
|
|
BP CAPITAL MARKETS AMERICA INC
|
1,203,320
|
|
|
|
BP CAPITAL MARKETS PLC
|
245,335
|
|
|
|
BRAZOS HIGHER EDUCATION AUTHORITY INC
|
912,609
|
|
|
|
BRISTOL-MYERS SQUIBB CO
|
1,402,453
|
|
|
|
BROWN-FORMAN CORP
|
182,586
|
|
|
|
CANADIAN NATIONAL RAILWAY CO
|
520,603
|
|
|
|
CANADIAN NATURAL RESOURCES LTD
|
82,701
|
|
|
|
CAPITAL ONE FINANCIAL CORP
|
293,184
|
|
|
|
CAPITAL ONE MULTI-ASSET EXECUTION TRUST
|
721,399
|
|
|
|
CAPITAL ONE NA
|
910,416
|
|
|
|
CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2019-2
|
579,715
|
|
|
|
CARDINAL HEALTH INC
|
323,649
|
|
|
|
CARGILL INC
|
669,577
|
|
|
|
CARMAX AUTO OWNER TRUST
|
1,751,962
|
|
|
|
CARMAX AUTO OWNER TRUST 2017-2
|
728,030
|
|
|
|
CARMAX AUTO OWNER TRUST 2019-1
|
1,226,591
|
|
|
|
CARMAX AUTO OWNER TRUST 2019-4
|
762,404
|
|
|
|
CATERPILLAR FINANCIAL SERVICES CORP
|
1,755,540
|
|
|
|
CENTERPOINT ENERGY HOUSTON ELECTRIC LLC
|
1,205,764
|
|
|
|
CHESAPEAKE FUNDING II LLC
|
1,190,791
|
|
|
|
CHRISTUS HEALTH
|
557,619
|
|
|
|
CHUBB INA HOLDINGS INC
|
312,247
|
|
|
|
CIGNA CORP
|
586,576
|
|
|
|
CINTAS CORP NO 2
|
1,423,406
|
|
|
|
CITIBANK NA
|
352,375
|
|
|
|
CITIGROUP INC
|
3,740,437
|
|
|
|
CITIZENS BANK NA/PROVIDENCE RI
|
1,054,732
|
|
|
|
CLOROX CO/THE
|
799,466
|
|
|
|
CNH EQUIPMENT TRUST 2017-B
|
1,032,944
|
|
|
|
CNH EQUIPMENT TRUST 2018-B
|
854,151
|
|
|
|
COMCAST CORP
|
1,113,298
|
|
|
|
COMMONSPIRIT HEALTH
|
71,346
|
|
|
|
COMMONWEALTH BANK OF AUSTRALIA
|
652,266
|
|
|
|
CONSUMERS ENERGY CO
|
317,354
|
|
|
|
COOPERATIEVE RABOBANK UA
|
604,652
|
|
|
|
COOPERATIEVE RABOBANK UA/NY
|
677,630
|
|
|
|
CORNING INC
|
512,185
|
|
|
|
CREDIT SUISSE GROUP AG
|
2,013,419
|
|
|
|
CROWLEY CONRO LLC
|
702,283
|
|
|
|
CVS HEALTH CORP
|
1,805,278
|
|
|
|
DAIMLER FINANCE NORTH AMERICA LLC
|
2,236,064
|
|
|
|
DAIMLER TRUCKS RETAIL TRUST 2018-1
|
311,578
|
|
|
|
DELL EQUIPMENT FINANCE TRUST 2017-2
|
43,086
|
|
|
|
DELL EQUIPMENT FINANCE TRUST 2018-1
|
438,768
|
|
|
|
DELL EQUIPMENT FINANCE TRUST 2018-2
|
761,786
|
|
|
|
DELL EQUIPMENT FINANCE TRUST 2019-2
|
498,439
|
|
|
|
DIAGEO CAPITAL PLC
|
677,389
|
|
|
|
DIGITAL REALTY TRUST LP
|
281,991
|
|
|
|
DISCOVER CARD EXECUTION NOTE TRUST
|
1,051,385
|
|
|
|
DUKE ENERGY CAROLINAS LLC
|
429,547
|
|
|
|
DUKE ENERGY PROGRESS LLC
|
1,422,463
|
|
|
|
DUKE REALTY LP
|
518,973
|
|
|
|
DUPONT DE NEMOURS INC
|
1,064,529
|
|
|
|
ECMC GROUP STUDENT LOAN TRUST 2018-2
|
983,336
|
|
|
|
ECOLAB INC
|
586,345
|
|
|
|
EDLINC STUDENT LOAN FUNDING TRUST 2012-1
|
306,582
|
|
|
|
EDSOUTH INDENTURE NO 2 LLC
|
400,863
|
|
|
|
|
|
|
|
|
|
|
|
|
|
EDU FUND OF SOUTH
|
726,728
|
|
|
|
EDUCATION LOAN ABS TR
|
123,046
|
|
|
|
EMD FINANCE LLC
|
571,558
|
|
|
|
EMD FINANCE LLC (MERCK KGAA)
|
815,756
|
|
|
|
ENTERGY ARKANSAS LLC
|
1,132,898
|
|
|
|
ENTERPRISE FLEET FINANCING 2018-2 LLC
|
842,324
|
|
|
|
ENTERPRISE FLEET FINANCING 2019-3 LLC
|
454,844
|
|
|
|
ENTERPRISE FLEET FINANCING LLC
|
148,674
|
|
|
|
ENTERPRISE PRODUCTS OPERATING LLC
|
865,199
|
|
|
|
EQUIFAX INC
|
885,416
|
|
|
|
FEDERAL REALTY INVESTMENT TRUST
|
1,389,076
|
|
|
|
FEDEX CORP
|
950,759
|
|
|
|
FIFTH THIRD AUTO TRUST 2017-1
|
619,284
|
|
|
|
FIFTH THIRD BANCORP
|
413,486
|
|
|
|
FIFTH THIRD BANK/CINCINNATI OH
|
435,341
|
|
|
|
FISERV INC
|
1,124,838
|
|
|
|
FLORIDA GAS TRANSMISSION CO LLC
|
615,114
|
|
|
|
FORD CREDIT AUTO LEASE TRUST
|
947,903
|
|
|
|
FORD CREDIT AUTO LEASE TRUST 2018-A
|
602,085
|
|
|
|
FORD CREDIT AUTO OWNER TR
|
411,915
|
|
|
|
FORD CREDIT AUTO OWNER TRUST 2018-REV2
|
1,955,444
|
|
|
|
FORD CREDIT AUTO OWNER TRUST 2019-C
|
719,991
|
|
|
|
FORD MOTOR CREDIT CO LLC
|
1,240,333
|
|
|
|
FORTIVE CORP
|
442,332
|
|
|
|
FORTUNE BRANDS HOME & SECURITY INC
|
106,792
|
|
|
|
GE CAP INTL FUNDING
|
220,836
|
|
|
|
GENERAL DYNAMICS CORP
|
83,937
|
|
|
|
GENERAL ELECTRIC CO
|
451,788
|
|
|
|
GENERAL MILLS INC
|
977,626
|
|
|
|
GENERAL MOTORS FINANCIAL CO INC
|
417,808
|
|
|
|
GEORGIA-PACIFIC LLC
|
281,300
|
|
|
|
GILEAD SCIENCES INC
|
201,584
|
|
|
|
GLAXOSMITHKLINE CAPITAL INC
|
230,405
|
|
|
|
GLAXOSMITHKLINE CAPITAL PLC
|
1,273,830
|
|
|
|
GM FIN CONSUMER AUTO RECV TR 2017-3A
|
589,734
|
|
|
|
GM FIN CONSUMER AUTO RECV TR 2018-2
|
696,556
|
|
|
|
GM FINANCIAL AUTOMOBILE LEASING TRUST 2018-3
|
915,386
|
|
|
|
GM FINANCIAL CONSUMER AUTOMOBILE REC TRUST 2018-3
|
962,852
|
|
|
|
GOLDMAN SACHS GROUP INC/THE
|
3,568,345
|
|
|
|
GS MORTGAGE SECURITIES TRUST 2014-GC26
|
1,804,932
|
|
|
|
GUARDIAN LIFE GLOBAL FUNDING
|
1,164,489
|
|
|
|
HALLIBURTON CO
|
750,153
|
|
|
|
HEALTHCARE TRUST OF AMERICA HOLDINGS LP
|
179,945
|
|
|
|
HEALTHPEAK PROPERTIES INC
|
231,678
|
|
|
|
HELIOS LEASING I LLC
|
415,269
|
|
|
|
HEWLETT PACKARD ENTERPRISE CO
|
1,034,960
|
|
|
|
HEXCEL CORP
|
476,245
|
|
|
|
HONDA AUTO RECEIVABLES 2018-2 OWNER TRUST
|
808,250
|
|
|
|
HONDA AUTO RECEIVABLES 2018-3 OWNER TRUST
|
1,000,788
|
|
|
|
HONDA AUTO RECEIVABLES 2019-4 OWNER TRUST
|
549,152
|
|
|
|
HSBC HOLDINGS PLC
|
2,674,567
|
|
|
|
HUNTINGTON NATIONAL BANK/THE
|
391,288
|
|
|
|
HYUNDAI AUTO LEASE SECURITIZATION TRUST 2018-B
|
332,212
|
|
|
|
HYUNDAI AUTO RECEIVABLES TRUST 2018-A
|
267,152
|
|
|
|
HYUNDAI AUTO RECEIVABLES TRUST 2018-B
|
1,306,010
|
|
|
|
IBM CREDIT LLC
|
604,041
|
|
|
|
INGERSOLL-RAND LUXEMBOURG FINANCE SA
|
813,087
|
|
|
|
INTERNATIONAL BUSINESS MACHINES CORP
|
1,281,483
|
|
|
|
|
|
|
|
|
|
|
|
|
|
JACKSON NATIONAL LIFE GLOBAL FUNDING
|
468,859
|
|
|
|
JOHN DEERE CAPITAL CORP
|
1,193,418
|
|
|
|
JOHN DEERE OWNER TRUST 2018-B
|
1,122,919
|
|
|
(a)
|
JPMORGAN CHASE & CO
|
4,367,036
|
|
|
|
KAISER FOUNDATION HOSPITALS
|
724,377
|
|
|
|
KEYBANK NA/CLEVELAND OH
|
1,085,643
|
|
|
|
KEYCORP
|
629,196
|
|
|
|
KIMCO REALTY CORP
|
623,397
|
|
|
|
KLA CORP
|
88,618
|
|
|
|
KRAFT HEINZ FOODS CO
|
112,123
|
|
|
|
LAM RESEARCH CORP
|
606,585
|
|
|
|
LELAND STANFORD JUNIOR UNI BOARD OF TRUSTEES
|
243,298
|
|
|
|
LIBERTY PROPERTY LP
|
1,325,424
|
|
|
|
M&T BANK CORP
|
191,766
|
|
|
|
MAGELLAN MIDSTREAM PARTNERS LP
|
515,645
|
|
|
|
MANUFACTURERS & TRADERS TRUST CO
|
322,312
|
|
|
|
MARATHON PETROLEUM CORP
|
982,508
|
|
|
|
MARSH & MCLENNAN COS INC
|
1,356,299
|
|
|
|
MASSACHUSETTS INSTITUTE OF TECHNOLOGY
|
345,270
|
|
|
|
MASSMUTUAL GLOBAL FUNDING II
|
1,325,644
|
|
|
|
MAXIM INTEGRATED PRODUCTS INC
|
392,358
|
|
|
|
MCCORMICK & CO INC/MD
|
852,569
|
|
|
|
MCDONALD'S CORP
|
272,995
|
|
|
|
MEDTRONIC INC
|
98,590
|
|
|
|
MERCEDES-BENZ AUTO LEASE TRUST 2019-B
|
710,797
|
|
|
|
MERCEDES-BENZ AUTO RECEIVABLES TRUST 2018-1
|
1,051,637
|
|
|
|
METROPOLITAN LIFE GLOBAL FUNDING I
|
1,000,562
|
|
|
|
MICROCHIP TECHNOLOGY INC
|
542,021
|
|
|
|
MID-AMERICA APARTMENTS LP
|
176,476
|
|
|
|
MISSOURI HIGHER ED LN AUTH
|
709,257
|
|
|
|
MITSUBISHI UFJ FINANCIAL GROUP INC
