Global Multi-Strategy Fund · Alstom SA 79,183$ 3,364,319 0.12% Citrix Systems Inc 43,473$ 3,339,596 0.12% Bayer AG 24,220$ 3,308,514 0.12% ... PQ 10863 9-17 Not FDIC or NCUA Insured

Global Multi-Strategy Fund

As of September 30, 2017

ISSUER SHARES/ PAR

VALUE

MARKET

VALUE

SCHEDULE OF INVESTMENTS

% TOTAL NET

ASSETS

MATURITY

DATE

COUPON

RATE

Equity SecuritiesGMS Cayman Corporation 29,819 $ 28,486,686 1.00%

Monsanto Co 156,811 $ 18,789,094 0.66%

Halliburton Co 259,703 $ 11,954,129 0.42%

Rockwell Collins Inc 89,314 $ 11,674,233 0.41%

Dell Technologies Inc Class V 150,268 $ 11,602,192 0.41%

Bristol-Myers Squibb Co 180,820 $ 11,525,467 0.40%

Brocade Communications Systems Inc 950,151 $ 11,354,304 0.40%

CR Bard Inc 34,725 $ 11,129,363 0.39%

Alere Inc 215,609 $ 10,993,903 0.38%

DISH Network Corp 202,474 $ 10,980,165 0.38%

Facebook Inc 61,232 $ 10,462,712 0.37%

Tribune Media Co 220,637 $ 9,015,228 0.32%

Mylan NV 231,846 $ 7,273,009 0.25%

Microsoft Corp 97,428 $ 7,257,412 0.25%

Puma Biotechnology Inc 56,626 $ 6,780,964 0.24%

Citigroup Inc 91,306 $ 6,641,598 0.23%

Electronic Arts Inc 55,024 $ 6,496,133 0.23%

Orbital ATK Inc 48,047 $ 6,397,939 0.22%

Jack in the Box Inc 62,593 $ 6,379,479 0.22%

Prudential Financial Inc 57,860 $ 6,151,675 0.22%

Host Hotels & Resorts Inc 331,336 $ 6,126,403 0.21%

Alphabet Inc - A Shares 6,258 $ 6,093,540 0.21%

Apple Inc 39,000 $ 6,010,680 0.21%

Macquarie Infrastructure Corp 82,541 $ 5,957,809 0.21%

Altaba Inc 88,831 $ 5,884,165 0.21%

Broadcom Ltd 23,577 $ 5,718,366 0.20%

Liberty Ventures 98,408 $ 5,663,380 0.20%

Advisory Board Co/The 98,500 $ 5,282,063 0.18%

Extended Stay America Inc 257,360 $ 5,147,200 0.18%

NIKE Inc 99,125 $ 5,139,631 0.18%

Hilton Worldwide Holdings Inc 71,177 $ 4,943,243 0.17%

Costco Wholesale Corp 29,858 $ 4,905,371 0.17%

Air Products & Chemicals Inc 32,240 $ 4,875,333 0.17%

Autodesk Inc 42,478 $ 4,768,580 0.17%

Canadian National Railway Co 54,456 $ 4,511,850 0.16%

Nexstar Media Group Inc 71,754 $ 4,470,274 0.16%

Arconic Inc 178,587 $ 4,443,245 0.16%

EnPro Industries Inc 54,793 $ 4,412,480 0.15%

Amazon.com Inc 4,589 $ 4,411,635 0.15%

ConocoPhillips 88,053 $ 4,407,053 0.15%

Richmont Mines Inc 462,840 $ 4,314,029 0.15%

FMC Corp 46,119 $ 4,118,888 0.14%

9-17PQ 10863Not FDIC or NCUA Insured

May Lose Value, Not a Deposit, No Bank or Credit Union Guarantee

Not Insured by any Federal Government Agency



ISSUER SHARES/ PAR

VALUE

MARKET

VALUE


% TOTAL NET

ASSETS

MATURITY

DATE

COUPON

RATE

Gray Television Inc 261,892 $ 4,111,704 0.14%

PNC Financial Services Group Inc/The 30,326 $ 4,087,035 0.14%

Scripps Networks Interactive Inc 45,935 $ 3,945,357 0.14%

QUALCOMM Inc 76,065 $ 3,943,210 0.14%

Xylem Inc/NY 61,069 $ 3,824,751 0.13%

TJX Cos Inc/The 51,639 $ 3,807,343 0.13%

T-Mobile US Inc 60,913 $ 3,755,896 0.13%

Verizon Communications Inc 75,825 $ 3,752,579 0.13%

Bank of America Corp 147,286 $ 3,732,227 0.13%

Bunge Ltd 53,192 $ 3,694,716 0.13%

PTC Inc 65,647 $ 3,694,613 0.13%

Mandatory Exchangeable Trust 18,658 $ 3,659,207 0.13%06/03/20195.75

Pinnacle Foods Inc 62,471 $ 3,571,467 0.12%

Pinnacle Entertainment Inc 163,499 $ 3,484,164 0.12%

Deere & Co 27,689 $ 3,477,462 0.12%

Alstom SA 79,183 $ 3,364,319 0.12%

Citrix Systems Inc 43,473 $ 3,339,596 0.12%

Bayer AG 24,220 $ 3,308,514 0.12%

Paychex Inc 54,767 $ 3,283,829 0.11%

McDonald's Corp 20,789 $ 3,257,221 0.11%

Kraft Heinz Co/The 41,921 $ 3,250,974 0.11%

Workday Inc 30,508 $ 3,215,238 0.11%

Marriott International Inc/MD 29,151 $ 3,214,189 0.11%

Partners Group Holding AG 4,720 $ 3,204,399 0.11%

Public Storage 14,939 $ 3,196,797 0.11%

Ultra Petroleum Corp 368,014 $ 3,190,681 0.11%

C&J Energy Services Inc 104,798 $ 3,140,796 0.11%

New York REIT Inc 398,393 $ 3,127,385 0.11%

Halcon Resources Corp 453,491 $ 3,083,739 0.11%

Praxair Inc 21,961 $ 3,068,830 0.11%

Allergan PLC 4,075 $ 3,006,617 0.11%03/01/20185.50

Ulta Beauty Inc 13,292 $ 3,004,790 0.11%

Alphabet Inc - C Shares 3,130 $ 3,002,014 0.11%

Lear Corp 17,265 $ 2,988,226 0.10%

NVR Inc 1,043 $ 2,977,765 0.10%

Baker Hughes a GE Co 81,153 $ 2,971,823 0.10%

General Electric Co 122,593 $ 2,964,299 0.10%

Conagra Brands Inc 87,241 $ 2,943,511 0.10%

Markel Corp 2,749 $ 2,935,877 0.10%

Knight-Swift Transportation Holdings Inc 70,629 $ 2,934,635 0.10%

Everi Holdings Inc 381,216 $ 2,893,429 0.10%

Welltower Inc 45,600 $ 2,892,408 0.10% 6.50

M&T Bank Corp 17,942 $ 2,889,380 0.10%






ISSUER SHARES/ PAR

VALUE

MARKET

VALUE


% TOTAL NET

ASSETS

MATURITY

DATE

COUPON

RATE

Activision Blizzard Inc 44,494 $ 2,870,308 0.10%

Visa Inc 26,863 $ 2,827,062 0.10%

Parsley Energy Inc 107,054 $ 2,819,802 0.10%

MetLife Inc 54,272 $ 2,819,430 0.10%

Marsh & McLennan Cos Inc 33,403 $ 2,799,505 0.10%

Motorola Solutions Inc 32,931 $ 2,794,854 0.10%

Mohawk Industries Inc 11,231 $ 2,779,785 0.10%

Edwards Lifesciences Corp 25,370 $ 2,773,195 0.10%

Element Comm Aviation 280 $ 2,772,843 0.10%

Sony Corp 73,600 $ 2,745,918 0.10%

ACS Actividades de Construccion y Servicios SA 73,719 $ 2,734,783 0.10%

ManpowerGroup Inc 23,208 $ 2,734,367 0.10%

Sinclair Broadcast Group Inc 84,985 $ 2,723,769 0.10%

XL Group Ltd 67,990 $ 2,682,206 0.09%

Equity Residential 40,652 $ 2,680,186 0.09%

International Paper Co 46,202 $ 2,625,198 0.09%

Newfield Exploration Co 86,750 $ 2,573,873 0.09%

Yum! Brands Inc 34,751 $ 2,558,021 0.09%

Home Depot Inc/The 15,420 $ 2,522,095 0.09%

Eaton Corp PLC 32,692 $ 2,510,419 0.09%

Ross Stores Inc 38,876 $ 2,510,223 0.09%

Tropicana Entertainment Inc 53,176 $ 2,499,272 0.09%

Accenture PLC - Class A 18,352 $ 2,478,805 0.09%

Baxter International Inc 39,449 $ 2,475,425 0.09%

Huntsman Corp 89,418 $ 2,451,842 0.09%

American International Group Inc 39,930 $ 2,451,303 0.09%

Chubb Ltd 17,184 $ 2,449,579 0.09%

Bank of New York Mellon Corp/The 46,080 $ 2,443,162 0.09%

NXP Semiconductors NV 21,602 $ 2,442,970 0.09%

Kimberly-Clark Corp 20,117 $ 2,367,369 0.08%

Waste Connections Inc 33,798 $ 2,364,508 0.08%

Las Vegas Sands Corp 36,694 $ 2,354,287 0.08%

United Parcel Service Inc 19,551 $ 2,347,880 0.08%

Cimarex Energy Co 20,514 $ 2,331,826 0.08%

Applied Materials Inc 44,667 $ 2,326,704 0.08%

Comcast Corp - Class A 59,761 $ 2,299,603 0.08%

Songa Offshore 322,488 $ 2,299,453 0.08%

Vestas Wind Systems A/S 25,464 $ 2,288,852 0.08%

CoStar Group Inc 8,520 $ 2,285,490 0.08%

Anthem Inc 43,075 $ 2,252,392 0.08%05/01/20185.25

Shin-Etsu Chemical Co Ltd 24,890 $ 2,227,654 0.08%

Digital Realty Trust Inc 18,804 $ 2,225,077 0.08%

McKesson Corp 14,434 $ 2,217,207 0.08%






ISSUER SHARES/ PAR

VALUE

MARKET

VALUE


% TOTAL NET

ASSETS

MATURITY

DATE

COUPON

RATE

Bemis Co Inc 48,490 $ 2,209,689 0.08%

Athene Holding Ltd 40,920 $ 2,203,133 0.08%

Coach Inc 54,597 $ 2,199,167 0.08%

Allergan PLC 10,713 $ 2,195,629 0.08%

UnitedHealth Group Inc 11,188 $ 2,191,170 0.08%

Hershey Co/The 20,027 $ 2,186,348 0.08%

Time Warner Inc 21,198 $ 2,171,735 0.08%

Cummins Inc 12,885 $ 2,165,067 0.08%

NRG Energy Inc 84,257 $ 2,156,137 0.08%

Veresen Inc 143,421 $ 2,151,746 0.08%

ServiceNow Inc 18,169 $ 2,135,403 0.07%

Amgen Inc 11,441 $ 2,133,174 0.07%

Biogen Inc 6,780 $ 2,122,954 0.07%

Priceline Group Inc/The 1,145 $ 2,096,289 0.07%

AMP Ltd 551,827 $ 2,095,437 0.07%

Procter & Gamble Co/The 22,915 $ 2,084,807 0.07%

Repsol SA 112,935 $ 2,084,133 0.07%

American Express Co 23,009 $ 2,081,394 0.07%

Humana Inc 8,494 $ 2,069,393 0.07%

Midstates Petroleum Co Inc 132,976 $ 2,066,447 0.07%

Aon PLC 14,102 $ 2,060,302 0.07%

Mitsubishi UFJ Financial Group Inc 316,393 $ 2,057,136 0.07%

Fortive Corp 28,607 $ 2,025,090 0.07%

Engie SA 118,564 $ 2,013,372 0.07%

Medtronic PLC 25,734 $ 2,001,333 0.07%

Northrop Grumman Corp 6,915 $ 1,989,584 0.07%

Adobe Systems Inc 13,311 $ 1,985,735 0.07%

Lennox International Inc 10,967 $ 1,962,764 0.07%

Shionogi & Co Ltd 35,800 $ 1,957,075 0.07%

Volkswagen AG 11,559 $ 1,955,187 0.07%

Luxottica Group SpA 34,733 $ 1,943,632 0.07%

OMV AG 33,297 $ 1,941,212 0.07%

Altria Group Inc 30,572 $ 1,938,876 0.07%

Avery Dennison Corp 19,475 $ 1,915,172 0.07%

Central Japan Railway Co 10,900 $ 1,912,838 0.07%

Coty Inc 115,517 $ 1,909,496 0.07%

Berry Global Group Inc 33,670 $ 1,907,406 0.07%

CSX Corp 35,078 $ 1,903,332 0.07%

Hologic Inc 51,700 $ 1,896,873 0.07%

Franklin Resources Inc 42,543 $ 1,893,589 0.07%

Wynn Resorts Ltd 12,696 $ 1,890,688 0.07%

S&P Global Inc 12,047 $ 1,883,067 0.07%

Diageo PLC 57,233 $ 1,882,133 0.07%






ISSUER SHARES/ PAR

VALUE

MARKET

VALUE


% TOTAL NET

ASSETS

MATURITY

DATE

COUPON

RATE

Loral Space & Communications Inc 37,911 $ 1,876,595 0.07%

Fresenius Medical Care AG & Co KGaA 19,160 $ 1,873,193 0.07%

Ocwen Financial Corp 540,649 $ 1,859,833 0.07%

Rice Energy Inc 64,108 $ 1,855,286 0.06%

Bank of the Ozarks 38,449 $ 1,847,474 0.06%

SM Energy Co 104,125 $ 1,847,178 0.06%

PayPal Holdings Inc 28,804 $ 1,844,320 0.06%

Vantiv Inc 26,120 $ 1,840,676 0.06%

Snam SpA 381,645 $ 1,839,157 0.06%

UCB SA 25,733 $ 1,833,935 0.06%

VWR Corp 55,354 $ 1,832,771 0.06%

Secom Co Ltd 25,000 $ 1,820,614 0.06%

Newmont Mining Corp 48,231 $ 1,809,145 0.06%

Genesee & Wyoming Inc 24,371 $ 1,803,698 0.06%

Fast Retailing Co Ltd 6,100 $ 1,799,225 0.06%

Klepierre SA 45,260 $ 1,777,646 0.06%

State Street Corp 18,581 $ 1,775,229 0.06%

Tesco PLC 702,944 $ 1,762,808 0.06%

UGI Corp 37,570 $ 1,760,530 0.06%

IDEX Corp 14,443 $ 1,754,391 0.06%

Novartis AG 20,415 $ 1,751,096 0.06%

Amphenol Corp 20,657 $ 1,748,408 0.06%

Stanley Black & Decker Inc 11,404 $ 1,721,662 0.06%

Illinois Tool Works Inc 11,562 $ 1,710,714 0.06%

Kamigumi Co Ltd 73,500 $ 1,702,824 0.06%

AMETEK Inc 25,705 $ 1,697,558 0.06%

SAP SE 15,463 $ 1,695,435 0.06%

Colgate-Palmolive Co 23,178 $ 1,688,517 0.06%

Fiat Chrysler Automobiles NV 93,255 $ 1,671,250 0.06%

Whiting Petroleum Corp 301,798 $ 1,647,817 0.06%

Cardinal Health Inc 24,464 $ 1,637,131 0.06%

MS&AD Insurance Group Holdings Inc 50,800 $ 1,637,100 0.06%

BlackRock Inc 3,622 $ 1,619,360 0.06%

Cisco Systems Inc 47,970 $ 1,613,231 0.06%

Union Pacific Corp 13,890 $ 1,610,823 0.06%

Level 3 Communications Inc 30,187 $ 1,608,665 0.06%

FANUC Corp 7,900 $ 1,601,754 0.06%

AMERCO 4,252 $ 1,594,075 0.06%

Recordati SpA 34,446 $ 1,589,562 0.06%

Becton Dickinson and Co 8,111 $ 1,589,350 0.06%

Cognizant Technology Solutions Corp 21,898 $ 1,588,481 0.06%

Hang Lung Group Ltd 441,000 $ 1,588,085 0.06%

Saputo Inc 45,800 $ 1,585,335 0.06%






ISSUER SHARES/ PAR

VALUE

MARKET

VALUE


% TOTAL NET

ASSETS

MATURITY

DATE

COUPON

RATE

Delphi Automotive PLC 16,103 $ 1,584,535 0.06%

Xilinx Inc 22,325 $ 1,581,280 0.06%

American Airlines Group Inc 33,100 $ 1,571,919 0.06%

Boston Scientific Corp 53,846 $ 1,570,688 0.05%

Garmin Ltd 29,083 $ 1,569,610 0.05%

Danske Bank A/S 38,957 $ 1,561,147 0.05%

3i Group PLC 127,305 $ 1,558,608 0.05%

SunTrust Banks Inc 25,707 $ 1,536,507 0.05%

Brighthouse Financial Inc 25,218 $ 1,533,254 0.05%

Texas Instruments Inc 17,098 $ 1,532,665 0.05%

Micron Technology Inc 38,854 $ 1,528,128 0.05%

Genting Singapore PLC 1,764,400 $ 1,525,700 0.05%

Japan Airlines Co Ltd 45,000 $ 1,523,309 0.05%

Vonovia SE 35,744 $ 1,522,248 0.05%

Kite Pharma Inc 8,455 $ 1,520,294 0.05%

XPO Logistics Inc 22,272 $ 1,509,596 0.05%

Cintas Corp 10,459 $ 1,509,025 0.05%

Hitachi Ltd 212,000 $ 1,494,781 0.05%

Keyence Corp 2,800 $ 1,489,230 0.05%

Tyson Foods Inc 20,938 $ 1,475,082 0.05%

Astellas Pharma Inc 114,900 $ 1,462,395 0.05%

AGL Energy Ltd 79,556 $ 1,460,858 0.05%

Raytheon Co 7,725 $ 1,441,331 0.05%

Jardine Matheson Holdings Ltd 22,700 $ 1,439,726 0.05%

Martin Marietta Materials Inc 6,979 $ 1,439,279 0.05%

AmerisourceBergen Corp 17,120 $ 1,416,680 0.05%

Coca-Cola Co/The 31,462 $ 1,416,105 0.05%

DNB ASA 69,565 $ 1,404,522 0.05%

Nintendo Co Ltd 3,800 $ 1,401,187 0.05%

AT&T Inc 35,768 $ 1,401,033 0.05%

Telefonaktiebolaget LM Ericsson 241,933 $ 1,394,765 0.05%

Miraca Holdings Inc 29,800 $ 1,387,308 0.05%

Berkshire Hathaway Inc - Class B 7,565 $ 1,386,816 0.05%

Moody's Corp 9,962 $ 1,386,810 0.05%

ANSYS Inc 11,273 $ 1,383,535 0.05%

Walgreens Boots Alliance Inc 17,806 $ 1,374,979 0.05%

Constellation Software Inc/Canada 2,500 $ 1,363,935 0.05%

NVIDIA Corp 7,604 $ 1,359,367 0.05%

Choice Hotels International Inc 21,257 $ 1,358,322 0.05%

Thomson Reuters Corp 29,600 $ 1,358,125 0.05%

AGNC Investment Corp 62,637 $ 1,357,970 0.05%

Ionis Pharmaceuticals Inc 26,728 $ 1,355,110 0.05%

DXC Technology Co 15,633 $ 1,342,562 0.05%






ISSUER SHARES/ PAR

VALUE

MARKET

VALUE


% TOTAL NET

ASSETS

MATURITY

DATE

COUPON

RATE

Monster Beverage Corp 24,048 $ 1,328,652 0.05%

WGL Holdings Inc 15,753 $ 1,326,403 0.05%

Calumet Specialty Products Partners LP 157,951 $ 1,318,891 0.05%

Asahi Group Holdings Ltd 32,500 $ 1,314,257 0.05%

DowDuPont Inc 18,960 $ 1,312,601 0.05%

Ste Industrielle d'Aviation Latecoere SA 190,517 $ 1,312,524 0.05%

Atos SE 8,433 $ 1,308,018 0.05%

Vulcan Materials Co 10,910 $ 1,304,836 0.05%

Westar Energy Inc 26,295 $ 1,304,232 0.05%

Porsche Automobil Holding SE 20,350 $ 1,302,023 0.05% 1.01

Arista Networks Inc 6,860 $ 1,300,725 0.05%

Progressive Corp/The 26,849 $ 1,300,029 0.05%

Straumann Holding AG 2,019 $ 1,298,448 0.05%

Alibaba Group Holding Ltd 7,516 $ 1,298,088 0.05%

Platform Specialty Products Corp 116,292 $ 1,296,656 0.05%

Sysco Corp 24,033 $ 1,296,580 0.05%

PACCAR Inc 17,891 $ 1,294,235 0.05%

American Tower Corp 9,415 $ 1,286,842 0.05%

CNH Industrial NV 105,884 $ 1,271,166 0.04%

Everest Re Group Ltd 5,529 $ 1,262,768 0.04%

DENTSPLY SIRONA Inc 20,938 $ 1,252,302 0.04%

Muenchener Rueckversicherungs-Gesellschaft AG in

Muenchen

5,833 $ 1,248,407 0.04%

Sompo Holdings Inc 32,000 $ 1,247,022 0.04%

AerGen Aviation Finance Ltd 12,150 $ 1,246,419 0.04%

Wolters Kluwer NV 26,931 $ 1,244,611 0.04%

Randstad Holding NV 20,125 $ 1,243,792 0.04%

Mizuho Financial Group Inc 708,600 $ 1,242,204 0.04%

International Flavors & Fragrances Inc 8,670 $ 1,239,030 0.04%

