Small/Mid-Cap Indexed Equity Fund

ML_26

Page 1 of 49

Small/Mid-Cap Indexed Equity Fund

..........................................................................................................................................................................................................................................................................................................................................

Benchmark Russell Small Cap Complete TR USD

Overall Morningstar RatingTM

QQQ

Morningstar Return Above Average

Morningstar Risk Above Average

Rated against 371 Mid-Cap Blend funds.

Investment Strategy

The Fund will typically attempt to invest in the securities comprising the Russell Small Cap Completeness Index, in approximately the same proportions as they are represented in the Index. In some cases, it may not be possible or practicable to purchase all of the securities comprising the Index, or to hold them in the same weightings as they represent in the Index. In those circumstances, the Fund may employ a sampling or optimization technique to construct the portfolio. The index is composed of all of the stocks in the Russell 3000 Index minus those in the S&P 500 Index, and is a benchmark for the small- to mid-cap sector of the U.S. equity market. The Fund may also generate some income by lending securities to creditworthy financial institutions. There is no guarantee that the Fund's investment objective will be met.

Category Description: Mid-Cap Blend

The typical mid-cap blend portfolio invests in U.S. stocks of various sizes and styles, giving it a middle-of-the-road profile. Most shy away from high-priced growth stocks but aren't so price-conscious that they land in value territory. The U.S. midcap range for market capitalization typically falls between $1 billion and $8 billion and represents 20% of the total capitalization of the U.S. equity market. The blend style is assigned to portfolios where neither growth nor value characteristics predominate.

Volatility Analysis

Low

Moderate

Investment High

Category

In the past, this investment has shown a wide range of price fluctuations relative to other investments. This investment may experience significant price increases in favorable markets or undergo large price declines in adverse markets. Some of this risk may be offset by owning other investments that follow different investment strategies.

Best 3 Month Return

31.21% (Mar '09 - May '09)

Worst 3 Month Return

-38.43% (Sep '08 - Nov '08)

Operations

Sales Charge

None

Investment Management 0.03% of fund assets ?

Expense Ratio

Administrative Expense . ?

Ratio

F..u..n..d...I.n..c..e.p..t..io..n...D...a.t..e..............0..4..-.0..2..-..0..1.......................................

Management Company State Street Global Advisors

Telephone

800-444-4015

Performance

20 Total Return%

15 as of 09-30-18

10

Investment

5

Benchmark

0

-5

-10

-15

Average annual, if greater than 1 year

3 Month

1 Year

3 Year

5 Year

10 Year

Since Inception

4.27

16.03

16.16

11.36

12.27

9.72

Fund Return %

4.30

16.13

16.27

11.43

12.33

.

Benchmark Return %

................3....9..4..................1..1....6..8..................1..2....8..5....................9....7..8..................1..0....7..6..............................................C..a..t.e..g..o..r.y...A..v..e..r.a..g..e...%.......

.

. QQQQ

QQQ

QQQ

.

Morningstar RatingTM

.

.

371

334

230

.

# of Funds in Category

Calendar Year Returns

Total Return % BenchmarYkTD

2008

-38.84 -Y3T8D.98

2009

2010

37.57 26.65 37.68YTD 26.64

2011

-3.85 -3Y.9TD2

2012

2013

18.01 38.38 18.05 YT3D8.50

2014

2015

7.40 -3.49 7.40YTD -3.41

2016

16.52 16.59

2017

18.12 18.27

09-18

10.59 10.68

Growth of $10,000 as of 09-30-18 50

Investment

40

30

20

10

0

2008

2009

2010

2011

Portfolio Analysis 09-30-18

Composition as of 09-30-18

U.S. Stocks

Non-U.S. Stocks

Bonds

Cash

Other

Benchmark

2012

2013

2014

2015

2016

2017

09 - 18

% Assets

96.7 1.7 0.0 1.6 0.0

Morningstar Equity Style BoxTM as of 09-30-18

% Mkt Cap

Large Mid Small

.G..i.a..n..t.........................................0.....5..6.

Large

7.07

Medium

56.05

.S..m...a..l.l......................................3..1.....9..3.

Value Blend Growth

Micro

4.39

Top 10 Holdings as of 09-30-18

% Assets

State Street Corporation Short Term Investment

1.50

Fund 12-31-30

S+p Mid 400 Emini Dec18 Xcme

0.85

20181221 12-21-18

E-Mini Russ 2000 Dec18 Xcme 20181221 12-21-18 0.81

Tesla Inc

0.66

S...e.r.v..i.c..e.N...o..w...I.n..c...............................................................0....6.3.

Worldpay Inc Class A

0.56

NXP Semiconductors NV

0.55

Square Inc A

0.53

T-Mobile US Inc

0.40

Las Vegas Sands Corp

0.39

.......................................................................................................