|
1,613,174
|
|
|
|
MMAF EQUIPMENT FINANCE LLC 2017-A
|
1,964,364
|
|
|
|
MMAF EQUIPMENT FINANCE LLC 2017-B
|
1,098,928
|
|
|
|
MMAF EQUIPMENT FINANCE LLC 2018-A
|
1,175,305
|
|
|
|
MMAF EQUIPMENT FINANCE LLC 2019-A
|
540,562
|
|
|
|
MMAF EQUIPMENT FINANCE LLC 2019-B
|
763,540
|
|
|
|
MO STATE HIGHER ED STD ASST
|
509,533
|
|
|
|
MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV
|
587,690
|
|
|
|
MONDELEZ INTERNATIONAL INC
|
252,959
|
|
|
|
MONONGAHELA POWER CO
|
464,427
|
|
|
|
MORGAN STANLEY
|
2,618,504
|
|
|
|
MORGAN STANLEY BAML TRUST
|
1,685,513
|
|
|
|
MORGAN STANLEY BAML TRUST 2014 C19
|
768,635
|
|
|
|
MORGAN STANLEY BAML TRUST 2014-C16
|
1,726,486
|
|
|
|
MORGAN STANLEY CAPITAL I TRUST 2011-C3
|
1,353,791
|
|
|
|
MPLX LP
|
239,769
|
|
|
|
MSN 41079 AND 41084 LTD
|
696,831
|
|
|
|
NATIONAL AUSTRALIA BANK LTD/NEW YORK
|
373,561
|
|
|
|
NATIONAL RETAIL PROPERTIES INC
|
167,379
|
|
|
|
NAVIENT STUDENT LOAN TRUST 2016-6
|
888,883
|
|
|
|
NEW HAMP HIGHER ED LN CO
|
377,869
|
|
|
|
NEW YORK AND PRESBYTERIAN HOSPITAL/THE
|
233,704
|
|
|
|
NEW YORK HOSPITAL FOR SPECIAL SURGERY
|
85,133
|
|
|
|
NEW YORK LIFE GLOBAL FUNDING
|
1,651,648
|
|
|
|
NEXTERA ENERGY CAPITAL HOLDINGS INC
|
1,084,420
|
|
|
|
NISSAN AUTO RECEIVABLES 2018-B OWNER TRUST
|
954,002
|
|
|
|
NISSAN AUTO RECEIVABLES 2019-C OWNER TRUST
|
795,998
|
|
|
|
NORFOLK SOUTHERN CORP
|
663,841
|
|
|
|
|
|
|
|
|
|
|
|
|
|
NORTH CAROLINA STATE EDUCATION ASSISTANCE AUTH
|
986,152
|
|
|
|
NORTHROP GRUMMAN CORP
|
282,072
|
|
|
|
OCCIDENTAL PETROLEUM CORP
|
1,306,526
|
|
|
|
ONCOR ELECTRIC DELIVERY CO LLC
|
446,493
|
|
|
|
ORACLE CORP
|
685,415
|
|
|
|
ORLANDO HEALTH OBLIGATED GROUP
|
369,718
|
|
|
|
PACCAR FINANCIAL CORP
|
185,481
|
|
|
|
PACIFICORP
|
457,705
|
|
|
|
PACKAGING CORP OF AMERICA
|
632,377
|
|
|
|
PARKER-HANNIFIN CORP
|
1,064,116
|
|
|
|
PARTNERS HEALTHCARE SYSTEM INC
|
363,653
|
|
|
|
PHEAA STUDENT LOAN TRUST 2014-2
|
1,180,842
|
|
|
|
PHILLIPS 66
|
374,828
|
|
|
|
PHOENIX 2012 LLC
|
843,165
|
|
|
|
PNC BANK NA
|
1,536,080
|
|
|
|
PNC FINANCIAL SERVICES GROUP INC/THE
|
512,084
|
|
|
|
PPG INDUSTRIES INC
|
377,059
|
|
|
|
PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP
|
457,496
|
|
|
|
PUBLIC SERVICE CO OF COLORADO
|
413,536
|
|
|
|
PUBLIC SERVICE CO OF NEW HAMPSHIRE
|
433,222
|
|
|
|
PUBLIC SERVICE ELECTRIC & GAS CO
|
1,418,234
|
|
|
|
REALTY INCOME CORP
|
623,759
|
|
|
|
RECKITT BENCKISER TREASURY SERVICES PLC
|
262,054
|
|
|
|
REGIONS BANK/BIRMINGHAM AL
|
500,126
|
|
|
|
REGIONS FINANCIAL CORP
|
568,755
|
|
|
|
RELX CAPITAL INC
|
220,207
|
|
|
|
ROGERS COMMUNICATIONS INC
|
470,035
|
|
|
|
ROLLS-ROYCE PLC
|
835,773
|
|
|
|
ROPER TECHNOLOGIES INC
|
605,440
|
|
|
|
ROYAL BANK OF CANADA
|
3,988,224
|
|
|
|
RYDER SYSTEM INC
|
618,432
|
|
|
|
SANTANDER RETAIL AUTO LEASE TRUST 2019-C
|
651,924
|
|
|
|
SBA SMALL BUSINESS INVESTMENT COS
|
14,385,547
|
|
|
|
SCHLUMBERGER FINANCE CANADA LTD
|
441,336
|
|
|
|
SCHLUMBERGER INVESTMENT SA
|
827,966
|
|
|
|
SEASONED CREDIT RISK TRANSFER TRUST SERIES 2018-2
|
414,348
|
|
|
|
SEASONED CREDIT RISK TRANSFER TRUST SERIES 2018-3
|
302,511
|
|
|
|
SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-1
|
938,694
|
|
|
|
SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-2
|
1,137,594
|
|
|
|
SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-3
|
738,509
|
|
|
|
SEMPRA ENERGY
|
171,712
|
|
|
|
SHELL INTERNATIONAL FINANCE BV
|
1,329,602
|
|
|
|
SHERWIN-WILLIAMS CO/THE
|
348,560
|
|
|
|
SIEMENS FINANCIERINGSMAATSCHAPPIJ NV
|
591,845
|
|
|
|
SIMON PROPERTY GROUP LP
|
764,538
|
|
|
|
SLCC STUDENT LOAN TRUST I
|
453,826
|
|
|
|
SOUTHERN CALIFORNIA EDISON CO
|
1,035,192
|
|
|
|
SOUTHWESTERN PUBLIC SERVICE CO
|
161,558
|
|
|
|
STANLEY BLACK & DECKER INC
|
1,381,395
|
|
|
|
STATE STREET CORP
|
1,327,717
|
|
|
|
STUDENT LOAN CORP
|
674,739
|
|
|
|
SUMITOMO MITSUI FINANCIAL GROUP INC
|
1,002,836
|
|
|
|
SUTTER HEALTH
|
298,560
|
|
|
|
TAGUA LEASING LLC
|
876,290
|
|
|
|
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV
|
224,992
|
|
|
|
TORONTO-DOMINION BANK/THE
|
2,605,114
|
|
|
|
TOTAL CAPITAL INTERNATIONAL SA
|
380,564
|
|
|
|
TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2019-1
|
843,116
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOYOTA AUTO RECEIVABLES 2019-A OWNER TRUST
|
396,280
|
|
|
|
TOYOTA AUTO RECEIVABLES 2019-D OWNER TRUST
|
560,231
|
|
|
|
TOYOTA MOTOR CORP
|
1,090,824
|
|
|
|
TRANS-ALLEGHENY INTERSTATE LINE CO
|
212,888
|
|
|
|
TRUIST BANK
|
2,195,392
|
|
|
|
TRUIST FINANCIAL CORP
|
1,297,300
|
|
|
|
TYCO ELECTRONICS GROUP SA
|
180,598
|
|
|
|
UBS AG/LONDON
|
451,575
|
|
|
|
UBS GROUP AG
|
505,067
|
|
|
|
UDR INC
|
462,429
|
|
|
|
UNILEVER CAPITAL CORP
|
571,411
|
|
|
|
UNION ELECTRIC CO
|
237,352
|
|
|
|
UNION PACIFIC CORP
|
1,569,521
|
|
|
|
UNITED PARCEL SERVICE INC
|
230,547
|
|
|
|
UNITED STATES SMALL BUSINESS ADMINISTRATION
|
3,743,775
|
|
|
|
UNITED TECHNOLOGIES CORP
|
1,268,273
|
|
|
|
UNITEDHEALTH GROUP INC
|
1,358,109
|
|
|
|
US BANK NA/CINCINNATI OH
|
900,713
|
|
|
|
USAA CAPITAL CORP
|
559,033
|
|
|
|
UTAH STATE BOARD OF REGENTS
|
1,700,148
|
|
|
|
VENTAS REALTY LP
|
280,403
|
|
|
|
VERIZON COMMUNICATIONS INC
|
1,187,334
|
|
|
|
VERIZON OWNER TRUST 2017-3
|
581,715
|
|
|
|
VERIZON OWNER TRUST 2018-A
|
2,473,553
|
|
|
|
VERIZON OWNER TRUST 2019-A
|
1,698,805
|
|
|
|
VERIZON OWNER TRUST 2019-B
|
1,007,888
|
|
|
|
VERIZON OWNER TRUST 2019-C
|
724,745
|
|
|
|
VERMONT STD ASST CORP
|
1,222,078
|
|
|
|
VODAFONE GROUP PLC
|
475,370
|
|
|
|
VOLKSWAGEN AUTO LEASE TRUST 2019-A
|
370,583
|
|
|
|
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2018-1
|
835,253
|
|
|
|
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
|
609,173
|
|
|
|
VORNADO REALTY LP
|
142,641
|
|
|
|
WASTE MANAGEMENT INC
|
162,138
|
|
|
|
WEC ENERGY GROUP INC
|
214,579
|
|
|
|
WELLTOWER INC
|
1,077,470
|
|
|
|
WESTPAC BANKING CORP
|
1,121,187
|
|
|
|
WESTROCK RKT LLC
|
700,802
|
|
|
|
WHEELS SPV 2 LLC
|
1,896,803
|
|
|
|
WISCONSIN PUBLIC SERVICE CORP
|
330,098
|
|
|
|
WORLD OMNI AUTO RECEIVABLES TRUST 2018-B
|
570,866
|
|
|
|
WORLD OMNI AUTO RECEIVABLES TRUST 2019-A
|
672,623
|
|
|
|
WORLD OMNI AUTO RECEIVABLES TRUST 2019-C
|
870,120
|
|
|
|
WORLD OMNI AUTOMOBILE LEASE SEC TRUST 2018-B
|
825,788
|
|
|
|
WORLD OMNI SELECT AUTO TRUST 2019-A
|
928,969
|
|
|
|
WRKCO INC
|
123,523
|
|
|
|
XCEL ENERGY INC
|
425,052
|
|
|
|
Total Corporate Debt Securities
|
$
|
284,688,281
|
|
|
|
|
|
|
|
|
Government Bonds
|
|
|
|
|
BAY AREA TOLL AUTHORITY
|
$
|
442,011
|
|
|
|
CITY & COUNTY OF HONOLULU HI
|
494,801
|
|
|
|
CITY OF HOUSTON TX
|
501,990
|
|
|
|
CITY OF SAN JOSE CA
|
753,723
|
|
|
|
CLEVELAND CLINIC HEALTH SYSTEM
|