Laboratory Corp of America Holdings 8,198 $ 1,237,652 0.04%

Akorn Inc 37,264 $ 1,236,792 0.04%

Advanced Micro Devices Inc 96,957 $ 1,236,202 0.04%

Lockheed Martin Corp 3,947 $ 1,224,715 0.04%

Domino's Pizza Inc 6,163 $ 1,223,664 0.04%

TechnipFMC PLC 43,656 $ 1,218,876 0.04%

Legal & General Group PLC 347,489 $ 1,211,164 0.04%

Western Digital Corp 13,947 $ 1,205,021 0.04%

PAREXEL International Corp 13,657 $ 1,202,909 0.04%

PPL Corp 31,530 $ 1,196,564 0.04%

Microchip Technology Inc 13,316 $ 1,195,510 0.04%

Subaru Corp 33,100 $ 1,193,823 0.04%

London Stock Exchange Group PLC 23,156 $ 1,188,965 0.04%

Seattle Genetics Inc 21,812 $ 1,186,791 0.04%

Bank of Nova Scotia/The 18,400 $ 1,182,673 0.04%






ISSUER SHARES/ PAR

VALUE

MARKET

VALUE


% TOTAL NET

ASSETS

MATURITY

DATE

COUPON

RATE

Acacia Communications Inc 24,941 $ 1,174,721 0.04%

Calpine Corp 79,229 $ 1,168,628 0.04%

Wells Fargo & Co 21,122 $ 1,164,878 0.04%

RioCan Real Estate Investment Trust 60,300 $ 1,156,465 0.04%

Aflac Inc 14,103 $ 1,147,843 0.04%

KLA-Tencor Corp 10,790 $ 1,143,740 0.04%

ArcelorMittal 44,310 $ 1,143,027 0.04%

Nitto Denko Corp 13,700 $ 1,142,735 0.04%

FactSet Research Systems Inc 6,333 $ 1,140,637 0.04%

Newcrest Mining Ltd 68,905 $ 1,134,160 0.04%

Roche Holding AG 35,385 $ 1,132,320 0.04%

Toyo Tire & Rubber Co Ltd 50,315 $ 1,132,179 0.04%

Agnico Eagle Mines Ltd 24,900 $ 1,125,314 0.04%

Fujitsu Ltd 150,880 $ 1,122,931 0.04%

Sumitomo Rubber Industries Ltd 61,100 $ 1,121,438 0.04%

Marathon Oil Corp 82,280 $ 1,115,717 0.04%

TD Ameritrade Holding Corp 22,700 $ 1,107,760 0.04%

Origin Energy Ltd 188,065 $ 1,107,563 0.04%

Realogy Holdings Corp 33,530 $ 1,104,814 0.04%

Avista Corp 21,234 $ 1,099,284 0.04%

Southwest Airlines Co 19,631 $ 1,098,943 0.04%

Mixi Inc 22,600 $ 1,091,489 0.04%

ABB Ltd 43,842 $ 1,084,125 0.04%

Tokyo Electron Ltd 7,000 $ 1,077,644 0.04%

Forest City Realty Trust Inc 41,974 $ 1,070,757 0.04%

Skyworks Solutions Inc 10,493 $ 1,069,237 0.04%

Intercontinental Exchange Inc 15,560 $ 1,068,972 0.04%

Zillow Group Inc - C Shares 26,537 $ 1,067,053 0.04%

Orion Oyj 22,922 $ 1,064,312 0.04%

Danaher Corp 12,406 $ 1,064,187 0.04%

Toronto-Dominion Bank/The 18,900 $ 1,064,095 0.04%

Credit Acceptance Corp 3,794 $ 1,062,965 0.04%

Vertex Pharmaceuticals Inc 6,976 $ 1,060,631 0.04%

Adidas AG 4,681 $ 1,060,086 0.04%

Sherwin-Williams Co/The 2,953 $ 1,057,292 0.04%

Nippon Telegraph & Telephone Corp 23,011 $ 1,054,381 0.04%

Fairfax Financial Holdings Ltd 2,023 $ 1,052,771 0.04%

eBay Inc 27,342 $ 1,051,573 0.04%

First Republic Bank/CA 10,062 $ 1,051,077 0.04%

GCP Applied Technologies Inc 34,117 $ 1,047,392 0.04%

Tokio Marine Holdings Inc 26,752 $ 1,047,004 0.04%

Samsung Electronics Co Ltd 462 $ 1,039,603 0.04%

Starbucks Corp 19,344 $ 1,038,966 0.04%






ISSUER SHARES/ PAR

VALUE

MARKET

VALUE


% TOTAL NET

ASSETS

MATURITY

DATE

COUPON

RATE

Dollar Tree Inc 11,936 $ 1,036,284 0.04%

Axis Capital Holdings Ltd 17,968 $ 1,029,746 0.04%

Agilent Technologies Inc 16,015 $ 1,028,163 0.04%

Chipotle Mexican Grill Inc 3,300 $ 1,015,839 0.04%

Tableau Software Inc 13,523 $ 1,012,737 0.04%

Aisin Seiki Co Ltd 19,200 $ 1,012,276 0.04%

Masco Corp 25,752 $ 1,004,586 0.04%

Tate & Lyle PLC 115,187 $ 1,000,190 0.03%

Japan Post Bank Co Ltd 80,900 $ 999,797 0.03%

Regions Financial Corp 65,584 $ 998,844 0.03%

LVMH Moet Hennessy Louis Vuitton SE 3,600 $ 995,168 0.03%

SEI Investments Co 16,254 $ 992,469 0.03%

Boliden AB 29,199 $ 990,411 0.03%

Wayfair Inc 14,675 $ 989,095 0.03%

Osaka Gas Co Ltd 53,200 $ 988,799 0.03%

Mastercard Inc 6,982 $ 985,858 0.03%

Unicharm Corp 42,900 $ 982,641 0.03%

RWE AG 43,153 $ 981,723 0.03%

Diamondback Energy Inc 10,005 $ 980,090 0.03%

Telefonica SA 90,083 $ 978,933 0.03%

Symantec Corp 29,662 $ 973,210 0.03%

Mitsubishi Corp 41,000 $ 953,899 0.03%

T Rowe Price Group Inc 10,467 $ 948,834 0.03%

ASML Holding NV 5,538 $ 946,315 0.03%

Hirose Electric Co Ltd 6,700 $ 943,415 0.03%

Nissan Chemical Industries Ltd 26,700 $ 939,622 0.03%

Merck & Co Inc 14,654 $ 938,296 0.03%

Analog Devices Inc 10,888 $ 938,219 0.03%

Denso Corp 18,500 $ 936,292 0.03%

Yandex NV 28,382 $ 935,187 0.03%

LyondellBasell Industries NV 9,421 $ 933,150 0.03%

Franco-Nevada Corp 12,000 $ 929,609 0.03%

Fluor Corp 22,008 $ 926,537 0.03%

Camden Property Trust 10,120 $ 925,474 0.03%

Toho Gas Co Ltd 31,600 $ 925,459 0.03%

Arch Capital Group Ltd 9,294 $ 915,459 0.03%

Adecco Group AG 11,746 $ 915,067 0.03%

Fastenal Co 20,072 $ 914,882 0.03%

DexCom Inc 18,661 $ 912,989 0.03%

Tiffany & Co 9,821 $ 901,371 0.03%

Shimamura Co Ltd 7,500 $ 899,661 0.03%

Netflix Inc 4,940 $ 895,869 0.03%

GoDaddy Inc 20,576 $ 895,262 0.03%






ISSUER SHARES/ PAR

VALUE

MARKET

VALUE


% TOTAL NET

ASSETS

MATURITY

DATE

COUPON

RATE

Toyo Suisan Kaisha Ltd 24,300 $ 892,749 0.03%

EXOR NV 14,051 $ 891,740 0.03%

Banco Bilbao Vizcaya Argentaria SA 99,360 $ 888,313 0.03%

Viacom Inc - B Shares 31,881 $ 887,567 0.03%

Express Scripts Holding Co 13,959 $ 883,884 0.03%

T-Mobile US Inc 8,825 $ 881,706 0.03%12/15/20175.50

Fortinet Inc 24,598 $ 881,592 0.03%

LafargeHolcim Ltd 15,006 $ 878,525 0.03%

Hitachi High-Technologies Corp 24,152 $ 877,172 0.03%

Zodiac Aerospace 30,234 $ 874,101 0.03%

USS Co Ltd 43,300 $ 873,923 0.03%

General Motors Co 21,619 $ 872,975 0.03%

Pandora A/S 8,789 $ 868,988 0.03%

Allison Transmission Holdings Inc 23,045 $ 864,879 0.03%

Anadarko Petroleum Corp 17,671 $ 863,228 0.03%

Hitachi Chemical Co Ltd 31,400 $ 861,636 0.03%

CME Group Inc 6,342 $ 860,483 0.03%

Hess Corp 18,340 $ 859,963 0.03%

Bandai Namco Holdings Inc 25,000 $ 858,871 0.03%

Cenovus Energy Inc 85,000 $ 852,214 0.03%

CIMIC Group Ltd 24,453 $ 849,784 0.03%

TransUnion 17,973 $ 849,404 0.03%

Harley-Davidson Inc 17,556 $ 846,375 0.03%

Globalstar Inc 519,068 $ 846,081 0.03%

Maruichi Steel Tube Ltd 28,900 $ 841,381 0.03%

Honda Motor Co Ltd 28,320 $ 836,588 0.03%

Oracle Corp 17,277 $ 835,343 0.03%

Unilever NV 14,066 $ 831,450 0.03%

Koito Manufacturing Co Ltd 13,100 $ 822,617 0.03%

Ball Corp 19,843 $ 819,516 0.03%

Melco Resorts & Entertainment Ltd 33,661 $ 811,903 0.03%

Omron Corp 15,900 $ 810,780 0.03%

White Mountains Insurance Group Ltd 946 $ 810,722 0.03%

Santos Ltd 255,625 $ 810,616 0.03%

Willis Towers Watson PLC 5,254 $ 810,324 0.03%

WestRock Co 14,244 $ 808,062 0.03%

CF Industries Holdings Inc 22,954 $ 807,063 0.03%

Envision Healthcare Corp 17,944 $ 806,583 0.03%

Mediobanca SpA 75,022 $ 806,214 0.03%

Insulet Corp 14,560 $ 801,965 0.03%

Westlake Chemical Corp 9,638 $ 800,821 0.03%

EOG Resources Inc 8,269 $ 799,943 0.03%

Mettler-Toledo International Inc 1,271 $ 795,849 0.03%






ISSUER SHARES/ PAR

VALUE

MARKET

VALUE


% TOTAL NET

ASSETS

MATURITY

DATE

COUPON

RATE

AstraZeneca PLC 23,395 $ 792,623 0.03%

Takeda Pharmaceutical Co Ltd 14,300 $ 790,732 0.03%

Eastman Chemical Co 8,724 $ 789,435 0.03%

Mitsubishi Tanabe Pharma Corp 34,200 $ 785,130 0.03%

Alcoa Corp 16,767 $ 781,678 0.03%

Kroger Co/The 38,922 $ 780,775 0.03%

Sumitomo Mitsui Financial Group Inc 20,300 $ 780,315 0.03%

Waters Corp 4,342 $ 779,476 0.03%

NxStage Medical Inc 28,107 $ 775,753 0.03%

InterContinental Hotels Group PLC 14,583 $ 771,449 0.03%

Novo Nordisk A/S 16,043 $ 771,327 0.03%

CA Inc 23,077 $ 770,310 0.03%

Yamaha Corp 20,800 $ 767,966 0.03%

Barrick Gold Corp 47,700 $ 767,635 0.03%

UniFirst Corp/MA 5,050 $ 765,075 0.03%

Expedia Inc 5,298 $ 762,594 0.03%

Kansas City Southern 6,995 $ 760,217 0.03%

Steel Dynamics Inc 22,000 $ 758,340 0.03%

Zebra Technologies Corp 6,950 $ 754,631 0.03%

Devon Energy Corp 20,556 $ 754,611 0.03%

Black Hills Corp 10,000 $ 754,300 0.03%11/01/20187.75

Standard Chartered PLC 75,782 $ 753,507 0.03%

Idemitsu Kosan Co Ltd 26,600 $ 751,766 0.03%

Alliance Data Systems Corp 3,375 $ 747,731 0.03%

Travelers Cos Inc/The 6,100 $ 747,372 0.03%

DigitalGlobe Inc 21,129 $ 744,797 0.03%

Sika AG 100 $ 744,569 0.03%

Macquarie Group Ltd 10,395 $ 744,241 0.03%

Pfizer Inc 20,817 $ 743,167 0.03%

RenaissanceRe Holdings Ltd 5,486 $ 741,378 0.03%

TDK Corp 10,870 $ 738,651 0.03%

Coca-Cola Amatil Ltd 120,509 $ 731,497 0.03%

Enel SpA 120,923 $ 728,474 0.03%

Freeport-McMoRan Inc 51,598 $ 724,436 0.03%

Robert Half International Inc 14,298 $ 719,761 0.03%

EMS-Chemie Holding AG 1,070 $ 712,084 0.02%

AvalonBay Communities Inc 3,982 $ 710,468 0.02%

NN Group NV 16,887 $ 707,162 0.02%

E.ON SE 62,345 $ 706,766 0.02%

Arkema SA 5,733 $ 703,446 0.02%

Dollarama Inc 6,400 $ 700,294 0.02%

Waste Management Inc 8,908 $ 697,229 0.02%

METRO AG 32,885 $ 695,129 0.02%






ISSUER SHARES/ PAR

VALUE

MARKET

VALUE


% TOTAL NET

ASSETS

MATURITY

DATE

COUPON

RATE

Amadeus IT Group SA 10,446 $ 679,391 0.02%

Hornbeck Offshore Services Inc 167,806 $ 677,936 0.02%

Automatic Data Processing Inc 6,187 $ 676,363 0.02%

CenterPoint Energy Inc 22,926 $ 669,668 0.02%

DaVita Inc 11,252 $ 668,256 0.02%

AO Smith Corp 11,208 $ 666,091 0.02%

Silgan Holdings Inc 22,622 $ 665,765 0.02%

Stericycle Inc 9,235 $ 661,411 0.02%

Daiwa House Industry Co Ltd 19,110 $ 660,108 0.02%

voestalpine AG 12,940 $ 659,879 0.02%

Renault SA 6,707 $ 659,009 0.02%

Ezaki Glico Co Ltd 12,412 $ 655,176 0.02%

Casino Guichard Perrachon SA 11,011 $ 653,029 0.02%

NGK Spark Plug Co Ltd 30,606 $ 651,802 0.02%

Alps Electric Co Ltd 24,520 $ 648,032 0.02%

Twenty-First Century Fox Inc - A Shares 24,500 $ 646,310 0.02%

Omnicom Group Inc 8,697 $ 644,187 0.02%

Rockwell Automation Inc 3,608 $ 642,982 0.02%

Bunge Ltd 6,157 $ 640,416 0.02% 4.88

Suruga Bank Ltd 29,400 $ 634,444 0.02%

Kroton Educacional SA 100,500 $ 633,688 0.02%

Liberty Property Trust 15,393 $ 632,037 0.02%

Navios Maritime Partners LP 307,375 $ 630,119 0.02%

Uber Technologies Inc 15,196 $ 630,026 0.02%

Pinterest Inc 87,425 $ 627,632 0.02%

Under Armour Inc - Class C 41,783 $ 627,581 0.02%

Kuraray Co Ltd 33,500 $ 626,778 0.02%

Centene Corp 6,474 $ 626,489 0.02%

Kajima Corp 63,000 $ 626,183 0.02%

Keysight Technologies Inc 15,009 $ 625,275 0.02%

Expeditors International of Washington Inc 10,341 $ 619,012 0.02%

Church & Dwight Co Inc 12,738 $ 617,156 0.02%

China Telecom Corp Ltd 1,198,000 $ 616,357 0.02%

US Bancorp 11,500 $ 616,285 0.02%

Zoetis Inc 9,637 $ 614,455 0.02%

Tosoh Corp 27,000 $ 609,448 0.02%

Williams Cos Inc/The 20,293 $ 608,993 0.02%

Matlin and Partners Acquisition Corp 62,713 $ 608,943 0.02%

ABC-Mart Inc 11,500 $ 607,460 0.02%

Itau Unibanco Holding SA 44,000 $ 604,329 0.02% 0.18

Skandinaviska Enskilda Banken AB 45,781 $ 603,998 0.02%

CJ CheilJedang Corp 1,949 $ 603,487 0.02%

Daicel Corp 49,825 $ 600,777 0.02%






ISSUER SHARES/ PAR

VALUE

MARKET

VALUE


% TOTAL NET

ASSETS

MATURITY

DATE

COUPON

RATE

SMC Corp/Japan 1,700 $ 600,714 0.02%

National Australia Bank Ltd 24,162 $ 599,046 0.02%

ICICI Bank Ltd 69,524 $ 595,125 0.02%

Goodman Networks Inc 169,992 $ 594,972 0.02%

Ryman Healthcare Ltd 88,352 $ 591,914 0.02%

Alleghany Corp 1,066 $ 590,575 0.02%

CJ E&M Corp 8,744 $ 589,769 0.02%

Zurich Insurance Group AG 1,916 $ 585,490 0.02%

PDC Energy Inc 11,934 $ 585,124 0.02%

Callon Petroleum Co 51,840 $ 582,682 0.02%

Jagged Peak Energy Inc 42,513 $ 580,728 0.02%

HP Inc 29,070 $ 580,237 0.02%

HOCHTIEF AG 3,415 $ 576,800 0.02%

Capital Bank Financial Corp 13,924 $ 571,580 0.02%

Old Mutual PLC 219,268 $ 571,187 0.02%

Linde AG 2,737 $ 569,150 0.02%

Wynn Macau Ltd 209,600 $ 566,859 0.02%

CCL Industries Inc 11,500 $ 556,498 0.02%

Suzuki Motor Corp 10,500 $ 551,093 0.02%

Discovery Communications Inc - C Shares 26,974 $ 546,493 0.02%

RLJ Lodging Trust 24,702 $ 543,444 0.02%

CRH PLC 14,223 $ 541,093 0.02%

Mabuchi Motor Co Ltd 10,800 $ 541,073 0.02%

Cairn Homes PLC 265,537 $ 539,457 0.02%

Electricite de France SA 44,401 $ 539,262 0.02%

Fortum OYJ 26,884 $ 537,193 0.02%

AstraZeneca PLC 8,032 $ 534,139 0.02%

Goldman Sachs Group Inc/The 2,238 $ 530,831 0.02%

KapStone Paper and Packaging Corp 24,610 $ 528,869 0.02%

T&D Holdings Inc 36,200 $ 525,167 0.02%

Panera Bread Co 1,664 $ 524,160 0.02%

Nokian Renkaat OYJ 11,764 $ 523,466 0.02%

Cie de Saint-Gobain 8,774 $ 522,752 0.02%

Exact Sciences Corp 11,000 $ 518,320 0.02%

Lion Corp 28,300 $ 517,095 0.02%

Kikkoman Corp 16,800 $ 516,195 0.02%

CarMax Inc 6,745 $ 511,338 0.02%

Kerry Properties Ltd 123,000 $ 510,887 0.02%

Daiichi Sankyo Co Ltd 22,600 $ 510,008 0.02%

BNP Paribas SA 6,308 $ 508,900 0.02%

Mitsubishi Gas Chemical Co Inc 21,600 $ 506,812 0.02%

Middleby Corp/The 3,953 $ 506,656 0.02%

Husqvarna AB 49,178 $ 506,438 0.02%






ISSUER SHARES/ PAR

VALUE

MARKET

VALUE


% TOTAL NET

ASSETS

MATURITY

DATE

COUPON

RATE

UPM-Kymmene OYJ 18,661 $ 506,291 0.02%

Suntory Beverage & Food Ltd 11,300 $ 502,640 0.02%

Maxim Integrated Products Inc 10,527 $ 502,243 0.02%

Erste Group Bank AG 11,618 $ 501,954 0.02%

Align Technology Inc 2,691 $ 501,253 0.02%

Geberit AG 1,056 $ 499,927 0.02%

Ultra Electronics Holdings PLC 20,724 $ 499,450 0.02%

Churchill Downs Inc 2,414 $ 497,767 0.02%

Mitsubishi Heavy Industries Ltd 12,580 $ 497,406 0.02%

Canon Inc 14,500 $ 496,204 0.02%

Veeva Systems Inc 8,742 $ 493,136 0.02%

Smurfit Kappa Group PLC 15,708 $ 492,537 0.02%

West Corp 20,766 $ 487,378 0.02%

Cobham PLC 249,329 $ 486,987 0.02%

DBS Group Holdings Ltd 31,500 $ 484,913 0.02%

First Citizens BancShares Inc/NC 1,293 $ 483,440 0.02%

Sumitomo Chemical Co Ltd 77,254 $ 483,306 0.02%

Kinross Gold Corp 113,200 $ 479,926 0.02%

Boral Ltd 89,907 $ 479,377 0.02%

Onex Corp 6,200 $ 478,460 0.02%

YPF SA 21,404 $ 476,881 0.02%

Orica Ltd 30,608 $ 476,442 0.02%

Daikin Industries Ltd 4,700 $ 475,981 0.02%

Becton Dickinson and Co 8,525 $ 471,092 0.02%05/01/20206.13

Nokia OYJ 78,016 $ 468,757 0.02%

Walt Disney Co/The 4,737 $ 466,926 0.02%

NGK Insulators Ltd 24,650 $ 461,852 0.02%

Hana Tour Service Inc 6,133 $ 461,720 0.02%

Bank of Ireland Group PLC 56,335 $ 461,413 0.02%

Inpex Corp 43,000 $ 458,070 0.02%

Medibank Pvt Ltd 199,531 $ 457,800 0.02%