Total Number of Stock Holdings

2519

Total Number of Bond Holdings

0

Annual Turnover Ratio %

9.67

Lockheed Martin Fund Assets ($mil)

3,217.0

Morningstar Sectors as of 09-30-18

% Fund

h ........C...y.c..l.i.c..a..l............................................................................4..2....8..3.

r Basic Materials

5.16

t Consumer Cyclical

13.56

y Financial Services

14.59

u Real Estate

9.52

j ........S...e..n..s..it..i.v.e...........................................................................3..9....8..2.

i Communication Services

1.56

o Energy

4.51

p Industrials

13.67

a Technology

20.08

k ........D...e..f.e..n..s..i.v..e.........................................................................1..7....3..3.

s Consumer Defensive

3.35

d Healthcare

11.58

f Utilities

2.40

Notes This profile reflects past performance and should not be considered indicative of future performance. Annualized total returns measure net investment and capital gain or loss from portfolio investments as an annualized average, assuming the reinvestment of dividends. The Morningstar Rating that is reflected on this page is hypothetical. The Rating is considered hypothetical because Morningstar does not independently analyze the "custom fund" universe. Rather the Rating is assigned to the "custom fund" as a means to compare the institutional funds with the universe of mutual funds that Morningstar rates. The Composition, Credit Analysis and Morningstar Sectors, where applicable, may not add up to exactly 100% due to rounding. 1See summary plan description and any subsequent summary of material modifications/prospectus for explanation of investment management and administrative expenses.

?2018 Morningstar, Inc., Morningstar Investment ProfilesTM 312-696-6000. All rights reserved. The information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of information. Past performance is no guarantee of future performance. Visit our investment website at

?

Page 2 of 49

Small/Mid-Cap Indexed Equity Fund

.......................................................................................................................................................................................................................................................................................................................................

Total Stocks

Total Bonds

Total Cash

2519

0

2

Stock Portfolio Analysis as of 09-30-18

Security Name

Net Assets %

Market Value $

Shares Owned Market Cap

Country

Sector

Tesla Inc

0.66

138,553,876

523,299 Large

United States

t Consumer Cyclical

ServiceNow Inc

0.63

132,331,957

676,440 Large

United States

a Technology

Worldpay Inc Class A

0.56

116,077,497

1,146,218 Large

United States

p Industrials

NXP Semiconductors NV

0.55

113,655,150

1,329,300 Giant

China

a Technology

S...q.u..a..r.e...I.n.c...A...........................................................................................0....5..3..............1..0..9..,.4..4.1..,.3..9..7..................1..,.1..0..5..,.3..5.7..........L..a..r.g..e.................U..n..i.t.e..d..S..t..a.t.e..s.............a .......T.e..c..h..n.o..l.o..g..y..........................

T-Mobile US Inc

0.40

83,364,225

1,187,863 Large

United States

i Communication Services

Las Vegas Sands Corp

0.39

81,930,874

1,380,935 Large

United States

t Consumer Cyclical

Workday Inc Class A

0.39

81,916,239

561,147 Large

United States

a Technology

Palo Alto Networks Inc

0.37

77,340,318

343,338 Large

United States

a Technology

D...e.l.l.-.V..M...W...a..r.e...T.r..a.c..k..in..g...S..t.o..c..k..V.................................................................0....3..6................7..5..,.0..0.0..,.1..4..3.....................7..7..2..,.2..4.2..........L..a..r.g.e..................U..n..i.t.e..d..S..t..a.t.e..s.............a .......T.e..c..h..n.o..l.o..g..y..........................

Splunk Inc

0.32

67,714,195

560,038 Medium

United States

a Technology

Biomarin Pharmaceutical Inc

0.32

66,177,370

682,452 Medium

United States

d Healthcare

IAC/InterActiveCorp

0.30

62,460,438

288,208 Medium

United States

a Technology

Markel Corp

0.30

62,456,338

52,551 Medium

United States

y Financial Services

L..u..l.u.l.e..m...o..n..A...t.h..le..t.i.c..a..I.n..c...........................................................................0....3..0................6..1..,.5..2.5..,.8..6..4.....................3..7..8..,.6..4.4..........L..a..r.g.e..................U..n..i.t.e..d..S..t..a.t.e..s.............t .......C..o..n..s.u..m...e..r..C..y.c..l.i.c.a..l...............

Maxim Integrated Products Inc

0.29

60,691,711

1,076,285 Medium

United States

a Technology

Celanese Corp

0.29

59,835,864

524,876 Medium

United States

r Basic Materials

First Republic Bank

0.29

59,601,792

620,852 Medium

United States

y Financial Services

Cheniere Energy Inc

0.28

59,131,473

850,935 Medium

United States

o Energy

.C..o.S..t..a.r..G...r.o.u..p...I.n..c....................................................................................0....2..8................5..8..,.2..3.0..,.7..8..9.....................1..3..8..,.3..6.8..........M...e..d..i.u..m..............U..n..i.t.e..d..S..t..a.t.e..s.............u .......R..e..a..l.E..s..t.a..t.e..........................

TD Ameritrade Holding Corp

0.28

57,579,100

1,089,894 Large

United States

y Financial Services

XPO Logistics Inc

0.26

54,398,580

476,470 Medium

United States

p Industrials

TransUnion

0.25

52,376,893

711,836 Medium

United States

p Industrials

GoDaddy Inc A

0.25

51,682,704

619,771 Medium

United States

a Technology

.F.i.r.s..t..D..a..t.a..C...o.r.p...C..l.a..s.s...A............................................................................0....2..5................5..1..,.5..0.6..,.0..7..1..................2..,.1..0..4..,.8..6.6..........L..a..r.g..e.................U..n..i.t.e..d..S..t..a.t.e..s.............p .......I.n..d.u..s..t.r.i.a..ls............................