790,839
|
|
|
|
COAST COMMUNITY COLLEGE DISTRICT
|
459,485
|
|
|
|
COMMONWEALTH OF MASSACHUSETTS
|
877,342
|
|
|
|
COUNTY OF BROWARD FL AIRPORT SYSTEM REVENUE
|
702,928
|
|
|
|
|
|
|
|
|
|
|
|
|
|
COUNTY OF FREDERICK MD
|
503,223
|
|
|
|
COUNTY OF NORTHAMPTON PA
|
465,647
|
|
|
|
DALLAS TX WATER SEWER
|
1,276,250
|
|
|
|
DENVER DEDICATED TAX
|
614,116
|
|
|
|
FLORIDA WATER POLLUTION CONTROL FINANCING CORP
|
880,242
|
|
|
|
HOUSTON TX UTILITY SYS REVENUE
|
280,771
|
|
|
|
IRAQ GOVERNMENT AID BOND
|
559,132
|
|
|
|
KENTUCKY HIGHER ED STD LN CO
|
580,987
|
|
|
|
LAKOTA LOCAL SCHOOL DISTRICT/BUTLER COUNTY
|
358,853
|
|
|
|
LINN COUNTY COMMUNITY SCHOOL DISTRICT NO 9 LEBANON
|
1,556,954
|
|
|
|
MASSACHUSETTS WATER RESOURCES AUTHORITY
|
472,839
|
|
|
|
MD COMM DEV ADMIN HOUSING REV
|
289,399
|
|
|
|
MISSOURI HIGHER ED LN AUTH
|
901,830
|
|
|
|
NEW YORK STATE DORMITORY AUTHORITY
|
302,967
|
|
|
|
NEW YORK STATE URBAN DEVELOPMENT CORP
|
1,152,528
|
|
|
|
NYC TRANSIT FIN AUTH FUTURE TAX REV
|
757,573
|
|
|
|
NYC TRANSITIONAL FINANCE AUTH FUTURE TAX SEC REV
|
516,776
|
|
|
|
OHLONE COMMUNITY COLLEGE DISTRICT
|
466,425
|
|
|
|
PETROLEOS MEXICANOS
|
3,694,605
|
|
|
|
POMONA REDEVELOPMENT AGENCY SUCCESSOR AGENCY
|
507,367
|
|
|
|
SAN DIEGO COMMUNITY COLLEGE DISTRICT
|
756,910
|
|
|
|
SAN JOSE REDEVELOPMENT AGENCY SUCCESSOR AGENCY
|
1,102,568
|
|
|
|
SANTA ANA COMMUNITY REDEVELOPMENT AGENCY
|
1,076,617
|
|
|
|
STATE OF MISSISSIPPI
|
486,454
|
|
|
|
STATE OF NEW YORK
|
1,761,159
|
|
|
|
STATE OF OREGON
|
1,507,465
|
|
|
|
STATE OF TEXAS
|
1,464,005
|
|
|
|
STATE OF UTAH
|
1,081,460
|
|
|
|
STATE OF WASHINGTON
|
783,169
|
|
|
|
STATE OF WISCONSIN
|
1,095,285
|
|
|
|
TEXAS A&M UNIVERSITY
|
509,336
|
|
|
|
TEXAS TRANSPORTATION COMMISSION STATE HIGHWAY FUND
|
608,388
|
|
|
|
TRINITY HEALTH
|
618,347
|
|
|
|
UNITED STATES TREASURY INFLATION INDEXED BONDS
|
5,633,330
|
|
|
|
UNITED STATES TREASURY NOTE/BOND
|
78,969,047
|
|
|
|
UNIVERSITY OF CALIFORNIA
|
486,394
|
|
|
|
UNIVERSITY OF PENNSYLVANIA
|
311,036
|
|
|
|
WASHINGTON & CLACKAMAS SCHOOL
|
530,137
|
|
|
|
Total Government Bonds
|
$
|
119,942,706
|
|
|
|
|
|
|
|
|
Mortgage Backed Securities
|
|
|
|
|
CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-GC11
|
$
|
743,666
|
|
|
|
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC21
|
933,688
|
|
|
|
COMM 2012-CCRE5 MORTGAGE TRUST
|
2,035,876
|
|
|
|
COMM 2013-CCRE10 MORTGAGE TRUST
|
507,252
|
|
|
|
COMM 2013-CCRE6 MORTGAGE TRUST
|
1,027,083
|
|
|
|
COMM 2013-CCRE7 MORTGAGE TRUST
|
1,976,962
|
|
|
|
COMM 2013-LC6 MORTGAGE TRUST
|
1,021,424
|
|
|
|
COMM 2014-CCRE17 MORTGAGE TRUST
|
1,440,828
|
|
|
|
COMM 2014-CR14 MORTGAGE TRUST
|
1,691,599
|
|
|
|
DBUBS 2011-LC2 MORTGAGE TRUST
|
1,023,970
|
|
|
|
FANNIE MAE POOL
|
99,037,100
|
|
|
|
FANNIE MAE-ACES
|
655,776
|
|
|
|
FREDDIE MAC GOLD POOL
|
31,333,635
|
|
|
|
FREDDIE MAC MULTIFAM STRUCT PT CERT
|
387,540
|
|
|
|
FREDDIE MAC MULTIFAMILY STRUCTURED PT CERTIFICATES
|
2,525,906
|
|
|
|
FREDDIE MAC NON GOLD POOL
|
9,263,448
|
|
|
|
FREDDIE MAC POOL
|
12,070,113
|
|
|
|
|
|
|
|
|
|
|
|
|
|
GINNIE MAE II POOL
|
176,018
|
|
|
|
GNMA
|
5,239,187
|
|
|
|
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
|
1,899,438
|
|
|
|
GS MORTGAGE SECURITIES TRUST 2011-GC5
|
1,018,189
|
|
|
|
GS MORTGAGE SECURITIES TRUST 2013-GC13
|
495,588
|
|
|
|
GS MORTGAGE SECURITIES TRUST 2013-GC16
|
1,733,062
|
|
|
(a)
|
JPMBB COMMERCIAL MORTGAGE SEC TRUST 2014-C26
|
568,625
|
|
|
(a)
|
JPMBB COMML MTG SEC TR
|
358,184
|
|
|
(a)
|
JPMORGAN CHASE COMML MTG SEC TR
|
2,360,315
|
|
|
(a)
|
JPMORGAN COMM MTG SEC TR
|
1,458,720
|
|
|
|
TOWD POINT MORTGAGE TRUST 2015-6
|
595,584
|
|
|
|
TOWD POINT MORTGAGE TRUST 2016-1
|
447,189
|
|
|
|
TOWD POINT MORTGAGE TRUST 2016-3
|
366,024
|
|
|
|
TOWD POINT MORTGAGE TRUST 2016-4
|
181,974
|
|
|
|
TOWD POINT MORTGAGE TRUST 2017-1
|
426,189
|
|
|
|
TOWD POINT MORTGAGE TRUST 2017-5
|
64,629
|
|
|
|
TOWD POINT MORTGAGE TRUST 2017-6
|
734,065
|
|
|
|
TOWD POINT MORTGAGE TRUST 2018-2
|
1,785,968
|
|
|
|
TOWD POINT MORTGAGE TRUST 2018-3
|
1,294,316
|
|
|
|
TOWD POINT MORTGAGE TRUST 2019-4
|
1,819,310
|
|
|
|
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C4
|
916,870
|
|
|
|
WFRBS COMMERCIAL MORTGAGE TRUST 2012-C10
|
642,052
|
|
|
|
WFRBS COMMERCIAL MORTGAGE TRUST 2013-C11
|
1,712,816
|
|
|
|
WFRBS COMMERCIAL MORTGAGE TRUST 2013-C17
|
2,127,333
|
|
|
|
WFRBS COMMERCIAL MORTGAGE TRUST 2014-C20
|
1,346,203
|
|
|
|
Total Mortgage Backed Securities
|
$
|
197,443,715
|
|
|
|
|
|
|
|
|
Net Assets Pending Settlement
|
$
|
(1,099,083)
|
|
|
|
|
|
|
|
|
Subtotal Stable Value Fund
|
$
|
627,511,362
|
|
|
|
|
|
|
|
|
TOTAL - INVESTMENT CONTRACTS
|
$
|
627,511,362
|
|
|
|
ADJUSTMENT FROM FAIR VALUE TO CONTRACT VALUE
|
$
|
(11,121,911)
|
|
|
|
TOTAL - INVESTMENT CONTRACTS AT CONTRACT VALUE
|
$
|
616,389,451
|
|
|
|
|
|
|
|
|
|
|
|
AEP RETIREMENT SAVINGS 401(K) PLAN
|
|
PLAN #002 EIN #13-4922641
|
|
SCHEDULE OF ASSETS (HELD AT END OF YEAR (continued)
|
|
DECEMBER 31, 2019
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issuer, Borrower, Lessor or Similar Party
|
Current Value
|
|
|
|
|
|
|
Cash Equivalents
|
|
|
|
MONEYMRKT DREYFUS INS DEPOSIT PROGRAM I
|
$
|
15,698,831
|
|
|
|
Total Cash Equivalents
|
$
|
15,698,831
|
|
|
|
|
|
|
|
Common / Collective Trusts
|
|
|
|
EB DL NON SL EMERGING MARKETS STOCK INDEX FUND
|
$
|
47,176,380
|
|
|
|
EB DAILY LIQUIDITY NON SL AGGREGATE BOND INDEX FUND
|
521,931,878
|
|
|
|
EB DAILY LIQUIDITY NON SL INTERNATIONAL STOCK INDEX FUND
|
637,365,934
|
|
|
|
EB DAILY LIQUIDITY NON SL SMALL CAP STOCK
|
191,414,132
|
|
|
|
EB DAILY LIQUIDITY NON SL STOCK INDEX FUND
|
1,043,780,733
|
|
|
|
EB DAILY LIQUIDITY MID CAP STOCK INDEX FUND
|
347,678,996
|
|
|
|
EB DL NON SL TREASURY INFLATION PROTECTED SECURITIES FUND
|
24,771,357
|
|
|
(a)
|
JPMCB STRATEGIC PROPERTY FUND
|
58,824,271
|
|
|
(a)
|
JPMCB LIQUIDITY FUND
|
19,859,891
|
|
|
|
COLUMBIA TRUST FOCUSED LARGE CAP GROWTH FUND
|
181,483,856
|
|
|
|
METWEST TOTAL RETURN BOND FUND
|
41,507,995
|
|
|
|
Total Common / Collective Trusts
|
$
|
3,115,795,423
|
|
|
|
|
|
|
|
AEP Stock
|
|
|
(a)
|
AMERICAN ELECTRIC POWER COMPANY, INC. COMMON STOCK $6.50 PAR VALUE
|
$
|
380,863,770
|
|
|
|
Total AEP Stock
|
$
|
380,863,770
|
|
|
|
|
|
|
|
Corporate Stocks
|
|
|
|
2U INC COMMON STOCK USD 0.001
|
$
|
1,252,998
|
|
|
|
AARON'S INC COMMON STOCK USD 0.5
|
1,203,465
|
|
|
|
ABBOTT LABORATORIES COMMON STOCK USD 0
|
2,683,540
|
|
|
|
ABBVIE INC COMMON STOCK USD 0.01
|
846,797
|
|
|
|
ABIOMED INC COMMON STOCK USD 0.01
|
1,444,556
|
|
|
|
ABM INDUSTRIES INC COMMON STOCK USD 0.01
|
2,381,663
|
|
|
|
ACCENTURE PLC COMMON STOCK USD 0.0000225
|
894,923
|
|
|
|