Nitori Holdings Co Ltd 3,200 $ 457,638 0.02%

King Yuan Electronics Co Ltd 464,000 $ 456,125 0.02%

Sberbank of Russia PJSC 135,517 $ 453,137 0.02%

Inventec Corp 612,000 $ 453,122 0.02%

Black Knight Financial Services Inc 10,500 $ 452,025 0.02%

China Construction Bank Corp 540,000 $ 451,144 0.02%

JSR Corp 23,600 $ 448,729 0.02%

New Oriental Education & Technology Group Inc 5,070 $ 447,478 0.02%

Neuroderm Ltd 11,372 $ 442,371 0.02%

Tryg A/S 19,091 $ 441,410 0.02%

Obic Co Ltd 7,000 $ 440,717 0.02%

Kyudenko Corp 11,362 $ 440,698 0.02%






ISSUER SHARES/ PAR

VALUE

MARKET

VALUE


% TOTAL NET

ASSETS

MATURITY

DATE

COUPON

RATE

Mitsubishi Motors Corp 55,640 $ 440,521 0.02%

Hellenic Telecommunications Organization SA 36,362 $ 440,371 0.02%

Leucadia National Corp 17,435 $ 440,234 0.02%

Nippon Television Holdings Inc 24,945 $ 438,199 0.02%

Leonardo SpA 23,263 $ 436,182 0.02%

Dominion Diamond Corp 30,613 $ 434,092 0.02%

Neinor Homes SA 20,237 $ 433,335 0.02%

Dai-ichi Life Holdings Inc 23,900 $ 428,708 0.02%

Range Resources Corp 21,777 $ 426,176 0.01%

Vinci SA 4,476 $ 425,276 0.01%

Fiserv Inc 3,293 $ 424,665 0.01%

Sumitomo Mitsui Trust Holdings Inc 11,720 $ 423,358 0.01%

E*TRADE Financial Corp 9,700 $ 423,017 0.01%

Restaurant Brands International Inc 6,600 $ 421,681 0.01%

Hino Motors Ltd 34,380 $ 420,709 0.01%

Insurance Australia Group Ltd 83,818 $ 419,793 0.01%

Unum Group 8,173 $ 417,885 0.01%

Wienerberger AG 16,993 $ 415,387 0.01%

Clean Harbors Inc 7,297 $ 413,740 0.01%

Shimao Property Holdings Ltd 189,500 $ 413,263 0.01%

Koninklijke KPN NV 119,257 $ 409,262 0.01%

Assurant Inc 4,278 $ 408,635 0.01%

AES Corp/VA 37,050 $ 408,291 0.01%

Obayashi Corp 34,000 $ 407,811 0.01%

NCR Corp 281 $ 407,380 0.01% 5.50

Zimmer Biomet Holdings Inc 3,472 $ 406,536 0.01%

Sundrug Co Ltd 9,800 $ 406,106 0.01%

Incitec Pivot Ltd 142,775 $ 404,499 0.01%

Equinix Inc 900 $ 401,670 0.01%

Crescent Point Energy Corp 49,900 $ 400,720 0.01%

Occidental Petroleum Corp 6,200 $ 398,102 0.01%

Packaging Corp of America 3,459 $ 396,678 0.01%

Tokyo Steel Manufacturing Co Ltd 47,900 $ 395,347 0.01%

Start Today Co Ltd 12,400 $ 392,958 0.01%

IMAX China Holding Inc 129,900 $ 392,464 0.01%

JFE Holdings Inc 20,033 $ 391,842 0.01%

Hongkong Land Holdings Ltd 54,200 $ 390,818 0.01%

Nippon Yusen KK 18,776 $ 390,723 0.01%

SCSK Corp 9,150 $ 388,685 0.01%

Konami Holdings Corp 8,000 $ 385,146 0.01%

Heineken NV 3,891 $ 385,022 0.01%

Kennedy-Wilson Holdings Inc 20,745 $ 384,820 0.01%

Synchrony Financial 12,389 $ 384,678 0.01%






ISSUER SHARES/ PAR

VALUE

MARKET

VALUE


% TOTAL NET

ASSETS

MATURITY

DATE

COUPON

RATE

Julius Baer Group Ltd 6,427 $ 381,379 0.01%

China Longyuan Power Group Corp Ltd 507,000 $ 379,581 0.01%

OPAP SA 35,748 $ 378,695 0.01%

Legrand SA 5,239 $ 378,097 0.01%

JPMorgan Chase & Co 3,934 $ 375,736 0.01%

Xinyi Glass Holdings Ltd 378,000 $ 374,645 0.01%

TESARO Inc 2,887 $ 372,712 0.01%

China Resources Cement Holdings Ltd 604,000 $ 372,373 0.01%

Gemalto NV 8,320 $ 371,841 0.01%

Grivalia Properties REIC AE 35,996 $ 370,541 0.01%

BT Group PLC 97,238 $ 369,844 0.01%

Rheinmetall AG 3,278 $ 369,706 0.01%

Bankinter SA 38,975 $ 369,132 0.01%

Astoria Financial Corp 17,165 $ 369,048 0.01%

Galaxy Entertainment Group Ltd 52,000 $ 367,611 0.01%

Alexion Pharmaceuticals Inc 2,618 $ 367,279 0.01%

Statoil ASA 18,223 $ 366,364 0.01%

Hibernia REIT plc 202,932 $ 365,821 0.01%

Yahoo Japan Corp 76,800 $ 365,023 0.01%

HSN Inc 9,334 $ 364,493 0.01%

Verint Systems Inc 8,653 $ 362,128 0.01%

Ingredion Inc 3,000 $ 361,920 0.01%

Japan Steel Works Ltd/The 15,700 $ 361,414 0.01%

Regeneron Pharmaceuticals Inc 800 $ 357,696 0.01%

Concho Resources Inc 2,712 $ 357,225 0.01%

Kyoritsu Maintenance Co Ltd 11,948 $ 357,146 0.01%

Land Securities Group PLC 27,243 $ 355,133 0.01%

UBS Group AG 20,757 $ 355,090 0.01%

Delta Air Lines Inc 7,256 $ 349,884 0.01%

MINEBEA MITSUMI Inc 22,300 $ 349,268 0.01%

Bureau Veritas SA 13,458 $ 347,314 0.01%

Schneider Electric SE 3,980 $ 346,581 0.01%

Tokai Rika Co Ltd 17,500 $ 346,248 0.01%

Open Text Corp 10,700 $ 345,247 0.01%

RPC Group PLC 25,831 $ 343,027 0.01%

Atwood Oceanics Inc 36,523 $ 342,951 0.01%

Toyota Industries Corp 5,942 $ 341,739 0.01%

LEG Immobilien AG 3,367 $ 340,941 0.01%

NTT DOCOMO Inc 14,800 $ 338,280 0.01%

salesforce.com Inc 3,618 $ 337,994 0.01%

Volkswagen AG 2,069 $ 337,773 0.01% 2.06

Sprint Corp 43,349 $ 337,255 0.01%

QinetiQ Group PLC 101,822 $ 337,137 0.01%






ISSUER SHARES/ PAR

VALUE

MARKET

VALUE


% TOTAL NET

ASSETS

MATURITY

DATE

COUPON

RATE

Veolia Environnement SA 14,577 $ 336,843 0.01%

Sumitomo Dainippon Pharma Co Ltd 25,700 $ 334,796 0.01%

MEIJI Holdings Co Ltd 4,200 $ 332,592 0.01%

SEB SA 1,806 $ 331,438 0.01%

Dip Corp 14,371 $ 328,558 0.01%

Swedish Match AB 9,335 $ 327,858 0.01%

Tokyo Seimitsu Co Ltd 9,220 $ 327,188 0.01%

Navient Corp 21,627 $ 324,838 0.01%

Mallinckrodt PLC 8,672 $ 324,073 0.01%

Parkway Inc 14,068 $ 323,986 0.01%

Nikon Corp 18,600 $ 322,549 0.01%

NOK Corp 14,400 $ 322,122 0.01%

Fuji Electric Co Ltd 58,000 $ 321,823 0.01%

TechnoPro Holdings Inc 6,770 $ 321,234 0.01%

Pioneer Corp 170,100 $ 316,091 0.01%

Straight Path Communications Inc 1,735 $ 313,462 0.01%

Guidewire Software Inc 3,997 $ 311,206 0.01%

Pola Orbis Holdings Inc 10,200 $ 308,425 0.01%

China Traditional Chinese Medicine Holdings Co Ltd 546,000 $ 305,148 0.01%

Vale SA 30,297 $ 305,091 0.01%

Barclays PLC 117,503 $ 304,683 0.01%

PepsiCo Inc 2,734 $ 304,650 0.01%

Sino Biopharmaceutical Ltd 286,000 $ 302,999 0.01%

Raia Drogasil SA 12,800 $ 302,990 0.01%

Keihin Corp 17,500 $ 299,638 0.01%

Toyoda Gosei Co Ltd 12,600 $ 297,767 0.01%

Shanghai Pharmaceuticals Holding Co Ltd 120,900 $ 296,209 0.01%

China Shenhua Energy Co Ltd 125,000 $ 295,544 0.01%

Genworth Financial Inc 76,652 $ 295,110 0.01%

Home BancShares Inc/AR 11,629 $ 293,283 0.01%

Land & Houses PCL 986,600 $ 293,051 0.01%

DeNA Co Ltd 13,000 $ 291,592 0.01%

Ibstock PLC 94,663 $ 289,112 0.01%

Incyte Corp 2,457 $ 286,830 0.01%

News Corp - A Shares 21,525 $ 285,422 0.01%

Nippon Shinyaku Co Ltd 4,090 $ 284,256 0.01%

Caterpillar Inc 2,257 $ 281,470 0.01%

Encana Corp 23,886 $ 281,377 0.01%

Celgene Corp 1,903 $ 277,495 0.01%

Rakuten Inc 25,400 $ 277,311 0.01%

Starwood Waypoint Homes 7,525 $ 273,684 0.01%

Sumitomo Electric Industries Ltd 16,700 $ 273,012 0.01%

Ferrotec Holdings Corp 16,100 $ 272,157 0.01%






ISSUER SHARES/ PAR

VALUE

MARKET

VALUE


% TOTAL NET

ASSETS

MATURITY

DATE

COUPON

RATE

Eisai Co Ltd 5,260 $ 270,116 0.01%

Bankrate Inc 19,361 $ 270,086 0.01%

DIC Corp 7,420 $ 269,053 0.01%

Sankyo Co Ltd 8,350 $ 266,435 0.01%

Toshiba Machine Co Ltd 48,200 $ 263,279 0.01%

CU Bancorp 6,773 $ 262,623 0.01%

DMG Mori Co Ltd 14,600 $ 262,545 0.01%

World Fuel Services Corp 7,720 $ 261,785 0.01%

CaixaBank SA 52,122 $ 261,625 0.01%

Irish Residential Properties REIT PLC 149,892 $ 261,229 0.01%

Forward Venture Services LLC 54,650 $ 260,681 0.01%

NetApp Inc 5,943 $ 260,066 0.01%

Tokyo Ohka Kogyo Co Ltd 7,300 $ 259,613 0.01%

Lattice Semiconductor Corp 49,702 $ 258,947 0.01%

Nipro Corp 18,700 $ 258,124 0.01%

Pacific Continental Corp 9,557 $ 257,561 0.01%

Capcom Co Ltd 10,400 $ 256,065 0.01%

FUJIFILM Holdings Corp 6,524 $ 253,466 0.01%

Exedy Corp 8,300 $ 252,948 0.01%

WeWork Cos Inc Series D-1 4,867 $ 252,159 0.01%

Teva Pharmaceutical Industries Ltd 725 $ 249,864 0.01%12/15/20187.00

JGC Corp 15,400 $ 249,396 0.01%

Mondi PLC 9,224 $ 247,988 0.01%

Japan Petroleum Exploration Co Ltd 11,400 $ 247,058 0.01%

Redfin Corp 9,803 $ 245,957 0.01%

Forestar Group Inc 14,196 $ 244,171 0.01%

Suzuken Co Ltd/Aichi Japan 6,795 $ 241,680 0.01%

State National Cos Inc 11,419 $ 239,685 0.01%

Advance Auto Parts Inc 2,409 $ 238,973 0.01%

Yamato Kogyo Co Ltd 8,810 $ 238,802 0.01%

Showa Corp 19,420 $ 238,718 0.01%

Citizen Watch Co Ltd 34,600 $ 238,591 0.01%

Nissin Kogyo Co Ltd 13,300 $ 238,085 0.01%

Xcerra Corp 23,745 $ 233,888 0.01%

Acadia Healthcare Co Inc 4,881 $ 233,117 0.01%

Zenkoku Hosho Co Ltd 5,540 $ 232,859 0.01%

Hite Jinro Co Ltd 10,129 $ 232,850 0.01%

Matsumotokiyoshi Holdings Co Ltd 3,450 $ 231,086 0.01%

Illumina Inc 1,156 $ 230,275 0.01%

Daikyonishikawa Corp 14,280 $ 230,066 0.01%

Imperial Brands PLC 5,389 $ 230,006 0.01%

IDEXX Laboratories Inc 1,473 $ 229,037 0.01%

Calgon Carbon Corp 10,640 $ 227,696 0.01%






ISSUER SHARES/ PAR

VALUE

MARKET

VALUE


% TOTAL NET

ASSETS

MATURITY

DATE

COUPON

RATE

Nichicon Corp 18,400 $ 226,348 0.01%

Dixons Carphone PLC 87,089 $ 225,805 0.01%

Ushio Inc 16,800 $ 224,222 0.01%

Asahi Intecc Co Ltd 4,290 $ 223,780 0.01%

Chesapeake Energy Corp 355 $ 223,650 0.01% 5.75

Crocs Inc 22,995 $ 223,052 0.01%

Sekisui House Ltd 13,200 $ 222,496 0.01%

Honeywell International Inc 1,563 $ 221,540 0.01%

Taisei Corp 4,200 $ 220,256 0.01%

Xebio Holdings Co Ltd 11,200 $ 219,318 0.01%

IHI Corp 6,280 $ 218,912 0.01%

Chevron Corp 1,863 $ 218,903 0.01%

Zuora Inc 40,988 $ 217,646 0.01%

Sanwa Holdings Corp 18,700 $ 214,756 0.01%

Ichigo Inc 62,200 $ 213,168 0.01%

United Technologies Corp 1,835 $ 213,007 0.01%

Nippon Shokubai Co Ltd 2,960 $ 209,225 0.01%

Takara Leben Co Ltd 42,700 $ 208,802 0.01%

ITOCHU Corp 12,410 $ 203,335 0.01%

SoftBank Group Corp 2,500 $ 202,741 0.01%

WeWork Cos Inc Series D-2 3,824 $ 198,121 0.01%

Chiyoda Corp 33,800 $ 197,791 0.01%

Computershare Ltd 17,340 $ 197,282 0.01%

Shinko Electric Industries Co Ltd 29,000 $ 195,698 0.01%

Siix Corp 4,440 $ 195,435 0.01%

Ichiyoshi Securities Co Ltd 19,900 $ 195,218 0.01%

Itoham Yonekyu Holdings Inc 21,500 $ 193,813 0.01%

Murata Manufacturing Co Ltd 1,290 $ 189,912 0.01%

Encana Corp 16,100 $ 189,548 0.01%

Daifuku Co Ltd 3,770 $ 185,913 0.01%

Nippon Ceramic Co Ltd 6,600 $ 185,421 0.01%

NextEra Energy Inc 1,258 $ 184,360 0.01%

Boeing Co/The 722 $ 183,540 0.01%

Denka Co Ltd 5,540 $ 182,728 0.01%

Trusco Nakayama Corp 7,460 $ 181,911 0.01%

Avex Group Holdings Inc 13,300 $ 180,866 0.01%

Toray Industries Inc 18,546 $ 179,959 0.01%

Persol Holdings Co Ltd 7,700 $ 179,412 0.01%

United Arrows Ltd 4,900 $ 178,096 0.01%

Airbnb, Inc 1,685 $ 176,925 0.01%

Taiheiyo Cement Corp 4,550 $ 175,786 0.01%

Hitachi Metals Ltd 12,500 $ 174,198 0.01%

Randgold Resources Ltd 1,776 $ 173,580 0.01%






ISSUER SHARES/ PAR

VALUE

MARKET

VALUE


% TOTAL NET

ASSETS

MATURITY

DATE

COUPON

RATE

Kyoei Steel Ltd 11,100 $ 173,217 0.01%

Alkermes PLC 3,388 $ 172,246 0.01%

Gree Inc 25,100 $ 171,692 0.01%

Neurocrine Biosciences Inc 2,753 $ 168,704 0.01%

Teradyne Inc 4,498 $ 167,730 0.01%

Toppan Forms Co Ltd 15,500 $ 164,515 0.01%

W-Scope Corp 8,100 $ 164,316 0.01%

CenturyLink Inc 8,625 $ 163,013 0.01%

Fourlis Holdings SA 23,177 $ 161,274 0.01%

Rexnord Corp 2,750 $ 160,078 0.01%11/15/20195.75

Tsubaki Nakashima Co Ltd 7,600 $ 159,728 0.01%

Silver Spring Networks Inc 9,865 $ 159,517 0.01%

Toyo Engineering Corp 13,000 $ 158,665 0.01%

H2O Retailing Corp 8,750 $ 156,079 0.01%

KH Neochem Co Ltd 6,300 $ 154,481 0.01%

Pacific Metals Co Ltd 6,050 $ 154,259 0.01%

Canadian Natural Resources Ltd 4,600 $ 154,065 0.01%

Infosys Ltd 10,460 $ 152,611 0.01%

AEON Financial Service Co Ltd 7,280 $ 152,296 0.01%

Benesse Holdings Inc 4,220 $ 152,253 0.01%

Hyundai Motor Co 1,156 $ 152,074 0.01%

Seven & i Holdings Co Ltd 3,900 $ 150,674 0.01%

Mail.Ru Group Ltd 4,558 $ 150,327 0.01%

Ono Pharmaceutical Co Ltd 6,620 $ 150,264 0.01%

Ocelot Partners Ltd 15,246 $ 149,404 0.01%

Hosiden Corp 9,100 $ 148,574 0.01%

BR Malls Participacoes SA 33,200 $ 148,434 0.01%

Eli Lilly & Co 1,723 $ 147,385 0.01%

Marklogic Corp 14,832 $ 146,688 0.01%

State Bank of India Ltd 3,797 $ 146,164 0.01%

Localiza Rent a Car SA 8,000 $ 146,100 0.01%

Aisan Industry Co Ltd 15,100 $ 145,273 0.01%

Mondelez International Inc 3,559 $ 144,709 0.01%

Fortescue Metals Group Ltd 35,374 $ 143,256 0.01%

Ain Holdings Inc 2,032 $ 140,116 0.00%

Sumitomo Riko Co Ltd 13,900 $ 139,908 0.00%

Kobe Steel Ltd 12,200 $ 139,718 0.00%

PAL GROUP Holdings Co Ltd 4,500 $ 139,556 0.00%

CEMEX Holdings Philippines Inc 1,388,200 $ 137,497 0.00%

Fuji Media Holdings Inc 9,620 $ 137,033 0.00%

SHO-BOND Holdings Co Ltd 2,400 $ 136,800 0.00%

Jamco Corp 6,150 $ 135,465 0.00%

Zillow Group Inc - A Shares 3,368 $ 135,225 0.00%






ISSUER SHARES/ PAR

VALUE

MARKET

VALUE


% TOTAL NET

ASSETS

MATURITY

DATE

COUPON

RATE

cocokara fine Inc 2,350 $ 134,066 0.00%

SMS Co Ltd 4,100 $ 130,665 0.00%

Funai Electric Co Ltd 16,700 $ 130,575 0.00%

KDDI Corp 4,900 $ 129,164 0.00%

Kuroda Electric Co Ltd 7,400 $ 129,039 0.00%

BB&T Corp 2,710 $ 127,207 0.00%

Relia Inc 10,900 $ 125,886 0.00%

Kenedix Inc 22,600 $ 125,746 0.00%

Exelon Corp 3,286 $ 123,784 0.00%

EPS Holdings Inc 6,400 $ 122,857 0.00%

Kanto Denka Kogyo Co Ltd 11,400 $ 121,867 0.00%

Dover Corp 1,330 $ 121,549 0.00%

Dominion Energy Inc 2,375 $ 120,531 0.00%08/15/20196.75

Post Holdings Inc 725 $ 119,716 0.00% 2.50

Tocalo Co Ltd 3,100 $ 119,692 0.00%

Canadian Natural Resources Ltd 3,513 $ 117,650 0.00%

General Communication Inc 2,875 $ 117,271 0.00%

TV Asahi Holdings Corp 5,780 $ 115,412 0.00%

Cawachi Ltd 4,800 $ 114,884 0.00%

Exxon Mobil Corp 1,398 $ 114,608 0.00%

Yume No Machi Souzou Iinkai Co Ltd 7,500 $ 114,522 0.00%

Forescout Tech Inc 9,157 $ 113,822 0.00%

Nippon Gas Co Ltd 3,600 $ 111,963 0.00%

Mitsubishi Materials Corp 3,230 $ 111,878 0.00%

Yusen Logistics Co Ltd 11,900 $ 108,662 0.00%

Melco Holdings Inc 3,410 $ 108,482 0.00%

Alpine Electronics Inc 5,900 $ 107,476 0.00%

General Assembly Space, Inc 2,184 $ 107,062 0.00%

Daiseki Co Ltd 4,250 $ 107,013 0.00%

Square Inc 3,595 $ 103,572 0.00%

Disco Corp 507 $ 103,329 0.00%

Tokyo TY Financial Group Inc 4,023 $ 102,969 0.00%

Sanyo Shokai Ltd 6,700 $ 102,145 0.00%

LAC Co Ltd 8,200 $ 101,281 0.00%

Pirelli & C SpA 13,143 $ 100,969 0.00%

Nakayama Steel Works Ltd 15,400 $ 99,629 0.00%

Descente Ltd 7,200 $ 98,427 0.00%

Morinaga & Co Ltd/Japan 1,760 $ 97,996 0.00%