Diamondback Energy Inc

0.25

51,465,616

380,691 Medium

United States

o Energy

CDW Corp

0.24

50,992,419

573,464 Medium

United States

a Technology

Veeva Systems Inc Class A

0.24

50,588,296

464,667 Medium

United States

a Technology

Yum China Holdings Inc

0.24

50,295,286

1,432,506 Large

China

t Consumer Cyclical

F..o..r.t.i.n..e..t..In..c.............................................................................................0....2..4................4..9..,.6..8.6..,.3..8..0.....................5..3..8..,.4..8.9..........M...e..d..i.u..m..............U..n..i.t.e..d..S..t..a.t.e..s.............a .......T.e..c..h..n.o..l.o..g..y..........................

Annaly Capital Management Inc

0.24

49,563,603

4,844,927 Medium

United States

u Real Estate

GrubHub Inc

0.23

48,414,560

349,261 Medium

United States

a Technology

DexCom Inc

0.23

48,352,240

338,033 Medium

United States

d Healthcare

Domino's Pizza Inc

0.23

48,079,227

163,091 Medium

United States

t Consumer Cyclical

.T.a..r.g..a..R..e..s..o..u.r.c..e..s...C..o.r..p.............................................................................0....2..3................4..8..,.0..6.9..,.0..3..2.....................8..5..3..,.6..5.0..........M...e..d..i.u..m..............U..n..i.t.e..d..S..t..a.t.e..s.............o .......E..n..e.r.g..y.................................

Keysight Technologies Inc

0.23

48,033,845

724,711 Medium

United States

a Technology

Jack Henry & Associates Inc

0.23

47,692,634

297,930 Medium

United States

p Industrials

PTC Inc

0.23

47,630,356

448,539 Medium

United States

a Technology

Teleflex Inc

0.23

46,949,718

176,443 Medium

United States

d Healthcare

S...S..&..C...T.e..c.h..n..o..l.o.g..i.e..s..H...o.l.d..i.n.g..s...I.n.c...............................................................0....2..2................4..5..,.3..6.9..,.0..9..4.....................7..9..8..,.3..3.0..........M...e..d..i.u..m..............U..n..i.t.e..d..S..t..a.t.e..s.............a .......T.e..c..h..n.o..l.o..g..y..........................

IDEX Corp

0.21

44,706,999

296,741 Medium

United States

p Industrials

Arch Capital Group Ltd

0.21

44,694,521

1,499,313 Medium

United States

y Financial Services

Ally Financial Inc

0.21

44,132,407

1,668,522 Medium

United States

y Financial Services

Vail Resorts Inc

0.20

42,592,454

155,209 Medium

United States

t Consumer Cyclical

N...e..u..r.o.c..r.i.n..e...B..io..s..c.i.e..n..c..e.s...I.n.c......................................................................0....2..0................4..2..,.4..2.3..,.1..6..0.....................3..4..5..,.0..4.4..........M...e..d..i.u..m..............U..n..i.t.e..d..S..t..a.t.e..s.............d .......H..e..a..l.t.h.c..a..r.e...........................

Marvell Technology Group Ltd

0.20

42,178,683

2,185,424 Large

China

a Technology

Burlington Stores Inc

0.20

42,078,000

258,274 Medium

United States

s Consumer Defensive

Trimble Inc

0.20

41,987,010

966,107 Medium

United States

a Technology

VMware Inc

0.20

41,566,269

266,348 Large

United States

a Technology

O...l.d..D..o..m...i.n..io..n...F.r..e.i.g..h..t..L.i.n..e..s..I.n..c.................................................................0....2..0................4..1..,.1..5.3..,.0..6..8.....................2..5..5..,.1..9.7..........M...e..d..i.u.m...............U..n..i.t.e..d..S..t..a.t.e..s.............p .......I.n..d.u..s..t.r.i.a..ls............................

Aramark

0.20

40,730,390

946,778 Medium

United States

t Consumer Cyclical

Fidelity National Financial Inc

0.19

40,255,601

1,023,014 Medium

United States

y Financial Services

Spirit AeroSystems Holdings Inc

0.19

40,199,770

438,527 Medium

United States

p Industrials

Atmos Energy Corp

0.19

39,606,355

421,748 Medium

United States

f Utilities

Steel Dynamics Inc

0.19

39,605,555

876,423 Medium

United States

r Basic Materials

?2018 Morningstar, Inc., Morningstar Investment ProfilesTM 312-696-6000. All rights reserved. The information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of information. Past performance is no guarantee of future performance. Visit our investment website at

?

Page 3 of 49

Small/Mid-Cap Indexed Equity Fund

.......................................................................................................................................................................................................................................................................................................................................