ACCO BRANDS CORP COMMON STOCK USD 0.01
|
272,217
|
|
|
|
ADOBE INC COMMON STOCK USD 0.0001
|
4,849,196
|
|
|
|
ADTALEM GLOBAL EDUCATION INC
|
1,171,425
|
|
|
|
AECOM COMMON STOCK USD 0.01
|
903,530
|
|
|
|
AEGION CORP COMMON STOCK USD 0.01
|
390,491
|
|
|
|
AERCAP HOLDINGS NV COMMON STOCK USD 0.01
|
781,468
|
|
|
|
AES CORP/THE COMMON STOCK USD 0.01
|
263,814
|
|
|
|
AGCO CORP COMMON STOCK USD 0.01
|
287,138
|
|
|
|
AGIOS PHARMACEUTICALS INC COMMON STOCK USD 0.001
|
657,947
|
|
|
|
AGNC INVESTMENT CORP REIT USD 0.01
|
326,187
|
|
|
|
AIR LEASE CORP COMMON STOCK USD 0.01
|
719,150
|
|
|
|
AIRBUS SE ADR USD
|
714,126
|
|
|
|
AIRCASTLE LTD COMMON STOCK USD 0.01
|
290,203
|
|
|
|
ALASKA AIR GROUP INC COMMON STOCK USD 0.01
|
750,264
|
|
|
|
ALEXION PHARMACEUTICALS INC COMMON STOCK USD
|
1,642,582
|
|
|
|
ALIBABA GROUP HOLDING LTD ADR
|
5,531,356
|
|
|
|
ALLEGHANY CORP COMMON STOCK USD 1
|
438,964
|
|
|
|
ALLIANCE DATA SYSTEMS CORP COMMON STOCK USD 0.01
|
551,463
|
|
|
|
ALLISON TRANSMISSION HOLDINGS INC COMMON STOCK USD
|
286,538
|
|
|
|
ALLY FINANCIAL INC COMMON STOCK USD 0.1
|
1,702,345
|
|
|
|
ALPHABET INC COMMON STOCK USD 0.001
|
12,427,795
|
|
|
|
ALTICE USA INC COMMON STOCK USD 0.01
|
691,155
|
|
|
|
ALTRIA GROUP INC COMMON STOCK USD 0.333
|
846,916
|
|
|
|
AMAZON.COM INC COMMON STOCK USD 0.01
|
9,597,681
|
|
|
|
AMC NETWORKS INC COMMON STOCK USD
|
155,077
|
|
|
|
AMDOCS LTD
|
373,754
|
|
|
|
|
|
|
|
|
|
|
|
|
|
AMERICAN FINANCIAL GROUP INC/OH COMMON STOCK USD 0
|
285,200
|
|
|
|
AMERICAN INTERNATIONAL GROUP INC COMMON STOCK USD
|
2,338,082
|
|
|
|
AMERICAN TOWER CORP REIT USD 0.01
|
1,381,979
|
|
|
|
AMERIPRISE FINANCIAL INC COMMON STOCK USD 0.01
|
612,015
|
|
|
|
AMERISOURCEBERGEN CORP COMMON STOCK USD 0.01
|
816,107
|
|
|
|
AMGEN INC COMMON STOCK USD 0.0001
|
830,486
|
|
|
|
ANSYS INC COMMON STOCK USD 0.01
|
950,615
|
|
|
|
AON PLC/UK COMMON STOCK CHF 0.01
|
1,124,766
|
|
|
|
APERGY CORP COMMON STOCK USD 0.01
|
588,819
|
|
|
|
APPLE INC COMMON STOCK USD 0.00001
|
8,355,517
|
|
|
|
APPLIED MATERIALS INC COMMON STOCK USD 0.01
|
2,873,824
|
|
|
|
APTIV PLC COMMON STOCK USD 0.01
|
297,731
|
|
|
|
ARCHER-DANIELS-MIDLAND CO COMMON STOCK USD 0
|
166,814
|
|
|
|
ARES CAPITAL CORP COMMON STOCK USD 0.001
|
164,269
|
|
|
|
ARES COMMERCIAL REAL ESTATE CORP REIT USD 0.01
|
151,012
|
|
|
|
ARGO GROUP INTERNATIONAL HOLDINGS LTD COMMON STOCK
|
363,598
|
|
|
|
ARROW ELECTRONICS INC COMMON STOCK USD 1
|
547,590
|
|
|
|
ASGN INC COMMON STOCK USD 0.01
|
563,644
|
|
|
|
ASHLAND GLOBAL HOLDINGS INC COMMON STOCK USD 0
|
993,206
|
|
|
|
ASPEN TECHNOLOGY INC COMMON STOCK USD 0.1
|
939,747
|
|
|
|
ASSURANT INC COMMON STOCK USD 0.01
|
831,572
|
|
|
|
ASSURED GUARANTY LTD COMMON STOCK USD 0.01
|
438,631
|
|
|
|
ASTRAZENECA PLC ADR USD
|
3,494,239
|
|
|
|
ATLANTIC UNION BANKSHARES CORP COMMON STOCK USD
|
260,747
|
|
|
|
AUTOLIV INC COMMON STOCK USD 1
|
290,708
|
|
|
|
AUTOZONE INC COMMON STOCK USD 0.01
|
630,203
|
|
|
|
AVALONBAY COMMUNITIES INC REIT USD 0.01
|
759,336
|
|
|
|
AVANTOR INC COMMON STOCK USD 0.01
|
337,027
|
|
|
|
AVERY DENNISON CORP COMMON STOCK USD 1
|
171,374
|
|
|
|
AXIS CAPITAL HOLDINGS LTD COMMON STOCK USD 0.0125
|
844,124
|
|
|
|
AXOGEN INC COMMON STOCK USD 0.01
|
954,449
|
|
|
|
B&G FOODS INC COMMON STOCK USD 0.01
|
246,866
|
|
|
|
BANCFIRST CORP COMMON STOCK USD 1
|
105,374
|
|
|
|
BANCORPSOUTH BANK COMMON STOCK USD 2.5
|
205,336
|
|
|
|
BANK OF AMERICA CORP COMMON STOCK USD 0.01
|
2,709,228
|
|
|
|
BANK OZK COMMON STOCK USD
|
488,751
|
|
|
|
BANKUNITED INC COMMON STOCK USD 0.01
|
330,649
|
|
|
|
BELDEN INC COMMON STOCK USD 0.01
|
2,337,003
|
|
|
|
BERKSHIRE HATHAWAY INC COMMON STOCK USD 0.0033
|
3,001,125
|
|
|
|
BEST BUY CO INC COMMON STOCK USD 0.1
|
676,113
|
|
|
|
BIG LOTS INC COMMON STOCK USD 0.01
|
83,633
|
|
|
|
BIOGEN INC COMMON STOCK USD 0.0005
|
794,346
|
|
|
|
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD 0.001
|
1,450,624
|
|
|
|
BIO-TECHNE CORP COMMON STOCK USD 0.01
|
4,171,349
|
|
|
|
BIOTELEMETRY INC COMMON STOCK USD 0.001
|
1,546,096
|
|
|
|
BLACKSTONE MORTGAGE TRUST INC REIT USD 0.01
|
275,172
|
|
|
|
BLOOMIN' BRANDS INC COMMON STOCK USD 0.01
|
203,883
|
|
|
|
BMC STOCK HOLDINGS INC COMMON STOCK USD 0.01
|
173,546
|
|
|
|
BOEING CO/THE COMMON STOCK USD 5
|
3,269,653
|
|
|
|
BOOZ ALLEN HAMILTON HOLDING CORP COMMON STOCK USD
|
243,193
|
|
|
|
BORGWARNER INC COMMON STOCK USD 0.01
|
280,365
|
|
|
|
BOSTON PRIVATE FINANCIAL HOLDINGS INC COMMON STOCK
|
126,784
|
|
|
|
BP PLC ADR USD
|
323,130
|
|
|
|
BURLINGTON STORES INC COMMON STOCK USD 0.0001
|
629,819
|
|
|
|
CABOT CORP COMMON STOCK USD 1
|
167,983
|
|
|
|
CADENCE BANCORP COMMON STOCK USD 0.01
|
164,639
|
|
|
|
CADENCE DESIGN SYSTEMS INC COMMON STOCK USD 0.01
|
875,046
|
|
|
|
CAMPBELL SOUP CO COMMON STOCK USD 0.0375
|
877,057
|
|
|
|
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD 0.01
|
3,308,557
|
|
|
|
CARGURUS INC COMMON STOCK USD 0.001
|
575,650
|
|
|
|
CARLISLE COS INC COMMON STOCK USD 1
|
486,167
|
|
|
|
CARMAX INC COMMON STOCK USD 0.5
|
561,176
|
|
|
|
|
|
|
|
|
|
|
|
|
|
CARTER'S INC COMMON STOCK USD 0.01
|
1,536,992
|
|
|
|
CATHAY GENERAL BANCORP COMMON STOCK USD 0.01
|
217,684
|
|
|
|
CDK GLOBAL INC COMMON STOCK USD 0.01
|
796,633
|
|
|
|
CDW CORP/DE COMMON STOCK USD 0.01
|
1,040,732
|
|
|
|
CELANESE CORP COMMON STOCK USD 0.0001
|
152,176
|
|
|
|
CENTERSTATE BANK CORP COMMON STOCK USD 0.01
|
236,860
|
|
|
|
CERENCE INC COMMON STOCK USD 0.01
|
178,822
|
|
|
|
CERNER CORP COMMON STOCK USD 0.01
|
882,031
|
|
|
|
CH ROBINSON WORLDWIDE INC COMMON STOCK USD 0.1
|
990,168
|
|
|
|
CHANGE HEALTHCARE INC COMMON STOCK USD 0.001
|
385,608
|
|
|
|
CHANNELADVISOR CORP COMMON STOCK USD 0.001
|
338,882
|
|
|
|
CHATHAM LODGING TRUST REIT USD 0.01
|
36,254
|
|
|
|
CHEMED CORP COMMON STOCK USD 1
|
162,087
|
|
|
|
CHEVRON CORP COMMON STOCK USD 0.75
|
2,320,179
|
|
|
|
CHEWY INC COMMON STOCK USD 0.01
|
405,884
|
|
|
|
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD 0.01
|
2,168,952
|
|
|
|
CHUBB LTD COMMON STOCK USD 24.15
|
1,118,332
|
|
|
|
CIENA CORP COMMON STOCK USD 0.01
|
525,044
|
|
|
|
CIMAREX ENERGY CO COMMON STOCK USD 0.01
|
201,142
|
|
|
|
CIMPRESS PLC COMMON STOCK USD 0.01
|
1,525,464
|
|
|
|
CINEMARK HOLDINGS INC COMMON STOCK USD 0.001
|
1,772,961
|
|
|
|
CIT GROUP INC COMMON STOCK USD 0.01
|
616,689
|
|
|
|
CITIGROUP INC COMMON STOCK USD 0.01
|
3,427,201
|
|
|
|
CITIZENS FINANCIAL GROUP INC COMMON STOCK USD 0.01
|
633,516
|
|
|
|
CLEAN HARBORS INC COMMON STOCK USD 0.01
|
2,662,881
|
|
|
|
CLEARWATER PAPER CORP COMMON STOCK USD 0.0001
|
115,173
|
|
|
|
COHERENT INC COMMON STOCK USD 0.01
|
281,298
|
|
|
|
COLFAX CORP COMMON STOCK USD 0.001
|
718,032
|
|
|
|
COLONY CAPITAL INC