Sohgo Security Services Co Ltd 2,110 $ 96,856 0.00%

Klarna Holding AB 808 $ 95,521 0.00%

Otsuka Corp 1,467 $ 94,087 0.00%

Tochigi Bank Ltd/The 22,000 $ 93,923 0.00%

Tokai Carbon Co Ltd 9,700 $ 91,359 0.00%






ISSUER SHARES/ PAR

VALUE

MARKET

VALUE


% TOTAL NET

ASSETS

MATURITY

DATE

COUPON

RATE

Prestige International Inc 9,100 $ 90,869 0.00%

Belc Co Ltd 1,800 $ 90,301 0.00%

PG&E Corp 1,290 $ 87,836 0.00%

Jafco Co Ltd 1,700 $ 87,057 0.00%

Outsourcing Inc 6,065 $ 84,458 0.00%

SUMCO Corp 5,350 $ 84,412 0.00%

DraftKings Inc 54,277 $ 84,129 0.00%

Constellation Brands Inc 420 $ 83,769 0.00%

Seiren Co Ltd 4,500 $ 82,944 0.00%

Park Sterling Corp 6,455 $ 80,171 0.00%

CMIC Holdings Co Ltd 5,700 $ 79,764 0.00%

IXYS Corp 3,341 $ 79,182 0.00%

Neturen Co Ltd 7,800 $ 78,540 0.00%

PharMerica Corp 2,625 $ 76,913 0.00%

Agrium Inc 690 $ 73,975 0.00%

Honeys Holdings Co Ltd 6,280 $ 72,482 0.00%

Miraial Co Ltd 5,400 $ 72,062 0.00%

Sodick Co Ltd 5,700 $ 70,676 0.00%

Ci:z Holdings Co Ltd 2,000 $ 70,511 0.00%

Golar LNG Ltd 3,097 $ 70,023 0.00%

First Potomac Realty Trust 6,212 $ 69,202 0.00%

FedEx Corp 303 $ 68,351 0.00%

Hisaka Works Ltd 8,000 $ 68,009 0.00%

LIFULL Co Ltd 7,800 $ 67,968 0.00%

Nittoku Engineering Co Ltd 1,600 $ 67,866 0.00%

Nuance Communications Inc 4,142 $ 65,112 0.00%

UACJ Corp 2,250 $ 64,163 0.00%

Warabeya Nichiyo Holdings Co Ltd 2,500 $ 63,776 0.00%

PeptiDream Inc 2,048 $ 63,302 0.00%

Cloudera Inc 3,756 $ 62,425 0.00%

Yondoshi Holdings Inc 2,170 $ 61,708 0.00%

Bank of Kyoto Ltd/The 1,200 $ 61,080 0.00%

K's Holdings Corp 2,750 $ 60,909 0.00%

Nishimatsuya Chain Co Ltd 5,400 $ 60,446 0.00%

Altech Corp 1,800 $ 59,294 0.00%

Adastria Co Ltd 2,500 $ 56,487 0.00%

Tenma Corp 2,700 $ 54,649 0.00%

Micronics Japan Co Ltd 5,900 $ 54,468 0.00%

RealPage Inc 1,341 $ 53,506 0.00%

Rent-A-Center Inc/TX 4,650 $ 53,382 0.00%

Tadano Ltd 4,500 $ 52,633 0.00%

Enplas Corp 1,100 $ 51,046 0.00%

WeWork Cos Inc 979 $ 50,722 0.00%






ISSUER SHARES/ PAR

VALUE

MARKET

VALUE


% TOTAL NET

ASSETS

MATURITY

DATE

COUPON

RATE

IDOM Inc 8,200 $ 50,675 0.00%

Systena Corp 2,000 $ 49,925 0.00%

Hoshino Resorts REIT Inc 10 $ 49,792 0.00%

Chubu Steel Plate Co Ltd 7,200 $ 46,724 0.00%

Itokuro Inc 1,050 $ 46,103 0.00%

Proto Corp 2,500 $ 45,014 0.00%

Shinsei Bank Ltd 2,800 $ 44,875 0.00%

Blackhawk Network Holdings Inc 1,016 $ 44,501 0.00%

Bob Evans Farms Inc/DE 528 $ 40,925 0.00%

Nets A/S 1,566 $ 40,569 0.00%

Proofpoint Inc 449 $ 39,162 0.00%

Matlin and Partners Acquisition Corp - Warrants 103,668 $ 36,284 0.00%5/28/2021

Nippon Chemi-Con Corp 990 $ 35,213 0.00%

Jand Inc 3,781 $ 35,201 0.00%

Dropbox Inc 2,671 $ 33,414 0.00%

Valero Energy Corp 433 $ 33,311 0.00%

EQT Corp 471 $ 30,728 0.00%

Cypress Semiconductor Corp 2,043 $ 30,686 0.00%

METAWATER Co Ltd 1,100 $ 30,248 0.00%

Teladoc Inc 886 $ 29,371 0.00%

Alpha Systems Inc 1,400 $ 28,737 0.00%

Estee Lauder Cos Inc/The 263 $ 28,362 0.00%

Rowan Cos PLC 2,000 $ 25,700 0.00%

Veracode Inc 6,031 $ 24,245 0.00%

Lithium Technology Corp 59,552 $ 19,652 0.00%

Nice Ltd 239 $ 19,433 0.00%

Gendai Agency Inc 3,700 $ 18,451 0.00%

Trade Desk Inc/The 257 $ 15,808 0.00%

MainSource Financial Group Inc 402 $ 14,416 0.00%

Jand Inc 1,693 $ 13,104 0.00%

Dommo Energia SA 26,974 $ 10,951 0.00%

Ocelot Partners Ltd - Warrants 15,246 $ 7,623 0.00%3/8/2020

Birst Inc 21,065 $ 4,002 0.00%

Goodman Networks Inc 142,878 $ - 0.00%

Safeway, Inc. - CVR - Property Development Centers 11,050 $ - 0.00%

Safeway, Inc. - CVR - Casa Ley 11,050 $ - 0.00%

Total Equity Securities $ 1,163,064,043 40.70%

Fixed Income SecuritiesUnited States Treasury Note/Bond 38,200,000 $ 37,847,844 1.32%9/30/20221.75

United States Treasury Note/Bond 36,334,000 $ 36,254,501 1.27%9/30/20191.38

Republic of Poland Government Bond 104,501,000 $ 26,564,847 0.93%7/25/20272.50

Republic of South Africa Government International Bond 22,930,000 $ 24,564,909 0.86%5/27/20196.88






ISSUER SHARES/ PAR

VALUE

MARKET

VALUE


% TOTAL NET

ASSETS

MATURITY

DATE

COUPON

RATE


Turkey Government International Bond 15,400,000 $ 15,724,940 0.55%4/3/20186.75


Russian Federal Bond - OFZ 795,000,000 $ 14,468,006 0.51%2/3/20278.13


United States Treasury Bill 13,000,000 $ 12,971,328 0.45%12/21/20171.03


Argentine Republic Government International Bond 12,125,000 $ 12,100,750 0.42%6/28/21177.13

Serbia International Bond 11,400,000 $ 11,823,077 0.41%12/3/20185.88

Hellenic Republic Treasury Bill 10,000,000 $ 11,770,358 0.41%12/15/20170.00



Corporate Risk Holdings LLC 10,489,000 $ 11,144,563 0.39%7/1/20199.50

Argentina POM Politica Monetaria 181,025,000 $ 11,056,509 0.39%6/21/202026.25

Novellus Systems Inc 2,000,000 $ 10,987,500 0.38%5/15/20412.63

Fannie Mae Pool 9,550,000 $ 10,055,105 0.35%10/1/20414.00


Petrobras Global Finance BV 9,630,000 $ 9,184,613 0.32%6/5/21156.85

VimpelCom Holdings BV 8,950,000 $ 9,158,356 0.32%6/16/20244.95

SunEdison Inc, Term Loan 8,979,728 $ 8,968,503 0.31%4/26/20188.74

Fannie Mae 8,500,000 $ 8,746,865 0.31%11/1/20413.50

Cenveo Corp 10,650,000 $ 8,440,125 0.30%8/1/20196.00

Ukraine Government International Bond 8,150,000 $ 8,434,272 0.30%9/1/20257.75

Aabar Investments PJSC 7,800,000 $ 8,213,923 0.29%3/27/20200.50


Freddie Mac Structured Agency Credit Risk Debt Notes 6,983,317 $ 7,985,675 0.28%3/25/202810.04

Sberbank of Russia Via SB Capital SA 7,050,000 $ 7,192,551 0.25%2/26/20245.50

Portugal Government International Bond 6,696,000 $ 7,105,460 0.25%10/15/20245.13

Montenegro Government International Bond 5,812,000 $ 7,051,884 0.25%3/18/20203.88

Indonesia Treasury Bond 91,350,000,000 $ 7,019,619 0.25%5/15/20227.00

Bahrain Government International Bond 7,000,000 $ 6,845,160 0.24%9/20/20477.50

Italy Buoni Ordinari del Tesoro BOT 5,777,000 $ 6,839,631 0.24%3/14/20180.00


Eskom Holdings SOC Ltd 6,600,000 $ 6,707,184 0.23%1/26/20215.75

Indonesia Treasury Bond 87,000,000,000 $ 6,685,352 0.23%5/15/20387.50

Intel Corp 3,501,000 $ 6,433,088 0.23%8/1/20393.25

MTN Mauritius Investment Ltd 6,200,000 $ 6,423,448 0.22%2/13/20225.37

Star West Generation LLC, Term Loan B 7,274,108 $ 6,419,401 0.22%3/13/20206.05

Cobalt International Energy Inc 6,571,000 $ 6,373,870 0.22%12/1/202110.75

China Evergrande Group 6,150,000 $ 6,368,725 0.22%3/23/20228.25

Anthem Inc 2,450,000 $ 6,357,750 0.22%10/15/20422.75

Iraq International Bond 6,764,000 $ 6,319,903 0.22%1/15/20285.80

Constellation Merger Sub Inc 6,358,000 $ 6,246,735 0.22%9/15/20258.50






ISSUER SHARES/ PAR

VALUE

MARKET

VALUE


% TOTAL NET

ASSETS

MATURITY

DATE

COUPON

RATE

Portugal Treasury Bill 5,260,000 $ 6,222,752 0.22%1/19/20180.00

Banque Ouest Africaine de Developpement 5,900,000 $ 6,062,250 0.21%7/27/20275.00

Wachovia Bank Commercial Mortgage Trust Series

2007-C31

5,868,000 $ 6,038,113 0.21%4/15/20476.15

Finansbank AS/Turkey 6,000,000 $ 5,987,124 0.21%5/19/20224.88

Peruvian Government International Bond 17,750,000 $ 5,882,333 0.21%8/12/20286.35

Aabar Investments PJSC 5,900,000 $ 5,871,410 0.21%3/27/20221.00

Minejesa Capital BV 5,670,000 $ 5,781,937 0.20%8/10/20304.63

Sri Lanka Government International Bond 5,420,000 $ 5,772,690 0.20%7/25/20225.88

Malaysia Government Bond 23,800,000 $ 5,733,514 0.20%7/15/20244.18



Oilflow SPV 1 DAC 5,300,000 $ 5,560,898 0.19%1/13/202212.00

Fannie Mae Connecticut Avenue Securities 5,000,000 $ 5,540,208 0.19%4/25/20286.79

Caesars Entertainment Operating Co Inc 4,151,594 $ 5,480,104 0.19%2/15/20200.00

SunEdison Inc, Term Loan 5,468,961 $ 5,455,289 0.19%4/26/201813.24


Walter Investment Management Corp, Term Loan 5,748,732 $ 5,264,172 0.18%12/11/20204.99

KazTransGas JSC 5,300,000 $ 5,260,250 0.18%9/26/20274.38

TC Ziraat Bankasi AS 5,000,000 $ 5,078,520 0.18%5/3/20225.13

COBALT CMBS Commercial Mortgage Trust 2007-C2 5,060,000 $ 5,037,432 0.18%4/15/20475.62

Staples Inc, Term Loan 4,959,000 $ 4,935,098 0.17%8/15/20245.31

ESAL GmbH 5,080,000 $ 4,923,790 0.17%2/5/20236.25



Turkiye Vakiflar Bankasi TAO 4,800,000 $ 4,874,880 0.17%5/30/20225.63

United States Treasury Strip Principal 11,425,000 $ 4,864,522 0.17%11/15/20460.00


Endo Dac / Endo Finance LLC / Endo Finco Inc 5,841,000 $ 4,731,210 0.17%2/1/20256.00

Turkey Government International Bond 4,750,000 $ 4,718,356 0.17%10/9/20264.88

ASP AMC Merger Sub Inc 4,740,000 $ 4,562,250 0.16%5/15/20258.00

Netflix Inc 4,524,000 $ 4,539,563 0.16%11/15/20264.38

Harland Clarke Holdings Corp, Term Loan B6 4,506,591 $ 4,526,330 0.16%2/9/20226.80

Cloud Crane LLC 4,075,000 $ 4,523,250 0.16%8/1/202410.13

GenOn Energy Inc 6,145,000 $ 4,470,488 0.16%10/15/20200.00

Valeant Pharmaceuticals International Inc, Term Loan BF1 4,330,232 $ 4,406,444 0.15%3/11/20225.99

Unifin Financiera SAB de CV SOFOM ENR 4,200,000 $ 4,252,500 0.15%1/15/20257.00

Qatar Government International Bond 3,988,000 $ 4,249,214 0.15%4/9/20196.55

Export Credit Bank of Turkey 4,200,000 $ 4,145,232 0.15%9/18/20224.25

CEDC Finance Corp International Inc 4,225,523 $ 4,082,912 0.14%12/31/202210.00

Nova Austral SA 3,900,000 $ 3,996,716 0.14%5/26/20218.25

GenOn Energy Inc 5,430,000 $ 3,977,475 0.14%10/15/20180.00

Venezuela Government International Bond 10,000,000 $ 3,950,000 0.14%9/15/20279.25

Republic of South Africa Government Bond 57,780,000 $ 3,852,588 0.13%1/31/20448.75






ISSUER SHARES/ PAR

VALUE

MARKET

VALUE


% TOTAL NET

ASSETS

MATURITY

DATE

COUPON

RATE

Everi Payments Inc 3,532,000 $ 3,832,220 0.13%1/15/202210.00

FTS International Inc 4,177,000 $ 3,821,955 0.13%5/1/20226.25

HTA Group Ltd/Mauritius 3,600,000 $ 3,785,220 0.13%3/8/20229.13

Southcross Energy Partners LP, Term Loan B 4,266,746 $ 3,697,861 0.13%7/29/20215.55

Constellium NV 3,401,000 $ 3,481,774 0.12%3/1/20256.63

MTN Mauritius Investment Ltd 3,500,000 $ 3,477,250 0.12%11/11/20244.76

Hornbeck Offshore Services Inc 5,271,000 $ 3,426,150 0.12%4/1/20205.88

DISH Network Corp 3,057,000 $ 3,420,019 0.12%8/15/20263.38

American Bath Group LLC, Term Loan 3,393,541 $ 3,402,025 0.12%9/30/20236.55

TKC Holdings Inc, Term Loan 3,337,000 $ 3,370,370 0.12%1/31/20249.24

LTF Merger Sub Inc 3,168,000 $ 3,366,000 0.12%6/15/20238.50


HTA Group Ltd/Mauritius 3,065,000 $ 3,222,694 0.11%3/8/20229.13

Twitter Inc 3,374,000 $ 3,196,865 0.11%9/15/20190.25

21st Century Oncology Inc, Term Loan B 3,377,842 $ 3,173,482 0.11%4/30/20227.43

Ocwen Loan Servicing LLC, Term Loan B 3,176,456 $ 3,165,529 0.11%12/7/20206.23

Brand Energy & Infrastructure Services Inc, Term Loan 3,074,000 $ 3,088,602 0.11%6/14/20245.53

ABG Orphan Holdco Sarl 2,966,758 $ 3,085,428 0.11%2/28/202114.00

Peruvian Government International Bond 9,300,000 $ 3,082,011 0.11%8/12/20286.35

Fannie Mae Interest Strip 15,177,053 $ 3,078,262 0.11%11/25/20404.00

Highland Acquisition Holdings LLC, Term Loan 3,042,657 $ 3,052,789 0.11%11/23/20226.74

Staples Inc 3,101,000 $ 3,015,723 0.11%9/15/20258.50

THL Credit Wind River 2014-3 CLO Ltd 3,000,000 $ 2,998,740 0.10%1/22/20276.91

Citigroup Commercial Mortgage Trust 2014-GC19 3,229,000 $ 2,987,007 0.10%3/10/20475.06

Diamond Resorts International Inc 2,778,000 $ 2,986,350 0.10%9/1/20237.75

Qatar Government International Bond 2,790,000 $ 2,972,745 0.10%4/9/20196.55

Equinix Inc 2,711,000 $ 2,944,824 0.10%5/15/20275.38

Denbury Resources Inc 5,114,000 $ 2,921,373 0.10%5/1/20225.50


BlueMountain CLO 2013-4 Ltd 3,000,000 $ 2,898,276 0.10%4/15/20256.95

Confie Seguros Holding II Co, Term Loan B 2,912,988 $ 2,862,010 0.10%4/13/20226.74

Zambia Government International Bond 3,000,000 $ 2,855,460 0.10%9/20/20225.38

Malaysia Government Bond 11,960,000 $ 2,836,496 0.10%2/15/20213.44


Provincia de Buenos Aires/Argentina 45,870,000 $ 2,676,082 0.09%5/31/202225.58

Enel SpA 2,170,000 $ 2,628,413 0.09%9/24/20738.75

Sri Lanka Government International Bond 2,400,000 $ 2,580,353 0.09%7/27/20216.25

VeriSign Inc 825,000 $ 2,566,781 0.09%8/15/20374.70

Dell International LLC / EMC Corp 2,310,000 $ 2,565,371 0.09%6/15/20266.02

Argentine Republic Government International Bond 2,429,000 $ 2,556,523 0.09%4/22/20196.25

DISH Network Corp 2,556,000 $ 2,540,025 0.09%3/15/20242.38

BWAY Holding Co 2,416,000 $ 2,524,720 0.09%4/15/20245.50

AMMC CLO 17 Ltd 2,500,000 $ 2,490,760 0.09%11/15/20278.07






ISSUER SHARES/ PAR

VALUE

MARKET

VALUE


% TOTAL NET

ASSETS

MATURITY

DATE

COUPON

RATE

Global Tel*Link Corp, Term Loan 2,500,000 $ 2,487,500 0.09%11/23/20209.05

Eldorado Resorts Inc 2,298,000 $ 2,412,900 0.08%4/1/20256.00

Working Capital Solutions Funding LCC 2,400,000 $ 2,400,000 0.08%8/30/20187.93

Alliant Holdings Intermediate LLC / Alliant Holdings

Co-Issuer

2,265,000 $ 2,394,762 0.08%8/1/20238.25

Eco-Bat Technologies Ltd, PIK Term Loan 5,650,229 $ 2,303,899 0.08%3/29/201810.42

Peru Government Bond 7,100,000 $ 2,290,122 0.08%8/12/20326.15

Rialto Holdings LLC / Rialto Corp 2,238,000 $ 2,254,785 0.08%12/1/20187.00

Ukraine Government International Bond 2,100,000 $ 2,226,798 0.08%9/1/20227.75

Monitronics International Inc 2,500,000 $ 2,225,000 0.08%4/1/20209.13

StandardAero Aviation Holdings Inc 2,000,000 $ 2,215,000 0.08%7/15/202310.00

Give & Go Prepared Foods Corp, Term Loan 2,184,000 $ 2,211,300 0.08%7/29/20235.56

Diamond Resorts International Inc 2,074,000 $ 2,208,810 0.08%9/1/202410.75


Goodman Networks Inc 2,552,538 $ 2,118,607 0.07%5/11/20228.00

Heartland Dental LLC, Term Loan 2,047,000 $ 2,055,188 0.07%7/26/20236.06

Cobalt International Energy Inc 3,206,000 $ 2,035,810 0.07%12/1/20237.75

ALM VII R Ltd 2,000,000 $ 2,016,266 0.07%10/15/20288.44

Digicert Holdings Inc, Term Loan 1,993,000 $ 2,012,930 0.07%9/20/20240.00

Can Am Construction Inc/Canada, Term Loan B 2,000,000 $ 2,000,000 0.07%6/29/20246.80

McAfee LLC, Term Loan 2,000,000 $ 2,000,000 0.07%9/26/20250.00


Commercial Mortgage Trust 2005-GG5 2,028,907 $ 1,980,252 0.07%4/10/20375.61

Alphabet Holding Co Inc, Term Loan 1,995,000 $ 1,970,063 0.07%9/15/20240.00

Ocwen Loan Servicing LLC 1,986,000 $ 1,951,245 0.07%11/15/20228.38

Air Canada 2015-2 Class B Pass Through Trust 1,831,462 $ 1,913,877 0.07%6/15/20255.00