Total Stocks

Total Bonds

Total Cash

2519

0

2

Stock Portfolio Analysis as of 09-30-18

Security Name

Net Assets %

Market Value $

Shares Owned Market Cap

Country

Sector

Vistra Energy Corp

0.19

39,525,736

1,588,655 Medium

United States

f Utilities

Sarepta Therapeutics Inc

0.19

38,746,572

239,902 Medium

United States

d Healthcare

Leidos Holdings Inc

0.18

38,329,094

554,209 Medium

United States

a Technology

Jazz Pharmaceuticals PLC

0.18

38,286,564

227,720 Medium

United States

d Healthcare

L..a..m...b..W....e..s.t.o..n...H..o..l.d.i.n..g..s..I.n..c......................................................................0....1..8................3..7..,.8..0.2..,.1..6..0.....................5..6..7..,.6..0.0..........M...e..d..i.u..m..............U..n..i.t.e..d..S..t..a.t.e..s.............s .......C..o..n..s.u..m...e..r..D..e..f.e..n.s..i.v.e.............

The Ultimate Software Group Inc

0.18

37,608,594

116,728 Medium

United States

a Technology

Qurate Retail Inc Class A

0.18

37,457,809

1,686,529 Medium

United States

t Consumer Cyclical

Alleghany Corp

0.18

37,201,388

57,011 Medium

United States

y Financial Services

Lear Corp

0.18

37,187,860

256,468 Medium

United States

t Consumer Cyclical

U...G..I..C..o..r.p................................................................................................0....1..8................3..7..,.1..4.7..,.6..8..8.....................6..6..9..,.5..6.9..........M...e..d..i.u..m..............U..n..i.t.e..d..S..t..a.t.e..s.............f .......U..t.i.l.i.t.i.e.s................................

STERIS PLC

0.18

37,120,283

324,478 Medium

United States

d Healthcare

Bunge Ltd

0.18

37,081,138

539,676 Medium

United States

s Consumer Defensive

Exact Sciences Corp

0.18

36,616,670

463,972 Medium

United States

d Healthcare

Amdocs Ltd

0.18

36,544,607

553,874 Medium

United States

a Technology

Z..e..b..r.a...T.e..c..h.n..o..l.o..g.i.e..s...C..o.r.p..........................................................................0....1..7................3..6..,.1..7.3..,.2..2..9.....................2..0..4..,.5..6.5..........M...e..d..i.u.m...............U..n..i.t.e..d..S..t..a.t.e..s.............p .......I.n..d.u..s..t.r.i.a..ls............................

Reinsurance Group of America Inc

0.17

36,137,976

249,986 Medium

United States

y Financial Services

Cognex Corp

0.17

35,785,197

641,082 Medium

United States

a Technology

Tyler Technologies Inc

0.17

35,769,448

145,962 Medium

United States

a Technology

Molina Healthcare Inc

0.17

35,275,655

237,227 Medium

United States

d Healthcare

W....e..s.t.i.n..g..h.o..u..s..e..A...ir...B..r.a.k..e...T.e..c..h.n..o..l.o..g.i.e..s..C...o.r.p...............................................0....1..7................3..4..,.9..2.1..,.5..7..9.....................3..3..2..,.9..6.7..........M...e..d..i.u.m...............U..n..i.t.e..d..S..t..a.t.e..s.............p .......I.n..d.u..s..t.r.i.a..ls............................

West Pharmaceutical Services Inc

0.17

34,596,664

280,203 Medium

United States

d Healthcare

Atlassian Corporation PLC A

0.16

34,264,392

356,401 Large

United States

a Technology

AGNC Investment Corp

0.16

34,153,000

1,833,226 Medium

United States

u Real Estate

Liberty Broadband Corp C

0.16

33,868,199

401,758 Medium

United States

i Communication Services

T..e..le..d..y..n.e...T..e.c..h..n..o..lo..g..i.e.s...I.n..c.......................................................................0....1..6................3..3..,.7..7.3..,.6..9..9.....................1..3..6..,.9..1.3..........M...e..d..i.u..m..............U..n..i.t.e..d..S..t..a.t.e..s.............a .......T.e..c..h..n.o..l.o..g..y..........................

East West Bancorp Inc

0.16

33,235,375

550,528 Medium

United States

y Financial Services

RPM International Inc

0.16

33,060,305

509,090 Medium

United States

r Basic Materials

FactSet Research Systems Inc

0.16

32,728,549

146,299 Medium

United States

y Financial Services

ServiceMaster Global Holdings Inc

0.16

32,654,639

526,433 Medium

United States

p Industrials

Q...i.a.g..e..n...N..V..............................................................................................0....1..6................3..2..,.5..6.2..,.1..4..0.....................8..5..9..,.6..1.3..........M...e..d..i.u..m..............U..n..i.t.e..d..S..t..a.t.e..s.............d .......H..e..a..l.t.h.c..a..r.e...........................

Sensata Technologies Holding PLC

0.16

32,512,034

656,146 Medium

United States

a Technology

Voya Financial Inc

0.16

32,495,256

654,223 Medium

United States

y Financial Services

WEX Inc

0.15

32,131,839

160,051 Medium

United States

p Industrials

Wayfair Inc Class A

0.15

32,120,588

217,516 Medium

United States

t Consumer Cyclical

S...u.n...C..o..m...m...u.n..i.t.i.e..s..I.n..c..............................................................................0....1..5................3..2..,.0..8.3..,.3..9..1.....................3..1..5..,.9..6.8..........M...e..d..i.u.m...............U..n..i.t.e..d..S..t..a.t.e..s.............u .......R..e..a..l.E..s..t.a..t.e..........................