|
179,558
|
|
|
|
COLUMBIA BANKING SYSTEM INC COMMON STOCK USD 0
|
320,516
|
|
|
|
COMCAST CORP COMMON STOCK USD 0.01
|
1,989,923
|
|
|
|
COMERICA INC COMMON STOCK USD 5
|
590,295
|
|
|
|
COMMSCOPE HOLDING CO INC COMMON STOCK USD 0.01
|
192,189
|
|
|
|
CONDUENT INC COMMON STOCK USD 0.01
|
475,056
|
|
|
|
CONOCOPHILLIPS COMMON STOCK USD 0.01
|
343,553
|
|
|
|
CONSTELLATION BRANDS INC COMMON STOCK USD 0.01
|
2,066,757
|
|
|
|
COOPER COS INC/THE COMMON STOCK USD 0.1
|
595,029
|
|
|
|
CORNERSTONE ONDEMAND INC COMMON STOCK USD 0.0001
|
1,415,973
|
|
|
|
COSTCO WHOLESALE CORP COMMON STOCK USD 0.005
|
3,736,899
|
|
|
|
COUPA SOFTWARE INC COMMON STOCK USD 0.0001
|
2,773,631
|
|
|
|
COUSINS PROPERTIES INC REIT USD 1
|
151,080
|
|
|
|
CRANE CO COMMON STOCK USD 1
|
313,473
|
|
|
|
CROWN HOLDINGS INC COMMON STOCK USD 5
|
146,748
|
|
|
|
CUMMINS INC COMMON STOCK USD 2.5
|
294,031
|
|
|
|
CURTISS-WRIGHT CORP COMMON STOCK USD 1
|
231,482
|
|
|
|
CVB FINANCIAL CORP COMMON STOCK USD 0
|
56,950
|
|
|
|
DANA INC
|
1,004,385
|
|
|
|
DANAHER CORP COMMON STOCK USD 0.01
|
2,139,884
|
|
|
|
DAVITA INC COMMON STOCK USD 0.001
|
874,700
|
|
|
|
DBV TECHNOLOGIES SA ADR USD 0.1
|
461,352
|
|
|
|
DECIPHERA PHARMACEUTICALS INC COMMON STOCK USD
|
894,202
|
|
|
|
DECKERS OUTDOOR CORP COMMON STOCK USD 0.01
|
631,705
|
|
|
|
DELTA AIR LINES INC COMMON STOCK USD 0.0001
|
2,778,911
|
|
|
|
DEXCOM INC COMMON STOCK USD 0.001
|
1,224,507
|
|
|
|
DIAMONDBACK ENERGY INC COMMON STOCK USD 0.01
|
291,116
|
|
|
|
DISCOVER FINANCIAL SERVICES COMMON STOCK USD 0.01
|
593,146
|
|
|
|
DOLLAR GENERAL CORP COMMON STOCK USD 0.875
|
618,461
|
|
|
|
DONNELLEY FINANCIAL SOLUTIONS INC COMMON STOCK USD
|
141,335
|
|
|
|
DOVER CORP COMMON STOCK USD 1
|
1,078,257
|
|
|
|
DR HORTON INC COMMON STOCK USD 0.01
|
581,833
|
|
|
|
DUNKIN' BRANDS GROUP INC COMMON STOCK USD 0.001
|
3,308,350
|
|
|
|
EAST WEST BANCORP INC COMMON STOCK USD 0.001
|
419,064
|
|
|
|
|
|
|
|
|
|
|
|
|
|
EASTMAN CHEMICAL CO COMMON STOCK USD 0.01
|
546,413
|
|
|
|
EATON CORP PLC COMMON STOCK USD 0.01
|
1,226,624
|
|
|
|
EDWARDS LIFESCIENCES CORP COMMON STOCK USD 1
|
1,223,373
|
|
|
|
EL PASO ELECTRIC CO COMMON STOCK USD 0
|
512,162
|
|
|
|
ELANCO ANIMAL HEALTH INC COMMON STOCK USD 0
|
1,806,758
|
|
|
|
ELEMENT SOLUTIONS INC COMMON STOCK USD 0.01
|
280,005
|
|
|
|
ELI LILLY AND CO COMMON STOCK USD 0
|
928,422
|
|
|
|
EMERSON ELECTRIC CO COMMON STOCK USD 0.5
|
309,844
|
|
|
|
ENCANA CORP COMMON STOCK USD 0
|
168,376
|
|
|
|
ENCOMPASS HEALTH CORP COMMON STOCK USD 0.01
|
223,395
|
|
|
|
ENDOLOGIX INC COMMON STOCK USD 0.001
|
75,380
|
|
|
|
ENERGIZER HOLDINGS INC COMMON STOCK USD 0
|
649,545
|
|
|
|
ENERPLUS CORP COMMON STOCK CAD 0
|
267,753
|
|
|
|
ENERSYS COMMON STOCK USD 0.01
|
1,045,450
|
|
|
|
ENTERCOM COMMUNICATIONS CORP COMMON STOCK USD 0.01
|
151,923
|
|
|
|
ENTERGY CORP COMMON STOCK USD 0.01
|
752,823
|
|
|
|
ENVISTA HOLDINGS CORP COMMON STOCK USD 0.01
|
336,355
|
|
|
|
EPR PROPERTIES REIT USD 0.01
|
1,073,747
|
|
|
|
EQT CORP COMMON STOCK USD 0
|
1,855,060
|
|
|
|
EQUITRANS MIDSTREAM CORP COMMON STOCK USD
|
570,285
|
|
|
|
EQUITY COMMONWEALTH REIT USD 0.01
|
4,425,090
|
|
|
|
ESSENT GROUP LTD COMMON STOCK USD 0.015
|
485,015
|
|
|
|
ESTEE LAUDER COS INC/THE COMMON STOCK USD 0.01
|
3,386,017
|
|
|
|
EURONET WORLDWIDE INC COMMON STOCK USD 0.02
|
492,690
|
|
|
|
EVERCORE INC COMMON STOCK USD 0.01
|
292,461
|
|
|
|
EVEREST RE GROUP LTD COMMON STOCK USD 0.01
|
395,051
|
|
|
|
EVERGY INC COMMON STOCK USD 0
|
922,390
|
|
|
|
EVERTEC INC COMMON STOCK USD 0.01
|
192,734
|
|
|
|
EXACT SCIENCES CORP COMMON STOCK USD 0.01
|
1,119,008
|
|
|
|
EXELON CORP COMMON STOCK USD 0
|
436,935
|
|
|
|
EXPEDITORS INTERNATIONAL OF WASHINGTON INC COMMON
|
1,994,893
|
|
|
|
EXTENDED STAY AMERICA INC UNIT USD 0.01
|
356,417
|
|
|
|
EXXON MOBIL CORP COMMON STOCK USD 0
|
333,758
|
|
|
|
FABRINET COMMON STOCK USD 0.01
|
319,791
|
|
|
|
FACEBOOK INC COMMON STOCK USD 0.000006
|
6,028,398
|
|
|
|
FAIR ISAAC CORP COMMON STOCK USD 0.01
|
962,928
|
|
|
|
FARFETCH LTD COMMON STOCK USD 0.04
|
1,507,581
|
|
|
|
FIDELITY NATIONAL FINANCIAL INC COMMON STOCK USD
|
645,421
|
|
|
|
FIFTH THIRD BANCORP COMMON STOCK USD 0
|
471,020
|
|
|
|
FIREEYE INC COMMON STOCK USD 0.0001
|
998,957
|
|
|
|
FIRST CITIZENS BANCSHARES INC/NC COMMON STOCK USD
|
297,196
|
|
|
|
FIRST HAWAIIAN INC COMMON STOCK USD 0.01
|
1,191,563
|
|
|
|
FIRST MERCHANTS CORP COMMON STOCK USD 0
|
258,024
|
|
|
|
FIRST MIDWEST BANCORP INC/IL COMMON STOCK USD 0.01
|
246,570
|
|
|
|
FIRST OF LONG ISLAND CORP/THE COMMON STOCK USD 0.1
|
150,154
|
|
|
|
FIRSTCASH INC
|
249,953
|
|
|
|
FIRSTENERGY CORP COMMON STOCK USD 0.1
|
949,255
|
|
|
|
FISERV INC COMMON STOCK USD 0.01
|
864,681
|
|
|
|
FLEETCOR TECHNOLOGIES INC COMMON STOCK USD 0.001
|
3,270,801
|
|
|
|
FLEX LTD COMMON STOCK USD 0
|
235,792
|
|
|
|
FMC CORP COMMON STOCK USD 0.1
|
162,020
|
|
|
|
FNB CORP/PA COMMON STOCK USD 0.01
|
192,430
|
|
|
|
FNFV GROUP TRACKING STK USD 0.0001
|
—
|
|
|
|
FOOT LOCKER INC COMMON STOCK USD 0.01
|
155,297
|
|
|
|
FORWARD AIR CORP COMMON STOCK USD 0.01
|
767,771
|
|
|
|
FOX FACTORY HOLDING CORP COMMON STOCK USD 0.001
|
444,900
|
|
|
|
FRANKLIN RESOURCES INC COMMON STOCK USD 0.1
|
593,276
|
|
|
|
FRESH DEL MONTE PRODUCE INC COMMON STOCK USD 0.01
|
241,782
|
|
|
|
FRONTDOOR INC COMMON STOCK USD 0.01
|
1,893,765
|
|
|
|
FTI CONSULTING INC COMMON STOCK USD 0.01
|
584,617
|
|
|
|
FULTON FINANCIAL CORP COMMON STOCK USD 2.5
|
115,791
|
|
|
|
GARMIN LTD COMMON STOCK USD 0.1
|
627,603
|
|
|
|
|
|
|
|
|
|
|
|
|
|
GARTNER INC COMMON STOCK USD 0.0005
|
918,590
|
|
|
|
GCI LIBERTY INC COMMON STOCK USD 0.01
|
3,947,762
|
|
|
|
GENERAL MILLS INC COMMON STOCK USD 0.1
|
786,100
|
|
|
|
GENERAL MOTORS CO COMMON STOCK USD 0.01
|
2,196,000
|
|
|
|
GENTEX CORP COMMON STOCK USD 0.06
|
529,117
|
|
|
|
GERMAN AMERICAN BANCORP INC COMMON STOCK USD 0
|
134,750
|
|
|
|
GILEAD SCIENCES INC COMMON STOCK USD 0.001
|
833,109
|
|
|
|
GLOBAL PAYMENTS INC COMMON STOCK USD 0
|
915,904
|
|
|
|
GOLDMAN SACHS GROUP INC/THE COMMON STOCK USD 0.01
|
2,763,759
|
|
|
|
GRACO INC COMMON STOCK USD 1
|
2,374,216
|
|
|
|
GRAND CANYON EDUCATION INC COMMON STOCK USD 0.01
|
1,029,359
|
|
|
|
GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD 0.01
|
2,092,783
|
|
|
|
GREAT WESTERN BANCORP INC COMMON STOCK USD 0.01
|
574,113
|
|
|
|
GROUP 1 AUTOMOTIVE INC COMMON STOCK USD 0.01
|
249,600
|
|
|
|
GUARDANT HEALTH INC COMMON STOCK USD 0.00001
|
344,285
|
|
|
|
GUIDEWIRE SOFTWARE INC COMMON STOCK USD 0.0001
|
4,072,028
|
|
|
|
HAEMONETICS CORP COMMON STOCK USD 0.01
|
2,091,984
|
|
|
|
HANCOCK WHITNEY CORP COMMON STOCK USD 3.33
|
248,668
|
|
|
|
HANESBRANDS INC COMMON STOCK USD 0.01