Lenardo US Holdings Inc 1,685,000 $ 1,904,050 0.07%1/15/20406.25

Montenegro Government International Bond 1,500,000 $ 1,866,120 0.07%5/20/20195.38

VistaJet Malta Finance PLC / VistaJet Co Finance LLC 2,054,000 $ 1,848,600 0.06%6/1/20207.75

Avantor Performance Material Holdings LLC, Term Loan 1,808,000 $ 1,812,900 0.06%9/20/20240.00


Uniti Group LP / Uniti Group Finance Inc / CSL Capital

LLC

2,000,000 $ 1,770,000 0.06%10/15/20238.25

AMMC CLO 18 Ltd 1,750,000 $ 1,744,682 0.06%5/26/20287.99

Confie Seguros Holding II Co, Term Loan 1,720,000 $ 1,681,300 0.06%5/8/201911.05

Magnetite IX Ltd 1,750,000 $ 1,630,769 0.06%7/25/20267.06

Evergreen Skills Lux Sarl, Term Loan 1,999,833 $ 1,625,705 0.06%4/28/20229.48

Denbury Resources Inc 1,630,000 $ 1,591,288 0.06%5/15/20219.00


ClubCorp Holdings Inc, Term Loan B 1,574,000 $ 1,563,376 0.05%8/16/20244.59

Global Tel*Link Corp, Term Loan 1,523,309 $ 1,536,638 0.05%5/23/20205.30


Oilflow SPV 1 DAC 1,445,000 $ 1,516,132 0.05%1/13/202212.00

Securus Technologies Holdings Inc, Term Loan 1,494,000 $ 1,508,313 0.05%6/20/20240.00






ISSUER SHARES/ PAR

VALUE

MARKET

VALUE


% TOTAL NET

ASSETS

MATURITY

DATE

COUPON

RATE

General Motors Financial Co Inc 1,500,000 $ 1,507,878 0.05%4/13/20202.23

Lightstone Holdco LLC, Term Loan 1,511,232 $ 1,503,676 0.05%1/30/20245.74

Superior Industries International Inc, Term Loan 1,500,000 $ 1,477,500 0.05%3/22/20245.74

Transcanada Trust 1,435,000 $ 1,469,081 0.05%3/15/20775.30

CERP DUMMY 1,329,000 $ 1,464,115 0.05%10/15/20238.00

Sound Point Clo XV Ltd 1,500,000 $ 1,453,580 0.05%1/23/20297.27

Ford Credit Auto Owner Trust 2016-C 1,453,387 $ 1,453,330 0.05%9/15/20191.37

American Express Credit Corp 1,430,000 $ 1,433,615 0.05%5/3/20191.64

JPMorgan Chase & Co 1,425,000 $ 1,432,225 0.05%6/1/20212.00

USAA Capital Corp 1,430,000 $ 1,431,616 0.05%2/1/20191.54

DTI Holdco Inc, Term Loan B 1,494,635 $ 1,431,113 0.05%9/23/20236.56

PepsiCo Inc 1,430,000 $ 1,429,763 0.05%5/2/20191.35

Cisco Systems Inc 1,420,000 $ 1,428,366 0.05%9/20/20191.67

Gilead Sciences Inc 1,415,000 $ 1,417,971 0.05%9/20/20191.58

Gilead Sciences Inc 1,415,000 $ 1,417,548 0.05%3/20/20191.55

Silversea Cruise Finance Ltd 1,322,000 $ 1,414,540 0.05%2/1/20257.25


Motel 6 Trust 2017-M6MZ 1,410,000 $ 1,412,638 0.05%8/15/20198.16

Teva Pharmaceutical Finance Netherlands III BV 1,530,000 $ 1,410,196 0.05%10/1/20263.15

Avery Point VII CLO Ltd 1,400,000 $ 1,409,437 0.05%1/15/20287.90

Citibank NA 1,400,000 $ 1,401,060 0.05%9/18/20191.58

International Car Wash Group Ltd, Term Loan 1,401,000 $ 1,393,995 0.05%9/25/20250.00

Gabon Government International Bond 1,400,000 $ 1,392,454 0.05%6/16/20256.95

United States Treasury Strip Principal 3,298,000 $ 1,385,226 0.05%5/15/20470.00

Commercial Vehicle Group Inc, Term Loan B 1,378,000 $ 1,378,000 0.05%3/29/20237.24

APX Group Inc 1,300,000 $ 1,366,625 0.05%9/1/20237.63

DT Auto Owner Trust 2016-1 1,335,000 $ 1,364,622 0.05%12/15/20224.66


Citigroup Commercial Mortgage Trust 2014-GC19 1,795,000 $ 1,347,664 0.05%3/10/20474.56

OneMain Financial Issuance Trust 2016-2 1,295,000 $ 1,345,785 0.05%3/20/20285.94

Citibank Credit Card Issuance Trust 1,330,000 $ 1,333,295 0.05%4/7/20221.45


Ally Financial Inc 1,300,000 $ 1,328,730 0.05%9/10/20184.75

Triumph Group Inc 1,260,000 $ 1,326,150 0.05%8/15/20257.75

Toyota Auto Receivables 2017-C Owner Trust 1,315,000 $ 1,315,019 0.05%7/15/20201.31

Golden Nugget Inc/NV, Term Loan 1,299,000 $ 1,305,495 0.05%10/4/20230.00

BXHTL Mezzanine Trust 1,289,543 $ 1,295,991 0.05%5/15/20209.43


NBCUniversal Enterprise Inc 1,205,000 $ 1,286,338 0.05%12/19/20495.25

AECOM 1,240,000 $ 1,281,850 0.04%3/15/20275.13


EnLink Midstream Partners LP 1,265,000 $ 1,266,015 0.04%12/31/20496.00

Chase Issuance Trust 1,260,000 $ 1,264,777 0.04%1/18/20221.53






ISSUER SHARES/ PAR

VALUE

MARKET

VALUE


% TOTAL NET

ASSETS

MATURITY

DATE

COUPON

RATE


US Bank NA/Cincinnati OH 1,255,000 $ 1,258,909 0.04%1/24/20201.63

International Business Machines Corp 1,255,000 $ 1,257,418 0.04%1/27/20201.55

Navios Maritime Partners LP, Term Loan 1,253,850 $ 1,246,014 0.04%9/4/20206.32

Alphabet Holding Co Inc, Term Loan 1,252,000 $ 1,233,220 0.04%9/15/20250.00

Caterpillar Financial Services Corp 1,225,000 $ 1,231,998 0.04%1/10/20201.81

Berkshire Hathaway Finance Corp 1,225,000 $ 1,230,286 0.04%1/10/20201.62

Sumitomo Mitsui Banking Corp 1,225,000 $ 1,230,150 0.04%1/11/20191.85

American Honda Finance Corp 1,225,000 $ 1,228,018 0.04%11/19/20181.60

United Technologies Corp 1,220,000 $ 1,226,028 0.04%11/1/20191.66

JPMorgan Chase Bank NA 1,215,000 $ 1,223,687 0.04%9/23/20191.92

Lee Enterprises Inc 1,178,000 $ 1,223,648 0.04%3/15/20229.50

Nissan Motor Acceptance Corp 1,215,000 $ 1,222,420 0.04%1/13/20201.88

OneMain Financial Issuance Trust 2014-2 1,210,000 $ 1,219,813 0.04%9/18/20245.31

Shell International Finance BV 1,210,000 $ 1,216,855 0.04%9/12/20191.66

BMW US Capital LLC 1,205,000 $ 1,211,637 0.04%9/13/20191.73

Metropolitan Life Global Funding I 1,205,000 $ 1,208,271 0.04%9/14/20181.66


BA Credit Card Trust 1,205,000 $ 1,206,059 0.04%6/15/20201.56

Mexican Bonos 23,500,000 $ 1,203,301 0.04%3/5/20265.75

Caterpillar Financial Services Corp 1,200,000 $ 1,203,194 0.04%2/23/20182.01

Veritas US Inc, Term Loan B1 1,189,875 $ 1,200,286 0.04%1/27/20235.81

Freddie Mac Structured Agency Credit Risk Debt Notes 999,062 $ 1,195,539 0.04%4/25/202810.59

AIM Aviation Finance Ltd 1,210,167 $ 1,193,372 0.04%2/15/20405.07

Multi-Color Corp 1,177,000 $ 1,189,888 0.04%11/1/20254.88

USS Ultimate Holdings Inc, Term Loan 1,168,000 $ 1,179,680 0.04%8/9/20244.98

MCAFEE LLC, Term Loan 1,178,000 $ 1,178,000 0.04%9/26/20250.00

Financiera de Desarrollo Territorial SA Findeter 3,380,000,000 $ 1,171,238 0.04%8/12/20247.88

Odebrecht Drilling Norbe VIII/IX Ltd 1,805,375 $ 1,168,980 0.04%6/30/20210.00

PF Chang's China Bistro Inc 1,189,000 $ 1,162,248 0.04%6/30/202010.25

Pacific Gas & Electric Co 1,150,000 $ 1,149,903 0.04%11/30/20171.52

Portugal Government International Bond 1,079,000 $ 1,144,981 0.04%10/15/20245.13

Honda Auto Receivables 2016-4 Owner Trust 1,145,000 $ 1,136,899 0.04%12/18/20201.21

American Homes 4 Rent 2015-SFR1 1,045,000 $ 1,136,654 0.04%4/17/20525.64

Clear Channel Worldwide Holdings Inc 1,145,000 $ 1,130,688 0.04%3/15/20207.63

AMC Networks Inc 1,111,000 $ 1,122,110 0.04%8/1/20254.75

Ciena Corp 925,000 $ 1,118,672 0.04%10/15/20183.75

ACOF V DP Acquiror LLC, Term Loan 1,115,000 $ 1,114,309 0.04%8/9/20244.31

Heartland Dental LLC, Term Loan 1,100,000 $ 1,106,875 0.04%7/26/20249.82


Koppers Inc 1,000,000 $ 1,075,000 0.04%2/15/20256.00

TKC Holdings Inc, Term Loan 1,059,844 $ 1,068,672 0.04%2/1/20235.49

Latam Airlines 2015-1 Pass Through Trust B 1,063,305 $ 1,067,558 0.04%8/15/20254.50






ISSUER SHARES/ PAR

VALUE

MARKET

VALUE


% TOTAL NET

ASSETS

MATURITY

DATE

COUPON

RATE

Imagine! Print Solutions Inc, Term Loan 1,061,665 $ 1,061,665 0.04%6/21/20226.05

PlayCore Inc, Term Loan 1,077,000 $ 1,060,845 0.04%9/18/20250.00

VC GB Holdings Inc, Term Loan 1,064,000 $ 1,056,020 0.04%2/21/20259.24

H&E Equipment Services Inc 1,000,000 $ 1,055,000 0.04%9/1/20255.63

Shenton Aircraft Investment I Ltd 1,006,127 $ 1,053,506 0.04%10/15/20424.75

BA Credit Card Trust 1,030,000 $ 1,031,482 0.04%8/15/20221.95

TMS International Corp, Term Loan B 1,031,000 $ 1,031,000 0.04%8/9/20244.31

Werner FinCo LP, Term Loan 1,025,000 $ 1,026,927 0.04%6/23/20245.26

American Homes 4 Rent 2014-SFR3 Trust 900,000 $ 1,020,731 0.04%12/17/20366.42

Almonde Inc, Term Loan 1,000,000 $ 1,016,070 0.04%4/28/20258.57

China Evergrande Group 1,000,000 $ 1,014,798 0.04%6/28/20258.75

Intelsat Jackson Holdings SA 1,000,000 $ 1,010,000 0.04%7/15/20259.75

Ancestry.com Operations Inc, Term Loan B 1,000,000 $ 1,005,630 0.04%10/19/20234.49

USS Ultimate Holdings Inc, Term Loan 1,000,000 $ 1,005,000 0.04%8/8/20258.98

Cyxtera DC Holdings Inc, Term Loan B 1,000,000 $ 1,003,330 0.04%3/15/20244.31

Kingpin Intermediate Holdings LLC, Term Loan B 1,000,000 $ 1,002,920 0.04%6/29/20245.57

GTT Communications Inc, Term Loan B 997,494 $ 1,001,234 0.04%1/9/20244.50

UFC Holdings LLC, Term Loan B 997,487 $ 1,001,068 0.04%8/18/20234.49

Bowman Park CLO Ltd 1,000,000 $ 1,000,077 0.03%11/23/20256.71

PRPM 2017-2 LLC 1,000,000 $ 999,903 0.03%9/25/20223.47

United States Treasury Note/Bond 1,000,000 $ 997,107 0.03%4/30/20180.75

Unitymedia Finance LLC, Term Loan B 998,820 $ 995,574 0.03%9/8/20253.49

Gabon Government International Bond 1,000,000 $ 994,610 0.03%6/16/20256.95

Uber Technologies Inc, Term Loan B 988,005 $ 992,333 0.03%7/7/20235.25

KUEHG Corp, Term Loan 977,000 $ 972,115 0.03%8/15/20259.51

AES Corp/VA, Term Loan B 971,008 $ 971,416 0.03%5/19/20223.32

Bellatrix Exploration Ltd 1,040,000 $ 967,200 0.03%5/15/20208.50

PF Chang's China Bistro Inc, Term Loan 1,004,000 $ 953,800 0.03%8/18/20226.24

Citigroup Inc 945,000 $ 945,822 0.03%11/24/20172.02

Hellenic Republic Treasury Bill 800,000 $ 944,678 0.03%10/13/20170.00

Vero Parent Inc, Term Loan B 961,000 $ 941,780 0.03%8/9/20246.31

Cencosud SA 935,000 $ 939,208 0.03%7/17/20274.38

Avanti Communications Group PLC 1,124,159 $ 933,052 0.03%10/1/202110.00

Securus Technologies Holdings Inc, Term Loan 932,000 $ 932,774 0.03%4/30/20219.00

TTM Technologies Inc 550,000 $ 928,125 0.03%12/15/20201.75

Tennessee Merger Sub Inc, Term Loan 941,545 $ 923,307 0.03%1/12/20243.99

CPS Auto Receivables Trust 2016-B 855,000 $ 913,932 0.03%5/15/20238.14

Hongkong & Shanghai Banking Corp Ltd/The 1,100,000 $ 912,120 0.03%7/29/20491.50

Halcon Resources Corp 880,000 $ 910,800 0.03%2/15/20256.75

California Resources Corp 1,399,000 $ 909,350 0.03%12/15/20228.00

Ardonagh Midco 3 PLC 655,000 $ 908,418 0.03%7/15/20238.38

BCP Renaissance Parent LLC, Term Loan 890,000 $ 899,176 0.03%9/19/20240.00

SLM Private Credit Student Loan Trust 2003-B 850,000 $ 857,865 0.03%3/15/20333.78






ISSUER SHARES/ PAR

VALUE

MARKET

VALUE


% TOTAL NET

ASSETS

MATURITY

DATE

COUPON

RATE

Microchip Technology Inc 708,000 $ 856,238 0.03%2/15/20372.25

Hellenic Republic Treasury Bill 728,000 $ 854,404 0.03%2/2/20180.00

DT Auto Owner Trust 2016-2 820,000 $ 851,704 0.03%11/15/20225.43

Prestige Auto Receivables Trust 2016-1 815,000 $ 844,510 0.03%11/15/20215.15

American Express Credit Account Secured Note Trust

2012-4

835,000 $ 835,091 0.03%5/15/20201.47

Quikrete Holdings Inc, Term Loan B 834,571 $ 833,903 0.03%11/3/20234.00

Serta Simmons Bedding LLC, Term Loan 859,707 $ 833,366 0.03%10/20/20234.80

WFRBS Commercial Mortgage Trust 2011-C4 845,000 $ 831,963 0.03%6/15/20445.41

BRF GmbH 840,000 $ 825,300 0.03%9/29/20264.35

1011778 BC ULC, Term Loan B 825,841 $ 824,396 0.03%2/16/20243.52

NGL Energy Partners LP / NGL Energy Finance Corp 825,000 $ 820,875 0.03%11/1/20237.50

Colony American Homes 2014-2 815,039 $ 817,896 0.03%7/17/20314.44

Quintiles IMS Inc 680,000 $ 816,694 0.03%3/15/20253.25

Neurocrine Biosciences Inc 715,000 $ 813,759 0.03%5/15/20242.25

SCG Trust 2013-SRP1 850,000 $ 811,913 0.03%11/15/20264.58

Gruden Acquisition Inc, Term Loan 823,904 $ 811,034 0.03%8/18/20226.80

MEG Energy Corp 940,000 $ 806,050 0.03%3/31/20247.00

OneMain Financial Issuance Trust 2015-3 790,000 $ 805,862 0.03%11/20/20284.16

Post Holdings Inc 781,000 $ 804,430 0.03%3/1/20275.75

Ford Credit Auto Owner Trust 2017-A 803,818 $ 804,181 0.03%12/15/20191.35

FTS International Inc 787,000 $ 799,789 0.03%6/15/20208.82

United States Treasury Note/Bond 773,000 $ 795,133 0.03%2/15/20473.00

JP Morgan Chase Commercial Mortgage Securities Trust

2015-SGP

785,000 $ 793,818 0.03%7/15/20365.74

Grifols SA 655,000 $ 787,301 0.03%5/1/20253.20


American Homes 4 Rent 2014-SFR2 Trust 695,000 $ 776,664 0.03%10/17/20366.23

Weatherford International Ltd 700,000 $ 764,313 0.03%7/1/20215.88

Flagstar Bancorp Inc 717,000 $ 761,939 0.03%7/15/20216.13

Provincia de Buenos Aires/Argentina 735,000 $ 760,725 0.03%6/15/20195.75

Al Aqua ZIP Bidco Pty Ltd, Term Loan 757,000 $ 758,893 0.03%12/13/20234.49

USI Inc/NY, Term Loan B 759,691 $ 756,842 0.03%4/5/20244.31

Jane Street Group LLC, Term Loan B 750,000 $ 756,098 0.03%8/11/20225.73

Coinstar Funding LLC Series 2017-1 723,188 $ 751,813 0.03%4/25/20475.22

Apidos CLO XXII 750,000 $ 748,047 0.03%10/20/20277.31

Carestream Dental Equipment Inc, Term Loan 745,000 $ 743,368 0.03%8/7/20244.49

California Resources Corp, Term Loan 695,000 $ 739,828 0.03%12/31/202111.61

Odebrecht Offshore Drilling Finance Ltd 2,067,250 $ 739,042 0.03%10/1/20230.00

Zekelman Industries Inc 655,000 $ 738,513 0.03%6/15/20239.88

CSMC 2014-USA OA LLC 825,000 $ 735,254 0.03%9/15/20374.37


Spirit Realty Capital Inc 725,000 $ 726,813 0.03%5/15/20192.88

Netflix Inc 605,000 $ 725,843 0.03%5/15/20273.63






ISSUER SHARES/ PAR

VALUE

MARKET

VALUE


% TOTAL NET

ASSETS

MATURITY

DATE

COUPON

RATE

Southwestern Energy Co 715,000 $ 725,725 0.03%1/23/20256.70


Apple Inc 720,000 $ 721,329 0.03%2/7/20201.51

HarborView Mortgage Loan Trust 2003-2 741,203 $ 720,241 0.03%10/19/20331.98

NextGear Floorplan Master Owner Trust 715,000 $ 719,001 0.03%4/18/20222.08

KMG Chemicals Inc, Term Loan B 710,160 $ 718,739 0.03%6/13/20245.49

Tesla Inc 735,000 $ 716,625 0.03%8/15/20255.30

Aleris International Inc 672,000 $ 715,680 0.03%4/1/20219.50

Motor 2017-1 PLC 715,000 $ 715,556 0.03%9/25/20241.77

Cenovus Energy Inc 720,000 $ 715,192 0.03%6/15/20475.40

BWAY Corp, Term Loan B 713,213 $ 714,867 0.03%4/3/20244.48

Gulfport Energy Corp 705,000 $ 713,813 0.02%5/15/20256.38

Stillwater Mining Co 700,000 $ 710,850 0.02%6/27/20226.13

New Arclin US Holding Corp, Term Loan 703,000 $ 709,151 0.02%2/7/202510.17

Cronos Containers Program I Ltd 709,167 $ 708,083 0.02%11/18/20293.27

Inter-American Development Bank 712,000 $ 704,811 0.02%7/7/20272.38

Cox Communications Inc 765,000 $ 704,216 0.02%6/30/20434.50

Invitation Homes 2015-SFR1 Trust 690,000 $ 701,019 0.02%3/17/20325.43

Kloeckner Pentaplast of America Inc, Term Loan B 700,000 $ 700,875 0.02%6/29/20225.55

IndyMac INDX Mortgage Loan Trust 2005-AR11 774,218 $ 700,678 0.02%8/25/20353.30

Cemex SAB de CV 650,000 $ 699,563 0.02%5/5/20256.13

Ziggo Secured Finance Partnership, Term Loan E 700,122 $ 699,513 0.02%4/15/20253.73

Finisar Corp 745,000 $ 698,438 0.02%12/15/20360.50

McAfee, Term Loan 695,000 $ 698,128 0.02%9/27/20240.00

International Car Wash Group Ltd, Term Loan 693,000 $ 695,599 0.02%9/25/20240.00

CenturyLink Escrow LLC, Term Loan B 715,000 $ 692,478 0.02%1/15/20252.75

RCO Mortgage LLC 2017-1 691,257 $ 692,160 0.02%8/25/20223.38


2006-C25

740,828 $ 688,264 0.02%5/15/20435.36

Chesapeake Energy Corp 745,000 $ 683,538 0.02%9/15/20265.50

Macquarie Infrastructure Corp 705,000 $ 682,969 0.02%10/1/20232.00

Bass Pro Group LLC, Term Loan B 725,000 $ 682,102 0.02%11/15/20236.30

Blackbird Capital Aircraft Lease Securitization Ltd 2016-1 675,625 $ 680,514 0.02%12/16/20415.68