Camden Property Trust

0.15

32,065,410

342,689 Medium

United States

u Real Estate

Seattle Genetics Inc

0.15

32,041,201

415,472 Medium

United States

d Healthcare

CDK Global Inc

0.15

31,950,643

510,720 Medium

United States

a Technology

Athene Holding Ltd A

0.15

31,835,527

616,251 Medium

United States

y Financial Services

E..q..u..i.t.y..L..i.f.e.s..t.y..l.e..P..r.o..p..e..r.t.i.e.s...I.n..c..................................................................0....1..5................3..1..,.6..6.3..,.7..6..3.....................3..2..8..,.2..9.2..........M...e..d..i.u.m...............U..n..i.t.e..d..S..t..a.t.e..s.............u .......R..e..a..l.E..s..t.a..t.e..........................

SEI Investments Co

0.15

31,611,307

517,370 Medium

United States

y Financial Services

Aspen Technology Inc

0.15

31,566,397

277,117 Medium

United States

a Technology

Sirius XM Holdings Inc

0.15

31,520,412

4,987,407 Large

United States

t Consumer Cyclical

Guidewire Software Inc

0.15

31,337,544

310,242 Medium

United States

a Technology

N...o..r.d..s.o..n...C..o..r.p.........................................................................................0....1..5................3..1..,.1..8.8..,.6..0..6.....................2..2..4..,.5..4.0..........M...e..d..i.u.m...............U..n..i.t.e..d..S..t..a.t.e..s.............p .......I.n..d.u..s..t.r.i.a..ls............................

KAR Auction Services Inc

0.15

31,146,242

521,800 Medium

United States

t Consumer Cyclical

Lennox International Inc

0.15

31,094,045

142,372 Medium

United States

p Industrials

WPX Energy Inc Class A

0.15

30,995,383

1,540,526 Medium

United States

o Energy

American Financial Group Inc

0.15

30,922,012

278,652 Medium

United States

y Financial Services

H...D...S..u..p..p.l.y...H..o..ld..i.n..g..s..I.n..c...........................................................................0....1..5................3..0..,.7..8.3..,.9..3..9.....................7..1..9..,.4..1.9..........M...e..d..i.u.m...............U..n..i.t.e..d..S..t..a.t.e..s.............p .......I.n..d.u..s..t.r.i.a..ls............................

NVR Inc

0.15

30,346,366

12,282 Medium

United States

t Consumer Cyclical

Alnylam Pharmaceuticals Inc

0.15

30,270,455

345,869 Medium

United States

d Healthcare

ON Semiconductor Corp

0.15

30,257,194

1,641,736 Medium

United States

a Technology

bluebird bio Inc

0.15

30,256,018

207,233 Medium

United States

d Healthcare

Service Corp International

0.14

30,159,295

682,337 Medium

United States

t Consumer Cyclical

?2018 Morningstar, Inc., Morningstar Investment ProfilesTM 312-696-6000. All rights reserved. The information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of information. Past performance is no guarantee of future performance. Visit our investment website at

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Page 4 of 49

Small/Mid-Cap Indexed Equity Fund

.......................................................................................................................................................................................................................................................................................................................................

Total Stocks

Total Bonds

Total Cash

2519

0

2

Stock Portfolio Analysis as of 09-30-18

Security Name

Net Assets %

Market Value $

Shares Owned Market Cap

Country

Sector

Tableau Software Inc A

0.14

29,983,641

268,334 Medium

United States

a Technology

Paycom Software Inc

0.14

29,932,898

192,606 Medium

United States

a Technology

Pinnacle Foods Inc

0.14

29,782,010

459,528 Medium

United States

s Consumer Defensive

WR Berkley Corp

0.14

29,477,704

368,794 Medium

United States

y Financial Services

E..n..c..o..m..p..a..s..s..H..e..a..l.t.h...C..o.r..p..........................................................................0....1..4................2..9..,.4..5.3..,.3..3..0.....................3..7..7..,.8..4.9..........M...e..d..i.u..m..............U..n..i.t.e..d..S..t..a.t.e..s.............d .......H..e..a..l.t.h.c..a..r.e...........................

Parsley Energy Inc A

0.14

29,396,162

1,004,997 Medium

United States

o Energy

Ingredion Inc

0.14

29,316,588

279,312 Medium

United States

s Consumer Defensive

Alcoa Corp

0.14

29,277,880

724,700 Medium

United States

r Basic Materials

Bio-Techne Corp

0.14

29,267,741

143,392 Medium

United States

d Healthcare

.E.n..e..r.g..e..n..C..o..r.p..........................................................................................0....1..4................2..9..,.2..4.6..,.1..8..4.....................3..3..9..,.4..0.1..........M...e..d..i.u..m..............U..n..i.t.e..d..S..t..a.t.e..s.............o .......E..n..e.r.g..y.................................