|
2,737,301
|
|
|
|
HANMI FINANCIAL CORP COMMON STOCK USD 0.001
|
148,083
|
|
|
|
HANOVER INSURANCE GROUP INC/THE COMMON STOCK USD
|
289,467
|
|
|
|
HB FULLER CO COMMON STOCK USD 1
|
353,925
|
|
|
|
HD SUPPLY HOLDINGS INC COMMON STOCK USD 0.01
|
131,761
|
|
|
|
HEALTHEQUITY INC COMMON STOCK USD 0.0001
|
3,288,560
|
|
|
|
HEARTLAND EXPRESS INC COMMON STOCK USD 0.01
|
1,161,013
|
|
|
|
HELMERICH & PAYNE INC COMMON STOCK USD 0.1
|
349,766
|
|
|
|
HERON THERAPEUTICS INC COMMON STOCK USD 0.01
|
859,748
|
|
|
|
HILL-ROM HOLDINGS INC COMMON STOCK USD 0
|
276,105
|
|
|
|
HILTON WORLDWIDE HOLDINGS INC COMMON STOCK USD
|
650,154
|
|
|
|
HOLOGIC INC COMMON STOCK USD 0.01
|
821,785
|
|
|
|
HOME BANCSHARES INC/AR COMMON STOCK USD 0.01
|
168,270
|
|
|
|
HOME DEPOT INC/THE COMMON STOCK USD 0.05
|
3,279,194
|
|
|
|
HUNTINGTON BANCSHARES INC/OH COMMON STOCK USD 0.01
|
295,081
|
|
|
|
HUNTINGTON INGALLS INDUSTRIES INC COMMON STOCK USD
|
1,056,456
|
|
|
|
HUNTSMAN CORP COMMON STOCK USD 0.01
|
159,118
|
|
|
|
HURON CONSULTING GROUP INC COMMON STOCK USD 0.01
|
206,504
|
|
|
|
IAA INC COMMON STOCK USD 0.01
|
600,156
|
|
|
|
ICON PLC COMMON STOCK USD 0.06
|
436,431
|
|
|
|
ILLUMINA INC COMMON STOCK USD 0.01
|
2,818,463
|
|
|
|
IMMUNOMEDICS INC COMMON STOCK USD 0.01
|
937,346
|
|
|
|
INDEPENDENT BANK GROUP INC COMMON STOCK USD 0.01
|
169,480
|
|
|
|
INGREDION INC COMMON STOCK USD 0.01
|
160,490
|
|
|
|
INSIGHT ENTERPRISES INC COMMON STOCK USD 0.01
|
739,591
|
|
|
|
INTEGRA LIFESCIENCES HOLDINGS CORP COMMON STOCK
|
889,061
|
|
|
|
INTEL CORP COMMON STOCK USD 0.001
|
903,735
|
|
|
|
INTERFACE INC COMMON STOCK USD 0.1
|
189,707
|
|
|
|
INTERNATIONAL PAPER CO COMMON STOCK USD 1
|
151,873
|
|
|
|
INTUITIVE SURGICAL INC COMMON STOCK USD 0.001
|
2,387,064
|
|
|
|
ITT INC COMMON STOCK USD 1
|
654,104
|
|
|
|
J2 GLOBAL INC COMMON STOCK USD 0.01
|
6,336,295
|
|
|
|
JACOBS ENGINEERING GROUP INC COMMON STOCK USD 1
|
278,383
|
|
|
|
JAGGED PEAK ENERGY INC COMMON STOCK USD 0.01
|
194,056
|
|
|
|
JAZZ PHARMACEUTICALS PLC COMMON STOCK USD 0.0001
|
1,064,814
|
|
|
|
JEFFERIES FINANCIAL GROUP INC COMMON STOCK USD 1
|
346,066
|
|
|
|
JETBLUE AIRWAYS CORP COMMON STOCK USD 0.01
|
1,976,008
|
|
|
|
JOHN BEAN TECHNOLOGIES CORP COMMON STOCK USD 0.01
|
1,528,233
|
|
|
|
JOHNSON & JOHNSON COMMON STOCK USD 1
|
829,709
|
|
|
|
JONES LANG LASALLE INC COMMON STOCK USD 0.01
|
365,589
|
|
|
(a)
|
JPMORGAN CHASE & CO COMMON STOCK USD 1
|
2,367,012
|
|
|
|
KAR AUCTION SERVICES INC COMMON STOCK USD 0.01
|
354,779
|
|
|
|
KBR INC COMMON STOCK USD 0.001
|
263,967
|
|
|
|
KENNAMETAL INC COMMON STOCK USD 1.25
|
509,193
|
|
|
|
|
|
|
|
|
|
|
|
|
|
KERING SA ADR USD
|
3,344,994
|
|
|
|
KEYSIGHT TECHNOLOGIES INC COMMON STOCK USD
|
850,187
|
|
|
|
KIMBERLY-CLARK CORP COMMON STOCK USD 1.25
|
804,873
|
|
|
|
KIRBY CORP COMMON STOCK USD 0.1
|
1,290,306
|
|
|
|
KODIAK SCIENCES INC COMMON STOCK USD 0.0001
|
660,213
|
|
|
|
KOSMOS ENERGY LTD COMMON STOCK USD 0.01
|
402,853
|
|
|
|
LABORATORY CORP OF AMERICA HOLDINGS COMMON STOCK
|
775,644
|
|
|
|
LAKELAND FINANCIAL CORP COMMON STOCK USD 0
|
59,890
|
|
|
|
LAM RESEARCH CORP COMMON STOCK USD 0.001
|
900,263
|
|
|
|
LAMAR ADVERTISING CO REIT USD 0.001
|
1,002,568
|
|
|
|
LANDSTAR SYSTEM INC COMMON STOCK USD 0.01
|
156,344
|
|
|
|
LA-Z-BOY INC COMMON STOCK USD 1
|
127,714
|
|
|
|
LCI INDUSTRIES COMMON STOCK USD 0.01
|
508,010
|
|
|
|
LEAR CORP COMMON STOCK USD 0.01
|
282,769
|
|
|
|
LEGG MASON INC COMMON STOCK USD 0.1
|
158,529
|
|
|
|
LEGGETT & PLATT INC COMMON STOCK USD 0.01
|
604,053
|
|
|
|
LENDINGTREE INC COMMON STOCK USD 0.01
|
2,049,737
|
|
|
|
LENNAR CORP COMMON STOCK USD 0.1
|
2,000,072
|
|
|
|
LINCOLN NATIONAL CORP COMMON STOCK USD 0
|
608,570
|
|
|
|
LITHIA MOTORS INC COMMON STOCK USD 0
|
714,567
|
|
|
|
LIVANOVA PLC COMMON STOCK USD 1
|
255,632
|
|
|
|
LIVERAMP HOLDINGS INC COMMON STOCK USD 0.1
|
4,165,698
|
|
|
|
LOGITECH INTERNATIONAL SA COMMON STOCK CHF 0.25
|
2,531,549
|
|
|
|
LOGMEIN INC COMMON STOCK USD 0.01
|
3,773,332
|
|
|
|
LPL FINANCIAL HOLDINGS INC COMMON STOCK USD
|
1,116,779
|
|
|
|
LULULEMON ATHLETICA INC COMMON STOCK USD 0.005
|
2,902,825
|
|
|
|
LYONDELLBASELL INDUSTRIES NV COMMON STOCK USD 0.04
|
150,034
|
|
|
|
MARATHON OIL CORP COMMON STOCK USD 1
|
484,915
|
|
|
|
MARCUS CORP/THE COMMON STOCK USD 1
|
214,988
|
|
|
|
MARRIOTT INTERNATIONAL INC/MD COMMON STOCK USD
|
3,225,762
|
|
|
|
MARRIOTT VACATIONS WORLDWIDE CORP COMMON STOCK USD
|
528,966
|
|
|
|
MARSH & MCLENNAN COS INC COMMON STOCK USD 1
|
1,381,484
|
|
|
|
MARVELL TECHNOLOGY GROUP LTD COMMON STOCK USD
|
611,807
|
|
|
|
MASCO CORP COMMON STOCK USD 1
|
300,177
|
|
|
|
MASIMO CORP COMMON STOCK USD 0.001
|
490,618
|
|
|
|
MASTERCARD INC COMMON STOCK USD 0.0001
|
7,928,460
|
|
|
|
MATSON INC COMMON STOCK USD 0
|
850,150
|
|
|
|
MAXIMUS INC COMMON STOCK USD 0
|
102,212
|
|
|
|
MCKESSON CORP COMMON STOCK USD 0.01
|
762,460
|
|
|
|
MEDIA GEN INC CVR
|
—
|
|
|
|
MEDNAX INC COMMON STOCK USD 0.01
|
1,918,594
|
|
|
|
MERCK & CO INC COMMON STOCK USD 0.5
|
2,435,496
|
|
|
|
MERIT MEDICAL SYSTEMS INC COMMON STOCK USD 0
|
1,425,443
|
|
|
|
MESA AIR GROUP INC COMMON STOCK USD 0
|
243,606
|
|
|
|
METHODE ELECTRONICS INC COMMON STOCK USD 0.5
|
380,947
|
|
|
|
METLIFE INC COMMON STOCK USD 0.01
|
623,057
|
|
|
|
MFA FINANCIAL INC REIT USD 0.01
|
981,540
|
|
|
|
MGM GROWTH PROPERTIES LLC REIT USD
|
549,886
|
|
|
|
MICROSOFT CORP COMMON STOCK USD 0.00000625
|
10,230,472
|
|
|
|
MIDDLEBY CORP/THE COMMON STOCK USD 0.01
|
1,522,766
|
|
|
|
MINERALS TECHNOLOGIES INC COMMON STOCK USD 0.1
|
362,205
|
|
|
|
MODINE MANUFACTURING CO COMMON STOCK USD 0.625
|
199,284
|
|
|
|
MOLINA HEALTHCARE INC COMMON STOCK USD 0.001
|
435,294
|
|
|
|
MONDELEZ INTERNATIONAL INC COMMON STOCK USD 0
|
2,907,050
|
|
|
|
MORGAN STANLEY COMMON STOCK USD 0.01
|
3,693,113
|
|
|
|
MOSAIC CO/THE COMMON STOCK USD 0.01
|
179,244
|
|
|
|
MOTOROLA SOLUTIONS INC COMMON STOCK USD 0.01
|
894,805
|
|
|
|
MSA SAFETY INC COMMON STOCK USD 0
|
378,827
|
|
|
|
MSC INDUSTRIAL DIRECT CO INC COMMON STOCK USD
|
642,355
|
|
|
|
MURPHY OIL CORP COMMON STOCK USD 1
|
1,257,858
|
|
|
|
NATIONAL CINEMEDIA INC COMMON STOCK USD 0.01
|
768,650
|
|
|
|
NATIONAL GENERAL HOLDINGS CORP COMMON STOCK USD
|
501,232
|
|
|
|
|
|
|
|
|
|
|
|
|
|
NAVIENT CORP COMMON STOCK USD 0.01
|
492,042
|
|
|
|
NCR CORP COMMON STOCK USD 0.01
|
406,450
|
|
|
|
NELNET INC COMMON STOCK USD 0.01
|
142,688
|
|
|
|
NETFLIX INC COMMON STOCK USD 0.001
|
5,214,978
|
|
|
|
NEUROCRINE BIOSCIENCES INC COMMON STOCK USD 0.001
|
616,885
|
|
|
|
NEVRO CORP COMMON STOCK USD 0.001
|
3,258,326
|
|
|
|
NEW RELIC INC COMMON STOCK USD 0.001
|
789,046
|
|
|
|
NEW YORK TIMES CO/THE COMMON STOCK USD 0.1
|
5,437,824