Ladder Capital Finance Holdings LLLP / Ladder Capital

Finance Corp

665,000 $ 679,963 0.02%8/1/20215.88

Surgery Center Holdings Inc, Term Loan 680,000 $ 674,050 0.02%6/20/20244.49

Sprint Communications Inc, Term Loan B 671,625 $ 672,048 0.02%1/31/20243.75

Albertson's LLC, Term Loan B4 690,928 $ 665,557 0.02%8/25/20213.99

NRG Yield Inc 650,000 $ 660,563 0.02%2/1/20193.50

Freddie Mac Structured Agency Credit Risk Debt Notes 620,000 $ 655,685 0.02%10/25/20296.39

Citigroup Mortgage Loan Trust 2005-3 655,407 $ 655,140 0.02%8/25/20353.46

Morgan Stanley Capital I Trust 2007-TOP27 590,000 $ 654,469 0.02%6/11/20426.15

YPF SA 615,000 $ 651,900 0.02%7/21/20276.95

Banco Supervielle SA 11,000,000 $ 649,482 0.02%8/9/202025.04






ISSUER SHARES/ PAR

VALUE

MARKET

VALUE


% TOTAL NET

ASSETS

MATURITY

DATE

COUPON

RATE

DISH DBS Corp 615,000 $ 644,597 0.02%11/15/20245.88

Truck Hero Inc, Term Loan 643,307 $ 642,232 0.02%5/16/20245.34

NAB Holdings LLC, Term Loan B 638,400 $ 641,196 0.02%6/14/20244.80

Structured Adjustable Rate Mortgage Loan Trust 764,119 $ 640,677 0.02%7/25/20351.55

JBS USA LUX SA / JBS USA Finance Inc 625,000 $ 637,500 0.02%6/1/20217.25

Toronto-Dominion Bank/The 630,000 $ 631,984 0.02%1/18/20191.72

Colony NorthStar Inc 625,000 $ 626,953 0.02%1/15/20213.88

Digicert Holdings Inc, Term Loan 619,000 $ 623,902 0.02%9/19/20250.00

Capital One Multi-Asset Execution Trust 620,000 $ 621,785 0.02%1/17/20232.00

Fannie Mae Connecticut Avenue Securities 600,000 $ 619,031 0.02%10/25/20296.09

Wells Fargo & Co 615,000 $ 616,966 0.02%4/23/20181.94

MASTR Adjustable Rate Mortgages Trust 2005-2 648,505 $ 612,607 0.02%3/25/20353.29

PepsiCo Inc 610,000 $ 612,296 0.02%10/4/20191.57

Time Warner Cable LLC 645,000 $ 611,297 0.02%9/15/20424.50

Exxon Mobil Corp 610,000 $ 611,003 0.02%3/15/20191.47

American Express Credit Corp 605,000 $ 609,822 0.02%11/5/20182.09

Toyota Motor Credit Corp 605,000 $ 609,013 0.02%10/18/20191.74

Morgan Stanley 605,000 $ 608,686 0.02%4/25/20182.59

Bank of America Corp 605,000 $ 607,571 0.02%3/22/20182.39

Berkshire Hathaway Finance Corp 605,000 $ 606,528 0.02%3/7/20181.87

JPMorgan Chase & Co 605,000 $ 606,527 0.02%1/25/20182.21

Merck & Co Inc 605,000 $ 606,347 0.02%5/18/20181.68

Sumitomo Mitsui Banking Corp 600,000 $ 602,711 0.02%7/23/20182.05

Securus Technologies Holdings Inc, Term Loan 598,000 $ 601,738 0.02%6/20/20250.00


PlayCore Inc, Term Loan 592,000 $ 594,960 0.02%9/18/20240.00

Petrobras Global Finance BV 589,687 $ 588,802 0.02%1/27/20255.30

Element Fleet Management Corp 725,000 $ 588,309 0.02%6/30/20195.13

Sundial Brands LLC, Term Loan 594,000 $ 585,090 0.02%8/11/20247.49

GS Mortgage Securities Trust 2007-GG10 572,517 $ 584,714 0.02%8/10/20455.95

Colony American Finance 2015-1 Ltd 550,000 $ 581,395 0.02%10/15/20475.65


Sofi Professional Loan Program 2016-A LLC 577,624 $ 579,968 0.02%1/26/20383.57

Odebrecht Offshore Drilling Finance Ltd 1,614,936 $ 577,340 0.02%10/1/20230.00

First Investors Auto Owner Trust 2015-2 565,000 $ 576,085 0.02%12/15/20214.22



BCPE Eagle Buyer LLC, Term Loan 574,000 $ 572,565 0.02%3/8/20259.24

American Express Issuance Trust II 570,000 $ 572,034 0.02%8/15/20191.66

Ludgate Funding PLC 432,283 $ 563,832 0.02%1/1/20610.90


Valeant Pharmaceuticals International Inc 635,000 $ 556,419 0.02%4/15/20256.13

Capital One NA/Mclean VA 550,000 $ 554,133 0.02%8/17/20182.46






ISSUER SHARES/ PAR

VALUE

MARKET

VALUE


% TOTAL NET

ASSETS

MATURITY

DATE

COUPON

RATE

SunPower Corp 575,000 $ 550,563 0.02%6/1/20180.75

VOLT LIV LLC 545,000 $ 549,499 0.02%2/25/20476.00

Chief Power Finance LLC, Term Loan B 864,334 $ 540,209 0.02%12/31/20205.99

Toyota Auto Receivables 2017-A Owner Trust 540,000 $ 540,100 0.02%9/16/20191.30

JBS USA LUX SA / JBS USA Finance Inc 540,000 $ 537,975 0.02%6/15/20255.75

CAM Mortgage Trust 545,000 $ 535,595 0.02%1/15/20565.00

iStar Inc 530,000 $ 534,638 0.02%9/15/20223.13

Virgin Media Bristol LLC, Term Loan I 530,000 $ 531,791 0.02%1/31/20253.98

Banco Hipotecario SA 9,230,000 $ 527,345 0.02%1/12/202022.48

Toys R US - Delaware Inc, Term Loan 521,000 $ 526,210 0.02%1/22/20190.00

TTM Technologies Inc 520,000 $ 526,175 0.02%10/1/20255.63

Landry's Inc 520,000 $ 525,850 0.02%10/15/20246.75

Dukinfield 2 Plc 387,647 $ 524,721 0.02%12/20/20521.58

Vale Overseas Ltd 460,000 $ 521,962 0.02%8/10/20266.25

VOLT LVI LLC 515,916 $ 519,873 0.02%3/25/20473.50

TGP Holdings III LLC, Term Loan 516,000 $ 516,000 0.02%9/25/20250.00

Suzano Austria GmbH 480,000 $ 515,664 0.02%7/14/20265.75

Valeant Pharmaceuticals International Inc 510,000 $ 513,858 0.02%5/15/20234.50

Wells Fargo Mortgage Backed Securities 2004-I Trust 495,594 $ 502,820 0.02%7/25/20343.44

WFRBS Commercial Mortgage Trust 2012-C6 500,000 $ 501,072 0.02%4/15/20455.77

Acuity Specialty Products Inc, Term Loan 500,000 $ 500,625 0.02%8/9/20245.23

Discover Card Execution Note Trust 495,000 $ 495,518 0.02%8/17/20201.53

Morgan Stanley Capital I Trust 2011-C2 475,000 $ 491,693 0.02%6/15/20445.67

CLI Funding V LLC 489,363 $ 489,074 0.02%10/18/20293.38


TransDigm Inc, Term Loan F 486,093 $ 487,259 0.02%6/9/20234.24

BioMarin Pharmaceutical Inc 400,000 $ 478,750 0.02%10/15/20201.50

Change Healthcare Holdings LLC, Term Loan B 473,744 $ 474,810 0.02%2/3/20243.99


BRF SA 1,500,000 $ 467,692 0.02%5/22/20187.75

Fresh Market Inc/The 762,000 $ 464,820 0.02%5/1/20239.75

Toyota Auto Receivables 2017-A Owner Trust 460,000 $ 459,709 0.02%2/16/20211.73

CBS Radio Inc 430,000 $ 459,025 0.02%11/1/20247.25

HSBC Bank PLC 550,000 $ 456,070 0.02%9/29/20491.81

Gates Global LLC, Term Loan B1 453,679 $ 455,381 0.02%3/29/20244.58


Acorda Therapeutics Inc 500,000 $ 451,250 0.02%6/15/20211.75

Nissan Auto Receivables 2016-B Owner Trust 446,809 $ 447,079 0.02%4/15/20191.53

Vishay Intertechnology Inc 300,000 $ 443,063 0.02%11/15/20402.25

GTT Communications Inc 416,000 $ 442,000 0.02%12/31/20247.88

Almonde Inc, Term Loan 440,000 $ 441,808 0.02%4/26/20244.82

Ford Credit Auto Owner Trust 2016-B 441,615 $ 441,788 0.02%3/15/20191.54

Tidewater Sales Finance Master Trust Series 2017-A 435,000 $ 434,721 0.02%4/15/20214.55






ISSUER SHARES/ PAR

VALUE

MARKET

VALUE


% TOTAL NET

ASSETS

MATURITY

DATE

COUPON

RATE

Avolon TLB Borrower 1 US LLC, Term Loan B2 430,000 $ 430,804 0.02%4/3/20220.00

Tesla Inc 350,000 $ 429,844 0.02%3/15/20222.38

Avolon TLB Borrower 1 US LLC, Term Loan B2 428,925 $ 429,727 0.02%1/20/20223.99

MASTR Alternative Loan Trust 2004-8 403,362 $ 428,452 0.01%9/25/20346.00

SM Energy Co 425,000 $ 426,063 0.01%11/15/20226.13

GCA2014 Holdings Ltd - Class C 615,812 $ 424,910 0.01%1/5/20306.00

DHX Media Ltd, Term Loan B 425,933 $ 424,335 0.01%12/22/20234.99

Cosan Luxembourg SA 390,000 $ 422,682 0.01%1/20/20277.00

Imagine! Print Solutions Inc, Term Loan 427,000 $ 418,460 0.01%6/21/202310.05


Alternative Loan Trust 2005-14 438,339 $ 411,499 0.01%5/25/20351.45

Cobalt International Energy Inc 2,155,000 $ 409,450 0.01%5/15/20243.13

VOLT LVI LLC 405,000 $ 407,996 0.01%3/25/20475.88

Ghana Government International Bond 367,000 $ 407,847 0.01%9/15/20229.25

EP Energy LLC / Everest Acquisition Finance Inc 487,000 $ 405,428 0.01%5/1/20209.38

GMACM Mortgage Loan Trust 2005-AR1 400,684 $ 405,234 0.01%3/18/20353.90

Fifth Third Auto Trust 2017-1 405,000 $ 405,073 0.01%4/15/20201.39

Bayview Opportunity Master Fund IIIa Trust 2017-RN7 405,000 $ 405,000 0.01%9/28/20323.10

Siemens Financieringsmaatschappij NV 400,000 $ 400,654 0.01%5/25/20181.60

Del Monte Foods Inc, Term Loan B 466,375 $ 398,919 0.01%1/26/20214.58

Continental Resources Inc/OK 390,000 $ 396,338 0.01%9/15/20225.00

SCG Trust 2013-SRP1 400,000 $ 396,305 0.01%11/15/20264.73

BCP Raptor LLC, Term Loan 389,025 $ 391,577 0.01%6/7/20245.51

Icahn Enterprises LP / Icahn Enterprises Finance Corp 370,000 $ 390,350 0.01%2/1/20246.75

YPF SA 410,000 $ 386,715 0.01%7/7/202024.10

John Deere Capital Corp 384,000 $ 384,273 0.01%1/16/20181.59

Green Plains Inc, Term Loan B 380,000 $ 380,315 0.01%8/18/20236.70

Honda Auto Receivables 2017-3 Owner Trust 380,000 $ 379,608 0.01%9/20/20211.79

Nissan Auto Receivables 2017-A Owner Trust 375,000 $ 374,770 0.01%8/16/20211.74

COMM 2016-SAVA Mortgage Trust 370,000 $ 373,929 0.01%10/15/20344.24

Ajax Mortgage Loan Trust 2016-B 373,276 $ 372,708 0.01%9/25/20654.00

CSFB Mortgage-Backed Pass-Through Certificates Series

2005-10

384,636 $ 372,006 0.01%11/25/20205.25

Meritor Inc 350,000 $ 370,781 0.01%10/15/20373.25


2007-C30

368,000 $ 370,043 0.01%12/15/20435.48

VOLT LV LLC 361,857 $ 364,528 0.01%3/25/20473.50

SM Energy Co 385,000 $ 362,863 0.01%1/15/20245.00

SCG Trust 2013-SRP1 365,000 $ 359,466 0.01%11/15/20263.74

Cox Communications Inc 380,000 $ 356,155 0.01%12/15/20424.70

General Electric Co 354,000 $ 355,285 0.01%4/2/20182.01

Embraer Overseas Ltd 320,000 $ 350,800 0.01%9/16/20235.70

Petroleos Mexicanos 6,500,000 $ 349,212 0.01%11/24/20217.65

Mexichem SAB de CV 345,000 $ 344,448 0.01%10/4/20274.00






ISSUER SHARES/ PAR

VALUE

MARKET

VALUE


% TOTAL NET

ASSETS

MATURITY

DATE

COUPON

RATE

Global Container Assets Ltd 357,071 $ 344,270 0.01%2/5/20304.50

Rise Ltd 339,343 $ 342,737 0.01%2/15/20394.75

SLM Private Credit Student Loan Trust 2003-A 340,000 $ 342,340 0.01%6/15/20323.56

GCAT 2017-2 LLC 342,379 $ 340,338 0.01%4/25/20473.50

Verint Systems Inc 345,000 $ 337,238 0.01%6/1/20211.50

Invitation Homes 2015-SFR3 Trust 330,000 $ 335,947 0.01%8/17/20324.98


Post Holdings Inc, Term Loan B 334,163 $ 334,811 0.01%5/17/20243.50

HD Supply Inc, Term Loan B4 332,488 $ 334,150 0.01%10/17/20233.74

CLUB Credit Trust 2017-NP1 330,000 $ 329,990 0.01%9/15/20232.42

NGPL PipeCo LLC 265,000 $ 329,925 0.01%12/15/20377.77

Embraer Netherlands Finance BV 310,000 $ 328,988 0.01%6/15/20255.05

NeuStar Inc, Term Loan B2 325,000 $ 327,301 0.01%3/1/20245.06

USAA Auto Owner Trust 2015-1 327,297 $ 327,186 0.01%6/17/20191.20

GCAT 2017-5 LLC 327,144 $ 327,160 0.01%7/25/20473.23

TAL Advantage V LLC 323,750 $ 323,378 0.01%11/20/20383.55

Workday Inc 325,000 $ 323,172 0.01%10/1/20220.25

Nabors Industries Inc 395,000 $ 321,184 0.01%1/15/20240.75

VOLT XL LLC 320,000 $ 320,729 0.01%11/27/20454.88

Hertz Vehicle Financing LLC 315,000 $ 312,891 0.01%10/25/20233.29

SoFi Professional Loan Program 2015-A LLC 306,323 $ 311,071 0.01%3/25/20332.43

Honda Auto Receivables 2017-1 Owner Trust 310,000 $ 309,828 0.01%7/21/20211.72

American Homes 4 Rent 2014-SFR2 Trust 280,000 $ 306,072 0.01%10/17/20365.15

Ares Capital Corp 300,000 $ 305,250 0.01%2/1/20223.75

Camelot Finance LP, Term Loan 302,743 $ 303,736 0.01%10/3/20234.74

Embraer Netherlands Finance BV 280,000 $ 303,240 0.01%2/1/20275.40

Horizon Pharma Investment Ltd 325,000 $ 293,516 0.01%3/15/20222.50

Zayo Group LLC, Term Loan B2 293,212 $ 293,447 0.01%1/19/20243.49

DISH DBS Corp 255,000 $ 292,783 0.01%7/1/20267.75

Innoviva Inc 300,000 $ 292,688 0.01%1/15/20232.13

Ship Finance International Ltd 275,000 $ 287,031 0.01%10/15/20215.75

Viking Cruises Ltd 285,000 $ 285,983 0.01%9/15/20275.88

Toyota Auto Receivables 2016-D Owner Trust 280,532 $ 280,614 0.01%5/15/20191.36

USAA Auto Owner Trust 2016-1 280,000 $ 279,161 0.01%6/15/20201.20

Harbor Freight Tools USA Inc, Term Loan 275,282 $ 276,314 0.01%8/16/20234.49


Ajax Mortgage Loan Trust 2016-C 274,624 $ 273,839 0.01%10/25/20574.00

Residential Asset Securitization Trust 2005-A8CB 314,173 $ 271,306 0.01%7/25/20355.38

Traverse Midstream Partners LLC, Term Loan 267,000 $ 270,338 0.01%9/21/20245.33


Towd Point Mortgage Funding 2016-Granite1 PLC 200,000 $ 269,911 0.01%7/20/20461.69

TGP Holdings III LLC, Term Loan 268,831 $ 269,503 0.01%9/25/20240.00

Quintiles IMS Inc, Term Loan B2 265,000 $ 266,230 0.01%1/14/20253.32






ISSUER SHARES/ PAR

VALUE

MARKET

VALUE


% TOTAL NET

ASSETS

MATURITY

DATE

COUPON

RATE

Kabbage Asset Securitization LLC 253,000 $ 264,963 0.01%3/15/20228.00

Colony American Finance 2016-1 Ltd 260,000 $ 264,895 0.01%6/15/20484.64


Tronox Finance LLC, Term Loan B 263,023 $ 263,954 0.01%9/13/20240.00

PRPM 2017-2 LLC 270,000 $ 260,551 0.01%9/25/20225.00

CCRESG Commercial Mortgage Trust 2016-HEAT 255,000 $ 258,500 0.01%4/10/20295.67

GreenSky Holdings LLC, Term Loan B 260,000 $ 258,050 0.01%8/23/20245.25

MEG Energy Corp 295,000 $ 257,388 0.01%1/30/20236.38

Banco Macro SA 5,115,000 $ 255,731 0.01%5/8/202217.50

VOLT LIV LLC 254,113 $ 255,675 0.01%2/25/20473.50

Ginnie Mae 7,001,712 $ 255,399 0.01%1/16/20530.60

BP Capital Markets PLC 255,000 $ 255,338 0.01%2/13/20181.73


Ford Credit Auto Owner Trust 2015-B 255,332 $ 255,016 0.01%11/15/20191.16

Adjustable Rate Mortgage Trust 2005-1 252,005 $ 254,187 0.01%5/25/20353.31

Blackbird Capital Aircraft Lease Securitization Ltd 2016-1 244,375 $ 254,014 0.01%12/16/20414.21

JP Morgan Mortgage Trust 2006-A1 271,138 $ 252,173 0.01%2/25/20363.46

Alternative Loan Trust 2004-J10 242,904 $ 251,430 0.01%9/25/20346.00

Greenbrier Cos Inc/The 220,000 $ 247,225 0.01%2/1/20242.88

THUNDERBOLT AIRCRAFT LEASE LTD 244,048 $ 247,181 0.01%5/17/20325.75

AASET 2017-1 Trust 244,325 $ 245,969 0.01%5/16/20423.97

Structured Adjustable Rate Mortgage Loan Trust 242,384 $ 245,906 0.01%9/25/20343.66

AP Exhaust Acquisition LLC, Term Loan 250,373 $ 243,800 0.01%5/9/20246.31

Oak Hill Advisors Residential Loan Trust 2017-NPLA 239,127 $ 239,251 0.01%6/25/20573.00

Ionis Pharmaceuticals Inc 225,000 $ 237,656 0.01%11/15/20211.00

NGPL PipeCo LLC 225,000 $ 235,766 0.01%8/15/20274.88

Consolidated Communications Inc, Term Loan B 239,705 $ 232,979 0.01%10/5/20234.24

VOLT LXI LLC 231,900 $ 232,494 0.01%6/25/20473.13

Nissan Auto Receivables 2017-A Owner Trust 230,000 $ 230,000 0.01%1/15/20201.29

KAR Auction Services Inc 221,000 $ 229,840 0.01%6/1/20255.13

Cision US Inc, Term Loan 227,000 $ 229,742 0.01%6/16/20235.50

Allegheny Technologies Inc 125,000 $ 228,750 0.01%7/1/20224.75


Five Guys Funding LLC 220,000 $ 225,392 0.01%7/25/20474.60

NRG Yield Inc 225,000 $ 224,578 0.01%6/1/20203.25


Engility Corp, Term Loan B2 219,719 $ 222,055 0.01%8/14/20234.53

IndyMac INDX Mortgage Loan Trust 2005-AR16IP 230,356 $ 221,823 0.01%7/25/20451.88

SpringCastle America Funding LLC 219,994 $ 221,493 0.01%4/25/20293.05

Geopark Ltd 220,000 $ 220,550 0.01%9/21/20246.50

Engineered Machinery Holdings Inc, Term Loan 220,133 $ 220,133 0.01%7/25/20244.56

Bayview Opportunity Master Fund IVb Trust 2017-NPL1 219,254 $ 218,687 0.01%1/28/20323.60

BioMarin Pharmaceutical Inc 215,000 $ 217,822 0.01%8/1/20240.60






ISSUER SHARES/ PAR

VALUE

MARKET

VALUE


% TOTAL NET

ASSETS

MATURITY

DATE

COUPON

RATE


2013-C13

268,000 $ 217,248 0.01%1/15/20463.99

CBS Radio Inc, Term Loan B 215,558 $ 217,042 0.01%10/6/20234.75

Wells Fargo Mortgage Backed Securities 2003-M Trust 214,035 $ 216,416 0.01%12/25/20333.03