Donaldson Co Inc

0.14

29,209,991

501,373 Medium

United States

p Industrials

Graco Inc

0.14

29,197,073

630,062 Medium

United States

p Industrials

Live Nation Entertainment Inc

0.14

29,178,599

535,682 Medium

United States

t Consumer Cyclical

Liberty SiriusXM Group C

0.14

28,674,654

659,946 Medium

United States

t Consumer Cyclical

B...la..c..k..K..n..i.g..h.t...In..c...A...................................................................................0....1..4................2..8..,.6..2.8..,.0..8..6.....................5..5..1..,.0..7.0..........M...e..d..i.u..m..............U..n..i.t.e..d..S..t..a.t.e..s.............a .......T.e..c..h..n.o..l.o..g..y..........................

Liberty Formula One Group C

0.14

28,488,098

766,015 Medium

United States

t Consumer Cyclical

Hubbell Inc

0.14

28,336,876

212,150 Medium

United States

a Technology

Zendesk Inc

0.14

28,317,782

398,842 Medium

United States

a Technology

OGE Energy Corp

0.13

28,119,852

774,225 Medium

United States

f Utilities

C...a.r.l.i.s..le...C..o..m...p..a.n..i.e..s..I.n..c............................................................................0....1..3................2..8..,.0..0.5..,.9..6..1.....................2..2..9..,.9..3.4..........M...e..d..i.u.m...............U..n..i.t.e..d..S..t..a.t.e..s.............p .......I.n..d.u..s..t.r.i.a..ls............................

VICI Properties Inc Ordinary Shares

0.13

27,827,102

1,287,100 Medium

United States

u Real Estate

Gaming and Leisure Properties Inc

0.13

27,583,266

782,504 Medium

United States

u Real Estate

Five Below Inc

0.13

27,444,611

211,015 Medium

United States

t Consumer Cyclical

VEREIT Inc Class A

0.13

27,322,342

3,763,408 Medium

United States

u Real Estate

T..e..r.a..d.y..n..e...In..c...........................................................................................0....1..3................2..7..,.2..8.5..,.3..9..7.....................7..3..7..,.8..4.2..........M...e..d..i.u..m..............U..n..i.t.e..d..S..t..a.t.e..s.............a .......T.e..c..h..n.o..l.o..g..y..........................

The Chemours Co

0.13

27,240,459

690,681 Medium

United States

r Basic Materials

EPAM Systems Inc

0.13

27,110,789

196,883 Medium

United States

a Technology

The Middleby Corp

0.13

27,014,748

208,850 Medium

United States

p Industrials

Booz Allen Hamilton Holding Corp

0.13

26,807,247

540,142 Medium

United States

p Industrials

N...a..t.i.o.n..a..l..R..e.t..a.i.l..P..r.o.p..e..r.t.i.e..s..I.n..c...................................................................0....1..3................2..6..,.6..4.7..,.8..6..5.....................5..9..4..,.5..5.3..........M...e..d..i.u.m...............U..n..i.t.e..d..S..t..a.t.e..s.............u .......R..e..a..l.E..s..t.a..t.e..........................

Zayo Group Holdings Inc

0.13

26,641,732

767,331 Medium

United States

a Technology

Invitation Homes Inc

0.13

26,575,004

1,159,974 Medium

United States

u Real Estate

Kilroy Realty Corp

0.13

26,482,931

369,409 Medium

United States

u Real Estate

W.P. Carey Inc

0.13

26,427,487

410,939 Medium

United States

u Real Estate

.B..r.o.w...n...&...B..r.o..w..n...I.n..c.................................................................................0....1..3................2..6..,.3..6.9..,.3..4..3.....................8..9..1..,.7..6.0..........M...e..d..i.u..m..............U..n..i.t.e..d..S..t..a.t.e..s.............y .......F..in..a..n..c.i.a..l..S..e.r..v.i.c..e.s.................

Bright Horizons Family Solutions Inc

0.12

26,011,648

220,737 Medium

United States

t Consumer Cyclical

Fair Isaac Corp

0.12

25,910,714

113,370 Medium

United States

a Technology

US Foods Holding Corp

0.12

25,780,930

836,500 Medium

United States

s Consumer Defensive

Bio-Rad Laboratories Inc

0.12

25,700,548

82,113 Medium

United States

d Healthcare

.P.a..r.k...H..o..t.e..ls...&...R..e..s.o..r.t.s...I.n.c.........................................................................0....1..2................2..5..,.6..1.7..,.7..4..9.....................7..8..0..,.5..5.3..........M...e..d..i.u..m..............U..n..i.t.e..d..S..t..a.t.e..s.............u .......R..e..a..l.E..s..t.a..t.e..........................

Sabre Corp

0.12

25,566,667

980,317 Medium

United States

a Technology

AptarGroup Inc

0.12

25,544,400

237,093 Medium

United States

t Consumer Cyclical

Aqua America Inc

0.12

25,514,763

691,457 Medium

United States

f Utilities

Jones Lang LaSalle Inc

0.12

25,418,504

176,126 Medium

United States

u Real Estate

.M...a.r.k..e..t.A..x..e..s.s...H..o..l.d.i.n..g..s..I.n..c.......................................................................0....1..2................2..5..,.4..0.0..,.5..5..5.....................1..4..2..,.3..0.8..........M...e..d..i.u..m..............U..n..i.t.e..d..S..t..a.t.e..s.............y .......F..in..a..n..c.i.a..l..S..e.r..v.i.c..e.s.................