|
|
|
|
NEXSTAR MEDIA GROUP INC COMMON STOCK USD 0.01
|
686,851
|
|
|
|
NIKE INC COMMON STOCK USD 0
|
4,786,819
|
|
|
|
NMI HOLDINGS INC COMMON STOCK USD 0.01
|
169,384
|
|
|
|
NOMAD FOODS LTD COMMON STOCK USD 0
|
247,725
|
|
|
|
NORTHROP GRUMMAN CORP COMMON STOCK USD 1
|
859,925
|
|
|
|
NOVARTIS AG ADR USD
|
534,620
|
|
|
|
NRG ENERGY INC COMMON STOCK USD 0.01
|
420,794
|
|
|
|
NUANCE COMMUNICATIONS INC COMMON STOCK USD 0.001
|
1,222,425
|
|
|
|
NUCOR CORP COMMON STOCK USD 0.4
|
149,358
|
|
|
|
NVIDIA CORP COMMON STOCK USD 0.001
|
3,838,449
|
|
|
|
NVR INC COMMON STOCK USD 0.01
|
609,346
|
|
|
|
NXP SEMICONDUCTORS NV COMMON STOCK USD
|
1,526,753
|
|
|
|
OCEANFIRST FINANCIAL CORP COMMON STOCK USD 0.01
|
198,139
|
|
|
|
OGE ENERGY CORP COMMON STOCK USD 0.01
|
445,901
|
|
|
|
O-I GLASS INC COMMON STOCK USD
|
145,665
|
|
|
|
OIL STATES INTERNATIONAL INC COMMON STOCK USD 0.01
|
175,659
|
|
|
|
OLD SECOND BANCORP INC COMMON STOCK USD 1
|
86,908
|
|
|
|
OLIN CORP COMMON STOCK USD 1
|
150,006
|
|
|
|
ON SEMICONDUCTOR CORP COMMON STOCK USD 0.01
|
1,735,417
|
|
|
|
ONEMAIN HOLDINGS INC COMMON STOCK USD 0.01
|
539,141
|
|
|
|
ORACLE CORP COMMON STOCK USD 0.01
|
2,889,423
|
|
|
|
O'REILLY AUTOMOTIVE INC COMMON STOCK USD 0.01
|
610,934
|
|
|
|
OWENS CORNING COMMON STOCK USD 0.001
|
498,168
|
|
|
|
OXFORD INDUSTRIES INC COMMON STOCK USD 1
|
229,051
|
|
|
|
PACKAGING CORP OF AMERICA COMMON STOCK USD 0.01
|
893,105
|
|
|
|
PAPA JOHN'S INTERNATIONAL INC COMMON STOCK USD
|
3,064,417
|
|
|
|
PARKER-HANNIFIN CORP COMMON STOCK USD 0.5
|
2,910,912
|
|
|
|
PARSLEY ENERGY INC COMMON STOCK USD 0.01
|
389,395
|
|
|
|
PATTERSON COS INC COMMON STOCK USD 0.01
|
131,830
|
|
|
|
PAYCHEX INC COMMON STOCK USD 0.01
|
941,444
|
|
|
|
PAYCOM SOFTWARE INC COMMON STOCK USD 0.01
|
921,100
|
|
|
|
PAYPAL HOLDINGS INC COMMON STOCK USD 0.0001
|
2,277,628
|
|
|
|
PDC ENERGY INC COMMON STOCK USD 0.01
|
104,287
|
|
|
|
PEAPACK-GLADSTONE FINANCIAL CORP COMMON STOCK USD
|
137,536
|
|
|
|
PERRIGO CO PLC COMMON STOCK USD 0.001
|
1,185,597
|
|
|
|
PFIZER INC COMMON STOCK USD 0.05
|
2,369,019
|
|
|
|
PHILIP MORRIS INTERNATIONAL INC COMMON STOCK USD 0
|
825,594
|
|
|
|
PHOTRONICS INC COMMON STOCK USD 0.01
|
363,047
|
|
|
|
PINNACLE FINANCIAL PARTNERS INC COMMON STOCK USD 1
|
909,888
|
|
|
|
PINTEREST INC COMMON STOCK USD 0.00001
|
751,062
|
|
|
|
PLURALSIGHT INC COMMON STOCK USD 0.0001
|
584,985
|
|
|
|
POLARIS INC COMMON STOCK USD 0.01
|
1,717,103
|
|
|
|
POLYONE CORP COMMON STOCK USD 0.01
|
287,765
|
|
|
|
PORTLAND GENERAL ELECTRIC CO COMMON STOCK USD 0
|
1,062,045
|
|
|
|
PORTOLA PHARMACEUTICALS INC COMMON STOCK USD 0.001
|
1,571,256
|
|
|
|
PQ GROUP HOLDINGS INC COMMON STOCK USD
|
328,911
|
|
|
|
PRA GROUP INC COMMON STOCK USD 0.01
|
239,471
|
|
|
|
PRECISION BIOSCIENCES INC COMMON STOCK USD
|
161,221
|
|
|
|
PREFERRED BANK/LOS ANGELES CA COMMON STOCK USD 0
|
170,776
|
|
|
|
PRESTIGE CONSUMER HEALTHCARE INC COMMON STOCK USD
|
876,825
|
|
|
|
PRINCIPAL FINANCIAL GROUP INC COMMON STOCK USD
|
586,190
|
|
|
|
PROASSURANCE CORP COMMON STOCK USD 0.01
|
216,732
|
|
|
|
PROOFPOINT INC COMMON STOCK USD 0.0001
|
602,136
|
|
|
|
PROSPERITY BANCSHARES INC COMMON STOCK USD 1
|
512,310
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PROTO LABS INC COMMON STOCK USD 0.001
|
551,010
|
|
|
|
PROVIDENCE SERVICE CORP/THE COMMON STOCK USD 0.001
|
295,190
|
|
|
|
PRUDENTIAL FINANCIAL INC COMMON STOCK USD 0.01
|
612,685
|
|
|
|
PTC INC COMMON STOCK USD 0.01
|
909,914
|
|
|
|
PUBLIC SERVICE ENTERPRISE GROUP INC COMMON STOCK
|
427,581
|
|
|
|
PULTEGROUP INC COMMON STOCK USD 0.01
|
595,437
|
|
|
|
QCR HOLDINGS INC COMMON STOCK USD 1
|
79,495
|
|
|
|
QEP RESOURCES INC COMMON STOCK USD 0.01
|
98,042
|
|
|
|
QORVO INC COMMON STOCK USD 0.0001
|
541,516
|
|
|
|
QTS REALTY TRUST INC REIT USD
|
930,672
|
|
|
|
QUALCOMM INC COMMON STOCK USD 0.0001
|
2,293,627
|
|
|
|
QUANEX BUILDING PRODUCTS CORP COMMON STOCK USD
|
183,422
|
|
|
|
QUANTA SERVICES INC COMMON STOCK USD 0.00001
|
227,930
|
|
|
|
QUIDEL CORP COMMON STOCK USD 0.001
|
853,991
|
|
|
|
QURATE RETAIL INC COMMON STOCK USD 0.01
|
474,558
|
|
|
|
RADIAN GROUP INC COMMON STOCK USD 0.001
|
254,997
|
|
|
|
REALPAGE INC COMMON STOCK USD 0.001
|
450,694
|
|
|
|
RED ROBIN GOURMET BURGERS INC COMMON STOCK USD
|
141,161
|
|
|
|
REDFIN CORP COMMON STOCK USD
|
2,876,921
|
|
|
|
REDWOOD TRUST INC REIT USD 0.01
|
145,800
|
|
|
|
REGIONS FINANCIAL CORP COMMON STOCK USD 0.01
|
621,279
|
|
|
|
REINSURANCE GROUP OF AMERICA INC COMMON STOCK USD
|
461,949
|
|
|
|
RELIANCE STEEL & ALUMINUM CO COMMON STOCK USD
|
156,167
|
|
|
|
REPUBLIC SERVICES INC COMMON STOCK USD 0.01
|
902,061
|
|
|
|
REVANCE THERAPEUTICS INC COMMON STOCK USD 0.001
|
791,294
|
|
|
|
REXNORD CORP COMMON STOCK USD 0.01
|
441,055
|
|
|
|
RH COMMON STOCK USD 0.0001
|
636,017
|
|
|
|
RIGNET INC COMMON STOCK USD 0.001
|
142,956
|
|
|
|
RITCHIE BROS AUCTIONEERS INC COMMON STOCK CAD 0
|
1,590,739
|
|
|
|
ROYAL DUTCH SHELL PLC ADR USD
|
335,891
|
|
|
|
RYDER SYSTEM INC COMMON STOCK USD 0.5
|
260,036
|
|
|
|
S&P GLOBAL INC COMMON STOCK USD 1
|
2,853,099
|
|
|
|
S&T BANCORP INC COMMON STOCK USD 2.5
|
105,600
|
|
|
|
SABRA HEALTH CARE REIT INC REIT USD 0.01
|
385,934
|
|
|
|
SABRE CORP COMMON STOCK USD 0.01
|
2,379,762
|
|
|
|
SAILPOINT TECHNOLOGIES HOLDINGS INC COMMON STOCK
|
1,636,872
|
|
|
|
SALESFORCE.COM INC COMMON STOCK USD 0.001
|
7,592,848
|
|
|
|
SALLY BEAUTY HOLDINGS INC COMMON STOCK USD 0.01
|
2,699,376
|
|
|
|
SANDY SPRING BANCORP INC COMMON STOCK USD 1
|
137,580
|
|
|
|
SAP SE ADR USD
|
1,736,108
|
|
|
|
SCHWEITZER-MAUDUIT INTERNATIONAL INC COMMON STOCK
|
416,079
|
|
|
|
SCIENCE APPLICATIONS INTERNATIONAL CORP COMMON
|
853,405
|
|
|
|
SENSATA TECHNOLOGIES HOLDING PLC COMMON STOCK USD
|
3,735,615
|
|
|
|
SERVICENOW INC COMMON STOCK USD 0.001
|
1,847,784
|
|
|
|
SHOPIFY INC COMMON STOCK CAD
|
1,267,087
|
|
|
|
SHUTTERSTOCK INC COMMON STOCK USD 0.01
|
1,169,552
|
|
|
|
SIGNATURE BANK/NEW YORK NY COMMON STOCK USD 0.01
|
696,301
|
|
|
|
SKECHERS USA INC COMMON STOCK USD 0.001
|
3,340,444
|
|
|
|
SKYWORKS SOLUTIONS INC COMMON STOCK USD 0.25
|
930,655
|
|
|
|
SL GREEN REALTY CORP REIT USD 0.01
|
165,493
|
|
|
|
SLM CORP COMMON STOCK USD 0.2
|
1,079,928
|
|
|
|
SMILEDIRECTCLUB INC COMMON STOCK USD
|
241,067
|
|
|
|
SOLARWINDS CORP COMMON STOCK USD 0.001
|
1,837,730
|
|
|
|
SONOCO PRODUCTS CO COMMON STOCK USD 0
|
153,004
|
|
|
|
SOUTHERN FIRST BANCSHARES INC COMMON STOCK USD
|
115,275
|
|
|
|
SOUTHERN NATIONAL BANCORP OF VIRGINIA INC COMMON
|
59,269
|
|
|
|
SOUTHWEST AIRLINES CO COMMON STOCK USD 1
|
283,636
|
|
|
|
SP PLUS CORP COMMON STOCK USD 0.001
|
234,001
|
|
|
|
SPECTRUM BRANDS HOLDINGS INC
|
185,605
|
|
|
|