ConvergeOne Holdings Corp, Term Loan 213,000 $ 212,734 0.01%6/14/20246.05

Echo Global Logistics Inc 220,000 $ 211,613 0.01%5/1/20202.50

GCAT 2017-3 LLC 207,107 $ 206,800 0.01%4/25/20473.35

Rackspace Hosting Inc, Term Loan B 203,976 $ 203,415 0.01%11/3/20234.33

Hercules Capital Inc 200,000 $ 203,125 0.01%2/1/20224.38

BCAP LLC Trust 2007-AA2 201,411 $ 199,951 0.01%3/25/20226.00

HSBC Bank PLC 240,000 $ 198,986 0.01%6/29/20491.75

Nissan Auto Receivables 2016-C Owner Trust 200,000 $ 198,560 0.01%1/15/20211.18

RALI Series 2006-QO4 Trust 210,905 $ 197,695 0.01%4/25/20461.43


2007-CIBC20

197,000 $ 196,056 0.01%2/12/20516.56

AMAG Pharmaceuticals Inc 200,000 $ 194,500 0.01%6/1/20223.25

Bayview Opportunity Master Fund IIIb Trust 2017-RN3 193,989 $ 194,147 0.01%5/28/20323.23

AmeriCredit Automobile Receivables 2015-4 189,000 $ 192,951 0.01%12/8/20213.72

Liberty Media Corp 180,000 $ 191,250 0.01%9/30/20462.25

Atlas Air Worldwide Holdings Inc 150,000 $ 191,063 0.01%6/1/20241.88

RWT Holdings Inc 185,000 $ 190,550 0.01%11/15/20195.63

Deutsche Mortgage Securities Inc Mortgage Loan Trust

2004-4

202,193 $ 190,082 0.01%6/25/20341.59

Banc of America Funding 2004-B Trust 190,477 $ 190,080 0.01%11/20/20343.38

TransDigm Inc, Term Loan G 189,525 $ 189,739 0.01%8/16/20244.26

Grupo Televisa SAB 4,370,000 $ 189,127 0.01%5/14/20437.25

Envision Healthcare Corp, Term Loan C 188,575 $ 188,930 0.01%11/17/20234.26

Eurosail-UK 2007-2np PLC 142,843 $ 186,551 0.01%3/13/20450.45

JP Morgan Mortgage Trust 2005-A2 185,767 $ 185,111 0.01%4/25/20353.47

SemGroup Corp 181,000 $ 181,905 0.01%3/15/20267.25

Tronox Finance PLC 177,000 $ 181,425 0.01%10/1/20255.75


Whiting Petroleum Corp 200,000 $ 178,250 0.01%4/1/20201.25

OSAT 2016-NPL1 Trust 176,072 $ 177,442 0.01%7/25/20563.75

Flowers Foods Inc 180,000 $ 176,838 0.01%10/1/20263.50

Newgate Funding 2007-3 150,832 $ 176,372 0.01%12/15/20500.27

Blackstone Mortgage Trust Inc 175,000 $ 176,094 0.01%5/5/20224.38

Viacom Inc 175,000 $ 176,094 0.01%2/28/20576.25

Axalta Coating Systems US Holdings Inc, Term Loan B2 175,159 $ 175,944 0.01%6/21/20243.30


Prospect Capital Corp 175,000 $ 174,344 0.01%7/15/20224.95

VOLT XXIV LLC 174,202 $ 174,153 0.01%2/25/20554.25

Banc of America Funding 2007-4 Trust 168,731 $ 172,478 0.01%11/25/20345.50







ISSUER SHARES/ PAR

VALUE

MARKET

VALUE


% TOTAL NET

ASSETS

MATURITY

DATE

COUPON

RATE

Flagship Credit Auto Trust 2015-1 165,000 $ 167,795 0.01%6/15/20213.76

World Financial Network Credit Card Master Trust 165,000 $ 165,286 0.01%2/15/20221.71

Toyota Auto Receivables 2016-C 165,000 $ 164,191 0.01%8/17/20201.14


GFL Environmental Inc, Term Loan B 158,400 $ 158,945 0.01%9/27/20234.05

VOLT LVII LLC 157,443 $ 158,302 0.01%4/25/20473.38

Seattle SpinCo Inc, Term Loan 157,366 $ 157,563 0.01%4/19/20243.99

Alternative Loan Trust 2003-22CB 153,038 $ 156,950 0.01%12/25/20335.75

DSLA Mortgage Loan Trust 2005-AR5 188,600 $ 154,305 0.01%9/19/20451.57

Spirit Realty Capital Inc 150,000 $ 153,281 0.01%5/15/20213.75

Cavium Inc, Term Loan B1 152,680 $ 153,062 0.01%8/16/20223.50

Donnelley Financial Solutions Inc, Term Loan B 151,429 $ 152,092 0.01%9/26/20237.25

Donnelley Financial Solutions Inc, Term Loan B 151,429 $ 152,092 0.01%9/29/20230.00

Rovi Corp 150,000 $ 150,656 0.01%3/1/20200.50

Big River Steel LLC, Term Loan 148,000 $ 149,480 0.01%8/15/20236.23

Boyd Gaming Corp, Term Loan B 148,765 $ 149,174 0.01%9/15/20233.69

Structured Asset Securities Corp Trust 2005-1 144,806 $ 148,905 0.01%2/25/20355.50

Walter Investment Management Corp 870,000 $ 147,900 0.01%11/1/20194.50

Evolent Health Inc 130,000 $ 146,088 0.01%12/1/20212.00

Westlake Automobile Receivables Trust 2017-1 145,000 $ 145,823 0.01%10/17/20223.46


Donnelley Financial Solutions Inc 135,000 $ 144,450 0.01%10/15/20248.25

NGPL PipeCo LLC 135,000 $ 140,063 0.00%8/15/20224.38

Wells Fargo Mortgage Backed Securities 2005-AR12 Trust 136,807 $ 138,427 0.00%6/25/20353.26

Structured Adjustable Rate Mortgage Loan Trust Series

2004-6

139,928 $ 138,371 0.00%6/25/20343.31




Lehman XS Trust Series 2006-2N 148,979 $ 131,497 0.00%2/25/20461.50

Oi SA 1,475,000 $ 130,401 0.00%9/15/20160.00


GTT Communications Inc, Term Loan B 129,025 $ 129,509 0.00%1/9/20244.50

TMK Hawk Parent Corp, Term Loan 128,274 $ 129,075 0.00%9/13/20240.00


Apollo Commercial Real Estate Finance Inc 125,000 $ 127,109 0.00%8/23/20224.75

Sierra Timeshare 2013-3 Receivables Funding LLC 126,094 $ 126,022 0.00%10/20/20302.20

NYMT Residential 2016-RP1 125,221 $ 125,663 0.00%3/25/20214.00

Redwood Trust Inc 125,000 $ 124,531 0.00%8/15/20234.75

Ludgate Funding PLC 108,483 $ 122,556 0.00%1/1/20610.00


Wells Fargo Mortgage Backed Securities 2005-16 Trust 119,141 $ 119,927 0.00%1/25/20366.00

SoFi Professional Loan Program 2015-C LLC 117,663 $ 118,073 0.00%8/25/20363.58

CHL Mortgage Pass-Through Trust 2005-21 120,311 $ 114,984 0.00%10/25/20355.50






ISSUER SHARES/ PAR

VALUE

MARKET

VALUE


% TOTAL NET

ASSETS

MATURITY

DATE

COUPON

RATE

Tronox Blocked Borrower LLC, Term Loan B 113,977 $ 114,380 0.00%9/13/20240.00


Synaptics Inc 125,000 $ 113,359 0.00%6/15/20220.50

RMAC Securities No 1 PLC 98,742 $ 113,219 0.00%6/12/20440.00

Banc of America Alternative Loan Trust 2003-8 109,216 $ 111,293 0.00%10/25/20335.50

Tutor Perini Corp 95,000 $ 110,616 0.00%6/15/20212.88

First Data Corp, Term Loan 107,207 $ 107,356 0.00%7/8/20223.49

Seven Generations Energy Ltd 104,000 $ 104,780 0.00%9/30/20255.38

RFMSI Series 2006-S1 Trust 103,901 $ 104,040 0.00%1/25/20365.75


Wells Fargo Mortgage Backed Securities Trust 98,500 $ 100,822 0.00%8/25/20343.53

VOLT XXII LLC 99,692 $ 100,164 0.00%2/25/20554.25

AJAX Mortgage Loan Trust 98,959 $ 99,620 0.00%4/25/20573.47

Brookdale Senior Living Inc 100,000 $ 99,500 0.00%6/15/20182.75

CHL Mortgage Pass-Through Trust 2004-HYB8 98,716 $ 98,239 0.00%1/20/20353.04

GCAT 2017-4 LLC 96,626 $ 96,935 0.00%5/25/20223.23

Gartner Inc, Term Loan B 94,525 $ 95,234 0.00%3/15/20243.24

Bayview Opportunity Master Fund IIIb Trust 2017-RN2 94,041 $ 94,619 0.00%4/28/20323.47

Lightstone Holdco LLC, Term Loan 94,435 $ 93,963 0.00%1/30/20245.74

CHL Mortgage Pass-Through Trust 2004-12 95,342 $ 93,761 0.00%8/25/20343.70

Structured Asset Securities Corp Mortgage Pass-Through

Certificates Series 2004-20

90,640 $ 91,654 0.00%11/25/20345.75

PRA Group Inc 100,000 $ 91,563 0.00%6/1/20233.50

VOLT XXII LLC 91,139 $ 91,433 0.00%2/25/20553.50


GMACM Mortgage Loan Trust 2005-AR4 90,895 $ 88,051 0.00%7/19/20354.00

Ashland LLC, Term Loan B 84,788 $ 85,084 0.00%5/24/20243.30

SM Energy Co 90,000 $ 84,488 0.00%7/1/20211.50


Credit Suisse First Boston Mortgage Securities Corp 82,416 $ 82,933 0.00%11/25/20333.32

Alternative Loan Trust 2004-14T2 79,405 $ 82,709 0.00%8/25/20345.50

AmeriCredit Automobile Receivables Trust 2016-2 80,000 $ 81,786 0.00%5/9/20223.65

Intercept Pharmaceuticals Inc 105,000 $ 81,113 0.00%7/1/20233.25

Adjustable Rate Mortgage Trust 2004-4 82,693 $ 81,092 0.00%3/25/20353.40


2007-LDP10

76,783 $ 76,720 0.00%1/15/20495.46

Starwood Property Trust Inc 75,000 $ 75,844 0.00%4/1/20234.38

SM Energy Co 75,000 $ 75,000 0.00%9/15/20266.75


Alternative Loan Trust 2003-9T1 71,105 $ 72,342 0.00%7/25/20335.50

Wells Fargo Mortgage Backed Securities 2005-AR10 Trust 69,822 $ 71,477 0.00%5/1/20353.30

GCA2014 Holdings Ltd - Class D 246,479 $ 71,035 0.00%1/5/20307.50








ISSUER SHARES/ PAR

VALUE

MARKET

VALUE


% TOTAL NET

ASSETS

MATURITY

DATE

COUPON

RATE

Lehman XS Trust Series 2005-7N 79,987 $ 67,926 0.00%12/25/20351.52


General Cable Corp 75,000 $ 66,563 0.00%11/15/20294.50

Teladoc Inc 60,000 $ 65,138 0.00%12/15/20223.00

TransDigm Inc, Term Loan E 64,349 $ 64,480 0.00%5/13/20224.26

AMC Entertainment Holdings Inc, Term Loan B 64,675 $ 64,352 0.00%10/31/20233.48



Rmac 2005-Ns3 PLC 51,324 $ 59,137 0.00%6/12/20430.03

Sierra Timeshare 2013-1 Receivables Funding LLC 58,117 $ 58,072 0.00%11/20/20291.59

Altice US Finance I Corp, Term Loan B 56,866 $ 56,568 0.00%7/28/20253.49

CSFB Mortgage-Backed Pass-Through Certificates Series

2003-27

52,874 $ 54,614 0.00%11/25/20335.75

Credit Suisse First Boston Mortgage Securities Corp 53,828 $ 53,960 0.00%12/25/20333.33

Evergreen Skills Lux Sarl, Term Loan 53,250 $ 53,361 0.00%4/8/20214.02

Ford Credit Auto Owner Trust 2016-A 52,885 $ 52,893 0.00%12/15/20181.63

CHL Mortgage Pass-Through Trust 2004-HYB4 52,247 $ 50,802 0.00%9/20/20343.51

GSR Mortgage Loan Trust 2005-4F 50,468 $ 50,501 0.00%2/25/20356.50

SoFi Professional Loan Program 2014-B LLC 49,579 $ 50,164 0.00%8/25/20322.48

Banc of America Mortgage 2005-A Trust 50,047 $ 49,859 0.00%2/25/20353.47

CSC Holdings LLC, Term Loan 44,775 $ 44,487 0.00%7/15/20253.48

Merrill Lynch Mortgage Investors Trust Series MLCC

2006-2

43,106 $ 43,068 0.00%5/25/20363.12

California Resources Corp 89,000 $ 40,495 0.00%11/15/20246.00

SunEdison Inc 1,425,000 $ 30,353 0.00%1/15/20200.00

VOLT XXIV LLC 28,986 $ 29,150 0.00%2/25/20553.50

Wells Fargo Mortgage Backed Securities 2005-11 Trust 25,672 $ 26,539 0.00%11/25/20355.50

Seattle SpinCo Inc, Term Loan 23,302 $ 23,331 0.00%4/19/20243.99

Engineered Machinery Holdings Inc, Delay-Draw Term

Loan DD

22,013 $ 22,013 0.00%7/25/20246.50

SM Energy Co 20,000 $ 20,150 0.00%1/1/20236.50


SunEdison Inc 725,000 $ 15,443 0.00%1/1/20210.00

CAM Mortgage Trust 13,608 $ 13,632 0.00%1/15/20564.00

VOLT XIX LLC 10,881 $ 10,885 0.00%4/25/20553.88

California Resources Corp 18,000 $ 10,080 0.00%9/15/20215.50

Toyota Auto Receivables 2014-C Owner Trust 9,033 $ 9,031 0.00%7/16/20180.93

SunEdison Inc 400,000 $ 8,520 0.00%10/1/20180.00

Commercial Mortgage Trust 2007-GG11 5,319 $ 5,309 0.00%12/10/20496.47

OGX Austria GmbH 1,100,000 $ 110 0.00%4/1/20220.00

OGX Austria GmbH 600,000 $ 6 0.00%6/1/20180.00

Alpha Natural Resources Inc 100,000 $ - 0.00%12/15/20200.00

Bonanza Creek Energy Inc 55,000 $ - 0.00%4/15/20210.00

GCA2014 Holdings Ltd - Class E 1,030,000 $ - 0.00%1/5/20300.00






ISSUER SHARES/ PAR

VALUE

MARKET

VALUE


% TOTAL NET

ASSETS

MATURITY

DATE

COUPON

RATE

Midstates Petroleum Co Inc 1,471,000 $ - 0.00%6/1/20200.00

GenOn Energy Inc, Term Loan -11,521,000 $ - 0.00%11/30/20170.00

Engineered Machinery Holdings Inc, Delay-Draw Term

Loan DD

-6,604 $ - 0.00%7/25/20240.00

Shutterfly Inc, Term Loan -500,000 $ - 0.00%8/9/20240.00

TMK Hawk Parent Corp, Term Loan -5,726 $ - 0.00%9/13/20240.00

PlayCore Inc, Term Loan -80,000 $ - 0.00%9/18/20240.00

TGP Holdings III LLC, Delay-Draw Term Loan DD -42,169 $ - 0.00%9/25/20240.00

Total Fixed Income Securities $ 1,282,677,333 44.88%

Investment CompaniesBlackRock Liquidity Funds FedFund Portfolio 269,467,100 $ 269,467,100 9.43%12/31/20490.93

Goldman Sachs Financial Square Funds - Government

Fund

109,037,129 $ 109,037,129 3.82%12/31/20490.93

Wells Fargo Advantage Government Money Market Fund 41,807,531 $ 41,807,531 1.46%12/31/20490.86

First American Government Obligations Fund 31,713,018 $ 31,713,018 1.11%12/31/20490.89

Morgan Stanley Institutional Liquidity Funds - Government

Portfolio

10,425,376 $ 10,425,376 0.36%12/31/20490.91

Financial Select Sector SPDR Fund 30,168 $ 780,144 0.03%

Total Investment Companies $ 463,230,298 16.21%

Senior Floating Rate InterestsNo Data Available 283,000 $ 283,000 0.01%9/27/20240.00

Total Senior Floating Rate Interests $ 283,000 0.01%

Short Term SecuritiesMerrill Lynch Repurchase Agreement 20,683,423 $ 20,683,423 0.72%10/2/20170.43

Merrill Lynch Repurchase Agreement 19,681,760 $ 19,681,760 0.69%10/2/20171.18



Merrill Lynch Repurchase Agreement 9,355,553 $ 9,355,553 0.33%10/2/2017-0.40

Barclays Bank PLC Repurchase Agreement 6,228,075 $ 6,228,075 0.22%9/27/2018-0.50

Barclays Bank PLC Repurchase Agreement 6,140,400 $ 6,140,400 0.21%9/27/20180.00



Barclays Bank PLC Repurchase Agreement 4,333,102 $ 4,333,102 0.15%7/26/20180.60




Merrill Lynch Repurchase Agreement 649,578 $ 649,578 0.02%6/30/20180.00

Total Short Term Securities $ 109,635,273 3.84%






$ 2,857,793,167 Total Net Assets

Total Market Value $ 3,018,889,947

-161,096,780Cash

105.64%

-5.64%

100.00%

Securities Sold Short

MARKET

VALUE

SHARES/ PAR

VALUE

ISSUER

SunPower Corp $(1,683.99)(231.00)

Evolent Health Inc $(7,565.00)(425.00)

Starwood Property Trust Inc $(7,862.64)(362.00)

Prospect Capital Corp $(11,168.64)(1,662.00)

First Financial Bancorp $(14,565.55)(557.00)

Jardine Cycle & Carriage Ltd $(20,370.10)(700.00)

Redwood Trust Inc $(25,265.79)(1,551.00)

Ares Capital Corp $(27,109.06)(1,654.00)

Nice Systems Inc $(28,187.50)(25,000.00)

Apollo Commercial Real Estate Finance Inc $(28,269.71)(1,561.00)

Blackstone Mortgage Trust Inc $(30,430.62)(981.00)

Synaptics Inc $(31,579.08)(806.00)

General Cable Corp $(35,098.70)(1,862.00)

Littelfuse Inc $(36,433.68)(186.00)

PRA Group Inc $(37,216.35)(1,299.00)

NRG Yield Inc - C Shares $(50,527.40)(2,618.00)

Teladoc Inc $(54,281.25)(50,000.00)

Spirit Realty Capital Inc $(56,133.50)(6,550.00)

Proofpoint Inc $(62,468.75)(50,000.00)

Dominion Energy Inc $(68,621.56)(892.00)

Potash Corp of Saskatchewan Inc $(74,574.24)(3,876.00)

South State Corp $(81,945.50)(910.00)

Element Fleet Management Corp $(82,532.76)(11,133.00)

Blackhawk Network Holdings Inc $(83,718.75)(75,000.00)

RealPage Inc $(87,187.50)(75,000.00)

AMAG Pharmaceuticals Inc $(94,390.20)(5,116.00)

Colony NorthStar Inc $(99,475.20)(7,920.00)

Ship Finance International Ltd $(99,963.00)(6,894.00)

Liberty Ventures $(104,223.05)(1,811.00)

Liberty Expedia Holdings Inc $(106,312.50)(100,000.00)






Alamos Gold Inc $(106,632.49)(15,783.00)

Post Holdings Inc $(108,748.64)(1,232.00)

Rexnord Corp $(124,839.33)(4,913.00)

Acorda Therapeutics Inc $(130,595.30)(5,522.00)

Chesapeake Energy Corp $(130,659.80)(30,386.00)

Macquarie Infrastructure Corp $(132,734.38)(125,000.00)

Atlas Air Worldwide Holdings Inc $(133,376.60)(2,027.00)

ServiceNow Inc $(134,453.13)(125,000.00)

Square Inc $(140,312.50)(100,000.00)

Credit Saison Co Ltd $(143,172.39)(6,900.00)

Innoviva Inc $(145,704.28)(10,319.00)

Meritor Inc $(152,782.74)(5,874.00)

NRG Yield Inc - A Shares $(162,990.24)(8,592.00)

Twitter Inc $(171,331.72)(10,156.00)

Ascena Retail Group Inc $(175,809.55)(71,759.00)

PacWest Bancorp $(181,482.43)(3,593.00)

Allegheny Technologies Inc $(188,140.80)(7,872.00)

Advanced Micro Devices Inc $(188,483.25)(14,783.00)

Teva Pharmaceutical Industries Ltd $(198,035.20)(11,252.00)

Stericycle Inc $(208,270.96)(2,908.00)

Helmerich & Payne Inc $(225,375.75)(4,325.00)

VanEck Vectors Oil Services ET $(225,948.69)(8,667.00)

Lundin Petroleum AB $(227,675.20)(10,390.00)

Patterson-UTI Energy Inc $(230,381.88)(11,002.00)

NCR Corp $(231,948.64)(6,182.00)

Superior Energy Services Inc $(235,109.52)(22,014.00)

Quintiles IMS Holdings Inc $(239,481.33)(2,519.00)