Alkermes PLC

0.12

25,346,229

597,225 Medium

United States

d Healthcare

Catalent Inc

0.12

25,095,681

550,948 Medium

United States

d Healthcare

Pool Corp

0.12

25,044,516

150,075 Medium

United States

t Consumer Cyclical

Ionis Pharmaceuticals Inc

0.12

25,044,102

485,539 Medium

United States

d Healthcare

C...IT...G..r.o..u..p...I.n.c..........................................................................................0....1..2................2..5..,.0..0.9..,.5..8..7.....................4..8..4..,.5..8.8..........M...e..d..i.u.m...............U..n..i.t.e..d..S..t..a.t.e..s.............y .......F..in..a..n..c.i.a..l..S..e.r..v.i.c..e.s.................

Post Holdings Inc

0.12

24,940,101

254,387 Medium

United States

s Consumer Defensive

Arrow Electronics Inc

0.12

24,906,081

337,847 Medium

United States

a Technology

Acuity Brands Inc

0.12

24,853,320

158,100 Medium

United States

a Technology

Berry Global Group Inc

0.12

24,764,695

511,773 Medium

United States

t Consumer Cyclical

Sage Therapeutics Inc

0.12

24,756,888

175,270 Medium

United States

d Healthcare

?2018 Morningstar, Inc., Morningstar Investment ProfilesTM 312-696-6000. All rights reserved. The information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of information. Past performance is no guarantee of future performance. Visit our investment website at

?

Page 5 of 49

Small/Mid-Cap Indexed Equity Fund

.......................................................................................................................................................................................................................................................................................................................................

Total Stocks

Total Bonds

Total Cash

2519

0

2

Stock Portfolio Analysis as of 09-30-18

Security Name

Net Assets %

Market Value $

Shares Owned Market Cap

Country

Sector

Lamar Advertising Co Class A

0.12

24,726,240

317,818 Medium

United States

u Real Estate

Old Republic International Corp

0.12

24,630,689

1,100,567 Medium

United States

y Financial Services

Integrated Device Technology Inc

0.12

24,604,423

523,387 Medium

United States

a Technology

WABCO Holdings Inc

0.12

24,521,023

207,911 Medium

United States

t Consumer Cyclical

O...m...e.g..a...H..e..a..lt..h.c..a..r.e...I.n.v..e..s.t..o.r.s...I.n..c..............................................................0....1..2................2..4..,.4..8.6..,.7..2..7.....................7..4..7..,.2..3.0..........M...e..d..i.u.m...............U..n..i.t.e..d..S..t..a.t.e..s.............u .......R..e..a..l.E..s..t.a..t.e..........................

The Toro Co

0.12

24,482,273

408,242 Medium

United States

p Industrials

Allison Transmission Holdings Inc

0.12

24,415,574

469,440 Medium

United States

t Consumer Cyclical

Commerce Bancshares Inc

0.12

24,331,275

368,544 Medium

United States

y Financial Services

Herbalife Nutrition Ltd

0.12

24,327,882

445,974 Large

China

s Consumer Defensive

C...h.a..r.l.e..s..R..i.v..e..r..L.a..b..o..r.a.t..o.r.i.e..s...In..t.e..r.n..a..t.i.o..n.a..l..I.n.c...............................................0....1..2................2..4..,.2..9.4..,.5..6..0.....................1..8..0..,.5..7.5..........M...e..d..i.u..m..............U..n..i.t.e..d..S..t..a.t.e..s.............d .......H..e..a..l.t.h.c..a..r.e...........................

Axalta Coating Systems Ltd

0.12

24,250,098

831,622 Medium

United States

r Basic Materials

Hill-Rom Holdings Inc

0.12

24,249,283

256,878 Medium

United States

d Healthcare

Liberty Property Trust

0.12

24,206,166

572,927 Medium

United States

u Real Estate

Signature Bank

0.12

24,148,555

210,280 Medium

United States

y Financial Services

.C..y.r.u..s..O..n..e..I.n..c..........................................................................................0....1..2................2..3..,.9..8.2..,.4..4..5.....................3..7..8..,.2..7.2..........M...e..d..i.u..m..............U..n..i.t.e..d..S..t..a.t.e..s.............u .......R..e..a..l.E..s..t.a..t.e..........................

PRA Health Sciences Inc

0.12

23,970,953

217,542 Medium

United States

d Healthcare

Crown Holdings Inc

0.11

23,902,176

497,962 Medium

United States

t Consumer Cyclical

Insulet Corp

0.11

23,880,282

225,392 Medium

United States

d Healthcare

RingCentral Inc Class A

0.11

23,871,326

256,543 Medium

United States

a Technology

T..w...il.i.o...In..c...A.............................................................................................0....1..1................2..3..,.8..3.9..,.4..2..3.....................2..7..6..,.3..0.3..........M...e..d..i.u..m..............U..n..i.t.e..d..S..t..a.t.e..s.............a .......T.e..c..h..n.o..l.o..g..y..........................