SPECTRUM PHARMACEUTICALS INC COMMON STOCK USD
|
72,775
|
|
|
|
SPIRIT AIRLINES INC COMMON STOCK USD 0.0001
|
355,091
|
|
|
|
SPIRIT REALTY CAPITAL INC REIT USD 0.05
|
175,015
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SPLUNK INC COMMON STOCK USD 0.001
|
2,696,010
|
|
|
|
SQUARE INC COMMON STOCK USD 0.000001
|
831,422
|
|
|
|
SS&C TECHNOLOGIES HOLDINGS INC COMMON STOCK USD
|
1,716,253
|
|
|
|
STAG INDUSTRIAL INC REIT USD 0.01
|
852,597
|
|
|
|
STANDARD MOTOR PRODUCTS INC COMMON STOCK USD 2
|
149,389
|
|
|
|
STANDEX INTERNATIONAL CORP COMMON STOCK USD 1.5
|
235,511
|
|
|
|
STARWOOD PROPERTY TRUST INC REIT USD 0.01
|
427,613
|
|
|
|
STERIS PLC COMMON STOCK USD 75
|
2,024,595
|
|
|
|
STEVEN MADDEN LTD COMMON STOCK USD 0.0001
|
459,347
|
|
|
|
STITCH FIX INC COMMON STOCK USD 0.00002
|
2,550,732
|
|
|
|
STOCK YARDS BANCORP INC COMMON STOCK USD 0
|
73,703
|
|
|
|
SUNCOKE ENERGY INC COMMON STOCK USD 0.01
|
273,073
|
|
|
|
SVB FINANCIAL GROUP COMMON STOCK USD 0.001
|
2,817,924
|
|
|
|
SWITCH INC COMMON STOCK USD 0.001
|
1,046,870
|
|
|
|
SYKES ENTERPRISES INC COMMON STOCK USD 0.01
|
184,210
|
|
|
|
SYNCHRONY FINANCIAL COMMON STOCK USD 0.001
|
595,101
|
|
|
|
SYNEOS HEALTH INC COMMON STOCK USD 0.01
|
1,899,037
|
|
|
|
SYNNEX CORP COMMON STOCK USD 0.001
|
819,168
|
|
|
|
SYNOVUS FINANCIAL CORP COMMON STOCK USD 1
|
400,214
|
|
|
|
TANGER FACTORY OUTLET CENTERS INC REIT USD 0.01
|
168,555
|
|
|
|
TARGET CORP COMMON STOCK USD 0.0833
|
632,460
|
|
|
|
TCF FINANCIAL CORP COMMON STOCK USD 1
|
617,713
|
|
|
|
TEMPUR SEALY INTERNATIONAL INC COMMON STOCK USD
|
631,533
|
|
|
|
TENNANT CO COMMON STOCK USD 0.375
|
1,674,345
|
|
|
|
TERADYNE INC COMMON STOCK USD 0.125
|
1,233,762
|
|
|
|
TESLA INC COMMON STOCK USD 0.001
|
3,900,091
|
|
|
|
TETRA TECH INC COMMON STOCK USD 0.01
|
280,020
|
|
|
|
TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD 0.01
|
566,110
|
|
|
|
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD 1
|
2,080,384
|
|
|
|
TIMKEN CO/THE COMMON STOCK USD 0
|
354,246
|
|
|
|
T-MOBILE US INC COMMON STOCK USD 0.0001
|
433,506
|
|
|
|
TOTAL SA ADR USD
|
1,486,077
|
|
|
|
TRANSDIGM GROUP INC COMMON STOCK USD 0.01
|
1,318,905
|
|
|
|
TRANSOCEAN LTD COMMON STOCK USD 0.1
|
407,186
|
|
|
|
TREEHOUSE FOODS INC COMMON STOCK USD 0.01
|
618,618
|
|
|
|
TRIMBLE INC COMMON STOCK USD 0
|
1,000,185
|
|
|
|
TRINET GROUP INC COMMON STOCK USD 0.000025
|
2,079,229
|
|
|
|
TRINSEO SA COMMON STOCK USD 0.01
|
217,716
|
|
|
|
TRIPADVISOR INC COMMON STOCK USD 0.001
|
2,090,660
|
|
|
|
TTEC HOLDINGS INC COMMON STOCK USD 0.01
|
402,500
|
|
|
|
TTM TECHNOLOGIES INC COMMON STOCK USD 0.001
|
284,535
|
|
|
|
TUTOR PERINI CORP COMMON STOCK USD 1
|
154,037
|
|
|
|
TWILIO INC COMMON STOCK USD 0.001
|
883,242
|
|
|
|
TWO HARBORS INVESTMENT CORP REIT USD 1
|
1,113,583
|
|
|
|
UBER TECHNOLOGIES INC COMMON STOCK USD 0.00001
|
1,285,006
|
|
|
|
UGI CORP COMMON STOCK USD 0
|
495,332
|
|
|
|
UMPQUA HOLDINGS CORP COMMON STOCK USD 0
|
204,156
|
|
|
|
UNDER ARMOUR INC COMMON STOCK USD 0.000333
|
848,504
|
|
|
|
UNITED AIRLINES HOLDINGS INC COMMON STOCK USD 0.01
|
270,612
|
|
|
|
UNITED RENTALS INC COMMON STOCK USD 0.01
|
289,346
|
|
|
|
UNITEDHEALTH GROUP INC COMMON STOCK USD 0.01
|
2,498,830
|
|
|
|
UNIVERSAL CORP/VA COMMON STOCK USD 0
|
246,043
|
|
|
|
UNIVERSAL DISPLAY CORP COMMON STOCK USD 0.01
|
368,247
|
|
|
|
UNIVERSAL HEALTH SERVICES INC COMMON STOCK USD
|
1,200,617
|
|
|
|
UNUM GROUP COMMON STOCK USD 0.1
|
573,606
|
|
|
|
UPLAND SOFTWARE INC COMMON STOCK USD 0.0001
|
319,605
|
|
|
|
US FOODS HOLDING CORP COMMON STOCK USD 0.01
|
296,288
|
|
|
|
VALVOLINE INC COMMON STOCK USD 0.01
|
581,688
|
|
|
|
VARONIS SYSTEMS INC COMMON STOCK USD 0.001
|
2,751,789
|
|
|
|
VERITEX HOLDINGS INC COMMON STOCK USD 0.01
|
190,802
|
|
|
|
VERIZON COMMUNICATIONS INC COMMON STOCK USD 0.1
|
410,950
|
|
|
|
VERTEX PHARMACEUTICALS INC COMMON STOCK USD 0.01
|
1,773,276
|
|
|
|
|
|
|
|
|
|
|
|
|
|
VF CORP COMMON STOCK USD 0
|
687,255
|
|
|
|
VIACOMCBS INC COMMON STOCK USD
|
1,954,323
|
|
|
|
VIKING THERAPEUTICS INC COMMON STOCK USD 0.00001
|
656,277
|
|
|
|
VISA INC COMMON STOCK USD 0.0001
|
6,798,786
|
|
|
|
VISTRA ENERGY CORP COMMON STOCK USD 0.01
|
228,613
|
|
|
|
VOYA FINANCIAL INC COMMON STOCK USD 0.01
|
581,505
|
|
|
|
WALKER & DUNLOP INC COMMON STOCK USD
|
772,538
|
|
|
|
WALMART INC COMMON STOCK USD 0.1
|
1,342,913
|
|
|
|
WALT DISNEY CO/THE COMMON STOCK USD 0.01
|
881,791
|
|
|
|
WELBILT INC COMMON STOCK USD 0.01
|
309,983
|
|
|
|
WESCO INTERNATIONAL INC COMMON STOCK USD 0.01
|
432,003
|
|
|
|
WESTERN UNION CO/THE COMMON STOCK USD 0.01
|
838,241
|
|
|
|
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP COMMON
|
630,024
|
|
|
|
WESTLAKE CHEMICAL CORP COMMON STOCK USD 0.01
|
159,170
|
|
|
|
WHITE MOUNTAINS INSURANCE GROUP LTD COMMON STOCK
|
385,966
|
|
|
|
WISDOMTREE INVESTMENTS INC COMMON STOCK USD 0.01
|
742,930
|
|
|
|
WIX.COM LTD COMMON STOCK USD 0.01
|
2,921,088
|
|
|
|
WOLVERINE WORLD WIDE INC COMMON STOCK USD 1
|
803,734
|
|
|
|
WOODWARD INC COMMON STOCK USD 0.00292
|
1,004,134
|
|
|
|
WORKDAY INC COMMON STOCK USD 0.001
|
2,359,200
|
|
|
|
WORLD FUEL SERVICES CORP COMMON STOCK USD 0.01
|
862,262
|
|
|
|
WSFS FINANCIAL CORP COMMON STOCK USD 0.01
|
224,041
|
|
|
|
WYNDHAM DESTINATIONSINC
|
991,983
|
|
|
|
WYNDHAM HOTELS & RESORTS INC COMMON STOCK USD 0.01
|
3,988,372
|
|
|
|
XILINX INC COMMON STOCK USD 0.01
|
835,934
|
|
|
|
YELP INC COMMON STOCK USD 0.000001
|
352,863
|
|
|
|
ZIMMER BIOMET HOLDINGS INC COMMON STOCK USD 0.01
|
1,020,056
|
|
|
|
Total Corporate Stock
|
$
|
600,687,149
|
|
|
|
|
|
|
|
|
Registered Investment Companies
|
|
|
|
|
DODGE & COX INTERNATIONAL STOCK FUND OPEN-END FUND
|
$
|
65,927,691
|
|
|
(a)
|
JPMORGAN US GOVT MMKT FUND CAPITAL SHARES - FUND
|
27,259,027
|
|
|
|
Total Registered Investment Companies
|
$
|
93,186,718
|
|
|
|
|
|
|
|
|
Self Directed Brokerage
|
|
|
|
|
VARIOUS
|
$
|
73,408,748
|
|
|
|
Total Self Directed Brokerage
|
$
|
73,408,748
|
|
|
|
|
|
|
|
(a)
|
Notes Receivable From Participants (interest rate ranging from 4.25% through 10.5% maturing through June 2047)
|
$
|
76,418,775
|
|
|
|
|
|
|
|
|
Net Assets Pending Settlement
|
$
|
(2,970,674)
|
|
|
|
|
|
|
|
|
TOTAL NET ASSETS
|
$
|
4,353,088,740
|
|
|
|
|
|
|
|
(a)
|
Party-in-interest to the Plan.
|
|
|
|
Note:
|
Historical Cost is not required as all investments are participant-directed.
|
|
|
|
|
|
|
AEP RETIREMENT SAVINGS 401(K) PLAN
EXHIBIT INDEX
|
|
|
|
|
|
|
|
|
|
|
Exhibit Number
|
|
Description
|
|
|
|
|
|
23.1
|
|
|
|
|
|
|
American Electric Power (NYSE:AEP)
Historical Stock Chart
From Mar 2024 to Apr 2024
American Electric Power (NYSE:AEP)
Historical Stock Chart
From Apr 2023 to Apr 2024