Dick's Sporting Goods Inc $(250,868.88)(9,288.00)

Foot Locker Inc $(255,591.54)(7,257.00)

Nuance Communications Inc $(257,468.75)(275,000.00)

Priceline Group Inc/The $(258,187.50)(225,000.00)

Columbia Banking System Inc $(258,723.84)(6,144.00)

GNC Holdings Inc $(259,568.92)(29,363.00)

Visa Inc $(265,836.24)(2,526.00)

Bank of Queensland Ltd $(268,736.32)(26,334.00)

Invitation Homes Inc $(275,197.50)(12,150.00)

Tesla Inc $(284,477.40)(834.00)

Baloise Holding AG $(285,035.63)(1,800.00)

Essity AB $(286,626.88)(10,513.00)

Cenveo Corp $(288,900.00)(642,000.00)

Expedia Inc $(289,175.46)(2,009.00)

Home BancShares Inc/AR $(293,308.60)(11,630.00)

Neurocrine Biosciences Inc $(312,984.38)(275,000.00)

Keyera Corp $(314,840.31)(10,300.00)

Martin Marietta Materials Inc $(314,913.21)(1,527.00)

Atco Ltd/Canada $(345,037.07)(9,400.00)






Yokohama Rubber Co Ltd/The $(348,530.64)(16,900.00)

Ensco PLC $(348,862.92)(58,436.00)

Capita PLC $(350,667.49)(46,347.00)

Siemens AG $(352,348.23)(2,497.00)

G-III Apparel Group Ltd $(353,811.84)(12,192.00)

AerCap Holdings NV $(362,932.11)(7,101.00)

Liberty Interactive Corp QVC Group $(362,954.43)(15,399.00)

Vail Resorts Inc $(366,360.72)(1,606.00)

AutoZone Inc $(368,968.20)(620.00)

Sterling Bancorp/DE $(370,390.90)(15,026.00)

MacDonald Dettwiler & Associates Ltd $(374,596.91)(6,585.00)

SCANA Corp $(377,106.73)(7,777.00)

MAN SE $(382,901.37)(3,392.00)

Nielsen Holdings PLC $(384,573.10)(9,278.00)

Perrigo Co PLC $(386,173.30)(4,562.00)

Seattle Genetics Inc $(389,031.50)(7,150.00)

Vishay Intertechnology Inc $(389,667.60)(20,727.00)

Empire Co Ltd $(392,847.93)(22,200.00)

Singapore Airlines Ltd $(398,193.62)(53,700.00)

Paddy Power Betfair PLC $(399,550.94)(4,010.00)

CIT Group Inc $(407,507.40)(8,308.00)

DeNA Co Ltd $(408,229.20)(18,200.00)

Vantiv Inc $(409,219.29)(5,807.00)

Colruyt SA $(422,608.92)(8,248.00)

Best Buy Co Inc $(423,725.44)(7,439.00)

Oriental Land Co Ltd/Japan $(426,942.38)(5,600.00)

Xcel Energy Inc $(433,167.28)(9,154.00)

Swisscom AG $(435,800.10)(850.00)

Yaskawa Electric Corp $(447,529.58)(14,100.00)

HSBC Holdings PLC $(449,053.44)(45,424.00)

PulteGroup Inc $(453,076.74)(16,578.00)

Domino's Pizza Enterprises Ltd $(465,159.17)(12,911.00)

Shopify Inc $(465,221.40)(4,000.00)

Challenger Ltd/Australia $(466,715.37)(47,613.00)

First Horizon National Corp $(466,781.25)(24,375.00)

JFE Holdings Inc $(467,479.28)(23,900.00)

Splunk Inc $(471,320.85)(7,095.00)

DexCom Inc $(473,838.63)(9,685.00)

ProPetro Holding Corp $(476,133.00)(33,180.00)

United Technologies Corp $(479,294.32)(4,129.00)

Discovery Communications Inc - C Shares $(480,931.88)(23,738.00)

Cabot Oil & Gas Corp $(485,485.75)(18,149.00)

Taiyo Nippon Sanso Corp $(490,643.32)(41,400.00)

Takeda Pharmaceutical Co Ltd $(492,133.87)(8,900.00)

JC Penney Co Inc $(494,050.32)(129,672.00)

Keane Group Inc $(495,396.00)(29,700.00)






Keikyu Corp $(496,853.41)(24,500.00)

L Brands Inc $(502,149.48)(12,068.00)

Liberty Broadband Corp - C Shares $(504,137.00)(5,290.00)

Altice NV - A Shares $(504,160.52)(25,163.00)

Weatherford International PLC $(518,281.96)(113,162.00)

Mazda Motor Corp $(525,473.34)(34,300.00)

Provident Financial PLC $(531,754.07)(47,757.00)

DXC Technology Co $(534,774.76)(6,227.00)

REA Group Ltd $(546,595.11)(10,377.00)

TOTAL SA $(550,526.08)(10,253.00)

Chugoku Bank Ltd/The $(552,723.76)(40,300.00)

J Front Retailing Co Ltd $(557,199.50)(40,300.00)

Telenet Group Holding NV $(571,640.96)(8,636.00)

Mondelez International Inc $(576,152.20)(14,170.00)

WR Berkley Corp $(585,109.58)(8,767.00)

Woodside Petroleum Ltd $(593,861.80)(25,935.00)

Zayo Group Holdings Inc $(595,052.96)(17,288.00)

Kyushu Electric Power Co Inc $(597,039.30)(56,200.00)

MTR Corp Ltd $(597,601.09)(102,063.00)

Allianz SE $(607,054.76)(2,703.00)

Antero Resources Corp $(616,382.60)(30,974.00)

SPDR S&P Oil & Gas Equipment & Services ETF $(617,439.20)(37,240.00)

Praxair Inc $(618,768.72)(4,428.00)

Odakyu Electric Railway Co Ltd $(629,972.00)(33,200.00)

Harley-Davidson Inc $(638,396.82)(13,242.00)

Colombia Government International Bond $(638,664.00)(598,000.00)

Sumitomo Mitsui Trust Holdings Inc $(650,208.74)(18,000.00)

Canadian Imperial Bank of Commerce $(664,950.51)(7,600.00)

Dell Technologies Inc Class V $(665,241.36)(8,616.00)

Koninklijke Vopak NV $(675,960.97)(15,414.00)

Ciena Corp $(681,509.40)(31,020.00)

First Data Corp $(682,507.32)(37,833.00)

Black Hills Corp $(684,430.06)(9,938.00)

Toray Industries Inc $(692,821.55)(71,400.00)

Tractor Supply Co $(703,151.90)(11,110.00)

AT&T Inc $(705,060.00)(18,000.00)

Envision Healthcare Corp $(712,187.80)(15,844.00)

Marui Group Co Ltd $(718,625.66)(50,200.00)

JCDecaux SA $(731,001.15)(19,498.00)

AEON Financial Service Co Ltd $(732,193.61)(35,000.00)

Chubb Ltd $(735,415.45)(5,159.00)

FirstEnergy Corp $(737,391.94)(23,918.00)

RPC Inc $(742,832.35)(29,965.00)

GEA Group AG $(746,444.85)(16,397.00)

Cameco Corp $(753,275.90)(78,000.00)

Electric Power Development Co Ltd $(753,624.17)(30,000.00)






Casio Computer Co Ltd $(764,520.54)(54,200.00)

Bed Bath & Beyond Inc $(773,758.96)(32,968.00)

ING Groep NV $(775,536.93)(42,075.00)

K+S AG $(778,495.02)(28,558.00)

Suzuken Co Ltd/Aichi Japan $(778,923.94)(21,900.00)

ONEOK Inc $(786,822.00)(14,200.00)

TTM Technologies Inc $(789,433.94)(51,362.00)

Mitsubishi Materials Corp $(793,190.13)(22,900.00)

Power Assets Holdings Ltd $(798,567.74)(92,000.00)

United Utilities Group PLC $(800,454.22)(69,907.00)

ResMed Inc $(808,233.92)(10,502.00)

Eni SpA $(812,728.05)(49,073.00)

CenturyLink Inc $(815,081.40)(43,126.00)

Renesas Electronics Corp $(819,566.86)(75,200.00)

Hamamatsu Photonics KK $(825,864.72)(27,300.00)

Becton Dickinson and Co $(830,632.05)(4,239.00)

Deutsche Wohnen SE $(834,326.07)(19,632.00)

Acuity Brands Inc $(836,531.52)(4,884.00)

BAE Systems PLC $(837,100.86)(98,846.00)

Ono Pharmaceutical Co Ltd $(837,574.83)(36,900.00)

Kone OYJ $(843,797.35)(15,918.00)

Sony Financial Holdings Inc $(856,578.92)(52,200.00)

Sabre Corp $(857,433.20)(47,372.00)

McDonald's Holdings Co Japan Ltd $(871,561.24)(19,700.00)

T-Mobile US Inc $(873,598.88)(14,168.00)

Sempra Energy $(884,507.50)(7,750.00)

KeyCorp $(891,879.80)(47,390.00)

Kansai Paint Co Ltd $(899,313.51)(35,700.00)

Sumitomo Metal Mining Co Ltd $(901,412.04)(28,000.00)

DowDuPont Inc $(901,789.98)(13,026.00)

Zillow Group Inc - C Shares $(902,272.19)(22,439.00)

Deutsche Telekom AG $(908,892.35)(48,671.00)

FamilyMart UNY Holdings Co Ltd $(911,396.85)(17,300.00)

Macy's Inc $(913,232.46)(41,853.00)

Ryohin Keikaku Co Ltd $(913,823.46)(3,100.00)

BHP Billiton Ltd $(913,969.68)(45,068.00)

Host Hotels & Resorts Inc $(920,487.67)(49,783.00)

easyJet PLC $(945,600.10)(57,946.00)

Hikari Tsushin Inc $(965,986.05)(7,700.00)

Fidelity National Information Services Inc $(967,613.79)(10,361.00)

Commonwealth Bank of Australia $(970,209.09)(16,385.00)

Leidos Holdings Inc $(990,869.04)(16,732.00)

Suncor Energy Inc $(1,009,356.04)(28,800.00)

Spectrum Brands Holdings Inc $(1,010,688.64)(9,542.00)

Ferrari NV $(1,026,589.43)(9,278.00)

Hormel Foods Corp $(1,044,325.02)(32,493.00)






International Paper Co $(1,045,715.28)(18,404.00)

Park24 Co Ltd $(1,064,215.17)(43,700.00)

Yamato Holdings Co Ltd $(1,066,554.93)(52,800.00)

Consolidated Edison Inc $(1,073,205.36)(13,302.00)

SM Energy Co $(1,082,055.00)(1,074,000.00)

Signet Jewelers Ltd $(1,096,344.70)(16,474.00)

Hennes & Mauritz AB $(1,102,639.66)(42,448.00)

Power Corp of Canada $(1,115,663.39)(43,900.00)

UBS Group AG $(1,123,312.73)(65,664.00)

Flowserve Corp $(1,129,571.98)(26,522.00)

Sonic Healthcare Ltd $(1,137,497.05)(69,221.00)

BP PLC $(1,162,911.36)(181,535.00)

Advance Auto Parts Inc $(1,166,592.00)(11,760.00)

Coca-Cola Bottlers Japan Inc $(1,169,266.39)(36,100.00)

Seibu Holdings Inc $(1,180,297.38)(69,100.00)

Kraft Heinz Co/The $(1,180,311.00)(15,220.00)

Transurban Group $(1,192,696.70)(127,721.00)

Keihan Holdings Co Ltd $(1,194,981.86)(40,800.00)

Kobe Steel Ltd $(1,196,761.59)(104,500.00)

Tenaris SA $(1,202,982.35)(84,867.00)

Treasury Wine Estates Ltd $(1,207,688.10)(112,262.00)

MetLife Inc $(1,215,785.85)(23,403.00)

Marubeni Corp $(1,221,629.25)(178,700.00)

Calbee Inc $(1,222,225.15)(34,800.00)

United Internet AG $(1,223,213.88)(19,624.00)

Ferrovial SA $(1,232,103.16)(55,919.00)

Cardinal Health Inc $(1,235,878.56)(18,468.00)

Securitas AB $(1,243,731.31)(74,178.00)

Enbridge Inc $(1,244,781.41)(29,800.00)

QUALCOMM Inc $(1,275,626.88)(24,607.00)

Konica Minolta Inc $(1,286,653.41)(156,600.00)

Under Armour Inc - Class C $(1,299,154.90)(86,495.00)

Daiwa Securities Group Inc $(1,303,826.88)(230,000.00)

Olympus Corp $(1,308,004.55)(38,600.00)

Toyota Motor Corp $(1,311,825.51)(22,000.00)

Energizer Holdings Inc $(1,315,464.30)(28,566.00)

Anheuser-Busch InBev SA/NV $(1,330,202.86)(11,128.00)

Great Plains Energy Inc $(1,332,169.80)(43,966.00)

Welltower Inc $(1,341,082.96)(19,082.00)

Liberty Global PLC - A Shares $(1,363,622.83)(40,213.00)

Nomura Real Estate Holdings Inc $(1,365,254.04)(64,000.00)

Chugai Pharmaceutical Co Ltd $(1,396,286.30)(33,600.00)

FedEx Corp $(1,396,340.20)(6,190.00)

Abbott Laboratories $(1,401,767.20)(26,270.00)

Pembina Pipeline Corp $(1,413,556.29)(40,287.00)

Automatic Data Processing Inc $(1,438,541.88)(13,159.00)






Macy's Retail Holdings Inc $(1,443,142.13)(1,677,000.00)

Isetan Mitsukoshi Holdings Ltd $(1,444,161.49)(138,200.00)

Morgan Stanley $(1,449,049.94)(30,082.00)

SoftBank Group Corp $(1,459,733.42)(18,000.00)

Bank of Kyoto Ltd/The $(1,465,925.53)(28,800.00)

Eurazeo SA $(1,470,956.09)(16,457.00)

Textron Inc $(1,474,695.60)(27,370.00)

Seiko Epson Corp $(1,474,749.18)(60,900.00)

Fortis Inc/Canada $(1,475,021.44)(41,100.00)

Xerox Corp $(1,485,166.77)(44,613.00)

MSG Networks Inc $(1,492,013.60)(70,378.00)

SES SA $(1,498,057.00)(68,430.00)

KION Group AG $(1,507,617.09)(15,738.00)

Daimler AG $(1,510,520.33)(18,923.00)

PrairieSky Royalty Ltd $(1,522,608.70)(59,500.00)

Industrial Alliance Insurance & Financial Services Inc $(1,525,986.78)(33,700.00)

Netflix Inc $(1,545,102.00)(8,520.00)

Chugoku Electric Power Co Inc/The $(1,557,360.98)(146,600.00)

Kroger Co/The $(1,568,150.38)(78,173.00)

CommScope Holding Co Inc $(1,586,740.59)(47,779.00)

Emera Inc $(1,602,162.29)(42,300.00)

International Lease Finance Corp $(1,607,927.25)(1,436,000.00)

JGC Corp $(1,635,646.35)(101,000.00)

Signature Bank/New York NY $(1,647,362.64)(12,866.00)

CH Robinson Worldwide Inc $(1,667,351.00)(21,910.00)

Dillard's Inc $(1,680,081.48)(29,964.00)

Wabtec Corp/DE $(1,682,407.50)(22,210.00)

New Media Investment Group Inc $(1,698,113.85)(114,815.00)

CarMax Inc $(1,698,674.67)(22,407.00)

United Parcel Service Inc $(1,713,083.85)(14,265.00)

Ricoh Co Ltd $(1,727,983.12)(177,700.00)

American Airlines Group Inc $(1,742,028.18)(36,682.00)

EQT Corp $(1,747,714.36)(26,789.00)

Great-West Lifeco Inc $(1,752,690.04)(60,900.00)

Japan Tobacco Inc $(1,763,077.83)(53,800.00)

Gap Inc/The $(1,769,053.71)(59,907.00)

Aeroports de Paris $(1,773,669.58)(10,972.00)

Vifor Pharma AG $(1,787,598.49)(15,156.00)

Coty Inc $(1,810,365.60)(109,520.00)

Charter Communications Inc $(1,812,012.12)(4,986.00)

SM Energy Co $(1,825,000.00)(1,825,000.00)

Air Liquide SA $(1,842,698.96)(13,818.00)

Power Financial Corp $(1,847,346.02)(66,600.00)

ICA Gruppen AB $(1,915,118.29)(50,908.00)

AmerisourceBergen Corp $(1,948,514.25)(23,547.00)

CBOE Holdings Inc $(1,968,983.22)(18,294.00)






Santen Pharmaceutical Co Ltd $(1,981,707.28)(125,600.00)

Essilor International SA $(1,982,369.60)(15,995.00)

Exelon Corp $(1,997,602.43)(53,029.00)

Yamada Denki Co Ltd $(1,999,687.62)(365,700.00)

Groupe Bruxelles Lambert SA $(2,008,285.21)(19,079.00)

AP Moller - Maersk A/S $(2,041,155.50)(1,072.00)

Goodyear Tire & Rubber Co/The $(2,059,205.75)(61,931.00)

Hanesbrands Inc $(2,084,519.36)(84,599.00)

General Motors Co $(2,086,353.84)(51,668.00)

Harris Corp $(2,101,217.76)(15,957.00)

CF Industries Holdings Inc $(2,116,667.16)(60,201.00)

Hewlett Packard Enterprise Co $(2,124,653.56)(144,436.00)

Ally Financial Inc $(2,190,071.50)(90,275.00)

Goldman Sachs Group Inc/The $(2,198,988.49)(9,271.00)

Nordstrom Inc $(2,206,902.90)(46,806.00)

Digital Realty Trust Inc $(2,225,313.98)(18,806.00)

Accor SA $(2,295,884.51)(46,164.00)

Flowers Foods Inc $(2,359,656.85)(2,220,000.00)

Iliad SA $(2,372,549.00)(8,926.00)

EW Scripps Co/The $(2,373,805.98)(124,218.00)

TransDigm Group Inc $(2,446,059.20)(9,568.00)

Dufry AG $(2,527,999.30)(15,904.00)

Clariant AG $(2,544,540.59)(106,154.00)

VeriSign Inc $(2,553,891.95)(24,005.00)

MGM Resorts International $(2,809,420.95)(86,205.00)

Allergan PLC $(2,868,070.30)(13,994.00)

BofI Holding Inc $(2,878,715.58)(101,114.00)

Microchip Technology Inc $(2,951,248.16)(32,872.00)

Ball Corp $(3,212,231.40)(77,778.00)

United States Treasury Inflation Indexed Bonds $(3,345,512.52)(3,345,738.96)

Venezuela Government International Bond $(3,427,000.00)(10,000,000.00)

Alibaba Group Holding Ltd $(3,529,674.27)(20,437.00)

Berkshire Hathaway Inc - Class B $(3,783,724.80)(20,640.00)

Fossil Group Inc $(4,704,997.71)(504,287.00)

Kohl's Corp $(5,072,217.15)(111,111.00)

Endo Finance LLC $(5,125,477.50)(5,841,000.00)


Intel Corp $(5,593,799.68)(146,896.00)

Pakistan Government International Bond $(5,696,000.00)(5,000,000.00)

Pakistan Government International Bond $(5,768,520.00)(5,000,000.00)

Turkey Government International Bond $(6,615,027.25)(5,695,000.00)

Anthem Inc $(6,776,247.56)(35,687.00)

Lam Research Corp $(11,034,305.28)(59,632.00)


United States Treasury Note/Bond $(11,656,048.86)(11,622,000.00)









Fannie Mae $(41,694,685.79)(40,445,000.00)



$(595,305,017.10)






Insurance products and plan administrative services, if applicable, are provided by Principal Life Insurance Company. Principal mutual funds are part of the

Principal Funds, Inc. series. Principal Funds, Inc. is distributed by Principal Funds Distributor, Inc. Securities are offered through Principal Securities , Inc.,

800-547-7754, member SIPC and/or independent broker/dealers. Securities sold by a Principal Securities Registered Representative are offered through

Principal Securities. Principal Funds Distributor, Principal Securities and Principal Life are members of Principal Financial Group®, Des Moines, IA 50392.

Certain investment options may not be available in all states or U.S. commonwealths.

Investors should carefully consider a mutual fund’s investment objectives, risks, charges, and expenses prior to investing. A prospectus, or summary

prospectus if available, containing this and other information can be obtained by contacting a financial professional, visiting principal.com, or calling

1-800-547-7754. Read the prospectus carefully before investing

Portfolio holdings may not reflect the current portfolio composition. The holdings listed do not constitute a recommendation to purchase or sell a particular

security.

A mutual fund's share price and investment return will vary with market conditions, and the principal value of an investment when you sell your shares may

be more or less than the original cost.

Information is current as of the creation of this piece. Keep in mind that portfolio holdings are subject to risk.

This fund utilizes alternative investment strategies such as arbitrage, leverage, derivatives, and shorting securities in addition to traditional investments.

Investment risk may be magnified with the use of these alternative strategies. In addition, securities such as bonds, equities, commodities, international and

emerging market securities, and currencies are used to implement the investment strategy. These investments are subject to risks associated with market

and interest rate movements. The fund is considered non-diversified which may make it more susceptible to price volatility if the fund does not meet its

objective. Due to the nature of the investment process, investors should not expect significant outperformance during market rallies. Additional risks are

included in the funds prospectus. It is possible to lose money when investing in the fund.




Documents

Global Multi-Strategy Fund · Alstom SA 79,183$ 3,364,319 0.12% Citrix Systems Inc 43,473$ 3,339,596 0.12% Bayer AG 24,220$ 3,308,514 0.12% ... PQ 10863 9-17 Not FDIC or NCUA Insured