JetBlue Airways Corp

0.11

23,807,766

1,229,740 Medium

United States

p Industrials

BWX Technologies Inc

0.11

23,739,746

379,593 Medium

United States

p Industrials

Dunkin' Brands Group Inc

0.11

23,735,555

321,969 Medium

United States

t Consumer Cyclical

Caesars Entertainment Corp

0.11

23,660,741

2,308,365 Medium

United States

t Consumer Cyclical

.E.a..t.o..n...V..a.n..c..e...C..o.r..p...................................................................................0....1..1................2..3..,.6..3.0..,.7..1..3.....................4..4..9..,.5..9.5..........M...e..d..i.u..m..............U..n..i.t.e..d..S..t..a.t.e..s.............y .......F..in..a..n..c.i.a..l..S..e.r..v.i.c..e.s.................

Haemonetics Corp

0.11

23,615,740

206,107 Medium

United States

d Healthcare

Etsy Inc

0.11

23,548,019

458,311 Medium

United States

t Consumer Cyclical

Okta Inc A

0.11

23,268,052

330,700 Medium

United States

a Technology

Reliance Steel & Aluminum Co

0.11

23,256,451

272,675 Medium

United States

r Basic Materials

P..a..c..W...e..s.t..B...a.n..c..o..r.p...................................................................................0....1..1................2..3..,.2..0.1..,.2..1..4.....................4..8..6..,.9..0.9..........M...e..d..i.u.m...............U..n..i.t.e..d..S..t..a.t.e..s.............y .......F..in..a..n..c.i.a..l..S..e.r..v.i.c..e.s.................

Douglas Emmett Inc

0.11

23,183,391

614,618 Medium

United States

u Real Estate

Polaris Industries Inc

0.11

23,170,953

229,529 Medium

United States

t Consumer Cyclical

LivaNova PLC

0.11

23,157,100

186,796 Medium

United States

d Healthcare

Vectren Corp

0.11

23,134,235

323,601 Medium

United States

f Utilities

.H..e..x.c..e..l.C..o..r.p............................................................................................0....1..1................2..3..,.1..2.1..,.3..8..8.....................3..4..4..,.8..3.8..........M...e..d..i.u..m..............U..n..i.t.e..d..S..t..a.t.e..s.............p .......I.n..d.u..s..t.r.i.a..ls............................

Huntsman Corp

0.11

23,067,350

847,130 Medium

United States

r Basic Materials

Curtiss-Wright Corp

0.11

23,064,573

167,840 Medium

United States

p Industrials

Continental Resources Inc

0.11

23,034,668

337,356 Large

United States

o Energy

The Madison Square Garden Co A

0.11

22,985,882

72,897 Medium

United States

t Consumer Cyclical

.L.i.n..c.o..l.n...E.l.e..c..t.r.i.c..H...o.l.d..i.n.g..s...I.n.c.....................................................................0....1..1................2..2..,.8..7.1..,.4..9..6.....................2..4..4..,.7..7.2..........M...e..d..i.u..m..............U..n..i.t.e..d..S..t..a.t.e..s.............p .......I.n..d.u..s..t.r.i.a..ls............................

Gentex Corp

0.11

22,871,167

1,065,758 Medium

United States

t Consumer Cyclical

Cullen/Frost Bankers Inc

0.11

22,764,160

217,964 Medium

United States

y Financial Services

New Residential Investment Corp

0.11

22,722,549

1,275,115 Medium

United States

u Real Estate

Transocean Ltd

0.11

22,705,020

1,627,600 Medium

United States

o Energy

.O..w...e.n..s..-.C..o..r.n..i.n.g...I.n..c.................................................................................0....1..1................2..2..,.6..8.7..,.7..3..6.....................4..1..8..,.0..5.3..........M...e..d..i.u..m..............U..n..i.t.e..d..S..t..a.t.e..s.............r .......B..a..s.i.c...M...a..t.e..r.ia..l.s....................

Rollins Inc

0.11

22,635,003

372,961 Medium

United States

p Industrials

PBF Energy Inc Class A

0.11

22,631,340

453,443 Medium

United States

o Energy

Brunswick Corp

0.11

22,597,066

337,169 Medium

United States

t Consumer Cyclical

Teladoc Health Inc

0.11

22,197,390

257,063 Medium

United States

a Technology

.C..o.m...m...S..c..o..p..e..H..o..l.d..i.n.g...C..o...I.n..c....................................................................0....1..1................2..2..,.1..2.9..,.5..1..3.....................7..1..9..,.4..2.5..........M...e..d..i.u..m..............U..n..i.t.e..d..S..t..a.t.e..s.............a .......T.e..c..h..n.o..l.o..g..y..........................

Watsco Inc

0.11

22,085,112

124,004 Medium

United States

a Technology

Heico Corp Class A

0.11

22,076,728

292,407 Medium

United States

p Industrials

Ligand Pharmaceuticals Inc

0.11

22,015,745

80,206 Medium

United States

d Healthcare

American Homes 4 Rent Class A

0.11

22,002,208

1,005,126 Medium

United States

u Real Estate

LPL Financial Holdings Inc

0.11

21,997,716

340,997 Medium

United States

y Financial Services

?2018 Morningstar, Inc., Morningstar Investment ProfilesTM 312-696-6000. All rights reserved. The information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of information. Past performance is no guarantee of future performance. Visit our investment website at

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